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One Variable Calculus and

Differential Equations
for non-majors – MT171

Idrissa S. A.
Amour.Idrissa@udsm.ac.tz

Exact DE and Integrating factor


Department of Mathematics - UDSM
April 10, 2022
Exact Differential Equations
Definition: The expression

M(x, y )dx + N(x, y )dy (1)

is called an exact differential in a domain D if there exist


a function F of two real variables such that expression
(1) equals the total differential dF (x, y ) ∀(x, y ) ∈ D.
That is (1) is an exact differential in D if there exist a
function F such that
∂F (x, y ) ∂F (x, y )
= M(x, y ) , = N(x, y ), ∀(x, y ) ∈ D
∂x ∂y

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Exact Differential Equations
Thus if M(x, y )dx + N(x, y )dy is an exact differential,
then the DE

M(x, y )dx + N(x, y )dy = 0

is called an exact DE.


Example 1: Study the DE

y 2 dx + 2xydy = 0

exact or not? what about

ydx + 2xdy = 0?
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Exact Differential Equations
Theorem: Consider the differential equation
M(x, y )dx + N(x, y )dy = 0 (2)
where M and N have continuous first partial derivatives
at all points (x, y ) in a rectangular domain D.
1 If the DE (2) is exact in D then
∂M(x, y ) ∂N(x, y )
= , ∀(x, y ) ∈ D
∂y ∂x
2 Conversely, if
∂M(x, y ) ∂N(x, y )
=
∂y ∂x
for all (x, y ) ∈ D, then the DE (2) is exact in D.
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Exact Differential Equations
Proof: If DE (2) is exact Ô⇒ there exist a function F
such that
∂F (x, y ) ∂F (x, y )
= M(x, y ) and = N(x, y )
∂x ∂y
differentiating the two, we have
∂ 2 F (x, y ) ∂M(x, y ) ∂ 2 F (x, y ) ∂N(x, y )
= and =
∂y ∂x ∂y ∂x∂y ∂x
for all (x, y ) ∈ D, using continuity of M and N and
hence F ,
we have
∂ 2 F (x, y ) ∂ 2 F (x, y )
=
∂x∂y ∂y ∂x
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Exact Differential Equations
and therefore
∂M(x, y ) ∂N(x, y )
=
∂y ∂x
End of proof. The proof of the part 2 is left as an
exercise.
Solution of exact DE
1 Test for exactness.
2 Find the function F (x, y ) such that

∂F (x, y ) ∂F (x, y )
= M(x, y ) and = N(x, y )
∂x ∂y
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Exact Differential Equations
Example 2: Solve the DE
(3x 2 + 4xy )dx + (2x 2 + 2y )dy = 0
Solution: Exactness!
M(x, y ) = 3x 2 + 4xy and N(x, y ) = 2x 2 + 2y
∂M(x, y ) ∂N(x, y )
= 4x and = 4x
∂y ∂x
The equation is exact. Finding F
∂F (x, y )
= M(x, y ) = 3x 2 + 4xy , and
∂x
∂F (x, y )
= N(x, y ) = 2x 2 + 2y
∂y
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Exact Differential Equations
Then

F (x, y ) = ∫ M(x, y )∂x = ∫ (3x 2 + 4xy )∂x


= x 3 + 2x 2 y + φ(y )

Differentiating F wrt y ,
∂F (x, y ) dφ(y )
= 2x 2 +
∂y dy
But
∂F (x, y )
= N(x, y ) = 2x 2 + 2y
∂y
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Exact Differential Equations

dφ(y )
Ô⇒ = 2y
dy
and therefore
φ(y ) = y 2 + c0
Thus
F (x, y ) = x 3 + 2x 2 y + y 2 + c0
The solution is given by F (x, y ) = c1 Combining the two
constants, the solution is given by

x 3 + 2x 2 y + y 2 = c

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Exact Differential Equations
Example 3: Solve the initial value problem
(2x cos y + 3x 2 y )dx + (x 3 − x 2 sin y − y )dy = 0 , y (0) = 2
Hints:
F (x, y ) = ∫ M(x, y )∂x = ∫ (2x cos y + 3x 2 y )∂x
= x 2 cos y + x 3 y + φ(y )
y2
Ô⇒ φ (y ) = −y Ô⇒ φ(y ) = −

2
With the IC the solution is F (x, y ) = C ,
y2
Ô⇒ x cos y + x y −
2 3
= −2
2
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Exact Differential Equations
We can also solve the DE by the method of grouping:
(2x cos ydx − x 2 sin ydy ) + (3x 2 ydx + x 3 dy ) − ydy = 0
In differential form one can write it as
y2
d(x cos y ) + d(x y ) − d( ) = d(c)
2 3
2
y2
Ô⇒ x cos y + x y −
2 3
=c
2
Given y (0) = 2 gives the value of c = −2 and therefore
the particular solution is
y2
x cos y + x y − + 2 = 0.
2 3
2
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Integrating Factor
Consider the DE given by
M(x, y )dx + N(x, y )dy = 0 (3)
If (3) is not exact but a multiplication of some
function µ(x, y ) transforms it to exact, then the same
procedures will be applied to solve it.

Definition: If the DE (3) is not exact in a domain D


but the DE
µ(x, y )M(x, y )dx + µ(x, y )N(x, y )dy = 0
is exact in D, then µ(x, y ) is called an integrating
factor of the DE.
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Integrating Factor
Example 4: Consider the DE

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

Solution: Exactness!
∂M(x, y ) ∂N(x, y )
= 3 + 8xy ≠ 2 + 6xy =
∂y ∂x
Let µ(x, y ) = x 2 y then multiplying it to the DE, new
DE is

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

which is exact,
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Integrating Factor

since
∂µ(x, y )M(x, y ) ∂µ(x, y )N(x, y )
= 6x 2 y + 12x 3 y 2 =
∂y ∂x
for all real values (x, y ). Hence µ(x, y ) = x 2 y is an
integrating factor of the DE.

To solve the DE, we have to follow similar steps used to


solve exact DE.

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