Chapter 1

First-Order Differential Order (1st-order DE)

Plan:

- Modeling: derivation of DEs from Physical or other problems

- Methods of Solutions of these DEs
- Interpretation of the results
- Discuss existence and uniqueness of solutions

Section 1.1: Basic Concepts and Ideas

Def 1: An ordinary differential equation (ODE) is an equation containing one or

several derivatives of an unknown variable or function (which we want to
determine from the equation) with respect to only one independent variables.
For Example:
y   y cos x linear 1st  order
y   4 y   4 cos y  0 nonlinear 2nd  order
x 2 y   2 ln xy   e x y  y 2 linear 3rd  order

Def 2: A partial differential equation (PDE) is an equation containing an unknown

function and its Partial derivatives with respect to two or more independent variables.
For Example:
u xx  u yy  0, Laplace ' s Eqn
u tt  a 2 u xx , Wave Equation
u xx  a 2 u t , Heat Equation

In this course we are concerned with ODEs only, no PDEs.

The order of an ODE is the highest derivative that appears in the ODE.
 The 1st-order ODE can be represented by the equation: F ( x, y, y)  0 or y   f ( x, y)

The differential equation is linear if in each terms, the unknown variable and its
derivatives appear linear ( a( x) y or b( x) y (n) ) .

Classifications of Differential Equations:

1- According to Type: ODE or PDE.
2- According to Order: 1st, 2nd or Higher orders.
3- According to Linearity: Linear or Nonlinear.

An explicit solution to the 1st-order DE given above is a function y  h( x), a  x  b

that satisfies the equation.

An implicit solution is an equation H ( x, y)  0, a  x  b & c  y  d satisfieing the DE.

Example 1: By direct substitution check that y  x 2 is a solution to xy   2 y for all x.

Solution: y   2 x  x(2 x)  2 x 2 (Done)

Example 2: Check that x 2  y 2  1  0 is a solution to yy    x on the interval:  1  x  1 .

Solution: By implicit differentiation of the equation x 2  y 2  1  0 , we obtain

2 x  2 yy   0  yy    x (Done)

Classifications of Solutions of Differential Equations :

1- According to Type: Explicit or Implicit.
2- According to Number: Particular or General (family).
3- According to Singularity: Singular or Nonsingular.
General, particular and singular solutions:

(1) General solution: y g  f ( x, c)  cx 2 is a general solution of xy   2 y for any

number c.
(2) Particular solution: y p  3x 2 is a particular solution to xy   2 y .

Similarly, H ( x, y, c)  x 2  y 2  c 2  0 is a family of solutions (general) to the DE:

yy    x , while x 2  y 2  4  0 is a particular solution.

(3) Singular solution: a solution of the DE but not a memebr of the family of solutions.
For example, the DE ( y ) 2  xy   y  0 has the general solution y g  cx  c 2 .

x2
(a family of linear equations for each value of c). Now y  is a solution but not
4

a member of the family of solutions. So it is singular.

(4) No general solution: the DE: y   y  0 has no general solution but has y  0 as

the only (particular) solution.

(5) No solution: the DE ( y ) 2  1 has no solution.

Initial-Value Problem (IVP)

A differential Equation of the form
y   f ( x, y), y( x0 )  y0 or F ( x, y, y )  0, y( x0 )  y0

is called initial-value Problem (IVP) and y( x0 )  y0 is called initial condition.

A solution of the IVP (if exists) must satisfy the initial condition.
For example, the (IVP) y  2 x, y(1)  3 has y  x 2  2 as a solution and it is the only

solution. Also, the (IVP) yy   x, y(0)  4 has x 2  y 2  16  0 as the only solution.
Models and Applications of 1st-Order DE’s
We now give some real life problems whose mathematical model is represented by a
1st-order DE’s.

(1) Exponential Decay

A radioactive substance decomposes at a rate proportional to the amount present.

dy
i.e., let y(t ) represent the amount at time t. Then  ky for some constant k, called
dt
the constant of proportion.

Example 3: A radium Ra88224 decomposes to its half in 3.6 days. What will be the amount

of this radium if the initial amount was 1 gram?

(2) Geometric:

A curve that passes through a pt ( x0 , y0 ) in the xy-plane has a slope f ( x, y) at each of

dy
its points. In this case:  f ( x, y), y ( x0 )  y 0 .
dx

Example 4: A curve that passes through (1,1) in the xy-plane has, at each of its points, a

slope  x / y . Find this curve. .

 Section 1.3: Separable DEs

This is the first method or technique to solve 1st- order DE’s.

A Separable 1st –order DE is usually written or simplified to one of the forms:
g ( y) y   f ( x) or g ( y)dy  f ( x)dx  0 .

Technique of solution: Integrate each term with respect to its variable:

 g ( y)dy   f ( x)dx  c or  g ( y)dy   f ( x)dx  c

Example 1: Solve the DE: 9 yy   4 x  0 .

Solution: 9 ydy  4 xdx  0

9 y 2 4x 2 y2 x2
By integration, we obtain:   c * or   c2 .
2 2 4 9

Example 2: Solve the IVP: y   1  y 2 , y(0)  1

dy
Solution: By separating the variables, we obtain  dx
1 y2

By integration, tan 1 ( y)  x  c . To find c, substitute x=0 and y=1 we obtain

   
c  tan 1 (1)  . So, there is a unique solution: y  tan x  ,   x  .
4  4 2 2

We now return to the models in Section 1.1:

(1) The Exponential Decay

Example 3: A radioactive substance decomposes at a rate proportional to the amount

dy
present y(t ) :  ky, y (0)  y 0
dt
dy *
Solution:  kdt . By Integrating both sides, ln( y)  kt  c * or y  ce kt , where c  e c .
y
 Substituting the initial condition, we obtain y  y0 e kt .

For the case with the radium Ra88224 that decomposes to its half in 3.6 days. What

will be the amount of this radium if the initial amount was y 0 gram?

As seen above, the solution to the decaying substance is y  y0 e kt .

y0 1 1
By substituting t=3.6 days and y  we obtain k ln   and the solution will
2 3.6  2 
t / 3.6
be y  y0  
1
(after some math manipulations).
2
t / t1
Note that: 3.6 =half life of the substance= t 1 , so, y  y0  
1 2
.
2 2

(2) The Geometric Problem:

Example 4: A curve that passes through (1,1) in the xy-plane has, at each of its points, a
dy x
slope  x / y . Find the curve, i.e, solve the IVP:   , y (1)  1 .
dx y

Solution: Separating the variables, we obtain ydy  xdx  0 .

x2 y2
By integration we obtain   c and the substituting the initial condition, we
2 2
get x 2  y 2  2

(3) Equations Reducible to Separable Equation:

a- (1st – order Homogeneous Equation): Equations written in the form y   f  

y
x

Method of Solution:
y
Substitute u  , then we have y  ux .
x

By implicit differentiation with respect to x we obtain y  u  xu   f (u)

 du dx
From this, we have the separable DE: 
f (u )  u x

y
After solving this equation, we substitute u  back.
x

Example 5: Solve 2 xyy   y 2  x 2

Step 1: Simplify the DE we get y   12 ( xy  xy )  f ( xy )

y du dx
Step 2: Substitute u  , then we have  .
x 1
2
(u  1
u
)  u x

Step 3: Simplify and integrate we obtain ln(1  u 2 )   u22u1 du    dxx   ln( x)  ln(c)

y
Step 4: Substitute u  and simplify we obtain the solution ( x  2c ) 2  y 2  ( 2c ) 2
x
|c|
which is a circle of radius 2
and center ( 2c , 0) , where c is to be determined

by any initial condition.

b- y  f (ax  by  c) .
Method of Solution:
Substitute v  ax  by  c , then we have v  a  by  a  bf (v)
dv
From this, we have the separable DE:  dx .
a  bf (v)

After solving this equation, we substitute v  ax  by  c back.

1  2 y  4 x 1  2(2 x  y)
Example 6: Solve y     f (2 x  y  0) .
1  y  2x 1  2x  y

dv
Step 1: Substitute v  2 x  y and we then have  dx
2  112vv

Step 2: Simplify and integrate we obtain v  v2   (1  v)dv   3dx  3x  c

2

Step 3: substitute v  2 x  y back into the solution.

 Section 1.4: Modeling Separable DEs
We now study some examples on real life problems whose mathematical models
are described by Separable DEs.

Example 1: Radiocarbon Dating

Suppose an archaeologist excavates a bone and measures its content of radioactive
carbon 6 C 14 . If the result is 25% of the content present in bones of a living

organism, what can be said about the age of the bone?

Idea of the Solution:
In the atmosphere, the ratio of radioactive carbon 6 C 14 and ordinary carbon 6 C 12 is
14
6C
constant, i.e., 12
 constant  c . The same is true for living organisms. If an organism
6C
14
dies, the absorption of 6C by breathing or eating terminates.

So, by comparing the carbon ratio in the fossil and that of the atmosphere, one can
estimate the age of the fossil. (W. Libby’s idea of radiocarbon dating, 1960 Nobel
Prize of chemistry).
Given the above and the half-life (5730 years) of 6 C 14 we estimate the age of the bone.
dy
Recall in Section 1.3 we solved the radioactive problem:  ky, y (0)  y 0 .
dt
t / t1
We obtain the following solution (in terms of the half-life t 1 ) y  y0  
1 2
.
2 2

Substitute y  25% y0 into the solution above and we obtain the age of the bone as
1
ln  
4
t 1
* t 1  2 * t 1  11460 years.
ln   2 2
2
Example 2: Mixing Problem
A tank contains 200 gallon of water in which 40 Ib of salt are dissolved. Five
gallons of brine, each containing 2 1b of dissolved salt, run into the tank per
minute, and the mixture, kept uniform by stirring, runs out of the tank at the same
rate. Find the amount of salt y(t ) in the tank at any time.
Step 1: Modeling
dy
The rate of change  inflow of salt – outflow of salt
dt

Inflow rate= 2*5=10 Ib/minute. For the outflow rate, note the amount of salt at
each time is y(t ) in 200 gallons of water.
y (t )
So, each gallon of water contains Ib. 5 gallons/per minute of this water
200

y (t ) y
flows out and they contain 5 *  Ib. The IVP then becomes
200 40

dy y
 10  , y(0)  40.
dt 40

Step 2: Solving the IVP:

dy dt
Separating the variables above, we obtain  .
y  400 40

 40
1
t
The solution of the above DE is y  400  ce .
Substituting the initial condition (t=0 , y=40) we obtain c  360 . So the
 40
1
t
amount of dissolved salt at any time is y  400  360e .

Interpretation of the result:

Note that the amount of dissolved salt is increasing with time as expected. Note
also that the maximum amount of salt is 2*200=400 Ib, where each of the 200
gallons of water contains 2 Ib of salt each.
Example 3: Heating Problem
Suppose you turned off the heat in your room at night 2 hours before you go to
bed. If the temperature at this time is 66 F and the temperature has dropped to
63 F at the time you go to bed. What temperature you expect in the morning, say

after 8 hours of sleeping? Assume outside temperature TA  32 F .

Idea of the Solution: (Newton’s Law of cooling)
The time rate of change dT / dt of temperature T is proportional to the difference
between the temperature T and the surrounding temperature T A .
dT
From this, we have the separable IVP:  k (T  TA )  k (T  32), T (0)  66.
dt

The solution of the above DE is

T  32  ce kt .

Substituting the initial condition (t=0, T=66) we obtain c=34. Again substituting
63  32 
(t=2 , T=63) and with c=34, we obtain k  12 ln    0.046187 . The solution is
 34 
then
T (t )  32  34e .046187t .

The temperature in the morning (after 10 hours) is then

T (10)  32  34e.46187  53.4 F .
 Section 1.5: Exact DEs
This is a second solution method of 1st- order DEs

Recall from Calculus 3: The (total) differential of u( x, y)  x  x 2 y 3 is given by:

du  u x dx  u y dy  (1  2 xy 3 )dx  3x 2 y 2 dy

Note that if: u( x, y)  x  x 2 y 3  constant , then the solution to the DE

(1  2 xy 3 )dx  3x 2 y 2 dy  0 is x  x 2 y 3  constant .

Definition of Exact DE:

A DE of the form M ( x, y)dx  N ( x, y)dy  0 (1)
is said to be exact if M ( x, y)dx  N ( x, y)dy is the (total) differential of a function
u(x,y). Hence, the DE (1) above is exact if there exists u(x,y) such that

du  u dx  u dy  Mdx  Ndy
x y

The DE in (1) above then becomes du  0 , whose solution is then u( x, y)  constant .

Idea of solution
1- Determine if the DE is exact.
2- If the DE is exact, find the function u(x,y).

Question (1): How can we determine if the DE M ( x, y)dx  N ( x, y)dy  0 is exact?

Answer: The DE is exact iff M  N

y x

To see this, suppose M and N have continuous first partial derivatives.

If the DE is exact there exists u(x,y) such that u  M & u  N , then

x y

 2u  M &  2u  N .
yx y xy x
 By continuity of the first partial derivatives we then have M  N .
y x

Question 2: If the DE is exact, how do we find u(x,y)?

Answer: Since the DE is exact, then u  M & u  N .

x y

Hence, u( x, y)   Mdx  h( y) (2) and u( x, y)   Ndy  g ( x) (3)

Hence, by equating the RHS of (2) with the RHS of (3) above, we determine h( y) ,
g (x) and u . Hence, the solution is then u( x, y)  c .

Example 1: Solve (1  2 xy 3 )dx  3x 2 y 2 dy  0 .

Solution: Note that M  1  2 xy 3 & N  3x 2 y 2 .

Step 1: Determine if the equation is exact.

Since M  6 xy 2  N , then the DE is exact.

y x

Step 2: Find u(x,y).

u( x, y)   (1  2 xy 3 )dx  h( y)   3x 2 y 2 dy  g ( x) .

We then have: x  x 2 y 3  h( y)  x 2 y 3  g ( x) .

So, h( y)  0 , g ( x)  x , u( x, y)  x  x 2 y 3 and the solution is x  x 2 y 3  c

Example 2: Solve ( x 3  3xy 2 )dx  (3x 2 y  y 3 )dy  0

Solution:
Step 1: The DE is exact since M y  6 xy  N x

x 4 3x 2 y 2
Step 2: u ( x, y)   ( x  3xy )dx  h( y)  
3 2
 h( y )
4 2

y4
To compute h(y), u y  3x y  h( y)  N  3x 2 y  y 3 . Hence, h( y)  y 3 and h( y ) 
2
.
4
x 4 3x 2 y 2 y 4 x 4 3x 2 y 2 y 4
So we have u ( x, y)    and the solution is   c.
4 2 4 4 2 4
Example 3: Solve the IVP: sinh x cos y dx  cosh x sin y dy  0, y(0)  

Solution: The DE is exact: M y   sinh x sin y  N x

Then u( x, y)    cosh x sin y dy  g ( x)  cosh x cos y  g ( x)

To compute g(x), u x  sinh x cos y  g ( x)  M  sinh x cos y . So, g ( x)  0 ,

hence, g ( x)  0 and the solution is then cosh x cos y  c . With y(0)   , then
c  1 and the unique solution is then cosh x   sec y .

Question 3: What if the equation was not exact? Can it be made exact?

Example 4: The DE  y dx  x dy  0 is not exact since M y  1  1  N x .

1
But note that if we multiply the DE by , then the DE becomes
x2
y 1
2
dx  dy  0 which is now exact. The solution of this new Exact DE is the
x x
same as the solution to the non-Exact DE.

1
Remark: The multiplying function is an integrating factor (I.F) of the above DE.
x2

Question 4: How do we know if an integrating factor exists for any given DE and how to
find such one (if exists)?
M y  Nx Nx  M y
Answer: Compute R1  or R2  and use Integrating Factor Theorems
N M

M y  Nx
Theorem 1: If R1   P( x) , a function of x only, then there exists an integrating
N

factor (I.F) F ( x)  e  P( x) dx .
 Nx  M y
Theorem 2: If R2   Q( y ) , a function of y only, then there exists an integrating
M

factor (I.F) G( y)  e  Q( y )dy .

To solve the DE, multiply it by the I.F F ( x) or G( y) (whichever exists) and the
equation then becomes exact and can be solved as an exact DE.
1
For instance, the I.F of the DE:  y dx  x dy  0 in Example 4 above is calculated
x2

as follow:
M y  Nx 1 1 2
Since     P( x) , a function of x only, then the I.F is
N x x
2 dx 1
F ( x)  e   e  x  2 as given above.
P ( x ) dx

1 y 1
By multiplying the DE above by F ( x)  2
, the DE becomes 2 dx  dy  0 .
x x x

y 1 1
Now, M  2
, N  , hence M y  2  N x and the DE is now exact and
x x x
y y
u   M dx  h( y)   N dy  g ( x) . From which we get: u   h( y)   g ( x)
x x

y
Then h( y)  g ( x)  0 and the solution is then  c or y  cx .
x

Nx  M y 11 2
Note also 
   Q( y ) a function of y only , so another I.F
M y y
2
 dy 1
G( y)  e   e y  2 exists.
Q ( y ) dy

1 1 x
Multiply the DE  y dx  x dy  0 by G ( y )  2
, then the DE becomes  dx  2 dy  0
y y y
1 x
which is now exact. Compute u   dx  h( y)   2 dy  g ( x) , we obtain
y y
x x x
u  h( y )   g ( x) , hence h( y)  g ( x)  0 and the solution is then  c  or
y y y
y  cx .
Remark: The example above showed the DE has two integrating factors. This is not
always true.

Example 5: Solve the DE (2 cos y  4 x 2 ) dx  x sin y dy

Solution: The DE is not exact since M y  2 sin y   sin y  N x

Nx  M y sin y
Note that R2    Q( x, y ) is a function of x & y and not y
M 2 cos y  4 x 2
only. So no integrating factor (I.F) of the form G( y)  e  Q( y )dy exists.
M y  Nx  sin y 1
On the other hand, R1     P( x) a function of x only and an
N  x sin y x
integrating factor I.F F ( x)  e  x dx  x exists. So, the DE becomes
1

(2 x cos y  4 x 3 ) dx  x 2 sin y dy  0
and it is exact. To solve it, compute:

u( x, y)   (2 x cos y  4 x 3 ) dx  x 2 cos y  x 4  h( y) and find h(y).

u
  x 2 sin y  h( y)  N   x 2 sin y . Then h( y)  0, hence h( y)  0 and the
y

solution is then x 2 cos y  x 4  c.

 Section 1.6: Linear DE and Bernoulli DE

A DE is linear if it is linear in the dependent variable and its derivatives.

dy
A 1st-order linear DE can be written in the form  p ( x) y  f ( x)
dx

If f ( x)  0 , the DE is called homogeneous, otherwise it is nonhomogeneous.

Special Cases of the 1st-order Linear DE

Case 1: p( x)  0
dy
Then  f (x) is separable and the general solution is then y   f ( x)dx  c
dx

Case 2: f ( x)  0 (homogeneous linear DE)

Then
dy
 p( x) y  0 is separable its general solution is then y h  ce  p( x)dx
dx

where y h denotes homogeneous solution.

Case 3: The nonhomogeneous case with p( x)  0

The equation is not separable and can be written as ( p( x) y  f ( x))dx  dy  0 . This

equation is not exact either since M y  p( x)  0  N x . But it can be made exact by

multiplying it by the integrating factor I .F  e  p( x)dx (as in Section 1.5) and the

linear DE becomes e  p ( x ) dx
dy
 e  p( x)dx p( x) y  e  p( x)dx f ( x) and it is simplified to
dx

dx
e 
d  p( x)dx
y  e  p ( x ) dx f ( x) . Hence the general solution to
dy
dx
 p ( x) y  f ( x)

becomes y g  e  p( x)dx   e  p( x)dx f ( x)dx c 

 

Or
yg  ce  p( x)dx  e  p( x)dx  e  p ( x ) dx
f ( x)dx
 yh  y p
 dy
Example 1: Solve  2 y  e2x
dx
Solution: This DE is linear with p( x)  2 & f ( x)  e 2 x . The integrating factor is then

e
2 dx
 e 2 x , hence the solution is y g  ce 2 x  e 2 x  e 2 x e 2 x dx  ce 2 x  xe 2 x .

dy
Example 2: Solve the IVP:  tan x y  sin 2 x, y(0)  1
dx
Solution: The I.F is F ( x)  e  tan xdx  sec x .
c 1
Hence, y h   c cos x , y p   sec x sin 2 xdx  2 cos x and
2
sec x sec x
y g  c cos x  2 cos x is the general solution. Substituting x=0 and y=1, then c=3
2

and we have the unique solution y  cos x(3  2 cos x)

Example 3: Mixing Problem

A tank contains 1000 gallon of water in which 200 lb of salt are dissolved. Fifty

gallons of brine, each containing (1+cos t) lb of dissolved salt, run into the tank per

minute, and the mixture, kept uniform by stirring, runs out of the tank at the same

rate. Find the amount of salt y(t) in the tank at any time.

Solution: As in Example 2 of Section 1,

Inflow rate= 50*(1+cos t) lb/min, Outflow rate= 50* y(t)/1000 = 0.05 y(t) 1b/min

dy
The IVP becomes  50(1  cos t )  0.05 y, y(0)  200 or
dt
dy
 0.05 y  50(1  cos t ), y(0)  200 .
dt

With this, we have: p(t)=0.05, f(t)=50(1+cos t) and the solution is then

50 2.5
y  e 0.05t (c  50 e 0.05t cos tdt )  ce 0.05t  1000  sin t  cos t
1  (0.05) 2 1  (0.05) 2
 2.5
With y(0)=200, then c  200  1000   802.5 and
1  (0.05) 2
y  1000  49.88 sin t  2.494 cos t  802.5e 0.05t

Notes: (see the graph of y in the book)

(1) The solution is exponentialy increasing.

(2) lim y  1000  some sin e & cosineterms . So, 1000 Ib is the mean value as
t 

time incereases.

(3) This mean value 1000 is obtained if 50(1+cost) is replaced by 50 only. In this case the

dy
equation becomes  0.05 y  50, y(0)  200 and its solution is then y  1000  800e 0.05t
dt

Bernoulli Equation (Reduction to Linear DE)

A 1st –order Bernoulli DE of degree r is y   p( x) y  f ( x) y r , where r is any real

number. If r=0 or 1 then this equation is linear or separable, respectively. If

r ≠ 0 & r ≠ 1, then y = 0 is atrivail solution in this case. So suppose r ≠ 0 & r ≠ 1 and

find the non trivial general solution.

Solution Method:
Put: u  y1r  y  y r u
1 r
u   (1  r ) y r y   y   y u
1 r
1 r
Substituting in Bernoulli equation we obtain: y u   p( x) y r u  f ( x) y r
1 r
Simplifying, we obtain the Linear DE in u: u   (1  r ) p( x)u  (1  r ) f ( x)

We then solve this linear DE for u then for y.

 dy
Example 4: Solve (Logistic Population Model)  Ay   By 2 ,
dt
where A & B are positive constants.

Solution: This is Bernoulli DE of degree r=2. So u  y12  y 1  u   Au  B

B
The solution is then u  ce  At  e  At  e At Bdt  ce  At 
A
1
and the general solution for y is then y   At
. This eqn is called the
ce  ( B / A)
logistic law of population growth. If B= 0, we obtain the exponential growth
1 At
e . The term  By 2 is “ a breaking term ” preventing the population from
c
A
growing without bound. For small initial population ( 0  y0  ), the
B
A
population increases monotone to A/B. For large initial population ( y 0  ),
B
the population decreases monotone to A/B.

See Fig.18 page 38 for the graph of y(t) .

Input and Output:

The linear equation reprsents a mathematical model for any system whose input and
output are related by a linear 1st-order DE.

The function f is the forcing input to the system, say a voltage generator for instance.

The solution y is the output response, say the current.

Total Output= response to the initial data (yh) + response to the input (yp)
yg  ce  p( x)dx  e  p( x)dx  e  p( x)dx f ( x)dx  yh  y p
 Section 1.7: Modeling: Electric Circuits

Basic Elements of an Electric Circuit

The simplest electric circuit is a series circuit containing a source of electric energy
(electromotive force) such as a generator or a battery and a resistor which
consumes energy, for instance an electric lightbulb.

When the switch closes, a current I will flow through the resistor and this will

cause a voltage drop, i.e., the electric potential at the two ends of the resistor will

be different. The basic electric elements we discuss here are: Resistors, Inductance

and Capacitors.
Voltage Drop Across the Basic Electric Elements

Name Symbol Notation Unit Voltage Drop

Kirchhoff’s Voltage Law

The algebraic sum of all the instantaneous voltage drops around any closed loop is
zero.

Example 1: RL- Series Circuit

Find the current in the given RL- series circuit for

(a) A constant source(electromotive force) E0

(b) A periodic electromotive force E  E0 sin wt

Solution: By Kirchhoff\s voltage law: v  0

dI dI R E (t )
So, L  RI  E (t )  0 or  I , I (0)  I 0
dt dt L L
R E (t )
This is a linear DE with p(t )  & f (t ) 
L L


E (t )
Hence, the solution is I (t )  ce ( R / L)t  e ( R / L)t e ( R / L)t dt
L
R 1 L
Define   and  L   (the inductive time constant)
L  R

(a) With E(t)=E0 (constant)

E0 E E
Then I (t )  ce t  where c  I 0  0 . If I0=0, then c   0 and the solution is
R R R
E0 E
I (t )  (1  e t ) and the current increases exponentially from 0 to 0 .
R R
E0
Note that lim I (t )  , i.e., as if L=0.
t  R
(b) With E(t)=E0 sin wt (periodic)
et L2 et R 
Note that:  et sin wt dt   sin wt  w cos wt )    sin wt  w cos wt 
 2  w2 R 2  L2 w 2 L 
E0
Hence, I (t )  ce t  ( R sin wt  Lw cos wt )
R  L2 w 2
2

wL R sin wt cos  sin wt wL cos wt sin  cos wt

Define tan   , then 2 2 2  & 
R R L w R 2  L2 w 2 R L w
2 2 2
R 2  L2 w 2

E0
Hence I (t )  ce t  sin( wt   )
R 2  L2 w 2

Definition: An electrical system is said to be in steady-state if the variables describing

the behaviour are either periodic or constant. Otherwise, transient.

E0
So, in case(a), the solution is steady-state.
R

E0
In case (b), sin( wt  ) is in steady-state and e t is a transient
R L w
2 2 2

solution (it lasts for a short time.)

Example 2: RC- Series Circuit

Find the current in the following RC-series circuit for

(a) A constant source(electromotive force) E0

(b) A periodic electromotive force E  E0 sin wt

Solution: By Kirchhoff\s voltage law: v  0

1 dI 1 1 dE
So, I (t )dt  RI  E (t )  0 or
 I , I (0)  I 0
C dt RC R dt
1 1 dE
This is linear DE with p(t )  & f (t ) 
RC R dt


1 dE
Hence, the solution is I (t )  ce (1/ RC )t  e (1/ RC )t e (1/ RC )t dt
R dt
1 1
Define   and  C   RC (the capacitive time constant)
RC 

(a) With E(t)=E0 (constant)

Then I (t )  ce  t where c  I 0 . If I0=0, then the solution is I (t )  0.

Note that lim I (t )  0 , i.e., as if the circuit is open.

t 

(b) With E(t)=E0 sin wt (periodic)

dE wE0 t /  C t /  C
Then  E0 w cos wt and the solution is I (t )  ce t /  C  e  e cos wtdt
dt R

e t ( RC ) 2 e t  
Note That  et cos wt dt  w sin wt   cos wt )   2 
w sin wt 
1
cos wt 
 w
2 2
1  ( RCw)  RC 
 E0 RC 2 w 1
Hence, I (t )  ce t / RC  ( w sin wt  cos wt )
1  ( RCw) 2
RC

1 wRC sin wt cos  sin wt cos wt  sin  cos wt

Define tan    , then  & 
wRC 1  ( wRC ) 2
1  ( wRC ) 2 1  ( wRC ) 2
1  ( wRC ) 2

E0 wC
And the general solution is then I (t )  ce t /   C
sin( wt  )
1  ( wRC ) 2

= transient solution + steady-state solution