Every technique in this chapter starts from one of two ways of writing a first-order equation: the standard form y' = f(x,y), which isolates the derivative, and the differential form , which treats and symmetrically. Moving fluently between them is the first skill to acquire.
Quick Reference
| Form | Equation | When it is useful |
|---|---|---|
| Most general form | F(x, y, y') = 0 | Rarely used directly; the derivative may be tangled |
| Standard form | Direction fields, linear equations, existence theorems, numerical methods | |
| Differential form | Separable equations, exact equations, integrating factors | |
| Converting to differential form | Multiply the standard form through by | |
| Converting to standard form | Divide the differential form by |
The Standard Form
In this chapter we study first-order differential equations. The standard form of a first-order differential equation is
\frac{dy}{dx} = f(x,y) \tag{A}
where is the unknown function of and is a given function defined on a region in the -plane.
Although form (A) does not cover all first-order differential equations, it is inclusive enough for almost all applications. The most general form for a first-order differential equation is
F(x, y, y') = 0 .If we assume we can solve for y', which is not always possible, we obtain y' = f(x,y), that is, form (A).
The region matters. The function needs to be defined at a point for the equation to say anything there, so the geometry of controls where solutions can live. In y' = \dfrac{1}{x - y}, for instance, is undefined along the line , and no solution curve can cross it.
The Differential Form
If is written as a quotient of two functions and , namely
then form (A) becomes , which is equivalent to the differential form
M(x,y)\,dx + N(x,y)\,dy = 0 . \tag{B}
The minus sign in the definition of is a convention chosen precisely so that form (B) comes out with a plus sign between the two terms.
If we write a differential equation in the form (B), either or can be regarded as the independent variable. This symmetry is the practical advantage of the differential form, and it is used constantly in the sections on separable and exact equations.
That freedom is worth more than it might appear. An equation that looks hopeless as y' = f(x,y) sometimes becomes routine when you solve for as a function of instead, and the differential form lets you make that switch without rewriting anything.
Converting Between the Forms
Going from standard to differential form takes one step: multiply through by .
so and .
Going the other way, divide by :
Write in differential form.
Solution
Multiply both sides by :
Move everything to the left:
Here and .
Note that the choice of and is not unique. Multiplying the whole equation by any nonzero function gives a different pair and describing the same solution curves. That freedom is exactly what integrating factors exploit in Section 2.5.
Write in standard form, and note where the conversion fails.
Solution
Divide by :
The conversion required dividing by , so it is valid only where and . In particular, the constant function satisfies the original differential form (both terms vanish) but does not appear in the standard form at all, where the right-hand side is undefined. Dividing can lose solutions, so it is worth noting what you divided by.
Show that \left(x y' - y\right)^2 = (x+y)^2 is not in standard form, and put it there.
Solution
The derivative is buried inside a square, so the equation has the general shape F(x,y,y') = 0 rather than y' = f(x,y). Taking the square root of both sides gives
x y' - y = \pm(x+y) ,which splits into two separate equations:
y' = \frac{y + x + y}{x} = \frac{x + 2y}{x} \qquad \text{and} \qquad y' = \frac{y - x - y}{x} = -1 .Each branch is now in standard form and can be solved on its own. This is typical: an equation of higher degree in y' usually splits into several standard-form equations, and the full solution set is the union of what each branch produces.
Exercises
Convert to differential form.
Solution
Multiplying by gives , so
with and .
Convert to standard form, and also solve it for .
Solution
Treating as the dependent variable,
Treating as the dependent variable instead,
Both describe the same curves. This is the symmetry of the differential form in action: nothing in the original equation distinguishes from .
Frequently Asked Questions
Why bother with the differential form at all?
Because it is symmetric in and . Two of the most important methods in this chapter, separation of variables and exactness, are stated most naturally in that form. Separation asks whether depends only on and only on ; exactness compares with . Neither question is easy to even ask in the form y' = f(x,y).
Are and uniquely determined by the equation?
No. Multiplying by any nonzero function produces a different pair with the same solution curves. Far from being a defect, this is the whole idea behind integrating factors: you choose to make the new pair satisfy the exactness test.
What happens where ?
The standard form y' = -M/N breaks down there, which usually signals a vertical tangent: the solution curve is still perfectly well behaved, but is not a function of near that point. Switching to often repairs the description, and this is one of the practical payoffs of the differential form.
Can an equation be first order and still not be of the form y' = f(x,y)?
Yes. Anything of degree higher than one in y', such as \left(y'\right)^2 = 4y, is first order but not in standard form. Solving for y' gives y' = \pm 2\sqrt{y}, two standard-form equations. Equations like this are also where singular solutions appear, since here solves the original equation but belongs to neither branch's general solution.