First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE) PDF Download

First Order Linear Differential Equations

The differential equation First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE) is called a linear differential equation because the dependent variables and its derivatives appear only in the first degree. Here P and Q are functions of x alone or are constants.
Integrating Factor : e∫P dx
General solution : y (I.F.) = ∫Q I.F. dx + C 

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Solved Example 1: Solve First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)
Solution: Here P = cot x
Q = sin 2x
First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

General solution is y sinx

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

 Put sin x = t
cos x dx = dt 

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)


Solved Example 2: Solve: First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)
Solution: The equation is

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

General solution is

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

First Order Differential Equations reducible to Linear form

An equation of the form 

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

where P and Q are constants or functions of x alone can be reduced to linear form as follows:
Putting f(y) = v so that First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE) ,
Above equation becomes
First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE) 

which is linear in v and x and its solution can be obtained by using working rule as for first order linear differential equation. Thus, we have I.F. = e∫P dx 

Solution is First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Finally, replacing v by f(y) will give solution in terms of x and y alone.
An equation of the form First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)where P1 and Q1 are constants or functions of y alone can be reduced to linear form in the same way as describe above by putting f(x) = v.

Bernoulli’s Equation 

The equation of the form First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)where P and Q are the functions of x alone is called Bernoulli’s equation. When n = 0 or n = 1 it is already linear. For other values of n it can be reduced to linear equation by the substitution z = y1-n. This is describe as follows: Multiplying the above equation by y-n ,

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Let  y1-n  = z

Diff. w.r.t. x, (1- n). First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

The equation becomes 

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

which is linear in z and x.

Differential Equations of first order and higher degree

A differential equation of first order and nth degree is of the form.

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

where p = dy/dx and P1, P2, … Pn are functions of x and y.

Equations solvable for p 
The left hand side of (1) can be factorized into factors of the first degree then (1) becomes

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

obtain a solution fix, y ,c = 0 corresponding to the equation p - Ri = 0 for i = 1, 2, … n.  
Thus the general solution of (1) is given by

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Equations solvable for y 
The equation can be put in the form y = f(x, p) …(2)
Differentiating w.r.t. x we get  First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)
which is a first order and first degree differential equation with variables p and x.
On solving equation (3) we get
First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Eliminating p from (1) and (3) we get the required solution.

Equations solvable for x
The equation can be put in the form x = f(y, p)
Differentiating w.r.t. y we get

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

This is first order and first degree differential equation with variables p and y.
On solving equation (4) we get 

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Then eliminating p from (1) and (5) we get the required solution.

Note: The factor which does not involve a derivative of p with respect to x or y will always lead to singular solution. Hence such a factor can be omitted.  

Clairaut’s Equation

The equation of the form
y = px + f(p) …(1)
is called Clairaut’s equation.
Differentiating w.r.t. x we get First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Now dp/dx = 0
∴ p = c (a constant)

Hence the general solution of (1) is
G.S. = y = cx + f(c)     …(2)
if x + fc(p) = 0 we use equation (2) and (1) to obtain a solution. This solution is not included in the general solution (2). Such a solution is called a singular solution.

Note : Clairaut’s equation always has a singular solution

Solved Example 1 :Solve p2 - 5p + 6
Solution : Solving for p

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Where,
First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE) 
∴ y = 3x + C      [Integrating]
When,
First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

∴ y = 2x + C     [Integrating]
∴ The solution is (y - 3x - C) (y - 2x - C)


Solved Example 2 : Solve xp2 - 2py  + x = 0 
Solution : Solving for p

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

This is a homogenous equation in x and y
Put y = vx

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

Separating the variables we get 

First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

The document First-order equations (linear and nonlinear) | Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE) is a part of the Electrical Engineering (EE) Course Engineering Mathematics for Electrical Engineering.
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FAQs on First-order equations (linear and nonlinear) - Engineering Mathematics for Electrical Engineering - Electrical Engineering (EE)

1. What are First Order Linear Differential Equations?
Ans. First Order Linear Differential Equations are differential equations where the highest power of the unknown function and its derivatives is 1. They can be written in the form dy/dx + P(x)y = Q(x), where P(x) and Q(x) are functions of x.
2. How do you reduce First Order Differential Equations to Linear form?
Ans. To reduce a first order differential equation to linear form, you can use an integrating factor. Multiply the entire equation by this integrating factor, which is usually the exponential of the integral of P(x) dx, to make the equation linear.
3. What is Bernoulli’s Equation in the context of Differential Equations?
Ans. Bernoulli’s Equation is a first order nonlinear differential equation of the form dy/dx + P(x)y = Q(x)y^n, where n is a constant other than 0 and 1. It can be transformed into a linear form by making a substitution to solve it.
4. What are Clairaut’s Equations and how are they different from First Order Linear Differential Equations?
Ans. Clairaut’s Equations are differential equations of the form y = x*y' + F(y'), where F is a given function. They are different from First Order Linear Differential Equations as they involve a mixed derivative term and do not follow the standard linear form.
5. How are First Order Differential Equations of higher degree solved compared to First Order Linear Differential Equations?
Ans. First Order Differential Equations of higher degree typically require different methods such as separation of variables, substitution, or integrating factors compared to First Order Linear Differential Equations. These methods may involve more complex algebraic manipulations to solve the equations.
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