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Understanding Exact ODEs

This document provides a comprehensive overview of exact ordinary differential equations (ODEs), including their definition, conditions for exactness, and step-by-step methods for solving them. It outlines procedures for checking exactness, solving for the function u, and determining the necessary functions k(y) or l(x). Additionally, it discusses cases where equations are not exact and introduces integrating factors to solve them, accompanied by examples for clarity.

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0% found this document useful (0 votes)
37 views12 pages

Understanding Exact ODEs

This document provides a comprehensive overview of exact ordinary differential equations (ODEs), including their definition, conditions for exactness, and step-by-step methods for solving them. It outlines procedures for checking exactness, solving for the function u, and determining the necessary functions k(y) or l(x). Additionally, it discusses cases where equations are not exact and introduces integrating factors to solve them, accompanied by examples for clarity.

Uploaded by

Hana
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

ENS 181

Exact ODEs
Summary of Key Concepts
Learning Objectives
By the end of this lesson, students should be able to:
1. Define what exact differential equations are.
2. Identify whether a given ODE is exact.
3. Solve exact ODEs using the appropriate method.

What are exact differential equations?


A first-order differential equation is exact if it can be written in the form:
𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎

This means there exists a function 𝑢(𝑥, 𝑦) such that:


𝝏𝒖 𝝏𝒖
𝝏𝒙
= 𝑴 and 𝝏𝒚 = 𝑵

Condition for Exactness


To check if the equation is exact, verify:
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

If this holds, the equation is exact.

Step by step solution procedure


Step 1: Check for exactness
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

Step 2: Solve for u


Method 1:

𝒖 = 4 𝑴𝒅𝒙 + 𝒌(𝒚)

If hard to integrate, use:


Method 2:

𝒖 = 4 𝑵𝒅𝒚 + 𝒍(𝒙)

Step 3: Solve for k(y) or l(x) from Step 2


𝛿𝑢
= 𝑁(𝑥, 𝑦)
𝛿𝑦
𝛿𝑢
= 𝑀(𝑥, 𝑦)
𝛿𝑥

Step 4: Once u is determined, set:

𝑢(𝒙, 𝒚) = 𝑪

Example 1:

Sove the ODE (𝟐𝒙𝒚 + 𝟑)𝒅𝒙 + (𝒙𝟐 + 𝟒𝒚)𝒅𝒚 = 𝟎 (𝟏)


Solution:
Step 1: Check for exactness
𝛿𝑀 𝛿(2𝑥𝑦 + 3)
= = 2𝑥
𝛿𝑦 𝛿𝑦

𝛿𝑁 𝛿(𝑥 & + 4𝑦)


= = 2𝑥
𝛿𝑥 𝛿𝑥
Since:
𝜹𝑴 𝜹𝑵
= , the equation is exact.
𝜹𝒚 𝜹𝒙

Step 2: Solve for u


Let’s try

𝑢 = 4 𝑀𝑑𝑥 + 𝑘(𝑦)

𝑢 = ∫(2𝑥𝑦 + 3)𝑑𝑥 + 𝑘(𝑦)


𝒖 = 𝒙𝟐 𝒚 + 𝟑𝒙 + 𝒌(𝒚) (2)
How about using:

𝑢 = 4 𝑁𝑑𝑦 + 𝑙(𝑥)

𝑢 = ∫(𝑥 & + 4𝑦)𝑑𝑦 + 𝑙(𝑥)

𝒖 = 𝒙𝟐 𝒚 + 𝟐𝒚𝟐 + 𝒍(𝒙) (3)


Step 3: Determine k(y) or l(x)
From (2)
𝛿𝑢
= 𝑥 & + 𝑘 ' (𝑦) = 𝑁
𝛿𝑦

𝑥 & + 𝑘 ' (𝑦) = 𝑥 & + 4𝑦

𝑘 ' (𝑦) = 4𝑦

𝒌(𝒚) = 𝟐𝒚𝟐
Substituting k(y) into (2)

𝒖 = 𝒙𝟐 𝒚 + 𝟑𝒙 + 𝟐𝒚𝟐

Similarly, from (3)


𝜹𝒖
= 𝟐𝒙𝒚 + 𝒍' (𝒙) = 𝑴
𝜹𝒙
𝟐𝒙𝒚 + 𝒍' (𝒙) = (𝟐𝒙𝒚 + 𝟑)

𝒍' (𝒙) = 𝟑

𝒍(𝒙) = 𝟑𝒙
Substituting l(x) into (3)
𝒖 = 𝒙𝟐 𝒚 + 𝟐𝒚𝟐 + 𝟑𝒙
Either using method 1 or method 2 will arrive in the same answer.
Step 4: Equate u to C

𝒙𝟐 𝒚 + 𝟐𝒚𝟐 + 𝟑𝒙 = 𝑪
What if It’s not exact?
If,
𝝏𝑴 𝝏𝑵

𝝏𝒚 𝝏𝒙

The equation is not exact. If this is the case, we can try to multiply the entire equation by
an integrating factor F

𝑭𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑭𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎

To find F, there are two methods:

Method 1:
𝟏 𝜹𝑴 𝜹𝑵
𝑹= I − K
𝑵 𝜹𝒚 𝜹𝒙

Then

𝑭 = 𝒆∫ 𝑹(𝒙)𝒅𝒙

Method 2:
𝟏 𝜹𝑵 𝜹𝑴
𝑹∗ = I − K
𝑴 𝜹𝒙 𝜹𝒚

Then

𝑭 = 𝒆∫ 𝑹 (𝒚)𝒅𝒚

Solving Procedure:
1. Check for Exactness

2. Compute R and 𝑅∗
3. Multiply the Original Equation by F
4. Solve Using the Exact Equation Method
Example 2

Given ODE: (𝒆𝒙)𝒚 + 𝒚𝒆𝒚 )𝒅𝒙 + (𝒙𝒆𝒚 − 𝟏)𝒅𝒚 = 𝟎, 𝒚(𝟎) = −𝟏.

Step 1: Check for Exactness:


()
(*
= 𝑒 +,* + 𝑒 * + 𝑦𝑒 *

𝛿𝑁
= 𝑒*
𝛿𝑥
&' &)

&( &*

The equation is not exact, so we need an integrating factor.

Step 2: Compute R or R* and F


1 𝛿𝑀 𝛿𝑁
𝑅= I − K
𝑁 𝛿𝑦 𝛿𝑥
+
𝑅 = ,- ! .+ (𝑒 ,)* + 𝑦𝑒 * )
𝟏 𝒙'𝒚 )𝒚𝒆𝒚 6𝒅𝒙
𝑭 = 𝒆∫ 𝑹(𝒙)𝒅𝒙 = 𝒆∫𝒙𝒆𝒚&𝟏4𝒆
Seems difficult to integrate, right?
How about trying the other method?
1 𝛿𝑁 𝛿𝑀
𝑅∗ = I − K
𝑀 𝛿𝑥 𝛿𝑦
+
𝑅∗ = - ('! )*- ! (𝑒 * − 𝑒 ,)* − 𝑒 * − 𝑦𝑒 * )

𝑹∗ = −1
∗ (*)8*
𝐹 = 𝑒∫ 7

𝑭 = 𝒆.𝒚
Step 3: Multiply the equation by F

𝒆.𝒚 (𝑒 ,)* + 𝑦𝑒 * )𝑑𝑥 + 𝒆.𝒚 (𝑥𝑒 * − 1)𝑑𝑦 = 0


(𝒆𝒙 + 𝒚)𝒅𝒙 + (𝒙 − 𝒆.𝒚 )𝒅𝒚 = 𝟎
This is our new equation
Step 4: Check for exactness of the new equation
𝜹𝑴 𝜹𝑵
=𝟏=
𝜹𝒚 𝜹𝒙

The equation is now exact.

Step 5: Solve for u of the new equation

𝒖 = 4(𝒆𝒙 + 𝒚)𝒅𝒙 + 𝒌(𝒚)

𝒖 = 𝒆𝒙 + 𝒙𝒚 + 𝒌(𝒚) (1)
Step 6: Determine k(y) or l(x) from the new equation
𝑑𝑢
=𝑁
𝑑𝑦
89
8*
= 𝑥 + 𝑘 ' (𝑦) = 𝑥 − 𝑒 .*

𝑘′(𝑦) = −𝑒 .*
Integrate to find k(y)

4 𝑘′(𝑦) = 4 −𝑒 .*

𝑘(𝑦) = 𝑒 .* + 𝐶

So.

𝒖 = 𝒆𝒙 + 𝒙𝒚 + 𝒆.𝒚
Step 7: Equating to C

𝒆𝒙 + 𝒙𝒚 + 𝒆.𝒚 = 𝑪

Since we have an initial value 𝑦(0) = −1, we can determine C

𝑒 : + (0)(−1) + 𝑒 .(.+) = 𝐶

𝑪=𝟏+𝒆
Final Solution
𝒆𝒙 + 𝒙𝒚 + 𝒆.𝒚 = 𝟏 + 𝒆
Other examples.

1. 𝒙𝟑 𝒅𝒙 + 𝒚𝟑 𝒅𝒚 = 𝟎
Step 1: Check for exactness

𝛿𝑀 𝛿(𝒙𝟑 )
= =0
𝛿𝑦 𝛿𝑦

𝛿𝑁 𝛿( 𝒚𝟑 )
= =0
𝛿𝑥 𝛿𝑥
Since:
&' &)
= , the equation is exact.
&( &*

Step 2: Solve for u


Let’s try

𝑢 = 4 𝑀𝑑𝑥 + 𝑘(𝑦)

𝑢 = ∫(𝒙𝟑 )𝑑𝑥 + 𝑘(𝑦)


𝒙𝟒
𝒖= 𝟒
+ 𝒌(𝒚)

Step 3: Determine k(y) or l(x)

𝛿𝑢
= 𝑘 ' (𝑦) = 𝑁
𝛿𝑦

𝑘 ' (𝑦) = 𝑦 =

Integrating,

𝒚𝟒
𝒌(𝒚) =
𝟒
Substituting k(y)

𝒙𝟒 𝒚𝟒
𝒖= +
𝟒 𝟒
Step 4: Equate u to C
𝒙𝟒 𝒚𝟒
+ =𝑪
𝟒 𝟒

2. (𝑥 − 𝑦)(𝑑𝑥 − 𝑑𝑦) = 0

Simplify equation first, and express in the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0

𝑥𝑑𝑥 − 𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 𝑦𝑑𝑦 = 0


(𝑥 − 𝑦)𝑑𝑥 + (−𝑥 + 𝑦)𝑑𝑦 = 0

Step 1: Check for exactness


𝛿𝑀 𝛿(𝒙 − 𝒚)
= = −1
𝛿𝑦 𝛿𝑦
𝛿𝑁 𝛿( −𝒙 + 𝒚)
= = −1
𝛿𝑥 𝛿𝑥
Since:
&' &)
= , the equation is exact
&( &*

Step 2: Solve for u


Let’s try

𝑢 = 4 𝑀𝑑𝑥 + 𝑘(𝑦)

𝑢 = ∫(𝒙 − 𝒚)𝑑𝑥 + 𝑘(𝑦)


𝒙𝟐
𝒖= 𝟐
− 𝒙𝒚 + 𝒌(𝒚)

Step 3: Determine k(y) or l(x)


𝛿𝑢
= −𝑥 + 𝑘 ' (𝑦) = 𝑁
𝛿𝑦

−𝑥 + 𝑘 ' (𝑦) = (−𝑥 + 𝑦)

𝑘′(𝑦) = 𝑦
Integrating,
𝒚𝟐
𝒌(𝒚) =
𝟐
Substituting k(y)

𝒙𝟐 𝒚𝟐
𝒖= − 𝒙𝒚 +
𝟐 𝟐
Step 4: Equate u to C

𝒙𝟐 𝒚𝟐
− 𝒙𝒚 + =𝑪
𝟐 𝟐

3. -𝝅 𝒔𝒊𝒏𝝅𝒙 𝒔𝒊𝒏𝒉𝒚 𝒅𝒙 + 𝒄𝒐𝒔𝝅𝒙 𝒄𝒐𝒔𝒉𝒚 𝒅𝒚 = 𝟎

Step 1: Check for exactness


𝛿𝑀 𝛿( −𝜋 𝑠𝑖𝑛𝜋𝑥 𝑠𝑖𝑛ℎ𝑦)
= = −𝜋𝑠𝑖𝑛(𝜋𝑥) ⋅ 𝑐𝑜𝑠ℎ(𝑦)
𝛿𝑦 𝛿𝑦
𝛿𝑁 𝛿( 𝑐𝑜𝑠𝜋𝑥 𝑐𝑜𝑠ℎ𝑦)
= = −π𝑠𝑖𝑛(πx)𝑐𝑜𝑠ℎ(y)
𝛿𝑥 𝛿𝑥
Since:
&' &)
= , the equation is exact.
&( &*

Step 2: Solve for u


Let’s try

𝑢 = 4 𝑀𝑑𝑥 + 𝑘(𝑦)

𝑢 = ∫(−𝜋 𝑠𝑖𝑛𝜋𝑥 𝑠𝑖𝑛ℎ𝑦)𝑑𝑥 + 𝑘(𝑦)

𝑢 = −𝜋𝑠𝑖𝑛ℎ(𝑦)∫ 𝑠𝑖𝑛(𝜋𝑥)𝑑𝑥 + 𝑘(𝑦)

𝑢 = −𝜋𝑠𝑖𝑛ℎ(𝑦) ⋅ (−𝜋𝑐𝑜𝑠(𝜋𝑥)) + 𝑘(𝑦)

𝑢 = 𝑠𝑖𝑛ℎ(𝑦)𝑐𝑜𝑠(𝜋𝑥) + 𝑘(𝑦)
Step 3: Determine k(y) or l(x)
𝛿𝑢 𝛿(𝑠𝑖𝑛ℎ(𝑦)𝑐𝑜𝑠(𝜋𝑥) + 𝑘(𝑦))
= =𝑁
𝛿𝑦 𝛿𝑦
𝑐𝑜𝑠ℎ(𝑦)𝑐𝑜𝑠(𝜋𝑥) + 𝑘 ' (𝑦) = 𝑐𝑜𝑠𝜋𝑥 𝑐𝑜𝑠ℎ𝑦

𝑘 ' (𝑦) = 0

𝒌(𝒚) = 𝑪

Substituting k(y)

u = sinh(y)cos(πx) + C
Step 4: Equate u to C
Combine constants

𝒔𝒊𝒏𝒉(𝒚)𝒄𝒐𝒔(𝝅𝒙) = 𝑪

4. (𝑒 ,)* − 𝑦)𝑑𝑥 + (𝑥𝑒 ,)* + 1)𝑑𝑦 = 0


Step 1: Check for exactness
𝛿𝑀 𝛿 (𝑒 ,)* − 𝑦)
= = 𝑒 ,)* − 1
𝛿𝑦 𝛿𝑦
𝛿𝑁 𝛿(𝑥𝑒 ,)* + 1)
= = 𝑒 ,)* (1 + 𝑥)
𝛿𝑥 𝛿𝑥
Since:
&' &)
≠ , the equation is not exact.
&( &*

Step 2: Compute R or R* and F


1 𝛿𝑀 𝛿𝑁
𝑅= I − K
𝑁 𝛿𝑦 𝛿𝑥
+
𝑅 = ,- ('! )+ (𝑒 ,)* − 1 − 𝑒 ,)* (1 + 𝑥))
+
𝑅 = ,𝒆𝒙'𝒚 )𝟏 o𝑒 ,)* o1 − (1 + 𝑥)p − 1p
+
𝑅 = ,- ('! )+ (−𝑥𝑒 ,)* − 1)

𝑅 = −1
𝑭 = 𝒆∫ 𝑹(𝒙)𝒅𝒙

𝑭 = 𝒆∫ .𝟏𝒅𝒙

𝑭 = 𝒆.𝒙

Multiplying the original equation by the integrating factor


𝒆.𝒙 (𝑒 ,)* − 𝑦)𝑑𝑥 + 𝒆.𝒙 (𝑥𝑒 ,)* + 1)𝑑𝑦 = 0
(𝑒 * − 𝑦𝒆.𝒙 )𝑑𝑥 + (𝑥𝑒 * + 𝒆.𝒙 )𝑑𝑦 = 0

𝛿𝑀 𝛿( 𝑒 * − 𝑦𝒆.𝒙 )
= = 𝑒 * − 𝑒 .,
𝛿𝑦 𝛿𝑦
𝛿𝑁 𝛿( 𝑥𝑒 * + 𝒆.𝒙 )
= = 𝑒 * − 𝑒 .,
𝛿𝑥 𝛿𝑥
Step 3: Check for exactness of the new equation
𝜹𝑴 𝜹𝑵
=
𝜹𝒚 𝜹𝒙

The equation is now exact.

Step 4: Solve for u of the new equation

𝒖 = 4(𝑒 * − 𝑦𝒆.𝒙 )𝒅𝒙 + 𝒌(𝒚)

𝒖 = 𝒙𝒆𝒚 + 𝑦𝒆.𝒙 + 𝒌(𝒚)


Step 5: Determine k(y) or l(x) from the new equation
𝑑𝑢
=𝑁
𝑑𝑦
8(𝒙𝒆𝒚 )*𝒆&𝒙 )𝒌(𝒚))
8*
= 𝑥𝑒 * + 𝑒 ., + 𝑘 ' (𝑦) = 𝑥𝑒 * + 𝒆.𝒙

𝑘 '(*) = 0
Integrate to find k(y)

4 𝑘′(𝑦) = 4 0

𝑘(𝑦) = 𝐶
So.

𝒖 = 𝒙𝒆𝒚 + 𝑦𝒆.𝒙
Step 6: Equating to C

𝒙𝒆𝒚 + 𝑦𝒆.𝒙 = 𝑪

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