EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 3
06/10/2022
Homogeneous Equations
Consider
If the right hand side of this equation can be expressed as
function of the ratio only, then the equation is said to be
homogeneous.
Such equations can be transformed into separable equations by
a change of the dependent variable.
This topic is discussed at the problems part of Section 2.2 (Boyce,
DiPrima)
Example
Homogeneous
Substitute:
Check the case: Y=-X
is a solution
2.6. Exact Equations and Integrating Factors
Example Solve the differential equation
Neither linear
nor separable
Now, consider:
Note that: and
So, we can write as:
Assume y is a function of x, then we can write using Chain Rule:
Above we have:
So, since We have:
Integrate
Implicit solution for
The key observation here is:
• Let the differential equation be given as:
• Suppose that we can identify a function ψ(x, y) such that
and such that ψ(x, y) = c defines y = φ(x) implicitly as a
differentiable function of x. Then
becomes
In this case, the diff. equation is said to be an exact
differential equation and its solution is given implicitly by:
Proof:
The proof consists of two parts.
1) First, we will show that if
There exists a such that
if these are true, then it is also
true that
Since and are continuous, it follows that and
are also continuous. This guarantees their equality and
is valid.
2) In the second part , we will show if is
true, then is exact.
Construct a which satisfies
Consider , integrate this. with respect to x,
holding y constant.
This is like a constant
Here, is any differentiable function such that
Let us choose
where
Now, we will show that it is always possible to choose
so that is satisfied. Differentiate
with respect to y and set the result equal to
Then solve for
This must be a function of y only.
So, the derivative of it with
respect to x must be zero.
Interchange the order of differentiation
Since,
Since,
Then we can find and
This completes the proof.
Example: Solve the differential equation
M N
So, we have: Exact Equation
Thus, there is a function such that:
Integrate (the first one):
We must determine h(y). Differentiate with respect to y and equate to N:
Thus:
Note that this is an implicit solution.
Example Find the value of b so that the equation is exact.
M N
Integrate (with respect to y)
Now differentiate with respect to x:
Example
M N
Exact
Example: Solve the differential equation
M N
Since the given equation is not exact.
What happens if it is not exact?
Let us try to find a function such that:
and
Integrate the first one (with respect to x):
where h is an arbitrary function of y only.
Now, we compute and set it equal to N.
Then, we get:
Since, this is a function of both x and y, it is impossible to solve
for a . Thus there is no satisfying both
and
Integrating Factors (IF)
• It is sometimes possible to convert a differential equation that is
not exact into an exact equation by multiplying the equation by a
suitable integrating factor.
• Remember that this is the procedure that we used in solving
linear equations in Section 2.1.
• Multiply this equation by a function (IF)
• Try to choose so that the equation is exact.
• If a function that satisfies the above equation can be
found, then
is going to be exact.
BUT, SOLVING
is at least as hard as the original problem. Therefore, we must
make some assumptions:
We have to assume that the IF is a function of only x or only y,
but not both.
• Let us do the derivation with the assumption that is a
function of x only. In this case:
• From , we have:
• If is a function of x only, then there is an IF
that depends on x and can be solved by
which is both linear and separable.
Integrating Factors
• If , then
• If , then
Example Find an integrating factor for the following equation and then
solve it
M N
Not exact
A function of x only
IF
Multiply by
Now exact
Find a such that:
Integrate the first one with respect to x:
The differentiate with respect to y and equate to
is a constant
Example
M=1 N
Not exact
Exact
Example
Not exact
Exact
Example
Not exact
Integrate with respect to x:
Bernoulli Equation
• Sometimes it is possible to solve a nonlinear equation by
making a change of the dependent variable that converts it
into a linear equation.
• The most important such equation has the form
and is called a Bernoulli equation after Jakob Bernoulli.
• The substitution reduces Bernoulli’s equation to a
• linear equation. This method of solution was found by Leibniz
in 1696.
Riccati Equation
• Riccati Equation is any first order differential equation
that is quadratic in the unknown function.
where and
If , it is called a Bernoulli equation.
If , it is a first order linear equation.
Solving a Riccati Equation
• To solve a Riccati equation, we must know one particular
solution of it,
• The general solution is obtained as:
• Substitute it into the Riccati equation
• is a solution, so:
• It follows that:
or
which is a Bernoulli equation.
The substitution needed to solve this Bernoulli equation is:
This yields:
which is a first order, linear equation.
Example
Example
Example
Linear
2.4 Differences Between Linear and Nonlinear Equations
Existence and Uniqueness of Solutions
Consider the following initial value problem:
There are three basic questions to be answered:
1) Is there a solution?
2) Is the solution unique?
3) On what interval is the solution defined?
Differential Equations
Linear Non-linear
There is a general solution formula There is no general solution formula.
and it gives the answers to these It is more difficult to answer these
questions questions
For linear differential equations
This theorem proves both the existence and uniqueness
of the solutions.
In addition, it states that the solution exists throughout any interval I
containing the initial point in which the coefficients p and g
are continuous.
That is, the solution can be discontinuous or fail to exist only at points
where at least one of p and g is discontinuous.
Proof:
For linear first order differential equations we have found the
solution as:
and
IF are both continuous
With the initial conditions:
where
For nonlinear differential equations
Note that this theorem does not necessarily indicate the interval of existence.
Theorem 2.4.1 and Theorem 2.4.2 show that the graphs of two solutions
cannot intersect each other.
Example Use Theorem 2.4.1 to find an interval in which the initial
value problem
has a unique solution.
g is continuous for all t,
p is continuous only for t < 0 or for t > 0.
The interval t > 0 contains the initial point.
Therefore, Theorem 2.4.1 guarantees that the problem has a unique
solution on the interval
If we change the initial condition to
Then Theorem 2.4.1 asserts the existence of a unique solution for t < 0.
There exists a unique solution on the interval
Example Consider the initial value problem:
It is a nonlinear differential equation, so we must apply Thm 2.4.2.
• Each of these functions is continuous everywhere except on the line y
= 1.
• Consequently, a rectangle can be drawn about the initial point (0,−1)
in which both f and ∂f /∂y are continuous.
• Therefore, Theorem 2.4.2 guarantees that the initial value problem
has a unique solution in some interval about x = 0.
• However, even though the rectangle can be stretched infinitely far in
both the positive and the negative x directions, this does not
necessarily mean that the solution exists for all x.
• Now suppose we change the initial condition to y(0) = 1.
• The initial point now lies on the line y = 1, so no rectangle can be
drawn about it within which f and ∂f /∂y are continuous.
• Consequently,Theorem 2.4.2 says nothing about possible solutions
of this modified problem.
• The solution can be found as:
• Hypothesis of Theorem 2.4.2. are not satisfied and the solution is
not unique.
Example Solve the initial value problem
and determine the interval in which the solution exists.
Theorem 2.4.2 guarantees that this problem has a unique
solution since:
To satisfy the initial condition, we must choose
The solution becomes unbounded as t → 1; therefore, the
solution exists only in the interval
There is no indication from the differential equation itself, however,
that the point t = 1 is in any way remarkable.
If the initial condition is replaced by, then
y becomes unbounded as
If the solution exists for
If the solution exists for
Singularities of the solution depends on the initial conditions as well
as the differential equation.
Example
Example
Where in the t-y plane are the hypothesis of Theorem 2.4.2.
satisfied?
Homework
Study: Section 2.3 Modelling with First Order Equations
on pg. 51.
Study: Section 2.8 The Existence and Uniqueness
Theorem
