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First-Order Linear Differential Equations:: A Is An Equation of The Form
First-Order Linear Differential Equations:: A Is An Equation of The Form
y 0 + P (x)y = Q(x).
Now we start with our equation and multiply both sides by the
integrating factor:
d
[u(x)y] = u(x)[y 0 + P (x)y] = u(x)Q(x).
dx
Now we can integrate both sides and notice that the left-hand side
is already the derivative of something!
Z Z
d
u(x)ydx = u(x)Q(x)dx.
dx
Z Z
1
u(x)y = u(x)Q(x)dx ⇒ y = u(x)Q(x)dx.
u(x)
Solving y 0 + P (x)y = Q(x) :
First we note that this is already in standard form with P (x) = 4x,
and Q(x) = x.
The first step is to find the integrating factor
2
R R
P (x)dx 4xdx
u(x) = e =e = e2x .
Note that we do not need the general form of the integral until
the last step.
1
R
The next step is to find y = u(x) u(x)Q(x)dx.
2.
Recall that 1
= e−2x
e2x2
Example: y 0 + 4xy = x continued
1 2
u(x)Q(x)dx, with u(x) = e2x , so we have to
R
We have y = u(x)
solve Z
−2x2 2
y=e xe2x dx.
So
2 2 1
y 0 + 4xy = −4Cxe−2x + 4xCe−2x + 4x = x
4
and it works!
Is there another way to do that problem?
Try solving it this way and see if you get the same answer (you
should!)
Another Example:
2
y 0 = x − Cx−2
3
2 1
⇒ xy 0 + y = x2 − Cx−1 + x2 + 1 + Cx−1
3 3
⇒ xy 0 + x = x2 + 1!