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This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990.
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Chapter 15
FIRST ORDER
ORDINARY DIFFERENTIAL EQUATIONS
15.1. Introduction
First order ordinary differential equations are of the form
dy
= F (x, y),
dx
(1)
where F (x, y) is a given function. Although this equation looks simple, solutions can usually only be
found easily when the function F (x, y) has particularly simple forms.
dy
=
g(y)
Z
f (x) dx.
page 1 of 9
Z
(x 1) dx,
(y + 1) dy =
1 2
1
y + y = x2 x + C.
2
2
so that
Z
y dy =
dx
,
x2 1
so that
x 1
+ C.
y = log
x + 1
2
(2)
(3)
this equation can be reduced to an equation of separable variable type. Indeed, differentiating (3), we
have
dv
dy
=v+x .
dx
dx
(4)
dv
= (v),
dx
page 2 of 9
dv
=
(v) v
dx
.
x
dv
1 + v2
=
,
dx
2v
2v dv
=
1 v2
dx
.
x
dy
= x3 + y 3 .
dx
Then
dy
1 + (y/x)3
=
.
dx
3(y/x)2
Using the substitution (3), we obtain
v+x
so that on separating the variables, we have
Z
dv
1 + v3
=
,
dx
3v 2
3v 2 dv
=
1 2v 3
dx
.
x
page 3 of 9
Some non-homogeneous equations can be transformed into homogeneous form by a simple change of
variables. Consider the following simple example.
Example 15.3.3. Suppose that
dy
2x + y + 3
=
.
dx
x + 2y + 9
Then writing x = X + x0 and y = Y + y0 , where X and Y are new variables and x0 and y0 are constants,
we obtain
dY
dy
2X + Y + 2x0 + y0 + 3
=
=
.
dX
dx
X + 2Y + x0 + 2y0 + 9
(5)
(6)
then substituting
x = X + x0
and
y = Y + y0 ,
(7)
where X and Y are new variables and x0 and y0 are constants, we obtain
dy
aX + bY + ax0 + by0 + c
dY
=
=
,
dX
dx
f X + gY + f x0 + gy0 + h
(8)
and
f x0 + gy0 + h = 0.
(9)
and
f x + gy + h = 0.
As long as these two lines are not parallel, then they intersect at precisely one point. This point is given
by (x0 , y0 ).
However, these two lines may be different and parallel, so that there will be no such intersection points.
In this case, the technique above breaks down. In this case, we use a different technique illustrated by
our next example.
Chapter 15 : First Order Ordinary Differential Equations
page 4 of 9
so that
du
u+3
=1+
.
dx
u+4
where
ag = bf,
then we can write f x + gy + h = k(ax + by) + h for some real number k. Now write u = ax + by. Then
dy
du
=a+b ,
dx
dx
so that
du
u+c
=a+b
.
dx
ku + h
(10)
Note that this ordinary differential equation is linear, and is called the general linear first order ordinary
differential equation.
Equation (10) may be solved with the help of an integrating factor (x). Multiplying (10) by such an
integrating factor, we obtain
(x)
dy
+ (x)P (x)y = (x)Q(x).
dx
(11)
d
The integrating factor (x) is chosen in order to make the left hand side of (11) equal to
((x)y).
dx
We must therefore have
dy
d
dy
d
(x)
+ (x)P (x)y =
((x)y) = (x)
+
(x) y,
(12)
dx
dx
dx
dx
and this can be achieved if we take (x) to satisfy
(x)P (x) =
d
(x).
dx
(13)
d
=
Z
P (x) dx,
page 5 of 9
P (x) dx
(14)
(x)Q(x) dx.
(15)
This gives y in terms of x. Note also that since P (x) is given, an integrating factor (x) is easily
determined by (14).
Example 15.4.1. Suppose that
3
dy
+ y = x2 .
dx x
Here P (x) = 3/x and Q(x) = x2 . Also
factor is
(x) = e3 log x = x3 .
It follows from (15) that the solution is given by
3
x y=
3 2
x x dx =
x5 dx =
x6
+C
6
x3
C
+ 3.
6
x
dy
+ xy = x(x + 1).
dx
Then
dy
x
x(x + 1)
+
y= 2
.
dx x2 + 3x + 2
x + 3x + 2
Here
P (x) =
x
x2 + 3x + 2
and
Q(x) =
x(x + 1)
x
=
.
x2 + 3x + 2
x+2
Also
Z
Z
P (x) dx =
x
dx =
x2 + 3x + 2
Z
2
1
x+2 x+1
dx = log
(x + 2)2
x+1
,
page 6 of 9
(x + 2)2
.
x+1
Z
x
(x + 2)2
x(x + 2)
dx =
dx
(x + 1) (x + 2)
x+1
Z
1
x2
=
x+1
dx =
+ x log(x + 1) + C
x+1
2
Z
x(x + 1)
(x + 1)
(x + 1)
log(x + 1) + C
.
2(x + 2) (x + 2)2
(x + 2)2
d2 x
dx
+b
+ mg = 0,
dt2
dt
where b > 0 is a fixed proportionality constant. This equation can be treated as a first order differential
equation in the variable v = dx/dt, and written in the form
m
dv
+ bv + mg = 0,
dt
dv
b
+ v = g.
dt
m
or
bt
,
m
so that the integrating factor is (t) = ebt/m , and the equation can be rewritten in the form
d bt/m
(e
v) = gebt/m ,
dt
so that
ebt/m v = g
ebt/m dt = C
mg bt/m
e
,
b
and so
v = Cebt/m
mg
.
b
page 7 of 9
Z
mg
mg
dt = C1 ebt/m
Cebt/m
t + C2 ,
b
b
page 8 of 9
dy
+ xy y 2 = 0
dx
page 9 of 9