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9/3/2012

1
Linear Differential Equations
of Order One
Chapter 2
Reference: DE by R. Marquez
1
First Order First Degree ODEs
A special class of first-order ordinary Des which is
generally a nonexact DE with special integrating
factor is a linear differential equation.
A linear DE of order one takes the form .
) ( ) ( x Q x yP
dx
dy
= +
dx x Q dx x yP dy ) ( ) ( = +
Derivative form
Differential form
(
]
(
=
dx x p
e x v
) (
) (
Whose integrating factor, v(x)
2
The General Solution
The general solution of
Is found by multiplying the integrating factor,
v(x) to each term and then solving for the
exact DE formed.
3
) ( ) ( x Q x yP
dx
dy
= +
| | | |
} }
= +
dx x P dx x P
e dx x Q dx x yP dy e
) ( ) (
) ( ) (
dx x Q e ye d
dx x P dx x P
) (
) ( ) (
} }
= |
.
|

\
|
dx x Q e dx x P ye dy e
dx x P dx x P dx x P
) ( ) (
) ( ) ( ) (
} } }
= +
The General Solution
Simplify the equation using
Integrating both sides will result to
Thus, the general solution is
4
( ) dx x Q x v x yv d ) ( ) ( ) ( =
(
]
(
=
dx x p
e x v
) (
) (
( )
(
]
(
=
(
]
(
dx x Q x v x yv d ) ( ) ( ) (
(
]
(
+ = C dx x Q x v x yv ) ( ) ( ) (
| |
(
]
(
+ =

C dx x Q x v x v y ) ( ) ( ) (
1
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The General Solution
It is also possible that the given DE is not linear
in y but instead linear in other variable.
Linear DE in y:
Linear DE in x:
. Linear in w:
5
| |
(
]
(
+ =

C dx x Q x v x v y ) ( ) ( ) (
1
| |
(
]
(
+ =

C dy y Q y v y v x ) ( ) ( ) (
1
| |
(
]
(
+ =

C dt t Q t v t v w ) ( ) ( ) (
1
) ( ) ( x Q x yP
dx
dy
= +
) ( ) ( y Q y xP
dy
dx
= +
) ( ) ( t Q t wP
dt
dw
= +
Example: Find the general solution
6
x x x y
dx
dy
cos sin 4 cos 2 ) 3
2
= +
x x y y cos 2 cot ) 1 = + '
0 ) tan (sec ) 2
3
= + dy y x y dx
2
) 1 (
1
) 4 =

+ ' x
x
y
y
0 sec tan ) 5 = + y y w
dy
dw
x y e
dy
dx
y
= sin ) 6
Find the particular solution
when x = 1, y = 2
if y(10) = 0
when x = 1, y = 2
7
xy y x 2 1
2
= '
dy y e x dx
y
) sin 4 (
2
+ =
xy x
x
dy
dx
4 6 3
3
2

=
The Bernoullis Equation
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3
Definition
A differential equation that can be
expressed in the form
is called a Bernoullis equation (BE) in y.
9
) ( ) ( x Q y x yP
dx
dy
n
= +
Definition
The BE
may be made linear upon multiplication of
and substitution of
10
) ( ) ( x Q y x yP
dx
dy
n
= +
n
y n

+ ) 1 (
dx
dy
y n
dx
dz
y z
n n +
+ = = ) 1 ( ;
1
The General Solution of BE
Thus, the BE becomes
The general solution of this linear DE in
z may be accomplished by the method
of linear DE of order one.
11
) ( ) 1 ( ) ( ) 1 ( ) 1 (
1
x Q n x P n y
dx
dy
y n
n n
+ = + + +
+
) ( ) 1 ( ) ( ) 1 ( x Q n x P n z
dx
dz
+ = + +
Example: Solve the following DE
12
2
3
) 1
x
e xy xy y = + '
Solution
dx
dy
y
dx
dz
y z
3 2
2 ;

= =
Let
Thus, the given DE becomes
2
) 1 3 ( ) 1 3 (
x
xe zx
dx
dz
+ = + +
2
2 ) 2 (
x
xe x z
dx
dz
= +
which is linear in z
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Example: Solve the following DE
13
Continuation of Solution of Ex. 1
So that the integrating factor is
2 ) 2 (
x
xdx
e e

(
]
(

=
Thus,
(
]
(
+ =

C dx e xe ze
x x x
) )( 2 (
2 2 2
) 2 (
2
(
]
(
+ =

C dx x ze
x
C x e z
x
+ =
2
2
2
= y z

2 2
2
C x e y
x
+ =

,
2
) ( 1
2 2 x
e x C y =
Exercise: Solve the given DEs
14
x y x y
dx
dy
3 3
sec tan ) 1 = +
x x y y y x ln ) 2
3 / 1 3 / 4
= + '
) 1 2 4 ( 7 7 ) 3
3 5
= + '

x x xy y y x
) 1 ( ) 4
5 3 1
+ =

y x xy
dy
dx
9
) 5
2
2

=
x x
e e
y
y
dx
dy
7.
Exercise: Solve the given DEs
15
4 4
5
3 4
) 6 y x xy
dy
dx

= +
0 ) tan csc ( 2 ) 7
2
= + dv v v w dw w
3 7
) 8 y x y y x = + '
4
cot ) 9 x y x
dy
dx
=
7.
Differential Equations
Solvable by Simple
Substitution
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Sometimes the DE
may not be reducible at once to any of
the forms discussed so far. This means
that the previous methods even how
effective they were would not work. But
if a wise change of variable would be
done, the equation could be
transformed into an equation that could
be well handled by one of the previous
methods.
17
0 ) , ( ) , ( = + dy y x N dx y x M
DEs Solvable by Simple Substitution
Solve the following
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DEs Solvable by Simple Substitution
0 2 1 =
y x
xe
dx
dy
w = x y
dx
dw
dx
dy
dx
dy
dx
dw
= = 1 1
Substituting these to the given DE, we get
0 2 1 1 =
w
xe
dx
dw
0 2 0 2 = + =
w w
xe
dx
dw
xe
dx
dw
Continuation of solution
19
DEs Solvable by Simple Substitution
But w = x y
Variable Separable DE
0 2 = +
w
xe
dx
dw
0 2 = +

xdx dw e
w
0 2 =
(
]
(
+
(
]
(
xdx dw e
w
C x e
w
= +
2
x y y x
e C x C x e

+ = = +
2 2 ) (

Solve the following
20
7.
0 ) 7 3 3 ( ) 4 ( = + + dy y x dx y x
0 ) 7 4 (
2
= + y x
dx
dy
0 ) tan 3 ( sec ) 3 (tan
2 2 2
= + + dy y x xdx y x
( ) 0 tan 2 5 cos 3
2
= dy y x dx x y x
0 2 1 =
y x
xe
dx
dy
x x y x
dy
dx
y ln ) 1 (ln = +
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Solve the following
21
7.
0 2 1
1
= + |
.
|

\
|


x
dx
dy
e
y
0 tan ] ) (tan 1 )[ (tan
2 2
2
= + ydy dx e y y y y x
x
DES WITH COEFFICIENTS
LINEAR IN TWO VARIABLES
22
DE w/ Coefficient Linear in Two Variables
Consider the DE whose form is
(1)
It is noted that the coefficients of dx and dy
are both linear in the variables x and y. If
these coefficients are each equated to zero,
we obtain two equations of the lines of the
forms
and
23
0 ) ( ) (
2 2 2 1 1 1
= + + + + + dy c y b x a dx c y b x a
0
1 1 1
= + + c y b x a
0
2 2 2
= + + c y b x a
DE w/ Coefficient Linear in Two Variables
For these associated equations of the lines,
we consider the following three cases:
Case 1: If
then the graph of the associated equations
of the lines are coincident and the DE is
reducible to
kdx + dy = 0 , k is a constant (2)
24
0
1 1 1
= + + c y b x a 0
2 2 2
= + + c y b x a
2
1
2
1
2
1
c
c
b
b
a
a
= =
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7
DE w/ Coefficient Linear in Two Variables
Case 2: If
then the graph of the associated equations
of the lines are parallel and the DE is
reducible to
which can be handled by simple substitution.
25
2
1
2
1
2
1
c
c
b
b
a
a
= =
| | 0 ) ( ) (
2 2 2 1 2 2
= + + + + + dy c y b x a dx c y b x a k
DE w/ Coefficient Linear in Two Variables
Case 3: If
then the associated lines are intersecting
and the DE is reducible to homogeneous
DE using the substitution
x = u + h ; dx = du
y = w + k ; dy = dw
where (h, k) is the point of intersection of
the linear system
26
2
1
2
1
b
b
a
a
=

= + +
= + +
0
0
2 2 2
1 1 1
c k b h a
c k b h a
DE w/ Coefficient Linear in Two Variables
In case the DE falls under case 3, try also to
check if it is an exact DE. If so, it is
suggested to use the method for exact DE
since it is much easier to perform.
27
Example
1) Find the general solution of (x + 2y + 6)dx
(2x + y )dy = 0
Solution
For the associated system of linear equations, we
have
The solution point of this is (h, k) = (2, 4)
If we let x = u + 2 ; dx = du and
y = w 4 ; dy = dw
then, upon substitution we obtain
(u + 2w)du (2u +w)dy = 0.
28

= +
= + +
0 2
0 6 2
k h
k h
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Example
Continuation:
This is a homogeneous DE with
u = zw ; du = zdw + wdz
Then, by substitution, we get
(zw +2w) (zdw + wdz) (2zw + w)dw = 0
(z + 2) (zdw + wdz) (2z + 1)dw = 0
(z
2
+ 2z 2z 1)dw + w(z + 2)dz = 0
(z
2
1)dw + w(z + 2)dz = 0
29
0
1
2
2
=

+
+ dz
z
z
w
dw
Example
30
1
1
2 3
1
2 1
C dz
z z w
dw
=
(
]
(
|
.
|

\
|

+
+

(
]
(
+
1
2
3
2
1
| 1 | ln | 1 | ln | | ln C z z w = + +
1
3 2
2
1
) 1 (
ln C
z
z w
=
+

1
2
3 2
1
) 1 (
C
e
z
z w
=
+

( )
C
y
y
x
y
x
=
+
+
+

1
1 ) 4 (
4
2
3
4
2 2
) 2 ( ) 6 (
3
+ + = y x C y x
Exercise
Solve the following differential equations.
1. (3x + y 8)dx + (x 2y + 2)dy = 0
2. (16x + 5y 6)dx + (3x + y 1)dy = 0
3. (x y 2)dx + (3x + y 10)dy = 0
4. (2x + 3y + 3)dx + (3x 4y + 13)dy = 0
5. (3x + y 9)dx + (x 4)dy = 0
6. (x + y + 1)dx + (x y 5)dy = 0
7. (6x + y 9)dx + (x 2y + 5)dy = 0
8. (y 1)dx 2(x + y + 1)dy = 0
9. (3x + y 10)dx + (x + 3y + 2)dy = 0
10.(7x + y 8)dx + (x 2y + 5)dy = 0
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