Differential

Equations
FIRST-ORDER DIFFERENTIAL EQUATIONS
 Introduction to differential Equations
Definition : A differential equation is an equation that involve a function (dependent variable) and
its derivative and the independent variable.

𝑑𝑦 𝑑2𝑦
𝐹 𝑥, 𝑦 , , , ⋯ =0
𝑑𝑥 𝑑𝑥 2

The highest order of derivative appearing in the equation is the order of the differential equation,

Type differential equations: Ordinary differential equation (ODE) involving ordinary derivatives , and Partial differential Equation involving partial
derivatives. In the next section we will discuss the basics differential equations namely : Separable equation, linear equation, exact equation,
Homogeneous substitution equation, and Bernoulli equation.

Differential equation arise in many fields like Biology, Chemistry, Physics, and Engineering
A. Separable Equations
Form :
𝑑𝑦
= 𝑔 𝑦 ℎ(𝑥)
𝑑𝑥
Method for solving Separable equations

1. Separate the variables as follows

𝑑𝑦
= ℎ 𝑥 𝑑𝑥
𝑔(𝑦)
Integrate both sides
A. Separable Equations

𝑑𝑦
න = න ℎ 𝑥 𝑑𝑥
𝑔(𝑦)

3. Solve the equation explicitly for y if possible

′ 1+3𝑥 2
Example : Solve 3𝑦𝑦 = , 𝑦 0 =2
𝑦−2

Solution :

1. Separate variables
3𝑦 𝑦 − 2 𝑦 ′ = 1 + 3𝑥 2
A. Separable Equations
Separating the variables
3𝑦 𝑦 − 2 𝑦 ′ = 1 + 3𝑥 2

Integrating with respect on both sides we get :

න 3𝑦 2 − 6𝑦 𝑦 ′ 𝑑𝑦 = න 1 + 3𝑥 2 𝑑𝑥

න 3𝑦 2 − 6𝑦 𝑑𝑦 = න 1 + 3𝑥 2 𝑑𝑥

𝑦 3 − 3𝑦 2 = 𝑥 + 𝑥 3 + 𝐶

∴ The General Solution is : 𝑦 3 − 3𝑦 2 = 𝑥 + 𝑥 3 + 𝐶

A. Separable Equations
To find a Particular (PS)solution we use the initial condition : 𝑦 0 = 2 to get

23 − 3 ∙ 22 = 0 + 03 + 𝐶 ∴ 𝐶 = −4

P.S: 𝑦 3 − 3𝑦 2 = 𝑥 + 𝑥 3 − 4

(Which cannot be solved explicitly for y)

𝑑𝑦
Exercise : Solve 𝑑𝑥
= 1 + 𝑦 2 tan 𝑥
B. First order Linear differential
equation
General form :
𝑑𝑦
𝑎 𝑥 +𝑏 𝑥 𝑦 =𝑐 𝑥 𝑜𝑟 𝑎 𝑥 𝑦′ + 𝑏 𝑥 𝑦 = 𝑐 𝑥 𝑎 𝑥 ≠0
𝑑𝑥
To get the standard form of linear equation we divide each side by 𝑎(𝑥) and the equation becomes

𝑑𝑦 𝑏(𝑥) 𝑐(𝑥)
+ 𝑦 =
𝑑𝑥 𝑎(𝑥) 𝑎(𝑥)
𝑏(𝑥) 𝑐(𝑥)
Letting 𝑝 𝑥 = , & 𝑞 𝑥 =
𝑎(𝑥) 𝑎(𝑥)

The equation becomes

B. First order Linear differential
equation
𝑑𝑦
+𝑝 𝑥 𝑦=𝑞 𝑥 𝑜𝑟 𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑞(𝑥)
𝑑𝑥
In standard form we require that the coefficient of the derivative to be 1.

Method for solving linear Equation : Integrating factor

1. Check if the linear equation is written in standard form (the coefficient of the derivative term
must be 1) if not divide each side by the coefficient of the derivative term.

2. Find the integrating factor: 𝜇 𝑥 = 𝑒 ‫𝑝 ׬‬ 𝑥 𝑑𝑥

B. First order Linear differential
equation
3. The equation becomes

𝜇 𝑥 ∙ 𝑦 = න 𝜇 𝑥 ∙ 𝑞 𝑥 𝑑𝑥 + 𝑐

4. Perform the integration and solves for 𝑦 by dividing both sides of the equation by 𝜇 𝑥 .
𝑑𝑦 𝑦
Example : Solve: = 𝑥 + 2𝑥 + 1 𝑦 1 =0
𝑑𝑥

Solution

1. First put into “standard linear form” (i.e 𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑞(𝑥))

B. First order Linear differential
equation
𝑑𝑦 1 1
− 𝑦 = 2𝑥 + 1, 𝑝 𝑥 =− , & 𝑞 𝑥 = 2𝑥 + 1
𝑑𝑥 𝑥 𝑥
2. Integrating Factor
1 1 −1
‫ ׬‬−𝑥 𝑑𝑥 − ‫𝑥𝑑 ׬‬
𝜇 𝑥 = 𝑒 = 𝑒 𝑥 = 𝑒 − ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −1

3. The equation becomes

1 1
∙ 𝑦 = න 2𝑥 + 1 𝑑𝑥 + 𝐶
𝑥 𝑥
B. First order Linear differential
equation
4. Perform the integral
1 2𝑥 1
∙𝑦 = න + 𝑑𝑥 + 𝐶
𝑥 𝑥 𝑥

1 1
∙𝑦 = න 2+ 𝑑𝑥 + 𝐶
𝑥 𝑥
1
𝑦 = 2𝑥 + ln 𝑥 + 𝐶
𝑥
So the General Solution : 𝑦 = 2𝑥 2 + 𝑥 ln 𝑥 + 𝐶𝑥
B. First order Linear differential
equation
Particular Solution: we use the initial condition to find 𝑦 1 = 0

0 = 2 ∙ 12 + 1 ∙ ln 1 + 𝐶 ∙ 1 ∴ 𝐶 = −2

The Particular Solution is then :

𝑦 = 2𝑥 2 + 𝑥 ln 𝑥 − 2𝑥

𝑑𝑦
Exercise : Solve =𝑥+𝑦+1
𝑑𝑥
C. Exact Equation
Form :
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

Where
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
=
𝜕𝑦 𝜕𝑥
METHOD FOR SOLVING EXACT EQUATION

1. We are looking for a solution 𝑓 𝑥, 𝑦 = 𝐶 where

𝜕𝑓 𝜕𝑓
= 𝑀(𝑥, 𝑦) 1 , & = 𝑁(𝑥, 𝑦) (2)
𝜕𝑥 𝜕𝑦
 C. Exact Equation
Integrating (1) we get

𝑓 𝑥, 𝑦 = න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑔 𝑦 (3)

2. 𝑔 𝑦 is the constant of integration and can be found by differentiating both sides with respect
to 𝑦, solving for 𝑔′ (𝑦) and integrating to get

𝜕
𝑔 𝑦 = න 𝑁 𝑥, 𝑦 − න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝐶 𝑑𝑦
𝜕𝑦

3. 𝑓 𝑥, 𝑦 can be found by substituting the equation found for 𝑔(𝑦) back into the equation
C. Exact Equation
3. 𝑓 𝑥, 𝑦 can be found by substituting the equation found for 𝑔(𝑦) back into the equation for
𝑓 𝑥, 𝑦 found in step 1. The final solution 𝑓 𝑥, 𝑦 = 𝐶 (implicitly)

4. If given initial condition, the constant C can be made explicit.

Note : The solution can also be found by starting with equation

𝑓 𝑥, 𝑦 = ‫𝑥 𝑁 ׬‬, 𝑦 𝑑𝑦 + ℎ(𝑥) and solving for ℎ(𝑥)

Example : Solve 2𝑥𝑦 − sec 2 𝑥 𝑑𝑥 + 𝑥 2 + 2𝑦 𝑑𝑦 = 0

Solution : 𝑀 𝑥, 𝑦 = 2𝑥𝑦 − sec 2 𝑥, & 𝑁 𝑥, 𝑦 = 𝑥 2 + 2𝑦

C. Exact Equation
𝜕𝑀 𝜕𝑁 𝜕𝑀 𝜕𝑁
𝜕𝑦
= 2𝑥 & 𝜕𝑥
= 2𝑥 therefore 𝜕𝑦
= 𝜕𝑥
∴ Equation is exact

We can found 𝑓 𝑥, 𝑦 = 𝐶 such that

𝑓𝑥 = 𝑀 𝑥, 𝑦 = 2𝑥𝑦 − sec 2 𝑥 (1)

𝑓𝑦 = 𝑁 𝑥, 𝑦 = 𝑥 2 + 2𝑦 (2)

Solving (1) we get

𝑓 𝑥, 𝑦 = න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑔(𝑦)
C. Exact Equation
𝑓 𝑥, 𝑦 = න 2𝑥𝑦 − sec 2 𝑥 𝑑𝑥 + 𝑔 𝑦 = 𝑥 2 𝑦 − tan 𝑥 + 𝑔 𝑦

𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 − tan 𝑥 + 𝑔 𝑦 (3)
𝑓𝑦 = 𝑥 2 + 𝑔′ 𝑦 (4)
4 = (2)
𝑥 2 + 𝑔′ 𝑦 = 𝑥 2 + 2𝑦 𝑔′ 𝑦 = 2𝑦 ∴ 𝑔 𝑦 = 𝑦2
𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 − tan 𝑥 + 𝑦 2
𝑓 𝑥, 𝑦 = 𝐶

The general solution (G.S) is : 𝑥 2 𝑦 − tan 𝑥 + 𝑦 2 = C

C. Exact Equation
𝑥 2 𝑦 − tan 𝑥 + 𝑦 2 = C (implicit solution – cannot solved for y explicitly)

If we were given initial solution : 02 ∙ 5 + tan 0 + 52 = 𝐶 ∴ 𝐶 = 25

A Particular Solution would be

𝑥 2 𝑦 − tan 𝑥 + 𝑦 2 = 25

Exercise : Solve 𝑦𝑒 𝑥 − 𝑥𝑒 𝑥 𝑑𝑥 + 1 + 𝑒 𝑥 𝑑𝑦 = 0, 𝑦 0 =2
D. Homogeneous substitution
Definition : 1. A function 𝑓(𝑥) is homogeneous of order n if 𝑓 𝑘𝑥 = 𝑘 𝑛 𝑓(𝑥)

2. A function 𝑓(𝑥, 𝑦) is homogeneous of order n if 𝑓 𝑘𝑥, 𝑘𝑦 = 𝑘 𝑛 𝑓(𝑥, 𝑦)

Example : 1. The function 𝑓 𝑥 = 𝑥 2 is homogeneous of order 2 since

2
𝑓 𝑘𝑥 = 𝑘𝑥 = 𝑘 2 ∙ 𝑥 2 = 𝑘 2 𝑓(𝑥)

2. 𝑓 𝑥, 𝑦 = 𝑥𝑦 + 𝑦 2 is homogeneous of order 2 since 𝑓 𝑘𝑥, 𝑘𝑦 = 𝑘𝑥 𝑘𝑦 + 𝑘𝑦 2

𝑓 𝑘𝑥, 𝑘𝑦 = 𝑘 2 𝑥𝑦 + 𝑘 2 𝑦 2 = 𝑘 2 𝑥𝑦 + 𝑦 2 = 𝑘 2 𝑓(𝑥, 𝑦)
D. Homogeneous substitution
3. 𝑓 𝑥, 𝑦 = 𝑥 + 𝑥𝑦 is not homogeneous since 𝑓 𝑘𝑥, 𝑘𝑦 = 𝑘𝑥 + 𝑘𝑥 𝑘𝑦 = 𝑘𝑥 + 𝑘 2 𝑥𝑦

since 𝑓 𝑘𝑥, 𝑘𝑦 = 𝑘 𝑥 + 𝑘𝑥𝑦 so we fail to find n such that 𝑓(𝑘𝑥, 𝑘𝑦) = 𝑘 𝑛 𝑓(𝑥, 𝑦)

HOMOGENEOUS SUBSTITUTION
𝑑𝑦 𝑦
Form : 𝑑𝑥
=𝑔 𝑥

Method for solving Homogeneous Substitution

𝑦 𝑑𝑦
1. Let 𝑣 = or 𝑦 = 𝑣𝑥 = 𝑣 + 𝑥𝑣 ′
𝑥 𝑑𝑥
D. Homogeneous substitution
And re-write the equation as
𝑑𝑣
𝑣+𝑥 𝑑𝑥
= 𝑔(𝑣)
𝑦
2. This equation is separable use that method to solve, then substitute 𝑥 for 𝑣 in the solution,

𝑑𝑦 𝑥 2 +𝑥𝑦+𝑦 2
Example: Solve =
𝑑𝑥 𝑥2

𝑥 2 +𝑥𝑦+𝑦 2 𝑘 2 𝑥 2 +𝑘 2 𝑥𝑦+𝑘 2 𝑦 2 𝑘 2 𝑥 2 +𝑥𝑦+𝑦 2 𝑥 2 +𝑥𝑦+𝑦 2

Solution : Let 𝑔 𝑥, 𝑦 = 𝑔 𝑘𝑥, 𝑘𝑦 = = =
𝑥2 𝑘2𝑥2 𝑘2𝑥2 𝑥2

𝑔 𝑥, 𝑦 homogeneous of order 0.
D. Homogeneous substitution
𝑦 𝑑𝑦 𝑑𝑣
To solve we let 𝑣 = 𝑥
𝑦 = 𝑥𝑣 𝑑𝑥
= 𝑣 + 𝑥 𝑑𝑥
𝑑𝑦 𝑥 2 𝑥𝑦 𝑦 2
𝑑𝑦 𝑦 𝑦 2
= 2+ 2+ 2 or =1+ +
𝑑𝑥 𝑥 𝑥 𝑥 𝑑𝑥 𝑥 𝑥
𝑑𝑣 𝑑𝑣
𝑣+𝑥 = 1 + 𝑣 + 𝑣2 𝑜𝑟 𝑥 = 1 + 𝑣2
𝑑𝑥 𝑑𝑥
Separating the variable we get
1 𝑑𝑣 1
∙ =
1 + 𝑣 2 𝑑𝑥 𝑥
Integrating each side with respect to x we get
D. Homogeneous substitution
1 𝑑𝑣 1
න 2 𝑑𝑥 = න 𝑑𝑥
𝑣 + 1 𝑑𝑥 𝑥

1 1
න 2 𝑑𝑣 = න 𝑑𝑥
𝑣 +1 𝑥
arctan 𝑣 = ln 𝑥 + 𝐶 𝑜𝑟 𝑣 = tan ln 𝑥 + 𝐶
𝑦
Substituting 𝑥 for v we get the General Solution
𝑦
= tan ln 𝑥 + 𝐶 𝑜𝑟 𝑦 = 𝑥 tan ln 𝑥 +𝐶
𝑥
D. Homogeneous Substitution

𝑑𝑦 4𝑦 − 3𝑥
Exercise: Solve =
𝑑𝑥 2𝑥 −𝑦

Hint: to check if the RHS is homogeneous all the terms in numerator and denominator must have
the same order (or degree) if so divide each term both in numerator and denominator by the
𝑦 𝑑𝑦 𝑑𝑣
highest power of x and substitute 𝑏𝑦 𝑣 and 𝑏𝑦 𝑣 + 𝑥
𝑥 𝑑𝑥 𝑑𝑥
E. Bernoulli Equation
FORM :
𝑑𝑦
+ 𝑝 𝑥 𝑦 = 𝑞 𝑥 𝑦𝑛, 𝑛 ≠ 0, 1
𝑑𝑥
Method for solving Bernoulli equation

Dividing each side by 𝑦 𝑛

𝑑𝑦
𝑦 −𝑛 + 𝑝 𝑥 𝑦1−𝑛 = 𝑞 𝑥 or 𝑦 −𝑛 𝑦 ′ + 𝑝 𝑥 𝑦1−𝑛 = 𝑞(𝑥)
𝑑𝑥
𝐿𝑒𝑡 𝑧 = 𝑦1−𝑛 so, 𝑧 ′ = 1 − 𝑛 𝑦 −𝑛 𝑦 ′
1
𝑜𝑟 𝑧 ′ = 𝑦 −𝑛 𝑦 ′
1−𝑛
E. Bernoulli Equation
The equation becomes

1
𝑧 ′ + 𝑝 𝑥 𝑧 = 𝑞(𝑥)
1−𝑛

The resulting equation obtained is linear for which it written in standard form by multiplying each
side by (1 − 𝑛) to have
𝑧 ′ + 1 − 𝑛 𝑝 𝑥 𝑧 = 1 − 𝑛 𝑞(𝑥)

𝑑𝑦
Example : Solve + 2𝑦 = 𝑥𝑦 −2
𝑑𝑥
E. Bernoulli Equation
Solution here 𝑛 = −2,

Dividing each side by 𝑦 −2 we get

𝑦 2 𝑦 ′ + 2𝑦 3 = 𝑥
1−𝑛 1−(−2) 3 ′ 2 ′
1 ′
𝐿𝑒𝑡 𝑧 = 𝑦 = 𝑦 =𝑦 and 𝑧 = 3𝑦 𝑦 𝑧 = 𝑦2𝑦′
3
1 ′
𝑧 + 2𝑧 = 𝑥)
3
In standard form : 𝑧 ′ + 6𝑧 = 3𝑥 (Linear equation with 𝑝 𝑥 = 6 and 𝑞 𝑥 = 3𝑥

Solution will be found by integrating factor as follow

E. Bernoulli Equation
Integrating factor

𝜇 𝑥 = 𝑒 ‫ ׬‬6 𝑑𝑥 = 𝑒 6𝑥

𝑒 6𝑥 . 𝑧 = න 3𝑥 𝑒 6𝑥 𝑑𝑥 + 𝐶

The integral in RHS can be done by integration by parts method

(L-I-A-T-E) : 𝑢 = 3𝑥 𝑑𝑢 = 3 𝑑𝑥
1 6𝑥
𝑑𝑣 = 𝑒 6𝑥 𝑑𝑥 𝑣= 6
𝑒
E. Bernoulli Equation
Integration by parts Formula: ‫ 𝑣𝑢 = 𝑣𝑑 𝑢 ׬‬− ‫𝑢𝑑 𝑣 ׬‬
1 1 1 1 1 1 6𝑥
‫ ׬‬3𝑥𝑒 6𝑥 𝑑𝑥 = 6
3𝑥𝑒 6𝑥 − ‫ 𝑒 ׬‬6𝑥 3 𝑑𝑥 =
6 2
𝑥𝑒 6𝑥 −
2
‫׬‬ 𝑒 6𝑥 𝑑𝑥 =
2
𝑥𝑒 6𝑥 −
12
𝑒 +𝐶

6𝑥
1 6𝑥 1 6𝑥
𝑒 . 𝑧 = 𝑥𝑒 − 𝑒 + 𝐶
2 12
1 1
𝑧= 𝑥− + 𝐶𝑒 −6𝑥
2 12
Substituting 𝑦 3 for z we get

1 3
1 3 1 1
𝑦 = 𝑥− + 𝐶𝑒 −6𝑥 𝑜𝑟 𝑦= 𝑥− + 𝐶𝑒 −6𝑥
2 12 2 12
E. Bernoulli Equation
𝑑𝑦 1
Exercise : 𝑑𝑥
+ 𝑥 𝑦 = 𝑥2𝑦2
First order Linear Differential Equations
Application of 1st ODE

MIXTURE PROBLEM
Mixture problem
Consider the situation depicted in Figure below. A tank initially

contains 𝑉0 liters of a solution in which is dissolved 𝐴0 grams of a certain chemical. A solution containing 𝑐1
grams/liter of the same chemical flows into the tank at a constant rate of 𝑟1 liters/minute, and the mixture
flows out at a constant rate of 𝑟2 liters/minute. We assume that the mixture is kept uniform by stirring. Then
at any time t the concentration of chemical in the tank, 𝑐2 (𝑡), is the same throughout the tank and is given
by

𝐴(𝑡)
𝑐2 𝑡 = 𝑉(𝑡)
Mixture Problem

where V (t) denotes the volume of solution in

the tank at time t and A(t) denotes the
amount of chemical in the tank at time t .
Mixture Problem: Mathematics
Formulation
The problem involves two functions, V(t) and A(t), which represent how variables change over time. To
analyze their changes, we begin by examining how they vary over a brief period, ∆𝑡 minutes. During this
interval, 𝑟1 ∆𝑡 liters of solution enter the tank, while 𝑟1 ∆𝑡 liters exit. Therefore, the net change in the
volume of the solution in the tank over this time is given by the difference between the inflow and
outflow.
Mixture Problem: Mathematical
Formulation
Given that the concentration of the chemical in the inflow is 𝑐1 grams per liter, and assuming it remains
constant, the quantity of chemical entering the tank during a time interval 𝑐1 𝑟1 ∆𝑡. Conversely, the quantity
of chemical exiting the tank in the same time interval is approximately 𝑐2 𝑟2 ∆𝑡. Therefore, the net change in
the chemical amount in the tank over ∆t, represented as ∆A, is approximately calculated by the difference
between these two amounts.
Mixture Problem: Mathematical
Formulation
Dividing the two equation Equations obtained above by ∆t yields

respectively. These equations describe the rates of change of V and A over the short, but

finite, time interval ∆t. In order to determine the instantaneous rates of change of V and

A, we take the limit as t → 0 to obtain

Mixture Problem: Mathematical
Formulation
Mixture Problem: Mathematical
Formulation
Integrating the first equation since 𝑟2 , and 𝑟2 are constant we get

Substituting for V into the second Equation and rearranging terms yields the linear equation for A(t) :

This differential equation can be solved, subject to the initial condition A(0) = 𝐴0 , to determine the behavior
of A(t).
Mixture Problem : Example
Mixture Problem Example
Solution : We are given
Mixture Problem Example
Integrating this equation and imposing the initial condition that V (0) = 8 yields
Mixture Problem Example
Substituting for V, From ,

We solve
Mixture Problem Example
Consequently, the solution of the resulted linear equation is given

𝑡 + 4 𝐴 = ‫ 𝑡(׬‬+ 4) 8 dt + C

𝑡 + 4 𝐴 = 4𝑡 2 + 32𝑡 + 𝐶

Therefore,
4𝑡 2 +32𝑡+𝐶
𝐴 𝑡 = 𝑡+4

Which is the amount of the chemical remaining in the tank at any time t
Mixture Problem Example
Since initially they were 32 g of chemical dissolved in the tank, we have that the initial condition in
A(t) is that 𝐴 0 = 32 Thus,
4∙02 +32∙0+𝐶
32 = 4

So, 𝐶 = 128

Therefore, the amount of the Chemical ant any time t>0 is given by
4𝑡 2 +32𝑡+128
𝐴 𝑡 =
4
Mixture Problem Example
Setting 𝑡 = 20, gives us the values for part 1 and 2,
4×202 +32×20+128 296
1, We have , 𝐴 20 = = g
20+4 3

2, We have, V(t) =2( t+ 4) => 𝑉 20 = 2 × 20 + 4 = 48 𝐿

𝐴(20) 296 296 37
So, 𝑉(20)
= 3
÷ 48 = 3×48 = 18 𝑔/𝐿
Problems
Your best quote that reflects your
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man, one giant leap for mankind.”

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