First-order differential equation: Difference between revisions

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==Definition==
==Definition==
===Formal description===


The term '''first-order differential equation''' is used for any [[differential equation]] whose [[order of a differential equation|order]] is 1. In other words, it is a differential equation of the form:
The term '''first-order differential equation''' is used for any [[differential equation]] whose [[order of a differential equation|order]] is 1. In other words, it is a differential equation of the form:


<math>F(x,y,\frac{dy}{dx}) = 0</math>
<math>F(x,y,y') = 0</math>
 
where <math>F</math> is an expression (function) involving three variables. Note that <math>F</math> ''must'' make use of <math>y'</math> (also written as <math>dy/dx</math>), but it could ignore <math>x</math> or <math>y</math>.
 
The theory and terminology follows that for the general concept of [[differential equation]].
 
===Solution concept===
 
* '''Functional solution''': A function <math>f</math> on the domain of interest is said to be a ''solution'' (or ''functional solution'') to the equation if, when we plug in <math>y = f(x)</math>, the equation holds true for ''all'' <math>x</math> in the domain, i.e.:
 
<math>F(x,f(x),f'(x)) = 0 \ \forall \ x \in \operatorname{dom}(f)</math>
 
Note that in cases of functions defined on closed intervals, we exclude checking the conditions on the boundary of the domain because two-sided derivatives don't make sense at the boundary.
 
* '''Relational solution''': A relation <math>R(x,y) = 0</math> is termed a ''relational solution'' to the equation if <math>F(x,y,y') = 0</math> holds true for all <math>x,y</math> if we calculate the derivative <math>y'</math> using [[implicit differentiation]].
 
==Terminology==


where <math>F</math> is an expression (function) involving three variables. Note that <math>F</math> ''must'' make use of <math>dy/dx</math>, but it could ignore <math>x</math> or <math>y</math>.
===Solution terminology===


For more on general theory and terminology, see [[differential equation]].
{| class="sortable" border="1"
! Term !! Meaning !! Example
|-
| particular solution || a function or relation that is a solution for the equation (see [[#Solution concept]]). A solution in the form of a function <math>y = f(x)</math> is termed a ''functional solution'' and a solution in the form of a relation <math>R(x,y) = 0</math> is termed a ''relational solution''. || <math>y = \sin x</math> is a functional solution to <math>y^2 + y'^2 = 1</math>.
|-
| solution family || a family of functions or relations, with one or more parameters possibly subject to some constraints, such that for every choice of parameter values subject to those constraints, we get a particular solution. || <math>y = \sin(x + C)</math> with parameter <math>C \in \R</math>, is a solution family for <math>y^2 + y'^2 = 1</math>.
|-
| general solution || a solution family that covers ''all'' solutions (or almost all solutions, possibly excluding some exceptions) || The general solution to <math>y' = 0</math> is <math>y = C, C \in \R</math>.
|-
| solution to initial value problem || a particular solution that satisfies the initial value condition. || A particular solution to <math>y + y' = 0</math> satisfying <math>y(0) = 1</math> is <math>y = e^{-x}</math>.
|}


==Solution strategies==
==Solution strategies==

Revision as of 17:09, 29 June 2012

Definition

Formal description

The term first-order differential equation is used for any differential equation whose order is 1. In other words, it is a differential equation of the form:

where is an expression (function) involving three variables. Note that must make use of (also written as ), but it could ignore or .

The theory and terminology follows that for the general concept of differential equation.

Solution concept

  • Functional solution: A function on the domain of interest is said to be a solution (or functional solution) to the equation if, when we plug in , the equation holds true for all in the domain, i.e.:

Note that in cases of functions defined on closed intervals, we exclude checking the conditions on the boundary of the domain because two-sided derivatives don't make sense at the boundary.

  • Relational solution: A relation is termed a relational solution to the equation if holds true for all if we calculate the derivative using implicit differentiation.

Terminology

Solution terminology

Term Meaning Example
particular solution a function or relation that is a solution for the equation (see #Solution concept). A solution in the form of a function is termed a functional solution and a solution in the form of a relation is termed a relational solution. is a functional solution to .
solution family a family of functions or relations, with one or more parameters possibly subject to some constraints, such that for every choice of parameter values subject to those constraints, we get a particular solution. with parameter , is a solution family for .
general solution a solution family that covers all solutions (or almost all solutions, possibly excluding some exceptions) The general solution to is .
solution to initial value problem a particular solution that satisfies the initial value condition. A particular solution to satisfying is .

Solution strategies

Solution strategies in particular cases

Below are some formats of equations for which general strategies are known. Note that the letter is no longer used for the solution function but may be used for other functions.:

Equation type Degree (if polynomial in highest order derivative) Quick summary of solution strategy
first-order linear differential equation which in simplified form looks like 1 Use the integrating factor where . The general solution is
separable differential equation which is of the form (any first-order autonomous differential equation is separable, though there are separable differential equations that aren't autonomous) 1 Separate and solve as . Also find solutions corresponding to where .
Clairaut's equation which is of the form need not be polynomial; if polynomial, may have any degree with (all straight lines) and a single other solution explicitly described as the solution to , given by as a parametric curve in terms of .