Differential Equations (MATH313)

EQUATIONS OF ORDER ONE

In this chapter we study several elementary methods for solving first-order differential equations. We begin
studying an equation of the form
Mx, y dx + Nx, y dy = 0

(2.1)

where M and N are both functions of x and y.

2.1 Separation of Variables
Some equations of the form of 2.1 are so simple that they can be put into the form
Ax dx + By dy = 0

(2.2)

that is, the variables can be separated. Then a solution can be written at once.
Example 2.1 Solve the equation

Answer:

dy
2y
=
dx
x
y = cx 

Example 2.2. Obtain the general solution

1 xy  = y 
Answer:

y ln c|1 x| = 1

Example 2.3. Solve the equation



xy  dx + e dy = 0
Answer:

Equations of Order One

e + y  = c

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Differential Equations (MATH313)

Example 2.4. Solve the equation
dr = b cos dr + r sin d
Answer:

r = c1 b cos 

Example 2.5. Obtain the particular solution satisfying the initial condition indicated.
2a r   dr = r  sin d
when = 0 and r = a.
Answer:

r  lnr/a = r  cos a

Drill Problems 2.1

For each of the succeeding problems, obtain the general solution:
x
y =
y


1.

x
y1 + x  

2.

y =

3.

y  + y  sin x = 0

4.

3x  1
y =
3 + 2y

5.

xy  = 1 y  &/

6.

dy
x e
=
dx
y + e'

7.

dy
x
=
dx
1 + y

8.

xy + xdx = x  y  + x  + y  + 1dy

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Differential Equations (MATH313)

9.

1 + ln x dx + 1 + ln y dy = 0

10.

x cos y dx + tan y dy = 0

For the succeeding equations, find the solutions of the given initial value problem.
11.

y  = 1 2xy  , y0 = 1/6

*+

12.

13.
14.
15.

*,

y =


+
,

, r1 = 2

  -.
'/

, y 0 = 1

sin 2x dx + cos 3y dy = 0,y/2 = /3

y =

1 2 &3
4'5

, y0 =

&

2.2 Equations with Homogenous Coefficients

The polynomials
x  3xy + 4y 

(2.3)

x  + y 

(2.4)

x 4 y + 7y /

(2.5)

are said to be homogenous polynomials. They are called as such because each term posses the same
degree (power) when all of the powers of each variable are summed.
Example 2.6. The polynomial

x  3xy + 4y 

(2.3)

is homogenous. By inspection, all the terms have a total degree of 2.

First term power : x
2; y
0; total
2
Second term power: x
1; y
1; total
2
Third term power: x
0; y
2; total
2
Thus the above polynomial is homogenous of degree 2.
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Differential Equations (MATH313)

The homogeneity of a function is formally defined as follows
Definition 2.2. The function f(x,y) is said to be homogenous of degree k in x and y if, and only if,
fx, y = ; fx, y
Example 2.7. To prove the homogeneity of the polynomial
x  3xy + 4y 

(2.3)

using definition 2.2, we let

fx, y = x  3xy + 4y 
Then we replace x with x and y with y. Thus
fx, y = x 3xy + 4y
fx, y =  x  3 xy + 4 y 
fx, y =  x  3xy + 4y  
fx, y =  1fx, y3
Since the above polynomial complies with definition 2.2, it follows that it is homogenous whose degree is k
=2, as was demonstrated in example 2.6.
Note that k is permitted to be any number. Thus the function
<x + 4y

(2.6)

is of degree 1/2.
Drill Problems 2.2a
Determine which of the following is homogenous or not and if it is homogenous, determine its degree. Use
definition 2.2 for the proof.
1.
4x  3xy + y 
2.
x  xy + y 
3.
2y + <x  + y 
3y
4.
tan
x
2y


x + y  exp > ? + 4xy
5.
x
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Differential Equations (MATH313)

y
x
x sin y sin
x
y

x + 3xy
x 2y
x/
x  + 2y 
x ln x y ln y
x  + y  &/
x  y  &/

6.
7.
8.
9.
10.

For homogenous functions, the following theorems hold:

Theorem 2.2.1 If M(x, y) and N(x, y) are both homogenous and of the same degree, the function
Mx, y
Nx, y
is homogenous of degree zero.
Theorem 2.2.2 If f(x, y) is homogenous of degree zero in x and y, then f(x, y) is a function of y/x alone.
Suppose that a given differential equation is of the form
Mx, y dx + Nx, y dy = 0

(2.1)

where M(x, y) and N(x, y) are both homogenous functions and are of the same degree in x and y. By
theorem 2.2.1, the ratio M/N is homogenous and of degree zero. If we let the ratio M/N = f(x,y), by theorem
2.2.2, the ratio M/N = f(x, y) is a function of y/x alone.. Thus equation 2.1 can be put into form
dy
y
+ g A B = 0
dx
x

(2.7)

By putting y = vx into equation 2.7, it becomes of the form

x

dv
+ v + gv = 0
dx

(2.8)

This equation 2.8 is now variable separable and can be solved by the methods presented in Article 2.1. By
reverting back to the original variables, we can then obtain the solution for equation 2.1.

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Differential Equations (MATH313)

Example 2.8 Solve the equation

Answer

Example 2.9 Solve the equation

Answer

x  xy + y   dx xy dy = 0
y
y x exp A B = c
x
xy dx + x  + y   dy = 0
y  2x  + y   = c

Example 2.10 Find the particular solution of the equation

y  + 7xy + 16x   dx + x  dy = 0
when x = 1 and y = 1.
Answer

5y + 4x ln x = x y

Drill Problems 2.2b

In the problems 1 thru 10, verify if the coefficients of the differentials are homogenous, identify the degree
of the coefficients, then obtain a family of solutions.
1.

33x  + y   dx 2xy dy = 0

2.

x 2y dx + 2x + y dy = 0

3.

22x  + y   dx xy dy = 0

4.

xy dx x  + 3y   dy = 0

5.

x  y  = 4x  + 7xy + 2y 

6.

3xy dx + x  + y   dy = 0

7.

x y ln y + y ln x dx + xln y ln x dy = 0

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Differential Equations (MATH313)

8.

y  dy = xx dy y dxe/'

9.

y dx = Ax + <y  x  B dy

10.

y
x dx + Esin A BF y dx x dy = 0
x

For problems 11 thru 15, verify if the coefficients of the differentials are homogenous, identify the degree of
the coefficients, then obtain a particular solution for the given conditions.
11.

x y dx + 3x + y dy = 0, x = 3, y = -2

12.

1y <x  + y  3 dx x dy = 0, x = 0, y = 1

13.

1y + <x  + y  3 dx x dy = 0, x = 3, y = 1

14.

Ex cos  A B yF dx + x dy = 0, x = 1, y = /4


15.

y  dx + x  + 3xy + 4y   dy = 0, x = 2, y = /4

Equations of Order One

'

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Differential Equations (MATH313)

2.3 Exact Equations
In Article 2.1, we presented that when an equation can be put into the form
Ax dx + By dy = 0

(2.2)

a set of solutions can be determined by integration.

In this section, we extend that idea to some equations of the form
Mx, y dx + Nx, y dy = 0

(2.1)

in which separation of variables may not be possible. Suppose that a function F(x,y) can be found that has
for its differential the expression M dx + N dy that is
dF = M dx + N dy

(2.9)

Fx, y = c

(2.10)

Then certainly,

defines implicitly a set of solutions for 2.1. Differentiating 2.10, we obtain

dF = 0

(2.11)

M dx + N dy = 0

(2.11)

and equating this to 2.9, we have

which conforms with the form of 2.1 (the form of 2.11 is the simplified form of 2.1). At this point, two things
are then needed:

To find out under what conditions on M and N a function F exists such that its total differential is
exactly M dx + N dy;
If the above conditions are satisfied, how the function F will be determined.

The condition pointed by the first thing mentioned above is stipulated in the following theorem:

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Differential Equations (MATH313)

Theorem 2.3.1 If M, N,

HI

condition that

H'

and

HJ
H

are continuous functions of x and y, then a necessary and sufficient

M dx + N dy = 0

(2.11)

be exactly a differential of a function F, or, in other words, 2.11 be an exact equation, is that
M
N
=
y
x

(2.12)

If an equation is exact, the following method can be used to solve the equation:

Since its solution will be F = c, the partial derivative of F with respect to x is the one multiplied to
dx, and the partial derivative of F with respect to y is the one multiplied to dy, that is
(2.13)

F
= N
y

(2.14)

Integrate 2.13 with respect to x, holding y to be constant. Thus a function, say , in terms of x and
y will result. The arbitrary constant that will arise from this integration is any function of y, say T(y).
Thus,
F=L

F
= M
x

F
M
= x, y + Ty
x 'NOPQRSTQS

Differentiate 2.15 with respect to y.

dF
Wx, yX
=
+ Ty
dy
y

(2.15)

(2.16)

Since the equation is exact, 2.16 should be equal to 2.14. Equate the two then solve for the
unknown function in terms of y. Then, substitute this to 2.15 and a family of solutions will have the
form
Fx, y = c

Equations of Order One

(2.10)

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Differential Equations (MATH313)

Example 2.11 Solve the equation
3xxy 2 dx + x  + 2y dy = 0
Answer:
x  y 3x  + y  = c
Example 2.12 Solve the equation
2x  xy  2y + 3 dx x  y + 2x dy = 0
Answer:
x  y  + 4xy x 4 6x = c
Example 2.13 Solve the equation
y  2xy + 6xdx x  2xy + 2dy = 0
for x = 0, y = 1.
Answer:
xy  x  y + 3x  2y = 2
Drill Problems 2.3
In the problems 1-10, test each for exactness and obtain a general solution
1.

x + y dx + x y dy = 0

2.

6x + y   dx + y2x 3y dy = 0

3.

2xy 3x   dx + x  + y dy = 0

4.

x 2y dx + 2y x dy = 0

5.

2x 3y dx + 2y 3x dy = 0

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Differential Equations (MATH313)

6.

v2uv  3 du + 3u v  3u 4v dv = 0

7.

cos 2y 3x  y   dx + cos 2y 2x sin 2y 2x  y dy = 0

8.

1 + y  + xy   dx + x  y + y + 2xy dy = 0

9.

w  + wz  z dw + z  + w  z w dz = 0

10.

2xy tan y dx + x  x sec  y dy = 0

2.4 Non-exact Equations; Integrating Factors

The equation of the form
Mx, y dx + Nx, y dy = 0

(2.1)

is non-exact if it fails the test of exactness of Theorem 2.3.1. However, a suitable factor, called the
integrating factor, can be multiplied to the expression of 2.1 to make it exact. Let that factor be (x,y).
Multiplying 2.1 with the integrating factor,
x, y Mx, y dx + x, y Nx, y dy = 0

(2.16)

To ensure that 2.16 is exact, and that (x,y) is indeed an integrating factor, we require that 2.16 pass the
test of exactness of Theorem 2.3.1, that is
M
N
=
y
x

(2.17)

To find an appropriate integrating factor for 2.1, we can solve 2.17 for . Thus,

N
+
= N +
y
y
x
x

(2.18)

M N
N + >
? = 0
y
x
y
x

(2.19)

M
M

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Differential Equations (MATH313)

The partial differential equation of 2.19 may have more than one solution; therefore for a given equation of
2.1, a number of possible integrating factors may exist.
Unfortunately, the equation of 2.19 which determines the integrating factor is at least as difficult to solve as
the original equation. While in principle, the introduction of an integrating factor generalizes the solution of
differential equations, in practice, they can be only found in special cases.
One such special case is when the form of the original equation gives a suggestion as to what the
integrating factor should be. Thus, the integrating factor can be found by inspection. Table 2.4.1 gives a
suggestion as to what possible integrating factors are applicable for a given group of terms.

Table 2.4.1 Possible Integrating Factors

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Differential Equations (MATH313)

Example 2.14
Obtain the general solution
y =

3x  y
x  + 2y 4

Answer
2
x  y & y  = c
3
Example 2.15
Obtain the general solution

x  + y + y   dx x dy = 0

Answer
y
x tan& A B = c
x
Example 2.16
Solve the equation

yx  y dx xx  + y dy = 0

Answer
x  + 2y = cxy 
Another special case in which an integrating factor can be readily found is by going back to equation 2.19
M

M N
N + >
? = 0
y
x
y
x

(2.19)

In this equation, if is a function of x or y alone, we can determine conditions that would allow us to find an
integrating factor systematically. For example, if is a function of x alone, 2.19 becomes
M N

? = N
y
x
x

(2.20a)

1 M N
= >
? x

N y
x

(2.20b)

>

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Differential Equations (MATH313)

Since is a function of x alone, it should follow that the right hand side of 2.20b is a function of x alone.
Thus, we let
gx =

1 M N
>
?
N y
x

(2.21)

Therefore

= gx x

(2.22a)

Integrating 2.22a to solve for ,

L

= L gx dx

ln = L gxdx

= exp >L gx dx?

(2.22b)

(2.22c)

(2.23)

Thus a necessary condition for to be a function of x alone is that

1 M N
>
?
N y
x
is a function of x alone. If that is satisfied, the integrating factor is found by the integral of 2.23.
In a similar fashion, we find that if
1 M N
>
?
M y
x
is a function of y alone, we can find the integrating factor by
= exp >L hy dy?

Equations of Order One

(2.24)

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Differential Equations (MATH313)

where
hy =
Example 2.17
Solve the equation

Answer

Example 2.18
Solve the equation

Answer

1 M N
>
?
M y
x

(2.25)

3xy + y   dx + x  + xy dy = 0
1
x y + x y = c
2

3x  y + 2xy + y  dx + x  + y   dy = 0

3x  y + y  e = c

Drill Problems 2.4

Obtain the general solution
1.

y2xy + 1 dx x dy = 0

2.

yy  x dx + xy  + x dy = 0

3.

x  y  + 1 dx + x 4 y  dy = 0

4.

2t ds + s2 + s t dt = 0

5.

yx 4 y   dx + xx 4 + y   dy = 0

6.

x  + y  + 1 dx + xx 2y dy = 0

7.

2yx  y + x dx + x  2y dy = 0

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Differential Equations (MATH313)

8.

y4x + y dx 2x  2y dy = 0

9.

xy + 1 dx + xx + 4y 2 dy = 0

10.

yy + 2x 2 dx 2x + y dy = 0

2.5 The Linear Equation of Order One

In article 2.4, two methods of solving a non-exact equation were illustrated. Another special case worth
mentioning here is that if the equation
Mx, y dx + Nx, y dy = 0

(2.1)

dy
+ Pxy = Qx
dx

(2.26)

can be put into the form

a general method of solution can be developed. Equation 2.26 is the form of a differential equation of order
one that is linear in y. Now, 2.26 is non-exact, and an integrating factor (x) can be found such that, when
multiplied to 2.26, makes it an exact equation. That integrating factor can be determined using the integral
x = exp >L P dx?

(2.27)

If such integrating factor is found, the general solution of the order one linear equation of 2.26 is
y = & L Q dx + c&
Example 2.19
Solve the equation

(2.28)

2y 4x   dx + x dy = 0

Answer:
x  y = 2x 4 + c
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Differential Equations (MATH313)

Example 2.20
Solve the equation

Answer:

Example 2.21
Solve the equation

Answer

y dx + 3x xy + 2 dy = 0
xy  = 2y  + 4y + 4 + ce'

y + 1 dx + 4x y dy = 0
20x = 4y 1 + cy + 14

Drill Problem 2.5

Obtain the solution as indicated
1.

y  = x 2y

2.

y  = x 4xy

3.

x / + 3y dx x dy = 0

4.

b  = csc x + y cot x

5.

b  = csc x y cot x

6.

u dx + 1 3u x du = 3u ec du

7.

y cos x dx + cos x dy = 0

8.

y x + xy cot x dx + x dy = 0

9.

22xy + 4y 3 dx + x + 2 dy = 0

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Differential Equations (MATH313)

10.

2xy + x  + x 4  dx 1 + x   dy = 0

11.

2x + 3y  = y + 2x + 3&/ when x = -1 and y = 0

12.

b  = x  2xy when x = 1 and y = 1

e

13.

14.

15.

di
+ Ri = E; L, R and E are constants, when t = 0, i = 0
dt

di
+ Ri = E sin t ; L, R and E are constants, when t = 0, i = 0
dt

y  = 22x y; the solution curve passes through the point 0, -1

2.6 Bernoullis Equation

If the equation can be translated into the form
dy
+ Pxy = Qxy Q
dx

(2.28)

a substitution can be made so that it conforms with the form of equation 2.26, and hence can be solved
using the methods developed in the preceding section. Such equations are called Bernoullis equation.
Take note that if n = 1, 2.28 is equal to 2.26, therefore the foregoing technique applies only to the case
when n 1.
We first multiply the equation by 1 ny Q
k

dy
+ Pxy = Qxy Q l W1 ny Q X
dx

1 ny Q

Equations of Order One

dy
+ 1 nPxy&Q = 1 nQx
dx

(2.29a)

(2.29b)

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Differential Equations (MATH313)

By putting z = y&Q , and hence dz = 1 ny Q , 2.29a becomes
dz
+ 1 nPxz = 1 nQx
dx

(2.29c)

Notice that 2.29c is now linear in z. The method presented for solving linear equations of order one in the
preceding section can now be applied.
Example 2.22
Solve the equation

Answer:

Example 2.23
Solve the equation

Answer:

y6y  x 1 dx + 2x dy = 0
x = y   6 + ce 

2x  y  = yy  + 3x  
x  = y  c x

2.7 Substitutions Suggested by the Differential Equation

In some differential equations, the equation itself suggests a method by which it can be solved.
Substitutions can be done when a certain group of terms is repeated in other terms of the equation.
Example 2.24
Solve the equation

Answer:

x + 2y 1 dx + 3x + 2y dy = 0
x + 3y + c = 3 ln|x + 2y + 2|

Substitutions can also be done when a term and its differential appears in the equation.
Example 2.25
Solve the equation
Answer:

Equations of Order One

1 + 3x sin y dx x  cos y dy = 0
4x sin y = cx 4 1
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Differential Equations (MATH313)

If the differential equation
Mx, y dx + Nx, y dy = 0

(2.1)

has its coefficients linear in two variables, that is

a& x + b& y + c&  dx + a x + b y + c  dy = 0

(2.30)

a substitution can be done depending on the conditions of the coefficients.

One special case of 2.30 is when c1 and c2 are both zero. Equation 2.30 then has homogenous coefficients
of degree one. We have already described a method of solution for such cases (see Section 2.2).
The equation will be linear in one of the variables if a1 and b1 or a2 and b2 are zero.
In connection with 2.30, we consider the lines
a& x + b& y + c& = 0
a x + b y + c = 0

(2.31)

Three cases are possible here: the lines may intersect (has a single unique solution), may be parallel
(inconsistent equations, has no solution), or actually lie on the same set of points (equivalent equations,
has infinitely many solutions). We tackle each of the cases here.
If the system of equation of 2.30 has a single solution, let that solution be (h,k). Then the translation
x =u+h
y= v+k

(2.32)

will change the equations 2.31 into equations of lines through the origin of the uv-coordinate system,
namely
a& u + b& v = 0
a u + b v = 0

(2.33)

Therefore, since dx = du and dy = dv, the change of variables of 2.32 will transform the differential equation
of 2.30 into
a& u + b& v du + a u + b v dv = 0

Equations of Order One

(2.34)

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Differential Equations (MATH313)

Example 2.26
Solve the equation

x + 2y 4 dx 2x + y 5 dy = 0

Answer:

x y 1 = cx + y 3

If the lines are parallel, then a1 = a2 and b1 = b2. Therefore, there is a recurring group of term in the
equation. Thus we can substitute a single variable to these recurring terms as we did before.
If the lines are equal, then there exists a constant k such that
a x + b y = ka& x + b& y

(2.35)

a& x + b& y + c&  dx + Wka& x + b& y + c X dy = 0

(2.36)

Thus, 2.30 can be written as

Again, a recurring group of terms arises. We can do a substitution similar to what we did before.
Example 2.27
Solve the equation

Answer

2x + 3y 1 dx 2x + 3y + 2 dy = 0
2x + 2y + c = 6 ln|2x + 3y 7|

Drill Problems 2.7

Solve each of the given equations accordingly
1.

3x 2y + 1 dx + 3x 2y + 3 dy = 0

2.

x + sin y sin y dx + 2x  cos y dy = 0

3.

dy
= 9x + 4y + 1
dx

4.

y  = y xy  e

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Differential Equations (MATH313)

5.

dy
= sinx + y
dx

6.

xy dx + x  3y dy = 0

7.

3 sin y 5x dx + 2x  cot y dy = 0

8.

y  = 1 + 6x expx y

9.

x 3y + 2 dx + 3x + 3y 4 dy = 0

10.

6x 3y + 2 dx 2x y 1 dy = 0

11.

9x 4y + 4 dx 2x y + 1 dy = 0

12.

2x 3y + 4 dx + 3x 1 dy = 0 when x = 3, y = 2

13.

x + y 4 dx 3x y 4 dy = 0 when x = 4, y = 1

14.

43x + y 2 dx 3x + y dy = 0 when x = 1, y = 0

15.

y  = 23x + y 1 when x = 0, y = 1

Equations of Order One

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