The solution of homogeneous differential equations including the use of the D operator

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Definition

The equation Py' = Q is said to be homogeneous if P and Q are homogeneous functions of x and y of the same degree.
For example :


If \displaystyle \frac{dy}{dx} = f\left(\frac{y}{x} \right)

We can test to see whether this first order equation is homogeneous by substituting \displaystyle y = v\,x . If the result is in the form f(v) i.e. all the x's are canceled then the test is satisfied and the equation is Homogeneous.

Example 1
Problem

\frac{dy}{dx} = \frac{x^2 + y^2}{2\,x^2}

Workings

Becomes \frac{dy}{dx} = \frac{1 + v^2}{2}

Solution

There are no terms in x on the right hand side and the equation is Homogereous.

So the original equation is not homogeneous.

Methods of Solution

A solution can be found by putting y = vx on both sides of the equation:

Example 1
Problem

\frac{dy}{dx} = \frac{x^2 + y^2}{2x^2}

Workings

Putting y - vx

Since y is a function of x so is v

\frac{dy}{dx} = v + x\,\frac{dv}{dx} Therefore v + x\,\frac{dv}{dx} = \frac{x^2 + y^2}{2x^2} = \frac{1 + v^2}{2} Therefore 2x\,dv = (1 + v^2 - 2v)\,dx

Separating the variables

\frac{2\,dv}{(v - 1)^2} = \frac{dx}{x}

Integrating

\frac{-\,2}{(v - 1)} = \ln x + C
(1)

But v = \frac{y}{x} so

\frac{- 2}{v - 1} = \frac{-\,2}{\frac{y}{x} - 1} = \frac{2x}{x - y}
(2)
Solution

Substituting equation (#2) in equation (#1)

2x = (x - y)(\ln x + C)

The General Form of a Homogeneous Linear Equation

p_0\,x^n\,\frac{d^{n}y}{dx^{n}} + p_1\,x^{n-1}\,\frac{d^{n-1}}{dx^{n-1}} + ....+\;p_{n-2}\,x^2\;\frac{d^2y}{dx^2}{ + p_{n-1}\,x\,\,\frac{dy}{dx}} + p_n\,y = fx

The method to solve this is to put \displaystyle\; x = e^t and the equation then reduces to a linear type with constant coefficients.

If x = e^t
Then \displaystyle \frac{dy}{dt} = x
Therefore \displaystyle \frac{dy}{dt} = \frac{dy}{dx}\;.\;\frac{dx}{dt} = x\,\frac{dy}{dx}

Also

\frac{d^2y}{dt^2} = \frac{d}{dx}\left(x\,\frac{dy}{dx} \right)\frac{dx}{dt} = x\,\left(\frac{dy}{dx} + x\,\frac{d^2y}{dx^2} \right)
Therefore \displaystyle x^2\,\frac{d^2y}{dx^2} + x\,\frac{dy}{dt}= \frac{d^2y}{dt^2}

Hence

x\;\frac{dy}{dx} = \frac{dy}{dt}
(3)

And

x^2\,\frac{d^2y}{dx^2} = \frac{d^2y}{dt^2} - \frac{dy}{dt}
(4)

The Use of the D operator to solve Homogeneous Equations

If \displaystyle x\;=z\;e^t and D = \frac{d}{dt}

Then from equation (#1)

x\;\frac{dy}{dx} = Dy

And from equation (#2)

x^2\;\frac{d^2y}{dx^2} = D(D - 1)\,y
(5)
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Equations which can be reduced to the Homogeneous Form

Consider the following equation:

\frac{dy}{dx} = \frac{2x + 3y + 4}{4x + 5y - 10}

The equation is not Homogeneous due to the constant terms + 4 and - 10

However if we shift the origin to the point of intersection of the straight lines \displaystyle 2x + 3y + 4 = 0 and 4x + 5y - 10 = 0, then the constant terms in the differential equation will disappear.

Example 1
Problem

\frac{dy}{dx} = \frac{2x + 9y - 20}{6x + 2y - 10}

Workings

The lines \displaystyle 2x + 9y - 20 = 0 and 6x + 2y - 10 = 0 meet at the point (1, 2). We therefore make the following substitutions:

x = X + 1 y = Y + 2

The equation now becomes:

\frac{dY}{dX} = \frac{2(X + 1) + 9(Y + 2) - 20}{6(X + 1) + 2(y + 2) - 10} = \frac{2X + 9Y}{6X + 2Y}

Solution

This is homogeneous and can be solved by putting Y = v X. The solution is given by:(2x - y)^2 = C(x + 2y - 5)

Exceptional case

If the two straight lines are parallel, then there is no finite point of intersection and we proceed as follows:

Let \displaystyle \frac{dy}{dx} = \frac{3y - 4x - 2}{3y - 4x - 3} Put Z = 3y - 4x Then \displaystyle \frac{dZ}{dx} = 3\,\frac{dy}{dx} - 4

Thus the equation becomes:

\frac{1}{3}\left(\frac{dZ}{dx} + 4} \right) = \frac{Z - 2}{Z - 3} Therefore \frac{dZ}{dx} = \left( \frac{3Z - 6}{Z - 3} \right) - 4 = \frac{-\,Z + 6}{Z - 3} Therefore dx = -\,\left(\frac{Z - 3}{Z - 6} \right)\,dZ = -\,\left(\frac{Z - 6 + 3}{Z - 6} \right)\,dZ = \left(-\,1 - \frac{3}{z - 6} \right)\,dZ Therefore x = -\,Z - 3\,\ln\,(Z - 6) + K Thus 3\ln\,(3y - 4x - 6) = 3x - 3y + K