ENGINEERING MATHEMATICS II

[FEM 1023]
 CHAPTER 1

FIRST ORDER ORDINARY

DIFFERENTIAL EQUATIONS
 Overview

1.1. Introduction to Differential Equations

1.2. Separable Variables Equation

1.3. Linear Equation

1.4. Exact / Non-Exact Equation

1.5. Bernoulli Equation

 Overview

1.1. Introduction to Differential Equations

1.2. Separable Variables Equation

1.3. Linear Equation

1.4. Exact / Non-Exact Equation

1.5. Bernoulli Equation

 1.3. Linear Equation

Learning Outcomes

At the end of the section, you should be able to:

1) Identify the standard form of linear DE

2) Compute the integrating factor from a linear DE

3) Solve the linear DE

 1.3. Linear Equation

Definition
Linear DE

A first-order DE of the form

dy
a1 x   a0 x y  g ( x)
dx
a1 x y'  a0 x y  g ( x)

is said to be linear equation in the dependent variable

. y
 1.3. Linear Equation

Definition
Standard Form
Linear equation in the standard form
dy dy
a1 x   a0 x y  g ( x)  Px y  f (x)
dx dx
a1 x y'  a0 x y  g ( x) y '  Px y  f ( x)

where
a0 x  g x 
P x   f x  
a1 x  a1 x 
 1.3. Linear Equation

Definition
Integrating Factor
Linear DE in the standard form
dy
 P x  y  f ( x )
dx
Integrating factor is defined as
 P  x dx
 x   e
 1.3. Linear Equation

Example 1
Find the integrating factor for

Solution:
Step 1: Write DE in standard form
The equation is already in standard form.

Step 2: Calculate the integrating factor

 1.3. Linear Equation

Example 2
Find the integrating factor for

Solution:
Step 1: Write DE in standard form
 1.3. Linear Equation

Step 2: Calculate the integrating factor

 1.3. Linear Equation

Method of Solution
dy
a1 x   a0 x y  g ( x)
dx
Step 1: Rewrite in the standard form

Step 2: Calculate the integrating factor

Step 3: Multiply the standard form by the integrating factor

------ Eq.
(1)
Eq. (1) now reduces to

Step 4: Integrate both sides of the last equation (with

respect to x)
 1.3. Linear Equation

Example 1
Solve the following linear DE

Solution:
Step 1: Write DE in standard form
 1.3. Linear Equation
Step 2: Calculate the integrating factor
 1.3. Linear Equation
Step 3: Compute the solution
 1.3. Linear Equation
Example 2
Solve the following linear DE

x 2

 9 y '  xy  0

Solution:
Step 1: Write in standard form
 x 
y ' 2 y  0
 x 9
x
P( x)  2 f x   0
x 9
 1.3. Linear Equation
Step 2: Calculate the integrating factor
x
P( x)  2 f x   0
x 9

 P  x dx
 x   e
x
 2
dx
e x 9

1 2x

2 x 2 9
dx
e 1
ln x 2 9
 e 2 12
2
ln x 9
e
 x2  9
 1.3. Linear Equation
Step 3: Compute the solution

c

x2  9 Valid on (, ) \  3