Math 151: Elementary Differential Equations
Module 2
Lesson: Separation of Variables and Homogeneous Equations
Learning Objectives: At the end of the lesson, the students should be able to
1. Examine if the given function is a solution to a first-ordered differential equation.
2. Identify an equation with variables separable.
3. Transform certain types of equations to the variables-separable form and solve
4. Obtain a general solution to the differential equation with variables separable.
5. Obtain a particular solution to the differential equation with variables separable with an initial value.
6. Define a homogeneous function.
7. Identify a homogeneous differential equation.
8. Solve a first degree homogeneous differential equation
9. Obtain a particular solution to the homogeneous differential equations with initial value.
1 General First-Order Differential Equations and Solutions
A first-order differential equation is an equation
dy
= f (x, y)
dx
in which f (x, y) is a function of two variables defined on a region in the xy-plane. The equation is of
first order because it involves only the first derivative dy, dx(and not higher-order derivatives). Observe
that the equations
0 d
y = f (x, y)and y = f (x, y)
dx
are equivalent to equation above.
A solution to equation above is a differentiable function y = y(x) defined on an interval I of x-values
d
(perhaps infinite) such that dx y(x) = f (y, y(x)) on that interval. That is, when y(x) and its derivative
0
y (x) are substituted,the resulting equation is true for all x over the interval I. The general solution to
a first-order differential equation is a solution that contains all possible solutions.
0
A first-order initial value problem is a differential equation y = f (x, y) whose solution must satisfy
the initial condition y(x0 ) = y0 . An example below shows the how the initial value problem satisfies a
differential equation.
1
Example: Show that the function
1
y = (x + 1 − ex
3
is a solution to the first-order initial value problem
dy 2
= y − x , y(0) = .
dx 3
Solution: The equation
dy
=y−x
dx
is a first-order differential equation with f (x, y) = y − x. Observe that
dy d 1 1
left hand side of the equation : = x + 1 − ex = 1 − ex
dx dx 3 3
1 1
right hand side of the equation : y − x = x + 1 − ex − x = 1 + ex
3 3
The function satisfy the initial condition because
1 x 1 2
y(0) = x + 1 − e =0+1− = .
3 x=0 3 3
2 Separation of Variables
dy
Given the first-order differential equations F ( dx , y, x) = 0, we solve a differential equation of the form
M dx + N dy = 0
where M and N may be function of both x and y. In this equation, the variables x and y are separated.
It has a solution Z Z Z Z Z
f (x)dx + g(y)dy = 0 =⇒ f (x)dx + g(y)dy = C
where C is arbitrary constant.
Examples: Obtain the solution of the following differential equations.
(a) Solve the equation
dy 2y
= for x > 0, y > 0
dx x
Solution: We have
dy 2y dy 2dx
= =⇒ =
dx x y x
Z Z
dy 2dx
=⇒ =
y x
=⇒ ln|y| = 2ln|x| + C where C = c1 + c2
=⇒ y = eC x2
If we let k = eC , we have y = kx2 , k > 0 as the general solution.
2
(b) Solve the equation
0
(1 − x)y = y 2 .
Solution: We have
dy dy dx
= y 2 =⇒ 2 =
dx y 1−x
Z Z
dy dx
=⇒ =
y2 1−x
1
=⇒ − = −ln|(1 − x)| + C
y
1
=⇒ − = −ln|C(1 − x)|
y
=⇒ 1 = y ln|C(1 − x)|
1
=⇒ y =
ln|C(1 − x)|
(c) Solve the equation
sin x(sin y)dx + cos x(cos y)dy = 0.
Solution: Multiplying both sides of the equation by cos x and sin y ,we have
sin x cos y
sin x(sin y)dx + (cos y)dy = 0 =⇒ dx + dy = 0
cos x sin y
Z Z Z
sin x cos y
=⇒ dx + dy = 0
cos x sin y
=⇒ −ln| cos x| = −ln| sin y| + C
=⇒ ln| cos x| = ln|C sin y|
=⇒ sin y = C cos x
(d) Solve the equation
xy 3 dx + (y + 1)e−x dy = 0.
Solution: Multiply both sides of the equation by y 3 e−x we have
x (y + 1)
xy 3 dx + (y + 1)e−x dy y 3 e−x = (0) y 3 e− x =⇒
dx + dy = 0
e−x y3
Z Z
x (y + 1)
=⇒ dx + dy = C
e−x y3
Z Z
=⇒ xex dx + (y −2 + y −3 )dy = C
xex dx. Let
R
We use integration by parts for
u=x and dv = ex dx
Z
du = dx v = ex dx = ex + C1
3
Thus,
Z Z
1 1
x
xe dx + (y −2 + y −3 )dy = C =⇒ xex − ex + C1 − − 2 + C2 = C
y 2y
1 1
=⇒ ex (x − 1) − 1− = k , k = C − C1 − C2
y 2y
1 1
=⇒ xex − ex − + 2 = k
y 2y
=⇒ 2xy 2 ex − 2y 2 ex − 2y + 1 = 2ky 2 .
(e) Find the solution of the differential equation
dy 4x + xy 2
=
dx y − x2 y
Solution: Rearranging the equations we have
dy 4x + xy 2
= =⇒ (y − x2 y)dy = (4x + xy 2 )dx
dx y − x2 y
=⇒ (y − x2 y)dy − (4x + xy 2 )dx = 0
=⇒ ydy(1 − x2 ) − (4 + y 2 )xdx = 0, divide both sides by (1 − x2 )(4 + y 2 )
y x
=⇒ 2
dy − dx = 0
4+y 1 − x2
Let
du
u = 4 + y2 =⇒ du = 2ydy, = ydy
2
dv
v = 1 − x2 =⇒ dv = −2xdx, − = xdx
2
Thus
y x du/2 −dv/2
2
dy − dx = 0 =⇒ − 2=0
4+y 1 − x2 u v
du dv
=⇒ + =0
Zu vZ
du dv
=⇒ + =C
u v
=⇒ ln|u| + ln|v| = C
=⇒ ln|4 + y 2 | + ln|1 − x2 | = C
=⇒ ln|(4 + y 2 )(1 − x2 )| = C
=⇒ (4 + y 2 )(1 − x2 ) = eC
=⇒ (4 + y 2 )(1 − x2 ) = k, k = eC
The next examples involve an initial values to find the particular solution to the given first-order
differential equation
(f) Solve the initial value problem (IVP)
2x(y + 1)dx − ydy = 0; y = 2 when x = 0.
4
Solution: Separating the variables we have
1
2x(y + 1)dx − ydy = 0 =⇒ 2xdx = 1 − dy, y 6= −1
y+1
Z Z
1
=⇒ 2xdx = 1− dy
y+1
=⇒ x2 = y − ln|y + 1| + C
For x = 0 and y = −2, we have
0 = −2 − ln1 + C =⇒ C = 2.
Thus, the particular solution to the given differential equation is given by x2 = y − ln|y + 1| + 2.
(g) Solve the IVP
0
y − 2y = y 2 ; y = 3 when x = 0
Solution: We have
dy dy
= 2y + y 2 =⇒ − dx = 0
dx 2y + y 2
Z Z
dy
=⇒ − dx = C
2y + y 2
Z
dy
=⇒ −x=C
y(y + 2)
R dy
We use partial fraction to solve y(y+2) . Thus,
1 A B
= +
y(y + 2) y y+2
1 = A(y + 2) + By
If y = 0, then A = 21 . If y = −2, then B = − 21 . Hence,
Z
1/2 −1/2
Z
dy
− x = C =⇒ + dy − x = C
y(y + 2) y y+2
Z Z
1 dy 1 dy
=⇒ − −x=C
2 y 2 y+2
=⇒ ln|y| − ln|y + 2| − 2x = 2C
Solving for C when y = 3, x = 0 we have
ln3 − ln5 1 3
ln3 − ln5 − 0 = 2C =⇒ C= = ln
2 2 5
Therefore,
3 3
ln|y| − ln|y + 2| − 2x = ln =⇒ ln|y| − ln|y + 2| − ln = 2x
5 5
y
=⇒ ln = 2x
(y + 2)3/5
5y
=⇒ ln = 2x
3(y + 2)
5y
=⇒ e2x =
3(y + 2)
=⇒ 5y − 3(y + 2)e2x = 0 is our particular solution.
5
Exercises: In problems 1 to 7, obtain the general solution to each of the following differential equation.
1. 2ydx = 3xdy
0 3x2 + 4x − 4
2. y =
2y − 4
3. x cos2 ydx + tan ydy = 0
x2 + 1
4. xey dy + dx = 0
y
5. x2 dx + y(x − 1)dy = 0
0
6. x2 yy = ey
0
7. y = cos2 x cos y
In problems 8-10, find the particular solution satisfying the initial condition
8. sin xdx + ydy = 0; y = 1 when x = 0
0
9. 2xyy = 1 + y 2 ; y = 3 when x = 2
10. 2ydx = 3xdy; y(0) = 1
3 Homogeneous Differential Equations
Polynomials in which all terms are of the same degree, such as
x2 − 3xy + 4y 2
x3 + y 3
x4 y + 7y 5
are called homogeneous polynomials. We wish now to extend the concept of homogeneity so it will apply
to functions other than polynomials. In this section, we will discuss homogeneous equations and solve
homogeneous differential equations. We begin by defining a homogeneous equation.
Definition: The function f (x, y) is said to be homogeneous of degree n in x and y if and only if
f (x, y) = rn f (x, y)
It can be extended to functions of more than two variables.
Examples: Determine whether or not the given functions is homogeneous. State the degree of the
function if it is homogeneous.
6
(a) The function f (x, y) = 3x3 − 2xy 2 − 4y 3 is homogeneous of degree 3 since
f (rx, ry) = 3(rx)3 − 2(rx)(ry)2 − 4(ry)3
= 3r3 x3 − 2rxr2 y 2 − 4r3 y 3
= r3 (3x3 − 2xy 2 − 4y 3 )
= r3 f (x, y)
2x
(b) The function f (x, y) = √ is homogeneous of degree 0 since
x2 −y 2
2rx
f (rx, ry) = p
(rx)2 − (ry)2
2rx
=p
r2 (x2 − y 2 )
2rx
= p
r x2 − y 2
2x
=p
x − y2
2
2x
= r0 p
x − y2
2
= r0 f (x, y)
(c) The function f (x, y) = x3 − xy + y 3 is not homogeneous since
f (rx, ry) = (rx)3 − (rx)(ry) + (ry)3
= r3 x3 − r2 xy + r3 y 3
= r2 (rx3 − xy + ry 3 )
6= r3 f (x, y)
Note that if the term has one or more variables, the degree of the term is the sum of the power of the
variables. Thus, if each term in a given equation has equal powers, then the function is homogeneous.
The following theorems prove useful in the next section.
Theorem 2.1 : If M (x, y) and N (x, y) are both homogeneous and of the same degree, the function(ratio)
M (x, y)/N (x, y) is homogeneous of degree zero.
Example: Given
M (x, y) = x2 − xy + y 2 =⇒ M (rx, ry) = r2 (x2 − xy + y 2 )
N (x, y) = xy =⇒ N (rx, ry) = r2 xy
Thus, M (x, y) and N (x, y) are homogeneous of degree 2 and so
M (x, y) r2 (x2 − xy + y 2 ) x2 − xy + y 2 2
0 x − xy + y
2
= = = r
N (x, y) r2 xy xy xy
7
Theorem 2.2: If f (x, y) is homogeneous of degree 0 in x and y, then f (x, y) is a function of y/x alone.
Suppose that the coefficients M and N in an equation of order one,
M (x, y)dx + N (x, y)dy = 0, (∗)
are both homogeneous functions and are of the same degree in x and y. By Theorems 2.1 and 2.2, the
ratio M/N is a function of y/x alone.
Hence equation (*) may be put in the form
dy y
+g =0 (∗∗)
dx x
This suggests the introduction of a new variable v by putting y = vx. Then (**) becomes
dv
x + v + g(v) = 0 (∗ ∗ ∗)
dx
in which the variables are separable.
Definition: The first-ordered differential equation M (x, y)dx + N (x, y)dy = 0 is said to homogeneous
of degree n if
M (rx, ry) = rn M (x, y) and N (rx, ry) = rn N (x, y)
Solutions to Homogeneous Differential Equations
To obtain the solution of homogeneous differential equation, one can follow the following steps.
1. Use either of the following substitutions y = vx or x = uy.
2. Get the derivative using product rule,i.e,
y = vx =⇒ dy = vdx + xdv
x = uy =⇒ dx = udy + ydu
Suggestion: Use
y = vx if N is simpler than M
x = uy if M is simpler than N
8
Example (1) Solve the equation
3(3x2 + y 2 )dx − 2xydy = 0.
y
Solution: Observe that N is simpler than M and so we use y = vx, v = x and dy = vdx + xdv. Then
3(3x2 + y 2 )dx − 2xydy = 0 =⇒ 3(3x2 + (vx)2 )dx − 2x(vx)(vdx + xdv) = 0
=⇒ 3(3x2 + v 2 x2 )dx − 2x2 v 2 dx − 2x3 vdv = 0
=⇒ 3x2 (3 + v 2 )dx − 2x2 v 2 dx − 2x3 vdv = 0
=⇒ x2 (9 + 3v 2 − 2v 2 )dx − 2x3 vdv = 0
=⇒ x2 (9 + v 2 )dx − 2x3 vdv = 0
x2 2v
=⇒ 3
dx − dv = 0
x 9 + v2
dx v
=⇒ −2 2
dv = 0
Zx 9 +Zv Z
dx v
=⇒ −2 dv = 0
x 9 + v2
Z
v
=⇒ ln |x| − 2 dv = C
9 + v2
Z
dz/2
=⇒ ln |x| − 2 =C , z = 9 + v 2 =⇒ dz/2 = vdv
z
=⇒ ln |x| − ln |z| = C
=⇒ ln |x| − ln |9 + v 2 | = C
y2
=⇒ ln |x| − ln |9 + |=C
x2
x
=⇒ ln 9x2 +y 2
=C
x2
3
x
=⇒ ln =C
9x2 + y 2
x3
=⇒ = eC
9x2 + y 2
x3
=⇒ = C 1 , C1 = e C
9x + y 2
2
Example (2) Solve the equation
y y
x + y sin dx − x sin dy = 0.
x x
9
y
Solution: N is simpler than M so we use y = vx, v = x and dy = vdx + xdv. Thus
y y vx vx
x + y sin dx − x sin dy = 0 =⇒ x + vx sin dx − x sin (vdx + xdv) = 0
x x x x
=⇒ (x + vx sin(v))dx − x sin(v)(vdx + xdv) = 0
=⇒ x(1 + v sin(v))dx − xv sin(v)dx − x2 sin(v)dv) = 0
=⇒ xdx − x2 sin(v)dv = 0
dx 1
=⇒ − sin(v)dv = 0, multiply both sides by 2
Zx Z Z x
dx
=⇒ − sin(v)dv = 0
x
=⇒ ln |x| + cos(v) = C
y
=⇒ ln x + cos =C
x
Example (3) Solve the equation
y 2 dy = x(xdy − ydx)ex/y .
x
Solution: M is simpler than N so we use x = uy, u = y and dx = udy + ydu. Thus
y 2 dy = x(xdy − ydx)ex/y =⇒ y 2 dy − (x2 dy − xydx)ex/y = 0
=⇒ y 2 dy − (uy)2 euy/y dy + (uy)y(udy + ydu)euy/y = 0
=⇒ y 2 dy − u2 y 2 eu dy + (u2 y 2 dy + uy 3 du)eu = 0
=⇒ y 2 dy − u2 y 2 eu dy + u2 y 2 eu dy + uy 3 eu du = 0
=⇒ y 2 (1 − u2 eu + u2 eu )dy + uy 3 eu du = 0
=⇒ y 2 dy − +uy 3 eu du = 0
dy
=⇒ + ueu du = 0
y
Z Z Z
dy
=⇒ + ueu du = 0
y
ueu du. Let
R
We use integration by parts for
m=u =⇒ dm = du
Z
dn = eu du =⇒ n = eu .
Thus Z Z
ueu du = ueu − eu du = ueu − eu = eu (u − 1)
Hence,
y 2 dy = x(xdy − ydx)ex/y =⇒ ln |y| + eu (u − 1) = C
x
=⇒ ln |y| + ex/y −1 =C
y
10
Exercises: In problems 1 to 10, obtain the general solution to each of the following differential equation.
1. (x − 2y)dx + (2x + y)dy = 0 6. (x − y)(4x + y)dx + x(5x − y)dy = 0
2. 2(2x2 + y 2 )dx − xydy = 0 7. (x2 + 2xy − 4y 2 )dx − (x2 − 8xy − 4y 2 )dy = 0
3. xydx − (x2 + 3y 2 )dy = 0 8. (x2 + y 2 )dx − xydy = 0
0
4. x2 y = 4x2 + 7xy + 2y 2 9. x(x2 + y 2 )2 (ydx − xdy) + y 6 dy = 0
y
5. 3xydx + (x2 + y 2 )dy = 0 10. xdx + sin2 [ydx − xdy] = 0
x
In problems 11 -15, find the particular solution satisfying the initial condition.
11. (x − y)dx + (3x + y)dy = 0 ; y = −1, x=2
p √
12. (y − x2 + y 2 )dx − xdy = 0 ; y = 1, x= 3
13. (y 2 + 7xy + 16x2 )dx + x2 dy = 0 ; y = 1, x=1
14. xydx + 2(x2 + y 2 )dy = 0 ; y = 1, x=0
15. y(x2 + y 2 )dx + x(3x2 − 5y 2 )dy = 0 ; y = 1, x=2
11