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Objectives:
(9a) To be able to distinguish between separable and linear first-order differential equa-
tions.
(9b) To be able to solve a linear equations utilising an integrating factor.
Exercises:
dx
2. Find the general solution of t + x = cos t.
dt
Solution: Working withR the standard form (see Question 1 part (a)), the in-
tegrating factor is r(t) = e (1/t)dt = eln t = t. Multiply the standard form by the
integrating factor:
dx
t + x = cos t
dt
d
(tx) = cos t .
dt
Integrate both sides with respect to t.
tx = sin t + C .
sin t C
So x = + .
t t
c 2017 The University of Sydney
Copyright
1
3. (a) For each of the following differential equations, find the general solution and
also the particular solution satisfying y(1) = 0.
dy
(i) + 4y = e−2x
dx R
Solution: The integrating factor is e 4 dx = e4x , and multiplying
our equation by this gives
d 4x
e y = e2x
dx
and thus
1
e4x y = e2x + C,
2
which then gives the general solution
1
y = e−2x + Ce−4x .
2
The condition y(1) = 0 gives 0 = 12 e−2 + Ce−4 , and so C = − 21 e2 .
Thus the required particular solution is
1
y = e−2x 1 − e2(1−x) .
2
dy
(ii) + (sinh x)y = (2x)e− cosh x
dx R
Solution: The integrating factor is e sinh x dx = ecosh x . Multiplying
our equation by this integrating factor gives
d cosh x
e y = 2x,
dx
and so
ecosh x y = x2 + C,
which then gives the general solution
dz
+ (cot x)z = −2x ,
dx
where we assume 0 < x < π.
2
Solution: This is a first-order linear equation. Its integrating factor is
R R cos x
cot x dx dx
e =e sin x = eln(sin x) = sin x.
d
yesin x = cos x esin x
dx
yesin x = esin x + C
y = 1 + Ce− sin x .
The way that the constants of integration occur in the two solution methods is
slightly different but the solutions are, of course, the same. To see this, simply
replace A with −C in the solution above.
3
5. In electronic circuit theory, circuits with a resistor and an inductance coil in series
with a voltage applied across these two components are known as RL circuits. This
is because the resistance of the resistor is conventionally given as R ohms and the
inductance of the coil is conventionally given as L henries. The equation for the
rate of change of the electric current I in such a circuit is
dI R V
+ I=
dt L L
where V is the voltage applied to the circuit. In a circuit with an applied AC
current, V will vary with time as V = A sin ωt. So, if R and L are constant the
equation becomes
dI R A sin ωt
+ I= .
dt L L
Solve this equation to find the general solution for I as a function of t. Find
the particular solution if the circuit has no current in it when it is switched on.
What happens to the current as t → ∞? How does the initial condition affect this
long-term behaviour?
[ Hint: eau sin bu du = a2e+b2 (a sin bu − b cos bu) + C ]
R au
Solution: The equation is first-order linear with p(t) = R/L. So the integrating
fractor is Z
R
r(t) = exp dt = eRt/L .
L
So the differential equation becomes
d Rt/L A sin ωt Rt/L
e I = e ,
dt L
since R and L are constants. Integrating both sides with respect to t:
eRt/L
Rt/L A R
e I= sin ωt − ω cos ωt + C
L (R/L)2 + ω 2 L
A 1 R
I= sin ωt − ω cos ωt + Ce−Rt/L .
L (R/L)2 + ω 2 L
This is the general solution. To find the particular solution let I = 0 when t = 0.
Then the equation gives
A −ω
+C =0
L (R/L)2 + ω 2
so
A ω
C=
L (R/L)2 + ω 2
and the particular solution is
A 1 R
I= sin ωt − ω cos ωt + ωe−Rt/L
.
L (R/L)2 + ω 2 L
As t → ∞, e−Rt/L → 0 leaving just the sine and cosine terms. So eventually the
current will be a periodic function of time (that is it will oscillate) with a period
of 2π/ω. The initial condition only contributed to the e−Rt/L term (the transient
term). Hence it has no effect on the long term behaviour.