NON-LINEAR FIRST

ORDER DIFERENTIAL
EQUATIONS

PRESENTED BY:
AHSAN ALI
08-EE-50
NON-LINEAR FIRST ORDER
DIFERENTIAL EQUATIONS
DEFINITION:-
Any differential equation is said to be non-
linear if:-
1.The dependent variable y and its
derivative are all not of degree one.
2.Products of y or its derivative appear
3.Transcendental function of y or its
derivative appear
FOR EXAMPLE
The equation
3 2
d y x d y dy 3
3
+ 2e 2
+y =x
dx dx dx
dy
y
Is not linear because of the term
dx
Similarly, the equation
3
2
 dy  d y 2
 2
  =
 2
+ y 

 dx   dx 
is also non linear because of degree 3
Other examples are

2 2
d y dy 
2
+xy   =0
dx  dx 
3
 dy   2 2
d y2

1 +   = 2

  dx  
 dx
GENERAL EQUATION OF
NON –LINEAR
DIFFERENTIAL EQUATIONS

A first order non-linear differential

equation in dependent variable y and
independent variable t can be written in
the form:

dy
= f (t , y ), y (t0 ) = y0
dx
DIFFERENCES BETWEEN
LINEAR AND NON-LINEAR
DIFFERENTIAL EQUATIONS
FORM
Linear differential equation has the form

y ′ + p ( t ) y = g ( t ) , y ( t 0 ) = y0
While non linear has the form

dy
= f (t , y ), y (t0 ) = y0
dx
Methods of Solution:-
In case of linear equation the
method of solution is by integrating
factor. If non linear differential
equations is separable separate
Explicit solution:-
There is always a way to
solve for y explicitly in case of linear
equations. In non linear equations it
may not be possible to solve for y
explicitly
Completeness of solution:-
In linear equations, all solutions can be
generated by varying a constant in a
single expression. In non-linear equation,
a general solution may be obtained in the
form of a algebraic expression, but even
then it is possible that not all the
solutions may be produced by varying the
constant
Discontinuity:-
In linear equations solution can only be
discontinuous if p and g are
discontinuous.
Even then it may exist even at points
where either p or g are discontinuous.
∂f
Non-linear equations can be
∂ y
discontinuous at points other than where
f& are discontinuous. Moreover,
there may be nothing in the differential
equation that indicates where these
additional discontinuities exist
Weaker results:-
In non-linear differential
equations if f is continuous then a
solution exists, but I may not be unique
Theorems:-
For linear equations
“If p and g are continuous on an open interval
I:α<t<β containing the point t0 then there
exists a unique function y=φ(t) that satisfies
the differential equation for each t in I and
that also satisfies the initial condition”
For non-linear equation
“If f and are containing in the same
∂
f
Rectangle α<t<β,γ<y<δ
∂
y containing the point
(to, y0) the some interval to-h<t<t0+h
contained in the α<t<β there is a unique
solution y=φ(t) of the initial value problem”
EXAMPLES AND
SOLUTIONS
Example no. 1
Consider the equation:

dy 3 x + 4 x + 2
2
= , y (0) = −1
dx 2( y − 1)
The functions f and are given as
∂f
∂y
3x + 4 x + 2 ∂ f
2
3x + 4 x + 2
2
f ( x, y ) = , ( x, y ) = − ,
2( y − 1) ∂y 2( y − 1)
2
And are continuous except on the line y=1
∂f
thus we can draw an open rectangle
about (0,-1) on which f and ∂y
are
continuous. Graphically shown below
Suppose we change the initial condition
y(0)=1 solving the new initial value
problem we obtain
y = 1± x + 2x + 2x , x > 0
3 2

Thus the solution is not unique but exists

EXAMPLE NO. 2
Consider the equation
y ′ = y , y ( 0) = 0
1/ 3
( t ≥ 0)
 ∂f
The function f and are given as:
∂y
∂f 1 −2/ 3
f (t , y ) = y , (t , y ) = y
1/ 3

∂y 3
∂f but
Hence f is continuous everywhere
∂y
does not exist at y=o thus solution exists
but is not unique separating variables and
then solving
3/ 2
− 1/ 3 3 2/3 2 
y dy= dt ⇒ y = t + c ⇒ y = ± t , t ≥ 0
2 3 
If the initial condition is not on t-axis then we
can ‘t guarantee the uniqueness and
existence
APPLICATIONS
Applications of non-linear homogenous
equations are :-
1.Determining the motion of projectile,
rocket, satellite or planet
2.Finding the charge or current in an
electric circuit
3.Study of chemical reactions
4.Determination of curves with given
properties
Question no 15 Book page no. 47 EX#1.7

Show that
1
RI + ∫ Idt = E ( t )
C
Can also be written as

dQ 1
R + Q = E( ) t
dt C
Solve the equation when E(t)=0 assuming
Q(0)=Q0
Solution:-

Since
dQ
I=
Therefore , dt

dQ 1
R + (I ×t =) E ……….(proved)
t( )
Now, dt C
dQ 1
R + Q = E t( )
dt C
E (t ) = 0...............Given
 dQ 1
R + Q= 0
dt C
dQ 1
R =− Q
dt C
dQ 1
=− Q
dt RC
1
dQ =− Qdt
RC
 1 1
dQ =− dt
Q RC
1 1
∫ Q dQ =− ∫ RC dt
t
ln ( Q ) =− + c
RC
t
− + c
Q =e RC

t
−
Q =ce RC
When t=0 ,Q=Q0

Q0 = c
t
−
Q = Q0 e RC