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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:
yy2
Let M ycosx2xe ,N sinxx e 1
yy
M cosx2xe ,N cosx2xe
yx
MN
yx
There exists a function , such that MN, .
xy
y
ycosx 2xe (a)
x
2 y
sinxx e 1 (b)
y
Integrating (a) with respect to x, we have
yy2
ycosx 2xe dx ysinxx e h(y)
Take dirivative with respect to y, we have
sinxx2ey h'(y)
y
From (b), we have sinx x2ey 1, so
y
22yy
sin x x e h'(y) sin x x e 1,
hy'( ) 1
h()y yc
Thus, ysin x x2ey yc
ysin x x2ey yc 0 is the solution to
yy2
ycosx2xe (sinxx e 1)y'0
Example 2: Solve the differential equation:
Transfer the original equation to
22
(xy 2)dx(x y3)dy 0
22
Let M xy 2,N x y3
M 2xy,N 2xy
yx
MN
yx
There exists a function , such that MN, .
xy
2
xy 2 (a)
x
2
x y 3 (b)
y
Integrating (a) with respect to x, we have
(xy2 2)dx 1 x2y2 2xh(y)
2
Take dirivative with respect to y, we have
2
y x y h'(y)
2
From (b), we have y xy 3, so
22
x yh'(y) x y3,
hy'( ) 3
h(y) 3yc
1 22
Thus, 2 x y 2x3yc
1 22
2 x y 2x3yc0 is the solution to
22
xy 2(3x y)y'
Example 3: Solve the differential equation:
with initial value: .
Transfer the original equation to
2ty
( 2t)dt (ln(t2 1)2)dy 0
t2 1
Let M 2ty 2t,N ln(t2 1)2
t2 1
22tt
MN,
yt
22
tt11
MN
yx
There exists a function , such that MN, .
xy
2ty
2ta( )
x
t2 1
2
y ln(tb1)2 ( )
Integrating (a) with respect to t, we have
2ty 22
( 2 2t)dt yln(t 1)t h(y)
t 1
Take dirivative with respect to y, we have
ln(t2 1)h'(y)
y
From (b), we have ln(t2 1)2, so
y
22
ln(t 1)h'(y) ln(t 1)2,
hy'( ) 2
h(y) 2yc
22
Thus, yln(t 1)t 2yc
22
yln(t 1)t 2yc0 is the solution to
( 2ty 2t)dt (ln(t2 1)2)dy 0
t2 1
y(1) 0
22
0ln(1 1)1 20cc0 1
22
yln(t 1)t 2y10 is the solution to
22
yln(t 1) t 2yc0 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.
()x
Multiply both sides to
so that the resulting equation
()x ()x
is exact, then we call is an integrating factor.
()x
Example 4: Verify that is an integrating factor of the equation
()xx
(2) 22
(3xy y )(x xy)y'0
Multiplying to both sides of (2), we have
()xx
(3x2y xy2)(x3 x2y)y' 0
Let M 3x2yxy2,N x3x2y, we have
22
M 3x 2xy,N 3x 2xy
yx
MN
yx
Differential Equation (2) is exact.
Example 5: Given is an integrating factor of the equation
()xx
(2) 22
(3xy y )(x xy)y'0
Find the solution to (2).
Multiplying to both sides of (2), we have
()xx
(3) (3x2y xy2)(x3 x2y)y' 0
(3) is an exact equation, there exists a function , such that
2 2 3 2
M3,x yxy Nx x y
xy
3x2yxy2dx x3y1x2y2 h(y)
2
32
y x x yh'(y)
32
y x x y
x3x2yh'(y) x3x2y
h'(y) c
x3y1x2y2c
2
x3y1x2y2 0 is the solution to (3xy y2)(x2 xy)y' 0.
2
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