Worked examples and exercises are in the text
STROUD
PROGRAMME 24
FIRST-ORDER
DIFFERENTIAL
EQUATIONS
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Introduction
Formation of differential equations
Solution of differential equations
Bernoullis equation
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Introduction
Formation of differential equations
Solution of differential equations
Bernoullis equation
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Introduction
A differential equation is a relationship between an independent variable x, a
dependent variable y and one or more derivatives of y with respect to x.
The order of a differential equation is given by the highest derivative involved.
2
2
2
2
3
4
3
0 is an equation of the 1st order
sin 0 is an equation of the 2nd order
0 is an equation of the 3rd order
x
dy
x y
dx
d y
xy y x
dx
d y dy
y e
dx dx
=
=
+ =
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Introduction
Formation of differential equations
Solution of differential equations
Bernoullis equation
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Formation of differential equations
Differential equations may be formed from a consideration of the physical
problems to which they refer. Mathematically, they can occur when
arbitrary constants are eliminated from a given function. For example, let:
2
2
2
2
sin cos so that cos sin therefore
sin cos
That is 0
dy
y A x B x A x B x
dx
d y
A x B x y
dx
d y
y
dx
= + =
= =
+ =
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Formation of differential equations
Here the given function had two arbitrary constants:
and the end result was a second order differential equation:
In general an nth order differential equation will result from consideration
of a function with n arbitrary constants.
sin cos y A x B x = +
2
2
0
d y
y
dx
+ =
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Introduction
Formation of differential equations
Solution of differential equations
Bernoullis equation
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Introduction
Direct integration
Separating the variables
Homogeneous equations by substituting y = vx
Linear equations use of integrating factor
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Introduction
Solving a differential equation is the reverse process to the one just
considered. To solve a differential equation a function has to be found for
which the equation holds true.
The solution will contain a number of arbitrary constants the number
equalling the order of the differential equation.
In this Programme, first-order differential equations are considered.
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Direct integration
If the differential equation to be solved can be arranged in the form:
the solution can be found by direct integration. That is:
( )
dy
f x
dx
=
( ) y f x dx =
}
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Direct integration
For example:
so that:
This is the general solution (or primitive) of the differential equation. If a
value of y is given for a specific value of x then a value for C can be found.
This would then be a particular solution of the differential equation.
2
3 6 5
dy
x x
dx
= +
2
3 2
(3 6 5)
3 5
y x x dx
x x x C
= +
= + +
}
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Separating the variables
If a differential equation is of the form:
Then, after some manipulation, the solution can be found by direct
integration.
( )
( )
dy f x
dx F y
=
( ) ( ) so ( ) ( ) F y dy f x dx F y dy f x dx = =
} }
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Separating the variables
For example:
so that:
That is:
Finally:
2
1
dy x
dx y
=
+
( 1) 2 so ( 1) 2 y dy xdx y dy xdx + = + =
} }
2 2
1 2
y y C x C + + = +
2 2
y y x C + = +
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Homogeneous equations by substituting y = vx
In a homogeneous differential equation the total degree in x and y for the
terms involved is the same.
For example, in the differential equation:
the terms in x and y are both of degree 1.
To solve this equation requires a change of variable using the equation:
3
2
dy x y
dx x
+
=
( ) y v x x =
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Homogeneous equations by substituting y = vx
To solve:
let
to yield:
That is:
which can now be solved using the separation of variables method.
3
2
dy x y
dx x
+
=
( ) y v x x =
3 1 3
and
2 2
dy dv x y v
v x
dx dx x
+ +
= + =
1
2
dv v
x
dx
+
=
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Linear equations use of integrating factor
Consider the equation:
Multiply both sides by e
5x
to give:
then:
That is:
2
5
x
dy
y e
dx
+ =
( )
5 5 5 2 5 7
5 that is
x x x x x x
dy d
e e y e e ye e
dx dx
+ = =
( )
5 7 5 7
so that
x x x x
d ye e dx ye e C = = +
} }
2 5 x x
y e Ce
= +
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Solution of differential equations
Linear equations use of integrating factor
The multiplicative factor e
5x
that permits the equation to be solved is
called the integrating factor and the method of solution applies to
equations of the form:
The solution is then given as:
where is the integrating factor
Pdx dy
Py Q e
dx
}
+ =
.IF .IF where IF
Pdx
y Q dx e
}
= =
}
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Introduction
Formation of differential equations
Solution of differential equations
Bernoullis equation
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Bernoullis equation
A Bernoulli equation is a differential equation of the form:
This is solved by:
(a) Divide both sides by y
n
to give:
(b) Let z = y
1n
so that:
n
dy
Py Qy
dx
+ =
1 n n
dy
y Py Q
dx
+ =
(1 )
n
dz dy
n y
dx dx
=
Worked examples and exercises are in the text
STROUD
Programme 24: First-order differential equations
Bernoullis equation
Substitution yields:
then:
becomes:
Which can be solved using the integrating factor method.
1
(1 ) (1 )
n n
dy
n y Py n Q
dx
(
+ =
(
(1 )
n
dz dy
n y
dx dx
=
1 1
dz
Pz Q
dx
+ =
Worked examples and exercises are in the text
STROUD
Learning outcomes
Recognize the order of a differential equation
Appreciate that a differential equation of order n can be derived from a function
containing n arbitrary constants
Solve certain first-order differential equations by direct integration
Solve certain first-order differential equations by separating the variables
Solve certain first-order homogeneous differential equations by an appropriate
substitution
Solve certain first-order differential equations by using an integrating factor
Solve Bernoullis equation.
Programme 24: First-order differential equations
