1st ORDER LINGAR DIFFERENTIAL EQUATION

A first order differential equation is said to be linear if it can be written as

y  P  x  y  Q  x  (1)
If Q  x  is zero for all x in the interval in which we consider the equations, the equations is
said to be homogenous otherwise it is said to be non-homogenous

HOMOGENEOUS EQUATION
1. A differential equation is homogeneous if it has the form
 y
y  f  
x
e.g.
x  y
y  cos  
y x
y
y  which may be written as
x y
y y
y  x  x x0
x y 1 y
x x x

Solution of homogeneous equations

y
Substituting the variable u  always transform a homogeneous into a separable one
x
If we write y  ux then y  u  ux
Thus the general homogeneous equation
 y
y  f   Becomes
x

u  ux  f  u 
or
du
x  u  f u 
dx
This is a separable equation
du
x  f u   u
dx

1 1
du  dx
f u   u x

This can be integrated to give the solution

Example 1
Solve the homogeneous equation
dy
xy  x2  y 2
dx

Solution
Diving the equation through by x 2
2
y dy  y
 1  
x dx x
dy du
Let u  y  y  ux  ux
x dx dx
On substituting in equation
 du 
u  u  x   1 u2
 dx 

du
ux 1
dx
1
 u du   x dx
1 2
u  ln x  ln C
2
2
 y
u  2 ln Cx
2
    ln Ax 2
x

Example 2
dy
Solve the homogeneous equation x 2  x 2  xy  y 2
dx
Solution
Diving the equation through by x 2
2
dy y  y
 1   
dx x x
dy du
Let u  y  y  ux  ux
x dx dx
On substituting in equation
du
ux  1 u  u2
dx
 du
x  1 u2
dx
du 1
 1  u 2   x dx
tan 1 u  ln x  ln C  tan 1 u  ln Cx

 y
 tan 1    ln Cx
x

Example 3
dy
Solve the homogeneous equation xy  x2  y 2
dx

Solution
x2  x2  2 y 2   A

Exercise
Solve the following homogeneous equation
dy
a) 3x 2  y2
dx
b)  x 2  y 2   xy
dy
dx
dy
c) x  x y
dx
dy
d)  4 x  y   4 x
dx
 y 2  x  x2  y 2 
dy
e) xy
dx

NON- HOMOGENEOUS EQUATION

These are the equations of the form
y  P  x  y  Q  x  Where Q  x   0
They are solved using the integrating factor
Let F  x  be the integrating factor then
dy
F  FP  x  y  FQ  x  (1)
dx

is an exact equation. We can write from the first terms on the LHS
d dy dF
 Fy   F  y (2)
dx dx dx

Thus (1) may also be written as

dy dF
F y  FQ (3)
dx dx

Comparing (1) and (3)

dF dF
y  FPy   FP
dx dx
By separation of variables
1
 F dF   P  x  dx
ln F   P  x  dx

F  e
P  x  dx

This is the integrating factor

Example 1
dy
Solve the differential equation  3 y  e2 x given that y  0   6
dx 5
Solution
dy
 3 y  e2 x
dx
P  x  3  F  e
3 dx
 e3 x

dy
e3 x  3e3 x y  e5 x
dx

d
dx
 ye3 x   e5 x

 ye   e5 x dx
3x

1
 e5 x  C
5
1
The general solution is given by y  e2 x  Ce3 x
5

x0 y6  6  1 C  C 1
5 5 5
1
 y  e2 x  e3 x
5
Example 2
dy
Solve the initial value problem  2 xy  x given that y  0    1
dx 2
Solution
dy
 2 xy  x
dx
P  x  2x  F  e
2 x dx
 ex
2

dy
 2 xe x y  xe x
2 2 2
ex
dx

d
dx
2

 
ye x  xe x
2

 ye   xe x dx
x2 2

1 2
 ex  C
2
1 2
y  e x  Ce x
2
The general solution is given by
2

x0 y1   1  1 C  C  1
2 2 2
1 2
 y  e x  e x
2

2
Example 3
dy
Solve  y tan x  sin 2 x given that y  0   1
dx

Solution
y  3cos x  2cos2 x
dy
 y tan x  sin 2 x
dx
P  x   tan x  F  e
tan x dx
 eln sec x  sec x

dy
sec x  y sec x tan x  sec x sin 2 x
dx

d
 y sec x   sec x sin 2 x
dx
 y sec x   sec x sin 2 x dx
  sec x  2 cos x sin x dx

  2sin x dx
 2 cos x  C
The general solution is given by
y  2cos2 x  C cos x

x  0 y 1  1  2  C C 3
 y  3cos x  2cos2 x

Exercise
1. Solve the initial value problems
a) y  3 y  12 y  0  6
b) y  2 xy  4 x y  0  3
c) y  ky  e kx y  0  5
2. Find the general solution on the differential equation
a) y  4 y  0.8
b) y  3 y  e3 x
c) xy  2 y  9 x
d) xy  2 y  4e x
2

e) xy  2 y  x3e x
f) xy  3 y  5x

BERNOULLI EQUATIONS
An equation of the form
dy
 P  x y  Q  x yn Where n is any real number
dx
Is known as a Bernoulli equation
If n = 0 or 1 the equation is linear otherwise it is non-linear

Theorem
If n  0 or 1 the transformation v  y1n reduces the Bernoulli equation to a linear equation

Proof
dy
 P  x y  Q  x yn (1)
dx
Multiplying (1) by y  n
dy
yn  P  x  y1n  Q  x  (2)
dx
Let v  y1n then
dv dy dy y n dv
 1  n  y  n   (3)
dx dx dx 1  n dx

Substituting (3) in (2)

y n dv
 P  x v  Q  x
1  n dx
Or
dv
 1  n  P  x  v  1  n  Q  x  (4)
dx

Let M  x   1  n  P  x  and N  x   1  n  Q  x then (4) may be written in the form

dv
 M  x v  N  x This is linear in v
dx

Solution of Bernoulli equation

Steps
1. Multiply the equation by y  n
2. Define and substitute v  y1n
3. Get y  by differentiating v w.r.t x then substitute in the Bernoulli equation to make it linear

Example 1
dy
Solve the equation  y  xy 3
dx

Solution
This is a Bernoulli equation with n  3 multiplying the equation by y 3 we get
dy
y 3  y 2  x .................................................. (A)
dx

dy y 3 dv
v  y1n  y 2  
dx 2 dx

Substituting in the equation (A) yields

 1 dy
v  x
2 dx
dy
 2v  2 x
dx
This is linear
F  x   e
2 dx
 e2 x
dy
e2 x  2ve2 x  2 xe2 x
dx
d
dx
 ve2 x   2 xe2 x
ve2 x    2 xe2 x  dx
Integrating by parts
  2 xe  dx  xe   e dx
2 x 2 x 2 x

1 2 x
 xe2 x 
xe  C
2
1
 ve 2 x   xe 2 x  xe 2 x  C
2
1
 v   2 x  1  Ce 2 x
2
1 1
 2   2 x  1  Ce 2 x
y 2

Example 2
Solve the Bernoulli equation 4 y  y  1  2 x  y 5
Solution
This is a Bernoulli equation with n  5 multiplying the equation by y 5 we get
4 y 5 y  y 4  1  2 x  ................................................ (A)

dy y 5 dv
v  y1n  y 4  
dx 4 dx

Substituting in the equation (A) yields

dy
  v  1 2x
dx
dy
 v  2x 1
dx
This is linear
F  x   e
 dx
 e x
 dy
e x  ve  x  2 xe  x  e  x
dx
d
dx
 ve x   2 xe  x  e  x

ve 2 x    2 xe  x  e  x  dx
 2 xe x   2e x dx  e x  C
 2 xe x  2e x  e x  C
 2 xe x  e x  C
 v  2 x  1  Ce x
1
 4
 Ce x  2 x  1
y

Example 3
1
Solve the Bernoulli equation y  y  6 x 2 y 2
x
Solution
y  3x3  Cx 3
2

Exercise
Solve the differential equations
a) y  xy  xy 2
1
b) y  y  x 4 y 2
x
1 2
c) y   y 2  y
x x
d) 2 xy  y  10 x3 y 5
dy
e) x 4  2 x3 y  1
dx