University of Johannesburg

Faculty of Science
Department of Mathematics and Applied Mathematics
Lecturer: JH Malele

First-order Ordinary Differential Equations

1. Linear differential equations

1.1. Definition
Definition 1. A first-order differential equation of the form
dy
+ P(x) y = f (x) (Standard Form) (1)
dx
is said to be a linear equation in the dependent variable y. Both functions P(x) and f (x) are continuous.
When f (x) = 0, the linear DE 1 is said to be homogeneous. Otherwise, if f (x) , 0, the DE is non-homogeneous.

1.2. Method of solution

To solve linear first-order differential equations, we follow the three-step procedure outlined below:

Step 1: Write the linear DE in standard form

dy
+Py=Q (2)
dx
where P and Q are constants or functions of x.

Step 2: Find the integrating factor ρ(x) R

ρ(x) = e P dx
(3)
Step 3: Write down the general solution Z
y. ρ(x) = ρ(x). Q dx (4)

Justification for Step 3:

If Eq. 3 is multiplied by ρ(x), then

R
dy R R
e P dx
+e P dx
Py=e P dx
Q (5)
dx
R
dy R
d h R i
Note that e P dx
+e P dx
P y is actually the derivative e P dx
y . Therefore, Eq. 5 becomes
dx dx
d h R i R
e y = e P dx Q
P dx

Z dx h R i Z R
d
e P dx
y = e P dx Q dx
dx
R Z R
e P dx
y= e P dx Q dx
R Z R
∴ y = e− P dx e P dx Q dx

1
 dy
Example 1: Solve the DE − y = ex
dx
Solution: Follow the three step procedure outlined above

Step 1: Compare with standard form: P = −1 and Q = e x

Step 2: Find the integrating factor

R
ρ(x) = e P dx
R
=e −1 dx
= e−x

Step 3: General solution

Z
y. ρ(x) = ρ(x). Q dx
Z
y.e−x = e−x . e x dx
Z
= dx

= x+c
∴ y = e x (x + c)

dx
Example 2: Solve the DE t2 +t x=3
dt
Solution: Follow the three step procedure outlined earlier

Step 1: Write in standard form by dividing both sides by t2

dx 1
+ x = 3t−2
dt t
1
Compare with standard form: P = and Q = 3t−2
t
Step 2: Find the integrating factor
R
ρ(x) = e P dt

= eln t = t
R 1
=e t dt

Step 3: General solution

Z
x. ρ(x) = ρ(x). Q dt
Z
x.t = t. 3t−2 dt
Z
1
=3 dt
t
= 3 ln t + c
∴ x = t−1 (3 ln t + c)

2
 π
 
Example 3: Solve the initial value problem x dy + (y − cos x) dx = 0 subject to y 2 =0

Solution: Follow the three step procedure outlined earlier

Step 1: Write in standard form

dy 1 cos x
+ y=
dx x x
1 cos x
Compare with standard form: P = and Q =
x x
Step 2: Find the integrating factor
R
ρ(x) = e P dx

= eln x = x
R 1
=e x dx

Step 3: General solution

Z
y. ρ(x) = ρ(x). Q dx
Z
cos x
y.x = dx
x.
x
= sin x + c
sin x + c
∴ y=
x
π
 
Use initial condition y 2 =0
π
sin +c
0= 2
π
2
∴ c = −1

The particular solution is

sin x − 1
y=
x

REMARK: In some instances, a differential equation is not linear in one variable but linear in the other. Consider the
DE
dy 1
= .
dx x + y2
The DE is nonlinear in variable y2 but its reciprocal
dx dx
= x + y2 or − x = y2
dy dy
is linear in the variable x.
Go on to solve the DE and verify that
ρ(x) = e−y
and the implicit solution is
x = −y2 − 2y − 2 + c ey

3
Exercises

Solve the following differential equations

dy
1. + y tan x = sin x subject to y(0) = 1. Find the explicit solution y = f (x).
dx
dy
2. − 2y = x + 1 subject to y(0) = 0. Find the explicit solution y = f (x).
dx
dy 2y
3. − = 3(x + 1)3
dx x + 1
4. e x dy = (1 − e x y)dx
dy
5. x − y = x3 cos x subject to y(π) = 0.
dx
dr
− r cot θ = tan2 θ subject to r π4 = −1. Find the explicit solution r = f (θ).
 
6.
dθ
7. Please see exercises in the prescribed textbook

2. Bernoulli equations

2.1. Definition
Definition 2. The differential equation
dy
+ P(x) y = f (x) yn , (Standard Form) (6)
dx
where n is any real number, is called Bernoulli’s equation (named after Jacob Bernoulli, a Swiss mathematician).
Note that the standard form is almost identical to the linear form. The presence of yn on the RHS makes it slightly
different. Also note that for n = 0 and n = 1, Eq. 6 is linear.

2.2. Method of solution

For Bernoulli differential equations (n , 0 and n , 1), we make use of the substitution

v = y1−n (7)

Making this substitution will reduce the original Bernoulli DE to a linear DE. Thereafter, solve the resulting linear
DE. Therefore, to solve Bernoulli first-order differential equations, we follow the five-step procedure outlined below:

Step 1: Write the linear DE in standard form

dy
+ P y = Q. yn
dx
where P and Q are constants or functions of x.

Step 2: Divide both sides by yn

Step 3: Use substitution v = y1−n and reduce to linear form

Step 4: Find integrating factor ρ(x) and solve for linear equations

Step 5: Substitute v back in terms of y

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 dy
Example 1: Solve x + y = x2 y2
dx
Solution: Follow the 5 step procedure outlined above

Step 1: Write DE in Bernoulli standard form

dy y
+ = x y2
dx x
Step 2: Divide both sides by y2
dy y−1
y−2 + =x (8)
dx x
Step 3: Use the substitution v = y−1 and reduce to linear form. If v = y−1 , then by the chain rule
dv dy
= −1y−2 .
dx dx
dy dv
=⇒ y−2 . =−
dx dx
Substitute in Eq. 8
dv v
− + =x
dx x
which is linear. In linear standard form, this is
dv v
− = −x
dx x
with P = − 1x and Q = −x.

Step 4: Find ρ(x) and solve as linear equations

1
= e−ln x = eln x = eln x =
R R
− 1x dx −1 1
ρ(x) = e P dx
=e
x
Hence, the solution is
Z
v. ρ(x) = ρ(x). Q dx
Z
1 1
v = . (−x) dx
x x
= −x + c

Step 5: Substitute v back in terms of y

Since v = y−1 , we have

1
= −x + c
xy
1
∴ y=
cx − x2

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 dy
Example 2: Solve x2 y − y4 cos x = x3
dx
Solution: Follow the 5 step procedure outlined above

Step 1: Write DE in Bernoulli standard form

dy y cos x
− = − 3 y4
dx x x
Step 2: Divide both sides by y4
dy y−3 cos x
y−4 − =− 3 (9)
dx x x
Step 3: Use the substitution v = y−1 and reduce to linear form.

If v = y−3 , then by the chain rule

dv dy
= −3y−4 .
dx dx
dy 1 dv
=⇒ y−4 . =−
dx 3 dx
Substitute in Eq. 9
1 dv v cos x
− − =− 3
3 dx x x
which is linear. In linear standard form, this is
dv 3 3 cos x
+ v=
dx x x3
with P = 3
x and Q = 3 cos
x3
x
.

Step 4: Find ρ(x) and solve as linear equations

= e3 ln x = eln x = x3
R R 3 3
ρ(x) = e P dx
=e x dx

Hence, the solution is

Z
v. ρ(x) = ρ(x). Q dx
Z
cos x
v x3 = x3 .
dx
x3
= 3 sin x + c

Step 5: Substitute v back in terms of y

Since v = y−3 , we have

x3
= 3 sin x + c
y3
∴ x3 = y3 (3 sin x + c)

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Exercises
Solve the following differential equations
dy
1. − 2y tan x = y2 tan2 x
dx
dy y
2. + = xy2 sin x subject to y(π) = 1.
dx x
dy y
3. + = xy2
dx x
dy y
4. + = y3
dx x
5. 3x2 y2 dx + 4(x3 y − 3) dy = 0
dy
6. 2x = y − x(x + 1)y3
dx
7. Please see exercises in the prescribed textbook

3. Other transformations
3.1. Reduction to separation of variables
A DE of the form
dy
= f (Ax + By + C) (10)
dx
can always be reduced to an equation with separable variables by means of the substitution u = Ax+By+C with B , 0.
dy
Example 1: Solve the IVP = (y − 2x)2 + 7 subject to y(0) = 0.
dx
dy
Solution: Let u = y − 2x so that du
dx = −2 + dx . The differential equation is then transformed into
du dy
+ 2 = u2 − 7 or = u2 − 9
dx dx
The DE is now separable. Use partial fractions
du
= dx
(u − 3)(u + 3)
!
1 1 1
− du = dx
6 u−3 u+3
and integrating yields
1 u−3
ln = x + c1
6 u+3
u−3
=⇒ = e6x+6c1 = ce6x (replace e6c1 by c)
u+3
3(1 + ce6x )
=⇒ u=
1 − ce6x
Resubstitute and solve for y
3(1 + ce6x )
y = 2x +
1 − ce6x
Using the initial condition y(0) = 0 yields c = −1. Therefore, the particular solution is
3(1 − e6x )
y = 2x +
1 + e6x

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Exercises

Solve the following differential equations by using an appropriate substitution

dy
1. = (x + y + 1)2
dx
dy
2. = sin (x + y)
dx
dy 1 − x − y
3. =
dx x+y
dy
4. = tan2 (x + y)
dx
dy
= 2 + y − 2x + 3
p
5.
dx
dy
6. = 1 + ey−x+5
dx
7. Please see exercises in the prescribed textbook

4. Applications of first-order differential equations

All the first-order techniques introduced thus far have real-life applications. Some of these applications are dis-
cussed below.

4.1. Growth and decay

A mathematical model for diverse phenomena involving either growth or decay is given by
dy
= ky, y(t0 ) = y0 , (11)
dt
where k is the constant of proportionality. For k < 0, we have a decay model whereas for k > 0, we have a growth
model. Equation 11 translates to the change in y over time, which is always directly proportional (the constant k)
to the amount of substance y still present (Recall the meaning of direct and indirect proportionality from your high
school mathematics ).
Carbon Dating: In chemistry, it is known that any living organism is exposed to radioactive carbon due to cosmic
rays. The ratio of radioactive carbon and normal carbon in a living organism (or atmosphere) is always constant. Once
an organism dies, its absorption of carbon terminates. Over time, this proportion of radioactive carbon in the remains
of the organism decays. By comparing the ratio of radioactive carbon with that of the atmosphere, the age of a fossil
can be estimated using Eq. 11.
Half-life: In physics, the time taken for a substance to decay to half its original amount is called its half-life. The
half-life is a measure of the stability of a radioactive substance. The longer the half-life of a substance, the more stable
it is. The half life of radioactive carbon is 5715 years, meaning that it takes 5715 years to decay to half the original
amount of carbon.
Population Growth: In biology, the rate of growth of certain populations (bacteria, animals) is observed to be
proportional to the population present at time t. If a population at some arbitrary initial time t0 is known, then the
solution of Eq. 11 can be used to predict the population in the future, that is, at times t > t0 . The constant of
proportionality k in Eq. 11 can be determined from the solution of the initial-value problem using a subsequent
measurement of y at some time t1 > t0 .
By separating variables,
dy
= ky
dt
becomes
1
dy = k dx
y
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Integrate both sides
Z
1
dy = k dx
y
lin |y| = kt + c
=⇒ y = Aekt (General solution)

Example 1: In September 1991, a mummy was found in the ice of Oetztal Alps near the Austrian-Italian border.
The age of the mummy can be estimated by Radio Carbon Dating. Assume the half-life of carbon to be 5715 years.
We also assume that by 1991, only 20.5% of the original amount of radioactive carbon remains in the mummy. A
model of the decay in a radio active substance y is given by
dy
= −ky.
dt
Find the approximate age of the mummy.

Solution: We set up a time-frame

Time t Carbon y
t=0 y = y0
t = 0 = 5715 y = 12 y0
t =?? y = 20% of y0

The general solution (as described above) is

ln |y| = −kt + c

We need to calculate the constant of integration c. We have that at t = 0, y = y0 :

ln y0 = −k(0) + c
=⇒ c = ln y0

Hence, the particular solution is

ln |y| = −kt + ln y0

Now, calculate the decaying factor k. From the definition of the half-life of a substance, we have that when
t = 5715, y = 12 y0 . Substitute into the particular solution:

1
ln y0 = −k(5715) + ln y0
2
1
5715k = ln y0 − ln y0
2
y0
= ln = ln 2
0.5y0
=⇒ k = 0.0001213

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 Thus, the particular solution becomes

ln |y| = −0.0001213t + ln y0
=⇒ y = y0 e−0.0001213t

If only 20.5% of the original amount of radioactive carbon remains in the mummy, we estimate how long ago the
mummy died. Let y = 20.5% of y0 and calculate t:

20.5% of y0 = y0 e−0.0001213t
0.205 = e−0.0001213t
∴ t = 13065 years

Example 2: Suppose a colony of 1000 bacteria is growing at an individual rate of k = 0.8 individuals per hour
(i.e. every individual produces an average of 0.8 offspring every hour). Let P be the population size at time t. The
exponential growth of the population can be modeled by the DE
dP
= kP
dt
Estimate the bacteria population after 10 hours.

Solution: Construct the time-frame:

Time t Population P
t=0 P = 1000
t = 10 P =??

Since k = 0.8, the general solution is

lin |P| = 0.8t + c

Substitute t = 0, P = 1000:

ln 1000 = 0.8(0) + c
=⇒ c = ln 1000 = 6.908

Hence, the particular solution is

ln P = 0.8t + 6.908
=⇒ P = e0.8t+6.908

The population of bacteria after 10 hours is

P = e0.8(10)+6.908
= 29816687 individuals

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4.2. Heating and cooling
Newton’s law of heating or cooling models the raise or drop in temperature T over time t, and is given by the DE
dT
= ±k(T − T m ), (12)
dt
where k is the raise or drop factor, k is the constant of proportionality and T m is the ambient temperature (temperature
of the medium around the object). Note that k > 0 if temperature increases (heating or warming) and k < 0 when
temperature decreases (cooling). Equation 12 can be interpreted as: the rate at which T changes with respect to time
t is proportional to the difference between the temperature T and the ambient temperature T m .
By separating variable,
1
dT = ±k dt
T − Tm
Integrate both sides
Z Z
1
dT = ± k dt
T − Tm
ln |T − T m | = ±kt + c (General solution)

Example 3: A can of beer at temperature 25oC is placed in a fridge with temperature T m = 10oC. A cooling model
for the drop in temperature over time (in minutes) is given by
dT
= −k(T − T m )
dt
Let k = 0.05, find how long it takes for the can to cool down to a temperature of 15oC.

Solution: We set up a time-frame

Time t Temperature T
t=0 T = 25oC
t =?? T = 15oC

Substitute the parameter k = 0.05 and T m = 10

dT
= −0.05(T − 10)
dt
With variable separation, we have
1
dT = −0.05 dt
T − 10
Integrate both sides
Z Z
1
dT = − 0.05 dt
T − 10
ln |T − 10| = −0.05t + c (General solution)
Substitute t = 0, T = 25
ln 15 = c
=⇒ c = 2.708

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 Hence, the particular solution is
ln |T − 10| = −0.05t + 2.708
Lastly, calculate t when T = 15
ln |15 − 10| = −0.05t + 2.708
∴ t = 21.97 minutes

4.3. Series circuits

(a) (b)

Figure 1: (a) LR-series circuit, (b) RC-series circuit.

For a series circuit containing only a resistor and an inductor, Kirchhoff’s second law states that the sum of the
voltage drop across the inductor (L) and the voltage drop across the resistor (i R) is the same as the impressed voltage
E on the circuit (see Fig. 1(a)). Thus we obtain the linear differential equation for the current i(t),
di
L + R i = E(t) (13)
dt
where L and R are known as the inductance and the resistance, respectively. The current i(t) is also called the response
of the system.
The voltage drop across a capacitor with capacitance C is given by q(t)/C, where q is the charge on the capacitor.
Thus, for the series circuit shown in Fig. 1(b), Kirchhoff’s second law gives
1
Ri+ q = E(t). (14)
C
However, current i and charge q are related by i = dq/dt, so Eq. 14 becomes the linear differential equation
dq 1
R + q = E(t) (15)
dt C

Examples: See exercises below. The mathematics is fairly straightforward.

Exercises
Solve the following differential equations
1. A valuable painting goes on auction and is estimated to be 400 years old. The pigment in the painting contains a
radio active isotope of white lead with half-life of 22 years. Laboratory tests revealed that 97.5% of the original
amount of white lead in the paint has disintegrated. If the rate of decay in the amount (A) of white lead is
modeled by
dA
= −k A,
dt
with t measured in years, predict the actual age of the painting.
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2. A chicken has been kept in a refrigerator at a temperature of 40o F and then placed in an oven that was preheated
to a temperature of 325o F. After 20 minutes in the oven, the temperature of the chicken if 60o F. How long
must the chicken remain in the oven to reach a temperature of 185o F? Assume that the change in temperature
is modeled by
dT
= k(T − T m ).
dt
Soln: t = 195 minutes
3. The differential equation
dP
= 10−4 P(318 − 1.7P)
dt
models the growth of the United States population (P), measured in millions between the years 1790 and 2010.
If the population was 3.9 million in 1790, estimate the population size in 2010.
4. A heart pacemaker consists of a battery, a capacitor and the heart as a resistor. The voltage applied to the heart
is given by
dE 1
=− E
dt RC
where R = 0.01 and C = 3. Solve the IVP if E(0) = 0.05. Soln: E = e−33.333 t−2.996
5. If the half-life of radium is 1620 years, what percentage of radium will remain after 200 years?
6. Learning and memorization of material plays a role throughout our lives. In many learning institutions, learning
initially takes place slowly and gradually speeds up as proficiency has been achieved. Eventually, the rate of
learning slows down as one gets familiar with the learned material. The memorization model
dA
+ kA = kM
dt
describes the time rate of change in the amount of material memorized (also called the attainment A). M is the
total amount of material to be memorized and k is a constant. Suppose a person has to learn 30 new words in
isiZulu. If it takes 10 minutes to memorize 15 words, use this model to calculate how long it takes to memorize
27 words.
7. Please see exercises in the prescribed textbook

© Compiled by JH Malele

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