MA108 ODE: Exact ODE’s and Integrating Factors

Preeti Raman
IIT Bombay

Preeti Raman, IITB MA108

Recall

In the last class, we saw how to solve separable ODE’s and ODE’s
which can be put into the form
y
y 1 = f ( ).
x
If the ODE is separable, just integration is enough to solve it. The
homogeneous ODE’s can be converted to separable ODE’s by the
substitution y = vx. Today, we will look at another class of first
order ODE’s - exact ODE’s.

Preeti Raman, IITB MA108

Exact ODE’s
Definition
A first order ODE M(x, y ) + N(x, y )y 1 = 0 is called exact if there
is a function u(x, y ) such that

∂u ∂u
=M & = N.
∂x ∂y

Recall from calculus that given a function u(x, y ) with continuous

first partial derivatives, its differential is
∂u ∂u
du = dx + dy .
∂x ∂y
If the ODE given above is exact, then the differential form
∂u ∂u
M(x, y )dx + N(x, y )dy = dx + dy = du = 0.
∂x ∂y
Integrating du = 0, we get u(x, y ) = c as an implicit solution to
the given ODE.
Preeti Raman, IITB MA108
Solving Exact ODE’s
Given an exact ODE as above, the function u(x, y ) can be found
either by inspection or by the following method:
Step I: Integrate ∂u
∂x = M(x, y ) with respect to x to get
Z
u(x, y ) = M(x, y )dx + k(y ),

where k(y ) is a constant of integration.

Step II: To determine k(y ) differentiate the above equation in Step
I with respect to y , to get:
Z 
∂u 0 ∂
= k (y ) + M(x, y )dx .
∂y ∂y
As the given ODE is exact, we get
Z 
∂
N(x, y ) = k 0 (y ) + M(x, y )dx .
∂y
We use this to determine k(y ) and hence u.
Preeti Raman, IITB MA108
Example

Example: Solve the ODE:

dy
(2x + y 2 ) + 2xy = 0.
dx
Consider the function u(x, y ) = x 2 + xy 2 . Note that

∂u ∂u
= 2x + y 2 , = 2xy .
∂x ∂y

Hence x 2 + xy 2 = c is an implicit general solution of the given

ODE.

Preeti Raman, IITB MA108

Closed Forms

Definition
The differential form

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

is called closed if
∂M ∂N
= ,
∂y ∂x
i.e.,
My = Nx .

Does this definition remind you of anything from MA 105?

Preeti Raman, IITB MA108

Closed Forms

Proposition
Let M, N and their first order partial derivatives exist and be
continuous in a region D ⊆ R2 .
(i) If M(x, y )dx + N(x, y )dy is an exact differential form, then it
is closed.
(ii) If D is convex, then any closed form is exact.

Proof:
∂u ∂u
(i) Let M = ∂x and N = ∂y . Then,

∂2u ∂2u
My = & Nx = .
∂y ∂x ∂x∂y

By the theorem on mixed partials, (what’s this?), My = Nx

and hence M(x, y )dx + N(x, y )dy is closed. Recall from MA
105 that this proof is same as that of “curl of grad is zero”.
Preeti Raman, IITB MA108
Closed Forms
(ii) Now, let D be convex, and Mdx + Ndy be a closed form.
Consider the vector field
H(x, y ) = (M(x, y ), N(x, y )).
By our assumptions, H is continuously differentiable
throughout D. What’s its curl? The curl of H is given by
i j k
∂ ∂ ∂
∇×H = ∂x ∂y ∂z = (Nx − My )k = 0.
M N 0
As D is convex, “curl free is grad”; i.e., there is a function
φ(x, y ) such that
H = ∇φ = (φx , φy ).
Hence φx = M, φy = N and thus Mdx + Ndy is exact.
Question: “curl free is grad” is true on more general regions? What
are they called? Examples? How did you prove this in MA 105?
Preeti Raman, IITB MA108
Example

Example: Solve the ODE:

(y cos x + 2xe y ) + (sin x + x 2 e y − 1)y 1 = 0.

Let M = y cos x + 2xe y and N = sin x + x 2 e y − 1. Check:

My = Nx . Thus,
Mdx + Ndy
is closed. Can we conclude that it is exact? Yes (why?). Thus, we
have an exact ODE. Need to find u(x, y ) such that ux = M and
uy = N.

Preeti Raman, IITB MA108

Example continued

Step I:
Z
u(x, y ) = (y cos x + 2xe y )dx + k(y ) = y sin x + x 2 e y + k(y ).

Step II:

uy = sin x + x 2 e y + k 0 (y ) = sin x + x 2 e y − 1.

Thus, k 0 (y ) = −1. Choosing k(y ) = −y , we get:

u(x, y ) = y sin x + x 2 e y − y = c

as an implicit solution to the given DE.

Preeti Raman, IITB MA108

Integrating Factors
Suppose the first order ODE
dy
M(x, y ) + N(x, y ) =0
dx
is not exact; i.e., My 6= Nx . In this situation, we sometimes find a
function µ(x, y ) such that

dy
µ·M +µ·N =0
dx
is exact; i.e.,
(µ · M)y = (µ · N)x .
Thus,
µy M + µMy = µx N + µNx .
Such a function µ(x, y ) is called an integrating factor of the given
ODE.
Preeti Raman, IITB MA108
Integrating Factors
Note: In practice, we start by looking for an IF which depends only
on one variable x or y . Suppose µ is a function of x. Then,
µy M + µMy = µx N + µNx becomes
µMy = µx N + µNx ;
i.e.,
−Nµx + (My − Nx )µ = 0.
Thus,  
dµ My − Nx
= µ.
dx N
M −N
If further, y N x is a function of x then the above is a separable
ODE which we try to solve to find µ.
Note: In the above discussion, if we assume µ to be a function of
y then we get an analogous equation:
 
dµ Nx − My
= µ.
dy M
Preeti Raman, IITB MA108
Examples
Example: Solve the ODE:
dy
(8xy − 9y 2 ) + (2x 2 − 6xy ) = 0.
dx
Let M = 8xy − 9y 2 and N = 2x 2 − 6xy . Thus, My = 8x − 18y
and Nx = 4x − 6y . As My 6= Nx , the given ODE is not exact.
We first try to find an IF depending only upon one variable. Note
that
My − Nx 4x − 12y 2
= = .
N 2x(x − 3y ) x
Hence by the earlier discussion, we have:
dµ 2
= µ.
dx x
Solving this separable ODE, we get ln |µ| = ln x 2 . Hence,
µ(x) = x 2
can be chosen as an IF for the given ODE.
Preeti Raman, IITB MA108
Example continued
Multiplying the given ODE by µ(x) = x 2 , we get:

dy
(8x 3 y − 9x 2 y 2 ) + (2x 4 − 6x 3 y ) = 0.
dx
Check that this is an exact ODE. To solve this exact ODE, we
need to find u(x, y ) such that

8x 3 y − 9x 2 y 2 = ux & 2x 4 − 6x 3 y = uy .

To find u(x, y ):
Step I: u(x, y ) = 2x 4 y − 3x 3 y 2 + k(y ).
Step II: uy = 2x 4 − 6x 3 y + k 0 (y ) = 2x 4 − 6x 3 y .
Thus, k 0 (y ) = 0. Hence,

u(x, y ) = 2x 4 y − 3x 3 y 2 = c

is an implicit solution of the given ODE.

Preeti Raman, IITB MA108
Examples
Example: Solve the ODE: −y + x dy
dx = 0.

Check that this is not an exact DE.

Let M(x, y ) = −y and N(x, y ) = x.
N −M
To find an IF µ: note that x M y = − y2 . By the earlier discussion,
we get:
dµ 2
= − µ.
dy y
Thus, ln |µ| = −2 ln |y |. So we choose
1
µ(y ) =
y2
x dy
as an IF. Then, − y1 + y 2 dx
= 0 is exact. Thus,
 
x
d − = 0.
y
x
Therefore, a solution is given by y = c.
Preeti Raman, IITB MA108