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Liner Differential Equation of Order One

The document discusses methods for solving first order linear differential equations and Bernoulli's equations. It provides the definition and solving process for these types of equations, including finding the integrating factor and obtaining the general solution. Examples are worked through to demonstrate the steps. The key steps are to find the integrating factor, multiply both sides by it to obtain an exact differential, and then integrate to get the general solution.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
14 views

Liner Differential Equation of Order One

The document discusses methods for solving first order linear differential equations and Bernoulli's equations. It provides the definition and solving process for these types of equations, including finding the integrating factor and obtaining the general solution. Examples are worked through to demonstrate the steps. The key steps are to find the integrating factor, multiply both sides by it to obtain an exact differential, and then integrate to get the general solution.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Liner Differential Equation of Order One

𝑑𝑦
The differential equation of the form + 𝑃 𝑥 𝑦 = 𝑄(𝑥) is called first order
𝑑𝑥

liner differential equation if 𝑃 and 𝑄 are only function of 𝑥 or constant. To solve

this equation multiply by 𝑒 𝑃 𝑥 𝑑𝑥 .

Integrating Factor: If a differential equation when multiplied by a factor (a

function of 𝑥, 𝑦) becomes exact, this factor is called an integrating factor of the

equation. An integrating factor is sometimes shortly written as I. F.

𝑑𝑦
Theorem 01: Find the rules of general solution of differential equation +
𝑑𝑥

𝑃 𝑥 𝑦 = 𝑄(𝑥), where 𝑃 and 𝑄 are only function of 𝑥 or constant.

Solution: Given the equation,

𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)… … …. …. (1)
𝑑𝑥

Let 𝑅 be the integrating factor of (1), then multiplying (1) by 𝑅, we get

𝑑𝑦
𝑅 + 𝑅𝑃 𝑥 𝑦 = 𝑄(𝑥)𝑅 … … … (2)
𝑑𝑥

𝑑
Here we choose 𝑅 such that the left hand side of (2) equal (𝑅𝑦)
𝑑𝑥

𝑑𝑦 𝑑𝑦 𝑑𝑅
Now, 𝑅 + 𝑅𝑃 𝑥 𝑦 = 𝑅 +𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑅
⇒ 𝑃𝑅𝑦 = 𝑦
𝑑𝑥

𝑑𝑅
⇒ 𝑃𝑅 =
𝑑𝑥

𝑑𝑅
⇒ = 𝑃𝑑𝑥
𝑅

Integrating both sides, i.e

𝑑𝑅
𝑑𝑥 = 𝑃𝑑𝑥
𝑅

⇒ ln 𝑅 = 𝑃𝑑𝑥

𝑃𝑑𝑥
⇒𝑅=𝑒

𝑃𝑑𝑥
∴𝑅=𝑒

𝑃𝑑𝑥
i.e. I.F of (1) is 𝑒 .

𝑃𝑑𝑥
Now multiplying both sides of (1) by 𝑒 , we get

𝑃𝑑𝑥 𝑑𝑦 𝑃𝑑𝑥 𝑃𝑑𝑥


𝑒 +𝑒 𝑃 𝑥 𝑦 = 𝑄(𝑥)𝑒
𝑑𝑥

𝑑 𝑃𝑑𝑥 𝑃𝑑𝑥
⇒ 𝑦𝑒 = 𝑄𝑒
𝑑𝑥

Integrating both sides w.r.to 𝑥, we get,


𝑃𝑑𝑥 𝑃𝑑𝑥
𝑦𝑒 = 𝑄𝑒 𝑑𝑥 + 𝑐

This is the required solution.

𝑑𝑦
Problem 01: Solve 1 − 𝑥 2 − 𝑥𝑦 = 1.
𝑑𝑥

Solution: Consider the equation,

𝑑𝑦
1 − 𝑥2 − 𝑥𝑦 = 1.
𝑑𝑥

𝑑𝑦 𝑥𝑦 1
⇒ − = … … … (1)
𝑑𝑥 1−𝑥 2 1−𝑥 2

𝑥𝑑𝑥

Now, the I.F = 𝑒 1−𝑥 2

𝑓′ 𝑥
1 𝑑𝑥
1 −2𝑥𝑑𝑥 1 1 𝑓 𝑥
ln (1−𝑥 2 ) ln (1−𝑥 2 )2
=𝑒 2 1−𝑥 2 =𝑒 2 =𝑒 = (1 − 𝑥 2 )2 = ln 𝑓(𝑥)

1
Multiplying both sides of (1) by (1 − 𝑥 2 )2 , we get

1 1
1
2 2 𝑑𝑦 (1−𝑥 2 )2 𝑥𝑦 (1−𝑥 2 )2
(1 − 𝑥 ) − =
𝑑𝑥 1−𝑥 2 1−𝑥 2

1
𝑑 1−𝑥 2
⇒ 𝑦 ∙ (1 − 𝑥 2 )2 =
𝑑𝑥 1−𝑥 2
1
𝑑 1
𝑦 (1 − 𝑥 2 )2 =
𝑑𝑥 1−𝑥 2

Integrating both sides w.r.to 𝑥, we get

1
𝑑𝑥
𝑦 (1 − 𝑥 2 )2 =
1−𝑥 2

⇒ 𝑦 1 − 𝑥 2 = sin−1 𝑥 + 𝐶

Which is the required solution.

𝑑𝑦
Problem 02: Solve 1 + 𝑥 2 + 𝑦 = tan−1 𝑥.
𝑑𝑥

𝑑𝑦
Solution: Given the equation, 1 + 𝑥 2 + 𝑦 = tan−1 𝑥
𝑑𝑥

𝑑𝑦 𝑦 tan −1 𝑥
⇒ + = … … … (1)
𝑑𝑥 1+𝑥 2 1+𝑥 2

1
𝑑𝑥 −1 𝑥
Now, the I.F=𝑒 1+𝑥 2 = 𝑒 tan

−1 𝑥
Multiplying both sides of (1) by 𝑒 tan we get,

−1 𝑥 𝑑𝑦 −1 𝑥 𝑦 −1 𝑥 tan −1 𝑥
𝑒 tan + 𝑒 tan = 𝑒 tan
𝑑𝑥 1+𝑥 2 1+𝑥 2

𝑑 −1 𝑥 −1 𝑥 tan −1 𝑥
⇒ 𝑦 ∙ 𝑒 tan = 𝑒 tan
𝑑𝑥 1+𝑥 2
Integrating w.r.to 𝑥 , we get

−1 𝑥
tan −1 𝑥 tan −1 𝑥 tan
𝑦𝑒 = 𝑒 𝑑𝑥 …. …. …. (2)
1+𝑥 2

In R.H.S we put, tan−1 𝑥 = 𝑧

𝑑𝑧 1
Then, =
𝑑𝑥 1+𝑥 2

𝑑𝑥
⇒ 𝑑𝑧 =
1 + 𝑥2

−1 𝑥
(2)⇒ 𝑦𝑒 tan = 𝑧𝑒 𝑧 𝑑𝑧

−1 𝑥 𝑑𝑧
⇒ 𝑦𝑒 tan = 𝑧 𝑒 𝑧 𝑑𝑧 − 𝑒 𝑧 𝑑𝑧 𝑑𝑧
𝑑𝑧

−1 𝑥
⇒ 𝑦𝑒 tan = 𝑧𝑒 𝑧 − 𝑒 𝑧 + 𝑐

−1 𝑥
⇒ 𝑦𝑒 tan = 𝑧 − 1 𝑒𝑧 + 𝑐

−1 𝑥 −1 𝑥
⇒ 𝑦𝑒 tan = tan−1 𝑥 − 1 𝑒 tan +𝑐

−1 𝑥 −1 𝑥
∴ 𝑦𝑒 tan = tan−1 𝑥 − 1 𝑒 tan +𝑐.

Which is the required solution.


For Practice:

1. 2 𝑦 − 4𝑥 2 𝑑𝑥 + 𝑥𝑑𝑦 = 0.
3
𝑑𝑦
2. 1 − 𝑥 2 − 𝑥𝑦 = 1 − 𝑥 2 2 sin 𝑥.
𝑑𝑥

𝑨𝒏𝒔𝒘𝒆𝒓: (1) 𝑥 2 𝑦 = 2𝑥 4 + 𝑐.

(2) 𝑦 1 − 𝑥 2 + 3 cos 𝑥 + 2𝑥 sin 𝑥 − 𝑥 2 cos 𝑥 + 𝑐 = 0.

Bernoulli’s Equation

𝑑𝑦
An equation of the form + 𝑃 𝑥 𝑦 = 𝑄 𝑥 𝑦 𝑛 , 𝑛 ≠ 1, where 𝑃 and 𝑄
𝑑𝑥

are only function of 𝑥 or constant is called the Bernouli’s equation.

Theorem 02: Find the general solution of the Bernouli’s equation

𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄 𝑥 𝑦𝑛 .
𝑑𝑥

𝑑𝑦
Solution: Consider the equation, + 𝑃 𝑥 𝑦 = 𝑄 𝑥 𝑦𝑛 … … … (1)
𝑑𝑥

Dividing both sides by 𝑦 𝑛 , we get

1 𝑑𝑦 𝑦 𝑄 𝑛
+ 𝑃 𝑥 = 𝑦
𝑦 𝑛 𝑑𝑥 𝑦𝑛 𝑦𝑛

1 𝑑𝑦 1
⇒ +𝑃 𝑥 =𝑄 .... … … …. (2)
𝑦 𝑛 𝑑𝑥 𝑦 𝑛 −1
1
Let, =𝑧
𝑦 𝑛 −1

1 𝑑𝑦 𝑑𝑧
⇒− 𝑛−1 =
𝑦 𝑛 𝑑𝑥 𝑑𝑥

1 𝑑𝑦 1 𝑑𝑧
⇒ =
𝑦 𝑛 𝑑𝑥 (1 − 𝑛) 𝑑𝑥

Now, from (2) we get,

1 𝑑𝑧
+ 𝑃 𝑥 𝑧 = 𝑄(𝑥)
(1−𝑛) 𝑑𝑥

𝑑𝑧
⇒ + 1 − 𝑛 𝑃𝑧 = 𝑄(1 − 𝑛) … … … (3)
𝑑𝑥

1−𝑛 𝑃 𝑥 𝑑𝑥
∴ 𝐼. 𝐹 = 𝑒

1−𝑛 𝑃 𝑥 𝑑𝑥
Now, multiplying both sides of (3) by 𝑒 we get,

1−𝑛 𝑃 𝑥 𝑑𝑥
𝑑𝑧 1−𝑛 𝑃 𝑥 𝑑𝑥 1−𝑛 𝑃 𝑥 𝑑𝑥
𝑒 +𝑒 1 − 𝑛 𝑃𝑧 = 𝑄(1 − 𝑛)𝑒
𝑑𝑥

𝑑 1−𝑛 𝑃 𝑥 𝑑𝑥 1−𝑛 𝑃 𝑥 𝑑𝑥
⇒ 𝑒 = (1 − 𝑛)𝑄 𝑒 +𝑐
𝑑𝑥

Which is the required solution.

𝑑𝑦
Problem 01: Solve = 𝑥𝑦 3 − 𝑦.
𝑑𝑥

Solution: Given the equation,

𝑑𝑦
= 𝑥𝑦 3 − 𝑦
𝑑𝑥

𝑑𝑦
⇒ + 𝑦 = 𝑥𝑦3
𝑑𝑥
1 𝑑𝑦 𝑦
⇒ + =𝑥 (dividing both sides by 𝑦 3 )
𝑦 3 𝑑𝑥 𝑦3

1 𝑑𝑦 1
⇒ + =𝑥
𝑦 3 𝑑𝑥 𝑦2

1
Let, =𝑧
𝑦2

𝑑𝑦 𝑑𝑧
⇒ −2 𝑦 −3 =
𝑑𝑥 𝑑𝑥

1 𝑑𝑦 1 𝑑𝑧
⇒ = −
𝑦 3 𝑑𝑥 2 𝑑𝑥

Now, from (1) we get,

1 𝑑𝑧
− +𝑧 =𝑥
2 𝑑𝑥

𝑑𝑧
⇒ − 2𝑧 = −2𝑥 … … … (2)
𝑑𝑥

Now, I.F = 𝑒 −2𝑑𝑥 = 𝑒 −2𝑥

Now, multiplying both sides of (2) by 𝑒 −2𝑥 , we get

𝑑𝑧
𝑒 −2𝑥 − 𝑒 −2𝑥 2𝑧 = −2𝑥𝑒 −2𝑥
𝑑𝑥

𝑑
⇒ 𝑧𝑒−2𝑥 = −2𝑥𝑒−2𝑥
𝑑𝑥

Integrating both sides we get,


𝑧𝑒 −2𝑥 = −2 𝑥 𝑒 −2𝑥 𝑑𝑥

𝑑
⇒ 𝑧𝑒 −2𝑥 = −2 𝑥 𝑒 −2𝑥 𝑑𝑥 − { (𝑥) 𝑒 −2𝑥 𝑑𝑥}
𝑑𝑥

1
⇒ 𝑧𝑒 −2𝑥 = 𝑥𝑒 −2𝑥 + 𝑒 −2𝑥 + 𝑐
2

1 −2𝑥 −2𝑥
1 −2𝑥
⇒ 𝑒 = 𝑥𝑒 + 𝑒 +𝑐
𝑦2 2

1 1
⇒ 2
= 𝑥 + + 𝑐𝑒 2𝑥
𝑦 2

Which is the required solution.

𝑑𝑦 𝑦 𝑦 2
Problem 02: Reduce the equation, + 𝑙𝑛𝑦 = 𝑙𝑛𝑦 , to standard form and
𝑑𝑥 𝑥 𝑥2

solve it.

Solution: Given the equation,

𝑑𝑦 𝑦 𝑦 2
+ 𝑙𝑛𝑦 = 2 𝑙𝑛𝑦
𝑑𝑥 𝑥 𝑥

Dividing both sides by 𝑦(𝑙𝑛𝑦)2 we get,

1 𝑑𝑦 1 𝑦 𝑦(𝑙𝑛𝑦)2
+ ∙ 𝑙𝑛𝑦 = 2
𝑦(𝑙𝑛𝑦)2 𝑑𝑥 𝑦 𝑙𝑛𝑦 2 𝑥 𝑥 𝑦 𝑙𝑛𝑦 2
1 𝑑𝑦 1 1
+ = . … … … (1)
𝑦(𝑙𝑛𝑦 )2 𝑑𝑥 𝑥(𝑙𝑛𝑦 ) 𝑥2

1
Let, =𝑧
𝑙𝑛𝑦

1 1 𝑑𝑦 𝑑𝑧
⇒ −1 2 ∙ =
𝑙𝑛𝑦 𝑦 𝑑𝑥 𝑑𝑥

−1 𝑑𝑦 𝑑𝑧
⇒ =
𝑦(𝑙𝑛𝑦 )2 𝑑𝑥 𝑑𝑥

1 𝑑𝑦 𝑑𝑧
⇒ =− …. … … (2)
𝑦(𝑙𝑛𝑦 )2 𝑑𝑥 𝑑𝑥

Now from (1) we get,

𝑑𝑧 𝑧 1
− + =
𝑑𝑥 𝑥 𝑥2

𝑑𝑧 𝑧 1
⇒ − =− … … … (3)
𝑑𝑥 𝑥 𝑥2

1 −1 1
Now, I.F = 𝑒 − 𝑥 𝑑𝑥 = 𝑒 −𝑙𝑛𝑥 = 𝑒 ln 𝑥 =
𝑥

1
Multiplying both sides by , we get
𝑥

1 𝑑𝑧 1 𝑧 1 1
∙ − ∙ =− ∙
𝑥 𝑑𝑥 𝑥 𝑥 𝑥 𝑥2

𝑑 1 1
⇒ 𝑧∙ =−
𝑑𝑥 𝑥 𝑥3
Integrating both sides, we get

𝑧 1
=− 𝑑𝑥
𝑥 𝑥3

𝑧 𝑥 −2
⇒ =− +𝑐
𝑥 −2

1 1 1
⇒ = 2 +𝑐 𝑧=
𝑥(𝑙𝑛𝑦 ) 2𝑥 𝑙𝑛𝑦

Which is the required solution.

For Practice:

1. Reduce the equation to standard form and solve for,


𝑑𝑦 𝑦 𝑥
+ = , at 𝑦 1 = 2.
𝑑𝑥 2𝑥 𝑦3

𝑑𝑦
2. Solve 𝑑𝑥 + 𝑦 = 𝑦 2 𝑒 𝑥 .

Answer: (1) 𝑥 2 𝑦 4 = 𝑥 4 + 15.

(2) 1 + 𝑥𝑦𝑒 𝑥 = 𝑐𝑦𝑒 𝑦

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