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Linear Differential Equations

A first-order linear differential equation is one that can be put into the form

dy
1  Pxy  Qx
dx

where P and Q are continuous functions on a given interval. This type of equation occurs
frequently in various sciences, as we will see.
An example of a linear equation is xy  y  2x because, for x  0, it can be written
in the form

1
2 y  y2
x

Notice that this differential equation is not separable because it’s impossible to factor the
expression for y as a function of x times a function of y. But we can still solve the equa-
tion by noticing, by the Product Rule, that

xy  y  xy

and so we can rewrite the equation as

xy  2x

If we now integrate both sides of this equation, we get

C
xy  x 2  C or yx
x

If we had been given the differential equation in the form of Equation 2, we would have
had to take the preliminary step of multiplying each side of the equation by x.
It turns out that every first-order linear differential equation can be solved in a similar
fashion by multiplying both sides of Equation 1 by a suitable function Ix called an
integrating factor. We try to find I so that the left side of Equation 1, when multiplied by
Ix, becomes the derivative of the product Ixy:

3 Ixy  Pxy  Ixy

If we can find such a function I , then Equation 1 becomes

Ixy  IxQx

Integrating both sides, we would have

Ixy  y IxQx dx  C

so the solution would be

4 yx 
1
Ix
y IxQx dx  C
To find such an I, we expand Equation 3 and cancel terms:

Ixy  IxPxy  Ixy  Ixy  Ixy

IxPx  Ix

1
2 ■ LINEAR DIFFERENTIAL EQUATIONS

This is a separable differential equation for I , which we solve as follows:

dI
y  y Px dx
I


ln I  y Px dx

I  Ae x Px dx

where A  e C. We are looking for a particular integrating factor, not the most general
one, so we take A  1 and use

5 Ix  e x Px dx

Thus, a formula for the general solution to Equation 1 is provided by Equation 4, where I
is given by Equation 5. Instead of memorizing this formula, however, we just remember
the form of the integrating factor.

To solve the linear differential equation y  Pxy  Qx, multiply both sides by
the integrating factor Ix  e x Px dx and integrate both sides.

dy
EXAMPLE 1 Solve the differential equation  3x 2 y  6x 2.
dx
SOLUTION The given equation is linear since it has the form of Equation 1 with
Px  3x 2 and Qx  6x 2. An integrating factor is
2 3
Ix  e x 3x dx
 ex
3
Multiplying both sides of the differential equation by e x , we get
■ ■ Figure 1 shows the graphs of several mem-
bers of the family of solutions in Example 1. 3 dy 3 3
Notice that they all approach 2 as x l . ex  3x 2e x y  6x 2e x
dx
6
d x3 3
C=2 or e y  6x 2e x
C=1 dx
C=0
C=_1 Integrating both sides, we have
_1.5 1.8
3 3 3
C=_2 e x y  y 6x 2e x dx  2e x  C
_3
3
FIGURE 1 y  2  Cex

EXAMPLE 2 Find the solution of the initial-value problem

x 2 y  xy  1 x0 y1  2

SOLUTION We must first divide both sides by the coefficient of y to put the differential
equation into standard form:

1 1
6 y  y 2 x0
x x

The integrating factor is


Ix  e x 1x dx  e ln x  x
LINEAR DIFFERENTIAL EQUATIONS ■ 3

Multiplication of Equation 6 by x gives

1 1
xy  y  or xy 
x x

1
Then xy  y dx  ln x  C
■ ■ The solution of the initial-value problem in x
Example 2 is shown in Figure 2.
ln x  C
5 and so y
x
(1, 2) Since y1  2, we have
ln 1  C
0 4 2 C
1
Therefore, the solution to the initial-value problem is
_5
ln x  2
y
FIGURE 2 x

EXAMPLE 3 Solve y  2xy  1.

SOLUTION The given equation is in the standard form for a linear equation. Multiplying by
the integrating factor
2
e x 2x dx  e x
2 2 2
we get e x y  2xe x y  e x
2 2
or (e x y)  e x
2 2
■ ■ Even though the solutions of the differential Therefore e x y  y e x dx  C
equation in Example 3 are expressed in terms of
an integral, they can still be graphed by a com- 2

puter algebra system (Figure 3). Recall from Section 5.8 that x e x dx can’t be expressed in terms of elementary functions.
Nonetheless, it’s a perfectly good function and we can leave the answer as
2.5
2
x2 2
C=2 y  ex ye dx  Cex

_2.5 2.5
Another way of writing the solution is
C=_2 2 x 2 2
y  ex y e t dt  Cex
0
_2.5

FIGURE 3 (Any number can be chosen for the lower limit of integration.)

Application to Electric Circuits

R In Section 7.2 we considered the simple electric circuit shown in Figure 4: An electro-
motive force (usually a battery or generator) produces a voltage of Et volts (V) and a cur-
rent of It amperes (A) at time t . The circuit also contains a resistor with a resistance of
E L R ohms () and an inductor with an inductance of L henries (H).
Ohm’s Law gives the drop in voltage due to the resistor as RI . The voltage drop due to
the inductor is LdIdt. One of Kirchhoff’s laws says that the sum of the voltage drops is
switch equal to the supplied voltage Et. Thus, we have
FIGURE 4 dI
7 L  RI  Et
dt

which is a first-order linear differential equation. The solution gives the current I at time t .
4 ■ LINEAR DIFFERENTIAL EQUATIONS

EXAMPLE 4 Suppose that in the simple circuit of Figure 4 the resistance is 12  and the
inductance is 4 H. If a battery gives a constant voltage of 60 V and the switch is closed
when t  0 so the current starts with I0  0, find (a) It, (b) the current after 1 s, and
(c) the limiting value of the current.
SOLUTION
■ ■ The differential equation in Example 4 is (a) If we put L  4, R  12, and Et  60 in Equation 7, we obtain the initial-value
both linear and separable, so an alternative problem
method is to solve it as a separable equation
(Example 4 in Section 7.3). If we replace the dI
battery by a generator, however, we get an 4  12I  60 I0  0
equation that is linear but not separable dt
(Example 5).
dI
or  3I  15 I0  0
dt

Multiplying by the integrating factor e x 3 dt  e 3t, we get

dI
e 3t  3e 3tI  15e 3t
dt

d 3t
e I  15e 3t
dt

e 3tI  y 15e 3t dt  5e 3t  C

It  5  Ce3t

■ ■ Figure 5 shows how the current in Example


Since I0  0, we have 5  C  0, so C  5 and
4 approaches its limiting value.
It  51  e3t 
6
y=5 (b) After 1 second the current is

I1  51  e3   4.75 A


(c) lim It  lim 51  e3t 
tl tl

2.5  5  5 lim e3t


0 tl

FIGURE 5 505

EXAMPLE 5 Suppose that the resistance and inductance remain as in Example 4


but, instead of the battery, we use a generator that produces a variable voltage of
Et  60 sin 30t volts. Find It.
SOLUTION This time the differential equation becomes

dI dI
■ ■Figure 6 shows the graph of the current 4  12I  60 sin 30t or  3I  15 sin 30t
dt dt
when the battery is replaced by a generator.
The same integrating factor e 3t gives
2
d 3t dI
e I  e 3t  3e 3tI  15e 3t sin 30t
dt dt
0 2.5
Using Formula 98 in the Table of Integrals, we have
e 3t
e 3tI  y 15e 3t sin 30t dt  15 3 sin 30t  30 cos 30t  C
_2
909

I  101 sin 30t  10 cos 30t  Ce3t


5
FIGURE 6
LINEAR DIFFERENTIAL EQUATIONS ■ 5

Since I0  0, we get


 101 C0
50

It  101 sin 30t  10 cos 30t  101 e3t


5 50
so

Exercises
Observe that, if n  0 or 1, the Bernoulli equation is linear.
A Click here for answers. S Click here for solutions. For other values of n, show that the substitution u  y 1n trans-
forms the Bernoulli equation into the linear equation
1–4 Determine whether the differential equation is linear.
du
1. y  e x y  x 2 y 2 2. y  sin x  x 3y  1  nPxu  1  nQx
dx
3. xy  ln x  x 2 y  0 4. y  cos y  tan x 24–26 Use the method of Exercise 23 to solve the differential
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
equation.
5–14 Solve the differential equation. 2 y3
24. xy  y  xy 2 25. y  y 2
5. y  2y  2e x
6. y  x  5y x x
26. y  y  xy 3
7. xy  2y  x 2 8. x 2 y  2xy  cos 2 x
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■

9. xy  y  sx 10. 1  xy  xy


27. In the circuit shown in Figure 4, a battery supplies a constant
dy voltage of 40 V, the inductance is 2 H, the resistance is 10 ,
11.  2xy  x 2 and I0  0.
dx
(a) Find It.
dy (b) Find the current after 0.1 s.
12.  x sin 2x  y tan x, 2  x  2
dx
28. In the circuit shown in Figure 4, a generator supplies a voltage
13. 1  t
du
 u  1  t, t  0 of Et  40 sin 60t volts, the inductance is 1 H, the resistance
dt is 20 , and I0  1 A.
dr (a) Find It.
14. t ln t  r  te t (b) Find the current after 0.1 s.
dt
; (c) Use a graphing device to draw the graph of the current
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■

function.
15–20 Solve the initial-value problem. 29. The figure shows a circuit containing an electromotive force,
15. y  x  y, y0  2 a capacitor with a capacitance of C farads (F), and a resistor
with a resistance of R ohms (). The voltage drop across the
dy
16. t  2y  t 3, t  0, y1  0
dt C
dv 2
17.  2tv  3t 2e t , v0  5
dt
E R
18. 2xy  y  6x, x  0, y4  20
19. xy  y  x 2 sin x, y  0
dy y
20. x   x, y1  0, x0
dx x1 capacitor is QC, where Q is the charge (in coulombs), so in
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ this case Kirchhoff’s Law gives

; 21–22 Solve the differential equation and use a graphing cal- Q


culator or computer to graph several members of the family of RI   Et
C
solutions. How does the solution curve change as C varies?
But I  dQdt (see Example 3 in Section 3.3), so we have
21. xy  y  x cos x, x0 22. y  cos xy  cos x
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
dQ 1
R  Q  Et
23. A Bernoulli differential equation (named after James dt C
Bernoulli) is of the form
Suppose the resistance is 5 , the capacitance is 0.05 F, a
dy battery gives a constant voltage of 60 V, and the initial charge
 Pxy  Qxy n
dx is Q0  0 C. Find the charge and the current at time t.
6 ■ LINEAR DIFFERENTIAL EQUATIONS

30. In the circuit of Exercise 29, R  2 , C  0.01 F, Q0  0, t minutes, show that y satisfies the differential equation
and Et  10 sin 60t. Find the charge and the current at time t.
dy 3y
2
dt 100  2t
31. Let Pt be the performance level of someone learning a skill
as a function of the training time t. The graph of P is called a Solve this equation and find the concentration after 20 minutes.
learning curve. In Exercise 13 in Section 7.1 we proposed the 34. A tank with a capacity of 400 L is full of a mixture of water
differential equation and chlorine with a concentration of 0.05 g of chlorine per liter.
In order to reduce the concentration of chlorine, fresh water is
dP pumped into the tank at a rate of 4 Ls. The mixture is kept
 kM  Pt
dt stirred and is pumped out at a rate of 10 Ls. Find the amount
of chlorine in the tank as a function of time.
as a reasonable model for learning, where k is a positive 35. An object with mass m is dropped from rest and we assume
constant. Solve it as a linear differential equation and use your that the air resistance is proportional to the speed of the object.
solution to graph the learning curve. If st is the distance dropped after t seconds, then the speed is
v  st and the acceleration is a  vt. If t is the acceleration
32. Two new workers were hired for an assembly line. Jim due to gravity, then the downward force on the object is
processed 25 units during the first hour and 45 units during the mt  cv, where c is a positive constant, and Newton’s Second
second hour. Mark processed 35 units during the first hour and Law gives
50 units the second hour. Using the model of Exercise 31 and dv
m  mt  cv
assuming that P0  0, estimate the maximum number of dt
units per hour that each worker is capable of processing. (a) Solve this as a linear equation to show that
mt
33. In Section 7.3 we looked at mixing problems in which the v 1  ectm 
c
volume of fluid remained constant and saw that such problems
give rise to separable equations. (See Example 6 in that (b) What is the limiting velocity?
section.) If the rates of flow into and out of the system are dif- (c) Find the distance the object has fallen after t seconds.
ferent, then the volume is not constant and the resulting differ- 36. If we ignore air resistance, we can conclude that heavier
ential equation is linear but not separable. objects fall no faster than lighter objects. But if we take air
A tank contains 100 L of water. A solution with a salt resistance into account, our conclusion changes. Use the
concentration of 0.4 kgL is added at a rate of 5 Lmin. The expression for the velocity of a falling object in Exercise 35(a)
solution is kept mixed and is drained from the tank at a rate to find dvdm and show that heavier objects do fall faster than
of 3 Lmin. If yt is the amount of salt (in kilograms) after lighter ones.
LINEAR DIFFERENTIAL EQUATIONS ■ 7

Answers
25. y  Cx 4  25x 12
S Click here for solutions.
27. (a) It  4  4e5t (b) 4  4e12  1.57 A
29. Qt  31  e , It  12e4t
4t

5. y  3 e x  Ce2x
2
1. No 3. Yes 31. Pt  M  Cekt P(t)

 
7. y  x 2 ln x  Cx 2
x 2 1 x
9. y  3 sx  Cx
2 2
2 M

y  x  Ce  e x e dx
1 x
11. 2 2
13. u  t 2  2t  2C2t  1
2 2
15. y  x  1  3e x 17. v  t 3e t  5e t P(0)
19. y  x cos x  x 0
t
21. y  sin x  cos xx  Cx 6

33. y  5 100  2t  40,000100  2t32; 0.2275 kgL


C=2 2
C=1
C=0.2 35. (b) mtc (c) mtct  mcectm  m 2tc 2
0 10
C=_1
C=_2
_4
8 ■ LINEAR DIFFERENTIAL EQUATIONS

Solutions: Linear Differential Equations

1. y 0 + ex y = x2 y 2 is not linear since it cannot be put into the standard linear form (1), y 0 + P (x) y = Q(x).

ln x
3. xy0 + ln x − x2 y = 0 ⇒ xy 0 − x2 y = − ln x ⇒ y0 + (−x) y = − , which is in the standard linear
x
form (1), so this equation is linear.

5. Comparing the given equation, y0 + 2y = 2ex , with the general form, y0 + P (x)y = Q(x), we see that P (x) = 2
R R
and the integrating factor is I(x) = e P (x)dx = e 2 dx = e2x . Multiplying the differential equation by I(x) gives
¡ ¢0 R
e2x y 0 + 2e2x y = 2e3x ⇒ e2x y = 2e3x ⇒ e2x y = 2e3x dx ⇒ e2x y = 23 e3x + C ⇒
y = 23 ex + Ce−2x .
µ ¶
0 2 0 2
7. xy − 2y = x [divide by x] ⇒ y + − y = x (∗).
x
R R −2 2
I(x) = e P (x) dx
=e (−2/x) dx
= e−2 ln|x| = eln|x| = eln(1/x ) = 1/x2 . Multiplying the differential
µ ¶0
1 0 2 1 1 1 1
equation (∗) by I(x) gives y − 3y= ⇒ y = ⇒ y = ln |x| + C ⇒
x2 x x x2 x x2
y = x2 (ln |x| + C ) = x2 ln |x| + Cx2 .

9. Since P (x) is the derivative of the coefficient of y0 [P (x) = 1 and the coefficient is x], we can write the
√ √
differential equation xy 0 + y = x in the easily integrable form (xy)0 = x ⇒ xy = 23 x3/2 + C ⇒

y = 23 x + C/x.

R 2
11. I(x) = e = ex . Multiplying the differential equation y 0 + 2xy = x2 by I(x) gives
2x dx

2 2 2
³ 2 ´0 2
ex y 0 + 2xex y = x2 ex ⇒ ex y = x2 ex . Thus
2
hR 2
i 2
h 2 R i 2 R
1 x2 2
1 x2
y = e−x x2 ex dx + C = e−x 12 xex − 2
e dx + C = 12 x + Ce−x − e−x 2
e dx.

du du 1
13. (1 + t) + u = 1 + t, t > 0 [divide by 1 + t] ⇒ + u = 1 (∗), which has the form
dt dt 1+t
R R
u0 + P (t) u = Q(t). The integrating factor is I(t) = e P (t) dt
=e [1/(1+t)] dt
= eln(1+t) = 1 + t.
Multiplying (∗) by I(t) gives us our original equation back. We rewrite it as [(1 + t) u]0 = 1 + t. Thus,
R t + 12 t2 + C t2 + 2t + 2C
(1 + t) u = (1 + t) dt = t + 12 t2 + C ⇒ u= or u = .
1+t 2 (t + 1)

R
15. y 0 = x + y y0 + (−1)y = x. I(x) = e (−1) dx = e−x . Multiplying by e−x gives e−x y 0 − e−x y = xe−x

R
⇒ (e−x y)0 = xe−x ⇒ e−x y = xe−x dx = −xe−x − e−x + C [integration by parts with u = x,

dv = e−x dx] ⇒ y = −x − 1 + Cex . y(0) = 2 ⇒ −1 + C = 2 ⇒ C = 3, so y = −x − 1 + 3ex .

dv 2 R 2
17. − 2tv = 3t2 et , v (0) = 5. I(t) = e (−2t)dt = e−t . Multiply the differential equation by I(t) to get
dt
2 dv 2
³ 2 ´0 2 R 2 2
e−t − 2te−t v = 3t2 ⇒ e−t v = 3t2 ⇒ e−t v = 3t2 dt = t3 + C ⇒ v = t3 et + Cet .
dt
2 2
5 = v(0) = 0 · 1 + C · 1 = C, so v = t3 et + 5et .
LINEAR DIFFERENTIAL EQUATIONS ■ 9

1 R −1 1
19. xy0 = y + x2 sin x ⇒ y0 −
y = x sin x. I(x) = e (−1/x) dx = e− ln x = eln x = .
x x
µ ¶0
1 1 1 1 1
Multiplying by gives y0 − 2 y = sin x ⇒ y = sin x ⇒ y = − cos x + C ⇒
x x x x x
y = −x cos x + Cx. y(π) = 0 ⇒ −π · (−1) + Cπ = 0 ⇒ C = −1, so y = −x cos x − x.

1 R
21. y 0 + y = cos x (x 6= 0), so I(x) = e (1/x)dx = eln|x| = x (for
x
x > 0). Multiplying the differential equation by I(x) gives
xy0 + y = x cos x ⇒ (xy)0 = x cos x. Thus,
·Z ¸
1 1
y= x cos x dx + C = [x sin x + cos x + C]
x x
cos x C
= sin x + +
x x

The solutions are asymptotic to the y-axis (except for C = −1). In fact, for C > −1, y → ∞ as x → 0+ , whereas

for C < −1, y → −∞ as x → 0+ . As x gets larger, the solutions approximate y = sin x more closely. The

graphs for larger C lie above those for smaller C. The distance between the graphs lessens as x increases.

du dy dy yn du un/(1−n) du
23. Setting u = y 1−n , = (1 − n) y −n or = = . Then the Bernoulli differential
dx dx dx 1 − n dx 1 − n dx

un/(1−n) du du
equation becomes + P (x)u1/(1−n) = Q(x)un/(1−n) or + (1 − n)P (x)u = Q(x)(1 − n).
1 − n dx dx

2 y3 2 1 4u 2
25. y 0 + y = 2 . Here n = 3, P (x) = , Q(x) = 2 and setting u = y −2 , u satisfies u0 − = − 2.
x x x x x x
R
µZ ¶ µ ¶
2 2 2
Then I(x) = e (−4/x)dx = x−4 and u = x4 − 6 dx + C = x4 + C = Cx4 + .
x 5x5 5x
µ ¶−1/2
2
Thus, y = ± Cx4 + .
5x

dI dI R
5 dt
27. (a) 2 + 10I = 40 or + 5I = 20. Then the integrating factor is e = e5t . Multiplying the differential
dt dt
dI ¡ ¢0
equation by the integrating factor gives e5t + 5Ie5t = 20e5t ⇒ e5t I = 20e5t ⇒
dt
£R ¤
I(t) = e−5t 20e5t dt + C = 4 + Ce−5t . But 0 = I(0) = 4 + C, so I(t) = 4 − 4e−5t .

(b) I(0.1) = 4 − 4e−0.5 ≈ 1.57 A


dQ R
4 dt
29. 5 + 20Q = 60 with Q(0) = 0 C. Then the integrating factor is e = e4t , and multiplying the differential
dt
dQ ¡ ¢0
equation by the integrating factor gives e4t + 4e4t Q = 12e4t ⇒ e4t Q = 12e4t ⇒
dt
£R ¤ ¡ ¢
Q(t) = e−4t 12e4t dt + C = 3 + Ce−4t . But 0 = Q(0) = 3 + C so Q(t) = 3 1 − e−4t is the charge at time

t and I = dQ/dt = 12e−4t is the current at time t.


10 ■ LINEAR DIFFERENTIAL EQUATIONS

dP R
31. + kP = kM , so I(t) = e k dt = ekt . Multiplying the differential
dt
dP
equation by I(t) gives ekt + kP ekt = kM ekt ⇒
dt
¡ kt ¢0
e P = kM ekt ⇒
¡R ¢
P (t) = e−kt kM ekt dt + C = M + Ce−kt , k > 0. Furthermore, it is
reasonable to assume that 0 ≤ P (0) ≤ M , so −M ≤ C ≤ 0.
µ ¶µ ¶
kg L kg
33. y(0) = 0 kg. Salt is added at a rate of 0.4 5 =2 . Since solution is drained from the tank at a
L min min
rate of 3 L/min, but salt solution is added at a rate of 5 L/min, the tank, which starts out with 100 L of water,
y(t) kg
contains (100 + 2t) L of liquid after t min. Thus, the salt concentration at time t is . Salt therefore
100 + 2t L
µ ¶µ ¶
y(t) kg 3y
L kg
leaves the tank at a rate of 3 =. Combining the rates at which salt enters
100 + 2t L 100 + 2t min
min
µ ¶
dy 3y dy 3
and leaves the tank, we get =2− . Rewriting this equation as + y = 2, we see that
dt 100 + 2t dt 100 + 2t
µZ ¶
3 dt ¡ ¢
it is linear. I(t) = exp = exp 32 ln(100 + 2t) = (100 + 2t)3/2 . Multiplying the differential
100 + 2t
dy
equation by I(t) gives (100 + 2t)3/2 + 3(100 + 2t)1/2 y = 2(100 + 2t)3/2 ⇒
dt
h i0
(100 + 2t)3/2 y = 2(100 + 2t)3/2 ⇒ (100 + 2t)3/2 y = 25 (100 + 2t)5/2 + C ⇒

y = 25 (100 + 2t) + C(100 + 2t)−3/2 . Now 0 = y(0) = 25 (100) + C · 100−3/2 = 40 + 1000


1
C ⇒
h i
C = −40,000, so y = 25 (100 + 2t) − 40,000(100 + 2t)−3/2 kg. From this solution (no pun intended), we
" #
y(t) −40,000 2 kg
calculate the salt concentration at time t to be C(t) = = 5/2
+ . In particular,
100 + 2t (100 + 2t) 5 L

−40,000 2 kg
C(20) = + ≈ 0.2275 and y(20) = 25 (140) − 40,000(140)−3/2 ≈ 31.85 kg.
1405/2 5 L
dv c R
35. (a) + v = g and I(t) = e (c/m)dt = e(c/m)t , and multiplying the differential equation by I(t) gives
dt m
dv vce(c/m)t h i0
e(c/m)t + = ge(c/m)t ⇒ e(c/m)t v = ge(c/m)t . Hence,
dt hRm i
v(t) = e−(c/m)t ge(c/m)t dt + K = mg/c + Ke−(c/m)t . But the object is dropped from rest, so v(0) = 0
h i
and K = −mg/c. Thus, the velocity at time t is v(t) = (mg/c) 1 − e−(c/m)t .

(b) lim v(t) = mg/c


t→∞
R h i
(c) s(t) = v(t) dt = (mg/c) t + (m/c)e−(c/m)t + c1 where c1 = s(0) − m2 g/c2 . s(0) is the initial position,
h i
so s(0) = 0 and s(t) = (mg/c) t + (m/c)e−(c/m)t − m2 g/c2 .

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