Table of Contents
We are going learn about Exact Differential Equation in the following 2 Part article series:
1. How to solve Exact Differential Equation.
2. How to solve non Exact Differential Equation using Integrating Factor.
Exact Differential Equation Definition
If the first order first degree differential equation Mdx + Ndy = 0, without being multiplied by any factor, can be expressed in the form du = 0, where u is a function of x and y, then the equation Mdx + Ndy = 0 is said to be an exact differential equation and the general solution of this equation is given by u(x, y) =c, where c is arbitrary constant.
Condition for a differential equation to be exact
Theorem
The necessary condition and sufficient condition for the ordinary differential equation Mdx + Ndy = 0 to be exact is
\[\frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
Here it is assumed that the functions M and N have continuous partial derivatives.
Proof:
To prove that the condition is necessary.
If the equation
\[Mdx+Ndy=0……….(1)\]
is exact, then there must exist a function u of x and y, such that Mdx + Ndy is equal to the total differential du of u.
\[Since,du=\frac{\partial u}{\partial x}.dx+\frac{\partial u}{\partial y}.dy……….(2)\]
Where x and y are variables independent of each other,
\[Mdx+Ndy=\frac{\partial u}{\partial x}.dx+\frac{\partial u}{\partial y}.dy\]
\[So,M=\frac{\partial u}{\partial x},and,N=\frac{\partial u}{\partial y}\]
\[Then,\frac{\partial M}{\partial y}=\frac{\partial }{\partial y}\left( \frac{\partial u}{\partial x} \right)=\frac{{{\partial }^{2}}u}{\partial y\partial x}\]
\[and,\frac{\partial N}{\partial x}=\frac{\partial }{\partial x}\left( \frac{\partial u}{\partial y} \right)=\frac{{{\partial }^{2}}u}{\partial x\partial y}\]
If the partial derivatives of M and N are continuous,
\[\frac{{{\partial }^{2}}u}{\partial y\partial x}=\frac{{{\partial }^{2}}u}{\partial x\partial y}\]
\[\therefore \frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
Thus it is proved that the condition is necessary.
To prove that the condition is sufficient.
Suppose that the condition ,
\[\frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
holds.
\[Put,F=\int{Mdx,}\]
where the integration is performed on the supposition that y is constant.
\[Then,\frac{\partial F}{\partial x}=M\]
\[\Rightarrow \frac{{{\partial }^{2}}F}{\partial x\partial y}=\frac{{{\partial }^{2}}F}{\partial y\partial x}=\frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
\[\therefore \frac{\partial }{\partial x}\left( N-\frac{\partial F}{\partial y} \right)=0\]
\[\therefore \frac{\partial }{\partial x}\left( N-\frac{\partial F}{\partial y} \right)\]
Is constant so far as x is concerned, that is, a function of
\[y=\phi \left( y \right),say.\]
\[Hence,N=\phi \left( y \right)+\frac{\partial F}{\partial y}\]
We next take function u(x, y) so that
\[u=F+\int{\phi \left( y \right)dy}\Rightarrow \frac{\partial u}{\partial y}=N\]
\[Also,M=\frac{\partial F}{\partial x}=\frac{\partial u}{\partial y}\left[ \because u=F+\int{\phi \left( y \right)dy} \right]\]
Thus,
\[Mdx+Ndy=\frac{\partial u}{\partial x}dx+\frac{\partial u}{\partial y}dy=du\]
A perfect differential.
So, the equation is exact and condition is sufficient.
Some exact differentials
Sometimes some differential equation can be solved by inspection, by re-arranging the terms suitably to form a exact differential and then integrating it. In those cases it will be convenient to remember the following exact differentials:
\[(i)dx\pm dy=d\left( x\pm y \right)\]
\[(ii)xdy+ydx=d\left( xy \right)\]
\[(iii)xdx\pm ydy=\frac{1}{2}d\left( {{x}^{2}}\pm {{y}^{2}} \right)\]
\[(iv)\frac{ydx-xdy}{{{y}^{2}}}=d\left( \frac{x}{y} \right)\]
\[i.e.,ydx-xdy={{y}^{2}}d\left( \frac{x}{y} \right)\]
\[(v)\frac{xdy-ydx}{{{x}^{2}}}=d\left( \frac{y}{x} \right)\]
\[i.e.,xdy-ydx={{x}^{2}}d\left( \frac{y}{x} \right)\]
\[(vi)\frac{ydx-xdy}{{{x}^{2}}+{{y}^{2}}}=d\left( {{\tan }^{-1}}\frac{x}{y} \right)\]
\[(vii)\frac{xdy-ydx}{{{x}^{2}}+{{y}^{2}}}=d\left( {{\tan }^{-1}}\frac{y}{x} \right)\]
\[(viii)\frac{ydx-xdy}{xy}=d\left( \log \frac{x}{y} \right)\]
\[(ix)\frac{xdy-ydx}{xy}=d\left( \log \frac{y}{x} \right)\]
\[(x)\frac{2xydx-{{x}^{2}}dy}{{{y}^{2}}}=d\left( \frac{{{x}^{2}}}{y} \right)\]
\[(xi)\frac{2xydy-{{y}^{2}}dx}{{{x}^{2}}}=d\left( \frac{{{y}^{2}}}{x} \right)\]
Example 01 |
Examine whether
\[\left( \cos y+y\cos x \right)dx+\left( \sin x-x\sin y \right)dy=o\]
Is an exact differential equation.
Solution:
\[Given,\left( \cos y+y\cos x \right)dx+\left( \sin x-x\sin y \right)dy=o\]
Comparing the given equation with Mdx +Ndy = 0, we have
\[M=\cos y+y\cos x,N=\sin x-x\sin y\]
\[\therefore \frac{\partial M}{\partial y}=-\sin y+\cos x,and,\frac{\partial N}{\partial x}=\cos x-\sin y\]
\[Here,\frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
So the given equation is exact.
Example 02 |
\[Solve:ydx-xdy=xydx\]
Solution:
\[Given,ydx-xdy=xydx\]
\[\Rightarrow \frac{ydx-xdy}{{{y}^{2}}}=\frac{x}{y}dx\]
\[\Rightarrow d\left( \frac{x}{y} \right)=\left( \frac{x}{y} \right)dx\]
\[\Rightarrow \frac{d\left( \frac{x}{y} \right)}{\left( \frac{x}{y} \right)}=dx\]
Integrating we get,
\[\log \left( \frac{x}{y} \right)=x+c\]
Where c is arbitrary constant, is the general solution of the given equation.
Example 03 |
\[Solve:xdx+ydy+\frac{xdy-ydx}{{{x}^{2}}+{{y}^{2}}}=0\]
Solution:
\[Given,xdx+ydy+\frac{xdy-ydx}{{{x}^{2}}+{{y}^{2}}}=0\]
\[\Rightarrow \frac{1}{2}d\left( {{x}^{2}}+{{y}^{2}} \right)+\frac{\frac{xdy-ydx}{{{x}^{2}}}}{\frac{{{x}^{2}}+{{y}^{2}}}{{{x}^{2}}}}=0\]
\[\Rightarrow \frac{1}{2}d\left( {{x}^{2}}+{{y}^{2}} \right)+\frac{d\left( \frac{y}{x} \right)}{1+{{\left( \frac{y}{x} \right)}^{2}}}=0\]
Integrating we get,
\[\frac{1}{2}\left( {{x}^{2}}+{{y}^{2}} \right)+{{\tan }^{-1}}\left( \frac{y}{x} \right)=c\]
\[\Rightarrow \left( {{x}^{2}}+{{y}^{2}} \right)+2{{\tan }^{-1}}\left( \frac{y}{x} \right)=k,[where,k=2c]\]
Example 04 |
\[Solve:\left( x{{y}^{2}}+2{{x}^{2}}{{y}^{3}} \right)dx+\left( {{x}^{2}}y-{{x}^{3}}{{y}^{2}} \right)dy=0\]
Solution:
\[Given,\left( x{{y}^{2}}+2{{x}^{2}}{{y}^{3}} \right)dx+\left( {{x}^{2}}y-{{x}^{3}}{{y}^{2}} \right)dy=0\]
\[\Rightarrow xydx+2{{x}^{2}}{{y}^{3}}dx+{{x}^{2}}ydy-{{x}^{3}}{{y}^{2}}dy=0\]
\[\Rightarrow xy\left( ydx+xdy \right)+{{x}^{2}}{{y}^{2}}\left( 2ydx-xdy \right)=0\]
\[\Rightarrow d\left( xy \right)+{{x}^{2}}{{y}^{2}}\left( 2\frac{dx}{x}-\frac{dy}{y} \right)=0\]
\[\Rightarrow \frac{d\left( xy \right)}{{{x}^{2}}{{y}^{2}}}+2\frac{dx}{x}-\frac{dy}{y}=0\]
Integrating we get,
\[-\frac{1}{xy}+2\log x-\log y=\log c\]
\[\Rightarrow \log {{x}^{2}}-\log y-\log c=\frac{1}{xy}\]
\[\Rightarrow \log \left( \frac{{{x}^{2}}}{cy} \right)=\frac{1}{xy}\]
\[\therefore {{x}^{2}}=cy{{e}^{\frac{1}{xy}}}\]
is the required general solution.
Example 05 |
\[Solve:y\left( 2xy+1 \right)dx+x\left( 1+2xy+{{x}^{2}}{{y}^{2}} \right)dy=0\]
Solution:
\[We-have,y\left( 2xy+1 \right)dx+x\left( 1+2xy+{{x}^{2}}{{y}^{2}} \right)dy=0\]
\[\Rightarrow \left( 2xy+1 \right)\left( ydx+xdy \right)+{{x}^{3}}{{y}^{2}}dy=0\]
\[\Rightarrow \left( 2xy+1 \right)d\left( xy \right)=-{{x}^{3}}{{y}^{2}}dy\]
\[\Rightarrow \frac{\left( 2xy+1 \right)}{{{x}^{3}}{{y}^{3}}}d\left( xy \right)=-\frac{dy}{y}\]
\[\Rightarrow \left[ \frac{2}{{{\left( xy \right)}^{2}}}+\frac{1}{{{\left( xy \right)}^{3}}} \right]d\left( xy \right)=-\frac{dy}{y}\]
Integrating we get,
\[-\frac{2}{xy}-\frac{1}{2}.\frac{1}{{{\left( xy \right)}^{2}}}=-\log y-\log c\]
\[\Rightarrow \frac{2}{xy}+\frac{1}{2{{\left( xy \right)}^{2}}}=\log yc\]
is the required general solution.
Example 06 |
\[Solve:xdy-ydx=\sqrt{{{x}^{2}}+{{y}^{2}}}dx\]
Solution:
\[Given,xdy-ydx=\sqrt{{{x}^{2}}+{{y}^{2}}}dx\]
\[\Rightarrow \frac{xdy-ydx}{{{x}^{2}}}=\frac{1}{{{x}^{2}}}.x\sqrt{1+\frac{{{y}^{2}}}{{{x}^{2}}}}dx\]
\[\Rightarrow d\left( \frac{y}{x} \right)=\sqrt{1+\frac{{{y}^{2}}}{{{x}^{2}}}}.\left\{ \frac{dx}{x} \right\}\]
\[\Rightarrow \frac{d\left( \frac{y}{x} \right)}{\sqrt{1+\frac{{{y}^{2}}}{{{x}^{2}}}}}=\frac{dx}{x}\]
\[Putting,u=\frac{y}{x}\Rightarrow \frac{du}{\sqrt{1+{{u}^{2}}}}=\frac{dx}{x}\]
Integrating we get,
\[\log \left( u+\sqrt{1+{{u}^{2}}} \right)=\log x+\log c\]
\[\Rightarrow u+\sqrt{1+{{u}^{2}}}=cx\]
\[\Rightarrow \frac{y}{x}+\sqrt{1+\frac{{{y}^{2}}}{{{x}^{2}}}}=cx\]
\[\therefore y+\sqrt{{{x}^{2}}+{{y}^{2}}}=c{{x}^{2}}\]
is the required general solution.
Example 07 |
\[Solve:\left\{ xy\sin \left( xy \right)+\cos \left( xy \right) \right\}ydx+\left\{ xy\sin \left( xy \right)-\cos \left( xy \right) \right\}xdy=0\]
Solution:
\[Given,\left\{ xy\sin \left( xy \right)+\cos \left( xy \right) \right\}ydx+\left\{ xy\sin \left( xy \right)-\cos \left( xy \right) \right\}xdy=0\]
\[\Rightarrow xy\sin \left( xy \right).ydx+\cos \left( xy \right).ydx+xy\sin \left( xy \right).xdy-\cos \left( xy \right).xdy=0\]
\[\Rightarrow xy\sin \left( xy \right)\left\{ ydx+xdy \right\}+\cos \left( xy \right)\left\{ ydx-xdy \right\}=0\]
\[\Rightarrow \frac{\sin \left( xy \right)}{\cos \left( xy \right)}d\left( xy \right)+\frac{dx}{x}-\frac{dy}{y}=0\]
Integrating we get,
\[-\log \left| \cos \left( xy \right) \right|+\log \left| x \right|-\log \left| y \right|=\log \left| c \right|\]
\[\Rightarrow \log \left| x \right|=\log \left| c \right|+\log \left| y \right|+\log \left| \cos \left( xy \right) \right|\]
\[\Rightarrow \log \left| x \right|=\log \left| cy\cos \left( xy \right) \right|\]
\[\therefore x=cy\cos \left( xy \right)\]
is the required general solution.
Example 08 |
\[Solve:\left( {{y}^{2}}{{e}^{x{{y}^{2}}}}+4{{x}^{3}} \right)dx+\left( 2xy{{e}^{x{{y}^{2}}}}-3{{y}^{2}} \right)dy=0\]
Solution:
Comparing the given equation with
\[Mdx+Ndy=0\]
\[M={{y}^{2}}{{e}^{x{{y}^{2}}}}+4{{x}^{3}},and,N=2xy{{e}^{x{{y}^{2}}}}-3{{y}^{2}}\]
\[\therefore \frac{\partial M}{\partial y}=2y{{e}^{x{{y}^{2}}}}+2x{{y}^{3}}{{e}^{x{{y}^{2}}}}\]
\[and,\frac{\partial N}{\partial x}=2y{{e}^{x{{y}^{2}}}}+2x{{y}^{3}}{{e}^{x{{y}^{2}}}}\]
\[\therefore \frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
So the given equation is an exact equation.
Hence the solution of the equation given by
\[\int{Mdx+\int{N\left( without,x-terms \right)dy=c}}\]
\[\therefore \int{\left( {{y}^{2}}{{e}^{x{{y}^{2}}}}+4{{x}^{3}} \right)dx+\int{\left( -3{{y}^{2}} \right)}}dy=c\]
\[\Rightarrow {{y}^{2}}.\frac{{{e}^{x{{y}^{2}}}}}{{{y}^{2}}}+4.\frac{{{x}^{4}}}{4}-3.\frac{{{y}^{3}}}{3}=c\]
\[\therefore {{e}^{x{{y}^{2}}}}+{{x}^{4}}-{{y}^{3}}=c\]
is the required general solution.
Example 09 |
\[Solve:\left( {{x}^{3}}-3x{{y}^{2}} \right)dx+\left( {{y}^{3}}-3{{x}^{2}}y \right)dy=0,when,y(0)=1\]
Solution:
Comparing the given equation with
\[Mdx+Ndy=0\]
\[M={{x}^{3}}-3x{{y}^{2}},and,N={{y}^{3}}-3{{x}^{2}}y\]
\[\therefore \frac{\partial M}{\partial y}=-6xy,and,\frac{\partial N}{\partial x}=-6xy\]
\[\therefore \frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
So the given equation is an exact equation.
Hence the solution of the equation given by
\[\int{Mdx+\int{N\left( without,x-terms \right)dy=c}}\]
\[\Rightarrow \int{\left( {{x}^{3}}-3x{{y}^{2}} \right)dx+\int{{{y}^{3}}dy=c}}\]
\[\Rightarrow \frac{{{x}^{4}}}{4}-\frac{3{{x}^{2}}{{y}^{2}}}{2}+\frac{{{y}^{4}}}{4}=c\]
\[\therefore {{x}^{4}}-6{{x}^{2}}{{y}^{2}}+{{y}^{4}}=4c\]
Given y = 1 when x = 0
\[\therefore 0-6.0.1+1=4c\Rightarrow 4c=1\]
Hence the required solution is
\[{{x}^{4}}-6{{x}^{2}}{{y}^{2}}+{{y}^{4}}=1\]
Example 10 |
\[Solve:y+{{e}^{x}}+x\frac{dy}{dx}=0\]
Solution:
\[Given,y+{{e}^{x}}+x\frac{dy}{dx}=0\]
\[\Rightarrow \left( y+{{e}^{x}} \right)dx+xdy=0\]
Comparing the given equation with
\[Mdx+Ndy=0\]
\[\therefore M=y+{{e}^{x}},and,N=x\]
\[\therefore \frac{\partial M}{\partial y}=1,and,\frac{\partial N}{\partial x}=1\]
\[\therefore \frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
So the given equation is an exact equation.
Hence the solution of the equation given by
\[\int{Mdx+\int{N\left( without,x-terms \right)dy=c}}\]
\[\Rightarrow \int{\left( y+{{e}^{x}} \right)dx+\int{0dy=c}}\]
\[\therefore xy+{{e}^{x}}=c\]
is the required general solution.
Example 11 |
Find the value of ‘a’, for which the differential equation
\[\left( x{{y}^{2}}+a{{x}^{2}}y \right)dx+\left( x+y \right){{x}^{2}}dy=0\] is exact and solve it for this value of ‘a’.
Solution:
\[We-have,\left( x{{y}^{2}}+a{{x}^{2}}y \right)dx+\left( x+y \right){{x}^{2}}dy=0\]
Comparing the given equation with
\[Mdx+Ndy=0\]
\[\therefore M=x{{y}^{2}}+a{{x}^{2}}y,and,N=\left( x+y \right){{x}^{2}}\]
\[\therefore \frac{\partial M}{\partial y}=2xy+a{{x}^{2}},and,\frac{\partial M}{\partial y}=3{{x}^{2}}+2xy\]
Now the given equation will be exact if
\[\frac{\partial M}{\partial y}=\frac{\partial N}{\partial x}\]
\[\Rightarrow 2xy+a{{x}^{2}}=3{{x}^{2}}+2xy\]
\[\therefore a=3\]
Hence the given equation is exact for a = 3.
Thus the solution of the equation for a = 3 is given by
\[\int{Mdx+\int{N\left( without,x-terms \right)dy=c}}\]
\[\Rightarrow \int{\left( x{{y}^{2}}+3{{x}^{2}}y \right)dx+\int{0dy=c}}\]
\[\Rightarrow \frac{1}{2}{{x}^{2}}{{y}^{2}}+3.\frac{{{x}^{3}}y}{3}=c\]
\[\therefore {{x}^{2}}{{y}^{2}}+2{{x}^{3}}y=k,[where,k=2c]\]
is the required general solution.;