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Linear Equations (2 of 19)
Standard Form
By dividing both sides of (1) by the lead coefficient a1(x), we
obtain a more useful form, the standard form, of a linear
equation:
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Linear Equations (3 of 19)
Before we examine a general procedure for solving
equations of form (2) we note that in some instances (2) can
be solved by separation of variables. For example, you
should verify that the equations
are both linear and separable, but that the linear equation
is not separable.
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Linear Equations (4 of 19)
Method of Solution
The method for solving (2) hinges on a remarkable fact that
the left-hand side of the equation can be recast into the form
of the exact derivative of a product by multiplying the both
sides of (2) by a special function μ(x). It is relatively easy to
find the function μ(x) because we want
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Linear Equations (5 of 19)
The equality is true provided that
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Linear Equations (6 of 19)
Hence we can simplify life and choose c2 = 1. The function
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Linear Equations (7 of 19)
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Linear Equations (8 of 19)
Solving a Linear First-Order Equation
(i) Remember to put a linear equation into the standard form
(2).
(ii) From the standard form of the equation identify P(x) and
then find the integrating factor . No constant need
be used in evaluating the indefinite integral ∫P(x)dx.
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Linear Equations (9 of 19)
(iii) Multiply the both sides of the standard form equation by
the integrating factor. The left-hand side of the resulting
equation is automatically the derivative of the product of
the integrating factor and y:
(iv) Integrate both sides of the last equation and solve for y.
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Example 1 – Solving a Linear Equation
Solve
Solution:
This linear equation can be solved by separation of variables.
Alternatively, since the differential equation is already in
standard form (2), we identify P(x) = −3, and so the
integrating factor is
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Example 1 – Solution (1 of 1)
We then multiply the given equation by this factor and
recognize that
then yields
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Linear Equations (10 of 19)
General Solution
Suppose again that the functions P and f in (2) are
continuous on a common interval I. In the steps leading to
(4) we showed that if (2) has a solution on I, then it must be
of the form given in (4).
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Linear Equations (11 of 19)
In other words, (4) is a one-parameter family of solutions of
equation (2) and every solution of (2) defined on I is a
member of this family. Therefore we call (4) the general
solution of the differential equation on the interval I.
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Linear Equations (12 of 19)
We know that there exists one and only one solution of the
first-order initial-value problem
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Example 3 – General Solution
Solve
Solution:
Dividing by x, the standard form of the given DE is
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Example 3 – Solution (1 of 2)
From this form we identify P(x) = −4 ∕ x and and
further observe that P and f are continuous on
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Example 3 – Solution (2 of 2)
Here we have used the basic identity Now
we multiply (7) by and rewrite
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Linear Equations (13 of 19)
Except in the case in which the lead coefficient is 1, the
recasting of equation (1) into the standard form (2) requires
division by a1(x). Values of x for which a1(x) = 0 are called
singular points of the equation.
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Example 5 – An Initial-Value Problem
Solve
Solution:
The equation is in standard form, and P(x) = 1 and f (x) = x
are continuous on
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Example 5 – Solution (1 of 2)
The integrating factor is so integrating
gives
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Example 5 – Solution (2 of 2)
But from the initial condition we know that y = 4 when x = 0.
Substituting these values into the general solution implies
that c = 5. Hence the solution of the problem on the interval
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Linear Equations (14 of 19)
Figure, obtained with the aid of a graphing utility, shows the
graph of the solution (9) in dark blue along with the graphs
of other members of the one-parameter family of solutions
Figure 2.3.2
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Linear Equations (15 of 19)
It is interesting to observe that as x increases, the graphs of
all members of this family are close to the graph of the
solution y = x − 1.
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Linear Equations (16 of 19)
We say that is a transient term, since
While this behavior is not characteristic of all general
solutions of linear equations, the notion of a transient is
often important in applied problems.
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Linear Equations (17 of 19)
In particular, when either P(x) or f (x) in (2) is a piecewise-
defined function the equation is then referred to as a
piecewise-linear differential equation.
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Example 6 – An Initial-Value Problem
Solve
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Example 6 – Solution (1 of 4)
The graph of the discontinuous function f is shown in figure.
Figure 2.3.3
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Example 6 – Solution (2 of 4)
We solve the DE for y(x) first on the interval [0, 1] and then
on the interval For 0 ≤ x ≤ 1 we have
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Example 6 – Solution (3 of 4)
Then for x > 1 the equation
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Example 6 – Solution (4 of 4)
The requirement that implies that
or c2 = e − 1. As seen in figure, the
function
is continuous on
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Linear Equations (18 of 19)
Error Function
In mathematics, science, and engineering some important
functions are defined in terms of nonelementary integrals.
Two such special functions are the error function and
complementary error function:
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Linear Equations (19 of 19)
Using the additive interval property of definite integrals
we can rewrite the last result in the
alternative form
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Example 7 – The Error Function
Solve the initial-value problem
Solution:
The differential equation is already in standard form, and so
we see that the integrating factor is
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Example 7 – Solution (1 of 4)
Multiplying both sides of the equation by this factor then
gives which is the same as
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Example 7 – Solution (2 of 4)
Using the initial condition y(0) = 1 the last expression yields
the solution
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Example 7 – Solution (3 of 4)
Then by inserting the factor into this solution in the
following manner—
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Example 7 – Solution (4 of 4)
The graph of solution (15), obtained with the aid of a CAS,
is given in figure.
Figure 2.3.5
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