TWK2A

Linear DEs
Solutions
1.
dy
3 + 12y = 4
dx
dy 4
) + 4y =
dx 3
Therefore P (x) = 4 and f (x) = 43 : We then have
Z Z
P (x)dx = 4dx = 4x

and the solution is obtained from the equation

R R
Z R
P dx P dx
y (x) = ce +e e P dx f (x)dx
Z
4x 4x 4 4x
) y (x) = ce +e e dx
3
1
= ce 4x + :
3
Obviously the solution is de…ned for 1 < x < 1.

2.
dy x
x
+ (1 + x)y = e sin 2x
dx
dy 1 1 x
) + (1 + )y = e sin 2x
dx x x
Hence P (x) = 1 + x1 and f (x) = x1 e x sin 2x. Thus we have
Z Z
1
P (x)dx = 1+ dx = x + ln jxj
x
and so
R
P dx x ln jxj e x
e =e = :
x
 The solution is obtained from the equation
R R
Z R
P dx P dx
y (x) = ce +e e P dx f (x)dx
Z
ce x e x 1
= + xex e x sin 2xdx
x x x
x x
ce e 1
= + cos 2x
x x 2
e x 1
= c cos 2x
x 2

The solution is de…ned on either ( 1; 0) or (0; 1). The solution is discon-

tinuous at x = 0.

3.
dy
(x + 2)2 + (8 + 4x)y = 5
dx
dy 4(2 + x) 5
) + 2
y =
dx (x + 2) (x + 2)2
dy 4 5
) + y =
dx x + 2 (x + 2)2

Hence
4 5
P (x) = ; f (x) =
x+2 (x + 2)2
and Z Z
4
P (x)dx = dx = 4 ln jx + 2j
x+2
Hence, R
P dx 4 ln jx+2j 4
e =e = eln(x+2) = (x + 2) 4
 and the solution follows from the equation
R R
Z R
P dx P dx
y (x) = ce +e e P dx f (x)dx
Z
4 4 5
= c(x + 2) + (x + 2) (x + 2)4 dx
(x + 2)2
Z
4 4
= c(x + 2) + (x + 2) 5(x + 2)2 dx

4 45
= c(x + 2) + (x + 2) (x + 2)3
3
c 5
= +
(x + 2)4 3(x + 2)
The solution exists for 2 < x < 1.
4. NB: In this DE x is the dependent variable and y is the independent variable.
dx 1
x = 2y
dy y
Thus
1
P (y) = ; f (y) = 2y
y
and so Z Z
1
P (y)dy = dy = ln jyj:
y
Clearly, y =
6 0: The integrating factor is
ln jyj 1
e =
y
and the solution follows from the equation
d 1 1
x = (2y) = 2:
dy y y
Integrate wrt y :
x
= c + 2y ) x (y) = cy + 2y 2
y
The solution exists for 0 < y < 1. Initial values:
x = 1; y = 5:
 Thus
49
1 = 5c + 50 ; c =
5
Solution:
49
x (y) = 2y 2 y:
5
5.

x2 y 0 + xy = 1
1 1
) y0 + y = 2
x x
Therefore Z Z
1 1
P (x) = ) P (x)dx = dx = ln jxj
x x
and R
P (xdx) ln jxj 1
e =e = :
x
The solution then follows from the equation
R R
Z R
P dx P dx P dx
y (x) = ce +e e f (x)dx
Z
c 1 1
= + x 2 dx
x x x
c 1
= + ln jxj
x x
The solution is de…ned on either ( 1; 0) or (0; 1).

6.

x2 y 0 + x(x + 2)y = ex
2 ex
) y0 + 1 + y = 2
x x
Therefore
2
P (x) = 1 +
Z Z x
2
) P (x)dx = 1+ dx = x + 2 ln jxj = x + ln x2
x
 and so R
P (x)dx x ln x2
e =e = x 2e x:
The solution then follows from the equation
R R
Z R
P dx P dx P dx
y (x) = ce +e e f (x)dx
Z
2 x 2 x ex
= cx e +x e x2 ex dx
x2
x 1 2x
= cx 2 e x
+ x 2e e
2
1
= cx 2 e x
+ ex x 2
2
The solution is de…ned on either ( 1; 0) or (0; 1).
7.
dy
+ (3x + 1)y = e 3x
x
dx
dy 1 e 3x
) + 3+ y =
dx x x
Therefore Z
1
P (x) = 3 + ) P (x)dx = 3x + ln jxj
x
and R
P (x)dx 3x ln jxj
e =e = x 1e 3x
:
The solution then follows from the equation
R R
Z R
P dx P dx P dx
y (x) = ce +e e f (x)dx
Z 3x
1 3x 1 3x e
= cx e +x e xe3x dx
x
Z
1 3x 1 3x
= cx e +x e dx

= cx 1 e 3x
+ x 1e 3x
x
= cx 1 e 3x
+ e 3x

The solution is de…ned on either ( 1; 0) or (0; 1).

8.
dy
(x + 1)
+ y = ln x
dx
dy 1 ln x
) + y =
dx x + 1 1+x
Therefore Z
1
P (x) = ) P (x)dx = ln jx + 1j
x+1
and the integrating factor is
R
P (x) dx
e = eln jx+1j = x + 1:

The solution follows from the equation

d ln x
[(x + 1)y] = (1 + x) = ln x
dx 1+x
Integrate wrt x:
(x + 1)y = x ln x x+c
Substitute the initial value y(1) = 10:

2:10 = 0 1 + c ) c = 21

The solution to the initial-value problem is

(x + 1)y = x ln x x + 21
x ln x x + 21
) y (x) =
x+1
1
Since ln x is only de…ned for positive x and x+1
exists for all x except x = 1,
the solution is de…ned on (0; 1).

9. The equation is already in standard form with P (x) = 2x. Thus we use
 R
2xdx x2
e =e in the equation
R R
Z R
P dx P dx P dx
y (x) = ce +e e f (x)dx
Z
x2 x2 2
= ce +e ex x3 dx
Z
x2 x2 1 2 x2 2
= ce +e xe xex dx
2
x2 x2 1 2 x2 1 x2
= ce +e xe e
2 2
x2 1 1
= ce + x2 :
2 2
Solution is de…ned on ( 1; 1) : In evaluating the integral weR have used
2
the substitution u = x2 ; which implies du = 2xdx: Hence, ex x3 dx =
1
R u R u 2 1 x2
ue du = 12 ueu 1
e du = 12 ueu 1 u
e = 12 x2 ex e : Note that
2 2 R x2
2 2 R
in the third line above, the integral xe dx arises from 12 eu du; since
du = 2xdx ) du 2
= xdx

10. This equation is non-linear in y, but linear in x. In standard form

dx 2
+ x = ey ; y 6= 0
dy y

we …nd (with P (y) = y2 )

R R
Z R
P dy P dy P dy
x (y) = ce +e e f (y)dy
Z
2 2
= cy +y y 2 ey dy

Using integration by parts we …nd

Z Z Z
2 y 2 y
y e dy+c = y e 2ye dy+c = y e 2ye + 2ey dy+c = y 2 ey 2yey +2ey +c
y 2 y y

so that (on (0; 1) or on ( 1; 0))

2 y 2 c
x (y) = ey e + 2 ey + 2 :
y y y
 From the DE
dy
y = (yey 2x)
dx
we see that y(x) = 0 is a singular solution.

11. In standard form

dy x + 2 2x
+ y= e x; x 6= 1
dx x + 1 x+1
so that R x+2
dx
e x+1 = e 1e x ln jx+1j
= e 1 jx + 1j 1 e x :
Since x 6= 1 we need to decide on our domain for the rest of the deriva-
tion, i.e. ( 1; 1) or ( 1; 1). We choose the latter (normally the choice
depends on the initial value problem) to obtain
R x+2
dx
e x+1 = e 1 (x + 1) 1 e x :

Hence,
R R
Z R
P dx P dx P dx
y (x) = ce +e f (x)dx e
Z
1 x 1 1 x 2x
= c(x + 1) e + e (x + 1) e e(x + 1)ex e x dx
x+1
Z
1 x 1 x
= c(x + 1) e + (x + 1) e 2xdx

= c(x + 1) 1 e x + (x + 1) 1 e x x2
e x
= c + x2
x+1
de…ned on ( 1; 1).

12. The equation is already in standard form with P (x) = tan x so that
R 1
tan xdx ln j cos xj
u(x) = e =e = :
j cos xj

Note that the di¤erential equation already implies cos(x) 6= 0 (due to the
tan x term), so the interval of de…nition excludes these values of x. Fur-
thermore, cos(x) can obviously not change sign on the interval of de…nition,
 since that would imply that it passes through zero. Thus we may choose, for
example x 2 ( 2 ; 2 ). This interval includes the intial value x = 0. On this
interval u(x) = cos1 x . Multiplying the di¤erential equation by u(x) yields
1 dy sin x d 1
+ 2
y = cos x ) y = cos x
cos x dx cos x dx cos x
which can be integrated to …nd
y
= sin x + c:
cos x
Inserting the initial value x = 0, y = 1 we …nd c = 1. Thus the solution
on ( 2 ; 2 ) is
y (x) = cos x(sin x 1):
13. The form of the solution to the di¤erential equation
dy
+ P (x)y = f (x)
dx
is Z
1
y(x) = u(x)f (x)dx + c
u(x)
where u(x) 6= 0 and
du
= u(x)P (x):
dx
Thus we …nd R R
P (x)dx+k
u(x) = e = ek e P (x)dx

where k is the constant of integration. Inserting into the solution yields

R
Z R
k P (x)dx
y(x) = e e ek e P (x)dx f (x)dx + c

and applying the distributive rule

R
Z R R
P (x)dx
y(x) = e e P (x)dx f (x)dx + ce k e P (x)dx
R
Z R R
P (x)dx
= e e P (x)dx f (x)dx + c1 e P (x)dx
R
Z R
P (x)dx
= e e P (x)dx f (x)dx + c1

k
where c1 := ce is an arbitrary constant.
14. Consider the …rst equation and initial condition
dx
= 1 x; x(0) = x0 :
dt
This is an initial value problem where the equation is separable
Z Z
dx
= 1 dt + c
x

ln jxj = 1t + c:
Assuming x > 0 and x0 > 0 we obtain x = ec e 1 t . The initial condition
t = 0; x = x0 yields ec = x0 so that the solution is given by x(t) = x0 e 1 t .
Inserting into the second equation we have the initial value problem
dy 1t
= 1 x0 e 2 y; y(0) = y0
dt
dy 1t
) + 2y = 1 x0 e
dt
2t
which is a linear equation. The integrating factor is u(t) = e . Thus we
have
d
e 2 t y = 1 x0 e( 2 1 )t :
dt
in other words, for 2 6= 1,

2t 1 x0
e y= e( 2 1 )t
+ k1 :
2 1

Inserting the intial condition t = 0; y = y0 gives

1 x0
y0 = + k1
2 1

so that the …nal solution for y(t) is

1 x0 1t 1 x0 2t
y= e + y0 e :
2 1 2 1
 When 2 = 1 we have the equation
d 2t
e y = 1 x0 ;
dt
with the solution
2t 2t
y= 1 x0 te + k2 e :
Inserting the initial condition t = 0; y = y0 gives the solution k2 = y0 ,
2t 2t
y= 1 x0 te + y0 e :
Thus we …nd the solution
1t
x(t) = x0 e ;
(
2t 2t
1 x0 te + y0 e 2 = 1
y(t) = 1 x0 1t 1 x0 2t
2 1
e + y0 2 1
e 2 6= 1

15.
dy R
3x
+y = e ) P (x) = 1 ) e P dx = e x
dx Z R
R R
P dx P dx
) y (x) = ce +e e P dx f (x)dx
Z
x x
= ce + e ex e 3x dx
2x
x x e
= ce +e
2
3x
x e
= ce I = ( 1; 1)
2
16.
R
x3
y 0 + 3x2 y = 10x2 ) P (x) = 3x2 ) e P dx = e
R R
Z R
P dx P dx
) y (x) = ce +e e P dx f (x)dx
Z
x3 x3 3
= ce +e ex 10x2 dx

x3 x3 10 x3
= ce +e e
3
x3 10
= ce + I = ( 1; 1)
3
17.
dy dy
cos x + y sin x = 1 ) + y tan x = sec x
dx dx Z
) P (x) = tan x ) P dx = ln jcos xj
R
P dx
)e = jcos xj
R R
Z R
P dx P dx P dx
) y (x) = ce +e e f (x)dx
Z
sec x
= c jcos xj + jcos xj dx
jcos xj
Z
= c jcos xj + jcos xj sec2 xdx
= c jcos xj + jcos xj tan x
De…ned on any interval between points where tan x is unde…ned x 6= 2
+n ; n2Z
e.g. I = 2 ; 32
18.
2 dy 2 dy 2y (x + 1)2 x+1
x 1 + 2y = (x + 1) ) + = =
dx dx (x2 1) (x 1) (x + 1) x 1

2
) P (x) =
(x2 1)
Z
x 1
) P dx = ln (see #44 in table of integrals in Z&C 6th ed.)
x+1
R x+1
) e P dx =
x 1
R R
Z R
P dx P dx
) y (x) = ce +e e P dx f (x)dx
Z
x+1 x+1 x 1 x+1
= c + dx
x 1 x 1 x+1 x 1
Z
x+1 x+1
= c + dx
x 1 x 1
x+1 x+1
= c x :
x 1 x 1
Note that y(x) is not de…ned when x = 1. So I = ( 1; 1) or (1; 1) :