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Integrating Factor
Inexact DE: integrating factors
Sometimes an inexact equation
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
can be made exact by multiplying with a function 𝑢(𝑥, 𝑦), called an integrating factor.
𝑢 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑢 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
and any solution to this new differential equation is also a solution to the original DE.
Problem. Is the given differential equation exact?
3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0
Solution:
𝑀𝑦 =
𝑁𝑥 =
Problem. Is the given differential equation exact?
3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0
Solution:
𝜕
𝑀𝑦 = 3𝑥𝑦 − 𝑦 2 = 3𝑥 − 2𝑦
𝜕𝑦
𝜕 2
𝑁𝑥 = 𝑥 − 𝑥𝑦 = 2𝑥 − 𝑦
𝜕𝑥
𝑀𝑦 ≠ 𝑁𝑥 or 𝑀𝑦 − 𝑁𝑥 ≠ 0
Solution:
𝑥 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0
𝑀𝑦 =
𝑁𝑥 =
Problem. Will the DE 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0 become exact if it is
multiplied by 𝑥?
Solution:
𝑥 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0
3𝑥 2 𝑦 − 𝑥𝑦 2 𝑑𝑥 + 𝑥 3 − 𝑥 2 𝑦 𝑑𝑦 = 0
𝜕
𝑀𝑦 = 3𝑥 2 𝑦 − 𝑥𝑦 2 = 3𝑥 2 − 2𝑥𝑦
𝜕𝑦
𝜕 3
𝑁𝑥 = 𝑥 − 𝑥 2 𝑦 = 3𝑥 2 − 2𝑥𝑦
𝜕𝑥
𝑀𝑦 = 𝑁𝑥 or 𝑀𝑦 − 𝑁𝑥 = 0
The DE is now exact! It can now be solved using the procedure for exact DE.
Finding an integrating factor
𝑢𝑀𝑑𝑥 + 𝑢𝑁𝑑𝑦 = 0
𝑢𝑀 𝑦 = 𝑢𝑁 𝑥
Finding an integrating factor
𝑢𝑀𝑑𝑥 + 𝑢𝑁𝑑𝑦 = 0
𝑢𝑀 𝑦 = 𝑢𝑁 𝑥
𝑢 𝑀𝑦 − 𝑁𝑥 = 𝑢𝑥 𝑁 − 𝑢𝑦 𝑀
Let 𝑢 be a function of 𝑥 alone (it does not depend on 𝑦): 𝑢 → 𝑢 𝑥
then 𝑢𝑥 → 𝑢′ 𝑥 and 𝑢𝑦 = 0
𝑢 𝑀𝑦 − 𝑁𝑥 = 𝑢𝑥 𝑁 − 𝑢𝑦 𝑀
𝑢 𝑥 𝑀𝑦 − 𝑁𝑥 = 𝑢′ 𝑥 𝑁 − (0)𝑀
′
𝑀𝑦 − 𝑁𝑥
𝑢 𝑥 =𝑢 𝑥
𝑁
𝑀𝑦 −𝑁𝑥 𝑀𝑦 −𝑁𝑥
must be a function of 𝑥 alone: 𝑃 𝑥 =
𝑁 𝑁
𝑢′ 𝑥 = 𝑢 𝑥 𝑃 𝑥
𝑢′ 𝑥 = 𝑢 𝑥 𝑃 𝑥
𝑑𝑢 𝑥
=𝑢 𝑥 𝑃 𝑥
𝑑𝑥
𝑑𝑢 𝑥
= 𝑃 𝑥 𝑑𝑥 ⟹ ln 𝑢(𝑥) = 𝑃 𝑥 𝑑𝑥 + ln 𝑐
𝑢 𝑥
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐𝑒
𝑃 𝑥 𝑑𝑥 integrating factor
𝑢 𝑥 =𝑒 ⟸
𝑀𝑦 −𝑁𝑥
where 𝑃 𝑥 =
𝑁
𝑀𝑦 −𝑁𝑥
How about if is not a function of 𝑥?
𝑁
Similarly, we could try a function of the form 𝑢 𝑦 :
𝑢 𝑦 𝑀𝑦 − 𝑁𝑥 = 0 𝑁 − 𝑢′ 𝑦 𝑀
′
𝑀𝑦 − 𝑁𝑥
−𝑢 𝑦 = 𝑢 𝑦
𝑀
𝑀𝑦 −𝑁𝑥 𝑀𝑦 −𝑁𝑥
must be a function of 𝑦 alone: 𝑄 𝑦 =
𝑀 𝑀
−𝑢′ 𝑦 = 𝑢 𝑦 𝑄 𝑦
𝑑𝑢 𝑦
− =𝑢 𝑦 𝑄 𝑦
𝑑𝑦
𝑑𝑢 𝑦
− = 𝑄 𝑦 𝑑𝑦
𝑢 𝑦
− 𝑄 𝑦 𝑑𝑦 𝑀𝑦 −𝑁𝑥
𝑢 𝑦 =𝑒 where 𝑄 𝑦 =
𝑀
𝑥2 + 𝑦2 𝑑𝑦
+ 2𝑦 =0
𝑥+1 𝑑𝑥
Solution:
𝑀= 𝑁=
Example: Solve the following DE:
𝑥2 + 𝑦2 𝑑𝑦
+ 2𝑦 =0
𝑥+1 𝑑𝑥
Solution: 𝑥2 + 𝑦2
𝑀= 𝑁 = 2𝑦
𝑥+1
𝑀𝑦 − 𝑁𝑥 =
Example: Solve the following DE:
𝑥2 + 𝑦2 𝑑𝑦
+ 2𝑦 =0
𝑥+1 𝑑𝑥
Solution: 𝑥2 + 𝑦2
𝑀= 𝑁 = 2𝑦
𝑥+1
𝜕 𝑥2 + 𝑦2 𝜕
𝑀𝑦 − 𝑁𝑥 = − 2𝑦
𝜕𝑦 𝑥 + 1 𝜕𝑥
2𝑦
= −0
𝑥+1
2𝑦
= ≠0 the DE is not exact
𝑥+1
Assume an integrating factor that is a function of 𝑥 only:
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒
𝑀𝑦 − 𝑁𝑥
𝑃 𝑥 = =
𝑁
Assume an integrating factor that is a function of 𝑥 only:
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒
2𝑦
𝑀𝑦 − 𝑁𝑥 𝑥+1 1
𝑃 𝑥 = = =
𝑁 2𝑦 𝑥+1
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒 =
Assume an integrating factor that is a function of 𝑥 only:
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒
2𝑦
𝑀𝑦 − 𝑁𝑥 𝑥+1 1
𝑃 𝑥 = = =
𝑁 2𝑦 𝑥+1
𝑑𝑥
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒 = 𝑐1 𝑒 𝑥+1
= 𝑐1 𝑒 ln 𝑋+1 + 𝑐2 = 𝑐1 𝑒 ln 𝑋+1 ∙ 𝑒 𝑐2
= 𝑐1 𝑒 𝑐2 𝑒 ln 𝑋+1
𝑥2 + 𝑦2 𝑑𝑦
𝑐 𝑥+1 + 2𝑦 =0
𝑥+1 𝑑𝑥
We multiply the given DE by the integrating factor:
𝑥2 + 𝑦2 𝑑𝑦
𝑐 𝑥+1 + 2𝑦 =0
𝑥+1 𝑑𝑥
𝑥2 + 𝑦2 𝑑𝑦
𝑥+1 + 2𝑦 =0
𝑥+1 𝑑𝑥
𝑑𝑦
𝑥2 + 𝑦2 + 𝑥 + 1 2𝑦 =0
𝑑𝑥
𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀𝑦 = 𝑁𝑥 =
𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀𝑦 = 0 + 2𝑦 = 2𝑦 𝑁𝑥 = 2𝑦 1 + 0 = 2𝑦
𝑀𝑦 −𝑁𝑥 = 2𝑦 − 2𝑦 = 0
𝑀𝑦 −𝑁𝑥 = 2𝑦 − 2𝑦 = 0
𝑥3 implicit
+ 𝑥 + 1 𝑦2 = 𝐶 ⟸
3 general solution
𝑥3
𝐹= + 𝑦2𝑥 + 𝐴 𝑦 𝐹 = 𝑥𝑦 2 + 𝑦 2 + 𝐵 𝑥
3
𝑥3
𝐴 𝑦 = 𝑦2 , 𝐵 𝑥 =
3
𝑥3
𝐹= + 𝑥𝑦 2 + 𝑦 2
3
𝑥3 implicit
+ 𝑥 + 1 𝑦2 = 𝐶 ⟸
3 general solution
𝑑𝑦
𝑥2 + 𝑦2 + 𝑥 + 1 2𝑦 =0
𝑑𝑥
𝑑𝑦
When 𝑥 = −1 , the term in front of vanishes. You can also see that our solution is
𝑑𝑥
not valid in that case (division by zero). The general solution is:
𝑥 ≠ −1