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First Order Linear ODEs Explained

This document covers the methods for solving first-order linear ordinary differential equations (ODEs), including their forms and procedures. It provides examples of solving linear equations and discusses homogeneous equations, integrating factors, and specific problem-solving steps. Additionally, it presents various problems for practice related to the concepts discussed.

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AhmedTarek1210
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9 views20 pages

First Order Linear ODEs Explained

This document covers the methods for solving first-order linear ordinary differential equations (ODEs), including their forms and procedures. It provides examples of solving linear equations and discusses homogeneous equations, integrating factors, and specific problem-solving steps. Additionally, it presents various problems for practice related to the concepts discussed.

Uploaded by

AhmedTarek1210
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

LECTURE (3): 1ST ORDER 1ST DEGREE

ORDINARY DIFFERENTIAL EQUATIONS


• Each method has its own test and method.
• Therefore, you have to check first using the test if the
method can be applied, then execute the steps.
4. Linear Equations
Linear Equations

• A linear 1st order ODE in the dependent variable 𝑦


takes the following form
𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)
𝑑𝑥
where 𝑃 𝑥 and Q 𝑥 are functions in 𝑥

Note that the previous ODE is not separable i.e., we


cannot sperate 𝑥 and 𝑦 in two different sides of the
equation
Procedure for solving linear first order equation

1. Put the linear equation in the form


𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)
𝑑𝑥
2. Find 𝑃 𝑥 and the integrating factor
𝜇 𝑥 = 𝑒 𝑃 𝑥 𝑑𝑥
3. Therefore, the general solution becomes as
follows:
Notes: Homogeneous equations

Definition:
The homogenous equation takes the following form
𝑑𝑦
+𝑃 𝑥 𝑦=0
𝑑𝑥 Note the term
0

The solution of the homogeneous is standard


𝑑𝑦
= −𝑃 𝑥 𝑑𝑥
𝑦
𝑦 = 𝑒 𝑐 𝑒 𝑃 𝑥 𝑑𝑥
Example 1
𝑑𝑦
Solve 𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥
𝑑𝑥

First of all, we cannot separate both variables

Now we need to find the type of the previous DE


This equation is a first-order linear equation
Example 1

𝑑𝑦
𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥
𝑑𝑥
Step 1 : Put the equation in the form
𝑑𝑦 4
− 𝑦 = 𝑥 5𝑒 𝑥
𝑑𝑥 𝑥
Example 1

𝑑𝑦 4
− 𝑦 = 𝑥 5𝑒 𝑥
𝑑𝑥 𝑥
Step 2: Find 𝑃 𝑥 and the integrator factor
𝜇 𝑥 = 𝑒 𝑃 𝑥 𝑑𝑥
4
𝑃 𝑥 =−
𝑥
𝑄 𝑥 = 𝑥 5𝑒 𝑥
And the integrating factor
4 −4
− 𝑑𝑥
𝜇 𝑥 =𝑒 𝑥 = 𝑒 −4 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −4
Example 1

Step 3: the solution is

𝑦 𝑥 −4 = 𝑥𝑒 𝑥 𝑑𝑥

𝑥 −4 𝑦 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐
Finally
𝑦 = 𝑥 5 𝑒 𝑥 − 𝑥 4 𝑒 𝑥 + 𝑐𝑥 4
Example 2

Solve the following ODE


𝑑𝑦
+ 2𝑥𝑦 = 8𝑥
𝑑𝑥
Example 2

Solution:
𝑑𝑦
Step 1: Put the equation in the form +𝑃 𝑥 𝑦
𝑑𝑥
= 𝑄(𝑥)
2𝑥 𝑑𝑥 𝑥 2
Step 2: 𝑃(𝑥) = 2𝑥, 𝜇 𝑥 = 𝑒 = 𝑒
Step 3: the solution is 
𝑥 2 𝑥 2 𝑥 2
𝑦 𝑒 = 8𝑥𝑒 𝑑𝑥 = 4𝑒 +𝑐

−𝑥 2
𝑦 =4+ 𝑐𝑒
Example 3
Problems

Solve the following ODE


𝑑𝑦
1- 𝑥 + 4𝑦 = 𝑥 3 − 𝑥
𝑑𝑥

2- 𝑥 + 2 2 𝑑𝑦 = 5 − 8𝑦 − 4𝑥𝑦
𝑑𝑥
𝑑𝑦
3- 𝑥 + 1 + 𝑦 = ln 𝑥 , 𝑦 1 = 10
𝑑𝑥
Problems

Solve the following ODE


𝑑𝑦 3 1 3 1
1- 𝑥 + 4𝑦 = 𝑥 − 𝑥 𝑦= 𝑥 − 𝑥 + 𝑐𝑥 −4
𝑑𝑥 7 5

2- 𝑥 + 2 2 𝑑𝑦 = 5 − 8𝑦 − 4𝑥𝑦
𝑑𝑥
5
𝑦= (𝑥 + 2)−1 +𝑐 𝑥 + 2 −4
3
𝑑𝑦
3- 𝑥 + 1 + 𝑦 = ln 𝑥 , 𝑦 1 = 10
𝑑𝑥
𝑥 21 − 𝑥
𝑦= ln 𝑥 +
𝑥+1 𝑥+1
Bernoulli Equations
Bernoulli Equations
Example (1)
Example (2)

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