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Buenavista Community College

This document discusses linear first order differential equations. It provides examples of solving linear first order differential equations using integrating factors. It also discusses equations that can be reduced to linear equations through substitutions. Examples are provided of solving Bernoulli equations and exact equations. Finally, application problems are given for students to solve involving identifying exact equations and finding particular solutions.

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Romel Bautista
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0% found this document useful (0 votes)
75 views

Buenavista Community College

This document discusses linear first order differential equations. It provides examples of solving linear first order differential equations using integrating factors. It also discusses equations that can be reduced to linear equations through substitutions. Examples are provided of solving Bernoulli equations and exact equations. Finally, application problems are given for students to solve involving identifying exact equations and finding particular solutions.

Uploaded by

Romel Bautista
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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BUENAVISTA COMMUNITY COLLEGE

Cangawa, Buenavista, Bohol


Telefax: (038)5139169/Tel.: 513-9179

Linear Equations of the First Order


I. Overview:
A differential equation which is of the first degree in dependent variable and in each
of its derivatives is called a linear differential equation.

II. Specific Objectives: At the end of the lesson, the students are expected to:
a)identify a linear DE;
b) solve the general solution of a linear DE;
c) find the particular solution with a given condition of a DE.
III. Learning Session:
A differential equation which is of the first degree in dependent variable and
in each of its derivatives is called a linear differential equation. Thus
dy
+ P(x) y = Q(x) (1)
dx
is a linear differential equation of the first order.
An equation of the form (1) may be solved in the following manner.
Multiplying both sides of (1) by the expression e∫ P(dx) , we have
dy ∫ P(dx )
+ P(x) y e∫ P(dx) = Q(x) e∫ P(dx),
dx e
which can be written in the form
d
(y ∫ P(dx )) = Q(x) e∫ P(dx).
dx e
Hence, by integration, we obtain the general solution

y e∫ P(dx ) = ∫ Q ( x ) e∫ P (dx )dx + C.


dy
Example 1: Solve the equation
dx
+ y cot x = 1.

Solution: For the integrating factor, we have

e∫
P(dx )
= e∫ cot x dx = e ln sin x = sin x

Math 401 - Differential Equation (Module 4) 1


Multiplying both sides of the given equation by sin x, we obtain
dy
sin x
dx
+ y cot x (sin x) = 1(sin x)

dy
sin x
dx
+ y cos x = sin x

Integration,

y sin x = ∫ sin x dx = -cos x + c.

Hence,
−cos x c
y= +
sin x sin x
;
y = -cot x + c csc x.

Example 2: Find the particular solution of the differential equation


dy 3 y
− = 2; that satisfies y = 6 when x = 2.
dx x
Solution: For the integrating factor, we have
−3 dx dx
P(dx )
= e∫ = e−3∫ x = e−3 lnx = e ln x = x-3
−3

e∫ x

Multiplying both sides of the given equation by x3, we obtain


dy 3 y -3
x-3 − x = 2x-3
dx x
−3
y x-3 = 2∫ x dx = - x-2 + c

y = -x + cx3
Substituting the values y = 6 and x = 2 we get,

6 = -2 + c(2)3 ; c=1

Therefore, y = x3 - x

 Equations Reducible to Linear Equations


Any non-linear equation that can be written in the form
dy
dx
{f (y)} + P(x) f(y) = Q(x)

Math 401 - Differential Equation (Module 4) 2


is said to be linear in f(y), and may be solved as a linear equation.
The equation, named for the Swiss mathematician Jacob Bernoulli (1654-
1705),

dy
+ P(x) y = Q(x) yn, (n≠1)
dx

can be solved in this manner. Thus, dividing by yn, we have

dy
y-n + P(x) y –n+1
= Q(x) ,
dx

and the substitution y –n+1


= z reduces the equation above to the linear
form

1 dy
+ P(x) z = Q(x).
1−n dx

dy y y2
Example 1. Solve + = 2. (1)
dx x x
Solution: This is a Bernoulli equation with n = 2. And divide y2 in the whole
equation,
dy y y2 dy 1 -1 1
[ dx + x = 2 ]÷ y2 ; y-2
dx
+ x
y = 2 (2)
x x
Hence we set y-1 = z, and derive as -y-2dy = dz therefore (2) reduces to
dz z −1
- = . (3)
dx x x2
For this equation P(x) = -1/x; hence the integrating factor is
1 dx 1 1
e∫
P(dx )
= e−∫ x = e−ln x = e ln ( x ) = x .

1
Multiplying both sides of (3) by ; we find
x
1 dz 1 z −1 1 1 dz z −1
- = ; - 2 =
x dx xx x2 x x dx x x3
z dx 1 z 1 1 1+ c x 2
Hence; = −∫ 3 = 2 + C; = +C; z= + Cx =
x x 2x x 2 x2 2x 2x
where c = 2C.
Putting 1/y for z, the general solution of (1) may be expressed in the form

Math 401 - Differential Equation (Module 4) 3


1 1+ C x 2 2x
= ; Therefore: y=
y 2x 1+ c x 2

Note: Two general solutions of a differential equation are equivalent when one constant of
integration can be expressed in terms of the other. Thus, y = x + c(x – 1) and y = 1 + c’(x + 1) are
equivalent since c’ = c + 1. The constant is usually chosen so as to give tha final result its simplest
form.

Example 2. Find the solution of y’ + xe-y = -2x that satisfies the condition y = 0 when x = 0.

Solution: Placing e-y= z, the given equation reduces to the linear equation

z’ + 2xz = -x
2
Multiplying by e x and integrating gives
2 1 x 2
1
2
ze x = - e + C, or ey = Ce− x - . (3)
2 2
3
Applying the condition y = 0 when x= 0 in (3), we fine C = . Hence the required solution is
2
3 −x 1
2

y = ln ( e − ).
2 2

IV. Application of Learning: Determine which of the following differential equations are
exact, and solve each equation that is exact.

dy y 1 dy
1. + = . 3. x + 2 y=xy2.
dx 2x y dx

dy dy
2. + y = 2cos x. 4. + y tan x = sec x.
dx dx

dy
5. Prove that the general solution of sin 2x – 2y = -2cos x is y = sec x +
dx
ctan x.
dy 1
6. Find the particular solution of x + 2 y=¿xy2 ; y = when x = 3. .
dx 3
.

Note: Write your answer in a yellow paper and pass it during our meeting. This will serve as your quiz.

Math 401 - Differential Equation (Module 4) 4

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