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Exact Equations
2.4.1
is called an exact differential equation if there exists a function f ( x, y ) having continuous partial derivatives in a region R of the xy -plane, such that
M ( x, y ) =
f x
and
N ( x, y ) =
f y
(2)
2.4.2
f f dx + dy = 0 x y
or
(3)
f f dy + =0 x y dx
By the chain rule, the left side of (4) is actually equal to Therefore, the expression in (4) is equivalent to
(4)
d ( f ( x, y )) . dx
d ( f ( x, y )) = 0 dx
that is,
(5)
f ( x, y ) = c
(6)
2.4.3
M N = x y
Why? From (2), evaluate
(7)
M N and y x
,
M f 2 f = = y y x yx
N f 2 f = = x x y xy
Due to the continuity of the first partial derivatives of M ( x, y ) and N ( x, y ) , the mixed partial derivatives are equal, that is,
2 f 2 f M N = . Therefore, = . yx xy x y
2.4.4
Notations for partial derivatives: M can also be written as M y y N can also be written as N x x f can also be written as f x x f can also be written as f y y
2.4.5
Method (A):
(i) Find f ( x, y ) :
(ii)
f dx + g ( y ) = M ( x, y ) dx + g ( y ) x (consider y as a constant) f Use the result in (i) to evaluate , and then set it equal to y N ( x, y ) . Determine g ( y ) .
f ( x, y ) =
(iii) (iv)
Method (B):
(i) Find f ( x, y ) :
(ii)
f dy + h( x) = N ( x, y ) dy + h( x) y (consider x as a constant) f Use the result in (i) to evaluate , and then set it equal to x M ( x, y ) . Determine h( x) .
f ( x, y ) =
(iii) (iv)
M ( x, y ) dx ,
5.
Ans: k = 4
Ans: k = 3
Determine whether the given differential equation is exact. If it is exact, solve it. 8. 9. (2 xy + x) dx + ( x 2 + y ) dy = 0 ( x + sin y ) dx + ( x cos y 2 y )dy = 0 Ans: Ans: f ( x, y ) = x 2 y + f ( x, y ) = x2 y 2 + =c 2 2
x2 + x sin y y 2 = c 2
Show that the following differential equation is exact. Then solve the initial-value problem. 10. 11. (e x y + 1) dx + (e x 1) dy = 0 , y (1) = 1 Ans: ex y + x y = e
2.4.7
Transforming a nonexact differential equation into an exact equation Some nonexact differential equation can be transformed into an exact equation by multiplying it with an integrating factor.
There are two integrating factors to consider: 1. ( x ) = e
M y Nx N Nx M y M dx
This integrating factor depends only on x . This integrating factor depends only on y .
2. ( y ) = e
dy
( x) = e
M y Nx N
dx
. M y Nx
depends on both x and y , N then ( x) is NOT the integrating factor, thus, assumption (i) is incorrect. On the other hand, if the quotient (ii) Assume/guess that ( y ) is the integrating factor: Nx M y Evaluate the quotient and see whether the result depends on y M alone. If it is, then the assumption is correct. Continue to evaluate
( y) = e
Nx M y M
dy
. Nx M y
depends on both x and y , M then ( y ) is NOT the integrating factor, thus, assumption (ii) is incorrect. On the other hand, if the quotient (Note: If assumption (i) fails, try (ii). If assumption (ii) fails, try (i))
3. After determining the appropriate integrating factor, multiply the non-exact equation with the integrating factor. Check and verify that the non-exact equation has become exact. 4. If solution is required, solve the new exact equation, using the procedure described in section 2.4.5.
2.4.8
Exercise
Verify that the given differential equation is not exact. Use an appropriate integrating factor to transform the nonexact equation into an exact equation. Show that the new equation is exact, and then solve. 1. (3 xy + y 2 ) dx + ( x 2 + xy ) dy = 0 2. ( y 2 + xy 3 ) dx + (5 y 2 xy + y 3 sin y ) dy = 0 Ans: Ans: f ( x, y ) = x 3 y + x2 y2 =c 2
x x2 f ( x, y ) = + + 5 ln y cos y = c y 2