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Unit IX · Differential equations
12 min readPathway sheet1-mark MCQ on the integrating factor; 3-mark answers, often with an initial condition; also a JEE favourite

Linear equations: dy/dx + Py = Q

For dy/dx + Py = Q, multiply by the integrating factor e^(∫P dx). Then the solution is y × IF = ∫(Q × IF) dx + C.

Standard formdy/dx + Py = Q, where P and Q are functions of x only (or constants)
Integrating factor (IF)IF = e^(∫P dx)
Solutiony × IF = ∫(Q × IF) dx + C
Key simplificatione^(log f(x)) = f(x); so P = 1/x gives IF = x, and P = tan x gives IF = sec x

Why the integrating factor works

  1. 1
    A first order DE is linear when y and dy/dx appear only to the first power and are not multiplied together.
  2. 2
    Multiply dy/dx + Py = Q by g(x) = e^(∫P dx). Note that g′(x) = P·g(x).
  3. 3
    The left side becomes g(dy/dx) + gPy = g(dy/dx) + g′y = d/dx (y·g), by the product rule.
  4. 4
    So d/dx (y·g) = Q·g. Integrate both sides with respect to x.
  5. 5
    So, y·g = ∫ Q·g dx + C. This g is the integrating factor.

The method

  1. 1
    Write the DE in standard form dy/dx + Py = Q. Divide by the coefficient of dy/dx first.
  2. 2
    Read off P (the coefficient of y, with its sign) and Q.
  3. 3
    Find IF = e^(∫P dx). Simplify using e^(log f) = f.
  4. 4
    Write the solution: y × IF = ∫(Q × IF) dx + C.
  5. 5
    Integrate the right side. Divide by IF if you want y alone.
  6. 6
    Use any given condition to find C.

Example 1: direct

Problem

Solve dy/dx + 2y = e⁻ˣ.

Working
  1. Standard form already: P = 2, Q = e⁻ˣ.
  2. IF = e^(∫2 dx) = e²ˣ.
  3. y·e²ˣ = ∫ e⁻ˣ·e²ˣ dx + C = ∫ eˣ dx + C.
  4. y·e²ˣ = eˣ + C.
  5. Divide by e²ˣ: y = e⁻ˣ + Ce⁻²ˣ.
Answer

y = e⁻ˣ + Ce⁻²ˣ

Example 2: board-style, with a condition

Problem

Find the particular solution of x(dy/dx) + y = x log x (x > 0), given that y = 1/4 when x = 1.

Working
  1. Divide by x: dy/dx + (1/x)y = log x. So P = 1/x, Q = log x.
  2. IF = e^(∫(1/x) dx) = e^(log x) = x.
  3. Solution: y·x = ∫ x log x dx + C.
  4. By parts (log x first, x second): ∫ x log x dx = (x²/2) log x − ∫ (x²/2)(1/x) dx = (x²/2) log x − x²/4.
  5. So xy = (x²/2) log x − x²/4 + C.
  6. Put x = 1, y = 1/4: 1/4 = 0 − 1/4 + C, so C = 1/2.
  7. xy = (x²/2) log x − x²/4 + 1/2.
Answer

y = (x/2) log x − x/4 + 1/(2x)

Ready reckoner for the IF

P∫P dxIF = e^(∫P dx)
k (a constant)kxe^(kx)
1/xlog xx
−1/x−log x1/x
2/x2 log xx²
tan xlog sec xsec x
cot xlog sin xsin x
2x/(1 + x²)log(1 + x²)1 + x²

Mistakes that cost marks

  • Not dividing by the coefficient of dy/dx first. For x(dy/dx) + 2y = x³, P = 2/x, not 2.
  • Losing the sign of P. dy/dx − 3y = Q has P = −3, so IF = e⁻³ˣ.
  • Forgetting + C, or adding C after dividing by the IF (then C must be divided too).
  • Writing e^(log x) as log x. It is x.
In real life

A pressure cooker cooling on the kitchen counter follows a linear DE of the form dy/dt + Py = Q. So does the charge on a capacitor charging through a resistor in an electronic circuit.

Exam angle

1 marks: “Find the integrating factor of x(dy/dx) − y = x³ (x > 0).” Standard form: dy/dx − (1/x)y = x². IF = e^(−log x) = 1/x.

3 marks: “Solve dy/dx + y = cos x.” P = 1, IF = eˣ. yeˣ = ∫ eˣ cos x dx = eˣ(sin x + cos x)/2 + C. So y = (sin x + cos x)/2 + Ce⁻ˣ.

3 marks: “Find the particular solution of (1 + x²)(dy/dx) + 2xy = 6x², given y = 1 when x = 0.” dy/dx + [2x/(1 + x²)]y = 6x²/(1 + x²). IF = 1 + x². y(1 + x²) = ∫ 6x² dx = 2x³ + C. x = 0, y = 1 gives C = 1. y = (2x³ + 1)/(1 + x²).

Remember it

Standard form, P, IF, then y × IF = ∫ Q × IF dx + C.