Ch2.

1:LinearEquations;
MethodofIntegratingFactors
A linear first order ODE has the general form
dy
f (t , y )
dt

where f is linear in y. Examples include equations with

constant coefficients, such as those in Chapter 1,
y ay b

or equations with variable coefficients:

dy
p(t ) y g (t )
dt

Constant Coefficient Case

For a first order linear equation with constant coefficients,
y ay b,
recall that we can use methods of calculus to solve:
dy / dt
a
y b/a
dy
y b / a a dt
ln y b / a a t C
y b / a ke at , k e C

(Integrating step)

Variable Coefficient Case:

Method of Integrating Factors
We next consider linear first order ODEs with variable coefficients:

dy
p(t ) y g (t )
dt
The method of integrating factors involves multiplying this equation
by a function (t), chosen so that the resulting equation is easily
integrated.
Note that we know how to integrate

dw
h(t )
dt

Example 1: Integrating Factor

(1 of 2)

Consider the following equation:

y 2 y et / 2

Multiplying both sides by (t), we obtain

(t )

dy
2 (t ) y e t / 2 (t )
dt

We will choose (t) so that left side is derivative of known

quantity. Consider the following, and recall product rule:
d
(t ) y (t ) dy d (t ) y
dt
dt
dt

Choose (t) so that (note that there may be MANY qualified

(t) )
2t
(t ) 2 (t ) (t ) e

Example 1: General Solution

(2 of 2)

With (t) = e2t, we solve the original equation as follows:

y 2 y et / 2
dy
(t ) 2 (t ) y (t )e t / 2
dt
2 t dy
e
2e 2t y e5t / 2
dt
d 2t
e y e 5t / 2
dt
2 5t / 2
2t
e y e C
5
2 t/2
y e Ce 2t
5

Method of Integrating Factors for

General First Order Linear Equation
Next, we consider the general first order linear equation
y p(t ) y g (t )
Multiplying both sides by (t), we obtain
(t )

dy
p(t ) (t ) y g (t ) (t )
dt

Next, we want (t) such that '(t) = p(t)(t), from which it

will follow that
d
(t ) y (t ) dy p(t ) (t ) y
dt
dt

Integrating Factor for

General First Order Linear Equation
Thus we want to choose (t) such that '(t) = p(t)(t).
Assuming (t) > 0 (as we only need one (t) ), it follows
that
d (t )
(t ) p(t )dt ln (t ) p(t )dt k

Choosing k = 0, we then have

(t ) e p (t ) dt ,
and note (t) > 0 as desired.

Solution for
General First Order Linear Equation
Thus we have the following:
y p(t ) y g (t )
dy
(t ) p(t ) (t ) y (t ) g (t ), where (t ) e p (t ) dt
dt

Then
d
(t ) y (t ) g (t )
dt

(t ) y (t ) g (t )dt c
(t ) g (t )dt c

y
,
(t )

where (t ) e p (t ) dt

Example 4: General Solution

(1 of 3)

To solve the initial value problem

ty 2 y 5t 2 , y 1 2,

first put into standard form:

y

Then

2
y 5t , for t 0
t

(t ) e

p ( t ) dt

2
dt
t

2 ln t

t2

ln

1
t2

and hence

1
(t ) g (t )dt C t 2 5tdt C 2

t
1
(t )

t2

Note: y -> 0 as t -> 0

2
2
dt

5
t
ln
t

Ct
t

Example 4: Particular Solution

(2 of 3)

Using the initial condition y(1) = 2 and general solution

y 5t 2 ln t Ct 2 ,

it follows that
y (1) 2 C y 5t 2 ln t 2t 2

or equivalently,

y 5t 2 ln t 2 / 5

Example 4: Graphs of Solution

(3 of 3)

The graphs below show several integral curves for the

differential equation, and a particular solution (in red)
whose graph contains the initial point (1,2).
IVP : ty 2 y 5t 2 , y 1 2
General Solution :

y 5t 2 ln t Ct 2

Particular Solution : y 5t 2 ln t 2t 2