Chapter 1: First-order Differential Equations

Definition
Differential Equations

A differential equation is a relationship between independent variable, x and dependent variable, y

𝑑𝑦 𝑑2 𝑦
and one or more differential coefficients, such as or 𝑦′, or 𝑦′′ etc.
𝑑𝑥 𝑑𝑥 2

E.g.: 1.1
State the order of the following differential equations, if applicable.
𝑑𝑦 𝑑2 𝑦 𝑑2 𝑦 𝑑𝑦
(a) =𝑥 (b) + (sin 𝑥)𝑦 = 0 (c) + 2 𝑑𝑥 + 𝑦 = 0 (d) 𝑥 2 + 𝑦 2 = 𝑎2
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 2
𝑑𝑦
(e) (𝑦 3 + 1) 𝑑𝑥 − 𝑥𝑦 2 = 𝑥

Formation and solution of Differential Equations

E.g.: 1.2
𝐴
Form a differential equation from the function 𝑦 = 𝑥 + 𝑥 . [Ans.: 𝑥𝑦 ′ + 𝑦 = 2𝑥 ]

E.g.: 1.3
Form a differential equation from the function 𝑦 = 𝐴 cos 𝑥 + 𝐵 sin 𝑥. [Ans.: 𝑦 ′′ + 𝑦 = 0 ]
Notes: For any function with one arbitrary constant, we will obtain first-order DE; For any function with
two arbitrary constants, we will obtain second-order DE, etc.

E.g.: 1.4
Show that 𝑦 = (𝑎 + 𝑏𝑥)𝑒 𝑥 is the solution of 𝑦 ′′ − 2𝑦′ + 𝑦 = 0.
======================================================================
Method of solution of first-order differential equations

Method of separable variables

E.g.: 1.5
𝑑𝑦
Solve the first-order differential equation 𝑥 = 2𝑦 with initial condition y(1) = 2. [Ans.: 𝑦 = 2𝑥 2 ]
𝑑𝑥

E.g.: 1.6
Solve the first-order differential equation 𝑦 ′ = 1 + 𝑦 2 . [Ans.: 𝑦 = tan(𝑥 + 𝐶)]
E.g.: 1.7
𝑑𝑦 𝑦 2 −1 𝑦−1 𝑥−1
Solve = 𝑥 2 −1 , given y(2) = 2. [Ans.: = 𝑥+1]
𝑑𝑥 𝑦+1

Homogeneous equations
E.g.: 1.8
Determine whether the following functions are homogenous function or not.
(a) ℎ(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 (b) 𝑔(𝑥, 𝑦) = √2𝑥 + 3𝑦 [Ans.: (a) Yes (b) Yes]

1
E.g.: 1.9
𝑑𝑦 𝑦2
Solve 𝑥𝑦 𝑑𝑥 = 𝑥 2 + 𝑦 2 . [Ans.: 𝑥 2 = 2𝑙𝑛𝑥 + 𝐶]

E.g.: 1.10
𝑑𝑦 1−2𝑦−4𝑥 (2𝑥+𝑦)2
Solve = . [Ans.: + (2𝑥 + 𝑦) = 3𝑥 + 𝐶 ]
𝑑𝑥 1+𝑦+2𝑥 2

E.g.: 1.11
𝑑𝑦 𝑦 𝑣 1
* Solve 𝑑𝑥 + 𝑥 = 𝑥𝑦 3 , by using transformation 𝑦 = 𝑥. [Ans.: 𝑦 2 = −2𝑥 2 𝑙𝑛𝑥 + 𝐶𝑥 2 ]

==================================
Linear differential equation
E.g.: 1.12
𝑥2
𝑑𝑦
Solve + 𝑥𝑦 − 𝑥 = 0. [Ans.: 𝑦 = 1 + 𝐶𝑒 − 2 ]
𝑑𝑥

Note: An integrating factor is any expression that a differential equation is multiplied by to

facilitate integration (chosen so that the resulting equation is easily integrated).
E.g.: 1.13 (Exercise)
𝑑𝑦
Solve 𝑑𝑥 + 𝑦 = 𝑥, y(0) = 1. [Ans.: 𝑦 = 𝑥 − 1 + 2𝑒 −𝑥 ]

E.g.: 1.14 (Bernoulli equation)

𝑑𝑦 𝑦 𝑑𝑦 1 5 1
Solve (a) 𝑑𝑥 + 𝑥 = 𝑦 6 (b) 𝑑𝑥 + 𝑦 = 𝑦 3 𝑒 𝑥 [Ans.: (a) = 4 𝑥 + 𝐶𝑥 5 (b) = 2𝑒 𝑥 + 𝐶𝑒 2𝑥 ]
𝑦5 𝑦2

𝑑𝑧
Hint: Let z = y1-n, + (1 − 𝑛)𝑝(𝑥)𝑧 = (1 − 𝑛)𝑞(𝑥)
𝑑𝑥

E.g.: 1.15 (Exercise)

𝑑𝑦 𝑦
* Solve 𝑑𝑥 + 𝑥 = 𝑥𝑦 3 [Ans.: refer E.g.: 1.11]

====================================
Exact differential equation
E.g.: 1.16
Determine whether the following differential equation is exact or not.
(a) (𝑦 − 𝑒 𝑥 )𝑑𝑥 + 𝑥𝑑𝑦 = 0 (b) (𝑥𝑦 + 𝑦 2 + 𝑦)𝑑𝑥 = −(𝑥 + 2𝑦)𝑑𝑦 [Ans.: (a) yes (b) no]
E.g.: 1.17
Solve the differential equation (6𝑥 2 − 10𝑥𝑦 + 3𝑦 2 )𝑑𝑥 + (−5𝑥 2 + 6𝑥𝑦 − 3𝑦 2 )𝑑𝑦 = 0 .

[Ans.: (2𝑥 3 − 5𝑥 2 𝑦 + 3𝑥𝑦 2 − 𝑦 3 ) = 𝐶 ]

E.g.: 1.18 (Exercise)
Solve the differential equation (𝑒 −𝑦 + cos(𝑥 − 𝑦) + 2𝑥)𝑑𝑥 = (𝑥𝑒 −𝑦 + cos(𝑥 − 𝑦) + 1)𝑑𝑦 .

[Ans.: (𝑥𝑒 −𝑦 + sin(𝑥 − 𝑦) + 𝑥 2 − 𝑦) = 𝐶 ]

E.g.: 1.19 (non-exact DE)

Solve (𝑥 2 + 𝑦 2 + 𝑥)𝑑𝑥 + (𝑥𝑦)𝑑𝑦 = 0 . [Ans.: 3𝑥 4 + 4𝑥 3 + 6𝑥 2 𝑦 2 = 𝐶]
1 𝑀 𝑁
Formula: Integrating factor, 𝐼 = 𝑒 ∫ 𝑅(𝑥)𝑑𝑥 where 𝑅(𝑥) = 𝑁 ( 𝑦 − 𝑥 )
2
Direction fields
E.g.: 1.20
𝑑𝑦
Sketch the direction fields of the differential equation 𝑑𝑡 = 1 − 𝑦 .
(a) Determine its equilibrium solution(s). [Ans.: y = 1]
(b) Describe the dependency of its solution on the initial value of y at t = 0.
E.g.: 1.21
𝑑𝑦
Find all the equilibrium solutions of the differential equation = 𝑦(2 − 𝑦). Determine whether
𝑑𝑡
the equilibrium solution is asymptotically stable or unstable.
[Ans.: y = 2 (asymptotically stable); y = 0 (unstable)]

E.g.: 1.22
𝑑𝑦
Write a differential equation in the form of 𝑑𝑡 = 𝑎𝑦 + 𝑏, where a and b are real numbers, as 𝑡 → ∞
(a) all the solutions approach y = 3. (b) all the solutions diverge from y = 3/2.

[Ans.: (a) 𝑦 ′ = 3 − 𝑦 etc. (b) 𝑦 ′ = 2𝑦 − 3 etc. ]

Existence and uniqueness theorem

(i) linear equations
E.g.: 1.23
Without solving the IVP, determine an interval of x in which the solution is certain to exist.
𝑦
(a) (4 − 𝑥 2 )𝑦 ′ + 2𝑥𝑦 = 𝑥 2 , y(1)= -3 (b) 𝑦 ′ = 𝑥 , 𝑦(1) = 1 [Ans.: (a) −2 < 𝑥 < 2 (b) x > 0]

(ii) non-linear equations

E.g.: 1.24
Refer Exercise 1H, Question 2(b), (d), (e)
E.g.: 1.25
Refer Exercise 1H, Question 3(b), (c)

Modelling in first-order ODE

E.g.: 1.26 (Rate of change)
Refer Exercise 1I, Question 1, 8

Antonomous equation
E.g.: 1.27 (the exponential model)
Refer Exercise 1I, Question 3.
Notes:
The exponential model 𝑃′ (𝑡) = 𝑟𝑃(𝑡), 𝑃(0) = 𝑃0 is the simplest model of population growth, where r is
the growth parameter. However, when r is positive, the population always grows larger and larger without
any finite limit (such as resources, needs for food, oxygen and space etc.)

3
E.g.: 1.28 (the logistic differential equation)
𝑑𝑃 𝑃(𝑡)
(a) Solve 𝑑𝑡 = 𝑟𝑃(𝑡)(1 − 𝐾 ), P(0) = P0, where r is intrinsic growth parameter, K is carrying capacity.
(b) From the logistic model, what can you expect when the population is small?
𝑃0 𝐾
(c) Explain why K is also known as saturation level. [Ans.: (a) 𝑃(𝑡) = 𝑃 +(𝐾−𝑃 )𝑒 −𝑟𝑡
0 0

(b) The model close to the exponential model (c) 𝑃′ (𝑡) will be approximately 0]

E.g.: 1.29
𝑑𝑃
A population of bacteria grows according to the differential equation 𝑑𝑡
= 0.03𝑃(1 − 0.0005𝑃).
400 000
When t = 0, the population is 200 g. Find the population P at time t. [Ans.: 𝑃(𝑡) = 200+1800𝑒 −0.03𝑡 𝑒𝑡𝑐.]

E.g.: 1.30
A population of bacteria grows logistically. Suppose the initial population is 3 mg of bacteria, the
carrying capacity is 100 mg and the growth parameter is 0.2 per hour.
(a) Find the differential equation satisfied by the population. [Ans.: (a) 𝑃′ = 0.2𝑃(1 − 0.01𝑃), P(0) = 3]
300
(b) Find the population at all times. (b) 𝑃(𝑡) =
3+97𝑒 −0.2𝑡
(c) When will the population reach 20 mg? (c) 10.45 hours
(d) When will the population reach 200 mg? (d) never reach ]

E.g.: 1.31
100
Suppose that a particular population of bacteria obeys the logistic formula 𝑃(𝑡) = 1+32.33𝑒 −0.2𝑡 ,
where P is in mg and t is in hours. Find the carrying capacity, intrinsic growth rate and initial
population. [Ans.: 100 mg, 0.2 hour-1, 3 mg]

E.g.: 1.32
3000
Suppose that a particular population of bacteria obeys the logistic formula 𝑃(𝑡) = 1.5+3.5𝑒 −0.2𝑡 ,
where P is in mg and t is in hours.
(a) Find the population of bacteria when it is growing fastest. [Ans.: (a) P = 1000 mg
(b) Tell when the population is growing fastest. (b) 4.236 hours
(c) What is the maximal rate of growth for the population? (c) 100 mg / hour ]
Notes: The maximal rate of growth of the logistic curve occurs when P = K/2.

E.g.: 1.33 (Exam format Question) (Epidemics modeling)

Suppose that t weeks after the start of an epidemic in a certain community, the number P(t) of
1500
people who have caught the disease is given by the logistic curve 𝑃(𝑡) = 5+295𝑒 −0.9𝑡 .
(a) How many people had the disease when the epidemic began?
(b) Approximately how many people in total will get the disease?
(c) When was the disease spreading most rapidly?
(d) How fast was the disease spreading at the peak of the epidemic?
(e) When did the spread of the disease start to slow down?
(f) What is the differential equation for P(t)?
(g) By the time 200 people had had the disease, what was the rate at which the disease was
spreading? [Ans.: (a) 5 people (b) 300 people (c) 4.53 week after the beginning of the epidemic
(d) 67.5 new people get the disease per week (e) 4.53 week after the beginning of the epidemic (=> once the
epidemic reaches its peak) (f) 𝑃′ = 0.9𝑃(1 − 𝑃/300) (g) 60 people per week]