Lect 2 First Order Eq Ns

2
MATH C241:MATHEMATICSIII
BITS-PILANI HYDERABAD CAMPUS
Presented by
Dr. M.S. Radhakrishnan
Email: msr_bits@yahoo.com
Lecture 2
First Order Differential
Equations
Ch. 2
George F. Simmons,
Differential Equations with
Applications and Historical notes,
Tata McGraw-Hill, 2nd Ed, 2003
(Twelfth reprint, 2008)
Apr 14, 201 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 2
7
FIRST ORDER
DIFFERENTIAL
EQUATIONS

17
In this lecture we discuss various methods
of solving first order differential equations.
These include:
Variables separable
Homogeneous equations
Exact equations
Equations that can be made exact by
multiplying by an integrating factor
17
Variables Separable
Consider the first order d.e. dy

f ( x, y )
dx
Suppose we can rewrite the above equation
as dy
g ( x ) h( y )
dx
We then say we have separated the
variables. By taking h(y) to the LHS, the
equation becomes
17
1
dy g ( x)dx
h( y )
Integrating, we get the solution as

1
h( y) dy g ( x) dx c
where c is an arbitrary constant.

17
Example 1
Consider the d.e. y dx x dy 0
Separating the variables, we get
1 1
dy dx
y x
Integrating we get the solution as
ln| y | ln | x | ln c i.e. ln | x | ln| y | ln c
or x y c , c an arbitrary constant.
17
Example
2 dy
Consider the d.e. y
dx
1
Separating the variables, we get dy dx
y
ln | y | x k
or y ce , c, an arbitrary constant.
x

17
Example 3
3
x
Consider the d.e. 3x ln y dx dy 0 2
y
1 3
dy dx
y ln y x
ln | ln y | 3 ln x k
or ln y c, c, an arbitrary constant.
x 3

17
Homogeneous equations
Definition A function f (x, y) is said
to be homogeneous of degree n in x, y if
f (tx, ty ) t f ( x, y ) for all t, x, y
n
Examples f ( x, y ) x 2 xy y 2 2
is homogeneous of degree 2.
y yx
f ( x, y ) sin( )
x x
is homogeneous of degree 0.
17
A first order d.e. 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.
The substitution y = z x converts the given
equation into variables separable form and
hence can be solved. (Note that z is also a (new)
variable.) We illustrate by means of examples.
17
Example 4 Solve the d.e.
(3 x y ) dy 2 xy dx 0
2 2
dy 2 xy
That is
dx (3 x y )
2 2
Let y = z x. Hence we get

2
dz 2z x 2z
zx
dx (3 x z x ) (3 z )
2 2 2 2

17
dz 2z z z 3
or x z
dx (3 z )
2
(3 z )
2

(3 z )
2
dx
dz
z z
3
x
Integrating we get
(3 z )
2
dx
z 3 z dz x
17
We express the LHS integral by partial
fractions. We get
3 1 1 dx
z z 1 z 1 dz x ln c
3
or z ( z 1)( z 1) cx, c, an arbitrary
constant.
Noting z = y/x, the solution is:
( y x)( y x) c y , c an arbitrary constant
3
or x y c y , c an arbitrary constant
2 2 3

17
Example 5
y yx
Solve the d.e. y sin( )
x x
Let y = z x. Hence we get
dz dz
zx z sin z or x sin z
dx dx
1 dx
Separating the variables, we get dz
sin z x
Integrating we get cosec z cot z = c x
where z y / x and c an arbitrary constant.
17
Non-homogeneous
equations
We shall now see that some equations can
be brought to homogeneous form by
appropriate substitution.
Example 6 Solve the d.e.
(2 x y 1) dx ( x 3 y 2) dy 0
dy (2 x y 1)
That is
dx ( x 3 y 2)
17
We shall now put x = u+h, y = v+k
where h, k are constants ( to be chosen).
Hence the given d.e. becomes
dv (2u v 2h k 1)

du (u 3v h 3k 2)
We now choose h, k such that
2h k 1 0 1 3
Hence h , k
h 3k 2 0 5 5
17
Hence the d.e. becomes
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 )

17
dz (2 z ) (2 2 z 3 z ) 2
or u z
du (1 3 z ) (1 3 z )

(1 3 z ) du
dz
2 2 z 3z 2
u
Integrating we get u (2 2 z 3 z ) c
2 2
i.e. 2u 2uv 3v c
2 2
1 2 1 3 3 2
or 2( x ) 2( x )( y ) 3( y ) c
5 5 5 5
17
Example Solve the d.e.
7 (6 x 4 y 3) dx (3 x 2 y 2) dy 0
dy (6 x 4 y 3)
That is
dx (3 x 2 y 2)
Now the previous method does not work as
the lines 6x 4 y 3 0
3x 2 y 2 0
are parallel. We now put u = 3x + 2y.
17
The given d.e. becomes
1 du (2u 3)
( 3)
2 dx (u 2)
or du (4u 6) u
3
dx (u 2) u 2
u2
du dx
u
17
u2
du dx
u
Integrating, we get
u ln u x c
2
i.e.
4 x 2 y ln (3 x 2 y ) c 2

17
EXACT DIFFERENTIAL
EQUATIONS
A first order d.e. M ( x, y ) dx N ( x, y ) dy 0
is called an exact d.e. if there exits a

function f (x, y) such that
df M ( x, y ) dx N ( x, y ) dy
Here df is the total differential of f (x, y)
and equals f f
df dx dy
x y
17
Hence the given d.e. becomes df = 0
Integrating, we get the solution as
f (x, y) = c, c an arbitrary constant
Thus the solution curves of the given d.e. are
the level curves of the function f (x, y) .
Example 8 The d.e y dx x dy 0
is exact as it is d (xy) = 0
Hence the solution is: x y = c
Apr 14, 20 24
17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani
Example 9
The d.e. x dx y dy 0
is exact as it is d (x2+ y2) = 0
Hence the solution is:

x2+ y2 = c, c an arbitrary constant

17
Example 10a
1 x x x
The d.e. sin( )dx 2 sin( ) dy 0
y y y y
x
is exact as it is d (cos( ) ) 0
y

x
cos( ) c, c an arbitrary constant
y
17
Example 10b
3
x
The d.e. 3 x 2
ln y dx dy 0
y
is exact as it is d ( x ln y ) 0 3
x 3 ln y c, c an arbitrary constant

17
Test for exactness
Suppose M ( x, y ) dx N ( x, y ) dy 0
is exact.
Hence there exists a function f (x, y) such that
f f
M ( x, y ) dx N ( x, y ) dy df dx dy
x y
f f
Hence M, N
x y
17
Assuming all the 2nd order mixed derivatives
of f (x, y) are continuous, we get
M f 2
f N 2

y yx xy x
Thus a necessary condition for exactness is

M N

y x

17
We saw a necessary condition for exactness is
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, M N
if
y x
then there exists a function f (x, y) such that
f f
M, N
x y
17
f
Integrating x M partially w.r.t. x, we get
f ( x, y ) M dx g ( y ) . (*)
x
where g(y) is a function of y alone

f
We now show that for this f (x, y), N
y
(by choosing the function g(y) suitably).

17
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
We now show that the R.H.S. of (**) is

independent of x and thus g(y) (and so f (x, y))
can be found by integrating (**) w.r.t. y.
17
N
x
N M dx
y x

x x y x
M dx

N

x y x x
M dx

N
M =0
x y
Q.E.D.
17
Note (1) The solution of the exact d.e. d f = 0
is f (x, y) = c.
Note (2) When the given d.e. is exact, the
solution f (x, y) = c is found as we did in the
previous theorem. That is, we integrate M
partially w.r.t. x to get f ( x, y ) M dx g ( y )
x
We now differentiate this partially w.r.t. y and

equating to N, find g (y) and hence g(y).
The following examples will help you in
understanding this.
17
Example 11Test whether the following
d.e. is exact. If exact, solve it.
2
( x )dy y dx 0
y
2
Here M y, N ( x )
y
M N
1 Hence exact.
y x
Now f ( x, y ) M dx y dx xy g ( y )
x x
17
Differentiating partially w.r.t. y, we get
f 2
x g ( y ) N x
y y
2
Hence g ( y )
y
Integrating, we get g ( y ) 2ln | y |
(Note that we have NOT put the arbitrary

constant )
17
Hence
f ( x, y ) xy g ( y ) xy 2ln | y |
Thus the solution of the given d.e. is

f ( x, y ) c
or xy 2 ln | y | c,
c an arbitrary constant.
17
Example Test whether the following
d.e.
12 is exact. If exact, solve it.
(2 x y sin y ) dx (4 x y x cos y ) dy 0
4 2 3
Here M 2 xy sin y, N 4 x y x cos y

4 2 3
M N
8 xy cos y
3
y x
Hence exact.
17
Now f ( x, y ) M dx (2 xy sin y ) dx 4
x x
x y x sin y g ( y )
2 4
Differentiating partially w.r.t. y, we get

f
4 x y x cos y g ( y )
2 3
N 4 x y x cos y Hence g ( y ) 0
2 3

17
Integrating, we get g ( y) 0
constant )
Hence
f ( x, y ) x y x sin y g ( y ) x y x sin y
2 4 2 4

f ( x, y ) c
or x y x sin y c, c an arbitrary const.

2 4

17
In the above problems, we found f (x, y) by
integrating M partially w.r.t. x and then
f
equated to N .
y
We can reverse the roles of x and y. That is
we can find f (x, y) by integrating N partially
w.r.t. y and then equate f

to M .
x
The following problem illustrates this.
17
Example 13Test whether the following
d.e. is exact. If exact, solve it.
(1 y sin 2 x)dx 2 y cos x dy 0
2 2
Here M 1 y sin 2 x, N 2 y cos x

2 2
M N
2 y sin 2 x; 4 y cos x sin x 2 y sin 2 x
y x
Hence exact.
17
Now f ( x, y ) N dy 2 y cos x dy
2
y y
y cos x g ( x)
2 2
Differentiating partially w.r.t. x, we get

f
2 y cos x sin x g ( x) y sin 2 x g ( x)
2
2
x
M 1 y sin 2 x gives g ( x) 1
2

17
Integrating, we get g ( x) x
constant )
Hence
f ( x, y ) y cos x g ( x) y cos x x
2 2 2 2

f ( x, y ) c
or x y cos x c, c an arbitray constant.
2 2
Apr 14, 20 44
17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani
Integrating Factors
The d.e. ( x y 1) dx ( x xy ) dy 0 2
is NOT exact but becomes exact when

1 as it becomes
multiplied by
x
1
( y ) dx ( x y ) dy 0
x
i.e. 1 2
d xy ln x y 0
2
17
1
We say is an Integrating Factor of the
x given d.e.
Definition
If on multiplying by (x, y), the d.e.
M dx N dy 0
becomes an exact d.e., we say that (x, y)

is an Integrating Factor of the above d.e.
17
1 1 1
, 2, 2 are all integrating factors of
xy x y
the inexact d.e. y dx x dy 0
We give some methods of finding integrating

factors of an inexact d.e.

17
Problem
Under what conditions will the d.e.
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 .......(*)
17
Since (*) is an exact d.e., we have

( h( x ) M ) ( h( x ) N )
y x
M N
i.e. h( x) M h ( x ) h( x ) N h( x )
y y x x
M N
or h( x) M 0 h( x ) N h( x)
y x
17
or
M N
h( x)( ) N h( x)
y x
or M N

y x h( x)

N h( x )

17
Hence we get
Rule 1
M N

If y x
g ( x)
N
is a function of x alone, then
e g ( x ) dx
is an integrating factor of the given d.e.

M dx N dy 0
17
Rule 2
M N

y x
If h( y ), a function of y alone,
M
then e h ( y ) dy
is an integrating factor of the d.e.

M dx N dy 0
17
Problem
M dx N dy 0
of the product z = x y ?
SolutionSuppose = h(z) is an I.F.
Multiplying by h(z) the above d.e. becomes
h( z ) M dx h( z ) N dy 0 .......(*)
17

( h( z ) M ) ( h( z ) N )
y x
i.e.
M N
h( z ) M h( z ) h( z ) N h( z )
y y x x
or M N
h( z ) M h( z ) x h( z ) N h( z ) y
y x
17
or M N
h( z )( ) h( z )( Ny Mx)
y x
or M N

y x h( z )

Ny Mx h( z )

17
Hence we get
Rule 3 M N

If y x
p( z )
Ny Mx
is a function of z = x y alone, then
e p ( z ) dz
is an integrating factor of the d.e.

M dx N dy 0
17
Example 14
Find an I.F. for the following d.e. and hence
solve it.
( x 3 y ) dx 2 xy dy 0
2
Solutio
n
Here M ( x 3 y ); N 2 xy
2
M N
6y 2y
y x
Hence the given d.e. is not exact.
17
Now
M N
6y 2y 2
y x
g ( x),
N 2 xy x
a function of x alone. Hence
2
e g ( x ) dx
e dx
x
x 2

Multiplying by x2, the given d.e. becomes
17
( x 3x y ) dx 2 x y dy 0
3 2 2 3
which is of the form M dx N dy 0

Note that now M ( x 3x y ); N 2 x y
3 2 2 3
Integrating, we easily see that the solution is

4
x
x y c,
3 2
4
17
Example 15
Find an I.F. for the following d.e. and hence
solve it.
e dx (e cot y 2 y csc y ) dy 0
x x
Here M e ; N e cot y 2 y csc y

x x
M N
0 e cot y
x
y x
17
M N
0 e cot y x
Now y x cot y h( y ),

M e x
a function of y alone. Hence

h ( y ) dy cot y dy
sin y
e e
Multiplying by sin y, the given d.e. becomes
17
e sin y dx (e cos y 2 y ) dy 0
x x

Note that now M e sin y ; N e cos y 2 y
x x
e sin y y c,
x 2

17
Example
16 an I.F. for the following d.e. and hence
Find
solve it.
y dx ( x 2 x y ) dy 02 3
Here M y ; N x 2x y 2 3
M N
1 1 4 xy
3
y x
17
Now M N
1 (1 4 xy ) 3
y x

Ny Mx ( xy 2 x y ) xy
2 4
2 2
p( z ),
xy z
a function of z =x y alone. Hence
2
dz 1 1
e p ( z ) dz
e z
2 2 2
z x y
17
1
Multiplying by 2 2 , the given d.e. becomes
xy
1 1
2
d x ( 2
2 y ) d y 0
xy xy
1 2
y c, c an arbitrary constant.
xy
17
Proble
m
M dx N dy 0
of the sum 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 .......(*)
17

( h( z ) M ) ( h( z ) N )
y x
i.e. h( z ) M M h( z ) h( z ) N N h( z )
y y x x
or h( z ) M M h( z ) h( z ) N N h( z )
y x

17
or
M N
h( z )( ) h( z )( N M )
y x
or
M N

y x h( z )

N M h( z )

17
Hence we get
M N
Rule 4 If
y x
s( z )
N M
is a function of z = x + y alone, then
e s ( z ) dz

M dx N dy 0
17
In the next lecture we discuss first order
linear differential equations.
* * *

17

Lect 2 First Order Eq Ns

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2

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 3

Consider the first order d.e. dy

Integrating, we get the solution as

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 6

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 8

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 9

Let y = z x. Hence we get

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 12

Separating the variables, we get

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 14

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 18

Separating the variables, we get

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 22

is called an exact d.e. if there exits a

is exact as it is d (x2+ y2) = 0

Hence the solution is:

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 25

Hence the solution is:

Hence the solution is:

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 27

Thus a necessary condition for exactness is

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 29

where g(y) is a function of y alone

(by choosing the function g(y) suitably).

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 31

We now show that the R.H.S. of (**) is

We now differentiate this partially w.r.t. y and

Integrating, we get g ( y ) 2ln | y |

(Note that we have NOT put the arbitrary

Thus the solution of the given d.e. is

Here M 2 xy sin y, N 4 x y x cos y

Differentiating partially w.r.t. y, we get

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 39

Thus the solution of the given d.e. is

or x y x sin y c, c an arbitrary const.

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 40

w.r.t. y and then equate f

Here M 1 y sin 2 x, N 2 y cos x

Differentiating partially w.r.t. x, we get

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 43

Thus the solution of the given d.e. is

is NOT exact but becomes exact when

becomes an exact d.e., we say that (x, y)

the inexact d.e. y dx x dy 0

We give some methods of finding integrating

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 47

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 50

is an integrating factor of the given d.e.

is an integrating factor of the d.e.

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 55

is an integrating factor of the d.e.

is an integrating factor of the given d.e.

which is of the form M dx N dy 0

Integrating, we easily see that the solution is

Here M e ; N e cot y 2 y csc y

a function of y alone. Hence

which is of the form M dx N dy 0

Integrating, we easily see that the solution is

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 62

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 67

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 68

is an integrating factor of the given d.e.

Apr 14, 20 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 70