First-Order Differential Equations: S.-Y. Leu Sept. 28, 2005

First-Order Differential Equations
S.-Y. Leu
Sept. 28, 2005
1
CHAPTER 2
First-Order Differential Equations
2.1 Solution Curves Without the Solution
2.2 Separable Variables
2.3 Linear Equations
2.4 Exact Equations
2.5 Solutions by Substitutions
2.6 A Numerical Solution
2.7 Linear Models
2.8 Nonlinear Models
2.9 Systems: Linear and Nonlinear Models
2
y
dy
Slope=  y'
dx
Short tangent segments suggest the

shape of the curve
3
輪廓
 The general first-order differential equation has t

he form
F(x, y, y’)=0
or in the explicit form
y’=f(x,y)
 Note that, a graph of a solution of a first-order

differential equation is called a solution curve o
r an integral curve of the equation.
 On the other hand, the slope of the integral curv
e through a given point (x0,y0) is y’(x0).
4
 A drawing of the plane, with short line

segments of slope drawn at selected points ,
is called a direction field or a slope field of
the differential equation .
 The name derives from the fact that at each

point the line segment gives the direction of
the integral curve through that point. The
line segments are called lineal elements.
5
Plotting Direction Fields

 1st Step
y’=f(x,y)=C=constant curves of equal inclination
 2nd Step
Along each curve f(x,y)=C, draw lineal elements
 direction field
 3rd Step
Sketch approximate solution curves having the directions
of the lineal elements as their tangent directions .
6
 If the derivative dy/dx is positive (ne

gative) for all x in an interval I, then
the differentiable function y(x) is inc
reasing (decreasing) on I.
7
DEFINITION: autonomous DE
A differential equation in which the independent
variable does not explicitly appear is known
as an autonomous differential equation.
For example, a first order autonomous DE has
the form y '  f ( y )
DEFINITION: critical point

'
A critical point of an autonomous DE  f ( y ) is a real
y
number c such that f(c) = 0.
Another name for critical point is stationary point or
equilibrium point.
If c is a critical point of an autonomous DE, then y(x) = c is a
constant solution of the DE.
DEFINITION: phase portrait

A one dimensional phase portrait of an
'
autonomous DE y  f ( y ) is a diagram which indicates
the values of the dependent variable for which y is
increasing, decreasing or constant.
Sometimes the vertical line of the phase portrait is

called a phase line.
DEFINITION: Separable DE
A first-order differential equation of
the form
dy
 g ( x ) h( y )
dx
is said to be separable or to
have separable variables.
(Zill, Definition 2.1, page 44).
10
Method of Solution
dy  1 dy dy
 g ( x ) h( y )  p( y )  g ( x)
dx h( y ) dx dx
If y   (x ) represents a solution
'
 p ( ( x )) ( x)  g ( x)
 '
 
p( ( x)) ( x) dx  g ( x) dx
  p( y ) dy   g ( x) dx dy   ' ( x) dx
H ( y )  c1  G ( x)  c2 H ( x)  G ( x)  c
11
The Natural Logarithm

x
1 domain ,
ln x 
1 t
dt ln  (0, )
ln x  log e x , e  2.71828
1 1
Dx ln x  D ln x   2
2
x
x x
a
ln(ab)  ln a  ln b ln  ln a  ln b ln a r  r ln a
b
The natural exponential function exp x  e x

domain exp  ( , ) 12
DEFINITION: Linear Equation
A first-order differential equation of
the form dy
a1 ( x)  a0 ( x ) y  g ( x )
dx
is said to be a linear equation.
(Zill, Definition 2.2, page 51).
When g ( x)  0 homogeneous
Otherwise it is non-homogeneous.
13
Standard Form
dy
a1 ( x)  a0 ( x ) y  g ( x )
dx
 dy
 p( x) y  f ( x)
dx
14
2.2 Separable Equations
 A differential equation is called separable if it

can be written as y '  A( x) B( y )
 Such that we can separate the variables and
write 1
dy  A( x)dx B( y )  0
B( y )
 We attempt to integrate this equation
1
 B( y )
dy   A( x)dx
 Example 1.
is separable. Writedy  y 2
ex
y y e
' 2 x dx
as dy
 e x
dx y0
y 2
1
Integrate this equation to obtain   e  x  k
y
or in the explicit form y  1
ex  k
What about y=0 ? Singular solution !

 Example 2.
x2 y'  1  y is separable, too. We write
dy dx
 2 x0 y  1
1 y x
Integrate the separated equation to obtain
1
ln 1  y    k 1  y  e k e 1 / x  Ae 1 / x
x
 1  y   Ae 1 / x  Be 1 / x
The general solution is y  1  Be 1 / x

Again, check if y=-1 is a solution or not ?
it is a solution, but not a singular one, since it is a special case of the
general solution
2.3 Linear Differential Equations
 A first-order differential equation is linear if it has the
form y ' ( x)  p( x) y  q ( x)
Multiply the differential equation by e
 p ( x ) dx
 to get
e p ( x ) dx
y ' ( x )  p ( x )e  p ( x ) dx
y  q ( x )e  p ( x ) dx
d
 y ( x )e  p ( x ) dx
  q ( x )e  p ( x ) dx
dx
Now integrate to obtain y ( x)e    q( x)e dx  C

p ( x ) dx  p ( x ) dx

y ( x)  e    q( x)e dx  C e

p ( x ) dx  p ( x ) dx   p ( x ) dx

 The function e  p ( x ) dx is called an integrating factor for

the differential equation.
 Linear: A differential equation is called linear if
there are no multiplications among
dependent variables and their derivatives.
In other words, all coefficients are functions of
independentyvariables.
'
( x)  p( x) y  q( x)
 Non-linear: Differential equations that do not
satisfy the definition of linear are non-linear.
 Quasi-linear: For a non-linear differential
equation, if there are no multiplications among
all dependent variables and their derivatives in
the highest derivative term, the differential
equation is considered to be quasi-linear.
 Example
y '  y  sin( x) is a linear DE. P(x)=1 and
q(x)=sin(x), both continuous for all x.
An integrating factor is e  p ( x ) dx  e  dx  e x
Multiply the DE by e to get y e  ye x  e x sin( x)

x ' x
Or  ye x '  e x sin( x)
1
Integrate to getye   e sin( x) dx  e sin( x)  cos( x)  C
x
x x
2
1
The general solution is y sin( x)  cos( x)  Ce  x
2
 Example y
Solve the initial value problem y  3x  x ; y (1)  5
' 2
It can be written in linear form ' 1

y 2
y  3x
x
An integrating factor is e  (1 / x ) dx  e ln( x )  x forx  0
Multiply the DE by x to get xy '  y  3x 3
Or xy '  3x 3
3 3 3 C
Integrate to get xy  x  C 4
,theny  x 
4 4 x
for x  0
For the initial condition, we need y (1)  5  3  C
4
C=17/4 the solution of the initial value problem
is 3 17
y ( x)  x 3 
4 4x

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First-Order Differential Equations

Short tangent segments suggest the

 The general first-order differential equation has t

 Note that, a graph of a solution of a first-order

 A drawing of the plane, with short line

 The name derives from the fact that at each

Plotting Direction Fields

 If the derivative dy/dx is positive (ne

DEFINITION: critical point

DEFINITION: phase portrait

Sometimes the vertical line of the phase portrait is

The Natural Logarithm

The natural exponential function exp x  e x

 A differential equation is called separable if it

What about y=0 ? Singular solution !

The general solution is y  1  Be 1 / x

Now integrate to obtain y ( x)e    q( x)e dx  C

y ( x)  e    q( x)e dx  C e

 The function e  p ( x ) dx is called an integrating factor for

Multiply the DE by e to get y e  ye x  e x sin( x)

It can be written in linear form ' 1

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