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
Rigorous notation, full derivation, hypotheses
Integrating factor — complete theory
Canonical form
"An equation of the form is called a first order linear differential equation." — Lebl, Notes on Diffy Qs, §1.4
Integrating factor method
Why it works. We want to be the derivative of a product. Since , we need , or . Integrating: .
Homogeneous + particular structure
Diagram: RC system solution
Step response of an RC circuit: exponentially with time constant .
Solved examples
Exercise list
36 exercises · 9 with worked solution (25%)
- Ex. 93.1Application
Solve .
- Ex. 93.2ApplicationAnswer key
Solve , .
- Ex. 93.3ApplicationAnswer key
Solve .
- Ex. 93.4Application
Solve , .
- Ex. 93.5ApplicationAnswer key
Solve .
- Ex. 93.6Application
Solve , .
- Ex. 93.7Application
Solve .
- Ex. 93.8Application
Solve .
- Ex. 93.9Application
Solve .
- Ex. 93.10ApplicationAnswer key
Solve , .
- Ex. 93.11ApplicationAnswer key
Solve and indicate the steady state.
- Ex. 93.12Application
Solve .
- Ex. 93.13Application
Solve .
- Ex. 93.14ApplicationAnswer key
Solve .
- Ex. 93.15Application
Solve .
- Ex. 93.16Application
Solve , .
- Ex. 93.17Understanding
Does solve ?
- Ex. 93.18Application
Solve .
- Ex. 93.19Understanding
Find for and discuss if the solution has a closed form.
- Ex. 93.20Application
Solve (independent variable ).
- Ex. 93.21Modeling
RC circuit: , , (step at ), . Find and .
- Ex. 93.22Modeling
RL circuit: , , , . Find and .
- Ex. 93.23ModelingAnswer key
CSTR reactor: flow , volume , input concentration , . Find .
- Ex. 93.24Modeling
Thermometer at immersed in water at . Time constant . When does it read ?
- Ex. 93.25Modeling
Bank account: zero initial balance, earns per year (continuous) and receives a continuous deposit of 12,000/year. Calculate the balance after 10 years.
- Ex. 93.26Modeling
Heater: , with , , , . Calculate and the time to reach 90% of .
- Ex. 93.27ModelingAnswer key
RC low-pass filter with input . Calculate the steady-state response amplitude for , , and .
- 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.
- Ex. 93.29Understanding
Show that if and are continuous on , the IVP , has a unique solution.
- Ex. 93.30Understanding
The integrating factor is unique up to a multiplicative constant — does this affect the final solution?
- Ex. 93.31Understanding
State the superposition principle for .
- Ex. 93.32Challenge
Bernoulli equation: . Use to linearize and solve.
- Ex. 93.33Challenge
Solve via variation of parameters and confirm that the result matches the integrating factor method.
- Ex. 93.34Challenge
Riccati equation: . Verify that is a particular solution and use the substitution to reduce it to a linear equation in .
- Ex. 93.35Proof
Rigorously demonstrate that transforms into and deduce the general solution formula.
- Ex. 93.36Proof
Demonstrate that , with , solves , .
Sources
- Notes on Diffy Qs — Jiří Lebl · v6.6 · §1.4–1.5 · EN · CC-BY-SA. Primary source.
- Calculus Volume 2 — OpenStax · §4.5 · EN · CC-BY-NC-SA.
- Elementary Differential Equations — William F. Trench · §2.1, §2.4 · EN · open access.