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First Order Differential Equations Guide

Chapter 1 introduces Ordinary Differential Equations (ODEs), defining their order, types of solutions, and methods for solving first order ODEs. Students will learn to distinguish between general and particular solutions, as well as separable and linear ODEs, and apply these concepts to engineering problems. The chapter includes examples and exercises to reinforce the methods of variable separation and integrating factors.

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0% found this document useful (0 votes)
11 views22 pages

First Order Differential Equations Guide

Chapter 1 introduces Ordinary Differential Equations (ODEs), defining their order, types of solutions, and methods for solving first order ODEs. Students will learn to distinguish between general and particular solutions, as well as separable and linear ODEs, and apply these concepts to engineering problems. The chapter includes examples and exercises to reinforce the methods of variable separation and integrating factors.

Uploaded by

shenhaixu2006
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 1

First Order Ordinary Differential Equations

Learning Objectives
By the end of this chapter, students should be able to
1. define an Ordinary Differential Equation (ODE);
2. determine the order of an ODE;
3. distinguish between general and particular solutions of an ODE;
4. distinguish between separable and linear ODEs;
5. solve first order ODEs using the variable separation method or the
integrating factor method;
6. solve engineering problems modelled by first order ODEs.

D ifferential Equations (DE) are indispensable in the study of engineering


and modern science. Many engineering problems are modelled into
one of two types of differential equations, namely, Ordinary
Differential Equations (ODEs) and Partial Differential Equations (PDEs).

We begin this chapter by introducing the ODEs and their orders in Section 1.1,
followed by discussing two methods in solving first order ODEs: the variable
separation method in Section 1.2, and the integrating factor method in Section
1.3. In Section 1.4, we look at some engineering problems modelled by first
order ODES. Finally, we close the chapter with exercises in Section 1.5, where
student gets to solve first order ODEs using the two methods discussed, as well
as a taste of more advanced techniques.

1
First Order Ordinary Differential Equations 2

1.1 Introduction

Definition 1.1.1 (Ordinary Differential Equations)


An Ordinary Differential Equation (ODE) is an equation involving the
derivatives of an output variable 𝑦𝑦 with respect to the input variable 𝑥𝑥.

The order of an ODE is the order of the highest derivative in the equation.

The following are examples of ODEs with their orders.

Example 1.1.2
𝑑𝑑𝑑𝑑
(a) = 3𝑥𝑥 2 First order
𝑑𝑑𝑑𝑑
(b) 𝑥𝑥𝑦𝑦 ′ + 𝑦𝑦 = 2𝑥𝑥 First order

(c) 𝑦𝑦 ′′ = 𝑦𝑦′ Second order


𝑑𝑑𝑑𝑑
(d) = 𝑡𝑡𝑥𝑥 2 First order
𝑑𝑑𝑑𝑑

Definition 1.1.3 (Solution of a DE)


A solution of a DE is an equation that satisfies the DE but does not involve any
derivatives.

There are two possible types of solutions in DEs:


1. The general solution of an 𝑛𝑛-th order DE is a solution that involves 𝑛𝑛
arbitrary constants. It includes all possible solutions of the DE.
2. A particular solution of a DE is a solution that does NOT involve any
arbitrary constants. This happens when initial conditions are known.
First Order Ordinary Differential Equations 3

A particular solution of an ODE is obtained when additional information are


given, such as initial value(s). ODEs where initial conditions are known are
called Initial Value Problems (IVP).

Example 1.1.4
ODE/IVP Solution Type

𝑑𝑑𝑑𝑑
(a) = 3𝑥𝑥 2 𝑦𝑦 = 𝑥𝑥 3 + 𝐶𝐶 General solution
𝑑𝑑𝑑𝑑
(b) 𝑦𝑦′′ = 𝑦𝑦 𝑦𝑦 = 𝐶𝐶1 𝑒𝑒 𝑥𝑥 + 𝐶𝐶2 𝑒𝑒 −𝑥𝑥 General solution

𝑥𝑥𝑥𝑥′ + 𝑦𝑦 = 2𝑥𝑥 1
(c) � 𝑦𝑦 = 𝑥𝑥 − Particular solution
𝑦𝑦(1) = 0 𝑥𝑥

𝑦𝑦′′ = 2𝑦𝑦′
(d) �𝑦𝑦(0) = 0 𝑦𝑦 = 1 − 𝑒𝑒 2𝑥𝑥 Particular solution
𝑦𝑦 ′ (0) = −1

From Example 1.1.4(a) and (b), we observe that the general solution of a first
order ODE contains one arbitrary constant, while that of a second order ODE
contains two arbitrary constant.

From Example 1.1.4(c) and (d), we observe that a first order IVP includes one
initial value, while a second order IVP includes two initial values.

The next few examples show how general solutions to ODEs can be found by
𝑑𝑑𝑑𝑑
noting that = 𝑓𝑓(𝑥𝑥) implies 𝑦𝑦 = � 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 .
𝑑𝑑𝑑𝑑
First Order Ordinary Differential Equations 4

Example 1.1.5
Solve 𝑦𝑦′ = sin 2𝑥𝑥.

Solution
1
𝑦𝑦 ′ = sin 2𝑥𝑥 ⇒ 𝑦𝑦 = � sin 2𝑥𝑥 𝑑𝑑𝑑𝑑 ⇒ 𝑦𝑦 = − cos 2𝑥𝑥 + 𝐶𝐶.
2

Example 1.1.6
𝑑𝑑𝑑𝑑
Solve 𝑥𝑥 − 1 = 2𝑥𝑥 2 .
𝑑𝑑𝑑𝑑

Solution
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 1
𝑥𝑥 − 1 = 2𝑥𝑥 2 ⇒ 𝑥𝑥 = 2𝑥𝑥 2 + 1 ⇒ = 2𝑥𝑥 +
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑥𝑥
1
⇒ 𝑦𝑦 = � �2𝑥𝑥 + � 𝑑𝑑𝑑𝑑
𝑥𝑥
⇒ 𝑦𝑦 = 𝑥𝑥 2 + ln|𝑥𝑥| + 𝐶𝐶.

Example 1.1.7
𝑑𝑑𝑑𝑑
Solve the IVP: 𝑥𝑥 − 1 = 2𝑥𝑥 2 , where 𝑦𝑦(1) = 0.
𝑑𝑑𝑑𝑑

Solution
𝑑𝑑𝑑𝑑
From the previous example, the general solution of 𝑥𝑥 − 1 = 2𝑥𝑥 2 is
𝑑𝑑𝑑𝑑
𝑦𝑦 = 𝑥𝑥 2 + ln|𝑥𝑥| + 𝐶𝐶.
𝑦𝑦(1) = 0 ⇒ 0 = 12 + ln|1| + 𝐶𝐶 ⇒ 𝐶𝐶 = −1
The particular solution is 𝑦𝑦 = 𝑥𝑥 2 + ln|𝑥𝑥| − 1.
First Order Ordinary Differential Equations 5

1.2 Separable ODEs

Definition 1.2.1 (Separable ODE)


𝑑𝑑𝑑𝑑
A separable ODE is an ODE that can be written as = 𝑓𝑓(𝑥𝑥) 𝑔𝑔(𝑦𝑦) .
𝑑𝑑𝑑𝑑

Example 1.2.2
Identify which of the following ODEs are separable:
𝑑𝑑𝑑𝑑
(a) = 𝑥𝑥𝑥𝑥
𝑑𝑑𝑑𝑑
(b) 𝑦𝑦 ′ = 𝑥𝑥 2 𝑒𝑒 −𝑦𝑦
𝑑𝑑𝑑𝑑
(c) + 2𝑦𝑦 = 2𝑥𝑥
𝑑𝑑𝑑𝑑

Solution

(a) Separable.
(b) Separable.
(c) Non-separable.

Procedure in Solving Separable ODE


𝑑𝑑𝑑𝑑
Step 1. Group 𝑔𝑔(𝑦𝑦) with 𝑑𝑑𝑑𝑑 and 𝑓𝑓(𝑥𝑥) with 𝑑𝑑𝑑𝑑 to give = 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 .
𝑔𝑔(𝑦𝑦)
1
Step 2. Integrate both sides: � 𝑑𝑑𝑑𝑑 = � 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 to give the general
𝑔𝑔(𝑦𝑦)
solution.
First Order Ordinary Differential Equations 6

Example 1.2.3
𝑑𝑑𝑑𝑑
Solve = 𝑥𝑥𝑥𝑥 .
𝑑𝑑𝑑𝑑

Solution
𝑑𝑑𝑑𝑑 1
Step 1. = 𝑥𝑥𝑥𝑥 ⇒ 𝑑𝑑𝑑𝑑 = 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑦𝑦
1 1
Step 2. � 𝑑𝑑𝑑𝑑 = � 𝑥𝑥 𝑑𝑑𝑑𝑑 ⇒ ln |𝑦𝑦| = 𝑥𝑥 2 + 𝐶𝐶.
𝑦𝑦 2

Example 1.2.4
Solve 𝑦𝑦 ′ = 𝑦𝑦 .

Solution
𝑑𝑑𝑑𝑑 1
Step 1. = 𝑦𝑦 ⇒ 𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑦𝑦
1
Step 2. � 𝑑𝑑𝑑𝑑 = � 𝑑𝑑𝑑𝑑 ⇒ ln |𝑦𝑦| = 𝑥𝑥 + 𝐶𝐶 or 𝑦𝑦 = 𝐶𝐶1 𝑒𝑒 𝑥𝑥 .
𝑦𝑦

Example 1.2.5
𝑑𝑑𝑑𝑑
Solve = 𝑒𝑒 2𝑥𝑥 sec 𝑦𝑦 .
𝑑𝑑𝑑𝑑

Solution
𝑑𝑑𝑑𝑑 1
Step 1. = 𝑒𝑒 2𝑥𝑥 sec 𝑦𝑦 ⇒ 𝑑𝑑𝑑𝑑 = 𝑒𝑒 2𝑥𝑥 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 sec 𝑦𝑦
1 2𝑥𝑥 1
Step 2. � cos 𝑦𝑦 𝑑𝑑𝑑𝑑 = � 𝑒𝑒 2𝑥𝑥 𝑑𝑑𝑑𝑑 ⇒ sin 𝑦𝑦 = 𝑒𝑒 + 𝐶𝐶. �note: sec 𝑦𝑦 = �
2 cos 𝑦𝑦
First Order Ordinary Differential Equations 7

Example 1.2.6
𝑑𝑑𝑑𝑑
Solve = 𝑥𝑥 2 𝑒𝑒 −𝑦𝑦 .
𝑑𝑑𝑑𝑑

Solution
𝑑𝑑𝑑𝑑
Step 1. = 𝑥𝑥 2 𝑒𝑒 −𝑦𝑦 ⇒ 𝑒𝑒𝑦𝑦 𝑑𝑑𝑑𝑑 = 𝑥𝑥2 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
1 3
Step 2. � 𝑒𝑒 𝑦𝑦 𝑑𝑑𝑑𝑑 = � 𝑥𝑥 2 𝑑𝑑𝑑𝑑 ⇒ 𝑒𝑒 𝑦𝑦 = 𝑥𝑥 + 𝐶𝐶.
3

Example 1.2.7
𝑥𝑥 2
Solve the IVP: 𝑦𝑦 ′ = , where 𝑦𝑦(0) = 1.
𝑒𝑒 𝑦𝑦

Solution
𝑥𝑥 2
From the previous example, the general solution of 𝑦𝑦 ′ = is
𝑒𝑒 𝑦𝑦
1
𝑒𝑒 𝑦𝑦 = 3 𝑥𝑥 3 + 𝐶𝐶.

𝑦𝑦(0) = 1 ⇒ 𝑒𝑒 1 = 0 + 𝐶𝐶 ⇒ 𝐶𝐶 = 𝑒𝑒
1
The particular solution is 𝑒𝑒 𝑦𝑦 = 3 𝑥𝑥 3 + 𝑒𝑒.

1.3 Linear ODE


𝑑𝑑𝑑𝑑
A first order linear ODE is an ODE of the form 𝑃𝑃1 + 𝑃𝑃0 𝑦𝑦 = 𝐹𝐹 , where 𝑃𝑃0 ,
𝑑𝑑𝑑𝑑
𝑃𝑃1 , 𝑦𝑦, and 𝐹𝐹 are functions of 𝑥𝑥, with 𝑃𝑃1 ≠ 0. The solution can be found by using
the integrating factor. As a start, we rewrite the ODE in standard form.
First Order Ordinary Differential Equations 8

Definition 1.3.1 (Standard Form of First Order Linear ODE)


𝑑𝑑𝑑𝑑
The standard form of a first order linear ODE is + 𝑃𝑃(𝑥𝑥) 𝑦𝑦 = 𝑄𝑄(𝑥𝑥) .
𝑑𝑑𝑑𝑑

Remark. In Definition 1.3.1, 𝑃𝑃 and 𝑄𝑄 are functions of 𝑥𝑥. If either 𝑃𝑃 or 𝑄𝑄 is zero,


then the ODE is a separable ODE.

Procedure in Solving First Order Linear ODE


Step 1. Write the ODE in standard form and identify 𝑃𝑃(𝑥𝑥) and 𝑄𝑄(𝑥𝑥).
Step 2. Evaluate and simplify the integrating factor 𝐼𝐼(𝑥𝑥) = 𝑒𝑒 ∫ 𝑃𝑃(𝑥𝑥) 𝑑𝑑𝑑𝑑 .

Step 3. The general solution is 𝐼𝐼(𝑥𝑥) 𝑦𝑦 = � 𝐼𝐼(𝑥𝑥) 𝑄𝑄(𝑥𝑥) 𝑑𝑑𝑑𝑑 .

Example 1.3.2
𝑑𝑑𝑑𝑑
Solve + 2𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 .
𝑑𝑑𝑑𝑑

Solution
Step 1. 𝑃𝑃(𝑥𝑥) = 2 and 𝑄𝑄(𝑥𝑥) = 𝑒𝑒 −𝑥𝑥
Step 2. 𝐼𝐼(𝑥𝑥) = 𝑒𝑒 ∫ 2𝑑𝑑𝑑𝑑 = 𝑒𝑒 2𝑥𝑥

Step 3. The general solution is 𝑒𝑒 2𝑥𝑥 𝑦𝑦 = � 𝑒𝑒 2𝑥𝑥 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑 = � 𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑

⇒ 𝑒𝑒 2𝑥𝑥 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 + 𝐶𝐶
First Order Ordinary Differential Equations 9

We may use the laws of exponents and radicals to simplify the integrating
factor. In the following examples, we note that 𝑒𝑒 ln 𝐴𝐴 = 𝐴𝐴.
Example 1.3.3
𝑑𝑑𝑑𝑑 2𝑦𝑦
Solve + = 1 , where 𝑥𝑥 > 0.
𝑑𝑑𝑑𝑑 𝑥𝑥

Solution
2
Step 1. 𝑃𝑃(𝑥𝑥) = and 𝑄𝑄(𝑥𝑥) = 1
𝑥𝑥
2
Step 2. 𝐼𝐼(𝑥𝑥) = 𝑒𝑒 ∫𝑥𝑥𝑑𝑑𝑑𝑑 = 𝑒𝑒 2 ln 𝑥𝑥 = 𝑒𝑒 ln 𝑥𝑥 2 = 𝑥𝑥 2

Step 3. The general solution is 𝑥𝑥 2 𝑦𝑦 = � 𝑥𝑥 2 𝑑𝑑𝑑𝑑

1
⇒ 𝑥𝑥 2 𝑦𝑦 = 3 𝑥𝑥 3 + 𝐶𝐶

Example 1.3.4
𝑑𝑑𝑑𝑑 1 1
Solve + �1 + � 𝑦𝑦 = , where 𝑥𝑥 > 0.
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑥𝑥

Solution
1 1
Step 1. 𝑃𝑃(𝑥𝑥) = 1 + and 𝑄𝑄(𝑥𝑥) =
𝑥𝑥 𝑥𝑥
1
Step 2. 𝐼𝐼(𝑥𝑥) = 𝑒𝑒 ∫�1+𝑥𝑥�𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑥𝑥+ln 𝑥𝑥 = 𝑒𝑒 𝑥𝑥 𝑒𝑒 ln 𝑥𝑥 = 𝑥𝑥𝑒𝑒 𝑥𝑥
1
Step 3. The general solution is 𝑥𝑥𝑒𝑒 𝑥𝑥 𝑦𝑦 = �(𝑥𝑥𝑒𝑒 𝑥𝑥 ) � � 𝑑𝑑𝑑𝑑 = � 𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑥𝑥
⇒ 𝑥𝑥𝑒𝑒 𝑥𝑥 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 + 𝐶𝐶
First Order Ordinary Differential Equations 10

1.4 Applications
In this section, we discuss engineering problems modelled by first order DEs.
The modelling processes are briefly described for examples in the life sciences,
mechanics, and electronics.

Applications in the Life Sciences

The exponential growth/decay model is often used in describing the


growth/decay of a substance. The model is based on the assumption that the
derivative 𝑄𝑄′ is directly proportional to the quantity 𝑄𝑄. In other words,
𝑑𝑑𝑑𝑑
= 𝑘𝑘𝑘𝑘,
𝑑𝑑𝑑𝑑
where 𝑘𝑘 is a non-zero constant. If 𝑘𝑘 > 0, then it is a growth model; otherwise
it is a decay model.

The growth/decay model above is a separable ODE. To solve for the particular
solution, we consider the initial quantity 𝑄𝑄(0).

Example 1.4.1
In an experiment of testing a new drug against a certain type of bacteria, a
scientist modelled the decay of the bacteria population 𝑃𝑃 by the differential
equation
𝑑𝑑𝑑𝑑
= −0.2457𝑃𝑃
𝑑𝑑𝑑𝑑
Suppose the initial population of the bacteria in a culture is approximately 2 (in
million units). Express the bacteria population 𝑃𝑃 in terms of time 𝑡𝑡 (in days).
First Order Ordinary Differential Equations 11

Solution
𝑑𝑑𝑑𝑑 1
= −0.2457𝑃𝑃 ⇒ 𝑑𝑑𝑑𝑑 = −0.2457 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑃𝑃
1
⇒ � 𝑑𝑑𝑑𝑑 = −0.2457 � 𝑑𝑑𝑑𝑑
𝑃𝑃
⇒ ln 𝑃𝑃 + 𝐶𝐶 = −0.2457 𝑡𝑡

𝑃𝑃(0) = 2 ⇒ ln 2 + 𝐶𝐶 = 0 ⇒ 𝐶𝐶 = − ln 2
Thus, ln 𝑃𝑃 − ln 2 = −0.2457 𝑡𝑡 or 𝑃𝑃 = 2 𝑒𝑒 −0.2457𝑡𝑡 .

Applications in Mechanics

In classical mechanics, we study the motion of an object subjected to various


forces. The Newton’s Law 𝐹𝐹 = 𝑚𝑚𝑚𝑚 serves as the principle in modelling
mechanical problems. Here, 𝐹𝐹 denotes the total forces involved, and 𝑚𝑚
denotes the mass of the object. Moreover, 𝑎𝑎 denotes acceleration of the
object, defined as the derivative of the velocity, 𝑣𝑣, with respect to time, 𝑡𝑡:
𝑑𝑑𝑑𝑑
𝑎𝑎 = .
𝑑𝑑𝑑𝑑
Alternatively, if the velocity 𝑣𝑣 is regarded as a function of 𝑥𝑥, the displacement
of the object, then the acceleration can be written as follows:
𝑑𝑑𝑑𝑑
𝑎𝑎 = 𝑣𝑣 .
𝑑𝑑𝑑𝑑

We shall discuss two examples of mechanics problems modelled by differential


𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
equations involving or , and solve for the particular solutions by
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
considering the initial velocity 𝑣𝑣(0).
First Order Ordinary Differential Equations 12

Example 1.4.2
A ball of unit mass moves horizontally in a straight line with initial velocity 1
m/s. The motion of the ball satisfies the differential equation
1 𝑑𝑑𝑑𝑑
− 𝑣𝑣 3 = .
2 𝑑𝑑𝑑𝑑
Express 𝑣𝑣 in terms of 𝑡𝑡.

Solution
1 𝑑𝑑𝑑𝑑 −2
− 𝑣𝑣 3 = ⇒ 𝑑𝑑𝑑𝑑 = 3 𝑑𝑑𝑑𝑑
2 𝑑𝑑𝑑𝑑 𝑣𝑣

⇒ � 𝑑𝑑𝑑𝑑 = −2 � 𝑣𝑣 −3 𝑑𝑑𝑑𝑑

⇒ 𝑡𝑡 = 𝑣𝑣 −2 + 𝐶𝐶

At 𝑡𝑡 = 0, the velocity is 𝑣𝑣 = 1 m/s. Hence, 0 = 1−2 + 𝐶𝐶 ⇒ 𝐶𝐶 = −1.

1
And thus, 𝑡𝑡 = 𝑣𝑣 −2 − 1 or 𝑣𝑣 = � .
𝑡𝑡 + 1

v (m/s)

t (second)
2 4 6 8
Figure 1.1. Graph of 𝑣𝑣 in terms of 𝑡𝑡 in Example 1.4.2
First Order Ordinary Differential Equations 13

Example 1.4.3
A particle of unit mass is projected vertically upwards with initial velocity 1
m/s, and subjected to earth’s gravity. The motion of the particle satisfies the
differential equation
𝑑𝑑𝑑𝑑 1
𝑣𝑣 = −𝑔𝑔 − 𝑔𝑔𝑣𝑣 2 ,
𝑑𝑑𝑑𝑑 3
where 𝑥𝑥 denotes the vertical (upward) displacement of the particle, and 𝑔𝑔 ≈
9.8 m/s2 is the constant of gravitational acceleration.

(a) Express 𝑥𝑥 in terms of 𝑣𝑣.


(b) Calculate the maximum displacement of the particle.

Solution
𝑑𝑑𝑑𝑑 1 2 𝑑𝑑𝑑𝑑 𝑣𝑣 2
(a) 𝑣𝑣 = −𝑔𝑔 − 𝑔𝑔𝑣𝑣 ⇒ 𝑣𝑣 = −𝑔𝑔 �1 + �
𝑑𝑑𝑑𝑑 3 𝑑𝑑𝑑𝑑 3
𝑣𝑣
⇒ 𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
𝑣𝑣 2
−𝑔𝑔 �1 + �
3
1 3𝑣𝑣
⇒ � 𝑑𝑑𝑑𝑑 = � 𝑑𝑑𝑑𝑑
−𝑔𝑔 3 + 𝑣𝑣 2
3
⇒− ln(3 + 𝑣𝑣 2 ) + 𝐶𝐶 = 𝑥𝑥
2𝑔𝑔
3 3
At 𝑥𝑥 = 0, the velocity is 𝑣𝑣 = 1. So, − 2𝑔𝑔 ln(3 + 12 ) + 𝐶𝐶 = 0 ⇒ 𝐶𝐶 = 2𝑔𝑔 ln 4.
3 3 3 4
Thus, − 2𝑔𝑔 ln(3 + 𝑣𝑣 2 ) + 2 ln 4 = 𝑥𝑥 ⇒ 𝑥𝑥 = 2𝑔𝑔 ln �3+𝑣𝑣2�.

(b) The maximum displacement is obtained when 𝑣𝑣 = 0.


3 4
Thus, 𝑥𝑥max = 2𝑔𝑔 ln �3� ≈ 0.0440 m.
First Order Ordinary Differential Equations 14

Applications in Electronics

In circuit analysis, we study how interactions of electronics components affect


the behaviour of the current and voltage in an electrical circuit. The Kirchoff’s
Voltage Law (KVL) serves as the principle in modelling electronics problems.
KVL states that the sum of the voltage across each component in a series
circuit is equal to the voltage source, i.e.

𝑉𝑉𝑅𝑅 + 𝑉𝑉𝐿𝐿 + 𝑉𝑉𝐶𝐶 = 𝑉𝑉source .

where 𝑉𝑉𝑅𝑅 , 𝑉𝑉𝐿𝐿 , and 𝑉𝑉𝐶𝐶 denotes the voltage across resistor, inductor, and
capacitor, respectively, and they satisfy the following properties:

𝑑𝑑𝑑𝑑 𝑞𝑞
𝑉𝑉𝑅𝑅 = 𝑖𝑖𝑖𝑖, 𝑉𝑉𝐿𝐿 = 𝐿𝐿 𝑑𝑑𝑑𝑑, 𝑉𝑉𝐶𝐶 = 𝐶𝐶.

Here, 𝑖𝑖 denotes the current (in amperes), 𝑅𝑅 the resistance (in ohms), 𝐿𝐿 the
inductance (in henrys), 𝑞𝑞 the charge (in coulombs), and 𝐶𝐶 the capacitance (in
farads), and 𝑡𝑡 the time (in seconds).

In a closed series circuit, the same current passes through each electrical
component in the circuit. Moreover, the current is defined as the derivative of
the charge with respect to time:
𝑑𝑑𝑑𝑑
𝑖𝑖 = .
𝑑𝑑𝑑𝑑

We shall discuss three examples of electronics problems modelled by linear


𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
differential equations involving or , and solve for their particular
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
solutions by considering initial current 𝑖𝑖(0) or initial charge 𝑞𝑞(0).
First Order Ordinary Differential Equations 15

Example 1.4.4
A series circuit consists of an inductor of inductance 1 H, a resistor of
resistance 1 kΩ and a 9V battery. The circuit is closed at time 𝑡𝑡 = 0 and
satisfies the differential equation
𝑑𝑑𝑑𝑑
+ 1000𝑖𝑖 = 9.
𝑑𝑑𝑑𝑑
Express the current 𝑖𝑖 in terms of time 𝑡𝑡.

Solution
𝑑𝑑𝑑𝑑
+ 1000𝑖𝑖 = 9 is a standard 1st order linear ODE
𝑑𝑑𝑑𝑑
𝑃𝑃(𝑡𝑡) = 1000 and 𝑄𝑄(𝑡𝑡) = 9
𝐼𝐼(𝑡𝑡) = 𝑒𝑒 ∫ 1000 𝑑𝑑𝑑𝑑 = 𝑒𝑒 1000𝑡𝑡
9
𝑒𝑒 1000𝑡𝑡 𝑖𝑖 = � 𝑒𝑒 1000𝑡𝑡 (9)𝑑𝑑𝑑𝑑 = 𝑒𝑒 1000𝑡𝑡 + 𝐶𝐶
1000
⇒ 𝑖𝑖 = 0.009 + 𝐶𝐶𝑒𝑒 −1000𝑡𝑡

Since the circuit is closed at time 𝑡𝑡 = 0, 𝑖𝑖(0) = 0, and hence,


0 = 0.009 + 𝐶𝐶𝑒𝑒 0 ⇒ 𝐶𝐶 = −0.009
Thus, 𝑖𝑖 = 0.009 − 0.009𝑒𝑒 −1000𝑡𝑡 or 𝑖𝑖 = 0.009(1 − 𝑒𝑒 −1000𝑡𝑡 ).

10 q (milli coulomb)

8
6
4
2
t (milli second)
2 4 6 8 10
Figure 1.2. Graph of 𝑞𝑞 in terms of 𝑡𝑡 in Example 1.4.4
First Order Ordinary Differential Equations 16

Example 1.4.5
A series circuit consists of a capacitor of capacitance 0.01 F, a resistor of
resistance 0.1 kΩ and a voltage source 𝑉𝑉source = 200 𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡. The capacitor is
charged with an initial charge 𝑞𝑞(0) = 1 C and satisfies the differential equation
𝑑𝑑𝑑𝑑
+ 𝑞𝑞 = 2 𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡.
𝑑𝑑𝑑𝑑
Express the charge 𝑞𝑞 in terms of time 𝑡𝑡.

Solution
𝑃𝑃(𝑡𝑡) = 1 and 𝑄𝑄(𝑡𝑡) = 2 𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡
𝐼𝐼(𝑡𝑡) = 𝑒𝑒 ∫ 1 𝑑𝑑𝑑𝑑 = 𝑒𝑒 𝑡𝑡

𝑒𝑒 𝑡𝑡 𝑞𝑞 = � 𝑒𝑒 𝑡𝑡 (2 𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡)𝑑𝑑𝑑𝑑

⇒ 𝑒𝑒 𝑡𝑡 𝑞𝑞 = 2 � sin 𝑡𝑡 𝑑𝑑𝑑𝑑 = −2 cos 𝑡𝑡 + 𝐶𝐶

⇒ 𝑞𝑞 = −2𝑒𝑒 −𝑡𝑡 cos 𝑡𝑡 + 𝐶𝐶𝑒𝑒 −𝑡𝑡

𝑞𝑞(0) = 1 ⇒ 1 = −2𝑒𝑒 0 cos 0 + 𝐶𝐶𝑒𝑒 0 ⇒ 𝐶𝐶 = 3


Thus, 𝑞𝑞 = −2𝑒𝑒 −𝑡𝑡 cos 𝑡𝑡 + 3𝑒𝑒 −𝑡𝑡 or 𝑞𝑞 = 𝑒𝑒 −𝑡𝑡 (3 − 2 cos 𝑡𝑡).

q
1

0.5

t
1 2 3 4 5 6 7
Figure 1.3. Graph of 𝑞𝑞 in terms of 𝑡𝑡 in Example 1.4.5
First Order Ordinary Differential Equations 17

Example 1.4.6
A capacitor of capacitance 10 mF is fully charged with initial voltage 𝑉𝑉𝐶𝐶 (0) =
10 V. It is then discharged through a resistor of resistance 0.1 kΩ and satisfies
𝑑𝑑𝑉𝑉𝐶𝐶
+ 𝑉𝑉𝐶𝐶 = 0.
𝑑𝑑𝑑𝑑
Express the voltage across the capacitor 𝑉𝑉𝐶𝐶 in terms of time 𝑡𝑡.

Solution
𝑑𝑑𝑉𝑉𝐶𝐶 𝑑𝑑𝑉𝑉𝐶𝐶
+ 𝑉𝑉𝐶𝐶 = 0 ⇒ = −𝑉𝑉𝐶𝐶
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
1
⇒ 𝑑𝑑𝑉𝑉𝐶𝐶 = −𝑑𝑑𝑑𝑑
𝑉𝑉𝐶𝐶
1
⇒� 𝑑𝑑𝑉𝑉 = − � 𝑑𝑑𝑑𝑑
𝑉𝑉𝐶𝐶 𝐶𝐶
⇒ ln 𝑉𝑉𝐶𝐶 + 𝑘𝑘 = −𝑡𝑡

𝑉𝑉𝐶𝐶 (0) = 10 ⇒ ln 10 + 𝑘𝑘 = 0 ⇒ 𝑘𝑘 = − ln 10
Thus, ln 𝑉𝑉𝐶𝐶 − ln 10 = −𝑡𝑡 ⇒ ln(0.1 𝑉𝑉𝐶𝐶 ) = −𝑡𝑡 or 𝑉𝑉𝐶𝐶 = 10𝑒𝑒 −𝑡𝑡 .

10 Vc

8
6
4
2
t
2 4 6 8 10 12
Figure 1.4. Graph of 𝑉𝑉𝐶𝐶 in terms of 𝑡𝑡 in Example 1.4.6
First Order Ordinary Differential Equations 18

1.5 Exercises

Part A: Baseline Problems

1. Solve the following first order separable ODEs (see Section 1.2).
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
(a) = cos 𝑥𝑥 (f) (𝑥𝑥 2 + 1) = 𝑥𝑥 sec 𝑦𝑦
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑒𝑒 𝑥𝑥 𝑑𝑑𝑑𝑑
(b) = (g) 𝑥𝑥 = √𝑥𝑥 + 𝑥𝑥 sin 𝑥𝑥
𝑑𝑑𝑑𝑑 3𝑦𝑦 2 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
(c) 𝑥𝑥 = 2𝑦𝑦 (h) = 𝑒𝑒 2𝑡𝑡
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
(d) cos2 𝑥𝑥 −1=0 (i) = √𝑥𝑥𝑥𝑥
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑒𝑒 2𝑡𝑡−𝑥𝑥
(e) 𝑥𝑥 2 + 𝑦𝑦 2 =1 (j) =
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑥𝑥

2. Solve the following first order linear ODEs (see Section 1.3).
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
(a) + 𝑦𝑦 = −𝑒𝑒 −𝑥𝑥 (f) 𝑥𝑥 + (1 + 𝑥𝑥)𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 , where 𝑥𝑥 > 0
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑
(b) + 𝑦𝑦 = −𝑥𝑥 (g) sin 𝑥𝑥 + 𝑦𝑦 cos 𝑥𝑥 = sin 2𝑥𝑥 , where 0 < 𝑥𝑥 < 𝜋𝜋
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
(c) + 𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 sin 2𝑥𝑥 (h) (𝑥𝑥 + 1) + 𝑦𝑦 = 𝑥𝑥 + 2, where 𝑥𝑥 > −1
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 3
(d) − 2𝑦𝑦 = 𝑒𝑒 2𝑥𝑥 cos 2𝑥𝑥 (i) (1 − 𝑥𝑥 2 ) + 4𝑦𝑦 =
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 1 + 𝑥𝑥
𝑑𝑑𝑑𝑑 cos 𝑥𝑥 𝑑𝑑𝑑𝑑
(e) 𝑥𝑥 + 2𝑦𝑦 = (j) (1 + 𝑥𝑥 2 ) + 2𝑥𝑥𝑥𝑥 = cos 4𝑥𝑥
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑑𝑑𝑑𝑑
First Order Ordinary Differential Equations 19

Part B: Intermediate Problems

3. Solve the following Initial Value Problems (IVP) (see Example 1.2.7).
𝑑𝑑𝑑𝑑 1
=
(a) �𝑑𝑑𝑑𝑑 1 + 𝑥𝑥 2
𝑦𝑦(0) = 1

𝑑𝑑𝑑𝑑
= sec 2 𝑥𝑥
(b) �𝑑𝑑𝑑𝑑
𝑦𝑦(0) = −1

𝑦𝑦′ = 4𝑥𝑥𝑥𝑥
(c) �
𝑦𝑦(0) = 2

4. Solve the following Initial Value Problems (IVP).


𝑑𝑑𝑑𝑑
− 𝑦𝑦 = 𝑒𝑒 𝑥𝑥
(a) �𝑑𝑑𝑑𝑑
𝑦𝑦(0) = 4

𝑑𝑑𝑑𝑑 𝑦𝑦
+ = 𝑒𝑒 𝑥𝑥 , where 𝑥𝑥 > 0
(b) � 𝑑𝑑𝑑𝑑 𝑥𝑥
𝑦𝑦(1) = 0

𝑥𝑥𝑦𝑦 ′ + (1 + 𝑥𝑥)𝑦𝑦 = 𝑒𝑒 −𝑥𝑥 , where 𝑥𝑥 > 0


(c) �
𝑦𝑦(1) = 1
First Order Ordinary Differential Equations 20

Part C: Application Problems


(See Section 1.4)

5. In a chemical experiment, a tank is initially filled with 30 litres of pure


water. A chemical substance is being poured into the tank at the rate of 5
litres/minute. The mixture is kept uniform by constant stirring, and flows
out of the tank at the same rate as the chemical substance being poured
in. The amount of the substance in the tank satisfies the differential
equation
𝑑𝑑𝑑𝑑 5𝑥𝑥
= 10 − ,
𝑑𝑑𝑑𝑑 30
where 𝑥𝑥 denotes the amount of the substance at time 𝑡𝑡 minutes.

(a) Express 𝑥𝑥 in term of 𝑡𝑡.


(b) How much substance is present in the tank after an hour of mixing?

6. A forensic officer examined a corpse found in an air-conditioned room of


constant temperature 25°C. At the time of investigation, the corpse had
a temperature of 35°C. According to Newton’s Law of Cooling, the
cooling body satisfies the differential equation
𝑑𝑑𝑑𝑑
= −0.1054(𝑥𝑥 − 25),
𝑑𝑑𝑑𝑑
where 𝑥𝑥 denotes the temperature of the cooling body (in °C), and 𝑡𝑡 the
time (in hours).

(a) Express 𝑥𝑥 in term of 𝑡𝑡.


(b) Suppose the person died in the room and had a body temperature of
36°C at the time of death. How long had the body been in the room
since it was found?
First Order Ordinary Differential Equations 21

7. A white snooker ball of mass 0.16 kg travels at initial velocity 2 m/s in a


horizontal direction towards a blue snooker ball located 0.5 m away. The
motion of the white ball is subjected to resistance, and its velocity, 𝑣𝑣,
satisfies the differential equation
𝑑𝑑𝑑𝑑 1
=− ,
𝑑𝑑𝑑𝑑 0.32
where 𝑥𝑥 denotes the displacement of the white ball from its initial
position.

(a) Express 𝑣𝑣 in terms of 𝑥𝑥.


(b) Will the white ball hit the blue ball?

8. A ball of unit mass is projected vertically upwards with an initial velocity


3 m/s. The motion of the ball is subjected to earth’s gravity and air
resistance, and its velocity, 𝑣𝑣, satisfies the differential equation
𝑑𝑑𝑑𝑑
= −𝑔𝑔(1 + 𝑣𝑣),
𝑑𝑑𝑑𝑑
where 𝑔𝑔 ≈ 9.8 m/s2 is the constant of gravitational acceleration.

(a) Express 𝑣𝑣 in terms of 𝑡𝑡.


(b) How long does it take the ball to reach maximum height?

9. A 5-volt voltage source is connected to a 1 H inductor and a 0.5 kΩ


resistor in series. The current 𝑖𝑖 on the circuit satisfies the differential
equation
𝑑𝑑𝑑𝑑
+ 500𝑖𝑖 = 5.
𝑑𝑑𝑑𝑑
Given zero initial current in the circuit, express the current 𝑖𝑖 in terms of 𝑡𝑡.
First Order Ordinary Differential Equations 22

10. A fully charged 0.05 F capacitor is discharged through a 1 kΩ resistor. The


voltage across the capacitor 𝑉𝑉𝐶𝐶 satisfies the differential equation
𝑑𝑑𝑉𝑉𝐶𝐶
50 + 𝑉𝑉𝐶𝐶 = 0.
𝑑𝑑𝑑𝑑
Given an initial voltage of 25 volts across the capacitor, express the 𝑉𝑉𝐶𝐶 in
terms of 𝑡𝑡.

11. A series circuit consists of a capacitor of capacitance 0.0625 F, a resistor


of resistance 0.8 kΩ and a voltage source of 24 volts. The circuit is closed
and satisfies the differential equation
𝑑𝑑𝑑𝑑
10 + 2𝑞𝑞 = 3.
𝑑𝑑𝑑𝑑
Given that the capacitor has an initial charge of 0.5 C, express the charge
𝑞𝑞 in terms of 𝑡𝑡.

− END OF CHAPTER 1 −

Common questions

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An ODE is separable if it can be rewritten so that all terms involving one variable and its derivative are on one side, and all terms involving the other variable are on the opposite side. This allows integration on both sides separately .

To solve a first-order linear ODE using an integrating factor, the equation is first rewritten in standard form. Then, the integrating factor is calculated as the exponential of the integral of the coefficient of y in the standard form. This integrating factor is used to multiply both sides of the equation, making the left side a derivative of a product, allowing integration to solve for y .

The current in a series circuit with a resistor and an inductor is expressed by solving the first-order linear ODE given by Kirchhoff's law. The solution involves calculating the integrating factor to make the equation integrable, solving the homogeneous part, and then finding the particular solution using the given initial condition .

The maximum displacement of a projectile is calculated by setting the velocity to zero in the differential equation governing the motion. Once velocity is zero, solving the equation for the maximum displacement involves plugging in this condition and evaluating the resulting expression .

The general solution of a first-order ODE contains one arbitrary constant. This is because solving the differential equation involves integrating once, which introduces an arbitrary constant into the solution .

For a separable ODE, the solution involves two main steps: first, rewriting the equation so that each variable and its differential are grouped on opposite sides of the equation. Second, integrate each side separately to find the general solution, which will include an integration constant .

Kirchhoff's Voltage Law is crucial in modeling electrical circuits using ODEs as it provides the fundamental equation that describes the sum of voltage drops across circuit elements as equal to the applied source voltage. This law allows for forming a differential equation that represents the behavior of the electrical circuits based on the relationships involving voltage, current, resistance, capacitance, and inductance .

In circuit analysis, the current is defined as the rate of flow of electric charge per unit time, which is mathematically represented as the derivative of the charge with respect to time. This relationship is fundamental in understanding how charge flows in circuits .

When the particle's velocity becomes zero, it means the particle has reached its maximum displacement. For a projectile subject to gravity, this is the point where upward motion ceases and the particle is momentarily stationary before descending .

In a second-order IVP, the initial conditions provide two specific values that the general solution must satisfy, allowing for the determination of two arbitrary constants in the general solution. This results in a particular solution that uniquely fits the given conditions .

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