Exact Differential Equations
The following type of first order differential equations that we’ll be looking at is exact
differential equations. What’s exact differential equation?
Property: or
(1)
is an exact differential equation if and only if
For exact differential equation (1), there exists a function such that
and . Thus,
Thus, differential equation (1) becomes
So, is an implicit solution of differential equation (1).
Let’s look at the detail procedure to find the solution for exact differential equation from the
following examples.
Example 1: Solve the differential equation:
Let M y cos x 2 xe y , N sin x x 2 e y 1
M y cos x 2 xe y , N x cos x 2 xe y
M y Nx
There exists a function , such that x M , y N .
x y cos x 2 xe y (a )
y sin x x e 1
2 y
(b)
Integrating (a) with respect to x, we have
y cos x 2 xe y dx y sin x x 2 e y h( y )
Take dirivative with respect to y, we have
y sin x x 2 e y h '( y )
From (b), we have y sin x x 2 e y 1, so
sin x x 2 e y h '( y ) sin x x 2 e y 1,
h '( y ) 1
h( y ) y c
Thus, y sin x x 2 e y y c
y sin x x 2 e y y c 0 is the solution to
y cos x 2 xe y (sin x x 2 e y 1) y ' 0
Example 2: Solve the differential equation:
Transfer the original equation to
( xy 2 2)dx ( x 2 y 3)dy 0
Let M xy 2 2, N x 2 y 3
M y 2 xy, N x 2 xy
M y Nx
There exists a function , such that x M , y N .
x xy 2 2 (a)
y x y 3
2
(b)
Integrating (a) with respect to x, we have
1
( xy 2 2)dx x 2 y 2 2 x h( y )
2
Take dirivative with respect to y, we have
y x 2 y h '( y )
From (b), we have y x 2 y 3, so
x 2 y h '( y ) x 2 y 3,
h '( y ) 3
h( y ) 3 y c
1
Thus, x 2 y 2 2 x 3 y c
2
1 2 2
x y 2 x 3 y c 0 is the solution to
2
xy 2 2 (3 x 2 y ) y '
Example 3: Solve the differential equation:
with initial value: .
Transfer the original equation to
2ty
( 2 2t )dt (ln(t 2 1) 2) dy 0
t 1
2ty
Let M 2 2t , N ln(t 2 1) 2
t 1
2t 2t
My 2 , Nt 2
t 1 t 1
M y Nx
There exists a function , such that x M , y N .
2ty
x 2 2t (a)
t 1
ln(t 2 1) 2 (b)
y
Integrating (a) with respect to t , we have
2ty
( 2 2t )dt y ln(t 2 1) t 2 h( y )
t 1
Take dirivative with respect to y, we have
y ln(t 2 1) h '( y )
From (b), we have y ln(t 2 1) 2, so
ln(t 2 1) h '( y ) ln(t 2 1) 2,
h '( y ) 2
h( y ) 2 y c
Thus, y ln(t 2 1) t 2 2 y c
y ln(t 2 1) t 2 2 y c 0 is the solution to
2ty
( 2 2t )dt (ln(t 2 1) 2) dy 0
t 1
y (1) 0
0 ln(12 1) 12 2 0 c 0 c 1
y ln(t 2 1) t 2 2 y 1 0 is the solution to
y ln(t 2 1) t 2 2 y c 0 with initial value y (1) 0.
Remark: This equation is first order linear, you can use first order linear equation method to
solve it too.
Integrating Factor: Sometimes it is possible to convert a differential equation that is not exact
into an exact equation by multiplying the equation by a suitable integrating factor.
Multiply ( x) both sides to
so that the resulting equation
( x) ( x)
is exact, then we call ( x) is an integrating factor.
Example 4: Verify that ( x) x is an integrating factor of the equation
(2) (3xy y 2 ) ( x2 xy) y ' 0
Multiplying ( x) x to both sides of (2), we have
(3x2 y xy 2 ) ( x3 x 2 y) y ' 0
Let M 3x2 y xy 2 , N x3 x2 y, we have
M y 3x 2 2 xy, N x 3x 2 2 xy
M y Nx
Differential Equation (2) is exact.
Example 5: Given ( x) x is an integrating factor of the equation
(2) (3xy y 2 ) ( x2 xy) y ' 0
Find the solution to (2).
Multiplying ( x) x to both sides of (2), we have
(3) (3x2 y xy 2 ) ( x3 x 2 y) y ' 0
(3) is an exact equation, there exists a function , such that
x M 3x2 y xy 2 , y N x3 x2 y
1
3x 2 y xy 2 dx x3 y x 2 y 2 h( y )
2
y x3 x 2 y h '( y )
y x3 x 2 y
x3 x 2 y h '( y ) x3 x 2 y
h '( y ) c
1
x3 y x 2 y 2 c
2
1
x3 y x 2 y 2 0 is the solution to (3xy y 2 ) ( x 2 xy ) y ' 0.
2
