Differential Equations

( Topics in Advanced engineering Mathematics )

Lecture 04: Sec 2.3

Ch.2.3 Linear first order equations

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We explain a property for every differential equation of the
form
dy
, P . x / y = f . x/
dx

We also explain a procedure to help solving the DE, then end

up with a formula representing the form that every solution of
the DE must have.

Both the property and the procedure are important, because

these two concepts carry over to linear equations of higher
order

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 THE PROPERTY
The differential equation
dy
, P . x / y = f . x/
dx
has the property that its solution is the sum of the two
solutions: y = yc + yp,
Where yc is known as the complementary solution, i.e., the
solution of the associated homogeneous equation
dy
, P . x/ y = 0
dx
Which is a separable equation.

While yp is known as the particular solution of the non-

homogeneous DE
dy
, P . x/ y = f . x/ 5
dx
 Observe that
d
dx
[ y c , y p ] , P . x/ [ y c , y p ] =

[
+
dy c
dx ] [
, P . x/ y c ,
+
dy p
dx ]
, P . x/ y p = f . x/

0 f . x/

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 THE PROCEDURE
Find the particular solution of equation
dy
, P . x/ y = f . x/
dx
by a procedure known as variation of parameters.

HOW: first solve first the homogeneous:

dy
, P . x/ y = 0
dx
Note: this DE is separable, since
dy
= − p . x/ dx
y
ln .∣ y∣/ = − ∫ p . x/dx , C 1
− ∫ p . x/ dx
yc = C e = C y1 7
 THE PROCEDURE
As the complementary solution of equation
dy
, P . x/ y = 0
dx
is y c = c y 1 . x/ where y 1 = e ∫
− p. x /dx

by a procedure ( variation of parameters), assume yp = u(x) y1(x)

The basic idea is now to find the function u(x), Where

y p = u . x/ y 1 . x/ where y 1 = e ∫
− p . x /dx

In other words, yp is the similar to yc = cy1(x) except that c is

replaced by the “variable parameter” u 8
 Substitute yp in

dy
, P . x / y = f . x/
dx

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METHOD OF SOLUTION

Integrating factor ≡ I.F.

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 Example
EXAMPLE 1 Solving a Homogeneous Linear DE
dy
Solve − 3y = 0
dx
dy 3x
Separating the variables = 3 dx - yc = C e
y

Or, by using the formula of the integrating factor: I.F.

I.F. =e∫ = e ∫
p . x /dx − 3 dx −3x
= e
dy
Multiply the equation − 3 y = 0 , by I.F., gives
dx
−3x dy d −3x
e
−3x
− 3e y = 0 = [e y ]
dx dx
−3x 3x
Integration e y = c - y = ce where x ∈ .−∞ ,∞/
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yp yc 12
 EXAMPLE 3 General Solution
dy
Solve x − 4y = x 6 e x
dx

Divide by x
dy 4 5 x
− y = x e
dx x
4 5 x
Deduce p . x/ = − and f . x/ = x e
x
Note P . x/ and f . x / are continuous on .0,∞/
4 −4
∫ − x dx ∫ x
dx
−4 ln .∣x∣/ −4 ln . x / −4
Integration factor = e = e = e = e = x
Multiply the second equation by x−4 gives
d −4
dx
[ x y ] = xe
x

Integrate by partsto get a general solution on the interval .0,∞/

5 x 4 x 4
y = x e − x e , cx 13
Homogeneous DE

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Solve the integration in the last slide by partial fraction

∫ x dx /. x 2 −9/

and show it's the same as what we got last slide

by using substitution

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yp yc
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 Definition needed in Exercises

A transient term is a term that goes to 0

when the independent variable goes to infinity

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Exercises:
Q1-Q15
Q31-Q34