HCMC University of Technology Calculus 1

Dung Nguyen

Differential equations
 Outline I

1 First order differential equations

2 Second order differential equations

3 System of first order differential equations

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 First order differential equations Introduction

Models of Population Growth

dP
= kP
dt

t: time (the independent

variable)
P: the number of individuals
in the population (the
dependent variable)
k: the proportionality
constant

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 First order differential equations Introduction

Logistic differential equation

If the population levels off when it approaches its carrying
capacity M (or decreases toward M if it ever exceeds M ) then
dP  P
= kP 1 −
dt M

t: time (the independent

variable)
P: the number of individuals
in the population (the
dependent variable)
k: the proportionality
constant
M: maximum capacity

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 First order differential equations Introduction

A Model for the Motion of a Spring

Hooke’s Law:
restoring force = −kx
Newton’s Second Law:
force = mass × acceleration
Thus
d2x
m = −kx
dt2
or
d2x k
2
=− x
dt m

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 First order differential equations Introduction

1 First order differential equations

explicit: y ′ = f(x, y)
implicit: F(x, y, y ′ ) = 0
2 General solutions
explicit: y = ϕ(x)
implicit: ψ(x, y) = 0
3 Integral of equation = Graph (x, ϕ(x)) or ψ(x, y) = 0.
4 Cauchy problem = initial-value problem = (differential equation
+ initial condition)

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 First order differential equations Introduction

Example
1 Show that every member of the family of functions

1 + cet
y=
1 − cet
is a solution of the differential equation y ′ = 1
2 (y 2 − 1).

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 First order differential equations Introduction

Example
1 Show that every member of the family of functions

1 + cet
y=
1 − cet
is a solution of the differential equation y ′ = 1
2 (y 2 − 1).

2 Find a solution of the differential equation y ′ = 1

2 (y 2 − 1) that
satisfies the initial condition y(0) = 2.

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 First order differential equations Separable equations

Separable equations

y ′ (x) = F(x)G(y)
or
f(x)dx = g(y)dy
1
với f(x) = F(x) và g(x) = G(y) .

Integrate both sides of the above equations

Z Z
f(x)dx = g(y)dy

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 First order differential equations Separable equations

Example 3 - 3y 2 y ′ = 2x, y(0) = 1

General solution:
y 3 = x2 + C
A particular solution:

C = 1 =⇒ y 3 = x 2 + 1

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 First order differential equations Separable equations

Example 4 - xy ′ = y
y=0
y ̸= 0
dy dx y
= =⇒ = C ̸= 0
y x x
Conclusion: y = Cx for all C ∈ R.

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 First order differential equations Separable equations

Example 5 - y ′ = 3x 2 y, y(0) = 2
General solution
dy 3
= 3x 2 dx =⇒ y = C ex , C ̸= 0
y
A particular solution
3
C = 2 =⇒ y = 2 ex

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 First order differential equations Separable equations

Example 6 - y ′ − xy 2 = 2xy
General solution
dy y 2
= xdx =⇒ = C ex
y(y + 2) y+2

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 First order differential equations Separable equations

Example 7 - y ′ = (4x + y − 1)2

Change of variable:
u = 4x + y − 1
ODE becomes
du
u′ = u2 + 4 =⇒ = dx
u2 +4
General solution
1 u 4x + y − 1
arctan = x + C =⇒ arctan = 2x + C
2 2 2

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 First order differential equations Separable equations

In general
y ′ = f(ax + by + c)

Put u = ax + by + c.

=⇒ u′ = a + by ′
=⇒ u′ = a + bf(u)
du
=⇒ = dx
a + bf(u)

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 First order differential equations Separable equations

Example 8 - y ′ = 3y−3x−1
2y−2x
Change of variable
u=y−x
ODE becomes
3u − 1 u−1 udu dx
u′ = −1= ⇐⇒ =
2u 2u u−1 2
General solution
x
u + ln |u − 1| = +C
2

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 First order differential equations Separable equations

Example 9 - Application in Psychology

Psychologists interested in learning theory study learning curves.
A learning curve is the graph of a function P(t), the performance of
someone learning a skill as a function of the training time t. The
derivative dP/dt represents the rate at which performance improves.

1 When do you think P increases most rapidly? What happens to

dP/dt as t increases? Explain.
2 If M is the maximum level of performance of which the learner
is capable, explain why the differential equation
dP
= k(M − P) k a positive constant
dt
is a reasonable model for learning.
3 Make a rough sketch of a possible solution of this differetial
equation.

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 First order differential equations Separable equations

Example 10 - Application in Chemistry

In an elementary chemical reaction, single molecules of two
reactants A and B form a molecule of the product C : A + B → C.
The law of mass action states that the rate of reaction is
proportional to the product of the concentrations of A and B :
d[C]
= k[A][B]
dt
Thus, if the initial concentrations are [A] = a moles/L and [B] = b
moles/L and we write x = [C], then we have
dx
= k(a − x)(b − x)
dt

1 Assuming that a ̸= b, find x as a function of t. Use the fact

that the initial concentration of C is 0 .
2 Find x(t) assuming that a = b. How does this expression for x(t)
simplify if it is known that [C] = 21 a after 20 seconds?
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 First order differential equations Separable equations

Example 11 - Mixing Problems

A tank contains 20 kg of salt dissolved in 5000 L of water. Brine
that contains 0.03 kg of salt per liter of water enters the tank at
a rate of 25 L/min. The solution kept thoroughly mixed and drains
from the tank at the same rate. How much salt remain in the tank
after half an hour?

25 L/min
0.03 kg/L x(t)?

5000 L

x(0) = 20 kg 25 L/min

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 First order differential equations Separable equations

Example 15 - Integral equations

Rx
12 y(x) = 2 + 2 [t − ty(t)]dt

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 First order differential equations Separable equations

Example 15 - Integral equations

Rx
12 y(x) = 2 + 2 [t − ty(t)]dt

Rx dt
13 y(x) = 2 + 1 ty(t) , x>0

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 First order differential equations Separable equations

Example 15 - Integral equations

Rx
12 y(x) = 2 + 2 [t − ty(t)]dt

Rx dt
13 y(x) = 2 + 1 ty(t) , x>0

Rx p
14 y(x) = 4 + 0 2t y(t)dt

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 First order differential equations Change of variables

Linear differential equations

y ′ + p(x)y = q(x)

Put Z
f(x) = p(x)dx

Thus h i′
y ef(x) = y ′ ef(x) +yf ′ (x) ef(x)
= ef(x) y ′ + p(x)y
 

= ef(x) q(x)
Hence Z
f(x)
ye = ef(x) q(x)dx

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 First order differential equations Change of variables

Example 16 - xy ′ − y = x 3
General solution
x3
y= + Cx
2

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 First order differential equations Change of variables

Example 17 - y ′ − 2xy = 1 − 2x 2
General solution
2
y = x + C ex

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 First order differential equations Change of variables

Other differential equations

y 
y′ = f
x

y
Change of variable: u= or y = xu
x
=⇒ y ′ = u + xu′
=⇒ u + xu′ = f(u)
=⇒ xu′ = f(u) − u
du dx
=⇒ =
f(u) − u x

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 First order differential equations Change of variables

Example 18 - xyy ′ = x 2 − xy + y 2
ODE: y ′ = x
y −1+ y
x

y
Put u = x

=⇒ y ′ = u + xu′
1
=⇒ u + xu′ = − 1 + u
u
′ 1−u
=⇒ xu =
u
udu dx
=⇒ =
1−u x
General solution
u + ln |u − 1| = − ln |x| + C

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 First order differential equations Change of variables

Example 19 - (2x − 4y + 6) + (x + y − 3)y ′ = 0

ODE
−2x + 4y − 6
y′ =
x+y−3
Change of variable
x = u + 1, y =v +2
Thus
−2u + 4v
v′ =
u+v

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 First order differential equations Change of variables

Example 20 - y ′ (x + y) = y + 1
General solution
x = (y + 1) ln |y + 1| − 1 + C(y + 1)

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 First order differential equations Change of variables

Example 21 - Application to Electric Circuits

An electric motive force (usually a battery or generator) produces
a voltage of E(t) volts (V) and current of I(t) amperes (A) at time
t.

I R

+
E(t) C
−
L

The circuit also contains

a resistor with a resistance of R ohms (Ω).
an inductor with an inductance of L henries (H).
a conductor with a capacitance of C farads (F).
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 First order differential equations Change of variables

Example 22 - Application to Electric Circuits

An electric motive force (usually a battery or generator) produces
a voltage of E(t) volts (V) and current of I(t) amperes (A) at time
t. The circuit also contains
a resistor with a resistance of R ohms (Ω).
an inductor with an inductance of L henries (H).
a conductor with a capacitance of C farads (F).
Notice that
The drop in voltage due to the resistor: RI.
Q dQ
The drop in voltage due to the conductor: with I =
C dt
The voltage drop due the inductor: L(dI/dt).
The Kirchhoff’s law
Q dI
RI + +L = E(t).
C dt

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 Second order differential equations

Solution of the ode

ay ′′ + by ′ + cy = f(x)
Structure
y=y
e+y
where
y
e is the general solution of homogeneous ODE.

ay ′′ + by ′ + cy = 0

y is a particular solution of the non-homogeneous ODE

ay ′′ + by ′ + cy = f(x)

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 Second order differential equations

General solution of ODE

ay ′′ + by ′ + cy = 0
Characteristic equation
aλ2 + bλ + c = 0 (2.1)

If(2.1) has two distinct solutions λ1 and λ2 then

e = c1 eλ1 x +c2 eλ2 x

y

If (2.1) has a unique solution λ then

e = c1 eλ1 x +c2 x eλ2 x

y

If (2.1) has two distinct complex solutions λ1 = α + βi and

λ2 = α − βi then
e = c1 e−λ1 x +c2 e−λ2 x
y
or
e = c1 eαx cos(βx) + c2 eαx sin(βx)
y
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 Second order differential equations

Example 23 - y ′′ − 3y ′ − 4y = 0

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 Second order differential equations

Example 24 - y ′′ − 2y ′ + 5y = 0

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 Second order differential equations

A particular solution of ODE ay ′′ + by ′ + cy = f(x)

with f(x) = eαx Pn (x)
Charactersistic equation
aλ2 + bλ + c = 0 (2.2)

If α is not a root of (2.2) then

y = eαx Rn (x)
If α is one of two distinct roots of (2.2) then
y = x eαx Rn (x)
If α is a 2-times repeated root of (2.2) then
y = x 2 eαx Rn (x)
In conclusion, if α is an m-times repeated root of (2.2) then
y = x m eαx Rn (x)
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 Second order differential equations

A particular solution of ODE ay ′′ + by ′ + cy = f(x)

with f(x) = eαx [Pn (x) cos(βx) + Qn (x) sin(βx)]
Characteristic equation
aλ2 + bλ + c = 0 (2.3)
If α + βi is not a solution of (2.3) then

y = eαx [Rn (x) cos(βx) + Sn (x) sin(βx)]

If α + βi is one of distinct roots of (2.3) then

y = x eαx [Rn (x) cos(βx) + Sn (x) sin(βx)]

if α + βi is a 2-times repeated root of (2.3) then

y = x 2 eαx [Rn (x) cos(βx) + Sn (x) sin(βx)]

In conclusion, if α + βi is an m-times repeated root then

y = x m eαx [Rn (x) cos(βx) + Sn (x) sin(βx)]

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 Second order differential equations

Example 25 - y ′′ + y = x 2 + x

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 Second order differential equations

Example 26 - y ′′ + y = x − 2

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 Second order differential equations

Example 27 - y ′′ − y ′ − 2y = (x − 2) e−x

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 Second order differential equations

Example 28 - y ′′ − y = x sin x

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 Second order differential equations

Example 29 - y ′′ + 4y ′ + 4y = e−2x + sin x

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 System of first order differential equations

The predator-prey equations (The Lotka-Volter equations)

dR dW
= kR − aRW and = −rW + bRW
dt dt
where
k, r, a, and b are positive constants.
R(t): the number of rabbits (preys) at time t.
W (t): the number of wolves (predators) at time t.

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 System of first order differential equations

The predator-prey equations (The Lotka-Volter equations)

dR dW
= kR − aRW and = −rW + bRW
dt dt
where
k, r, a, and b are positive constants.
R(t): the number of rabbits (preys) at time t.
W (t): the number of wolves (predators) at time t.

In general
x ′ = a1 x + b1 y ′ + f(x)
y ′ = a2 x + b2 y ′ + g(x)
Substitution method
Compute y ′′ from one equation.
Substitute the other equation to the obtained equation.

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 System of first order differential equations

Example
30 Solve
x ′ = 3x + y + et
y ′ = 2x + 4y + t

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 System of first order differential equations

Example
30 Solve
x ′ = 3x + y + et
y ′ = 2x + 4y + t

31 Solve
x ′ = 2y + et
y ′ = −x + 3y − et

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 System of first order differential equations

Example
Suppose that populations of rabbits and wolves are described by the
Lotka-Volterra equations 1 with k = 0.08, a = 0.001, r = 0.02, and
b = 0.00002. The time t is measured in months.
a Find the constant solutions (called the equilibrium solutions)
and interpret the answer.
b Use the system of differential equations to find an expression
for dW /dR.
c Draw a direction field for the resulting differential equation
in the RW -plane. Then use that direction field to sketch some
solution curves.
d Suppose that, at some point in time, there are 1000 rabbits and
40 wolves. Draw the corresponding solution curve and use it to
describe the changes in both population level
e Use part (d) to make sketches of R and W as functions of t.

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 System of first order differential equations

Example 32 - Brine Tank Cascade

2 L/min

Let brine tanks A and B be given

of volumes 40, 60, respectively.
It is supposed that fluid en-
ters tank A at rate 2 L/min, 1 L/min
drains from A to B at rate
3 L/min, drains from B to A at
rate 1 L/min, then drains from
tank B at rate 2 L/min. Uniform 3 L/min
stirring each tank is assumed,
which implies uniform salt con- Tank A Tank B
centration throughout each tank.
Compute the the amount of salt at
time t in each tank.

2 L/min
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 System of first order differential equations

Example 33 - Irregular Heartbeats and Lidocaine

The human malady of ventricular arrhythmia or irregular heartbeat
is treated clinically using the drug lidocaine. A differential
equation model for the dynamics of the drug therapy uses
x(t): amount of lidocaine in the bloodstream,
y(t): amount of lidocaine in body tissue.
A typical set of equations, valid for a special body weight only,
appears below
x ′ (t) = −0.09x(t) + 0.038y(t)
y ′ (t) = 0.066x(t) − 0.038y(t).

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 System of first order differential equations

Example 34 - Forecasting Prices

A cosmetics manufacturer has a marketing policy based upon the
price x(t) of its salon shampoo. The production P(t) and the sales
S(t) are given in terms of the price x(t) and the change in price
x ′ (t) by the equations
P(t) = 4 − 43 x(t) − 8x ′ (t) (Production),
S(t) = 15 − 4x(t) − 2x ′ (t) (Sales).
The differential equations for the price x(t) & inventory level I(t)
x ′ (t) = k (I(t) − I0 ) ,
I ′ (t) = P(t) − S(t).
The inventory level I0 = 50 represents the desired level. The
equations can be written in terms of x(t), I(t) as follows.
x ′ (t) = kI(t) − kI0 ,
13
I ′ (t) = x(t) − 6kI(t) + 6kI0 − 11.
4
For instance, k = 1, x(0) = 10 and I(0) = 7.
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