Differential Equations

The first special case of first order differential equations that we will look is the linear first order
differential equation. In this case, unlike most of the first order cases that we will look at, we can
actually derive a formula for the general solution. The general solution is derived below.
However, I would suggest that you do not memorize the formula itself. Instead of memorizing the
formula you should memorize and understand the process that I'm going to use to derive the
formula. Most problems are actually easier to work by using the process instead of using the
formula.

So, let's see how to solve a linear first order differential equation. Remember as we go through
this process that the goal is to arrive at a solution that is in the form y y t . It's sometimes
easy to lose sight of the goal as we go through this process for the first time.

In order to solve a linear first order differential equation we MUST start with the differential
equation in the form shown below. If the differential equation is not in this form then the process
we’re going to use will not work.
dy
p t y g t (1)
dt

Where both p(t) and g(t) are continuous functions. Recall that a quick and dirty definition of a
continuous function is that a function will be continuous provided you can draw the graph from
left to right without ever picking up your pencil/pen. In other words, a function is continuous if
there are no holes or breaks in it.

Now, we are going to assume that there is some magical function somewhere out there in the
world, t , called an integrating factor. Do not, at this point, worry about what this function
is or where it came from. We will figure out what t is once we have the formula for the
general solution in hand.

So, now that we have assumed the existence of t multiply everything in (1) by t . This
will give.
dy
t t p t y t g t (2)
dt

Now, this is where the magic of t comes into play. We are going to assume that whatever
t is, it will satisfy the following.
t p t t (3)

Again do not worry about how we can find a t that will satisfy (3). As we will see, provided
p(t) is continuous we can find it. So substituting (3) into (2) we now arrive at.
dy
t t y t g t (4)
dt

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 Differential Equations

At this point we need to recognize that the left side of (4) is nothing more than the following
product rule.
dy
t t y t y t
dt

So we can replace the left side of (4) with this product rule. Upon doing this (4) becomes
t y t t g t (5)

Now, recall that we are after y(t). We can now do something about that. All we need to do is
integrate both sides then use a little algebra and we'll have the solution. So, integrate both sides of
(5) to get.
t y t dt t g t dt
t y t c t g t dt (6)

Note the constant of integration, c, from the left side integration is included here. It is vitally
important that this be included. If it is left out you will get the wrong answer every time.

The final step is then some algebra to solve for the solution, y(t).
t y t t g t dt c
t g t dt c
y t
t

Now, from a notational standpoint we know that the constant of integration, c, is an unknown
constant and so to make our life easier we will absorb the minus sign in front of it into the
constant and use a plus instead. This will NOT affect the final answer for the solution. So with
this change we have.
t g t dt c
y t (7)
t

Again, changing the sign on the constant will not affect our answer. If you choose to keep the
minus sign you will get the same value of c as I do except it will have the opposite sign. Upon
plugging in c we will get exactly the same answer.

There is a lot of playing fast and loose with constants of integration in this section, so you will
need to get used to it. When we do this we will always to try to make it very clear what is going
on and try to justify why we did what we did.

So, now that we’ve got a general solution to (1) we need to go back and determine just what this
magical function t is. This is actually an easier process than you might think. We’ll start
with (3).
t p t t

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 Differential Equations

Divide both sides by t ,

t
p t
t

Now, hopefully you will recognize the left side of this from your Calculus I class as nothing more
than the following derivative.
ln t p t

As with the process above all we need to do is integrate both sides to get.
ln t k p t dt

ln t p t dt k

You will notice that the constant of integration from the left side, k, had been moved to the right
side and had the minus sign absorbed into it again as we did earlier. Also note that we’re using k
here because we’ve already used c and in a little bit we’ll have both of them in the same equation.
So, to avoid confusion we used different letters to represent the fact that they will, in all
probability, have different values.

Exponentiate both sides to get t out of the natural logarithm.

p t dt k
t e

Now, it’s time to play fast and loose with constants again. It is inconvenient to have the k in the
exponent so we’re going to get it out of the exponent in the following way.
p t dt k
t e
p t dt
ek e Recall x a b
x a xb !

Now, let’s make use of the fact that k is an unknown constant. If k is an unknown constant then
so is e k so we might as well just rename it k and make our life easier. This will give us the
following.
p t dt
t ke (8)

So, we now have a formula for the general solution, (7), and a formula for the integrating factor,
(8). We do have a problem however. We’ve got two unknown constants and the more unknown
constants we have the more trouble we’ll have later on. Therefore, it would be nice if we could
find a way to eliminate one of them (we’ll not be able to eliminate both….).

This is actually quite easy to do. First, substitute (8) into (7) and rearrange the constants.

© 2007 Paul Dawkins 23 http://tutorial.math.lamar.edu/terms.aspx

 Differential Equations

p t dt
ke g t dt c
y t
p t dt
ke
p t dt
k e g t dt c
p t dt
ke
p t dt c
e g t dt
k
p t dt
e

So, (7) can be written in such a way that the only place the two unknown constants show up is a
ratio of the two. Then since both c and k are unknown constants so is the ratio of the two
constants. Therefore we’ll just call the ratio c and then drop k out of (8) since it will just get
absorbed into c eventually.

The solution to a linear first order differential equation is then

t g t dt c
y t (9)
t
where,
p t dt
t e (10)

Now, the reality is that (9) is not as useful as it may seem. It is often easier to just run through the
process that got us to (9) rather than using the formula. We will not use this formula in any of my
examples. We will need to use (10) regularly, as that formula is easier to use than the process to
derive it.

Solution Process
The solution process for a first order linear differential equation is as follows.

1. Put the differential equation in the correct initial form, (1).

2. Find the integrating factor, t , using (10).
3. Multiply everything in the differential equation by t and verify that the left side
becomes the product rule t y t ' and write it as such.
4. Integrate both sides, make sure you properly deal with the constant of integration.
5. Solve for the solution y(t).

Let’s work a couple of examples. Let’s start by solving the differential equation that we derived
back in the Direction Field section.

© 2007 Paul Dawkins 24 http://tutorial.math.lamar.edu/terms.aspx

 Differential Equations

Example 1 Find the solution to the following differential equation.

dv
9.8 0.196v
dt

First we need to get the differential equation in the correct form.

dv
0.196v 9.8
dt

From this we can see that p(t)=0.196 and so t is then.

0.196 dt
t e e0.196t

Note that officially there should be a constant of integration in the exponent from the integration.
However, we can drop that for exactly the same reason that we dropped the k from (8).

Now multiply all the terms in the differential equation by the integrating factor and do some
simplification.
dv
e0.196t 0.196e 0.196t v 9.8e0.196t
dt
e0.196t v 9.8e0.196t

Integrate both sides and don't forget the constants of integration that will arise from both
integrals.
e0.196t v dt 9.8e0.196t dt

e0.196 t v k 50e0.196 t c

Okay. It’s time to play with constants again. We can subtract k from both sides to get.
e0.196t v 50e0.196t c k

Both c and k are unknown constants and so the difference is also an unknown constant. We will
therefore write the difference as c. So, we now have
e0.196 t v 50e0.196 t c

From this point on we will only put one constant of integration down when we integrate both
sides knowing that if we had written down one for each integral, as we should, the two would just
end up getting absorbed into each other.

The final step in the solution process is then to divide both sides by e0.196t or to multiply both
sides by e 0.196t . Either will work, but I usually prefer the multiplication route. Doing this gives
the general solution to the differential equation.
v t 50 ce 0.196 t

© 2007 Paul Dawkins 25 http://tutorial.math.lamar.edu/terms.aspx