Introduction Method of Integrating Factor

MAP 2302. Differential Equations

Section 2.1 Linear differential equations; Method
of integrating factor

Maria C.A. Leite

University of South Florida St. Petersburg
Introduction Method of Integrating Factor

Outline

• Identify first-order linear DEs

• Method of Integrating Factor for Solving first-order DEs

Introduction Method of Integrating Factor

Introduction
Introduction Method of Integrating Factor

Definition
A differential equation of the form of
dy
a1 (x) + a0 (x)y = g (x) (1)
dx
is said to be first-order linear differential equation.

Definition
A first-order linear differential equation in standard form is an
equation in the form of
dy
+ p(x)y = f (x) (2)
dx

Remark
Every first-order differential equation can be put into the standard
form.
Introduction Method of Integrating Factor

Example: (e x sin x)y 0 + x 2 y = (ln x)5 is linear.

Put the ODE into the standard form

Introduction Method of Integrating Factor

Example: (e x sin x)y 0 + x 2 y = (ln x)5 is linear.

Put the ODE into the standard form

x2 (ln x)5
y0 + y =
e x sin x e x sin x

Goal: Determine the general solution of the equation

dy
+ p(x)y = f (x)
dx
Introduction Method of Integrating Factor

Example: (e x sin x)y 0 + x 2 y = (ln x)5 is linear.

Put the ODE into the standard form

x2 (ln x)5
y0 + y =
e x sin x e x sin x

Goal: Determine the general solution of the equation

dy
+ p(x)y = f (x)
dx
Introduction Method of Integrating Factor

Method of Integrating Factor

Introduction Method of Integrating Factor

Example (Ex 1: Motivating the integrating factor method)

Compute the general solution of the ODE (2 + x 2 ) dy
dx + 2xy = 4x

Observe that d
dt [(2 + x 2 )y ] = (2 + x 2 ) dy
dx + 2xy

d
Thus, we can write dt [(2 + x 2 )y ] = 4x

Integrating both sides, we obtain the general solution:

(2 + x 2 )y = 2x 2 + C ,
C - arbitrary constant of integration.

Most of the first-order ODEs cannot be solved as illustrated.

The integrator factor method is an approach to transform a
linear ODE into one that can be solved as illustrated.
Introduction Method of Integrating Factor

Example (Ex 2: integrating factor method through an

example)
Determine the general solution of
dy
+ 1/2y = 1/2e x/4 . (3)
dx

Multiply (3) by µ(x) :

dy 1 1
µ(x) + µ(x)y = µ(x)e x/4 . (4)
dx 2 2
For any differential function µ(x) we have:
dy dµ(x) d
µ(x) + y= [µ(x)y ] (5)
dx dx dx
The right-hand sides of (4) and (5) are identical if we choose µ(x)
to satisfy
dµ(x) 1
= µ(x)
dx 2
Introduction Method of Integrating Factor

To discover µ(x) we integrate

both sides of the ODE
dµ(x) 1
= µ(x);
dx 2
Introduction Method of Integrating Factor

To discover µ(x) we integrate

both sides of the ODE Substitute µ(x)e x/2 into
dµ(x) 1 dy 1 1
= µ(x); µ(x) + µ(x)y = µ(x)e x/4
dx 2 dx 2 2
yields
dy 1 1
e x/2 + e x/2 y = e x/2 e x/4
dx 2 2
which can be written
d x/2 1
µ(x) = e x/2 [e y ] = e 3x/4
dx 2
It is possible to find a function µ that when a linear ODE is
multiplied by µ the ODE can be solved as illustrated in Ex 1.
Introduction Method of Integrating Factor

General solution:

y = 2/3e x/4 + Ce −x/2

Introduction Method of Integrating Factor
Introduction Method of Integrating Factor

Integrating Factor
Consider
dy
+ p(x)y = f (x)
R
dx
µ(x) = e p(x)dx is called the integrating factor of the differential
equation.
Introduction Method of Integrating Factor

Example
Find the integrating factor of
dy
+ y sin x = cos x
dx
Introduction Method of Integrating Factor

Example
Find the integrating factor of
dy
− y = x2
dx
Introduction Method of Integrating Factor

Example
Find the integrating factor of
xy 0 + x(x + 2)y = e x
Introduction Method of Integrating Factor

Steps for solving a 1st order linear DE

R
p(x)dx dy
Multiply by e to both sides of equation dx + p(x)y = f (x),
Introduction Method of Integrating Factor

Steps for solving a 1st order linear DE

R
p(x)dx dy
Multiply by e to both sides of equation dx + p(x)y = f (x),
we have R
p(x)dx dy R
e ( + p(x)y ) = e p(x)dx f (x)
dx
Introduction Method of Integrating Factor

Steps for solving a 1st order linear DE

R
p(x)dx dy
Multiply by e to both sides of equation dx + p(x)y = f (x),
we have R
p(x)dx dy R
e ( + p(x)y ) = e p(x)dx f (x)
dx
Then
d R p(x)dx
R
e y = e p(x)dx f (x)
dx
Introduction Method of Integrating Factor

Steps for solving a 1st order linear DE

R
p(x)dx dy
Multiply by e to both sides of equation dx + p(x)y = f (x),
we have R
p(x)dx dy R
e ( + p(x)y ) = e p(x)dx f (x)
dx
Then
d R p(x)dx
R
e y = e p(x)dx f (x)
dx
Integrate both sides of the equation with respect to x,
R Z R
p(x)dx
e y = e p(x)dx f (x)dx
Introduction Method of Integrating Factor

Steps for solving a 1st order linear DE

R
p(x)dx dy
Multiply by e to both sides of equation dx + p(x)y = f (x),
we have R
p(x)dx dy R
e ( + p(x)y ) = e p(x)dx f (x)
dx
Then
d R p(x)dx
R
e y = e p(x)dx f (x)
dx
Integrate both sides of the equation with respect to x,
R Z R
p(x)dx
e y = e p(x)dx f (x)dx

So R Z R
y = e− p(x)dx
e p(x)dx
f (x)dx
Introduction Method of Integrating Factor

General solution of a 1st order linear DE

R Z R
− p(x)dx p(x)dx
y =e e f (x)dx

is called the general solution of the equation

dy
+ p(x)y = f (x)
dx
Introduction Method of Integrating Factor

Summary of the steps of the integrating factor method

dy
1. Put the equation into the standard form dx + p(x)y = f (x);

R
2. Identify p(x); compute the integrating factor µ(x) = e p(x)dx ;

3. Multiply the equation obtained in Step 1 by µ(x) :

dy
µ(x) + µ(x)p(x)y = µ(x)f (x);
| dx {z }


d
dx
µ(x)y

Z
4. Integrate both sides, we have µ(x)y = µ(x)f (x)dx;

R R
5. Write the general solution y = e − p(x)dx p(x)dx f (x)dx.
R
e
Introduction Method of Integrating Factor

Example
Solve x dy
dx + 2y = 3.
Introduction Method of Integrating Factor

Example
Solve x dy
dx + 2y = 3.

Solution.
Step 1. Put the ODE in the standard form.
Introduction Method of Integrating Factor

Example
Solve x dy
dx + 2y = 3.

Solution.
Step 1. Put the ODE in the standard form.
dy
Divide the DE by x, we have dx + x2 y = 3
x
Introduction Method of Integrating Factor

Example
Solve x dy
dx + 2y = 3.

Solution.
Step 1. Put the ODE in the standard form.
dy
Divide the DE by x, we have dx + x2 y = 3
x

Step 2. Find the integrating factor.

Introduction Method of Integrating Factor

Example
Solve x dy
dx + 2y = 3.

Solution.
Step 1. Put the ODE in the standard form.
dy
Divide the DE by x, we have dx + x2 y = 3
x

Step 2. Find the integrating factor.

p(x) = x2 and the integrating factor is
2 2
R
e x
dx
= e 2 ln |x| = e ln x = x 2
Introduction Method of Integrating Factor

Example
Solve x dy
dx + 2y = 3.

Solution.
Step 1. Put the ODE in the standard form.
dy
Divide the DE by x, we have dx + x2 y = 3
x

Step 2. Find the integrating factor.

p(x) = x2 and the integrating factor is
2 2
R
e x
dx
= e 2 ln |x| = e ln x = x 2
Step 3. Multiply the equation obtained in Step 1 by the
integrating factor x 2 .
dy 2y 3
x2 + x2 · = x2 ·
dx x x
dy
x2 + 2xy = 3x
dx
Introduction Method of Integrating Factor

d 2
Step 4. Left-hand side is equal to dx (x y ).

d 2
(x y ) = 3x
dx
Step 5. Integrate about x, we have
3
x 2y = x 2 + C
2
So

3 C
y= +
2 x2

The second term xC2 → 0 as x → ±∞. So this term is a transient

term. In the limit y → 23 .
Introduction Method of Integrating Factor

Integral solution curves x dy

dx + 2y = 3.
Introduction Method of Integrating Factor

Example
dy
Find the solution to dx − 2xy = x with y (0) = −3.
Introduction Method of Integrating Factor

Example
Find the general solution of the given differential equation.

x 2 y 0 + xy = 1
Introduction Method of Integrating Factor

Example
Solve the initial value problem

y 0 + (tan x)y = cos2 x, y (0) = −1

Introduction Method of Integrating Factor

Behavior of solutions

We saw in Ex. 2 that the DE

dy
+ 1/2y = 1/2e x/4 .
dx
has the general solution:
C
y = 2/3e x/4 + Ce −x/2 = 2/3e x/4 +
e x/2
What happens to the solution when t → ∞?
What about when t → −∞?
Introduction Method of Integrating Factor

dy
integral curves of dx + 1/2y = 1/2e x/4