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Exact Differential Equations
Exact Differential Equations
and
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or
C(y) = sin y
Hence
f(x,y) = 2x2y + x + sin y
The solution to the differential equation is
2x2y + x + sin y = C
Does this method always work? The answer is no. We can tell if the method works by remembering that for
a function with continuous partial derivatives, the mixed partials are order independent. That is
fxy = fyx
If we have the differential equation
M(x,y) + N(x,y)y' = 0
then we say it is an exact differential equation if
My (x,y) = Nx(x,y)
and
fy = N
such that
f(x,y) = C
is a solution to the differential equation
M(x,y) + N(x,y)y' = 0
Example
Solve the differential equation
y + (2xy - e-2y )y' = 0
Solution
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We have
M(x,y) = y and N(x,y) = 2xy - e-2y
Now calculate
My = 1
and Nx = 2y
Since they are not equal, finding a potential function f is hopeless. However there is a glimmer of hope if we
remember how we solved first order linear differential equations. We multiplied both sides by an integrating
factor . We do that here to get
M + Ny' = 0
For this to be exact we must have
(M)y = (N)x
Using the product rule gives
yM + My = xN + Nx
We now have a new differential equation that is unfortunately more difficult to solve than the original
differential equation. We simplify the equation by assuming that either is a function of only x or only y. If it
is a function of only x, then y = 0 and
My = xN + Nx
Solving for x, we get
My - Nx
x =
N
If this is a function of y only, then we will be able to find an integrating factor that involves y only.
If it is a function of only y, then x = 0 and
yM + My = Nx
Solving for y , we get
Nx - My
y =
If this is a function of y only, then we will be able to find an integrating factor that involves y only.
For our example
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Nx - My
2y - 1
y =
=
M
= (2 - 1/y)
y
Separating gives
d/ = (2 - 1/y) dy
Integrating gives
ln = 2y - ln y
= e2y - ln y = y -1e2y
Multiplying both sides of the original differential equation by gives
y(y -1e2y) + (y -1e2y )(2xy - e-2y)y' = 0
e2y + (2xe2y - 1/y)y' = 0
Now we see that
My = 2e2y =
Nx
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