Lecture-4 and 5

st
Methods for Solving 1 Order
Ordinary Diff. Equations

Instructor: Dr. J. K. Sahoo

 Exact Differential Equations
Definition: A differential equation
M ( x , y ) dx  N ( x , y ) dy  0 is called exact differential
equation if there exist a function f ( x , y ) such that
df  M ( x , y ) dx  N ( x , y ) dy .
.

Q: If you know such f then what about the solution ?

Ans: Solution will be f ( x , y )  C .

 Exact Differential Equations
Question: How to find/guess su ch f ?
Let see few examp les:
Example-1: ( x  y  1) dx  xdy  0
Q: What is the function f here ?
.
x2
Ans: f ( x , y )  xy  x 
2
y x x
Example-2: 2 dx  2 dy  0, f ( x , y ) 
y y y
x y x
since d    2 dx  2 dy . Ans: x  Cy .
y y y
 Exact Differential Equations
Question: When such f exists ? To answer this
we have the following theorem.

T heorem: The differential equation

M. ( x , y ) dx  N ( x , y ) dy  0 is exact
 M N
if a n d only if 
y x

Proof: Refer nex t slide.

Question: How to con struct such f ?
 Exact Differential Equations
Proof of the theorem: (Sufficient p art)
Assume that the diff. equation is exact.
M N
Claim : 
y x
f f
since exact   f , such that
.
 M , and N
x y
2 f M 2 f N
  and 
yx y x y  x
 M N
So by Clairaut's Theorem, 
y x
 Exact Differential Equations
P ro o f o f th e th eo rem : (N e cessary p art)
M N
A ssu m e th at 
y y
W e n eed to sh o w th at th e d iff. eq n . is e x act
i.e.,  f , su ch . t h at d f  M d x  N d y
L et v ( x , y )   M ( x , y ) d x (treatin g y as co n stan t )

v  2v M N
  M which implies  
x y x y x
N   v 
              (Eq-A)
x x  y 
 Exact Differential Equations
Proof of the theorem: (Necessa ry part continued..)
Integrating Eq-A w.r.t. x, we obtain
 v 
N     g '( y ), where g '( y ) is some fun ction of y.
 y  .

v  v 
 Mdx  Ndy  dx    g '( y )  dy
x  y 
= d [ v  g ( y )]
= df , where f  v  g ( y ).
 Exact Differential Equations
Construction of f ( x , y ):
Assume M ( x , y ) dx  N ( x , y ) dy  0 is exact
  f such that df  M ( x , y ) dx  N ( x , y ) dy
f f
 dx  . dy  M ( x , y ) dx  N ( x , y ) dy
x y
f
  M ( x, y )         (Eq-1)
x
f
and  N ( x , y )         (Eq-2 )
y
 Exact Differential Equations
Construction of f ( x, y ): (continued ...)
From Eq-1, f ( x , y )   M ( x , y ) dx  g ( y )    (Eq-3)
Diff. w.r.t. y , we obatin
f ( x , y ) 
 . M ( x , y ) dx  g '( y )
y y 

 g '( y )  N ( x , y )   M ( x , y ) dx (Using Eq-2 )
y
  
 g ( y )    N ( x, y )   M ( x , y ) dx dy   (Eq-4)
 y 
 Exact Differential Equations

Construction of f ( x, y ): (continued...)
Putting Eq-4 in Eq-3, we get
  
f ( x , y )   M ( x , y ) dx    N ( x , y )   M ( x , y ) dx dy
.  y 

In this integral treat y as constant

while integrating the expression.
 Examples
Ex-1: ( x 3  2 xy ) dx  ( x 2  y ) dy  0
3 2
Solution: Here M ( x , y )  x  2 xy , N ( x , y )  x  y
M N
since   2 x  Exact
y x
  
 f ( x , y )   Mdx    N   Mdx dy
.
 y 
4
3 x 2
As  Mdx   ( x  2 xy )dx   yx
4
4 2 4 2
x 2 y x 2 y
 f ( x, y )   yx  Sol:  yx  C
4 2 4 2
 Examples

Example:2
 x  y  dy   y  x  dx  0
3 3

4 4
x y
Ans:   xy  C
4 4
 Integrating Factors
E x am p le : yd x  x d y  0
T h e d iffere n tial eq u a tio n is n o t ex ac t
1
N o te th a t if yo u m u ltip ly th e e q u a tio n b y 2
y
th e n th e d iffe. re n tia l e q u a tio n b e c o m e s e x a c t.

1
T h is fa cto r /fu n ctio n 2
is ca lled
y
in teg ratin g facto r o f y d x  xd y  0 .
 Integrating Factors
Definition: A function  ( x , y ) is called an
integrating factor of M ( x , y ) dx  N ( x , y ) dy  0
( M ) ( N )
if  .
y x
Q: How do you
.
get  ( x , y ) ?

In this section, we will discuss few methods to

find an integrating factor.
Methods for Finding an Integrating Factor
M / y  N / x
Theorem-1: If  g ( x), a function of
N
x alone, then e  g ( x ) dx
is an integrating factor of
M ( x, y)dx  N ( x, y)dy  0.
.
2 2
Example: ( x  y ) dx  2 xydy  0
1 2 2
Solution: I.F. 2 , Ans: x  y  Cx
x
Methods for Finding an Integrating Factor
P ro of of T heore m-1 :
Let    ( x ) b e a n I. F of M dx  N dy  0.
( M ) ( N )
 
y x This term is zero.
M  N 
  M  N
y . y x x
 M / y  N / x   d 
   x  
 N   
  g ( x ) dx   g ( x )  x  log 
  e  g ( x ) dx
(N ote that constant C is not required ?)
Methods for Finding an Integrating Factor
M / y  N / x
Theorem-2: If  h( y), a function of
M
y alone, then e  h ( y ) dy
is an integrating factor of
M ( x, y)dx  N ( x, y)dy  0.
.
2 4 3 3 2
Example: (3x y  2xy)dx  (2x y  x )dy  0

1 3 3 2
Solution: I.F. 2 , Ans: x y  x  Cy
y
 Methods for Finding an Integrating Factor
T heorem-3: If Mx  Ny  0 and Mdx  Ndy  0
is of the form f ( xy ) ydx  g ( xy ) xdy  0, then
1
is an integrating factor.
Mx  Ny
2 2 2 2
Example: (x y  xy 1) ydx  (x y  xy 1)xdy  0
.

1
Solution: I.F. 2 2
,
2x y
1 x
Ans: xy   log    C
xy  y
Methods for Finding an Integrating Factor
M / y  N / x
Theorem-4: If  f ( z ), a function of
Ny  Mx

z  xy , then e  f ( z ) dz
is an integrating factor of
M ( x, y )dx  N ( x, y )dy  0.
.
Ex ample: ydx  ( x  2 x 2 y 3 ) dy  0 .

1
Solution: I.F. = 2 2 , Ans: ( xy 3  1)  Cxy
x y
Exercise: ( y 2  xy  1) dx  ( x 2  xy  1) dy  0
 Methods for Finding an Integrating Factor

M / y  N / x
Theorem-5: If  f ( z ), a function of
N M
z  x  y , then e  f ( z ) dz
is an integrating factor of
M ( x, y )dx  N ( x, y )dy  0.
.

2 2
Example: ( y  xy  1) dx  ( x  xy  1) dy  0
1
Solution: I.F.  , Ans: xy  log  x  y   C
x y
THANK YOU