Lesson 8 - Substitutions and Transformations for First Order Equations

We will look to three different forms of equations. This will cover a lot of ground. I recommend looking at each part A, B, and C individually and becoming confident in one before moving to the next.

A) Homogeneous Equations
B) Equations of the form dydx=f(ax+by)
C) Bernoulli Equations

A)

Homogeneous equations can be written in the form: dydx=f(yx)

We can use the substitution y=vx to solve the DE.

y=vxv=yx

Differentiate y=vx with respect to x.

dydx=vdxdx+xdvdxdydx=v+xdvdx

We can substitute these into the equation, which will allow us to separate variables.

Example

dydx=xyx+y

We first need to convert this into a form that we can work with. We can do this by multiplying the numerator and the denominator by 1x.

dydx=1yx1+yx

Now we can solve using our substitutions from before.

Starting with the right side:

dydx=1v1+v

Left side:

v+xdvdx=1v1+v

Now, we can separate variables to solve this DE using a method that we are already comfortable with.

xdvdx=1v1+vvxdvdx=1vv(1+v)1+vxdvdx=12vv21+v1xdvdx=1+vv2v+1

The left side of the equation can be simply solved using the known integral 1x = ln|x|. The right hand side can be solved using the u-substitution method of integration. I will skip this step.

We end up with

ln|x|+C=12ln|v22v+1|

At this point, we can multiple the entire equation by 2 to get rid of the fraction. Notice that 2C can be rewritten as C1 because the 2C is still a constant, and the 2 is absorbed by the constant.

2ln|x|+C1=ln|v22v+1|

Let's free up the variables.

e2ln|x|+C1=eln|v22v+1|

ln|a|=ln|1a|
eC1=C2 for the same reason as before.

C2e2ln|x|=eln|1v22v+1|C2x2=1v22v+1C2=1(v22v+1)x2

We can now sub back in v=yx.

C2=1((yx)22(yx)+1)x2C2=1y22yx+x2

Try for yourself:

  1. x2y(xy+y2+x2)=0
  2. (x2+y2)dx2xydy=0

B)

Equations of the form dydx=f(ax+by)

We use the substitution z=ax+by.

Differentiate z with respect to x.

dzdx=ddx(ax)+ddx(by)ddx(ax)=addx(by)=bdydxdydx=a+bdydx

Example

dydx=(xy+5)2

Substitute z=(xy)

dydx=(z+5)2

Since a=1 and b=1, dzdx=1dydx.

dzdx=1dydxdydx=1dzdx

Now, we substitute:

dzdx=1(z+5)2

This now becomes a separable differential equation.

dzdx=1(z+5)2dxdz=11(z+5)2dx=11(z+5)2dz

We can expand out the right integral:

11(z+5)2=11(z2+10z+25)=11z210z25(11)(11z210z25)=11+z2+10z+25=1z2+10z+24

We can now factor the denominator:

1z2+10z+24=1(z+6)(z+4)

Using partial fractions, we can split the fraction to integrate easier:

1(z+6)(z+4)=Az+6+Bz+41=A(z+4)+B(z+6)

Using z=4:

1=B(4+6)B=12

Using z=6:

1=A(6+4)A=12

Pulling the constants out front, we have:

121z+6121z+412ln|z+6|12ln|z+4|

Using log property ln|a|ln|b|=ln|ab|, we can condense this down.

12ln|z+6z+4|

The left side of the equation is much more trivial:

dx=x+C

Now:

12ln|z+6z+4|=x+C

C)

A first order differential equation is said to be a Bernoulli equation if it can be written in the form:

dydx+P(x)y=Q(x)yn

What do we notice about this form? It's conveniently similar to a linear first order equation. The goal is to achieve that form by ridding ourselves of the yn that is attached to Q(x).

To do so, we use the substitution v=y1n.

Taking the derivative of v:

dvdx=(1n)y1ndydx

One more manipulation gives us:

11ndvdx=yndydx

Steps to solving a Bernoulli equation:

  1. Determine n.
  2. Set up substitutions.
  3. Multiply entire equation on both sides by yn.
  4. Convert to linear first order equation.
  5. Solve using integrating factor.

Example

xdydx+5y=2x2y4y(1)=3

To solve, let's determine our value of n. Since Q(x)yn=2x2y4, n=4.

Let's set up our substitutions:

n=4v=y1n=y313dvdx=y4dydx

Now let's multiply the entire equation by yn.

y4(dydx+5x1y)=(2xy4)y4y4dydx+5x1y3=2x

Now, we can utilize our substitutions that we created earlier.

13dvdx+5x1v=2x

Let's now manipulate this into standard form by multiplying by 3 across.

dvdx+15x1v=6x

You can now continue solving this equation like you would in Lesson 6 - Linear First-Order Equations. I will skip this step.

We arrive at:

v(x)=613x2+C

We substitute back y into v.

1y3=613x2+Cx15

Solving for the initial condition y(1)=3, you will get:

1y3=613x341117x15

Try for yourself:

  1. y35y2=52x
  2. 3xy2y=3x4+y3

Next Lesson: Lesson 9 - Homogeneous Second Order Linear Equations

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