Integrating Factors

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Review of Lecture 2

I Mice and owls: dp

= 0 .

5 p − 450 dt

I Free fall with air resistance: m dv dt

= mg − γ v .

This be solved explicitly, starting out like this: m dv mg − γ v

= dt and then integrating both sides, now that all the v ’s are on the left and the t ’s on the right.

First order linear equations y

0

+ p ( t ) y = g ( t ) is the general first-order linear equation.

I This is the same as dy dt

+ p ( t ) y = g ( t )

I It can also be written y

0

+ py = g without explicitly mentioning the t -dependence of p and g .

I The examples we studied last time had p ( t ) and g ( t ) constant. Then you can separate the y and the t on two sides of the equation and integrate.

I That doesn’t work if p and g are not both constant.

Integrating Factors

You’ll need to know some Greek letters for this course–study up if you don’t know them. For example µ is “mu.”

To solve a first-order linear equation, the trick is to multiply both sides by a suitable “integrating factor” µ ( t ). We want the left side to become

( µ y )

0

From calculus recall

( µ y )

0

= µ y

0

+ µ

0 y

Compare that to

µ ( y

0

+ py )

They would match if µ

0

= µ p .

Integrating Factors

You’ll need to know some Greek letters for this course–study up if you don’t know them. For example µ is “mu.” To solve a first-order linear equation, the trick is to multiply both sides by a suitable “integrating factor” µ ( t ). We want the left side to become

( µ y )

0

From calculus recall

( µ y )

0

= µ y

0

+ µ

0 y

Compare that to

µ ( y

0

+ py )

They would match if µ

0

= µ p .

Integrating Factors

You’ll need to know some Greek letters for this course–study up if you don’t know them. For example µ is “mu.” To solve a first-order linear equation, the trick is to multiply both sides by a suitable “integrating factor” µ ( t ). We want the left side to become

( µ y )

0

From calculus recall

( µ y )

0

= µ y

0

+ µ

0 y

Compare that to

µ ( y

0

+ py )

They would match if µ

0

= µ p .

Integrating Factors

We want

µ ( y

0

+ py ) = µ y

0

+ µ

0 y = ( µ y )

0

.

That works if we take

µ = e

R t c p ( t ) dt since then

µ

0 d

= µ dt

= µ p

Z t c p ( t ) dt

It doesn’t matter what the lower limit c of integration is.

Integrating Factors

So the method is this:

I Identify that you have a first-order linear equation

I Calculate the integrating factor, e to the integral of the coefficient of y .

I Multiply both sides by it

I Regroup so the left side is a derivative

I Integrate

Now let’s practice this method

Four examples are worked in the textbook. Let’s take different ones. For example exercise 2, page 39 is y

0

− 2 y = t

2 e

2 t

Since the coefficient of y is − 2, its integral is − 2 t , so an integrating factor is

µ = e

− 2 t

Multiply both sides by µ . We know in advance the left side should be ( µ y )

0

:

( µ y )

0

= µ t

2 e

2 t

Let’s check directly:

µ ( y

0

− 2 y ) = µ y

0

− 2 y µ

= e

− 2 t y

0

− 2 ye

− 2 t

= µ y

0

= µ y

0

+ y d dt e

− 2 t

+ y µ

= ( µ y )

0

See, it worked.

Now let’s practice this method y

0

− 2 y = t

2 e

2 t

Since the coefficient of y is − 2, its integral is − 2 t , so an integrating factor is

µ = e

− 2 t

Multiply both sides by µ . We know in advance the left side should be ( µ y )

0

:

( µ y )

0

= µ t

2 e

2 t

Let’s check directly:

µ ( y

0

− 2 y ) = µ y

0

− 2 y µ

= e

− 2 t y

0

− 2 ye

− 2 t

= µ y

0

= µ y

0

+ y d dt e

− 2 t

+ y µ

= ( µ y )

0

See, it worked.

So we got

( µ y )

0

= µ t

2 e

2 t

Since this is a textbook problem the right side simplifies beautifully to t

2

. So

( µ y )

0

= t

2

µ y = e

− 2 t y =

Z t

2 dt = t

3

3

+ c y = e

2 t t

3

+ c

3

Behavior at infinity y = e

2 t t

3

3

+ c

When t is large, y goes to infinity.

Solution satisfying a given initial condition

Find the solution with y (0) = 0?

0 = e

0

(0 + c ) c = 0

1 y =

3 t

3 e

2 t

For the rest of the class period, we’ll work more examples and look at the graphs of some solutions.

Solution satisfying a given initial condition

Find the solution with y (0) = 0?

0 = e

0

(0 + c ) c = 0

1 y =

3 t

3 e

2 t

For the rest of the class period, we’ll work more examples and look at the graphs of some solutions.

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