Math 320 (part 1) : First-Order Dierential Equations

(by Evan Dummit, 2012, v. 1.01)

Contents
1 First-Order Dierential Equations
1.1 1.2 1.3 Introduction and Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Some Motivating Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . First-Order: Separable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.3.1 1.4 1.5 The Logistic Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1
1 2 3 4 5 6 6 7 8 9 10 10 10

First-Order: Linear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Substitution Methods 1.5.1 1.5.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Bernoulli Equations

Homogeneous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.6 1.7 1.8

First Order: Exact Equations and Integrating Factors

First Order: General Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . First Order: General Problems and Solutions 1.8.1 1.8.2 Problems Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1 First-Order Dierential Equations

1.1 Introduction and Terminology
A dierential equation is merely an equation involving a derivative (or several derivatives) of a function or functions. In every branch of science  from physics to chemistry to biology (as well as 'other' elds such as engineering, economics, and demography)  virtually any interesting kind of process is modeled by a dierential equation, or a system of dierential equations.

The reason for this is that most anything interesting involves change of some kind, and the derivative expresses the rate of change. Thus, anything that can be measured numerically with values that change in some known manner will give rise to a dierential equation. Example: The populations of several species in an ecosystem which aect one another in some way. Example: The position, velocity, and acceleration of a physical object which has external forces acting on it. Example: The concentrations of molecules involved in a chemical reaction. Example: The production of goods, availability of labor, prices of supplies, and many other quantities over time in economic processes.

Here are some examples of single dierential equations and systems of dierential equations, with and without additional conditions.

Example:

y + y = 0. y(x) = Cex
for any constant

Answer:

C.

Example:

y + 2y + y = 3x

, with

y(0) = y (0) = 1

Answer:

y(x) = 3x2 12x + 18 4xex 17ex .

with

Example:

f f = (f )2 , f = 2f g

f (1) = f (1) = 1.

g = f + 2g , with f (0) = g(0) = 2. Answer: f (x) = 2e2x cos(x ) and g(x) = 2e2x sin(x ). 4 4 df df Example: + = s + t. ds dt
Example: and

Answer:

f (x) = ex1 .

Answer: Many solutions. Two examples are

f (s, t) = st

and

f (s, t) =

1 2 1 2 s + t . 2 2

Most dierential equations (very much unlike the carefully chosen ones above) are dicult if not impossible to nd exact solutions to, in the same way that most random integrals or innite series are hard to evaluate exactly.

Prototypical example:

(f )7 2ef f = sin20 (x) + ex .

However, it is generally possible to nd very accurate approximate solutions using numerical techniques or by using Taylor series. In this course we will only cover how to solve some of the more basic types of equations and systems: rst-order separable, linear, and exact equations; higher-order linear equations with constant coecients; and systems of rst-order linear equations with constant coecients.

If a dierential equation involves functions of only a single variable (i.e., if is called an ordinary dierential equation (or ODE).

is a function only of

x)

then it

We will only talk about ODEs in this course. But for completeness, dierential equations involving functions of several variables are called partial dierential equations, or PDEs. (Recall that the derivatives of functions of more than one variable are called partial derivatives, hence the name.)

PDEs, obviously, arise when functions depend on more than one variable. They occur often in physics (with functions that depend on space and time) and economics (with functions that depend on time and other parameters).

An

nth

order dierential equation is an equation in which the highest derivative is the

nth

derivative.

Example: The equations Example: The equation Example: The equation

y + xy = 3x2
y

and

y y =2

are rst-order.

y +y +y =0 e =y (y )3 ,

is second-order.

is fourth-order.

A dierential equation is linear if it is linear in the terms involving there are no terms like

and its derivatives. In other words, if

y2 ,

or

or

yy

, or

ln(y),

or

ey .
are linear. are not linear.

1.2

Example: The equations Example: The equations

y + xy = 3x2 y y = 3x
2
,

and

y +y +y =0
2
and

x + (y ) = 1,

y = sin(y)

Some Motivating Applications

Simple motivating example: A population (unrestricted by space or resources) tends to grow at a rate proportional to its size. [Reason: imagine each male pairing o with a female and having a xed number of ospring each year.]

In symbols, this means that

This is a homogeneous rst-order linear dierential equation with constant coecients. It's not hard to see that one population model that works is

dP = k P, dt

where

P (t)

is the population at time

and

is the growth rate.

P (t) = ekt

 hence, exponential growth.

More complicated example: The Happy Sunshine Valley is home to Cute Mice and Adorable Kittens. The Cute Mice grow at a rate proportional to their population, minus the number of Mice that are eaten by their predators, the Kittens. The population of Adorable Kittens grows proportional to the number of mice (since they have to catch Mice to survive and reproduce).

Symbolically, this says of Mice and Kittens,

dK dM = k1 M k2 K , and = k3 M , where M (t) and K(t) are the populations dt dt and k1 , k2 , k3 are some constants.

This is a system of two linear dierential equations; we will learn how to solve a system like this later in the course. The conditions here are fairly natural for a simple predator-prey system. But in general, there could

be non-linear terms too  perhaps when two Kittens meet, they ght with each other and cause injury, which might change the equation to

dK = k3 M k4 K 2 . dt

This system would get even more dicult if we added additional species each of which interacts in some way with the others.

Non-linear example: A simple pendulum consists of a weight suspended on a string, with gravity the only force acting on the weight. If

is the angle the pendulum's string makes with a vertical line, then horizontal

force on the weight toward the vertical is proportional to

sin().

Symbolically, this says

d2 = k sin(). dt2

This is a non-linear second-order dierential equation.

This equation cannot be solved exactly for the function can be found by using the rough estimate dierential equation

(t). However, a reasonably good approximation sin() , which turns the problem into the linear second-order

d2 = k , dt2

whose solutions are much easier to nd.

1.3

First-Order: Separable
A separable equation is of the form to something of this form.

y = f (x)g(y) for some functions f (x) and g(y), or an equation equivalent

Here is the method for solving such equations:

Step 1:

Replace

with

(including

dy ) dx

dy , dx

and then cross-multiply as necessary to get all the

y -stu

on one side

and all of the

x-stu

on the other.

Step 2: Integrate both sides (indenitely, with respect to

x). dy dx dx
to get

For the integral involving in terms of

terms, remember that you can cancel

dy

and an integral

only.

Don't forget to put the

+C

on the side with the

x-terms. C.
(Otherwise, just leave it where

Step 3: If given, plug in the initial condition to solve for the constant it is.) Step 4: Solve for

as a function of where

x,

if possible.

Example: Solve

y = k y,

is some constant.

Step 1: Rewrite as

Step 2: Integrate

1 dy = k. y dx 1 dy to get dx = k dx, y dx

or

1 dy = k dx. y
.

Evaluate to get

ln(y) = kx + C .

Step 4: Exponentiate to get

y = ekx+C = C ekx

Example: Solve the dierential equation

y = exy .

Step 1: Rewrite as

ey

Step 2: Integrate to

dy = ex . dx y dy get e dx = ex dx. dx

Simplify to then evaluate to get .

ey = ex + C .

Step 4: Take the natural logarithm to get

y = ln(ex + C)

Example: Find

given that

y = x + xy 2

and

y(0) = 1.

Step 1: Rewrite as

Step 2: Step 3:

dy = x dx. 1 + y2 1 dy Integrate to get dx = x dx, then simplify and evaluate 2 dx 1+y 1 Plug in the initial condition to get tan (1) = C hence C = /4. y = tan 1 2 x + 2 4
.

to get

tan1 (y) =

1 2 x + C. 2

Step 4: Take the natural logarithm to get

1.3.1 The Logistic Equation

Example: Solve the dierential equation

P = aP (b P ),

where

and

are positive constants.

Step 1: Rewrite as

dP = a dt. P (b P ) 1 dP = a dt. To P (b P ) 1/b 1/b 1 = + . Evaluating the P (b P ) P bP

evaluate the

Step 2: Integrate both sides to obtain fraction decomposition:

P -integral,

use partial

integrals therefore yields

1 ln(P ) b

1 ln(b P ) = at + C . b
Step 4: Multiply both sides by

and then combine the logarithms to obtain

ln

P bP
.

= abt + C ;

now

exponentiate to get

P = Ceabt . bP

Solving for

yields, nally,

P (t) =

b 1 + Ceabt

Note: If we want to satisfy the initial condition

P (0) = P0 ,

then plugging in shows

C=

b 1. P0

Then

the solution can be rewritten in the form

P (t) =

bP0 P0 + (b P0 )eabt

Remark: Dierential equations of this form are called logistic equations. With the explicit solution given here, we can observe some properties of the solution curves.

For example, as

t ,

as long as the starting population

P0

is positive, the population

P (t)

tends

toward the carrying capacity of

b.
is increasing  but that as

We can also see directly from the original dierential equation less than

b,

then

P > 0,

so that

P = aP (b P ) that if the population is P approaches b, the value of P shrinks to P

is decreasing. And if the population is

0. (This can also be seen from graphing some of the solution curves.)

Similarly, if the population is greater than exactly

b,

then

P <0

and

b,

then

P =0 P

and the population is constant.

Thus we can see that the value nearby values of

is an attracting point for the population, because as time goes on,

all get pushed closer toward

b.

This is an example of a stable critical point. we can see that the value 0 is a repulsing point,

By doing a similar analysis near the value because as time goes on, nearby values of an unstable critical point.

P = 0

all get pushed farther away from 0. This is an example of

1.4

First-Order: Linear
The general form for a rst-order linear dierential equation is (upon dividing by the coecient of by

) given

y + P (x) y = Q(x), y

where

P (x)

and

Q(x)

are some functions of

x.

We would really like it if we could just integrate both sides to solve the equation. However, in general, we cannot: the term is easy to integrate, but the

P (x) y

term causes trouble.

To solve this equation we use an integrating factor: we multiply by a function left-hand side into the derivative of a single function.

I(x)

which will turn the

What we would like to happen is for

I(x) y + I(x)P (x) y

to be the derivative of something nice.

When written this way, this sum looks sort of like the output of the product rule. If we can nd that the derivative of

I(x)

so

I(x)

is

I(x)P (x),

then this sum will be the derivative

d [I(x) y]. dx I(x),

What we want is

and the solution is

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

is now a (very easy) separable equation for the function

Motivated by the above logic, here is the method for solving rst-order linear equations:

Step 1: Put the equation into the form

y + P (x) y = Q(x). e
P (x) dx
to get

Step 2: Multiply both sides by the integrating factor

P (x) dx

y +e

P (x) dx

P (x) y =

P (x) dx

Q(x).

Step 3: Observe that the right-hand side is Don't forget the constant of integration

C.

d e P (x) dx y dx

, and take the antiderivative on both sides.

Step 4: If given, plug in the initial condition to solve for the constant it is.) Step 5: Solve for

C.

(Otherwise, just leave it where

as a function of

x.
and

Example: Find

given that

y + 2xy = x
and

y(0) = 1.

Step 1: We have

P (x) = 2x

Step 2: Multiply both sides by Step 3: Step 4:

Step 5:

ex y + ex 2x y = x ex 1 x2 x2 Taking the antiderivative on both sides yields e y = e + C. 2 1 0 1 0 Plugging in yields e 1 = e + C hence C = . 2 2 1 1 x2 . Solving for y gives y = + e 2 2 e
to get

Q(x) = x.
P (x) dx

= ex

Example: Find all functions

for which

xy = x4 4y .

Step 1: We have Step 2: Step 3:

Step 5:

4 3 and Q(x) = x . x P (x) dx Multiply both sides by e = e4 ln(x) = x4 to get x4 y + 4x3 y = x7 , 1 8 4 Taking the antiderivative on both sides yields x y = x + C. 8 1 4 Solving for y gives y = x + C x4 . 8 y + 4 y = x3 , x
so

P (x) =

Example: Find

given that

y cot(x) = y + 2 cos(x)

with

and

y(0) =

1 . 2
and

Step 1: We have

y y tan(x) = 2 sin(x), e
P (x) dx

P (x) = tan(x)

Q(x) = 2 sin(x).

Step 2: Multiply both sides by

=e

ln(cos(x))

= cos(x) to get y cos(x)ysin(x) = 2 sin(x) cos(x).

Step 3: Taking the antiderivative on both sides yields Step 4: Plugging in yields

1 [y cos(x)] = cos(2x) + C . 2

1 1 = 1+C 2 2 cos(2x) 2 cos(x)

.

hence

C = 0.

Step 5: Solving for

gives

y=

1.5

Substitution Methods
Just like with integration, sometimes we come across dierential equations which we cannot obviously solve, but which, if we change variables, will turn into a form we know how to solve.

Determining what substitutions to try is a matter of practice, in much the same way as in integral calculus. In general, there are two kinds of substitutions: obvious ones that arise from the form of the dierential equation, and formulaic ones which are standard substitutions to use if a dierential equation has a particular form.

The general procedure is the following:

Step 1: Express the new variable Step 2: Find

in terms of

and

x.

dv dx

in terms of

y , y,

and

using implicit dierentiation.

Step 3: Rewrite the original dierential equation in Step 4: Solve the new equation in

as a dierential equation in

v.

v.

(The hope is, after making the substitution, the new equation is in

a form that can be solved with one of the other methods.) Step 5: Substitute back for

y.

Example: Solve the equation

y = (x + y)2 . x+y
involves

This equation is not linear, nor is it separable as written. The obstruction is that the term both

and

y.

Step 1: Let us try substituting Step 2: Step 3:

v = x + y. dv dy Dierentiating yields =1+ , so y = v 1. dx dx 2 2 The new equation is v 1 = v , or v = v + 1. v

is separable. Separating it gives

Step 4: The equation in or

v2

dv = 1 dx, +1

so that

tan1 (v) = x + C ,

v = tan(x + C). y = tan(x + C) x

.

Step 5: Substituting back yields

1.5.1 Bernoulli Equations

An equation of the form restriction that linear, and if for some integer n = 0, 1 is called a Bernoulli equation. (The n not be 0 or 1 is not really a restriction, because if n = 0 then the equation is rst-order n = 1 then the equation is the same as y = (Q(x) P (x))y , which is separable.)

y + P (x)y = Q(x) y n

As with rst-order linear equations, sometimes Bernoulli equations can be hidden in a slightly dierent form. The trick for solving a Bernoulli equation is to make the substitution if we rst multiply both sides of the original equation by So we have For

v = y 1n .

The algebra is simplied

(1 n) y

, and then make the substitution.

(1 n)y y n + (1 n)P (x) y 1n = (1 n)Q(x).

we have

v = y 1n

v = (1 n)y n y

Substituting in to the original equation then yields the rst-order linear equation

v + (1 n)P (x) v =

(1 n) Q(x)

for

v. y + 2xy = xy 3 . P (x) = 2x, Q(x) = x, v 4xv = 2x. I(x) = e

4x dx 2x2
and

Example: Solve the equation

This equation is of Bernoulli type, with

n = 3.

Making the substitution

v = y 2

thus results in the equation

Next, we compute the integrating factor Scaling by the integrating factor gives

= e2x

.
2

2x2

v 4xe

Taking the antiderivative on both sides then yields

2 1 + Ce2x 2

v = 2xe2x . 1 2 2 e2x v = e2x + C , 2

.

so that

v=

1 2 + Ce2x . 2

1/2

Finally, solving for

gives

y=

Example: Solve the equation

y 2 y = ex y 3 . y +y = e y
x 2

The equation as written is not of Bernoulli type. However, if to both sides we add by y , we n = 2.

obtain the equation

, which is now Bernoulli with

y 3 and then divide P (x) = 1, Q(x) = ex , and

Making the substitution The integrating factor is

v = y3

results in the equation

I(x) = e

v + 3v = 3ex . e3x v + 3e3x v = 3e4x .

and

3 dx

= e3x ,

so the new equation is

Taking the antiderivative then gives

e3x v =

3 4x 3 e + C , so v = ex + Ce3x 4 4

y=

3 x e + Ce3x 4

1/3
.

1.5.2 Homogeneous Equations

An equation of the form

y =f

y x

for some function

is called a homogeneous equation.

The trick to solving an equation of this form is to make the substitution

v=

y = vx.
Then dierentiating

y , x

or equivalently to set

y = vx

shows

separable once written in the form

y = v + xv , hence v 1 = . f (v) v x 2x2 y = x2 + y 2 .

2

the equation becomes

v + xv = f (v),

which is

Example: Solve the dierential equation

This equation is not separable nor linear, and it is not a Bernoulli equation. If we divide both sides by

2x2

then we obtain

y =

1 1 + 2 2

y x

, which is homogeneous.

1 2 1 2v 1 v v + , and rearranging gives = . 2 2 2 (v 1) x 2dv 1 2 2 Then integrating yields = dx, so = ln(x)+C . Solving for v gives v = 1 , 2 (v 1) x v1 ln(x) + C 2x so y = x . ln(x) + C
Setting

v = y/x

yields the equation

xv =

Example: Solve the dierential equation

y =

x2 + y 2 . xy x2 ,
we obtain

If we divide the numerator and denominator of the fraction by homogeneous.

y =

1 + (y/x)2 , (y/x)

which is

Setting

v = y/x

yields

xv =

Separating and integrating then

1 + v2 1 v = . v v 1 yields v dv = dx, x

so that

1 2 v = ln(x) + C , 2

so

v=

2 ln(x) + C

and

y=x

2 ln(x) + C

1.6

First Order: Exact Equations and Integrating Factors

Theorem (Exact Equations): For functions exists a function equation

M (x, y) and N (x, y) with My = Nx (on some rectangle), there F (x, y) with Fx = M and Fy = N (on that rectangle). Then the solutions to the dierential M (x, y) + N (x, y) y = 0 are given (implicitly) by F (x, y) = C where C is an arbitrary constant.
denotes the partial derivative of

My

with respect to

y,

namely

M , y

and similarly for the other

functions. The equation

M (x, y) + N (x, y) y = 0

is also sometimes written

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

In this

form, it is more symmetric between the variables Fun Fact: The part of the theorem stating that that

and

y.

I will generally do this. implies the existence of a function

M y = Nx F

such

Fx = M

and

Gy = N

is a theorem from vector calculus: the criterion

M y = Nx

is equivalent to the

vector eld

M, N

being conservative. The function

is the corresponding potential function, with

F = M, N

. The rest of the theorem is really just an application of this result.

Remark: Note that if equation looks like equation. Since

M = f (x)

is a function only of

and

N =

1 g(y)

is a function only of

y,

then our

1 y = 0. Rearranging it gives the general form y = f (x) g(y) of a separable g(y) My = 0 = Nx in this case, separable equations are a special case of exact equations. f (x) M y = Nx .
If the partial derivatives are not equal,

We can use the theorem to solve exact equations, where

we are not necessarily out of luck  like with rst-order linear equations, there may exist an integrating factor

I(x, y)

which we can multiply the equation by, in order to make the equation exact.

Unfortunately, we don't really get much for free: trying to solve for the integrating factor is often as hard as solving the original equation. Finding

I(x, y),

in general, requires solving the PDE

I I M N + y x

I (My Nx ) = 0,

which is just as tricky to solve as the original equation. Only in a few special cases

are there methods for computing the integrating factor

I(x, y). x
(and not

Case 1: Suppose we want to see if there exists an integrating factor that depends only on on

y ).

Then

I y

would be zero, since

does not depend on

y,

and so

I(x) P (x)

would need to satisfy only of

M y Nx I = . This can I N P (x) dx then I(x) = e .

only happen if the ratio

M y Nx N

is a function

(and not

y );

The form of this integrating factor should look familiar  it is the same as the one from a rst-order linear equation. There is a very good reason for this; namely, a rst-order linear equation is a special case of this form of equation.

Case 2: We could also look to see if there is an integrating factor that depends only on We can do the same calculation, this time using the ratio

and not on

x.

Nx M y M

I = 0, x

to see that such an integrating factor exists if

is a function

Q(y)

only of

(and not

x);

then

I(y) = e

Q(y) dy

Remark: There is no really good reason only to consider these cases, aside from the fact that they're the easiest. We could just as well try to look for integrating factors that are a function of the variable Or of

t = xy .

v = x/y .

Or of

w = y + ln(x).

In each case we'd end up with some other kind of condition. But

we won't think about those things  we really just care about the two kinds of integrating factors above.

Example: Solve for

y(x),

if

(4y 2 + 2x) + (8xy)y = 0.

There is no obvious substitution to make, and it is not separable, linear, homogeneous, or Bernoulli. So we must check for exactness. In dierential form the equation is Therefore we have So we want to nd

(4y 2 + 2x) dx + 8xy dy = 0.

Therefore,

M = 4y 2 + 2x

and

N = 8xy .

My = 8y

and

Nx = 8y .

Since these are equal, the equation is exact.

F with Fx = M and Fy = N . Taking the anti-partial-derivative of M with respect x yields F (x, y) = 4xy 2 + x2 + g(y) for some function g(y). Checking then shows Fy = 8xy + g (y) so g (y) = 0.
to Therefore, our solutions are given implicitly by

4xy 2 + x2 = C

Example: Solve for

y(x),

if

(2xy 2 4y) + (3x2 y 8x)y = 0.

There is no obvious substitution to make, and it is not separable, linear, homogeneous, or Bernoulli. So we must check for exactness. In dierential form the equation is

(2xy 2 4y) dx + (3x2 y 8x) dy = 0. Nx = 6xy 8.

Therefore,

M = 2xy 2 4y

and

N = 3x2 y 8x.
Therefore we have

My = 4xy 4

and

These are not equal, so the equation isn't exact.

We look for integrating factors using the two criteria we know.

2xy + 4 M y Nx = 2 is not a function of x only. N 3x y 8x Nx M y 2xy 4 1 Second, we have = = is a function of y only. 2 4y M 2xy y (1/y) dy by the integrating factor I(y) = e = y.
First, we have

Therefore we need to multiply

Our new equation is therefore Now we want to nd

(2xy 3 4y 2 ) + (3x2 y 2 8xy)y = 0.

with

of the rst equation gives

Fx = 2xy 3 4y 2 and Fy = 3x2 y 2 8xy . Taking the anti-partial-derivative F (x, y) = x2 y 3 4xy 2 + f (y) and checking in the second equation shows x2 y 3 4xy 2 = C
.

f (y) = 0.
1.7
Therefore, our solutions are given implicitly by

First Order: General Procedure

We can combine all of the techniques for solving rst-order dierential equations into a handy list of steps. For the purposes of this course, if the equation cannot be simplied via a substitution (an obvious substitution, or if it is homogeneous or Bernoulli) then it is either exact, or can be made exact by multiplying by an integrating factor. (If it's not one of those, then in this course we have no idea how to solve it.)

Note: It is not really necessary to check ahead of time whether the equation is separable or a rst-order linear equation. Separable equations are exact, and rst-order linear equations can be made exact after multiplying by an integrating factor, which will be detected using the

two special types at the beginning only because it's faster to solve it using the usual methods.

M y Nx N

test. I check for these

Here is the general procedure to follow to solve rst-order equations:

Step 1: Write the equation in the two standard forms check to see if it is rst-order linear or separable.

y = f (x, y)

and

M (x, y) + N (x, y) y = 0

and

Step 1a: If the equation is rst-order linear  namely, of the form by the integrating factor

y + P (x)y = Q(x)  then multiply

I(x) = e

P (x) dx

and then take the antiderivative of both sides.

Step 1b: If the equation is separable  namely, of the form

y = f (x) g(y)  then separate the y -terms and x-terms on opposite sides of the equation and then take the antiderivative of both sides. y = f (x, y)
form).

Step 2: Look for possible substitutions (generally, using the

Step 2a: Check to see if there is any 'obvious' substitution that would simplify the equation.

Step 2b: Check to see if the equation is of Bernoulli type  namely, of the form If so, multiply both sides by rst-order linear equation

y for some y =F x y dv function F . If so, make the substitution v = to obtain a separable equation x = F (v) v . x dx Step 3: If the equation is not of a special type, use the M (x, y) + N (x, y) y = 0 form to nd the partial derivatives My and Nx .
Step 2c: Check to see if the equation is homogeneous  namely, of the form

(1 n) y and then make the dv + (1 n)P (x) v = (1 n) Q(x). dx

substitution

y +P (x)y = Q(x)y n . v = y 1n to obtain a

Step 4: If factor

My = Nx ,

no integrating factor is needed. Otherwise, if

M y = Nx , x,

look for an integrating

to multiply both sides of the equation by. Compute

Step 3a:

I(x) = e
Step 3b:

P (x) dx

M y Nx . N Nx My . M

If it is a function

P (x)

only of

then the integrating factor is

. If it is a function

I(y) = e

Compute

Q(y)

only of

y,

then the integrating factor is

Q(y) dy

If neither of these methods works, you're out of luck unless you can nd an integrating factor some other way.

Step 5:

Take antiderivatives to nd the function

F (x, y)

with

Fx = M

and

Fy = N ,

and write the

solutions as

F (x, y) = C .

1.8

First Order: General Problems and Solutions

Part of the diculty of seeing rst-order dierential equations outside of a homework set (e.g., on exams) is that it is not always immediately obvious which method or methods will solve the problem. Thus, it is good to practice problems without being told which method to use.

1.8.1 Problems

Solve the equation

xy = y + y =

xy .

Solve the equation

Solve the equation Solve the equation

y 2xy 2 . 3x2 y 2x xy = y + x.

y 1 = y 2 + x3 + x3 y 2 . y = 4x3 y 2 + y . 2x4 y + x

Solve the equation

Solve the equation Solve the equation

y = xy 3 6xy . y = 2xy + 2x . x2 + 1

1.8.2 Solutions

Solve the equation

xy = y +

xy . y = y + x y x y =
and

Step 1: The two standard forms are separable or rst-order linear.

(y y x

xy) + xy = 0.

The equation is not

Step 2: We go down the list and recognize that

y + x

is a homogeneous equation.

Setting

v = y/x

(with

y = vx

and

y = xv + v )

yields

xv =

v.
so

This equation is separable: we have

dv 1 = dx x v
2
.

hence

2v 1/2 = ln(x) + C ,

v=

ln(x) +C 2

2
.

Solving for

gives

y=x

ln(x) +C 2

Note: The equation is also of Bernoulli type, and could be solved that way too. Of course, it will give the same answer.

Solve the equation

y =

y 2xy 2 . 3x2 y 2x (2xy 2 y) + (3x2 y 2x) y = 0.

so The equation is not separable or

Step 1+2: The other standard form is

linear, nor is it homogeneous or Bernoulli.

Nx = 6xy 2. 2xy + 1 M y Nx = 2 , Step 4: We need to look for an integrating factor, because My = Nx . We have N 3x y 2x Nx M y 2xy 1 1 which is not a function of x alone. Next we try = = , so the integrating factor is M 2xy 2 y y 1 dy I(y) = e y = y .
Step 3: We have and and Step 5: The new equation is

M = 2xy 2 y

N = 3x2 y 2x

My = 4xy 1

with respect to

gives

(2xy 3 y 2 ) + (3x2 y 2 2xy) y = 0. Taking the anti-partial of the new F (x, y) = x2 y 3 + xy 2 + f (y), and checking shows that f (y) = 0. Hence the
.

solutions are

x2 y 3 + xy 2 = C xy = y + x.

Solve the equation

Step 1: The two standard forms are linear.

y =

1 y + x x

and

(y

x) + xy = 0.

The equation is rst-order

Rewrite in the usual rst-order linear form We have the integrating factor Thus the new equation is

I(x) = e

y (x1 )y = x1/2 .
1

dx

= e ln(x) = eln(x

= x1 . 1 y = x1/2 + Cx 2

x1 y x2 y = x3/2 . 1 x1 y = x1/2 + C , 2
so .

Taking the antiderivative on both sides yields

Solve the equation

y 1 = y 2 + x3 + x3 y 2 . y = (y 2 + 1)(x3 + 1).
This equation is

Step 1: Adding 1 and then factoring the right-hand side gives separable. Separating it gives

y = x3 + 1 . y2 + 1 dy x4 x2 = (x3 + 1) dx, so tan1 (y) = + + C. y2 + 1 4 2 (4x3 y 2 + y) . (2x4 y + x) (4x3 y 2 + y) + (2x4 y + x) y = 0.

so The equation is not separable or Then

Integrating yields

y = tan

x4 x2 + +C 4 2

Solve the equation

y =

Step 1+2: The other standard form is

linear, nor is it homogeneous or Bernoulli. Step 3: We have

M = 4x3 y 2 + y

and

N = 2x4 y + x

My = 8x3 y + 1

and

Nx = 8x3 y + 1.

Step 4: No integrating factor is needed since

M y = Nx .

Step 5: Taking the anti-partial of shows that

with respect to

gives

F (x, y) = x4 y + xy + f (y),
.

and checking

f (y) = 0.

Hence the solutions are

x y + xy = C

4 2

Solve the equation

y = xy 3 6xy . y + 6xy = xy 3 .

Step 1: The equation is of Bernoulli type when written as Multiply both sides by

2y 3

to get

2y 3 y

12 2 y = 2x. x
then yields the linear equation

Making the substitution The integrating factor is The new equation is

v = y 2 e

with

v = 2y 3 y

12 v = 2x. x

(12/x) dx

= e12 ln(x) = x12 .

1/2
.

x12 v 12x13 v = 2x11 . x12 v = 1 10 1 x +C , so v = x2 +Cx12 and y = 5 5 1 2 x + Cx12 5

Taking the antiderivative on both sides yields

Solve the equation (method #1)

y =

2xy + 2x . x2 + 1 2x (y + 1). x2 + 1

Step 1: The equation is separable, since after factoring we see that

y =

Separating and integrating gives

2x dy = dx, y+1 x2 + 1
2

so that

ln(y + 1) = ln(x2 + 1) + C .
.

Exponentiating yields

y + 1 = e ln(x

+1)+C

C , x2 + 1

so

y=

C 1 x2 + 1

(method #2)

Step 1: The other standard form is Step 3: We have Step 4: We have

(2xy + 2x) + (x2 + 1)y = 0. N = x2 + 1 M y

so

M = 2xy + 2x M y = Nx ,
so

and

My = 2x x

and

Nx = 2x.
and checking

so the equation is exact. with respect to gives

Step 5: Taking the anti-partial of shows that

F (x, y) = x2 y + x2 + f (y),
2
.

f (y) = 1

f (y) = y .

Hence the solutions are

x y+x +y =C

Note of course that we can solve for other solution.

explicitly, and we obtain exactly the same expression as in the

Well, you're at the end of my handout. Hope it was helpful. Copyright notice: This material is copyright Evan Dummit, 2012. You may not reproduce or distribute this material without my express permission.