2.

Exact Equations

2.4.1

Definition A first-order differential equation expressed in the form

M ( x, y ) dx + N ( x, y ) dy = 0 (1)

is called an exact differential equation if there exists a function f ( x, y ) having continuous partial derivatives in a region R of the xy -plane, such that

M ( x, y ) =

f x

and

N ( x, y ) =

f y

(2)

2.4.2

The solution of an exact first-order differential equation

The (implicit) solution of an exact first-order differential equation is expressed in the form of f ( x, y ) = c . Why? By using (2), the equation in (1) can also be written in the form

f f dx + dy = 0 x y
or

(3)

f f dy + =0 x y dx
By the chain rule, the left side of (4) is actually equal to Therefore, the expression in (4) is equivalent to

(4)

d ( f ( x, y )) . dx

d ( f ( x, y )) = 0 dx
that is,

(5)

f ( x, y ) = c

(6)

2.4.3

Test for exactness

The differential equation M ( x, y ) dx + N ( x, y ) dy = 0 is exact if and only if

M N = x y
Why? From (2), evaluate

(7)

M N and y x
,

M f 2 f = = y y x yx

N f 2 f = = x x y xy

Due to the continuity of the first partial derivatives of M ( x, y ) and N ( x, y ) , the mixed partial derivatives are equal, that is,

2 f 2 f M N = . Therefore, = . yx xy x y

2.4.4

Notations for partial derivatives: M can also be written as M y y N can also be written as N x x f can also be written as f x x f can also be written as f y y

2.4.5

Procedure for solving an exact equation

1. Express the given equation in the differential form, M ( x, y ) dx + N ( x, y ) dy = 0 2. Test for exactness. The equation is exact if and only if M N = y x 3. For the exact equation, write f f = M ( x, y ) and = N ( x, y ) x y 4. Solve the exact equation by using either Method (A) or Method (B)

Method (A):
(i) Find f ( x, y ) :

(ii)

f dx + g ( y ) = M ( x, y ) dx + g ( y ) x (consider y as a constant) f Use the result in (i) to evaluate , and then set it equal to y N ( x, y ) . Determine g ( y ) .
f ( x, y ) =

(iii) (iv)

Substitute g ( y ) into f ( x, y ) in (i). Express the solution as f ( x, y ) = c

Method (B):
(i) Find f ( x, y ) :

(ii)

f dy + h( x) = N ( x, y ) dy + h( x) y (consider x as a constant) f Use the result in (i) to evaluate , and then set it equal to x M ( x, y ) . Determine h( x) .
f ( x, y ) =

(iii) (iv)

Substitute h( x) into f ( x, y ) in (i). Express the solution as f ( x, y ) = c 3

Note: If the integral,

M ( x, y ) dx ,

seems easier to evaluate than the integral,

N ( x, y ) dy , then choose Method (A). Otherwise, use Method (B).

2.4.6 Exercises
Determine whether the given differential equation is exact. DO NOT solve the equation. 1. 2. 3. 4. (3 y 1)dx + (3 x + 1)dy = 0 (3 y 1)dx (3 x + 1)dy = 0 (2 x 2 y + xe y )dy + (2 xy 2 + e y )dx = 0 y 1 2 y sin x + dx ( y cos x ln x ) dy = 0 x 2 (5 y 2 x) y + 2 y = 0

5.

Find the value of k so that the given differential equation is exact. 6.

7.

(3 x 2 + 2 y 2 )dx + (kxy + 6 y 2 )dy = 0 ky (2 xy + 3ln x ) dy + y 2 + dx = 0 x

Ans: k = 4
Ans: k = 3

Determine whether the given differential equation is exact. If it is exact, solve it. 8. 9. (2 xy + x) dx + ( x 2 + y ) dy = 0 ( x + sin y ) dx + ( x cos y 2 y )dy = 0 Ans: Ans: f ( x, y ) = x 2 y + f ( x, y ) = x2 y 2 + =c 2 2

x2 + x sin y y 2 = c 2

Show that the following differential equation is exact. Then solve the initial-value problem. 10. 11. (e x y + 1) dx + (e x 1) dy = 0 , y (1) = 1 Ans: ex y + x y = e

1 ( y 2 + y sin x) dx + 2 xy cos x dy = 0 , y (0) = 1 1 + y2 Ans: xy 2 y cos x tan 1 ( y ) = 1

2.4.7

Transforming a nonexact differential equation into an exact equation Some nonexact differential equation can be transformed into an exact equation by multiplying it with an integrating factor.
There are two integrating factors to consider: 1. ( x ) = e
M y Nx N Nx M y M dx

This integrating factor depends only on x . This integrating factor depends only on y .

2. ( y ) = e

dy

Procedure for transforming a nonexact equation into an exact equation

1. Verify that the given equation is nonexact. 2. Find an appropriate integrating factor. Begin by assuming/guessing that either (i) or (ii) (of the following) is correct. (i) Assume/guess that ( x) is the integrating factor: M y Nx and see whether the result depends on x Evaluate the quotient N alone. If it is, then the assumption is correct. Continue to evaluate

( x) = e

M y Nx N

dx

. M y Nx

depends on both x and y , N then ( x) is NOT the integrating factor, thus, assumption (i) is incorrect. On the other hand, if the quotient (ii) Assume/guess that ( y ) is the integrating factor: Nx M y Evaluate the quotient and see whether the result depends on y M alone. If it is, then the assumption is correct. Continue to evaluate

( y) = e

Nx M y M

dy

. Nx M y

depends on both x and y , M then ( y ) is NOT the integrating factor, thus, assumption (ii) is incorrect. On the other hand, if the quotient (Note: If assumption (i) fails, try (ii). If assumption (ii) fails, try (i))

3. After determining the appropriate integrating factor, multiply the non-exact equation with the integrating factor. Check and verify that the non-exact equation has become exact. 4. If solution is required, solve the new exact equation, using the procedure described in section 2.4.5.

2.4.8

Exercise
Verify that the given differential equation is not exact. Use an appropriate integrating factor to transform the nonexact equation into an exact equation. Show that the new equation is exact, and then solve. 1. (3 xy + y 2 ) dx + ( x 2 + xy ) dy = 0 2. ( y 2 + xy 3 ) dx + (5 y 2 xy + y 3 sin y ) dy = 0 Ans: Ans: f ( x, y ) = x 3 y + x2 y2 =c 2

x x2 f ( x, y ) = + + 5 ln y cos y = c y 2