First Order ODEs-Exact

Differential Equations with Boundary Value Problems,

7th Edition, Section 2.4

Dr. Hina Dutt

[email protected]
Partial Derivatives
Example
Example
𝜕𝑓 2
1
𝑓𝑦 = = 0 + 3𝑦 + 𝑥 − 2 − 𝑠𝑖𝑛 𝑥𝑦 𝑥 1
𝜕𝑦 𝑦
We can further differentiate 𝑓𝑥 and 𝑓𝑦 .
𝜕 𝜕𝑓 𝜕2𝑓 1
= = 0 − 2 − 𝑠𝑖𝑛 𝑥𝑦 − 𝑦𝑐𝑜𝑠 𝑥𝑦 𝑥 1
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 𝑦
𝜕 𝜕𝑓 𝜕2𝑓 1
= = 0 − 2 − 𝑠𝑖𝑛 𝑥𝑦 − 𝑥𝑐𝑜𝑠 𝑥𝑦 𝑦 1
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝑦
𝜕2𝑓 𝜕2𝑓
⇒ =
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦

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Total Differential
Example
Exact Differential
An expression
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 … … … (1)
is called an exact differential if there exists a
continuously differentiable function 𝑓 𝑥, 𝑦 of
two variables 𝑥 & 𝑦 such that the expression (1)
is equal to total differential 𝒅𝒇 i.e,
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
𝜕𝑥 𝜕𝑦

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Example
Since
𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(𝑥𝑦)
So
𝑥𝑑𝑦 + 𝑦𝑑𝑥
is exact differential.

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Exact ODEs
A first order DE M ( x, y) dx + N ( x, y) dy = 0

is called an exact DE if there exits a function

f(x, y) such that
df = M ( x, y ) dx + N ( x, y ) dy
Here df is the ‘total differential’ of f(x, y)
and equals f f
dx + dy
x y
Test for Exactness
Suppose M ( x, y) dx + N ( x, y) dy = 0
is exact. Hence there exists a function f(x, y)
such that
f f
M ( x, y ) dx + N ( x, y ) dy = df = dx + dy
x y
f f
Hence = M, =N
x y
Assuming all the 2nd order mixed derivatives
of f(x, y) are continuous, we get
Test for Exactness
M  f2
 f N
2
= = =
y yx xy x
Thus a necessary condition for exactness is

M N
=
y x
Then General Solution of Exact ODE is
𝑓 𝑥, 𝑦 = 𝑐
Working Rule to Solve Exact ODE
If first order ODE with general form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
is exact ODE, then there exists a function 𝑓 𝑥, 𝑦
such that
𝑑𝑓 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
or
𝜕𝑓 𝜕𝑓
𝑑𝑥 + 𝑑𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
𝜕𝑥 𝜕𝑦

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Working Rule to Solve Exact ODE
𝜕𝑓 𝜕𝑓
𝑑𝑥 + 𝑑𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦
𝜕𝑥 𝜕𝑦
From above equation
𝜕𝑓
= 𝑀 𝑥, 𝑦 … … … (1)
𝜕𝑥
and
𝜕𝑓
= 𝑁 𝑥, 𝑦 … … … (2)
𝜕𝑦

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Working Rule to Solve Exact ODE
Method I:
I. Integrate (1) w.r.t 𝑥 using constant of integration a
function of 𝑦 i.e, 𝑔(𝑦) to get 𝑓(𝑥, 𝑦).
𝜕𝑓
II. Differentiate thus obtained 𝑓 𝑥, 𝑦 w.r.t 𝑦 to get .
𝜕𝑦
III. Equate it with (2) to find expression for constant of
integration 𝑔(𝑦).
IV. Put value of 𝑔(𝑦) to find complete expression for
𝑓(𝑥, 𝑦) by replacing value of constant.
V. 𝑓 𝑥, 𝑦 = 𝑐 is general solution of given ODE.
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Working Rule to Solve Exact ODE
Method II:
I. Integrate (2) w.r.t 𝑦 using constant of integration a
function of 𝑥, i.e, 𝑔(𝑥)) to get 𝑓(𝑥, 𝑦).
𝜕𝑓
II. Differentiate thus obtained 𝑓 𝑥, 𝑦 w.r.t 𝑥 to get .
𝜕𝑥
III. Equate it with (1) to find expression for constant of
integration 𝑔(𝑥).
IV. Put value of 𝑔(𝑥) to find complete expression for
𝑓(𝑥, 𝑦) by replacing value of constant.
V. 𝑓 𝑥, 𝑦 = 𝑐 is general solution of given ODE.

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Working Rule to Solve Exact ODE
Method III:
I. Integrate (1) w.r.t 𝑥 to get 𝑓(𝑥, 𝑦). Constant of
integration is function of 𝑦,i.e, ℎ(𝑦).
II. Integrate (2) w.r.t 𝑦 to get 𝑓(𝑥, 𝑦). Constant of
integration is function of 𝑥 i.e, 𝑔(𝑥).
III. Equate both expression of 𝑓(𝑥, 𝑦).
IV. Term(s) independent of 𝑥 is value of ℎ(𝑦) and
term(s) independent of 𝑦 is value of 𝑔(𝑥).
V. Replace value of h(y) or 𝑔(𝑥) in 𝑓(𝑥, 𝑦).
VI. 𝑓 𝑥, 𝑦 = 𝑐 is general solution.
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Example 1. Solve ( x + 2 )dy + y dx = 0
y

2
Here M = y, N = ( x + )
y

M N
=1=
y x Hence exact.

Now f ( x, y ) =  M dx =  y dx = xy + g ( y )
x x
Differentiating partially w.r.t. y, we get
f 2
= x + g ( y ) = N = x +
y y
Hence g ( y ) = 2
y
Integrating, we get g ( y ) = 2ln | y |

Hence f ( x, y) = xy + g ( y ) = xy + 2ln | y |
Thus the solution of the given ODE is
xy + 2ln | y | = c, c an arbitrary constant.
Example 2. Solve
(2 x y + sin y)dx + (4 x y + x cos y) dy = 0
4 2 3

Here M = 2 xy 4 + sin y, N = 4 x 2 y 3 + x cos y

M N Hence exact.
= 8 xy + cos y =
3

y x
Now f ( x, y ) =  M dx =  (2 xy + sin y ) dx
4

x x

= x y + x sin y + g ( y)
2 4
 Differentiating partially w.r.t. y, we get
f
= 4 x y + x cos y + g ( y )
2 3

y
= N = 4 x y + x cos y Hence g ( y ) = 0
2 3

Integrating, we get g ( y ) = 0
Hence
f ( x, y) = x y + x sin y + g ( y) = x y + x sin y
2 4 2 4

Thus the solution of the given ODE is

x y + x sin y = c, c an arbitrary constant.
2 4
In the above problems, we found f(x, y) by
integrating M partially w.r.t. x and then
f
equated to N .
y
We can reverse the roles of x and y. That is
we can find f(x, y) by integrating N partially
f
w.r.t. y and then equate to M .
x
The next example illustrates this.
 Example 3. Solve
(1 + y sin 2 x)dx − 2 y cos x dy = 0
2 2

Here M = 1 + y sin 2 x, N = −2 y cos2 x

2

M N
= 2 y sin 2 x; = 4 y cos x  sin x = 2 y sin 2 x
y x
Hence exact.
Now f ( x, y ) =  N dy =  −2 y cos x dy
2

y y
= − y cos x + g ( x)
2 2
 Differentiating partially w.r.t. x, we get
f
= 2 y cos x  sin x + g ( x) = y sin 2 x + g ( x)
2 2

x
= M = 1 + y sin 2 x gives
2
g ( x) = 1
Integrating, we get g ( x) = x
Hence
f ( x, y) = − y cos x + g ( x) = − y cos x + x
2 2 2 2

Thus the solution of the given ODE is

x − y cos x = c, c an arbitrary constant.
2 2
Reference Book:
Differential Equations with Boundary Value
Problem, 7th edition, Section 2.4

Practice Questions:
Ex. 2.4
Q.1-Q.28

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