First Order

Differential Equation
LINEAR EQUATIONS
3. Linear Equations
𝑑𝑦
𝑎 𝑥 +𝑏 𝑥 𝑦 =𝑐 𝑥
𝑑𝑥

𝑎 𝑥 , 𝑏(𝑥) and 𝑐 𝑥 are continuous functions of 𝑥.

No products of the function 𝑦(𝑡), and its derivatives and neither the
function or its derivatives occur to any power other than the first
power.
Linear or non-linear equations?

𝑑𝑦
LINEAR + 𝑦 = 𝑥2
𝑑𝑥
𝑑𝑦 2 NON-LINEAR
𝑥(1 + 𝑦)( ) = 1 + 𝑥 𝑦 𝑑𝑦 2
𝑑𝑥 (𝑥𝑦)( )
𝑑𝑥
3
𝑑𝑦
Non-LINEAR 𝑒 𝑦 𝑥 + 𝑒 𝑦 sin 𝑥 = 2𝑥
𝑑𝑥
Solution of Linear equations
1. Put the differential equation in the correct initial form. Make sure the
𝑑𝑦
coefficient = 1
𝑑𝑥
𝑑𝑦
+ 𝑃𝑦 = 𝑄
𝑑𝑥
2. Find 𝑝(𝑥) and evaluate 𝑃𝑑𝑥
3. Find the integrating factor 𝜇 = 𝑒 𝑃𝑑𝑥
4. Multiply everything in the differential equation by the integrating factor
and then solve for 𝑦.
𝜇𝑦 = 𝜇𝑄𝑑𝑥
Example 1.4.1
,

Find the general solution of the differential equation:

𝑑𝑦
+𝑦 =𝑥
𝑑𝑥
Example 1.4.2
,

Using substitution 𝑧 = 𝑦 2 , convert the differential equation:

𝑑𝑦
𝑥 2𝑦 − 𝑥𝑦 2 = 1
𝑑𝑥

To a linear equation in 𝑧. Hence, find the solution of the original equation

which satisfies the initial 𝑦 = 1 when 𝑥 = 1.
Tutorial
Find the general equations of the Solve the following initial problem
following differential equations:
𝑑𝑦
𝑑𝑦 i. 1+𝑥 − 𝑥𝑦 = 𝑒 2𝑥 ;
i. + 3𝑦 = 𝑒 2𝑥 𝑑𝑥
𝑑𝑥 𝑦 0 =3
𝑑𝑦
ii. 𝑥 + 2𝑦 = cos 𝑥
𝑑𝑥 ii. 𝑥
𝑑𝑦
−𝑦 =
𝑥
; 𝑦 1 =0
𝑑𝑥 𝑥+1
2 𝑑𝑦
iii. 1+𝑥 − 𝑥𝑦 = 𝑥(1 + 𝑥 2 ) iii. 𝑥
𝑑𝑦 2
− 𝑦 = 𝑥 ln 𝑥 ; 𝑦 1 = 1
𝑑𝑥
𝑑𝑥
Tutorial
1
By using substitution 𝑧 = , change the differential equation
𝑦2

𝑑𝑦
+ 𝑦 = 𝑥𝑦 3
𝑑𝑥

To linear equation. Hence, find the general solution of the equation