Difference between revisions of "Integrating Factor"

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When solving first order linear differential equations of the form <math> \frac{dy}{dx} + p(x)y = g(x) </math>, we can utilize the "integrating factor" <math> \mu (x) = e^{\int p(x)dt}</math>.
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When solving first order linear differential equations of the form <math> y' + p(x)y = g(x) </math>, we can utilize the "integrating factor" <math> \mu (x) = e^{\int p(x)dx}</math>.
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Steps to solving an equation of the form \frac{dy}{dx} + p(x)y = g(x):
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# Find the integrating factor <math> \mu (x) = e^{\int p(x)dx}</math>, and note that <math> \mu '(x) = p(x)e^{\int p(x)dx} = p(x)\mu (x)</math>,
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# Multiply both sides of the equation by the integrating factor.
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# The left side of the equation, <math> y'\mu (x) + p(x)\mu (x)y </math>, can now be rewritten as <math> (\mu (x)y)' </math> since <math> y'\mu (x) + p(x)\mu (x)y = y'\mu (x) + \mu '(x)y</math>. Verify by taking the derivative of <math> \mu (x)y </math> with respect to x with the product rule.
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# Now, integrate <math> (\mu (x)y)' = g(x)\mu (x)</math> to get <math> \mu (x)y = \int g(x)\mu (x)dx </math>.
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# Solve for y.
  
 
==Resources==
 
==Resources==
 
* [https://tutorial.math.lamar.edu/classes/de/linear.aspx Solving Linear Equations], Paul's Online Notes
 
* [https://tutorial.math.lamar.edu/classes/de/linear.aspx Solving Linear Equations], Paul's Online Notes

Revision as of 11:50, 22 September 2021

When solving first order linear differential equations of the form , we can utilize the "integrating factor" .

Steps to solving an equation of the form \frac{dy}{dx} + p(x)y = g(x):

  1. Find the integrating factor , and note that ,
  2. Multiply both sides of the equation by the integrating factor.
  3. The left side of the equation, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'\mu (x) + p(x)\mu (x)y } , can now be rewritten as Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (\mu (x)y)' } since Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'\mu (x) + p(x)\mu (x)y = y'\mu (x) + \mu '(x)y} . Verify by taking the derivative of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu (x)y } with respect to x with the product rule.
  4. Now, integrate Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (\mu (x)y)' = g(x)\mu (x)} to get Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu (x)y = \int g(x)\mu (x)dx } .
  5. Solve for y.

Resources