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Methods of Solving Differential Equations>Linear Differential Equations

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Estimated time: 9 minutes
Maharashtra State Board: Class 12

Definition: Linear Differential Equations

A linear differential equation of first order and first degree is
\[\frac{\mathrm{d}y}{\mathrm{d}x}+\mathrm{P}y=\mathrm{Q}\], where P and Q are the functions of x or constants. Its general solution is  \[y.\left(\mathrm{I.F.}\right)=\int\mathrm{Q.}\left(\mathrm{I.F.}\right)\mathrm{d}x+\mathrm{c}\] and the function \[\mathrm{e}^{\int\mathrm{Pdx}}\] is called the integrating factor (I.F.) of the given equation.

CBSE: Class 12

Method

  • Write the given differential equation in standard linear form.

  • Identify P and Q.

  • Find the integrating factor using \[e^{\int P \, dx}\] or \[e^{\int P \, dy}\].

  • Multiply the complete equation by the integrating factor.

  • Convert the left-hand side into the derivative of a product.

  • Integrate both sides.

  • Apply the initial condition, if given, and write the final answer clearly.

CBSE: Class 12

Example 1

Solve \[\frac{dy}{dx} - y = \cos x\]

Given equation:

\[\frac{dy}{dx} - y = \cos x\]

This is already in standard form with P = -1 and Q = cos x.

Integrating factor:

\[\text{I.F.} = e^{\int -1 \, dx} = e^{-x}\]

On multiplying throughout by \[e^{-x}\], the equation becomes:

\[e^{-x}\frac{dy}{dx} - e^{-x}y = e^{-x} \cos x\]

which is equivalent to

\[\frac{d}{dx}(ye^{-x}) = e^{-x} \cos x\]

Integrating,

\[\text{I} = \int e^{-x} \cos x \, dx\]
\[= \cos x \left( \frac{e^{-x}}{-1} \right) - \int (-\sin x) (-e^{-x}) \, dx\]
\[= - \cos x \, e^{-x} - \int \sin x \, e^{-x} \, dx\]
\[= - \cos x \, e^{-x} - \left[ \sin x(-e^{-x}) - \int \cos x \, (-e^{-x}) \, dx \right]\]
\[= - \cos x \, e^{-x} + \sin x \, e^{-x} - \int \cos x \, e^{-x} \, dx\]

or \[\text{I} = - e^{-x} \cos x + \sin x \, e^{-x} - \text{I}\]

or \[2\text{I} = (\sin x - \cos x) \, e^{-x}\]

or \[\text{I} = \frac{(\sin x - \cos x) e^{-x}}{2}$\]

Substituting the value of \[\text{I}\] in equation (1), we get

\[y e^{-x} = \left( \frac{\sin x - \cos x}{2} \right) e^{-x} + \text{C}\]

or \[y = \left( \frac{\sin x - \cos x}{2} \right) + \text{C} e^x\]

which is the general solution of the given differential equation.

CBSE: Class 12
Maharashtra State Board: Class 12

Key Points: Linear Differential Equations

  1. Write the equation in the form dy/dx + Py = Q
  2. Identify P and Q
  3. Find I.F. = \[\mathrm{e}^{\int\mathrm{Pdx}}\]
  4. Multiply the whole equation by I.F.
  5. Integrate and get a solution.

Shaalaa.com | Differential Equation part 17 (1st order linear differential Equation)

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Differential Equation part 17 (1st order linear differential Equation) [00:11:43]
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