Yet another first order differential equation

In summary, to solve the first order linear nonhomogenous differential equation y'(x) + P(x)y(x) = Q(x), you must solve the homogenous form of the equation, which involves finding the integrating factor μ(x) such that μ'(x) = μ(x)P(x). Then, you can use this integrating factor to find the general solution for y(x), which is given by y(x) = [1/μ(x)] * ∫μ(x)q(x)dx, where μ(x) = C * exp(∫P(x)dx).
  • #1
squareroot
76
0

Homework Statement


okey, so i got stuck at another step in the way of solving de's.I've been studying DE of this form:

y' + P(x)y = Q(x)


Homework Equations





The Attempt at a Solution



So, first we solve y' + P(x)y=0 for y. [tex] \frac{dy}{y} = -P(x)dx [/tex] , we integrate this and get that [tex] \int \frac{1}{y}\,dy = -\int P(x)\,dx [/tex] [tex] ln(y) + C= -\int P(x)\,dx [/tex] [tex] y= e^{-C-\int P(x)\,dx} [/tex] this is my attempt to solve but the textbook says that the answer is [tex]C(x)e^{-\int P(x)\,dx } [/tex] . I don't understand that C(x)...Isn't C just a constant?Why does it depend on x?

Thank you




 
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  • #2
Well this would be extremely subtle for me as I would have done the same thing you have, but I think since you are integrating with respect to y on the left, C can be C(x) since when differentiated with respect to y it would disappear.

Thinking it over again, you would then have to differentiate to check your answer.

Differentiating the y they say is the answer would require the product and chain rules to obtain:

$$y' = C'(x)e^{-\int P(x) dx} - P(x)C(x)e^{-\int P(x) dx}$$

Now we check to see if this solves the homogeneous equation:

$$y' + P(x)y = 0$$

$$C'(x)e^{-\int P(x) dx} - P(x)C(x)e^{-\int P(x) dx} + P(x)C(x)e^{-\int P(x)dx} = 0$$

The last two terms cancel, then we divide the exponential function with the C'(x) and find that:

$$C'(x) = 0$$ which would imply that C(x) is NOT a function of x. I don't know what your book is trying to say now D:.

Good luck!
 
Last edited:
  • #3
##y=Ce^{-\int P(x)\,dx }## is solution of the homogeneous equation y' + P(x)y = 0, but you need the solution of the equation y' + P(x)y = Q(x), and you try to find a particular solution in the form ##y=C(x)e^{-\int P(x)\,dx }##.

See

http://www.math.vt.edu/people/renardym/class_home/firstorder/node1.html

ehild
 
  • #4
squareroot said:

Homework Statement


okey, so i got stuck at another step in the way of solving de's.I've been studying DE of this form:

y' + P(x)y = Q(x)


Homework Equations





The Attempt at a Solution



So, first we solve y' + P(x)y=0 for y. [tex] \frac{dy}{y} = -P(x)dx [/tex] , we integrate this and get that [tex] \int \frac{1}{y}\,dy = -\int P(x)\,dx [/tex] [tex] ln(y) + C= -\int P(x)\,dx [/tex] [tex] y= e^{-C-\int P(x)\,dx} [/tex] this is my attempt to solve but the textbook says that the answer is [tex]C(x)e^{-\int P(x)\,dx } [/tex] . I don't understand that C(x)...Isn't C just a constant?Why does it depend on x?

The method of solving [tex]
y' + P(x)y = Q(x)
[/tex] is to multiply both sides by [itex]e^{\int P(x)\,dx}[/itex] to obtain [tex]
e^{\int P(x)\,dx}y' + e^{\int P(x)\,dx}P(x)y = \frac{d}{dx}\left(ye^{\int P(x)\,dx}\right)
= e^{\int P(x)\,dx} Q(x).[/tex] Hence [tex]
ye^{\int P(x)\,dx} = \int e^{\int P(x)\,dx} Q(x)\,dx \equiv C(x)[/tex]
 
  • #5
ehild said:
##y=Ce^{-\int P(x)\,dx }## is solution of the homogeneous equation y' + P(x)y = 0, but you need the solution of the equation y' + P(x)y = Q(x), and you try to find a particular solution in the form ##y=C(x)e^{-\int P(x)\,dx }##.

See

http://www.math.vt.edu/people/renardym/class_home/firstorder/node1.html

ehild


I ve looked over the link you posted but there they say "let C be eK , where K is a constant but in my textbook they wrote C(x) as if C depends on the value of x, but if C depends on x then C is no longer a constant...
 
  • #6
Read further, from the sentence
Now we look at an inhomogeneous equation


y'+p(t)y=g(t)

ehild
 
  • #7
pasmith has the best response so far...just to expand a bit though...

In order to solve the first order linear nonhomogenous differential equation: y'(x) + P(x)y(x) = Q(x) , you do have to solve the homogenous form of this equation, but in a slightly different way - let me explain by using the technique known as the "integrating factor" (which is essentially what pasmith did).

we start with the original nonhomogenous differential equation: y'(x) + P(x)y(x) = Q(x)

I am going to create a new variable μ(x), which will be our integrating factor, such that:

μ(x)[y'(x) + P(x)y(x) = Q(x)]

⇔ μ(x)y'(x) + μ(x)P(x)y(x) = μ(x)Q(x) {Equation 1}

1). if we differentiate μ(x)y(x) using the product rule, what do we obtain?

→ u = μ(x), u' = μ'(x), v = y(x), v' = y'(x)

so d/dx[μ(x)y(x)] = u'v + v'u

so d/dx[μ(x)y(x)] = μ(x)y'(x) + μ'(x)y(x) ...but wait doesn't this look familiar?

well if μ'(x) was equal to μ(x)P(x), then it would read: d/dx[μ(x)y(x)] = μ(x)y'(x) + μ(x)P(x)y(x) which we know from {Equation 1} must be equal to μ(x)Q(x)

2). now we want to create μ(x) such that: μ'(x) = μ(x)P(x)

and thus: d/dx[μ(x)y(x)] = μ(x)y'(x) + μ'(x)y(x) = μ(x)Q(x)

ergo, d/dx[μ(x)y(x)] = μ(x)q(x)

⇔ ∫d/dx[μ(x)y(x)]dx = ∫μ(x)q(x)dx

⇔ μ(x)y(x) = ∫μ(x)q(x)dx

∴ y(x) = [1/μ(x)] * ∫μ(x)q(x)dx

3). great, we have a value for y(x), but it's still in terms of our integrating factor...so what is this integrating factor actually equal to??

we already created μ(x) such that μ'(x) = μ(x)P(x), so now we have to FIND μ(x) such that μ'(x) = μ(x)P(x)

⇔ μ'(x) - μ(x)P(x) = 0 //this is where you solve for the "homogenous" differential equation, which you already did...this is just in terms of μ(x) instead of y(x)//

⇔ μ(x) = C * exp(∫P(x)dx) //note that this integral within e's exponent has NO constant of integration when you are actually solving//

4). so putting this all together we now have:

y(x) = [1/μ(x)] * ∫μ(x)q(x)dx where μ(x) = C * exp(∫P(x)dx)

hope this helps!
 
  • #8
Excellent! :D
 

Related to Yet another first order differential equation

1. What is a first order differential equation?

A first order differential equation is a mathematical equation that relates an unknown function to its derivative. It is called a first order differential equation because it only involves the first derivative of the unknown function.

2. What makes "Yet another first order differential equation" different from other first order differential equations?

"Yet another first order differential equation" is not a specific type of differential equation, but rather a general term used to describe any first order differential equation that is being presented or discussed. It does not have any specific distinguishing characteristics.

3. What are some common applications of first order differential equations?

First order differential equations are used to model many real-world phenomena, including population growth, radioactive decay, chemical reactions, and electrical circuits. They are also widely used in physics, engineering, and economics.

4. How do you solve a first order differential equation?

The method for solving a first order differential equation depends on the specific equation and its initial conditions. Some common techniques include separation of variables, integrating factors, and using the method of undetermined coefficients. In some cases, a differential equation cannot be solved analytically and must be solved using numerical methods.

5. What is the significance of first order differential equations in science?

First order differential equations are fundamental tools in science and engineering, as they allow us to describe and predict the behavior of systems that are continuously changing. They are used in a wide range of disciplines and have many practical applications, making them an essential part of scientific research and problem-solving.

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