First order differential equations

Pradeep Boggarapu

Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

August 17, 2023

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Text Book

George F. Simmons, Differential Equations with Applications and

Historical Notes, TMH, 2nd Edn., 1991.

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 Introduction to Differential Equations

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Introduction

What is a differential equation? An equation involving one

dependent variable and its derivatives with respect to one or
more independent variables is called a differential equation.

What is the reason behind this broad utility of differential

equations?
Many of the general laws of nature–in physics, chemistry, biology,
and astronomy–find their most natural expression in the language
of differential equations.

In any natural process, the variables involved and their rates of

change are connected with one another by means of the basic
scientific principles that govern the process. When this
connection is expressed in mathematical symbols, the result is
often a differential equation.

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Example
The following example may illuminate these remarks:
Newton’s second law: The acceleration a of the body is directly
proportional to the net force F acting on the body and inversely
proportional to the mass m of the body. i.e.,
F = ma. (0.1)
We apply this scientific principle to a particular case: Suppose a
body of mass m falls freely under the influence of the gravity
alone. The only force acting on the body is due to the gravity
which is given by F = mg , where the g is the acceleration due to
gravity.
If y is the distance down to the body from some fixed height,
then its velocity v = dy /dt is the rate of change of position and
its acceleration a = dv /dt = d 2 y /dt 2 is the rate of change of
velocity.
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Example

With this notation, (0.1) becomes

d 2y d 2y
m = mg or = g. (0.2)
dt 2 dt 2
If we alter the situation by assuming that air exerts a resisting
force proportional to the velocity, then the total force acting on
the body is mg − k(dy /dt), and (0.1) becomes

d 2y dy
m 2 = mg − k . (0.3)
dt dg
Equations (0.2) and (0.3) are the differential equations that
express the essential attributes of the physical processes under
consideration.

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Example
As further examples of differential equations, we list the following:
dy
= −ky (0.4)
dt
d 2y
m 2 = −ky (0.5)
dt
dy 2
+ 2xy = e −x (0.6)
dx
d 2y dy
−5 + 6y = 0 (0.7)
dx 2 dx
d 2y dy
(1 − x 2 ) 2 − 2x + p(p + 1)y = 0 (0.8)
dx dx
d 2y dy
x2 2 + x + (x 2 − p 2 )y = 0 (0.9)
dx dx
The dependent variable in each of these equations is y , and the
independent variable is either t or x. The letters k, m, and p represent
constants.
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Definitions
An ordinary differential equation is one in which there is only one
independent variable, so that all the derivatives occurring in it are
ordinary derivatives. All the examples given in the previous slide are
ordinary differential equations.
A partial differential equation is one involving more than one
independent variable, so that the derivatives occurring in it are partial
derivatives.
The order of a differential equation is the order of the highest
derivative present.
Equations (0.4) and (0.6) are first order equations, and the others are
second order.
Equations (0.8) and (0.9) are classical, and are called Legendre’s
equation and Bessel’s equation, respectively. Each has a vast
literature and a history reaching back hundreds of years. We shall
study all of these equations in detail later.
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Example
For example, if u = f (x, y , z, t) is a function of time and the three
rectangular coordinates of a point in space, then the following are
partial differential equations of the second order:

∂2u ∂2u ∂2u

+ + 2 = 0;
∂x 2 ∂y 2 ∂z
 2
∂2u ∂2u

2 ∂ u ∂u
a 2
+ 2+ 2 = ;
∂x ∂y ∂z ∂t
 2
∂2u ∂2u ∂2u

2 ∂ u
a + + = .
∂x 2 ∂y 2 ∂z 2 ∂t 2
These equations are also classical and are called Laplace’s equation,
the heat equation and the wave equation, respectively.
Each is profoundly significant in theoretical physics, and their study
has stimulated the development of many important mathematical
ideas.
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Partial differential equations (PDE)

In general, partial differential equations arise in the

physics of continuous media-in problems involving
electric fields, fluid dynamics, diffusion, and wave
motion.

The theory of PDE is very different from that of

ordinary differential equations (ODE), and is much
more difficult in almost every respect. For some time
to come, we shall confine our attention exclusively to
ordinary differential equations.

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General form of ODEs and their solutions

The general ordinary differential equation of the nth order is

dy d 2 y d ny
 
F x, y , , 2 , · · · , n = 0 (0.10)
dx dx dx
or, using the prime notation for derivatives,

F (x, y , y 0 , y 00 , · · · , y (n) ) = 0.

A function y = y (x) is said to be a solution of the differential

equation (0.10), if when the function y = y (x) and its derivatives
are substituted in the equation, reduce it to an identity in x.

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Example

For example, consider an ODE

y 00 − 5y 0 + 6y = 0.

It is easy to see that both the functions y = e 2x and y = e 3x are

solutions of the above second order equation.

More generally, for any choice of constants a and b, the functions

y = ae 2x + be 3x

is also a solution of the above ODE.

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Example

Solutions of differential equations often arise in the form of

functions defined implicitly, and sometimes it is difficult or
impossible to express the dependent variable explicitly in terms of
the independent variable. For instance,

xy = log y + c

is a solution of
dy y2
=
dx 1 − xy
for every value of the constant c, as we can readily verify by
differentiating the proposed solution and rearranging the result.

These examples also illustrate the fact that a solution of a

differential equation usually contains one or more arbitrary
constants, equal in number to the order of the equation.
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Simplest ODE

The problem of starting with a differential equation and finding a

solution is naturally much more difficult. In due course we shall
develop systematic methods for solving equations like the
previous ones. For the present, however, we limit ourselves to a
few remarks on some of the general aspects of solutions.

The simplest of all differential equations is

dy
= f (x). (0.11)
dx
The solution would be
Z Z x
y = f (x)dx + c or y= f (t)dt + C .
x0

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Separable equations
Another simple differential equation is separable equations, or
equations with separable variables:
dy
= f (x)g (y ), (0.12)
dx
where the right side is a product of two functions each of which
depends on only one of the variables.
In such a case we can separate the variables by writing
dy
= f (x)dx,
g (y )
and then solve the original equation by integrating:
Z Z
dy
= f (x)dx + C .
g (y )
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Problems

Find the general solution of each of the following

differential equations:
1 y 0 = e 3x − x.
2 x 5 y 0 + y 5 = 0.
3 (1 + x 2 )dy + (1 + y 2 )dx = 0.
4 y log ydx − xdy = 0.

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General first order ODE
The general first order equation is the special case of (0.10) which
corresponds to taking n = 1:
 
dy
F x, y , = 0. (0.13)
dx
We normally expect that an equation like this will have a solution,
and that this solution will contain one arbitrary constant. However,
 2
dy
+1=0
dx
has no real valued solution at all, where as
 2
dy
+ y2 = 0
dx
has only the single solution y = 0 (which contains no arbitrary
constants).
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General first order ODE
Initial value problem (IVP): The problem of solving a differential
equation with initial conditions. For example consider the first order
ODE  
dy
F x, y , =0
dx
with initial condition y (x0 ) = y0 .
We now ask the question. Has a first order IVP have solution? if so,
how many?
Example 1: xy 0 = 3y and y (0) = 0. It is easy to see that y = cx 3 is a
solution for the IVP for any c ∈ R, which means this initial value
problem has infinitely many solution.
Example 2: xy 0 = 3y and y (0) = 2. It is easy to see, this IVP has no
solution.
Example 3: xy 0 = 3y and y (x0 ) = y0 with x0 6= 0. This IVP has
y0 x 3
unique solution, namely: y = 3 .
x0
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General first order ODE

Situations of this kind raise difficult theoretical questions about the

existence and nature of solutions of differential equations. We cannot
enter here into a full discussion of these questions, but it may clarify
matters if we give an intuitive description of a few of the basic facts.
For the sake of simplicity, let us assume that (0.13) can be solved for
dy /dx:
dy
= f (x, y ). (0.14)
dx
We also assume that f (x, y ) is a continuous function throughout
some rectangle R in the xy plane. The geometric meaning of a
solution of (0.14) can best be understood as follows (Figure 1).

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General first order ODE

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General first order ODE

Theorem 0.1 (Picard’s theorem).

If f (x, y ) and ∂f /∂y are continuous functions on a closed rectangle
R, then through each point (x0 , y0 ) in the interior of R there passes a
unique integral curve of the equation dy /dx = f (x, y ).

Example 4: y 0 = 3y 2/3 and y (0) = 0. Clearly y = 0 is a solution.

Using variable separation method, we get y = x 3 . We get more than
one solution, does it contradicts Picard’s theorem?

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General and particular solutions of first order ODE

If we consider a fixed value of x0 in the Picard’s theorem, then the

integral curve that passes through (x0 , y0 ) is fully determined by the
choice of y0 . In this way we see that the integral curves of (0.14)
constitute what is called a one parameter family of curves. The
equation of this family can be written in the form

y = y (x, c), (0.15)

where different choices of the parameter c yield different curves in the

family.
The integral curve that passes through (x0 , y0 ) corresponds to the
value of c for which y0 = y (x0 , c). If we denote this number by c0 ,
then (0.15) is called the general solution of (0.14), and y = y (x, c0 )
is called the particular solution that satisfies the initial condition
y = y0 when x = x0 .
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Problems

For each of the following differential equations, find the particular

solution that satisfies the given initial condition:
1 y 0 = xe x , y = 3 when x = 1;
2 (x 2 − 1)y 0 = 1, with y (2) = 0;
3 x(x 2 − 4)y 0 = 1, with y (1) = 0;
4 (x + 1)(x 2 + 1)y 0 = 2x 2 + x, with y (0) = 1.

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Reference

We strictly followed the following book (prescribed text book for the
course) to make this notes:
G. F. Simmons, Differential Equations with Applications and
Historical Notes, TMH, 2nd Ed., 1991.

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 Thank you for your attention

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