Semester - 1, 2016

Differential Equations
MAT112δ

Professor Jayantha Pasdunkorale

jayantha@maths.ruh.ac.lk

2.4 Exact Differential Equations

• 2.4.1 Total Differential
Suppose u=f(x,y,z).
The total differential of u, written as du, is
defined by
du  d ( f ( x, y, z ))
f ( x, y, z ) f ( x, y, z ) f ( x, y, z )
 dx  dy  dz
x y z

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• Examples
(i) Let U=xy2.

2  ( xy 2 )  ( xy 2 )
du  d ( xy )  dx  dy
x y

 y 2 dx  2 xydy

• (ii) u=x2+xy2+y3+z

u u u
 2x  y2  2 xy  3 y 2 1
x y z
u u u
 du  dx  dy  dz
x y z
 ( 2 x  y 2 )dx  ( 2 xy  3 y 2 ) dy  dz

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• 2.4.2 Def: Exact Differential Equation

If M and N are functions of x and y, the
equation
M(x,y)dx + N(x,y)dy = 0
is called exact when  a function f(x,y)
such that d[f(x,y)] = Mdx+Ndy.

i.e. if Mdx+Ndy is the total differential of

some function f(x,y).

• Example:
(i) y dx+xdy =0
ydx+xdy = d(xy).
 ydx+xdy =0 is an exact differential
equation and its solution is

d(xy)=0

 xy = c where c is an a.c.

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• (ii) x2y3 dx + x3y2 dy =0

2 3 3 2 1 3 3
x y dx  x y dy  d  x y   0
3 
 The equation is exact and

x3y3=c is the solution; where c is an a.c.

• Theorem 2.1
If M(x,y) and N(x,y) are continues
functions and have continues first partial
derivatives on some region of the xy
plane,then
M(x,y) dx + N(x,y) dy =0
is exact if and only if
M N

y x

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• Proof:
(a) necessity:
Let Mdx+Ndy=0 is exact.

Hence  a function f(x,y) such that

d [ f ( x, y )]  M ( x, y )dx  N ( x, y )dy (by definition)

However,
f f
d [ f ( x, y )]  dx  dy (by definition of Total Derivative)
x y

Equating coefficients of dx and dy, we get

f f
M and N 
x y
M   f   2 f
   
y y  x  yx
N   f   2 f
   
x x  y  xy

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But from the continuity of partial derivatives

2 f 2 f
xy  yx .
M N
 
y x

(b) Sufficiency
Let M N

y x
Let  Mdx  g ( x, y )
g
  M ( x, y )
x

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 2 g M N  2 g
  
yx y x xy
  g 
  N    0
x  y 
g
i.e. N    ( y ) (function of y only)
y

g
N   ( y)
y

Let F  g    ( y )dy
F g
Then    ( y)
y y
N

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F g
 M
x x

F F
 Mdx  Ndy  dx  dy  dF
x y

 Mdx  Ndy  0 is exact.

• Example:
Consider 2xy dx + (1+x2)dy =0

M = 2xy and N = (1+x2).

M N
 2x  2x
y x
M N
 
y x
 The equation is exact

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• Example:
Consider 2xy dx + (1+x2)dy =0

M = 2xy and N = (1+x2).

M N
 2x  2x
y x
M N
 
y x
 The equation is exact

2.4.3 Working rule for solving an exact

differential equation

• Step 1:
Compare the given equation with
Mdx + Ndy = 0 and find out M and N.
If
M N

y x
then the equation is exact.

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• Step 2:
Integrate M with respect to x.
In the above example

F ( x, y )   Mdx   2 xydx
2x2
 y  g ( y)
2
 x2 y  g ( y)

• Step 3:
Differentiate F(x,y) w.r.t. y
F
 x 2  g ' ( y)
y

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• Step 4
F
equate  N
y
x 2  g ' ( y )  (1  x 2 )
g ' ( y)  1
g ( y)  y  c
 F ( x, y )  x 2 y  y  c

F F
• Then dF  dx  dy
x y

 ( 2 xy ) dx  (1  x 2 )dy

 the given equation is dF  0

The solution is F= Constant
 x2y+y = c’; where c’ is an arbitrary constant.

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• Example : Solve (x2-ay)dx = (ax-y2)dy.

( x 2  ay)dx  ( y 2  ax) dy  0

M dx  N dy  0
 M  ( x 2  ay) N  ( y 2  ax)
M N
  a,  -a
y x
M N
Since  ; the equation is exact.
y x

Let F ( x, y )   Mdx   ( x 2  ay )dx

x3
  ayx  g ( y)
3
F
 ax  g ' ( y )  N
y
 ax  g ' ( y )  y 2  ax
g ' ( y)  y 2
y3
 g ( y)  c
3

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x3 y3
 F ( x, y )   ayx   c  const.
3 3
x3 y3
 i.e.  ayx   c  const.
3 3

x 3  3axy  y 3  const.

2.4.4 Integrating Factors

If an equation of the form

Mdx  Ndy  0 is not exact,

it can be made exact by multiplying by

some function of x and y.
Such a multiplier is called an Integration
Factor.
We shall write I.F. for it.

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i.e. if Mdx + N dy =0 is not exact

but
I(x,y)M dx + I(x,y) N dy = 0 is
exact,
then I(x,y) is an I.F.

Methods of Finding I.F.s

Rule 1:

1 M N 
If     h ( x );
N   y  x 
i.e. a function of x only,

e
h ( x ) dx
then is an I.F. of
Mdx  Ndy  0 .

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Example: ( x 2  y 2  x)dx  xydy  0.

M  ( x 2  y 2  x) and N  xy.

M N
 2y y
y x

Therefore the given equation is not

exact

1  M N  1 1
    (2 y  y ) 
N  y x  xy x

is a function of x only,
1
 x dx
 I.F.  e
 e ln x
x

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Multiplying by x,

( x 3  xy 2  x 2 )dx  x 2 ydy  0
M ' N '
Now  2 xy and  2 xy
y x
M ' N '

y x
Therefore new equation is exact

let F ( x, y )   M ' dx
  ( x 3  xy 2  x 2 )dx
x4 x2 y 2 x3
    g ( y)
4 2 3
F
 x 2 y  g ' ( y)
y
 N '  x2 y

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 g ' ( y)  0
g ( y)  c
 the solution is F ( x, y )  c '
x4 x2 y 2 x3
i.e.    c  c'
4 2 3
3 x 4  6 x 2 y 2  4 x 3  const.

Rule II:

1  M N 
If -     h ( y );
M  y x 
i.e. a function of y only,

then e  h ( y ) dy
is an I.F. of
Mdx  Ndy  0 .

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Example:
(3 x 2 y 4  2 xy )dx  ( 2 x 3 y 3  x 2 )dy  0.....( )

M  (3 x 2 y 4  2 xy ) and N  ( 2 x 3 y 3  x 2 ).
M N
 12 x 3 y 3  2x  6 x 2 y 3 - 2x
y x
M N

y x
Therefore the given equation is not
exact

1  M N 
-   
M  y x 
1 2 3
 2 4
[ 6 x y  4 x]
(3 x y  2 xy )
2 2 3
 2
[ 3 x y  2 x]
y (3 x y 3  2 x )
2

y
is a function of y only.

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2
  dy
y
 I.F.  e
 e 2 ln y
1
 2
y

I ( x, y )  ( ) 

(3 x 2 y 2  2 xy 1 )dx  ( 2 x 3 y  x 2 y 2 ) dy  0

M' dx  N' dy  0
M ' N '
 6 x 2 y  2xy -2  6 x 2 y - 2xy -2
y x
M ' N '

y x
Therefore the given equation is exact

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Now F ( x, y )   M ' dx

  (3x 2 y 2  2 xy 1 )dx

3 x 3 y 2 2 x 2 y 1
   g ( y)
3 2

 x 3 y 2  x 2 y 1  g ( y )

F
 2 x 3 y  x 2 y 2  g ' ( y )
y
 N '  2 x 3 y  x 2 y 2
 g ' ( y)  0
g ( y)  c
 the solution is F ( x, y )  c '

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i.e. x 3 y 2  x 2 y 1  c  c'

i.e. x 3 y 2  x 2 y 1  c' '

i.e. x 3 y 3  x 2  c' ' y

Rule 111:
If the given equation
Mdx  Ndy  0 is homogeneou s
and
( Mx  Ny )  0, then
1
( Mx  Ny )
is an Integratio n Factor.

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Example: x 2 ydx  ( x 3  y 3 )dy  0

M  x2 y and N  ( x 3  y 3 )

M N
 x2  3x 2
y x
M N

y x
Therefore the given equation is not exact

Put x  x and y  y
Then, dx  dx and dy  dy

Substituting these values in the given equation,

we get
 4 x 2 ydx   4 ( x 3  y 3 )dy
  4 [ x 2 ydx  ( x 3  y 3 )dy ]
Therefore the given equation is homogeneous.

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Now Mx  Ny
 x3 y  y( x3  y 3 )
  y4
0
1
  is an I.F.
y4

1
Multiplying by  4
  y -4 , we get
y

 x 2 y 3 dx  ( x 3 y 4  y 1 )dy  0
Now M '   x 2 y 3 and N '  ( x 3 y 4  y 1 )
M ' N '
 3x 2 y  4  3x 2 y 4
y x
M ' N '
 and the new equation is
y x exact

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Now F ( x, y )   M ' dx

   x 2 y 3 dx
 x 3 y 3
  g ( y)
3

F 3 x 3 y 4
  g ' ( y)
y 3
N
 ( x 3 y 4  y 1 )
 g ' ( y )  y 1
 g ( y )  ln y  c'

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x 3 y 3
 the solution is   ln y  c'  c' '
3

  x 3 y 3  3 ln y  c

 x 3  cy 3  3 y 3 ln y

Rule 1V:
If the given equation
Mdx  Ndy  0 is of the form
yf1 ( xy ) dx  xf 2 ( xy ) dy  0, then
1
( Mx  Ny )
is an Integratio n Factor provided that
Mx  Ny  0.

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Example:
( xy 2  2 x 2 y 3 )dx  ( x 2 y  x 3 y 2 )dy  0
M  ( xy 2  2 x 2 y 3 ) and
N  ( x 2 y  x3 y 2 )
M N
 ( 2 xy  6 x 2 y 2 ) and  ( 2 xy  3x 2 y 2 )
y x
M N
Since  , this is not exact.
y x

( xy 2  2 x 2 y 3 )dx  ( x 2 y  x 3 y 2 )dy  0

y ( xy  2 x 2 y 2 )dx  x ( xy  x 2 y 2 )dy  0
y[ xy  2( xy ) 2 ]dx  x[ xy  ( xy ) 2 ]dy  0
is of the form
yf1 ( xy ) dx  xf 2 ( xy ) dy  0.

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Mx  Ny
 ( x2 y 2  2 x3 y3 )  ( x 2 y 2  x3 y3 )

 3x 3 y 3
0
1
 is an I.F.
3x 3 y 3

 we have,
1 2 2 3 2 3 2
3 3
[( xy  2 x y ) dx  ( x y  x y )dy ]  0
3x y

1  2 1 1
( x y  2 x 1 )dx  ( x 1 y 2  y 1 )dy  0
3 3
1 2 1 1 1 2
M '  ( x y  2 x ) N '  ( x y  y 1 )
1

3 3

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M ' 1 N ' 1
 [ x  2 y  2 ] and  [ x  2 y  2 ]
y 3 x 3

The new equation is exact, since

M ' N '
 .
y x

F ( x, y )   M ' dx
1
  ( x 2 y 1  2 x 1 )dx
3

1 2
  x 1 y 1  ln x  g ( y )
3 3

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F 1 1  2
 3
x y  g ' ( y)
y 1 1 2
 N ' 3 ( x y  y 1 )


1
 g ' ( y)  
3y
1
 g ( y )   ln y  c
3

Therefore the solution is

F ( x, y )  c'
1 1 1 2 1
 x y  ln x  ln y  c' '
3 3 3
 x 1 y 1  2 ln x  ln y  c
 x2  1
ln    c; c isan a.c.
 y  xy

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