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Lecture 12

The document discusses exact differential equations and how to solve them. It defines an exact differential equation as one where the partial derivatives of the functions M and N with respect to y and x are equal. To solve an exact DE, an integrating factor f is found such that the partial derivatives of f are equal to M and N. The solution is then f(x,y)=c, where c is a constant. Non-exact equations can be made exact by multiplying by an integrating factor that is a function of only x or y.

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0% found this document useful (0 votes)
42 views18 pages

Lecture 12

The document discusses exact differential equations and how to solve them. It defines an exact differential equation as one where the partial derivatives of the functions M and N with respect to y and x are equal. To solve an exact DE, an integrating factor f is found such that the partial derivatives of f are equal to M and N. The solution is then f(x,y)=c, where c is a constant. Non-exact equations can be made exact by multiplying by an integrating factor that is a function of only x or y.

Uploaded by

ryan william
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
You are on page 1/ 18

2.

4 EXACT
EQUATIONS
We know how to solve DEs of the form

dy (1)
 f (x)
dx
and
dy f (x)
 (2)
dx g(y)

Let us now consider

dy f (x, y) (3)
 
dx g(x, y)
Equation (3) can also be written as
dy
g(x, y)  f (x, y) (4)
or dx
dy
M(x, y)  N(x, y) 0 (5)
or dx

M(x, y)dx  N(x, y)dy  0 (6)

How do we find the solution?


Recall from calculus, that if
z  f (x, y)

then
dz f f dy
  
dx x y dx

or, in differential form

 f f
dz  dx  dy
x y
dz
We know that if  0
dx
or dz  0

z  f (x, y)  c (a constant)
then

So, if there exists a function f such that
f
  M(x, y)
x
and f
 N(x, y)
y

dz
Then equation (5) can be written as 0
dx

and equation (6) can be written as dz 


, 0

and the solution of the DE is f (x, y) . c

It can be shown that such afunction f, exists if


M N
 
y x
The differential equation (6) [or (4) or (5)] is called
an exact differential equation.

Example 1

Solve
dy
x  2xe  y  6x
x 2

dx


Solution There exists a function
dy f (x, y) such that
x  2xe x  y  6x 2 f
dx  M(x, y)  y  2xe x  6x 2
x
 x 2

y  2xe  6x dx  xdy  0
f
 and  N(x, y)  x
Let M(x, y)  y  2xe x  6x 2 y
 Let us integrate the first of
and N(x, y)  x these equations
M N   f dx   y  2xe x  6x 2 dx
 
 1, 1 x
y x
f (x, y)  xy  2x  2xe  2e
3 x x
M N The DE is exact.
   h(y)
y x

f xy  2x 3  2xe x  2e x  C,
Then  x  h(y)
y C  c  c1
But f  N(x, y)  x,
Note
f
y We may also start with  N(x, y)
 y
 h(x, y)  0  f
i.e x
y
h(y)  c1, a constan t Then 
f
dy   x dy
y 
 f (x, y)  xy  2x  2xe
3 x

  f (x, y)  xy  h(x)
 2e  c1
x
f
  y  h(x)
A solution of the DE is x
and so on.
f (x, y)  c
xy  2x  2xe  2e  c1 c
3 x x
Example 2

Solve the IVP

 
x  y
2
dx  2xy  x 2
1dy  0, y(1)  1


Solution

LetM(x, y)  x  y   x 2  2xy  y 2
2

andN(x, y)  2xy  x 1
2

M N
 2 x  y ,  2 x  y
y x
 M N
 
y x

The DE is exact.
There exists a function f (x, y) such that
f
 M  x, y   x 2  2 xy  y 2
x
f
 N  x, y  2 xy  x 2  1
y
f x3
 x dx   x2
 2 xy  y 
2
dx
3
 x 2 y  xy 2  y  c1  c

x3 x3
f ( x, y )   x 2 y  xy 2  h( y )  x 2 y  xy 2  y  C , C  c  c1
3 3
f
 x 2  2 xy  h( y ) The initial condition y (1)  1 gives
y
1 4
f  1  1  1  c,  c 
But  N ( x, y )  2 xy  x 2  1 3 3
y
h( y )  1 The solution of the IVP is
h( y )   y  c x3 4
 x y  xy  y 
2 2

x3 3 3
f ( x, y )   x 2 y  xy 2  y  c1
3
A solution of the DE is
f ( x, y )  c
INTEGRATING FACTOR

M(x, y)dx  N(x, y)dy


Let 0
M N
If 
y x
Then the DE is NOT exact .
To make it exact, we need to multiply the DE by an
integrating factor .
My  Nx
It can be shown that if is a function of x alone
N
(or a constant),
 then an integrating factor is
M y N x

(x)  e  N
dx
Nx  My
If is a function of y alone (or a constant), then
M
an integrating factor is
N x M y

(y)  e
dy
M

Example 3

Solve

6xydx  4 y  9x 2 dy  0
Solution

LetM(x, y)  6xy and N(x, y)  4 y  9x 2

M N
 6x,  18x
y x
M N

y x (except when x = 0)
The DE is not exact.

My  Nx 6x 18x 12x
 2  
N 4 y  9x 4 y  9x 2

M y  N x is not a function of x alone.


N
Nx  My 18x  6x 2
  which is a function of y alone.
M 6xy y

An integrating factor is
2
 dy
ln y 2
e y
e 2 ln y
e  y2
6xy 3 dx  (4 y 3  9x 2 y 2 )dy  0 is exact. (Please verify!)

P(x,
Let y)  6xy 3
and Q(x, y)  4 y 3
 9x 2 2
y

There exists a function f (x, y) such that


f f
 3
 P(x, y)  6xy and  Q(x, y)  4 y 3  9x 2 y 2
x y

f
Then  x dx   dx
6xy 3

 f (x, y)  3x 2 y 3  h(y)
f
  9x 2 y 2  h(y)
y
But f
 Q(x, y)  4 y 3  9x 2 y 2
y
 h(y)  4 y 3
h(y)  y 4  c1
 f (x, y)  3x y  y  c1
2 3 4
A solution of the DE is

f (x, y)  c
3x 2 y 3  y 4  c1  c
3x 2 y 3  y 4  C, C  c  c1



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