Day 12

MATH24-1 (Differential Equations)

Ch 2.6 Exact Equations and Integrating Factors

(Page 95-102)
Elementary Differential Equations and Boundary Value Problems, 10th edition, by
William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.
• Consider a first order ODE of the form
M ( x , y )  N ( x, y ) y   0
• Suppose there is a function  such that
 x ( x, y )  M ( x, y ),  y ( x, y )  N ( x, y )
and such that (x,y) = c defines y = (x) implicitly. Then
  dy d
M ( x, y)  N ( x, y) y     x,  ( x)
x y dx dx
and hence the original ODE becomes
 x,  ( x)  0
d
dx
• Thus (x,y) = c defines a solution implicitly.
• In this case, the ODE is said to be exact.
 Example 1: Exact Equation

• Consider the equation:

2 x  y 2  2 xyy  0
• It is neither linear nor separable, but there is a function φ such
that  
 2 x  y 2 and  2 xy
y x
• The function that works is  ( x, y)  x 2  xy2
• Thinking of y as a function of x and calling upon the chain
rule, the differential equation and its solution become
d d 2
 ( x  xy2 )  0   ( x, y )  x 2  xy2  c
dx dx
 Theorem 2.6.1

• Suppose an ODE can be written in the form

M ( x, y )  N ( x, y ) y  0 (1)
where the functions M, N, My and Nx are all continuous in the
rectangular region R: (x, y)  (,  ) × (,  ). Then Eq. (1) is
an exact differential equation iff
M y ( x, y )  N x ( x, y ), ( x, y )  R (2)
• That is, there exists a function  satisfying the conditions
 x ( x, y )  M ( x, y ),  y ( x, y )  N ( x, y ) (3)
if M and N satisfy Equation (2).
 Example 2: Exact Equation (1 of 3)

• Consider the following differential equation.

( y cos x  2 xey )  (sin x  x 2e y  1) y'  0
• Then
M ( x, y)  y cos x  2 xey , N ( x, y)  sin x  x 2e y  1
and hence
M y ( x, y)  cos x  2 xey  N x ( x, y)  ODE is exact
• From Theorem 2.6.1,
 x ( x, y)  M  y cos x  2xey ,  y ( x, y)  N  sin x  x 2e y 1
• Thus
 ( x, y )   x ( x, y )dx   y cos x  2 xe y dx  y sin x  x 2e y  C ( y )
 Example 2: Solution (2 of 3)

• We have
 x ( x, y)  M  y cos x  2xey ,  y ( x, y)  N  sin x  x 2e y 1
and
 ( x, y )   x ( x, y )dx   y cos x  2 xe y dx  y sin x  x 2e y  C ( y )
• It follows that
 y ( x, y)  sin x  x 2e y  1  sin x  x 2e y  C( y)
 C( y)  1  C ( y)   y  k
• Thus
 ( x, y)  y sin x  x 2e y  y  k
• By Theorem 2.6.1, the solution is given implicitly by
y sin x  x 2e y  y  c
 Example 2:
Direction Field and Solution Curves (3 of 3)
• Our differential equation and solutions are given by
( y cos x  2 xey )  (sin x  x 2e y  1) y  0,
y sin x  x 2e y  y  c
• A graph of the direction field for this differential equation,
along with several solution curves, is given below.
 Exact Equation
If My = Nx, then M(x, y)dx + N(x, y)dy = 0 is an exact
equation.
Therefore, its solution is ψ(x, y) = c where ψx = M (Eq. 1) and
ψy = N (Eq. 2)

Determine ψ from Eq. 1 by integrating both sides with respect

to x, treating y as constant where the usual arbitrary constant
in indefinite integration is a function C(y) which is yet
unknown. To determine C(y), obtain ψy, equate it to Eq. 2 and
integrate. This time, no arbitrary constant is needed in
obtaining C(y) since one is being introduced on the right side
in the solution ψ(x, y) = c.
 Exact Equation
Alternative Solution

∫M(x, y)dx + ∫N(terms without x)dy = C

or

∫N(x, y)dy + ∫M(terms without y)dx = C

 Examples
Determine whether each of the equations in Problems 1
through 12 is exact. If it is exact, find the solution.
1/101) (2x + 3) + (2y − 2)y′ = 0
4/101) (2xy2 + 2y) + (2x2y + 2x)y′ = 0
𝑑𝑦 𝑎𝑥−𝑏𝑦
6/101) = −
𝑑𝑥 𝑏𝑥−𝑐𝑦
11/101) (x ln y + xy) + (y ln x + xy)y′ = 0; x > 0, y > 0

In each of Problems 13 and 14, solve the given initial value

problem and determine at least approximately where the
solution is valid.
13/101) (2x − y) + (2y − x)y′ = 0, y(1) = 3
 Examples
In each of Problems 15 and 16, find the value of b for which
the given equation is exact, and then solve it using that value
of b.
15/101) (xy2 + bx2y) + (x + y)x2y′ = 0

16/101) (ye2xy + x) + bxe2xyy′ = 0

 Example 3: Non-Exact Equation (1 of 2)

• Consider the following differential equation.

(3xy  y 2 )  ( x 2  xy) y  0
• Then
M ( x, y)  3xy  y 2 , N ( x, y)  x 2  xy
and hence
M y ( x, y )  3x  2 y  2 x  y  N x ( x, y )  ODE is not exact
• To show that our differential equation cannot be solved by
this method, let us seek a function  such that
 x ( x, y)  M  3xy  y 2 ,  y ( x, y)  N  x 2  xy
• Thus
 ( x, y )   x ( x, y )dx   3xy  y 2 dx  3x 2 y / 2  xy2  C ( y )
 Example 3: Non-Exact Equation (2 of 2)

• We seek  such that

 x ( x, y)  M  3xy  y 2 ,  y ( x, y)  N  x 2  xy
and
 ( x, y )   x ( x, y )dx   3xy  y 2 dx  3x 2 y / 2  xy2  C ( y )
• Then
 y ( x, y )  x 2  xy  3x 2 / 2  2 xy  C ( y )
?
 C ( y )  xy  x 2 / 2
• Because C’(y) depends on x as well as y, there is no such
function (x, y) such that
d
 (3xy  y 2 )  ( x 2  xy) y
dx
 Integrating Factors

• It is sometimes possible to convert a differential equation

that is not exact into an exact equation by multiplying the
equation by a suitable integrating factor (x,y):
M ( x, y )  N ( x, y ) y   0
 ( x , y ) M ( x , y )   ( x, y ) N ( x, y ) y   0
• For this equation to be exact, we need
 M y   N x  M y  N x  M y  N x   0
• This partial differential equation may be difficult to solve. If
 is a function of x alone, then y = 0 and hence we solve
d M y  N x
 ,
dx N
provided right side is a function of x only. Similarly if  is a
function of y alone. See text for more details.
 Example 4: Non-Exact Equation

• Consider the following non-exact differential equation.

(3xy  y 2 )  ( x 2  xy) y  0
• Seeking an integrating factor, we solve the linear equation
d M y  N x d 
      ( x)  x
dx N dx x
• Multiplying our differential equation by , we obtain the exact
equation
(3x 2 y  xy2 )  ( x3  x 2 y) y  0,
which has its solutions given implicitly by
1 2 2
x3 y  x y c
2
 Integrating Factor Found by Formula
If My ≠ Nx, then M(x, y)dx + N(x, y)dy = 0 is not an exact
equation.
𝑀𝑦 −𝑁𝑥
1. If = 𝑓(𝑥), then μ(x) = e∫f(x)dx.
𝑁
𝑀𝑦 −𝑁𝑥
2. If = 𝑔 𝑦 , then μ(y) = e−∫g(y)dy.
𝑀
3. If the given equation is a homogeneous equation, then
1
𝜇 𝑥, 𝑦 = provided that xM + yN ≠ 0.
𝑥𝑀+𝑦𝑁
4. If the equation can be transformed into the form yf(x, y)dx
1
+ xg(x, y)dy = 0, then 𝜇 𝑥, 𝑦 = provided that xM −
𝑥𝑀−𝑦𝑁
yN ≠ 0.
 Examples
Find the general solution of the differential equation.
1. (x2 + y2 + x)dx + xydy = 0
Ans: 3x4 + 6x2y2 + 4x3 = c
2. (x2 − y2)dx + xydy = 0
Ans: 2x2 ln x + y2 = cx2
3. (xy2 + y)dx + (x2y − x)dy = 0
Ans: xy + ln(x/y) = c
4. (2xy4ey + 2xy3 + y)dx + (x2y4ey − x2y2 − 3x)dy = 0
Ans: x2y3ey + x2y2 + x = cy3
5. y(2x2 − xy + 1)dx + (x − y)dy = 0
𝑥 2 1 𝑥 2 2
Ans: 𝑥𝑦𝑒 − 2
𝑒 𝑦 =𝑐