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**To obtain the general solution of a first order linear
**

o.d.e., we could solve the homogeneous equation and

than find a particular solution by guessing.

**Here we obtain the general solution of a first order linear
**

o.d.e. by the use of an integrating factor.

**This method yields the solution of the homogeneous
**

equation and a particular solution ‘in one go’. This

method does not extend to higher order linear o.d.e.’s.

Recall that the first order linear o.d.e. is

dy

+ p(x)y = g(x).

dx

**Now define the integrating factor ϕ(x) by
**

R

p(x) dx

ϕ(x) := e

**which has derivative
**

R

p(x) dx

ϕ ′ (x) = p(x)e = p(x)ϕ(x).

OHP 21

By multiplying the o.d.e. by ϕ(x), we obtain

dy

ϕ(x) + ϕ(x) p(x)y = ϕ(x)g(x). (I.5)

dx

Note that

d

(ϕ(x)y) = ϕ(x)y ′ +ϕ ′ (x)y = ϕ(x)y ′ +ϕ(x) p(x)y

dx

is the left-hand-side of (I.5). Thus

d

(ϕ(x)y) = ϕ(x)g(x).

dx

Integration with respect to x then yields

Z

ϕ(x)y = ϕ(x)g(x) dx + c

and so Z

ϕ(x)g(x) dx + c

y(x) = .

ϕ(x)

This gives the general solution of the first order linear

o.d.e. (I.2). This technique requires two integrations.

In terms of Theorem I.2, c/ϕ(x) corresponds to ce−P(x)

R

and ϕ(x)g(x) dx/ϕ(x) is a particular solution y p (x).

OHP 22

Example 5.1. For the electrical circuit of Example 4.1,

suppose that V (t) = V0 sin(ωt). From (I.4) we have

dI V0 sin(ωt)

+ αI = ,

dt L

where α = R/L.

**The integrating factor is
**

R

α dt

ϕ(t) = e = eαt .

Thus

dI V0 sin(ωt)

eαt + αeαt I = eαt ,

dt L

or

d αt αt V0 sin(ωt)

e I =e .

dt L

Integrating both sides yields

αt V0 eαt

e I (t) = × 2 2

[α sin(ωt) − ω cos(ωt)] + c.

L α +ω

OHP 23

If I (0) = 0, we obtain

V0

I (t) = (α sin(ωt)

L(α 2 + ω2 )

V0 ω −αt

− ω cos(ωt)) + 2 2

e .

L(α + ω )

If β = tan−1 (ω/α), then

ω α

sin(β) = √ and cos(β) = √ .

α2 + ω2 α2 + ω2

Also,

sin(ωt − β)

= sin(ωt) cos(β) − sin(β) cos(ωt)

α ω

= sin(ωt) √ −√ cos(ωt)

2

α +ω 2 2

α +ω 2

so we have

V0 V0 ω −αt

I (t) = √ sin(ωt − β) + 2 + ω2 )

e .

2

L α +ω 2 L(α

OHP 24

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