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Mathematics · Ch 12 — Differential Equations

Linear Differential Equations of the Type dx/dy + Px = Q

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Linear Differential Equations of the Type dx/dy + Px = Q

Not every linear-looking equation is linear in yy. If, when solved for a derivative, the equation instead has x2x^2, xdydxx\dfrac{dy}{dx}, or another non-linear combination of xx and dydx\dfrac{dy}{dx}, it may still be linear in xx, if it can be arranged into the standard form

dxdy+Px=Q,\frac{dx}{dy} + Px = Q,

where now PP and QQ are given functions of yy only (or constants) -- xx and dxdy\dfrac{dx}{dy} each appearing to the first power only. This is exactly Section 6's equation with the roles of xx and yy (and hence of ddx\dfrac{d}{dx} and ddy\dfrac{d}{dy}) exchanged throughout.

When to prefer this form. If, on inspection, an equation is not linear in yy (e.g. it contains y2dydxy^2\dfrac{dy}{dx}, or the "constants" P,QP,Q would need to depend on yy to fit Section 6's form), it is always worth checking whether the reciprocal relationship dxdy\dfrac{dx}{dy} is linear in xx instead -- this happens often, since a curve's equation can equally be read as xx a function of yy.

Deriving the integrating factor. Exactly as in Section 6 -- with y↔xy \leftrightarrow x swapped -- multiplying dxdy+Px=Q\dfrac{dx}{dy} + Px = Q by a function μ(y)\mu(y) chosen so that μ ⁣(dxdy+Px)=ddy(xμ)\mu\!\left(\dfrac{dx}{dy}+Px\right) = \dfrac{d}{dy}(x\mu) requires dμdy=μP\dfrac{d\mu}{dy} = \mu P, i.e. dμμ=P dy\dfrac{d\mu}{\mu} = P\,dy, giving

μ=e∫P dy.\mu = e^{\int P\,dy}.

Integrating factor (in yy): I.F.=e∫P dy\text{I.F.} = e^{\int P\,dy}, for the standard form dxdy+Px=Q\dfrac{dx}{dy}+Px=Q with P,QP,Q functions of yy.

General solution. Multiplying through by μ=e∫P dy\mu = e^{\int P\,dy} turns the equation into ddy(xμ)=μQ\dfrac{d}{dy}(x\mu) = \mu Q; integrating both sides with respect to yy:

x⋅I.F.=∫(Q⋅I.F.) dy+C.x\cdot\text{I.F.} = \int (Q\cdot\text{I.F.})\,dy + C. …