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First Order ODEs

1. General Form:

dy
 f ( x, y ) .
dx
2. Solution of First Orde ODE

dy
Given the ODE  f ( x, y ) . A function y  F (x) is called a solution to the ODE if only if it
dx
dF ( x)
satisfies the the ODE, i.e.,  f ( x, y ) . It means that, for finding y  F (x) , we must
dx
dF ( x)
integrate the equation  f ( x, y ) , i.e., y  F ( x)   f ( x, y)dx . This solution is called
dx
the general solution.

3. Methods of Solution to ODEs

a. Separation of Variables

Theorem 1:
dy dy
 f ( x, y ) . If f ( x, y)  g ( x)h( y) then 
h( y ) 
Let  g ( x) dx .
dx
Proof:
dy dy dy
Let  f ( x, y ) and f ( x, y)  g ( x)h( y) , then  g ( x)h( y ) or  g ( x) dx .
dx dx h( y)
Taking integration to the both sides of the last equation, we obtain
dy
 h( y)   g ( x) dx . Proved.

Example 1:
dy
Find the solution to the following ODE x  y  xy .
dx
Solution
dy dy y 1  dy  1 
We know that x  y  xy    y  y   1     1 dx . By
dx dx x x  y x 
taking integrals to both sides, we obtain
dy 1  y y
     1 dx  ln y  ln x  x  c or ln  x  c   e x  c
y x  x x
y
 Ae x , where A  e c . So, y  A x e x is a general solution the given ODE.
x
Initial Value Problem

An ODE with initial value(s) is called an Initial Value Problem.

Example 2:

dT
Determine the particular solution of  2e 3t 2T , with initial value at t = 0 then T = 0, denoted by
dt
T ( 0)  0 .

Solution:

dT
dt
 
 2e 3t  2T  2 e 3t e  2T   e
2T
dT   2e 3t dt

1 2
 e 2T  e 3t  c
2 3
Or

1  4e 3t 
T  ln  2c 
2  3 
This is the general solution.

1 0 2 0 1 2 1
Given condition gives e  e  c, c    
2 3 2 3 6

Hence the required particular solution is

1 2T 2 3t 1
e  e   3e 2T  4e 3t  1
2 3 6
Or

1  4e 3t  1 
T  ln 
2  3 

Example 3
di
Solve the IVP  15  3i, i (0)  0
dt
Solution:
di
 15  3i
dt
di

15  3i 
 dt

1
  ln 15  3i  t  c
3
1
or , 15  3i  e  3( t  c ) , or ,15  3i  e  3c .e  3t  Ae  3t , i  5  Ae  3t
3
 3t
i (0)  0,  A  15, i  5  5e

b. Reduction to Separation of Variables

 f ( x, y ) . If f ( x, y)  g v , where v  , then


dy y dv dx
Given
dx x  g (v )  v   x
.

Proof.
y dy dv  y
Let v  , then y  v x ,  x  v and f ( x, y )  g    g (v) . Hence,
x dx dx x
dy  y dv dv dx dv dx
 g    x  v  g (v )     . Proved.
dx  x dx g (v )  v x g (v )  v x

dy
Example 3: Solve x
2
 y 2  xy, x  0.
dx
dy y 2 y
  .
2
Solution: Dividing both sides by x , we obtain
dx x 2 x
y dy dv
Let  v, then y  vx . Differentiate implicitly, we obtain vx .
x dx dx

dy y 2 y dv
From  2  we get x  v  v2  v
dx x x dx

dv 1 dx 1 x
x
dx
 v2   v 2 dv   x
   ln x  c    ln x  c
v y

x
So, y  .
ln x  c
c. Homogenous ODEs

Definition of Homogenous Function


The function f ( x, y) is a homogeneous function of degree n if f (tx, ty)  t n f ( x, y) .
Example: Given

 
f ( x, y )  x 3  y 3  f (tx, ty )  tx 3  ty 3  t 3 x 3  y 3  t 3 f ( x, y ) ⇒

f ( x, y)  x3  y3 is homogeneous function of degree 3.

Note: In many instance, examining the total degree of each term can help recognize whether a
function is homogenous or not. For example, function f ( x, y)  x 3  xy 2  y 3 , since
every term, x ,
3
xy 2 and y 3 has each a total degree 3.

Exercise:
Determine whether the following function is homogenous and determine the degree.

1. f ( x, y)  x 4  xy3  y 4
2. f ( x, y)  x 2 y  y 2
3. f ( x, y)  x 3  xy 2  y 3
Solution:
1. Homogenous of degree 4

2. Non homogenous because xy 2 is degree 3 and y 2 is degree 2


3. Homogenous of degree 3

Definition
dy
A differential equation of the form  f ( x, y ) is called a homogeneous ODE if only if
dx
M ( x, y)
f ( x, y)  or M ( x, y)dx  N ( x, y)dy  0
N ( x, y)
where M (x, y) and N(x, y) are homogenous function of the same degree.

Solution to Homogeneous ODEs


To solve a homogenous differential equation, the steps are:
i. Substitute
y  vx
dy dv
dy  vdx  xdv or vx
dx dx
ii. The given differential equation reduces to separable form.
Example 4:
Solve the following differential equation

( x 2  y 2 ) dx  xydy  0
Solution:

M ( x, y)  x 2  y 2 and N ( x, y)  xy are both homogeneous functions of degree 2.


Let y  vx  dy  vdx  xdv

Given equation reduces to

x 2

 v 2 x 2 dx  xvxvdx  xdv  0  x 2dx  v 2 x 2dx  x 2v 2dx  x3vdx  0
2
1 v2  y
x dx  x vdv   dx   vdv  ln x 
2 3
 c  2 ln x     c1, c1  2c
x 2 x
d. Exact ODEs
A first order ODE of the form M ( x, y )dx  N ( x, y )dy  0 is an Exact ODE if only if

M N
 . The solution of Exact ODE is a function f(x,y) = c such that
y x
f f
 M ( x, y) and  N ( x, y) .
x y
Example 5:
dy
Solve: 2 xy  y2  2x  0
dx
Solution:
dy
2 xy  y 2  2 x  0  ( y 2  2 x) dx  2 xydy  0
dx
M
M ( x, y)  y 2  2 x   2y
y
N
N ( x, y )  2 xy   2y
x
M N
The given equation is exact ODEs, since   2y
y x
f
 M ( x, y )  y 2  2 x  f  ( y 2  2 x)x   f   ( y 2  2 x) x
x
Then, f ( x, y)  y 2 x  x 2  c1 ( y) .......... .........( 1)
f
We know that  N ( x, y)  2 xy .......... .......... .......... ..(2)
y
f dc ( y)
From (1), then  2 yx  1 ................................(3)
y dy

From (2) and (3), we obtain


dc1 ( y) dc ( y)
2 xy  2 yx   1  0  dc1 ( y)  0
dy dy
  c1 ( y)  0  c1 ( y)  c2

Hence, f ( x, y)  y 2 x  x 2  c2  c3  y 2 x  x 2  c, c  c3  c2

So, the solution is xy 2  x 2  c, where c  c3 - c2

Example 6: Solve
dy 2 xy3  2
 2 2
dx 3x y  e y

Solution: Rewrite

2xy 3
  
 2 dx  3x 2 y 2  e y dy  0

 We know that
M   N
 (2 xy3  2)  2 x ( y 3 )  2 x(3 y 2 )  6 xy 2 ,  6 xy 2
y y y x
M N
   exact
y x
Therefore, there is a solution of the form f(x,y) = c with properties that
f
 N ( x, y )  3 x 2 y 2  e y .......... .......... ....(1)
y
f
 M ( x, y )  2 xy3  2.......... .......... .......( 2)
x
f
From (1) :  3 x 2 y 2  e y  f  (3 x 2 y 2  e y ) y
y
 
 f ( x, y )   3 x 2 y 2  e y y  x 2 y 3  e y  c1 ( x) .....(3)

From (3) :
f

x x

 2 3
 dc ( x)
x y  e y  c1 ( x)  2 xy3  1
dx
f
From (2) :  2 xy3  2
x
Hence,
d d
2 xy3  2  2 xy3  c1 ( x)  c1 ( x)  2  c1 ( x)    2 x   2 x  c2
dx dx
So, from (3) : f ( x, y )  x 2 y 3  e y  2 x  c2  c3
 x 2 y 3  e y  2 x  c, c  c3  c2
Exercises

Show that the following ODEs are an Exact ODE and then solve them

1. 2 xydx  ( x 2  y 2 ) dy  0
dy
2. 4 xy  1  (2 x 2  cos y ) 0
dx
3. y  (2 xy  e 2 y ) y   0

e. Fisrt Order Linear ODEs

General form
dy dy b( x) c( x) dy
a ( x)  b( x) y  c( x)   y   p ( x) y  q ( x)
dx dx a( x) a ( x) dx

b( x) c( x)
where p( x)  , q ( x) 
a ( x) a ( x)

Solution to the fisrt order linear ODE is given by

y
 u ( x)q( x)dx  c , where u( x)  e  p( x)dx is an integrating factor (IF).
u ( x)

Proof:

dy
Let  p ( x) y  q( x) . When we multiply both sides by e  p( x)dx , then we obtain
dx

dy  p ( x ) dx
dx
e  p ( x)e  p ( x ) dx y  q( x)e  p ( x ) dx 
d
dx
 
ye  p ( x ) dx  q( x)e  p ( x ) dx


 d ye
p( x)dx

  q( x)e p( x)dx dx  ye p( x)dx   e p( x)dx q( x)dx

Let u( x)  e p( x)dx , then u( x) y   u( x)q( x)dx

or y  
u ( x)q( x)dx
. Proved.
u ( x)
dy
Example 1: Solve: x  y  x 3  3x 2  2 x
dx
Solution: Rewrite,
dy 1
 y  x 2  3x  2
dx x
1
  dx 1
I .F , u ( x)  e x  e  ln x 
x
Multiplying both sides by this I.F we get
1 dy 1 2
 2 y  x 3
x dx x x
d 1  2
  y  x 3
dx  x  x
1  2 x2
 y    x  3  dx   3 x  2 ln x  c
x  x 2
x3
y   3 x 2  2 x ln x  cx
2

f. Equation reducible to linear form:

Bernoulli’s equation

dy
An equation of the form  P( x) y  Q( x) y n , where P and Q are functions of x alone, is
dx
known as Bernoulli’s equation.

We observe that if n = 0 or 1, then the Bernoulli’s equation is actually a linear equation.

Method of Solution:

Dividing both sides by y n , we get

dy
y n  P( x) y1 n  Q( x)
dx

dv dy dy 1 dv
Let v  y1 n , then  (1  n) y  n or y  n  .
dx dx dx 1  n dx

putting y-n+1 = v and hence (-n+1) y-n(dy/dx) = dv/dx

1 dv
Therefore the equation reduces to  P( x)v  Q( x) or
1  n dx

dv dv
 (1  n) P( x)v  (1  n) Q( x)   p ( x )v  q ( x )
dx dx
Where p( x)  (1  n) P( x) and q( x)  (1  n)Q( x)

This being linear in v can be solved by the previous method.

dy 1
Example: Solve  y  xy 2
dx x

Divide by y 2 we get,

dy 1
y2  y 1  x    (1)
dx x
1
Let , y  v
dy dv dy dv
  y 2  or y  2 
dx dx dx dx
1   dv  1 v  x
dx x
dv 1
  v   x  Linear    (2)
dx x
1
  x dx 1
Integrating Factor, u ( x)  e  e  ln x 
x

1
 u( x)q( x)dx   x ( x)dx   dx   x

v  u( x)q( x)dx  c   x  c   x 2  cx
u ( x) 1
 
 x

We know that y 1  v , then the general solution is

1
y 1   x 2  cx  1   x 2 y  cxy  y  .
 x  cx
2
Multiplying (2) by this I.F we get,

1 dz 1
 z  1
x dx x 2
d  1
  z   1
dx  x 
1
Integrating , z  x  c
x
1
  x 2  cx
y
1
y 
x( x  c)