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Solving Differential Equations with Integrating Factors

mccp-dobson-0111

Introduction
Suppose we have the first order differential equation
dy
+ Py = Q
dx
where P and Q are functions involving x only. For example
dy 3y ex dy 3y
+ = 3 or − = (x + 1)4 .
dx x x dx x + 1
We can solve these differential equations using the technique of an integrating factor.

Integrating Factor
We multiply both sides of the differential equation by the integrating factor I which is defined as
R
P dx
I=e .

General Solution
Multiplying our original differential equation by I we get that
dy dy
+ Py = Q ⇔ I + IP y = IQ
dx Z dx Z
dy
⇔ (I + IP y) dx = IQ dx
dx
Z
d dy
⇔ Iy = IQ dx (Iy) = I
since + IP y by the product rule.
dx dx
R
As both I and Q are functions involving only x in most of the problems you are likely to meet, IQ dx
can usually be found. So the general solution to the differential equation is found by integrating IQ
and then re-arranging the formula to make y the subject.

Example

To find the general solution of the differential equation

dy 3y ex
+ = 3
dx x x

c
Katy Dobson Alan Slomson
www.mathcentre.ac.uk University of Leeds University of Leeds
we first find the integrating factor
R R 3
I = e P dx = e x dx
Z
3
mathcentre community project
hence
now
x
dx = 3 ln x = ln x3
3
I = eln x = x3 .
encouraging academics to share maths support resources
All mccp resources are released under an Attribution Non-commerical Share Alike licence
Then we multiply the differential equation by I to get
dy
x3 + 3x2 y = ex
dx
so integrating both sides we have x3 y = ex + c where c is a constant. Thus the general solution is
ex + c
y= .
x3

Example

To find the general solution of the differential equation

dy 3y
− = (x + 1)4
dx x + 1
we first find the integrating factor
R R
I = e P dx = e x+1 dx
−3

Z
−3
now dx = −3 ln(x + 1) = ln(x + 1)−3
x+1
1
I = eln(x+1) = (x + 1)−3 =
−3
hence .
(x + 1)3
Then multiplying the differential equation by I we get
1 dy 3y
− = (x + 1)
(x + 1) dx (x + 1)4
3

so integrating both sides we have

y 1
3
= x2 + x + c where c is a constant.
(x + 1) 2
Thus the general solution is
1
y = (x + 1)3 ( x2 + x + c).
2
Exercises

Find the general solution of

dy 2y sin x dy y dy dy 2y
1. + = 2 2. − = −xe−x 3. + 2xy = x 4. − = 3x3
dx x x dx x dx dx x

Answers
c − cos x 1 2 3
1. y= 2. y = x(e−x + c) 3. y= + ce−x 4. y = x4 + cx2
x2 2 2

c
Katy Dobson Alan Slomson
www.mathcentre.ac.uk University of Leeds University of Leeds