I'm reading a book Differential Equations with Applications and Historical Notes, 3rd edition, specifically section 8 about exact equations. The author is trying to prove that iff ∂M/∂y=∂N/∂x then equation
M(x,y)dx+N(x,y)dy=0
is exact differential equation.
At some point we integrate equation
∂f(x,y)∂x=M(x,y)
to get
f(x,y)=∫M(x,y)dx+g(y)
The author states that function g(y) appears as a constant of integration because if we take derivative of both sides with respect to x, g(y) would disappear because it doesn't depend on x.
That's the part that I have trouble with, y is a dependent variable and x is independent variable so wouldn't derivative of g(y) with respect to x be
dg(y)dydydx
and not 0 ?
Answer
This is a common poorly written part in differential equations textbooks, because they don't want to spend time discussing differential forms.
At this point we forget that y depends on x. Of course then the equation M(x,y)dx+N(x,y)dy=0 looks weird, and indeed it's wrong. What is meant there is that if we have a dependence of x and y, a curve on x-y plane, denoted γ, then the pullback of M(x,y)dx+N(x,y)dy on γ is 0. For example, if we can parametrize γ by x (i.e. we can write y as a function of x), then this condition says dydx=−M(x,y)N(x,y). That's why we want to find such γ.
The exactness condition means that df=M(x,y)dx+N(x,y)dy. Then the level sets of f, {(x,y)|f(x,y)=c}, give us such γ's. Note that exactness follows from closeness on simply connected domains.
So, one can separate this problem into two stages, where x and y are independent, and then were we look for a required dependence.
Alternatively, instead of using differential forms, one can think of (N,M) as a vector field on x-y plane perpendicular to γ's, the level sets of f, gradient of which is (N,M).
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