O. D. E.

Chapter2_4

Chapter2 Ordinary Differential Equations of the First Order and
First Degree

General form: 1. M(x, y)dx + N(x, y)dy = 0 (2.1a)
2. y' = f(x, y) (2.1b)

I. Separable Differential equations

Form: M
1
(x)N
1
(y)dx + M
2
(x)N
2
(y)dy = 0

} }
+ dy
y N
y N
dx
x M
x M
) (
) (
) (
) (
1
2
2
1
= C


Ex1 9yy' + 4x = 0
Solution: 9ydy + 4xdx = 0 9y
2
+ 4x
2
= C



Ex2 y' = 1 + y
2

Solution:
2
1 y
dy
+
= dx tan
1
y = x + C y = tan(x + C)



Ex3 y' + 5x
4
y
2
= 0, y(0) = 1
Solution:

C x
y
dx x
y
dy
+ = =
5 4
2
1
5
y(0) = 1 1 = C The solution is
y
1
= x
5
+ 1



Ex4 y' = 2xy, y(0) = 1
Solution:
y
dy
= 2xdx lny = x
2
+ C' y =
C
2
' + x
e y = Ce
x
2

y(0) = 1 1 = Ce
0
C = 1 The solution is y = e
x
2



Southern Taiwan University
O. D. E. Chapter2_5

II. Reducible to separable differential equations

1. Homogeneous equation

Definition: If f(tx, ty) = t
r
f(x, y), then f(x, y) is a homogeneous function of degree r.
Substituting t = 1/x into f(tx, ty) = t
r
f(x, y), we have
) ( ) , 1 ( ) , ( ) , (
1
) , 1 (
x
y
F x
x
y
f x y x f y x f
x x
y
f
r r
r
= = .
In particular r = 0, then f(x, y) = F(
x
y
)
If M(x, y)dx + N(x, y)dy = 0, when M(x, y) and N(x, y) are of the same degree in x and y, M/N
is a homogeneous function of degree zero, and the differential equation can be written as
) (
x
y
F
N
M
dx
dy
= =
.
(2.2)
Let y = ux, equation (2.2) becomes
u u F
du
x
dx
u F
dx
du
x u

= = +
) (
) ( is separable.




Ex5 2xyy' y
2
+ x
2
= 0
Solution: Let y = ux, the equation becomes
2xux(u + u'x) u
2
x
2
+ x
2
= 0 2u(u + xu') u
2
+ 1 = 0 2xuu' + u
2
+ 1 = 0
2
1
2
udu
u
dx
x +
= ln(1 + u
2
) = lnx + C' 1 + u
2
= C/x
1+
x
C
x
y
=
|
.
|

\
|
2
x
2
+ y
2
= Cx



Ex6 (x + ycos
y
x
)dx xcos
y
x
dy = 0
Solution: Let y = ux (x + uxcosu)dx xcosu(udx + xdu) = 0 cosudu =
dx
x

sinu = lnx + C sin
y
x
lnx = C



Southern Taiwan University
O. D. E. Chapter2_6

2. M(x, y) and N(x, y) are linear in x and y

Form: (a
1
x + b
1
y + c
1
)dx + (a
2
x + b
2
y + c
2
)dy = 0 (2.3)


(1) If
a
a
b
b
1
2
1
2
= , let x = X + o, y = Y + |, equation (2.3) becomes
[(a
1
X + b
1
Y) + (a
1
o + b
1
| + c
1
)]dX + [(a
2
X + b
2
Y) + (a
2
o + b
2
| + c
2
)]dY = 0. (2.4)
We choose

= + | + o
= + | + o
0
0
2 2 2
1 1 1
c b a
c b a

Then equation (2.4) reduces to
(a
1
X + b
1
Y)

dX + (a
2
X + b
2
Y)

dY = 0
is a homogeneous equation.





(2) If
a
a
b
b
k
c
c
1
2
1
2
1
2
= = = , equation (2.3) becomes
[k

(a
2

x + b
2

y) + c
1
]

dx + (a
2

x + b
2

y + c
2
)

dy = 0. (2.5)
Let v = a
2
x + b
2
y dy =
dv a dx
b

2
2
, equation (2.5) becomes
(kv + c
1
)dx + (v + c
2
)
dv a dx
b

2
2
= 0
0 )] ( [
2
2
2
2
2
1
=
+
+ + + dv
b
c v
dx c v
b
a
c kv is a separable one.



(3) If
a
a
b
b
c
c
1
2
1
2
1
2
= = = k, equation (2.3) becomes
k(a
2
x + b
2
y + c
2
)dx + (a
2
x + b
2
y + c
2
)dy = 0. (2.6)
a. If a
2
x + b
2
y + c
2
= 0, we get only a trivial solution.
b. If a
2
x + b
2
y + c
2
= 0, equation (2.6) reduces to kdx + dy = 0 y = kx + C.




Southern Taiwan University
O. D. E. Chapter2_7

Ex7 (4x + 3y + 1)dx + (x + y + 1)dy =0
Solution:
4 3 1 0
1 0
x y
x y
+ + =
+ + =

x = 2, y = 3
Let X = x 2, Y =y + 3, we have
(4X + 3Y)dX + (X + Y)dY = 0
Let Y = uX (4X + 3uX)dX + (X + uX)(udX + Xdu) = 0
C
y x
x
y x C
u
u X
C
u
u X du
u u X
dX
du
u
u
X
dX
du u X dX u u
=
+

+ + =
+
+ +
=
+
+ + + =
(

+
+
=
+
+
+ = + + + +
1 2
2
) 1 2 ln(
2
1
)] 2 ( ln[
2
1
) 2 ln( ln 0
) 2 (
1
2
1
0
) 2 (
1
0 ) 1 ( ) 4 4 (
2
2
2






Ex8 (2x 4y + 5)y' + x 2y + 3 = 0
C y x y x C y x y x x
C u u x C u
u
x
C du
u
dx du
u
dx
du
u
u
dx du u dx u
u u u u u u
u
u
u
u
y y u y x u
= + + + = + +
= + + = + +
=
+
=
+

=
+
+
= + +
= ' + + = + + ' +
= + +
'
+
'
= ' ' = ' =
} }
) 11 8 4 ln( 8 4 8 ] 11 ) 2 ( 4 ln[ ) 2 ( 4 8
8 ) 11 4 ln( 4 8 ) 11 4 ln(
8
1
2
)
11 4
2 / 1
2
1
( 0 )
11 4
2 / 1
2
1
(
0
11 4
5 2
0 ) 5 2 ( ) 11 4 (
0 ) 5 2 ( 11 4 0 6 2 ) 1 )( 5 2 (
0 3
2
1
) 5 2 ( becomes equation The
2
1
2 1 2 Let : Solution
1
1 1
1





Ex9 (x y 1)dx + (2x 2y 2)dy = 0
Solution: Dividing by x y 1 dx + 2dy = 0 x + 2y = C




Southern Taiwan University
O. D. E. Chapter2_8

3. Type of y' = f(ax + by + c) (2.7)
Let u = ax + by + c u' = a + by' y' =
du
dx
a
b

, equation (2.7) becomes

) (
) ( ) ( ) ( is separable.




Ex10 y' = (x + y 7)
2
(2.8)
Solution: Let u = x + y 7 u' = 1 + y', equation (2.8) has the result
u' 1 = u
2

du
u 1
2
+
= dx tan
1
u = x + C x + y 7 = tan(x + C)




[Exercises] 1. (2x + y 2)y' = 4
2. y' = sin
2
(x y)
[Answers] 1. y = 2ln(2x + y) + C 2. tan(x y) = x + C







4. Isobaric equations

Definition: If f(tx, t
m
y, t
m1
y') = t
r
f(x, y, y'), we say that f(x, y, y') is an isobaric function of weight
r.
In particular, if t = 1/x, there follows
) 9 . 2 ( ). , ( ) , , 1 ( ) , , (
or ) , , (
1
) , , 1 (
1 1
1

'

'
= '
' =
'
m m
r
m m
r
r m m
x
y
x
y
F x
x
y
x
y
f x y y x f
y y x f
x x
y
x
y
f

A differential equation can be put into the form (2.9), then F
y
x
y
x
m m
( , )
'
1
= 0.
Southern Taiwan University
O. D. E. Chapter2_9

Solving this for
1
'
m
x
y
, and multiplying by x
m1
, we have
. separable is
) (
) (
to reducible is ) 10 . 2 ( , Let
) 10 . 2 ( ) (
1 1
1
1
x
dx
mu u
du
u x mux
dx
du
x
mux
dx
du
x
dx
dy
ux y
x
y
u
x
y
x y
m m m
m m m
m
m
m
=
u
u = +
+ = = =
u = '

[Note] If the weights m and m 1 are assigned to y and y' respectively, the term x
a
y
b
y'
c
has the
weight a + bm + c(m 1). If an expression is to be isobaric, all its terms must be isobaric
and of the same weight.




Ex11 2x
3
y' = 1 + 1 4
2
+ x y
.

Solution: The weights of each term are 3 + (m 1), 0,
1
2
(0,2 + m), if m = 2, every term has the
same weight. Let y = ux
2
y' = u'x
2
2ux
3
, the equation becomes
2x
3
(x
2
u'2ux
3
)=1+ 1 4 + u 2xu'4u=1+ 1 4 + u
C
x
y x
C x u
x
dx
u
u d
x
dx
u u
du
x
dx
u u
du
=
+ +
' + = + +
=
+ +
+ +
=
+ + +
=
+ + +
1 4 1
ln ) 1 4 1 ln(
2 ) 1 4 1 ( 2
) 1 4 1 (
2 ) 1 4 1 ( 4 1 2 4 1 4 1
2





Ex12 y
2
+ (1 + xy)y' = 0.
Solution: weight 2m,m 1, 1 + m + m 1, so 2m = m 1 m = 1.
Let y = ux
1
y' = u'x
1
ux
2

x
2
u
2
+ (1 + u) (x
1
u'x
2
u) = 0 x
2
u
2
+ x
1
u' x
2
u + x
1
uu' x
2
u
2
= 0
C xy y C u
x
u
C x u u
x
dx
du
u x
dx
u
du u
u x u u
= + = +
+ = + =
|
.
|

\
|
+ =
+
= ' +

ln ln
ln ln 1
1 ) 1 (
) 1 (
1





Southern Taiwan University
O. D. E. Chapter2_10

Ex13 x
3
y' x
2
y + y
2
= 0.
Solution: weight 3 + m 1, 2 + m, 2m, so m + 2 = 2m m = 2, Let y = ux
2
, y' = x
2
u' + 2xu
x
3
(x
2
u' + 2xu) x
2
(ux
2
) + (ux
2
)
2
= 0 xu' + 2u u + u
2
= 0
C
x y
xy
C
x y
x y
C
u
ux
x
dx
du
u u x
dx
u u
du
=
+
=
+
' =
+
= +
|
.
|

\
|
+
= +
+
2 2
2
1 /
/
1
ln 0
1
1 1
0




[Exercises] 1. 2x
2
y' x
2
y
2
+ 2xy + 1 = 0
2. x
3
y' + 4x
2
y + 1 = 0
3. (x + 2x
2
y)y' + 2y + 3xy
2
= 0
4. 2xyy' = y
2
+
2 4
4x y
[Answers] 1. x + x
2
y = C(1 xy) 2. x
2
+ 2x
4
y = C 3. x
2
y + x
3
y
2
= C 4. Cy
2
x
2
= C
2






III. Exact differential equations

1. Exact differential equations

A first order differential equations M(x, y)dx + N(x, y)dy = 0 is called exact if its left side is
du = dy
y
u
dx
x
u
c
c
+
c
c
, its solution is u = C
[Condition]
x
N
y
M
c
c
=
c
c

Since
x y
u
y x
u
y
u
N
x
u
M
c c
c
=
c c
c
c
c
=
c
c
=
2 2
continuity of assumption the by , , , we have
). ( determine can we , from and
) (
: following the from obtained be can solution The
.
y k N
y
u
y k Mdx u
x
N
y
M
x
=
c
c
+ =
c
c
=
c
c
}



Southern Taiwan University
O. D. E. Chapter2_11

Ex14 (x
3
+ 3xy
2
) dx + (3x
2
y + y
3
) dy = 0.
Solution: Since
x
y y x
y
xy x
c
+ c
=
c
+ c ) 3 ( ) 3 (
3 2 2 3
= 6xy, it is exact, and
u = }
x (x
3
+ 3xy
2
) dx + k(y) = x
4
/4 + 3x
2
y
2
/2 + k(y)
y
u
c
c
= N 3x
2
y + k'(y) = 3x
2
y + y
3
, k(y) = y
4
/4
the solution is x
4
/4 + 3x
2
y
2
/2 + y
4
/4 = C




Ex15 (sinx coshy) dx (cosx sinhy) dy = 0, y(0) = 0.
Solution: Since
x
y x
y
y x
c
c
=
c
c ) sinh cos ( ) cosh (sin
= sinxsinhy, it is exact, and
u = }
x sinx coshy dx + k(y) = cosx coshy + k(y)
y
u
c
c
= N cosx sinhy + k'(y) = cosx sinhy k(y) = C u = cosx coshy = C
y(0) = 0 cos0 cosh0 = C C = 1, The solution is cosx coshy = 1




0
2
. 3
0
) ( ) (
. 2
0
1
. 1 ] Exercises [
3
2 2
2 2 2 2
=
|
|
.
|

\
|
+
=
+
+
=
|
|
.
|

\
|
+
+
+
dy
y
x
y xy
dx
y x
dy y x dx y x
dy
y x y
x
y
y x
dx

[Answers] 1. y
2
+ 2Cx = C
2
2. C y
y
x
C
y
x
y x = + = + +

log . 3 tan log
1 2 2




2. Integrating factors

If M(x, y) dx + N(x, y) dy = 0 is not exact, we multiply by (x, y), M(x, y) dx + N(x, y)dy =
0 is exact. The function (x, y) is called an integrating factor.

Southern Taiwan University
O. D. E. Chapter2_12

[Case 1]If (x, y) = (x), from the condition of exactness, we get
}
=
c
c

c
c
c
c

c
c
=

|
|
.
|

\
|
c
c

c
c
= '
c
c
+ ' =
c
c

c
c
=
c
c
c
c

c
c
dx
N
x
N
y
M
e x
x
N
x
N
y
M
dx
N
x
N
y
M
d
x
N
y
M
N
x
N
N
y
M
x
N
y
M
) (
have we , on depends only If


[Case 2] If (x, y) = (y), from the condition of exactness, we get
}
=

c
c

c
c

c
c

c
c
=

c
c
= ' +
c
c

c
c
=
c
c

c
c

c
c
dy
M
x
N
y
M
e y
y
M
x
N
y
M
dy
M
x
N
y
M
d
x
N
M
y
M
x
N
y
M
) (
have we , on only depends If




Ex16 ydx xdy = 0 (2.11)
C
x
y
C y x
y f y f x x y f x N
y
u
y f y x
y f ydx x y f Mdx u
x e e e
x x N
x
N
y
M
x
N
y
M
x N y M
x x
x x
dx
x
= =
= = ' = ' + =
c
c
+ =
+ = + =
= = =
}
=
=

=
c
c

c
c
=
c
c
=
c
c
= =

} }

1
1
2 1
1
2
2 ln ln 2
2
is solution The
0 ) ( 0 ) ( ) ( ) (
) (
) ( ) (
2 ) 1 ( 1
1 , 1 , : Solution
2



Southern Taiwan University
O. D. E. Chapter2_13

Ex17 2xydx + (4y + 3x
2
) dy = 0, y(0.2) = 1.5
Solution: Since
y xy
x x
M
x N y M 2
2
6 2 / /
=

c c c c
depends only on y, integrating factor is
}
y
dy
y
e
2
= y
2
and u = }
x 2xy
3
dx + k(y) = x
2
y
3
+ k(y)
y
u
c
c
= N 3x
2
y
2
+ k'(y) = y
2
(4y + 3x
2
) k(y) = y
4
, and the general solution is
x
2
y
3
+ y
4
= C Substituting y(0.2) = 1.5, we have
(0.2)
2
(1.5)
3
+ (1.5)
4
= C C = 4.9275 The solution is x
2
y
3
+ y
4
= 4.9275










[Case 3] Form: x
r
y
s
(mydx + nxdy)=0 (2.12)
Since d(x
a
y
b
) = x
a1
y
b1
(aydx + bxdy), (2.12) has an integrating factor x
o
y
|
,
where o+r = m 1, | + s = n 1.
More generally, suppose x
o
y
|
is the integrating factor of the equation
x
r
y
s
(mydx + nxdy) + x
p
y
q
(uydx + vxdy) = 0. (2.13)
Multiplying (2.13) by x
o
y
|
and rearranging the terms, we have
(mx
o+r
y
|+s+1
+ ux
o+p
y
|+q+1
) dx + (nx
o+r+1
y
|+s
+vx
o+p+1
y
|+q
) dy = 0.
This is exact, provided
x
N
y
M
c
c
=
c
c
, i.e.,
m(| + s + 1)x
o+r
y
|+s
+ u(| + q + 1)x
o+p
y
|+q
= n(o + r + 1)x
o+r
y
|+s
+ v(o + p + 1)x
o+p
y
|+q

for all values of x and y, we have
m(| + s + 1) = n(o + r + 1), u(| + q + 1) = v(o + p + 1).
The two equations can be solved for o and |.








Southern Taiwan University
O. D. E. Chapter2_14

Ex18 x
4
y(3ydx + 2xdy) + x
2
(4ydx + 3xdy) = 0
Solution:
(3x
4
y
2
+ 4x
2
y)dx + (2x
5
y + 3x
3
)dy = 0
Multiplying x
o
y
|

(3x
o+4
y
|+2
+ 4x
o+2
y
|+1
)dx + (2x
o+5
y
|+1
+ 3x
o+3
y
|
)dy = 0
M = 3x
o+4
y
|+2
+ 4x
o+2
y
|+1
, N = 2x
o+5
y
|+1
+ 3x
o+3
y
|

To be exact
x
N
y
M
c
c
=
c
c

3(| + 2)x
o+4
y
|+1
+ 4(| + 1)x
o+2
y
|
= 2(o + 5)x
o+4
y
|+1
+ 3(o + 3)x
o+2
y
|

3(| + 2) = 2(o + 5), 4(| + 1) = 3(o + 3) o = 1,| = 2
u = }
x
Mdx + f

(y) = }
x
(3x
5
y
4
+ 4x
3
y
3
)dx + f

(y) =
2
1
x
6
y
4
+ x
4
y
3
+ f

(y)
y
u
c
c
= N 2x
6
y
3
+ 3x
4
y
2
+ f

'(y) = 2x
6
y
3
+ 3x
4
y
2
f

'(y) = 0 f

(y) = 0
The solution is
2
1
x
6
y
4
+ x
4
y
3
= C





Ex19 2ydx + xdy + xy(3ydx + 2xdy) = 0
Solution: Multiplying x
o
y
|
and rearranging the terms, we get
(2x
o
y
|+1
+ 3x
o+1
y
|+2
)dx + (x
o+1
y
|
+ 2x
o+2
y
|+1
)dy = 0
For exactness 2(| + 1)x
o
y
|
+ 3(| + 2)x
o+1
y
|+1
= (o + 1)x
o
y
|
+ 2(o + 2)x
o+1
y
|+1

2(| + 1) = o + 1, 3(| + 2) = 2(o + 2) o = 1,| = 0
u = }
x (2xy + 3x
2
y
2
)dx + k(y) = x
2
y + x
3
y
2
+ k(y)
y
u
c
c
= N x
2
+ 2x
3
y + k'(y) = x
2
+ 2x
3
y k(y) = C
The general solution is x
2
y + x
3
y
2
= C










Southern Taiwan University
O. D. E. Chapter2_15

IV. Linear differential equations of first order

1. Form: y' + p(x)y = r(x) (2.14)

If r(x) = 0, (2.14) is said to be homogeneous, otherwise it is said to be nonhomogeneous.
(2.14) is equivalent to
d
dx
[F(x)y] = F(x)r (2.15)
Fy' + F'y = Fr y' +
F
F'
y = r
Comparing with (2.14), we have
}
= = =
' pdx
e F pdx
F
dF
p
F
F

Integrating (2.15), we get the solution:
Fy = } Frdx + C y = F
1
} Frdx + CF
1

y =
(

+
} }
}

C rdx e e
pdx pdx
or y = e
h
[} e
h
rdx + C], where h = } pdx


Ex20 y' y = e
2x

Solution: h = } dx = x
y = e
x
[} e
x
e
2x
dx + C] = e
2x
+ Ce
x




Ex21 y' + 2y = e
x
(3sin2x + 2cos2x)
Solution: h = } 2dx = 2x
y = e
2x
[} e
2x
e
x
(3sin2x + 2cos2x)dx + C] = e
x
sin2x + Ce
2x






Ex22 y' + ytanx = sin2x, y(0) = 1
Solution: h = } tanxdx = lnsecx
y = e
lnsecx
[} e
lnsecx
sin2xdx + C] = cosx}2sin2xdx + Ccosx = 2cos
2
x + Ccosx
y(0) = 1 1 = 2cos
2
(0) + Ccos(0) C = 3
y = 2cos
2
x + 3cosx


Southern Taiwan University
O. D. E. Chapter2_16

2. Reducible to linear form: Bernoulli equations

Form: y' + p(x)y = g(x)y
a
(a is any real number) (2.16)
(2.16) y
a
y' + p(x)y
1a
= g(x) (2.17)
Let u = y
1a
u' = (1 a)y
a
y', (2.17) becomes
a 1
1
u' + pu = g(x) u' + (1 a)pu = (1 a)g(x)
This is linear in u.



Ex23 y' Ay = By
2
(A, B are constants.)
Solution: y
2
y' Ay
1
= B
Let u = y
1
u' = y
2
y', there follows
Ax
Ax Ax Ax
Ce A B
y
Ce
A
B
C Bdx e e u Ax Adx h B Au u

+
=
+ = + = = = = + '
} }
/
1
) (





Ex24 (e
y
+ x)y' = 1
Solution: The equation can be written in the form
dy
dx
x = e
y
which is linear in x.
h = } dy = y, x = e
y
[} e
y
e
y
dy + C] = e
y
(y + C)



Southern Taiwan University