Chapter 02 - ODE04

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Chapter 2

First Order Differential Equation


(Follows from Dennis G. Zill [1])
2.2 Separable Variables
𝑑𝑦
= 𝑓(𝑥, 𝑦) (2.1)
𝑑𝑥
Definition 2.2.1 Separable Equation
𝑑𝑦
= 𝑔(𝑥 )ℎ(𝑦) (2.2)
𝑑𝑥
For example,
𝑑𝑦
(2.3) = 𝑥 2 𝑦 is a separable equation and
𝑑𝑥
can be solved by separable variables method:
3
𝑑𝑦 𝑑𝑦 𝑥
= 𝑥 2 𝑑𝑥 => ∫ = ∫ 𝑥 2 𝑑𝑥 => ln 𝑦 = + ln 𝑐
𝑦 𝑦 3
𝑥3 𝑦 𝑥3
=> ln 𝑦 − ln 𝑐 = => ln =
3 𝑐 3
𝑦 𝑥3 𝒙𝟑
=> = 𝑒 3 => 𝒚 = 𝒄𝒆 𝟑 
𝑐
𝒅𝒚 𝟐
 𝐁𝐮𝐭 (𝟐. 𝟒) = 𝒙 + 𝒚 𝐢𝐬 𝐚 𝐧𝐨𝐧 𝐬𝐞𝐩𝐞𝐫𝐚𝐛𝐥𝐞 𝐞𝐪𝐮𝐚𝐭𝐢𝐨𝐧,
𝒅𝒙

and cannot be solved by the above method.


1
Example 1 Solve (1 + 𝑥 )𝑑𝑦 − 𝑦𝑑𝑥 = 0
𝑑𝑦 𝑑𝑥
=> (1 + 𝑥 )𝑑𝑦 = 𝑦𝑑𝑥 => =
𝑦 1+𝑥
𝑑𝑦 𝑑𝑥
=> ∫ =∫ => ln|𝑦| = ln|1 + 𝑥 | + ln 𝑐1
𝑦 1+𝑥
|𝑦 | |𝑦 |
ln = ln|1 + 𝑥 | => = |1 + 𝑥 |
𝑐1 𝑐1
𝑦 = ±𝑐1 (1 + 𝑥 ) => 𝑦 = 𝑐 (1 + 𝑥 ) 

Example 2 Example 4
Exercise 2.2
(Zill) 1 – 7, 15 – 17, 23 – 26.

𝑑𝑦
1. = sin 5𝑥
𝑑𝑥

=> 𝑑𝑦 = sin 5𝑥 𝑑𝑥 => ∫ 𝑑𝑦 = ∫ sin 5𝑥 𝑑𝑥

cos 5𝑥
=> 𝑦 = − +𝑐 
5

2
𝑑𝑦
5. 𝑥 = 4𝑦
𝑑𝑥
𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
=> =4 => ∫ = 4∫
𝑦 𝑥 𝑦 𝑥
|𝑦|
=> ln|𝑦| = 4 ln|𝑥 | + ln 𝑐1 => ln = ln|𝑥 |4
𝑐1
=> |𝑦| = 𝑐1 |𝑥 |4 => 𝑦 = ±𝑐1 𝑥 4 => 𝑦 = 𝑐𝑥 4 

𝑑𝑥 2
𝜋
(IVP) 23. = 4(𝑥 + 1), 𝑥( ) = 1
𝑑𝑡 4
𝑑𝑥 𝑑𝑥
=> = 4𝑑𝑡 => ∫ = ∫ 4𝑑𝑡
1 + 𝑥2 1 + 𝑥2

=> tan−1 𝑥 = 4𝑡 + 𝑐 … (𝑖 ) => 𝑥 = tan(4𝑡 + 𝑐 ) … (𝑖𝑖)

𝜋 𝜋
Using i.c. 𝑥 ( ) = 1 in (𝑖), tan−1 1 = 4 + 𝑐
4 4

𝜋 𝜋
=> = 𝜋 + 𝑐 => 𝑐 = −3
4 4
3𝜋
Put the value of c in (ii), 𝑥 = tan (4𝑡 − ) 
4

3
𝑑𝑦
2
(IVP) 25. 𝑥 = 𝑦 − 𝑥𝑦, 𝑦(−1) = −1
𝑑𝑥

𝑑𝑦
2
𝑑𝑦 1−𝑥
=> 𝑥 = 𝑦(1 − 𝑥 ) => = 𝑑𝑥
𝑑𝑥 𝑦 𝑥2

𝑑𝑦 1−𝑥 𝑑𝑦 1 1
∫ = ∫ 2 𝑑𝑥 => ∫ = ∫( 2 − ) 𝑑𝑥
𝑦 𝑥 𝑦 𝑥 𝑥

1 𝑥𝑦 1
=> ln 𝑦 = − − ln 𝑥 + ln 𝑐 => ln =−
𝑥 𝑐 𝑥

𝑥𝑦 −
1 1 −1
=𝑒 𝑥 => 𝑦 = 𝑐 𝑒 𝑥 (𝑖)
𝑐 𝑥

Using I.C., −1 = 𝑐 (−1)𝑒 => 1 = 𝑐𝑒 => c = 𝑒 −1

1
1 −( +1)
Now put the value of c in (𝑖), 𝑦 = 𝑒 𝑥 
𝑥

4
2.3 Linear Equations
Definition 2.3.1 Linear Equations
𝒅𝒚
𝒂𝟏 (𝒙) + 𝒂𝟎 (𝒙)𝒚 = 𝒈(𝒙) (1)
𝒅𝒙
Standard Form
𝑑𝑦
+ 𝑃(𝑥 )𝑦 = 𝑓 (𝑥 ) (2)
𝑑𝑥

Solution method for (1)


1. Write (1) into the standard form (2).
2. From (2), find integrating factor 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝐼(𝑥 ).
3. Multiply both sides of (2) by 𝐼 (𝑥 )
𝑑
=> [𝐼(𝑥 )𝑦] = 𝐼 (𝑥 )𝑓(𝑥)
𝑑𝑥
4. Integrate the above equation: ∫ 𝑑[𝐼(𝑥 )𝑦] = ∫ 𝐼 (𝑥 )𝑓(𝑥) 𝑑𝑥
5. Solve for 𝑦.

Example 1 – 3, 5

Exercise 2.3 1 – 10, 25 – 27

5
Exercise 2.3 Solution
𝑑𝑦
3. + 𝑦 = 𝑒 3𝑥 (1)
𝑑𝑥

Here, 𝑝(𝑥 ) = 1, I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑑𝑥 = 𝑒 𝑥 .


Multiply (1) by I.F. 𝑒 𝑥
𝑑𝑦 𝑑
𝑒𝑥 + 𝑒 𝑥 𝑦 = 𝑒 𝑥 𝑒 3𝑥 [𝑦𝑒 𝑥 ] = 𝑒 4𝑥
=>
𝑑𝑥 𝑑𝑥
𝑥 4𝑥 𝑥
1 4𝑥
=> ∫ 𝑑[𝑦𝑒 ] = ∫ 𝑒 𝑑𝑥 => 𝑦𝑒 = 𝑒 + 𝑐
4
1 3𝑥
=> 𝑦 = 𝑒 + 𝑐𝑒 −𝑥 ; 𝑥 ∈ (−∞, +∞) 
4

𝑑𝑦
9. 𝑥 − 𝑦 = 𝑥 2 sin 𝑥 (1)
𝑑𝑥
𝑑𝑦 𝑦
=> S. F. − = 𝑥 sin 𝑥 (2)
𝑑𝑥 𝑥
1
1 ∫ −𝑥 𝑑𝑥 −1 1
𝑝(𝑥 ) = − 𝑥 , I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 − ln 𝑥 = 𝑒 ln 𝑥 =𝑥

Multiply (2) by I.F. 1/𝑥,


1 𝑑𝑦 𝑦 𝑑 1
− = sin 𝑥 => [𝑦 ] = sin 𝑥
𝑥 𝑑𝑥 𝑥 2 𝑑𝑥 𝑥
1 1
=> ∫ 𝑑 [𝑦 ] = ∫ sin 𝑥 𝑑𝑥 => 𝑦 = − cos 𝑥 + 𝑐
𝑥 𝑥
=> 𝑦 = −𝑥 cos 𝑥 + 𝑐𝑥 ; 𝑥 ∈ (0, ∞) 
6
27. (IVP) 𝑥𝑦 ′ + 𝑦 = 𝑒 𝑥 ; 𝑦(1) = 2

𝑑𝑦 𝑦 𝑒 𝑥
S. F. DE + = (1)
𝑑𝑥 𝑥 𝑥
1
Here, 𝑝(𝑥 ) = ,
𝑥
1
∫𝑥𝑑𝑥
∴ I. F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 ln 𝑥 = 𝑥
Multiply (1) by I.F. 𝑥,
𝑑𝑦 𝑑
𝑥 + 𝑦 = 𝑒𝑥 => [𝑦 𝑥] = 𝑒𝑥
𝑑𝑥 𝑑𝑥

∫ 𝑑[𝑦𝑥 ] = ∫ 𝑒 𝑥 𝑑𝑥 => 𝑦𝑥 = 𝑒 𝑥 + 𝑐

𝑒𝑥 𝑐
=> 𝑦 = + (2)
𝑥 𝑥

Now using the I.V. 𝑦(1) = 𝑒 + 𝑐 = 2 => 𝑐 = 2 − 𝑒


Putting the value of 𝑐 into (2),
𝑒𝑥 2 − 𝑒
𝑦= + ; 𝑥 ∈ (0, ∞) 
𝑥 𝑥

7
2.4 Exact Equations
Examples
𝑦𝑑𝑥 + 𝑥𝑑𝑦 = 0; 𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦 = 0
are exact equations, since the left hand side expressions
are exact differentials, i.e., since,
1
𝑑 (𝑥𝑦) = 𝑦𝑑𝑥 + 𝑥𝑑𝑦; 𝑑 ( 𝑥 3 𝑦 3 ) = 𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦
3

Definition 2.4.0 Exact Differential


A differential expression 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 is an
exact differential in a region R in the 𝑥𝑦-plane, if the
expression can be expressed as a total differential of some
function 𝑓(𝑥, 𝑦) defined in R, i.e. if,
𝑑𝑓(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦.

Definition 2.4.1 Exact Equation


A first order differential equation of the form
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
is said to be an exact equation, if the expression on the
left-hand side is an exact differential.

8
Theorem 2.4.1 Criterion for an Exact Differential
A necessary and sufficient condition that 𝑀(𝑥, 𝑦)𝑑𝑥 +
𝑁(𝑥, 𝑦)𝑑𝑦 be an exact differential is
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

Example 1, 2, 4.
Exercise 2.4 1 – 5, 31 – 33
Solution 2.4
3. (5𝑥 + 4𝑦)𝑑𝑥 + (4𝑥 − 8𝑦 3 )𝑑𝑦 = 0 (0)
𝑀(𝑥, 𝑦) = 5𝑥 + 4𝑦, 𝑁(𝑥, 𝑦) = 4𝑥 − 8𝑦 3
𝜕𝑀 𝜕𝑁
Here, =4=
𝜕𝑦 𝜕𝑥
Therefore, equation (0) is an exact equation.
So, 𝑑𝑓(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 (1)
𝜕𝑓 𝜕𝑓
=> 𝑑𝑥 + 𝑑𝑦 = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑓
=> = 𝑀(𝑥, 𝑦) = 5𝑥 + 4𝑦 (2)
𝜕𝑥
𝜕𝑓
=> = 𝑁(𝑥, 𝑦) = 4𝑥 − 8𝑦 3 (3)
𝜕𝑦

9
Integrating (2) partially w.r.to 𝑥, treating 𝑦 as constant,
5 2
𝑓 (𝑥, 𝑦) = ∫ (5𝑥 + 4𝑦) 𝑑𝑥 = 𝑥 + 4𝑥𝑦 + 𝑔(𝑦) (4)
2
Differentiating (4) partially, w.r.to 𝑦,
𝜕𝑓
= 4𝑥 + 𝑔′ (𝑦) = 𝑁(𝑥, 𝑦) = 4𝑥 − 8𝑦 3 (5)
𝜕𝑦
=> 𝑔′ (𝑦) = −8𝑦 3 => 𝑔(𝑦) = −2𝑦 4
Putting the value of 𝑔(𝑦) into (4),
5 2
𝑓(𝑥, 𝑦) = 𝑥 + 4𝑥𝑦 − 2𝑦 4 (6)
2
Since from (1),
𝑑𝑓(𝑥, 𝑦) = 0 => 𝑓(𝑥, 𝑦) = 𝑐 (const. ),
Therefore, by (6), the solution of the DE (0) is obtained in
implicit form as
5 2
𝑥 + 4𝑥𝑦 − 2𝑦 4 = 𝑐 
2

10
33. 6𝑥𝑦 𝑑𝑥 + (4𝑦 + 9𝑥 2 )𝑑𝑦 = 0 (1)
𝑁𝑥 − 𝑀𝑦 12𝑥 2
𝑀𝑦 = 6𝑥, 𝑁𝑥 = 18𝑥, => 𝑝(𝑦) = = =
𝑀 6𝑥𝑦 𝑦
2
∫ 𝑝(𝑦)𝑑𝑦 ∫𝑦 𝑑𝑦 2
∴ I. F. 𝑒 =𝑒 = 𝑒 2 ln 𝑦 = 𝑒 ln 𝑦 = 𝑦 2
Multiply (1) by I.F. 𝑦 2 ,
𝑃𝑑𝑥 + 𝑄𝑑𝑦 ≡ 6𝑥𝑦 3 𝑑𝑥 + (4𝑦 3 + 9𝑥 2 𝑦 2 )𝑑𝑦 = 0 (2)
𝑃𝑦 = 18𝑥𝑦 2 = 𝑄𝑥
Therefore, equation (2) is an exact equation.
So, 𝑑𝑓(𝑥, 𝑦) = 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄 (𝑥, 𝑦)𝑑𝑦 (3)
𝜕𝑓 𝜕𝑓
=> 𝑑𝑥 + 𝑑𝑦 = 𝑃(𝑥, 𝑦)𝑑𝑥 + 𝑄(𝑥, 𝑦)𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑓
=> = 𝑃(𝑥, 𝑦) = 6𝑥𝑦 3 (4)
𝜕𝑥
𝜕𝑓
=> = 𝑄 (𝑥, 𝑦) = 4𝑦 3 + 9𝑥 2 𝑦 2 (5)
𝜕𝑦
Integrating (4) partially w.r.to 𝑥, treating 𝑦 as constant,

𝑓(𝑥, 𝑦) = ∫ 6𝑥𝑦 3 𝑑𝑥 = 3𝑥 2 𝑦 3 + 𝑔(𝑦) (6)

Differentiating (6) partially, w.r.to 𝑦,

11
𝜕𝑓
= 9𝑥 2 𝑦 2 + 𝑔′ (𝑦) = 𝑄 (𝑥, 𝑦) = 4𝑦 3 + 9𝑥 2 𝑦 2 (7)
𝜕𝑦
=> 𝑔′ (𝑦) = 4𝑦 3 => 𝑔(𝑦) = 𝑦 4
Putting the value of 𝑔(𝑦) into (6),
𝑓(𝑥, 𝑦) = 3𝑥 2 𝑦 3 + 𝑦 4 (8)
Since from (2) & (3),
𝑑𝑓(𝑥, 𝑦) = 0 => 𝑓(𝑥, 𝑦) = 𝑐 (const. ),
Therefore, by (6), the solution of the DE (1) is obtained in
implicit form as
3𝑥 2 𝑦 3 + 𝑦 4 = 𝑐 

12
2.5 Solutions by Substitutions
Bernoulli’s Equation The differential equation
𝑑𝑦
+ 𝑃(𝑥 )𝑦 = 𝑓 (𝑥 )𝑦 𝑛 , (1)
𝑑𝑥
where 𝑛 is any real number, is called Bernoulli’s equation.
Note that for 𝑛 = 0 and 𝑛 = 1, equation (1) is linear. For
𝑛 ≠ 0 and 𝑛 ≠ 1 the substitution 𝒖 = 𝒚𝟏−𝒏 reduces any
equation of the form to a linear equation.
Example 2.

2.5 Exercise (15 – 25)


2.5 Solutions
𝑑𝑦 1 𝑑𝑦 𝑦 𝑦 −2
15. 𝑥 +𝑦 = 2 (1) => B. E. + = (2)
𝑑𝑥 𝑦 𝑑𝑥 𝑥 𝑥
Here 𝑛 = −2, ∴ we substitute, 𝑢 = 𝑦1−(−2) = 𝑦 3
1 𝑑𝑦 𝑑 1 𝑑𝑢 1 −2 𝑑𝑢
=> 𝑦 = 𝑢3 and = [𝑢3 ] = 𝑢 3 (3)
𝑑𝑥 𝑑𝑢 𝑑𝑥 3 𝑑𝑥
Using (3) into (2),
1 2

1 −2 𝑑𝑢 𝑢3 𝑢 3 𝑑𝑢 3𝑢 3
𝑢 3 + = => + = (4)
3 𝑑𝑥 𝑥 𝑥 𝑑𝑥 𝑥 𝑥
13
Now to solve the S.F. linear DE (4), we find,
3 3
∫𝑥𝑑𝑥
I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 3 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 3
Multiply (4) by I.F. 𝑥 3 ,
𝑑𝑢3
𝑑
𝑥 + 3𝑥 2 𝑢 = 3𝑥 2 => [𝑢𝑥 3 ] = 3𝑥 2
𝑑𝑥 𝑑𝑥

∫ 𝑑 [𝑢𝑥 3 ] = ∫ 3𝑥 2 𝑑𝑥 => 𝑢𝑥 3 = 𝑥 3 + 𝑐
𝑐 3
𝑐
=> 𝑢 = 1 + 3 => 𝑦 = 1 + 3 
𝑥 𝑥

𝑑𝑦
18. 𝑥 − (1 + 𝑥 )𝑦 = 𝑥𝑦 2 (1)
𝑑𝑥
𝑑𝑦 1
=> B. E − ( + 1) 𝑦 = 𝑦 2 (2)
𝑑𝑥 𝑥
1
Here 𝑛 = 2, ∴ we substitute, 𝑢 = 𝑦1−(2) =
𝑦

1 𝑑𝑦 1 𝑑𝑢
=> 𝑦 = and =− 2 (3)
𝑢 𝑑𝑥 𝑢 𝑑𝑥
Using (3) into (2),
1 𝑑𝑢 1 1 1
− − ( + 1) =
𝑢2 𝑑𝑥 𝑥 𝑢 𝑢2
𝑑𝑢 1
=> + ( + 1) 𝑢 = −1 (4)
𝑑𝑥 𝑥
14
1
∫(𝑥+1)𝑑𝑥
I.F. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 = 𝑒 ln 𝑥+𝑥 = 𝑒 ln 𝑥 𝑒 𝑥 = 𝑥𝑒 𝑥
Multiply (4) by 𝑥𝑒 𝑥 ,
𝑑𝑢
𝑥𝑒 𝑥 + (𝑒 𝑥 + 𝑥𝑒 𝑥 )𝑢 = −𝑥𝑒 𝑥
𝑑𝑥
𝑑
=> [𝑢𝑥𝑒 𝑥 ] = −𝑥𝑒 𝑥
𝑑𝑥

∫ 𝑑 [𝑢𝑥𝑒 𝑥 ] = ∫ −𝑥𝑒 𝑥 𝑑𝑥 => 𝑢𝑥𝑒 𝑥 = −(𝑥𝑒 𝑥 − 𝑒 𝑥 ) + 𝑐

1 𝑐 1 1 𝑐
𝑢 = ( − 1) + 𝑥 => = − 1 + 𝑥 
𝑥 𝑥𝑒 𝑦 𝑥 𝑥𝑒

1. A First Course in Differential Equations with


Modeling and Applications, (10th Edition),
Author-Dennis G. Zill.

15

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