First order equations

Integrals as solutions
A first order ODE is an equation of the form
 𝑑𝑦
=𝑓 ( 𝑥 , 𝑦)
𝑑𝑥
In general, there is no simple formula or procedure one can follow to find solutions but
there are special cases where solutions are not difficult to obtain.
Example: Find the general solution of  𝑦 ′ =3 𝑥2

 𝑑𝑦 2
=3 𝑥
𝑑𝑥

𝑑𝑦=3
  𝑥 2 𝑑𝑥
 
2
∫ 𝑑𝑦=∫ 3𝑥 𝑑𝑥
 𝑦= 𝑥 3 +𝐶
Particular solution (initial-value problem)
 

Normally, we also have an initial condition such as  𝑦 ( 𝑥 0 ) = 𝑦 0 for some two

numbers and ( is usually 0, but not always).

We can then write the solution as a definite integral in a nice way and obtain a particular
solution.

Example: Solve the following initial-value problem (IVP)

 𝑦 ′ =3 𝑥2  𝑦 ( 0 ) =1

 𝑑𝑦 2
=3 𝑥
𝑑𝑥
 𝑑𝑦=3
  𝑥 2 𝑑𝑥 Do note that the definite integral and the indefinite
𝑦 𝑥
integral (antidifferentiation) are completely different
 
∫ 𝑑𝑦 =∫ 3 𝑥 𝑑𝑥 2 beasts.
𝑦0 0

 𝑦 ¿ 1𝑦 = 𝑥 3 ¿𝑥0
The definite integral always evaluates to a number.

3 The particular solution obtained is a formula we can plug

 𝑦 − 1= 𝑥
into the calculator or a computer, and it will be happy to
calculate specific values for us.
 𝑦= 𝑥 3 +1

We will easily be able to plot the solution and work with

it just like with any other function.
 Find the general solution of  𝑦 ′ = 𝑦 2

First we note that is a solution. We can now assume that .

 𝑑𝑦 2
=𝑦
𝑑𝑥

 𝑦 −2 𝑑𝑦=𝑑𝑥

 
−2
∫ 𝑦 𝑑𝑦=∫ 𝑑𝑥
  𝑦 −1 =𝑥+ 𝐴
−
 1
=𝑥+ 𝐴
−𝑦
   1   1
− 𝑦= 𝑦=
𝑥+𝐴 −( 𝑥+ 𝐴)
  −1   1
𝑦=  OR 𝑦= where
𝑥+ 𝐴 𝐶−𝑥

Another solution:
 𝑑𝑦 2
=𝑦
𝑑𝑥
 𝑑𝑥 1
=
𝑑𝑦 𝑦 2

𝑑𝑥=
  𝑦 − 2 𝑑𝑦
  
−2
∫ 𝑑𝑥=∫ 𝑦
  𝑦 −1
𝑑𝑦
𝑥= +C
−1

  1
−( 𝑥 − 𝐶)=
𝑦
  1
𝑦=
𝐶−𝑥

 Plot  
 So the general solution of is: of when
  1
𝑦=0 , 𝑦 =
𝐶 −𝑥
 Generally,it is hard to tell from just looking at the equation itself how the solution is
going to behave.

The equation is very nice and defined everywhere, but the solution is only defined on
some interval or .

Usually when this happens we only consider one of these the solution. For example if
we impose a condition , then the solution is , and we would consider this solution only
for on the interval . In the figure, it is the left side of the graph.
 Problemsin kinematics (those that deal with velocity, acceleration and distance) are
examples of classical problems that lead to differential equations solvable by integration
are.

Example: Suppose a car drives at a speed of meters per second, where t is time in
seconds. How far did the car get in 2 seconds (starting at )? How far in 10 seconds?

Solution:
Let denote the distance the car traveled.

 𝑣 𝑡/2
( 𝑡 )=𝑒
  𝑑𝑥 𝑡/2
=𝑒
𝑑𝑡
𝑡/2
𝑑𝑥=𝑒 𝑑𝑡
 
 Integrating both sides of the equation, we get the general solution of the DE:

 𝑥 ( 𝑡 ) =2 𝑒 𝑡 /2 +𝐶

Substituting the initial conditions into the general solution will give the value of :

 0=2 𝑒0 +𝐶

𝐶=− 2
 

Substituting the value of obtained gives a particular solution of the DE:

 𝑥 ( 𝑡 ) =2 𝑒 𝑡 /2 − 2

𝑥  ( 𝑡 )=2(𝑒¿¿ 𝑡 /2 −1)¿
Now we just plug in to get where the car is at 2 and at 10 seconds. We obtain:
 𝑥 ( 2 ) =2 ( 𝑒2 /2 − 1 ) =3.4366 m

 𝑥 ( 10 ) =2 ( 𝑒10 /2 −1 ) =294.83 m

Answer:
 𝑥 ( 2 ) =3.44 m

 𝑥 ( 10 ) =295 m
Example: Suppose that the car accelerates at a rate of t2 m/s2. At time t = 0 the car is
at the 1 meter mark and is traveling at 10 m/s. Where is the car at time t = 10 s?

Solution:
 EXERCISES:

1. A dropped ball accelerates downwards at a constant rate of . Set up the differential

equation for the height above ground h in meters. Then supposing , how long does it
take for the ball to hit the ground?

2. Find the general solution of , and then .

3. Solve , given that .

4. Solve the IVP: , .

5. Solve , .
 6.
Juan is in a car traveling at speed mph away from SM City, where is in hours. At ,
He is away from SM City. How far from SM City is Juan later?

7. Solve , , where is a positive integer. Hint: you have to consider different cases.

8. The rate of change of the volume of a melting snowball is proportional to the surface
area of the snowball. Assuming that the snowball is perfectly spherical, the volume in
cubic cm of a ball of radius is . The surface area is . Write the differential equation
giving the rate of change of the radius of the snowball with respect to time. Then,
suppose that at time , the radius is , and after 5 min, the radius is . At what time will the
snowball be completely melted?
Slope fields
 

A lot of the times, we cannot simply find an explicit solution to the DE:
′
 𝑦 =𝑓 ( 𝑥 , 𝑦 )

It would be nice if we could at least figure out the shape and behavior of the solutions
or find approximate solutions.

The equation  𝑦
′
=𝑓 ( 𝑥 , 𝑦 ) gives the slope at each point in the -plane.

This is the slope a solution would have at if its value was .

 In other words, is the slope of a solution whose graph runs through the point .

At a point , we plot a short line with the slope .

For example, if , then at point we draw a short line of slope .

So, if is a solution and , then the equation mandates that .

   Δ𝑦 3
slope= =
Δ𝑥 1

 The slope at (2,1.5).

To get an idea of how solutions behave, we draw such lines at lots of points in the plane,
not just the point (2,1.5).

We would ideally want to see the slope at every point, but that is just not possible.

Usually we pick a grid of points fine enough so that it shows the behavior, but not too fine
so that we can still recognize the individual lines.

We call this picture the slope field of the equation. Usually in practice, one does not do
this by hand, but has a computer do the drawing.
 Slope field of
 Slope field of with a graph of solutions
satisfying
 Bylooking at the slope field we get a lot of information about the behavior of solutions
without having to solve the equation.

For example, we can see what the solutions do when the initial conditions are

A small change in the initial condition causes quite different behavior. We see this behavior
just from the slope field and imagining what solutions ought to do.
 Forthe equation , the slope field shows that no matter what is, all solutions tend to zero as
tends to infinity.

This behavior is clear from simply

looking at the slope field itself.

 Theslope field and a few

solutions for the differential
equation
Existence and uniqueness
 

We wish to ask two fundamental questions about the IVP

(i) Does a solution exist?

(ii) Is the solution unique (if it exists)?

Since generally the equations we encounter in applications come from real life situations,
it seems logical that a solution always exists.

It also has to be unique if we believe our universe is deterministic.

 If
the solution does not exist, or if it is not unique, we have probably not devised the
correct model.

Hence, it is good to know when things go wrong and why.

Example: Solve the IVP: , .

 Solution:

  1′
𝑦=
𝑥

general
 𝑦= ln |𝑥|+𝐶 solution

The solution does not exist at

 Example: Solve the IVP

, .
 Solution:

is a solution.
another solution is the function:
  𝑥2 if 𝑥 ≥ 0 ,
𝑦 ( 𝑥 )= {
−𝑥
2
if 𝑥 ≤ 0.

It is hard to tell by staring at the

slope field that the solution is not
 Slope field of wo solutions satisfying
unique.
Picard’s theorem
 

Picard’s theorem on existence and uniqueness

If is continuous (as a function of two variables) and exists and is continuous near
some , then a solution to

exists (at least for some small interval of x’s) and is unique.
Exercises:
 

1. Sketch the slope field of . Can you visually find the solution that satisfies ?

2. Is it possible to solve for ? Is the solution unique?

3. Is it possible to solve for ?

4. Consider an equation of the form for some continuous function , and an initial
condition . Does a solution exist for all ? Why or why not?
Exercises:
 

5. Match equations , , to slope fields. Justify?

6. Suppose

Does have a continuously differentiable solution? Does Picard apply? Why or why not?
Separable differential equations
 

A differential equation is separable if we can write it as:

Then we rewrite the equation as:

 𝑑𝑦
=𝑓 ( 𝑥 ) 𝑑𝑥
𝑔 ( 𝑦)

Both sides look like something we can integrate. If we can find closed form expressions
for these two integrals, we can, perhaps, solve for y.
 Example: Find the general solution of the equation

First, we note that is a solution.

Assume (so that we can divide by ):

 𝑑𝑦
=𝑥𝑦
𝑑𝑥

 𝑑𝑦
=𝑥𝑑𝑥
𝑦
  𝑥2
ln | 𝑦|= +𝐶
2
 2
𝑥
 
| 𝑦|=𝑒
( 2
+𝐶 )
2
𝑥
  ( )
| 𝑦|=𝑒 𝑒𝐶 2

2
𝑥
 
| 𝑦|= 𝐷𝑒
( ) 2  where is some constant;

 Because is also a solution, we can write:

2
𝑥
 
𝑦=𝐷 𝑒
( ) 2
 for any number , including zero or negative
 Example: Find the general solution of the equation

First, we note that is a solution.

Assume (so that we can divide by ):

 𝑑𝑦
=2 𝑥𝑦
𝑑𝑥

 𝑑𝑦
=2 𝑥𝑑𝑥
𝑦
 ln | 𝑦|= 𝑥 2+ ln |𝐶 |

𝑦
 
ln | |
𝐶
=𝑥
2
   𝑦 =𝑒 𝑥
|𝐶 | 2

 But since is also a solution; thus

 𝑦 2
𝑥
=𝑒
𝐶
2
 𝑦=𝐶 𝑥
𝑒  where constant could be positive, negative, or zero
Implicit solutions

We sometimes get stuck even if we can do the integration. Consider the following
separable differential equation:
  ′ 𝑥𝑦
𝑦= 2
𝑦 +1
We can find its solution by variables separation followed by integration:
  𝑦 2 +1
𝑑𝑦 =𝑥𝑑𝑥
𝑦
  1
( )
𝑦 + 𝑑𝑦=𝑥𝑑𝑥
𝑦
 𝑦 2 𝑥2
+ ln | 𝑦|= +𝐶
2 2
 Let :  𝑦 2+2 ln| 𝑦|= 𝑥 2 + 𝐷

 It is not easy to find the solution explicitly as it is hard to solve for .

We, therefore, leave the solution in this form and call it an implicit solution.

It is still easy to check that an implicit solution satisfies the differential equation.

In this case, we differentiate with respect to to get:

  2
(
𝑦 ′ 2 𝑦+ =2 𝑥
𝑦 )
Multiply both sides by and divide by and you will get exactly the given differential
equation.
 For each there are two choices of .

To find a function you would have to pick one of these two curves - the one that satisfies
your initial condition if you have one.

For example, the top curve satisfies the condition for .

So for each , we really got two solutions.

The differential equation

  𝑥𝑦
′
𝑦= 2
𝑦 +1
also has the outlying solution , called a singular solution. So the general solution of the
DE is:
 Solving separable equations: examples

Solve .

Solution:

Factor the RHS:

Separate variables, integrate, and solve for :

 Solve for the initial condition,

to get

The particular solution we seek is, therefore,

 Example: IU made a cup of coffee, and IU likes to drink coffee only once it reaches
60 and will not burn her. Initially at time , IU measured her coffee’s temperature and it
was 89 . One minute later, IU measured the coffee’s temperature again and it was 85 . The
temperature of the room (the ambient temperature) can be assumed constant at 22 . When
should IU start drinking?

Solution:

Let be the temperature of the coffee in let be the constant ambient (room) temperature,
also in .

Newton’s law of cooling states that the rate at which the temperature of the coffee is
changing is proportional to the difference between the temperature of the coffee and the
ambient temperature. That is,
 𝑑𝑇
=− 𝑘 ( 𝑇 − 𝐴 )
𝑑𝑡
 For our setup .

We separate variables and integrate (let C and D denote arbitrary constants):

 

We plug in the initial condition

 Hence

So

We plug in the second condition

Solving for

We now obtain the equation that gives the temperature of the coffee at any time :

Now we solve for the time that gives us a temperature of :

 We get

So IU can begin to drink the coffee at just over 9 minutes from the time she made it.
(That is probably about the amount of time it took us to calculate how long it would take)

 Graphs of the coffee temperature

function with a horizontal line at
the ambient temperature .
 Example: Find the general solution to (including singular solutions).

Solution: First note that is a solution (a singular solution).

Now assume that :

Exercises:
Exercise: A population of rabbits on an island is modeled by the DE:
 

where the independent variable is time in months. At time , there are 40 rabbits on the
island.

(a) Find the solution to the differential equation with the initial condition.
(b) How many rabbits are on the island in 1 month, 5 months, 10 months, 15 months (round
to the nearest integer).