MAS 201 Spring 2024 (CD)

Differential Equations and Applications

§2.4

Gyo Taek Jin

March 6, 2024

1 / 12
 Chapter 2
First-Order Differential Equations
§2.1 Solution Curves Without a Solution
§2.2 Separable Equations
§2.3 Linear Equations
§2.4 Exact Equations
§2.5 Solutions by Substitutions
§2.6 A Numreical Method
..
.

2 / 12
Differential of a Function of Two Variables
The differential of a two variable function z = f (x , y ) is
∂f ∂f
dz = dx + dy (1)
∂x ∂y
If two variables x , y are related by the equation f (x , y ) = c, then
∂f ∂f
dx + dy = 0 (2)
∂x ∂y

Definition (Exact Equation)

A differential expression M(x , y )dx + N(x , y )dy is an exact
differential in a region R of the xy -plane if it corresponds to
the differential of some function f (x , y ).
A first-order differential equation of the form
M(x , y )dx + N(x , y )dy = 0
is said to be an exact equation if the expression on the left is
an exact differential.
3 / 12
Exact Differential
The differential equation x 2 y 3 dx + x 3 y 2 dy = 0 is exact, because
the LHS is d( 13 x 3 y 3 ) = x 2 y 3 dx + x 3 y 2 dy .
Notice that if M(x , y ) = x 2 y 3 and N(x , y ) = x 3 y 2 , then
∂M/∂y = 3x 2 y 2 = ∂N/∂x .
The next theorem shows that the equality of these partial
derivatives is not a coincidence.

Theorem (2.4.1) (Criterion for an Exact Differential)

Let M(x , y ) and N(x , y ) be continuous and have continuous
first partial derivatives in a rectangular region R defined by
a < x < b, c < y < d.
Then a necessary and sufficient condition that
M(x , y )dx + N(x , y )dy = 0 be an exact differential is

∂M ∂N
= . (4)
∂y ∂x

4 / 12
Proof of Theorem (2.4.1) (The Necessity Part).
For simplicity, we assume that M(x , y ) and N(x , y ) have
continuous first partial derivatives for all (x , y ). If the differential
M(x , y )dx + N(x , y )dy is exact, there is a function f (x , y ) such
that
∂f ∂f
M(x , y )dx + N(x , y )dy = dx + dy
∂x ∂y
for all (x , y ) in R. Therefore,

∂f ∂f
M(x , y ) = , N(x , y ) =
∂x ∂y
and
∂M ∂ ∂f ∂2f ∂2f ∂ ∂f ∂N
   
= = = = =
∂y ∂y ∂x ∂y ∂x ∂x ∂y ∂x ∂y ∂x
The equality of mixed partials is a consequene of the continuity of
the first partial derivatives of M(x , y ) and N(x , y ).
The sufficiency part of the proof will be the same as the
construction of the function f (x , y ).
5 / 12
Method of Solution for M(x , y )dx + N(x , y )dy = 0
Suppose the functions M(x , y ) and N(x , y ) satisfy the equality
∂M/∂y = ∂N/∂x . We first find a function f (x , y ) satisfying
∂f /∂x = M(x , y ). Let
Z
f (x , y ) = M(x , y )dx + g(y ) (5)

Differentiate this wrt y , and assume ∂f /∂y = N(x , y ). Then

∂f ∂
Z
= M(x , y )dx + g 0 (y ) = N(x , y )
∂y ∂y
∂
Z
g 0 (y ) = N(x , y ) − M(x , y )dx (6)
∂y
We can finish the procedure by integrating (6) and then
substituting the result in (5). The solution is f (x , y ) = c.
I The RHS of (6) is independent of x . (See textbook for detail.)
I Alternatively, we may work using

∂
Z Z
f (x , y ) = N(x , y )dy +h(x ), h0 (x ) = M(x , y )− N(x , y )dy
∂x
6 / 12
Example (1) (Solving an Exact Differential Equation)
Solve 2xy dx + (x 2 − 1)dy = 0.
Solution
Let M(x , y ) = 2xy and N(x , y ) = x 2 − 1, then

∂M ∂N
= 2x = .
∂y ∂x
Therefore the DE is exact.
We find f (x , y ) satisfying ∂f /∂x = M and ∂f /∂y = N as follows.
Z
f (x , y ) = N(x , y )dy + h(x ) = (x 2 − 1)y + h(x )
∂ ∂
Z
h0 (x ) = M(x , y ) − N(x , y )dy = 2xy − [(x 2 − 1)y ] = 0
∂x ∂x
f (x , y ) = (x 2 − 1)y + c1 ⇒ (x 2 − 1)y + c1 = c2 ⇒ (x 2 − 1)y = c

Finally, we obtain the solution y = c/(x 2 − 1).

(Note that this DE can be solved by separation of variables.)
7 / 12
Example (2) (Solving an Exact Differential Equation)
Solve (e 2y − y cos xy )dx + (2xe 2y − x cos xy + 2y )dy = 0.
Solution
Let M(x , y ) = e 2y − y cos xy and N(x , y ) = 2xe 2y − x cos xy + 2y ,
then
∂M ∂N
= 2e 2y − cos xy + xy sin xy = .
∂y ∂x
Therefore the DE is exact.
We find f (x , y ) satisfying ∂f /∂x = M and ∂f /∂y = N as follows.
Z
f (x , y ) = M(x , y )dx + g(y ) = xe 2y − sin xy + g(y )
∂ ∂
Z
g 0 (y ) = N(x , y ) − M(x , y )dx = N(x , y ) − (xe 2y − sin xy )
∂y ∂y
= (2xe 2y − x cos xy + 2y ) − (2xe 2y − x cos xy ) = 2y
f (x , y ) = xe 2y − sin xy + y 2 + c1

Finally, we obtain the solution xe 2y − sin xy + y 2 = c.

8 / 12
Example (3) (An Initial-Value Problem)
dy xy 2 − cos x sin x
Solve the initial-value problem = , y (0) = 2.
dx y (1 − x 2 )
Solution
We can write the DE in the form Mdx + Ndy = 0, i.e.,

(cos x sin x − xy 2 )dx + y (1 − x 2 )dy = 0

It is an exact equation, because ∂M/∂y = −2xy = ∂N/∂x .

We find f (x , y ) satisfying ∂f /∂x = M and ∂f /∂y = N as follows.
Z
f (x , y ) = M(x , y )dx + g(y ) = 1
2 sin2 x − 12 x 2 y 2 + g(y )
∂
Z
g 0 (y ) = N(x , y ) − M(x , y )dx = y (1 − x 2 ) − (−x 2 y ) = y
∂y
f (x , y ) = 21 sin2 x − 21 x 2 y 2 + 12 y 2 = 21 (sin2 x − x 2 y 2 + y 2 ) = c

With the initial condition, we obtain sin2 x + y 2 (1 − x 2 ) = 4.

9 / 12
Solution (Continued)
More precisely, the solution is
s
4 − sin2 x
y= , −1 < x < 1.
1 − x2

This figure shows solution curves of the DE in Example (3).

The blue curve is the solution curve of the IVP.
10 / 12
Integrating Factors
In some cases M(x , y )dx + N(x , y )dy = 0 is not an exact equation,
we may find an integrating factor µ(x , y ) so that the equation

µ(x , y )M(x , y )dx + µ(x , y )N(x , y )dy = 0

is exact. If so, we must have

(µM)y = µy M + µMy = µx N + µNx = (µN)x

If µ = µ(x ), then µy = 0 and we have

dµ My − Nx R
= µ ⇒ µ(x ) = e (My −Nx )/Ndx
dx N
If µ = µ(y ), then µx = 0 and we have

dµ Nx − M y R
= µ ⇒ µ(y ) = e (Nx −My )/Mdy
dy M

11 / 12
Example (4) (A Nonexact DE Made Exact)
The nonlinear 1st-order DE xy dx + (2x 2 + 3y 2 − 20)dy = 0 is
not exact. Let M = xy and N = 2x 2 + 3y 2 − 20. Then
M y − Nx x − 4x Nx − My 4x − x 3
= 2 and = =
N 2x + 3y 2 − 20 M xy y
R
3/y dy
We take µ(y ) = e = e 3 ln y = y 3 as an integrating factor.
Now we solve

df = xy 4 dx + (2x 2 y 3 + 3y 5 − 20y 3 )dy = 0 (?)

Then
Z
f (x , y ) = (2x 2 y 3 + 3y 5 − 20y 3 )dy = 12 x 2 y 4 + 12 y 6 − 5y 4 + h(x )
∂ 1 2 4 1 6
h0 (x ) = xy 4 − ( x y + 2 y − 5y 4 ) = 0 ⇒ h(x ) = c1
∂x 2
1 2 4
Finally we obtain a family of solutions 2x y + 21 y 6 − 5y 4 = c.
12 / 12