Ch 2.

1: Linear Equations;
Method of Integrating Factors
A linear first order ODE has the general form
dy
 f (t, y)
dt

where f is linear in y. Examples include equations with cons

tant coefficients, such as those in Chapter 1,

y 
ayb

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
Variable Coefficient Case:
Method of Integrating Factors
We next consider linear first order ODEs with variable coeff
icients:
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 equa
tion is easily integrated.
Example 1: Integrating Factor (1 of 2)

Consider the following equation:


y 2
yt/2
e
Multiplying both sides by (t), we obtain

(
t
dy
) 
2
dt
(
t)
ye
(
t) t
/2

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

uantity. Consider the following, and recall product rule:
d
(
t 
)
y(
t
dyd(
t)
)  y

dt dtdt
Choose (t) so that


(
t
)
2(
t
)
(
t
)
e 2
t
Example 1: General Solution (2 of 2)

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

y  2 y  e t/2
dy
 (t )  2  (t ) y   (t )e t /2
dt
2 t dy
e  2 e 2t y  e 5t /2
dt

d 2t
dt

e y  e 5t /2

2 5t /2
e y  e
2t
C
5
2 t/2
y  e  Ce  2 t
5
Method of Integrating Factors:
Variable Right Side
In general, for variable right side g(t), the solution can be fo
und as follows:
y   ay  g ( t )
dy
 (t )  a  (t ) y   (t ) g (t )
dt
at dy
e  ae at y  e at g ( t )
dt

dt
 
d at
e y  e at g ( t )

e at y   e at g ( t ) dt

y  e  at  e at g ( t ) dt  Ce  at
Example 2: General Solution (1 of 2)

We can solve the following equation

1
y y5t
5
using the formula derived on the previous slide:

 
 at  

y
eat
eg
(t
)
dt
at
Cet
/
e5
et
/
5
(
5
t
)
dtt
/
5
Ce
Integrating by parts,

    dt
t/5 t/5 t/5
e (
5 t)
dt 5e dt te
 t/5
25
e 5t/5
te 
 dt
5t/5
e 
 t/5
50
e 5t/5
te
Thus


t
y
e/
5
50t
/
5
e
5t
/
5

te
t
/
5


Ce

t
/
50
5
t 5
Ce 
Example 2: Graphs of Solutions (2 of 2)

The graph on left shows direction field along with several i

ntegral curves.
The graph on right shows several solutions, and a particular
solution (in red) whose graph contains the point (0,50).
1


yy
5
t
y 
50
5
t
t
/
Ce5

5
Example 3: General Solution (1 of 2)

We can solve the following equation

1
y y5t
5
using the formula derived on previous slide:

 
 at  

y
eat
eg
(t
)
dt
at
Cet
/
5
eet
/
5
(
5
t
)
dtt
/
5
Ce
Integrating by parts,

   dt
  
e t/5
(5
t)
dt5et/5
dt t/5
te

 
25
et/5

5 

t/5
te  dt
5
et/5



5 t/5
te
Thus

y
et
/
5
5t
/
te 
5 t
/


5
Ce5
tt
/
5
Ce
Example 3: Graphs of Solutions (2 of 2)

The graph on left shows direction field along with several int
egral curves.
The graph on right shows several integral curves, and a parti
cular solution (in red) whose initial point on y-axis separates
solutions that grow large positively from those that grow larg
e negatively as t  .


yy
/
5
5

t 
y
5
t t
/
5
Ce
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
dt
(
t
)(
t
)y
g(
t
)(
t
)

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

will follow that
(
d
dt
t
) 
y
 (
t
dy
)p
(
dt
t
)(t
)y 
Integrating Factor for
General First Order Linear Equation
Thus we want to choose (t) such that '(t) = p(t)(t).
Assuming (t) > 0, it follows that
 

d(
t
)
(
t
)

p(
t
)d
tln
(
t
)
p(
t
)d
t
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)


(
t
dy
)
dt
p
(t
)(t
)y(
t
)g
(
t
), 

p(t
)
where
(
t
) e dt

Then
d
(t)y(t)g(t)
dt
(t)y(t)g(t)dtc

(t)g(t)dtc
y , (t)ep(t)dt
where
(t)
Example 4: General Solution (1 of 3)

To solve the initial value problem


t
y
2
y5
t2
,y

12
,
first put into standard form:
2
y
y 
5t t
, for
0
t
Then

2 
1
 p
(
tdt
) 1
dt 
ln
e 
e e
e 
2
ln
t 2
t t
(
t
) 2
t
and hence

(
t)
g(
t
)
dtC
1
5
2

tdtC
5  2

t    
2 2
y tdtC5tln
t C
(
t) 1 t 
2
t
Example 4: Particular Solution (2 of 3)

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


y52
t t
ln 2
Ct,
it follows that
y
(
1
)
2
C
y
52
t
ln
t
2
t2

or equivalently,

y52
tt
ln2/
5
Example 4: Graphs of Solution (3 of 3)

The graphs below show several integral curves for the diffe
rential equation, and a particular solution (in red) whose gra
ph contains the initial point (1,2).
IVP 
: ty y
2 5 
t2, y12
: y
General
Solution5 t
t2ln 2
Ct
: y
Particular
Solution5 t
t2ln t2
2