Linear Equations; Method of

Module 5 
Integrating Factors
If the function   in Eq. (1) depends linearly on the dependent variable  , then Eq. (1) is called a first order
linear equation. In Sections 1.1 and 1.2 we discussed a restricted type of first order linear equation in which the
coefficients are constants. A typical example is

  (2)

where   and   are given constants. Recall that an equation of this form describes the motion of an object
falling in the atmosphere.
Now we want to consider the most general first order linear equation, which is obtained by replacing the
coefficients   and   in Eq. (2) by arbitrary functions of  . We will usually write the general first order linear
equation in the standard form

  (3)

where   and   are given functions of the independent variable  . Sometimes it is more convenient to write the
equation in the form

  (4)

where  ,  , and   are given. Of course, as long as  , you can convert Eq. (4) to Eq. (3) by dividing
Eq. (4) by  .
In some cases it is possible to solve a first order linear equation immediately by integrating the equation, as in
the next example.

E X AM P LE   1 
Solve the differential equation

  (5
)
The left side of Eq. (5) is a linear combination of   and  , a combination that also appears in the rule
from calculus for differentiating a product. In fact,

it follows that Eq. (5) can be rewritten as

  (6
)
Thus, even though   is unknown, we can integrate both sides of Eq. (6) with respect to  , thereby obtaining
   (7
)
where   is an arbitrary constant of integration. By solving for   we find that

  (8
)
This is the general solution of Eq. (5).

Unfortunately, most first order linear equations cannot be solved as illustrated in Example 1 because their left
sides are not the derivative of the product of   and some other function. However, Leibniz discovered that if
the differential equation is multiplied by a certain function  , then the equation is converted into one that is
immediately integrable by using the product rule for derivatives, just as in Example 1. The function   is
called an integrating factor and our main task is to determine how to find it for a given equation. We will
show how this method works first for an example and then for the general first order linear equation in the
standard form (3).

E X AM P LE   2 
Find the general solution of the differential equation

  (9
)
Draw some representative integral curves; that is, plot solutions corresponding to several values of the
arbitrary constant  . Also find the particular solution whose graph contains the point  .

The first step is to multiply Eq. (9) by a function  , as yet undetermined; thus

  (10)

The question now is whether we can choose   so that the left side of Eq. (10) is the derivative of the
product  . For any differentiable function   we have

  (11)

Thus the left side of Eq. (10) and the right side of Eq. (11) are identical, provided that we choose   to
satisfy

  (12)

Our search for an integrating factor will be successful if we can find a solution of Eq. (12). Perhaps you can
readily identify a function that satisfies Eq. (12): what well-known function from calculus has a derivative
that is equal to one-half times the original function? More systematically, rewrite Eq. (12) as
which is equivalent to

  (13)

Then it follows that

or

  (14)

The function   given by Eq. (14) is an integrating factor for Eq. (9). Since we do not need the most

general integrating factor, we will choose   to be 1 in Eq. (14) and use  .
Now we return to Eq. (9), multiply it by the integrating factor  , and obtain

  (15)

By the choice we have made of the integrating factor, the left side of Eq. (15) is the derivative of  , so
that Eq. (15) becomes

  (16)

By integrating both sides of Eq. (16), we obtain

  (17)
where   is an arbitrary constant. Finally, on solving Eq. (17) for  , we have the general solution of Eq. (9),
namely,

  (18)

To find the solution passing through the point  , we set   and   in Eq. (18),
obtaining  . Thus  , and the desired solution is

  (19)
Figure 2.1.1 includes the graphs of Eq. (18) for several values of   with a direction field in the background.
The solution satisfying   is shown by the black curve.
 FIGURE 2.1.1   Direction field and integral curves of  ; the black curve passes through the
point  .
Let us now extend the method of integrating factors to equations of the form

  (20)

where   is a given constant and   is a given function. Proceeding as in Example 2, we find that the
integrating factor   must satisfy

  (21)

rather than Eq. (12). Thus the integrating factor is  . Multiplying Eq. (20) by  , we obtain

or

  (22)

By integrating both sides of Eq. (22), we find that

  (23)

where   is an arbitrary constant. For many simple functions  , we can evaluate the integral in Eq. (23) and
express the solution  in terms of elementary functions, as in Example 2. However, for more complicated
functions  , it is necessary to leave the solution in integral form. In this case
   (24)

Note that in Eq. (24) we have used   to denote the integration variable to distinguish it from the independent
variable  , and we have chosen some convenient value   as the lower limit of integration.

E X AM P LE   3 
Find the general solution of the differential equation

  (25)

and plot the graphs of several solutions. Discuss the behavior of solutions as  .

Equation (25) is of the form (20) with  ; therefore, the integrating factor is  .
Multiplying the differential equation (25) by  , we obtain

or

  (26)

Then, by integrating both sides of this equation, we have

where we have used integration by parts on the last term in Eq. (26). Thus the general solution of Eq. (25) is

  (27)
A direction field and graphs of the solution (27) for several values of   are shown in Figure 2.1.2. The
behavior of the solution for large values of   is determined by the term  . If  , then the solution grows
exponentially large in magnitude, with the same sign as   itself. Thus the solutions diverge as   becomes
large. The boundary between solutions that ultimately grow positively and those that ultimately grow
negatively occurs when  . If we substitute   into Eq. (27) and then set  , we find
that   is the separation point on the  . Note that for this initial value, the solution

is  ; it grows positively, but linearly rather than exponentially.

 FIGURE 2.1.2   Direction field and integral curves of  .
Now we return to the general first order linear equation (3)

where   and   are given functions. To determine an appropriate integrating factor, we multiply Eq. (3) by an
as yet undetermined function  , obtaining

  (28)

Following the same line of development as in Example 2, we see that the left side of Eq. (28) is the derivative
of the product  , provided that   satisfies the equation

  (29)

If we assume temporarily that   is positive, then we have

and consequently

By choosing the arbitrary constant   to be zero, we obtain the simplest possible function for  , namely,

  (30)

Note that   is positive for all  , as we assumed. Returning to Eq. (28), we have
   (31)

Hence

  (32)

where   is an arbitrary constant. Sometimes the integral in Eq.(32) can be evaluated in terms of elementary
functions. However, in general this is not possible, so the general solution of Eq. (3) is

  (33)

where again   is some convenient lower limit of integration. Observe that Eq. (33) involves two integrations,
one to obtain   from Eq. (30) and the other to determine   from Eq. (33).

E X AM P LE   4 
Solve the initial value problem

  (34)

  (35)

In order to determine   and   correctly, we must first rewrite Eq. (34) in the standard form (3). Thus
we have

  (36)

so   and  . To solve Eq. (36), we first compute the integrating factor  :

On multiplying Eq. (36) by  , we obtain

and therefore

where   is an arbitrary constant. It follows that

  (37)

is the general solution of Eq. (34). Integral curves of Eq. (34) for several values of   are shown in Figure
2.1.3. To satisfy the initial condition (35), it is necessary to choose  ; thus
   (38)

is the solution of the initial value problem (34), (35). This solution is shown by the black curve in Figure
2.1.3. Note that it becomes unbounded and is asymptotic to the positive   as   from the right. This

is the effect of the infinite discontinuity in the coefficient   at the origin. The function   
for   is not part of the solution of this initial value problem.

FIGURE 2.1.3   Integral curves of the differential equation  ; the black curve passes through
the point (1, 2).
This is the first example in which the solution fails to exist for some values of  . Again, this is due to the
infinite discontinuity in   at  , which restricts the solution to the interval  .
Looking again at Figure 2.1.3, we see that some solutions (those for which  ) are asymptotic to the
positive   as  from the right, while other solutions (for which  ) are asymptotic to the
negative  . The solution for which  , namely,  , remains bounded and differentiable even
at  . If we generalize the initial condition (35) to

  (39)

then   and the solution (38) becomes

  (40)

As in Example 3, this is another instance where there is a critical initial value, namely,  , that separates
solutions that behave in one way from others that behave quite differently.

E X AM P LE   5 
Solve the initial value problem

  (41)
   (42)
To convert the differential equation (41) to the standard form (3), we must divide by 2, obtaining

  (43)

Thus  , and the integrating factor is  . Then multiply Eq. (43) by  , so that

  (44)

The left side of Eq. (44) is the derivative of  , so by integrating both sides of Eq. (44), we obtain

  (45)

The integral on the right side of Eq. (45) cannot be evaluated in terms of the usual elementary functions, so
we leave the integral unevaluated. However, by choosing the lower limit of integration as the initial
point  , we can replace Eq. (45) by

  (46)

where   is an arbitrary constant. It then follows that the general solution   of Eq. (41) is given by

  (47)

The initial condition (42) requires that  .

The main purpose of this example is to illustrate that sometimes the solution must be left in terms of an
integral. This is usually at most a slight inconvenience, rather than a serious obstacle. For a given value of  ,
the integral in Eq. (47) is a definite integral and can be approximated to any desired degree of accuracy by
using readily available numerical integrators. By repeating this process for many values of   and plotting the
results, you can obtain a graph of a solution. Alternatively, you can use a numerical approximation method,
such as those discussed in Chapter 8, that proceed directly from the differential equation and need no
expression for the solution. Software packages such as Maple and Mathematica readily execute such
procedures and produce graphs of solutions of differential equations.
Figure 2.1.4 displays graphs of the solution (47) for several values of  . From the figure it may be plausible
to conjecture that all solutions approach a limit as  . The limit can be found analytically (see Problem
32).
 FIGURE 2.1.4   Integral curves of  .

PROBLEMS
In each of Problems 1 through 12:
 Find the general solution of the given differential equation, and use it to determine how solutions behave
as  .

 1.  

 2.  

 3.  

 4.  

 5.  

 6.  

 7.  

8.  

 9.  
 10.  

 11.  

 12.  

In each of Problems 13 through 20, find the solution of the given initial value problem.
13.  

14.  

15.  

16.  

17.  

18.  

19.  

20.  

In each of Problems 21 through 23:

(a)  Draw a direction field for the given differential equation. How do solutions appear to behave as   
becomes large? Does the behavior depend on the choice of the initial value  ? Let   be the value of   
for which the transition from one type of behavior to another occurs. Estimate the value of  .

(b)  Solve the initial value problem and find the critical value   exactly.

(c)  Describe the behavior of the solution corresponding to the initial value  .

  21.  

 22.  
 23.  

In each of Problems 24 through 26:

(a)  Draw a direction field for the given differential equation. How do solutions appear to behave as  ?
Does the behavior depend on the choice of the initial value  ? Let   be the value of   for which the
transition from one type of behavior to another occurs. Estimate the value of  .

(b)  Solve the initial value problem and find the critical value   exactly.

(c)  Describe the behavior of the solution corresponding to the initial value  .

  24.  

 25.  

 26.  

 27.  Consider the initial value problem

Find the coordinates of the first local maximum point of the solution for  .

 28.  Consider the initial value problem

Find the value of   for which the solution touches, but does not cross, the  .

  29.  Consider the initial value problem

(a)  Find the solution of this initial value problem and describe its behavior for large  .

(b)  Determine the value of   for which the solution first intersects the line  .

30.  Find the value of   for which the solution of the initial value problem

remains finite as  .

31.  Consider the initial value problem

 Find the value of   that separates solutions that grow positively as   from those that grow
negatively. How does the solution that corresponds to this critical value of   behave as  ?

32.  Show that all solutions of   [Eq. (41) of the text] approach a limit as  , and find the
limiting value.
Hint: Consider the general solution, Eq. (47), and use L'Hôpital's rule on the first term.
33.  Show that if   and   are positive constants, and   is any real number, then every solution of the equation

has the property that   as  .

Hint: Consider the cases   and   separately.
In each of Problems 34 through 37, construct a first order linear differential equation whose solutions have the
required behavior as  . Then solve your equation and confirm that the solutions do indeed have the
specified property.
34.  All solutions have the limit 3 as  .
35.  All solutions are asymptotic to the line   as  .
36.  All solutions are asymptotic to the line   as  .
37.  
All solutions approach the curve   as  .
38.  Variation of Parameters.
Consider the following method of solving the general linear equation of first order:

  (i)
(a)  If   for all  , show that the
solution is

  (ii)

where   is a constant.

(b)  If   is not everywhere zero, assume that the solution of Eq. (i) is of the form

  (iii)

where   is now a function of  . By substituting for   in the given differential equation, show
that   must satisfy the condition

  (iv)

(c)  Find   from Eq. (iv). Then substitute for   in Eq. (iii) and determine  . Verify that the solution
 obtained in this manner agrees with that of Eq. (33) in the text. This technique is known as the method
of variation of parameters; it is discussed in detail in Section 3.6 in connection with second order
linear equations.
In each of Problems 39 through 42, use the method of Problem 38 to solve the given differential equation.
39.  

40.  

41.  

42.  

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