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Ordinary Differential Equations I Lecture (3) First Order Differential Equations

The document summarizes methods for solving first order differential equations with linear coefficients. It discusses: 1) Homogeneous equations where the coefficients are linearly related. These can be solved by substitution. 2) Non-homogeneous equations where the coefficient lines are parallel. These can be solved by introducing a new variable for the common slope and separating variables. 3) Non-homogeneous equations where the coefficient lines cross. These can be solved by translating the intersection point to the origin and solving the resulting homogeneous equation. An example of each type is worked out.

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0% found this document useful (0 votes)
117 views8 pages

Ordinary Differential Equations I Lecture (3) First Order Differential Equations

The document summarizes methods for solving first order differential equations with linear coefficients. It discusses: 1) Homogeneous equations where the coefficients are linearly related. These can be solved by substitution. 2) Non-homogeneous equations where the coefficient lines are parallel. These can be solved by introducing a new variable for the common slope and separating variables. 3) Non-homogeneous equations where the coefficient lines cross. These can be solved by translating the intersection point to the origin and solving the resulting homogeneous equation. An example of each type is worked out.

Uploaded by

Wisal muhammed
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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Ordinary Differential Equations I

Lecture (3)

First Order Differential equations


4. Homogeneous equations

A differential equation that can be written in the form

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0

Where

𝑀(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑀(𝑥, 𝑦) 𝑎𝑛𝑑 𝑁(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑁(𝑥, 𝑦)

is called a homogeneous differential equation of degree n.

The method of the solution is as follows:

Put 𝑦 = 𝑣𝑥 ⇒ 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 or 𝑥 = 𝑢𝑦 ⇒ 𝑑𝑥 = 𝑦𝑑𝑢 + 𝑢𝑑𝑦

where u and v are new dependent variables, will reduce a homogeneous equation to a separable
first-order differential equation.

Example (1): show that the differential equation (𝑥𝑦 + 𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0 is


homogenous equation and solve it.

Solution:

𝑀(𝑥, 𝑦) = 𝑥𝑦 + 𝑥 2 + 𝑦 2 ; 𝑀(𝜆𝑥, 𝜆𝑦) = 𝜆2 𝑥𝑦 + 𝜆2 𝑥 2 + 𝜆2 𝑦 2

= 𝜆2 (𝑥𝑦 + 𝑥 2 + 𝑦 2 ) = 𝜆2 𝑀(𝑥, 𝑦)

M is homogeneous function of degree 2

𝑁(𝑥, 𝑦) = −𝑥 2 ; 𝑁(𝜆𝑥, 𝜆𝑦) = −𝜆2 𝑥 2 = 𝜆2 𝑁(𝑥, 𝑦)

N is homogeneous function of degree 2

Lecture: Hakima Kh. Ahmed 1


Since M and N are homogeneous functions of some degree, the given differential equation is
homogeneous equation.

let 𝑦 = 𝑣𝑥 ⇒ 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 , so after substituting, the given equation becomes

(𝑥𝑦 + 𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0

(𝑥(𝑣𝑥) + 𝑥 2 + (𝑣𝑥)2 )𝑑𝑥 − 𝑥 2 (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0

𝑣𝑥 2 𝑑𝑥 + 𝑥 2 𝑑𝑥 + 𝑣 2 𝑥 2 𝑑𝑥 − 𝑥 2 𝑣𝑑𝑥 − 𝑥 3 𝑑𝑣 = 0

𝑥 2 (1 + 𝑣 2 )𝑑𝑥 − 𝑥 3 𝑑𝑣 = 0
1 1
𝑑𝑥 − 𝑑𝑣 = 0
𝑥 1+𝑣 2

1 1
∫ 𝑥 𝑑𝑥 − ∫ 1+𝑣 2 𝑑𝑣 = 0

ln(𝑥) − 𝑡𝑎𝑛−1 (𝑣) = 𝑐

ln(𝑥) − 𝑡𝑎𝑛−1 (𝑣) = 𝑐


𝑦
Since 𝑦 = 𝑥𝑣 → 𝑣 =
𝑥

𝑦
ln(𝑥) − 𝑡𝑎𝑛−1 ( ) = 𝑐 which is the general solution of given differential equation.
𝑥

Example (2): solve (𝑥 2 + 𝑦 2 )𝑑𝑥 + (𝑥 2 − 𝑥𝑦)𝑑𝑦 = 0

Solution:

𝑀(𝑥, 𝑦) = (𝑥 2 + 𝑦 2 ); 𝑀(𝜆𝑥, 𝜆𝑦) = (𝜆2 𝑥 2 + 𝜆2 𝑦 2 ) = 𝜆2 (𝑥 2 + 𝑦 2 ) = 𝜆2 𝑀

M is homogeneous function of degree 2

𝑁(𝑥, 𝑦) = (𝑥 2 + 𝑥𝑦); 𝑁(𝜆𝑥, 𝜆𝑦) = (𝜆2 𝑥 2 − 𝜆2 𝑥𝑦)

= 𝜆2 (𝑥 2 − 𝑦 2 ) = 𝜆2 𝑁

N is homogeneous function of degree 2

∴ M and N are homogeneous of some degree.

Lecture: Hakima Kh. Ahmed 2


The given differential equation is homogeneous equation.

let 𝑥 = 𝑢𝑦 ⇒ 𝑑𝑥 = 𝑦𝑑𝑢 + 𝑢𝑑𝑦 , so after substituting, the given equation becomes

solve

((𝑢𝑦)2 + 𝑦 2 )𝑑𝑥 + ((𝑢𝑦)2 − (𝑢𝑦)𝑦)𝑑𝑦 = 0

(𝑢2 𝑦 2 + 𝑦 2 )(𝑦𝑑𝑢 + 𝑢𝑑𝑦) + (𝑢2 𝑦 2 − 𝑢𝑦 2 )𝑑𝑦 = 0

𝑢2 𝑦 3 𝑑𝑢 + 𝑦 3 𝑑𝑢 + 𝑢3 𝑦 2 𝑑𝑦 + 𝑢𝑦 2 𝑑𝑦 + 𝑢2 𝑦 2 𝑑𝑦 − 𝑢𝑦 2 𝑑𝑦 = 0

𝑦 3 (𝑢2 + 1)𝑑𝑢 + 𝑦 2 (𝑢3 + 𝑢2 )𝑑𝑦 = 0 1



(𝑢3 + 𝑢2 )𝑦 3
(𝑢2 +1) 𝑦2
(𝑢3 +𝑢2 )
𝑑𝑢 + 𝑑𝑦 = 0
𝑦3

𝑢2 + 1 1
∫ 𝑢3 +𝑢2 𝑑𝑢 + ∫ 𝑦 𝑑𝑦 = 0

Noting that

𝑢2 + 1 𝑢2 + 1 𝐶 𝐴 𝐵
= = + +
𝑢2 +𝑢3 𝑢2 (1+𝑢) 𝑢 𝑢2 1+𝑢

𝑢2 + 1 = 𝐶𝑢(1 + 𝑢) + 𝐴(1 + 𝑢) + 𝐵𝑢2

Let 𝑢 = 0 A=1

Let 𝑢 = −1 1+1=𝐵 →𝐵 =2

Let 𝑢 = 1 1 + 1 = 2𝐶 + 2𝐴 + 𝐵 → 2 = 2𝐶 + 2 ∗ 1 + 2 → 𝐶 = −1

𝑢2 + 1 1 1 2
∴ 2 =− + 2+
𝑢 (1 + 𝑢) 𝑢 𝑢 1+𝑢

1 1 2 1
∫ (− + 2 + ) 𝑑𝑢 + ∫ 𝑑𝑦 = 0
𝑢 𝑢 1+𝑢 𝑦
1
−ln(𝑢) − + 2 ln(1 + 𝑢) + ln(𝑦) = 𝑐
𝑢

𝑥 𝑦 𝑥
−ln ( ) − + 2 ln (1 + ) + ln(𝑦) = 𝑐 𝐺. 𝑆.
𝑦 𝑥 𝑦

Lecture: Hakima Kh. Ahmed 3


5. Equations with Linear Coefficients

consider the following ordinary differential equation with linear coefficients:


dy a1 x+b1 y+c1
= or (a1 x + b1 y + c1 )dx + (a2 x + b2 y + c2 )dy = 0 …… (1)
dx a2 x+b2 y+c2

Where 𝑎𝑖 , s , 𝑏𝑖 , s and 𝑐𝑖 , s are constants. This ordinary differential equation can be solved as
follows:

1) If 𝒄𝟏 = 𝒄𝟐 = 𝟎, then the equation becomes (a1 x + b1 y)dx + (a2 x + b2 y)dy = 0 , which is


a homogeneous equation.
2) If 𝐚𝟏 𝐛𝟐 = 𝐚𝟐 𝐛𝟏 , then the straight lines a1 x + b1 y + c1 = 0 and a2 x + b2 y + c2 = 0 are
parallel and for some k the equality 𝑎2 𝑥 + 𝑏2 𝑦 = 𝐾(𝑎1 𝑥 + 𝑏1 𝑦)
We suppose that 𝒛 = 𝐚𝟏 𝐱 + 𝐛𝟏 𝐲

Differentiating z with respect to x, we get


𝐝𝐲 𝟏 𝐝𝐳
= ( − 𝐚𝟏 )
𝐝𝐱 𝐛𝟏 𝐝𝐱

Hence eq (1) has the form


1 𝑑𝑧 𝑧+𝑐
𝑏1
(𝑑𝑥 − 𝑎1 ) = 𝑘𝑧+𝑐1
2

and it can be solved by separable of variables.


Example: Solve (𝑥 + 2𝑦 + 1)𝑑𝑥 = (2𝑥 + 4𝑦 + 3)𝑑𝑦
Solution:
𝑑𝑦 𝑥+2𝑦+1
We have =
𝑑𝑥 2𝑥+4𝑦+3

𝑎1 𝑏2 = 1 ∗ 4 = 4; 𝑎2 𝑏1 = 2 ∗ 2 = 4

𝑎1 𝑏2 = 𝑎2 𝑏1

∴ The lines are parallel


𝑑𝑦 𝑥+2𝑦+1
=
𝑑𝑥 2(𝑥+2𝑦)+3

Let 𝑧 = 𝑥 + 2𝑦
𝑑𝑧 𝑑𝑦 𝑑𝑦 1 𝑑𝑧
= 1+2 ⇒ = ( − 1)
𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑑𝑥

Lecture: Hakima Kh. Ahmed 4


1 𝑑𝑧 𝑧+1
( − 1) = 2𝑧+3
2 𝑑𝑥

𝑑𝑧 2(𝑧+1) 2𝑧+2+2𝑧+3 4𝑧+5


= +1= =
𝑑𝑥 2𝑧+3 2𝑧+3 2𝑧+3

𝑑𝑧 4𝑧+5
=
𝑑𝑥 2𝑧+3

2𝑧+3
𝑑𝑧 = 𝑑𝑥
4𝑧+5

Integrating both sides, we get


2𝑧+3
∫ 4𝑧+5 𝑑𝑧 = ∫ 𝑑𝑥

1 1 1
∫( + ∗ ) 𝑑𝑧 = ∫ 𝑑𝑥
2 2 4𝑧 + 5
1 1
𝑧 + ln(4𝑧 + 5) = 𝑥 + 𝑐
4 8

Returning to the original variables by substituting𝑧 = 𝑥 + 2y. we arrive at the required general
solution
1 1
(𝑥 + 2𝑦) + ln(4(𝑥 + 2𝑦) + 5) = 𝑥 + 𝑐
4 8
1 1
(𝑥 + 2𝑦) + ln(4(𝑥 + 2𝑦) + 5) = 𝑥 + 𝑐
4 8

1 1
(𝑥 + 2𝑦) + ln(4(𝑥 + 2𝑦) + 5) = 𝑥 + 𝑐
4 8

1 1
(𝑥 + 2𝑦) + ln(4(𝑥 + 2𝑦) + 5) = 𝑥 + 𝑐
4 8

1 1
(𝑥 + 2𝑦) + ln(4(𝑥 + 2𝑦) + 5) = 𝑥 + 𝑐
4 8

3) If 𝒂𝟏 𝒃𝟐 ≠ 𝒂𝟐 𝒃𝟏, then the straight lines 𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0 and 𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 = 0


cross at the same point (ℎ, 𝑘)
Suppose that 𝒙 = 𝒙𝟏 + 𝒉 ⇒ 𝒅𝒙 = 𝒅𝒙𝟏 and 𝒚 = 𝒚𝟏 + 𝒌 ⇒ 𝒅𝒚 = 𝒅𝒚𝟏
Equation (1) is brought to the equation

Lecture: Hakima Kh. Ahmed 5


𝑑𝑦1 𝑎1 𝑥1 + 𝑏1 𝑦1
=
𝑑𝑥1 𝑎2 𝑥1 + 𝑏2 𝑦1
Which is homogeneous equation.
Example: Solve the initial value problem
𝑑𝑦 𝑦+1
= 𝑤𝑖𝑡ℎ 𝑦(2) = 0
𝑑𝑥 𝑥+2𝑦

solution
𝑎1 𝑏2 = 0 ∗ 2 = 0; 𝑎2 𝑏1 = 1 ∗ 1 = 1

𝑎1 𝑏2 ≠ 𝑎2 𝑏1

The lines are intersecting at same point (ℎ, 𝑘).

To find the intersection points, we need to solve the two equations.

𝑦 + 1 = 0 ……. (1)
𝑥 + 2𝑦 = 0 ……. (2)
From eq (1), we have 𝑦 = −1 ,by putting the value of y in eq (2), we get 𝑥 = 2
∴ the intersection point is (2, −1) = (ℎ, 𝑘)
Let 𝑥 = 𝑥1 + ℎ = 𝑥1 + 2 ⇒ 𝑑𝑥 = 𝑑𝑥1

And

𝑦 = 𝑦1 + 𝑘 = 𝑦1 − 1 ⇒ 𝑑𝑦 = 𝑑𝑦1

So, after substituting, the given equation becomes the homogeneous equation
𝑑𝑦1 𝑦1 −1+1 𝑦1 𝑦1
= = =
𝑑𝑥1 𝑥1 +2+2(𝑦1 −1) 𝑥1 +2+2𝑦1 −2 𝑥1 +2𝑦1

𝑑𝑦1 𝑦1
=
𝑑𝑥1 𝑥1 +2𝑦1

Put 𝑥1 = 𝑢𝑦1 and d𝑥1 = 𝑢d𝑦1 + 𝑦1 𝑑𝑢


𝑑𝑦1 𝑦1
=
𝑢d𝑦1 +𝑦1 𝑑𝑢 𝑢𝑦1 +2𝑦1

(𝑢𝑦1 + 2𝑦1 )𝑑𝑦1 = (𝑢d𝑦1 + 𝑦1 𝑑𝑢)𝑦1

𝑢𝑦1 𝑑𝑦1 + 2𝑦1 𝑑𝑦1 = 𝑢𝑦1 d𝑦1 + 𝑦1 2 𝑑𝑢

Lecture: Hakima Kh. Ahmed 6


2𝑦1 𝑑𝑦1 = 𝑦1 2 𝑑𝑢
2
𝑑𝑦1 = 𝑑𝑢
𝑦1

2
∫ 𝑦 𝑑𝑦1 = ∫ 𝑑𝑢
1

2 ln(𝑦1 ) = 𝑢 + 𝑐
𝑥1
Since 𝑥1 = 𝑢𝑦1 , therefore 𝑢 = and
𝑦1

𝑥1
2 ln(𝑦1 ) = +𝑐
𝑦1

Returning to the original variables by substituting𝑥1 = 𝑥 − 2 and 𝑦1 = 𝑦 + 1. we arrive at the


required general solution
𝑥−2
2 ln(𝑦 + 1) = +𝑐
𝑦+1

Substituting the initial condition y = 0 when x = 2 in the general solution


shows that C = 1
2−2
2 ln(0 + 1) = +𝑐
0+1
C=0
so, the solution of the initial value problem is
𝑥−2
2 ln(𝑦 + 1) =
𝑦+1
Exercise:
Q(1) Solve the given differential equation by using an appropriate substitution
1) −𝑦𝑑𝑥 + (𝑥 + √𝑥𝑦)𝑑𝑦 = 0
𝑑𝑦
2) 𝑥 = 𝑦 + √𝑥 2 − 𝑦 2
𝑑𝑥
𝑦+1
3) 𝑦 ′ =
𝑥+2𝑦+2
𝑑𝑦 1−𝑥−𝑦
4) =
𝑑𝑥 𝑥+𝑦
𝑦 𝑦
5) (𝑥 + 𝑦𝑒 ) 𝑑𝑥 − 𝑥𝑒 𝑑𝑦 = 0
𝑥 𝑥

6) (𝑦 − 𝑥 + 1) 𝑑𝑥 + (𝑥 + 𝑦)𝑑𝑦 = 0

Lecture: Hakima Kh. Ahmed 7


Q(2) Solve the given initial –value problem
1. y𝑑𝑥 + 𝑥(ln(𝑥) − ln(𝑦) − 1)𝑑𝑦 = 0 𝑦(−1) = 1
𝑑𝑦 3𝑥+2𝑦
2. = , 𝑦(−1) = −1
𝑑𝑥 3𝑥+2𝑦+2

References
Dennis G. Zill, (2016), A First Course in Differential Equations With Modeling Application
(11𝑡ℎ Edition).
William E. Boyce, Richard C. Diprima, Douglas B. Meade, (2017) Elementary Differential
Equations and Boundary Value Problems (11𝑡ℎ Edition)

Lecture: Hakima Kh. Ahmed 8

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