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Lecture 3

The document discusses non-exact differential equations and how to make them exact by finding an integrating factor. It provides the process for determining the integrating factor and examples of applying the method to solve different non-exact differential equations.

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Peter Wambuor
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0% found this document useful (0 votes)
13 views

Lecture 3

The document discusses non-exact differential equations and how to make them exact by finding an integrating factor. It provides the process for determining the integrating factor and examples of applying the method to solve different non-exact differential equations.

Uploaded by

Peter Wambuor
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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NON – EXACT EQUATIONS

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

So comparing (i) and (ii)  h  y   0


h y  C
y
 f  x, y   
C
x
The general solution is  y  Kx

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

M  2 x3 sin  y 2  and N  x 4 y cos  y 2 


M N
 4 x3 y cos  y 2   4 x 3 y cos  y 2 
y x
M N
Hence  the equation is exact.
y x
By definition
f f
M and N 
x y
f
 M  2 x 3 sin  y 2 
x

 f   2 x3 sin  y 2  dx 
x sin  y 2   h  y 
2 4

4
f
 x 4 y cos  y 2   h  y  ......................................................... (i)
y
f
 N  x 4 y cos  y 2  .................................................................... (ii)
y

So comparing (i) and (ii)  h  y   0


h y  C

x sin  y 2   C
1 4
 f  x, y  
2
The general solution is  x 4 sin  y 2   K

HOW TO FIND THE INTEGRATING FACTOR


The non exact equation P  x, y  dx  Q  x, y  dy  0 is made exact by multiplying with the
integrating factor F  x, y  to get
FP  x, y  dx  FQ  x, y  dy  0 (1)
M  x, y  dx  N  x, y  dy  0 is an exact equation then
M  FP  x. y  and N  FQ  x. y 
M N
For exact equations 
y x
FP FQ
  (2)
y x
or
F P F Q
PF  QF (3)
y y x x

Assuming integrating factor only depends on one variable say


F
F  F  x  Then 0
y
Equation (3) becomes
P F Q
F  QF
y x x

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

This is the integrating factor

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

This is the integrating factor in terms of

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 Qx
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

So comparing (i) and (ii)  h  y   0


h y  C
 f  x, y   x 2 y  C
The general solution is  x 2 y  C

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

The general solution


x2 y3  y 4  C

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

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