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3c3-LinearDiffEqns Stu PDF
3c3-LinearDiffEqns Stu PDF
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
xy 2x
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:
Ixy IxQx
Ixy y IxQx dx C
4 yx
1
Ix
y IxQx dx C
To find such an I, we expand Equation 3 and cancel terms:
IxPx Ix
1
2 ■ LINEAR DIFFERENTIAL EQUATIONS
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
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
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
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.)
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
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 5 505
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
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
■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■ ■
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
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
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 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 .
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 ⇒
−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 .