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Chapter 3 Linear Differential Equation
Chapter 3 Linear Differential Equation
Chapter 3 Linear Differential Equation
y e Pdx
= Qe dx
Pdx
dy
+ Py = Q − linear in y
dx
Where: P & Q are treated as constant in our equation
dy
v + vPy = vQ multiply (v) in the equation:
dx
chosing (v) as our reference so that L.H.S.
d
dx
( )
vy =
dv
dx
y+v
dy
dx will become the derivative of (vy)
dy dv dy
v + vPy = y+v
dx dx dx
dv
= vP
dx
NOTE : Learn how to derive formula:
v =e Pdx
this is the integrating factor (I.F.)
dy
+ Py = Q − go back to original equation
dx
y e Pdx
= Qe dx
Pdx
this is the solution to L.D.E.
EXAMPLES:
dy
1.) − 3y = 6
dx
dy
2.) x − 4y = x 6e x
dx
3.) ( x2 − 9 ) dy
dx
+ xy = 6
dy
4.) +y=x y(0) = 4
dx
Solution ln(v) = − 3dx
dy v = e −3x → Integrating Factor
1.) − 3y = 6
dx
multiply (v) in the equation: dy Pdx Pdx Pdx
e + Pe y = Qe
dy dx
v − 3yv = 6v
dx dy −3x
e − 3ye −3x = 6e −3x
d
( yv ) =
dy
v+y
dv dx
( )
dx dx dx d −3x dy −3x
y e = e − 3ye −3x
dy dy dv dx dx
v − 3yv = v+y
dx dx dx
−3yv = y
dv
d
dx
( )
y e −3x = 6e −3x
dx
d ( y e ) = 6e
dv −3x −3x
= −3dx dx
v
ln(v) = − 3dx y e −3x = 6e −3x dx
Alternate solution:
Solution
= Qe dx
Pdx Pdx
y e
dy
y e −3x
= 6e −3x
dx dx
+ Py = Q
4
− dx
4
− dx y = x 5e x − x 4e x + cx 4
y e x
= x e e
5 x x
dx
general solution
4
− x dx = −4 ln(x)
6
Example (3) y e ln x 2 −9
=
e ln x 2 −9
dx
x −9
2
6
(
3.) x − 9
dy
dx
+ xy = 6
2
) y x2 − 9 = 2
x −9
x 2 − 9dx
6
dy
+ Py = Q → standard form y x −9 =
2
dx
dx x −9
2
2 1
x(− 9
dy
dx
+ xy = 6 )
2
x − 9
y x 2 − 9 = 2
3
dx
x −9
2
dy xy 6
+ 2 = 2 x
dx x − 9 x − 9 from triangle: 3
x 6 3
P= 2 Q= 2 tan( ) =
x −9 x −9 x2 − 9 x2 − 9
x x
x 2 −9 dx 6 x2 −9 dx csc( ) =
x
dx = −3csc cot d
y e = e dx 3
x −9
2
y x 2 − 9 = −6 csc d
y x 2 − 9 = −6 ln csc − cot + c
from triangle: x
x
cot( ) =
x2 − 9 3
csc( ) =
3 3
x2 − 9
x x2 − 9
y x − 9 = −6 ln −
2
+c
3 3
general solution
Example (4)
dy
4.) + y = x y(0) = 4 when : x = 0, y = 4
dx
( )
y = x − 1 + ce − x y(0) = 4
= Qe dx
Pdx Pdx
y e
( )
4 = 0 − 1 + ce −0
y e = xe
1dx 1dx
dx
5=c
y e x = xe x dx ( )
y = x − 1 + 5e − x
( )
y ex = x − 1 ex + c
( )
y ex = x − 1 ex + c 1
ex
( )
y = x − 1 + ce − x
Assignment (Part 1)
1.) ( 1+ x
dy
dx
)
− xy = x + x 2
(
2.) x y '+ x x + 2 y = e
2
) x
( x + 2) dy
2
3.) = 5 − 8y − 4xy
dx
dP
4.) + 2tP = P + 4t − 2
dt
( dy
) ( )
2
5.) x −12
+ 2y = x + 1
dx
Assignment (Part 2)
6.)
dT
dt
(
= k T − Tm ) T(0) = T0 ; K, Tm and T0 constants
(
7.) x + 1)dy
dx
+ y = ln(x) y(1) = 10
e −2 x − y dy
8.) = 1 y(1) = 1
x dx
(
9.) 1 + t )
2 dx
dt
+ x = arctan(t ) x(0) = 4