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Exact and Linear Differential Equations
Exact and Linear Differential Equations
EQUATIONS
&
LINEAR DIFFERENTIAL
EQUATIONS
EXACT DIFFERENTIAL EQUATION
• IS AN EQUATION WHICH CONTAINS ONE OR MORE TERMS. IT INVOLVES THE DERIVATIVE OF
ONE VARIABLE (DEPENDENT VARIABLE) WITH RESPECT TO THE OTHER VARIABLE (INDEPENDENT
VARIABLE).
𝜕𝑀 𝜕𝑁 𝜕𝑓
= 2x 1 = 0 = 2x + 0 = 2𝑥𝑦 − 3𝑥 2
𝜕𝑦 𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁 න 𝜕𝑓 = න 2𝑥 = 3𝑥 2 𝜕𝑥
= 2x = 2x
𝜕𝑦 𝜕𝑦
𝑥2 𝑥3
𝜕𝑀 𝜕𝑁 𝑓 = 2𝑦 − 3 + T(y)
2 3
= = 2x
𝜕𝑦 𝜕𝑥
𝑓 = 𝑥 2 𝑦 − 𝑥 3 + 𝑇(𝑦)
Therefore the DE is EXACT.
𝜕𝑓
= 𝑥 2 1 − 0 + 𝑇 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦
EXAMPLE PROBLEM:
𝜕𝑓
= 𝑥 2 1 − 0 + 𝑇 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦 𝑓 𝑥, 𝑦 = 𝐶
𝑥2 + 𝑇′ 𝑦 = 𝑥2 + 𝑦 𝑦2
𝑥 2𝑦 − 𝑥2 + =𝐶
2
𝑇′ 𝑦 = 𝑦
2
𝑦
𝑑𝑇(𝑦) 2 𝑥 2𝑦 − 𝑥 2 + =𝐶
=𝑦 2
𝑑𝑦
2𝑥 2 𝑦 − 2𝑥 2 + 𝑦 2 = 𝐶
න 𝑑𝑇 𝑦 = න 𝑦𝑑𝑦
𝑦2
𝑇 𝑦 =
2
• 2 Conditions
EXAMPLE PROBLEM: 𝑓 𝑥, 𝑦 = 𝐶
𝜕𝑓 𝜕𝑓
3. 𝟔𝒙 + 𝒚𝟐 𝒅𝒙 + 𝟐𝒙 − 𝟑𝒚 𝒅𝒚 = 𝟎 = 𝑀 𝑥, 𝑦 = N(x, y)
𝜕𝑥 𝜕𝑦
First condition Second condition
𝜕𝑀 𝜕𝑁
= 𝜕𝑓
𝜕𝑦 𝜕𝑥
= 6𝑥 = 2𝑦 2
𝑀 𝑥, 𝑦 = 6𝑥 + 𝑦 2 𝑁 𝑥, 𝑦 = 2𝑥 − 3𝑦 𝜕𝑥
𝜕𝑀 𝑁 𝑥, 𝑦 = 2𝑥𝑦 − 3𝑦 2 න 𝜕𝑓 = න 6𝑥 = 𝑦 2 𝜕𝑥
= 0 + 2y
𝜕𝑦 𝜕𝑁
= 2y 1 − 0 6𝑥 2
𝜕𝑀 𝜕𝑦 𝑓= + 𝑦 2 𝑥 + T(y)
= 2y 2
𝜕𝑦
𝜕𝑁 𝑓 = 3𝑥 2 + 𝑥𝑦 2 + 𝑇(𝑦)
= 2y
𝜕𝑦
𝜕𝑀 𝜕𝑁
= = 2y 𝜕𝑓
𝜕𝑦 𝜕𝑥 = 𝑜 + 𝑥 2𝑦 + 𝑇 ′ 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦
The DE is EXACT.
EXAMPLE PROBLEM:
𝜕𝑓
= 𝑜 + 𝑥 2𝑦 + 𝑇 ′ 𝑦 = 𝑁(𝑥, 𝑦)
𝜕𝑦
−3𝑦 3
2𝑥𝑦 2𝑥𝑦 𝑇′ 𝑦 =
− + 𝑇′ 𝑦 = − 3𝑦 2 3
2𝑥𝑦 2𝑥𝑦
𝑇 ′ 𝑦 = −3𝑦 2 𝑇 𝑦 = −𝑦 3
𝑑𝑇(𝑦) 𝑓 𝑥, 𝑦 = 𝐶
= −3𝑦 2
𝑑𝑦
3𝑥 2 + x𝑦 2 + 𝑇 𝑦 = 𝐶
න 𝑑𝑇 𝑦 = න −3𝑦 2 𝑑𝑦
3𝑥 2 + x𝑦 2 + 𝑦 3 = 𝐶
𝑇 ′ 𝑦 = −3 න 𝑦 2 𝑑𝑦
EXAMPLE PROBLEM: • 2 Conditions
𝑓 𝑥, 𝑦 = 𝐶
𝑀 𝑥, 𝑦 𝑁 𝑥, 𝑦
𝜕𝑓 𝜕𝑓
= 𝑀 𝑥, 𝑦 = N(x, y)
4. (𝐜𝐨𝐬 𝒙 𝐜𝐨𝐬 𝒚 − 𝐜𝐨𝐭 𝒙)𝒅𝒙 − 𝐬𝐢𝐧 𝒙 𝐬𝐢𝐧 𝒚𝒅𝒚 = 𝟎 𝜕𝑥 𝜕𝑦
𝜋
First condition Second condition
When x = 2 , 𝑦 = 0
𝜕𝑀 𝜕𝑁 𝜕𝑓
= (Solve for exactness) = cos 𝑥 cos 𝑦 − cot 𝑥
𝜕𝑦 𝜕𝑥 𝜕𝑥
𝜕𝑀 𝜕𝑁 𝜕𝑓
= 𝑀 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝑑𝑥 = cos 𝑥 cos 𝑦 − cot 𝑥 𝑑𝑥
𝜕𝑦 𝜕𝑥 𝜕𝑥
𝑑𝑦 Variables on the
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)
𝑑𝑥 right side of equal
sign are all “x”.
Stand alone Means the
expression. expression is in
terms of x and y.
I.F= 𝑒 𝑃 𝑥 𝑑𝑥
Integrating
Factor
- If one multiply the integrating factor to both sides, we can
𝑑𝑦
reduce + 𝑃 𝑥 𝑦 and integrate as a concept of a product.
𝑑𝑥
EXAMPLE PROBLEM:
𝒙𝟓 +𝟑𝒚 𝐝𝒚 Solve the I.F using formula;
1. − =𝟎
𝒙 𝒅𝒙 3
𝑥𝑑 𝑥 𝑃 −𝑥𝑑𝑥
I.F= 𝑒 =𝑒 = 𝑒 −3𝐼𝑛𝑥 = 𝑥 −3
𝑑𝑦 𝑥 5 3𝑦
− + + =0 Solution:
𝑑𝑥 𝑥 𝑥
𝑑𝑦 𝑥 3𝑦 5 𝑦𝑒 𝑃 𝑥 𝑑𝑥
= න 𝑒𝑃 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥
−1 − + + =0 −1
𝑑𝑥 𝑥 𝑥
𝑦𝑥 −3 = න 𝑥 −3 (𝑥 4 )𝑑𝑥
𝑑𝑦 3𝑦
− 𝑥4 − =0
𝑑𝑥 𝑥
y𝑥 −3 = න 𝑥𝑑𝑥 𝑥5
𝑑𝑦 3𝑦 y= + 𝐶𝑥 3
− = 𝑥4 2
𝑑𝑥 𝑥 𝑥2
𝑦𝑥 −3 = + 𝐶 = 𝑥3
𝑑𝑦 3 2
+ y(− ) = 𝑥 4
𝑑𝑥 𝑥
3
P x = − , Q(x) = 𝑥 4
𝑥
EXAMPLE PROBLEM:
Solve the I.F using formula;
2. (𝟒𝒚 – 𝟑𝒙) 𝒅𝒙 + 𝟓𝒙 𝒅𝒚 = 𝟎
𝑥𝑑 𝑥 𝑃
4 3 5 5/9
I.F= 𝑒 𝑦𝑥 5 = 𝑥 +𝐶
4𝑦 − 3𝑥 𝑑𝑥 + 5𝑥𝑑𝑦 = 0 5 9
4 4 1 4 4
5𝑥𝑑𝑥 𝑥𝑑 𝐼𝑛𝑥 𝐼𝑛𝑥
5𝑥𝑑𝑥 I.F= 𝑒 =𝑒 5 𝑥 =𝑒 5 =𝑒 5
4 1 5/9
4 𝑦𝑥 5 = 𝑥 +𝐶
4𝑦 − 3𝑥 𝑑𝑦 I.F=𝑥 5 3
+ =0
5𝑥 𝑑𝑥 Solution: −4 𝑦 1 9/5
𝑥5 = 𝑥 + 𝐶 𝑥 −4/5
𝑑𝑦 4𝑦 3𝑥 𝑥 4/5 3
+ − =0 𝑦𝑒 𝑃 𝑥 𝑑𝑥
= න 𝑒𝑃 𝑥 𝑑𝑥
𝑄 𝑥 𝑑𝑥
𝑑𝑥 5𝑥 5𝑥 1 9−4
𝑦 = 𝑥 5 5 + 𝐶𝑥 −4/5
4 4 3 3
𝑑𝑦 4𝑦 3 𝑦𝑥 5 = න 𝑥 5 ( )𝑑𝑥
+ − =0 5 1
𝑑𝑥 5𝑥 5 𝑦 = 𝑥 + 𝐶𝑥 −4/5
4 3 4 3
𝑑𝑦 4 3 𝑦𝑥 5 = න 𝑥 5 𝑑𝑥 or
+y = 5
𝑑𝑥 5𝑥 5 1 𝐶
4 3
4 3 𝑥 9/5 𝑦= 𝑥 + 4/5
𝑦𝑥 5 = +𝐶 3 𝑥
𝑃 𝑥 = ,𝑄 𝑥 = 5 9
5𝑥 5 5
EXAMPLE PROBLEM:
Solution:
3. 𝒚′ = 𝒙 − 𝟒𝒙𝒚 𝑦(𝐼. 𝐹) = න 𝑄 𝑥 𝐼. 𝐹 𝑑𝑥 + 𝐶
𝑑𝑦
+ 4xy = x 2 2
𝑑𝑥 𝑦𝑒 2𝑥 = න 𝑥𝑒 2𝑥 𝑑𝑥 + C
𝑑𝑦
+ P x y = Q(x) 𝑙𝑒𝑡 𝑢 = 2𝑥 2 2 1 2𝑥 2
𝑑𝑥
1 4[𝑦𝑒 2𝑥 𝑒 + 𝐶]
4
P x = 4x ; Q x = x 𝑑𝑢 = 2 2𝑥 𝑑𝑥 න 𝑒 𝑢 𝑑𝑢
4 2
4𝑦𝑒 2𝑥 = 𝑒 2𝑥 + 𝐶
2
𝑑𝑢 = 4𝑥𝑑𝑥
Solve the I.F using formula; 1 2
[4𝑦𝑒 2𝑥 = 𝑒 2𝑥 + 𝐶]
2
1 𝑢 𝑒 2𝑥
2
I.F= 𝑒 𝑃 𝑥 𝑑𝑥 𝑑𝑢 4𝑥𝑑𝑥 𝑒 +𝐶
= 4 𝐶
4 4 4𝑦 = 1 +
I.F= 𝑒 4𝑥𝑑𝑥 𝑒 2𝑥
2
4 𝑥𝑑𝑥 𝑑𝑢 2 1 2𝑥 2 or
I.F= 𝑒 = 𝑥𝑑𝑥 𝑦𝑒 2𝑥 = 𝑒 +𝐶 4𝑦 = 1 + 𝐶𝑒 −2𝑥
2
𝑥2
4 4
4
I.F= 𝑒 2
𝑑𝑢
I.F= 𝑒 2𝑥
2
න 𝑒𝑢
4
EXAMPLE PROBLEM:
4. 𝒚′ +𝒚 𝐜𝐨𝐭 𝒙 = 𝟐 𝐜𝐨𝐬(𝒙)
𝑑𝑦
1. Put the equation in the standard form: 𝑑𝑥 = 𝑃 𝑥 𝑦 = 𝑄(𝑥)
P x = cot(𝑥) ; Q x = 2 cos(𝑥)
𝜇 𝑥 = 𝑒 cot(𝑥)𝑑𝑥
𝜇 𝑥 = 𝑒 𝐼𝑛(sin(𝑥))
𝜇 𝑥 = sin(𝑥)
sin(𝑥) cos 𝑥
sin 𝑥 𝑦′ + ∙ ∙ 𝑦 = 2 sin 𝑥 cos(𝑥)
1 sin 𝑥
EXAMPLE PROBLEM: