Differential Equations (MTH401)

Lecture 7

First Order Linear Equations

The differential equation of the form:
dy
a( x) + b( x ) y = c ( x )
dx
is a linear differential equation of first order. The equation can be rewritten in the
following famous form.
dy
+ p( x) y = q( x)
dx
where p (x ) and q (x ) are continuous functions.

Method of solution:
The general solution of the first order linear differential equation is given by
u ( x) q ( x ) dx + C
y=∫
u ( x)
Where u ( x) = exp(∫ p ( x)dx )
The function u (x ) is called the integrating factor. If it is an IVP then use it to find the
constant C.

Summary:

1. Identify that the equation is 1st order linear equation. Rewrite it in the form
dy
+ p ( x) y = q( x)
dx
if the equation is not already in this form.
2. Find the integrating factor

u ( x) = e ∫
p ( x ) dx

3. Write down the general solution

y=
∫ u ( x ) q ( x ) dx + C
u ( x)
4. If you are given an IVP, use the initial condition to find the constant C.

5. Plug in the calculated value to write the particular solution of the problem.

Page 1 of 7
© Copyright Virtual University of Pakistan
Differential Equations (MTH401)

Example 1:

Solve the initial value problem

y ′ + tan( x) y = cos 2 ( x), y (0) = 2
Solution:

1.The equation is already in the standard form

dy
+ p( x) y = q( x)
dx
with
 p ( x) = tan x

 q(x) = cos x
2

2. Since
∫ tan x dx = − ln cos x = ln sec x

Therefore, the integrating factor is given by

u ( x) = e ∫ tan x dx = sec x

3. Further, because

∫ sec x cos x dx = ∫ cos x dx = sin x

2

So that the general solution is given by

sin x + C
y= = (sin x + C ) cos x
sec x

4. We use the initial condition y (0) = 2 to find the value of the constant C
y ( 0) = C = 2

5. Therefore the solution of the initial value problem is

y = (sin x + 2 ) cos x

Page 2 of 7
© Copyright Virtual University of Pakistan
Differential Equations (MTH401)

dy 2t 2
Example 2: Solve the IVP − y = , y (0) = 0.4
dt 1 + t 2 1+ t 2
Solution:
1.The given equation is a 1st order linear and is already in the requisite form
dy
+ p( x) y = q( x)
dx
 2t
 p (t ) = − 1 + t 2
with  2
q(t ) =
 1+ t2
⌠ 2t 
2. Since   − 2 
dt = − ln | 1 + t 2 |
⌡  1+ t 
Therefore, the integrating factor is given by
⌠ 2t
− dt
⌡ 1+ t 2
u (t ) = e = (1 + t 2 ) −1
3. Hence, the general solution is given by

∫ u (t )q(t )dt + C , ⌠ 2
y=
u (t ) ∫ u(t )q(t )dt = ⌡ (1 + t 2 2
)
dt

⌠ 2 ⌠ 1+ t 2 − t 2 ⌠ 1 t2 
Now  dt = 2 (1 + t 2 ) 2 dt = 2  1 + t 2 (1 + t 2 ) 2 dt
 −
⌡ (1 + t )
2 2
⌡ ⌡ 
The first integral is clearly tan −1 t . For the 2nd we will use integration by parts
with t as first function and 2t
(1 + t 2 ) 2
as 2nd function.

⌠ 2t 2  1  ⌠ 1 t
 (1 + t 2 ) 2 dt = t  − 1 + t 2  +  dt = − + tan −1 (t )
 ⌡ 1+ t 1+ t
2 2
⌡ 
⌠ 2 t t
 dt = 2 tan −1 (t ) + − tan −1 (t ) = tan −1 (t ) +
⌡ (1 + t ) 1+ t 1+ t2
2 2 2

 -1 t 
The general solution is: y = (1 + t )  tan (t ) + +
2
C 
 1+ t2 
4. The condition y (0) = 0.4 gives C = 0.4
5. Therefore, solution to the initial value problem can be written as:
y = t + (1 + t 2 ) tan −1 (t ) + 0.4(1 + t 2 )

Page 3 of 7
© Copyright Virtual University of Pakistan
Differential Equations (MTH401)

Example 3:

Find the solution to the problem

cos 2 t sin t . y ′ = − cos 3 t . y + 1 , y π  = 0

4
Solution:
1. The equation is 1st order linear and is not in the standard form
dy
+ p( x) y = q( x)
dx
Therefore we rewrite the equation as
cos t 1
y′ + y= 2
sin t cos t sin t
2. Hence, the integrating factor is given by
cos t
⌠
 dt

sin t ln | sin t |
u (t ) = e ⌡
=e = sin t

3. Therefore, the general solution is given by

⌠ sin t 1
 dt + C
y= ⌡ cos 2
t sin t
sin t
Since
⌠ sin t 1 1
 dt = ⌠
 dt = tan t
⌡ 2
cos t sin t ⌡ cos 2 t

Therefore
tan t + C 1 C
y= = + = sec t + C csc t
sin t cos t sin t

(1) The initial condition y (π / 4) = 0 implies

2 +C 2 = 0
which gives C = −1 .
(2) Therefore, the particular solution to the initial value problem is
y = sec t − csc t

Page 4 of 7
© Copyright Virtual University of Pakistan
Differential Equations (MTH401)

Example 4
Solve ( x + 2 y ) dy
3

dx
=y

Solution:
We have
dy y
=
dx x + 2 y 3
This equation is not linear in y . Let us regard x as dependent variable and y as
independent variable. The equation may be written as
dx x + 2 y 3
=
dy y
dx 1
or − x = 2y2
dy y
Which is linear in x
⌠  1    1 1
IF = exp   − dy  = exp ln  =
⌡  y    y y
1
Multiplying with the IF = , we get
y
1 dx 1
− x = 2y
y dy y 2
d x
  = 2y
dy  y 
Integrating, we have
x
= y2 + c
y
(
x = y y2 + c )
is the required solution.

Page 5 of 7
© Copyright Virtual University of Pakistan
Differential Equations (MTH401)

Example 5

Solve
(x − 1)3 dy + 4(x − 1)2 y = x + 1
dx

Solution:

The equation can be rewritten as

dy 4 x +1
+ y=
dx x − 1 (x − 1)3
4
Here P(x ) = .
x −1

Therefore, an integrating factor of the given equation is

 4dx 
IF = exp ⌠
 
⌡ x − 1 
[ 4
]
= exp ln( x − 1) = ( x − 1)
4

Multiplying the given equation by the IF, we get

(x − 1)4 dy + 4(x − 1)3 y = x 2 − 1

dx

or
d
dx
[ ]
y ( x − 1)4 = x 2 − 1

Integrating both sides, we obtain

x3
y ( x − 1) = − x + c
4

3
which is the required solution.

Page 6 of 7
© Copyright Virtual University of Pakistan
Differential Equations (MTH401)

Exercise

Solve the following differential equations

dy  2 x + 1  −2 x
1. + y = e
dx  x 

dy
2. + 3 y = 3 x 2 e −3 x
dx

dy
3. x + (1 + x cot x ) y = x
dx

4. (x + 1) dy − ny = e x (x + 1)n+1
dx

5. (1 + x ) dy
2
+ 4 xy =
1
dx (1 + x ) 2 2

dr
6. + r secθ = cosθ
dθ

dy 1 − e −2 x
7. +y= x
dx e + e −x

(
8. dx = 3e y − 2 x dy )
Solve the initial value problems

9.
dy
dx
(
= 2 y + x e 3x − e 2 x , ) y (0) = 2

dy
10. x(2 + x ) + 2(1 + x ) y = 1 + 3x 2 , y (− 1) = 1
dx

Page 7 of 7
© Copyright Virtual University of Pakistan