TOPIC: Exact Equations of the First Order and First Degree

Definition:
Let M and N be functions of two variables such that M, N, My and Nx are continuous on
a rectangular region R. Then
M(x,y) dx + N(x,y) dy = 0 Equation 1

is the exact equation of some function f with the value z = f(x,y) if and only if

∂M ∂ N
=
∂x ∂ y .
When this condition is satisfied, the differential equation
M(x,y) dx + N(x,y) dy = 0,
is said to be exact.
Thus we seek a function f such that

∂f ∂f
= M( x , y) =N ( x, y )
∂x and ∂ y .

1
( xy− y 2 )dx− y 2 dy=0
Example 4. Identify if the differential equation 2 is exact.
Solution:
1
2 N ( x , y )= y 2
Let M (x , y)=( xy− y ) and 2
Then,
∂ ( M ( x, y))= ∂ ( xy− y 2 ) = y ∂ ( N ( x , y ))= ∂ 1 y 2 = y
∂x ∂x and ∂ y
( )
∂y 2
∂M ∂ N
=
Since ∂ x ∂ y , therefore the differential equation is exact.

Exercises. Solve the following:

1. Identify if the differential equation (2 x− y )dx+(4 x +2 y +5)dy =0 is exact.

2. Solve the differential equation  2xydx + (x2 + 3y2)dy = 0.

3. Find the solution of the differential equation  (6x2 − y +3)dx + (3y2 − x − 2)dy = 0.

4. Solve the differential equation  e  ydx + (2y + xe  y)dy = 0.

5. Solve the equation  (2xy − sin x)dx + (x2 - cos y)dy = 0.

Definition of Exact Equation
A differential equation of type

is called an exact differential equation if there exists a function of two variables u(x,y) with continuous partial
derivatives such that

The general solution of an exact equation is given by

where C is an arbitrary constant.

Test for Exactness
Let functions P(x,y) and Q(x,y) have continuous partial derivatives in a certain domain D. The differential
equationP(x,y)dx + Q(x,y)dy = 0 is an exact equation if and only if

Algorithm for Solving an Exact Differential Equation

1. First it's necessary to make sure that the differential equation is exact using the test for exactness:

           

2. Then we write the system of two differential equations that define the function u(x,y):

           

3. Integrate the first equation over the variable x. Instead of the constant C, we write an unknown function

of y:

           
 4. Differentiating with respect to y, we substitute the function u(x,y) into the second equation:

           

From here we get expression for the derivative of the unknown function φ(y):

           

5. By integrating the last expression, we find the function φ(y) and, hence, the function u(x,y):

           

6. The general solution of the exact differential equation is given by

           

Note: In Step 3, we can integrate the second equation over the variable y instead of integrating the first equation
over x. 
After integration we can search for the unknown function ψ(x). 

   Example 1

Solve the differential equation  2xydx + (x2 + 3y2)dy = 0.

Solution.
The given equation is exact because the partial derivatives are the same:

      

We have the following system of differential equations to find the function u(x,y):

      

By integrating the first equation with respect to x, we obtain

      

Substituting this expression for u(x,y) into the second equation gives us:

      

By integrating the last equation, we find the unknown function φ(y):

      

so that the general solution of the exact differential equation is given by

      

where C is an arbitrary constant. 

   Example 2
Find the solution of the differential equation  (6x2 − y +3)dx + (3y2 − x − 2)dy = 0.

Solution.
Check this equation for exactness:

      

Hence, the given differential equation is exact. Write the system of equations to determine the function u(x,y):

      

Integrate the first equation with respect to the variable x assuming that y is a constant. This produces:

      

Here we introduced a continuous differentiable function φ(y) instead of the constant C. 

Plug in the function u(x,y) into the second equation:

      
We get equation for the derivative φ'(y):
      

Integrating gives the function φ(y):

      

So, the function u(x,y) is given by

      

Hence, the general solution of the equation is defined by the following implicit expression:
      
where C is an arbitrary real number. 

   Example 3
Solve the differential equation  e  ydx + (2y + xe  y)dy = 0.

Solution.
First we check this equation for exactness:

      

We see that  , so that this equation is exact. Find the function u(x,y) from the system of equations:

      

Hence,

      

Now, by differentiating this expression with respect to y and equating it to  , we find the derivative φ'(y):
      

As a result, we find φ(y) and the whole function u(x,y):

      

Thus, the general solution of the differential equation is

      
   Example 4
Solve the equation  (2xy − sin x)dx + (x2 - cos y)dy = 0.

Solution.
This differential equation is exact because

      

Find the function u(x,y) from the system of two equations:

      

By integrating the 1st equation with respect to the variable x, we have

      

Plugging in the 2nd equation, we obtain

      

Hence,

      

Thus, the function u(x,y) is

      

so that the general solution of the differential equation is given by the implicit formula:
      
   Example 5

Solve the equation 

Solution.
First of all we determine whether this equation is exact:

      

As it can be seen,  . Hence, this equation is exact. Find the function u(x,y), satisfying the system of equa

      

Integrating the first equation gives:

      

where φ(y) is a certain unknown function of y that will be defined later. 

Substitute the result into the second equation of the system:

      

By integrating the last expression, we find the function φ(y):

      
where C is a constant. 

Thus, the general solution of the given differential equation has the form:

      
   Example 6

Solve the differential equation   with the initial condition  y(1) = 1.

Solution.
Check the equation for exactness by transforming it into standard form:

      

The partial derivatives are

      

Hence, the given equation is exact. Therefore, we can write the following system of equations to determine the
function u(x,y):

      

In the given case, it is more convenient to integrate the second equation with respect to the variable y:

      

Now we differentiate this expression with respect to the variable x:

      

Thus, the general solution of the differential equation in implicit form is given by the expression:

      

The particular solution can be found using the initial condition y(1) = 1. By substituting the initial values, we find
constant C:

      

Hence, the particular solution of the given initial value problem is

      
Using an Integrating Factor

Consider a differential equation of type

where P(x,y) and Q(x,y) are functions of two variables x and y continuous in a certain region D. If

the equation is not exact. However, we can try to find so-called integrating factor, which is a function µ(x,y) 
such that the equation becomes exact after multiplication by this factor. If so, then the relationship

is valid. This condition can be written in the form:

The last expression is the partial differential equation of first order that defines the integrating factor µ(x,y). 

Unfortunately, there is no general method to find the integrating factor. However, one can mention some
particular cases for which the partial differential equation can be solved and as a result we can construct
the integrating factor.
1. Integrating Factor Depends on the Variable x: µ = µ (x).

In this case we have  , so the equation for µ(x,y) can be written in the form:

The right side of this equation must be a function of only x. We can find the function µ(x) by integrating the
last equation.
2. Integrating Factor Depends on the Variable y: µ = µ (y).

Similarly, if  , we get the following ordinary differential equation for the integrating factor µ:

where the right side depends only on y. The function µ(y) can be found by integrating the given equation.
3. Integrating Factor Depends on a Certain Combination of the Variables x and y: µ = µ (z(x,y)).
The new function z(x,y) can be, for example, of the following type:

and so on. 

Here it is important that the integrating factor µ(x,y) becomes a function of one variable z:

and can be found from the differential equation:

We assume that the right side of the equation depends only on z and the denominator is not zero. 

Below we consider some particular examples of the equation

where we can determine the integrating factor. The general conditions of existence of the integrating

factor are derived in the theory of Lie Group. 

   Example 1
Solve the equation  (1 + y2)dx + xydy = 0.

Solution.
Test this differential equation for exactness:

      

As it can be seen, this equation is not exact. We try to find an integrating factor to convert the equation into
exact. Calculate the function

      

One can notice that the expression

      

depends only on the variable x. Hence, the integrating factor will also depend only on x: µ = µ(x). We can
get it from the equation:

      
Separating variables and integrating, we obtain:

      
We choose µ = x. Multiplying the original differential equation by µ = x, produces the exact equation:

      
Indeed, now we have

      

Solve the resulting equation. The function u(x,y) can be found from the system of equations:

      

It follows from the first equation that

      
Substitute this in the second equation to determine φ(y):
      

It follows from here that φ(y) = C, where C is a constant. 

Thus, the general solution of the original differential equation is given by

      
   Example 2

Solve the differential equation  (x − cos y)dx − sin ydy = 0.

Solution.
If we test this equation for exactness, we find that

      
Hence, this equation is not exact. We try to construct an integrating factor. Notice that

      
and the expression

      
is the constant. 

Hence, we can find the integrating factor as a function µ(x) by solving the following equation:

      
We choose the function µ = e−x and make sure that the equation becomes exact after multiplication by
µ = e−x:

      

Its general solution can be found from the system of equations:

      

Here it is more convenient to integrate the second equation with respect to y:

      

Substituting this in the first equation, we have

      

Integrating by parts gives:

      

Thus, the general solution of the equation is given by

      

where C is an arbitrary real number. 

   Example 3

Solve the differential equation  (xy2 − 2y3)dx + (3 − 2xy2)dy = 0.

Solution.
The given equation is not exact, because

      
We try to find the general solution of the equation using an integrating factor. Calculate the difference

      

Notice that the expression

      
depends only on y. Therefore, the integrating factor µ is also a function only of the variable y. We can find
it from the equation

      

Integrating, we get:

      

By choosing   as the integrating factor and then multiplying the original differential equation by it,
we get the exact equation:

      
Indeed, we see that

      

Notice that when we multiplied by the integrating factor we lost the solution  y = 0. This can be proved by
direct substitution of the solution  y = 0 in the original differential equation. 

Now we find the function u from the system of equations:

      

It follows from the first equation that

      

Then we get from the second equation:

      

Thus, the original differential equation has the following solutions:

      

where C is a constant. 

   Example 4

Solve the equation  (xy + 1)dx + x2dy = 0.

Solution.
First of all we check this equation for exactness:

      

The partial derivatives are not equal to each other. Therefore, this equation is not exact. Calculate the
difference of the derivatives:

      

Now we try to use the integrating factor in the form z = xy. Here we have

      

Then

      

and hence we get

      
We see that the integrating factor depends only on z:
      

We can find it by integrating the last equation:

      
By choosing the function µ = exy we can convert the original differential equation into exact:
      

Check this using the test for exactness again:

      

As it can be seen, now this equation is exact. We find its general solution form the system of equations:

      

Integrate the second equation with respect to the variable y (considering x as a constant):

      

Substitute this in the first equation of the system to get:

      

Hence, the general solution of the given differential equation is written in the form:
      

where C is any real number. 

   Example 5
Solve the equation  ydx + (x2 + y2 − x)dy = 0 using the integrating factor  µ(x,y) = x2 + y2.

Solution.
We can make sure that this equation is not exact:

      

The difference of the derivatives is

      
Using the integrating factor  µ = z = x2 + y2, we find that

      

Calculate the following expression:

  

As a result, we obtain the differential equation for the function µ(z):

      

By integrating we get the function µ(z):

      

We can choose the integrating factor  . After multiplication by   the original
differential equation is converted into exact:

      

The general solution u(x,y) = C is defined by the following system of equations:

      

Integrating the first equation with respect to x produces:

      

Substituting this in the second equation, we have:

      

Thus, the general solution of differential equation in implicit form is defined by the formula:

      

where C is a constant.