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=vx→v=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=x−yx+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=1−yx1+yx

Now we can solve using our substitutions from before.

Starting with the right side:

dydx=1−v1+v

Left side:

v+xdvdx=1−v1+v

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

xdvdx=1−v1+v−vxdvdx=1−v−v(1+v)1+vxdvdx=1−2v−v21+v1xdvdx=1+v−v2−v+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⁡|−v2−2v+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⁡|−v2−2v+1|

Let's free up the variables.

e2ln⁡|x|+C1=e−ln⁡|−v2−2v+1|

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

C2e2ln⁡|x|=eln⁡|1−v2−2v+1|C2x2=1−v2−2v+1C2=1(−v2−2v+1)x2

We can now sub back in v=yx.

C2=1(−(yx)2−2(yx)+1)x2C2=1−y2−2yx+x2

Try for yourself:

  1. x2y′−(xy+y2+x2)=0
  2. (x2+y2)dx−2xydy=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=(x−y+5)2

Substitute z=(x−y)

dydx=(z+5)2

Since a=1 and b=−1, dzdx=1−dydx.

dzdx=1−dydx→dydx=1−dzdx

Now, we substitute:

dzdx=1−(z+5)2

This now becomes a separable differential equation.

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

We can expand out the right integral:

11−(z+5)2=11−(z2+10z+25)=11−z2−10z−25(−1−1)(11−z2−10z−25)=−1−1+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+4−1=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:

12∫1z+6−12∫1z+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=y1−n.

Taking the derivative of v:

dvdx=(1−n)y1−ndydx

One more manipulation gives us:

11−ndvdx=y−ndydx

Steps to solving a Bernoulli equation:

  1. Determine n.
  2. Set up substitutions.
  3. Multiply entire equation on both sides by y−n.
  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=y1−n=y−31−3dvdx=y−4dydx

Now let's multiply the entire equation by y−n.

y−4(dydx+5x−1y)=(2xy4)y−4y−4dydx+5x−1y−3=2x

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

1−3dvdx+5x−1v=2x

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

dvdx+−15x−1v=−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=613x3−41117x15

Try for yourself:

  1. y−3−5y−2=−52x
  2. 3xy2y′=3x4+y3

Next Lesson: Lesson 9 - Homogeneous Second Order Linear Equations

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