EXACT DIFFERENTIAL EQUATIONS

1. A 1st order differential equation of the form

dy
P  x, y   Q  x , y   0 is called an exact equation if there exists a function f  x, y  such that
dx
P  x, y   f x  x, y  and Q  x, y   f y  x, y 

2. A differential equation M  x, y  dx  N  x, y  dy  0 is said to be exact if the LHS is a total

differential of some function say f  x, y 
i.e.
M  x, y  dx  N  x, y  dy  0 .......................................................... (1)
is a differential of f  x, y   C
f f
df  dx  dy ......................................................................... (2)
x y
The differential equation (1) can be written as df  0
f f
 dx  dy  M  x, y  dx  N  x, y  dy
x y
f f
  M  x, y  and  N  x, y 
x y

TEST TO DETERMINE EXACT DIFFERENTIAL EQUATIONS

Consider the differential equation M  x, y  dx  N  x, y  dy  0 Where M and N have continuous
first order partial derivatives at all points  x, y  in a domain D then this equation is exact in D iff
M N

y x

PROOF
If M  x, y  dx  N  x, y  dy  0 is exact in D then M  x, y  dx  N  x, y  dy is an exact differential
in D, and by definition there exists a function F such that
F ( x, y )
 M ( x, y) (i)
x

F ( x, y)
And  N ( x, y) (ii)
y

for all ( xy )  D on differentiating (i) and (ii) w.r.t. y and x respectively we have
  2 f ( x, y ) M ( x, y )  2 f ( x, y ) N ( x, y )
 and  .
yx y xy x

Using the continuity of first order partial derivatives of M and N then

 2 f ( x, y)  2 f ( x, y ) M ( x, y ) N ( x, y)
  
yx xy y x

Which implies that M ( x, y)dx  N ( x, y)dy  0 is exact.

Conversely

M  x, y  N  x, y 
Assume that  for all ( xy )  D we need to show M ( x, y)dx  N ( x, y)dy  0
y dx
is exact
i.e. to prove that there exists a function f such that
f ( x, y )
 M ( x, y ) (1)
x

f ( x, y )
 N ( x, y ) (2)
y

F ( x, y )
For all ( x, y)  D suppose f ( x, y) satisfies (1) then  M ( x, y) integrating
x
w.r.t y and x partially we have

F ( x, y)   M ( x, y)dx  h  y  (3)

Where h  y  is an arbitrary function of y alone. (Since f is a function of x and y).

Now (3) represents all functions (solutions) of (1). Differentiating (3) partially with respect to y
we have
 f ( x, y )  d h y
  M ( x, y )dx  (4)
dy y dy

Differentiating h( y ) partially w.r.t y is the same as total differentiating w.r.t. y since h( y ) as a

function of y alone. Further f ( x, y) must also satisfy (2) then.

f ( x, y)  d h y
 N ( x, y)   M ( x, y)dx  (5)
dy y dy

 d h y
Hence N ( x, y ) 
y  M ( x, y )dx 
dy
(6)

This equation holds or h( y ) exists if


y 
( N ( x, y )  M ( x, y )dx ) (7)

is independent of x.

Now differentiating (7) w.r.t. x yields

N ( x, y )    
   M ( x, y )dx   0
x x  y 
or
N ( x, y)    
   M ( x, y)dx   0
x y  x 

N ( xy ) M ( xy )
which implies  0
x y
and thus (7) is independent of x for all ( x, y)  D
d h y 
thus  N ( x, y )   M ( x, y )dx holds and on integrating we have
dy y
  
h  y     N ( x, y )   M ( x, y )dx dy
 y 

This implies that  ( y) exists and therefore

 M ( x, y ) 
f ( x, y )   M ( x, y )dx   N ( x, y )   dx dy (8)
 y 
 f ( xy ) f ( xy )
Satisfies both  M ( xy ) and  N ( xy ) thus M x, y dx  N x, y dy  0 is exact
x y
which completes the proof.

THE SOLUTION OF AN EXACT DIFFERENTIAL EQUATION

From the definition, if the equation M x, y dx  N x, y dy  0 is exact then there exists a
f ( x, y ) f ( x, y )
function f such that  M ( x, y ) and  N ( x, y ) for all ( x, y)  D . Thus the
x y
F ( x, y) F ( x, y)
equation may be written as dx  dy  0 or simply df ( x, y)  0 . Then the
x y
relation f ( x, y)  C where C is an arbitrary constant is a solution of the exact equation

. Then a one parameter family of solutions of this equations is given by f ( x, y)  C where f is

a function such that

f ( x, y ) f ( x, y )
 M ( x, y ) And  N ( x, y ) for all ( xy )  D and C is an arbitrary.
x y

Example 1
Show the differential equation is exact and hence solve it
 x2  y  dx   y 2  x  dy  0
Solution
M   x 2  y  and N   y2  x
M N
1 1
y x
M N
Hence  the equation is exact.
y x
By definition
f f
M and N 
x y
 f
 M  x2  y
x
 f   x 2  y dx
x3
  xy  h  y 
3
f
 x  h  y  ................................................................. (i)
y
f
But  N  y 2  x .............................................................................(ii)
y

So comparing (i) and (ii)  h  y   y 2

y3
h y  C
3
x3 y3
 f  x, y    xy   C
3 3
x3 y3
The general solution is   xy  C
3 3

Example 2
Show the differential equation is exact and hence solve it
 x3  3xy2  dx  3x2 y  y3  dy  0
M   x3  3xy 2  and N   3x 2 y  y 3 
M N
 6 xy  6 xy
y x
M N
Hence  the equation is exact.
y x
By definition
f f
M and N 
x y
f
 M   x3  3xy 2 
x
 f    x3  3xy 2  dx
x4 3 2 2
  x y  h y
4 2
f
 3x 2 y  h  y  ....................................................................... (i)
y
But
f
 N  3x 2 y  y 3 .................................................................... (ii)
y

So comparing (i) and (ii)  h  y   y 3

y4
h y  C
4
x4 3 2 2 y 4
 f  x, y    x y   C
4 2 4
x 3 2 2 y4
4
The general solution is   x y  C
4 2 4

Example 3
  1 
Solve  y 1    cos y  dx   x  ln x  x sin y  dy  0
  x 

The general solution

xy  y ln x  x cos y  C

Example 4
Solve the equation  3x 2
 4 xy  dx   2 x 2  2 y  dy  0

The general solution

x3  2 x 2 y  y 2  C

Exercise
1. show that the following differential equation are exact and solve them
a) y dx  x dy  0
b) y3 dx  3xy 2 dy  0
c) cosh y cos y dx  sinh x sin x dy
d)  2x  e  dx  x e dy  0
y y

2. a) State whether the differential equation is exact or not

b) Solve the initial value problem
i) x dx  y 2 dy  0 y 1  0.2
2
ii)  y  1 dx   x  3 dy  0 y  0 
3
iii) 2 xy dy   x 2  y 2  dx y 1  2
 1
iv) sinh x dx  cosh x dy  0 y 0  
y
y
e x
v)   y dx  x dy   0 y 1  0
x2

NON- EXACT EQUATIONS

Most differential equations are not exact. However it is possible to multiply a non-exact
differential equation by a non-zero function F  x, y  chosen so that the resulting differential
equation is exact
P  x, y  dx  Q  x, y  dy  0 is a non-exact equation, we multiply with F  x, y 
 FP  x, y  dx  FQ  x, y  dy  0 is an exact equation
The function F  x, y  is called an Integrating Factor

HOW TO FIND THE INTEGRATING FACTOR

The non exact equation P  x, y  dx  Q  x, y  dy  0 is made exact by multiplying with the
integrating factor F  x, y  to get
FP  x, y  dx  FQ  x, y  dy  0 (1)
M  x, y  dx  N  x, y  dy  0 is an exact equation then
M  FP  x. y  and N  FQ  x. y 
M N
For exact equations 
y x
FP FQ
  (2)
y x
or
F P F Q
PF  QF (3)
y y x x

Assuming integrating factor only depends on one variable say

F
F  F  x  Then 0
y
Equation (3) becomes
P F Q
F  QF
y x x
Dividing through by FQ

1 P 1 F 1 Q
 
Q y F x Q x
Or
1 F 1  P Q 
   
F x Q  y x 

Let R.H.S. be R  x 
1 F
  R  x
F x
1
dF  R  x  dx
F
1
 F dF   R  x dx
ln F   R  x dx

 F  e
R  x dx

This is the integrating factor

NB
F
If F  F  y  then 0
x
Equation (3) becomes
F P Q
P F F
y y x

Dividing through by FP

1 F 1 P 1 Q
 
F y P y P x
or
1 F 1  Q P 
   
F y P  x y 

Let R.H.S. be R  y 
 1 F
  R  y
F y
1
dF  R  y  dy
F
1
 F dF   R  y  dy

ln F   R  y  dy

 F  e
R  y  dy

This is the integrating factor in terms of y

Example
Solve 2 y dx  x dy  0

Solution

P  2 y and Qx
P Q
2 1
y x
1
R  x    2  1
x
1

x

1
 x dx
F  x  e
 eln x  x

2 xy dx  x2 dy  0 is an exact equation
M  2 xy and N  x 2
By definition
f f
M and N 
x y
f
 M  2 xy
x
 f   2 xy dx
 x2 y  h  y 
 f
Now  x 2  h  y  ............................................................... (i)
y
f
But  N  x 2 .................................................................... (ii)
y

So comparing (i) and (ii)  h  y   0

h y  C
 f  x, y   x y  C 2

The general solution is  x 2 y  C

Example 2
Solve x 2 y dx   x3  y  dy  0

Solution

P  x 2 y and Q  x3  y

P Q
 x2  3x 2
y x

2 
3x 2  x 2 
1
R  y 
x y
2 x2 2
 2 
x y y

2
 y dx
F  y  e
 eln y  y 2
2

x 2 y3 dx   x3 y 2  y 3  dy  0 is an exact equation

By definition
f
 M  x2 y3
x
 f   x 2 y 3 dx
x3 y 3
  h y
3
 f
Now  x3 y 2  h  y  ............................................................... (i)
y
f
But  N  x3 y 2  y 3 .................................................................... (ii)
y

So comparing (i) and (ii)  h  y   y 3

y4
h y 
4
x3 y 3 y 4
 f  x, y     c1  C
3 4
x3 y 3 y 4
The general solution is   C
3 4

Example 3
Find the integrating factor of the differential equation  2 y 2  3x  dx  xy dy  0 hence solve

The general solution

x3 y 2 3x5
 K
2 5

Example 4
Find the integrating factor of the differential equation 3 y dx  2 x dy  0 hence solve

The general solution

3
x 2y  K

Example 5
Find the integrating factor of the differential equation x 2 y dx   x3  2 y  dy  0 hence solve
The general solution
y4
x3 y 2  K
2

Example 6
Solve the initial value problem
2 xy dx   3x 2  4 y  dy  0 y  0.2   1.5

The general solution

x2 y3  y 4  C
Exercise
Solve the differential equations
a)  2 xe x  y 2  dx  2 y dy  0 y  0  2
b)  2 y  xy  dx  2x dy  0
c)  y  1 dx   x  1 dy  0
d) ay dx  bx dy  0
e) y 2
 3x  dx  xy dy  0