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:
“More than a decade after our fellow citizens began bedding down on the sidewalks, their problems continue to seem so intractable that we have begun to do psychologically what government has been incapable of doing programmatically. We bring the numbers downnot by solving the problem, but by deciding its their own damn fault.”
—Anna Quindlen (b. 1952)
“The profoundest thoughts of the philosophers have something tricklike about them. A lot disappears in order for something to suddenly appear in the palm of the hand.”
—Elias Canetti (b. 1905)
“Europe has a set of primary interests, which to us have none, or a very remote relation. Hence she must be engaged in frequent controversies, the causes of which are essentially foreign to our concerns. Hence, therefore, it must be unwise in us to implicate ourselves, by artificial ties, in the ordinary vicissitudes of her politics or the ordinary combinations and collisions of her friendships or enmities.”
—George Washington (17321799)
“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 (18961948)