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Differential Equations - Ordinary Differential Equations - Integrating Factors

The document discusses using an integrating factor to obtain the general solution of a first order linear ordinary differential equation (ODE) in one step. It defines the integrating factor φ(x), shows that multiplying the ODE by φ(x) yields an equation that can be integrated, and gives the general solution in terms of φ(x) and the integrals of φ(x)g(x). It also provides an example of using this method to solve a first order linear ODE modeling an electrical circuit.

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MaxEconomics
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374 views

Differential Equations - Ordinary Differential Equations - Integrating Factors

The document discusses using an integrating factor to obtain the general solution of a first order linear ordinary differential equation (ODE) in one step. It defines the integrating factor φ(x), shows that multiplying the ODE by φ(x) yields an equation that can be integrated, and gives the general solution in terms of φ(x) and the integrals of φ(x)g(x). It also provides an example of using this method to solve a first order linear ODE modeling an electrical circuit.

Uploaded by

MaxEconomics
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF or read online on Scribd
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§5 Integrating factors

To obtain the general solution of a first order linear


o.d.e., we could solve the homogeneous equation and
than find a particular solution by guessing.

Here we obtain the general solution of a first order linear


o.d.e. by the use of an integrating factor.

This method yields the solution of the homogeneous


equation and a particular solution ‘in one go’. This
method does not extend to higher order linear o.d.e.’s.

Recall that the first order linear o.d.e. is

dy
+ p(x)y = g(x).
dx

Now define the integrating factor ϕ(x) by


R
p(x) dx
ϕ(x) := e

which has derivative


R
p(x) dx
ϕ ′ (x) = p(x)e = p(x)ϕ(x).

OHP 21
By multiplying the o.d.e. by ϕ(x), we obtain
dy
ϕ(x) + ϕ(x) p(x)y = ϕ(x)g(x). (I.5)
dx
Note that
d
(ϕ(x)y) = ϕ(x)y ′ +ϕ ′ (x)y = ϕ(x)y ′ +ϕ(x) p(x)y
dx
is the left-hand-side of (I.5). Thus
d
(ϕ(x)y) = ϕ(x)g(x).
dx
Integration with respect to x then yields
Z
ϕ(x)y = ϕ(x)g(x) dx + c

and so Z
ϕ(x)g(x) dx + c
y(x) = .
ϕ(x)
This gives the general solution of the first order linear
o.d.e. (I.2). This technique requires two integrations.
In terms of Theorem I.2, c/ϕ(x) corresponds to ce−P(x)
R
and ϕ(x)g(x) dx/ϕ(x) is a particular solution y p (x).

OHP 22
Example 5.1. For the electrical circuit of Example 4.1,
suppose that V (t) = V0 sin(ωt). From (I.4) we have

dI V0 sin(ωt)
+ αI = ,
dt L
where α = R/L.

The integrating factor is


R
α dt
ϕ(t) = e = eαt .

Thus
dI V0 sin(ωt)
eαt + αeαt I = eαt ,
dt L
or
d αt  αt V0 sin(ωt)
e I =e .
dt L

Integrating both sides yields

αt V0 eαt
e I (t) = × 2 2
[α sin(ωt) − ω cos(ωt)] + c.
L α +ω

OHP 23
If I (0) = 0, we obtain

V0
I (t) = (α sin(ωt)
L(α 2 + ω2 )
V0 ω −αt
− ω cos(ωt)) + 2 2
e .
L(α + ω )

If β = tan−1 (ω/α), then

ω α
sin(β) = √ and cos(β) = √ .
α2 + ω2 α2 + ω2

Also,

sin(ωt − β)
= sin(ωt) cos(β) − sin(β) cos(ωt)
α ω
= sin(ωt) √ −√ cos(ωt)
2
α +ω 2 2
α +ω 2

so we have

V0 V0 ω −αt
I (t) = √ sin(ωt − β) + 2 + ω2 )
e .
2
L α +ω 2 L(α

OHP 24

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