Integrating factor lemma

Sufficient conditions for a non-exact 1-form M dx + N dy to become exact after multiplication by a scalar integrating factor; used for entropy/temperature as an integrating factor for heat.
Integrating factor lemma

Statement

Let DR2D\subset\mathbb R^2 be an open domain and let M,NC1(D)M,N\in C^1(D). Consider the 11-form

ω=M(x,y)dx+N(x,y)dy. \omega = M(x,y)\,dx + N(x,y)\,dy.

A nonvanishing function μ\mu on DD is an integrating factor for ω\omega if the rescaled form μω\mu\,\omega is exact (equivalently, μω=dF\mu\,\omega=dF for some potential FF).

A common sufficient criterion (two-variable, one-function dependence)

Assume N0N\neq 0 on DD and define

Φ(x,y)=1N(x,y)(MyNx). \Phi(x,y)=\frac{1}{N(x,y)}\left(\frac{\partial M}{\partial y}-\frac{\partial N}{\partial x}\right).

If Φ(x,y)\Phi(x,y) depends only on xx, i.e. Φ(x,y)=f(x)\Phi(x,y)=f(x), then

μ(x)=exp ⁣(xf(s)ds) \mu(x)=\exp\!\left(\int^x f(s)\,ds\right)

is an integrating factor on DD.

Similarly, if M0M\neq 0 on DD and

Ψ(x,y)=1M(x,y)(NxMy) \Psi(x,y)=\frac{1}{M(x,y)}\left(\frac{\partial N}{\partial x}-\frac{\partial M}{\partial y}\right)

depends only on yy, i.e. Ψ(x,y)=g(y)\Psi(x,y)=g(y), then

μ(y)=exp ⁣(yg(t)dt) \mu(y)=\exp\!\left(\int^y g(t)\,dt\right)

is an integrating factor.

Key hypotheses

  • M,NM,N are C1C^1 on DD.
  • μ\mu is nonzero on DD (so multiplication does not change the set of admissible directions).
  • For the explicit formulas above, the indicated dependence restriction holds (e.g. Φ(x,y)=f(x)\Phi(x,y)=f(x)).

Key conclusions

  • Under the criterion, μω\mu\,\omega satisfies the , hence μω=dF\mu\,\omega=dF for some state function FF.
  • The integrating factor is determined (up to an overall multiplicative constant) by a one-dimensional integral.

Proof idea / significance

Requiring exactness of μω\mu\,\omega means

(μM)y=(μN)x. \frac{\partial(\mu M)}{\partial y}=\frac{\partial(\mu N)}{\partial x}.

Expanding gives a first-order linear PDE for μ\mu. Under the stated dependence assumption (e.g. Φ(x,y)=f(x)\Phi(x,y)=f(x)), the PDE reduces to an ODE in one variable, yielding the exponential formula.

Thermodynamic significance: in equilibrium thermodynamics, the reversible heat form δQrev\delta Q_{\mathrm{rev}} typically fails to be exact, but the second law asserts the existence of an integrating factor 1/T1/T (where TT is ) such that

dS=δQrevT, dS=\frac{\delta Q_{\mathrm{rev}}}{T},

defining (cf. and ).