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
using the
product rule. Integrating both sides with respect to then gives the solution
Reference : http://mathworld.wolfram.com/IntegratingFactor.html
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