FIRST-ORDER ORDINARY DIFFERENTIAL EQUATIONS

G(x, y, y ) = 0

in normal form:
y = F (x, y)

in differential form:
M (x, y)dx + N (x, y)dy = 0

Last time we discussed first-order linear ODE: y + q(x)y = h(x).

We next consider first-order nonlinear equations.
 NONLINEAR FIRST-ORDER ODEs

No general method of solution for 1st-order ODEs beyond linear case;

rather, a variety of techniques that work on a case-by-case basis.
Examples:

i) Bring equation to separated-variables form, that is, y = (x)/(y);

then equation can be integrated.
Cases covered by this include y = (ax + by); y = (y/x).

ii) Reduce to linear equation by transformation of variables.

Examples of this include Bernoullis equation.

iii) Bring equation to exact-differential form, that is

M (x, y)dx + N (x, y)dy = 0 such that M = /x, N = /y.
Then solution determined from (x, y) = const.
 Useful reference for the ODE part of this course
(worked problems and examples)

Schaums Outline Series

Differential Equations
R. Bronson and G. Costa
McGraw-Hill (Third Edition, 2006)

Chapters 1 to 7: First-order ODE.

First order nonlinear equations

Although no general method for solution is available, there are several cases of
physically relevant nonlinear equations which can be solved analytically :

Separable equations

dy f ( x )
=
dx g ( y )

Solution : ! g ( y)dy =! f ( x)dx

Ex 1
dy
= y 2e x ! " dy = " e dx
2
x

dx y

!1 x !1
i.e =e +c or y=
y (e x + c)
 Almost separable equations

dy
= f (ax + by )
dx

Change variables : z = ax + by dz
dx = a + b ddyx

x=!
dz 1
= a + bf ( z ) ! dz .
dxx (a + bf ( z ))

dy dz dy
Ex 2 = (!4 x + y ) 2 z = y ! 4x ! = "4 + = z2 " 4
dx dx dx

4x
1
x = ln(
4
z !2
z+2 )+C " y = 4 x + 2 (1(1+! kkee4 x ))
k a constant
 Homogeneous equations

dy
= f ( y /x).
dx
The equation is invariant under x ! sx, y ! sy .... homogeneous

Solution y = vx " y! = v'x + v.

1
i.e. v ' = ( f (v) ! v)
x

" dv
f (v) ! v = " dx = ln x + constant.
x
 dy
Ex 3 xy ! y 2 = ( x + y ) 2 e ! y /x Homogeneous
dx

Change variables y = vx " y! = v!x + v.

(1 + v) 2 ! v e v vdv
(v"x + v) ! v = e # ln x = $ .
v (1 + v) 2

To evaluate integral change variables u ! 1+ v

u
e " ( ! 2 )e du = e [ ].
!11 1 u !1 e

u u u

y
e
x

i.e. ln x = y
1+ x
Homogeneous but for constants

dy x + 2 y + 1
=
dx x + y + 2

dy dy ' dy ' dx ' dy '

x = x '+ a, y = y '+ b ! = = . =
dx dx dx ' dx dx '

1 + a + 2b = 0
dy ' x '+ 2 y '+ 1 + a + 2b a = !3, b = 1
=
dx ' x '+ y '+ 2 + a + b 2+a+b = 0

dy ' x '+ 2 y '

= Homogeneous
dx ' x '+ y '
 The Bernoulli equation

dy
+ P( x) y = Q( x) y n , n !1
dx
dz dy
To solve, change variable to z=y 1! n " = (1 ! n) y ! n
dx dx
dz
Gives the equation + (1 ! n) P( x) z = (1 ! n)Q( x) 1st order Linear
dx

2/3 1! n 1/ 3 z 1
Ex 4 y '+ y = y z=y =y ! z '+ = 3
3
1st order linear

Integrating factor e x/3 ! ze x / 3 = " e x / 3 dx / 3

z = y1/ 3 = 1 + ce ! x / 3
 Exercise:
Solve the equation 2 y = y/x + x2 /y
with initial condition y(1) = 2.

This equation is Bernoulli with n = 1.

Set z = y 2 . Then z z/x = x2 .
Integrating factor I(x) = 1/x
Z
z(x) = x [ dx x2 /x + const.] = x3 /2 + const. x

1/2
p
Thus y = z = x3 /2 + const. x

Initial condition y(1) = 2

r
x3 + 7x
y(x) =
2
 Homework

1. Solve the differential equation

dy y(x + y)
2 = homogeneous
dx x2
with y(1) = 1.

[Answ.: y = x/(1 2 x)]

2. Solve the differential equation

dy
+ xy = xy 2 Bernoulli
dx
with y(0) = 1/2.
2
[Answ.: y = 1/(1 + ex /2 )]
 Exact equations

A first-order ODE
M (x, y)dx + N (x, y)dy = 0
is exact if there exists a function (x, y) such that

=M , =N .
x y

In this case the differential equation can be recast as

d = M (x, y)dx + N (x, y)dy = 0
so that the solution to it is determined by
(x, y) = constant .
 Example: Solve the equation xy = 2 tan y.

This equation can be rewritten as

2x sin y dx + x2 cos y dy = 0 ,
i.e., M (x, y) = 2x sin y , N (x, y) = x2 cos y ,

which is exact because

= 2x sin y (x, y) = x2 sin y + (y)
x

= x2 cos y x2 cos y + (y) = x2 cos y = constant

y

Therefore (x, y) = x2 sin y + c,

and the general solution is determined by x2 sin y = const.:
2


y(x) = arcsin const./x
 DIFFERENTIAL EQUATIONS AND FAMILIES OF CURVES

General solution of a first-order ODE y = f (x, y)

contains an arbitrary constant: y = (x, c)
one curve in x, y plane for each value of c
general solution can be thought of as one-parameter family of curves

Example: y = x/y.
Z Z
separable equation y dy = x dx y 2 /2 = x2 /2 + c

i.e., x2 + y 2 = constant : family of circles centered at origin

y

Fig.1
 Orthogonal trajectories
Given the family of curves representing solutions of ODE y = f (x, y),
orthogonal trajectories are given by a second family of curves which are
solutions of
y = 1/f (x, y).
Then each curve in either family is perpendicular
to every curve in the other family.

Example:
Find the orthogonal trajectories to the family of circles y = x/y.
Solve y = y/x .

dy dx
Z Z
= ln y = ln x + constant
y x
i.e., y = cx : family of straight lines through the origin
 Homework
a) Find the family of curves corresponding to solutions of the ODE
y = (y 2 x2 )/(2xy).
b) Find the orthogonal trajectories to the above family of curves.

homogeneous equation y = f (y/x) with f (y/x) = (y/x x/y)/2

solvable by yv = y/x and separation of variables
x2 + y 2 = cx : family of circles tangent to y axis at 0

Fig.2

orthogonal trajectories found by solving y = 2xy/(y 2 x2 )

x2 + y 2 = ky : family of circles tangent to x axis at 0
 EXPLOITING FIRST-ORDER METHODS TO TREAT EQUATIONS OF
HIGHER ORDER IN SPECIAL CASES
y not present in 2nd-order equation F (x, y, y , y ) = 0
setting y = q yields 1st-order equation for q(x).
x not present in 2nd-order equation F (x, y, y , y ) = 0
setting y = q, y = dq/dx = q(dq/dy) yields G(y, q, dq/dy) = 0.

Example: homogeneous, flexible chain

hanging under its own weight
y
= linear mass
T density
s

T
x
Using Newtons law, the shape y(x) of the chain obeys
the 2ndorder nonlinear differential equation

y =a 1 + (y ) 2 , a g/T

Setting y = q q =a 1+q2
 1
Z Z
Separation of variables p dq = a dx
1+q 2

p
Using q = dy/dx = 0 at x = 0 ln(q + 1 + q 2 ) = ax

Solving for q q = dy/dx = (eax eax )/2

1 eax + eax 1
Thus y(x) = + constant = cosh ax + constant
a 2 a

This curve is called a catenary.

Historical note. The problem of the catenary was the subject of a challenge
posed by Jakob Bernoulli in 1690, in response to which the problem was solved
the following year indipendently by Johann Bernoulli, Leibniz and Huygens.
 Homework

1. Find the function y(x) obeying the differential equation

y 2 = x2 y

and the conditions y(0) = 2, y (1) = 2.

[Hint: set y = q and apply separation of variables.]
[Answ.: y(x) = 2(1 x) 4 ln(1 x/2)]

2. Find the function y(x) obeying the differential equation

y = y ey

and the conditions y(0) = 0, y (0) = 1.

[Hint: y = q; y = dq/dx = q(dq/dy); solve equation for q(y).]
[Answ.: y(x) = ln(1 x)]
 Summary

No general method of solution for 1st-order ODEs beyond linear case;

rather, a variety of techniques that work on a case-by-case basis.
Main guiding criteria:
methods to bring equation to separated-variables form
methods to bring equation to exact differential form
transformations that linearize the equation

1st-order ODEs correspond to families of curves in x, y plane

geometric interpretation of solutions

Equations of higher order may be reduceable to first-order problems in

special cases e.g. when y or x variables are missing from 2nd order
equations