1100 CHAPTER 15 Differential Equations

SECTION 15.2 First-Order Linear Differential Equations

First-Order Linear Differential Equations Bernoulli Equations Applications

First-Order Linear Differential Equations

In this section, you will see how integrating factors help to solve a very important
class of first-order differential equationsfirst-order linear differential equations.

Definition of First-Order Linear Differential Equation

A first-order linear differential equation is an equation of the form
dy
1 Psxdy 5 Qsxd
dx
where P and Q are continuous functions of x. This first-order linear differential
equation is said to be in standard form.

To solve a first-order linear differential equation, you can use an integrating

factor usxd, which converts the left side into the derivative of the product usxdy. That
is, you need a factor usxd such that
dy d fusxdyg
usxd 1 usxdPsxdy 5
dx dx
usxdy9 1 usxdPsxdy 5 usxdy9 1 yu9sxd
usxdPsxdy 5 yu9sxd
u9sxd
Psxd 5
usxd

|
ln usxd 5 | E Psxd dx 1 C1

usxd 5 CeePsxd dx.

ANNA JOHNSON PELL WHEELER (18831966)
Anna Johnson Pell Wheeler was awarded a
masters degree from the University of Iowa
for her thesis The Extension of Galois Theory
to Linear Differential Equations in 1904.
Influenced by David Hilbert, she worked on
integral equations while studying infinite linear
spaces.
Because you dont need the most general integrating factor, let C 5 1. Multiplying the
original equation y9 1 Psxdy 5 Qsxd by usxd 5 eePsxddx produces
y9eePsxd dx 1 yPsxdeePsxd dx 5 QsxdeePsxd dx
3 4
d
yeePsxd dx 5 QsxdeePsxd dx.
dx
The general solution is given by
yeePsxd dx 5 E QsxdeePsxd dx dx 1 C.
 SECTION 15.2 First-Order Linear Differential Equations 1101

THEOREM 15.3 Solution of a First-Order Linear Differential Equation

An integrating factor for the first-order linear differential equation
y9 1 Psxdy 5 Qsxd
is usxd 5 eePsxd dx. The solution of the differential equation is

yeePsxd dx5 E QsxdeePsxd dx dx 1 C.

STUDY TIP Rather than memorizing this formula, just remember that multiplication by the
integrating factor eePsxd dx converts the left side of the differential equation into the derivative
of the product yeePsxd dx.

EXAMPLE 1 Solving a First-Order Linear Differential Equation

Find the general solution of

xy9 2 2y 5 x2.

Solution The standard form of the given equation is

y9 1 Psxdy 5 Qsxd

y9 2
2
x12y 5 x. Standard form

Thus, Psxd 5 22yx, and you have

E Psxd dx 5 2 E 2
x
dx 5 2ln x 2

1
eePsxd dx 5 e2ln x 5 2.
2
Integrating factor
x
y
Therefore, multiplying both sides of the standard form by 1yx2 yields
C=4
2 y9 2y 1
C=3 2 3 5
C=2 x2 x x
1

3 4
C=1 d y 1
C=0 5
dx x2 x

E
x
2 1 1 2 y 1
5 dx
1
x2 x
C = 1
y
2 x2 ||
5 ln x 1 C
C = 2
||
y 5 x2sln x 1 Cd. General solution

Figure 15.5 Several solution curves sfor C 5 22, 21, 0, 1, 2, 3, and 4d are shown in Figure 15.5.
1102 CHAPTER 15 Differential Equations

EXAMPLE 2 Solving a First-Order Linear Differential Equation

Find the general solution of

p p
y9 2 y tan t 5 1, 2 < t < .
2 2

Solution The equation is already in the standard form y9 1 Pstdy 5 Qstd. Thus,
Pstd 5 2tan t, and

E Pstd dt 5 2 E |
tan t dt 5 ln cos t |
which implies that the integrating factor is
y eePstd dt 5 e ln |cos t|
C=2

2
|
5 cos t . | Integrating factor

A quick check shows that cos t is also an integrating factor. Thus, multiplying
1 y9 2 y tan t 5 1 by cos t produces
C=1
C=0 d
t f y cos tg 5 cos t
dt

E


2 2
C = 1 y cos t 5 cos t dt
1

C = 2
2 y cos t 5 sin t 1 C
y 5 tan t 1 C sec t. General solution

Figure 15.6 Several solution curves are shown in Figure 15.6.

Bernoulli Equations
A well-known nonlinear equation that reduces to a linear one with an appropriate
substitution is the Bernoulli equation, named after James Bernoulli (16541705).

y9 1 Psxdy 5 Qsxd y n Bernoulli equation

This equation is linear if n 5 0, and has separable variables if n 5 1. Thus, in the

following development, assume that n 0 and n 1. Begin by multiplying by y2n
and s1 2 nd to obtain
y2n y9 1 Psxd y12n 5 Qsxd
s1 2 nd y2n y9 1 s1 2 ndPsxd y12n 5 s1 2 ndQsxd
d 12n
f y g 1 s1 2 ndPsxd y12n 5 s1 2 ndQsxd
dx
which is a linear equation in the variable y12n. Letting z 5 y12n produces the linear
equation
dz
1 s1 2 ndPsxdz 5 s1 2 ndQsxd.
dx
Finally, by Theorem 15.3, the general solution of the Bernoulli equation is

y12nees12ndPsxd dx 5 E s1 2 ndQsxdees12ndPsxd dx dx 1 C.
 SECTION 15.2 First-Order Linear Differential Equations 1103

EXAMPLE 3 Solving a Bernoulli Equation

Find the general solution of y9 1 xy 5 xe2x y23.

2

Solution For this Bernoulli equation, let n 5 23, and use the substitution
z 5 y4 Let z 5 y12n 5 y12 s23d.
z9 5 4y 3y9. Differentiate.

Multiplying the original equation by 4y3 produces

y9 1 xy 5 xe2x y23
2
Original equation
4y3y9 1 4xy4 5 4xe2x
2
Multiply both sides by 4y3.
z9 1 4xz 5 4xe2x .
2
Linear equation: z9 1 Psxdz 5 Qsxd

This equation is linear in z. Using Psxd 5 4x produces

E Psxd dx 5 E 4x dx 5 2x 2
2
which implies that e2x is an integrating factor. Multiplying the linear equation by this
factor produces
z9 1 4xz 5 4xe2x
2
Linear equation
z9e2x 1 4xze2x 5 4xe x
2 2 2
Exact equation
d
fze2x g 5 4xe x
2 2
Write left side as total differential.

E
dx
ze2x 5
2 2
4xe x dx Integrate both sides.

ze2x 5 2e x 1 C
2 2

z 5 2e2x 1 Ce22x .
2 2 2
Divide both sides by e2x .

Finally, substituting z 5 y4, the general solution is

y4 5 2e2x 1 Ce22x .
2 2
General solution

So far you have studied several types of first-order differential equations. Of

these, the separable variables case is usually the simplest, and solution by an inte-
grating factor is usually a last resort.

Summary of First-Order Differential Equations

Method Form of Equation

1. Separable variables: Msxd dx 1 Ns yd dy 5 0

2. Homogeneous: Msx, yd dx 1 Nsx, yd dy 5 0, where M and N are nth-degree homogeneous
3. Exact: Msx, yd dx 1 Nsx, yd dy 5 0, where Myy 5 Nyx
4. Integrating factor: usx, ydMsx, yd dx 1 usx, ydNsx, yd dy 5 0 is exact
5. Linear: y9 1 Psxdy 5 Qsxd
6. Bernoulli equation: y9 1 Psxd y 5 Qsxd yn
1104 CHAPTER 15 Differential Equations

Applications
One type of problem that can be described in terms of a differential equation involves
chemical mixtures, as illustrated in the next example.

EXAMPLE 4 A Mixture Problem

4 gal/min
A tank contains 50 gallons of a solution composed of 90% water and 10% alcohol.
A second solution containing 50% water and 50% alcohol is added to the tank at
the rate of 4 gallons per minute. As the second solution is being added, the tank
is being drained at the rate of 5 gallons per minute, as shown in Figure 15.7. Assuming
the solution in the tank is stirred constantly, how much alcohol is in the tank after
5 gal/min
10 minutes?

Solution Let y be the number of gallons of alcohol in the tank at any time t. You know
that y 5 5 when t 5 0. Because the number of gallons of solution in the tank at any
Figure 15.7 time is 50 2 t, and the tank loses 5 gallons of solution per minute, it must lose

150 52 t2y
gallons of alcohol per minute. Furthermore, because the tank is gaining 2 gallons of
alcohol per minute, the rate of change of alcohol in the tank is given by
dy
dt
522
5
50 2 t1y 2 dy
dt
1 1 5
50 2 t 2
y 5 2.

To solve this linear equation, let Pstd 5 5ys50 2 td and obtain

E Pstd dt 1 E 5
50 2 t
dt 5 25 ln 50 2 t .| |
Because t < 50, you can drop the absolute value signs and conclude that
1
eePstd dt 5 e25 lns502td 5
s50 2 td5.
Thus, the general solution is
y
s50 2 td5
5 E 2
s50 2 td5 dt 5
1
2s50 2 td4
1C

50 2 t
y5 1 Cs50 2 td5.
2
Because y 5 5 when t 5 0, you have
50 20
55 1 Cs50d5 2 5C
2 505
which means that the particular solution is
50 2 t 50 2 t 5
y5
2
2 20 150
. 2
Finally, when t 5 10, the amount of alcohol in the tank is
50 2 10 50 2 10
1 2
5
y5 2 20 5 13.45 gal
2 50
which represents a solution containing 33.6% alcohol.
 SECTION 15.2 First-Order Linear Differential Equations 1105

In most falling-body problems discussed so far in the text, we have neglected air
resistance. The next example includes this factor. In the example, the air resistance on
the falling object is assumed to be proportional to its velocity v. If g is the gravita-
tional constant, the downward force F on a falling object of mass m is given by the
difference mg 2 kv. But by Newtons Second Law of Motion, you know that
F 5 ma 5 msdvydtd, which yields the following differential equation.
dv dv k
m 5 mg 2 kv 1 v5g
dt dt m

EXAMPLE 5 A Falling Object with Air Resistance

An object of mass m is dropped from a hovering helicopter. Find its velocity as a

function of time t, assuming that the air resistance is proportional to the velocity of
the object.

Solution The velocity v satisfies the equation

dv kv
1 5g
dt m
where g is the gravitational constant and k is the constant of proportionality. Letting
b 5 kym, you can separate variables to obtain
dv 5 sg 2 bvd dt

E dv
g 2 bv
5 E dt

1
| |
2 ln g 2 bv 5 t 1 C1
b
| |
ln g 2 bv 5 2bt 2 bC1
g 2 bv 5 Ce2bt.
Because the object was dropped, v 5 0 when t 5 0; thus g 5 C, and it follows that
g 2 ge2bt mg
2bv 5 2g 1 ge2bt v5 5 s1 2 e2ktymd.
b k

NOTE Notice in Example 5 that the velocity approaches a limit of mgyk as a result of the
E air resistance. For falling-body problems in which air resistance is neglected, the velocity
increases without bound.
S
A simple electrical circuit consists of electric current I (in amperes), a resistance
R (in ohms), an inductance L (in henrys), and a constant electromotive force E (in
R I volts), as shown in Figure 15.8. According to Kirchhoffs Second Law, if the switch
S is closed when t 5 0, the applied electromotive force (voltage) is equal to the sum
of the voltage drops in the rest of the circuit. This in turn means that the current I
satisfies the differential equation
L
dI
L 1 RI 5 E.
Figure 15.8 dt
1106 CHAPTER 15 Differential Equations

EXAMPLE 6 An Electric Circuit Problem

Find the current I as a function of time t (in seconds), given that I satisfies the
differential equation LsdIydtd 1 RI 5 sin 2t, where R and L are nonzero constants.

Solution In standard form, the given linear equation is

dI R 1
1 I 5 sin 2t.
dt L L
Let Pstd 5 RyL, so that eePstd dt 5 esRyLdt, and, by Theorem 15.3,

IesRyLdt 5
1
L E esRyLdt sin 2t dt

1
5 esRyLdtsR sin 2t 2 2L cos 2td 1 C.
4L2 1 R2
Thus, the general solution is

I 5 e2sRyLdt 3 4L 2
1
1 R2
esRyLdtsR sin 2t 2 2L cos 2td 1 C 4
1
I5 sR sin 2t 2 2L cos 2td 1 Ce2sRyLdt.
4L2 1 R2

E X E R C I S E S F O R S E C T I O N 15 . 2

True or False? In Exercises 1 and 2, determine whether the In Exercises 512, solve the first-order linear differential
statement is true or false. If it is false, explain why or give an equation.
example that shows it is false.

1. y9 1 x!y 5 x2 is a first-order linear differential equation.

5.
dy
dx 12
1
1
x
y 5 3x 1 4

2. y9 1 xy 5 e x y is a first-order linear differential equation.

dx 1 x 2
dy 2
6. 1 y 5 3x 1 1
In Exercises 3 and 4, (a) sketch an approximate solution of the 7. y9 2 y 5 cos x
differential equation satisfying the initial condition by hand on
8. y9 1 2xy 5 2x
the direction field, (b) find the particular solution that satisfies
the initial condition, and (c) use a graphing utility to graph the 9. s3y 1 sin 2xd dx 2 dy 5 0
particular solution. Compare the graph with the hand-drawn 10. s y 2 1dsin x dx 2 dy 5 0
graph of part (a). 11. sx 2 1dy9 1 y 5 x2 2 1
Differential Equation Initial Condition 12. y9 1 5y 5 e5x

dy
3. 5 ex 2 y s0, 1d In Exercises 1318, find the particular solution of the differen-
dx
tial equation that satisfies the boundary condition.
4. y9 1 2y 5 sin x s0, 4d
Differential Equation Boundary Condition
y y

4 13. y9 cos2 x 1 y 2 1 5 0 ys0d 5 5

4 14. x y9 1 2y 5 e
3 1yx 2 ys1d 5 e
2
2 15. y9 1 y tan x 5 sec x 1 cos x ys0d 5 1
x
x 4 2 2 4 16. y9 1 y sec x 5 sec x ys0d 5 4
4 2
12
2 4 2 1
2 17. y9 1 y50 ys2d 5 2
x
4
18. y9 1 s2x 2 1dy 5 0 ys1d 5 2
Figure for 3 Figure for 4
 SECTION 15.2 First-Order Linear Differential Equations 1107

In Exercises 1924, solve the Bernoulli differential equation. 33. Population Growth When predicting population growth,
demographers must consider birth and death rates as well as the
19. y9 1 3x2 y 5 x2 y3 20. y9 1 2xy 5 xy2
net change caused by the difference between the rates of immi-
21. y9 1 11x 2y 5 xy 2 22. y9 1 11x 2y 5 x!y gration and emigration. Let P be the population at time t and let
N be the net increase per unit time resulting from the difference
23. y9 2 y 5 x3!
3
y 24. yy9 2 2y2 5 ex between immigration and emigration. Thus, the rate of growth
of the population is given by
In Exercises 2528, (a) use a graphing utility to graph the dP
direction field for the differential equation, (b) find the 5 kP 1 N, N is constant.
dt
particular solutions of the differential equation passing through
the specified points, and (c) use a graphing utility to graph the Solve this differential equation to find P as a function of time if
particular solutions on the direction field. at time t 5 0 the size of the population is P0.

Differential Equation Points 34. Investment Growth A large corporation starts at time t 5 0
to continuously invest part of its receipts at a rate of P dollars
dy 1
25. 2 y 5 x2 s22, 4d, s2, 8d per year in a fund for future corporate expansion. Assume that
dx x the fund earns r percent interest per year compounded continu-
dy ously. Thus, the rate of growth of the amount A in the fund is
26.
dx
1 2xy 5 x3 s 0, 72 d, s 0, 2 12 d given by
dy dA
27. 1 scot xdy 5 x s1, 1d, s3, 21d 5 rA 1 P
dx dt
dy
28. 1 2xy 5 xy2 s0, 3d, s0, 1d where A 5 0 when t 5 0. Solve this differential equation for A
dx
as a function of t.
Electrical Circuits In Exercises 2932, use the differential
equation for electrical circuits given by Investment Growth In Exercises 35 and 36, use the result of
Exercise 34.
dI
L 1 RI 5 E. 35. Find A for the following.
dt
(a) P 5 $100,000, r 5 6%, and t 5 5 years
In this equation, I is the current, R is the resistance, L is the
(b) P 5 $250,000, r 5 5%, and t 5 10 years
inductance, and E is the electromotive force (voltage).
36. Find t if the corporation needs $800,000 and it can invest
29. Solve the differential equation given a constant voltage E0. $75,000 per year in a fund earning 8% interest compounded
30. Use the result of Exercise 29 to find the equation for the current continuously.
if Is0d 5 0, E0 5 110 volts, R 5 550 ohms, and L 5 4 henrys.
When does the current reach 90% of its limiting value? 37. Intravenous Feeding Glucose is added intravenously to
the bloodstream at the rate of q units per minute, and the body
31. Solve the differential equation given a periodic electromotive
removes glucose from the bloodstream at a rate proportional to
force E0 sin vt.
the amount present. Assume Qstd is the amount of glucose in
32. Verify that the solution of Exercise 31 can be written in the the bloodstream at time t.
form
(a) Determine the differential equation describing the rate of
E0 change with respect to time of glucose in the bloodstream.
I 5 ce2sRyLdt 1 sinsvt 1 fd
!R2 1 v2L2 (b) Solve the differential equation from part (a), letting
Q 5 Q0 when t 5 0.
where f, the phase angle, is given by arctans2 vLyRd. (Note
that the exponential term approaches 0 as t `. This implies (c) Find the limit of Qstd as t `.
that the current approaches a periodic function.) 38. Learning Curve The management at a certain factory has
found that the maximum number of units a worker can produce
in a day is 30. The rate of increase in the number of units N
produced with respect to time t in days by a new employee is
proportional to 30 2 N.
(a) Determine the differential equation describing the rate of
change of performance with respect to time.
(b) Solve the differential equation from part (a).
(c) Find the particular solution for a new employee who
produced ten units on the first day at the factory and 19
units on the twentieth day.
1108 CHAPTER 15 Differential Equations

Mixture In Exercises 3944, consider a tank that at time 51. s1 1 y2d dx 1 s2x y 1 y 1 2d dy 5 0
t 5 0 contains v0 gallons of a solution of which, by weight, q0 52. s1 1 2e2x1yd dx 1 e2x1y dy 5 0
pounds is soluble concentrate. Another solution containing q1 dy
53. y cos x 2 cos x 1 50
pounds of the concentrate per gallon is running into the tank at dx
the rate of r1 gallons per minute. The solution in the tank is kept dy
well stirred and is withdrawn at the rate of r2 gallons per 54. sx 1 1d 5 ex 2 y
dx
minute.
dy
55. sx2 1 cos yd 5 22xy
39. If Q is the amount of concentrate in the solution at any time t, dx
show that 56. y9 5 2x!1 2 y2
dQ r2Q 57. s3y2 1 4xyd dx 1 s2xy 1 x2d dy 5 0
1 5 q1r1.
dt v0 1 sr1 2 r2dt 58. sx 1 yd dx 2 x dy 5 0
40. If Q is the amount of concentrate in the solution at any time t, 59. s2y 2 e xd dx 1 x dy 5 0
write the differential equation for the rate of change of Q with 60. s y2 1 xyd dx 2 x2 dy 5 0
respect to t if r1 5 r2 5 r. 61. sx2 y4 2 1d dx 1 x3 y3 dy 5 0
41. A 200-gallon tank is full of a solution containing 25 pounds of 62. ydx 1 s3x 1 4yd dy 5 0
concentrate. Starting at time t 5 0, distilled water is admitted
to the tank at a rate of 10 gallons per minute, and the 63. 3ydx 2 sx2 1 3x 1 y2d dy 5 0
well-stirred solution is withdrawn at the same rate. 64. x dx 1 s y 1 eydsx2 1 1d dy 5 0
(a) Find the amount of concentrate Q in the solution as a
function of t.
(b) Find the time at which the amount of concentrate in the
SECTION PROJECT
tank reaches 15 pounds.
(c) Find the quantity of the concentrate in the solution as Weight Loss A persons weight depends on both the amount
t `. of calories consumed and the energy used. Moreover, the amount
of energy used depends on a persons weightthe average
42. Repeat Exercise 41, assuming that the solution entering the
amount of energy used by a person is 17.5 calories per pound
tank contains 0.05 pound of concentrate per gallon.
per day. Thus, the more weight a person loses, the less energy
43. A 200-gallon tank is half full of distilled water. At time t 5 0, the person uses (assuming that the person maintains a constant
a solution containing 0.5 pound of concentrate per gallon enters level of activity). An equation that can be used to model weight
the tank at the rate of 5 gallons per minute, and the well-stirred loss is
mixture is withdrawn at the rate of 3 gallons per minute.
(a) At what time will the tank be full?
1dwdt2 5 3500
C
2
17.5
3500
w
(b) At the time the tank is full, how many pounds of concen-
trate will it contain? where w is the persons weight (in pounds), t is the time in days,
44. Repeat Exercise 43, assuming that the solution entering the and C is the constant daily calorie consumption.
tank contains 1 pound of concentrate per gallon. (a) Find the general solution of the differential equation.
(b) Consider a person who weighs 180 pounds and begins a diet
In Exercises 4548, match the differential equation with its
of 2500 calories per day. How long will it take the person to
solution.
lose 10 pounds? How long will it take the person to lose 35
Differential Equation Solution pounds?
45. y9 2 2x 5 0
2
(a) y 5 Ce x (c) Use a graphing utility to graph the solution. What is the
46. y9 2 2y 5 0 2 12
2
(b) y 5 1 Ce x limiting weight of the person?
47. y9 2 2xy 5 0 (c) y 5 x2 1 C (d) Repeat parts (b) and (c) for a person who weighs 200
48. y9 2 2xy 5 x (d) y 5 Ce2x pounds when the diet is started.

In Exercises 4964, solve the first-order differential equation by

any appropriate method.

dy e2x1y dy x11
49. 5 x2y 50. 5
dx e dx ys y 1 2d