CHAPTER 2

First-Order
Differential
Equations

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Outline

2.1 Solution Curves Without a Solution

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2.2 Separable Equations
2.3 Linear Equations
2.4 Exact Equations
2.5 Solutions by Substitutions
2.6 A Numerical Method
2.7 Linear Models
2.8 Nonlinear Models
2.9 Modeling with Systems of First-Order DEs
Solution Curves Without a Solution

 DEs can be analyzed qualitatively, allowing us to approximate a solution curve

without solving the problem

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 Two approaches are:
 Direction fields
 Autonomous first-order DEs
Solution Curves Without a Solution (cont’d.)

 Direction fields

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 Slope of the lineal element
(tangent line) at (x,y(x)) on a
solution curve is the value of
dy/dx at this point
 Direction/slope fields of dy/dx
= f(x, y) are collections of lineal
slope elements that visually
suggest the shape of a family of
solution curves

Figure 02.1.3: Direction field for

dy/dx = sin y in Example 2
Solution Curves Without a Solution (cont’d.)

 Autonomous first-order DEs

 An ODE in which the independent variable does not appear explicitly

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dy dy
autonomous  1 y2  0.2 xy nonautonomous
dx dx
 Critical points, f  c   0 , are constant (or equilibrium) solutions of autonomous DEs

 A phase portrait is made by putting critical points on a vertical line with phase lines
pointing up or down, depending on the sign of the function over intervals between
the points
Solution Curves Without a Solution (cont’d.)

 Some conclusions can be drawn about nonconstant

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solutions curves to autonomous DEs
 If a solution y  x  passes through  x0 , y0  in subregion Ri,
then y  x  remains in Ri

 By continuity of f , f  y  cannot change signs in a subregion

Ri

 Since f  y  is either positive or negative in Ri , a solution is

either increasing or decreasing and has no relative
extremum
Separable Equations

dy
 f  x, y 

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 Consider
dx
dy
 When f does not depend on y, dx  g  x  , which can be solved by integration?

 
 The solution y   g x dx  G x  c where G  x  is an antiderivative
(indefinite integral)

 Some functions, termed nonelementary, do not possess an antiderivative

that is an elementary function
Separable Equations (cont’d.)

dy

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 A first-order DE of the form  g  x h  y is said to be separable, or have
dx
separable variables
 A separable equation can be rewritten in the form p  y  dy  g  x  dx , which
is solved by integrating both sides
Linear Equations

dy
 A first-order DE of the form 1 dx  a0  x y  g  x is a linear
a  x

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equation in the dependent variable y
 The DE is homogenous when g  x   0 ; otherwise, it is
nonhomogenous
 The standard form of a linear DE is obtained by dividing
both sides by the lead coefficient

dy
 P  x y  f  x
dx
Linear Equations (cont’d.)

 The standard form equation has the property that its

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solution y is the sum of the solution of the associated
homogenous equation yc and the particular solution of the
nonhomogenous equation yp
 The homogenous equation is separable, allowing us to
solve for yc
 Variation of parameters can be used to solve the
nonhomogenous equation for yp
Exact Equations

 A differential expression M  x, y  dx  N  x, y  dy is an exact

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differential in a region R of the xy-plane if it corresponds
to the differential of some function f  x, y 
 M  x, y  dx  N  x, y  dy  0 is an exact equation if the left
side is an exact differential
 A condition of exact differentials is:

M N

y x
Exact Equations (cont’d.)

 Example: Solving an Exact DE

 Solve  2 xy  dx   x 2  1 dy  0

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 With M  x, y   2 xy and N  x, y   x 2  1 we have
M N
 2x 
y x
 The equation is exact so there exists f  x, y  such that
f f
 2 xy  x2 1
x y
 Integrating f / x gives
f  x, y   x 2 y  g  y 
Exact Equations (cont’d.)

 Example: Solving an Exact DE (cont’d.)

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 Taking the partial derivative of f / y with respect to y and
setting the result equal to N  x, y  gives
f
 x 2  g'  y   x 2  1
y
 It follows that g'  y   1 and g  y    y
 Hence f  x, y   x 2 y  y and the solution of the equation in
implicit form is x y  y  c
2
Solutions by Substitutions

 Substitution is often used to get a DE in a form such that

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a known procedure can be used to find a solution

 Chain rule may be used as a tool

 Reduction to separation of variables can facilitate solving
the DE dy  f  Ax  By  C  by substituting
dx

u  Ax  By  C , B  0
Solutions by Substitutions (cont’d.)

 Example: An Initial-Value Problem

  

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2
 Solve the IVP dy / dx  2x  y  7, y 0  0
 Let u  2 x  y then du / dx  2  dy / dx giving
du / dx  2  u 2  9
 Separating using partial fractions

du 1 1 1 
 dx or  du  dx
 u  3 u  3  
6 u  3 u  3
 Integrating yields
1 u 3 u 3
ln  x  c1 or  e 6 x  6 c1  ce6 x
6 u 3 u 3
Solutions by Substitutions (cont’d.)

 Example: An Initial-Value Problem (cont’d.)

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 Solving the previous equation for u and resubstituting gives
the solution
3 1  ce6 x  3 1  ce6 x 
u or y  2x 
1  ce 6x 1  ce6 x
 Finally, applying the initial condition gives c  1

3 1  e6 x 
y  2x 
1  e6 x
A Numerical Method

 Numerical method: an algorithm for

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approximating the unknown solution
to a DE
 Linearization: approximates
solutions within a small area around
lineal elements in direction fields

– The procedure of evaluating

Figure 02.6.2: Approximating y(x1) successive tangent lines is
using a tangent line Euler’s method
A Numerical Method (cont’d.)

 Example: Euler’s Method

 Consider the IVP y'  0.1 y  0.4 x , y  2   4 and

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2

approximate y  2.5  using h  0.1

 Substituting into the general formula for Euler’s method

gives yn 1  yn  h 0.1 yn  0.4 xn2 
 Considering the initial conditions and n  0


y1  y0  h 0.1 y0  0.4 x 2
0   4  0.1 0.1 4  0.4  2 
2
  4.18

y2  4.18  0.1 0.1 4.18  0.4  2.1
2
  4.3768
 Continuing the process leads to y  2.5   5.0768
A Numerical Method

 Numerical solvers are computer programs written to

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implement numerical methods
 Some solvers simply plot solution curves, while others
also generate hard numerical data
 When difficulties are encountered obtaining a solution with
a numerical solver, consider:
 Decreasing step size
 Using another numerical method
 Trying a different numerical solver
Linear Models

 Example: Series Circuits

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 For a series circuit containing a resistor (R) and an inductor
(L), Kirchoff’s second law gives
di
L  Ri  E  t  , where E(t) = impressed voltage
dt

 For a series circuit containing a resistor and a capacitor (C),

Kirchoff’s second law gives
1
Ri  q  E t 
C
dq 1
 Since i  dq / dt , the linear DE R  q  E  t 
dt C
describes the circuit
Nonlinear Models

 Example: Chemical Reactions

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 a grams of chemical A are combined with b grams of
chemical B to produce M parts of A, N parts of B, and X t 
grams of chemical C
 Applying the law of mass action,
dX  M  M 
   X  b  X
dt  M  N  M N 
 Factoring and introducing a constant k  0 of
proportionality, dX  k   X    X 
dt
 A reaction governed by this nonlinear DE is said to be a
second-order reaction
Modeling with Systems of First-Order DEs

 Example: Radioactive Series

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 In radioactive decay series, one substance decays into another
and another until a stable element is reached.
In the decay of X  Y  Z:
 The decay of the initial element X is given by
dx
 1 x
dt
 The second element gains atoms from the decay of X and
loses its own: dy  1 x  2 y
dt
dz
 2 y
 Z is stable and simply gains atoms from the decay of Y: dt