First Order Differential Equations

MAT2016 - 10

Prof. Sehun Chun, UIC, Yonsei University

Spring Semester 2025

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Linear Equations; Method of Integrating Factors

A linear first order ODE has the general form

dy
= f (t, y ),
dt
where f is linear in y . Examples include equations with constant
coefficients,
y ′ = −ay + b,
or equations with variable coefficients:
dy
+ p(t)y = g (t)
dt

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Constant Coefficient Case

For a first order linear equation with constant coefficients,

dy
= −ay + b,
dt
Use methods of calculus to solve

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Integrating Factor

Consider linear first order ODEs with variable coefficients:

dy
+ p(t)y = g (t)
dt
The method of integrating factors involves multiplying this equation
by a function µ(t), chosen so that the resulting equation is easily
integrated.

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Example 2
Consider the following equation
dy 1 1
+ y = e t/3
dt 2 2
Multiplying both sides by µ(t), we obtain
dy 1 1
+ µ(t) y = µ(t)e t/3
µ(t)
dt 2 2
We will choose µ so that left side is derivative of known quantity.
Consider the following, and recall product rule:
d dy dµ(t)
(µ(t)y ) = µ(t) + y
dt dt dt
Choose µ(t) such that
1
µ′ (t) = µ(t). → µ(t) = e t/2
2
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Example 2
With µ(t) = e t/2 , we have the following solution.

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Method of Integrating Factors
In general, for variable right side g(t), the solution can be found by
choosing µ(t) = e at .

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Example 3

Find the solution of the following equation

dy
− 2y = 4 − t
dt

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General First Order Linear Equation

Thus we have the following

Then

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Example 4

Find the solution of the following equation

ty ′ + 2y = 4t 2 , y (1) = 2

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Separable Equations

Consider the first order equation

dy
= f (x, y )
dx
We can rewrite this in the form
dy
M(x, y ) + N(x, y ) =0
dx
For example, let M(x, y ) = −f (x, y ) and N(x, y ) = 1.
If M is a function of x only and N is a function of y only, then the
equation is called separable.

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Example 1
Solve the following first order nonlinear equation:

dy x2
=
dx 1 − y2
Separating variables, and using calculus, we obtain

The equation above defines the solution y implicitly. A graph showing

the direction field and implicit plots of several solution curves for the
differential equation is given above.
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Example 3

Find the solution of the following equation

dy 4x − x 3
= , y (0) = 1
dx 4 + y3

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Differences Between Linear and Nonlinear Equations

Recall that a first order ODE has the form y ′ = f (t, y ), and is linear
if f is linear in y , and nonlinear if f is nonlinear in y .
Examples:
1 y ′ = ty − e t
2 y ′ = ty 2
We will see that first order linear and nonlinear equations differ in a
number of ways.

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Theorem 2.4.1

Consider the linear first order initial value problem:

y ′ + p(t)y = g (t), y (0) = y0

If the functions p and g are continuous on an open interval I : α < t < β

containing the point t = t0 , then there exists a unique function y = ϕ(t)
that satisfies the IVP for each t in I .

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Theorem 2.4.2

Consider the nonlinear first order initial value problem:

y ′ = f (t, y ), y (0) = y0

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 in the rectangle there is a unique solution y = ϕ(t) of
the initial value problem.

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Example 1
Recall the linear initial value problem such as

ty ′ + 2y = 4t 2 , y (1) = 2 → y = t 2 + 1/t 2

The solution to this initial value problem is defined for t > 0, the
interval on which p(t) = 2/t is continuous.
If the initial condition is y (−1) = 2, then the solution is given by
same expression as above, but is defined on t < 0.
In either case, Theorem 2.4.1 guarantees that solution is unique on
corresponding interval.

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Example 2
Recall the nonlinear initial value problem such as
dy 3x 2 + 4x + 2
= , y (0) = −1
dx 2(y − 1)
The functions f and ∂f /∂y are continuous except on line y = 1.
Thus we can draw an open rectangle about (0, −1) in which f and
∂f /∂y are continuous, as long as it doesn’t cover y = 1.
Then, the solution is unique by Theorem 2.4.2 such as
p
y = 1 − x 3 + 2x 2 + 2x + 4, x > −2
If we change initial condition to y (0) = 1, then the conditions of
Theorem 2.4.2 are not satisified. Thus, a solution exists but is not
unique such as
p
y = 1 ± x 3 + 2x 2 + 2x, x > 0
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Example 3

Consider nonlinear initial value problem

y ′ = y 1/3 , y (0) = 0 (t ≥ 0)

Does the solution exist? and is unique?

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General Solutions

For a first order linear equation, it is possible to obtain a solution

containing one arbitrary constant, from which all solutions follow by
specifying values for this constant.
For nonlinear equations, such general solutions may not exist. That
is, even though a solution containing an arbitrary constant may be
found, there may be other solutions that cannot be obtained by
specifying values for this constant.
Consider Example 4: The function y = 0 is a solution of the
differential equation, but it cannot be obtained by specifying a value
for c in solution found using separation of variables:
dy 1
= y2 →y =−
dt t +c

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Explicit Solutions: Linear Equations

By Theorem 2.4.1, a solution of a linear initial value problem

y ′ + p(t)y = g (t), y (0) = y0

exists throughout any interval about t = t0 on which p and g are

continuous, and this solution is unique.
The solution has an explicit representation
Rt
µ(t)g (t)dt + y0 R
y = t0 . where µ(t) = e p(s)ds
µ(t)

and can be evaluated at any appropriate value of t, as long as the

necessary integrals can be computed.

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Implicit Solutions: Nonlinear Equations

For nonlinear equations, explicit representations of solutions may not

exist.
As we have seen, it may be possible to obtain an equation which
implicitly defines the solution. If equation is simple enough, an
explicit representation can sometimes be found.
Otherwise, numerical calculations are necessary in order to determine
values of y for given values of t. These values can then be plotted in
a sketch of the integral curve.
Consider the following example

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2.5: Autonomous Equations and Population Dynamics

Let us examine equations of the form dy /dt = f (y ), called

autonomous equations, where independent variable t does not appear
explicitly.
The main purpose of this section is to learn how geometric methods
can be used to obtain qualitative information directly from a
differential equation without solving it.
Example (Exponential Growth):

dy
= ry , r >0
dt
Solution: y = y0 e rt .

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Logistic Growth

Assuming instead that growth rate depends on population size,

replace r by a function h(y ) to obtain dy /dt = h(y )y .
We want to choose growth rate h(y ) so that
hy = r > 0 when y is small.
h(y ) decreases as y grows larger.
h(y ) < 0 when y is sufficiently large.
The simplest such function is h(y ) = r − ay for a > 0.
Our differential equation becomes
dy
= (r − ay )y , r, a > 0
dt
This equation is know as the Verhulst, or logistic equation.

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Logistic Equation

This equation is often rewritten in the equivalent form

dy  y
=r 1− y,
dt K
where K = r /a. The constant r is called the intrinsic growth rate,
and K represents the carrying capacity of the population.
A direction field for the logistic equation with r = 1 and K = 10 is
given here

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Logistic Equation

Two equilibrium solutions are clearly present:

y = ϕ1 (t) = 0, y = ϕ2 (t) = K

In direction field below, with r = 1, K = 10, note behaviour of

solutions near equilibrium solutions
y = 0 is unstable.
y = 10 is asymptotically stable.

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Logistic Equation: Qualitative Analysis
To better understand the nature of solutions to autonomous
equations, we start by graphing f (y ) vs. y .
In the case of logistic growth, that means graphing the following
function and analyzing its graph using calculus.
 y
f (y ) = r 1 − y
K
The intercepts of f occurs at y = 0 and y = K , corresponding to the
critical points.
The vertex of the parabola is (K /2, K /4).

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Logistic Equation: Increasing, Decreasing

Note dy /dt > 0 for 0 < y < K , so y is an increasing function of t.

Note dy /dt > 0 for y > K , so y is a decreasing function of t.
In this context, the y -axis is often called the phase line.

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Logistic Equation: Increasing, Decreasing

Note dy /dt ≈ 0 when y ≈ 0 or y ≈ K , so y is relatively flat there

and y get steep as y moves away from 0 or K .

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Logistic Equation:Curve Sketching

Graph of y increasing when 0 < y < K .

Graph of y decreasing when y > K .
Slope of y approximately zero when y ≈ 0 or y ≈ K .
Graph of y concave up when 0 < y < K /2 and y > K .
Inflection point when y = K /2.

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Logistic Equation: Discussion
Using only the information present in the differential equation and
without solving it, we obtained qualitative information about the
solution y .
For example, we know where the graph of y is the steepest and hence
when y changes most rapidly.
Also, y tends asymptotically to the line y = K , for large t.
The value of K is known as the environmental carrying capacity, or
saturating level, for the species.
Now how solution behavior differs from that of exponential equation,
thus the decisive effect of nonlinear term in logistic equation.

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Autonomous Equations: Equilibrium Solutions

Equilibrium solutions of a general first order autonomous equation

y ′ = f (y ) can be found by locating roots of f (y ) = 0.

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Exact Equations and Integrating Factors

Consider a first order ODE of the form

M(x, y ) + N(x, y )y ′ = 0

Suppose there is a function ψ such that

ψx (x, y ) = M(x, y ), ψy (x, y ) = N(x, y )

such that ψ(x, y ) = c defines y = ϕ(x) implicitly. Then,

∂ψ ∂ψ dy dψ
M(x, y ) + N(x, y )y ′ = + = =0
∂x ∂y dx dx

Thus ψ(x, y ) = c defines a solution implicitly.

In this case, the ODE is said to be an exact differential equation.

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Example 1

Consider the equation

2x + y 2 + 2xyy ′ = 0

There is a function ψ such that

∂ψ ∂ψ
2x + y 2 = and 2xy =
∂x ∂y

The function that works is ψ(x, y ) = x 2 + xy 2 .

Thinking of y as a function of x and calling upon the chain rule, the
differential equation and its solution become

ψ(x, y ) = x 2 + xy 2 = c

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Theorem 2.6.1

Suppose an ODE can be written in the form

M(x, y ) + N(x, y )y ′ = 0

where the functions M, N, My and Nx are all continuous in the

rectangular region R: α < x < β, γ < y < δ. Then Eq. (1) is an
exact differential equation if and only if

My = Nx , ∀(x, y ) ∈ R, (1)

that is, there exists a function ψ satisfying the conditions

ψx = M(x, y ), ψy = N(x, y )

if and only if M and N satisfies Equation (1)

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Example 2

Consider the following differential equation

(y cos x + 2xe y ) + (sin x + x 2 e y − 1)y ′ = 0

Is this an exact differential equation? What is the solution?

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Example 2

Let M(x, y ) = y cos x + 2xe y and N(x, y ) = sin x + x 2 e − 1.

My = cos x + 2xe y = Nx
ψx = M and ψy = N.
ψ = ψx = (y cos x + 2xe y )dx = y sin x + x 2 e y + h(y ).
R R

ψy = sin x + x 2 e y − 1 = sin x + x 2 e y + h′ (y ). Thus h(y ) = −y + k.

Thus the solution is y sin x + x 2 e y − y = c.

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Example 3

Consider the following differential equation

(3xy + y 2 ) + (x 2 + xy )y ′ = 0

Is this an exact differential equation? What is the solution?

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Example 3

Let M(x, y ) = 3xy + y 2 and N(x, y ) = x 2 + xy .

My = 3x + 2y ̸= 2x + y = Nx
ψx = M and ψy = N. Thus, ODE is not exact.

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Integrating Factors
It is sometimes possible to convert a differential equation that is not
exact into an exact equation by multiplying the equation by a suitable
integrating factor µ(x, y ):
M(x, y ) + N(x, y )y ′ = 0,
µM(x, y ) + µN(x, y )y ′ = 0,
For this equation to be exact, we need
(µM)y = (µN)x (Or ) Mµy − Nµx + (My − Nx )µ = 0
However, finding the integrating factor is not always easy. If µ is a
function of x alone, then µy = 0 and hence we solve
dµ My − Nx
= µ
dx N
if the right hand side is a function of x only. Similar if µ is a function
of y alone.
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Example 4
Consider the following non-exact differential equation

(3xy + y 2 ) + (x 2 + xy )y ′ = 0

Seeking an integrating factor, we solve the linear equation

dµ M y − Nx dµ µ
= µ ⇔ = ⇒ µ(x) = x
dx N dx x
Multiplying our differential equation by µ, we obtain the exact
equation
(3x 2 y + xy 2 ) + (x 3 + x 2 y )y ′ = 0
has the solution given implicitly by
1
x 3y + x 2y 2 = c
2

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Reviews

1 What is the integrating factor? What would be a function of µ(t) that works for
dy
+ p(t)y = g (t)
dt
2 What is the meaning that the first order equation is separable? What would be the
best method to find the solution of such an equation?
3 State the uniqueness condition for a linear first order initial value problem

y ′ + p(t)y = g (t), y (0) = y0

4 State the uniqueness condition for a nonlinear first order initial value problem

y ′ = f (t, y ), y (0) = y0

5 What is the meaning of an exact differential equation for a first order ODE of the
form
M(x, y ) + N(x, y )y ′ = 0

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