FKM Kompass
L2

First-order differential equations

A differential equation relates a function to its own derivative; separable and linear first-order equations are the two types that can be solved by direct integration, giving a family of solutions narrowed by an initial condition.

Practise this concept

An algebraic equation asks which number satisfies a relation. A differential equation asks which function satisfies a relation involving its own rate of change. That shift is the whole difficulty and the whole power: nature is full of statements of the form "the rate at which this changes depends on how much of it there is", and those are differential equations rather than algebraic ones.

The simplest useful type is separable: get all the y's on one side with dy and all the x's on the other with dx, then integrate both sides. dy/dx = 2y becomes dy/y = 2 dx, integrates to ln|y| = 2x + C, and rearranges to y = Ce^(2x). Notice what came out — not a number, but a family of functions, one for each C. Exponential growth and decay, Newton's law of cooling and radioactive decay all arrive this way. The linear first-order equation dy/dx + P(x)y = Q(x) is the other standard type, solved by multiplying through by an integrating factor chosen to make the left side a single derivative.

The constant is where the physics enters. A rate of change cannot know where the process started, so the equation alone gives the whole family; an initial condition such as y(0) = 5 picks out one member. Without it the answer is genuinely incomplete rather than merely untidy. And a warning worth carrying forward: separable and linear equations are the well-behaved minority. Most differential equations have no solution expressible in elementary functions at all, which is why numerical methods and qualitative analysis matter as much as solving techniques.

Key ideas

Requires: The indefinite integral

Unlocks: The Laplace transform, Second-order differential equations

Common misconceptions

  • Solving a differential equation gives a number, like solving an algebraic equation does.
  • Every differential equation has a solution that can be written as a formula.
  • An initial condition is optional extra information rather than what selects a single solution.

Resources

Part of these UT courses

This concept is mapped as covering part of the following course(s) in the University of Tartu curriculum.