Internal
problem
ID
[4084] Book
:
Differential
equations,
Shepley
L.
Ross,
1964 Section
:
2.4,
page
55 Problem
number
:
8 Date
solved
:
Tuesday, December 17, 2024 at 06:21:40 AM CAS
classification
:
[[_homogeneous, `class C`], _exact, _rational, [_Abel, `2nd type`, `class A`]]
Solve
\begin{align*} 6 x +4 y+1+\left (4 x +2 y+2\right ) y^{\prime }&=0 \end{align*}
With initial conditions
\begin{align*} y \left (\frac {1}{2}\right )&=3 \end{align*}
Existence and uniqueness analysis
This is non linear first order ODE. In canonical form it is written as
\begin{align*} y^{\prime } &= f(x,y)\\ &= -\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )} \end{align*}
The \(x\) domain of \(f(x,y)\) when \(y=3\) is
\[
\{x <-2\boldsymbol {\lor }-2<x\}
\]
And the point \(x_0 = {\frac {1}{2}}\) is inside this domain. The \(y\) domain of \(f(x,y)\) when \(x={\frac {1}{2}}\)
is
\[
\{y <-2\boldsymbol {\lor }-2<y\}
\]
And the point \(y_0 = 3\) is inside this domain. Now we will look at the continuity of
\begin{align*} \frac {\partial f}{\partial y} &= \frac {\partial }{\partial y}\left (-\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )}\right ) \\ &= -\frac {2}{2 x +y +1}+\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )^{2}} \end{align*}
The \(x\) domain of \(\frac {\partial f}{\partial y}\) when \(y=3\) is
\[
\{x <-2\boldsymbol {\lor }-2<x\}
\]
And the point \(x_0 = {\frac {1}{2}}\) is inside this domain. The \(y\) domain of \(\frac {\partial f}{\partial y}\)
when \(x={\frac {1}{2}}\) is
\[
\{y <-2\boldsymbol {\lor }-2<y\}
\]
And the point \(y_0 = 3\) is inside this domain. Therefore solution exists and is
unique.
Summary of solutions found
\begin{align*}
y &= -2 x -1+\sqrt {\left (x +\frac {3}{2}\right )^{2}+{\mathrm e}^{\ln \left (3\right )+\ln \left (7\right )}} \\
\end{align*}
Solved as first order homogeneous class Maple C ode
Time used: 1.074 (sec)
Let \(Y = y -y_{0}\) and \(X = x -x_{0}\) then the above is transformed to new ode in \(Y(X)\)
\begin{align*} Y' &= F(X,Y)\\ &= -\frac {2 Y +3 X}{2 X +Y}\tag {1} \end{align*}
An ode of the form \(Y' = \frac {M(X,Y)}{N(X,Y)}\) is called homogeneous if the functions \(M(X,Y)\) and \(N(X,Y)\) are both homogeneous
functions and of the same order. Recall that a function \(f(X,Y)\) is homogeneous of order \(n\) if
\[ f(t^n X, t^n Y)= t^n f(X,Y) \]
In this
case, it can be seen that both \(M=-2 Y -3 X\) and \(N=2 X +Y\) are both homogeneous and of the same order \(n=1\). Therefore
this is a homogeneous ode. Since this ode is homogeneous, it is converted to separable ODE
using the substitution \(u=\frac {Y}{X}\), or \(Y=uX\). Hence
\[ \left (\frac {d}{d X}u \left (X \right )\right ) X u \left (X \right )+2 \left (\frac {d}{d X}u \left (X \right )\right ) X +u \left (X \right )^{2}+4 u \left (X \right )+3 = 0 \]
Or
\[ X \left (u \left (X \right )+2\right ) \left (\frac {d}{d X}u \left (X \right )\right )+u \left (X \right )^{2}+4 u \left (X \right )+3 = 0 \]
Which is now solved as separable in \(u \left (X \right )\).
The ode \(\frac {d}{d X}u \left (X \right ) = -\frac {u \left (X \right )^{2}+4 u \left (X \right )+3}{X \left (u \left (X \right )+2\right )}\) is separable as it can be written as
We now need to find the singular solutions, these are found by finding for what values \(g(u)\) is
zero, since we had to divide by this above. Solving \(g(u)=0\) or \(\frac {u^{2}+4 u +3}{u +2}=0\) for \(u \left (X \right )\) gives
\begin{align*} u \left (X \right )&=-3\\ u \left (X \right )&=-1 \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and
any initial conditions given. If it does not then the singular solution will not be
used.
Therefore the solutions found are
\begin{align*} \frac {\ln \left (u \left (X \right )^{2}+4 u \left (X \right )+3\right )}{2} = \ln \left (\frac {1}{X}\right )+c_1\\ u \left (X \right ) = -3\\ u \left (X \right ) = -1 \end{align*}
Solving for \(u \left (X \right )\) gives
\begin{align*}
u \left (X \right ) &= -3 \\
u \left (X \right ) &= -1 \\
u \left (X \right ) &= \frac {-2 X -\sqrt {X^{2}+{\mathrm e}^{2 c_1}}}{X} \\
u \left (X \right ) &= \frac {-2 X +\sqrt {X^{2}+{\mathrm e}^{2 c_1}}}{X} \\
\end{align*}
Converting \(u \left (X \right ) = -3\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -3 X \end{align*}
Converting \(u \left (X \right ) = -1\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -X \end{align*}
Converting \(u \left (X \right ) = \frac {-2 X -\sqrt {X^{2}+{\mathrm e}^{2 c_1}}}{X}\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -2 X -\sqrt {X^{2}+{\mathrm e}^{2 c_1}} \end{align*}
Converting \(u \left (X \right ) = \frac {-2 X +\sqrt {X^{2}+{\mathrm e}^{2 c_1}}}{X}\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -2 X +\sqrt {X^{2}+{\mathrm e}^{2 c_1}} \end{align*}
We assume there exists a function \(\phi \left ( x,y\right ) =c\) where \(c\) is constant, that
satisfies the ode. Taking derivative of \(\phi \) w.r.t. \(x\) gives
But since \(\frac {\partial ^{2}\phi }{\partial x\partial y}=\frac {\partial ^{2}\phi }{\partial y\partial x}\) then for the above to be valid, we require that
If the above condition is satisfied,
then the original ode is called exact. We still need to determine \(\phi \left ( x,y\right ) \) but at least we know
now that we can do that since the condition \(\frac {\partial ^{2}\phi }{\partial x\partial y}=\frac {\partial ^{2}\phi }{\partial y\partial x}\) is satisfied. If this condition is not
satisfied then this method will not work and we have to now look for an integrating
factor to force this condition, which might or might not exist. The first step is
to write the ODE in standard form to check for exactness, which is
\begin{align*} \frac {\partial M}{\partial y} &= \frac {\partial }{\partial y} \left (4 y +6 x +1\right )\\ &= 4 \end{align*}
And
\begin{align*} \frac {\partial N}{\partial x} &= \frac {\partial }{\partial x} \left (4 x +2 y +2\right )\\ &= 4 \end{align*}
Since \(\frac {\partial M}{\partial y}= \frac {\partial N}{\partial x}\), then the ODE is exact The following equations are now set up to solve for the
function \(\phi \left (x,y\right )\)
\begin{align*}
\int \frac {\partial \phi }{\partial x} \mathop {\mathrm {d}x} &= \int M\mathop {\mathrm {d}x} \\
\int \frac {\partial \phi }{\partial x} \mathop {\mathrm {d}x} &= \int 4 y +6 x +1\mathop {\mathrm {d}x} \\
\tag{3} \phi &= x \left (3 x +4 y +1\right )+ f(y) \\
\end{align*}
Where \(f(y)\) is used for the constant of integration since \(\phi \) is a function
of both \(x\) and \(y\). Taking derivative of equation (3) w.r.t \(y\) gives
Where \(c_1\) is constant of integration. Substituting result found above for \(f(y)\) into
equation (3) gives \(\phi \)
\[
\phi = x \left (3 x +4 y +1\right )+y^{2}+2 y+ c_1
\]
But since \(\phi \) itself is a constant function, then let \(\phi =c_2\) where \(c_2\) is new
constant and combining \(c_1\) and \(c_2\) constants into the constant \(c_1\) gives the solution as
\[
c_1 = x \left (3 x +4 y +1\right )+y^{2}+2 y
\]
Solving for the constant of integration from initial conditions, the solution becomes
\begin{align*} x \left (3 x +4 y+1\right )+y^{2}+2 y = {\frac {89}{4}} \end{align*}
Solving for \(y\) gives
\begin{align*}
y &= -2 x -1+\frac {\sqrt {4 x^{2}+12 x +93}}{2} \\
\end{align*}
Summary of solutions found
\begin{align*}
y &= -2 x -1+\frac {\sqrt {4 x^{2}+12 x +93}}{2} \\
\end{align*}
Solved using Lie symmetry for first order ode
Time used: 0.966 (sec)
Writing the ode as
\begin{align*} y^{\prime }&=-\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )}\\ y^{\prime }&= \omega \left ( x,y\right ) \end{align*}
The condition of Lie symmetry is the linearized PDE given by
Substituting equations
(1E,2E) and \(\omega \) into (A) gives
\begin{equation}
\tag{5E} b_{2}-\frac {\left (4 y +6 x +1\right ) \left (b_{3}-a_{2}\right )}{2 \left (2 x +y +1\right )}-\frac {\left (4 y +6 x +1\right )^{2} a_{3}}{4 \left (2 x +y +1\right )^{2}}-\left (-\frac {3}{2 x +y +1}+\frac {4 y +6 x +1}{\left (2 x +y +1\right )^{2}}\right ) \left (x a_{2}+y a_{3}+a_{1}\right )-\left (-\frac {2}{2 x +y +1}+\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )^{2}}\right ) \left (x b_{2}+y b_{3}+b_{1}\right ) = 0
\end{equation}
Putting the above in normal form gives
\[
\frac {24 x^{2} a_{2}-36 x^{2} a_{3}+20 x^{2} b_{2}-24 x^{2} b_{3}+24 x y a_{2}-48 x y a_{3}+16 x y b_{2}-24 x y b_{3}+8 y^{2} a_{2}-20 y^{2} a_{3}+4 y^{2} b_{2}-8 y^{2} b_{3}+24 x a_{2}-12 x a_{3}+4 x b_{1}+22 x b_{2}-16 x b_{3}-4 y a_{1}+10 y a_{2}+8 y b_{2}-4 y b_{3}+8 a_{1}+2 a_{2}-a_{3}+6 b_{1}+4 b_{2}-2 b_{3}}{4 \left (2 x +y +1\right )^{2}} = 0
\]
Setting the
numerator to zero gives
\begin{equation}
\tag{6E} 24 x^{2} a_{2}-36 x^{2} a_{3}+20 x^{2} b_{2}-24 x^{2} b_{3}+24 x y a_{2}-48 x y a_{3}+16 x y b_{2}-24 x y b_{3}+8 y^{2} a_{2}-20 y^{2} a_{3}+4 y^{2} b_{2}-8 y^{2} b_{3}+24 x a_{2}-12 x a_{3}+4 x b_{1}+22 x b_{2}-16 x b_{3}-4 y a_{1}+10 y a_{2}+8 y b_{2}-4 y b_{3}+8 a_{1}+2 a_{2}-a_{3}+6 b_{1}+4 b_{2}-2 b_{3} = 0
\end{equation}
Looking at the above PDE shows the following are all
the terms with \(\{x, y\}\) in them.
\[
\{x, y\}
\]
The following substitution is now made to be able to
collect on all terms with \(\{x, y\}\) in them
Substituting the above solution in the anstaz (1E,2E) (using \(1\) as arbitrary value for any
unknown in the RHS) gives
\begin{align*}
\xi &= x +\frac {3}{2} \\
\eta &= y -2 \\
\end{align*}
Shifting is now applied to make \(\xi =0\) in order to simplify the rest of
the computation
\begin{align*} \eta &= \eta - \omega \left (x,y\right ) \xi \\ &= y -2 - \left (-\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )}\right ) \left (x +\frac {3}{2}\right ) \\ &= \frac {12 x^{2}+16 x y +4 y^{2}+4 x +8 y -5}{8 x +4 y +4}\\ \xi &= 0 \end{align*}
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( x,y\right ) \to \left ( R,S \right )\)
where \(\left ( R,S \right )\) are the canonical coordinates which make the original ode become a quadrature and
hence solved by integration.
The characteristic pde which is used to find the canonical coordinates is
The above comes from the requirements that \(\left ( \xi \frac {\partial }{\partial x} + \eta \frac {\partial }{\partial y}\right ) S(x,y) = 1\). Starting with the first pair of ode’s in (1)
gives an ode to solve for the independent variable \(R\) in the canonical coordinates, where \(S(R)\). Since
\(\xi =0\) then in this special case
\begin{align*} R = x \end{align*}
\(S\) is found from
\begin{align*} S &= \int { \frac {1}{\eta }} dy\\ &= \int { \frac {1}{\frac {12 x^{2}+16 x y +4 y^{2}+4 x +8 y -5}{8 x +4 y +4}}} dy \end{align*}
Which results in
\begin{align*} S&= \frac {\ln \left (12 x^{2}+16 x y +4 y^{2}+4 x +8 y -5\right )}{2} \end{align*}
Now that \(R,S\) are found, we need to setup the ode in these coordinates. This is done by
evaluating
Where in the above \(R_{x},R_{y},S_{x},S_{y}\) are all partial derivatives and \(\omega (x,y)\) is the right hand side of the original ode
given by
\begin{align*} \omega (x,y) &= -\frac {4 y +6 x +1}{2 \left (2 x +y +1\right )} \end{align*}
Evaluating all the partial derivatives gives
\begin{align*} R_{x} &= 1\\ R_{y} &= 0\\ S_{x} &= \frac {1}{2 x +2 y -1}+\frac {3}{6 x +2 y +5}\\ S_{y} &= \frac {1}{2 x +2 y -1}+\frac {1}{6 x +2 y +5} \end{align*}
Substituting all the above in (2) and simplifying gives the ode in canonical coordinates.
We now need to express the RHS as function of \(R\) only. This is done by solving for \(x,y\) in terms of
\(R,S\) from the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= 0 \end{align*}
The above is a quadrature ode. This is the whole point of Lie symmetry method. It converts
an ode, no matter how complicated it is, to one that can be solved by integration when the
ode is in the canonical coordiates \(R,S\).
Since the ode has the form \(\frac {d}{d R}S \left (R \right )=f(R)\), then we only need to integrate \(f(R)\).
This ODE is now solved for \(p \left (x \right )\). No inversion is needed. The ode \(p^{\prime }\left (x \right ) = -\frac {2 \left (2+p \left (x \right )\right ) \left (p \left (x \right )+3\right ) \left (p \left (x \right )+1\right )}{2 x +3}\) is separable as it can be
written as
We now need to find the singular solutions, these are found by finding for what values \(g(p)\) is
zero, since we had to divide by this above. Solving \(g(p)=0\) or \(\left (2+p \right ) \left (p +3\right ) \left (p +1\right )=0\) for \(p \left (x \right )\) gives
\begin{align*} p \left (x \right )&=-3\\ p \left (x \right )&=-2\\ p \left (x \right )&=-1 \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and
any initial conditions given. If it does not then the singular solution will not be
used.