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Integrating Factors in Differential Equations

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0% found this document useful (0 votes)
22 views23 pages

Integrating Factors in Differential Equations

Uploaded by

Christian Torres
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MODULE NO.

4
INTEGRATING FACTOR
INTEGRATING FACTOR
This is a factor such that when multiplied to a differential
equation, the resulting differential equation becomes exact.
Some integrating factors are found by inspection. For easy
evaluation of exact differential equations, consider the following
integrable combinations:
𝑎. 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑 𝑥𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
𝑏. 2 =𝑑
𝑥 𝑥
𝑦𝑑𝑥 − 𝑥𝑑𝑦 𝑦
𝑐. 2 =𝑑 −
𝑥 𝑥
𝑦𝑑𝑥 − 𝑥𝑑𝑦 𝑥
𝑑. 2
=𝑑
𝑦 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑥
𝑒. 2
=𝑑 −
𝑦 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
𝑓. 2 2
= 𝑑 Arctan
𝑥 +𝑦 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 (𝑥 + 𝑦)
𝑔. 2 2
= 𝑑 ln
𝑥 −𝑦 2 (𝑥 − 𝑦)
ℎ. 𝑝𝑦𝑑𝑥 + 𝑞𝑥𝑑𝑦 = 𝑑 𝑥 𝑝 − 1 𝑦 𝑞 − 1
INTEGRATING FACTOR FOUND BY INSPECTION
Some differential equations can be solved by finding the
integrating factor through inspection, that is by considering the
integrable combinations.
EXAMPLES
Solve the following differential equations.
a. 𝑦 2𝑥𝑦 + 1 𝑑𝑥 − 𝑥𝑑𝑦 = 0
Solution:
1
Try I. F. = 2
𝑦
1
2𝑥𝑦 2 𝑑𝑥
+ 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0ሽ( 2 )
𝑦
𝑦𝑑𝑥 − 𝑥𝑑𝑦
2𝑥𝑑𝑥 + 2
=0
𝑦
𝑥
න 2𝑥𝑑𝑥 + න 𝑑 = න0
𝑦
2
𝑥
𝑥 + =𝐶
𝑦
or
𝑥 2 𝑦 + 𝑥 = 𝐶𝑦 ← 𝐴𝑛𝑠𝑤𝑒𝑟
b. 𝑦 𝑦 3 − 𝑥 𝑑𝑥 + 𝑥 𝑦 3 + 𝑥 𝑑𝑦 = 0
Solution:
1
Try I. F. = 3
𝑦
4 3 2
1
𝑦 𝑑𝑥 − 𝑥𝑦𝑑𝑥 + 𝑥𝑦 𝑑𝑦 + 𝑥 𝑑𝑦 = 0ሽ( 3 )
𝑦
𝑥 𝑦𝑑𝑥 − 𝑥𝑑𝑦
𝑦𝑑𝑥 + 𝑥𝑑𝑦 − ∙ 2
=0
𝑦 𝑦
𝑥 𝑥
න 𝑑 𝑥𝑦 − න 𝑑 = න0
𝑦 𝑦
2
𝑥
𝑦
𝑥𝑦 − =𝐶
2
𝑥2
2𝑥𝑦 − 2 = 2𝐶
𝑦
or
2𝑥𝑦 3 − 𝑥 2 = 𝐶1 𝑦 2 ← 𝐴𝑛𝑠𝑤𝑒𝑟 ; 𝐶1 = 2𝐶
3
c. 2𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 𝑑𝑦
𝑥
Solution:
𝑝 = 2 ; 𝑞 = 3 ; 𝐼. 𝐹. = 𝑥 2−1 𝑦 3−1
= 𝑥𝑦 2
3
2𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 𝑑𝑦ൠ (𝑥𝑦 2 )
𝑥
2𝑥𝑦 𝑑𝑥 + 3𝑥 𝑦 𝑑𝑦 = 3𝑦 2 𝑑𝑦
3 2 2

Let:
𝑧 = 𝑥 𝑝 𝑦𝑞 = 𝑥 2𝑦3
𝑑𝑧 = 2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦
Hence
න 𝑑𝑧 = න 3𝑦 2 𝑑𝑦 + 𝐶

𝑧 = 𝑦3 + 𝐶
𝑥 2𝑦3 = 𝑦3 + 𝐶
or
𝑦3 𝑥2 − 1 = 𝐶 ← 𝐴𝑛𝑠𝑤𝑒𝑟
d. 3𝑥 2 𝑦 4 𝑑𝑥 + 4𝑥 3 𝑦 3 𝑑𝑦 = 5𝑥 4 𝑑𝑥
Solution:
Let:
𝑝 = 3 ; 𝑞 = 4; 𝑧 = 𝑥 𝑝 𝑦 𝑞 = 𝑥 3 𝑦 4
𝑑𝑧 = 3𝑥 2 𝑦 4 𝑑𝑥 + 4𝑥 3 𝑦 3 𝑑𝑦
Hence
න 𝑑𝑧 = න 5𝑥 4 𝑑𝑥 + 𝐶

𝑧 = 𝑥5 + 𝐶
𝑥 3𝑦4 = 𝑥 5 + 𝐶
or
𝑥 3 𝑦 4 − 𝑥 2 = 𝐶 ← 𝐴𝑛𝑠𝑤𝑒𝑟
EXERCISE NO. 4
Solve the following differential equations.
1. 3𝑥 3 + 2𝑥𝑦 𝑑𝑥 + 2𝑥 2 𝑑𝑦 = 0
2. 2𝑥𝑦 2 + 𝑦 𝑑𝑥 + 𝑦 − 𝑥 𝑑𝑦 = 0
3. 𝑦 𝑥 2 − 𝑦 2 − 1 𝑑𝑥 + 𝑥 𝑥 2 − 𝑦 2 + 1 𝑑𝑦 = 0
4. 𝑥 3 + 𝑥𝑦 2 + 𝑦 𝑑𝑥 + 𝑦 3 + 𝑥 2 𝑦 + 𝑥 𝑑𝑦 = 0
5. 𝑥 3 𝑦 3 + 1 𝑑𝑥 + 𝑥 4 𝑦 2 𝑑𝑦 = 0
6. 𝑥 3 + 𝑥𝑦 2 − 𝑦 𝑑𝑥 + 𝑦 3 + 𝑥 2 𝑦 − 𝑥 𝑑𝑦 = 0
7. 𝑦 𝑥 3 𝑒 𝑥𝑦 − 𝑦 𝑑𝑥 + 𝑥 𝑦 + 𝑥 3 𝑒 𝑥𝑦 𝑑𝑦 = 0
8. 1 + 𝑦 tan(𝑥𝑦) 𝑑𝑥 + 𝑥 tan 𝑥𝑦 𝑑𝑦 = 0
9. 𝑥 5 𝑑𝑦 − 𝑦 3𝑥 4 + 𝑦 2 𝑑𝑥 = 0
10. 𝑦 𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 𝑥 2 − 𝑦 2 𝑑𝑦 = 0
11. 𝑦𝑑𝑥 + 𝑥 2 + 𝑦 2 − 𝑥 𝑑𝑦 = 0
12. 𝑥 3 + 𝑥 2 𝑦 + 𝑥 2 𝑑𝑥 + 𝑥 3 − 𝑥 2 𝑦 − 𝑥 2 𝑑𝑦 = 0
𝑥4
13. 𝑥𝑑𝑦 − 3𝑦𝑑𝑥 = 𝑑𝑦
𝑦𝑥
𝑒
14. 3𝑦𝑑𝑥 + 2𝑥𝑑𝑦 = 𝑑𝑥
𝑦
𝑦2 𝑦3
15. 3 2 𝑑𝑦 − 2 3 𝑑𝑥 = 3𝑦 2 𝑑𝑦
𝑥 𝑥
𝑦3
16. 4𝑦𝑑𝑥 − 2𝑥𝑑𝑦 = 3 4 𝑑𝑥
𝑥
17. 𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 4𝑦𝑑𝑦
DETERMINATION OF INTEGRATING FACTOR
Consider the differential equation 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
which is supposed to be not exact.
Let 𝑢 = 𝑓 𝑥, 𝑦 be the integrating factor.
Hence
𝑢𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑢𝑁 𝑥, 𝑦 𝑑𝑦 = 0 must be exact
or
𝜕(𝑢𝑀) 𝜕(𝑢𝑁)
=
𝜕𝑦 𝜕𝑥
Differentiate partially;
𝜕𝑀 𝜕𝑢 𝜕𝑁 𝜕𝑢
𝑢 +𝑀 =𝑢 +𝑁
𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑥
or
𝜕𝑀 𝜕𝑁 𝜕𝑢 𝜕𝑢
𝑢 − =𝑁 −𝑀
𝜕𝑦 𝜕𝑥 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢 𝑑𝑢
Let 𝑢 = 𝑓 𝑥 alone; = 0 and =
𝜕𝑦 𝜕𝑥 𝑑𝑥
Hence
𝜕𝑀 𝜕𝑁 𝑑𝑢
𝑢 − =𝑁
𝜕𝑦 𝜕𝑥 𝑑𝑥

𝜕𝑀 𝜕𝑁
− 𝑑𝑢
𝜕𝑦 𝜕𝑥
𝑑𝑥 =
𝑁 𝑢
𝑑𝑢
න = න 𝑓 𝑥 𝑑𝑥
𝑢

ln 𝑢 = න 𝑓 𝑥 𝑑𝑥

or
𝑢 = 𝑒‫𝑓 ׬‬ 𝑥 𝑑𝑥
𝜕𝑢 𝜕𝑢 𝑑𝑢
Let 𝑢 = 𝑔 𝑦 alone; = 0 and =
𝜕𝑥 𝜕𝑦 𝑑𝑦
Hence
𝜕𝑁 𝜕𝑀 𝑑𝑢
𝑢 − =𝑀
𝜕𝑥 𝜕𝑦 𝑑𝑦

𝜕𝑁 𝜕𝑀
− 𝑑𝑢
𝜕𝑥 𝜕𝑦
𝑑𝑦 =
𝑀 𝑢
ln 𝑢 = න 𝑔 𝑦 𝑑𝑦

or
𝑢 = 𝑒‫𝑔 ׬‬ 𝑦 𝑑𝑦
For homogeneous differential equations, the integrating factor
is
1
𝑢=
𝑀𝑥 + 𝑁𝑦
EXAMPLES
Solve the following differential equations.
a. 3𝑥𝑦 3 + 4𝑦 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 𝑑𝑦 = 0
Solution:
𝜕𝑀 2
𝜕𝑁
= 9𝑥𝑦 + 4 ; = 6𝑥𝑦 2 + 2
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
≠ ; the differential equation is not exact
𝜕𝑦 𝜕𝑥
For 𝑓(𝑥)
𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥
𝑓 𝑥 =
𝑁
9𝑥𝑦 2 + 4 − 6𝑥𝑦 2 + 2
𝑓 𝑥 =
3𝑥 2 𝑦 2 + 2𝑥
(3𝑥𝑦 2 + 2)
=
𝑥 3𝑥𝑦 2 + 2
1
𝑓 𝑥 =
𝑥
For 𝑢
𝑢 = 𝑒‫𝑓 ׬‬ 𝑥 𝑑𝑥
𝑑𝑥
‫𝑥׬‬
= 𝑒
𝑢 = 𝑒 ln 𝑥
𝑢=𝑥
Hence
3𝑥𝑦 3 + 4𝑦 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 𝑑𝑦 = 0ሽ(𝑥)
3𝑥 2 𝑦 3 + 4𝑥𝑦 𝑑𝑥 + 3𝑥 3 𝑦 2 + 2𝑥 2 𝑑𝑦 = 0
𝜕𝑀 2 2
𝜕𝑁
= 9𝑥 𝑦 + 4𝑥 = ; the differential equation is exact
𝜕𝑦 𝜕𝑥
Using Theorem 2;
𝑥 𝑦
න 3𝑡 2 𝑦 3 + 4𝑡𝑦 𝜕𝑡 + න 0 + 0 𝜕𝑡 = 𝐶
0 3 2 0
𝑡 3 𝑡
3 𝑦 + 4 𝑦]𝑥 = 𝐶
3 2 0
or
𝑥 3 𝑦 3 + 2𝑥 2 𝑦 = 𝐶 ← 𝐴𝑛𝑠𝑤𝑒𝑟
b. 2𝑥𝑦 2 − 2𝑦 𝑑𝑥 + 3𝑥 2 𝑦 − 4𝑥 𝑑𝑦 = 0
Solution:
𝜕𝑀 𝜕𝑁
= 4𝑥𝑦 − 2 ; = 6𝑥𝑦 − 4
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
≠ ; the differential equation is not exact
𝜕𝑦 𝜕𝑥
For 𝑔(𝑦)
𝜕𝑁 𝜕𝑀

𝜕𝑥 𝜕𝑦
g 𝑦 =
𝑀
6𝑥𝑦 − 4 − 4𝑥𝑦 − 2
=
2𝑥𝑦 2 − 2𝑦
2𝑥𝑦 − 2
=
𝑦 2𝑥𝑦 − 2
1
g 𝑦 =
𝑦
For 𝑢
𝑢 = 𝑒‫𝑔 ׬‬ 𝑦 𝑑𝑦
𝑑𝑦
‫𝑦׬‬
= 𝑒
ln 𝑦
=𝑒
𝑢=𝑦
Hence
2𝑥𝑦 2 − 2𝑦 𝑑𝑥 + 3𝑥 2 𝑦 − 4𝑥 𝑑𝑦 = 0ሽ 𝑦
2𝑥𝑦 3 − 2𝑦 2 𝑑𝑥 + 3𝑥 2 𝑦 2 − 4𝑥𝑦 𝑑𝑦 = 0
𝜕𝑀 2
𝜕𝑁
= 6𝑥𝑦 − 4𝑦 = ; the differential equation is exact
𝜕𝑦 𝜕𝑥
By Theorem 2:
𝑥 𝑦
න 2𝑡𝑦 3 − 2𝑦 2 𝜕𝑡 + න 0 − 0 𝜕𝑡 = 𝐶
0 0
𝑥
𝑡 2 𝑦 3 − 2𝑦 2 𝑡] = 𝐶
0
or
𝑥 2 𝑦 3 − 2𝑥𝑦 2 = 𝐶 ← 𝐴𝑛𝑠𝑤𝑒𝑟
c. 𝑥𝑦𝑑𝑥 − 𝑥 2 + 2𝑦 2 𝑑𝑦 = 0
Solution:
𝜕𝑀 ð𝑁
=𝑥 ; = −2𝑥
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
≠ ; the differential equation is not exact
𝜕𝑦 𝜕𝑥
For 𝑔(𝑦)
𝜕𝑁 𝜕𝑀

𝜕𝑥 𝜕𝑦
𝑔 𝑦 = 𝑑𝑦
𝑀
−2𝑥 − 𝑥
=
𝑥𝑦
3
𝑔 𝑦 =−
𝑦
For 𝑢
‫𝑦𝑑 𝑦 𝑔 ׬‬
𝑢= 𝑒
3
‫ ׬‬−𝑦𝑑𝑦
= 𝑒
−3 ln 𝑦
=𝑒
1
𝑢= 3
𝑦
Hence
2 2
1
𝑥𝑦𝑑𝑥 − 𝑥 + 2𝑦 𝑑𝑦 = 0ሽ 3
𝑦
𝑥 𝑥2 2
2
𝑑𝑥 − 3 + 𝑑𝑦 = 0
𝑦 𝑦 𝑦
𝜕𝑀 2𝑥 𝜕𝑁
=− 3= ; the differential equation is exact
𝜕𝑦 𝑦 𝜕𝑥

By Theorem 1:
𝑥 𝑦
𝑡 𝑎2 2
න 2 𝜕𝑡 − න 3
+ 𝜕𝑡 = 𝐶
𝑎 𝑦 𝑏 𝑡 𝑡
𝑡2 𝑥 𝑎2 𝑦
] − [− 2 + 2 ln 𝑡] = 𝐶
2𝑦 𝑎2 2𝑡 𝑏
𝑥2 𝑎2 𝑎2 𝑎2
2
− 2 − − 2 + 2 ln 𝑦 − − 2 + 2 ln 𝑏 =𝐶
2𝑦 2𝑦 2𝑦 2𝑏
𝑥2 𝑎2
2
− 2 ln 𝑦 = 𝐶1 ; 𝐶1 = 𝐶 + 2 − 2 ln 𝑏
2𝑦 2𝑏
or
𝑥 2 − 4𝑦 2 ln 𝑦 = 𝐶2 𝑦 2 ; ← 𝐴𝑛𝑠𝑤𝑒𝑟 ; 𝐶2 = 2𝐶1
EXERCISE NO. 5
Solve the following differential equations.
1. y 2 𝑑𝑥 + 3𝑥𝑦 + 𝑦 2 − 1 𝑑𝑦 = 0
2. 3 𝑥 2 + 𝑦 2 𝑑𝑥 + 𝑥 𝑥 2 + 3𝑦 2 + 6𝑦 𝑑𝑦 = 0
3. 𝑦 8𝑥 − 9𝑦 𝑑𝑥 + 2𝑥 𝑥 − 3𝑦 𝑑𝑦 = 0
4. 𝑦 2 𝑑𝑥 + 𝑥 𝑥 + 𝑦 𝑑𝑦 = 0
5. 𝑦 𝑥 2 + 𝑦 2 𝑑𝑥 − 𝑥 𝑥 2 + 2𝑦 2 𝑑𝑦 = 0
6. 𝑦 𝑦 + 2𝑥 − 2 𝑑𝑥 − 2 𝑥 + 𝑦 𝑑𝑦 = 0
7. 𝑦 𝑥 + 𝑦 𝑑𝑥 + 𝑥 + 2𝑦 − 1 𝑑𝑦 = 0 ; when 𝑥 = 0, 𝑦 = 1
8. 4𝑥𝑦 + 3𝑦 2 − 𝑥 𝑑𝑥 + 𝑥 𝑥 + 2𝑦 𝑑𝑦 = 0 ; when 𝑥 = 1, 𝑦 = 1
9. 𝑦 𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 + 3𝑦 + 2 𝑑𝑦 = 0 ; when 𝑥 = 1, 𝑦 = −1
10. 2𝑥 2 + 𝑦 𝑑𝑥 + 𝑥 2 𝑦 − 𝑥 𝑑𝑦 = 0 ; when 𝑥 = −1, 𝑦 = 1
11. 𝑥 2 + 𝑦 2 + 𝑥 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0; when 𝑥 = −1, 𝑦 = 1
12. 2𝑥𝑦 4 𝑒 𝑦 + 2𝑥𝑦 3 + 𝑦 𝑑𝑥 + 𝑥 2 𝑦 4 𝑒 𝑦 − 𝑥 2 𝑦 2 − 3𝑥 𝑑𝑦 = 0; when
𝑥 = 1, 𝑦 = 1

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