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Lesson 93 — 1st-order linear ODEs

y' + p(x)y = q(x). Integrating factor e^{∫p}. Applications: RC circuit, mixing, bank account.

Used in: Spécialité Maths (France, Terminale) · Math III japonês (avançado) · Leistungskurs alemão

y+p(x)y=q(x)    y=epdx ⁣[epdxq(x)dx+C]y' + p(x)\,y = q(x) \;\Longrightarrow\; y = e^{-\int p\,dx}\!\left[\int e^{\int p\,dx}\,q(x)\,dx + C\right]
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Rigorous notation, full derivation, hypotheses

Integrating factor — complete theory

Canonical form

"An equation of the form y+p(x)y=f(x)y' + p(x)y = f(x) is called a first order linear differential equation." — Lebl, Notes on Diffy Qs, §1.4

Integrating factor method

Why it works. We want μy+μpy\mu y' + \mu p y to be the derivative of a product. Since (μy)=μy+μy(\mu y)' = \mu' y + \mu y', we need μ=μp\mu' = \mu p, or μ/μ=p\mu'/\mu = p. Integrating: μ(x)=ep(x)dx\mu(x) = e^{\int p(x)\,dx}.

Homogeneous + particular structure

Diagram: RC system solution

tVVsV_C(t) = Vs(1 - e^(-t/RC))0RC3RC

Step response of an RC circuit: VCVsV_C \to V_s exponentially with time constant τ=RC\tau = RC.

Solved examples

Exercise list

36 exercises · 9 with worked solution (25%)

Application 18Understanding 5Modeling 8Challenge 3Proof 2
  1. Ex. 93.1Application

    Solve y+y=0y' + y = 0.

  2. Ex. 93.2ApplicationAnswer key

    Solve y+2y=6y' + 2y = 6, y(0)=1y(0) = 1.

  3. Ex. 93.3ApplicationAnswer key

    Solve y+3y=exy' + 3y = e^{-x}.

  4. Ex. 93.4Application

    Solve yy=e2xy' - y = e^{2x}, y(0)=0y(0) = 0.

  5. Ex. 93.5ApplicationAnswer key

    Solve y+2xy=xy' + 2xy = x.

  6. Ex. 93.6Application

    Solve y+1xy=1y' + \frac{1}{x}\,y = 1, y(1)=0y(1) = 0.

  7. Ex. 93.7Application

    Solve xy+2y=x3x y' + 2y = x^3.

  8. Ex. 93.8Application

    Solve yysinx=sinxy' - y\sin x = \sin x.

  9. Ex. 93.9Application

    Solve y+ycotx=2cosxy' + y\cot x = 2\cos x.

  10. Ex. 93.10ApplicationAnswer key

    Solve y2xy=xy' - 2xy = x, y(0)=1y(0) = 1.

  11. Ex. 93.11ApplicationAnswer key

    Solve y+4y=8y' + 4y = 8 and indicate the steady state.

  12. Ex. 93.12Application

    Solve y+y=sinxy' + y = \sin x.

  13. Ex. 93.13Application

    Solve y3y=6e3xy' - 3y = 6e^{3x}.

  14. Ex. 93.14ApplicationAnswer key

    Solve y+2xy=x2y' + \frac{2}{x}\,y = x^2.

  15. Ex. 93.15Application

    Solve y+ycosx=cosxy' + y\cos x = \cos x.

  16. Ex. 93.16Application

    Solve (1+x2)y+2xy=4x(1+x^2)y' + 2xy = 4x, y(0)=0y(0) = 0.

  17. Ex. 93.17Understanding

    Does y=exy = e^{-x} solve y+y=0y' + y = 0?

  18. Ex. 93.18Application

    Solve y=2y+4y' = 2y + 4.

  19. Ex. 93.19Understanding

    Find μ(x)\mu(x) for y+(sinx)y=cosxy' + (\sin x)y = \cos x and discuss if the solution has a closed form.

  20. Ex. 93.20Application

    Solve y+2y=t2y' + 2y = t^2 (independent variable tt).

  21. Ex. 93.21Modeling

    RC circuit: R=2kΩR = 2\,\text{k}\Omega, C=50μFC = 50\,\mu\text{F}, Vs=12VV_s = 12\,\text{V} (step at t=0t = 0), VC(0)=0V_C(0) = 0. Find VC(t)V_C(t) and τ\tau.

  22. Ex. 93.22Modeling

    RL circuit: L=0.5HL = 0.5\,\text{H}, R=10ΩR = 10\,\Omega, V=5VV = 5\,\text{V}, i(0)=0i(0) = 0. Find i(t)i(t) and τ=L/R\tau = L/R.

  23. Ex. 93.23ModelingAnswer key

    CSTR reactor: flow Q=2L/minQ = 2\,\text{L/min}, volume V=100LV = 100\,\text{L}, input concentration cin=5g/Lc_{in} = 5\,\text{g/L}, c(0)=0c(0) = 0. Find c(t)c(t).

  24. Ex. 93.24Modeling

    Thermometer at 20°C20\,\text{°C} immersed in water at 80°C80\,\text{°C}. Time constant τ=30s\tau = 30\,\text{s}. When does it read 70°C70\,\text{°C}?

  25. Ex. 93.25Modeling

    Bank account: zero initial balance, earns r=5%r = 5\% per year (continuous) and receives a continuous deposit of 12,000/year. Calculate the balance after 10 years.

  26. Ex. 93.26Modeling

    Heater: T˙=k(TTamb)+P/C\dot T = -k(T - T_{\text{amb}}) + P/C, with k=0.1min1k = 0.1\,\text{min}^{-1}, Tamb=20°CT_{\text{amb}} = 20\,\text{°C}, P/C=5°C/minP/C = 5\,\text{°C/min}, T(0)=20°CT(0) = 20\,\text{°C}. Calculate TT_\infty and the time to reach 90% of TT_\infty.

  27. Ex. 93.27ModelingAnswer key

    RC low-pass filter with input u(t)=sin(ωt)u(t) = \sin(\omega t). Calculate the steady-state response amplitude for ωτ=0.1\omega\tau = 0.1, ωτ=1\omega\tau = 1, and ωτ=10\omega\tau = 10.

  28. Ex. 93.28ModelingAnswer key

    200 L tank contains 50 g of salt. Brine enters at 2 g/L at 4 L/min; mixture exits at 4 L/min. Amount of salt after 1 hour.

  29. Ex. 93.29Understanding

    Show that if pp and qq are continuous on II, the IVP y+py=qy' + p\,y = q, y(x0)=y0y(x_0) = y_0 has a unique solution.

  30. Ex. 93.30Understanding

    The integrating factor is unique up to a multiplicative constant — does this affect the final solution?

  31. Ex. 93.31Understanding

    State the superposition principle for Ly=y+py\mathcal{L}y = y' + p\,y.

  32. Ex. 93.32Challenge

    Bernoulli equation: y+y=y2y' + y = y^2. Use u=1/yu = 1/y to linearize and solve.

  33. Ex. 93.33Challenge

    Solve y+ytanx=secxy' + y\tan x = \sec x via variation of parameters and confirm that the result matches the integrating factor method.

  34. Ex. 93.34Challenge

    Riccati equation: y=y22xy+x21y' = y^2 - 2xy + x^2 - 1. Verify that y1=x+1y_1 = x + 1 is a particular solution and use the substitution y=x+1+1/vy = x + 1 + 1/v to reduce it to a linear equation in vv.

  35. Ex. 93.35Proof

    Rigorously demonstrate that μ(x)=ep(x)dx\mu(x) = e^{\int p(x)\,dx} transforms y+py=qy' + py = q into (μy)=μq(\mu y)' = \mu q and deduce the general solution formula.

  36. Ex. 93.36Proof

    Demonstrate that y(x)=x0xG(x,s)q(s)dsy(x) = \int_{x_0}^{x} G(x,s)\,q(s)\,ds, with G(x,s)=esxp(t)dtG(x,s) = e^{-\int_s^x p(t)\,dt}, solves y+py=qy' + py = q, y(x0)=0y(x_0) = 0.

Sources

Updated on 2025-05-14 · Author(s): Clube da Matemática

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