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First Order Equations

• A general first order differential equation can be written in the

form
Mathematics-III dy
 f ( x, y ) (*)
dx
First Order Equations d 2
• Even a simple equation (e.g. pendulum equation dt   sin   0 )
2
2

cannot be solved in general, in the sense that no formulas exist

for obtaining its solution in all cases.
• On the other hand, there are certain standard types of first
Anil Kumar order equations for which routine methods of solution are
CC-205 available.

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First Order Equations Variable Separable

In this chapter, we shall briefly discuss a few of the • The simplest of the standard type of DEs is that in
types of the differential equations that have many which the variables are separable. Then the equation
applications. For example: (*) can be written as
dy
 f (x) g ( y)
1. Variable Separable Equations. dx
2. Homogeneous Equations. • We can separate the variables and solve:
3. Exact Equations. dy
4. Linear Equations.  g ( y)   f ( x ) dx  C

5. Reduction of Order. where C is arbitrary constant.

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Variable Separable Homogeneous Equations

Examples • A function f(x, y) is called homogeneous of degree n

if
dy
1. x  2y Solution:
f ( tx , ty )  t n f ( x , y )
dx
(1) y  cx 2
dy Example:
2.  x2 y (2) y  ce x
3
/3
dx 1. f ( x, y )  x 2  y 2
(3) y  5 y  4 x  x  9
3 2
dy 4  2 x 2. f ( x, y )  x 2  y 2
3.  , y (1)  3
dx 3 y 2  5 4x2  3 y2
3. f ( x, y ) 
2 xy
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Homogeneous Equations Homogeneous Equations

dy x  y
If f(x, y) is homogeneous of degree 0 i.e. 1. 
• Examples dx x  y
f (tx , ty )  t 0 f ( x , y ) dy
2. 2 xy  4 x2  3 y 2
dx
then the differential equation dy
3. x  y  x 2  y 2 , y (1)  0
dy dx
 f ( x, y )
dx Solution
is called homogeneous equation and can be reduced to
separable form by taking the transformation y = v x.
 y
1. tan 1    ln
 x
 x2  y 2  c
2. y  4 x 2  cx3
2

3. y  x sin(ln x)
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Reducible to Homogeneous Equation Reducible to Homogeneous Equation

• If ae  bd, then choose h and k (constants) in

For example
such a way that the transformations x= z - h, y =
dy x  y  4 w - k reduce the first order differential equation

dx x  y  6
dy ax  by  c

is not homogeneous equation of first order but can be dx d x  ey  f
reduced to a homogeneous equation.
to a homogeneous equation.

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Conversion into variable separable case Exact Equations

• The substitution z = ax +by+c changes • Consider a family of curves f(x, y) = C.
• Then its differential equation can be written in the
y '  f (ax  by  c)
form
df  0
into an equations with separable variables.
Example: or
(1) y '  ( x  y ) 2
f f
dx  dy  0
(2) y '  sin ( x  y  1)
2
x y

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Exact Equations Exact Equations

• Start with DE M ( x , y ) dx  N ( x , y ) dy  0 (*) • Sometimes possible to determine exactness and find
• If there exists a function f(x, y) such that the function f by mere inspection. For example
f f (1) y dx  x dy  0
 M ( x , y ),  N ( x, y )
x y 1 x
f f (2) dx  2 dy  0
• Then (*) can be written dx  dy  0 or df  0 y y
x y
(3) y 2 dx  2 xy dy  0
and the general solution is given by f(x, y) = C. • How do we know whether a given DE is exact or not?
• In this case the differential equation (*) is said to be an – We need a test for exactness and
Exact Differential Equation. – a method for finding function f.

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Exact Equations Exact Equations

Necessary and Sufficient Condition for the Exactness
• Suppose that M ( x, y )dx  N ( x, y )dy  0 is exact, so that • A necessary and sufficient condition for the
there exists a function f satisfying differential equation
f f
 M and N M ( x , y ) dx  N ( x , y ) dy  0 (1)
x y
• From elementary calculus that the mixed second to be exact is
partial derivatives of f are equal i.e.
M N
2 f 2 f M N Necessary condition  (2)
   for Exactness. y x
yx xy y x

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Necessary and Sufficient Condition for the Necessary and Sufficient Condition for the
Exactness: Proof Exactness: Proof
M N f
• Sufficient Condition: Let  (2) Find g(y) such that it satisfies  N.
y x y
i.e. if (2) hold we must show that we can construct a Differentiating (3) w.r.t y we get
f f
function f(x, y) such that  M and  N.      
x y g '( y )   N   M dx   g ( y )    N   Mdx  dy (4)
 y   y 
Take
f provided the integrand in the last equation is a function
 M  f ( x, y )   Mdx  g ( y ) (3)
x only of y.
• This will be true if the derivative of the integrand with
respect to x is 0 i.e. if
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Necessary and Sufficient Condition for the Necessary and Sufficient Condition for the
Exactness: Proof Exactness: Proof
    M N
N 
x  y  M d x   0 • Therefore f(x, y) exists if
y

x
.

• Hence, we can construct the function f(x, y) such that

LHS
f f
 M and N if (2) is satisfied.
    N 2 N 2 x y
N 
x  y  M dx 


x xy 
 M dx  
x yx  M dx • Therefore the differential equation M ( x, y )dx  N ( x, y )dy  0
N    
  
 x dy   x  M dx 

is exact.
N M This proves that the condition is sufficient.
  0 (from (2))
x dy

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Exact Equations: Examples Reducible to Exact Form: Integrating Factor

• Show that the following differential equations are

• Consider the differential equation
exact and hence find the general solution
y dx  x dy  0
(1) y dx  2 xy dy  0
2
• Above differential equation is Exact?
(2)  x  y  dy   y  x  dx  0
3 3 • If we multiply it by 1/x2, it becomes exact and can be
solved as an exact equation
(3) (2 x sin y  y 3 e x ) dx  ( x 2 cos y  3 y 2 e x ) d y  0 • In this case this function 1/x2 is called as an
integrating factor to the equation.

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Integrating Factor Integrating Factor

Remark: A non exact DE always has an integrating factor if it
• In general if a differential equation has a general solution.
M dx  N dy  0 (1) Proof: Let (1) has a general solution f(x,y) = c.
is not exact,
under what condition can a function (x,y) be • Eliminate c by differentiating i.e.  f dx   f dy  0 (3)
found with the property that x y
• From (1) and (3), we get dy M f / x
 ( M dx  N dy )  0 (2) dx

N

f / y
.
f / x f / y
is exact? • This gives    ( x, y ) (say)
M N
• Any such function  is called an integrating factor
• On multiplying (2) by , we get
for the differential equation.
f f
 Mdx   Ndy  0  dx  dy  0 , which is exact.
x y
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Finding Integrating Factor Finding Integrating Factor

• In general finding integrating factor is quite difficult.
1     M N
• Let (x,y) be an integrating factor of the non exact  N M   (2)
equation   x y  y x
M dx  N dy  0 (1) • Solving this for (x,y) will give an integrating factor for
the differential equation.
Then  ( M dx  N dy )  0 is an exact differential
• But (2) is more difficult problem (PDE).
equation i.e. ( M ) ( N ) • Suppose (1) has an integrating factor µ which is a

y x function of x alone. Then
which gives
M  N   d  
 M  N  and 0
y y x x x dx y

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Finding Integrating Factor Finding Integrating Factor

• Then (2) can be written in the form
1 d  M / y  N / x
• Similarly if  M /  y   N /  x  h ( y ).
 M
 dx N
• Since the left side is a function only of x, the right side is then (1) has an integrating factor of the form
also. If we put
M / y  N / x
  e
h ( y ) dy
 g ( x)
N
• then (1) has an integrating factor of the form and so on… we can have different special cases.
• An integrating factor for a differential equation may not
  e
g ( x ) dx
be unique.

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Integrating Factor: Examples Integrating Factor: Examples

• Solve the following differential equations by finding an • Show that if M / y  N / x

is a function of g(z) of the
integrating factor Ny  Mx
product z = xy, then
  e
g ( z ) dz
(1) y dx  x dy  0
(2) 2 xy dx   3 x 2  y 2  dy  0 is an integrating factor for the equation
M dx  N dy  0.
(3) (2 xy 4 e y  2 xy 3  y ) dx  ( x 2 y 4 e y  x 2 y 2  3 x ) dy  0
• Example:
(1) ( y 2  xy  1)dx  ( x 2  xy  1)dy  0
(2) y dx  ( x  2 x 2 y 3 ) dy  0
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Some Exact Differentials I.F.

1. xdy  ydx  d ( xy )
xdy  ydx y
1
1
Examples
2.  d( )
x2 x x2 • Solve the problems by using differential formulas:
xdy  ydx x 1
3.  d ( )
y2 y y2 1 . x dy  y dx  (1  y 2 ) dy
xdy  ydx  y 1
 d  ln 
4.
xy  x xy 2. (2 x 3  3 y ) dx  (3 x  y  1) dy  0
xdy  ydx 1
 d  tan 1 ( y / x ) 
5. 2
x  y2 x2  y2 3. ydx  x (1  3 x 2 y 2 ) dy  0
  1 
6.
xdy  ydx d 
   ( n  1)( xy ) n 1 

if n  1 1 4. xdx  ydx  4 y 3 ( x 2  y 2 ) dy  0
( xy ) n d (ln( xy )) ( xy ) n
 if n  1
dy y  xy 2  x 3
  1  5. 
d
xdx  ydy   2(n  1)( x 2  y 2 ) n 1 
7. 2 
if n  1
1 dx x  x 2 y  y 3
(x  y ) 2 n
 1 ( x 2  y 2 )n
d ( 2 ln( x  y )) if n  1
2 2

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Linear Equations Linear Equations

• most important type of differential equation is the
linear equation • Presently, we shall discuss general first order linear
– In which the derivative of highest order is a linear function of equation, which we write in the standard form
the lower order derivatives. dy
 P ( x) y  Q ( x)
• For example: first order linear equation is dx

dy • The simplest way of solving this equation lies in the

 p ( x ) y  q( x )
dx fact that if we multiply this equation by e  Pdx , we get
and the general second order linear equation is e
Pdx dy
 P ( x )e  y  Q ( x ) e 
Pdx Pdx

d2y dy dx
 p ( x )  q ( x) y  r ( x )
d   Pdx
dx 2
y   Q( x)e
dx Pdx
 e
dx  
where p(x), q(x) and r(x) are functions of x alone.
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Linear Equations Linear Equations: Examples

• Solve the following differential equations

• which on integration gives
dy
1. x  3y  x4
e  y   Q e  dx  c
Pdx Pdx
dx Bernoulli’s equation
dy
2. xy   y  x 4 y 3 dx
 p ( x) y  q ( x) y n
 Pdx  
 y  e    Q e  dx  C 
Pdx
dy
  3. ( e y  2 xy )  y2
dx
which is the general solution of the linear equation. 4. y ln y dx  ( x  ln y ) dy  0
5. xdy  ( y  x y 3 (1  ln x )) dx  0

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Reduction of Order
Reduction of Order Dependent variable missing
• The general second order differential equation has the • If y is not explicitly present, our equation can be
form: written as
f (x, y , y )  0
' ''

F ( x, y, y' , y'' )  0
• In this case we introduce a new dependent variable p by
putting
• We shall consider two special types of second order dp  dp 
equations that can be solved by first order methods. y '  p and y ''  f  x, p,   0
dx  dx 
– Dependent variable missing
– Independent variable missing which is a first order equation in p, if we can solve this
equation for p, we can get the solution of the original
equation.
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Reduction of Order Reduction of Order

Dependent variable missing Independent variable missing
• Example • If x is not explicitly present, our equation can be written
as
1. xy ''  y '  4 x g( y, y , y )  0
' ''

2. y ''  1   y ' 
2 • Here we introduce a new dependent variable p in the
same way as
dp dp dy dp  dp 
3. x 2 y  2 xy  ( y ) 2 y '  p and y ''   p  g  y, p, p   0.
dx dy dx dy  dy 
4. ( x 2  2 y ') y '' 2 xy '  0, y (0)  1, y '(0)  0.
• Again we solve two first order equation in p, and
can get the solution of the original equation.

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Reduction of Order
Independent variable missing
• Example:

1. yy '' ( y ')2  0
2. y ''  1   y ' 
2

3. y ''  k 2 y  0
1
4. yy ''  y 2 y   ( y) 2 , y (0)   , y '(0)  1
2

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