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1: Linear
Equations; Method of Integrating Factors
Elementary Differential Equations and Boundary Value Problems, 9th edition, by William E. Boyce and Richard C. DiPrima, ©2009 by John Wiley & Sons, Inc.
3
e t / 2 y = e 5t / 6 + C 2
5
general solution : 1
3 t /3 −t / 2 t
y= e + Ce 1 2 3 4 5 6
5
-1
Method of Integrating Factors:
Variable Right Side
In general, for variable right side g(t), the solution can be
found as follows:
y′ + ay = g (t )
dy
µ (t ) + aµ (t ) y = µ (t ) g (t )
dt
at dy
e + ae at y = e at g (t )
dt
d at
dt
[ ]
e y = e at g (t )
e at y = ∫ e at g (t )dt
y = e − at ∫ e at g (t )dt + Ce − at
Example 2: General Solution (1 of 2)
Thus 7 1 7 1
y = e 2t − e − 2t + te −2t + Ce 2t = − + t + Ce 2t
4 2 4 2
y′ − 2 y = 4 − t
The graph shows the direction field along with several integral
curves. If we set C = 0, the exponential term drops out and you
should notice how the solution in that case, through the point
(0, -7/4), separates the solutions into those that grow
exponentially in the positive direction from those that grow
exponentially in the negative direction..
yHtL
7 1
y = − + t + Ce 2t 0
0.5 1.0 1.5 2.0
t
4 2
-1
-2
-3
-4
Method of Integrating Factors for
General First Order Linear Equation
Next, we consider the general first order linear equation
y′ + p (t ) y = g (t )
Multiplying both sides by µ(t), we obtain
dy
µ (t ) + p (t ) µ (t ) y = g (t ) µ (t )
dt
Next, we want µ(t) such that µ'(t) = p(t)µ(t), from which it
will follow that
d
[µ (t ) y ] = µ (t ) dy + p(t )µ (t ) y
dt dt
Integrating Factor for
General First Order Linear Equation
Thus we want to choose µ(t) such that µ'(t) = p(t)µ(t).
Assuming µ(t) > 0, it follows that
dµ (t )
∫ µ (t ) = ∫ p(t )dt ⇒ ln µ (t ) = ∫ p(t )dt + k
Choosing k = 0, we then have
µ (t ) = e ∫ p ( t ) dt ,
and note µ(t) > 0 as desired.
Solution for
General First Order Linear Equation
Thus we have the following:
y′ + p (t ) y = g (t )
dy
µ (t ) + p(t ) µ (t ) y = µ (t ) g (t ), where µ (t ) = e ∫ p (t ) dt
dt
Then
d
[µ (t ) y ] = µ (t ) g (t )
dt
µ (t ) y = ∫ µ (t ) g (t )dt + c
y=
∫ µ (t ) g (t )dt + c
, where µ (t ) = e ∫ p (t ) dt
µ (t )
Example 3: General Solution (1 of 2)
and hence
t
it follows that 2 1
y = t +
t2
The graphs below show solution curves for the differential
equation, including a particular solution whose graph contains
the initial point (1,2). Notice that when C=0, we get the parabolic
solution y = t 2 (shown) 5
t y
-1 y=t +
C
1
2
2
2
t
negative y-axis. -2
Example 4: A Solution in Integral Form (1 of 2)
and hence
t e s 2 / 4 ds + C = e −t 2 / 4 t e s 2 / 4 ds + Ce−t 2 / 4
∫0 ∫0
−t 2 / 4
y=e
2 y′ + ty = 2, y (0) = 1,
3
conditions. 2
are shown. 1 2 3 4 5 6
t
-1
t e s 2 / 4 ds + Ce−t 2 / 4
∫0
2
y = e −t /4
-2
-3