1.2.

LINEAR VARIABLE COEFFICIENT EQUATIONS 19

so we conclude that Z t
y(t) = y0 eÂ(t) + eÂ(t) e−Â(s) b(s) ds.
t0

Once we rename the particular primitive  simply by A, we establish the Theorem. 

We solve the next Example following the main steps in the proof of Theorem 1.2.3
above.

Example 1.2.5. Find the function y solution of the initial value problem
ty 0 + 2y = 4t2 , t > 0, y(1) = 2.

Solution: In Example 1.2.4 we computed the general solution of the differential equation,
c
y(t) = 2 + t2 , c ∈ R.
t
The initial condition implies that
1
2 = y(1) = c + 1 ⇒ c = 1 ⇒ y(t) = 2 + t2 .
t
C

Example 1.2.6. Find the solution of the problem given in Example 1.2.5, but this time
using the results of Theorem 1.2.3.
Solution: We find the solution simply by using Eq. (1.2.10). First, find the integrating
factor function µ as follows:
Z t
2
ds = −2 ln(t) − ln(1) = −2 ln(t) ⇒ A(t) = ln(t−2 ).
 
A(t) = −
1 s
The integrating factor is µ(t) = e−A(t) , that is,
−2 2
µ(t) = e− ln(t )
= eln(t )
⇒ µ(t) = t2 .
Note that Eq. (1.2.10) contains eA(t) = 1/µ(t). Then, compute the solution as follows,
Z t
1 
y(t) = 2 2 + s2 4s ds
t 1

1 t 3
Z
2
= 2+ 2 4s ds
t t 1
2 1
= 2 + 2 (t4 − 1)
t t
2 1 1
= 2 + t2 − 2 ⇒ y(t) = 2 + t2 .
t t t
C

1.2.4. The Bernoulli Equation. In 1696 Jacob Bernoulli solved what is now known
as the Bernoulli differential equation. This is a first order nonlinear differential equation.
The following year Leibniz solved this equation by transforming it into a linear equation.
We now explain Leibniz’s idea in more detail.

Definition 1.2.4. The Bernoulli equation is

y 0 = p(t) y + q(t) y n . (1.2.11)
where p, q are given functions and n ∈ R.
20 1. FIRST ORDER EQUATIONS

Remarks:
(a) For n 6= 0, 1 the equation is nonlinear.
(b) If n = 2 we get the logistic equation, (we’ll study it in a later chapter),
 y
y 0 = ry 1 − .
K
(c) This is not the Bernoulli equation from fluid dynamics.

The Bernoulli equation is special in the following sense: it is a nonlinear equation that
can be transformed into a linear equation.

Theorem 1.2.5 (Bernoulli). The function y is a solution of the Bernoulli equation

y 0 = p(t) y + q(t) y n , n 6= 1,
iff the function v = 1/y (n−1) is solution of the linear differential equation
v 0 = −(n − 1)p(t) v − (n − 1)q(t).

Remark: This result summarizes Laplace’s idea to solve the Bernoulli equation. To trans-
form the Bernoulli equation for y, which is nonlinear, into a linear equation for v = 1/y (n−1) .
One then solves the linear equation for v using the integrating factor method. The last step
is to transform back to y = (1/v)1/(n−1) .
Proof of Theorem 1.2.5: Divide the Bernoulli equation by y n ,
y0 p(t)
= n−1 + q(t).
yn y
Introduce the new unknown v = y −(n−1) and compute its derivative,
0 v 0 (t) y 0 (t)
v 0 = y −(n−1) = −(n − 1)y −n y 0 ⇒ −

= n .
(n − 1) y (t)
If we substitute v and this last equation into the Bernoulli equation we get
v0
− = p(t) v + q(t) ⇒ v 0 = −(n − 1)p(t) v − (n − 1)q(t).
(n − 1)
This establishes the Theorem. 

Example 1.2.7. Find every nonzero solution of the differential equation

y0 = y + 2 y5 .

Solution: This is a Bernoulli equation for n = 5. Divide the equation by y 5 ,

y0 1
= 4 + 2.
y5 y
Introduce the function v = 1/y 4 and its derivative v 0 = −4(y 0 /y 5 ), into the differential
equation above,
v0
− = v + 2 ⇒ v 0 = −4 v − 8 ⇒ v 0 + 4 v = −8.
4
The last equation is a linear differential equation for the function v. This equation can be
solved using the integrating factor method. Multiply the equation by µ(t) = e4t , then

0 8
e4t v = −8 e4t ⇒ e4t v = − e4t + c.
4
 1.2. LINEAR VARIABLE COEFFICIENT EQUATIONS 21

We obtain that v = c e−4t − 2. Since v = 1/y 4 ,

1 1
= c e−4t − 2 ⇒ y(t) = ±
1/4 .
y4 c e−4t −2
C

Example 1.2.8. Given any constants a0 , b0 , find every solution of the differential equation
y 0 = a0 y + b0 y 3 .

Solution: This is a Bernoulli equation with n = 3. Divide the equation by y 3 ,

y0 a0
= 2 + b0 .
y3 y
Introduce the function v = 1/y 2 and its derivative v 0 = −2(y 0 /y 3 ), into the differential
equation above,
v0
− = a0 v + b0 ⇒ v 0 = −2a0 v − 2b0 ⇒ v 0 + 2a0 v = −2b0 .
2
The last equation is a linear differential equation for v. This equation can be solved using
the integrating factor method. Multiply the equation by µ(t) = e2a0 t ,

0 b0
e2a0 t v = −2b0 e2a0 t ⇒ e2a0 t v = − e2a0 t + c
a0
b0
We obtain that v = c e−2a0 t − . Since v = 1/y 2 ,
a0
1 b0 1
= c e−2a0 t − ⇒ y(t) = ± .
y2 a0 c e−2a0 t − b0 1/2


a0
C

Example 1.2.9. Find every solution of the equation t y 0 = 3y + t5 y 1/3 .

Solution: Rewrite the differential equation as
3
y0 = y + t4 y 1/3 .
t
This is a Bernoulli equation for n = 1/3. Divide the equation by y 1/3 ,
y0 3
= y 2/3 + t4 .
y 1/3 t
Define the new unknown function v = 1/y (n−1) , that is, v = y 2/3 , compute is derivative,
2 y0
v0 = , and introduce them in the differential equation,
3 y 1/3
3 0 3 2 2
v = v + t4 ⇒ v 0 − v = t4 .
2 t t 3
This is a linear equation for v. Integrate this equation using the integrating factor method.
To compute the integrating factor we need to find
Z
2
A(t) = dt = 2 ln(t) = ln(t2 ).
t