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First Order Differential Equations
First Order Differential Equations
DIFFERENTIAL EQUATIONS
y f ( x, y )
Linear
Non-linear
Integrating Factor
Integrating
Factor
Transform to
Exact
Variables Separable
The first-order differential equation
dy
f x, y
dx
(1)
dy
g ( x ) h( y )
dx
We then say we have separated the
variables. By taking h(y) to the LHS, the
equation becomes
1
dy g ( x)dx
h( y )
Integrating, we get the solution as
1
dy
g
(
x
)
dx
c
h( y )
where c is an arbitrary constant.
dy
y
Example 1. Consider the DE
dx
Separating the variables, we get
1
dy dx
y
Integrating we get the solution as
ln | y | x k
or y ce , c an arbitrary constant.
x
x
3 x ln y dx dy 0
y
2
Homogeneous equations
Definition A function f(x, y) is said to be
homogeneous of degree n in x, y if
Examples f ( x, y ) x 2 xy y
is homogeneous of degree 2.
y
yx
f ( x, y ) sin(
)
x
x
is homogeneous of degree 0.
2
A first order DE M ( x, y ) dx N ( x, y ) dy 0
is called homogeneous if M ( x, y ) , N ( x, y )
are homogeneous functions of x and y of the
same degree.
This DE can be written in the form
dy
f ( x, y )
dx
where f ( x, y ) M ( x, y ) / N ( x, y ) is
clearly homogeneous of degree 0.
(3x y ) dy 2 xy dx 0
2
That is
dy
2 xy
2
2
dx (3 x y )
dz
2z x
2z
zx
2
2 2
2
dx (3 x z x ) (3 z )
dz
2z
z z
x
z
2
2
dx (3 z )
(3 z )
3
or
(3 z )
dx
dz
3
z z
x
Integrating we get
2
(3 z )
dx
z 3 z dz x
2
3
1
1
dx
dz
ln
c
z z 1 z 1
x
3
or
x y c y , c an arbitrary constant
2
3. Let y zx.
4. Differentiate y = z x to get
dy
dz
zx
dx
dx
5. Put this value of dy/dx into (1) and
solve the equation for z by separating
the variables.
6. Replace z by y/x and simplify.
Non-homogeneous equations
We shall now see that some equations can
be brought to homogeneous form by
appropriate substitution.
Example 5 Solve the DE
(2 x y 1) dx ( x 3 y 2) dy 0
dy
(2 x y 1)
That is
dx
( x 3 y 2)
dv
(2u v 2h k 1)
du
(u 3v h 3k 2)
We now choose h, k such that
2h k 1 0
h 3k 2 0
Hence
1
3
h , k
5
5
dv
(2u v)
du
(u 3v)
which is homogeneous in u and v.
Let v = z u. Hence we get
dz
(2 z )
z u
du
(1 3 z )
dz
(2 z )
(2 2 z 3z )
z
or u
du
(1 3 z )
(1 3z )
2
i.e. 2u 2uv 3v c
1
3
3 2
2
or 2( x 1/ 5) 2( x )( y ) 3( y ) c
5
5
5
2
(6 x 4 y 3) dx (3 x 2 y 2) dy 0
That is
dy
(6 x 4 y 3)
dx
(3 x 2 y 2)
3x 2 y 2 0
are parallel. We now put u = 3x + 2y.
du
(4u 6) u
3
dx
(u 2) u 2
u2
du dx
u
u2
du dx
u
Integrating, we get
u ln u x c
2
i.e.
3 x 2 y ln (3 x 2 y ) x c
2
df M ( x, y ) dx N ( x, y ) dy
Here df is the total differential of f(x, y)
and equals f
f
dx dy
x
y
Example 7 The DE
x dx y dy 0
1
x
x
x
sin( ) dx 2 sin( ) dy 0
y
y
y
y
x
is exact as it is d (cos( ) ) 0
y
Hence the solution is: cos( x ) c
y
M ( x, y ) dx N ( x, y ) dy 0
M
f
f
N
y
yx xy x
2
M N
y
x
M N
y
x
We now show that the above condition is
also sufficient for M dx + N dy = 0 to be
exact. That is, if M N
y
x
then there exists a function f(x, y) such that
f
f
M,
N
x
y
f
Integrating
M partially w.r.t. x, we get
x
f ( x, y ) M dx g ( y ) . (*)
x
f
N
We know that for this f(x, y),
y
Differentiating (*) partially w.r.t. y, we get
f
M dx g ( y ) = N gives
y y x
or
g ( y ) N M dx
y x
(**)
N M dx x x y M dx
x
y x
x
N
N
=
0
M
dx
x y
x y x x
Q.E.D.
2
Here M y, N ( x )
y
M
N
1
y
x
Hence exact.
Now f ( x, y ) M dx y dx xy g ( y )
x
(2 x y sin y ) dx (4 x y x cos y ) dy 0
4
M
N
3
8 xy cos y
y
x
Hence exact.
Now f ( x, y ) M dx (2 xy sin y ) dx
4
x y x sin y g ( y )
2
N
2 y sin 2 x;
4 y cos x sin x 2 y sin 2 x
y
x
Hence exact.
2
Now f ( x, y ) N dy 2 y cos x dy
2
y cos x g ( x)
2
Integrating Factors
The DE ( x y 1) dx ( x xy ) dy 0
2
i.e. d xy ln x y 0
2
1
is an Integrating Factor of the
We say
x
given DE
M dx N dy 0
becomes an exact DE, we say that (x, y)
is an Integrating Factor of the above DE
1 1 1
, 2 , 2 are all integrating factors of
xy x y
the non-exact DE y dx x dy 0
We give some methods of finding integrating
factors of an non-exact DE
M dx N dy 0
have an integrating factor that is a function
of x alone ?
Solution. Suppose = h(x) is an I.F.
Multiplying by h(x) the above d.e. becomes
h( x) M dx h( x) N dy 0 .......(*)
Since (*) is an exact DE, we have
( h( x ) M ) ( h( x ) N )
y
x
i.e. h( x) y M y h( x) h( x) x N x h( x)
or
or
or
M
N
h( x )
M 0 h( x )
N h( x)
y
x
M N
h( x)(
) N h( x)
y x
M N
y x h( x)
N
h( x )
M N
y x
g ( x)
Hence if
N
is a function of x alone, then
g ( x ) dx
M dx N dy 0
y x
h( y ) , a function of y alone,
If
M
h ( y ) dy
then
is an integrating factor of the given DE
M dx N dy 0
have an integrating factor that is a function
of the product z = x y ?
Solution. Suppose = h(z) is an I.F.
Multiplying by h(z) the above d.e. becomes
h( z ) M dx h( z ) N dy 0 .......(*)
Since (*) is an exact DE, we have
( h( z ) M ) ( h( z ) N )
y
x
M
h( z ) h( z )
N h( z )
i.e. h( z )
y
y
x
x
or
M
N
h( z )
M h( z ) x h( z )
N h( z ) y
y
x
or h( z )( M N ) h( z )( Ny Mx)
y x
or
M N
y x h( z )
Ny Mx h( z )
M N
y x
g ( z)
Hence if
Ny Mx
is a function of z = x y alone, then
g ( z ) dz
M dx N dy 0
( x 3 y ) dx 2 xy dy 0
2
Here
M ( x 3 y ); N 2 xy
2
M
N
6y 2y
y
x
Hence the given DE is not exact.
Now
M N
y x
6 y 2 y 2 g ( x),
x
2 xy
e
e
2
dx
x
( x 3x y ) dx 2 x y dy 0
3
2 2
M ( x 3x y ); N 2 x y
3
2 2
x
3 2
x y c,
4
c an arbitrary constant.
e dx (e cot y 2 y csc y ) dy 0
x
M e ; N e cot y 2 y csc y
M
N
x
0 e cot y
y
x
Here
M N
y x
Now
M
0 e cot y
cot
y
h
(
y
),
x
e
x
h ( y ) dy
cot y dy
sin y
e sin y dx (e cos y 2 y ) dy 0
x
M e sin y ; N e cos y 2 y
x
e sin y y c,
x
c an arbitrary constant.
y dx ( x 2 x y ) dy 0
2 3
M y ; N x 2x y
M
N
3
1 1 4 xy
y
x
Here
2 3
Now M N
y x
Ny Mx
1 (1 4 xy )
2 4
( xy 2 x y ) xy
3
2
2
g ( z ),
xy
z
a function of z =x y alone. Hence
g ( z ) dz
e
e
2
dz
z
1
1
2 2 2
z
x y
1
Multiplying by 2 2 , the given DE becomes
xy
1
1
d
x
2
y
)
d
y
0
2
2
xy
xy
which is of the form
M dx N dy 0
1 2
y c,
xy
c an arbitrary constant.
M dx N dy 0
have an integrating factor that is a function
of the sum z = x + y ?
Solution. Suppose = h(z) is an I.F.
Multiplying by h(z) the above DE becomes
h( z ) M dx h( z ) N dy 0 .......(*)
Since (*) is an exact DE, we have
( h( z ) M ) ( h ( z ) N )
y
x
M
i.e. h( z )
M
h( z ) h( z )
N h( z )
y
y
x
x
M
N
or h( z )
M h( z ) h( z )
N h( z )
y
x
M N
) h( z )( N M )
or h( z )(
y x
M N
y x h( z )
or
N M
h( z )
M N
y x
g ( z)
Hence if
N M
is a function of z = x + y alone, then
g ( z ) dz
M dx N dy 0
Linear Equations
A linear first order equation is an equation that
can be expressed in the form
dy
a1 ( x) a0 ( x) y b( x),
dx
(1)
dy
P ( x) y Q( x) (2)
dx
where P(x), Q(x) are continuous functions
on the interval.
M
N
P ( x) and
0
y
x
( x) P( x) y ( x)Q( x) dx ( x)dy 0
is exact.
(4)
M
N d
( x) P ( x) and
( x)
y
x dx
( x) exp P( x) dx (6)
dy
( x) P ( x) ( x) y ( x)Q( x) (7)
dx
d
We know from (5) P ( x) ( x)
dx
and so (7) can be written in the form
dy d
( x)
( x) y
dx
dx4 43
144
42 4
d
( x ) y ( x )Q ( x ) (8)
dx
( x)Q( x)
( x) y ( x)Q( x)dx C
and solving for y yields
dy
P( x) y Q( x)
dx
( x) exp P( x)dx
d
( x) y ( x)Q( x)
dx
4. Integrate the last equation and solve
for y by dividing by (x).
Ex 1. Solve
dy
x cos x
y x sin x cos x 1
dx
Solution :- Dividing by x cos x, throughout,
we get
sec x
dy
1
tan x y
dx
x
x
P ( x ) dx
( x) e
e
( x) e
1
tan
x
dx
x
Multiply by
x sec x
log sec x
log e x
x sec x
yields
d
sec x
x sec x
y x sec x
dx
x
Integrate both side we get
y x xy cot x xy ' 0.
Ans.:
dy
The usual notation dx implies that x is independent
IF e
& solution is x IF Q IF dy c
Q. 4 (b) Solve
y xy ' y ' y e
2
dy
y x y e
dx
dx
2 y
y x y e
dy
2
dx 1
y
x ye
dy y
IF e
dy
y
ln y
1
1
y
y
x y e dy e dy
y
y
x
y
e c
y
x y e cy
y