15-10-2009

Exact Differential Equations

Exact Differential Equations

Consider the equation
f(x,y) = C
Taking the gradient we get
fx(x,y)i + fy (x,y)j = 0
We can write this equation in differential form as
fx(x,y)dx+ fy(x,y)dy = 0
Now divide by dx (we are not pretending to be rigorous here) to get
fx(x,y)+ fy(x,y) dy/dx = 0
Which is a first order differential equation. The goal of this section is to go backward. That is if a differential
equation if of the form above, we seek the original function f(x,y) (called a potential function). A differential
equation with a potential function is called exact. If you have had vector calculus, this is the same as finding
the potential functions and using the fundamental theorem of line integrals.
Example
Solve
4xy + 1 + (2x2 + cos y)y' = 0
Solution
We seek a function f(x,y) with
fx(x,y) = 4xy + 1

and

fy (x,y) = 2x2 + cos y

Integrate the first equation with respect to x to get

f(x,y) = 2x2y + x + C(y) Notice since y is treated as a constant,. we write C(y).
Now take the partial derivative with respect to y to get
fy (x,y) = 2x2 + C'(y)
We have two formulae for fy (x,y) so we can set them equal to eachother.
2x2 + cos y = 2x2 + C'(y)
That is
C'(y) = cos y
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or
C(y) = sin y
Hence
f(x,y) = 2x2y + x + sin y
The solution to the differential equation is
2x2y + x + sin y = C
Does this method always work? The answer is no. We can tell if the method works by remembering that for
a function with continuous partial derivatives, the mixed partials are order independent. That is
fxy = fyx
If we have the differential equation
M(x,y) + N(x,y)y' = 0
then we say it is an exact differential equation if
My (x,y) = Nx(x,y)

Theorem: Solutions to Exact Differential Equations

Let M, N, My, and Nx be continuous with
My = Nx
Then there is a function f with
fx = M

and

fy = N

such that
f(x,y) = C
is a solution to the differential equation
M(x,y) + N(x,y)y' = 0
Example
Solve the differential equation
y + (2xy - e-2y )y' = 0
Solution
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We have
M(x,y) = y and N(x,y) = 2xy - e-2y
Now calculate
My = 1

and Nx = 2y

Since they are not equal, finding a potential function f is hopeless. However there is a glimmer of hope if we
remember how we solved first order linear differential equations. We multiplied both sides by an integrating
factor . We do that here to get
M + Ny' = 0
For this to be exact we must have
(M)y = (N)x
Using the product rule gives
yM + My = xN + Nx
We now have a new differential equation that is unfortunately more difficult to solve than the original
differential equation. We simplify the equation by assuming that either is a function of only x or only y. If it
is a function of only x, then y = 0 and
My = xN + Nx
Solving for x, we get
My - Nx
x =
N
If this is a function of y only, then we will be able to find an integrating factor that involves y only.
If it is a function of only y, then x = 0 and
yM + My = Nx
Solving for y , we get
Nx - My
y =

If this is a function of y only, then we will be able to find an integrating factor that involves y only.
For our example
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Nx - My

2y - 1

y =

=
M

= (2 - 1/y)
y

Separating gives
d/ = (2 - 1/y) dy
Integrating gives
ln = 2y - ln y
= e2y - ln y = y -1e2y
Multiplying both sides of the original differential equation by gives
y(y -1e2y) + (y -1e2y )(2xy - e-2y)y' = 0
e2y + (2xe2y - 1/y)y' = 0
Now we see that
My = 2e2y =

Nx

Which tells us that the differential equation is exact. We therefore have

fx (x,y) = e2y
Integrating with respect to x gives
f(x,y) = xe2y + C(y)
Now taking the partial derivative with respect to y gives
fy (x,y) = 2xe2y + C'(y) = 2xe2y - 1/y
So that
C'(y) = 1/y
Integrating gives
C(y) = ln y
The final solution is
xe2y + ln y = 0

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