Linear first-order ODE's

Classification of differential equations

Classification by type
1. Ordinary differential equations (ODE’s): The equation contains only ordinary
derivatives of one or more dependent variables, with respect to a single independent
variable, for example
d4y
8 4  x(1  x)
dx
2. Partial differential equations (PDE’s): The differential equation involves the partial
derivatives of one or more dependent variables with respect to two or more independent
variables, for example
 2u  2u
 0
x 2 y 2

Classification by order
1. The order of a differential equation refers to the order of the highest derivative in the
equation after simplification.
2. The degree of a differential equation refers to the power of the highest derivative in the
equation.

Example 1
3
d 2x  dx 
Consider the following differential equation: 2  2    x  sin t .
dt  dt 
 This is an ODE because it contains ordinary derivatives.
 It is a second-order ODE because of the presence of the second-order derivative
d 2x 2 .
dt
2
 The degree of the ODE is 1 because the highest derivative d x 2 is to the power 1.
dt

Classification as linear or non-linear

1. A differential equation is linear if it has the following form:
dny d n 1 y dy
an  x  n  an 1  x  n 1  ...  a1  x   a0  x  y  g ( x), an  0
dx dx dx
NOTE:

 The dependent variable and all its derivatives are on the left-hand side (LHS)
 The powers of y and its derivatives are all 1
 All other terms are on the right-hand side (RHS)
 The coefficients, ai ( x ) , on the LHS are all functions of x

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 Examples: First-order, linear:

dy
 2 y  5  x  1 :
dx

 There are no y's on the RHS

 There is only a first-order derivative of y
 The power of y and its derivative is 1
 The coefficients on the LHS are all constants (functions of x0  1 )

3u '(t )  u(t )sin t  0 :

 There are no u's on the RHS
 There is only a first-order derivative of y
 The power of u and its derivative is 1
 There are no functions of u on the RHS

2. An equation which is not linear is called non-linear.

Examples: Third-order, non-linear DE’s
2
d3y  dy 
 4    y  ex :
 dx 
3
dx
 Non-linear because of  dy dx 
2

u '''(t )  3u  eu sin t
 Non-linear because there is a function eu of the dependentvariable on
the RHS

Example 2
If an ODE can be written as a polynomial in the unknown function and its derivatives, then
the degree is the power to which the highest-order derivative is raised.

  y '''  5 x  y '  e x  1
3 4
Third degree, third order non-linear DE
3
d4y  dy 
 5t  3t 2     sin t  y  0 First degree, fourth order non-linear DE
 dt 
4
dt
3
 dy 
 3t     sin t  y 6  0
2
Third degree, first order non-linear DE
 dt 

Classification as homogeneous or non-homogeneous

Arrange all the terms of a linear DE containing the dependent variable on the left of the equal
sign and the terms without the dependent variable on the right.
1. Those linear DE’s where the right hand side is zero, are called homogeneous DE’s.
2. Those with a non-zero right hand side are non-homogeneous.

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The solution of a differential equation
The solution of a differential equation is a function that satisfies the differential equation.
There are several solution techniques available; in this set of notes a so-called integration
factor is used to solve a linear, first-order ODE.

 General solution: The solution of the differential equation contains one or more
arbitrary constants.
 Particular solution: Additional information, called conditions, are used calculate the
arbitrary constant(s).

Example 3
4 x3 dy
Is y  2 ln x  a solution of x  2  4 x3 ? Justify your answer with relevant
3 dx
calculations.

 Take note of the method! The ODE contains a derivative dy dx ; thus calculate the
derivative of the given y with respect to x first. Then compare the left- and right-hand
sides of the ODE. If the two sides are equal, the function satisfies the ODE and is a
solution.
Solution
Differentiate the given expression of y with respect to x:

4 x3
y  2 ln x 
3

dy 2
   4x 2
dx x

dy
Substitute in the ODE x  2  4 x3 :
dx
dy
LHS  x
dx
2 
 x   4x2 
x 
 2  4 x3
 RHS

4 x3
Thus, y  2 ln x  is a solution of the ODE. ✔
3

EXERCISE 1
1. Classify each differential equation as ODE or PDE, give the order and degree and
identify the dependent and independent variables. Also classify each as non-linear
or linear and homogeneous or non-homogeneous.
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 dy d 2q dq
1.1  2y  0 1.2 2
 3  t2  0
dx dt dt

d 2x dx  2u  2u
1.3  2t  3x  e x 1.4   x sin y
dt 2
dt x 2 y 2

di
1.5 y '(t )  y(t )  0 1.6   2 2i  0
d

N  2 N 1 N
2
 dx 
1.7    8 x  sin  1.8  2   kN
 d  t r r r
4
d3 f  d2 f  dr
1.9 3
 4 x  2   cos x
2
1.10  r 2  sin z
dx  dx  dz

2. Determine whether the given function is a solution to the given differential equation.

dy x
2.1 x2  y 2  6, 
dx y

d2y
2.2 y  A cos x  B sin x, y0
dx 2

d 2 d
2.3   2e  e ,
3t 2t
2
4  3  2e2t
dt dt

dy 2 xy
2.4 y  ln y  x 2  1, 
dx y  1

Solving linear first-order ODE's

Standard form
Always write the ODE in the following standard form:

dy
 Py  Q (1.1)
dx
where P  P( x) and Q  Q( x) are functions of x only.

Solution method
We use the integration factor method to solve the linear first-order ODE.

Derivation of the method

 The derivation is for enrichment only, except for students enrolled for a first degree.

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Multiply the ODE (1.1) by R  R( x) , a function of R:

dy
R  RPy  RQ . (1.2)
dx
Recall that, applying the product rule for differentiation,

d dy dR
( Ry )  R  y. (1.3)
dx dx dx
Compare the right-hand side of (1.3) to the left-hand side of (1.2). Thus, let

dR
 RP , (1.4)
dx
then (1.2) becomes

d
( Ry )  RQ . (1.5)
dx
Integrate both sides of (1.5) with respect to x:

Ry   RQdx . (1.6)
To determine an expression for the function R, note that (1.4) is a separable ODE. Thus,
separate the variables

dR
 Pdx (1.7)
R
and solve by integrating both sides:

dR
 R 
 Pdx . (1.8)
Thus,

ln R   Pdx ,
that is,

R  e .
Pdx
(1.9)
Equations (1.9) and (1.6) yields the solution of a linear first-order ODE using an integration
factor:

ODE: y  Py  Q

Integration factor: R  e 
Pdx

Solution: Ry   RQdx

Steps
dy
1. Write the equation in the standard form:  Py  Q
dx
2. Determine the integration factor: R  e 
P ( x ) dx

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 3. Write down the general form of the solution: Ry   RQ( x)dx
4. Solve for y
5. Determine the particular solution of an initial condition is given

Example 4
Solve the following linear first-order ODE's.

dz 10 dx 11
1.  5z  2.  x   0, x(0)  1
dt 3 dt 3
Solution
1. Write in the standard form:

dz 10
 5z 
dt 3
Calculate the integration factor:

R  e
5 dt
 e5t

Write down the answer using the standard solution:

10 5t
e5t z   e dt
3
10  1 
  e5t   c
3 5 
2
 e5t  c
3
2
 z   ce 5t ✔
3
2. Write in the standard form:

dx 11
x
dt 3
Calculate the integration factor:

R  e   et
dt

Write down the answer using the standard solution:

11 t
et x   e dt
3
11
  et  c
3
11
 x    ce  t
3

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 Calculate c using the initial condition:

11
x(0)  1:  1    ce0
3
8
c
3
8 11
 x  et  ✔
3 3

EXERCISE 2
Determine the general, and if possible, the particular solutions of the following DE’s. Use
direct integration, separation of variables or an integration factor.

dx 4 x
1.   2, x(1)  4 2. y ' 4 y   , y(0)  2
dt t

3
3. y '( x)  y  x   2x2 4. i ' i tan   sin 2 , i(0)  1
x

ANSWERS
EXERCISE 1
Nr ODE/ Order Degree Dependent Independent Non-/ Non-/
PDE variable variable Linear Homogeneous
1.1 ODE 1 1 y x L H
1.2 ODE 2 1 q t L Non
1.3 ODE 2 1 x t Non Non
1.4 PDE 2 1 u x, y L Non
1.5 ODE 1 1 y t L H
1.6 ODE 1 1 i θ L H
1.7 ODE 1 2 x θ Non Non
1.8 PDE 2 1 N t, r L H
1.9 ODE 3 1 f x Non Non
1.10 ODE 1 1 r z Non Non
2. The function given in 2.3 is not a solution to the DE, all the other functions are
solutions to the DE’s.

EXERCISE 2
2 22
1. x  t  t 4 2. 16 y  33 e4  4  1
5 5

3. y  2 x3 ln x  cx3 4. i  2cos2   3cos

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