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Integrating factors
We are trying to solve y 0 + P (x)y = Q(x). We make the following
observation (using the product rule):
R
R
d R P (x)dx
d
]
[y e P (x)dx ] = y 0 e P (x)dx + y
[e
dx
dx
Now
R
d R P (x)dx
] = e P (x)dx P (x) So we have
[e
dx
R
R
d
[y e P (x)dx ] = e P (x)dx [y 0 + P (x)y]
dx
We define u(x) = e
the property that
P (x)dx
d
[u(x)y] = u(x)[y 0 + P (x)y].
dx
u(x)Q(x)dx y =
1
u(x)
Z
u(x)Q(x)dx.
u(x) = e
Now lets do an example.
P (x)dx
Example: y 0 + 4xy = x
First we note that this is already in standard form with P (x) = 4x,
and Q(x) = x.
The first step is to find the integrating factor
u(x) = e
P (x)dx
=e
4xdx
= e2x .
Note that we do not need the general form of the integral until
the last step.
R
1
The next step is to find y = u(x)
u(x)Q(x)dx.
Recall that
1
e2x2
= e2x
2.
1
u(x)
1
2
+ Ce2x should satisfy y 0 + 4xy = x.
4
2
1
2
2
y 0 + 4xy = 4Cxe2x + 4xCe2x + 4x = x
4
and it works!
Another Example:
Find the solution to
xy 0 + y = x2 + 1
First we write
y0 +
1
1
1
1
y = x + P (x) = and Q(x) = x + .
x
x
x
x
Therefore
u(x) = e
P (x)dx
= x,
and
1
y=
u(x)
1
Q(x)u(x)dx =
x
1
x2 + 1dx = x2 + 1 + Cx1 .
3
Solve xy 0 + y = x2 + 1