LECTURE1
FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS (ODE)
General form of first order (ODE) is
f (x, y) (1.1)
where f is a function of x and y.
Equation (1.1) can be rearranged to give an equivalent equation
M(x, y)dx +N(x, y)dy =0 (1.2)
Where M and N are functions of x and y
Example:
is equivalent to 4xydx-(2x+ 3y)dy
TYPES OF FIRST ORDER (ODE)
1 Homogeneous Equation
DEFINITION.
A function f(x, y) is called a homogeneous function of degree n if for all
positive λ and all (x, y) where the function f is defined f(λx , λy) = λnf(x, y)
Example:
Show that f(x, y) = x3 +2x2y +3xy2+ 4y3 is a homogeneous function and state
the degree.
Solution:
f(λx, λy) = (λx)3+ 2(λx)2(λy) +3(λx)(λy)2 +4(λy)3
=λ3(x3 +2x2y +3xy2 + 4y3) = λ3 f(x, y).
The function is homogeneous of degree 3.
A differential equation (1.1) is homogeneous if f(x, y) is a homogeneous
function. A differential equation in the form (1.2) is homogeneous if both
functions N and M are homogeneous functions of the same degree.
A homogeneous differential equation can be transformed into an equation
with variables separated.
If we let λ = and f(λx, λy) =f( 1, ).
Equation (1.1) can now be written as
=g( )
where the function g( ) is a function of .
Using the substitution z = or y= zx
We find
=x +z (1.3)
But =g(z)
F (1.3) we have x = g(z) -z
On separating the variables we have
( )
which can be integrated to give the solution.
Example:
Solve the equation
=
Solution:
The function is homogeneous.
Let y= xz
+z
Substituting into the (DE) we have
x +z=
Rearranging gives
( )
Integrating each side w.r.t its variable leads to
( )z-2-ln l z l = ln l x l + C
Or
2ln lxzl +z-2 = C.
Substituting for z the solution is
ln(y2) +x2/y2= C.
Exercise.
1. Determine which of the following functions are homogeneous. For the
functions that are homogeneous state the degree.
a) f(x, y) = x2- 2xy + y2
b) f(x ,y) =x -7y +6
c) g(x, y) = ylnx
d) h(x, y) =y(ln x-lny)
e) f(x ,y)=
2. Determine which of the following (DE) is homogeneous. Solve the ones
that are homogeneous.
a) (x-y)dx +xdy = 0
b) (x-2y+1)dx +(x-y)dy
c) xy +4x2+y2= 0.
2. Exact differential equations
Definition
Let F(x, y) be a function of two real variables x and y such that F(x, y) has
continuous partial derivatives in a rectangular region R. The total differential
dF(x, y) of F(x, y) is defined by
dF(x, y) = dx + dy
for all (x, y) in R where dx and dy are arbitrary increments.
Example:
If F(x, y) =Sin(xy) find dF(x, y).
Solution.
dF(x, y) =ycos(xy)dx+xccos(xy)dy.
Exercise.
Find the total differential of F(x, y) = x2y +2x3lny
Definition.
The expression M(x, y) dx + N(x, y) dy is called an exact differential in a
rectangular region R if there is a function F(x, y) such that
=M(x, y) and = N(x, y)
( ) .
Thus the total differential of F(x, y) satisfies
dF(x, y) = M(x, y)dx + N(x, y) dy.
If M(x, y)dx +N(x, y)dy is an exact differential then the DE
M(x, y)dx + N(x, y)dy =0
is an exact DE.
Example:
Show that the DE ydx +xdy =0 is exact.
Solution.
Since d(xy) = ydx +xdy the DE is exact.
To solve an exact DE we need to note that
M(x, y)dx +N(x, y)dy =0 is equivalent to
dx+ dy =0
or Fx + Fy =0 (1.4)
Equation (1.4) is equivalent to ( ( ( )) which upon integration gives
the implicit solution F(x, y) =C.
Theorem
Let M(x, y) , N(x, y) , , be continuous functions of x and y in a region R. A
necessary and sufficient condition for the DE
M(x, y)dx +N(x, y)dy =0
to be exact is .
Proof.
Assume the DE Mdx +Ndy = 0 is exact.
Then a function F(x, y) exists and satisfies
( ) ( )
Using these equations to evaluate we have
( ) and ( ).
Since are continuous so are the mixed partial derivatives ( )
and ( ). Continuity of the mixed partial derivatives means they are equal and
hence
Next let . We need to prove that the equation is exact.
( )
For any function g(y) the function
F(x, y) = ∫ ( ) + g(y)
Satisfies =M(x, y).
We need g(y) such that N(x, y) = =( ∫ ( ) ) +g`(y)
Thus g`(y) =N(x, y) - ∫ ( )
Integrating both sides gives
g(y) = ∫ ⌊ ∫ ( ) ⌋ provided the integrand on RHS is a function
of y alone.
This is true if the derivative of the integrand w.r.t. x is 0.
i.e ( ∫ ( ) )= ∫ ( )
= ∫ ( )
= =0
Thus if the equation is exact the equality holds.
METHOD FOR SOLVING EXACT EQUATIONS.
a) Test the equation M(x, y)dx + N(x, y)dy = 0 for exactness.
b) If the equation is exact find
F(x , y) = ∫ ( ) ( ) (1.5)
where g(y ) is an unknown function of y to be determined.
c) Differentiate the equation in (1.5) partially w . r. t. y and equate to N(x, y).
d) Solve for g`(y) and integrate it to obtain g(y) up to a numerical constant.
e) The solution is F(x, y) =C.
N.B. You could also start integrating N(x, y) w. r.t.x and follow the procedure.
Example.
Show that the equation (1+ ) (x ) is exact. Solve
the equation and find the explicit solution.
Solution:
M(x, y) = 1+ , N(x, y) = x
Since the equation is exact.
F(x, y) =∫( ) +g(y)
=x+ ( - )
= x+ xy + g(y)
=x +g`(y)
Equating to N(x, y)
x +g`(y) = x +2
g`(y) = 2
Thus g(y) = 2y +K.
The solution is x +x y + 2y = A.
The explicit solution is y = .
Exercise.
1. Resolve the equation above by first integrating N(x, y) w. r.t. y.
2. Determine whether the equation is exact. Solve the equations that are exact.
a) ( )
b) (3x2y +8xy2)dx +(x3 +8x2y +12y2)dy =0 y(2)=1
c) (x-2y)dx + 2(y-x)dy =0
d) 2xy =(4y2 +xy ) =0
e) (3t2N –N3) –(t3 +3N2t) =0
f) t +z =0
g) (xcos(xy)) = -ycos(xy) + 2x, y(1) =2.
