Differential Equations

(First-order ODEs)
( Bernoulli DE, Substitution )
Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2018

[email protected]
Bernoulli’s DE
𝒅𝒚
It is an DE of the form + 𝒑 𝒙 𝒚 = 𝒇(𝒙)𝒚𝒏 where 𝒏 is a real
𝒅𝒙

number and 𝒏 ≠ 𝟎, 𝒏 ≠ 𝟏 .
This equation was proposed for solution by James Bernoulli in
1695. It was solved by his brother John Bernoulli. In 1696,
Gottfried Leibniz showed that the Bernoulli equation can be
reduced to a linear equation by making the substitution 𝒖 = 𝒚𝟏−𝒏 .
Solving the Bernoulli’s DE
Use the following transformation 𝒖 = 𝒚𝟏−𝒏 , to reduce the
Bernoulli’s DE into a linear DE in 𝒖 as:

𝒅𝒖
+ 𝟏 − 𝒏 𝒑 𝒙 𝒖 = 𝟏 − 𝒏 𝒇(𝒙)
𝒅𝒙
Bernoulli’s DE
𝒅𝒚
Example Solve: 𝒙 + 𝒚 = 𝒙𝟐 𝒚𝟐
𝒅𝒙
Solution
𝒅𝒚 𝒚
1. Write the DE in the standard form: + = 𝒙𝒚𝟐 (𝐧 = 𝟐)
𝒅𝒙 𝒙

𝒅𝒖 𝒖
2. Let 𝒖 = 𝒚−𝟏 → − = −𝒙 (Linear DE )
𝒅𝒙 𝒙
3. 𝒖 𝒙 = 𝒙(−𝒙 + 𝑪)
4. 𝒚 𝒙 = 𝟏/(𝑪𝒙 − 𝒙𝟐 )
Bernoulli’s DE
Exercises
𝒅𝒚
1. Solve: + 𝒙𝒚 = 𝒙𝒚𝟓
𝒅𝒙
𝒅𝒚
2. Solve: = 𝟐𝒙(𝒚𝟔 + 𝟓𝒚)
𝒅𝒙
3. Find the general solution of the Riccati DE:
𝒅𝒚 𝟏 𝒚
= − 𝟐 − + 𝒚𝟐
𝒅𝒙 𝒙 𝒙
𝟏
Knowing that 𝒚𝟏 = is a particular solution.
𝒙
(Hint: use the substitution 𝒚 = 𝒚𝟏 + 𝒛 to transform it to
Bernoulli’s DE )
Solution by Substitution
𝒅𝒚 𝒅𝒗
1. The Homogeneous DE: (𝒗 = 𝒚 𝒙 → =𝒗 + 𝒙 ).
𝒅𝒙 𝒅𝒙

2. Bernoulli’s DE: (𝒖 = 𝒚𝟏−𝒏 → 𝒅𝒖

𝒅𝒙
+ 𝟏 − 𝒏 𝒑 𝒙 𝒖 = 𝟏 − 𝒏 𝒇(𝒙) ).

𝒅𝒚
3. DEs in the form: = 𝒇(𝒂𝒙 + 𝒃𝒚 + 𝒄)
𝒅𝒙

By using the transformation 𝒛 = 𝒂𝒙 + 𝒃𝒚 + 𝒄, the

given DE is reduced into separable DE.
4. Any appropriate substitution that simplifies the
given DE to separable/linear DE.
Solution by Substitution
𝒅𝒚
Example Solve: =𝒚−𝒙−𝟏
𝒅𝒙

Solution
𝒅𝒛 𝒅𝒚 𝒅𝒛
1. Let 𝒛 = 𝒚 − 𝒙 − 𝟏 → = −𝟏→ = 𝒛 − 𝟏 (separable)
𝒅𝒙 𝒅𝒙 𝒅𝒙

2. 𝒛 = 𝟏 + 𝑪𝒆𝒙 .
3. 𝒚 𝒙 = 𝟐 + 𝒙 + 𝑪𝒆𝒙

Exercises
𝒅𝒚
Solve the DE: = 𝒚 − 𝒙 − 𝟏 + (𝒙 − 𝒚 + 𝟐)−𝟏 .
𝒅𝒙

𝒅𝒚
Solve the IVP: = (−𝟐𝒙 + 𝒚)𝟐 −𝟕, 𝒚 𝟎 = 𝟎.
𝒅𝒙
Solution by Substitution
𝒅𝒚
Example Solve the DE: : = 𝒆𝒙+𝒚
𝒅𝒙

Solution
𝒅𝒛 𝒅𝒚 𝒅𝒛
1. Let 𝒛 = 𝒙 + 𝒚 → = +𝟏→ = 𝒆𝒛 + 𝟏 (separable)
𝒅𝒙 𝒅𝒙 𝒅𝒙

2. 𝒆−𝒛 + 𝟏 = 𝑪𝒆−𝒙
3. 𝒚 𝒙 = −𝒙 − ln(𝑪𝒆𝒙 − 𝟏)
Exercises
𝒅𝒚
Solve the DE: = cos(𝒙 + 𝒚).
𝒅𝒙

𝒅𝒚
Solve the DE: = tan𝟐 (𝒙 + 𝒚)
𝒅𝒙
Solution by Substitution
𝒅𝒚
Example Solve the DE: 𝒙 = 𝒆−𝒙𝒚 − 𝒚
𝒅𝒙

Solution
𝒅𝒛 𝒅𝒚 𝒅𝒛
1. Let 𝒛 = 𝒙𝒚 → =𝒙 +𝒚→ = 𝒆−𝒛 (separable)
𝒅𝒙 𝒅𝒙 𝒅𝒙

2. 𝒆𝒛 = 𝒙 + 𝑪 → 𝒆𝒙𝒚 = 𝒙 + 𝑪

Exercises
Solve the DE: 𝒆𝒚 𝒚′ + 𝟏 = 𝒆𝒙 .
Solve the DE: 𝒙𝒚′ = 𝒚 ln(𝒙𝒚).
sin 𝒚
Solve the DE: 𝒚′ cos 𝒚 − = (𝟏 + 𝒙)𝒆𝒙 .
𝟏+𝒙
Solution by Substitution
Equations with Linear Coefficients
Equation with the form (𝒂𝒊 , 𝒃𝒊 , 𝒄𝒊 are constants)
𝒂𝟏 𝒙 + 𝒃𝟏 𝒚 + 𝒄𝟏 𝒅𝒙 + 𝒂𝟐 𝒙 + 𝒃𝟐 𝒚 + 𝒄𝟐 𝒅𝒚 = 𝟎, Or

𝒅𝒚 𝒂𝟏 𝒙 + 𝒃𝟏 𝒚 + 𝒄𝟏
=−
𝒅𝒙 𝒂𝟐 𝒙 + 𝒃𝟐 𝒚 + 𝒄𝟐
We have three cases:
1. If (𝒄𝟏 = 𝒄𝟐 = 𝟎), it is a Homogeneous DE of degree 0:
𝒅𝒚 𝒂𝟏 + 𝒃𝟏 𝒚/𝒙
=−
𝒅𝒙 𝒂𝟐 + 𝒃𝟐 𝒚/𝒙
𝒅𝒚
2. If (𝒃𝟐 𝒂𝟏 = 𝒃𝟏 𝒂𝟐 ), DE can be put in the form: = 𝑮(𝒂𝒙 + 𝒃𝒚)
𝒅𝒙
which can be solved by the substitution 𝒛 = 𝒂𝒙 + 𝒃𝒚.
3. If (𝒃𝟐 𝒂𝟏 ≠ 𝒃𝟏 𝒂𝟐 ), we seek a translation of axes of the form:
𝒙 = 𝒖 + 𝒉 and 𝒚 = 𝒗 + 𝒌.
Solution by Substitution
Equations with Linear Coefficients
3. If (𝒃𝟐 𝒂𝟏 ≠ 𝒃𝟏 𝒂𝟐 ), we seek a transformation of the form:
𝒙 = 𝒖 + 𝒉 and 𝒚 = 𝒗 + 𝒌, (𝒉 and 𝒌 are constants) such that the
given DE is transformed to Homogeneous DE of degree 0:
𝒅𝒗 𝒂𝟏 + 𝒃𝟏 𝒗/𝒖
=−
𝒅𝒖 𝒂𝟐 + 𝒃𝟐 𝒗/𝒖
which can be solved as before.
The constants 𝒉 and 𝒌 can be obtained by solving the system:
𝒂𝟏 𝒉 + 𝒃𝟏 𝒌 + 𝒄𝟏 = 𝟎
𝒂𝟐 𝒉 + 𝒃𝟐 𝒌 + 𝒄𝟐 = 𝟎
Noting that it has a unique solution since (𝒃𝟐 𝒂𝟏 ≠ 𝒃𝟏 𝒂𝟐 ).
Solution by Substitution
Equations with Linear Coefficients
Example Solve: −𝟑𝒙 + 𝒚 + 𝟔 𝒅𝒙 + 𝒙 + 𝒚 + 𝟐 𝒅𝒚 = 𝟎
Solution
Check for (𝒃𝟐 𝒂𝟏 = (𝟏) −𝟑 ≠ 𝒃𝟏 𝒂𝟐 = (𝟏)(𝟏)), then use the form:
𝒙 = 𝒖 + 𝒉 and 𝒚 = 𝒗 + 𝒌, where 𝒉 and 𝒌 can be obtained by solving
the system:
−𝟑𝒉 + 𝒌 + 𝟏 = 𝟎
𝒉+𝒌+𝟐=𝟎
which yields 𝒉 = 𝟏 and 𝒌 = −𝟑. Then the given DE is transformed to
Homogeneous DE of degree 0: −𝟑𝒖 + 𝒗 𝒅𝒖 + 𝒖 + 𝒗 𝒅𝒗 = 𝟎
𝒅𝒗 −𝟑 + 𝒗/𝒖
=−
𝒅𝒖 𝟏 + 𝒗/𝒖
Then let
𝒛 = 𝒗/𝒖 → 𝒛 + 𝒖(𝒅𝒛/𝒅𝒖) = 𝒅𝒗/𝒅𝒖
Solution by Substitution
Equations with Linear Coefficients
Example Solve: −𝟑𝒙 + 𝒚 + 𝟔 𝒅𝒙 + 𝒙 + 𝒚 + 𝟐 𝒅𝒚 = 𝟎
Solution
Then
𝒅𝒛 𝟑 − 𝒛
𝒛+𝒖 =
𝒅𝒖 𝟏 + 𝒛
𝒛+𝟏 𝒅𝒖
𝟐
𝒅𝒛 = −
𝒛 + 𝟐𝒛 − 𝟑 𝒖
𝟐
𝒄
𝒛 + 𝟐𝒛 − 𝟑 = 𝟐
𝒖
Substituting back in terms of 𝒙 and 𝒚.
(𝒚 + 𝟑)𝟐 +𝟐 𝒙 − 𝟏 𝒚 + 𝟑 − 𝟑 𝒙 − 𝟏 𝟐
= 𝑪.
Solution by Substitution
Exercises
𝒅𝒚
Solve the DE: = 𝒚 + 𝒙 − 𝟏.
𝒅𝒙

𝒅𝒓 𝒓𝟐 +𝟐𝒓𝜽
Solve the DE: = .
𝒅𝜽 𝜽𝟐

𝒅𝒙 𝒙𝟐 +𝒕 𝒕𝟐 +𝒙𝟐
Solve the DE: = .
𝒅𝒕 𝒕𝒙
Solve the DE: 𝟐𝒙 + 𝒚 + 𝟒 𝒅𝒙 + 𝒙 − 𝟐𝒚 − 𝟐 𝒅𝒚 = 𝟎