Differential Equations of Order

One
2.3 Exact Differential Equations
 2.3 Exact Differential Equations
• Note that when a differential equation can be put in the form
𝐴 𝑥 𝑑𝑥 + 𝐵 𝑦 𝑑𝑦 = 0
a set of solutions can be determined by integration, that is , by
finding a function whose differential is 𝐴 𝑥 𝑑𝑥 + 𝐵 𝑦 𝑑𝑦.
• That idea can be extended to some equations of the form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 1
in which separation of variables may not be possible.
• Suppose that a function 𝐹(𝑥, 𝑦) can be found that has for its total
differential the expression 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦; that is,
𝑑𝐹 = 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 2
Then certainly
𝐹 𝑥, 𝑦 = 𝑐 3
defines implicitly a set of solutions of 1 . For, from 3 it follows
that 𝑑𝐹 = 0, or in view of 2 , 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0 as desired.
• Two things, then, are needed:
1. Find out under what conditions on 𝑀 and 𝑁, a function 𝐹
exists such that its total differential is exactly 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦.
2. If those conditions are satisfied, actually to determine the
function 𝐹. If the function 𝐹 exists such that 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 is exactly
the total differential of 𝐹, we call equation 1 an exact equation.

𝜕𝑀 𝜕𝑁
Theorem: If 𝑀, 𝑁, , and are continuous functions of 𝑥 and 𝑦,
𝜕𝑦 𝜕𝑥
then a necessary and sufficient condition that 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0
𝜕𝑀 𝜕𝑁
be an exact equation is that = .
𝜕𝑦 𝜕𝑥

Proof:
⟹ Let 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0 is exact, then by definition 𝐹 exists s.t
𝑑𝐹 = 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦
𝜕𝐹 𝜕𝐹
⟹ 𝑑𝐹 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
𝜕𝐹 𝜕𝐹
⟹ 𝑀 = ,𝑁 =
𝜕𝑥 𝜕𝑦
 𝜕𝑀 𝜕2 𝐹 𝜕𝑁 𝜕2 𝐹
⟹ = , =
𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑥 𝜕𝑥𝜕𝑦
𝜕2 𝐹 𝜕2 𝐹
⟹ =
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
𝜕𝑀 𝜕𝑁
⟹ =
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
Therefore, if 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0 is exact then = .
𝜕𝑦 𝜕𝑥
𝜕𝜙
⟸ Let 𝜙 𝑥, 𝑦 be a function for which = 𝑀 and then we get
𝜕𝑥
𝜕2 𝜙 𝜕𝑀 𝜕2 𝜙 𝜕𝑁 𝜕2 𝜙 𝜕𝑁
= and also, = . Now, integrate both sides of = with
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑥
respect to 𝑥, holding 𝑦 fixed.
𝜕2 𝜙 𝜕𝑁
=
𝜕𝑥𝜕𝑦 𝜕𝑥
𝜕𝜙
⟹ = 𝑁 + 𝐵′(y)
𝜕𝑦
Let 𝐹 = 𝜙 𝑥, 𝑦 − 𝐵 𝑦
𝜕𝜙 𝜕𝜙
⟹ 𝑑𝐹 = 𝑑𝑥 + 𝑑𝑦 − 𝐵′ 𝑦 𝑑𝑦
𝜕𝑥 𝜕𝑦
= 𝑀 𝑑𝑥 + 𝑁 + 𝐵′ 𝑦 𝑑𝑦 − 𝐵′ 𝑦 𝑑𝑦
= 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦
Therefore, 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0 ∎
Example. Solve the following differential equations:
a. 3𝑥 𝑥𝑦 − 2 𝑑𝑥 + 𝑥 3 + 2𝑦 𝑑𝑦 = 0
Solution:
Note that 𝑀 = 3𝑥 2 𝑦 − 6𝑥 and 𝑁 = 𝑥 3 + 2𝑦. Then we have,
𝜕𝑀 2 𝜕𝑁 2 𝜕𝑀 𝜕𝑁
= 3𝑥 and = 3𝑥 . Hence, = then the equation is exact.
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Thus, the solution is in the form 𝐹 = 𝑐. Now,
𝜕𝐹
= 𝑀 = 3𝑥 2 𝑦 − 6𝑥 1
𝜕𝑥
𝜕𝐹
= 𝑁 = 𝑥 3 + 2𝑦 2
𝜕𝑦
If we integrate 1 with respect to 𝑥 then we get,
𝜕𝐹
= 3𝑥 2 𝑦 − 6𝑥
𝜕𝑥
⟹ 𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑇(𝑦) 3
Also note that if we differentiate 3 with respect to 𝑦 we have,
𝜕𝐹
= 𝑥 3 + 𝑇′(𝑦) 4
𝜕𝑦
Observe that from 2 and 4 , we have
 𝑥 3 + 𝑇 ′ 𝑦 = 𝑥 3 + 2𝑦
⟹ 𝑥 3 + 𝑇 ′ 𝑦 − 𝑥 3 = 2𝑦
⟹ 𝑇 ′ 𝑦 = 2𝑦
⟹ 𝑇 ′ 𝑦 = 2𝑦
⟹ 𝑇 𝑦 = 𝑦2
From 3 , 𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑇 𝑦 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2
Therefore, the solution is 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 = c.∎

b. 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3 𝑑𝑥 − 𝑥 2 𝑦 + 2𝑥 𝑑𝑦 = 0
Solution:
From the given equation 𝑀 = 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3 and
𝜕𝑀 𝜕𝑁
𝑁= −𝑥 2 𝑦 − 2𝑥. Hence, = −2𝑥𝑦 − 2 = . Therefore, the
𝜕𝑦 𝜕𝑥
equation is exact and so the solution is in the from 𝐹 = 𝑐.Now,
𝜕𝐹
= 𝑀 = 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3 1
𝜕𝑥
𝜕𝐹
= 𝑁 = −𝑥 2 𝑦 − 2𝑥 2
𝜕𝑦
Integrate 1 with respect to 𝑥, then we have
𝜕𝐹
= 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3
𝜕𝑥
𝑥4 𝑥2𝑦2
⟹ 𝐹= − − 2𝑥𝑦 + 3𝑥 + 𝑇 𝑦 3
2 2
Then differentiate 3 with respect to 𝑦 and we get,
𝜕𝐹
= −𝑥 2 𝑦 − 2𝑥 + 𝑇 ′ 𝑦 = −𝑥 2 𝑦 − 2𝑥
𝜕𝑦
⟹ 𝑇′ 𝑦 = −𝑥 2 𝑦 − 2𝑥 + 𝑥 2 𝑦 + 2𝑥
⟹ 𝑇′ 𝑦 = 0
⟹ 𝑇′ 𝑦 = 0
⟹ 𝑇 𝑦 =0
Therefore from 3 , the solution is
𝑥4 𝑥2𝑦2
− − 2𝑥𝑦 + 3𝑥 = c
2 2
𝑥4 𝑥2𝑦2
⟹ − − 2𝑥𝑦 + 3𝑥 = 𝑐 2
2 2
⟹ 𝑥 4 − 𝑥 2 𝑦 2 − 4𝑥𝑦 + 6𝑥 = 𝑐 ∎
c. cos 2𝑦 − 3𝑥 2 𝑦 2 𝑑𝑥 + cos 2𝑦 − 2𝑥𝑠𝑖𝑛 2𝑦 − 2𝑥 3 𝑦 𝑑𝑦 = 0
Solution:
Observe that 𝑀 = cos 2𝑦 − 3𝑥 2 𝑦 2 and
𝑁 = cos 2𝑦 − 2𝑥𝑠𝑖𝑛 2𝑦 − 2𝑥 3 𝑦. Moreover,
𝜕𝑀 2 𝜕𝑁
= −2 sin 2𝑦 − 6𝑥 𝑦 =
𝜕𝑦 𝜕𝑥
and so the equation is exact. Now,
𝜕𝐹
= 𝑀 = cos 2𝑦 − 3𝑥 2 𝑦 2 1
𝜕𝑥
𝜕𝐹
= 𝑁 = cos 2𝑦 − 2𝑥𝑠𝑖𝑛 2𝑦 − 2𝑥 3 𝑦 2
𝜕𝑦
Integrate 1 , with respect to 𝑥, we get
𝜕𝐹
= cos 2𝑦 − 3𝑥 2 𝑦 2
𝜕𝑥
⟹ 𝐹 = 𝑥𝑐𝑜𝑠 2𝑦 − 𝑥 3 𝑦 2 + 𝑇(𝑦) 3
Differentiate 3 with respect to 𝑦, we have
𝜕𝐹
= −2𝑥 sin 2𝑦 − 2𝑥 3 𝑦 + 𝑇 ′ 𝑦 = cos 2𝑦 − 2𝑥𝑠𝑖𝑛 2𝑦 − 2𝑥 3 𝑦
𝜕𝑦
⟹ 𝑇 ′ 𝑦 = cos 2𝑦
 ⟹ 𝑇 ′ 𝑦 = cos 2𝑦
1
⟹ 𝑇 𝑦 = sin 2𝑦
2
Therefore from 3 ,
1
𝐹 = 𝑥𝑐𝑜𝑠 2𝑦 − 𝑥3𝑦2 + 𝑇 𝑦 = 𝑥𝑐𝑜𝑠 2𝑦 − 𝑥3𝑦2 + sin 2𝑦
2
Hence, the solution is
1
𝑥𝑐𝑜𝑠 2𝑦 − 𝑥 3 𝑦 2 + sin 2𝑦 = c
2
3 2 1
⟹ 𝑥𝑐𝑜𝑠 2𝑦 − 𝑥 𝑦 + sin 2𝑦 =c 2
2
⟹ 3 2
2𝑥𝑐𝑜𝑠 2𝑦 − 2𝑥 𝑦 + sin 2𝑦 =c ∎

d. 𝑥𝑦 2 + 𝑥 − 2𝑦 + 3 𝑑𝑥 + 𝑥 2 𝑦 𝑑𝑦 = 2 𝑥 + 𝑦 𝑑𝑦
when 𝑥 = 1, 𝑦 = 1
Solution:

𝑀 = 𝑥𝑦 2 + 𝑥 − 2𝑦 + 3
𝑁 = 𝑥 2 𝑦 − 2𝑥 − 2𝑦
 𝜕𝑀 𝜕𝑁
⟹ = 2𝑥𝑦 − 2 =
𝜕𝑦 𝜕𝑥
Therefore, the D.E is exact.
𝜕𝐹
= 𝑀 = 𝑥𝑦 2 + 𝑥 − 2𝑦 + 3 1
𝜕𝑥
𝜕𝐹
= 𝑁 = 𝑥 2 𝑦 − 2𝑥 − 2𝑦 2
𝜕𝑦
Using 2 ,
𝜕𝐹
= 𝑥 2 𝑦 − 2𝑥 − 2𝑦
𝜕𝑦
𝜕𝐹
⟹ = 𝑥 2 𝑦 − 2𝑥 − 2𝑦
𝜕𝑦
𝑥2𝑦2 2𝑦 2
⟹ 𝐹= − 2𝑥𝑦 − +𝑇 𝑥
2 2
𝑥2𝑦2
⟹ 𝐹= − 2𝑥𝑦 − 𝑦 2 + 𝑇 𝑥
2
𝜕𝐹
⟹ = 𝑥𝑦 2 − 2𝑦 + 𝑇 ′ 𝑥 = 𝑥𝑦 2 + 𝑥 − 2𝑦 +3
𝜕𝑥
⟹ 𝑇′ 𝑥 = 𝑥 + 3
⟹ 𝑇′ 𝑥 = 𝑥 + 3
𝑥2
⟹ 𝑇 𝑥 = + 3𝑥
2
Therefore, the solution is
𝑥2𝑦2
− 2𝑥𝑦 − 𝑦 2 + 𝑇 𝑥 = 𝑐
2
𝑥2𝑦2 2 𝑥2
⟹ − 2𝑥𝑦 − 𝑦 + + 3𝑥 = 𝑐
2 2
2
𝑥 𝑦 2 𝑥2
⟹ 2
− 2𝑥𝑦 − 𝑦 + + 3𝑥 = 𝑐 2
2 2
⟹ 𝑥 2 𝑦 2 − 4𝑥𝑦 − 2𝑦 2 + 𝑥 2 + 6𝑥 = 𝑐
Substitute 𝑥 = 1, 𝑦 = 1, to get the particular solution
𝑥 2 𝑦 2 − 4𝑥𝑦 − 2𝑦 2 + 𝑥 2 + 6𝑥 = 𝑐
⟹ 1 2 1 2−4 1 1 −2 1 2+ 1 2+6 1 =𝑐
⟹ 1−4−2+1+6=𝑐
⟹ 2=𝑐
Hence, 𝑥 2 𝑦 2 − 4𝑥𝑦 − 2𝑦 2 + 𝑥 2 + 6𝑥 = 2 is the particular solution.∎