MATH 237 - WEEK 4

Integrating Factors and Linear Differential Equations

Carlo Galicia

DEMPC
Cebu Institute of Technology - University

November 16, 2021

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Linear Differential Equations

Recall the defintion for linearity of a differential equation, let us focus on

the following form:
dy
A(x) + B(x)y = C(x)
dx
Dividing the equation by A(x), the equation below can be obtained:

dy
+ P (x)y = Q(x)
dx
This is the standard form of the differential equation

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Integrating Factors

For an integrating factor v(x) > 0, which is a function of x alone

[ ]
dy
v(x) + P (x)y = v(x) · Q(x)
dx

The standard form becomes

M dx + N dy = 0

with
M = vP y − vQ
and

N =v

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Exact Linear Differential Equations

Requirement for exact differential equations:

∂M ∂N
=
∂y ∂x
How v must satisfy the equation
dv
vP =
dx
Using variable separable techniques
∫ (∫ )
ln v = P dx v = exp P dx

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Final Linear Differential Equation Form

Starting with the equation

dy
+ P (x)y = Q(x)
dx
Multiplying by the integrating factor
(∫ ) (∫ ) (∫ )
dy
exp P dx + P exp P dx y = Q exp P dx
dx

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Steps in solving linear differential equations

1. Put the equation into standard form:

dy
+ Py = Q
dx
(∫ )
2. Obtain the integrating factor exp P dx
3. Multiply both sides of the equation (in the standard form) by the
integrating factor
4.Solve the resultant exact equation

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Example of linear differential equation solutions

The solution of a linear differential equation

∫
y = v −1 vQdx + cv −1

We will now try solving the following:

2(y − 4x2 )dx + xdy = 0

ydx + (3x − xy + 2)dy = 0

(x5 + 3y)dx − xdy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Seatwork

Obtain the general solution to the following linear differential equations.

Estimated time: 1 hour
SW 1.
2(2xy + 4y − 3)dx + (x + 2)2 dy = 0
SW 2.
y ′ = x − 2y
SW 3.
(y + 1)dx + (4x − y)dy = 0
SW 4.
(y + 1)dx + (4x − y)dy = 0

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
Problem Set

Obtain the general solution to the following linear differential equations.

PS 4.1:
udx + (1 − 3u)xdu = 3u2 e3u du
PS 4.2:
udx + (1 − 3u)xdu = 3udu
PS 4.3:
y ′ = x − 4xy
PS 4.4:
y ′ = csc(x) + ycot(x)
PS 4.5:
y ′ = csc(x) − ycot(x)

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021
 The End

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CBGalicia (CIT-University) MATH 237 - WEEK 4 November 16, 2021