Integrating Factor - Use in Solving First Order Linear Ordinary Differential Equations

Use in Solving First Order Linear Ordinary Differential Equations

Integrating factors are useful for solving ordinary differential equations that can be expressed in the form

The basic idea is to find some function, called the "integrating factor," which we can multiply through our DE in order to bring the left-hand side under a common derivative. For the canonical first-order, linear differential equation shown above, our integrating factor is chosen to be

We see that multiplying through by gives

By applying the product rule in reverse, we see that the left-hand side can be expressed as a single derivative in

We use this fact to simplify our expression to

We then integrate both sides with respect to, obtaining

Finally, we can move the exponential to the right-hand side to find a general solution to our ODE:

In the case of a homogeneous differential equation, in which, we find that

where is a constant.


Read more about this topic:  Integrating Factor

Famous quotes containing the words solving, order, ordinary and/or differential:

    Cultural expectations shade and color the images that parents- to-be form. The baby product ads, showing a woman serenely holding her child, looking blissfully and mysteriously contented, or the television parents, wisely and humorously solving problems, influence parents-to-be.
    Ellen Galinsky (20th century)

    Deafness produces bizarre effects, reversing the natural order of things; the interchange of letters is the conversation of the deaf, and the only link with society. I would be in despair, for instance, over seeing you speak, but, instead, I am only too happy to hear you write.
    Philip Dormer Stanhope, 4th Earl Chesterfield (1694–1773)

    I have spent so long erecting partitions around the part of me that writes—learning how to close the door on it when ordinary life intervenes, how to close the door on ordinary life when it’s time to start writing again—that I’m not sure I could fit the two parts of me back together now.
    Anne Tyler (b. 1941)

    But how is one to make a scientist understand that there is something unalterably deranged about differential calculus, quantum theory, or the obscene and so inanely liturgical ordeals of the precession of the equinoxes.
    Antonin Artaud (1896–1948)