Differential Equations

1
First Order Differential Equations

Module 3: First Order Differential Equations

Part 2

Course Learning Outcomes:

1. Recognize and solve a homogeneous differential equation.
2. Recognize and solve a linear differential equation by use of an integrating
factor.
3. Solve basic application problems described by first order differential
equations.

Homogeneous First Order Differential Equation

Certain first order differential equations are not of the ‘variable-separable’ type, but can be
made separable by changing the variable.

𝒅𝒚
An equation of the form 𝑷 𝒅𝒙 = 𝑸, where P and Q are functions of both x and y of the same
degree throughout, is said to be homogeneous in y and x.

For example, 𝑓 (𝑥, 𝑦) = 𝑥 2 + 3𝑥𝑦 + 𝑦 2 is a homogeneous function since each of the three
𝑥 2 −𝑦
terms are of degree 2. However, 𝑓 (𝑥, 𝑦) = 2𝑥2 +𝑦2 is not homogeneous since the term in y in
the numerator is of degree 1 and the other three terms are of degree 2.

𝒅𝒚
Procedure to solve differential equations of the form 𝑷 =𝑸
𝒅𝒙

𝑑𝑦 𝑑𝑦 𝑄
(i) Rearrange 𝑃 = 𝑄 into the form =
𝑑𝑥 𝑑𝑥 𝑃

(ii) Make the substitution 𝑦 = 𝑢𝑣 (where v is a function of x), from which,

𝑑𝑦 𝑑𝑦
= 𝑣 (1) + 𝑥 𝑑𝑥, by the product rule.
𝑑𝑥

𝑑𝑦 𝑑𝑦 𝑄
(iii) Substitute for both 𝑦 and 𝑑𝑥 in the equation = . Simplify by cancelling, and an
𝑑𝑥 𝑃
equation results in which the variables are separable

(iv) Separate the variables and solve using the method in Module 2 of this course.

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 𝑦
(v) Substitute 𝑣 = to solve in terms of the original variables.
𝑥

SAMPLE PROBLEM 1:
𝑑𝑦
Solve the differential equation, 𝑦 − 𝑥 = 𝑥 𝑑𝑥 , given x=1, and y=2.

Solution:
𝑑𝑦
(i) Rearranging y−𝑥 = 𝑥 𝑑𝑥 gives:

𝑑𝑦 𝑦 − 𝑥
=
𝑑𝑥 𝑥

Which is homogeneous in x and y.

𝑑𝑦 𝑑𝑣
(ii) Let 𝑦 = 𝑣𝑥, then =𝑣+𝑥
𝑑𝑥 𝑑𝑥

𝑑𝑦
(iii) Substituting for y and 𝑑𝑥 gives:

𝑑𝑦 1
𝑥 𝑑𝑥 = 𝑣 − 1 − 𝑣, from which 𝑑𝑣 = − 𝑥 𝑑𝑥

Integrating both side gives

1
∫ 𝑑𝑣 = ∫ − 𝑑𝑥
𝑥

Hence, 𝑣 = −𝑙𝑛𝑥 + 𝑐
𝑥
(iv) Replacing 𝑣 by 𝑦
gives:

𝒚
= −𝒍𝒏𝒙 + 𝒄, which is the general solution.
𝒙

When x=1, y=2, thus:

2
= ln(1) + 𝑐, from which c=2.
1

Thus the particular solution is:

𝒚
= −𝒍𝒏𝒙 + 𝟐
𝒙
 Differential Equations
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First Order Differential Equations

SAMPLE PROBLEM 2:

𝑑𝑦 𝑥 2 +𝑦 2
Find the particular solution of the equation 𝑥 𝑑𝑥 = , given the boundary
𝑦
conditions that y=4, when x=1.

Solution:

𝑑𝑦 𝑥 2 +𝑦 2
(i) Rearranging 𝑥 𝑑𝑥 = gives:
𝑦

𝑑𝑦 𝑥 2 + 𝑦 2
=
𝑑𝑥 𝑥𝑦

Which is homogeneous in x and y since each of the three terms on the right hand side
are of the same degree.

𝑑𝑦 𝑑𝑣
(ii) Let 𝑦 = 𝑣𝑥, then 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥

𝑑𝑦
(iii) Substituting for y and 𝑑𝑥 gives:

𝑑𝑣 𝑥 2 + 𝑣 2𝑥 2 𝑥 2 + 𝑣 2 𝑥 2 1 + 𝑣 2
𝑣+𝑥 = = =
𝑑𝑥 𝑥(𝑥𝑣) 𝑣𝑥 2 𝑣

(iv) Separating the variables gives:

𝑑𝑣 1 + 𝑣 2 1 + 𝑣2 − 𝑣2 1
𝑥 = −𝑣= =
𝑑𝑥 𝑣 𝑣 𝑣

Hence,

1
𝑣𝑑𝑣 = 𝑑𝑥
𝑥

Integrating both sides gives:

1
∫ 𝑣𝑑𝑣 = ∫ 𝑑𝑥
𝑥

From which,

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 𝑣2
= 𝑙𝑛𝑥 + 𝑐
2
𝑦
(v) Replacing v by 𝑥 gives the general solution:

𝒚𝟐
= 𝒍𝒏𝒙 + 𝒄
𝟐𝒙𝟐

When x=1, y=4, thus:

16
= ln(1) + 𝑐
2

From which c=8.

Hence, the particular solution is:

𝒚𝟐
= 𝒍𝒏𝒙 + 𝟖
𝟐𝒙𝟐

Linear First Order Differential Equation

𝒅𝒚
An equation of the form 𝒅𝒙 + 𝑷𝒚 = 𝑸 where P and Q are functions of x and is called a linear
differential equation since y and it’s derivatives are of the first degree.

𝒅𝒚
Procedure to solve differential equations of the form + 𝑷𝒚 = 𝑸
𝒅𝒙

𝑑𝑦
(i) Rearrange the differential equation into the form 𝑑𝑥 + 𝑃𝑦 = 𝑄, where P and Q are
functions of x.

(ii) Determine ∫ 𝑃𝑑𝑥

(iii) Determine the integrating factor 𝒆∫ 𝑷𝒅𝒙

(iv) Substitute 𝑒 ∫ 𝑃𝑑𝑥 into the equation

Equation (1):

𝒚𝒆∫ 𝑷𝒅𝒙 = ∫ 𝒆∫ 𝑷𝒅𝒙 𝑸𝒅𝒙

(v) Integrate the right hand side of Equation (1) to give the general solution of the differential
equation. Given boundary conditions, the particular solution may be determined
 Differential Equations
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First Order Differential Equations

SAMPLE PROBLEM 3:
1 𝑑𝑦
Solve + 4𝑦 = 2.
𝑥 𝑑𝑥

Solution:

(i) Rearranging gives

𝑑𝑦
+ 4𝑥𝑦 = 2𝑥
𝑑𝑥
𝑑𝑦
Which is of the form 𝑑𝑥 + 𝑃𝑦 = 𝑄 where P=4x and Q=2x.

(ii) ∫ 𝑃𝑑𝑥 = ∫ 4𝑥𝑑𝑥 = 2𝑥 2

2
(iii) Integrating factor 𝑒 ∫ 𝑃𝑑𝑥 = 𝑒 2𝑥

(iv) Substituting into equation (1) gives

2 2
𝑦𝑒2𝑥 = ∫ 𝑒 2𝑥 (2x)dx

(v) Hence, the general solution is

𝟐 𝟏 𝟐
𝒚𝒆𝟐𝒙 = 𝟐 𝒆𝟐𝒙 + 𝒄

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SAMPLE PROBLEM 4:

Determine the particular solution of

𝑑𝑦
−𝑥+𝑦 = 0
𝑑𝑥

Given that x=0, when y=2.

Solution:

(i) Rearranging gives

𝑑𝑦
+𝑦 = 𝑥
𝑑𝑥
𝑑𝑦
Which is of the form + 𝑃𝑦 = 𝑄 where P=1 and Q=x.
𝑑𝑥

(ii) ∫ 𝑃𝑑𝑥 = ∫ 1𝑑𝑥 = 𝑥

(iii) Integrating factor 𝑒 ∫ 𝑃𝑑𝑥 = 𝑒 𝑥

(iv) Substituting in equation (1) gives

𝑦𝑒 𝑥 = ∫ 𝑒 𝑥 (𝑥)𝑑𝑥

(v) ∫ 𝑒 𝑥 (𝑥)𝑑𝑥 is determined using integration by parts

∫ 𝑒 𝑥 (𝑥)𝑑𝑥 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐

Hence, the general solution is

𝑦𝑒 𝑥 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐

When x=0, y=2, thus

2𝑒 0 = 0 − 𝑒 0 + 𝑐

From which, c=3.

Hence, the particular solution is

 Differential Equations
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First Order Differential Equations

𝒚𝒆𝒙 = 𝒙𝒆𝒙 − 𝒆𝒙 + 𝟑

References and Supplementary Materials

Books and Journals

1. John Bird; 2017; Higher Engineering Mathematics; 2 Park Square, Milton Park,
Abingdon, Oxon OX14 4RN; Routledge

Online Supplementary Reading Materials

1. First Order Homogeneous Linear Equations;
https://www.whitman.edu/mathematics/calculus_online/section17.02.html; October
4, 2019

Online Instructional Videos

1. First order homogeneous equations;
https://www.khanacademy.org/math/differential-equations/first-order-differential-
equations/homogeneous-equations/v/first-order-homogenous-equations-2; October
4, 2019

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