FIRST ORDER

DIFFERENTIAL EQUATIONS

In this lecture we discuss various methods

of solving first order differential equations.
These include:
Variables separable
Homogeneous equations
Exact equations
Equations that can be made exact by
multiplying by an integrating factor

y f ( x, y )
Linear

Non-linear

Integrating Factor

Integrating
Factor

Separable Homogeneous Exact

Transform to separable

Transform to
Exact

Variables Separable
The first-order differential equation

dy
f x, y
dx

(1)

is called separable provided that f(x,y)

can be written as the product of a
function of x and a function of y.

Suppose we can write the above equation as

dy
g ( x ) h( y )
dx
We then say we have separated the
variables. By taking h(y) to the LHS, the
equation becomes

1
dy g ( x)dx
h( y )
Integrating, we get the solution as

1
dy

g
(
x
)
dx

c
h( y )
where c is an arbitrary constant.

dy
y
Example 1. Consider the DE
dx
Separating the variables, we get
1
dy dx
y
Integrating we get the solution as
ln | y | x k
or y ce , c an arbitrary constant.
x

Example 2. Consider the DE

3

x
3 x ln y dx dy 0
y
2

Separating the variables, we get

1
3
dy dx
ln y y
x
Integrating we get the solution as
ln | ln y | 3 ln x k
c
or ln y 3 , c an arbitrary constant.
x

Homogeneous equations
Definition A function f(x, y) is said to be
homogeneous of degree n in x, y if

f (tx, ty ) t f ( x, y ) for all t, x, y

n

Examples f ( x, y ) x 2 xy y
is homogeneous of degree 2.
y
yx
f ( x, y ) sin(
)
x
x
is homogeneous of degree 0.
2

A first order DE M ( x, y ) dx N ( x, y ) dy 0
is called homogeneous if M ( x, y ) , N ( x, y )
are homogeneous functions of x and y of the
same degree.
This DE can be written in the form
dy
f ( x, y )
dx

where f ( x, y ) M ( x, y ) / N ( x, y ) is
clearly homogeneous of degree 0.

The substitution y = z x converts the given

equation into variables separable form and
hence can be solved. (Note that z is also a (new)
variable,) We illustrate by means of examples.

Example 3. Solve the DE

(3x y ) dy 2 xy dx 0
2

That is

dy
2 xy

2
2
dx (3 x y )

Let y = z x. Hence we get

2

dz
2z x
2z
zx

2
2 2
2
dx (3 x z x ) (3 z )

dz
2z
z z
x

z
2
2
dx (3 z )
(3 z )
3

or

Separating the variables, we get

(3 z )
dx
dz
3
z z
x
Integrating we get
2

(3 z )
dx
z 3 z dz x
2

We express the LHS integral by partial

fractions. We get

3
1
1
dx

dz

ln
c
z z 1 z 1
x
3

or z ( z 1)( z 1) cx, c an arbitrary constant.

Noting z = y/x, the solution is:

( y x)( y x) c y , c an arbitrary constant

3

or

x y c y , c an arbitrary constant
2

Working Rule to solve a HDE:

1. Put the given equation in the form

M ( x, y )dx N ( x, y )dy 0 (1)

2. Check M and N are Homogeneous
function of the same degree.

3. Let y zx.

4. Differentiate y = z x to get

dy
dz
zx
dx
dx
5. Put this value of dy/dx into (1) and
solve the equation for z by separating
the variables.
6. Replace z by y/x and simplify.

Example 4. Solve the DE

y
yx
y sin(
)
x
x
Let y = z x. Hence we get
dz
dz
sin z
zx
z sin z or x
dx
dx
Separating the variables, we get 1 dz dx
sin z
x
Integrating we get cosec z cot z = c x
y
where z and c an arbitrary constant.
x

Non-homogeneous equations
We shall now see that some equations can
be brought to homogeneous form by
appropriate substitution.
Example 5 Solve the DE

(2 x y 1) dx ( x 3 y 2) dy 0
dy
(2 x y 1)

That is
dx
( x 3 y 2)

We shall now put x = u+h, y = v+k

where h, k are constants ( to be chosen).
Hence the given DE becomes

dv
(2u v 2h k 1)

du
(u 3v h 3k 2)
We now choose h, k such that
2h k 1 0
h 3k 2 0

Hence
1
3
h , k
5
5

Hence the DE becomes

dv
(2u v)

du
(u 3v)
which is homogeneous in u and v.
Let v = z u. Hence we get
dz
(2 z )
z u

du
(1 3 z )

dz
(2 z )
(2 2 z 3 z )

z
or u
du
(1 3 z )
(1 3 z )
2

Separating the variables, we get

(1 3z )
du
dz
2
2 2 z 3z
u
Integrating we get u (2 2 z 3 z ) c
2

i.e. 2u 2uv 3v c
1
3
3 2
2
or 2( x 1/ 5) 2( x )( y ) 3( y ) c
5
5
5
2

Example 6 Solve the DE

(6 x 4 y 3) dx (3 x 2 y 2) dy 0
That is

dy
(6 x 4 y 3)

dx
(3 x 2 y 2)

Now the previous method does not work as

the lines
6x 4 y 3 0

3x 2 y 2 0
are parallel. We now put u = 3x + 2y.

The given DE becomes

1 du
(2u 3)
( 3)
2 dx
(u 2)
or

du
(4u 6) u
3

dx
(u 2) u 2

Separating the variables, we get

u2
du dx
u

u2
du dx
u
Integrating, we get

u ln u x c
2

i.e.

3 x 2 y ln (3 x 2 y ) x c
2

EXACT DIFFERENTIAL EQUATIONS

A first order DE M ( x, y ) dx N ( x, y ) dy 0
is called an exact DE if there exits a function
f(x, y) such that

df M ( x, y ) dx N ( x, y ) dy
Here df is the total differential of f(x, y)
and equals f
f
dx dy
x
y

Hence the given DE becomes df = 0

Integrating, we get the solution as
f(x, y) = c, c an arbitrary constant
Thus the solution curves of the given DE are
the level curves of the function f(x, y) .
Example 8 The DE y dx x dy 0
is exact as it is d (xy) = 0
Hence the solution is: x y = c

Example 7 The DE

x dx y dy 0

is exact as it is d (x2+ y2) = 0

Hence the solution is: x2+ y2 = c
Example 9 The DE

1
x
x
x
sin( )dx 2 sin( ) dy 0
y
y
y
y

x
is exact as it is d (cos( ) ) 0
y
Hence the solution is: cos( x ) c
y

Test for exactness

Suppose

M ( x, y ) dx N ( x, y ) dy 0

is exact. Hence there exists a function f(x, y)

such that
f
f
M ( x, y ) dx N ( x, y ) dy df dx dy
x
y
f
f
M,
N
Hence
x
y
Assuming all the 2nd order mixed derivatives
of f(x, y) are continuous, we get

M
f
f
N

y
yx xy x
2

Thus a necessary condition for exactness is

M N

y
x

We saw a necessary condition for exactness is

M N

y
x
We now show that the above condition is
also sufficient for M dx + N dy = 0 to be
exact. That is, if M N

y
x
then there exists a function f(x, y) such that
f
f
M,
N
x
y

f
Integrating
M partially w.r.t. x, we get
x
f ( x, y ) M dx g ( y ) . (*)
x

where g(y) is a function of y alone

f
N
We know that for this f(x, y),
y
Differentiating (*) partially w.r.t. y, we get
f

M dx g ( y ) = N gives
y y x

or

g ( y ) N M dx
y x

(**)

We now show that the R.H.S. of (**) is

independent of x and thus g(y) (and so f(x, y))
can be found by integrating (**) w.r.t. y.

N M dx x x y M dx
x
y x
x

N
N
=
0

M
dx

x y
x y x x

Q.E.D.

Note (1) The solution of the exact DE d f = 0

is f(x, y) = c.
Note (2) When the given DE is exact, the
solution f(x, y) = c is found as we did in the
previous theorem. That is, we integrate M
partially w.r.t. x to get f ( x, y ) M dx g ( y )
x

We now differentiate this partially w.r.t. y and

equating to N, find g (y) and hence g(y).
The following examples will help you in
understanding this.

Example 8 Test whether the following DE

2
is exact. If exact, solve it.
( x )dy y dx 0
y

2
Here M y, N ( x )
y
M
N
1
y
x

Hence exact.

Now f ( x, y ) M dx y dx xy g ( y )
x

Differentiating partially w.r.t. y, we get

f
2
x g ( y ) N x
y
y
2
Hence g ( y )
y
Integrating, we get g ( y ) 2ln | y |
(Note that we have NOT put the arb constant )
Hence f ( x, y ) xy g ( y ) xy 2ln | y |
Thus the solution of the given d.e. is
f ( x, y ) c or xy 2ln | y | c, c an arb const.

Example 9 Test whether the following DE

is exact. If exact, solve it.

(2 x y sin y ) dx (4 x y x cos y ) dy 0
4

Here M 2 xy sin y, N 4 x y x cos y

4

M
N
3
8 xy cos y
y
x

Hence exact.

Now f ( x, y ) M dx (2 xy 4 sin y ) dx
x

x y x sin y g ( y )
2

Differentiating partially w.r.t. y, we get

f
2 3
4 x y x cos y g ( y )
y
2 3
N 4 x y x cos y Hence g ( y ) 0
Integrating, we get g ( y ) 0
(Note that we have NOT put the arb constant )
Hence
2 4
2 4
f ( x, y ) x y x sin y g ( y ) x y x sin y
Thus the solution of the given d.e. is
2 4
f ( x, y ) c or x y x sin y c, c an arb const.

In the above problems, we found f(x, y) by

integrating M partially w.r.t. x and then
f
to N .
equated
y
We can reverse the roles of x and y. That is
we can find f(x, y) by integrating N partially
f
to M .
w.r.t. y and then equate
x
The following problem illustrates this.

Example 10 Test whether the following DE

is exact. If exact, solve it.

(1 y sin 2 x)dx 2 y cos x dy 0

2

Here M 1 y sin 2 x, N 2 y cos x

M

N
2 y sin 2 x;
4 y cos x sin x 2 y sin 2 x
y
x
Hence exact.
2
Now f ( x, y ) N dy 2 y cos x dy
2

y cos x g ( x)
2

Differentiating partially w.r.t. x, we get

f
2
2
2 y cos x sin x g ( x) y sin 2 x g ( x)
x
2
g ( x) 1
M 1 y sin 2 x gives
Integrating, we get g ( x) x
(Note that we have NOT put the arb constant )
Hence
2
2
2
2
f ( x, y ) y cos x g ( x) y cos x x
Thus the solution of the given d.e. is
2
2
f ( x, y ) c or x y cos x c, c an arb const.

Integrating Factors
The DE ( x y 1) dx ( x xy ) dy 0
2

is NOT exact but becomes exact when

1 as it becomes
multiplied by
x
1
( y ) dx ( x y ) dy 0
x
1 2

i.e. d xy ln x y 0
2

1
is an Integrating Factor of the
We say
x
given DE

Definition If on multiplying by (x, y), the DE

M dx N dy 0
becomes an exact DE, we say that (x, y)
is an Integrating Factor of the above DE
1 1 1
, 2 , 2 are all integrating factors of
xy x y
the non-exact DE y dx x dy 0
We give some methods of finding integrating
factors of an non-exact DE

Problem Under what conditions will the DE

M dx N dy 0
have an integrating factor that is a function
of x alone ?
Solution. Suppose = h(x) is an I.F.
Multiplying by h(x) the above d.e. becomes

h( x) M dx h( x) N dy 0 .......(*)
Since (*) is an exact DE, we have

( h( x ) M ) ( h( x ) N )
y
x

i.e. h( x) y M y h( x) h( x) x N x h( x)
or
or

or

M
N
h( x )
M 0 h( x )
N h( x)
y
x
M N
h( x)(

) N h( x)
y x
M N

y x h( x)

N
h( x )

M N

y x
g ( x)
Hence if
N
is a function of x alone, then
g ( x ) dx

is an integrating factor of the given DE

M dx N dy 0

Rule 2: Consider the DE M dx N dy 0

M N

y x
h( y ) , a function of y alone,
If
M
h ( y ) dy

then
is an integrating factor of the given DE

Problem Under what conditions will the DE

M dx N dy 0
have an integrating factor that is a function
of the product z = x y ?
Solution. Suppose = h(z) is an I.F.
Multiplying by h(z) the above d.e. becomes

h( z ) M dx h( z ) N dy 0 .......(*)
Since (*) is an exact DE, we have

( h( z ) M ) ( h( z ) N )
y
x

M
h( z ) h( z )
N h( z )
i.e. h( z )
y
y
x
x
or
M
N
h( z )
M h( z ) x h( z )
N h( z ) y
y
x
or h( z )( M N ) h( z )( Ny Mx)
y x
or

M N

y x h( z )

Ny Mx h( z )

M N

y x
g ( z)
Hence if
Ny Mx
is a function of z = x y alone, then
g ( z ) dz

is an integrating factor of the given DE

M dx N dy 0

Example 11 Find an I.F. for the following

DE and hence solve it.

( x 3 y ) dx 2 xy dy 0
2

Here

M ( x 3 y ); N 2 xy
2

M
N
6y 2y
y
x
Hence the given DE is not exact.

Now

M N

y x

6 y 2 y 2 g ( x),

x
2 xy

a function of x alone. Hence

g ( x ) dx

e
e

2
dx
x

is an integrating factor of the given DE

Multiplying by x2, the given DE becomes

( x 3x y ) dx 2 x y dy 0
3

2 2

which is of the form M dx N dy 0

Note that now

M ( x 3x y ); N 2 x y
3

2 2

Integrating, we easily see that the solution is

4

x
3 2
x y c,
4

c an arbitrary constant.

Example 12 Find an I.F. for the following

DE and hence solve it.

e dx (e cot y 2 y csc y ) dy 0
x

M e ; N e cot y 2 y csc y
M
N
x
0 e cot y
y
x

Here

Hence the given DE is not exact.

M N

y x

Now
M

0 e cot y
cot
y

h
(
y
),

x
e
x

a function of y alone. Hence

h ( y ) dy

cot y dy

sin y

is an integrating factor of the given DE

Multiplying by sin y, the given DE becomes

e sin y dx (e cos y 2 y ) dy 0
x

which is of the form M dx N dy 0

Note that now

M e sin y ; N e cos y 2 y
x

Integrating, we easily see that the solution is

e sin y y c,
x

c an arbitrary constant.

Example 13 Find an I.F. for the following

DE and hence solve it.

y dx ( x 2 x y ) dy 0
2 3

M y ; N x 2x y
M
N
3
1 1 4 xy
y
x

Here

2 3

Hence the given DE is not exact.

Now M N

y x

Ny Mx

1 (1 4 xy )

2 4
( xy 2 x y ) xy
3

2
2
g ( z ),
xy
z
a function of z =x y alone. Hence
g ( z ) dz

e
e

2
dz
z

1
1
2 2 2
z
x y

is an integrating factor of the given DE

1
Multiplying by 2 2 , the given DE becomes
xy
1
1
d
x

2
y
)
d
y

0
2
2
xy
xy
which is of the form

M dx N dy 0

Integrating, we easily see that the solution is

1 2
y c,
xy

c an arbitrary constant.

Problem Under what conditions will the DE

M dx N dy 0
have an integrating factor that is a function
of the sum z = x + y ?
Solution. Suppose = h(z) is an I.F.
Multiplying by h(z) the above DE becomes

h( z ) M dx h( z ) N dy 0 .......(*)
Since (*) is an exact DE, we have

( h( z ) M ) ( h ( z ) N )
y
x
M

i.e. h( z )
M
h( z ) h( z )
N h( z )
y
y
x
x
M
N
or h( z )
M h( z ) h( z )
N h( z )
y
x
M N

) h( z )( N M )
or h( z )(
y x
M N

y x h( z )
or

N M
h( z )

M N

y x
g ( z)
Hence if
N M
is a function of z = x + y alone, then
g ( z ) dz

is an integrating factor of the given DE

M dx N dy 0

Linear Equations
A linear first order equation is an equation
that can be expressed in the form

dy
a1 ( x) a0 ( x) y b( x),
dx

(1)

where a1(x), a0(x), and b(x) depend only

on the independent variable x, not on y.

We assume that the function a1(x), a0(x),

and b(x) are continuous on an interval
and that a1(x) 0on that interval. Then,
on dividing by a1(x), we can rewrite
equation (1) in the standard form

dy
P ( x) y Q( x) (2)
dx
where P(x), Q(x) are continuous functions
on the interval.

Lets express equation (2) in the differential

form P ( x ) y Q ( x ) dx dy 0 (3)

If we test this equation for exactness, we find

M
N
P ( x) and
0
y
x

Consequently, equation(3) is exact only

when P(x) = 0. It turns out that an
integrating factor , which depends only
on x, can easily obtained the general
solution of (3).

Multiply (3) by a function (x) and try to

determine (x) so that the resulting equation

( x) P( x) y ( x)Q( x) dx ( x)dy 0
is exact.

(4)

M
N d
( x) P ( x ) and

( x)
y
x dx

We see that (4) is exact if satisfies the DE

d
( x) P ( x) ( x) (5)
dx

( x) exp P( x) dx (6)

Which is our desired IF

In (2), we multiply by (x) defined in (6) to obtain

dy
( x) P ( x) ( x) y ( x)Q( x) (7)
dx
d
We know from (5) P ( x) ( x)
dx
and so (7) can be written in the form

dy d
( x)
( x) y
dx
dx4 43
144
42 4

d
( x ) y ( x )Q ( x ) (8)
dx

( x)Q( x)

Integrating (8) w.r.t. x gives

( x) y ( x)Q( x)dx C
and solving for y yields

y exp P ( x)dx ( x)Q( x)dx C

Working Rule to solve a LDE:

1. Write the equation in the standard form

dy
P( x) y Q( x)
dx

2. Calculate the IF (x) by the formula

( x) exp P ( x)dx

3. Multiply the equation in standard form

by (x) and recalling that the LHS is just
d
( x) y , obtain
dx

d
( x) y ( x)Q( x)
dx
4. Integrate the last equation and solve
for y by dividing by (x).

Ex 1. Solve

dy
x cos x
y x sin x cos x 1
dx
Solution :- Dividing by x cos x, throughout,
we get

sec x
dy
1
tan x y
dx
x
x

P ( x ) dx

( x) e
e

( x) e

1
tan
x

dx
x

log e sec x log e x

Multiply by

x sec x

log sec x

log e x

x sec x

yields

d
sec x
x sec x
y x sec x
dx
x
Integrate both side we get

y sec x sec x dx C tan x C

2

Problem (2g p. 62): Find the general

solution of the equation

y x xy cot x xy ' 0.
Ans.:

xy sin x sin x x cos x c.

dy
The usual notation dx implies that x is independent

variable & y the dependent variable. Sometimes it is

helpful to replace x by y and y by x & work on the
resulting equation.
* When diff equation is of the form
dx
P y . x Q y
dy
P y dy

IF e
& solution is x IF Q IF dy c

Q. 4 (b) Solve

y xy ' y ' y e
2

dy
y x y e
dx
dx
2 y
y x y e
dy
2

dx 1
y
x ye
dy y

IF e

dy
y

ln y

1
1
y
y
x y e dy e dy
y
y

x
y
e c
y

x y e cy
y