National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Basic Sciences

Differential Equations
MATH-108

Lecture # 10(ODE)

Course Instructor: Dr Saira Zainab

Ph. # 03325193283
Email: [email protected]
Office # 207, IAEC
1
 Linear Equations
First Order Linear Equations
The differential equation of the form:
dy
a( x)  b ( x ) y c ( x )
dx
is a linear differential equation of first order. The equation can be rewritten in the following
standard form.
dy
 p ( x ) y q ( x )
dx
where p (x ) and q (x) are continuous functions.
First Order Linear Equations
First Order Linear Equations
First Order Linear Equations
First Order Linear Equations
First Order Linear Equations
First Order Linear Equations
First Order Linear Equations
Method of solution:

Find the integrating factor

u ( x) e 
p ( x ) dx

Multiply the above equation with this integrating factor, to form a complete differential.

dy
e  p ( x )e  y q ( x)e 
p ( x ) dx p ( x ) dx p ( x ) dx

dx

d  p ( x ) dx  p ( x ) dx
  e y  q ( x ) e
dx  

y  q ( x)e 
p ( x ) dx 
 e
p ( x ) dx
 dx
 
The general solution of the first order linear differential equation is given by

u ( x)q ( x) dx  C
y 
u ( x)

Where u ( x ) expp ( x ) dx 
First Order Linear Equations
Summary:

1. Identify that the equation is 1st order linear equation. Rewrite it in the form
dy
 p ( x ) y q ( x)
dx
if the equation is not already in this form.
2. Find the integrating factor

u ( x ) e p ( x ) dx

3. Write down the general solution

y
u ( x)q( x)dx  C
u ( x)
4. If you are given an IVP, use the initial condition to find the constant C.

5. Plug in the calculated value to write the particular solution of the problem.
First Order Linear Equations
Example 1:

Solve the initial value problem

y   tan( x) y cos 2 ( x), y (0) 2
Solution:

1.The equation is already in the standard form

dy
 p ( x ) y q ( x )
dx
with
 p( x) tan x
 2
 q(x)  cos x
2. Since
tan x dx  ln cos x ln sec x

Therefore, the integrating factor is given by

u ( x) e tan x dx sec x
First Order Linear Equations
3. Further, because

 x dx  cos x dx sin x
2
sec x cos
So that the general solution is given by
sin x  C
y sin x  C cos x
sec x

4. We use the initial condition y (0) 2 to find the value of the constant C
y (0) C 2

5. Therefore the solution of the initial value problem is

y sin x  2 cos x
First Order Linear Equations
Example 2: Solve the IVP
dy 2t 2
 2
y  2
, y ( 0 )  0 .4
dt 1  t 1 t
Solution:
1.The given equation is a 1st order linear and is already in the requisite form
dy
 p ( x ) y q ( x)
dx
with
 2t
 p (t ) 
1 t2
 2
q (t ) 
 1 t2
2. Since
 2t  2
   2  dt   ln | 1  t |
  1 t 
Therefore, the integrating factor is given by
 2t
 dt
 1 t 2
u (t ) e (1  t 2 )  1
First Order Linear Equations
3. Hence, the general solution is given by

y
u (t )q (t )dt  C
u (t )
where
 2
u (t ) q (t ) dt   2 2
 (1  t )
dt
Now
 2  1 t 2  t 2  1 t2 
 2 2
dt 2 2 2
dt 2  2
 dt
2 2 
 (1  t )  (1  t )   1 t (1  t ) 
The first integral is clearly tan  1 t . For the 2nd we will use integration by parts
with t as first function and 2t 2 2
(1  t )
as 2nd function.

 2t 2  1   1 t 1
 (1  t 2 ) 2 dt  t   2    2
dt   2
 tan (t )
  1 t   1 t 1 t
 2 1 t 1 1 t
 2 2
dt  2 tan (t )   tan (t )  tan (t ) 
 (1  t ) 1 t2 1 t2
First Order Linear Equations
The general solution is:
 -1
2 t 
y (1  t )  tan (t )  2
 C 
 1 t 
4. The condition y (0) 0.4 gives C 0.4
5. Therefore, solution to the initial value problem can be written as:
y t  (1  t 2 ) tan  1 (t )  0.4(1  t 2 )
First Order Linear Equations
Example 3:

Find the solution to the problem

cos 2 t sin t . y  cos 3 t . y  1 , y   0

 4
Solution:
1. The equation is 1st order linear and is not in the standard form
dy
 p ( x ) y q ( x )
dx
Therefore we rewrite the equation as
cos t 1
y  y 2
sin t cos t sin t
2. Hence, the integrating factor is given by
cos t
 dt
ln | sin t |
u (t ) e sin t


e sin t
First Order Linear Equations
3. Therefore, the general solution is given by
 sin t 1
 2
dt  C
y  cos t sin t
sin t
Since
 sin t 1  1 dt tan t
 dt 
 cos 2 t sin t  cos 2 t

Therefore
tan t  C 1 C
y   sec t  C csc t
sin t cos t sin t
4. The initial condition y ( / 4) 0 implies
2  C 2 0
which gives C  1 .
5. Therefore, the particular solution to the initial value problem is
y sec t  csc t
First Order Linear Equations
Example 4

Solve x  2 y dy  y
2

dx

Solution:

We have
dy y

dx x  2 y 3
This equation is not linear in y . Let us regard x as dependent variable and y as independent
variable. The equation may be written as
dx x  2 y 3

dy y
dx 1
or  x 2 y 2
dy y
Which is linear in x
  1    1 1
IF exp      dy  exp  ln 
  y    y  y
First Order Linear Equations
1
Multiplying with the IF  , we get
y
1 dx 1
 x 2 y
y dy y 2
d  x
  2 y
dy  y 
Integrating, we have
x
y2  c
y

x y y2  c 
is the required solution.
First Order Linear Equations
Example 5

Solve
x  13 dy  4x  12 y  x  1
dx

Solution:

The equation can be rewritten as

dy 4 x 1
 y
dx x  1 x  13
4
Here P x   .
x 1

Therefore, an integrating factor of the given equation is

 4dx 
IF exp  

  x  1
exp lnx  1
4
x  14

Multiplying the given equation by the IF, we get

x  14 dy  4x  13 y  x 2  1

First Order Linear Equations
or
d
dx
 
y x  14 x 2  1

Integrating both sides, we obtain

x3
y x  1   x  c
4

3
which is the required solution.
Lecture 08 First Order ODE
First Order Linear Equations Linear and Non-linear Differential Equations
Practice Exercise

Solve the following differential equations

1.
dy  2 x  1 
  y e
 2x
5. 1  x dy
2
 4 xy 
1
dx  x  dx 1  x 
2 2

dy dr
2.  3 y 3 x 2 e  3 x 6.  r sec  cos 
dx d

dy 1  e 2x
3. x  1  x cot x y  x 7.
dy
y x
dx dx e  e x

4. x  1 dy  ny e x x  1
n 1
8.  
dx  3e y  2 x dy
dx

Solve the initial value problems

dy
9.
dx
 
2 y  x e 3 x  e 2 x , y 0  2

dy
10. x2  x   21  x y 1  3 x 2 , y  1 1 .
dx