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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