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.
DefinitionsA first-order differential equation may be written as
![\[M(t, y) + N(t, y) \frac{dy}{dt} = 0\]](//latex.artofproblemsolving.com/5/a/b/5ab7d1bbf763fbaf19a5acfb75f5a1fc7494d4e6.png)
It is exact if and only if,
![\[\frac{\partial M}{\partial y} = \frac{\partial N}{\partial t}\]](//latex.artofproblemsolving.com/9/5/6/956e5969c4c7d6d551b0c8bcd8d35c79f1213c1e.png)
Where

refers to a partial derivative.
Proposed Shortcut
Given an exact differential equation of the form
![\[M(t, y) + N(t, y) \frac{dy}{dt} = 0\]](//latex.artofproblemsolving.com/5/a/b/5ab7d1bbf763fbaf19a5acfb75f5a1fc7494d4e6.png)
An algorithm to solve for

is as follows:
1. Let

and

where we omit any products of integration.
2. If a certain term appears as an addend in both

and
, we remove that term from

3. We write

and solve for

where

may be any constant.
Example Problem
![\[2ty - 9t^2 + (2y + t^2 + 1) \frac{dy}{dt} = 0\]](//latex.artofproblemsolving.com/2/1/d/21d871fb94785dda4ab537e61041dd495e0be58c.png)
Solve for

in terms of
.
Example SolutionTo verify the DE is exact,
![\[\frac{\partial}{\partial t} (2y + t^2 + 1) = 2t = \frac{\partial}{\partial y} (2ty + 9t^2)\]](//latex.artofproblemsolving.com/8/e/5/8e53a6df127d43062f9123d902a2247f892f9089.png)
Therefore, we may apply the shortcut. We see that, omitting any products of integration,
![\[H_1(t, y) = \int 2ty - 9t^2 \, dt = t^2y - 3t^3\]](//latex.artofproblemsolving.com/3/0/f/30f7a54c2b6c7a3efdc44140a596e1fa6f4a7887.png)
![\[H_2 (t, y) = \int 2y + t^2 + 1 \, dy = y^2 + t^2y + y\]](//latex.artofproblemsolving.com/a/f/6/af62b6174c443312956e05df52c95f2061d18132.png)
Note that

appears in both

and

so we remove it from
.
![\[H_2(t, y) := y^2 + y\]](//latex.artofproblemsolving.com/f/5/8/f58570302ad0d705e2862d9b383d9e6359bec665.png)
We now write,
![\[H_1 (t, y) + H_2(t, y) = C\]](//latex.artofproblemsolving.com/e/8/e/e8e1b866b4f9ac92669a01fee471b7bcc001c548.png)
![\[\iff y^2 + y + t^2y - 3t^3 = C\]](//latex.artofproblemsolving.com/a/c/b/acb84a4c2713d5393aea7abe9f5b79b57186c41e.png)
We may now simplify and solve.
Proof
Recall that

and

after step

of our algorithm. Our main claim is as follows. We split the terms of

into terms exclusively in terms of
, terms exclusively in terms of
, and other terms dependent on both

and
. We do the same with
.
Remark: For example, for,
![\[F(t, y) = t^2y + 1434 \cos(y^2) + \ln(t + y) + \arctan(y) + t^{2t}\]](//latex.artofproblemsolving.com/8/e/4/8e42229df636b080d176ff934c8ab871eb13d96a.png)
We group

together,

together, and

together.
More formally, for some functions

such that \textbf{each term of

is dependent on both

and
}, we may write,
![\[H_1 (t, y) = h_1(t, y) + f_1(t) + g_1(y)\]](//latex.artofproblemsolving.com/7/6/5/765cd275a1991307d99a2c8cf0b68e428ccf640c.png)
Claim:
![\[h_1(t, y) = h_2(t, y)\]](//latex.artofproblemsolving.com/8/c/d/8cdb892db6fbf474d06537ff633a885b8f25a818.png)
Note that,
![\[\frac{\partial M}{\partial y} = \frac{\partial N}{\partial t}\]](//latex.artofproblemsolving.com/9/5/6/956e5969c4c7d6d551b0c8bcd8d35c79f1213c1e.png)
Plugging in

and
,
![\[\Longrightarrow \frac{\partial}{\partial y} \left( \frac{\partial H_1}{\partial t} \right) = \frac{\partial}{\partial t} \left( \frac{\partial H_2}{\partial y} \right) \quad (*)\]](//latex.artofproblemsolving.com/3/d/9/3d9e92c6fc5671f27faa1d192eba5d08bdea5d18.png)
However, notice that,
![\[\frac{\partial H_1}{\partial t} = \frac{\partial}{\partial t} (H_1(t, y)) = \frac{\partial}{\partial t} (h_1(t, y) + g(y)) = \frac{\partial h_1}{\partial t}\]](//latex.artofproblemsolving.com/0/0/c/00c83c8ca9d6875aa6196b03402b37a9b0bb6f24.png)
Analogously,
![\[\frac{\partial H_2}{\partial t} = \frac{\partial h_2}{\partial t}\]](//latex.artofproblemsolving.com/7/6/d/76daefd19b2456d1e0f2db3f5802037a96d92053.png)
Plugging this into
,
![\[ \frac{\partial}{\partial y} \left( \frac{\partial h_1}{\partial t} \right) = \frac{\partial}{\partial t} \left( \frac{\partial h_2}{\partial y} \right)\]](//latex.artofproblemsolving.com/7/f/2/7f2a7c7635b6c7f58fa003da2a28358e5f595f8f.png)
We use Clairaut's Theorem, which states that if

and

are continuous at
,
![\[\frac{\partial }{\partial x} \left( \frac{\partial }{\partial y} \left( f(x, y) \right) \right) = \frac{\partial }{\partial y} \left( \frac{\partial }{\partial x} \left( f(x, y) \right) \right)\]](//latex.artofproblemsolving.com/2/9/9/2995196fc0d2629c58257e4a9e4e843c2b5a2c0d.png)
We apply Clairaut's Theorem to the left side of the prior equation,
![\[\iff \frac{\partial}{\partial t} \left( \frac{\partial h_1}{\partial y} \right) = \frac{\partial}{\partial t} \left( \frac{\partial h_2}{\partial y} \right) \]](//latex.artofproblemsolving.com/f/0/7/f07eba5c82e22ac9c24bef635f7dd645df1ab081.png)
We now do partial integration on both sides. Note that the product of integration becomes an arbitrary function in terms of

since we are working with partial derivatives,
![\[\Longrightarrow \frac{\partial h_1}{\partial y} = \frac{\partial h_2}{\partial y} + f(y)\]](//latex.artofproblemsolving.com/1/1/8/1189ce72e64b38a0c2d49a5d3bb6f4806d1edff5.png)
We now integrate with respect to
,
![\[\Longrightarrow h_1(t, y) = h_2(t, y) + \int f(y) \, dy + g(t)\]](//latex.artofproblemsolving.com/c/d/6/cd6c30eaeff568dbbbfd4285a81e1b7b20eb0221.png)
Therefore,

and

differ by

and
, which are entirely functions in terms of

and

respectively. However, neither

and

have any terms which are independent in

or

from our definition of

and
. Therefore, the constant functions of integration are both zero and

as desired. The claim is proved.
Now recall that

and

are both zero since, under are algorithm, we clarified that we are omitting any constants of integration when writing

and
. Therefore, we may in fact write,
![\[H_1 (t, y) = h_1(t, y) + f_1(t)\]](//latex.artofproblemsolving.com/a/7/a/a7ae5abc07fbfaaec649fb8a4ea2700a9314005f.png)
![\[H_2 (t, y) = h_2(t, y) + g_2(y)\]](//latex.artofproblemsolving.com/a/0/2/a0289f949b0f273885d1ea07c612c8a3d036475a.png)
We now apply step

of our algorithm, which removes any duplicate terms appearing in both

and

from
.
Claim:
![\[H(t, y) := h_1(t, y) + f_1(t) + g_2(y)\]](//latex.artofproblemsolving.com/b/6/a/b6a7f4395043de9cd158cbf0ea156256dd1bd3d0.png)
Is

after we apply step

of our algorithm.
Indeed, when we added,
![\[H_1 (t, y) = h_1(t, y) + f_1(t)\]](//latex.artofproblemsolving.com/a/7/a/a7ae5abc07fbfaaec649fb8a4ea2700a9314005f.png)
![\[H_2 (t, y) = h_2(t, y) + g_2(y)\]](//latex.artofproblemsolving.com/a/0/2/a0289f949b0f273885d1ea07c612c8a3d036475a.png)
Under step
, we removed everything in

that appeared in
. Since
, the entirety of

was removed. However, since

is a function in

but there were no terms solely in terms of

in
, nothing from

was removed. As a result, after step
,
![\[H_2(t, y) := g_2(y)\]](//latex.artofproblemsolving.com/3/7/0/37096a723786db65b1b0cc0a2b36317698ed9556.png)
Adding it to
, we get the desired result. The claim is proved.
It now suffices to show that this

has all the solutions to the differential equation.
Claim:
![\[H(t, y) = h_1(t, y) + f_1(t) + g_2(y)\]](//latex.artofproblemsolving.com/6/f/a/6fa6577437e0d43483badedfae65e94342d9d27d.png)
Satisfies

and
We may plug it in to prove it. Indeed,
's partial derivative with respect to

is

and adding on a

does not change the partial derivative with respect to
. The analogous conclusion can be made for
. The claim is proved.
Therefore, the given differential equation,
![\[M(t, y) + N(t, y) \frac{dy}{dt} = 0\]](//latex.artofproblemsolving.com/5/a/b/5ab7d1bbf763fbaf19a5acfb75f5a1fc7494d4e6.png)
![\[\iff \frac{\partial H}{\partial t} + \frac{\partial H}{\partial y} \frac{dy}{dt} = 0\]](//latex.artofproblemsolving.com/5/a/3/5a3ecc34c1168f3d030d833c577ce03c31d9edf1.png)
Applying the reverse chain rule,
![\[\iff \frac{d}{dt} (H(t, y)) = 0\]](//latex.artofproblemsolving.com/a/b/f/abf0f685c4f34eff460cb3f4971b02680e2f57af.png)
As desired, since

is a function of
,
![\[\iff H(t, y) = C\]](//latex.artofproblemsolving.com/6/0/9/60920799b48c87befaf214aa2a3c41c90c0260ec.png)