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3 Linear Equations
Definition
A first-order differential equation of the form
a1 ( x )
dy
+ a0 ( x ) y = g ( x )
dx
dy
+ a 0 ( x )y = g ( x )
dx
(1)
Let
a 0 (x )
= p (x )
a1( x )
dy
+ p ( x )y = f ( x )
dx
and
(2)
g (x )
= f (x ) :
a1( x )
(3)
d
e
dx
p ( x ) dx
y =e
p ( x ) dx
f ( x)
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
y ' 5 e
y=0
d 5 x
e
y =0
dx
Integrate both sides wrt x to obtain the solution:
4
standard form
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
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
e y '+ e y = e e
d x
e y = e4 x
dx
6
standard form
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
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
General Solution
From the solution of example 1:
y = ce5x
yp = 0
yc
1 3x
y = e + ce x
4
yp
10
yc
Transient Term
If yc 0 or/and y p 0 as x ,
then
yc
11
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
13
Solution:
y + 2 xy = x 3
p(x) = 2x
p ( x ) dx
2 xd x
x2
IF = e
=e
=e
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
15
x2