LECTURE 7: FIRST-ORDER ODES

In this lecture we begin the study of ordinary differential equations (ODEs) by deriving them
from physical or other problem (modeling ), solving them by standard mathematical methods,
and interpreting solutions and their graphs in terms of a given problem. The simplest ODEs to
be discussed are ODEs of the first order because they involve only the first derivative of the
unknown function and no higher derivatives. These unknown functions will usually be denoted by
y(x) or y(t) when the independent variable denotes time t.
Understanding the basics of ODEs requires solving problems by hand (paper and pencil). In
doing so, you will gain an important conceptual understanding and feel for the basic terms, such
as ODEs, direction field, and initial value problem.

Figure 1. Modeling, solving, interpreting

1. Basic Concepts of ODEs

If we want to solve an engineering problem (usually of a physical nature), we first have to
formulate the problem as a mathematical expression in terms of variable, functions, and equations.
Such an expression is known as a mathematical model of the given problem. The process of
setting up a model, solving it mathematically, and interpreting the result in physical or other terms
is called mathematical modeling or, briefly, modeling.
Modeling needs experience, which we shall gain by discussing various examples and problems.
Now many physical concepts, such as velocity and acceleration, are derivatives. Hence a model
is very often an equation containing derivatives of an unknown function. Such a model is called a
differential equation. Of course, we then want to find a solution (a function that satisfies the
equation), explore its properties, graph it, find values of it, and interpret it in physical terms so
that we can understand the behavior of the physical system in our given problem. However, before
1

LECTURE 7: FIRST-ORDER ODES

Figure 2. Some applications of differential equations

LECTURE 7: FIRST-ORDER ODES

we can turn to methods of solution, we must first define some basic concepts needed throughout
this lecture.
An ordinary differential equation (ODE) is an equation that contains one or several derivatives of an unknown function, which we usually call y(x) (or sometimes y(t) if the independent variable is time t. The equation may also contain y itself, known functions of x (or t ), and constants.
For example,
y 0 = cos x
00

(1.1)
2x

y + 9y = e
(1.2)
3
y 0 y 000 y 02 = 0
(1.3)
2
are ordinary differential equations (ODEs). Here, as in calculus, y 0 denotes, y 0 denotes dy/dx,
y 00 = dy 2 /dx2 , etc. The term ordinary distinguishes them from partial differential equation (PDEs),
which involve partial derivatives of an unknown function of two or more variables. For instance, a
PDE with unknown function u of two variables x and y is
2u 2u
+ 2 = 0,
x2
y
called Laplace equation, which is satisfied by the real and imaginary part of the analytic complex
functions. PDEs have important engineering applications, but they are more complicated than
ODEs.
An ODE is said to be of order n if the nth derivative of the unknown function y is the highest
derivative of y in the equation. The concept of order gives a useful classification into ODEs of first
order, second order, and so on. Thus, (1.1) is of first order, (1.2) of second order, and (1.3) of third
order.
In this lecture we shall consider first-order ODEs. Such equation contain only the first derivative y 0 and may contain y and any given function of x. Hence we can write them as
F (x, y, y 0 ) = 0,

(implicit form)

or often in the form

y 0 = f (x, y). (explicit form)
For instance, the implicit ODE x3 y 0 4y 2 = 0 (where x 6= 0) can be written explicitly as y 0 = 4x3 y 2 .
2. Concept of Solution
A function
y = h(x)
is called a solution of a given ODE F (x, y, y 0 ) = 0 on some open interval a < x < b if h(x) is
defined and differentiable throughout the interval and is such that the equation becomes an identity
if y and y 0 are replaced with h and h0 , respectively. The curve (the graph) of h is called a solution
curve.
Example 1. (A) Exponential Growth. (B) Exponential Decay
(A) From calculus we know that y = ce0.2t has the derivative
dy
= 0.2e0.2t = 0.2y.
dx
Hence y is a solution of y 0 = 0.2y (Fig. 3A). This ODE is of the from y 0 = ky. With positiveconstant k it can model exponential growth, for instance, of colonies of bacteria or populations of
animals. It also applies to humans for small populations in a large country (e.g. the China in early
times) and is then known as Malthuss law.
y0 =

LECTURE 7: FIRST-ORDER ODES

(B) Similarly, y 0 = 0.2y (with a minus on the right) has the solution y = ce0.2t , (Fig. 3B)
modeling exponential decay. as, for instance, of a radioactive substance (see Example 5).

Figure 3. Exponential Growth and Decay

We see that each ODE in these example has a solution that contain an arbitrary constant c.
Such a solution containing an arbitrary constant c is called a general solution of the ODE.
Geometrically, the general solution of an ODE is a family of infinitely many solution curves,
one for each value of the constant c. If we choose a specific c (e.g., c = 6.45 or 0 or 2.01) we
obtain what is called a particular solution of the ODE. A Particular solution does not contain
any arbitrary constants.
3. Initial Value Problem
In most cases the unique solution of a given problem, hence a particular solution, is obtained
from a general solution by an initial condition y(x0 ) = y0 , with given values x0 and y0 , that is
used to determine a value of the arbitrary constant c. Geometrically this condition means that the
solution curve should pass through the point (x0 , y0 ) in the xy-plane. An ODE, together with an
initial condition, is called an initial value problem. Thus, if the ODE is explicit, y 0 = f (x, y),
the initial value problem is of the form
y 0 = f (x, y),

y(x0 ) = y0

Example 2. Radioactivity. Exponential Decay

Given an amount of a radioactive substance, say. 0.5g (gram), find the amount present at any later
time.
Physical Information. Experiments show that at each instant a radioactive substance decomposesand is thus decaying in time-proportional to the amount of substance present.
Step 1. Setting up a mathematical model of the physical process. Denotes by y(t) the
amount of substance still present at any time t. By the physical law, the time rate of change
y 0 (t) = dy/dt is proportional to y(t). This gives the first-order ODE
dy
= ky
dt
where the constant k is positive, so that, because of the minus, we do get decay. The value of k is
known from experiments for various radioactive substances (e.g., k = 1.4 1011 s1 , approximately,

LECTURE 7: FIRST-ORDER ODES

for radium 226

88 Ra). Now the given initial amount is 0.5g, and we can call the corresponding instant
t = 0. Then we have the initial condition y(0) = 0.5. This is the instant at which our observation
of the process begins. It motivates the term initial condition. Hence the mathematical model of the
physical process is the initial value problem
dy
= ky, y(0) = 0.5
dt
Step 2. Mathematical solution. This ODE models exponential decay and has the general
solution (with arbitrary constant c but definite given k)
y(t) = cekt.
We now determine c by using the initial condition. Since y(0) = c, this gives y(0) = c = 0.5. Hence
the particular solution governing our process is
y(t) = 0.5ekt (k > 0).
Step 3. Interpretation of result. This formula gives the amount of radioactive substance at
time t. It starts from the correct initial amount and decrease with time because k is positive. The
limit of y as t is zero (Fig. 4).

Figure 4. Radioactivity
4. Separable ODEs
Many practically useful ODEs can be reduce to the form
g(y)y 0 = f (x)

(4.1)

by purely algebraic manipulations. Then we can integrate on both sides with respect to x, obtaining
Z
Z
0
g(y)y dx = f (x)dx + c.
On the left we can switch to y as the variable of integration. By calculus, y 0 dx = dy, so that
Z
Z
g(y)dy = f (x)dx + c.
If f and g are continuous functions, the integrals exist, and by evaluating them we obtain a general
solution (4.1). This method of solving ODEs is called the method of separating variables, and
(4.1) is called aseparable equation.
Example 3. Separable ODE
The ODE y 0 = 1 + y 2 is separable because it can be written
dy
= dx. By integration, arctan y = x + c or y = tan(x + c)
1 + y2

LECTURE 7: FIRST-ORDER ODES

It is very important to the constant of integration immediately when the integration is performed. If
we wrote arctan y = x, then y = tan x, and then introduced c, we would have obtained y = tan x + c,
which is not a solution (when c 6= 0 ). Verify this.
Example 4. Separable ODE
The ODE y 0 = (x + 1)ex y 2 is separable; we obtain y 2 dy = (x + 1)ex dx. By integration,
y 1 = (x + 2)ex + c. y = (x+2)e1 x c
Example 5. Initial Value Problem (IVP). Bell-Shaped Curve
Solve y 0 = 2xy, y(0) = 1.8.
Solution. By separation and integration
dy
= 2xdx,
y

ln y = x2 + c,

y = cex .

This is the general solution. From it and the initial condition, y(0) = ce0 = c = 1.8. Hence the
2
IVP has the solution y = 1.8ex . This is a particular solution, representing a bell-shaped curve
(Fig. 5).

Figure 5. Bell-shaped curve

5. Modeling
We know that modeling is very important. Separable equations yield various useful models. Let
us discuss this in terms of some typical examples.
Example 6. 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 146 C to carbon 126 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 146 C (made radioactive by cosmic rays) to ordinary carbon 126 C is constant. When an organism
dies, its absorption of 146 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 146 C, which is 5715 years (CRC Handbook of Chemistry and
Physics, 83rd, Boca Raton: CRC Press, 2002, page 11-52, line 9).
Solution. Modeling Radioactive decay is governed by the ODE y 0 = ky. By separation and
integration (where t is time and y0 is the initial ratio of 146 C to 126 C )
dy
= kdt,
y

ln |y| = kt + c,

y = y0 ekt

(y0 = ec ).

LECTURE 7: FIRST-ORDER ODES

Next we use the half-life H = 5715 to determine k. When t = H, half of the original substance is
still present. Thus,
ln 0.5
0.693
y0 ekH = 0.5y0 ,
ekH = 0.5,
k=
=
= 0.0001213.
H
5715
Finally, we use the ratio 52.5% for determining the time t when Oetzi died (actually, was killed),
ln 0.525
= 5312.
Answer : About 5300 years ago.
0.0001213
Other methods show that radiocarbon dating values are usually too small. According to recent
research, this is due to a variation in that carbon ratio because of industrial pollution and other
factors, such as nuclear testing.
ekt = e0.0001213t = 0.525,

t=

Example 7. Mixing Problem

Mixing problems occur quite frequently in chemical industry. We explain here how to solve the basic
model involving a single tank. The tank in Fig. 6 contains 1000 gal of water in which initially 100
lb of salt is dissolved. Brine runs in at a rate of 10 gal/min, and each gallon contains 5 lb of
dissolved salt. The mixture in the tank is kept uniform by stirring. Brine runs out at 10 gal/min.
Find the amount of salt in the tank at any time t.

Figure 6. Mixing problem

Solution. Step 1. Setting up a model. Let y(t) denote the amount of salt in the tank at
time t. Its time rate of change is
y 0 = Salt inflow rate Salt outflow rate

Balance law.

5 lb times 10 gal gives an inflow of 50 lb of salt. Now, the outflow is 10 gal of brine. This is
10/1000=0.01 (=1%) of the total brine content in the tank, hence 0.01 of the salt content y(t).
Thus the model is the ODE
y 0 = 50 0.01y = 0.01(y 5000).
Step 2. Solution of the model. The ODE is separable. Separation, integration, and taking
exponents on both sides gives
dy
= 0.01dt,
ln |y 5000| = 0.01t + c ,
y 5000 = ce0.01t .
y 5000
Initially the tank contains 100 lb of salt. Hence y(0) = 100 is the initial condition that will give the
unique solution, Substituting y = 100 and t = 0 in the last equation gives 100 5000 = ce0 = c.
Hence c = 4900.
y(t) = 5000 4900e0.01t .
This function shows an exponential approach to the limit 5000 lb; see Fig. 6. Can you explain
physically that y(t) should increase with time? That its limit is 5000 lb? Can you see the limit
directly from the ODE?

LECTURE 7: FIRST-ORDER ODES

The model discussed becomes more realistic in problems on pollutants in lakes or drugs in organs.
These types of problems are more difficult because the mixing may be imperfect and the flow rates
(in and out) may be different and known only very roughly.
Example 8. Leaking Tank. Outflow of Water Through a Hole (Torricellis Law)
This is another prototype engineer problem that leads to an ODE. It concerns the outflow of water
from a cylindrical tank with a hole at the bottom (Fig. 7). You are asked to find the height of the
water in the tank at any time if the tank has diameter 2 m, the hole has diameter 1 cm, and the
initial height of the water when the hole is opened is 2.25 m. When will the tank be empty?
Physical information. Under the influence of gravity the out flowing water has velocity
p
v(t) = 0.600 2gh(t)
(Torricellis law)
where h(t) is the height of the water above the hole at time t, and g = 980cm/s2 = 32.17f t/s2 is
the acceleration of gravity at the surface of the earth.
Solution. Step 1. Setting up the model. To get an equation, we relate the decrease in
water level h(t) to the outflow. The volume V of the outflow during a short time t is
V = Av t

(A = Area of hole)

V must equal the change V of the volume of the water in the tank. Now
V = B h

(B = Cross sectional area of tank)

where h (> 0) is the decrease of the height h(t) of the water. The minus sign appears because the
volume of the water in the tank decreases. Equating V and V gives
Bh = Av t.
We now express v according to Torricellis law and then let t approach 0this is a standard way
of obtaining an ODE as a model. That is, we have
p
A
A
h
= v = 0.600 2gh(t)
t
B
B
and by letting t 0 we obtain the ODE.
dh
A
h,
= 26.56
dt
B

where 26.56 = 0.600 2 980. This is our model, a first-order ODE.

Step 2. General solution. Our ODE is separable. A/B is constant. Separation and integration gives

dh
A
A
= 26.56 dt and 2 h = c 26.56 t.
B
B
h
Dividing by 2 and squaring gives h = (c13.28At/B)2 . Inserting 13.28A/B = 13.280.52 /1002 =
0.000332 yields the general solution
h(t) = (c 0.000332t)2 .
Step 3. Particular solution.
The initial height (the initial condition) is h(0) = 225cm.
Substitution of t = 0 and h = 225 gives from the general solution c2 = 225, c = 15.00 and thus the
particular solution (Fig. 7)
hp (t) = (15.00 0.000332t)2 .
Step 4. Tank empty. hp (t) = 0 if t = 15.00/0.000332 = 45, 181 [sec] = 12.6[hours]. Here you
see distinctly the importance of the choice of units

LECTURE 7: FIRST-ORDER ODES

Figure 7. Leaking tank

6. Linear first-order ODEs
Linear ODEs or ODEs that can be transformed to linear form are models or various phenomena,
for instance, in physics, biology, population dynamics, and ecology as we shall see. A first-order
ODE is said to be linear if it can be bought into the form
y 0 + p(x)y = r(x)

(6.1)

by algebra, and nonlinear if it cannot be bought into this form.

The defining feature of this linear ODE is that it is linear in both the unknown function y and its
derivative y 0 , whereas p and r may be any given functions of x. If in an application the independent
variable is time, we write t instead of x.
If the first term is f (x)y 0 (instead of y 0 ), divide the equation by f (x) to get the standard form,
with y 0 as the first term, which is practical.
For instance, y 0 cos x+y sin x = x is a linear ODEs, and its standard form is y 0 +y tan x = x sec x.
The function r(x) on the right way be a force, and the solution y(x) a displacement in a motion
or an electrical current or some other physical quantity. In engineering, r(x) is frequently called
the input, and y(x) is called the output or the response to the input (and, if given, to the initial
condition).
We now solve the linear ODE (6.1) in the interval J considered. In what follows, we look for a
function F (x), called integrating factor. Multiplying (6.1) by F (x), we obtain
F y 0 + pF y = rF.
If
pF y = F 0 y,

i.e.

pF = F 0 ,

the left side is the derivative (F y)0 = F R0 y + F y 0 of the product F y. By separating variables,
dF/F = pdx. By integration, writing h = pdx,
Z
ln |F | = h = pdx,
thus
F = eh .
With this F and h0 = p, we have
eh y 0 + h0 eh y = eh y 0 + (eh )0 y = (eh y)0 = reh .

10

LECTURE 7: FIRST-ORDER ODES

By integration,
h

e y=

eh rdx + c.

Dividing by eh , we obtain the desired solution formula

Z
h
y(x) = e ( eh rdx + c),

Z
h=

p(x)dx.

This reduces solving (6.1) to the generally simpler task of evaluating integrals.
The structure of the solution is interesting. The only quantity depending on a given initial
condition is c. Accordingly, writing the solution as a sum of two terms.
Z
h
y(x) = e
eh rdx + ceh ,
we see the following:
Total Output = Response to the Input r + Response to the Initial Data.
Example 9. Electric Circuit
Model the RL-circuit in Fig.8 and solve the resulting ODE for the current I(t) A (amperes),
where t is time. Assume that the circuit contains as an EMF E(t) (electromotive force) a battery
of E = 48V (volts), which is constant, a resistor of R = 11 (ohms), and an inductor of
L = 0.1H (henrys), and that the current is initially zero.

Figure 8. RL-circuit
Physical Laws. A current I in the circuit causes a voltage drop RI across the resistor
(Ohms law) and a voltage drop LI 0 = LdL/dt across the conductor, and the sum of these two
voltage drops equals the EMF (Kirchhoff s Voltage Law, KVL).
Solution. According to these laws the model of the RL-circuit is LI 0 + RI = E(t), in standard
form
E(t)
R
I0 + I =
.
L
L
We can solve this linear ODE, obtaining the general solution
Z
E(t)
(R/L)t
I=e
( e(R/L)t
dt + c).
L
By integration,
E e(R/L)t
E
I = e(R/L)t (
+ c) =
+ ce(R/L)t .
L R/L
R

LECTURE 7: FIRST-ORDER ODES

11

In our case, R/L=11/0.1=110 and E(t)=48/0.1=480=const; thus,

48
I=
+ ce110t .
11
The initial value I(0) = 0 gives I(0) = E/R + c = 0,c = E/R and the particular solution
I=

E
(1 e(R/L)t ),
R

thus

I=

48
(1 e110t ).
11

7. problems
(1) Solve the first-order ODEs.
(a) y 3 y 0 + x3 = 0,
(b) y 0 = e2x1 y 2 ,
(c) xy 0 = x + y (set y/x = u)
(d) xy 0 + y = 0, y(4) = 6,
(e) y 0 = (x + y 2)2 , y(0) = 2 (set v = x + y 2),
(f) xy 0 = y + 3x4 cos2 (y/x), y(1) = 0 (set y/x = u).
(2) Find the general solution. If an initial condition is given, find also the corresponding
particular solution
(a) y 0 + ky = ekx ,
(b) xy 0 = 2y + x3 ex ,
(c) y 0 ny/x = xn2 cos(1/x),
(d) y 0 + y = y 2 ,
y(0) = 13 ,
(e) y 0 = (tan y)/(x 1),
y(0) = 12 .
(3) Exponential decay. Subsonic flight. The efficiency of the engines of subsonic airplanes
depends on air pressure and is usually maximum near 35, 000 ft. Find the air pressure
y(t) at this heigh. Physical information. The rate of change y 0 (x) is proportional to the
pressure. At 18, 000 ft it is half its value y0 = y(0) at sea level. Hint. Remembering from
calculus without calculation that the answer should be close to y0 /4?
(4) Boyle-Mariottes law for ideal gases. Experiments show for a gas at low pressure p
(and constant temperature) the rate of change of the volume V (p) equals V /p. Solve the
model.
(5) Friction. If a body slides on a surface, it experiences friction F (a force against the
direction of motion). Experiments show that |F | = |N | (Coulombs law of kinetic friction
without lubrication), where N is the normal force (force that holds the two surfaces together
and the constant of proportionality is called the coefficient of kinetic friction. In Fig. 9
assume that the body weighs 45 nt. = 0.20 (corresponding to steel on steel). a = 30 ,
the slide is 10 m long, the initial velocity is zero, and air resistance is negligible. Find the
velocity of the body at the end of the slide.

Figure 9. Friction

12

LECTURE 7: FIRST-ORDER ODES

(6) A Riccai equation is of the form

y 0 + p(x)y = g(x)y 2 + h(x).
(a) Apply the transformation y = Y + 1/u to the Riccati equation, where Y is a solution of
the Riccati equation, and obtain for u the linear ODE u0 + (2Y g p)u = g. Explain
the effect of the transformation by writing it as y = Y + v, v = 1/u.
(b) Show that y = Y = x is a solution of the ODE y 0 (2x3 + 1)y = x2 y 2 x4 x + 1
and solve this Riccati equation, showing the details.
(7) Air circulation. In a room containing 20000 ft3 of air, 600 ft3 of fresh air flows in per
minute, and the mixture (made practically uniform by circulating fans) is exhausted at a
rate of 600 cubic feet per minute(cfm). What is the amount of fresh air y(t) at any time if
y(0) = 0? After what time will 90% of the air be fresh?
(8) Hanging cable. It can be shown that the curve y(x) of an inextensible
flexible homogenous
p
00
02
cable between two fixed points is obtained by solving y = k 1 + y , where the constant
k depends on the weight. This curve is called catenary (from Latin catena=the chain).
Find and graph y(x), assuming that k = 1 and those fixed points are (1, 0) and (1, 0) in
a vertical xy-plane.