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    20 views4 pages

    17.3 First Order Linear Equations PDF

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    Tigst Tigst Yzachew

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    © All Rights Reserved
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    ‘r9n016 Collapse menu 1 Analytic Geometry “a 2 Instantaneous Rate of ‘Change: The Derivative “ 3 Rules for Finding Derivatives 4 Transcendental Functions 5 Curve Sketching 6 Applications of the Derivative “ua ‘TIntegration “4 8 Techniques of Integration 9 Applications of Integration “au 10 Polar Coordinates, Parametric Equations 11 Sequences and Series 12, Three Dimensions 13 Vector Functions 14 Partial Differentiation 15 Multiple Integration 16 Vector Calculus Da aw 17 Differential Equations 1, First Order Differential Equations 2, First Order Homogeneous Linear Equations 3. First Order Linear Equations 4, Approximation 5, Second Order Homogeneous Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, take two 18 Useful formulas = 17.3 Fest Order Linear Equations Home » Differential Equations » First Order Linear Equations Search the book) Gl 17.3 First Order Linear Equations [Jump to exercise ‘As you might guess, a first order linear differential equation has the form 4 + p(t)y = f(t). Not only is this closely related in form to the first order homogeneous linear equation, we can use what we know about solving homogeneous equations to solve the general linear equation. Suppose that y;(t) and y(t) are solutions to 3 + p(t)y = f(t). Let g(t) = yi ~ ya. Then g(t) + Plat) = vf — ¥5 + PLE) — v2) = (yj + pyr) — (os + p(y) =H - sO =0. In other words, g(t) = y1 — ys is a solution to the homogeneous equation 4 + plt)y = 0. Turing this around, any solution to the linear equation Y + vlt)y = f(t), call it ys, can be written as yp + g(t), for some particular yp and some solution g(t) of the homogeneous equation y + p(t)y = 0. Since we already know how to find all solutions of the homogeneous equation, finding just one solution to the equation y + p(t)y = f(t) will give us all of them. How might we find that one particular solution to 3 + p(t)y = f(t)? Again, it turns out that what we already know helps. We know that the general solution to the homogeneous equation y + p(t)y = 0 looks like Ae? , We now make an inspired guess: consider the function v(¢)e", in which we have replaced the constant parameter A with the function v(t). This technique is called variation of parameters. For convenience write this as s(t) = v(t)h(t) where A(t) = e?'4 is a solution to the homogeneous equation, Now let's compute a bit with s(¢): s'(t) + p(t)s(t) = v(t)h'(t) + v'(t)h(t) + p(tu(t)r(e) = v(t)('(t) + POA) + VEYA i (t)h(t). The last equality is true because h(t) + p(t)A(t) = 0, since A(t) is a solution to the homogeneous equation. We are hoping to find a function s(t) so that s(t) + p(t)s(t) = F(t); we will have such a function if we can arrange to Fipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 0am us ‘r9n016 ————~ Collapse menu 1 Analytic Geometry = “ 2 Instantaneous Rate of ‘Change: The Derivative “ 3 Rules for Finding Derivatives 4 Transcendental Functions 5 Curve Sketching 6 Applications of the Derivative “ua ‘TIntegration 8 Techniques of Integration 9 Applications of Integration wana 10 Polar Coordinates, Parametric Equations 11 Sequences and Series 12, Three Dimensions 13 Vector Functions 14 Partial Differentiation 15 Multiple Integration 16 Vector Calculus Da aw 17 Differential Equations 1, First Order Differential Equations 2, First Order Homogeneous Linear Equations 3. First Order Linear Equations 4, Approximation 5, Second Order Homogeneous Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, take two 18 Useful formulas = {17 Fiest Order Linear Eaton have v'(t)A(t) = f(C), that is, w(t) = f(t) /A(t). But this is as easy, aap as finding an anti-derivative of f(t)/A(¢). Putting this all together, the genet solution to 9 + p(t)y = f(t) is v(t)a(t) + Ae? = v(t)e" + Ae? e, Example 17.3.1 Find the solution of the initial value problem y + 3y/ y(1) = 1/2. First we find the general solution; since we are interested in a solution with a given condition at t = 1, we may assume t > 0. We start by solving the homogencous equation as usual; call the solution g: = Ae JONES Ae = AEs, ‘Then as in the discussion, h(t) = ¢ * and v'(t) = B/t * = 18,50 u(t) = t°/6. We know that every solution to the equation looks like 6 3 v(t? + At = 5 Fars = oat Finally we substitute to find A: 1_ (ys -s_ 1 gap tay = gta 11 1 A= 2-G73 ‘The solution is then Here is an alternate method for finding a particular solution to the differential equation, using an integrating factor. In the differential equation + p(t)y = f(¢), we note that if we multiply through by a function I(2) to get L(y + [p(y = I(0) f(0), the left hand side looks like it could be a derivative computed by the product rule: a war gly) = Toy + T'(Oy. Now if we could choose I(t) so that I’ (t) = I(t)p(t), this would be exactly the left hand side of the differential equation. But this is just a first order U0) where homogeneous linear equation, and we know a solution is Z(t) a) = [ ‘pdt; note that Q(t) = —P(¢), where P(t) appears in the variation of parameters method and P’(t) = —p. Now the modified differential equation is Fipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 0am 8 ‘r9n016 ————~ Collapse menu 1 Analytic Geometry = “ 2 Instantaneous Rate of ‘Change: The Derivative “ 3 Rules for Finding Derivatives 4 Transcendental Functions 5 Curve Sketching 6 Applications of the Derivative “ua ‘TIntegration 8 Techniques of Integration 9 Applications of Integration wana 10 Polar Coordinates, Parametric Equations 11 Sequences and Series 12, Three Dimensions 13 Vector Functions 14 Partial Differentiation 15 Multiple Integration 16 Vector Calculus Da aw 17 Differential Equations 1, First Order Differential Equations 2, First Order Homogeneous Linear Equations 3. First Order Linear Equations 4, Approximation 5, Second Order Homogeneous Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, take two 18 Useful formulas = 17.3 Fest Order Linear Equations e Myre Mplty=e F(t) d Pw, -P() bled Gee Pu) = PFO) Integrating both sides gives ey = fereroa yer) fer fl) at Ifyou look carefully, you will see that this is exactly the same solution we found by variation of parameters, because e~"") f(t) = f(t)/h(t). ‘Some people find it easier to remember how to use the integrating factor ‘method than variation of parameters. Since ultimately they require the same calculation, you should use whichever of the two you find easier to recall. Using this method, the solution of the previous example would look just a bit different: Starting with y + 3y/t = t?, we recall that the integrating factor is efit — ¢3™¢ _ 48. Then we multiply through by the integrating factor and solve: ty + 83y/t =e? By Psy d qeyae by = /6 3/6. y= This is the same answer, of course, and the problem is then finished just as before. Exercises 17.3 In problems 1-10, find the general solution of the equation. Ex 17.3.1 9 + 4y = 8 (answer) Ex 173.2 — 2y = 6 (answer) Ex 17.3.3 y + ty = 5¢ (answer) Ex 17.3.4 y + e'y = —2e! (answer) Ex 17.359 —y =? (answer) Fipsuhwenw wtitman edulmathematcslalculus_erlinelsectont7 0am aa ‘r9n016 OO Collapse menu 1 Analytic Geometry = “ 2 Instantaneous Rate of ‘Change: The Derivative 3 Rules for Finding Deri “ 4 Transcendental Functions 5 Curve Sketching 6 Applications of the Derivative “ua ‘TIntegration 8 Techniques of Integration 9 Applications of Integration 10 Polar Coordinates, Parametric Equations wana 11 Sequences and Series 12, Three Dimensions 13 Vector Functions 14 Partial Differentiation 15 Multiple Integration 16 Vector Calculus Da aw 17 Differential Equations 1, First Order Differential Equations 2, First Order Homogeneous Linear Equations 3. First Order Linear Equations 4, Approximation 5. Second Order Homogeneous Equations 6, Second Order Linear Equations 7, Second Order Linear Equations, take two 18 Useful formulas = 17.3 Fest Order Linear Equations Ex 17.3.6 2y +y = ¢ (answer) «= Ex 173.7 ty — 2y = 1/t,t > 0 (answex) Ex 17.3.8 ty + y = vi,t > 0 (answer) Ex 17.3.9 9 cost + ysint = 1, —n/2 < t < 1/2 (answer) Ex 173.10 y + ysect = tant, —n/2

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