1

First-Order Equations

The purpose of this chapter is to develop some elementary yet important

examples of first-order differential equations. The examples here illustrate
some of the basic ideas in the theory of ordinary differential equations in the
simplest possible setting.
We anticipate that the first few examples will be familiar to readers who have
taken an introductory course in differential equations. Later examples, such
as the logistic model with harvesting, are included to give the reader a taste of
certain topics (e.g., bifurcations, periodic solutions, and Poincaré maps) that
we will return to often throughout this book. In later chapters, our treatment
of these topics will be much more systematic.

1.1 The Simplest Example

The differential equation familiar to all calculus students,

dx
= ax,
dt
is the simplest. It is also one of the most important. First, what does it mean?
Here x = x(t) is an unknown real-valued function of a real variable t and
dx/dt is its derivative (we will also use x 0 or x 0 (t) for the derivative). In addi-
tion, a is a parameter; for each value of a we have a different differential
Differential Equations, Dynamical Systems, and an Introduction to Chaos. DOI: 10.1016/B978-0-12-382010-5.00001-4
c 2013 Elsevier Inc. All rights reserved.

1
2 Chapter 1 First-Order Equations

equation. The equation tells us that for every value of t the relationship

x 0 (t) = ax(t)

is true.
The solutions of this equation are obtained from calculus: if k is any real
number, then the function x(t) = ke at is a solution since

x 0 (t) = ake at = ax(t).

Moreover, there are no other solutions. To see this, let u(t) be any solution and
compute the derivative of u(t)e −at :

d
u(t)e −at = u0 (t)e −at + u(t)(−ae −at )


dt
= au(t)e −at − au(t)e −at = 0.

Therefore, u(t)e −at is a constant k, so u(t) = ke at . This proves our assertion.

Thus, we have found all possible solutions of this differential equation. We call
the collection of all solutions of a differential equation the general solution of
the equation.
The constant k appearing in this solution is completely determined if the
value u0 of a solution at a single point t0 is specified. Suppose that a function
x(t) satisfying the differential equation is also required to satisfy x(t0 ) = u0 .
Then we must have ke at0 = u0 , so that k = u0 e −at0 . Thus, we have determined
k and this equation therefore has a unique solution satisfying the specified
initial condition x(t0 ) = u0 . For simplicity, we often take t0 = 0; then k = u0 .
There is no loss of generality in taking t0 = 0, for if u(t) is a solution with
u(0) = u0 , then the function v(t) = u(t − t0 ) is a solution with v(t0 ) = u0 .
It is common to restate this in the form of an initial value problem:

x 0 = ax, x(0) = u0 .

A solution x(t) of an initial value problem must not only solve the differential
equation, but must also take on the prescribed initial value u0 at t = 0.
Note that there is a special solution of this differential equation when k = 0.
This is the constant solution x(t) ≡ 0. A constant solution like this is called an
equilibrium solution or equilibrium point for the equation. Equilibria are often
among the most important solutions of differential equations.
The constant a in the equation x 0 = ax can be considered as a parameter.
If a changes, the equation changes and so do the solutions. Can we describe
qualitatively the way the solutions change? The sign of a is crucial here:
1. If a > 0, limt→∞ ke at equals ∞ when k > 0, and equals −∞ when k < 0
 1.1 The Simplest Example 3

2. If a = 0, ke at = constant
3. If a < 0, limt→∞ ke at = 0
The qualitative behavior of solutions is vividly illustrated by sketching the
graphs of solutions as in Figure 1.1.
Note that the behavior of solutions is quite different when a is positive and
negative. When a > 0, all nonzero solutions tend away from the equilibrium
point at 0 as t increases, whereas when a < 0, solutions tend toward the equi-
librium point. We say that the equilibrium point is a source when nearby
solutions tend away from it. The equilibrium point is a sink when nearby
solutions tend toward it.
We also describe solutions by drawing them on the phase line. As the solu-
tion x(t) is a function of time, we may view x(t) as a particle moving along the
real line. At the equilibrium point, the particle remains at rest (indicated by a
solid dot), while any other solution moves up or down the x-axis, as indicated
by the arrows in Figure 1.2.
The equation x 0 = ax is stable in a certain sense if a 6= 0. More precisely,
if a is replaced by another constant b with a sign that is the same as a, then

Figure 1.1 The solution graphs and phase

line for x0 = ax for a > 0. Each graph
represents a particular solution.

Figure 1.2 The solution graphs and

phase line for x0 = ax for a < 0.
4 Chapter 1 First-Order Equations

the qualitative behavior of the solutions does not change. But if a = 0, the
slightest change in a leads to a radical change in the behavior of solutions.
We therefore say that we have a bifurcation at a = 0 in the one-parameter fam-
ily of equations x 0 = ax. The concept of a bifurcation is one that will arise over
and over in subsequent chapters of this book.

1.2 The Logistic Population Model

The differential equation x 0 = ax can be considered as a simplistic model of

population growth when a > 0. The quantity x(t) measures the population
of some species at time t. The assumption that leads to the differential equa-
tion is that the rate of growth of the population (namely, dx/dt) is directly
proportional to the size of the population. Of course, this naive assumption
omits many circumstances that govern actual population growth, including,
for example, the fact that actual populations cannot increase without bound.
To take this restriction into account, we can make the following further
assumptions about the population model:
1. If the population is small, the growth rate remains directly proportional
to the size of the population.
2. If the population grows too large, however, the growth rate becomes
negative.
One differential equation that satisfies these assumptions is the logistic popu-
lation growth model. This differential equation is
 x
x 0 = ax 1 − .
N

Here a and N are positive parameters: a gives the rate of population growth
when x is small, while N represents a sort of “ideal” population or “carrying
capacity.” Note that if x is small, the differential equation is essentially x 0 = ax
(since the term 1 − (x/N ) ≈ 1), but if x > N , then x 0 < 0. Thus, this simple
equation satisfies the preceding assumptions. We should add here that there
are many other differential equations that correspond to these assumptions;
our choice is perhaps the simplest.
Without loss of generality, we will assume that N = 1. That is, we will
choose units so that the carrying capacity is exactly 1 unit of population and
x(t) therefore represents the fraction of the ideal population present at time t.
Therefore, the logistic equation reduces to

x 0 = fa (x) = ax(1 − x).

 1.2 The Logistic Population Model 5

This is an example of a first-order, autonomous, nonlinear differential

equation. It is first order since only the first derivative of x appears in the
equation. It is autonomous since the right side of the equation depends on
x alone, not on time t. Plus, it is nonlinear since fa (x) is a nonlinear func-
tion of x. The previous example, x 0 = ax, is a first-order, autonomous, linear
differential equation.
The solution of the logistic differential equation is easily found by the tried-
and-true calculus method of separation and integration:
Z Z
dx
= a dt.
x(1 − x)

The method of partial fractions allows us to rewrite the left integral as

Z  
1 1
+ dx.
x 1−x

Integrating both sides and then solving for x yields

Ke at
x(t) = ,
1 + Ke at

where K is the arbitrary constant that arises from integration. Evaluating this
expression at t = 0 and solving for K gives

x(0)
K= .
1 − x(0)

Using this, we may rewrite this solution as

x(0)e at
.
1 − x(0) + x(0)e at

So this solution is valid for any initial population x(0). When x(0) = 1, we
have an equilibrium solution, since x(t) reduces to x(t) ≡ 1. Similarly, x(t) ≡
0 is an equilibrium solution.
Thus, we have “existence” of solutions for the logistic differential equation.
We have no guarantee that these are all of the solutions of this equation at this
stage; we will return to this issue when we discuss the existence and uniqueness
problem for differential equations in Chapter 7.
To get a qualitative feeling for the behavior of solutions, we sketch the slope
field for this equation. The right side of the differential equation determines
the slope of the graph of any solution at each time t. Thus, we may plot little
slope lines in the tx–plane as in Figure 1.3, with the slope of the line at (t, x)
6 Chapter 1 First-Order Equations

x=1

x=0
t

Figure 1.3 Slope field, solution graphs, and phase line for x0 = ax(1 − x).

0.8

0.5 1

Figure 1.4 The graph of the function

f(x) = ax(1 − x) with a = 3.2.

given by the quantity ax(1 − x). Our solutions must therefore have graphs
that are tangent to this slope field everywhere. From these graphs, we see
immediately that, in agreement with our assumptions, all solutions for which
x(0) > 0 tend to the ideal population x(t) ≡ 1. For x(0) < 0, solutions tend
to −∞, although these solutions are irrelevant in the context of a population
model.
Note that we can also read this behavior from the graph of the function
fa (x) = ax(1 − x). This graph, displayed in Figure 1.4, crosses the x-axis at the
two points x = 0 and x = 1, so these represent our equilibrium points. When
0 < x < 1, we have f (x) > 0. Therefore, slopes are positive at any (t, x) with
0 < x < 1, so solutions must increase in this region. When x < 0 or x > 1,
we have f (x) < 0, so solutions must decrease, as we see in both the solution
graphs and the phase lines in Figure 1.3.
We may read off the fact that x = 0 is a source and x = 1 is a sink from
the graph of f in similar fashion. Near 0, we have f (x) > 0 if x > 0, so slopes
are positive and solutions increase, but if x < 0, then f (x) < 0, so slopes are
negative and solutions decrease. Thus, nearby solutions move away from 0, so
0 is a source. Similarly, 1 is a sink.
 1.3 Constant Harvesting and Bifurcations 7

x
x=1

x=0
t

x = −1

Figure 1.5 Slope field, solution graphs, and phase line for x0 = x − x3 .

We may also determine this information analytically. We have fa0 (x) =

a − 2ax so that fa0 (0) = a > 0 and fa0 (1) = −a < 0. Since fa0 (0) > 0, slopes
must increase through the value 0 as x passes through 0. That is, slopes are
negative below x = 0 and positive above x = 0. Thus, solutions must tend
away from x = 0. In similar fashion, fa0 (1) < 0 forces solutions to tend toward
x = 1, making this equilibrium point a sink. We will encounter many such
“derivative tests” like this that predict the qualitative behavior near equilibria
in subsequent chapters.

Example. As a further illustration of these qualitative ideas, consider the

differential equation

x 0 = g(x) = x − x 3 .

There are three equilibrium points at x = 0, ±1. Since g 0 (x) = 1 − 3x 2 , we

have g 0 (0) = 1, so the equilibrium point 0 is a source. Also, g 0 (±1) = −2, so
the equilibrium points at ±1 are both sinks. Between these equilibria, the sign
of the slope field of this equation is nonzero. From this information we can
immediately display the phase line, which is shown in Figure 1.5. 

1.3 Constant Harvesting and Bifurcations

Now let’s modify the logistic model to take into account harvesting of the pop-
ulation. Suppose that the population obeys the logistic assumptions with the
parameter a = 1, but it is also harvested at the constant rate h. The differential
equation becomes

x 0 = x(1 − x) − h,

where h ≥ 0 is a new parameter.

8 Chapter 1 First-Order Equations

fh(x)

x
0.5
h < 1/4

h = 1/4

h > 1/4

Figure 1.6 The graphs of the function

fh(x) = x(1 − x) − h.

Rather than solving this equation explicitly (which can be done—see Exer-
cise 6 of this chapter), we use the graph of the function

fh (x) = x(1 − x) − h

to “read off ” the qualitative behavior of solutions. In Figure 1.6 we display

the graph of fh in three different cases: 0 < h < 1/4, h = 1/4, and h > 1/4.
It is straightforward to check that fh has two roots when 0 ≤ h < 1/4, one
root when h = 1/4, and no roots if h > 1/4, as illustrated in the graphs. As a
consequence, the differential equation has two equilibrium points, x` and xr ,
with 0 ≤ x` < xr when 0 < h < 1/4. It is also easy to check that fh0 (x` ) > 0 so
that x` is a source, and fh0 (xr ) < 0 so that xr is a sink.
As h passes through h = 1/4, we encounter another example of a bifurca-
tion. The two equilibria, x` and xr , coalesce as h increases through 1/4 and
then disappear when h > 1/4. Moreover, when h > 1/4, we have fh (x) < 0 for
all x. Mathematically, this means that all solutions of the differential equation
decrease to −∞ as time goes on.
We record this visually in the bifurcation diagram. In Figure 1.7, we plot the
parameter h horizontally. Over each h-value we plot the corresponding phase
line. The curve in this picture represents the equilibrium points for each value
of h. This gives another view of the sink and source merging into a single
equilibrium point and then disappearing as h passes through 1/4.
Ecologically, this bifurcation corresponds to a disaster for the species under
study. For rates of harvesting 1/4 or lower, the population persists, provided
the initial population is sufficiently large (x(0) ≥ x` ). But a very small change
in the rate of harvesting when h = 1/4 leads to a major change in the fate of
the population: at any rate of harvesting h > 1/4, the species becomes extinct.
This phenomenon highlights the importance of detecting bifurcations in
families of differential equations—a procedure that we will encounter many
times in later chapters. We should also mention that, despite the simplicity of
 1.3 Constant Harvesting and Bifurcations 9

h
1/4

Figure 1.7 The bifurcation diagram for

fh(x) = x(1 − x) − h.

x
x=a

Figure 1.8 The bifurcation

diagram for x0 = x2 − ax.

this population model, the prediction that small changes in harvesting rates
can lead to disastrous changes in population has been observed many times in
real situations on earth.

Example. As another example of a bifurcation, consider the family of differ-

ential equations

x 0 = ga (x) = x 2 − ax = x(x − a),

which depends on a parameter a. The equilibrium points are given by x = 0

and x = a. We compute that ga0 (0) = −a, so 0 is a sink if a > 0 and a source
if a < 0. Similarly, ga0 (a) = a, so x = a is a sink if a < 0 and a source if a > 0.
We have a bifurcation at a = 0 since there is only one equilibrium point when
a = 0. Moreover, the equilibrium point at 0 changes from a source to a sink as
a increases through 0. Similarly, the equilibrium at x = a changes from a sink
to a source as a passes through 0. The bifurcation diagram for this family is
shown in Figure 1.8. 
10 Chapter 1 First-Order Equations

1.4 Periodic Harvesting and Periodic

Solutions

Now let’s change our assumptions on the logistic model to reflect the fact that
harvesting does not always occur at a constant rate. For example, populations
of many species of fish are harvested at a higher rate in warmer months than
in colder months. So, we assume that the population is harvested at a periodic
rate. One such model is then

x 0 = f (t, x) = ax(1 − x) − h(1 + sin(2πt)),

where again a and h are positive parameters. Thus, the harvesting reaches a
maximum rate −2h at time t = 14 + n where n is an integer (representing the
year), and the harvesting reaches its minimum value 0 when t = 43 + n, exactly
one half year later.
Note that this differential equation now depends explicitly on time; this is
an example of a nonautonomous differential equation. As in the autonomous
case, a solution x(t) of this equation must satisfy x 0 (t) = f (t, x(t)) for all t.
Also, this differential equation is no longer separable, so we cannot generate
an analytic formula for its solution using the usual methods from calculus.
Thus, we are forced to take a more qualitative approach (see Figure 1.9).
To describe the fate of the population in this case, we first note that the
right side of the differential equation is periodic with period 1 in the time
variable; that is, f (t + 1, x) = f (t, x). This fact simplifies the problem of find-
ing solutions somewhat. Suppose that we know the solution of all initial value
problems, not for all times but only for 0 ≤ t ≤ 1. Then in fact we know the
solutions for all time.
For example, suppose x1 (t) is the solution that is defined for 0 ≤ t ≤ 1 and
satisfies x1 (0) = x0 . Suppose that x2 (t) is the solution that satisfies x2 (0) =

Figure 1.9 The slope field for f(x) =

x(1 − x) − h(1 + sin (2π t)).
 1.5 Computing the Poincaré Map 11

x1 (1). Then we can extend the solution x1 by defining x1 (t + 1) = x2 (t) for

0 ≤ t ≤ 1. The extended function is a solution since we have

x10 (t + 1) = x20 (t) = f (t, x2 (t))

= f (t + 1, x1 (t + 1)).

Thus, if we know the behavior of all solutions in the interval 0 ≤ t ≤ 1, then

we can extrapolate in similar fashion to all time intervals and thereby know
the behavior of solutions for all time.
Second, suppose that we know the value at time t = 1 of the solution satisfy-
ing any initial condition x(0) = x0 . Then, to each such initial condition x0 , we
can associate the value x(1) of the solution x(t) that satisfies x(0) = x0 . This
gives us a function p(x0 ) = x(1). If we compose this function with itself, we
derive the value of the solution through x0 at time 2; that is, p(p(x0 )) = x(2).
If we compose this function with itself n times, then we can compute the value
of the solution curve at time n and hence we know the fate of the solution
curve.
The function p is called a Poincaré map for this differential equation. Having
such a function allows us to move from the realm of continuous dynami-
cal systems (differential equations) to the often easier-to-understand realm
of discrete dynamical systems (iterated functions). For example, suppose that
we know that p(x0 ) = x0 for some initial condition x0 ; that is, x0 is a fixed
point for the function p. Then, from our previous observations, we know that
x(n) = x0 for each integer n. Moreover, for each time t with 0 < t < 1, we also
have x(t) = x(t + 1) and thus x(t + n) = x(t) for each integer n. That is, the
solution satisfying the initial condition x(0) = x0 is a periodic function of t
with period 1. Such solutions are called periodic solutions of the differential
equation.
In Figure 1.10, we have displayed several solutions of the logistic equation
with periodic harvesting. Note that the solution satisfying the initial condi-
tion, x(0) = x0 , is a periodic solution, and we have x0 = p(x0 ) = p(p(x0 )). . . .
Similarly, the solution satisfying the initial condition, x(0) = x̂0 , also appears
to be a periodic solution, so we should have p(x̂0 ) = x̂0 .
Unfortunately, it is usually the case that computing a Poincaré map for a
differential equation is impossible, but for the logistic equation with periodic
harvesting we get lucky.

1.5 Computing the Poincaré Map

Before computing the Poincaré map for this equation, we need to introduce
some important terminology. To emphasize the dependence of a solution on
12 Chapter 1 First-Order Equations

∧
x0

x(1) = p(x0) x(2) = p(p(x0))

x0

t=0 t=1 t=2

Figure 1.10 The Poincaré map for x0 = 5x(1 − x)

− 0.8(1 + sin (2πt)).

the initial value x0 , we will denote the corresponding solution by φ(t, x0 ). This
function, φ : R × R → R, is called the flow associated with the differential
equation. If we hold the variable x0 fixed, then the function

t → φ(t, x0 )

is just an alternative expression for the solution of the differential equation

satisfying the initial condition x0 . Sometimes we write this function as φt (x0 ).

Example. For our first example, x 0 = ax, the flow is given by

φ(t, x0 ) = x0 e at .

For the logistic equation (without harvesting), the flow is

x(0)e at
φ(t, x0 ) = .
1 − x(0) + x(0)e at

Now we return to the logistic differential equation with periodic harvesting,

x 0 = f (t, x) = ax(1 − x) − h(1 + sin(2πt)).

The solution that satisfies the initial condition, x(0) = x0 , is given by

t → φ(t, x0 ). Although we do not have a formula for this expression, we do
 1.5 Computing the Poincaré Map 13

know that, by the Fundamental Theorem of Calculus, this solution satisfies

Zt
φ(t, x0 ) = x0 + f (s, φ(s, x0 )) ds
0

since

∂φ
(t, x0 ) = f (t, φ(t, x0 ))
∂t

and φ(0, x0 ) = x0 .
If we differentiate this solution with respect to x0 , using the Chain Rule, we
obtain:

Zt
∂φ ∂f ∂φ
(t, x0 ) = 1 + (s, φ(s, x0 )) · (s, x0 )ds.
∂x0 ∂x0 ∂x0
0

Now let

∂φ
z(t) = (t, x0 ).
∂x0

Note that

∂φ
z(0) = (0, x0 ) = 1.
∂x0

Differentiating z with respect to t, we find

∂f ∂φ
z 0 (t) = (t, φ(t, x0 )) · (t, x0 )
∂x0 ∂x0
∂f
= (t, φ(t, x0 )) · z(t).
∂x0

Again, we do not know φ(t, x0 ) explicitly, but this equation does tell us that
z(t) solves the differential equation

∂f
z 0 (t) = (t, φ(t, x0 )) z(t)
∂x0
14 Chapter 1 First-Order Equations

with z(0) = 1. Consequently, via separation of variables, we may compute that

the solution of this equation is

Zt
∂f
z(t) = exp (s, φ(s, x0 ))ds,
∂x0
0

and so we find

Z1
∂φ ∂f
(1, x0 ) = exp (s, φ(s, x0 )) ds.
∂x0 ∂x0
0

Since p(x0 ) = φ(1, x0 ), we have determined the derivative p0 (x0 ) of the Poin-
caré map; note that p0 (x0 ) > 0. Therefore, p is an increasing function.
Differentiating once more, we find

Z1
  s  
∂ 2f ∂f
Z
p00 (x0 ) = p0 (x0 )  (s, φ(s, x0 )) · exp  (u, φ(u, x0 )) du ds ,
∂x0 ∂x0 ∂x0
0 0

which looks pretty intimidating. However, since

f (t, x0 ) = ax0 (1 − x0 ) − h(1 + sin(2πt)),

we have

∂ 2f
≡ −2a.
∂x0 ∂x0

Thus, we know in addition that p00 (x0 ) < 0. Consequently, the graph of the
Poincaré map is concave down. This implies that the graph of p can cross the
diagonal line y = x at most two times; that is, there can be at most two values
of x for which p(x) = x. Therefore, the Poincaré map has at most two fixed
points. These fixed points yield periodic solutions of the original differential
equation. These are solutions that satisfy x(t + 1) = x(t) for all t.
Another way to say this is that the flow, φ(t, x0 ), is a periodic function in
t with period 1 when the initial condition x0 is one of the fixed points. We
saw these two solutions in the particular case when h = 0.8 in Figure 1.10. In
Figure 1.11, we again see two solutions that appear to be periodic. Note that
one of these appears to attract all nearby solutions, while the other appears to
repel them. We’ll return to these concepts often and make them more precise
later in the book.
 1.6 Exploration: A Two-Parameter Family 15

1 2 3 4 5

Figure 1.11 Several solutions of x0 = 5x(1 − x)

− 0.8(1 + sin (2πt)).

Recall that the differential equation also depends on the harvesting param-
eter h. For small values of h, there will be two fixed points such as shown in
Figure 1.11. Differentiating f with respect to h, we find

∂f
(t, x0 ) = −(1 + sin 2π t).
∂h

Thus, ∂f /∂h < 0 (except when t = 3/4). This implies that the slopes of the
slope field lines at each point (t, x0 ) decrease as h increases. As a consequence,
the values of the Poincaré map also decrease as h increases. There is a unique
value h∗ , therefore, for which the Poincaré map has exactly one fixed point.
For h > h∗ , there are no fixed points for p, so p(x0 ) < x0 for all initial values.
It then follows that the population again dies out. 

1.6 Exploration: A Two-Parameter

Family

Consider the family of differential equations

x 0 = fa,b (x) = ax − x 3 − b,

which depends on two parameters, a and b. The goal of this exploration is

to combine all of the ideas in this chapter to put together a complete picture
of the two-dimensional parameter plane (the ab–plane) for this differential
equation. Feel free to use a computer to experiment with this differential
16 Chapter 1 First-Order Equations

equation at first, but then try the following to verify your observations
rigorously:
1. First fix a = 1. Use the graph of f1,b to construct the bifurcation diagram
for this family of differential equations depending on b.
2. Repeat the previous question for a = 0 and then for a = −1.
3. What does the bifurcation diagram look like for other values of a?
4. Now fix b and use the graph to construct the bifurcation diagram for this
family, which this time depends on a.
5. In the ab–plane, sketch the regions where the corresponding differential
equation has different numbers of equilibrium points, including a sketch
of the boundary between these regions.
6. Describe, using phase lines and the graph of fa,b (x), the bifurcations that
occur as the parameters pass through this boundary.
7. Describe in detail the bifurcations that occur at a = b = 0 as a and/or b
vary.
8. Consider the differential equation x 0 = x − x 3 − b sin(2π t), where |b| is
small. What can you say about solutions of this equation? Are there any
periodic solutions?
9. Experimentally, what happens as |b| increases? Do you observe any
bifurcations? Explain what you observe.

EXERCISES

1. Find the general solution of the differential equation x 0 = ax + 3 where

a is a parameter. What are the equilibrium points for this equation? For
which values of a are the equilibria sinks? For which are they sources?
2. For each of the following differential equations, find all equilibrium solu-
tions and determine whether they are sinks, sources, or neither. Also
sketch the phase line.
(a) x 0 = x 3 − 3x
(b) x0 = x4 − x2
(c) x 0 = cos x
(d) x 0 = sin2 x
(e) x 0 = |1 − x 2 |
3. Each of the following families of differential equations depends on a
parameter a. Sketch the corresponding bifurcation diagrams.
(a) x 0 = x 2 − ax
(b) x 0 = x 3 − ax
(c) x 0 = x 3 − x + a
 Exercises 17

f (x)

Figure 1.12 Graph of the

function f.

4. Consider the function f (x) with a graph that is displayed in Figure 1.12.
(a) Sketch the phase line corresponding to the differential equation x 0 =
f (x).
(b) Let ga (x) = f (x) + a. Sketch the bifurcation diagram corresponding
to the family of differential equations x 0 = ga (x).
(c) Describe the different bifurcations that occur in this family.
5. Consider the family of differential equations

x 0 = ax + sin x,

where a is a parameter.
(a) Sketch the phase line when a = 0.
(b) Use the graphs of ax and sin x to determine the qualitative behavior
of all of the bifurcations that occur as a increases from −1 to 1.
(c) Sketch the bifurcation diagram for this family of differential
equations.
6. Find the general solution of the logistic differential equation with con-
stant harvesting,

x 0 = x(1 − x) − h,

for all values of the parameter h > 0.

7. Consider the nonautonomous differential equation

x − 4 if t < 5,

x0 =
2 − x if t ≥ 5.

(a) Find a solution of this equation satisfying x(0) = 4. Describe the

qualitative behavior of this solution.
18 Chapter 1 First-Order Equations

(b) Find a solution of this equation satisfying x(0) = 3. Describe the

qualitative behavior of this solution.
(c) Describe the qualitative behavior of any solution of this system as
t → ∞.
8. Consider a first-order linear equation of the form x 0 = ax + f (t), where
a ∈ R. Let y(t) be any solution of this equation. Prove that the general
solution is y(t) + c exp(at) where c ∈ R is arbitrary.
9. Consider a first-order, linear, nonautonomous equation of the form
x 0 (t) = a(t)x.
(a) Find a formula involving integrals for the solution of this system.
(b) Prove that your formula gives the general solution of this system.
10. Consider the differential equation x 0 = x + cos t.
(a) Find the general solution of this equation.
(b) Prove that there is a unique periodic solution for this equation.
(c) Compute the Poincaré map p : {t = 0} → {t = 2π} for this equation
and use this to verify again that there is a unique periodic solution.
11. First-order differential equations need not have solutions that are
defined for all time.
(a) Find the general solution of the equation x 0 = x 2 .
(b) Discuss the domains over which each solution is defined.
(c) Give an example of a differential equation for which the solution
satisfying x(0) = 0 is defined only for −1 < t < 1.
12. First-order differential equations need not have unique solutions satisfy-
ing a given initial condition.
(a) Prove that there are infinitely many different solutions of the differ-
ential equations x 0 = x 1/3 satisfying x(0) = 0.
(b) Discuss the corresponding situation that occurs for x 0 = x/t,
x(0) = x0 .
(c) Discuss the situation that occurs for x 0 = x/t 2 , x(0) = 0.
13. Let x 0 = f (x) be an autonomous first-order differential equation with an
equilibrium point at x0 .
(a) Suppose f 0 (x0 ) = 0. What can you say about the behavior of solu-
tions near x0 ? Give examples.
(b) Suppose f 0 (x0 ) = 0 and f 00 (x0 ) 6= 0. What can you say now?
(c) Suppose f 0 (x0 ) = f 00 (x0 ) = 0 but f 000 (x0 ) 6= 0. What can you say
now?
 Exercises 19

14. Consider the first-order nonautonomous equation x 0 = p(t)x, where

p(t) is differentiable and periodic with period T. Prove that all solutions
of this equation are periodic with period T if and only if

ZT
p(s) ds = 0.
0

15. Consider the differential equation x 0 = f (t, x), where f (t, x) is continu-
ously differentiable in t and x. Suppose that

f (t + T, x) = f (t, x)

for all t. Suppose there are constants p, q such that

f (t, p) > 0, f (t, q) < 0

for all t. Prove that there is a periodic solution x(t) for this equation with
p < x(0) < q.
16. Consider the differential equation x 0 = x 2 − 1 − cos(t). What can be said
about the existence of periodic solutions for this equation?