First Order Linear Differential

Equation
 Overview
Calculus

Differential Integral

Slope Area under curve

 Calculus Relation
Differential

position velocity acceleration

Integral
 Diff. Eq.

Diff. Eq.

Ordinary Partial

involving only one involve more than one

independent variable independent variable
and derivatives- and partial derivatives-
Chapter 1 and 2 Chapter 5
Where do ODEs arise?
Notation and Definitions
Solution methods for 1st order ODEs
 Where do ODEs arise

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Differential Equation Application in
Engineering Analysis
Differential Equation Application in
Engineering Analysis
 Notation and Definitions

Order
Initial Value/Boundary value problems
 Order

The order of a differential equation is just

the order of highest derivative used.

2
d y dy
2
0 2nd order
dt dt
3
dx d x
x 3 3rd order
dt dt
 Order of an ordinary diff. eq.
Order 1
or
Order 2

or
Order n
or
 Order of an ordinary diff. eq.
Example
State the order of the following diff. equation
a) + + =0

b) +4 +3 =

c) 1 =
 Initial/Boundary Value Problems
Initial conditions
Condition which have the same value for the
independent variable.
0 = 0 and (0) = 2
Initial value problem
Differential equations together with its initial equation
Solve the equation
+ 6 + 8 = cosh 2
Subject to initial condition
0 = 0 and (0) = 2
 Standard form for 1st ODEs

The general form of the first degree differenti al equations

can be written as

dy
F ( x, y ) (1)
dx
Where F ( x, y ) is a function of x and y.
or
M ( x, y )dx N ( x, y )dy 0 (2)
For example;
dy
2 y 2x
dx
( 2 x y ) dx (3 xy ) dy 0
 Types of 1st ODE
ODE can be classified into four types according to the
form of F ( x, y )

Type of ODE F ( x, y )
Separable ODEs F ( x, y ) f ( x ) g ( y )
y
Homogeneous ODEs F ( x, y ) F
x
M ( x, y )
Exact ODEs F ( x, y )
N ( x, y )
Linear ODEs F ( x, y ) r ( x ) p ( x ) y
Solution Method-Separable ODEs

A separable equation is one which may be written in the form

dy
F ( x, y ) f ( x ) g ( y ) (3)
dx
Where f ( x ) and g ( y ) are functions of x and y respectively.
Rearrangin g this equation, we obtain
dy (4)
f ( x ) dx
g ( y)
Finding the solution y ( x ) that satiesfies Eqn.(1) then depends
only on the ease with whic h the integrals in the above equation
can be evaluated.
Solution Method-Separable ODEs
Separable or not?
a) =0

b) = 2
Solution Method-Separable ODEs
Example :

Solve
dy
x xy
dx
Since the RHS of this eqution can be factorized to

x (1 y )

the equation becomes separable and we obtain

dy
(1 y )
( x )dx
Solution Method-Separable ODEs

Now integrating both sides, we find

x2
ln 1 y c
2
and so
x2

1 y e
x
2
2
c e c e Ae
x2
2
2
( A e c )

where c and A is an arbitrary constant.

Finally, the solution to the given equation is,
x2

2
y Ae 1
Example 1.1

Solve the differenti al equation

dy 2 xy dy
1) 2 2) xe y
dx x 4 dx

dy ex
3)
dx 1 e x
Solution 1.1-(1)
f (x) g ( y)

dy 2 xy dy 2 xy 2x
2 2 2 ( y )
dx x 4 dx x 4 x 4

Since the RHS of this eqution can be factorized to

2x
2 ( y )
x 4
the equation becomes separable and we obtain

dy dy 2x
g ( y)
f ( x ) dx y 2 dx
x 4
Solution 1.1-(1)
Integrating LHS sides, we find
1
y dy ln y c1
For RHS sides,

take u x 2 4 and du 2 xdx

so
2x 1 2

2 dx u du ln u c 2 ln x 4 c2
x 4
Then combine both LHS and RHS, we find

ln y c1 ln x 2 4 c2 ln y ln x 2 4 c2 c1
Solution 1.1-(1)

y
ln 2
c 2 c1 C
x 4

y
e C A
x2 4

finally, the general solution for given differenti al equation is

y A( x 2 4)
Solution 1.1-(2)
dy
xe y Take, f ( x) x and g ( y) e y
dx
dy dy y
f ( x ) dx xdx dy xdx
e
g ( y) ey

Then,
x2
e y c1 c2
2
x2 x2
e y c 2 c1 C (C c 2 c1 )
2 2

Finally,
x2 x2
y ln C or y ln C
2 2
Solution 1.1-(3)
dy ex ex
3) Take, f ( x) and g ( y) 1
dx 1 e x 1 e x

dy ex
f ( x ) dx (1)dy dx
g ( y)
1 ex



For RHS sides,
take u 1 e x and du e x dx
ex
dx 1 du ln u c ln 1 e x c
1 ex
u
Then combine both LHS and RHS, we find
y ln 1 e x c
Solution Method- Homogeneous
ODEs
Homogeneou s equations are ODEs that may be written in
the form
dy A( x, y ) y
F (5)
dx B ( x, y ) x
Where A( x, y ) and B ( x, y ) are homogeneou s function of
the same degree. A function f ( x, y ) is homogeneou s of degree
n if, for any , it obeys
f ( x , y ) n f ( x, y )
Solution Method- Homogeneous
ODEs
For example
dy A( x, y ) x 2 y xy 2
3
dx B ( x, y ) x y3

A(x, y ) (x ) 2 (y ) (x )(y ) 2 3 x 2 y 3 xy 2 3 A( x, y )

B (x, y ) (x ) 3 (y ) 3 3 ( x 3 y 3 ) 3 B ( x, y )

We can see that A and B are both homogeneou s function of

degree 3.
 Solution Method- Homogeneous
ODEs
Homogeneous or not?
a) =

b) =
Solution Method- Homogeneous
ODEs
If Eqn. (5) is " homogeneou s" the equation can be reduced to
separable equation by making the subtitutio n y ux and by
product differenti ation
dy du
ux dy A( x, y ) y
dx dx F
dx B ( x, y ) x
Subtitute into Eqn. (5),
du du
ux F (u ) x F (u ) u
dx dx
This is now is separable equation and can be integrated
to give
du 1
F (u ) u
x
dx (6)
Example 1.2

1) Find the particular solution of the following differenti al

equation that satisfy the initial condition y (1) = 2.

dy y 2 x 2

dx 2 xy
2) Find the general solution of the following differenti al
equation.

dy y y
tan
dx x x
Solution 1.2-(1)

dy y 2 x 2

dx 2 xy
(y ) 2 ( x ) 2 2 y 2 2 x 2 2 ( y 2 x 2 )
f (x , y ) 2
2
f ( x, y )
2(x )(y ) 2 xy (2 xy )
As seen, this equation is homogeneou s.
Make the substituti on y ux. Hence,
dy du
ux
dx dx
Substituti ng this expression into the equation gives :
Solution 1.2-(1)

du (ux ) 2 x 2 x 2 (u 2 1) u 2 1
ux 2

dx 2 x (ux ) 2x u 2u
du u 2 1 1 u2
x u
dx 2u 2u
We obtain the separable equation,
2u 1
2
du dx
u 1 x
The next step is to integrate the left and the right side
of the equation
2u 1
2
u 1
du dx
x
Solution 1.2-(1)
The left side of this equation can be solved as follows. Take

h u 2 1 and dh 2udu
2u 1
u 2
du dh ln h c1 ln u 2 1 c1
1 h
hence,
ln u 2 1 c1 ln x c 2

ln u 2 1 ln x c 2 c1 C (C c 2 c1 )

ln x (u 2 1) C
x (u 2 1) e C A ( A e C )
Solution 1.2-(1)
2
y
x 1 A
x

y 2 x 2 Ax
Find the values of A to satisfy the initial condition y (1)= 2

(2) 2 (1) 2 A(1) A3

Thus, the particular solution of the given equation is

y 2 3x x 2
Solution 1.2-(2)

dy y y
tan
dx x x
Subtitutin g y ux , we obtain
du
ux u tan u
dx
Cancelling u on both sides, rearranging and integrating gives
du 1 1
x
dx
tan u
tan u
du
x
dx ln x c1

But
1 cos u
tan u
du cot udu sin u
du ln sin u c 2
Solution 1.2-(2)

Then
ln sin u c 2 ln x c2
ln sin u ln x c1 c2 C (C c1 c 2 )
sin u sin u
ln C e C A ( A e C )
x x
y y
sin Ax sin 1 Ax
x x
Finally the solution to the ODE is
y x sin 1 Ax
Exercise

2 dy
1) ( xy y ) y2 x y ln y Cy
dx
dy y x
2) y x C 2 ln x
dx x y

dy y2
3 2 2
3) ( x xy ) y3 y Ce 2 x
dx