Lesson 23

2
First-Order Differential Equations
Copyright © Cengage Learning. All rights reserved.

2.3 Linear Equations

Linear Equations (1 of 19)
A Definition
Definition 2.3.1 Linear Equation

A first-order differential equation of the form
is said to be a linear equation in the variable y.
3
Standard Form
By dividing both sides of (1) by the lead coefficient a1(x), we
obtain a more useful form, the standard form, of a linear
equation:
𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑓(𝑥) We seek a solution of (2) on an interval I
𝑑𝑥
for which both coefficient functions P and f are continuous.
4
Before we examine a general procedure for solving equations of form
(2) we note that in some instances (2) can be solved by separation of
variables. For example, you should verify that the equations
𝑑𝑦 𝑑𝑦
+ 2𝑥𝑦 = 0 and =𝑦+5
𝑑𝑥 𝑑𝑥
are both linear and separable, but that the linear equation
is not separable.
5
Method of Solution
The method for solving (2) hinges on a remarkable fact that
the left-hand side of the equation can be recast into the form
of the exact derivative of a product by multiplying the both
sides of (2) by a special function μ(x). It is relatively easy to
find the function μ(x) because we want
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The equality is true provided that
The last equation can be solved by separation of variables. Integrating

𝑑𝜇
𝜇
= 𝑃𝑑𝑥 and solving ln 𝜇 𝑥 = ‫ 𝑥𝑑 𝑥 𝑃 ׬‬+ 𝑐1
gives
𝜇 𝑥 = c2 e‫𝑃 ׬‬ 𝑥 𝑑𝑥
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Hence we can simplify life and choose c2 = 1. The function
𝜇 𝑥 = 𝑒‫𝑃 ׬‬ 𝑥 𝑑𝑥
(3)
is called an integrating factor for equation (2). We multiplied both sides
of (2) by (3) and, by construction, the left-hand side is the derivative of a
product of the integrating factor and y:
8
𝑑
Linear Equations (7 of 19) 𝑑𝑥
𝑦 𝑒‫𝑃׬‬ 𝑥 𝑑𝑥
= 𝑒‫𝑃׬‬ 𝑥 𝑑𝑥
𝑓(𝑥)
We can integrate both sides of the last equation,
and solve for y. The result is a one-parameter family of

solutions of (2):
9
Solving a Linear First-Order (iii) Multiply the both sides of the
Equation standard form equation by the
(i) Remember to put a linear equation integrating factor. The left-hand side
into the standard form (2). of the resulting equation is
automatically the derivative of the
(ii) From the standard form of the product of the integrating factor
equation identify P(x) and then find
𝑒 ‫ 𝑥𝑑 𝑥 𝑃 ׬‬and y:
the integrating factor 𝑒 ‫ 𝑥𝑑 𝑥 𝑃 ׬‬. No
constant of integration is needed in
evaluating the indefinite integral
∫P(x)dx. (iv) Integrate both sides of the last
equation and solve for y.
10
Example 1 – Solving a Linear Equation
𝑑𝑦
Solve: 𝑑𝑥 − 3𝑦 = 0 We then multiply the given equation by
Solution: this factor and recognize that
This linear equation can be solved
by separation of variables. is the same as
Alternatively, since the differential 𝑑
[𝑦𝑒 −3𝑥 ] = 0
equation is already in standard 𝑑𝑥
form (2), we identify P(x) = −3, and Integrating the last expression
so the integrating factor is
𝑒 ‫ ׬‬−3𝑑𝑥 = 𝑒 −3𝑥
then yields
𝑦𝑒 −3𝑥 = 𝑐 or 𝑦 = 𝑐 𝑒 3𝑥
for −∞ < 𝑥 < ∞
11
General Solution
Suppose again that the functions P and f in (2) are continuous on a common
interval I. In the steps leading to (4) we showed that if (2) has a solution on I,
then it must be of the form given in (4).
Conversely, it is a straightforward exercise in differentiation to verify that any

function of the form given in (4) is a solution of the differential equation (2) on I.
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In other words, (4) is a one-parameter family of solutions of equation (2) and
every solution of (2) defined on I is a member of this family. Therefore we call
(4) the general solution of the differential equation on the interval I.
Now by writing (2) in the normal form y′ = F(x, y), we can identify F(x, y) =
−P(x)y + f(x) and ∂F ∕ ∂y = −P(x).
From the continuity of P and f on the interval I we see that F and ∂F ∕ ∂y are
also continuous on I.
13
We know that there exists one and only one solution of the first-order initial-value
problem
𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑓 𝑥 , 𝑦 𝑥0 = 𝑦0 (6)
𝑑𝑥
defined on some interval I0 containing x0.
But when x0 is in I, finding a solution of (6) is just a matter of finding an

appropriate value of c in (4)—that is, to each x0 in I there corresponds a distinct
c.
14
Example 3 – General Solution
𝑑𝑦 Here we have used the basic identity
Solve 𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥.
𝑑𝑥
𝑏 log𝑏 𝑁 = 𝐵, 𝑁 > 0. Now we multiply (7) by 𝑥 −4 and
Solution: rewrite:
Dividing by x, the standard form of the given −4
𝑑𝑦 4
𝑥 − 5 𝑦 = 𝑥𝑒 𝑥
DE is 𝑑𝑥 𝑥
𝑑𝑦 4 As
− 𝑦 = 𝑥5𝑒𝑥 𝑑 −4
𝑑𝑥 𝑥 𝑥 𝑦 = 𝑥𝑒 𝑥
𝑑𝑥
It follows from integration by parts that the general
From this form we identify P(x) = −4 ∕ x and solution defined on the interval (0, ∞) is
f(x) = x5 ex and further observe that P and f
are continuous on (0, ∞) 𝑥 −4𝑦 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐
Hence the integrating factor is Or

−4
𝑦 = 𝑥 5𝑒 𝑥 − 𝑥 4𝑒 𝑥 + 𝑐𝑥 4
𝑒 −4 ‫𝑥𝑑 ׬‬/𝑥 = 𝑒 −4ln𝑥 = 𝑒 ln 𝑥 = 𝑥 −4
15
Except in the case in which the lead coefficient is 1, the
recasting of equation (1) into the standard form (2) requires
division by a1(x). Values of x for which a1(x) = 0 are called
singular points of the equation.
Singular points are potentially troublesome. Specifically, in

(2), if P(x) (formed by dividing a0(x) by a1(x)) is
discontinuous at a point, the discontinuity may carry over to
solutions of the differential equation.
16
Example 5 – An Initial-Value Problem
𝑑𝑦
Solve + 𝑦 = 𝑥, 𝑦 0 = 4 Solving this last equation for y yields the
𝑑𝑥
general solution
Solution:
𝑦 = 𝑥 − 1 + 𝑐𝑒 −𝑥
The equation is in standard form, and
P(x) = 1 and f(x) = x are continuous But from the initial condition we know that
on −∞, ∞ . The integrating factor is y = 4 when x = 0. Substituting these values
𝑒 ‫ 𝑥 𝑒 = 𝑥𝑑 ׬‬, so integrating into the general solution implies that c = 5.
Hence the solution of the problem on the
interval −∞, ∞ is
gives
𝑥 𝑥 𝑥
𝑒 𝑦 = 𝑥𝑒 − 𝑒 + 𝑐 𝑦 = 𝑥 − 1 + 5𝑒 −𝑥
17
Figure, obtained with the aid of a graphing utility, shows the graph of the
solution (9) in dark blue along with the graphs of other members of the one-
parameter family of solutions 𝑦 = 𝑥 − 1 + 𝑐𝑒 −𝑥
Figure 2.3.2
18
It is interesting to observe that as x increases, the graphs of all members of this
family are close to the graph of the solution y = x − 1.
The last solution corresponds to c = 0 in the family and is shown in dark green in
Figure 2.3.2. This asymptotic behavior of solutions is due to the fact that the
contribution of 𝑐𝑒 −𝑥 , c ≠ 0, becomes negligible for increasing values of x.
19
We say that 𝑐𝑒 −𝑥 is a transient term, since 𝑒 −𝑥 → 0 as 𝑥 → ∞ . While this
behavior is not characteristic of all general solutions of linear equations, the
notion of a transient is often important in applied problems.
Piecewise-Linear Differential Equation
In the construction of mathematical models (especially in the biological
sciences and engineering) it can happen that one or more coefficients in a
differential equation is a piecewise-defined function.
In particular, when either P(x) or f(x) in (2) is a piecewise-defined function
the equation is then referred to as a piecewise-linear differential equation.
20
Example 6 – An Initial-Value Problem
Solve
The graph of the discontinuous function f We solve the DE for y(x) first on the interval [0, 1]
is shown in figure. and then on the interval [0, ). For 0 ≤ x ≤ 1 we
𝑑𝑦
have 𝑑𝑥 + 𝑦 = 1, The integrating factor is 𝑒 𝑥 , thus
𝑑
𝑑𝑥
𝑦𝑒 𝑥 = 𝑒 𝑥 at 𝑥 = 0, 𝑦 = 0
0 = 1 + 𝑐𝑒 0
𝑦𝑒 𝑥 = 𝑒 𝑥 + 𝑐 𝑐 = −1
𝑦 = 1 + 𝑐𝑒 −𝑥 𝑦 = 1 − 𝑒 −𝑥
Figure 2.3.3
21
Example 6 – Solution
Then for x > 1 the equation The requirement that lim+ 𝑦 𝑥 = 𝑦(1) implies
𝑥→1
𝑑𝑦 that or c2 = e − 1. As seen in figure, the function
+𝑦 = 0
𝑑𝑥
leads to 𝑦 = 𝑐2 𝑒 −𝑥. Hence we can write

1 − 𝑒 −𝑥 , 0≤𝑥 ≤1
𝑦= ቊ
𝑐2 𝑒 −𝑥 𝑥>1
Figure 2.3.4
By appealing to the definition of continuity

at a point, it is possible to determine c2 so 1 − 𝑒 −𝑥 , 0≤𝑥≤1
𝑦= ቊ
that the foregoing function is continuous at (𝑒 − 1)𝑒 −𝑥 𝑥>1
x = 1.
is continuous on (0,)
22

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2

First-Order Differential Equations

Copyright © Cengage Learning. All rights reserved.

Copyright © Cengage Learning. All rights reserved.

Definition 2.3.1 Linear Equation

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

The last equation can be solved by separation of variables. Integrating

We can integrate both sides of the last equation,

and solve for y. The result is a one-parameter family of

Conversely, it is a straightforward exercise in differentiation to verify that any

But when x0 is in I, finding a solution of (6) is just a matter of finding an

Hence the integrating factor is Or

Singular points are potentially troublesome. Specifically, in

leads to 𝑦 = 𝑐2 𝑒 −𝑥. Hence we can write

By appealing to the definition of continuity

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