
Pierce O. answered 08/05/14
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Graduate Mathematics Student, Will Tutor Any Math Subject
Hi Sun,
This is a first order linear differential equation, and to solve these equations, we must put it into the standard form
y' + p(x)y = q(x)
So, we divide out the x in the equation to yield
y' + ( (ln x)/x )y = 0
Here, p(x) = (ln x)/x, and q(x) = 0. The general solution to first order linear differential equations is given by
y = (∫u(x)q(x) dx + C)/u(x)
where u(x) is the integrating factor
u(x) = e∫p(x) dx
So, to begin, we must first find the integrating factor u(x):
u(x) = e∫(ln x)/x dx
= e((ln x)^2)/2 (integration by parts with ln(x) as u and 1/x dx as dv)
As a side note, we will work out ∫(ln x)/x dx. We use integration by parts with u1(x) = ln x and dv = 1/x dx (I am using u1 for the integration by parts so as to not confuse it with our integrating factor u(x)). Recall that
∫u1(x)v'(x) dx = u1(x)v(x) - ∫u'(x)v(x) dx
So, with u1(x) = ln x and v'(x) = 1/x dx, we have
∫u1(x)v'(x) dx = ∫(ln x)/x dx
= (ln x)*(ln x) - ∫(1/x)*(ln x) dx
The above tells us that
∫(ln x)/x dx = (ln x)*(ln x) - ∫(1/x)*(ln x) dx
So adding the ∫(1/x)*(ln x) dx to both sides yields
2 ∫(1/x)*(ln x) dx = (ln x)2
and so
∫(1/x)*(ln x) dx = (ln x)2/2 +c
Back to our solution, since q(x) = 0, the numerator of our solution is just the constant term C. Our solution is therefore given as
y = C/e((ln x)^2)/2
= C e-((ln x)^2)/2