a) define linear differential equation,

b) obtain the integrating factor,

c) obtain the general equation of LDE,
d) solve problems in LDE
• A linear differential equation (LDE) is
a differential equation that is defined by
a linear polynomial in the unknown function
and its derivatives, that is an equation of the
form
n n −1
dy d y dy
a n (x) n + ... + a n−1 (x) n−1 + a 1 (x) + a 0 (x)y = f(x)
dx dx dx

In ODE, linear differential equation can be written as:

dy
+ P(x)y = Q(x) → Linear in y
dx
dx
+ P(y )x = Q(y ) → Linear in x
dy
• Standard form
dy
+ Py = Q
dx
When Q = 0, the linear equation is said to be
homogeneous; otherwise it is nonhomogeneous.

Homogeneous linear equation can be solve using

variable separable.

To find the general solution for nonhomogeneous

linear differential equation, the derivation of the
formula is shown in the next page.
NOTE : Learn how to derive formula:

y e  Pdx 
=  Qe dx
Pdx

dy
+ Py = Q −  linear in y
dx
Where: P & Q are treated as constant in our equation

dy
v + vPy = vQ multiply (v) in the equation:
dx
chosing (v) as our reference so that L.H.S.
d
dx
( )
vy =
dv
dx
y+v
dy
dx will become the derivative of (vy)

dy dv dy
v + vPy = y+v
dx dx dx
dv
= vP
dx
NOTE : Learn how to derive formula:

dv if we integrate this, we get the integrating factor (I.F.)

= vP
dx
dv
 v =  Pdx
ln(v) =  Pdx

v =e  Pdx
this is the integrating factor (I.F.)

dy
+ Py = Q −  go back to original equation
dx

dy  Pdx dy  Pdx  Pdx

v + vPy = vQ  e + e Py = e Q
dx dx
NOTE : Learn how to derive formula:

 Pdx dy  Pdx  Pdx

e + e Py = e Q → rewrite the equation
dx
dy  Pdx  Pdx  Pdx
e + Pe y = Qe
dx
d   Pdx  = dy e  Pdx + yPe  Pdx → derivative of a product
 y  e 
dx   dx
d   Pdx   Pdx
 y e  = Qe
dx  
 y  e  = Qe  Pdxdx
   
Pdx
d


y e  Pdx 
=  Qe dx
Pdx
this is the solution to L.D.E.
 EXAMPLES:

Find the general solutions of the following

differential equations :

dy
1.) − 3y = 6
dx
dy
2.) x − 4y = x 6e x
dx

3.) ( x2 − 9 ) dy
dx
+ xy = 6

dy
4.) +y=x  y(0) = 4
dx
Solution ln(v) = −  3dx
dy v = e −3x → Integrating Factor
1.) − 3y = 6
dx
multiply (v) in the equation: dy  Pdx  Pdx  Pdx
e + Pe y = Qe
dy dx
v − 3yv = 6v
dx dy −3x
e − 3ye −3x = 6e −3x
d
( yv ) =
dy
v+y
dv dx

( )
dx dx dx d −3x dy −3x
y e = e − 3ye −3x
dy dy dv dx dx
v − 3yv = v+y
dx dx dx

−3yv = y
dv
d
dx
( )
y  e −3x = 6e −3x
dx
 d ( y  e ) =  6e
dv −3x −3x
= −3dx dx
v
ln(v) = −  3dx y  e −3x =  6e −3x dx
 Alternate solution:
Solution  
=  Qe dx
Pdx Pdx
y e
dy
y e −3x
=  6e −3x
dx dx
+ Py = Q

 e −3x   −3dx  −3dx

y e −3x
= 6   + c y e =  6e dx
 −3  y  e −3x =  6e −3x dx
(
y  e −3x = −2 e −3x + c ) −3x
y  e = 6 
 e −3x

 + c
 y  e −3x = −2 e −3x + c   1 
( )  −3 
   e −3x 
y  e −3x = −2e −3x + c
y = ce3x − 2
y = ce3x − 2
general solution
 Example (2)
y  e −4 ln( x ) =  ee
dy 5 x −4 ln( x )
2.) x − 4y = x 6e x x dx
dx
dy y e ln( x −4 )
= x e e 5 x ln( x −4 )
dx
+ Py = Q
dx
y  (x −4 ) =  dx
x
xe
 dy 6 x  1 
 x − 4y = x e  
 dx x ( )
y  (x −4 ) = x − 1 e x + c
dy 4y
− = x 5e x
( )
dx x
y = x 4 x − 1 e x + cx 4
4
P=−  Q = x 5e x
x


4
− dx 
4
− dx y = x 5e x − x 4e x + cx 4
y e x
= x e e
5 x x
dx
general solution
4
 − x dx = −4 ln(x)
 6
Example (3) y  e ln x 2 −9
=
e ln x 2 −9
dx
x −9
2

6
(
3.) x − 9
dy
dx
+ xy = 6
2
) y  x2 − 9 =  2
x −9
x 2 − 9dx

6
dy
+ Py = Q → standard form y x −9 = 
2
dx
dx x −9
2

 2  1 


x(− 9
dy
dx
+ xy = 6 )
 2 
 x − 9
y  x 2 − 9 = 2
3
dx
x −9
2

dy xy 6
+ 2 = 2 x
dx x − 9 x − 9 from triangle: 3

x 6 3
P= 2  Q= 2 tan( ) =
x −9 x −9 x2 − 9 x2 − 9
x x
 x 2 −9 dx 6  x2 −9 dx csc( ) =
x
dx = −3csc  cot d
y e = e dx 3
x −9
2

y  x 2 − 9 = 2 tan   −3csc  cot   d


x
x −9
2
dx =
1
2
ln x 2 − 9 ( )
Example (3)
y  x 2 − 9 = 2  tan   −3csc  cot   d

y x 2 − 9 = −6  csc d

y x 2 − 9 = −6 ln csc  − cot   + c

from triangle: x
x
cot( ) =
x2 − 9 3
csc( ) = 
3 3
x2 − 9
x x2 − 9 
y  x − 9 = −6 ln  −
2
+c
 3 3 

general solution
Example (4)
dy
4.) + y = x  y(0) = 4 when : x = 0, y = 4
dx
  ( )
y = x − 1 + ce − x  y(0) = 4
=  Qe dx
Pdx Pdx
y e
( )
4 = 0 − 1 + ce −0
y  e =  xe 
1dx 1dx
dx
5=c
y  e x =  xe x dx ( )
y = x − 1 + 5e − x
( )
y  ex = x − 1 ex + c
 
( )
y  ex = x − 1 ex + c   1 
  ex
 

( )
y = x − 1 + ce − x
Assignment (Part 1)

1.) ( 1+ x
dy
dx
)
− xy = x + x 2

(
2.) x y '+ x x + 2 y = e
2
) x

( x + 2) dy
2
3.) = 5 − 8y − 4xy
dx
dP
4.) + 2tP = P + 4t − 2
dt

( dy
) ( )
2
5.) x −12
+ 2y = x + 1
dx
Assignment (Part 2)

6.)
dT
dt
(
= k T − Tm )  T(0) = T0 ; K, Tm and T0 constants

(
7.) x + 1)dy
dx
+ y = ln(x)  y(1) = 10

 e −2 x − y  dy
8.)   = 1  y(1) = 1
 x  dx
 

(
9.) 1 + t )
2 dx

dt
+ x = arctan(t )  x(0) = 4