Maths
1. Why do I need maths?
2. Taylor series
3. Complex numbers
4. Differential equations and Laplace transform
5. State space analysis
6. Fourier transform and spectral density functions
7. Matrices and Eigen value analysis
8. Statistics and applied probability
4. Differential Equations and the Laplace Transform
4.1. First-order equations
The general first-order equation can be written as
If the equation can be rewritten in the form
the variables are said to be separated and the solution is given trivially as
Generally this will not be the case. The solution sought can be written as
Differentiating this with respect to x gives
By comparison with the original equation (3.1) we get
If the original equation (3.1) pre-multiplied by a function g(x, y) is to result in the form given by (3.2) then
since
we get
For the particular case of g (x, y) constant the original differential equation is known as exact and the solution can be written down as
where the function h(y) is chosen so that
Alternatively the solution
where
may be easier to evaluate.
If the equation is not exact, an integrating factor g (x, y) must be found. Expanding equation (3.3) gives
If P is substituted from the original equation we get an equation for g:
For common occurring cases where the LHS of (3.5) is a function of x only the solution can be obtained directly by integration as