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 −