First-Order Linear Differential Equation By definition, a linear first-order differential equation in y cannot contain products, powers or other nonlinear

combinations of y or y'. Have its most general form dy + P ( x ) y = Q( x ) (*) dx

(1) (2)

if P( x ) 0 , it is solvable by direct integration, or if Q( x ) 0 , the equation is separable.

Theorem

The equation
Proof

P ( x ) dx dy as an integration factor. + P( x ) y = Q( x ) has e dx

P ( x ) dx When Eq.(*) is multiplied by e , we have P ( x ) dx P ( x ) dx dy P ( x ) dx e + P( x) ye = Q ( x )e , dx it can be written in the form d P ( x ) dx P ( x ) dx . ye = Q ( x )e dx Integrating on both sides , we have P ( x ) dx P ( x ) dx ye = Q ( x )e dx + c ,

which has solution P ( x ) dx P ( x ) dx dx + ce P ( x ) dx . y=e Q ( x )e So, we have the following steps to solve a linear first-order differential equation dy + P ( x ) y = Q( x ) . dx The following procedures are often helpful in finding solution to the equations:(1) (2) Compute the integrating factor. Multiply the right-hand side of the given equation by this factor and write the lefthand side as the derivative of y times the integrating factor. Integrating and solving the equation for y.

(3)

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Example

Solve the following differential equations by integration factor method: (a) (b)
Solutions

dy k y = x2 dx

dy + y tan x = sec x dx

(a) The ODE x

e
k dx x

dy k dy + k y = x 2 becomes y = x . The integration factor is dx x dx

ln x k

= e k ln x = e

( ) = xk .

The ODE can be reduced to

dy d k x k 1 y = x1k (x k y ) = x1k dx dx 2 k x x k y = x1k d x = +C 2k x2 y = + Cx k 2k x k
tan xdx = eln sec x = sec x and the ODE can be reduced to (b) The integration factor is e

sec x

dy + y tan x sec x = sec 2 x dx

d ( y sec x ) = sec2 x dx

y sec x = sec 2 x d x = tan x + C y = sin x + C cos x

Solving First-Order Differential Equations by using the Separation of Variables Example

Solve the following differential equations by separation of variables: (a)

dy x 2 = dx y

(b)

dy x2 = dx y 1 + x 3

Solutions

(a) The ODE

dy x 2 = becomes ydy = x 2 d x and dx y

2 yd y = x d x

y2 x3 = +C 2 3

y=

2x 3 + 2C 3

(b) The ODE

dy x2 x2 becomes ydy = = d x and dx y 1 + x 3 1+ x3

y2 1 2 x2 3 3 yd y = 1 + x 3 d x 2 = 3 ln 1 + x + C y = 3 ln 1 + x + C' =============================================================