Integrating factor

Integrating factor is a method to solve scalar Linear First Order ODEs. It takes advantage of the product rule of derivatives

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle (\mu y)' = \mu' y + \mu y'}

and attempts to move all y terms into the same differential order.

Procedure

Consider a linear first order ODE.

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y' + p(t) y = g(t)}

We multiply bothsides by integrating factor Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(t)} such that the left hand side to be the exact derivative of a product. For this to work, we need

$\mu '=\mu p$

$\mu (t)=C\exp \left[\int pdt\right]$

Applying the integrating factor, we have

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{aligned} \mu(t) y + \mu(t) p(t) y &= \mu(t) g(t) \\ \mu y' + \mu ' y &= \mu g \\ (\mu y)' &= \mu g \end{aligned}}

From there, simple integration and algebra will solve the equation.

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(t) = \frac{1}{\mu(t)}\int \mu g dt + C }