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In this case we look for a function u(x,y) which makes the new equation
an exact one. The function u(x,y) (if it exists) is called the integrating factor. Note that u(x,y)
satisfies the following equation:
This is not an ordinary differential equation since it involves more than one variable. This is
what's called a partial differential equation. These types of equations are very difficult to solve,
which explains why the determination of the integrating factor is extremely difficult except for
the following two special cases:
Case 1: There exists an integrating factor u(x) function of x only. This happens if the
expression
is a function of x only, that is, the variable y disappears from the expression. In this case,
the function u is given by
Case 2: There exists an integrating factor u(y) function of y only. This happens if the
expression
,
is a function of y only, that is, the variable x disappears from the expression. In this case,
the function u is given by
Once the integrating factor is found, multiply the old equation by u to get a new one which is
exact. Then you are left to use the previous technique to solve the new equation.
Advice: if you are not pressured by time, check that the new equation is in fact exact!
If your equation is not given in this form you should rewrite it first.
Step 2: Assume that the equation is not exact (if it is exact go to step ?). Then evaluate
If this expression is a function of y only, then go to step 3. Otherwise, you can not solve
the equation using the technique developed above!
3.2
Step 4: Multiply the old equation by u, and, if you can, check that you have a new
equation which is exact.
Step 5: Solve the new equation using the steps described in the previous section.
The following example illustrates the use of the integrating factor technique:
Solution: Note that this equation is in fact homogeneous. But let us use the technique of exact
and nonexact to solve it. Let us follow these steps:
(1)
We rewrite the equation to get
Hence, and .
(2)
We have
(3)
Let us find an integrating factor. We have
(4)
The new equation is
(5)
Let us find F(x,y). Consider the system:
(6)
Let us integrate the first equation. We get
(7)
Differentiate with respect to y and use the second equation of the system to get
,
which implies , that is, is constant. Therefore, the function F(x,y) is
given by
We don't have to keep the constant C due to the nature of the solutions (see next step).
(8)
All the solutions are given by the implicit equation
then we get another integrating factor for the same equation. That is, the new equation
is exact. So, from this example, we see that we may not have uniqueness of the integrating
factor. Also, you may learn that if the integrating factor is given to you, the only thing you have
to do is multiply your equation and check that the new one is exact.