Linear Equations

A standard form of first-order linear differential equation is

an equation of the form : dy  P ( x ) y  Q ( x )

dx
where P and Q are continuous functions over an interval I.

Some examples :
dy dy 3
 3 y  5,  y  tan x , xy   4 y  x
dx dt x
Linear DE in Standard form Linear DE not in
Standard form
P ( x)  3 P ( x )  3 / x P ( x )  4 / x
Q ( x)  5 Q ( x )  tan x Q ( x)  1
A standard form of first-order linear differential equation is

an equation of the form : dy  P ( x ) y  Q ( x )

dx
where P and Q are continuous functions over an interval I.

When Q(x) = 0, the linear equation is said to be

homogeneous; otherwise, it is non-homogeneous.
EXAMPLE 2.10

Write the following linear equation in standard form. State whether the equation is
homogeneous or nonhomogeneous.
dy
x  x2  3 y
dx

SOLUTION
dy
x  x2  3 y
dx
dy 3
 x y ← divide by x
dx x
dy 3
 yx non-homogeneous linear equation in standard
dx x
form with P(x) = -3/x and Q(x) = x
 dy
 P ( x) y  Q ( x)
dx Integrating factor

 ( x) = e  p ( x ) dx

 dy 
 ( x)   P( x) y    ( x)  Q ( x)
 dx 

d
  ( x)  y  =  ( x)  Q ( x)
dx
Integrate both sides wrt x to obtain the general solution.

 ( x )  y    ( x )  Q ( x ) dx  C
 dy
a) Solve :  5y  0 (linear homogeneous)
dx

b) Solve : y ' y  e3 x (linear, non-homogeneous)

dy
c) Solve : x  4 y  x6 (linear, non-homogeneous)
dx
 dy
 5y  0 dy
 P ( x ) y  Q ( x)
dx dx
 ( x) = e   5 dx
 e 5 x
Integrating factor
Therefore :
 ( x) = e 
p ( x ) dx

d  5 x 
e y 0
dx  
d
d  5 x    ( x)  y  =  ( x)  Q ( x)
 dx  e  y  dx   0 dx dx
5x Integrate both sides wrt x
e yC

y  Ce5x
Explicit Solution
 y ' y  e3 x dy
 P ( x ) y  Q ( x)
dx
 ( x) = e  dx
 ex
Integrating factor
Therefore :
 ( x) = e 
p ( x ) dx

d  x 
e  y  e x  e3 x
dx  
d  x  d
 e  y  e4 x   ( x)  y  =  ( x)  Q ( x)
dx   dx
x 4x 1 4x
e  y   e dx  e  C Integrate both sides wrt x
4
1 3x
y e  Ce  x
4
 dy
x  4 y  x6 Linear but not in standard form
dx
dy 4
 y  x5 Write in standard form
dx x

 ( x) = e  p ( x ) dx

d
  ( x)  y  =  ( x)  Q ( x)
dx
dy 4
 y  x5
dx x
4
 ( x) = e 
 dx
x
 e 4 ln x  x 4
d
 x 4  y   x 4  x 5
dx  
2
x
x 4  y   x dx  C
2
x6
y  Cx 4
2
Solve the given initial-value problem:
dy
 2 y  e 2 x , y (0)  1
dx

1 2 x 3 2 x
y e  e
4 4
A first-order differential equation of the form
dy
 P( x) y  Q( x) y n
dx
is called Bernoulli equation when n ≠ 0, 1
A first-order differential equation of the form
dy
 P( x) y  Q( x) y n
dx
is called Bernoulli equation when n ≠ 0, 1

Method of Solution:
Transform the Bernoulli equation into a linear equation
by using an appropriate substitution.
 dy substitution
 P( x) y  Q( x ) y n u  y1  n
dx
du  n dy
 (1  n ) y
1 du dx dx
yn  P ( x) y  Q ( x) y n dy 1 du
1 n dx  yn
dx 1  n dx

1 du
 P ( x ) y1 n  Q ( x )
1  n dx

Write in standard form of Linear DE

1 du
 P ( x )u  Q ( x ) du
1  n dx  (1  n ) P ( x )u  (1  n )Q ( x )
dx
Solve the Bernoulli equations below by using an appropriate
substitutions:

dy dy 1
a)  y  y5 b) x y 2
dx dx y
Step 1: Transform the Bernoulli to Linear DE

du dy
dy u  y 4   4 y 5
 y  y5 dx dx
dx dy 1 du
n=5    y5
dx 4 dx

1 5 du
 y  y  y5
4 dx  y5
1 du
  y 4  1
4 dx
(  4)
du
  4u   4
dx Standard form
of Linear DE
Step 2: Solve the Linear DE in u
du Integrating factor
 4u   4
=e 
dx  4 dx
 e 4 x

d
dx
 
e 4 x  u  4e 4 x

e  4 x  u    4 e  4 x dx  e  4 x  C

u  1  Ce 4 x

Step 3: Write the solution of Bernoulli DE

y  4  1  Ce 4 x
Step 1: Transform the Bernoulli to Linear DE

3 du 2 dy
dy 1 n = -2 u y   3y
x y dx dx
dx y2 dy 1  2 du
  y
dx 3 dx

1  2 du
xy  y  y 2
3 dx
1 du
 x  y3  1
3 dx
du 3 3 Standard form
  u of Linear DE
dx x x
Step 2: Solve the Linear DE in u
du 3 3 Integrating factor
 u 3
dx x x  x dx
=e  e 3ln x  x 3

d
dx
 
x3  u  3 x 2

x 3  u   3 x 2 dx  x 3  C

u  1  Cx  3

Step 3: Write the solution of Bernoulli DE

y 3  1  Cx  3