FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

𝑑𝑦
The linear differential equation of order one is an equation of the form 𝑑𝑥 + 𝑃(𝑥) 𝑦 = 𝑄(𝑥)
where 𝑦 is the dependent variable, and 𝑥 is independent; 𝑃(𝑥) and 𝑄(𝑥) are functions of 𝑥 alone.
Method of Solution
𝑑𝑦
1. Rearrange the equation in the form 𝑑𝑥 + 𝑃(𝑥) 𝑦 = 𝑄(𝑥).

2. Determine the integrating factor 𝑣 = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥

3. Solve the general solution by following the format 𝑦𝑣 = ∫ 𝑣 𝑄(𝑥) 𝑑𝑥 + 𝑐
4. Simplify the expression (usually leaving 𝑦 on the left side of the equation when the
remaining coefficient of 𝑦 has a negative exponent or the coefficient is an exponential 𝑒 𝑓[𝑥] ).

Take note that in some cases, the differential equation appears to nonlinear in 𝑦, but linear
in 𝑥. In that case, interchange the respective variables the same as applying these formulas:
𝑑𝑥
+ 𝑃(𝑦) 𝑥 = 𝑄(𝑦) ; 𝑣 = 𝑒 ∫ 𝑃(𝑦) 𝑑𝑦 ; 𝑥𝑣 = ∫ 𝑣 𝑄(𝑦) 𝑑𝑦 + 𝑐
𝑑𝑦
The equation may also appear using other variables instead of 𝑥 and 𝑦. One must be able to
manipulate the expressions in order to satisfy the standard equation above before applying the
method.
Examples: 2(𝑦 − 4𝑥 2 ) 𝑑𝑥 + 𝑥 𝑑𝑦 = 0
𝑑𝑦
First thing to do is to bring the equation in the form + 𝑃(𝑥) 𝑦 = 𝑄(𝑥). The technique
𝑑𝑥
𝑑𝑦
here is to derive the term 𝑑𝑥 by multiplying all terms by the coefficient of 𝑑𝑦 and divide them by
𝑑𝑥. Next thing is to separate a term with 𝑦, and transposing all the remaining terms of 𝑄(𝑥) on the
other side of the equation.
1
[2(𝑦 − 4𝑥 2 ) 𝑑𝑥 + 𝑥 𝑑𝑦 = 0]
𝑥 𝑑𝑥
2(𝑦 − 4𝑥 2 ) 𝑑𝑦
+ =0
𝑥 𝑑𝑥
2𝑦 𝑑𝑦
− 8𝑥 + =0
𝑥 𝑑𝑥
Rearrange the terms to get
𝑑𝑦 2
+ ( ) 𝑦 = 8𝑥
𝑑𝑥 𝑥
 Next step is to determine the integrating factor by using the formula 𝑣 = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥
2 2
𝑣 = 𝑒 ∫𝑥 𝑑𝑥 = 𝑒 2 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 2
Substitute the equivalent of 𝑣 and 𝑄(𝑥) in the solution 𝑦𝑣 = ∫ 𝑣 𝑄(𝑥) 𝑑𝑥 + 𝑐.

𝑦(𝑥 2 ) = ∫(𝑥 2 )(8𝑥) 𝑑𝑥 + 𝑐

Be careful not to divide all terms by 𝑣, as it will invalidate the previous steps. One must
solve ∫ 𝑣 𝑄(𝑥) 𝑑𝑥 before proceeding to the next step.

∫(𝑥 2 )(8𝑥) 𝑑𝑥 = ∫ 8𝑥 3 𝑑𝑥 = 2𝑥 4

Substitute this expression to the solution and simplify

𝑦(𝑥 2 ) = 2𝑥 4 + 𝑐
𝒙𝟐 𝒚 = 𝟐𝒙𝟒 + 𝒄
or

𝒚 = 𝟐𝒙𝟐 + 𝒄𝒙−𝟐

Another example is 𝑦 𝑑𝑥 + (3𝑥 − 𝑥𝑦 + 2) 𝑑𝑦 = 0, but this equation is nonlinear in 𝑦 and

𝑑𝑦
it will not satisfy the form 𝑑𝑥 + 𝑃(𝑥) 𝑦 = 𝑄(𝑥). Instead, the given equation is linear in 𝑥 and the
𝑑𝑥
process is still applicable once the variables are interchanged, 𝑑𝑦 + 𝑃(𝑦) 𝑥 = 𝑄(𝑦).

𝑦 𝑑𝑥 + (3𝑥 − 𝑥𝑦 + 2) 𝑑𝑦 = 0
𝑑𝑥
First, get 𝑑𝑦 and rearrange the terms

1
[𝑦 𝑑𝑥 + (3𝑥 − 𝑥𝑦 + 2) 𝑑𝑦 = 0]
𝑦 𝑑𝑦
𝑑𝑥 3𝑥 − 𝑥𝑦 + 2
+ =0
𝑑𝑦 𝑦
𝑑𝑥 3−𝑦 2
+( )𝑥 + = 0
𝑑𝑦 𝑦 𝑦
𝑑𝑥 3 2
+ ( − 1) 𝑥 = −
𝑑𝑦 𝑦 𝑦
 Determine the integrating factor using 𝑣 = 𝑒 ∫ 𝑃(𝑦) 𝑑𝑦
3
∫(𝑦 −1) 𝑑𝑦 3
𝑣=𝑒 = 𝑒 3(ln 𝑦)−𝑦 = 𝑒 3 ln 𝑦 𝑒 −𝑦 = 𝑒 ln 𝑦 𝑒 −𝑦 = 𝑦 3 𝑒 −𝑦
Then, substitute 𝑣 and 𝑄(𝑦) to the solution 𝑥𝑣 = ∫ 𝑣 𝑄(𝑦) 𝑑𝑦 + 𝑐.
2
𝑥𝑦 3 𝑒 −𝑦 = ∫(𝑦 3 𝑒 −𝑦 ) (− ) 𝑑𝑦 + 𝑐
𝑦
Solve ∫ 𝑣 𝑄(𝑦) 𝑑𝑦.
2
∫(𝑦 3 𝑒 −𝑦 ) (− ) 𝑑𝑦 = −2 ∫(𝑦 2 𝑒 −𝑦 ) 𝑑𝑦
𝑦
In order to evaluate ∫ 𝑦 2 𝑒 −𝑦 𝑑𝑦, use integration by parts ∫ 𝑢 𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑢, and for
this example, one may apply the tabular method.
Tabular Method (D-I Table)
D I
−𝑦
𝑦2 𝑒
2𝑦 −𝑒 −𝑦
2 𝑒 −𝑦
0 −𝑒 −𝑦

= −𝑦 2 𝑒 −𝑦 − 2𝑦𝑒 −𝑦 − 2𝑒 −𝑦
Then substitute this expression to the solution and simplify
𝑥𝑦 3 𝑒 −𝑦 = −2(−𝑦 2 𝑒 −𝑦 − 2𝑦𝑒 −𝑦 − 2𝑒 −𝑦 ) + 𝑐
[𝑥𝑦 3 𝑒 −𝑦 = 2𝑒 −𝑦 (𝑦 2 + 2𝑦 + 2) + 𝑐]𝑒 𝑦

𝒙𝒚𝟑 = 𝟐(𝒚𝟐 + 𝟐𝒚 + 𝟐) + 𝒄𝒆𝒚

 Assignment 9
Solve for the general/particular solution of the following differential equations by using
the method of solution for linear differential equations of order one.
𝑑𝑦
1. 𝑑𝑥 − 5𝑦 = 𝑒 4𝑥 cos 2𝑥

2. 𝑡 2 𝑑𝑦 = (8 ln2 𝑡 − 𝑡𝑦) 𝑑𝑡

3. 𝑢′ − 5𝑢 = 𝑣𝑒 −5𝑣

𝑑𝑦 2
4. 𝑑𝑥 − 2𝑥𝑦 = 𝑥 + 𝑒 𝑥

5. 𝑥 𝑑𝑦 − (2𝑥 ln 𝑥 + 𝑦) 𝑑𝑥 = 0

6. 𝑥 ′ = 4(3𝑥 + 2𝑦) ; the curve passes through the point (1, 0)