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CH 2.6: Exact Equations & Integrating Factors: y y X N y X M

1) An ordinary differential equation (ODE) is exact if it can be written as the total differential of an implicit function. 2) For an ODE to be exact, the partial derivatives of the functions that multiply dx and dy must be equal. 3) If an ODE is not exact, it may be possible to make it exact by multiplying both sides by an integrating factor, which satisfies a related partial differential equation.

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51 views

CH 2.6: Exact Equations & Integrating Factors: y y X N y X M

1) An ordinary differential equation (ODE) is exact if it can be written as the total differential of an implicit function. 2) For an ODE to be exact, the partial derivatives of the functions that multiply dx and dy must be equal. 3) If an ODE is not exact, it may be possible to make it exact by multiplying both sides by an integrating factor, which satisfies a related partial differential equation.

Uploaded by

Omegle Convos
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Ch 2.

6:
Exact Equations & Integrating Factors
Consider a first order ODE of the form

Suppose there is a function such that

and such that (x,y) = c defines y = |(x) implicitly. Then


and hence the original ODE becomes


Thus (x,y) = c defines a solution implicitly.
In this case, the ODE is said to be exact.
0 ) , ( ) , ( =
'
+ y y x N y x M
) , ( ) , ( ), , ( ) , ( y x N y x y x M y x
y x
= =
| | ) ( , ) , ( ) , ( x x
dx
d
dx
dy
y x
y y x N y x M |

=
c
c
+
c
c
=
'
+
| | 0 ) ( , = x x
dx
d
|
Suppose an ODE can be written in the form

where the functions M, N, M
y
and N
x
are all continuous in the
rectangular region R: (x, y) e (o, | ) x (, o ). Then Eq. (1) is
an exact differential equation iff

That is, there exists a function satisfying the conditions

iff M and N satisfy Equation (2).
) 1 ( 0 ) , ( ) , ( =
'
+ y y x N y x M
) 2 ( ) , ( ), , ( ) , ( R y x y x N y x M
x y
e =
) 3 ( ) , ( ) , ( ), , ( ) , ( y x N y x y x M y x
y x
= =
Theorem 2.6.1
Example 1: Exact Equation (1 of 4)
Consider the following differential equation.


Then

and hence

From Theorem 2.6.1,

Thus
0 ) 4 ( ) 4 (
4
4
= ' + +

+
= y y x y x
y x
y x
dx
dy
y x y x N y x y x M = + = 4 ) , ( , 4 ) , (
exact is ODE ) , ( 4 ) , ( = = y x N y x M
x y
y x y x y x y x
y x
= + = 4 ) , ( , 4 ) , (
( ) ) ( 4
2
1
4 ) , ( ) , (
2
y C xy x dx y x dx y x y x
x
+ + = + = =
} }

Example 1: Solution (2 of 4)
We have

and

It follows that

Thus

By Theorem 2.6.1, the solution is given implicitly by
y x y x y x y x
y x
= + = 4 ) , ( , 4 ) , (
( ) ) ( 4
2
1
4 ) , ( ) , (
2
y C xy x dx y x dx y x y x
x
+ + = + = =
} }

k y y C y y C y C x y x y x
y
+ = =
'

'
+ = =
2
2
1
) ( ) ( ) ( 4 4 ) , (
k y xy x y x + + =
2 2
2
1
4
2
1
) , (
c y xy x = +
2 2
8
Example 1:
Direction Field and Solution Curves (3 of 4)
Our differential equation and solutions are given by


A graph of the direction field for this differential equation,
along with several solution curves, is given below.
c y xy x y y x y x
y x
y x
dx
dy
= + = ' + +

+
=
2 2
8 0 ) 4 ( ) 4 (
4
4
Example 1: Explicit Solution and Graphs (4 of 4)
Our solution is defined implicitly by the equation below.

In this case, we can solve the equation explicitly for y:

Solution curves for several values of c are given below.
c x x y c x xy y + = =
2 2 2
17 4 0 8
c y xy x = +
2 2
8
Example 3: Non-Exact Equation (1 of 3)
Consider the following differential equation.

Then

and hence

To show that our differential equation cannot be solved by
this method, let us seek a function such that

Thus
0 ) 2 ( ) 3 (
3 2
= ' + + + y x xy y xy
3 2
2 ) , ( , 3 ) , ( x xy y x N y xy y x M + = + =
exact not is ODE ) , ( 3 2 2 3 ) , (
2
= + = + = y x N x y y x y x M
x y
3 2
2 ) , ( , 3 ) , ( x xy N y x y xy M y x
y x
+ = = + = =
( ) ) ( 2 / 3 3 ) , ( ) , (
2 2 2
y C xy y x dx y xy dx y x y x
x
+ + = + = =
} }

Example 3: Non-Exact Equation (2 of 3)
We seek such that

and

Then


Thus there is no such function . However, if we
(incorrectly) proceed as before, we obtain

as our implicitly defined y, which is not a solution of ODE.
3 2
2 ) , ( , 3 ) , ( x xy N y x y xy M y x
y x
+ = = + = =
( ) ) ( 2 / 3 3 ) , ( ) , (
2 2 2
y C xy y x dx y xy dx y x y x
x
+ + = + = =
} }

k y x y x y C x x y C
y C xy x x xy y x
y
+ = =
'

'
+ + = + =
2 / 3 ) ( 2 / 3 ) (
) ( 2 2 / 3 2 ) , (
2 3
??
2 3
?
2 3

c xy y x = +
2 3
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):


For this equation to be exact, we need

This partial differential equation may be difficult to solve. If
is a function of x alone, then
y
= 0 and hence we solve


provided right side is a function of x only. Similarly if is a
function of y alone. See text for more details.
Integrating Factors
0 ) , ( ) , ( ) , ( ) , (
0 ) , ( ) , (
=
'
+
=
'
+
y y x N y x y x M y x
y y x N y x M

( ) ( ) ( ) 0 = + =
x y x y x y
N M N M N M
,

N
N M
dx
d
x y

=
Example 4: Non-Exact Equation
Consider the following non-exact differential equation.

Seeking an integrating factor, we solve the linear equation


Multiplying our differential equation by , we obtain the exact
equation

which has its solutions given implicitly by
0 ) ( ) 3 (
2 2
=
'
+ + + y xy x y xy
x x
x dx
d
N
N M
dx
d
x y
= =

= ) (

, 0 ) ( ) 3 (
2 3 2 2
=
'
+ + + y y x x xy y x
c y x y x = +
2 2 3
2
1

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