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(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
N
x
everywhere in R.
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
=
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) =
Z x
x0
M (s, y0 )ds +
Z y
N (x, t)dt.
y0
d
dx
My Nx
,
N
R My Nx
N
dx.
d
dx
Nx My
,
M
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
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
(x, y) =
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) =
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) =
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
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,