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MTHN31E - Topic 3.4 - Exact Diffl Equations

The document discusses exact differential equations. It begins by defining an exact differential equation and explaining that an equation is exact if it can be written as the total differential of some function F(x,y). It then provides examples of determining if equations are exact and solving exact equations by finding the function F(x,y). It presents two methods for solving exact equations, using either integral of N(y) or integral of M(x). Finally, it provides several examples of solving exact differential equations, including checking for exactness and finding the general solution.

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113 views5 pages

MTHN31E - Topic 3.4 - Exact Diffl Equations

The document discusses exact differential equations. It begins by defining an exact differential equation and explaining that an equation is exact if it can be written as the total differential of some function F(x,y). It then provides examples of determining if equations are exact and solving exact equations by finding the function F(x,y). It presents two methods for solving exact equations, using either integral of N(y) or integral of M(x). Finally, it provides several examples of solving exact differential equations, including checking for exactness and finding the general solution.

Uploaded by

Andrea
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Modules in

DIFFERENTIAL EQUATIONS

SESSION TOPIC 3.4: Exact Differential Equations

LEARNING OBJECTIVES:
At the end of the discussion, the student should be able to:
1. determine whether or not a differential equation is exact
2. solve exact differential equations

KEY TERMS

exact differential test for exactness partial derivative total differential


equation

CORE CONTENT

Exact Differential Equations


A first-order differential equation of the form 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is said to be exact
if and only if there exists a function 𝐹(𝑥, 𝑦) such that the total differential of 𝐹 is
𝜕𝐹 𝜕𝐹
𝑑𝐹(𝑥, 𝑦) = 𝑑𝑥 + 𝑑𝑦 = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝐹 𝜕𝐹
It follows that 𝜕𝑥 = 𝑀(𝑥, 𝑦) and 𝜕𝑦 = 𝑁(𝑥, 𝑦).
The general solution of the exact equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is the function 𝐹(𝑥, 𝑦) = 𝑐, where
𝑐 is an arbitrary constant.

Example:
The equation 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦 𝑑𝑦 = 0 is exact since there is a function 𝐹(𝑥, 𝑦) = 𝑥 3 𝑦 2 whose total
differential is
𝑑𝐹 = 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦 𝑑𝑦

𝑀 𝑁
The function 𝑥 3 𝑦 2 = 𝑐 is the general solution of 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦 𝑑𝑦 = 0.
Theorem: (Test for Exactness)
𝜕𝑀 𝜕𝑁
If 𝑀, 𝑁 , 𝜕𝑦 , 𝜕𝑥 are continuous functions of x and y , then the equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
is exact if and only if
𝜕𝑀 𝜕𝑁
= or 𝑀𝑦 = 𝑁𝑥
𝜕𝑦 𝜕𝑥
Example:
The equation 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦 𝑑𝑦 = 0 is exact since
𝑀 = 3𝑥 2 𝑦 2 𝑁 = 2𝑥 3 𝑦
𝜕𝑀 𝜕𝑁
= 3𝑥 2 ∙ 2𝑦 = 6𝑥 2 𝑦 = 2𝑦 ∙ 3𝑥 2 = 6𝑥 2 𝑦
𝜕𝑦 𝜕𝑥
(x is constant) (y is constant)

The general solution of an exact DE is either


∫ 𝑁(𝑦)𝑑𝑦 + ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = 𝑐 ----- F1
where 𝑁(𝑦) is the function obtained from 𝑁(𝑥, 𝑦) by removing the terms containing x.
or
∫ 𝑀(𝑥)𝑑𝑥 + ∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = 𝑐 ----- F2
where 𝑀(𝑥) is the function obtained from 𝑀(𝑥, 𝑦) by removing the terms containing y.

Example 1: Find the general solution of 2𝑥𝑦 𝑑𝑥 + (𝑦 2 + 𝑥 2 )𝑑𝑦 = 0.


Solution:
Test the equation for exactness.
𝑀(𝑥, 𝑦) = 2𝑥𝑦 𝑁(𝑥, 𝑦) = 𝑦 2 + 𝑥 2
𝜕𝑀 𝜕𝑁
= 2𝑥 ∙ 1 = 2𝑥 = 0 + 2𝑥 = 2𝑥
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
Since = 2𝑥 = , then the equation is exact.
𝜕𝑦 𝜕𝑥
Using F1,
∫ 𝑁(𝑦)𝑑𝑦 + ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = 𝑐
∫ 𝑦 2 𝑑𝑦 + ∫ 2𝑥𝑦 𝑑𝑥 = 𝑐
𝑦3
+ 2𝑦 ∫ 𝑥 𝑑𝑥 = 𝑐
3
𝑦3 𝑥2
+ 2𝑦 ∙ =𝑐
3 2
𝑦3
+ 𝑥2𝑦 = 𝑐 (multiply throughout the equation by 3)
3
3 2
𝑦 + 3𝑥 𝑦 = 𝑐
Using F2,
∫ 𝑀(𝑥)𝑑𝑥 + ∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = 𝑐
∫ 0 𝑑𝑥 + ∫(𝑦 2 + 𝑥 2 )𝑑𝑦 = 𝑐
𝑦3
+ 𝑥2 ∙ 𝑦 = 𝑐
3
𝑦 3 + 3𝑥 2 𝑦 = 𝑐
Example 2: Find the general solution of (2𝑥𝑦 − 𝑠𝑒𝑐 2 𝑥)𝑑𝑥 + (𝑥 2 + 2𝑦)𝑑𝑦 = 0.
Solution:
Test the equation for exactness.
𝑀(𝑥, 𝑦) = 2𝑥𝑦 − 𝑠𝑒𝑐 2 𝑥 𝑁(𝑥, 𝑦) = 𝑥 2 + 2𝑦
𝑀𝑦 = 2𝑥 ∙ 1 − 0 = 2𝑥 𝑁𝑥 = 2𝑥 + 0 = 2𝑥
The equation is exact since 𝑀𝑦 = 𝑁𝑥 .

Using F1,
∫ 𝑁(𝑦)𝑑𝑦 + ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = 𝑐
∫ 2𝑦 𝑑𝑦 + ∫(2𝑥𝑦 − 𝑠𝑒𝑐 2 𝑥)𝑑𝑥 = 𝑐
𝑦2
2∙ + 2𝑦 ∫ 𝑥 𝑑𝑥 − ∫ 𝑠𝑒𝑐 2 𝑥 𝑑𝑥 = 𝑐
2
𝑥2
𝑦 2 + 2𝑦 ∙ − 𝑡𝑎𝑛𝑥 = 𝑐
2
2 2
𝑦 + 𝑥 𝑦 − 𝑡𝑎𝑛𝑥 = 𝑐
Using F2,
∫ 𝑀(𝑥)𝑑𝑥 + ∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = 𝑐
∫ −𝑠𝑒𝑐 2 𝑥𝑑𝑥 + ∫(𝑥 2 + 2𝑦)𝑑𝑦 = 𝑐
−𝑡𝑎𝑛𝑥 + 𝑥 2 ∫ 𝑑𝑦 + 2 ∫ 𝑦 𝑑𝑦 = 𝑐
𝑦2
−𝑡𝑎𝑛𝑥 + 𝑥 2 ∙ 𝑦 + 2 ∙ =𝑐
2
𝑦 2 + 𝑥 2 𝑦 − 𝑡𝑎𝑛𝑥 = 𝑐

Example 3: Solve the equation (2𝑥𝑦 𝑐𝑜𝑠𝑥 2 − 2𝑥𝑦 + 1)𝑑𝑥 + (𝑠𝑖𝑛𝑥 2 − 𝑥 2 )𝑑𝑦 = 0.
Solution:
Verify if the equation is exact.
𝑀 = 2𝑥𝑦 𝑐𝑜𝑠𝑥 2 − 2𝑥𝑦 + 1 𝑁 = 𝑠𝑖𝑛𝑥 2 − 𝑥 2
𝑀𝑦 = 2𝑥𝑐𝑜𝑠𝑥 2 ∙ 1 − 2𝑥 ∙ 1 + 0=2𝑥𝑐𝑜𝑠𝑥 2 − 2𝑥 𝑁𝑥 = 𝑐𝑜𝑠𝑥 2 ∙ 2𝑥 − 2𝑥 = 2𝑥𝑐𝑜𝑠𝑥 2 − 2𝑥
The equation is exact since 𝑀𝑦 = 𝑁𝑥 .
Using F1,
∫ 𝑁(𝑦)𝑑𝑦 + ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = 𝑐
∫ 0 𝑑𝑦 + ∫(2𝑥𝑦 𝑐𝑜𝑠𝑥 2 − 2𝑥𝑦 + 1)𝑑𝑥 = 𝑐
𝑦 ∫ 2𝑥 𝑐𝑜𝑠𝑥 2 𝑑𝑥 − 2𝑦 ∫ 𝑥 𝑑𝑥 + ∫ 𝑑𝑥 = 𝑐 (let 𝑢 = 𝑥 2 , 𝑑𝑢 = 2𝑥 𝑑𝑥)
𝑥2
𝑦 ∫ 𝑐𝑜𝑠𝑢 𝑑𝑢 − 2𝑦 ∙ +𝑥 =𝑐
2
𝑦 𝑠𝑖𝑛𝑥 2 − 𝑥 𝑦 + 𝑥 = 𝑐
2

Using F2,
∫ 𝑀(𝑥)𝑑𝑥 + ∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = 𝑐
∫ 1 𝑑𝑥 + ∫(𝑠𝑖𝑛𝑥 2 − 𝑥 2 )𝑑𝑦 = 𝑐
∫ 𝑑𝑥 + (𝑠𝑖𝑛𝑥 2 − 𝑥 2 ) ∫ 𝑑𝑦=c
𝑥 + (𝑠𝑖𝑛𝑥 2 − 𝑥 2 )𝑦 = 𝑐
𝑥 + 𝑦𝑠𝑖𝑛𝑥 2 − 𝑥 2 𝑦 = 𝑐
Example 4: Solve the equation 3𝑦(𝑥 2 − 1)𝑑𝑥 + (𝑥 3 + 8𝑦 − 3𝑥)𝑑𝑦 = 0 such that when 𝑥 = 0, 𝑦 = 1.
Solution:
𝑀 = 3𝑦(𝑥 2 − 1) = 3𝑥 2 𝑦 − 3𝑦 𝑁 = 𝑥 3 + 8𝑦 − 3𝑥
2
𝑀𝑦 = 3𝑥 − 3 𝑁𝑥 = 3𝑥 2 − 3
The equation is exact.
∫ 𝑁(𝑦)𝑑𝑦 + ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = 𝑐
∫ 8𝑦 𝑑𝑦 + ∫(3𝑥 2 𝑦 − 3𝑦)𝑑𝑥 = 𝑐
𝑦2 𝑥3
8∙ + 3𝑦 ∙ − 3𝑦 ∙ 𝑥 = 𝑐
2 3
𝑥 3 𝑦 − 3𝑥𝑦 + 4𝑦 2 = 𝑐
Find 𝑐. When 𝑥 = 0, 𝑦 = 1.
(0)3 (1) − 3(0)(1) + 4(1)2 = 𝑐
𝑐=4
The required particular solution is
𝑥 3 𝑦 − 3𝑥𝑦 + 4𝑦 2 = 4

IN-TEXT ACTIVITY

1. Additional Lecture

REFERENCES

Rainville & Bedient (2014). Elementary Differential Equations, 8th Edition. Pearson Education
Zill & Wright (2013). Succeeding with Differential Equations, 8th Edition.Singapore: Cengage Learning
SELF-ASSESSMENT

Problem Set 7
(Exact Differential Equations)

Name: ________________ Score: ______________


Section: ________________ Date: ______________

Solve the following exact differential equations. Show all necessary steps (including the
the test for exactness) in your solutions and box your final answers. (5 pts each)

1. (2𝑥 + 𝑦 3 ) 𝑑𝑥 + (3𝑥𝑦 2 + 1)𝑑𝑦 = 0

2. (2𝑥𝑦 − 𝑡𝑎𝑛𝑦)𝑑𝑥 + (𝑥 2 − 𝑥𝑠𝑒𝑐 2 𝑦)𝑑𝑦 = 0

3. (𝑦 3 + 10𝑥𝑦 4 − 2𝑥) 𝑑𝑥 + (3𝑥𝑦 2 + 20𝑥 2 𝑦 3 )𝑑𝑦 = 0; 𝑦(1) = −1

4. (𝑤 3 + 𝑤𝑧 2 − 𝑧) 𝑑𝑤 + (𝑧 3 + 𝑤 2 𝑧 − 𝑤)𝑑𝑧 = 0

5. [2𝑥 + 𝑦 𝑐𝑜𝑠(𝑥𝑦)]𝑑𝑥 + 𝑥 𝑐𝑜𝑠(𝑥𝑦)𝑑𝑦 = 0

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