LECTURE 12

Integrating Factors

Recall that a differential equation of the form

(12.1) M (x,y) + N (x,y)y = 0

is said to be exact if
(12.2)
∂M = ∂N ,
∂y ∂x
and that in such a case, we could always find an implicit solution of the form
(12.3) ψ(x,y) = C
with
∂ψ = M (x,y)
(12.4) ∂ψ = N (x,y) .
∂x
∂y

Even if (12.1) is not exact, it is sometimes possible multiply it by another function of x and/or y to obtain
an equivalent equation which is exact. That is, one can sometimes find a function µ(x,y) such that
(12.5) µ(x,y)M (x,y) + µ(x,y)N (x,y)y = 0

is exact. Such a function µ(x,y) is called an ntegrating factor. If an integrating factor can be found, then
the original differential equation (12.1) can be solved by simply constructing a solution to the equivalent
exact differential equation (12.5).
Example 12.1. Consider the differential equation
2 3 dy = 0 .
x y + x
1 + y  dx 2

This equation is not exact; for

(12.6)
∂M
∂y = ∂y
xy
∂
2 3 = 3x 2

∂N
∂x = ∂
∂x


x 1+ 2

y = 1+y 2
.
and so
∂M
= ∂N .
∂y ∂x
However, if we multiply both sides of the differential equation by
µ(x,y) = 1 xy 3

we get
x + 1 +y y dx
dy = 0
2

which is not only exact, it is also separable. The general solution is thus obtained by calculating
1
 12. INTEGRATING FACTORS 2

H ( x)
1 =


xdx = 12 x2
1+ y 2 1
H2 (y) = y 3 dy = 2y 2 + ln |y|
and then demanding that y is related to x by
H1 (x) + H2 (y) = C
or
1 2 1
x − + ln |y| = C .
2 2y2

Now, in general, the problem of finding an integrating factor µ(x, y) for a given differential equation is very
difficult. In certain cases, it is rather easy to find an integrating factor.

0.1. Equations with Integrating Factors that depend only on x. Consider a general first order
differential equation
(12.7) dy = 0 .
M (x,y) + N (x,y) dx
We shall suppose that there exists an integrating factor for this equation that depends only on x:
(12.8) µ = µ ( x) .
If µ is to really be an integrating factor, then
(12.9) dy
µ(x)M (x,y) + µ(x)N (x,y) dx
must be exact; i.e.,
∂ ∂
(12.10) ∂y (µ(x)M (x,y)) = ∂x (µ(x)N (x,y)) .
Carrying out the differentiations (using the product rule, and the fact that µ(x) depends only on x), we get
µ ∂M =
∂y dx
dµ N + µ ∂N
∂x
or
(12.11) dµ = 1  ∂M − ∂N  µ .
dx N ∂y ∂x
Now if µ is depends only on x (and not on y), then necessarily dµ
dx depends only on x. Thus, the self-
consistency of equations (12.8) and (12.11) requires the right hand side of (12.11) to be a function of x
alone. We presume this to be the case and set
 
p(x) = − 1 ∂M − ∂N N ∂y ∂x
so that we can rewrite (12.11) as
(12.12) dµ + p(x)µ = 0 .
dx
This is a first order linear differential equation for µ hat we can solve! According to the formula developed
in Section 2.1, the general solution of (12.12) is
    ∂M ∂N  
(12.13) µ(x) = A exp −p(x)dx = A exp N1 ∂y − ∂y dx .
The formula (12.13) thus gives us an integrating factor for (12.7) so long as

1 ∂M − ∂N

N ∂y ∂x
depends only on x.
 12. INTEGRATING FACTORS 3

0.2. Equations with Integrating Factors that depend only on . y Consider again the general
first order differential equation
(12.14) dy = 0 .
M (x,y) + N (x,y) dx
We shall suppose that there exists an integrating factor for this equation that depends only on y:
(12.15) µ = µ( y ) .
If µ is to really be an integrating factor, then
(12.16) dy
µ(y)M (x,y) + µ(y)N (x,y) dx
must be exact; i.e.,
∂ ∂
(12.17) ∂y (µ(y)M (x,y)) = ∂x (µ(y)N (x,y)) .
Carrying out the differentiations (using the product rule, and the fact that µ(y) depends only on y), we get
dµ M + µ ∂M = µ ∂N
dy ∂y ∂x
or
(12.18) dµ = 1  ∂N − ∂M  µ .
dy M ∂x ∂y
Now since µ is depends only on y (and not on x), then necessarily dµdy depends only on y . Thus, the self-
consistency of equations (12.15) and (12.18) requires the right hand side of (12.11) to be a function of y
alone. We presume this to be the case and set
 ∂M 
p(y) = − M1 ∂N −
∂x ∂y
so that we can rewrite (12.11) as
(12.19) dµ + p(y)µ = 0 .
dy
According to the formula developed in Section 2.1, the general solution of (12.19) is
   1  ∂N ∂M  
(12.20) µ(y) = A exp −p(y)dx = A exp − dx
M ∂x ∂y .
The formula (12.20) thus gives us an integrating factor for (12.14) so long as

1 ∂N − ∂M

M ∂x ∂y
depends only on y.

0.3. Summary: Finding Integrating Factors. Suppose that

(12.21) M (x,y) + N (x,y)y = 0

is not exact.
A. If
∂M − ∂N
(12.22) F 1 = ∂y
N
∂x

depends only on x then

 
(12.23) µ(x) = exp F (x)dx
1

will be an integrating factor for (12.21).

 12. INTEGRATING FACTORS 4

B. If
∂N − ∂M
(12.24) F 2 = ∂x
M
∂y

depends only on y then

 
(12.25) µ(y) = exp F (y)dy
2

will be an integrating factor for (12.21).

C. If neither A nor B is true, then there is little hope of constructing an integrating factor.
Example 12.2.
(12.26) x y xy + y )dx + (x + y )dy = 0
(3 2 + 2 3 2 2

Here
M (x,y) = x y xy + y
3 2 +2 3

N (x,y) = x y .
2+ 2

Since
∂M = 3x x y
x ∂N
∂y ∂x
2
+2 +3 2 =2 =

this equation is not exact.

We seek to find a function µ such that

µ(x,y)(3x y + 2xy + y )dx + µ(x,y)(x + y )dy = 0
2 3 2 2

is exact. Now

F ≡
∂M
∂y − ∂N
∂x x x y − 2x = 3(x + y ) = 3
3 2 +2 +3 2 2 2
1
M =
x +y x +
y 
2 2 2 2

− 2x − 3x − 2x − 3y −3 x + y
∂N ∂M
F ≡
2 2 2 2
∂x ∂y
2
N =
3x y + 2xy + y
2
=
3x y + 2xy + y 3 2 3

Since F depends on both x and y, we cannot construct an integrating factor depending only on y from
2
F . However, since F does not depend on y, we can consistently construct an integrating factor that is a
2 1
function of x alone. Applying formula (12.23) we get
   
µ(x) = exp F1 (x)dx = exp 3dx = e x . 3

We can now employ this µ(x) as an integrating factor to construct a general solution of
e x (3x + 2x + 3y ) + e x (x + y )y = 0
3 2 2 3 2 2

which, by construction, must be exact. So we seek a function ψ such that

∂ψ = e x (3x y + 2xy + y ) 3 2 3
(12.27) ∂x
∂ψ = e x (x + y ) . 3 2 2
∂y
Integrating the first equation with respect to x and the second equation with respect to y yeilds
ψ(x, y) = x ye x + y e x + h (y)
2 3 1
3
3 3
1
ψ(x, y) = x ye x + y e x + h (x) .
2 3 1
3
3 3
2

Comparing these expressions for ψ (x, y) we see that we msut take h (y) = h (x) = C , a constant. Thus, 1 2
function ψ satisfying (12.27) must be of the form
ψ(x, y) = e x x y + e x y + C .
3 2 3 3
 12. INTEGRATING FACTORS 5

Therefore, the general solution of (12.20) is found by solving

3
e xx y + e xy = C
2 3 3

for y.