Exact Differential Equations
Exact Differential Equations
Exact Differential Equations
EXACT EQUATIONS
Graham S McDonald
● Table of contents
● Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1. Theory
2. Exercises
3. Answers
4. Standard integrals
5. Tips on using solutions
Full worked solutions
Section 1: Theory 3
1. Theory
We consider here the following standard form of ordinary differential
equation (o.d.e.):
∂u ∂u
du = dx + dy
∂x ∂y
= P dx + Q dy = 0 .
∂u ∂u
One solves ∂x = P and ∂y = Q to find u(x, y).
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Section 2: Exercises 4
2. Exercises
Click on Exercise links for full worked solutions (there are 11
exercises in total)
Show that each of the following differential equations is exact and
use that property to find the general solution:
Exercise 1.
1 y
dy − 2 dx = 0
x x
Exercise 2.
dy
2xy + y 2 − 2x = 0
dx
Exercise 3.
2(y + 1)ex dx + 2(ex − 2y)dy = 0
Exercise 4.
(2xy + 6x)dx + (x2 + 4y 3 )dy = 0
Exercise 5.
dy
(8y − x2 y) + x − xy 2 = 0
dx
Exercise 6.
(e4x + 2xy 2 )dx + (cos y + 2x2 y)dy = 0
Exercise 7.
(3x2 + y cos x)dx + (sin x − 4y 3 )dy = 0
Exercise 8.
x2
x tan−1 y · dx + · dy = 0
2(1 + y 2 )
Exercise 9.
(2x + x2 y 3 )dx + (x3 y 2 + 4y 3 )dy = 0
Exercise 10.
dy
(2x3 − 3x2 y + y 3 ) = 2x3 − 6x2 y + 3xy 2
dx
Exercise 11.
(y 2 cos x − sin x)dx + (2y sin x + 2)dy = 0
3. Answers
1. y = Ax ,
2. y 2 x − x2 = A ,
3. (y + 1)ex − y 2 = A ,
4. x2 y + 3x2 + y 4 = A ,
1 2
5. 2 x (1 − y 2 ) + 4y 2 = A ,
1 4x
6. 4e + x2 y 2 + sin y = A ,
7. x3 + y sin x − y 4 = A ,
x2
8. 2 tan−1 y = A ,
x3 y 3
9. x2 + 3 + y4 = A ,
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Section 3: Answers 8
4 4
x 3 y
10. 2 − 2x3 y + 2 x2 y 2 − 4 =A,
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Section 4: Standard integrals 9
4. Standard integrals
R R
f (x) f (x)dx f (x) f (x)dx
n xn+1 n 0 [g(x)]n+1
x n+1 (n 6= −1) [g (x)] g (x) n+1 (n 6= −1)
1 g 0 (x)
x ln |x| g(x) ln |g (x)|
x ax
e ex a x
ln a (a > 0)
sin x − cos x sinh x cosh x
cos x sin x cosh x sinh x
tan x − ln
|cos x| tanh x ln cosh x
cosec x ln tan x2 cosech x ln tanh x2
sec x ln |sec x + tan x| sech x 2 tan−1 ex
sec2 x tan x sech2 x tanh x
cot x ln |sin x| coth x ln |sinh x|
sin2 x x
2 −
sin 2x
4 sinh2 x sinh 2x
4 − x2
cos2 x x
2 +
sin 2x
4 cosh2 x sinh 2x
4 + x2
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Section 4: Standard integrals 10
R R
f (x) f (x) dx f (x) f (x) dx
1 1
tan−1 x 1 1 a+x
a2 +x2 a a a2 −x2 2a ln a−x (0 < |x| < a)
1 1 x−a
(a > 0) x2 −a2 2a ln x+a (|x| > a > 0)
√
2 2
√ 1 sin−1 x √ 1 ln x+ aa +x (a > 0)
a2 −x2 a a2 +x2
√
2 2
(−a < x < a) √ 1 ln x+ xa −a (x > a > 0)
x2 −a2
√ a2
√ a2
h √ i
sinh−1 x a2 +x2
−1 x
x
a2 − x2 2 sin a a2 +x2 2 a + a2
√ i √ h √ i
a2
a2 −x2
− cosh−1
2 2
+x x
+ x xa2−a
a2 x2 −a2 2 a
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Section 5: Tips on using solutions 11
● Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct.
● Try to make less use of the full solutions as you work your way
through the Tutorial.
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Solutions to exercises 12
∂P ∂Q
Equation is exact if ∂y = ∂x
∂P ∂Q
Check: ∂y = − x12 = ∂x ∴ o.d.e. is exact.
∂u ∂u
du = dx + dy
∂x ∂y
= P dx + Q dy = 0
and equation has solution u = C, C = constant.
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Solutions to exercises 13
∂u
∂x =P gives i) ∂u
∂x = − xy2
∂u ∂u 1
∂y =Q gives ii) ∂y = x
y
u= + φ(y),
x
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Solutions to exercises 14
du = 0 implies u = C, C = constant
y
∴ x =A , A = C − C0
= constant.
Return to Exercise 1
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Solutions to exercises 15
Exercise 2.
∂P ∂Q
Exact if ∂y = ∂x , where P (x, y) = y 2 − 2x
Q(x, y) = 2xy
∂P ∂Q
∂y = 2y = ∂x i.e. o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
∂u ∂u
giving i) ∂x = y 2 − 2x , ii) ∂y = 2xy.
Return to Exercise 2
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Solutions to exercises 17
Exercise 3.
∂P ∂Q
∂y = 2ex = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
∂u ∂u
Giving i) ∂x = 2(y + 1)ex , ii) ∂y = 2(ex − 2y) .
∂u dφ
Differentiate: ∂y = 2ex + dy = 2(ex − 2y) , using ii)
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Solutions to exercises 18
dφ
i.e. φ = −2y 2 + C 0
R R
i.e. dy = −4y i.e. dφ = −4 y dy
∴ u = 2(y + 1)ex − 2y 2 + C 0
du = 0 gives u = C,
∴ (y + 1)ex − y 2 = A , where A = (C − C 0 )/2 .
Return to Exercise 3
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Solutions to exercises 19
Exercise 4.
∂P ∂Q
∂y = 2x = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
∂u ∂u
Giving i) ∂x = 2xy + 6x , ii) ∂y = x2 + 4y 3 .
∂u dφ
Differentiate: ∂y = x2 + dy = x2 + 4y 3 , using ii)
dφ
= 4y 3 y 3 dy i.e. φ = y 4 + C 0
R R
i.e. dy i.e. dφ = 4
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Solutions to exercises 20
∴ u = x2 y + 3x2 + y 4 + C 0
du = 0 gives u = C,
∴ x2 y + 3x2 + y 4 = A , where A = C − C 0 .
Return to Exercise 4
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Solutions to exercises 21
Exercise 5.
(x − xy 2 )dx + (8y − x2 y)dy = 0
P (x, y) = x − xy 2
∂P ∂Q
Q(x, y) = 8y − x2 y . ∂y = −2xy = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists where du = ∂x dx + ∂y dy
= P dx + Q dy = 0
∂u ∂u
Giving i) ∂x = x − xy 2 ; ii) ∂y = 8y − x2 y.
∂u dφ
Differentiate: ∂y = − 12 x2 · 2y + dy = 8y − x2 y , using ii)
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Solutions to exercises 22
dφ
R R
∴ dy = 8y i.e. dφ = 8 ydy
du = 0 gives u = C, ∴ 1 2
2 x (1 − y 2 ) + 4y 2 = A , A = C − C 0 .
Return to Exercise 5
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Solutions to exercises 23
Exercise 6.
∂P ∂Q
∂y = 4xy = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
∂u ∂u
Giving i) ∂x = e4x + 2xy 2 , ii) ∂y = cos y + 2x2 y .
∂u dφ
Differentiate: ∂y = 2x2 y + dy = cos y + 2x2 y , using ii)
dφ
i.e. φ = sin y + C 0
R R
i.e. dy = cos y i.e. dφ = cos y dy
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Solutions to exercises 24
∴ u = 14 e4x + x2 y 2 + sin y + C 0
du = 0 gives u = C,
∴ 1 4x
4e + x2 y 2 + sin y = A , where A = C − C 0 .
Return to Exercise 6
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Solutions to exercises 25
Exercise 7.
∂P ∂Q
∂y = cos x = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0
∂u ∂u
Giving i) ∂x = 3x2 + y cos x, ii) ∂y = sin x − 4y 3 .
∂u dφ
Differentiate: ∂y = sin x + dy = sin x − 4y 3 , using ii)
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Solutions to exercises 26
dφ
= −4y 3 dφ = −4 y 3 dy
R R
∴ dy i.e.
du = 0 gives u = C, ∴ x3 + y sin x − y 4 = A , A = C − C 0 .
Return to Exercise 7
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Solutions to exercises 27
Exercise 8.
∂P x ∂Q
∂y = 1+y 2 = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
x2
Giving i) ∂u
∂x = x tan−1 y , ii) ∂u
∂y = 2(1+y 2 ) .
x2
Integrate i): u= 2 tan−1 y + φ(y)
∂u x2 1 dφ x2
Differentiate: ∂y = 2 (1+y 2 ) + dy = 2(1+y 2 ) , using ii)
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Solutions to exercises 28
dφ
∴ dy =0 i.e. φ(y) = C 0
x2
and u = 2 tan−1 y + C 0
du = 0 implies u = C , C = constant
x2
∴ 2 tan−1 y = A, A = C − C 0 .
Return to Exercise 8
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Solutions to exercises 29
Exercise 9.
∂P ∂Q
∂y = 3x2 y 2 = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
∂u ∂u
Giving i) ∂x = 2x + x2 y 3 , ii) ∂y = x3 y 2 + 4y 3 .
x3 y 3
Integrate i): u = x2 + 3 + φ(y)
∂u dφ
Differentiate: ∂y = x3 y 2 + dy = x3 y 2 + 4y 3 , using ii)
dφ
= 4y 3 y 3 dy i.e. φ = y 4 + C 0
R R
i.e. dy i.e. dφ = 4
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Solutions to exercises 30
3 3
x y
∴ u = x2 + 3 + y4 + C 0
du = 0 gives u = C,
x3 y 3
∴ x2 + 3 + y 4 = A , where A = C − C 0 .
Return to Exercise 9
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Solutions to exercises 31
Exercise 10.
∂P ∂Q
∂y = −6x2 + 6xy = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0
∂u ∂u
Giving i) ∂x = 2x3 − 6x2 y + 3xy 2 , ii) ∂y = −2x3 + 3x2 y − y 3 .
x4
Integrate i): u= 2 − 2x3 y + 32 x2 y 2 + φ(y)
Differentiate: ∂u
∂y = −2x3 + 3x2 y + dφ 3 2
dy = −2x + 3x y − y
3
, using ii)
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Solutions to exercises 32
dφ
= −y 3 dφ = − y 3 dy
R R
∴ dy i.e.
i.e. φ(y) = − 14 y 4 + C 0
x4 y4
and u(x, y) = 2 − 2x3 y + 32 x2 y 2 − 4 + C0
du = 0 gives u = C,
x4 y4
∴ 2 − 2x3 y + 32 x2 y 2 − 4 = A , A = C − C0 .
Return to Exercise 10
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Solutions to exercises 33
Exercise 11.
∂P ∂Q
∂y = 2y cos x = ∂x , ∴ o.d.e. is exact.
∂u ∂u
∴ u(x, y) exists such that du = ∂x dx + ∂y dy
= P dx + Q dy = 0,
∂u ∂u
Giving i) ∂x = y 2 cos x − sin x , ii) ∂y = 2y sin x + 2 .
∂u dφ
Differentiate: ∂y = 2y sin x + dy = 2y sin x + 2 , using ii)
dφ
i.e. φ = 2y + C 0
R R
i.e. dy =2 i.e. dφ = 2 dy
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Solutions to exercises 34
∴ u = y 2 sin x + cos x + 2y + C 0
du = 0 gives u = C,
Return to Exercise 11
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