1

Chapter 1
First-Order ODEs
1.5 First Order Linear Differential
Equations
2
Purpose
Linear ODEs are of great practical importance, as Problem
Set 1.5 illustrates (and even more so are second-order
linear ODEs in Chap. 2).
In section 1.3, we have seen that homogeneous ODEs of
the first order are easily separated.
In this section, however, well see that nonhomogeneous
ODEs can be solved, once and for all, in the form of an
integral by the method of integrating factors.
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First Order Linear
Differential Equations
Definition: The first order differential equation
is said to be linear iff there are real functions a
0
(x), a
1
(x),
a
2
(x), such that
, where (1)
Note that all these 3 functions a
0
(x), a
1
(x), and a
2
(x) should
only depend on x.

Example: the equation is linear,
while the equation is not linear.
) . ( ' y x F y =
) ( ) ( ' ) (
2 1 0
x a y x a y x a = + . 0 ) (
0
= x a
x y x xy ln ) (sin ' =
) (ln ) (sin ' y y x xy =
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First Order Linear
Differential Equations
Definition: The standard form of the first order linear
differential equation is in the form
(2)

where and

Example: The standard form of the linear equation
is

so and

) ( ) ( ' x r y x p y = +
) (
) (
) (
0
1
x a
x a
x p =
) (
) (
) (
0
2
x a
x a
x r =
) (ln ) (sin ' x y x xy =
x
x
y
x
x
y
ln sin
' =
x
x
x p
sin
) ( =
x
x
x r
ln
) ( =
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homogeneous Linear ODEs
We want to solve (2) in some interval J, and we begin with the
simpler special case that r(x) = 0 for all x in J. Then the ODE (2)
becomes
y' + p(x)y = 0 (3)
and is called homogeneous ODE.

In case that r(x) 0 for all x in J. Then the ODE (2) is called
nonhomogeneous ODE.

In summary:
y' + p(x)y = 0 Linear homogeneous ODE
y' + p(x)y = r(x) Linear nonhomogeneous ODE
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homogeneous Linear ODE
By separating variables, integrating, and taking exponents on
both side, we then obtain the general solution of the
homogeneous ODE(3):




here we may also choose c = 0 and obtain the trivial solution
y(x) = 0 for all x in that interval.

); 0 when ( ) (
) ( ln ) (
* ) (
*
> =
}
=
+ = =

}
y e c e c x y
c dx x p y dx x p
y
dy
c
dx x p
We now solve (1) in the case that r(x) 0 for all x in J. Then
the ODE (1) is called nonhomogeneous.
It turns out that in this case, equation (1) has a pleasant
property; namely, it has an integrating factor depending only on
x. We can easily find this factor as follows:
Nonhomogeneous Linear ODE
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The Integrating Factor
Practical steps to find the I.F. and the general solution:
1. If the differential equation is given in form (1), rewrite it
in the standard form (2), where p(x) and r(x) as before.

2. Find the integrating factor

3. Write down the general solution

4. If you are given an IVP, use the initial condition to find the
constant of integration c.
. ) (
) (
}
=
dx x p
e x
. ) ( ) (
) (
1
}
= dx x r x
x
y

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Alternatively, in simpler cases, such as the present, we may
proceed directly:
Multiplying the standard form of the original ODE by the
I.F. .
Considering the left side of this equation as
Then integrating on both sides with respect to x.
Well obtain the same result as before:
) (x
The Integrating Factor
)) ( ) ( ( x y x
dx
d

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The Integrating Factor
In order to solve a first order linear nonhomogeneous
differential equation we MUST start with the standard form
(2). If the differential equation is not in standard form then the
process we are going to use will not work.

Note: The general solution for equation (2) is given by:


where is called the Integrating Factor.
(4) ) ( ) (
) (
1
}
= dx x r x
x
y

) (x
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First-Order ODE, General Solution
Example 1: Solve the linear ODE y' y = e
2x
.
Solution. Here,
and from (4) we obtain the general solution



Note that we may find y(x) using the alternative way as follows:
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In simpler cases, such as the present, we may proceed directly,
without using formula (4), as follows:
After finding I.F. we multiplying the given equation
by . This gives
(y' y) e
-x
= e
2x
e
-x
= e
x
.
Considering the left side of this equation as
this gives (y' y) e
-x
= (y e
-x
)' = e
2x
e
-x
= e
x
.
Integrating on both sides, we obtain the same result as
before:
ye
-x
= e
x
+ c, hence y = e
2x
+ ce
x
.
x
e x

= ) (
)) ( ) ( ( x y x
dx
d

The Integrating Factor
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First-Order ODE, Initial Value Problem
Example 2: Solve the initial value problem
y' + y tan x = sin 2x, y(0) = 1.

Solution: Here p = tan x, r = sin 2x = 2 sin x cos x, and


From this we see that in (4),
e
h
= sec x, e
-h
= cos x,
e
h
r = (sec x)(2 sin x cos x) = 2 sin x,
y' secx + y sinx /cos2x = (y secx)' = 2 sinx
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and the general solution of our equation is


From this and the initial condition, 1 = c.1 2.1
2
; thus
c = 3 and the solution of our initial value problem is
y = 3 cos x 2 cos
2
x.
Here 3cos x is the response to the initial data, and
2 cos
2
x is the response to the input sin 2x.
First-Order ODE, Initial Value Problem
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Example: Find the simplest form of the integrating factor
of the differential equation

Example: Find the simplest form of the integrating factor
of the differential equation

Example: Find the general solutions of the linear
differential equation

Example: Find the general solutions of the linear
differential equation
The Integrating Factor
. ln ' x y xy =
. ' x y x y = +
. sin 3 ' x x y y x = +
. ln ' x x y y x =
Several non-linear differential equations can be solved by
converting them to either linear differential equations or
separable equations by choosing an appropriate function:
In Section 1.3, we have learned how to solve a nonlinear
homogeneous ODEs by converting them to separable (using
the transformation u = y/x).
In this Section, however, we will study another type of non-
linear differential equations, called the Bernoulli Equation.
These ODEs will be solved by converting them to linear
ODEs (using the transformation u = y
1-n
).
Nonlinear Differential Equations
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Reduction to Linear Form-
Bernoulli Equation
Numerous applications can be modeled by ODEs that are nonlinear
but can be transformed to linear ODEs.
One of the most useful ones of these nonlinear is the
Bernoulli equation y' + p(x)y = r(x) y
n
(for any real n 0 or 1)
If n = 0 or n = 1, then ODE is linear, since
If n = 0, then the Eqn. becomes linear y' + p(x)y = r(x) , and we
use the integrating factor to solve it.
If n = 1, the y' = [r(x)- p(x)] y, this is a separable ODE.
Otherwise (for other n), the ODE is nonlinear. Then we set
u(x) = [y(x)]
1-n
or simply u = y
1-n

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Solving
Bernoulli Equation
To solve the Bernoulli equation:
Recognize that the given ODE is a Bernoulli equation.
Then find the parameter n from the equation.
Divide both sides of the equation by y
n
to get
y
-n
y' + p(x)y
1-n
= r(x)
By taking u = y
1-n
and differentiate with respect to x, we
get u' = (1 n) y
-n
y' .
Replacing y and y' in the above equation by u and u', we
will end up with the linear ODE

u' + (1 n) pu = (1 n) r
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Solving
Bernoulli Equation
To solve the Bernoulli equation:
Evaluate the integrating factor
to solve the above ODE in term of u.
Finally replace u by y
1-n
, to have the general solution in
terms of y and x.

}
=
dx x p n
e x
) ( ) 1 (
) (
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Examples
Bernoulli Equation
Example: Find the general solutions of the non-linear
Bernoulli differential equation

Example: Find the implicit solution for

Example: Find the solution for I.V.P.
2
) ( ' y e y y
x
=
3
' y y y + =
1 ) 1 ( ; 3 ' 2
1
= = +

y xy y xy
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Solving
Bernoulli Equation
Example 4: Solve the following Bernoulli equation,
known as the logistic equation (or Verhulst equation):
y' = Ay By
2

Solution: Write the ODE in the form
y' Ay = By
2
hence, n = 2, so that u = y
1-n
= y
-1
. Differentiate this u and
substitute y', u' = y
-2
y' = y
-2
(Ay By
2
) = B Ay
-1
.
The last term is Ay
-1
= Au. Hence we have obtained the
linear ODE u' + Au = B.
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Solving
Bernoulli Equation
The general solution is [by using the I.F.]
u = ce
-At
+ B/A.
Since u = 1/y, this gives the general solution of the ODE


Directly from the original ODE we see that y = 0 (y(t) = 0
for all t) is also a solution.

B A e c u
y
At
+
= =

1 1
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Fig. 18. Logistic population model.
Curves (9) in Example 4 with A/B 4
y = f(y) for y' = f(t, y) in which t does not occur explicitly
y = f(y) : autonomous ODE
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Population Dynamics
The logistic equation (8) plays an important role in
population dynamics, a field that models the evolution of
populations of plants, animals, or humans over time t. This
is called Malthuss law.
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Suggested Exercises
All odds from 1 through 24