Lecture : 02

B. Sc. (Hon.)
Paper - IV Group B
Differential Equation

Dr. Amar Nath Chatterjee

Assistant professor
Department of Mathematics
K.L.S. College, Nawada
Email: anchaterji@gmail.com
Dr. Amar Nath Chatterjee I EXACT DIFFERENTIAL EQUATION

I. EXACT DIFFERENTIAL EQUATION

A differential equation M dx + N dy = 0 where M and N are function of x and y is said

to be exact if there is a function of x and y such that M dx + N dy = du, i.e., if M dx + N dy
becomes a perfect differential .

Illustration 1.

(3x3 y 3 + x2 )dx + (3x3 y 2 − y)dy = 0

=⇒ 3x3 y 3 dx + x2 dx + 3x3 y 2 dy − ydy = 0

x3 y2
=⇒ d(x3 y 3 ) + d( ) + d(− ) = 0
3 2
3
x y2
=⇒ d(x3 y 3 + − ) = 0 ≡ du = 0
3 2
Theorem I.1. The necessary and sufficient condition for an equation

M dx + N dy = 0

∂M ∂N
to the exact is that ∂y
= ∂x
.

Proof. Let us assume that the equation

M x + N dy = 0 (1)

is exact. Then there is a function u of x and y such that

M dx + N dy = du (2)

Again we have
∂u ∂u
du = .dx + .dy (3)
∂x ∂y
∂u ∂u ∂M ∂2u
The two expression for du being identical. Then we have M = ∂x
and N = ∂y
. ∂y
= ∂y∂x
∂N ∂2u
and ∂x
= ∂y∂x
.

2
Dr. Amar Nath Chatterjee I EXACT DIFFERENTIAL EQUATION

∂M ∂N
Hence ∂y
= ∂x
if the partial derivatives of M and N are continuous.

The condition is necessary. We shall now show that the condition is sufficient. i.e., if
∂M
= ∂N
R
∂y ∂x
then M dx + N dy = 0 is exact i.e., M dx + N dy = du. Let us put P = M dx.
∂P
∂x
= M . Now
∂N ∂M ∂  ∂P  ∂  ∂P 
= = =
∂x ∂y ∂y ∂x ∂x ∂y
∂P
Integrating we have N = ∂y
+ f (y).

∂P ∂P
M dx + N dy = dx + { + f (y)}dy
∂x ∂y
 ∂P ∂P 
= dx + dy + f (y)dy
∂x ∂y
= dp + d{f (y)} (4)

where d{f (y)} = f (y)dy = d{P + f (y)} = du where u = φ(xy) + f (y). The equation is
exact.

To solve an equation M dx + N dy = 0, whenn it is exact, we are to arrange terms in

groups so that each of them is a perfect differential. If this is not true, then to determine
u(x, y) we use the relation ∂u
∂x
= M . Integrating we have
Z
u(x, y) = M dx + f (y)
ycont
Z Z
= M dx + {thetermsof N notcontainy}dy = c (5)
yconst
R
We see all terms of u containing x are in M dx and therefore the differential of the
integral will contain all the terms of y constant and N dy involving x.

The solution of the equations will be

Z Z
M dx + {the terms of N not containing x}dx = c (6)
yconst

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Dr. Amar Nath Chatterjee I EXACT DIFFERENTIAL EQUATION

Illustration 2. 1. solve (x2 − 2xy − y 2 )dx − (x + y)2 dy = 0 Here M = x2 − 2xy − y

and N = −(x + y)2 .
∂M ∂N
Therefore ∂y
= −2(x + y) and ∂x
= −2(x + y). The equation is constant. The
solution is
Z Z
M dx + {the terms of N not containing x}dy = 0
yconst
Z Z
=⇒ (x − 2xy − y )dx + (−y 2 )dy = 0
2 2

x3 y3
=⇒ − x2 y − xy 2 − = c (7)
3 3

A. Integrating factor

We consider the equation ydx − xdy = 0.

∂M ∂N
Here M = y and N = −x. ∂y
=1 ∂x
= −1. Hence the equation is not exact. Now
1
if we multiply the equation by y2
then the equation becomes exact.
ydx − xdy
= 0
y2
x
=⇒ d = 0,
y
1
which is exact and y2
is called the integrating factor.

The factor which changes a differential equation in to an exact differential equation is

called an integrating factor. The number of integrating factor is infinite.

For, if µ is an integrating factor of M dx + N dy = 0 then µ(M dx + N dy) = du where

u is afunction of x and y.

If we multiply by f (u) we get

µf (u)(M dx + N dy) = f (u)du = d{F (u)}

µf (u) is another integrating factor.