First-Order Ordinary Differential Equations

Jonathan Winston L. Salvacion, Dr. Eng’g.1

August 17, 2024

1
Mapúa University
Outline
Learning Objectives
Functional Relationships
Mathematical Origin of Differential Equations
Introduction to ODEs
Existence and Uniqueness of Solutions
First Order ODE’s
Determining Classification and Solution
Exercises
Applications
Solved Problems
Exercises in Applications
Exercises
Learning Objectives
Learning Objectives

At the end of this lecture, the student should be able to

1. Describe the mathematical origin of ODE’s
2. Define an ODE and associated basic concepts
3. Classify and solve first-order ODE’s
4. Model physical phenomena and engineering applications using
first-order ODE’s
Functional Relationships
Functional Relationships

The relationship between two variables x and y may be expressed

as a functional relationship:

f (x, y ) = 0
Functional Relationships

The relationship between two variables x and y may be expressed

as a functional relationship:

f (x, y ) = 0

This may be solved for y (or x):

y = g (x)
Functional Relationships

The relationship between two variables x and y may be expressed

as a functional relationship:

f (x, y ) = 0

This may be solved for y (or x):

y = g (x)

For example,
y = cx 2
Functional Relationships

The relationship between two variables x and y may be expressed

as a functional relationship:

f (x, y ) = 0

This may be solved for y (or x):

y = g (x)

For example,
y = cx 2
This equation describes a family of parabolas with vertices at the
origin.
Family of Parabolas with Vertices at the Origin

1,000

500

0
y

−500

−1,000

−6 −4 −2 0 2 4 6
x
Mathematical Origin of
Differential Equations
Mathematical Origin of Differential Equations

It is possible to describe the family of parabolas without using the

constant c.
Mathematical Origin of Differential Equations

Differentiating the equation of the parabolas,

dy
= 2cx
dx
Mathematical Origin of Differential Equations

Differentiating the equation of the parabolas,

dy
= 2cx
dx
Using the equation of the parabolas to eliminate c,
dy y
=2
dx x
This is the differential equation that describes the family of
parabolas represented also by y = cx 2 .
Mathematical Origin of Differential Equations

dy y
=2
dx x
This is the differential equation that describes the family of
parabolas represented also by y = cx 2 .

It should be noted that because y = cx 2 contains only one

arbitrary constant, it is necessary to differentiate it only once to
eliminate the constant.
Mathematical Origin of Differential Equations

dy y
=2
dx x
This is the differential equation that describes the family of
parabolas represented also by y = cx 2 .

It should be noted that because y = cx 2 contains only one

arbitrary constant, it is necessary to differentiate it only once to
eliminate the constant.

If a function has two arbitrary constants, then it is necessary to

differentiate it twice.
Mathematical Origin of Differential Equations

Differential equations are a way of describing a family of functions

without using arbitrary constants.
Standard Classes of ODE’s
What is an Ordinary Differential Equation?

▶ An Ordinary Differential Equation (ODE) involves a

function of one independent variable and its derivatives.
What is an Ordinary Differential Equation?

▶ An Ordinary Differential Equation (ODE) involves a

function of one independent variable and its derivatives.
▶ Examples
dy
+ p(x)y = q(x)
dx
d 2y dy
+ p(x) + q(x)y = r (x)
dx 2 dx
"  2 # 32
d 2x dx
2
= f (x) 1 +
dy dy
What is an Ordinary Differential Equation?

▶ An Ordinary Differential Equation (ODE) involves a

function of one independent variable and its derivatives.
▶ Examples
dy
+ p(x)y = q(x)
dx
d 2y dy
+ p(x) + q(x)y = r (x)
dx 2 dx
"  2 # 32
d 2x dx
2
= f (x) 1 +
dy dy
▶ ODEs are used in modeling systems across engineering,
physics, chemistry, and other fields.
Definitions: Order, Degree, Linearity

▶ Order: The order of an ODE is determined by the highest

derivative of the unknown function present in the equation.
▶ First-order ODE:
dy
= f (x, y )
dx
▶ Second-order ODE:

d 2y dy
+ p(x) + q(x)y = r (x)
dx 2 dx
Definitions: Order, Degree, Linearity

▶ Degree: The power to which the highest derivative is raised

when the equation has been rationalized and cleared of
fractions.

The following equation is second-order and second-degree:

"  2 # 32
d 2x dx
= f (x) 1 +
dy 2 dy
Definitions: Order, Degree, Linearity

▶ Linearity: An ODE is linear if it can be expressed as a linear

combination of the dependent variable and its derivatives:
dy
an (x)y (n) + an−1 (x)y (n−1) + . . . + a1 (x) + a0 (x)y = r (x)
dx

▶ Linear Example:

y ′′ + p(x)y ′ + q(x)y = r (x)

▶ Nonlinear Example:

y ′′ + sin(y ) = 0
Definitions: Order, Degree, Linearity

▶ Order: The order of an ODE is determined by the highest

derivative of the unknown function present in the equation.
▶ Degree: The power to which the highest derivative is raised
when the equation has been rationalized and cleared of
fractions.
▶ Linearity: An ODE is linear if it can be expressed as a linear
combination of the dependent variable and its derivatives.
Definitions: Solutions and Boundary Conditions

▶ General solution: the solution involving the most general

possible relationship among the variables

Example: The equation

y = cx 2

is the general solution of

dx y
=2
dy x
Definitions: Solutions and Boundary Conditions

▶ Particular solution: the equation that results when the

arbitrary constants of a general solution are allowed to take on
values corresponding to the conditions of a specific case

Example: The equation

y = 4x 2

is a particular solution of
dx y
=2
dy x
Definitions: Solutions and Boundary Conditions

▶ Boundary conditions: limitations introduced when obtaining

a particular solution from a general solution

For example, the condition that a parabola should pass

through (3, 1) determines that c = 1/9 and thus the
particular solution y = 19 x 2 .
Definitions: Solutions and Boundary Conditions

▶ General solution: the solution involving the most general

possible relationship among the variables
▶ Particular solution: the equation that results when the
arbitrary constants of a general solution are allowed to take on
values corresponding to the conditions of a specific case
▶ Boundary conditions: limitations introduced when obtaining
a particular solution from a general solution
Existence and Uniqueness of
Solutions
Solving Ordinary Differential Equations

Our task is to find a solution to the differential equation

!
dy d 2 y d 3 y d (n−1) y d n y
f x, y , , 2 , 3 , . . . , (n−1) , n = 0
dx dx dx dx dx
Solving Ordinary Differential Equations

Our task is to find a solution to the differential equation

!
dy d 2 y d 3 y d (n−1) y d n y
f x, y , , 2 , 3 , . . . , (n−1) , n = 0
dx dx dx dx dx

That is to say, we wish to find a function

F (x, y , C1 , C2 , C3 , . . . , Cn−1 , Cn ) = 0

which, if differentiated n times, gives back the differential

equation.
Existence and Uniqueness Theorems

▶ The Existence and Uniqueness Theorem provides

conditions under which an initial value problem has a unique
solution.
▶ Consider the first-order ODE:
dy
= f (x, y ), y (x0 ) = y0
dx
▶ Theorem (Picard-Lindelöf): If f (x, y ) is continuous and
satisfies a Lipschitz condition in y near (x0 , y0 ), then there
exists a unique solution y (x) on some interval around x0 .
▶ Implications: For many practical problems, ensuring that
these conditions are met guarantees a unique and predictable
behavior of the system.
Example: Existence and Uniqueness in Action

▶ Example: Consider the ODE:

dy
= y 2, y (0) = 1
dx
▶ Solution:
1
y (x) =
1−x
▶ Discussion:
▶ The solution exists and is unique for x < 1, but as x → 1, the
solution blows up (i.e., y (x) → ∞).
▶ This illustrates that the existence of a solution may be limited
to a specific interval.
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0
Class: Separated
f1 (x)dx + f2 (y ) dy = 0
Equations of the First Order

Class: Separated
f1 (x)dx + f2 (y ) dy = 0
Solution: Z Z
f1 (x)dx + f2 (y ) dy = C
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0
Equations of the First Order

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0

Solution:

Let xy = v . Then dv = x dy + y dx.

Equations of the First Order

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0

Solution:

Let xy = v . Then dv = x dy + y dx.

 2 
v v dx
+ dx + v − dv = 0
x x x
Equations of the First Order

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0

Solution:

v2 v
 
dx
+ dx + v − dv = 0
x x x
dx dv
− =0
x v (v + 2)
Equations of the First Order

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0

Solution:

dx dv
− =0
x v (v + 2)
1 v +2
ln x + ln = C1
2 v
Equations of the First Order

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0

Solution:

1 v +2
ln x + ln = C1
2 v
 1/2
v +2
x = e C1
v
Equations of the First Order

Class: Separable after change of variables

(xy 2 + y ) dx − x dy = 0

Solution:

v + 2 1/2
 
x = e C1
v
 
2 2
x 1+ = e 2C1 = C
xy
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0

Class: Homogeneous Equations

f1 (x, y )dx + f2 (x, y )dy = 0

If ux is substituted for y ,

x n f1 (1, u)dx + x n f2 (1, u)(u dx + x du) = 0

or
f1 (1, u)dx + f2 (1, u)(u dx + x du) = 0
Equations of the First Order

Class: Homogeneous Equations

f1 (x, y )dx + f2 (x, y )dy = 0

If ux is substituted for y ,

f1 (1, u)dx + f2 (1, u)(u dx + x du) = 0

Solution:

Separating variables,

dx f2 (1, u) du
+ =0
x f1 (1, u) + uf2 (1, u)
Equations of the First Order
Class: Homogeneous Equations

f1 (x, y )dx + f2 (x, y )dy = 0

If ux is substituted for y ,

f1 (1, u)dx + f2 (1, u)(u dx + x du) = 0

Solution:

Separating variables,

dx f2 (1, u) du
+ =0
x f1 (1, u) + uf2 (1, u)
Z
f2 (1, u) du
ln x + =C
f1 (1, u) + uf2 (1, u)
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0

Class: First order, first degree with linear coefficients

(ax + by + c) dx + (gx + hy + k) dy = 0
Equations of the First Order
Class: First order, first degree with linear coefficients

(ax + by + c) dx + (gx + hy + k) dy = 0

Make the equation homogeneous through the substitutions

x = w +m dx = dw
y = v +n dy = dv

where m and n satisfy the equations

am + bn + c = 0
gm + gh + k = 0

If a/g = b/h the two last equations are inconsistent. In this case,
the substitution w = ax + by is used to eliminate y in the first
order equation.
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0

Class: Exact equation

M dx + N dy = 0

with
∂M ∂N
=
∂y ∂x
Equations of the First Order

Class: Exact equation

M dx + N dy = 0

with
∂M ∂N
=
∂y ∂x
Solution: The ODE is integrated directly.
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0

Class: Linear equation of the form

dy
+ P(x)y = Q(x)
dx
Equations of the First Order

Class: Linear equation of the form

dy
+ P(x)y = Q(x)
dx
Solution:
Z  Z Z 
y exp P dx = exp P dx Q dx + C

R

The quantity exp P dx is called an integrating factor.
Equations of the First Order

Form
M(x, y ) dx + N(x, y ) dy = 0

Class: Bernoulli’s Equation

dy
+ P(x)y = Q(x)y n
dx
Equations of the First Order

Class: Bernoulli’s Equation

dy
+ P(x)y = Q(x)y n
dx
Solution:

Divide by y n and make the substituion z = y 1−n . The ODE

becomes linear:
dz
+ P(x)z = Q(x)
dx
R

This is solved using an integrating factor exp P dz .
Equations of the First Order

Other integrating factors

With respect to the standard form

M dx = N dy = 0

the following special cases should be mentioned:

If
∂M ∂N
∂y − ∂x
= f (x)
N
R

then exp f (x) dx is an integrating factor.
Equations of the First Order

Other integrating factors

With respect to the standard form

M dx = N dy = 0

the following special cases should be mentioned:

If
∂M ∂N
∂y − ∂x
= f (y )
M
R

then exp f (y ) dy is an integrating factor.
Equations of the First Order

Other integrating factors

With respect to the standard form

M dx = N dy = 0

the following special cases should be mentioned:

If
M = yf1 (x, y )
and
N = yf2 (x, y )
then 1/(xM − yN) is an integrating factor.
Equations of the First Order

In practice, unless an equation falls under one of the standard

forms discussed earlier, the determination of an integrating factor
is difficult. The method of using IF is therefore the last resort.
Classification and Solution
Determining Class and Solution
Start: Given ODE

Yes
Is the ODE linear? Check if Separable

No

Check if Homogeneous

Check if Exact

Check for Integrating Factor

Classify and Solve ODE

Exercises
Exercises

Solve the following equations:

1. (2x + y −1 ) dx + (y −1 − xy −2 ) dy = 0
3x dy
2. 4y −3 dx = 2, x > 0

3. x dy 2
dx + 3y = 4x − 3x, x > 0
dy 2 4
4. dx − x y = y
x+3 dy
5. 2x−3y −4 dx = 5
dy
6. dx + 3y = 2x − 1, y (0) = 3
Applications
Application 1: Newton’s Law of Cooling

▶ Problem: The rate of cooling (or heating) of an object is

proportional to the difference in temperature between the
object and its surroundings.
▶ ODE:
dT
= −k(T − Tenv )
dt
▶ Application: Used in thermodynamics to model heat
exchange in systems.
Application 2: Population Growth

▶ Problem: Population growth is proportional to the current

population size.
▶ ODE:
dP
= rP
dt
▶ Application: Models exponential growth in populations,
bacteria cultures, etc.
Application 3: Radioactive Decay

▶ Problem: The decay rate of a radioactive substance is

proportional to the quantity of the substance remaining.
▶ ODE:
dN
= −λN
dt
▶ Application: Used in nuclear physics to model decay
processes.
Application 4: Mixing Problems

▶ Problem: The concentration of a substance in a tank

changes over time as the substance is mixed in and out.
▶ ODE:
dQ
= inflow rate − outflow rate
dt
▶ Application: Used in chemical engineering to model mixing
of solutions.
Application 5: Free-Fall with Air Resistance

▶ Problem: An object falls under gravity with air resistance

proportional to its velocity.
▶ ODE:
dv
m = mg − kv
dt
▶ Application: Used in classical mechanics to model objects in
free-fall with resistance.
Application 6: Heat Transfer in a Rod

▶ Problem: The temperature distribution in a thin rod can be

modeled over time under steady-state conditions.
▶ ODE:
dT q
=−
dx kA
▶ Application: Used in thermal engineering to model heat
conduction.
Solved Problems
Problem Statement

Consider an object of mass m falling under gravity with air

resistance proportional to its velocity. The equation of motion is
given by:
dv
m = mg − kv
dt
where:
▶ m is the mass of the object,
▶ g is the acceleration due to gravity,
▶ v (t) is the velocity at time t,
▶ k is the air resistance coefficient (proportional to velocity but
considered constant in this example).

Find the instantaneous velocity v (t).

Physical Situation

mg
Motion

kv
Air Resistance

Ground

▶ The object falls due to gravity, experiencing a downward force

mg .
▶ Air resistance opposes the motion with a force proportional to
the velocity kv .
Solution

Start with the differential equation:

dv
m = mg − kv
dt
Rearrange the equation to separate the variables:
dv dt
=
mg − kv m
This is now a separable differential equation.
Solution

Integrate both sides of the equation:

Z Z
dv dt
=
mg − kv m
On the left-hand side, use the substitution u = mg − kv , leading
to:
−1 t
ln |mg − kv | = +C
k m
where C is the constant of integration.
Solution

Solve for the velocity v (t):

k
ln |mg − kv | = − t + C′
m
Exponentiate both sides:
k ′ k
|mg − kv | = e − m t+C = Ae − m t

Solve for v (t):

mg k
v (t) = − Ae − m t
k
Solution

Apply the initial condition v (0) = v0 to find the constant A:

mg
v (0) = − A = v0
k
Therefore, the constant A is:
mg
A= − v0
k
Finally, the solution for velocity as a function of time is:
mg  mg  k
v (t) = − − v0 e − m t
k k
Solution
20

v (t) (velocity)
10
mg mg
k
v (t) = k − k − v0 e − m t

0
0 2 4 6 8 10
t (time)

▶ The plot shows the velocity v (t) over time.

▶ Parameters used: m = 1 kg, g = 9.8 m/s2 , k = 0.5, v0 = 0
m/s.
▶ The velocity approaches the terminal velocity
vterminal = mg
k = 19.6 m/s.
Interpretation of the Solution

▶ As t → ∞, the exponential term vanishes, and the velocity

approaches the terminal velocity:
mg
vterminal =
k
▶ The terminal velocity represents the constant velocity at
which the gravitational force is balanced by the air resistance.
▶ The initial velocity v0 affects how quickly the object reaches
terminal velocity.
Conclusion

▶ The ODE for free fall with air resistance was solved using
separation of variables.
▶ The final velocity function shows how the object approaches
terminal velocity over time.
▶ This model can be extended to more complex cases, such as
quadratic air resistance or variable mass systems.
Example: First-Order Reaction

▶ Separable Equation:

dC
= −kdt
C
▶ Integrating:
ln C = −kt + C
▶ Solving for [A](t):

C (t) = C0 e −kt

where [A]0 is the initial concentration of A.

▶ Interpretation:
▶ The concentration of A decreases exponentially over time.
▶ The half-life of the reaction is given by t1/2 = ln(2)
k .
Progress of a First-Order Chemical Reaction

Concentration vs. Time for a First-Order Reaction

1
Concentration C (t)/C0

0.5

0
0 2 4 6 8 10
Time t
Growth and Decay of Current in an RC Circuit

In this example, we model and describe the growth and decay of

electrical current in the circuit below:

S R
C

The instantaneous voltage drop across the circuit is

q
V = VR + VC = IR +
C
Mathematically describe the charge q in the capacitor C when the
switch S is closed and open. When the switch is closed, q = 0.
Switch Closed

We note that
dq
I =
dt
Switch Closed

We note that
dq
I =
dt
Then the equation for the instantaneous voltage drop across the
circuit is
q dq q
V = IR + = R+
C dt C
Switch Closed

Then the equation for the instantaneous voltage drop across the
circuit is
q dq q
V = IR + = R+
C dt C
Rearranging gives
dq 1 V
+ q=
dt RC R
Switch Closed

Rearranging gives
dq 1 V
+ q=
dt RC R
This is a linear ODE of the form
dq
+ P(t)q = Q(t)
dt
1 V
with P(t) = RC and Q(t) = R.
Switch Closed

This is a linear ODE of the form

dq
+ P(t)q = Q(t)
dt
1 V
with P(t) = RC and Q(t) = R.

Hence, the solution is

R V R 1/RC dt
qe 1/RC dt
= e + C′
R
Switch Closed

Hence, the solution is

R V R 1/RC dt
qe 1/RC dt
= e + C′
R
which on integration becomes to
V t/RC
qe t/RC = e + C′
R
Switch Closed

which on integration becomes to

V t/RC
qe t/RC = e + C′
R
or
V
q= + C ′ e −t/RC
R
Switch Closed

or
V
q= + C ′ e −t/RC
R
Applying the condition that when the switch was closed at t = 0,
q=0
V
0= + C′
R
which gives
V
C′ = −
R
Switch Closed

Applying the condition that when the switch was closed at t = 0,

q=0
V
0= + C′
R
which gives
V
C′ = −
R
and, therefore,
V V V  
q= − e −t/RC = 1 − e −t/RC
R R R
Switch Closed

and, therefore,
V V V  
q= − e −t/RC = 1 − e −t/RC
R R R
Interpretation
▶ As time passes, the charge q in the capacitor increases
exponentially to some maximum value V /R.
▶ V /R is the final value of the charge in the capacitor,
qf = V /R.
Switch Open

In this case,
V =0
Switch Open

In this case,
V =0
Then the equation for the instantaneous voltage drop across the
circuit is
dq q
0= R+
dt C
Switch Open

Then the equation for the instantaneous voltage drop across the
circuit is
dq q
0= R+
dt C
Rearranging gives
dq 1
=− q
dt RC
Switch Open

Rearranging gives
dq 1
=− q
dt RC
Clearly the variables can be separated, for
1 1
dq = − dt
q RC
Switch Open

Clearly the variables can be separated, for

1 1
dq = − dt
q RC
Hence, the solution is
t
ln q = − + C ′′
RC
Switch Open

Hence, the solution is

t
ln q = − + C ′′
RC
or
t
q = C ′′′ e − RC
Switch Open

or
t
q = C ′′′ e − RC
If the switch is opened (t = 0) when q = qf

qf = C ′′′ e 0 = C ′′′
Switch Open

If the switch is opened (t = 0) when q = qf

qf = C ′′′ e 0 = C ′′′

Applying this condition,

t
q = qf′ e − RC
Switch Open

Applying this condition,

t
q = qf′ e − RC

Interpretation
▶ As time passes, the charge q in the capacitor decays
exponentially to zero.
▶ The higher the value of RC , the faster is this decay.
Exercises in Applications
Flight of a Ball

A baseball is hit straight upward with an initial velocity of v 0. The

mass of a ball is m. Air resistance acts on the ball with a force
numerically equal to kv where k is the coefficient of air resistance
and v represents the velocity of the ball at time t.
1. Find the velocity of the ball as a function of time.
2. How long does it take for the ball to reach its maximum
height?
3. If the ball is hit from an initial height h0 , how high will it
reach?
We wish to get the current i at t > 0 in the RLC circuit below.

V L

R
We wish to get the current i at t > 0 in the RLC circuit below.

V L

According to Kirchhoff’s voltage law, the voltage V supplied by

the voltage source must equal the sum of the voltage drops across
the capacitor C , inductance L, and resistance R:

V = EC + EL + ER

where
di
EC = Cq , EL = L , ER = iR
dt
According to Kirchhoff’s voltage law, the voltage V supplied by
the voltage source must equal the sum of the voltage drops across
the capacitor C , inductance L, and resistance R:

V = EC + EL + ER

where
di
EC = Cq , EL = L , ER = iR
dt

1. Write the differential equaation that describes the current in

the RLC circuit.
2. If there is no capacitor, determine i at t > 0.
References

▶ Erwin Kreyszig, Advanced Engineering Mathematics, 9th

Edition, Wiley.
Exercises in Applications
We wish to get the current i at t > 0 in the RLC circuit below.

V L

R
We wish to get the current i at t > 0 in the RLC circuit below.

V L

According to Kirchhoff’s voltage law, the voltage V supplied by

the voltage source must equal the sum of the voltage drops across
the capacitor C , inductance L, and resistance R:

V = EC + EL + ER

where
di
EC = Cq , EL = L , ER = iR
dt
According to Kirchhoff’s voltage law, the voltage V supplied by
the voltage source must equal the sum of the voltage drops across
the capacitor C , inductance L, and resistance R:

V = EC + EL + ER

where
di
EC = Cq , EL = L , ER = iR
dt

1. Write the differential equaation that describes the current in

the RLC circuit.
2. If there is no capacitor, determine i at t > 0.
Questions?

Thank you!

Questions?