2.

3 Linear Equations
Definition
A first-order differential equation of the form
a1 ( x )

dy
+ a0 ( x ) y = g ( x )
dx

is said to be a linear equation in the dependent variable y.

When g(x)= 0, the linear equation is said to be homogeneous;
otherwise, it is nonhomogeneous.

Standard form of a linear equation:

a 1( x )

dy
+ a 0 ( x )y = g ( x )
dx

(1)

Divide both sides of (1) by a 1( x ) :

dy a 0 ( x )
g (x )
+
y =
dx a 1( x )
a 1(x )

Let

a 0 (x )
= p (x )
a1( x )

dy
+ p ( x )y = f ( x )
dx

and

(2)

g (x )
= f (x ) :
a1( x )
(3)

Method of Solution for Linear Equations

Put a linear equation of form (1) into the standard form (3).

Identify p(x) and then find the integrating factor (IF).
p ( x ) dx
IF = e

Multiply the standard form of the equation by the IF.

The left-hand side of the resulting equation is actually the derivative

of the product of the IF and the dependent variable y :

d
e
dx

p ( x ) dx

y =e

p ( x ) dx

Integrate both sides of this last equation.

f ( x)

Example 1: Solving Homogeneous Linear Equation

y ' 5 y = 0
Solution:

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

Multiply both sides of equation by the IF:

5 x
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

Example 1: Solving Homogeneous Linear Equation

Solution:

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

Example 2: Solving Non-Homogeneous Linear Equation

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

Multiply both sides of equation by the IF:

x
x
x 3x

e y '+ e y = e e

d x
e y = e4 x

dx
6

standard form

Example 2: Solving Non-Homogeneous Linear Equation

Solution:

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

Hence, disregard the constant.

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

where yc is a solution of the associated homogeneous equation,

and y p is a particular solution of the nonhomogeneous equation.

General Solution
From the solution of example 1:

y = ce5x

yp = 0
yc

From the solution of example 2:

1 3x
y = e + ce x
4
yp

10

yc

Transient Term

If yc 0 or/and y p 0 as x ,

then

yc

or/and y p is/are known as the transient term(s),

since its/their contribution to the values of a solution becomes

negligible for increasing values of x .
In fact, part of a solution, or all of the solution or none of the
solution may be a transient term.

11

Finding a transient term from the general solution:

From the solution of example 1:

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

Give the largest interval over which the general solution is

defined..
defined
Determine whether there are any transient terms in the
general solution
solution..

13

Solution:

y + 2 xy = x 3

p(x) = 2x

p ( x ) dx
2 xd x
x2

IF = e
=e
=e

Multiply both sides of equation by the IF:

x2

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

The largest interval where the solution is defined is (0,).

As x , yc 0, the transient term is: ce

15

x2