SRJC Mathematics Department JC1 H2 Chapter 21: First Order Differential Equations

SERANGOON JUNIOR COLLEGE

HIGHER 2 MATHS AND FURTHER MATHEMATICS

2016 JC 1 Chapter 21: First Order Differential Equations

Key Concepts
At the end of the lesson, students are expected to be able to:
1. Solve a first order differential equation by direction integration
2. Solve a first order differential equation by method of variable separable.
3. Solve a first order differential equation by method of integrating factor.
4. Solve a first order differential equation by substitution
5. Sketch the graphs of a family of solution curves of a first order differential
equation.
6. Formulate and solve modelling problems using exponential growth model and
logistic growth models.

1.1 Introduction
One of the most exciting aspects of mathematics is when many different ideas converge in a
single setting to solve a real life problem. Differential equations form a range of techniques
and mathematical ideas that connects many disciplines in mathematics. It is also perhaps the
most important application of calculus. When physical or social scientists use calculus, more
often than not, it is to analyse a differential equation that has arisen in the process of
modelling some phenomenon that they are studying, e.g. the relationship between populations
of predators and preys1.

Consider the model that a hot substance cools at a rate proportional to the difference between
the surrounding temperature θ0 and the instantaneous temperature of the substance θ. This
model can be summarised in the following equation:

d
 k (  0 ) , where k is a constant. -------- (1)
dt

The goal is to find the actual relationship between the temperature of the substance at time t,
that is, an equation of θ in terms of time t.

The mathematical approach in the discipline of differential equations involves therefore

solving a differential equation, for example equation (1), to find the relationship between 2
variables in the form of an equation between them, eg   Aekt as a solution for the equation
above.

1
Calculus 7th Edition (James Stewart)

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1.2 Differential Equations Overview

Let y be a function of x. An equation which relates x, y and one or more of its derivative(s) is
called a differential equation.

Some examples of differential equations are shown below:

2
dy
 x2  y
 dy   dy 
(i) (ii)    2    3xy  0
dx  dx   dx 
1st Order; 1st Degree 1st Order; 2nd Degree
2
 dy 
3
d2 y  d2 y 
(iii)    5  ex (iv)    kx3
 dx  2  dx2 
dx  
2nd Order; 1st Degree 2nd Order; 2nd Degree

The order of a differential equation is determined by the highest derivative present.

The degree of a differential equation is the highest power of the highest derivative present.

dy
A first order differential equation is a differential equation involving only , y and x only.
dx
dy
If it is possible to make the subject of the equation, then the differential equation can be
dx
written as
General form of a first order differential equation:
dy
 f ( x, y)
dx
The differential equations we will be studying in this chapter are of the form:

Differential Equations Remarks

dy Only 2 terms in the equation. RHS only in terms
i.  f ( x)
dx of x (denominator of the derivative)
dy Only 2 terms in the equation. RHS only in terms
ii.  g( y )
dx of y (numerator of the derivative)
dy Only 2 terms in the equation. RHS is the product
iii.  f ( x)g( y) of an expression in terms of x and an expression
dx in terms of y.
3 terms in the equation. RHS is only in terms of
dy dy
iv.  P ( x) y  Q( x) x. Coefficient of is 1. The middle term is
dx dx
given by y times an expression in terms of x.

The techniques for solving differential equation depend on the type of differential equation
given. We shall explore in greater detail the various techniques used for solving each of the
above type of differential equations.

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Think!
What are the differences between Type (i)-(iii)?

2.1 Solving By Direct Integration

dy
If a given first order differential equation is of the form  f ( x) , we apply integration with
dx
respect to x to obtain the equation of y in terms of x.

dy
Consider the differential equation,  f ( x) . The general solution of the differential
dx
equation is obtained by integrating directly with respect to x to obtain the equation

y  F( x)  C ,

where F( x)   f ( x) dx and C is an arbitrary constant.

Note:
1. The general solution is an equation of x, y and constants only.

2. If the arbitrary constant in a general solution is given a numerical value, then the
solution is called a particular solution of the differential equation.

Example 1
dy
 cos x . Hence find the particular
2
Find the general solution of the differential equation
dx
solution for which y  1 when x  0 .

Solution
dy
 cos 2 x
dx
1
y   cos2 x dx 
2
(1  cos 2 x) dx

1 1 
  x  sin 2 x   C
2 2 
1 1
The general solution is y  x  sin 2 x  C , where C is an arbitrary constant.
2 4
When x  0 and y  1 ,
1 1
1  0   sin 2  0   C
2 4
 C 1
1 1
Hence the particular solution is y  x  sin 2 x  1 .
2 4

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2.2 Solving By Method Of Variable Separable

dy
Differential equation of the form  f ( y)
dx
dy
If a given differential equation consists of only 2 terms,  f ( y ) , where the RHS involves
dx
only y terms (numerator of the derivative), then we apply the method of variable separable.
dy 1 dy
i.e.  f ( y)   1 (this is the separating step)
dx f ( y ) dx
Integrating with respect to x on both sides,
1 dy
 f ( y) dx dx  1 dx
1
  f ( y) dy  x  C , where C is an arbitrary constant.
Example 2
dy
Find the general solution of the differential equation  y2 .
dx
Solution
dy
 y2
dx
1 1
 y 2 dy   dx  
y
 xC

1
 y
xC
1
The general solution is y   , where C is an arbitrary constant.
xC

Example 3
dy 1 2 y
Find y in terms of x given that 2 e and that y = 1 when x = 0.
dx

Solution
dy 1 2 y
2 e
dx
 2e dy   e dx
2y

 e2 y  ex  C
When x = 0, y = 1, e2(1)  e(0)  C
C  e2
 e2 y  ex  e2

2 y  ln ex  e2 

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SRJC Mathematics Department JC1 H2 Chapter 21: First Order Differential Equations

1 1
y  ln e( x  e)  y 1 ln(x  e)
2 2

1
Hence the particular solution of the differential equation is y  1 ln(x  e)
2

dy
Differential equation of the form  f ( x )g( y )
dx
dy
If a given differential equation is of the form  f ( x)g( y) where g(y)  0, then we apply
dx
the method of variable separable. Notice that the x and y are “separated” in the expression
f ( x)g( y) .

dy 1 dy
 f ( x)g( y)   f ( x) (this is the separating step)
dx g( y ) dx
Integrating both sides with respect to x:
1 dy
 g( y) dx dx   f ( x) dx
1
 dy   f ( x) dx
g( y )

Example 4
dy x
Find the general solution of the differential equation  , giving your answer in the form
dx y
of y 2 = f(x).

Solution

 y d y   x dx
dy 1
 ( x) ( ) 
dx y
y 2 x2
  C
2 2
 y2  x2  A

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Example 5
dy
Find the general solution of the differential equation (2 y sec x)  1  y2 .
dx
Solution
dy 1  y2
The differential equation is of the form  (cos x)( )
dx 2y
dy 1  y 2
 
2y 1
sec x   dy  dx
dx 2y 1 y 2 sec x


ln(1  y )  cos x dx
2

ln(1  y 2 )  sin x  c
 1  y 2  Aesin x
 y 2  Aesin x  1

2.3 Solving By Integrating Factor

If a given differential equations is of the type:
dy
 P ( x) y  Q( x) ,
dx
where P(x) and Q(x) are any function in x or just a constant, we apply the method of
integrating factor.

Method
dy
 P ( x) y  Q( x)
dx
Multiplying both sides by e 
p dx
(this term is called the integrating factor, denoted I)

e  Py  e  Q  e
dy
P dx P dx P dx

dx
( y  e  )  Qe  (this is by product rule of differentiation)
d P dx P dx

dx
Integrate both sides with respect to x

y  e   Qe
P dx P dx
dx
ie. yI   QI dx

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Example 6
dy
Solve the differential equation  3 y  e2 x .
dx

Solution
Integrating factor, I = e
3 dx
 e3 x
dy
e3 x  3e3 x y  e2 x  e3 x
dx
d
( y  e3 x )  e x
dx
ye3 x   e x dx
ye3x = ex + c

Example 7
dy
Find the general solution of (x2+1)  y  tan 1 x .
dx

Solution
dy 1 tan 1 x
  ( 2 )y  2
dx x  1 x 1
1
 2 dx 1
Integrating factor, I = e x 1  etan x
1 dy 1 1 tan 1 x tan 1 x
e tan x   ( 2 )e tan x y  2 e
dx x  1 x 1
d 1 tan 1 x tan 1 x
( yetan x )  2 e
dx x 1
1

tan 1 x 1 etan x
ye   tan x  2 dx
x 1
1 1 1
= tan 1 x  etan x
  etan x
 dx
x 1
2

1 1
= tan 1 x  e tan x
 e tan x
c

Example 8
dy
Find the general solution of sin x  y cos x  sin x tan 2 x and determine the particular
dx

solution if y = 0 when x  .
4

Solution
dy
 y cot x  ta n 2 x
dx
Integrating factor, I = e
 cot x dx  ln sin x
e  cosec x

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dy
cosec x  (cosec x)(cot x) y  tan x sec x
dx
d
( y cosec x)  tan x sec x
dx
y cosec x   tan x sec x dx
y cosec x  sec x  c
y  tan x  c sin x


When y = 0 when x  ,
4
2
0  1 c
2
2
c  2
2
 y  tan x  2 sin x

2.4 Substitution
In cases where the given first order differential equation does not fall into any of the
categories discussed earlier, we can sometimes apply a substitution to transform the
differential equation to one that is of the categories discussed earlier.

Method
Suppose the differential equation given is
dy
 f(x, y) --------- (1)
dx
In substitution method, we are given a substitution equation
y = g(v, x) --------- (2)
dy dv
We differentiate the substitution equation to obtain in terms of , v and x,
dx dx
dy dv
 h( , v, x) --------- (3)
dx dx
Substituting (2) and (3) into (1), we obtain a transformed differential equation
dv
h( , v, x)  f(x, g (v, x))
dx
and we solve for v.

Example 9
dy
Solve the differential equation x  x 4  2 x3  y by using the substitution y = vx, where v
dx
is a function of x.

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Solution
dy dv
y = vx   x  v (by differentiating with respect to x)
dx dx
 dv 
 x  x  v   x 4  2 x3  vx
 dx 
dv dv dv
x2  vx  x 4  2 x3  vx   x2  2 x Note : It is of the form  f ( x)
dx dx dx
.
1
Integrating directly, v  x3  x 2  C
3
y 1
Since v  , y  x4  x3  Cx , where C is an arbitrary constant.
x 3

Example 10
dy
Show that the differential equation x2 y  x2 y2  xy2 1 may be reduced by means of the
dx
u du
substitution y  to u  u2 1 .
x dx
Hence find y in terms of x, given that y = 0 when x = 1.

Solution
du
x u
u dy dx 1  du 
y    x u.
x dx 2 2  dx 
x x
Substituting the above into the given differential equation,
2 2
 u   1  du  u u
x2     x  u    x 2    x    1
 x   x2  dx   x  x

du u 2 2 u
2
 u   u  1
dx x x
du
 u  u2 1 (shown)
dx
dy
Note: It is of the similar form  f ( y ) , thus we can use method of variable separable.
dx
u
 u2  1 du   dx
1
2
 
ln u 2  1  x  C


ln ( xy ) 2  1  2 x  2C

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When x = 1, y = 0,
ln1  2  2C
 C  1

 
 ln ( xy )2  1  2 x  2

 x 2 y 2  1  e2 x  2

e2 x  2  1
 y2 
x2

e2 x  2  1
 y .
x2

3 Family of Solution Curves

From all the examples seen, the general solution of a differential equation always involves
some arbitrary constant. If we let the constant take different values, we obtain different
curves. The collection of all these curves forms a family of solution curves.

A particular solution of a differential equation corresponds to one particular member of that

family of solution curve. The curve of one particular solution is known as a solution curve.

Example 11
dy
Find the general solution of the differential equation  1 and hence sketch its family of
dx
solution curves.

Solution
dy
1
dx
 d y   dx y
The general solution is y  x  C C=0
1
Family of solution curves:

Sketch a minimum of 3 curves: 1 0 1 x

(i) C  1 (For C < 0); i.e y  x 1
1
(ii) C  1 (For C > 0); i.e y  x 1
(iii) C = 0. i.e y  x

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Example 12
dy
Find the general solution of the differential equation  y  1 and hence sketch its family
dx
of solution curves.

Solution
dy
 y 1
dx
1
 y  1 dy   dx
ln y 1  x  C
y  1  e x C  Be x
y 1  Bex  Aex
The general solution is y  Ae x 1 where A is an arbitrary constant.
Family of solution curves:
Sketch a minimum of 3 curves for (i) A < 0; (ii) A > 0; and (iii) A = 0.

By means of GC, we can sketch y  Ae x  1 for A =  1, 0, 1.

y
A=1

0
x

–1 A=0

–2

A = −1

4 Modelling Problems to First Order Differential Equations

A given physical or social phenomenon may be translated into a mathematical model in the
form of a differential equation along with some initial conditions. Solving this differential
equation provides a solution to the model.

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Example 13
A rectangular tank has a horizontal base. Water is flowing into the tank at a constant rate, and
flows out at a rate which is proportional to the depth of water in the tank. At time t seconds
the depth of the water in the tank is x metres. If the depth is 0.5 m, it remains at this constant
value. Show that
dx
  k  2 x 1 , where k is a positive constant.
dt

When t = 0, the depth of water in the tank is 0.75 m and is decreasing at a rate of 0.01 ms-1.
Find the time at which the depth of water is 0.55 m.

Solution
Let v and x be the volume and depth of water at time t seconds respectively.
dv
 a  bx , where a is the constant rate of water flowing in and b is a positive constant.
dt
But v = Ax, where A is a fixed base area.
dv
 A
dx

dv dv d x
  (By chain rule)
dt d x dt
dx 1
⇒  ( a  bx )
dt A
dx
When x = 0.5, 0.
dt
a  b (0.5)  0
b  2a

dx 1 a
 ( a  2ax )   ( 2 x 1)
dt A A
dx
  k ( 2 x 1) (shown)
dt

dx
Given t = 0, x = 0.75 and   0.01 .
dt
 k ( 2  0.75 1)   0.01
1
k
50
dx 1
  ( 2 x 1)
dt 50
0.55 1 t1 1
0.75 2x 1 d x  0  50 d t Think!

0.55
Why can we omit the modulus sign after
1  1 1
 2 ln ( 2 x 1)    50 t1  t1  40.2 s performing
 2 x 1 dx ?
0.75

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4.1 The Exponential Growth Model (H2 FM)

One model for the growth of a population is based on the assumption that the population
grows at a rate proportional to the size of the population. This is a reasonable assumption for
a population of bacteria or animals under ideal conditions (unlimited environment, adequate
nutrition, absence of predators, immunity from disease).

If P is the number of individuals in the population (independent variable) at time t (the

independent variable), then the rate of growth of population is
dP
 kP --- (1)
dt
where k is a constant, called the relative growth rate. Equation (1) is sometimes known as
the law of natural growth. Using variable separable,

1
 P dP   k dt
ln P  kt  C
P  ekt C  eC  ekt
P  Aekt , where A ( eC ) is an arbitrary constant.

Example 14
A bacteria culture is known to grow at a rate proportional to the amount present. If it is found
that the number doubles in 4 hours, how many times more of bacteria may be expected at the
end of 12 hours?

Solution
Let x denotes the number of bacteria present at time t hours. Then
dx
 kx
dt
General solution of natural growth differential equation is x  Aekt

Let x = x0 at time t = 0. Substituting into the solution,

x0  Ae k (0) ⇒ A = x0
Hence, x  x0e kt
Given that at time t = 4, x  2 x0 ,
2 x0  x0e4k
1
k   ln 2
4
t ln 2
Thus x  x0 e 4
12ln 2
When t = 12, x  x0 e 4  8 x0

Hence, it is expected that there are 8 times more bacteria than the original at the end of 12
hours.

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4.2 The Logistic Model (H2 FM)

A population often increases exponentially in its early stages but levels off eventually and
approaches its carrying capacity because of limited resources. If P(t) is the size of the
population at time t, we assume that
dP
kP if P is small
dt
This says that the growth rate is initially close to being proportional to size. In other words,
the relative growth rate is almost constant when the population is small. But if we also want
to model the fact that the relative growth rate decreases as the population P increases and
becomes negative if P ever exceeds its carrying capacity M, the maximum population that
the environment is capable of sustaining in the long run. A simple expression for the relative
P
growth rate that incorporates these assumptions is to include the factor 1 to give
M
dP P
kP 1
dt M

This is the Logistic differential equation model for population growth.

P
From the equation above, we observe that if P is small compared with M, then is close to
M
dP
0 and so kP . However, if P M (the population approaches its carrying capacity),
dt
P dP
then 1 , so 0.
M dt
We can also deduce information about whether solutions increase or decrease.
P dP
If the population P is such that 0 P M , then <1 0 and the population
M dt
increases.
P dP
But if the population exceeds the carrying capacity ( P M ), then >1 0 and the
M dt
population decreases.

The logistic equation is separable and can be solved explicitly as follows:

dP P kP( M P)
kP 1
dt M M
M
 P(M  P) dP   kdt
1 1 
    dP   kdt
P M P
 ln P  ln M  P  kt  C
M P
 ln  kt  C
P

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M P
  e kt C
P
M P
  Ae kt where A  eC …(1)
P
M
  1  Ae  kt
P
P 1
 
M 1  Ae  kt
M
P
1  Ae  kt
Taking initial population to be P0 , we can find the value of A by considering P  P0 when t =
0 in equation (1) above.
M  P0
i.e.  Ae0  A
P0
Thus the solution to the logistic equation is
M M  P0
P(t )   kt
where A 
1  Ae P0
Note: lim P(t )  M
t 

Example 15
The population of the world was about 5.3 billion in 1990. Birth rates in the 1990s ranged
from 35 to 40 million per year and death rates ranged from 15 to 20 million per year. Let’s
assume that the carrying capacity for world population is 100 billion.

(a) Write the logistic differential equation for these data. (Because the initial population
is small compared to the carrying capacity, you can take k to be an estimate of the
initial growth rate.)
(b) Use the logistic model to estimate the world population in the year 2000 and compare
the actual population of 6.1 billion.
(c) Use the logistic model to predict the world population in the years 2100 and 2500.
(d) What are your predictions if the carrying capacity is 50 billion?

Solution

(a) Initial growth rate

Birth  Death

Population
(40  20) 106

5.3  109
1

265

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1
Since initial population is small compared to the carrying capacity, k  .
265
Given M = 100,
1 dP 1  P 
 1  
P d t 265  100 
dP 1  P 
  P 1   (P in billions)
d t 265  100 
General solution of the logistic equation:
M
P t

1  Ae 265

At t = 0, P = 5.3
100
A  1  17.8679
5.3
M
P 1
 t
1  17.8679e 265

(b) In the year 2000, t = 10, P(10) = 5.49 billion.

Since the actual population in 2000 was 6.1 billion, the estimated value is 10% less
than the actual population. Since the carrying capacity is still very large in
comparison to the actual population, there should not be much impact in terms of
resources available to support the population.

(c) In the year 2100, t = 110, P(110) = 7.81 billion

In the year 2500, t = 510, P(510) = 27.72 billion

50
(d) If the carrying capacity was 50 billion, then P  1
 t
1  8.4340e 256

In the year 2000, estimated population = 5.48 billion.

In the year 2100, estimated population = 7.61 billion.
In the year 2500, estimated population = 22.41 billion.

Example 16: Comparison of the Natural Growth and Logistic Models

The Singapore Department of Statistics released the population trends in Singapore from
1970 to 2014. A study on a suitable model for the median age of Singapore citizens was
conducted to project the ageing rate of our population. The median age of the population
against the number of years after 1965 is tabulated below.

Years, x 5 15 25 35 45 48 49 (Y2014)
Median Age, y 19.5 24.4 29.8 34.0 37.4 38.9 39.3
Tbl 1. Data from Population Trend 2014 (SingStats) Key Demographic Indicators

Based on the relative growth rate of 0.02132 and a carrying capacity of 109.24,

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SRJC Mathematics Department JC1 H2 Chapter 21: First Order Differential Equations

(i) Write down the exponential growth model for this set of data, supposing that the
median age is 17.567 in 1965.
(ii) Find the logistic model for the set of data, using the same initial condition.
(iii) Compare the predicted values with the observed data and comment on the fit.

Solution
(i) The solution to the exponential growth model is given by
y(t) = y0e0.02132x , where y0 is the initial median age.

Since the initial median age is y0 = 17.567, the solution to the exponential growth
model is y =17.567e0.02132x.

M
(ii) The solution to logistic model is y  , where A is a constant, M is the
1  Ae kx
carrying capacity and k is the relative growth rate when x is small.

Substituting M = 109.24, and y = 17.567 when x = 0,

109.24 109.24
17.567   A  1  5.2185
1 A 17.567
109.24
Logistic model: y 
1  5.2185e0.02132 x

(iii) Compute the corresponding values using the 2 models’ equations, we obtain the
table of values below.

X 5 15 25 35 45 48 49
Y 19.5 24.4 29.8 34 37.4 38.9 39.3
y (exp) 19.5439 24.18871 29.9374 37.05233 45.85819 48.88744 49.94103
y (log) 19.19597 22.80566 26.89143 31.4429 36.42399 37.99323 38.52328

The graph below shows the data points plotted against the equation of the 2 models. The red
curve shows the curve given by the exponential growth model and the blue curve shows the
curve given by the logistic growth model.

60

50

40

30

20

10

5 15 25 35 45 55

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SRJC Mathematics Department JC1 H2 Chapter 21: First Order Differential Equations

Notice that the exponential growth model approximates the initial data very well, but diverge
away from the data points as the number of years increases. The logistic growth model shows
a curve that approximates closer to the set of data points, although several data points are not
close to the logistic model.

The data points do present a trend that suggests that a curve modeled by the logistic model is
more appropriate. It is possible to improve the model when the carrying capacity and relative
growth rate takes a different value.

Example 17
Biologists stocked a lake with 400 fish and estimated the carrying capacity (the maximal
population for the fish of that species in that lake) to be 10,000. The number of fish tripled in
the first year.
(a) Assuming that the size of the fish population satisfies the logistic equations, find an
expression for the size of the population after t years.
(b) How long will it take for the population to increase to 5000?

Solution
(a) Logistic Differential Equation is
dP  P
 kP  1  
dt  M
M M  Po
Its solution is P(t )   kt
, where A 
1  Ae Po
Substitute M = 10000 and Po = 400 into A:
10000  400
A  24
400
Substitute M = 10000 and A= 24 into P(t),
10000
P(t )  ,
1  24e kt
given that the population tripled after first year. Therefor
P(1)  3  Po  3  400  1200
Using P(1)  1200 , we have
10000
1200 
1  24e  k (1)
25
1  24e  k (1) 
3
11
e k 
36
Therefore,
10000
P(t )  t
,
 11 
1  24  
 36 
10000  11   1 
(b) 5000  ⇒ t ln    ln   ⇒ t  2.68 years
 36   24 
t
 11 
1  24  
 36 

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