First-order equations and growth models

Solve first-order linear equations with an integrating factor, use given substitutions, and analyse growth models with phase lines and harvesting.

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Enlarged diagram

Growth models are differential equations: the rate of change of a population depends on the population itself. This lesson solves first-order linear equations with an integrating factor, uses a given substitution to turn a non-linear equation into a linear one, and then reads long-term behaviour from a phase line without solving: equilibria, their stability, the carrying capacity of a logistic model and the effect of harvesting.

The integrating factor

A first-order linear equation has the form

dy/(dx) + p(x) y = q(x).

Multiply both sides by the integrating factor I(x) = e^(∫ p(x) dx). Since I' = pI, the left side becomes (d/(dx))(Iy) by the product rule, so

I(x) y = ∫ I(x) q(x) dx.

The constant of integration belongs on the right-hand side before you divide by I(x).

Worked example 1

A first-order linear equation

Solve dy/(dx) + (2/x)y = 3x for x > 0, given that y = 2 when x = 1.

Show full solutionHide solution
  1. Find the integrating factor

    Method

    p(x) = 2/x, so I = e^(2 ln x) = x².

    Reason

    With x > 0, no modulus is needed in ln x.

    Working

    Answer

    Multiplying through: x²dy/(dx) + 2xy = 3x³, that is (d/(dx))(x²y) = 3x³.

  2. Integrate, then fit the condition

    Method

    x²y = (3/4)x⁴ + C.

    Reason

    Keep C before dividing, so that it is divided by x² too.

    Working

    Answer

    At x = 1: 2 = 3/4 + C, so C = 5/4 and

    y = 3x²/4 + 5/(4x²).

Check your understanding 1

Divide only after integrating

Solve dy/(dx)-y/x = x² for x > 0, given that y = 1 when x = 1, and find y when x = 2.

Show answerHide answer

Here p(x) = -1/x, so I = e^(- ln x) = 1/x and

(d/(dx))(y/x) = x,; y/x = x²/2 + C.

At x = 1, 1 = 1/2 + C, so C = 1/2 and y = (1/2)x³ + (1/2)x. At x = 2, y = 4 + 1 = 5.

A given substitution can make an equation linear

Some equations become linear after a substitution that the question supplies. Differentiate the substitution, replace y and dy/(dx) everywhere, and simplify to a standard form. Remember to return to the original variable. The same idea reduces some second-order equations to the constant-coefficient form.

Check your understanding 2

A logistic-type equation made linear

Use the substitution z = 1/y to find the general solution of dy/(dx) = y-y² for y > 0.

Show answerHide answer

dz/(dx) = -(1/y²)dy/(dx) = -(y-y²)/y² = 1-z, so dz/(dx) + z = 1. With integrating factor e^x: ze^x = e^x + C, so z = 1 + Ce^(-x) and

y = 1/(1 + Ce^(-x)).

Every solution with y > 0 tends to 1 as x → ∞.

Phase lines show long-term behaviour

For an equation dP/(dt) = f(P), the equilibria are the values where f(P) = 0. A phase line marks them on a number line and shows, between them, whether P increases (f > 0) or decreases (f < 0). An equilibrium is stable if nearby solutions move towards it, and unstable if they move away. A slope field shows the same information as short line segments with gradient f(P) at many points; it is a sketching aid only.

  • Exponential growth: dP/(dt) = kP gives P = P₀e^kt, with no limit for k > 0.
  • Logistic growth: dP/(dt) = rP(1-P/K) has equilibria 0 (unstable) and K (stable), the carrying capacity. For r = 1/2, K = 100 and P₀ = 20, the solution is P = 100/(1 + 4e^(-t/2)).

Logistic solutions approach the carrying capacity

Three curves start at P = 20, 60 and 140 when t = 0. The first rises slowly, then steeply around t = 2.8, where it passes 50, then levels off near 100. The second rises and levels off near 100 sooner. The third falls from 140 towards 100. A horizontal reference line marks P = 100.

Three curves start at P = 20, 60 and 140 when t = 0. The first rises slowly, then steeply around t = 2.8, where it passes 50, then levels off near 100. The second rises and levels off near 100 sooner. The third falls from 140 towards 100. A horizontal reference line marks P = 100.Three curves start at P = 20, 60 and 140 when t = 0. The first rises slowly, then steeply around t = 2.8, where it passes 50, then levels off near 100. The second rises and levels off near 100 sooner. The third falls from 140 towards 100. A horizontal reference line marks P = 100.
Solutions of dP/dt = ½P(1 − P/100) from three starting values. Populations below 100 rise towards it along an S-shaped curve; a population above 100 falls towards it. None crosses the equilibrium P = 100.
Open full-size graphOpen full-size graph
What to noticeCurves are drawn from the exact solutions P = 100/(1 + Ae^(−t/2)) sampled every 0.25 time units.
Figure data

This table is included in print while it is open.

Figure data: Logistic solutions approach the carrying capacity
SeriestP
P(0) = 200.0020.0000
P(0) = 200.2522.0751
P(0) = 200.5024.3001
P(0) = 200.7526.6727
P(0) = 201.0029.1875
P(0) = 201.2531.8365
P(0) = 201.5034.6085
P(0) = 201.7537.4890
P(0) = 202.0040.4610
P(0) = 202.2543.5046
P(0) = 202.5046.5979
P(0) = 202.7549.7176
P(0) = 203.0052.8396
P(0) = 203.2555.9395
P(0) = 203.5058.9937
P(0) = 203.7561.9801
P(0) = 204.0064.8786
P(0) = 204.2567.6713
P(0) = 204.5070.3434
P(0) = 204.7572.8832
P(0) = 205.0075.2819
P(0) = 205.2577.5339
P(0) = 205.5079.6361
P(0) = 205.7581.5884
P(0) = 206.0083.3925
P(0) = 206.2585.0523
P(0) = 206.5086.5728
P(0) = 206.7587.9606
P(0) = 207.0089.2228
P(0) = 207.2590.3672
P(0) = 207.5091.4017
P(0) = 207.7592.3346
P(0) = 208.0093.1738
P(0) = 208.2593.9272
P(0) = 208.5094.6023
P(0) = 208.7595.2061
P(0) = 209.0095.7455
P(0) = 209.2596.2265
P(0) = 209.5096.6551
P(0) = 209.7597.0365
P(0) = 2010.0097.3756
P(0) = 2010.2597.6768
P(0) = 2010.5097.9441
P(0) = 2010.7598.1813
P(0) = 2011.0098.3916
P(0) = 2011.2598.5779
P(0) = 2011.5098.7429
P(0) = 2011.7598.8890
P(0) = 2012.0099.0182
P(0) = 2012.2599.1326
P(0) = 2012.5099.2337
P(0) = 2012.7599.3232
P(0) = 2013.0099.4022
P(0) = 2013.2599.4721
P(0) = 2013.5099.5338
P(0) = 2013.7599.5884
P(0) = 2014.0099.6366
P(0) = 2014.2599.6791
P(0) = 2014.5099.7167
P(0) = 2014.7599.7499
P(0) = 2015.0099.7793
P(0) = 2015.2599.8051
P(0) = 2015.5099.8280
P(0) = 2015.7599.8482
P(0) = 2016.0099.8660
P(0) = 600.0060.0000
P(0) = 600.2562.9592
P(0) = 600.5065.8241
P(0) = 600.7568.5780
P(0) = 601.0071.2071
P(0) = 601.2573.7006
P(0) = 601.5076.0508
P(0) = 601.7578.2529
P(0) = 602.0080.3050
P(0) = 602.2582.2074
P(0) = 602.5083.9628
P(0) = 602.7585.5754
P(0) = 603.0087.0509
P(0) = 603.2588.3959
P(0) = 603.5089.6178
P(0) = 603.7590.7246
P(0) = 604.0091.7243
P(0) = 604.2592.6250
P(0) = 604.5093.4347
P(0) = 604.7594.1611
P(0) = 605.0094.8116
P(0) = 605.2595.3932
P(0) = 605.5095.9124
P(0) = 605.7596.3753
P(0) = 606.0096.7875
P(0) = 606.2597.1542
P(0) = 606.5097.4802
P(0) = 606.7597.7697
P(0) = 607.0098.0266
P(0) = 607.2598.2544
P(0) = 607.5098.4564
P(0) = 607.7598.6353
P(0) = 608.0098.7937
P(0) = 608.2598.9339
P(0) = 608.5099.0580
P(0) = 608.7599.1678
P(0) = 609.0099.2648
P(0) = 609.2599.3507
P(0) = 609.5099.4265
P(0) = 609.7599.4936
P(0) = 6010.0099.5528
P(0) = 6010.2599.6052
P(0) = 6010.5099.6514
P(0) = 6010.7599.6922
P(0) = 6011.0099.7283
P(0) = 6011.2599.7601
P(0) = 6011.5099.7883
P(0) = 6011.7599.8131
P(0) = 6012.0099.8350
P(0) = 6012.2599.8544
P(0) = 6012.5099.8715
P(0) = 6012.7599.8866
P(0) = 6013.0099.8999
P(0) = 6013.2599.9116
P(0) = 6013.5099.9220
P(0) = 6013.7599.9312
P(0) = 6014.0099.9392
P(0) = 6014.2599.9464
P(0) = 6014.5099.9527
P(0) = 6014.7599.9582
P(0) = 6015.0099.9631
P(0) = 6015.2599.9675
P(0) = 6015.5099.9713
P(0) = 6015.7599.9747
P(0) = 6016.0099.9776
P(0) = 1400.00140.0000
P(0) = 1400.25133.7152
P(0) = 1400.50128.6198
P(0) = 1400.75124.4351
P(0) = 1401.00120.9621
P(0) = 1401.25118.0543
P(0) = 1401.50115.6018
P(0) = 1401.75113.5207
P(0) = 1402.00111.7454
P(0) = 1402.25110.2242
P(0) = 1402.50108.9157
P(0) = 1402.75107.7865
P(0) = 1403.00106.8092
P(0) = 1403.25105.9614
P(0) = 1403.50105.2244
P(0) = 1403.75104.5823
P(0) = 1404.00104.0223
P(0) = 1404.25103.5329
P(0) = 1404.50103.1049
P(0) = 1404.75102.7301
P(0) = 1405.00102.4016
P(0) = 1405.25102.1134
P(0) = 1405.50101.8605
P(0) = 1405.75101.6383
P(0) = 1406.00101.4430
P(0) = 1406.25101.2713
P(0) = 1406.50101.1202
P(0) = 1406.75100.9873
P(0) = 1407.00100.8703
P(0) = 1407.25100.7672
P(0) = 1407.50100.6765
P(0) = 1407.75100.5965
P(0) = 1408.00100.5261
P(0) = 1408.25100.4640
P(0) = 1408.50100.4092
P(0) = 1408.75100.3610
P(0) = 1409.00100.3184
P(0) = 1409.25100.2809
P(0) = 1409.50100.2478
P(0) = 1409.75100.2186
P(0) = 14010.00100.1929
P(0) = 14010.25100.1702
P(0) = 14010.50100.1502
P(0) = 14010.75100.1325
P(0) = 14011.00100.1169
P(0) = 14011.25100.1032
P(0) = 14011.50100.0910
P(0) = 14011.75100.0803
P(0) = 14012.00100.0709
P(0) = 14012.25100.0625
P(0) = 14012.50100.0552
P(0) = 14012.75100.0487
P(0) = 14013.00100.0430
P(0) = 14013.25100.0379
P(0) = 14013.50100.0335
P(0) = 14013.75100.0295
P(0) = 14014.00100.0261
P(0) = 14014.25100.0230
P(0) = 14014.50100.0203
P(0) = 14014.75100.0179
P(0) = 14015.00100.0158
P(0) = 14015.25100.0139
P(0) = 14015.50100.0123
P(0) = 14015.75100.0109
P(0) = 14016.00100.0096
Carrying capacity P = 1000.00100.0000
Carrying capacity P = 10016.00100.0000

Common mistakes

  • Using e^(∫ q(x) dx), or forgetting the integral, when forming the integrating factor e^(∫ p(x) dx).
  • Applying the integrating factor before writing the equation in the form dy/(dx) + p(x)y = q(x).
  • Adding the constant after dividing by the integrating factor.
  • Differentiating a substitution such as z = 1/y without the chain rule: dz/(dx) = -(1/y²)dy/(dx).
  • Calling an equilibrium stable without checking the sign of dP/(dt) on both sides of it.

Before you move on

Try it yourself 1

Harvesting a fish population

Minimal support

A fish population (in thousands) is modelled by

dP/(dt) = (1/2)P(1-P/100)-12,

where 12 thousand fish are harvested per year. Find the equilibria and their stability, and describe what happens if P(0) = 30 and if P(0) = 50. What is the largest constant harvest that still allows an equilibrium?

Write your answer, then compare it with the solution

Hint 1

Clear the fractions

Multiplying f(P) = 0 by -200 gives P²-100P + 2400 = 0.

Show full solutionHide solution
  1. Equilibria and stability

    Method

    P²-100P + 2400 = (P-40)(P-60) = 0.

    Reason

    f is a downward parabola in P, so it is positive only between its roots.

    Working

    Answer

    f < 0 for P < 40, f > 0 for 40 < P < 60 and f < 0 for P > 60. So 40 is unstable and 60 is stable.

  2. Read the two starting values

    Method

    Follow the arrows of the phase line.

    Reason

    Solutions cannot cross an equilibrium.

    Working

    Answer

    From 30, P decreases and the population collapses: the model reaches 0 in finite time. From 50, P increases towards 60 thousand.

  3. The largest sustainable harvest

    Method

    An equilibrium needs (1/2)P(1-P/100) = h to have a root.

    Reason

    The left side is greatest at P = 50, where it equals 12.5.

    Working

    Answer

    So the largest constant harvest is 12.5 thousand fish per year. Any larger harvest makes dP/(dt) < 0 for every P.

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