First Order Linear Differential Equations

Any equation containing a derivative is called a differential equation.

A function which satisfies the equation is called a solution to the differential equation.

The order of the differential equation is the order of the highest derivative involved.

The degree of the differential equation is the degree of the power of the highest
derivative involved.
dy
When a differential equation is of the form  f ( y)
dx
1
 dy  dx We can then integrate both sides.
f ( y)

dy
   dx This will obtain the general solution.
f ( y)
 dy
When the equation is of the form  f ( x) g ( y ), then
dx
1
dy  f ( x)dx
g ( y)

dy
   f ( x)dx
g ( y)

A first order linear differential equation is an equation of the form

dy
 P ( x) y  Q( x) 1
dx

To find a method for solving this equation, lets consider the simpler equation

dy
 P ( x) y  0 Which can be solved by separating the variables.
dx
(Remember: a solution is of the form y = f(x) )
 dy dy
 P( x) y  0    P( x) y
dx dx
dy
     P( x) dx
y
 ln y    P ( x ) dx  c

 ye 
 P ( x ) dx c

  P ( x ) dx c
 ye e

 y  Ce 
 P ( x ) dx

ye  P ( x ) dx
C
or

Using the product rule to differentiate the LHS we get:

 d  P ( x ) dx dy  P ( x ) dx  P ( x ) dx
ye  e  yP ( x)e
dx dx

 dy   P ( x ) dx
   P ( x) y  e
 dx 
dy  P ( x ) dx
Returning to equation 1,  P( x) y  Q( x) If we multiply both sides by e
dx

 dy   P ( x ) dx  P ( x ) dx
   P ( x) y  e  Q ( x )e
 dx 
d  P ( x ) dx  P ( x ) dx
Now integrate both sides.
ye  Q ( x )e
dx
ye  P ( x ) dx
  Q( x)e  P ( x ) dx
dx

 P ( x ) dx
For this to work we need to be able to find  P( x)dx and  Q ( x )e dx
 dy 2
Solve the differential equation  yx
dx x
2
Step 1: Comparing with equation 1, we have P( x) 
x
2
 x
2
P ( x ) dx  dx  2ln x  ln x  ln x 2

Step 2: e 
P ( x ) dx
e ln x 2
 x2  e  P ( x ) dx
is called the integrating factor 
Step 3: Multiply both sides by the integrating factor.
dy 2
x 2   y   x 2 x
 dx x 

d 2
yx  x3
dx
 d 2
yx  x3
dx
yx 2   x3 dx
4
x
yx 2   c
4
1 2
y  x  cx 2
4

Note the solution is composed of two parts.

1 2
The particular solution: y  x 2 and the complementary function: y  cx
4

dy 2
The particular solution satisfies the equation:  y  Q( x)
dx x
dy 2
The complementary function satisfies the equation:  y0
dx x
 dy
Solve the differential equation  2 xy  3 x
dx
Step 1: Comparing with equation 1, we have P( x)  2 x and Q( x)  3x

 
2
P ( x ) dx   2 xdx   x

Step 2: Integrating Factor e  P ( x ) dx

e  x2

Step 3: Multiply both sides by the integrating factor.

e  x2  dy  2 xy   e x2 3x
 
 dx 
d  x2  x2
ye  3 xe
dx
 d  x2  x2
ye  3 xe
dx
 x2  x2
ye   3 xe dx To solve this integration we need to use substitution.

Let t  x 2  dt  2 xdx
2 3 t 3 t 3  x2
    e
x
3 xe dx  e dt   e
2 2 2

3  x2
 x2
ye   e  c
2
3 x2
y    ce
2

If you look at page 113 you will see a note regarding the constant when finding the
integrating factor. We need not find it as it cancels out when we multiply both sides
of the equation.
 2 dy 3
Solve the differential equation x  x  xy  0
dx
dy 1
rewriting in standard form:  yx
dx x
1
Step 1: Comparing with equation 1, we have P ( x)  and Q( x)  x
x
dx  ln x
 P( x)dx   x
Step 2: Integrating Factor e  P ( x ) dx
 eln x  x
The modulus vanishes as
we will have either both
Step 3: Multiply both sides by the integrating factor. positive on either side or
both negative. Their
d effect is cancelled.
yx  x 2 (note the shortcut I have taken here)
dx
yx   x 2 dx
1
y  x 2  cx 1
3
 dy
Solve the differential equation cos x  y sin x  cos 2 x
dx
dy
rewriting in standard form:  y tan x  cos x
dx
Step 1: Comparing with equation 1, we have P( x)  tan x and Q( x)  cos x

 P( x)dx   tan x dx  ln sec x

Step 2: Integrating Factor e  P ( x ) dx
 eln sec x  sec x
The modulus vanishes as
we will have either both
Step 3: Multiply both sides by the integrating factor. positive on either side or
both negative. Their
d effect is cancelled.
y sec x  1 (note the shortcut I have taken here)
dx
y sec x   1dx

y  x cos x  c cos x
So far we have looked at the general solutions only. They represent a whole family
of curves. If one point can be found which lies on the desired curve, then a unique
solution can be identified.

Such a point is often given and its coordinates are referred to as the initial
conditions or values. The unique solution is called a particular solution.
 dy
Solve the differential equation x  y  x 2 given x  1 when y  0
dx
dy 1
rewriting in standard form:  yx
dx x
1
Step 1: Comparing with equation 1, we have P( x)  
x
1
 P( x)dx    x dx   ln x
 P ( x ) dx 1
Step 2: Integrating Factor e  e  ln x 
x
Step 3: Multiply both sides by the integrating factor.
d y
1
dx x
y
  1dx
x
y  x 2  cx
 y  x 2  cx given x  1 when y  0
0  1 c
c  1

Hence the particular solution is y  x2  x

Page 114 and 116 Exercise 1 and 2

TJ Exercise 1