LINEAR

DIFFERENTIAL
EQUATIONS
Def; A DE in which the dependent variable y and
its derivative occur in first degree only is called
Linear first order DE. The standard form of this
type of eq is dy
 P ( x ) y  Q( x ) ……
(1) dx
dy dy
  P y    P dx
When Q = 0, then dx y
y

 ln y   Pdx  ln c 
 ln( )   Pdx
c
  Pdx
 y  ce  ye  Pdx
c
  Pdx
The factor e which makes the L.H.S of eq
(1) as an exact equation is called an integrating
factor(IF). We multiply the given DE by integrating
factor to get

dy  Pdx
e  Pye  Pdx
 Qe  Pdx
dx


dx
e 
d  Pdx
y  Qe 
 Pdx

Integrate the above equation to get the solution.

Solve dy 3 y
  6x 2

dx x
Soln: Here P ( x ) 
3
..and ..Q( x )  6 x 2

x
3 dx

ln x 3
e e e  x
x
 Pdx 3 ln x 3
IF is e
Multiply both sides of eq (1) by IF
dy 3 3y
x3
x  6x .x
2 3

dx x
3 dy
x  3x y  6x
2 5

dx
 d
( x y)  6 x
3 5

dx

d
  
( x y )dx  6 x dx
3 5

dx

 x y x c
3 6

3
 y  x  cx3
Solve
dy n1
( x  1)  ny  e ( x  1)
x

dx
Soln: Dividing throughout by (x+1), we obtain
dy n
[ ] y  e ( x  1)
x n
……
(1) dx x  1

Here
n
P( x)  ..and ..Q( x )  e ( x  1)
x n

x 1
IF is n
dx
x 1  n ln( 1 x ) ln( x  1 )  n
e  Pdx
e e e
n 1
 ( x  1) 
( x  1) n

Multiply both sides of eq (1) by IF

1 dy n
[ ][ n1
]y  e x

( x  1) dx
n
( x  1)
d y
 [ ] e x

dx ( x  1) n
 d y
 
]dx  e dx
x
[
dx ( x  1) n

y
 e c
x

( x  1) n

 y  (e  c )( x  1)
x n
Solve
dy 1
 y
dx e  x
1
Soln: eq can be written as e x
y
dy
dx
e x y
dx
dy
dx
 xe y …………….(1)
dy (linear in the dependent
variable x). Comparing it with
dx
 P ( y ) x  Q( y )
dy
 Here ... P ( y )  1..and ..Q( y )  e y

 1. dy
IF is  e  Pdy
e e y
y
Multiply both sides of eq (1) by IF e
dx
e y
 xe  e
y 2y

dy
d d
 ( xe )  e   
( xe )dy  e dy
y 2y y 2y

dy dy
 2y
e
 xe 
y
c
2
y
e y
x  ce
2
Q: For an Electric circuit with resistance R,
Inductance L and impressed e.m.f E, all in series,
the current I = i(t) at any time is given by
di
L  Ri  E Determine i(t) when
dt (a) L=2, R=5, E=1
(b) L=2, R=2, E=sin t
Soln: (a) As L=2, R=5, E=1, then DE is
di di 5 1
2  5i  1   i 
dt dt 2 2
5
P (t ) 
Here 2 Pdt 
5 dt 5
t
e e  e2
2


There fore IF is
Multiply both sides of eq (1) by IF
5 5 5
di t 5 1 t t
e 2
 e ( i)  e
2 2
dt 2 2
5 5
d t 1 t
 [ie 2 ]  e 2
dt 2
Integration gives
5 5
1
t t
ie  e  c
2 2
5
5
1 t
 i   ce 2 is the required solution
5
Soln: (b) As L=2, R=2, E=sin t, then DE is
di di sin t
2  2i  sin t  i  ...
dt
(1) dt 2
P (t )  1  dt
Here e e 
 Pdt
e t

There fore IF is
Multiply both sides of eq (1) by IF
di sin t t d t sin t t
et
e i 
t
(e )  (e i )  (e )
dt 2 dt 2
1
(e i )  
(e ) sin tdt  c
t t
Integration gives
2
 t
1 e
 (e i )  [ (sin t  cos t )]  c
t

2 2
1 t
 i  (sin t  cos t )  ce
4
is the required solution
Solve

dy
3
cos x  y cos x  sin x
dx
Solve

dy
( x  1)  4 xy  x ...when... y( 2)  1
2

dx