1.

Definition of First-Order Differential Equations

 A first-order differential equation is an equation that involves the first derivative of a

function but no higher derivatives.
 General form:

2. Types of First-Order Differential Equations

 Separable Differential Equations

 Linear Differential Equations
 Exact Differential Equations
 Homogeneous Differential Equations

3. Methods of Solving First-Order Differential Equations

 Separation of Variables: Used when the differential equation is separable.

 Integrating Factor Method: Applied for linear differential equations.
 Substitution Methods: Useful for homogeneous and certain other types.
 Exact Equations and Integrating Factors: For exact equations, or equations made exact
with an integrating factor.

4. Applications of First-Order Differential Equations

 Population Dynamics: Modeling population growth or decay, often using the

exponential growth/decay model.
 Physics Applications: Motion with resistance (e.g., velocity of a falling object under air
resistance), cooling/heating laws (Newton’s Law of Cooling), or radioactive decay.
 Economics: Modeling changes in investment growth or interest accumulation.
 Chemistry and Biology: Reaction rates in chemical kinetics, or growth rates of bacterial
colonies.
 Engineering: Modeling electric circuits, particularly RC circuits where the rate of change
of current or charge can be described by first-order differential equations.

Population dynamics is a classic application of first-order differential equations, often modeled

using equations that describe how a population grows or shrinks over time. Here are a couple of
common models and examples:

1. Population growth Problem

 This model is used when a population grows at a rate proportional to its current size,
typically in an environment with unlimited resources.
dP dP
dt
= kP where:
dt
= rate of change of population

P = number of inhabitants at any time t

k = constant of proportionality

Example 1.

The population of a country doubles in 50 years. How many years will it be five times as
much.? Assume that the rate of increase is proportional to the number of inhabitants.

Given : when t = 0, P = P0
t = 50, P = 2P0

Required : t = ? when P = 5P0

Solution : Let P = number of population

dP
= kP
dt

By separation of variables

dP
= kdt
P
Integrating both sides

ln P = kt + c general equation

To find c use the initial condition when t = 0 and P = P0

ln P = kt + c
ln P0 = k(0) + c, c = ln P0

To solve for k use second condition : when t = 50 years P= 2P0

` ln P = kt + c
ln 2P0 = k(50) + ln P0

ln 2P0 – ln P0 = 50k

k = 0.01386

Using the final condition : t= ? when P = 5P0

 ln 5P0 = kt + ln P0
ln 5P0 – ln P0 = 0.01386t

ln 5
t = 0.01386

t = 116 years

Example 2.

The rate of change of the male population of a particular barangay is proportional

to the male population at any time . If the present male population of the barangay is
30,000 and ten (10) years ago, there were 20,000 males in the barangay, when will the
population its present count. How many males were there 4 years ago.

Given : Let P = male population of the barangay at any instant

When t = 0, P= P0 = 30,000
t = -10 years P = 20,000

Required : t = ? when P = 2P0 = 2 (30,000) = 60,000

P = ? when t = - 4 years

Solution :
dP
= kP
dt

By separation of variables

dP
= kdt
P
Integrating both sides

ln P = kt + c general equation

To find c, substitute the initial condition when t = 0, P = 30,000

ln P = kt + c
ln 30,000 = k(0) + c

c = ln 30,000

To find k, substitute the second condition when t = -10, P = 20,000

 ln P = kt + c
ln P = -10k + c
Exponentiating :

P = ce-10k
20,000 = 30,000 e-10k

e-10k = 0.667

k = 0.0405

t = ? when P = 2 (30,000) = 60,000

ln P = -10k + c
ln 60,000 = 30,000 ekt

60,000 = 30,000 e0.0405t

t = 17.10 years

Solve the following problems :

1. Suppose a population of bacteria grows at a rate of 5% per hour, and the initial
population size is 1,000. Find the population size after 10 hours.

2. Suppose a fish population in a lake has a carrying capacity of 10,000, a growth rate of
k=0.1, and an initial population of 1,000. Find the population after 20 years.

2. Continuous Compound Interest

The concept of applying differential equations to economics is fundamental

in modeling financial growth, particularly in continuous compounding of interest.
Continuous compounding ensures that interest is added to the principal at every moment
in time, leading to an exponential growth model described by a first-order differential
equation.

Key Concepts in Continuous Compound Interest

1. Formula for Continuous Compounding: The value of an investment under continuous

compounding is modeled as:
 dA
dt
= rA

Where:

o A =The amount of money (principal plus accumulated interest) at time t

o r = The annual interest rate (as a decimal),
o t = Time in years.

This is a first-order linear differential equation, where the rate of change of A is

proportional to the current amount A

2. Solution: To solve the differential equation:

dA
= rA
dt

dA
Separating the variable we have = rdt
A

Integrate both sides: ln A = rt + c

Solving for A, we get: A= Aoert

Where : Ao = ec is the initial principal (the amount of money at t=0).

3. Exponential Growth: The solution, A= Aoert illustrates that the amount grows
exponentially over time, with the growth rate determined by r.

Application to Economics

1. Future value investments

Example 1: Suppose you invest P 5,000 at an annual interest of 3% compounded

continuously, how much is P5,000 worth in 10 years?

Given : t = 0, A0 = P5,000 , r = 3%

Required : when t = 10 years, A = ?

dA
Solution: = rA
dt
 dA
Separating the variable we have = rdt
A

Integrate both sides: ln A = rt + c

Exponentiating: A= Aoert

Substitute all the condition:

A = 5,000e.03(10)

A = 6, 749.30

2. Doubling the time

The time it takes for an investment to double under continuous compounding can be
found by solving:

A = 2A0

Substituting to A= Aoert

2 = ert

Taking the natural logarithm

ln 2
t=
r

Example 2. You invest $2,000 in an account with a continuous compounding rate of 6%

per year. How long will it take for your investment to double?

Given : Initial amount A0 = 2,000

Targeted Amount A = 2A0 = 4,000

Interest rate r = 0.06

Required: t=? when A= 2A0 = 4,000

Solution : Using the formula A= Aoert

4,000 = 2,000e0.06(t)

Divide both sides by 2,000

 2 = e0.06t

Take the natural logarithm both sides:

ln 2 = 0.06 t

ln 2
Solving for t : t= , t = 11.55
0.06

Therefore it will take 11.55 years for your investment to double

3. Present Value in Economics

When considering future cash flows, continuous compounding can also calculate
the present value P of a future amount A, using:

P = Ae-rt

This is widely used in discounted cash flow analysis and valuation of

investments.

Example 3: You are promised $10,000 in 5 years. If the continuous compounding rate is 4%,
what is the present value of this amount?

Given : Future amount A=10000,

Time t=5
Interest rate r=0.04
Required : present value P
Solution : The present P is given by
P = Ae-rt
Substituting the values:

P = 10,000e-(0.04)(5)

P = 10,000e-0.2

P = 8,187

Therefore The present value of $10,000 in 5 years is approximately P 8,187.

 r
For Annual compounding : A = A0 ( 1 + )n-t
n

Where n = 1

Solve the following problems

1. You invest $1,500, and after 8 years, it grows to $2,500 under

continuous compounding. What is the interest rate?

2. You deposit $2,000 in a savings account for 5 years. Compare the

amount earned if the interest rate is 4% compounded annually
versus continuously.

3. Radioactive decay Problems

Radioactive decay is a natural process where unstable substances lose energy by emitting
radiation. The rate of decay is proportional to the number of radioactive substance present at any
given time. This behavior is modeled using a first-order differential equation, which provides
a mathematical framework to describe how the quantity of a radioactive substance decreases
over time.

Key Concepts

1. Rate of Decay: The rate of change of the quantity of a substance (Q), the number of
radioactive substance at time t, is proportional to Q.

dQ
= - kQ
dt

where:

dQ
o = rate of change of the substance
dt
o Q = amount of the substance present at any time t
o k = constant of proportionality
o The negative sign indicates that Q is decreasing.
 2. Solution: To solve this differential equation, we separate variables:

dQ
= - kQ
dt

dQ = -kQdt

Separate the variable

dQ
= -kdt
Q

Integrate both sides:

lnQ = kt + c

Exponentiate to remove the logarithm:

Q = Q0e-kt

where: Q0 = the initial quantity of the radioactive substance at t = 0

e-kt = exponential decay factor

3. Half-Life: The half-life (t1/2 )is the time it takes for half of the substance to decay. It is related
to the decay constant by:

ln 2
(t1/2 ) =
k

Applications

The model Q = Q0e-kt can be used to:

1. Predict the remaining quantity of a radioactive substance after a given time.

2. Determine the age of materials using radioactive dating (e.g., carbon dating).
3. Calculate decay rates for safety in handling radioactive materials.

Example 1:
 Radium decomposes at a rate proportional to the amount at any instant. In 100
years, 100mg of radium decomposes to 96mg. How many mg. will be left after 100
years?

Given : Let Q = amount of substance present

t = 0 , Q0 = 100mg

t = 100 Q = 96 mg

Required : t = 100 +100 =200, Q=?

Solution : when t =0, Q =100mg

dQ dQ
= - kQ, = -kdt
dt Q
Integrating:

ln Q = kt + c

ln 100 = k(0) + c

c = ln 100 = 4.60517

when t = 100, Q = 96mg

ln Q = kt + c

ln 96 = k(100) + 4.60517

k = 0.0004082
when t = 200 , Q =?

ln Q = kt + c

ln Q = - 0.0004082 (200) + 4.60517

Q = 92.16 mg.

Example 2: Radium decomposes at the rate proportional to the quantity of radium

present. Suppose that it is found that in 25 years approximately
1.1% of a certain quantity of radium has decomposed. Determine
approximately how long it will take for one half the original amount of radium to
decompose.
Given : Let Q = be the amount of radium present

dQ
= - kQ
dt

t = 0 , Q0 =100% or 1

t = 25 years Q = 100 – 1.1%

Required : t = ? when Q = 50% = 0.5

Solution :

dQ
= - kQ
dt

dQ
= -kdt
Q

ln Q = kt + c

when t=0, Q = 1

ln Q = kt + c
ln 1 = k(0) + c

c = ln 1 = 0

To find k consider, t = 25

Q = 100 – 1.1
Q = 98.9%
Q = 0.989
ln (0.989) = 25k + 0
- 0.011 = 25k +0

−0.011
25k =
25

k = - 0.0004

To find the particular solution

ln 2
(t1/2 ) = k
 ln 2
t0.50 = −0.0004

t = 1,732.8 years

Solve the following problems

1. A radioactive isotope initially weighs 50 g. If its half-life is 3 years, how long will it take for
the sample to decay to 12.5g?
2. Radium decomposes at a rate proportional to the amount present. If half of the original amount
disappears after 1000 years, what is the percentage lost in 100 years.

4. Flow- Mixing Problems

Flow mixing problems involve the mixing of substances (e.g., salt, pollutants, chemicals)
in a liquid flowing into and out of a tank. These scenarios are often modeled using first-order
differential equations, as the rate of change of the substance in the tank depends on the rates of
inflow, outflow, and the concentration of the substance.

Key Concepts

1. Rate of Change of Substance: The rate of change of the amount of a substance S(t) in
the tank is determined by:

dS
dt ¿ =Rate of inflow−Rate of outflow
¿

where:

o S(t): The amount of the substance in the tank at time t

o The inflow and outflow rates depend on the flow rates and concentrations of the
substance in the inflow and the tank.
o
2. Inflow Rate: If the liquid enters the tank at a flow rate Rin (e.g., liters per minute) and
the concentration of the substance in the inflow is Cin(e.g., grams per liter), the rate of
inflow of the substance is:

Rate of inflow=Rin⋅Cin
 3. Outflow Rate: If the liquid exits the tank at a flow rate Rout and the concentration of the
S (t)
substance in the tank is (where V is the volume of liquid in the tank), the rate of
V
outflow of the substance is:

S (t )
Rate of outflow=Rout⋅
V

4. First-Order Differential Equation: Combining the inflow and outflow rates, the change
in the amount of the substance over time is modeled as:

dS S (t )
= Rin x Cin - Rout⋅
dt V

5. Steady-State: In some cases, the system may reach a steady-state condition where the
inflow rate equals the outflow rate, resulting in no change in the amount of the substance
dS
( ¿=0)
dt ¿

Example 1

A tank contains 1000 liters of a solution consisting of 100kg of salt dissolved in water.
Pure water is pumped into the tank at the rate of 5 liters/sec and the mixture kept uniform by
stirring is pumped out at the same rate. How long will it be until only 10kg. of salt remains in
the tank.

Given:

ri =5lit/sec Vt = 1000 Li
ci = o S = 100 kg
t=0

r0 = 5 lit/sec
Required : t=? when S = 10 kg.
Solution :

or
dS S (t )
= Rin x Cin - Rout⋅
dt V
 = rici – r0 ( )
dS s
dt 1000

= 5 (0) – 5 ( )
dS S
dt 1000

=-
dS 5S
dt 1000

=-
dS S
dt 200

Separating the variable

dS 1
=- dt
S 200

Integrating both sides

1
ln S = - t+c
200

Solving for c when t = 0 and S = 100kg

1
ln 100 = - (0) + c
200

c = ln 100

Solving t when S = 10 kg

1
ln S = - t+c
200

Exponentiating
−t
elnS = e 200 +ln 100

−t
S = e 200 . e ln 100

−t
S = 100e 200
 Substitute
−t
10 = 100e 200

t = 460 sec

Solve the following problem

1. A tank contains 80 galloon of pure water. A brine solution with 2 lb/gal of salt enters at
2gal/min, and the well-stirred mixture leaves at the rate of 1.5 gal/min. Find (a) the amount
of salt in the tank at any time (t) and (b.) the time at which the brine leaving the tank will
contain 1lb/gal salt.

2. The initially contain 100 liters of pure water starting at t=0, a brine containing 4kg. of salt per
liter flows into the tank at the rate of 4 liter/min. The mixture is kept uniform by stirring and
the well-stirred mixture flows out at the faster rate of 5 lit/min.
a. How much salt in the tank at the end of 10 min.
b. What is the salt concentration in the tank at the end of 5 min.

5. Newton’s Law of Cooling

Newton's Law of Cooling describes the rate at which the temperature of an object
changes in relation to the temperature of its surroundings. The law states that the rate of
change of the temperature of an object is proportional to the difference between the object's
temperature and the ambient temperature.

This principle is modeled using a first-order differential equation, which is widely used in
physics, engineering, and environmental science.

Key Concepts

1. Statement of Newton's Law of Cooling: If T(t) is the temperature of the object at time t,
and Ts is the constant temperature of the surrounding environment, the rate of change of
the object's temperature is given by:

dT
= - k ( T(t) – Ts)
dt

Where : T(t) = Temperature of the object at time t

 Ts = Ambient temperature (temperature of the surroundings),

k > 0 Cooling constant (depends on the material and the environment),

dT
= Rate of change of the object's temperature with respect to time.
dt

Note : The negative sign indicates that the temperature of the object approaches the
surrounding temperature over time (cooling down if T(t)>Ts, heating up if T(t)<Ts.

2. Solution; To solve the differential equation:

dT
= - k ( T(t) – Ts)
dt

Separating the variable

dT
= - kdt
T ( t )−T s

Integrating both sides

ln /T(t) - Ts/ = -kt + c

Exponentiate to remove the logarithm

T(t) – Ts = ce-kt

Solve for T(t)

T(t) = Ts + ce-kt

Where c is determines by the initial condition. If the initial temperature of the

object at t=0 is T0,

c = T 0 – Ts

The final solution becomes:

T(t) = Ts + (T0 – Ts) e-kt

Example 1

A cup of coffee initially at 90 0C is placed in a room at 20 0C After 5 minutes,

the coffee cools to 700C. Find the cooling constant k and determine the temperature
of the coffee after 10 minutes.
 Given : Initial condition T0 = 900C

Surrounding Temperature Ts = 200C

Temperature at t =5, T(5) = 700C

Solution: The general solution is:

T(t) = Ts + (T0 – Ts) e-kt

Substitute known values to find k

T(5) = 20 + (90-20) e-kt

70 = 20 + 70e-5k

k=0.0673

Find the temperature at t=10

T(10) = 20 + 70e-0.0673(10)

T(10) = 20 + 70(0.51)

T(10) = 55.70C

Example 2

A bowl of soup at 800C is left to cool in a room at 250C. After 10 minutes, the soup’s
temperature is 600C. How long will it take for the soup to cool to 400C?

Given : T0=80 (initial temperature of the soup),

Ts=25 (ambient room temperature),

T(10)=60 (temperature after 10 minutes).

Required : t =? When T = 400C

Solution :
 To solve for k (cooling constant) substitute the known values

T(t) = Ts + (T0 – Ts) e-kt

T(10) = 25 + (80 – 25) e-k(10)

60 = 25 + 55e-10k

35 = 55e-10k

k = 0.03567

To find t when T(t) = 400 C

T(t) = Ts + (T0 – Ts) e-kt

40 = 25 + (80-25)e0.03567t

40 -25 = 55e0.03567t

t = 36.43 minutes

Solve the following problems

1. A body is found at 300C in a room with a temperature of 200C. After 1 hour, the body’s
temperature drops to 270C. Assuming the body’s normal temperature was 370C, estimate
the time of death.

2. A detective finds a body in a room at 200C. At 9:00 AM, the body’s temperature is 300C.
An hour later, at 10:00 AM, the body’s temperature drops to 250C. Assuming the body’s
normal temperature was 370C at the time of death, estimate the time of death.

6. Engineering Mechanics

In Engineering Mechanics, particularly dynamics, first-order differential

equations are frequently used to describe the motion of objects under the influence of
forces. These equations allow engineers to model the velocity and position of moving
objects over time by relating them to external forces, resistances, and initial conditions.

Key Concepts

1. Dynamics and Newton's Second Law: Newton’s second law of motion forms the
foundation for modeling dynamics:

F=ma
 where:

o F is the net force acting on an object,

o m is the mass of the object,
dv
o a is the acceleration (a= , the time rate of change of velocity).
dt

Rearranging this we get:

dv
m =F
dt

This is a first-order differential equation when F is expressed as a function of

velocity v, position x, or time t.

2. Linear Motion with Resistance: Many engineering problems involve forces proportional
to velocity, such as:

 Drag force (e.g., air resistance): Fdrag=−kv where k is a constant.

 Spring damping: Fdamping=−cv, where c is the damping coefficient.

Substituting these into Newton’s second law yields:

dv
m = - kv
dt

or

dv k
=- v
dt m

By separation of variables:

dv k
= - dt
v m

Integrating both sides

k
ln v = - t+c
m

To find the velocity as a function of time,

 −k
t
v(t) = v0e m

where v0 is the initial velocity

3. Applications in Dynamics:

 Free-falling objects with air resistance: A falling object’s velocity is

influenced by gravity and air resistance.

 Damped oscillations: The motion of a spring-mass-damper system is

governed by a first-order equation if damping dominates.

 Vehicle dynamics: Braking systems and aerodynamic forces on moving

vehicles are modeled using these equations.

 Mechanical energy dissipation: Energy loss due to friction or drag can

be described using velocity-dependent forces.

Example 1

A ball of mass m=2 kg is dropped from rest. The air resistance is proportional to
velocity: Fdrag= −kv where k=4 kg/sec. Find the velocity of the ball as a function of
time.

Given :
Mass m = 2kg
k = 4kg/sec
g = 9.8 m/sec2

Required : F(t)

Solution :
Fnet = Fgravity + Fdrag = mg – kv

Using Newton’s Law:

dv
m = mg−kv
dt

Substitute the known values

dv
2 = (2)(9.8) – 4v
dt
Simplify:
 dv
= 9.8 – 2v
dt

Rearrange into separable form

dv
= dt
9.8−2 v

Integrating both sides

1
∫ 9.8−2 v dv = ∫ dt
Let u = 9.8 – 2v so du = - 2dv

−1
∫ 2 u du = ∫ dt

1
- ln /u/ = t + c
2

Substitute back u = 9.8 – 2v

1
- ln /9.8-2v/ = t + c
2

ln /9.8-2v/ = 2t + c

Exponentiating both sides

9.8 – 2v = ce-2t

Solve for v:

9.8 c -2t
v(t) = - e
2 2

Substitute the initial condition: when t=0, v(0) = 0

9.8 c
0= -
2 2
 c = 9.8

The velocity function is:

9.8 9.8 -2t

v(t) = - e
2 2

Simplifying

v(t) = 4.9 (1- e-2t) m/s

The velocity of the ball increases over time, approaching a terminal velocity of
4.9m/s as t→∞.

Solve the following problems:

1. A mass m=5 kg is attached to a spring with a spring constant ks =20N/m. A damping force
proportional to velocity is present, with a damping coefficient c=4kg/s. Initially, the mass is
displaced x0=0.1m from equilibrium and released from rest. Find the displacement x(t) as a
function of time.

2. A particle of mass m=2kg is moving along a straight line under the influence of a force F
given by F=−bv, where b = 6kg/s is a constant proportional to the velocity v. The particle is
initially moving at a velocity v0=10 m/s. Find the velocity of the particle as a function of
time.