8 Linear Equation of Order One

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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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