Skip to main content
Menu
Home
Courses
Workshops
Linear Algebra for Data Science
Session 1
Session 2
Session 3
Session 4
Session 5
Session 6
Session 7
Session 8
Session 9
Session 10
Session 11
Session 12
Session 13
Linear Algebra for MATH 308
Lecture 1: Vectors, Linear Independence, and Spanning Sets
Lecture 2: Operations with Matrices and Vectors
Lecture 3: Systems of Equations
Lecture 4: Determinant
Lecture 5: Eigenvectors and Eigenvalues
Lecture 6: Matrix Inverses and Diagonalization
Lecture 7: Systems of Differential Equations
Lecture 8: Systems of Differential Equations
Quantitative Finance
Several Variables Calculus
Section 1: Functions of Several Variables
Section 2: Limits and Continuity
Section 3: Partial Derivatives
Section 4: Tangent Planes and Linear Approximations
Section 5: The Chain Rule
Section 6: Directional Derivatives and the Gradient Vector
Section 7: Maximum and Minimum Values
Section 8: Lagrange Multipliers
Differential Equations
Section 1: Integrating Factor
Section 2: Separable Equations
Section 3: Compound Interest
Section 4: Variation of Parameters
Section 5: Systems of Ordinary Differential Equations
Section 6: Matrices
Section 7: Systems of Equations, Linear Independence, and Eigenvalues & Eigenvectors
Section 8: Homogeneous Linear Systems with Constant Coefficients
Section 9: Complex Eigenvalues
Section 10: Fundamental Matrices
Section 11: Repeated Eigenvalues
Section 12: Nonhomogeneous Linear Systems
Mathematical Probability
Section 1: Probabilistic Models and Probability Laws
Section 2: Conditional Probability, Bayes’ Rule, and Independence
Section 3: Discrete Random Variable, Probability Mass Function, and Cumulative Distribution Function
Section 4: Expectation, Variance, and Continuous Random Variables
Section 5: Discrete Distributions
Section 6: Continuous Distributions
Section 7: Joint Distribution Function, Marginal Probability Mass Function, and Uniform Distribution
Section 8: Independence of Two Random Variables, Covariance, and Correlation
Section 9: Conditional Distribution and Conditional Expectation
Section 10: Moment Generating Function
Section 11: Markov’s Inequality, Chebyshev’s Inequality, and Weak Law of Large Numbers
Section 12: Convergence and the Central Limit Theorem
Python Instructional Video Series
Math Placement Exam
MPE1 Practice Problems
MPE2 Practice Problems
Search Videos
About Us
Math Learning Center
Menu
Home
Courses
Workshops
Math Placement Exam
Search Videos
About Us
Math Learning Center
/
Workshops
/
Quantitative Finance
/
Differential Equations
/
Section 1: Integrating Factor
Section 1: Integrating Factor
Instructions
First, you should watch the concepts videos below explaining the topics in the section.
Second, you should attempt to solve the exercises and then watch the videos explaining the exercises.
Last, you should attempt to answer the self-assessment questions to determine how well you learned the material.
When you have finished the material below, you can start on the
next section
or return to the
main differential equations page
.
Concepts
Definitions and terminology for ordinary differential equations
Using an integrating factor to solve a first-order linear differential equation
Links & Resources
Return to Differential Equations Page
Return to Mini-Course Main Page
Watch Concepts Video 1
Watch Concepts Video 2
Exercises
Directions:
You should attempt to solve the problems first and then watch the video to see the solution.
Solve the differential equation \(y'-2ty=t.\)
Show Solution
\(y=-\dfrac{1}{2}+Ce^{t^2}\)
Watch Video Solution
Solve the initial value problem below and find the interval of validity of the solution\[ (\cos x)y'+(\sin x) y =1, \quad y(\pi)=2\]
Show Solution
\(y=\sin x-2\cos x\), Interval of Validity: \((-\infty, \infty)\)
Watch Video Solution
Self-Assessment Questions
Directions:
The following questions are an assessment of your understanding of the material above. If you are not sure of the answers, you may need to rewatch the videos.
Can you define an ODE?
Give an example of a \(3^{\mbox{rd}}\) order ODE, with \(t\) as your independent variable and \(x=x(t)\) as the dependent variable. Is your example an autonomous ODE?
What is the significance of an integrating factor? How does it lead to finding the solutions of a linear, \(1^{\mbox{st}}\) order, ODE?
Can we solve the ODE \(y'=ty+1\) using the integrating factor method? What about the ODE \(y'=ty^2+1\)? Why?
⇧ Return to Main Differential Equation Page
Go to Next Section ⇨