2.
3 Linear Equations
Definition
A first-order differential equation of the form
a1 ( x )
dy
+ a0 ( x ) y = g ( x )
dx
is said to be a linear equation in the dependent variable y.
When g(x)= 0, the linear equation is said to be homogeneous;
otherwise, it is nonhomogeneous.
Standard form of a linear equation:
a 1( x )
dy
+ a 0 ( x )y = g ( x )
dx
(1)
Divide both sides of (1) by a 1( x ) :
dy a 0 ( x )
g (x )
+
y =
dx a 1( x )
a 1(x )
Let
a 0 (x )
= p (x )
a1( x )
dy
+ p ( x )y = f ( x )
dx
and
(2)
g (x )
= f (x ) :
a1( x )
(3)
Method of Solution for Linear Equations
Put a linear equation of form (1) into the standard form (3).
Identify p(x) and then find the integrating factor (IF).
p ( x ) dx
IF = e
Multiply the standard form of the equation by the IF.
The left-hand side of the resulting equation is actually the derivative
of the product of the IF and the dependent variable y :
d
e
dx
p ( x ) dx
y =e
p ( x ) dx
Integrate both sides of this last equation.
f ( x)
Example 1: Solving Homogeneous Linear Equation
y ' 5 y = 0
Solution:
dy
y ' 5 y = 0
+ p( x) y = f ( x)
dx
p(x) = -5, find an integrating factor (IF):
p ( x ) dx
5 dx
IF = e
=e
= e 5 x
Multiply both sides of equation by the IF:
5 x
5 x
y ' 5 e
y=0
d 5 x
e
y =0
dx
Integrate both sides wrt x to obtain the solution:
4
standard form
Example 1: Solving Homogeneous Linear Equation
Solution:
d 5 x
e
y =0
dx
Integrate both sides wrt x to obtain the solution:
d 55xx
e
y dx = 0 dx
dx
e 5 x y = c
y = ce5 x
Example 2: Solving Non-Homogeneous Linear Equation
y '+ y = e 3 x
Solution:
dy
y '+ y = e
+ p( x) y = f ( x)
dx
p(x) = 1, find an integrating factor (IF):
3x
p ( x ) dx
1d x
IF = e
=e
= ex
Multiply both sides of equation by the IF:
x
x
x 3x
e y '+ e y = e e
d x
e y = e4 x
dx
6
standard form
Example 2: Solving Non-Homogeneous Linear Equation
Solution:
d x
e y = e4 x
dx
Integrate both sides wrt x to obtain the solution:
d x
4x
e
y
dx
=
e
dx
dx
1 4x
x
e y = e +c
4
1 3x
y = e + ce x
4
7
Note:
The usage of the constant of integration in the evaluation of the indefinite
integral in the exponent of e P ( x ) dx has no effect on the solution of the
standard linear equation, dy + p( x ) y = f ( x )
dx
Hence, disregard the constant.
General Solution
The general solution of the linear DE
dy
+ p( x ) y = f ( x )
dx
on an interval I , is a sum of two solutions, y = yc + y P
where yc is a solution of the associated homogeneous equation,
and y p is a particular solution of the nonhomogeneous equation.
General Solution
From the solution of example 1:
y = ce5x
yp = 0
yc
From the solution of example 2:
1 3x
y = e + ce x
4
yp
10
yc
Transient Term
If yc 0 or/and y p 0 as x ,
then
yc
or/and y p is/are known as the transient term(s),
since its/their contribution to the values of a solution becomes
negligible for increasing values of x .
In fact, part of a solution, or all of the solution or none of the
solution may be a transient term.
11
Finding a transient term from the general solution:
From the solution of example 1:
y = ce5x
As x , yc , there is no transient term.
From the solution of example 2:
1 3x
y = e + ce x
4
As x , yc 0, the transient term is ce-x
12
Example:
Find the general solution of the given DE
DE::
y + 2 xy = x 3
Give the largest interval over which the general solution is
defined..
defined
Determine whether there are any transient terms in the
general solution
solution..
13
Solution:
y + 2 xy = x 3
p(x) = 2x
p ( x ) dx
2 xd x
x2
IF = e
=e
=e
Multiply both sides of equation by the IF:
x2
x2
3 x2
e y + 2 xe y = x e
d
dx
e x 2 y = x 3e x 2
14
x2
3 x2
y= x e
dx
Solution:
e
e
x2
y= x e
x2
1 2 x2 1 x2
y = x e e +c
2
2
1 2 1
x2
y = x + ce
2
2
3 x2
dx
The largest interval where the solution is defined is (0,).
As x , yc 0, the transient term is: ce
15
x2
