Chapter 3

Chapter 3.
First-order Differential
Equations
Le Cong Nhan
Faculty of Applied Sciences

HCMC University of Technology and Education
Ngày 12 tháng 2 năm 2022
Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 3. Technology andDifferential
First-order Education) Equations Ngày 12 tháng 2 năm 2022 1 / 59
Contents
1 Solution Curves Without a Solution
2 Separable Equations
3 Linear Equations
4 Exact Equations
5 Solutions by Substitutions
6 A Numerical Method
7 Linear Models
8 Nonlinear Models
9 Modeling with Systems of First-Order DEs

Chapter Overview
In this chapter, we study the first-order differential equation

dy
= f (x, y )
dx
1 Qualitative analysis:
Existence and uniqueness,
Solution behavior (Direction fields), etc.
2 Quantitative analysis:
Analytical solution:
+ Separable equations;
+ Linear equations;
+ Exact equations;
+ Substitution method: Homogeneous equations, Bernoulli’s equations.
Numerical solution: Euler’s method
3 Applications
Linear/nonlinear models
Modeling with systems of first-order DEs

3.1 Solution Curves Without a Solution
Direction Fields (Trường hướng)
The differential equation

dy
= f (x, y )
dx
Information from first derivative:
Slope
Increasing/Decreasing
Example 1
Sketch the direction fields for the differential equation
dy
= 0.1xy
dx

Autonomous First-Order DEs
An autonomous first-order DEs (Phương trình vi phân cấp một tự động/tự điều
khiển) has the forms
dy
= f (y )
dx
where f and f 0 are continuous functions of y on some interval I . For example
dP
= P(a − bP),
dt
where a and b are positive constants.
Equilibrium solutions (Nghiệm cân bằng/Nghiệm hằng)
Solution curves (Đường cong nghiệm)
Attractors and repellers (Tập hút và tập đẩy)
Direction fields (Trường hướng)
Translation property (Tính chất tịnh tiến)
Solution curves

Attractors and Repellers
Hình: Critical point c is an attractor in (a), a repeller in (b), and semi-stable in (c) and
(d)

Direction fields
Hình: Direction fields for dy /dx = 2(y − 1)

Translation property
Hình: Translated solution curves of dy /dx = y (3 − y )

3.2 Separable Differential Equations
A differential equation is of the form
dy f (x)
= (1)
dx g (y )
is so-called separable differential equation.
Method of solution:
Step 1: separate the variables g (y )dy = f (x)dx.
Step 2: integrate both sides of the equation
Z Z
g (y )dy = f (x)dx. (2)

Example 2
Solve the equation (1 + x)dy − ydx = 0.

Example 3 (Losing a Solution)
dy
Solve the equation dx = y 2 − 4.

Example 4
Solve the initial-valued problem
dy x
=− , y (4) = −3.
dx y

Example 5
dy
cos x e 2y − y = e y sin 2x, y (0) = 0.
dx

Example 6 (Solution defined by integral)
dy 2
= e −x , y (2) = 6.
dx

3.3 First-Order Linear Differential Equations
A first-order differential equation of the form

dy
a1 (x) + a0 (x)y = g (x), (3)
dx
is said to be a linear equation in the dependent variable y .
If g (x) = 0, then the linear equation (3) is said to be homogeneous (thuần

nhất);
Otherwise, it is non-homogeneous (không thuần nhất).
The standard form of a linear equation
dy
+ P(x)y = f (x),
dx

Property of Linear Equations
The standard form of a linear equation

dy
+ P(x)y = f (x), (4)
dx
where P and f are continuous functions on the interval I .
The solution of (4) is the sum of the two solutions
y = yc + yp ,
yc is general solution of the associated homogeneous equation

dy
+ P(x)y = 0 (5)
dx
yp is a particular solution of the non-homogeneous equation (4).

1 The Homogeneous DE: The general solution of (5) is
R
yc := cy1 with y1 = e − P(x)dx
.
2 The Nonhomogeneous DE:

Find a particular solution of equation (4) by variation of parameters
method. More precisely, find the function c(x) such that yp = c(x)y1 solves
dy
+ P(x)y = f (x).
dx
This implies that c(x) = yf1(x)

R R R P(x)dx
(x) dx = e f (x)dx and
R
Z R
yp = e − P(x)dx
e P(x)dx
f (x)dx.

Method of Solution
Let us consider the standard form:
dy
+ P(x)y = f (x), (6)
dx
1 Find an integrating factor of the differential equation

R
P(x)dx
I (x) = e
2 Multiply both sides of linear equation by I (x)
d h R P(x)dx i R
e y = e P(x)dx f (x)
dx
and then integrate both sides of this equation, we get
Z
1
y= I (x)f (x)dx + C
I (x)

Example 7
Solve the differential equation
dy dy
a. − 3y = 6 b. x − 4y = x 6 e x
dx dx

Example 8 (Singular points)
Solve the differential equation
dy
(x 2 − 9) + xy = 0.
dx

Example 9
Find the solution of the initial-value problem
dy
+ y = x, y (0) = 4.
dx

Example 10 (Discontinuous coefficients)
dy
+ y = f (x), y (0) = 0,
dx
(
1 if 0 ≤ x ≤ 1
where f (x) =
0 if x > 1.

Example 11
dy
− 2xy = 2, y (0) = 1.
dx
The error function and complementary error function:

2 x −t 2 2 ∞ −t 2
Z Z
erf(x) = e dt and erfc(x) = e dt
π 0 π x
Notice that
erf(x) + erfc(x) = 1.

3.4 Exact Equations
A first-order differential equation of the form
M(x, y )dx + N(x, y )dy = 0 (7)
is said to be an exact equation if the expression on the left side is an exact

differential.
The equation (2x − 5y )dx + (−5x + 3y 2 )dy = 0 is exact, because
d x 2 − 5xy + y 3 = 0.


Theorem 12 (Criterion for an Exact Differential)
Let M(x, y ) and N(x, y ) be continuous and have continuous first partial derivatives
in a rectangular region R = {(x, y ) : a < x < b, c < y < d}. Then a necessary and
sufficient condition that M(x, y )dx + N(x, y )dy be an exact differential is
∂M ∂N
= . (8)
∂y ∂x

Method of Solution of Exact Equations
∂M ∂N
1 Verify the condition ∂y = ∂x .
2 Find the function f satisfying
∂f ∂f
= M(x, y ), = N(x, y ).
∂x ∂y
3 Integrate f w.r.t x, we get
Z
f (x, y ) = M(x, y )dx + g (y ).
4 Determine the function g by

Z
∂f ∂
= M(x, y )dx + g 0 (y ) = N(x, y )
∂y ∂y
Z
0 ∂
⇒ g (y ) = N(x, y ) − M(x, y )dx .
∂y

Example 13
Solve 2xydx + (x 2 − 1)dy = 0.

Example 14
Solve (e 2y − y cos xy )dx + (2xe 2y − x cos xy + 2y )dy = 0.

Example 15
dy xy 2 − cos x sin x
= , y (0) = 2.
dx y (1 − x 2 )

Integrating Factors
Let us consider the non-exact differential equation
M(x, y )dx + N(x, y )dy = 0. (9)
Find an integrating factor µ(x, y ) so that the following is an exact differential
µ(x, y )M(x, y )dx + µ(x, y )N(x, y )dy = 0.
This implies (µM)y = (µN)x or
µx N − µy M = (My − Nx ) µ. (10)
1 If µ = µ(x), then
dµ My − Nx R My −Mx
dx
= µ ⇒ µ(x) = e N . (11)
dx N
2 If µ = µ(y ), then
dµ My − Nx R My −Nx
=− µ ⇒ µ(y ) = e − M dy . (12)
dy M
Method of Solution of Non-exact Differential
Let us consider the non-exact differential equation
M(x, y )dx + N(x, y )dy = 0. (13)
1 If My − Nx /N is a function of x, then the integrating factor

R My −Nx
dx
µ(x) = e N . (14)
2 If My − Nx /M is a function of y , then the integrating factor

R My −Nx
µ(y ) = e − M dy
. (15)

Example 16
Solve xydx + (2x 2 + 3y 2 − 20)dy = 0.

3.5 Solutions by Substitutions
Definition 17 (Homogeneous function)

If f possesses the property
f (tx, ty ) = t α f (x, y )
for some real number α, then f is said to be a homogeneous function of degree

α.
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 the function f (x, y ) = x 3 + y 3 + 1 is non-homogeneous.

1 Homogeneous Equations: A first-order DE in differential form
M(x, y )dx + N(x, y )dy = 0
is said to be homogeneous if both coefficients M and N are homogeneous

functions of the same degree.
Substitution: y = ux or x = vy
2 Bernoulli’s equation: The differential equation
dy
+ P(x)y = f (x)y n
dx
wheren n is any real number, is called Bernoulli’s equation.
Substitution: u = y 1−n for n 6= 0 and n 6= 1.
3 Reduction to Separation of Variables: A differential equation of the form
dy
= f (Ax + By + C )
dx
Substitution: u = Ax + By + C .
Example 18
Solve (x 2 + y 2 )dx + (x 2 − xy )dy = 0.

Example 19
Solve x dy 2 2
dx + y = x y .

Example 20
dy 2
= (−2x + y ) + 7, y (0) = 0.
dx

3.6 A Numerical Method
First-order initial-value problems:

dy
= f (x, y ) , y (x0 ) = y0 . (16)
dx
Linearization of solution y (x) of (16) at x = x0
L(x) = f (x0 , y0 ) (x − x0 ) + y0
Let h > 0 and set x1 = x0 + h and notice that
y (x1 ) ≈ L(x1 ) = f (x0 , y0 )(x1 − x0 ) + y0 =: y1 .
Continuing in this manner, we get (xn , yn )

defined recursively by
yn = yn−1 + hf (xn−1 , yn−1 ), (17)

Hình: Euler’s method
with xn = x0 + nh, n = 1, ...
3.7 Linear Models
Growth and Decay
Example 21
A culture initially has P0 number of bacteria. At t = 1 h the number of bacteria is
measured to be 32 P0 . If the rate of growth is proportional to the number of
bacteria P(t) present at time t, determine the time necessary for the number of
bacteria to triple.

Example 22 (Half-Life of Plutonium)
A breeder reactor converts relatively stable uranium-238 into the isotope
plutonium-239. After 15 years it is determined that 0.043% of the initial amount
A0 of the plutonium has disintegrated. Find the half-life of this isotope if the rate
of disintegration is proportional to the amount remaining.

Carbon Dating
Libby’s method (Nobel Prize for chemistry in 1960) in about 1950:

the Libby half-life of C-14 is 5600 years.
Applications:
wooden furniture in Egyptian tombs;
the woven flax wrappings of the Dead Sea Scrolls;
the cloth of the enigmatic Shroud of Turin.
the Cambridge half-life of C-14 is close to 5730 years.

Limitation of the method: about 10 half-lives of the isotope, or roughly
60,000 years. Recently the use of a particle accelerator, the accuracy can be
extended to 70,000–100,000 years.

Example 23 (Age of a Fossil)
A fossilized bone is found to contain 0.1% of its original amount of C-14.
Determine the age of the fossil.

Newton’s Law of Cooling/Warming
Example 24
When a cake is removed from an oven, its temperature is measured at 300°F.
Three minutes later its temperature is 200°F. How long will it take for the cake to
cool off to a room temperature of 70°F?

Mixtures
Example 25
Suppose that a large mixing tank initially holds 300 gallons of brine (that is, water
in which a certain number of pounds of salt has been dissolved). Another brine
solution is pumped into the large tank at a rate of 3 gallons per minute; the
concentration of the salt in this inflow is 2 pounds of salt per gallon. When the
solution in the tank is well stirred, it is pumped out at the same rate as the
entering solution. If there were 50 lb of salt dissolved initially in the 300 gallons,
how much salt is in the tank after a long time?
The amount of salt A(t) in the tank at

time t holds:
dA
= Rin − Rout
dt
A
=6− . (18)
100

Series Circuits
Denote by i(t) the current in a circuit after a switch is closed and q(t) by the
charge on a capacitor at time t.
Kirchhoff’s second law:

di
E (t) = L + iR. (19)
dt
Hình: LR-series circuit
Kirchhoff’s second law:

1 dq 1
E (t) = iR + q=R + q. (20)
C dt C
Hình: RC-series circuit

Example 26
A 12-volt battery is connected to an LR-series circuit in which the inductance is 12
henry and the resistance is 10 ohms. Determine the current i if the initial current
is zero.

3.8 Nonlinear Models
Population Dynamics
The differential equation

dP
= Pf (P)
dt
is widely assumed in models of animal populations, is called the density-dependent
hypothesis.
1 Logistic equation: P. F. Verhulst (1840)
dP
= P (a − bP) , a, b > 0. (21)
dt
2 Modifications of the logistic equation: immigration/emigration factor
dP
= P (a − bP) ± h (22)
dt
Gompertz differential equation
dP
= P (a − b ln P) (23)
dt
Example 27
Suppose a student carrying a flu virus returns to an isolated college campus of
1000 students. If it is assumed that the rate at which the virus spreads is
proportional not only to the number x of infected students but also to the number
of students not infected, determine the number of infected students after 6 days if
it is further observed that after 4 days x(4) = 50.

Chemical Reactions
Suppose that a grams of chemical A are combined with b grams of chemical B. If

there are M parts of A and N parts of B formed in the compound C . Find the
number of grams of compound at any time?
Let X (t) be the number of grams of chemical C formed, then the numbers of grams
of chemicals A and B remaining at any time are, respectively,
M N
a− X and b − X.
M +N M +N
By the law of mass action, the rate of the reaction satisfies

dX M N
=k a− X b− X ,
dt M +N M +N
which implies
dX a(M + N) b(M + N)
= k (α − X ) (β − X ) , α= , β= .
dt M N
Example 28
A compound C is formed when two chemicals A and B are combined. The
resulting reaction between the two chemicals is such that for each gram of A, 4
grams of B is used. It is observed that 30 grams of the compound C is formed in
10 minutes. Determine the amount of C at time t if the rate of the reaction is
proportional to the amounts of A and B remaining and if initially there are 50
grams of A and 32 grams of B. How much of the compound C is present at 15
minutes? Interpret the solution as t → ∞.

3.9 Modeling with Systems of First-Order DEs
Radioactive Series
Suppose a radioactive series is described schematically by

−λ −λ
X −→1 Y −→2 Z
where k1 = −λ1 < 0 and k2 = −λ2 < 0 are the decay constants for substances X
and Y respectively and Z is a stable element.
Let x(t), y (t), and z(t) denote amounts of substances X , Y , and Z remaining at
time t, respectively. A model of the radioactive decay series for three elements is
the linear system of three first-order differential equations
dx
= −λ1 x (24)
dt
dy
= λ1 x − λ2 y (25)
dt
dz
= λ2 y (26)
dt
Mixtures
Let us suppose that tank A contains 50 gallons of water in which 25 pounds of salt
is dissolved. Suppose tank B contains 50 gallons of pure water. Liquid is pumped
in and out of the tanks as indicated in the figure; the mixture exchanged between
the two tanks and the liquid pumped out of tank B is assumed to be well stirred.
Hình: Connected mixing tanks

Let x1 (t) and x2 (t) be the number of pounds of salt in tanks A and B, respectively,
at time t.
A model for this connected mixing tanks

is the linear system
dx1 1 1
= − x1 + x2
dt 25 50
dx2 1 1
= x1 − x2
dt 25 25
x1 (0) = 25, x2 (0) = 0.
Hình: Connected mixing tanks

For the tank A, the net rate of change of x1 (t) is:
dx1 x
2

= (3 gal/min) · (0 lb/gal) + (1 gal/min) · lb/gal
dt | {z 50 }
input rate of salt
x
1
− (4 gal/min) · lb/gal
| {z 50 }
output rate of salt
For the tank B, the net rate of change of x2 (t) is:
dx2 x
1

= (4 gal/min) · lb/gal
dt | {z 50 }
input rate of salt
x x
2 2
− (1 gal/min) · lb/gal + (3 gal/min) · lb/gal
| 50 {z 50 }
output rate of salt

A Predator-Prey Model
Let x(t) and y (t) denote, respectively, the fox and rabbit populations at time t. A
model for the two populations is given by the nonlinear system
dx
= −ax + bxy
dt
dy
= dy − cxy
dt
where a, b, c, and d are positive constants. This famous system of equations is
known as the Lotka-Volterra predator-prey model.

Competition Models
Suppose two different species of animals occupy the same ecosystem, not as predator
and prey but rather as competitors for the same resources (such as food and living
space) in the system.
A model for the two populations is given by the nonlinear system
dx
dt {z } − | by
= | ax
{z }
growth rate influence
dy
= cy − dx
dt
where a, b, c, and d are positive constants.

Networks
An electrical network having more than one loop also gives rise to simultaneous
differential equations.
By Kirchhoffs first law
i1 (t) = i2 (t) + i3 (t) (27)
By Kirchhoffs second law for the loop

A1 B1 B2 A2 A1 and A1 C1 C2 A2 A1
di2
E (t) = i1 R1 + L1 + i2 R2 (28)
dt
di3
E (t) = i1 R1 + L2 (29)
dt
Hình: Electrical network

Example 29
Show that a system of differential equations that describes the currents i1 (t) and
i2 (t) in the electrical network shown in figure below
Kirchhoffs first law:
i1 (t) = i2 (t) + i3 (t) (30)
Kirchhoffs second law:

di1
E (t) = L + i2 R (31)
dt
di1 1
E (t) = L + q3 (32)
Hình: Electrical network dt C
Solving the system and using the fact that q3 = i2 RC , we have

dq3 di2
i3 = = RC = i1 − i2 (33)
dt dt


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Chapter 3

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Chapter 3.

Faculty of Applied Sciences

Ngày 12 tháng 2 năm 2022

Le Cong Nhan (Faculty of Applied Sciences HCMC University

1 Solution Curves Without a Solution

9 Modeling with Systems of First-Order DEs

Le Cong Nhan (Faculty of Applied Sciences HCMC University

In this chapter, we study the first-order differential equation

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The differential equation

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Hình: Direction fields for dy /dx = 2(y − 1)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Hình: Translated solution curves of dy /dx = y (3 − y )

Le Cong Nhan (Faculty of Applied Sciences HCMC University

A differential equation is of the form

is so-called separable differential equation.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

A first-order differential equation of the form

If g (x) = 0, then the linear equation (3) is said to be homogeneous (thuần

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The standard form of a linear equation

The solution of (4) is the sum of the two solutions

yc is general solution of the associated homogeneous equation

Le Cong Nhan (Faculty of Applied Sciences HCMC University

2 The Nonhomogeneous DE:

This implies that c(x) = yf1(x)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

1 Find an integrating factor of the differential equation

2 Multiply both sides of linear equation by I (x)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The error function and complementary error function:

Le Cong Nhan (Faculty of Applied Sciences HCMC University

A first-order differential equation of the form

M(x, y )dx + N(x, y )dy = 0 (7)

is said to be an exact equation if the expression on the left side is an exact

The equation (2x − 5y )dx + (−5x + 3y 2 )dy = 0 is exact, because

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

4 Determine the function g by

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Let us consider the non-exact differential equation

M(x, y )dx + N(x, y )dy = 0. (9)

Find an integrating factor µ(x, y ) so that the following is an exact differential

µ(x, y )M(x, y )dx + µ(x, y )N(x, y )dy = 0.

This implies (µM)y = (µN)x or

Let us consider the non-exact differential equation

M(x, y )dx + N(x, y )dy = 0. (13)

1 If My − Nx /N is a function of x, then the integrating factor