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AMATH 351 Winter Quarter 2019 Lecture 6
Course: Adv Quantitative Data Analy I (GCH 804)
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University: George Mason University
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Lecture 6: Integrating factors
Amath 351 Winter 2019
Instructor: Chay Paterson
January 23, 2019
Topics
1. Integrating factors
1 Integrating factors (skill 5)
Consider a general first-order ODE is of the form
a1(x)y′+a0(x)y+g(x) = 0.
Dividing by a1(x) and rearranging some terms gives an equivalent ODE of the form
y′+p(x)y=q(x)
for some functions p(x) and q(x). We will learn how to solve any equation of this form, and therefore any
first order ODE! We have a few cases to consider.
•Suppose q(x) = 0 for all x. Then we are back in the separable case!
•Next, suppose p(x) = 0 for all x. This equation is still separable and is even easier to solve.
dy
dx=q(x) =⇒y=Zq(x) dx+c.
•Let us look at a specific example, where neither of these functions is zero. First, recall the Fundamental
Theorem of Calculus. If I have any differentiable function F(z), we have RF′(z)dz =F(z)+c. Second,
I am going to work on an example and apply some tricks which will seem odd, but bear with me.
Consider the ODE y′+y= 5. Then, we have
ex(y′+y) = 5ex
=⇒exy′+exy= 5ex
=⇒(exy)′= 5ex(using the product rule)
=⇒Z(exy)′dx=Z5exdx
=⇒exy= 5ex+c
=⇒y=e−x5 + ce−x
=⇒y= 5 + ce−x.
What was the primary trick we used? Multiplying by ex.
Why did that help? Because it allowed use to write the left-hand side as a single derivative (using the
product rule). And because it’s easy to integrate a single derivative.
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