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First Order Linear Differential Equations

This document discusses linear and non-linear first order differential equations. It defines a linear differential equation as one that can be written in the form dy/dx + P(x)y = Q(x), where the coefficients P(x) and Q(x) can be constant or variable functions. Non-linear differential equations do not have this form. The standard method for solving first order linear differential equations is to put the equation into standard form, find the integrating factor, multiply both sides by the integrating factor, and integrate both sides. This process yields the general solution for both homogeneous and non-homogeneous linear differential equations.

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Olsen Soqueña
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171 views27 pages

First Order Linear Differential Equations

This document discusses linear and non-linear first order differential equations. It defines a linear differential equation as one that can be written in the form dy/dx + P(x)y = Q(x), where the coefficients P(x) and Q(x) can be constant or variable functions. Non-linear differential equations do not have this form. The standard method for solving first order linear differential equations is to put the equation into standard form, find the integrating factor, multiply both sides by the integrating factor, and integrate both sides. This process yields the general solution for both homogeneous and non-homogeneous linear differential equations.

Uploaded by

Olsen Soqueña
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Module 3

First Order
Linear
Differential Equations
Linear and Non-Linear Differential Equations
 

A linear differential equation is any differential equation that can be written


in the following form;

In a linear de, there are no products of the function and its derivatives and
neither the function or its derivatives occur to any power other than the first
power.

Also, neither the function or its derivatives are inside another function,
such as (
The coefficients and can be zero or non-zero functions, constant or non-
 

constant functions, linear or non-linear functions.

Only the function and its derivatives are used in determining if a DE is


linear.

If a differential equation cannot be written in the linear form, then it is a


non-linear differential equation.
A first order linear differential equation is an equation that is of
 

the first degree in and and can be written in the following form:

  𝑑𝑦
𝑎 1 ( 𝑥) +𝑎 0 ( 𝑥 ) 𝑦=𝑔( 𝑥)
𝑑𝑥

When , the linear equation is said to be homogeneous.


 

When , the linear equation is said to be nonhomogeneous.


STANDARD FORM

By dividing both sides of the differential equation by the lead coefficient


a1(x), we obtain a more useful form, the standard form, of a linear
equation:
  𝑑𝑦
+ 𝑃 ( 𝑥 ) 𝑦=𝑄 ( 𝑥 ) ⇐ 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑓𝑜𝑟𝑚 𝑜𝑓 𝑓𝑖𝑟𝑠𝑡 𝑜𝑟𝑑𝑒𝑟 𝑙𝑖𝑛𝑒𝑎𝑟 𝑂𝐷𝐸
𝑑𝑥
Solving a linear first-order equation
 

(i) Put a linear differential equation into the standard form.


Solving a linear first-order equation
 

(i) Put a linear differential equation into the standard form.

(ii) From the standard form identify P(x) and then find the integrating
 

factor
(iii) Multiply the standard form of the equation by the integrating factor.
 

The left-hand side of the resulting equation is automatically the


derivative of the integrating factor and y:
(iii) Multiply the standard form of the equation by the integrating factor.
 

The left-hand side of the resulting equation is automatically the


derivative of the integrating factor and y:
 

(iv) Integrate both sides of this last equation.


 
∫ 𝑃 ( 𝑥 )𝑑𝑥 ∫ 𝑃 ( 𝑥 ) 𝑑𝑥
∫𝑑 [ 𝑒 𝑦 ]=∫ 𝑒 𝑄(𝑥)
 
Solving a Homogeneous Linear DE

 𝑑𝑦
+ 𝑃 ( 𝑥 ) 𝑦=𝑄 ( 𝑥)
𝑑𝑥

Solution
𝐼𝐹 : 𝑒∫ = 𝑒∫
  𝑃 ( 𝑥 ) 𝑑𝑥 −3 𝑑𝑥 −3 𝑥
=𝑒
Solving a Nonhomogeneous Linear DE
Solving a Nonhomogeneous Linear DE

Solution
Solving a Nonhomogeneous Linear DE

Solution

𝐼𝐹 : 𝑒∫ = 𝑒∫
  𝑃 ( 𝑥 ) 𝑑𝑥 −3 𝑑𝑥 −3 𝑥
=𝑒
Q(x)
Q(x)

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