Exact Differential Equations

Definition

Given a simply connected and open subset D of R² and two functions I and J which are continuous on D, an implicit first-order ordinary differential equation of the form

$I(x,y)\,dx+J(x,y)\,dy=0,$

is called an exact differential equation if there exists a continuously differentiable function F, called the potential function, so that

${\frac {\partial F}{\partial x}}=I$

and

${\frac {\partial F}{\partial y}}=J.$

An exact equation may also be presented in the following form:

$I(x,y)+J(x,y)\,y'(x)=0$

where the same constraints on I and J apply for the differential equation to be exact.

The nomenclature of "exact differential equation" refers to the exact differential of a function. For a function $F(x_{0},x_{1},...,x_{n-1},x_{n})$, the exact or total derivative with respect to $x_{0}$ is given by

${\frac {dF}{dx_{0}}}={\frac {\partial F}{\partial x_{0}}}+\sum _{i=1}^{n}{\frac {\partial F}{\partial x_{i}}}{\frac {dx_{i}}{dx_{0}}}.$

Example

The function $F:\mathbb {R} ^{2}\to \mathbb {R}$ given by

$F(x,y)={\frac {1}{2}}(x^{2}+y^{2})+c$

is a potential function for the differential equation

$x\,dx+y\,dy=0.\,$

Existence of potential functions

In physical applications the functions I and J are usually not only continuous but even continuously differentiable. Schwarz's Theorem then provides us with a necessary criterion for the existence of a potential function. For differential equations defined on simply connected sets the criterion is even sufficient and we get the following theorem:

Given a differential equation of the form (for example, when F has zero slope in the x and y direction at F(x,y)):

$I(x,y)\,dx+J(x,y)\,dy=0,$

with I and J continuously differentiable on a simply connected and open subset D of R² then a potential function F exists if and only if

${\frac {\partial I}{\partial y}}(x,y)={\frac {\partial J}{\partial x}}(x,y).$

Solutions to exact differential equations

Given an exact differential equation defined on some simply connected and open subset D of R² with potential function F, a differentiable function f with (x, f(x)) in D is a solution if and only if there exists real number c so that

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F(x, f(x)) = c.}

For an initial value problem

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y(x_0) = y_0}

we can locally find a potential function by

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} F(x,y) &= \int_{x_0}^x I(t,y_0) dt + \int_{y_0}^y J(x,t) dt \\ &= \int_{x_0}^x I(t,y_0) dt + \int_{y_0}^y \left[ J(x_0,t) + \int_{x_0}^{x} \frac{\partial I}{\partial y}(u, t)\, du \right]dt. \end{align}}

Solving

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F(x,y) = c}

for y, where c is a real number, we can then construct all solutions.

Second order exact differential equations

The concept of exact differential equations can be extended to second order equations. Consider starting with the first-order exact equation:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)+J\left(x,y\right){dy \over dx}=0}

Since both functions Template:Nowrap Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle J\left(x,y\right)} are functions of two variables, implicitly differentiating the multivariate function yields

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dI \over dx} +\left({ dJ\over dx}\right){dy \over dx}+{d^2y \over dx^2}\left(J\left(x,y\right)\right)=0}

Expanding the total derivatives gives that

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dI \over dx}={\partial I\over\partial x}+{\partial I\over\partial y}{dy \over dx}}

and that

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dJ \over dx}={\partial J\over\partial x}+{\partial J\over\partial y}{dy \over dx}}

Combining the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle {dy \over dx}} terms gives

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {\partial I\over\partial x}+{dy \over dx}\left({\partial I\over\partial y}+{\partial J\over\partial x}+{\partial J\over\partial y}{dy \over dx}\right)+{d^2y \over dx^2}\left(J\left(x,y\right)\right)=0}

If the equation is exact, then Template:Nowrap Additionally, the total derivative of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle J\left(x,y\right)} is equal to its implicit ordinary derivative Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\textstyle {dJ \over dx}} . This leads to the rewritten equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {\partial I\over\partial x}+{dy \over dx}\left({\partial J\over\partial x}+{dJ \over dx}\right)+{d^2y \over dx^2}\left(J\left(x,y\right)\right)=0}

Now, let there be some second-order differential equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)+g\left(x,y,{dy \over dx}\right){dy \over dx}+{d^2y \over dx^2}\left(J\left(x,y\right)\right)=0}

If Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {\partial J\over\partial x}={\partial I\over\partial y}} for exact differential equations, then

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \left({\partial I\over\partial y}\right)dy=\int \left({\partial J\over\partial x}\right)dy}

and

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \left({\partial I\over\partial y}\right)dy=\int \left({\partial J\over\partial x}\right)dy=I\left(x,y\right)-h\left(x\right)}

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)} is some arbitrary function only of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} that was differentiated away to zero upon taking the partial derivative of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)} with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} . Although the sign on Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)} could be positive, it is more intuitive to think of the integral's result as Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)} that is missing some original extra function Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)} that was partially differentiated to zero.

Next, if

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dI\over dx}={\partial I\over\partial x}+{\partial I\over\partial y}{dy \over dx}}

then the term Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {\partial I\over\partial x}} should be a function only of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} , since partial differentiation with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} will hold Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} constant and not produce any derivatives of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} . In the second order equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)+g\left(x,y,{dy \over dx}\right){dy \over dx}+{d^2y \over dx^2}\left(J\left(x,y\right)\right)=0}

only the term Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)} is a term purely of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} . Let Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {\partial I\over\partial x}=f\left(x,y\right)} . If Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {\partial I\over\partial x}=f\left(x,y\right)} , then

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)={ dI\over dx}-{\partial I\over\partial y}{dy \over dx}}

Since the total derivative of $I\left(x,y\right)$ with respect to $x$ is equivalent to the implicit ordinary derivative ${dI \over dx}$ , then

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)+{\partial I\over\partial y}{dy \over dx}={dI \over dx}={d \over dx}\left(I\left(x,y\right)-h\left(x\right)\right)+{dh\left(x\right) \over dx}}

So,

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dh\left(x\right) \over dx}=f\left(x,y\right)+{\partial I\over\partial y}{dy \over dx}-{d \over dx}\left(I\left(x,y\right)-h\left(x\right)\right)}

and

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)=\int\left(f\left(x,y\right)+{\partial I\over\partial y}{dy \over dx}-{d \over dx}\left(I\left(x,y\right)-h\left(x\right)\right)\right)dx}

Thus, the second order differential equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)+g\left(x,y,{dy \over dx}\right){dy \over dx}+{d^2y \over dx^2}\left(J\left(x,y\right)\right)=0}

is exact only if Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g\left(x,y,{dy \over dx}\right)={ dJ\over dx}+{\partial J\over\partial x}={dJ \over dx}+{\partial J\over\partial x}} and only if the below expression

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int\left(f\left(x,y\right)+{\partial I\over\partial y}{dy \over dx}-{d \over dx}\left(I\left(x,y\right)-h\left(x\right)\right)\right)dx=\int \left(f\left(x,y\right)-{\partial \left(I\left(x,y\right)-h\left(x\right)\right)\over\partial x}\right)dx}

is a function solely of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} . Once Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)} is calculated with its arbitrary constant, it is added to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)-h\left(x\right)} to make Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)} . If the equation is exact, then we can reduce to the first order exact form which is solvable by the usual method for first-order exact equations.

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)+J\left(x,y\right){dy \over dx}=0}

Now, however, in the final implicit solution there will be a Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C_1x} term from integration of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)} with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} twice as well as a Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C_2} , two arbitrary constants as expected from a second-order equation.

Example

Given the differential equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(1-x^2\right)y''-4xy'-2y=0}

one can always easily check for exactness by examining the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y''} term. In this case, both the partial and total derivative of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1-x^2} with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} are Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -2x} , so their sum is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -4x} , which is exactly the term in front of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'} . With one of the conditions for exactness met, one can calculate that

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \left(-2x\right)dy=I\left(x,y\right)-h\left(x\right)=-2xy}

Letting Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)=-2y} , then

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int \left(-2y-2xy'-{d \over dx}\left(-2xy \right)\right)dx=\int \left(-2y-2xy'+2xy'+2y\right)dx=\int \left(0\right)dx=h\left(x\right)}

So, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)} is indeed a function only of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} and the second order differential equation is exact. Therefore, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)=C_1} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)=-2xy+C_1} . Reduction to a first-order exact equation yields

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -2xy+C_1+\left(1-x^2\right)y'=0}

Integrating Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)} with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} yields

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -x^2y+C_1x+i\left(y\right)=0}

where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i\left(y\right)} is some arbitrary function of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} . Differentiating with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} gives an equation correlating the derivative and the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'} term.

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle -x^2+i'\left(y\right)=1-x^2}

So, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i\left(y\right)=y+C_2} and the full implicit solution becomes

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle C_1x+C_2+y-x^2y=0}

Solving explicitly for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} yields

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y= \frac{C_1x+C_2}{1-x^2}}

Higher order exact differential equations

The concepts of exact differential equations can be extended to any order. Starting with the exact second order equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {d^2y \over dx^2}\left(J\left(x,y\right)\right)+{dy \over dx}\left({dJ \over dx}+{\partial J\over\partial x}\right)+f\left(x,y\right)=0}

it was previously shown that equation is defined such that

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\left(x,y\right)={dh\left(x\right) \over dx}+{d \over dx}\left(I\left(x,y\right)-h\left(x\right)\right)-{\partial J\over\partial x}{dy \over dx}}

Implicit differentiation of the exact second-order equation Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} times will yield an Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(n+2\right)} th order differential equation with new conditions for exactness that can be readily deduced from the form of the equation produced. For example, differentiating the above second-order differential equation once to yield a third-order exact equation gives the following form

${d^{3}y \over dx^{3}}\left(J\left(x,y\right)\right)+{d^{2}y \over dx^{2}}{dJ \over dx}+{d^{2}y \over dx^{2}}\left({dJ \over dx}+{\partial J \over \partial x}\right)+{dy \over dx}\left({d^{2}J \over dx^{2}}+{d \over dx}\left({\partial J \over \partial x}\right)\right)+{df\left(x,y\right) \over dx}=0$

where

${df\left(x,y\right) \over dx}={d^{2}h\left(x\right) \over dx^{2}}+{d^{2} \over dx^{2}}\left(I\left(x,y\right)-h\left(x\right)\right)-{d^{2}y \over dx^{2}}{\partial J \over \partial x}-{dy \over dx}{d \over dx}\left({\partial J \over \partial x}\right)=F\left(x,y,{dy \over dx}\right)$

and where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F\left(x,y,{dy \over dx}\right)} is a function only of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x,y} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dy \over dx}} . Combining all Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dy \over dx}} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {d^2y \over dx^2}} terms not coming from Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F\left(x,y,{dy \over dx}\right)} gives

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {d^3y \over dx^3}\left(J\left(x,y\right)\right)+{d^2y \over dx^2}\left(2{dJ \over dx}+{\partial J\over\partial x}\right)+{dy \over dx}\left({d^2J \over dx^2}+{d \over dx}\left({\partial J\over\partial x}\right)\right)+F\left(x,y,{dy \over dx}\right)=0}

Thus, the three conditions for exactness for a third-order differential equation are: the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {d^2y \over dx^2}} term must be Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2{dJ \over dx}+{\partial J\over\partial x}} , the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {dy \over dx}} term must be Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {d^2J \over dx^2}+{d \over dx}\left({\partial J\over\partial x}\right)} and

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F\left(x,y,{dy \over dx}\right)-{d^2 \over dx^2}\left(I\left(x,y\right)-h\left(x\right)\right)+{d^2y \over dx^2}{\partial J\over\partial x}+{dy \over dx}{d \over dx}\left({\partial J\over\partial x}\right)}

must be a function solely of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} .

Example

Consider the nonlinear third-order differential equation

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle yy'''+3y'y''+12x^2=0}

If Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle J\left(x,y\right)=y} , then Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y''\left(2{dJ \over dx}+{\partial J\over\partial x}\right)} is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2y'y''} and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'\left({d^2J \over dx^2}+{d \over dx}\left({\partial J\over\partial x}\right)\right)=y'y''} which together sum to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 3y'y''} . Fortunately, this appears in our equation. For the last condition of exactness,

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F\left(x,y,{dy \over dx}\right)-{d^2 \over dx^2}\left(I\left(x,y\right)-h\left(x\right)\right)+{d^2y \over dx^2}{\partial J\over\partial x}+{dy \over dx}{d \over dx}\left({\partial J\over\partial x}\right)=12x^2-0+0+0=12x^2}

which is indeed a function only of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} . So, the differential equation is exact. Integrating twice yields that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h\left(x\right)=x^4+C_1x+C_2=I\left(x,y\right)} . Rewriting the equation as a first-order exact differential equation yields

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x^4+C_1x+C_2+yy'=0}

Integrating Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle I\left(x,y\right)} with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} gives that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {x^5\over 5}+C_1x^2+C_2x+i\left(y\right)=0} . Differentiating with respect to Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y} and equating that to the term in front of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y'} in the first-order equation gives that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i'\left(y\right)=y} and that Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i\left(y\right)={y^2\over 2}+C_3} . The full implicit solution becomes

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {x^5\over 5}+C_1x^2+C_2x+C_3+{y^2\over 2}=0}

The explicit solution, then, is

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y=\pm\sqrt{C_1x^2+C_2x+C_3-\frac{2x^5}{5}}}

Licensing

Content obtained and/or adapted from:

• Exact differential equation, Wikipedia under a CC BY-SA license

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