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 ( x, y ) M ( x, y ), y ( x, y ) N ( x, y )
and such that (x,y) = c defines y = (x) implicitly. Then
dy d
M ( x, y) N ( x, y) y x, ( x)
x y dx dx
and hence the original ODE becomes
x, ( x) 0
d
dx
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, My and Nx are all continuous in the
rectangular region R: (x, y) (, ) 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 x 4y
( x 4 y ) (4 x y ) y 0
dx 4x y
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 x 4 xy C ( y )
1 2
2
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 x 4 xy C ( y )
1 2
2
It follows that
1
y ( x, y ) 4 x y 4 x C ( y ) C ( y ) y C ( y ) y 2 k
2
Thus
1 2 1
( x, y ) x 4 xy y 2 k
2 2
By Theorem 2.6.1, the solution is given implicitly by
x 2 8xy y 2 c
Example 1:
Direction Field and Solution Curves (3 of 4)
Our differential equation and solutions are given by
dy x 4y
( x 4 y) (4 x y ) y 0 x 2 8 xy y 2 c
dx 4x y
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 8xy y 2 c
In this case, we can solve the equation explicitly for y:
y 2 8xy 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.
(3xy y 2 ) (2 xy x3 ) y 0
Then
M ( x, y) 3xy y 2 , N ( x, y) 2 xy x3
and hence
M y ( x, y) 3x 2 y 2 y 3x 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 3xy y 2 , y ( x, y) N 2xy x3
Thus
( x, y ) x ( x, y )dx 3xy y 2 dx 3x 2 y / 2 xy2 C ( y )
Example 3: Non-Exact Equation (2 of 3)
We seek such that
x ( x, y) M 3xy y 2 , y ( x, y) N 2xy x3
and
( x, y ) x ( x, y )dx 3xy y 2 dx 3x 2 y / 2 xy2 C ( y )
Then
y ( x, y ) 2 xy x 3 3x 2 / 2 2 xy C ( y )
? ??
C ( y ) x 3x / 2 C ( y ) x 3 y 3x 2 y / 2 k
3 2
Thus there is no such function . However, if we
(incorrectly) proceed as before, we obtain
x 3 y xy2 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.
(3xy y 2 ) ( x 2 xy) y 0
Seeking an integrating factor, we solve the linear equation
d M y N x d
( x) x
dx N dx x
Multiplying our differential equation by , we obtain the exact
equation
(3x 2 y xy2 ) ( x3 x 2 y) y 0,
which has its solutions given implicitly by
1 2 2
x3 y x y c
2
