Ordinary Differential Equations [FDM 1023]

Chapter 2

First-Order Differential Equations

Chapter 2:

First-Order Differential Equations

Overview
2.1. Separable Variables 2.2. Linear Equation 2.3. Exact / Non-Exact Equation 2.4. Homogeneous Equation 2.5. Bernoulli Equation

2.2. Linear Equation

Learning Outcomes
At the end of this section you should be able to: 1) Identify the standard form of Linear DE 2) Compute the integrating factor from a Linear DE 3) Solve the Linear DE

2.2. Linear Equation

Definition
Linear DE A first-order DE of the form

dy a1 ( x ) + a0 ( x ) y = g ( x) dx

a1 (x ) y' + a0 ( x ) y = g ( x)
is said to be linear equation in the dependent variable

y.

2.2. Linear Equation

Definition
Standard Form Linear equation in the standard form

dy a1 ( x ) + a0 ( x ) y = g ( x) dx

dy + P ( x ) y = f ( x) dx

a1 (x ) y' + a0 (x ) y = g ( x)
where

y ' + P ( x ) y = f ( x)
g (x ) f (x ) = a1 ( x )

a0 ( x ) P(x ) = a1 (x )

2.2. Linear Equation

Definition
Singular point Value(s) of x that will make a1 ( x ) = 0

dy a 1 ( x ) + a0 ( x ) y = g ( x ) dx

Example
dy (x 1) + 3 y = ln x dx

x = 1 is a singular point.

2.2. Linear Equation

Definition
Integrating Factor Linear DE in the standard form

dy + P(x) y = f ( x) dx
Integrating factor is defined as
P ( x )dx (x ) = e

2.2. Linear Equation

Example 1
Find the integrating factor for 3 = 0
Solution: Step 1: Write DE in standard form The equation is already in standard form.

= 3,

= 0

Step 2: Calculate the integrating factor

= () = =

2.2. Linear Equation

Example 2
Find the integrating factor for 4 =
Solution: Step 1: Write DE in standard form

4 = 4 = ,

4 = =

2.2. Linear Equation

Step 2: Calculate the integrating factor

= () = = 1 =

2.2. Linear Equation

Method of Solution
dy a1 ( x ) + a0 ( x ) y = g ( x) dx
Step 1: Rewrite in the standard form

+ =
Step 2: Calculate the integrating factor

= ()

Step 3: Multiply the standard form by the integrating factor

() + ( )( = )------ Eq. (1) + )( = + ( ) = ()

+ =

(= )

()

= )(

()

=()()

Eq. (1) now reduces to

)( =

Step 4: Integrate both sides of the last equation (with respect to x)

= )(

= )( 1 )( =

2.2. Linear Equation

Example 1
Solve the following linear DE

4 = 4 = =

Solution: Step 1: Write DE in standard form

4 = ,

2.2. Linear Equation

Step 2: Calculate the integrating factor

4 = ,

= () = = 1 =

2.2. Linear Equation

Step 3: Compute the solution

1 )( = = 1

= + = +

2.2. Linear Equation

Example 2
Solve the following linear DE

(x

9 y ' + xy = 0

Solution: Step 1: Write in standard form

x y '+ 2 y = 0 x 9
x P ( x) = 2 x 9
f (x ) = 0

2.2. Linear Equation

Step 2: Calculate the integrating factor

x P ( x) = 2 x 9
P ( x )dx (x ) = e

f (x ) = 0

=e =e

x dx 2 x 9

= e 2 12 ln x 9 =e = x2 9

1 2x dx 2 x 2 9 1 ln x 2 9 2

2.2. Linear Equation

Step 3: Compute the solution

1 )( =

=
= c

1 1 0 ( 0) = =

x2 9

Valid on (, ) \ { 3}

2.2. Linear Equation

Exercise 2.2
Solve the following linear DE :
1) x dy y = x 2 sin x dx

4) x

dy + (3 x + 1) y = e 3 x dx

dy 2) x + 4 y = x 3 x dx
dy 3) cos x + (sin x ) y = 1 dx

5) xy + y = e x , y (1) = 2
6) ( x + 1) dy + y = ln x, y (1) = 10 dx