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CH 2.6: Exact Equations & Integrating Factors: y y X N y X M

This document discusses exact differential equations and integrating factors. It begins by defining an exact differential equation as one where the partial derivatives of the functions M and N that define the equation satisfy M_y = N_x. An exact equation can be solved implicitly by finding an integrating factor ψ such that the original equation becomes an exact differential. The document proves when a first order ODE can be written as exact using this method. It provides examples of both exact and non-exact equations, and discusses how to determine if an equation is exact or if an integrating factor is needed to make it exact.

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Suhas Suresh
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89 views10 pages

CH 2.6: Exact Equations & Integrating Factors: y y X N y X M

This document discusses exact differential equations and integrating factors. It begins by defining an exact differential equation as one where the partial derivatives of the functions M and N that define the equation satisfy M_y = N_x. An exact equation can be solved implicitly by finding an integrating factor ψ such that the original equation becomes an exact differential. The document proves when a first order ODE can be written as exact using this method. It provides examples of both exact and non-exact equations, and discusses how to determine if an equation is exact or if an integrating factor is needed to make it exact.

Uploaded by

Suhas Suresh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Ch2.

6:
ExactEquations&IntegratingFactors
Consider a first order ODE of the form
M ( x, y ) N ( x, y ) y 0

Suppose there is a function such that

x ( x, y ) M ( x, y ), y ( x, y ) N ( x, y )

and such that (x,y) = c defines y = (x) implicitly. Then


M ( x, y ) N ( x, y ) y

dy d

x, ( x )
x y dx dx

and hence the original ODE becomes


d
x, ( x ) 0
dx

Thus (x,y) = c defines a solution implicitly.


In this case, the ODE is said to be exact.

Theorem 2.6.1
Suppose an ODE can be written in the form
M ( x, y ) N ( x, y ) y 0 (1)
where the functions M, N, My and Nx are all continuous in the
rectangular region R: (x, y) (, ) x (, ). Then Eq. (1) is
an exact differential equation iff
M y ( x, y ) N x ( x, y ), ( x, y ) R (2)
That is, there exists a function satisfying the conditions
x ( x, y ) M ( x, y ), y ( x, y ) N ( x, y ) (3)
iff M and N satisfy Equation (2).

Example 1: Exact Equation

(1 of 4)

Consider the following differential equation.


dy
x 4y

( x 4 y ) (4 x y ) y 0
dx
4x y

Then
M ( x, y ) x 4 y , N ( x, y ) 4 x y

and hence
M y ( x, y ) 4 N x ( x, y ) ODE is exact

From Theorem 2.6.1,


x ( x, y ) x 4 y , y ( x, y ) 4 x y
Thus

1 2
( x, y ) x ( x, y )dx x 4 y dx x 4 xy C ( y )
2

Example 1: Solution

(2 of 4)

We have
x ( x, y ) x 4 y , y ( x, y ) 4 x y
and

1 2
( x, y ) x ( x, y )dx x 4 y dx x 4 xy C ( y )
2

It follows that

1
y ( x, y ) 4 x y 4 x C ( y ) C ( y ) y C ( y ) y 2 k
2

Thus

( x, y )

1 2
1
x 4 xy y 2 k
2
2

By Theorem 2.6.1, the solution is given implicitly by

x 2 8 xy y 2 c

Example 1:
Direction Field and Solution Curves (3 of 4)
Our differential equation and solutions are given by
dy
x 4y

( x 4 y ) (4 x y ) y 0 x 2 8 xy y 2 c
dx
4x y

A graph of the direction field for this differential equation,


along with several solution curves, is given below.

Example 1: Explicit Solution and Graphs

(4 of

4)
Our solution is defined implicitly by the equation below.
x 2 8 xy y 2 c
In this case, we can solve the equation explicitly for y:
y 2 8 xy x 2 c 0 y 4 x 17 x 2 c
Solution curves for several values of c are given below.

Example 3: Non-Exact Equation

(1 of 3)

Consider the following differential equation.


(3xy y 2 ) (2 xy x 3 ) y 0

Then
M ( x, y ) 3 xy y 2 , N ( x, y ) 2 xy x 3

and hence
M y ( x, y ) 3 x 2 y 2 y 3 x 2 N x ( x, y ) ODE is not exact

To show that our differential equation cannot be solved by


this method, let us seek a function such that
x ( x, y ) M 3 xy y 2 , y ( x, y ) N 2 xy x 3

Thus

( x, y ) x ( x, y )dx 3xy y 2 dx 3x 2 y / 2 xy 2 C ( y )

Example 3: Non-Exact Equation

(2 of 3)

We seek such that


x ( x, y ) M 3 xy y 2 , y ( x, y ) N 2 xy x 3

and

( x, y ) x ( x, y )dx 3xy y 2 dx 3x 2 y / 2 xy 2 C ( y )

Then

y ( x, y ) 2 xy x 3 3x 2 / 2 2 xy C ( y )
?

??

C ( y ) x 3x / 2 C ( y ) x 3 y 3 x 2 y / 2 k
3

Thus there is no such function . However, if we


(incorrectly) proceed as before, we obtain
x 3 y xy 2 c
as our implicitly defined y, which is not a solution of ODE.

Integrating Factors
It is sometimes possible to convert a differential equation
that is not exact into an exact equation by multiplying the
equation by a suitable integrating factor (x, y):
M ( x , y ) N ( x, y ) y 0

( x , y ) M ( x , y ) ( x, y ) N ( x, y ) y 0

For this equation to be exact, we need

M y Nx

M y N x M y N x 0

This partial differential equation may be difficult to solve. If


is a function of x alone, then y = 0 and hence we solve
d M y N x

,
dx

provided right side is a function of x only. Similarly if is a


function of y alone. See text for more details.

Example 4: Non-Exact Equation


Consider the following non-exact differential equation.
(3 xy y 2 ) ( x 2 xy ) y 0

Seeking an integrating factor, we solve the linear equation


d M y N x
d

( x) x
dx
N
dx x

Multiplying our differential equation by , we obtain the


exact equation
(3x 2 y xy 2 ) ( x 3 x 2 y ) y 0,

which has its solutions given implicitly by


x3 y

1 2 2
x y c
2

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