First Order Differential Equations BCCC Tutoring Center Seperable Equations A differential equation is called seperable if it is of the form g(y)y 0 = f (x) An equation is seperable if we can isolate all y terms on one side of the equation and all x terms on the other side. Equations of this type can be solved by integrating each side of the equation with respect to the appropriate variable. Examples 1. y 0 = yx 0 This equation is seperable, as can be seen after dividing by y. This gives yy = x. Integrating both sides gives ln y = x + C =⇒ y = ex+C = Cex . When we divided by y, we tacitly assumed that y 6= 0. We must therefore check if y = 0 solves the differential equation. The soltuions are then y = 0 and y = Cex . 2. 2xy 2 − x4 y 0 = 0 We can rearrange this equation to give by integrating. −1 x2 +C = −1 y =⇒ y = 2 x3 = y0 . y2 x2 1+Cx2 This is seperable, and the solution is revealed . First Order Linear Equations These differential equations take the general form y 0 + p(x)y = q(x) where p(x) and q(x) are functions of x only. The following are examples of linear equations. 1. y 0 + x2 y = 0 2. y 0 + cos(x) y = x2 3. y 0 + y 1−x = ex The following equations would not qualify as linear. 1. (y 0 )2 − sin(x) y = 0 2. y 0 + x2 y = 2x 3. y 0 + ex y = y 2 1 To solve these equations, we use the integrating factor µ = e R 1 factor, the solution can then be written as y = µ µ q(x) dx. R p(x) dx . With this integrating Examples 1. y 0 + y x = 2ex 2 R 1 In this case, p(x) = x1 and µ = e x dx = eln x = x. Using our above equation for y gives the R 2 2 solution y = x1 2xex dx = x1 (ex + C) 2. y 0 + y cos x = cos x R In this case, p(x) e cos x dx = esin x . Again, applying the solution equation R = cossinxx and µ = 1 − sin x sin x dx = e (e + C) = 1 + Ce− sin x gives y = esin x cos x e Exact Equations An equation of the form M dx + N dy = 0 with M and N functions of x and y, is said to be exact if ∂M ∂y = ∂N . ∂x To solve an exact equation, we follow these steps: R 1. Our solution will be F (x, y) = Ψ(y) + M dx = C, where Ψ(y) is a function entirely of y to be found later. R 2. Calculate the integral M dx. 3. Take the derivative of F (x, y) with respect to y. Set this equal to N and solve for Ψ0 (y). R ∂ M dx Ψ0 (y) = N − ∂y . R 4. Find Ψ(y) by integrating Ψ0 (y) with respect to y. Ψ(y) = Ψ0 (y) dy. 5. Plug Ψ(y) into F (x, y) to obtain the solution. Examples 1. 2xy dx + (x2 + 2y) dy = 0 Here M = 2xy and N = x2 + 2y. We see the equation is exact since ∂M = 2x = ∂N . ∂y ∂x R 2 y) ∂(x F (x, y) = 2xy dx + Ψ(y) = x2 y + Ψ(y). Now we solve for Ψ(y). Ψ0 (y) = N − ∂y = (x2 + 2y) − x2 =⇒ Ψ0 (y) = 2y. Integrating we see that Ψ(y) = y 2 . Our solution is then x2 y + y 2 = c. 2 2. (2xy − 9x2 ) dx + (2y + x2 + 1) dy = 0 = Here M = 2xy − 9x2 and N = 2y + x2 + 1. We see the equation is exact since ∂M ∂y R ∂N 2 2 3 2x = ∂x . F (x, y) = 2xy − 9x dx + Ψ(y) = x y − 3x + Ψ(y). Next, solve for Ψ(y). 2 3) Ψ0 (y) = N − ∂(x y−3x = (2y + x2 + 1) − x2 = 2y + 1. Integrate this to see that Ψ(y) = y 2 + y. ∂y The solution is then F (x, y) = x2 y − 3x3 + y 2 + y = C. Making Equations Exact Ocassionally, one will encounter an equation of the form M dx + N dy = 0 that does not meet the criterion for exactness. In certain situations, we can find an appropriate integrating factor which will transform this into an exact equation. Case 1 Integrating factors of x only: If the quantity p(x) = occurances of y, then µ = e R p(x) dx occurances of x, then µ = e p(y) dy − ∂N ∂x ∂N ∂x − ∂M ∂y is a function with no N is an integrating factor for the differential equation. is a function with no M is an integrating factor for the differential equation. Case 2 Integrating factors of y only: If the quantity p(y) = R ∂M ∂y When the integrating factor µ exists, one may multiply the differential equation by µ to created an exact equation. Examples 1. (y 2 (x2 + 1) + xy) dx + (2xy + 1) dy = 0 ∂M ∂y = 2y(x2 + 1) + x, and for an integrating factor. R x so that µ = e x dx ∂N ∂x ∂M ∂y x2 =ex = 2y. As we can see, this equation is not exact. We will search − ∂N 2 +1)+x−2y 2 +x ∂x = 2y(x 2yx+1 = 2yx = x. This a function entirely of 2yx+1 N will be an integrating factor. x2 x2 x2 x2 Multiply the initial equation by µ to give (e 2 y 2 (x2 + 1) + e 2 xy) dx + (2e 2 xy + e 2 ) dy = 0. x2 x2 x2 Now ∂M = 2x2 e 2 y + 2ye 2 + xe 2 = ∂N so that the equation is now exact and can be solved ∂y ∂x via the methods previously discussed. 2. (x2 y + 2y 2 sin x) dx + ( 23 x3 − 6y cos x) dy = 0 The equation is not exact since ∂M = x2 + 4y sin x, and ∂N = 2x3 + 6y sin x. Now attempt to ∂y ∂x ∂N − ∂M 2x2 + 6y sin x − x2 − 4y sin x x2 + 2y sin x ∂x ∂y find an integrating factor. = = = y1 . M x2 y + 2y 2 sin x x2 y + 2y 2 sin x 3 This is a function entirely of y so the equation has an integrating factor of the form e eln y = y. R 1 y dy = Multiply the initial equation by y to give (x2 y 2 + 2y 3 sin x) dx + ( 32 x3 y − 6y 2 cos x) dy = 0. Now ∂M = 2x2 y + 6y 2 sin x = ∂N . As we can see, this equation is now exact and can be solved ∂y ∂x accordingly. 4
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