Differential Equations. III.

First-Order Linear Differential Equations

Solution of First-Order Linear Differential Equations

A differential equation that can be expressed in the form
y f ( x) y g ( x)
is called a first-order linear differential equation.

Solving First-Order Linear Differential Equations.

Step 1. Write the equation in the standard form:
y f ( x) y g ( x) .
Step 2. Compute the integrating factor:

I ( x) e
[When evaluating

f ( x ) dx

f ( x)dx , choose 0 for the constant of integration].

Step 3. Multiply both sides of the standard form by the integrating factor I ( x) . The left side
should now be in the form I ( x) y :

I ( x) y I ( x) g ( x) .
Step 4. Integrate both sides:
I ( x) y I ( x) g ( x)dx .

[When evaluating

I ( x) g ( x)dx , include an arbitrary constant of integration].

Step 5. Solve for y to obtain the general solution:

1
y
I ( x) g ( x)dx .
I ( x)

Example 1 (Using an Integrating Factor). Solve: 2 xy y 10 x 2 .

Solution. Multiply both sides by 1 / (2 x) to obtain the standard form:
1
1

y
y 5x
, g ( x) 5 x .
f ( x)
2x
2x

Find the integrating factor:

1/ 2
f ( x ) dx
1/ (2 x )dx
e
e(1/ 2)ln x eln x x 1/ 2 (Notice that we assumed x > 0 to avoid
I ( x) e
introducing absolute value signs in the integrating factor).
Multiply both sides of the standard form by the integrating factor:
1 1/2

x1/2 y
y x 5x ,
2x

1
x1/2 y x 1/2 y 5 x3/2 ,
2
x1/2 y 5 x3/2 .

Integrate both sides:

x y dx 5 x
1/2

3/ 2

dx ,

x1/2 y 2 x5/2 C .
Solve for y:
y

1
C
2 x 5/2 C 2 x 2 1/2
1/2
x
x

(General solution).

Example 2 (Using an Integrating Factor). Find the particular solution of the equation
y 2 xy 4 x ,
satisfying the initial condition y (0) 5 .
Solution. Since the equation is already in standard form, we begin by finding the integrating
factor:
2
f ( x ) dx
2 xdx
I ( x) e
e
ex
f ( x) 2 x .
Proceeding directly to step 5, we have
1
y
I ( x) g ( x)dx
g ( x) 4 x ,
I ( x)
2
2
2
2
1
y x 2 4 xe x dx e x 2e x C 2 Ce x (General solution).
e
Substituting x 0 and y 5 in the general solution, we have
5 2 C, C 3 ,

y 2 3e x

(Particular solution).

Applications
If P is the initial amount deposited into an account earning 100r % compounded
continuously, and A is the amount in the account after t years, then A satisfies the exponential
growth equation
dA
rA, A(0) P .
dt
Now suppose that money is continuously withdrawn from this account at a rate of $ m per year.
Then the amount A in the account at time t must satisfy
(Rate of change of amount A) = (Rate of growth from continuous compounding)
- ( Rate of withdrawal),
dA
dA
rA m , or
rA m .
dt
dt

Example 3 (Continuous Compound Interest). An initial deposit of $ 10,000 is made into an

account earning 8 % compounded continuously. Money is then continuously withdrawn at a
constant rate of $ 1,000 a year until the account is depleted. Find the amount in the account at
any time t. When will the amount be 0? What is the total amount withdrawn from this account?
Solution. The amount A in the account at any time t must satisfy
dA
0.08 A 1, 000, A(0) 10,000 .
dt
The integrating factor for this equation is
0.08 dt
I (t ) e
e 0.08t
f (t ) 0.08 .
Multiplying both sides of the differential equation by I (t ) and following the step-by-step
procedure, we have
dA
e0.08t
0.08e0.08t A 1, 000e 0.08t ,
dt
e0.08t A 1, 000e 0.08t ,

e0.08t A 1, 000e0.08t dt 12,500e0.08t C ,

A 12,500 Ce0.08t (General solution).

Applying the initial condition A(0) 10, 000 yields
A(0) 12,500 C 10, 000, C 2,500 ,
A(t ) 12,500 2,500e0.08t (Amount in the account at any time t).
To determine when the amount in the account is 0, we solve A(t ) 0 for t:
A(t ) 0 ,
12,500 2,500e0.08t 0 ,
e0.08t 5 ,
ln 5
t
20.118 years.
0.08
Thus, the account is depleted after 20.118 years. Since money is being withdrawn at the rate of
$ 1,000 per year, the total amount withdrawn is
1, 000 20.118 $ 20,118 .

Example 4 (Equilibrium Price). In economics, the supply S and the demand D for a commodity
often can be considered as functions of both the price, p (t ) , and the rate of change of the price,
p(t ) . (Thus, S and D are ultimately functions of time t). The equilibrium price at time t is the
solution of the equation S D . If p (t ) is the solution of this equation, then the long-range
equilibrium price is
p (t ) lim p(t ) .
t

For example, if

D 50 2 p (t ) 2 p(t ),
S 20 4 p (t ) 5 p(t ) ,
and p (0) 15 , then the equilibrium price at time t is the solution of the equation
50 2 p (t ) 2 p(t ) 20 4 p (t ) 5 p(t ) .
This simplifies to
p(t ) 2 p(t ) 10
f (t ) 2, g (t ) 10 ,
which is a first-order linear equation with integrating factor
2 dt
I (t ) e e 2t .

Proceeding directly to step 5, we have

1
10e 2t dt e 2t 5e 2t C ,
2t
e
p(t ) 5 Ce 2t (General solution).
p (t )

p (0) 5 C 15, C 10 ,

p(t ) 5 10e 2t (Equilibrium price at time t),

p lim 5 10e 2t 5 (Long-range equilibrium price).

t