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Ordinary Differential Equations Integrating Factor
Ordinary Differential Equations Integrating Factor
Table of contents
Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1.
2.
3.
4.
5.
6.
Theory
Exercises
Answers
Standard integrals
Tips on using solutions
Alternative notation
Full worked solutions
Section 1: Theory
1. Theory
Consider an ordinary differential equation (o.d.e.) that we wish to
solve to find out how the variable y depends on the variable x.
If the equation is first order then the highest derivative involved is
a first derivative.
If it is also a linear equation then this means that each term can
dy
involve y either as the derivative dx
OR through a single factor of y .
Any such linear first order o.d.e. can be re-arranged to give the following standard form:
dy
+ P (x)y = Q(x)
dx
where P (x) and Q(x) are functions of x, and in some cases may be
constants.
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Section 1: Theory
A linear first order o.d.e. can be solved using the integrating factor
method.
After writing the equation in standard form, P (x) can be identified.
One then multiplies the equation by the following integrating factor:
R
IF= e
P (x)dx
= IF Q(x),
IF Q(x) dx
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Section 2: Exercises
2. Exercises
In each case, derive the general solution. When a boundary
condition is also given, derive the particular solution.
Click on Exercise links for full worked solutions (there are 10
exercises in total)
Exercise 1.
dy
+ y = x ; y(0) = 2
dx
Exercise 2.
dy
+ y = ex ; y(0) = 1
dx
Exercise 3.
dy
x
+ 2y = 10x2 ; y(1) = 3
dx
Theory Answers Integrals Tips Notation
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Section 2: Exercises
Exercise 4.
dy
x
y = x2 ; y(1) = 3
dx
Exercise 5.
dy
x
2y = x4 sin x
dx
Exercise 6.
dy
x
2y = x2
dx
Exercise 7.
dy
+ y cot x = cosec x
dx
Section 2: Exercises
Exercise 8.
dy
+ y cot x = cos x
dx
Exercise 9.
dy
(x2 1)
+ 2xy = x
dx
Exercise 10.
dy
= y tan x sec x ; y(0) = 1
dx
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Section 3: Answers
3. Answers
1. General solution is y = (x 1) + Cex , and particular
solution is y = (x 1) + 3ex ,
2. General solution is y = ex (x + C) , and particular solution is
y = ex (x + 1) ,
3. General solution is y = 25 x2 +
y = 21 (5x2 + x12 ) ,
C
x2
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Section 3: Answers
x2
2
+C ,
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10
4. Standard integrals
f (x)
n
1
x
x
e
sin x
cos x
tan x
cosec x
sec x
sec2 x
cot x
sin2 x
cos2 x
f (x)dx
xn+1
n+1
(n 6= 1)
ln |x|
ex
cos x
sin x
ln
|cos x|
ln tan x2
ln |sec x + tan x|
tan x
ln |sin x|
x
sin 2x
2
4
x
sin 2x
2 +
4
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f (x)
n
[g (x)] g (x)
g 0 (x)
g(x)
x
a
sinh x
cosh x
tanh x
cosech x
sech x
sech2 x
coth x
sinh2 x
cosh2 x
II
f (x)dx
[g(x)]n+1
n+1
(n 6= 1)
ln |g (x)|
ax
(a > 0)
ln a
cosh x
sinh x
ln cosh x
ln tanh x2
2 tan1 ex
tanh x
ln |sinh x|
sinh 2x
x2
4
sinh 2x
+ x2
4
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f (x)
1
a2 +x2
1
a2 x2
a2 x2
11
f (x) dx
f (x)
1
a
tan1
1
a2 x2
(a > 0)
1
x2 a2
f (x) dx
a+x
1
2a ln ax (0 < |x| < a)
xa
1
ln
2a
x+a (|x| > a > 0)
sin1
x
a
1
a2 +x2
2
2
ln x+ aa +x (a > 0)
(a < x < a)
1
x2 a2
2
2
ln x+ xa a (x > a > 0)
a2
2
1
sin
+x
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x
a
x
a
a2 x2
a2
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a2 +x2
a2
2
x2 a2
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a2
2
h
h
sinh1
cosh1
x
a
x a2 +x2
2
a
i
2
2
+ x xa2a
x
a
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12
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13
6. Alternative notation
The linear first order differential equation:
dy
+ P (x) y = Q(x)
dx
R
P (x) dx
IF = e
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b
a
dx
bx
=ea
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Solutions to exercises
14
dy
+ P (x)y = Q(x) (P, Q are functions of x)
dx
Integrating factor:
P (x) = 1.
Integrating factor,
IF = e P (x)dx
R
= e dx
= ex
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Solutions to exercises
15
dv
u dx
dx
u
i.e. y
ex (x 1) + C
Z
uv
du
dx i.e. integration by parts with
dx
dv
ex
dxZ
xex ex dx
x,
xex ex = ex (x 1) }
= (x 1) + Cex .
= (0 1) + Ce0
= 1 + C i.e. C = 3 and y = (x 1) + 3ex .
Return to Exercise 1
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Solutions to exercises
16
Exercise 2.
Integrating Factor:
P (x) = 1 ,
IF = e
P dx
=e
dx
= ex
Multiply equation:
ex
i.e.
dy
+ ex y = ex ex
dx
d x
[e y] = 1
dx
Integrate:
ex y
y
i.e.
= x+C
= ex (x + C) .
Particular solution:
y=1
x=0
gives
and y
= e0 (0 + C)
= 1.C
i.e. C = 1
x
= e (x + 1) .
Return to Exercise 2
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Solutions to exercises
17
Exercise 3.
Equation is linear, 1st order
i.e.
dy
dx
+ x2 y = 10x,
Integrating factor : IF =
dy
+ P (x)y = Q(x)
dx
P (x) = x2 , Q(x) = 10x
i.e.
where
R
P (x)dx
= e2
= e2 ln x = eln x = x2 .
dy
+ 2xy =
dx
d 2
x y =
dx
i.e.
Integrate:
i.e.
JJ
dx
x
x2
Multiply equation:
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x2 y
10x3
10x3
5 4
x +C
2
C
5 2
x + 2
2
x
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Solutions to exercises
18
Particular solution
i.e.
3 =
5
2
1+
i.e.
6
2
5
2
+C
i.e.
C=
1
2
y = 52 x2 +
y(1) = 3
i.e. y(x) = 3
when x = 1.
C
1
1
2x2
1
2
5x2 +
1
x2
.
Return to Exercise 3
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Solutions to exercises
19
Exercise 4.
dy
dx
Standard form:
Compare with
1
y=x
x
dy
+ P (x)y = Q(x) , giving
dx
R
Integrating Factor: IF = e
P (x)dx
= e
dx
x
P (x) =
1
x
1
= e ln x = eln(x
Multiply equation:
1
1 dy
2 y =
x dx x
d 1
i.e.
y
=
dx x
1
1
Integrate:
i.e.
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1
y
x
y
II
= x+C
= x2 + Cx .
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1
.
x
Solutions to exercises
20
3 = 1+C
C = 2
y
= x2 + 2x .
Return to Exercise 4
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Solutions to exercises
Exercise 5.
Linear in y :
21
dy
dx
x2 y = x3 sin x
Integrating factor: IF = e2
dx
x
= e2 ln x = eln x
1
x2
1 dy
2
y = x sin x
x2 dx x3
d 1
y
= x sin x
dx x2
Z
y
= x cos x 1 ( cos x)dx+C 0
x2
Multiply equation:
i.e.
Integrate:
y
x2
y
dv
dx
= sin x]
= x cos x + sin x + C
= x3 cos x + x2 sin x + Cx2 .
Return to Exercise 5
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Solutions to exercises
22
Exercise 6.
2
y=x
x
Standard form:
dy
dx
Integrating Factor:
P (x) =
IF = e
P dx
Multiply equation:
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= e2
dx
x
2
x
2
= e2 ln x = eln x
1
x2
1 dy
2
1
y=
x2 dx x3
x
d 1
1
i.e.
y =
dx x2
x
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Solutions to exercises
23
1
y=
x2
Integrate:
dx
x
i.e.
1
y
x2
= ln x + C
i.e.
= x2 ln x + Cx2 .
Return to Exercise 6
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Solutions to exercises
24
Exercise 7.
Of the form:
where
dy
+ P (x)y = Q(x) (i.e. linear, 1st order o.d.e.)
dx
P (x) = cot x.
R
Integrating factor :
IF = e
P (x)dx
cos x
sin x dx
=e
R
e
f 0 (x)
dx
f (x)
= eln(sin x) = sin x
sin x
dy
dx
+ sin x
i.e.
sin x
dy
dx
+ cos x y = 1
i.e.
d
dx
Multiply equation :
Integrate:
cos x
sin x
y=
[sin x y] = 1
(sin x)y = x + C .
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sin x
sin x
II
Return to Exercise 7
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Solutions to exercises
25
Exercise 8.
Integrating factor:
P (x) = cot x =
R
IF = e
Note:
P dx
cos x
f 0 (x)
sin x
f (x)
=e
cos x
sin x dx
cos x
sin x
= eln(sin x) = sin x
Multiply equation:
sin x
Integrate:
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cos x
dy
+ sin x y
= sin x cos x
dx
sin x
d
i.e.
[sin x y] = sin x cos x
dx
Z
y sin x = sin x cos x dx
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Solutions to exercises
26
Z
{ Note:
Z
sin x cos x dx
f (x)f (x)dx
Z
i.e.
i.e.
f df =
y sin x =
1
2
sin2 x + C
1
2
12 (1 cos 2x) + C
df
dx
dx
1 2
f +C }
2
4y sin x + cos 2x = C 0
where C 0 = 4C + 1
= constant
.
Return to Exercise 8
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Solutions to exercises
27
Exercise 9.
dy
+
dx
Standard form:
2x
x2 1
P (x) =
Integrating factor:
IF = e
Multiply equation:
P dx
y=
x
x2 1
2x
x2 1
R
=e
(x2 1)
2x
dx
x2 1
= eln(x 1)
= x2 1
dy
+ 2x y = x
dx
(x2 1)y =
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1 2
x +C .
2
II
Return to Exercise 9
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Solutions to exercises
28
Exercise 10.
P (x) = tan x
Q(x) = sec x
IF = e
tan x dx
= e
sin x
cos x dx
= e+
sin x
cos x dx
= eln(cos x) = cos x
Multiply by IF:
i.e.
y(0) = 1
d
dx
dy
cos x dx
cos x
[cos x y] = 1
sin x
cos x y
= cos x sec x
i.e. y cos x = x + C .
cos(0) = 0 + C C = 1
i.e. y cos x = x + 1 .
Return to Exercise 10
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