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Linear Differential Equation

This document provides an overview of solving linear first order differential equations using integrating factors. It gives the general form of a linear first order differential equation and introduces the integrating factor method. Examples are shown to find the general solution of equations like 2y' = y + 4t. Key steps include finding the integrating factor, multiplying both sides by it, and integrating to obtain the general solution. The document demonstrates the method on two examples and provides three additional practice problems for the reader to solve.

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CHESTER MICKO GERTES
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42 views10 pages

Linear Differential Equation

This document provides an overview of solving linear first order differential equations using integrating factors. It gives the general form of a linear first order differential equation and introduces the integrating factor method. Examples are shown to find the general solution of equations like 2y' = y + 4t. Key steps include finding the integrating factor, multiplying both sides by it, and integrating to obtain the general solution. The document demonstrates the method on two examples and provides three additional practice problems for the reader to solve.

Uploaded by

CHESTER MICKO GERTES
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Equations of Order One:

LINEAR DIFFERENTIAL EQUATION

ENG 2014
Differential Equations

UST Faculty of Engineering


ENG2014 / bjs
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

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