2.3. Exact First Order Differential Equations: Learning Objectives
2.3. Exact First Order Differential Equations: Learning Objectives
Example 1:
Consider the differential equation 2𝑥𝑦 + 𝑥 2 𝑑𝑦 = 0.
𝜕𝑓 𝜕𝑓
Notice that there is a 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 such that 𝜕𝑥 = 2𝑥𝑦, 𝜕𝑦 = 𝑥 2
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 = 2𝑥𝑦𝑑𝑥 + 𝑥 2 𝑑𝑦
Proof:
(i) Suppose the differential equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is exact.
By definition there exists a function 𝑓(𝑥, 𝑦) having continuous
first order partial derivatives such that
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦 ⟹ 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦
𝜕𝑥
𝜕𝑓 𝜕𝑓
⟹ 𝑀 = 𝜕𝑥 , 𝑁 = 𝜕𝑦
𝜕𝑀 𝜕 𝜕𝑓 𝜕2𝑓 𝜕𝑁 𝜕 𝜕𝑓 𝜕2𝑓
Now, = 𝜕𝑦 = 𝜕𝑦𝜕𝑥 and 𝜕𝑥 = 𝜕𝑥 = 𝜕𝑥𝜕𝑦
𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕2𝑓
Since 𝑀 and 𝑁 have continuous partial derivatives in 𝑅; 𝜕𝑦𝜕𝑥
𝜕2𝑓 𝜕2𝑓 𝜕2𝑓
and 𝜕𝑥𝜕𝑦 are continuous in 𝑅. Therefore, 𝜕𝑦𝜕𝑥 = 𝜕𝑥𝜕𝑦 in 𝑅
𝜕𝑀 𝜕𝑁
⟹ = in 𝑅. Thus, the condition is necessary.
𝜕𝑦 𝜕𝑥
(ii) We will now show that the condition is sufficient. Suppose
𝑥 𝑥
𝜕𝑀 𝜕𝑁
that 𝜕𝑦
= 𝜕𝑥
in 𝑅. Define 𝑢 𝑥, 𝑦 = 𝑀 𝑑𝑥 , where 𝑀 𝑑𝑥
denotes, the integration w.r.t 𝑥 treating 𝑦 as constant.
𝑥
𝜕𝑢 𝜕 𝜕𝑁 𝜕𝑀 𝜕 𝜕𝑢 𝜕2𝑢
Now, 𝜕𝑥 = 𝜕𝑥 𝑀 𝑑𝑥 = 𝑀 and 𝜕𝑥
= 𝜕𝑦
= 𝜕𝑦 𝜕𝑥
= 𝜕𝑦𝜕𝑥
in 𝑅.
(Since 𝑀 has continuous partial derivatives of first order in 𝑅;
𝑢𝑥𝑥 and 𝑢𝑦𝑥 are continuous in 𝑅. By a theorem in advanced
calculus 𝑢𝑦𝑥 = 𝑢𝑥𝑦 in 𝑅)
𝜕𝑁 𝜕2𝑢 𝜕2𝑢 𝜕 𝜕𝑢
⟹ = 𝜕𝑦𝜕𝑥 = 𝜕𝑦𝜕𝑥 in 𝑅 =
𝜕𝑥 𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢
= 𝜕𝑦 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 + ∅(𝑦)𝑑𝑦 = 𝑑𝑢 + ∅(𝑦)𝑑𝑦 = 𝑑 𝑢 + ∅(𝑦) 𝑑𝑦
Example 2: Solve
𝑎𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 + 𝑏𝑦 + 𝑓 𝑑𝑦 = 0
Solution:
The given differential equation is of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0,
where 𝑀 = 𝑎𝑥 + 𝑦 + 𝑔 and 𝑁 = 𝑥 + 𝑏𝑦 + 𝑓
𝜕𝑀 𝜕𝑁
Now, == . Thus, the given equation is exact.
𝜕𝑦 𝜕𝑥
The general solution is given by
Integrating factor
Let the differential equation 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 be not
exact. If it can be made exact by multiplying it by a suitable
function 𝜇(𝑥, 𝑦) ≠ 0 then 𝜇(𝑥, 𝑦) is called an integrating factor
(I.F.)
𝑦𝑑𝑥 −𝑥𝑑𝑦 𝑥
=0⟹𝑑 =0
𝑦2 𝑦
𝑥
Integrating, we get = 𝐶 , where 𝐶 is an arbitrary constant
𝑦
and it is the general solution of the given differential equation.
Note:
𝑥 𝑦𝑑𝑥 −𝑥𝑑𝑦 𝑥 𝑦𝑑𝑥 −𝑥𝑑𝑦
1) Notice that 𝑑 log = and 𝑑 tan−1 =
𝑦 𝑥𝑦 𝑦 𝑥 2 +𝑦 2
1 1
Thus, 𝑥𝑦 and are also integrating factors.
𝑥 2 +𝑦 2
𝜕𝑀 𝜕𝑁
Clearly, ≠ . Therefore, the given differential equation is
𝜕𝑦 𝜕𝑥
not exact. Rewrite the equation as
𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 𝑥𝑦 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0,
𝑑𝑥 𝑑𝑦
i.e., 𝑑 𝑥𝑦 + 𝑥 2 𝑦 2 − =0
𝑥 𝑦
𝑥
i.e., 𝑑 𝑥𝑦 + 𝑥 2 𝑦 2 𝑑 𝑙𝑛 =0
𝑦
1 𝑥 𝑥 1
i.e., 𝑥𝑦 2 𝑑 𝑥𝑦 + 𝑑 𝑙𝑛 = 0, i.e., 𝑑 𝑙𝑛 − 𝑥𝑦 = 0.
𝑦 𝑦
𝑥 1
Integrating, we get 𝑙𝑛 − 𝑥𝑦 = 𝐶.
𝑦
−1 𝑥 𝑦𝑑𝑥 −𝑥𝑑𝑦 𝑒𝑥 𝑦𝑒 𝑥 𝑑𝑥 −𝑒 𝑥 𝑑𝑦
𝑣𝑖𝑖 𝑑 tan = , 𝑣𝑖𝑖𝑖 𝑑 =
𝑦 𝑥 2 +𝑦 2 𝑦 𝑦2
𝑥𝑑𝑦 +𝑦𝑑𝑥
𝑖𝑥 𝑑 sin−1 𝑥𝑦 =
1−𝑥 2 𝑦 2
Method 2:
If 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is a homogeneous differential
equation (i.e. ,𝑀(𝑥, 𝑦)𝑎𝑛𝑑 𝑁(𝑥, 𝑦) are homogeneous functions
1
the same degree) and 𝑀𝑥 + 𝑁𝑦 ≠ 0 then is an
𝑀𝑥 +𝑁𝑦
integrating factor.
Example 5: Solve
𝑥 2 𝑦 − 2𝑥𝑦 2 𝑑𝑥 − 𝑥 3 − 3𝑥 2 𝑦 𝑑𝑦 = 0
Solution:
The given equation is of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0,where
𝑀 = 𝑥 2 𝑦 − 2𝑥𝑦 2 , 𝑁 = −𝑥 3 + 3𝑥 2 𝑦
𝜕𝑀 𝜕𝑁
Now, = 𝑥 2 − 4𝑥𝑦 ; = −3𝑥 2 + 6𝑥𝑦.
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
Clearly, ≠ . Therefore, the given differential equation is
𝜕𝑦 𝜕𝑥
not exact and we look for an I.F. Notice that 𝑀 and 𝑁 are
homogeneous functions of the same degree 3 and
𝑀𝑥 + 𝑁𝑦 = 𝑥 𝑥 2 𝑦 − 2𝑥𝑦 2 + 𝑦 −𝑥 3 + 3𝑥 2 𝑦 = 𝑥 2 𝑦 2 ≠ 0
1 1
Therefore, 𝑀𝑥 +𝑁𝑦 = 𝑥 2 𝑦 2 is an integrating factor, multiplying
the given equation by the I.F. we get
1 2 −𝑥 3
− 𝑥 𝑑𝑥 + + 𝑦 𝑑𝑦 = 0
𝑦 𝑦2
1 2
3 x
i.e., dx dy ln C 2lnx 3lny lnC
y x y y
−𝑥 −𝑥
𝑦3 3 2
𝑖. 𝑒. , 𝑥 2 = 𝑐. 𝑒 , 𝑖. 𝑒. , 𝑦 = 𝑐𝑥 𝑒
𝑦 𝑦 , where 𝐶 is the arbitrary
constant
Method 3:
If the differential equation of 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is of
the form 𝑦𝑓 𝑥𝑦 𝑑𝑥 + 𝑥𝑔 𝑥𝑦 𝑑𝑦 = 0 and 𝑀𝑥 − 𝑁𝑦 ≠ 0 then
1
is an I.F.
𝑀𝑥 −𝑁𝑦
Example 6: Solve
𝑥 3 𝑦 4 + 𝑥 2 𝑦 3 + 𝑥𝑦 2 + 𝑦 𝑑𝑥 + 𝑥 4 𝑦 3 − 𝑥 3 𝑦 2 − 𝑥 2 𝑦 + 𝑥 𝑑𝑦 = 0
Solution:
The given differential equation is of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0
where 𝑀 = 𝑥 3 𝑦 4 + 𝑥 2 𝑦 3 + 𝑥𝑦 2 + 𝑦,
𝑁 = 𝑥4𝑦3 − 𝑥3𝑦2 − 𝑥2𝑦 + 𝑥
𝜕𝑀
Now, = 4𝑥 3 𝑦 3 + 3𝑥 2 𝑦 2 + 2𝑥𝑦 + 1, and
𝜕𝑦
𝜕𝑁
= 4𝑥 3 𝑦 3 − 3𝑥 2 𝑦 2 − 2𝑥𝑦 + 1
𝜕𝑦
𝜕𝑀 𝜕𝑁
Clearly, ≠ .Therefore, the given differential equation is
𝜕𝑦 𝜕𝑦
not exact and we look up for an I.F. The given differential
equation can be written as 𝑦𝑓 𝑥𝑦 𝑑𝑥 + 𝑥𝑔 𝑥𝑦 𝑑𝑦 = 0 ,
where 𝑓 𝑥𝑦 = 𝑥 3 𝑦 3 + 𝑥 2 𝑦 2 + 𝑥𝑦 + 1 ,
𝑔 𝑥𝑦 = 𝑥 3 𝑦 3 − 𝑥 2 𝑦 2 − 𝑥𝑦 + 1,
Notice that
𝑀𝑥 − 𝑁𝑦 = 𝑥𝑦 𝑓 𝑥𝑦 − 𝑔(𝑥𝑦) = 2𝑥 2 𝑦 2 𝑥𝑦 + 1 ≠ 0
1 1
Therefore, 𝑀𝑥 −𝑁𝑦 = 2𝑥 2 𝑦 2 is an integrating factor.
𝑥𝑦 +1
𝑥 2 𝑦 2 +1 𝑥𝑦 +1 𝑥 2 𝑦 2 −𝑥𝑦 +1 −𝑥𝑦 𝑥𝑦 +1
⟹ 𝑦𝑑𝑥 + . 𝑥𝑑𝑥 = 0
2𝑥 2 𝑦 2 2𝑥 2 𝑦 2 𝑥𝑦 +1
𝑥 2 𝑦 2 +1 𝑥 2 𝑦 2 −2𝑥𝑦 +1
⟹ 𝑦𝑑𝑥 + 𝑥𝑑𝑥 = 0
𝑥 2𝑦 2 𝑥 2𝑦 2
1 2 1
⟹ 𝑦 + 𝑥 2 𝑦 𝑑𝑥 + 𝑥 − 𝑦 + 𝑥 2 𝑦 2 𝑑𝑥 = 0
1 2
1
i.e., y 2 dx 2 dy C xy 2lny C ,
x y y xy
where 𝐶 is any arbitrary constant.
Method 4:
1 𝜕𝑀 𝜕𝑁 𝑓(𝑥)𝑑𝑥
If 𝑁 − 𝜕𝑥 is a function of 𝑥 alone say 𝑓(𝑥), then 𝑒 is
𝜕𝑦
an integrating factor of the differential equation
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0.
Example 7: Solve
1
2
𝑥𝑦 − 𝑒 𝑥3 𝑑𝑥 − 𝑥 2 𝑦𝑑𝑦 = 0.
Solution:
1
2
It is of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0, where 𝑀 = 𝑥𝑦 − 𝑒 𝑥3 ,
𝜕𝑀 𝜕𝑁
𝑁 = −𝑥 2 𝑦. Now, = 2𝑥𝑦 , 𝜕𝑥 = −2𝑥𝑦.
𝜕𝑦
𝜕𝑀 𝜕𝑁
Clearly, 𝜕𝑦 ≠ 𝜕𝑥 . Therefore, the given differential equation is
not exact. We look for an I.F.
1 𝜕𝑀 𝜕𝑁 4𝑥𝑦 4
Notice that 𝑁 − 𝜕𝑥 = −𝑥 2 𝑦 = − 𝑥 = 𝑓 𝑥 (say)
𝜕𝑦
4
𝑓 𝑥 𝑑𝑥 − 𝑑𝑥 1
Therefore, 𝐼. 𝐹 = 𝑒 =𝑒 𝑥 = 𝑒 −4 log 𝑥 = 𝑥 4 .
1
𝑦2 1
x
⟹ − 𝑥4 𝑒 𝑥3 𝑑𝑥 + 0 𝑑𝑦 = 𝐶
𝑥3
𝑦2 1 1
⟹ − 2𝑥 2 − 𝑒 𝑡 − 3 𝑑𝑡 = 𝐶 , where 𝑡 = 𝑥 3
1
𝑦2 𝑒𝑥3
⟹ − 2𝑥 2 + = 𝐶 , where 𝐶 is an arbitrary constant.
3
Method 5:
1 𝜕𝑁 𝜕𝑀
If 𝑀 − is a function of 𝑦 alone say 𝑔 𝑦 , then
𝜕𝑥 𝜕𝑦
𝑔 𝑦 𝑑𝑦
𝑒 is an I.F of the differential equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0.
Example 8: Solve
𝑥𝑦 3 + 𝑦 𝑑𝑥 + 2 𝑥 2 𝑦 2 + 𝑥 + 𝑦 4 𝑑𝑦 = 0.
Solution:
It is of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0, where 𝑀 = 𝑥𝑦 3 + 𝑦,
𝜕𝑀 𝜕𝑁
𝑁 = 𝑥 2 𝑦 2 + 𝑥 + 𝑦 4 . Now, = 3𝑥𝑦 2 + 1 , 𝜕𝑥 = 4𝑥𝑦 2 + 2
𝜕𝑦
𝜕𝑀 𝜕𝑁
Clearly, 𝜕𝑦
≠ 𝜕𝑥
. Therefore, the given differential equation is
not exact. We look for an I.F. Notice that
1 𝜕𝑁 𝜕𝑀 4𝑥𝑦 2 +2−3𝑥𝑦 2 −1 𝑥𝑦 2 +1 1
− = = = = 𝑔 𝑦 (say)
𝑀 𝜕𝑥 𝜕𝑦 𝑥𝑦 3 +𝑦 𝑦 𝑥𝑦 2 +1 𝑦
1
𝑔 𝑦 𝑑𝑦 𝑑𝑦
Therefore, 𝐼. 𝐹 = 𝑒 =𝑒 𝑦 = 𝑒 log 𝑦 = 𝑦
Multiplying the given differential equation by the I.F, we get
𝑥𝑦 4 + 𝑦 2 𝑑𝑥 + 2 𝑥 2 𝑦 3 + 𝑥𝑦 + 𝑦 5 𝑑𝑦 = 0
It is of the form 𝑀1 𝑑𝑥 + 𝑁1 𝑑𝑦 = 0 and it is exact.
𝑥 2𝑦 4
x x
4 2
Let, 𝑢 = 𝑀1 𝑑𝑥 = 𝑥𝑦 + 𝑦 𝑑𝑥 = + 𝑥𝑦 2 and
2
𝜕𝑢
∅ 𝑦 = 𝑁1 − 𝜕𝑦 = 2𝑥 2 𝑦 3 + 2𝑥𝑦 + 2𝑦 5 − 2𝑥 2 𝑦 3 − 2𝑥𝑦 = 2𝑦 5
Method 6
If the given differential equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is not exact
and can be put in the form
Example 9: Solve
(3𝑥 + 2𝑦 2 )𝑦𝑑𝑥 + 2𝑥(2𝑥 + 3𝑦 2 )𝑑𝑦 = 0
Solution:
It is of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0, where = 3𝑥𝑦 + 2𝑦 3 ,
𝑁 = 4𝑥 2 + 6𝑥𝑦 2
𝜕𝑀 𝜕𝑁 𝜕𝑀 𝜕𝑁
Now, = 3𝑥 + 6𝑦 2
, 𝜕𝑥 = 8𝑥 + 12𝑥𝑦. Clearly, 𝜕𝑦 ≠ 𝜕𝑥 .
𝜕𝑦
Therefore , the given differential equation is not exact.
The given equation can be put in the form
𝑥 3𝑦 𝑑𝑥 + 4𝑥 𝑑𝑦 + 𝑦 2 2𝑥 𝑑𝑥 + 6𝑥 𝑑𝑦 = 0
Let 𝑥 𝑦 𝑘 be an I.F. Multiply the given equation by 𝑥 𝑦 𝑘 , we get,
⟹ 3 𝑘 + 1 𝑥 +1 𝑦 𝑘 + 2 𝑘 + 3 𝑥 𝑦 𝑘+2
= 4 + 2 𝑥 +1 𝑦 𝑘 + 6( + 1)𝑥 𝑦 𝑘+2
⟹ 3 𝑘 + 1 = 4 + 2 𝑎𝑛𝑑 2 𝑘 + 3 = 6( + 1)
⟹ 3𝑘 − 4 ≠ 5, 𝑘 − 3 = 0
Solving, we get = 1, 𝑘 = 3. Thus 𝑥𝑦 3 is an I.F. Multiplying the
given equation by 𝑥𝑦 3 we get,
3𝑥 2 𝑦 4 + 2𝑥𝑦 6 𝑑𝑥 + 4𝑥 3 𝑦 3 + 6𝑥 2 𝑦 5 𝑑𝑦 = 0
It is of the form 𝑀1 𝑑𝑥 + 𝑁1 𝑑𝑦 = 0 and this is exact. The general
solution is given by
x
𝑀1 𝑑𝑥 +
𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 𝑁1 𝑓𝑟𝑒𝑒 𝑓𝑟𝑜𝑚 𝑥 𝑑𝑦 = 𝐶
i.e.,
3𝑥 2 𝑦 4 + 2𝑥𝑦 6 𝑑𝑥 +
0 𝑑𝑦 = 𝐶
⟹ 𝑥 3 𝑦 4 + 𝑥 2 𝑦 6 = 𝐶, i.e., 𝑥 2 𝑦 4 𝑥 + 𝑦 2 = 𝐶, where 𝐶 is an
arbitrary constant.
ANNEXURE:
Partial Derivatives
The derivative of a function of several variables w.r.t one of the
independent variables keeping all the other independent
variables as constant is called the partial derivative of the
function w.r.t that variable.
Let 𝑧 = 𝑓 𝑥, 𝑦 be a function of two independent variables 𝑥
and 𝑦 defined in a domain of 𝑥𝑦 − plane. The partial
𝜕𝑓 𝜕𝑓
derivatives of 𝑓 w.r.t 𝑥 and 𝑦 are denoted by 𝜕𝑥 and 𝜕𝑦
respectively and are defined as below:
𝜕𝑓 𝑓 𝑥+∆𝑥,𝑦 −𝑓(𝑥,𝑦) 𝜕𝑓 𝑓 𝑥,𝑦+∆𝑦 −𝑓(𝑥,𝑦)
= lim ; = lim
𝜕𝑥 ∆𝑥→0 ∆𝑥 𝜕𝑦 ∆𝑦→0 ∆𝑦
Note: If 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are continuous at the point 𝑃(𝑎, 𝑏) then
at this point 𝑓𝑥𝑦 = 𝑓𝑦𝑥 . That is, the order of the differentiation
is immaterial in this case.
Example:
𝑦
Let 𝑓 𝑥, 𝑦 = ln 𝑥 2 + 𝑦 2 + 𝑡𝑎𝑛−1 , 𝑥, 𝑦 ≠ 0,0
𝑥
𝑦 2 −𝑥 2 −4𝑥𝑦
= 𝑥 2 +𝑦 2 2
𝜕 𝜕 2𝑦+𝑥 𝑥 2 +𝑦 2 1− 2𝑦+𝑥 2𝑥
𝑓𝑥𝑦 𝑥, 𝑦 = 𝜕𝑥 𝑓𝑦 = 𝜕𝑥 =
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 2
𝑦 2 −𝑥 2 −4𝑥𝑦
=
𝑥 2 +𝑦 2 2
𝜕 𝜕 2𝑥−𝑦 𝑥 2 +𝑦 2 2− 2𝑥−𝑦 2𝑥
𝑓𝑥𝑥 𝑥, 𝑦 = 𝜕𝑥 𝑓𝑥 = 𝜕𝑥 =
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 2
2𝑦 2 −2𝑥 2 +2𝑥𝑦
= 𝑥 2 +𝑦 2 2
𝜕 𝜕 2𝑦+𝑥 𝑥 2 +𝑦 2 2− 2𝑦 +𝑥 2𝑦
𝑓𝑦𝑦 𝑥, 𝑦 = 𝜕𝑦 𝑓𝑦 = 𝜕𝑦 =
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 2
2𝑥 2 −2𝑦 2 −2𝑥𝑦
= 𝑥 2 +𝑦 2 2