1.

2
Geometric Meaning of
y’ ＝ f(x, y).
Direction Fields, Euler’s Method

Section 1.2 p1 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.2 Geometric Meaning of y’ = f(x, y).
Direction Fields, Euler’s Method

Graphic Method of Direction Fields.

Practical Example Illustrated in Fig. 7.
We can show directions of solution curves of a given ODE
(1) by drawing short straight-line segments (lineal elements)
in the xy-plane.
This gives a direction field (or slope field) into which you can
then fit (approximate) solution curves. This may reveal
typical properties of the whole family of solutions.
Figure shows a direction field for the ODE
(2) y’ = y *x
obtained by a CAS (computer algebra system) and some
approximate solution curves fitted in.

Section 1.2 p2 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.2 Geometric Meaning of y’ = f(x, y).
Direction Fields, Euler’s Method

If you have no CAS, first draw a few level curves

f(x, y) = const of f(x, y),
then parallel lineal elements along each such curve
(which is also called an isocline, meaning a curve
of equal inclination), and finally draw approximation
curves fit to the lineal elements.

Section 1.2 p3 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.3 Separable ODEs. Modeling

Section 1.3 p4 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

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 1.3 Separable ODEs. Modeling

Many practically useful ODEs can be reduced to the form

(1) g(y) y’ = f(x)
by purely algebraic manipulations. Then we can integrate on
both sides with respect to x, obtaining
(2) ∫g(y) y’dx = ∫f(x) dx + c.
On the left we can switch to y as the variable of integration. By
calculus, y’dx = dy so that
(3) ∫g(y) dy = ∫f(x) dx + c.
If f and g are continuous functions, the integrals in (3) exist, and
by evaluating them we obtain a general solution of (1).
This method of solving ODEs is called the method of separating
variables, and (1) is called a separable equation, because in (3)
the variables are now separated: x appears only on the right and
y only on the left.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Section 1.3 p5 Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.3 Separable ODEs. Modeling

Extended Method:
Reduction to Separable Form
Certain non separable ODEs can be made separable by
transformations that introduce for y a new unknown
function. We discuss this technique for a class of ODEs of
practical importance, namely, for equations
y
(8) y'  f  .
x
Here, f is any (differentiable) function of y/x such as
sin (y/x), (y/x)4, and so on. (Such an ODE is sometimes called
a homogeneous ODE, a term we shall not use but reserve for
a more important purpose in Sec. 1.5.)

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 1.3 p6 Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.3 Separable ODEs. Modeling

Extended Method:
Reduction to Separable Form (continued)
The form of such an ODE suggests that we set y/x = u; thus,
(9) y = ux and by product differentiation y’ = u’x + u.
Substitution into y’ = f(y/x) then gives u’x + u = f (u)
or u’x = f(u) − u. We see that if f(u) − u ≠ 0, this can be
separated:
du dx
(10)  .
f (u)  u x

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 1.3 p7 Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating
Factors

Section 1.4 p9 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

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 1.4 Exact ODEs. Integrating Factors

We recall from calculus that if a function u(x, y) has

continuous partial derivatives, its differential (also called its
total differential) is
u u
du  dx  dy.
x y
From this it follows that if u(x, y) = c = const, du = 0.

Section 1.4 p10 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

A first-order ODE M(x, y) + N(x, y)y’ = 0, written as

(use dy = y’dx as in Sec. 1.3)
(1) M(x, y) dx + N(x, y) dy = 0
is called an exact differential equation if the differential
form M(x, y) dx + N(x, y) dy is exact, that is, this form is the
differential
u u
(2) du  dx  dy
x y
of some function u(x, y). Then (1) can be written
du = 0.
By integration we immediately obtain the general solution
of (1) in the form
(3) u(x, y) = c.

Section 1.4 p11 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

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 1.4 Exact ODEs. Integrating Factors

This is called an implicit solution, in contrast to a solution

y = h(x) as defined in Sec. 1.1, which is also called an explicit
solution, for distinction. Sometimes an implicit solution can
be converted to explicit form. (Do this for x2 + y2 = 1.) If this
is not possible, your CAS may graph a figure of the contour
lines (3) of the function u(x, y) and help you in
understanding the solution.
Comparing (1) and (2), we see that (1) is an exact differential
equation if there is some function u(x, y) such that
(4) (a) (b)
u u
M  N.
From this wecanx derive a formulayfor checking whether (1)
is exact or not, as follows.

Section 1.4 p12 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

Let M and N be continuous and have continuous first

partial derivatives in a region in the xy-plane whose
boundary is a closed curve without self-intersections. Then
by partial differentiation of (4) (see App. 3.2 for notation),
M  2u N  2u
  .
y y x x x y
By the assumption of continuity the two second partial
derivatives are equal. Thus
(5) M N
 .
y x

Section 1.4 p13 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

This condition is not only necessary but also sufficient for

(1) to be an exact differential equation. (See book for proof)

If (1) is exact, the function u(x, y) can be found by inspection

or in the following systematic way. From (4a) we have by
integration with respect to x
(6) u   M dx  k( y);
in this integration, y is to be regarded as a constant, and k(y)
plays the role of a “constant” of integration.
To determine k(y), we derive ∂u/∂y from (6), use (4b) to get
dk/dy, and integrate dk/dy to get k.

Section 1.4 p14 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
Example

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

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Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
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Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
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 1.4 Exact ODEs. Integrating Factors

The previous examples gives the idea

We multiply a given nonexact equation,

(12) P(x, y) dx + Q(x, y) dy = 0,
by a function F that, in general, will be a function of both x
and y. The result was an equation
(13) FP dx + FQ dy = 0
that is exact, so we can solve it as just discussed. Such a
function is then called an integrating factor of (12).

Section 1.4 p21 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

How to Find Integrating Factors

For M dx + N dy = 0 the exactness condition (5) is
∂M/∂y = ∂N/∂x. Hence for (13), FP dx + FQ dy = 0, the
exactness condition is
 
(15) ( FP )  ( FQ).
y x
By the product rule, with subscripts denoting partial
derivatives, this gives
FyP + FPy = FxQ + FQx.

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 1.4 p22 Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

How to Find Integrating Factors (continued)

Let F = F(x). Then Fy = 0, and Fx = F’ = dF/dx, so that (15)

becomes
FPy = F’Q + FQx.
Dividing by FQ and reshuffling terms, we have
1 dF 1  P Q 
(16)  R, where R    .
F dx Q  y x 

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 1.4 p23 Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

Theorem 1
Integrating Factor F(x)
If (12) is such that the right side R of (16) depends only on x, then
(12) has an integrating factor F = F(x), which is obtained by
integrating (16) and taking exponents on both sides.
(17) F( x)  exp  R( x)dx.

Note:
(12) P(x, y) dx + Q(x, y) dy = 0,
(16) 1 dF 1  P Q 
 R, where R    .
F dx Q  y x 

Section 1.4 p24 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

Similarly, if F* = F*(y), then instead of (16) we get

1 dF * 1  Q P 
(18)  R*, where R*    .
F * dy P  x y 

Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Section 1.4 p25 Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.4 Exact ODEs. Integrating Factors

Theorem 2
Integrating Factor F*(y)
If (12) is such that the right side R* of (18) depends only on y,
then (12) has an integrating factor F* = F*(y), which is obtained
from (18) and taking exponents on both sides.
(19) F *( y )  exp  R*( y)dy

Note:
(12) P(x, y) dx + Q(x, y) dy = 0,
(18) 1 dF * 1  Q P 
 R*, where R*    .
F * dy P  x y 

Section 1.4 p26 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
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Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
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 1.5
Linear ODEs. Bernoulli
Equation. Population Dynamics

Section 1.5 p31 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.

A first-order ODE is said to be linear if it can be brought

into the form
(1) y’ + p(x)y = r(x),
by algebra, and nonlinear if it cannot be brought into this
form.

Section 1.5 p32 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.

Homogeneous Linear ODE.

We want to solve (1) on some interval a < x < b, call it J, and
we begin with the simpler special case that r(x) is zero for
all x in J. (This is sometimes written r(x) ≡ 0.) Then the ODE
(1) becomes
(2) y’ + p(x)y = 0
and is called homogeneous.
The general solution of the homogeneous ODE (2) is
(3) y(x) = ce−∫p(x)dx (c = ±ec* when y >/< 0);
here we may also choose c = 0 and obtain the trivial
solution y(x) = 0 for all x in that interval.

Section 1.5 p33 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.

Nonhomogeneous Linear ODE

We now solve (1) in the case that r(x) in (1) is not everywhere
zero on the interval J considered. Then the ODE (1) is called
nonhomogeneous.
Solution of nonhomogeneous linear ODE (1):

(4) y(x) = e−h(∫ehr dx + c), h = ∫p(x) dx.

The structure of (4) is interesting. The only quantity depending
on a given initial condition is c. Accordingly, writing (4) as a sum
of two terms,

(4*) y(x) = e−h∫ehr dx + c e−h,

we see the following:
(5) Total Output = Response to the Input r + Response to the
Initial Data.
Section 1.5 p34 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
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Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
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 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.
EXAMPLE 1
First-Order ODE, General Solution, Initial Value Problem
Solve the initial value problem
y’ + y tan x = sin 2x, y(0) = 1.
Solution.
Here p = tan x, r = sin 2x = 2 sin x cos x and
h = ∫p dx = ∫tan x dx = ln|sec x|.
From this we see that in (4),
eh = sec x, e−h = cos x, ehr = (sec x)(2 sin x cos x) = 2 sin x,
and the general solution of our equation is
y(x) = cos x (2 ∫sin x dx + c) = c cos x − 2 cos2x.
From this and the initial condition, 1 = c · 1 − 2 · 12, thus c = 3 and
the solution of our initial value problem is y = 3 cos x - 2 cos2 x.
Here 3 cos x is the response to the initial data, and −2 cos2 x is the
response to the input sin 2x.
Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Section 1.5 p36 Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.
Reduction to Linear Form. Bernoulli Equation

Numerous applications can be modeled by ODEs that are

nonlinear but can be transformed to linear ODEs. One of the
most useful ones of these is the Bernoulli equation
(9) y’ + p(x)y = g(x)ya (a any real number).
If a = 0 or a = 1, Equation (9) is linear. Otherwise it is
nonlinear. Then we set
u(x) = [y(x)]1−a.
We differentiate this and substitute y’ from (9), obtaining
u’ = (1 − a)y−ay’ = (1 − a)y−a(gya − py).
Simplification gives
u’ = (1 − a)(g − py1−a),
where y1−a = u on the right, so that we get the linear ODE
(10) u’ + (1 − a)pu = (1 − a)g.
Section 1.5 p37 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.
Example 4
Logistic Equation
Solve the following Bernoulli equation, known as the logistic equation (or
Verhulst equation)
(11) y’ = Ay − By2
Solution. Write (11) in the form (9), that is,
y’ − Ay = − By2
to see that a = 2 so that u = y1−a = y−1. Differentiate this u and substitute y’ from
(11), u’ = −y2y’ = −y−2(Ay − By2) = B − Ay−1.
The last term is − Ay−1 = − Au. Hence we have obtained the linear ODE
u’ + Au = B.
The general solution is [by (4)]
u = ce−At + B/A.
Since u = 1/y, this gives the general solution of (11),
1 1
(12) y   At (Fig. 21)
u ce  B / A
Directly from (11) we see that y = 0 (y(t) = 0 for all t) is also a solution.

Section 1.5 p38 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.

We see that in the logistic equation (11) the independent

variable t does not occur explicitly. An ODE y’ = f(t, y) in
which t does not occur explicitly is of the form
(13) y’ = f(y)
and is called an autonomous ODE. Thus the logistic
equation (11) is autonomous.
Equation (13) has constant solutions, called equilibrium
solutions or equilibrium points. These are determined by
the zeros of f(y), because f(y) = 0 gives y’ = 0 by (13); hence
y = const. These zeros are known as critical points of (13).
An equilibrium solution is called stable if solutions close to
it for some t remain close to it for all further t. It is called
unstable if solutions initially close to it do not remain close
to it as t increases.
Section 1.5 p39 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.7 Existence and Uniqueness of Solutions for Initial Value Problems

Problem of Existence
Under what conditions does an initial value problem of the form
(1) have at least one solution (hence one or several solutions)?

Problem of Uniqueness
Under what conditions does that problem have at most one
solution (hence excluding the case that it has more than one
solution)?

Section 1.7 p40 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.7 Existence and Uniqueness of Solutions for Initial Value Problems

Theorem 1
Existence Theorem
Let the right side f(x, y) of the ODE in the initial value problem
(1) y’ = f(x, y), y(x0) = y0
be continuous at all points (x, y) in some rectangle
R: |x − x0|< a, | y − y0 | < b (Fig. 26)
and bounded in R; that is, there is a number K such that
(2) | f(x, y)| ≤ K for all (x, y) in R.
Then the initial value problem (1) has at least one solution y(x).
This solution exists at least for all x in the subinterval |x − x0|< α
of the interval |x − x0|< a; here, α is the smaller of the two
numbers a and b/K.
Section 1.7 p41 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 1.7 Existence and Uniqueness of Solutions for Initial Value Problems

Theorem 1 (continued)

Section 1.7 p42 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

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 1.7 Existence and Uniqueness of Solutions for Initial Value Problems

Theorem 2
Uniqueness Theorem
Let f and its partial derivative fy = ∂f/∂y be continuous for all (x,
y) in the rectangle R (Fig. 26) and bounded, say,
(3) (a) |f (x, y)| ≤ K, (b) |f y(x, y)| ≤ M for all (x, y) in R.
Then the initial value problem (1) has at most one solution y(x).
Thus, by Theorem 1, the problem has precisely one solution. This
solution exists at least for all x in that subinterval |x − x0|< α.

Section 1.7 p43 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 1
SUMMARY OF CHAPTER
First-Order ODEs

Section 1.Summary p44 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

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 SUMMARY OF CHAPTER 1
First-Order ODEs
This chapter concerns ordinary differential equations
(ODEs) of first order and their applications. These are
equations of the form
(1) F(x, y, y’) = 0 or in explicit form y’ = f(x, y)
involving the derivative y’ = dy/dx of an unknown function
y, given functions of x, and, perhaps, y itself. If the
independent variable x is time, we denote it by t.
In Sec. 1.1 we explained the basic concepts and the process
of modeling, that is, of expressing a physical or other
problem in some mathematical form and solving it. Then
we discussed the method of direction fields (See. 1.2),
solution methods and models (Sees. 1.3–1.6), and, finally,
ideas on existence and uniqueness of solutions (Sec. 1.7).
Section 1.Summary p45 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 1
First-Order ODEs
(continued 1)
A first-order ODE usually has a general solution, that is, a
solution involving an arbitrary constant, which we denote
by c. In applications we usually have to find a unique
solution by determining a value of c from an initial
condition y(x0) = y0. Together with the ODE this is called an
initial value problem
(2) y’ = f(x, y) y(x0) = y0 (x0, y0 given numbers)
and its solution is a particular solution of the ODE.
Geometrically, a general solution represents a family of
curves, which can be graphed by using direction
fields (Sec. 1.2). And each particular solution corresponds to
one of these curves.
Section 1.Summary p46 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 1
First-Order ODEs
(continued 2)
A separable ODE is one that we can put into the form
(3) g(y) dy = f (x) dx (Sec. 1.3)
by algebraic manipulations (possibly combined with
transformations, such as y/x = u) and solve by integrating on
both sides.
An exact ODE is of the form
(4) M(x, y) dx + N(x, y) dy = 0 (Sec. 1.4)
where M dx + N dy is the differential
du = ux dx + uy dy
of a function u(x, y), so that from du = 0 we immediately get the
implicit general solution u(x, y) = c. This method extends to
nonexact ODEs that can be made exact by multiplying them by
some function F(x, y), called an integrating factor (Sec. 1.4).
Section 1.Summary p47 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 1
First-Order ODEs
(continued 3) Linear ODEs
(5) y’ + p(x)y = r(x)
are very important. Their solutions are given by the integral
formula (4). Sec. 1.5. Certain nonlinear ODEs can be transformed
to linear form in terms of new variables.
This holds for the Bernoulli equation
y’ + p(x)y = g(x)ya (Sec. 1.5).
Applications and modeling are discussed throughout the
chapter, in particular in Secs. 1.1, 1.3, 1.5 (population dynamics,
etc.), and 1.6 (trajectories).
Picard’s existence and uniqueness theorems are explained in
Sec. 1.7 (and Picard’s iteration in Problem Set 1.7).
Numeric methods for first-order ODEs can be studied in Secs.
21.1 and 21.2 immediately after this chapter, as indicated in the
chapter opening.
Section 1.Summary p48 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.