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Exact Differential Equations Guide

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Exact Differential Equations Guide

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s126834
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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MATH 4174-Differential Equations and Applications for Engineers-Spring 2021 SEC 2.4-2.

5 (WEEK 3)

================================================================
2.4 Exact Equation and Integrating Factors

 Steps for Solving an Exact Differential Equation

(1) Write a given first order differential equation F (x, y, y 0 ) = 0 in the form M (x, y)dx + N (x, y)dy = 0.
∂M ∂N ∂M ∂N
(2) Test the exactness by computing and and verifying that = and go to next step
∂y ∂x ∂y ∂x
(3) Solve for f (x, y) the system of two Partial Differential Equations

∂f

 ∂x = M (x, y) (Eq1)



 ∂f

 = N (x, y) (Eq2)
∂y

(4) Integrate (Eq1) or (Eq2) (the one which easy for integration). If we integrate (Eq1) over the variable
x you obtain

Z
f (x, y) = M (x, y)dx + g(y), where g(y) to be determined (1)

(5) Differentiate equation (1) with respect to y and equate to (Eq2) to obtain
Z

N (x, y) = M (x, y)dx + g 0 (y).
∂y

(6) Solve the above first order differential equation to find g(y)
R
(7) Substitute the obtain expression of g(y) in equation (1) to get f (x, y) = M (x, y)dx + g(y)

and conclude that a general solution is given by the relation f (x, y) = c.

 Integrating Factors
If the differential equation

M (x, y)dx + N (x, y)dy = 0 (N E)

is not exact, that is


∂M ∂N
6=
∂y ∂x

it can sometimes be made exact by multiplying it by a continuously differentiable function µ(x, y) )(called
an integrating factor) such that

µ(x, y)M (x, y)dx + µ(x, y)N (x, y)dy = 0 (E)

is exact.
In solving non-exact differential equations, we consider special cases of integrating factors mainly finding
special integrating factors: µ = µ(x) function of x only and µ = µ(y) function of y only.
MATH 4174-Differential Equations and Applications for Engineers-Spring 2021 SEC 2.4-2.5 (WEEK 3)

( ∂M
∂y
− ∂N
∂x
)
If is a function of x alone, then an integrating factor is
N (x, y)
Z ( ∂M − ∂N
)
∂y ∂x
dx
µ(x) = e N (x, y) (2)

( ∂N
∂x
− ∂M
∂y
)
If is a function of y alone, then an integrating factor is
M (x, y)
Z ( ∂N − ∂M
)
∂x ∂y
dy
µ(y) = e M (x, y) (3)

EXERCISES SEC 2.4

[Link] whether the given DE is exact. If it is exact, solve it. (2x + y)dx − (x + 6y)dy = 0.

Solution:
The DE is of the form

M (x, y)dx + N (x, y)dy = 0

where M (x, y) = 2x + y and N (x, y) = −x − 6y


Check for Exact:
∂N

 ∂x = −1



 ∂M

 =1
∂y
∂N ∂M
Since 6= then the DE is not exact.
∂x ∂y
5. Determine whether the given DE is exact. If it is exact, solve it. (2xy 2 − 3)dx + (2x2 y + 4)dy = 0.

Solution
The DE is of the form M (x, y)dx + N (x, y)dy = 0, where M (x, y) = 2xy 2 − 3 and N (x, y) = 2x2 y + 4.

Check for Exactness:


∂N

 ∂x = 4xy



 ∂M

 = 4xy
∂y
∂N ∂M
Since = then the DE is exact and a general solution is given by f (x, y) = c, where f satisfies
∂x ∂y
∂f

2
 ∂x = 2y x − 3 (Eq1)


 ∂f
= 2x2 y + 4


 (Eq2).
∂y
MATH 4174-Differential Equations and Applications for Engineers-Spring 2021 SEC 2.4-2.5 (WEEK 3)

Integrating (Eq1) with respect to x, we obtain


Z
f (x, y) = 2y 2 x − 3dx + g(y) = x2 y 2 − 3x + g(y).

Differentiating with respect to y and equating to (Eq2) to get

∂f
= 2yx2 + g 0 (y) = 2x2 y + 4 or g 0 (y) = 4.
∂y

Thus g(y) = 4y + c1 or let c1 = 0 to get

f (x, y) = x2 y 2 − 3x + 4y

and hence general solution of the exact differential equation is given by

x2 y 2 − 3x + 4y = c.

22.
Solve the initial-value problem (IVP) (ex + y)dx + (2 + x + yey )dy = 0, y(0) = 1.

Solution
The differential Equation is of the form

M (x, y)dx + N (x, y)dy = 0

where M (x, y) = ex + y and N (x, y) = 2 + x + yey .

Since
∂N ∂M
= =1
∂x ∂y
then the equation is exact and a general solution is given by f (x, y) = c where the function f (x, y) satisfies

∂f

x
 ∂x = (e + y) (1)


 ∂f
= 2 + x + yey


 (2).
∂y
R
Integration equation (1) with respect to x, we obtain f (x, y) = (ex + y) dx + g(y) = ex + xy + g(y).

Substituting this expression for f (x, y) into the second equation gives us:
∂f ∂(ex + xy + g(y))
= = x + g 0 (y) = 2 + x + yey . That is g 0 (y) = 2 + yey .
∂y ∂y R
Solving for g(y) we obtain g(y) = (2 + yey )dy = 2y + ey (y − 1) so that the general solution of the exact
differential equation is given by

f (x, y) = c, or ex + xy + 2y + ey (y − 1) = c.

Using the initial condition y(0) = 1, we obtain c = 3 and hence a solution of the IVP is given by the
implicit relation ex + xy + 2y + ey (y − 1) = 3.
MATH 4174-Differential Equations and Applications for Engineers-Spring 2021 SEC 2.4-2.5 (WEEK 3)

32.
Solve the following differential equation y(x + y + 1)dx + (x + 2y)dy = 0 (E) .

Solution:

Here M (x, y) = y(x + y + 1) and N (x, y) = (x + 2y) and then

∂M ∂N
= x + 2y + 1 6= =1
∂y ∂x

and hence (E) is not exact.

Looking for µ = µ(x)?


My − Nx
Since = 1 is not function of y or not function of y and x, then
N (x, y)
R
dx
the integrating factor is µ(x) = e = ex . Then multiplying the given DE by µ(x) = ex the resulting is
exact equation

y(x + y + 1)ex dx + (x + 2y)ex dy = 0 (EE)

and one can solve the equation (EE) to obtain an implicit relation determining a general solution (or one
parameter family solutions) of the form

xyex + y 2 ex = c.

Common questions

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For exact differential equations, verify exactness by checking if ∂M/∂y equals ∂N/∂x, then proceed with solving using integration techniques. For non-exact equations, swiftly check if integrating factors depending solely on x or y are applicable by evaluating specific derivative ratios; if not clearly dependent, explore more complex methods. Use symmetry or invariants to simplify, and apply initial conditions early to derive specific solutions. Methodical assessment and a structured approach can convert complex equations into manageable formats, ultimately leading to exact solutions .

If a differential equation is not exact, but can be made exact, identify if an integrating factor depends on just x or just y. For example, if (∂M/∂y - ∂N/∂x)/N is a function of x alone, compute the integrating factor µ(x) and multiply the equation to obtain an exact equation. Then, follow the method for solving exact equations: integrate to find the potential function, and subsequently solve for the unknown function, leading to the general solution .

Consider the equation y(x + y + 1)dx + (x + 2y)dy = 0. Here, ∂M/∂y ≠ ∂N/∂x, indicating the equation is not exact. Since (∂M/∂y - ∂N/∂x)/N = 1 is neither dependent on x nor y exclusively, identify µ as ex. Multiplying by this factor converts it into an exact equation y(x + y + 1)exdx + (x + 2y)exdy = 0, which is solvable using methods for exact equations .

To determine if a differential equation is exact, rewrite the first order differential equation F(x, y, y') = 0 in the form M(x, y)dx + N(x, y)dy = 0 and compute the partial derivatives ∂M/∂y and ∂N/∂x. If ∂M/∂y = ∂N/∂x, the equation is exact. If it is not exact, multiply the equation by a continuously differentiable function µ(x, y), known as an integrating factor, which makes the equation exact. Special integrating factors are considered such as µ = µ(x) if (∂M/∂y - ∂N/∂x)/N(x, y) is a function of x alone, and µ = µ(y) if (∂N/∂x - ∂M/∂y)/M(x, y) is a function of y alone .

Once the exactness of the differential equation is verified, solve the system of partial differential equations ∂f/∂x = M(x, y) and ∂f/∂y = N(x, y). Integrate one of these equations, usually the one easier to handle, say ∂f/∂x = M(x, y), with respect to x to find f(x, y) = ∫M(x, y)dx + g(y). Differentiate this result with respect to y and compare it with ∂f/∂y = N(x, y) to solve for g(y). Substitute g(y) back into f(x, y) to attain the general solution f(x, y) = c .

If the differential equation M(x, y)dx + N(x, y)dy = 0 is not exact, it can sometimes be made exact by multiplying it by an integrating factor µ(x, y). If (∂M/∂y - ∂N/∂x)/N(x, y) is a function of x alone, then the integrating factor is µ(x) = e∫(∂M/∂y - ∂N/∂x)/N(x, y) dx. If (∂N/∂x - ∂M/∂y)/M(x, y) is a function of y alone, then the integrating factor is µ(y) = e∫(∂N/∂x - ∂M/∂y)/M(x, y) dy. Both transformations ensure the resulting equation is exact and can be solved using standard techniques for exact equations .

Integrating factors render a non-exact differential equation exact, enabling the use of methods for exact equations to find solutions. They address the imbalance between derivative conditions by adjusting the equation's form. Compute integrating factors by checking if specific expressions derived from ∂M/∂y - ∂N/∂x or ∂N/∂x - ∂M/∂y are functions of only x or y, then integrating to find µ(x) or µ(y) respectively .

Differentially structured equations are assessed for exactness by verifying ∂M/∂y = ∂N/∂x. If exact, integrate ∂f/∂x = M(x, y) w.r.t. x and ∂f/∂y = N(x, y) w.r.t. y, ensuring consistency using the integration constant, which depends on the variable not of integration. This approach systematically determines the solution f(x, y) = c. In the equation (ex + y)dx + (2 + x + yey)dy = 0, exactness allows obtaining solutions like ex + xy + 2y + ey(y - 1) = c through integration and comparison .

To handle an IVP for an exact differential equation, first ensure the equation is exact and find the general solution using the method for exact equations. Apply the initial condition to determine the constant of integration. For example, with (e^x + y)dx + (2 + x + y*e^y)dy = 0, which is exact, integrate and differentiate as needed to find f(x, y). Using y(0) = 1, calculate c, resulting in a specific solution for the IVP such as ex + xy + 2y + ey(y - 1) = 3 .

Consider the equation (2xy^2 - 3)dx + (2x^2y + 4)dy = 0. Here, M(x, y) = 2xy^2 - 3 and N(x, y) = 2x^2y + 4. Checking for exactness, we find ∂N/∂x = 4xy and ∂M/∂y = 4xy, confirming exactness since both are equal. Integrating ∂f/∂x = 2xy^2 - 3 with respect to x gives f(x, y) = x^2y^2 - 3x + g(y). Differentiating with respect to y gives ∂f/∂y = 2x^2y + g'(y). Equating with ∂f/∂y = 2x^2y + 4, solving, and substituting yields g(y) = 4y, leading to the general solution x^2y^2 - 3x + 4y = c .

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