First-Order Equations
A first-order ordinary differential equation in normal form is It is separable if the right-hand side is a product of a function of and a function of
Where the equation is and by the chain rule and the second fundamental theorem of calculus a differentiable solves it if and only if
where the left-hand side is an antiderivative of evaluated at which defines implicitly up to a constant of integration. Each zero of gives the constant solution If and are continuous and is then solutions through points with are unique and never reach a zero of For example, has the solutions which grow exponentially when and decay exponentially when
A first-order equation is linear if it can be written with continuous coefficient functions and on an interval as
Let be an antiderivative of on The integrating factor satisfies so by the product rule the equation multiplied by is and integrating gives the general solution on
The solution is the sum of a particular solution and the general solution of the homogeneous equation Every initial value problem with has exactly one solution, which exists on all of For example, on has and general solution
The Bernoulli equation with is non-linear, but the substitution turns it into the linear equation Similarly, a homogeneous equation of degree zero becomes separable under the substitution since
Let be open and be with The equation written in differential form as
is exact on if the vector field is conservative on that is, if there exists a potential with and where subscripts denote partial derivatives. By the chain rule the solutions are then the level sets of the potential,
and each level set defines a solution implicitly wherever An exact equation satisfies the exactness condition on by Schwarz’s theorem, and the converse holds when is simply connected, since then every irrotational field is conservative. The potential is found by integrating with respect to with a constant of integration that is a function of and fixing that function from For example, is exact with
An equation that is not exact can sometimes be made exact by multiplying it by an integrating factor which must satisfy If depends on alone then is an integrating factor, and if depends on alone then is one. A linear equation is the case which recovers its integrating factor
A first-order autonomous equation has a right-hand side that does not depend on
with a function on an interval, and is separable. A zero of is an equilibrium point, also called a critical point, and the constant function is an equilibrium solution. By uniqueness no other solution reaches an equilibrium point, so between consecutive equilibrium points every solution is strictly monotonic, increasing where and decreasing where and converges to an equilibrium point or diverges as The phase line records the equilibrium points and the sign of between them, which determines the direction of every solution.
An equilibrium point is stable if every solution that starts sufficiently close to stays close to it for all
asymptotically stable if it is stable and every solution that starts sufficiently close to converges to it as and unstable if it is not stable. On the phase line an equilibrium point is asymptotically stable if changes sign from positive to negative at it and unstable if changes sign from negative to positive. The linearisation of the equation at is for the deviation whose solutions are and the linearisation criterion states that is asymptotically stable if and unstable if If the criterion is inconclusive: has an asymptotically stable equilibrium at and an unstable one. A semi-stable equilibrium point, such as for attracts solutions from one side and repels them from the other.
The logistic equation models a quantity that grows at rate when small and saturates at the carrying capacity
Its equilibrium points are which is unstable since and which is asymptotically stable since and every solution with converges to