2.3
2.3
3 LINEAR EQUATIONS ● 53
INTRODUCTION We continue our quest for solutions of first-order DEs by next examining lin-
ear equations. Linear differential equations are an especially “friendly” family of differential equa-
tions in that, given a linear equation, whether first order or a higher-order kin, there is always a good
possibility that we can find some sort of solution of the equation that we can examine.
A DEFINITION The form of a linear first-order DE was given in (7) of Section 1.1.
This form, the case when n ! 1 in (6) of that section, is reproduced here for
convenience.
STANDARD FORM By dividing both sides of (1) by the lead coefficient a1(x), we
obtain a more useful form, the standard form, of a linear equation:
dy
" P(x)y ! f(x). (2)
dx
We seek a solution of (2) on an interval I for which both coefficient functions P and
f are continuous.
In the discussion that follows we illustrate a property and a procedure and end
up with a formula representing the form that every solution of (2) must have. But
more than the formula, the property and the procedure are important, because these
two concepts carry over to linear equations of higher order.
THE PROPERTY The differential equation (2) has the property that its solution is
the sum of the two solutions: y ! yc " yp, where yc is a solution of the associated
homogeneous equation
dy
" P(x)y ! 0 (3)
dx
and yp is a particular solution of the nonhomogeneous equation (2). To see this,
observe that
d
dx
dy
dx[ dy
] [ ]
––– [ yc " yp] " P(x)[ yc " yp] ! –––c " P(x)yc " –––p " P(x)yp ! f (x).
dx
0 f(x)
54 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS
Now the homogeneous equation (3) is also separable. This fact enables us to find yc
by writing (3) as
dy
# P(x) dx ! 0
y
and integrating. Solving for y gives yc ! ce"!P(x)dx. For convenience let us write
yc ! cy1(x), where y1 ! e"!P(x)dx. The fact that dy1 "dx # P(x)y1 ! 0 will be used
next to determine yp.
THE PROCEDURE We can now find a particular solution of equation (2) by a pro-
cedure known as variation of parameters. The basic idea here is to find a function
u so that y p ! u(x)y1(x) ! u(x)e"!P(x)dx is a solution of (2). In other words, our as-
sumption for yp is the same as yc ! cy1(x) except that c is replaced by the “variable
parameter” u. Substituting yp ! uy1 into (2) gives
Product Rule zero
dy du
u –––1 # y1––– # P(x)uy1 ! f (x)
dx dx
or [
dy du
]
u –––1 # P(x)y1 # y1 ––– ! f (x)
dx dx
du
so y1 ! f (x).
dx
Separating variables and integrating then gives
du !
f (x)
y1(x)
dx and u! # f (x)
y1(x)
dx.
yp ! uy1 ! $# f (x)
y1(x) %
dx e"!P(x)d x ! e"!P(x)d x # e!P(x)d x f (x) dx,
and #
y ! ce"!P(x)dx # e"!P(x)dx e!P (x) dxf(x) dx. (4)
yc yp
dy
we get e!P(x)dx # P(x)e!P(x)dx y ! e!P(x)dx f(x). (8)
dx
(i) Put a linear equation of form (1) into the standard form (2).
(ii) From the standard form identify P(x) and then find the integrating
factor e !P(x)dx.
(iii) Multiply the standard form of the equation by the integrating factor.
The left-hand side of the resulting equation is automatically the
derivative of the integrating factor and y:
d !P(x)dx
dx
[e y] ! e !P(x)dx f(x).
(iv) Integrate both sides of this last equation.
dy
Solve " 3y ! 0.
dx
dy
Solve " 3y ! 6.
dx
The final solution in Example 2 is the sum of two solutions: y # yc $ yp, where
yc # ce 3x is the solution of the homogeneous equation in Example 1 and yp # "2 is
a particular solution of the nonhomogeneous equation y! " 3y # 6. You need not
be concerned about whether a linear first-order equation is homogeneous or nonho-
y mogeneous; when you follow the solution procedure outlined above, a solution of a
nonhomogeneous equation necessarily turns out to be y # yc $ yp. However, the
1 distinction between solving a homogeneous DE and solving a nonhomogeneous
x DE becomes more important in Chapter 4, where we solve linear higher-order
_1 equations.
y =_2
_2 When a1, a 0, and g in (1) are constants, the differential equation is autonomous.
_3 In Example 2 you can verify from the normal form dy!dx # 3(y $ 2) that "2 is a
critical point and that it is unstable (a repeller). Thus a solution curve with an
_1 1 2 3 4 initial point either above or below the graph of the equilibrium solution
FIGURE 2.3.1 Some solutions of y # "2 pushes away from this horizontal line as x increases. Figure 2.3.1, obtained
y! " 3y # 6 with the aid of a graphing utility, shows the graph of y # "2 along with some addi-
tional solution curves.
GENERAL SOLUTION Suppose again that the functions P and f in (2) are con-
tinuous on a common interval I. In the steps leading to (4) we showed that if (2) has
a solution on I, then it must be of the form given in (4). Conversely, it is a straight-
forward exercise in differentiation to verify that any function of the form given in
(4) is a solution of the differential equation (2) on I. In other words, (4) is a one-
parameter family of solutions of equation (2) and every solution of (2) defined on I
is a member of this family. Therefore we call (4) the general solution of the
differential equation on the interval I. (See the Remarks at the end of Section 1.1.)
Now by writing (2) in the normal form y! # F (x, y), we can identify
F (x, y) # "P(x)y $ f (x) and %F!%y # "P(x). From the continuity of P and f on the
interval I we see that F and %F!%y are also continuous on I. With Theorem 1.2.1 as
our justification, we conclude that there exists one and only one solution of the
initial-value problem
dy
$ P(x)y # f(x), y(x0) # y0 (9)
dx
dy
Solve x " 4y # x 6e x.
dx
dy 4
" y # x5e x. (10)
dx x
2.3 LINEAR EQUATIONS ● 57
From this form we identify P(x) ! "4!x and f (x) ! x 5e x and further observe that P
and f are continuous on (0, #). Hence the integrating factor is
Here we have used the basic identity b log b N ! N, N % 0. Now we multiply (10) by
x"4 and rewrite
dy d "4
x"4 " 4x"5y ! xex as [x y] ! xex.
dx dx
It follows from integration by parts that the general solution defined on the interval
(0, #) is x"4 y ! xe x " e x $ c or y ! x 5e x " x 4e x $ cx 4.
Except in the case in which the lead coefficient is 1, the recasting of equation
(1) into the standard form (2) requires division by a1(x). Values of x for which
a1(x) ! 0 are called singular points of the equation. Singular points are poten-
tially troublesome. Specifically, in (2), if P(x) (formed by dividing a 0(x) by a1(x))
is discontinuous at a point, the discontinuity may carry over to solutions of the
differential equation.
dy
Find the general solution of (x 2 " 9) $ xy ! 0.
dx
dy x
$ y!0 (11)
dx x 2 " 9
and identify P(x) ! x!(x 2 " 9). Although P is continuous on ("#, "3), ("3, 3), and
(3, #), we shall solve the equation on the first and third intervals. On these intervals
the integrating factor is
e$x d x/(x "9) ! e2 $2x d x/(x "9) ! e2 ln%x "9% ! 1x2 " 9 .
2 1 2 1 2
d
dx "
1x2 " 9 y ! 0. #
Integrating both sides of the last equation gives 1x2 " 9 y ! c. Thus for either
c
x % 3 or x & "3 the general solution of the equation is y ! .
1x 2 " 9
Notice in Example 4 that x ! 3 and x ! "3 are singular points of the equation
and that every function in the general solution y ! c!1x 2 " 9 is discontinuous at
these points. On the other hand, x ! 0 is a singular point of the differential equation
in Example 3, but the general solution y ! x 5e x " x 4e x $ cx 4 is noteworthy in that
every function in this one-parameter family is continuous at x ! 0 and is defined
on the interval ("#, #) and not just on (0, #), as stated in the solution. However,
the family y ! x 5e x " x 4e x $ cx 4 defined on ("#, #) cannot be considered the gen-
eral solution of the DE, since the singular point x ! 0 still causes a problem. See
Problem 39 in Exercises 2.3.
58 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS
dy
Solve $ y ! x, y(0) ! 4.
dx
SOLUTION The equation is in standard form, and P(x) ! 1 and f (x) ! x are contin-
uous on ("#, #). The integrating factor is e !dx ! e x, so integrating
d x
[e y] ! xex
dx
gives e x y ! xe x " e x $ c. Solving this last equation for y yields the general solution
y ! x " 1 $ ce "x. But from the initial condition we know that y ! 4 when x ! 0.
Substituting these values into the general solution implies that c ! 5. Hence the
solution of the problem is
FIGURE 2.3.2 Some solutions of DISCONTINUOUS COEFFICIENTS In applications the coefficients P(x) and
y( $ y ! x f (x) in (2) may be piecewise continuous. In the next example f (x) is piecewise con-
tinuous on [0, #) with a single discontinuity, namely, a (finite) jump discontinuity at
x ! 1. We solve the problem in two parts corresponding to the two intervals over
which f is defined. It is then possible to piece together the two solutions at x ! 1 so
that y(x) is continuous on [0, #).
Solve
dy
dx
$ y ! f (x), y(0) ! 0 where f (x) ! "1,0, 0 & x & 1,
x ' 1.
dy d x
$y!1 or, equivalently, [e y] ! ex.
x dx dx
FIGURE 2.3.3 Discontinuous f(x) Integrating this last equation and solving for y gives y ! 1 $ c1e"x. Since y(0) ! 0,
we must have c1 ! "1, and therefore y ! 1 " e"x, 0 & x & 1. Then for x ' 1 the
equation
dy
$y!0
dx
2.3 LINEAR EQUATIONS ● 59
y
y! $1 " e"x,
c2e"x,
0 & x & 1,
x ' 1.
By appealing to the definition of continuity at a point, it is possible to determine c2
so that the foregoing function is continuous at x ! 1. The requirement that
limx:1$ y(x) ! y(1) implies that c2e"1 ! 1 " e"1 or c2 ! e " 1. As seen in
x Figure 2.3.4, the function
1
2
!sin x dx are nonelementary integrals. In applied mathematics some important func-
tions are defined in terms of nonelementary integrals. Two such special functions are
the error function and complementary error function:
erf(x) !
1%
2
"
0
x
2
e"t dt and erfc(x) !
2
1%
"
x
#
2
e"t dt. (14)
From the known result !0# e"t dt ! 1%#2* we can write (2# 1% ) !0# e"t dt ! 1.
2 2
x
Then from !0# ! ! 0 $ !x# it is seen from (14) that the complementary error func-
tion erfc(x) is related to erf(x) by erf(x) $ erfc(x) ! 1. Because of its importance
in probability, statistics, and applied partial differential equations, the error func-
tion has been extensively tabulated. Note that erf(0) ! 0 is one obvious function
value. Values of erf(x) can also be found by using a CAS.
dy
Solve the initial-value problem " 2xy ! 2, y(0) ! 1.
dx
SOLUTION Since the equation is already in standard form, we see that the integrat-
2
ing factor is e "x dx, so from
"
y x
d "x 2 2 2 2 2
[e y] ! 2e"x we get y ! 2ex e"t dt $ cex . (15)
dx 0
Applying y(0) ! 1 to the last expression then gives c ! 1. Hence the solution of the
x
problem is
y ! 2e x2
"
x
0
2 2 2
e"t dt $ ex or y ! ex [1 $ 1% erf(x)].
FIGURE 2.3.5 Some solutions of The graph of this solution on the interval ("#, #), shown in dark blue in Figure 2.3.5
y( " 2xy ! 2 among other members of the family defined in (15), was obtained with the aid of a
computer algebra system.
*
This result is usually proved in the third semester of calculus.
60 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS
REMARKS
is recognized as linear in the variable x. You should verify that the integrating
factor e !(#1)dy ! e#y and integration by parts yield the explicit solution
x ! #y 2 # 2y # 2 % ce y for the second equation. This expression is, then,
an implicit solution of the first equation.
(iii) Mathematicians have adopted as their own certain words from engineer-
ing, which they found appropriately descriptive. The word transient, used
earlier, is one of these terms. In future discussions the words input and output
will occasionally pop up. The function f in (2) is called the input or driving
function; a solution y(x) of the differential equation for a given input is called
the output or response.
(iv) The term special functions mentioned in conjunction with the error func-
tion also applies to the sine integral function and the Fresnel sine integral
introduced in Problems 49 and 50 in Exercises 2.3. “Special Functions” is
actually a well-defined branch of mathematics. More special functions are
studied in Section 6.3.
*Certain commands have the same spelling, but in Mathematica commands begin with a capital letter
(Dsolve), whereas in Maple the same command begins with a lower case letter (dsolve). When
discussing such common syntax, we compromise and write, for example, dsolve. See the Student
Resource and Solutions Manual for the complete input commands used to solve a linear first-order DE.
dy
14. xy! " (1 " x)y # e$x sin 2x 33. " 2xy # f (x), y(0) # 2, where
dx
15. y dx $ 4(x " y 6) dy # 0
16. y dx # (ye y $ 2x) dy f (x) # !x,0, 0%x)1
x*1
dy
17. cos x " (sin x)y # 1 dy
dx 34. (1 " x 2) " 2xy # f (x), y(0) # 0, where
dx
dy
18. cos2x sin x " (cos3x)y # 1
dx
dy
f (x) # !x,$x, 0%x)1
x*1
19. (x " 1) " (x " 2)y # 2xe$x
dx 35. Proceed in a manner analogous to Example 6 to solve the
dy initial-value problem y! " P(x)y # 4x, y(0) # 3, where
20. (x " 2)2 # 5 $ 8y $ 4xy
!$2>x,
dx 2, 0 % x % 1,
P(x) #
dr x & 1.
21. " r sec ' # cos '
d'
Use a graphing utility to graph the continuous function
dP y(x).
22. " 2tP # P " 4t $ 2
dt
dy 36. Consider the initial-value problem y! " e x y # f (x),
23. x " (3x " 1)y # e$3x y(0) # 1. Express the solution of the IVP for x & 0 as a
dx
nonelementary integral when f (x) # 1. What is the so-
dy lution when f (x) # 0? When f (x) # e x?
24. (x 2 $ 1) " 2y # (x " 1)2
dx 37. Express the solution of the initial-value problem
In Problems 25 – 30 solve the given initial-value problem. y! $ 2xy # 1, y(1) # 1, in terms of erf(x).
Give the largest interval I over which the solution is defined.
25. xy! " y # ex, y(1) # 2 Discussion Problems
dx 38. Reread the discussion following Example 2. Construct a
26. y $ x # 2y2, y(1) # 5
dy linear first-order differential equation for which all
nonconstant solutions approach the horizontal asymp-
di
27. L " Ri # E, i(0) # i0, tote y # 4 as x : (.
dt
L, R, E, and i 0 constants 39. Reread Example 3 and then discuss, with reference
to Theorem 1.2.1, the existence and uniqueness of a
dT solution of the initial-value problem consisting of
28. # k(T $ Tm ); T(0) # T0,
dt xy! $ 4y # x 6e x and the given initial condition.
k, T m, and T 0 constants
(a) y(0) # 0 (b) y(0) # y 0 , y 0 & 0
dy (c) y(x 0) # y 0 , x 0 & 0, y 0 & 0
29. (x " 1) " y # ln x, y(1) # 10
dx
40. Reread Example 4 and then find the general solution of
30. y! " (tan x)y # cos 2 x, y(0) # $1 the differential equation on the interval ($3, 3).
In Problems 31 – 34 proceed as in Example 6 to solve the 41. Reread the discussion following Example 5. Construct a
given initial-value problem. Use a graphing utility to graph linear first-order differential equation for which all solu-
the continuous function y(x). tions are asymptotic to the line y # 3x $ 5 as x : (.
y ! x 3 " 2!x 3. Give an interval I of definition of E across the heart satisfies the linear differential equation
each of these solutions. Graph the solution curves. Is dE 1
there an initial-value problem whose solution is !# E.
dt RC
defined on (#$, $)?
(c) Is each IVP found in part (b) unique? That is, can Solve the DE subject to E(4) ! E 0.
there be more than one IVP for which, say,
y ! x 3 # 1!x 3, x in some interval I, is the solution?
44. In determining the integrating factor (5), we did not use Computer Lab Assignments
a constant of integration in the evaluation of "P(x) dx. 48. (a) Express the solution of the initial-value problem
Explain why using "P(x) dx " c has no effect on the y% # 2xy ! #1, y(0) ! 1( !2, in terms of erfc(x).
solution of (2).
(b) Use tables or a CAS to find the value of y(2). Use a
45. Suppose P(x) is continuous on some interval I and a is a CAS to graph the solution curve for the IVP on
number in I. What can be said about the solution of the (#$, $).
initial-value problem y% " P(x)y ! 0, y(a) ! 0?
49. (a) The sine integral function is defined by
Si(x) ! "x0 (sin t>t) dt, where the integrand is
Mathematical Models defined to be 1 at t ! 0. Express the solution y(x) of
the initial-value problem x 3 y% " 2x 2 y ! 10sin x,
46. Radioactive Decay Series The following system
y(1) ! 0 in terms of Si(x).
of differential equations is encountered in the study of the
decay of a special type of radioactive series of elements: (b) Use a CAS to graph the solution curve for the IVP
for x ' 0.
dx
! #&1x (c) Use a CAS to find the value of the absolute maxi-
dt mum of the solution y(x) for x ' 0.
dy
! &1x # &2 y, 50. (a) The Fresnel sine integral is defined by
dt x
S(x) ! " 0 sin(pt2>2) dt. Express the solution y(x)
where !1 and !2 are constants. Discuss how to solve this of the initial-value problem y%# (sin x 2 )y ! 0,
system subject to x(0) ! x 0 , y(0) ! y 0. Carry out your y(0) ! 5, in terms of S(x).
ideas. (b) Use a CAS to graph the solution curve for the IVP
on (#$, $).
47. Heart Pacemaker A heart pacemaker consists of a
switch, a battery of constant voltage E 0, a capacitor with (c) It is known that S(x) : 12 as x : $ and S(x) : #12
constant capacitance C, and the heart as a resistor with as x : #$ . What does the solution y(x) approach
constant resistance R. When the switch is closed, the as x : $? As x : #$?
capacitor charges; when the switch is open, the capacitor (d) Use a CAS to find the values of the absolute
discharges, sending an electrical stimulus to the heart. maximum and the absolute minimum of the
During the time the heart is being stimulated, the voltage solution y(x).