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Handout Lesson 8, Exact Differential Equations and More Substitutions

Textbook Section(s).

This lesson is based on Section 1.6 of your textbook by Edwards, Penney, and Calvis.

What is an Exact Differential Equation?

We are going to do something a little different today. We are going to work backwards. In other words, I am going to tell you the solution, and we are going to find the differential equation associated with that solution.
Suppose that you know the solution of your differential equation has the form:
\begin{equation*} F(x,y(x))=C \end{equation*}
What is a differential equation for which this is a solution? Let’s start by differentiating both sides of this equation with respect to \(x\text{.}\)

Definition 47.

IF there is a a function \(F(x,y)\) that satisfies
\begin{equation*} \frac{\partial F}{\partial x}=M(x,y) \qquad {\text and } \qquad \frac{\partial F}{\partial y}=N(x,y) \end{equation*}
for all \((x,y)\) in a rectangle \(R\text{,}\)
\begin{gather} M(x,y)dx+N(x,y)dy=0\tag{✢} \end{gather}
is an exact differential equation and
\begin{equation*} F(x,y)=C \end{equation*}
is a solution to (✢).
Moving forward, we will, of course, start with the equation and be asked to find the solution. So how do we know if a differential equation of the form in (✢) is exact?

Example 49. Structure of exact differential equations.

Consider the differential equation
\begin{gather} (5x^4y)dx+ (x^5)dy = 0\tag{†} \end{gather}
  1. Is (†) an exact differential equation?
  2. Is (†) an exact differential equation? Divide both sides of (†) by \(x^4\text{.}\) Is the resulting differential equation exact?
  3. What are you supposed to learn from this example?

Solving Exact Differential Equations.

Given: An exact differential equation
\begin{gather} M(x,y)dx+N(x,y)dy=0 \tag{✢✢} \end{gather}
We are seeking a function \(F(x,y)\) that satisfies
\begin{gather} \frac{\partial F}{\partial x}=M(x,y)\tag{#} \end{gather}
and
\begin{gather} \frac{\partial F}{\partial y}=N(x,y)\tag{##} \end{gather}
If we have function \(F\) of the form
\begin{gather} F(x,y)=\int M(x,y) \, dx + g(y)\tag{✠} \end{gather}
then (#) is satisfied. We will use (##) to find \(g(y)\) and complete our solution, \(F(x,y)=C\text{,}\) for (✢✢).

Example 50. Solving exact differential equations.

(Number 32 from Section 1.6 of your textbook by Edwards, et.al.) Solve.
\begin{equation*} (4x-y)dx+(6y-x)dy=0 \end{equation*}

Example 51. At home: Solving exact differential equations.

(Number 36 from Section 1.6 of your textbook by Edwards, et.al.)
Try the following problem at home.
Verify that the differential equation is exact. Then solve it.
\begin{equation*} (1+ye^{xy})dx+(2y+xe^{xy})dy=0 \end{equation*}
Answers: The equation is exact because \(M(x,y)\) and \(N(x,y)\) are continuous on \(\mathbb{R}^2\) and \(M_y=N_x=(1+xy)e^{xy}\text{.}\) The solutions can be written in the form \(x+e^{xy}+y^2=C\text{.}\)

Reducible Second-order Differential Equations.

Definition 52.

A second-order differential equation involves the second derivative, but no higher derivative, and can be written in the form:
\begin{equation*} F(x,y,y',y'')=0 \end{equation*}
If the differential equation contains either no \(x\)’s or no \(y\)’s, then we can use the substitution:
\begin{equation*} p=y'=\frac{dy}{dx} \end{equation*}
to reduce the differential equation from a second-order differential equation to a first-order differential equation.

Case 1: \(F(x,y',y'')=0\).

If we have a second order differential equation that does not contain the dependent variable \(y\text{,}\) then the substitution \(p=y'=\frac{dy}{dx}\) gives
\begin{equation*} y''=\frac{dp}{dx} \end{equation*}

Example 53. Reducible second-order differential equation with no \(y\) term.

(Number 43 from Section 1.6 of your textbook by Edwards, et.al.)
Find a general solutions of the reducible second-order differential equation. You may assume \(x\text{,}\) \(y\text{,}\) and \(y'\) are positive if it is helpful.
\begin{equation*} xy''=y' \end{equation*}

Case 2: \(F(y,y',y'')=0\).

If we have a second order differential equation that does not contain the independent variable \(x\text{,}\) then the substitution \(p=y'=\frac{dy}{dx}\) gives
\begin{equation*} y''=\frac{dp}{dx}=\frac{dp}{dy}\frac{dy}{dx}=p\frac{dp}{dy} \end{equation*}
by the chain rule.

Example 54. Reducible second-order differential equation with no \(x\) term.

(Number 51 from Section 1.6 of your textbook by Edwards, et.al.)
Find a general solutions of the reducible second-order differential equation. You may assume \(x\text{,}\) \(y\text{,}\) and \(y'$\) are positive if it is helpful, and your solution may be implicit.
\begin{equation*} y''=2y(y')^3 \end{equation*}

A bit of homework help.

Example 55. Hint for written homework problem 52 in section 1.6.

(Example 4 from Section 2.6 of the textbook by Nagle, Saff, and Snider)
Consider the differential equation
\begin{gather} \frac{dy}{dx}=\frac{-2x+2y+6}{x-3y-5}\tag{‑} \end{gather}
Find constants \(h\) and \(k\) so that the substitutions
\begin{equation*} x=u+h \end{equation*}
and
\begin{equation*} y=v+k \end{equation*}
transform (‑) into the homogeneous equation
\begin{equation*} \frac{dv}{du}=\frac{2v-2u}{u-3v}\text{.} \end{equation*}