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dx = _(x) q(x)dx
x
x
Thus,
(x) y(x) -(x
) y(x
) = _(x) q(x)dx
x
x
or
Example 2 Solve y
i
= 2x -y
Solution
1) Write the differential equation in standard form,
y
i
+y = 2x
2) p(x) = 1 so an integrating factor is p = c
]1dx
= c
x
.
3) Multiplying by the integrating factor:
c
x
y
i
+c
x
y = 2xc
x
Equivalently,
J
Jx
(c
x
y) = 2xc
x
4) Integrating (integration by parts is needed),
c
x
y = 2_xc
x
Jx +k
c
x
y = 2(xc
x
-c
x
) +k
Solve for y:
y(x) = 2x -2 +ke
-x
y(x) =
1
(x)
_(x
) y
+ _(x) q(x)dx
x
x
_
Copyright Rene Barrientos Page 4
The figure below corresponds to the slope field of this differential equation.
Here are some members of the family of solutions:
Compare this graph with the slope field above. The separatrix y = 2x -2, shown as a dotted red line, is a solution of
the equation corresponding to k = u.
Example 3 Solve xy
i
+2y = 1
Solution
1) Write the equation in standard form:
y +
2
x
y =
1
x
The coefficient of y is
2
x
: p(x) =
2
x
2) Find the integrating factor
(x) = c
](2x)dx
= c
2In|x|
= x
2
3) Multiply the equation is step 1) by p(x)
x
2
y +x
2
2
x
y = x
2
1
x
|multiplying by p]
x
2
y +2xy = x |simplifying]
J
Jx
(x
2
y) = x |iewiting]
[ verify that
d
dx
(x
2
y) = x
2
y
i
+2xy ]
-2 -1 0 1 2
-2
-1
0
1
2
-3 -2 -1 1 2 3
-3
-2
-1
1
2
3
y
i
= 2x -y
Field corresponding to
y = 2x -2
Copyright Rene Barrientos Page 5
4) integrate:
x
2
y = _x Jx +c =
x
2
2
+c
Solve for y:
y =
1
2
+
c
x
2
Done! A quick substitution into the original equation verifies that this function is a solution:
x [
1
2
+
c
x
2
i
+2[
1
2
+
c
x
2
= 1
Example 4 Solve y
i
+2xy = x
3
Solution
This equation is already in standard form, and p = c
x
2
is an integrating factor. Multiplying the equation
by this factor:
c
x
2
y
i
+c
x
2
2xy = c
x
2
x
3
which is equivalent to
J
Jx
(c
x
2
y) = c
x
2
x
3
Integrating:
c
x
2
y = _x
3
c
x
2
Jx +c
To evaluate this integral, we can use a table or use integration by parts. Using the latter,
_x
3
c
x
2
Jx =
1
2
_x
2
c
x
2
2x Jx
let u = x
2
anu du = e
x
2
2xdx
Then
du = 2xdx u = e
x
2
Thus,
_x
3
c
x
2
Jx =
1
2
_x
2
c
x
2
2x Jx =
1
2
_x
2
c
x
2
-_c
x
2
2xJx ]
=
1
2
(x
2
c
x
2
-c
x
2
)
Finally we have our solution:
c
x
2
y =
1
2
(x
2
c
x
2
-c
x
2
) +c
Solving for y
y =
1
2
(x
2
-1) +ce
-x
2
Example 5 Solve y
i
= 1 +x +y +xy, y(u) = u
Solution
First write the equation in standard form:
y
i
-(x +1)y = x +1, y(u) = u
An integrating factor of this equations is
p = c
-](x+1)dx
= c
-_
x
2
2
+x]
It is more convenient to write = exp[-
x
2
2
-x because of the complexity of the argument -
x
2
2
-x.
Copyright Rene Barrientos Page 6
Thus,
J
Jx
_exp_-
x
2
2
-x_y_ = exp_-
x
2
2
-x_(x +1)
Integrating,
exp _-
x
2
2
-x_y = _exp_-
x
2
2
-x_(x +1) Jx +c
Let u = -
x
2
2
-x. Then du = (-x -1)dx = -(x +1)dx so the integral is straightforward:
exp_-
x
2
2
-x_y = -_exp(u) Ju +c = -exp(u) +c
Hence,
exp_-
x
2
2
-x_y = -exp _-
x
2
2
-x_ +c
Solving for y:
y(x) = -1 +c exp_
x
2
2
+x_
Applying the initial condition y(u) = u gives us c = 1. Therefore,
y(x) = -1 +exp_
x
2
2
+x_
Example 6 Solve
dP
dt
-2tP = P +4t +2
Solution
Writing the equation in standard form:
JP
Jt
-(2t +1)P = 4t +2
An integrating factor is
c
-](2t+1)dt
= e
-(t
2
+t)
Multiplying by this integrating factor:
(c
-(t
2
+t)
)
JP
Jt
-(c
-(t
2
+t)
)(2t +1)P = (c
-(t
2
+t)
)(4t +2)
Thus,
J
Jt
|c
-(t
2
+t)
P] = c
-(t
2
+t)
(4t +2)
Integrating,
c
-(t
2
+t)
P = _c
-(t
2
+t)
(4t +2)Jt +c
= 2_c
-(t
2
+t)
(2t +1)Jt +c
Evaluating the integral
1
c
-(t
2
+t)
P = -2c
-(t
2
+t)
+c
Solving for P,
P(t) = c e
t
2
+t
-2
Example 7 Solve the IVP 4
d
dt
+8y = Suexp (-1ut); y(u) = 4u
1
To evaluate ]c
-(t
2
+t)
(2t +1)Jt, let u = (t
2
+t). Then Ju = (2t +1)Jt and the integral is of the form ]c
-u
Ju =
-c
-u
Copyright Rene Barrientos Page 7
Solution
The equation in standard form is:
Jy
Jt
+2y =
2S
2
exp (-1ut); y(u) = 4u
Note: as stated earlier, exp(-1ut) = c
-10t
.
An integrating factor of the differential equation is
p = c
]2dt
= c
2t
Applying the integrating factor,
c
2t
Jy
Jt
+2c
2t
y =
2S
2
c
-10t
c
2t
Thus,
J
Jt
(c
2t
y) =
2S
2
c
-8t
We are ready to integrate, but we have a choice; this is an initial value problem, therefore, we either
integrate and then find the arbitrary constant, or we use a definite integral to dispense with that extra step.
Method I: (Use the indefinite integral and then apply the initial conditions)
c
2t
y =
2S
2
_c
- 8t
Jt +c
c
2t
y(t) = -
2S
16
c
- 8t
+c
Apply y(u) = 4u to obtain c = 66S16. Thus,
c
2t
y(t) = -
2S
16
c
- 8t
+
66S
16
Solving for y:
y(t) =
5
1
(133e
-2t
-5e
-1t
)
Method II: (Use the definite integral)
_
J
Js
|c
2s
y(s)
t
0
]Js = _
2S
2
c
- 8s
t
0
Js
Integrating,
c
2t
y(t) -y(u) = -
2S
16
(c
- 8t
-1)
Since y(u) = 4u,
c
2t
y(t) = -
2S
16
c
- 8t
+
66S
16
Hence
y(t) =
5
1
(133e
-2t
-5e
-1t
)
Example 8 Solve the IVP 4tJz -(2t
2
-z)Jt = u; t(1) = S
Solution
Since this equation is given in differential form, we must first decide which variable represents the
independent variable and which one is the dependent. The presence of t
2
tells us immediately that t
cannot be the dependent variable if we are interested in viewing this as a linear equation. Thus, we
choose t to be the independent variable. Then by default z is the dependent variable and the equation can
be written as
4t
Jz
Jt
-(2t
2
-z) = u; t(1) = S |Ji:iJing by Jt]
Copyright Rene Barrientos Page 8
Thus, the general form of the equation is
4t
Jz
Jt
+z = 2t
2
; t(1) = S
You might object to the choice of initial condition; does it not look backwards? But all this condition
says is that the integral curve that we are interested in is the one that has the property that t = 5 when
z = 1, that is, the solution curve contains the point (S,1) in the tz plane.
With this in mind we proceed to put the equation in standard form:
Jz
Jt
+
1
4t
z =
t
2
; z(S) = 1
So that p(t) =
1
4t
and an integrating factor is
p(t) = c
][
1
4t
dt
= |t|
14
Note 1: t = u is a singularity of this equation since o
1
(u) = u. Thus, we need avoid intervals containing
the origin.
Note 2: since we are working with initial conditions specified at t = S, we can assume we are working on
an interval in whicht > u, say (0,), and dispense with the absolute value. Thus, we can take p(t) =
t
14
is our integrating factor. Then,
t
14
Jz
Jt
+t
14
1
4t
z = t
14
t
2
; z(S) = 1
Simplifying
t
14
Jz
Jt
+
1
4
t
-34
z =
1
2
t
54
; z(S) = 1
Hence,
J
Jt
(t
14
z) =
1
2
t
54
; z(S) = 1
Integrating,
t
14
z = _
1
2
t
54
Jt +c; z(S) = 1
t
14
z =
1
2
4
9
t
94
+c; z(S) = 1
z =
2
9
t
2
+ct
-14
; t(1) = S
Applying the initial condition,
1 =
2
9
S
2
+c S
-14
=c = -S
14
[
41
9
Substituting for c:
z =
2
9
t
2
-S
14
_
41
9
] t
-14
z(t) =
2
9
t
2
-
41
9
_
5
t
]
1
4
Using the definite integral reduces the amount of work by a few steps. Starting with
J
Jt
(t
14
z) =
1
2
t
54
; z(S) = 1
integrate from the point (S,1) on the t-z plane to some arbitrary point (t, z):
_ _r
1
4
z(r)]
i t
5
Jr =
1
2
_ r
54
t
5
Jr
Copyright Rene Barrientos Page 9
t
1
4
z(t) -S
1
4
z(S) =
1
2
4
9
r
94
|
5
t
t
1
4
z(t) -S
1
4
=
2
9
(t
94
-S
94
)
=
2
9
t
94
-
2
9
S
94
t
1
4
z(t) =
2
9
t
94
-S
1
4
41
9
z(t) =
2
9
t
2
-
41
9
_
5
t
]
1
4
Example 9 Find a solution of the equation
d
dx
= 1(y +x)
Solution
If we take y to be the independent variable, then this equation is not linear. However, there is nothing
special about the variable y and in fact we learn in calculus that
dx
dy
=
1
dydx
provided that JyJx = u. Thus, the differential equation under consideration may be written as
Jx
Jy
= y +x
which is a linear differential equation whose dependent variable is x. Writing it in standard form,
Jx
Jy
-x = y
An integrating factor is p(y) = c
](-1)d
= c
-
. Thus,
c
-
Jx
Jy
-c
-
x = c
-
y
or
J
Jy
(xc
-
) = c
-
y
Integrating,
xc
-
= _c
-
y Jy +c
Integration by parts gives us
xc
-
= -yc
-
-c
-
+c
Solving for x(y),
x(y) = ce
y
-(y +1)
Applications
Newtons Second Law
Newtons Second Law allows us to model motion if all the forces acting on a particle or system of particles are
know. It states:
JP
Jt
= F
cxt
where P the momentum of the center of mass of the system and F
cxt
the vector sum of all external forces acting
on the system. Momentum is defined by
P = Hu
Copyright Rene Barrientos Page 10
where H is the mass of the particle or total mass of the system and u the velocity of its center of mass. In most
applications H is constant so Newtons Second Law becomes
H
Ju
Jt
= F
cxt
Furthermore, if we are dealing with a single particle we usually use m instead of H.
Example 10 A 2-Kg object is projected upwards from ground level with a initial velocity of u
0
= 1uj (m/sec) in
a medium which produces a resistive force (drag) given by D = -1.Su. Find (a) the velocity of the object at time
t, and (b) the time it takes to get to the top of its flight and its maximum altitude.
Solution
We refer to the following figure:
At any time t, Newtons Second Law tells us that
m
Ju
Jt
= g +D
Let u(t) = :(t)j. Substituting,
2
J:
Jt
j = -2gj -1.S:(t)j
Using g = 1u ms
2
as an approximation and equating components,
2
J:
Jt
= -2u -1.S:(t)
Hence, the differential equation that governs the velocity function of this object is
J:
Jt
= -1u -
S
4
:(t) ; :(u) = 1u
This is a first order linear equation and it is also separable, but we will solve it using an integrating
factor. Writing it in standard form,
J:
Jt
+
S
4
: = -1u; :(u) = 1u
This equation has the integrating factor p = c
3t4
. Hence,
J
Jt
[c
3t4
:(t) = -1uc
3t4
Integrating from u to some later time t,
_
J
Jr
[c
34
:(r) Jr
t
0
= -1u_ c
34
t
0
Jr
Hence,
c
3t4
:(t) -:(u) = -1u
4
S
(c
3t4
-1)
Solving for :(t),
:(t) =
1u
S
(7c
-3t4
-4)
j
u(t)
D = -1.Su g = -mgj
m = 2
View when the object is
moving up
Copyright Rene Barrientos Page 11
(a) The velocity vector is given by
u(t) =
1u
S
(7c
-3t4
-4) j
(b) The object attains its highest point on its trajectory when u(t) = , that is, when
1u
S
(7c
-3t4
-4) = u
Solving for t,
t = -
4
S
ln(47) = u.7S sec
To find how high it goes, we must find its position function:
y(t) = y
0
+_ :(s)
t
0
Js
= u +_ _
1u
S
(7c
-3t4
-4)_
t
0
Js
=
1u
S
_ (7c
-3s4
-4)
t
0
Js
=
1u
S
_
28
S
-_
28
S
c
-
3t
4
+4t]_
The maximum altitude is reached when t = u.7S sec,
y(u.7S) =
1u
S
_
28
S
-_
28
S
c
-0.5625
+S]_
= S.S8 m
The mass reaches a maximum altitude of approximately S.S8 meters above ground.
Mixture Problems
Mixture problems are also called compartmental analysis problems and involve, as the name implies, mixtures.
Example 11 (an application) A large tank contains a 1S-liter mixture in which1u giams of salt are dissolved.
Salt water of concentration SS gmL enters the tank at a rate of 1 L/min and is quickly mixed. The mixture leaves
the tank at rate of 2 Lmin. (a) How long does it take for the tank to be completely empty? (b) Find the salinity
(measured by the amount of salt per liter of mixture) of the tank at t = S min.
Solution
First we need to derive a mathematical model of how the amount of salt (or whatever chemical is being
considered) changes in the mixture. Let o(t) be the amount of salt in the mixture at time t and let :(t) be
the volume of this mixture.
We can summarize the given information in the following figure:
Salt water of concentration
SS gmL goes in at a rate
of 1 Lmin
Mixture comes out at a
rate of 2 Lmin
Initially: 1S L,
1u gm. of salt
Copyright Rene Barrientos Page 12
The rate at which salt enters or leaves the mixture is given by
rate of salt entering or leaving = rate of mixture entering or leaving the tank the concentration of
the mixture.
If we assume that the mixture is well stirred at all times so that there are no significant variations in
concentration, it is reasonable to assume that the rate at which the amount of salt changes is given by the
conservation equation
2
Jo
Jt
= rate u xa|t |n -rate u xa|t uut
rate xa|t |n = 1
||ter
m|n
35
gm
||ter
= 35
L
m|n
Similarly,
rate of salt out = rate of mixture coming out times the concentration of the mixture
The problem here is that we do not know the concentration of the mixture leaving the tank because in
general it is changing all the time. What we do know is that it is given by the quotient of the amount of
salt per volume of mixture:
c(t) =
a(t)
u(t)
Thus, if we know the volume :(t)of solution in the tank present at any time t, we can obtain an expression
for the concentration of the mixture coming out. We can write a formula for this volume as a function of
timet:
where u
o(t)
1S -t
litcr
min
Since the initial amount of salt in the mixture is 1u gm, we have the following initial value problem:
da
dt
= 35 -2
a(t)
15 -t
; a() = 1
We are ready to calculate:
(a) from the volume equation, the tank will be empty when :(t) = u, that is, when t = 15 mtn.
2
It is called a conservation equation because is presumes that what goes in must come out.
concentration rate
u(t) = u
+(r
|n
-r
uut
) t
Copyright Rene Barrientos Page 13
(b) To answer the second question, we solve the initial value problem.
Writing it in standard form:
Jo
Jt
+
2
1S -t
o(t) = SS ; A(u) = 1u (o)
An integrating factor for this equation is
p = c
]
2
15-t
dt
= c
-2]
-1
15-t
dt
= c
-2In(15-t)
= (1S -t)
-2
Multiplying (a) by the I.F.
(1S -t)
-2
Jo
Jt
+2(1S -t)
-3
o(t) = SS(1S -t)
-2
Thus,
J
Jt
((1S -t)
-2
o(t)) = SS(1S -t)
-2
Integrating,
_
J
Jr
((1S -r)
-2
o(r))
t
0
Jr = _ SS(1S -r)
-2
t
0
Jr
(1S -t)
-2
o(t) -(1S)
-2
o(u) = SS_ (1S -r)
-2
t
0
Jr
or
(1S -t)
-2
o(t) -
1u
22S
= -SS_ (1S -r)
-2
t
0
(-1)Jr
(1S -t)
-2
o(t) =
2
4S
+SS_
1
1S -t
-
1
1S
_
Solving o(t),
a(t) = 35(15 -t) -
13
45
(15 -t)
2
At t = S, o(S) = 9u.4 gm and :(S) = 12 L. the salinity is approximately 7.53gm/L.
Example 12 (three fluxes) A large tank containing 21u liters of pure water receives a chemical mixture containing
a solvent of concentration 2u% by volume at a rate of five L/min. The mixture is well stirred and delivered to two
tanks, tank A and tank B, at rates of S L/min and 4 L/min, respectively . Determine the amount of solvent in the
large tank when its volume is 100 L.
Solution
Let o(t) be the amount of solvent (in liters) in the large tank at time t and let :(t) be the its volume.
We can summarize the given information in the following figure:
2u% solvent mixture is
delivered at a rate of S Lmin
Initially: 21u L,
pure water so
o(u) = u
mixture is delivered into
tank A at a rate of S Lmin
mixture is delivered into
tank B at a rate of 4 Lmin
Tank A
Tank B
Copyright Rene Barrientos Page 14
The volume in the original tank is given by
:(t) = 21u -7t
Jo
Jt
= rotc o sol:cnt in -rotc o sol:cnt out
= S (u.2u) -_S
o(t)
21u -7t
+4
o(t)
21u -7t
_
Hence,
Jo
Jt
= S (u.2u) -
7
21u -7t
o(t); o(u) = u
Simplifying and rewriting the equation in standard form,
Jo
Jt
+
1
Su -t
o(t) = 1; o(u) = u
Using p = c
-In(30-t)
= (Su -t)
-1
as an integrating factor,
J
Jt
|(Su -t)
-1
o(t)] = (Su -t)
-1
Integrating,
(Su -t)
-1
o(t) -(Su -u)
-1
o(u) = _
1
Su -u
t
0
Ju
Since o(u) = u, solving for o(t):
o(t) = (Su -t) _
1
Su -u
t
0
Ju
When the volume of the large tank is 100 L, :(t) = 21u -7t = 1uu L. Hence, t = 1S.71 min. At this
time,
o(1S.71) = (Su -1S.71) _
1
Su -u
15.71
0
Ju
Evaluating the definite integral and performing the indicated operations results in a(15. 71) = 1. 59 L.
Exercise 1The graph of o(t) is shown below. Use it to guide you in establishing lim
t-30
- o(t).
Exercise 2 It is clear from the graph that o(t) attains a maximum value sometime in the neighborhood of t = Su.
Find the exact time and exact value of this maximum.
Example 13 (Environmental Science) A lake with an average capacity of one trillion gallons receives 100 million
gallons of water from tributaries and rains every year and supplies an equal amount to local communities also on a
yearly basis. A manufacturing company plans to operate a plant nearby and wants to utilize water from the lake
5 10 15 20 25 30
2
4
6
8
10
Copyright Rene Barrientos Page 15
for its operation. As part of the agreement with the local water authority, it proposes to use one million gallons
every year and return the same amount of water to the lake after it has been treated for contaminants.
A quality control test of a 2u-gallon sample of the returned water during the first month of operation shows that it
contains 0.05% of certain contaminant by volume. The manufacturing company assures the local authority that it
will take the necessary steps to ensure that the pollutant levels in the returned water never exceed this value and
promises to monitor it every three months. Assuming that the company abided by its promise, determine the
levels of contaminant (in gallons) in the lake ten years after the plant begins its operation.
Solution
There are some assumptions that are implicit in this problem. First, such a large lake cannot be quickly
stirred so a more accurate picture would be presented by a delay differential equation, something that
will be studied in more advanced applied math course. We will assume that the lake attains a
homogeneous state within a year period. Secondly, when the water returns to the plant, it does so with
increasing amount of the pollutant. We assume that the filters do what is needed in order to ensure that
the promised value is never exceeded.
We summarize this information as follows:
Let o(t) represent the amount of pollutant in the lake at time t in gallons. Then, the tanks profile looks
like this:
In Out
Rain and tributaries 1uu million galyi u
Plant 1 million galyi 1 million galyi
Community u 1uu million galyi
Amount of pollutant Suu galyi (1 1u
6
)
o(t)
1u
12
+(1uu 1u
6
)
o(t)
1u
12
The conservation equation tells us that
Jo
Jt
= Suu -_
1
1u
6
o(t) +
1uu
1u
6
o(t)] ; o(u) = u
or
Jo
Jt
+
1u1
1u
6
o(t) = Suu ; o(u) = u
This equation has an integrating factor given by p = c
101t1u
6
from which it follows that
J
Jt
[c
101t1u
6
o(t) = Suuc
101t1u
6
Integrating over the interval |u,1u],
pure water enter the lake at
a rate of 1uu million gal. per
year
100 million gallons/year of lake water used
by local communities
Initially: 1 trillion gal
and u gal. of
contaminant
1 million gallons/year of lake water used by
the plant
1 million gallons of 0.05%
contaminated water returned to
the lake per year
Copyright Rene Barrientos Page 16
_
J
Jt
[c
101t1u
6
o(t)
10
0
Jt = Suu _ c
101t1u
6
10
0
Jt
This gives us
c
1011u
S
o(1u) -u =
Suu 1u
6
1u1
(c
1011u
S
-1)
Solving for o(1u),
o(1u) =
Suu 1u
6
1u1
(1 -c
-1011u
S
) = 4997. 48 gal
In a one-trillion gallon lake, this constitutes a very small quantity indeed (about S parts per billion).
However, it is interesting to observe, however, that the pollution function is given by
a(t) =
5 1
11
(1 -e
-11t1
)
and its graph looks like this:
Observe that the limiting value of this function is
51
11
= 4, 95, 495. 5 gal. The good news is that it will not
happen for at least 2S,uuu years!
Obviously the lake will far outlive our fictitious firm. However, there are geological processes for which 2S,uuu
years are like a blink of an eye and extreme changes can take place within that time span as a consequence of
chemical processes that appear insignificant in the short term.
5000 10000 15000 20000 25000
110
6
210
6
310
6
410
6