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Examples of solving linear ordinary differential equations using an integrating factor - Math Insight

Math Insight

Examples of solving linear ordinary differential equations using an integrating factor

Example 1

Solv e the ODE

dx cos(t)x (t) = cos(t) dt (1)

= 0

Solution : Since this is a first order linear ODE, we can solv e it by finding an integrating factor (t) . If we choose (t) to be

(t) = e

cos(t)

= e

sin(t)

(e

sin(t)

d dt

x (t)) = e

sin(t)

cos(t).

e

sin(t)

x (t) =

sin(t)

cos(t)dt + C

= e

sin(t)

+ C,

sin(t)

= sin(t)

, we calculate

x (t) = 1 + C e

sin(t)

dx = Ce dt

sin(t)

cos(t)

we calculate that

dx cos(t)x (t) = C e dt

sin(t)

cos(t) cos(t)(1 + C e

sin(t)

) = cos(t),

http://mathinsight.org/ordinary_differential_equation_linear_integrating_factor_examples 0

= x (0) = 1 + C

0

= 1 + C

1/4

2/3/2014

Examples of solving linear ordinary differential equations using an integrating factor - Math Insight

= x (0) = 1 + C e

0

We determine the integration constant C by the condition 0 Our specific solution to the ODE of (1) is

x (t) = 1 + e

= 1 + C

, so that C

= 1

sin(t)

Example 2

Solv e the ODE

dx = dt 1 ( x + I (t)) (2)

= x0

dx + dt

t/

x =

I (t) .

= e

(1/ )dt

= e

(t)

d (e dt

t/

I (t) x (t)) = e

t/

For this ex ample, let's integrate from t 0 to t , rather than calculate the indefinite integral as in prev ious ex amples.

t

d dt

t0

(e

t /

x ( t ) )d t

I (t ) e

t

=

t0

t /

dt

t/

x (t) e

t0 /

1 x( t 0 ) =

t0

t /

I (t )dt

t/

x (t) = e

(t t0 )/

= x0

1 x0 +

t0

(t t )/

I (t )dt .

(3)

To v erify this solution, we differentiate equation (3) with respect to t , obtaining three terms (two from the ex ponentials and one from the upper integration limit),

dx = dt 1 = 1 = x (t) + 1 I (t). (e 1 e

(t t0 )/

1 x0

1 1

t0 t

(t t )/

I (t ) d t +

1 e

0/

I (t)

(t t0 )/

x0 +

t0

(t t )/

I ( t )d t ) +

1 I (t)

0

t0

t0

, so is zero.

2/4

http://mathinsight.org/ordinary_differential_equation_linear_integrating_factor_examples = 1

2/3/2014

Examples of solving linear ordinary differential equations using an integrating factor - Math Insight

= 1

= x0

Example 3

Solv e the ODE

dx dt + e x (t) = t

t 2

cos(t)

(4)

= 5

(t) = e

e dt

t

= e

= exp(e ),

where exp(x ) is another way of writing ex . Multiply ing equation (4) by deriv ativ e of (t)x (t) . We can write it as

d dt (exp( e )x (t)) = t

t 2

(t)

cos(t) exp(e ).

To solv e the ODE in terms of the initial conditions x (0), we integrate from 0 to t , obtaining

t

d ds

(exp( e )x (s))ds =

0 t

0

Ev en though we cannot compute the integral analy tically , we still consider the ODE solv ed. Plugging in the initial conditions x (0)

= 5

t t 2 s t

x (t) = 5 exp(1 e ) +

0

cos(s) exp(e

e )ds.

Y ou can easily check that x (t) satisfies the ODE (4) and the initial conditions x (0)

= 5

See also

Solv ing linear ordinary differential equations using an integrating factor An introduction to ordinary differential equations

Cite this as

Ny kamp DQ, Ex amples of solv ing linear ordinary differential equations using an integrating factor. From Math Insight . http://mathinsight.org/ordinary _differential_equation_linear_integrating_factor_ex amples Key words: differential equation, integrating factor, ordinary differential equation

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2/3/2014

Examples of solving linear ordinary differential equations using an integrating factor - Math Insight

Ex amples of solv ing linear ordinary differential equations using an integrating factor by Duane Q. Ny kamp is licensed under a Creativ e Commons Attribution-Noncommercial-ShareAlike 3.0 License. For permissions bey ond the scope of this license, please contact us.

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