Integrating Factor

(redirected from Integrating factor method)

integrating factor

[′int·ə‚grād·iŋ ′fak·tər]
A factor which when multiplied into a differential equation makes the portion involving derivatives an exact differential.

Integrating Factor


a factor multiplication by which transforms the left-hand side of the differential equation

(*) P(x, y) dx + Q(x, y) dy = 0

into the total differential of some function U(x,y). Thus, if μ(x,y) is an integrating factor, then

μ(x, y)[P(x, y) dx + Q(x, y) dy] = dU(x, y)

If the factor μ(x,y) is known, then the problem of integrating the original equation (*) reduces to quadratures, since it remains to find the function U(x,y) from its total differential.

References in periodicals archive ?
We will consider exponential time differencing, Runge-Kutta sliders, and an integrating factor method for KdV.
The paper is organized as follows: In [section]2 we briefly list the used numerical schemes, integrating factor methods, exponential time differencing, Runge-Kutta sliders and time splitting methods.
Integrating factor methods appeared first in the work of Lawson [27]; see [31] for a comprehensive review.

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