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2.2 Linear Equations - Method of Integrating Factors

This document discusses the method of integrating factors for solving first order linear differential equations. It provides the general process for using integrating factors to solve equations with variable coefficients by choosing an integrating factor that makes the equation easily integrable. Several examples are worked through step-by-step to demonstrate how to apply the method to both exact and integral form solutions.

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atiqa aqila01
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38 views

2.2 Linear Equations - Method of Integrating Factors

This document discusses the method of integrating factors for solving first order linear differential equations. It provides the general process for using integrating factors to solve equations with variable coefficients by choosing an integrating factor that makes the equation easily integrable. Several examples are worked through step-by-step to demonstrate how to apply the method to both exact and integral form solutions.

Uploaded by

atiqa aqila01
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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2.

2 LINEAR EQUATIONS:
METHOD OF
INTEGRATING FACTORS

Puan Nur Arzilah Ismail


FKAB, UKM
• A linear first order ODE has the general form
dy
 f (t , y )
dt
where f is linear in y. Examples include equations with constant
coefficients, such as
y  ay  b
or equations with variable coefficients:
dy
 p (t ) y  g (t )
dt
Constant Coefficient Case

• For a first order linear equation with constant coefficients,


dy
 ay  b,
dt
recall that we can use methods of calculus to solve:
dy / dt
 a
y b/ a
dy
 y  b / a    a dt
ln y  b / a  a t  C
y  b / a  ke at , k   e C
Variable Coefficient Case:
Method of Integrating Factors (IF)
• We next consider linear first order ODEs with variable
coefficients:
dy standard form of
 p(t ) y  g (t ) linear equation
dt
• The method of integrating factors involves multiplying this
equation by a function m(t) , chosen so that the resulting
equation is easily integrated.
Method of Integrating Factors
• Let us now extend the method of integrating factors to equations of the form
dy
 ay  g (t )
dt

where a is a given constant and g (t ) is a given function.


• The solution can be found by choosing m(t)  eat
dy
m (t )  am (t ) y  m (t ) g (t )
dt
dy
e at  ae at y  e at g (t )
dt
d at
dt
( e y   e at g (t )

e at y   e at g (t ) dt  c
y  e at  e at g (t ) dt  ce  at
Example 1

Solve the following equation dy  2 y  4  t


dt

• First multiply the given equation by the integrating factor m (t)  e :


2t

giving us d (e2t y)  4e2t  te2t which we can integrate on both sides.


dt

• Integrating by parts, e2t y   4e2t  te 2t dt


1 1
e2t y  2e2t  te2t  e 2t  c
2 4
7 1
e2t y   e 2t  te2t  c
4 2
7 1
• Thus y    t  ce2t
4 2
• The graph shows the direction field along with several integral
curves. If we set c = 0, the exponential term drops out and you
should notice how the solution in that case, through the point
(0, -7/4), separates the solutions into those that grow
exponentially in the positive direction from those that grow
exponentially in the negative direction..
7 1
yt 
y    t  ce2t 0 t

4 2
0.5 1.0 1.5 2.0

1

Direction field and


2 integral curves of
dy
3  2y  4  t
dt
4
Method of Integrating Factors for General First Order Linear
Equation

• Next, we consider the general first order linear equation


dy
 p (t ) y  g (t )
dt
• Multiplying both sides by m (t), we obtain
dy
m (t )  p(t ) m (t ) y  m (t ) g (t )
dt

d m (t)
• Next, we want m (t) such that  p(t)m (t) , from which it will
follow that dt
d dy
( m (t)y   m (t)  p(t)m (t )y
dt dt
• Assuming m (t) > 0, it follows that
dm (t )
 m (t )   p(t )dt  ln m (t )   p(t )dt  k

• Choosing k = 0, we then have


m (t )  e  p (t ) dt ,

and note m (t) > 0 as desired.


Solution for General First Order Linear Equation

• Thus we have the following:


dy
 p (t ) y  g (t )
dt
dy
m (t )  p(t ) m (t ) y  m (t ) g (t ), where m (t )  e  p (t ) dt
dt

• Then d
( m (t ) y   m (t ) g (t )
dt
m (t ) y   m (t ) g (t )dt  c

y
1
m (t ) (  m( s)g (s)ds  c 
t

t0

where t0 is some convenient lower limit of integration.


Example 2:

Solve the initial value problem ty  2 y  4t 2 , y (1  2.

2
• First put into standard form: y  y  4t , for t  0
t
2
 t dt
  e ln (t   t 2
p ( t ) dt 2

• Then m (t )  e
2 ln t
e e

t 2 y ' 2ty  (t 2 y ) '  4t 3


and hence  t 2 y  t 4  c
c
 y  t2 
t2
x
Giving us the solution y  t2 
t2
• Using the initial condition y(1) = 2 and general solution
c
y  t2  , 2  1 c  c  1
t2
it follows that 1
y  t2  2 , t > 0
t

• The graphs below show solution curves for the differential equation, including
a particular solution whose graph contains the initial point (1,2).

• Notice that when c=0, we get the parabolic solution y  t and that solution
2

separates the solutions into those that are asymptotic to the positive versus
negative y-axis. t y
5

t
2 1 1 2

1

2
Example 3: A Solution in Integral Form

Solve the initial value problem


2 y  ty  2, y (0  1,

t
• First put into standard form: y  y  1
2
t t2
• Then m (t )  e  p (t ) dt  e 
dt
2
e 4

and hence y  et /4 2

(0
t 2
e s /4 ds  c  et 2
/4
(
0
t 2


e s /4 ds  cet
2
/4
• Notice that this solution must be left in the form of an integral, since there
is no closed form for the integral.

y  et
2
/4
(
0
t 2


e s /4 ds  ce  t
2
/4

• Using software such as Mathematica or Maple, we can approximate the


solution for the given initial conditions as well as for other initial
conditions.
• Several solution curves yt

3

are shown. 2

t
1 2 3 4 5 6
1

2

3

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