First-order ordinary differential equation

(1) The order of ODE: the order of the highest derivative

2
e.g., dy d y
(first order), 2
(second order)
dx dx
(2) The degree of ODE: After the equation has been rationalized, the power of
the highest-order derivative.
3
d y dy 3 / 2 dy 3 / 2 dy 3 d3y d3y 2
e.g.,  x( )  x y  0  ( )  ( ) and 3  ( 3 )
2

dx 3 dx dx dx dx dx
 the third order and second degree ODE

(3) The general solution of ODE contains constants of integration, that may
be determined by the boundary condition.
(4) Particular solution: The general solution contains the constants which are
found by the boundary condition.
(5) Singular solution: Solutions contain no arbitrary constants and cannot be
found from the general solution.
 First-order ordinary differential equation
General form of solution

y  f ( x, a1 , a2 , a3 ,....., an ) with n parameters satisfies an nth-order ODE in

general. The boundary conditions on the solutions determine the parameters.

Ex: Consider the group of functions y  a1 sin x  a2 cos x

dy
 a1 cos x  a 2 sin x
dx
d2y
2
  a1 sin x  a 2 cos x
dx
d2y
 2  y  0 second - order equation
dx
 First-order ordinary differential equation
First-degree first-order equation
dy
 F ( x, y ) or A( x, y )dx  B( x, y )dy  0
dx

 Separable-variable equation

dy dy
 f ( x ) g( y )  
g( y ) 
 f ( x )dx
dx

dy
Ex :  x  xy  x (1  y )
dx
dy x2
 1  y   xdx  ln( 1  y )  2  C
x2 x2
 1  y  exp(  C )  A exp( )
2 2
x2
 y  A exp( )  1
2
 First-order ordinary differential equation
 Exact equations

For a function U ( x , y ) which satisfies

U ( x , y ) U ( x , y )
A( x , y )dx  B( x , y )dy  dU ( x , y )  dx  dy
x y
U ( x , y ) U ( x , y )
 A( x , y )  and B( x , y ) 
x y
 U ( x , y )  U ( x , y ) A( x , y ) B( x , y )
 ( ) ( )   dU ( x , y )  0
y x x y y x
so, U ( x , y )  c is the solution of ODE
U ( x , y )   A( x , y )dx  F ( y ) and F ( y ) can be determined by
U ( x , y )  dF ( y )
 B( x , y )  [  A( x , y )dx ] 
y y dy
 First-order ordinary differential equation

dy
Ex : x  3x  y  0
dx

( 3 x  y )dx  xdy  0  A( x , y )  3 x  y , B( x , y )  x
A B
 1,  1  the equation is exact
y x
3x2
U ( x , y )   ( 3 x  y )dx  F ( y )  c1   yx  F ( y )  c1
2
dF dF
x  x  0  F ( y )  c2
dy dy
3x2 3x2
  yx  c2  c1   xy  c is the solution
2 2
 First-order ordinary differential equation
 Inexact equations: integrating factors

A( x , y ) B( x , y )
A( x , y )dx  B( x , y )dy  0 but 
y x
The differenti al Adx  Bdy can always be made exact
 
by multiplyin g by an integratin g factor  ( x , y )  ( A)  ( B )
y x
(1) if    ( x , y ) no general method for finding it
(2) if    ( x ) or    ( y ) can be solved to find it
(a) if    ( x )
A B d A B d
μ  B  (  ) B
y x dx y x dx
d 1 A B 1 A B
 (  )dx  f ( x )dx   ( x )  exp{ f ( x )dx } f ( x )  (  )
 B y x B y x
1 B A
(b) if    ( y )   ( y )  exp{ g ( y )dy } g ( y )  (  )
A  x y
 First-order ordinary differential equation

dy 2 3y
Ex :  
dx y 2x

(4 x  3 y 2 )dx  2 xydy  0  A( x , y )  4 x  3 y 2 , B( x , y )  2 xy
A B
 6y   2 y The ODE is not exact.
y x
1 A B 1 2 1
f ( x)  (  ) (6 y  2 y )    ( x )  exp{2  dx }  exp(2 ln x )  x 2
B y x 2 xy x x
 x 2 (4 x  3 y 2 )dx  2 x 3 ydy  0 is an exact ODE
U ( x , y )   x 2 (4 x  3 y 2 )dx  F ( y )  x 4  x 3 y 2  F ( y )  c1
U
 2 x 3 y  F ' ( y )  2 x 3 y  F ' ( y )  0  F ( y )  c2
y
The solution is x 4  x 3 y 2  c
 First-order ordinary differential equation
 Linear equations

dy
 P ( x ) y  Q( x ) multiply integratin g factor  ( x )
dx
dy
 ( x )   ( x ) P ( x ) y   ( x )Q( x )    (1)
dx
dy
 ( x)   ( x )(Q( x )  P ( x ))
dx
  ( x )dy   ( x )( P ( x ) y  Q( x ))dx  0 is an exact ODE
d ( x )
   ( x ) P ( x )   ( x )  exp{ P ( x )dx }
dx
dy dy d ( x ) d
Eq. (1)   ( x )   ( x ) P ( x ) y   ( x )  y  [  ( x ) y ]   ( x )Q( x )
dx dx dx dx
1
  ( x ) y    ( x )Q( x )dx  y 
( x) 
 ( x )Q( x )dx is the solution
 First-order ordinary differential equation

dy
Ex :  2 xy  4 x
dx

(1)  ( x )  exp{ 2 xdx }  exp( x 2 )

y exp( x 2 )  4  x exp( x 2 )dx  2 exp( x 2 )  c
y  2  c exp( x 2 )
(2) Variable - separated method
dy dy dy
 2 x( 2  y )   2 xdx    2  xdx
dx 2 y 2 y
 ln( 2  y )  x 2  c  2  y  exp( ( x 2  c ))  k exp( x 2 )
 y  2  k exp( x 2 )
 First-order ordinary differential equation
 Homogeneous equations

dy A( x , y ) y
  F( )
dx B( x , y ) x

(1) Where A( x , y ) and B( x , y ) homogeneou s functions of the same

degree, e.g., A  x 2 y  xy 2 and B  x 3  y 3 with the third degree.

(2) f ( x , y ) is a function of homogeneou s degree n. If for any  , it

obeys f (x , y )  n f ( x,y )
Making the substituti on y  vx
dy dv dv
v x  F (v )  x  F (v )  v
dx dx dx
dv dx
 
F (v )  v x
 First-order ordinary differential equation

dy y y
Ex :   tan( )
dx x x

y dy dv
set v v x  v  tan( v )
x dx dx
dx
  cot vdv    ln x  c1
x
cos v
 dv  ln(sin v )  c2  ln x  c1
sin v
y y
 ln(sin )  ln( Ax )  sin( )  Ax  y  x sin 1 ( Ax )
x x
 First-order ordinary differential equation
 Isobaric equations

dy A( x , y )

dx B( x , y )
The equation is dimensiona lly consistent if y and dy are each given a
weight m relative to x and dx , then make a substituti on y  vx m
dy 1 2 2
Ex :  (y  )
dx 2 yx x
2
 ( y2  )dx  2 yxdy  0 the dimensiona lity is 2m  1, 0, 2m  1, respectively
x
 m  1 / 2  y  vx 1 / 2  dy  x 1 / 2 dv  x  3 / 2 vdx / 2
dy 1 3/ 2 1 / 2 dv  1 v2 2
 LHS   x v x RHS  (  )
dx 2 dx 2vx 1 / 2 x x
1 dv 2  v 2 dv  1  dx
 x v2     vdv 
dx x dx vx x
1 1 1
 v 2  ln x  c  ( yx 1 / 2 ) 2  ln x  c  y 2 x  ln x  c
2 2 2
First-order ordinary differential equation
 Bernoulli’s equation

dy
 P ( x) y  Q( x) y n where n  1 or n  1
dx

make a substituti on v  y1 n  nonlinear  linear

dv  n dy dy y n dv
 (1  n) y  
dx dx dx 1  n dx
y n dv y
( )  P( x) y  Q( x)
1  n dx v
dv 1 n y1 n
  (1  n) P ( x) y  (1  n)Q ( x)
dx v
dv
  (1  n) P ( x)v  (1  n)Q( x) linear ODE
dx
 First-order ordinary differential equation

dy y
Ex :   2 x3 y4
dx x

1 4 3 dv  4 dy dy  y 4 dv
let v  y  y   3 y  
dx dx dx 3 dx
 y 4 dv y  1 dv y  3
   2x y  3 4
  2x3
3 dx x 3 dx x
dv 3 3
  v  6 x 3 linear ODE with P ( x )  , Q ( x )  6 x 3
dx x x
3 1
I .F .   ( x )  exp{ P ( x )dx }  exp{ dx }  3
x x
1 1 1 1
 v( x ) 
( x)   ( x )Q ( x )dx  (
x 3
)  3 ( 6 x 3 )dx  6 x 3  cx 3  y  3
x
the solution is y  3  6 x 4  cx 3
 First-order ordinary differential equation
 Miscellaneous equations

dy
(1)  F (ax  by  c )
dx
make a substituti on v  ax  by  c
dv dy
ab  a  bF ( x )
dx dx

dy
Ex :  ( x  y  1) 2
dx
dv dy
v  x  y1  1  1 v2
dx dx
dv
   dx  tan 1 v  x  c1
1 v 2

 tan 1 ( x  y  1)  x  c1
 First-order ordinary differential equation
dy ax  by  c
(2)   let x  X   and y  Y    RHS is homogeneou s
dx ex  fy  g
 a( X   )  b(Y   )  c  aX  bY  a  b  c  0
 e( X    f (Y   )  g  eX  fY  e  f  g  0
dY aX  bY
  a homogeneou s ODE
dX eX  fY
dy 2 x  5 y  3
Ex :   let x  X   , y  Y  
dx 2 x  4 y  6
2  5   3  0 and 2  4   6  0      1
dY 2 X  5Y dY dv dv 2 X  5vX 2  5v
  let Y  vX  v X v X  
dX 2 X  4Y dX dx dX 2 X  4vX 2  4v
dv 2  7v  4v 2 2  4v 4 dv 2 dv dX

3  4v  1 3  v  2  dX
X  dv   
dX 2  4v 2  7 v  4v 2
1 2
 ln X  ln( 4v  1)  ln( v  2)  c1  X 3 (4v  1)( v  2) 2  exp(3c1 )
3 3
y 1 y 1
 ( x  1) 3 (4   1)(  2) 2  c2  (4 y  x  3)( y  2 x  3)  c2
x 1 x 1
 First-order ordinary differential equation
Higher-degree first-order equation
dy
p n  an1 ( x , y ) p n1  ...........  a1 ( x , y ) p  a0 ( x , y )  0 for p 
dx
 ( p  F1 )( p  F2 )........( p  Fn )  0
 Fi  Fi ( x , y ) and p  Fi ( x , y )
dy
Gi ( x , y )  0 is the solution of equation p   Fi ( x , y ) for i  1,2,...n
dx
The general solution is G1 ( x , y )G2 ( x , y )G3 ( x , y ).....Gn ( x , y )  0
dy
Ex : ( x 3  x 2  x  1) p 2  ( 3 x 2  2 x  1) yp  2 xy 2  0 for p 
dx
 [( x  1) p  y ][( x 2  1) p  2 xy ]  0
dy dy dx
(1) ( x  1)  y  0   ln y  ln (x  1 )  c1  y  k1 ( x  1)  0
dx y x 1
dy dy 2 xdx
(2) ( x 2  1)  2 xy  0   2  ln y  ln( x 2  1)  c2  y  k 2 ( x 2  1)  0
dx y x 1
The general solution is [ y  k1 ( x  1)][ y  k 2 ( x 2  1)]  0
 First-order ordinary differential equation
Equation soluable for x
dy dx 1 F F dp
x  F ( y , p) for p     
dx dy p y p dy
Ex : 6 y 2 p 2  3 xp  y  0 for p  dy / dx
y dx 3 1 y dp dp dp
 3x   6 y2 p  3    2  6 y2  12 yp  (1  6 yp 2 )( 2 p  y )  0
p dy p p p dy dy dy
dp dp dp  2
(1) 2 p  y  0 y  2 p   dy
dy dy p y
1 k
ln p  2 ln y  c  ln p  ln  c  py 2
 k  p 
y2 y2
k 2 k
6 y2( 2
)  3 x 2
 y  0  6 k 2
 3 kx  y 3
 0  y 3
 3 kx  6 k 2
general solution
y y
(2) 1  6 yp 2  0  p 2  1 / 6 y
Change the origional equation. (6 y 2 p 2  y ) 2  ( 3 xp ) 2  y 2 (6 yp 2  1) 2  9 x 2 p p
 4 y 2  9 x 2 ( 1 / 6 y )  8 y 3  3 x 2  0 singular solution
 First-order ordinary differential equation

Equation soluable for y

dy F F dp
y  F ( x , p)   p 
dx x p dx

Ex : xp 2  2 xp  y  0
dy dp dp
 y  xp 2  2 xp   p  p 2  2 xp  2 p  2x
dx dx dx
dp dp
 p 2  2 x ( p  1)  p  0  p( p  1)  2 x ( p  1)  0
dx dx
dp
 ( p  1)( p  2 x )  0
dx
dp 2dp dx 1
(1) p  2 x  0   ln p 2  ln  c
dx p x x
 p 2 x  k put into the origion eq.  ( k  y ) 2  ( 2 xp) 2  4kx
 ( y  k ) 2  4kx general solution
(2) p  1  x  2 x  y  0  x  y  0 singular solution
 First-order ordinary differential equation
 Clairaut’s equation y  px  F ( p)
dy dp dF dp dp dF
 p  p x   (  x)  0
dx dx dp dx dx dp
dp d 2 y
(1)   0  y  c1 x  c2
dx dx 2
dy
 p  c1 put into the origional eq.  c1 x  c2  c2 x  F (c1 )
dx
 c2  F (c1 )  y  c1 x  F (c1 ) general solution
dF
(2)  x  0  G ( x , p)  0 eliminate p in the origional ODE
dp
Ex : y  px  p 2
dy dp dp dp
  p x  2p  p ( x  2 p)  0
dx dx dx dx
(1) F ( p)  p 2  y  ( x  F (c ))  cx  c 2 general solution
x x2 x2 x2
(2) x  2 p  0  p    y     y  x 2  4 y  0 singular solution
2 2 4 4