Chapter 2
First-order differential equations
Directions fields
A first-order differential equation has a general form
(2.1)
Obtaining a solution y(x) from equation (2.1) would involve
integration. Unfortunately because of our limitation to perform
integration, for an arbitrary function f(x, y), there is no general
method for solving this equation in terms of elementary functions.
However, notwithstanding our ability to perform integration on
equation (2.1), we recognize that the first derivative gives us the
slope of the function at any point (x, y). Therefore, we can compute
the slope at selected points within the domain and draw small lines
at those points to give a representation of the solution space. These
representations are called Direction fields. Some examples are
shown in Figure 2.1.
Despite our lack of ability to formalize a general procedure to
obtain solution of equation (2.1), there are certain forms for which
solutions can be obtained. We discuss some of those forms.
Linear equations
A general solution procedure can be formulated for a first-order
differential equation that can be rewritten in the form
y′ + p(x) y = q(x) (2.2)
/
Figure 2.1 Some examples of Direction fields
We see the solution procedure through an example.
Example 2.1
Find the general solution of
(2.3)
We show the solution process in two stages. First, we will show
what will be done; then we will show how it is done. In the first
step, we multiply equation (2.3) with ex/2. (In the second stage we
will see where this comes from. For the time being, let us observe
what happens when we multiply with this function).
/ / (2.4)
A careful observation will reveal that the left hand of
equation (2.4) is a total differential. In other words,
/ / / /
Equation (2.4) can now be written as
/ (2.5)
This can easily be integrated
/ / /
Dividing both sides by ex/2, we obtain the solution.
y = 3 + ce–x/2
Therefore, the solution procedure of a first-order linear
equation (2.2) involves multiplying both sides of the equation with
a factor that turns the left-hand side of (2.2) that hopefully can be
integrated. How do we get this multiplication factor?
Let us consider the multiplication factor to be (x). Multiplying
both sides of equation (2.2), we obtain
(2.6)
Multiplying through the left-hand side of (2.6) gives us
(2.7)
We are suggesting that this will be a total differential in the form
[(x)y]′. Expanding this differential, and equating with (2.7), we
obtain
Cancelling (x)y′ from both sides, we obtain
′(x)y = (x)p(x)y
Further cancelling y from both sides
This can be readily integrated to obtain
This gives us the expression for (x).
∫ ( ) (2.8)
The term (x) is referred to as the integrating factor. Having
computed (x), we write the left-hand side of (2.6) as a total
differential.
This can be integrated to obtain
The final solution can be written in the form
(2.9)
Finally, the solution procedure for a linear first-order differential
equation can be listed as follows.
(i) write the differential equation in the form (2.2)
(ii) identify p(x) and q(x)
(iii) compute the integrating factor (x) using (2.8)
(iv) write the general solution (2.9)
We must recognize that our solution (2.9) still depends upon our
ability to perform the integrations (2.8) and (2.9)
Example 2.2
In this problem, we identify p(x) =2 and q(x) = e–x. Therefore, the
integrating factor
∫
The general solution can be written from (2.9)
Dividing both sides by e2x we obtain the general solution.
y = e–x + ce–2x
Substituting the initial condition, we obtain the specific solution.
y = e–x – 0.25e–2x
Example 2.3
Solve
ty′ + (t + 1)y = t y(1) = 1
First let us write the differential equation in the form (2.2).
Dividing both sides by t we obtain
Therefore p(t) = (t + 1)/t and q(t) = 1. Therefore, the integrating
factor
∫ ∫ ( )
Therefore, the solution would be
Dividing both sides by tet, we obtain the general solution
Substituting the boundary condition, we obtain c = e. Therefore,
the final solution
( )
Separable equations
In the case of a separable equation, the differential equation can be
written in the form
N(y) dy = M(x) dx
Both sides can be integrated to find a solution
Example 2.4
Find solution to the initial-value problem
From the problem, we can write the integrals
or
Substituting the initial condition, we obtain c = 3.
Exact equations
To explain the solution procedure for exact equations will require
some theoretical deliberation.
All first order differential equations can be written in the form
M(x, y) dx + N(x, y) dy = 0 (2.10)
If there exists a function F(x, y), such that
and (2.11)
Then (2.10) will be written as
This is a total differential and can be written as dF = 0. This can be
integrated to find the solution F(x, y) = 0.
If the function F(x, y) exists, finding this function is a little
cumbersome process. So, before attempting to find the function,
we would like to ensure that the function actually exists. To that
end, in the relationship (2.11) we differentiate M(x, y) with respect
to y and N(x, y) with respect to x. This will give us
and (2.12)
Since the right-hand sides of the derivatives are same, the left-hand
sides should also be same. Therefore, for a differential equation
given in the form (2.10), we will first differentiate M(x, y) with
respect to y, and N(x, y) with respect to x. If these derivatives are
the equal, then we are certain that the function F(x, y) exists. If
F(x, y) exists, the differential equation (2.10) is called an Exact
equation. In this case we will move ahead to find the function F(x,
y). We will see the procedure of finding F(x, y) through an
example.
Example 2.5
Find solution of the initial-value problem
y(0) = 0
We write the differential equation in the form (2.10).
(2xy + y2) dx + (2xy + x2) dy = 0 (2.13)
First we will ascertain that the function F(x, y) exists. To that end,
by comparing equations (2.10) and (2.13), we obtain
M(x, y) = (2xy + y2), and N(x, y) = (2xy + x2) (2.14)
Next we will ensure that F(x, y) exists. To that end, we ascertain
(2.12). Therefore,
(2.15)
Since the right-hand sides of the two derivatives are equal, this
ensures that the function F(x, y) exists.
To find the function F(x, y), we consider the functions M(x, y) or
N(x, y) from (2.14) and (2.11). Let us consider M(x, y).
From (2.11)
From (2.14)
M(x, y) = (2xy + y2)
Equating the right-hand sides
or
A word of caution: this integration is partial. Therefore,
performing the integration, we obtain
F(x, y) = x2y + y2x + g(y) (2.16)
The quantity g(y) is being used here as constant of integration.
During regular integration we add a constant of integration with
the argument that during differentiation, the constant would
become zero. In (2.16) the integration was partial with respect to
x; therefore the differentiation would also be partial with respect to
x. Therefore, we add a function g(y) with the argument that during
partial differentiation with respect the x, this would become zero.
To find the function g(c), we differentiate (2.16) with respect to y.
This will give us
(2.17)
But ∂F/∂y is also N(x, y) from (2.11); and we have an expression
for N(x, y) from (2.14). Therefore equating (2.17) and (2.14) we
get
(2.18)
From here we obtain dg/dy = 0; that can be readily integrated to
obtain g(y) = constant – let us assume c. Substituting this is in
(2.16) we obtain the final general solution.
F(x, y) = x2y + y2x + c
Substituting the initial condition, we obtain c = 0. Therefore, the
final solution
x2y + y2x = 0
Example 2.6
Obtain solution of
(e2y – y cos xy) dx + (2xe2y – x cos xy + 2y) dy = 0 y(0) = 2
In this problem
M(x, y) = e2y – y cos xy and
N(x, y) = 2xe2y – x cos xy + 2y
To ascertain if F(x, y) exists
Since the two derivatives are the same, we know that F(x, y) exists.
For a change, in this problem we initiate the solution from N(x, y)
instead of M(x, y).
Integrating, we obtain
The function h(x) is acting as the constant of integration. To
evaluate h(x), we differentiate F(x, y) with respect to x.
This must also be equal to M(x, y). Therefore
Therefore dh/dx = 0; h(x) = c. Therefore, our general solution
F(x, y) = x e2y – sin xy + y2 + c = 0
Substituting the initial condition y(0) = 2 gives us c = – 4.
Therefore, the specific solution is
x e2y – sin xy + y2 – 4 = 0
Exercise
Boyce, DiPrima, Meade, p 40, problems 1-16, p 77, problems 1-8,
18-22, p 104, problems 1-24.
Dennis Zill, p 53, problems 1-30, p 63, problems 1-36, p 71,
problems 1-26.
