Boyce/DiPrima 9th ed, Ch 2.

1: Linear
Equations; Method of Integrating Factors
Elementary Differential Equations and Boundary Value Problems, 9 th edition, by William E. Boyce and Richard C. DiPrima, ©2009 by John Wiley & Sons, Inc.

A linear first order ODE has the general form

dy
 f (t , y )
dt

where f is linear in y. Examples include equations with

constant coefficients, such as those in Chapter 1,
y  ay  b

or equations with variable coefficients:

dy
 p (t ) y  g (t )
dt
Constant Coefficient Case
For a first order linear equation with constant coefficients,
y  ay  b,
recall that we can use methods of calculus to solve:
dy / dt
 a
y b/a
dy
 y  b / a   a dt
ln y  b / a  a t  C
y  b / a  keat , k  eC
Variable Coefficient Case:
Method of Integrating Factors
We next consider linear first order ODEs with variable
coefficients:
dy
 p (t ) y  g (t )
dt
The method of integrating factors involves multiplying this
equation by a function (t), chosen so that the resulting
equation is easily integrated.
Example 1: Integrating Factor (1 of 2)

Consider the following equation:

y  12 y  12 et / 3
Multiplying both sides by (t), we obtain
dy 1 1
 (t )   (t ) y  et / 3  (t )
dt 2 2

We will choose (t) so that left side is derivative of known

quantity. Consider the following, and recall product rule:
d
 (t ) y    (t ) dy  d (t ) y
dt dt dt
Choose (t) so that
1

 (t )   (t )   (t )  et / 2
2
Example 1: General Solution (2 of 2)

With (t) = et/2, we solve the original equation as follows:

1 1
y  y  et / 3
2 2
dy 1 t / 2 1
et / 2  e y  e 5t / 6 3
dt 2 2 Sample Solutions : y  et / 3  Ce t / 2
5

dt

d t/2 1

e y  e 5t / 6
2
yt

3
e t / 2 y  e 5t / 6  C 2

5
general solution : 1

3 t / 2
y e t /3
 Ce
t
1 2 3 4 5 6

5
1
Method of Integrating Factors:
Variable Right Side
In general, for variable right side g(t), the solution can be
found as follows:
y  ay  g (t )
dy
 (t )  a (t ) y   (t ) g (t )
dt
at dy
e  ae at y  e at g (t )
dt
d at
dt
 
e y  e at g (t )

e at y   e at g (t )dt
y  e  at  e at g (t )dt  Ce  at
Example 2: General Solution (1 of 2)

We can solve the following equation

y  2 y  4  t

using the formula derived on the previous slide:

y  e  at  e at g (t )dt  Ce at  e 2t  e 2t (4  t )dt  Ce2t

Integrating by parts,  e 2t (4  t )dt   4e 2t dt   te2t dt

 1 1 
 2et / 5   te 2t   e  2t dt 
 2 2 
7 1
  e  2t  te 2t
4 2

Thus  7 1  7 1
y  e 2t   e  2t  te2t   Ce2t    t  Ce2t
 4 2  4 2
 y  2 y  4  t

Example 2: Graphs of Solutions (2 of 2)

The graph shows the direction field along with several integral
curves. If we set C = 0, the exponential term drops out and you
should notice how the solution in that case, through the point
(0, -7/4), separates the solutions into those that grow
exponentially in the positive direction from those that grow
exponentially in the negative direction..
yt

7 1
y    t  Ce2t 0
0.5 1.0 1.5 2.0
t

4 2
1

4
Method of Integrating Factors for
General First Order Linear Equation
Next, we consider the general first order linear equation
y  p (t ) y  g (t )
Multiplying both sides by (t), we obtain
dy
 (t )  p(t )  (t ) y  g (t )  (t )
dt
Next, we want (t) such that '(t) = p(t)(t), from which it
will follow that
d
 (t ) y    (t ) dy  p(t )  (t ) y
dt dt
Integrating Factor for
General First Order Linear Equation
Thus we want to choose (t) such that '(t) = p(t)(t).
Assuming (t) > 0, it follows that
d (t )
  (t )   p(t )dt  ln  (t )   p(t )dt  k
Choosing k = 0, we then have
 (t )  e  p (t ) dt ,
and note (t) > 0 as desired.
Solution for
General First Order Linear Equation
Thus we have the following:
y  p(t ) y  g (t )
dy
 (t )  p(t )  (t ) y   (t ) g (t ), where  (t )  e  p (t ) dt
dt
Then
d
 (t ) y    (t ) g (t )
dt
 (t ) y    (t ) g (t )dt  c

y
  (t ) g (t )dt  c
, where  (t )  e  p (t ) dt
 (t )
Example 3: General Solution (1 of 2)

To solve the initial value problem

ty  2 y  4t 2 , y1  2,
first put into standard form:
2
y  y  4t , for t  0
t
Then
2

 (t )  e   e    t2
p ( t ) dt dt
e e ln t 2
t 2 ln t

and hence

  (t ) g (t )dt  C  (4t )dt  C  4t dt  C   t

2
t 1 C
y   3 2

 (t ) t2 t2 t2
 ty  2 y  4t 2 , y1  2,

Example 3: Particular Solution (2 of 2)

Using the initial condition y(1) = 2 and general solution
C
y  t  2 , y (1)  1  C  2  C  1
2

t
1
it follows that y  t2 
t2
The graphs below show solution curves for the differential
equation, including a particular solution whose graph contains
the initial point (1,2). Notice that when C=0, we get the parabolic
solution y  t 2 (shown) 5
t y

and that solution separ- 4

ates the solutions into 2 (1,2)

those that are asymptotic 1

to the positive versus 2 1

1
1

yt 
C 2
2

2
t
negative y-axis. 2
Example 4: A Solution in Integral Form (1 of 2)

To solve the initial value problem

2 y  ty  2, y0  1,
first put into standard form:
t
y  y 1
2
Then 
t t2
 (t )  e  p ( t ) dt
e 2
dt
e 4

and hence
 t e s 2 / 4 ds  C   e t 2 / 4  t e s 2 / 4 ds   Cet 2 / 4
 0  0
t 2 / 4
ye
 
 2 y  ty  2, y0  1,

Example 4: A Solution in Integral Form (2 of 2)

Notice that this solution must be left in the form of an
integral, since there is no closed form for the integral.
 t e s 2 / 4 ds   Cet 2 / 4
 0
t 2 / 4
ye

Using software such as Mathematica or Maple, we can
approximate the solution for the given initial conditions as
well as for other initial y t

3
conditions. 2

Several solution curves 1

are shown. 1 2 3 4 5 6
t

1
 t e s 2 / 4 ds   Cet 2 / 4
 0
y  e t
2
/4

2 