Chapter 1

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Ordinary Differential

Equations of the First Order


Part I: • Basic Concepts and Ideas
Ordinary UNIT • Separable Method
Differential ONE • Reducible Method
Equations • Exact Method
• Non-Exact Method
• Linear First ODE

10/14/2017 Gemechu B. 2
1) Basic Concepts and Ideas of Differential Equation
Examples:
• Differential Equation is
any equation which dy
 2x  3
dx
contains derivatives,
2
d y dy
either ordinary 2
3  ay  0
dx dx
derivatives or partial
4
derivatives. d y  dy 
3
    6y  3
 dx 
3
dx
Differential Equation is divided into two:
• Ordinary Differential Equations • A DE is said to be Partial if the
derivative in it with respect to more than
• Partial Differential Equations one independent variable.
A DE is said to be ordinary if the derivative
in it with respect to single independent
variable.
 The order is the highest derivative in the differential equation.

10/14/2017 Gemechu B. 5
 The degree is power of the highest order derivative term in the differential
equation.

10/14/2017 Gemechu B. 6
 (Principle of Super Position):  The general solution to a differential

If 𝑦1 (𝑥) and 𝑦2 (𝑥) are two solutions to a equation is:


linear, homogeneous differential equation then  the most general form that the
so is y x = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 (𝑥). solution can take
 An Initial Value Problem (or IVP) is a
 doesn’t take any initial
differential equation along with an
conditions into account
appropriate number of initial
 unique for that differential
conditions.
equation.
2) Separable Differential Equations
𝑦′ = 𝑔 𝑥 ℎ 𝑦
 The first-order
𝑑𝑦
differential equation ⟹
𝑑𝑥
=𝑔 𝑥 ℎ 𝑦

𝑦 ′ = 𝑓 𝑥, 𝑦 = 𝑔 𝑥 ℎ(𝑦) is ⟹
𝑑𝑦
= 𝑔 𝑥 𝑑𝑥
ℎ 𝑦
called separable provided
Integrating both side
that f(x,y) can be written as
𝑑𝑦
⟹ = 𝑔 𝑥 𝑑𝑥
the product of a function of ℎ(𝑦)

x and y. ⟹
𝑑𝑦
= 𝑔 𝑥 𝑑𝑥 + c
ℎ(𝑦)
′ 𝑐𝑜𝑠𝑥
Example 1: Solve ODE: 𝑦 =
𝑦
𝑐𝑜𝑠𝑥 𝑑𝑦 𝑐𝑜𝑠𝑥 𝑑𝑦
Solution: 𝑦′ = ⟹ = ⟹ = 𝑐𝑜𝑠𝑥𝑑𝑥
𝑦 𝑑𝑥 𝑦 𝑦

Integrating both side


𝑑𝑦 𝑦2
⟹ = 𝑐𝑜𝑠𝑥 𝑑𝑥 ⟹ = 𝑠𝑖𝑛𝑥 + c
𝑦 2

⟹ 𝑦 2 = 2𝑠𝑖𝑛𝑥 + c

⟹ 𝑦 = 2𝑠𝑖𝑛𝑥 + c
Is the general solution of the given ODE.

10/14/2017 Gemechu B. 9
Example 2: Solve IVP of ODE: ⟹ 𝑦 2 − 4𝑦 − 𝑥 3 − 2𝑥 2 + 4𝑥 = c

is the general solution


3𝑥 2 + 4𝑥 − 4 = 2𝑦 − 4 𝑦′; 𝑦 1 =3
Thus,
Solution: 3𝑥 2 + 4𝑥 − 4 = 2𝑦 − 4 𝑦 ′ (3)2 −4(3) − 1 3
−2 1 2
+ 4(1) = c
⟹ 3 2 −4 3 − 1 3 −2 1 2 +4 1 =
2 𝑑𝑦
⟹ (3𝑥 +4𝑥 − 4) = 2𝑦 − 4
𝑑𝑥 ⟹ 𝑐 = −2

⟹ (3𝑥 2 +4𝑥 − 4)𝑑𝑥 = 2𝑦 − 4 𝑑𝑦 Therefore,

𝑦 2 − 4𝑦 − 𝑥 3 − 2𝑥 2 + 4𝑥 + 2 = 0
Integrating both side
is the particular solution.
⟹ 2𝑦 − 4 𝑑𝑦 = (3𝑥 2 +4𝑥 − 4)𝑑𝑥

⟹ 𝑦 2 − 4𝑦 = 𝑥 3 + 2𝑥 2 − 4𝑥+ c
3) Equations Reducible
⟹ 𝑥 2 𝑑𝑣 = −𝑥𝑑𝑥
Example 3: Solve IVP of ODE:
1
⟹ 𝑥 2 𝑑𝑣 = −𝑥𝑑𝑥 ⟹ 𝑑𝑣 = − 𝑑𝑥
𝑥
𝑥 − 𝑦 𝑑𝑥 + 𝑥𝑑𝑦 = 0; 𝑦 1 =4 1
⟹ 𝑑𝑣 = − 𝑑𝑥 ⟹ 𝑣 = − ln 𝑥 + 𝑐
𝑥
Solution: 𝑥 − 𝑦 𝑑𝑥 + 𝑥𝑑𝑦 = 0, 𝑦
⟹ = − ln 𝑥 + 𝑐
𝑥
𝑙𝑒𝑡 𝑦 = 𝑥𝑣 ⟹ 𝑑𝑦 = 𝑥𝑑𝑣 + 𝑣𝑑𝑥 ⟹ 𝑦 = − 𝑥ln 𝑥 + 𝑐𝑥
is the general solution
⟹ 𝑥 − 𝑣𝑥 𝑑𝑥 + 𝑥 𝑥𝑑𝑣 + 𝑣𝑑𝑥 = 0
𝐴𝑡 𝑥 = 1, 𝑦 = 4;
⟹ 𝑥𝑑𝑥 − 𝑥𝑣𝑑𝑥 + 𝑥 2 𝑑𝑣 + 𝑥𝑣𝑑𝑣 = 0 ⟹ 𝑦 = − 𝑥ln 𝑥 + 𝑐𝑥
⟹ 4 = − 1 ln 1 + 𝑐 1
⟹ 𝑥𝑑𝑥 + 𝑥 2 𝑑𝑣 = 0 ⟹4=𝑐
⟹ 𝑥 2 𝑑𝑣 = −𝑥𝑑𝑥 Thus, 𝑦 = − 𝑥ln 𝑥 + 4𝑥
is the particular solution
4) Exact Differential Equations

A first order DE 𝜕𝐹
= 𝑀 = sin 𝑦 𝑎𝑛𝑑
𝜕𝐹
= 𝑁 = 𝑥 cos 𝑦 − 2𝑦
is an exact domain D if 𝜕𝑥 𝜕𝑦
there is a function F(x, y) such that 𝜕𝐹
⟹ = sin 𝑦 ⟹ 𝜕𝐹 = sin 𝑦 𝜕𝑥
𝜕𝑭 𝜕𝑥
and = 𝑵 𝑥, 𝑦
𝜕𝑦 ⟹ 𝐹 𝑥, 𝑦 = sin 𝑦 𝑑𝑥 = 𝑥 sin 𝑦 + A(y)
𝜕𝑀 𝜕𝑁 𝜕𝐹
and
𝜕𝑦
=
𝜕𝑥
⟹ 𝑀𝑦 = 𝑁𝑥 . ⟹ = 𝑥 cos 𝑦 + A′ y = N = 𝑥 cos 𝑦 − 2𝑦
𝜕𝑦
Example 4: Solve the DE: ⟹ 𝑥 cos 𝑦 + A′ y = 𝑥 cos 𝑦 − 2𝑦
sin 𝑦 𝑑𝑥 + (𝑥 cos 𝑦 − 2𝑦)𝑑𝑦 = 0 ⟹ A′ y = −2𝑦
Solution: ⟹𝐴 y = −2𝑦 𝑑𝑦 = −𝑦 2 + 𝑐
𝑀 = sin 𝑦 𝑎𝑛𝑑 𝑁 = 𝑥 cos 𝑦 − 2𝑦 Therefore,𝐹 𝑥, 𝑦 = 𝑥 sin 𝑦 − 𝑦 2 = 𝑐
⟹ 𝑀𝑦 = cos 𝑦 = 𝑁𝑥 ⟹ 𝑥 sin 𝑦 − 𝑦 2 = 𝑐 is the general solution.
Hence the given DE is exact.
4) Exact Differential Equations

Example 5: Solve the DE: ⟹ 𝐹𝑥 = M = 6𝑥 + 𝑒 𝑥 𝑦 2

6𝑥 + 𝑒 𝑥 𝑦 2 + (2𝑒 𝑥 𝑦)𝑦′ = 0 ⟹ 𝐹 𝑥, 𝑦 = 6𝑥 + 𝑒 𝑥 𝑦 2 𝑑𝑥

𝑥 2 𝑥 𝑑𝑦
Solution: 6𝑥 + 𝑒 𝑦 + 2𝑒 𝑦
𝑑𝑥
=0 ⟹ 𝐹 𝑥, 𝑦 = 3𝑥 2 + 𝑒 𝑥 𝑦 2 + A(y)
⟹ 6𝑥 + 𝑒 𝑥 𝑦 2 𝑑𝑥 + 2𝑒 𝑥 𝑦 𝑑𝑦 = 0 ⟹ 𝐹𝑦 = 2𝑒 𝑥 𝑦 + A′ y = N = 2𝑒 𝑥 𝑦
⟹ M = 6𝑥 + 𝑒 𝑥 𝑦2 𝑎𝑛𝑑 𝑁 = 2𝑒 𝑥 𝑦 ⟹ A′ y = 0 ⟹ 𝐴 y = 𝑐
⟹ 𝑀𝑦 = 2𝑒 𝑥 𝑦 = 𝑁𝑥 Therefore, 𝐹 𝑥, 𝑦 = 3𝑥 2 + 𝑒 𝑥 𝑦 2 + 𝑐
⟹ 3𝑥 2 + 𝑒 𝑥 𝑦 2 = 𝑐
Hence the given DE is exact.
is the general solution.
4) Exact Differential Equations
Example 6: Solve the DE:
⟹ 𝐹𝑦 = 𝑥 + A′ y = N = 𝑥 + 2𝑦
2𝑥 + 𝑦 + 𝑥 + 2𝑦 y ′ = 0; 𝑦 1 = 1

𝑑𝑦 ⟹ A′ y = 2𝑦 ⟹ 𝐴 y = 2𝑦 𝑑𝑦 = 𝑦 2
Solution: 2𝑥 + 𝑦 + 𝑥 + 2𝑦 =0
𝑑𝑥

⟹ 2𝑥 + 𝑦 dx + 𝑥 + 2𝑦 𝑑𝑦 = 0 Therefore, 𝐹 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + 𝑦 2 + 𝑐

⟹ M = 2𝑥 + 𝑦 𝑎𝑛𝑑 𝑁 = 𝑥 + 2𝑦 ⟹ 𝑥 2 + 𝑥𝑦 + 𝑦 2 = 𝑐
⟹ 𝑀𝑦 = 1 = 𝑁𝑥
is the general solution.
Hence the given DE is exact.
𝐴𝑡 𝑥 = 1, 𝑦 = 1 ⟹ 𝑐 = 3
⟹ 𝐹𝑥 = M = 2𝑥 + 𝑦

⟹ 𝐹 𝑥, 𝑦 = 2𝑥 + 𝑦 𝑑𝑥 ⟹ 𝑥 2 + 𝑥𝑦 + 𝑦 2 = 3
⟹ 𝐹 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 + A y is the particular solution
5) Non-Exact Differential Equations

If the differential equation  To find the integrating factor when 𝑀𝑦 = 𝑁𝑥


is not exact but the 𝑀𝑦 −𝑁𝑥
 𝑃 𝑥 = or
differential equation 𝑁

𝑁𝑥 −𝑀𝑦
 𝑃 𝑦 =
𝑀
𝑃 𝑥 𝑑𝑥
 𝜇=𝑒 or
𝑃 𝑦 𝑑𝑦
 𝜇=𝑒
 Multiply the given equation by 𝜇
 Use the exact procedure
5) Non-Exact Differential Equations

Example 7: Solve the DE: ⟹ 3𝑥 2 𝑦 − 𝑥𝑦 2 𝑑𝑥 + 𝑥 3 − 𝑥 2 𝑦 𝑑𝑦 = 0


⟹ M = 3𝑥 2 𝑦 − 𝑥𝑦 2 𝑎𝑛𝑑 𝑁 = 𝑥 3 − 𝑥 2 𝑦
3𝑥𝑦 − 𝑦2 𝑑𝑥 + 𝑥2 − 𝑥𝑦 𝑑𝑦 = 0; 𝑦 1 =1
⟹ 𝑀𝑦 = 3𝑥 2 − 2𝑥𝑦 = 𝑁𝑥
Solution: M = 3𝑥𝑦 − 𝑦 2 𝑎𝑛𝑑 𝑁 = 𝑥 2 − 𝑥𝑦 Hence the given DE is exact.
⟹ 𝑀𝑦 = 3𝑥 − 2𝑦 ≠ 𝑁𝑥 = 2𝑥 − 𝑦
⟹ 𝐹𝑥 = 𝑀 = 3𝑥 2 𝑦 − 𝑥𝑦 2
Hence the given DE is not exact.
2 2 3 𝑥2𝑦2
⟹ 𝐹 𝑥, 𝑦 = 3𝑥 𝑦 − 𝑥𝑦 𝑑𝑥 = 𝑥 𝑦 − +A y
2
𝑀𝑦 −𝑁𝑥 3𝑥−2𝑦−(2𝑥−𝑦 )
𝑝 𝑥 = = ⟹ 𝐹𝑦 = 𝑥 3 − 𝑥 2 y + A′ y = N = 𝑥 3 − 𝑥 2 𝑦
𝑁 𝑥 2 −𝑥𝑦
⟹ A′ y = 0 ⟹ 𝐴 y = 𝑐
𝑥−𝑦 1
𝑝 𝑥 = = Therefore, 𝐹 𝑥, 𝑦 = 𝑥3𝑦 −
𝑥2𝑦2
+𝑐
𝑥(𝑥−𝑦) 𝑥
1 2
⟹ 𝜇=𝑒 𝑃 𝑥 𝑑𝑥
=𝑒 𝑥𝑑𝑥 = 𝑒 ln 𝑥 = 𝑥 ⟹ 2𝑥 3 𝑦 − 𝑥 2 𝑦 2 = 𝑐 is the general solution.

⟹[ 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 2 − 𝑥𝑦 𝑑𝑦 = 0]x 𝐴𝑡 𝑥 = 1, 𝑦 = 1 ⟹ 𝑐 = 1
⟹ 2𝑥 3 𝑦 − 𝑥 2 𝑦 2 = 1 is the particular solution.
6) Linear First Ordinary Differential Equations

 A differential equation is linear, if How to calculate

 dependent variable and its ′


𝑦 +𝑃 𝑥 𝑦 =𝑄 𝑥
derivatives are of degree one, Calculate the integrating factor
 coefficients of a term does not 𝑃 𝑥 𝑑𝑥
 𝜇=𝑒
depend upon dependent
Find the general solution
variable.
 𝑦 = 𝑒− 𝑃 𝑥 𝑑𝑥
𝑒 𝑃 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥
6) Linear First Ordinary Differential Equations

Example 8: Solve the DE: ⟹ 𝑦 = 𝑒 −𝑥 𝑒 2𝑥 𝑑𝑥


𝑦′ + 𝑦 = 𝑒 𝑥 2𝑥
−𝑥 𝑒
⟹𝑦= 𝑒 +𝑐
2
Solution: 𝑃 𝑥 = 1 𝑎𝑛𝑑 𝑄 𝑥 = 𝑒 𝑥
𝑒𝑥
⟹𝑦= ⟹𝑦= + 𝑐𝑒 −𝑥
2

𝑒− 𝑃 𝑥 𝑑𝑥
𝑒 𝑃 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥 is the general solution

⟹ 𝑦 = 𝑒− 𝑑𝑥
𝑒 𝑑𝑥
. 𝑒 𝑥 𝑑𝑥

⟹ 𝑦 = 𝑒 −𝑥 𝑒 𝑥 . 𝑒 𝑥 𝑑𝑥
6) Linear First Ordinary Differential Equations

Example 9: Solve the DE: 1 −𝑥 2 𝑥 2 1 −𝑥 2


⟹𝑦= 𝑒 𝑒 +𝑐 = + 𝑐𝑒
2 2
𝑦 ′ + 2𝑥𝑦 = 𝑥 ; y(0) = 1
is the general solution
Solution: 𝑃 𝑥 = 2𝑥 𝑎𝑛𝑑 𝑄 𝑥 = 𝑥
1 1 1 −𝑥 2
⟹𝑐= ⟹𝑦= + 𝑒
2 2 2
⟹ 𝑦 = 𝑒− 𝑃 𝑥 𝑑𝑥
𝑒 𝑃 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥
is the particular solution
⟹ 𝑦 = 𝑒− 2𝑥 𝑑𝑥
𝑒 2𝑥 𝑑𝑥
. 𝑥𝑑𝑥

−𝑥 2 𝑥2
⟹𝑦 =𝑒 𝑒 . 𝑥 𝑑𝑥
6) Linear First Ordinary Differential Equations

Example 10: Solve the DE: ⟹ 𝑦 = 𝑒 −2𝑥 𝑒 3𝑥 𝑑𝑥


𝑥𝑦 ′ + 2𝑥𝑦 = 𝑒 𝑥 ; 𝑦(0) = 𝑒
1 3𝑥
⟹ 𝑦 = 𝑒 −2𝑥 𝑒 +𝑐
3
Solution: 𝑃 𝑥 = 2 𝑎𝑛𝑑 𝑄 𝑥 = 𝑒 𝑥
1
⟹ 𝑦 = 𝑒 𝑥 + 𝑐𝑒 −2𝑥
⟹ 𝑦 = 𝑒− 𝑃 𝑥 𝑑𝑥
𝑒 𝑃 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥 3

This is the general solution.


⟹ 𝑦 = 𝑒− 2 𝑑𝑥
𝑒 2 𝑑𝑥
. 𝑒 𝑥 𝑑𝑥
1
⟹𝑐=𝑒−
⟹𝑦 = 𝑒 −2𝑥 𝑒 2𝑥 . 𝑒 𝑥 𝑑𝑥 3

1 1
⟹ 𝑦 = 𝑒 𝑥 + 𝑒 2−2𝑥 − 𝑒 −2𝑥
3 3

This is the particular solution

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