2

First-Order Differential Equations

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 Solution Curves Without a
2.1 Solution

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Solution Curves Without a Solution (1 of 1)

Introduction
Let us imagine for the moment that we have in front of us a
first-order differential equation dy∕ dx = f(x, y), and that we
can neither find a solution nor invent a method for solving it
analytically.

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 2.1.1 Direction Fields

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2.1.1 Direction Fields (1 of 6)

Some Fundamental Questions

A derivative dy ∕ dx of a differentiable function y = y(x) gives slopes of tangent
lines at points on its graph.
Slope
Because a solution y = y(x) of a first-order differential equation

is necessarily a differentiable function on its interval I of definition, it must also

be continuous on I.

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2.1.1 Direction Fields (2 of 6)
Thus the corresponding solution curve on I must have no breaks and
must possess a tangent line at each point (x, y(x)). The function f in the
normal form (1) is called the slope function or rate function.

Now suppose that (x, y) represents any point in a region of the xy-plane
over which the function f is defined. The value f(x, y) that the function f
assigns to the point represents the slope of a line or, as we shall
envision it, a line segment called a lineal element.

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2.1.1 Direction Fields (3 of 6)
For example, consider the equation dy ∕ dx = 0.2xy, where f(x, y) = 0.2xy. At, say,
the point (2, 3) the slope of a lineal element is f (2, 3) = 0.2(2)(3) = 1.2. Figure (a)
shows a line segment with slope 1.2 passing through (2, 3).

A solution curve is tangent to lineal element at (2, 3)

Figure 2.1.1

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2.1.1 Direction Fields (4 of 6)
As shown in figure (b), if a solution curve also
passes through the point (2, 3), it does so
tangent to this line segment; in other words,
the lineal element is a miniature tangent line
at that point.

A solution curve is tangent to lineal element at (2, 3)

Figure 2.1.1

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2.1.1 Direction Fields (5 of 6)
Direction Field
If we systematically evaluate f over a rectangular grid of points in the xy-plane
and draw a line element at each point (x, y) of the grid with slope f(x, y), then the
collection of all these line elements is called a direction field or a slope field of
the differential equation dy ∕ dx = f(x, y).

A single solution curve that passes through a direction field must follow the flow
pattern of the field; it is tangent to a lineal element when it intersects a point in
the grid.

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2.1.1 Direction Fields (6 of 6)
Figure shows a computer-generated direction field of the differential equation
dy ∕ dx = sin(x + y) over a region of the xy-plane. Note how the three solution
curves shown in color follow the flow of the field.

Solution curves following flow of a direction field

Figure 2.1.2

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Example 1 – Direction Field (1 of 5)
The direction field for the differential
equation dy ∕ dx = 0.2xy shown in figure (a)
was obtained by using computer software in
which a 5 × 5 grid of points (mh, nh), m and
n integers, was defined by letting −5 ≤ m ≤
5, −5 ≤ n ≤ 5, and h = 1.

Figure 2.1.3

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Example 1 – Direction Field (2 of 5)
Notice in Figure 2.1.3(a) that at any point along the x-axis (y = 0) and the y-axis
(x = 0), the slopes are f(x, 0) = 0 and f(0, y) = 0, respectively, so the lineal
elements are horizontal.

Moreover, observe in the first quadrant that for a fixed value of x the values of
f(x, y) = 0.2xy increase as y increases; similarly, for a fixed y the values of
f(x, y) = 0.2xy increase as x increases.

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Example 1 – Direction Field (3 of 5)

In the second quadrant, |𝑓(𝑥, 𝑦)| increases as |x| and y increase, so

the lineal elements again become almost vertical but this time have
negative slope (f(x, y) = 0.2xy < 0 for x < 0, y > 0).

Reading from left to right, imagine a solution curve that starts at a

point in the second quadrant, moves steeply downward, becomes
flat as it passes through the y-axis, and then, as it enters the first
quadrant, moves steeply upward—in other words, its shape would
be concave upward and similar to a horseshoe.

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Example 1 – Direction Field (4 of 5)
From this it could be surmised that 𝑦 → ∞ as 𝑥 → ± ∞ . Now in the third and
fourth quadrants, since f(x, y) = 0.2xy > 0 and f(x, y) = 0.2xy < 0, respectively,
the situation is reversed: A solution curve increases and then decreases as we
move from left to right.

0.1𝑥 2
𝑦 =𝑒 is an explicit solution of the differential equation dy ∕ dx = 0.2xy; one-
0.1𝑥 2
parameter family of solutions of the same equation is given by 𝑦 = 𝑐𝑒

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Example 1 – Direction Field (5 of 5)
For purposes of comparison with figure (a) some representative graphs
of members of this family are shown in figure (b).

Figure 2.1.3

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2.1.2 Autonomous First-Order DEs

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2.1.2 Autonomous First-Order DEs (1 of 25)

Autonomous First-Order DEs

An ordinary differential equation in which the independent variable does not
appear explicitly is said to be autonomous. If the symbol x denotes the
independent variable, then an autonomous first-order differential equation
can be written as f(y, y ′) = 0 or in normal form as

We shall assume throughout that the function f in (2) and its derivative f ′ are
continuous functions of y on some interval I.

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2.1.2 Autonomous First-Order DEs (2 of 25)

The first-order equations

are autonomous and nonautonomous, respectively.

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2.1.2 Autonomous First-Order DEs (3 of 25)

Symbols other than y and x are routinely used to represent the dependent
and independent variables. For example, if t represents time then inspection
of

𝑑𝐴 𝑑𝑥 𝑑𝑇 𝑑𝐴
= 𝑘𝐴, = 𝑘𝑥 𝑛 + 1 − 𝑥 , = 𝑘 𝑇 − 𝑇𝑚 , =6
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑑𝑡

where k, n, and T m are constants, shows that each equation is time

independent. Indeed, all of the first-order differential equations are time
independent and so are autonomous.

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2.1.2 Autonomous First-Order DEs (4 of 25)

Critical Points
The zeros of the function f in (2) are of special importance. We say that a real
number c is a critical point of the autonomous differential equation (2) if it is a
zero of f—that is, f(c) = 0.

A critical point is also called an equilibrium point or stationary point. Now

observe that if we substitute the constant function y(x) = c into (2), then both
sides of the equation are zero.

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2.1.2 Autonomous First-Order DEs (5 of 25)

This means:

If c is a critical point of (2), then y(x) = c is a constant

solution of the autonomous differential equation.

A constant solution y(x) = c of (2) is called an equilibrium

solution; equilibria are the only constant solutions of (2).

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Example 3 – An Autonomous DE (1 of 3)
The differential equation

𝑑𝑃
where a and b are positive constants, has the normal form = 𝑓(𝑃), which is (2)
𝑑𝑡
with t and P playing the parts of x and y, respectively, and hence is autonomous.

From f(P) = P(a − bP) = 0 we see that 0 and a ∕ b are critical points of the
equation, so the equilibrium solutions are P(t) = 0 and P(t) = a ∕ b.

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Example 3 – An Autonomous DE (2 of 3)
By putting the critical points on a vertical line, we divide the line into three
intervals defined by

The arrows on the line shown in figure indicate the

algebraic sign of f(P) = P(a − bP) on these intervals
and whether a nonconstant solution P(t) is increasing
or decreasing on an interval.

Figure 2.1.5

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Example 3 – An Autonomous DE (3 of 3)
The following table explains the figure.

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2.1.2 Autonomous First-Order DEs (6 of 25)

Figure 2.1.5 is called a one-dimensional phase portrait, or simply phase

𝑑𝑃
portrait, of the differential equation = 𝑃(𝑎 − 𝑏𝑃). The vertical line is called a
𝑑𝑡
phase line.

Solution Curves
Without solving an autonomous differential equation, we can usually say a
great deal about its solution curves. Since the function f in (2) is independent of
the variable x, we may consider f defined for −∞ < 𝑥 < ∞ or for 0 ≤ 𝑥 < ∞.

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2.1.2 Autonomous First-Order DEs (7 of 25)
Also, since f and its derivative f ′ are continuous
functions of y on some interval I of the y-axis, the
fundamental results of Theorem 1.2.1 hold in some
horizontal strip or region R in the xy-plane
corresponding to I, and so through any point (x0,
y0) in R there passes only one solution curve of (2).
See figure (a).

Lines y(x) = c1 and y(x) = c2 partition R into

three horizontal subregions
Figure 2.1.6

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2.1.2 Autonomous First-Order DEs (8 of 25)

For the sake of discussion, let us suppose that (2)

possesses exactly two critical points c1 and c2 and
that c1 < c2. The graphs of the equilibrium solutions
y(x) = c1 and y(x) = c2 are horizontal lines, and these
lines partition the region R into three subregions R1,
R2, and R3, as illustrated in figure (b).

Lines y(x) = c1 and y(x) = c2 partition R

into three horizontal subregions

Figure 2.1.6

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2.1.2 Autonomous First-Order DEs (9 of 25)

Without proof here are some conclusions that we can draw about a nonconstant
solution y(x) of (2):
• If (x0, y0) is in a subregion Ri, i = 1, 2, 3, and y(x) is a solution whose graph
passes through this point, then y(x) remains in the subregion Ri for all x. As
illustrated in Figure 2.1.6(b), the solution y(x) in R2 is bounded below by c1 and
above by c2, that is, c1 < y(x) < c2 for all x.

The solution curve stays within R2 for all x because the graph of a nonconstant
solution of (2) cannot cross the graph of either equilibrium solution y(x) = c1 or
y(x) = c2.

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2.1.2 Autonomous First-Order DEs (10 of 25)

• By continuity of f we must then have either f(y) > 0 or f(y) < 0 for all x in a
subregion Ri, i = 1, 2, 3. In other words, f(y) cannot change signs in a
subregion.

• Since dy ∕ dx = f (y(x)) is either positive or negative in a subregion Ri, i = 1, 2,

3, a solution y(x) is strictly monotonic—that is, y(x) is either increasing or
decreasing in the subregion Ri. Therefore y(x) cannot be oscillatory, nor can it
have a relative extremum (maximum or minimum).

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2.1.2 Autonomous First-Order DEs (11 of 25)

• If y(x) is bounded above by a critical point c1 (as in subregion R1

where y(x) < c1 for all x), then the graph of y(x) must approach the
graph of the equilibrium solution y(x) = c1 either as 𝑥 → ∞ or as
𝑥 → −∞.
• If y(x) is bounded—that is, bounded above and below by two
consecutive critical points (as in subregion R2 where c1 < y(x) < c2
for all x)—then the graph of y(x) must approach the graphs of the
equilibrium solutions y(x) = c1 and y(x) = c2, one as𝑥 → ∞ and the
other as 𝑥 → −∞

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2.1.2 Autonomous First-Order DEs (12 of 25)

If y(x) is bounded below by a critical point (as in subregion

R3 where c2 < y(x) for all x), then the graph of y(x) must
approach the graph of the equilibrium solution y(x) = c2
either as 𝑥 → ∞ or as 𝑥 → −∞

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Example 5 – Solution Curves of an Autonomous DE (1 of 4)

The autonomous equation 𝑑𝑦/𝑑𝑥 = 𝑦 − 1 2 possesses the single

critical point 1. From the phase portrait in figure (a) we conclude
that a solution y(x) is an increasing function in the subregions
defined by −∞ < 𝑦 < 1 and 1 < 𝑦 < ∞ where −∞ < 𝑥 < ∞

Figure 2.1.8

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Example 5 – Solution Curves of an Autonomous DE (2 of 4)

For an initial condition y(0) = y0 < 1, a solution y(x) is increasing and bounded
above by 1, and so 𝑦 𝑥 → 1 as 𝑥 → 1; for y(0) = y0 > 1 a solution y(x) is
increasing and unbounded.

Now 𝑦 𝑥 = 1 − 1Τ 𝑥 + 𝑐 is a one-parameter family of solutions of the

differential equation. A given initial condition determines a value for c. For the
initial conditions, say, y(0) = −1 < 1 and y(0) = 2 > 1, we find, in turn, that
1 1
𝑦 𝑥 = 1 − 1, and 𝑦(𝑥) = 1 −
𝑥+ 𝑥−1
2

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Example 5 – Solution Curves of an Autonomous DE (3 of 4)

As shown in figures (b) and (c), the graph of each of these

rational functions possesses a vertical asymptote.

Figure 2.1.8

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Example 5 – Solution Curves of an Autonomous DE (4 of 4)

𝑑𝑦 𝑑𝑦
= 𝑦 − 1 2 , 𝑦 0 = −1 and = 𝑦 − 1 2, 𝑦 0 = 2
𝑑𝑥 𝑑𝑥
are defined on special intervals. The two solutions are, respectively,
1 1 1
𝑦 𝑥 = 1− 1, −2 < 𝑥 < ∞ and 𝑦 𝑥 = 1 − 𝑥−1 , −∞ < 𝑥 < 1
𝑥+
2

∞ The solution curves are the portions of the graphs in Figures 2.1.8(b)
and 2.1.8(c) shown in blue. As predicted by the phase portrait, for the
solution curve in Figure 2.1.8(b), 𝑦 𝑥 → 1 as 𝑥 → ∞; for the solution curve
in Figure 2.1.8(c), 𝑦 𝑥 → ∞as 𝑥 →1 from the left.

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2.1.2 Autonomous First-Order DEs (13 of 25)

Attractors and Repellers

Suppose that y(x) is a nonconstant solution of the autonomous differential
equation given in (1) and that c is a critical point of the DE.

There are basically three types of behavior that y(x) can exhibit near c.

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2.1.2 Autonomous First-Order DEs (14 of 25)
In figure we have placed c on four
vertical phase lines. When both
arrowheads on either side of the
dot labeled c point toward c, as in
figure (a), all solutions y(x) of (1)
that start from an initial point (x0,
y0) sufficiently near c exhibit the
asymptotic behavior lim 𝑦 𝑥 = 𝑐
𝑥→∞

Critical point c is an attractor in (a)

Figure 2.1.9

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2.1.2 Autonomous First-Order DEs (15 of 25)

For this reason the critical point c is said to be asymptotically stable.

Using a physical analogy, a solution that starts near c is like a charged

particle that, over time, is drawn to a particle of opposite charge, and so
c is also referred to as an attractor.

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2.1.2 Autonomous First-Order DEs (16 of 25)

When both arrowheads on either side of the

dot labelled c point away from c, as in figure
(b), all solutions y(x) of (1) that start from an
initial point (x0, y0) move away from c as x
increases. In this case the critical point c is
said to be unstable. An unstable critical
point is also called a repeller, for obvious
reasons.

Critical point c is a repeller in (b)

Figure 2.1.9

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2.1.2 Autonomous First-Order DEs (17 of 25)

The critical point c illustrated in figures (c) and (d) is

neither an attractor nor a repeller. But since c
exhibits characteristics of both an attractor and a
repeller—that is, a solution starting from an initial
point (x0, y0) sufficiently near c is attracted to c from
one side and repelled from the other side—we say
that the critical point c is semi-stable.

Critical point c is semi-stable in (c) and (d)

Figure 2.1.9

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2.1.2 Autonomous First-Order DEs (18 of 25)

Autonomous DEs and Direction Fields

If a first-order differential equation is autonomous, then we see from the right-
hand side of its normal form dy ∕ dx = f(y) that slopes of lineal elements through
points in the rectangular grid used to construct a direction field for the DE
depend solely on the y-coordinate of the points.

Put another way, lineal elements passing through points on any horizontal line
must all have the same slope and therefore are parallel; slopes of lineal
elements along any vertical line will, of course, vary.

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2.1.2 Autonomous First-Order DEs (19 of 25)

These facts are apparent from

inspection of the horizontal
yellow strip and vertical blue
strip in figure.

Direction field for an autonomous DE

Figure 2.1.10

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2.1.2 Autonomous First-Order DEs (20 of 25)

The figure exhibits a direction field for the autonomous equation dy ∕ dx = 2(y − 1).

The red lineal elements in Figure 2.1.10 have zero slope because they lie along
the graph of the equilibrium solution y = 1.

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2.1.2 Autonomous First-Order DEs (21 of 25)

Translation Property
The graph of a function y = f(x − k), where k is a constant, is the graph of
y = f(x) rigidly translated or shifted horizontally along the x-axis by an
amount the translation is to the right if k > 0 and to the left if k < 0.

It turns out that under the conditions stipulated for (2), solution curves of
an autonomous first-order DE are related by the concept of translation.

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2.1.2 Autonomous First-Order DEs (22 of 25)

Let’s consider the differential equation dy ∕ dx = y(3 − y).

Because y = 0 and y = 3 are equilibrium solutions of the DE, their

graphs divide the xy-plane into three subregions R1, R2, and R3:

𝑅1 : −∞ < 𝑦 < 0, 𝑅2 : 0 < 𝑦 < 3, 𝑎𝑛𝑑 𝑅3 : 3<𝑦<∞

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2.1.2 Autonomous First-Order DEs (23 of 25)

In figure we have superimposed

on a direction field of the DE six
solutions curves.

Translated solution curves of an autonomous DE

Figure 2.1.11

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2.1.2 Autonomous First-Order DEs (24 of 25)

The figure illustrates that all solution curves of the same color, that is, solution
curves lying within a particular subregion Ri, look alike. This is no coincidence
but is a natural consequence of the fact that lineal elements passing through
points on any horizontal line are parallel. That said, the following translation
property of an autonomous DE should make sense:

If y(x) is a solution of an autonomous differential equation dy ∕ dx = f(y), then

y1(x) = y(x − k), k a constant, is also a solution.

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2.1.2 Autonomous First-Order DEs (25 of 25)

Thus, if y(x) is a solution of the initial-value problem dy ∕ dx = f(y), y(0) = y0,

then y1(x) = y(x − x0) is a solution of the IVP dy∕ dx = f(y), y(x0) = y0. For
example, it is easy to verify that 𝑦 𝑥 = 𝑒 𝑥 , −∞ < 𝑥 < ∞, is a solution of the
IVP dy∕ dx = y, y(0) = 1 and so a solution y1(x) of, say, dy∕ dx = y, y(5) = 1 is
𝑦 𝑥 = 𝑒 𝑥 translated 5 units to the right:

𝑦1 𝑥 = 𝑦 𝑥 − 5 = 𝑒 𝑥−5 , −∞ < 𝑥 < ∞

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