3

MATH C241:MATHEMATICSIII
BITS-PILANI HYDERABAD CAMPUS

Presented by
Dr. M.S. Radhakrishnan
Email: msr_bits@yahoo.com
 Lecture 3
First Order Linear Differential
Equations
Ch. 2
George F. Simmons,
Differential Equations with
Applications and Historical notes,
Tata McGraw-Hill, 2nd Ed, 2003
(Twelfth reprint, 2008)
13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 2
FIRST ORDER LINEAR
DIFFERENTIAL EQUATIONS

13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 3

In this lecture we study the important class
of (first order) Linear Differential
Equations. Our study includes
Definition of Linear d.e.
Methods of solving Linear d.e.
Equations that can be brought to linear
form by appropriate substitution

13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 4

 We recall that a d.e. is said to be linear if
the dependent variable and all its
derivatives appear only in the first degree.
Thus the standard form of a first order
linear d.e. is
dy
Py Q
dx
where P, Q are functions of x alone.
13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 5
We can easily show that an I.F. of the
associated homogeneous equation
dy
Py 0
dx

is e Pdx

e Pdx
Multiplying the above eqn by

it becomes
d P dx
( ye ) 0
dx
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Thus multiplying the linear differential
equation dy
Py Q
dx

by the integrating factor e

Pdx
, it becomes
d P dx
( ye ) Q e P dx

dx
Integrating we get the solution as
ye Pdx
Qe dx c, c an arb. const.
Pdx

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Example 1
dy
Solve the d.e. y 2x 1
dx
Solution
Here P 1; Q 2 x 1

Integrating factor is e P dx
e 1dx
e x

Multiplying by the I.F. and solving we get

ye (2 x 1) e dx c
x x

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or
ye (2 x 1) e 2e c, c an arb. const.
x x x

We may divide the above by ex and write

the solution also as
x
y 2 x 1 ce , c an arbitrary constant.

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We note that e ln f ( x )
f ( x)

ln f ( x ) ln( f ( x ))1 1 1
e e ( f ( x))
f ( x)

Thus e 2ln x
e ln x2
x 2

3ln x ln x 3 1 3
e e x 3
x
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Example 2
dy
Solve the d.e. (1 x ) 2 xy 4 x
2 3

dx
Putting it in standard form, it becomes
3
dy 2x 4x
y
dx (1 x )
2
(1 x )
2

3
Thus P 2x 4x
; Q
(1 x )
2
(1 x )
2

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Integrating factor is
2x
P dx (1 x )
dx
ln(1 x 2 )
e e (1 x )
2
2
e

Multiplying by the I.F. and solving we get

y (1 x ) 4x dx c
2 3

or y(1 x ) x c, c an arbitrary
2 4

constant.
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Sometimes we may make the equation as
linear in x.
That is, x is treated as the dependent variable
and x and all its derivatives (w.r.t. y) appear
only in the first degree.
Example 3

Solve the d.e. y dx (2 x ye ) dy 0 y

We rewrite this equation as

13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 13
 dx
y 2 x ye y

dy
which is linear in x. Putting it in the standard
form we get
dx 2
xe y

dy y

2
Thus P ; Qe y

y
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Integrating factor is
2
P dy dy
e e y
y 2

Multiplying by the I.F. and solving we get

x y y e dy c
2 2 y

or x y y e 2 ye 2e c,
2 2 y y y

c an arbitrary constant.
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We find frequently that in many problems we
have to apply the rule of Integration by parts
many times. For example

2 y 2 y y
y e dy y e 2 ye dy
2 y
y e 2 ye 2e dy
y y

y e 2 ye 2e c
2 y y y

The following extended rule of integration by

parts will come handy in such problems.
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Extended Rule of integration by
parts

u v dx u v1 u v2 u v3 ...

where subscripts denote integration and

superscripts denote differentiation.

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Example

2 x
(4 3
x 3 x 2
1) e dx

u v
1 2 x 1 2 x
(4 x 3x 1)( e ) (12 x 6 x )( e )
3 2 2

2 4
1 2 x 1 2 x
(24 x 6)( e ) 24( e ) c
8 16

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Equations that can be put in Linear
form
Bernoullis Equation
dy
The d.e. Py Q y (n 0, n 1)
n

dx
is called a Bernoullis equation. We see it
can be made into a linear equation.
Dividing throughout by yn, we get
n dy 1 n
y Py Q
dx
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 dz n dy
We now put z = y1-n. Then (1 n) y
dx dx
Hence the given equation becomes
1 dz
Pz Q
1 n dx
or dz (1 n) Pz (1 n)Q
dx
which is a linear equation (in z) and hence
can be solved.
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 Example 4
dy
Solve the d.e. x y 2 xy
22

dx

Dividing throughout by x2 and rearranging

the terms, we get the Bernoullis equation

dy 2 1 2
y 2 y
dx x x
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Dividing throughout by y2, we get
1 dy 2 1 1
2
2
y dx x y x
1
We now put z
y
The above equation becomes
dz 2 1 dz 2 1
z 2 or z 2
dx x x dx x x
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 2
P dx dx
Integrating factor is e e x
x 2

Multiplying by the I.F. and solving we get

z x x c
2

1 2
or x x c c an arbitrary constant.
y

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Example 5
Find the orthogonal trajectories of the family
of curves
x
y x ce
Solution
We first find the d.e. of the given family by
eliminating c. Differentiating w.r.t. x, we get
dy x
1 ce
dx
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Eliminating c we get the d.e. of the family as
dy
1 ( y x)
dx
Hence the d.e. of the family of orthogonal
trajectories is given by
dy 1

dx 1 ( y x)
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 or dx
( y x) 1
dy
dx
i.e. x y 1
dy
y
This is linear in x. Multiplying by the I.F. e
and integrating we get the family of
orthogonal trajectories as
y
x y 2 ce c, an arb. constant
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Reduction of order
As the name suggests, we see how a second
order d.e. can be converted into a first order
d.e. by appropriate substitution and hence
can be solved.
A general second order d.e. is of the form
F ( x, y, y, y) 0
where dashes denote differentiation w.r.t. x.
That is, it is an equation involving x, y, y, y
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Case(i) Dependent variable missing
That is we look at d.e. of the form
f ( x, y, y) 0
Putting p = y, we see the above equation is a
first order equation with p as the dependent
variable.
We use the methods discussed earlier to find p.
An integration then gives us the solution y.
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Example 6

Solve the d.e. x y ( y) 0

2 2

Solution
We put p = y. The given eqn. becomes
dp
x 2
p 0
2

dx
dp dx
Separating the variables we get 2
2
p x
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 1 1
Integrating we get c1 (*)
p x

dx 1 c1 x
or
dy x
Again separating the variables we get
x
dy dx
c1 x 1
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Integrating we get the solution

1 1
y x ln | (c1x 1)| c2
c1 c1

or c y c1 x ln | (c1 x 1)| c2
2
1

where c1, c2 are arbitrary constants, c1 0.

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If c1 = 0, (*) gives p x.

Integrating, we get

1 2
y x c2 , c2 an arbitrary constant
2
is also a solution.

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Case(ii) Independent variable
missing
That is we look at d.e. of the form
f ( y, y, y) 0
We put p = y. Now
dp dp dy dp
y p
dx dy dx dy
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Thus we see the above equation is a first
order equation with p as the dependent
variable and y as the independent variable.
We use the methods discussed earlier to
find p.
An integration then gives us the solution y.

13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 34

Example 7

Solve the d.e. y 2 y ( y) 3

Solution
We put p = y. The given eqn. becomes
dp
p 2 yp 3

dy
If p 0, separating the variables we get
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 dp
2
2 y dy
p
Integrating we get
1 dx
y c1 or
2
y c1
2

p dy

Again separating the variables we get

13-Jun-17 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 36

 ( y c1 ) dy dx
2

Integrating we get 3
y
c1 y x c2
3
where c1, c2 are arbitrary constants
Clearly y = c1, c1 an arbitrary constant is
also a solution. (Got by equating p to 0)

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Applications of first order linear
differential equations

First order linear differential equations arise

naturally when we want to solve certain
problems in Physics, Chemistry, Economics
and Engineering. We try to give some of
these applications.

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Radio-active decay (See Pages 20-21
of your textbook)
Radio-active substances have a tendency
to decay at a rate proportional to the mass
of the substance remaining. That is if x is
the mass of the substance at time t, then
dx
k x, k a positive constant
dt
which is a first order linear d.e. in x.
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 kt
Integrating, we get x x0 e
where x0 is the initial mass = mass at time t=0

The half-life T of the substance is the time

at which the mass is half of the initial mass
and satisfies the equation

x0 k T 1
x0 e or T ln 2
2 k
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 x0

x0/2

0 T t

We say the mass of the substance decays

exponentially.
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Example 8
If the half-life of a radio-active substance is
20 days, how long will it take for 99% of
the substance to decay?
Solution
The mass x at time t is given by
kt
x x0 e
Given when t = 20, x = x0/2. . (1)
Required to find t1 at which x =(0.01) x0(2)
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 (1) gives
k (0.05) ln 2
(2) gives
ln100 20ln100
t1
(0.05) ln 2 ln 2

133 days

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Example 9

Assume that the rate at which a hot body

cools is proportional to the difference in
temperature between it and its surroundings.
A body is heated to 1100C and placed in air
at 100C. After 1 hour its temperature is
600C. How much additional time is required
for it to cool to 300C?

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 Solution
The temperature T at time t satisfies the d.e.
dT
k (T 10)
dt
Separating the variables and integrating, we get
kt
T 10 c e , c, an arbitrary constant
At time t = 0, T = 110. Hence we get
110 10 c Or c = 100
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 kt
Hence T 10 100e
Also when t = 1, T = 60. Hence
k
60 10 100e Or k = ln 2.
Suppose at t = t1, T = 30. Hence
kt1
20 100e Or t1 = ln5/ ln 2.
***
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