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First Order

Ordinary
Differential
Equations First Order Ordinary Differential Equations
By
Dagnachew
Jenber By
Dagnachew Jenber

College Of Natural and Social Science


Department of Mathematics
Addis Ababa Science and Technology University
Addis Ababa, Ethiopia

October 29, 2018

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DIFFERENTIAL EQUATION(DE)

First Order
Ordinary
Differential
Equations
Definition: An equation involving one or more derivatives of
By
a dependent variable with respect to one or more indepen-
Dagnachew
Jenber dent variables is called a differential equation(DE).
Example

y 0 − xy = 5 

∂u ∂u
∂x − ∂y = cos(y ) DEs
d 2u du 
dx 2
+ cos(x) dx = x 

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
Definition 1
By
A DE involving one or more derivatives of a dependent
Dagnachew
Jenber variable with respect to only one independent variable is
called an ordinary differential equation(ODE).

Definition 2
A DE involving one or more derivatives of a dependent
variable with respect to two or more independent variables
is called a partial differential equation(PDE).

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Example.
y0 = x − 5

ODEs
y − xy 0 + y = x
00

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CLASSIFICATIONS OF A DE

First Order
Ordinary Example
Differential
Equations
∂Z
− ∂Z

By ∂x ∂y = 0 
Dagnachew Uzz − Uxx = x 2 PDEs
Jenber
Uz − 4Ux = sin(x)

Remark
In this course we consider only ODE.

Definition
The order of the highest derivative in a DE is called the
order of the equation.

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
By Example
Dagnachew
Jenber o
dy
dx −y = x2 +1 order 1
)
y 000 − y 00 = x
5 order 3
(y 0 ) 2 = y 000 + 1

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Definition
Equations An ODE of nth order is an equation of the form
By
Dagnachew f (c, x, y, y 0 , y 00 , ..., y n ) = 0
Jenber
where f is a function of (n + 2) variables with y = y(x) and
c is a constant.

Definition
A DE of order, n, is said to be explicit if it can be expressed
in the form:
y n = F (x, y, y 0 , y 00 , y 000 , ..., y (n−1) ) and F is a function of
(n + 1) variables; otherwise it is called an implicit

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential Example
Equations
By
y 00 = xy 0 + cos(x) explicit

Dagnachew
Jenber
y 00 = cos(y 00 ) implicit

Definition
The degree of ODE (if it exists) is the highest exponent of
the highest derivatives that occurs in the DE, after the DE
is expressed as a polynomial of the dependent variable and
its derivatives

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
By
Dagnachew Example
Jenber
1. y 0 − y = 1 order 1, degree 1.

2. (y 00 )3 − x(y 0 )5 = x 3 order 2, degree 3.


3. (y 000 )3 − (y 000 )2 + y = x order 3, degree 3.


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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
By
Dagnachew Example
Jenber
Find the degree and order of the DE
5
(y 0 ) 2 = y 000 + 1

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CLASSIFICATIONS OF A DE

First Order
Ordinary Solution.
Differential
Equations Firstly let us write the given DE as apolynomial of the
By
dependent variable and its derivatives, that is,
Dagnachew 5
Jenber (y 0 ) 2 = y 000 + 1
5
⇔ ((y 0 ) 2 )2 = (y 000 + 1)2
⇔ (y 0 )5 = (y 000 )2 + 2y 000 + 1
Therefore
5
(y 0 ) 2 = y 000 + 1 ⇔ (y 0 )5 = (y 000 )2 + 2y 000 + 1

has order 3 and degree 2.

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
By
Dagnachew Example
Jenber
Find the order and degree of the DE
00
y 00 = y + ey

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CLASSIFICATIONS OF A DE

First Order Solution.


Ordinary
Differential Firstly let us write the given DE as apolynomial of the
Equations dependent variable and its derivatives, that is,
By
x2
Dagnachew Since ex = 1 + x + + ...
Jenber 2!
00 (y 00 )2 (y 00 )3
y 00 = y + ey ⇔ y 00 = y + (1 + y 00 + + + ....)
2! 3!
(y 00 )2 (y 00 )3
⇔0=1+y + + + ...
2! 3!
Therefore
00 (y 00 )2 (y 00 )3
y 00 = y + ey ⇔ 0 = 1 + y + + + ...
2! 3!
has order 2 and no degree.
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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
By
Dagnachew Exercise
Jenber
Find the degree of the following DEs
1. y 00 = cos(y 0 )
2. y 00 = cos(y 00 )

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
Definition
By
Dagnachew
An nth order DE is linear if it can be written of the form
Jenber an (x)y n + an−1 (x)y n−1 + .... + a2 (x)y 00 + a1 (x)y 0 + a0 (x)y =
f (x), where the coefficients ai (x)(i = 0, 1, 2, ...., n) are
function of x alone.,i.e, they do not depend on y or any
derivatives of y.

Note.
An equation that is not linear is called non-linear.

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CLASSIFICATIONS OF A DE

First Order
Ordinary
Differential
Equations
Example
By
Dagnachew 2 
Jenber 3y 0 + xy = e−x 
ex y 00 + xy = 2 Linear
xy 0 + xy = 0

yy 00 − 2y 00 = x 

y 000 + y 2 = 0 Non − Linear


00
√ 0 2
y + y +y =x

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SOLUTIONS OF A DE

First Order
Ordinary Definition
Differential
Equations A function that is free of derivatives and that satisfies
By identically a DE on some region D is called a solution of the
Dagnachew DE, i.e., y = y (x) is a solution of the DE,
Jenber
F (x, y , y 0 , y 00 , ..., y n ) = 0

or satisfies the equation

F (x, y , y 0 , y 00 , ..., y n ) = 0

if
F (x, y(x), y 0 (x), y 00 (x), ..., y n (x)) = 0
.

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SOLUTIONS OF A DE

First Order
Ordinary
Differential Example
Equations
The function y = xex is a solution of the linear equation
By
Dagnachew
Jenber y 00 − 2y 0 + y = 0

on the interval (−∞, ∞). To show this, we compute

y 0 = xex + ex and y 00 = xex + 2ex .

Observe that

y 00 − 2y 0 + y = (xex + 2ex ) − 2(xex + ex ) + xex = 0

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SOLUTIONS OF A DE

First Order
Ordinary
Differential Example
Equations
By Consider the DE
Dagnachew y0 − y = 0
Jenber
Take y = ex then y 0 = ex , therefore y 0 − y = ex − ex = 0.
Thus y = ex is the solution of y 0 − y = 0. In general
y = cex , c ∈ < are solutions of the DE.

Exercise
2
1. Show that y = cex is a solution of y 0 = 2xy.
1
x4
2. Show that y = 16 is a solution of y 0 = xy 2

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SOLUTIONS OF A DE

First Order
Ordinary
Differential
Equations
By Definition
Dagnachew
Jenber 1. A solution of a DE of the form y = h(x) is called an
explicit solution.
2. A solution of the form h(x, y) = 0 where it is not easy to
express y interms of x is called an implicit solution.
3. A solution of a DE that is free of arbitrary parameters is
called a particular solution, otherwise it is general solution.

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FORMATION OF A DE

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Note
An ODE is formed in an attempt to elliminate certain
arbitrary constants from a relation in the variables and
constants.

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FORMATION OF A DE

First Order
Ordinary
Differential Example
Equations
By Consider the simple harmonic motion given by
Dagnachew
Jenber x = A cos(nt + B), A,B are constants

Since we have two constants, A and B, therefore to


elliminate A and B from the equation we have to
defferentiate the given equation twice, i.e.,

x 0 = −An sin(nt + B) ⇔ x 00 = −An2 cos(nt + B) = −n2 x.

, That is, x 00 = −n2 x is the required DE.

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FORMATION OF A DE

First Order
Ordinary
Differential
Equations
Exercise
By
Dagnachew 1. Form the DE from the following equation.
Jenber
a. y = ax 3 + bx 2
b. xy = Aex + Be−x
c. y = ex (A cos(x) + B sin(x))
d. y = (x − b)2
2. obtain the DE of all circles of radius a with center at
(h, k ).

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INITIAL AND BOUNDARY VALUE PROBLEMS

First Order
Ordinary
Differential Definition
Equations
For different applications solutions to DE may be required
By
to satisfied certain defined conditions such conditions are
Dagnachew
Jenber
called initial conditions(IC) if they are given at only one
point of the independent variable, while conditions given at
more than one point of the independent variable are called
boundary conditions(BC)

Definition
A DE together with a set of initial conditions/boundary
conditions is called initial Value problem(IVP)/boundary
value problem(BVP).

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INITIAL AND BOUNDARY VALUE PROBLEMS

First Order
Ordinary
Differential
Equations
Example
By
Dagnachew
y 00 = cos(x)

Jenber  
y (0) = 1 IVP
IC 
y 0 (0) = −1

y 00 = cos(x)

 
y(0) = 1 BVP
BC 
y 0 (1) = −1

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SEPARABLE EQUATIONS

First Order
Ordinary
Differential Definition
Equations
An explicit FOODEs has General form:
By
Dagnachew dy
Jenber y 0 = f (x, y) or = f (x, y)
dx
Another form:

M(x, y)dx + N(x, y)dy = 0 ⇔ N(x, y )dy = −M(x, y)dx

dy M(x, y)
⇔ =− = f (x, y )
dx N(x, y)
that is, y 0 = f (x, y ).

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ELEMENTARY(SEPARATED) FOODEs

First Order
Ordinary
Differential
Equations Form: y 0 = f (x).
By
Method of solving: Integration, that is
Dagnachew
dy
Jenber y 0 = f (x) ⇔
= f (x)
dx
Z Z
⇔ dy = f (x)dx ⇔ dy = f (x)dx + c
Z
⇔y = f (x)dx + c

is the general solution.

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ELEMENTARY(SEPARATED) FOODEs

First Order
Ordinary Example
Differential
Equations Solve for y such that
By
Dagnachew y 0 = cos(x + 1)
Jenber

Solution.
dy
= cos(x + 1) ⇔ dy = cos(x + 1)dx
dx
Z Z
⇔ dy = cos(x + 1)dx + c

⇔ y = sin(x + 1) + c
is the G.S.
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ELEMENTARY(SEPARATED) FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew Exercise
Jenber
Solve
1. dy − ln(x)dx = 0 
y0 = x2 + x + 1
2. IVP
y (1) = 2

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SEPARABLE FOODEs

First Order
Ordinary Definition
Differential
Equations If in an equation it is possible to collect all functions of x
By and dx on one side and all the functions of y and dy on the
Dagnachew other side then the variables are said to be separable.
Jenber
Form: y 0 = f (x)g(y).
dy
Method of solving: y 0 = f (x)g(y) ⇔ dx = f (x)g(y)

dy
⇔ = f (x)dx
g(y)
Z Z
dy
⇔ = f (x)dx + c
g(y)
is the general solution.

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SEPARABLE FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew Example
Jenber
Solve for y = y (x) such that

(1 + x)dy − ydx = 0

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SEPARABLE FOODEs

First Order
Ordinary
Differential Solution.
Equations Dividing by (1 + x)y, we can write dy dx
y = (1+x) , from which it
By follows that
Dagnachew Z Z
Jenber dy dx
= =⇒ ln |y| = ln |1 + x| + c1
y (1 + x)

=⇒ y = eln |1+x|+c1 = |1 + x|ec1

= ±ec1 (1 + x) = c(1 + x)
=⇒ y = c(1 + x) is the general solution

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SEPARABLE FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Example
Jenber
Find the general and particular solution of the DE

y 0 = − yx

IVP
y (4) = 2

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SEPARABLE FOODEs

First Order
Ordinary
Differential
Equations Solution.
By
From ydy = −xdx we get
Dagnachew
y2 x2
Z Z
Jenber
ydy = − xdx =⇒ = − + c.
2 2

From the initial condition, c = 10, therefore the particular


solution of the IVP is

x 2 + y 2 = 20

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SEPARABLE FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Example
Jenber
Find the general and particular solution of the DE

y 0 = e(x+y)

IVP
y(0) = 0

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SEPARABLE FOODEs

First Order
Ordinary Solution.
Differential
Equations
y 0 = e(x+y) = (ex )(ey ) ⇔ e−y dy = ex dx
By
Z Z
Dagnachew −y
Jenber ⇔ e dy = ex dx + c

⇔ e−y + ex = −c = C
⇔ e−y + ex = C is the general solution
But 0 = y (0) ⇔ 0 = e−0 + e0 = 2 = C ⇔ C = 2
Therefore

e−y + ex = 2 is the particular solution.

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SEPARABLE FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber
Exercise
Solve
x cos(y) + (x 2 − 1)(sin(y ))y 0 = 0

IVP
y (0) = π3

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EQUATIONS REDUCIBLE TO SEPARABLE FORM

First Order
Ordinary
Differential
Equations
By
Dagnachew definition
Jenber
The DE y 0 = f ( yx ) is called homogeneous DE.

Note.
Any Homogeneous DE can be reduced to separable DE.

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EQUATIONS REDUCIBLE TO SEPARABLE FORM

First Order Justification.


Ordinary
Differential Any homogeneous DE has the form y 0 = f ( yx ).
Equations
By y dy d(xv )
Put v = ⇔ y = vx ⇔ =
Dagnachew x dx dx
Jenber
dy dv
⇔ y0 = =v +x = v + xv 0
dx dx
y
⇔ v + xv 0 = y 0 = f ( ) = f (v )
x
⇔ v + xv 0 = f (v )
⇔ xv 0 = f (v ) − v which is saparable
dv dx
⇔ = which is separated
f (v ) − v x

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EQUATIONS REDUCIBLE TO SEPARABLE FORM

First Order
Ordinary
Differential
Equations
By
Dagnachew Example
Jenber
Find y = y (x) such that

y 2 + xy
y0 =
x2

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EQUATIONS REDUCIBLE TO SEPARABLE FORM

First Order
Ordinary Solution.
Differential
Equations
By y 2 + xy y y y
y0 = 2
= ( )2 + = f ( ) is homogeneous.
Dagnachew x x x x
Jenber
y
Let v = ⇔ y = xv
x
dy dv
⇔ y0 = =v +x = v + xv 0
dx dx
y y
⇔ v 2 + v = ( )2 + = y 0 = v + xv 0
x x
dv dx
⇔ v 2 + v = v + xv ⇔ 2 =
v x

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EQUATIONS REDUCIBLE TO SEPARABLE FORM

First Order
Ordinary
Differential
Equations
By Z Z
− dx
Dagnachew ⇔ v 2dv = ⇔ −v − 1 = ln |x| + c
Jenber x
x
⇔− = ln |x| + c
y
x
⇔y =− is the general solution
ln |x| + c

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EXACT FOODEs

First Order
Ordinary
Differential
Equations Definition
By Suppose for the DE M(x, y )dx + N(x, y)dy = 0 there exists
Dagnachew
Jenber
a continuous differentiable function f (x, y ) such that
df = M(x, y )dx + N(x, y)dy , i.e., fx = M(x, y ) and
fy = N(x, y ) then
1. The DE M(x, y )dx + N(x, y)dy = 0 can be written as
fx dx + fy dy = 0 or df = 0.
2. The DE M(x, y)dx + N(x, y )dy = 0 is called an exact DE.
3. f (x, y ) = c, c ∈ < defines implicitly a set of solutions of
M(x, y)dx + N(x, y )dy = 0.

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew Theorem
Jenber
Let M, N, ∂M ∂N
∂y and ∂x be continuous functions of x and y
then the DE
M(x, y)dx + N(x, y )dy = 0 is exact if and only if ∂M ∂N
∂y = ∂x .
Proof: Left as exercise.

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EXACT FOODEs

First Order
Ordinary Methods of solving of an exact DE: Suppose a DE
Differential
Equations
M(x, y)dx + N(x, y )dy = 0
By
Dagnachew
Jenber is exact, then there exist a function f (x, y) suchthat

df = M(x, y )dx + N(x, y)dy

or
fx = M and fy = N
that is df = 0 ⇔ f (x, y) = c
which is the general solution.
To find f (x, y ) we use the following methods.

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
Method 1: Method of grouping.
By
Dagnachew Example
Jenber
1. ydx + xdy = 0 ⇔ d(xy) = ydx + xdy = 0 ⇔ d(xy) = 0 ⇔
xy = c or y = xc which is the G.S.
2. xy 0 + y + 4 = 0 ⇔ xdy + (y + 4)dx = 0 which is exact.
Now xdy + (y + 4)dx = 0 ⇔ xdy + ydx + 4dx = 0 ⇔
d(xy) + d(4x) = 0 ⇔ d(xy + 4x) = 0 ⇔ xy + 4x = c is the
G.S.

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EXACT FOODEs

First Order Method 2: Using either of the two options given below.
Ordinary
Differential Option 1.
Equations ∂f
Since ∂x = M(x, y)
By
Dagnachew
Z Z
∂f
Jenber =⇒ dx = M(x, y)dx + g(y)
∂x
Z
=⇒ f (x, y ) = M(x, y )dx + g(y) (1)
Z 
∂f ∂
=⇒ = M(x, y )dx + g(y )
∂y ∂y
Z
∂f ∂
=⇒ = M(x, y)dx + g 0 (y)
∂y ∂y

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EXACT FOODEs

First Order
Ordinary ∂f
Differential Since ∂y = N(x, y ) then
Equations
Z
By ∂f ∂
= M(x, y)dx + g 0 (y)
Dagnachew ∂y ∂y
Jenber
Z

=⇒ N(x, y) = M(x, y)dx + g 0 (y )
∂y
Z
0 ∂
=⇒ g (y ) = N(x, y) − M(x, y)dx
∂y
Z  Z 

=⇒ g(y ) = N(x, y ) − M(x, y)dx dy
∂y

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EXACT FOODEs

First Order
Ordinary But from equation (1), we’ve
Differential
Equations
Z
By
f (x, y ) = M(x, y )dx + g(y )
Dagnachew
Jenber
Z Z  Z 

=⇒ f (x, y) = M(x, y)dx+ N(x, y) − M(x, y)dx dy
∂y

Since f (x, y) = c, hence


Z Z  Z 

c = M(x, y )dx + N(x, y ) − M(x, y)dx dy
∂y

is the general solution of the given exact DE.

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EXACT FOODEs

First Order
Ordinary Option 2.
Differential
∂f
Equations Since ∂y = N(x, y )
By Z Z
Dagnachew ∂f
Jenber
=⇒ dy = N(x, y)dy + g(x)
∂y
Z
=⇒ f (x, y ) = N(x, y)dy + g(x) (2)
Z
∂f ∂
=⇒ = ( N(x, y )dy + g(x))
∂x ∂x
Z
∂f ∂
=⇒ = N(x, y)dy + g 0 (x)
∂x ∂x

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EXACT FOODEs

First Order
Ordinary ∂f
Differential Since ∂x = M(x, y) then
Equations
Z
By ∂f ∂
= N(x, y)dy + g 0 (x)
Dagnachew ∂x ∂x
Jenber
Z

=⇒ M(x, y) = N(x, y )dy + g 0 (x)
∂x
Z
0 ∂
=⇒ g (x) = M(x, y) − N(x, y)dy
∂x
Z  Z 

=⇒ g(x) = M(x, y) − N(x, y )dy dx
∂x

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EXACT FOODEs

First Order
Ordinary But from equation (2), we’ve
Differential
Equations
Z
By
f (x, y ) = N(x, y)dy + g(x)
Dagnachew
Jenber
Z Z  Z 

=⇒ f (x, y) = N(x, y )dy + M(x, y ) − N(x, y )dy dx
∂x

Since f (x, y) = c, hence


Z Z  Z 

c = N(x, y)dy + M(x, y) − N(x, y )dy dx
∂x

is the G.S of the given exact DE.

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Example
Solve
2xydx + (x 2 − 1)dy = 0

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EXACT FOODEs

First Order
Ordinary Solution.
Differential
Equations With M(x, y ) = 2xy and N(x, y ) = x 2 − 1 we have
By
Dagnachew ∂M ∂N
Jenber
= 2x =
∂y ∂x

Thus the equation is exact, there exists a function f (x, y )


such that
∂f ∂f
= xy and = x2 − 1
∂x ∂y
From the first of these equations we obtain, after integrating,

f (x, y) = x 2 y + g(y)

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
By Taking the partial derivative of the last expression with
Dagnachew respect to y and setting the result equal to N(x, y ) gives
Jenber
∂f
= x 2 + g 0 (y) = x 2 − 1
∂y

it follows that g 0 (y ) = −1 and g(y) = −y.


Therefore x 2 y − y = c is the general solution.

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Example
Solve
2x + y 3 + (3xy 2 − e−2y )y 0 = 0

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
By
Solution.
Dagnachew
Jenber
2x + y 3 + (3xy 2 − e−2y )y 0 = 0
⇐⇒ (2x + y 3 )dx + (3xy 2 − e−2y )dy = 0
that is M(x, y ) = 2x + y 3 , N(x, y) = 3xy 2 − e−2y
⇐⇒ My = 3y 2 = Nx i.e., the DE is exact

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
Suppose f (x, y ) = c2 , c2 ∈ < be the solution of the given
By DE.
Dagnachew ∂f
Jenber ⇐⇒ = M(x, y) = 2x + y 3
∂x
⇐⇒ f (x, y) = x 2 + y 3 x + g(y )
∂f
⇐⇒ = 3y 2 x + g 0 (y ) = N = 3xy 2 − e−2y
∂y
⇐⇒ g 0 (y ) = −e−2y

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EXACT FOODEs

First Order
Ordinary
Differential
Equations e−2y
⇐⇒ g(y ) = + c1
By 2
Dagnachew Therefore
Jenber
e−2y
f (x, y) = x 2 + y 3 x + + c1
2
e−2y
⇐⇒ x 2 + y 3 x + + c1 = c2
2
or
e−2y
x 2 + y 3x + +c =0
2
is an implicit solution of the DE.

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EXACT FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew Exercise
Jenber
Solve 
(sin(x) cosh(y))dx − (cos(x) sinh(y))dy = 0
1. IVP
y (0) = 0
2. (x 2 − y 2 )dx − 2xydy = 0

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INTEGRATING FACTORS

First Order
Ordinary
Differential
Equations
By
Dagnachew
Definition
Jenber Suppose the DE M(x, y)dx + N(x, y)dy = 0 is not exact but
after multiplying it by a suitable function say I(x, y), the
new equation IM(x, y )dx + IN(x, y )dy = 0 is exact. In this
case such a multiplier function I(x, y ) is called an
integrating factor of the DE.

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INTEGRATING FACTORS

First Order Thus if I(x, y) is an integrating factor of


Ordinary
Differential
Equations M(x, y)dx + N(x, y )dy = 0
By
Dagnachew then
Jenber IM(x, y)dx + IN(x, y)dy = 0
is exact DE, i.e.,

(IM)y = (IN)x ⇔ Iy M + My I = Ix N + Nx I

Remark
Generally finding an integrating factor is difficult, however
for some DEs the following theorem can be used.

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INTEGRATING FACTORS

First Order
Ordinary
Differential Theorem
Equations
Consider the DE M(x, y )dx + N(x, y)dy = 0 which is not
By
Dagnachew
exact
Jenber but IM(x, y )dx + IN(x, y )dy = 0 is exact, then
If I and N1 (My − Nx ) are independent of y and say
1
N (My − Nx ) = g(x) then the integrating factor of
R
M(x, y)dx + N(x, y )dy = 0 is given by I(x) = e g(x)dx .

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INTEGRATING FACTORS

First Order
Ordinary
Differential Theorem
Equations
Consider the DE M(x, y )dx + N(x, y)dy = 0 which is not
By
Dagnachew
exact
Jenber but IM(x, y )dx + IN(x, y )dy = 0 is exact, then
If I and N1 (My − Nx ) are independent of y and say
1
N (My − Nx ) = g(x) then the integrating factor of
R
M(x, y)dx + N(x, y )dy = 0 is given by I(x) = e g(x)dx .
If I and M1 (My − Nx ) are independent of x and say
1
M (My − Nx ) = h(y) then the integrating factor of R
M(x, y)dx + N(x, y )dy = 0 is given by I(y) = e− h(y)dy .
Proof: Left as exercise.

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INTEGRATING FACTORS

First Order
Ordinary
Differential
Equations
By
Dagnachew Example
Jenber
Find an integrating factor for the DE

2 sin(y 2 )dx + xy cos(y 2 )dy = 0

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INTEGRATING FACTORS

First Order Solution.


Ordinary
Differential
Equations
M(x, y) = 2 sin(y 2 ), N(x, y ) = xy cos(y 2 )
By
Dagnachew
Jenber

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INTEGRATING FACTORS

First Order Solution.


Ordinary
Differential
Equations
M(x, y) = 2 sin(y 2 ), N(x, y ) = xy cos(y 2 )
By
Dagnachew
Jenber =⇒ My = 4y cos(y 2 ) 6= y cos(y 2 ) = Nx

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INTEGRATING FACTORS

First Order Solution.


Ordinary
Differential
Equations
M(x, y) = 2 sin(y 2 ), N(x, y ) = xy cos(y 2 )
By
Dagnachew
Jenber =⇒ My = 4y cos(y 2 ) 6= y cos(y 2 ) = Nx
Hence the DE is not exact.

65 / 86
INTEGRATING FACTORS

First Order Solution.


Ordinary
Differential
Equations
M(x, y) = 2 sin(y 2 ), N(x, y ) = xy cos(y 2 )
By
Dagnachew
Jenber =⇒ My = 4y cos(y 2 ) 6= y cos(y 2 ) = Nx
Hence the DE is not exact. But
1 1 3
(My − Nx ) = 2
(4y cos(y 2 ) − y cos(y 2 )) =
N xy cos(y ) x
which is independent of y.
Therefore
3
R
dx
I(x) = e x = x3

65 / 86
INTEGRATING FACTORS

First Order Solution.


Ordinary
Differential
Equations
M(x, y) = 2 sin(y 2 ), N(x, y ) = xy cos(y 2 )
By
Dagnachew
Jenber =⇒ My = 4y cos(y 2 ) 6= y cos(y 2 ) = Nx
Hence the DE is not exact. But
1 1 3
(My − Nx ) = 2
(4y cos(y 2 ) − y cos(y 2 )) =
N xy cos(y ) x
which is independent of y.
Therefore
3
R
dx
I(x) = e x = x3
Hence
2x 3 sin(y 2 )dx + x 4 y cos(y 2 )dy = 0
is exact DE.
65 / 86
INTEGRATING FACTORS

First Order
Ordinary
Differential Exercise
Equations
1. Find an integrating factor of the DE
By
Dagnachew
Jenber
(3x 2 − y 2 )dy − 2xydx = 0

2. Determine whether − x12 is an integrating factor for the


DE ydx − xdy = 0 or not.

Remark
The solution of exact DE IM(x, y)dx + IN(x, y)dy = 0 is the
solution of non-exact DE M(x, y)dx + N(x, y )dy = 0, where
I is an integrating factor of M(x, y)dx + N(x, y )dy = 0

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LINEAR FOODEs

First Order
Ordinary Definition
Differential
Equations A DE that can be expressed of the form
By
y 0 + p(x)y = f (x) (3)
Dagnachew
Jenber
is called first order linear differential equation(FOLDE).
If f (x) = 0, then y 0 + p(x)y = 0 is homogeneous otherwise
non-homogeneous.

Example
y 0 = sin(x) is non-homogeneous LDE.
y 0 + xy 2 = 0 is non-Linear.
3y 0 + 4xy = 0 ⇔ y 0 + 34 xy = 0 is homogeneous LDE.

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LINEAR FOODEs

First Order
Ordinary
Differential
Method of Solving.
Equations
Case 1. If f (x) = 0, then equation (3) becomes,
By
Dagnachew
Jenber

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LINEAR FOODEs

First Order
Ordinary
Differential
Method of Solving.
Equations
Case 1. If f (x) = 0, then equation (3) becomes,
By
Dagnachew dy
Jenber y 0 + p(x)y = 0 ⇐⇒ = −p(x)dx Separated DE.
y

68 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Method of Solving.
Equations
Case 1. If f (x) = 0, then equation (3) becomes,
By
Dagnachew dy
Jenber y 0 + p(x)y = 0 ⇐⇒ = −p(x)dx Separated DE.
y
Z
⇐⇒ ln |y | = − p(x)dx + c1

68 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Method of Solving.
Equations
Case 1. If f (x) = 0, then equation (3) becomes,
By
Dagnachew dy
Jenber y 0 + p(x)y = 0 ⇐⇒ = −p(x)dx Separated DE.
y
Z
⇐⇒ ln |y | = − p(x)dx + c1

R R
⇐⇒ |y | = ec1 e− p(x)dx
= ce− p(x)dx

68 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Method of Solving.
Equations
Case 1. If f (x) = 0, then equation (3) becomes,
By
Dagnachew dy
Jenber y 0 + p(x)y = 0 ⇐⇒ = −p(x)dx Separated DE.
y
Z
⇐⇒ ln |y | = − p(x)dx + c1

R R
⇐⇒ |y | = ec1 e− p(x)dx
= ce− p(x)dx

R
⇐⇒ y = ce− p(x)dx
is the general solution

68 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Case 2. If f (x) 6= 0, then equation (3) becomes,
By
y 0 + p(x)y = f (x) (4)
Dagnachew
Jenber

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Case 2. If f (x) 6= 0, then equation (3) becomes,
By
y 0 + p(x)y = f (x) (4)
Dagnachew
Jenber

⇐⇒ (p(x)y − f (x))dx + dy = 0

69 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Case 2. If f (x) 6= 0, then equation (3) becomes,
By
y 0 + p(x)y = f (x) (4)
Dagnachew
Jenber

⇐⇒ (p(x)y − f (x))dx + dy = 0

⇐⇒ M(x, y) = (p(x)y − f (x)), N(x, y ) = 1

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Case 2. If f (x) 6= 0, then equation (3) becomes,
By
y 0 + p(x)y = f (x) (4)
Dagnachew
Jenber

⇐⇒ (p(x)y − f (x))dx + dy = 0

⇐⇒ M(x, y) = (p(x)y − f (x)), N(x, y ) = 1

⇐⇒ My = p(x) 6= Nx = 0 the DE is not exact

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LINEAR FOODEs

First Order
Ordinary Since
Differential
Equations 1 R
(My − Nx ) = p(x) ⇐⇒ I(x) = e p(x)dx
By N
Dagnachew
Jenber Multiplying equation (4) by I(x) we get,

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LINEAR FOODEs

First Order
Ordinary Since
Differential
Equations 1 R
(My − Nx ) = p(x) ⇐⇒ I(x) = e p(x)dx
By N
Dagnachew
Jenber Multiplying equation (4) by I(x) we get,
R R R
y 0e p(x)dx
+ p(x)ye p(x)dx
= f (x)e p(x)dx

70 / 86
LINEAR FOODEs

First Order
Ordinary Since
Differential
Equations 1 R
(My − Nx ) = p(x) ⇐⇒ I(x) = e p(x)dx
By N
Dagnachew
Jenber Multiplying equation (4) by I(x) we get,
R R R
y 0e p(x)dx
+ p(x)ye p(x)dx
= f (x)e p(x)dx

R
 R
  R

p(x)dx p(x)dx p(x)dx
⇐⇒ e dy + yp(x)e dx = f (x)e dx

70 / 86
LINEAR FOODEs

First Order
Ordinary Since
Differential
Equations 1 R
(My − Nx ) = p(x) ⇐⇒ I(x) = e p(x)dx
By N
Dagnachew
Jenber Multiplying equation (4) by I(x) we get,
R R R
y 0e p(x)dx
+ p(x)ye p(x)dx
= f (x)e p(x)dx

R
 R
  R

p(x)dx p(x)dx p(x)dx
⇐⇒ e dy + yp(x)e dx = f (x)e dx
 R   R

⇐⇒ d ye p(x)dx = f (x)e p(x)dx dx

70 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Z  
By
R R
p(x)dx p(x)dx
⇐⇒ ye = f (x)e dx + c
Dagnachew
Jenber

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Z  
By
R R
p(x)dx p(x)dx
⇐⇒ ye = f (x)e dx + c
Dagnachew
Jenber
R
Z  R
 
− p(x)dx p(x)dx
⇐⇒ y = e f (x)e dx + c

71 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
Z  
By
R R
p(x)dx p(x)dx
⇐⇒ ye = f (x)e dx + c
Dagnachew
Jenber
R
Z  R
 
− p(x)dx p(x)dx
⇐⇒ y = e f (x)e dx + c

Z  
1 R
p(x)dx c
⇐⇒ y = f (x)e dx +
I(x) I(x)
is the general solution

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations Remark
By Sometimes FOODE can’t be put in the standard form
Dagnachew y 0 + p(x)y = f (x) for such DEs we regard y as an
Jenber
independent variable and x a dependent variable and may
dx
write the DE of the form, dy + p1 (y )x = q1 (y).

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations Remark
By Sometimes FOODE can’t be put in the standard form
Dagnachew y 0 + p(x)y = f (x) for such DEs we regard y as an
Jenber
independent variable and x a dependent variable and may
dx
write the DE of the form, dy + p1 (y )x = q1 (y).

Example
(x + 2y 3 ) dy
dx = y Non-Linear

But

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations Remark
By Sometimes FOODE can’t be put in the standard form
Dagnachew y 0 + p(x)y = f (x) for such DEs we regard y as an
Jenber
independent variable and x a dependent variable and may
dx
write the DE of the form, dy + p1 (y )x = q1 (y).

Example
(x + 2y 3 ) dy
dx = y Non-Linear

But x 0 − y1 x = 2y 2 Linear

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LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Example
Solve the IVP
xy 0 + y = 2x , y (1) = 0

73 / 86
LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew
Jenber

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LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) =
Jenber

74 / 86
LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) = x1 , then I.F is
Jenber

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LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) = x1 , then I.F is eln(x) = x , and so
Jenber

74 / 86
LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) = x1 , then I.F is eln(x) = x , and so
Jenber
d
(xy) = 2x
dx
gives xy = x 2 + c. Solving for y yields the general solution

74 / 86
LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) = x1 , then I.F is eln(x) = x , and so
Jenber
d
(xy) = 2x
dx
gives xy = x 2 + c. Solving for y yields the general solution
c
y =x+
x

74 / 86
LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) = x1 , then I.F is eln(x) = x , and so
Jenber
d
(xy) = 2x
dx
gives xy = x 2 + c. Solving for y yields the general solution
c
y =x+
x
But y(1) = 0 implies

74 / 86
LINEAR FOODEs

First Order Solution. Write the given equation as


Ordinary
Differential 1
Equations y0 + y =2
x
By
Dagnachew here p(x) = x1 , then I.F is eln(x) = x , and so
Jenber
d
(xy) = 2x
dx
gives xy = x 2 + c. Solving for y yields the general solution
c
y =x+
x
But y(1) = 0 implies c = −1. Hence the particular solution
is
1
y =x− ,0<x <∞
x
74 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Example
Solve
y 0 + 5y = x

75 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) =
Equations
By
Dagnachew
Jenber

76 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) = 5.
Equations
By
Dagnachew
Jenber

76 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) = 5. Hence
Equations R R
p(x)dx 5dx
By I(x) = e =e = e5x ⇐⇒ I(x) = e5x
Dagnachew
Jenber

76 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) = 5. Hence
Equations R R
p(x)dx 5dx
By I(x) = e =e = e5x ⇐⇒ I(x) = e5x
Dagnachew Therefore
Jenber
y 0 e5x + 5ye5x = xe5x
is exact DE.

76 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) = 5. Hence
Equations R R
p(x)dx 5dx
By I(x) = e =e = e5x ⇐⇒ I(x) = e5x
Dagnachew Therefore
Jenber
y 0 e5x + 5ye5x = xe5x
is exact DE.
Z Z
5x
⇐⇒ d(ye ) = xe5x dx + c

76 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) = 5. Hence
Equations R R
p(x)dx 5dx
By I(x) = e =e = e5x ⇐⇒ I(x) = e5x
Dagnachew Therefore
Jenber
y 0 e5x + 5ye5x = xe5x
is exact DE.
Z Z
5x
⇐⇒ d(ye ) = xe5x dx + c

x 5x 1 5x
⇐⇒ ye5x = e − e +c
5 25

76 / 86
LINEAR FOODEs

First Order Solution.


Ordinary
Differential In this DE p(x) = 5. Hence
Equations R R
p(x)dx 5dx
By I(x) = e =e = e5x ⇐⇒ I(x) = e5x
Dagnachew Therefore
Jenber
y 0 e5x + 5ye5x = xe5x
is exact DE.
Z Z
5x
⇐⇒ d(ye ) = xe5x dx + c

x 5x 1 5x
⇐⇒ ye5x = e − e +c
5 25
x 1
⇐⇒ y = − + ce−5x
5 25
is the General Solution.
76 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By Exercise
Dagnachew
Jenber Solve
1. y 0 + y cos(x) = sin(x).
1
2. y 0 + y = 1+e 2x .
0 3

y = x − 2xy
3. IVP.
y(1) = 1
4. (x + 2y 3 )y 0 = y.

77 / 86
NON-LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By Bernoulli’s DE
Dagnachew Form.
Jenber
y 0 + p(x)y = f (x)y r , r ∈ < (5)

Method of Solving.
1. If r = 0 then (5) reduced to FOLDE.

78 / 86
NON-LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By Bernoulli’s DE
Dagnachew Form.
Jenber
y 0 + p(x)y = f (x)y r , r ∈ < (5)

Method of Solving.
1. If r = 0 then (5) reduced to FOLDE.
2. If r = 1 then (5) is separable.

78 / 86
NON-LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By Bernoulli’s DE
Dagnachew Form.
Jenber
y 0 + p(x)y = f (x)y r , r ∈ < (5)

Method of Solving.
1. If r = 0 then (5) reduced to FOLDE.
2. If r = 1 then (5) is separable.
3. For r 6= 0,

78 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By y 0 + p(x)y = f (x)y r ⇐⇒ y 0 y −r + p(x)y 1−r = f (x) (6)
Dagnachew
Jenber

79 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By y 0 + p(x)y = f (x)y r ⇐⇒ y 0 y −r + p(x)y 1−r = f (x) (6)
Dagnachew
dv
Jenber Let v = y 1−r , then dx = v 0 = (1 − r )y −r y 0 , i.e., v = y (1−r )
v0
and y −r y 0 = 1−r .

79 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By y 0 + p(x)y = f (x)y r ⇐⇒ y 0 y −r + p(x)y 1−r = f (x) (6)
Dagnachew
Jenber Let v = y 1−r , then dv 0 −r 0
dx = v = (1 − r )y y , i.e., v = y
(1−r )
v 0
and y −r y 0 = 1−r .
Substituting in equation (6) we get,

79 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By y 0 + p(x)y = f (x)y r ⇐⇒ y 0 y −r + p(x)y 1−r = f (x) (6)
Dagnachew
Jenber Let v = y 1−r , then dv 0 −r 0
dx = v = (1 − r )y y , i.e., v = y
(1−r )
v 0
and y −r y 0 = 1−r .
Substituting in equation (6) we get,

v0
+ p(x)v = q(x) ⇐⇒ v 0 + (1 − r )p(x)v = (1 − r )q(x).
1−r
Which is FOLDE. Therefore the Bernoulli’s DE with
v = y (1−r ) reduces to a linear FODE.

79 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Example
Solve
xy 0 − y = x 2 y 2 , x > 0

80 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting: −v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting: −v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.
1
R
dx
I(x) = e x = x.

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting: −v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.
1
R
dx
I(x) = e x = x.
d(xv )
=⇒ xv 0 + v = −x 2 ⇐⇒ dx = −x 2

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting: −v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.
1
R
dx
I(x) = e x = x.
=⇒ xv 0 + v = −x 2 ⇐⇒ d(xv )
dx = −x
2

3
⇐⇒ xv = −x 2 dx + c ⇐⇒ xv = −x3 + c
R

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting: −v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.
1
R
dx
I(x) = e x = x.
=⇒ xv 0 + v = −x 2 ⇐⇒ d(xv )
dx = −x
2

3
⇐⇒ xv = −x 2 dx + c ⇐⇒ xv = −x3 + c
R

−x 2
⇐⇒ y −1 = 3 + cx −1

81 / 86
LINEAR FOODEs

First Order
Ordinary
Solution.
Differential
Equations
The DE is Bernoulli’s with r = 2.
By xy 0 − y = x 2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Dagnachew
Jenber Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting: −v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.
1
R
dx
I(x) = e x = x.
=⇒ xv 0 + v = −x 2 ⇐⇒ d(xv )
dx = −x
2

3
⇐⇒ xv = −x 2 dx + c ⇐⇒ xv = −x3 + c
R

−x 2
⇐⇒ y −1 = 3 + cx −1
3
⇐⇒ y = 3cx −1 −x 2
is the required G.S.

81 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber Exercise
Solve
1. y 0 + y = x 2 y −2 .
2. 2xydy − (x 2 + y 2 + 1)dx = 0

82 / 86
LINEAR FOODEs

First Order
Ordinary
Differential The Riccati’s DE
Equations
Form.
By
y 0 + p(x)y + f (x)y 2 = r (x) (7)
Dagnachew
Jenber
Method of solving.
1. If f (x) = 0, then (7) is FOLDE.
2. Form.
y 0 + p(x)y + f (x)y 2 = r (x) (8)
If r (x) = 0, then (8) is Bernoulli’s DE.
3. In general Riccati’s DE can’t be solved by elementary
methods. However, it can be solved if at least one non-trivial
particular solution is known.

83 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential
Equations
By
Dagnachew
Jenber

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber (v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r (x)

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber (v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r (x)
⇐⇒ y10 + p(x)y1 + f (x)y12 + v 0 + p(x)v + f (x)v 2 + 2f (x)vy1 =
r (x)

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber (v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r (x)
⇐⇒ y10 + p(x)y1 + f (x)y12 + v 0 + p(x)v + f (x)v 2 + 2f (x)vy1 =
r (x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 Since

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber (v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r (x)
⇐⇒ y10 + p(x)y1 + f (x)y12 + v 0 + p(x)v + f (x)v 2 + 2f (x)vy1 =
r (x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 Since
y10 + p(x)y1 + f (x)y12 = r (x)

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber (v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r (x)
⇐⇒ y10 + p(x)y1 + f (x)y12 + v 0 + p(x)v + f (x)v 2 + 2f (x)vy1 =
r (x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 Since
y10 + p(x)y1 + f (x)y12 = r (x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 (9)
which is Bernoulli’s DE.

84 / 86
LINEAR FOODEs

First Order Suppose y1 = y1 (x) is a non-trivial solution of (8).


Ordinary
Differential Let y = v + y1 be the general solution of (8) then
Equations y 0 = v 0 + y10 and if we substitute these equations in (8) we
By get,
Dagnachew
Jenber (v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r (x)
⇐⇒ y10 + p(x)y1 + f (x)y12 + v 0 + p(x)v + f (x)v 2 + 2f (x)vy1 =
r (x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 Since
y10 + p(x)y1 + f (x)y12 = r (x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 (9)
which is Bernoulli’s DE. Therefore if v is the general solution
of (9) then the general solution of (8) is y = v + y1 , where
y1 is the given non-trivial solution of (8).
84 / 86
LINEAR FOODEs

First Order
Ordinary
Differential
Equations
By
Dagnachew
Jenber
Example
Solve y 0 + xy 2 = x with y1 = 1 a given solution.

85 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Dagnachew
Jenber

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.
Substituting: v 0 + x(v + 1)2 = x

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.
Substituting: v 0 + x(v + 1)2 = x
⇐⇒ v 0 + xv 2 + 2xv + x = x

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.
Substituting: v 0 + x(v + 1)2 = x
⇐⇒ v 0 + xv 2 + 2xv + x = x
⇐⇒ v 0 + xv 2 + 2xv = 0

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.
Substituting: v 0 + x(v + 1)2 = x
⇐⇒ v 0 + xv 2 + 2xv + x = x
⇐⇒ v 0 + xv 2 + 2xv = 0
⇐⇒ v 0 + 2xv = −xv 2 which is Bernoulli’s DE.

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.
Substituting: v 0 + x(v + 1)2 = x
⇐⇒ v 0 + xv 2 + 2xv + x = x
⇐⇒ v 0 + xv 2 + 2xv = 0
⇐⇒ v 0 + 2xv = −xv 2 which is Bernoulli’s DE.
After some calculation we get, v = 1 1 x 2 .
− 2 +ce

86 / 86
LINEAR FOODEs

First Order
Ordinary
Differential Solution.
Equations
The given DE is Riccat’s DE.
By
Let y = v + y1 = v + 1 is the general solution.
Dagnachew
Jenber y 0 = v 0.
Substituting: v 0 + x(v + 1)2 = x
⇐⇒ v 0 + xv 2 + 2xv + x = x
⇐⇒ v 0 + xv 2 + 2xv = 0
⇐⇒ v 0 + 2xv = −xv 2 which is Bernoulli’s DE.
After some calculation we get, v = 1 1 x 2 .
− 2 +ce
1
Thus y = 2 + 1 is the required general solution.
− 12 +cex

86 / 86

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