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CH 2.1: Linear Equations Method of Integrating Factors: A Linear First Order ODE Has The General Form
CH 2.1: Linear Equations Method of Integrating Factors: A Linear First Order ODE Has The General Form
1: Linear Equations;
Method of Integrating Factors
A linear first order ODE has the general form
dy
f (t, y)
dt
2 5t /2
e y e
2t
C
5
2 t/2
y e Ce 2 t
5
Method of Integrating Factors:
Variable Right Side
In general, for variable right side g(t), the solution can be fo
und as follows:
y ay g ( t )
dy
(t ) a (t ) y (t ) g (t )
dt
at dy
e ae at y e at g ( t )
dt
dt
d at
e y e at g ( t )
e at y e at g ( t ) dt
y e at e at g ( t ) dt Ce at
Example 2: General Solution (1 of 2)
at
y
eat
eg
(t
)
dt
at
Cet
/
e5
et
/
5
(
5
t
)
dtt
/
5
Ce
Integrating by parts,
dt
t/5 t/5 t/5
e (
5 t)
dt 5e dt te
t/5
25
e 5t/5
te
dt
5t/5
e
t/5
50
e 5t/5
te
Thus
t
y
e/
5
50t
/
5
e
5t
/
5
te
t
/
5
Ce
t
/
50
5
t 5
Ce
Example 2: Graphs of Solutions (2 of 2)
5
Example 3: General Solution (1 of 2)
at
y
eat
eg
(t
)
dt
at
Cet
/
5
eet
/
5
(
5
t
)
dtt
/
5
Ce
Integrating by parts,
dt
e t/5
(5
t)
dt5et/5
dt t/5
te
25
et/5
5
t/5
te dt
5
et/5
5 t/5
te
Thus
y
et
/
5
5t
/
te
5 t
/
5
Ce5
tt
/
5
Ce
Example 3: Graphs of Solutions (2 of 2)
The graph on left shows direction field along with several int
egral curves.
The graph on right shows several integral curves, and a parti
cular solution (in red) whose initial point on y-axis separates
solutions that grow large positively from those that grow larg
e negatively as t .
yy
/
5
5
t
y
5
t t
/
5
Ce
Method of Integrating Factors for
General First Order Linear Equation
Next, we consider the general first order linear equation
y p (t
)y g(t)
Multiplying both sides by (t), we obtain
(
t
dy
)
p
dt
(
t
)(
t
)y
g(
t
)(
t
)
(
t
dy
)
dt
p
(t
)(t
)y(
t
)g
(
t
),
p(t
)
where
(
t
) e dt
Then
d
(t)y(t)g(t)
dt
(t)y(t)g(t)dtc
(t)g(t)dtc
y , (t)ep(t)dt
where
(t)
Example 4: General Solution (1 of 3)
(
t)
g(
t
)
dtC
1
5
2
tdtC
5 2
t
2 2
y tdtC5tln
t C
(
t) 1 t
2
t
Example 4: Particular Solution (2 of 3)
or equivalently,
y52
tt
ln2/
5
Example 4: Graphs of Solution (3 of 3)
The graphs below show several integral curves for the diffe
rential equation, and a particular solution (in red) whose gra
ph contains the initial point (1,2).
IVP
: ty y
2 5
t2, y12
: y
General
Solution5 t
t2ln 2
Ct
: y
Particular
Solution5 t
t2ln t2
2