ES 81 Lecture Notes 2nd semester, AY 2012-2013

FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

I. VARIABLE-SEPARABLE

A differential equation is said to be variable separable if it can be transformed to a form of:

where M = M(x) a function of x alone and

N = N(y) a function of y alone

Solution:

II. HOMOGENEOUS

A differential equation of the form:

where M = M(x,y) a function of both x and y and

N = N(x,y) a function of both x and y

is said to be homogeneous if it passes the test for homogeneity, i.e.

let x = sx
y = sy

such that

The highlights of the above test are as follows:

 When x and y are replaced by sx and sy, respectively, the buffer variable s can be
factored out of the expressions M and N.
 The exponent n of s must be equal for both M and N. This n is called the degree of
homogeneity.

If the differential equation passes the test for homogeneity, then there is a guarantee that the
method of separation of variables can be applied using the two methods that follow:

Method No. 1 ( x = uy Transformation)

Let where u is a buffer variable. (equation 2.1)

Differentiating: (equation 2.2)

ES 81 Lecture Notes on Nth-order Linear Differential Equations
Derivation of solution:

implies that . This should give you an idea that you are supposed to

produce a in the original form which is:

The above describes that there is a guarantee that is solely a function of the
buffer variable u since the differential equation is homogenous in the first place; and by
using equations 2.1 and 2.2, the form of the solution is thus generalized as:

Method No. 2 ( y = vx Transformation)

Let where v is a buffer variable. (equation 2.3)

Differentiating: (equation 2.4)

Derivation of solution:

implies that . This should give you an idea that you are supposed to

produce a in the original form which is:

The above describes that there is a guarantee that is solely a function of the
buffer variable v since the differential equation is homogenous in the first place; and by
using equations 2.3 and 2.4, the form of the solution is thus generalized as:

REMARKS ON HOMOGENEOUS DIFFERENTIAL EQUATIONS:

Methods 1 and 2 are independent approaches that will yield the same solution. The
choice of method depends on the complexity of the function inside the integral sign that is
directly associated with M and N.

As a final remark on homogeneous differential equations, the student should be reminded

that the final solution should be in terms of x and y. The buffer variable u should be replaced
by ; or v should be replaced by depending on the applied method.

Prepared by: KMMKhalid 11/2012

ES 81 Lecture Notes on Nth-order Linear Differential Equations

III. EXACT

A differential equation of the form:

where M = M(x,y) a function of both x and y and

N = N(x,y) a function of both x and y

Is said to be exact if
.
Derivation of Solution:

The solution is based on the assertion that there exists a function for which

such that and

that

Method No. 1 (Working with )

Step 1: Get

Step 2: Get

Step 3: Determine from

Step 4: Determine from

Step 5: Solution is

Method No. 2 (Working with )

Step 1: Get

Step 2: Get

Step 3: Determine from

Step 4: Determine from

Step 5: Solution is

IV. INEXACT/INTEGRATING FACTORS (Linear DE of Order 1)

If is not exact, there exists an integrating factor u such that

(equation 4.1)
will become exact.

The approach in solving this type of differential equation is a two-fold process:

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ES 81 Lecture Notes on Nth-order Linear Differential Equations

Step 1: Determine the Integrating Factor u

Step 2: After applying the integrating factor as shown in the above equation (4.1), test for
exactness
and then solve the differential equation using the method for exact differential
equations.

Note that the test for exactness is given by:

(equation 4.2)

Since u, in general, is a function of both x and y, then term-wise differentiation will yield:

(equation 4.3)
For the equation to look more compact, let

The above equation (4.3) can now be written as:

(equation 4.4)
Or
(equation 4.5)
The above equation (4.5) is useful in the derivation of the formulas for the three common
forms of u, to wit:

Case 1:

Case 2:

Case 3: where m and

V. LINEAR

A first-order linear differential equation follows the form of:

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ES 81 Lecture Notes on Nth-order Linear Differential Equations
The dependent variable in the above differential equation is y and it is evident that y is of
the first degree only hence it is linear in y. Consequently, there is a guarantee that the
solution will also be linear in y.

Step 1: Get the integrating factor:

Step 2: The solution is:

What if differential equation is linear in x?

VI. BERNOULLI

A Bernoulli differential equation follows the form of:

Step 1: Get the integrating factor:

Step 2: The solution is:

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ES 81 Lecture Notes on Nth-order Linear Differential Equations

HIGHER ORDER ORDINARY DIFFERENTIAL EQUATIONS

The higher order differential equations that will be discussed here are limited to those that are
reducible to first order. In that premise, those differential equations that are under this category
can be solved generally using a two-step process:

Step 1: Reduce the given higher order DE to first order.

Step 2: Apply a suitable first order technique to solve the reduced DE.

I. nth-Order Reducible ODE by Successive Integrations

Standard Form:

Where i = 1, 2, 3, … n

n is the order of this DE and this can be reduced to first order by successive (n-1)
integrations.

II. Second order ODE with Dependent Variable Missing(y)

Standard Form:

This can be reduced to first order by substituting:

and

III. Second order ODE with Independent Variable Missing (x)

Standard Form:

This can be reduced to first order by substituting:

and

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