Math 215 Differential Equations I Exact, Nonexact and More On Integrating Factors - Week - III
Math 215 Differential Equations I Exact, Nonexact and More On Integrating Factors - Week - III
Math 215 Differential Equations I Exact, Nonexact and More On Integrating Factors - Week - III
if and only if
𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦
at each point of R. That is, there exists a function 𝜓 𝑥, 𝑦 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
such that
𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 or 𝑀𝑦 𝑥, 𝑦 = 𝜓𝑥𝑦 𝑥, 𝑦 , 𝑁𝑥 𝑥, 𝑦 = 𝜓𝑦𝑥 𝑥, 𝑦
at each point of R. That is, there exists a function 𝜓 𝑥, 𝑦 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
𝜕𝜓 𝑥,𝑦
𝜓 𝑥, 𝑦 = 𝑥 𝑀 , 𝑦 𝑑𝑥 + ℎ 𝑦 solve for ℎ 𝑦 such that = 𝑁 𝑥, 𝑦
𝜕𝑦
PROOF OF THE THEOREM
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
𝜕𝑥
= 𝑀 𝑥, 𝑦 , 𝜕𝑦
= 𝑁 𝑥, 𝑦 .
𝜕𝜓 𝑥,𝑦
𝜓 𝑥, 𝑦 = 𝑥 𝑀 , 𝑦 𝑑𝑥 + ℎ 𝑦 solve for ℎ 𝑦 such that = 𝑁 𝑥, 𝑦
𝜕𝑦
𝜕𝜓 𝑥,𝑦 𝜕
= 𝑀 𝑥, 𝑦 𝑑𝑥 + ℎ′(𝑦) = 𝑁 𝑥, 𝑦 or ℎ′ 𝑦 = 𝑁 𝑥, 𝑦 − 𝑥 𝑦𝑀 , 𝑦 𝑑𝑥
𝜕𝑦 𝜕𝑦
𝑥 2 1 + 𝑦 2 + 𝑠𝑖𝑛2 𝑥 − 2𝜋 2 = 0
INTEGRATING FACTOR NONEXACT EQUATIONS
Assume that the differential equation is not an exact differential
equation is said to be nonexact differential equation in R
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R. However, if there
exists a function 𝜆 = 𝜆 𝑥, 𝑦 that is called integrating factor such that
𝜆 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜆 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
differential equation is exact if and only if
(𝜆𝑀)𝑦 = (𝜆𝑁)𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R.
INTEGRATING FACTOR NONEXACT EQUATIONS
There exists a function 𝜆 = 𝜆 𝑥, 𝑦 integrating factor must satisfy the first
order partial differential equation such that
𝜆 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜆 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
differential equation is exact if and only if
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or𝜆(𝑀𝑦 − 𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
INTEGRATING FACTOR NONEXACT EQUATIONS
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or 𝜆(𝑀𝑦 −𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
Case I: 𝐼𝑓 𝜆 = 𝜆 𝑥, 𝑦 = 𝜆 𝑥 the integrating factor is only dependent on
𝑑𝜆
𝑥 , then we have 𝜆𝑦 = 0 𝑎𝑛𝑑 𝜆𝑥 = 𝜆′ = 𝑑𝑥. We obtain the integrating factor
𝑑𝜆 (𝑀𝑦 −𝑁𝑥 )
𝜆(𝑀𝑦 −𝑁𝑥 ) = 𝜆′𝑁 and = 𝑑𝑥/ Separable Diff. Eq.
𝜆 𝑁
(𝑀𝑦 −𝑁𝑥 ) (𝑀𝑦 −𝑁𝑥 )
𝑙𝑛𝜆 = 𝑑𝑥 and 𝜆 = exp[ 𝑑𝑥] .
𝑁 𝑁
INTEGRATING FACTOR NONEXACT EQUATIONS
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or𝜆(𝑀𝑦 − 𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
Case II: 𝐼𝑓 𝜆 = 𝜆 𝑥, 𝑦 = 𝜆 𝑦 the integrating factor is only dependent on
𝑑𝜆
𝑦 , then we have 𝜆𝑥 = 0 𝑎𝑛𝑑 𝜆𝑦 =𝜆′ = 𝑑𝑦. We obtain the integrating factor
𝑑𝜆 (𝑀𝑦 −𝑁𝑥 )
𝜆(𝑀𝑦 −𝑁𝑥 ) = −𝜆′𝑀 and = 𝑑y Separable Diff. Eq.
𝜆 −𝑀
(𝑀𝑦 −𝑁𝑥 ) (𝑀𝑦 −𝑁𝑥 )
𝑙𝑛𝜆 = 𝑑𝑦 and 𝜆 = exp[ 𝑑𝑦] .
−𝑀 −𝑀
REMARK ON INTEGRATING FACTOR
(𝑀𝑦 −𝑁𝑥 )
𝐼𝑓 is a function of 𝑥 only, then there is an integrating factor λ = 𝜆 𝑥 ; that
𝑁
is only dependent on 𝑥 , then we have
(𝑀𝑦 −𝑁𝑥 )
𝜆(𝑥) = exp[ 𝑑𝑥] .
𝑁
(𝑀𝑦 −𝑁𝑥 )
𝐼𝑓 −𝑀 is a function of y only, then there is an integrating factor λ = 𝜆 𝑦 ; that
is only dependent on 𝑦 , then we have
(𝑀𝑦 −𝑁𝑥 )
𝜆(𝑦) = exp[ 𝑑𝑦] .
−𝑀
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 3
Find the solution of the initial value problem as follows
1 𝑑𝑦
1 + 𝑦 2 + 𝑥 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 + 𝑦𝑥 𝑑𝑥 = 0 , 𝑦 𝜋 = 1
The differential equation is nonexact differential equation since,
𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
𝑀 𝑥, 𝑦 = 1 + 𝑦 2 + and 𝑁 𝑥, 𝑦 = 𝑦𝑥. 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 where
𝑥
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1 1
𝑀𝑦 𝑥, 𝑦 = 2𝑦 and 𝑁𝑥 𝑥, 𝑦 = 𝑦, 𝑁 𝑥,𝑦
= 2𝑦 − 𝑦 𝑥𝑦
= 𝑥
. Therefore
𝑑𝜆 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦
the integrating factor is dependent on 𝑥 so that = 𝑑𝑥 .
𝜆 𝑁 𝑥,𝑦
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1
𝜆 = 𝑒𝑥𝑝 𝑑𝑥 = 𝑒𝑥𝑝 𝑥 = 𝑥𝑛𝑙 𝑝𝑥𝑒 = 𝑥𝑑 .
𝑁 𝑥,𝑦 𝑥
𝜕𝑓
𝜕𝑥
= 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + ℎ′(𝑥) = 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2.
𝑥𝑑𝑦−𝑦𝑑𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦
not all zero at the same time since the terms 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 or must be
𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦 2
exact.
INTEGRATING FACTOR: EXAMPLE 5
Case III. Find an integrating factor of the differential equation
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 5𝑥 3 𝑑𝑥 = 0
such that the differential equation is exact.
If we have that the differential equation is in the form of
2 𝑥𝑑𝑦−𝑦𝑑𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + 5𝑥 𝑥𝑑𝑥 = 0 and 𝑥2
+ 5𝑥𝑑𝑥 = 0,
1 1
then we choose 𝜆 = 𝜆 𝑥, 𝑦 = 𝑎𝑥 2 +𝑏𝑥𝑦+𝑐𝑦2 𝑜𝑟 = 𝜆 𝑥 is an integrating factor where
𝑥2
𝑎 = 1, 𝑏 𝑎𝑛𝑑 𝑐 are zero. Hence,
𝑦 𝑑𝑦
5𝑥 − 𝑥 2 𝑑𝑥 + 𝑥
=0
𝑏𝛼
(i) 𝑎𝛽 − 𝑏𝛼 = 0 and 𝑎 = , 𝛽 ≠ 0, then we have separable differential equation as
𝛽
𝛼𝑦 𝑑𝑥 + 𝛽𝑥𝑑𝑦 = 0.
INTEGRATING FACTOR NONEXACT EQUATIONS
Case IV. Assume that the given differential equation can be written as
differential equation or Goursat Eq. is in the form of nonexact differential
equation in R
(ii) 𝑎𝛽 − 𝑏𝛼 ≠ 0 or 𝑏𝛼 − 𝑎𝛽 ≠ 0
INTEGRATING FACTOR: EXAMPLE 9
Find an integrating factor of the differential equation
(−3𝑥 𝑝 𝑦 𝑞+1 + 2𝑥 𝑝+3 𝑦 𝑞+3 ) 𝑑𝑥 + (4𝑥 𝑝+1 𝑦 𝑞 − 3𝑥 𝑝+4 𝑦 𝑞+2 )𝑑𝑦 = 0 is an exact diff. Eq.
i. e; 𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 if and only if 𝑝 = −40 𝑎𝑛𝑑 𝑞 = 51 𝑎𝑛𝑑 𝜆 = 𝑥 −40 𝑦 51 .
1 7
We obtain that 𝑝 = − ,𝑛 = − and the integrating factor is
2 8
1 7
− −
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 2 𝑦 8 .
INTEGRATING FACTOR NONEXACT EQUATIONS
Case V.(ii) Assume that the given differential equation can be written as
differential equation is in the form of nonexact differential equation in R
Then we do not need to try to find the integrating factor in the form of
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥 𝑝 𝑦 𝑞 if 𝑎1 𝑏2 − 𝑎2 𝑏1 = 0 . The differential equation can be
reduced into simplier form of the differential equations.
INTEGRATING FACTOR: EXAMPLE 11
Find an integratin factor of the given differential equation
since we compare the dif. Eq. 𝑥 𝑎 𝑦 𝑏 (𝑎1 𝑦𝑑𝑥 + 𝑏1 𝑥𝑑𝑦) + 𝑥 𝑐 𝑦 𝑑 (𝑎2 𝑦𝑑𝑥 + 𝑏2 𝑥𝑑𝑦) = 0 we get 𝑎 =
1, 𝑏 = 0, 𝑐 = 0, 𝑑 = 3, 𝑎1 = 4, 𝑏1 = 2, 𝑎2 = 6, 𝑏2 = 3 and 𝑎1 𝑏2 − 𝑎2 𝑏1 = 4.3 − 6.2 = 12 − 12 = 0 .
Then, we can simplify the differential equation as
which is a separable diff. Eq. 2𝑙𝑛𝑥 + 𝑙𝑛𝑦 = 𝑙𝑛𝐶 or ln 𝑥 2 𝑦 = 𝑙𝑛𝐶 yields that
𝐶 3 2𝑥
𝑦= and 𝑦 = − are solutions.
𝑥2 3
INTEGRATING FACTOR NONEXACT EQUATIONS
Case VI. Assume that the given differential equation can be written as
homogeneous differential equation: 𝑃 𝑡𝑥, 𝑡𝑦 = 𝑡 𝛼 𝑃 𝑥, 𝑦 , 𝑄 𝑡𝑥, 𝑡𝑦 = 𝑡 𝛼 𝑄 𝑥, 𝑦 and
nonexact in R
𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0
1
𝜆 = 𝜆 𝑥, 𝑦 = 𝑥𝑃 .
𝑥,𝑦 +𝑦𝑄 𝑥,𝑦
INTEGRATING FACTOR: EXAMPLE 12
Find an integratin factor of the given differential equation
3𝑥 2 𝑦 + 2𝑥𝑦 2 𝑑𝑥 + (4𝑥 3 + 6𝑥 2 𝑦)𝑑𝑦 = 0
1
𝜆 = 𝜆 𝑥, 𝑦 = .
3𝑥 2 −3𝑦 2 −4𝑥+5 2 +(6𝑥𝑦−4𝑦)2
INTEGRATING FACTOR: EXAMPLE 14
Find an integratin factor of the given differential equation
𝑦
𝑙𝑛 𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑎𝑟𝑐𝑡𝑎𝑛(𝑥 )𝑑𝑦 = 0
𝑦 2𝑥
L et 𝑃 𝑥, 𝑦 2
= 𝑙𝑛 𝑥 + 𝑦 2
and 𝑄 𝑥, 𝑦 = 2𝑎𝑟𝑐𝑡𝑎𝑛( ) : 𝑃𝑥 𝑥, 𝑦 = 2 2 = 𝑄𝑦 𝑥, 𝑦 ,
𝑥 𝑥 +𝑦
2𝑦 2𝑦 2𝑦
𝑃𝑦 𝑥, 𝑦 = = −𝑄𝑥 𝑥, 𝑦 , and 𝑃 𝑦 𝑥, 𝑦 = ≠ 𝑄𝑥 𝑥, 𝑦 = − which
𝑥 2 +𝑦 2 𝑥 2 +𝑦 2 𝑥 2 +𝑦 2
is nonexact in R for 𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0.
Then, we find the integrating factor in the form of 𝜆 = 𝜆 𝑥, 𝑦 =
1
2 2 or
𝑃 𝑥,𝑦 +𝑄 𝑥,𝑦
1
𝜆 = 𝜆 𝑥, 𝑦 = 𝑦 .
𝑙𝑛2 𝑥 2 +𝑦 2 +4𝑎𝑟𝑐𝑡𝑎𝑛2 (𝑥 )