Chapter 1

First-Order Differential

Equations

National Taiwan University of

Science and Technology

Chun-Long Wang

階微分⽅程式
⼀
Outline

• Preliminary Concepts

• Separable Equations 可分離⽅程

寺
• Linear Differential Equations
⼒
線性 微分

• Exact Differential Equations

精確 微分

• Integrating Factors 衡 明

特殊
個
⽅程 • Homogeneous, Bernoulli, and Riccati Equations

⿑ 次 ⽩努利 黎卡提

• Applications to Mechanics, Electrical Circuits, and
應⽤

⼈L

Orthogonal Trajectories 璐 徑

• Existence and Uniqueness for Solutions of Initial

Value Problems

個 ⼀階⽅程
⼀ L

初始值問題 個L ⼆階⽅程
⼆

2
唯⼀的


Preliminary Concepts

• Differential Equation 微分 ⽅程式

– Definition

A di erential equation is an equation that contains one or more

derivatives

2nd order

y lxlty的⼆4sinlx 4th order

I will WHK e yM y M

It4

These are ordinary di erential equations because they involve only total

derivatives they express relationships revolving rates of change. The

order of a di erential equation is the order of its highest derivatives

美保 变化率

Preliminary Concepts

• Differential Equation IDE

– Definition

A solutions of a D.E. is any function that satis es it.

型式

For example1 此為解 滿⾜⽅程式 在右 微分

沒有

y t yo isin 左⼆jty ⼆ 4sinizx 4sinczx ⼆0⼆百

Thesolutionis definedforallx

Forexample2

i 1y
iii

左y hmtx.it 州⼆百

Preliminary Concepts

常琳定 差在常玖

棠以有指定

• General and Particular Solutions 階微分⽅程式变三比

⼀

xyy

未定
常數 – General Solution

Themost general form of a firstorder DE is cnyif

Fx y i 0 sinmiiii

For example

yl j.io y⼀ is x 0

i E ⼆0 xi eytc.inMy tsincMy'tsimcxy⼆ 0

A solution
州 ⼆中 His

Fcx 版11炒 0

For example

未定齱

y y 2 4M 2tki 左右 Bothsides areequal

⼆女 1 4M xhy.cn 左右 Bothsides areequal

y
solution
general 5


Preliminary Concepts

• General and Particular Solutions

常玫有指定 – Particular Solution

Each choice of the constant in the general

solution yields a particular solution.

For example
4 必 2⼗ e
gy_ifk.li

general solution
kid M ⼆2 particular solution

kit 中所 2 e

• Explicitly and Implicitly Defined Solutions

顯 隱

– Explicitly Solution

Sometimes we can write a solution explicitly giving y as a

function of x

For example
Ky ikē

左右 Bothsides areequal
solution
yiy

f 6


Preliminary Concepts

• Explicitly and Implicitly Defined Solutions

– Implicitly Solution

y iìffěy ⼀階⽅程式
ii
i
是y的積分
後⼆y
微分
We claim that the general solution is the function y(x) implicitly

de ned by the equation

Tjtzxtzě 火 implicitly
Solution
左右 BothSides are
gy
y的解藏在⽅程式裡

ii

Take di erentiation on both sides with respect to x.

2 少少 2 24egj

吖2

KT 89
y zxp 2 y

Preliminary Concepts

• Integral Curves 把解畫成 圓形

– Definition

A graph of a solution of a rst-order D.E. is called

an integral curve of the equation.

– Example 1.1

yty ⼀2

The generalsolution is yeztki

is

i喻
To 笮 ko

ks
8


Preliminary Concepts

• Integral Curves

– Example 1.2

it

Thegeneral solution is
ixlxe
ttyeypliit lko.tiixex

exfi meF5

X_x 5 C5

– Example 1.3

ytxy ⼀2

Thegeneral solution is 州 Ǘizettstkeexpiiy

ll ymépztdq

ki

Preliminary Concepts

• Initial Value Problem ⼆ ⼀ 階⽅程式 加初始值

– Definition

A rst-order initial value problem has the form F(x,y,y’)=0

ylxol⼆yo initial condition

y外 2 y 以1 yizxta

州 a 1

ynkzxtl

– Example 1.4

yy 2 1111 5 yztkéx

yakztké 5 ski 7e

11

y 2 7etx

10


Preliminary Concepts

• Direction Fields 把⽅程式 圖 的斜率畫出來

– Definition 把 y 的函式 惻 畫出來

The general rst-order D.E. has the form f(x,y,y’)=0

It can be rewritten as y’=f(x,y)

A drawing of the plane, with short line segments of slope y’=f(x,y) is called a direction eld.

代 叫1 i 得 州 的斜率

有⽅向性
Diretionfield

順著Directiontied連起來就是解

1積分

把 解 的斜率畫出來 就是Directiontied

11


630 Preliminary Concepts

• Direction Fields

– Example 1.5 1Direction Field

y P line
black segments

⻔⼆ xtk

⼀
blue lines Integral curve

– Example 1.6

lDirection Field

y siry
black line segments

y 邊
2 積分 解不出

5.4章才⾏解
iii

or順著⿊⾊的斜率畫

得出IntegralCurve解

12


解⼀階微分⽅程式

Separable Equations

• Separable Differential Equation

– Definition F X y y'to ⼀階微分⽅程式的鼠川

成
A di erential equation is called separable if it can be written as y’=A(x)B(y)把xyseparae

囎秦

y Ahl Bly Ǜ AMBM 州 Trá 琜

如果separable 就表⽰
積分 解決
可以

們並積分5
必移2邊可以 Bi少 Andx

䨊 各⾃

yfjdy hmdx黛 ǗǗ 州 fy

涵玫 函玫

This yields an equation in x,y, and a constant of integration.

This equation implicitly de nes the general solution y(x), for which may or

隱含 的 定義 般

may not be explicitly solved. 解

13


Separable Equations

• Separable Differential Equation

– Example 1.7

isseparable

緩緩

ii if

化 i少 ēxtx 䫶 挖掉留
喚分⺟ 䲒

1 1在 1

1 1炒 In 邊
2 積分

it ye.inyto ytoi 中途被挖掉

l o y to這是代回去檢查發現能使式⼦
也是 個解
⼀
成立

Where y=0 is a singular solution, since it can not

be generated from y=
ēik

14
 Separable Equations
• Separable Differential Equation
挖掉 在
– Example 1.8 y Hy 所 獅 加州1 is apara

i 加州1
ytt xto
挖掉1 x在
分⺟ 7 州少 kdx xy
separate4

9 71 iydyffx x 1積分

lnlty ijtk
7 Hy ētk éxek
2邊e ek某個䱙
Aéx
檢查 Hy 1Aéx IA某個常故
y 1代旺 Bei
發現可以 It Bei
y xtgytl
㘜
lj If Pinto 州
式
所以2個⼦可以
15
combine
 7 1 it Be xt0
example 加初始值
1，7

Separable Equations
• Separable Differential Equation
– Example 1.9

iii 炸4 iyiii 1 火 1 2

ēik ǜ
2
11 州 必 H1
2
1 ēi 4
少 少 midx
l k e 4代向
S Hildy fxidx
1 x.it i e
– Example 1.10 y 3lny jlxitk
Y31 3 ny131 jlsitk
1 3n 1 38 tk
k i 代向

y 3lny jlxti 16
 Separable Equations
應⽤
• Some Applications of Separable
Differential Equations
– Example 1.11 The Mathematical Policewoman
死亡時間
Estimating the time of death after a murder victim is discovered by using
the decay of body’s temperature
此為 個first
⼀ order separable
differential
equation
屍体溫度
– Example 1.12 Radioactive Decay and Carbon
Dating
Estimating the ages of certain ancient artifacts using the
decay of carbon-14.
碳14
– Example 1.13 Torricelli’s Law
Estimating the time after which a full task is empty.
塞⼦拔掉 預估多久流光
17
 Linear Differential Equations
• Linear Differential Equation
– Definition

18
 Linear Differential Equations
• Linear Differential Equation
– Example 1.14

– Example 1.15

19
 Linear Differential Equations
• Linear Differential Equation
– Example 1.15 (Con’d)

20
 Linear Differential Equations
• Linear Differential Equation
– Integrals Not Able Be Evaluated

21
 Exact Differential Equations
• Solution of Exact Differential Equation
– Derivation

22
 Exact Differential Equations
• Solution of Exact Differential Equation
– Example 1.17

23
 Exact Differential Equations
• Solution of Exact Differential Equation
– Example 1.17 (Con’d)

24
 Exact Differential Equations
• Potential Function
– Definition

• Exact Differential Equation

– Definition

25
 Exact Differential Equations
• Potential Function
– Example 1.17 (How to Find Potential Function)

26
 Exact Differential Equations
• Potential Function
– Example 1.17 (How to Find Potential Function)

27
 Exact Differential Equations
• Potential Function
– No Potential Function

28
 Exact Differential Equations
• Test for Exactness
– Theorem

– Proof of the Theorem ()

29
 Exact Differential Equations
• Test for Exactness
– Proof of the Theorem ()

30
 Exact Differential Equations
• Test for Exactness
– Example 1.18

31
 Exact Differential Equations
• Test for Exactness
– Example 1.19

32
 Exact Differential Equations
• Test for Exactness
– Example 1.19 (Con’d)

– Note of Caution:

33
 Integrating Factors
• Introduction
– Why We Need this Factor?

– Example 1.20

34
 Integrating Factors
• Integrating Factor
– Definition

– How to Find an Integrating Factor

35
 Integrating Factors
• Integrating Factor
– Example 1.21

36
 Integrating Factors
• Integrating Factor
– Example 1.21 (Con’d)

37
 Integrating Factors
• Integrating Factor
– Example 1.22

38
 Integrating Factors
• Integrating Factor
– Example 1.22 (Con’d)

39
 Integrating Factors
• Integrating Factor
– Example 1.23

40
 Integrating Factors
• Integrating Factor
– Example 1.24

41
 Integrating Factors
• Separable Equations and Integrating Factors
– Separable Equations is a Special Case of
Integrating Factors

42
 Integrating Factors
• Linear Equations and Integrating Factors
– Linear Equation is a Special Case of Integrating
Factors

43
Homogeneous, Bernoulli, and Riccati
Functions
• Homogeneous Differential Equations
– Homogeneous Equation

44
Homogeneous, Bernoulli, and Riccati
Functions
• Homogeneous Differential Equations
– Homogeneous Equation

45
Homogeneous, Bernoulli, and Riccati
Functions
• Homogeneous Differential Equations
– Example 1.25

46
Homogeneous, Bernoulli, and Riccati
Functions
• Homogeneous Differential Equations
– Example 1.26 Pursuit Problem

47
Homogeneous, Bernoulli, and Riccati
Functions
• The Bernoulli Equation
– Definition

48
Homogeneous, Bernoulli, and Riccati
Functions
• The Bernoulli Equation
– Example 1.27

49
Homogeneous, Bernoulli, and Riccati
Functions
• The Riccati Equation
– Definition

– Solution

50
Homogeneous, Bernoulli, and Riccati
Functions
• The Riccati Equation
– Example 1.28

51
Applications to Mechanics, Electrical
Circuits, and Orthogonal Trajectories
• Mechanics
– Terminal Velocity
– Motion of a Chain on a Pulley
– Chain Piling on the Floor
– Motion of a Block Sliding on an Inclined Plane
• Electrical Circuits
– Circuit containing single inductance or
capacitance
• Orthogonal Trajectories
– Like the one we have previously discussed
52
Existence and Uniqueness for Solutions
of Initial Value Problems
• Existence and Uniqueness
– Example 1.30

53
Existence and Uniqueness for Solutions
of Initial Value Problems
• Existence and Uniqueness
– Example 1.31

54
Existence and Uniqueness for Solutions
of Initial Value Problems
• Existence and Uniqueness
– Theorem

– For example

55
Existence and Uniqueness for Solutions
of Initial Value Problems
• Existence and Uniqueness
– Theorem for Linear Differential Equation

– Proof

56