PROGRAMME 24

FIRST-ORDER
DIFFERENTIAL
EQUATIONS
STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Introduction
Formation of differential equations

Solution of differential equations

Bernoullis equation

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Introduction
Formation of differential equations

Solution of differential equations

Bernoullis equation

STROUD

Worked examples and exercises are in the text

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.

dy
y 2 0 is an equation of the 1st order
dx

d2y
xy 2 y 2 sin x 0 is an equation of the 2nd order
dx
d3y
dy

y
e 4 x 0 is an equation of the 3rd order
3
dx
dx

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Introduction
Formation of differential equations

Solution of differential equations

Bernoullis equation

STROUD

Worked examples and exercises are in the text

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:
y A sin x B cos x so that

dy
A cos x B sin x therefore
dx

d2y
A sin x B cos x y
2
dx

That is

STROUD

d2y
y0
dx 2

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Formation of differential equations

Here the given function had two arbitrary constants:

y Asin x B cos x
and the end result was a second order differential equation:
d2y
y0
2
dx

In general an nth order differential equation will result from consideration

of a function with n arbitrary constants.

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Introduction
Formation of differential equations

Solution of differential equations

Bernoullis equation

STROUD

Worked examples and exercises are in the text

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

STROUD

Worked examples and exercises are in the text

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.

STROUD

Worked examples and exercises are in the text

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:

dy
f ( x)
dx
the solution can be found by direct integration. That is:

y f ( x)dx

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Solution of differential equations
Direct integration
For example:

so that:

dy
3x 2 6 x 5
dx
y (3 x 2 6 x 5)dx
x3 3x 2 5 x C

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.

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Solution of differential equations
Separating the variables
If a differential equation is of the form:
dy f ( x)

dx F ( y )

Then, after some manipulation, the solution can be found by direct

integration.

F ( y )dy f ( x)dx so

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F ( y)dy f ( x)dx

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Solution of differential equations
Separating the variables
For example:
dy
2x

dx y 1

so that:

( y 1)dy 2 xdx so

( y 1)dy 2 xdx

That is:
y 2 y C1 x 2 C2

Finally:
y 2 y x2 C

STROUD

Worked examples and exercises are in the text

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:

dy x 3 y

dx
2x
the terms in x and y are both of degree 1.
To solve this equation requires a change of variable using the equation:

y v( x ) x

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Solution of differential equations
Homogeneous equations by substituting y = vx
To solve:
let

dy x 3 y

dx
2x

y v( x ) x

to yield:

That is:

dy
dv
x 3 y 1 3v
v x
and

dx
dx
2x
2
x

dv 1 v

dx
2

which can now be solved using the separation of variables method.

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Solution of differential equations
Linear equations use of integrating factor
Consider the equation:

dy
5 y e2 x
dx
Multiply both sides by e5x to give:

e5 x
then:

dy
d
e5 x 5 y e5 x e2 x that is
ye5 x e7 x

dx
dx

d ye e
5x

That is:

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7x

dx so that ye5 x e7 x C

y e 2 x Ce 5 x

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Solution of differential equations
Linear equations use of integrating factor
The multiplicative factor e5x that permits the equation to be solved is
called the integrating factor and the method of solution applies to
equations of the form:
Pdx
dy
Py Q where e
is the integrating factor
dx

The solution is then given as:

y.IF Q.IFdx where IF e

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Pdx

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Introduction
Formation of differential equations

Solution of differential equations

Bernoullis equation

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Bernoullis equation

A Bernoulli equation is a differential equation of the form:

dy
Py Qy n
dx
This is solved by:

(a) Divide both sides by yn to give:

yn
(b) Let z = y1n so that:

dy
Py1 n Q
dx

dz
dy
(1 n) y n
dx
dx

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

Bernoullis equation

Substitution yields:

dz
dy
(1 n) y n
dx
dx
then:

dy

(1 n) y n
Py1 n (1 n)Q
dx

becomes:

dz
P1 z Q1
dx
Which can be solved using the integrating factor method.

STROUD

Worked examples and exercises are in the text

Programme 24: First-order differential equations

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.

STROUD

Worked examples and exercises are in the text