Differential Equations of Order 1: 1 Theoretical Results
Differential Equations of Order 1: 1 Theoretical Results
March 8, 2019
1 Theoretical results
1. Differential equations with separable variables
A differential equation of the form
(1.1) y 0 = f (x)g(y)
where f ∈ C(I), g ∈ C(J), I, J ⊆ R are intervals, is called equation
with separable variables. For y ∈ J1 ⊆ J, J1 interval with g(y) 6= 0,
the equation (1.1) is equivalent to
dy
= f (x)dx
g(y)
R dy R
and the solution follows by integration: g(y) = f (x)dx.
2. Homogeneous equations
A differential equation of the form
y
(1.2) y0 = f ( )
x
where f ∈ C(I), I ⊆ R is an interval such that 0 ∈
/ I and f (u) 6= u for
any u ∈ I, is called homogenous equation.
Let z : I → R be the function defined by z(x) = y(x)
x , x ∈ I. Then
y = xz and y 0 = xz 0 + z hence the equation becomes xz 0 = f (z) − z,
i.e.,
dz dx
=
f (z) − z x
which is an equation with separable variables.
1
3. Linear equations
A differential equation of the form
or
(y · eF (x) )0 = g(x)eF (x)
and by integration with respect to x it follows
Z x
y(x) = e−F (x) g(t)eF (t) dt + C , C ∈ R.
x0
4. Bernoulli’s equation
A differential equation of the form
5. Riccati’s equations
2
where f, g, h ∈ C(I), I ⊆ R interval, is called Riccati’s equation. Gen-
erally Riccati’s equations cannot be effectively integrated. But if y0 is
a particular solution of it, then the substitution y = y0 + z1 leads to
the linear differential equation
such that
F (x, y) = C, C ∈ R.
3
In practice, usually we are looking for integrant factors of the form
µ = µ(x) or µ = µ(y). If the equation
0 ∂P ∂Q
Qµ (x) = − µ(x)
∂y ∂x
y = xy 0 + g(y 0 )
p = p + xp0 + g 0 (p)p0
hence (x+g 0 (p))p0 = 0. We obtain for x+g 0 (p) = 0 the singular solution
given by the parametric equations x = −g 0 (p), y = −pg 0 (p) + g(p).
From p0 = 0 we obtain p = C and the general solution is
y = Cx + g(C), C ∈ R.
y = xf (y 0 ) + g(y 0 )
4
We obtain the equation
dx f 0 (p) g 0 (p)
− x=
dp p − f (p) p − f (p)
with the unknown x = x(p), which has a general solution x = h(p, C).
We obtain the parametric solutions of the Lagrange’s equation
2 Exercices
Ex. 1 Integrate the following differential equations of order one:
a) xy(1 + x2 )y 0 = 1 + y 2 ;
b) y 0 = (x + y + 1)2 ;
p
c) 1 + y 2 dx = xydy;
e) x2 y 0 = y 2 − 2xy + 2x2 ;
h) y 0 + 2y = e−x ;
j) xy 2 y 0 = x2 + y 3 ;
k) y 0 + y tan x = y 2 ;
l) (1 + x3 )y 0 − y 2 − x2 y − 2x = 0, if y0 (x) = axn , a ∈ R;
5
m) x2 (y 0 + y 2 ) − 2(xy − 1) = 0, if y0 (x) = xa , a ∈ R;
x4 3x2
n) y 0 + 2x
x5 −1
y2 − x5 −1
y − x5 −1
= 0, if y0 (x) = axn , a ∈ R;
c) (y + xy 2 )dx − xdy = 0;
a) y = xy 0 +
p
1 + (y 0 )2 ;
b) y = xy 0 − ln y;
c) y = xy 0 − y 04 ;
d) y = x(1 + y 0 ) + y 02 ;
e) y = 2xy 0 + sin y 0 ;
f ) y = 2xy 0 + 1 + y.
6
3 Solutions
dy ydy dx
Solutie Ex. 1 a) We have xy(1 + x2 ) dx = 1 + y 2 , hence 1+y 2
= x(1+x2 )
.
We integrate to obtain
Z Z
ydy dx
2
=
1+y x(1 + x2 )
. Equivalently
Z Z
ydy 1 x
= − dx,
1 + y2 x 1 + x2
hence
1 1
ln(y 2 + 1) = ln |x| − ln(1 + x2 ) + C.
2 2
It follows that ln(y 2 + 1) = ln x2 − ln(1 + x2 ) + 2C. For 2C = ln k, k > 0
we obtain the solution
kx2
y2 + 1 = .
1 + x2
y(x) = tan(x + C) − x − 1.
c) We have dx
x =
√ydy . Integrating we obtain the general solution
1+y 2
p
2
y + 1 − ln |x| = C.
7
2 3
d) We have y 0 = 3x 2xy+y
3 , that is y 0 = 23 xy + 12 ( xy )3 . The substitution
y 0 3 1 3 0 1 1 3
x = z, z = z(x) leads to xz + z = 2 z + 2 z , or xz = 2 z + 2 z . The
2dz dx
new equation becomes z(1+z 2 ) = x and by integration we get
Z Z
1 z dx
2 − dz =
z 1 + z2 x
hence
ln z 2 − ln(1 + z 2 ) = ln |x| + ln |C|, C 6= 0.
q
z2 Cx Cx3
Therefor 1+z 2
= Cx or z 2 = 1−Cx . Finally y = ± 1−Cx , C ∈ R.
2
e) We have y 0 = xy − 2 xy + 2. The substitution xy = z(x) leads to
xz 0 q
= z 2 − 3z + 22. Consequently, the solution of the equations is
Cx3
y = 1−Cx , C ∈ R.
−7 3
f ) We have 6= 0 and the simultaneous equations
3 −7
(
−7x + 3y + 7 = 0
has the solution (1, 0). By the substitution x =
3x − 7y − 3 = 0
t + 1 and y = u we get
−7t + 3u
u0 = ,
3t − 7u
u
which is an homogeneous equation. Now the substitution z(t) = t
transforms the above equation into
−7 + 3z
z0t + z = ,
3 − 7z
or equivalently, by separating the variables in
(3 − 7z)dz dt
= .
7(z − 1)(z + 1) t
Integrating both terms of the equation we obtain
2ln|u − 1| + 5ln|u + 1| = −7ln|t| + ln |C|, C 6= 0,
which gives
(y − x + 1)2 (y + x − 1)5 = C.
8
4 6
g) We have = 0, and the simultaneous equations
2 3
(
4x + 6y + 1 = 0
consists of 2 parallel lines.
2x + 3y + 6 = 0
By the substitution z = 2x + 3y we get
8z + 15
z0 = ,
z+6
which is an equation with separable variables with the solution
1 33
z+ ln |8z + 15| = x + C
8 64
which in terms of x and y becomes
1 33
(2x + 3y) + ln |16x + 24y + 15| = x + C.
8 64
y 0 e2x + 2e2x y = ex
9
j) We divide by y 2 to obtain the general form of the Bernoulli’s equation
and we use the substitution z = y 3 . Then z 0 = 3y 2 y 0 and by replacing
in the initial equation we get the linear equation x3 z 0 = x2 + z, or
equivalently by multiplying with x3 z 0 − x3 z = 3x. Now, multiplying by
x−3 we have (x−3 z)0 = 3x−2 , hence
l) Replacing y0 (x) = axn in the initial equation we get −a2 x2n + (na −
a)xn+2 + naxn−1 − 2x = 0, ∀x ∈ R. Consequently n = 2 and a = 1,
therefore the particular solution is y0 (x) = x2 . We use the substitution
y = x2 + z1 which leads to
1 + x2 Cx2 + 1
y = x2 + = , C ∈ R.
−x + C C −x
Cx3 − 1
y= , C ∈ R.
x2 − C
10
o) For P (x, y) = 2x + 3x2 y and Q(x, y) = x3 − 3y 2 it is easy to see that
∂P 2 ∂Q
∂y = 3x = ∂x , hence we have an exact differential equation. For
x0 = 0 and y0 = 0 we get
Z x Z y
2
F (x, y) = (2t + 3t y)dt + (−3t2 )dt = x2 + x3 y − y 3 ,
0 0
µ0 (x) 2
=− ,
µ(x) x
11
b) Let µ(t) , where t = x2 +y 2 be an integrant factor of the equation. Then
multiplying by µ we get (x−xy)µ(x2 +y 2 )dx+(y+x2 )µ(x2 +y 2 )dy = 0,
which is an exact differential equation, therefore
or equivalently
−2tµ0 (t) = 3µ(t).
3
1
By integration we obtain µ(t) = t 2 or µ(x2 + y 2 ) = 3 . Hence
(x2 +y 2 ) 2
we obtain the exact differential equation
x − xy y + x2
3 dx + 3 dy = 0.
(x2 + y 2 ) 2 (x2 + y 2 ) 2
For x0 = 1 and y0 = 1 we obtain
!
x y
t(1 − y) y−1
Z Z
1
F (x, y) = 3 dt − dt = p
0 (t2 + y2) 2 1 t2 (x2 + y 2 )
1
c) The integrating factor is µ = y2
. The solution of the equation is
y = √ 2x 2 , C ∈ R.
(C−x )
1
d) The integrating factor is µ = x2 y 2
. The solution of the equation is
x2 +y 2 1
y= 2 − xy = C, C ∈ R.
2pp0
p = p + xp0 + p
2 1 + p2
hence
p
0 = p0 (x + p ).
1 + p2
12
Either p0 = 0 which for p = C leads to the general solution
p
y = xC + 1 + C 2 ,
p 1
x = −p , y=p , p ∈ R or x2 + y 2 = 1.
1 + p2 1+p2
dx
0 = 1 + p0 (x + 2p), = −x − 2p
dp
y = (1 + p)(−2p + 2 − 2Ce−p ) + p2 .
13
e) For the Lagrange’s differential equation we use the substitution y 0 = p,
we differentiate and we get p = 2p + 2xp0 + p0 cos p. The solution is
given by x(p) = C−p sinp2p−cos p ; y(p) = 2C−p sinpp−2 cos p .
(
C
x(p) = p2
− 12
f ) The general solution of Lagrange’s differential equation is 2C
y(p) = p +1
C ∈ R. The singular solution is y = 1.
14