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Lec 04 ODE Exact PDF

This document discusses first-order ordinary differential equations (ODEs), including exact and non-exact differential equations (DEs). It provides examples of solving exact and non-exact DEs by finding an appropriate integrating factor to transform the equation into an exact form. The key steps are to check for exactness, find an integrating factor if needed, integrate to solve for an implicit solution of the form F(x,y)=C, and use boundary/initial conditions to determine the explicit solution.

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Mustafa El-Araby
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181 views11 pages

Lec 04 ODE Exact PDF

This document discusses first-order ordinary differential equations (ODEs), including exact and non-exact differential equations (DEs). It provides examples of solving exact and non-exact DEs by finding an appropriate integrating factor to transform the equation into an exact form. The key steps are to check for exactness, find an integrating factor if needed, integrate to solve for an implicit solution of the form F(x,y)=C, and use boundary/initial conditions to determine the explicit solution.

Uploaded by

Mustafa El-Araby
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 11

Differential Equations

(First-order ODEs)
(Exact DEs – Non-Exact DEs)

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2018


aabdelsamea@zewailcity.edu.eg
Sec 2.6: Exact DE
Example Consider the function
𝒚𝟑 + 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 = 𝟒 (𝑭 𝒙, 𝒚 = 𝑪)
Using implicit differentiation,
𝟑𝒚𝟐 𝒚′ + 𝒚𝟐 + 𝟐𝒙𝒚𝒚′ + 𝟐𝒙𝒚𝟐 + 𝟐𝒙𝟐 𝒚𝒚′ = 𝟎
and can be given by:
𝒚𝟐 + 𝟐𝒙𝒚𝟐 𝒅𝒙 + 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 𝒅𝒚 = 𝟎
which is in the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 where,
𝑭𝒙 (𝒙, 𝒚) = 𝑴(𝒙, 𝒚) and 𝑭𝒚 (𝒙, 𝒚) = 𝑵(𝒙, 𝒚).
Note that 𝑭𝒙𝒚 = 𝑴𝒚 = 𝟐𝒚 + 𝟒𝒙𝒚 = 𝑭𝒚𝒙 = 𝑵𝒙 .
Sec 2.6: Exact DE
A DE in the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is called an
Exact DE in a domain D if there exists a continuously
differential function 𝑭 𝒙, 𝒚 such that
𝝏𝑭(𝒙,𝒚) 𝝏𝑭(𝒙,𝒚)
= 𝑴(𝒙, 𝒚) and = 𝑵(𝒙, 𝒚)
𝝏𝒙 𝝏𝒚
where 𝑴(𝒙, 𝒚) and 𝑵(𝒙, 𝒚) have continuous partial derivatives
for all (𝒙, 𝒚) in D. The solution is given by 𝑭 𝒙, 𝒚 = 𝑪

Test of Exactness
If 𝑴(𝒙, 𝒚) and 𝑵(𝒙, 𝒚) have continuous partial derivatives in a
domain D, then 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is called an Exact
DE if and only if
𝝏𝑴(𝒙, 𝒚) 𝝏𝑵(𝒙, 𝒚)
=
𝝏𝒚 𝝏𝒙
Sec 2.6: Exact DE
Problem solving procedure:
𝝏𝑴(𝒙,𝒚) 𝝏𝑵(𝒙,𝒚)
1. Check exactness =
𝝏𝒚 𝝏𝒙
𝝏𝑭(𝒙,𝒚)
2. Let = 𝑴(𝒙, 𝒚) and integrate w.r.t. 𝒙 :
𝝏𝒙

𝑭 𝒙, 𝒚 = 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝒈(𝒚)

𝝏𝑭(𝒙,𝒚)
3. Get partial derivatives w.r.t. y ( note that = 𝑵(𝒙, 𝒚) )
𝝏𝒚
𝝏
𝑵 𝒙, 𝒚 = 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝒈′ (𝒚) , then simplify to get 𝒈′ (𝒚) .
𝝏𝒚
4. Integrate 𝒈′ (𝒚) w.r.t. 𝒚 to get 𝒈(𝒚) as a function in 𝒚 only.
5. Substitute in 2 to get 𝑭 𝒙, 𝒚 = 𝑪 as the implicit solution.
𝝏𝑭(𝒙,𝒚)
Note: we can start with = 𝑵(𝒙, 𝒚) and continue the
𝝏𝒚
same procedure with the appropriate variable.
Sec 2.6: Exact DE
Example Solve the following DE
𝒚𝟐 + 𝟐𝒙𝒚𝟐 𝒅𝒙 + 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 𝒅𝒚 = 𝟎

Solution
1. Let 𝑴 𝒙, 𝒚 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 , 𝑵 𝒙, 𝒚 = 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚
note that 𝑴𝒚 = 𝟐𝒚 + 𝟒𝒙𝒚 = 𝑵𝒙

2. 𝑭 𝒙, 𝒚 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 𝒅𝒙 + 𝒈 𝒚 = 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 + 𝒈(𝒚)

3. 𝑭𝒚 = 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 + 𝒈′ 𝒚 = 𝑵 𝒙, 𝒚 → 𝒈′ 𝒚 = 𝟑𝒚𝟐


4. → 𝒈 𝒚 = 𝒚𝟑 .
5. → 𝑭 𝒙, 𝒚 = 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 + 𝒚𝟑 = 𝑪.
Sec 2.6: Exact DE
Another Solution
1. Let 𝑴 𝒙, 𝒚 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 , 𝑵 𝒙, 𝒚 = 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚
note that 𝑴𝒚 = 𝟐𝒚 + 𝟒𝒙𝒚 = 𝑵𝒙

2. 𝑭 𝒙, 𝒚 = 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 𝒅𝒚 + 𝒉 𝒙


𝑭 𝒙, 𝒚 = 𝒚𝟑 + 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 + 𝒉(𝒙)
3. 𝑭𝒙 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 + 𝒉′ 𝒙 = 𝑴 𝒙, 𝒚 → 𝒉′ 𝒙 = 𝟎
4. → 𝒉 𝒙 = 𝑪 = 𝟎.
5. → 𝑭 𝒙, 𝒚 = 𝒚𝟑 + 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 = 𝑪.
Exercise Solve: sin(𝒙 + 𝒚) 𝒅𝒙 + 𝟐𝒚 + sin(𝒙 + 𝒚) 𝒅𝒚 = 𝟎
Sec 2.6: Non-Exact DE
A DE in the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is non-Exact if

𝝏𝑴(𝒙, 𝒚) 𝝏𝑵 𝒙, 𝒚
≠ 𝐨𝐫 (𝑴𝒚 ≠ 𝑵𝒙 )
𝝏𝒚 𝝏𝒙
Instead, try to multiply the DE by an integrating factor
𝝁(𝒙, 𝒚) such that:

𝝏 𝝁(𝒙, 𝒚)𝑴(𝒙, 𝒚 ) 𝝏 𝝁 𝒙, 𝒚 𝑵(𝒙, 𝒚 )


=
𝝏𝒚 𝝏𝒙
Then, 𝝁(𝒙, 𝒚)𝑴 𝒙, 𝒚 𝒅𝒙 + 𝝁(𝒙, 𝒚)𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is Exact DE
and can be solved with the same procedure as before.
Sec 2.6: Non-Exact DE
Example Show that 𝝁 𝒙, 𝒚 = 𝒙𝒚𝟐 is an integrating factor for:
𝟐𝒚 − 𝟔𝒙 𝒅𝒙 + 𝟑𝒙 − 𝟒𝒙𝟐 𝒚−𝟏 𝒅𝒚 = 𝟎, hence, solve the DE.

Solution
1. Check that the given DE is not Exact.
2. Multiply the given DE by 𝝁 𝒙, 𝒚 = 𝒙𝒚𝟐 to the new Exact DE
𝟐𝒙𝒚𝟑 − 𝟔𝒙𝟐 𝒚𝟐 𝒅𝒙 + 𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝟑 𝒚 𝒅𝒚 = 𝟎 (check𝑴𝒚 = 𝑵𝒙 )
3. Apply the procedure of solving the Exact DE to get:
→ 𝑭 𝒙, 𝒚 = 𝒙𝟐 𝒚𝟑 − 𝟐𝒙𝟑 𝒚𝟐 = 𝑪.
How to get the suitable integrating factor ?!
Sec 2.6: Non-Exact DE
We have two special cases:
𝑴𝒚 −𝑵𝒙
𝑴𝒚 −𝑵𝒙 𝒅𝒙
1. If = 𝒇(𝒙) only, then take 𝝁 𝒙 = 𝒆 𝑵
𝑵
or
𝑵𝒙 −𝑴𝒚
𝑵𝒙 −𝑴𝒚 𝒅𝒚
2. If = 𝒇(𝒚) only, then take 𝝁 𝒚 = 𝒆 𝑴
𝑴
Notes:
• Both 𝒇(𝒙) and 𝒇(𝒚) are continuous functions.
• The general case is to find an integrating factor 𝝁 𝒙, 𝒚 ,
however there is no formal procedure to get that one.
Sec 2.6: Non-Exact DE
Example
Solve the DE: 𝒙𝒚 − 𝟐 𝒅𝒙 + 𝒙𝟐 − 𝒙𝒚 𝒅𝒚 = 𝟎
Solution
1. Let 𝑴 𝒙, 𝒚 = 𝒙𝒚 − 𝟐 , 𝑵 𝒙, 𝒚 = 𝒙𝟐 − 𝒙𝒚 note that:
𝑴𝒚 = 𝒙 ≠ 𝑵𝒙 = 𝟐𝒙 − 𝒚 → Non-Exact.
𝑴𝒚 −𝑵𝒙 −𝟏
−𝒙+𝒚 −𝟏 𝒅𝒙 𝟏
1. = = = 𝒇(𝒙) → 𝝁 𝒙 = 𝒆 𝒙 = (case 1)
𝑵 𝒙𝟐 −𝒙𝒚 𝒙 𝒙

𝟐
2. The new Exact DE becomes: 𝒚 − 𝒅𝒙 + 𝒙 − 𝒚 𝒅𝒚 = 𝟎
𝒙

3. Apply the procedure of solving the Exact DE


→ 𝑭 𝒙, 𝒚 = 𝒙𝒚 − 𝟐 ln 𝒙 − 𝒚𝟐 /𝟐 = 𝑪. (What about case 2?)
Sec 2.6: Non-Exact DE
Exercises
Solve the DE: 𝒙𝒚 𝒅𝒙 + 𝟐𝒙𝟐 +𝟑𝒚𝟐 −𝟐𝟎 𝒅𝒚 = 𝟎

Solve the DE: 𝟐𝒙𝟐 + 𝒚 𝒅𝒙 + 𝒙𝟐 𝒚 − 𝒙 𝒅𝒚 = 𝟎

Solve the DE: 𝒙 + 𝟐𝒚𝟐 𝒅𝒙 − 𝟐𝒙𝒚𝒅𝒚 = 𝟎

Solve the DE: 𝒙𝒚𝒅𝒙 + 𝟐𝒙𝟐 + 𝟑𝒚𝟐 − 𝟐𝟎 𝒅𝒚 = 𝟎

𝒙𝒚𝟐 −cos 𝒙 sin 𝒙


Solve the IVP: 𝒚′ = , 𝒚 𝟎 =𝟐
𝒚(𝟏−𝒙𝟐 )

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