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FIRST ORDER LINEAR EQUATION

Type of first order linear equation:


Type
Separable equations

Form

Method for solving

= ( ). ()

Linear equations

+ 0 ( ) = ()

Or the standard from

+ ( ) = ()

Exact equation

(, ) + (, ) = 0 is exact when it passes


the test for exactness:
Suppose the first derivatives of (, ) and (, )
are continuous in R. Then (, ) + (, ) =
0 is an exact equation in R iff

(, ) =
(, )

Holds for all (x,y) in R.

1 ( )

The eq. is equivalent to

= ( )
()
1.Write the eq. in standard form

+ ( ) = ()

2. Calculate the integrating factor


( ) = ()
3. Multiply both side of the eq. by the
integrating factor to obtain

[( )] = ( )()

4. Integrate the last eq. and solve for y by


dividing by (x)

1. Integrate = w.r.to x to get

(, ) = (, ) + () (1)
2. Take the partial derivative w.r.to y of

both sides of (1) and substitute N for


, then solve for ()
3. Integrate () to obtain ().
Substitute(y) into equation (1) to get
(, )
4. The solution to + = 0 is
given implicitly by (, ) =

Applications/Refer
ence

Suppose (, )
represents some
physical quantity
such as temperature
in a region of xyplane. The the level
curves of F, where
(, ) =
, could be
interpreted as
isotherms on a
weather map

Not exact equation

If (, ) + (, ) = 0 is not exact, but both


side can be multiplied with (, ) to be exact then
(, ) is called an integrating factor

1. If (, ) + (, ) = 0 is not
exact (

(, ) (, ) .

2. Consider

If

depends on just x, then


(, ) =

If

depends on just y, then



( )

Homogeneous
equation

= ( )

Test for homogeneity: replace by and by .


The function is homogeneous iff (, ) = (, )

(, ) =
3. Multiply (, ) to both side of the
equation, then solve like an exact
equation

1. Let = . Then = ( )

2. Since = then = => =

3.
= + = ()

4. () =
Equations with the
form

= ( + )

= ( + )

1. Use substitution = +
2.
3.

= + . => = = ()

= () +

4. ()+ =

Bernoulli equation

+ ( ) = ( )

Equations with
linear Coefficients

(1 + 1 + 1 ) + (2 + 2 + 2 ) = 0

1. Divide both side by we have



+ ( )1 = ()

2. Use substitution = 1

= (1 )

3. Substitute to the original problem we


1
have a new linear function 1 +
( ) = ( )
Case 1: 1 = 2 = 0

1 + 1
2 + 2

2 + 2 .

1 + 1 .

The a homogenous equations


Case 2: 1 2 = 2 1

Put the equation in the form = ( +


)
Case 3: 1 2 2 1
+ 1 + 1 = 0
Solve { 1
for h and k
2 + 2 + 2 = 0
Set the transformation = + and =
+ . Write the equation in terms of u
and v. Then we have a function of case 2
STEPS FOR IDENTIFYING AND SOLVING FIRST ORDER DIFFERENTIAL EQUATIONS
1. Identify if separable, exact or linear
2. Transform into exact, separable or linear using integrating factor, substitution or transformation

APPLICATIONS
Problem

Elements

Output

Mathematical Models

Mixing problems
Hypothesis: the tank is
constantly mixing

Input rate = concentration (kg/L) x


flow rate (L/time)
Output rate = concentration in the
tank (kg/L) x outflow rate (L/time)

The concentration of a
substance in a tank at time t:
()

Populations models

Heating and Cooling of


buildings

Newtonian Mechanics

(): the heat produced by people,


lights, machines inside the building
(): the heating/cooling provided
by the furnace or A/C
(): outside temperature
(): the inside temperature
K: constant depends on physical
properties of the building
1/K: time constant for the building
: mass of the object
: air resistance rate

The temperature of the


building at time t: ()

Malthusian:

=

(0) = 0
() = 0
Logistic models (read)

= [ () ()] + ()

+ ()

=
. = (, , )

Free fall: . =