Differential Equation - Examples of Integrating Factors
Differential Equation - Examples of Integrating Factors
ANZ
Summary
𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑖𝑖𝑖𝑖 𝑦𝑦 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑖𝑖𝑖𝑖 𝑥𝑥
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
① + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥) ① + 𝑃𝑃(𝑦𝑦)𝑥𝑥 = 𝑓𝑓(𝑦𝑦)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
② 𝜇𝜇(𝑥𝑥) = 𝑒𝑒 ∫ 𝑃𝑃(𝑥𝑥) 𝑑𝑑𝑑𝑑 ② 𝜇𝜇(𝑦𝑦) = 𝑒𝑒 ∫ 𝑃𝑃(𝑦𝑦) 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
③ 𝜇𝜇(𝑥𝑥) � + 𝑃𝑃(𝑥𝑥)𝑦𝑦� = 𝜇𝜇(𝑥𝑥)𝑓𝑓(𝑥𝑥) ③ 𝜇𝜇(𝑦𝑦) � + 𝑃𝑃(𝑦𝑦)𝑥𝑥� = 𝜇𝜇(𝑦𝑦)𝑓𝑓(𝑦𝑦)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑 𝑑𝑑
④ [𝜇𝜇(𝑥𝑥)𝑦𝑦] = 𝜇𝜇(𝑥𝑥)𝑓𝑓(𝑥𝑥) ④ [𝜇𝜇(𝑦𝑦)𝑥𝑥] = 𝜇𝜇(𝑦𝑦)𝑓𝑓(𝑦𝑦)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑
⑤� [𝜇𝜇(𝑥𝑥)𝑦𝑦] 𝑑𝑑𝑑𝑑 = � 𝜇𝜇(𝑥𝑥)𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 𝑑𝑑
𝑑𝑑𝑑𝑑 ⑤� [𝜇𝜇(𝑦𝑦)𝑥𝑥] 𝑑𝑑𝑑𝑑 = � 𝜇𝜇(𝑦𝑦)𝑓𝑓(𝑦𝑦) 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Examples Explanations
Example 1:
Solve the equation
2(𝑦𝑦 − 4𝑥𝑥 2 ) 𝑑𝑑𝑑𝑑 + 𝑥𝑥 𝑑𝑑𝑑𝑑 = 0.
Solution:
2(𝑦𝑦 − 4𝑥𝑥 2 ) 𝑑𝑑𝑑𝑑 + 𝑥𝑥 𝑑𝑑𝑑𝑑 = 0
(2𝑦𝑦 − 8𝑥𝑥 2 ) 𝑑𝑑𝑑𝑑 + 𝑥𝑥 𝑑𝑑𝑑𝑑 = 0 Firstly, the given equation was
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 2𝑦𝑦 8𝑥𝑥 2 changed into 𝑑𝑑𝑑𝑑 + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥).
+ − =0
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑥𝑥 Then, the integrating factor was
𝑑𝑑𝑑𝑑 2 found and multiplied to
+ 𝑦𝑦 = 8𝑥𝑥 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑥𝑥 + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥). The whole
2 𝑑𝑑𝑑𝑑
𝜇𝜇(𝑥𝑥) = 𝑒𝑒 ∫𝑥𝑥 𝑑𝑑𝑑𝑑 = 𝑒𝑒 2 ln 𝑥𝑥 = 𝑥𝑥 2 equation was then integrated to get
𝑑𝑑𝑑𝑑 2 the answer.
𝑥𝑥 2 � + 𝑦𝑦� = 𝑥𝑥 2 (8𝑥𝑥)
𝑑𝑑𝑑𝑑 𝑥𝑥
𝑑𝑑 2
[𝑥𝑥 𝑦𝑦] = 8𝑥𝑥 3
𝑑𝑑𝑑𝑑
𝑥𝑥 2 𝑦𝑦 = � 8𝑥𝑥 3 𝑑𝑑𝑑𝑑 + 𝑐𝑐
𝑥𝑥 2 𝑦𝑦 = 2𝑥𝑥 4 + 𝑐𝑐
Example 2:
Solve the equation
𝑥𝑥𝑦𝑦 ʹ = 𝑥𝑥 − 𝑦𝑦 + 𝑥𝑥𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥
Solution:
𝑥𝑥𝑦𝑦 ʹ = 𝑥𝑥 − 𝑦𝑦 + 𝑥𝑥𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥
𝑑𝑑𝑑𝑑
𝑥𝑥 = 𝑥𝑥 − 𝑦𝑦(1 + 𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 (1 + 𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥) 𝑥𝑥
+ 𝑦𝑦 =
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑥𝑥
𝑑𝑑𝑑𝑑 1
+ (1 − 𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)𝑦𝑦 = 1
𝑑𝑑𝑑𝑑 𝑥𝑥
1 1
(1−𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)𝑑𝑑𝑑𝑑
𝜇𝜇(𝑥𝑥) = 𝑒𝑒 ∫𝑥𝑥 = 𝑒𝑒 ∫�𝑥𝑥−𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥�𝑑𝑑𝑑𝑑
1 1
(1−𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)𝑑𝑑𝑑𝑑
𝜇𝜇(𝑥𝑥) = 𝑒𝑒 ∫𝑥𝑥 = 𝑒𝑒 ∫𝑥𝑥𝑑𝑑𝑑𝑑−∫ 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥 𝑑𝑑𝑑𝑑
sin 𝑥𝑥 Firstly, the given equation was
� tan 𝑥𝑥 𝑑𝑑𝑑𝑑 = � 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
cos 𝑥𝑥 changed into 𝑑𝑑𝑑𝑑 + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥).
𝐿𝐿𝐿𝐿𝐿𝐿 𝑢𝑢 = cos 𝑥𝑥 ⇒ 𝑑𝑑𝑑𝑑 = − sin 𝑥𝑥 𝑑𝑑𝑑𝑑
Then, the integrating factor was
𝐿𝐿𝐿𝐿𝐿𝐿 𝑢𝑢 = cos 𝑥𝑥 ⇒ sin 𝑥𝑥 𝑑𝑑𝑑𝑑 = − 𝑑𝑑𝑑𝑑
found, where substitution was used in
sin 𝑥𝑥 1
� 𝑑𝑑𝑑𝑑 = � (− 𝑑𝑑𝑑𝑑) this integration, and the integrating
cos 𝑥𝑥 𝑢𝑢 factor was then multiplied to
sin 𝑥𝑥 𝑑𝑑𝑑𝑑
� 𝑑𝑑𝑑𝑑 = − ln|𝑢𝑢| + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥). The whole
cos 𝑥𝑥 𝑑𝑑𝑑𝑑
sin 𝑥𝑥 equation was then integrated to get
� 𝑑𝑑𝑑𝑑 = − ln|cos 𝑥𝑥| the answer using integration by parts.
cos 𝑥𝑥
1
(1−𝑥𝑥
𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)𝑑𝑑𝑑𝑑
𝜇𝜇(𝑥𝑥) = 𝑒𝑒 ∫𝑥𝑥 = 𝑒𝑒 𝑙𝑙𝑙𝑙 𝑥𝑥+ln cos 𝑥𝑥 = 𝑥𝑥 cos 𝑥𝑥
𝑑𝑑𝑑𝑑 1
𝑥𝑥 cos 𝑥𝑥 � + (1 − 𝑥𝑥 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)𝑦𝑦� = 𝑥𝑥 cos 𝑥𝑥
𝑑𝑑𝑑𝑑 𝑥𝑥
𝑑𝑑
[(𝑥𝑥 cos 𝑥𝑥)𝑦𝑦] = 𝑥𝑥 cos 𝑥𝑥
𝑑𝑑𝑑𝑑
(𝑥𝑥 cos 𝑥𝑥)𝑦𝑦 = � 𝑥𝑥 cos 𝑥𝑥 𝑑𝑑𝑑𝑑 + 𝑐𝑐
Solution:
𝑦𝑦𝑦𝑦𝑦𝑦 + (3𝑥𝑥 − 𝑥𝑥𝑥𝑥 + 2)𝑑𝑑𝑑𝑑 = 0
𝑑𝑑𝑑𝑑 3𝑥𝑥 − 𝑥𝑥𝑥𝑥 + 2
+ =0
𝑑𝑑𝑑𝑑 𝑦𝑦
𝑑𝑑𝑑𝑑 3 2
+ 𝑥𝑥 − 𝑥𝑥 + = 0
𝑑𝑑𝑑𝑑 𝑦𝑦 𝑦𝑦
𝑑𝑑𝑑𝑑 3 2
+ 𝑥𝑥 � − 1� + = 0
𝑑𝑑𝑑𝑑 𝑦𝑦 𝑦𝑦
𝑑𝑑𝑑𝑑 3 2
+ � − 1� 𝑥𝑥 = −
𝑑𝑑𝑑𝑑 𝑦𝑦 𝑦𝑦
3 3
∫�𝑦𝑦−1� 𝑑𝑑𝑑𝑑 ∫𝑦𝑦 𝑑𝑑𝑑𝑑−∫ 𝑑𝑑𝑑𝑑
𝜇𝜇(𝑦𝑦) = 𝑒𝑒 = 𝑒𝑒 = 𝑒𝑒 3 ln 𝑦𝑦−𝑦𝑦
3 3
∫�𝑦𝑦−1� 𝑑𝑑𝑑𝑑 ∫𝑦𝑦 𝑑𝑑𝑑𝑑−∫ 𝑑𝑑𝑑𝑑 3 Firstly, the given equation was
𝜇𝜇(𝑦𝑦) = 𝑒𝑒 = 𝑒𝑒 = 𝑒𝑒 ln 𝑦𝑦 ∙ 𝑒𝑒 −𝑦𝑦 𝑑𝑑𝑑𝑑
3 3 changed into 𝑑𝑑𝑑𝑑 + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥).
∫� −1� 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑−∫ 𝑑𝑑𝑑𝑑
𝜇𝜇(𝑦𝑦) = 𝑒𝑒 𝑦𝑦 = 𝑒𝑒 𝑦𝑦 = 𝑦𝑦 3 𝑒𝑒 −𝑦𝑦 Then, the integrating factor was
𝑑𝑑𝑑𝑑 3 2 found and multiplied to
𝑦𝑦 3 𝑒𝑒 −𝑦𝑦 � + � − 1� 𝑥𝑥� = 𝑦𝑦 3 𝑒𝑒 −𝑦𝑦 �− � 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑦𝑦 𝑦𝑦 + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥). The whole
𝑑𝑑𝑑𝑑
𝑑𝑑 equation was then integrated using
[(𝑦𝑦 3 𝑒𝑒 −𝑦𝑦 )𝑥𝑥] = −2𝑦𝑦 2 𝑒𝑒 −𝑦𝑦
𝑑𝑑𝑑𝑑 integration by parts to get the
answer.
(𝑦𝑦 3 𝑒𝑒 −𝑦𝑦 )𝑥𝑥 = �(−2𝑦𝑦 2 𝑒𝑒 −𝑦𝑦 ) 𝑑𝑑𝑑𝑑 = −2 �(𝑦𝑦 2 𝑒𝑒 −𝑦𝑦 ) 𝑑𝑑𝑑𝑑
Solution:
𝑦𝑦 ′ + (tan 𝑥𝑥)𝑦𝑦 = cos2 𝑥𝑥
𝑑𝑑𝑑𝑑
+ (tan 𝑥𝑥)𝑦𝑦 = cos2 𝑥𝑥
𝑑𝑑𝑑𝑑
𝜇𝜇(𝑥𝑥) = 𝑒𝑒 ∫ 𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥 𝑑𝑑𝑑𝑑
sin 𝑥𝑥
� tan 𝑥𝑥 𝑑𝑑𝑑𝑑 = � 𝑑𝑑𝑑𝑑
cos 𝑥𝑥 Firstly, the given equation was
𝐿𝐿𝐿𝐿𝐿𝐿 𝑢𝑢 = cos 𝑥𝑥 ⇒ 𝑑𝑑𝑑𝑑 = − sin 𝑥𝑥 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
changed into 𝑑𝑑𝑑𝑑 + 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥).
𝐿𝐿𝐿𝐿𝐿𝐿 𝑢𝑢 = cos 𝑥𝑥 ⇒ sin 𝑥𝑥 𝑑𝑑𝑑𝑑 = − 𝑑𝑑𝑑𝑑
Then, the integrating factor was
sin 𝑥𝑥 1
� 𝑑𝑑𝑑𝑑 = � (− 𝑑𝑑𝑑𝑑) found, where substitution was used in
cos 𝑥𝑥 𝑢𝑢 this integration, and the integrating
sin 𝑥𝑥
� 𝑑𝑑𝑑𝑑 = − ln|𝑢𝑢| factor was then multiplied to
cos 𝑥𝑥 𝑑𝑑𝑑𝑑
sin 𝑥𝑥 𝑑𝑑𝑑𝑑
+ 𝑃𝑃(𝑥𝑥)𝑦𝑦 = 𝑓𝑓(𝑥𝑥). The whole
� 𝑑𝑑𝑑𝑑 = − ln|cos 𝑥𝑥| equation was then integrated to
cos 𝑥𝑥
general equation.
𝜇𝜇(𝑥𝑥) = 𝑒𝑒 − 𝑙𝑙𝑙𝑙(𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥) = 𝑒𝑒 𝑙𝑙𝑙𝑙( 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥) = 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥
𝑑𝑑𝑑𝑑 As the question gave 𝑦𝑦(0) = 2, the
𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 � + (𝑡𝑡𝑡𝑡𝑡𝑡 𝑥𝑥)𝑦𝑦� = 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 (𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑥𝑥) value of x and y was substituted into
𝑑𝑑𝑑𝑑
𝑑𝑑 the general equation to get the value
[𝑦𝑦 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥] = 𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥 of c. Then, the value of c was
𝑑𝑑𝑑𝑑 substituted into the general equation.
𝑦𝑦 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 = � 𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥 𝑑𝑑𝑑𝑑
𝑦𝑦 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 + 𝑐𝑐
𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 + 𝑐𝑐
𝑦𝑦 =
𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥
𝑦𝑦 = (𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 + 𝑐𝑐) 𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥
𝑦𝑦(0) = 2 ⇒ 𝑥𝑥 = 0, 𝑦𝑦 = 2
2 = (𝑠𝑠𝑠𝑠𝑠𝑠 0 + 𝑐𝑐) 𝑐𝑐𝑐𝑐𝑐𝑐 0
𝑐𝑐 = 2
∴ 𝑦𝑦 = (𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 + 2) 𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥