First-Order Differential Equations

A first-order differential equation is a type of differential equation involving the variable \( x \), an unknown function \( y = f(x) \), and its first derivative \( y' = f'(x) \): $$ F(x, y, y') = 0 $$ In standard form, it can be rewritten as: $$ y' = G(x, y) $$

The goal is to determine the function \( y = f(x) \).

Solving such equations means finding a function \( f(x) \) whose derivative satisfies the equation.

A Practical Example

Consider the following first-order differential equation:

$$ F(x, y, y') = 0 $$

We're given the expression for the derivative:

$$ y' - 2x = 1 $$

We rewrite it in standard form as:

$$ y' = 1 + 2x $$

Our task is to find a function \( y = f(x) \) whose derivative is \( 1 + 2x \).

To do that, we compute the indefinite integral of \( 1 + 2x \):

$$ f(x) = \int (1 + 2x)\, dx $$

Which can be split as:

$$ f(x) = \int 1\, dx + \int 2x\, dx $$

$$ f(x) = x + x^2 + c $$

This gives us the general solution: a family of functions of the form \( f(x) = x^2 + x + c \).

For simplicity, we can omit the constant \( c \):

$$ f(x) = x^2 + x $$

Note: When a specific value is assigned to the constant \( c \), we obtain a particular solution to the differential equation. For instance: $$ f(x) = x^2 + x + 3 $$

Types of First-Order Differential Equations

First-order differential equations can be grouped into three main categories:

And so on.

 

 
 

Please feel free to point out any errors or typos, or share suggestions to improve these notes. English isn't my first language, so if you notice any mistakes, let me know, and I'll be sure to fix them.

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Differential Equations

First-Order Differential Equations

Second-Order Differential Equations

Higher-Order Linear Equations

Examples and Practice Problems

Theory

Approximate Solutions