ORDINARY DIFFERENTIAL EQUATIONS

AKEJU A.O
University of Ibadan
Department of Mathematics
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Technique for Solving Order 1 Linear and Non

Linear ODE We shall classify this into five categories as follows;
• Separation of Variable

• Homogeneous type

• Exact type

• Non exact type

• Bernoulli equation

0.1 Separation of Variable

If a first order ODE of the form

dy
= f (x)g(y)
dx

can be written in the form

dy
= f (x)dx
g(y)
then the equation is a separable equation where f (x) and g(y) are given func-
tions of the independent variable and the dependent variable respectively.
Examples

•
dy
= 2xy 2
dx

•
dy
y −1 (x + 1)−1
dx
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•
dy
(3y 2 + ey ) = cosx
dx

•
dy
(x + 1) = 2y
dx

Examples
Solve the following differential equations

(1)
dy 1+y
=
dx 2+x
Solution
This equation can be written in the separable form as

1 dy 1
=
1 + y dx 2+x

Integrating both sides ,we have

Z
dy Z
dx
=
1+y 2+x

Hence,we have

ln(1 + y) = ln(2 + x) + C = ln(2 + x) + lnA

If we simplify ,we have

ln(1 + y) = lnA(2 + x)

Then we get
y(x) = A(2 + x) − 1

where A is an arbitrary constant

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(2)
dy
= 2xy 2
dx
Solution
This equation can be written in the separable form as

y −2 dy = 2xdx

Integrating both sides,we have

Z Z
−2
y dy = 2xdx

Hence,we have
−1
= x2 + C
y
If we simplify ,we get
1
y(x) = −
x2 + C
where C is an arbitrary constant of integration

0.2 Homogeneous Type

dy
A differential equation of the form dx
= f (x, y) is said to be homogeneous of
degree n in x and y if and only if the function f(x,y) defined for all (x, y) ∈ R2
has the behaviour defined as follow;

f (tx, ty) = tn f (x, y) ∀t

Examples
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(1) The differential equation

dy y x4
= 2y 3 e x −
dx x + 3y

is a homogeneous equation of order 3 since the function

y x4
f (x, y) = 2y 3 e x −
x + 3y

is such that
ty t4 x4
f (tx, ty) = 2t3 y 3 e tx −
tx + 3ty
y x4
= t3 [2y 3 e x − ]
x + 3y
= t3 f (x, y)

(2) The differential equation

dy
= x3 y 2 − 3x5
dx

is a homogeneous equation of order 5 since the function

f (x, y) = x3 y 2 − 3x5

is such that
f (tx, ty) = t3 x3 t2 y 2 − 3t5 x5

= t5 [x3 y 2 − 3x5 ]

= t5 f (x, y)

The solution of the homogeneous type required a change of variable y = vx

that reduces the equation to the variable separable type of equation.Once this
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this is obtained,we can then use the separation of variable technique to solve

the problem.
Examples Solve the following differential equations

(1)
dy x2 + y 2
=
dx xy
Let
y
y = vx =⇒ v =
x
So that
dy dv
=v+x
dx dx
But
dy x2 + v 2 x2 1 + v2
= =
dx x2 v v
This means that
dv 1 + v2
v+x =
dx v
If we simplify this above equation ,we have

dv 1
x =
dx v

Integrating both sides of the equation ,we have

Z Z
dx
vdv =
x

This gives
v2
= ln x + c =⇒ v 2 = ln x2 + 2c
2
After further simplification,we have

y 2 = x2 (ln x + 2c)
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So that
√
y = x ln x2 + A

(2)
dy x + 3y
=
dx 2x
Let
y
y = vx =⇒ v =
x
So that
dy dv
=v+x
dx dx
But
dy x + 3xv 1 + 3v
= =
dx 2x 2
This means that
dv 1 + 3v
v+x =
dx 2
If we simplify the above equation,we have

dv 1+v
x =
dx 2

Integrating both sides of the equation ,we have

Z
2 Z
dx
dv =
1+v x

This gives
2 ln(1 + v) = ln x + c where c = ln A
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After further simplification,we have

y
(1 + v)2 = Ax =⇒ (1 + )2 = Ax =⇒ (x + y)2 = Ax3
x

So that
√
y= Ax3 − x

Exercise Solve the following differential equations:

dy
1. x2 + y 2 dx = xy
dy
2. (x2 + xy) dx = xy − y 2
dy
3. (x − y) dx =x+y

0.3 The Exact Type

The equation we shall concern ourselves with here are either of the form:

y 0 = F (x, y) (1)

or
M (x, y)dx + N (x, y)dy = 0 (2)

Example

(sin(x + y))dx + (x + 2y)dy = 0

may be written as
dy sin(x + y)
y0 = =−
dx x + 3y
.
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Definition 0.3.1. Let F be a function of 2 variables such that F has 1st partial

derivatives in the domain D. Then, the total differential equations of F ;

∂F (x, y) ∂F (x, y)
dF (x, y) = dx + dy ∀x, y ∈ D (3)
∂x ∂y

Example:
Let F (x, y) = xy 2 + 2x3 y
so that
∂F (x, y) ∂F (x, y)
dx = y 2 + 6x2 y, dy = 2xy + 2x3
∂x ∂y
Hence,
dF (x, y) = y 2 + 6x2 y + 2xy + 2x3

From (3.3),
dF (x, y) = M (x, y)dx + N (x, y)dy

then we can write

∂F ∂F
= M (x, y), = N (x, y) (4)
∂x ∂y

Theorem 0.3.1. Consider equation (3.2), where M and N have 1st partial
derivatives in (x, y) ∈ D. Then, the DE (3.2) is exact in D iff

∂M ∂N
= ∀ (x, y) ∈ D (5)
∂y ∂x
∂F ∂F
But M = ∂x
and N = ∂y
, then

∂ 2F
!
∂M ∂ ∂F
= =
∂y ∂y ∂x ∂y∂x

∂ 2F
!
∂N ∂ ∂F
= =
∂x ∂x ∂y ∂x∂y
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Equation (3.6) confirms (3.5)

Consider
y 2 dx + 2xydy = 0

where

M (x, y) = y 2 , N (x, y) = 2xy

so that
∂M ∂N
= 2y, = 2y
∂y ∂x
Since
∂M ∂N
= = 2y
∂y ∂x
Then the given DE is an exact DE ∀ (x, y) ∈ D.

Exercise:
Verify whether the following differential equations are exact or not:

1. x2 dx + 2xydy = 0

2. ydx + 2xdy = 0

Theorem 0.3.2. Suppose (2.2) satisfies the differentiability requirement of

theorem (2.1) and its exact in (x, y) ∈ D, then the solution of the differential
equation (2.2) is given as

F (x, y) = c (6)

where F is a function satisfying (2.4) and c is any arbitrary constant or func-

tion.
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Example 1: Solve the DE

(3x2 + 4xy)dx + (2x2 + 2y)dy = 0

Solution:

M (x, y) = 3x2 + 4xy, N (x, y) = 2x2 + 2y

and
∂M ∂N
= 4x, = 4x
∂y ∂x
Hence, the DE is exact.

∂F Z
= 3x2 + 4xy =⇒ F = 3x2 + 4xydx
∂x
So,
F = x3 + 2x2 y + Φ(y), (Φ is a f unction of y)

In other to know the value of Φ , we find

∂F
= 2x2 + Φ0 (y)
∂y
But
∂F
= N (x, y) = 2x2 + 2y
∂y
Therefore
∂F
2x2 + 2y = 2x2 + Φ0 (y) =
∂y
and
Φ0 (y) = 2y, =⇒ Φ(y) = y 2 + c
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F = x3 + 2x2 y + y 2 + c

c at this level is optional.

Example 2: Solve the DE

(2x cos y + 3x2 y)dx + (x3 − x2 sin y)dy

Solution:

M (x, y) = 2x cos y + 3x2 y, N (x, y) = x3 − x2 sin y

and
∂M ∂N
= −2x sin y + 3x2 , = 3x2 − 2x sin y
∂y ∂x
Hence the differential equation is exact

∂F Z
= 2x cos y + 3x2 y, =⇒ F = 2x cos y + 3x2 ydx
∂x
So
F = x2 cos y + +x3 y + φ(y)

In other to evaluate the value of Φ ,we find

∂F
= −x2 sin y + x3 + φ0 (y)
∂y

But
∂F
= N (x, y) = x3 − x2 sin y
∂y
Therefore
x3 − x2 sin y = −x2 sin y + x3 + φ0 (y)
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and

φ0 (y) = 0, =⇒ φ(y) = 0

Hence

F = x2 cos y + x3 y

Example 3: Solve the D.E

3x(xy − 2)dx + (x3 + 2y)dy = 0

Solution

M (x, y) = 3x2 y − 6x, N (x, y) = x3 + 2y

∂M ∂N
= 3x2 , = 3x2
∂y ∂x
Hence the differential equation is exact

∂F Z
= 3x2 y − 6x, =⇒ F = 3x2 y − 6xdx
∂x

So
F = x3 y − 3x2 + φ(y)

In other to evaluate the value of Φ ,we find

∂F
= x3 + φ0 (y)
∂y

But
∂F
= N (x, y) = x3 + 2y
∂y
Therefore
x3 + 2y = x3 + φ0 (y)
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and

φ0 (y) = 2y, =⇒ φ(y) = y 2

Hence
F (x, y) = x3 y − 3x2 + y 2

The general solution F (x, y) = C , ⇒ x3 y − 3x2 + y 2 = C

Exercise

(1) Determine which of the following differential equations are exact and
Solve those that are exact

(a.) (3x2 y + 2)dx − (x3 − y)dy = 0

(b.) (θ2 + 1) cos rdr + 2θ sin rdθ = 0

(c.) (2y sin x cos x + y 2 sin x)dx + (sin2 x − 2y cos x)dy = 0

(d.) ydx + (x2 y − x)dy = 0

y
(e.) x2
dx + (y − x1 )dy

(2.) Determine the value of constant A which the equations below are exact

(a.) (x2 + 3xy)dx + (Ax2 + 4y)dy = 0

(b.) ( x12 + 1
y2
)dx + ( Ax+1
y3
)dy = 0

0.4 Non-Exact Equation To Exact Equation

Observe that the D.E

ydx + (x2 y − x)dy = 0
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is not exact i.e

∂M ∂N
6=
∂y ∂x
However, if we multiply the equation by 1/x2 for instance, then we have

y 1
2
dx + (y − )dy = 0
x x
which is exact (observe)

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

is not exact, it is possible to make it exact by multiplying the equation with

a specific function that will make the equation exact.This function is called

Integrating factor.
Consider a Linear Differential equation of order 1 of the form

dy
+ Py = Q (7)
dx

where P and Q are functions of x or constant

Equation(3.7) is not exact, but it can be solved using Integrating factor which

is always
R
pdx
e

Example 1

Solve the D.E

dy
+ 3y = e2x
dx
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Solution

Compare this with (3.7), then, we observe that P = 3, Q = e2x then

R
3dx
I.F = e = e3x

Multiply the given D.E by I.F, we have

dy
e3x + e3x 3y = e5x
dx
Observe that the LHS is the differential coefficient of ye3x i.e

d dy
(ye3x ) = e3x + e3x 3y
dx dx

Hence
d
(ye3x ) = e5x
dx
Integrating both sides, we have

Z
e5x
ye3x = e5x dx = +C
5
Divide both sides by e3x ,we have

e2x
y= + Ce−3x
5

Example 2
Solve the D.E

y0 − y = x
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Solution

Compare with (3.7), P = −1, Q = x, then

R
−1dx
I.F = e = e−x

Multiply the given D.E by I.F ,we have

dy
e−x − e−x y = xe−x
dx
Observe that the LHS is the differential coefficient of ye−x i.e
d dy
(ye−x ) = e−x − e−x y
dx dx
Hence
d
(ye−x ) = xe−x
dx
Integrating both sides,we have

Z
−x
ye = xe−x dx = −e−x (x + 1) + C

Using Integration by part

Divide both sides by e−x ,we have

y = −(x + 1) + Cex = Cex − x − 1

Example3 Solve
dy
+ ycotx = cosx
dx
Solution
Comparing with (3.7), p = cotx , Q = cosx,
R
cotxdx
I.F = e
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R cosx
dx
I.F = e sinx

= eln sinx = sinx

Multiply the given D.E by I.F ,we have

dy
sinx + ycotxsinx = sinx
dy

2
ysinx= cosxsinxdx= sin2 x + c
R

y= sinx
2
+ ccosecx

Exercise
Solve the following D.E

dy
(1) (x + 1) dx + y = (x + 1)2

dy
(2) (1 − x2 ) dx − xy = 1

dy
(3) x dx − 5y = x7

0.5 Bernoulli Equation

This is a non linear special type of D.E which can be reduced to a linear
equation via logical transformation.

The equation of the form

dy
+ p(x)y = q(x)y n (8)
dx
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is called Bernoulli equation where n ∈ N

If n = 0 or n = 1, then(3.8) reduced to a linear equation which can be solved

using our previous method(s). It is therefore assume that n 6= 0, 1 for (3.8)
to retain its identity as Bernoulli D.E.The solution of this type of D.E require

the following transformation,

dy
+ p(x)y = q(x)y n
dx

Divide (3.8) by y n i.e

dy
y −n + p(x)y 1−n = q(x) (9)
dx
Let

Z = y 1−n (10)

Then
dz dy
= (1 − n)y −n (11)
dx dx
Substitute (3.10) and (3.11) in (3.9), we have

1 dz
+ p(x)z = q(x)
1 − n dx

Multiple through by 1 − n,we have

dz
+ (1 − n)p(x)z = (1 − n)q(x)
dx

This can be written in the form

dz
+ Φ(x)z = Q(x) (12)
dx

where
(1 − n)p(x) = Φ(x) and (1 − n)q(x) = Q(x)
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. Observe that (3.12) is of the form (3.7) which is a linear D.E in variable x

and z

Example 1

Solve the D.E

dy y
+ = xy 2
dx x
Solution:

Divide through by y 2 ,

dy 1 1−2
y −2 + y =x
dx x
Let
z = y 1−2 ..............(3.13)

Then
dz dy
= −y −2 ..........(3.14)
dx dx
Substitute (3.13) and (3.14) into the given differential equation,we have

dz 1
− z = −x
dx x

The given equation has reduce to linear differential equation that be solve
using integrating factor i.e
R −1 −1 1
I.F = e x
dx
= elnx = x−1 =
x

Multiply both sides of the last equation by this integrating factor,we have

1 dz 1
+ 2 z = −1
x dx x
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Note that the left hand side of the above equation satisfy the differential coef-

ficient
d z
(+ ) = −1
dx x
Integrating both sides,we have

z Z
= − dx = −x + c
x

Then
z = −x2 + cx

Therefore

y = (−x2 + cx)− 1

Example 2
Solve the D.E
dy
x2 y − x3 = y 4 cos x
dx
Solution:

This equation can be re-arrange as

dy 1 −y 4 cosx
− y=
dx x x3

Divide through by y 4 , we have

dy 1 cosx
y −4 − y −3 = 3 ....... +
dx x x
Let

z = y 1−4 = y −3 .......... ∗
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So that the derivative

dz dy
= −3y −4 .......... ∗∗
dx dx

Substitute ∗ and ∗∗ in equation +, and divide both sides of the equation by

−3 we have
dz 3
+ z = −3x−3 cosx
dx x
This is a linear differential equation with variable z and x
Where
R 3
dx
I.F = e x = x3

Multiple the linear equation by the integrating factor ,we have

dz
x3 + 3x2 z = 3cosx
dx
d
Observe that the RHS of above equation is the derivative of dx
(x3 z)
So that
d 3
(x z) = 3 cos x
dx
Integrate both sides, we have
Z
3
xz= 3cosxdx

3 sin x + c
z=
x3
and
x3 x3
y3 = R =
[ 3cosxdx] + c 3sinx + c
Therefore,
x3 1
y=( )3
3sinx + c
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Exercise

Solve the D.E

dy
2y −3 = y 4 e3x
dx