Unit 1.

First Order Ordinary Differential Equations

1.1 Basic Concepts

Recall that any function 𝑓 expresses interdependence between two or more variables. If 𝑦 = 𝑓(𝑥), then 𝑥 is
called the independent variable and 𝑦 is called the dependent variable of f. Similarly if 𝑦 = 𝑓(𝑥1 , 𝑥2 … 𝑥𝑛 ), , then the
variables 𝑥1 , 𝑥2 … 𝑥𝑛 ), are called the independent variables and 𝑦 is called the dependent variable of 𝑓.

Definition 1: A differential equation (DE) is an equation that contains the derivatives or differentials of an
unknown function, say y(x). It can also contain the dependent variable y itself and known functions of the
independent variable x.

Example 1: Let 𝑦 be an unknown function of 𝑥. Consider the following equations.

a) 𝑦 ′′ = 𝑦 ′ e) 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + (𝑥 2 − 4)𝑦 = 0
b) 𝑦 ′′ = 𝑦 ′ + y f) (𝑦 ′ )2 +𝑥𝑦 ′ − 𝑦 = 0
c) 𝑑𝑦 = [cos 𝑥]𝑑𝑥 g) 𝑦 ′′ + 9𝑦
d) 𝑦 ′′ + 9𝑦 = 0 h) 𝑦 2 + 𝑥𝑦 − 𝑦 = 0
Except (g) and (h), all are differential equations.

Example 2: Let 𝑧 be an unknown function of 𝑥 and 𝑦. Then equations (a) and (b) below are differential
equations but equation (c) is not.

a) 𝑧𝑥𝑥 + 𝑧𝑦𝑦 = 0
b) 𝑧𝑥𝑥 + 𝑧𝑦𝑦 = 𝑥 2 + y
c) z2 = 𝑥 2 + y
Note 1: An indefinite integration problem, i.e., the problem of finding a function y satisfying y = ∫ 𝑓(𝑥)𝑑𝑥 ,
where f is a given function, can be considered as the problem of solving the differential equation 𝑦 ′ = 𝑓(𝑥).
Thus integration can be considered as a specific case of differential equation.

Note 2: A DE can have more than one dependent variable.

d 2 x dy
Example 3:   x  y is a differential equation with dependent variables x and y and
dt 2 dt 2
independent variable t. Such equations appear in systems of differential equations.

Classifications of Differential Equations: There is no single procedure (method) that can be used to solve all
types of differential equations. In general divide and conquer method is used to solve differential equations, i.e., we classify

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

differential equations into several classes (types) , then devise a solution technique for certain classes and solve a
differential equation by a technique devised for its class.
Differential equations can be classified as ODE vs PDE; linear vs nonlinear; first order vs higher order; single vs
system; etc.

Definition 2: A differential equation is said to be an ordinary differential equation (ODE) if it contains ordinary
derivatives of an unknown function of a single variable. Likewise, it is said to be a partial differential equation (PDE) if it
contains partial derivatives of an unknown function of severable variables.

Example 4: All of the differential equations in Example 1 above are ODE’s and those in Example 2 are PDE’s.
Definition 3: A differential equation is said to be of order n if the order of the highest order derivative in it is n.
Example 5: In Example 1, the differential equations of (a), (b), (d) and (e) are second order where as those of (c)
and (f) are first order. In eg(2), equations (a) and (b) are second order PDE’s.
Remark: Every ODE of order n can be put in the form
𝐹(𝑥, 𝑦, 𝑦’, … . , 𝑦 [𝑛] ) = 0. (1)

Definition 4: The differential equation F (x, y, 𝑦 ′ ,…., y[n]) = 0 is said to be linear if F is a linear function in y,
𝑦 ′ ,…., y[n]. Otherwise it is called nonlinear. The differential equation F(x, y, 𝑦 ′ ,…., y[n]) = 0 is said to be a polynomial if F
is a polynomial in y, y’,…., y[n].

Example 6: Of the differential equations in eg.1, all are linear except equation (f).

The most general linear ODE of order n is of the form:

𝑝𝑛 (𝑥)𝑦 [𝑛] + 𝑝𝑛−1 (𝑥)𝑦 [𝑛−1] + … 𝑝1 𝑦 ′ + 𝑝0 (𝑥) 𝑦 = 𝑟(𝑥) (2)

If r(x)  0, then the equation is called homogeneous. Otherwise it is called non-homogeneous.

If the functions pn , pn-1,…, p0 in (2)are constants , then the equation is called a linear ODE with constant coefficients.

Definition 5: The degree of a DE is the degree of the highest order derivative term which occurs when the DE is
written as (reduced to) a polynomial in the derivatives and the unknown function.

Example 7:

a) y '' + y ' = log y '' is a DE for which degree is not defined.

𝑑𝑦
b) The degree of (𝑑𝑥 )2 + y3 = 3 is 2.

The next example illustrates all the notions defined so far altogether.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Example 8:

S.No DE Order Degree Linea Homogeneous or

r or non-homogeneous
nonlinear

1 y '' = y ' 2 1 linear homogeneous

2 y '' = y ' +y 2 1 linear homogeneous

3 y ' =cos x 1 1 linear nonhomogeneous

4 y '' +5 y ' =0 2 1 linear homogeneous

5 3 2 1 Non- NA
d2y  dy 
 x 2    15 y  0 linear
 dx 
2
dx

6 ( y" ' ) 4  x 2 ( y" ) 5  4 xy  xe x 3 4 nonlin NA

ear

7 y" sin y  0 2 Not nonlin NA

defined ear

8  2V  2V  2V 2 1 linear homogeneous
  0
x 2 y 2 z 2

9 2 3 1 Non- NA
 3v   2v 
 k  2  linear
t 3  x 

10 ( y '' ) 2 / 3 = 1 + 2y ' 2 2 Nonli NA

near

*11 y '' + y ' = log y '' 2 Not nonlin NA

defined ear

Definition 6: Any function (defined explicitly or implicitly) which is free of derivatives and which satisfies a DE
identically (on a certain domain I) is said to be a solution of the differential equation (on I).
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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Here is an alternative definition for a solution of an ODE.

Definition 6*: A function ∅ is said to be a solution of the ODE (1) (on a set I ) if F(x, ∅, ∅′ ,…,∅[𝑛]) =0 is an
identity (on I ).

Example 9: Show that the function

y   14 x 2

is a solution of the differential equation

2
 dy  dy
  x  y 0.
 dx  dx

Solution: Differentiating y with respect to x yields

dy 1
=- x
dx 2

1
Substituting y and y ' in the DE respectively by  14 x 2 and - x yields
2

1 2
(- x) + x (  14 x 2 ) – (  14 x 2 ) =0  0=0.
2

Since the last equation is an identity, so y is a solution of the DE.

 
Example 10: Show that x 3  x 2 y  2 y 3  2 is a solution of the equation x 2  6 y 2 y'3x 2  2 xy  0 .

Solution: Since the implicit differentiation of the equation x 3  x 2 y  2 y 3  2 is given by

3x 2  2 xy  x 2 y'6 y 2 y'  0 or

x 2

 6 y 2 y'3x 2  2 xy  0 , which is identical with the given differential equation, so

x 3  x 2 y  2 y 3  2 is an implicit solution of the differential equation.

Another way to verify this is to solve for 𝑦 ′ from the last equation and plague the result in the given differential
equation. This converts the given differential equation into an equivalent identity, thus proving that the
aforementioned implicit function is a solution.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Example 11: Show that the function defined by

v  e 3 x cos 2 y

is a solution of the PDE

 2v  2v
2 2 =v
x 2 y

v  2v
Solution: =3e cos2y 
3x
=9cos2ye 3 x and
x x 2

v  2v
=-2e 3 x sin2y  =-4cos2ye 3 x
y y 2

 2v  2v
Thus,  2 = v  9cos2ye 3 x +2(-4cos2ye) = e 3 x cos 2 y  e 3 x cos 2 y = e 3 x cos 2 y
x 2 y 2

Since the last equation is an identity, so the required follows.

A DE may have no solution (e.g. y 

' 2
 1  0 ), a unique solution (e.g. |y ' | + |y|=0) or infinitely many

solutions (e.g. y '  e x ). Normally most DEs have infinitely many solutions and they can be represented by a single
formula having arbitrary constants. Usually, an n degree DE has n essential arbitrary constants.

Definition 7: A solution of an nth order DE is said to be a

a) general solution if it contains n essential arbitrary constants. (By essential we mean the number of the constants
cannot be reduced further);

b) particular solution if it can be obtained from a general solution by giving specific values to the arbitrary
constants;

c) singular solution if it cannot be derived from a general solution (i.e., if it is not a particular solution);

d) complete solution if it is a general solution and if the DE has no singular solutions, i.e., if all solutions of the DE
can be obtained from it.

Example 12: Consider the differential equation.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

𝑑𝑦 1
= 𝑥𝑦 2
𝑑𝑥
Then
y  ( x 2 / 4  c) 2 ;
is a general solution.
𝑥4
When c=0, the resulting particular solution is 𝑦 = . But notice that 𝑦 = 0 is a singular solution since there is no
16

way of assigning a value to the constant c to obtain𝑦 = 0.

A solution  of a DE is sometimes referred to as an integral of the equation and its graph is called an integral
curve, because the problem of finding solutions of a DE is more or less an extension of the ordinary problem of
integration.

Definition 8: An initial value problem (IVP) for an nth order DE is the DE along with n additional conditions
(called initial conditions) that the solution and its derivatives satisfy at the same point, x0.

An IVP for an ODE of order n has the form:

 F ( x, y, y' ,..., y n )  0
 [ n 1]
 y( x0 )  a0 , y ( x0 )  a1 ,..., y ( x0 )  an1
'
(3)

Definition 9: A boundary value problem (BVP) is a DE together with additional conditions (called boundary conditions)
that the solution and its derivatives satisfy at two or more points.

Example 13: The problem 𝑦 ′′ + 2𝑦 ′ = 𝑒 𝑥 ; 𝑦(𝜋) = 1, 𝑦 ′ (𝜋) = 2 is an initial value problem because the two
subsidiary conditions are both given at x= 𝜋. The problem 𝑦 ′′ + 2𝑦 ′ = 𝑒 𝑥 ; 𝑦(0) = 1, 𝑦 ′ (1) = 1 is a boundary value
problem, because the side conditions are given at two points.

A solution of an IVP or a BVP is a function that both solves the DE and satisfies the side conditions.

Existence and Uniqueness Theorems for IVP’s

An IVP may have no solution, a unique solution or infinitely many solutions. Questions of existence and uniqueness
for IVP of first ordered ODE are addressed by the following theorem, called Picard’s Theorem. A generalization of
Picard’s existence and uniqueness theorem to higher order IVP’s is given in Chapter 2.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Theorem 1.1 [Picard’s Theorem]

Consider the IVP

𝑦′(𝑥) = 𝑓(𝑥, 𝑦), 𝑦(𝑥0 ) = 𝑦0

a) If f(x, y) is continuous at all points in some rectangle

𝑅: |𝑥 – 𝑥0 | ≤ 𝑎, |𝑦 – 𝑦0 | ≤ 𝑏

(so that there exists a nonnegative constant k such that |f(x, y) |  k), then

the IVP (3) has at least one solution y(x) on some interval containing x0.

f
b) If, in addition, is continuous on R, then the solution is unique.
y

Example 14: The IVP 𝑦′ = 2𝑥𝑦, 𝑦(0) = 0 has a unique solution on any open interval centered at 0, since the
functions 𝑓(𝑥, 𝑦) = 2𝑥𝑦 and 𝑓𝑦 (𝑥, 𝑦) = 2𝑥 are continuous on any closed rectangle centered at (0, 0).

Note: The conditions of the existence and uniqueness theorem are sufficient but not necessary. The existence and
uniqueness theorem are also valid for certain system of first order equations. These theorems are also applicable to a
certain higher order ODE.

Direction Fields (Slope Fields)

It is possible to get some information about the solution to a differential equation without actually having the
solution. A direction field (or slope field) is a picture of the general solution to a first order differential equation with
the form

𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥

To graph the slope fields of the ODE y/ = f(x, y) ,we may proceed as follows.

Step 1: Sketch the graphs of f(x, y) = k for several values of k. These curves are called isoclines. An isocline is a
curve connecting points where the derivative will be constant.

Step 2: Sketch small line segments with slope k at various points on each isocline f(x, y) =k. These line segments
are called lineal elements and this picture is called a slope field.

Step 3: Sketch some curves that follow the lineal elements. These curves are called solution curves (integral curves.)
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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Example 15: Sketch the slope field of 𝑦′ = 𝑦 − 𝑥.

Exercise 1.1:

1. Find the order and degree of the differential equation :

3
𝑑2 𝑦 𝑑𝑦 2
+ [1 + ] = 0.
𝑑𝑥 2 𝑑𝑥

2. Find the order and degree of the differential equation

𝑑𝑦 1
𝑦=𝑥 +
𝑑𝑥 𝑑𝑦
𝑑𝑥

𝑑2 𝑦
3. Is 𝑦 = 𝑠𝑖𝑛𝑥 a solution of 𝑑𝑥 2 + 𝑦 = 0?

4. Let y  3e 4 x  xe 4 x . Show that y is a solution of the differential equation.

d2y dy
2
 8  16 y  0 .
dx dx
5. Find constants 𝑎, 𝑏, so that 𝑦(𝑡) = (𝑡 + 3)𝑒 2𝑡 is solution of the IVP
𝑦′ = 𝑎𝑦 + 𝑒 2𝑡 , 𝑦(0) = 𝑏.
6. Sketch the slope field of
𝑎) 𝑦′ = 1 𝑏) 𝑦′ = 𝑥.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1.2 Separable Equations

A DE of the form

y'  h( y) f ( x) (1)

dy
is called separable. Many first order ODEs can be changed to this form by algebraic manipulations. Since y '  ,
dx
so we find it convenient to write (1) as

g ( y)dy  f ( x)dx (2)

Such an equation can be solved by integrating both sides of (2) we obtain

 g ( y)dy   f ( x)dx  c (3)

If we assume that f and g are continuous functions, the integrals in (3) will exist, and by evaluating these integrals
we obtain the general solution of (1)

dy x
Example 1: Solve the initial-value problem   , y(4)  3.
dx y

Solution: By rewriting the equation as ydy   xdx we get

y2 x2
 ydy   xdx  c1 and
2

2
 c1 .

We can write the result of the integration as x 2  y 2  c 2 by replacing the constant 2c1 by c 2 . This solution of
the differential equation represents a family of concentric circles centered at the origin.

Now when x  4, y  3, so that 16 + 9 = 25 = c2. Thus the initial-value problem determines the circle

x 2  y 2  25 with radius 5. Because of its simplicity we can solve this implicit solution for an explicit solution that

satisfies the initial condition, thus y   25  x 2 , -5<x<5 is the solution for the initial value problem.

Example 2: Solve (1  x)dy  (1  y)dx  0

Solution: The given differential equation can be written as

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

dy dx

1 y 1 x

Integrating both sides as (3) yields

dy dx
 1  y   1  x  c or  ln 1  y  ln 1  x  ln c1 where c=  ln c1 . Then after

rearranging and using the definition of logarithm we get the solution ln (1  x)(1  y)  ln c1 or

(1  x)(1  y)  c1 .

dy
Example 3: Solve the differential equation (1  y 2 )  (1  x 2 )  0.
dx

Solution: Separating the variables we have

dy dx
 , then form
1 y 2
1 x2

dy dx
1 y 2
 
1 x2
 c1 , we get the implicit solution

arctan y   arctan x  c1 .

To find an explicit solution, we solve for y as follows.

arctan y  c1  arctan x.
y  tan(c1  arctan x).

Then using the subtraction formula for the tangent function we get

tan c1  tan(arctan x)
y .
1  tan c1 tan(arctan x)

If we let c  tan c1 , and use the fact that tan(arctan x)  x the last equation yields the explicit solution

cx
y .
1  cx

Exercise 1.2:

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1. Solve the initial value problem (e 2 y  y) cos xy '  e y sin 2 x y(0)  0.

2. Solve the IVP

𝒚′ = 𝒆𝒚−𝒕 𝒔𝒆𝒄(𝒚)(𝟏 + 𝒕𝟐 );𝒚(𝟎) = 𝟎

3. Solve the following IVP and find the interval of validity for the
𝑑𝑟 𝑟2
= ; 𝑟(1) = 2.
𝑑𝜃 𝜃

1.3 Equations Reducible to Separable Form

1.3.1 Homogeneous Equations

A function 𝑓(𝑥, 𝑦) is said to be a homogeneous function of degree 𝛼 if f (tx, ty )  t  f ( x, y) . For example,

f ( x, y)  x 3  y 3 is a homogeneous function of degree 3, since

f (tx, ty )  (tx ) 3  (ty ) 3  t 3 ( x 3  y 3 )  t 3 f ( x, y) , whereas f ( x, y)  x 3  y 3  1 is not

homogeneous.

A first-order DE in differential form 𝑦 ′ = 𝑓(𝑥, 𝑦) is said to be homogeneous if 𝑓 is a homogeneous function.

Such differential equations can be reduced to variable separable form by letting y  vx so that the dependent

dy dv
variable 𝑦 is changed to another variable 𝑣. Then vx and the equation reduces to separable form.
dx dx

Example 1: Solve ( x 2  y 2 )dx  ( x 2  xy )dy  0.

Solution: After rearranging we can put the equation in the equivalent form

𝑥 2 +𝑦 2
𝑦′ =
𝑥𝑦 − 𝑥 2

If we let y  vx, then dy  vdx  xdv , so that after substitution, the given equation becomes

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

dx v  1
 dv or
x v 1
dx  2 
 1  dv after long division
x  v 1

After integration the last line gives

ln x  v  2 ln v  1  ln c
2
v  ln x  ln v  1  ln c or
y ( x  y) 2
 ln resubstitu ting v  y / x and by the property of log arithms.
x cx

Finally we may write the solution after simplification as

( x  y) 2  cxe y / x .

dy 2 xy
Example 2: Solve  2 and find a solution subject to the condition that y  1 when x  1.
dx x  y 2

Solution: Observe that the given differential equation is homogenous.

dy dv
So putting y  vx and  v  x , the above differential equation becomes:
dx dx

dv 2x 2v 2v
vx  2  or
dx x  v x 2 2
1 v2

dv 2v v  v3
x  v  .
dx 1  v 2 1 v2

Separating the variable and partial fraction representation we have

dx 1  v 2
 dv
x v  v3
dx  1 2v 
  dv
x  v 1 v2 

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

and integrating both sides, we obtain

ln x  ln v  ln(1  v 2 )  ln c,

then using the property of logarithmic functions and re-substituting v  y / x we have

cv
ln x  ln
1 v2
cv y/x cxy
x c  2 or
1 v 1  ( y / x) 2
x  y2
simply x 2  y 2  cy.

Substituting x=1 and y=1 in the last equation we obtain c=2. Hence the particular solution is x 2  y 2  2 y.

1.3.2 Equations of the form 𝒚′ = 𝑭(𝒂𝒙 + 𝒃𝒚 + 𝒄) (b≠ 𝟎)

Such equations can be reduced to variable separable form by substituting
𝑢 = 𝑎𝑥 + 𝑏𝑦 + 𝑐
dy
Example 3: Solve  cot( x  y)  1
dx

Solution: The ODE is in the form 𝑦′ = 𝐹(𝑎𝑥 + 𝑏𝑦 + 𝑐) . Putting x  y  v and differentiating both sides with
respect to 𝑥 we have

dy dv dy dv
1  or  1.
dx dx dx dx

Then the given equation after substitution is written as

dv
 1  cot v  1
dx

in which the variables are separable and we obtain

dx  tan vdv .

Integrating the last equation gives

c
x   ln cos v  c or x  ln .
cos v

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

c
Finally by re-substitution we get the solution x  ln .
cos( x  y )

dy
Example 4: Solve  ( x  y) 2
dx

𝑑𝑢 𝑑𝑦
Solution: Let u = x +y. Then 𝑑𝑥 = 1 + 𝑑𝑥. Using this substitution in the given OdE we get
𝑑𝑢
= u2 + 1. The last equation is separable and its general solution is 𝑡𝑎𝑛−1 (𝑢) = 𝑥 + 𝑐. Hence a general
𝑑𝑥
solution of the given ODE is x + y = tan(x + C).

dy a1 x  b1 y  c1
1.3.3 Equations of the form 
dx a 2 x  b2 y  c2

Such equations can be reduced to separable form by the substitutions

x=X + h and y=Y + k,

where h and k are appropriately chosen constants.

dy dY
Substituting x  X  h, y  Y  k hence 
dx dX

dY a X  b1Y  a1h  b1k  c1

We get  1 (2)
dX a 2 X  b2Y  a 2 h  b2 k  c2

Now choose h and k such that

a1h  b1k  c1 = 0
{
a2 h  b2 k  c2  0

,which on solving for h and k, gives

b1c2  b2 c1 c1a 2  c2 a1
h , k . Now two cases arise.
a1b2  a2 b1 a1b2  a2 b1

a1 b1
Case I: a1b2  a2 b1  0, i.e. 
a 2 b2

In this case (2) becomes

14
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

dY a1 X  b1Y
 , which is homogeneous, and can be solved as examples 1 and 2 above.
dX a 2 X  b2Y

Case II: a1b2  a2 b1  0, in this case we have a1 / a2  b1 / b2  1 /  (say) then we can write a2  a1 and

b2  b1 and hence (1) becomes

dy a1 x  b1 y  c1

dx  (a1 x  b1 y)  c2 (3)

dy dt
Here we substitute a1 x  b1 y  t which gives a1  b1  and therefore (3) becomes
dx dx

dt  t  c1 
 a1  b1  
dx  t  c 2 

in which the variables are separable hence can be easily solved.

dy 2 x  3 y  4
Example 5: Solve  , given that y =1, when x =1.
dx 4x  y  3

Solution: Substituting x =X + h and y = Y + k the given equation becomes

dY 2 X  3Y  2h  3k  4

dX 4 X  Y  4h  k  3

(1)
Let us chose h and k such that 2h + 3k –4 = 0, 4h + k –3 = 0 which give h = ½, k = 1. Then (1) becomes
dY 2 X  3Y
 which is homogeneous.
dX 4X  Y
Putting Y = VX, we get
dV 2  3V V 4 dX
VX  or dV   .
dX 4 V (V  1)(V  2) X
Using integration by partial fraction and integrating both sides of the last equation we get
dX  (2 / 3) (5 / 3) 
 X
  
 V  2 V 1 
 dV or
2 5
 ln X  ln C   ln(V  2)  ln(V  1)
3 3

15
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Y  Y  2X  Y  X 
Replacing V by gives  3 ln X  3 ln C  2 ln    5 ln  
X  X   X 
or 5 ln(Y  X )  2 ln(Y  2 X )  3 ln C.
putting back X = x – h = x – ½ and Y = y – k = y – 1, we get

 1
5 ln  y  x    2 ln( y  2 x  2)  3 ln C or
 2
5
 1
yx 
 2
 C3 (2)
( y  2 x  2) 2
1
To find the constant of integration C we have y = 1 at x = 1, therefore C 3  and, in turn, (2) becomes
25
5
 1
yx 
 2 1
 5
( y  2 x  2) 2
2

Thus the solution is ( y  2 x  2) 2  (2 x  2 y  1) 5 .

Example 6: Solve ( x  y  2)dx  (2 x  2 y  3)dy.

Solution: The equation is in the form

dy a1 x  b1 y  c1

dx a 2 x  b2 y  c2

dy dv dy dv
Let x  y  v, then 1   or  1 . Then substitution these values in the given equation give,
dx dx dx dx
 dv  2v  3  1 
(v  2)  (2v  3)1   , after simplification, which yields dx  dv or dx   2  dv then
 dx  v 1  v  1
integrating and re-substituting gives the solution ln( x  y  1)  x  2 y  c.

Note that the given equation can also be considered as equation of the form 𝑦 ′ = 𝐹(𝑎𝑥 + 𝑏𝑦 + 𝑐) (b≠ 0).

Exercise 1.3:
16
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1. Solve 𝑥 2 𝑦𝑑𝑥 − (𝑥 3 + 𝑦 3 )𝑑𝑦 = 0

2. Solve (2𝑥 + 𝑦 − 3)𝑑𝑦 = (𝑥 + 2𝑦 − 3)𝑑𝑑𝑥

𝑑𝑦 2𝑥+3𝑦−4
3. Solve 𝑑𝑥 =
4𝑥+6𝑦−3

4. Solve 𝑦 ′ = 𝑦 − 𝑦 2 .
5. Solve 𝑦 ′ = 2𝑥 + 3𝑦 + 5
6. Solve the differential equation

( x  y) 2 y'  a 2

7. Solve the initial value problem y'  (2 x  y) 2  7, y(0)  0.

1.4 Exact Differential Equation

Recall that if 𝑢 = 𝑓(𝑥, 𝑦) is a function of two variables x and y, then the expression

u u
du  dx  dy
x y

is called the total differential or exact differential of 𝑓.

A first-order differential equation of the form

M ( x, y)dx  N ( x, y)dy  0 (1)

is said to be exact if there exists a function 𝑢 = 𝑓(𝑥, 𝑦) such that

u u
 M ( x, y) and  N ( x, y) (2)
x y

i.e. if the expression on the left side of (1) is the exact differential of some function 𝑢 = 𝑓(𝑥, 𝑦). Thus if (1) is
exact differential equation, then it can be written as

du  0

and by integrating the last equation we immediately obtain the general solution of (1) in the form

u( x, y)  c (3)

17
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

M N
Theorem 1.2 [Test for Exactness]: Assume that M, N, and are continuous in a rectangular region 𝑅.
y x
Then equation (1) is exact in 𝑅 if and only if

M N
 (4)
y x

Proof: Assume that equation (1) is exact. Then there is a function 𝑢 = 𝑓(𝑥, 𝑦) such that

𝑢𝑥 = 𝑀 and 𝑢𝑦 = 𝑁. It follows that 𝑢𝑥𝑦 = 𝑀𝑦 and 𝑢𝑦𝑥 = 𝑁𝑥 . Since 𝑀𝑦 and 𝑁𝑥 are continuous by assumption,
so are 𝑢𝑥𝑦 & 𝑢𝑥𝑦 . By a theorem in multivariable calculus it follows that 𝑢𝑥𝑦 = 𝑢𝑦𝑥 and hence 𝑀𝑦 = 𝑁𝑥 . Conversely,
if 𝑀𝑦 = 𝑁𝑥 , it can be proved that equation (1) is exact. The proof of the converse is omitted. ∎

Method of Solution:

In order to obtain the solution of an exact differential equation, we can proceed as follows. If eq.(1) is exact then
there exists 𝑢(𝑥, 𝑦) so that equations (2) hold. To find 𝑢 we can use either of the following two methods.

Method I:

a) Integrate both sides of the first equation in (2) with respect to x. This gives

u( x, y)   M ( x, y)dx  k ( y) (5)

b) Differentiate both sides of eq.(5) with respect to 𝑦. This gives

𝜕
𝑢𝑦 = 𝜕𝑦 ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑘 ′ (𝑦) (6)

c) Use (2) and (6) to write

𝜕
𝑁(𝑥, 𝑦) = 𝜕𝑦 ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑘 ′ (𝑦) (7)

d) Find k(y) using (7).

e) Use the result of (d) in (5) to find 𝑢(𝑥, 𝑦).

Method II:

a) Integrate both sides of the second equation in (2) with respect to y. This gives

u( x, y)   N ( x, y)dx  h( x) (8)

b) Differentiate both sides of (8) with respect to x. This gives

𝜕
𝑢𝑥 = 𝜕𝑥 ∫ 𝑁(𝑥, 𝑦)𝑑𝑥 + ℎ′ (𝑥) (9)
c) Use (2) and (9) to write
18
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

𝜕
𝑀(𝑥, 𝑦) = ∫ 𝑁(𝑥, 𝑦)𝑑𝑥 + ℎ′ (𝑥) (10)
𝜕𝑥
d) Find h(x) using (10).
e) Use the result of (d) in (8) to find u(x, y)

Method III:

a) Integrate 𝑀 with respect to x keeping y as constant,

b) Integrate those terms of N which do not contain 𝑥 with respect to 𝑦.
c) Add the two expressions obtained in (a) and (b) above and equate the result to an arbitrary constant. In
other words, the solution of an exact differential equation is of a form

 M ( x, y)dx   N ( x, y)dy  c . (11)

Example 1: Solve 2 xydx  ( x 2  1)dy  0 .

Solution: with M ( x, y)  2 xy and N ( x, y)  x 2  1 we have

M N
 2x  .
y x

Thus the equation is exact, and so to find the solution we proceed as follows: First we integrate M w.r.t x;

 M ( x, y)dx   2xydx  x
2
y.

Next we integrate with respect to y only those terms of N which do not contain x.

 N ( x, y)dy    1dy   y .
Lastly we give the solution as in (6) i.e;

x 2 y  y  c.

The explicit form of the solution is easily seen to be y  c /(1  x 2 ) and is defined on any interval not containing
either x = 1 or x = -1. Note, too, that the equation could be solved by separation of variables.

Example 2: Solve (e 2 y  y cos xy )dx  (2 xe 2 y  x cos xy  2 y)dy  0

Solution: The equation is exact because

19
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

M N
 2e 2 y  xy sin xy  cos xy  .
y x

So the solution of our differential equation is given by

 (e  y cos xy )dx   2 ydy  c

2y

or xe 2 y  sin xy  y 2  c.

dy xy 2  cos x sin x
Example 3: Solve the initial value problem  , y (0)  2.
dx y (1  x 2 )

Solution: By writing the differential equation in the form

(cos x sin x  xy 2 )dx  y(1  x 2 )dy  0

we recognize that the equation is exact since

M N
 2 xy  .
y x

Thus using the method of solution for exact differential equations we get

 (cos x sin x  xy )dx   ydy  c

2

1 1 1
or  cos 2 x  x 2 y 2  y 2  c1
4 2 2

Rearranging and putting 4c1= c in the last equation we give the general solution as

2 y 2 (1  x 2 )  cos 2 x  c .

The initial conditions y = 2 when x = 0 demands that 8(1)-1 = c and so c = 3. An implicit solution of the

problem is then given by 2 y 2 (1  x 2 )  cos 2 x  7.

Exercise 1.4

dy tan y  y  2 xy
1. Solve  .
dx sec y  x tan 2 y  x 2  2
2

2. Solve
20
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

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

3. Show that every separable ODE is exact.

1.5 Equations Reducible to Exact DE: Integrating Factors (I.F)

Sometimes a non-exact differential equation can be made exact by multiplying it by a suitable function𝐹(𝑥, 𝑦).
Such a function is called an integrating factor. Although a differential equation of the type Mdx  Ndy  0 , which
has a general solution, always has an integrating factor, there is no general method of finding them. An IF for a DE
can be found either by inspection or systematically as follows.

1  M N 
Method I: Consider the differential equation Mdx  Ndy  0 . If R: =    is a function of x alone,
N  y x 

then the function F(x) = e 

R ( x ) dx
is an integrating factor of the differential equation.

Example 1: Solve ( x 2  y 2 )dx  2 xydy  0.

1  M N  2
Solution: Here M = x 2  y 2 , N =  2 xy and    =  thus the integration factor is
N  y x  x

I.F= e   e
f ( x ) dx  2x dx 1
 e 2 ln x  .
x2

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1
Multiplying the given equation by , we get
x2

 y2  y
1  2 dx  2 dy  0
 x  x
y 2 dx  2 yxdy
dx  0
x2
 y2 
dx  d     0.
 x 

Integrating term by term, we obtain

y2
x  C , which is the required solution.
x

 2 1


Example 2: Solve  xy  e x3 
dx  x 2 ydy  0.

 

1  M N 
1
4
Solution: Observe that M  xy  e , N   x 2 y, and
2 x3      which is a function of x
N  y x  x
4
  x dx 1
alone thus I.F = e  e 4 ln x  .
x4

1
Multiplying the given equation throughout by , gives
x4

 y 2 e x3 
1

  dx  y dy  0 , which is exact. Hence the general solution is

 x 3
x 
4
x2
 

 y 2 e x3 
1
1
  y 2 1 x3
  x 3  x 4 dx   0dy  C or   e C
2x 2 3
 

3 y 2  2 x 3 e x  Cx 2 which is the required solution.

3
or

22
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

 N M 
 is a function of 𝒚 alone, then F(y) = e 
1 R ( y ) dy
Method II: If R: =   is an integrating factor of
M  x y 
Mdx  Ndy  0 .

Example 3: Solve ( xy 3  y)dx  2( x 2 y 2  x  y 4 )dy  0 .

Solution: Here

1  N M  1
   .
M  x y  y

Thus

I .F  e 
f ( y ) dy
 y.

Multiplying the given equation by y, we get

( xy 4  y 2 )dx  2( x 2 y 3  x  y 5 )dy  0 , which is an exact differential equation.

Hence the general Solution is

1 2 4 1
 ( xy  y 2 )dx   2 y 5 dy  C or x y  xy 2  y 6  C
4

2 3

or 3x 2 y 4  6 xy 2  2 y 6  C which is the required solution.

Example 4: Solve ( xy 2  x 2 )dx  (3x 2 y 2  x 2 y  2 x 3  y 2 )dy  0.

Solution: Here

1  N M 
  6
M  x y 

which is constant, thus I.F= e 

6 dy
 e 6 y . Multiplying the given equation by this factor, we get

( xy 2  x 2 )e 6 y dx  (3x 2 y 2  x 2 y  2 x 3  y 2 )e 6 y dy  0

which can be shown an exact differential equation. Thus we give the general solution by

23
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

 ( xy  x 2 )e 6 y dx   y 2 e 6 y dy  C or
2

using integration by parts in the second integral and rearranging the we have

1 1 1 1 1 
e6 y  x 2 y 2  x3  y 2  y    C.
2 3 6 18 108 

Exercise 1.5 Solve

1. ( x 2  y 2  x)dx  xydy  0.

dy
2. ( x  2 y 3 )  y  2x 3 y 2 .
dx

y 
3.  sec y  tan y dx  (sec y log x  x)dy  0.
x 

24
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1.6 Linear Equations

A first order differential equation is said to be linear if it can be written as

y' f ( x) y  r ( x). (1)

The characteristic feature of this equation is that it is linear in y and y ' , where as f and r may be any given
functions of x. If r = 0 for all x in its domain, then equation (1) is said to be homogeneous; otherwise, it is said to be
non-homogeneous.

Let us now find a formula for the general solution of (1) in some interval I, assuming that f and r are continuous
in I. Observe that (1) can be written as
 f ( x) y  r ( x)dx  dy  0 (2)

1  M N 
Then using Method II of section (1.5) in (2) i.e.     f ( x) we can see that the integration factor
N  y x 

of (1) to be e 
f ( x ) dx
. Then multiplying (1) by this I.F, we have

 dy 
e   f ( x) y   e 
f ( x ) dx f ( x ) dx
r ( x)
 dx 
d   f ( x ) dx   f ( x ) dx r ( x).
or ye  e
dx  

Integrating both sides, we get

ye    r ( x)e 
f ( x ) dx f ( x ) dx
dx  C or
 f ( x ) dx   f ( x ) dx dx  C 
ye    r ( x)e  (3)

which represents the general solution of (1) it the form of an integral.

25
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

REMARK: Sometimes a given differential equation becomes linear if we take x as the dependent variable and y as
the independent variable, i.e. it can be written in the form

dx
 Px  Q ;
dy

where P and Q are constants or functions of 𝑦 alone. In this case, the solution is

x  e    Qe  dy  c .
 pdx Pdy

Example 1: Solve the linear differential equation y' y  e 2x .

Solution: Here f ( x)  1, and r ( x)  e 2x . Thus the integrating factor is given by

e  e
f ( x ) dx 1dx
 e x .

Thus from (3) the general solution is given simply by

   
y  e x  e 2 x e  x dx  C  e x e x  C or equivalent ly
y  e 2 x  Ce x

which is the required solution.

Alternatively, we multiply the given equation by e 

f ( x ) dx
 e  x , finding
( y ' y )e  x  e 2 x  e  x or
( ye  x )'  e x

and integrating both sides we obtain the same result as before

ye  x  e x  c or y  e 2 x  ce x .

dy
Example 2: Solve (1  x)  xy  1  x.
dx

Solution: The given equation can be written as

dy x 1 x
 y .
dx 1  x 1 x
26
Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

x 1 1 x
So we note that the given equation is linear, f ( x)     1 and r ( x)  .
1 x 1 x 1 x

The integrating factor (I.F) is thus, given by

1
 ( 1) dx
I .F  e 
f ( x ) dx
 e 1 x  e ln(1 x ) x  (1  x)e  x .

Therefore, the solution of the given differential is

ex  1 x 
y  (1  x)e  x dx  c 
1 x  1 x 


ex
1 x  
(e  x  xe  x )dx  c 

ex
1 x

xe  x  c . 

Example 3: Solve (1  y 2 )dx  (tan 1 y  x)dy.

Solution: we can write the given equation as

dx x tan 1 y
 
dy 1  y 2 1  y 2

and see that it is a linear D.E in x. Here

1
 2
I.F= e 
dy 1
f ( y ) dy
 e 1 y  e tan y
.

The solution of the given differential equation, therefore, is

1  tan 1 y tan 1 y 
x   e dy  c 
 1 y
1 2
e tan 
y

Put v  tan 1 y in the integral on the right-hand side, and integrate, we get

x
1
tan 1 y
 ve dv  c
v

1
or x tan 1 y
(vev  e v  c)
e
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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

then re-substituting v by tan 1 t we give the solution as

1 1 1
x tan 1
y
(tan 1 ye tan y
 e tan y
 c).
e

1.6.2 Method of variation of parameters

This is an alternative method for finding the general solution of the first order linear differential

y' yf ( x)  r ( x). (1)

If we set r ( x)  0

We have the homogeneous differential equation

y' yf ( x)  0 (2)

and the general solution of (2) is readily obtained as y  ce 

 f ( x ) dx
.

The method of variation of parameters consists in replacing the parameter c by a function of x, say u(x).
Therefore, we suppose that a solution of eq. (1) is given by

y  ue 
 f ( x ) dx
.

where u is a function of x.

y'  u' e   ue    f ( x)

 f ( x ) dx  f ( x ) dx
Hence, (3)

Substituting (3) in eq. (1), we get

u' e   uf ( x)e   uf ( x)e 

 f ( x ) dx  f ( x ) dx  f ( x ) dx
 r ( x)

or

u '  r ( x)e 
f ( x ) dx
.

Integration gives

u   r ( x)e 
f ( x ) dx
dx  c.

Hence the general solution of eq. (1) is given by

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

 f ( x ) dx   f ( x ) dx dx  c .
ye    r ( x )e 

Example 4: Apply the method of variation of parameters to solve the differential equation

2y
y'  x 2 cos 3x (i)
x

Solution: The general solution of the homogeneous equation

2y
y ' 0
x

is easily seen to be cx 2 . We therefore assume that the solution of (i) given by

y  ux 2 , where u is a function of x.

Thus differentiating the last equation with respect to x we obtain

y'  u' x 2  2ux.

Substituting in (1), we get

u' x 2  2ux  2ux  x 2 cos 3x

1
or u' cos 3x and integrating we have u  sin 3x  c .
3

Hence the general solution is given by y  ( 13 sin 3x  c) x 2 .

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Exercise 1.6:

1. Solve
dy
(1  x 2 )  2 xy  x(1  x 2 ) 2 .
1

dx
2. Solve
dy
sin 2 x  y  tan x.
dx
3. Solve
dy
(x  2 y3 )  y.
dx

4. Apply the method of variation of parameters to solve the differential equation

y' y cos x  12 sin 2 x

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1.7 Equations Reducible to Linear Form; Bernoulli Equation

Some equations that are not linear can be reduced to linear form by suitable transformation. One such
equation is

𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦 𝑛 (1)

(Where p and q are continuous functions of x and n is a positive integer different from 0 and 1)

This equation is Called Bernoulli’s Equation.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

y '  p ( x) y
Observe that y '  p( x) y  q( x) y n   q( x)
yn

 y ' y  n  p( x) y1n  q( x)

Making the substitution u = y1-n reduces this equation into the linear equation

u '  (1  n) pu  (1  n)q (2)

Finding the general solution of (2) and substituting y1-n for u we get the general solution of Bernoulli’s
equation.

Example 1: Solve 3xy ' +y+x2y4=0

1
Answer: y3 =
x  cx
2

Example 2: Solve (3x  y 2 ) dx  4 xy dy  0

[It is Bernuolli equation with n=-1]

Answer: put u = y2

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

1.8 Applications of First Order ODE

How do differential equations arise? What are their origins? What natural and social phenomena lead to a
DE? We answer these questions in this section.
1.8.1 Geometrical applications
An equation in two variables (say x and y) that involve n essential constants (parameters) is called a primitive.
Such an equation represents a family of curves, called an n parameter family of curves. A primitive that
involves n essential arbitrary constants (or equivalently an n parameter family of curves) gives rise to a DE of
order n. Conversely, the primitive is a general solution of the differential equation originated formed from it.
Rule : To form the differential equation corresponding to an equation involving two variables, say x and y
and n arbitrary constants, say, 𝑐1 , … , 𝑐𝑛 , we proceed as follows:
𝑑𝑛𝑦 𝑑𝑛𝑦
(i) Find 𝑑𝑥 𝑛 . In general, it has the form = 𝑓(𝑥, 𝑦, 𝑦 ′ , … , 𝑦 𝑛−1 , 𝑐1 , … . , 𝑐𝑛 ]
𝑑𝑥 𝑛
(ii) Eliminate the arbitrary constants from this equation.

Example 1: Form a differential equation by eliminating 'a' from the family of curves y2=4ax.
Solution:
The given equation is
y2=4ax … (1)

𝑑𝑦
Differentiating both sides of (1) with respect to x implicitly and solving for 𝑑𝑥, we get that

𝒅𝒚 𝟐𝐚
= … (2)
𝒅𝒙 𝐲

From (1) and (2) we get

𝒅𝒚 𝐲
= 𝟐𝐱 //
𝒅𝒙

Example 2: Find the differential equation of all non-horizontal lines in a plane.

Solution: The general equation of all non-horizontal lines in a plane is ax + by = c, where a ≠ 0.
𝑑2 𝑦
Differentiating twice and solving for , we get
𝑑𝑥 2

𝑑2𝑦
= 0.
𝑑𝑥 2

1.8.2 Physical Applications

Differential equations are useful in scientific modeling. A model is a simplified (miniature) representation of a
real world object, idea or even phenomena. A mathematical model is a description of a real world situation

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

(natural or artifact) using mathematics. The process of developing a mathematical model is

termed mathematical modeling. Natural laws are governed usually by differential equations. Five physical
applications of first order ODE’s are given below.
A. Population Growth and Population Decay Problems
Let y(t) denotes the amount (at time t)of a substance (or population) that is either growing or decaying. If we
𝑑𝑦
assume that , the time rate of change of this amount of substance at any t, is proportional to the amount of
𝑑𝑡
substance present at t, then
𝑑𝑦
= 𝑘𝑦(𝑡), (1)
𝑑𝑡

where k is the constant of proportionality. k > 0 implies growth and k < 0 implies decay. This DE is used in
modeling population growth, radioactive decay and compound interest. Here we are assuming that y is differentiable
(hence continuous). For population problems where y is always integer valued, this assumption is incorrect.
Nonetheless (1) still provides a good approximation to the physical laws governing such a system. A general
solution of this model is:
𝑦(𝑡) = 𝐶𝑒 𝑘𝑡
If 𝑦(0)is the initial amount of the substance, then the amount after t units of time is:
𝑦(𝑡) = 𝑦(0)𝑒 𝑘𝑡

Example 3: Experiment shows that at any time 𝑡, a population of bacteria increases at a rate proportional to
the number of bacteria present at t If in a particular culture the number doubles in 2 hrs and there were 106 at
the end of 10 hours, how many were there initially?

Example 4: Experiment shows that at any time t, a mass of a radioactive element (eg. radium, Carbon 14,
etc) decays at a rate proportional to the amount present at that time. If the half-life of radium is 1600 years,
how long it takes a mass radium to disintegrate until but 10 % remains. (The half-life of a radioactive
substance is the time it takes for a given amount of the substance to become reduced by half as a
consequence of decay.

B. Mixing Problems (Dilution Problems)

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Consider a tank which initially holds 𝑉0 gal of brine that contains a lb of salt. Another solution, containing b
lb of salt per gallon, is poured into the tank at the rate of e gal/min while simultaneously; the well-stirred
solution leaves the tank at the rate of f gal/min. The problem is to find the amount of salt in the tank at any
time t. Let Qe and Ql respectively represent the amount (in pounds) of salt entering and leaving the tank at any
𝑑𝑄
time t. Let Q denote the amount (in pounds) of salt in the tank at any time t. Since Q = Qe – Ql, so =
𝑑𝑡
𝑑𝑄𝑒 𝑑𝑄𝑙 𝑑𝑄
𝑑𝑡
− 𝑑𝑡
. Thus the time rate of change of 𝑄, 𝑑𝑡 , equals the rate at which salt enters the tank minus the rate
at which salt leaves the tank. Salt enters the tank at the rate of be lb/min. To determine the rate at which salt
leaves the tank, we first calculate the volume of brine in the tank at any time t.
(Caution: e gal/min is the rate at which salt solution (brine) leaves; not the rate at which salt leaves). The
volume of brine in the tank at any time t is the initial volume 𝑉0 plus the volume of brine added et minus the
volume of brine removed ft. Thus, the volume of brine at any time is
𝑉0 + 𝑒𝑡 − 𝑓𝑡
The concentration of salt in the tank at any time t is
𝑄
lb/gal
𝑉0 +𝑒𝑡−𝑓𝑡

From this it follows that salt leaves the tank at the rate of
𝑄
[𝑉 +𝑒𝑡−𝑓𝑡 ] f lb/min
0

Thus the DE that governs the dilution problem is

𝑑𝑄 𝑄
= 𝑏𝑒 −[𝑉 +𝑒𝑡−𝑓𝑡 ] f
𝑑𝑡 0

Example 5: A tank initially holds 100 gal of a brine solution containing 20 lb of salt. At t = 0, fresh water is
poured into the tank at the rate of 5 gal/min, while the well-stirred mixture leaves the tank at the same rate.
Find the amount of salt in the tank at any time t. Answer: Q 20𝑒 −𝑡/20
C. Cooling and Heating Problems

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

Newton’s law of cooling (or heating), states that the time rate of change of the temperature of a body is
proportional to the temperature difference between the body and its surrounding medium. Let T denote the
temperature of the body and let Tm denote the temperature of the surrounding medium. Then the time rate
𝑑𝑇
of change of the temperature of the body is , and Newton’s law of cooling can be formulated as
𝑑𝑡
𝑑𝑇
𝑑𝑡
= −𝑘(𝑇 − 𝑇𝑚) (3)
where k is a positive constant of proportionality. Once k is chosen positive, the minus sign is required in
Newton’s law to make dT/ dt negative in a cooling process, when T is greater than Tm, and positive in a
heating process, when T is less than Tm.
Example 6: You take an ice-cream out of the freezer, kept at −180 𝐶. Outside it is 320 𝐶. After one minute,
the ice-cream has warmed to−80 𝐶 . What is the temperature of the ice-cream after five minutes?

Solution:

Let T be the temperature of the ice-cream (in ∘C) after t minutes out of the freezer. Then
Newton's law gives

𝑑𝑇
= −𝑘(𝑇 − 𝑇𝑚)
𝑑𝑡

solving this differential equation gives a general solution of

𝑇(𝑡) = 𝐶𝑒 −𝑘𝑡 + 32

Since T=-18 when t=0, we obtain C=-50. Since T=-8 when t=1, we have -8=−50𝑒 −𝑘𝑡 + 32,
5
5 1952
which gives k=ln(4). Thus T (5)= −50𝑒 − ln(4)(5) + 32= 125 . //

D. Falling Body Problem

Newton’s second law of motion states that the net force acting on a moving body is equal to the time rate of
change of the momentum of the body; or, for constant mass m,
𝑑𝑣
𝐹=𝑚
𝑑𝑡

Consider a vertically falling body of mass m that is being influenced only by gravity g and an air resistance that
is proportional to the velocity of the body. Assume that both gravity and mass remain constant and, for
convenience, choose the downward direction as the positive direction.

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Math331: Applied Mathematics III Chapter 1: First-order ODEs Tadesse B.

The net force on the body is F = mg – kv. Then the equation of motion of the body is governed by the
differential equation
𝑑𝑣 𝑘
𝑑𝑡
+𝑚𝑣 = 𝑔 (2)
This equation is not valid if air resistance is not proportional to velocity. If air resistance is nonexistent or
negligible, then k=0 and the equation reduces to
𝑑𝑣
=𝑔
𝑑𝑡

E. Electrical Circuits

The basic equation governing the amount of current I (in amperes) in a simple RL circuit consisting of a
resistance R (in ohms), an inductor L (in henries), and an electromotive force (abbreviated emf) E (in volts) is
𝑑𝐼 𝑅 𝐸
+ 𝐼=
𝑑𝑡 𝐿 𝐿
For an RC circuit consisting of a resistance, a capacitance C (in farads), an emf, and no inductance, the
equation governing the amount of electrical charge q (in coulombs) on the capacitor is
𝑑𝑄 𝑞 𝐸
+ =
𝑑𝑡 𝑅𝐶 𝑅
Higher order ODEs are used to model more complex circuits.
Exercise 1.8

1. What is the differential equation whose general solution is given by 𝑦 = 𝑠𝑖𝑛(𝐴𝑥 + 𝐵)?
1. Find the differential equation of the family of lines through the origin.
2. Find the differential equation of all straight lines passing through the point (3,2)
3. Form the differential equation representing the family of curves 𝑦 = 𝑎 𝑐𝑜𝑠 (𝑥 + 𝑏).
𝑦
4. Find the equation of a curve whose tangent at any point on it, different from origin, has slope 𝑦 + 𝑥 .
5. You are given a very hot sample of metal, and wish to know its temperature. You have a
thermometer, but it only measures up to 200 ∘∘C and the metal is hotter than that!You leave the metal in
a room kept at 20 ∘∘C. After six minutes it has cooled sufficiently that you can measure its temperature; it
is 80 ∘∘C. After another two minutes it is 50 ∘∘C. What was the initial temperature of the metal?
6.

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