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Differential Equation

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Differential Equation

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Learning outcomes Introduction First order ODEs Solution of first order ODEs

First Order Differential Equation

Frans Nghinaundiyele Ndinodiva

Namibia University of Science and Technology

October 22, 2020

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Outline
1 Learning outcomes
2 Introduction
Order of an ODE
Degree of an ODE
Solution of ODEs
Formulation of ODEs
3 First order ODEs
4 Solution of first order ODEs
Direct Integration
Separable Equations
Homogeneous first order differential equations
Exact first order differential equations
Equation Reducible to Exact
Linear First Order Differential Equation
Ndinodiva Bernoulli’s First Order Differential Equations NUST others

The
First Order Differential xy Transformation
Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Learning outcomes
By the end of this chapter, you should be able to:
will be able to explain the concept of differential equation,
classifies the differential equations with respect to their order and
linearity,
explains the meaning of solution of a differential equation,
will be able to solve first-order ordinary differential equations,
solves exact differential equations,
converts separable and homogeneous equations to exact differential
equations by integrating factors,
solves Bernoulli and Ricatti differential equations,
solves the homogeneous linear differential equations with constant
coefficients.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Ordinary Differential Equations (ODEs)


Introduction

A differential equation is an equation between specified derivative on an


unknown function, its values, and known quantities and functions. Many
physical laws are most simply and naturally formulated as differential
equations (or DEs, as we will write for short). For this reason, DEs have
been studied by the greatest mathematicians and mathematical physicists
since the time of Newton. There are two types of DEs, namely:
Definition
1) Ordinary differential equations (or ODEs for short) which are DEs
whose unknowns are functions of a single variable. They arise most
commonly in the study of dynamical systems and electrical networks.
2) Partial differential equations (or PDEs for short) which are DEs
whose unknowns are functions of two or more variables.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Order of an ODE

Ordinary DEs are classified according to their order. The order of a DE is


defined as the largest positive integer, n, for which an nth derivative
occurs in the equation. Thus, an equation of the form

F (x, y , y , ..., y (n) ) = 0

is said to be of the nth order.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Degree of an ODE

Degree of an ODE

The degree of an ODE, is defined as the exponent of the highest


derivative of the equation.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Solution of ODEs

Solution of ODEs

A solution of an nth order ODE is an n− times differentiable function


y = g (x) which when substituted in the equation satisfies it. For
example Show that y = 6e −4x + 21 + 13 e −x is a solution of
y 0 + 4y = 2 + e −x .
Solution Since the ODE is of order one, we nee to differentiate the
function once and substitute in the equation as follows. We have that
y 0 = −24e −4x − 31 e −x substitution yield

1 1 1
−24e −4x − e −x + 4(6e −4x + + e −x ) = 2 + e −x = RHS
3 2 3
therefore y = 6e −4x + 1
2 + 13 e −x is a solution.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Formulation of ODEs

Formulation of ODEs
There are two approaches to formulation an ODE,
1) Mathematical modelling of physical problems (or Application of
ODEs). Notes will be shared.
2) Theoretically by eliminating the arbitrary constants from a given
function.
For example Form a differential equation from the following family of
functions
a) y = C1 e 5x + c2 e −5x
b) y = x + xb
c) y = A1 sin x + A2 cos x
d) y = C1 x 2 + c2 x
e) y = Ae −4x + Be −6x
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Formulation of ODEs

Solution a) the key here is to differentiate the function twice since it has
two arbitrary constants as follows
y0 = 5C1 e 5x − 5c2 e −5x
00
y = 25C1 e 5x + 25c2 e −5x
=⇒ y 00 = 25y hence the ODE.
b) the key here is to differentiate the function once since it has one
arbitrary constant and solve for b as follows
b
y0 = 1 − 2
x
=⇒ b = x 2 (1 − y 0 )
x 2 (1 − y 0 )
∴y = x+
x
=⇒ y = 2x − xy 0 hence the ODE.
I trust the concept is clear, now try the rest of the examples.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

First order ODEs


The general first order ODE can be expressed as
F (x, y , y 0 ) = 0.
The function y = g (x) is called it is explicit solution of the equation in
the interval [a, b] provided
F (x, g (x), g 0 (x)) = 0 ∀x ∈ [a, b].
The pair of solution x = x(t) , y = y (t) is said to be a parametric
solution of the equation if
y 0 (t)
 
F x(t), y (t), 0 = 0.
x (t)
A relation F (x, y ) = 0 is said to be an implicit solution of the equation
provided it determines one or more explicit solution.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Solution of first order ODEs

To solve an ODE, we have to find the function y (x) which satisfies the
equation. We will discuss the most useful algebraic method for solving
first order ordinary differential equations. When solving for first order
ODEs, please do try them in the order they are discussed, if you are not
as to which method to use.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Direct Integration

Direct Integration
If the equation can be explicitly re-arranged as
y 0 = f (x),
then by direct integration we can solve the equation as follows
Z Z
y 0 dx = f (x) dx + C
Z
=⇒ y = f (x) dx + C called the general solution of the equation.

If some informations are given called initial value conditions and obtain
C = k, then
Z
y = f (x) dx + k is called a particular solution of the equation.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Direct Integration

For example Find the general solution, and using the initial conditions if
any to obtain the particular solution to each of the following equations
a) y 0 = x − 2; y (0) = 1
b) y 0 = x
x 2 +1
x−xy
C) y 0 = 1−y ; y (1) = −2
Solution a) integrating both side we get:

x2
y = − 2x + c G.S,
2
but y (0) = 1 =⇒ c = 1
x2
∴y = − 2x + 1 P.S
2
I trust you will be able to do the rest of the problem.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Separable Equations

Separable Equations
The first ODEs that can be written in any of the following form:
y 0 = f (x)g (x)
f (x)
y0 = g (y )
F (x)G (y )y 0 ± f (x)g (x) = 0
are said to have separable variables or simply called Separable Equations,
i.e., x and y can be separated from each other. In general an first ODE
that can be reduced by algebraic manipulations to the form

g (y )dy = f (x)dx

is said to have separable variables. An equation in this form can be


solved by simply integrating both side to give the general solution (G.S).
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Separable Equations

For example Solve each of the following ODEs.


y
a) y 0 + x−3 =0
b) xydx = (4 − x 2 )dy
y 2 +xy 2
c) y 0 − x 2 y −x 2 =0
Solution a) separating the variables yield
dy dx
=
y 3−x
Z Z
dy dx
∴ dx =
y 3−x
∴ ln y = − ln(3 − x) + c, let c = ln k
then y (3 − x) = k
k
=⇒ y =
3−x
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Separable Equations

b) separating the variables yield

dy x dx
=
y 4 − x2
Z Z
dy x dx
∴ =
y 4 − x2
1
∴ ln y = − ln(4 − x 2 ) + c, let c = ln k
2
k
then y = √
4 − x2
c) Is left for you to try.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Homogeneous first order differential equations

Definition
A function P(x, y ) is said to be homogeneous of degree n if

P(λx, λy ) = λn P(x, y ) ∀x, y , λ.

For example f (x, y ) = x 2 + y 2 is homogeneous of degree 2, since

f (λx, λy ) = (λx)2 + (λy )2


= λ2 (x 2 + y 2 )
= λ2 f (x, y )

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Test for homogeneity for each of the following


a) f (x, y ) = x 2 + xy − 3
b) f (x, y ) = x + y
p
c) f (x, y ) = x 2 + y 2

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

If the first order DE p(x, y )dx + q(x, y )dy = 0 can be reduced to either
y 0 = f ( yx )
y 0 = f (ax + by )
y 0 = f ( ax+by +c
px+qy +r )
where both p(x, y ) and q(x, y ) are algebraically homogeneous functions
of the same degree n, then by substitution method we can reduce the
equation to a separable variable form.
Remark: The differential equations which are reducible to either of the
above forms are called Homogeneous Equations.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Differential forms:

i) If the equation can be reduced to y 0 = f ( yx ), then make the


substitution
y = xu,
where u is a function x and
1) differentiate both side for y 0
2) equate the equations to express each side in terms v and x.
3) separate, integrate and finally substitute for x and y .
Find the general solution for each of the following equations
a) 2xdy − (x + 3y )dx = 0
b) x 2 − xy + y 2 = xyy 0

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Solution
Solution a) rearranging to get y 0 = x+3y 1 3y y
2x = 2 + 2x = f ( x ), also, both p
and q i.e., the coefficients of dx and dy , are homogeneous of degree 1,
we let
y = ux
and
1) differentiate both side for y 0
dv
y0 = v + x
dx
2) equate the equations to express each side in terms v and x.
dv x + 3vx
v +x =
dx 2x
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

3) separate, integrate and finally substitute for x and y .

dv x(1 + 3v )
v +x =
dx 2x
dv
2v + 2x = 1 + 3v
dx
dv
2x = 1+v
dx
dv dx
∴ = here the variables are separated
Z 1+v Z2x
dv dx
∴ =
1+v 2x
1
∴ ln(1 + v ) = lnx + c, let c = lnk
2
y √
=⇒ = k x −1
x
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations


2 2
b) rearranging to get y 0 = x −xy
xy
+y
= f ( yx ), also, both p and q i.e., the
coefficients of dx and dy , are homogeneous of degree 2, we let
y = ux
and
dv x 2 − x 2v + x 2v 2
∴v +x =
dx x 2v
dv x (1 − v + v 2 )
2
∴v +x =
dx x 2v
1 − v + v2
=
v
dv 1 − v + v2 − v2
∴x =
dx v
vdv dx
∴ =
1−v x
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

here the variables are separated, please continue and make sure you get

∴ v + ln(v − 1) = −lnx + c,
y y
=⇒ + ln( − 1) = −lnx + c
x x

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

ii)

ii) If the equation can be reduced to y 0 = f (ax + by ), then make the


substitution
z = ax + by ,
where y is a function x and
1) differentiate both side for y 0
2) equate the equations to express each side in terms z and x.
3) separate, integrate and finally substitute for x and y .
For example: solve y 0 = sin(x − y )

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Solution
let
z =x −y
and
1) differentiate both side for y 0

dz dy
=1−
dx dx
2) equate the equations to express each side in terms z and x.

dz
= 1 − sin z
dx

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

3) separate, integrate and finally substitute for x and y .

dz
∴ = dx
Z 1 − sin z Z
dz
∴ = dx
1 − sin z
the method of integration is left for you

∴ cotz + sec z = x + c
=⇒ cot(x − y ) + sec(x − y ) = x + c

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

iii)
iii) If the equation can be reduced to y 0 = f ( ax+by +c
px+qy +r ), then
a) If the two lines are not parallel, that is, aq 6= bp, then the lines will
meet at a point, say (h, k). Referring these two lines to a new set of
axis (X , Y ) with origin (h, k), by doing the translation
x = X + h; y =Y +k
the constants must varnish. Applying these translations we will get
(aX +bY )dX +(pX +qY )dY = 0, since dy = dY and dx = dX
which is a homogeneous equation and can be solved by the
substitution
Y = VX
and follow the method above.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

iii)

b) If the two lines are parallel, that is, aq = bp, then the two lines have
no points of intersection. We rewrite the equations in the basis form:

m(ax + by ) + c
y0 =
n(ax + by ) + r

where m and n are common factors and make the substitution

z = ax + by

and follow the method above.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Examples

Solve each of the following ODE.


1) (3x − 2y + 1)dy = (3y − 2x − 4)dx
2) (y − x + 1)dy = (x − y + 1)dx
3) (2x − 5y + 3)dx + (6 − 4y − 2x)dy = 0
4) (x + 2y + 3)dx = (2x + 4y − 6)dy

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

Solution
1) Rewriting the equation in the standard form we get:
(2x − 3y + 4)dx + (2x − 2y + 1)dy = 0, we also note that
2(−2) 6= −3(3). Solve the two simultaneously to get (h; k) = (1; 2), now
using the transformation
x = X + 1; dx = dX
y = = Y + 2 dy = dY
dy 3y − 2x − 4
in the equation = to get
dx 3x − 2y + 1
dY 3(Y + 2) − 2(X + 1) − 4
=
dX 3(X + 1) − 2(Y + 2) + 1
3Y + 6 − 2X − 2 − 4
=
3X + 3 − 2Y − 4 + 1
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Homogeneous first order differential equations

3Y − 2X
= which in now homogeneous inX andY .
3X − 2Y

Now use Y = VX and dY dV


dX = V + X dX to complete the problem.
2) We note that 1(−1) = −1(1), therefore we rewrite the equation as:

dy 1(x − y ) + 1
= .
dx −1(x − y ) + 1

Now let z = x − y such that


dz dy
=1−
dx dx
to finish the problem. Use the above ideas also to solve for 3) and 4).
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

Exact first order differential equations


The first ODE
M(x, y )dx + N(x, y )dy = 0
is said to be exact if there exists a function f (x, y ) such that
∂f ∂f
= M(x, y ) and = N(x, y ).
∂x ∂y
Note that the above equation becomes
∂f ∂f
dx + = 0
∂x ∂y
=⇒ df (x, y ) = 0 integrating both side yield
∴ f (x, y ) = C which is the general solution

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

Our duty is to find the f (x, y ) that will satisfy the above condition,
which is the solution to the equation M(x, y )dx + N(x, y )dy = 0. Let
M(x, y ), N(x, y ), My and Nx be continuous, then a necessary sufficient
condition for M(x, y )dx + N(x, y )dy = 0 to be exact is

∂M ∂N
= ∀x, y
∂y ∂x

with the general solution of f (x, y ) = C , where


Z
f (x, y ) = Ndy + g (x) + C or
Z
f (x, y ) = Mdx + g (y ) + C

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

Two methods to obtain f (x, y )


1) Use any of
Z
f (x, y ) = Ndy + g (x) + C or
Z
f (x, y ) = Mdx + g (y ) + C

and
differentiate f partial with respect to the variable of the unknown
function,
equate the answer to M or N,
simplify and integrate both side to solve for the unknown function.
2) Find f (x, y ) using the following steps
∂f
a) integrate M(x, y ) partial with respect to x since ∂x
= M(x, y ),
∂f
b) integrate N(x, y ) partial with respect to y since ∂y
= N(x, y ),
c) find the union of the two results.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

Examples

Solve each of the following equation


1) 2xydx + (1 + x 2 )dy = 0
2) (2x + 3y − 2)dx + (3x − 4y + 1)dy = 0
3) (x + sin ydx + (x cos y − 2y )dy = 0
Solution 1) Testing:

∂M ∂N
M = 2xy and N = 1 + x 2 =⇒ = 2x =
∂y ∂x
therefore exact.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

Using method 1), use any of


Z
f (x, y ) = Ndy + g (x) + C
Z
=⇒ f (x, y ) = (1 + x 2 )dy + g (x) + C

= y + x 2 y + g (x) + C or
Z
f (x, y ) = Mdx + g (y ) + C
Z
=⇒ f (x, y ) = 2xydx + g (y ) + C

= x 2 y + g (y ) + C and

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

differentiate f partial with respect to the variable of the unknown


function,

∂f ∂(y + x 2 y ) d
= + (g (x) + C )
∂x ∂x dx
= 2xy + g 0 (x) or
∂f ∂(x 2 y ) d
= + (g (y ) + C )
∂y ∂y dy
= x 2 + g 0 (y ),

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

equate the answer to M or N,


∂f
= M(x, y )
∂x
∴ 2xy = 2xy + g 0 (x) or
∂f
= M(x, y )
∂x
∴ 1 + x2 = x 2 + g 0 (y )

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

simplify and integrate both side to solve for the unknown function.

=⇒ g 0 (x) = 0
∴ g (x) = C or
0
=⇒ g (y ) = 1
∴ g (y ) = y.

Therefore,

f (x, y ) = y + x 2y + C or
f (x, y ) = x 2y + y + C

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Learning outcomes Introduction First order ODEs Solution of first order ODEs

Exact first order differential equations

2) Testing: ∂M ∂N
∂y = 3 = ∂x , there fore the equation is exact. Using
method 2, we
∂f
a) integrate M(x, y ) partial with respect to x since ∂x = M(x, y ),
Z
=⇒ (2x + 3y − 2)∂x = x 2 + 3xy − 2x

∂f
b) integrate N(x, y ) partial with respect to y since ∂y = N(x, y ),
Z
=⇒ (3x − 4y + 1)∂y = 3xy − 2y 2 + y

c) find the union of the two results.

∴ f (x, y ) = x 2 + 3xy − 2x − 2y 2 + y = C

I trust the concept is clear you may complete the examples.


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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Equation Reducible to Exact

Equation Reducible to Exact

Generally first ODEs of the form

M(x, y )dx + N(x, y )dy = 0

that are not exact, can made exact by multiplying them with a suitable
function µ(x) or µ(y ) called integration factor

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Equation Reducible to Exact

Definition
Let M(x, y )dx + N(x, y )dy = 0 be any first order differential equation
then,
 
if the expression N1 ∂M
∂y − ∂N
∂x ≡ g (x), i.e. the equation is a
function of x only, then the equation has the integrating factor
R
g (x) dx
µ(x) = e

which is also a function of x only.


 
if the expression M1 ∂M
∂y − ∂N
∂x ≡ h(y ), i.e. the equation is a
function of y only, then the equation has the integrating factor
R
µ(y ) = e − h(y ) dy

which is also a function of y only.


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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Equation Reducible to Exact

Examples
Solve each of the following equations
1) (3x + 2y )dx + xdy = 0
2) (y 4 + 2y )dx + (xy 3 + 2y 4 − 4x)dy = 0
Solution 1) Testing: ∂M ∂N
∂y = 2 6= ∂x = 1, therefore not exact. Now
 
1 ∂M ∂N 1 1
− = (2 − 1) = ≡ g (x).
N ∂y ∂x x x
Therefore,
1
R
dx
µ(x) = e x =x
and
µ(x)(M(x, y )dx + N(x, y )dy = 0) yield (3x 2 + 2xy )dx + x 2 dy = 0.
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Learning outcomes Introduction First order ODEs Solution of first order ODEs

Equation Reducible to Exact

We now have that ∂M ∂N


∂y = 2x = ∂x , the equation is exact and can be
solved by using previous methods.

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Equation Reducible to Exact

∂M ∂N
2) Testing: ∂y = 4y 3 + 2 6= ∂x = y 3 − 4, therefore not exact. Now
 
1 ∂M ∂N 1 3
− = (3y 3 + 6) = ≡ h(y ).
M ∂y ∂x y4 + 2y y

Therefore,
R 1 1
µ(y ) = e − y dx
=
y3
and
2 4x
µ(y )(M(x, y )dx+N(x, y )dy = 0) yield (y + )dx+(x+2y − 3 )dy = 0.
y2 y

We now have that ∂M 4


∂y = 1 − y 3 =
∂N
∂x , the equation is exact and can be
solved by using previous methods.
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Linear First Order Differential Equation

Linear First Order Differential Equation


Linear first order differential equation is an equation of the form:
dy
+ yp(x) = r (x).
dx
This equation can be made exact, by using the previous method, but we
can solve it by determining the integrating factor (IF ) using the formula:
R
p(x)dx
IF = e .
dy
We transform dx + p(x)y = r (x) by multiplying it with IF to
d(IF (y )) = IF (r (x))
integrating both sides yields
Z
IF (y ) = IF (r (x))dx + C

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Linear First Order Differential Equation

Z
1
y= IF (r (x))dx + C
IF
For example Solve each of the following equations
1) x dy
dx + 2y = x
3

2) sin x dy
dx + y cos x = 1
dy y
3) dx − x−2 = (x − 2)2

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Linear First Order Differential Equation

Solution
dy
1) Putting the equation in the standard form to get: dx + x2 y = x 2 , and,
Z Z
2
pdx
IF = e = e x dx = x 2 ,

therefore
Z
2
yx = x 2 (x 2 )dx

x5
= + C.
5
Note that,
dy 2 dy
x 2( + y) = x2 + 2xy = d(yx 2 ).
dx x dx
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Linear First Order Differential Equation

2) Putting the equation in the standard form to get:


dy
dx + y cot x = cosecx, and,
Z Z
IF = e pdx = e cot xdx = sin x,

therefore
Z
y sin x = sin xcosecxdx
= x + C.

I trust the concept is clear, now do 3).

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Bernoulli’s First Order Differential Equations

Bernoulli’s First Order Differential Equations


Bernoulli’s equations are equations of the form:
dy
+ p(x)y = r (x)y α
dx
which is a non linear first order differential equation with α 6= 0 and
α 6= 1. The transformation
z = y 1−α
convert the Bernoulli’s equation to a linear first order differential
equation in z as follows:
differentiate the transformation equation with respect to x to get
dz dy
= (1 − α)y −α
dx dx
substitute z = y 1−α and dz
dx = (1 − α)y −α dy
dx into
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Bernoulli’s First Order Differential Equations

dy
+ p(x)y = r (x)y α
dx
to get
dz
+ (1 − α)p(x)z = (1 − α)r (x),
dx
which is now a linear differential equation in z and can be solved using
the above method. For example Solve each of the following equation.
dy y
1) dx + x = y3
dy
2) dx + 2xy = y 3
3) 3x y dy + 4(y 3 x − 3)dx = 0
2 2

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Bernoulli’s First Order Differential Equations

1)We notice that it is a Bernoulli’s equation with α = 3, so let


z = y 1−3 = y −2
and
differentiate the transformation equation with respect to x to get
dz dy
= −2y −3
dx dx
note that you could as well just substitute α in the above equation.
dz
substitute z = y 1−α and dx = (1 − α)y −α dy
dx into
dy α
dx + p(x)y = r (x)y to get
dz 2
− z = −2r ,
dx x
dy y
note that this is the same as multiplying dx + x = y 3 by −2y −3
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

Bernoulli’s First Order Differential Equations

which is now a linear differential equation in z and can be solved using


the above method. process is the same always, please do 2) and 3).

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

The xy Transformation

The xy Transformation
So far we have dealt with first order differential equations of the form

Mdx + Ndy = 0,

where M = M(x) or M = M(x, y ) and N = N(x) or N = (x, y ). This


method deals with the same first order differential equation, where M
and N are functions of products of x and y , i.e., M = M(xy ) and
N = (xy ). The general form is:

yM(xy )dx + xN(xy )dy = 0

and the method is use the transformation


z
z = xy and y = .
x
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

The xy Transformation

So that
dz dy z
=x + y and xdy = dz − dx,
dx dx x
this then will lead to a separable variable equation. For example Solve
each of the following equation
1) (y − xy 2 )dx − (x + x 2 y )dy = 0
dy 3y −2xy 2
2) dx = 3x 2 y −x
3) (x + x y + x y )dy + (xy 2 + y )dy = 0
2 3 2

Solution 1) writing the equation in the general form to get:


y (1 − xy )dx − x(1 + xy )dy = 0, notice that we can approach the
problem in two ways

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

The xy Transformation

One way
leave the equation as is and let z = xy and y = xz so that
dz dy
dx = x dx + y and xdy = dz − xz dx, now the equation in the general
form become:
z z
(1 − z)dx − x(1 + z)(dz − dx) = 0
x x
∴ (z − z 2 )dx − x(1 + z)dz + (z + z 2 )dx = 0
∴ (z − z 2 + z + z 2 )dx = x(1 + z)dz
2 1+z
∴ dx = dz
Z x Z z
2 1+z
∴ dx = dz
x z
∴ 2 ln x = ln z + z + C
= ln xy + xy + C
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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

The xy Transformation

Another way
y (1−xy )
Make dy
dx the subject of the formula, i.e.
dy
dx = x(1+xy ) and let
z = xy and y = xz so that

dz dy
= y +x
dx dx
 
y (1 − xy )
= y +x
x(1 + xy )
 
1−z
= y 1+
1+z
 
z 1 + z + 1 − z)
=
x 1+z

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First Order Differential Equation
Learning outcomes Introduction First order ODEs Solution of first order ODEs

The xy Transformation

2z
=
x(1 + z)
2 1+z
∴ dx = dz which is the same as above.
x z
Now you try 2) and 3).

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First Order Differential Equation

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