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Mathematics Semester 2  STPM  Chapter 4 Differential Equations

                     4.3   First Order Linear Differential Equations


                                                             dy
              The first order linear differential equation is of the form    + f(x)y = g(x) where f(x) and g(x) are functions of
                                                             dx
              x. It can be solved by multiplying both sides of the equation with e  ∫  f(x) dx  which is called the integrating factor;
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                             dy
                                + f(x)y  = g(x)
                             dx
                                4
              	       3  dy   + f(x)y e  ∫  f(x) dx   = g(x)e  ∫  f(x) dx
                       dx
                          1
              	3  dy   e  ∫  f(x) dx  +  f(x) e  ∫  f(x) dx 2 4  ∫  f(x) dx
                                    y   = g(x) e
                dx
              Note that the left hand side is the differentiation of ye  ∫  f(x) dx .

                                             2
                             d            d             d
              i.e.             y e  ∫  f(x) dx   =  1  y e  ∫  f(x) dx  + y 1   e  ∫  f(x) dx 2
                             dx           dx            dx
                                          dy
                                        =  1 2 e  ∫  f(x) dx  + y 1f(x) e  ∫  f(x) dx 2
                                          dx
                           d
                                     4
                       \    3 dx   1ye  ∫  f(x) dx 2   = g(x)e  ∫  f(x) dx
              Integrating both sides with respect to x:
                      ∫1  dx   ye  ∫  f(x) dx 2  dx  =    g(x)e  ∫  f(x) dx  dx
                         d
                                        ∫

                                        ∫
                            \ ye  ∫  f(x) dx   =    g(x)e  ∫  f(x) dx  dx + C
          4                             ∫   g(x)e  ∫  f(x) dx  dx
                                  \ y  =               + Ce –∫  f(x) dx
                                            e  ∫  f(x) dx


                  Example 8

                                                             dy
                                                                    2
               Find the general solution to the differential equation x    + 2x  = y.
                                                             dx
                                      dy
                                             2
               Solution:            x    + 2x  = y
                                      dx                                  dy
                                    Arrange the differential equation to the form   dx   + f(x)y = g(x).
                                                dy        y
                                    Divide by x:    + 2x  =
                                                dx        x
                                              dy   –  1 x 2 y  = –2x
                                                    1
                                              dx
                                            dy   +  –  1  y  = –2x
                                                  1 2
                                            dx      x
                                             1
                                    \ f(x) = –   and g(x) = –2x
                                             x
                                                              1
                                                            –—dx
                                    \ The integrating factor is e  ∫    x     = e –ln x  = e ln x –1  = x . (Notes: e ln a  = a)
                                                                               –1

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         04 STPM Math(T) T2.indd   134                                                                 28/01/2022   5:44 PM
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