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Differential Equations

Master IB Math AA Differential Equations with notes created by examiners and strictly aligned with the syllabus.

IB Syllabus Requirements for Differential Equations

5.18.1

First order differential equations

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5.18.2

Numerical solution of dydx=f(x,y)\frac{dy}{dx}=f(x,y) using Euler's method

HL

5.18.3

Variables separable

HL

5.18.4

Homogeneous differential equation dydx=f(yx)\frac{dy}{dx}=f\left(\frac{y}{x}\right) using the substitution y=vxy=vx

HL

5.18.1

FIRST ORDER DIFFERENTIAL EQUATIONS

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What a differential equation is doing

A differential equation links an unknown function with one or more of its derivatives. The usual form in this topic is

dydx=f(x,y)\frac{dy}{dx}=f(x,y)

A first-order differential equation has the first derivative as its highest derivative. For example, dydx=x+y2\frac{dy}{dx}=x+y^2 is first order. An equation containing d2ydx2\frac{d^2y}{dx^2} does not belong to this syllabus point.

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A solution is a function that satisfies the differential equation on an interval. A general solution describes a family of solutions and contains an arbitrary constant. Extra information selects one member of that family, called a particular solution. An initial condition gives the value of the unknown function at one input. For example,

y(x0)=y0y(x_0)=y_0

The three analytic types in this topic

IB expects you to recognize and solve three common first-order types:

  • separable equations, where the xx-parts and yy-parts can be separated before integrating;
  • homogeneous equations, where the right-hand side depends on the ratio yx\frac{y}{x};
  • first-order linear equations, which an integrating factor can turn into the derivative of a product.

The topic also includes one numerical method: Euler's method. It approximates a solution when an exact solution is not required or is inconvenient to find.

In modelling, the derivative tells the rate story. Newton cooling models temperature change, while population models describe growth rate. Carbon dating uses radioactive decay; physics uses decay curves, and chemistry uses first-order reaction curves. The same mathematical structure appears in each case, but the variables have different meanings. There is a TOK point here too. Personal experience may suggest which kind of model feels plausible, but the mathematical knowledge claim depends on whether the equation and its solution follow logically from the assumptions.

5.18.2

NUMERICAL SOLUTION OF dydx=f(x,y)\frac{dy}{dx}=f(x,y) USING EULER'S METHOD

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The tangent-line idea

Euler's method is a numerical method for approximating the solution curve of a first-order differential equation. Starting at a known point, it follows a short tangent-line segment, then repeats the process. The derivative at the current point gives the gradient for the next small step.

For

dydx=f(x,y)\frac{dy}{dx}=f(x,y)

Euler's method uses

xn+1=xn+hx_{n+1}=x_n+h

and

yn+1=yn+hf(xn,yn)y_{n+1}=y_n+h f(x_n,y_n)

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A step length is the fixed increment in the independent variable that takes the method from one approximation point to the next. A smaller hh usually gives a better approximation, though it requires more repeated calculations. In an exam, use the given hh. Don't choose your own unless the question asks you to.

How to lay out the method

Begin with the given initial condition. This is usually written as

x0=ax_0=a

and y0=by_0=b

Then substitute the current pair into the recurrence for the problem.

For example, if

dydx=x+y2,y(1)=0,h=0.25\frac{dy}{dx}=x+y^2, \qquad y(1)=0, \qquad h=0.25

then the iteration is

xn+1=xn+0.25x_{n+1}=x_n+0.25

and

yn+1=yn+0.25(xn+yn2)y_{n+1}=y_n+0.25(x_n+y_n^2)

Show the first step by hand:

x1=1.25,y1=0+0.25(1+02)=0.25x_1=1.25, \qquad y_1=0+0.25(1+0^2)=0.25

After that, it makes sense to use a calculator table or spreadsheet. Check that the formula entered matches the differential equation exactly. Pay particular attention to the brackets around f(xn,yn)f(x_n,y_n).

Interpreting the approximation

Euler's method doesn't produce the exact solution. Instead, it creates a polygonal path with gradients that copy the differential equation at the left-hand end of each step. The approximation can drift away quite quickly when the true solution bends sharply or hh is large. The method is useful, but it isn't magic.

5.18.3

VARIABLES SEPARABLE

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Recognising a separable equation

A separable differential equation is a first-order differential equation that can be rearranged to place every term involving yy with dydy and every term involving xx with dxdx. It often has the form

dydx=A(x)B(y)\frac{dy}{dx}=A(x)B(y)

As long as the division is valid on the interval under consideration, rearrange the equation as

1B(y)dy=A(x)dx\frac{1}{B(y)}\,dy=A(x)\,dx

Then integrate both sides:

1B(y)dy=A(x)dx+C\int \frac{1}{B(y)}\,dy=\int A(x)\,dx+C

Here, CC is the arbitrary constant of integration. Don’t lose it. When an initial condition is given, substitute it after integrating.

A clean separable example

Consider

dydx=y2ex,y(1)=1\frac{dy}{dx}=y^2e^{-x}, \qquad y(1)=1

First separate the variables, then integrate:

y2dy=exdx\int y^{-2}\,dy=\int e^{-x}\,dx

which gives

y1=ex+C-y^{-1}=-e^{-x}+C

Now use y(1)=1y(1)=1:

1=e1+C-1=-e^{-1}+C

and hence

C=1+e1C=-1+e^{-1}

Therefore,

1y=ex+1e1\frac{1}{y}=e^{-x}+1-e^{-1}

so

y=1ex+1e1y=\frac{1}{e^{-x}+1-e^{-1}}

Take care with the final algebra. From y2=x2+Cy^2=x^2+C you get y=±x2+Cy=\pm\sqrt{x^2+C} unless the context or initial condition determines the sign. Don’t casually turn a square into a linear expression.

Logistic growth and partial fractions

A syllabus example is the logistic equation. This separable differential equation models a quantity that grows quickly at first, then slows as it approaches a limiting value:

dndt=kn(an)\frac{dn}{dt}=kn(a-n)

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The value aa is the carrying capacity, the limiting quantity approached by the model as growth slows. Separating the equation gives

1n(an)dn=kdt\frac{1}{n(a-n)}\,dn=k\,dt

Partial fractions now become useful. Partial fraction decomposition is an algebraic method for rewriting a rational expression as a sum of simpler rational expressions. For a0a\ne 0,

1n(an)=1a(1n+1an)\frac{1}{n(a-n)}=\frac{1}{a}\left(\frac{1}{n}+\frac{1}{a-n}\right)

Thus,

1a(1n+1an)dn=kdt\frac{1}{a}\int \left(\frac{1}{n}+\frac{1}{a-n}\right)\,dn=\int k\,dt

Integrating gives

1alnnan=kt+C\frac{1}{a}\ln\left|\frac{n}{a-n}\right|=kt+C

An initial condition can then be used to find CC. If the question asks for nn explicitly, rearrange the result for nn.

5.18.4

HOMOGENEOUS DIFFERENTIAL EQUATION dydx=f(yx)\frac{dy}{dx}=f\left(\frac{y}{x}\right) USING THE SUBSTITUTION y=vxy=vx

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Recognising the type

A homogeneous first-order differential equation is a first-order differential equation in which the right-hand side depends on xx and yy only through the ratio yx\frac{y}{x}. In the syllabus, it has the form

dydx=f(yx)\frac{dy}{dx}=f\left(\frac{y}{x}\right)

Here, homogeneous refers to scaling. To check, replace xx with txtx and yy with tyty, where tt is a non-zero scale factor. The equation is homogeneous if the tt cancels completely from the right-hand side.

For example,

dydx=y3+x3xy2\frac{dy}{dx}=\frac{y^3+x^3}{xy^2}

is homogeneous since

y3+x3xy2=yx+(xy)2\frac{y^3+x^3}{xy^2}=\frac{y}{x}+\left(\frac{x}{y}\right)^2

so the right-hand side depends only on ratios.

The substitution that unlocks it

A substitution deliberately replaces variables to put an equation into a more useful form. For homogeneous equations, use

y=vxy=vx

Differentiate y=vxy=vx with respect to xx:

dydx=v+xdvdx\frac{dy}{dx}=v+x\frac{dv}{dx}

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The substitution should turn the equation into a separable one. That’s the purpose of the method.

Typical working pattern

Start with the example above:

dydx=yx+(xy)2\frac{dy}{dx}=\frac{y}{x}+\left(\frac{x}{y}\right)^2

Put y=vxy=vx. Then yx=v\frac{y}{x}=v and xy=1v\frac{x}{y}=\frac{1}{v}, giving

v+xdvdx=v+1v2v+x\frac{dv}{dx}=v+\frac{1}{v^2}

Subtract vv from both sides:

xdvdx=1v2x\frac{dv}{dx}=\frac{1}{v^2}

Now separate the variables:

v2dv=1xdxv^2\,dv=\frac{1}{x}\,dx

Integrate:

v33=lnx+C\frac{v^3}{3}=\ln|x|+C

Finally, replace vv with yx\frac{y}{x}:

y33x3=lnx+C\frac{y^3}{3x^3}=\ln|x|+C

If the question states x>0x>0, then lnx\ln|x| can be written as lnx\ln x. It’s easy to forget the final substitution, so don’t leave the answer in terms of vv unless the question explicitly allows it.

5.18.5

SOLUTION OF y+P(x)y=Q(x)y' + P(x)y = Q(x), USING THE INTEGRATING FACTOR

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The form to look for

A first-order linear differential equation is a first-order differential equation where the unknown function and its first derivative appear only to the first power. They aren’t multiplied together. Its standard form is

y+P(x)y=Q(x)y' + P(x)y = Q(x)

Before choosing the integrating factor, put the equation into this exact form. If yy' has a coefficient in front of it, divide through first.

Integrating factor

An integrating factor is a non-zero function that multiplies a differential equation, turning the left-hand side into the derivative of a product. For

y+P(x)y=Q(x)y' + P(x)y = Q(x)

use

μ(x)=eP(x)dx\mu(x)=e^{\int P(x)\,dx}

We normally omit the constant of integration inside the exponential since any non-zero constant multiple of an integrating factor works.

Now multiply the entire equation by μ(x)\mu(x):

μ(x)y+μ(x)P(x)y=μ(x)Q(x)\mu(x)y' + \mu(x)P(x)y = \mu(x)Q(x)

The left-hand side has been constructed so that

ddx(μ(x)y)=μ(x)Q(x)\frac{d}{dx}\left(\mu(x)y\right)=\mu(x)Q(x)

Integrate both sides:

μ(x)y=μ(x)Q(x)dx+C\mu(x)y=\int \mu(x)Q(x)\,dx+C

If the question asks for yy as a function of xx, finish by dividing by μ(x)\mu(x).

Example with the product derivative visible

Solve

dydx5xy=x2\frac{dy}{dx}-\frac{5}{x}y=x^2

In this equation,

P(x)=5x,Q(x)=x2P(x)=-\frac{5}{x}, \qquad Q(x)=x^2

So the integrating factor is

μ(x)=e5xdx=e5lnx\mu(x)=e^{\int -\frac{5}{x}\,dx}=e^{-5\ln|x|}

On an interval where x>0x>0, this becomes

μ(x)=x5\mu(x)=x^{-5}

Multiply every term by x5x^{-5}:

x5dydx5x6y=x3x^{-5}\frac{dy}{dx}-5x^{-6}y=x^{-3}

The expression on the left is

ddx(x5y)\frac{d}{dx}\left(x^{-5}y\right)

so

ddx(x5y)=x3\frac{d}{dx}\left(x^{-5}y\right)=x^{-3}

Now integrate:

x5y=x3dx=12x2+Cx^{-5}y=\int x^{-3}\,dx=-\frac{1}{2}x^{-2}+C

Therefore,

y=12x3+Cx5y=-\frac{1}{2}x^3+Cx^5

The product-derivative check isn’t just decoration. It’s the reason the method works.

Where this model appears

First-order linear equations often appear when a rate is proportional to a difference or to the current amount. Newton's law of cooling, for example, can model a temperature approaching room temperature. Carbon dating and physics decay curves use exponential decay ideas. In chemistry, first-order reactions have rates proportional to the amount of reactant remaining. Although the contexts differ, the same mathematical structure describes change. It also lets us compare patterns and make predictions from rates.

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