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Class Note 020424

This document discusses first order linear differential equations. It defines linear equations as those where the dependent variable and its derivatives occur only to the first power. The general form of a first order linear equation is given as dy/dx + Py = Q where P and Q can be functions of x or constants. Methods for solving different cases are presented, including using an integrating factor when Q is non-zero.

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aadritadam2004
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© © All Rights Reserved
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15 views

Class Note 020424

This document discusses first order linear differential equations. It defines linear equations as those where the dependent variable and its derivatives occur only to the first power. The general form of a first order linear equation is given as dy/dx + Py = Q where P and Q can be functions of x or constants. Methods for solving different cases are presented, including using an integrating factor when Q is non-zero.

Uploaded by

aadritadam2004
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 2.

Equations of First Order and First Degree | 61


Answers
1. +log y =c.

2. cy = e/
3. y = 42° log + cr.
4. (¢-y)y´ = (* + y).
5. 4r°y + y' =c.
2.5.2 Equations Reducible to the Homogeneous Form
Certain non-homogeneous equations can be made homnogeneous by a
linear transformation of the variables.

Theorem 2.5.3 An equation of the form


dy ar + by +c
da Aæ + By +C
(2.5.4)

in which a, b, c, A, B,C are fiaed constants such that aB - bA0 can


be made homogeneous and hence can be solved by separation.

Proof. We first note that under the given restriction (viz.,


aB - bA 0), the equations
ax + by +c=0
Az + By + C= 0
intersection
will represent two intersecting straight lines. The point of
(h, k) is given by
bO - cB
h= and k=
aB- bA
(2.5.5)
aB - bA

We now transfer the origin there by putting


z=h+ X, y= k+Y.
(2.5.4) becomes
This leaves ds = dX and dy = dY. The equation
dY aX + bY
=F
dX |AX + BY
An Introduction to Differential
so that F is a
Equation,
values of h andhomogeneous
function of X and Y of degree zero. The
k are determinate since aB-bA # 0. Now,
as in art. 2.5, we put Y = vX and obtain proCeeding
du a+ bu
V+X
x =PA+ Bu, = o(v), (say).
dX

Separating the variables we get


du dX
(u) - v X

The primitive will then be


du
= log C1X

where, after the integration is performed, the value of


Y
U=
X
[h, k given by (2.5.5)]
is to be substituted.
Particular Case: When aB bA = 0, let X be a new dependent
variable defined by
By see that
X =1 +
by
A
=

2)
so that
dX
=1+
bdy
dæ a da

The equation (2.5.4) then becomes


dX aX #c
da -1)=F |AX + C
dX aX + c
Or,
dr
=1+
)
The variables X and z are now separable.
In practice, the following procedure is adopted:
Since a/A = b/B = K, say, we observe that az+by = K (Az+By).
Now we put ar + by = v so that du/dz = a + bdy/da. Hence the
equation (2.5.4) bècomes
1/du
b\ da -a) =F()=
Kv o), say.
An Introduction to Differential
66

log(3z + 6y - 1).
Equations
8. 3z - 3y + c= 2

- y+c= log(3z 4y +1).


9. (a)
+y- 2).
(b) c(r -y) = ( - 1)'(z
+ 4y - 17)
10. c(y-5ry + '+ 1ls
2y - (5 + V21) +2 (2 + V21) )
2y - (5 - V21) z + 2(2 - /21
--3z - c.
11. log(3z + 3y + 2) = 6y
1
12. z-y +log(z +v) =

2.6 Linear Equations


If, in a differential equation, the dependent variable and its derivatives
occur in the first degree only and not as higher powers or products
then the equation is said to be linear (art. 1.1). So the coefficients of
a linear equation are either functions of the independent variable or
constants (including zero). The most general linear equation of first
order can be written in the form

dy
da
+ Py = Q, (2.6.1)
where P and Q are either functions of z or constants (including zero).
If Pand Q are both constants, then the variables are
separable;
the same is true if either, P or Q is zero.
I. Let Q =0, P#0. Then

dy
da
+ Py = 0, or, dy = -P ds
y= ceSP dz
(2.6.2)
where cis the constant of integration.
Note that if P=0, Q0, then y = c+JQ d. But, if P=Q3
0, then y = c.]
II. When 0, we assume the same form (i.e., of the form (2.6.2))
for y but we do not restrict c to be a Constant. Thus, we assume that
ve-SP de is asolution of equation (2.6.1), where Q 0.
Chapter 2. Equations of First Order and First
Degree | 67
Then
dy du
JP dr -Pue-fP dz
de
(2.6.3)
Substituting this value of dy/ dr in (2.6.1), we find
du
-fP dr - PueJ Pdz + PyeJP d = Q
du
or, da e/Pdz

Integrating,

where c is the arbitrary constant of integration.


This gives the solution of (2.6.1) in the form
veJP dz

= e-P da

ceJP da da.

Observations
1. The method adopted here is to find the general solution of an
equation by regarding the constant of integration of a simpler
equation as variable and so determining it that the more general
equation is satisfied. This method is known as the method of
variation of parameters.
2. It should be observed from (2.6.3) that
dy du-e-/P de
dr
+ Py = da
du
da

In other words, eJ de is an integrating factor of the equation (2.6.1).


3. That esP da is an I.P. of the equation. (2.6.1) can also be
obtained in the following manner:
68 ] An Introduction to Differential
III. We write the equation (2.6.1) in the differential Equations
form; thus
dy +[Py - Q] da=0.
The term Q dz is, by itself exact and will remain so if we
it by a function of a, say R(z) (or R). multiply
We, therefore, try to make
dy + Py dz = 0
exact by multiplying by R. Then
RPy dz +Rdy =0

is exact (by using the condition of integrability) if


I(R) Or, RP= dR
,(RPy) da

(since Rand P are functions of z alone).


.. Separating the variables,
dR
R
=P da, or, R= e/P da

That is, el P de is an Integrating Factor (I.F.).


IV. Method of solution of an equation of the form
dy
da + Py = Q.
1. eJ P da is anintegrating factor of the equation, as the aboe
analysis shows.
2. Multiply both sides by e P dz,
The equation becomes
dyjP
de dz + Pyel Pdz = QeP dz
d.
Or,
d
Integrating, yes Pdr da + C
.. the general solution is: y=e-JP dz
Note 2.6.1
elog z =g°. We very. often require to apply the
{o+sfaerr
ealogz
identity

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