2024 Spring Semester

Chapter 1
First-Order Differential
Equations
Prof. Giwon Lee
Department of chemical engineering
 Ordinary Differential Equations (ODEs)
상미분방적식
• Many engineering, science problems, and phenomena in
nature can be described by differential equations.
• Thus, to understand the engineering problem or the nature,
one has to,
1) Derive the differential equations from those problems thru modeling,
2) Solve the equations by standard methods,
3) Interpret the solutions. We can predict what will happen.

Chapter 1. First-Order Ordinary Differential Equations (ODE)

1.1 Basic Concepts. Modeling
1.2 Geometric Meaning of y’=ƒ(x, y). Direction Fields, Euler’s Method
1.3 Separable ODEs. Modeling
Ordinary Differential equations (ODEs)
Ø The functions including derivative of y and its independent variables

q Classification
1) The number of independent variables

- Ordinary differential equation: only 1 independent variable

 2 
ex) + 5 =  − + 2 = 0
  2 

- Partial differential equation: more than 2 independent variables

ex)    
+ =6 + =0
   

2) Order
ex)  2 
+ 5 =  : 1st-order ODE 2
+ = 2 : 2nd-order ODE
  

 

+ = 3 : nth-order ODE
 
3) Linearity
- Linear differential equations
   () + ()   () +··· +    +    = ()

ex)  − ′ = 
5" − ′ +  = 0

- non-linear differential equations

  2  
ex) 2 −   − 4 =  , 2
− 
  = 0, " − 4 +  =0

 1.1 Basic Concepts. Modeling
• To solve engineering problems or any physics problems, one has to first formulate
them as a mathematical expression in terms of many physical parameters: modeling
• Mathematical modeling : A problem is formulated by variables, functions and
equations.

Concept of Solution
y = h(x) is a solution if it satisfies the ODE in a given interval.
A solution can be of the form of or y = h(x) or H(x,y) = 0 (explicit or implicit solution)
The type of solutions of ODEs :
A solution involving an arbitrary constant, c, is a general solution.
A solution with a specific constant is a particular solution.

Initial Value Problem

A particular solution can be obtained from a general solution by an initial condition,
y(x0) = y0. An ODE with an initial condition is called an initial value problem.

Modeling
Step 1: The mathematical formulation out of the physical situation.
Step 2: The solution by a mathematical method.
Step 3: The physical interpretation of the result.
Example 1) Verification of solution
Verify that y = h(x) = c/x (c is an arbitrary constant) is a solution of the ODE
xy’ = -y for all x ≠ 0.

Example 2) Solution by calculus. Solution curves

Solve the ODE y’ = cosx
1.2 Geometric Meaning of y’ = f(x,y). Direction Fields

• Directions of solution curves of a given ODE by drawing

short straight-line segments (lineal elements) in the xy-
plane.
• This gives a direction field (or slope field) and then fit
(approximate) solution curves.

• A first-order ODE ′ =  ,  represnts the slope of

′ = 

• For example,   =  +  (Fig.7)

• In this way, approximate solution is obtained. But, it

is sufficient for some use. Fig. 7
 1.3 Separable ODEs. Modeling
Many practically useful ODEs can be reduced to the form
(1)     = () : separable equation

Then integrate on both sides with respect to x,

(2) ∫      = ∫    + 

By using y’= dy/dx, the general solution is obtained as

(3) ∫    = ∫    +  : method of separating variables

ex) Solve the equation,  = −

Example 3

Radiocarbon Dating
In September 1991 the famous Iceman (Oetzi), a mummy from the
Neolithic period of the Stone Age found in the ice of the Oetztal Alps
(hence the name “Oetzi”) in Southern Tyrolia near the Austrian–Italian
border, caused a scientific sensation. When did Oetzi approximately
live and die if the ratio of carbon C to carbon C in this mummy is
52.5% of that of a living organism?

Physical Information. In the atmosphere and in living organisms, the

ratio of radioactive carbon C (made radioactive by cosmic rays) to
ordinary carbon C is constant. When an organism dies, its absorption
of C by breathing and eating terminates. Hence one can estimate the
age of a fossil by comparing the radioactive carbon ratio in the fossil
with that in the atmosphere. To do this, one needs to know the half-life
of C, which is 5715 years.
Example 3 (continued)
• ratio of carbon C to carbon C in this mummy is 52.5%
• half-life of C is 5715 years
Example 4. Mixing Problem
• A tank contains 1000 gal of water with 100 lb of salt dissolved.
• Brine runs into the tank at a rate of 10 gal/min and each gallon contains 5 lb of
dissolved salt.
• Brine runs out of the tank at a rate of 10 gal/min.
• Find the amount of slat in the tank at any time t.
Extended Method: Reduction to Separable Form
• Certain nonseparable ODEs can be made separable by transformations
that introduce for  a new unknown function.


′ = 

• Using change of variable

=  =    =   + 


• The ODE becomes   +  =  

• By separating variables  
(if   −  ≠ 0) =
  − 
Extended Method: Reduction to Separable Form

′ =  • Using change of variable


=  =    =   + 

Example 6 2  =   −  