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6 Substitution Methods, Homogeneous Equa-Tions, Bernoulli Equations

The document discusses substitution methods for solving first order differential equations that are neither separable nor linear. It introduces the concept of homogeneous differential equations where the right side can be written as a function of y/x. For such equations, making the substitution v=y/x transforms it into a separable equation. Two examples are provided to illustrate solving homogeneous equations using this substitution method. The examples find the general solutions to differential equations by first identifying them as homogeneous, then making the substitution to transform them into separable equations that can be solved.

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0% found this document useful (0 votes)
139 views14 pages

6 Substitution Methods, Homogeneous Equa-Tions, Bernoulli Equations

The document discusses substitution methods for solving first order differential equations that are neither separable nor linear. It introduces the concept of homogeneous differential equations where the right side can be written as a function of y/x. For such equations, making the substitution v=y/x transforms it into a separable equation. Two examples are provided to illustrate solving homogeneous equations using this substitution method. The examples find the general solutions to differential equations by first identifying them as homogeneous, then making the substitution to transform them into separable equations that can be solved.

Uploaded by

Furkan Erden
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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6 Substitution Methods, Homogeneous Equa-

tions, Bernoulli Equations


The first order differential equations we have solved so far have all been
either separable or linear. But many applications involve differential
equations that are neither separable nor linear. In this section we illus-
trate that substitution methods sometimes can be used to transform a
given differential equation into either separable or linear equation.

The first order differential equation


dy
= f (x, y), (6.1)
dx
with dependent variable y and independent variable x, may contain a
conspicuous combination

v = α(x, y) (6.2)

of x and y that suggests itself as a new dependent variable v. If the


substitution relation in (6.2) can be solved for

y = β(x, v), (6.3)

then application of the chain rule, regarding v as an unknown function


of x, yields
dy ∂β dx ∂β dv ∂β ∂β dv
= + = + . (6.4)
dx ∂x dx ∂v dx ∂x ∂v dx
dy
If we substitute the right-hand side of (6.4) for in equation (6.1)
dx
dv
and then solve for , the result is a new differential equation of the
dx
form
dv
= g(x, v) (6.5)
dx
with new dependent variable v. If this new equation is either separable
or linear, then we can solve it. If v = v(x) is a solution of (6.5), then

35
Lecture Notes - Differential Equations M.Ashyraliyev

y = β(x, v(x)) will be a solution of the original equation (6.1). The


trick is to select a substitution such that the transformed equation
(6.5) is one we can solve. Even when possible, this is not always easy;
it may require a fair amount of ingenuity or trial and error.
Example 6.1. Find a general solution of the differential equation:
dy
= (x + y + 3)2 .
dx
Solution: We make a substitution v = x + y + 3, so that y = v − x − 3.
dy dv
Then = − 1. Putting these in a given equation we get
dx dx
dv dv
− 1 = v 2 or = 1 + v2
dx dx
which is a separable equation. Separating the variables, we obtain
dv
= dx.
1 + v2
Integrating both sides gives us
Z Z
dv
= dx =⇒ arctan v = x+C =⇒ v(x) = tan (x + C).
1 + v2
Finally, making a back substitution we obtain a general solution of
given differential equation
y(x) = v(x) − x − 3 = tan (x + C) − x − 3.

Example 6.2. Find a general solution of the differential equation:


dy
2xe2y = 3x4 + e2y .
dx
dv dy
Solution: We make a substitution v = e2y , = 2e2y . Putting
dx dx
these in a given equation we get
dv dv 1
x = 3x4 + v or − v = 3x3
dx dx x
36
Lecture Notes - Differential Equations M.Ashyraliyev

1
which is a first order linear differential equation with P (x) = − and
x
Q(x) = 3x3 . We find the integrating factor:
R R dx 1
µ(x) = e P (x)dx
= e− x = e− ln x = .
x
1
Therefore, multiplying both sides by µ(x) = yields
x
1 dv 1
− 2 v = 3x2
x dx x
which we recognize as  1 0
v = 3x2 .
x
Then, integration of both sides gives
v
= x3 + C.
x
Multiplying both sides by x gives us
v = x4 + Cx.
Since v = e2y , making a back substitution we obtain a general solution
of given differential equation
1
e2y = x4 + Cx =⇒ y(x) = ln |x4 + Cx|.
2

6.1 Homogeneous Equations


Definition 6.1. If the right-hand side of equation (6.1) can be written
y
as a function of v only, where v = , then first order differential equa-
x
tion is called homogeneous. So, a homogeneous first order differential
equation has the form:
dy y 
=F . (6.6)
dx x
37
Lecture Notes - Differential Equations M.Ashyraliyev

y dy dv
We use the substitution v = , so that y = xv. Then = v+x .
x dx dx
Putting these in equation (6.6) we get
dv dv F (v) − v
v+x = F (v) or =
dx dx x
which is a separable equation.
Thus, every homogeneous equation can be transformed to
y
separable equation with the use of substitution v = .
x
Example 6.3. Find a general solution of the differential equation:
dy
2xy = 4x2 + 3y 2 .
dx
Solution: We first divide both sides of given equation by 2xy. We get
dy 4x2 + 3y 2 x 3 y
= =2· + ·
dx 2xy y 2 x
We now see that this equation is a homogeneous first order differential
y
equation. We use the substitution v = . Then
x
y dy dv
v= =⇒ y = xv, =v+x .
x dx dx
Putting these in equation we get
dv 2 3v
v+x = +
dx v 2
and hence
dv 2 v dv v2 + 4
x = + or x =
dx v 2 dx 2v
which is a separable equation. Separating the variables, we obtain
2vdv dx
= .
v2 + 4 x
38
Lecture Notes - Differential Equations M.Ashyraliyev

Next, integrating both sides gives us


Z Z
2vdv dx
2
= =⇒ ln (v 2 + 4) = ln |x| + ln C =⇒
v +4 x
 y 2
2
=⇒ v + 4 = Cx =⇒ + 4 = Cx =⇒ y 2 + 4x2 = Cx3 .
x
So, the general solution of given differential equation is y 2 +4x2 = Cx3 .

Example 6.4. Solve the initial value problem:

 x dy = y + x2 − y 2 ,
 p
dx
y(1) = 0.

Solution: We divide both sides of equation in a given IVP by x and


find that r
dy y  y 2
= + 1− .
dx x x
We see that this equation is a homogeneous first order differential
y
equation. We use the substitution v = . Then
x
y dy dv
v= =⇒ y = xv, =v+x .
x dx dx
Putting these in equation we get
dv p
v+x = v + 1 − v2
dx
and hence
dv p
x = 1 − v2
dx
which is a separable equation. Separating the variables, we obtain
dv dx
√ = .
1 − v2 x
39
Lecture Notes - Differential Equations M.Ashyraliyev

Next, integrating both sides gives us


Z Z
dv dx
√ = =⇒ arcsin v = ln |x| + C =⇒
1 − v2 x

=⇒ v = sin (ln |x| + C) =⇒ y(x) = x sin (ln |x| + C).

Finally, by using initial condition y(1) = 0 we can find the value of


constant C. If we substitute x = 1 and y = 0, we obtain C = 0. So,
the solution of given IVP is

y(x) = x sin (ln |x|).

Example 6.5. Find a general solution of the differential equation:


dy
x2 − xy = y 2 − 4x2 .
dx

Solution: We first divide both sides of given equation by x2 . We get


dy y  y 2
− = −4
dx x x
We can see that this equation is a homogeneous first order differential
y
equation. We use the substitution v = . Then
x
y dy dv
v= =⇒ y = xv, =v+x .
x dx dx
Putting these in equation we get
dv
v+x − v = v2 − 4
dx
and hence
dv
x = v2 − 4
dx

40
Lecture Notes - Differential Equations M.Ashyraliyev

which is a separable equation. Separating the variables, we obtain


dv dx
= .
v2 − 4 x
Next, integrating both sides gives us
Z Z Z   Z
dv dx 1/4 1/4 dx
= =⇒ − dv = =⇒
v2 − 4 x v−2 v+2 x
1 1 1
=⇒ ln |v − 2| − ln |v + 2| = ln |x| + ln C =⇒
4 4 4
v−2
=⇒ ln |v − 2| − ln |v + 2| = ln x4 + ln C =⇒ = Cx4 =⇒
v+2
y − 2x 2x(1 + Cx4 )
=⇒ = Cx4 =⇒ y(x) = .
y + 2x 1 − Cx4

2x(1 + Cx4 )
So, the general solution of given differential equation is y(x) = .
1 − Cx4

6.2 Bernoulli Equations


Definition 6.2. A first order differential equation of the form
dy
+ P (x)y = Q(x)y n (6.7)
dx
is called a Bernoulli equation. We assume that functions P (x) and
Q(x) are continuous on some interval.

Remark 6.1. If either n = 0 or n = 1, then equation (6.7) is linear.


We consider here only nonlinear cases when n 6= 0 and n 6= 1.

41
Lecture Notes - Differential Equations M.Ashyraliyev

Theorem 6.1. Substitution

v = y 1−n (6.8)

transforms Bernoulli equation (6.7) into the linear equation


dv
+ (1 − n)P (x)v = (1 − n)Q(x). (6.9)
dx
Proof. We first divide both sides of (6.7) by y n and find that
dy
y −n + P (x)y 1−n = Q(x). (6.10)
dx
Differentiating (6.8) we have
dv dy 1 dv dy
= (1 − n)y −n or = y −n .
dx dx 1 − n dx dx
Therefore, substituting (6.8) into equation (6.10) yields
1 dv
+ P (x)v = Q(x).
1 − n dx
Finally, multiplying both sides by 1 − n we obtain (6.9), which com-
pletes the proof.

Thus, every Bernoulli equation can be transformed to linear


equation with the use of substitution (6.8).

Example 6.6. Find a general solution of the differential equation:


dy
x + 6y = 3xy 4/3 .
dx
Solution: We first divide both sides of given equation by x to bring
it to the form (6.7). We get
dy 6y
+ = 3y 4/3 . (6.11)
dx x
42
Lecture Notes - Differential Equations M.Ashyraliyev

4
We now see that this equation is a Bernoulli equation with n = ,
3
6
P (x) = and Q(x) = 3. Next, we divide both sides by y 4/3 to get
x
dy 6 −1/3
y −4/3 + y = 3.
dx x
Now, making a substitution
dv 1 dy
v = y 1−n = y 1−4/3 = y −1/3 , = − y −4/3
dx 3 dx
transforms the equation into
dv 6 dv 2
−3 + v = 3 or − v = −1
dx x dx x
which is a linear equation. We find the integrating factor:
R 2 1
µ(x) = e− x dx = e−2 ln x = .
x2
1
Therefore, multiplying both sides by µ(x) = yields
x2
1 dv 1 1
− v = −
x2 dx x3 x2
which we recognize as  1 0 1
v = − .
x2 x2
Then, integration of both sides gives
v 1
= + C.
x2 x
Multiplying both sides by x2 gives us

v = x + Cx2 .

43
Lecture Notes - Differential Equations M.Ashyraliyev

Since v = y −1/3 , making a back substitution we obtain a general solu-


tion of given differential equation
1
y −1/3 = x + Cx2 =⇒ y(x) = .
(x + Cx2 )3

Example 6.7. Solve the initial value problem:

 dy + y = xy 3 ,

dx
y(0) = 1.

Solution: We see that equation in a given IVP is a Bernoulli equation


with n = 3, P (x) = 1 and Q(x) = x. We divide both sides by y 3 to
get
1 dy 1
+ = x.
y 3 dx y 2
Now, making a substitution
1 dv 1 dy
v = y 1−n = y 1−3 = , = −2 3
y2 dx y dx
transforms the equation into
1 dv dv
− + v = x or − 2v = −2x
2 dx dx
which is a linear equation. We find the integrating factor:
R
µ(x) = e (−2)dx
= e−2x .
Therefore, multiplying both sides by µ(x) = e−2x yields
dv
e−2x − 2e−2x v = −2xe−2x
dx
which we recognize as
 0
−2x
e v = −2xe−2x .

44
Lecture Notes - Differential Equations M.Ashyraliyev

Then, integration of both sides gives


Z  
1
e−2x v = −2 xe−2x dx = x + e−2x + C.
2
Multiplying both sides by e2x gives us
1
v =x+ + Ce2x .
2
1 1
Since v = y −2 , making a back substitution we obtain2
= x+ +Ce2x .
y 2
Finally, by using initial condition y(0) = 1 we can find the value of
1
constant C. If we substitute x = 0 and y = 1, we obtain C = . So,
2
the solution of given IVP is
1 1 1 2x
= x + + e .
y2 2 2

Example 6.8. Find a general solution of the differential equation:


dy y x2 + 1
− = .
dx x y2
Solution: We observe that given equation is a Bernoulli equation with
1
n = −2, P (x) = − and Q(x) = x2 + 1. We first multiply both sides
x
by y 2 to get
dy y 3
y2 − = x2 + 1.
dx x
Now, making a substitution
dv dy
v = y 1−n = y 1+2 = y 3 , = 3y 2
dx dx
transforms the equation into
1 dv v dv 3
− = x2 + 1 or − v = 3x2 + 3
3 dx x dx x
45
Lecture Notes - Differential Equations M.Ashyraliyev

which is a linear equation. We find the integrating factor:


R 3 1
µ(x) = e− x dx = e−3 ln x = .
x3
1
Therefore, multiplying both sides by µ(x) = yields
x3
1 dv 3 3 3
− v = +
x3 dx x4 x x3
which we recognize as
 1 0 3 3
v = + .
x3 x x3
Then, integration of both sides gives
v 3
= 3 ln |x| − + C.
x3 2x2
Multiplying both sides by x3 gives us
 
3 3
v = x 3 ln |x| − 2 + C .
2x
Since v = y 3 , making a back substitution we obtain a general solution
of given differential equation
  r
3 3
y 3 = x3 3 ln |x| − 2 + C
3
=⇒ y(x) = x 3 ln |x| − 2 + C.
2x 2x

6.3 Self-study Problems


Problem 6.1. Find general solutions of the following homogeneous
differential equations:
a) (x + y)y 0 = x − y b) 2xyy 0 = x2 + 2y 2

c) xy 0 = y + 2 xy d) (x − y)y 0 = x + y

e) x(x + y)y 0 = y(x − y) f) (x + 2y)y 0 = y


46
Lecture Notes - Differential Equations M.Ashyraliyev

g) xy 2 y 0 = x3 + y 3 h) x2 y 0 = xy + x2 ey/x

i) x2 − y 2 y 0 = 2xy j) x2 y 0 = xy + y 2


p
k) xyy 0 = x2 + 3y 2 l) xyy 0 = y 2 + x 4x2 + y 2
p p
0 0
m) xy = y + x2 + y 2 n) yy + x = x2 + y 2
y 
o) x(x + y)y 0 + y(3x + y) = 0 0
p) xy = y + x tan
x
0 2xy + 3y 2 y 3
q) y = r) xy 0 = 2
2xy + x2 y − x2
3 2
p √ √
x + y x2 + y 2 x + y + x−y
s) y 0 = p t) y 0 = √ √
xy x2 + y 2 x+y− x−y

Problem 6.2. Find general solutions of the following Bernoulli differ-


ential equations:
a) x2 y 0 + 2xy = 5y 3 b) y 2 y 0 + 2xy 3 = 6x

c) y 0 = y + y 3 d) x2 y 0 + 2xy = 5y 4

0y y2
e) y − = − f) 2xy 0 + y 3 e−2x = 2xy
x x
p
0
2
g) y (xy + y) 1 + x4 = x h) 3y 2 y 0 + y 3 = e−x

i) 3xy 2 y 0 = 3x4 + y 3 j) x2 y 0 + xy = xy 3
8x
k) xy 0 + y = −2x6 y 4 l) y 0 + 4xy =
y3
(x + 1)y x+1
m) y 0 + = n) xy 0 + y = y 2 x2 ln x
2x xy

47
Lecture Notes - Differential Equations M.Ashyraliyev

Problem 6.3. Find general solutions of the following differential equa-


tions by making appropriate substitution.
0
b) y 0 = (4x + y)2
p
a) y = x + y + 1

c) (x + y)y 0 = 1 d) xey y 0 = 2 ey + x3 e2x




e) (x sin 2y) y 0 = 4x2 + sin2 y f) (x + ey ) y 0 = xe−y − 1

Problem 6.4. Find solutions of the following initial value problems:


 
dy  (x + y) dy = x − y,
 2xy = x2 + 3y 2 ,
 
a) dx b) dx

 y(2) = 6. 
 y(1) = 0.

 
 dy + y = x ,
  x dy + y = (xy)3/2 ,

c) dx 2x y 3 d) dx
 
 y(1) = 4.
y(1) = 2.

2 2
 dy = 2x − 5y ,
 
  dy = 3x + 9xy + 5y ,

e) dx y − 4x f) dx 6x2 + 4xy
 
y(1) = 4. y(2) = −6.
 

48

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