STUDY UNIT 2, Module 2.

1:

FIRST ORDER DIFFERENTIAL EQUATIONS

Theory
Compiled by Ms W Pretorius, Soshanguve campus

CONTENTS
1. FAMILIAR FIRST-ORDER DIFFERENTIAL EQUATIONS

ACTIVITY 1

2. EXACT FIRST ORDER DIFFERENTIAL EQUATIONS

ACTIVITY 2

3. BERNOULLI EQUATION

ACTIVITY 3

4. FINALLY

Theory: First-order ODE's 30

1. FAMILIAR FIRST-ORDER DIFFERENTIAL EQUATIONS
Let's start with an overview of the solution techniques ordinary differential equations
(ODE’s) studied in Mathematics II.

DIRECT INTEGRATION
dny
STANDARD FORM:  P( x)
dx n
METHOD: Integrate both sides n times

SEPARABLE EQUATIONS
dy P( x)
STANDARD FORM: 
dx Q( y )
METHOD: Separate the variables Q ( y )dy  P ( x)dx
Integrate both sides  Q( y)dy   P( x)dx
LINEAR EQUATIONS
dy
STANDARD FORM:  P( x) y  Q( x)
dx
Determine the integration factor R  e 
P ( x ) dx
METHOD:
Find the solution Ry   RQ ( x)dx
TOC

ACTIVITY 1 

Answers are available in the eStudyGuide.

Determine the general, and if possible, the particular solutions of the following DE’s. Use
direct integration, separation of variables or an integration factor.

dx 4 x
1.   2, x(1)  4 2. y ' 4 y   , y (0)  2
dt t
 
3. p '  2r  2, p ( 1)  1 4. y '  4 cos x sin x, y   0
2

5. y y '  2 x sec(3 y ), y 0  6. xy 2 y '  y  1, y (3e2 )  2
3
dy
7. y '  3x2 y 2  6 x2 8. ln( y t )  3t 2 y
dt

Theory: First-order ODE's 31

 dy dy
 e x y  8 x  cos 2 x, y (0)  3
2
9. 2y 10.
dx dx
3
11. y '( x)  y  x   2 x 2 12.  x  1 y ' 2 y  3  x  1 , y (0)  5
x
13. dy ( xy  x)  dx( y 2  xy 2 ) 14. i ' i tan   sin 2 , i (0)  1 
TOC

2. EXACT DIFFERENTIAL EQUATIONS

We remember from calculus that if a function u ( x, y ) has continuous partial derivatives,
the differential is
u u
du  dx  dy .
x y
Furthermore, if u ( x, y )  c then du  0 .

For example, if u  x  x 2 y 3  c then

du  (1  2 xy 3 )dx  3 x 2 y 2 dy  0 . (1)

For our purpose it is important to turn the problem around: namely, given a first order DE
such as (1) we must recognise that it is equivalent to the differential d ( x  x 2 y 3 )  0 .

The solution method is as follows: a differential equation of the form

P ( x, y )dx  Q ( x, y )dy  0 (2)

is said to be exact, if the expression on the left side corresponds to the differential

u u
dx  dy  0 . (3)
x y

Comparing equations (2) and (3) we see that

u u
P ( x, y )  and Q( x, y )  .
x y
It then follows that
P  2u  Q  2u
 and  .
y yx x xy

By assumption of continuity the two second partial derivatives are equal. Thus
P Q
 .
y x

Theory: First-order ODE's 32

This condition is sufficient for (1) to be an exact DE.

If the DE is exact, u ( x, y ) can be found in the following systematic way:

u   Pdx  k ( y )
u
where k ( y ) is the “constant” of integration. To determine k ( y ) , calculate  Q and
y
use it to get dk dy . Integrate dk dy to get k .

Alternatively we can determine u ( x, y ) by integrating Q , then

u   Qdx  l ( x)
u
where l ( x) is the constant of integration. To determine l ( x) , calculate  P and use it
x
to get dl dx . Integrate dl dx to get l .

The following method is shorter and yields the same results. It will be used to find the
solution of an exact DE

Determine
 P( x, y) x  F ( x, y )  k ( y)
1 1

and
 Q( x, y )dy  F ( x, y )  k ( x)
2 2

and give the final answer in the form

F1 ( x, y )  (terms in F2 ( x, y ) not in F1) = C

EXAMPLE 1
Solve  x 2  y 2  dx   2 xy  cos y  dy  0
SOLUTION
Step 1: Test for exactness
The equation is in standard form with
P( x, y )  x 2  y 2 and Q ( x, y )  2 xy  cos y .
Now
P Q
 2 y and  2y .
y x
and since
 P Q

x y
the equation is exact.

Step 2: Determine the integrals

Theory: First-order ODE's 33

 x3
 Px  3
 xy 2  k1 ( y )

 Qdy  xy  sin y  k2 ( x)
2

Step 3: Write down the general solution

x3
 xy 2  sin y  C 
3

EXAMPLE 2
Solve the following differential equation subjected to the indicated initial condition
 y 2 cos x  3x2 y  2 x  dx   x3  ln y  2 y sin x  dy, y(0)  e
SOLUTION
Step1: Test for exactness
Write the DE in standard form, that is
 y 2 cos x  3x2 y  2 x  dx    x3  ln y  2 y sin x  dy  0
and identify P and Q
P  y 2 cos x  3x 2 y  2 x and Q   x 3  ln y  2 y sin x .
Now
P Q
 2 y cos x  3 x 2 and  3 x 2  2 y cos x
y x
and since
P Q

y x
the DE is exact.

Step 2: Determine the integrals

 Px  y sin x  x y  x  k1 ( y )
2 3 2

 Qdy   x y  y sin x  y ln y  y  k2 ( x )
3 2

Step 3: Write down the general solution

y 2 sin x  x 3 y  x 2  y ln y  y  C

Step 4: Determine the particular solution

Find C by substituting y (0)  e in the general solution:
e2 sin 0  0  0  e ln e  e  C  C  0
Thus, the particular solution is
y 2 sin x  x 3 y  x 2  y ln y  y  0 
TOC

Theory: First-order ODE's 34

ACTIVITY 2 

Answers are available in the eStudyGuide.

1. Determine whether the given DE is exact. If it is exact, solve it

1.1  x  y  dx   x  y 2  dy  0 1.2  x2  1 e y dy   2 xe y  e x  dx  0
1.3  2 xy  y  dx   y  2 xy  x  dy
2 2
1.4 x 3

y x
dy
dx
0

1.5 sinh x cos y  cosh x sin y

dy
dx
1.6  
e2 rdr  r 2 d  0

 x  x 
1.7  e ln    dx    ln x  sin   d   0
 x  
1.8  y cos xy  1 dx   x cos xy  2 y  3 dy  0
2. Solve the initial value problems if the equations are exact
2.1  x  e y  dx   y  xe y  dy  0, y(2)  0
1   1
2.2   y  dx   x   dy, y 1  1
x   y
  
2.3  sec 2
 
x cot y  y dx  tan x csc2 y  x dy  0,  y  
4 4
2.4  2 y  e  dy
x

dx
 ye x
 0, y (0)  1

 2 xydx  dy  e x  0, y (0)  2
2
2.5

3. Find the value of k so that the given differential equation is exact

3.1  3x2  y 2  dx  k x ydy  0
3.2 
2 xy 3  3 y  3 x  kx 2 y 2  2ky y '  0 
3.3 3 x 2  xy k  x 2 y k 1 y '  0 
TOC

3. BERNOULLI EQUATION (reduction to linear form)

Certain non-linear differential equations can be reduced to linear form. The most famous
of these is the Bernoulli equation
y ' P( x) y  Q( x) y k , k  R

Theory: First-order ODE's 35

If k  0 or k  1 the equation is linear. Otherwise it is non-linear. Then we set
u ( x)   y ( x)
1 k

We differentiate this and substitute y ' , obtaining


u '  1  k  y  k y '  1  k  y  k Qy k  Py 
Simplification gives

u '  1  k  Q  Py1 k , 
where y1 k  u on the right, so that we get the linear equation
u ' 1  k  Pu  1  k  Q.

EXAMPLE 3
1 2
Solve the following DE 2 y y ' y 2
x
SOLUTION: Method 1

By dividing by 2 y the equation may be written as

1
y ' y  y 1
2x
Here k  1 , so that
u  y1( 1)  y 2

1
Differentiate u and substitute y ' by y '  y 1  y .
2x
It follows that
y
u '  2 y ( y 1  )
2x
y2
 2
x
This is a linear equation in u (where u  y 2 )
1
u ' u  2 .
x
The integration factor is
1
R  e  x  eln x  x
dx

and the required solution is

xu   2 xdx ,
substitute u  y 2 , determine the integral and the solution may be written as
xy 2  x 2  c . 

Theory: First-order ODE's 36

SOLUTION: Method 2
d 2
Note that y  2 y and choose u  y2
dy
It follows that
u '  2y y '
Substitution in the original equation results in
1
u ' u  2
x
This is a first order linear DE with integration factor
1
R  e  x  eln x  x
dx

The required solution of the DE is

xu   2 xdx
finally, substitute u  y 2 , and integrate
xy 2  x 2  c 

EXAMPLE 4
Reduce to linear form and solve the following DE
dy x
y
dx y
SOLUTION
Method 2 will be used to solve this example.

d 2
Note that y  2 y and multiply the equation by 2 y
dy
dy
2 y  2 y 2  2 x
dx
Let
u  y2
then
du dy
 2y
dx dx
Substitution results in
du
 2u  2 x
dx
which is a first order linear DE with integration factor

R  e
2 dx
 e2 x .
The solution can be written as
e2 x u   2 xe 2 x dx .
By using integration by parts it follows that

Theory: First-order ODE's 37

 1
e2 x u   xe2 x  e2 x  c .
2
Substitute u  y 2 and divide by e2 x
1
y 2   x   ce2 x . 
2
TOC

ACTIVITY 3 

Answers are available in the eStudyGuide.

1. Reduce to linear form and find the general solution or if possible, the particular
solution of the following DE’s
dy 1 1
1.1 y ' 2 y  y 2 , y (0)  1 1.2  y  1  2 x  y 4
dx 3 3
1.3 1
y ' xy  xy , y (0)  2 1.4 2 xyy '  x  1 y 2  x 2 e x
dy dy xy y2
1.5 xy 3  x ln x  y 4 1.6  
dx dx 1  x 2 1  x 2

2. Solve for y(x) if dy  x 1  y 2 1  tan 1 y  dx .

3. Reduce to linear form and find the general solution of the following DE. (This is
not a Bernoulli equation)
dy
 y cos x ln y  y cos x 
dx
TOC

4. FINALLY
Additional exercises on ODE basics and solving ODE's are available on Blackboard.
Notes on how to use Derive and Matlab to solve ODE's are also available.

Remember to work through the notes "SolveODEs" on your eStudyGuide!

TOC

Theory: First-order ODE's 38