7.1 First Order Differential Equation

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Advanced Mathematics II

Module code: EE1633

Yingxue Yang
[email protected] or
[email protected]

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Assessments:
1. Assignments : 40%
2. Final-test 60%. (2 hours).
Date : undetermined.

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Contents

 Differential Equations
 Vector Algebra and Analytic Geometry in Space
 The Multivariable Differential Calculus and its Applications
 Multiple Integral
 Line and Surface Integral
 Infinite Series

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Chapter 7
Differential Equations
(Chapter 9 -Thomas)

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7.1 Some Types of Simple Differential Equations

7.1.1 Fundamental concepts of differential equations


7.1.2 First order differential equation with variables separable
7.1.3 Linear equations of first order
7.1.4 Equations of first order solvable by transformations of variables
7.1.5 Differential equations of second order by reduced order methods
7.1.6 Some examples of application of differential equations

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7.1.1 Fundamental concepts of differential equations

1. Citing examples

Example 1 Suppose that a plane curve passes through the point in


the plane. The slope of the tangent line at any point of the curve
is . Find the equation of the curve.

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Example 2
Suppose that a particle with mass falls freely from a position of
height , with initial velocity If we neglect the resistance of air, find
the relationship between the height and time while the particle is
falling. h

h(t)
O

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Solution
Let the height of the particle at any time in the process of falling be By
.
Newton’s second law, should satisfy the following equation

𝑑2 h 𝑑2 h 𝑑h
𝑚 =− 𝑚𝑔 ⇒ =− 𝑔 ⇒ =∫ − 𝑔𝑑𝑡=− 𝑔𝑡 + 𝐶 1   (1)
𝑑𝑡
2
𝑑𝑡
2
𝑑𝑡

1 2
⇒ h = ∫ (− 𝑔𝑡 +𝐶 1)𝑑𝑡 ⇒ h = − 𝑔𝑡 +𝐶 1 𝑡+𝐶 2 .   (2)
2
Substituting the condition and into (1) and (2) respectively, we get,

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7.1.2. Some fundamental concepts

Definition: Differential equation


A differential equation is any equation which contains derivatives, either
ordinary derivatives or partial derivatives.

For instance,

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Definition: Ordinary Differential Equation(ODE)
A differential equation is called an ordinary differential equation,
abbreviated by ode, if it has ordinary derivatives in it.

Definition
The order of a differential equation is the highest-order derivative that it
involves.

Example , the order of this ODE is 3.

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Definition:
The general form of a first order differential equation is

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In general, the -th order differential equation is given by

where the coefficient of is not equal to zero.


Or we can write as

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Definition (Initial conditions)
The additional conditions are called the initial conditions for the
differential equation.

Example
and are the initial conditions of

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Solution of a differential equation
A solution to a differential equation is any function which satisfies the
differential equation. That is

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Definition (General solution)
If the solution contains arbitrary constants and the number of the
independent constants just equals the order of the equation, then this
solution is called the general solution of the equation.(Or the general
solution to a differential equation is the most general form that the
solution can take and doesn’t take any initial conditions into account.)

Example is the general solution of

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Definition (Particular solution)
The particular solution (or Actual Solution) to a differential equation is
the specific solution that not only satisfies the differential equation, but
also satisfies the given initial condition(s).(Or if all the arbitrary
constants in a solution have been determined, then this solution is called
a particular solution of the equation.)

Example is a particular solution of

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In general, to determine the constants of the -th order differential
equation , we need the conditions:

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Definition
The problem of finding the solution of a first-order ODE with certain
initial conditions is called the initial condition problem. Denoted by

Definition
The graph of the solution of a differential equation is a curve, which is
called the integral curve of this differential equation.

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Geometric meaning
The geometric meaning of the following differential equation is to find
the integral curve which passes through the point

Similarly, the geometric meaning of the following differential equation


is to find the integral curve which passes through the point and the
slope of the tangent line at this point is

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Example
Prove that

is a solution to the equation

Example
Find the particular solution to the above equation with initial conditions

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We can solve the differential equation of this form : For this case we
know

Question: How to find the solution to the differential equation

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7.1.3 First order differential equation with
variables separable

1. Definition

A first order differential equation is called a variable separable


equation if the function can be factored into the form: and are
continuous, .

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Method to find the solution to a separable differential equation

If and then we find this is the implicit general solution of the above
differential equation.

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2.Examples
Example 3 Determine which one is the first order separable differential
equations

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Example
Find the general solution of the equation

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Solution
Separate the variables
Integrating

here is any arbitrary nonzero constant, however is a solution of this


differential equation; thus, the general solution is is any arbitrary constant.

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Example 5

Find the particular solution of the equation with the initial condition

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Solution (1) Separate the variables

(2) Integrating

(General solution)
Particular solution:

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Example
An interesting special differential equation with wide applications
is defined by the following statement: “A positive quantity increases
(or decreases) at a rate that at any time is proportional to the amount
present.”

It follows that the quantity satisfies the d.e.

where if is increasing and if is decreasing.

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Solve the differential equation, we get

Equation (2) is often referred to as the law of Exponential growth or decay.

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EXAMPLE
The population of a country is growing at a rate proportional to its
population. If the growth rate per year is 4% of the current population, how
long will it take for the population to double?

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The length of time required for a quantity that is decaying exponentially
to be reduced by half is called its half-life.

EXAMPLE
Radium-226 decays at a rate proportional to the quantity present. Its half-
life is 1612 years. How long will it take for one quarter of a given
quantity of radium-226 to decay?

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SOLUTION: If Q(t) is the amount present at time t, then it satisfies the equation that is

where is the initial amount and is the (negative) factor of proportionality. Since it is given that when ,
equation (1) yields

This gives
We now have

When one quarter of has decayed, three quarters of the initial amount remains. We use this
fact in equation (2) to find :

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Example page 304.

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