Ch 2.6:
Exact Equations & Integrating Factors
Consider a first order ODE of the form
M ( x , y )
N ( x , y ) y
0
Suppose there is a function
such that
( x , y )
M ( x , y ),
( x , y )
N ( x , y ) x y and such that
( x,y ) = c defines y =
( x ) implicitly. Then
M ( x , y )
N ( x , y ) y
x
y dy dx
d dx
x ,
( x )
and hence the original ODE becomes d dx
x ,
( x )
0
Thus
( x,y ) = c defines a solution implicitly.
In this case, the ODE is said to be exact .
Theorem 2.6.1
Suppose an ODE can be written in the form
M ( x , y )
N ( x , y ) y
0 ( 1 ) where the functions M , N , M y rectangular region R : ( x , y )
( and N x are all continuous in the
,
) x (
,
). Then Eq. (1) is an exact differential equation iff
M y
( x , y )
N x
( x , y ),
( x , y )
R ( 2 )
That is, there exists a function
satisfying the conditions
x
( x , y )
M ( x , y ),
y
( x , y )
N ( x , y ) ( 3 ) iff M and N satisfy Equation (2).
Example 1: Exact Equation
(1 of 4)
Consider the following differential equation. dy dx
x
4 x
4 y y
( x
4 y )
( 4 x
y ) y
0
Then
M ( x , y )
x
4 y , N ( x , y )
4 x
y and hence
M y
( x , y )
4
N x
( x , y )
ODE is exact
From Theorem 2.6.1,
x
( x , y )
x
4 y ,
y
( x , y )
4 x
y
Thus
( x , y )
x
( x , y ) dx
x
4 y
dx
1
2 x
2
4 xy
C ( y )
Example 1: Solution
(2 of 4)
We have
x
( x , y )
x
4 y ,
y
( x , y )
4 x
y and
( x , y )
x
( x , y ) dx
x
4 y
dx
1
2 x
2
4 xy
C ( y )
It follows that
y
( x , y )
4 x
y
4 x
C
( y )
C
( y )
y
C ( y )
1
2 y
2 k
Thus
( x , y )
1
2 x
2
4 xy
1
2 y
2 k
By Theorem 2.6.1, the solution is given implicitly by x
2
8 xy
y
2 c
Example 1:
Direction Field and Solution Curves
(3 of 4)
Our differential equation and solutions are given by dy dx
x
4 y
4 x
y
( x
4 y )
( 4 x
y ) y
0
x
2
8 xy
y
2 c
A graph of the direction field for this differential equation, along with several solution curves, is given below.
Example 1: Explicit Solution and Graphs
(4 of 4)
Our solution is defined implicitly by the equation below. x
2
8 xy
y
2 c
In this case, we can solve the equation explicitly for y : y
2
8 xy
x
2 c
0
y
4 x
17 x
2 c
Solution curves for several values of c are given below.
Example 3: Non-Exact Equation
(1 of 3)
Consider the following differential equation.
( 3 xy
y
2
)
( 2 xy
x
3
) y
0
Then
M ( x , y )
3 xy
y
2
, N ( x , y )
2 xy
x
3 and hence
M y
( x , y )
3 x
2 y
2 y
3 x
2
N x
( x , y )
ODE is not exact
To show that our differential equation cannot be solved by this method, let us seek a function
such that
x
( x , y )
M
3 xy
y
2
,
y
( x , y )
N
2 xy
x
3
Thus
( x , y )
x
( x , y ) dx
3 xy
y
2
dx
3 x
2 y / 2
xy
2
C ( y )
Example 3: Non-Exact Equation
(2 of 3)
We seek
such that
x
( x , y )
M
3 xy
y
2
,
y
( x , y )
N
2 xy
x
3 and
( x , y )
x
( x , y ) dx
Then
y
( x , y )
2 xy
x
3
3 x
2
3 xy
y
2
dx
3 x
2 y / 2
/ 2
2 xy
C
( y ) xy
2
C ( y )
C
( y )
?
x
3
3 x
2
/ 2
C ( y )
??
x
3 y
3 x
2 y / 2
k
Thus there is no such function
. However, if we
(incorrectly) proceed as before, we obtain x
3 y
xy
2 c as our implicitly defined y , which is not a solution of ODE.
Integrating Factors
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 ):
M ( x , y )
N ( x , y ) y
0
( x , y ) M ( x , y )
( x , y ) N ( x , y ) y
0
For this equation to be exact, we need
M
y
N
x
M
y
N
x
M y
N x
0
This partial differential equation may be difficult to solve. If
is a function of x alone, then
y
= 0 and hence we solve d
M y
N x
, dx N provided right side is a function of x only. Similarly if
is a function of y alone. See text for more details.
Example 4: Non-Exact Equation
Consider the following non-exact differential equation.
( 3 xy
y
2
)
( x
2 xy ) y
0
Seeking an integrating factor, we solve the linear equation d
M y
N x
N
d
( x )
x dx dx x
Multiplying our differential equation by
, we obtain the exact equation
( 3 x
2 y
xy
2
)
( x
3 x
2 y ) y
0 , which has its solutions given implicitly by x
3 y
1
2 x
2 y
2 c