Subject ENGGMATH 5 - Differential Equations Lesson No.

07
Instructor Engr. Kris Knowell Nugao Title First Order Linear Differential Equations

Solving Non-exact Differential Equations Made Exact by Integrating Factors

• Not all linear differential equations (D.E.’s) are variable separable, homogeneous and let
alone, exact. Some of these linear D.E.’s are non-variable separable, non-homogeneous and
non-exact.
• A linear differential equation that is neither variable separable, neither homogeneous and
neither exact can be solved by multiplying the equation with a certain term which we call
integrating factor.
• An integrating factor is introduced into the equation so as to convert the equation from a non-
exact, non-homogeneous and inseparable equation to an EXACT differential equation.
• Once a differential equation is made exact using an integrating factor, then, the method for
solving exact differential equations can be used to obtain the general (and particular solution
as applicable) solution.

Given the first order equation: 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0

• If the equation is not exact, it can be multiplied with a certain suitable function to make the
D.E. exact.
• This function is called integrating factor.
𝜇 = 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑎𝑐𝑡𝑜𝑟 (𝐼𝐹)
𝜇𝑀(𝑥, 𝑦)𝑑𝑥 + 𝜇(𝑁(𝑥, 𝑦)𝑑𝑦 = 0 (exact D.E.)

• After multiplying the integrating factor and obtaining the resulting differential equation, use
the test for exactness to verify whether the differential equation is now exact.

𝜕(𝜇𝑀) 𝜕(𝜇𝑁)
=
𝜕𝑦 𝜕𝑥

• Our goal is to first to obtain the integrating factor. Evaluating the above partial derivatives, we
get,
𝜕(𝜇𝑀) 𝜕(𝜇𝑁)
=
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝜇 𝜕𝑁 𝜕𝜇
𝜇 +𝑀 = 𝜇 + 𝑁
𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑥
𝜕𝑀 𝜕𝑁 𝜕𝜇 𝜕𝜇
𝜇( − )= 𝑁 − 𝑀
𝜕𝑦 𝜕𝑥 𝜕𝑥 𝜕𝑦

𝐿𝑒𝑡:

𝜕𝑀 𝜕𝑁
= 𝑀𝑦 𝑎𝑛𝑑 = 𝑁𝑥
𝜕𝑦 𝜕𝑥

𝐼𝑓 𝜇 𝑖𝑠 𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 "x" 𝑎𝑙𝑜𝑛𝑒:

0
𝜕𝜇 𝜕𝜇
𝜇(𝑥) (𝑀𝑦 − 𝑁𝑥 ) = 𝑁 −𝑀
𝜕𝑥 𝜕𝑦
𝜕𝜇
𝜇(𝑥)(𝑀𝑦 − 𝑁𝑥 ) = 𝑁
𝜕𝑥

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Subject ENGGMATH 5 - Differential Equations Lesson No. 07
Instructor Engr. Kris Knowell Nugao Title First Order Linear Differential Equations

𝑡ℎ𝑒𝑛:
𝜕𝜇 𝑑𝜇
𝑡𝑢𝑟𝑛𝑠 𝑖𝑛𝑡𝑜 𝑠𝑖𝑛𝑐𝑒 𝝁 𝑖𝑠 𝑎 𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏 𝒐𝒇 𝒙 𝑎𝑙𝑜𝑛𝑒
𝜕𝑥 𝑑𝑥
𝑑𝜇
𝜇(𝑥)(𝑀𝑦 − 𝑁𝑥 ) = 𝑁
𝑑𝑥
• The above equation now become variable separable and we can manipulate the equation
and obtain,
𝑑𝜇 𝑀𝑦 − 𝑁𝑥
=( ) 𝑑𝑥
𝜇(𝑥) 𝑁
𝑀𝑦 − 𝑁𝑥
𝐿𝑒𝑡 𝜌 (𝑥) =
𝑁
𝑇ℎ𝑒 𝑟𝑒𝑠𝑢𝑙𝑡𝑖𝑛𝑔 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛:
𝑑𝜇
= 𝜌 (𝑥) 𝑑𝑥
𝜇(𝑥)
𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛:
ln 𝜇(𝑥) = ∫ 𝜌 (𝑥) 𝑑𝑥

𝑒 ln 𝜇(𝑥) = 𝑒 ∫ 𝜌 (𝑥) 𝑑𝑥
𝜇(𝑥) = 𝑒∫ 𝜌 (𝑥) 𝑑𝑥

• The integrating factor, 𝜇(𝑥), is now obtained which is a function of x alone.

• If the integrating factor that is desired is to be a function in terms of y, we will have:

𝜕𝑀 𝜕𝑁 𝜕𝜇 0 𝜕𝜇
𝜇(𝑦) ( − )= 𝑁 − 𝑀
𝜕𝑦 𝜕𝑥 𝜕𝑥 𝜕𝑦
𝜕𝑀 𝜕𝑁 𝜕𝜇
𝜇(𝑦) ( − )= − 𝑀
𝜕𝑦 𝜕𝑥 𝜕𝑦
𝑑𝜇
𝜇(𝑦)(𝑀𝑦 − 𝑁𝑥 ) = − 𝑀 (𝑠𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒 𝐷. 𝐸. )
𝑑𝑦
𝑑𝜇 (𝑀𝑦 − 𝑁𝑥 )
= − 𝑑𝑦
𝜇(𝑦) 𝑀
(𝑀𝑦 − 𝑁𝑥 )
𝐿𝑒𝑡: 𝜌 (𝑦) = −
𝑀
𝑑𝜇
= 𝜌(𝑦) 𝑑𝑦
𝜇(𝑦)
𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛:
ln 𝜇(𝑦) = ∫ 𝜌 (𝑦) 𝑑𝑦

𝑒 ln 𝜇(𝑦) = 𝑒 ∫ 𝜌 (𝑦) 𝑑𝑦
𝜇(𝑦) = 𝑒∫ 𝜌 (𝑦) 𝑑𝑦

• The integrating factor, 𝜇(𝑦), is now obtained which is a function of y alone.

• If the divisor is N for the difference in the partial derivatives My and Nx, the integrating factor
obtained, 𝜇(𝑥) is a function of x.

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 Subject ENGGMATH 5 - Differential Equations Lesson No. 07
Instructor Engr. Kris Knowell Nugao Title First Order Linear Differential Equations

• If the divisor is M for the difference in the partial derivatives My and Nx, the integrating factor
obtained, 𝜇(𝑦) is a function of y. Do not forget that when using M as the divisor, there is a
multiplier of -1.
𝑑𝜇 (𝑀𝑦 − 𝑁𝑥 )
= − 𝑑𝑦
𝜇(𝑦) 𝑀

• The obtained integrating factor, either 𝜇(𝑥) or 𝜇(𝑦), will now be multiplied to the original
differential equation to make it an exact D.E.

Examples:

1.) 𝑦(4𝑥 + 𝑦) − 2(𝑥 2 − 𝑦)𝑦′ = 0

𝑑𝑥 2𝑥−4𝑥𝑦−𝑥 2
2.) =
𝑑𝑦 𝑥𝑦+1

3.) 2𝑦(𝑥 2 − 𝑦 + 𝑥) + (𝑥 2 𝑦′ − 2𝑦𝑦′) = 0

First Order Linear Differential Equations

• A linear differential equation may take the following form:

𝑎1 (𝑥) 𝑦 ′ + 𝑎0 (𝑥) 𝑦 = 𝑓(𝑥)

where:
𝑎1 (𝑥) is the coefficient of y’ (first derivative of the dependent
variable)
𝑎0 (𝑥) is the coefficient of y (dependent variable)

• This form of differential equation can be converted into the standard form of a first order
linear differential equation (FOLDE):

𝑎1 (𝑥) ′ 𝑎0 (𝑥) 𝑓(𝑥)

𝑦 + 𝑦 =
𝑎1 (𝑥) 𝑎1 (𝑥) 𝑎1 (𝑥)

𝑎0 (𝑥) 𝑓(𝑥)
𝑦′ + 𝑦 =
𝑎1 (𝑥) 𝑎1 (𝑥)

𝑎0 (𝑥) 𝑓(𝑥)
𝐿𝑒𝑡: 𝑃(𝑥) = & 𝑄(𝑥) =
𝑎1 (𝑥) 𝑎1 (𝑥)

Standard form of a F.OL.D.E.: 𝑦 ′ + 𝑝(𝑥) 𝑦 = 𝑞(𝑥)

where:
𝑝(𝑥) is the coefficient of y and is a function of x alone
𝑞(𝑥) is the a function of x alone

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 Subject ENGGMATH 5 - Differential Equations Lesson No. 07
Instructor Engr. Kris Knowell Nugao Title First Order Linear Differential Equations

Obtaining the integrating factor of a F.O.L.D.E:

• Recall that the differential form of a first order linear differential equation (F.O.L.D.E.):

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0

• To convert the standard form into the differential form of a D.E., multiply the standard form
of a F.O.L.D.E with dx. We will obtain the equation:

[𝑦 ′ + 𝑝(𝑥) 𝑦 = 𝑞(𝑥)] 𝑑𝑥
𝑑𝑦 + 𝑝(𝑥)𝑦 𝑑𝑥 − 𝑞(𝑥)𝑑𝑥 = 0

𝑟𝑒 − 𝑎𝑟𝑟𝑎𝑛𝑔𝑖𝑛𝑔 𝑡ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛:

[𝑝(𝑥)𝑦 − 𝑞(𝑥)] 𝑑𝑥 + 𝑑𝑦 = 0

𝑀 = 𝑝(𝑥)𝑦 − 𝑞(𝑥) 𝑁=1

𝜕(𝑝(𝑥)𝑦 − 𝑞(𝑥))
𝑀𝑦 = 𝑁𝑥 = 0
𝜕𝑦

𝑀𝑦 = 𝑝(𝑥) 𝑁𝑥 = 0

• Assuming that the re-arranged equation is non-exact, the integrating factor can be
obtained.
• Recall that the integrating factor, 𝜇, can either be a function of x or y. To get the integrating
factor in terms of x, it will be:
𝑑𝜇 𝑀𝑦 − 𝑁𝑥
=( ) 𝑑𝑥
𝜇(𝑥) 𝑁

• Substituting the values of 𝑁, 𝑀𝑦 = 𝑝(𝑥) and 𝑁𝑥 = 0, we get:

𝑑𝜇 𝑝(𝑥) − 0
=( ) 𝑑𝑥 = 𝑃(𝑥) 𝑑𝑥
𝜇(𝑥) 1
ln 𝜇(𝑥) = ∫ 𝑝(𝑥) 𝑑𝑥

𝑒 ln 𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥) 𝑑𝑥
𝜇(𝑥) = 𝑒∫ 𝑝(𝑥) 𝑑𝑥

• The obtained integrating factor, 𝜇(𝑥), will be multiplied to the differential equation to make
the equation an exact differential equation.
• Multiplying the FOLDE by the integrating factor, we obtain:

𝜇(𝑥)[𝑝(𝑥)𝑦 − 𝑞(𝑥)] 𝑑𝑥 + 𝜇(𝑥) 𝑑𝑦 = 0

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Subject ENGGMATH 5 - Differential Equations Lesson No. 07
Instructor Engr. Kris Knowell Nugao Title First Order Linear Differential Equations

Various forms of the exact D.E.:

[𝜇(𝑥) 𝑝(𝑥)𝑦 − 𝜇(𝑥) 𝑝(𝑥)] 𝑑𝑥 + 𝜇(𝑥) 𝑑𝑦 = 0

𝜇(𝑥)𝑦 ′ + 𝜇(𝑥) 𝑝(𝑥) = 𝜇(𝑥) 𝑞(𝑥)

𝑀 = [𝜇(𝑥) 𝑞(𝑥)𝑦 − 𝜇(𝑥) 𝑞(𝑥)] 𝑁 = 𝜇(𝑥)

• Since the differential equation is now exact, the partial derivative of M with respect to y, My,
is equal to the partial derivative of N with respect to x, Nx. By imposing this relationship, we
obtain:
𝜕𝑀 𝜕 0
𝑀𝑦 = = [𝜇(𝑥) 𝑝(𝑥)𝑦 − 𝜇(𝑥) 𝑞(𝑥)]
𝜕𝑦 𝜕𝑦
𝑀𝑦 = 𝜇(𝑥) 𝑝(𝑥)

𝜕𝑁 𝑑
𝑁𝑥 = = [𝜇(𝑥)]
𝜕𝑥 𝑑𝑥
𝑁𝑥 = 𝜇′(𝑥)
• Equating Mx and Ny, since the equation is now an exact D.E., we obtain:
𝑀𝑦 = 𝑁𝑥
𝜇(𝑥) 𝑝(𝑥) = 𝜇′(𝑥)

• The exact D.E. obtained can also take the form: 𝜇(𝑥)𝑦′ + 𝜇(𝑥) 𝑝(𝑥)𝑦 = 𝜇(𝑥) 𝑞(𝑥)
• By substituting 𝜇(𝑥) 𝑝(𝑥) with 𝜇′(𝑥) in the above equation, we can obtain:

𝜇(𝑥)𝑦′ + 𝜇′(𝑥)𝑦 = 𝜇(𝑥) 𝑞(𝑥)

From product rule: 𝜇(𝑥)𝑦′ + 𝜇′ (𝑥)𝑦 = (𝜇(𝑥)𝑦)′

• Substituting 𝜇(𝑥)𝑦′ + 𝜇′ (𝑥)𝑦 with (𝜇𝑦)′ , the differential equation becomes:

(𝜇(𝑥)𝑦)′ = 𝜇(𝑥) 𝑞(𝑥)

Integrate both sides: ∫(𝜇(𝑥)𝑦)′ = ∫ 𝜇(𝑥) 𝑞(𝑥)
We obtain: 𝑢(𝑥)𝑦 = ∫ 𝜇(𝑥) 𝑞(𝑥)
• But 𝑢(𝑥) is equal to 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 . Substitute 𝑢(𝑥) in the above equation, we will get:

𝑢(𝑥)𝑦 = ∫ 𝜇(𝑥) 𝑞(𝑥)

𝑦𝑒∫ 𝑝(𝑥) 𝑑𝑥 = ∫ 𝑞(𝑥) 𝑒∫ 𝑝(𝑥) 𝑑𝑥 𝑑𝑥

• The boxed formula above is now the formula for the general solution of a first-order linear
differential equation.
Examples:
1.) Find the general solution for the differential equation: 𝑥 = 𝑦𝑐𝑜𝑡 𝑥 + 𝑦′

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 Subject ENGGMATH 5 - Differential Equations Lesson No. 07
Instructor Engr. Kris Knowell Nugao Title First Order Linear Differential Equations

2.) Obtain the general and particular solution of the equation:

𝑦 𝑡𝑎𝑛 𝑡 𝑑𝑡 + 𝑑𝑦 = sin 2𝑡 ; 𝑦(0) = 1

3.) Solve the D.E. 𝑦 ′ + 2𝑥𝑦 = 6𝑥

4.) y ′ cos 𝑥 + y sin 𝑥 = 1 ; 𝑦(𝜋) = 2

5.) 𝑦 ′ + 3𝑦 = 2𝑥𝑒 −3𝑥

𝑑𝑦
6.) 𝑑𝑥 + 𝑦 = 𝑒 𝑥

7.) 𝑦𝑐𝑜𝑡𝑥 + 𝑦 ′ = cos 𝑥

TEXTBOOKS/REFERENCES:

A. Books
Nagy, G. (2021). Ordinary differential equations. Michigan State University.
Ricardo, H. (2020). A modern introduction to differential equations. Academic Press

B. Electronic Sources
https://tutorial.math.lamar.edu/

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