MATH 219

Fall 2014
Lecture 1
Content: Introduction, Direction Fields, Separable Equations (parts of sections
1.1 and 1.3, section 2.2 (homogenous equations as described in problem 30 is also
covered)).
Suggested Problems:
1.1: 6, 8, 15-20,
1.3: 1, 2, 5, 9, 10, 16, 24, 28,
2.2: 3, 5, 7, 11, 12, 23, 31, 34, 37

Introduction

A differential equation is an equation containing derivatives and algebraic operations. We have one or more dependent variables which are functions of one or
more independent variables. The differential equation implicitly describes what
these functions can be, through the given equation. If we have more than one dependent variable, we might also have a system of differential equations rather than
a single equation.
Example 1.1 Say x depends on a single variable t. Consider the differential equation
dx
+ 5x = et .
dt
The equation says that the derivative of x with respect to t plus 5 times x should be
equal to et . This is a constraint on the function x(t). The aim would be to find all
functions x(t) that satisfy this constraint.
Example 1.2 Say x and y both depend on a single variable t. Consider the system
of differential equations below:
1

dx
+ y=t
dt
dy
+ xy = sin(t)
dt
Here, x and y are both functions of t subject to the two equations above. Therefore
a solution will consist of a pair of functions (x(t), y(t)). It is not very meaningful
to say of x(t) (alone) is a solution etc.
Example 1.3 This time, suppose that u is a function depending on both x and
y. Since u is a multivariable function, it makes more sense to consider partial
derivatives of u. Say
u
u
+u
= x + y.
x
y
This is a single differential equation that relates the partial derivatives of u with
respect to x and y.
Definition 1.1 A differential equation in which there is only one independent variable is called an ordinary differential equation, and is abbreviated by the letters
ODE. A differential equation in which there is more than one independent variable
(therefore, partial derivatives) is called a partial differential equation, and is
abbreviated by the letters PDE.
Example 1.4 Let x be a function of t. Consider the differential equation
d2 x
dx
+
x
+ x2 = 1.
dt2
dt
This time not only the first derivative, but also the second derivative of x appears
in the equation. The equation constrains the function x(t) by relating its second and
first derivatives and the function itself.
Definition 1.2 The highest derivative appearing in a differential equation is called
the order of that equation.
2

d2 x
dx
Example 1.5 The equation
+ x + x2 = 1 has order 2. The first example
2
dt
dt
above is a first order ODE, the second example is a system of first order ODEs and
the third one is a first order PDE. The equation


dx
dt

5
+

d3 x
+x=0
dx3

has order 3 (not 5. The 5th power is an algebraic operation, so it doesnt count).

Solutions of First Order ODEs

Let us now concentrate on the simplest possible case: A single first order ODE.
Therefore we have one dependent variable (say y) and one independent variable
(say t) related by a single differential equation. A function y(t) that satisfies the
equation at all points t in an open interval (a, b) will be called a solution of this
ODE. Note that, y(t) must be differentiable (and therefore continuous) in order for
the equation to make sense.
Recall from calculus that a very effective way to understand the behaviour of a
function y(t) is by sketching its graph. Same is true for solutions of an ODE. We
call such a graph a solution curve for the ODE.
Example 2.1 An ODE may have many solutions. For example, consider the equation
dy
= sin(t).
dt
This is an extremely simple differential equation since on the left hand side we have
a first derivative and on the right hand side we have a function of t only. This is
actually a calculus question. In order to find y(t), integrate the right hand side.
Z
y(t) =

sin(t)dt = cos(t) + c.

These are all solutions of the differential equation. Because of the +c term, there
are infinitely many solutions, depending on c. If we try to graph some of the solu3

tions, we see that any two differ by a constant. The graph below shows three solution
curves for three different values of c (and t belonging to the interval (0, 2)).

Example 2.2 Next, consider the differential equation

dy
= y.
dt
We cannot solve this example directly with the method used in the last example (if
we try to integrate the right hand side with respect to t, notice that we do not know
what to integrate, so we are stuck at this step). We will see how to find all solutions
of this equation soon, but for now just notice that the equation asks for a function
which is equal to its own derivative. We know such a function from calculus, namely
y(t) = et . Furthermore, if we multiply this function by a constant, observe that it
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is still a solution, so y(t) = cet is a solution for any value of the constant c. We
again have infiinitely many solutions depending on c. But this time, the constant c
appears multiplicatively rather than additively. Let us graph a few solutions again.
The ratio of any two solutions is a constant, but their difference is not:

In both examples above, we had infinitely many solutions. If an additional condition

were given, such as y(0) = 1, then the solution would be unique. Say in the frst
example we had the condition y(0) = 1. Then we would need to have
y(0) = cos(0) + c = 1,
therefore c must be equal to 2. So the differential equation together with this
condition has a unique solution y(t) = cos(t) + 2. On the graph, this means we
are picking out the curve passing through the point t = 0, y = 1.
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Definition 2.1 Say we have a first order ODE with dependent variable y and independent variable t. A condition of the form y(t0 ) = y0 is called an initial condition.

Direction Fields

Often, it is very difficult to find explicit solutions of an arbitrarily given differential

equation with pencil and paper. This is true even in the case of first order ODEs.
For instance, we can easily bet that noone will ever be able to find formulas for
explicit solutions of an equation like
1
dy
= y 3 + y cos(y) + sin(t3 ) +
.
dt
ty y
Although in this generality, the task of finding all solutions of a differential equation
is hopeless, the situation is not that bad. We mainly focus on two ways of dealing
with differential equations:
How can we solve simple differential equations? For instance, ones that have
some structure in it? After all, the simpler the equation, the more often it
appears in applications. Also, if we can solve large classes of equations with
some structure, they might give an idea about solutions of other equations
lacking this structure.
How can we say something about solutions of a differential equation without
actually solving the equation?
Answering the first question concerns the rest of this course. We will address the
second question now for a first order ODE. Say we have
dy
= f (y, t)
dt
where f is an arbitrary function. This is the most general first order ODE in
which the term dy
is isolated. Solving the equation amounts to finding the solution
dt
curves. We can expect that there are again infinitely many of them, depending on a
constant c in some way or another. We do not yet know what these curves are, but
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the equation gives us some geometric information about them. At a point (t0 , y0 ),
dy
will give us the value of the slope of the tangent to the solution
the value of
dt
curve passing through this point. Hence we can do the following:
dy
First, plot line segments having these slopes ( (t0 , y0 ) at (t0 , y0 )) for as many
dt
dy
points (t0 , y0 ) as possible. Since
(t0 , y0 ) = f (t0 , y0 ) we do not need to solve
dt
the ODE for this purpose but just to tabulate values of f (t0 , y0 ).
Then, sketch solution curves using the information that they must be tangent
to these line segments at each point.
This will give a rough idea about what the solution curves are like. We wont have
formulas for them, but we will see what they look like. The plot of the line segments
is called a direction field.
Example 3.1 Consider the differential equation
dy
= y(y 1).
dt
Here, f (t, y) = y(y 1) and it is special in the sense that it depends only on y but
not t. Let us find f (t, y) for a few values of y, listed in the table below:
y
-0.5
0
0.5
1
1.5

f(t,y)
0.75
0
-0.25
0
0.75

This means that on the direction field, for any point with y-coordinate 0.5, we
will place a line segment of slope 0.75 etc. Plotting these line segments results in a
direction field as below:

This plot was actually done using the subroutine dfield8 on Matlab, but it can
easily be done by hand given enough time. Now let us plot a few solution curves
on the same graph; just follow the direction field. The solution curves should be
sketched in a way that they are tangent to the line segments at each point.

Using this sketch, we can say several things about the solution curves even though
we dont have a single formula for any solution curve at this point:
Solutions that have an initial value y(0) between 0 and 1 remain between 0 and
1 and tend to 0 as t . These solutions are monotone decreasing.
Solutions that have an initial value y(0) larger than 1 tend to infinity when
t .These solutions are monotone increasing.
Solutions that have an initial value y(0) less than 0 tend to 0 when t .
These solutions are also monotone increasing.
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Of course, these are observations rather than proofs and care must be taken before
they are seriously used. For instance, after this observation, one can go back and
prove that the solutions are monotone increasing for y > 1 by looking at the sign of
y(y 1).

Separable Equations

The simplest way for solving a first order ODE is trying to integrate both sides of
the equation. But this usually dramatically fails for a general equation of the form
dy
= f (t, y) since f cannot be integrated with respect to t unless we already know
dt
what y is, namely the solution of the problem itself! But in the following special
case we can do something:
Definition 4.1 Suppose that f (t, y) can be written in the form
tions M and N . Then the differential equation

M (t)
for some funcN (y)

dy
M (t)
=
is called a separable
dt
N (y)

differential equation.
If our equation is separable, we can find all solutions to it as follows:

dy
dt
dy
N (y)
dt
Z
dy
N (y)
dt
Z
N (y)

M (t)
N (y)

= M (t)
Z
dt = M (t)dt
Z
dy = M (t)dt

(We can pass to the fourth equation from the third equation by means of chain rule.)
In the last line, the left hand integral is purely with respect to y and the right hand
integral is purely with respect to t. Therefore, in principle both can be evaluated
10

and we obtain a relation between y and t. This is an implicit relation. In some cases
we can explicitly solve for y(t), but in many cases an implicit relation is sufficient.
One can argue that the integrals obtained may be difficult to evaluate by hand. This
is another type of difficulty, so at this stage we assume that the ODE is solved.
In the worst case scenario one can evaluate the integrals by numerical methods.
Example 4.1 Find all solutions of the ODE
dy
2
2
= tet ln(y ) .
dt
Solution: We can rewrite the equation as
2

dy
tet
= 2
dt
y

therefore it is separable. Multiply both sides by y 2 and integrate.

Z
Z
2
2
y dy = tet dt
2

y3
et
=
+c
3
2
! 31
2
et
+c
y=
2
There are a few things to note here. The right hand side integral can be obtained
using the substitution u = t2 . Only one c is enough since equality of the integrands
implies that the antiderivatives differ by a constant. Also note that the constant c
appears in the result in an awkward place.
Example 4.2 Find all solutions of the ODE
dy
= y(y 2)t.
dt
Solution: This time we may rewrite the equation as
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dy
t
=
dt
1/y(y 2)
but some care is needed. The two equations are equivalent if and only if y is different
from 0 or 2. We will take care of these cases separately. Now, for a moment assume
that y 6= 0 and y 6= 2. Then, as before,

Z
dy
= tdt
y(y 2)
Z
Z
Z
dy
dy

= tdt
2(y 2)
2y
t2
1
(ln |y 2| ln |y|) = + c
2

 2
y 2
 = t2 + c
ln 
y 
Z

y2
2
= cet
y
2
y=
1 cet2
Again, there are a few things to note. In order to pass from the first line to the
A
B
1
=
+
and solve for A, B. Then let us talk about
second line, write
y(y 2)
y2
y
the careless use of the constant c. Passing from line 3 to line 4, the constant c is
multiplied by 2, but it still takes all possible real values, therefore the new constant
can be written as c instead of 2c. Passing from line 4 to line 5, everything is exponentiated, so we should have ec instead. Lifting the absolute values gives ec . This
is again an arbitrary constant, it can take all real values except for 0. So we should
note that in the last equation c is an arbitrary constant different from 0.
What about y = 2 and y = 0? These constant functions are both solutions because
d2
d0
= 2(2 2)t and
= 0(0 2)t are correct equations. Actually, the solution y =
dt
dt
2 corresponds to the missing value c = 0 in the formula above. However, the solution
y = 0 does not correspond to any special value of c. It can rather be thought of as
the case c .

12

There is a subtle point about the argument concerning y = 2 or y = 0. You may

rightfully ask if y(t) 6= 2 for some t can it not be equal to 2 for some other t?
Would this not ruin the argument? The answer is that everything is alright because
two different solution curves cannot intersect at a point. However this depends on
a deep result, the existence-uniqueness theorem which we will talk about later.

Homogenous Equations

Some first order ODEs are not separable, yet they become separable after a substitution. In this section we will discuss one general class of examples: homogenous
equations.
Definition 5.1 A first order ODE is said to be homogenous if it can be written
in the form
y 
dy
=h
dt
t
for some function h.
An equation may not be directly given in this form, but after some algebraic manipulation one may see that it is homogenous. A quick test for homogeneity is as
y 




dy
y
= f (t, y) = h
, then f (t, y) = h y
follows: If
=
h
= f (t, y) for any
t
t
dt
t
. Therefore, if f (t, y) 6= f (t, y) even for one value of , then the ODE is not
homogenous.
Example 5.1 Let
dy
= t + y.
dt
Then f (t, y) = (t + y) 6= t + y for almost all values of . Therefore this ODE is
not homogenous.
Example 5.2 Let
dy
t+y
=
.
dt
ty

13

Then, we can rewrite this equation as

1 + yt
dy
=
.
dt
1 yt
If we set h(v) =

1+v
then
1v

y 
dy
=h
dt
t
therefore the equation is homogenous.


y
=
h
Suppose now that we have a homogenous equation dy
. Substitute v = y/t.
dt
t
The right hand side will clearly be h(v). In order to compute the left hand side,
notice that y = vt.
d(vt)
dv
dy
=
=v+t
dt
dt
dt
Therefore the equation can be written as
dv
= h(v)
dt
dv
h(v) v
=
dt
t

v+t

therefore it is separable.
Example 5.3 Let us solve the equation
1 + yt
dy
=
.
dt
1 yt

14

Setting h(v) =

1+v
as above, we obtain
1v
dv
h(v) v
=
dt
Z
Zt
dv
dt
=
h(v) v
t
Z
Z
dt
dv
=
1+v
t
v
1v
Z

arctan(v)

(1 v)dv
= ln |t| + c
1 + v2

1
ln |1 + v 2 | = ln |t| + c.
2

y
Finally, plugging in v = gives us an implicit relation between y and t. It seems
t
extremely difficult to write y in terms of t alone in this problem.

15