ENGINEERING ANALYSIS

Faculty of Engineering
Petroleum Engineering

Fourth year
seven semesters
Engineering analysis Lecture 2

Chapter (2)
First order differential equations

First degree first order ODEs contain only 𝑑𝑦 = 𝑑𝑥 equated to some function of x and
dy
y, and can be written in either of two equivalent standard forms = 𝑓(𝑥, 𝑦) or
dx
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0.

Methods of solving first order first degree ordinary differential equations:

1.1 Separable Equations
A separable differential equation is any differential equation that we can write in the
following form.
𝑁(𝑦)𝑑𝑦 = 𝑀(𝑥)𝑑𝑥
It is easy to solve this special type ordinary differential equation by integrating both
sides.
∫ 𝑁(𝑦)𝑑𝑦 = ∫ 𝑀(𝑥)𝑑𝑥
.
Example:
a)
𝑑𝑦
= 𝑦 −2 𝑥𝑒 3𝑥−4𝑦
𝑑𝑥

∫ 𝑦 2 𝑒 4𝑦 𝑑𝑦 = ∫ 𝑥𝑒 3𝑥 𝑑𝑥
let 𝑢=𝑥 → 𝑑𝑢 = 𝑑𝑥
1
𝑑𝑣 = 𝑒 3𝑥 𝑑𝑥 → 𝑣 = 𝑒 3𝑥
3
1 1
∫ 𝑥𝑒 3𝑥 𝑑𝑥 = 3 𝑥𝑒 3𝑥 − ∫ 3 𝑒 3𝑥 𝑑𝑥
1 1
= 𝑥𝑒 3𝑥 − 𝑒 3𝑥 + 𝑐
3 9

let 𝑢 = 𝑦2 → 𝑑𝑢 = 2𝑦𝑑𝑦
1
𝑑𝑣 = 𝑒 4𝑦 𝑑𝑥 → 𝑣 = 𝑒 4𝑦
4

7
Engineering analysis Lecture 2

1 1
∫ 𝑦 2 𝑒 4𝑦 𝑑𝑦 = 4 𝑦 2 𝑒 4𝑦 − 2 ∫ 𝑒 4𝑦 𝑦𝑑𝑦
1
𝑑𝑣 = 𝑒 4𝑦 𝑑𝑦 → 𝑣 = 𝑒 4𝑦
4
1 1 1 1
∫ 𝑦 2 𝑒 4𝑦 𝑑𝑦 = 4 𝑦 2 𝑒 4𝑦 − 2 (4 𝑒 4𝑦 𝑦 − 4 ∫ 𝑒 4𝑦 𝑑𝑦)
1 1 1 1 1
= 𝑦 2 𝑒 4𝑦 − ( 𝑒 4𝑦 𝑦 − ∗ 𝑒 4𝑦 )
4 2 4 4 4
1 1 1 1 1
∴ 𝑦 2 𝑒 4𝑦 − 𝑒 4𝑦 𝑦 + 𝑒 4𝑦 = 𝑥𝑒 3𝑥 − 𝑒 3𝑥 + 𝑐
4 8 32 3 9
1 1 1 1 1
𝑦 2 𝑒 4𝑦 − 𝑒 4𝑦 𝑦 + 𝑒 4𝑦 − 𝑥𝑒 3𝑥 + 𝑒 3𝑥 = 𝑐
4 8 32 3 9

b)
𝑑𝑦
= 3𝑥 2 𝑦
𝑑𝑥

∫ 𝑦𝑑𝑦 = ∫ 3𝑥 2 𝑑𝑥
𝑦2
= 𝑥3 + 𝑐
2
𝑦2
− 𝑥3 = 𝑐
2

Exercise:
Solve the differential equation:
𝑑𝑦 2+𝑠𝑖𝑛(𝑥)
1. =
𝑑𝑥 3(𝑦−1)2

2. 𝑥 2 (1 + 𝑦 2 )𝑑𝑥 + 𝑦(1 + 𝑥 2 )𝑑𝑦 = 0

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

8
Engineering analysis Lecture 2

2.2 Exact equations

Consider a first order differential equation of the form
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0. . . . . . . . . . . . . . . . . . . (1)
Equation (1) is exact if and only if
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
=
𝜕𝑦 𝜕𝑥

This mean that there exist a function u(x,y), such that

𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦 = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦
𝜕𝑥 𝜕𝑦

Therefor
𝜕𝑢 𝜕𝑢
= 𝑁(𝑥, 𝑦), = 𝑀(𝑥, 𝑦)𝑑𝑥
𝜕𝑦 𝜕𝑥

𝜕𝑢 𝜕𝑢
Solve = 𝑁(𝑥, 𝑦)𝑎𝑛𝑑 = 𝑀(𝑥, 𝑦)𝑑𝑥 to find 𝑢(𝑥, 𝑦).
𝜕𝑦 𝜕𝑥

Method of solution:

𝜕𝑢 𝜕𝑢
A) = 𝑁(𝑥, 𝑦) …… (1) B) = 𝑀(𝑥, 𝑦) ……... (1)
𝜕𝑦 𝜕𝑥

find 𝑢by integrating 𝑁(𝑥, 𝑦) with respect to find 𝑢by integrating 𝑀(𝑥, 𝑦) with respect to
y while holding x constant: x while holding y constant:

𝑢(𝑥, 𝑦) = ∫ 𝑁(𝑥, 𝑦) 𝑑𝑦 + ℎ(𝑥) ……... (2) 𝑢(𝑥, 𝑦) = ∫ 𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑔(𝑦) ……., (2)
where the arbitrary function ℎ( 𝑥) is the where the arbitrary function ℎ( 𝑦) is the
“constant” of integration “constant” of integration

Now differentiate eq(2) with respect to y Now differentiate eq(2) with respect to y and
𝜕𝑢 𝜕𝑢
and assume that = 𝑀(𝑥, 𝑦) assume that = 𝑁(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦

𝜕𝑢 𝜕 𝜕𝑢 𝜕
= (∫ 𝑁(𝑥, 𝑦) 𝑑𝑦) + ℎ′ (𝑥) = 𝑀(𝑥, 𝑦) 𝜕𝑦 = 𝜕𝑦 (∫ 𝑀(𝑥, 𝑦) 𝑑𝑦) + ℎ′ (𝑦) = 𝑁(𝑥, 𝑦)
𝜕𝑥 𝜕𝑥
… (3) … (3)

Finally, integrate (3) with respect to x and Finally, integrate (3) with respect to y and
substitute the result in (2). substitute the result in (2).

9
Engineering analysis Lecture 2

The general solution of the equation is 𝑢(𝑥, 𝑦) = 𝑐

Example: find the general solution of the following differential equations:

𝑦 3
1) (3𝑥 2 + 2 ) 𝑑𝑥 + (2 𝑙𝑛( 3𝑥) + ) 𝑑𝑦 = 0
𝑥 𝑦

Solution:
𝑦 𝜕𝑀 2
𝑀(𝑥, 𝑦) = 3𝑥 2 + 2 ⇒ =
𝑥 𝜕𝑦 𝑥
3 𝜕𝑁 2
𝑁(𝑥, 𝑦) = 2 𝑙𝑛( 3𝑥) + ⇒ =
𝑦 𝜕𝑥 𝑥
𝜕𝑁 𝜕𝑀
∵ =
𝜕𝑥 𝜕𝑦

Thus, the equation is exact,

𝜕𝑢
= 𝑀(𝑥, 𝑦)
𝜕𝑥
𝑦
∫ 𝑑𝑢 = ∫ (3𝑥 2 + 2 𝑥 ) 𝑑𝑥
𝑢(𝑥, 𝑦) = 𝑥 3 + 2𝑦 𝑙𝑛( 𝑥) + ℎ(𝑦) . . . . . . . . . (∗)
𝜕𝑢
= 2 𝑙𝑛( 𝑥) + ℎ′ (𝑦) = 𝑁(𝑥, 𝑦)
𝜕𝑦
3
2 𝑙𝑛( 𝑥) + ℎ′ (𝑦) = 2 𝑙𝑛( 3𝑥) +
𝑦
3
ℎ′ (𝑦) = 2 𝑙𝑛( 3𝑥) − 2 𝑙𝑛( 𝑥) +
𝑦
3
ℎ′ (𝑦) = 2 𝑙𝑛( 3) +
𝑦
ℎ(𝑦) = 2 𝑙𝑛( 3)𝑦 + 3 𝑙𝑛( 𝑦)
Sub h(y) in eq (*), we get
𝑢(𝑥, 𝑦) = 𝑥 3 + 2𝑦 𝑙𝑛( 𝑥) + 2 𝑙𝑛( 3)𝑦 + 3 𝑙𝑛( 𝑦) = 𝑐

10
Engineering analysis Lecture 2

2) (𝑒 2𝑦 − 𝑦 𝑐𝑜𝑠( 𝑥𝑦))𝑑𝑥 + (2𝑥𝑒 2𝑦 − 𝑥 𝑐𝑜𝑠( 𝑥𝑦) + 2𝑦)𝑑𝑦 = 0

Solution:
𝜕𝑀 𝜕𝑁
= 2𝑒 2𝑦 + 𝑥𝑦 𝑠𝑖𝑛( 𝑥𝑦) − 𝑐𝑜𝑠( 𝑥𝑦) =
𝜕𝑦 𝜕𝑥
therefore, the equation is exact
𝜕𝑢
= 𝑀(𝑥, 𝑦)
𝜕𝑥
∫ 𝑑𝑢 = ∫(𝑒 2𝑦 − 𝑦 𝑐𝑜𝑠( 𝑥𝑦))𝑑𝑥
𝑢(𝑥, 𝑦) = 𝑥𝑒 2𝑦 − 𝑠𝑖𝑛( 𝑥𝑦) + ℎ(𝑦) . . . . . . . . . (∗)
𝜕𝑢
= 2𝑥𝑒 2𝑦 − 𝑥 𝑐𝑜𝑠( 𝑥𝑦) + ℎ′ (𝑦) = 𝑁(𝑥, 𝑦)
𝜕𝑦

2𝑥𝑒 2𝑦 − 𝑥 𝑐𝑜𝑠( 𝑥𝑦) + ℎ′ (𝑦) = 2𝑥𝑒 2𝑦 − 𝑥 𝑐𝑜𝑠( 𝑥𝑦) + 2𝑦

ℎ′ (𝑦) = 2𝑦
ℎ(𝑦) = 𝑦 2
Sub h(y) in eq(*), we get
𝑢(𝑥, 𝑦) = 𝑥𝑒 2𝑦 − 𝑠𝑖𝑛( 𝑥𝑦) + 𝑦 2 = 𝑐
Example: Find the solution and interval of validity for the following IVP.
𝑑𝑦
3𝑦 3 𝑒 3𝑥𝑦 − 1 + (2𝑦𝑒 3𝑥𝑦 + 3𝑥𝑦 2 𝑒 3𝑥𝑦 ) = 0 𝑦(0) = 1
𝑑𝑥
𝜕𝑀 𝜕𝑁
= 9𝑥𝑦 2 𝑒 3𝑥𝑦 + 9𝑥𝑦 3 𝑒 3𝑥𝑦 =
𝜕𝑦 𝜕𝑥

So, it’s exact.

𝑢(𝑥, 𝑦) = ∫(3𝑦 3 𝑒 3𝑥𝑦 − 1)𝑑𝑥 = 𝑦 2 𝑒 3𝑥𝑦 − 𝑥 + ℎ(𝑦)
𝜕𝑢
= 2𝑦𝑒 3𝑥𝑦 + 3𝑥𝑦 2 𝑒 3𝑥𝑦 + ℎ′ (𝑦) = 𝑁(𝑥, 𝑦)
𝜕𝑦

ℎ′ (𝑦) = 0 → ℎ(𝑦) = 0
𝑢(𝑥, 𝑦) = 𝑦 2 𝑒 3𝑥𝑦 − 𝑥 = 𝑐 is general solution
𝑐=1
𝑦 2 𝑒 3𝑥𝑦 − 𝑥 = 1 is particular solution

11
Engineering analysis Lecture 2

Exercise:
1) Show whether the linear differential equation below is exact or not 𝑦 ′ =
𝑦(𝑥)𝑎(𝑥) + 𝑏(𝑥), 𝑎(𝑥) ≠ 0
2) determine whether the given differential equation is exact. If it is exact, solve it.
𝑦
1. (1 + ln(𝑥) + ) 𝑑𝑥 = (1 + ln(𝑥))𝑑𝑦
𝑥
2. 𝑒 𝑥 sin(𝑦) − 2𝑥 + (𝑒 𝑥 cos(𝑦) + 1)𝑦 ′ = 0
3. (𝑥 2 + 3𝑥𝑦) + (4𝑥𝑦 + 2𝑥)𝑦 ′ = 0

12