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Lec 1

This document discusses first-order homogeneous differential equations (DEs). It provides examples of homogeneous functions and using substitution to solve homogeneous DEs. The document also discusses how some first-order DEs can be reduced to homogeneous form through variable substitution.

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Heba Eng
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
15 views7 pages

Lec 1

This document discusses first-order homogeneous differential equations (DEs). It provides examples of homogeneous functions and using substitution to solve homogeneous DEs. The document also discusses how some first-order DEs can be reduced to homogeneous form through variable substitution.

Uploaded by

Heba Eng
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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( ( & =

i) 𝑦′(1 + 𝑥 % )% = 1, 𝑦(1) = . Solution. 𝑦 = Itan*( 𝑥 + J−


< % (5& " >
& (𝑒 & ( ( @ #$ *'@ $ 5% &
j) 2 𝑑𝑦 = 𝑒 + 1) 𝑑𝑦 − 𝑑𝑥, 𝑦 (1) = − . Solution. 𝑦 = ln d d−
% ? @ # *'@5% %

First-Order Homogeneous DEs

The function 𝑓(𝑥, 𝑦) is called homogeneous of degree n with respect to the variables x, y if for any 𝜆 > 0
the following identity is verified:

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆# 𝑓(𝑥, 𝑦).

Example 9. The function 𝑓(𝑥, 𝑦) = 𝑥𝑦 % − 𝑦 ' is homogeneous of degree 3 since

𝑓(𝜆𝑥, 𝜆𝑦) = (𝜆𝑥)(𝜆𝑦)% − (𝜆𝑦)' = 𝜆' 𝑥𝑦 % − 𝜆' 𝑦 ' = 𝜆' (𝑥𝑦 % − 𝑦 ' ) = 𝜆' 𝑓(𝑥, 𝑦).
&*-
Example 10. The function 𝑓(𝑥, 𝑦) = is homogeneous of degree 0 since
&

𝜆𝑥 − 𝜆𝑦 𝜆(𝑥 − 𝑦) 𝑥−𝑦
𝑓(𝜆𝑥, 𝜆𝑦) = = = 𝜆) = 𝜆) 𝑓(𝑥, 𝑦).
𝜆𝑥 𝜆𝑥 𝑥

The first-order DE (2B) is called homogeneous with respect to the variables x, y if the function 𝑓(𝑥, 𝑦) is
homogeneous of degree 0 with respect to x, y.

Solving a First-Order Homogeneous DE


(
Suppose that in (2B) 𝑓(𝜆𝑥, 𝜆𝑦) = 𝑓(𝑥, 𝑦). By making 𝜆 = , we have
&

-
𝑓(𝑥, 𝑦) = 𝑓 I1, & J.

Thus, (2B) takes the form

𝑑𝑦 -
= 𝑓 I1, & J. (13)
𝑑𝑥
-
Making the substitution 𝑢 = & ⇒ 𝑦 = 𝑢𝑥, we get

𝑑𝑦 𝑑𝑢
=𝑢+ 𝑥. (13𝐴)
𝑑𝑥 𝑑𝑥

Equating (13) and (13A), we get

𝑑𝑢
𝑢+ 𝑥 = 𝑓(1, 𝑢),
𝑑𝑥

which is a DE with separable variables. It can be written as

𝑑𝑢 𝑑𝑢 𝑑𝑥
𝑥 = 𝑓(1, 𝑢) − 𝑢 ⇒ =
𝑑𝑥 𝑓 (1, 𝑢) − 𝑢 𝑥

9
and has general integral

𝑑𝑢 𝑑𝑥
M =M +𝐶
𝑓(1, 𝑢) − 𝑢 𝑥

Example 11. Find the general solution of 𝑥 𝑑𝑦 − 𝑦 𝑑𝑥 = S𝑥 % + 𝑦 % 𝑑𝑥.

𝑥 𝑑𝑦 = I𝑦 + S𝑥 % + 𝑦 % J 𝑑𝑥

𝑑𝑦 𝑦 + S𝑥 % + 𝑦 % 𝑑𝑦 𝑦 𝑦 %
= ⇒ = + h1 + I J ,
𝑑𝑥 𝑥 𝑑𝑥 𝑥 𝑥

which is a homogeneous DE. If u = y/x, then

𝑑𝑢
𝑢+𝑥 = 𝑢 + S1 + 𝑢 %
𝑑𝑥
𝑑𝑢
𝑥 = S1 + 𝑢 %
𝑑𝑥
𝑑𝑢 𝑑𝑥
=
√1 + 𝑢% 𝑥

𝑑𝑢 𝑑𝑥
M =M + ln 𝐶.
√1 + 𝑢% 𝑥

Let us calculate the integral on the left side


𝑢
𝑢 = tan 𝜃 𝑜𝑟 tan 𝜃 = (𝐹𝑖𝑔. 3), 𝑑𝑢 = sec % 𝜃 𝑑𝜃.
1

u √1 + 𝑢%

Fig. 3.

𝑑𝑢 sec % 𝜃 𝑑𝜃 sec % 𝜃 𝑑𝜃
M =M =M = M sec 𝜃 𝑑𝜃 = ln|sec 𝜃 + tan 𝜃| = ln dS1 + 𝑢% + 𝑢d .
√1 + 𝑢% √1 + tan% 𝜃 sec 𝜃

Therefore

ln dS1 + 𝑢% + 𝑢d = ln|𝐶𝑥|

10
S1 + 𝑢% + 𝑢 = 𝐶𝑥

𝑦 % 𝑦
h1 + I J + = 𝐶𝑥
𝑥 𝑥

S𝑥 % + 𝑦 % + 𝑦 = 𝐶𝑥 % .

Remark 2. The DE

𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦) 𝑑𝑦 = 0

is a homogeneous one only in the case where M(x, y) and N(x, y) are homogeneous functions of the same
degree.

Example 12. Find the general integral of (𝑥 % + 𝑦 % ) 𝑑𝑥 + (2𝑥𝑦) 𝑑𝑦 = 0.

M and N are homogeneous of second degree. So the given DE is a homogeneous one.

2𝑥𝑦 𝑑𝑦 = −(𝑥 % + 𝑦 % ) 𝑑𝑥

𝑑𝑦 𝑥% + 𝑦%
=−
𝑑𝑥 2𝑥𝑦

𝑥% + 𝑦% 𝑦 %
𝑑𝑦 % 1 + I 𝑥J
=− 𝑥 =− 𝑦
𝑑𝑥 2𝑥𝑦 2 I𝑥 J
𝑥%

𝑑𝑢 1 + 𝑢%
𝑢+𝑥 =−
𝑑𝑥 2𝑢

𝑑𝑢 −1 − 𝑢% − 2𝑢%
𝑥 =
𝑑𝑥 2𝑢

𝑑𝑢 3𝑢% + 1
𝑥 =−
𝑑𝑥 2𝑢
2𝑢 𝑑𝑢 𝑑𝑥
= −
3𝑢% + 1 𝑥
1 6𝑢 𝑑𝑢 𝑑𝑥
M % = −M + ln 𝐶
3 3𝑢 + 1 𝑥

𝐶
ln|3𝑢% + 1| = 3 ln m m
𝑥

3𝑦 % + 𝑥 % 𝐶 '
= [ \
𝑥% 𝑥

11
𝐶(
3𝑦 % + 𝑥 % = , 𝐶( = 𝐶 '
𝑥

3𝑥𝑦 % + 𝑥 ' = 𝐶( .

DEs that Can Be Reduced to a Homogeneous DE

The following DE

𝑑𝑦 𝑎𝑥 + 𝑏𝑦 + 𝑐
= (14)
𝑑𝑥 𝑎( 𝑥 + 𝑏( 𝑦 + 𝑐(

can be reduced to a homogeneous DE. If c = c1 = 0, then DE (14) is, obviously, a homogeneous one. Suppose
now that both c and c1 are not zero (or at least one of them either c or c1 is not zero.) Let us make the change
of variables

𝑥 = 𝑥( + ℎ , 𝑦 = 𝑦( + 𝑘

It follows that

𝑑𝑥 𝑑𝑦
= 1, = 1,
𝑑𝑥( 𝑑𝑦(

which means

𝑑𝑥 𝑑𝑦 𝑑𝑦( 𝑑𝑦
= ⇒ =
𝑑𝑥( 𝑑𝑦( 𝑑𝑥( 𝑑𝑥

Substituting the values of x, y and dy/dx into (14), we obtain

𝑑𝑦( 𝑎𝑥( + 𝑏𝑦( + 𝑎ℎ + 𝑏𝑘 + 𝑐


= (15)
𝑑𝑥( 𝑎( 𝑥( + 𝑏( 𝑦( + 𝑎( ℎ + 𝑏( 𝑘 + 𝑐(

Let us choose h and k so that the following system of equations are verified:

𝑎ℎ + 𝑏𝑘 + 𝑐 = 0
,
𝑎( ℎ + 𝑏( 𝑘 + 𝑐( = 0

which means

𝑎ℎ + 𝑏𝑘 = −𝑐
, (16)
𝑎( ℎ + 𝑏( 𝑘 = −𝑐(

that is, let us determine h and k as solutions of linear system (16). Under this condition, DE (15) is a
homogeneous one:

𝑑𝑦( 𝑎𝑥( + 𝑏𝑦(


= .
𝑑𝑥( 𝑎( 𝑥( + 𝑏( 𝑦(

12
𝑎 𝑏 A% B%
System (16) has no solution if m m = 0, that is, if 𝑎𝑏( − 𝑎( 𝑏 = 0 or 𝑎𝑏( = 𝑎( 𝑏. But = = 𝜆,
𝑎( 𝑏( A B
that is, 𝑎( = 𝜆𝑎 and 𝑏( = 𝜆𝑏. Therefore, DE (14) can be transformed as follows:

𝑑𝑦 𝑎𝑥 + 𝑏𝑦 + 𝑐
= ,
𝑑𝑥 𝜆𝑎𝑥 + 𝜆𝑏𝑦 + 𝑐(

that is,

𝑑𝑦 (𝑎𝑥 + 𝑏𝑦) + 𝑐
= . (17)
𝑑𝑥 𝜆(𝑎𝑥 + 𝑏𝑦) + 𝑐(

Let us make the substitution

𝑧 = 𝑎𝑥 + 𝑏𝑦. (18)

It follows that

𝑑𝑧 𝑑𝑦 𝑑𝑦 1 𝑑𝑧 𝑎
=𝑎+𝑏 ⇒ = − . (19)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑏 𝑑𝑥 𝑏

Substituting (18) and (19) into (17), we get

1 𝑑𝑧 𝑎 𝑧+𝑐
− = ,
𝑏 𝑑𝑥 𝑏 𝜆𝑧 + 𝑐(

which is a DE with separable variables.

Example 13. Solve (2𝑥 − 𝑦 + 4)𝑑𝑦 + (𝑥 − 2𝑦 + 5)𝑑𝑥 = 0.

(2𝑥 − 𝑦 + 4)𝑑𝑦 = (−𝑥 + 2𝑦 − 5)𝑑𝑥

𝑑𝑦 −𝑥 + 2𝑦 − 5
=
𝑑𝑥 2𝑥 − 𝑦 + 4
/- /-
Knowing that 𝑥 = 𝑥( + ℎ , 𝑦 = 𝑦( + 𝑘 and /&
= /&% , then
%

𝑑𝑦( −𝑥( − ℎ + 2𝑦( + 2𝑘 − 5 −𝑥( + 2𝑦( − ℎ + 2𝑘 − 5


= =
𝑑𝑥( 2𝑥( + 2ℎ − 𝑦( − 𝑘 + 4 2𝑥( − 𝑦( + 2ℎ − 𝑘 + 4

Let us form the system

−ℎ + 2𝑘 − 5 = 0 −ℎ + 2𝑘 = 5

2ℎ − 𝑘 + 4 = 0 2ℎ − 𝑘 = −4

Solving by using Cramer’s rule, we obtain (ℎ, 𝑘) = (−1, 2). Therefore,


𝑦(
𝑑𝑦( −𝑥( + 2𝑦( − (−1) + 2(2) − 5 −𝑥( + 2𝑦( −1 + 2 𝑥(
= = = 𝑦 . (20)
𝑑𝑥( 2𝑥( − 𝑦( + 2(−1) − 2 + 4 2𝑥( − 𝑦( 2 − 𝑥(
(

13
Let us make

𝑦( 𝑑𝑦( 𝑑𝑢
𝑢= ⇒ 𝑦( = 𝑢𝑥( ⇒ = 𝑢 + 𝑥( . (21)
𝑥( 𝑑𝑥( 𝑑𝑥(

Substituting (21) into (20), we get

𝑑𝑢 −1 + 2𝑢
𝑢 + 𝑥( =
𝑑𝑥( 2−𝑢

𝑑𝑢 −1 + 2𝑢 −1 + 2𝑢 − 2𝑢 + 𝑢% 𝑢% − 1 (𝑢 − 1)(𝑢 + 1)
𝑥( = −𝑢 = = =
𝑑𝑥( 2−𝑢 2−𝑢 2−𝑢 2−𝑢

(2 − 𝑢)𝑑𝑢 𝑑𝑥(
=
(𝑢 − 1)(𝑢 + 1) 𝑥(

𝑑𝑢 𝑢𝑑𝑢 𝑑𝑥(
2M −M % =M + ln|𝐶|
(𝑢 − 1)(𝑢 + 1) 𝑢 −1 𝑥(

1 𝑑𝑢 𝑑𝑢 1 2𝑢
2 q [M −M \r − M % = ln|𝐶𝑥( |
2 𝑢−1 𝑢+1 2 𝑢 −1

1
ln|𝑢 − 1| − ln|𝑢 + 1| − ln|𝑢% − 1| = ln|𝐶𝑥( |
2
𝑢−1
ln s s = ln|𝐶𝑥( |
(𝑢 + 1)√𝑢 + 1√𝑢 − 1

√𝑢 − 1
= 𝐶𝑥(
S(𝑢 + 1)'

𝑦
t𝑥( − 1
(
= 𝐶𝑥(
𝑦 '
tI ( + 1J
𝑥(

S𝑦( − 𝑥(
= 𝐶, (22)
S(𝑦( + 𝑥( )'

but
𝑥 = 𝑥( + ℎ = 𝑥( − 1, 𝑦 = 𝑦( + 𝑘 = 𝑦( + 2 ,

which means

𝑥( = 𝑥 + 1, 𝑦( = 𝑦 − 2 . (23)

Substituting (23) into (22), we obtain

14
S𝑦 − 2 − 𝑥 − 1 S𝑦 − 𝑥 − 3
= 𝐶 ⇒ = 𝐶
S(𝑦 − 2 + 𝑥 + 1)' S(𝑥 + 𝑦 − 1)'

Example 14: Solve

𝑑𝑦 −3𝑥 − 3𝑦 + 1
= .
𝑑𝑥 𝑥+𝑦+1

−3 −3
In this case, d d = −3 − (−3) = 0. Therefore,
1 1
𝑑𝑦 −3𝑥 − 3𝑦 + 1 −3(𝑥 + 𝑦) + 1
= = .
𝑑𝑥 𝑥+𝑦+1 (𝑥 + 𝑦) + 1

Knowing, according to (18) and (19), that

𝑑𝑧 𝑑𝑦 𝑑𝑦 𝑑𝑧
𝑧 = 𝑥 + 𝑦, =1+ , = −1,
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

then

𝑑𝑧 −3𝑧 + 1
−1=
𝑑𝑥 𝑧+1
𝑑𝑧 −3𝑧 + 1 + 𝑧 + 1
=
𝑑𝑥 𝑧+1
𝑑𝑧 −2(𝑧 − 1)
=
𝑑𝑥 𝑧+1
(𝑧 + 1)𝑑𝑧
= −2𝑑𝑥
𝑧−1
(𝑧 + 1)𝑑𝑧
M = −2 M 𝑑𝑥 + 𝐶
𝑧−1

𝑑𝑧
M 𝑑𝑧 + 2 M = −2𝑥 + 𝐶
𝑧−1

𝑧 + 2 ln|𝑧 − 1| = −2𝑥 + 𝐶

(𝑥 + 𝑦) + 2 ln|(𝑥 + 𝑦) − 1| = 𝐶 − 2𝑥

3𝑥 + 𝑦 + 2 ln|𝑥 + 𝑦 − 1| = 𝐶

Exercise 2. Solve:
&5%-
a) 𝑦 ! = − %&5'-5( . Solution. 𝑥 % + 3𝑦 % + 4𝑥𝑦 + 2𝑦 = 𝐶
b) (3𝑦 − 7𝑥 + 7)𝑑𝑥 − (3𝑥 − 7𝑦 − 3)𝑑𝑦 = 0. Solution. (𝑥 + 𝑦 − 1)C (𝑥 − 𝑦 − 1)% = 𝐶
c) (𝑥 + 2𝑦 + 1)𝑑𝑥 − (2𝑥 + 4𝑦 + 3)𝑑𝑦 = 0. Solution. ln|4𝑥 + 8𝑦 + 5| + 8𝑦 − 4𝑥 = 𝐶

15

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