Cambridge Physics PhD Tutor IB DSE IGCSE SAT

UC Math MA, HKU Chemist hinwahk@gmail.com

93197825 AP MCAT GCE
HKU 1st Hons Engineer

Integrating Factor
If a linear differential equation is written in the standard form:
𝑦 ′ + 𝑎(𝑥)𝑦 = 𝑓(𝑥),
the integrating factor is defined by the formula
𝑢 (𝑥) = exp(∫ 𝑎(𝑥)𝑑𝑥).
Multiplying the left side of the equation by the integrating factor 𝑢(𝑥)
converts the left side into the derivative of the product 𝑦(𝑥)𝑢 (𝑥).

The general solution of the differential equation is expressed as follows:

∫ 𝑢(𝑥)𝑓(𝑥)𝑑𝑥 + 𝐶
𝑦= ,
𝑢(𝑥)

Example 1. 𝒚′ − 𝒚 − 𝒙𝒆𝒙
𝒚′ − 𝒚 = 𝒙𝒆𝒙 .
𝑢(𝑥) = 𝑒 ∫ (−1)𝑑𝑥 = 𝑒 −∫ 𝑑𝑥 = 𝑒 −𝑥 .
∫ 𝑢(𝑥)𝑓(𝑥)𝑑𝑥 + 𝐶 ∫ 𝑒 −𝑥 𝑥𝑒 𝑥 𝑑𝑥 + 𝐶 ∫ 𝑥𝑑𝑥 + 𝐶 𝑥
𝑥2
𝑦(𝑥) = = = = 𝑒 ( + 𝐶).
𝑢(𝑥) 𝑒 −𝑥 𝑒 −𝑥 2

Example 2. 𝒙𝒚′ = 𝒚 + 𝟐𝒙𝟑 .

𝑥𝑦 ′ = 𝑦,
𝑑𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
𝑥 = 𝑦, ⇒ = ,⇒ ∫ =∫ , ⇒ ln|𝑦| = ln|𝑥| + ln 𝐶 , ⇒ 𝑦 = 𝐶𝑥.
𝑑𝑥 𝑦 𝑥 𝑦 𝑥
𝑦 = 𝐶 (𝑥)𝑥 = (𝑥 2 + 𝐶1 )𝑥 = 𝑥 3 + 𝐶1 𝑥.
Example 3. 𝒚′ − 𝟐𝒚 = 𝒙.

𝑢(𝑥) = exp(∫ 𝑎(𝑥)𝑑𝑥) = exp(∫ (−2)𝑑𝑥) = 𝑒 −2𝑥 .

∫ 𝑢(𝑥)𝑓(𝑥)𝑑𝑥 + 𝐶 ∫ 𝑒 −2𝑥 𝑥𝑑𝑥 + 𝐶
𝑦= = .
𝑢(𝑥) 𝑒 −2𝑥

∫ 𝑞 ′ 𝑝𝑑𝑥 = 𝑞𝑝 − ∫ 𝑞 ′ 𝑝𝑑𝑥
−2𝑥 𝑝 = 𝑥, 𝑝′ = 1
∫ 𝑒 𝑥 𝑑𝑥 = [ ]
⏟ ⏟ 1
𝑞′ 𝑝 𝑞 ′ = 𝑒 −2𝑥 , 𝑞 = − 𝑒 −2𝑥
2
𝑥 1 𝑥 1
= − 𝑒 −2𝑥 − ∫ 1 ⋅ (− 𝑒 −2𝑥 )𝑑𝑥 = − 𝑒 −2𝑥 + ∫ 𝑒 −2𝑥 𝑑𝑥
2 2 2 2
𝑥 1 1
= − 𝑒 −2𝑥 − 𝑒 −2𝑥 = − 𝑒 −2𝑥 (1 + 2𝑥).
2 4 4
1 1
𝑦 = 𝐶(𝑥)𝑒 2𝑥 = [− 𝑒 −2𝑥 (1 + 2𝑥) + 𝐶]𝑒 2𝑥 = − (1 + 2𝑥) + 𝐶𝑒 2𝑥 .
4 4
Example 4. 𝑥 2 𝑦 ′ + 𝑥𝑦 + 2
𝑦 2
𝑦′ +
= − 2.
𝑥 𝑥
𝑦 𝑑𝑦 𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
𝑦 ′ + = 0, ⇒ = − ,⇒ = − ,⇒ ∫ = −∫ , ⇒ ln|𝑦| = − ln|𝑥| + ln 𝐶1 (𝐶1 > 0) , ⇒ ln|𝑦|
𝑥 𝑑𝑥 𝑥 𝑦 𝑥 𝑦 𝑥
𝐶1 𝐶1
= ln ,⇒ 𝑦 = .
|𝑥| |𝑥|
𝐶 ′ (𝑥) ⋅ 𝑥 − 𝐶(𝑥) 𝐶(𝑥) 2 𝐶 ′ (𝑥) 𝐶(𝑥) 𝐶(𝑥) 2 2 2
2
+ 2
= − 2
, ⇒ − 2 + 2 = − 2 , ⇒ 𝐶 ′ (𝑥) = − , ⇒ 𝐶(𝑥) = −∫ 𝑑𝑥
𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥
= −2ln |𝑥| + 𝐶.
𝐶(𝑥) 2ln |𝑥| 𝐶
𝑦= =− + .
𝑥 𝑥 𝑥

Example 5.
Solve the initial value problem: 𝑦 ′ − 𝑦tan 𝑥 = sin 𝑥, 𝑦(0) = 1.
Solution.

𝑢(𝑥) = 𝑒 ∫ (− tan 𝑥)𝑑𝑥 = 𝑒 −tan ∫ 𝑥𝑑𝑥 .

sin 𝑥 𝑑 (cos 𝑥 )
∫ tan 𝑥𝑑𝑥 = ∫ 𝑑𝑥 = −∫ = − ln|cos 𝑥|.
cos 𝑥 cos 𝑥
𝑢(𝑥) = 𝑒 −tan ∫ 𝑥𝑑𝑥 = 𝑒 ln|cos 𝑥| = |cos 𝑥 |.
(𝑦 ′ − 𝑦tan 𝑥)cos 𝑥 = 𝑦 ′ cos 𝑥 − 𝑦tan 𝑥cos 𝑥 = 𝑦 ′ cos 𝑥 − 𝑦sin 𝑥 = (𝑦cos 𝑥)′
= [𝑦(𝑥)𝑢(𝑥)]′ .
1 1
𝑦(𝑥) = ⋅ [∫ 𝑢(𝑥)sin 𝑥𝑑𝑥 + 𝐶] = ⋅ [∫ cos xsin 𝑥𝑑𝑥 + 𝐶]
𝑢 (𝑥) cos 𝑥
1 𝐶 𝐶 cos 2𝑥
= ∫ sin 2𝑥𝑑𝑥 + = − .
2 cos 𝑥 cos 𝑥 cos 𝑥 4 cos 𝑥
Next, we determine the value of C, which satisfies the initial condition
y(0)=1
𝐶 cos 0 1
𝑦(0) = − = 𝐶 − = 1,
cos 0 4cos 0 4
5
𝐶= .
4
Hence, the solution for the initial value problem is given by
5 cos 2𝑥 5 − cos 2𝑥
𝑦(𝑥) = − = .
4cos 𝑥 4cos 𝑥 4cos 𝑥
Example 6.
3
Solve the differential equation (IVP) 𝑦 ′ + 𝑥 𝑦 with the initial condition
y(1)=2.
3 𝑑𝑥 3
𝑢(𝑥) = 𝑒 ∫ 𝑥𝑑𝑥 = 𝑒 3∫ 𝑥 = 𝑒 3ln |𝑥| = 𝑒 ln |𝑥| = |𝑥|3 .

3 3
(𝑦 ′ + 𝑦) 𝑥 3 = 𝑦 ′ 𝑥 3 + 𝑦𝑥 3 = 𝑦 ′ 𝑥 3 + 3𝑦𝑥 2 = (𝑦𝑥 3 )′ .
𝑥 𝑥
 𝟑 𝟐
∫ 𝒖(𝒙)𝒇(𝒙)𝒅𝒙 + 𝑪 ∫ 𝒙 ⋅ 𝒙𝟐 𝒅𝒙 + 𝑪 ∫ 𝟐𝒙𝒅𝒙 + 𝑪 𝒙𝟐 + 𝑪 𝟏 𝑪
𝒚= = = = = + 𝟑.
𝒖(𝒙) 𝒙𝟑 𝒙𝟑 𝒙𝟑 𝒙 𝒙
1 𝐶
𝑦(1) = + 3 = 2, ⇒ 𝐶 = 1.
1 1
1 1
𝑦 = + 3.
𝑥 𝑥
Example 7.
Find the general solution of the differential equation 𝑦 = (2𝑦 4 + 2𝑥)𝑦 ′ .
𝑑𝑦 𝑑𝑥 𝑑𝑥 2
𝑦 = (2𝑦 4 + 2𝑥) , ⇒ 𝑦𝑑𝑥 = 2𝑦 4 𝑑𝑦 + 2𝑥𝑑𝑦, ⇒ 𝑦 = 2𝑦 4 + 2𝑥, ⇒ − 𝑥 = 2𝑦 3 . 𝑑𝑦
𝑑𝑥 𝑑𝑦 𝑑𝑦 𝑦
𝑥𝑑𝑡 − 𝑡𝑑𝑥
= .
𝑥2
2 𝑑𝑦 1 1
∫ (− )𝑑𝑦 −2∫ ln 2 ln 2 1
𝑢 (𝑦) = 𝑒 𝑦 =𝑒 𝑦 = 𝑒 −2 ln|𝑦| = 𝑒 |𝑦| =𝑒 𝑦 = .
𝑦2
1 3
∫ 𝑢 (𝑦)𝑓 (𝑦)𝑑𝑦 + 𝐶 ∫ 𝑦 2 ⋅ 2𝑦 𝑑𝑦 + 𝐶 ∫ 2𝑦𝑑𝑦 + 𝐶
𝑥 (𝑦) = = = = 𝑦 2 (𝑦 2 + 𝐶 ).
𝑢 (𝑦) 1 1
𝑦2 𝑦2