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Differential equations

First-order differential equations

The key to first-order equations is recognizing the type and choosing the method. Find the general solution, then use the initial condition to fix the constant.

Basic, Standard: University Year 1 · 2nd semester / Advanced: University Year 2+

Math problem generator

Level

Separable equations

Separable
dydx=f(x)g(y)⇒∫dyg(y)=∫f(x) dx\frac{dy}{dx} = f(x)g(y) \quad\Rightarrow\quad \int \frac{dy}{g(y)} = \int f(x)\,dx

Example: for y′=2xyy' = 2xy, ∫dyy=∫2x dx\int \frac{dy}{y} = \int 2x\,dx gives log⁡∣y∣=x2+C1\log|y| = x^2 + C_1, so y=Cex2y = Ce^{x^2}. With y(0)=3y(0) = 3, C=3C = 3.

Homogeneous equations

For y′=f(yx)y' = f\left(\frac{y}{x}\right), put y=uxy = ux. Then y′=u+xu′y' = u + xu' and

xu′=f(u)−u,xu' = f(u) - u,

which is separable. Finally substitute back u=yxu = \frac{y}{x}.

Linear first-order equations

Linear
y′+P(x)y=Q(x)⇒y=e−∫P dx(∫Qe∫P dx dx+C)y' + P(x)y = Q(x) \quad\Rightarrow\quad y = e^{-\int P\,dx}\left(\int Q e^{\int P\,dx}\,dx + C\right)

Multiplying by the integrating factor e∫P dxe^{\int P\,dx} turns the left side into (e∫P dxy)′\left(e^{\int P\,dx}y\right)'. With constant coefficients it is quicker to add a particular solution to the homogeneous solution Ce−pxCe^{-px}.

A Bernoulli equation y′+Py=Qyny' + Py = Qy^n becomes linear with z=y1−nz = y^{1-n}. For an exact equation P dx+Q dy=0P\,dx + Q\,dy = 0 (with Py=QxP_y = Q_x), find FF with Fx=PF_x = P, Fy=QF_y = Q; the solutions are F(x, y)=CF(x,\ y) = C.