5 Linear First Order Equations
Definition 5.1. The differential equation in the form:
dy
+ P (x)y = Q(x) (5.1)
dx
is called linear first order differential equation. We assume that
functions P (x) and Q(x) are continuous on some interval.
Definition 5.2. An integrating factor for a differential equation
is a function µ(x, y) such that the multiplication of each side of the
differential equation by µ(x, y) yields an equation in which each side
is recognizable as a derivative.
Example 5.1. Consider the linear first order differential equation
equation:
dy
+ y = 2.
dx
If we multiply both sides of given equation by ex then we get
dy d x d
ex + ex y = 2ex =⇒ (e y) = (2ex ) .
dx dx dx
We see that each side of resulting equation is a derivative. So, function
µ(x) = ex is an integrating factor for given equation.
Theorem 5.1. An integrating factor for the linear first order differen-
tial equation (5.1) has the form:
R
P (x)dx
µ(x) = e . (5.2)
Proof. Multiplying both sides of equation (5.1) by µ(x) gives
dy
µ(x) + µ(x)P (x)y = µ(x)Q(x). (5.3)
dx
24
If function µ(x) is an integration factor for equation (5.1) then by
definition each side of (5.3) should be a derivative. To make a left-hand
side of (5.3) a derivative of some function it is sufficient to choose µ(x)
such that µ(x)P (x) = µ0 (x) is satisfied. Indeed, if µ(x)P (x) = µ0 (x)
then the left-hand side of (5.3) becomes
dy 0
0 0
µ(x) + µ(x)P (x)y = µ(x)y (x) + µ (x)y(x) = µ(x)y(x) .
dx
Now, let us find µ(x). We have
dµ
µ(x)P (x) = µ0 (x) =⇒ = P (x)dx =⇒
µ
Z R
P (x)dx
=⇒ ln µ = P (x)dx =⇒ µ(x) = e
which completes the proof.
Remark 5.1. Using the result of Theorem 5.1, we can now describe
the method to solve the linear first order differential equation (5.1). It
consists of following steps:
R
P (x)dx
1. Calculate the integrating factor µ(x) = e
2. Multiply both sides of the equation (5.1) by µ(x)
3. Recognize the left-hand side of the resulting equation as the
derivative: 0
µ(x)y(x) = µ(x)Q(x)
4. Integrate both sides to get
Z
µ(x)y(x) = µ(x)Q(x)dx + C
5. Divide both sides by µ(x) to express y(x)
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Example 5.2. Find a general solution of the differential equation:
dy 2y
+ = 4x.
dx x
Solution: It is easy to see that given equation is a linear first order
2
differential equation with P (x) = and Q(x) = 4x. We first find the
x
integrating factor:
2 2
R R
P (x)dx x dx
µ(x) = e =e = e2 ln x = eln (x ) = x2 .
Multiplying both sides of given equation by µ(x) = x2 yields
dy
x2 + 2xy = 4x3
dx
which we recognize as 0
2
xy = 4x3 .
Then, integration of both sides gives
Z
x y = 4x3 dx = x4 + C.
2
Finally, dividing both sides by x2 allows us to obtain the general solu-
tion of given equation
C
y(x) = x2 + 2 .
x
Example 5.3. Find a general solution of the differential equation:
dy y
− = x cos x.
dx x
Solution: It is easy to see that given equation is a linear first order
1
differential equation with P (x) = − and Q(x) = x cos x. We first
x
find the integrating factor:
R
−
R 1 1 1
µ(x) = e P (x)dx
=e x dx = e− ln x = eln ( x ) = .
x
26
1
Multiplying both sides of given equation by µ(x) = yields
x
1 dy y
· − 2 = cos x
x dx x
which we recognize as 1 0
· y = cos x.
x
Then, integration of both sides gives
Z
y
= cos xdx = sin x + C.
x
Finally, multiplying both sides by x allows us to obtain the general
solution of given equation
y(x) = x(sin x + C).
Example 5.4. Find a general solution of the differential equation:
dy
x2 + 1 + 3xy = 6x.
dx
Solution: We first divide both sides of given equation by x2 + 1 to
bring it to the form (5.1). We get
dy 3xy 6x
+ 2 = 2 . (5.4)
dx x + 1 x + 1
We now see that this equation is a linear first order differential equation
3x 6x
with P (x) = 2 and Q(x) = 2 . We find the integrating factor:
x +1 x +1
R 3x 3/2
3 2
R
µ(x) = e P (x)dx
= e x2 +1 dx = e 2 ln (x +1) = x2 + 1 .
3/2
Multiplying both sides of (5.4) by µ(x) = x2 + 1 yields
3/2 dy 1/2 1/2
x2 + 1 + 3x x2 + 1 y = 6x x2 + 1
dx
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which we recognize as
2
3/2 0 1/2
x +1 y = 6x x2 + 1 .
Then, integration of both sides gives
Z
3/2 1/2 3/2
x2 + 1 y = 6x x2 + 1 dx = 2 x2 + 1
+ C.
3/2
Finally, dividing both sides by x2 + 1 allows us to obtain the gen-
eral solution of given equation
−3/2
y(x) = 2 + C x2 + 1 .
Example 5.5. Solve the following initial value problem:
dy − y = 11 e−x/3 ,
dx 8
y(0) = −1.
Solution: The equation in a given IVP is a linear first order differential
11 −x/3
equation with P (x) = −1 and Q(x) = e . We first find the
8
integrating factor:
R R
µ(x) = e P (x)dx
=e (−1)dx
= e−x .
Multiplying both sides of equation by µ(x) = e−x yields
dy 11
e−x − e−x y = e−4x/3
dx 8
which we recognize as
0 11 −4x/3
−x
e y = e .
8
28
Then, integration of both sides gives
Z
y 11 −4x/3 33 −4x/3
= e dx = − e + C.
ex 8 32
Now, multiplying both sides by ex allows us to obtain the general
solution
33
y(x) = − e−x/3 + Cex .
32
Finally, by using initial condition y(0) = −1 we can find the value of
1
constant C. If we substitute x = 0 and y = −1, we obtain C = .
32
So, the solution of given IVP is
33 −x/3 1
y(x) = − e + ex .
32 32
Remark 5.2. In some cases it becomes easier to solve the differential
equation if we consider y as the independent variable rather than x.
The following example illustrates this point.
Example 5.6. Solve the following differential equation
dy
1 − 4xy 2 = y3
dx
by regarding y as the independent variable rather than x.
Solution: We first rewrite given equation in the form:
dx 4 1
+ x = 3. (5.5)
dy y y
We can see that this equation is a linear first order differential equation
with respect to x = x(y). We find the integrating factor:
4
R
µ(y) = e y dy = e4 ln y = y 4 .
29
Multiplying both sides of (5.5) by µ(y) = y 4 yields
dx
y4 + 4y 3 x = y
dy
which we recognize as
d 4
y · x(y) = y.
dy
Then, integration of both sides with respect to y gives
y2
Z
4
y x(y) = ydy = + C.
2
Finally, by dividing both sides by y 4 , we get
1 C
x(y) = + .
2y 2 y 4
5.1 Self-study Problems
Problem 5.1. Find general solutions of the following differential equa-
tions:
2
a) y 0 + 3y = 2xe−3x b) y 0 − 2xy = ex
√
c) 2xy 0 + y = 10 x d) 3xy 0 + y = 12x
e) 2xy 0 − 3y = 9x3 f) xy 0 = 2y + x3 cos x
g) y 0 + y cot x = cos x h) xy 0 + (2x − 3)y = 4x4
30
Problem 5.2. Find solutions of the following initial value problems:
( 0 ( 0
y + y = 2, y − 2y = 3e2x ,
a) b)
y(0) = 0. y(0) = 0.
xy 0 + 2y = 3x, xy 0 + 5y = 7x2 ,
( (
c) d)
y(1) = 5. y(2) = 5.
xy 0 − y = x, xy 0 + y = 3xy,
( (
e) f)
y(1) = 7. y(1) = 0.
xy 0 + 3y = 2x5 , y 0 + y = ex ,
( (
g) h)
y(2) = 1. y(0) = 1.
xy 0 − 3y = x3 , y 0 + 2xy = x,
( (
i) k)
y(1) = 10. y(0) = −2.
y 0 = (1 − y) cos x, (1 + x)y 0 + y = cos x,
( (
l) m)
y(π) = 2. y(0) = 1.
y 0 = 1 + x + y + xy, xy 0 = 3y + x4 cos x,
( (
n) o)
y(0) = 0. y(2π) = 0.
x2 + 4 y 0 + 3xy = x,
2 x2
( 0
(
y = 2xy + 3x e ,
p) q)
y(0) = 5. y(0) = 1.
31
− 23 x2 x2 + 1 y 0 + 4xy = x,
( (
2 0 3
x + 1 y + 3x y = 6xe ,
r) s)
y(0) = 1. y(2) = 1.
Problem 5.3. Solve the following differential equations by regarding
y as the independent variable rather than x.
dy dy
a) (x + yey ) =1 b) (1 + 2xy) = 1 + y2
dx dx
Problem 5.4.
a) Show that R
− P (x)dx
yc (x) = Ce (5.6)
is a general solution of the differential equation
dy
+ P (x)y = 0.
dx
b) Show that
"Z #
R R
yp (x) = e− P (x)dx
Q(x)e P (x)dx
dx (5.7)
is a particular solution of the differential equation
dy
+ P (x)y = Q(x). (5.8)
dx
c) Show that the general solution of the differential equation (5.8)
has the form y(x) = yc (x) + yp (x), where yc (x) and yp (x) are
defined by (5.6) and (5.7), respectively.
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Problem 5.5.
(a) Find constants A and B such that yp (x) = A sin x + B cos x is a
dy
particular solution of the differential equation + y = 2 sin x.
dx
(b) Use the result of part (a) and the method of Problem 5.4 to find
dy
the general solution of equation + y = 2 sin x.
dx
(c) Solve the initial value problem:
dy + y = 2 sin x,
dx
y(0) = 1.
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