Ordinary Differential Equations [FDM 1023]

Chapter 2

First-Order Differential Equations

Chapter 2:

First-Order Differential Equations

Overview
2.1. Separable Variables 2.2. Linear Equation 2.3. Exact / Non-Exact Equation 2.4. Homogeneous Equation 2.5. Bernoulli Equation

2.3. Exact Equation

Learning Outcomes
At the end of this section you should be able to: 1) Identify an Exact DE 2) Solve an Exact DE

2.3. Exact Equation

Definition
Partial Derivative of a Function Consider a function of two variables:

f ( x, y )

f ( x, y ) x
f ( x, y ) y

is the partial derivative of f regarding x ( y is considered as a constant).

is the partial derivative of f regarding ( x is considered as a constant).

2.3. Exact Equation

Definition
f ( x, y )

The differential of the function

is

f ( x, y ) f ( x, y ) df ( x, y ) = dx + dy x y

2.3. Exact Equation

Examples
Given

f ( x, y ) = x 2 y 4
2 3 f ( x, y ) = x 4 y y = 4x2 y3

f ( x, y ) = y 4 (2 x ) x = 2 xy 4

( )

f (x , y ) f ( x , y ) df ( x , y ) = dx + dy x y df ( x, y ) = 2 xy 4 dx + 4 x 2 y 3 dy

2.3. Exact Equation

4 = 4 1. = 4 1 = 4 4 2. sin 4 = cos 4 = cos 4 4 = 4 cos 4

2 x+5 y 3. e =? x

4. ln xy = ? x

2.3. Exact Equation

Definition
Exact Differential A differential expression :

M ( x , y )dx + N ( x , y )dy

is an exact differential if it corresponds to the differential of certain function of

f ( x, y )

, such that

f M (x , y ) = x

f N (x , y ) = y

2.3. Exact Equation

Example
2 xydx + x dy
Indeed
2

Exact differential

f ( x, y ) = x y
f = 2 xy x

f 2 =x y

2.3. Exact Equation

Definition
Exact Differential Equation A DE of the form:

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

is an exact differential equation if the left side is an exact differential. In that case, the DE is equivalent to An implicit solution will be

df = 0

f =c

2.3. Exact Equation

Example
x 2 y 3 dx + x 3 y 2 dy = 0
Indeed
3 3 f ( x, y ) = 1 x y 3

Exact DE

x y

1 3

x3 y 3 = x 2 y 3 x3 y 3 = x3 y 2

1 3

2.3. Exact Equation

Theorem
A necessary and sufficient condition that
M ( x, y ) dx + N ( x, y ) dy

be an exact differential is
.

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

2.3. Exact Equation

Example 1
Show that x 2 y 3 dx + x 3 y 2 dy = 0
Solution

is an exact equation.

M ( x, y ) = x 2 y 3
M 2 3 x y = 3x 2 y 2 y

N ( x, y ) = x 3 y 2
N 3 2 x y = 3x 2 y 2 x

Exact equation

2.3. Exact Equation

Example 2
Show that cos 3 + sin + = 0 is an exact equation.

2.3. Exact Equation

Method of Solution
Step 1: Identify the DE (it should be in the form of )

, + , = 0
Check for exactness (exactitude).
.

=
The solution of an exact equation is in the form of

, =

2.3. Exact Equation

Step 2: Let = , and = (, )
Start with either one of the assumptions

= , to solve, Step 3: Integrate = , with respect to x

If choose

, = (, )+ ()

(1)

2.3. Exact Equation

Step 4: Differentiate Eq. (1) with respect to y

This gives

Step 5: Integrate Eq. (2) with respect to y and substitute the answer i.e. in Eq. (1). Step 6: The implicit solution of the equation is

, = ,

, + = = , = , (2)

, =

2.3. Exact Equation

Example 1
Determine whether the given DE is exact. If it is, solve the equation.
Solution Step 1: Test for exactness

2 + 1 = 0

, = 2 = 2
Exact

, = 1 = 2

2.3. Exact Equation

Step 2: Choose , or ,

Step 3: Integrate the = , with respect to x , = = 2 = + ()

Choose , to solve

= , = 2

= , = 1

2.3. Exact Equation

Step 4: Partial differentiate with respect to y

+ = 1 = 1
Step 5: Integrate with respect to y

, = + ()

, = + ()

= 1 =

2.3. Exact Equation

, = + ()
Step 6: Solution , =

= 1

x 1

2.3. Exact Equation

Exercise 2.3
Determine whether the given DE is exact. If it is, solve it. 1. 2. 3. 4. 5.

(2 x 1)dx + (3 y + 7 )dy = 0 (e y cos(xy)) dx + (2 xe x cos(xy) + 2 y ) dy = 0

2y 2y

(5x + 4 y )dx + (4 x 8 y 3 )dy = 0

(sin y y sin x )dx + (cos x + x cos y y )dy = 0
dy xy 2 cos x sin x = , y(0) = 2 2 dx y 1 x

2.3. Non-Exact Equation

Learning Outcomes

At the end of this section you should be able to: 1) Identify Non-Exact Equation 2) Solve Non-Exact Equation

2.3. Non-Exact Equation

Recall
M ( x, y )dx + N ( x, y )dy = 0 is exact if M y = N x

M N = , Nx = y x

Non-exact equation if

M y Nx
It is possible to make a non-exact to be exact equation by multiplying with an integrating factor (IF).

2.3. Non-Exact Equation

Integrating Factor

For the DE, 1. If

then the IF is = 2. If

= )(i.e. in terms of x ONLY

, + , = 0

= ()

= )(i.e. in terms of y ONLY

then the IF is =

2.3. Non-Exact Equation

Method of Solution
Step 1: Identifying and compute an integrating factor (IF) for the DE. Step 2: Multiplying the DE by the IF to make it exact. Step 3: Solve the new exact DE.

2.3. Non-Exact Equation

Example 1 = 0 , = = 2

Solution: Step 1: Check the exactness

, = =

Since ,then equation is non-exact.

2.3. Non-Exact Equation

Step 2: Calculate integrating factor

2 = 3 = = )(

= =

= () = 1 =

2.3. Non-Exact Equation

Step 3: Multiply the non-exact DE by the IF

, = 1 =

1 = 0 1 = 0

1 , = 1 =

Since = ,then equation is exact.

Step 4: Solve the new exact DE

2.3. Non-Exact Equation

Example 2
xy dx + 2 x 2 + 3 y 2 20 dy = 0
Solution: Step 1: Check the exactness
M ( x, y ) = xy

N (x, y ) = 2x2 + 3y 2 20

My = x

Nx = 4x

Since ,then equation is non-exact.

2.3. Non-Exact Equation

Step 2: Calculate integrating factor
M y Nx N x 4x = 2 2x + 3y2 20 3x = 2 p(x) 2 2x + 3y 20
= 4x x xy 3x = xy 3 = = p( y ) y

= ()
=e = e 3 ln y
3 dy y

Nx M y M

=e = y3

ln y 3

2.3. Non-Exact Equation

Step 3: Multiply the non-exact DE by the IF
y 3 xy dx + 2 x 2 + 3 y 2 20 dy = 0
xy 4 dx + 2 x 2 y 3 + 3 y 5 20 y 3 dy = 0

)
)

M ( x, y ) = xy 4

N = 2 x 2 y 3 + 3 y 5 20 y 3
N x = 4 xy 3

M y = 4 xy 3

Since = ,then equation is exact.

Step 4: Solve the new exact DE

2.3. Non-Exact Equation

Exercise 2.3
Solve the given D.E by finding an appropriate integrating factor. 1. 2. 3. 4.

(2 y

+ 3x dx + 2 xy dy = 0

y ( x + y + 1) dx + (x + 2 y ) dy = 0

6 xy dx + 4 y + 9 x

) dy = 0

2 cos x dx + 1 + y sin x dy = 0