First Order Linear Equations

First order linear equations
Equations with constant coefficients
2 First order linear equations

Suppose the dependent variable y is a function of the independent variable t. Then f(y,y,y,,y(n);t) = 0 is an ordinary differential equation of order n. Order of equation the order of the highest derivative. Ordinary differential equation (ODE) y is a function of only one independent variable. [A partial differential equation (PDE) has more than one independent variables.] Linear ODE differential equation may be written as a linear function of y and its derivatives:
(t) + 0(t) y(t) + 1(t) y(t) + 2(t) y(t) + = 0

Not that coefficients i may be functions of the independent variable t. Homogeneous equation (t) = 0 Inhomogeneous equation (t) 0 Linear first order ordinary differential equation
(t) + 0(t) y(t) + 1(t) y(t) = 0
2.1 Equations with constant coefficients

ay + by + c = 0, where a,b,c const
2.1.1 HOMOGENEOUS EQUATION

c=0 a dy + by = 0 dt 1 dy b = and integrate with respect to t y dt a b b ln y = t + c y = ec e bt a = Ae bt a . a
Can rearrange 1 dy 1
y dt dt = y dy = a dt
2.1.2 INHOMOGENEOUS EQUATION

dy dy + y = 0 + y = dt dt
If we replace y/ with z, noting dz/dt = dy/dt, then so z = Ae t y = dz +z = 0 dt
+ Ae t . Here, A is an unknown constant of integration.
Note that y = / is the steady solution of the ode. This is referred to as the particular integral.
39
Equations with constant coefficients
The general solution is the sum of the homogeneous solution and the particular integral. As we shall see later, the sum of the solution to the homogeneous equation and the particular integral is the most general solution.
dy + y = t dt
The complementary function (solution of homogeneous problem) is A et. For the particular integral, try y = a + bt and substitute:
b + (a + bt) = t.
Equating coefficients The general solution
b t = t b = 1/
b + a = 0 a = 1/2 y = A et 1/2 + t/..
dy + y = e t dt
Try y = a et and the general solution
a et + a et = et y = Ae
t
a = 1/() .
t e t e( ) t + = e A+
dy + y = e t dt
In analogy with previous example, could try y = et, but this is a solution to the homogeneous equation, and so would not satisfy the right-hand side Try instead y = a t et: (a et a t et) + a t et = et
and the general solution
a=1 y = A et + t et = (A + t) et
We can see why the solution has this form by considering the previous example in the limit . In this limit
t 1 + ( ) t + ! 1 e( ) lim A + lim lim +t . = A + = A +
Since A is arbitrary, then we may absorb the 1/() into the constant, and so obtain the particular integral t et.
2.1.3 INITIAL CONDITIONS

Also referred to as boundary conditions. Required to determine the unknown constant of integration. A first order equation gives one constant of integration, so one initial/boundary condition is required. Suppose y = y0 at t = t0, then y0 =
+ Ae t A = y0 e t y =
0
0
t t + y0 e (
40
Difference equations
2.2 Difference equations

Recall that for a differential equation we sought some continuous relationship between the dependent variable y and the independent variable x that was defined by the differential equation f(y,y,y,,y(n);t) = 0. We could equally have written this as y(n) = g(y,y,y,,y(n1);t). For a difference equation instead of having a continuous variable y depending on a continuous variable x, we have a discrete sequence of values zn, with the index n playing the role of the independent variable. We may then write the mth order difference equation as
zn = (zn-1,zn-2,,zn-m).
The order of the difference equation indicates the number of previous values of zn the next value depends on. A first order difference equation, zn = (zn-1), uses only one previous value. The difference equation is linear if is linear in zn-1, zn-2,. The most general first order linear difference equation is therefore
zn = n-1 zn-1 + n-1.

Note that the coefficients n-1 and n-1 need not be constant from one n to the next, in the same way that the coefficients of a linear first order ordinary differential equation may depend on the independent variable x (although we have not yet covered how to solve this). Suppose our initial condition for the first order difference equation is that z0 is known. Hence
z1 = 0 z0 + 0, z2 = 1 z1 + 1 = 1(0 z0 + 0) + 1 etc.
Can, at least in principle, easily calculate this using a computer. Note, however, that in some circumstances the solution may be unstable due to round-off error in the calculation.
2.2.1 LINEAR DIFFERENCE EQUATION WITH CONSTANT COEFFICIENTS

Constant coefficients and are independent of n:
zn = zn-1 + z0 known z1 = z0 + z2 = z1 + = 2 z0 + (1 + ) n zn = zn 1 + = z0 + 1 + + 2 + ! + n 1
= n z0 + =
1 1
n
n + z0 1 1
a + ar + ar + ! + ar
2
n 1
a (1 r n )
1 r
; r 1
41
2.2.2 RELATIONSHIP WITH ODE

We can see the relationship with a first order ode with constant coefficients by considering dy + y = 0 y = A et . Suppose we are interested in the solution at tn = t + n t, then dt
y0 = y(t) = A et y1 = y(t+t) = A e(t+t) = et (A et) = (A et)

where = et
y2 = y(t+2t) = A e(t+2t) = e2t (A et) = 2 (A et) yn = y(t+nt) = A e(t+nt) = n (A et)

The solution of the inhomogeneous differential equation equation
dy + y = is thus the difference dt
yn =
+ n A = + n y0
which has the same form as the difference equation in 2.2.1 with = et and = (1)/.
2.2.3 NUMERICAL SOLUTION OF ODES

Relationship between ODE and difference equation suggests method for numerically solving differential equations (covered more in later courses).
Computers are good at difference equations

Consider
dy + y = dt dy dt t =
n1 < t < tn
Mean value theorem states that Try the difference equation
yn yn 1 yn yn 1 = . tn tn1 t
(Euler)
yn yn 1 + yn 1 = t
yn = (1 t ) yn 1 + t
Comparing with 2.2.1 zn = zn 1 + =
= t, then
yn =
n + z0 and noting = (1 t) and 1 1
t t n n + y0 (1 t ) = + y0 (1 t ) t t
Now since y 0 as t , then we must have t < 1 for the approximation yn to converge. In the previous section we showed that for an exact solution, the coefficient needed to be 1 2 2 1 3 3 t t + ! 2! 3!
= et = 1 t +
42
so our difference equation may be seen to be just using the first two terms of the Taylor Series for et. We could alternatively used the difference equation
yn yn 1 + ( yn + yn 1 ) = t 2 yn =
1 1 t 2 yn 1 + t 1 + 1 t 2
n
(Crank-Nicholson)
1 1 t 2 = y0 + 1 1 + 2 t
1 1 t 2 1 1 + 2 t
A binomial expansion for ,
= (1 1 t ) 1 1 t + 1 2 t 2 1 3 t 3 + ! 2 2 4 8 = 1 t + 1 2 t 2 1 3 t 3 + ! 2 4
shows that this is a better approximation to et, and so should be more accurate for a given t. Moreover, note that (for > 0) |1 t| < |1+ t| so || < 1 and yn 0 as n regardless of the choice of t. This means the difference equation is stable.
2.2.4 INHOMOGENEOUS LINEAR DIFFERENCE EQUATIONS

Homogeneous equation
zn+1 + zn = 0
Try zn = K an (using similarity with differential equation giving y = K ex or earlier analysis of difference equation noting that zn+1 = zn); K is arbitrary constant.
zn+1 + zn = 1
K an+1 + K an = K an(a + 1) = 0 a = 1 zn = K (1)n
Look for particular integral. Try zn = const = A and substitute: A + A = 2A = 1 A = . Hence general solution is sum of these, i.e.
zn = K (1)n +
End of Lecture 5
zn+1 + zn = n
Might guess particular integral to be zn = n, but this would give
zn+1 + zn = (n+1 + n) = n +
which leaves us with too much. More generally, try zn = A + Bn
zn+1 + zn = A + B(n+1) + A + Bn = 2A + B + 2Bn = n

43
zn+1 + zn = n2
Try zn = A + Bn + Cn2
B = , A = B = . zn = K(1)n + n
zn+1 + zn = an
Try zn = Aan
zn+1 + zn = n an
Try zn = (A + Bn)an
A an+1 + A an = A an(a + 1) = an A = 1/(a + 1) zn = K(1)n + an/(a + 1)
(A + Bn + B)an+1 + (A + Bn)an = [A(a+1) + Ba]an + (a + 1)Bnan = nan (a + 1)B = 1 B = 1/(a + 1)
A(a+1) + Ba = 0 A = Ba/(a+1) = a/(a+1)2 zn = K(1)n an+1/(a + 1)2 nan/(a+1)
2.2.5 SERIES SOLUTION

Here we explore another method for solving these first order odes with constant coefficients. This additional approach is not sensible in this case, but serves to illustrate a technique that can be applied to more complex differential equations where the solution may be less easy to obtain. Consider again subject to y = y0 at t = 0. Seek a solution of the form Now
dy + y = dt
y = ant n
n =0 dy = nant n 1 = nant n 1 dt n =0 n =1
(y = a0 at t = 0)
[We shall assume this is OK since if y is differentiable, then dy/dt exists and is finite.] Substitute into ode:

nant n1 + ant n =
n =1 n =0
( n + 1) a
n=0
n +1
+ an t n = 0
Need to equate coefficients to zero for all powers of t (each tn is linearly independent).
n=0
a1 + a0 = 0
44
Difference equations (n+1)an+1 + an = 0
n>0
Solution:
an +1 =
n +1
an
(recurrence relation)
a0 = y0 a1 = y0 a2 = a1 = ( y0) a3 = (1/3) a2 = (1/6) 2( y0)

y = y0 + ( y0 ) t 1 t 2 + 1 2t 3 ! 2 6
1 1 + y0 1 t + 2 t 2 3t 3 + ! 2! 3!
=
+ y0 e t
as we know from earlier. For more complicated equations we may not be able to explicitly sum the series generated, or even be able to give an explicit expression for the coefficients. However, may still be able to evaluate the solution using a computer (but may have convergence issues).
2.2.6 MODELLING EXAMPLES

Here we shall look at some real-world examples
Bank interest
Capital sum S(t) accrues interest at a rate r (r = const) i.e. S increases by a proportion r dt in time dt S(t + dt) = S(t) + r dt S(t) S ( t + dt ) S ( t ) dt rS ( t ) = 0 Banks typically have dt equal to one day.
Banks often say they do things pro rata, so we shall approximate the above difference equation with dS rS = 0 S = S0 ert dt S0 is initial capital.
Of course, the Bank of England changes the base rate from time to time, so r = r(t), leading to r dt S = S e
0
Repaying mortgage
Borrow a sum S0, subject to interest at rate r but making repayments at rate p. Assuming pro rata handling by bank, then the amount owed is dS = rS p ; dt S(0) = S0.
45
First order linear equations For the mortgage to decrease, then clearly require p > rS. S= S p p + S0 e rt r r p < rS0
p > rS0 t p
Mortgage is repaid when S = 0 e =

rt
1 1 rS r = t = T ln 1 0 . p S rS r p 1 0 0 r p
Total sum paid is of course pT. Note that if p is close to rS0, there is a large change in pT for a small change in p. Hence, it is generally very beneficial to try to pay your mortgage off faster than you are required to. To repay your mortgage in T years, you need to make repayments at rate p= rS0e rT rS0 = rt e 1 1 e rT
Assume you borrow 100,000 at an annual interest rate of 6% over a 20 year period. Your repayments are ~8586/year or ~715/month. In total you repay around 171.7k! Paying things off faster so that you take only 15 years increases your repayments to ~843/month, but decreases the total cost to ~151.7k. Enough for a nice car!
Radioactive decay
The probability that a radioactive isotope, such as U, Th, Pu, 14C, will decay in a unit of time is independent of time. Suppose you have a quantity Q, then the decay rate 1 is independent of time and dQ Q = Q = Q0 et/. dt Here is the characteristic decay time (time for Q to be reduced by a factor of e), also referred to as the e-folding time. Sometimes we are interested in the half-life, t the time for the radioactivity to reduce by a factor of 2. Noting that Q = Q0e t / = Q0 2 t / t1/ 2 , then t/ =t/t ln 2 t = ln 2 0.693 .
Newton cooling (or warming)

A block of material with a temperature different to that of the environment in which it sits will lose (or gain) heat from the environment depending on the temperature difference. If the block is made
46
from a good conductor of heat (e.g. metal), then it is often a good approximation to assume the temperature of the block is uniform (constant in space). Suppose H is the heat (thermal energy) of the block, given by
H = m C p dT
Tr T
where Tr is a reference temperature, m is the mass of the block and Cp is the heat capacity of the block. For many materials Cp is approximately constant, so H = m Cp(T Tr). The heat of the block changes due to a heat flux Q from the block to the environment as
dH dT = mC p = Q . dt dt
If the heat flux depends only on the difference between the temperature of the block and the temperature of the environment, T0, then
Q (T T0 ) = Q0 + dQ 1 d 2Q 2 T T0 ) + ! (T T0 ) + 2 ( dT 0 2 dT 0
Taylor series
The zeroth law of thermodynamics requires that there is only a heat flux between two bodies when there is a temperature difference, hence Q0 = 0. If TT0 is small, can ignore quadratic and higher terms, so
mC p dT dQ (T T0 ) . dt dT T =T0
[Approximations like this are the basis of many of the differential equations found in physics.] Let = T T0, and = 1 dQ , so mC p dT T =T0
d + = 0 = 0 et. dt
Note that if thermal conductivity of block is poor, then temperature gradients within block make this description inappropriate. The Newton cooling described here ignores heat transfer by natural convection, radiation, etc.
Time delay equation

The reaction is out of sync with the state. Lots of systems have feedback of this form.
y(t) = ay(t);
= const.
Integrating:
y ( t ) = y ( t1 ) + a y ( t ) dt
t1 t
= y ( t1 ) + a
t1
y ( t) dt
Initial conditions are less straight forward than normal: just knowing y(0) is not sufficient! 47
First order linear equations Suppose Then for t 2 and for 2 t 3

y(t) = Y(t) for 0 t y ( t ) = Y ( ) + a
0 t
Difference equations Initial condition

t
y ( t ) dt = Y ( ) + a Y ( t ) dt
0
Set t1 = 2
End of Lecture 6
y ( t ) = y ( t1 ) + a y ( t ) dt
t1 t
= Y ( ) + a y ( t ) dt + a y ( t ) dt
0
t = Y ( ) + a Y ( t ) dt + a Y ( ) + a y ( t ) dt dt 0 0 t 2 t = Y ( ) + a Y ( t ) dt + aY ( )( t 2 ) + a 2 Y ( t ) dt dt 0 0 0
Integrate the last term by parts, letting f = Y ( t ) dt f = Y(t) and g = 1 g = t

0 t 2 t 2 t t Y ( t ) dt y ( t ) = Y ( ) + a Y ( t ) dt + aY ( )( t 2 ) + a t Y ( t ) dt 0 0 0 0 t 2 t 2 = Y ( ) + a Y ( t ) dt + aY ( )( t 2 ) + a 2 ( t 2 ) Y ( t ) dt t Y ( t ) dt 0 0 0
= Y ( ) + a Y ( t ) dt + aY ( )( t 2 ) + a 2
0
t 2
( t 2 t)Y ( t) dt
0
= (1 + a ( t 2 ) ) Y ( t ) + a Y ( t ) dt + a 2
0
t 2
( t 2 t)Y ( t) dt
0
y(t) = y(t1) with Y(t) = 1 for 0 t 1.
0t1 1t2 2t3

y (t ) = 1 + y (t ) = y ( 2) +
t 1 t 1
y=1
dy/dt = 0 dy/dt = 1
1 dt = 1 + ( t 1) = t
0
t dt = 2 + 2 ( t 1)
1
t 1 1
1 12 = t 2 t + 2 2
t 2
y (t ) = y ( 2) +
or
1 + ( t 1) dt = y ( 2 ) + 1 + t dt
0 2
= y ( 2) + (t 2) +
1 2 (t 2) 2
48

y ( t ) = Y ( ) + a Y ( t ) dt + aY ( )( t 2 ) + a 2
0
t 2
( t 2 t)Y ( t) dt
0
or
= 1 + 1 dt + ( t 2 ) +
0
t 2
( t 2 t) dt
0 2
= 1 + 1 + t 2 + (t 2) 1 = 2 t + t2 2
y ( t ) = y ( 3) +
t 1
1 2 (t 2) 2
y ( t ) dt =
7 + 2
t 1
2 t
2
t + 2 dt
= 3t4 =
7 1 3 1 2 + t t + 2t 2 6 2 2
t 1
7 1 3 1 + t 3t 2 + 3t 1 8 t 2 2t + 1 4 + 2 ( t 1 2 ) 2 2 6 1 7 3 3 1 1 1 = + 6 + + 1 + 2 t + t 2 + t 3 6 2 2 2 2 2 2 5 7 1 = + t t 2 + t3 2 2 6
y ( t ) = y ( 3) +
t 1
y ( 2 ) + ( t 2 ) + 2 ( t 2 )
2 t 3
dt
or
=
= y ( 3) +
y ( 2 ) + t + 2 t
0
dt
7 1 1 2 3 + 2 ( t 3) + ( t 3) + ( t 3) 2 2 6
4t5
=
y (t ) = y ( 4) +
t 1
y dt
3
37 7 1 1 2 3 4 + (t 4) + (t 4) + (t 4) + (t 4) 6 2 6 24 left-hand dy/dt 0 1 2 10/3 right-hand dy/dt 1 1 2 ?
t 1 2 3 4
y(t) 1 2 7/2 37/6
Function differentiable for t > 1
49

10 8 6 4 2
y(t) = y(t) with Y(t) = sin x for 0 t . 0t y = sin x y ( t ) = sin +

t
t 2
sin x dx = 1 cos ( t ) = 1 + cos t

0
t
y ( t ) = y ( 2 ) +
y dt
2 t 3
= 1 cos +
= 2 + ( t 2 ) + sin ( t ) = 2 2 + t sin t y ( t ) = y ( 3 ) + = 2 2 + 3 sin 3 + = 2 + ( 2 2 )( t 3 ) +

t t
1 + cos t dt
y dt
3 t 4
2 2 + t sin t dt
1 2 ( t ) 2 2 + cos ( t ) cos 2 2
9 = 1 5 + 2 + ( 2 3 ) t cos t 2
4 t 5
y ( t ) = y ( 4 ) + =
y dt
1 6 + 75 2 64 3 + ( 6 42 + 48 2 ) t + ( 6 12 ) t 2 + t 3 + 6sin t 6
50

10 8 6 4 2
Equations with non-constant coefficients
10
12
2.3 Equations with non-constant coefficients

2.3.1 BASIC IDEAS
Consider P (t ) Provided P(t) 0, then dy + qy = f dt [Values of t at which P(t) = 0 are singular points of the differential equation.] q=Q/P; f=F/P dy + Q (t ) y = F (t ) dt
Homogeneous equation
For f = 0 can treat as before: 1 dy = q y dt ln y = q ( t ) dt
y ( t ) = y0 e
q ( t ) dt
y = y0 at t = 0.
Inhomogeneous equation
From homogeneous solution can see that ye
+ q dt Try solution of the form u ( t ) = ye
+ q ( t ) dt
= y0 e
+ q ( t ) dt q ( t ) dt
= y0 = const
+ q dt du dy + q dt dy + q dt = e + qye = + qy e dt dt dt
51
First order linear equations Hence so

+ q dt du =e f dt

q dt d + q dt q dt du dy = + qy = f e ye =e dt dt dt
This transformed equation is said to be exact (right-hand side does not depend on u We can integrate
+ q dt e u= f ( t ) dt t
t
t0
q dt t
and so This is the Particular Integral.
y=e
t0
+ q dt e f ( t ) dt t
t t0 0
Since the ode is linear, the sum of the homogeneous solution and the particular integral is also a solution of the ode. Thus the general solution is
q dt
y = y0 e
t0
q dt t
+e
t0
+ q dt e f ( t ) dt t
t t0 0
Note that y(t0) = y0.
2.3.2 INTEGRATING FACTORS

+ q dt In the previous section we found that by multiplying the equation by e the left-hand side + q dt d became integrable: it was of the form is called the ( something ) . Here, the factor e dt Integrating Factor (IF)
dy + ty = t dt
t dt + q dt Integrating factor: e = e =e
1 2 t 2
1 t2 2
dy + ty = e dt e y = t e
1 t2 2
1 t2 2
dy d t t + e ty = e y = te dt dt
1 2 2 1 2 2
1 t2 2
1 t 2 2
t0
dt = e
1 2
1 t 2 2
=e t
0
1 2 2
1 t2 2
1 t2 2 0
y = 1 e
(t
2 2 0 t
) = 1 e (t
2 t0
As t0 is arbitrary, can write as y = 1 Ae Using the complete formula,
1 t2 2
52

q dt

t
t
q dt t
y = y0 e
+e t
0 t
+ q dt e t0 f ( t ) dt t0
t
t dt
t dt t
= y0 e
+e
+ t dt e t0 t dt t0
t
= y0 e
2 1 t 2 t0 2
+e
2 1 t 2 t0 2
) + ( t t ) t dt e t
1 2 2 2 0 0
= y0 e
1 t2 2
+ e2 0 e
1 2
1 t2
2 1 t 2 1 t0 2 2
t0
1 t 2 2
t dt
t
= y0 e = y0 e
(t
2 t0
) +e
1 t2 2
2 1 t 2 t0 2
+e
1 t2 2
(e
e 12 t t0
2 1 t2 2
e2 0
1 t2
= y0 e
2 1 t 2 t0 2
+1 e
2 1 t 2 t0 2
= 1 (1 y0 ) e
2 1 t 2 t0 2
dy + y = ex dx
Dont need to do this, as constant coefficients, but we will to prove it works

+ q dt dx Integrating factor: e = e = e x
dy + y sin x = ecos x dx
dy x d x dy ex + y = ex +e y = e y = e x e x = e2 x dt dt dt
( )
e y= e
x x0
2 x
1 1 dx = e 2 x = e 2 x e 2 x 2 x 2
)
x0 arbitrary
y=
1 x 2x 2x 1 1 e e e = e x e2 x e x = e x Ae x 2 2 2
sin x dx + q dt Integrating factor: e = e = e cos x
dy d cos x dy e cos x + y sin x = e cos x e y = e cos x ecos x = 1 + e cos x y sin x = dt dt dt
cos x
y=
x0
dx = ( x x0 ) x0 arbitrary
y = ( x x0 ) ecos x
53
First order linear equations In the above examples: Equation
Particular Integral (Solution to the full equation)

y=1
Complementary Function (Solution to homogeneous equation)

y= e
1 t2 2
dy + ty = t dt
dy + y = ex dx dy + y sin x = ecos x dx
y = ex y = x ecos x
y = ex y = ecos x
Theorem
If y = u satisfies
dy + q (t ) y = f (t ) dt dy + q (t ) y = 0 and y = v satisfies dt dy + q ( t ) y = f ( t ) , where A is arbitrary. dt
then y = u + A v satisfies Proof:
d du dv ( u + Av ) + q ( u + Av ) = + qu + A + qv = f dt dt dt
v is called a complementary function (CF) because it completes the solution.

Note that there is only ever one arbitrary constant for a first-order ode (provided y remains bounded). This is true whether the equation is linear or nonlinear.
dy xy = x 2 ; y = 1 at x = 0 dx
+ q dt x dx Integrating factor: e = e =e
1 2
x2
[As for first example earlier]

1 2
1 x2 2
dy xy = e dt
1 2
x2
dy xye dt y = e
x2
d ye dt
1 2
x2
)=e
1 x2 2
x2
1 x2 2
1 x2 2
x 2 dx
1 x2 2
Integrate by parts, using f = x; g = xe
1 x2 2
f = 1; g = e
1 x2 2
y=e
1 2
x2
{ xe
+ e
1 x2 2
dx
But we cannot do this integral! As it appears often, a function representing the integral has been invented: the error function
erf ( x ) =
e
0
t 2
dt
[The factor of 2/ is introduced so that erf() = 1.] 54
y = x +
1 2
x2
x erf + Ae 2
1 2
x2
Now since y(0) = 1 then A = 1
2.3.3 SERIES SOLUTION

We could try a series solution for the previous example: Suppose y = an x n
n=0
dy xy = x 2 dx
dy = nan x n 1 dx n = 0
dy xy = nan x n 1 x an x n x 2 dx n=0 n=0
The boundary condition y(0) = 1 gives a0 = 1
Substitute into equation
= ( n + 1) an +1 an 1 x x = 0
n 2 n=0
a-1 = 0
an +1 =
an 1 n +1
n2
3a3 a1 1 = 0
a0 = 1 a1 = a-1 = 0 a2 = a0 = a3 = (1 + a1)/3 = 1/3 a4 = a2/4 = 1/8 a5 = a3/5 = 1/15 y =1+

1 2 1 3 1 4 1 5 1 x + x + x + x + x6 + ! 2 3 2 4 3 5 2 46
55

First Order Linear Equations

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First order linear equations

Equations with constant coefficients

2 First order linear equations

(t) + 0(t) y(t) + 1(t) y(t) + 2(t) y(t) + = 0

(t) + 0(t) y(t) + 1(t) y(t) = 0

2.1 Equations with constant coefficients

2.1.1 HOMOGENEOUS EQUATION

2.1.2 INHOMOGENEOUS EQUATION

+ Ae t . Here, A is an unknown constant of integration.