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Lecture Notes 6
1.1 Substitution Methods, Homogeneous Equations, Bernoulli Equa-
tions
The first-order differential equations we have solved in the previous sections have all been
either separable or linear. But, many applications involve differential equations that are
neither separable nor linear. In this section we illustrate (mainly with examples) substitution
methods that sometimes can be used to transform a given differential equation into one that
we already know how to solve.
For instance, the differential equation
dy
= f (x, y) (1)
dx
with dependent variable y and independent variable x, may contain a conspicuous combina-
tion
v = (x, y) (2)
of x and y that suggests itself as a new independent variable v.
Thus the differential equation, for example,
dy
= (x + y + 3)2 (3)
dx
practically demands the substitution v = x + y + 3 of the form in Eq. (2).
If the substitution relation in Eq. (2) can be solved for
v = (x, y) (4)
dy dx dv dv
= + = x + v (5)
dx x dx v dx dx
where the partial derivatives
x
= x (x, v) and
v
= v (x, v) are known functions of x and
dy dv
v. If we substitute the right-hand side in (5) for dx
in Eq.(1) and then solve for dx , the result
is a new differential equation of the form
dy
= g(x, y) (6)
dx
with new dependent variable v. If this equation is either separable or linear, then we can
apply the methods of preceding sections to solve it.
If v = v(x) is a solution of Eq.(6), then y = (x, v(x)) will be a solution of the original Eq.
(1). The trick is to select a substitution such that the transformed Eq.6) 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.
1
Example 1 Solve the differential equation
dy
= (x + y + 3)2
dx
Solution 1 As indicated earlier, lets try the substitution
v = x + y + 3; that is y = v x 3. (7)
Then
dy v
= 1,
dx x
so the transformed equation is
dv
= 1 + v2.
dx
This is a separable equation, and we have no difficulty in obtaining its solution
Z
dv
x= = tan1 v + C.
1 + v2
y(x) = tan(x C) x 3.
dv
x = F (v) v.
dx
Thus, every homogeneous equation first-order equation can be reduced to an integration
problem by means of the substitutions in (9).
2
Solution 2 This equation is neither separable nor linear, but we recognize it as a homoge-
neous equation by writing it in the form
dy 4x2 + 3y 2 x 3 y
= = 2( ) + ( ).
dx 2xy y 2 x
Let,y = vx then
dy dv y
=v+x , v = .
dx dx x
These yield
dv 2 3
v+x = + v,
dx v 2
and hence
dv v2 + 4
x = ;
dx 2v
Z Z
2v 1
2
dv = dx;
v +4 x
ln(x2 + 4) = ln|x| + lnC.
We apply the exponential function to both sides of the last equation to obtain
v 2 + 4 = C|x|;
y2
+ 4 = C|x|;
x2
Example 3 Solve the initial value problem
dy p
x = y + x2 y 2 , y(x0 ) = 0, where x0 > 0.
dx
Solution 3 We divide both sides by x and find that
r
dy y y
= + 1 ( )2 ,
dx x x
we make the substitution
y dy dv
v= , , y = vx, =v+x
x dx dx
we get
dv
v+x = v + 1 v2;
dx
take the integral, Z Z
1 1
dv = dx;
1 v2 x
sin1 v = lnx + C.
3
We need not write ln|x| because x > 0 near x = x0 > 0. Now note that v(x0 ) = y(x0 )/x0 = 0,
so C = sin1 0 lnx0 = lnx0 . Hence,
y x
v = = sin(lnx lnx0 ) = sin ln
x x0
and therefore
x
y(x) = xsin ln
x0
is the desired particular solution.
v = y 1n (12)
4
2
R
with the integrating factor I.F = e x
dx
= x2 . If we multiply both sides of the last
differential equation, we obtained that
d 2
(x ) = 2 ;
dx x
Integrating both sides gives x2 v = 1
x
+ C; therefore v = x + Cx2 and finally
1
y(x) = .
(x + Cx2 )3
dv dy
v = e2y , = 2e2y
dx dx
this transforms Eq. (5) into the linear equation xv 0 (x) = 3x4 + v(x); that is,
dv 1
v = 3x3 .
dx x
After multiplying both sides by the integrating factor = 1/x, then taking the integral of
both sides, we find that
Z
1
v = 3x2 dx = x3 + C, so e2y = v = x4 + Cx,
x
and hence
1
y(x) = ln|x4 + Cx|.
2
Flight Trajectories
Suppose that an airplane departs from the point (a, 0) located due east of its intended
destination-an airport located at the origin(0, 0). The plane travels with constant speed v0
relative to the wind, which is blowing due to north with constant speed w. We assume that
the planes pilot maintains its heading directly toward the origin.
The planes velocity components relative to the ground are
dx v0 x
= v0 cos = p .
dt x2 + y 2
dy v0 y
= v0 sin + w = p + w.
dt x2 + y 2
5
Hence the trajectory y = f (x) of the plane satisfies the differential equation
dy dy/dt 1 p 2 2
= = v0 y x + y .
dx dx/dt v0 x
If we set
w
k=
v0 ,
the ratio of the windspeed to the planes airspeed, then equation takes the homogeneous
form
dy y
y 2 1/2
= k 1+ .
dx x x
By substitution y = xv, y 0 = v + xv 0 then leads routinely to
Z Z
dv k
= dx.
1+v 2 x
By trigonometric substitution, we find that
2
ln v + 1 + v = klnx + C,
C = klna
2.
2xyy 0 = x2 + 2y 2
6
3.
xy 0 = y + 2 xy
4.
(x y)y 0 = x + y
5.
x(x + y)y 0 = y(x y)
6.
(x + 2y)y 0 = y
7.
xy 2 y 0 = x3 + y 3
8.
x2 y 0 = xy + x2 ey/x
9.
(x2 y 2 )y 0 = 2xy
10.
x2 y 0 = xy + y 2
11.
xyy 0 = x2 + 3y 2
12. p
xyy 0 = y 2 + x 4x2 + y 2
13. p
xy 0 = y + x2 + y 2
14. p
yy 0 + x = x2 + y 2
15.
x(x + y)y 0 + y(3x + y) = 0
16. p
y0 = x+y+1
17.
y 0 = (4x + y)2
18.
(x + y)y 0 = 1
7
19.
x2 y 0 + 2xy = 5y 3
20.
y 2 y 0 + 2xy 3 = 6x
21.
y0 = y + y3
22.
x2 y 0 + 2xy = 5y 4
23.
xy 0 + 6y = 3xy 4/3
24.
2xy 0 + y 3 e2x = 2xy
25.
y 2 (xy 0 + y)(1 + x4 )1/2 = x
26.
3y 2 y 0 + y 3 = ex
27.
3xy 2 y 0 = 3x4 + y 3
28.
xey y 0 = 2(ey + x3 e2x )
29.
(2xsinycosy)y 0 = 4x2 + sin2 y
30.
(x + ey )y 0 = xey 1