Chapter 1: Ordinary Differential Equations Assistant prof. / Dr. Rafi’ M.S.
Al-Ne’aimi
3. Exact First Order Differential Equation: -
Given a function f( x, y) of two variables, its total differential df
is defined by the equation
Example 1: If f( x, y) = x2 y + 6 x – y3, then
The equation f( x, y) = c gives the family of integral curves (that
is, the solutions) of the differential equation
Therefore, if a differential equation has the form
for some function f( x, y), then it is automatically of the form df =
0, so the general solution is immediately given by f( x, y) = c. In
this case,
is called an exact differential, and the differential equation (*)
is called an exact equation. To determine whether a given
differential equation
is exact, use the Test for Exactness: A differential equation M dx
+ N dy = 0 is exact if and only if
Chapter 1: Ordinary Differential Equations Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi
Example 2: Is the following differential equation exact?
The function that multiplies the differential dx is denoted M( x, y),
so M( x, y) = y2 – 2 x; the function that multiplies the differential
dy is denoted N( x, y), so N( x, y) = 2 xy + 1. Since
the Test for Exactness says that the given differential equation is
indeed exact (since M y = N x ). This means that there exists a
function f( x, y) such that
and once this function f is found, the general solution of the
differential equation is simply
(where c is an arbitrary constant).
Once a differential equation M dx + N dy = 0 is determined to be
exact, the only task remaining is to find the function f ( x, y) such
that f x = M and f y = N. The method is simple: Integrate M with
respect to x, integrate N with respect to y, and then “merge” the
two resulting expressions to construct the desired function f.
Example 3: Solve the exact differential equation of Example 2:
First, integrate M( x,y) = y2 – 2 x with respect to x (and ignore
the arbitrary “constant” of integration):
Chapter 1: Ordinary Differential Equations Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi
Next, integrate N( x,y) = 2 xy + 1 with respect to y (and again
ignore the arbitrary “constant” of integration):
Now, to “merge” these two expressions, write down each term
exactly once, even if a particular term appears in both results.
Here the two expressions contain the terms xy2, – x2, and y, so
(Note that the common term xy2 is not written twice.) The
general solution of the differential equation is f( x,y) = c, which in
this case becomes
Example 4: Test the following equation for exactness and solve
it if it is exact:
First, bring the dx term over to the left-hand side to write the
equation in standard form:
Therefore, M( x,y) = y + cos y – cos x, and N ( x, y) = x – x sin
y.
Now, since
the Test for Exactness says that the differential equation is
indeed exact (since M y = N x ). To construct the function f ( x,y)
such that f x = M and f y N, first integrate M with respect to x:
Chapter 1: Ordinary Differential Equations Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi
Then integrate N with respect to y:
Writing all terms that appear in both these resulting expressions-
without repeating any common terms–gives the desired function:
The general solution of the given differential equation is therefore
Example 5: Is the following equation exact?
Since
but
it is clear that M y ≠ N x , so the Test for Exactness says that this
equation is not exact. That is, there is no function f ( x,y) whose
derivative with respect to x is M ( x,y) = 3 xy – f2 and which at
the same time has N ( x,y) = x ( x – y) as its derivative with
respect to y.
Example 6: Solve the IVP
Chapter 1: Ordinary Differential Equations Assistant prof. / Dr. Rafi’ M.S. Al-Ne’aimi
The differential equation is exact because
Integrating M with respect to x gives
and integrating N with respect to y yields
Therefore, the function f( x,y) whose total differential is the left-
hand side of the given differential equation is
and the general solution is
The particular solution specified by the IVP must have y = 3 when
x = 0; this condition determines the value of the constant c:
Thus, the solution of the IVP is