Ordinary Differential Equations

FIRST ORDER DIFFERENTIAL EQUATIONS

Eegunjobi A S

Department of Mathematics, Statistics and Actuarial Science

Namibia University of Science and Technology

Lecture note

FIRST ORDER DIFFERENTIAL EQUATIONS

Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Equations.

"Equation" means that something unknown has to be found

An ordinary differential equation (ODE) contains an unknown
function of one variable,e.g., y = y (x), and its derivatives:
y 0 (x), y 00 (x), · · · , y (n) (x). The general form of an ODE is

f (x, y (x), y 0 (x), · · · .y n (x)) = 0 (a)

where f is a certain function of its arguments.

Any function satisfying Eq.(a) is its solution.
The order of the ODE is the order of its highest derivative,
n ≥ 1.
Existence and Uniqueness of a Solution
First-order equations have either the form

F (x, y , y 0 ) = 0 (b)

or the form
y 0 = f (x, y ) (c)
An explicit form of a general solution contains one arbitrary
constant: y = y (x, C).
Quite often a general solution is implicit:

φ(x, y , C) = 0.

A particular solution emerges when C takes on a certain

numerical value.In order to find a particular solution, a single
initial condition
y (x0 ) = y0 (d)
is needed.
The problem (b), (d), (or (c), (d)) is the initial value problem
(IVP), also called Cauchy problem for the first-order ODE.
To be specific, we will assume in what follows the IVP (c) and
(d).

What we need to know now is, given a function f(x,y), under

what conditions does the IVP admit a unique solution?
The following Theorem provides the answer.
If function f(x,y) is linear in y, Eq. (c) can be put in the form

y 0 + p(x)y = g(x) (e)

which is called a linear equation. If functions p(x) and g(x) are

continuous, the conditions of the Existence and
Uniqueness Theorem are obviously satisfied.
Notice that even when the conditions of the theorem are
satisfied in a rectangle D, the theorem does not guarantee the
existence of the solution in the whole interval [x0 − α, x0 + α].
Exampless
Discuss the Existence and Uniqueness initial value problems:
(a) y 0 (x) = y 2 , y (1) = 1
1
(b) y 0 (x) = y 3 , y (0) = 0
Solution:
(a) The function f (y ) = y 2 is continuous and differentiable
df
everywhere, and the derivative dy = 2y is bounded in any
rectangle containing the point (1,1). Thus, the conditions of
the Existence and Uniqueness Theorem are satisfied.
Therefore, there exists a certain region of x around the
point x0 = 1, where the solution exists.
Now let us solve the problem. Since
dy dx
= f (y ) =⇒ = y −2
dx dy
Integrating both sides, we have
1 1
x = − + c =⇒ y (x) =
y c−x
where C is an arbitrary constant.
To satisfy the initial condition, we have to take C = 2,

1
∴ y (x) = −
x −2
This solution, existing ”in the vicinity of the point (1, 1),” does
not exist for x = 2, and thus it cannot be extended into the
domain x > 2.
1
b. The function f (y ) = y 3 is not differentiable at y = 0;
therefore, the conditions of the Existence and Uniqueness
Theorem are not satisfied. To understand the consequences,
let us first rewrite the equation as

dx 1
= y−3 .
dy

Integrating both parts of the equation, we find

3 2
x= y3 +c
2
To satisfy the initial condition, we must take C = 0. That gives
us two solutions for x > 0 :
 2x  3  2x  3
2 2
y (x) = + and y (x) = −
3 3
Moreover, it is obvious that there exists one more solution, y(x)
= 0 for any x. We see that in this example, the violation of
the conditions of the Existence and Uniqueness Theorem
leads to nonuniqueness of the IVP solution. Note that in
both situations (a) and (b), the functions f(x,y) are nonlinear
with respect to y.
Exercises

Discuss the Existence and Uniqueness initial value problems:

(a) IVP yy 0 = 1, y (0) = 1
√
(b) IVP y 0 = 2 y , y (0) = 0.
(c) IVP y 0 = y 3 , y (0) = 3
3
(d) IVP 4y 0 = y ,4 y (0) = 0
Separable Equations.
Define first order ODE

y 0 = f (x, y )

If g(x) is a continuous function, then the first-order equation

dy
= g(x) (1)
dx
can be solved by integration. Solving equation (1), we have
Z
y = g(x)dx = H(x) + c
R
where H(x) = g(x)dx.
Example 1: Solve:
(a) y 0 = 1 + e2x .
(b) y 0 = sin x
Definition:

A differential equation of the form

dy g(x)
= f (x, y ), where, f (x, y ) =
dx h(y )

is said to be separable or to have separable variables.

Equation (1) can be written as

dy
h(y ) = g(x). (2)
dx
If h(y ) = 1, we see that (2) reduces to (1). Suppose y = f (x)
denoting a solution of (2), we have

h(f (x))f 0 (x) = g(x),

therefore Z Z
0
h(f (x))f (x)dx = g(x)dx + c. (3)

Note that dy 0 0
dx = f (x) which implies dy = f (x)dx substitute this
into (3), we have
Z Z
h(y )dy = g(x)dx + c. (4)

Equation (4) shows the steps for solving separable differential

equations.
Example

Solve the following separable DE:

(a) IVP y 0 (x) = ex+y , y (0) = 0
(b) xydx + (x + 1)dy = 0.
(c) y 2 (x 2 + 1)dx + (x 3 − 5x 2 + 6x)dy = 0
 
(d) IVP y 0 cot x + y = 0, y π3 = 0
(e) y 0 (x) = 4x + 2y − 1
p
Exercises

x2 2
(i) y 0 (x) = y (vii) y 0 = 3y 3 , y (2) = 0.
x2
(ii) y0 = y (1+x 3 )
. (viii) y 0 = cos(x − y − 1)
(iii) y0 = p y 2 sin x
(ix) (y 2 + xy 2 )dx + (x 2 −
(iv) xy 0 = p 1 − y2
x 2 y )dy = 0
(v) xydy = y 2 + 1dx
(vi) (x 2 − 1)y 0 + 2xy 2 = (x) (1 + y 2 )(e2x dx −
0, y (0) = 1 e−y dy ) − (1 + y )dy = 0
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Homogeneous Equations

If a function f has the property that

f (tx, ty ) = t n f (x, y ), (5)

for some real number n, then f is said to be a homogeneous

function of degree n.

Example 1: Determine if the following equations are

homogeneous or not.
(a) f (x, y ) = x 2 − 3xy + 5y 2 .
p
(b) f (x, y ) = 3 x 2 + y 2
(c) f (x, y ) = x 3 + y 3 + 1
x
(d) f (x, y ) = 2y +4
Solutions
(a)
f (x, y ) = x 2 − 3xy + 5y 2
f (tx, ty ) = (tx)2 − 3(tx)(ty ) + 5(ty )2
= t 2 x 2 − 3t 2 xy + 5t 2 y 2
= t 2 (x 2 − 3xy + 5y 2 )
= t 2 f (x, y )
The function is homogeneous of degree two

(b)
q
3
f (x, y ) = x2 + y2
q
f (tx, ty ) = 3 (tx)2 + (ty )2
q
2
= t 3 3 x2 + y2
2
= t 3 f (x, y )
(c)

f (x, y ) = x 3 + y 3 + 1
f (tx, ty ) = (tx)3 + (ty )3 + 1
= t 3 (x 3 + y 3 ) + 1
6= t 3 f (x, y )

The function is not homogeneous

(d)
x
f (x, y ) = +4
2y
tx
f (tx, ty ) = +4
2ty
x 
= t0 +4
2y

The function is homogeneous of degree zero

Exercise

Determine if the following equations are homogeneous or not.

(a) (x − y )dx + (x + y )dy = 0.
(b) (y − 3xy )dx + x 2 dy = 0
√
(c) (y + xy )dx − xdy = 0
dx dy
(d) x 2 −xy +y 2
= 2y 2 −xy
 
(e) xy 0 − y = (x + y ) ln x+y
x
p
(f) xy 0 − x 2 − y 2 − y = 0
substitute equations (9-10) into (6), we have
   
nF y y
dy x 1 x F1 x y 
=   =   =Ψ (11)
dx x nF y F y x
2 x 2 x

Combine equation (7),(8) and (11) , we have

dv
v +x = Ψ(v )
dx
which implies
dv
= Ψ(v ) − v ,
x (12)
dx
Applying separation of variable

dv dx
=
Ψ(v ) − v x
y
Integrate and put v = x to get the final solution
Example
Solve
dy dy
y −x =y +x
dx dx
Solution:
The differential equation can be written as

dy
(y + x) =y −x
dx
dy y −x
= f (x, y ) =
dx y +x
ty − tx t(y − x) y −x
f (tx, ty ) = = = = f (x, y )
ty + tx t(y + x) y +x
It is homogenous, then let

y = vx

differentiate, we have equation(8) .

therefore
dv vx − x v −1
v +x= =
dx vx + x v +1
dv 2
v +1
x =−
dx v +1
By variable separable we obtain
v +1 dx
dv = −
v2 + 1 x
v +1
Resove v 2 +1
partial fraction it gives
v +1 v 1
= 2 +
v2 + 1 v + 1 v2 + 1
Therefore,
v 1 dx
dv + 2 dv = −
+1v2 v +1 x
Integrate both sides, we have
1
ln(v 2 + 1) + tan−1 v = − ln x + c
2
Note that y = vx, then

1  y 2  y 
ln + 1 + tan−1 = − ln x + c
2 x x
1  2  1 y 
ln y + x 2 − ln x 2 + tan−1 = − ln x + c
2 2 x
1  2  y 
ln y + x 2 + tan−1 =c
2 x
Exercises

Solve the follwing ODE:

(a) x(x − y )dy + y 2 dx = 0.

dy x 2 +xy
(b) dx = x 2 +y 2
p
(c) −ydx + xdy = x 2 + y 2 dx
     
(d) x cos yx ydx + xdy = y sin yx xdy − ydx
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Differential Equations Reducible to homogeneous form
If the differential equation is of the form

dy ax + by + c
= 0 (3.1)
dx a x + b0 y + c 0

it can be reduced to a homogeneous differential equation as

follows: Let
x = X + h, y = Y + k (3.2)
where X and Y are new variables and h and k are constants.
From Eq.(3.2)
dx = dX , dy = dY (3.3)
Eq.(3.1) reduces by using Eq.(3.2-3.3) to

dY aX + bY + (ah + bk + c)
= 0 (3.4)
dX a X + b0 Y + (a0 h + b0 k + c 0 )

In order to have Eq.(3.4) as a homogeneous differential

equation, h and k have to be choosen suct that it satisfied:
 ah + bk + c = 0
a0 h + b 0 k + c 0 = 0 (3.5)

Therefor Eq.1(3.4) becomes

dY aX + bY
= 0 (3.6)
dX a X + b0 Y
which is Homogeneous differential equations and can be
solved by previous lecture by letting Y = vX .
Example 1: Solve

(2x + y − 3)dy = (x + 2y − 3)dx.

Solution The differential equation can be written as

dy x + 2y − 3
=
dx 2x + y − 3
By letting
 x = X + h, y =Y +k
, we obtain
dY X + 2Y + (h + 2k − 3)
=
dX 2X + Y + (2h + k − 3)
h + 2k − 3 = 0, 2h + k − 3 = 0
Solving these two equations simultaneously, we get

h=k =1

Therefore
dY X + 2Y + (1 + 2 − 3) X + 2Y
= =
dX 2X + Y + (2 + 1 − 3) 2X + Y

where X = x − 1 and Y = y − 1.
Since this is homogeneous, then let Y = vX ,

dY dv
=v +X
dX dx
Therefore,
dv X + 2vX
v +X =
dx 2X + vX
2+v dX
dv =
1 − v2 X
2+v
Resolve 1−v 2
to partial fraction, we obtain

2+v 1 3
2
= +
1−v 2(1 + v ) 2(1 − v )

Therefore
Z Z Z
1 3 dX
dv + dv =
2(1 + v ) 2(1 − v ) X
 1 3
ln(1 + v ) − ln(1 − v ) = ln X + C
2 2
 1+v 
ln = ln X 2 + 2C
(1 − v )3
 1+v 
ln = 2C
X 2 (1 − v )3
 1+v 
= A, where, A = e2C
X 2 (1 − v )3
 1+v 
= AX 2
(1 − v )3
Y y −1
Since Y = vX then v = X = x−1 we get

x + y − 2 = A(x − y )3
Example 2: Solve

dy x −y +3
= .
dx 2x − 2y + 5

Solution In the numerator and denominator of the right-hand

side, the coefficient of x and y , are proportional. As a result of
this, we let
x −y +3=v
Differentiate we obtain
dy dv
=1−
dx dx
subtitute in the problem, we have

dv v
1− =
dx 2(v − 3) + 5
 2v − 1
dv = dx
v −1
 1 
2+ dv = dx
v −1
Z  Z
1 
2+ dv = dx
v −1
2v + ln(v − 1) = x + c
ln(v − 1) = x + c − 2v
v − 1 = ex+c−2v
x − y + 2 = Ae2y −x−6
where A = ec
Exercises:

Solve the follwing ODE:

(a) (2x − y + 1)dx + (2y − x − 1)dy = 0.
(b) (2x + 4y + 3) dy
dx = x + 2y + 1
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Linear Equation

The general form of first order ODE is

dy
a(x) + b(x)y = g(x), (4.1)
dx
is said to be a linear equation in the variable y. The standard
form is
dy
+ P(x)y = f (x), (4.2)
dx
b(x) g(x)
where P(x) = a(x) and f (x) = a(x) .
Method of Solution
the left hand side of equation (4.2) can be remodelled by
multiplying it with µ(x) 6= 0.
Multiplying both sides of equation (4.2) by special function µ(x)

dy
µ(x) + µ(x)P(x)y , (4.3)
dx
Note that
d   dy dµ(x)
µ(x)y = µ(x) +y , (4.4)
dx dx dx
Compare Eq.(4.3) and Eq.(4.4) i.e

dy dµ(x) dy
µ(x) +y = µ(x) + µ(x)P(x)y ,
dx dx dx
Hence
dµ(x)
= µ(x)P(x). (4.5)
dx
Solving Eq.(4.5), we have

dµ(x)
= P(x)dx
µ(x)
Z
ln µ(x) = P(x)dx + c

Ignore the constant c, therefore

R
P(x)dx
µ(x) = e , (4.6)

is called integrating factor for Eq.(4.2).

Example 1: Solve
dy
− 3y = 0
dx
Solution This can be written as
dy
= 3dx,
y

ln y = 3x + c,
y = αe3x ,
where α = ec
Example 2: Solve
dy
− 3y = 6
dx
dy
Solution Compare with dx + P(x)y = f (x), we see that
P(x) = −3, hence
R R
µ(x) = e P(x)dx
= e− 3dx
= e−3x

Therefore
dy
e−3x − 3e−3x y = 6e−3x
dx
d  −3x 
ye = 6e−3x
dx
 
d ye−3x = 6e−3x dx
Z   Z
d ye−3x = 6e−3x dx

ye−3x = −2e−3x + c
y = −2 + ce3x
Example 3: Solve
dy
+ 2xy = x 3
dx
dy
Solution Compare with dx + P(x)y = f (x), we see that
P(x) = 2x, hence
2
R R
P(x)dx 2xdx
µ(x) = e =e = ex

dy 2 2 2
ex + 2xex y = x 3 ex
dx
d  x2  2
ye = x 3 ex
dx
Z   Z
x2 2
d ye = x 3 ex dx
Z
x2 2
ye = x 3 ex dx
evaluate
x 2 x2 1 x2
Z
2
x 3 ex dx = e − e +c
2 2
therefore
2 x 2 x2 1 x2
yex = e − e +c
2 2
x2 1 2
y= − + ce−x
2 2
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Exact Equations
Definition
A differential form
M(x, y )dx + N(x, y )dy
is said to be exact in a rectangle
R = {(x, y ) : a < x < b, c < y < d},
if there is a function f (x, y ) such that
∂f ∂f
(x, y ) = M(x, y ) and (x, y ) = N(x, y ),
∂x ∂y
for all (x, y ) in R. A differential equation
M(x, y )dx + N(x, y )dy = 0
is said to be exact if and only if
∂M(x, y ) ∂N(x, y )
=
∂y ∂x
Example: Is ordinary differential equation

2xydx + (x 2 − 1)dy = 0, exact?

Solution
compare 2xydx + (x 2 − 1)dy = 0 and
M(x, y )dx + N(x, y )dy = 0, we can see that

M(x, y ) = 2xy , and, N(x, y ) = x 2 − 1

therefore
∂M(x, y ) ∂N(x, y )
= 2x, and, = 2x
∂y ∂x

hence
∂M(x, y ) ∂N(x, y )
= 2x =
∂y ∂x
The ODE is exact.
Example: Is ordinary differential equation

(6xy − y 3 )dx + (4y + 3x 2 − 3xy 2 )dy = 0 exact?

Solution
compare (6xy − y 3 )dx + (4y + 3x 2 − 3xy 2 )dy = 0 and
M(x, y )dx + N(x, y )dy = 0 , we can see that

M(x, y ) = 6xy − y 3 , and, N(x, y ) = 4y + 3x 2 − 3xy 2

therefore
∂M(x, y ) ∂N(x, y )
= 6x − 3y 2 , and, = 6x − 3y 2
∂y ∂x

hence
∂M(x, y ) ∂N(x, y )
= 6x − 3y 2 =
∂y ∂x
The ODE is exact.
Example: Is ordinary differential equation

ydx + 3xdy = 0 exact?

Solution
compare ydx + 3xdy and M(x, y )dx + N(x, y )dy = 0, we can
see that
M(x, y ) = y , and, N(x, y ) = 3x
therefore
∂M(x, y ) ∂N(x, y )
= 1, and, =3
∂y ∂x

hence
∂M(x, y ) ∂N(x, y )
= 1 6= 3 =
∂y ∂x
The ODE is not exact.
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Steps for solving exact ODEs
Let F (x, y ) be the solution of the problem
Step 1: Write the DE into form

M(x, y )dx + N(x, y )dy = 0, (4.3.1)

and obtain the formula
∂F (x, y ) ∂F (x, y )
M(x, y ) = , and N(x, y ) = (4.3.2)
∂x ∂y

Step 2: Find either

Z Z
F (x, y ) = M(x, y )dx+g(y ), or F (x, y ) = N(x, y )dy +h(x)

Step 3: Plug
F (x, y ) into appropriate Eq.(4.3.2) to obtain the constant of
integration as a fuction of other variable.
Step 4: write the solution.
Example: Solve

2xydx + (x 2 − 1)dy = 0

Solution
Since we have established that it is exact, then let F (x, y ) be
the solution.

M(x, y ) = 2xy , and, N(x, y ) = x 2 − 1

∂F (x, y ) ∂F (x, y )
= 2xy , = x2 − 1
∂x ∂y
Z
F (x, y ) = 2xy dx = x 2 y + g(y )

∂F (x, y )
= x 2 + g 0 (y )
∂y
but
∂F (x, y )
= x2 − 1
∂y
therefore equate it to each other, we have

x 2 − 1 = x 2 + g 0 (y )

d(g(y )
g 0 (y ) = −1, = −1, g(y ) = −y + k
dy
F (x, y ) = x 2 y − y + k
Example: Solve

(2x − 1)dx + (3y + 7)dy = 0

Solution

M(x, y ) = 2x − 1 and, N(x, y ) = 3y + 7

∂F (x, y ) ∂F (x, y )
= 2x − 1, = 3y + 7
∂x ∂y
∂F (x, y ) ∂F (x, y )
=0=
∂x ∂y
 Z
F (x, y ) = (2x − 1)dx = x 2 − x + g(y )

∂F (x, y )
= g 0 (y )
∂y
but
∂F (x, y )
= 3y + 7
∂y
therefore equate it to each other, we have

g 0 (y ) = 3y + 7

dg(y ) 3 2
= 3y + 7, g(y ) = y + 7y + c
dy 2
3
F (x, y ) = x 2 − x + y 2 + 7y + c
2
Example: Solve

dy 3x 2 sin2 x
+ y =
dx 1 + x3 1 + x3
Solution

dy 3x 2 sin2 x dy
+ y = , compare with, + P(x)y = f (x)
dx 1 + x3 1 + x3 dx

3x 2 sin2 x
P(x) = , , f (x) =
1 + x3 1 + x3
This is not exact, therefore
3x 2
R
− dx 3)
R
P(x)dx
µ(x) = e =e 1+x 3 = eln(1+x = 1 + x3

2
dy 3x 2 3 sin x
(1 + x 3 ) + (1 + x 3 ) y = (1 + x )
dx 1 + x3 1 + x3
d  
(1 + x 3 )y = sin2 x
dx
   Z
3
(1 + x )y = sin2 xdx
Z

3
 1
(1 + x )y = 1 − cos 2xdx
2
  1 sin 2x 
(1 + x 3 )y = x− +c
2 2
x sin 2x c
y= − +
2(1 + x ) 2(1 + x ) (1 + x 3 )
3 3
Exercises

Determine whether the given ordinary differential equations is

exact? If it is , solve it
(a) (2xy 2 − 3)dx + (2x 2 y + 4)dy = 0
(b) (x 3 + y 3 )dx + 3xy 2 dy = 0
(c) (3x 2 y + ey )dx + (x 3 + xey − 2y )dy = 0
(d) x(x − 1) dy 3
dx − (x − 2)y = x (2x − 1)
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Bernoulli Differential Equations

Consider the differential equations

y 0 + P(x)y = Q(x)y n , (5.1)

We have a few cases depending on the value of n.

First case (n < 0):
Equation (5.1) is a general nonlinear 1st-order differential
equations.

Second case (n = 0):

Equation (5.1) is 1st-order differential equations

y 0 + P(x)y = Q(x)

whose solution method we have treated.

Third case (n = 12 ):
Equation (5.1) is nonlinear 1st-order differential equations.

Fourth case (n = 1):

Equation (5.1) is linear 1st-order differential equations
 
y 0 + (P(x) − Q(x) y = 0

which is actually separable.

Fifth case (n > 1):

Equation (5.1) is nonlinear 1st-order differential equations.

In general, for n 6= 0, 1, equation (5.1) is Bernoulli equations.

Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Method of solution

Divide through equation(5.1) by y n we have

y −n y 0 + P(x)y 1−n = Q(x)

Step 1: Set
v = y 1−n
Step 2: Differentiate wrt x

dv dy
= (1 − n)y −n
dx dx
Step 3: Substitute step 1 and 2 into

y −n y 0 + P(x)y 1−n = Q(x)

Step 4: solve.
Example: Solve

dy x2
+ xy = y 2 e 2 sin x
dx
Solution

dy x2
+ xy = y 2 e 2 sin x
dx
Divide through by y 2 , we have

dy x2
y −2 + xy −1 = e 2 sin x
dx
let
v = y −1
dv dy
= −y −2 ,
dx dx
therefore
dy dv
= −y 2
dx dx
 dv  x2
y −2 − y 2 + xv = e 2 sin x
dx
dv x2
− xv = −e 2 sin x
dx
This is not exact, therefore P(x) = −x, hence
x2
R R
µ(x) = e P(x)dx
= e− xdx
= e− 2

Multiply the integrating factor by

dv x2
− xv = −e 2 sin x
dx
we have
x2 dv x2 x2 x2
e− 2 − xve− 2 = (e− 2 )(−e 2 ) sin x
dx
 2  Z
− x2
ve =− sin xdx
2
Z
− x2
ve =− sin xdx = cos x + c
Z
1 − x2
e 2 =− sin xdx = cos x + c
y
x2
e− 2
y=
cos x + c
Example: Solve
dy
x + y = x 3y 6
dx
Solution

dy
x + y = x 3y 6
dx
Divide through by x, we have

dy y
+ = x 2y 6
dx x
Divide through by y 6 we get

dy y 1−6
y −6 + = x2
dx x
set
v = y −4
dv dy
= −5y −6
dx dx
dy y 6 dv
=−
dx 5 dx
substitute all these into
dy y −5
y −6 + = x2
dx x
we have
 y 6 dv  v
y −6 − + = x2
5 dx x
1 dv v
− + = x2
5 dx x
 dv 5v
− = −5x 2
dx x
This is linear differential equation which is not exact, therefore
P(x) = − x5 and f (x) = −5x 2
R R 5 1
µ(x) = e P(x)dx
= e− x
dx
= e−5 ln x =
x5
1  dv  1  5v  1 2

− = − 5x
x 5 dx x5 x x5
d v  1
5
= 3
dx x x
Hence Z
v 1
5
= −5 dx
x x3
v 5
= +c
x5 2x 2
substitute the value of v we have
5 3 5
x y + cx 5 y 5 = 1
2
Exercises: Solve

(a) dy
dx + y
x = y .
2

(b) dy
dx + y
x = y x
2

(c) dy
dx = x 3 3
y − xy
(d) 6y 2dx − x(2x 3 + y )dy = 0
(e) 3(1 + x 2) dy 3
dx = 2xy (y − 1)
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Riccati Differential Equations

Differential equations that can be expressed as follows are

called Riccati differential equations

dy
= p(x)y 2 + q(x)y + r (x), (6.1)
dx
If r (x) = 0, it reduces to the Bernoulli’s differential equations.

If p(x) = 0, it reduces to the 1st-order linear differential

equations.

By guessing, one may obtain one particular solution y1 (x).

Method 1
With this particular solution, one may propose the following
general solution:
1
y (x) = y1 (x) +
z(x)
Thus,
z0
y 0 (x) = y10 (x) −
z2
1 2y1 (x)
y 2 (x) = y12 (x) + 2 +
z z
Substitute the above trial general solution and other terms to
the original Riccati differential equation, we have

z0
y 0 (x) = y10 (x) − 2
z

2 1 2y1 (x)   1 
= p(x) y1 (x) + 2 + + q(x) y1 (x) + + r (x)
z z z(x)
after re-arranging, we have

y10 (x) − r (x) − q(x)y1 (x) − p(x)y12 (x) =

z0 1 2y1 (x)   1 
+ p(x) + + q(x)
z2 z2 z z(x)
Because y1 (x) is the particular solution of the original Riccati
differential equation, the left hand side above equation must be
zero:

y10 (x) − r (x) − q(x)y1 (x) − p(x)y12 (x) = 0

Thus
z0 1 2y1 (x)   1 
+ p(x) + + q(x) =0
z2 z2 z z(x)

multiplying the above equation by z 2 , we obtain

z 0 + (q(x) + 2y1 (x))z + p(x) = 0

which is a simple 1st-order differential that can be easily solved.

Method 2
We look for general solution of the form
y (x) = y1 (x) + z(x)
Thus, the derivative of y (x) with respect to x, gives
y 0 (x) = y10 (x) + z 0 (x)
Putting this into
dy
= p(x)y 2 + q(x)y + r (x),
dx
with the fact that y1 (x) is a solution of (6.1)
 
y10 (x) + z 0 = p(x) y12 (x) + 2y1 (x)z + z 2 + q(x)(y1 (x) + z) + r (x)

y10 (x) − p(x)y1 (x)2 − q(x)y1 (x) − r (x) =

 
− z 0 + p(x) 2y1 (x)z + z 2 + q(x)z
Since y1 (x) is a solution, then

y10 (x) − p(x)y1 (x)2 − q(x)y1 (x) − r (x) = 0

therefore
 
0 = −z 0 + p(x) 2y1 (x)z + z 2 + q(x)z
 
z 0 = p(x)z 2 + z 2y1 (x)p(x) + q(x)

let U(x) = 2y1 (x)p(x) + q(x) we have

z 0 = p(x)z 2 + U(x)z,

which is a Bernoulli type equation that can be easily solved as

discussed previously.
Example: Solve using above two methods the Riccati equation

dy
= (y − x)2 + 1
dx
Solution
This can be rewritten as
dy
= y 2 − 2xy + x 2 + 1
dx
which is Riccati. It is also clear that y1 (x) = x is a solution.

Method 1
1
y (x) = y1 (x) +
z(x)
1
=x+
z(x)
Thus,
dy z0
= 1 − 2.
dx z
Therefore
z0 
2 2x 1 1 
1− 2
= x + + 2
− 2x x + + x2 + 1
z z z z(x)

z 0 = −1
z(x) = −x + c
1
y (x) = x +
c−x
Method 2

We search for general solution of the form

y (x) = y1 (x) + z(x)

= x + z(x)

Then,
dy dz
=1+ ,
dx dx
dz   
1+ = x 2 + 2xz(x) + z 2 (x) − 2x x + z(x) + x 2 + 1
dx
dz
= z 2 (x)
dx
This is a Bernoulli type equation and it is also separable.
Re-write this we have
dz
= dx
z 2 (x)
Z Z
dz
= dx
z 2 (x)
1
− =x +c
z
which gives
1
z(x) =
c−x
1
y (x) − x =
c−x
1
y (x) = x +
c−x
Exercises: Solve

dy
(a) dx = 1 + 14 (x − y )2 , y1 (x) = x
dy 2
(b) dx + y2 = x2
, y1 (x) = xc , where c=constant
dy
(c) dx + 2xy = 1 + x + y 2 , y1 (x) = x
2
Outline
FIRST ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Solution of Homogeneous differential Equations
Differential Equations Reducible to homogeneous form
Linear Equation
Exact Equations
Steps for solving exact ODEs
Bernoulli Differential Equations
Method of solution
Riccati Differential Equations
Applications of first order ordinary differential equations
Higher order Differential Equations
Population Growth and Decay

The differential equation

dN(t)
= kN(t)
dt
where N(t) denotes population at time t and k is a constant of
proportionality, serves as a model for population growth and
decay of insects, animals and human population at certain
places and duration.

Solution of this equation is

N(t) = Cekt ,

where C is the constant of integration

Example
The population of a community is known to increase at a rate
proportional to the number of people present at a time t. If the
population has doubled in 6 years, how long it will take to triple?

Solution
Let N(t) denote the population at time t. Let N0 denote the
initial population (population at t = 0).

N(t) = N0 ekt
N0 e6k = N(6) = 2N0 ⇐⇒ e6k = 2
ln 2
k=
6
Find t when
N(t) = 3N0 ⇐⇒ N0 ekt = 3N0
ln 3 6 ln 3
t= = = 9.5years
k ln 2
Radioactive Decay and Carbon Dating

In most cases a mathematical model is only an approximation

of the physical condition being studied. In the beginning of 20th
century E. Ruther ford, based on experimental results, was able
to formulate a model in terms of a simple differential equation to
describe radio active decay relying on the assumption that rate
at which atoms disintegrate is proportional to the number of
atoms N present in the material.
Let m(t) be the mass of a radioactive substance at time t, then
for some constant of proportionality k that depends on the
substance,
dm
= km (a)
dt
The solution of (a) is the basis for an important technique used
to estimate the ages of certain artefacts. Infact, Libby fetched
Nobel prize of chemistry is 1960 for his work related to this
model.
The process of estimating the age of an artefact or fossil is
called carbon dating.
Radio active dating has also been used to estimate the age of
the solar system and of earth as 45 billion years. It may be
recalled that the half-life is a measure of the stability of a radio
active substance. It is simply the time it takes for one half of the
atoms in an initial amount m(0) = M to disintegrate, or
transmute into the atoms of another element.
Example
A radioactive isotope has an initial mass 200mg, which two
years later is 50mg. Find the expression for the amount of the
isotope remaining at any time. What is its half-life?

Solution: Let m be the mass of the isotope remaining after t

years, and let −k be the constant of proportionality. Then the
rate of decomposition is modeled by

dm
= −km
dt
where minus sign indicates that the mass is decreasing. It is a
separable equation. Separating the variables, integrating, and
adding a constant in the form ln c, we get i.e

dm
= −kdt =⇒ ln m = −kt + c =⇒ m = e−kt × ec
m

m = αe−kt where α = ec
To find α recall that m = 200 when t = 0. Putting these values
of m and t we have

m = αe−kt =⇒ 200 = αe0 =⇒ α = 200

Therefore
m = 200e−kt
The value of k is determined by substituting t = 2 and m = 150.

150  150

150 = 200e−2k =⇒ e−2k = =⇒ −2k = ln
200 200
−2k = −0.2877
0.2877
k= ≈ 0.14
2
∴ m = 200e−0.14t
The mass of the isotope remaining after t years is then given by

m = 200e−0.14t

The half-life th is the time corresponding to m = 100mg.

Thus

100 = 200e−0.14th =⇒ e−0.14th = 0.5 = −0.14th = ln(0.5)

ln(0.5)
th = = 4.95years
−0.14
Chemical Reactions

Let two chemical substances combine in the ratio m : n to form

a third substance. Let S(t) denote the amount of the third
substance at time t, then a proportion mS(t)
m+n of it consists of the
first substance and a proportion nS(t)
m+n of it consists of the
second substance. The rate of the formation of the third
substance is proportional to the product of the amount of the
two component substances which have not yet combined
together. If M and N are the initial amounts of the two
substances, then we get

dS(t)  mS
 nS

∝ M− N−
dt m+n m+n
This is the nonlinear differential equation for a second order
reaction
Chemical Mixtures

Let us suppose that a large mixing tank holds m gallons of

water in which salt has been dissolved. Assume that another
brine solution is pumped into the large tank at the rate of n
gallons per minute, and then after proper mixing of these
ingredients it is pumped out at the same rate. Let us assume
that the concentration of the solution entering is p kilogram per
gallon.

Let P(t) be the amount of salt (measured in kilograms) in the

tank at any time. Then the rate at which P(t) changes is a net
rate:
dP(t)
= (rate of substance entering) − (rate of substance leaving)
dt
= R1 − R2

The rate R1 at which the salt enters the tank in kg/min is given
by
R1 = (n gal/min).(p kg) = n.p
The rate R2 at which salt is leaving is given by
n
R2 = (n gal/min).(P/m kg/gal) = Pkg/min
m
Then
dP(t) n
= R1 − R2 = n.p − P (∗)
dt m
The solution of (∗) will provide the amount of salt at any time t.
Example
A tank contains 300 litres of fluid in which 20 grams of salt is
dissolved. Brine containing 1 gm of salt per litre is then pumped
into the tank at a rate of 4L/min; the well-mixed solution is
pumped out at the same rate. Find the number N(t) of grams of
salt in the tank at time t.

Solution:
With information in this example we have
P(t) = N(t), n = 4, p = 1, m = 300
Therefore
dP(t) n dN(t) n
= n.p − P =⇒ = n.p − N
dt m dt m
dN(t) 4 N
= 4(1) − N =4−
dt 300 75
or
dN(t) N(t)
+ =4
dt 75
This is a linear differential of first order in P whose integrating
factor is R dt t
µ(t) = e 75 dt = e 75
tdN(t) t N(t) t
e 75 + e 75 = 4e 75
dt 75
d t
 t
N(t)e 75 = 4e 75
dt
 t
 t
d N(t)e 75 = 4e 75 dt
Z   Z
t t
d N(t)e 75 = 4e 75 dt
t t
N(t)e 75 = 300e 75 + c
t
N(t) = 300 + ce− 75
Since N(0) = 20 is given we have

20 = 300 + ce0 =⇒ c = −280

t
∴ N(t) = 300 − 280e− 75
Newton’s Law of Cooling
Physical experiments show that the rate of change of
temperature T with respect to time t, dT /dt, of a body is
proportional to the difference between the temperature of the
body (T ) and that of the surroundingmedium (T0 ).
This principle is known as Newton’s Law of Cooling and is
expressed through the following first order and first degree
differential equation:
dt
= −k (T − T0 ) (k > 0) (a)
dt
Separating the variables
dT
(b)
(T − T0 ) = −kdt
Integrating, we get
log(T − T0 ) = −k + log c
=⇒ T − T0 = ce−kt (c)
If Ti is the initial temperature of the body when t = 0, from Eq.
(c)
Ti − T0 = c (d)
Eliminating c between Eqs. (c) and (d), we have

T (t) = T0 + (Ti − T0 )e−kt (e)

Method of solving the problem of Newton’s Law of
Cooling

(a) Identify T0 , the temperature of the surrounding medium.

Then the general solution is given by Eq. (e).
(b) Use two given conditions and find the constant of
integration c and the proportionality constant k .
(c) Substitute c and k obtained from step 2 in Eq. (e). We can
determine (i) the value of T for a given time t or (ii) the
value of t for a given temperature T from Eq. (e).
Examples

(i) The temperature of a body initially at 80◦ C reduces to

60◦ C in 12 min. If the temperature of the surrounding air is
30◦ C, find the temperature of the body after 24 min.
(ii) A body is heated to 105◦ C and placed in air at 15◦ C. After
1 hr its temperature is 60◦ C. .How much additional time isr
◦
equired for it to cool to 37 21 C
Solutions
(i) Let T be the temperature of the body at time t. By
Newton’s Law of Cooling
dt
= −k (T − T0 ) =⇒ T − T0 = ce−kt
dt
Temperature of the surrounding medium T0 = 30

T = 30 + ce−kt

Initial temperature T = Ti = 80 when t = 0

Ti − T0 = 80 − 30 = ce0 =⇒ c = 50

∴ T = T0 + ce−kt = 30 + 50e−kt
when t = 12, T = 60 =⇒ 60 = 30 + 50e−12k
1 3
k = log
2 5
when t = 24,
 
1 3
− 12 ×24× log 5
T = 30 + 50e
= 48
(ii) Let T be the temperature of the body at time t. By
Newton’s Law of Cooling

dt
= −k (T − T0 ) =⇒ T − T0 = ce−kt
dt
Temperature of the surrounding medium T0 = 15

T = 15 + ce−kt

Initial temperature t = 0

T = Ti = 105 =⇒ 105 = 15 + ce0 =⇒ c = 90

when t = 1, T = 60 =⇒ 60 = 15 + 90e−k
1
e−k =
2
when T = 37.5
37.5 = 15 + 90e−kt
 1 t
=⇒ 15 + 90 =⇒ t = 2
2
Additional time required = 2 hr - 1 hr = 1 hr.
Logistic Equation

dP(t)
= P(t)(a − bP(t))
dt
where a and b are constants.
Using variable saparable, we have

dP(t)
= dt
P(t)(a − bP(t))

Decompose
dP(t)
P(t)(a − bP(t))
into partial fraction, we obtained
!
1 b
a a
+ dP(t) = dt
P(t) a − bP(t)
 1 1
ln P(t) − ln(a − bP(t)) = t + c
a a
 P(t) 
ln = at + ac
a − bP(t)
P(t)
= αeat , where α = eac
a − bP(t)
aαeat aα
P(t) = =
1 + bαe at bα + e−at
If P(0) = P0 , P0 6= a/b, we find

P0
α= ,
a − bP0

and so, after substituting and simplifying, the solution becomes

aP0
P(t) = .
bP0 + (a − bP0 )e−at
Example

Suppose a student carrying a flu virus returns to an isolated

college campus of 1000 students. If it is assumed that the rate
at which the virus spreads is proportional not only to the
number P(t) of infected students but also to the number of
students not infected, determine the number of infected
students after 6 days if it is further observed that after 4 days
P(4) = 50.
Solution

Assuming that no one leaves the campus throughout the

duration of the disease, we must solve the initial-value problem

dP(t)
= P(t)k (1000 − P(t)), P(0) = 1
dt
By making the identifications a = 1000k and b = k , we have
immediately our logistic equation that

1000k 1000
P(t) = −1000kt
= .
k + 999ke 1 + 999e−1000kt
Now, using the information P(4) = 50,, we determine k from

1000
50 =
1 + 999e−4000k
k = −0.0009906
Thus
1000
P(t) = .
1 + 999e−0.9906t
Lastly,
1000
P(6) = = 276students.
1 + 999e−5.9436
Exercises

(i) The population of a community is known to increase at a

rate proportional to the number of people present at time t.
If an initial population P0 has doubled in 5 years, how long
will it take to triple? To quadruple?

(ii) Suppose it is known that the population of the community

in question 1 is 10,000 after 3 years. What was the initial
popu- lation P0 ? What will the population be in 10 years?
How fast is the population growing at t = 10?
Exercises

(i) The population of a community is known to increase at a

rate proportional to the number of people present at time t.
If an initial population P0 has doubled in 5 years, how long
will it take to triple? To quadruple?

(ii) Suppose it is known that the population of the community

in question 1 is 10,000 after 3 years. What was the initial
popu- lation P0 ? What will the population be in 10 years?
How fast is the population growing at t = 10?
(iii) The radioactive isotope of lead, Pb-209, decays at a rate
pro- portional to the amount present at time t and has a
half-life of 3.3 hours. If 1 gram of this isotope is present
initially, how long will it take for 90% of the lead to decay?

(iv) The number N(t) of people in a community who are

exposed to a particular advertisement is governed by the
logistic equation. Initially N(0) = 500, and it is observed
that N(1) = 1000. Solve for N(t) if it is predicted that the
limiting number of people in the community who will see
the advertisement is 50,000.
(v) The radioactive isotope of lead, Pb-209, decays at a rate
pro- portional to the amount present at time t and has a
half-life of 3.3 hours. If 1 gram of this isotope is present
initially, how long will it take for 90% of the lead to decay?

(vi) The number N(t) of people in a community who are

exposed to a particular advertisement is governed by the
logistic equation. Initially N(0) = 500, and it is observed
that N(1) = 1000. Solve for N(t) if it is predicted that the
limiting number of people in the community who will see
the advertisement is 50,000.
(vii) A potato at room temperature of 72◦ F is placed in an oven
set at 350◦ F . After 30min, the potato?s temperature is
105◦ F . At what time will the potato reach a temperature of
165◦ F ?

(viii) On a cold winter evening with an outdoor temperature of

4◦ F , ahome?s furnace fails at 10 pm. At the time of the
furnace failure,the indoor temperature was 68◦ F . At 2 am,
the indoor temperaturewas 60◦ F . Assuming the outside
temperature remains constant, at what time will the
homeowner have to begin to worry about pipes freezing
due to an indoor temperature below 32◦ F ?
(vii) A potato at room temperature of 72◦ F is placed in an oven
set at 350◦ F . After 30min, the potato?s temperature is
105◦ F . At what time will the potato reach a temperature of
165◦ F ?

(viii) On a cold winter evening with an outdoor temperature of

4◦ F , ahome?s furnace fails at 10 pm. At the time of the
furnace failure,the indoor temperature was 68◦ F . At 2 am,
the indoor temperaturewas 60◦ F . Assuming the outside
temperature remains constant, at what time will the
homeowner have to begin to worry about pipes freezing
due to an indoor temperature below 32◦ F ?