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§5 Integrating factors

To obtain the general solution of a first order linear
o.d.e., we could solve the homogeneous equation and
than find a particular solution by guessing.

Here we obtain the general solution of a first order linear
o.d.e. by the use of an integrating factor.

This method yields the solution of the homogeneous
equation and a particular solution ‘in one go’. This
method does not extend to higher order linear o.d.e.’s.

Recall that the first order linear o.d.e. is

dy
+ p(x)y = g(x).
dx

Now define the integrating factor ϕ(x) by
R
p(x) dx
ϕ(x) := e

which has derivative
R
p(x) dx
ϕ ′ (x) = p(x)e = p(x)ϕ(x).

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By multiplying the o.d.e. by ϕ(x), we obtain
dy
ϕ(x) + ϕ(x) p(x)y = ϕ(x)g(x). (I.5)
dx
Note that
d
(ϕ(x)y) = ϕ(x)y ′ +ϕ ′ (x)y = ϕ(x)y ′ +ϕ(x) p(x)y
dx
is the left-hand-side of (I.5). Thus
d
(ϕ(x)y) = ϕ(x)g(x).
dx
Integration with respect to x then yields
Z
ϕ(x)y = ϕ(x)g(x) dx + c

and so Z
ϕ(x)g(x) dx + c
y(x) = .
ϕ(x)
This gives the general solution of the first order linear
o.d.e. (I.2). This technique requires two integrations.
In terms of Theorem I.2, c/ϕ(x) corresponds to ce−P(x)
R
and ϕ(x)g(x) dx/ϕ(x) is a particular solution y p (x).

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Example 5.1. For the electrical circuit of Example 4.1,
suppose that V (t) = V0 sin(ωt). From (I.4) we have

dI V0 sin(ωt)
+ αI = ,
dt L
where α = R/L.

The integrating factor is
R
α dt
ϕ(t) = e = eαt .

Thus
dI V0 sin(ωt)
eαt + αeαt I = eαt ,
dt L
or
d αt  αt V0 sin(ωt)
e I =e .
dt L

Integrating both sides yields

αt V0 eαt
e I (t) = × 2 2
[α sin(ωt) − ω cos(ωt)] + c.
L α +ω

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If I (0) = 0, we obtain

V0
I (t) = (α sin(ωt)
L(α 2 + ω2 )
V0 ω −αt
− ω cos(ωt)) + 2 2
e .
L(α + ω )

If β = tan−1 (ω/α), then

ω α
sin(β) = √ and cos(β) = √ .
α2 + ω2 α2 + ω2

Also,

sin(ωt − β)
= sin(ωt) cos(β) − sin(β) cos(ωt)
α ω
= sin(ωt) √ −√ cos(ωt)
2
α +ω 2 2
α +ω 2

so we have

V0 V0 ω −αt
I (t) = √ sin(ωt − β) + 2 + ω2 )
e .
2
L α +ω 2 L(α

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