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Lec 5

The document discusses exact equations, integrating factors, and homogeneous equations. It provides examples of how to determine if a differential equation is exact and how to find an integrating factor to make a non-exact equation exact. It also explains that if the terms in a differential equation are homogeneous of the same degree, the equation can be reduced to a separable one through a change of variables.

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Rayan Kazi
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33 views6 pages

Lec 5

The document discusses exact equations, integrating factors, and homogeneous equations. It provides examples of how to determine if a differential equation is exact and how to find an integrating factor to make a non-exact equation exact. It also explains that if the terms in a differential equation are homogeneous of the same degree, the equation can be reduced to a separable one through a change of variables.

Uploaded by

Rayan Kazi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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September 9, 2011 5-1

5. Exact Equations, Integrating Factors, and


Homogeneous Equations
Exact Equations
A region D in the plane is a connected open set. That
is, a subset which cannot be decomposed into two non-
empty disjoint open subsets.
The region D is called simply connected if it contains
no “holes.” Alternatively, if any two continuous curves in
D can be continuously deformed into one another. We do
not make this precise here, but rely on standard intuition.
A differential equation of the form

M (x, y)dx + N (x, y)dy = 0 (1)


is called exact in a region D in the plane if the we have
equality of the partial derivatives

My (x, y) = Nx(x, y)
for all (x, y) ∈ D.
If the region D is simply connected, then we can find
a function f (x, y) defined in D such that

fx = M, and fy = N.
Then, we say that the general solution to (1) is the
equation
September 9, 2011 5-2

f (x, y) = C.
This is because the differential equation can be written
as
df = 0.
Here we will not develop the complete theory of exact
equations, but will simply give examples of how they are
dealt with.
Example.
Find the general solution to

(3x2y 2 − 3y 2)dx + (2x3y − 6xy + 3y 2)dy = 0.


Step 1: Check to see if My = Nx.

M = 3x2y 2 − 3y 2, N = 2x3y − 6xy + 3y 2

My = 6x2y − 6y, Nx = 6x2y − 6y


So, it is exact.
Then,
Z
f= M dx + g(y) = x3y 2 − 3xy 2 + g(y)

fy = N = 2x3y − 6xy + 3y 2 = 2x3y − 6xy + g 0(y)


September 9, 2011 5-3

3y 2 = g 0(y), g(y) = y 3
So, we get

x3y 2 − 3xy 2 + y 3 = C
as the general solution.
Integrating Factors
Sometimes a d.e. M dx + N dy = 0 is not exact, but
can be made exact by multiplying by a non-zero function.
Let us see when this can be done with functions of x
or y alone.
Consider a non-zero function µ(x) which is a function
of x alone such that
(µM )y = (µN )x
We get

µy M + µMy = µxN + µNx, µy = 0


So,

µMy = µxN + µNx

µ(My − Nx) = µxN


September 9, 2011 5-4

My − Nx µx
=
N µ
Now, if the Left Hand Side is a function of x alone, say
h(x), we can solve for µ(x) by
R
h(x)dx
µ(x) = e ,
and reverse the above arguments to get an integrating
factor.
Similarly, if
Nx − My
= g(y)
M
is a function of y alone, we can find an integrating
factor of the form
R
g(y)dy
ν(y) = e .
Example:
Consider the equation

(3xy + y 2)dx + (x2 + xy)dy = 0

M = 3xy + y 2, N = x2 + xy
Step 1: Check if exact
September 9, 2011 5-5

My − Nx = 3x + 2y − 2x − y = x + y
So, not exact.
Step 2: Compute
My − Nx x+y 1
= 2 =
N x + xy x
So, get integrating factor of the form
R 1
µ(x) = e x dx = elogx = x
So,

(3x2y + xy 2)dx + (x3 + x2y)dy = 0


is exact.
fx = M = 3x2y + xy 2, f = x3y + x2y 2/2 + g 0(y)

f (x, y) = x3y + x2y 2/2 = C


is the general solution.
Homogeneous equations
A function f (x, y) is called homogeneous (or order p)
if
f (tx, ty) = tpf (x, y)
September 9, 2011 5-6

for all t > 0.


If M and N are homogeneous of the same degree, then
the differential equation
dy
= M (x, y)/N (x, y)
dx
can be reduced to a separable one for v(x) by the
change of variable

y(x) = xv(x).
To see this we calculate:

M (x, xv)
y 0 = v + xv 0 =
N (x, xv)
xpM (1, v)
= p
x N (1, v)
M (1, v)
=
N (1, v)
So,
M (1, v)
v + xv 0 = H(v), where H(v) =
N (1, v)
This makes
xv 0 = H(v) − v
which is separable.

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