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exact differential equation∗ pahio† 2013-03-22 1:06:39 Let R be a region in R2 and let the functions X : R → R, Y : R → R have continuous partial derivatives in R. The first order differential equation X(x, y) + Y (x, y) dy = 0 dx or X(x, y)dx + Y (x, y)dy = 0 (1) is called an exact differential equation, if the condition ∂X ∂Y = ∂y ∂x (2) is true in R. By (2), the left hand side of (1) is the total differential of a function, there is a function f : R → R such that the equation (1) reads d f (x, y) = 0, whence its general integral is f (x, y) = C. The solution function f can be calculated as the line integral Z P f (x, y) := [X(x, y) dx + Y (x, y) dy] (3) P0 along any curve γ connecting an arbitrarily chosen point P0 = (x0 , y0 ) and the point P = (x, y) in the region R (the integrating factor is now ≡ 1). ∗ hExactDifferentialEquationi created: h2013-03-2i by: hpahioi version: h40648i Privacy setting: h1i hResulti h34A05i † This text is available under the Creative Commons Attribution/Share-Alike License 3.0. You can reuse this document or portions thereof only if you do so under terms that are compatible with the CC-BY-SA license. 1 Example. Solve the differential equation 2x y 2 − 3x2 dx + dy = 0. 3 y y4 This equation is exact, since ∂ 2x 6x ∂ y 2 − 3x2 = − = . ∂y y 3 y4 ∂x y4 If we use as the integrating way the broken line from (0, 1) to (x, 1) and from this to (x, y), the integral (3) is simply Z x Z y 2 2x y − 3x2 x2 1 1 x2 x2 1 2 2 dx+ dy = − +1 = x − + +1−x = − +1. 3 y4 y3 y y y3 y3 y 0 1 1 Thus we have the general integral x2 1 − = C y3 y of the given differential equation. 2