EEF 210E

DIFFERENTIAL EQUATIONS

LECTURE 2
29/09/2022
 CHAPTER 2
FIRST ORDER DIFFERENTIAL EQUATIONS
• We will be dealing with equations of the form:

• Unfortunately, for an arbitrary function f, there is no general

method for solving the equation in terms of elementary
functions.

We will be dealing with:

 Linear Equations (Section 2.1)
 Separable Equations (Section 2.2)
 Exact Equations (Section 2.6)
 Homogeneous Equations
 Ricatti Equations
 2.1 Linear Equations,
The Method of Integrating Factors
• If the function f in depends linearly on
the dependent variable y, then it is called a first order
linear equation.
• The general first order linear equation in the standard
form

p and g are given functions of

the independent variable t.

OR:
Example

This is an
Observe that
exact derivative of
y times a
certain function.

Integrate both sides:

BUT WHAT CAN WE DO IF THE LEFT SIDES ARE NOT THE EXACT
DERIVATIVE OF y TIMES A CERTAIN FUNCTION?
INTEGRATING FACTOR
Example
Solve

The first step is to multiply both sides of this equation by a

function

Now, the question is whether we can choose so that

the left hand side of this equation is the derivative of
the product
For any differentiable function , we have:

Compare it with equation , we must set:

Example
Solve

The first step is to multiply both sides of this equation by a

function

Now, the question is whether we can choose so that

the left hand side of this equation is the derivative of
the product
For any differentiable function , we have:

Compare it with equation , we must set:

Rewrite as:

which is equivalent to:

Integrate both sides

Integrating factor
Since we do not need the most general integrating factor,
we will choose c to be 1
• Now, multiply both sides of with

• Note that the left hand side is:

• Integrate both sides

• To find the solution passing through the point (0, 1), we set t =
0 and y = 1 obtaining 1 = (3/5) + c. Thus c = 2/5, the desired
solution is
Example

Integrating factor should satisfy

Example

Integrate both sides of this equation

The General Solution of First Order Linear Equations

Assuming

By choosing the arbitrary constant k to be zero, we obtain the

simplest possible integrating factor
Therefore,
Example
Solve the initial value problem:

Rewrite as
• To satisfy the initial condition
substitiute it into
2=1+c c=1
 2.2. Separable Equations
The general first order equation is

Now, is not linear.

Let us rewrite this equation in the form:

(Hint: This is always possible if you set

and )
If it happens that M is a function of x only and N is a function of y
only, then we can write:
• We call such an equation as a separable equation because we
can express it as:

• Then you can solve it by integrating each term:

Example

M(x) is a function of x and N(y) is a function of y, so this is a

separable equation.
Example: Solve the initial value problem

and determine the interval in which the solution exists.

Integrate left hand side with respcet to y and right hand side with
respect to x.

For the initial condition substitute, x = 0 and y = −1, obtain c=3.

To obtain the solution explicitly, we must solve for y in terms of x.

This gives two solutions of the differential equation, only one of which,
however, satisfies the given initial condition. This is the solution
corresponding to the minus sign in so we finally obtain:
Example Solve the equation

Also find the solution passing through the point (0, 1) .

To find the particular solution passing through (0, 1),we set x = 0 and
y=1 with the result that c = 17.
 Explicit Solution vs Implicit Solution
• Note that we obtain an explicit solution if in the solution
we can express y in terms of the independent variable.
y= f(x)
Ex:

• If we cannot write y separately then we obtain an implicit

solution which a closed-form solution.

• Ex:
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
 Homogeneous Equations
Consider

If the right hand side of this equation can be expressed as

function of the ratio only, then the equation is said to be
homogeneous.
Such equations can be transformed into separable equations by
a change of the dependent variable.

 This topic is discussed at the problems part of Section 2.2 (Boyce,

DiPrima)
Example

Homogeneous Equation

Define:
Example

Homogeneous Equation

Define:
Example

Homogeneous Equation

Define:
Example

Homogeneous
Equation

Define:
Example

Homogeneous
Equation

Define:
This solution is valid for:
Check these points specifically:
1)

2)

3)

The solution is:

Example
 Homogeneous

Substitute:
Check the case: Y=-X

is a solution