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Differential Equations

HOMOGENEOUS FUNCTIONS

Graham S McDonald

A Tutorial Module for learning to solve


differential equations that involve
homogeneous functions

● Table of contents
● Begin Tutorial


c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1. Theory
2. Exercises
3. Answers
4. Standard integrals
5. Tips on using solutions
Full worked solutions
Section 1: Theory 3

1. Theory

M (x, y) = 3x2 + xy is a homogeneous function since the sum of


the powers of x and y in each term is the same (i.e. x2 is x to power
2 and xy = x1 y 1 giving total power of 1 + 1 = 2).

The degree of this homogeneous function is 2.

Here, we consider differential equations with the following standard


form:
dy M (x, y)
=
dx N (x, y)

where M and N are homogeneous functions of the same degree.

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Section 1: Theory 4

To find the solution, change the dependent variable from y to v, where

y = vx .

The LHS of the equation becomes:


dy dv
=x +v
dx dx
using the product rule for differentiation.

Solve the resulting equation by separating the variables v and x.


Finally, re-express the solution in terms of x and y.

Note. This method also works for equations of the form:

dy y
=f .
dx x

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Section 2: Exercises 5

2. Exercises
Click on Exercise links for full worked solutions (there are 11
exercises in total)

Exercise 1.
dy xy + y 2
Find the general solution of =
dx x2

Exercise 2.
dy
Solve 2xy = x2 + y 2 given that y = 0 at x = 1
dx

Exercise 3.
dy x+y
Solve = and find the particular solution when y(1) = 1
dx x

● Theory ● Answers ● Integrals ● Tips


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Section 2: Exercises 6

Exercise 4.
dy 1
Solve x = x − y and find the particular solution when y(2) =
dx 2

Exercise 5.
dy x − 2y
Solve = and find the particular solution when y(1) = −1
dx x

Exercise 6.
dy x+y y 1
, prove that tan−1 = ln x2 + y 2 + A,

Given that =
dx x−y x 2
where A is an arbitrary constant

Exercise 7.
dy
Find the general solution of 2x2 = x2 + y 2
dx

● Theory ● Answers ● Integrals ● Tips


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Section 2: Exercises 7

Exercise 8.
dy
Find the general solution of (2x − y) = 2y − x
dx

Note. The key to solving the next three equations is to


recognise that each equation can be written in the form
dy y
=f ≡ f (v)
dx x

Exercise 9.
dy y y
Find the general solution of = + tan
dx x x

Exercise 10.
dy y
Find the general solution of x = y + xe x
dx

● Theory ● Answers ● Integrals ● Tips


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Section 2: Exercises 8

Exercise 11.
dy p
Find the general solution of x = y + x2 + y 2
dx

● Theory ● Answers ● Integrals ● Tips


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Section 3: Answers 9

3. Answers
x
1. General solution is y = − ln x+C ,

2. General solution is x = C(x2 − y 2 ) , and particular solution is


x = x2 − y 2 ,

3. General solution is y = x ln (kx) , and particular solution is


y = x + x ln x ,

4. General solution is 1 = Kx(x − 2y) , and particular solution is


2xy − x2 = −2 ,

5. General solution is x2 (x − 3y) = K , and particular solution is


x2 (x − 3y) = 4 ,

6. HINT: Try changing the variables from (x, y) to (x, v), where
y = vx ,

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Section 3: Answers 10

7. General solution is 2x = (x − y)(ln x + C) ,

8. General solution is y − x = K(x + y)3 ,

y

9. General solution is sin x = kx ,

10. General solution is y = −x ln(− ln kx) ,

11. General solution is sinh−1 y



x = ln x + C .

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Section 4: Standard integrals 11

4. Standard integrals
R R
f (x) f (x)dx f (x) f (x)dx
n xn+1 n 0 [g(x)]n+1
x n+1 (n 6= −1) [g (x)] g (x) n+1 (n 6= −1)
1 g 0 (x)
x ln |x| g(x) ln |g (x)|
x ax
e ex a x
ln a (a > 0)
sin x − cos x sinh x cosh x
cos x sin x cosh x sinh x
tan x − ln
|cos x| tanh x ln cosh x
cosec x ln tan x2 cosech x ln tanh x2
sec x ln |sec x + tan x| sech x 2 tan−1 ex
sec2 x tan x sech2 x tanh x
cot x ln |sin x| coth x ln |sinh x|
sin2 x x
2 −
sin 2x
4 sinh2 x sinh 2x
4 − x2
cos2 x x
2 +
sin 2x
4 cosh2 x sinh 2x
4 + x2

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Section 4: Standard integrals 12

R R
f (x) f (x) dx f (x) f (x) dx

1 1
tan−1 x 1 1 a+x
a2 +x2 a a a2 −x2 2a ln a−x (0 < |x| < a)

1 1 x−a
(a > 0) x2 −a2 2a ln x+a (|x| > a > 0)


2 2
√ 1 sin−1 x √ 1 ln x+ aa +x (a > 0)

a2 −x2 a a2 +x2

2 2
(−a < x < a) √ 1 ln x+ xa −a (x > a > 0)

x2 −a2

√ a2
√ a2
h √ i
sinh−1 x a2 +x2
 −1 x
 x

a2 − x2 2 sin a a2 +x2 2 a + a2

√ i √ h √ i
a2
a2 −x2
− cosh−1
2 2
+x x
+ x xa2−a

a2 x2 −a2 2 a

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Section 5: Tips on using solutions 13

5. Tips on using solutions

● When looking at the THEORY, ANSWERS, INTEGRALS or


TIPS pages, use the Back button (at the bottom of the page) to
return to the exercises.

● Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct.

● Try to make less use of the full solutions as you work your way
through the Tutorial.

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Solutions to exercises 14

Full worked solutions


Exercise 1.
RHS = quotient of homogeneous functions of same degree (= 2)
d xvx + v 2 x2
Set y = vx : i.e. (vx) =
dx x2
dv
i.e. x + v = v + v2
dx
dv
Separate variables x = v 2 (subtract v from both sides)
Z dx Z
dv dx
and integrate : =
v2 x
1
i.e. − = ln x + C
v
x
Re-express in terms of x,y : − = ln x + C
y
−x
i.e. y = .
ln x + C
Return to Exercise 1
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Solutions to exercises 15

Exercise 2.
dy x2 + y 2
Standard form: =
dx 2xy
i.e. quotient of homogeneous functions
that have the same degree

d x2 + x2 v 2
Set y = xv: (xv) =
dx 2x · xv
dv dx x2 (1 + v 2 )
i.e. x + v=
dx dx 2x2 v
dv 1 + v2
i.e. x +v =
dx 2v
Separate variables
dv 1 + v2 v(2v)
(x, v) and integrate: x = −
dx 2v (2v)

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Solutions to exercises 16
dv 1 − v2
i.e. x =
dx 2v
Z Z
2v dx
i.e. dv =
1 − v2 x
 
−2v
Z Z
d dx
Note: (1 − v 2 ) = −2v i.e. − dv =
dv 1 − v2 x
i.e. − ln(1 − v 2 ) = ln x + ln C

i.e. ln[(1 − v 2 )−1 ] = ln(Cx)


1
i.e. = Cx
1 − v2

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Solutions to exercises 17
1
Re-express in terms of x and y: i.e. 2 = Cx
1 − xy 2
x2
i.e. = Cx
x − y2
2

x
i.e. = x2 − y 2 .
C

x=1
Particular solution: gives − C1 = 1 − 0
y=0
i.e. C=1

gives x2 − y 2 = x .
Return to Exercise 2

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Solutions to exercises 18

Exercise 3.
Set y = xv:
dv x + xv
x +v =
dx x
x
= (1 + v) = 1 + v
x
dv
i.e. x = 1
dx

Separate variables and integrate:


Z Z
dx
dv =
x
i.e. v = ln x + ln k (ln k = constant)
i.e. v = ln (kx)

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Solutions to exercises 19

Re-express in terms of x and y:


y
= ln (kx)
x
i.e. y = x ln (kx) .

Particular solution with y = 1 when x = 1:


1 = ln (k)
i.e. k = e1 = e
i.e. y = x ln (ex)
= x[ln e + ln x]
= x[1 + ln x]
i.e. y = x + x ln x .

Return to Exercise 3

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Solutions to exercises 20

Exercise 4.
dy x−y dv
dx = x : Set y = vx: i.e. x dx +v =1−v

dv dv dx
R R
i.e. x dx = 1 − 2v i.e. 1−2v = x

1
i.e. - 2 ln(1 − 2v) = ln x + ln k
h 1
i
i.e. ln (1 − 2v)− 2 − ln x = ln k
 
1
i.e. ln 1 = ln k
(1−2v) 2 x

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Solutions to exercises 21
1
i.e. 1 = kx(1 − 2v) 2

 12
Re-express in x, y: 1 = kx 1 − 2y
x
 12
i.e. 1 = kx x−2y
x

1 = K x2 x−2y

(square both sides) x , (k 2 = K)

i.e. 1 = K x(x − 2y)

1 1

Particular solution: 1 = K · 2 · (2 − 2 2 ) = K · 2 · 1, i.e. K = 2

1 x=2
y(2) = i.e. gives 2 = x2 − 2xy.
2 y = 12
Return to Exercise 4

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Solutions to exercises 22

Exercise 5.
Set y = xv: dv x − 2xv
x +v =
dx x
= 1 − 2v
dv
i.e. x = 1 − 3v
dx

Separate variables and integrate:


Z Z
dv dx
=
1 − 3v x
1
i.e. ln (1 − 3v) = ln x + ln k (ln k = constant)
(−3)
i.e. ln (1 − 3v) = −3 ln x − 3 ln k
i.e ln (1 − 3v) + ln x3 = −3 ln k
i.e ln [x3 (1 − 3v)] = −3 ln k
i.e x3 (1 − 3v) = K (K = constant)

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Solutions to exercises 23

Re-express in terms of x and y:


 
3y
x3 1 − = K
x
 
x − 3y
i.e. x3 = K
x
i.e. x2 (x − 3y) = K .

Particular solution with y(1) = −1:

1(1 + 3) = K i.e. K = 4
2
∴ x (x − 3y) = 4 .
Return to Exercise 5

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Solutions to exercises 24

Exercise 6.
Already in standard form, with quotient of two first degree
homogeneous functions.
dv x + vx
Set y = xv: x +v =
dx x − vx
dv x(1 + v)
i.e. x = −v
dx x(1 − v)
1 + v − v(1 − v)
=
1−v
dv 1 + v2
i.e. x =
dx 1−v

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Solutions to exercises 25

Separate variables and integrate:


1−v
Z Z
dx
2
dv =
1+v x
Z Z Z
dv 1 2v dx
i.e. − =
1 + v2 2 1 + v2 x
1
i.e. tan−1 v − ln(1 + v 2 ) = ln x + A
2
Re-express in terms of x and y:
y2
 
−1 y 1
 
tan − ln 1 + 2 = ln x + A
x 2 x
 2
y2
y 
1 x + 1
i.e. tan−1 = ln 2
+ ln x2 + A
x 2 x 2
 2
x + y2
 
1 2
= ln · 6 x +A
2 6 x2

Return to Exercise 6

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Solutions to exercises 26

Exercise 7.

dy x2 + y 2
=
dx 2x2
Set y = xv:
dv x2 + x2 v 2
x +v =
dx 2x2
1 + v2
=
2
dv 1 + v2 2v
i.e. x = −
dx 2 2
1 + v 2 − 2v
=
2

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Solutions to exercises 27

Separate variables and integrate:


Z Z
dv 1 dx
=
1 − 2v + v 2 2 x
Z Z
dv 1 dx
i.e. =
(1 − v)2 2 x
[Note: 1 − v is a linear function of v, therefore use standard integral
and divide by coefficient of v. In other words,
w =1−v
dw dv 1 dw
R R
dv = −1 and (1−v)2 = (−1) w2 .]

Z Z
dw 1 dx
i.e. − =
w2 2 x
 
1 1
i.e. − − = ln x + C
w 2
1 1
i.e. = ln x + C
1−v 2

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Solutions to exercises 28

Re-express in terms of x and y:


1 1
= ln x + C
1 − xy 2
x 1
i.e. = ln x + C
x−y 2
i.e. 2x = (x − y)(ln x + C 0 ), (C 0 = 2C).

Return to Exercise 7

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Solutions to exercises 29

Exercise 8.
dy 2y−x dv 2v−1
dx = 2x−y . Set y = vx, x dx +v = 2−v
dv 2v−1−v(2−v) v 2 −1 2−v dx
R R
∴ x dx = 2−v = 2−v ; v 2 −1 dv = x

2−v A B A(v+1)+B(v−1)
Partial fractions: v 2 −1 = v−1 + v+1 = v 2 −1

i.e. A + B = −1
A−B =2
2A = 1

i.e. A = 12 , B = − 32

1 1 3 dx
R R
i.e. 2 v−1 − v+1 dv = x
1 3
i.e. 2 ln(v − 1) − 2 ln(v + 1) = ln x + ln k

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Solutions to exercises 30
 1

(v−1) 2
i.e. ln 3 = ln k
(v+1) 2 x

v−1
i.e. (v+1)3 x2 = k2
y

−1
Re-express in x, y: y
x
3 = k2
+1 x 2
x

y−x

i.e. x
= k2
y+x 3

x x2

i.e. y − x = K(y + x)3 .

Return to Exercise 8

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Solutions to exercises 31

Exercise 9.
RHS is only a function of v = xy , so substitute and separate variables.
Set y = xv:
dv
x +v = v + tan v
dx
dv
i.e. x = tan v
dx

Separate variables and integrate:


Z Z
dv dx
=
tan v x
f 0 (v)
Z Z
cos v
{ Note: dx ≡ dv = ln[f (v)] + C }
sin v f (v)

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Solutions to exercises 32

i.e. ln[sin v] = ln x + ln k (ln k = constant)


 
sin v
i.e. ln = ln k
x
sin v
i.e. = k
x
i.e. sin v = kx

y
Re-express in terms of x and y: sin = kx.
x
Return to Exercise 9

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Solutions to exercises 33

Exercise 10.
dy y y
= + e( x )
dx x
i.e. RHS is function of v = xy , only.
Set y = vx:
dv
x +v = v + ev
dx
dv
i.e. x = ev
Z dx Z
dx
i.e. e−v dv =
x
i.e. − e−v = ln x + ln k
= ln(kx)
i.e. e−v = − ln(kx)

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Solutions to exercises 34

Re-express in terms of x, y:
y
e− x = − ln(kx)
y
i.e. − = ln[− ln(kx)]
x
i.e. y = −x ln[− ln(kx)].

Return to Exercise 10

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Solutions to exercises 35

Exercise 11.

dy y 1p 2
= + x + y2
dx x r x
y  y 2
= + 1+
x x

[Note RHS is a function of only v = xy , so substitute and separate


the variables]

i.e. Set y = xv:


dv p
x +v = v + 1 + v2
dx
dv p
i.e. x = 1 + v2
dx

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Solutions to exercises 36

Separate variables and integrate:


Z Z
dv dx
√ =
1 + v2 x
Z
dv
{ Standard integral: √ = sinh−1 (v) + C }
1 + v2

i.e. sinh−1 (v) = ln x + A

Re-express in terms of x and y


y
sinh−1 = ln x + A .
x
Return to Exercise 11

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