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First Order Differential Equations

First order differential equations are equations which include a first derivative ie) dy/dx if the equation is in terms of x and y.

Solving these equations involves finding a expression for one of the variables in terms of the other without including a derivative.

To do this usually a general solution is found, one which includes a constant from integration, and then using a given set of conditions (usually initial conditions) the particular solution can be found.

This is done by “splitting the variables” and then integrating the resulting equation. Splitting the variable means that we treat \frac{dy}{dx} as a fraction so we can “split” the top from the bottom to take the bottom to the other side. What we want is for all the x terms to be on one side and all the y terms on the other. We can then “cross multiply” so that all the x terms are “multiplied” by dx and all the y terms are “multiplied” by dy. We can then add in the integrals and integrate each side (one with respect to x and the other with respect to y).

[Of course this isn't what is actually happening as \frac{dy}{dx} isn't a fraction and so we can't multiply by dx. What happens in reality is that we can rearrange so that all of the y's are on the side of the \frac{dy}{dx} and all of the x's are on the other. Now we have a function of y multiplied by the derivative of y with respect to x. Now we can integrate both sides with respect to x. The side with the x's using normal rules of integration but on the side with the y we use a change of variable from x to y, to do this we must multiply by \frac{dx}{dy} or (\frac{dy}{dx})^{-1} (these can be proven to be the same) which will cancel out the \frac{dy}{dx} and hence we can simply integrate the expression on the side with the y's with respect to y giving us the same result as when we "multiply".]

Then simply re arranging will give the general solution (that is you can rearrange it so that the equation is of the form y=…+C). If you need the particular solution substitute the initial conditions into the equation to find out the value of the constant and then substitute this value for the constant into the general solution.

If all of that was a bit hard to follow here is s a worked example.

Example

Find the general solution to
dy/dx = 3x + 4
and the particular solution in the case y = 4 when x = 0 .
So we can rearrange to get

dy = (3x+4)dx

And then by integrating both sides we get

∫dy = ∫3x+4 dx

y = (3x+4)2/6 + c

Which is the general solution.
We can use boundary conditions, ie) y = 4 when x = 0 to find a particular solution
4 = (0+4)2/6 +c
c = 4-16/6 = 8/6 = 4/3

so the particular solution is
y = (3x+4)2/6 +4/3



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  1. April 30th, 2009 at 12:52 | #1

    Not sure that this is true:), but thanks for a post.
    Joker

  2. May 28th, 2009 at 21:05 | #2

    Oh yeah, on the above Ldi/dt + Ri=V, the quantity i is electric current flowing inside the circuit, L is self inductance of inductor, C is the capasitance of capasitor, R is resistance of the resistor, while V is the voltage used on charging process of the energy.

  3. June 2nd, 2009 at 20:28 | #3

    I am pleased http://rohedi.com is linked if you regard Stable Modulation Technique (SMT) and Bernoulli as alternative way of solving first order differential equation such as Bernoulli, arctan, and Chini differential equations are suitable to be promoted via this math blog. Thank you for this good appreciation. Best regards. Rohedi.

  4. May 28th, 2009 at 20:52 | #4

    According to its general definition that Rohedi read at Mathematics Handbooks, First Order Differential Equation contains dependent function y and dy/dt of its derivative respect to the independent variable. Your example more related to integral case. Maybe appropiate example is the following first order linear differential equation Ldi/dt + Ri =V that is the charging model of energy into inductor using capasitor for the certain voltage. You can solve the DE’s example using Stable Modulation Technique (SMT) that postet at http://rohedi.com/content/view/25/26/. If all of you here need Bernoulli Integral for solving first order ODE, please click Rohedi’s address.

  5. admin
    May 29th, 2009 at 09:43 | #5

    Thanks for you detailed comments,
    I choose that example simply because it is typical of the questions in my A level maths exams.
    Would it be ok to add a link to your site http://rohedi.com/
    in the list called ‘maths sites’ on this blog,

    Thanks david

  1. May 6th, 2009 at 17:20 | #1