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First Order Ordinary Differential Equations

This document discusses first order ordinary differential equations (ODEs). It defines ODEs and describes linear and separable first order equations. Linear first order equations can be solved using an integrating factor method. Bernoulli first order equations can be transformed into linear equations by changing variables. Examples are provided of solving separable, linear, and Bernoulli first order ODEs.

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MJ Beatz
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217 views20 pages

First Order Ordinary Differential Equations

This document discusses first order ordinary differential equations (ODEs). It defines ODEs and describes linear and separable first order equations. Linear first order equations can be solved using an integrating factor method. Bernoulli first order equations can be transformed into linear equations by changing variables. Examples are provided of solving separable, linear, and Bernoulli first order ODEs.

Uploaded by

MJ Beatz
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

An ordinary differential equation (ODE) is an equation that relates a function y(x) to some of
its derivatives y(n)(x) = dny/dxn. It is usual to call x the independent variable and y the
dependent variable, and to write the most general ordinary differential equation as

The number n is called the order of the ordinary differential equation, and it is the order of
the highest derivative of y that occurs in the equation. The degree of the ordinary differential
equation is the greatest power to which the highest order derivative in the differential equation
is raised. A class of ODEs of particular importance in engineering and science, because of their
frequency of occurrence and the extensive analytical methods that are available for their
solution, are the linear ordinary differential equations.
The most general nth order linear differential equation can be written

with a0(x) ≠ 0 and we will consider it to be defined over some interval a ≤ x ≤ b. The functions
a0(x), a1(x), . . . , an(x), called the coefficients of the equation, are known functions, and the
known function f (x) is called the nonhomogeneous term. Equation is called homogeneous if
f (x) ≡ 0.

When one or more of the coefficients depend on x, it is called a variable coefficient equation.
Simpler than variable coefficient linear equations, but still of considerable importance, are the
linear equations in which the coefficients are the constants a0, a1, . . . , an, so that the equation
becomes

Equations of this type are called constant coefficient linear equations.

A solution of an ordinary differential equation is a function y = y(x) that, when substituted into
the equation, makes it identically zero over the interval on which the equation is defined. A
solution of an nth order equation that contains n arbitrary constants is called the general
solution of the equation. If the arbitrary constants in the general solution are assigned specific
values, the result is called a particular solution of the equation.

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SEPARABLE FIRST ORDER DIFFERENTIAL EQUATIONS
Sometimes the function f (x, y) in the first order differential equation

can be written as the product of a function F(x) depending only on x and a function G(y)
depending only on y, so that f (x, y) = F(x)G(y), can be written as

When the differential equation is expressed in this simple form, its variables x and y are said to
be separable, and the equation itself to be of variables separable type. If we use differential
notation, it becomes

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provided G(y) ≠ 0.
The solution is obtained by dividing the standard form by G(y), and then integrating both sides
with respect to x.

Examples

1.

2.

3.

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4.

5.

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6.

7.

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8.

9.

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10.

11.

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12.

LINEAR FIRST ORDER DIFFERENTIAL EQUATIONS


The standard form of the linear first order differential equation

is

where P(x) and Q(x) are known functions. An initial value problem (I.V.P) for a linear first
order ODE involves the specification of an initial condition

where this last condition means that y = y0 when x = x0. Thus, the solution of the initial value
problem will evolve away from the point (x0, y0) in the (x, y)-plane as x increases from x0.
To find the general solution of the differential equation we multiply the equation by a function
μ(x), still to be determined, to obtain
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To find the solution of the differential equation it is necessary to determine the function IF or
I called the Integrating Factor for the linear first order ODE. By definition

or
Multiplying our original differential equation by I we get that

We know from the product rule that

The integration factor is defined so that the equation becomes equivalent to

whereby integrating both sides with respect to x, gives

Finally, division by the integrating factor (IF) gives y explicitly in terms of x, i.e. y(x) gives the
solution to the equation.

Examples

1. Find the general solution of the differential equation

2. Find the general solution of the differential equation

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In each case below, derive the general solution. When a boundary condition is
also given, derive the particular solution.
3.

4.

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5.

6.

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7.

8.

9.

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10.

11.

12.

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BERNOULLI FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS
A Bernoulli differential equation can be written in the following standard form

where n  1 (the equation is thus nonlinear). To find the solution, change the dependent
variable from y to z, where z  y1 n . This gives a differential equation in x and z that is linear,
and can be solved using the integrating factor method. Dividing the above standard form by yn
gives

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Examples
Solve the following Bernoulli differential equations:
1.

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2.

3.

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4.

5.

6.

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7.

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8.

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