MAS 201 Spring 2024 (CD)

Differential Equations and Applications

§2.1

Gyo Taek Jin

February 28, 2024

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 Chapter 2
First-Order Differential Equations
§2.1 Solution Curves Without a Solution
§2.2 Separable Equations
§2.3 Linear Equations
§2.4 Exact Equations
§2.5 Solutions by Substitutions
..
.

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Slope
dy
Consider the first-order DE = f (x , y ). If
dx
y = y (x ) is a solution, then

dy
= f (x , y (x ))
dx
is the slope of the solution curve at the point
(x , y (x )).
A line segment of the tangent line to the
solution curve is called a lineal element.
The figures show the case of f (x , y ) = 0.2xy
at the point (2, 3).
The lineal element has equation
6
y − 3 = (x − 2)
5

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Direction Field
A collection of lineal elements of dy /dx = f (x , y ) over a
rectangular grid of points is called a direction field or a slope
field of the differential equation.
Example (1)
The left figure shows a direction field for dy /dx = 0.2xy .

The right figure shows some solution curves in the one-parameter

2
family of solutions y = ce 0.1x of the DE dy /dx = 0.2xy .

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Example (2)
Use a direction field to sketch an approximate solution curve for
the initial value problem dy /dx = sin y , y (0) = − 23 .

Solution
∂f
Since f (x , y ) = sin y and ∂y = cos y are
continuous, Theorem 1.2.1 guarantees that
the existence of unique solution curve pass-
ing through any given point (x0 , y0 ). Since
the right hand side sin y is zero for y = 0 and
y = −π, the lineal elements are horizontal
along the lines y = 0 and y = −π. There-
fore the solution curve passing through the
initial point (0, − 23 ) looks as in the figure.

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Increasing/Decreasing

In the construction of a direction field of a differential equation

dy /dx = f (x , y ), the sign of f (x , y ) plays a very important role.
Namely, if dy /dx = f (x , y (x )) > 0 for all x on an interval I, then
the function y = y (x ) is increasing on I.
And if dy /dx = f (x , y (x )) < 0 for all x on an interval I, then the
function y = y (x ) is decreasing on I.

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Isoclines
For the differential equation dy /dx = f (x , y ), any member of the
family of curves f (x , y ) = c is an isocline. Along an isocline, say
f (x , y ) = c1 , all lineal elements have the same slope c1 .

Along an isocline, say f (x , y ) = c1 , all lineal elements have the

same slope c1 . This fact helps to draw a direction field by hands.
This is the method of isoclines which was used to facilitate
sketching a direction field prior to calculators, computers, and
software.
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Example (Exercises §2.1)
15. Construct a direction field over a grid by carefully drawing
lineal elements with the appropriate slope at chosen points on
each isocline. In each case, sketch an approximate solution
curve for the IVP consisting of the DE and the initial
condition y (0) = 1.
(a) dy /dx = x + y ; c an integer satisfying −5 ≤ c ≤ 5.
(b) dy /dx = x 2 + y 2 ; c = 14 , c = 1, c = 49 , c = 4.

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DEs Free of the Independent Variable

An ordinary differential equation in which the independent variable

does not appear explicitly is said to be autonomous.
An autonomous 1st-order DE can be written as F (y , y 0 ) = 0 or as

dy
= f (y ) (1)
dx
All the first-order differential equations introduced in §1.3 are
time-independent, and so are autonomous:
dA dx dT dA A
= kA, = kx (n + 1 − x ), = k(T − Tm ), = 6−
dt dt dt dt 100

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Critical Points

The zeros of the function f in the equation dy /dx = f (y ) are of

special importance.
A real number c is a critical point of the autonomous equation
dy /dx = f (y ), if it is a zero of f , i.e., f (c) = 0.
A critical point is also called an equilibrium point or stationary
point.
If c is a critical point of the equation dy /dx = f (y ),
then y (x ) = c is a constant solution of the autonomous
differential equation.
A constant solution y (x ) = c of dy /dx = f (y ) is called an
equilibrium solution and equilibria are the only constant solutions.

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Example (3) (An Autonomous DE)
For some positive constants a and b, consider the autonomous
differential equation
dP
= P(a − bP)
dt
The zeros of f (P) = P(a − bP) are 0 and a/b which split the real
numbers (−∞, ∞) into three pieces.
This figure is called a phase portrait of the
above differential equation, more precisely, a one-
dimensional phase portrait.
The vertical line is called a phase line.
Interval Sign of f (P) P(t) Arrow
(−∞, 0) − decreasing ↓
(0, a/b) + increasing ↑
(a/b, ∞) − decreasing ↓
The phase portrait indicates the sign of f (P) = P(a − bP) and the
behavior of the solutions P = P(t) on the three intervals.
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Solution Curves
Let R be a rectangular region in the xy -
plane lying over the interval I of the y -
axis where the function f (y ) and ∂f /∂y
are continuous. If (x0 , y0 ) is in the inte-
rior of R, there is one solution curve of
dy /dx = f (y ) through this point.
Suppose there exist only two critical
points c1 , c2 of the DE in I with c1 < c2 .
They split R into subregions R1 , R2 , R3
as in the figure.
I If (x0 , y0 ) is in Ri , then the solution curve through this point
lies within Ri .
I f (y ) is either positive or negative within each Ri .
I Every solution y (x ) is strictly monotonous in each Ri .
I The lines y = ci are horizontal asymptotes of the solution
curves y (x ).
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Example (4) (Example (3) Revisited)
We consider the autonomous differential equation
dP/dt = P(a − bP) again.
Then the tP-plane is split into three subregions:

R1 : −∞ < P < 0, R2 : 0 < P < a/b, R3 : a/b < P < ∞

Let P(t) be a solution with initial value P(0) = P0 6= 0, a/b.

I If P0 < 0, P(t) is decreasing,
bounded above, and has
horizontal asymptote P = 0.
I If 0 < P0 < a/b, P(t) is
increasing, bounded, and has
horizontal asymptotes P = 0
and P = a/b.
I If P0 > a/b, P(t) is decreasing,
bounded below, and has
horizontal asymptote P = a/b.
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Example (5) (Solution Curves of an Autonomous DE)
The autonomous equation dy /dx = (y − 1)2 has a single critical
point y = 1.

Since dy /dx > 0 for y < 1 and for y > 1, we have the phase
portrait as given in (a). We can check that y = 1 − 1/(x + c) is a
one-parameter family of solutions. For the initial conditions
y (0) = −1 and y (0) = 2, we have the solutions
1 1 1
y (x ) = 1 − 1 , x > −2 and y (x ) = 1 − , x < 1,
x+2 x −1
as illustrated in (b) and (c),respectively. 14 / 18
Attractors and Repellers
Suppose y (x ) is a nonconstant solution of the autonomous
differential equation dy /dx = f (y ) and that c is a critical point of
the DE. There are three types of behavior y (x ) can exhibit near c.

In the figure of phase portraits, the

critical point c is an attractor in (a),
a repeller in (b), and semi-stable in
(c) and (d).

If c is an attractor, then limx →∞ y (x ) = c for solutions near c

both above and below. And it is said to be asymptotically stable.
If c is a repeller, then the solution graphs near c both above and
below move away from the line y = c as x increases. And it is said
to be unstable.
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Example (6) (Classifying Critical Points)
dy
Locate all critical points of = 4y − y 3 .
dx
Solution
The DE can be written as
dy
= 4y − y 3 = −4y (y − 2)(y + 2).
dx
Solving −4y (y −2)(y +2) = 0 for y , we have three critical
points y = 0, ±2. As dy /dx is positive for y < −2 and for
0 < y < 2, and negative for −2 < y < 0 and for y > 2,
the critical points y = ±2 are asymptotically stable and
the critical point y = 0 is unstable. The phase portrait
illustrates this fact.

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Autonomous DEs and Direction Fields

If a first-order differential equation is autonomous, then the slopes

of the lineal elements along a horizontal line are all the same.

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Translation Property

Recall that the graph of y = g(x − k) is shifted horizontally from

that of y = g(x ) to the right by k units.

Translation Property of an Autonomous DE

If y (x ) is a solution of an autonomous differential equation
dy /dx = f (y ), then y1 (x ) = y (x − k), k a constant, is also
a solution.

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