Topic 02: First Order ODEs

MA102 Mathematics II: Winter Semester of AY 2022-2023

M. Guru Prem Prasad : IIT Guwahati

Section 8.1 and Sections 2.1 to 2.4, Section 3.1

of
S. L. Ross, Differential Equations, 3rd Edition, Wiley

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 1 / 87
Learning Outcome

First Order ODEs: Geometrical Interpretations

Separable equations
Exact equations
Reducible to Exact equations by Special Integrating Factors
Homogeneous equations
Linear equations
Special Transformations
Clairaut equation
Bernoulli equation
Ricatti’s equation
Applications: Orthogonal Trajectories and Oblique Trajectories

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First Order ODEs: Geometrical Interpretations

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First Order ODE
We restrict to the notation of denoting dependent variable by y and independent variable by x
of Ross Book.
The first order ODE is expressed in either the derivative form

dy
= f (x, y) (1)
dx
or the differential form
M(x, y) dx + N(x, y) dy = 0 . (2)

An ODE in one of the forms may be written in the other form.

Example
dy x2 + y2
= may be written as (x2 + y2 )dx + (y − x)dy = 0 .
dx x−y
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 4 / 87
Geometrical interpretation of the standard form

Refer: Section 8.1 of S. L. Ross, Differential Equations, 3rd Edition, Wiley

Consider the first-order differential equations given in the standard form

dy
= f (x, y) . (3)
dx
dy
Recall that a derivative dx of a differentiable function y = y(x) gives the slopes of the
tangent lines at points on its graph.
Now as a solution y = y(x) of (3) is necessarily a differentiable function on its interval I .
Thus the curve/graph y = y(x) must have no breaks in I and possess a tangent line at
each point (x, y(x)).
From (1), the slope of this tangent line at the point (x, y(x)) is f (x, y(x)).

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 5 / 87
Geometrical interpretation continues...

Suppose that (x, y) represents any point in the domain of the function f (x, y).
The value of f (x, y) that the function f assigns to the point (x, y) represents the slope of a
line.
We systematically evaluate f (x, y) over a rectangular grid of points in the xy-plane and
draw a line element at each point (x, y), having the slope f (x, y). Then the collection of
these line elements is called a direction field or slope field or tangent field.
Geometrically, the direction field suggests the appearance or shape of a family of solution
dy
curves of the differential equation dx = f (x, y).
dy
For the differential equation dx = f (x, y), the isoclines are the curves f (x, y) = c, for
different values of the parameter c. Note that the isoclines are not in general solution
curves.
Since the line elements/ directions along a given isocline all have the same inclinations, a
great number of line elements can be constructed with ease and speed, once the given
isocline is drawn and one line element has constructed upon it.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 6 / 87
Direction Field (or Slope Field or Tangent Field) and Isoclines

Definition
Consider the first order differential equation given in the standard form.

dy
= f (x, y) . (4)
dx
For each point (x, y) at which f (x, y) is defined, the differential equation (4) defines a line
segment with slope f (x, y), or in other words, a direction. Each such point, taken together with
the corresponding direction so defined, consitutes the direction field of the differential equation
(4).

Definition
A curve along which the slope f (x, y) has a constant value c is called an isocline of the
differential equaion (4). That is, the isoclines of (4) are the curves f (x, y) = c, for different
values of the parameter c.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 7 / 87
Direction Field / Slope Field of
dy
dx = −y/x
URL: https://www.geogebra.org/m/W7dAdgqc

dy
Figure: Direction field of dx = −y/x
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 8 / 87
Direction Field and Isoclines of
dy
dx = −y/x
URL: https://www.geogebra.org/m/aQhsQUkX

dy
Figure: Direction field of dx = −y/x
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 9 / 87
Direction Field and Solution Curves of
dy
dx = −y/x
URL: https://www.geogebra.org/m/W7dAdgqc

dy
Figure: Direction field of dx = −y/x
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 10 / 87
Direction Field / Slope Field of
dy
dx = xy
URL: https://www.geogebra.org/m/W7dAdgqc

dy
Figure: Direction field of dx = xy
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 11 / 87
Direction Field and Solution Curves of
dy
dx = xy
URL: https://www.geogebra.org/m/W7dAdgqc

dy
Figure: Direction field of dx = xy
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 12 / 87
First Order ODEs for which Implicit/ Explicit Solutions are
Obtainable

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 Separable Equations

H(x) G(y) dx + h(x)g(y) dy = 0

or
dy
= h(x)g(y)
dx
or
H(x) dx + G(y) dy = 0

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 14 / 87
Separable Equations
Definition
A first order differential equation of the form

H(x) G(y) dx + h(x)g(y) dy = 0 (5)

or
dy
= h(x)g(y) (6)
dx
is called an equation with variables separable or simply a separable equation.

The reason is it can be rewritten with only a function of x appearing on one side of the
equation and a function of y on the other side.
g(y) H(x) 1
dy = − dx or dy = h(x) dx .
G(y) h(x) g(y)
Example: (1 + x)(1 + y) dx − x2 y2 dy = 0 and y0 = x2 (1 + y2 ) are separable equations.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 15 / 87
Method for Solving Separable Equations
In general, the separable equation H(x) G(y) dx + h(x)g(y) dy = 0 is not exact unless
H(x)G0 (y) , h0 (x)g(y).
Method for Solving Separable Equations:
1
The integrating factor is h(x)G(y) (provided h(x) , 0 and G(y) , 0).
The equivalent ODE obtained after multiplying (5) by integrating factor is

H(x) g(y)
dx + dy = 0 . (7)
h(x) G(y)
Here M(x, y) = H(x)/h(x) and N(x, y) = g(y)/G(y). This equation is exact because
∂M ∂N
∂y = 0 = ∂x .
The implicit solution of (5) is given by F(x, y) = c, where
Z Z
H(x) g(y)
F(x, y) = dx + dy .
h(x) G(y)

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 16 / 87
Example
Consider (x − 4)y4 dx − x3 (y2 − 3)dy = 0.
Separating the variables by dividing x3 y4 , we obtain

(x − 4)dx (y2 − 3)dy

3
− 4
=0.
x y
The general solution is

(−1)(y2 − 3)
Z Z !
(x − 4)
dx + dy = c; x , 0 and y , 0
x3 y4

2 1 1 1
2
− + − 3 = c; x , 0 and y , 0
x x y y
Note: y = 0 is a solution of the original equation which was lost in the separation process.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 17 / 87
 Exact Equations

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

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 18 / 87
Total Differential

Definition
Let F : D ⊆ R2 → R be a function such that F has continuous first order partial derivatives in a
domain D. The total differential dF of the function F is defined by

∂F(x, y) ∂F(x, y)
dF(x, y) = dx + dy for all (x, y) ∈ D .
∂x ∂y

Example
Let F(x, y) = xy2 + 2x3 y for (x, y) ∈ R2 . Then, the total differential of F is given by

∂F(x, y) ∂F(x, y)
dF(x, y) = dx + dy = (y2 + 6x2 y) dx + (2xy + 2x3 ) dy for all (x, y) ∈ R2 .
∂x ∂y

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 19 / 87
Exact Differential Equation

Definition
The expression M(x, y) dx + N(x, y) dy is called an exact differential in a domain D if there
exists a function F : D ⊆ R2 → R such that
∂F(x, y) ∂F(x, y)
= M(x, y) and = N(x, y) for all (x, y) ∈ D .
∂x ∂y

Definition
A first order ODE M(x, y) dx + N(x, y) dy = 0 is called an exact differential equation in a
domain D if M(x, y) dx + N(x, y) dy is an exact differential in D.

Example
y2 dx + 2xydx = 0 is an exact differential equation in R2 , because there exists F(x, y) = xy2 such
∂F(x,y) ∂F(x,y)
that ∂x = y2 and ∂y = 2xy and M(x, y)dx + N(x, y)dy is an exact differential in R2 .

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Integral curves of Exact ODE
Suppose the equation M(x, y) dx + N(x, y) dy = 0 is exact in a domain D. Then, there exists
a function F(x, y) such that
∂F(x, y) ∂F(x, y)
= M(x, y) and = N(x, y) for all (x, y) ∈ D .
∂x ∂y
Then, Mdx + Ndy = 0 can be written as
∂F(x, y) ∂F(x, y)
dx + dy = 0 .
∂x ∂y
It gives that the total differential
∂F(x, y) ∂F(x, y)
dF = dx + dy = 0 .
∂x ∂y
Integrating it, we get
F(x, y) = c, where c is an arbitrary constant.
It defines the solution curves or integral curves of M(x, y) dx + N(x, y) dy = 0. So, F(x, y) = c
is said to be an implicit solution of M(x, y) dx + N(x, y) dy = 0.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 21 / 87
Necessary and Sufficient Conditions for Equations to be Exact

Theorem
Necessary and Sufficient Conditions for Exactness: Consider the differential equation

M(x, y) dx + N(x, y) dy = 0 , (8)

where M and N have continuous first order partial derivatives at all points (x, y) in a
rectangular domain D. Then
∂M(x, y) ∂N(x, y)
Equation (8) is exact in D if and only if = for all (x, y) ∈ D.
∂y ∂x

Proof of =⇒:
Since Equation (8) is exact in D, Mdx + Ndy is an exact differential in D. By definition of exact
differential, there exists a function F such that
∂F(x, y) ∂F(x, y)
= M(x, y) and = N(x, y) for all (x, y) ∈ D .
∂x ∂y

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 22 / 87
Continuation of proof

∂2 F(x, y) ∂M(x, y) ∂2 F(x, y) ∂N(x, y)

=⇒ = and = for all (x, y) ∈ D .
∂y ∂x ∂y ∂x ∂y ∂x
∂M(x,y) ∂N(x,y) ∂2 F(x,y) ∂2 F(x,y)
Since ∂y and ∂x are continuous in D, ∂y ∂x and ∂x ∂y are continuous in D.
∂2 F(x,y) ∂2 F(x,y)
Since the mixed partial derivatives ∂y ∂x and ∂x ∂y are continuous in D, they are equal in D.
∂M(x, y) ∂N(x, y)
Therefore, = for all (x, y) ∈ D.
∂y ∂x
Proof of ⇐=:
Given that ∂M ∂N
∂y = ∂x in D.
To show: Mdx + Ndy = 0 is exact in D.
To show: There exists a function F such that ∂F ∂F
∂x = M and ∂y = N in D.
Let Z
F(x, y) = M(x, y) dx + φ(y),
where φ(y) is an arbitrary function of y and the integration indicates a partial integration with
respect to x by holding y as a constant.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 23 / 87
Continuation of Proof

Differentiating F partially with respect to y, we get

∂F(x, y) ∂
Z
dφ(y)
= M(x, y) dx + .
∂y ∂y dy
We must have
∂
Z
dφ(y)
N(x, y) = M(x, y) dx + .
∂y dy
∂
Z
dφ(y)
=⇒ = N(x, y) − M(x, y) dx .
dy ∂y
dφ
Since φ is a function of y only, dy is also be independent of x.
It requires that
∂ ∂
Z !
N(x, y) − M(x, y) dx = 0 .
∂x ∂y

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 24 / 87
Continuation of Proof

∂ ∂ ∂N ∂2
Z ! Z
N(x, y) − M(x, y) dx = − M(x, y) dx . (9)
∂x ∂y ∂x ∂x ∂y
Now,
∂2 ∂2 F(x, y) ∂2 F(x, y) ∂2 ∂M
Z Z
M(x, y) dx = = = M(x, y) dx = . (10)
∂x ∂y ∂x ∂y ∂y ∂x ∂y ∂x ∂y
Substituting (10) in (9) and using hypothesis, we get
∂ ∂ ∂N ∂M
Z !
N(x, y) − M(x, y) dx = − =0 in D .
∂x ∂y ∂x ∂y
∂
Z " Z #
Therefore φ(y) = N(x, y) − M(x, y) dx dy.
∂y
∂
Z Z " Z #
F(x, y) = M(x, y) dx + N(x, y) − M(x, y) dx dy .
∂y
∂F ∂F
This F(x, y) satisfies ∂x = M and ∂y = N in D and hence Mdx + Ndy = 0 is exact in D.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 25 / 87
Example for Solving Exact Equations
Solve (4x + 3y) dx + 3(x + y2 ) dy = 0.
Step 1: Checking the given ODE is exact.
Here M(x, y) = 4x + 3y and N(x, y) = 3x + 3y2 for all (x, y) ∈ R2 .
Since
∂M ∂N
=3= for all (x, y) ∈ R2 ,
∂y ∂x
by Theorem 11, the given ODE is exact in R2 .
∂φ ∂φ
Thus, there exists a function φ : R2 → R such that ∂x = M = 4x + 3y and ∂y = N = 3x + 3y2 for
all (x, y) ∈ R2 . Now, we will find such φ(x, y), which is a general solution of the given ODE.
Step 2: Starting with M and integrating it partially with respect to x
∂φ(x, y)
= M(x, y) = 4x + 3y . (11)
∂x
Integrating (11) partially with respect to x, we get
Z Z
φ(x, y) = M(x, y) dx = (4x + 3y) dx = 2x2 + 3xy + h(y) , (12)

where h(y) is an arbitrary M.function of y:.IIT Guwahati

Guru Prem Prasad Topic 02: First Order ODEs 26 / 87
Continuation of previous slide

Step 3: Using N
Differentiating (12) with respect to y, we get

∂φ(x, y)
= 3x + h0 (y) , (13)
∂y
∂φ(x, y)
But = N(x, y) = 3x + 3y2 . (14)
∂y
Step 4: Determining h(y)
From (13) and (14), we get
h0 (y) = 3y2 . (15)
Integrating (15) with respect to y, we get

h(y) = y3 + k, where k is an arbitary real constant . (16)

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 27 / 87
Continuation of previous slide

Step 5: Writing General Solution

Substituting (16) in (12), we get

φ(x, y) = 2x2 + 3xy + y3 + k, where k is an arbitary real constant . (17)

Then,
φ(x, y) = 2x2 + 3xy + y3 = c, where c is a real parameter
is the general solution of the given ODE.
Solve the initial value problem (4x + 3y) dx + 3(x + y2 ) dy = 0 with the initial condition y(0) = 2.
We obtained the general solution as φ(x, y) = 2x2 + 3xy + y3 = c.
Substituting the initial condition y(0) = 8, we get c = 8.
Therefore, the particular solution of the given IVP is 2x2 + 3xy + y3 = 8.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 28 / 87
Method of Grouping to Solve Exact ODE
Let the differential equation M(x, y)dx + N(x, y)dy = 0 be exact. Then this can be solved by
grouping the terms in such a way that the left hand side appears as the sum of certain exact
differential eqation.
Example
Solve (3x2 + 4xy) dx + (2x2 + 2y) dy = 0.
Here M(x, y) = 3x2 + 4xy and N(x, y) = 2x2 + 2y. So My (x, y) = 4x = N x (x, y) and hence the
given equation is exact. We rearrange the terms in the above as

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

Now note that d(x3 ) = 3x2 dx, d(2x2 y) = 4xy dx + 2x2 dy and d(y2 ) = 2y dy. Now as the
differential operator is linear, the above equation can be written as

d(x3 + 2x2 y + y2 ) = 0.

Thus the implicit solution is x3 + 2x2 y + y2 = c, where c ∈ R is an arbitrary constant.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 29 / 87
Integrating Factor
An equation M(x, y) dx + N(x, y) dy = 0 need not be exact. However, it can be made exact by
multiplying them by a suitable function µ(x, y).
Definition
If the differential equation
M(x, y) dx + N(x, y) dy = 0 (18)
is not exact in a domain D, but the differential equation

µ(x, y) M(x, y) dx + µ(x, y) N(x, y) dy = 0 (19)

is exact in D, then µ(x, y) is called an integrating factor of the differential equation (18).

Remark
While (18) and (19) have essentially the same solutions, it is possible to lose and/or gain
solutions when multiplying by µ(x, y). For this reason, (19) is called as an essentially
equivalent exact equation.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 30 / 87
Example
The differential equation
(3y + 4xy2 ) dx + (2 + 3x2 y) dy = 0
is not exact, because
∂M(x, y) ∂N(x, y)
= 3 + 8xy , 2 + 6xy =
∂y ∂x
for all (x, y) ∈ R2 except those points for which 2xy + 1 = 0.
Let µ(x, y) = x2 y. Then,
µ(x, y) M(x, y) dx + µ(x, y) N(x, y) dy = (3x2 y2 + 4x3 y3 ) dx + (2x3 y + 3x4 y2 ) dy = 0
is exact, because
∂(µ(x, y) M(x, y)) ∂(µ(x, y) N(x, y))
= 6x2 y + 12x3 y2 =
∂y ∂x
for all (x, y) ∈ R2 .
Therefore, µ(x, y) = x2 y is an integrating factor of (3y + 4xy2 ) dx + (2 + 3x2 y) dy = 0.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 31 / 87
Example
Example
Consider the ODE (y2 + 2xy) dx − x2 dy = 0.
Check that y12 is the integrating factor which transform this ODE to the exact equation

x2
!
2x
1+ dy − 2 dy = 0.
y y

Note that y(x) ≡ 0 solve the original equation but not the transformed equivalent exact
equation. Thus here we loose a solution.

Example
The equation (y2 + y)dx − xdy = 0 is not exact. But, when we multiply by 1/y2 , the resulting
equation !
1 x
1+ dx − 2 dy = 0, y,0
y y
is exact. Therefore µ(x, y)M.=Guru
1/y 2 is
Prem an: IITintegrating
Prasad Guwahati factor
Topic 02: First + y)dx − xdy = 0.
(y2ODEs
ofOrder 32 / 87
Non Uniqueness of Integrating Factors

Example
The equation dx + (x/y)dy = 0 is not exact.

If we multiply µ1 (x, y) = y, then the resulting equation ydx + xdy = 0 is exact, and it has the
solution F(x, y) = xy = c. Therefore, µ1 (x, y) = y is an integrating factor. Note that y(x) ≡ 0 is
not a solution of the original equation but it is a solution of the transformed equivalent exact
equation. Thus here we gain a solution.

If we multiply µ2 (x, y) = 2xy2 , then the resulting equation 2xy2 dx + 2x2 ydy = 0 is exact, and it
has the solution F(x, y) = x2 y2 = c. Therefore, µ2 (x, y) = 2xy2 is an integrating factor.

Further note that µ3 (x, y) = tanh(xy) and µ4 (x, y) = y sech2 (xy) are also another integrating
factors.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 33 / 87
Exercise

 
Solve (y cos x +2x ey ) + sin x + x e − 1 y0 = 0.
2 y

Answer: y sin x + x2 ey − y = c, where c is an arbitrary real constant.

   
Solve 2x sin y + y e dx + x cos y + 3y e dy = 0.
3 x 2 2 x

Answer: x2 sin y + y3 e x = c, where c is an arbitrary real constant.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 34 / 87
Reducible to Exact Equations by Special Integrating
Factors

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

My −N x
N is continuous and depends only on x.
N x −My
M is continuous and depends only on y.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 35 / 87
Reducible to Exact Equation by a Special Integrating Factor which is a
Function x only
Recall: If the equation
M(x, y)dx + N(x, y)dy = 0 (20)
is not exact, but the equation

µ(x, y){M(x, y)dx + N(x, y)dy} = 0 (21)

is exact then µ(x, y) is called an integrating factor of (20).

Theorem
(My −N x )
If N is continuous and depends only on x, then
Z ( ) !
My − N x
µ(x) = exp dx
N

is an integrating factor for Mdx + Ndy = 0.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 36 / 87
Proof. If µ(x, y) is an integrating factor, then (21) is exact. This implies
∂ ∂
{µM} = {µN}
∂y ∂x
∂µ ∂µ ∂N ∂M
!
=⇒ −NM = − µ.
∂y ∂x ∂x ∂y
Now as we are aiming to find an integrating factor µ = µ(x) (i.e. integrating function is only of
variable x), we have
∂µ ∂µ dµ
= 0, = .
∂y ∂x dx
Putting these in the above equation and using the hypothesis that (My − N x )/N is just a
function of x, we get the following ODE in the unknown µ(x)
!
dµ M y − N x
= µ.
dx N
Upon integrating w.r.t. x both sides, the solution µ of the above ODE is given by
Z ( ) !
My − N x
µ(x) = exp dx .
N
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 37 / 87
Example
Solve (x3 + xy4 ) dx + 2y3 dy = 0.

M = x3 + xy4 and N = 2y3 .

∂M ∂N
= 4xy3 and =0.
∂y ∂x
Observe that
My − N x 1
= 3 (4xy3 ) = 2x. (Function of x only)
N 2y
The integrating factor can be determined as
Z ( ) ! !
My − N x
Z
2
µ(x) = exp dx = exp 2x dx = e x .
N
The given equation becomes
x2 x2
(x + xy ) e
3 4
dx + 2 y e 3
dy = 0 ,
which is an exact differential equation. We will find its general solution now.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 38 / 87
Continuation of Previous Slide

∂φ(x, y) 4 x2
= M(x, y) = x(x + y ) e .
2
∂x
Integrating partially with respect to x, we get
Z Z
2
φ(x, y) = M(x, y) dx + φ(y) = x(x2 + y4 ) e x dx + h(y)

1 2
= (x2 − 1 + y4 )e x + h(y)
2
Diffrentiating with respect to y partially, we get
∂φ(x, y) 2
= 2y3 e x + h0 (y)
∂y
∂φ(x, y) 2
But = N(x, y) = 2e x y3 . From these, we get h0 (y) = 0 and hence h(y) = c, where c is
∂y
an arbitrary real constant.
1 2 2
Therefore, the general solution to the given equation is φ(x, y) = (x − 1 + y4 )e x + c.
2
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 39 / 87
Example (Ross Book Example 2.18 on Page No. 64)

Solve (2x2 + y) dx + (x2 y − x) dy = 0.

1 y
Answer: 2x + − = c, where c is an arbitrary real constant.
y2 x

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 40 / 87
Reducible to Exact Equation by a Special Integrating Factor which is a
Function y only
Theorem
(N x −My )
If M is continuous and depends only on y, then
Z ( ) !
N x − My
µ(y) = exp dy
M

is an integrating factor for Mdx + Ndy = 0.

Proof. If µ(x, y) is an integrating factor, then Mdx + Ndy = 0 is exact. This implies
∂ ∂
{µM} = {µN}
∂y ∂x

∂µ ∂µ ∂N ∂M
!
=⇒ M −N = − µ.
∂y ∂x ∂x ∂y
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 41 / 87
Now as we are aiming to find an integrating factor µ = µ(y) (i.e. integrating function is only of
variable y), we have
∂µ ∂µ dµ
= 0, = .
∂x ∂y dy
Putting these in the above equation and using the hypothesis that (N x − My )/M is just a
function of y, we get the following ODE in the unknown µ(y)
!
dµ N x − My
= µ.
dy M

Upon integrating w.r.t. y both sides, the solution µ of the above ODE is given by
Z ( ) !
N x − My
µ(y) = exp dy .
M

This completes the proof.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 42 / 87
Example
Solve xy dx + (2x2 + 3y2 − 20) dy = 0.

M = xy and N = 2x2 + 3y2 − 20.

∂M ∂N
=x and = 4x .
∂y ∂x
Observe that
N x − My 1 3
= (4x − x) = . (Function of y only)
M xy y
The integrating factor can be determined as
Z ( ) !
N x − My R 3
dx
µ(y) = exp dy = e y = y3 .
M
The given equation becomes
xy4 dx + (2x2 y3 + 3y5 − 20y3 ) dy = 0 ,
which is an exact differential equation. We will find its general solution now.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 43 / 87
Continuation of Previous Slide

∂φ(x, y)
= M(x, y) = xy4 .
∂x
Integrating partially with respect to x, we get
x 2 y4
Z Z
φ(x, y) = M(x, y) dx + φ(y) = xy dx + h(y) =
4
+ h(y) .
2
Diffrentiating with respect to y partially, we get
∂φ(x, y)
= 2x2 y3 + h0 (y)
∂y
∂φ(x, y)
But = N(x, y) = 2x2 y3 + 3y5 − 20y3 . From these, we get h0 (y) = 3y5 − 20y3 and
∂y
y6
hence h(y) = 2 − 5y4 + c, where c is an arbitrary real constant.
x 2 y4 y6
Therefore, the general solution to the given equation is φ(x, y) = + − 5y4 + c.
2 2
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 44 / 87
 Homogeneous Equations

M(x, y) dx + N(x, y) dy = 0
with
M(x, y) and N(x, y) are homogeneous functions
of the same degree

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 45 / 87
Homogeneous Functions

Caution: The word homogeneous is used in this subject to denote two different concepts,
namely, (1) A function is homogeneous of degree n and (2) An ODE is homogeneous. They
have different meaning.

Definition
A function f (x, y) of two variables is said to be homogeneous of degree α, where α is a real
number, if
f (tx, ty) = tα f (x, y) for all t > 0 .

The function f (x, y) = x2 + xy is homogeneous of degree 2.

The function f (x, y) = x2 + y2 log(y/x) for x > 0, y > 0 is homogeneous of degree 2.
The function f (x, y) = ey/x + tan(y/x) for x > 0, y > 0 is homogeneous of degree 0.
The function f (x, y) = 1/ x2 + y2 for x , 0 and y , 0 is homogeneous of degree −1.
p

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 46 / 87
Homogeneous ODEs
Definition
In the first order ODE
M(x, y) dx + N(x, y) dy = 0 , (22)
if the functions M(x, y) and N(x, y) are homogeneous functions of the same degree (say n),
then the ODE (22) is a homogeneous equation.

Solving homogeneous ODE: Every homogeneous equation can be reduced to a separable

equation (as described below) by the transformation y = vx and then it can be solved.
Given that M(tx, ty) = tn M(x, y) and N(tx, ty) = tn N(x, y) for t > 0.
Now for t = 1x , we have
! !n
1 1 1
M · x, · y = M(x, y) .
x x x
That is, !n
 y 1
M 1, = M(x, y). (23)
x x
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 47 / 87
Continuation of previous slide
Similarly we have !n
 y 1
N 1, = N(x, y). (24)
x x
Thus using (23) and (24), we rewrite (22) as
 −n  y y

1
dy M(x, y) M 1,
x M 1, x y
x
=− = −  −n   = −  y  = g , for some function g . (25)
dx N(x, y) 1 y
N 1, x N 1, x x
x
y = vx transforms (25) into a separable equation and it becomes
dv M(1, v) dv dx
v+x =− = g(v) ⇒ = ,
dx N(1, v) g(v) − v x
which is in variables separable form.
dy
If the ODE is written as = f (x, y) (where f (x, y) is homogeneous of degree 0), then the
dx
dv dx
transformed separable equation takes the form = .
f (1, v) − v x
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 48 / 87
Example

Solve (x + y)dx − (x − y)dy = 0.

dy (x + y)
Rewrite the given equation as = = f (x, y) (say).
dx (x − y)
Since M(x, y) = x + y and N(x, y) = −(x − y) are homogeneous functions of same degree 1, the
function f (x, y) is a homogeneous function of degree 0.
Put y = vx and separate the variables to get

dv dx (1 − v)dv dx
= =⇒ =
f (1, v) − v x 1 + v2 x
1
Integrating we get, tan−1 (v) − log(1 + v2 ) = log(x) + c.
2
Substituting v = y/x, we get
y q
tan−1 = log x2 + y2 + c ,
x
where c is a real parameter. It is the one parameter family of solutions of the given ODE.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 49 / 87
 Linear Equations

dy
+ P(x) y = Q(x)
dx

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 50 / 87
Linear Equations

A first order ordinary differential equation is linear if it has the form

y0 + P(x) y = Q(x) (26)

Examples: y0 + 2xy = x and x2 y0 + xy = x3 are examples of first order linear ODEs.

Let us rewrite Equation (26) in the form
(P(x) y − Q(x)) dx + dy = 0 . (27)
Then, M(x, y) = P(x) y − Q(x) and N(x, y) = 1.
∂M ∂N
= P(x) and =0.
∂y ∂x
Equation (27) is NOT exact unless P(x) = 0, in which case the equation degenerates into a
simple separable equation. However, it possesses an integrating factor that depends on x only
and may easily be found.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 51 / 87
Let multiply both sides of (27) by a function µ(x) to get

[µ(x)P(x)y − µ(x)Q(x)]dx + µ(x)dy = 0. (28)

Here µ(x) is chosen such that (28) is exact.

This implies
∂ ∂µ(x)
(µ(x)P(x)y − µ(x)Q(x)) = .
∂y ∂x
This implies
dµ(x)
= µ(x)P(x).
dx
This is a separable equation which has the solution given by
R
µ(x) = e P(x)dx
.
R
Thus the integrating factor of (27) is µ(x) = e P(x)dx
.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 52 / 87
 Thus (26) is
P(x)dx dy
R R R
e +e P(x)dx
P(x)y = e P(x) dx
Q(x).
dx
The terms can be rearranged as

d  R  R
e P(x)dx
y =e P(x) dx
Q(x).
dx
Integrating both sides, this gives
 R  Z  R 
y(x) e P(x) dx
= e P(x) dx
Q(x) dx + c .
Z R
y(x) µ(x) = µ(x) Q(x) dx + c , where µ(x) = e P(x) dx
.

We summarize above things in the following theorem.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 53 / 87
Method for Solving Linear Equations
Theorem
The first order linear differential equation

y0 + P(x) y = Q(x) (29)

R
has an integrating factor of the form µ(x) = e P(x) dx
.
A one parameter family of solutions of (29) is
 R  Z  R 
y(x) e P(x) dx
= e P(x) dx
Q(x) dx + c , (30)

where c is a real parameter.

That is, "Z  R #
R 
y(x) = e− P(x) dx
e P(x) dx
Q(x) dx + c . (31)

This family includes all solutions of (29).

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 54 / 87
Example
Solve (2y + x2 )dx = x dy.
The equation can be written as
dy 2
− y = x.
dx x
Here P(x) = − 2x and Q(x) = x.
R R 2
Integrating Factor = e P(x) dx
= e − x dx
= e−2 ln x = 1/x2 .

Using (30), we get Z

1 x
y(x) × 2 = 2
dx + c = ln(x) + c .
x x
Then, the one parameter family of solutions is given by

y(x) = x2 ln(x) + c x2 ,

where c is a real parameter.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 55 / 87
Example
dy
Find the solution of dx = 3x + y with the initial condition y(−1) = 1.
The equation can be written as
dy
− y = 3x.
dx
Here P(x) = −1 and Q(x) = 3x.
R R
Integrating Factor = e P(x) dx
= e (−1) dx
= e−x .
Using (30), we get
Z " Z #
y(x) × e−x = 3 xe−x dx + c = 3 −xe−x + e−x dx + c = −3e−x (x + 1) + c .

y(x) = −3(x + 1) + c e x .
Applying the given initial condition is y(−1) = 1, we get
1 = ce−1 =⇒ c = e.
So, the required solution is y(x) = − 3(x + 1) + e(x+1) .
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 56 / 87
Example 2.16 of Ross Book Page No. 52 (Interchanging Role of x and y)
Find the general solution of y2 dx + (3xy − 1) dy = 0.
dy y2
Rewrite the equation as = . Observe that it is not linear in the variable y. It is not
dx 1 − 3xy
exact, separable or homogeneous.
In the differential form of a first order ODE, the roles of x and y are interchangeable; in the
sense that either variable may be regarded as the dependent variable and the other as the
independent variable.
With this interpretation, we rewrite the given equation as
dx 1 − 3xy 1 3
= 2
= 2
− x.
dy y y y
dx 3 1
+ x = 2 .
dy y y
y2
It is a linear equation in the variable x. Solving it, we get the general solution as y x = 3
+ c,
2
where c is an arbitrary real constant.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 57 / 87
 Special Transformations
for

(a1 x + b1y + c1) dx + (a2 x + b2y + c2) dy = 0

where a1 , b1 , c1 , a2 , b2 , and c2 are real constants.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 58 / 87
Special Transformations

Theorem
Consider the ODE of the form

(a1 x + b1 y + c1 ) dx + (a2 x + b2 y + c2 ) dy = 0 , (32)

where a1 , b1 , c1 , a2 , b2 , and c2 are real constants.

Case I: If a2 /a1 , b2 /b1 , then (32) can be reduced to a homogeneous equation by the
transformation
x=u+h and y = v + k,
where h and k are solutions of a1 h + b1 k + c1 = 0 and a2 h + b2 k + c2 = 0.
Under this transformation, the reduced homogeneous ODE is given by

(a1 u + b2 v) du + (a2 u + b2 v) dv = 0 . (33)

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 59 / 87
Example (Example 2.19 of Ross Book, Page No. 65)
Solve (x − 2y + 1) dx + (4x − 3y − 6) dy = 0.
We substitute x = u + h and y = v + k, where h, k are solutions of h − 2k + 1 = 0 and
4h − 3k − 6 = 0. This gives h = 3, k = 2
So we put x = u + 3 and y = v + 2.
Then the given ODE is reduced to the following homogeneous ODE:

(u − 2v) du + (4u − 3v) dv = 0.

The solution to this homogeneous ODE is

|3v + u|5 = c|v − u|, where c is an arbitrary real constant .

Hence the solution to the original/given ODE is |3(y − 2) + (x − 3)|5 = c|y − x − 1|.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 60 / 87
Special Transformations

Theorem
Consider the ODE of the form

(a1 x + b1 y + c1 ) dx + (a2 x + b2 y + c2 ) dy = 0 , (34)

where a1 , b1 , c1 , a2 , b2 , and c2 are real constants.

Case II: If (a2 /a1 ) = (b2 /b1 ) = k, then the transformation z = a1 x + b1 y reduces (34) to a
separable equation in the variables x and z.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 61 / 87
Example (Example 2.20 of Ross Book, Page No. 66)

Solve (x + 2y + 3) dx + (2x + 4y − 1) dy = 0.
Answer:
7x + (x + 2y)2 − (x + 2y) = c ,
where c is an arbitrary real constant.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 62 / 87
 Clairaut Equation

y = p x + f (p) ,
dy
where p ≡ dx and f is a given function.
The equation is named after Alexis-Claude Clairaut, a French Mathematician and Physicist
who introduced it in 1734.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 63 / 87
Clairaut Equation

Suppose that the first order ODE F(x, y, y0 ) = 0 is solvable for y. If the equation is of the form

y = p x + f (p) , (35)
dy
where p ≡ dx and f is a given continuously differentiable function, then it is called a Clairaut
equation.

To solve Clairaut equation, differentiate (35) with respect to x to get

dp dp
p = x + p + f 0 (p) .
dx dx
 dp
x + f 0 (p) = 0.

dx
Assume that x + f 0 (p) , 0, we divide through this factor and get
dp
=0.
dx
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 64 / 87
Continuation of Previous Slide
dp
dx = 0 gives that
p = C, where C is an arbitrary constant . (36)
Eliminating p between (35) and (36), we get

y(x) = C x + f (C) , where C is an arbitrary constant . (37)

Solve (y − px)(p − 1) = p, where p = y0 .

Rewrite (y − px)(p − 1) = p as
p
y = px + f (p) , where f (p) = .
p−1
By (37), the general solution of the given Clairaut equation is given by

C
y(x) = C x + f (C) = C x + , where C is an arbitrary constant .
C−1

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 65 / 87
Remark on Possible Singular Solution of Clairaut Equation

Assuming x + f 0 (p) = 0, and then eliminating p between y = px + f (p) and x + f 0 (p) = 0 may
lead to an extra solution that is not a member of (37) and hence it is a singular solution.

Example
Consider the ODE y = px + p2 , where p = y0 .
Set f (p) = p2 and hence y = px + f (p).
The general solution of this ODE is given by y(x) = cx + c2 , where c is an arbitrary real
constant. x + f 0 (p) = 0 gives that x + 2p = 0.
2 2 2
Eliminating p between x + 2p = 0 and y = px + p2 , we get y = − x2 + x4 = − x4 .
This solution y = −x2 /4 can not be obtained from the general solution and hence it is a
singular solution.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 66 / 87
Exercise

Solve the following equations. Here p = y0 .

1 y = p(x − b) + ap , where a and b are fixed real constants.
2 p2 x2 − 2pxy + y2 = a2 p2 + b2 , where a and b are fixed real constants.
 py 
Note: The equation of the form = pxy + f x can be reduced by making substitutions
y2
u = x2 and v = y2 to Clairaut form v = u v0 + f (v0 ).

Solve x2 y2 = px3 y + p2 y2 + pxy + 9x2 , where p = y0 .

Answer: The general solution is y2 = x2C + (C 2 + C + 9), where C is an arbitrary real
constant.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 67 / 87
 Bernoulli Equation

dy
+ P(x) y = Q(x) yn
dx

The equation was first discussed in a work of 1695 by Jacob Bernoulli, after whom it is named.
The earliest solution, however, was offered by Gottfried Leibniz, who published his result in the
same year and whose method is the one still used today.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 68 / 87
Bernoulli Equation
We consider a special type of equation called Bernoulli equation that can be reduced to a
linear equation by an appropriate transformation.
Definition
An equation of the form

dy
+ P(x) y = Q(x) yn , where n is a real number (38)
dx
is called a Bernoulli differential equation.

If n = 0, then the Bernoulli differential equation is actually a linear equation and is

therefore readily solvable as such.
If n = 1, then the Bernoulli differential equaiton is reduced to a separable equation and is
therefore solvable.
When n , 0 and n , 1, the Bernoulli equation is a nonlinear equation and we will explore it
now by applying a transformation v = y1−n .
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 69 / 87
Transforming Bernoulli Equation into Linear Equation
dy
Multiplying by y−n to the Bernoulli equation dx + P(x) y = Q(x) yn with n , 1, we get
dy
y −n
+ y1−n P(x) = Q(x) .
dx
dv dy
Let v = y1−n . Then = (1 − n) y−n .
dx dx
It transforms the above equation into
1 dv
+ v P(x) = Q(x) .
(1 − n) dx
dv
=⇒ + (1 − n) v P(x) = (1 − n) Q(x) .
dx
Letting P1 (x) = (1 − n)P(x) and Q1 (x) = (1 − n) Q(x), the above equation becomes
dv
+ P1 (x) v = Q1 (x) .
dx
which is a linear equation in v, where v = y1−n .
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 70 / 87
Example
Solve 3x y0 + y + x2 y!4 = 0.
1  −x 
Rewriting it as y0 + y = y4 .
3x 3
dy
It is of the form of Bernoulli equation dx + P(x) y = Q(x) yn , where P(x) = 3x 1
, Q(x) = −x
3 and
n = 4.
The transformation v = y1−n = y−3 will transform it into a linear ODE of the form
dv
+ P1 (x) v = Q1 (x) ,
dx
   
where P1 (x) = (1 − n)P(x) = (−3) 3x = x and Q1 (x) = (1 − n)Q(x) = (−3) −x
1 −1
3 = x.
!
dv −1
That is, + v = x.
dx x
Then, the integrating factor to this linear ODE is
R
(
R
−1
) 1
µ(x) = e P1 (x) dx
=e x dx
=e − log x
= .
x
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 71 / 87
Continuation of Previous Slide
By (30), the solution to this linear ODE is given by
Z
v(x) µ(x) = µ(x) Q1 (x) dx + c, where c is an arbtirary real constant.

! Z !
1 1
=⇒ v(x) = x dx + c .
x x
=⇒ v(x) = x(x + c) .
By putting v = y−3 , we get y−3 = x(x + c).
The general solution to the original/given equation 3x y0 + y + x2 y4 = 0 is given by
!1/3
1
y(x) = ,
x(x + c)

where c is an arbitrary real constant.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 72 / 87
Exercise

1 Solve y0 + 4
x y = x3 y2 , x > 0.
1
Answer: = −x4 log x + c x4 , where c is an arbitrary real constant.
y
2 Solve y0 + y = x y3 . It is worked out example (See: Ross Book Example 2.17 on Page
No. 55).
1 1
Answer: 2 = x + + c e2x , where c is an arbitrary real constant.
y 2
3 Solve y0 = 5y + e−2x y−2 .

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 73 / 87
 Riccati’s Equation

dy
= A(x) y + B(x) y + C(x)
2
dx

It was introduced by an Italian Mathematician Jacopo Francesco Riccati in 1724.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 74 / 87
Riccati’s Equation

Definition
The equation
dy
= A(x) y2 + B(x) y + C(x) (39)
dx
is called Riccati’s equation.

dy
Riccati equation is a natural extension of the first order linear equation dx + P(x)y = Q(x)
to a first order nonlinear equation.
If A(x) = 0 for all x, then (39) is a linear equation.
If C(x) = 0 for all x, then (39) is a Bernoulli equation.
If f (x) is any solution of (39), then the transformation y = f + 1
v reduces (39) to a linear
equation in v.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 75 / 87
Finding general solution of Riccati’s equation, if one particular solution is
known

Theorem
If f (x) is a known (particular) solution of the Riccati’s equation y0 = A(x)y2 + B(x)y + C(x) , then
it has the general solution of the form

1
y(x) = f (x) + , (40)
v(x)
where v(x) is the general solution of the following linear equation

dv
+ (2 A(x) f (x) + B(x)) v + A(x) = 0 . (41)
dx

Proof: Given that f (x) is a particular solution of the Riccati’s equation y0 = Ay2 + By + C .
Then, f 0 = A f 2 + B f + C .
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 76 / 87
Continuation of Previous Slide
Let v(x) be a unknown function to be determined such that y = f + 1
v is the general solution of
the Riccati’s equation y0 = Ay2 + By + C .
!2
v0
!
1 1
f0 − = A f+ + B f+ + C.
v2 v v

Using f 0 = A f 2 + B f + C , we get
!2
−v0 2f 1 B
= A + + .
v2 v v v

Multiplying v2 throughout, it can be written as

−v0 = (2A f + B) v + A .

This is a first order linear differential equation in the variable v and it can be solved.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 77 / 87
Example
Find the general solution of y0 = −y2 + xy + 1 and it is given that f (x) = x is a particular solution
of this ODE.
It is a Riccati’s equation y0 = A(x)y2 + B(x)y + C(x) with A(x) = −1, B(x) = x and C(x) = 1.
Let v(x) be a function to determined such that y = f + (1/v) and it is the general solution of the
linear ODE v0 + (2A f + B)v + A = 0.

dv dv
+ (2(−1)x + x)v + (−1) = 0 =⇒
− xv = 1 .
dx dx
Solving this linear ODE by multiplying with an integrating factor e−x , we get its general solution
as
v(x) = c e x − 1, where c is an arbitrary real constant .
Therefore, the general solution of the given equation is given by

1
y(x) = x + , where c is an arbitrary real constant .
c ex − 1

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 78 / 87
Applications of First Order ODEs
in finding
Orthogonal Trajectories,
Oblique Trajectories

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 79 / 87
Orthogonal Trajectories

Definition
Let
F(x, y, c) = 0 (42)
be a given one-parameter family of curves in the xy-plane. A curve that intersects every curve
of the family (42) at right angles is called an orthogonal trajectory of the given family (42).

Example
Consider the family of the circles
x2 + y2 = c2 . (43)
Each straight line passing through the origin, is y = kx, where k ∈ R is an orthogonal trajectory
of this family of circles.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 80 / 87
Orthogonal trajectories of x2 + y2 = c2

Figure: Orthogonal trajectories of x2 + y2 = c2

Clearly, from the diagram, we infer that each circle is also an orthogonal trajectory for the
family of straight lines y = kx.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 81 / 87
Physical Processes and Orthogonal Trajectories

Physical Process Family of Curves (c = constant) Orthogonal Trajectories

Heat Conduction Isothermals Lines of heat flow
Electrostatics Equipotentials Line of force (field lines)
Elasticity Lines of constant strain Lines of stress
Fluid flow Fluid equipotential Streamlines

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 82 / 87
How to find the orthogonal trajectories

Let
F(x, y, c) = 0 (44)
be the given family C of curves.
The differential equation associated with this family can be obtained by differentiating
implicitly (44) with respect to x and then eliminating the constant c between the derived
equation and (44).
Let the differential equation governed by the family (44) is

dy
= f (x, y) (45)
dx
.
Thus a curve/member C of the family (44) , passing through the point (x, y) has the slope
f (x, y).

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 83 / 87
Now as the orthogonal trajectory of the given family intersects each member/curve of the
1
family (44) at right angle, the slope of the orthogonal trajectory to C at (x, y) is − f (x,y) .
That is, the differential equation of the orthogonal trajectories to (44) is

dy 1
=− . (46)
dx f (x, y)

One parameter family of the solutions of (46) is the required family of orthogonal
trajectories.

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 84 / 87
Finding Orthogonal Trajectories
Find the orthogonal trajectories of a family of circles x2 + y2 = c2 .
dy
Step 1: Obtaining/Formulating DE dx = f (x, y)
dy
Differentiating x2 + y2 = c2 , we get x + y dx = 0 and hence
dy −x
= .
dx y
dy
Step 2: Writing DE dx = −1
f (x,y) of the family of Orthogonal Trajectories

dy y
= .
dx x
Step 3: Solving the DE of the family of Orthogonal Trajectories

dy y dy dx
= ⇒ = ⇒ y = kx
dx x y x
where k is a real constant. This is one parameter family of curves which are orthogonal
trajectories of the family of circles x2 + y2 = c2 (except for the single trajectory x = 0 which ca
be determined by inspection).
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 85 / 87
Oblique Trajectories (Angle α , π/2)
Definition
Let C : F(x, y, c) = 0 be a one-parameter family of curves in the xy-plane. A curve that
intersects every curve of the family C at a constant angle α , π/2 is called an oblique
trajectory of the given family C.

Suppose the differential equation of the given family C is

dy
= f (x, y) .
dx
Then the differential equation of the family of oblique trajectories (that intersect the curves of
the family C at an angle α , π/2) is given by

dy f (x, y) + tan α
= . (47)
dx 1 − f (x, y) tan α

M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 86 / 87
Finding Oblique Trajectories (Angle α , π/2)
Find a family of oblique trajectories that intersect the family of straight lines y = cx at an angle
45◦ . (Example 3.4 of Ross, Page No. 75)
dy
Step 1: Obtaining/Formulating DE dx = f (x, y)
dy
Differentiating y = cx, we get dx = c and hence
dy y
= .
dx x
dy f (x,y)+tan α
Step 2: Writing DE dx = 1− f (x,y) tan α of the family of Oblique Trajectories
y
dy x +1 x+y
= y = .
dx 1 − x x−y
Step 3: Solving the DE of the family of Oblique Trajectories
Put y = vx to obtain (v−1)
v +1
2
dv
= −dx
x

=⇒ ln(k2 x2 (v2 + 1)) − 2 arctan v = 0 ⇒ ln(k2 (x2 + y2 )) − 2 arctan(y/x) = 0 ,

where k is a real constant. This is the required one parameter family of curves.
M. Guru Prem Prasad : IIT Guwahati Topic 02: First Order ODEs 87 / 87