Solving First Order Linear DEs: Methods and General Solutions

In summary, the student attempted to solve a first order linear differential equation, but found that his methods did not work. He attempted to use separation of variables, but did not know why it was not applicable. He found a solution by solving for ##z## using an integrating factor and using a constant to simplify the equation.
  • #1
BOAS
553
19
Hi,

I have a first order linear DE that I need to find the general solution for. I thought that I had, but my solution does not make sense when plugged back into the equation.

I think that my method of separation of variables might be inapplicable here, but don't know the reason for this.

I know that for a DE of the form;

[itex]y' + ay = b[/itex], the general solution is given by [itex]y = \frac{b}{a} + Ce^{-ax}[/itex] but I don't know where this result comes from, so I would greatly appreciate some help here.

I will show what I have done, even though it is wrong.

1. Homework Statement


Find the general solution to;

[itex]c(\phi) : c' + 2c = 1[/itex]

Homework Equations

The Attempt at a Solution


[/B]
Rewrite as [itex]\frac{dc}{d \phi} = 1 - 2c[/itex]

[itex]\frac{dc}{1 - 2c} = d\phi[/itex]

Integrate both sides.

[itex]\int \frac{dc}{1 - 2c} = \int d\phi[/itex]

[itex]- \frac{1}{2} ln(|1 - 2c|) + a_{1} = \phi + a_{2}[/itex]

Exponentiate, to get rid of ln, and let a_2 - a_1 = a

[itex](1 - 2c)^{-\frac{1}{2}} = e^{\phi} + e^{a}[/itex]

[itex]c = \frac{1}{2} - \frac{e^{-2\phi} + e^{-2a}}{2}[/itex]

which is not a solution to my differential equation...

[itex]c = \frac{1}{2} + Qe^{-2 \phi}[/itex] is. (Using Q as my constant to avoid confusion)

So I have two questions;

1) Why can I not use separation of variables? (Or did I make a mistake?)

2) What is the argument that leads to the aforementioned 'formula' for solutions?

Thanks.
 
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  • #2
Your left side antiderivative is incorrect, and you didn't take the exponential of the entire right side.

The general way of solving nth order linear differential equations with constant coefficients (which really show up everywhere) is to assume a solution of [itex]e^{st}[/itex], plug it into the ODE in the homogeneous case, and solve for [itex]s[/itex]. If the forcing function is not 0, then there are a couple of techniques to find the remaining term (since the sum of solutions to an ODE is a solution). For a constant, it's easy enough to just assume a constant solution and find out what it's equal to.
 
  • #3
BOAS said:
Hi,

I have a first order linear DE that I need to find the general solution for. I thought that I had, but my solution does not make sense when plugged back into the equation.

I think that my method of separation of variables might be inapplicable here, but don't know the reason for this.

I know that for a DE of the form;

[itex]y' + ay = b[/itex], the general solution is given by [itex]y = \frac{b}{a} + Ce^{-ax}[/itex] but I don't know where this result comes from, so I would greatly appreciate some help here.

I will show what I have done, even though it is wrong.

1. Homework Statement


Find the general solution to;

[itex]c(\phi) : c' + 2c = 1[/itex]

Homework Equations

The Attempt at a Solution


[/B]
Rewrite as [itex]\frac{dc}{d \phi} = 1 - 2c[/itex]

[itex]\frac{dc}{1 - 2c} = d\phi[/itex]

Integrate both sides.

[itex]\int \frac{dc}{1 - 2c} = \int d\phi[/itex]

[itex]- \frac{1}{2} ln(|1 - 2c|) + a_{1} = \phi + a_{2}[/itex]

Exponentiate, to get rid of ln, and let a_2 - a_1 = a

[itex](1 - 2c)^{-\frac{1}{2}} = e^{\phi} + e^{a}[/itex]

************************************************************** ERROR above

[itex]c = \frac{1}{2} - \frac{e^{-2\phi} + e^{-2a}}{2}[/itex]

which is not a solution to my differential equation...

[itex]c = \frac{1}{2} + Qe^{-2 \phi}[/itex] is. (Using Q as my constant to avoid confusion)

So I have two questions;

1) Why can I not use separation of variables? (Or did I make a mistake?)

2) What is the argument that leads to the aforementioned 'formula' for solutions?

Thanks.

##e^{a + \phi} \neq e^a + e^{\phi}##.

In general, for constants ##a,b## we can solve ## y' + ay = b##, by setting ##z = y - a/b##. Then ##z' = y'##, and so ##z' + az = y' + a(y - b/a) = y' + ay - b = 0##; that is, ##z' + az = 0##.
 
  • #4
Also, you can use an integrating factor: [tex]let\, \mu =e^{\int p(\phi )d\phi }[/tex]

muliply your equation through by [tex]\mu[/tex] so you have

[tex]\mu c'+2\mu c=\mu[/tex] then remind yourself of the chain rule. The answer is only two steps away from here... hint: [tex]\mu c' +2\mu c =(\mu c)' [/tex]
 
  • #5
Ray Vickson said:
##e^{a + \phi} \neq e^a + e^{\phi}##.

Oops, silly mistake.

##(1 - 2c)^{-\frac{1}{2}} = e^{\phi + a}## Which can be rewritten as ##(1 - 2c)^{-\frac{1}{2}} = e^{\phi} e^{a}##

Let ##A = e^{2a}##

##c = \frac{1}{2} - 2A^{-1} e^{-2\phi}## Which is a solution.

n general, for constants a,b we can solve y′+ay=b, by setting z=y−a/b. Then z′=y′, and so z′+az=y′+a(y−b/a)=y′+ay−b=0; that is, z′+az=0.

Thank you for your help.

Practice makes perfect, so I will do lots of problems similar to this.
 

FAQ: Solving First Order Linear DEs: Methods and General Solutions

What is a first order linear differential equation?

A first order linear differential equation is an equation that involves the first derivative of an unknown function and the function itself, with the unknown function appearing in a linear manner (i.e. raised to the first power).

What are the key components of a first order linear differential equation?

The key components of a first order linear differential equation are the independent variable (usually denoted by x), the dependent variable (usually denoted by y), and the derivative of the dependent variable (usually denoted by y').

What is the general form of a first order linear differential equation?

The general form of a first order linear differential equation is y' + P(x)y = Q(x), where P(x) and Q(x) are functions of the independent variable x.

How do you solve a first order linear differential equation?

To solve a first order linear differential equation, you can use the method of integrating factors, which involves multiplying both sides of the equation by a carefully chosen function called the integrating factor. This will transform the equation into a form that can be easily integrated, allowing you to solve for the unknown function.

What real-world applications use first order linear differential equations?

First order linear differential equations have many real-world applications, including in physics, engineering, economics, and biology. For example, they can be used to model the growth of bacteria, the decay of radioactive materials, the flow of electricity in a circuit, and the spread of diseases.

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