Linear Equations and Integrating Factors
Suppose that, through some sort of algebraic manipulation, you can get your differential equation into the following form:
$ y'+p(t)y=g(t) $
This is called the "general first order linear equation". The important thing to remember here is that the functions p(t) and g(t) are NOT functions of y; they are ONLY functions of the independent variable t. There is a neat trick to solving these equations. First, make sure your equation is in the form displayed above. What you'll do now is multiply both sides of the equation by what is called the integrating factor. The integrating factor is defined as follows:
$ \mu\,=e^{\int p(t)\,dt}, $
Once you've done that, you'll find that the left side of the equation is always the derivative of a product. You can now integrate both sides of the equation, and then the most you have left is some algebra. Your text will most likely contain a thorough explanation of why the integrating factor produces the derivative of a product, and you should probably read it just to see why it works. Let's do an example to see the technique in action.
Suppose the differential equation given is
$ ty'+2y=4t^{2} $
Remember that we want our equation to be in the form mentioned above; that is, y' + p(t)y = g(t). We see that the y' term is not by itself: there's a "t" attached to it. So let's divide by t. We get:
$ y'+\frac{2}{t}\,y=4t $
Now our equation is in the form we want. We can see that
$ p(t)=\frac{2}{t}\, $
Therefore, our integrating factor is
$ \mu\,=e^{\int \frac{2}{t}\,dt} $
Evaluate the integral to get:
$ \mu\,=e^{2ln|t|}=(e^{ln|t|})^{2}=(t)^{2}=t^{2} $
So our integrating factor is t^2. Always simplify your integrating factor BEFORE you multiply both sides of your differential equation by it. Now, let's multiply both sides of our equation by t^2. We get:
$ t^{2}y'+2ty=4t^{3} $
And here's where the weird part happens. Look at the left side of the equation. I told you that it would turn out to be the derivative of a product. Remember that the derivative of a product pq is pq'+p'q. With that in mind, what function do you think, when differentiated, will give the left side of the equation? Here's the answer.
$ t^{2}y'+2ty=(t^{2}y)' $
So, we can rewrite the left side of our equation as the derivative we found above.
$ (t^{2}y)'=4t^{3} $
You know that integration, roughly speaking, "cancels" differentiation. So, once we've got our differential equation in the above form, with the left side being just one great big derivative, we can integrate both sides. Integrating both sides yields:
$ t^{2}y=t^{4}+C\qquad \qquad (*) $
I put an asterisk on this line to remind you that it is absolutely essential to remember your integration constant C! You may have, in previous calculus courses, found this detail to be a sort of notational formality of little consequence, but you will find that in differential equations it really does matter. Now we can simplify (*) and solve for y.
$ y=t^2+\frac{C}{t^2}\, $
This is your final solution. Again, I want to emphasize the integration constant. It is NOT okay to just tack on the C at the end of your calculations; you have to do it when you integrate.
