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Differential Equations of Order 1: 1 Theoretical Results

1) The document discusses various types of first order differential equations including: - Equations with separable variables - Homogeneous equations - Linear equations - Bernoulli's equation - Riccati's equations - Exact differential equations 2) It provides methods for solving each type of equation which often involve substitutions to transform the equation into one that is separable, linear, or an exact differential equation. 3) Examples are given for each type of equation and solutions are provided for a series of exercises involving first order differential equations.

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0% found this document useful (0 votes)
118 views14 pages

Differential Equations of Order 1: 1 Theoretical Results

1) The document discusses various types of first order differential equations including: - Equations with separable variables - Homogeneous equations - Linear equations - Bernoulli's equation - Riccati's equations - Exact differential equations 2) It provides methods for solving each type of equation which often involve substitutions to transform the equation into one that is separable, linear, or an exact differential equation. 3) Examples are given for each type of equation and solutions are provided for a series of exercises involving first order differential equations.

Uploaded by

Varga Adrian
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Differential equations of order 1

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

(1.3) y 0 + f (x)y = g(x)

where f, g ∈ C(I), I ⊆ R is an interval is called a linear differential


equation of order one.
Rx
Let F (x) = x0 f (t)dt, x0 ∈ I, be an antiderivative of f . Multiplying
the equation (1.3) by eF (x) we get

y 0 eF (x) + f (x)eF (x) y = g(x)eF (x)

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

The function eF is called the integrating factor of the above equation.

4. Bernoulli’s equation
A differential equation of the form

y 0 + f (x)y = g(x)y α , α ∈ R \ {0, 1}

where f, g ∈ C(I), I ⊆ R interval, is called Bernoulli’s equation. For


α > 0 the equation admits the solution y(x) = 0, x ∈ I. On an interval
I1 ⊆ I where y(x) 6= 0, x ∈ I1 the substitution z(x) = y 1−α (x), x ∈ I
leads to
z 0 + (1 − α)f (x)z = (1 − α)g(x)
which is a linear equation.

5. Riccati’s equations

A differential equation of the form

y 0 = f (x)y 2 + g(x)y + h(x)

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

z 0 + (2f (x)y0 (x) + g(x))z + f (x) = 0.

6. Exact differential equations. Integrant factor


Let D ⊆ R be a rectangle D = (a, b) × (c, d), a < b, c < d and
P, Q ∈ C 1 (D). A differential equation of the form

(1.4) P (x, y)dx + Q(x, y)dy = 0


∂Q
where ∂P∂y (x, y) = ∂x (x, y) for all (x, y) ∈ D is called an exact differ-
ential equation. Under the previous conditions there exists a function
F ∈ C 1 (D) given by the relation
Z x Z y
F (x, y) = P (t, y)dt + Q(x0 , t)dt, (x0 , y0 ) ∈ D,
x0 y0

such that

dF (x, y) = P (x, y)dx + Q(x, y)dy, (x, y) ∈ D.

Since the exact differential equation is equivalent to dF (x, y) = 0 the


solutions are implicitly defined by

F (x, y) = C, C ∈ R.

The function F is called an antiderivative (primitive) of the differential


form P dx + Qdy.
If an equation of the form (1.4) is not an exact equation then a function
µ ∈ C 1 (D) with the property that the equation

(1.5) µ(x, y)P (x, y)dx + µ(x, y)Q(x, y)dy = 0

is an exact differential equation is called integrant factor.

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

depends only on x. then there exists µ = µ(x). If the equation


 
0 ∂P ∂Q
−P µ (y) = − µ(y)
∂y ∂x

depends only on y, then there exists µ = µ(y).

7. Clairaut’s differential equation


A differential equation of the form

y = xy 0 + g(y 0 )

where g ∈ C 1 (I), I ⊆ R interval, is called Clairaut’s equation. We


make the substitution y 0 = p to obtain the equation y = xp + g(p). By
differentiating we get

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.

8. Lagrange’s differential equation


A differential equation of the form

y = xf (y 0 ) + g(y 0 )

where f, g ∈ C 1 (I), I ⊆ R interval, with f (u) 6= u, u ∈ I , is called


Lagrange’s equation. The same substitution y 0 = p leads us to y =
xf (p) + g(p) hence, by differentiating we get

p = f (p) + xf 0 (p)p0 + g 0 (p)p0 .

4
We obtain the equation

(p − f (p) = (xf 0 (p) + g 0 (p))p0 ,

which is equivalent with the linear 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

x = h(p, C), y = h(p, C)f (p) + g(p), C ∈ R.

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;

d) 2x3 y 0 = y(3x2 y + y 2 ), x > 0;

e) x2 y 0 = y 2 − 2xy + 2x2 ;

f ) (3x − 7y − 3)dy + (7x − 3y − 7)dx = 0;


4x+6y+1
g) y 0 = 2x+3y+6 ;

h) y 0 + 2y = e−x ;

i) y 0 + y cos x = sin x cos 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;

o) (2x + 3x2 y)dx + (x3 − 3y 2 )dy = 0;

p) 2xydx + (x2 − y 2 )dy = 0;


 √   √ 
1 x x 1
q) 3 xy − x2 y
dx + √
y − xy 2
dy = 0.

Ex. 2 Integrate the following differential equation looking for an integrant


factor

a) (x2 + y)dx − xdy = 0;

b) (x − xy)dx + (y + x2 )dy = 0, µ = µ(x2 + y 2 );

c) (y + xy 2 )dx − xdy = 0;

d) (y + x3 y 2 )dx + (x + x2 y 3 )dy = 0, µ = µ(xy).

Ex. 3 Integrate the following differential equation:

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

b) Let x + y + 1 = z, z = z(x). Then y = z − x − 1 and y 0 = z 0 − 1 hence


the equation becomes z 0 = 1 + z 2 , that is 1+z
dz
2 = dx. Integrating the
previous relation it follows
Z Z
dz
= dx
1 + z2
or
arctan z = x + C
so z = tan(x + C), hence the solution is

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

h) We obtain first an antiderivative of f (x), i.e., F (x) = 2dx = e2x , x ∈


R

R. By multiplication with e2x the equation becomes

y 0 e2x + 2e2x y = ex

or (ye2x )0 = ex , hence by integration we obtain

y(x) = e−2x (ex + C), C ∈ R.

i) We obtain first an antiderivative of f (x),


Z
F (x) = cos xdx = sin x.

By multiplication with esin x the equation becomes

y 0 esin x + cos xesin x y = (sin x · cos x)esin x

or (yesin x )0 = (sin x · cos x)esin x , hence by integration we obtain

y(x) = sin x − 1 + Ce− sin x , C ∈ R.

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

z = Cx3 − 3x2 or y 3 = 3Cx3 − 3x2 , C ∈ R.

k) Dividing by y 2 we get y −2 y 0 + y −1 tan x = 1. Using the substitution


z = y −1 we get z 0 = −y −2 y 0 and by replacing in the initial equation
we obtain the linear equation z 0 − z tan x = −1 hence by integration we
cos x
get the general solution y(x) = C−sin x , C ∈ R. The equation admits
also the particular solution y(x) = 0.

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

z 0 (1 + x3 ) + 3x2 z = −1 or (z(1 + x3 ))0 = −1.


−x+C
So z(1 + x3 ) = −x + C hence z = 1+x3
. Finally

1 + x2 Cx2 + 1
y = x2 + = , C ∈ R.
−x + C C −x

m) Replacing y0 (x) = xa in the initial equation we obtain a = 1, therefore


the particular solution is y0 (x) = x1 . We use the substitution y = x1 + z1
we obtain the general solution
1 1
y= + , C ∈ R.
x x+C

n) Replacing y0 (x) = axn in the initial equation we obtain n = 3 and


a = −1, therefore the particular solution is y0 (x) = −x3 . We use the
substitution y = −x3 + z1 we obtain the general solution

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

therefore the solution of the equation is x2 + x3 y − y 3 = C, C ∈ R.


∂P
p) For P (x, y) = 2xy and Q(x, y) = x2 − y 2 it is easy to see that ∂y =
2x = ∂Q
∂x , hence we have an exact differential equation. For x0 = 0
and y0 = 0 we get
x y
y3
Z Z
F (x, y) = (2ty)dt + (−t2 )dt = x2 y − ,
0 0 3

therefore the solution of the equation is 3x2 y − y 3 = C, C ∈ R.

q) This is an exact differential equation. The solution of the equation is


√ 1
2x xy + xy = C, C ∈ R.

Solutie Ex. 2 a) Let µ(x) be an integrant factor of the equation. Then


multiplying by µ(x) we get (x2 + y)µ(x)dx − xµ(x)dy = 0 and
∂ ∂
(x2 + y)µ(x) = − (xµ(x)) or µ(x) = −xµ0 (x) − µ(x).

∂y ∂x
The equation can be rewritten in the form

µ0 (x) 2
=− ,
µ(x) x

with the solution ln |µ(x)| = −2 ln |x| + ln |c| or µ(x) = xc2 . Choosing


µ(x) = x12 we get the exact differential equation (1 + xy2 )dx − x1 dy = 0.
For x0 = 1, y0 = 0 we obtain
Z x Z y
y y
F (x, y) = 1 + 2 dt − dt = x − − 1
1 t 0 x

and the solution of the equation is x − xy = C, or y = x2 − Cx, C ∈ R.

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

µ0 (t) · 2y(x − xy) − xµ(t) = 2xµ(t) + (y + x2 )µ0 (t)2x,

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 )

and the solution of the equation is √ y−1 = C, C ∈ R.


2 (x +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.

Solutie Ex. 3 a) For thepClairaut’s differential equation we denote y 0 =


p, so we get y = xp + 1 + p2 . Differentiating we obtain

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 ,

or x = − √ p which gives the singular solution


1+p2

p 1
x = −p , y=p , p ∈ R or x2 + y 2 = 1.
1 + p2 1+p2

b) For the Clairaut’s differential equation we use the substitution y 0 = p.


The general solution is y = Cx − ln C. The singural solution is given
by the parametric equations x = p1 ; y = 1 − ln p or equivalently by
y = 1 + ln x.

c) The general solution of Clairaut’s differential equation is y = xC −C 4 ,


C ∈ R. The particular solution is 27x4 − 256y 3 = 0.

d) Let y 0 = p then y = x(1 + p) + p2 and we differentiate to obtain


p = 1 + p + xp0 + 2pp0 , hence

dx
0 = 1 + p0 (x + 2p), = −x − 2p
dp

which is a linear equation with the unknown x = x(p).


We write this equation in the form x0 + x = −2p and we multiply this
equation by ep to obtain ep x0 + ep x = −2pep , that is (ep x)0 = −2pep .
Equivalently we get
Z
−p
x = −2e pep dp = −2e−p (pep − ep + C) = −2p + 2 − 2Ce−p .

Replacing x in the initial equation we get

y = (1 + p)(−2p + 2 − 2Ce−p ) + p2 .

So, the parametric equations are

x(p) = −2p+2−2Ce−p , y(p) = (1+p)(−2p+2−2Ce−p )+p2 , C ∈ R.

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

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