Chapter 2

CHAPTER 2
First Order Differential

Equations
Objectives
2.1 Linear Equations; Method of Integrating Factors
2.2 Separable Equations
2.3 Modeling with First Order Equations
2.4 Differences Between Linear and Nonlinear Equations
2.5 Exact Equations and Integrating Factors
2.6 Numerical Approximations: Euler’s Method
2.7 Transformation of Nonlinear Eqs. into Separable Equations
2.8 Application of First Order Differential Equations
9/27/2022 Ch 2: First Order Differential Eq 2
Linear and Nonlinear Equation
• The ordinary differential equation:

𝐹 𝑡, 𝑦, 𝑦 ′ , 𝑦 ′′ , 𝑦 ′′′ , …𝑦 𝑛 = 0
is said to be linear if 𝐹 is a linear function of the variables
𝑦, 𝑦 ′ , … 𝑦 𝑛 ; a similar definition applies to partial differential
equation.
The general form linear ordinary differential equation is:
An equation that is not of the form above equation is a nonlinear

equation.

Continued:
A first order differential equation is said to be linear if it can be

written as
A first order differential equation that can’t be written like this is

nonlinear. We say that above eq. is homogeneous if f (x)= 0;
otherwise it’s nonhomogeneous. Since y = 0 is obviously a solution
of the homogeneous equation.
It is called the trivial solution. Any other solution is nontrivial.

Continued:
For Example: all below eqs. are linear.

Continued:
But bellows are nonlinear:

2.1 Linear Equations; Method of Integrating Factors
• Typical form of differential equation
Solution:
• General form of First order differential equation:
or

Example 1:

Integrating Factor
Unfortunately, most first order linear equations cannot be solved as
illustrated in Example 1 because their left sides are not the derivative
of the product of y and some other function. However, Leibniz
discovered that if the differential equation is multiplied by a certain
function μ(t), then the equation is converted into one that is
immediately integrable by using the product rule for derivatives just as
in Example 1. The function μ(t) is called an integrating factor and
our main task is to determine how to find it for a given equation. We
will show how this method works first for an example and then for the
general first order linear equation in the standard form (3)

Example 2: (1)

Example 2: (2)

Example 2: (3)

General Solution

Example 3:
Solution:

Example 4:
Solution:

Solution curve for different value of c

Example 5:
Solution:
Solution:

Solution Curve

Example 6:
Solution:

Solution Curve


General form of DE: or

Example 1

Solution:

Solution Curve

Example 2

General Solution Theorem
Find out general solution for DE:
Then:

Continued: theorem
Substituting c to the
solution

Example 3

Solution
The interval in which the quantity

under the radical should be
positive

Example 4

Solution
To find the particular

solution passing through
(0, 1), we set
x = 0 and y = 1

Example 5

Solution

2.3 Modeling With First Order Equation
1. Construction of the Model: the formulation of a real world

problem in mathematical terms.
2. Analysis of the model: the analysis of the resulting mathematical
problem and the solution of the resulting differential equation
3. Comparison with Experiment: the interpretation of the
mathematical results in the context of the original real-world
situation for example, answering the question originally posed.
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Illustrative Example
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Example 1

At time t = 0 a tank contains 𝑄0 lb of salt dissolved in 100 gal of
water; see Figure 2.3.1.Assume that water containing 1/4 lb of salt/gal
is entering the tank at a rate of r gal/min and that the well-stirred
mixture is draining from the tank at the same rate. Set up the initial
value problem that describes this flow process.
a) Find the amount of salt Q(t) in the tank at any time, and
b) Find the limiting amount QL that is present after a very long time.
c) If r=3 and 𝑄0 = 2𝑄𝐿 , find the time T after which the salt level is
within 2% of 𝑄𝐿 .
d) Also find the flow rate that is required if the value of T is not to
exceed 45 min
Continued:
Solution:

Continued:

Continued:

Example 2

Continued:
Solution:
Introducing a new dependent variable by

Continued:

Example 3
A tank contains 𝟖 𝑳 of water in which is dissolved 𝟑𝟐 𝒈 of

chemical. A solution containing 𝟐 𝒈/𝑳 of the chemical flows into
the tank at a rate of 𝟒 𝑳/𝒎𝒊𝒏, and the well stirred mixture flows
out at a rate of 𝟐 𝑳/𝒎𝒊𝒏.
Determine the amount of chemical in the tank after 𝟐𝟎 minutes.

What is the concentration of chemical in the tank at that time?

Solution (1)

Solution (2)

Solution (3)

Example 4
A body of constant mass m is projected away from the earth in a

direction perpendicular to the earth’s surface with an initial velocity
𝑉0 . Assuming that there is no air resistance, but taking into account
the variation of the earth’s gravitational field with distance,
a) Find an expression for the velocity during the ensuing motion.

b) Also find the initial velocity that is required to lift the body to a
given maximum altitude ξ above the surface of the earth, and
c) Find the least initial velocity for which the body will not return to
the earth; the latter is the escape velocity

Continued:
Solution:

Continued:

Differences Between Linear and
2.4
Nonlinear Equations

Continued:
A first order differential equation is said to be linear if it can be

written as
A first order differential equation that can’t be written like this is

nonlinear. We say that above eq. is homogeneous if f (x)= 0;
otherwise it’s nonhomogeneous. Since y = 0 is obviously a solution
of the homogeneous equation.
It is called the trivial solution. Any other solution is nontrivial.

Continued:
For Example: all below eqs. are linear.

Continued:
But bellows are nonlinear:

Theorem 1: For Linear DEs
If the functions p and g are continuous on an open interval

I:α < t < β containing the point , then there exists a unique
function y = φ(t) that satisfies the differential equation
The mentioned states that the given initial value problem has a
solution and also that the problem has only one solution. In other
words, the theorem asserts both the existence and uniqueness of the
solution of the initial value problem.

Continued:
Although there are methods for solving some nonlinear equations,

it’s impossible to find useful formulas for the solutions of most.
Whether we’re looking for exact solutions or numerical
approximations, it’s useful to know conditions that imply the
existence and uniqueness of solutions of initial value problems
for nonlinear equations.

Theorem 2: For Nonlinear DEs
Let the functions f and ∂f /∂y be continuous in some rectangle
α < t < β , γ < y < δ containing the point (t0, y0). Then, in some
interval t0 − h < t < t0 + h contained in α < t < β, there is a unique
solution y = φ(t) of the initial value problem
Should be noted that the theorems does not tell us how to obtain
this solution

Continued:
9/27/2022 59
Continued:
(a) is an existence theorem. It guarantees that a solution exists on

some open interval that contains x0, but provides no information on
how to find the solution, or to determine the open interval on which
it exists. Moreover, (a) provides no information on the number of
solutions that may have.
(b) is a uniqueness theorem. It guarantees that has a unique solution
on some open interval (a,b) that contains x0.

2.5 Exact Equation & Integrating Factor
It’s convenient to write FODE in the form:
This equation can be interpreted as:
Where x is independent variable & y is dependent or as:

Continued:
Separable equation can be written as:

Example 1

Exact and Not-exact DEs
Above differential equations is said to be exact if:
Also, if:
Then the given differential equation is Not-exact

Exact and Not-exact DEs
Determine which of the following DEs are Exact

Theorem 1

Proof (1)
regarding y as a function of x and differentiating:
On the other hand regarding x as a function of y and differentiating:
Thus F(x,y) = c is an implicit solution in either of its two possible

interoperations and say that the equation

Proof (2)

Theorem 2

Example 2
Solution:

Example 3 (Solution 1)
Solution: Method 1

To find F, integrate Fx(x, y) with respect to x to obtain:
From N(x, y) we have:
Then:

Solution: Method 2
To find F, integrate Fy(x,y) with respect to y to obtain:
From N(x,y) we have:
Then:


Procedure for Solving an Exact Equation (1)

Procedure for Solving an Exact Equation (2)

Example 4

Example 5
Solution:

Example 6
So isn’t exact. Nevertheless, let’s try to find a function F such that

Example 6 (2)
Integrating with respect to x yields

Integrating Factor
3

Example 7

Example 8




Example 9




Example 10

N 2𝑥 2 + 9𝑥𝑦 M 3𝑥𝑦 + 6𝑦 2



So Theorem 3 does not apply. Following the more general argument

that led to the mentioned theorem we look for functions
𝑝 = 𝑝(𝑥) and 𝑞 = 𝑞(𝑦) such that


Implies to


Example 11
Solution:




2.6 Numerical Approximation
• So far in this chapter we have investigated FODE geometrically via

slope fields, and analytically by, trying to construct exact solutions
to certain types of DE.
• Certainly, for most FODE, it simply is not possible to find analytic

solutions, since they will not fall into the few classes for which
solution techniques are available.
• Our final approach to analyzing FODF is to look at the possibility of

constructing a numerical approximation to the unique solution to the
IVP

Continued:
We consider three techniques that give varying levels of accuracy.

In each case generate a sequence of approximations y1, y2,… to
value of the exact solution at the points x1, x2,…. Where xn+1=xn+h,
n= 0, 1, 2, … and h (step size) is a real number.

Continued:
We emphasize that numerical methods do not generate a formula for

the solution to the DE.
Rather they generate a sequence of approximations to the value of
the solution at specified points. Furthermore, it we use a sufficient
number of points then by plotting the points (xi, yi) and joining them
with straight line segments we are able to obtain an overall
approximation to the solution curve corresponding to the solution of
the given IVP. This is how the approximate solution curves were
generated in the preceding sections via the CAS Maple.

Euler’s Method
Suppose we wish to approximate the solution to the IVP at

x = x1 = x0 + h, where h is small. The idea behind Euler’s Method is
to use the tangent line to the solution curve through (x0, y0) to obtain
such an approximation.
The equation of the tangent line through (x0, y0) is:

Continued:

Continued:
Setting x = x1 in this equation yields the Euler approximation to the

exact solution at x1 namely,

Continued:

Continued:
Solution:

Continued:

Continued:

Continued:
0.0668 𝑤𝑖𝑡ℎ ℎ = 0.100

0.0334 𝑤𝑖𝑡ℎ ℎ = 0.050
𝑦𝑒𝑥𝑎𝑐𝑡 5 − 𝑦𝑎𝑝𝑝𝑟𝑜𝑥 (5) ≈
0.0167 𝑤𝑖𝑡ℎ ℎ = 0.025
0.0067 𝑤𝑖𝑡ℎ ℎ = 0.010
Example:

Continued:
Solution:
In this case, the approximation to y(1) is:

Continued:

Continued:

Continued:

Continued:

Continued:
In the preceding example we saw that halving the step size had the
effect of essentially halving the error. However, even then the
accuracy was not as good as we probably would have liked. Of
course we could just keep decreasing the step size to increase the
accuracy, but then the number of steps we would have to take would
make the calculation very cumbersome.
A better approach is to derive methods that have a higher order of
accuracy. We will consider two such methods.

MODIFIED EULER METHOD (HEUN’S METHOD)
We denote this approximation by
We now improve (or correct) this approximation by once more

applying Euler’s method. But this time, we use the average of the
slopes of the solution curves through
This gives

Continued:

Continued:

Continued:
Example: Apply the modified Euler method with h = 0.1 to

determine an approximation to the solution to the IVP

Continued:

Continued:

Continued:

Continued:

RUNGE – KUTTA METHOD OF ORDER FOUR

Continued:

Continued:

Continued:

Using Excel to solve FODE:
QUESTION:
Use Euler’s method, Modified Euler’s method and Fourth Order Runge Kutta
(RK4) method with ℎ = 0.1 to determine the solution to given initial value problem
at the specified point 𝑥 = 0.5 & 1. In each case compare your answer to
that obtained using Euler’s method and exact solution.
1
𝑦′ + 𝑦 = 𝑒 −𝑥/10 𝑐𝑜𝑠𝑥 , 𝑦 0 =0
10
Plot these points and describe the behavior of the corresponding solution.
Numerical Techniques

Continued:

2.7 Transformation of Nonlinear Eqs.
into Separable and Linear Equations
In this section, we consider two further types of DE that can be

solved by using a change of variables to reduce them to one of the
types we know how to solve.
Definition 1: A function f(x, y) is said to be homogeneous of degree

zero if
f(tx, ty) = f(x, y)
for all positive values of t for which (tx, ty) is in the domain of 𝑓.
More generally 𝑓(𝑥, 𝑦) is said to be homogeneous of degree 𝑚 if

𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡 𝑚 𝑓(𝑥, 𝑦).
9/27/2022 Ch 2: First Order Differential Eq
Applied: Page 38
136
Examples of Homogeneous Functions
Applied: Page 40
Continued:

Continued:
Theorem 1: A function f(x, y) is homogeneous of degree zero if

and only if it depends on y/x only.
Definition 2: if 𝑓(𝑥, 𝑦) is homogeneous of degree zero, then the DE

𝑑𝑦
= 𝑓 𝑥, 𝑦
𝑑𝑥
is call a homogeneous firs-order DE.

Continued:

Continued:
Theorem 2: The change of variables y = xV(x) reduces a

homogeneous first-order DE dy/dx = f(x,y) to the separable
equation

Example 1

Solution
The function on the right hand side of the equation is homogeneous

of degree zero, so that we have a first order homogeneous DE.
Substituting y = xV into the equation yields.

Continued:

Continued:

Continued:

Example2
Example:

Applied: Page 93
147
Continued:

Continued:
Substituting this expression for c into the equation and simplifying

gives:
Substituting y = xV(x) into above equation yields:

Continued:

Continued:

Continued:

Bernoulli Equations

Continued:

Continued:

Continued:
Example:

Continued:

Continued:

The Clairaut Equation
An equation of first order having many interesting properties is

given by
𝑦 = 𝑥𝑦 ′ + 𝑓(𝑦 ′ )
and is known as Clairaut’s differential equation. We shall suppose

that 𝑓(𝑦 ′ ) defines a differentiable functions of 𝑦 ′ .

Applied: Page 60
159
Continued:

Continued:

Example

Continued:

Continued:

Review of Important Methods
1-
2-
3-

Review of Important Methods
4-
5-

2.8 Applications of First Order DE
Applications are:
1. Application to Electric Circuits

2. The deflection of beams

Application to Electric Circuits
Kirchhoff's Law:
• KVL: States that the algebraic sum of all voltages around
a closed path (or loop) is zero.
• KCL: states that the algebraic sum of currents entering a

node (or a closed boundary) is zero.

Applied: Page 82
168
Electric Quantities and their Units

Continued:

Continued:

Continued:

Continued:

Continued:

Continued:

Example 1

Continued:

Continued:

Continued:

Continued:

Continued:

Continued:

Continued:

Continued:

Continued:

Continued:
Solution:

The deflection of beams

The deflection of beams
The assumption that the beam is uniform in cross section and of

homogeneous material. When acted upon by forces which we
assume are a vertical plane containing the axis of symmetry, the
beam due to its elasticity may become distorted in shape as shown.
These forces may be due to the weight of the beam, to externally
applied loads, or a combination of both.
The resulting distorted is

called the elastic curve.

Applied: Page 137
189
Continued:
Uniformly Distributed Load Variable Loading
Cantilever beam Concentrated Loading Simply supported beam

Continued:
• The displacement y of the elastic curve from 𝑥 axis is called the

deflection of the beam at position 𝑥.
• If elastic curve is determined, the deflection of the beam will be
known.
Continued:
• 𝑀(𝑥) denote the bending moment in a vertical cross section of

the beam through 𝑥
• 𝑀(𝑥) is defined as the algebraic sum of the moments of those
forces which act on one side of x
• Upward forces produce negative moments
• Downward forces produce positive moments

Continued:
• Bending moment at 𝑥 is related simply to the radius of curvature

of elastic curve at x
 E is Young’s modulus of elasticity, depends on material

used
 I is moment of inertia of cross section of the beam at x
 EI is called the flexural rigidity and take it as constant
 𝒚′ is slope of the elastic curve

Example 1

Continued:
The bending moment M(x) is the algebraic sum of the moments of

these forces acting at one side of point P.

Continued:

Continued:

Example 2

Example 3

Chapter 2 - First Order Differential Equation

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First Order Differential

• The ordinary differential equation:

The general form linear ordinary differential equation is:

An equation that is not of the form above equation is a nonlinear

9/27/2022 Ch 2: First Order Differential Eq 3

A first order differential equation is said to be linear if it can be

A first order differential equation that can’t be written like this is

It is called the trivial solution. Any other solution is nontrivial.

9/27/2022 Ch 2: First Order Differential Eq 4

For Example: all below eqs. are linear.

9/27/2022 Ch 2: First Order Differential Eq 5

But bellows are nonlinear:

9/27/2022 Ch 2: First Order Differential Eq 6

• Typical form of differential equation

• General form of First order differential equation:

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General form of DE: or

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Find out general solution for DE:

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The interval in which the quantity

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To find the particular

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1. Construction of the Model: the formulation of a real world

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Introducing a new dependent variable by

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A tank contains 𝟖 𝑳 of water in which is dissolved 𝟑𝟐 𝒈 of

Determine the amount of chemical in the tank after 𝟐𝟎 minutes.

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