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UNIT NUMBER
15.3
ORDINARY
DIFFERENTIAL EQUATIONS 3
(First order equations (C))
by
A.J.Hobson
For certain kinds of first order differential equation, it is possible to multiply the equation
throughout by a suitable factor which converts it into an exact differential equation.
dy 1
+ y = x2
dx x
dy
x + y = x3 .
dx
d
(xy) = x3
dx
x4
xy = + C,
4
Notes:
(i) The factor, x which has multiplied both sides of the differential equation serves as an
“integrating factor”, but such factors cannot always be found by inspection.
(ii) In the discussion which follows, we shall develop a formula for determining integrating
factors, in general, for what are known as “linear differential equations”.
1
DEFINITION
dy
+ P (x)y = Q(x)
dx
is said to be “linear”.
RESULT
dy
+ P (x)y = Q(x),
dx
the function
R
P (x) dx
e
d h R
P (x) dx
i
y×e .
dx
Proof
Suppose that the function, R(x), is an integrating factor; then, in the equation
dy
R(x) + R(x)P (x)y = R(x)Q(x),
dx
the left hand side must be the exact derivative of some function of x.
Using the formula for differentiating the product of two functions of x, we can make it the
derivative of R(x)y provided we can arrange that
d
R(x)P (x) = [R(x)].
dx
2
But this requirement can be interpreted as a differential equation in which the variables R(x)
and x may be separated as follows:
Z
1 Z
dR(x) = P (x) dx.
R(x)
Hence,
Z
ln R(x) = P (x) dx.
That is,
R
P (x) dx
R(x) = e ,
as required.
d
[y × R(x)] = R(x)P (x).
dx
Note:
There is no need to include an arbitrary constant, C, when P (x) is integrated, since it
would only serve to introduce a constant factor of eC in the above result, which would then
immediately cancel out on multiplying the differential equation by R(x).
EXAMPLES
dy 1
+ y = x2 .
dx x
Solution
An integrating factor is
R 1
dx
e x = eln x = x.
3
On multiplying throughout by the integrating factor, we obtain
d
[y × x] = x3 ;
dx
and so,
x4
yx = + C,
4
where C is an arbitrary constant.
2. Determine the general solution of the differential equation
dy 2
+ 2xy = 2e−x .
dx
Solution
An integrating factor is
R 2
2x dx
e = ex .
Hence,
d h 2
i
y × ex = 2,
dx
giving
2
yex = 2x + C,
A similar type of differential equation to that in the previous section has the form
dy
+ P (x)y = Q(x)y n .
dx
4
It is called “Bernouilli’s Equation” and may be converted to a linear differential equation
by making the substitution
z = y 1−n .
Proof
dy
y −n + P (x)y 1−n = Q(x).
dx
Also,
dz dy
= (1 − n)y −n .
dx dx
1 dz
+ P (x)z = Q(x).
1 − n dx
That is,
dz
+ (1 − n)P (x)z = (1 − n)Q(x),
dx
Note:
It is better not to regard this as a standard formula, but to apply the method of obtaining
it in the case of particular examples.
EXAMPLES
5
Solution
The differential equation may be rewritten
dy 2
−y −3 + x.y −2 = e−x .
dx
dy
Substituting z = y −2 , we obtain dz
dx
= −2y −3 dx and, hence,
1 dz 2
+ xz = e−x
2 dx
or
dz 2
+ 2xz = 2e−x .
dx
An integrating factor for this equation is
R 2
2x dx
e = ex .
Thus,
d x2
ze = 2,
dx
giving
2
zex = 2x + C,
dy y
+ = xy 2 .
dx x
6
Solution
The differential equation may be rewritten
dy 1 −1
y −2 + .y = x.
dx x
dy
On substituting z = y −1 we obtain dz
dx
= −y −2 dx so that
dz 1
− + .z = x
dx x
or
dz 1
− .z = −x.
dx x
An integrating factor for this equation is
R 1 1
e (− x ) dx
= e− ln x = .
x
Hence,
d 1
z× = −1,
dx x
giving
z
= −x + C,
x
where C is an arbitrary constant.
The general solution of the given differential equation is therefore
1 1
= −x + C or y = .
xy Cx − x2
15.3.3 EXERCISES
Use an integrating factor to solve the following differential equations subject to the given
boundary condition:
1.
dy
3 + 2y = 0,
dx
where y = 10 when x = 0.
7
2.
dy
3 − 5y = 10,
dx
where y = 4 when x = 0.
3.
dy y
+ = 3x,
dx x
where y = 2 when x = −1.
4.
dy y
+ = 1 − x2 ,
dx 1 − x
where y = 0 when x = −1.
5.
dy
+ y cot x = cos x,
dx
5
where y = 2
when x = π2 .
6.
dy
(x2 + 1) − xy = x,
dx
where y = 0 when x = 1.
7.
dy
3y − 2 = y 3 e4x ,
dx
where y = 1 when x = 0.
8.
dy
2y − x = x(x − 1)y 4 ,
dx
where y 3 = 14 when x = 1.
8
15.3.4 ANSWERS TO EXERCISES
1.
2
y = 10e− 3 x .
2.
5
y = 6e 3 x − 2.
3.
yx = x3 − 1.
4.
1
y = (1 − x)(1 + x)2 .
2
5.
sin x 2
y= + .
2 sin x
6.
q
y = 1 + x2 − 2(1 + x2 ).
7.
7e3x
y2 = .
e7x + 6
8.
56x6
y3 = .
21x6 − 24x7 + 7