MODULE 3
Integrating Factor
This module presents the continuation of the discussion in the other methods of
solving differential equations by using an integrating factor. In the Module 2, we
studied two methods of solving differential equations. This module will introduce six
more methods as follows:
Exact Equations
Integrating Factor by Inspection
Integrating Factor by Formula
Linear Equations
Bernoulli Equations
Substitution method
While an exact equation is a preliminary topic to integrating factor, the 1st of the
five methods shall deal concretely with the concepts of integrating factor. The fifth
method usually carries some kind of transformations leading the given equation to
some differential form – linear, Bernoulli, homogenous, exact, variables separable or
integrating factor.
Exact Equations
There are differential equations whose methods in the previous modules will not
apply such as the following examples:
( ) ( )
( )
( ) ( )
Notice that the equations are not homogeneous and the variables are not
separable. However, for the next method of solving differential equations which we
call exact, the above equations are solvable.
Test for Exactness of Equation
If ( ) and ( )are continuous functions and have continuous partial
derivative, then a necessary and sufficient condition that the differential equation
to be exact is that
For example, in the equation ( ) ( ) we have
Thus, this differential equation is said to be exact.
Steps for Finding the solution of Exact Equations
Let ( ) ( ) be the solution of an exact differential equation.
1. Set ∫ ∫ ( ), ( ) the constant of integration
2. Obtain ∫ ∫
3. The preceding steps gives, ( ) ∫ ∫ ( )
4. Substitute the value of to obtain the required solution.
Another solution is possible by interchanging the roles of x and y, i.e. start with
( ) ( )
Example (a) Solve ( )
Solution. First, we need to test the exactness of the differential equation
Thus, the equation is exact.
Step 1: Set ∫ ∫ ( )
This gives ( )
Step 2: ( )
Step 3: ∫ ( )
Step 4: Substitute to obtain the solution,
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Example (b) Solve the equation
( ) ( )
Example (c) Solve the equation
( ) ( )
Exercises: Test each of the following equations for exactness and solve the
equation. The equations that are not exact may, of course, be solved by methods
discussed in the preceding module.
1. ( ) ( )
2. ( ) ( )
3. ( ) ( )
4. ( ) ( )
5. ( ) ( )
Integrating Factor by Inspection
At present we are concerned with equations that are simple enough to enable us
to find integrating factors by inspection. The ability to do this depends largely upon
recognition of certain exact differentials and upon experience.
Below are four exact differentials that occur frequently:
( )
( )
( )
( )
Note the homogeneity of the coefficients of dx and dy in each of these
differentials. A differential involving only one variable, such as , is an exact
differential.
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Example (a) Solve the differential equation
Solution 1: It is easy to verify that all of the following functions are integrating
factors:
If we chose the first integrating factor as , we have
And integral curves are given by
| | | | | | or | | | |,
where is a constant. The latter is equivalent to
Solution 2: If we had chosen the integrating factor , we would have been led to
the equation
( )
This may be written as ( )
Integral curves are readily seen to give by the equation
Solution 3: Choose as the integrating factor
Solution 4: Choose as the integrating factor
Example (b) Find the integrating factor of the following:
1. ( )
2. ( )
3. ( ) ( )
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Example (c) Solve the equation ( )
Example (d) Solve ( ) ( )
Exercises: Except when the exercise indicates otherwise, find a set of solutions
1. ( )
2. ( ) ( )
3. ( )
4. ( )
5. ( ) ( )
Integrating Factor by Formulas
In a way, integrating factor can easily be obtain by using formulas. These formulas
involve the test for exactness
which should be divided by M or N of the given differential equation depending on
the result which should lead to pure function.
Formulas for determining the Integrating Factor
1. If ( ) ( ), a function of x alone, then ( ) ∫ ( )
2. If ( ) ( ), a function of y alone, then ( ) ∫ ( )
Note: It should be noted at this point that if neither of the preceding criteria is satisfied, we
can say that the equation does not have an integrating factor that is a function of x or y
alone.
Example (a) Solve the equation ( ) ( )
Solution: With and ( ), then .
Then by using the formula, we have
( ) ( )
( )
( ) ( )
A function of alone. Thus, the integrating factor is given by
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∫ ( ) ∫ ⁄
( )
Multiplying the given equation by and regrouping gives
( ) ( )
( )
( )
Integrating gives
Example (b) Solve the equation ( ) ( )
Example (c) Solve the equation ( ) ( )
Exercises: Solve each of the following equations.
1. ( ) ( )
2. ( ) ( )
3. ( ) ( )
4. ( ) ( )
5. ( ) ( )
Linear Equations
The first order linear differential equation is defined as
( ) ( )
The following are examples of linear equations:
a) - linear in
b) - linear in
The following are examples of nonlinear equations:
a) - because of
b) - because of
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Steps involved in solving such equations:
a) Put the equation into standard form
b) Obtain the integrating factor; ( ) ∫ ( )
c) Apply the integrating factor to the equation in its standard form
d) Solve the resulting exact equation
Note in integrating the exact equation, that the integral of the left member is
always the product of the dependent variable and the integrating factor used.
Example (a) Solve the equation ( )
The equation is linear in . When put in standard form it becomes
, when
Then an integrating factor is
∫ | |
Next apply the integrating factor, obtaining the exact equation
which may be immediately rewritten as
( )
By integrating, we find that
Example (b) Solve the differential equation
Example (c) Solve ( )
Exercises: Solve the following:
1. ( )
2. ( ) ( )
3.
4. ( ⁄ ) ( )
5. ( )
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Bernoulli Equation
Bernoulli Equation is a generalized case of the linear form. Bernoullli contains a
certain expression in terms of the dependent variable which make it distinct from
the linear form.
A Bernoulli equation is of the form
( ) ( )
The expression , in terms of the dependent variable, is what it makes it distinct
from the linear form. So multiplying both sides of the Bernoulli equation by gives
( ) ( ) (1)
Let ( )
Substituting in (1) gives ( ) ( ) or
( ) ( )
linear in
The preceding solution is now linear in
Example (a): Solve
Solution: It is important to determine the expression, in terms of the dependent
variable, that makes it distinct from the linear form and this is . Multiplying the
equation by gives
Let ,
By substitution, we get which is now linear in
The integrating factor ∫
Multiplying the linear equation by gives
( ) ∫
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By parts, we put expressions for to integrate ∫
∫ ∫
Thus, we have ( )
Example (b): Solve ( )
Example (c): Solve
Exercises: Solve the equation
1. ( ) ( )
2. ( )
3. ( )
4.
5. ( )
Substitution Method
A differential equation may not be possible to solve by any of the
previous methods, but solvable by substitution approach. This is done by changing
variables to transform the differential equation into a type which we know how to
solve. The substitution will be an appropriate method if we choose certain
expression to represent as in the change of variables, then its differential must
also be present in the given equation and thus, reducing the equation to a known
method.
Example (a) Solve the equation ( ) ( )
Solution:
As suggested, put
Then ( )( )
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( ) ( )
Now the variables can be separated. From the equation in the form
we get
( )
and then
| |
Example (b) Solve the equation ( )
Exercises: Solve the following:
1. ( )
2. ( )
3. ( )
4. ( )
5. ( )
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