Pc7–Pc10 - First order equations and integrating factors

Pc7–Pc10 - First order equations and integrating factors

An integrating factor turns a first-order linear differential equation into one product derivative that you can integrate. Pc7 distinguishes general and particular solutions; Pc8 identifies the right equation form; Pc9 explains the factor; Pc10 uses it to solve equations and apply conditions. You will normalise carefully, keep the arbitrary constant, and work on an interval where the equation is defined.

Recognising the equation and its solution family

What could you multiply y′+2y/x=x2y'+2y/x=x^2, for x>0x>0, by to make its left side a single product derivative?

The product rule is the clue: differentiating x2yx^2y gives x2y′+2xyx^2y'+2xy. Multiplying the whole equation by x2x^2 would produce exactly that left side. The integrating-factor method finds this multiplier systematically, even when spotting it is difficult.

You already know

The product rule gives (uv)′=u′v+uv′(uv)'=u'v+uv'. Integrating a derivative introduces an arbitrary constant. A condition such as “the curve passes through (1,2)(1,2)” means y=2y=2 when x=1x=1.

Start by making the coefficient of dy/dxdy/dx equal to 11. Read the coefficient of yy only after this division.

First-order linear differential equation

An equation is first-order linear when it can be written

dydx+P(x)y=Q(x)\frac{dy}{dx}+P(x)y=Q(x)

where PP and QQ depend only on xx. “First-order” means that no derivative above the first occurs; “linear” means that yy and its derivative occur to the first power and are not multiplied together. For example, xy′+2y=x3xy'+2y=x^3 is linear on an interval excluding x=0x=0; y′+y2=xy'+y^2=x is not.

Normalising xy′+2y=x3xy'+2y=x^3 gives y′+(2/x)y=x2y'+(2/x)y=x^2. Its coefficient is P(x)=2/xP(x)=2/x, not 22. The point x=0x=0 cannot be crossed by this normalisation; solve on an appropriate interval instead.

General and particular solutions

A general solution describes the solution family and contains an arbitrary constant for a first-order equation. A particular solution selects a member of that family by fixing the constant, usually from a given condition. For example, y′=2xy'=2x has general solution y=x2+Cy=x^2+C; through (0,3)(0,3), its particular solution is y=x2+3y=x^2+3.

The equation controls the rate, while the condition selects the curve. Do not set the arbitrary constant to zero simply because the question asks for a general solution.

Key idea

Divide to reach y′+P(x)y=Q(x)y'+P(x)y=Q(x) before finding the factor. A general solution retains its free constant; a particular solution uses a supplied condition to determine it.

This check asks only for recognition and normalisation.

Making a product derivative

Choose a multiplier whose derivative is that multiplier times P(x)P(x); this is exactly what the product rule needs.

If I′=PII'=PI, then (Iy)′=Iy′+I′y=I(y′+Py)(Iy)'=Iy'+I'y=I(y'+Py). Multiplying the equation by II therefore makes the left side (Iy)′(Iy)', while the right side becomes IQIQ. The factor works because of this equality, not because multiplication itself makes a difficult integral easier.

Integrating factor

For y′+P(x)y=Q(x)y'+P(x)y=Q(x) on an interval where PP and QQ are continuous, choose

I(x)=e∫P(x) dxI(x)=e^{\int P(x)\,dx}

Then

ddx(I(x)y)=I(x)Q(x),I(x)y=∫I(x)Q(x) dx+C\frac{d}{dx}\bigl(I(x)y\bigr)=I(x)Q(x),\qquad I(x)y=\int I(x)Q(x)\,dx+C

Use one convenient antiderivative in the exponent; multiplying an integrating factor by a non-zero constant makes no difference.

Not in the formula booklet: learn it.

An exponential factor never vanishes. After integrating, divide by the same factor to isolate yy; do not leave the answer as a formula for IyIy unless that is what the question requests.

Worked example 1: a constant right side

Question. Find the general solution of y′+2y=6y'+2y=6.

Plan. Use I=e2xI=e^{2x}, identify the product derivative, integrate, then divide by the factor.

P(x)=2,I=e∫2 dx=e2xfind the factore2xy′+2e2xy=6e2xmultiply every termddx(e2xy)=6e2xproduct rulee2xy=3e2x+Cintegratey=3+Ce−2xdivide by e2x\begin{aligned} P(x)&=2,\quad I=e^{\int2\,dx}=e^{2x} && \text{find the factor} \\ e^{2x}y'+2e^{2x}y&=6e^{2x} && \text{multiply every term} \\ \frac{d}{dx}(e^{2x}y)&=6e^{2x} && \text{product rule} \\ e^{2x}y&=3e^{2x}+C && \text{integrate} \\ y&=3+Ce^{-2x} && \text{divide by }e^{2x} \end{aligned}

Why this step? The factor's derivative is 2e2x2e^{2x}, so the two left-side terms are exactly the derivative of e2xye^{2x}y.

Answer. y=3+Ce−2xy=3+Ce^{-2x}, where CC is an arbitrary real constant.

Check. y′=−2Ce−2xy'=-2Ce^{-2x}, so y′+2y=−2Ce−2x+6+2Ce−2x=6y'+2y=-2Ce^{-2x}+6+2Ce^{-2x}=6.

The next example changes only the forcing term from 66 to 6ex6e^x. The coefficient of yy is unchanged, so the same integrating factor works.

Worked example 2: an exponential right side

Question. Find the general solution of y′+2y=6exy'+2y=6e^x.

Plan. Multiply by the same factor, combine the exponential factors on the right and integrate the product derivative.

I=e2xP(x)=2e2xy′+2e2xy=6e3xmultiply throughddx(e2xy)=6e3xproduct derivativee2xy=2e3x+Cintegratey=2ex+Ce−2xdivide by the factor\begin{aligned} I&=e^{2x} && P(x)=2 \\ e^{2x}y'+2e^{2x}y&=6e^{3x} && \text{multiply through} \\ \frac{d}{dx}(e^{2x}y)&=6e^{3x} && \text{product derivative} \\ e^{2x}y&=2e^{3x}+C && \text{integrate} \\ y&=2e^x+Ce^{-2x} && \text{divide by the factor} \end{aligned}

Why this step? The right side is e2x(6ex)=6e3xe^{2x}(6e^x)=6e^{3x}. Multiplying only the left side would change the equation instead of solving it.

Answer. y=2ex+Ce−2xy=2e^x+Ce^{-2x}, with arbitrary real CC.

Check. y′=2ex−2Ce−2xy'=2e^x-2Ce^{-2x}, so y′+2y=6exy'+2y=6e^x.

Two different solutions of the second equation differ by (C1−C2)e−2x(C_1-C_2)e^{-2x}. If their constants differ, that difference is never zero, so the solution curves do not cross. One point really does select one member of this family.

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