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Exact Differential Equation: Linear and First Order

This document discusses exact differential equations and their general solutions. It begins by explaining that a differential equation of the form M(x,y)dx + N(x,y)dy = 0 has a general solution F(x,y) = c if the partial derivatives of M and N with respect to y and x are equal. It then provides examples of verifying exactness and solving exact differential equations. The key results are that an differential equation of the form Mdx + Ndy = 0 is exact if ∂M/∂y = ∂N/∂x, and its general solution is F(x,y) = c, where F satisfies ∂F/∂x = M

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55 views

Exact Differential Equation: Linear and First Order

This document discusses exact differential equations and their general solutions. It begins by explaining that a differential equation of the form M(x,y)dx + N(x,y)dy = 0 has a general solution F(x,y) = c if the partial derivatives of M and N with respect to y and x are equal. It then provides examples of verifying exactness and solving exact differential equations. The key results are that an differential equation of the form Mdx + Ndy = 0 is exact if ∂M/∂y = ∂N/∂x, and its general solution is F(x,y) = c, where F satisfies ∂F/∂x = M

Uploaded by

JoSa
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© © All Rights Reserved
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Download as PPTX, PDF, TXT or read online on Scribd
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EXACT

Differential Equation
Linear and First Order
Let us consider the family of functions 𝐹 𝑥, 𝑦 = 𝑐. An
example is 𝑒 𝑥𝑦 = 𝑐 . Such a family of functions can be the
general solution of a first order linear ODE. For instance
𝑒 𝑥𝑦 = 𝑐 is the general solution of the ODE
𝑥𝑦 𝑥𝑦
𝑦𝑒 𝑑𝑥 + 𝑥𝑒 𝑑𝑦 = 0
To prove this, we consider the equation 𝑒 𝑥𝑦 = 𝑐 and take
the differential of both sides of the equation. The
differential of the right-hand side is 0 since 𝑐 is a constant.
For the left-hand side, we use the definition
𝜕𝐹 𝜕𝐹
𝑑 𝐹 𝑥, 𝑦 = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
Therefore,
𝑥𝑦 𝑥𝑦 𝑥𝑦
𝑑𝑒 = 𝑦𝑒 𝑑𝑥 + 𝑥𝑒 𝑑𝑦

So, 𝑦𝑒 𝑥𝑦 𝑑𝑥 + 𝑥𝑒 𝑥𝑦 𝑑𝑦 = 0. This shows that the general


𝑥𝑦
solution of this differential equation is 𝑒 = 𝑐.
Let us observe that the differential equation has the form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
Furthermore, if 𝐹 𝑥, 𝑦 = 𝑐 is the general solution, then
𝜕𝐹 𝜕𝐹
𝑀 𝑥, 𝑦 = and 𝑁 𝑥, 𝑦 = . Let us take second order
𝜕𝑥 𝜕𝑦
partial derivatives.
𝜕𝐹 𝜕2𝐹 𝜕𝑀
=𝑀 → =
𝜕𝑥 𝜕𝑦𝜕𝑥 𝜕𝑦
𝜕𝐹 𝜕2𝐹 𝜕𝑁
=𝑁 → =
𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑥
𝜕2 𝐹 𝜕2 𝐹 𝜕𝑀 𝜕𝑁
But = . Therefore, = . Here is a summary
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥
of our result. The differential equation
𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0
has a general solution of the form 𝐹 𝑥, 𝑦 = 𝑐 if
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
The differential equation 𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0 is called an
exact differential equation if it satisfies the condition
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
Example. Show that 𝑦𝑒 𝑥𝑦 𝑑𝑥 + 𝑥𝑒 𝑥𝑦 𝑑𝑦 = 0 is an exact
differential equation.
Solution. Here 𝑀 = 𝑦𝑒 𝑥𝑦 and 𝑁 = 𝑥𝑒 𝑥𝑦 .
𝜕𝑀
= 𝑦 𝑥𝑒 𝑥𝑦 + 𝑒 𝑥𝑦 1 = 𝑥𝑦𝑒 𝑥𝑦 + 𝑒 𝑥𝑦
𝜕𝑦
𝜕𝑁
= 𝑥 𝑦𝑒 𝑥𝑦 + 𝑒 𝑥𝑦 1 = 𝑥𝑦𝑒 𝑥𝑦 + 𝑒 𝑥𝑦
𝜕𝑥
Example. Solve the exact differential equation
𝑦𝑒 𝑥𝑦 𝑑𝑥 + 𝑥𝑒 𝑥𝑦 𝑑𝑦 = 0
Since the equation is exact, there is a function 𝐹 𝑥, 𝑦 such
that the general solution is 𝐹 𝑥, 𝑦 = 𝑐. From a previous
analysis, we know that
𝜕𝐹
= 𝑀 = 𝑦𝑒 𝑥𝑦
𝜕𝑥
Solve this by integration, treating 𝑦 as a constant. (Why?)

𝐹 = න 𝑦𝑒 𝑥𝑦 𝑑𝑥 = න 𝑒 𝑥𝑦 𝑦𝑑𝑥 = 𝑒 𝑥𝑦 + 𝑇(𝑦)
The arbitrary constant of integration is a function of 𝑦
because 𝑦 is treated as constant. Let us differentiate the
result partially with respect to 𝑦.
𝐹 = 𝑒 𝑥𝑦 + 𝑇(𝑦)
𝜕𝐹 𝑥𝑦
= 𝑥𝑒 + 𝑇′(𝑦)
𝜕𝑦
𝜕𝐹 𝑥𝑦 ′ 𝑥𝑦
But = 𝑁. Hence, 𝑥𝑒 + 𝑇 𝑦 = 𝑥𝑒 . This implies that
𝜕𝑦
𝑇′ 𝑦 = 0
𝑥𝑦
Therefore, 𝑇 𝑦 = 𝑐. This gives us 𝐹 𝑥, 𝑦 = 𝑒 + 𝑐.
General solution is therefore 𝑒 𝑥𝑦 + 𝑐 = 0.
Example. Test for exactness and then solve. (Page 34, #2)
6𝑥 + 𝑦 2 𝑑𝑥 + 𝑦 2𝑥 − 3𝑦 𝑑𝑦 = 0
Solution. 𝑀 = 6𝑥 + 𝑦 2 and 𝑁 = 𝑦(2𝑥 − 3𝑦)
𝜕𝑀 𝜕𝑁
= 2𝑦 and = 2𝑦. Therefore, the equation is exact.
𝜕𝑦 𝜕𝑥
𝜕𝐹
= 𝑀 = 6𝑥 + 𝑦 2 → 𝐹 = 3𝑥 2 + 𝑥𝑦 2 + 𝑇(𝑦)
𝜕𝑥
𝜕𝐹
= 2𝑥𝑦 + 𝑇 ′ 𝑦 = 𝑁 = 2𝑥𝑦 − 3𝑦 2
𝜕𝑦
Therefore, 𝑇 ′ 𝑦 = −3𝑦 2 which gives 𝑇 𝑦 = −𝑦 3 + 𝑐.
Substitution to 𝐹 gives us 𝐹 𝑥 = 3𝑥 2 + 𝑥𝑦 2 − 3𝑦 2 + 𝑐.
Therefore, the general solution is 3𝑥 2 + 𝑥𝑦 2 − 3𝑦 2 + 𝑐 =
0.
Exercises. (page 34) Verify that the equation is exact and
then solve.
1. 6𝑥 + 𝑦 2 𝑑𝑥 + 𝑦 2𝑥 − 3𝑦 𝑑𝑦 = 0
2. 2𝑥𝑦 + 𝑦 𝑑𝑥 + 𝑥 2 + 𝑥 𝑑𝑦 = 0
3. 2𝑥 − 3𝑦 𝑑𝑥 + 2𝑦 − 3𝑥 𝑑𝑦 = 0
4. 1 + 𝑦 2 𝑑𝑥 + 𝑥 2 𝑦 + 𝑦 + 2𝑥𝑦 𝑑𝑦 = 0

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