Equations of Order One:

LINEAR DIFFERENTIAL EQUATION

ENG 2014
Differential Equations

UST Faculty of Engineering

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Linear Differential Equation
𝑑𝑦
+𝑝 𝑡 𝑦 =𝑞 𝑡
𝑑𝑡

To solve, we need to introduce integrating factor

𝜇 𝑡 = 𝑒 ‫𝑡𝑑 𝑡 𝑝 ׬‬
The solution will be

𝑦 𝜇 𝑡 = න 𝜇 𝑡 𝑞 𝑡 𝑑𝑡
Example 1: Obtain the General Solution of 2𝑦 ′ = 𝑦 + 4𝑡

Solution:
1 1
𝑦′ − 𝑦 = 2𝑡, 𝑝 𝑡 = − , 𝑞 𝑡 = 2𝑡
2 2
1
‫𝑡𝑑 𝑡 𝑝 ׬‬ ‫ ׬‬−2𝑑𝑡
𝜇 𝑡 =𝑒 =𝑒 = 𝑒 −𝑡/2

𝑦 𝜇 𝑡 = න 𝜇 𝑡 𝑞 𝑡 𝑑𝑡

𝑦𝑒 −𝑡/2 = න 𝑒 −𝑡/2 2𝑡 𝑑𝑡 = 2 න 𝑡𝑒 −𝑡/2 𝑑𝑡

Example 1: Obtain the General Solution of 2𝑦 ′ = 𝑦 + 4𝑡

Solution:

𝑦𝑒 −𝑡/2 = 2 න 𝑡𝑒 −𝑡/2 𝑑𝑡

𝑈𝑠𝑖𝑛𝑔 𝐼𝐵𝑃: 𝑢 = 𝑡, 𝑑𝑣 = 𝑒 −𝑡/2 𝑑𝑡

𝑑𝑢 = 𝑑𝑡, 𝑣 = −2𝑒 −𝑡/2

𝑦𝑒 −𝑡/2 = 2 −2𝑡𝑒 −𝑡/2 + 2 න 𝑒 −𝑡/2 𝑑𝑡

𝑦𝑒 −𝑡/2 = 2 −2𝑡𝑒 −𝑡/2 − 4𝑒 −𝑡/2 + 𝐶

Example 1: Obtain the General Solution of 2𝑦 ′ = 𝑦 + 4𝑡

Solution:
𝑦𝑒 −𝑡/2 = 2 −2𝑡𝑒 −𝑡/2 − 4𝑒 −𝑡/2 + 𝐶
𝑦𝑒 −𝑡/2 = −4𝑡𝑒 −𝑡/2 − 8𝑒 −𝑡/2 + 𝐶
𝑦 = −4𝑡 − 8 + 𝐶𝑒 𝑡/2
Example 2: Obtain the Solution of

Solution:
𝑦 ′ + tan 𝑥 𝑦 = cos 2 𝑥 sin 𝑥 ,
𝑝 𝑥 = tan 𝑥 , 𝑞 𝑥 = cos 2 𝑥 sin 𝑥

𝜇 𝑥 = 𝑒‫𝑝 ׬‬ 𝑥 𝑑𝑥
= 𝑒 ‫ ׬‬tan 𝑥 𝑑𝑥
= 𝑒 ln sec 𝑥 = sec 𝑥

𝑦 𝜇 𝑥 = න 𝜇 𝑥 𝑞 𝑥 𝑑𝑥

𝑦 𝑠𝑒𝑐 𝑥 = න 𝑠𝑒𝑐 𝑥 cos 2 𝑥 sin(𝑥) 𝑑𝑥 = න 𝑐𝑜𝑠 𝑥 sin(𝑥) 𝑑𝑥

Example 2: Obtain the Solution of

Solution:

𝑦 𝑠𝑒𝑐 𝑥 = න 𝑐𝑜𝑠 𝑥 sin(𝑥) 𝑑𝑥

𝑢 = cos 𝑥 , 𝑑𝑢 = − sin 𝑥 𝑑𝑥
𝑢2 cos 2 𝑥
𝑦 𝑠𝑒𝑐 𝑥 = න −𝑢𝑑𝑢 = − + 𝐶 = − +𝐶
2 2

cos 3 𝑥
𝑦=− + 𝐶 cos(𝑥)
2
Example 2: Obtain the Solution of

Solution:
cos 3 𝑥
𝑦=− + 𝐶 cos 𝑥
2
𝑎𝑡 𝑥 = 0, 𝑦 = 1
1 3
1=− +𝐶 ⇒𝐶 =
2 2
cos 3 𝑥 3 cos 𝑥
𝑦=− +
2 2
Try these!
Obtain the solution of the following differential equations.
1. cos2 (𝑥) 𝑦 ′ = 𝑦 + tan 𝑥
𝑑𝑃
2. 𝑑𝑡
+ 2𝑡𝑃 = 𝑃 + 4𝑡 − 2
1
3. 𝑥𝑦 ′ + 2𝑦 = ,𝑦 1 = −1
𝑥
Answers
1. 𝑦 = 𝐶𝑒 tan 𝑥 − tan 𝑥 − 1
𝑡−𝑡 2
2. 𝑃 = 2 + 𝐶𝑒
𝑥−2
3. 𝑦 = 𝑥2