Hello. This post will be a short guide on solving first order linear ordinary differential equations (ODEs).
It is assumed that the reader knows derivatives and integrals from calculus. Knowing product rule helps here.
- The Linear Differential Equation & Theory
- What Is The Integrating Factor ?
- The Method for Solving Linear Equations
The Linear Differential Equation & Theory
We start with a first order linear differential equation of the form:
Ultimately, we want to solve for from the standard form. The procedure in doing so is not as simple as solving separable differential equations. The procedure here will require some “clever” calculus.
From (1), we multiply both sides by an integrating factor (What is will be explained later.):
Recall that the calculus product rule is .
By setting as and recognizing that , equation (2) can be expressed as:
Taking the indefinite integral on both sides with respect to the variable in (3) gives:
The solution to the standard from (1) above is:
with as the constant of integration.
What Is The Integrating Factor ?
We have solved for but what exactly is when we multiplied both sides of the standard form? Let us investigate.
Before we obtained equation (3) above, we had . This is a separable differential equation. We solve for :
The Method for Solving Linear Equations
The above was the theory of solving for . What if you don’t care too much about the theory and just want the procedure?
Here is the method:
Step a) Make sure when dealing with a first order differential equation, you have the equation in standard form as follows:
This alternate method involves some memorization. If you can memorize the standard form from step a), the integrating factor , and the formula in step d) then you can avoid the product rule derivation steps in b) and c).
Solve for in the differential equation
Dividing every term by and rearrangement gives us the standard form a) as follows:
We use the formula in d) to obtain the solution for :
With , we check our solution to see if it does satisfy .
- The example above is a simple one to illustrate how to obtain . Other problems involve more computations.
- I have used and interchangeably.
- Don’t forget the constant of integration ! However, the constant of integration is not needed in the integration factor .
- Differential Equations is tricky as it takes a lot of work and one mistake can destroy everything.
Nagle R.K. et al., Fundamentals of Differential Equations and Boundary Value Problems – 5th Edition.
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