Dierential Equations

INTEGRATING FACTOR METHOD

Graham S McDonald
A Tutorial Module for learning to solve 1st
order linear dierential equations
q Table of contents
q Begin Tutorial
c 2004 [email protected]
Table of contents
1. Theory
2. Exercises
3. Answers
4. Standard integrals
5. Tips on using solutions
6. Alternative notation
Full worked solutions
Section 1: Theory 3
1. Theory
Consider an ordinary dierential equation (o.d.e.) that we wish to
solve to nd out how the variable y depends on the variable x.
If the equation is rst order then the highest derivative involved is
a rst derivative.
If it is also a linear equation then this means that each term can
involve y either as the derivative
dy
dx
OR through a single factor of y .
Any such linear rst order o.d.e. can be re-arranged to give the fol-
lowing standard form:
dy
dx
+ P(x)y = Q(x)
where P(x) and Q(x) are functions of x, and in some cases may be
constants.
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Section 1: Theory 4
A linear rst order o.d.e. can be solved using the integrating factor
method.
After writing the equation in standard form, P(x) can be identied.
One then multiplies the equation by the following integrating factor:
IF= e

P(x)dx
This factor is dened so that the equation becomes equivalent to:
d
dx
(IFy) = IFQ(x),
whereby integrating both sides with respect to x, gives:
IF y =
_
IFQ(x) dx
Finally, division by the integrating factor (IF) gives y explicitly in
terms of x, i.e. gives the solution to the equation.
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Section 2: Exercises 5
2. Exercises
In each case, derive the general solution. When a boundary
condition is also given, derive the particular solution.
Click on Exercise links for full worked solutions (there are 10
exercises in total)
Exercise 1.
dy
dx
+ y = x ; y(0) = 2
Exercise 2.
dy
dx
+ y = e
x
; y(0) = 1
Exercise 3.
x
dy
dx
+ 2y = 10x
2
; y(1) = 3
q Theory q Answers q Integrals q Tips q Notation
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Section 2: Exercises 6
Exercise 4.
x
dy
dx
y = x
2
; y(1) = 3
Exercise 5.
x
dy
dx
2y = x
4
sin x
Exercise 6.
x
dy
dx
2y = x
2
Exercise 7.
dy
dx
+ y cot x = cosec x
q Theory q Answers q Integrals q Tips q Notation
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Section 2: Exercises 7
Exercise 8.
dy
dx
+ y cot x = cos x
Exercise 9.
(x
2
1)
dy
dx
+ 2xy = x
Exercise 10.
dy
dx
= y tan x sec x ; y(0) = 1
q Theory q Answers q Integrals q Tips q Notation
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Section 3: Answers 8
3. Answers
1. General solution is y = (x 1) + Ce
x
, and particular
solution is y = (x 1) + 3e
x
,
2. General solution is y = e
x
(x + C) , and particular solution is
y = e
x
(x + 1) ,
3. General solution is y =
5
2
x
2
+
C
x
2
, and particular solution is
y =
1
2
(5x
2
+
1
x
2
) ,
4. General solution is y = x
2
+ Cx , and particular solution is
y = x
2
+ 2x ,
5. General solution is y = x
3
cos x + x
2
sin x + Cx
2
,
6. General solution is y = x
2
ln x + C x
2
,
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Section 3: Answers 9
7. General solution is y sin x = x + C ,
8. General solution is 4y sin x + cos 2x = C ,
9. General solution is (x
2
1)y =
x
2
2
+ C ,
10. General solution is y cos x = C x , and particular solution is
y cos x = 1 x .
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Section 4: Standard integrals 10
4. Standard integrals
f (x)
_
f(x)dx f (x)
_
f(x)dx
x
n x
n+1
n+1
(n = 1) [g (x)]
n
g

(x)
[g(x)]
n+1
n+1
(n = 1)
1
x
ln |x|
g

(x)
g(x)
ln |g (x)|
e
x
e
x
a
x a
x
ln a
(a > 0)
sin x cos x sinh x cosh x
cos x sin x cosh x sinh x
tan x ln |cos x| tanh x ln cosh x
cosec x ln

tan
x
2

cosech x ln

tanh
x
2

sec x ln |sec x + tan x| sech x 2 tan

1
e
x
sec
2
x tan x sech
2
x tanh x
cot x ln |sin x| coth x ln |sinh x|
sin
2
x
x
2

sin 2x
4
sinh
2
x
sinh 2x
4

x
2
cos
2
x
x
2
+
sin 2x
4
cosh
2
x
sinh 2x
4
+
x
2
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Section 4: Standard integrals 11
f (x)
_
f (x) dx f (x)
_
f (x) dx
1
a
2
+x
2
1
a
tan
1 x
a
1
a
2
x
2
1
2a
ln

a+x
ax

(0<|x| <a)
(a > 0)
1
x
2
a
2
1
2a
ln

xa
x+a

(|x| > a>0)

1

a
2
x
2
sin
1 x
a
1

a
2
+x
2
ln

x+

a
2
+x
2
a

(a > 0)
(a < x < a)
1

x
2
a
2
ln

x+

x
2
a
2
a

(x>a>0)

a
2
x
2
a
2
2
_
sin
1
_
x
a
_
a
2
+x
2
a
2
2
_
sinh
1
_
x
a
_
+
x

a
2
+x
2
a
2
_
+
x

a
2
x
2
a
2
_

x
2
a
2
a
2
2
_
cosh
1
_
x
a
_
+
x

x
2
a
2
a
2
_
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Section 5: Tips on using solutions 12
5. Tips on using solutions
q When looking at the THEORY, ANSWERS, INTEGRALS, TIPS
or NOTATION pages, use the Back button (at the bottom of the
page) to return to the exercises.
q Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct.
q Try to make less use of the full solutions as you work your way
through the Tutorial.
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Section 6: Alternative notation 13
6. Alternative notation
The linear rst order dierential equation:
dy
dx
+ P(x) y = Q(x)
has the integrating factor IF=e

P(x) dx
.
The integrating factor method is sometimes explained in terms of
simpler forms of dierential equation. For example, when constant
coecients a and b are involved, the equation may be written as:
a
dy
dx
+ b y = Q(x)
In our standard form this is:
dy
dx
+
b
a
y =
Q(x)
a
with an integrating factor of:
IF = e

b
a
dx
= e
bx
a
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Solutions to exercises 14
Full worked solutions
Exercise 1.
Compare with form:
dy
dx
+ P(x)y = Q(x) (P, Q are functions of x)
Integrating factor: P(x) = 1.
Integrating factor, IF = e

P(x)dx
= e

dx
= e
x
Multiply equation by IF:
e
x
dy
dx
+ e
x
y = e
x
x
i.e.
d
dx
[e
x
y] = e
x
x
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Solutions to exercises 15
Integrate both sides with respect to x:
e
x
y = e
x
(x 1) + C
{ Note:
_
u
dv
dx
dx = uv
_
v
du
dx
dx i.e. integration by parts with
u x,
dv
dx
e
x
xe
x

_
e
x
dx
xe
x
e
x
= e
x
(x 1) }
i.e. y = (x 1) + Ce
x
.
Particular solution with y(0) = 2:
2 = (0 1) + Ce
0
= 1 + C i.e. C = 3 and y = (x 1) + 3e
x
.
Return to Exercise 1
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Solutions to exercises 16
Exercise 2.
Integrating Factor: P(x) = 1 , IF = e

Pdx
= e

dx
= e
x
Multiply equation:
e
x
dy
dx
+ e
x
y = e
x
e
x
i.e.
d
dx
[e
x
y] = 1
Integrate:
e
x
y = x + C
i.e. y = e
x
(x + C) .
Particular solution:
y = 1
x = 0
gives 1 = e
0
(0 + C)
= 1.C i.e. C = 1
and y = e
x
(x + 1) .
Return to Exercise 2
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Solutions to exercises 17
Exercise 3.
Equation is linear, 1st order i.e.
dy
dx
+ P(x)y = Q(x)
i.e.
dy
dx
+
2
x
y = 10x, where P(x) =
2
x
, Q(x) = 10x
Integrating factor : IF = e

P(x)dx
= e
2

dx
x
= e
2 ln x
= e
ln x
2
= x
2
.
Multiply equation: x
2
dy
dx
+ 2xy = 10x
3
i.e.
d
dx
_
x
2
y

= 10x
3
Integrate: x
2
y =
5
2
x
4
+ C
i.e. y =
5
2
x
2
+
C
x
2
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Solutions to exercises 18
Particular solution y(1) = 3 i.e. y(x) = 3 when x = 1.
i.e. 3 =
5
2
1 +
C
1
i.e.
6
2
=
5
2
+ C
i.e. C =
1
2
y =
5
2
x
2
+
1
2x
2
=
1
2
_
5x
2
+
1
x
2
_
.
Return to Exercise 3
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Solutions to exercises 19
Exercise 4.
Standard form:
dy
dx

_
1
x
_
y = x
Compare with
dy
dx
+ P(x)y = Q(x) , giving P(x) =
1
x
Integrating Factor: IF = e

P(x)dx
= e

dx
x
= e
ln x
= e
ln(x
1
)
=
1
x
.
Multiply equation:
1
x
dy
dx

1
x
2
y = 1
i.e.
d
dx
_
1
x
y
_
= 1
Integrate:
1
x
y = x + C
i.e. y = x
2
+ Cx .
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Solutions to exercises 20
Particular solution with y(1) = 3:
3 = 1 + C
i.e. C = 2
Particular solution is y = x
2
+ 2x .
Return to Exercise 4
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Solutions to exercises 21
Exercise 5.
Linear in y :
dy
dx

2
x
y = x
3
sin x
Integrating factor: IF = e
2

dx
x
= e
2 ln x
= e
ln x
2
=
1
x
2
Multiply equation:
1
x
2
dy
dx

2
x
3
y = xsin x
i.e.
d
dx
_
1
x
2
y
_
= xsin x
Integrate:
y
x
2
= xcos x
_
1 (cos x)dx+C

[Note: integration by parts,

_
u
dv
dx
dx = uv
_
v
du
dx
dx, u = x,
dv
dx
= sin x]
i.e.
y
x
2
= xcos x + sin x + C
i.e. y = x
3
cos x + x
2
sin x + Cx
2
.
Return to Exercise 5
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Solutions to exercises 22
Exercise 6.
Standard form:
dy
dx

_
2
x
_
y = x
Integrating Factor: P(x) =
2
x
IF = e

Pdx
= e
2

dx
x
= e
2 ln x
= e
ln x
2
=
1
x
2
Multiply equation:
1
x
2
dy
dx

2
x
3
y =
1
x
i.e.
d
dx
_
1
x
2
y
_
=
1
x
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Solutions to exercises 23
Integrate:
1
x
2
y =
_
dx
x
i.e.
1
x
2
y = ln x + C
i.e. y = x
2
ln x + Cx
2
.
Return to Exercise 6
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Solutions to exercises 24
Exercise 7.
Of the form:
dy
dx
+ P(x)y = Q(x) (i.e. linear, 1st order o.d.e.)
where P(x) = cot x.
Integrating factor : IF = e

P(x)dx
= e

cos x
sin x
dx
_
e

(x)
f(x)
dx
_
= e
ln(sin x)
= sin x
Multiply equation : sin x
dy
dx
+ sin x
_
cos x
sin x
_
y =
sin x
sin x
i.e. sin x
dy
dx
+ cos x y = 1
i.e.
d
dx
[sin x y] = 1
Integrate: (sin x)y = x + C . Return to Exercise 7
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Solutions to exercises 25
Exercise 8.
Integrating factor: P(x) = cot x =
cos x
sin x
IF = e

Pdx
= e

cos x
sin x
dx
= e
ln(sin x)
= sin x
_
Note:
cos x
sin x

f

(x)
f(x)
_
Multiply equation:
sin x
dy
dx
+ sin x y
cos x
sin x
= sin x cos x
i.e.
d
dx
[sin x y] = sin x cos x
Integrate: y sin x =
_
sin x cos x dx
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Solutions to exercises 26
{ Note:
_
sin xcos xdx
_
f(x)f

(x)dx
_
f
df
dx
dx

_
fdf =
1
2
f
2
+ C }
i.e. y sin x =
1
2
sin
2
x + C
=
1
2

1
2
(1 cos 2x) + C
i.e. 4y sin x +cos 2x = C

_
where C

= 4C + 1
= constant
_
.
Return to Exercise 8
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Solutions to exercises 27
Exercise 9.
Standard form:
dy
dx
+
_
2x
x
2
1
_
y =
x
x
2
1
Integrating factor: P(x) =
2x
x
2
1
IF = e

Pdx
= e

2x
x
2
1
dx
= e
ln(x
2
1)
= x
2
1
Multiply equation: (x
2
1)
dy
dx
+ 2xy = x
(the original form of the equation was half-way there!)
i.e.
d
dx
_
(x
2
1)y

= x
Integrate: (x
2
1)y =
1
2
x
2
+ C .
Return to Exercise 9
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Solutions to exercises 28
Exercise 10.
P(x) = tan x
Q(x) = sec x
IF = e

tan x dx
= e

sin x
cos x
dx
= e
+

sin x
cos x
dx
= e
ln(cos x)
= cos x
Multiply by IF: cos x
dy
dx
cos x
sin x
cos x
y = cos x sec x
i.e.
d
dx
[cos x y] = 1 i.e. y cos x = x + C .
y(0) = 1 i.e. y = 1 when x = 0 gives
cos(0) = 0 + C C = 1
i.e. y cos x = x + 1 .
Return to Exercise 10
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