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Date: 21-5-2018
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An integrating factor is a function by which an ordinary differential equation can be multiplied in order to make it integrable. For example, a linear first-order ordinary differential equation of type
(1) |
where and are given continuous functions, can be made integrable by letting be a function such that
(2) |
and
(3) |
Then would be the integrating factor such that multiplying by gives the expression
(4) |
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(5) |
using the product rule. Integrating both sides with respect to then gives the solution
(6) |
REFERENCES:
Adams, R. A. Calculus: A Complete Course, 4th ed. Reading, MA: Addison Wesley, 1999.
Morse, P. M. and Feshbach, H. Methods of Theoretical Physics, Part I. New York: McGraw-Hill, pp. 526-529, 1953.
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