MTH 242 Differential Equations

Dr. M. Ateeq Tahir

Topics: First order Linear Differential Equations

 Previously

• Separable Variables.

• Homogenous Functions.

REVIEW MATERIAL

• Multivariate calculus
• Differential of a function of two variables
 First Order Linear Equations

The differential equation of the form:

( ) ( )
where and are continuous functions.
( ) ( )
This form of the equation is the standard form. This differential
equation is said to be Homogenous DE when
Note:
Don’t get confuse by Homogenous Function with Homogenous DE
 SOLVING A LINEAR FIRST-ORDER EQUATION

1. Put a linear equation into the standard form

 
2. Identify 𝑃 𝑥 and then find the integrating factor 𝑒 ∫  . No constant need to
 
be used in evaluating the indefinite integral ∫  𝑝 𝑥 𝑑𝑥.

3. Multiply the both sides of the standard form equation by the integrating factor.

The left-hand side of the resulting equation is automatically the derivative of the
 
∫ 
product of the integrating factor 𝑒 and 𝑦.

𝑑 ∫   
∫ 
[𝑒   𝑦] = 𝑒 𝑓(𝑥)
𝑑𝑥

4. Integrate both side of the last equation and solve for 𝑦

Example1:
Solve the differential equation
𝑑𝑦
(𝑐𝑜𝑠𝑥) + 𝑦 = 𝑡𝑎𝑛𝑥.
𝑑𝑥
Solution:
,

and
 
∫ 
, Integrating Factor

𝒕𝒂𝒏𝒙 𝒕𝒂𝒏𝒙 𝟐 𝒕𝒂𝒏𝒙 𝟐

Example2:
Solve the differential equation
𝑥 + 2𝑦 𝑑𝑥 − 𝑥𝑑𝑦 = 0.
Example3: Solve the initial value problem
 Exact differential equation

Total (or exact ) differential:

In calculus, the total or exact differential of function is defined by

(1)

An expression is said to be an exact differential

if there exist a function such that

and (2)

.
 Exact differential equation:
An equation
=0 (3)
is called an exact differential equation iff the expression
is an exact differential of some function .
Therefore, by using (2) we can write (3) in the form

that is
So that by integrating we have, is the general solution of (3).
Theorem: Criteria for the Exact DE

The differential equation =0,

is called an exact differential equation iff

where the function and has continuous first order partial derivatives.
 EXAMPLES
1. 2𝑥𝑦𝑑𝑥 + 𝑥 − 1 𝑑𝑦 = 0.

𝑀 𝑥, 𝑦 = 2𝑥𝑦 and 𝑁 𝑥, 𝑦 = 𝑥 − 1 we have = 2𝑥 =

2. (𝑒 −𝑦𝑐𝑜𝑠𝑥𝑦)𝑑𝑥 + (2𝑥𝑒 − 𝑥𝑐𝑜𝑠𝑥𝑦 + 2𝑦)𝑑𝑦 = 0

𝜕𝑀 𝜕𝑁
= 2𝑒 + 𝑥𝑦𝑠𝑖𝑛𝑦 − 𝑐𝑜𝑠𝑥𝑦 =
𝜕𝑦 𝜕𝑥

3. 𝑥𝑦𝑑𝑥 + 2𝑥 + 3𝑦 − 20 𝑑𝑦 = 0

= 𝑥, = 4𝑥