Professional Documents
Culture Documents
05.2.1 - Linear Equations Method of Integrating Factors
05.2.1 - Linear Equations Method of Integrating Factors
e y e 5t / 6
dt 2
3
3 5t / 6
e y e C
t/2
2
5
general solution : 1
3
y et / 3 Cet / 2 1 2 3 4 5 6
t
5
1
Method of Integrating Factors:
Variable Right Side
• In general, for variable right side g(t), the solution can be
found as follows:
dy
ay g (t )
dt
dy
(t ) a (t ) y (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 3: General Solution (1 of 2)
• Thus 7 1 7 1
y e 2t e 2t te2t Ce2t t Ce2t
4 2 4 2
dy
2y 4 t
dt
Example 3: Graphs of Solutions (2 of 2)
• 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.
yt
7 1
y t Ce2t 0
0.5 1.0 1.5 2.0
t
4 2
1
4
Method of Integrating Factors for
General First Order Linear Equation
• Next, we consider the general first order linear equation
dy
p (t ) y g (t )
dt
• Multiplying both sides by (t), we obtain
dy
(t ) p(t ) (t ) y (t ) g (t )
dt
y
(t ) g (t )dt c
, where (t ) e p (t ) dt
(t )
Example 4: General Solution (1 of 2)
and hence
(t ) g (t )dt C (4t )dt C 4t dt C t
2
t 1 C
y 3 2
(t ) t2 t2 t2
ty 2 y 4t 2 , y1 2,
C
y t 2 , y (1) 1 C 2 C 1
2
it follows that t
• 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 (shown)
and that solution separates the solutions into
those that are asymptotic 1
to the positive versus y t 2
negative y-axis. t2
t y
5
y t2 3
2 (1,2)
1
t
2 1 1
C 2
1 yt 2
2
2
t
Example 5: 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 Cet 2 / 4
0 0
t 2 / 4
ye
2 y ty 2, y0 1,
3
conditions. 2
are shown. 1 2 3 4 5 6
t
1
t e s 2 / 4 ds Cet 2 / 4
0
y e t
2
/4
2
3
Solution for
General First Order Linear Equation
For an equation linear in y:
y′ + p(t)y = g(t)
μ(t) = e∫p(t)dt
𝑡𝑑 𝑡 𝑔 𝑡 𝜇 + 𝐶
𝑦=
𝜇 𝑡
Solution for
General First Order Linear Equation
Other forms
5) 2y(y2 − x)dy = dx
2
Ans: 𝑥 = 𝑦2 −1+ 𝑐𝑒 −𝑦
𝑑𝐼
7) 𝐿 + 𝑅𝐼 = 𝐸; where L, R, and E are constants, when t =
𝑑𝑡
0, I = 0
Examples
Bernoulli Equations. Sometimes it is possible to solve a
nonlinear equation by making a change of the dependent
variable that converts it into a linear equation. The most
important such equation has the form
y′ + p(t)y = q(t)yn,
and is called a Bernoulli equation after Jakob Bernoulli.
Problems 27 through 31 deal with equations of this type.
27/77)
(a) Solve Bernoulli’s equation when n = 0; when n = 1.
(b) Show that if n ≠ 0, 1, then the substitution v = y1−n reduces
Bernoulli’s equation to a linear equation. This method of
solution was found by Leibniz in 1696.
Solution for Bernoulli Equation
y′ + p(t)y = q(t)yn
μ(t) = e(1−n)∫p(t)dt
1 − 𝑛 𝑡𝑑 𝑡 𝑞 𝑡 𝜇 + 𝐶
𝑦1−𝑛 =
𝜇 𝑡
Examples
In each of Problems 28 through 31, the given equation is a
Bernoulli equation. In each case solve it by using the
substitution mentioned in Problem 27(b).
2)
15/89) xy′ − y = xkyn, where n ≠ 1 and k + n ≠ 1
Ans: (k + n − 1)y1−n = (1 − n)xk + cx1−n