Chapter 1

First-order Differential Equations

 Overview

1.1. Separable Variable

1.2. Homogeneous Equation

1.3. Exact / Non-Exact Equation

1.4. Linear Equation

1.5. Bernoulli Equation

 1.1. Separable Variables

Learning Outcome

At the end of this section you should be able to:

Identify and solve a separable DE.

 1.1. Separable Variables

Definition

General form of the first-order DE

𝑓 𝑥, 𝑦, 𝑦 ′ = 0
 1.1. Separable Variables

Definition

dy
A first-order DE of the form  g ( x)h( y ) is said to
dx
be separable or to have separable variables.
 1.1. Separable Variables

Examples
dy
1)  y 2 xe3 x  4 y is separable
dx
dy
 y 2 xe3 x  4 y
dx
 y 2 xe3 x e 4 y

 
 xe3 x y 2 e 4 y 
 g ( x ) h( y )
dy
2)  y  sin x is not separable
dx
It cannot be put on the product form
 Example 1
𝑑𝑦
Solve the given DE = 𝑦 2 𝑒 3𝑥
𝑑𝑥
Solution:
Step 1: Separate the variables
𝑑𝑦
= 𝑦 2 𝑒 3𝑥
𝑑𝑥
𝑦 −2 𝑑𝑦 = 𝑒 3𝑥 𝑑𝑥
Step 2: Integrate the both sides
𝑦 −2 𝑑𝑦 = 𝑒 3𝑥 𝑑𝑥

න 𝑦 −2 𝑑𝑦 = න 𝑒 3𝑥 𝑑𝑥
−1
1 1 3𝑥 𝑦=
− = 𝑒 + 𝑐. 1 3𝑥
𝑦 3 𝑒 +𝑐
3
 Example 2
Solve the DE, 1  x   y
dy
Step 2: Integrate the both sides
dx
Solution: dy dx

y 1 x
Step 1: dy dx
Separate the variables  y   1 x
ln y  ln x  1  c
1  x   y
dy
dx
ln x 1  c
y e
dy dx
 ln x 1 c
y 1 x y e e

ec  d y  d x 1

y  d x  1
 Example 3
Solution:
dy x y2  x2  C
 y4  3
dx y
y ( 4)  3 32  4 2  C
ydy   xdx
C  25

 ydy   xdx
.

So, the solution of the IVP:

1 2 1 2
y   x c
2 2 y 2  x 2  25
y 2   x 2  2c
 Example 4
Solution:

 e y sin 2 x y0  0
dy LHS: By Part
y cos x
dx
u  y, du  dy,
y sin 2 x
ye dy  dx dv  e  y dy, v  e  y .
cos x
.
sin 2 x
 ye dy   cos x dx
y
  dy
y y y
ye dy   ye  e


y y y
   c
 ye dy   2 sin xdx
y
ye dy ye e

 yey
dy   y  1e y
c
RHS:
 2 sin xdx  2 cos x
Thus,
 dy   2 sin xdx
y
ye

 y  1e  y  c  2 cos x
By using the initial condition, y0  0
.

0  1e 0  c  2 cos 0
c 1
Solution of IVP:

1   y  1e  y  2 cos x
 Homogeneous Equation

Learning Outcomes

At the end of this section you should be able to:

1) Test homogeneity of the equation

2) Solve Homogeneous DE
 Definition

Homogeneous Function

If a function 𝑓 𝑥, 𝑦 has the property that

𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 𝑛 𝑓(𝑥, 𝑦)

for some real numbers, n, then 𝑓 𝑥, 𝑦 is said to be

a HOMOGENEOUS function of degree n.

 Example 1
Determine whether the given function is homogeneous
and what is its degree of homogeneity.

𝑓 𝑥, 𝑦 = 𝑥 2 − 3𝑥𝑦 + 5𝑦 2
Solution:
2 2
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡𝑥 − 3 𝑡𝑥𝑡𝑦 + 5 𝑡𝑦
= 𝑡 2 𝑥 2 − 3𝑡 2 𝑥𝑦 + 5𝑡 2 𝑦 2
= 𝑡 2 𝑥 2 − 3𝑥𝑦 + 5𝑦 2
= 𝑡 2 𝑓(𝑥, 𝑦) = 𝑡 𝑛 𝑓(𝑥, 𝑦)
𝑓 is a homogeneous function of degree 2
 Example 2
Determine whether the given function is homogeneous
and what is its degree of homogeneity.
3
𝑓 𝑥, 𝑦 = 𝑥2 + 𝑦2
Solution:
3 2 2
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡𝑥 + 𝑡𝑦
3
= 𝑡2 𝑥2 + 𝑦2
3 3
= 𝑡 2 𝑥2 + 𝑦2
Τ3 3
= 𝑡 2 𝑥 2 + 𝑦 2 = 𝑡 𝑛 𝑓(𝑥, 𝑦)
𝑓 is a homogeneous function of degree 2/3
 Example 3
Determine whether the given function is homogeneous
and what is its degree of homogeneity.

𝑓 𝑥, 𝑦 = 𝑥 4 + 𝑦 4 + 1
Solution:
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡𝑥 4 + 𝑡𝑦 4 +1

= 𝑡 4 𝑥 4 + 𝑡 4 𝑦 4 + 1 ≠ 𝑡 𝑛 𝑓(𝑥, 𝑦)
We cannot factorize by a power of t. Thus, f is NOT a
homogeneous function.
 Example 4
Determine whether the given function is homogeneous
and what is its degree of homogeneity.
𝑥
𝑓 𝑥, 𝑦 = +4
2𝑦
Solution:
𝑡𝑥
𝑓 𝑡𝑥, 𝑡𝑦 = +4
2𝑡𝑦
𝑥
= +4
2𝑦
= 𝑡 0 𝑓(𝑥, 𝑦) = 𝑡 𝑛 𝑓(𝑥, 𝑦)

𝑓 is a homogeneous function of degree 0

 Definition
Homogeneous DE

A differential equation of the form

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

is said to be HOMOGENEOUS if both M and N are

homogeneous functions of the same degree.
 Example

2𝑥𝑦𝑑𝑥 + 𝑦 2 𝑑𝑦 = 0 is a homogeneous DE. Why?

Solution:

𝑀 𝑥, 𝑦 = 2𝑥𝑦 𝑁 𝑥, 𝑦 = 𝑦 2
𝑀 𝑡𝑥, 𝑡𝑦 = 2 𝑡𝑥 𝑡𝑦 𝑁 𝑡𝑥, 𝑡𝑦 = 𝑡𝑦 2

= 2𝑡 2 𝑥𝑦 = 𝑡 2𝑦2

= 𝑡 2 𝑀(𝑥, 𝑦) = 𝑡 2 𝑁(𝑥, 𝑦)

M and N are both homogeneous functions of degree 2

 Method of Solution

Step 1: Identify the DE. It should be in the form of

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0.

Step 2: Test for homogeneity.

𝑀 𝑡𝑥, 𝑡𝑦 = 𝑡 𝑛 𝑀 𝑥, 𝑦 AND 𝑁 𝑡𝑥, 𝑡𝑦 = 𝑡 𝑛 𝑁 𝑥, 𝑦

Same degree
Step 3: Use substitution
The substitution is either

𝑦 = 𝑢𝑥 𝑑𝑦 = 𝑢𝑑𝑥 + 𝑥𝑑𝑢
OR

𝑥 = 𝑣𝑦 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣

Tips: If 𝑀 𝑥, 𝑦 is simpler use 𝑥 = 𝑣𝑦

If 𝑁 𝑥, 𝑦 is simpler use 𝑦 = 𝑢𝑥

Step 4: Solve by using separable variable technique

 Example 1
Solve the given equation by using an appropriate
substitution.
𝑥 − 𝑦 𝑑𝑥 + 𝑥𝑑𝑦 = 0
Solution:
Step 1: Identify the DE

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝑀 𝑥, 𝑦 = 𝑥 − 𝑦 𝑁 𝑥, 𝑦 = 𝑥
Step 2: Test for homogeneity

𝑀 𝑥, 𝑦 = 𝑥 − 𝑦 𝑁 𝑥, 𝑦 = 𝑥

𝑀 𝑡𝑥, 𝑡𝑦 = 𝑡𝑥 − 𝑡𝑦 𝑁 𝑡𝑥, 𝑡𝑦 = 𝑡𝑥

= 𝑡(𝑥 − 𝑦) = 𝑡 1 𝑁 𝑥, 𝑦
= 𝑡 1 𝑀 𝑥, 𝑦

Homogeneous DE of degree 1
Step 3: Use substitution

𝑁 𝑥, 𝑦 is simpler 𝑦 = 𝑢𝑥
𝑑𝑦 = 𝑢𝑑𝑥 + 𝑥𝑑𝑢
The DE now becomes
𝑥 − 𝑦 𝑑𝑥 + 𝑥𝑑𝑦 = 0
𝑥 − 𝑢𝑥 𝑑𝑥 + 𝑥 𝑢𝑑𝑥 + 𝑥𝑑𝑢 = 0
𝑥𝑑𝑥 − 𝑢𝑥𝑑𝑥 + 𝑢𝑥𝑑𝑥 + 𝑥 2 𝑑𝑢 = 0

𝑥𝑑𝑥 + 𝑥 2 𝑑𝑢 = 0
𝑥𝑑𝑥 = −𝑥 2 𝑑𝑢
1
𝑑𝑥 = −𝑑𝑢
𝑥
Step 4: Solve by using separable variable technique
1
𝑑𝑥 = −𝑑𝑢
𝑥
1
න 𝑑𝑥 = − න 𝑑𝑢
𝑥
ln 𝑥 = −𝑢 + 𝑐
𝑦 𝑦
ln 𝑥 = − + 𝑐 𝑢=
𝑥 𝑥
𝑦
ln 𝑥 + = 𝑐
𝑥
𝑥 ln 𝑥 + 𝑦 = 𝑐𝑥
𝑦 = 𝑐𝑥 − 𝑥 ln 𝑥
 Example 2

Solve the given equation by using an appropriate

substitution.
𝑥𝑑𝑥 + 𝑦 − 2𝑥 𝑑𝑦 = 0
Solution:
Step 1: Identify the DE
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝑀 𝑥, 𝑦 = 𝑥 𝑁 𝑥, 𝑦 = 𝑦 − 2𝑥
Step 2: Test for homogeneity

𝑀 𝑥, 𝑦 = 𝑥 𝑁 𝑥, 𝑦 = 𝑦 − 2𝑥

𝑀 𝑡𝑥, 𝑡𝑦 = 𝑡𝑥 𝑁 𝑡𝑥, 𝑡𝑦 = 𝑡𝑦 − 2𝑡𝑥

= 𝑡 1 𝑀(𝑥, 𝑦) = 𝑡(𝑦 − 2𝑥)

= 𝑡 1 𝑁(𝑥, 𝑦)
Homogeneous DE of degree 1
Step 3: Use substitution

𝑀 𝑥, 𝑦 is simpler 𝑥 = 𝑣𝑦
𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣
The DE now becomes
𝑥𝑑𝑥 + 𝑦 − 2𝑥 𝑑𝑦 = 0
𝑣𝑦 𝑣𝑑𝑦 + 𝑦𝑑𝑣 + 𝑦 − 2𝑣𝑦 𝑑𝑦 = 0
𝑣 2 𝑦𝑑𝑦 + 𝑣𝑦 2 𝑑𝑣 + 𝑦 − 2𝑣𝑦 𝑑𝑦 = 0
𝑣 2 𝑦 − 2𝑣𝑦 + 𝑦 𝑑𝑦 + 𝑣𝑦 2 𝑑𝑣 = 0
𝑦 𝑣 2 − 2𝑣 + 1 𝑑𝑦 = −𝑣𝑦 2 𝑑𝑣
1 −𝑣
𝑑𝑦 = 2 𝑑𝑣
𝑦 𝑣 − 2𝑣 + 1
Step 4: Solve by using separable variable technique
1 −𝑣
𝑑𝑦 = 2 𝑑𝑣
𝑦 𝑣 − 2𝑣 + 1
−𝑣
= 2
𝑑𝑣
𝑣−1
𝑣
= −න 2
𝑑𝑣 Let 𝑢 = 𝑣 − 1
𝑣−1 𝑑𝑢 = 𝑑𝑣
𝑢+1 𝑣 =𝑢+1
= −න 2
𝑑𝑢
𝑢

1 1
= − න + 2 𝑑𝑢
𝑢 𝑢
 1 1 1
𝑑𝑦 = − න + 2 𝑑𝑢
𝑦 𝑢 𝑢
1
ln 𝑦 = − ln 𝑢 − +𝑐
𝑢

1
= − ln 𝑣 − 1 + +𝑐 𝑢 =𝑣−1
𝑣−1

𝑥 1 𝑥
ln 𝑦 = −ln − 1 + 𝑥 +𝑐 𝑣=
𝑦 −1 𝑦
𝑦
𝑦
ln 𝑦 + ln 𝑥 − 𝑦 − ln 𝑦 − =𝑐
𝑥−𝑦
 Exercise 1.2

Solve the given equations by using an appropriate

substitution.

𝑑𝑦 𝑦 2 + 2𝑥𝑦 −𝑥 2
1. = [𝐴𝑛𝑠 ∶ 𝑦 = ]
𝑑𝑥 𝑥2 𝑥−𝑐

2. 2𝑥𝑦𝑑𝑥 − 𝑥 2 − 3𝑦 2 𝑑𝑦 = 0
[𝐴𝑛𝑠 ∶ 𝑥 2 + 3𝑦 2 = 𝑐𝑦 ]