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Here C 2 can be an arbitrary (positive or negative) constant. This leads to a general method for solving a first-order linear differential equation. We first multiply both sides of [link] by the integrating factor     μ ( x ) . This gives

μ ( x ) y + μ ( x ) p ( x ) y = μ ( x ) q ( x ) .

The left-hand side of [link] can be rewritten as d d x ( μ ( x ) y ) .

d d x ( μ ( x ) y ) = μ ( x ) q ( x ) .

Next integrate both sides of [link] with respect to x .

d d x ( μ ( x ) y ) d x = μ ( x ) q ( x ) d x μ ( x ) y = μ ( x ) q ( x ) d x .

Divide both sides of [link] by μ ( x ) :

y = 1 μ ( x ) [ μ ( x ) q ( x ) d x + C ] .

Since μ ( x ) was previously calculated, we are now finished. An important note about the integrating constant C : It may seem that we are inconsistent in the usage of the integrating constant. However, the integral involving p ( x ) is necessary in order to find an integrating factor for [link] . Only one integrating factor is needed in order to solve the equation; therefore, it is safe to assign a value for C for this integral. We chose C = 0 . When calculating the integral inside the brackets in [link] , it is necessary to keep our options open for the value of the integrating constant, because our goal is to find a general family of solutions to [link] . This integrating factor guarantees just that.

Problem-solving strategy: solving a first-order linear differential equation

  1. Put the equation into standard form and identify p ( x ) and q ( x ) .
  2. Calculate the integrating factor μ ( x ) = e p ( x ) d x .
  3. Multiply both sides of the differential equation by μ ( x ) .
  4. Integrate both sides of the equation obtained in step 3 , and divide both sides by μ ( x ) .
  5. If there is an initial condition, determine the value of C .

Solving a first-order linear equation

Find a general solution for the differential equation x y + 3 y = 4 x 2 3 x . Assume x > 0 .

  1. To put this differential equation into standard form, divide both sides by x :
    y + 3 x y = 4 x 3 .

    Therefore p ( x ) = 3 x and q ( x ) = 4 x 3 .
  2. The integrating factor is μ ( x ) = e ( 3 / x ) d x = e 3 ln x = x 3 .
  3. Multiplying both sides of the differential equation by μ ( x ) gives us
    x 3 y + x 3 ( 3 x ) y = x 3 ( 4 x 3 ) x 3 y + 3 x 2 y = 4 x 4 3 x 3 d d x ( x 3 y ) = 4 x 4 3 x 3 .
  4. Integrate both sides of the equation.
    d d x ( x 3 y ) d x = 4 x 4 3 x 3 d x x 3 y = 4 x 5 5 3 x 4 4 + C y = 4 x 2 5 3 x 4 + C x −3 .
  5. There is no initial value, so the problem is complete.
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Find the general solution to the differential equation ( x 2 ) y + y = 3 x 2 + 2 x . Assume x > 2 .

y = x 3 + x 2 + C x 2

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Now we use the same strategy to find the solution to an initial-value problem.

A first-order linear initial-value problem

Solve the initial-value problem

y + 3 y = 2 x 1 , y ( 0 ) = 3 .
  1. This differential equation is already in standard form with p ( x ) = 3 and q ( x ) = 2 x 1 .
  2. The integrating factor is μ ( x ) = e 3 d x = e 3 x .
  3. Multiplying both sides of the differential equation by μ ( x ) gives
    e 3 x y + 3 e 3 x y = ( 2 x 1 ) e 3 x d d x [ y e 3 x ] = ( 2 x 1 ) e 3 x .

    Integrate both sides of the equation:
    d d x [ y e 3 x ] d x = ( 2 x 1 ) e 3 x d x y e 3 x = e 3 x 3 ( 2 x 1 ) 2 3 e 3 x d x y e 3 x = e 3 x ( 2 x 1 ) 3 2 e 3 x 9 + C y = 2 x 1 3 2 9 + C e −3 x y = 2 x 3 5 9 + C e −3 x .
  4. Now substitute x = 0 and y = 3 into the general solution and solve for C :
    y = 2 3 x 5 9 + C e −3 x 3 = 2 3 ( 0 ) 5 9 + C e −3 ( 0 ) 3 = 5 9 + C C = 32 9 .

    Therefore the solution to the initial-value problem is
    y = 2 3 x 5 9 + 32 9 e −3 x .
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Solve the initial-value problem y 2 y = 4 x + 3 y ( 0 ) = −2 .

y = −2 x 4 + 2 e 2 x

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Applications of first-order linear differential equations

We look at two different applications of first-order linear differential equations. The first involves air resistance as it relates to objects that are rising or falling; the second involves an electrical circuit. Other applications are numerous, but most are solved in a similar fashion.

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Source:  OpenStax, Calculus volume 2. OpenStax CNX. Feb 05, 2016 Download for free at http://cnx.org/content/col11965/1.2
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