Differential Equations

INTEGRATING FACTOR METHOD

Graham S McDonald
A Tutorial Module for learning to solve 1st
order linear differential equations

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

This factor is defined so that the equation becomes equivalent to:

d
dx (IF y)

= IF Q(x),

whereby integrating both sides with respect to x, gives:

IF y =

IF Q(x) dx

Finally, division by the integrating factor (IF) gives y explicitly in

terms of x, i.e. gives the solution to the equation.
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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

Theory Answers Integrals Tips Notation

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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

Theory Answers Integrals Tips Notation

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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

, and particular solution is

4. General solution is y = x2 + Cx , and particular solution is

y = x2 + 2x ,
5. General solution is y = x3 cos x + x2 sin x + Cx2 ,
6. General solution is y = x2 ln x + C x2 ,

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Section 3: Answers

7. General solution is y sin x = x + C ,

8. General solution is 4y sin x + cos 2x = C ,
9. General solution is (x2 1)y =

x2
2

+C ,

10. General solution is y cos x = C x , and particular solution is

y cos x = 1 x .

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Section 4: Standard integrals

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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Section 4: Standard integrals

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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Section 5: Tips on using solutions

12

5. Tips on using solutions

When looking at the THEORY, ANSWERS, INTEGRALS, TIPS
or NOTATION pages, use the Back button (at the bottom of the
page) to return to the exercises.
Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct.
Try to make less use of the full solutions as you work your way
through the Tutorial.

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Section 6: Alternative notation

13

6. Alternative notation
The linear first order differential equation:
dy
+ P (x) y = Q(x)
dx
R

has the integrating factor IF=e

P (x) dx

The integrating factor method is sometimes explained in terms of

simpler forms of differential equation. For example, when constant
coefficients a and b are involved, the equation may be written as:
dy
+ b y = Q(x)
a
dx
In our standard form this is:
dy
b
Q(x)
+ y=
dx a
a
with an integrating factor of:
R

IF = e
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b
a

dx

bx

=ea
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Solutions to exercises

14

Full worked solutions

Exercise 1.
Compare with form:

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

Multiply equation by IF:

dy
+ ex y = ex x
dx
d x
i.e.
[e y] = ex x
dx
ex

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Solutions to exercises

15

Integrate both sides with respect to x:

ex y
Z
{ Note:

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 .

Particular solution with y(0) = 2:

2

= (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

Particular solution with y(1) = 3:

i.e.
Particular solution is

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:

[Note: integration by parts,

R dv
R
u dx dx = uv v du
dx dx, u = x,
i.e.
i.e.

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

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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

(the original form of the equation was half-way there!)


d  2
i.e.
(x 1)y = x
dx
Integrate:

(x2 1)y =

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1 2
x +C .
2
II

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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 .

i.e. y = 1 when x = 0 gives

cos(0) = 0 + C C = 1
i.e. y cos x = x + 1 .
Return to Exercise 10

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