Central Luzon State University MATH 2230

Department of Mathematics and Physics Differential Equations I

College of Sciences 2nd Sem. A.Y. 2021-2022

MODULE 5

First Order Linear Differential Equations

In this module, we will concentrate on first-order linear differential equations.

This means that only a first derivative appears in the differential equation and that the
equation is linear. If an equation is not exact, we will introduce a suitable factor to
make the equation exact which is called an integrating factor. We will also introduce
in this module the other solution in solving first-order linear differential equations.

Objectives:
Upon completion of this module, you are expected:

1. To be familiarized with the standard form of a general first-order linear

differential equations.
2. To use efficiently the steps to solve a first-order linear differential
equations.
3. To obtain an integrating factor for a linear equation of order one and solve
the equation.

DISCUSSION:
The general first order linear differential equation has the standard form

 Ax  y  Bx  ; if the equation is linear in y

dy
dx
or
 G y x  H  y  ; if the equation is linear in x.
dx
dy

Steps to solve a first order linear differential equations

 G y x  H  y  .
dx
 Ax  y  Bx  or
dy
1. Set the equation into standard form
dx dy
A x dx G  y dy
2. Get the integrating factor e  if the equation is linear in y or e  if the
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

equation is linear in x.

3. Multiply both sides of the equation by the integrating factor, which makes the
equation exact.

4. Apply the steps to solve an exact differential equation to find the required
solution to the given differential equation.

5. If there is/are given value/s, substitute it/them to find the constant of

integration.

Example 1: Solve the differential equation

x 4

 2 y dx  xdy  0 .

4
The equation is linear in y because x dx occur in the equation. So, we can transform the equation
into standard form
dy  2 
   y  x3 .
dx  x 
From the equation, we have an integrating factor
2
  x  dx ln x  2 1
e e  x 2  .
x2
Then multiplying both sides of the equation by the integrating factor, we have
1 dy  2 
  y  x .
x 2 dx  x 3 
The equation is now an exact equation. Hence, applying the steps to solve an exact differential
equation, we have to write first the equation in the form Mdx  Ndy  0 , that is
 2y  1
  3  x dx  2 dy  0 .
x  x
To verify further if the equation is exact, we let
 2y 
M x, y    3  x  and N  x, y   2
1
x  x
then, we have
M 2 N
 3  .
y x x
So, it implies that the equation is really an exact equation. Thus, its solution is F = c. We let

 1 
F   Ndy    2 dy .
x 
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

Integrating the right member with respect to y keeping x constant, we have

y
F  2  A( x)
x
where A(x) is the usual arbitrary constant. Then, differentiate the equation with respect to x keeping
y constant, we have
F 2y
  3  A' ( x) .
x x
F
Set  M x, y  , we obtain
x
2y 2y
 3  A' ( x)   3  x
x x
or
A' ( x)   x .
Thus, we have
x2
A x    .
2

Therefore, the required solution to the given equation is

y x2
  c ; Let C – 2c
x2 2
or
 
2 y  x2 x2  C .

Another solution is by showing that the integral of the left member of the equation
1 dy  2 
  y  x
x 2 dx  x 3 
is always the derivative of the product of the dependent variable and the integrating factor, that is
we can write the left member as
d  y 
   x.
dx  x 2 
Then integrating both sides of the equation, we have
d  y 
 dx  x 2    xdx
that yields
y x2
  c ; Let C = 2c
x2 2

Simplifying, we also obtain the same solution to the given equation, that is


2 y  x2 x2  C . 
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

Example 2: Solve the differential equation

y  cos xdx  cos xdy  0 .

2

2
The equation is linear in y since cos xdx appear in the equation. So, we can write the equation
into standard form. That is
dy  1 
  y  cos x .
dx  cos x 

From the equation, we have an integrating factor

 1 
  cos x  dx
 e  eln sec x  tan x   sec x  tan x .
sec xdx
e

Then multiplying both sides of the equation by sec x  tan x , we get

sec x  tan x  dy  sec x  tan x  1 

 y  cos xsec x  tan x  .
dx  cos x 

We can write the left member of the equation in the form

d
ysec x  tan x  cos xsec x  tan x .
dx

Simplifying the right member of the equation, we have

d
ysec x  tan x  1  sin x .
dx

Then integrating both sides of the equation, we have

 dx ysec x  tan x   1  sin xdx

d

that yields

ysec x  tan x  x  cos x  C .

Thus, the equation is the required solution to the given equation.

 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

Example 3: Solve the differential equation


dx  2 y y 2  x dy  0 . 
This time the equation is linear in x since y 3 dy appear in the equation when simplified. So, we can
transform the equation into standard form. That is

 2 y x  2 y 3 .
dx
dy

The integrating factor is

e
2 ydy
 ey
2
.

Next, multiplying both sides of the equation by y 2 , we get

dx
 2 xye y  2 y 3 e y .
2 2 2
ey
dy

We can write the equation in the form

d
dy
2
 
xe y  2 y 3 e y .
2

Then integrating both sides of the equation, we have

 dx xe    2 y e dy .
d y2 3 y2

We integrate the right member of the equation using integration by parts, that is, we let

u  y2 dv  2 ye y
2

du  2 ydy v  ey
2

Then, the right member will become

 dx xe  y e
d y2 y2
  2 ye y dy
2
2

or
xe y  y 2e y  e y  C .
2 2 2

This equation is the required solution to the given differential equation.

 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

Example 4: Determine the general solution of the differential equation

x 2
 
 2 y  1 dx  x 2  1 dy  0 . 
2
The equation is not linear in x because x dx occur in the equation. So we can write the equation
into standard form, that is
dy  2 
  y  1.
dx  x 2  1 

From the equation we have an integrating factor

 2 
  x 2 1  dx
e .
We recall from integral calculus that

du 1 ua
u 2
a 2
 ln  C .
2a  u  a 

Then using this formula, we obtain

 2   1  x 1  
  x  dx 2  ln  
 2  x 1   x 1
e 1 
e  .
x 1
x 1
Now, multiply both sides of the equation by , we get
x 1

 x  1  dy 2y x 1
    .
 x  1  dx x  1 x 1
2

We can write the equation in the form

d   x  1  x  1
y  
dx   x  1  x  1
.

Then integrating both sides of the equation, we obtain

 x 1
y   x  2 ln x  1  C .
 x 1

Hence, the equation is the general solution to the given equation.

 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

Example 5: Find the particular solution of the equation

 
xdy  x 2  2 y dx  0 ; when y = 1 and x = 1.

2
The equation is not linear in x because x dx occur in the equation. So we can now transform the
equation into standard form, that is
dy  2 
   y  x .
dx  x 
Thus, the integrating factor is
dx
 x  2 ln x 1
e e  .
x2
1
We multiply both sides of the equation by , we obtain
x2

 1  dy 2 y 1
 2  3  .
 x  dx x x

Then integrating both sides of the equation, we obtain

 1 
y 2    ln x  C .
x 

Substitute the value of y = 1 and x = 1 to find the constant of integration, we have

C 1

Therefore, the particular solution to the given differential equation is

 1 
y 2    ln x  1
x 
or
y  x 2 1  ln x   0

Learning Activity 5.1

I. Determine the general solution of the following first order linear differential equations:

1. dy  3 y  1dx  0
2. dy   y tan x  cos xdx  0
 Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Sciences 2nd Sem. A.Y. 2021-2022

 
3. xy ' 1  2 x 2 y  x 3 e  x
2

II. Find the particular solution satisfying the given condition of the following:

1. xdy  kydx  0 ; when y1  3 and k is a constant.

2. 1  x dy   y  cos x dx  0 ; when x = 0 and y = 1.

Answers to Learning Activities 5.1

I. Determine the general solution of the following first order linear differential equations:

1. dy  3 y  1dx  0

dy  3 y  1dx  0 1
dx
dy
 3y 1  0
dx
dy
 3 y  1 ; Linear Form
dx
IF  e  e3 x
3dx

 dx y  e   1 e dx
d 3x 3x

y  e3 x   e3 x dx
Let u  3x ; du  3dx
1 3x
3
y  e3 x  e (3dx)
1
y  e3 x  e3 x  c
3
 1 3x 
 y  e  e  c 3
3x

 3 
3 ye  e  3c ; Let C  3c
3x 3x

Ans: 3 y  1e3 x  C (General Solution)