Linear Equations | Equations of Order One
Linear Equations of Order One
Linear equation of order one is in the form
$\dfrac{dy}{dx} + P(x) \, y = Q(x).$
The general solution of equation in this form is
$\displaystyle ye^{\int P\,dx} = \int Qe^{\int P\,dx}\,dx + C$
Derivation
$\dfrac{dy}{dx} + Py = Q$
Use $\,e^{\int P\,dx}\,$ as integrating factor.
$e^{\int P\,dx} \dfrac{dy}{dx} + Pe^{\int P\,dx} \, y = Qe^{\int P\,dx}$
Multiply both sides of the equation by dx
$e^{\int P\,dx} \,dy + Pe^{\int P\,dx} \, y \, dx = Qe^{\int P\,dx}\, dx$
Let
$u = \int P\,dx$
$du = P\,dx$
Thus,
$e^u \,dy + ye^u \, du = Qe^u\, dx$
$d(e^u y) = Qe^u\, dx$
$\displaystyle d(e^u y) = \int Q e^u\, dx$
But $\,u = \int P\,dx\,$. Thus,
$\displaystyle ye^{\int P\,dx} = \int Qe^{\int P\,dx}\,dx + C$