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8 Linear Equation of Order One

1) A first-order linear differential equation can be written in standard form as (dy/dx) + P(x)y = Q(x). 2) The integrating factor method allows us to solve first-order linear equations. The integrating factor v(x) satisfies v'(x)P(x) + v(x) = 0. 3) Multiplying the equation by the integrating factor yields an exact differential equation which can be solved by integration. The general solution is obtained by integrating the right side and setting it equal to the integral of the left side plus a constant.

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0% found this document useful (0 votes)
35 views11 pages

8 Linear Equation of Order One

1) A first-order linear differential equation can be written in standard form as (dy/dx) + P(x)y = Q(x). 2) The integrating factor method allows us to solve first-order linear equations. The integrating factor v(x) satisfies v'(x)P(x) + v(x) = 0. 3) Multiplying the equation by the integrating factor yields an exact differential equation which can be solved by integration. The general solution is obtained by integrating the right side and setting it equal to the integral of the left side plus a constant.

Uploaded by

Kaye Evangelista
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear Equation of Order One

The first-order differential equation in the form


dy
a1 (x) + a0 (x)y = g(x)
dx
is said to be a linear equation in the dependent variable y.

Standard Form

By dividing both sides of the linear equation by a1 (x), we obtain a more useful form,
the standard form, of a linear equation,
dx
+ P (x)y = Q(x)
dy

Introduction of the Integrating Factor

Suppose a linear equation in the standard form, there exist an integrating factor v(x) >
0, a function of x alone. Then the equation
 
dy
v(x) + P (x)y = v(x)Q(x)
dx
must be an exact equation. The equation can be written in the form

M (x, y) dx + N (x, y) dy = 0

with
M (x, y) = v(x)P (x)y − v(x)Q(x)
in which v(x), P (x) and Q(x) are functions of x alone.

If the equation is exact, it follows the criterion that


∂M ∂N
=
∂y ∂x
Hence, v(x) satisfy the equation
d
v(x)P (x) = v(x)
dx
Solving for v(x), R
P (x)dx
v(x) = e
Multiplying v(x) to the standard form

P (x)dx dy
R R R
P (x)dx P (x)dx
e + P (x)ye = Q(x)e
dx
The left member of the equation is actually the derivative of the function
R
P (x)dx
ye

and the right member is a function of x alone. Hence, the equation

P (x)dx dy
R R R
P (x)dx P (x)dx
e + P (x)ye = Q(x)e
dx
is exact.

The General Solution of a First-order Linear Equation

From the previous discussion, after determining the integrating factor v(x), we can
now find the solution of a first-order linear equation
dy
+ P (x)y = Q(x)
dx
and from
P (x)dx dy
R R R
P (x)dx P (x)dx
e + P (x)ye = Q(x)e
dx
From which, we have the general solution
R
Z R
P (x)dx
ye = Q(x)e P (x)dx dx + c
Example 1.

Solve the equation


dy y
+ = x4
dx x
Solution:
1
Here P (x) = and Q(x) = x4
x
Solving for the integrating factor we have,
1
R R
P (x)dx dx
e =e x
R
e P (x)dx
= eln |x|
R
P (x)dx
e =x

Therefore the solution is defined by


Z
yx = x4 (x)dx + c
Z
xy = x5 dx + c
1
xy = x6 + c
6
6xy = x6 + c
x6 − 6xy = c
Example 2.

Solve the equation


dy
+ xy = x
dx
Solution:
Where P (x) = x and Q(x) = x.

Solving for the integrating factor we have,


R R
P (x)dx xdx
e =e
x2
R
P (x)dx
e =e2

Therefore the solution is defined by


Z
x2
 x2 
ye 2 = x e 2 dx + c
x2 x2
ye 2 = e 2 + c
x2
y = 1 + ce− 2
Example 3.

Solve the equation


y 0 + y cot x = x
Solution:
Where P (x) = cot x and Q(x) = x

Solving for the integrating factor we have,


R R
P (x)dx cot xdx
e =e
R
e P (x)dx
= eln | sin x|
R
P (x)dx
e = sin x

Therefore the solution is defined by


Z
y sin x = x(sin x)dx + c

y sin x = −x cos x + sin x + c


y sin x − sin x + x cos x = c

dividing the equation by sin x, then

y − 1 + x cot x = c csc x
y + x cot x + c csc x = 1
Example 4.

Solve the equation


y 0 = csc x − y cot x
Solution:
In standard form the given equation can be written as
dy
+ y cot x = csc x
dx
where P (x) = cot x and Q(x) = csc x
Solving for the intgerating factor we have,
R R
P (x)dx cot xdx
e =e
= eln | sin x|
R
P (x)dx
e = sin x

Therefore the solution is defined by


Z
y sin x = csc x(sin x)dx + c
Z
y sin x = dx + c

y sin x = x + c
Example 5.

Solve the equation


(x4 + 2y)dx − xdy = 0
Solution:
The given equation can be written as
 
1 4 1
(x + 2y)dx − xdy = 0 ·
−xdx −xdx
4
dy x + 2y
− =0
dx x
dy 2y
− = x3
dx x
2
where P (x) = − and Q(x) = x3
x
Solving for the integrating factor we have,
2
R R
P (x)dx dx
e =e x
R
e P (x)dx
= e−2 ln |x|
−2 )
R
P (x)dx
e = eln (x
R
e P (x)dx
= x−2

Therefore the solution is defined by


Z
−2
yx = x3 (x−2 )dx + c
Z
y
= xdx + c
x2
y 1
= x+c
x2 2
2y = x4 + 2x2 · c
2y = x4 + cx2
Example 6.

Solve the equation


(y − cos2 x)dx + cos xdy = 0
Solution:
The given equation can be written as
 
1 2 1
(y − cos x)dx + cos xdy = 0 ·
cos xdx cos xdx
dy
+ y sec x = cos x
dx
where P (x) = sec x and Q(x) = cos x

Solving for the integrating factor we have,


R R
P (x)dx sec xdx
e =e
R
e P (x)dx
= eln | sec x+tan x|
R
P (x)dx
e = sec x + tan x

Therefore the solution is defined by


Z

y sec x + tan x = cos x(sec x + tan x)dx + c
Z

y sec x + tan x = (1 + sin x)dx + c

y sec x + tan x = x − cos x + c
Example 7.

Solve the equation


(y − x + xy cot x)dx + xdy = 0
Solution:
Expressing the given equation in its standard form,
 
1 1
(y − x + xy cot x)dx + xdy0 = 0 ·
xdx xdx
 
dy 1
+ + cot x y = 1
dx x
 
1
where P (x) = + cot x and Q(x) = 1
x
Solving for the integrating factor we have,
R R 1 
P (x)dx +cot x dx
e =e x
R
e P (x)dx
= eln |x|+ln | sin x|
R
e P (x)dx)
= eln |x sin x|
R
P (x)dx
e = x sin x

Therefore the solution is defined by


Z
y x sin x) = 1(x sin x)dx + c
Z
xy sin x = x sin xdx + c

xy sin x = −x cos x + sin x + c


Example 8.

Solve the equation


vdx + (2x + 1 − vx)dv = 0
Solution:
Rewriting the given equation in its standard form, we have
 
1 1
vdx + (2x + 1 − vx)dv = 0 ·
vdv vdv
 
dx 2−v 1
+ x=−
dv v v
 
2−v 1
where P (v) = and Q(v) = −
v v
Solving for the integrating factor we have,

2−v
R R
P (x)dx dx
e =e v
 
ln(v 2 )−v
R
P (x)dx
e =e
R
e P (x)dx
= v 2 e−v

Therefore, the solution is defined by


Z
2 −v 1
xv e = − (v 2 e−v )dv + c
v
Z
2 −v
xv e = −ve−v dv + c

xv 2 e−v = −ve−v − e−v + c


1  1
xv 2 e−v = −ve−v − e−v + c −v

e−v e
2 ev
v x = −v − 1 + ce
Example 9.

Solve the equation


(1 + cos x)y 0 = sin x(sin x + sin x cos x − y)
Solution:
Rewriting the given equation, we have

(1 + cos x)y 0 = sin x(sin x + sin x cos x − y)


sin x[sin x(1 + cos x) − y]
y0 =
1 + cos x
y sin x
y 0 = sin2 −
1 + cos x
dx sin x
+ y = sin2 x
dy 1 + cos x
sin x
where P (x) = and Q(x) = sin2 x
1 + cos x
Solving for the intgerating factor we have,
sin x
R R
P (x)dx dx
e =e 1+cos x
R
e P (x)dx
= e− ln |1+cos x|
R
e P (x)dx
= (1 + cos x)−1

Therefore, the solution is defined by


Z
−1
y(1 + cos x) = sin2 x(1 + cos x)−1 dx + c
1 − cos2 x
Z
y
= dx + c
1 + cos x 1 + cos x
Z
y
= (1 − cos x)dx + c
1 + cos x
y
= x − sin x + c
1 + cos x

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