COVENANT UNIVERSITY OTA

COLLEGE OF BUSINESS AND SOCIAL SCIENCES

DEPARTMENT OF ECONOMICS AND DEVELOPMENT STUDIES

ECN 215 Mathematics for Economists

MODULE FOUR
FIRST ORDER DIFFERENTIAL EQUATIONS

Preamble: Module Objectives

At the end of this module, you should understand the following:

i. Meaning of Differential Equation (DE)

ii. The Order & Degree of a DE

iii. Formation of Ordinary DE

iv. Solution of First Order Linear DE

4.1 Introduction

A differential equation is an equation that has derivatives or differentials. The fundamental idea
underlying the various methods of finding the solution to a differential equation problem is the
technique of integral calculus. Hence, the solution to a differential equation is often referred to
as the integral of that equation.

4.2 The Order and Degree of a Differential Equation

If an equation contains only first derivatives, it is called a first-order differential equation. If

the equation contains second derivatives, and possibly first derivatives, it is called a second-
order differential equation.

Generally, the order of a differential equation is that of the highest derivatives in the equation.
The degree of a differential equation is the highest power of that derivative.

Examples

Find the order and the degree of the following Differential Equations:

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 Differential Equation ORDER DEGREE

𝑑2 𝑦
1. + 𝑦 = 3𝑥 2 2nd 1st
𝑑𝑥 2

𝑑𝑥
2. = 𝑘𝑥 1st 1st
𝑑𝑡

𝑑2 𝑦 𝑑𝑦
3. + (𝑑𝑥 )4 − 𝑦 = 0 2nd 1st
𝑑𝑥 2

𝑑2 𝑦 𝑑2 𝑦
4. (𝑑𝑥 2 )7 + (𝑑𝑥 2 ) = 75𝑦 2nd 7th

𝑑2 𝑦 𝑑4 𝑦
5. (𝑑𝑥 2 )3 + 𝑑𝑥 4 − 75𝑦 = 0 4th 1st

𝑑3 𝑦 𝑑2 𝑦
6.
(𝑑𝑥 3 )4 + (𝑑𝑥 2 )6 = 4𝑦 3rd 4th

Class work

Write any five differential equations and state both the order and degree.

4.3 Formation of Ordinary Differential Equation

Differential equations are formed when arbitrary constant(s) are eliminated from a given
function. In general, if y is expressed as a function of t which contains n arbitrary constants,
then n differentiations are just sufficient to eliminate the constants and reduce the relations
between y and t to an ordinary differential equation of order n. In essence, a function with one
arbitrary constant gives a 1st Order differential equation. A function with 2 arbitrary constants
will give 2nd order differential equation, and so on.

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Examples

Form differential equations from the following:

1. Y = At2 + Bt
2. Y = A sin t + B cos t
𝐴
3. Y = 𝑥 + 𝑥

4. 𝑦 2 = 4𝑎(𝑥 + 𝑎)

Solution

1. Y = At2 + Bt …………………………………………………….[1]

𝑑𝑦
= 2At + B …………………………………………………… [2]
𝑑𝑡

1 𝑑2 𝑦
= 𝐴…………………………………………………………[3]
2 𝑑𝑡 2

Substitute [3] into [1]

1 𝑑2 𝑦
Y = 2 𝑑𝑡 2 ∙ 𝑡 2 + 𝐵𝑡 …………………………………………………….. [4]

Substitute [2] into [4]

1 𝑑2 𝑦 𝑑𝑦
y = 2 𝑑𝑡 2 𝑡 2 + ( 𝑑𝑡 − 2𝐴𝑡) 𝑡

1 𝑑2 𝑦 𝑑𝑦
y = 2 𝑑𝑡 2 𝑡 2 + 𝑑𝑡 − 2𝐴𝑡 2

1 𝑑2 𝑦 𝑑𝑦 1 𝑑2 𝑦
y = 2 𝑑𝑡 2 + 𝑡 2 + 𝑡 𝑑𝑡 − 2(2 𝑑𝑡 2 )𝑡 2

1 𝑑2 𝑦 𝑑𝑦 𝑑2 𝑦
y = 2 𝑑𝑡 2 𝑡 2 + 𝑡 𝑑𝑡 − 𝑑𝑡 2 𝑡 2

𝑑𝑦 1 𝑑2 𝑦
y = t 𝑑𝑡 − 2 𝑡 2 𝑑𝑡 2

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(ii) y = A sin t + B cos t …………….. ………………………………..[1]

𝑑𝑦
= 𝐴 cos − 𝐵 𝑠𝑖𝑛𝑡 …………………………………………………. [2]
𝑑𝑡

𝑑2 𝑦
= -A sin t – B cos t ………………………………………………. [3]
𝑑𝑡 2

From (3)

𝑑2 𝑦
= - (A sin + B cos t)
𝑑𝑡 2

𝑑2 𝑦
= -y
𝑑𝑡 2

𝑑2 𝑦
+y=0
𝑑𝑡 2

𝐴
(iii) y = 𝑥 + 𝑥 …………… …………………………………………….[1]

𝑑𝑦 𝐴
= 1 − 𝑥 2 …………………………………………………………… [2]
𝑑𝑥

𝑑𝑦
𝑥2 = 𝑥2 − 𝐴
𝑑𝑡

𝑑𝑦
𝐴 = 𝑥 2 − 𝑥 2𝑑𝑥 ………………………………………………………… [3]

Substitute [3] into [1]

𝑑𝑦
𝑥 2 −𝑥 2
𝑑𝑥
y = x +( )
𝑥

𝑥2 𝑥 2 𝑑𝑦
y=𝑥+ −
𝑥 𝑥 𝑑𝑥

𝑑𝑦
y= 𝑥 + 𝑥 − 𝑥 𝑑𝑥

𝑑𝑦
𝑦 = 2𝑥 − 𝑥
𝑑𝑥

(iv) 𝑦 2 = 4𝑎(𝑥 + 𝑎)

𝑦 2 = 4𝑎𝑥 + 4𝑎2 ….. …………………………………………………….[1]

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𝑑(𝑦 2 ) 𝑑 𝑑(4𝑎2 )
= (4𝑎𝑥) +
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑦
2𝑦 = 4𝑎
𝑑𝑥

𝑑𝑦
𝑦 = 2𝑎
𝑑𝑥

2 𝑑𝑦
𝑎= ………………… ……………………………………………..[2]
𝑦 𝑑𝑥

Substitute (2) into (1)

2
𝑦 𝑑𝑦 𝑦 𝑑𝑦 2
𝑦 = 4( )𝑥 + 4( )
2 𝑑𝑥 2 𝑑𝑥

2
𝑑𝑦 4𝑦 2 𝑑𝑦 2
𝑦 = 2𝑥𝑦 + ( )
𝑑𝑥 4 𝑑𝑥

𝑑𝑦 𝑑𝑦 2
𝑦 = 2𝑥 +𝑦( )
𝑑𝑥 𝑑𝑥

𝑑𝑦 2 𝑑𝑦
𝑦 ( ) + 2𝑥 −𝑦 =0
𝑑𝑥 𝑑𝑥

4.4 Solution of First Order Linear Differential Equation

(Constant Coefficient and Constant Term)

A solution of a differential equation is a relation between the variables which satisfies the
differential equation. That is, when this relation is substituted into the differential equation, an
algebraic identity results.

A solution containing a number of independent arbitrary constants equal to the order of the
differential equation is called the general solution of the equation. When specific values are
given to at least one of these constants, the solution is called a particular solution.

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4.4.1 Linear Differential Equation

𝑑𝑦⁄
When the derivative ( 𝑑𝑡) appears only in the first degree and so does the dependent
𝑑𝑦
variable y, and no product of the form 𝑦 ( 𝑑𝑡 ) occurs in a differential equation then the equation

is said to be linear.

A first-order linear different equation will generally take the form

𝑑𝑦
+ 𝑢(𝑡)𝑦 = 𝑤(𝑡)………………………………………………. [1]
𝑑𝑡

Where: u and w are the function of t as y is. However, no such restriction whatever is placed
on the independent variable t. Thus, the function u and w may represent expression as t2 and et.
They (u and w) may also be constant.

4.4.2 Homogenous Case

Suppose a first order differential equation:

𝑑𝑦
+ 𝑢(𝑡)𝑦 = 𝑤(𝑡) …………….. ……………………………………………….[1]
𝑑𝑡

Where: u and w are function of t as y is. Suppose u and w are constants and w happens to be
identically zero, then equation (1) becomes:

𝑑𝑦
+ 𝑎𝑦 = 0 ……………………….. ……………………………………………[2]
𝑑𝑡

This differential equation is said to be homogenous because every term is of the first degree in
terms of y and dy/dt.

Equation (2) can be rewritten as follows:

𝑑𝑦
=- 𝑎𝑦
𝑑𝑡

1 𝑑𝑦
=- 𝑎 …………………….. ……………………………………………………[3]
𝑦 𝑑𝑡

The Solution of (3) is given as follows:

𝑑𝑦
= −𝑎𝑑𝑡
𝑦
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 𝑑𝑦
∫ = −𝑎 ∫ 𝑑𝑡
𝑦

In |𝑦| = −𝑎𝑡 + 𝑐 ……………………………………………………………………..[4]

Taking the anti-log of equation (4), we know that 𝑒 𝑙𝑛𝑥 = 𝑥

So that:

𝑒 𝑙𝑛|𝑦| = 𝑒 −𝑎𝑡+𝑐

|𝒚| = 𝒆−𝒂𝒕 ∙ 𝒆𝒄

y(t) = A𝑒 −𝑎𝑡 ………………… ………………………………………………………[5]

for y > 0 and A = 𝑒 𝑐

Equation [5] is called general solution since A is an arbitrary constant. There is an infinite
number of particular solution for all values of A including y(0). For a definite value of A such
as y(0), a definite solution will result, which is given as:

𝑦(𝑡) = 𝑦(0)𝑒 −𝑎𝑡 ………………………………………………………………….... [6]

4.4.3 Non homogenous Case

Consider equation (2). If a non-zero constant replaces the zero on the right hand side of the
equation, it result to:

𝑑𝑦
+ 𝑎𝑦 = 𝑏 ……………………………………………………………………..….[7]
𝑑𝑡

The solution of equation (7) consists of the sum of two terms:

- Complementary function, yc
- Particular integral yp
In finding the solution of equation [7] its homogenous version shall frequently be referred.
Thus, equation [2] is the reduced form of [7]. And equation [7] itself can be referred to as the
complete equation. Therefore, the complementary function, yc, is the general solution of the
reduced equation, whereas the particular integral yp is simply any particular solution of the
complete equation.
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Example
𝑑𝑦
+ 𝑎𝑦 = 𝑏 ………………………………………………………………………….[7]
𝑑𝑡

The reduced form of the equation is:

𝑑𝑦
+ 𝑎𝑦 = 0
𝑑𝑡

𝑑𝑦
= - 𝑎𝑦
𝑑𝑡

𝑦(𝑡) = 𝐴𝑒 −𝑎𝑡

𝑦𝑐 = 𝐴𝑒 −𝑎𝑡 ……………………………………………………………………………. [8]

What is the particular integral, yp, of (7)? Since the yp is any particular solution of the complete
equation then we can try the simplest possible type of solution such as y = k.
𝑑𝑦
So if y = k, then =0
𝑑𝑡

And equation [7] becomes:

𝑎𝑦 = 𝑏
𝑏
With solution 𝑦 = 𝑎
𝑏
∴ 𝑦𝑝 = 𝑎 (𝑎 ≠ 0) …………………………………………………………………. [9]

Thus, the sum of the complementary and particular integral gives the general solution of the
complete equation:
𝑦(𝑡) = 𝑦𝑐 + 𝑦𝑝

𝑏
𝑦(𝑡) = 𝐴𝑒 −𝑎𝑡 + 𝑎 ………………… ………………………………………………[10]

Equation [10] is a general solution because of the presence of A. This value A can be definitize
by imposing an initial condition such as y (0) when t = 0.
Thus, in equation [10]
𝑏
𝑦(0) = 𝐴 +
𝑎
𝑏
𝐴 = 𝑦(0) −
𝑎
Hence equation (10) can be rewritten as:

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 𝑏 𝑏
𝑦(𝑡) = (𝑦(0) 𝑎) 𝑒 −𝑎𝑡 − 𝑎 …………………. ……………………………………..[11]

Numerical Example
𝑑𝑦
Solve the equation + 2𝑦 = 6 for an initial condition y(0) = 10.
𝑑𝑡

Solution
𝑑𝑦
+ 2𝑦 = 6 …………………………………………………………………(i)
𝑑𝑡

It is non homogenous. The homogenous form or the reduced equation is:

𝑑𝑦
+ 2𝑦 = 0 …………………………………………………………………(ii)
𝑑𝑡

Solution of this is:

𝑦(𝑡) = 𝐴𝑒 −2𝑡
i.e.𝑦𝑐 = 𝐴𝑒 −2𝑡 ……………………………………………………………….(iii)

Then yp will be obtained from the assumption that y = k

𝑑𝑦
And hence =0
𝑑𝑡
𝑏 6
Thus, 𝑦𝑝 = = =3 (from equation i) ……………………………….(iv)
𝑎 2

∴ General Solution is
𝑦(𝑡) = 𝑦𝑐 + 𝑦𝑝

𝑦(𝑡) = 𝐴𝑒 −2𝑡 + 3 ………………………………………………………….(v)

Define A at t = 0 and y(0), so that from equation (5)

A = y (0)-3 …………………………………………………………………(vi)

∴ 𝑦(𝑡) = (𝑦(0) − 3)𝑒 −2𝑡 + 3 ……………………………………………..(vii)

When 𝑦(0) = 10

𝑦(𝑡) = 7𝑒 −2𝑡 + 3 …………………………………………………………(viii)

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4.4.4 Consider the case where a =0.

In this case, the solution to the non-homogenous equation is undefined and the differential
equation [7] becomes:

𝑑𝑦
= 𝑏 ……………………………………………………………………………… [12]
𝑑𝑡

By integration, the general solution is 𝑦(𝑡) = 𝑏𝑡 + 𝑐 ……………….. …………….[13]

The two terms in equation (13) can be identifies as 𝑦𝑐 and 𝑦𝑝 of the differential equation.

Since a = 0, then the complementary function can be expressed as:

𝑦𝑐 = 𝐴𝑒 −𝑎𝑡 = 𝐴𝑒 𝑜 = 𝐴 for t = 0

To get 𝑦𝑝 , we should try instead a non constant solution:

Suppose y = kt

𝑑𝑦
=𝑘
𝑑𝑡

So that k = b and the 𝑦𝑝 = bt (a = 0)

∴ The general solution is:

𝑦(𝑡) = 𝑦𝑐 + 𝑦𝑝 = 𝐴 + 𝑏𝑡 ………………………………………………………………[14]

𝑦(𝑡) = 𝑦(0) + 𝑏𝑡 (definite solution) …………………………………………………..[15]

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4.5 Review Question/ Numerical Example

𝑑𝑦
= 2, 𝑦(0) = 5
𝑑𝑡

Solution

a=0

b =2

𝑦(𝑡) = 𝑦(0) + 𝑏𝑡

𝑦(𝑡) = 5 + 2𝑡

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