Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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68 LESSON 9. EXACT EQUATIONS and Since the equation is exact, and therefore the solution is where and ∂N ∂t = ∂ (2ty) = 2y (9.28) ∂t M y = N t (9.29) φ = C (9.30) ∂φ ∂t = M = 2t + y2 (9.31) ∂φ ∂y = N = 2ty (9.32) To solve the original ODE (9.25) we need to solve the two partial differential equations (9.31) and (9.32). Fortunately we can illustrate a procedure to do this that does not require any knowledge of the methods of partial differential equations, and this method will always work. Method 1. Start with equation (9.31) ∂φ ∂t = 2t + y2 (9.33) Integrate both sides over t (because the derivative is with respect to t), treating y as a constant in the integration. If we do this, then the constant of integration may depend on y: ∫ ∫ ∂φ ∂t dt = (2t + y 2 )dt (9.34) φ = t 2 + y 2 t + g(y) (9.35) where g(y) is the constant of integration that depends on y. Now substitute (9.35) into (9.32) ∂ ∂y (t2 + y 2 t + g(y)) = 2ty (9.36) Evaluating the partial derivatives, 2yt + ∂g(y) ∂y = 2ty (9.37) Since g(y) only depends on y, then the partial derivative is the same as g ′ (y): 2yt + dg = 2ty (9.38) dy

69 Hence dg dy = 0 =⇒ g = C′ (9.39) for some constant C ′ . Substituting (9.39) into (9.35) gives But since φ = C is a solution, we conclude that is a solution for some constant C ′′ . φ = t 2 + y 2 t + C ′ (9.40) t 2 + y 2 t = C ′′ (9.41) Method 2 Start with equation (9.32) and integrate over y first, treating t as a constant, and treating the constant of integration as a function h(t) : ∂φ = 2ty (9.42) ∂y ∫ ∫ ∂φ ∂y dy = 2tydy (9.43) φ = ty 2 + h(t) (9.44) Differentiate with respect to t and use equation (9.31) ∂φ ∂t = ∂ ∂t (ty2 + h(t)) = y 2 + dh dt = 2t + y2 (9.45) where the last equality follows from equation (9.31). Thus dh dt = 2t =⇒ h = t2 (9.46) We can ignore the constant of integration because we will pick it up at the end. From equation (9.44), Since φ = C is the solution of (9.25), we obtain is the solution. φ = ty 2 + h(t) = ty 2 + t 2 (9.47) ty 2 + t 2 = C (9.48) Now we can derive the method in general. Suppose that M(t, y)dt + N(t, y)dy = 0 (9.49)

68 LESSON 9. EXACT EQUATIONS<br />

and<br />

S<strong>in</strong>ce<br />

the equation is exact, and therefore the solution is<br />

where<br />

and<br />

∂N<br />

∂t = ∂ (2ty) = 2y (9.28)<br />

∂t<br />

M y = N t (9.29)<br />

φ = C (9.30)<br />

∂φ<br />

∂t = M = 2t + y2 (9.31)<br />

∂φ<br />

∂y<br />

= N = 2ty (9.32)<br />

To solve the orig<strong>in</strong>al ODE (9.25) we need to solve the two partial differential<br />

equations (9.31) and (9.32). Fortunately we can illustrate a procedure to<br />

do this that does not require any knowledge of the methods of partial<br />

differential equations, and this method will always work.<br />

Method 1. Start with equation (9.31)<br />

∂φ<br />

∂t = 2t + y2 (9.33)<br />

Integrate both sides over t (because the derivative is with respect to t),<br />

treat<strong>in</strong>g y as a constant <strong>in</strong> the <strong>in</strong>tegration. If we do this, then the constant<br />

of <strong>in</strong>tegration may depend on y:<br />

∫ ∫ ∂φ<br />

∂t dt = (2t + y 2 )dt (9.34)<br />

φ = t 2 + y 2 t + g(y) (9.35)<br />

where g(y) is the constant of <strong>in</strong>tegration that depends on y. Now substitute<br />

(9.35) <strong>in</strong>to (9.32)<br />

∂<br />

∂y (t2 + y 2 t + g(y)) = 2ty (9.36)<br />

Evaluat<strong>in</strong>g the partial derivatives,<br />

2yt + ∂g(y)<br />

∂y<br />

= 2ty (9.37)<br />

S<strong>in</strong>ce g(y) only depends on y, then the partial derivative is the same as<br />

g ′ (y):<br />

2yt + dg = 2ty (9.38)<br />

dy

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