DE 213 – Differential Equations

MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

D. FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS (FOLDE)

Should the first order differential equation be non-separable, non-homogeneous, or not exact; check
the differential equation if it could be considered as a Linear Equation of Order One.
 An equation that is linear and of order one in the dependent variable must be of the form

( ) ( ) ( )
 Dividing both sides of the equation, by ( ),

( ) ( )
 This is the standard form of the linear equation of order one.

Integrating Factors
One way to solve these types of differential equations is to determine a certain multiplier, that when
multiplied to the standard form of linear equation of order one, the differential equation will be
converted into an exact differential equation. This expression is called the integrating factor (if).
 Let a certain expression ( ) be the integrating factor. Multiply this expression to the
standard form of linear equation of order one.

( )[ ( ) ] ( ) ( )

 This resulting equation must be exact. And this can easily be transformed into
( ) ( )
wherein,
( ) ( ) ( ) ( ) ( ) ( ) ( )
 Using the idea of Exact Differential Equations,

 The resulting equation is separable, so the could be easily calculated.

∫ ∫ ∫

 Eliminate the logarithmic expression using the Euler’s number ,

∫

Conversion of Linear Equations of Order One to Exact

After solving the integrating factor, this could be multiplied to the standard form of linear
equation and the resulting equation is already exact.
∫ ( ( ) ∫ ) ( ) ∫

 Observe the left side of the differential equation.

∫ ( ( ) ∫ )
 It could be seen that it is the result after taking the derivative of the product of two
functions
∫

 Using the idea of Product Rule for derivatives,

( ∫ ) ∫ ( ( ) ∫ )
 So to solve, replace the left side with the new differential term
∫ ( ( ) ∫ ) ( ) ∫

( ∫ ) ( ) ∫

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS
 For easier form, replace ∫ with the expression ( ). And multiply both sides by

( ( )) ( ) ( ) ( ( )) ( ) ( )
 Then, integrate both sides
( ) ∫ ( ) ( )

Solving Linear Equations of Order One

To summarize, these are the steps needed to solve FOLDE
 Transform the differential equation into its standard form.

( ) ( )
 Obtain the Integrating Factor, ( ).
( ) ∫

 Substitute the resulting expression for ( ) in the equation below.

( ) ∫ ( ) ( )

 Evaluate the integral on the right side of the equation.

Should the variables be changed, is the dependent variable and is the independent variable—
that means, the equation is linear in .
 Transform the differential equation into its standard form.

( ) ( )

 Obtain the Integrating Factor, ( ).

( ) ∫

 Substitute the resulting expression for ( ) in the equation below.

( ) ∫ ( ) ( )

 Evaluate the integral on the right side of the equation.

Example 1:
Solve the differential equation
( )
Solution:
 The equation is linear in . Transform the differential equation into its standard form.
o Transpose the expression with the differential term .
( )
o Divide both sides by .

( )
o Expand the expression on the right then divide both sides by .

o Expand the expression on the right further.

o Then transpose the term with the variable .

o The differential equation in standard form is now

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,

( ) ( )
o Substitute P(x) to the expression for the integration factor,
∫
( )
o Evaluate the integral
( )
o Simplify, the integrating factor is now
( )
 Substitute the resulting expression for ( ) and ( ) in the equation
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluating the integral, the general solution of the differential equation is now

Example 2:
Solve the differential equation
( )
Solution:
 The equation is linear in . Transform the differential equation into its standard form.
o Transpose the expression with the differential term .
( )
o Divide both sides by .

o Divide both sides by .

o Expand the expression on the right.

o Then transpose the term with the variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,

( ) ( )
o Substitute P(x) to the expression for the integration factor,
∫
( )

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS
o Evaluate the integral
( )
o Simplify, the integrating factor is now
( )
 Substitute the resulting expression for ( ) and ( ) in the equation
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

o Evaluate the integral

Example 3:
Solve the differential equation

Solution:
 The equation is linear in . Transform the differential equation into its standard form.
o Convert to the fractional form of the derivative. Then transpose the term with the
variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,
( ) ( )
o Substitute P(x) to the expression for the integration factor,
( ) ∫

o Evaluate the integral

( )
o Simplify, the integrating factor is now
( )
 Substitute the resulting expression for ( ) and ( ) in the equation below.
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluate the integral

o Use integration by parts for the right side of the equation

o By definition, ∫ ∫

∫ ( )( ) ∫( )
o Simplify and evaluate the remaining integral expression.

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

Example 4:
Solve the differential equation

Solution:
 The equation is linear in . Transform the differential equation into its standard form.

o Convert to the fractional form of the derivative.

o Then transpose the term with the variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,
( ) ( )
o Substitute P(x) to the expression for the integration factor,
( ) ∫

o Evaluate the integral

( ) | |

o Simplify, the integrating factor is now

( )
 Substitute the resulting expression for ( ) and ( ) in the equation below.
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluate the integral

o Use integration by parts for the right side of the equation

o By definition, ∫ ∫

∫ ( )( ) ∫( )
o Simplify and evaluate the remaining integral expression.

Example 5:
Solve the differential equation
( ) ( )
Solution:
 The equation is linear in . Transform the differential equation into its standard form.
o Transpose the expression with the differential term .
( ) ( )
o Divide both sides by ( ) .

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

o Expand the expression on the right further.

o Simplify then transpose the term with the variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,

( ) ( )
o Substitute P(x) to the expression for the integration factor,
∫
( )
o Use u-substitution, where

o Substitute these expressions to the integral,

∫
( )
o Evaluate the integral
( )
o Substitute the expression for back

( ) ( )
o Simplify, the integrating factor is now

( )

 Substitute the resulting expression for ( ) and ( ) in the equation below.

( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluating the integral by expanding the integrand on the right side

∫ ∫ ∫( ) ∫( )

o Using integration techniques

∫( )
o The general solution of the differential equation is now

o In explicit form,
( )( )

Example 6:
Considering and , find the particular solution of the differential equation

Solution:

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS
 The equation is linear in . Transform the differential equation into its standard form.
o Convert to the fractional form of the derivative.

o Then transpose the term with the variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,
( ) ( )
o Substitute P(x) to the expression for the integration factor,
( ) ∫

o Evaluating the integral, the integrating factor is now

( )
 Substitute the resulting expression for ( ) and ( ) in the equation below.
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluate the integral

o Expand the integrand first for easier integration
∫

o Use -substitution

∫
o Use integration by parts for the right side of the equation

o By definition, ∫ ∫

∫ (( )( ) ∫( ) )

o Simplify and evaluate the remaining integral expression.

o Substitute back the expression for ,

( )

o In explicit form, the general solution of the differential equation is

 Using the initial conditions and , the value of the parameter can be solved

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS
( )
( ) ( )
o The particular solution of the differential equation is

o Simplify,

Example 7:
Considering and , find the particular solution of the differential equation
( )
Solution:
 The equation is linear in . Transform into its standard form.
o Convert to the fractional form of the derivative, then simplify the right side equation

( )
o Then transpose the term with the variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,
( ) ( )
o Substitute P(x) to the expression for the integration factor,
( ) ∫

o Evaluating the integral, the integrating factor is now

( )

 Substitute the resulting expression for ( ) and ( ) in the equation below.

( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluate the integral

o Use integration by parts for the right side of the equation

o By definition, ∫ ∫

( )( ) ∫( )
o Simplify
∫

o Evaluate the remaining integral expression.

o In explicit form, the general solution of the differential equation is

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS
 Using the initial conditions and , the value of the parameter can be
solved
( )
( ) ( )
o The particular solution of the differential equation is

Example 8:
Considering and , find the particular solution of the differential equation
( )
Solution:
 The equation is linear in . Transform the differential equation into its standard form.
o Convert to the fractional form of the derivative, then simplify the right side equation

( )
o Then transpose the term with the variable .

o The differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,
( ) ( )
o Substitute P(x) to the expression for the integration factor,
( ) ∫

o Evaluating the integral, the integrating factor is now

( )
 Substitute the resulting expression for ( ) and ( ) in the equation below.
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluate the integral

o Use integration by parts for the right side of the equation

o By definition, ∫ ∫

( )( ) ∫( )
o Simplify
∫
o Evaluate the remaining integral expression.

o In explicit form, the general solution of the differential equation is

 Using the initial conditions and , the value of the parameter can be solved
( )
( ) ( )

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 DE 213 – Differential Equations
MODULE 06 – EQUATIONS OF ORDER ONE – FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS
o The particular solution of the differential equation is

Example 9:
Find the general solution of the differential equation

Solution:
 The equation is linear in . Transform the differential equation into its standard form. The
differential equation in standard form is now

( )
 Obtain the Integrating Factor, ( ).
o Based on the standard form of the equation,

( ) ( )
o Substitute ( ) to the expression for the integration factor,
∫
( )
o Evaluating the integral
( )
o The integrating factor is now
( )
 Substitute the resulting expression for ( ) and ( ) in the equation below.
( ) ∫ ( ) ( )

o The equation will now become

∫ ( )

 Evaluate the integral

o Use integration by parts for the right side of the equation

o By definition, ∫ ∫
( ) ( )( ) ∫( )

o Simplify
∫

o Evaluate the remaining integral expression.

o In explicit form, the general solution of the differential equation is

( )

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