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Forms 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 first-order and first-degree differential equation of the form

\[ \boxed{\,\frac{dy}{dx} + Py = Q\,} \]

where \[ P \] and \[ Q \] are constants or functions of \[ x \] only, is called a first-order linear differential equation.

Similarly, if \[ x \] is treated as a function of \[ y, \] it may be written as

\[ \boxed{\,\frac{dx}{dy} + P_{1}x = Q_{1}\,} \]

where \[ P_{1} \] and \[ Q_{1} \] are constants or functions of \[ y \] only.

CBSE: Class 12

Method

  • Write the given differential equation in standard linear form.

  • Identify P and Q(or P1 and Q1).

  • Find the integrating factor:

    \[ \text{For } \frac{dy}{dx} + Py = Q, \quad \text{I.F.} = e^{\int P\,dx} \]

    \[ \text{For } \frac{dx}{dy} + P_{1}x = Q_{1}, \quad \text{I.F.} = e^{\int P_{1}\,dy} \]

  • 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 or P1 and Q1
  3. Find I.F. = 

    \[ \frac{dy}{dx} + Py = Q \Rightarrow \text{I.F.} = e^{\int P\,dx} \]

    \[ \frac{dx}{dy} + P_{1}x = Q_{1} \Rightarrow \text{I.F.} = e^{\int P_{1}\,dy} \]

  4. Multiply the whole equation by I.F.
  5. Integrate and get a solution.

Test Yourself

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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