Math 1005 H Fall 2015

First-order solving methods summary

Separable equations

Separable equations have the form

g(y)y 0 = f (x).

To solve, we integrate both sides with respect to x and use the substitution rule on
the left to get Z Z
g(y)dy = f (x)dx.

We carry out the integration and can then solve for y (if possible).

Homogeneous equations

Homogeneous equations have the form

y
y0 = f .
x
To solve, we make the substitution u = xy . Then y = xu and so y 0 = u + xu0 . Replac-
ing each occurrence of xy with u and the y 0 with u + xu0 will result in a differential
equation (in u) which is guaranteed to be separable (after rearranging). We can solve
it as above. Once we have u, we use y = xu to find y.

Linear equations

Linear equations have the form

a(x)y 0 + b(x)y = c(x).

Dividing by a(x) yields the standard form:

y 0 + P (x)y = Q(x).

To solve, we choose an integrating factor

R
P (x)dx
I(x) = e .

Multiplying the equation by I(x) results in a left-hand side that is the derivative of
a product:
(I(x)y)0 = I(x)Q(x).
We integrate with respect to x and then divide by I(x) to solve:
Z
1
y= I(x)Q(x)dx.
I(x)
Bernoulli equations

Bernoulli equations have the form

a(x)y 0 + b(x)y = c(x)y α
where α 6= 0, 1 is a real number. To solve, we make the substitution u = y 1−α . We
use this to solve for y, y α , and y 0 in terms of u, replace each of these in the equation,
and then divide by whatever is in front of the u0 term. We are guaranteed to be left
1
with a linear equation (in u). Once we have u, we use y = u 1−α to find y.

Exact equations

Consider an equation of the form

P (x, y) + Q(x, y)y 0 = 0.
If P and Q are continuous in a region R, then the equation is exact in R if a potential
function f (x, y) exists. A potential function satisfies fx = P and fy = Q. We saw
that if P and Q have continuous first-order derivatives in an open, simply connected
region R, and Py = Qx , then the equation is exact. Once we know a potential function
exists, we can set out finding it. We begin by integrating both sides of fx = P (x, y)
with respect to x. This will partially solve for f (x, y), as we will have an arbitrary
function g of y on the right-hand side. We then take the partial derivative with re-
spect to y, which we know must be equal to Q. This allows us to solve for g 0 (y),
which we can integrate to find g(y). This determines f (x, y). The solution to the
equation is given by f (x, y) = c, where c is an arbitrary constant.

Exact equations with integrating factors

Suppose an equation of the form

P (x, y) + Q(x, y)y 0 = 0
is not exact because Py 6= Qx . If
P y − Qx
Q
is independent of y, then we can find an integrating factor I(x) by solving
I 0 (x) P y − Qx
=
I(x) Q
(this is a separable equation). If Py −Q
Q
x
is not independent of y, we can check if QxP−Py
is independent of x. If it is, then we can find an integrating factor I(y) by solving
I 0 (y) Qx − Py
=
I(y) P
(this is a separable equation). Once we have our integrating factor, we multiply the
differential equation by the factor. We are guaranteed that the resulting equation is
exact and can then go about finding a potential function f , as detailed above.