Exact differential

In multivariate calculus, a differential or differential form is said to be exact or perfect (so called an exact differential), as contrasted with an inexact differential, if it is equal to the general differential dQ for some differentiable function Q.

An exact differential is sometimes also called a total differential, or a full differential, or, in the study of differential geometry, it is termed an exact form.

The integral of an exact differential over any integral path is path-independent, and this fact is used to identity state functions in thermodynamics.

Overview[]

Definition[]

Even if we work in three dimensions here, the definitions of exact differentials for other dimensions are similar to the three dimensional definition. In three dimensions, a form of the type

${\displaystyle A(x,y,z)\,dx+B(x,y,z)\,dy+C(x,y,z)\,dz}$

is called a differential form. This form is called exact on a open domain ${\displaystyle D\subset \mathbb {R} ^{3}}$ in space if there exists some differentiable scalar function ${\displaystyle Q=Q(x,y,z)}$ defined on ${\displaystyle D}$ such that

${\displaystyle dQ\equiv \left({\frac {\partial Q}{\partial x}}\right)_{y,z}\,dx+\left({\frac {\partial Q}{\partial y}}\right)_{x,z}\,dy+\left({\frac {\partial Q}{\partial z}}\right)_{x,y}\,dz,}$   ${\displaystyle dQ=A\,dx+B\,dy+C\,dz}$

throughout ${\displaystyle D}$, where ${\displaystyle x,y,z}$ are orthogonal coordinates (e.g., Cartesian, cylindrical, or spherical coordinates).^[1] In other words, in some domain of three dimensional space, a differential form is an exact differential if it is equal to the general differential of a differentiable function.

Note: In this mathematical expression, the subscripts outside the parenthesis indicate which variables are being held constant during differentiation. Due to the definition of the partial derivative, these subscripts are not required, but they are included as a reminder.

Integral path independence[]

The exact differential for a differentiable function ${\displaystyle Q}$ is equal to ${\displaystyle dQ=\nabla Q\cdot d\mathbf {r} }$, that is the scalar product between the conservative vector field ${\displaystyle (A,B,C)=\nabla Q}$ (where the right hand side is the gradient of ${\displaystyle Q}$) for the corresponding potential ${\displaystyle Q}$ and the general differential displacement vector ${\displaystyle (dx,dy,dz)=d\mathbf {r} }$.

The gradient theorem states

${\displaystyle \int _{i}^{f}dQ=\int _{i}^{f}\nabla Q(\mathbf {r} )\cdot d\mathbf {r} =Q\left(f\right)-Q\left(i\right)}$

that does not depend on which integral path between the given path endpoints ${\displaystyle i}$ and ${\displaystyle f}$ is chosen. So it is concluded that the integral of an exact differential is independent of the choice of an integral path between given path endpoints (path independence).

For three dimensional spaces, this integral path independence can also be proved by using the vector calculus identity ${\displaystyle \nabla \times (\nabla Q)=\mathbf {0} }$ and the Stokes' theorem.

${\displaystyle \oint _{\partial \Sigma }\nabla Q\cdot d\mathbf {r} =\iint _{\Sigma }(\nabla \times \nabla Q)\cdot d\mathbf {a} =0}$

for a closed loop ${\displaystyle \partial \Sigma }$ with the smooth oriented surface ${\displaystyle \Sigma }$ in it.

Thermodynamic state function[]

In thermodynamics, when ${\displaystyle dQ}$ is exact, the function ${\displaystyle Q}$ is a state function (a mathematical function depending only on the current equilibrium state, not depending on the system path taken to reach the equilibrium state) of the system. Internal energy ${\displaystyle U}$, Entropy ${\displaystyle S}$, Enthalpy ${\displaystyle H}$, Helmholtz free energy ${\displaystyle A}$, and Gibbs free energy ${\displaystyle G}$ are state functions. Generally, neither work ${\displaystyle W}$ nor heat ${\displaystyle Q}$ (A common character representing heat, don't confuse this as an exact differential even if the same character ${\displaystyle Q}$ is used to represent exact differentials.) is a state function.

One dimension[]

In one dimension, a differential form

${\displaystyle A(x)\,dx}$

is exact if and only if ${\displaystyle A}$ has an antiderivative (but not necessarily one in terms of elementary functions). If ${\displaystyle A}$ has an antiderivative and let ${\displaystyle Q}$ be an antiderivative of ${\displaystyle A}$ so ${\displaystyle {\frac {dQ}{dx}}=A}$, then ${\displaystyle A(x)\,dx}$ obviously satisfies the condition for exactness. If ${\displaystyle A}$ does not have an antiderivative, then we cannot write ${\displaystyle dQ={\frac {dQ}{dx}}dx}$ with ${\displaystyle A={\frac {dQ}{dx}}}$ for a differentiable function ${\displaystyle Q}$ so ${\displaystyle A(x)\,dx}$ is inexact.

Two and three dimensions[]

By symmetry of second derivatives, for any "well-behaved" (non-pathological) function ${\displaystyle Q}$, we have

${\displaystyle {\frac {\partial ^{2}Q}{\partial x\,\partial y}}={\frac {\partial ^{2}Q}{\partial y\,\partial x}}.}$

Hence, in a simply-connected region R of the xy-plane, a differential form

${\displaystyle A(x,y)\,dx+B(x,y)\,dy}$

is an exact differential if and only if the equation

${\displaystyle \left({\frac {\partial A}{\partial y}}\right)_{x}=\left({\frac {\partial B}{\partial x}}\right)_{y}}$

holds. If it is an exact differential so ${\displaystyle A={\frac {\partial Q}{\partial x}}}$ and ${\displaystyle B={\frac {\partial Q}{\partial y}}}$, then ${\displaystyle Q}$ is a differentiable (smoothly continuous) function along ${\displaystyle x}$ and ${\displaystyle y}$, so ${\displaystyle \left({\frac {\partial A}{\partial y}}\right)_{x}={\frac {\partial ^{2}Q}{\partial y\partial x}}={\frac {\partial ^{2}Q}{\partial x\partial y}}=\left({\frac {\partial B}{\partial x}}\right)_{y}}$. If ${\displaystyle \left({\frac {\partial A}{\partial y}}\right)_{x}=\left({\frac {\partial B}{\partial x}}\right)_{y}}$ holds, then ${\displaystyle A}$ and ${\displaystyle B}$ are differentiable (again, smoothly continuous) functions along ${\displaystyle y}$ and ${\displaystyle x}$ respectively, and ${\displaystyle \left({\frac {\partial A}{\partial y}}\right)_{x}={\frac {\partial ^{2}Q}{\partial y\partial x}}={\frac {\partial ^{2}Q}{\partial x\partial y}}=\left({\frac {\partial B}{\partial x}}\right)_{y}}$ is only the case.

For three dimensions, in a simply-connected region R of the xyz-coordinate system, by a similar reason, a differential

${\displaystyle dQ=A(x,y,z)\,dx+B(x,y,z)\,dy+C(x,y,z)\,dz}$

is an exact differential if and only if between the functions A, B and C there exist the relations

${\displaystyle \left({\frac {\partial A}{\partial y}}\right)_{x,z}\!\!\!=\left({\frac {\partial B}{\partial x}}\right)_{y,z}}$; ${\displaystyle \left({\frac {\partial A}{\partial z}}\right)_{x,y}\!\!\!=\left({\frac {\partial C}{\partial x}}\right)_{y,z}}$; ${\displaystyle \left({\frac {\partial B}{\partial z}}\right)_{x,y}\!\!\!=\left({\frac {\partial C}{\partial y}}\right)_{x,z}.}$

These conditions are equivalent to the following sentence: If G is the graph of this vector valued function then for all tangent vectors X,Y of the surface G then s(X, Y) = 0 with s the symplectic form.

These conditions, which are easy to generalize, arise from the independence of the order of differentiations in the calculation of the second derivatives. So, in order for a differential dQ, that is a function of four variables, to be an exact differential, there are six conditions (the combination ${\displaystyle C(4,2)=6}$) to satisfy.

Partial differential relations[]

If a differentiable function ${\displaystyle z(x,y)}$ is one-to-one (injective) for each independent variable, e.g., ${\displaystyle z(x,y)}$ is one-to-one for ${\displaystyle x}$ at a fixed ${\displaystyle y}$ while it is not necessarily one-to-one for ${\displaystyle (x,y)}$, then the following total differentials exist because each independent variable is a differentiable function for the other variables, e.g., ${\displaystyle x(y,z)}$.

${\displaystyle dx={\left({\frac {\partial x}{\partial y}}\right)}_{z}\,dy+{\left({\frac {\partial x}{\partial z}}\right)}_{y}\,dz}$

${\displaystyle dz={\left({\frac {\partial z}{\partial x}}\right)}_{y}\,dx+{\left({\frac {\partial z}{\partial y}}\right)}_{x}\,dy.}$

Substituting the first equation into the second and rearranging, we obtain

${\displaystyle dz={\left({\frac {\partial z}{\partial x}}\right)}_{y}\left[{\left({\frac {\partial x}{\partial y}}\right)}_{z}dy+{\left({\frac {\partial x}{\partial z}}\right)}_{y}dz\right]+{\left({\frac {\partial z}{\partial y}}\right)}_{x}dy,}$

${\displaystyle dz=\left[{\left({\frac {\partial z}{\partial x}}\right)}_{y}{\left({\frac {\partial x}{\partial y}}\right)}_{z}+{\left({\frac {\partial z}{\partial y}}\right)}_{x}\right]dy+{\left({\frac {\partial z}{\partial x}}\right)}_{y}{\left({\frac {\partial x}{\partial z}}\right)}_{y}dz,}$

${\displaystyle \left[1-{\left({\frac {\partial z}{\partial x}}\right)}_{y}{\left({\frac {\partial x}{\partial z}}\right)}_{y}\right]dz=\left[{\left({\frac {\partial z}{\partial x}}\right)}_{y}{\left({\frac {\partial x}{\partial y}}\right)}_{z}+{\left({\frac {\partial z}{\partial y}}\right)}_{x}\right]dy.}$

Since ${\displaystyle y}$ and ${\displaystyle z}$ are independent variables, ${\displaystyle dy}$ and ${\displaystyle dz}$ may be chosen without restriction. For this last equation to generally hold, the bracketed terms must be equal to zero.^[2] The left bracket equal to zero leads to the reciprocity relation while the right bracket equal to zero goes to the cyclic relation as shown below.

Reciprocity relation[]

Setting the first term in brackets equal to zero yields

${\displaystyle {\left({\frac {\partial z}{\partial x}}\right)}_{y}{\left({\frac {\partial x}{\partial z}}\right)}_{y}=1.}$

A slight rearrangement gives a reciprocity relation,

${\displaystyle {\left({\frac {\partial z}{\partial x}}\right)}_{y}={\frac {1}{{\left({\frac {\partial x}{\partial z}}\right)}_{y}}}.}$

There are two more permutations of the foregoing derivation that give a total of three reciprocity relations between ${\displaystyle x}$, ${\displaystyle y}$ and ${\displaystyle z}$.

Cyclic relation[]

The cyclic relation is also known as the cyclic rule or the Triple product rule. Setting the second term in brackets equal to zero yields

${\displaystyle {\left({\frac {\partial z}{\partial x}}\right)}_{y}{\left({\frac {\partial x}{\partial y}}\right)}_{z}=-{\left({\frac {\partial z}{\partial y}}\right)}_{x}.}$

Using a reciprocity relation for ${\displaystyle {\tfrac {\partial z}{\partial y}}}$ on this equation and reordering gives a cyclic relation (the triple product rule),

${\displaystyle {\left({\frac {\partial x}{\partial y}}\right)}_{z}{\left({\frac {\partial y}{\partial z}}\right)}_{x}{\left({\frac {\partial z}{\partial x}}\right)}_{y}=-1.}$

If, instead, reciprocity relations for ${\displaystyle {\tfrac {\partial x}{\partial y}}}$ and ${\displaystyle {\tfrac {\partial y}{\partial z}}}$ are used with subsequent rearrangement, a standard form for implicit differentiation is obtained:

${\displaystyle {\left({\frac {\partial y}{\partial x}}\right)}_{z}=-{\frac {{\left({\frac {\partial z}{\partial x}}\right)}_{y}}{{\left({\frac {\partial z}{\partial y}}\right)}_{x}}}.}$

Some useful equations derived from exact differentials in two dimensions[]

(See also Bridgman's thermodynamic equations for the use of exact differentials in the theory of thermodynamic equations)

Suppose we have five state functions ${\displaystyle z,x,y,u}$, and ${\displaystyle v}$. Suppose that the state space is two-dimensional and any of the five quantities are differentiable. Then by the chain rule

${\displaystyle dz=\left({\frac {\partial z}{\partial x}}\right)_{y}dx+\left({\frac {\partial z}{\partial y}}\right)_{x}dy=\left({\frac {\partial z}{\partial u}}\right)_{v}du+\left({\frac {\partial z}{\partial v}}\right)_{u}dv}$

(1)

but also by the chain rule:

${\displaystyle dx=\left({\frac {\partial x}{\partial u}}\right)_{v}du+\left({\frac {\partial x}{\partial v}}\right)_{u}dv}$

(2)

and

${\displaystyle dy=\left({\frac {\partial y}{\partial u}}\right)_{v}du+\left({\frac {\partial y}{\partial v}}\right)_{u}dv}$

(3)

so that (by substituting (2) and (3) into (1)):

${\displaystyle {\begin{aligned}dz=&\left[\left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial u}}\right)_{v}+\left({\frac {\partial z}{\partial y}}\right)_{x}\left({\frac {\partial y}{\partial u}}\right)_{v}\right]du\\+&\left[\left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial v}}\right)_{u}+\left({\frac {\partial z}{\partial y}}\right)_{x}\left({\frac {\partial y}{\partial v}}\right)_{u}\right]dv\end{aligned}}}$

(4)

which implies that (by comparing (4) with (1)):

${\displaystyle \left({\frac {\partial z}{\partial u}}\right)_{v}=\left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial u}}\right)_{v}+\left({\frac {\partial z}{\partial y}}\right)_{x}\left({\frac {\partial y}{\partial u}}\right)_{v}}$

(5)

Letting ${\displaystyle v=y}$ in (5) gives:

${\displaystyle \left({\frac {\partial z}{\partial u}}\right)_{y}=\left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial u}}\right)_{y}}$

(6)

Letting ${\displaystyle u=y}$ in (5) gives:

${\displaystyle \left({\frac {\partial z}{\partial y}}\right)_{v}=\left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial y}}\right)_{v}+\left({\frac {\partial z}{\partial y}}\right)_{x}}$

(7)

Letting ${\displaystyle u=y}$ and ${\displaystyle v=z}$ in (5) gives:

${\displaystyle \left({\frac {\partial z}{\partial y}}\right)_{x}=-\left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial y}}\right)_{z}}$

(8)

using (${\displaystyle \partial a/\partial b)_{c}=1/(\partial b/\partial a)_{c}}$ gives the triple product rule:

${\displaystyle \left({\frac {\partial z}{\partial x}}\right)_{y}\left({\frac {\partial x}{\partial y}}\right)_{z}\left({\frac {\partial y}{\partial z}}\right)_{x}=-1}$

(9)

See also[]

• Closed and exact differential forms for a higher-level treatment
• Differential (mathematics)
• Inexact differential
• Integrating factor for solving non-exact differential equations by making them exact
• Exact differential equation

References[]

• Perrot, P. (1998). A to Z of Thermodynamics. New York: Oxford University Press.
• Dennis G. Zill (14 May 2008). A First Course in Differential Equations. Cengage Learning. ISBN 978-0-495-10824-5.

External links[]

• Inexact Differential – from Wolfram MathWorld
• Exact and Inexact Differentials – University of Arizona
• Exact and Inexact Differentials – University of Texas
• Exact Differential – from Wolfram MathWorld