8.1 Separable and Linear First-Order Equations

First-order differential equations are the building blocks of more complex systems. They come in two main flavors: separable and linear. Knowing how to spot and solve these equations is key to tackling real-world problems in science and engineering.

Separable equations let you split variables, while linear ones follow a standard form. Both types have specific solving methods: separation of variables and integrating factor, respectively. Mastering these techniques opens doors to understanding more advanced differential equations and their applications.

Classifying Differential Equations

Types of First-Order Differential Equations

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• First-order differential equations involve a function and its first derivative, typically in the form $\frac{dy}{dx} = f(x,y)$
• Separable differential equations take the form $\frac{dy}{dx} = g(x)h(y)$, allowing variables x and y to be separated onto different sides
• Linear first-order differential equations have the standard form $\frac{dy}{dx} + P(x)y = Q(x)$, where P(x) and Q(x) are functions of x only
• Non-linear equations may still be separable if rearranged into the separable form
• Homogeneous linear first-order equations follow the form $\frac{dy}{dx} + P(x)y = 0$ where Q(x) = 0

Identifying Equation Types

• Presence of y and dy/dx terms in a product indicates a non-linear equation
• Recognition of equation forms guides selection of appropriate solution methods
• Separation of variables method applied for separable equations
• Integrating factor method used for linear equations
• Careful examination of equation structure reveals classification (linear, separable, non-linear)
• Practice with various equation forms enhances recognition skills
• Some equations may be transformed into separable or linear forms through substitution or manipulation

Solving Separable Equations

Separation of Variables Method

• Rearrange equation to isolate y and dy on one side, x and dx on the other
• Separated equation takes the form $\frac{1}{h(y)}dy = g(x)dx$
• Integrate both sides: $\int\frac{1}{h(y)}dy = \int g(x)dx + C$
• Resulting equation typically in implicit form $F(y) = G(x) + C$
• F(y) and G(x) represent antiderivatives of $\frac{1}{h(y)}$ and g(x) respectively
• In some cases, solve explicitly for y as a function of x, yielding $y = f(x,C)$
• C represents the constant of integration

Considerations and Examples

• Watch for potential division by zero when separating variables (may lead to extraneous or lost solutions)
• Example: Solve $\frac{dy}{dx} = xy$
  • Separate variables: $\frac{1}{y}dy = xdx$
  • Integrate: $\ln|y| = \frac{1}{2}x^2 + C$
  • Solve for y: $y = \pm e^{\frac{1}{2}x^2 + C}$ or $y = Ae^{\frac{1}{2}x^2}$ where A is a new constant
• Example: Solve $\frac{dy}{dx} = \frac{x}{y^2}$
  • Separate variables: $y^2dy = xdx$
  • Integrate: $\frac{1}{3}y^3 = \frac{1}{2}x^2 + C$
  • Implicit form is the final solution

Solving Linear Equations

Integrating Factor Method

• Transform standard form $\frac{dy}{dx} + P(x)y = Q(x)$ into an exact differential equation
• Define integrating factor $\mu(x) = e^{\int P(x)dx}$
• Multiply both sides of original equation by μ(x)
• Resulting equation: $\frac{d}{dx}[\mu(x)y] = \mu(x)Q(x)$
• Integrate both sides: $\int d[\mu(x)y] = \int \mu(x)Q(x)dx$
• Solve for y to get general solution: $y = \frac{1}{\mu(x)}[\int \mu(x)Q(x)dx + C]$

Application and Examples

• Method works for all linear first-order differential equations (homogeneous and non-homogeneous)
• Example: Solve $\frac{dy}{dx} + 2xy = x$
  • Identify P(x) = 2x and Q(x) = x
  • Calculate integrating factor: $\mu(x) = e^{\int 2xdx} = e^{x^2}$
  • Multiply equation by μ(x): $e^{x^2}\frac{dy}{dx} + 2xe^{x^2}y = xe^{x^2}$
  • Integrate: $e^{x^2}y = \int xe^{x^2}dx + C = \frac{1}{2}e^{x^2} + C$
  • Solve for y: $y = \frac{1}{2} + Ce^{-x^2}$
• Example: Solve $\frac{dy}{dx} - y = e^x$
  • Integrating factor: $\mu(x) = e^{-x}$
  • General solution: $y = e^x + Ce^x$

General vs Particular Solutions

General Solutions

• Include arbitrary constant C, representing entire family of solutions
• For separable equations, typically in form $F(y) = G(x) + C$ or $y = f(x,C)$
• In linear equations, take form $y = \frac{1}{\mu(x)}[\int \mu(x)Q(x)dx + C]$
• Represent all possible solutions to the differential equation
• Graphically depicted as a family of curves in the xy-plane

Particular Solutions and Initial Value Problems

• Obtained by using initial conditions to determine specific value of constant C
• Initial value problem (IVP) finds particular solution satisfying given initial condition $y(x_0) = y_0$
• Process to find particular solution:
  1. Substitute initial condition into general solution
  2. Solve for C
  3. Substitute C value back into general solution
• Example: For $y = \frac{1}{2} + Ce^{-x^2}$ with initial condition y(0) = 1
  1. Substitute: $1 = \frac{1}{2} + C$
  2. Solve: $C = \frac{1}{2}$
  3. Particular solution: $y = \frac{1}{2} + \frac{1}{2}e^{-x^2}$
• Existence and uniqueness theorem states conditions for unique IVP solution
• Graphical representations (direction fields, solution curves) provide insights into solution behavior