Linear Equations

We can write the first order differential equation in various ways. One form is to
write the equation in the form

dy
=f ( x , y ) ¿ (6.92)
dx

Alternatively, we can write a first order ordinary differential equation as

M ( x , y ) dx+ N ( x , y ) dy =0

which is more of a general form. However, a first order differential equation can
also be written as

Ly= ( dxd + P ( x ) ) y = dydx + P ( x ) y =Q ( x )

Thus, if the differential equation (6.92) or (6.93) or any first order differential
equation can be written in the simplified form given by (6.94) then, the equation is
called a linear equation. The definition is thereby given below.

Definition 6.9.1. A first order ordinary differential equation which can be written
in the form

dy
+ P ( x ) y=Q ( x ) ¿ (6.93)
dx

is said to be a first order linear equation.

It can be shown that the general solution to the linear equation (6.93) is given by
∫ P ( x ) dx ∫ P ( x ) dx
ye =∫ e Q ( x ) dx +c ¿ (6.94)

Where e ∫ P (x)dx is an integrating factor.

To obtain the solution of a first order linear equation, we may consider a

differential function

d
( y e ∫ P ( x ) dx ) =e ∫ P (x ) dx dy + y d ( e ∫ P ( x ) dx )
dx dx dx

dy
¿ e ∫ P ( x ) dx + yP ( x ) e ∫ P ( x ) dx
dx
 ¿ ( e ∫ P ( x ) dx ) ( dydx + yP ( x ) )
d
⇒ ( y e ∫ P ( x ) dx ) =e ∫ P ( x ) dx Q ( x ) ¿ (6.95)
dx

Comparison of (6.93) and (6.95) shows that e ∫ P (x)dx is an integrating factor of (6.93).
Thus we can write (6.95) as

d
⇒ ( y e ∫ P ( x ) dx ) =e ∫ P ( x ) dx Q ( x )
dx

Integrating both sides of (6.96)

d
∫ ( y e ∫ P ( x ) dx ) dx =∫ e ∫ P ( x ) dx Q ( x ) dx +c ¿(6.96)
dx

Hence, the general solution to the linear equation (6.93) is given by

∫ P ( x ) dx ∫ P ( x ) dx
ye =∫ e Q ( x ) dx +c ¿ (6.97)

Process:
1. Standard Form: Write the differential equation in standard form:
'
y + p (x) y=q(x )

2. Identify Functions: Identify the functions

p(x )

and

q (x)

3. Integrating Factor: Determine the integrating factor:

∫ p (x)dx
e

4. General Solution: Write the general solution to the differential equation:

1
×∫ ( integration factor × q ( x ) ) dx+ C
integrating factor

.
Examples:
Example 1:

Given the differential equation

' x
y +2 y=2 e
:

1. Identify Functions: Identified

p(x )=2

and
x
q (x)=2 e

2. Integrating Factor: Calculated the integrating factor as

∫ 2 dx 2x
e =e

3. General Solution: Found the general solution:

2 x −2 x
y= e + C e
3

Example 2:

Given the differential equation

' 3
x y + 4 y=2 x
:

1. Identify Functions: Identified

4
p ( x )=
x

and
2
q ( x )=2 x
 .

2. Integrating Factor: Calculated the integrating factor as

4
∫ dx
e x
= x4

3. General Solution: Found the general solution:

2 3 C
y= x + 4
7 x

Example 3:

Given the differential equation

( x−2 ) y ' + y=x 2−4

:

1. Standard Form: Rearranged it to the standard form

' 1
y + y =x
x

2. Identify Functions: Identified

1
p ( x )=
x

and

q ( x )=x

3. Integrating Factor: Calculated the integrating factor as

1
∫ dx
x
e =x

.
 4. General Solution: Found the general solution:
2
2 C x −1
y=x + = +C x
x 3

Example 4:

Given the differential equation

'
5 x y +4 y=3 x
:

1. Identify Functions: Identified

4
p ( x )=
5x

and

3
q ( x )=
5

2. Integrating Factor: Calculated the integrating factor as

4 4
∫ dx
5x
e =x 5

3. General Solution: Found the general solution:

9
−4
x5 1 C 5
y= 4 + 4 = x +C x
3
3 x5 x5

Example 5:

Given the differential equation

2
dy x − y
=
dx x
:

1. Standard Form: Rearranged it to the standard form

' 1
y + y =x
x

2. Identify Functions: Identified

1
p ( x )=
x

and

q ( x )=x

3. Integrating Factor: Calculated the integrating factor as

1
∫ dx
x
e =x

4. General Solution: Found the general solution:

2
2 C x −1
y=x + = +C x
x 3