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EXACT, NONEXACT

DIFFERENTIAL EQUATIONS AND


INTEGRATING FACTORS
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INTEGRATING
FACTORS
EXACT EQUATIONS AND INTEGRATING FACTORS
Some times we may have the differential equation exact it means
that it is ready to integrate. Then we can integrate to get the solution
if possible. If it is not the case, then the differential equation is said
to be nonexact differential equation, then we can find an integrating
factor to make the differential equation is exact.
For Example, Grouping the terms, we get the solution of the exact
differential equation
2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 𝑑𝑦 = 0
2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦 + 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦𝑑𝑦 + 𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 2𝑑𝑥 + 3𝑑𝑦 = 0
𝑑[𝑥 2 𝑦 3 ] + 𝑑[𝑥 3 𝑦 2 ] + 𝑑 𝑥𝑦 + 𝑑 2𝑥 + 3𝑦 = 𝑑[𝐶]
𝑑[𝑥 2 𝑦 3 +𝑥 3 𝑦 2 +𝑥𝑦 + 2𝑥 + 3𝑦] = 𝑑[𝐶] or 𝑥 2 𝑦 3 +𝑥 3 𝑦 2 +𝑥𝑦 + 2𝑥 + 3𝑦 = 𝐶.
EXACT EQUATIONS: EXAMPLE 1
Find the solution of the differential equation as follows
𝑑𝑦
4𝑥 3 + 𝑦 3 + 3𝑥𝑦 2 = 0.
𝑑𝑥

The differential equation is neither linear nor separable, so the


methods suitable for those types of equations are not applicable
here. But, one can see that the function 𝜓 𝑥, 𝑦 = 𝑥 4 + 𝑥𝑦 3 has the
properties that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 4𝑥 + 𝑦 ,
3 3
= 3𝑥𝑦 2 .
𝜕𝑥 𝜕𝑦

Hence, the differential equation can be given as follows


𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦 𝑑𝑦
+ = 0.
𝜕𝑥 𝜕𝑦 𝑑𝑥
EXACT EQUATIONS: EXAMPLE 1
𝑑𝑦 𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
4𝑥 3 + 𝑦 3 + 3𝑥𝑦 2 𝑑𝑥
= 0. 𝜕𝑥
= 4𝑥 3 + 𝑦 3 , 𝜕𝑦
= 3𝑥𝑦 2 .

Hence, the differential equation can be given as by using chain rule


and the definition of total derivative of 𝜓 𝑥, 𝑦
𝑑𝜓 𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦 𝑑𝑦 𝑑𝜓 𝑑
= + = 0 or = 𝑑𝑥 𝑥 4 + 𝑥𝑦 3 = 0.
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝑑𝑥

Therefore, 𝜓 𝑥, 𝑦 = 𝑥 4 + 𝑥𝑦 3 = 𝐶 is implicite solution it satisfies the


differential equation where is an arbitrary constant.
More general, assume that the differential equation is in the form of
𝑑𝑦
𝑀(𝑥, 𝑦) + 𝑁(𝑥, 𝑦) 𝑑𝑥 = 0.
EXACT EQUATIONS
More general, assume that the differential equation is in the form of
𝑑𝑦
𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 =0
𝑑𝑥

and there exist a function 𝜓 𝑥, 𝑦 = 𝐶 defines 𝑦 = 𝜑(𝑥) differentiable


function of 𝑥 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
𝑑𝑦 𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦 𝑑𝑦 𝑑𝜓(𝑥,𝜑 𝑥 )
Then 𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 = + = = 0.
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝑑𝑥

In this case, the differential equation is said to be an exact differeential


equation or 𝜓 𝑥, 𝑦 = 𝐶 is implicite solution where 𝐶 is an arbitrary
constant.
THEOREM: EXACT DIFFERENTIAL EQUATIONS
Assume that the differential equation is an exact differential equation in
R: rectangular region
𝑑𝑦
𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 =0
𝑑𝑥

if and only if
𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦
at each point of R. That is, there exists a function 𝜓 𝑥, 𝑦 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦

if and only if 𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 provided that 𝑀, 𝑁, 𝑀𝑦 and 𝑁𝑥 are cont. on


R.
OUTLINE OT THE PROOF OF THE THEOREM
Assume that the differential equation is an exact differential equation in
R
𝑑𝑦
𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 =0
𝑑𝑥

such that
𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 or 𝑀𝑦 𝑥, 𝑦 = 𝜓𝑥𝑦 𝑥, 𝑦 , 𝑁𝑥 𝑥, 𝑦 = 𝜓𝑦𝑥 𝑥, 𝑦
at each point of R. That is, there exists a function 𝜓 𝑥, 𝑦 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
𝜕𝜓 𝑥,𝑦
𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ℎ 𝑦 solve for ℎ 𝑦 such that = 𝑁 𝑥, 𝑦
𝜕𝑦
PROOF OF THE THEOREM
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
𝜕𝑥
= 𝑀 𝑥, 𝑦 , 𝜕𝑦
= 𝑁 𝑥, 𝑦 .
𝜕𝜓 𝑥,𝑦
𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ℎ 𝑦 solve for ℎ 𝑦 such that = 𝑁 𝑥, 𝑦
𝜕𝑦
𝜕𝜓 𝑥,𝑦 𝜕
= ‫𝑀׬‬ 𝑥, 𝑦 𝑑𝑥 + ℎ′(𝑦) = 𝑁 𝑥, 𝑦 or ℎ′ 𝑦 = 𝑁 𝑥, 𝑦 − ‫𝑥 𝑦𝑀 ׬‬, 𝑦 𝑑𝑥
𝜕𝑦 𝜕𝑦

ℎ 𝑦 = ‫𝑥 𝑁[׬‬, 𝑦 − ‫𝑥 𝑦𝑀 ׬‬, 𝑦 𝑑𝑥] dy and


Hence, 𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ℎ 𝑦 , we obtain the solution as follows
𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ‫𝑥 𝑁[׬‬, 𝑦 − ‫𝑥 𝑦𝑀 ׬‬, 𝑦 𝑑𝑥] dy.
𝜕𝜓 𝑥,𝑦
We can also use the second equation; 𝜕𝑦
= 𝑁 𝑥, 𝑦 to get the same solution.
EXACT EQUATIONS: EXAMPLE 2
Find the solution of the initial value problem as follows
𝑑𝑦
𝑥 + 𝑥𝑦 2 + 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 + 𝑦𝑥 2 𝑑𝑥 = 0 , 𝑦 𝜋 = 1

The differential equation is neither linear nor separable, so the


methods suitable for those types of equations are not applicable
here. But it is exact differential equation since
𝑀 𝑥, 𝑦 = 𝑥 1 + 𝑦 2 + 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥, 𝑁 𝑥, 𝑦 = 𝑦𝑥 2
𝜕𝑀 𝜕𝑁
𝑎𝑛𝑑 = 2𝑥𝑦 = .
𝜕𝑦 𝜕𝑥
EXACT EQUATIONS: EXAMPLE 2
Hence there exist a function 𝜓 𝑥, 𝑦 = 𝐶 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 = 𝑥 1 + 𝑦 2
+ 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥, = 𝑁 𝑥, 𝑦 = 𝑦𝑥 2 .
𝜕𝑥 𝜕𝑦

Therefore, integrating second equation both sides with respect to 𝑦,


we get
𝑦2𝑥2 𝜕𝜓
𝜓 𝑥, 𝑦 = + ℎ(𝑥) and = 𝑥𝑦 2 + ℎ′(𝑥) = 𝑥 1 + 𝑦 2 + 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥.
2 𝜕𝑥
The last equation implies that ℎ′ 𝑥 = 𝑥 + 𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥. Integrating again
both sides with respect to 𝑥, we obtain
𝑥2 𝑥2 1 2
ℎ 𝑥 = ‫ 𝑥(׬‬+ 𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥 ) 𝑑𝑥 = ‫ (𝑑 ׬‬2 ) + 𝑠𝑖𝑛𝑥 𝑑 𝑠𝑖𝑛𝑥 = + 𝑠𝑖𝑛 𝑥
2 2
where we choose the constant of integration is 0.
EXACT EQUATIONS: EXAMPLE 2
Thus
𝑥2 2 1
𝜓 𝑥, 𝑦 = 1+𝑦 + 2 𝑠𝑖𝑛2 𝑥 = 𝐶.
2

Impossing the initial condition 𝑦 𝜋 = 1 it means that 𝑦 = 1 when 𝑥 = 𝜋


implies that 𝜋 2 = 𝐶.
Thus the solution of initial value problem is
𝑥2 1
𝜓 𝑥, 𝑦 = 1+𝑦 2
+ 𝑠𝑖𝑛 2
𝑥 = 𝜋 2 or
2 2

𝑥 2 1 + 𝑦 2 + 𝑠𝑖𝑛2 𝑥 − 2𝜋 2 = 0
INTEGRATING FACTOR NONEXACT EQUATIONS
Assume that the differential equation is not an exact differential
equation is said to be nonexact differential equation in R
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R. However, if there
exists a function 𝜆 = 𝜆 𝑥, 𝑦 that is called integrating factor such that
𝜆 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜆 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
differential equation is exact if and only if
(𝜆𝑀)𝑦 = (𝜆𝑁)𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R.
INTEGRATING FACTOR NONEXACT EQUATIONS
There exists a function 𝜆 = 𝜆 𝑥, 𝑦 integrating factor must satisfy the first
order partial differential equation such that
𝜆 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜆 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
differential equation is exact if and only if
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or𝜆(𝑀𝑦 − 𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
INTEGRATING FACTOR NONEXACT EQUATIONS
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or 𝜆(𝑀𝑦 −𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
Case I: 𝐼𝑓 𝜆 = 𝜆 𝑥, 𝑦 = 𝜆 𝑥 the integrating factor is only dependent on
𝑑𝜆
𝑥 , then we have 𝜆𝑦 = 0 𝑎𝑛𝑑 𝜆𝑥 = 𝜆′ = 𝑑𝑥. We obtain the integrating factor
𝑑𝜆 (𝑀𝑦 −𝑁𝑥 )
𝜆(𝑀𝑦 −𝑁𝑥 ) = 𝜆′𝑁 and = 𝑑𝑥/ Separable Diff. Eq.
𝜆 𝑁
(𝑀𝑦 −𝑁𝑥 ) (𝑀𝑦 −𝑁𝑥 )
𝑙𝑛𝜆 = ‫׬‬ 𝑑𝑥 and 𝜆 = exp[‫׬‬ 𝑑𝑥] .
𝑁 𝑁
INTEGRATING FACTOR NONEXACT EQUATIONS
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or𝜆(𝑀𝑦 − 𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
Case II: 𝐼𝑓 𝜆 = 𝜆 𝑥, 𝑦 = 𝜆 𝑦 the integrating factor is only dependent on
𝑑𝜆
𝑦 , then we have 𝜆𝑥 = 0 𝑎𝑛𝑑 𝜆𝑦 =𝜆′ = 𝑑𝑦. We obtain the integrating factor
𝑑𝜆 (𝑀𝑦 −𝑁𝑥 )
𝜆(𝑀𝑦 −𝑁𝑥 ) = −𝜆′𝑀 and = 𝑑y Separable Diff. Eq.
𝜆 −𝑀
(𝑀𝑦 −𝑁𝑥 ) (𝑀𝑦 −𝑁𝑥 )
𝑙𝑛𝜆 = ‫׬‬ 𝑑𝑦 and 𝜆 = exp[‫׬‬ 𝑑𝑦] .
−𝑀 −𝑀
REMARK ON INTEGRATING FACTOR
(𝑀𝑦 −𝑁𝑥 )
𝐼𝑓 is a function of 𝑥 only, then there is an integrating factor λ = 𝜆 𝑥 ; that
𝑁
is only dependent on 𝑥 , then we have
(𝑀𝑦 −𝑁𝑥 )
𝜆(𝑥) = exp[‫׬‬ 𝑑𝑥] .
𝑁
(𝑀𝑦 −𝑁𝑥 )
𝐼𝑓 −𝑀 is a function of y only, then there is an integrating factor λ = 𝜆 𝑦 ; that
is only dependent on 𝑦 , then we have
(𝑀𝑦 −𝑁𝑥 )
𝜆(𝑦) = exp[‫׬‬ 𝑑𝑦] .
−𝑀
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 3
Find the solution of the initial value problem as follows
1 𝑑𝑦
1 + 𝑦 2 + 𝑥 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 + 𝑦𝑥 𝑑𝑥 = 0 , 𝑦 𝜋 = 1
The differential equation is nonexact differential equation since,
𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
𝑀 𝑥, 𝑦 = 1 + 𝑦 2 + and 𝑁 𝑥, 𝑦 = 𝑦𝑥. 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 where
𝑥
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1 1
𝑀𝑦 𝑥, 𝑦 = 2𝑦 and 𝑁𝑥 𝑥, 𝑦 = 𝑦, 𝑁 𝑥,𝑦
= 2𝑦 − 𝑦 𝑥𝑦
= 𝑥
. Therefore
𝑑𝜆 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦
the integrating factor is dependent on 𝑥 so that = 𝑑𝑥 .
𝜆 𝑁 𝑥,𝑦
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1
𝜆 = 𝑒𝑥𝑝 ‫׬‬ 𝑑𝑥 = 𝑒𝑥𝑝 ‫𝑥 = 𝑥𝑛𝑙 𝑝𝑥𝑒 = 𝑥𝑑 ׬‬.
𝑁 𝑥,𝑦 𝑥

Hence, we have the exact differential equation as in Example 14,


2 2 𝑑𝑦
𝑥 1+𝑦 + 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥 + 𝑦𝑥 = 0, 𝑦(𝜋) = 1.
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 4
Find the solution of the initial value problem as follows
2 𝑥+3
2𝑥𝑦 2 + 3𝑥 2 𝑦 + 1 + 𝑑𝑥 + 3𝑥 2 𝑦 + 2𝑥 3 + 𝑑𝑦 = 0, 𝑦 0 =1
𝑦 𝑦

The differential equation is nonexact differential equation since,


2 𝑥+3
𝑀 𝑥, 𝑦 = 2𝑥𝑦 + 3𝑥 𝑦 + 1 + and 𝑁 𝑥, 𝑦 = 3𝑥 𝑦 + 2𝑥 + . 𝑀𝑦 𝑥, 𝑦 ≠
2 2 2 3
𝑦 𝑦
2 1
𝑁𝑥 𝑥, 𝑦 where 𝑀𝑦 𝑥, 𝑦 = 4𝑥𝑦 + 3𝑥 2 − 𝑦2 and 𝑁𝑥 𝑥, 𝑦 = 6𝑥𝑦 + 6𝑥 2 + 𝑦 ,
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 2 2 2 1 1
= 4𝑥𝑦 + 3𝑥 − 𝑦2 − 6𝑥𝑦 + 6𝑥 + 𝑦 2 =
−𝑀 𝑥,𝑦 −(2𝑥𝑦 2 +3𝑥 2 𝑦+1+ )
𝑦
2 1
−2𝑥𝑦−3𝑥 2 − 2 − 1
. Therefore, the integrating factor is dependent only
𝑦 𝑦
2 1 =
𝑦 −2𝑥𝑦−3𝑥 2 − 2 − 𝑦
𝑦 𝑦
𝑑𝜆 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦
on 𝑦 so that = 𝑑𝑦 .
𝜆 −𝑀 𝑥,𝑦
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 4 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1
𝜆 = 𝑒𝑥𝑝 ‫׬‬ 𝑑𝑦 = 𝑒𝑥𝑝 ‫𝑦𝑑 𝑦 ׬‬ = 𝑒𝑥𝑝 𝑙𝑛𝑦 = 𝑦.
−𝑀 𝑥,𝑦

Hence, we have the exact differential equation as


2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 𝑑𝑦 = 0, 𝑦(0) = 1.
Let 𝑀 𝑥, 𝑦 = 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 and 𝑁 𝑥, 𝑦 = 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3.
𝜕𝑀
In fact, the equation is exact anymore because 𝜕𝑦 = 6𝑥𝑦 2 + 6𝑥 2 𝑦 +
𝜕𝑁
1= . Hence, there exist a potential function 𝑓 𝑥, 𝑦 = 𝐶 such that
𝜕𝑥
𝜕𝑓 𝜕𝑓
= 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑎𝑛𝑑 = 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 .
𝜕𝑥 𝜕𝑦

Therefore, integrating second equation both sides with respect to 𝑦,


we get
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 4 𝑓 𝑥, 𝑦 = 𝑦 𝑥 + 𝑥 𝑦 + 𝑥𝑦 + 3𝑦 + ℎ(𝑥) and
3 2 3 2

𝜕𝑓
𝜕𝑥
= 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + ℎ′(𝑥) = 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2.

The last equation implies that ℎ′ 𝑥 = 2. Integrating both sides with


respect to 𝑥, we obtain ℎ 𝑥 = ‫ ׬‬2 𝑑𝑥 = 2𝑥 where we choose the constant of
integration is 0. Thus,𝑓 𝑥, 𝑦 = 𝑦 3 𝑥 2 + 𝑥 3 𝑦 2 + 𝑥𝑦 + 3𝑦 + 2𝑥 = 𝐶.
Or grouping the terms
2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 𝑑𝑦 = 0
𝑑[𝑦 3 𝑥 2 ] + 𝑑[𝑥 3 𝑦 2 ] + 𝑑[𝑥𝑦] + 𝑑[3𝑦 + 2𝑥] = 𝑑[𝑦 3 𝑥 2 + 𝑥 3 𝑦 2 + 𝑥𝑦 + 3𝑦 + 2𝑥] = 𝑑𝐶
The initial condition 𝑦 = 1 when 𝑥 = 0 yields 3 = 𝐶. Hence, the solution of
initial value problem is
𝑓 𝑥, 𝑦 = 𝑦 3 𝑥 2 + 𝑥 3 𝑦 2 + 𝑥𝑦 + 3𝑦 + 2𝑥 = 3.
MORE ON INTEGRATING FACTOR NONEXACT EQUATIONS
Case III. Assume that the differential equation is nonexact differential equation
in R
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R.

However, if there exists a differential elements is in the form of 𝑥𝑑𝑦 − 𝑦𝑑𝑥 or


𝑦𝑑𝑥 − 𝑥𝑑𝑦 in differential equation. Then, the differential equation may admit an
1
integrating factor as in the form of 𝜆 = 𝜆 𝑥, 𝑦 = 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 where 𝑎, 𝑏 𝑎𝑛𝑑 𝑐 are

𝑥𝑑𝑦−𝑦𝑑𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦
not all zero at the same time since the terms 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 or must be
𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦 2

exact.
INTEGRATING FACTOR: EXAMPLE 5
Case III. Find an integrating factor of the differential equation
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 5𝑥 3 𝑑𝑥 = 0
such that the differential equation is exact.
If we have that the differential equation is in the form of
2 𝑥𝑑𝑦−𝑦𝑑𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 5𝑥 𝑥𝑑𝑥 = 0 and 𝑥2
+ 5𝑥𝑑𝑥 = 0,
1 1
then we choose 𝜆 = 𝜆 𝑥, 𝑦 = 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 𝑜𝑟 = 𝜆 𝑥 is an integrating factor where
𝑥2
𝑎 = 1, 𝑏 𝑎𝑛𝑑 𝑐 are zero. Hence,
𝑦 𝑑𝑦
5𝑥 − 𝑥 2 𝑑𝑥 + 𝑥
=0

is an exact differential equation.


INTEGRATING FACTOR: EXAMPLE 6
Case III. Find an integrating factor of the differential equation
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 4𝑥 3 𝑦 2 𝑑𝑥 = 0
such that the differential equation is exact.
If we have the differential equation is in the form of
3 2 𝑥𝑑𝑦−𝑦𝑑𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 4𝑥 𝑦 𝑑𝑥 = 0 and 𝑦2
+ 4𝑥 3 𝑑𝑥 = 0,
1 1
then we choose 𝜆 = 𝜆 𝑥, 𝑦 = 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 , 𝑦2
=𝜆 𝑦 is an integrating factor where
𝑐 = 1, 𝑏 𝑎𝑛𝑑 𝑎 are zero. Hence,
3 1 𝑥𝑑𝑦
4𝑥 − 𝑑𝑥 + =0
𝑦 𝑦2

is an exact differential equation.


INTEGRATING FACTOR: EXAMPLE 7
Case III. Find an integrating factor of the differential equation
𝑥𝑑𝑦 − 𝑦𝑑𝑥 − 2𝑥 2 𝑦𝑑𝑥 = 0
such that the differential equation is exact.
If we have that the differential equation is in the form of
2 𝑥𝑑𝑦−𝑦𝑑𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 − 2𝑥 𝑦𝑑𝑥 = 0 and 2𝑥𝑦
− 𝑥𝑑𝑥 = 0,
1 1
then we choose 𝜆 = 𝜆 𝑥, 𝑦 = 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 , 2𝑥𝑦
= 𝜆(𝑥𝑦) is an integrating factor
where 𝑏 = 2, 𝑎 𝑎𝑛𝑑 𝑐 are zero. Hence,
1 𝑑𝑦 1 𝑑𝑦
− 2𝑥 − 𝑥 𝑑𝑥 + 2𝑦 = 0 or + 𝑥 𝑑𝑥 − =0
2𝑥 2𝑦

is an exact differential equation.


INTEGRATING FACTOR: EXAMPLE 8
Case III. Find an integrating factor of the differential equation
𝑦𝑑𝑥 − 𝑥𝑑𝑦 + 𝑦 2 (4𝑥𝑦 − 2𝑥 2 )𝑑𝑦 = 0
such that the differential equation is exact.
If we have that the differential equation is in the form of
2 2 𝑦𝑑𝑥−𝑥𝑑𝑦
𝑦𝑑𝑥 − 𝑥𝑑𝑦 + 𝑦 (4𝑥𝑦 − 2𝑥 )𝑑𝑦 = 0 and (4𝑥𝑦−2𝑥 2 )
+ 𝑦 2 𝑑𝑦 = 0,
1 1
then we choose 𝜆 = 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 , −2𝑥 2 +4𝑥𝑦
= 𝜆(𝑥𝑦) is an integrating factor where
a = −2, 𝑏 = 4 𝑎𝑛𝑑 𝑐 is zero. Hence,
𝑦𝑑𝑥−𝑥𝑑𝑦 𝑦 𝑥
2 + 𝑦 2
𝑑𝑦 = 0 or 𝑑𝑥 + 𝑦 2 − 𝑑𝑦 = 0
(4𝑥𝑦−2𝑥 ) (4𝑥𝑦−2𝑥 2 ) 4𝑥𝑦−2𝑥 2

is an exact differential equation.


INTEGRATING FACTOR NONEXACT EQUATIONS
Case IV. Assume that the given differential equation or Goursat Equation can
be written as in the form of nonexact differential equation in R

𝑦(𝑎 + 𝛼𝑥 𝑚 𝑦 𝑛 ) 𝑑𝑥 + 𝑥(𝑏 + 𝛽𝑥 𝑚 𝑦 𝑛 )𝑑𝑦 = 0

if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R.

Then the differential equation always admits an integrating factor as in the


form of 𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 where 𝑝 𝑎𝑛𝑑 𝑞 are not all zero at the same time. If

𝑏𝛼
(i) 𝑎𝛽 − 𝑏𝛼 = 0 and 𝑎 = , 𝛽 ≠ 0, then we have separable differential equation as
𝛽

𝛼𝑦 𝑑𝑥 + 𝛽𝑥𝑑𝑦 = 0.
INTEGRATING FACTOR NONEXACT EQUATIONS
Case IV. Assume that the given differential equation can be written as
differential equation or Goursat Eq. is in the form of nonexact differential
equation in R

𝑦(𝑎 + 𝛼𝑥 𝑚 𝑦 𝑛 ) 𝑑𝑥 + 𝑥(𝑏 + 𝛽𝑥 𝑚 𝑦 𝑛 )𝑑𝑦 = 0

if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R.

Then the differential equation always admits an integrating factor as in the


form of 𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 where 𝑝 𝑎𝑛𝑑 𝑞 are not all zero at the same time. If

(ii) 𝑎𝛽 − 𝑏𝛼 ≠ 0 or 𝑏𝛼 − 𝑎𝛽 ≠ 0
INTEGRATING FACTOR: EXAMPLE 9
Find an integrating factor of the differential equation

(−3𝑦 + 2𝑥 3 𝑦 3 ) 𝑑𝑥 + (4𝑥 − 3𝑥 4 𝑦 2 )𝑑𝑦 = 0.

Let 𝑦 −3 + 2𝑥 3 𝑦 2 𝑑𝑥 + 𝑥 4 − 3𝑥 3 𝑦 2 𝑑𝑦 = 0, 𝑚 = 3 𝑎𝑛𝑑 𝑛 = 2, 𝑎𝑛𝑑 𝑎 = −3, 𝑏 =


4, 𝛼 = 2, 𝛽 = −3 and 𝑎𝛽 − 𝑏𝛼 = 9 + 6 = 15 ≠ 0 then the differential equation
always admits an integrating factor in the form of 𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 where
𝑝 𝑎𝑛𝑑 𝑞 are not all zero at the same time. Hence,

(−3𝑥 𝑝 𝑦 𝑞+1 + 2𝑥 𝑝+3 𝑦 𝑞+3 ) 𝑑𝑥 + (4𝑥 𝑝+1 𝑦 𝑞 − 3𝑥 𝑝+4 𝑦 𝑞+2 )𝑑𝑦 = 0 is an exact diff. Eq.
i. e; 𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 if and only if 𝑝 = −40 𝑎𝑛𝑑 𝑞 = 51 𝑎𝑛𝑑 𝜆 = 𝑥 −40 𝑦 51 .

(−3𝑥 −40 𝑦 52 + 2𝑥 −37 𝑦 54 ) 𝑑𝑥 + (4𝑥 −39 𝑦 51 − 3𝑥 −36 𝑦 53 )𝑑𝑦 = 0.


INTEGRATING FACTOR NONEXACT EQUATIONS
Case V.(i) Assume that the given differential equation can be written as
differential equation is in the form of nonexact differential equation in R

𝑥 𝑎 𝑦 𝑏 (𝑎1 𝑦𝑑𝑥 + 𝑏1 𝑥𝑑𝑦) + 𝑥 𝑐 𝑦 𝑑 (𝑎2 𝑦𝑑𝑥 + 𝑏2 𝑥𝑑𝑦) = 0

if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R.

Then the differential equation always admits an integrating factor in the


form of 𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 where 𝑝 𝑎𝑛𝑑 𝑞 are not all zero at the same time
if 𝑎1 𝑏2 − 𝑎2 𝑏1 ≠ 0.
INTEGRATING FACTOR: EXAMPLE 10
Find an integratin factor of the given differential equation
(8𝑦𝑑𝑥 + 2𝑥𝑑𝑦) + 𝑥 2 𝑦 3 (4𝑦𝑑𝑥 + 5𝑥𝑑𝑦) = 0
if we compare the differential equation
𝑥 𝑎 𝑦 𝑏 (𝑎1 𝑦𝑑𝑥 + 𝑏1 𝑥𝑑𝑦) + 𝑥 𝑐 𝑦 𝑑 (𝑎2 𝑦𝑑𝑥 + 𝑏2 𝑥𝑑𝑦) = 0

we get 𝑎 = 0, 𝑏 = 0, 𝑐 = 2, 𝑑 = 3, 𝑎1 = 8, 𝑏1 = 2, 𝑎2 = 4, 𝑏2 = 5 and 𝑎1 𝑏2 − 𝑎2 𝑏1 = 8.5 −


4.2 = 40 − 8 = 32 ≠ 0 . Then the differential equation always admits an
integrating factor in the form of 𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 where 𝑝 𝑎𝑛𝑑 𝑞 are not all zero
at the same time. Hence, the diff. eq. must be exact

8𝑥 𝑝 𝑦 𝑞+1 + 4𝑥 𝑝+2 𝑦 𝑞+4 𝑑𝑥 + (2𝑥 𝑝+1 𝑦 𝑞 + 5𝑥 𝑝+3 𝑦 𝑞+3 )𝑑𝑦 = 0.


INTEGRATING FACTOR: EXAMPLE 10
Then, the given differential equation can be written as in the form of an
exact differential equation in R

8𝑥 𝑝 𝑦 𝑞+1 + 4𝑥 𝑝+2 𝑦 𝑞+4 𝑑𝑥 + (2𝑥 𝑝+1 𝑦 𝑞 + 5𝑥 𝑝+3 𝑦 𝑞+3 )𝑑𝑦 = 0

if and only if 𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 at each point of R where

𝑀 𝑥, 𝑦 = 8𝑥 𝑝 𝑦 𝑞+1 + 4𝑥 𝑝+2 𝑦 𝑞+4 , 𝑁 𝑥, 𝑦 = 2𝑥 𝑝+1 𝑦 𝑞 + 5𝑥 𝑝+3 𝑦 𝑞+3 .

1 7
We obtain that 𝑝 = − ,𝑛 = − and the integrating factor is
2 8

1 7
− −
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 2 𝑦 8 .
INTEGRATING FACTOR NONEXACT EQUATIONS
Case V.(ii) Assume that the given differential equation can be written as
differential equation is in the form of nonexact differential equation in R

𝑥 𝑎 𝑦 𝑏 (𝑎1 𝑦𝑑𝑥 + 𝑏1 𝑥𝑑𝑦) + 𝑥 𝑐 𝑦 𝑑 (𝑎2 𝑦𝑑𝑥 + 𝑏2 𝑥𝑑𝑦) = 0

if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R.

Then we do not need to try to find the integrating factor in the form of
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 if 𝑎1 𝑏2 − 𝑎2 𝑏1 = 0 . The differential equation can be
reduced into simplier form of the differential equations.
INTEGRATING FACTOR: EXAMPLE 11
Find an integratin factor of the given differential equation

𝑥(4𝑦𝑑𝑥 + 2𝑥𝑑𝑦) + 𝑦 3 (6𝑦𝑑𝑥 + 3𝑥𝑑𝑦) = 0

since we compare the dif. Eq. 𝑥 𝑎 𝑦 𝑏 (𝑎1 𝑦𝑑𝑥 + 𝑏1 𝑥𝑑𝑦) + 𝑥 𝑐 𝑦 𝑑 (𝑎2 𝑦𝑑𝑥 + 𝑏2 𝑥𝑑𝑦) = 0 we get 𝑎 =
1, 𝑏 = 0, 𝑐 = 0, 𝑑 = 3, 𝑎1 = 4, 𝑏1 = 2, 𝑎2 = 6, 𝑏2 = 3 and 𝑎1 𝑏2 − 𝑎2 𝑏1 = 4.3 − 6.2 = 12 − 12 = 0 .
Then, we can simplify the differential equation as

2𝑦(2𝑥 + 3𝑦 3 )𝑑𝑥 + 𝑥(2𝑥 + 3𝑦 3 )𝑑𝑦 = 0 or (2𝑥 + 3𝑦 3 )(2𝑦𝑑𝑥 + 𝑥𝑑𝑦) = 0.


3 2𝑥 2 1
2𝑥 + 3𝑦 3 = 0; 𝑦 = − and (2𝑦𝑑𝑥 + 𝑥𝑑𝑦) = 0; 𝑑𝑥 + 𝑑𝑦 = 0
3 𝑥 𝑦

which is a separable diff. Eq. 2𝑙𝑛𝑥 + 𝑙𝑛𝑦 = 𝑙𝑛𝐶 or ln 𝑥 2 𝑦 = 𝑙𝑛𝐶 yields that

𝐶 3 2𝑥
𝑦= and 𝑦 = − are solutions.
𝑥2 3
INTEGRATING FACTOR NONEXACT EQUATIONS
Case VI. Assume that the given differential equation can be written as
homogeneous differential equation: 𝑃 𝑡𝑥, 𝑡𝑦 = 𝑡 𝛼 𝑃 𝑥, 𝑦 , 𝑄 𝑡𝑥, 𝑡𝑦 = 𝑡 𝛼 𝑄 𝑥, 𝑦 and
nonexact in R

𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0

if and only if 𝑃𝑦 𝑥, 𝑦 ≠ 𝑄𝑥 𝑥, 𝑦 at each point of R.

Then we find the integrating factor as in the form of

1
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥𝑃 .
𝑥,𝑦 +𝑦𝑄 𝑥,𝑦
INTEGRATING FACTOR: EXAMPLE 12
Find an integratin factor of the given differential equation
3𝑥 2 𝑦 + 2𝑥𝑦 2 𝑑𝑥 + (4𝑥 3 + 6𝑥 2 𝑦)𝑑𝑦 = 0

It is homogeneous differential equation with the degree of 3 since 𝑃 𝑥, 𝑦 =


3𝑥 2 𝑦 + 2𝑥𝑦 2 :𝑃 𝑡𝑥, 𝑡𝑦 = 𝑡 3 (3𝑥 2 𝑦 + 2𝑥𝑦 2 ) = 𝑡 3 𝑃 𝑥, 𝑦 and 𝑄 𝑥, 𝑦 = 4𝑥 3 + 6𝑥 2 𝑦:
𝑄 𝑡𝑥, 𝑡𝑦 = 𝑡 3 4𝑥 3 + 6𝑥 2 𝑦 = 𝑡 3 𝑄 𝑥, 𝑦 . And it is nonexact since

𝑃𝑦 𝑥, 𝑦 = 3𝑥 2 + 4𝑥𝑦 ≠ 12(𝑥 2 +𝑥𝑦) = 𝑄𝑥 𝑥, 𝑦 at each point in R.


1
Then, we find the integrating factor in the form of 𝜆 = 𝜆 𝑥, 𝑦 = or
𝑥𝑃 𝑥,𝑦 +𝑦𝑄 𝑥,𝑦
1 1 1
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥(3𝑥 2𝑦+2𝑥𝑦2 )+𝑦(4𝑥3 +6𝑥 2 𝑦) = 3𝑥 3 𝑦+2𝑥2 𝑦2+4𝑦𝑥 3 +6𝑥2 𝑦2 = 7𝑥3 𝑦+8𝑥 2𝑦2 and
1
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 2 𝑦(7𝑥+8𝑦)
.
INTEGRATING FACTOR NONEXACT EQUATIONS
Case VII. Assume that the given differential equation can be written as
𝑃𝑥 𝑥, 𝑦 = 𝑄𝑦 𝑥, 𝑦 , 𝑃𝑦 𝑥, 𝑦 = −𝑄𝑥 𝑥, 𝑦
and nonexact in R
𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0
if and only if
𝑃𝑦 𝑥, 𝑦 ≠ 𝑄𝑥 𝑥, 𝑦
at each point of R. Then, we find the integrating factor in the form of
1
𝜆 = 𝜆 𝑥, 𝑦 = .
𝑃2 𝑥,𝑦 +𝑄2 𝑥,𝑦
INTEGRATING FACTOR: EXAMPLE 13
Find an integratin factor of the given differential equation
3𝑥 2 − 3𝑦 2 − 4𝑥 + 15 𝑑𝑥 + (6𝑥𝑦 − 4𝑦)𝑑𝑦 = 0

Let 𝑃 𝑥, 𝑦 = 3𝑥 2 − 3𝑦 2 − 4𝑥 + 15 and 𝑄 𝑥, 𝑦 = 6𝑥𝑦 − 4𝑦: 𝑃𝑥 𝑥, 𝑦 = 6𝑥 − 4 =


𝑄𝑦 𝑥, 𝑦 , 𝑃𝑦 𝑥, 𝑦 = −6𝑦 = −𝑄𝑥 𝑥, 𝑦 , and 𝑃𝑦 𝑥, 𝑦 = −6𝑦 ≠ 𝑄𝑥 𝑥, 𝑦 = 6𝑦 which
is nonexact in R for 𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0.

Then, we find the integrating factor as in the form of 𝜆 = 𝜆 𝑥, 𝑦 =


1
𝑃2 𝑥,𝑦 +𝑄2 𝑥,𝑦
or

1
𝜆 = 𝜆 𝑥, 𝑦 = .
3𝑥 2 −3𝑦 2 −4𝑥+5 2 +(6𝑥𝑦−4𝑦)2
INTEGRATING FACTOR: EXAMPLE 14
Find an integratin factor of the given differential equation
𝑦
𝑙𝑛 𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑎𝑟𝑐𝑡𝑎𝑛(𝑥 )𝑑𝑦 = 0
𝑦 2𝑥
L et 𝑃 𝑥, 𝑦 2
= 𝑙𝑛 𝑥 + 𝑦 2
and 𝑄 𝑥, 𝑦 = 2𝑎𝑟𝑐𝑡𝑎𝑛( ) : 𝑃𝑥 𝑥, 𝑦 = 2 2 = 𝑄𝑦 𝑥, 𝑦 ,
𝑥 𝑥 +𝑦
2𝑦 2𝑦 2𝑦
𝑃𝑦 𝑥, 𝑦 = = −𝑄𝑥 𝑥, 𝑦 , and 𝑃 𝑦 𝑥, 𝑦 = ≠ 𝑄𝑥 𝑥, 𝑦 = − which
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
is nonexact in R for 𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0.
Then, we find the integrating factor in the form of 𝜆 = 𝜆 𝑥, 𝑦 =
1
2 2 or
𝑃 𝑥,𝑦 +𝑄 𝑥,𝑦
1
𝜆 = 𝜆 𝑥, 𝑦 = 𝑦 .
𝑙𝑛2 𝑥 2 +𝑦 2 +4𝑎𝑟𝑐𝑡𝑎𝑛2 (𝑥 )

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