Exact equations and integrating factors

advertisement

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

Download