Section 5.3 First Order Linear Differential Equations
¶Subsection 5.3.1 Homogeneous DEs
¶A simple, but important and useful, type of separable equation is the first order homogeneous linear equation:
Definition 5.21. First Order Homogeneous Linear DE.
A first order homogeneous linear differential equation is one of the form \(\ds y' + p(t)y=0\) or equivalently \(\ds y' = -p(t)y\text{.}\)
We have already seen a first order homogeneous linear differential equation, namely the simple growth and decay model \(y'=ky\text{.}\)
Since first order homogeneous linear equations are separable, we can solve them in the usual way:
where \(P(t)\) is an antiderivative of \(-p(t)\text{.}\) As in previous examples, if we allow \(A=0\) we get the constant solution \(y=0\text{.}\)
Example 5.22. Solving an IVP I.
Solve the initial value problem
subject to
\(y(0)=1/2\)
\(y(2)=1/2\)
We start with
so the general solution to the differential equation is
-
To compute the constant coefficient \(A\text{,}\) we substitute:
\begin{equation*} \frac{1}{2} = Ae^{-\sin 0} = A\text{,} \end{equation*}so the solutions is
\begin{equation*} y = \frac{1}{2} e^{-\sin t}\text{.} \end{equation*} -
To compute the constant coefficient \(A\text{,}\) we substitute:
\begin{align*} \frac{1}{2} \amp = Ae^{-\sin 2}\\ A \amp = \frac{1}{2}e^{\sin 2} \end{align*}so the solution is
\begin{equation*} y = {1\over 2}e^{\sin 2}e^{-\sin t}\text{.} \end{equation*}
Example 5.23. Solving an IVP II.
Solve the initial value problem \(ty'+3y=0\text{,}\) \(y(1)=2\text{,}\) assuming \(t>0\text{.}\)
We write the equation in standard form: \(y'+3y/t=0\text{.}\) Then
and
Substituting to find \(A\text{:}\) \(\ds 2=A(1)^{-3}=A\text{,}\) so the solution is \(\ds y=2t^{-3}\text{.}\)
Subsection 5.3.2 Non-Homogeneous DEs
¶As you might guess, a first order non-homogeneous linear differential equation has the form \(\ds y' + p(t)y = f(t)\text{.}\) Not only is this closely related in form to the first order homogeneous linear equation, we can use what we know about solving homogeneous equations to solve the general linear equation.
Definition 5.24. First Order Non-Homogeneous Linear DE.
A first order non-homogeneous linear differential equation is one of the form
Note: When the coefficient of the first derivative is one in the first order non-homogeneous linear differential equation as in the above definition, then we say the DE is in standard form.
Let us now discuss how we can find all solutions to a first order non-homogeneous linear differential equation. Suppose that \(y_1(t)\) and \(y_2(t)\) are solutions to \(\ds y' + p(t)y = f(t)\text{.}\) Let \(\ds g(t)=y_1-y_2\text{.}\) Then
In other words, \(\ds g(t)=y_1-y_2\) is a solution to the homogeneous equation \(\ds y' + p(t)y = 0\text{.}\) Turning this around, any solution to the linear equation \(\ds y' + p(t)y = f(t)\text{,}\) call it \(y_1\text{,}\) can be written as \(y_2+g(t)\text{,}\) for some particular \(y_2\) and some solution \(g(t)\) of the homogeneous equation \(\ds y' + p(t)y = 0\text{.}\) Since we already know how to find all solutions of the homogeneous equation, finding just one solution to the equation \(\ds y' + p(t)y = f(t)\) will give us all of them.
Theorem 5.25. General Solution of First Order Non-Homogeneous Linear DE.
Given a first order non-homogeneous linear differential equation
let \(h(t)\) be a particular solution, and let \(g(t)\) be the general solution to the corresponding homogeneous DE
Then the general solution to the non-homogeneous DE is constructed as the sum of the above two solutions:
Subsubsection 5.3.2.1 Variation of Parameters
We now introduce the first one of two methods discussed in these notes to solve a first order non-homogeneous linear differential equation. Again, it turns out that what we already know helps. We know that the general solution to the homogeneous equation \(\ds y' + p(t)y = 0\) looks like \(\ds Ae^{P(t)}\text{,}\) where \(P(t)\) is an antiderivative of \(-p(t)\text{.}\) We now make an inspired guess: Consider the function \(\ds v(t)e^{P(t)}\text{,}\) in which we have replaced the constant parameter \(A\) with the function \(v(t)\text{.}\) This technique is called variation of parameters. For convenience write this as \(s(t)=v(t)h(t)\text{,}\) where \(\ds h(t)=e^{P(t)}\) is a solution to the homogeneous equation. Now let's compute a bit with \(s(t)\text{:}\)
The last equality is true because \(\ds h'(t)+p(t)h(t)=0\text{,}\) since \(h(t)\) is a solution to the homogeneous equation. We are hoping to find a function \(s(t)\) so that \(\ds s'(t)+p(t)s(t)=f(t)\text{;}\) we will have such a function if we can arrange to have \(\ds v'(t)h(t)=f(t)\text{,}\) that is, \(\ds v'(t)=f(t)/h(t)\text{.}\) But this is as easy (or hard) as finding an antiderivative of \(\ds f(t)/h(t)\text{.}\) Putting this all together, the general solution to \(\ds y' + p(t)y = f(t)\) is
Method of Variation of Parameters.
Given a first order non-homogeneous linear differential equation
using variation of parameters the general solution is given by
where \(v'(t)=e^{-P(t)}f(t)\) and \(P(t)\) is an antiderivative of \(-p(t)\text{.}\)
Note: The method of variation of parameters makes more sense after taking linear algebra since the method uses determinants. We therefore restrict ourselves to just one example to illustrate this method.
Example 5.26. Solving an IVP Using Variation of Parameters.
Find the solution of the initial value problem \(\ds y'+3y/t=t^2\text{,}\) \(y(1)=1/2\text{.}\)
First we find the general solution; since we are interested in a solution with a given condition at \(t=1\text{,}\) we may assume \(t>0\text{.}\) We start by solving the homogeneous equation as usual; call the solution \(g\text{:}\)
Then as in the discussion, \(\ds h(t)=t^{-3}\) and \(\ds v'(t)=t^2/t^{-3}=t^5\text{,}\) so \(\ds v(t)=t^6/6\text{.}\) We know that every solution to the equation looks like
Finally we substitute \(y(1)=\frac{1}{2}\) to find \(A\text{:}\)
The solution is then
Subsubsection 5.3.2.2 Integrating Factor
Another common method for solving such a differential equation is by means of an integrating factor . In the differential equation \(\ds y'+p(t)y=f(t)\text{,}\) we note that if we multiply through by a function \(I(t)\) to get \(\ds I(t)y'+I(t)p(t)y=I(t)f(t)\text{,}\) the left hand side looks like it could be a derivative computed by the Product Rule:
Now if we could choose \(I(t)\) so that \(I'(t)=I(t)p(t)\text{,}\) this would be exactly the left hand side of the differential equation. But this is just a first order homogeneous linear equation, and we know a solution is \(\ds I(t)=e^{Q(t)}\text{,}\) where \(\ds Q(t)=\int p(t)\,dt\text{.}\) Note that \(Q(t)=-P(t)\text{,}\) where \(P(t)\) appears in the variation of parameters method and \(P'(t)=-p(t)\text{.}\) Now the modified differential equation is
Integrating both sides gives
Definition 5.27. Integrating Factor.
Given a first order non-homogeneous linear differential equation
the integrating factor is given by
Method of Integrating Factor.
Given a first order non-homogeneous linear differential equation
follow these steps to determine the general solution \(y(t)\) using an integrating factor:
Calculate the integrating factor \(I(t)\text{.}\)
Multiply the standard form equation by \(I(t)\text{.}\)
-
Simplify the left-hand side to
\begin{equation*} \frac{d}{dt}\left[I(t)y\right]\text{.} \end{equation*} Integrate both sides of the equation.
Solve for \(y(t)\text{.}\)
The solution can be compactly written as
Using this method, the solution of the previous example would look just a bit different.
Example 5.28. Solving an IVP Using Integrating Factor.
Find the solution of the initial value problem \(\ds y'+3y/t=t^2\text{,}\) \(y(1)=1/2\text{.}\)
Notice that the differential equation is already in standard form. We begin by computing the integrating factor and obtain
for \(t>0\text{.}\)
Next, we multiply both sides of the DE with \(I(t)\) and get
which simplifies to
Now we integrate both sides with respect to \(t\) and solve for \(y\text{:}\)
Lastly, we use the initial value \(y(1)=1/2\) to find \(C\text{:}\)
Hence, the solution to the DE is
Example 5.29. General Solution Using Integrating Factor.
Determine the general solution of the differential equation
We see that the differential equation is in standard form. We then compute the integrating factor as
where we took the arbitrary constant of integration to be zero.
Therefore, we can write the DE as
Integrating both sides with respect to \(t\) gives
We solve this integral by making the substitution \(u=t^3, \ du = 3t^2\,dt\text{:}\)
Thus,
The general solution to the DE is therefore
for \(C \in \R\text{.}\)
Exercises for Section 5.3.
Exercise 5.3.1.
Find the general solution of the following homogeneous differential equations.
-
\(\ds y'+5y=0\)
AnswerSolution\(\ds y=Ae^{-5t}\)This is a first order homogeneous linear differential equation. Therefore, we separate variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -5y \\ \int \frac{1}{y}\,dy \amp= -5 \int \,dt \\ \ln |y| \amp= -5t + C \\ y(t) \amp= e^{-5t+C} = Ae^{-5t},\end{split} \end{equation*}for any constant \(A\text{.}\) -
\(\ds y'-2y=0\)
AnswerSolution\(\ds y=Ae^{2t}\)This is a first order homogeneous linear differential equation. Therefore, we separate variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= 2y \\ \int \frac{1}{y}\,dy \amp= 2 \int \,dt \\ \ln |y| \amp= 2t + C \\ y(t) \amp= e^{2t+C} = Ae^{2t},\end{split} \end{equation*}for any constant \(A\text{.}\) -
\(\ds y'+{y\over 1+t^2}=0\)
AnswerSolution\(\ds y=Ae^{-\arctan t}\)This is a first order homogeneous linear differential equation. Therefore, we separate variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -\frac{y}{1+t^2} \\ \int \frac{1}{y}\,dy \amp= - \int \frac{1}{1+t^2} \,dt \\ \ln |y|\amp= -\tan^{-1}(t) + C \\ y(t) \amp= e^{-\tan^{-1}(t)+C} = Ae^{-\tan^{-1}(t)},\end{split} \end{equation*}for any constant \(A\text{.}\) -
\(\ds y'+t^2y=0\)
AnswerSolution\(\ds y=Ae^{-t^3/3}\)This is a first order homogeneous linear differential equation. Therefore, we separate variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -t^2 y \\ \int \frac{1}{y}\,dy \amp= - \int t^2 \,dt \\ \ln |y| \amp= -\frac{t^3}{3} + C \\ y(t) \amp= e^{-\frac{t^3}{3}+C} = Ae^{-\frac{t^3}{3}},\end{split}s \end{equation*}for any constant \(A\text{.}\)
Exercise 5.3.2.
Solve the following initial value problems concerning homogeneous DEs.
-
\(\ds y' + y=0\text{,}\) \(y(0)=4\)
AnswerSolution\(\ds y=4e^{-t}\)We first find the general solution by separating variables. Notice that \(y=0\) is a constant solution, but is not a solution to the IVP.\begin{equation*} \begin{split} \diff{y}{t} \amp= -y \\ \int \frac{1}{y} \,dy \amp= -\int \,dt \\ \ln |y| \amp= -t + C\\ y(t) \amp= A e^{-t}. \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(0) = 4 \implies A = 4. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = 4e^{-t}. \end{equation*} -
\(\ds y' -3y=0\text{,}\) \(y(1)=-2\)
AnswerSolution\(\ds y=-2e^{3t-3}\)We first find the general solution by separating variables. Notice that \(y=0\) is a constant solution, but is not a solution to the IVP.\begin{equation*} \begin{split} \diff{y}{t} \amp= 3y \\ \int \frac{1}{y} \,dy \amp= \int 3\,dt \\ \ln |y| \amp= 3t + C\\ y(t) \amp= A e^{3t}. \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(1) = -2 \implies A = -2e^{-3}. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = -2e^{3(t-1)}. \end{equation*} -
\(\ds y' + y\sin t = 0\text{,}\) \(y(\pi)=1\)
AnswerSolution\(\ds y=e^{1+\cos t}\)We first find the general solution by separating variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -y\sin t \\ \int \frac{1}{y} \,dy \amp= -\int \sin t \,dt \\ \ln |y| \amp= \cos t + C\\ y(t) \amp= A e^{\cos t}. \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(\pi) = 1 \implies A = \frac{1}{e^{-1}} = e. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = e^{\cos(t) +1}. \end{equation*} -
\(\ds y' +ye^t=0\text{,}\) \(y(0)=e\)
AnswerSolution\(\ds y=e^2e^{-e^t}\)We first find the general solution by separating variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -ye^t \\ \int \frac{1}{y} \,dy \amp= -\int e^t \,dt \\ \ln |y| \amp= -e^t + C\\ y(t) \amp= A e^{-e^t}. \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(0) = e \implies A = \frac{e}{e^{-1}} = e^2. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = e^{2-e^t}. \end{equation*} -
\(\ds y' +y\sqrt{1+t^4}=0\text{,}\) \(y(0)=0\)
AnswerSolution\(\ds y=0\)We notice that \(y=0\) is a constant solution to the IVP. -
\(\ds y' + y\cos(e^t)=0\text{,}\) \(y(0)=0\)
AnswerSolution\(\ds y=0\)We notice that \(y=0\) is a constant solution to the IVP. -
\(\ds ty' - 2y = 0\text{,}\) \(y(1)=4\)
AnswerSolution\(\ds y=4t^2\)We first find the general solution by separating variables.\begin{equation*} \begin{split} t\diff{y}{t} \amp= 2y \\ \int \frac{1}{y} \,dy \amp= 2\int \frac{1}{t}\,dt \\ \ln |y| \amp= 2\ln|t| + C\\ y(t) \amp= e^{2\ln |t| + C}\\ \amp= Ae^{2\ln |t|}\\ \amp= A e^{\ln t^2}\\ \amp= At^2 \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(1) = 4 \implies A = 4. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = 4t^2. \end{equation*} -
\(\ds t^2y' + y = 0\text{,}\) \(y(1)=-2\text{,}\) \(t>0\)
AnswerSolution\(\ds y=-2e^{(1/t)-1}\)We first find the general solution by separating variables.\begin{equation*} \begin{split} t^2\diff{y}{t} \amp= -y \\ \int \frac{1}{y} \,dy \amp= -\int \frac{1}{t^2}\,dt \\ \ln |y| \amp= \frac{1}{t} + C\\ y(t) \amp= e^{1/t + C}\\ \amp= Ae^{1/t} \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(1) = -2 \implies A = -2e^{-1}. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = -2e^{1/t-1}. \end{equation*} -
\(\ds t^3y' = 2y\text{,}\) \(y(1)=1\text{,}\) \(t>0\)
AnswerSolution\(\ds y=e^{1-t^{-2}}\)We first find the general solution by separating variables.\begin{equation*} \begin{split} t^3\diff{y}{t} \amp=2y \\ \int \frac{1}{y} \,dy \amp= 2\int \frac{1}{t^3}\,dt \\ \ln |y| \amp= -2\frac{1}{2t^2} + C\\ y(t) \amp= e^{-1/(t^2) + C}\\ \amp= Ae^{-1/t^2} \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(1) = 1 \implies A = e^{1}. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = e^{1-1/t^2}. \end{equation*} -
\(\ds t^3y' = 2y\text{,}\) \(y(1)=0\text{,}\) \(t>0\)
AnswerSolution\(\ds y=0\)We first find the general solution by separating variables.\begin{equation*} \begin{split} t^3\diff{y}{t} \amp =2y \\ \int \frac{1}{y} \,dy \amp = 2\int \frac{1}{t^3}\,dt \\ \ln |y| \amp = -2\frac{1}{2t^2} + C\\ y(t) \amp = e^{-1/(t^2) + C}\\ \amp= Ae^{-1/t^2} \end{split} \end{equation*}We now apply the initial condition:\begin{equation*} y(1) = 0 \implies A = 0. \end{equation*}Hence, the solution to the IVP is\begin{equation*} y(t) = 0, \end{equation*}but in order to separate variables we had to assume that \(y\neq 0\text{.}\) However, by inspection, we notice that \(y(t) = 0 \) is indeed a solution to this IVP.
Exercise 5.3.3.
Find the general solution of the following non-homogeneous differential equations.
-
\(\ds y' +4y=8\)
AnswerSolution\(\ds y=Ae^{-4t}+2\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -4y \\ \int \frac{1}{y}\,dy \amp= -4\int \,dt \\ \ln|y| \amp= -4t+ C\\ y(t) \amp= Ae^{-4t}.\end{split} \end{equation*}We now notice that \(y=2\) is a particular solution to the DE:\begin{equation*} \diff{}{t} (2) + 4(2) = 8. \end{equation*}Hence, the general solution is\begin{equation*} y(t) = Ae^{-4t} + 2. \end{equation*} -
\(\ds y'-2y=6\)
AnswerSolution\(\ds y=Ae^{2t}-3\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= 2y \\ \int \frac{1}{y}\,dy \amp= 2\int \,dt \\ \ln|y| \amp= 2t+ C\\ y(t) \amp= Ae^{2t}.\end{split} \end{equation*}We now notice that \(y=-3\) is a particular solution to the DE:\begin{equation*} \diff{}{t} (-3) -2(-3) = 6. \end{equation*}Hence, the general solution is\begin{equation*} y(t) = Ae^{2t} -3.\ \end{equation*} -
\(\ds y' +ty=5t\)
AnswerSolution\(\ds y=Ae^{-(1/2)t^2}+5\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -ty \\ \int \frac{1}{y}\,dy \amp= -\int t \,dt \\ \ln|y| \amp= -\frac{t^2}{2} + C\\ y(t) \amp= Ae^{-t^2/2}.\end{split} \end{equation*}We now notice that \(y=5\) is a particular solution to the DE:\begin{equation*} \diff{}{t} (5) + t(5) = 5t. \end{equation*}Hence, the general solution is\begin{equation*} y(t) = Ae^{-t^2/2} + 5. \end{equation*} -
\(\ds y'+e^ty=-2e^t\)
AnswerSolution\(\ds y=Ae^{-e^t}-2\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp=-e^t y \\ \int \frac{1}{y}\,dy \amp= -\int e^t \,dt \\ \ln|y| \amp= -e^t + C\\ y(t) \amp= Ae^{-e^t}.\end{split} \end{equation*}We now notice that \(y=-2\) is a particular solution to the DE:\begin{equation*} \diff{}{t} (-2) + e^t (-2) = -2e^t. \end{equation*}Hence, the general solution is\begin{equation*} y(t) = Ae^{-e^t} -2 . \end{equation*} -
\(\ds y'-y=t^2\)
AnswerSolution\(\ds y=Ae^{t}-t^2-2t-2\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp=y \\ \int \frac{1}{y}\,dy \amp= \int \,dt \\ \ln|y| \amp= t + C\\ y(t) \amp= Ae^{t}.\end{split} \end{equation*}It is difficult to guess a particular solution to this DE (notice that there are no constant solutions which satisfy the DE). Therefore, we use the method of variation of parameters: since the right-hand side is a quadratic polynomial, we guess that a particular solution is of the form \(y = at^2 +bt + c\text{.}\) Now apply the DE:\begin{equation*} y' - y = 2at + b - (at^2+bt+c) = -at^2 +(2a-b)t + b-c. \end{equation*}Therefore, we require\begin{equation*} -a = 1, 2a-b = 0, b=c. \end{equation*}Hence, a particular solution is\begin{equation*} y = -t^2 - 2t - 2. \end{equation*}All together, we find that the general solution is\begin{equation*} y(t) = Ae^{t} -t^2 - 2t - 2. \end{equation*} -
\(\ds 2y' +y=t\)
AnswerSolution\(\ds y=Ae^{-t/2}+t-2\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} 2\diff{y}{t} \amp=-y \\ \int \frac{1}{y}\,dy \amp= \int \frac{-1}{2} \,dt \\ \ln|y| \amp= -\frac{t}{2} + C\\ y(t) \amp= Ae^{-t/2}.\end{split} \end{equation*}We now use variation of parameters to find a particular solution. The right-hand side is linear, and so a particular solution must be of the form \(y = at+b.\) Now apply the DE:\begin{equation*} 2 \diff{}{t} (at+b) + (at+b) = at + 2a+b. \end{equation*}Therefore, a particular solution must satisfy\begin{equation*} a = 1, 2a+b = 0 \implies a = 1, b = -2. \end{equation*}All together, we find that the general solution is\begin{equation*} y(t) = Ae^{-t/2} + t-2. \end{equation*}
Exercise 5.3.4.
Find the general solution of the following non-homogeneous differential equations on the restricted domain.
-
\(\ds ty' -2y=1/t\text{,}\) \(t>0\)
AnswerSolution\(\ds y=At^2-{1\over3t}\)We first solve the corresponding homogeneous equation:\begin{equation*} \begin{split} t\diff{y}{t} \amp= 2y\\ \int \frac{1}{y} \,dy \amp= \int \frac{2}{t} \,dt \\ \ln|y| \amp= 2\ln|t| + C\\ y \amp= Ae^{\ln(t^2)}\\ \amp= At^2. \end{split} \end{equation*}We now look for a particular solution on the restricted domain. We look for a solution of the form \(b/t + c\text{:}\)\begin{equation*} t\left(- \frac{b}{t^2}\right) - 2\left(\frac{b}{t} + c\right) = \frac{-3b}{t} + 2c. \end{equation*}Therefore, we need \(b=-1/3\) and \(c=0\text{.}\) Hence, the general solution is\begin{equation*} y(t) = At^2 -\frac{1}{3t}. \end{equation*} -
\(\ds ty'+y=\sqrt{t}\text{,}\) \(t>0\)
AnswerSolution\(\ds y={c\over t}+{2\over3}\sqrt t\)We first solve the corresponding homogeneous equation:\begin{equation*} \begin{split} t\diff{y}{t} \amp= -y\\ \int \frac{1}{y} \,dy \amp= -\int \frac{2}{t} \,dt \\ \ln|y| \amp= -\ln|t| + C\\ y \amp= Ae^{\ln(t)^{-1}}\\ \amp= \frac{A}{t}. \end{split} \end{equation*}We now look for a particular solution on the restricted domain. We look for a solution of the form \(a\sqrt{t} + c\text{:}\)\begin{equation*} t\left(\frac{a}{2\sqrt{t}}\right) + \left(a\sqrt{t} + c\right) = \left(\frac{a}{2} + a\right)\sqrt{t} + c. \end{equation*}Therefore, we need \(a=2/3\) and \(c=0\text{.}\) Hence, the general solution is\begin{equation*} y(t) = \frac{A}{t} + \frac{2}{3}\sqrt{t}. \end{equation*} -
\(\ds y'\cos t+y\sin t=1\text{,}\) \(-\pi/2\lt t\lt \pi/2\)
AnswerSolution\(\ds y= A\cos t+\sin t\)We first solve the corresponding homogeneous equation:\begin{equation*} \begin{split} \cos(t)\diff{y}{t}\amp= -y\sin(t)\\ \int \frac{1}{y} \,dy \amp= -\int \frac{\sin (t)}{\cos(t)} \,dt \\ \ln|y| \amp= -\int \tan(t) \,dt \end{split} \end{equation*}On this restricted domain, we know that\begin{equation*} \int \tan(t) \,dt = \ln|\cos(t)|\,dt + C. \end{equation*}Therefore, the general solution is\begin{equation*} y = A\cos(t). \end{equation*}To find a particular solution, we notice that when \(y=\sin(t)\text{,}\) we have\begin{equation*} (\sin(t)')\cos(t) + \sin^2(t) = \cos^2(t) + \sin^2(t) = 1. \end{equation*}Hence, this is a particular solution and so the general solution is\begin{equation*} y(t) = A\cos(t) +\sin(t). \end{equation*} -
\(\ds y' + y\sec t=\tan t\text{,}\) \(-\pi/2\lt t\lt \pi/2\)
Answer\(\ds y= {A\over\sec t+\tan t}+1-{t\over\sec t+\tan t}\)
Exercise 5.3.5.
Solve the following initial value problems concerning non-homogeneous DEs.
-
\(\ds y' +4y=8, y(0)=1\)
AnswerSolution\(\ds y=2-e^{-4t}\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= -4y \\ \int \frac{1}{y}\,dy \amp= -4\int \,dt \\ \ln|y| \amp= -4t+ C\\ y(t) \amp= Ae^{-4t}.\end{split} \end{equation*}We now notice that \(y=2\) is a particular solution to the DE:\begin{equation*} \diff{}{t} (2) + 4(2) = 8. \end{equation*}Hence, the general solution is\begin{equation*} y(t) = Ae^{-4t} + 2. \end{equation*}We now apply the initial condition:\begin{equation*} y(0) = 1 \implies A + 2 = 1. \end{equation*}Therefore, the solution to the IVP is\begin{equation*} y(t) = -e^{-4t} + 2. \end{equation*} -
\(\ds y'-2y=6,y(0)=3\)
AnswerSolution\(\ds y=6e^{2t}-3\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} \diff{y}{t} \amp= 2y \\ \int \frac{1}{y}\,dy \amp= 2\int \,dt \\ \ln|y| \amp= 2t+ C\\ y(t) \amp= Ae^{2t}.\end{split} \end{equation*}We now notice that \(y=-3\) is a particular solution to the DE:\begin{equation*} \diff{}{t} (-3) -2(-3) = 6. \end{equation*}Hence, the general solution is\begin{equation*} y(t) = Ae^{2t} -3.\ \end{equation*}We now apply the initial condition:\begin{equation*} y(0) = 3 \implies A -3 = 3. \end{equation*}Therefore, the solution to the IVP is\begin{equation*} y(t) =6e^{2t} -3. \end{equation*} -
\(\ds y' +ty=5t, y(2)=1\)
AnswerSolution\(\ds y=5-4e^{2-(1/2)t^2}\)We first look for the general solution to the corresponding homogeneous problem,
\begin{equation*} y' + ty = 0\text{.} \end{equation*}Separating variables, we find
\begin{equation*} \begin{split} \diff{y}{t} \amp = -ty \\ \implies \int \frac{dy}{y} \amp = -\int t\,dt \\ \implies \ln |y| \amp = -\frac{1}{2}t^2+ C \\ \implies y \amp = A e^{-\frac{1}{2}t^2} \end{split} \end{equation*}So we take \(h(t)=A e^{-\frac{1}{2}t^2}\text{.}\) It remains to find any particular solution \(g(t)\text{:}\) we notice that \(g(t)=5\) is one such solution, since
\begin{equation*} \diff{}{t} (5) + t \cdot 5 = 5t\text{.} \end{equation*}Therefore, the general solution is
\begin{equation*} y(t) = h(t) + g(t) = A e^{-\frac{1}{2}t^2} + 5\text{.} \end{equation*}Now apply the initial condition:
\begin{equation*} y(2) = 1 \implies Ae^{-2} + 5 = 1 \implies A = -4e^2\text{.} \end{equation*}Altogether, we find that
\begin{equation*} y(t) = 5-4e^{2-\frac{1}{2}t^2}\text{.} \end{equation*} -
\(\ds y'+e^ty=-2e^t, y(0)=e^{-1}\)
Answer\(\ds y=e^{-e^t}-2\) -
\(\ds y'-y=t^2, y(0)=4\)
AnswerSolution\(\ds y=6e^{t}-t^2-2t-2\)We use the method of integrating factors. Let
\begin{equation*} I(t) = e^{\int -1 \,dt} = e^{-t}\text{,} \end{equation*}where we took the arbitrary constant of integration to be zero. Multiplying the DE by \(I(t)\) gives
\begin{equation*} e^{-t}y' - e^{-t}y = e^{-t}t^2 \implies \diff{}{t}\left[e^{-t}y\right] = e^{-t}t^2\text{.} \end{equation*}Integrating, we find
\begin{equation*} e^{-t}y = \int e^{-t}t^2\,dt\text{.} \end{equation*}We solve using integration by parts with
\begin{equation*} \begin{array}{ll} u = t^2 \amp dv = e^{-t}\,dt \\ du = 2t\,dt \amp v = -e^{-t} \end{array} \end{equation*}So,
\begin{equation*} \int t^2 e^{-t}\,dt = -t^2e^{-t} + 2\int t e^{-t}\,dt\text{,} \end{equation*}and apply integration by parts again to find
\begin{equation*} \int t^2 e^{-t}\,dt = -e^{-t} \left(t^2+2t+2\right) + C\text{.} \end{equation*}Thus, we have
\begin{equation*} e^{-t}y = -e^{-t}\left(t^2+2t+2\right) + C \implies y(t) = Ce^t - (t^2+2t+2)\text{.} \end{equation*}(Notice that the particular solution, \(g(t)=-t^2-2t-2\) may have been difficult to “guess” .) We now apply the initial condition:
\begin{equation*} y(0) = -2 + C = 4 \implies C = 6\text{.} \end{equation*}Therefore, the solution to the initial value problem is
\begin{equation*} y(t) = 6e^t - (t^2+2t+2)\text{.} \end{equation*} -
\(\ds 2y' +y=t, y(1)=-1\)
AnswerSolution\(\ds y=t-2\)We first solve the corresponding homogeneous equation using separation of variables:\begin{equation*} \begin{split} 2\diff{y}{t} \amp=-y \\ \int \frac{1}{y}\,dy \amp= \int \frac{-1}{2} \,dt \\ \ln|y| \amp= -\frac{t}{2} + C\\ y(t) \amp= Ae^{-t/2}.\end{split} \end{equation*}We now use variation of parameters to find a particular solution. The right-hand side is linear, and so a particular solution must be of the form \(y = at+b.\) Now apply the DE:\begin{equation*} 2 \diff{}{t} (at+b) + (at+b) = at + 2a+b. \end{equation*}Therefore, a particular solution must satisfy\begin{equation*} a = 1, 2a+b = 0 \implies a = 1, b = -2. \end{equation*}All together, we find that the general solution is\begin{equation*} y(t) = Ae^{-t/2} + t-2. \end{equation*}We now apply the initial condition:\begin{equation*} y(1) = -1 \implies Ae^{1/2} + 1 -2 = -1 \implies A= 0. \end{equation*}Therefore, the general solution is\begin{equation*} y(t) = t-2. \end{equation*}