DIFFERENTIAL EQUATIONS

(For FERM program)

by Associate Prof. Dr. Pham Huu Anh Ngoc

Department of Mathematics
International university

September, 2014
References
1. William E. Boyce, Richard C. DiPrima, Elementary Differential
Equations and Boundary Problems, 8th Ed., John Wiley & Sons, 2005.
2. J.K. Hale, Ordinary Differential Equations, 2nd Ed., New-York, 1980
3. P. Hartman, Ordinary Differential Equations, 2nd Ed. Birkhauser
1982.
Chapter 1 INTRODUCTION

Contents
1. Some Basic Mathematical Models
2. Classification of Differential Equations
1.1 SOME BASIC MATHEMATICAL MODELS

Why are differential equations important?

• Many of the principles, or laws, underlying the behavior of the natural

world are statements or relations involving rates at which things happen.

• When expressed in mathematical terms, the relations are equations and

the rates are derivatives.

• So these mathematical models often involve an equation in which a

function and its derivatives play important roles. Such equations are
called differential equations.
A Falling Object
Suppose an object is dropped from a height at time t = 0.
Let h(t) be the height of the object at time t;
Let a(t) be the acceleration and let v (t) be the velocity.
A Falling Object
The relationships between a, v and h are as follows:
dv dh
a(t) = , v (t) = .
dt dt
For a falling object, a(t) is constant and is equal to g = −9.8m/s 2 (the
acceleration due to gravity).
Combining the above equations, we have the differential equation

dh2
=g .
dt 2
A Falling Object
The relationships between a, v and h are as follows:
dv dh
a(t) = , v (t) = .
dt dt
For a falling object, a(t) is constant and is equal to g = −9.8m/s 2 (the
acceleration due to gravity).
Combining the above equations, we have the differential equation

dh2
=g .
dt 2

dh
Integrate both sides of the above equation to obtain dt = gt + v0 .
Integrate one more time to obtain

h(t) = (1/2)gt 2 + v0 t + h0
The above equation describes the height of a falling object, from an
initial height h0 at an initial velocity v0 , as a function of time.
Business

A large corporation starts at time t = 0 to invest part of its receipts at a

rate of P dollars per year in a fund for future corporate expansion.

Assume that the fund earns r percent interest per year compounded
continuously. So, the rate of growth of the amount A in the fund is given
by
dA
= rA + P,
dt
where A = 0 when t = 0.

Find the amount A provided P = $100000, r = 12%, and t = 5 years.

Modeling Hybrid Selection

You are studying a population of beetles to determine how quickly

characteristic D will pass from one generation to the next. This hybrid
selection model is described by
dy
= ky (1 − y )(2 − y );
dt
where y represents the percent of the population that has characteristic D
and t represents the time (measured in generations) and k is a constant.

At the beginning of your study (t = 0), you find that half the population
has characteristic D.

After four generations (t = 4) you find that 80% of the population has
characteristic D.

Find the percent of the population that will have characteristic D after
10 generations.
Radioactivity

In the case of radioactive decay, we assume that the rate of decay is

proportional to the amount of radioactive substance present. This leads
to the equation
dA
= −kA, k > 0,
dt
where A is the unknown amount of radioactive substance present at time
t and k is the proportionality constant.

The solution of this equation is

A = Ce −kt .

The constants C and k can be determined if the initial amount of

radioactive substance and the half-life of the substance are given.
Modeling a Chemical Reaction

During a chemical reaction, substance A is converted into substance B at

a rate that is proportional to the square of the amount of A. When t = 0,
60 grams of A are present, and after 1 hour (t = 1) only 10 grams of A
remain unconverted. How much of A is present after 2 hours?
Modeling a Chemical Reaction

During a chemical reaction, substance A is converted into substance B at

a rate that is proportional to the square of the amount of A. When t = 0,
60 grams of A are present, and after 1 hour (t = 1) only 10 grams of A
remain unconverted. How much of A is present after 2 hours?
Modeling a Chemical Reaction
Solve the equation, to get
60
y (t) = .
5t + 1
So y (2) = 5.45
Field Mice and Owls

Consider a population of field mice who inhabit a certain rural area. In

the absence of predators we assume that the mouse population increases
at a rate proportional to the current population. Denote time by t and
the mouse population by p(t), then

dp
= rp,
dt
where r is called the rate constant or growth rate.

The solution is p(t) = Ce rt .

Other Examples

Example 1.1 In the study of an electric circuit consisting of resistors,

inductors, and capacitors, an application of Kirchhoff’s law leads to the
equation
d 2q dq 1
L 2 +R + q = E (t),
dt dt C
where L is the inductance, R is the resistance, C is the capacitance, E (t)
is the electromotive force, q(t) is the charge, and t is the time.
Other Examples

Example 1.2 In the study of the gravitational equilibrium of a star, an

application of Newton’s law of gravity and of the Stefan-Boltzmann law
for gases leads to the equilibrium equation

1 d  r 2 dP 
= −4πρG ,
r 2 dr ρ dr
where P is the sum of the gas kinetic pressure and the radiation pressure,
r is the distance from the center of the star, ρ is the density of matter,
and G is the gravitational constant.
Other Examples
Example 1.3 In psychology, one model of the learning of a task
involves the equation

dy /dt 2p
=√ .
y 3/2 (1 − y )3/2 n

Here y represents the state of the learner or the leaner’s skill level as a
function of time t. The constants p and n depend on the individual
leaner and the nature of the task.
Example 1.4 In the study of vibrating strings and the propagation of
waves, we find the differential equation

∂2u ∂2u
− = 0,
∂t 2 ∂x 2
where t represents time, x the location along the string, and u the
displacement of the string, which is a function of time and location,
u = u(t, x).
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Independent and dependent variables

When an equation involves one or more derivatives with respect to a
particular variable, that variable is called an independent variable. A
variable is called dependent if a derivative of that variable occurs.

In the equation
d 2i di 1
L + R + i = E ω cos ωt (0.1)
dt 2 dt C
i is the dependent variable, t is the independent variable, and
L, R, C , E , and ω are called parameters.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Independent and dependent variables

When an equation involves one or more derivatives with respect to a
particular variable, that variable is called an independent variable. A
variable is called dependent if a derivative of that variable occurs.

In the equation
d 2i di 1
L + R + i = E ω cos ωt (0.1)
dt 2 dt C
i is the dependent variable, t is the independent variable, and
L, R, C , E , and ω are called parameters.
The equation
∂u  ∂2u ∂2u 
= h2 + (0.2)
∂t ∂x 2 ∂y 2
has one dependent variable u and three independent variables.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Ordinary and Partial Differential Equations

Definition 2.1 A differential equation involving ordinary

derivatives with respect to a single independent variable is called an
ordinary differential equation.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Ordinary and Partial Differential Equations

Definition 2.1 A differential equation involving ordinary

derivatives with respect to a single independent variable is called an
ordinary differential equation.

A differential equation involving partial derivatives with respect to

more than one independent variable is a partial differential
equation.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Ordinary and Partial Differential Equations

Definition 2.1 A differential equation involving ordinary

derivatives with respect to a single independent variable is called an
ordinary differential equation.

A differential equation involving partial derivatives with respect to

more than one independent variable is a partial differential
equation.

For instance, Equation (0.1) is an ordinary differential equation, whereas

Equation (0.2) is a partial differential equation.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Order

Definition 2.2 The order of a differential equation is the order

of the highest-order derivatives that appear in the equation.

For instance,
d 2y  dy 
+ 2 + y5 = 0
dx 2 dx
2
is an equation of “order two” because ddxy2 is the highest order derivative
present. It is also referred to as “second-order differential equation”.
The differential equation

y (4) + 2xy 000 + y 00 + 2y 0 + x 2 y = x 2 + 1,

is a fourth order differential equation.

1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

More generally, the equation

F (x, y , y 0 , ...., y (n) ) = 0 (0.3)

is called an ordinary differential equation of the nth order.

Under suitable restrictions on the function F , Equation (0.3) can be

solved explicitly for y (n) in terms of the other variables x, y , y 0 , ..., y (n−1) ,
to obtain
y (n) = f (x, y , y 0 , ...., y (n−1) ). (0.4)

A single equation of the form (0.3) may actually represent more than one
equation of the form (0.4).
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

For example, the equation

x(y 0 )2 + 4y 0 − 6x 2 = 0

actually represents two different equations,

√ √
0 −2 + 4 + 6x 3 0 −2 − 4 + 6x 3
y = or y = .
x x
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

For example, the equation

x(y 0 )2 + 4y 0 − 6x 2 = 0

actually represents two different equations,

√ √
0 −2 + 4 + 6x 3 0 −2 − 4 + 6x 3
y = or y = .
x x

Similarly, the equation

(y 0 )2 − (x + y )y 0 + xy = 0

leads to the two equations

y0 = x or y0 = y.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Linear and Nonlinear Equations

Definition 2.3 A linear differential equation is any equation that

can be written in the form
d ny d n−1 y dy
an (x) + an−1 (x) + · · · + a1 (x) + a0 (x)y = g (x),
dx n dx n−1 dx
where an (x), an−1 (x), ..., a0 (x), and g (x) depend only on the
independent variable x, NOT on y .

If an equation is not linear, then we call it nonlinear.

1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

For example, the equation

x 2 y 000 + xy 0 + (x 2 − 1)y = 4x 3

is a linear third order ordinary differential equation,

1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

For example, the equation

x 2 y 000 + xy 0 + (x 2 − 1)y = 4x 3

is a linear third order ordinary differential equation,whereas

y 0 + sin y = 0

and
y 00 − yy 0 = cos x
are nonlinear because of the terms sin y and yy 0 .
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS
Solutions

Definition 2.4 An explicit solution of the ordinary differential

equation
y (n) = f (x, y , y 0 , ...., y (n−1) ) (0.5)
on the interval a < x < b is a function φ such that φ0 , φ00 , ..., φ(n)
exist and satisfy

φ(n) (x) = f x, φ(x), φ0 (x), ...., φ(n−1) (x)

for every x in a < x < b.

Example 2.1 Show that for any choice of the constant C , the function

φ(x) = Ce 2014x

is a solution of the equation

y 0 = 2014y .
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Example: Consider the differential equation

y 00 − 2y 0 + y = 0.

Then φ1 (x) = e x , x ∈ R and φ2 (x) = xe x , x ∈ R are solutions of the

given differential equation.

Furthermore, for any c1 , c2 ∈ R, the function

y (x) = c1 e x + c2 xe x , x ∈R

is also a solution of the given differential equation.

1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Definition 2.5 A relation G (x, y ) = 0 is said to be an implicit

solution of Equation (0.5) on the interval (a, b) if it defines one or
more explicit solutions on (a, b).

Example 2.2 Show that

y2 − x3 + 8 = 0

is an implicit solution of
dy 3x 2
= (0.6)
dx 2y
on the interval (2, ∞).
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Example 2.3 Verify that

x + y + e xy = C ,

where C is an arbitrary constant, gives a family of implicit solutions of

dy
1 + xe xy + 1 + ye xy = 0 (0.7)
dx
and graph several of these solution curves.

For brevity, we hereafter use the term solution to mean either an explicit
or an implicit solution.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Initial Value Problems

Definition 2.6 By an initial value problem for an nth order

differential equation

F (x, y , y 0 , ...., y (n) ) = 0

we mean: Find a solution to the differential equation on an interval

I that satisfies at x0 the n initial conditions

y (x0 ) = y0 ,
y 0 (x0 )= y1
...
y (n−1) (x0 ) = yn−1 ,

where x0 ∈ I and y0 , y1 , ..., yn−1 are given constants.

1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Example 2.4 Show that φ(x) = sin x − cos x is a solution to the initial
value problem

y 00 + y = 0; y (0) = −1, y 0 (0) = 1.

Example 2.5 Consider again the differential equation

(x 2 + 1)y 0 + xy = 0 (0.8)

and the initial condition

y (0) = y0 . (0.9)
If y 6= 0, then we can rewrite the differential equation as

y 0 dx xdx
=− 2 .
y x +1
By integrating both sides, we find that

1 d(x 2 + 1)
Z Z
xdx 1
ln |y | = − 2 = − · = − ln(x 2 + 1) + C1
x +1 2 x2 + 1 2
where C1 is arbitrary.
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Then taking the exponential of both sides of this equation and solving for
y , we obtain
C
y=√ , (0.10)
x2 + 1
where C = ±e C1 is also arbitrary. Observe that C = 0 corresponds to the
solution y = 0.
Finally the initial condition requires that C = y0 , so the solution of the
initial value problem (0.8)–(0.9) is
y0
y=√ .
x2 + 1
The expression (0.10) contains all possible solutions of the differential
equation (0.8). So it is called the general solution of the differential
equation (0.8).
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Direction Fields
A first order equation
dy
= f (x, y )
dx
specifies a slope at each point in the plane where f is defined. In other
word, it gives the direction that a solution to the equation must have at
each point.

A plot of the directions associated with various points in the plane is

called the direction field for the differential equation.
Example 2.6 The direction field for the equation
dv v
= 9.8 −
dt 5
Chapter 2 FIRST ORDER DIFFERENTIAL
EQUATIONS

Contents
1. Linear Equations
2. Separable Equations
3. Modeling with First Order Equations
4. Exact Equations
2.1 LINEAR EQUATIONS

Definition 1.1 A linear first order differential equation is an

equation of the form
dy
a0 (x) + a1 (x)y = b(x), (0.11)
dx
where a0 (x), a1 (x), and b(x) depend only on the independent
variable x, NOT on y .

We assume that the functions a0 (x), a1 (x) and b(x) are continuous on an
interval and that a0 (x) 6= 0 on that interval. Then we can rewrite
Equation (0.11) in the standard form

dy
+ P(x)y = Q(x), (0.12)
dx
where P(x) and Q(x) are continuous functions on the interval.
2.1 LINEAR EQUATIONS

For instance, the equation

dy
(sin x) = x 2 sin x − y cos x
dx
is linear since it can be written in the form
dy
(sin x) + (cos x)y = x 2 sin x.
dx
2.1 LINEAR EQUATIONS

For instance, the equation

dy
(sin x) = x 2 sin x − y cos x
dx
is linear since it can be written in the form
dy
(sin x) + (cos x)y = x 2 sin x.
dx
However, the equation
yy 0 + x 2 y 3 = e x
is not linear, because it cannot be put in the form of Equation (0.12).
2.1 SOLVING A LINEAR EQUATION:

Step 1: Rewrite the given equation as dydx + P(x)y = Q(x).

Step 2: Finding an integrating factor
We multiply Equation in Step 1 by an yet undetermined function µ(x),
obtaining
µ(x)y 0 + µ(x)P(x)y = µ(x)Q(x). (0.13)

We like to have µ0 (x) = µ(x)P(x). Thus

1 dµ(x) d
= P(x) or ln |µ(x)| = P(x).
µ(x) dx dx

It follows that R
P(x)dx
µ(x) = Ce ,
where C is an arbitrary constant. Choose C = 1 to get:
Z 
µ(x) = exp P(x)dx ( integrating factor)
2.1 LINEAR EQUATIONS

Step 3: Rewrite (0.13) as

d
[µ(x)y ] = µ(x)Q(x).
dx

Thus Z
µ(x)y = µ(x)Q(x) dx + C ,

where C is an arbitrary constant. Therefore

Z 
1
y= µ(x)Q(x) dx + C
µ(x)

This is the general solution of Equation (0.13).

2.1 LINEAR EQUATIONS

Theorem: Suppose P(x) and Q(x) are continuous on (a, b) that

contains the point x0 . Then for any choice of initial value y0 , there
exists a unique solution y (x) on the whole interval (a, b) to the
initial value problem
dy
+ P(x)y = Q(x), y (x0 ) = y0 . (0.14)
dx
In fact, the solution is given by
Z
1 h i
y= µ(x)Q(x) dx + C ,
µ(x)

where µ(x) is an integrating factor and C is a suitable constant.

2.1 LINEAR EQUATIONS
Example 1.1 Solve the equation
dy 2
+ y = 8x.
dx x
2.1 LINEAR EQUATIONS
Example 1.1 Solve the equation
dy 2
+ y = 8x.
dx x
Solution: The integrating factor is given by
2 1 2
R R
µ(x) = e x dx = e2 x dx = e 2 ln |x| = e ln |x| = x 2 .

Multiplying both sides of the given equation by x 2 , we have

dy
x2 + 2xy = 8x 3 ,
dx
or equivalently,
d 2
(x y ) = 8x 3 .
dx
Thus
Z
2 C
x y= 8x 3 dx = 2x 4 + C , or equivalently , y = 2x 2 + .
x2
Example 1.2 Find the general solution to
dy
+ y tan x = sin 2x.
dx
Example 1.2 Find the general solution to
dy
+ y tan x = sin 2x.
dx
Solution: The integrating factor is defined by
R R sin x 1
µ(x) = e tan xdx
=e cos x dx
= e − ln | cos x| = .
|cosx|

Note that µ(x) = cos1 x is also a integrating factor to the given equation.
1
Multiplying both sides of the given equation by cosx , we have

1 dy sin x
+y = 2 sin x,
cos x dx (cos x)2

or equivalently,
d 1
( y ) = 2 sin x.
dx cos x
Thus
Z
1
y= 2 sin xdx = −2 cos x+C , or equivalently , y = −2(cos x)2 +C cos x.
cos x
Example 1.3 Solve the initial value problem

(x 2 + 1)y 0 + xy = −x, y (0) = 1.

2.1 LINEAR EQUATIONS

Example 1.4 A rock contains two radioactive isotopes RA1 and RA2
that belong to the same radioactive series; that is, RA1 decays into RA2
which then decays into stable atoms. Assume that the rate that RA1
decays into RA2 is 50e −10t kg/sec. Since the rate of decay of RA2 is
proportional to the mass y (t) of RA2 present, then the rate of change in
RA2 is
dy
= rate of creation − rate of decay,
dt
dy
= 50e −10t − ky ,
dt
where k > 0 is the decay constant. If k = 2/sec and initially y (0) = 40
kg, find the mass of RA2 for t ≥ 0.
2.2 SEPARABLE EQUATIONS

Definition 2.1 A differential equation of the form

N(y )dy = M(x)dx

is said to be separable.

For instance, the equation

dy 2x + xy
= 2
dx y +1
is separable. However, the equation
dy
= 1 + xy
dx
admits no factorization of the right-hand side and so is NOT separable.
2.2 SEPARABLE EQUATIONS

In general, an equation that can be written in the form

dy
= g (x)h(y )
dx
is a separable.

Example 2.1 Solve the equation

dy
x = 2y .
dx

Example 2.2 Solve the initial value problem

dy 1
= 6y 2 x, y (0) = .
dx 25

Example 2.3 Solve the initial value problem

2x(y + 1)dx − ydy = 0, y (0) = −2.

2.3 MODELING WITH FIRST ORDER EQUATIONS

Mixing Problem:
Initially, a water tower contains 1 million litres of pure water. Two valves
are then opened. One valve allows a solution of water and fluoride, with
a concentration of 0.1 kg of fluoride per litre of water, to flow into the
tower at a rate of 80 litres per minute. The other valve allows the
solution in the tank to be drained at 80 litres per minute. Assume that
the solution is mixed constantly, so that we have a homogeneous fluid in
the tank, i.e., at any point in time, the concentration of fluoride in the
water is uniform throughout the tank.

(a) Find an expression for the amount (in kg) of fluoride in the water
tower t minutes after the valves are opened.
(b) Determine how long it will take for the concentration of fluoride in
the water to reach .05 kg/l.
Solution: (a) Let y = y(t) be the number of kilograms of fluoride in the
tank at time t. We need to find both the input and output rates. Since
water (with fluoride) is flowing in and out at 80 l/min, the volume in the
tank remains constant at 1,000,000 l.
Solution: (a) Let y = y(t) be the number of kilograms of fluoride in the
tank at time t. We need to find both the input and output rates. Since
water (with fluoride) is flowing in and out at 80 l/min, the volume in the
tank remains constant at 1,000,000 l.

Input Rate: We have 80 litres per minute entering the tank, with each
litre containing 0.1 kg of fluoride, so each minute we have (80)(0.1) = 8
kg of fluoride entering the tank. Thus, we have: Input Rate = 8 kg/min.
Solution: (a) Let y = y(t) be the number of kilograms of fluoride in the
tank at time t. We need to find both the input and output rates. Since
water (with fluoride) is flowing in and out at 80 l/min, the volume in the
tank remains constant at 1,000,000 l.

Input Rate: We have 80 litres per minute entering the tank, with each
litre containing 0.1 kg of fluoride, so each minute we have (80)(0.1) = 8
kg of fluoride entering the tank. Thus, we have: Input Rate = 8 kg/min.

Output Rate: The entire system contains y kg of fluoride at any given

time, distributed throughout the one million litres in the tank. This
y
means that each litre of water in the tank contains 1000000 kg of fluoride
at any given moment in time. We have 80 litres per minute leaving the
y
system, therefore in any one minute we have (80)( 1000000 ) kg of fluoride
y
leaving the tank. That is, we have: Output Rate = (8)( 100000 )kg /min.
We use the differential equation
dy
= (input rate) − (output rate).
dt
Substituting the rates above into this formula, we get:
dy y
= 8 − (8)( )
dt 100000
or equivalently
dy
+ 0.00008y = 8.
dt
The general solution is

y = 100, 000 + Ce −.00008t .

We use the differential equation
dy
= (input rate) − (output rate).
dt
Substituting the rates above into this formula, we get:
dy y
= 8 − (8)( )
dt 100000
or equivalently
dy
+ 0.00008y = 8.
dt
The general solution is

y = 100, 000 + Ce −.00008t .

At time t = 0 there was no fluoride in the tank, so we have the side

condition y (0) = 0. It implies that C = −100000.
We substitute this into the general solution to get the specific solution:

y = 100000 − 100000e −0.00008t .

(b) We need to determine how long it will take for the concentration to
reach a level of .05kg /l. This concentration of fluoride in the 1,000,000 l
in the tank corresponds to having (1000000)(.05) = 50000 kg of fluoride
in total in the tank.

Thus we see that we need to find the value of t that satisfies y = 50000.
We do this using the formula we found in part (a).

50000 = 100000 − 100000e −0.00008t .

This yields
ln 2
t= ' 8664.34.
0.00008
2.3 MODELING WITH FIRST ORDER EQUATIONS

3.2 Newton’s Law of Cooling

Experiment has shown that under certain conditions, a good
approximation to the temperature of an object can be obtained by using
Newton’s law of cooling:
The temperature of a body changes at a rate that is proportional to
the difference in temperature between the outside medium and the
body itself.
This means
dT
= k(T − R)
dt
where T is the temperature of the object at time t, R is the temperature
of the surrounding environment (constant) and k is a constant of
proportionality.
Example:
A pot of liquid is put on the stove to boil. The temperature of the
liquid reaches 170o F and then the pot is taken off the burner and placed
on a counter in the kitchen. The temperature of the air in the kitchen is
76o F . After two minutes the temperature of the liquid in the pot is
123o F . How long before the temperature of the liquid in the pot will be
84o F ?
Example:
A pot of liquid is put on the stove to boil. The temperature of the
liquid reaches 170o F and then the pot is taken off the burner and placed
on a counter in the kitchen. The temperature of the air in the kitchen is
76o F . After two minutes the temperature of the liquid in the pot is
123o F . How long before the temperature of the liquid in the pot will be
84o F ?

Solution: Let T be the temperature of the pot of liquid at time t. By the

Newton’s law of cooling, we have
dT
= k(T − 76), T (0) = 170.
dt
Solve it, to get T (t) = 76 + 94e kt , t ≥ 0.
Example:
A pot of liquid is put on the stove to boil. The temperature of the
liquid reaches 170o F and then the pot is taken off the burner and placed
on a counter in the kitchen. The temperature of the air in the kitchen is
76o F . After two minutes the temperature of the liquid in the pot is
123o F . How long before the temperature of the liquid in the pot will be
84o F ?

Solution: Let T be the temperature of the pot of liquid at time t. By the

Newton’s law of cooling, we have
dT
= k(T − 76), T (0) = 170.
dt
Solve it, to get T (t) = 76 + 94e kt , t ≥ 0.
”After two minutes the temperature of the liquid in the pot is 123o F ”
means
T (2) = 123.
This gives
123 = 76 + 94e 2k .
Thus
1 1
k= ln ' −0.3465 and T (t) = 76 + 94e −0.3465t .
2 2
We have to find t such that

T (t) = 84.

This gives
4
84 = 76 + 94e −0.3465t , or ln = −0.3465t.
47
So we have T ' 7.11 minutes.
2.3 MODELING WITH FIRST ORDER EQUATIONS

3.3 Population Models

Let p(t) be the population of a species at time t.

As long as there are sufficient space and ample food supply for the
species, we can assume that the growth and dead rates are proportional
to the population present.

Hence a model for population of the species is

dp
= k1 p − k2 p, p(0) = p0 ,
dt
where k1 , k2 are the proportionality constants for the growth rate and
the dead rate, respectively, and p0 is the population at time t = 0.
2.3 MODELING WITH FIRST ORDER EQUATIONS

This gives the mathematical model

dp
= kp, p(0) = p0 ,
dt
which is called the Malthusian or exponential law of population growth.
Solving this initial value problem for p(t), gives

p(t) = p0 e kt

Example 3.3 In 1790 the population of the United States was 3.93
million, and in 1890 the population was 62.95 million. Using the
Malthusian model, estimate the population of the United States as a
function of time.
2.3 MODELING WITH FIRST ORDER EQUATIONS

• The Malthusian model is satisfactory as long as the population is not

too large. It considers only death by natural causes and
2.3 MODELING WITH FIRST ORDER EQUATIONS

• The Malthusian model is satisfactory as long as the population is not

too large. It considers only death by natural causes and does not reflect
the fact that individual members are competing with each other for the
limited space, natural resources and so on.
2.3 MODELING WITH FIRST ORDER EQUATIONS

• The Malthusian model is satisfactory as long as the population is not

too large. It considers only death by natural causes and does not reflect
the fact that individual members are competing with each other for the
limited space, natural resources and so on.

• A suitable choice of a competition term is −bp 2 , where b is a constant.

We have, therefore, the modified equation
dp
= ap − bp 2 , p(0) = p0 (0.15)
dt
This is called the logistic model.
2.3 MODELING WITH FIRST ORDER EQUATIONS

• The Malthusian model is satisfactory as long as the population is not

too large. It considers only death by natural causes and does not reflect
the fact that individual members are competing with each other for the
limited space, natural resources and so on.

• A suitable choice of a competition term is −bp 2 , where b is a constant.

We have, therefore, the modified equation
dp
= ap − bp 2 , p(0) = p0 (0.15)
dt
This is called the logistic model.

The equation (0.15) is separable and can be solved easily. Its solution is
ap0
p(t) = . (0.16)
bp0 + (a − bp0 )e −at

The function p(t) given in (0.16) is called the logistic function. Its
graph is called the logistic curve.
2.3 MODELING WITH FIRST ORDER EQUATIONS

An important property of the logistic function is that

a
lim p(t) = if p0 > 0.
t→∞ b
The two functions p(t) ≡ 0 and p(t) ≡ a/b are also solutions of the
logistic equation (0.15). They are referred to as equilibrium
populations.

Example 3.4 Taking the 1790 population of 3.93 million as the initial
population and given the 1840 and 1890 populations of 17.07 and 62.95
million, respectively, use the logistic model to estimate the population at
time t.
2.3 MODELING WITH FIRST ORDER EQUATIONS

A comparison of the Malthusian and logistic models with

U.S. census data (Population is given in millions)

Year U.S. Cencus Malthusian (Ex. 3.3) Logistic (Ex. 3.4)

1790 3.93 3.93 3.93
1800 5.31 5.19 5.30
1810 7.24 6.84 7.13
1820 9.64 9.03 9.58
1830 12.87 11.92 12.82
1840 17.07 15.73 17.07
1850 23.19 20.76 22.60
1860 31.44 27.39 29.70
1870 39.82 36.15 38.65
1880 50.16 47.70 49.69
1890 62.95 62.95 62.95
2.3 MODELING WITH FIRST ORDER EQUATIONS

A comparison of the Malthusian and logistic models with

U.S. census data (Population is given in millions)

Year U.S. Cencus Malthusian (Ex. 3.3) Logistic (Ex. 3.4)

1900 75.99 83.07 78.37
1910 91.97 109.63 95.64
1920 105.71 144.67 114.21
1930 122.78 190.91 133.28
1940 131.67 251.94 152.00
1950 151.33 332.47 169.56
1960 179.32 438.75 185.35
1970 203.21 579.00 199.01
1980 226.50 764.08 210.46
1990 249.63 1008.32 219.77
2000 ? 1330.63 227.19
2.4 EXACT EQUATIONS

Many equations in this chapter may be written

dy
= f (x, y ).
dx
It is sometimes convenient to write the equation in the form

M(x, y )dx + N(x, y )dy = 0 (0.17)

To solve Equation (0.17), it is helpful to know whether the left hand side
is a total differential.
• Recall that the total differential dF (x, y ) of a function F (x, y ) of two
variables is defined by
∂F ∂F
dF (x, y ) = (x, y )dx + (x, y )dy ,
∂x ∂y
where dx and dy are arbitrary increments.
2.4 EXACT EQUATIONS

Definition 4.1 An equation

M(x, y )dx + N(x, y )dy = 0 (0.18)

is called exact in a region R if there is a function F (x, y ) such that

∂F ∂F
(x, y ) = M(x, y ) and (x, y ) = N(x, y )
∂x ∂y

for all (x, y ) in R.

In other words, Equation (0.18) is exact if we can write it in the form

dF (x, y ) = M(x, y )dx + N(x, y )dy = 0

for some function F (x, y ).

2.4 EXACT EQUATIONS

Example 4.1 Show that the equation

(y − 3x 2 )dx + (x − 1)dy = 0

is exact and find its solutions.

If the equation
M(x, y )dx + N(x, y )dy = 0 (0.19)
is exact, then by definition F exists such that
∂F ∂F
(x, y ) = M(x, y ) and (x, y ) = N(x, y ).
∂x ∂y
These two equations lead to

∂M ∂2F ∂N ∂2F
= and = .
∂y ∂y ∂x ∂x ∂x∂y
2.4 EXACT EQUATIONS

But, from calculus,

∂2F ∂2F
= ,
∂x∂y ∂y ∂x
provided that these partial derivatives are continuous.

Therefore, if Equation (0.19) is exact, then

∂M ∂N
= . (0.20)
∂y ∂x

Conversely, it is showed that if condition (0.20) is satisfied, (0.19) is an

exact equation.
2.4 EXACT EQUATIONS

Theorem Suppose the first partial derivatives of M(x, y ) and

N(x, y ) are continuous in a region R. Then

M(x, y )dx + N(x, y )dy = 0

is an exact equation in R if and only if

∂M ∂N
(x, y ) = (x, y )
∂y ∂x

for all (x, y ) ∈ R.

2.4 EXACT EQUATIONS

Example 4.2 Solve

(3x 2 + 6xy 2 )dx + (6x 2 y + 4y 3 )dy = 0.

Example 4.3 Solve

(1 + e x y + xe x y )dx + (xe x + 2)dy = 0.

2.5 Integrating Factors

Consider the differential equation

M(x, y )dx + N(x, y )dy = 0. (0.21)

If
∂M ∂N
6= (0.22)
∂y ∂x
then (0.21) is not an exact equation.
2.5 Integrating Factors

Consider the differential equation

M(x, y )dx + N(x, y )dy = 0. (0.21)

If
∂M ∂N
6= (0.22)
∂y ∂x
then (0.21) is not an exact equation.

Suppose µ(x, y ) is a given function such that

µ(x, y )M(x, y )dx + µ(x, y )N(x, y )dy = 0 (0.23)

is an exact equation.
Then the function µ(x, y ) is called an integrating factor of (0.21).
Integrating Factors

The question is, how do you find an integrating factor?

If (0.23) is exact then

∂ ∂
[µ(x, y )M(x, y )] = [µ(x, y )N(x, y )]. (0.24)
∂y ∂x
This is equivalent to
∂µ ∂M ∂µ ∂N
M +µ =N +µ . (0.25)
∂y ∂y ∂x ∂x

To find integrating factors, one has to solve (0.25). This is so difficult.

Two special cases
Case 1: If
∂M ∂N
∂y − ∂x
:= ζ(x)
N
is a function of x (does not depend on y ), then the function
R
ζ(x)dx
µ(x) := e

is an integrating factor.

Case 2: If
∂M ∂N
∂y − ∂x
:= η(y )
−M
is a function of y (does not depend on x), then the function
R
η(y )dy
µ(y ) := e

is an integrating factor.
Example 1 Solve

(x 2 − y )dx + (x 2 y 2 + x)dy = 0 (∗).

Let M(x, y ) := x 2 − y , N(x, y ) := x 2 y 2 + x, x, y ∈ R. Then

∂M ∂N
= −1, = 2xy 2 + 1.
∂y ∂y
So the given equation is not exact.
Example 1 Solve

(x 2 − y )dx + (x 2 y 2 + x)dy = 0 (∗).

Let M(x, y ) := x 2 − y , N(x, y ) := x 2 y 2 + x, x, y ∈ R. Then

∂M ∂N
= −1, = 2xy 2 + 1.
∂y ∂y
So the given equation is not exact. Note that
∂M ∂N
∂y − ∂x −1 − (2xy 2 + 1) −2(xy 2 + 1) 2
= 2 2
= 2
=− .
N x y +x x(xy + 1) x
2
R
So µ(x) = e − x dx = 1
x2 is an integrating factor of (*).
Example 1 Solve

(x 2 − y )dx + (x 2 y 2 + x)dy = 0 (∗).

Let M(x, y ) := x 2 − y , N(x, y ) := x 2 y 2 + x, x, y ∈ R. Then

∂M ∂N
= −1, = 2xy 2 + 1.
∂y ∂y
So the given equation is not exact. Note that
∂M ∂N
∂y − ∂x −1 − (2xy 2 + 1) −2(xy 2 + 1) 2
= 2 2
= 2
=− .
N x y +x x(xy + 1) x
2
R
So µ(x) = e − x dx = x12 is an integrating factor of (*).
Multiplying both sides of (*) by µ(x) = x12 , we get
y 1
(1 − 2
)dx + (y 2 + )dy = 0 (∗∗).
x x
This equation (**) is exact. Solving the latter equation, we get

3x 2 + xy 3 + 3y − Cx = 0.
Example 2 Solve

(x + y ) sin ydx + (x sin y + cos y )dy = 0, (∗).

Let M(x, y ) := (x + y ) sin y , N(x, y ) := x sin y + cos y , x, y ∈ R. Then

∂M ∂N
= (x + y ) cos y + sin y , = sin y .
∂y ∂y
So the given equation is not exact.
Example 2 Solve

(x + y ) sin ydx + (x sin y + cos y )dy = 0, (∗).

Let M(x, y ) := (x + y ) sin y , N(x, y ) := x sin y + cos y , x, y ∈ R. Then

∂M ∂N
= (x + y ) cos y + sin y , = sin y .
∂y ∂y
So the given equation is not exact. Note that
∂M ∂N
∂y − ∂x (x + y ) cos y + sin y − sin y (x + y ) cos y cos y
= = =− .
−M −(x + y ) sin y −(x + y ) sin y sin y
R cos y
So µ(x) = e − sin y dy
= 1
sin y is an integrating factor of (*).
Example 2 Solve

(x + y ) sin ydx + (x sin y + cos y )dy = 0, (∗).

Let M(x, y ) := (x + y ) sin y , N(x, y ) := x sin y + cos y , x, y ∈ R. Then

∂M ∂N
= (x + y ) cos y + sin y , = sin y .
∂y ∂y
So the given equation is not exact. Note that
∂M ∂N
∂y − ∂x (x + y ) cos y + sin y − sin y (x + y ) cos y cos y
= = =− .
−M −(x + y ) sin y −(x + y ) sin y sin y
R cos y
So µ(x) = e − sin y dy = sin1 y is an integrating factor of (*). Multiplying
both sides of (*) by µ(x) = sin1 y , we get
cos y
(x + y )dx + (x + )dy = 0 (∗∗).
sin y
This equation (**) is exact. Solving the latter equation, we get
1 2
x + xy + ln | sin y | = C .
2
Pages Exercises Assignments
24–26 3, 8, 12, 19, 22, 25 4, 6, 10, 13, 14, 18, 20, 21,
24, 26, 27,30
39–41 13, 15, 30 16, 19, 20, 27, 28, 31, 33,
35, 38 ,39
47–50 3, 7, 21, 26, 30 22, 25, 31, 36, 38
59–68 3, 13 1, 4, 6, 12, 24, 29
99–101 3, 5, 15 4, 6, 9, 11, 12, 16, 20, 22