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Exact Equations

If we have a differential equation in the form


M (x, y) + N (x, y)y 0 = 0
and we can find a continuously differentiable function (it is called potential
function) such that

(x, y) = M (x, y),


x

(x, y) = n(x, y)
y

and such that (x, y) = c defines y = (x) implicitly as a differentiable function of x (To check this, we often Implicit function Theorem. For details,
read the textbook for 153 or 254), the equation is said to be an exact differential equation.
Then
M (x, y) + N (x, y)y 0 =

dy
d
+
=
(x, (x)),
x
y dx
dx

and we obtain
d
(x, (x)) = 0.
dx
Thus, the solution is given implicitly by
(x, y) = c
where c is an undetermined constant. But usually, this just gives us an integral curve instead of a function, so if there is intial condition, it is necessary
to determine the c, and then the branch and the interval of definition if
needed.

Now let us have another look at the exact equation. If we multiply the
equation by dx, it is rewritten in the differential form
M (x, y)dx + N (x, y)dy = 0
and by the defintion of exact, there is a function such that

dx +
dy = 0
x
y
the left hand side is exactly the total differential of some function (x, y), so
d(x, y) = 0.
By the knowledge of Multivariable Calculus (153 or 254), (x, y) = c for
some constant c.
Now it is quite natural to move to the following problem: how to know
wether a given equation is exact or not?
Theorem 2.6.1 Let the functions M , N ,

M N
, x
y
0

be continuous in an open

simply connected region R. Then M + N y = 0 is exact in R if and only if


M
y

N
x

everywhere in R.

Remark. Simple connectedness is necessary. Considering the following example, in R2 {0}


x2

x
y
y0 2
=0
2
+y
x + y2

hence,
d
dx

x
2
x + y2

d
dy

y
x2 + y 2

and

1
2x2
y 2 x2

=
x2 + y 2 (x2 + y 2 )2
(x2 + y 2 )2

1
2y 2
y 2 x2
+
=
x2 + y 2 (x2 + y 2 )2
(x2 + y 2 )2

But it is not exact. If it is exact (argument by contradiction), we have some


function such that
x

=
2
+y
y
y

2
=
x + y2
x
x2

Choosing any smooth curve (t), it can be expressed by (t) = (x(t), y(t)),
and ((t)) = (x(t), y(t)) is a differentiable function, thus
dx dy
x(t)
y(t)
d
((t)) =
+
= 2
x0 (t) 2
y 0 (t)
2
dt
x dt
y dt
x (t) + y (t)
x (t) + y 2 (t)
by the chain rule,
((t))]ba

Z b
a

x(t)
y(t)
x0 (t) 2
y 0 (t) dt.
2
2
x (t) + y (t)
x (t) + y 2 (t)

Now apply the integral to the curve (t) = (cos(t), sin(t)) 0 t 2. Direct
computation gives
LHS = 0
RHS = 2
which is a contradiction.
Proof of Theorem 2.6.1.
Read your textbook, the procedure also provide a simple way to obtain an
expression for (x, y) for some specific cases.
A more common proof is to use integrals over curves and Greens Theorem
(knowledge in 153 or 254). And thus the explicit expression for (x, y) in
terms of integrals (if you are familiar with the integrals of differential forms)
is
(x, y) =

M (x, y)dx + N (x, y)dy


3

and thus specifically (transformed into the ordinary integrals)


(x, y) =

Z x
x0

M (s, y0 )ds +

Z y

N (x, t)dt.

y0

Now we move to the general equation


M (x, y)dx + N (x, y)dy = 0
Using the idea in section 2.1, we hope (indeed) that there is an integrating
factor (x, y) such that
(x, y)M (x, y)dx + (x, y)N (x, y)dy = 0
is exact. It is hard to find the integrating factor except two cases depends
on x only or depends on y only.
The textbook tells us that, if (My Nx )/N is a function of x only, there
is an integrating factor by

d
dx

My Nx
,
N

that is, = exp

R My Nx
N

dx.

Similarly, if we switch the roles of x and y and repeate the procedure, we


will obtain that, if (Nx My )/M is a function of y only, there is an integrating factor by

d
dx

Nx My
,
M

that is, = exp

R Nx My
M

dy.

Examples
12. Determine whether it is exact. If exact, find the solution
xdx
ydy
+ 2
=0
2
2
3/2
(x + y )
(x + y 2 )3/2
Solution.
xdx + ydy
= 0
(x2 + y 2 )3/2
1
d(x2 + y 2 )
2
= 0
(x2 + y 2 )3/2
!
1
d
= 0
(x2 + y 2 )1/2
4

So, it is exact, and thus the solution is x2 + y 2 = c.


17. Show that a possible function is
(x, y) =

Z x
x0

M (s, y0 )ds +

Z y

N (x, t)dt.

y0

Proof.
It suffices to show that

d
dx

= M and

d
dy

= N.

Z y
x
d
d
(x, y) =
M (s, y0 )ds +
N (x, t)dt
dx
dx x0
y0
d Zx
d Zy
=
M (s, y0 )ds +
N (x, t)dt
dx x0
dx y0
Z y
d
N (x, t)dt
= M (x, y0 ) +
y0 dx
Z y
d
M (x, t)dt
= M (x, y0 ) +
y0 dt
= M (x, y0 ) + M (x, y) M (x, y0 )
Z

= M (x, y)
Similarly,

d
(x, y)
dy

= N (x, y).

15. Find the value of b for which the given equation is exact, and then solve
it using that value of b.
(xy 2 + bx2 y)dx + (x + y)x2 dy = 0
Solution.
The components are defined in the whole space, which is simply connected.
And thus we just have to check

(xy 2 + bx2 y) = 2xy + bx2 ,


y

(x + y)x2 = 3x2 + 2xy.


x
5

Comparing the derivatives, we obtain b = 3. And then


1
(xy 2 + 3x2 y)dx = x2 y 2 + x3 y + f (y)
2
Z
1
(x, y) =
(x + y)x2 dy = x3 y + x2 y 2 + g(x)
2
Z

(x, y) =

Comparing the expressions, we obtain


1
(x, y) = x2 y 2 + x3 y
2
and thus the solution is
1 2 2
x y + x3 y = c.
2

19. Show that the equation is not exact but become exact when multiplied
by the given integrating factor. Then solve the equation.
x2 y 3 + x(1 + y 2 )y 0 = 0,

(x, y) = 1/xy 3 .

Solution.
2 3
x y = 3x2 y 2 ,
y

x(1 + y 2 ) = 1 + y 2 .
x
By Theorem 2.6.1, it is not exact. Multiplied by the integrating factor,
!

x2 y 3 3
=
x = 0,
y
xy
y
!
!

1
1 + y2
2
x(1 + y ) 3
=
= 0.
x
xy
y
y3
By Theorem 2.6.1, it is exact. And then
1
xdx = x2 + f (y),
2
Z
1
(x, y) =
f rac1 + y 2 y 3 dy = 2 + ln |y| + g(x).
2y

(x, y) =

Comparing the expressions, we obtain


1
1
(x, y) = x2 2 + ln |y|
2
2y
and thus the solution is
1
1 2
x 2 + ln |y| = c.
2
2y

25. Find an integrating factor and solve the given equation.


(3x2 y + 2xy + y 3 )dx + (x2 + y 2 )dy = 0.
Solution.
My Nx
3x2 + 2x + 3y 2 2x
=
=3
N
x2 + y 2
= exp

3dx = e3x

1
e3x (3x2 y + 2xy + y 3 )dx = x2 ye3x + y 3 e3x + f (y)
3
Z
1
(x, y) =
e3x x2 + y 2 = x2 ye3x + y 3 e3x + g(x)
3

(x, y) =

Comparing the expressions, we obtain


1
(x, y) = x2 ye3x + y 3 e3x
3
and thus the solution is
1
x2 ye3x + y 3 e3x = c.
3

32. Solve the differential equation


(3xy + y 2 ) + (x2 + xy)y 0 = 0
7

using the integrating factor (x, y) = [xy(2x + y)]1 . Verify that the solution
is the same as that obtained in Example 4 with a different integrating factor.
Solution.
Z
1
1
1
1
2
(x, y) =
(3xy + y )dx =
+
dx = ln |x| + ln |2x + y| + f (y)
xy(2x + y)
x 2x + y
2
Z
Z
1
1
1
1
1
(x2 + xy)dy =
+
dy = ln |y| + ln |2x + y| + g(x)
(x, y) =
xy(2x + y)
2y 2(2x + y)
2
2
Z

So,
(x, y) = ln |x| +

1
1
ln |y| + ln |2x + y|
2
2

and thus the solution is


ln |x| +

1
1
ln |y| + ln |2x + y| = c.
2
2

Since
ln |x| +

1
1
ln |y| + ln |2x + y|
2
2

1
(2 ln |x| + ln |y| + ln |2x + y|)
2
1
=
ln |x2 y(2x + y)|
2
= c,

the solution is equivalent to


1
x3 y + x2 y 2 = c.
2

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