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Inexact Differential Equation:

Integrating Factor
Inexact DE: integrating factors
Sometimes an inexact equation

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

can be made exact by multiplying with a function 𝑢(𝑥, 𝑦), called an integrating factor.

𝑢 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑢 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

and any solution to this new differential equation is also a solution to the original DE.
Problem. Is the given differential equation exact?
3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0
Solution:
𝑀𝑦 =

𝑁𝑥 =
Problem. Is the given differential equation exact?
3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0
Solution:
𝜕
𝑀𝑦 = 3𝑥𝑦 − 𝑦 2 = 3𝑥 − 2𝑦
𝜕𝑦
𝜕 2
𝑁𝑥 = 𝑥 − 𝑥𝑦 = 2𝑥 − 𝑦
𝜕𝑥

𝑀𝑦 ≠ 𝑁𝑥 or 𝑀𝑦 − 𝑁𝑥 ≠ 0

Therefore, the DE is not exact.


Problem. Will the DE 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0 become exact if it is
multiplied by 𝑥?

Solution:
𝑥 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0

𝑀𝑦 =

𝑁𝑥 =
Problem. Will the DE 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0 become exact if it is
multiplied by 𝑥?

Solution:
𝑥 3𝑥𝑦 − 𝑦 2 𝑑𝑥 + 𝑥 𝑥 𝑥 − 𝑦 𝑑𝑦 = 0

3𝑥 2 𝑦 − 𝑥𝑦 2 𝑑𝑥 + 𝑥 3 − 𝑥 2 𝑦 𝑑𝑦 = 0

𝜕
𝑀𝑦 = 3𝑥 2 𝑦 − 𝑥𝑦 2 = 3𝑥 2 − 2𝑥𝑦
𝜕𝑦
𝜕 3
𝑁𝑥 = 𝑥 − 𝑥 2 𝑦 = 3𝑥 2 − 2𝑥𝑦
𝜕𝑥
𝑀𝑦 = 𝑁𝑥 or 𝑀𝑦 − 𝑁𝑥 = 0
The DE is now exact! It can now be solved using the procedure for exact DE.
Finding an integrating factor
𝑢𝑀𝑑𝑥 + 𝑢𝑁𝑑𝑦 = 0

The integrating factor should be a function such that:

𝑢𝑀 𝑦 = 𝑢𝑁 𝑥
Finding an integrating factor
𝑢𝑀𝑑𝑥 + 𝑢𝑁𝑑𝑦 = 0

The integrating factor should be a function such that:

𝑢𝑀 𝑦 = 𝑢𝑁 𝑥

𝑢𝑀𝑦 + 𝑀𝑢𝑦 = 𝑢𝑁𝑥 + 𝑁𝑢𝑥

𝑢 𝑀𝑦 − 𝑁𝑥 = 𝑢𝑥 𝑁 − 𝑢𝑦 𝑀
Let 𝑢 be a function of 𝑥 alone (it does not depend on 𝑦): 𝑢 → 𝑢 𝑥

then 𝑢𝑥 → 𝑢′ 𝑥 and 𝑢𝑦 = 0

𝑢 𝑀𝑦 − 𝑁𝑥 = 𝑢𝑥 𝑁 − 𝑢𝑦 𝑀

𝑢 𝑥 𝑀𝑦 − 𝑁𝑥 = 𝑢′ 𝑥 𝑁 − (0)𝑀


𝑀𝑦 − 𝑁𝑥
𝑢 𝑥 =𝑢 𝑥
𝑁
𝑀𝑦 −𝑁𝑥 𝑀𝑦 −𝑁𝑥
must be a function of 𝑥 alone: 𝑃 𝑥 =
𝑁 𝑁

𝑢′ 𝑥 = 𝑢 𝑥 𝑃 𝑥
𝑢′ 𝑥 = 𝑢 𝑥 𝑃 𝑥

𝑑𝑢 𝑥
=𝑢 𝑥 𝑃 𝑥
𝑑𝑥
𝑑𝑢 𝑥
= 𝑃 𝑥 𝑑𝑥 ⟹ ln 𝑢(𝑥) = 𝑃 𝑥 𝑑𝑥 + ln 𝑐
𝑢 𝑥
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐𝑒

Any non-zero value of 𝑐 can be used. Choosing 𝑐 = 1:

𝑃 𝑥 𝑑𝑥 integrating factor
𝑢 𝑥 =𝑒 ⟸

𝑀𝑦 −𝑁𝑥
where 𝑃 𝑥 =
𝑁
𝑀𝑦 −𝑁𝑥
How about if is not a function of 𝑥?
𝑁
Similarly, we could try a function of the form 𝑢 𝑦 :

𝑢→𝑢 𝑦 then 𝑢𝑦 → 𝑢′ 𝑦 and 𝑢𝑥 = 0

𝑢 𝑦 𝑀𝑦 − 𝑁𝑥 = 0 𝑁 − 𝑢′ 𝑦 𝑀


𝑀𝑦 − 𝑁𝑥
−𝑢 𝑦 = 𝑢 𝑦
𝑀
𝑀𝑦 −𝑁𝑥 𝑀𝑦 −𝑁𝑥
must be a function of 𝑦 alone: 𝑄 𝑦 =
𝑀 𝑀
−𝑢′ 𝑦 = 𝑢 𝑦 𝑄 𝑦

𝑑𝑢 𝑦
− =𝑢 𝑦 𝑄 𝑦
𝑑𝑦

𝑑𝑢 𝑦
− = 𝑄 𝑦 𝑑𝑦
𝑢 𝑦

− 𝑄 𝑦 𝑑𝑦 𝑀𝑦 −𝑁𝑥
𝑢 𝑦 =𝑒 where 𝑄 𝑦 =
𝑀

An integrating factor of the form 𝑢 𝑥, 𝑦 may be quite difficult to find.


Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
3. Differentiate 𝑀𝑦 and 𝑁𝑥
Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
3. Differentiate 𝑀𝑦 and 𝑁𝑥
4. Subtract 𝑁𝑥 from 𝑀𝑦
Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
3. Differentiate 𝑀𝑦 and 𝑁𝑥
4. Subtract 𝑁𝑥 from 𝑀𝑦
5. If 𝑀𝑦 − 𝑁𝑥 = 0 , the DE is exact; if 𝑀𝑦 − 𝑁𝑥 ≠ 0 , the DE is inexact
Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
3. Differentiate 𝑀𝑦 and 𝑁𝑥
4. Subtract 𝑁𝑥 from 𝑀𝑦
5. If 𝑀𝑦 − 𝑁𝑥 = 0 , the DE is exact; if 𝑀𝑦 − 𝑁𝑥 ≠ 0 , the DE is inexact
6. If the DE is inexact, find an integrating factor 𝑢 𝑥 ; if there is none, try 𝑢 𝑦
Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
3. Differentiate 𝑀𝑦 and 𝑁𝑥
4. Subtract 𝑁𝑥 from 𝑀𝑦
5. If 𝑀𝑦 − 𝑁𝑥 = 0 , the DE is exact; if 𝑀𝑦 − 𝑁𝑥 ≠ 0 , the DE is inexact
6. If the DE is inexact, find an integrating factor 𝑢 𝑥 ; if there is none, try 𝑢 𝑦
7. Multiply the DE by the integrating factor found
Solving inexact differential equation: integrating factor method

1. Write the DE in differential form


2. Identify 𝑀 and 𝑁
3. Differentiate 𝑀𝑦 and 𝑁𝑥
4. Subtract 𝑁𝑥 from 𝑀𝑦
5. If 𝑀𝑦 − 𝑁𝑥 = 0 , the DE is exact; if 𝑀𝑦 − 𝑁𝑥 ≠ 0 , the DE is inexact
6. If the DE is inexact, find an integrating factor 𝑢 𝑥 ; if there is none, try 𝑢 𝑦
7. Multiply the DE by the integrating factor found
8. Solve the equation as an exact DE
Example: Solve the following DE:

𝑥2 + 𝑦2 𝑑𝑦
+ 2𝑦 =0
𝑥+1 𝑑𝑥
Solution:
𝑀= 𝑁=
Example: Solve the following DE:

𝑥2 + 𝑦2 𝑑𝑦
+ 2𝑦 =0
𝑥+1 𝑑𝑥
Solution: 𝑥2 + 𝑦2
𝑀= 𝑁 = 2𝑦
𝑥+1

𝑀𝑦 − 𝑁𝑥 =
Example: Solve the following DE:

𝑥2 + 𝑦2 𝑑𝑦
+ 2𝑦 =0
𝑥+1 𝑑𝑥
Solution: 𝑥2 + 𝑦2
𝑀= 𝑁 = 2𝑦
𝑥+1

𝜕 𝑥2 + 𝑦2 𝜕
𝑀𝑦 − 𝑁𝑥 = − 2𝑦
𝜕𝑦 𝑥 + 1 𝜕𝑥
2𝑦
= −0
𝑥+1
2𝑦
= ≠0 the DE is not exact
𝑥+1
Assume an integrating factor that is a function of 𝑥 only:
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒

𝑀𝑦 − 𝑁𝑥
𝑃 𝑥 = =
𝑁
Assume an integrating factor that is a function of 𝑥 only:
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒

2𝑦
𝑀𝑦 − 𝑁𝑥 𝑥+1 1
𝑃 𝑥 = = =
𝑁 2𝑦 𝑥+1

𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒 =
Assume an integrating factor that is a function of 𝑥 only:
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒

2𝑦
𝑀𝑦 − 𝑁𝑥 𝑥+1 1
𝑃 𝑥 = = =
𝑁 2𝑦 𝑥+1

𝑑𝑥
𝑃 𝑥 𝑑𝑥
𝑢 𝑥 = 𝑐1 𝑒 = 𝑐1 𝑒 𝑥+1

= 𝑐1 𝑒 ln 𝑋+1 + 𝑐2 = 𝑐1 𝑒 ln 𝑋+1 ∙ 𝑒 𝑐2

= 𝑐1 𝑒 𝑐2 𝑒 ln 𝑋+1

=𝑐 𝑥+1 ⇐ integrating factor


We multiply the given DE by the integrating factor:

𝑥2 + 𝑦2 𝑑𝑦
𝑐 𝑥+1 + 2𝑦 =0
𝑥+1 𝑑𝑥
We multiply the given DE by the integrating factor:

𝑥2 + 𝑦2 𝑑𝑦
𝑐 𝑥+1 + 2𝑦 =0
𝑥+1 𝑑𝑥
𝑥2 + 𝑦2 𝑑𝑦
𝑥+1 + 2𝑦 =0
𝑥+1 𝑑𝑥
𝑑𝑦
𝑥2 + 𝑦2 + 𝑥 + 1 2𝑦 =0
𝑑𝑥

𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀𝑦 = 𝑁𝑥 =
𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀𝑦 = 0 + 2𝑦 = 2𝑦 𝑁𝑥 = 2𝑦 1 + 0 = 2𝑦

𝑀𝑦 −𝑁𝑥 = 2𝑦 − 2𝑦 = 0

therefore, the DE is now exact


𝑀 = 𝑥2 + 𝑦2 𝑁 = 2𝑦 𝑥 + 1
𝑀𝑦 = 0 + 2𝑦 = 2𝑦 𝑁𝑥 = 2𝑦 1 + 0 = 2𝑦

𝑀𝑦 −𝑁𝑥 = 2𝑦 − 2𝑦 = 0

therefore, the DE is now exact


𝑥3
𝐹= + 𝑦2𝑥 + 𝐴 𝑦 𝐹 = 𝑥𝑦 2 + 𝑦 2 + 𝐵 𝑥
3
𝑥3
𝐴 𝑦 = 𝑦2 , 𝐵 𝑥 =
3
𝑥3
𝐹= + 𝑥𝑦 2 + 𝑦 2
3

𝑥3 implicit
+ 𝑥 + 1 𝑦2 = 𝐶 ⟸
3 general solution
𝑥3
𝐹= + 𝑦2𝑥 + 𝐴 𝑦 𝐹 = 𝑥𝑦 2 + 𝑦 2 + 𝐵 𝑥
3
𝑥3
𝐴 𝑦 = 𝑦2 , 𝐵 𝑥 =
3
𝑥3
𝐹= + 𝑥𝑦 2 + 𝑦 2
3

𝑥3 implicit
+ 𝑥 + 1 𝑦2 = 𝐶 ⟸
3 general solution
𝑑𝑦
𝑥2 + 𝑦2 + 𝑥 + 1 2𝑦 =0
𝑑𝑥

𝑑𝑦
When 𝑥 = −1 , the term in front of vanishes. You can also see that our solution is
𝑑𝑥
not valid in that case (division by zero). The general solution is:

𝑥 ≠ −1

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