Differential equations

48
Linear first order differential equations


(v) Substituting R = Ae P dx in equation (1) gives:
48.1 Introduction  




P dx dy
dy Ae + Ae P dx Py = Ae P dx Q
An equation of the form + Py = Q, where P and dx
dx
Q are functions of x only is called a linear differ-
 


P dx dy
ential equation since y and its derivatives are of the i.e. e + e P dx Py = e P dx Q (2)
first degree. dx
(vi) The left hand side of equation (2) is
dy
(i) The solution of + Py = Q is obtained by

dx d
multiplying throughout by what is termed an ye P dx
dx
integrating factor.
which

may be checked by differentiating
dy
(ii) Multiplying + Py = Q by say R, a function ye P dx with respect to x, using the product rule.
dx
of x only, gives: (vii) From equation (2),
d


dy
R + RPy = RQ (1) ye P dx = e P dx Q
dx dx
(iii) The differential coefficient of a product Ry is Integrating both sides gives:
obtained using the product rule,
  
d dy dR ye P dx
= e P dx
Q dx (3)
i.e. (Ry) = R + y ,
dx dx dx
which is the same as the left hand side of

(viii) e P dx is the integrating factor.
equation (1), when R is chosen such that
dR
RP = 48.2 Procedure to solve differential I
dx
equations of the form
dR dy
(iv) If = RP, then separating the variables gives + Py = Q
dx dx
dR
= P dx.
R (i) Rearrange the differential equation into the
Integrating both sides gives: dy
form + Py = Q, where P and Q are functions
   dx
dR of x.

= P dx i.e. ln R = P dx + c
R (ii) Determine P dx.


(iii) Determine the integrating factor e P dx .
from which,



(iv) Substitute e P dx into equation (3).
R=e P dx+c
=e P dx c
e

(v) Integrate the right hand side of equation (3)
i.e. R = Ae P dx , where A = ec = a constant. to give the general solution of the differential
456 DIFFERENTIAL EQUATIONS

equation. Given boundary conditions, the par- Q = −1. (Note that Q can be considered to be
ticular solution may be determined. −1x 0 , i.e. a function of x).
 
1
(ii) P dx = dx = ln x.
x


48.3 Worked problems on linear first (iii) Integrating factor e P dx = eln x = x (from the
order differential equations definition of logarithm).
(iv) Substituting into equation (3) gives:

1 dy
Problem 1. Solve + 4y = 2 given the yx = x(−1) dx
x dx
boundary conditions x = 0 when y = 4.
(v) Hence the general solution is:
−x 2
Using the above procedure: yx = +c
2
−1
(i) Rearranging gives
dy
+ 4xy = 2x, which is When x = 1, y = 1, thus 1 = + c, from
dx 2
3
of the form
dy
+ Py = Q where P = 4x and which, c =
dx 2
Q = 2x. Hence the particular solution is:


−x 2 3
(ii) Pdx = 4xdx = 2x 2 . yx = +

2 2
2
(iii) Integrating factor e P dx = e2x . 3 − x2
i.e. 2yx = 3 − x 2 and y =
(iv) Substituting into equation (3) gives: 2x

2x 2 2
ye = e2x (2x) dx
Problem 3. Determine the particular solution
dy
(v) Hence the general solution is: of − x + y = 0, given that x = 0 when y = 2.
2 2
dx
ye2x = 21 e2x + c,
by using the substitution u = 2x 2 When x = 0, Using the procedure of Section 48.2:
y = 4, thus 4e0 = 21 e0 + c, from which, c = 27 .
dy
Hence the particular solution is (i) Rearranging gives + y = x, which is of the
dx
2 2 dy
ye2x = 21 e2x + 7
2 form + P, = Q, where P = 1 and Q = x. (In
dx
or y = 21 + 27 e−2x or y = 21 1 + 7e−2x
2 2
this case P can be considered to be 1x 0 , i.e. a
function of x).



(ii) P dx = 1dx = x.
Problem 2. Show that the solution of the equa-

dy y 3 − x2 (iii) Integrating factor e P dx = ex .
tion + 1 = − is given by y = , given
dx x 2x
x = 1 when y = 1. (iv) Substituting in equation (3) gives:

yex = ex (x) dx (4)
Using the procedure of Section 48.2:
 

dy 1 (v) ex (x) dx is determined using integration by
(i) Rearranging gives: + y = −1, which parts (see Chapter 43).
dx x 
dy 1
is of the form + Py = Q, where P = and xex dx = xex − ex + c
dx x
 LINEAR FIRST ORDER DIFFERENTIAL EQUATIONS 457



Hence from equation (4): yex = xex − ex + c, (ii) P dx = − tan θdθ = − ln(sec θ)
which is the general solution. = ln(sec θ)−1 = ln (cos θ).


When x = 0, y = 2 thus 2e0 = 0 − e0 + c, from (iii) Integrating factor e P dθ = eln(cos θ) = cos θ
which, c = 3. (from the definition of a logarithm).
Hence the particular solution is: (iv) Substituting in equation (3) gives:
−x 
ye = xe − e + 3 or y = x − 1 + 3e
x x x
y cos θ = cos θ( sec θ) dθ
Now try the following exercise. 
i.e. y cos θ = dθ
Exercise 183 Further problems on linear
first order differential equations (v) Integrating gives: y cos θ = θ + c, which is
Solve the following differential equations. the general solution. When θ = 0, y = 1, thus
 1 cos 0 = 0 + c, from which, c = 1.
dy c
1. x = 3 − y y=3+ Hence the particular solution is:
dx x
  y cos θ = θ + 1 or y = (θ + 1) sec θ
dy
y = 21 + ce−x
2
2. = x(1 − 2y)
dx
 
dy 5t c Problem 5.
3. t −5t = −y y= +
dt 2 t (a) Find the general solution of the equation
 
dy dy 3(x − 1)
4. x + 1 = x 3 − 2y, given x = 1 when (x − 2) + y=1
dx   dx (x + 1)
x3 x 47 (b) Given the boundary conditions that y = 5
y=3 y= − +
5 3 15x 2 when x = −1, find the particular solution of
1 dy   the equation given in (a).
y = 1 + ce−x /2
2
5. +y=1
x dx
 
dy x 1 (a) Using the procedure of Section 48.2:
6. + x = 2y y = + + ce 2x
dx 2 4 (i) Rearranging gives:
dy 3(x − 1) 1
+ y=
dx (x + 1)(x − 2) (x − 2)
which is of the form
48.4 Further worked problems on dy 3(x − 1)
+ Py = Q, where P = I
linear first order differential dx (x + 1)(x − 2)
equations 1
and Q = .
(x − 2)
 
Problem 4. Solve the differential equation 3(x − 1)
(ii) P dx = dx, which is
dy (x + 1)(x − 2)
= sec θ + y tan θ given the boundary condi- integrated using partial fractions.
dθ
tions y = 1 when θ = 0. 3x − 3
Let
(x + 1)(x − 2)
Using the procedure of Section 48.2: A B
dy ≡ +
(i) Rearranging gives − (tan θ)y = sec θ, which (x + 1) (x − 2)
dθ A(x − 2) + B(x + 1)
dy ≡
is of the form + Py = Q where P = −tan θ (x + 1)(x − 2)
dθ
and Q = sec θ. from which, 3x − 3 = A(x − 2) + B(x + 1)
458 DIFFERENTIAL EQUATIONS

When x = −1,
−6 = −3A, from which, A = 2
When x = 2,
3 = 3B, from which, B = 1

3x − 3
Hence dx
(x + 1)(x − 2)
  
2 1
= + dx
x+1 x−2
= 2 ln(x + 1) + ln(x − 2)
= ln[(x + 1)2 (x − 2)]

(iii) Integrating factor

2 (x−2)]
e P dx
= eln [(x+1) = (x + 1)2 (x − 2)
(iv) Substituting in equation (3) gives:
y(x + 1)2 (x − 2)

1
= (x + 1)2 (x − 2) dx
x−2

= (x + 1)2 dx

(v) Hence the general solution is:

y(x + 1)2 (x − 2) = 13 (x + 1)3 + c
(b) When x = −1, y = 5 thus 5(0)(−3) = 0 + c, from
which, c = 0.
Hence y(x + 1)2 (x − 2) = 13 (x + 1)3
(x + 1)3
i.e. y =
3(x + 1)2 (x − 2)
and hence the particular solution is
(x + 1)
y=
3(x − 2)