First Order Differential Equations

A first order differential equation is an equation involving the unknown function y, its derivative y'
and the variable x. We will only talk about explicit differential equations.

• Linear Equations
• Separable Equations
• Qualitative Technique: Slope Fields
• Equilibria and the Phase Line
• Bifurcations
• Bernoulli Equations
• Homogeneous Equations
• Exact and Non-Exact Equations
• Integrating Factor technique
• Some Applications
○ Radioactive Decay
○ Newton's Law of Cooling
○ Orthogonal Trajectories
○ Population Dynamics
• Numerical Technique: Euler's Method
• Existence and Uniqueness of Solutions
• Picard Iterative Process
First Order Linear Equations

A first order linear differential equation has the following form:

The general solution is given by

where

called the integrating factor. If an initial condition is given, use it to find the constant C.

Separable Equations

The differential equation of the form is called separable, if f(x,y) = h(x) g(y); that is,

In order to solve it, perform the following steps:

(1)

Solve the equation g(y) = 0, which gives the constant solutions of (S);

(2)

Rewrite the equation (S) as

 ,
and, then, integrate

to obtain

(3)

Write down all the solutions; the constant ones obtained from (1) and the ones given
in (2);

(4)

If you are given an IVP, use the initial condition to find the particular solution. Note
that it may happen that the particular solution is one of the constant solutions given in
(1). This is why Step 3 is important.

Example: Find the particular solution of

Qualitative Techniques: Slope Fields

A differentiable function--and the solutions to differential equations better be differentiable--has tangent
lines at every point. Let's draw small pieces of some of these tangent lines of the function

Slope fields (also called vector fields or direction fields) are a tool to graphically obtain the solutions to a
first order differential equation. Consider the following example:

The slope, y'(x), of the solutions y(x), is determined once we know the values for x and y , e.g., if x=1 and

y=-1, then the slope of the solution y(x) passing through the point (1,-1) will be . If
we graph y(x) in the x-y plane, it will have slope 2, given x=1 and y=-1. We indicate this graphically by
inserting a small line segment at the point (1,-1) of slope 2.

Thus, the solution of the differential equation with the initial condition y(1)=-1 will look similar to this line
segment as long as we stay close to x=-1.
Of course, doing this at just one point does not give much information about the solutions. We want to do
this simultaneously at many points in the x-y plane.
We can get an idea as to the form of the differential equation's solutions by " connecting the dots." So far,
we have graphed little pieces of the tangent lines of our solutions. The " true" solutions should not differ
very much from those tangent line pieces!

Let's consider the following differential equation:

Here, the right-hand side of the differential equation depends only on the dependent variable y, not on the
independent variable x. Such a differential equation is called autonomous. Autonomous differential
equations are always separable.
Autonomous differential equations have a very special property; their slope fields are horizontal-shift-
invariant, i.e. along a horizontal line the slope does not vary.

Equilibria and the Phase Line

Solving a differential equation can be done in three major ways: analytical, qualitative, and numerical. We
have seen some examples of differential equations solved through analytical techniques (for example:
linear, separable, and Bernoulli equations). Euler's Method (though very primitive) illustrates the use of
numerical techniques in solving differential equations. For the qualitative approach, we have defined the
slope field of a differential equation and showed how this can be helpful when other techniques fail.
When the differential equation is autonomous, more can be said about the solutions using qualitative
techniques.
Consider the autonomous differential equation
where f(y) is a function. Clearly we recognize a separable equation. So we know how to solve it via the
analytical technique. First we look for the constant solutions as the roots of the equation

Then to find the nonconstant solutions we separate the variable

and integrate

Note that the integration may be hard if not impossible to carry out. So it may not be possible to use the
analytical technique.
In this case, one may try numerical techniques. Unfortunately, numerical techniques fail if f(y) contains a
parameter and we need to make conclusions relative to this parameter. For example, recall the logistic
equation with harvesting (with a constant rate H)

where y(t) is the population of the given species at time t. In order to find the optimal rate H (which makes
hunters happy as well as ecologists worried about preserving the species), numerical techniques may not be
the best tool to use. Here we will see how new ideas based on a graphical approach will help us to say
something about the solutions. Be aware that these ideas are only valid for autonomous equations.

Equilibria of Autonomous Equations

Consider the autonomous equation

The equilibria or constant solutions of this differential equation are the roots of the equation

Using the existence and uniqueness theorem, these constant solutions will cut the entire plane (where the
solutions live) into independent regions. This means, if an initial condition belongs to one of the regions,
then the solution satisfying the initial condition will stay in that region all the time.
Example. Consider the logistic equation

Its equilibria are y=0 and y=1. Consider the solution y(t) to the IVP
Since 0 <y(0) < 1, then we must have

In the next picture, we draw few solutions associated to initial conditions in the different regions (0 < y < 1,
y < 0, and 1 < y)

Note that in this example, any solution y(t) is increasing if 0 < y(0) < 1 is satisfied. So one may wonder
whether a similar conclusion is true in general. Consider again the autonomous equation

Assume that and ( ) are equilibria (that is and ). Assume moreover

that f(y) has a constant sign on the interval . Assume that f(y) is positive and consider the solution to
the IVP

where . We know that we will have for every t. Since

we must have for all t. This clearly implies that y(t) is always increasing. So the sign of f(y) helps
us determine the behavior of the solutions (whether they are increasing or decreasing).

Bifurcations

While there is a generally accepted precise definition for the term "first order differential
equation'', this is not the case for the term "Bifurcation''. View "bifurcation" as a description of
certain phenomena instead.
In a very crude way, we will say that a system undergoes a bifurcation if and only if the global
behavior of a system, which depends on a parameter, changes when the parameter varies. Let
us illustrate this through the population dynamics example. Indeed, consider the logistic
equation describing a certain fish population

where P(t) is the population of the fish at time t. If we assume that the fish are harvested at a
constant rate (for example), then we have to modify the differential equation to

where H > 0 is the constant harvesting rate. Here is a simple example of a real-world problem
modeled by a differential equation involving a parameter (the constant rate H). Clearly, the
fishermen will be happy if H is big, while ecologists will argue for a smaller H (in order to
protect the fish population). What then is the ``optimal'' constant H (if such constant exists)
which allows maximal harvesting without endangering the survival of the fish population?
First, let us look at the equilibria (or constant solutions) of this model. We must have

which gives
So
1.

if H < 1/4, then we have two constant solutions;

2.

if H=1/4, then we have one constant solution;

3.

if H>1/4, then we do not have constant solutions.

This is an example of what is meant by "bifurcation". As you see the number of equilibria (or
constant solutions) changes (from two to zero) as the parameter Hchanges (from below 1/4 to
above 1/4). Note that this is just one form of bifurcation; there are other forms or changes,
which are also called bifurcations.
The Bifurcation Diagram
A very helpful way to illustrate bifurcations is through a Bifurcation Diagram. Again we will
illustrate this tool via the harvesting example. Indeed consider the fish population modeled by
the equation

where H > 0 is the constant rate at which the fish are harvested. As we saw before depending
on the number H we may have two, one, or no constant solutions. Let us draw this on a diagram
with two axes

on the horizontal axis, we will put the parameter H;

on the vertical axis, we will have the values of P, giving the constant
solutions, that is
Let us add some vertical lines describing the phase lines. Indeed, for every number H,
the vertical line given by H is the phase line associated with the differential equation

Recall that the phase line carries information on the nature of the constant solutions (or
equilibria) with respect to their classification as sources, sinks, or nodes. This

classification is given by the sign of the function . The graph

of for different values of H is given below

Putting everything together we get the following diagram (which is called

the bifurcation diagram)
Instead of just drawing some phase lines, we will usually color the regions. The next
picture illustrates this very nicely:

Let us use this diagram to discuss the fate of the fish population as the
parameter H increases. When H=0 (no fishing), the fish population tends to the carrying
capacity P=1 which is a sink. If H increases but stays smaller than 0.25, then the fish
population still tends to a new and smaller number

which is a also sink. When H is increased more and exceeds 0.25, then the differential
equation has no equilibrium points (constant solutions). The fish population is
decreasing and crosses the t-axis at finite time. This means that the fish population will
 vanish completely in finite time. Hence, in order to avoid such a catastrophic
outcome, H needs to be slightly lower than 0.25, which is called the optimal harvesting
rate. You should also keep in mind that a slightly smaller number will be a better choice
than H=0.25 itself, since for H=0.25 the only equilibrium point P = 0.5 is not a sink (in
fact, it is a node) and as soon as the population P falls below 0.5, we will again witness
extinction in finite time.
The next animation illustrates the behavior of the solutions as H changes. The animation
is based on the differential equation
P'=P(1-P/5)-h.

In this case, the bifurcation occurs, when h=1.25.

Click here for Exercises on bifurcation.

Bernoulli Equations

A differential equation of Bernoulli type is written as

This type of equation is solved via a substitution. Indeed, let . Then easy calculations
give
which implies

This is a linear equation satisfied by the new variable v. Once it is solved, you will obtain the

function . Note that if n > 1, then we have to add the solution y=0 to the solutions
found via the technique described above.
Let us summarize the steps to follow:
(1)

Recognize that the differential equation is a Bernoulli equation. Then

find the parameter n from the equation;

(2)

Write out the substitution ;

(3)

Through easy differentiation, find the new equation satisfied by the

new variable v.
You may want to remember the form of the new equation:

(4)

Solve the new linear equation to find v;

(5)

Go back to the old function y through the substitution ;

(6)

If n > 1, add the solution y=0 to the ones you obtained in (4).

(7)

If you have an IVP, use the initial condition to find the particular
solution.
Homogeneous Equations

The differential equation

is homogeneous if the function f(x,y) is homogeneous, that is-

Check that the functions

.
are homogeneous.
In order to solve this type of equation we make use of a substitution (as we did in case of

Bernoulli equations). Indeed, consider the substitution . If f(x,y) is homogeneous, then

we have

Since y' = xz' + z, the equation (H) becomes

which is a separable equation. Once solved, go back to the old variable y via the equation y = x
z.
Let us summarize the steps to follow:
(1)

Recognize that your equation is an homogeneous equation; that is,

you need to check that f(tx,ty)= f(x,y), meaning that f(tx,ty) is
independent of the variablet;
(2)

Write out the substitution z=y/x;

(3)

Through easy differentiation, find the new equation satisfied by the

new function z.
You may want to remember the form of the new equation:

(4)

Solve the new equation (which is always separable) to find z;

(5)

Go back to the old function y through the substitution y = x z;

(6)

If you have an IVP, use the initial condition to find the particular
solution.

Since you have to solve a separable equation, you must be particularly careful about the
constant solutions.

Exact and Nonexact Equations

All the techniques we have reviewed so far were not of a general nature since in each case the
equations themselves were of a special form. So, we may ask, what to do for the general
equation

Let us first rewrite the equation into

This equation will be called exact if

,
and nonexact otherwise. The condition of exactness insures the existence of a function F(x,y)
such that

When the equation (E) is exact, we solve it using the following steps:
(1)

Check that the equation is indeed exact;

(2)

Write down the system

(3)

Integrate either the first equation with respect of the variable x or the
second with respect of the variable y. The choice of the equation to be
integrated will depend on how easy the calculations are. Let us
assume that the first equation was chosen, then we get
 The function should be there, since in our integration, we assumed that the
variable y is constant.
(4)

Use the second equation of the system to find the derivative of .

Indeed, we have

,
which implies

Note that is a function of y only. Therefore, in the expression giving the

variable, x, should disappear. Otherwise something went wrong!
(5)

Integrate to find ;

(6)

Write down the function F(x,y);

(7)

All the solutions are given by the implicit equation

(8)

If you are given an IVP, plug in the initial condition to find the
constant C.

You may ask, what do we do if the equation is not exact? In this case, one
can try to find an integrating factor which makes the given differential
equation exact.

Integrating Factor Technique

Assume that the equation

,
is not exact, that is-

In this case we look for a function u(x,y) which makes the new equation

,
an exact one. The function u(x,y) (if it exists) is called the integrating factor. Note that u(x,y)
satisfies the following equation:

This is not an ordinary differential equation since it involves more than one variable. This is
what's called a partial differential equation. These types of equations are very difficult to solve,
which explains why the determination of the integrating factor is extremely difficult except for
the following two special cases:
Case 1: There exists an integrating factor u(x) function of x only. This
happens if the expression

,
is a function of x only, that is, the variable y disappears from the expression. In this case,
the function u is given by

Case 2: There exists an integrating factor u(y) function of y only. This

happens if the expression

,
is a function of y only, that is, the variable x disappears from the expression. In this case,
the function u is given by

Once the integrating factor is found, multiply the old equation by u to get a
new one which is exact. Then you are left to use the previous technique to
solve the new equation.
Advice: if you are not pressured by time, check that the new equation is in
fact exact!

Let us summarize the above technique. Consider the equation

If your equation is not given in this form you should rewrite it first.
Step 1: Check for exactness, that is, compute

,
then compare them.
Step 2: Assume that the equation is not exact (if it is exact go to
step ?). Then evaluate

If this expression is a function of x only, then go to step 3. Otherwise, evaluate

If this expression is a function of y only, then go to step 3. Otherwise, you can not solve
the equation using the technique developped above!
Step 3: Find the integrating factor. We have two cases:

3.1

If the expression is a function of x only. Then an integrating

factor is given by

;
3.2

If the expression is a function of y only, then an integrating

factor is given by
 Step 4: Multiply the old equation by u, and, if you can, check that you
have a new equation which is exact.

Step 5: Solve the new equation using the steps described in the
previous section.

The following example illustrates the use of the integrating factor technique:
Example