SUMME

R 2020

MAT 480
Differential Equations

Lecture: 2
Linear ODEs of first order
Modelling and Application

Dr. M. Sahadet Hossain (MtH)

Associate Professor
Department of Mathematics and Physics, NSU.
Lecture: 2
Lin. ODEs
of 1st order
1
First-order differential equation: (Chapter 2.3)
Linear differential equations:
A first-order differential equation of the general form
dy
a1 ( x) + a0 ( x) y = g ( x) (1)
dx
is said to be a linear equation in the dependent variable y.

When g(x) = 0, the linear equation (1) is said to be homogeneous; otherwise, it

is nonhomogeneous. The standard form, of the above linear equation
is

dy (2)
+ P( x) y = f ( x),
dx

a0 ( x ) g ( x)
where P(x)= , and f ( x) = .
a1 ( x) a1 ( x )

We seek a solution of (2) on an interval I for which both coefficient functions P(x)
and f(x) are continuous.

2
First Order Linear ODE:

Different Types of Linear First order ODEs:

(a) Variable Separable
(b) Reduced Variable Separable
(c) Nonhomogeneous linear ODEs
(d) Homogeneous Linear ODEs

3
 First Order Linear ODE::

Separable Equations:
A first-order differential equation of the form
dy
 g ( x ) h( y )
dx
or,

is said to be separable or to have separable variables, and the

equation is called separable equation.

Examples:

(1)

(2)

Lecture: 2 (3) 4
Lin. ODEs
of 1st order
 First Order Linear ODE::
Separable Equations:

Solution Technique: When a first order ODE is separable variables, the

solution can be found by integration, such that

Integrating both sides,

Lecture: 2 5
Lin. ODEs
of 1st order
 First Order Linear ODE::

SOLUTION: Dividing by (1+x)y, we can write

dy dx

y (1  x)
from which it follows that

Lecture: 2 6
Lin. ODEs
of 1st order
 Solve:

Complementary function

Particular solution

General solution
Lecture: 2
Lin. ODEs
of 1st order
7
 Exercise 2.2, Zill

Solution: Hints

Integrating both sides,

General
solution
Substituting the initial condition

Particular
Lecture: 2 + solution 8
Lin. ODEs
of 1st order
 First Order Linear ODE::

Reduction to Separable Form:

Certain non-separable ODEs can be made separable by transformations that

introduce for y a new unknown function.

Type-1:
Suppose,
Here, f is any (differentiable) function of y/x. The form of such an ODE
suggests that we substitute : u=y/x

Thus, , and
Substituting into the above ODE gives,

Use method of
Sep. Vari., and
back
Lecture: 2 substitute 9
Lin. ODEs
of 1st order
 First Order Linear ODE::
Reduction to Separable Form:

Solution: We

Now substituting, u=y/x, or and

Separable
Lecture: 2 10
Lin. ODEs
of 1st order
 First Order Linear ODE::
Reduction to Separable Form:
Integrating,

Taking exponents on both sides,

Note: Multiply both sides of the solution by x2 ,

Thus,

Lecture: 2 11
Lin. ODEs
of 1st order
 First Order Linear ODE:

Reduction to Separable Form:

Type-1I: Suppose, dy/dx = f(ax+by+c)

Then, substitute u = ax+by+c, b≠ 0

Therefore, the differential equation is transformed into

Lecture: 2
Lin. ODEs
of 1st order
12
 The last equation is separable.
Using partial fractions

Solving the last equation for u,

Then re-substituting u=-2x+y, gives the solution

General Solution
Lecture: 2
Lin. ODEs
of 1st order
13
 Finally, applying the initial condition y(0)= 0, gives c = 1

Hence, Particular solution is:

(Blue lined graph)

Lecture: 2
Lin. ODEs
of 1st order
14
 Example: Solve

Lecture: 2
Lin. ODEs
of 1st order
15
 First Order Linear ODE: APPLICATIONS
Separable Equations: Population Dynamics
In Malthusian model , if P(t) denotes the total population at time t, then this
assumption can be expressed as

where k is a constant of proportionality .

1
dP  k dt (separable variables )
P
Integrating,
ln P  kt  c

P  P0 ekt , where P0 = ec

Lecture: 2 16
Lin. ODEs
of 1st order
 First Order Linear ODE: APPLICATIONS
Separable Equations: Population Dynamics
In a primary experiment, let the population of insects be N 0. At time t=4 hours,
the population is seen to be 2N0. If the growth rate of the insects is proportional
to the population of insects at certain time, how many hours later the population
of the insects will be 8 times of the current population?
Solution: N  N 0 e kt ,
Here, N0 is the population at time t=0.
At time t=4 hours, the population is seen to be 2N0.
Hence,
2N 0  N 0ek.4
ln2
or, e 4k
2 or , 4k  ln 2, k   0.173
4
Hence, required time (T) for the population of the insects will be 8 times of the
current population is,
8N 0  N 0e 0.173T
ln8 17
Lecture: 2 e 0.173T  8, T   12.01  12H
Lin. ODEs 0.173
of 1st order
 First Order Linear ODE: APPLICATIONS

Separable Equations: Population Dynamics

Lecture: 2 18
Lin. ODEs
of 1st order
 Separable Equations: Economics
Model
Example:

Solution:

Separable
ODE
(1)

Lecture: 2 Continue to next page 19

Lin. ODEs
of 1st order
 Solving we will have

(2)
The equilibrium value/solution is obtained by setting
dP/dt=0, that means -6P+90=0, implies P=15
 To check the stability of the market value, we want to investigate the
nature of the solution P(t) in equation (2) when t is very large, i.e.,
.
We see that Equilibrium
  P(t) solution
This implies P(t) converges to the equilibrium
Comments
Lecture: 2 solution as in the long run (as t tends to on market
Lin. ODEs
of 1st order infinity). This market is therefore stable. price
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 First Order Linear ODE: APPLICATIONS

Separable Equations: Economics

Model
Let P(t) represent the consumer price index. If the rate of inflation of the
price index is constant at 5% (i.e., the growth rate of P(t) is 5%,) and the
price index has a base value of 100 at time t = 0, solve for the expression
showing the price index as a function of time.

Solution:

Lecture: 2
Lin. ODEs
of 1st order
21
 Motivating Example: Engineering problem
Newton’s Law of Cooling/Warming:

According to Newton’s empirical law of

cooling/warming, the rate at which the temperature of
a body changes is proportional to the difference
between the temperature of the body and the
temperature of the surrounding medium, the so-called
ambient temperature.

If T(t) represents the temperature of a body at time t, T m the temperature

of the surrounding medium, and dT/dt the rate at which the temperature of
the body changes, then Newton’s law of cooling/warming translates into
the mathematical statement

where k is a constant of proportionality. In either case, cooling or warming, if T m

is a constant, it stands to reason that k<0 .
Lecture: 1
Intro. &
Applicat-
ions
 First Order Linear ODE: APPLICATIONS
Separable Equations: Heating Office Building (Newton’s Law of Cooling)
Suppose that in winter the daytime temperature in a certain office building is
maintained at 70°F. The heating is shut off at 10 P.M. and turned on again at 6
A.M.
On a certain day the temperature inside the building at 2 A.M. was found to be
65°F. Consider that the outside temperature varies between 50°F to 40°F by this
time period. What was the temperature inside the building when the heat was
turned on at 6 A.M.?

Solution: Let T(t) be the temperature inside the building and T m be the
outside temperature (we consider here Tout is the average of 50°F to 40°F,
that is Tm = 45°F

General
solution
Lecture: 2
Lin. ODEs 23
of 1st order
 First Order Linear ODE: APPLICATIONS

Separable Equations: Heating Office Building (Newton’s Law of Cooling)

Particular solution: We choose 10 P.M. to be t=0. Then the given initial
condition is T(0)=70 and yields a particular solution, call it T p . By substitution

We use T(4)=65, where t=4 is 2 A.M

Particular
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Lecture: 2 solution
Lin. ODEs
of 1st order
END

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