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    Lesson 5: First Order Linear Differential Equations: William Mccallum 6 September 2005

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    Raymond
    This document provides an introduction to first order linear differential equations. It defines what a linear differential equation is and gives examples of equations that are and are not linear. It then discusses homogeneous and inhomogeneous equations. The main method presented for solving first order linear differential equations is using an integrating factor to transform the equation into a form that can be solved using integration. Specific examples are worked through to demonstrate this method. Initial value problems are also discussed and the integrating factor method is adapted to solve those types of problems.

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    Lesson 5: First Order Linear Differential Equations: William Mccallum 6 September 2005

    Uploaded by

    Raymond
    15 views4 pages
    This document provides an introduction to first order linear differential equations. It defines what a linear differential equation is and gives examples of equations that are and are not linear. It then discusses homogeneous and inhomogeneous equations. The main method presented for solving first order linear differential equations is using an integrating factor to transform the equation into a form that can be solved using integration. Specific examples are worked through to demonstrate this method. Initial value problems are also discussed and the integrating factor method is adapted to solve those types of problems.

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    This document provides an introduction to first order linear differential equations. It defines what a linear differential equation is and gives examples of equations that are and are not linear. It then discusses homogeneous and inhomogeneous equations. The main method presented for solving first order linear differential equations is using an integrating factor to transform the equation into a form that can be solved using integration. Specific examples are worked through to demonstrate this method. Initial value problems are also discussed and the integrating factor method is adapted to solve those types of problems.

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    Download as pdf or txt
    15 views4 pages

    Lesson 5: First Order Linear Differential Equations: William Mccallum 6 September 2005

    Uploaded by

    Raymond
    This document provides an introduction to first order linear differential equations. It defines what a linear differential equation is and gives examples of equations that are and are not linear. It then discusses homogeneous and inhomogeneous equations. The main method presented for solving first order linear differential equations is using an integrating factor to transform the equation into a form that can be solved using integration. Specific examples are worked through to demonstrate this method. Initial value problems are also discussed and the integrating factor method is adapted to solve those types of problems.

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    Lesson 5: First Order Linear Differential

    Equations
    William McCallum
    6 September 2005

    Introduction
    Having seen how to visualize and numerically approximate solutions to dif-
    ferential equations, we now look at how to find expressions for the solutions.
    What is a Linear Equation?
    We consider the simplest sort of differential equation—one which is linear in x
    and its derivatives. This means that the only terms in the equation involve 1,
    x, x0 , . . . multiplied by functions of t.
    A first order linear equation has the form

    x0 = p(t)x + q(t).

    Which of the following are linear?

    x0 = t2 x + 3
    x0 = tx2 + 3
    et x − tx0 = t2
    t 0
    e x − xx = 3
    0
    x = rx
    x0 = rx − h
    x
    x0 = rx(1 − )
    K
    The equation is said to be homogeneous if the constant term, q(t), is zero.
    The differential equation
    x0 = 3x
    is homogeneous, whereas
    x0 = 3x + sin t
    is inhomogeneous.
    The Integrating Factor

    1
    Consider the homogeneous equation

    x0 = 0.1x.

    How do we prove that the general solution is x = Ce0.1 ? By proving that xe−0.1t
    is a constant.
    Want to show that if
    x0 = 0.1x (1)
    then
    d
    (xe−0.1t ) = 0
    dt
    So
    d
    (xe−0.1t ) = x0 e−0.1t + x(−0.1e−0.1t )
    dt
    = e−0.1t (x0 − 0.1x)
    = 0.

    By (1), we have
    x0 − 0.1x = 0
    If we reverse the order of steps in this proof, we get a method of solving that
    works for inhomogeneous equations as well. For example,

    x0 = 0.1x − 100
    0
    x − 0.1x = −100
    e−0.1t (x0 − 0.1x) = −100e−0.1t
    x0 e−0.1t + (−0.1)e−0.1t x = −100e−0.1t
    d
    (xe−0.1t ) = −100e−0.1t
    dt Z
    xe−0.1t = (−100e−0.1t ) dt = 1000e−0.1t + C

    x = Ce0.1t + 1000

    The factor e−0.1t is called an integrating factor, because when we multiplied


    both sides of the equation by it, we were able to solve the differential equation
    by integration. Can we find integrating factors for more complicated equations?

    2
    We will try integrating factors of the form e−P (t) , where P (t) is some function.

    x0 = t2 x
    0 2
    x −t x = 0
    −t3 /3 0 2
    e (x − t x) = 0
    0 −t3 /3 2 −t3 /3
    xe + (−t )e x = 0
    d 3
    (xe−t /3 ) = 0
    dt
    3
    xe−t /3 = C
    3
    x = Cet /3

    In general, the integrating factor for

    x0 = p(t)x + q(t)

    is
    e−P (t)
    where Z
    P (t) = p(t) dt.

    To solve the differential equation

    • move the p(t) term to the left

    • multiply both sides by the integrating factor

    • integrate both sides, using the product rule in reverse on the left

    • isolate x

    Integrating Factors for Initial Value Problems


    For an initial value problem, we can use a definite integral in the integrating
    factor method.
    Solve

    x0 = rx − h, x(0) = x0 , where r and h are constant.

    3
    x0 = rx − h
    x0 − rx = −h
    e−rt (x0 − rx) = −he−rt
    0 −rt
    xe + (−r)e x = −he−rt
    −rt

    d
    (xe−rt ) = −he−rt
    dt
    Z t Z t
    d
    (xe−rs ) ds = (−he−rs ) ds
    0 ds 0
    t
    h −rs h h
    xe−rt − x0 = e = e−rt −
    r 0 r r
    h −rt h
    xe−rt = e + (x0 − )
    r r
    h rt h
    x = (x0 − )e +
    r r

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