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First Order Linear

1) First order linear differential equations can be expressed in the form x' + p(t)x = q(t), where p(t) and q(t) are continuous functions. 2) The equation can be solved by introducing an integrating factor, which is defined as the anti-derivative of p(t). 3) Multiplying both sides of the equation by the integrating factor allows it to be solved by integrating both sides, yielding the general solution as an infinite family of solutions parameterized by an arbitrary constant.

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79 views2 pages

First Order Linear

1) First order linear differential equations can be expressed in the form x' + p(t)x = q(t), where p(t) and q(t) are continuous functions. 2) The equation can be solved by introducing an integrating factor, which is defined as the anti-derivative of p(t). 3) Multiplying both sides of the equation by the integrating factor allows it to be solved by integrating both sides, yielding the general solution as an infinite family of solutions parameterized by an arbitrary constant.

Uploaded by

jamestpp
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© © All Rights Reserved
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3. First order linear equations.

3. First order linear equations.

In the special case that f(t, x) can be expressed in the form f(t, x) = q(t) p(t)x, we say that the first
order ordinary differential equation is a linear equation and write it as

x + p(t)x = q(t) (1)

where p(t), q(t) are given continuous functions on an interval [a, b]. When q(t) = 0, t [a, b], the
linear equation is called homogeneous, otherwise nonhomogeneous. The linear equation can always
!
be solved by the introduction of an integrating factor.

t
Define the anti-derivative P(t) = " p() d and the integrating factor e P (t ). Then multiplying (1)

by e P(t ) ,
d P (t )
!
e P (t )
( x + p(t)x) =
dt
e x = e P!(t )q(t).{ }
!
Integrating with respect to t,
! ! t !
P!
(t )
e x=C+ " e P (s )q(s) ds

or
t
! x = Ce "P (t )+ e!"P (t ) e P (s )q(s) ds
# (2)
!

where C is an arbitrary constant. The infinite family of solutions (2) is called the general solution of
! !
the nonhomogeneous first order ordinary differential equation (1). An initial condition x( t0 ) = x0 ,
!
t0 [a, b], determines a unique solution with C = e P (t 0 ) x0 ,

! !
x = e (P(t) P(t0)) x0 + e e P (s )q(s) ds (3)
! ! !

That this solution is unique can be shown by the following typical argument. Suppose that the initial
!
value problem

x + p(t)x = q(t), x(t0 ) = x0 , t 0 [a, b]

has two solutions x = (t), x = (t). Then z(t) = (t) (t) satisfies the ordinary differential equation
z + p(t)z = 0, z(t 0 ) =
! 0, t 0 [a, b]. But we have just shown that any solution is of the form (3) with
!
q(t) = 0, t 0 = 0 in this case. That is, from (3), z(t) 0, t [a, b] or (t) (t), t [a, b]. Therefore
the two solutions must be identical.
!
Example!1. ! the general solution of the ordinary differential equation
Find
! 2
x 2tx = 2te t .
2
Solution. Since p(t) = 2t , P(t) = t 2
and the integrating factor is e t . Hence
.
e t
2
(
x 2tx = ) 2 2
= e t 2te t = 2t.
!
3. First order linear equations.

2 2 2
Integrating, e t x = C + t2 or x = Ce t + t2 e t , C an arbitrary constant. Since in this example
p(t), q(t) are continuous on all of R , the solution exists for all of R .

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