M2 - Variable Separable Homogeneous Differential Equations PDF
M2 - Variable Separable Homogeneous Differential Equations PDF
2.1 Introduction
In 1691, the inverse problem of tangents led Leibniz to the implicit discovery of the method of separation of
variables and later he communicated it to Christian Huygens1. It was John Bernoulli, in his letter to Leibniz,
dated May 9, 1694, which provided us the explicit process and the term separation of variables. Leibniz
(1691) also knew how to solve the homogeneous differential equation in variables x and y by reducing it to a
separable equation with the substitution y = vx, exactly as we do today2.
∫ 𝑔(𝑥) 𝑑𝑥 + ∫ ℎ(𝑦) 𝑑𝑦 = ∫ 0.
We solve the separated equation by integrating both sides, remembering to include a constant of integration
on one side after the integrals are evaluated. Assuming both of the integrals can be evaluated, we can obtain
a general solution in the form
𝐺 (𝑥) + 𝐻 (𝑦) = 𝐶,
where the function H(y) is a primitive of function h(y) and G(x) is a primitive of g(x), and C represents an
arbitrary constant.
NOTE: The integrals obtained above may be, for all practical purposes, impossible to evaluate. In such cases,
CAS or DE software will be used. Even if the indicated integrations can be performed, it may awkward to
solve for y explicitly in terms of x. In that case, the solution is left in implicit form.
The above equation, however, may not determine the solution of the initial-value problem uniquely: that it
may have many solutions, of which only one will satisfy the initial-value problem3.
1
Bernoulli, John, Acta Erunditorum, 1694, Ostwald's Klassiker, No. 46. Engelmann, Leipzig, 1894.
2
O'Neil, P. V. (1995) Advanced Engineering Mathematics, p. 1085
3
This technique was contributed by Engr. Nigel Silva.
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
𝑑𝑦
= 𝐹(𝑥, 𝑦) = 𝐹 (𝑣𝑥, 𝑣𝑦) = 𝑣 0 𝐹 (𝑥, 𝑦).
𝑑𝑥
2.5 Transformation of Homogeneous Equation to Separable Equation
A. Change the differential form to the standard form,
𝑑𝑦 𝑦
= 𝑓 ( ) = 𝑓 (𝑣).
𝑑𝑥 𝑥
Let 𝑦 = 𝑣𝑥 and apply derivatives, then
𝑑𝑦 𝑑𝑥 𝑑𝑣
= 𝑣( )+𝑥( )
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑣
𝑓 (𝑣) = 𝑣 + 𝑥 ( )
𝑑𝑥
Separating the variables, we have
𝑑𝑥 𝑑𝑣
0= + .
𝑥 𝑣 − 𝑓 (𝑣)
Integrating both sides,
𝑑𝑥 𝑑𝑣
∫ +∫ = 𝐶.
𝑥 𝑣 − 𝑓 (𝑣)
This is the required result in integral form, a separable equation in x and v.
NOTE: Ordinarily, it is immaterial which method of solution is used. Occasionally, one of the substitutions
is definitely superior to the other one. In such cases, the better substitution is usually apparent from the form
of the differential equation itself.
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
𝑥 2 + 4𝑥 − 𝑦 3 + 2𝑦 = 𝐶.
This cubic equation for y is not readily solved explicitly as a function of x then leave it that way. A
Cartesian plot is shown below, with several values of C.
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
∫ 𝑥 cos 𝑥 𝑑𝑥 + ∫(1 − 9𝑦 2 ) 𝑑𝑦 = ∫ 0.
The first part involves integration by parts and the second part involves the power formula, then
u x 1 0
Solution 2: This is an initial value problem, we separate the variables, integrate both sides, and apply the
definite integration technique,
𝑥 𝑦
∫ 𝑥 cos 𝑥 𝑑𝑥 + ∫ (1 − 9𝑦 2 )𝑑𝑦 = 0.
𝜋 0
3)
(𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 − (𝜋 sin 𝜋 + cos 𝜋) + (0 − 3(0)3 ) = 0
(𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 3 ) − (−1) = 0
(𝑥 sin 𝑥 + cos 𝑥) + (𝑦 − 3𝑦 3 ) = −1.
Remark: At this point, we reach an impasse. We would like to solve for y explicitly, but we cannot. This is
often the case in solving nonlinear first-order equations. Consequently, when we say “solve the equation,” we
must on occasion be content if only an implicit form of the solution has been found.
6. Solve the initial value problem dy = –6xy dx, y(0) = 3.
Solution 1: This equation is in its standard form, we separate the variables and then we integrate
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
𝑑𝑦
∫ 6𝑥 𝑑𝑥 + ∫ = ∫0
𝑦
3𝑥 2 + ln 𝑦 = 𝑐.
Since y is positive near x = 0, so we may delete the absolute value symbols, the general solution is
ln 𝑦 = −3𝑥 2 + 𝐶.
@ x = 0 and y = 3, then ln 3 = C. Therefore,
𝑦
ln 𝑦 = −3𝑥 2 + ln 3 ⇒ ln ( ) = −3𝑥 2
3
2
𝑦 = 3𝑒 −3𝑥 .
Solution 2: This is an initial value problem, we apply the definite integration technique, we separate the
variables to get 6x dx + dy/y = 0. Integrate both sides and apply the limits,
𝑥 𝑦
∫ 6𝑥𝑑𝑥 + ∫ ℎ(𝑦)𝑑𝑦 = 0
0 3
3𝑥 2 − 3(0)2 + ln 𝑦 − ln 3 = 0
𝑦
3𝑥 2 + ln ( ) = 0
3
2
𝑦 = 3𝑒 −3𝑥 .
7. Solve (x + y) dx – x dy = 0.
Solution 1: This not separable, we transform the differential form to its standard form,
𝑑𝑦 𝑥 + 𝑦
= = 𝐹(𝑥, 𝑦).
𝑑𝑥 𝑥
This differential equation is a Euler’s homogeneous differential equation since
𝑣𝑥 + 𝑣𝑦 𝑣(𝑥 + 𝑦) 𝑥+𝑦
𝐹 (𝑣𝑥, 𝑣𝑦) = = = 𝑣0 ( ) = 𝐹(𝑥, 𝑦).
𝑣𝑥 (
𝑣 𝑥 ) 𝑥
Solve for f(v) or f(y/x), then
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
𝑥/𝑥 + (𝑦/𝑥) 1 + 𝑣
𝑓(𝑣) = = = 1 + 𝑣.
𝑥/𝑥 1
Integrate the homogeneous equation in v and x,
𝑑𝑥 𝑑𝑡 𝑑𝑥
∫ + ∫ =𝐶 ⟹∫ − ∫ 𝑑𝑣 = 𝐶,
𝑥 𝑣 − 𝑓(𝑣) 𝑥
𝑦
𝑙𝑛│𝑥│ − 𝑣 = 𝐶 ⟹ 𝑙𝑛│𝑥│ − = 𝐶.
𝑥
Therefore, if x is greater than zero, the explicit solution is
𝑦 = 𝑥 ln │𝑥│ − 𝐶𝑥.
Solution 2: We can transform the differential form to its standard form,
𝑑𝑥 𝑥
= = 𝐹(𝑦, 𝑥).
𝑑𝑦 𝑥 + 𝑦
This differential equation is homogeneous since
𝑣𝑥 𝑣 (𝑥) 𝑥
𝐹 (𝑣𝑦, 𝑣𝑥) = = = 𝑣0 ( ) = 𝐹(𝑥, 𝑦).
𝑣𝑥 + 𝑣𝑦 𝑣(𝑥 + 𝑦) 𝑥+𝑦
Solve for g(v) or g(x/y), then
𝑥/𝑦 𝑣
𝑔(𝑣) = = .
𝑥/𝑦 + 𝑦/𝑦 𝑣 + 1
Integrate the homogeneous equation in v and y,
𝑑𝑦 𝑑𝑣
∫ + ∫ =𝐶
𝑦 𝑣 − 𝑔(𝑣)
𝑑𝑦 𝑑𝑣
∫ +∫ 𝑣 = 𝐶,
𝑦 𝑣− 1+𝑣
(1 + 𝑣)𝑑𝑣
𝑙𝑛│𝑦│ + ∫ =𝐶
𝑣2 + 𝑣 − 𝑣
𝑑𝑣 𝑑𝑣
𝑙𝑛│𝑦│ + ∫ + ∫ = 𝐶.
𝑣2 𝑣
1
𝑙𝑛│𝑦│ − + ln 𝑣 = 𝐶
𝑣
𝑥 1
𝑙𝑛│𝑦 │ − = 𝐶.
𝑦 𝑥/𝑦
𝑦
𝑙𝑛│𝑥│ − = 𝐶.
𝑥
Therefore, if x is greater than zero, the explicit solution is
𝑦 = 𝑥 ln 𝑥 − 𝐶𝑥.
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DIFFERENTIAL EQUATIONS – LECTURE NOTES
𝑑𝑦 𝑑𝑡
∫ +∫ 𝑣 2−1
=𝑐
𝑦 𝑣−
2𝑣
𝑑𝑦 2𝑣 𝑑𝑣
∫ +∫ 2 =𝑐
𝑦 𝑣 +1
ln|𝑦| + |𝑣 2 + 1| = 𝑐
𝑥 2
𝑙𝑛 |𝑦 (( ) + 1)| = 𝑐
𝑦
𝑥2 + 𝑦 2
𝑙𝑛 |𝑦 ( )| = 𝑐
𝑦2
𝑥2 + 𝑦 2
= 𝐶.
𝑦
𝑥 2 + 𝑦 2 = 𝐶𝑦.
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DIFFERENTIAL EQUATIONS – LECTURE NOTES