4 Linear DEs, Order 1

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23.10.

22, 19:56 4 Linear DEs, Order 1

4. Linear DEs of Order 1


If P = P(x) and Q = Q(x) are functions of x only, then

dy
+ Py = Q
dx

is called a linear differential equation order 1.

We can solve these linear DEs using an integrating factor.

For linear DEs of order 1, the integrating factor is:

e∫ P dx

The solution for the DE is given by multiplying y by the integrating factor (on the left) and multiplying Q by the
integrating factor (on the right) and integrating the right side with respect to x, as follows:

ye∫ P dx = ∫ (Qe∫ P dx ) dx + K

Example 1
dy 3
Solve  − y=7
dx x
​ ​

Answer

dy 3
− y=7
dx x
​ ​

3
Here, P (x) = −  and Q(x) = 7.
x

Now for the integrating factor:


3 −3
IF = e∫ P dx  = e∫ − x dx  = e−3 ln x  = eln x  = x−3

[If you are not sure what just happened, check out Integration: Basic Logarithm Form and Logarithms to Base e.]

We need to apply the following formula: ye∫ P dx = ∫ (Qe∫ P dx ) dx

For the left hand side of the formula, we have

ye∫ P dx = yx−3

For the right hand of the formula, Q = 7 and the IF = x -3, so:

Qe∫ P dx = 7x−3
Applying the outer integral:
7
∫ (Qe∫ P dx ) dx = ∫ 7x−3 dx = − x−2 + K
2

Now, applying the whole formula, ye∫ P dx = ∫ Qe∫ P dx dx , we have

7
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23.10.22, 19:56 4 Linear DEs, Order 1
7
yx−3 = − x−2 + K
2

Multiplying throughout by x 3 gives the general solution for y .:

7
y = − x + Kx3
2

Is it correct? Differentiate this answer to make sure it produces the differential equation in the question.

Here is the solution graph of our answer for Example 1 (I've used K = 0.5).

It is a cubic polynomial curve:

Solution using K = 0.5.

Example 2
dy
Solve  + (cot x)y = cos x
dx

Answer

dy
+ (cot x)y = cos x
dx

Here, P (x) = cot x and Q(x) = cos x.

IF = e∫ P dx  = e∫ cot x dx  = eln sin x  = sin x

(See Integration of Trigonometric Forms for an explanation of ∫ cot x dx .)

Now Qe∫ P dx = cos x sin x.

Apply the formula, ye∫ P dx = ∫ Qe∫ P dx dx  to obtain:

y sin x = ∫ cos x sin x dx

The integral needs a simple substitution: u = sin x, du = cos x dx

sin2 x
y sin x = +K
2

Divide throughout by sin x to get the required general solution of the DE:

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23.10.22, 19:56 4 Linear DEs, Order 1
sin x
y= + K csc x
2

Here is the solution graph of our answer for Example 2 (I've used K = 0.1) .

It is a composite trigonometric curve, where the main shape is the cosecant curve, and the "wiggles" are due to the
addition of the (sin x)/2 part:

Typical solution graph using K = 0.1.

Example 3
−3x
Solve  dy + 3y dx = e dx

Answer

Dividing throughout by dx to get the equation in the required form, we get:

dy
+ 3y = e−3x
dx

In this example, P(x) = 3 and Q(x) = e −3x.

Now the integrating factor in this example is

e∫ P dx = e∫ 3 dx = e3x
and

∫ Qe∫ P dx dx = ∫ e−3x e3x dx

= ∫ 1 dx

=x

Using ye∫ P dx = ∫ Qe∫ P dx dx + K , we have:

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23.10.22, 19:56 4 Linear DEs, Order 1

ye 3x = x + K
or we could write it as:

x+K
y=
e3x

Here is the solution graph for Example 3 (I've used K = 5).

It was necessary to zoom out (a lot) to see what is going on in this graph.

Typical solution graph using K = 5.

Example 4
Solve 2(y − 4x2 ) dx + x dy = 0

Answer

We need to get the equation in the form of a linear DE of order 1.

Expand the bracket and divide throughout by dx:

dy
2y − 8x2 + x =0
dx

Rearrange:

dy
x + 2y = 8x2
dx

Divide throughout by x:

dy 2
+ y = 8x
dx x
​ ​

2
Here, P (x) =  and Q(x) = 8x.
x

2
ln x2
IF = e∫ P dx  = e∫ x
​ dx
 = e
2 ln x
 = e
2
 = x

Now

Qe∫ P dx = (8x)x2 = 8x3


Applying the formula:

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23.10.22, 19:56 4 Linear DEs, Order 1

ye∫ P dx = ∫ Qe∫ P dx dx + K

gives:

y x2 = ∫ 8x3 dx + K = 2x4 + K

Divide throughout by x 2:

K
y = 2x2 +
x2

Solving directly, using Scientific Notebook

Scientific Notebook cannot solve our original question:

2(y − 4x2 ) dx + x  dy = 0
dy
We have to rearrange it in terms of   and then solve it using
dx

Compute menu → Solve ODE... → Exact

Here is the solution graph for Example 4 (I've used K = 5).

There is a discontitnuity at x = 0.

Typical solution graph using K = 5.

Example 5
dy
Solve x − 4y = x6 ex
dx

Answer

Divide throughout by x:

dy 4
− y = x5 ex
dx x
​ ​

Here,
4
P (x) = −  and Q(x) = x5 ex .
x

4 −4
IF = e∫ P dx  = e∫ − x dx  = e−4 ln  x  = eln  x  = x−4

Now

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23.10.22, 19:56 4 Linear DEs, Order 1
∫ P dx 5 x −4 x
Qe = (x e )x = xe

∫ P dx
Applying the formula: ye = ∫ Qe∫ P dx dx + K  gives

y x−4 = ∫ xex dx + K

This requires integration by parts, with

u = x, and dv = ex dx
This gives us

du = dx , and v = ex .
So

y x−4 = xex − ex + K

Multiplying throughout by x 4 gives us y  as an explicit function of x:

y = x5 ex − x4 ex + Kx4

Here is the solution graph for Example 5 (I've used K = 0.005).

Typical solution graph using K = 0.005.

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