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Chapter 2
Note: This module is prepared from Chapter 2 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.
2
First Order Differential Equations
g(x, y, y 0 ) = 0. (1)
Sometimes, it is possible to write the first order DE (1) in the canonical form
y 0 = f (x, y) (2)
y 0 = F (x)G(y), (3)
where F (x) is function of x, and G(y) is function of y. Equation (3) can be rewritten as
dy
= F (x)dx,
G(y)
which on integration, yields the solution
Z Z
dy
= F (x)dx + C,
G(y)
where C is a constant of integration.
Ex. 0.1.1. Solve y 0 = y cos x.
Sol. 0.1.1. y = cesin x .
3
First Order DE Dr. Suresh Kumar, BITS Pilani 4
ax + by + c = t.
For, we have a + by 0 = t0 , which transforms the DE y 0 = f (ax + by + c) into the variable separable
DE
t0 = bf (t) + a
Homogeneous DE
A function h(x, y) is said to be homogeneous function of degree n if h(tx, ty) = tn h(x, y). A DE
of the form M (x, y)dx + N (x, y)dy = 0 is said to be homogeneous if M (x, y) and N (x, y) are
homogeneous functions of same degree. The DE M (x, y)dx + N (x, y)dy = 0 can be rewritten
as y 0 = M (x, y)/N (x, y) = f (x, y) (say). Therefore, a DE expressed in the form y 0 = f (x, y)
is homogeneous if f (tx, ty) = f (x, y) = f (1, y/x). To solve the homogeneous DE, we use the
transformation y = vx, where v is a function of x. This gives y 0 = v + xv 0 . So the DE y 0 = f (x, y)
transforms to
v + xv 0 = f (1, v),
dY aX + bY
= ,
dX pX + qY
which is a homogeneous DE in X and Y .
x+y+4
Ex. 0.1.4. Solve y 0 = xy6
.
y+5
p
Sol. 0.1.4. tan1
x1
= log (x 1)2 + (y + 5)2 + c.
0.2 Exact DE
dy
The first order DE dx = f (x, y) can be written in the canonical form M (x, y)dx + N (x, y)dy = 0
where f (x, y) = M (x, y)/N (x, y). It is said to be an exact DE if M dx + N dy is an exact differ-
ential of some function say F (x, y), that is, M dx + N dy = dF .
The following theorem provides the necessary and sufficient condition for a DE to be exact.
Necessary and sufficient condition for exact DE: If M (x, y) and N (x, y) possess continuous
first order partial derivatives, then the DE M (x, y)dx + N (x, y)dy = 0 is exact if and only if
M
y
= N
x
.
Proof. First assume that the DE M (x, y)dx + N (x, y)dy = 0 is exact. Then by definition, there
exists some function F (x, y) such that
M dx + N dy = dF. (4)
Also F (x, y) is a function of x and y. So from the theory of partial differentiation, we have
F F
dx + dy = dF. (5)
x y
F F
M= , N= . (6)
x y
M 2F N 2F
= = , = . (7)
y yx x xy
First Order DE Dr. Suresh Kumar, BITS Pilani 6
Given that M (x, y) and N (x, y) possess continuous first order partial derivatives. Therefore,
2F 2F 2F 2F
yx
and xy are continuous functions, which in turn implies that yx = xy . Hence, (7) gives
M N
= . (8)
y x
Conversely assume that the condition (8) is satisfied. We shall prove that there exists a function
F (x, y) such that equation (4) and hence (6) are satisfied. Integrating first of the equations in (6)
w.r.t. x, we get
Z
F = M dx + g(y). (9)
Z
F
= = M dx + g 0 (y).
y y
Z
= N= M dx + g 0 (y).
y
Z Z
= g(y) = N M dx dy. (10)
y
Z
= The integrand N M dx is a function of y only.
y
Z
= N M dx = 0.
x y
2
Z
N
= M dx = 0.
x xy
Z
N
= M dx = 0.
x y x
N M
= = 0,
x y
which is true in view of (8). This completes the proof.
Note. If the DE M dx + N dy = 0 is exact, then in view of (9) and (10) the solution F (x, y) = c
reads as
Z Z Z
M dx + N M dx dy = c.
y
First Order DE Dr. Suresh Kumar, BITS Pilani 7
Ex. Test the equation ey dx + (xey + 2y)dy = 0 for exactness and solve it if it is exact.
Sol. Comparing the given equation with M dx + N dy = 0, we get
M = ey , N = xey + 2y.
M N
= = ey = .
y x
This shows that the given DE is exact, and therefore its solution is given by
Z Z Z
M dx + N M dx dy = c.
y
Z Z Z
y y y
= e dx + xe + 2y e dx dy = c.
y
Z
y y y
= xe + xe + 2y (xe ) dy = c.
y
Z
y
= xe + (xey + 2y xey ) dy = c.
= xey + y 2 = c.
M N
= +M = +N .
y y x x
1 M N
= N M = . (11)
x y y x
We can not determine in general from (11). If happens to be a function of x only, then
(11) reduces to
1 d 1 M N
= = h(x) (say).
dx N y x
d
= = h(x)dx.
R
h(x)dx
= =e .
R
1 M N
Thus, if N y
x
= h(x) is a function of x only, then the IF = e h(x)dx .
R
1 N
Similarly, if M x
M
y
= h(y) is a function of y only, then the IF = e h(y)dy .
(p(x)y q(x))dx + dy = 0.
First Order DE Dr. Suresh Kumar, BITS Pilani 9
d R p(x)dx R
= ye = q(x)e p(x)dx .
dx
R
Z R
p(x)dx p(x)dx
= ye = q(x)e dx + c
0.3.3 Bernoullis DE
A non-linear DE of the form y 0 + p(x)y = q(x)y n (n 6= 1) is called Bernoullis DE, which can be
reduced to LDE by dividing it by y n and then substituting y 1n = z.
Ex. Solve y 0 + xy = x3 y 3 .
2
Sol. y 2 = 1 + x2 + cex .
0.3.4 IF of homogeneous DE
If M (x, y)dx+N (x, y)dy = 0 is a homogeneous DE, then its IF is 1/(M x+N y) provided M x+N y 6=
0. In case, M x + N y = 0, the IF is 1/x2 or 1/y 2 or 1/(xy).
0.4 Clairauts DE
A Clairauts DE is of the form
y = xy 0 + f (y 0 ), (13)
y f (p)
x= , (p = y 0 ). (14)
p p
Differentiating with respect to y, we get
1 1 y dp f (p) dp f 0 (p) dp
= 2 + 2 . (15)
p p p dy p dy p dy
First Order DE Dr. Suresh Kumar, BITS Pilani 10
or
dp
[y f (p) + pf 0 (p)] = 0. (16)
dy
dp
It suggests that either dy = 0 or y = f (p) pf 0 (p).
dp
If = 0, then p = c (a constant) and we get the general solution of (13) given by
dy
y = cx + f (c).
So the parametric equations x = f 0 (t) and y = f (t) tf 0 (t) define another solution of (13).
It is called singular solution of (13).
It should be noted that the straight lines given by the general solution y = cx + f (c) are
tangential to the curve given by the singular solution x = f 0 (t) and y = f (t) tf 0 (t). Hence, the
singular solution is an envelope of the family of straight lines of general solution as illustrated in
the following example.
Note: In general, a given DE need not to possess a solution. For example, |y0 | + |y| + 1 = 0 has
no solution. The DE |y 0 | + |y| = 0 has only one solution y = 0.
f
Picards Theorem: Let f (x, y) and y
be continuous in a closed rectangular region R. If
(x0 , y0 ) is any point in R, then there exists some constant h > 0 such that the IVP y 0 = f (x, y),
y(x0 ) = y0 has a unique solution in the interval [x0 h, x0 + h].