Linear Differential Equations

A first-order linear differential equation is one that can be put into the form
dy
 P
xy
Q
x
dx

where P and Q are continuous functions on a given interval. This type of equation occurs
frequently in various sciences, as we will see.
An example of a linear equation is xy
 y
2x because, for x  0, it can be written
in the form
y


1
y
2
x

Notice that this differential equation is not separable because its impossible to factor the
expression for y
as a function of x times a function of y. But we can still solve the equation by noticing, by the Product Rule, that
xy
 y

xy

and so we can rewrite the equation as

xy

2x
If we now integrate both sides of this equation, we get
xy
x 2  C

or

C
x

y
x

If we had been given the differential equation in the form of Equation 2, we would have
had to take the preliminary step of multiplying each side of the equation by x.
It turns out that every first-order linear differential equation can be solved in a similar
fashion by multiplying both sides of Equation 1 by a suitable function I
x called an
integrating factor. We try to find I so that the left side of Equation 1, when multiplied by
I
x, becomes the derivative of the product I
xy:
I
x
y
 P
xy

I
xy

If we can find such a function I , then Equation 1 becomes

I
xy

I
xQ
x
Integrating both sides, we would have
I
xy
y I
xQ
x dx  C
so the solution would be
4

y
x

1
I
x

y

I
xQ
x dx  C

To find such an I, we expand Equation 3 and cancel terms:

I
xy
 I
xP
xy

I
xy

I

xy  I
xy

I
xP
x
I

x
1

2 LINEAR DIFFERENTIAL EQUATIONS

This is a separable differential equation for I , which we solve as follows:

dI

y P
x dx
I



ln I
y P
x dx
I
Ae x P
x dx
where A
e C. We are looking for a particular integrating factor, not the most general
one, so we take A
1 and use
I
x
e x P
x dx

Thus, a formula for the general solution to Equation 1 is provided by Equation 4, where I
is given by Equation 5. Instead of memorizing this formula, however, we just remember
the form of the integrating factor.
To solve the linear differential equation y
 P
xy
Q
x, multiply both sides by
the integrating factor I
x
e x P
x dx and integrate both sides.

EXAMPLE 1 Solve the differential equation

dy
 3x 2 y
6x 2.
dx

SOLUTION The given equation is linear since it has the form of Equation 1 with

P
x
3x 2 and Q
x
6x 2. An integrating factor is

I
x
e x 3x

dx

ex

Multiplying both sides of the differential equation by e x , we get

Figure 1 shows the graphs of several members of the family of solutions in Example 1.
Notice that they all approach 2 as x l .

ex

dy
3
3
 3x 2e x y
6x 2e x
dx

6
C=2

d x3
3

e y
6x 2e x
dx

or

C=1
C=0

Integrating both sides, we have

C=_1
_1.5

1.8
3

e x y
y 6x 2e x dx
2e x  C

C=_2
_3

y
2  Cex

FIGURE 1

EXAMPLE 2 Find the solution of the initial-value problem

x 2 y
 xy
1

x0

y
1
2

SOLUTION We must first divide both sides by the coefficient of y
to put the differential
equation into standard form:
6

y


1
1
y
2
x
x

x0

The integrating factor is

I
x
e x
1x dx
e ln x
x

LINEAR DIFFERENTIAL EQUATIONS 3

Multiplication of Equation 6 by x gives

1
x

xy
y

The solution of the initial-value problem in

Example 2 is shown in Figure 2.

ln x
C
x

y

and so

1
x

1
dx
ln x
C
x

xy
y

Then

xy

or

Since y
1
2, we have

(1,2)
0

2

ln 1
C

C
1

Therefore, the solution to the initial-value problem is

_5

ln x
2
x

y

FIGURE 2

EXAMPLE 3 Solve y
2xy
1.

SOLUTION The given equation is in the standard form for a linear equation. Multiplying by
the integrating factor

e x 2x dx
e x
we get

e x y
2xe x y
e x
2

(e x y)
e x

or
Even though the solutions of the differential
equation in Example 3 are expressed in terms of
an integral, they can still be graphed by a computer algebra system (Figure 3).

e x y
y e x dx
C

Therefore
2

Recall from Section 5.8 that x e x dx cant be expressed in terms of elementary functions.
Nonetheless, its a perfectly good function and we can leave the answer as

2.5

y
ex

C=2
_2.5

2.5

ye

dx
Cex

Another way of writing the solution is

C=_2

y
ex

_2.5

FIGURE 3

x2

e t dt
Cex

(Any number can be chosen for the lower limit of integration.)

Application to Electric Circuits
R

switch

In Section 7.2 we considered the simple electric circuit shown in Figure 4: An electromotive force (usually a battery or generator) produces a voltage of E
t volts (V) and a current of I
t amperes (A) at time t . The circuit also contains a resistor with a resistance of
R ohms () and an inductor with an inductance of L henries (H).
Ohms Law gives the drop in voltage due to the resistor as RI . The voltage drop due to
the inductor is L
dIdt. One of Kirchhoffs laws says that the sum of the voltage drops is
equal to the supplied voltage E
t. Thus, we have

FIGURE 4
7

dI

RI
E
t
dt

which is a first-order linear differential equation. The solution gives the current I at time t .

4 LINEAR DIFFERENTIAL EQUATIONS

EXAMPLE 4 Suppose that in the simple circuit of Figure 4 the resistance is 12  and the
inductance is 4 H. If a battery gives a constant voltage of 60 V and the switch is closed
when t
0 so the current starts with I
0
0, find (a) I
t, (b) the current after 1 s, and
(c) the limiting value of the current.
SOLUTION
The differential equation in Example 4 is
both linear and separable, so an alternative
method is to solve it as a separable equation
(Example 4 in Section 7.3). If we replace the
battery by a generator, however, we get an
equation that is linear but not separable
(Example 5).

(a) If we put L
4, R
12, and E
t
60 in Equation 7, we obtain the initial-value

problem
4

or

dI

12I
60
dt

I
0
0

dI

3I
15
dt

I
0
0

Multiplying by the integrating factor e x 3 dt
e 3t, we get

e 3t

dI

3e 3tI
15e 3t
dt
d 3t

e I
15e 3t
dt
e 3tI
y 15e 3t dt
5e 3t
C
I
t
5
Ce3t

Figure 5 shows how the current in Example

4 approaches its limiting value.

Since I
0
0, we have 5
C
0, so C
5 and

I
t
5
1  e3t 
(b) After 1 second the current is

y=5

I
1
5
1  e3   4.75 A

lim I
t
lim 5
1  e3t 

(c)

tl

5  5 lim e3t

2.5

tl

tl

50
5

FIGURE 5

EXAMPLE 5 Suppose that the resistance and inductance remain as in Example 4

but, instead of the battery, we use a generator that produces a variable voltage of
E
t
60 sin 30t volts. Find I
t.
SOLUTION This time the differential equation becomes
Figure 6 shows the graph of the current
when the battery is replaced by a generator.

dI

12I
60 sin 30t
dt

or

dI

3I
15 sin 30t
dt

The same integrating factor e 3t gives

dI
d 3t

e I
e 3t

3e 3tI
15e 3t sin 30t
dt
dt
0

2.5

Using Formula 98 in the Table of Integrals, we have

e 3tI
y 15e 3t sin 30t dt
15

_2

FIGURE 6

e 3t

3 sin 30t  30 cos 30t
C
909

5
I
101

sin 30t  10 cos 30t
Ce3t

LINEAR DIFFERENTIAL EQUATIONS 5

Since I
0
0, we get

50
 101

C
0

I
t
101
sin 30t  10 cos 30t
101 e3t

5

so

50

Exercises
A Click here for answers.
14

Observe that, if n
0 or 1, the Bernoulli equation is linear.

For other values of n, show that the substitution u
y 1n transforms the Bernoulli equation into the linear equation

Click here for solutions.

Determine whether the differential equation is linear.

1. y
e x y
x 2 y 2
3. xy
ln x  x 2 y
0

514

du


1  nP
xu

1  nQ
x
dx

2. y
sin x
x 3y
4. y
cos y
tan x

2426

Solve the differential equation.

5. y
2y
2e

24. xy
y
xy 2

6. y
x
5y

7. xy  2y
x 2

10. 1
xy
xy

dy

x sin 2x
y tan x,
dx

2  x  2

1520

17.

Solve the initial-value problem.

15. y
x
y,
16. t

of E
t
40 sin 60t volts, the inductance is 1 H, the resistance

is 20 , and I
0
1 A.
(a) Find I
t.
(b) Find the current after 0.1 s.
(c) Use a graphing device to draw the graph of the current
function.
a capacitor with a capacitance of C farads (F), and a resistor
with a resistance of R ohms (). The voltage drop across the

t  0,

y
1
0
C

dv
2
 2tv
3t 2e t , v
0
5
dt

18. 2xy
y
6x,

x  0,

19. xy
y
x 2 sin x,

dy
y


x,
dx
x
1

20. x

y
4
20

y

0
y
1
0,

x0

capacitor is QC, where Q is the charge (in coulombs), so in

this case Kirchhoffs Law gives

; 2122

Solve the differential equation and use a graphing calculator or computer to graph several members of the family of
solutions. How does the solution curve change as C varies?

21. xy
y
x cos x,

29. The figure shows a circuit containing an electromotive force,

y
0
2

dy

2y
t 3,
dt

28. In the circuit shown in Figure 4, a generator supplies a voltage

dr

r
te t
dt

voltage of 40 V, the inductance is 2 H, the resistance is 10 ,

and I
0
0.
(a) Find I
t.
(b) Find the current after 0.1 s.

du

u
1
t, t  0
13.
1
t
dt
14. t ln t

2
y3
y
2
x
x

27. In the circuit shown in Figure 4, a battery supplies a constant

dy

2xy
x 2
11.
dx
12.

25. y

26. y
y
xy 3

8. x 2 y
2xy
cos 2 x

9. xy
y
sx

Use the method of Exercise 23 to solve the differential

equation.

x0

RI

But I
dQdt (see Example 3 in Section 3.3), so we have

22. y

cos xy
cos x

23. A Bernoulli differential equation (named after James

Bernoulli) is of the form

dy

P
xy
Q
xy n
dx

Q

E
t
C

dQ
1


Q
E
t
dt
C

Suppose the resistance is 5 , the capacitance is 0.05 F, a

battery gives a constant voltage of 60 V, and the initial charge
is Q
0
0 C. Find the charge and the current at time t.

6 LINEAR DIFFERENTIAL EQUATIONS

30. In the circuit of Exercise 29, R
2 , C
0.01 F, Q
0
0,

and E
t
10 sin 60t. Find the charge and the current at time t.

31. Let P
t be the performance level of someone learning a skill

as a function of the training time t. The graph of P is called a

learning curve. In Exercise 13 in Section 7.1 we proposed the
differential equation
dP

kM  P
t
dt
as a reasonable model for learning, where k is a positive
constant. Solve it as a linear differential equation and use your
solution to graph the learning curve.
32. Two new workers were hired for an assembly line. Jim

processed 25 units during the first hour and 45 units during the
second hour. Mark processed 35 units during the first hour and
50 units the second hour. Using the model of Exercise 31 and
assuming that P
0
0, estimate the maximum number of
units per hour that each worker is capable of processing.
33. In Section 7.3 we looked at mixing problems in which the

volume of fluid remained constant and saw that such problems

give rise to separable equations. (See Example 6 in that
section.) If the rates of flow into and out of the system are different, then the volume is not constant and the resulting differential equation is linear but not separable.
A tank contains 100 L of water. A solution with a salt
concentration of 0.4 kgL is added at a rate of 5 Lmin. The
solution is kept mixed and is drained from the tank at a rate
of 3 Lmin. If y
t is the amount of salt (in kilograms) after

t minutes, show that y satisfies the differential equation

3y
dy

2
dt
100
2t
Solve this equation and find the concentration after 20 minutes.
34. A tank with a capacity of 400 L is full of a mixture of water

and chlorine with a concentration of 0.05 g of chlorine per liter.

In order to reduce the concentration of chlorine, fresh water is
pumped into the tank at a rate of 4 Ls. The mixture is kept
stirred and is pumped out at a rate of 10 Ls. Find the amount
of chlorine in the tank as a function of time.
35. An object with mass m is dropped from rest and we assume

that the air resistance is proportional to the speed of the object.

If s
t is the distance dropped after t seconds, then the speed is
v
s
t and the acceleration is a
v
t. If t is the acceleration
due to gravity, then the downward force on the object is
mt  cv, where c is a positive constant, and Newtons Second
Law gives
dv
m

mt  cv
dt
(a) Solve this as a linear equation to show that
v

mt

1  ectm 
c

(b) What is the limiting velocity?

(c) Find the distance the object has fallen after t seconds.
36. If we ignore air resistance, we can conclude that heavier

objects fall no faster than lighter objects. But if we take air

resistance into account, our conclusion changes. Use the
expression for the velocity of a falling object in Exercise 35(a)
to find dvdm and show that heavier objects do fall faster than
lighter ones.

LINEAR DIFFERENTIAL EQUATIONS 7

Answers

1. No

5. y
3 e x  Ce2x
2

3. Yes

 

7. y
x 2 ln x  Cx 2
11.
13.
15.
19.
21.

25.
27.
29.
31.

Click here for solutions.

x

9. y
3 sx  Cx
2

1 x
2

y
Cx 4  2
5x 12

(a) I
t
4  4e5t
(b) 4  4e12  1.57 A
4t
Q
t
3
1  e , I
t
12e4t
P(t)
P
t
M  Cekt
M

y
x  Ce  e x e dx
u

t 2  2t  2C2
t  1
2
2
y
x  1  3e x
17. v
t 3e t  5e t
y
x cos x  x
y
sin x 
cos xx  Cx
6
1
2

P(0)
0

33. y
5
100  2t  40,000
100  2t32; 0.2275 kgL

C=2
C=1
C=0.2

35. (b) mtc

10

C=_1
C=_2
_4

(c)
mtct 
mcectm  m 2tc 2

8 LINEAR DIFFERENTIAL EQUATIONS

Solutions: Linear Differential Equations

1. y 0 + ex y = x2 y 2 is not linear since it cannot be put into the standard linear form (1), y 0 + P (x) y = Q(x).
3. xy0 + ln x x2 y = 0 xy 0 x2 y = ln x

y0 + (x) y =

ln x
, which is in the standard linear
x

form (1), so this equation is linear.

5. Comparing the given equation, y0 + 2y = 2ex , with the general form, y0 + P (x)y = Q(x), we see that P (x) = 2
R

and the integrating factor is I(x) = e P (x)dx = e 2 dx = e2x . Multiplying the differential equation by I(x) gives

0
R
e2x y 0 + 2e2x y = 2e3x e2x y = 2e3x e2x y = 2e3x dx e2x y = 23 e3x + C
y = 23 ex + Ce2x .
0

7. xy 2y = x
I(x) = e

[divide by x]

P (x) dx

=e

(2/x) dx

equation () by I(x) gives

2
y +
x
0

y = x ().
2

= e2 ln|x| = eln|x|

2
1
1 0
y 3y=
x2
x
x

y = x2 (ln |x| + C ) = x2 ln |x| + Cx2 .

= eln(1/x ) = 1/x2 . Multiplying the differential

0
1
1
1
y
=
y = ln |x| + C

x2
x
x2

9. Since P (x) is the derivative of the coefficient of y0 [P (x) = 1 and the coefficient is x], we can write the

differential equation xy 0 + y = x in the easily integrable form (xy)0 = x xy = 23 x3/2 + C

y = 23 x + C/x.
R

= ex . Multiplying the differential equation y 0 + 2xy = x2 by I(x) gives

2 0
2
2
2
2
ex y 0 + 2xex y = x2 ex
ex y = x2 ex . Thus

11. I(x) = e

y = ex

13. (1 + t)

2x dx

hR

i
h
R
2
2
2
x2 ex dx + C = ex 12 xex

1 x2
e
2

du
+ u = 1 + t, t > 0 [divide by 1 + t]
dt

u0 + P (t) u = Q(t). The integrating factor is I(t) = e

i
2
2 R
dx + C = 12 x + Cex ex

1 x2
e
2

dx.

du
1
+
u = 1 (), which has the form
dt
1+t
P (t) dt

=e

[1/(1+t)] dt

= eln(1+t) = 1 + t.

Multiplying () by I(t) gives us our original equation back. We rewrite it as [(1 + t) u]0 = 1 + t. Thus,
(1 + t) u =

15. y 0 = x + y

(1 + t) dt = t + 12 t2 + C

t + 12 t2 + C
t2 + 2t + 2C
or u =
.
1+t
2 (t + 1)

y0 + (1)y = x. I(x) = e (1) dx = ex . Multiplying by ex gives ex y 0 ex y = xex

R
(ex y)0 = xex ex y = xex dx = xex ex + C [integration by parts with u = x,

dv = ex dx]

17.

u=

y = x 1 + Cex . y(0) = 2

1 + C = 2 C = 3, so y = x 1 + 3ex .

R
2
2
dv
2tv = 3t2 et , v (0) = 5. I(t) = e (2t)dt = et . Multiply the differential equation by I(t) to get
dt
2 0
R
2 dv
2
2
2
2
et
2tet v = 3t2
et v = 3t2 et v = 3t2 dt = t3 + C v = t3 et + Cet .
dt
2

5 = v(0) = 0 1 + C 1 = C, so v = t3 et + 5et .

LINEAR DIFFERENTIAL EQUATIONS 9

R
1
1
1
y = x sin x. I(x) = e (1/x) dx = e ln x = eln x = .
x
x
0

1
1
1
1
1
y = sin x
y = cos x + C
Multiplying by gives y0 2 y = sin x
x
x
x
x
x

19. xy0 = y + x2 sin x

y0

y = x cos x + Cx. y() = 0 (1) + C = 0 C = 1, so y = x cos x x.

R
1
y = cos x (x 6= 0), so I(x) = e (1/x)dx = eln|x| = x (for
x
x > 0). Multiplying the differential equation by I(x) gives

21. y 0 +

xy0 + y = x cos x (xy)0 = x cos x. Thus,

Z

1
1
y=
x cos x dx + C = [x sin x + cos x + C]
x
x
= sin x +

C
cos x
+
x
x

The solutions are asymptotic to the y-axis (except for C = 1). In fact, for C > 1, y as x 0+ , whereas
for C < 1, y as x 0+ . As x gets larger, the solutions approximate y = sin x more closely. The
graphs for larger C lie above those for smaller C. The distance between the graphs lessens as x increases.
23. Setting u = y 1n ,

equation becomes

dy
du
dy
yn du
un/(1n) du
= (1 n) y n
or
=
=
. Then the Bernoulli differential
dx
dx
dx
1 n dx
1 n dx
un/(1n) du
du
+ P (x)u1/(1n) = Q(x)un/(1n) or
+ (1 n)P (x)u = Q(x)(1 n).
1 n dx
dx

y3
1
2
2
2
4u
y = 2 . Here n = 3, P (x) = , Q(x) = 2 and setting u = y 2 , u satisfies u0
= 2.
x
x
x
x
x
x
Z

R
2
2
2
Then I(x) = e (4/x)dx = x4 and u = x4
6 dx + C = x4
+
C
= Cx4 +
.
x
5x5
5x

25. y 0 +

1/2
2
Thus, y = Cx4 +
.
5x
27. (a) 2

R
dI
dI
+ 10I = 40 or
+ 5I = 20. Then the integrating factor is e
dt
dt

equation by the integrating factor gives e5t

I(t) = e5t

dI
+ 5Ie5t = 20e5t
dt

5 dt

= e5t . Multiplying the differential

e5t I

= 20e5t

20e5t dt + C = 4 + Ce5t . But 0 = I(0) = 4 + C, so I(t) = 4 4e5t .

(b) I(0.1) = 4 4e0.5 1.57 A

29. 5

R
dQ
+ 20Q = 60 with Q(0) = 0 C. Then the integrating factor is e
dt

equation by the integrating factor gives e4t

Q(t) = e4t

dQ
+ 4e4t Q = 12e4t
dt

4 dt

= e4t , and multiplying the differential

e4t Q

= 12e4t

12e4t dt + C = 3 + Ce4t . But 0 = Q(0) = 3 + C so Q(t) = 3 1 e4t is the charge at time

t and I = dQ/dt = 12e4t is the current at time t.

10 LINEAR DIFFERENTIAL EQUATIONS

31.

R
dP
+ kP = kM , so I(t) = e k dt = ekt . Multiplying the differential
dt
dP
equation by I(t) gives ekt
+ kP ekt = kM ekt
dt
kt 0
e P = kM ekt
R

P (t) = ekt kM ekt dt + C = M + Cekt , k > 0. Furthermore, it is

reasonable to assume that 0 P (0) M , so M C 0.

33. y(0) = 0 kg. Salt is added at a rate of

0.4

kg
L

L
min

=2

kg
. Since solution is drained from the tank at a
min

rate of 3 L/min, but salt solution is added at a rate of 5 L/min, the tank, which starts out with 100 L of water,
contains (100 + 2t) L of liquid after t min. Thus, the salt concentration at time t is

y(t) kg
100 + 2t L

y(t) kg
. Salt therefore
100 + 2t L

3y
kg
. Combining the rates at which salt enters
100 + 2t min

dy
3y
dy
3
and leaves the tank, we get
=2
. Rewriting this equation as
+
y = 2, we see that
dt
100 + 2t
dt
100 + 2t
Z

3 dt
it is linear. I(t) = exp
= exp 32 ln(100 + 2t) = (100 + 2t)3/2 . Multiplying the differential
100 + 2t
leaves the tank at a rate of

equation by I(t) gives (100 + 2t)3/2

h

(100 + 2t)3/2 y

i0

L
3
min

dy
+ 3(100 + 2t)1/2 y = 2(100 + 2t)3/2
dt

= 2(100 + 2t)3/2

(100 + 2t)3/2 y = 25 (100 + 2t)5/2 + C

1
y = 25 (100 + 2t) + C(100 + 2t)3/2 . Now 0 = y(0) = 25 (100) + C 1003/2 = 40 + 1000
C
i
h
C = 40,000, so y = 25 (100 + 2t) 40,000(100 + 2t)3/2 kg. From this solution (no pun intended), we

y(t)
calculate the salt concentration at time t to be C(t) =
=
100 + 2t

"

40,000

5/2

(100 + 2t)

2
+
5

kg
. In particular,
L

40,000
2
kg
+ 0.2275
and y(20) = 25 (140) 40,000(140)3/2 31.85 kg.
1405/2
5
L
R
c
dv
+ v = g and I(t) = e (c/m)dt = e(c/m)t , and multiplying the differential equation by I(t) gives
35. (a)
dt
m
h
i0
dv
vce(c/m)t
e(c/m)t
+
= ge(c/m)t e(c/m)t v = ge(c/m)t . Hence,
dt
i
hRm
v(t) = e(c/m)t ge(c/m)t dt + K = mg/c + Ke(c/m)t . But the object is dropped from rest, so v(0) = 0
i
h
and K = mg/c. Thus, the velocity at time t is v(t) = (mg/c) 1 e(c/m)t .
C(20) =

(b) lim v(t) = mg/c

t

h
i
v(t) dt = (mg/c) t + (m/c)e(c/m)t + c1 where c1 = s(0) m2 g/c2 . s(0) is the initial position,
i
h
so s(0) = 0 and s(t) = (mg/c) t + (m/c)e(c/m)t m2 g/c2 .

(c) s(t) =