6 First-order differential equations

Differential equations
The laws of physics and mechanics, as well as numerous chemical, biological, or eco-
nomic phenomena, reduce to the search for functions (of one or more variables) whose
derivatives satisfy certain relationships. This is the case, for example, for the movement
of a material particle or the temperature at a point in a homogeneous conductor.

5 Définitions
A differential equation is a relation between a variable x, an unknown function
y = φ (x) of the variable x, and the successive derivatives y ′ = φ′ (x) , . . . , y (n) = φ(n) (x)
of this function :
y (n) = f x, y, y ′ , . . . , y (n−1) .

The integer n is called the order of the differential equation.

An integral or solution of the differential equation on an interval I is any function
φ such that

φ(n) (x) = f x, φ (x) , φ′ (x) , . . . , φ(n−1) (x)

∀x ∈ I.

Solving or integrating a differential equation means finding the set of all solutions.

Example 21 xy ′ − y + 3 = 0 is a first-order differential equation.

y ′′ − xy ′ + 2y = 0 is a second-order differential equation.

6 First-order differential equations

A first-order differential equation is of the form

y ′ = f (x, y) .

There are three main classes of first-order differential equations :

1- Equations where variables can be separated ;
2- Linear equations (where y and y ′ are of the first degree) ;
3- Homogeneous equations (where y ′ depends only on the ratio y/x).
In addition to these general types of first-order differential equations, there are a
number of special types : Bernoulli’s equations, Riccati’s equations, Lagrange’s equations,
etc.

6.1 Differential equations with separable variables

Definition 22 A differential equation with separable variables is any equation of the
form :
g (y) .y ′ = f (x) (1)
where f and g are two arbitrary functions.

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The equation 1 can also be written as :

g (y) dy = f (x) dx.

By integrating each side separately, we obtain :

Z Z
g (y) dy = f (x) dx.

Example 23 Solve the equation : x2 y ′ − y 2 = 0.

This equation is separable in variables

x2 y ′ = y 2 .
dy
We replace y ′ with , and we obtain
dx
dy
x2 = y2.
dx
Then
dy dx
2
= 2,
y x
and by integrating Z Z
dy dx 1 1
= ⇐⇒ = + C.
y2 x 2 y x
Then
x
y= ,
1 + Cx
where C is a constant.

6.2 Linear differential equations

Definition 24 Linear first-order differential equations are defined as any equation of the
form :
y ′ + a (x) y = b (x) . (I)

where a and b are two continuous functions of the variable x.

If b = 0, equation (I) is called a homogeneous linear equation.
The equation :
y ′ + a (x) y = 0, (II)
is called the homogeneous equation associated with equation (I).

Theorem 25 The general solution of a first-order linear differential equation (I) is the
sum of the general integral of the homogeneous equation (II) and a particular integral of
the non-homogeneous equation (I).

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Solution of the associated homogeneous equation

Let’s consider the equation :
y ′ + a (x) y = 0,
where a is a continuous function.
The solution is very simple because we reduce it to the first type of first-order equation :
we can separate the variables, and integration is immediate.
Indeed, we write
dy
= −a (x) dx.
y
Therefore Z
ln |y| = − a (x) dx + k, k ∈ R.

Then
y = C.eA(x) , C ∈ R,
Z
with A (x) = − a (x) dx.
Particular solution by variation of constants
We seek the particular solution in the form

y = C (x) eA(x)

this amounts to replacing the constant C with a function of the variable x (hence the
name of the method : variation of constants).
Let’s differentiate y and substitute it into the differential equation (I). We obtain a
differential equation with the unknown C.
This leads us to integrate to find the function C(x) and then substitute it into
y = C (x) eA(x) .

Example 26 Solve the equation : x y ′ − 2y = x3 .

The associated homogeneous equation is

x y ′ − 2y = 0.

This equation is separable in variables

dy dx
=2 .
y x
Then
ln |y| = ln x2 + k,
and
y = Cx2 , C ∈ R.
To solve the non-homogeneous equation, let’s proceed with the method of variation of
constants.
y = C (x) x2 ⇒ y ′ = C ′ (x) x2 + 2C (x) x.
Furthermore,
x y ′ − 2y = x3 ⇐⇒ C ′ (x) x3 = x3 .

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 6 First-order differential equations

Then
C ′ (x) = 1 =⇒ C (x) = x.
and
y = x3 .
The general solution of the non-homogeneous equation is

y = x3 + Cx2 , C ∈ R.

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