EE426/506 Class Notes 06/23/10 John Stensby

Appendix 4: First-Order Ordinary Differential Equations

Consider the first-order, ordinary differential equation

dy
+ Ky = x , (4A-1)
dt

where K is a known constant, and x(t) is a known forcing function. In Chapter 1 of these class
notes, equations of this form are used to model simple first-order circuits. In what follows, the
general solution of (4A-1) is developed. When coupled with an initial condition, (4A-1) forms
an initial value problem (IVP), a development covered below.
The general solution of (4A-1) can be found by using an integrating factor μ(t). This
factor is a special function of time that is chosen to accomplish

d dμ dy ⎛ dy ⎞
(μy) = y+μ = μ ⎜ + Ky ⎟ , (4A-2)
dt dt dt ⎝ dt ⎠

a feat that requires

dμ
= Kμ . (4A-3)
dt

The simplest integrating factor is

μ(t) = e Kt . (4A-4)

Multiply both sides of (4A-1) by μ(t) and use (4A-2) to obtain

EE426/506 Class Notes 06/23/10 John Stensby
d
(μy) = μx , (4A-5)
dt

a separable equation. Integrate both sides of (4A-5) to obtain

1⎡
μx dt + C ⎤ ,
μ ⎣∫
y= (4A-6)
⎦

where C is an arbitrary constant, and the integration is indefinite. (4A-6) is the general solution
of (4A-1), an important result.

Initial Value Problem (IVP)

Simple applications of (4A-1) require a solution y(t), t ≥ 0, that meets a given initial
condition y(0). Such an initial value problem (IVP) has a solution of the form

y(t) = e − Kt ⎡⎢ ∫ e Kα x( α) dα + y(0) ⎤⎥ , t ≥ 0 ,
t
(4A-7)
⎣ 0 ⎦

a result obtained from (4A-6) with μ given by (4A-4).

A problem may require the solution y(t), t ≥ t0 > 0, that meets the specified condition
y(t0). Use (4A-7) to write

y(t) = e − Kt ⎡⎢ ∫ e Kα x( α) dα + ∫ 0 e Kα x(α) dα + y(0) ⎤⎥

t t
⎣ t0 0 ⎦

⎡ ⎤. (4A-8)
⎢ t ⎥
= e − K(t − t 0 ) ⎢ ∫ e K( α− t 0 ) x( α) dα + e− Kt 0 ⎜⎛ ∫ 0 e Kα x(α) dα + y(0) ⎟⎞ ⎥
t
⎢ t0  ⎝ 0 
⎠ ⎥
⎢⎣ y(t 0 ) ⎥⎦
EE426/506 Class Notes 06/23/10 John Stensby

for t ≥ t0 > 0. Note that y(t0) appears within the bracket on the right-hand side of (4A-8). This
result can be summarized as

y(t) = e − K(t − t 0 ) ⎡⎢ ∫ e K( α− t 0 ) x( α) dα + y(t 0 ) ⎤⎥ ,

t
t ≥ t 0 > 0. (4A-9)
⎣ t0 ⎦