ENGINEERING MATHEMATICS II

[FEM 1023]
 CHAPTER 1

FIRST ORDER ORDINARY

DIFFERENTIAL EQUATIONS
 Overview

1.1. Introduction to Differential Equations

1.2. Separable Variables Equation

1.3. Linear Equation

1.4. Exact / Non-Exact Equation

1.5. Bernoulli Equation

 1.3. Linear Equation

Learning Outcomes

At the end of the section, you should be able to:

1) Identify the standard form of linear DE

2) Compute the integrating factor from a linear DE

3) Solve the linear DE

 1.3. Linear Equation

Definition
Linear DE

A first-order DE of the form

a1 ( x ) + a0 ( x ) y = g ( x)
dy
dx
a1 (x )y' + a0 (x )y = g ( x)

is said to be linear equation in the dependent

variable y .
 1.3. Linear Equation

Definition
Standard Form
Linear equation in the standard form

a1 (x ) + a0 (x ) y = g ( x)
dy
+ P( x ) y = f (x)
dy
dx dx
a1 (x )y' + a0 (x )y = g ( x) y ' + P(x ) y = f ( x)

where
a0 ( x ) g (x )
P(x ) = f (x ) =
a1 ( x ) a1 ( x )
 1.3. Linear Equation

Definition
Integrating Factor
Linear DE in the standard form

+ P( x ) y = f ( x)
dy
dx
Integrating factor is defined as
 P ( x )dx
 (x ) = e
 1.3. Linear Equation
Example 1
Find the integrating factor for 𝑑𝑦 − 3𝑦 = 0
𝑑𝑥
Solution:
Step 1: Write DE in standard form
The equation is already in standard form.
𝑃 𝑥 = −3, 𝑓 𝑥 =0
Step 2: Calculate the integrating factor
𝜇 𝑥 = 𝑒 ‫𝑥𝑑)𝑥(𝑃 ׬‬
= 𝑒 − ‫ ׬‬3𝑑𝑥
= 𝑒 −3𝑥
 1.3. Linear Equation
Example 2
𝑑𝑦
Find the integrating factor for 𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥
𝑑𝑥
Solution:
Step 1: Write DE in standard form
𝑑𝑦 𝑑𝑦 4
𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥 − 𝑦 = 𝑥 5𝑒 𝑥
𝑑𝑥 𝑑𝑥 𝑥

4
𝑃 𝑥 =− , 𝑓 𝑥 = 𝑥 5𝑒 𝑥
𝑥
 1.3. Linear Equation

Step 2: Calculate the integrating factor

𝜇 𝑥 = 𝑒 ‫𝑥𝑑)𝑥(𝑃 ׬‬
4
− ‫𝑥𝑑 ׬‬
= 𝑒 𝑥
= 𝑒 −4 ln 𝑥
ln 𝑥 −4
=𝑒
1
= 4
𝑥
 1.3. Linear Equation

Method of Solution
a1 ( x ) + a0 ( x ) y = g ( x)
dy
dx
Step 1: Rewrite in the standard form
𝑑𝑦
+𝑃 𝑥 𝑦 =𝑓 𝑥
𝑑𝑥
Step 2: Calculate the integrating factor

𝜇 𝑥 = 𝑒 ‫𝑥𝑑)𝑥(𝑃 ׬‬
 Step 3: Multiply the standard form by the integrating factor
𝑑𝑦
+𝑃 𝑥 𝑦 =𝑓 𝑥
𝑑𝑥
𝑑𝑦
𝜇(𝑥) + 𝜇(𝑥)𝑃 𝑥 𝑦 = 𝜇(𝑥)𝑓 𝑥 ------ Eq. (1)
𝑑𝑥

𝑑𝑦 𝑑𝑦 𝑑
𝜇 𝑥 + 𝜇 𝑥 𝑃 𝑥 𝑦 = 𝜇(𝑥) + 𝜇(𝑥) 𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑
= 𝜇(𝑥)𝑦
𝑑𝑥

𝑑 𝑑 ‫𝑥𝑑)𝑥(𝑃 ׬‬ ′ ‫𝑥𝑑)𝑥(𝑃 ׬‬
𝜇(𝑥) = 𝑒 = ‫𝑒 𝑥𝑑 )𝑥(𝑃 ׬‬ =𝑃(𝑥)𝜇(𝑥)
𝑑𝑥 𝑑𝑥
Eq. (1) now reduces to
𝑑
𝜇 𝑥 𝑦 = 𝜇 𝑥 𝑓(𝑥)
𝑑𝑥

Step 4: Integrate both sides of the last equation (with

respect to x)
𝑑
න 𝜇 𝑥 𝑦 = න 𝜇 𝑥 𝑓(𝑥)
𝑑𝑥
𝜇 𝑥 𝑦 = න 𝜇 𝑥 𝑓(𝑥) 𝑑𝑥

1
𝑦= න 𝜇 𝑥 𝑓(𝑥) 𝑑𝑥
𝜇 𝑥
 1.3. Linear Equation

Example 1
Solve the following linear DE
𝑑𝑦
𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥
𝑑𝑥
Solution:
Step 1: Write DE in standard form
𝑑𝑦 4
− 𝑦 = 𝑥 5𝑒 𝑥
𝑑𝑥 𝑥
4
𝑃 𝑥 =− , 𝑓 𝑥 = 𝑥5𝑒 𝑥
𝑥
 1.3. Linear Equation
Step 2: Calculate the integrating factor
4
𝑃 𝑥 =− , 𝑓 𝑥 = 𝑥5𝑒 𝑥
𝑥

𝜇 𝑥 = 𝑒 ‫𝑥𝑑)𝑥(𝑃 ׬‬
4
− ‫𝑥𝑑 𝑥׬‬
=𝑒
= 𝑒 −4 ln 𝑥
ln 𝑥 −4
= 𝑒
1
= 4
𝑥
 1.3. Linear Equation
Step 3: Compute the solution
1
𝑦= න 𝜇 𝑥 𝑓(𝑥) 𝑑𝑥
𝜇 𝑥

4න
1 5 𝑥
𝑦=𝑥 4
𝑥 𝑒 𝑑𝑥
𝑥

= 𝑥 4 න 𝑥 𝑒 𝑥 𝑑𝑥
= 𝑥 4 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐
𝑦 = 𝑥 5 𝑒 𝑥 − 𝑥 4 𝑒 𝑥 + 𝑐𝑥 4
 1.3. Linear Equation
Example 2
Solve the following linear DE

(x 2
)
− 9 y ' + xy = 0

Solution:
Step 1: Write in standard form
 x 
y '+ 2 y = 0
 x −9
x
P( x) = 2 f (x ) = 0
x −9
 1.3. Linear Equation
Step 2: Calculate the integrating factor
x
P( x) = 2 f (x ) = 0
x −9

 P ( x )dx
 (x ) = e
x
 x 2 −9 dx
=e
1 2x
 dx
=e 2 x 2 −9
1
ln x 2 −9
= e 2 12
2
ln x −9
=e
= x2 − 9
 1.3. Linear Equation
Step 3: Compute the solution
1
𝑦= න 𝜇 𝑥 𝑓(𝑥) 𝑑𝑥
𝜇 𝑥
1 1
= න 𝜇 𝑥 (0) 𝑑𝑥 = න 0 𝑑𝑥
𝜇 𝑥 𝜇 𝑥
𝑐
=
𝜇 𝑥
c
=
x2 − 9 Valid on (−, ) \  3