First Order Linear Equations

A first order linear differential equation has the following form:

The general solution is given by

where

called the integrating factor. If an initial condition is given, use it to find the constant C.
Here are some practical steps to follow:
1.
If the differential equation is given as

,
rewrite it in the form

,
where

2.
Find the integrating factor
.
3.

Evaluate the integral

4.
Write down the general solution

.
5.
If you are given an IVP, use the initial condition to find the constant C.
Example: Find the particular solution of:

Solution: Let us use the steps:

Step 1: There is no need for rewriting the differential equation. We have

Step 2: Integrating factor

.
Step 3: We have

.
Step 4: The general solution is given by

.
Step 5: In order to find the particular solution to the given IVP, we use the initial
condition to find C. Indeed, we have
.
Therefore the solution is
.

Example: Find the solution to

.
Solution: First, we recognize that this is a linear equation. Indeed, we have

Therefore, the integrating factor is given by

Since

, we get

Hence, the general solution is given by the formula

We have

The details for this calculation involve the technique of integrating rational functions. We
have

Hence, the only difficulty is in the integral

parts. We will differentiate t and integrate

have

. Here we will use integration by

. The details are left to the reader. We

Therefore, we have

,
which clearly implies

The general solution can also be rewritten as

Finally, the initial condition y(0) = 0.4 gives C = 0.4. Therefore, the solution to the IVP is

Example: Solve the following initial value problem for t > 0

Answer: This is a linear equation. Let us follow these steps for solving such equations:
1.
We have to divide by 2t

2.
We get the integration factor u(t) by

3.
The general solution is given by

.
Since

Therefore, we have

4.
The solution to the given initial value problem may be obtained by using the initial
condition y(2)=4. We have
,

which gives

Example: Find the solution to

. Therefore, the solution is

Answer: This is a linear equation. First we have to rewrite the equation with no function in
front of y'. We get

,
which may also be rewritten as

.
Hence, the integrating factor is given by

Therefore, the general solution can be obtained as

Since we have

we get

The initial condition

implies
,

which gives C=-1. Therefore, the particular solution to the initial value problem is

Separable Equations

The differential equation of the form

that is,

is called separable, if f(x,y) = h(x) g(y);

In order to solve it, perform the following steps:

(1)
Solve the equation g(y) = 0, which gives the constant solutions of (S);
(2)
Rewrite the equation (S) as

,
and, then, integrate

to obtain

(3)
Write down all the solutions; the constant ones obtained from (1) and the ones given
in (2);
(4)
If you are given an IVP, use the initial condition to find the particular solution. Note
that it may happen that the particular solution is one of the constant solutions given in
(1). This is why Step 3 is important.

Example: Find the particular solution of

Solution: Perform the following steps:

(1)
In order to find the constant solutions, solve

. We obtain y = 1 and y=-1.

(2)
Rewrite the equation as

.
Using the techniques of integration of rational functions, we get

,
which implies

(3)
The solutions to the given differential equation are

(4)
Since the constant solutions do not satisfy the initial condition, we are left to find the
particular solution among the ones found in (2), that is we need to find the constant C.
If we plug in the condition y=2 when x=1, we get

.
Note that this solution is given in an implicit form. You may be asked to rewrite it in
an explicit one. For example, in this case, we have

Example: Find all solutions to

Solution: First, we look for the constant solutions, that is, we look for the roots of

This equation does not have real roots. Therefore, we do not have constant solutions.
The next step will be to look for the non-constant solutions. We proceed by separating the
two variables to get

.
Then we integrate

Since

=1-

we get

Therefore, we have

It is not easy to obtain y as a function of t, meaning finding y in an explicit form.

Finally, because there are no constant solutions, all the solutions are given by the implicit
equation

Example: Solve the initial value problem

Answer: This is a separable equation. Indeed, we have

Before we get into integration we need to look for the constant solutions. These are the roots
of the equation
. Since this equation has no real roots, we conclude that noconstant solution exists. Therefore, we proceed with the separation of the two variables and
integration. We have

,
which gives

Since

and

,
we get

The initial condition y(0)=1 gives

The particular solution to the initial value problem is

,
or in the explicit form

Homogeneous Equations

The differential equation

is homogeneous if the function f(x,y) is homogeneous, that is-

Check that the functions

.
are homogeneous.
In order to solve this type of equation we make use of a substitution (as we did in case of
Bernoulli equations). Indeed, consider the substitution
we have

. If f(x,y) is homogeneous, then

Since y' = xz' + z, the equation (H) becomes

which is a separable equation. Once solved, go back to the old variable y via the equation y =
x z.
Let us summarize the steps to follow:
(1)
Recognize that your equation is an homogeneous equation; that is, you need to check
that f(tx,ty)= f(x,y), meaning that f(tx,ty) is independent of the variable t;
(2)
Write out the substitution z=y/x;
(3)
Through easy differentiation, find the new equation satisfied by the new function z.
You may want to remember the form of the new equation:

(4)
Solve the new equation (which is always separable) to find z;
(5)

Go back to the old function y through the substitution y = x z;

(6)
If you have an IVP, use the initial condition to find the particular solution.
Since you have to solve a separable equation, you must be particularly careful about the
constant solutions.
Example: Find all the solutions of

Solution: Follow these steps:

(1)
It is easy to check that

is homogeneous;

(2)
Consider

(3)
We have

,
which can be rewritten as

This is a separable equation. If you don't get a separable equation at this point, then
your equation is not homogeneous, or something went wrong along the way.
(4)
All solutions are given implicitly by

(5)
Back to the function y, we get

Note that the implicit equation can be rewritten as