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Ministry of High Education

University of Zakho
Faculty of seience
Department of Mathematic

Report About
First order linear differential equation

prepared By: Supervisor:


Mohammed Haji Mrs.Hakeema
Khadeeja Haji
Introduction
In view of their many applications in various fileds of science and engineering linear
differential equations constitute an important chapter in the theory and application
of ordinary differential equations in introductory courses on differential equations
the treatment of constand-coeffcient second or higher order non-homogeneous
equations is usually limited to illustrating the method of undetermined coefficients
using this one finds a par-ticular solution when the forcing term is a polynomial an
exponential a sine or a cosine or a product of terms of this kind it is will know that
the impulsive response method gives an explicit formula for a particular solution in
the more general case in wich the forcing term is an arbitrary continuous function
this method is generally regarded as too difficult to implement in a first course on
differential equation students become aware of it only later as an application of the
theory of the laplace transform or of distribution theory an alternative approach
wich is sometimes used consists in developing the theory of linear systems first,
considering then linear equations of order n as a particular case of this theory. the
problem with this approach is that one needs to "digest" the theory of linear
systems, with all the issues related to the diagonalization of matrices and the
Jordan . another approach is by the general theory of linear equations with variable
coefi-cients, with the notion of wronskian and the method of the variation of
constants. This approach can be implemented also in the case of constant
coefficients. However in introductory courses, the variation of constants method is
often limited to first-order equations. Moreover, this method may be very long to
implement in specific calculations, even for rather simple equations. Finally, within
this approach, the occurrence of the particular solution as a convolution integral is
rather indirect, and appears only at the end of the theory.
Definition

Linear Differential Equation

(Linear Differential Equation). An nth order differential equation is said to be


linear if it is of the from

a
n (x) y( n ) + an – 1 ( x ) y( n – 1 ) + … + a2 (x)y" + a1(x)y' + a0(x)y =f(x)

where a1 (x), 0 ≤ i ≤ n , f (x)


are given functions of the independent variable x , and it is assumed that an (x)≠ 0.
In this chapter, we will be concerned only with first order linear differential equations.
Instead of using the above
notation, we will commonly write first order linear differential equations in the form

y' +p(x)y = q(x)


This is exactly the same as the definition above, except that we divided through by
a1(x). From here we can classify linear differential equations further, using the terms
homogeneous and inhomogeneous.
Diffen (Homogenotes/Nonhomogeneous Linear Differential Equations). The linear
differential equation
y' + p(x)y= q(x)
is called homogeneous if q(x) = 0 and nonhomogeneous otherwise
For a nonhomogeneous linear differential equation y'+p(x)y= q(x), the corresponding
homogeneous equation is
y' + p(x)y=0.
Something worth noting is that a homogeneous linear equation is always separable.
This being so, I will skip how to solve homogeneous linear diferential equations and just
start with nonhomogeneous linear differential equations ,This leads to the next topic.
Proof
Theorem
A linear first order ordinary differential equation in the form:

+ P(x) y = Q(x)
has the general solution:
y = e-ʃ p dx ( ʃ Qeʃ p dx dx +c)

Proof 1
Consider the first order ordinary differential equation:
M(x, y) + N(x, y) =0
We can put our equation:
(1): ) + P(x)y= Q(x)
into this format by identifying
M(x, y) = P(x)y - Q(x). N(x, y) = 1
We see that:
- = p (x)
and hence:
-

P(x) =
is a function of x only.
It immediately follows from Integrating Factor for First Order ODE that:
eʃ P(x)
dx
is an integrating factor for (1).
So, multiplying (1) by this factor:
eʃ p(x) dx + eʃ p(x) dx p(x)y = eʃ p(x) dx Q(x)
The result follows by an application of Solution to Exact Differential Equation.
Proof 2

From the Product Rule for Derivatives:

(eʃ p(x) dx y ) = eʃ p(x)dx + yeʃ p(x)dx p(x)

= eʃ p(x)dx + p (x) y)

Hence, multiplying (1) all through by eʃ p(x)dx :

(eʃ p(x) dx y ) = Q (x) eʃ p(x)dx

Integrating with respect to x now gives :

eʃ p(x) dx y = ʃ Q (x) eʃ p(x)dx+c

whence we get the result by dividing by eʃ p(x)dx .


Properties of a General
Linear Differential Equation

They possess the following properties as follows:

• the function y and its derivatives occur

in the equation up to the first degree


only

• no products of y and/or any of its

derivatives are present

• no transcendental functions –

(trigonometric or logarithmic etc) of y or any of its derivatives occur


Example 1:

Slove the differential equation +2xy =8x


Solution; ; the integrating factor is µ=
eʃ2xdx =

Y= [ʃ ]= [4 ʃ ] =4+c

Example 2:

Slove the equation +(4cot x) y = cot x cosecx

Solution; the integrating factor is µ=eʃ4cot x dx = e4ln sinx = sin4 x the solution is

Y= {ʃ sin4 x . dx+c }= { }

Example 3:
Slove the equation x )

Solution; putting the equation in the standard form,we get +

ʃ
the integrating factor is µ=e

ʃ
(2 ) 2
Application

Example 12: A radioactive substance with a mass of 50 gms. was found to have a mass
of 40 gms. after 30 years.
Find its half-life.

Solution : The mass y(t) of the material satisfies

) )
)
)

The solution of the first two equations in Eqns. (58) can be expressed as
y(t) = 50 exp (kt)
Using the third equation in Eqn. (58), we can write
y(30) = 40 = 50 exp (30k),
or exp )
i.e., k = 1n ( )
Thus, the mass y(t) satisfies
y(t) = 50 exp ( )

Let t, be its half-life, i.e., after time t, the mass reduces to = 25 gms.
Then y(t1) = 25

We are required to find t1 . Using condition (60), Eqn. (59) reduces to


25 = 50 exp ( 1n 4/5)
or t; 1n(4/5) = 30 1n (1/2)
i.e., t; = 30 (1n (1/2)) /1n (4/5)
So after t1, years (t, defined by Eqn. (61)), the mass of the material will be 25 gms.
Let us now deal with the temperature variations of a hot object.

conclusition

We have shown that the factorization of linear operators in terms of first - order
linear operators can be applied to find the general solution of an nth-order linear
differential equation. This provides an alternate approach to the ansatz-based
methods that are often taught to students in an introductory course on ordinary
differential equations. The method is based on the integral operator as defined in
Definition . and also applies to linear differential equations with nonconstant
coefficients. This paper has been written on a basic level and with many examples to
make it accessible to a broad audience.
Refrence

1- Albert L.rabenstein,elementary differential equation with linear saunders


college pub-lishing,Harcourt brace college publishers,san diego,fourth edition
1992.
2- Euler M and Euler N, an invitation to differential equations ( in preparation )
2012
3- Refaat A. el attar professor of mathematics college of engineering Alexandria
university egyhpt ,ISBN : 1-4116-3920-0 ,ISBN13: 978-1-4116-3920-1 printed
in the united state of America .2006
4- https://proofwiki.org/wiki/Solution_to_Linear_First_Order_Ordinary_Differen
tial_Equation.
5- http://egyankosh.ac.in/bitstream/123456789/17996/1/Unit-3.pdf

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