17.2: First Order Homogeneous Linear Equations
- Page ID
- 4842
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)A simple, but important and useful, type of separable equation is the first order homogeneous linear equation:
A first order homogeneous linear differential equation is one of the form
\[\dot y + p(t)y=0\]
or equivalently
\[\dot y = -p(t)y.\]
"Linear'' in this definition indicates that both \(\dot y\) and \(y\) occur to the first power; "homogeneous'' refers to the zero on the right hand side of the first form of the equation.
The equation \(\dot y = 2t(25-y)\) can be written \(\dot y + 2ty= 50t\). This is linear, but not homogeneous. The equation \(\dot y=ky\), or \(\dot y-ky=0\) is linear and homogeneous, with a particularly simple \(p(t)=-k\).
Because first order homogeneous linear equations are separable, we can solve them in the usual way:
\[\eqalign{ \dot y &= -p(t)y\cr \int {1\over y}\,dy &= \int -p(t)\,dt\cr \ln|y| &= P(t)+C\cr y&=\pm\,e^{P(t)}\cr y&=Ae^{P(t)},\cr} \]
where \(P(t)\) is an anti-derivative of \(-p(t)\). As in previous examples, if we allow \(A=0\) we get the constant solution \(y=0\).
Solve the initial value problems \(\dot y + y\cos t =0\), \(y(0)=1/2\) and \(y(2)=1/2\).
Solution
We start with
\[P(t)=\int -\cos t\,dt = -\sin t,\]
so the general solution to the differential equation is
\[y=Ae^{-\sin t}.\]
To compute \(A\) we substitute:
\[ {1\over 2} = Ae^{-\sin 0} = A,\]
so the solutions is
\[ y = {1\over 2} e^{-\sin t}.\]
For the second problem,
\[ \eqalign{{1\over 2} &= Ae^{-\sin 2}\cr A &= {1\over 2}e^{\sin 2}\cr}\]
so the solution is
\[ y = {1\over 2}e^{\sin 2}e^{-\sin t}.\]
Solve the initial value problem \(y\dot y+3y=0\), \(y(1)=2\), assuming \(t>0\).
Solution
We write the equation in standard form: \(\dot y+3y/t=0\). Then
\[P(t)=\int -{3\over t}\,dt=-3\ln t\]
and
\[ y=Ae^{-3\ln t}=At^{-3}.\]
Substituting to find \(A\): \(2=A(1)^{-3}=A\), so the solution is \(y=2t^{-3}\).
Contributors
Integrated by Justin Marshall.