Lecture 3
Lecture 3
Most differential equations are not exact. However it is possible to make them exact differential
equation by multiplying with a non-zero function F x, y chosen so that the resulting
differential equation is exact
P x, y dx Q x, y dy 0 is a non-exact equation, we multiply with F x, y
FP x, y dx FQ x, y dy 0 is an exact equation
The function F x, y is called an integrating factor
Example 1
Show that the differential equation y dx x dy 0 is not exact but has an integrating factor
1 2 And solve the equation
x
Solution
P x, y y and Q x, y x
dP dQ
1 1
dy dx
dP dQ
the equation is not exact
dy dx
y dx x dy
FP x, y dx FQ x, y dy
x2
y 1
2 dx dy
x x
y 1
M and N
x2 x
M 1 N 1
2
y x x x 2
M N
Hence the equation is exact.
y x
By definition
f f
M and N
x y
f y
M 2
x x
f yx 2 dx
y
h y
x
f 1
h y .............................................................................. (i)
y x
f 1
N ................................................................................ (ii)
y x
Example 2
Verify that f x x3 is the integrating factor of 2sin y 2 dx xy cos y 2 dy 0 and then find
the general solution
Solution
If f x x3 is the integrating factor then FP x, y dx FQ x, y dy 0 is an exact equation
FP x, y dx FQ x, y dy 2 x 3 sin y 2 dx x 4 y cos y 2 dy 0
x sin y 2 C
1 4
f x, y
2
The general solution is x 4 sin y 2 K
Dividing through by FQ
1 P 1 F 1 Q
Q y F x Q x
Or
1 F 1 P Q
F x Q y x
Let R.H.S. be R x
1 F
R x
F x
1
dF R x dx
F
1
F dF R x dx
ln F R x dx
F e
R x dx
NB
F
If F F y then 0
x
Equation (3) becomes
F P Q
P F F
y y x
Dividing through by FP
1 F 1 P 1 Q
F y P y P x
or
1 F 1 Q P
F y P x y
Let R.H.S. be R y
1 F
R y
F y
1
dF R y dy
F
1
F dF R y dy
ln F R y dy
F e
R y dy
Example 1
Find the integrating factor of 2sin( y 2 ) dx xy cos( y 2 ) dy 0
P 2sin y 2 And Q xy cos y 2
P Q
4 cos y 2 y cos y 2
y x
1
R x 2
4 cos( y 2 ) y cos( y 2 )
xy cos( y )
4 1 3
x x x
3
x dx
F x e
e3ln x x 3
Example 2
Solve 2 y dx x dy 0
Solution
To check whether exact
M 2 y and N x
M N
2 1
y x
M N
hence not exact
y x
P 2 y and Qx
P Q
2 1
y x
1
R x 2 1
x
1
x
1
x dx
F x e
eln x x
2 xy dx x 2 dy 0 is an exact equation
M 2 xy and N x2
By definition
f f
M and N
x y
f
M 2 xy
x
f 2 xy dx
x2 y h y
f
Now x 2 h y ............................................................... (i)
y
f
But N x 2 .................................................................... (ii)
y
Example 3
Find the integrating factor of the differential equation 3 y dx 2 x dy 0 hence solve
The general solution
3
x 2y K
Example 4
Solve the initial value problem
2 xy dx 3x 2 4 y dy 0 y 0.2 1.5
Exercise
Solve the differential equations
a) 2 xe x y 2 dx 2 y dy 0 y 0 2
b) 2 y xy dx 2 x dy 0
c) y 1 dx x 1 dy 0
d) ay dx bx dy 0
e) y 2
3x dx xy dy 0