ENS181 – Engineering Mathematics

UNIT II. SOLUTIONS OF FIRST-ORDER DIFFERENTIAL EQUATIONS

Module 4. Exact and Non-Exact

Differential Equations

Engr. Lhemar Jon M. Violango

Instructor
 Introduction

Although the simple first-order equation

𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0

is separable, we can solve the equation in an alternative manner by recognizing that the expression on the
left-hand side of the equality is the differential of the function 𝑓 𝑥, 𝑦 = 𝑥𝑦 ; that is,

𝑑 𝑥𝑦 = 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦.

In this section we examine first-order equations in differential form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0. By

applying a simple test to 𝑀 and 𝑁, we can determine whether 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is a differential of a
function 𝑓(𝑥, 𝑦). If the answer is yes, we can construct 𝑓 by partial integration.

We will also explore a method to make non-exact equations an exact.

 Learning Outcomes

At the end of this module, you must be able to:

✓ Test exactness of differential equations.
✓ Solve exact differential equations implicitly.
✓ Explain and solve integrating factors.
✓ Reduce non-exact differential equations to exact using integrating
factors.
 EXACT EQUATIONS

We recall from calculus that if a function 𝑓 = 𝑓(𝑥, 𝑦) has continuous partial derivatives, its differential
𝜕𝑓 𝜕𝑓
(also called its total differential) is 𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦. From this it follows that if 𝑓 𝑥, 𝑦 = 𝑐 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝜕𝑥 𝜕𝑥
then 𝑑𝑢 = 0

For example, if 𝑓 𝑥, 𝑦 = 𝑥 + 𝑥 2 𝑦 3 = 𝑐, then

𝑑𝑓 = 1 + 2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦 = 0
or
𝑑𝑦 1+2𝑥𝑦 3
= − 2 2
𝑑𝑥 3𝑥 𝑦

an ODE that we can solve by going backward. This idea leads to a powerful solution method that we’ll
discussed as follows.
 EXACT EQUATIONS

A first-order ordinary differential equation

(4.1)

is called an exact differential equation if the differential form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is exact, that is,
this form is the differential
(4.2)

of some function 𝑓 𝑥, 𝑦 . Then (4.1) can be written 𝑑𝑓 = 0.

By integration we immediately obtain the general solution of (4.1) in the form

(4.3)

This is called an implicit solution.

 EXACT EQUATIONS

Comparing (4.1) and (4.2), we see that (4.1) is an exact differential equation if there is some function
𝑓(𝑥, 𝑦) such that
𝜕𝑓 𝜕𝑓 (4.4)
=𝑀 and =𝑁
𝜕𝑥 𝜕𝑦

From this we can derive a formula for checking whether (4.1) is exact or not, as follows.
Let 𝑀 and 𝑁 be continuous and have continuous first partial derivatives in a region in the 𝑥𝑦-plane
whose boundary is a closed curve without self-intersections. Then by partial differentiation of (4.4),
By the assumption of continuity the two second partial derivates are
equal. Thus,
(4.5)

This condition is not only necessary but also sufficient for (4.1) to be
an exact differential equation.
 EXACT EQUATIONS
If (4.1) is exact, the solution 𝑓 𝑥, 𝑦 = 𝑐 can be found by inspection or in the following systematic way.
2

3 4
 EXACT EQUATIONS
3
Example 4.1 Solve 2𝑥𝑦 𝑑𝑥 + 𝑥2 − 1 𝑑𝑦 = 0

1 2

4
 EXACT EQUATIONS

Example 4.2 Solve 𝑒 2𝑦 − 𝑦 cos 𝑥𝑦 𝑑𝑥 + (2𝑥𝑒 2𝑦 − 𝑥 cos 𝑥𝑦 + 2𝑦)𝑑𝑦 = 0.

3

4
 EXACT EQUATIONS

Example 4.3 Solve cos 𝑥 + 𝑦 𝑑𝑥 + 3𝑦 2 + 2𝑦 + cos 𝑥 + 𝑦 𝑑𝑦 = 0.

3
1

4
 EXACT EQUATIONS

Example 4.4 Solve (cos 𝑦 sinh 𝑥 + 1) 𝑑𝑥 − sin 𝑦 cosh 𝑥 𝑑𝑦 = 0 .

1 2

4
 EXACT EQUATIONS
𝑑𝑦 𝑥𝑦 2 −cos 𝑥 sin 𝑥 3
Example 4.5 Solve = ; 𝑦 0 =2
𝑑𝑥 𝑦(1−𝑥 2 )
2
1

(continuation on next slide…)

 EXACT EQUATIONS
𝑑𝑦 𝑥𝑦 2 −cos 𝑥 sin 𝑥
Example 4.5 Solve = ; 𝑦 0 =2
𝑑𝑥 𝑦(1−𝑥 2 )

4
 REDUCTION TO EXACT FORM: INTEGRATING FACTORS

1
The ODE −𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0 is not exact. However, if we multiply it by , we get an exact equation
𝑥2
[check exactness!],

𝑦
Integration then gives the general solution = 𝑐 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡.
𝑥

This example gives the idea. All we did was to multiply a given nonexact equation, say,

(4.6)

by a function 𝐹 that, in general, will be a function of both 𝑥 and 𝑦. The result was an equation
(4.7)

that is exact, so we can solve it as just discussed. Such a function 𝐹(𝑥, 𝑦) is then called an integrating factor
of equation (4.7).
 REDUCTION TO EXACT FORM: INTEGRATING FACTORS

INTEGRATING FACTORS
 REDUCTION TO EXACT FORM: INTEGRATING FACTORS

HOW TO FIND INTEGRATING FACTORS

In simpler cases we may find integrating factors by inspection or perhaps after some trials. In the
general case, the idea is the following.

𝜕𝑀 𝜕𝑁
For 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0, the exactness condition is = .
𝜕𝑦 𝜕𝑥

Hence for equation (4.7), 𝐹𝑃 𝑑𝑥 + 𝐹𝑄 𝑑𝑦 = 0, the exactness condition is

By the product rule, with subscripts denoting partial derivatives, this gives

(4.8)

Hence we look for an integrating factor depending only on one variable: fortunately, in many practical
cases, there are such factors, as we shall see.
 REDUCTION TO EXACT FORM: INTEGRATING FACTORS

HOW TO FIND INTEGRATING FACTORS

If we let 𝐹 = 𝐹(𝑥),
then 𝐹𝑦 = 0, and 𝐹𝑥 = 𝐹 ′ = 𝑑𝐹Τ𝑑𝑥
so that eq. (4.8) becomes
 REDUCTION TO EXACT FORM: INTEGRATING FACTORS

HOW TO FIND INTEGRATING FACTORS

If we let 𝐹 = 𝐹(𝑦),
then 𝐹𝑥 = 0, and 𝐹𝑦 = 𝐹 ′ = 𝑑𝐹ൗ𝑑𝑦
so that eq. (4.8) becomes
 REDUCTION TO EXACT FORM: INTEGRATING FACTORS

Integrating Factor 𝑭(𝒙):

(4.9)

Integrating Factor 𝑭(𝒚):

(4.10)
 EXACT EQUATIONS 2
Example 4.6 Solve 𝑥𝑦 𝑑𝑥 + 2𝑥 2 + 3𝑦 2 − 20 𝑑𝑦 = 0

1
 EXACT EQUATIONS
Example 4.6 Solve 𝑥𝑦 𝑑𝑥 + 2𝑥 2 + 3𝑦 2 − 20 𝑑𝑦 = 0 5

6
 EXACT EQUATIONS
Example 4.7 Solve (𝑒 𝑥+𝑦 +𝑦𝑒 𝑦 ) 𝑑𝑥 + 𝑥𝑒 𝑦 − 1 𝑑𝑦 = 0 ; 𝑦 0 = −1

2
 EXACT EQUATIONS 5

Example 4.7 Solve (𝑒 𝑥+𝑦 +𝑦𝑒 𝑦 ) 𝑑𝑥 + 𝑥𝑒 𝑦 − 1 𝑑𝑦 = 0 ; 𝑦 0 = −1

3

4
 References

1. Zill, Dennis G. A First Course in Differential Equations with Modeling Applications.

10th edition. 2012. Brooks/Cole Cengage Learning, USA.
2. Kreyzig, Erwin. Advanced Engineering Mathematics. 10th edition. 2011. John Wiley
& Sons, Inc.