Exact ODE

Definition

A first-order ODE $M(x,y)+N(x,y)y^{\prime }=0$, written as $Mdx+Ndy=0$ is called an exact ODE if $Mdx+Ndy=0$ is exact.

Solution

If $Mdx+Ndy=0$ is exact, $Mdx+Ndy=du=\frac{\partial u}{\partial x}dx+\frac{\partial u}{\partial y}dy$ (for some $u(x,y)$) $\Rightarrow du=0$ and $u(x,y)=c$

If we only know $\frac{\partial M}{\partial y}=\frac{\partial }{\partial y}\frac{\partial u}{\partial x}=\frac{\partial }{\partial x}\frac{\partial u}{\partial y}=\frac{\partial N}{\partial x}$ ^[by Clairaut’s Theorem $f_{x}y(a,b)=f_{y}x(a,b)$] $M=\frac{\partial u}{\partial x}\to u=\int Mdx+k(y)$ $N=\frac{\partial u}{\partial y}\to u=\int Ndy+l(y)$ where $k$ is determined by $\frac{\partial u}{\partial y}$ and $l$ is determined by $\frac{\partial u}{\partial x}$

Finding $k(y)$ or $l(x)$

Differentiate $u=\int Mdx+k(y)$ with respect to $y$ $N=\frac{\partial u}{\partial y}=\frac{\partial }{\partial y}(\int Mdx+k(y))$ $\Rightarrow \frac{\partial }{\partial y}k(y)=N-\frac{\partial }{\partial y}(\int Mdx)$ $\Rightarrow k(y)=\int (N-\frac{\partial }{\partial y}(\int Mdx))\partial y$

Substitute $k(x)$ in the original expression $u=\int Mdx+k(y)$

$u=\int Mdx+\int (N-\frac{\partial }{\partial y}(\int Mdx))\partial y$

or, similar to above, find $l(x)$ in the expression below $N=\frac{\partial u}{\partial y}\to u=\int Ndy+l(x)$ (where $l$ is determined by $\frac{\partial u}{\partial x}$)

Examples

&\left( \frac{y}{x} + 4x \right)dx + \left( \ln x - 3 \right)dy = 0\\ &\frac{\partial \left( \frac{y}{x} + 4x \right)}{\partial y} = \frac{\partial \left( \ln x - 3 \right)}{\partial y} = \frac{1}{x}: \text{Exact ODE}\\ &\int\left( \frac{y}{x} + 4x \right)dx = y\ln|x|+2x^{2} + h(y) = f\\ &f_{y} = \ln|x|+h'(y) = \ln|x|-3 \Rightarrow h(y) = -3y + C\\ &f = y\ln|x|+2x^{2} - 3y = C \end{aligned}$$ # Facts > If $u(x, y)$ can be expressed the form of $du = Mdx + Ndy$^[result of [[Total differntial]]], $u$ is exact ^632ad5 > $Mdx + Ndy = du =0$ is exact $\Leftrightarrow \frac{\partial M}{\partial y} + \frac{\partial N}{\partial x} = \frac{\partial u}{\partial x}dx + \frac{\partial u}{\partial y}dy$ (i.e. $M_y = N_x$)