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Chapter 2

Equations of First Order


and First Degree

2.1 Introduction: Existence Theorem


An ordinary differential equation of first order and first degree can be
written as
dy
da =
f(, y) (2.1.1) v

or in the more symmetric form


M dr +N dy =0 (2.1.2)

The
where M = M(,y) and N= N(a, y) are functions of z and y.
following theoremn holds for the general first order equation (2.1.1).
wExistence and Uniqueness Theorem. If the function f(z,y) be
interior,
continuous in a domain containing the point (To, yo) at its (2.1.1) and
then there erists a function y = olr) satisfying eguation
partial derivative
taking the value yo for z = to. If, in addition, the
8f
is contiuous, this solution of the equation is unique.
Oy
[C.H. 1993, '95, 2001, '03]
Lo is known
The condition that y = oz) has the value yo for z =
as the initial condition of the equation.
Geometrically, the theorem asserts the eristence of a unique integral
curve of the equation passing through (Zo, yo).
32 ] An Introductionto Differential Equations
Definitions 2.1.1
of the equation (2.1.)
The solution
(a) Particular Solution: when s= I0) is called
(say,y=M0 integral
satisfying the giveninitial condition
the corresponding
a
Particular
a Particular Solution and
Integral. the first
Solution: The general solution of order
(b) General solution y = d(z, C) from which,
diferential equation (2.1.1) is the yo when T= C0, a unique C
=
condition y = C) =n
given any initial = y0- The equation g(,y,d{r.
such that ¢ (ro, Co) C
can be found variable and the general solution (2.1.1)
connecting the independent
integral or complete primitive of equation
is called the general
solution (integral) is represented geometrically by a
The general with not more than onecurvep
one-parameter family of integral curves, of the region of the ry-plane
each point
of the family passing throughcontinuous. We shall not, in the present
where f(z, u) and f/8y are mention
include the proof of Existence Theorem but we shall
text,
the theorem does not hold:
some simple examples for which
dy
(i)) Consider the equation: da
variables, dy/y=
We get the general solution (on separating the impossible to find
dz/z and integrating) y = Cz from which it is condition y = 0
a unique particular solution satisfying the initial any
when a = 0. An infinite set of particular solution exists (TakeC,
arbitrary constant). In fact, any straight line through the origin is
an integral curve through the origin (0, 0). The uniqueness property
does not hold here. The explanation is that the right-hand side of
f(z,y) =y/z is not continuous and 8f/Oy does not exist at r =0.
(ii) Consider the equation:
dy
dz

Integration gives the general solution g² + y² = C, from which


it is clear that the differential equation has, in general, no solution
satisfying the initial condition y = 0 when z = 0. The fannily of integral
curves is the set of concentric circles with centre at the origin. Ihe
absence of a particular solution of (0,0) can be explained by the
discoantinuity of f(u,y) and at (0, 0).
We observe here that when a concrete physical or geometrical
problems is being investigated with the aid of a
usually a differential equatio
all the particularof and not the general solution is required, such that
conditions the problem are satisfied.
Chapter 2. Equations of First Order and First Degree | 33

Unfortunately it is not possible to obtain in all cases the general


solution in terms of known functions; in many cases one is obliged to
have a recourse to the method of numerical approximation. We shall,
however, discuss certain simple classes in which by the application of
elementaryprocesses the general solutions can be found in terms of
known functions. These classes are classified as:
1. Exact equations.
2. Equations solvable by separation of variables.
3. Homogeneous equations.
4. Linear equations of first order.

2.2 Exact Equations


A differential equation (2.1.1) of first order and of first
degree can be
expressed in the form
M(z,y) dz + N(, y) dy = 0, or, simply, M dz +N dy = 0
where M and N are functions of z and y.
xIf the differential M dz + N dy is immediately, that is without
multiplication by any factor, eapressible in the form d, where u
is a function of z and y, it is said to be eract and the equation
M da +N dy = 0 is then called an ezact
differential equation.
If the equation M dz + N dy = 0is exact,
exists such that du = M da + N dy, then the
i.e., if a function u(,y)
general
equation is, clearly, u = c, where c is an arbitrary solution of the
constant.
º Example 2.2.1 The equation y dz+z dy = 0 is an ezact
equation, since y dz + zdy = dy). Its general solution differential
is zy=c.
ºExample 2.2.2 2ay dy + 2yz dz = 0is an eract
equation, since 22y dy+2y'r dr = d (ty). Its primitive isdifferential
r²y² =c.
Theorem 2.2.1 The necessary and sufficient
condition that 02
M dz + N dy = 0
Vbe ezact is (2.2.1)

Ôy (2.2.2)
*Throughout this text the letter c or C denotes an [C.H. 1998)
other use of these letters will be evident from the artbitrary constant. Any
Dt Ean -3 context.
34 ] An Introduction to
Differential
This theorem gives a test for exactness. Thus, if the Equationg
(2.2.2) is satisfied, then the equation (2.2.1) is exact. We
this condition the condition of integrability of the condition
equation (2.of2t.e1n). call
Proof. To prove that the condition is necessary.
If the equation (2.2.1) is exact, then for some function
have
M dz + N då = a perfect differential of u = du.
u(a,y) we

The expression for du is given by


u u
du = da + dy.
oy
The two expressions must be
independent increments, identical and hence, dz, dy being

Ôu u
= M, = N.
ßy

Ôy and au
Then M
oy 9 Provided that the equivalent
and au expressions
are continuous. The
azôy tacit
continuous partial derivatives should assumption
not be
that M and N have
The necessity of the
condition is
overlooked.
assumptions. thus justified under these tacit
To prove that the
condition sufficient.
Suppose that the condition
is
(2.2.2), namely
OM
holds.
Put

where the
Constant.
P=M dz,
integration is performed on the Supposition that y is
Chapter 2. Equations of First Order and Firs: Degree 35

Then

= M

||
and
aF aF ÔM

So
SF
=0.

.. N is constant so far as z is concerned, that is, a function


of y = (y); say.
Hence
OF
N= o(y) +
oy
We next take function u(, y) so that

u=F+|oly) dy.
Then
Ôu
= N.

Also
SF
M =
(by our construction of F)
Ou
(u= F+ du) 4y).
Thus,
M da + N dy = u
dz + dy = du,
a perfect differential.
So the equation (2.2.1) is
therefore, sufficient. exact and the condition (2.2.2) is,

Example 2.2.3 Is the equation


('-y) d +(y- ) dy = 0
an ecact eguati0n?
rder and FirSt Degree

2. z° + 3ry = c.

3. Ty t sin y = c.
4. Ty t e = c.
5. ar' + bry + fy+ g* + ey = k (arbitrary
constant).
6. 'y- 'y = c.
7. 3a'z -y-3zy - 'y = C.
8. e+r-=c.
9. 3 -6r'y 6ry² +y=c.
1 3
10. y + 2y + 5y=c.
11. y' + 2a²y +z 2a'a+2ay= c.

2.3 Integrating Factors


The equation
tan y dr + tan dy = 0
is not exact as can be easily verified. But, if we multiply by cosz cos y,
the equation becomes
sin y cos T dæ + sin z cosy dy = 0
or, d(sin z sin y) =0.

Consequently the primitive is in z sin y = c.

Definition 2.3.1 A function ulz,y) is said to be an Integrating Factor


(LE.) of the equation M dz +N dy = 0if it is possible to obtain a
function u(a,y) such that u(M dr + N dy) = du. In other words, an
LF. is a multiplying factor by which the equation can be made exact.
The question arises as to whether or not integrating factors exist.
Again, if an I.F. does exist, is it unique? These questions are answered
by the following theorem:

Theorem 2.3.1 If the equation M dz +N dy = 0 has one and only


one solution, then there ezists an infinity of integrating factors.
(C.H. 1998]
Differential
AnIntroduction to
40 |
Proof. Let the general solution be f(z,y) = c, where cis the
Equations
differential we obtain
arbitrary constant. Taking
af ds t dy =0.
df =
general solution of
Since f(z, u) = cis the
0,
M dz + N dy =

the relation
9f

must hold identically.


u such that
Hence there exists a function
= uM and = uN.
ôy

Consequently, u(M dz + N dy) =f, i.e., an integrating factor


exists.
Let o(f) be a function of f. Then the expression
uo)(M dz + N dy) = f)df.
The right side is exact. So uo) is also an I.F. Since of) is an
arbitrary function of f we conclude that there exists an infinity of
integrating factors.
There are several rules for determining an I.F. in particular classes
of equations. We shall discuss them in Art. 2.7. But in the present
article we shall see that sometimes an I.F. can be found by inspection.
A suitable regrouping of terms in the equation may be needed.

Example 2.3.1 Solve: z dz +y dy + z dy - y dz =0. (C.H. 1991


r?+y²
Solution: We see that
1
a dr +ydy =d( +y) and T dy - y dz
-a()
Therefore,
z dy -y d. z dy -y dr
d(y/z)
1+ (y/z)2 =d{tan-'(y/e)}.
Chapter 2. Equations of First Order and First Degree | 41
Hence the given equation becomes

;e+u)+dftan}) -0.
The primitive is

( + y') + tan-(y/z) = k (arbitrary


constant)
or, a +y'+ 2tan (/z) = c, where c = 2k.
V Example 2.3.2 Solve:
dz + z dy) =y sin( )( dy -y dr).
Solution: We note that
y dz + z dy =d(zy) and zdy - y dr

The equation can be written as

T COS
()d(u) T dy - y dz
y sin
()
sin
Or,
d(zy)
TY COS

Integrating, log ry = - log cos(y/z)+ log c.


C
log ry = log or, y cos(y/z) = c.
cos(y/z)
Note 2.3.1 Sometimes we shall write the arbitrary constant in a
suitable form so that the final ecpression of the primitive may not
contain terms of logarithms or inverse trigonometric functions.
Example 2.3.3 Solve: z dz +y dy = m(z dy - y dr).
Solution: Dividing by (z² + '), we have
z dz + y då z dy - y dz d(z² +y')
T?+ y
= m
z'+ y2 Or,
=mdtan' C)}
Integrating, ; log(r" +y')= mtan+c.
Chapter 2. Equations of First Order and First Degree | 45
1
9. log(" +y') +y=c.
10. log z+c= sin(y/).
11. log (z +y')= 2k tan-'(u/) + c.
sinh Ttc
12. y

13. +e/y=c.
14. a'e*+ my² = cr?.
15. -y+2a°y-2a²? 26²y² =c.
16. y+ 4z°y- 4ry +y- ce +e"y+ =c.
17. y= z sinh( + c).
18. 3y - 22e1/ +6cx' = 0.
20. z-4z°y + 4z?y?-y= 0.
21. 2 - y + y +y- 13 = 0.

2.4 Equations Solvable by Separation of


Variables
1. A special case of an exact equation occurs when, in the equation
M dz+ N dy = 0,M is a function of z alone (= fi(z), say] and N is a
function of yalone [= falu), say]. The equation fi (z) da +fa(y) dy = 0
is then said to have separated variables. Its general solution is

f2(y) dy = c.

dy + de
Example 2.4.1 Solve: V1-y2 V1- 0.

Solution: The general solution is clearly,


s i n +sin=c
Or,
sin-21-y +uv1-=e
or, /1 - y'+ yv1-? = k,
where k= sin cis an arbitrary constant.
to Differential
An Introduction
46 |

andIf itNis= possible


2. to factorise Mand Nsuch that M =
folw)x dole). then also the variables are separable For, the
Equationg
equation 0
M da + N då =

becomes dy= 0.
fi(æ)oi(y) dz + fo(y)o2(a) (2.4.1)
the separated form
This can be written in
fi(a) falu) dy = 0,
d2(æ)
da +
o1(y) (2.4.2)
Dividing by oi (y) xda(a)]|
which now can be easily integrated.
+yvla? dy = 0.
º Example 2.4.2 Solve: z/1- y2 de
Solution: Divide both sides by

V1-a? x V1-y2 (0, suppOse).


Then we get
+
y dy 0
V1-z2 V1-y2
which, on integration, gives 1- ²+ v1 -y2 =c.

Important Observations
It must be observed that a number of solutions may be lost in the
division of the equation (2.4.1) by o1(y) x ¢(æ). If, for example z =0
is root of o2(z) = 0 it would give a solution of
equation (2.4.1) Du
not neces$arily of the equation (2.4.2). We make the point
means of an example. clear D)'

O Example 2.4.3 (2+1) (? -1) de+ zy dy


=0.
Solution: Dividing by z(y²-1) the equation will have separated
variables; thus
dz t
y2-1 dy = 0.
TC.

(iv) zes'/s _=C.


(v) (*+ y)/a = tan(y + c)/a.
(vi) log T-y ta
2 +y= C.
(c)
y-a-1=Ae(y- + 1).
4. (a) /1+y?
t dy + log (1 +y') +2/(1 +
[To evaluate this integral put +)-e
(b) Substitute y= tan ; z = tan
1+y 2]
8,o 0 = A; the integral is

o-n|; m- sinA
C.

15. (a) c(y- b) = r/(1 + bz);


(b) 2- 2ry + 3y + 2cay =0.
16. (a) siny =F V2 sin z.
(b) tan y= log sin z + 1
T.
(c) (3-e) =2.
(d) ¢ = 4ry + 4.
(e) tan- s= 2Vt.
17. 13
(a), 9
(c) f(a) = a(log z- 1) 4.
1
(d) f(æ) =;log (1 +sin" a) + V2.
18. 729.

2.5
Homogeneous Equations
We say that a function
be expressed in the formf(,y) is homogeneous of degree n if it can
functions of and y of r"oy/).
the
If M and N are
homogeneous
same degree n, then the
M dz + N dy = 0is equation
said to be a
n. In this case, we
may write homogeneous equation of degree
M =(y/), N=
r"b(y/).
AnIntroduction to Differential Equation
52 |
be
considered a
may
On the substitution of y=v sothat N dy - 0 beecomes iey
v
M dr +
dependent variable, the equation v dr} = 0
g"v(v){r du +
z"o(u) dr + rv(v)du}=0
vv(v)) dr +
or, "{Io(v)+
du da =0 (.z" 0),
or,
F(v)
ov)
vV(v)+ olv)
where F(v) = v(v)
w(v)
separated and the solution is
are
Thus, the variables C
du = log

of y/r for vafe


primitive will be given by the substitution
The
been performed.
the integration has

Otherwise
the equation M dr + N y = 0, when homogeneous, can
We see that
be written as

dy -M d(y/) = f(y/r), say.


dr N v(y/z)
The substitution y= vr gives
dy du du
drdr +U, or, d +v= f(v).
Separating the variables we then obtain
du de du
or, = log cz.
f(u) - v
After perforning the integration we
replacev by y/z.
Example 2.5.1 Solue: dy
=y'- r.
Solution: Here the equation is
homogeneous, for
dyy²-? (y/a)² - 1
dz
2ry 2(y/z)
Chapter 2. Equations of First Order and First Degree | 57

2.5.1 Equations which are both Homogeneous and


Exact
Theorem 2.5.1 Suppose that M and N are homogeneous functions of
t and yof degree n( -1). Further suppose, that Mdr + N dy =0 is
eract. Then the primitive cari be obtained without the introduction of
aquadrature. The primitive is simply M+ Ny = c.
Proof. Let u = Mr + Nu. Since M and N are homogeneous of
degree n, we obtain, from Euler's Theorem on homogeneous functions:
M •M
= nM (2.5.1)
+y
ôy
aN
+y =nN (2.5.2)

Also it is given that M dz +N dy = 0 is exact. Hence, by Theorem


2.2.1,
aM
(2.5.3)
Now
u N
-(Me+ Ny) = M+ +y
aM
M+ +y (using (2.5.3)]
ay
M+nM [using (2.5.1)]
(n+ 1)M.

Similarly, using (2.5.3) and (2.5.2) we get


u
=(n+1)N.
Oy

Consequently,
du = dr + dy= (n + 1)(M dz+ N dy)
ay
1
or, M da + N dy = du = d{Ma + Ny}, if n -1.
n+1
The primitive is Ma +Ny =c.

Example 2.5.4 Solve: (r +3y") dr+ (y+32y) dy = 0.


58 ) An Introduction to Differential

Solution: M=g4+ 3u'r. N=y+3z'y. Equations


9M
6zy =

Thus, the equation is exact, M and Nare both


degree 3. Therefore, the primitive is homogeneous of
Mr +Ny = c, or, + 6zy+ y =c.
Next we consider a homogeneous equation M dz + N dy =0
Suppose it is not exact. In the following theorem we shall see that the
equation can be made exact by introducing the Integrating Factor
Mr + Nå t0
Mr + N, Proviaded, of course,
Theorem 2.5.2 If M and N are both homogeneous functions of z and
y of same degree n, then
M dz + N dy
Ma + Ny (Mz + Ny # 0)
satisfies the condition of integrability. [C.H. 2000
Proof. The condition of integrability, viz.,
M N
(Mz +Ni);ar Mz+ Ny
is satisfied, if

(Mr + Ny) - M + N
&y Oy
(Mr + Ny)?
ON
(Mz + Ny) -N M OM
+

which is true, if (Mr + Ny)?


Ny OM
Oy - MN - M ON
Ma SN -NM- Na OM
i.e., if N OM OM
= M
But the last
nMN, relation is ay
theorem. using Euler's true,
Theorem on because each side will be equalto
homogeneous functions. Hence the
Chapter 2. Equations of First Order and First Degree | 59

M dr + N dy
Note 2.5.1 homogeneous of degree -1 and also
Mz + Ny is
ezact. We cannot apply theorem 2.5.1. That is, in general, integration
of a homogeneous equation willinvolve a quadrature.
We summarise the previous results in the form of a rule:
Rule |
(1) If M dz + N dy = 0 is both homogeneous and exact, then its
primitive is Mz + Ny = c, provided the degree of homogeneity
is not equal to -1.
(ii) If M d + N dy = 0is homogeneous (but not exact) and if
1
Mz + Ny #0, then is an integrating factor of the
Mz + Ny
equation. [C.H. 2000]

Other rules for determining Integrating Factors will be given in


article 2.7.

Example 2.5.5 Solve: ay dr - (z² +y) dy = 0.


Solution: This equation is homogeneous but not exact.
Here M = r'y, N=-z-y. Rule I(ii)
AN = -32, Not Ezact.
Oy

Also Mz +Ny = -y(0), hence I.F. = -1/y.


Multiplying by this I.F., we get,
1
da + dy + dy = 0
da - 1
or,
dy +- dy =0
2 1
Or, dy = 0.

Integrating,
+logy= c, or, y= Ae/3y (e = A).
3y3
qudaiyoN =
nicaly. Chapter 2. Equations of First Order and First Degree

Answers
| 61

1. + log 2 =C.
. 2000
2. cy = e /

3. y=4z" log z+ ca,


4. (- y)y = cr + y).
5. 42°y +y =c.

2.5.2 Equations Reducible to the Homogeneous Form


Certain non-homogeneous equations can be made homogeneous by a
linear transformation of the variables.

Theorem 2.5.3 An equation of the form


dy = F
ax + by +c
(2.5.4)
da Az + By +C
in which a, b,c, A, B,C are fred constants such that aB bA 0 can
be made homogeneous and hence can be solved by separation.
Proof. We first note that under the given restriction (viz.,
aB bA0), the equations
ar +by+c=0
Az + By +C= 0

will represent two intersecting straight lines. The point of intersection


(h, k) is given by
bC cB cA - a
h= and k=
aB bA aB - bA (2.5.5)
We now transfer the origin there by putting
z =h+ X, y = k+ Y.

This leaves da = dX and dy = dY. The equation


(2.5.4) becomes
dY aX+ bY
dX AX + BY

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