Exact First-Order Ordinary Differential Equation
المؤلف:
Boyce, W. E. and DiPrima, R. C
المصدر:
Elementary Differential Equations and Boundary Value Problems, 4th ed. New York: Wiley
الجزء والصفحة:
...
11-6-2018
1844
Exact First-Order Ordinary Differential Equation
Consider a first-order ODE in the slightly different form
 |
(1)
|
Such an equation is said to be exact if
 |
(2)
|
This statement is equivalent to the requirement that a conservative field exists, so that a scalar potential can be defined. For an exact equation, the solution is
 |
(3)
|
where
is a constant.
A first-order ODE (◇) is said to be inexact if
 |
(4)
|
For a nonexact equation, the solution may be obtained by defining an integrating factor
of (◇) so that the new equation
 |
(5)
|
satisfies
 |
(6)
|
or, written out explicitly,
 |
(7)
|
This transforms the nonexact equation into an exact one. Solving (7) for
gives
 |
(8)
|
Therefore, if a function
satisfying (8) can be found, then writing
in equation (◇) then gives
 |
(11)
|
which is then an exact ODE. Special cases in which
can be found include
-dependent,
-dependent, and
-dependent integrating factors.
Given an inexact first-order ODE, we can also look for an integrating factor
so that
 |
(12)
|
For the equation to be exact in
and
, the equation for a first-order nonexact ODE
 |
(13)
|
becomes
 |
(14)
|
Solving for
gives
which will be integrable if
in which case
 |
(19)
|
so that the equation is integrable
 |
(20)
|
and the equation
![[mup(x,y)]dx+[muq(x,y)]dy=0](http://mathworld.wolfram.com/images/equations/ExactFirst-OrderOrdinaryDifferentialEquation/NumberedEquation15.gif) |
(21)
|
with known
is now exact and can be solved as an exact ODE.
Given an exact first-order ODE, look for an integrating factor
. Then
 |
(22)
|
 |
(23)
|
Combining these two,
 |
(24)
|
For the equation to be exact in
and
, the equation for a first-order nonexact ODE
 |
(25)
|
becomes
 |
(26)
|
Therefore,
 |
(27)
|
Define a new variable
 |
(28)
|
then
, so
 |
(29)
|
Now, if
 |
(30)
|
then
 |
(31)
|
so that
 |
(32)
|
and the equation
![[mup(x,y)]dx+[muq(x,y)]dy=0](http://mathworld.wolfram.com/images/equations/ExactFirst-OrderOrdinaryDifferentialEquation/NumberedEquation27.gif) |
(33)
|
is now exact and can be solved as an exact ODE.
Given an inexact first-order ODE, assume there exists an integrating factor
 |
(34)
|
so
. For the equation to be exact in
and
, equation (◇) becomes
 |
(35)
|
Now, if
 |
(36)
|
then
 |
(37)
|
so that
 |
(38)
|
and the equation
 |
(39)
|
is now exact and can be solved as an exact ODE.
Given a first-order ODE of the form
 |
(40)
|
define
 |
(41)
|
Then the solution is
{lnx=int(g(v)dv)/(c[g(v)-f(v)])+c for g(v)!=f(v); xy=c for g(v)=f(v). " src="http://mathworld.wolfram.com/images/equations/ExactFirst-OrderOrdinaryDifferentialEquation/NumberedEquation36.gif" style="height:64px; width:278px" /> |
(42)
|
If
 |
(43)
|
where
 |
(44)
|
then letting
 |
(45)
|
gives
 |
(46)
|
 |
(47)
|
This can be integrated by quadratures, so
 |
(48)
|
 |
(49)
|
REFERENCES:
Boyce, W. E. and DiPrima, R. C. Elementary Differential Equations and Boundary Value Problems, 4th ed. New York: Wiley, 1986.
Ross, C. C. §3.3 in Differential Equations. New York: Springer-Verlag, 2004.
Zwillinger, D. Ch. 62 in Handbook of Differential Equations. San Diego, CA: Academic Press, 1997.
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