2.

2 FIRST ORDER
LINEAR
DIFFERENTIAL
EQUATIONS
 objectives:
At the end of this lecture,
students should be able to:

(a) Solve first order linear

differential equations by
means of an integrating factor
Solving Differential Equations
by Using Integrating Factors
First – order differential equation
which are expressible in the form
dy
dy  Py  Q
 Py  Q
dx
dx
where P and Q are constant s or
functions in x can be solved using
the integrating factor .
 Examples of such linear
differential equations :
dy dy
 2 y  x 1  2 xy  x 2
dx dx
dy
dy  Py  Q
 Py  Q
dx
dx
dy x dy 3
 y sin x  e  y  2x
dx dx
First - order linear
differential equation

dy
 Py  Q
dx
It can be solve by multiplying the
equation with an integrating
factor I , where

Pdx
 Pdx
I ( x)  e
I ( x)  e
The result

 Pdx dy  P e  Pdx y  Q e  Pdx

e dx
Product rule

d
dx

ye  Pdx

 Qe  Pdx
Express the equation

d
dx
y e  Pdx   Q e  Pdx

in the form

d ye   Pdx
Q e  Pdx
dx
and integrating it , we can
then obtain the general
solution from


 d ye  Pdx  Qe  Pdx
dx

y e  Pdx  Pdx
  Q e dx
 Example 1
Find the general solution of
the following differential
equations.
dy x
(a) ye
dx
dy 3
(b) x  y  x sin 2 x
dx
 dy x
(a) ye
dx
compare
dy
 P( x) y  Q( x)
dx
Therefore , P( x)  1
Integrating factor, IF
 dx
e  P ( x ) dx e x
e
Multiply the DE with IF

x  dy  x x
e   y   e (e )
 dx 
xdy x 2x
e e y  e
dx
d ye  
x
e 2x
dx
Integrate both sides

x 2x
 d ( ye )   e dx
x1 2x
ye  e  c
2
1 x x
y  e  ce
2
 dy 3
(b) x  y  x sin 2 x
dx
dy y 2
  x sin 2 x
dx x compare
dy
 P( x) y  Q( x)
dx
Therefore 1
P( x)  
x
Integrating factor, IF
1
  dx 1 1
 P ( x ) dx e x e ln x 
e x
Multiply the DE with IF
1  dy y  1 2
   
x  dx x  x
x sin 2 x 
1 dy y
 2  x sin 2 x
x dx x
  y
d 
 x   x sin 2 x
dx
Integrate both sides
by parts
 y
 d     x sin 2 xdx
 x  y  x cos 2 x sin 2 x
  c
x 2 4
2
 x cos 2 x x sin 2 x
y   cx
2 4
 Example 2
Find the particular solution of the
following differential equations.

dy
dy 3
((aa)) xx  xx  yy  xx ;; yy((11)) 11
3
dx
dx
yy sin xx
sin
((bb)) yy''  ;; yy((00))  00
tan xx tan
tan tan xx
 dy
dy 3
((aa)) xx  xx yy  xx ;; yy((11)) 11
3
dx
dx
dy y 2
1  x
dx x
dy y 2
  x 1
dx x
compare
dy
 P( x) y  Q( x)
dx
 1
Therefore P ( x )  
x
Integrating factor, IF
1
  dx
e  P ( x ) dx  e x

ln x 1
e
1

x
Integrate both sides

 y  1
 d      x  dx
x  x
2
y x
  ln x  c
x 2
When x=1, y=1
1
1   ln 1  c
2
1
c
2
Therefore
2
y x 1
  ln x 
x 2 2
3
x 1
y  x ln x  x
2 2
 y sin x
( b ) y'   ; y( 0 )  0
tan x tan x

dy y sin x
 
dx tan x tan x
compare
dy
 P ( x ) y  Q( x )
dx
 1
Therefore P( x ) 
tan x
Integrating factor, IF
1 cos x
 P ( x )dx  dx  dx
e e tan x
e sin x

e ln sin x

 sin x
 Multiply the DE with IF

 dy y   sin x 
sin x     sin x  
 dx tan x   tan x 
2
dy sin x sin x
sin x y 
dx tan x tan x
2
dy sin x cos x sin x cos x
sin x y 
dx sin x sin x
 dy
sin x  y cos x  sin x cos x
dx
d ( y sin x)
 sin x cos x
dx
Integrate both sides
 d  y sin x    sin x cos xdx
1
  sin 2 xdx
2
1
y sin x   cos 2 x  c
4
When x = 0, y = 0
1 1
y sin(0)   cos(0)  c c
4 4
Thus , the particular solution is
1 1
y sin x   cos 2 x 
4 4
11
yy  11cos
cos22xx
44sin
sin xx
Example 3

Find the general solution of the

Differential equation

dy 3 x
 3 y  3e sec hx tanh x
dx
Given dy 3 x
 3 y  3e sec hx tanh x
dx
compare
dy
 P ( x ) y  Q( x )
dx
Therefore P( x)  3
Integrating factor, IF

 3dx
3x
V ( x)  e e
Multiply the DE with IF
 dy
3x  3 x

e   3 y   3e sec hx tanh x e 3x

 dx 
d
dx

y .e 3x
  3 x sec hx tanh x
Integrate both sides
e . y   3 sec hx tanh x dx
3x

 3sech x  c
ye 3 x
c  3sech x 
Example 10

The solution curve for a differential

dy
 2 y  3x
equation of the form dx ,
 3  1 
 0,   ln ,  
passes through the points   and  2 
4

Determine the value of  in the

.
logarithmic form .
Given dy
 2 y  3x
dx
dy
 2 y  3x
dx
compare
dy
 P ( x ) y  Q( x )
dx

Therefore P (x )  2
  2x  2x
Use integration
ye   3xe dx by parts

Let u = 3x , du = 3dx
2x
2x e
dv  e dx , v   2
 2x 3  x 3  2x
Thus,  3xe dx   xe   e dx
2 2
3  2x 3  2x
  xe  e  c
2 4
 
3  2 x 3  2x
Thus, ye   xe  e  c
2 x
2 4
3 3 2x
y   x   ce
2 4
General Solution
3
x  0, y 
When 4
3 3 3 20 
  0    ce
4 2 4
3 3 3
  c  c 
4 4 2
Therefore, 3 3 3 2x
y x  e
2 4 2
Particular Solution
1
When x  ln , y  
2  1
3  1  3 3 2 ln 
    ln    e  2
2 2 4 2
3 1 3 31 3 3
   ln       ln 2 
2 2 4 24 2 8
EXERCISE:
Solve the differential equation:
dy
( a )(1  x )
2
 2 xy  3 x
dx
when x  0 and y  2

dy 10 x  y
(b ) 
dx 2x
if x  0 and y  0
 SUMMARY

One can recognize a differential equation in

the form
dy
 Py  Q
dx
Then the method of ‘IF’ is used here.