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Enrichment w2 2 PDF
Enrichment w2 2 PDF
Enrichment w2 2 PDF
(µP )y = (µQ)x
P µy + Py µ = Qµx + Qx µ ⇔
This is a first order linear partial differential equation (PDE) for the function µ and to solve
it is equally hard as to solve the original equation (1). So, in general, the idea of making
equation (1) exact does not give an efficient method to solve it.
However, in some specific cases, this idea works perfectly.
(a) For example, suppose we can find the integrating factor µ which is a function of x alone
QUESTION: Under what condition on P and Q is it possible?
ANSWER: Integrating factor µ = µ(x) (i.e depending on x alone) exists if and only
Py − Q x
if is a function of x alone. In this case this integrating factor satisfies the
Q
ordinary differential equation
dµ
Py − Qx
= µ. (3)
dx Q
Note that this is a linear homogeneous equation, in particular, it is separable and we
know how to solve it by the method of section 2.2
EXPLANATION:
If µ is a function of x alone then µy = 0. Plugging this into (2) we get
−Qµx + (Py − Qx )µ = 0 ⇔
c Igor Zelenko, Fall 2017 2
Py − Qx
µx = µ. (4)
Q
Py − Qx
Since µ depends on x only, then from the last equation the expression must
Q
dµ
depend on x. Note also that by the same reason we can write µx in (4) as to get
dx
(3).
P y − Qx
Vice versa, by reversing the arguments above , if depends on x only, then
Q
any function µ satisfying the differential equation (3) will serve as an integrating factor
such that after multiplying (1) by such µ we get an exact equation.
(b) Similarly, integrating factor µ = µ(y) (i.e depending on y alone) exists if and only
Py − Qx
if is a function of y alone. In this case this integrating factor satisfies the
P
equation
dµ Qx − Py
= µ. (5)
dy P
EXPLANATION:
If µ is a function of y alone then µx = 0. Plugging this into (2) we get
P µx + (Py − Qx )µ = 0 ⇔
Qx − P y
µy = µ. (6)
P
Qx − Py
Since µ depends on x only, then from the last equation the expression must
P
dµ
depend on y. Note also that by the same reason we can write µy in (6) as to get
dy
(5).
Qx − P y
Vice versa, by reversing the arguments above , if depends on y only, then any
P
function µ satisfying the differential equation (5) will serve as an integrating factor such
that after multiplying (1) by such µ we get an exact equation.
2. EXAMPLE Solve
SOLUTION:
c Igor Zelenko, Fall 2017 3
Note that this is the same equation as in section 5 , problem 4b and we already checked that
it is not exact. In this case
P = 3x2 y + 2xy + y 3 ⇒ Py = 3x2 + 2x + 3y 2 ;
Q = x2 + y 2 ⇒ Qx = 2x
Py − Qx
Verify whether the expression depends on x only (or equivalently is independent of
Q
y):
P y − Qx 3x2 + + 3y 2 −
2x 2x
= =3
Q x2 + y 2
so it is constant and in particularly it is independent of y. Hence we can look for an
integrating factor µ = µ(x) and it satisfies the differential equation (3) which in this case is
µ0 (x) = 3µ(x)
Py − Qx
(recall that the coefficient 3 here comes from our calculation that = 3). So, we can
Q
take µ as
P y − Qx
REMARK 1. If it turned out that depends on y, then you have to check that
Q
Qx − Py
is independent of x. If yes, then you look for an integrating factor depending on y
P
solving (5). If not, then the method described above does not work.
Now multiply both sides of equation (7) by µ(x) = e3x to get an exact equation
For this new equation P = e3x (3x2 y + 2xy + y 3 ) and Q = e3x (x2 + y 2 ).
Now find a potential Φ by solving the system
Note that it is much more convenient to integrate first (10) rather than (9) ( the latter , for
example, will need integration by parts). Integrating (10) with respect to y we get:
c Igor Zelenko, Fall 2017 4
!
y3
Z
3x 2 3x 2 3x 2
Φ= (e x + e y ) dx = e x y+ + g(x)
3
for some function g(x). Then plug this Φ into equation (9):
∂ 3x 2 y3
e (x y + ) + g(x) = e3x (3x2 y + 2xy + y 3 )
(11)
∂x 3
The left hand-side of (11) is equal to
y3
3e3x (x2 y + ) + e3x (2xy) + g 0 (x) = e3x (3x2 y + 2xy + y 3 ) + g 0 (x).
3
Equating this with the right hand-side of (11) we get g 0 (x) = 0. So we can take g(x) = 0.
So a potential can be taken as
!
y3
Φ(x, y) = e3x x2 y +
3
!
3x 2
y3
e x y+ ≡C.
3
In the next two items it is shown that in fact all previous discussed types of equations can
be solved by the method of item 1:
dy
= f (y)g(x) ⇔ f (y)g(x)dx − dy = 0 (12)
dx
Hence P = f (y)g(x), Q = 1. So, Py = f 0 (y)g(x), Qx = 0, and the expression
Qx − Py f 0 (y)
g(x)
f 0 (y)
=− =−
Q f (y)
g(x)
f (y)
f 0 (y)
depends on y only. So we can look for an integrating factor µ = µ(y) satisfying µ0 = − µ
f (y)
1
1
which implies we can take µ(y) = f (y)
. Multiplying (12) by we get an exact equation
f (y)
c Igor Zelenko, Fall 2017 5
1
g(x)dx − dy = 0
f (y)
This can be obtained without any theory, I just wanted to demonstrate the method once
more on this example.
4. Relation to the method of integrating factor for linear equations from section
2.1 Let us show that the method of integrating factor for linear equations from section 2.1
is a particular case of the method discussed here.
In section 2.1 of the textbook (or section 3 of our notes) we discussed linear equations of
type
Hence,
Py − Qx
= p(x)
Q
depends on x only, so one can look for an integrating factor µ = µ(x) and te differential
equation (3) takes the form
µ0 = p(x)µ,
which is exactly as in section 2.1. It shows that the method of integrating factor of section
2.1 is in fact a very particular case of the method of integrating factor presented in item 1
of this section.