FP2 Chapter 4 – First Order

Differential Equations
Dr J Frost ([email protected])
www.drfrostmaths.com

Last modified: 19th January 2016

Intro
Differential equations are equations which relate and with derivatives. e.g.

The rate of temperature loss is

proportional to the current 𝑑𝑇
temperature. =− 𝑘𝑇
𝑑𝑡
The rate of population change is

( )
proportional to where is the current 𝑑𝑃 𝑃
population and is the limiting size of =𝑘𝑃 1−
the population 𝑑𝑡 𝑀
(the Verhulst-Pearl Model)

Suppose is GDP (Gross Domestic Product). 𝑑𝑥

=𝑘𝑥
Rate of change of GDP is proportional to
current GDP.
𝑑𝑡

As you might imagine, they’re used a lot in physics and engineering, including modelling radioactive
decay, mixing fluids, cooling materials and bodies falling under gravity against resistance.

A ‘first order’ differential equation means the equation contains the first derivative () but not the
second derivative or beyond.
C4 recap
and are said to be ‘separated’ because
they are not mixed in the same expression.

Divide through by
and times through
by .

Slap and integral

symbol on the front!
Examples
Find general solutions to
Why is it called the general solution?
𝑦 =2 𝑥 + 𝐶 We have a ‘family’ of solutions as the
? varies.
constant of integration

Find general solutions to

𝑦
So the ‘family of
If we let , we get circles’ satisfies this
differential equation.

?
𝑥
Examples
Find general solutions to Find general solutions to

where (a family of rectangular hyperbolae)

? ?
Particular solutions
Just like at the end of C1 integration, we can fix to one particular solution if we
give some conditions.

Find the particular solutions for which satisfy the initial conditions when .

1
−
∫ 𝑥 𝑑𝑥=∫ 1𝑑𝑦
2
Some people (including myself) like to sub in
? as soon as possible before rearranging.
Exercise 4A
Using reverse product rule
We will see in a bit how to solve equations of the form (where and are functions
of ). We’ll practice a particular part of this method before going for the full whack.

Find general solutions of the equation

We can’t separate the variables. But do you notice anything

about the LHS?
It’s !
?
Quickfire Questions:

𝑑 2
( 𝑥 𝑦 ) =𝒙 𝟐? 𝒅𝒚 𝑑𝑦 3 𝒅 𝟒 ?
+𝟐 𝒙𝒚
𝑥 +4𝑥 𝑦→ ( 𝒙 𝒚 )
4
𝑑𝑥 𝒅𝒙? ?
So it appears whatever term ends up on
front of the will be on the front of the in
𝑑𝑥 𝒅𝒙?
the integral.
Using reverse product rule
Find general solutions of the equation

𝑑 3 ?
( 𝑥 𝑦 ) =sin 𝑥
𝑑𝑥
Test Your Understanding
Find general solutions of the equation Find general solutions of the equation

𝑑
𝑑𝑥 ( ) 𝑦
𝑥
? =𝑒
𝑥 𝑑
𝑑𝑥
( 2𝑥 𝑦 ) =𝑥
?2 2
But what if we can’t use the product rule backwards?

Find the general solution of

We can multiply through by the integrating factor . This then produces an equation where
we can use the previous reverse-product-rule trick (we’ll prove this in a sec).

∫ − 4 𝑑𝑥 ? −4 𝑥
𝐼 . 𝐹 .=𝑒 =𝑒
Then multiplying through by the integrating factor:

−4 𝑥 𝑑𝑦 −4 𝑥 −3 𝑥
𝑒 − 4 𝑒 ? 𝑦 =𝑒
𝑑𝑥
Then we can solve in the usual way:

𝑑
( 𝑦 𝑒 ? )=𝑒
−4 𝑥 − 3𝑥
𝑑𝑥
Proof that Integrating Factor works

Solve the general equation , where are functions of .

Suppose is the Integrating Factor. As usual we’d multiply by it:

If we can use the reverse product rule trick on the LHS, then it would be
of the form:

? two LHSs:
Thus comparing the coefficients of the

Dividing by and integrating:

?

?
When there’s something on front of the

Find the general solution of

What shall we do first so that we have an equation like before?

𝑑𝑦
STEP 1: Divide by anything
? on front of

3
+2 𝑦 tan 𝑥=cos 𝑥
? STEP 2: Determine IF
You could skip to
here provided STEP 3: Multiply through

𝑑𝑥
? you don’t forget
to multiply the
by IF and use product rule
RHS by the IF. backwards.

STEP 4: Integrate and

? simplify.
Test Your Understanding
FP2 June 2011 Q3
Find the general solution of the differential equation

?
Exercise 4C
Making a substitution
Sometimes making a substitution will turn a more complex differential equation into one
like we’ve seen before.

Use the substitution to transform the differential equation into a differential

equation in and . By first solving this new equation, find the general solution of the
original equation, giving in terms of .

Make the subject so that we can

𝑦
find and sub out.
?

𝑧= →𝑦=𝑥𝑧
Sub in and
?
Simplify to either get

𝑥
or

? Sub back in at the end.

Another with an IF
Use the substitution to transform the differential equation , into a differential equation in
and . Find the general solution using an integrating factor.

1 𝑑𝑦 1 𝑑𝑧
𝑦= , =− 2
The and are separable here
(but factorising out ), so we
could have done without an IF.
?

𝑧 𝑑𝑥 𝑧 𝑑𝑥
Test Your Understanding
FP2 June 2012 Q7
(a) Show that the substitution transforms the differential equation

into the differential equation

(b) By solving differential equation (II), find a general solution of differential equation (I) in the
form .
(c) Given that at , find the value of at .

a?

b?

c?
Exercise 4D/E