5/22/2017 DifferentialEquationsLinearEquations

LinearDifferentialEquations
Thefirstspecialcaseoffirstorderdifferentialequationsthatwewilllookatisthelinearfirstorder
differentialequation.Inthiscase,unlikemostofthefirstordercasesthatwewilllookat,wecanactually
deriveaformulaforthegeneralsolution.Thegeneralsolutionisderivedbelow.However,Iwouldsuggest
thatyoudonotmemorizetheformulaitself.Insteadofmemorizingtheformulayoushouldmemorizeand
understandtheprocessthatI'mgoingtousetoderivetheformula.Mostproblemsareactuallyeasiertowork
byusingtheprocessinsteadofusingtheformula.

So,let'sseehowtosolvealinearfirstorderdifferentialequation.Rememberaswegothroughthisprocess
thatthegoalistoarriveatasolutionthatisintheform .It'ssometimeseasytolosesightofthegoal
aswegothroughthisprocessforthefirsttime.

InordertosolvealinearfirstorderdifferentialequationweMUSTstartwiththedifferentialequationinthe
formshownbelow.Ifthedifferentialequationisnotinthisformthentheprocessweregoingtousewillnot
work.
(1)

Wherebothp(t)andg(t)arecontinuousfunctions.Recallthataquickanddirtydefinitionofacontinuous
functionisthatafunctionwillbecontinuousprovidedyoucandrawthegraphfromlefttorightwithoutever
pickingupyourpencil/pen.Inotherwords,afunctioniscontinuousiftherearenoholesorbreaksinit.

Now,wearegoingtoassumethatthereissomemagicalfunctionsomewhereoutthereintheworld, ,
calledanintegratingfactor.Donot,atthispoint,worryaboutwhatthisfunctionisorwhereitcamefrom.
Wewillfigureoutwhat isoncewehavetheformulaforthegeneralsolutioninhand.

So,nowthatwehaveassumedtheexistenceof multiplyeverythingin(1)by .Thiswillgive.

(2)

Now,thisiswherethemagicof comesintoplay.Wearegoingtoassumethatwhatever is,itwill
satisfythefollowing.
(3)

Againdonotworryabouthowwecanfinda thatwillsatisfy(3).Aswewillsee,providedp(t)is
continuouswecanfindit.Sosubstituting(3)into(2)wenowarriveat.
(4)

Atthispointweneedtorecognizethattheleftsideof(4)isnothingmorethanthefollowingproductrule.


Sowecanreplacetheleftsideof(4)withthisproductrule.Upondoingthis(4)becomes
(5)

Now,recallthatweareaftery(t).Wecannowdosomethingaboutthat.Allweneedtodoisintegrateboth
sidesthenusealittlealgebraandwe'llhavethesolution.So,integratebothsidesof(5)toget.

(6)
http://tutorial.math.lamar.edu/Classes/DE/Linear.aspx 1/2
5/22/2017 DifferentialEquationsLinearEquations

Notetheconstantofintegration,c,fromtheleftsideintegrationisincludedhere.Itisvitallyimportantthat
thisbeincluded.Ifitisleftoutyouwillgetthewronganswereverytime.

Thefinalstepisthensomealgebratosolveforthesolution,y(t).

http://tutorial.math.lamar.edu/Classes/DE/Linear.aspx 2/2