First-Order Exact Differential Equation Shortcut

by Mathandski, May 2, 2025, 9:28 PM

Summary

In this blog post, I will prove an interesting algorithm which serves as a shortcut to solve exact differential equations. This was discovered and introduced to me by my math teacher.

Definitions

Proposed Shortcut

Given an exact differential equation of the form
\[M(t, y) + N(t, y) \frac{dy}{dt} = 0\]An algorithm to solve for $y$ is as follows:
1. Let $H_1(t, y) = \int M(t, y) \, dt$ and $H_2(t, y) = \int N(t, y) \, dy$ where we omit any products of integration.
2. If a certain term appears as an addend in both $H_1$ and $H_2$, we remove that term from $H_2$
3. We write $H_1 (t, y) + H_2 (t, y) = C$ and solve for $y$ where $C$ may be any constant.

Example Problem

\[2ty - 9t^2 + (2y + t^2 + 1) \frac{dy}{dt} = 0\]Solve for $y$ in terms of $t$.

Example Solution

Proof

Recall that $H_1(t, y) = \int M(t, y) \, dt$ and $H_2(t, y) = \int N(t, y) \, dy$ after step $1$ of our algorithm. Our main claim is as follows. We split the terms of $H_1$ into terms exclusively in terms of $t$, terms exclusively in terms of $y$, and other terms dependent on both $t$ and $y$. We do the same with $H_2$.

Remark: For example, for,
\[F(t, y) = t^2y + 1434 \cos(y^2) + \ln(t + y) + \arctan(y) + t^{2t}\]We group $\ln(t + y) + t^2y$ together, $1434 \cos(y^2) + \arctan(y)$ together, and $t^{2t}$ together.

More formally, for some functions $f_1(t), f_2(t), g_1(y), g_2(y), h_1(t, y), h_2(t, y)$ such that \textbf{each term of $h_1(t, y), h_2(t, y)$ is dependent on both $t$ and $y$}, we may write,
\[H_1 (t, y) = h_1(t, y) + f_1(t) + g_1(y)\]\[H_2 (t, y) = h_2(t, y) + f_2(t) + g_2(y)\]
Claim:
\[h_1(t, y) = h_2(t, y)\]
Note that,
\[\frac{\partial M}{\partial y} = \frac{\partial N}{\partial t}\]Plugging in $M = \frac{\partial H_1}{\partial t}$ and $N = \frac{\partial H_2}{\partial y}$,
\[\Longrightarrow \frac{\partial}{\partial y} \left( \frac{\partial H_1}{\partial t} \right) =  \frac{\partial}{\partial t} \left( \frac{\partial H_2}{\partial y} \right) \quad (*)\]However, notice that,
\[\frac{\partial H_1}{\partial t}  = \frac{\partial}{\partial t} (H_1(t, y)) = \frac{\partial}{\partial t} (h_1(t, y) + g(y)) = \frac{\partial h_1}{\partial t}\]Analogously,
\[\frac{\partial H_2}{\partial t} = \frac{\partial h_2}{\partial t}\]Plugging this into $(*)$,
\[ \frac{\partial}{\partial y} \left( \frac{\partial h_1}{\partial t} \right) =  \frac{\partial}{\partial t} \left( \frac{\partial h_2}{\partial y} \right)\]
We use Clairaut's Theorem, which states that if $f_{xy} = \frac{\partial }{\partial x} ( \frac{\partial }{\partial y} (f(x, y))$ and $f_{yx}  = \frac{\partial }{\partial y} ( \frac{\partial }{\partial x} (f(x, y))$ are continuous at $(x, y)$,
\[\frac{\partial }{\partial x} \left( \frac{\partial }{\partial y} \left( f(x, y) \right) \right) = \frac{\partial }{\partial y} \left( \frac{\partial }{\partial x} \left( f(x, y) \right) \right)\]
We apply Clairaut's Theorem to the left side of the prior equation,
\[\iff \frac{\partial}{\partial t} \left( \frac{\partial h_1}{\partial y} \right) =  \frac{\partial}{\partial t} \left( \frac{\partial h_2}{\partial y} \right) \]We now do partial integration on both sides. Note that the product of integration becomes an arbitrary function in terms of $y$ since we are working with partial derivatives,
\[\Longrightarrow \frac{\partial h_1}{\partial y} = \frac{\partial h_2}{\partial y} + f(y)\]We now integrate with respect to $y$,
\[\Longrightarrow h_1(t, y) = h_2(t, y) + \int f(y) \, dy + g(t)\]Therefore, $h_1$ and $h_2$ differ by $g(t)$ and $\int f(y) \, dy$, which are entirely functions in terms of $t$ and $y$ respectively. However, neither $h_1$ and $h_2$ have any terms which are independent in $t$ or $y$ from our definition of $h_1$ and $h_2$. Therefore, the constant functions of integration are both zero and $h_1 (t, y) = h_2 (t, y)$ as desired. The claim is proved.

Now recall that $f_2(t)$ and $g_1(y)$ are both zero since, under are algorithm, we clarified that we are omitting any constants of integration when writing $H_1(t, y) = \int M(t, y) \, dt$ and $H_2(t, y) = \int N(t, y) \, dy$. Therefore, we may in fact write,
\[H_1 (t, y) = h_1(t, y) + f_1(t)\]\[H_2 (t, y) = h_2(t, y) + g_2(y)\]
We now apply step $2$ of our algorithm, which removes any duplicate terms appearing in both $H_1$ and $H_2$ from $H_2$.

Claim:
\[H(t, y) := h_1(t, y) + f_1(t) + g_2(y)\]Is $H_1(t, y) + H_2(t, y)$ after we apply step $2$ of our algorithm.

Indeed, when we added,
\[H_1 (t, y) = h_1(t, y) + f_1(t)\]\[H_2 (t, y) = h_2(t, y) + g_2(y)\]
Under step $2$, we removed everything in $H_2$ that appeared in $H_1$. Since $h_2(t, y) = h_1(t, y)$, the entirety of $h_2(t, y)$ was removed. However, since $g_2(y)$ is a function in $y$ but there were no terms solely in terms of $y$ in $H_1$, nothing from $g_2(y)$ was removed. As a result, after step $2$,
\[H_2(t, y) := g_2(y)\]
Adding it to $H_1(t, y)$, we get the desired result. The claim is proved.

It now suffices to show that this $H(t, y) = C$ has all the solutions to the differential equation.

Claim:
\[H(t, y) = h_1(t, y) + f_1(t) + g_2(y)\]Satisfies $\frac{\partial H}{\partial t} = M(t, y)$ and $\frac{\partial H}{\partial y} = N(t, y)$

We may plug it in to prove it. Indeed, $H_1 (t, y) = h_1(t, y) + f_1(t)$'s partial derivative with respect to $t$ is $M(t, y)$ and adding on a $g_2(y)$ does not change the partial derivative with respect to $t$. The analogous conclusion can be made for $N(t, y)$. The claim is proved.

Therefore, the given differential equation,
\[M(t, y) + N(t, y) \frac{dy}{dt} = 0\]\[\iff \frac{\partial H}{\partial t} + \frac{\partial H}{\partial y} \frac{dy}{dt} = 0\]Applying the reverse chain rule,
\[\iff \frac{d}{dt} (H(t, y)) = 0\]As desired, since $y$ is a function of $t$,
\[\iff H(t, y) = C\]

We're so back

by Mathandski, Apr 25, 2025, 8:59 PM

It resumes today! Finishing DAW-Realpolyn will be the first thing on the list.

Update: "MOHs was not a mistake" is also being written right now. ETA 3-5 business days.
Attachments:
This post has been edited 1 time. Last edited by Mathandski, May 2, 2025, 5:43 PM

Keeping my eye on Gmail

by Mathandski, Apr 21, 2025, 5:28 PM

Idk how I'll concentrate at school this week. Good luck everyone :blobheart:

Update (4/21 11:11 PM): Still not out. I am about to crash out
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This post has been edited 3 times. Last edited by Mathandski, Apr 23, 2025, 6:28 AM

FAQs for Subjective Ratings (MOHs)

by Mathandski, Apr 3, 2025, 9:24 PM

If you haven't already, here's the original MOHs handout by Evan Chen prior to this blog post for context.

Over the past few months, you may have come across my posts on HSO such as this one where I posted a subjective rating (MOHs) of the problem. Consider this blog post as a FAQ for these ratings,

Why did you make the ratings?

I find it logical to begin with why I made these ratings in the first place. Whenever someone asks me about a certain problem, I try to formulate my response based on the extent to which I am able to help them with the question. Having these ratings available efficiently facilitates this process. A lower rating means I'd be able to explain everything clearly/quickly so I can jump right in; a higher rating means I would need to spend extra time reviewing my own solution before being able to help. Therefore, I emphasize that the intended function of my ratings is primarily for my own personal use. I posted these publicly to AoPS so that they are publicly accessible to those who are interested. This is distinctively different from Evan's ratings, whose primary purpose is a guide for students.

Your ratings are too high/low

I did try to base my ratings off of Evan Chen's scale such that they can more or less double as a guide. However, while I look at the MOHs ratings of all the problems to build intuition, I only rate problems I solved. Therefore, it is inevitable that my ratings are deflated. Overall, comparing my published ratings with Evan's ratings, mine are consistently Evan -4.5M. Conversely, I tried rating problems I could not solve today and my rating is on average Evan +6.7M. This reflects the subjective nature of MOHs ratings - please take them with a grain of salt!

While I will strive for objectivity, perceived hardness is inevitably subjective by nature.

How can people use difficulty ratings?

I personally found Evan Chen's MOHs ratings extremely helpful in:
1. Evaluating my own level to be wiser with the goals I set for the year
2. Selecting an appropriately difficult problem during practice
3. Discover the subject weaknesses we may have

I hope that my ratings could provide the same assistance.

Sprinting upstairs during USAMO

by Mathandski, Mar 21, 2025, 7:39 PM

I opened the USAMO on day 2 and was greeted by a GNC subject distribution. Surely this would be easy. I quickly solved the first two problems and proceeded bashing my head against the wall for the last problem. With two hours left, I circled back to check for fakesolves. The geometry solution looked good. The summation looks? Oh. Oh no…

The fakesolve game-ended my solution. Desperation flooded through my body. It was the same emotion I had felt after 24JMO4 last year. I was trapped. It was going to be a repeat of last year. I conducted breathing exercises every 10 minutes because I was about to throw up from anxiety. For an hour, I foraged for a solution. At 1 PM, I measured my heart rate using my wristwatch. My heart made 50 beats in 20 seconds - 150 BPM. I was already at the threshold of an anxiety attack but I could still feel my heart pounding faster every second.

I needed to clear my mind and concentrate. To calm my fight-or-flight instinct, I asked to use the restroom and sprinted up to the second floor of my school to expend my energy. Once I returned, my hands began soothing my neck and I started chanting "all will be well" in my head. Gradually, my senses returned and I began making progress shortly. 30 minutes later, I had finished the rest of the problem. My hands shaking, I wrote 5 pages to finally finish my solution. At last, I could rest.
This post has been edited 1 time. Last edited by Mathandski, Mar 21, 2025, 7:39 PM
Reason: aops won't allow "k*ll"

Skiandmath

by Mathandski, Jan 27, 2025, 10:03 PM

There's a small but nonzero chance I'll be skiing down to my school to take the AIME on 2/6 since I live on a hill and there is a possible winter storm next week. Granted this requires school to actually open but if there's an opportunity I'll take it
This post has been edited 1 time. Last edited by Mathandski, Jan 27, 2025, 10:04 PM

Cash Bounty for Solution Errors

by Mathandski, Jan 13, 2025, 6:10 PM

This program is now closed (3/18) has passed!

If I made a critical error causing a point deduction of -5 or more, you will be awarded $15 (via PayPal or amazon gift cards). This includes misreading the problem, an error that causes my solution to solve a far easier problem, or an error causing my solution to solve an entirely different problem.

For minor errors causing a point deduction of -2 to -4, you will be awarded $10. For example, this includes failing to consider edge cases that require special attention, forgetting the point-wise trap, or explaining a non-trivial step with insufficient detail.

Similar to crypto, bounties will decrease exponentially over time (due to limited budget) but the reward you get
is guaranteed to be the amount it says at the time of your email being sent.

If you are interested, please read:
Rules

Why am I doing this/is this real?
This post has been edited 14 times. Last edited by Mathandski, Mar 20, 2025, 2:34 PM

A Promise to Keep

by Mathandski, Jun 5, 2024, 4:07 AM

If I make MOP '25, I will go karaoke with my friends.

If I make IMO '26, I will get Evan Chen to teach me a dance move and upload a video of me dancing onto Youtube.

Egmo Time

by Mathandski, Apr 30, 2022, 7:15 PM

Ok time to grind EGMO
This post has been edited 1 time. Last edited by Mathandski, Apr 30, 2022, 7:16 PM

Welcome!

by Mathandski, Feb 12, 2020, 11:17 PM

Hello, this is my blog, if you made it here, welcome.

Edit: No I don't ever use this lol
This post has been edited 1 time. Last edited by Mathandski, Apr 22, 2024, 11:09 PM

This is an alternate blog of my main blog hosted on my website, I will exclusively focus on mathematical topics here

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