Inexact differential equation

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An inexact differential equation is a differential equation of the form:

M(x,y)dx+N(x,y)dy=0

satisfying the condition

MyNx

Leonhard Euler invented the integrating factor in 1739 to solve these equations.[1]

Solution method

To solve an inexact differential equation, it may be transformed into an exact differential equation by finding an integrating factor μ.[2] Multiplying the original equation by the integrating factor gives:

μMdx+μNdy=0.

For this equation to be exact, μ must satisfy the condition:

μMy=μNx.

Expanding this condition gives:

MμyNμx+(MyNx)μ=0.

Since this is a partial differential equation, it is generally difficult. However in some cases where μ depends only on x or y, the problem reduces to a separable first-order linear differential equation. The solutions for such cases are:

μ(y)=eNxMyMdy

or

μ(x)=eMyNxNdx.

See Also

References

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Further reading

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