First-Order

Differential Equations
Part 1
 First-Order Differential Equations
Types:
• Variable Separable
• Linear Equations
• Exact Equations
• Solvable by Substitutions
 Variable Separable
• The simplest of all differential equations
are those of the first order with separable
variables.
• A first-order differential equation of the
form
dy
 g( x )h( y )
dx
is said to be separable or to have
separable variables.
 Variable Separable
• To solve variable separable first-order
differential equations, proceed as follows:
dy
 g( x)h( y )
dx
dy
  g( x )dx
h( y )
 p( y )dy  g( x )dx Let 1/h(y) = p(y)

  p( y )dy   g( x )dx H(y) and G(x) are

antiderivatives of
 H( y )  G ( x )  c p(y) and g(x),
respectively.
 Example
Solve:
(1  y )dx  (1  x )dy  0
2 2

Solution:
(1  y 2 )dx  (1  x 2 )dy  0


 (1  y )dx  (1  x )dy  0 
2 2
 1
(1  y 2 )(1  x 2 )
dy dx
 
1 y 2
1  x2
dy dx
  
1 y 2
1  x2
 arctan(y )   arctan(x)  c
 (1  y 2 )dx  (1  x 2 )dy  0
Alternate
Solution: 
 (1  y )dx  (1  x )dy  0 
2 2
 1
(1  y 2 )(1  x 2 )
dy dx
  
1  y2 1  x2
dy dx
    1  x2
1  y2
 arctan(y )   arctan(x )  arctan c
 tan arctan(y )  tan  arctan(x )  arctan c
tan arctan c  tan arctan(x )
y
1  tan arctan c  tan arctan(x)
cx
y
1  cx
 y  cxy  c  x
 y  x  c(1  xy)
xy
c
1  xy
 Example
Solve:
3
1  y dx  1  x dy  0,
2 2
y ( 0) 
2
Solution:
 1  y dx 
2
1  x dy  0 
2
 1
1  y 2 1  x2
1 1
 dy  dx  0
1  y2 1  x2
1 1
 dy   dx
1  y2 1  x2
 arcsin y  arcsin x  C
 Example
3
Initial Boundary Condition: y(0) 
2
Solving for C:
arcsin y  arcsin x  C
 3
arcsin   arcsin( 0)  C

 2 

  0C
3

C
3
 Example
3
Initial Boundary Condition: y(0) 
2
Solving for C:

arcsin y  arcsin x  C

arcsin y  arcsin x 
3
 Example
Alternate Solution:
1 1
y x
1  y dx  1  x dy  0
2 2

sin-1y sin-1x
1  y2 1  x2

arcsin y  arcsin x 
3

 sin(arcsin y )  sin(arcsin x  )
3
 
 y  sin(arcsin x ) cos( )  cos(arcsin x) sin( )
3 3
1 1  x2 3 x 3
 y  x( )  ( )( ) y  1  x2
2 1 2 2 2
 Linear Equations
A first-order differential equation of the form
dy
a1 ( x )  a 0 ( x )y  g( x )
dx
is said to be a linear equation in the
dependent variable y.

When g(x) = 0, the linear equation is said to

be homogeneous; otherwise, it is
nonhomogeneous.
 Linear Equations
We can divide both sides of the equation by
the lead coefficient a1(x):
dy
a1 ( x )  a 0 ( x )y  g( x )
dx
dy a 0 ( x ) g( x )
  y
dx a1 ( x ) a1 ( x )
dy
  P( x )y  f ( x )
dx
 Linear Equations
Standard form of a linear 1st-order DE:
dy
 P ( x )y  f ( x )
dx

This differential equation has the property that

its solution is the sum of two solutions:
y = y c + yp
 Linear Equations
Now, yc is a solution of the associated
homogeneous equation
dy
 P ( x )y  0
dx
and yp is a particular solution of the
nonhomogeneous equation:
dy
 P ( x )y  f ( x )
dx
 Linear Equations
Proof: d
y  P ( x )y  f ( x )
dx
d
   
?
 y c  y p  P( x ) y c  y p  f ( x )
dx
 dy c   dy p ?
  P( x )y c     P ( x )y p   f ( x )
 dx   dx 
 dy c   dy p ?
  P( x )y c     P ( x )y p   f ( x )
 dx   dx 
  0   f ( x )  f ( x )
Now, the previous homogeneous equation is
also separable:
dy  yk  e   P ( x )dx
 P( x )y  0
dx
1   P ( x )dx
dy y e
  P( x)dx  0 k
y
dy  y  ce   P ( x )dx
    P( x )dx   P ( x ) dx
y Let y c  y  ce
 ln y  ln k    P( x )dx  y c  cy 1
 ln( yk )    P( x )dx where y 1  e   P ( x )dx
Now, let yp = u(x)y1:
d
dx
 
y p  P ( x )y p  f ( x )

d
  u(x)y 1   P(x) u( x)y 1   f (x)
dx
dy 1 d
 u( x )  y1  u(x)  P( x) u(x)y 1   f (x)
dx dx
 dy 1  d
 u( x )   P( x )y 1   y 1  u ( x )  f ( x )
 dx  dx
d
 u( x ) 0  y 1  u( x )  f ( x )
dx
d
 y1  u( x )   f ( x )
dx
Separating variables and integrating gives
d
y1  u( x )  f ( x )
dx
f (x)
 du  dx
y 1 ( x)
f ( x)
u dx
y 1 (x)
f ( x)
u dx
  P ( x ) dx
e
 u  e  P ( x ) dx
f ( x)dx
Now, going back to yp = uy1:
y p  uy 1

 yp   e  P ( x ) dx  
f ( x )dx  e
  P ( x ) dx 

  

Now, going back to y = yc + yp:

y  yc  yp

 y  ce  e  
 P ( x ) dx  P ( x ) dx P ( x ) dx
 e f ( x )dx
Remember this special term called the
“integrating factor”:

 P ( x ) dx
e
We can use the integrating factor as follows:

 y  ce   P ( x )dx  e   P ( x )dx e  P ( x )dx f ( x )dx  e  P ( x )dx

  
 P ( x ) dx  P ( x ) dx General
 ye  c e  f ( x )dx
Solution
 A Simpler Derivation
This derivation hinges on the fact that the left
hand side of the 1st-order differential equation (in
standard form) can be recast into the form of the
exact derivative of a product by multiplying both
sides of the equation by a special function (x).
Left side of standard form
of 1st order, linear DE
multiplied by (x).
 A Simpler Derivation
The derivation then involves solving the
encircled elements as follows:
d
 P
dx
d
  Pdx



 ln |  | P( x )dx  c1
 P ( x )dx  c1
 ( x )  e
 A Simpler Derivation
Continuing, we have:

 P ( x )dx  c1
( x )  e
c1  P ( x )dx
 ( x )  e e
 P ( x )dx
 ( x )  c 2 e
 A Simpler Derivation
Even though there are infinite choices of (x),
all produce the same result. Hence, to simply,
we let c2 = 1 and obtain the integrating factor.
 P ( x )dx
( x )  c 2 e
 P ( x )dx
 ( x )  (1)e
 P ( x )dx
 ( x )  e
 A Simpler Derivation
• This is what we have derived so far. We
multiply both sides of the standard form of
the 1st-order equation by the integrating
factor (x).
• We can then integrate both sides of the
resulting equation and solve for y,
resulting in a one-parameter family of
solutions.
 A Simpler Derivation
dy
 P ( x )y  f ( x )
dx
 P ( x )dx dy  P ( x )dx  P ( x )dx
e e P( x )y  e f (x)
dx
d   P ( x )dx   P ( x )dx
  ye  e f (x)
dx  
  P ( x )dx   P ( x )dx
 d  ye   e f ( x )dx
 
 P ( x )dx  P ( x )dx
 ye   e f ( x )dx  c
  P ( x )dx  P ( x )dx   P ( x )dx
 y e  e f ( x )dx  ce
 Solving a Linear, 1 -Order DE
st

1. Put the differential equation in standard

form.
2. From the standard from, identify P(x) and
then find the integrating factor P ( x ) dx
e 
3. Multiply the standard form equation by
the integrating factor.
 Solving a Linear, 1 -Order DE st

4. The left hand side of the resulting

equation is automatically the derivative of
the integrating factor and y:
d   P ( x )dx   P ( x ) dx
e y  e f ( x )
dx  
5. Integrate both sides of this last equation.
 Example
Find the general solution of:
( x  3y )dx  xdy  0
5

Solution:
Step 1:
 
( x  3y )dx  xdy  0  
5 1
xdx
dy x  3y
5
  0
dx x
dy 3
  y  x4
dx x
 Example
Solution:
P(x): include
Step 2:
the negative
dy 3 sign if
 yx 4
present
dx x

Integrating Factor:
3
 P ( x ) dx  (  ) dx
 3 ln x 3
e e x
e x
 Example
Solution:

x  dx  x 
Step 3:  3 dy 3 3
x
 
y x 3
x 4

x 
3 dy
dx
4
 3x y  x
Step 4:
d dv du
Recall:
 uv   u  v
dx dx dx
 Example
Solution: Derivative of y
Step 3:
x 
3 dy
dx
4
 3x y  x
Step 4: Derivative of x –3
Thus:
d 3
dx

x y x 
 Example
Solution:
Step 5:
dx

d 3
x y x 

 d x  3 y  xdx 

  d x  3 y   xdx 
2
x
 x3y   c'
2
 3 x 2

 x y   c'  2x 3
 2 
 2y  x 5  2c' x 3
 2y  x 5  Cx 3
 Exercises
Solve the following variable separable
differential equations.
1. y'  x exp(y  x ); when x  0, y  0
2

2. ( 2a  r )dr  r sin d; when   0, r  a

2 2 3

x
3. xy dx  ( y  1)e dy  0
3

4. y'  cos x cos y

2

5. dx  t(1  t ) sec xdt

2 2
 Answers:
 x2
1) y  ln 2  ln(1  e )
2 2 r 2
2) r cos   a  r ln
a
x 2y  1
3) e ( x  1)  2
c
2y
4) 4 ln | sec y  tan y | 2x  sin 2x  c
2 2
5) 2x  sin 2x  (t  1)  c
 Exercises
Solve the following 1st-order, linear differential
equations.
1. ( x  3y )dx  xdy  0
5

2. y'  csc x  y cot x

3. ( y  x  xy cot x )dx  xdy  0
4. 2ydx  ( x  1)(dx  dy )
2

5. ( 2x  3)y'  y  2x  3
 Answers:
5 3
1) 2y  x  cx
2) y  c sin x  cos x
3) xy sin x   x cos x  sin x  c
4) ( x  1)y  ( x  1)( x  2 ln | x  1 |  c)
5) 2y  2x  3 ln | 2x  3 |