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Chapter 3

The document discusses first-order differential equations, which relate an unknown function and its derivative. It defines differential equations and covers separable equations, linear equations, and methods for solving them like separation of variables and variation of constants. Examples are provided to illustrate these solution methods.

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ziadadjili7
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
32 views

Chapter 3

The document discusses first-order differential equations, which relate an unknown function and its derivative. It defines differential equations and covers separable equations, linear equations, and methods for solving them like separation of variables and variation of constants. Examples are provided to illustrate these solution methods.

Uploaded by

ziadadjili7
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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6 First-order differential equations

Differential equations
The laws of physics and mechanics, as well as numerous chemical, biological, or eco-
nomic phenomena, reduce to the search for functions (of one or more variables) whose
derivatives satisfy certain relationships. This is the case, for example, for the movement
of a material particle or the temperature at a point in a homogeneous conductor.

5 Définitions
A differential equation is a relation between a variable x, an unknown function
y = φ (x) of the variable x, and the successive derivatives y ′ = φ′ (x) , . . . , y (n) = φ(n) (x)
of this function :
y (n) = f x, y, y ′ , . . . , y (n−1) .


The integer n is called the order of the differential equation.


An integral or solution of the differential equation on an interval I is any function
φ such that

φ(n) (x) = f x, φ (x) , φ′ (x) , . . . , φ(n−1) (x)



∀x ∈ I.

Solving or integrating a differential equation means finding the set of all solutions.

Example 21 xy ′ − y + 3 = 0 is a first-order differential equation.


y ′′ − xy ′ + 2y = 0 is a second-order differential equation.

6 First-order differential equations


A first-order differential equation is of the form

y ′ = f (x, y) .

There are three main classes of first-order differential equations :


1- Equations where variables can be separated ;
2- Linear equations (where y and y ′ are of the first degree) ;
3- Homogeneous equations (where y ′ depends only on the ratio y/x).
In addition to these general types of first-order differential equations, there are a
number of special types : Bernoulli’s equations, Riccati’s equations, Lagrange’s equations,
etc.

6.1 Differential equations with separable variables


Definition 22 A differential equation with separable variables is any equation of the
form :
g (y) .y ′ = f (x) (1)
where f and g are two arbitrary functions.

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6 First-order differential equations

The equation 1 can also be written as :

g (y) dy = f (x) dx.

By integrating each side separately, we obtain :


Z Z
g (y) dy = f (x) dx.

Example 23 Solve the equation : x2 y ′ − y 2 = 0.


This equation is separable in variables

x2 y ′ = y 2 .
dy
We replace y ′ with , and we obtain
dx
dy
x2 = y2.
dx
Then
dy dx
2
= 2,
y x
and by integrating Z Z
dy dx 1 1
= ⇐⇒ = + C.
y2 x 2 y x
Then
x
y= ,
1 + Cx
where C is a constant.

6.2 Linear differential equations


Definition 24 Linear first-order differential equations are defined as any equation of the
form :
y ′ + a (x) y = b (x) . (I)

where a and b are two continuous functions of the variable x.


If b = 0, equation (I) is called a homogeneous linear equation.
The equation :
y ′ + a (x) y = 0, (II)
is called the homogeneous equation associated with equation (I).

Theorem 25 The general solution of a first-order linear differential equation (I) is the
sum of the general integral of the homogeneous equation (II) and a particular integral of
the non-homogeneous equation (I).

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6 First-order differential equations

Solution of the associated homogeneous equation


Let’s consider the equation :
y ′ + a (x) y = 0,
where a is a continuous function.
The solution is very simple because we reduce it to the first type of first-order equation :
we can separate the variables, and integration is immediate.
Indeed, we write
dy
= −a (x) dx.
y
Therefore Z
ln |y| = − a (x) dx + k, k ∈ R.

Then
y = C.eA(x) , C ∈ R,
Z
with A (x) = − a (x) dx.
Particular solution by variation of constants
We seek the particular solution in the form

y = C (x) eA(x)

this amounts to replacing the constant C with a function of the variable x (hence the
name of the method : variation of constants).
Let’s differentiate y and substitute it into the differential equation (I). We obtain a
differential equation with the unknown C.
This leads us to integrate to find the function C(x) and then substitute it into
y = C (x) eA(x) .

Example 26 Solve the equation : x y ′ − 2y = x3 .


The associated homogeneous equation is

x y ′ − 2y = 0.

This equation is separable in variables


dy dx
=2 .
y x
Then
ln |y| = ln x2 + k,
and
y = Cx2 , C ∈ R.
To solve the non-homogeneous equation, let’s proceed with the method of variation of
constants.
y = C (x) x2 ⇒ y ′ = C ′ (x) x2 + 2C (x) x.
Furthermore,
x y ′ − 2y = x3 ⇐⇒ C ′ (x) x3 = x3 .

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6 First-order differential equations

Then
C ′ (x) = 1 =⇒ C (x) = x.
and
y = x3 .
The general solution of the non-homogeneous equation is

y = x3 + Cx2 , C ∈ R.

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