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1.3. Exact First Order Differential Equations

This document discusses exact first order differential equations and methods for finding integrating factors for non-exact equations. It provides examples of using four methods to find integrating factors: 1) inspection, 2) if the equation is homogeneous, 3) if the equation is of the form dx/P(x,y) + dy/Q(x), and 4) if one term is a function of x or y alone. The goal is to multiply the equation by the integrating factor to obtain an exact equation that can be solved using integration.

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0% found this document useful (0 votes)
76 views28 pages

1.3. Exact First Order Differential Equations

This document discusses exact first order differential equations and methods for finding integrating factors for non-exact equations. It provides examples of using four methods to find integrating factors: 1) inspection, 2) if the equation is homogeneous, 3) if the equation is of the form dx/P(x,y) + dy/Q(x), and 4) if one term is a function of x or y alone. The goal is to multiply the equation by the integrating factor to obtain an exact equation that can be solved using integration.

Uploaded by

Dinesh kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1.3.

Exact First Order Differential Equations


Learning objectives
 To state the necessary and sufficient condition for the differential equation
to be exact.
 To find the integrating factors and general solution of non-exact differential
equations.

AND

 To practice the related problems.


1.3. Exact First Order Differential Equations
In this module we consider differential equations of first order and first degree of
the form and discuss their solutions

Exact differential equations of first order and first degree


Let and be real valued functions defined on some
rectangle . The differential equation

is said to be exact if there is a function having continuous first order


partial derivatives in such that

i.e.,

Example 1: Consider the differential equation .

Notice that there is a such that

Thus, the given differential equation is exact.

In practice, finding is not easy. The methods out lined here will be often
useful.

Theorem 1: Let and be two real valued functions with


continuous partial derivatives on a rectangle

The differential equation is exact if and only if


in
Proof:

(i) Suppose the differential equation is exact. By definition there


exists a function having continuous first order partial derivatives such
that

Now, and

Since and have continuous partial derivatives in ; and are

continuous in . Therefore, in

in . Thus, the condition is necessary.

(ii) We will now show that the condition is sufficient. Suppose that in .
x x
Define  where  denotes, the integration w.r.t
treating as constant.
x
Now,  and in .

(Since has continuous partial derivatives of first order in ; and are


continuous in . By a theorem in advanced calculus in )

in

Integrating w.r.t treating as constant, we get

(Since the arbitrary constant may be any function of alone)


Thus,

Thus, there is a function such that .


Therefore, the differential equation is exact. Hence the theorem

The general solution of the differential equation when exact

In the above theorem we have found a function such that

The general solution of the differential equation is


where is an arbitrary constant, where

x

Thus, the general solution of is given by

x
 , where 
We can carry out the integration in the above equation as follows:

First integrate w.r.t treating as constant, integrate those terms in


which are free from w.r.t and add these two expressions and equate
to an arbitrary constant to obtain the general solution.

Example 2: Solve:
Solution: The given differential equation is of the form where
and

Now, . Thus, the given equation is exact.

The general solution is given by


 M dx
treating
as constant 
y

i.e.,

i.e.,

i.e., , where is an arbitrary constant.

Integrating factor
Let the differential equation be not exact. If it can be
made exact by multiplying it by a suitable function then is
called an integrating factor (I.F.)

Methods of finding integrating factors


Now, we present some methods for finding an integrating factor for a non exact
differential equation given by

Method-1: To find an integrating factor (I.F.) by inspection


Sometimes an I.F. can be found by inspection.

Example 3: Solve:
Solution: The given equation is of the form , where and
. Now, , and so . Thus, the given differential
equation is not exact . By inspection, we notice that if we multiply ,
by then it is . Thus, is an I.F. Multiplying the given differential

equation by , we get
Integrating, we get , where is an arbitrary constant and it is the general
solution of the given differential equation.

Note: 1) Notice that and . Thus,

and are also integrating factors.

2) A first order differential equation can admit more than one


integrating factors.

Example 4: Solve:
Solution: The given equation is the form of where

Now,

Clearly, . Therefore, the given differential equation is not exact.

Rewrite the equation as ,

Integrating, we get .

The general solution of the given differential equation is ,


where is the arbitrary constant.

Remark: By re arranging terms of the given equation and/or dividing by a


suitable function of and the equation so obtained may contain parts which
are integrable. Remembering the following exact differentials will help while
solving by the inspection method.
,

Method 2: If is a homogeneous differential


equation (i.e. , are homogeneous functions the same degree)
and then is an integrating factor.

Example 5: Solve:
Solution: The given equation is of the form where

Clearly, . Therefore, the given differential equation is not exact and we


look for an I.F. Notice that and are homogeneous functions of the same
degree 3 and

Therefore, is an integrating factor, multiplying the given equation


by the I.F. we get

This is of the form and it is exact. The general solution is given by


 M 1 dx    termsin N1 free from x  dy  C
 treating y
as constant 

1 2 3 x
i.e.,     dx   dy  ln C   2lnx  3lny  lnC
 y x y y

, where is the arbitrary constant

Method 3: If the differential equation is of the form


and , then is an I.F.

Example 6: Solve:
Solution: The given differential equation is of the form

where ;

Clearly, Therefore, the given differential equation is not exact and we


look up for an I.F. The given differential equation can be written as

, where ,

Notice that

Therefore, is an integrating factor.

Multiplying the given differential equation by this I.F, we get


This is of the form and is exact.

The general Solution is given by  M 1 dx    termsin N1 free from x  dy  C


 treating y
as constant 

 1   2  1
i.e.,   y  dx     2 dy  C  xy  xy  2lny  C , where is any arbitrary
 xy  y 
2

constant.

Method 4: If is a function of alone say , then is an


integrating factor of the differential equation

Example 7: Solve:

Solution: It is of the form , where

; .

Clearly, . Therefore, the given differential equation is not exact. We look

for an I.F. Notice that (say)

Therefore, .

Multiplying the given differential equation by the I.F, we get

It is of the form and it is exact. The general solution is given by


 M 1 dx    termsin N1 free from x  dy  C
 treating y
as constant 
x
 , where

, where is an arbitrary constant.

Method 5: If is a function of alone say , then is an


I.F of the differential equation .

Example 8: Solve:
Solution: It is of the form , where

Clearly, . Therefore, the given differential equation is not exact. We look


for an I.F. Notice that

(say)

Therefore,

Multiplying the given differential equation by the I.F, we get

It is of the form and it is exact.

x x
Let,   and

The general solution is given by


, where is an arbitrary constant

Method 6: If the given differential equation is not exact and


can be put in the form

where are all constants, then the equation has an I.F. ,


where are so chosen that after multiplying by , the equation is exact.

Example 9: Solve:
Solution: It is of the form , where

, , .

Clearly, . Therefore, the given differential equation is not exact.

The given equation can be put in the form

Let be an I.F. Multiply the given equation by , we get,

If this is exact, then we must have,

Solving, we get Thus is an I.F. Multiplying the given equation by


we get,
It is of the form and this is exact. The general solution is given
by

 M 1 dx    termsin N1 free from x  dy  C


treating
as constant 
y

, i.e., , where is an arbitrary constant.

ANNEXURE

Partial Derivatives
The derivative of a function of several variables w.r.t one of the independent
variables keeping all the other independent variables as constant is called the
partial derivative of the function w.r.t that variable.

Let be a function of two independent variables and defined in a


domain of plane. The partial derivatives of w.r.t and are denoted by
and respectively and are defined as below:

The total derivative of is denoted by and

We define the second order partial derivatives as

(Differentiate partially w.r.t and then w.r.t )


(Differentiate partially w.r.t and then w.r.t )

if the limits exists.

Note: If and are continuous at the point then at this point


. That is, the order of the differentiation is immaterial in this case.

Example 1: Let

To get differentiate w.r.t keeping as constant.

To get differentiate w.r.t keeping as constant

Notice that . The total derivative


IP1:

Solve: + + − =

Solution: Given, 1 + + 1− =0 … 1

⇒ + + − =0

Multiplying with (by inspection), we get

⇒ + =0⇒ + =0

Integrating, we get + =0

⇒− + = , where is an arbitrary constant.


P1:

Solve: + − + − + = .

Solution: Given 2 + − tan + − tan + sec =0 … 1

Comparing 1 with + = 0, we have

=2 + − tan ; = − tan + sec

Differentiating partially w.r.t , we get


"#
= 2 + 1 − sec = 2 − tan
"$

"%
Differentiating partially w.r.t , we get = 2 − tan
"&

"# "%
Since = , (1) is an exact equation.
"$ "&

x x
Now, ' = ∫ = ∫ 2 + − tan ⇒'= + − tan

")
Differentiating ' partially w.r.t , we get = + − sec
"$

")
∅ = − = − tan + sec − − + sec
"$

= sec + sec − tan − = sec + − = sec

∴∅ = sec and , ∅ = , sec = tan

Therefore, the general solution of (1) is ' + , ∅ =-

⇒ + − tan + tan =-

⇒ +1 + 1− tan = - , where - is an arbitrary constant.


IP2.

Solve: + + − =

Solution: Given differential equation is

sin + cos + sin − =0 … 1

Comparing 1 with +! = 0, we have

= "#$ + " ;! = "#$ − "


&' &*
Notice that ≠ . Therefore, 1 is not exact.
&( &+

1 is of the form , + - = 0 and


. . . .
−! = "#$ + " − "#$ + "

=2 " ≠0
4 4
∴ 1. 3. = =
'+5*( .+( 678 +(

4
Multiplying 1 by , we get
.+( 678 +(

4 4 4 4
.
9 tan + <
+
+ 9 =>$
.
− <
(
=0

Comparing 2 with 4 + !4 = 0, we have


4 4 4 4
4 = 9 tan + < ; !4 = 9 =>$ − <
. + . (

&'@ 4 . &*@ 4 .
= A "B + tan C ; = A "B + tan C
&( . &( .

&'@ &*@
Since, = , 2 is an exact equation
&( &(

x x ( 4 4 4
Now, D = ∫ 4 = ∫ 9 . tan +
.+
< = E$|"B
.
| + E$ | | + G
.

&H + 8I6 +(.JKL +( 4


= = tan
&( . 8I6 +( .
&H 4 4 4 4
∅ = !4 − = =>$ − − tan =−
&( . .( . .(

4
N∅ = − E$ | |
.

Therefore, the general solution of (2) is D + N ∅( ) =G


4 4 4
⟹ E$ | "B | + E$ | | − E$ | | = E$ G
. . .

+QRS +( + 8I6 +(
⟹ E$ P P = E$ G ⟹ =G
( (

⟹ sec − G = 0, where G is an arbitrary constant.


P2:

Solve: + − − =

Solution: Given, + − − =0 … 1

Comparing 1 with + = 0, we have

= ; = − −

Differentiating partially w.r.t , we get =2

Differentiating partially w.r.t , we get =2 −

Since ≠ , (1) is not an exact equation. But (1) is a homogeneous equation.

Now, the integrating factor (I.F) is = !


=

Multiplying (1) by , we get

+ =0 …. 2

Comparing (2) with + = 0, we have

= ; =

"
= ; "
=

Since "
= "
, (2) is an exact equation.

x x '
Now, # = ∫ = ∫ = $% & & and =

'
∅ = − = =

∴ *∅ =* = $%| |
Therefore, the general solution of 2 is # + * ∅ = $%,
"

⇒ $% & & + $%| | = $%, ⇒ . / =,

⇒ − =, + , where , is an arbitrary constant.


IP3.

Solve: − + − =

Solution: Given 3 −2 + −2 =0 … 1

Comparing 1 with + = 0, we get

=3 −2 ; = −2

=3 −4 ; =2 −2
!

Since ≠ , 1 is not an exact


!

# # #
Now, $ − % = ! &' 3 −4 −2 +2 = =)
! (! !

/
∴ Integrating factor = + , - ! .!
= + ,0 .! =

Multiplying 1 with , we get


1
3 −2 + −2 =0 … 2

Comparing 2 with # + # = 0, we get


1
# =3 −2 ; # = −2
/
=3 −4 ; /
=3 −4
!

Since /
= /
, 2 is an exact.
!

x x
2= ∫ # = ∫ 3 −2 = 1

3 1 3 1 1
= −2 and ∅ = # − = −2 − +2 =0
∴ ,∅ =0
1
Therefore, the general solution of 2 is 2 + , ∅ =5⟹ − = 5,
where 5 is an arbitrary constant.
P3.

Solve: − + + =

Solution: Given 2 − + +1 =0 … 1

Comparing 1 with + = 0, we have

=− + +1 ; =2

= −2 ; =2

Since ≠ , 1 is not an exact

Now, − != −2 − 2 =− ="

)
∴ Integrating factor = $ % & '
= $ ( %*' = $ ( +, | |
= )

Multiplying 1 with )
, we get
)
− 1+ )
+ ) ! =0 … 2

Comparing 2 with + = 0, we obtain


)
=− 1+ )
+ ) ! ; = ⟹ /
=− ) != /

Thus, 2 is an exact.

x x ) )
Now, 0 = ∫ =− ∫ 1+ )
+ )!
=− + +

1 1
= and ∅ = − =0

Therefore, the general solution of 2 is 0 + %∅ =3

⟹ − + 1 = 3 , where 3 is an arbitrary constant


IP4.

Solve: + + + − =

Solution: Given +2 + +2 −4 =0 … 1

Comparing 1 with + = 0, we get

= +2 ; = +2 −4

=4 +2 ; = −4

Since ≠ , 1 is not an exact equation

" "
Now, # − $= % &'
−4−4 −2 =− =(

/
. + - "
∴ Integrating factor = *+ , -
= * 0 = %

"
Multiplying 1 with %
, we get

'
# + 1 $ +# +2 − % $ =0 … 2

Comparing (2) with " + " = 0 , we get


'
" = + 1
; " = +2 − %

/
= 1− %
; /
=1− %

Since /
= /
, is an exact

x x ' ' 3
2= ∫ " = ∫ # + 1 $ =# + 1 $ and = 41 − %
5,

3
∅ = " − = +2 − %
− + %
=2

'
+∅ = 2+ =
x
Therefore, the general solution of 2 is 2 + ∫ =7

' '
⟹ # + 1 $+ = 7, where 7 is an arbitrary constant
P4.

Solve: + + − =

Solution: Given 3 +2 + 2 − =0 … 1

Comparing 1 with + = 0, we get

=3 +2 ; =2 −

= 12 +2 ; =6 −2
!

Since ≠ , 1 is not an exact equation


!

$ $
Now, % − &= *6 − 2 − 12 −2 +
! !' () !

$
= *−6 −4 +=−
!' ,) !

4
3 0 2 $
∴ Integrating factor =/ 0 1 2
= / 5 = '

$
Multiplying 1 with '
, we get

! !'
%3 + & + %2 − ' & =0 … 2

Comparing 2 with $ + $ = 0, we get


! !'
$ =3 + ; $ =2 − '

! !
4
=6 − '
; 4
=6 − '
!

Since 4
= 4
, (2) is an exact
!

x x ! !'
6= ∫ $ = ∫ %3 + & = +
7 !'
=2 − '
and

7 !' !'
∅ = $− =2 − '
−2 + '
= 0 ⟹ 0∅ =0

Therefore, the general solution of 2 is 6 + 0 ∅ =:


!'
⟹ + =:⟹ + − : = 0, where : is an arbitrary constant.
1.3. Exact First Order Differential Equations
EXCERCISE
I. Solve the following differential equations
i)
ii)
iii)
iv)

v)

ANSWERS

i) ii)

iii) iv)

v)

II. Solve the following differential equations.


i)
ii)
iii) Find the equation of the curve passing through the point (1,1) whose
differential equation is

ANSWERS:

i) ii) iii)

III. Solve the following differential equations


i)
ii)
iii)
iv)
v)
vi)

ANSWERS

i) ii)

iii) iv)

v) vi)

IV. Solve the following differential equations.


i)

ii)

iii)
iv)
v)
vi)

ANSWERS

i) ii)

iii) iv)

v) vi)
V. Solve the following the differential equations
i)
ii)
iii)
iv)

ANSWERS

i) ii)

iii) iv)

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