Chapter One

First Order Ordinary Differential Equation

1. Differential Equations

Definition: A differential equation is an equation that contains a function and one or

more of its derivatives. If the function has only one independent variable, then it is an
ordinary differential equation(ODE). Otherwise, it is a partial differential equation
(PDE).
The following are examples of differential equations
- Ordinary differential equation(ODE)
 2 u u
a)   u  e t  u ' 'u 'u  e t - Dependent Variable:
t 2
t - Independent Variable:
w w
b)  0  wx  wt  0 - Partial differential equation(PDE)
x t
- Dependent Variable:
- Independent Variable:

Order and Degree of Differential Equation

Definition: The order of a differential equation is the order of the highest ordered
derivative that appears in the given equation. The degree of a differential equation is the
exponent of the highest derivative that occurs in the DE, after the DE is expressed as a
polynomial of the dependent variable and its derivative.

Examples:

 dy 
2 2w 2w Order: 2 Degree: 1
a)    y  sin x
2
Order: 1 Degree: 2 c)  0
x 2 y 2
 dx 
3
d 2u u   2u  2u 
b)  u 2  cos t Order: 2 Degree: 1 d)    Order: 2 Degree: 3
dt 2
t  x 2 y 2 

Exercise: Find the order and degree of the DEs

5
a.  y ' 2  y' ' '1 Ans :. Order : 3 Degree : 2
b. y ' '  y  e y '' Ans : Order : 2 no degree : 3

Remark: In this course we only Consider ODE

AASTU 1 Banchi K.
Linear Differential Equations:

 Dependent variables and their derivative are of degree 1

 Each coefficient depends only on the independent variable
 A DE is linear if it has the form
dny d n1 y d y
an  x  n
 a n1  x  n 1
 ...a1  x   a0 ( x ) y  g ( x )
dx dx dx
Examples:
dy d2y d5y
a)  y  sin x b)  y  sin 2 x c)  sin 2 ( x) y  tan 2 x
dx dx 2 dx 5

Nonlinear Differential Equations

 Dependent variables and their derivatives are not of degree 1.

Examples:
dy d3y 2 d2y 3 y
a) ( ) 2  y  sin x b) ( 3 )  ( 2 )  2  ex
dx dx dx x 1

Initial & Boundary Value Problems

Initial conditions: will be given on specified given point

Boundary conditions: will be given on some points

a) y (0)  1; y ' (0)  2  Initial condition

Examples:
b) y (1)  5; y ' (2)  2  Boundary condition

Initial Value Problems (IVP) Boundary Value Problems (BVP)

d2y dy d2y dy
2
 2  y  sin x  IVP 2
 2  y  sin x  BVP
dx dx dx dx
y (0)  1; y ' (0)  2  Initial condition y (1)  5; y ' (2)  2  Boundary conditionn

Solution of a Differential Equation

A solution of a differential equation is a function defined explicitly or implicitly by an equation
that satisfies the given equation. The general solution represents all the possible solutions of the
given equation, while a particular solution is a solution of DE that is free of arbitrary
parameters.

AASTU 2 Banchi K.
 Examples:
a) y  A cos x  B sin x  solution of y' ' y  0
dy
b) y  ce x , c  IR  solution of y
dx
dy ( x  1)
c) ( x  1) 2  ( y  3) 2  c 2 ; c  IR  solution of 
dx y 3

2
Exercise: Show that y  ce x is the solution of the following DE y '  2 xy

Forming a Differential Equation

A
Example 1: Find the differential equation for y  x  , by eliminating the constant A.
x

Solution:

Example 1: Form a suitable DE using y  A cos x  B sin x

Solution: y '   A sin x  B cos x  y ' '   A cos x  B sin x  ( y )  y ' '   y

Exercise: Obtain a DE of all circles of radius a and center at (h, k)

1.1 First Order Ordinary Differential Equations (ODE)

Types of first order ODE:

- Separable equation - Homogenous equation

- Exact equation - Linear equation
- Bernoulli Equation

1.1.1 Separable Equation

dy
General form f ( x, y )   u ( x)v( y )
dx
dy
Hence this become a separable equation if it can be written as  u ( x)dx
v( y )

AASTU 3 Banchi K.
 dy
Method of Solution: Integrate both sides of equation  v( y )   u ( x)dx
Example 1: Solve the initial value problem
dy y cos x
 , y ( 0)  1
dx 1  2 y 2
Solution:
1 2y2 Use your Calculus
i. Separate the functions: ( )dy  (cos x)dx
y knowledge to solve
1 2y2 this problem
ii. Integrate both sides:  ( )dy   (cos x)dx
y
Answer: ln y  y2  sinx c
general solution
iii. Use the initial condition given, y (0)  1
ln 1  12  sin 0  c  c  1  ln y  y 2  sin x  1 Particular solution

Note: Some DE may not appear separable initially but through appropriate substitutions, the
DE can be separable.

dy
Example 2: Show that the DE  ( x  y ) 2 can be reduced to a separable equation by using
dx
substitution z  x  y . Then obtain the solution for the original DE.

Solutions:
i. Differentiate both sides of the substitution wrt x iv. Integrate the separable eqn.
z  x  y .....................................(*)
1
dz
 1
dy

dy dz
  1.........(**)  z 1
2
dz   dx
dx dx dx dx
ii. Insert (*) and (*) into the DE Final answer:
dz dz
1  z 2   z 2  1.........(* * *) y  tan( x  c)  c
dx dx
1
iii. Write (***) into separable form: 2 dz  dx
z 1

Exercise:
1. Solve the following equations
dy dy
a. x  cot x c.  (1  y 2 )  0, y (0)  0
dx dx

AASTU 4 Banchi K.
 dy y dy
b.  d. xy  4 x
dx x( x  1) dx
dy
2. Using substitution z  xy , convert x  y  2 x 1  x 2 y 2 to a separable equation.
dx
Hence solve the original equation.

1.1.2 Homogenous Equation

dy
Suppose f ( x, y )  . Then f ( x, y ) is homogenous if f (x, y )  f ( x, y ) ,   IR
dx

Method of Solution :
i. Determine whether the equation homogenous or not
dy dv
ii. Use substitution y  vx and  v  x in the original DE
dx dx
iii. Separate the variable x and v Separable
iv. Integrate both sides equation method
v. Use initial condition (if given) to find the constant value

Example 1: Determine whether the DE is homogenous or not

dy x2  y2
a. 
dx ( x  y )( x  y )
dy x2  y2
f ( x, y )  
Solution: dx ( x  y )( x  y )

( x ) 2  ( y ) 2 2 ( x 2  y 2 )
f (  x,  y )    f ( x, y )
(x  y )(x  y ) 2 (( x  y )( x  y ))

 this differential equation is homogenous

dy y
b. f ( x, y ) 
  x2  y2 Ans: non-homogenous
dx x
Example 2: Solve the homogenous equation ( y 2  xy)dx  x 2 dy  0
Solution:
dy y 2  xy
i. Rearrange the DE:  ………………………(1)
dx x2
ii. test for homogeneity: f (x.y )  f ( x, y )
 this differential equation is homogenous

AASTU 5 Banchi K.
 dy dv
iii. Substitute: y  vx and vx into (1)
dx dx

dv (vx) 2  x(vx) dv
vx  2
 v2  v  x  v2
dx x dx
1 1
iv. Solve the problem using the separable equation method: v 2
dv   dx
x
x

Final answer : x  Ae y

Note: Non-homogenous DE can be reduced to a homogenous DE by using substitution.

dy y2
Example 3: Find the solution for this non-homogenous equation 
dx x  y  5

by using the following substitutions x  X  3, y  Y  2

Solutions:
I. Differentiate (2) and (3): dx  dX , dy  dY
dY Y
II. and substitute them into (1), 
dX X  Y REMEMBER! Now we use
instead of
III. Test for homogeneity, f (x, y )  f ( x, y )
dY dV
IV. Use the substitutions Y  VX and V  X
dX dX
dV Y VX V dV V V2
VX    X  V  
dX X  Y X  VX V  1 dX V  1 1V
V. Use the separable equation method to solve the problem
1V 1
  2 dV   dX
V X LASTLY, do not forget to
x 3
replace with
Ans: y  2  Ae y 2

y 2  xy x
Exercises: Solve y ' '  Ans : y  
x2 ln x  c

AASTU 6 Banchi K.
 1.1.3 Exact Equation
M ( x, y )
Suppose f ( x, y )  
N ( x, y )
dy M(x, y)
  M(x, y)dx N(x, y)dy  0
Therefore the first order DE is given by dx N(x, y)  
u
 
u

x y
M N
Condition for an exact equation: 
y x
M N u u
If  , then there exist a function u ( x, y ) such that  M, N
y x x y
Method of Solution (Method 1):
M N
i. Write the DE in the form M ( x, y )dx  N ( x, y )dy  0 and test exactness 
y x
u u
ii. If the DE is exact, then M  , N ………………………………(1)
x y
To find u ( x, y ) , integrate (1) wrt x : u ( x, y )   M ( x, y )dx   ( y ) ……..(2)

iii. To determine  ( y ) , differentiate (2) wrt y:

u 

y y
 M ( x, y)dx  ' ( y)  N
iv. Integrate  ' ( y ) to get  ( y )
v. Replace  ( y ) into (2). If there are any initial conditions given, substitute the condition
into the solution.
vi. Write down the solution in the form: u ( x, y )  A, where A is a constant

Method of Solution (Method 2):

i. Write the DE in the form M ( x, y )dx  N ( x, y )dy  0 and test for the exactness
u u
ii. If the DE is exact, then M  , N ……………… ……………………(1, 2)
x y
iii. To find u ( x, y ) from, integrate (1) wrt x to get
u ( x, y )   M ( x, y )dx  1 ( y ) ….. ……………………..(3)

v. To find u ( x, y ) from, integrate (2) wrt y to get u ( x, y )   N ( x, y )dy   2 ( x)........(4)

vi. Compare 3 and 4 to get value for 1 ( y ) and  2 ( x) .
vii. Replace 1 ( y ) into (3) OR  2 ( x) into (4)
viii. If there are any initial conditions given, substitute the conditions into the solution.
ix. Write down the solution in the form: u ( x, y )  A, where A is a constant

AASTU 7 Banchi K.
Example 1: Solve (2 xy  3)dx  ( x 2  1)dy  0
Solution (Method 1):
M N
i) Check the exactness  2x   this equation is exact.
y x
ii) Find u ( x, y ) ,
u
 2 xy  3  M ( x, y )..........................................................( 1)
dx
u
 x 2  1  N ( x, y ).............................................................(2)
dy

To find u ( x, y ) , integrate either (1) or (2), let’s say we take (1)

 u   (2 xy  3)x  u ( x, y)  x y  3 x   ( y )..........................(3)
2

u
iv. Now we differentiate (3) wrt y to compare with N
y
u
 x 2   ' ( y )........................................................................( 4)
y
Now, let’s compare (4) with (2): x 2   ' ( y )  x 2  1   ' ( y )  1
v. Find  ( y ) ,   ' ( y )    1dy   ( y )   y  B
vi. Now that we found  ( y ) , our new u ( x, y ) should looks like this:
u ( x, y )  x 2 y  3 x  y  B
vii. Write the solution in the form u ( x, y )  A,
u ( x, y )  x 2 y  3 x  y  B  A  x 2 y  3 x  y  C , where C  A  B is a constant
Exercise : Try to solve Example 1 by using Method 2
Answer:
M N
i. Since  2x   this equation is exact.
y x
ii. Find u ( x, y ) ,
u
 2 xy  3  M ( x, y )...........................................................( 1)
dx
u
 x 2  1  N ( x, y )..............................................................(2)
dy
To find u ( x, y ) , integrate both (1) and (2),

 u   (2 xy  3)x  u ( x, y)  x y  3 x  1 ( y )...................(3)
2

AASTU 8 Banchi K.
  u   ( x  1)y  u ( x, y )  x 2 y  y   2 ( x)...................(4)
2

iii. Compare u ( x, y ) to determine the value of 1 ( y ) and  2 ( x)

x 2 y  3 x  1 ( y )  x 2 y  y   2 ( x)
Hence 1 ( y )   y and  2 ( x)  3 x
iv. Replace 1 ( y ) into (3) OR  2 ( x) into (4)
u ( x, y )  x 2 y  y  3 x
v. Write the solution in the form u ( x, y )  A
x 2 y  y  3x  A
Note: Suppose non-exact equation can be turned into exact equation by multiplying it
with a function say  ( x, y ) . Then  ( x, y ) is called an integrating factor.

Theorem: Consider the DE M ( x, y )dx  N ( x, y )dy  0 which is not exact but

M ( x, y )dx  N ( x, y )dy  0 is exact, then
1 1
 If  and ( M y  N x ) are independent of y and say ( M y  N x )  g ( x) then
N N

 (x)  e 
g ( x ) dx

1 1
 If  and ( M y  N x ) are independent of x and say ( M y  N x )  h( y ) then
M M

 ( y)  e 
 h ( y ) dy

Proof: If M ( x, y )dx  N ( x, y )dy  0 exact, then

   M  N
( M )  ( N )  M   N
y x y y x x
 
  (M y  N x )  N M
x y
1
Case1: If  and ( M y  N x ) are independent of y , then
N
(M y Nx )
 (M y  N x ) 1  x
 (M y  N x )  N 0   x       e N
x N 
1
Case 2: If  and ( M y  N x ) are independent of x , then
M
(M y Nx )
 (M y  N x ) 1  x
 (M y  N x )  0  M    x       e M
y M 

AASTU 9 Banchi K.
 Example 2: Show that the equation ( xy  y 2  y )dx  ( x  2 y )dy  0 is not exact. And by
using integrating factor,  ( x, y )  e x solve the equation.
Solution:
i. Show that it is not exact
M N M N
 x  2 y  1,  1  Since  , this equation is not exact.
y x y x
ii. Multiply  ( x, y ) into the DE to make the equation exact
( xy  y 2  y )(e x )dx  ( x  2 y )(e x )dy  0
 
M N

M N
iii. Check the exactness again:  xe x  2e x y  e x   the equation is exact.
y x
u
 ( xy  y 2  y )e x  M ( x, y ) ..............................................(1)
x
iv. Find u ( x, y ) ,
u
 ( x  2 y )e x  N ( x, y ) ....................................................(2)
y
To find u ( x, y ) , integrate either (1) or (2), let’s say we take (2)

 u   ( x  2 y)(e )y  u ( x, y )  ( xy  y 2 )(e x )   ( x)..............................(3)

x

u 
 (( xy  y 2 )(e x )   ( x))  ( xy  y 2  y )(e x )   ' ( x).....(4)
v. Find  (x) , x x

Now, let’s compare (4) with (1)

( xy  y 2  y )(e x )   ' ( x)  ( xy  y 2  y )e x   ' ( x)  0   ( x)  B
vi. Write the solution in the form u ( x, y )  A,
u ( x, y )  ( xy  y 2  y )(e x )  B  A
u ( x, y )  ( xy  y 2  y )(e x )  C , where C  A  B
Example 3: Find an integrating factor for the DE (3 x 2  y 2 )dy  2 xydx  0
Solution: M ( x, y )  2 xy and N ( x, y )  3x 2  y 2
M N
 2 x ,  6 x  2 x  6 x  the equation is not exact.
y x
1 1 4
But (M y  N x )  (2 x  6 x)  which is independent of x
M 2 xy y
4
  y dy
Therefore  ( y )  e  y  4 . Hence  2 xy 3 dx  y 4 ( y 2  3 x 2 )dy  0 is exact DE.

AASTU 10 Banchi K.
 Exercises :
1. Try solving Example 2 by using method 2.
2. Determine whether the following equation is exact. If it is, then solve it.
a. (2 x  y )dx  ( x  2 y )dy  0
b. (cos x cos y  2 x)dx  (sin x sin y  2 y )dy  0
3. Find the integration factor for the DEs
2 sin( y 2 )dx  xy cos( y 2 )dy  0 Ans :  ( x)  x 3
4. Solve
a. 2 xydx  ( x 2  1)dy  0 Ans : x 2 y  y  c
e 2 y
b. 2 x  y 3  (3 xy 2  e  2 y ) y '  0 Ans : x 2  y 3 x  c0
2

NOTE: Must be +
1.1.4 Linear First Order Differential Equation here!!

dy
The general form of the first order linear DE is given by 1  p ( x) y  q ( x )
dx
Method of Solution 1:
dy
i. Determine the value of p (x) and q (x) such the coefficient of is 1.
dx
ii. Calculate the integrating factor:  ( x)  e 
p ( x ) dx

d
iii. Write the equation in the form of: (  ( x))   ( x)q( x)   ( x) y    ( x)q( x)dx
dx
1
 ( x) 
iv. The general solution is given by: y   ( x)q( x)dx

Method of Solution 2:
To find the general solution multiply the DE by e 
p ( x ) dx

d
e y ' e  p ( x ) y  q ( x )e  ( ye  )  q ( x )e 
p ( x ) dx p ( x ) dx p ( x ) dx p ( x ) dx p ( x ) dx

dx
) dx   p ( x ) dx )dx  Is the general
ye    ( q ( x )e  )dx  y  e 
p ( x ) dx p ( x ) dx  p ( x
  ( q ( x ) e  solution

AASTU 11 Banchi K.
 dy 1  x ex
Example 1: Solve this first order DE  y
dx x x
Solution:
1 x ex
i. Determine p (x) and q (x) : p( x)  , q( x) 
x x
1 x

Find integrating factor,  ( x)  e 
p ( x ) dx dx
ii. e x
 e (ln x  x )  xe x
iii. Write down the equation:
d ex 1 e 2x 
( xe x y )  ( xe x )( )  xe x y   e 2 x dx  y  x   c
dx x xe  2 
ex c
iv. Final answer: y   x
2 x xe

Note: Non-linear DE can be converted into linear DE by using the right substitution.

Example 2: Using, z  y 2 convert the following non-linear DE into linear DE and solve it

dy
x2 y  xy 2  1 ; y (1)  1
dx

Solutions:
dy
i. Differentiate z  y 2 to get and replace into the nonlinear equation
dx
dz dy 1 dz dy
 2y  y
dx dx 2 dx dx
dy 1 dz dy
x2 y  xy 2  1  x 2  xz  1
dx 2 dx dx

ii. Change the equation into the general form of linear equation & determine p and q :
dz 2 2 dz 2 2
 ( 2 )( xz )  ( 2 )1   ( ) z  2
dx x x dx 
x x

p q

2
  dx 1
Find the integrating factor,  ( x)  e 
p ( x ) dx
iii.   ( x)  e x  2
x
d 1 1 2 2 z 2 2
iv. Find y : ( 2 z )  ( 2 )( 2 )  4  2   4 dx  z  x 2 ( 2  c)
dx x x x x x x 3x

AASTU 12 Banchi K.
 2
Since z  y 2 , y2   cx 2
3x
v. Use the initial condition given, y (1)  1
2 5 2 5 2
12   c(1) 2  c   y 2   x
3(1) 3 3x 3
Exercise: Solve the following DEs
c 1
a. xy ' y  2 x , y (1)  0 Ans : y  x   G.S and y  x  , 0  x  8  P.S
x x
5 1
b. y '5 y  x , Ans : y    ce 5 x  G.S
x 25
1
c. y ' y cos x  sin x d. y ' y 
1  e2x

1.1.5. Bernoulli Equation

dy
The general form of the Bernoulli equation is:  b( x) y  c( x) y n ......(1) , where n  0, n  1 .
dx
To reduce the equation to a linear equation, use substitution z  y 1 n ..........(2)
Method of Solution:
dy
i. Divide ( 1 ) with y n  y  n  b( x) y 1 n  c( x)...........................(3)
dx
dy
ii. Differentiate ( 2 ) wrt x ( to get )
dx
dz dy 1 dz dy
 (1  n) y  n   y n ..........................................(4)
dx dx (1  n) dx dx
iii. Replace ( 4 ) into ( 3 )
1 dz dz
 b( x ) z  c ( x )   (1  n)b( x) z  (1  n)c( x)
(1  n) dx dx  
p( x)

q(x)

iv. Solve using the linear equation solution

 Find integrating factor  ( x)  e 
p ( x ) dx

d
 Solve (  ( x ) z )   ( x )q ( x )
dx

AASTU 13 Banchi K.
 dy 1
Example 1: Solve  y  ex y4
dx 3
Solutions:
i. Determine n  4
1 dy 1 3
ii. Divide the DE by y 4 : 4
 y  e x .............(2)
y dx 3
iii. Using substitution, z  y 3
dz dy 1 dy 1 dz
 3 y  4  4  ...............................(3)
dx dx y dx 3 dx
iv. Replace ( 3 ) into ( 2 ) and write into linear equation form
1 dz 1 dz
  z  ex   z  3e x  p ( x)  1, q ( x)  3e x
3 dx 3 dx
Find the integrating factor  ( x)  e   e x
 1dx
v.
vi. Solve the problem
d x 1
(e z )  e  x (3e x )  z    x  3dx  e x 3 x  c 
dx e
3 3
vii. Since z  y , y  ce  3 xe x
x

Exercise: Answer:
dy 1 1 x2 c
1.  y  xy 2  
dx x y 3 x
1 x2 c
2. xy ' y '  x 2 y 2 , x  0  
y 3 x
dy y 1
3.   y2  x(c  ln x)
dx x y
dy 1
4. x  y  xy 3 y2 
dx 2 x  cx 2
dy 2 1
5.  y   x 2 y 2 cos x  x 2 (sin x  c)
dx x y
dy (4 x  5) 2 3 1 (4 x  5) 3 c
6. 2  (tan x) y  y 2
 
dx cos x y 12 cos x cos x
7. Given the differential equation, (2 x 4 y ) dy  (4 x 3 y 2  x 3 ) dx  0
Show that the equation is exact. Hence solve it.
8. The equation in Question 6 can be rewritten as a Bernoulli equation,
dy 1
2y  4y  . By using the substitution, z  y 2 solve this equation. Check the
dx y
answer with Question 6.

AASTU 14 Banchi K.