SolvingFirstOrderLinearEquations-VirginiaTech.pdfVIP

Solving First Order Linear Equations Today we will discuss how to solve a first order linear equation. Our technique will require close familiarity with the product and chain rules for derivatives, so we will begin with a brief review of these techniques. we will also continue with modeling several other situations using differential equations. 1. Existence and Uniqueness 2. Brief Review of the Product and Chain Rules 3. Integrating factors: First Order Linear Equations 4. Modeling 1 Theory of First Order Linear Equations We now turn to the two theoretical questions: 1. Under what conditions must there be a solution to a given initial value problem? 2. Under what conditions is there only one such solution? We note first that these are important questions. If we have a model given by a differ- ential equation, we would like for there to be a function which satisfies the equation. We would also like to know once we have found a solution that we do not have to look for other possibilities. We note further that existence and uniqueness are not trivial questions, as the following example shows: Example: Consider the IVP y′ = √y and y (0) = 0. It is easy to confirm that both 2 y (t) = t /4 and y (t) = 0 are solutions to this initial value problem, although they are different functions. However, first order linear equations are not challenging: 1 Theorem 2.1: (p. 17) Let p (t) and g (t) be continuous functions on the open interval (a, b) and let t0 be a point in (a, b). Then the initial value problem y′ + p (t)y = g (t), y(t ) = y 0 0 has a unique solution on t