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Differential Equations MTH 242 Lecture # 04 Dr. Manshoor Ahmed

The document discusses exact differential equations and methods for solving them. It defines total and exact differentials, and outlines the steps to solve an exact differential equation: 1) check for exactness, 2) write as a total differential system, 3) integrate, 4) use a second equation to solve for an arbitrary function, 5) write the solution. For non-exact equations, an integrating factor may be used to make the equation exact so it can be solved using the same method. Examples are provided to illustrate the solution techniques.

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Muhammad Faizan
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32 views

Differential Equations MTH 242 Lecture # 04 Dr. Manshoor Ahmed

The document discusses exact differential equations and methods for solving them. It defines total and exact differentials, and outlines the steps to solve an exact differential equation: 1) check for exactness, 2) write as a total differential system, 3) integrate, 4) use a second equation to solve for an arbitrary function, 5) write the solution. For non-exact equations, an integrating factor may be used to make the equation exact so it can be solved using the same method. Examples are provided to illustrate the solution techniques.

Uploaded by

Muhammad Faizan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Differential Equations

MTH 242

Lecture # 04

Dr. Manshoor Ahmed


Summary (Recall)

• Separable differential equation.

• Homogeneous function and homogeneous differential


equation.

• Equations reducible to homogeneous.


Exact differential equation
 Total (or exact ) differential:
In calculus, the total or exact differential of function is defined by
(1)
An expression is said to be an exact differential if there exist a
function such that
and (2)

.
 Exact differential equation:
An equation
=0, (3)
is called an exact differential equation iff the expression
is an exact differential of some function . Therefore, by using (2) we
can write (3) in the form
,
i.e
So that is the general solution of (3).
 Theorem:
The differential equation
=0,
is called an exact differential equation iff
,
where the function and
has cont. first order partial derivatives.
Method of Solution:
If the given equation is exact then the solution procedure consists of
the following steps:
Step 1. Check that the equation is exact by verifying the condition
M N

y x
Step 2. Write down the system F  M ( x, y ) , F  N ( x, y )
x y

Step 3. Integrate either the 1st equation w. r. to x or 2nd w. r. to y. If


we choose the 1st equation then

F ( x, y )   M ( x, y ) dx   ( y )
The function  ( y ) is an arbitrary function of y, integration w.r.to x;
y being constant.
6
Step 4. Use second equation in step 2 and the equation in step 3 to
find  ( y ) .
F 
y y
   
M ( x, y )dx   ( y )  N ( x, y )


 ( y )  N ( x, y )   M ( x, y )dx
y
Step 5. Integrate to find  ( y ) and write down the function F (x, y);
Step 6. All the solutions are given by the implicit equation
F ( x, y )  C
Step 7. If you are given an IVP, plug in the initial condition to find
the constant C.

Caution: x should disappear from   ( y ) . Otherwise something is


wrong!
7
 Solve the differential equation
 AlternateMethod
We may also find the solution of the exact differential equation
=0
as
=constant
 Solve the exact differential equation by using alternate method
 Solve the differential equation
 Findthe functions and if the given differential equation is exact then
solve the equation.
Integrating Factor Technique
If the equation
M ( x, y )dx  N ( x, y )dy  0
is not exact, then we must have
M N

y x
Therefore, we look for a function u (x, y) such that the equation

u( x, y)M ( x, y)dx  u(x, y)N ( x, y)dy  0


becomes exact. The function u (x, y) (if it exists) is called the
integrating factor (IF) and it satisfies the equation due to the
condition of exactness.

M u u u
u M  u N
y y x x
Example 1
Show that 1 /( x 2
 y 2
) is an integrating factor for the equation
x 2
 y 2

 x dx  ydy  0,
and then solve the equation.

Solution: Since M  x 2  y 2  x, N  y
Therefore M N
 2 y, 0
y x
So that M N

y x
and the equation is not exact. However, if the equation is multiplied by
1 /( x 2  y 2 )
then the equation becomes
 x  y
1  2 
2 
dx  2 dy  0
 x y  x y 2
Now x y
M  1 and N  
x2  y2 x2  y2
Therefore M 2 xy N
 
y 
x2  y2  2 x
So that this new equation is exact. The equation can be solved.
However, it is simpler to observe that the given equation can also
written
xdx  ydy
dx  2
x y 2
0 or
1
 
dx  d ln( x 2  y 2 )  0
2
or 
d x 

ln x 2  y 2 
0

 2 
Hence, integrating, we have

x  ln x 2  y 2  k
Example 2 Solve the differential equation
dy 3xy  y 2
 2
dx x  xy
whose integrating factor is x.
Solution:
The given differential equation can be written in form
(3xy  y 2 )dx  ( x 2  xy )dy  0
Therefore, M ( x, y )  3xy  y 2 and N ( x, y )  x 2  xy

Now
M N
 3x  2 y ,  2x  y
y x

M N
 
y x
Multiplying the given equation with the IF, we obtain
(3 x 2 y  xy 2 )dx  ( x 3  x 2 y )dy  0
which is exact.
1. Since M  3x 2  2 xy  N , the equation is exact.
y x
2. We find F (x, y) by solving the system
 F
  x  3 x 2
y  xy 2

 F
  x 3  x 2 y.
  y
3. We integrate the first equation to get
x2 2
F ( x, y )  x y 
3
y   ( y)
2
4. We differentiate w. r. t y and use the second equation of the
system in step 2 to obtain

F
 x 3  x 2 y   ( y )  x 3  x 2 y
y
 
Example Solve dx   x  sin y dy ,0 with IF u( y)  y
y 
 
x
Solution: Here M  1, N   sin y
y
M N 1
 0, 
y x y
M N
 
y x
The equation is not exact.
y
The IF is u ( y )Multiplying the equation by y, we have

or
ydx  ( x  y sin y )dy  0
or ydx  xdy  y sin ydy  0
d ( xy )  y sin ydy  0

Integrating, we have xy  y cos y  sin y  c


which is the required solution.
Rules to find I.F
 Determine whether the given differential equation is exact. If it is not
make it exact and solve it.
 Determine whether the given differential equation is exact. If it is not
make it exact and solve it.
Some questions for practice
Determine whether the given differential equation is exact. If it is exact,
solve it.

solve the initial value problems.


Summary

• Total differential.

• Exact differential equation.

• Solution Method for Exact differential equation.

• Differential equations which are not exact.

• Integrating factor.

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