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[parent] exact differential equation (Result)

Let $R$ be a region in $\mathbb{R}^2$ and let the functions $X\!: R \to \mathbb{R}$ , $Y\!: R \to \mathbb{R}$ have continuous partial derivatives in $R$ . The first order differential equation $$X(x,\,y)+Y(x,\,y)\frac{dy}{dx} = 0$$ or

$\displaystyle X(x,\,y)dx+Y(x,\,y)dy = 0$ (1)

is called an exact differential equation, if the condition $$\frac{\partial X}{\partial y} = \frac{\partial Y}{\partial x}$$ is true in $R$ .

Then there is a function $f\!: R \to \mathbb{R}$ such that the equation (1) has the form $$d\,f(x,\,y) = 0,$$ whence its general integral is $$f(x,\,y) = C.$$

The solution function $f$ can be calculated as the line integral

$\displaystyle f(x,\,y) := \int_{P_0}^P [X(x,\,y)\,dx+Y(x,\,y)\,dy]$ (2)

along any curve $\gamma$ connecting an arbitrarily chosen point $P_0 =(x_0,\,y_0)$ and the point $P = (x,\,y)$ in the region $R$ (the integrating factor is now $\equiv 1$ ).

Example. Solve the differential equation $$\frac{2x}{y^3}\,dx+\frac{y^2-3x^2}{y^4}\,dy = 0.$$ This equation is exact, since $$\frac{\partial}{\partial y}\frac{2x}{y^3} = -\frac{6x}{y^4} = \frac{\partial}{\partial x}\frac{y^2-3x^2}{y^4}.$$ If we use as the integrating way the broken line from $(0,\,1)$ to $(x,\,1)$ and from this to $(x,\,y)$ , the integral (2) is simply $$\int_0^x\frac{2x}{1^3}\,dx+\!\int_1^y\frac{y^2-3x^2}{y^4}\,dy = \frac{x^2}{y^3}-\frac{1}{y}+1 = x^2-\frac{1}{y}+\frac{x^2}{y^3}+1-x^2 = \frac{x^2}{y^3}-\frac{1}{y}+1.$$ Thus we have the general integral $$\frac{x^2}{y^3}-\frac{1}{y} = C$$ of the given differential equation.




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See Also: harmonic conjugate function

Also defines:  exact differential equation

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Cross-references: integral, broken line, integrating factor, point, curve, line integral, solution, general integral, equation, differential equation, first order, partial derivatives, continuous, functions, region
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This is version 6 of exact differential equation, born on 2008-06-02, modified 2008-10-02.
Object id is 10648, canonical name is ExactDifferentialEquation.
Accessed 1512 times total.

Classification:
AMS MSC34A05 (Ordinary differential equations :: General theory :: Explicit solutions and reductions)

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