Internal
problem
ID
[18219] Book
:
Elementary
Differential
Equations.
By
Thornton
C.
Fry.
D
Van
Nostrand.
NY.
First
Edition
(1929) Section
:
Chapter
IV.
Methods
of
solution:
First
order
equations.
section
24.
Problems
at
page
62 Problem
number
:
5 Date
solved
:
Friday, December 20, 2024 at 06:27:15 AM CAS
classification
:
[_quadrature]
\begin{align*} \int \frac {1}{k \left (-n x +A \right ) \left (-m x +M \right )}d x &= dt\\ \frac {-\ln \left (-m x +M \right )+\ln \left (-n x +A \right )}{k \left (A m -M n \right )}&= t +c_1 \end{align*}
Singular solutions are found by solving
\begin{align*} k \left (-n x +A \right ) \left (-m x +M \right )&= 0 \end{align*}
for \(x\). This is because we had to divide by this in the above step. This gives the following
singular solution(s), which also have to satisfy the given ODE.
\begin{align*} x = \frac {A}{n}\\ x = \frac {M}{m} \end{align*}
The following diagram is the phase line diagram. It classifies each of the above
equilibrium points as stable or not stable or semi-stable.
Solving for \(x\) gives
\begin{align*}
x &= \frac {A}{n} \\
x &= \frac {M}{m} \\
x &= \frac {A \,{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t}-M}{{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t} n -m} \\
\end{align*}
Summary of solutions found
\begin{align*}
x &= \frac {A}{n} \\
x &= \frac {M}{m} \\
x &= \frac {A \,{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t}-M}{{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t} n -m} \\
\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
Since \(\frac {\partial M}{\partial x} \neq \frac {\partial N}{\partial t}\), then the ODE is not exact. Since the ODE is not exact, we will try to find an
integrating factor to make it exact. Let
\begin{align*} A &= \frac {1}{N} \left (\frac {\partial M}{\partial x} - \frac {\partial N}{\partial t} \right ) \\ &=1\left ( \left ( k n \left (-m x +M \right )+k \left (-n x +A \right ) m\right ) - \left (0 \right ) \right ) \\ &=k \left (\left (-2 n x +A \right ) m +M n \right ) \end{align*}
Since \(A\) depends on \(x\), it can not be used to obtain an integrating factor. We will now try a
second method to find an integrating factor. Let
\begin{align*} B &= \frac {1}{M} \left ( \frac {\partial N}{\partial t} - \frac {\partial M}{\partial x} \right ) \\ &=-\frac {1}{k \left (-n x +A \right ) \left (-m x +M \right )}\left ( \left ( 0\right ) - \left (k n \left (-m x +M \right )+k \left (-n x +A \right ) m \right ) \right ) \\ &=\frac {\left (-2 n x +A \right ) m +M n}{\left (-n x +A \right ) \left (-m x +M \right )} \end{align*}
Since \(B\) does not depend on \(t\), it can be used to obtain an integrating factor. Let the
integrating factor be \(\mu \). Then
\begin{align*} \mu &= e^{\int B \mathop {\mathrm {d}x}} \\ &= e^{\int \frac {\left (-2 n x +A \right ) m +M n}{\left (-n x +A \right ) \left (-m x +M \right )}\mathop {\mathrm {d}x} } \end{align*}
The result of integrating gives
\begin{align*} \mu &= e^{-\ln \left (\left (-n x +A \right ) \left (-m x +M \right )\right ) } \\ &= \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )} \end{align*}
\(M\) and \(N\) are now multiplied by this integrating factor, giving new \(M\) and new \(N\) which are called \(\overline {M}\)
and \(\overline {N}\) so not to confuse them with the original \(M\) and \(N\).
\begin{align*} \overline {M} &=\mu M \\ &= \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )}\left (-k \left (-n x +A \right ) \left (-m x +M \right )\right ) \\ &= -k \end{align*}
And
\begin{align*} \overline {N} &=\mu N \\ &= \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )}\left (1\right ) \\ &= \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )} \end{align*}
So now a modified ODE is obtained from the original ODE which will be exact and can be
solved using the standard method. The modified ODE is
Where \(f(x)\) is used for the constant of integration since \(\phi \) is a function
of both \(t\) and \(x\). Taking derivative of equation (3) w.r.t \(x\) gives
But equation (2) says that \(\frac {\partial \phi }{\partial x} = \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )}\).
Therefore equation (4) becomes
\begin{equation}
\tag{5} \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )} = 0+f'(x)
\end{equation}
Solving equation (5) for \( f'(x)\) gives
\[
f'(x) = \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )}
\]
Integrating the above w.r.t \(x\)
gives
\begin{align*}
\int f'(x) \mathop {\mathrm {d}x} &= \int \left ( \frac {1}{\left (-n x +A \right ) \left (-m x +M \right )}\right ) \mathop {\mathrm {d}x} \\
f(x) &= -\frac {\ln \left (-m x +M \right )}{A m -M n}+\frac {\ln \left (-n x +A \right )}{A m -M n}+ c_1 \\
\end{align*}
Where \(c_1\) is constant of integration. Substituting result found above for \(f(x)\) into equation
(3) gives \(\phi \)
\[
\phi = -t k -\frac {\ln \left (-m x +M \right )}{A m -M n}+\frac {\ln \left (-n x +A \right )}{A m -M n}+ c_1
\]
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
\[
c_1 = -t k -\frac {\ln \left (-m x +M \right )}{A m -M n}+\frac {\ln \left (-n x +A \right )}{A m -M n}
\]
Solving for \(x\) gives
\begin{align*}
x &= \frac {A \,{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n}-M}{{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n} n -m} \\
\end{align*}
Summary of solutions found
\begin{align*}
x &= \frac {A \,{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n}-M}{{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n} n -m} \\
\end{align*}
Substituting equations
(1E,2E) and \(\omega \) into (A) gives
\begin{equation}
\tag{5E} b_{2}+k \left (-n x +A \right ) \left (-m x +M \right ) \left (b_{3}-a_{2}\right )-k^{2} \left (-n x +A \right )^{2} \left (-m x +M \right )^{2} a_{3}-\left (-k n \left (-m x +M \right )-k \left (-n x +A \right ) m \right ) \left (t b_{2}+x b_{3}+b_{1}\right ) = 0
\end{equation}
Putting the above in normal form gives
\[
-k^{2} m^{2} n^{2} x^{4} a_{3}+2 A \,k^{2} m^{2} n \,x^{3} a_{3}+2 M \,k^{2} m \,n^{2} x^{3} a_{3}-A^{2} k^{2} m^{2} x^{2} a_{3}-4 A M \,k^{2} m n \,x^{2} a_{3}-M^{2} k^{2} n^{2} x^{2} a_{3}+2 A^{2} M \,k^{2} m x a_{3}+2 A \,M^{2} k^{2} n x a_{3}-A^{2} M^{2} k^{2} a_{3}-2 k m n t x b_{2}-k m n \,x^{2} a_{2}-k m n \,x^{2} b_{3}+A k m t b_{2}+A k m x a_{2}+M k n t b_{2}+M k n x a_{2}-2 k m n x b_{1}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\]
Setting the
numerator to zero gives
\begin{equation}
\tag{6E} -k^{2} m^{2} n^{2} x^{4} a_{3}+2 A \,k^{2} m^{2} n \,x^{3} a_{3}+2 M \,k^{2} m \,n^{2} x^{3} a_{3}-A^{2} k^{2} m^{2} x^{2} a_{3}-4 A M \,k^{2} m n \,x^{2} a_{3}-M^{2} k^{2} n^{2} x^{2} a_{3}+2 A^{2} M \,k^{2} m x a_{3}+2 A \,M^{2} k^{2} n x a_{3}-A^{2} M^{2} k^{2} a_{3}-2 k m n t x b_{2}-k m n \,x^{2} a_{2}-k m n \,x^{2} b_{3}+A k m t b_{2}+A k m x a_{2}+M k n t b_{2}+M k n x a_{2}-2 k m n x b_{1}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\end{equation}
Looking at the above PDE shows the following are all
the terms with \(\{t, x\}\) in them.
\[
\{t, x\}
\]
The following substitution is now made to be able to
collect on all terms with \(\{t, x\}\) in them
\[
\{t = v_{1}, x = v_{2}\}
\]
The above PDE (6E) now becomes
\begin{equation}
\tag{7E} -k^{2} m^{2} n^{2} a_{3} v_{2}^{4}+2 A \,k^{2} m^{2} n a_{3} v_{2}^{3}+2 M \,k^{2} m \,n^{2} a_{3} v_{2}^{3}-A^{2} k^{2} m^{2} a_{3} v_{2}^{2}-4 A M \,k^{2} m n a_{3} v_{2}^{2}-M^{2} k^{2} n^{2} a_{3} v_{2}^{2}+2 A^{2} M \,k^{2} m a_{3} v_{2}+2 A \,M^{2} k^{2} n a_{3} v_{2}-A^{2} M^{2} k^{2} a_{3}-k m n a_{2} v_{2}^{2}-2 k m n b_{2} v_{1} v_{2}-k m n b_{3} v_{2}^{2}+A k m a_{2} v_{2}+A k m b_{2} v_{1}+M k n a_{2} v_{2}+M k n b_{2} v_{1}-2 k m n b_{1} v_{2}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\end{equation}
Collecting
the above on the terms \(v_i\) introduced, and these are
\[
\{v_{1}, v_{2}\}
\]
Equation (7E) now becomes
\begin{equation}
\tag{8E} -2 k m n b_{2} v_{1} v_{2}+\left (A k m b_{2}+M k n b_{2}\right ) v_{1}-k^{2} m^{2} n^{2} a_{3} v_{2}^{4}+\left (2 A \,k^{2} m^{2} n a_{3}+2 M \,k^{2} m \,n^{2} a_{3}\right ) v_{2}^{3}+\left (-A^{2} k^{2} m^{2} a_{3}-4 A M \,k^{2} m n a_{3}-M^{2} k^{2} n^{2} a_{3}-k m n a_{2}-k m n b_{3}\right ) v_{2}^{2}+\left (2 A^{2} M \,k^{2} m a_{3}+2 A \,M^{2} k^{2} n a_{3}+A k m a_{2}+M k n a_{2}-2 k m n b_{1}\right ) v_{2}-A^{2} M^{2} k^{2} a_{3}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\end{equation}
Setting each coefficients in (8E) to zero gives the following equations to solve
\begin{align*} -2 k m n b_{2}&=0\\ -k^{2} m^{2} n^{2} a_{3}&=0\\ 2 A \,k^{2} m^{2} n a_{3}+2 M \,k^{2} m \,n^{2} a_{3}&=0\\ A k m b_{2}+M k n b_{2}&=0\\ 2 A^{2} M \,k^{2} m a_{3}+2 A \,M^{2} k^{2} n a_{3}+A k m a_{2}+M k n a_{2}-2 k m n b_{1}&=0\\ -A^{2} k^{2} m^{2} a_{3}-4 A M \,k^{2} m n a_{3}-M^{2} k^{2} n^{2} a_{3}-k m n a_{2}-k m n b_{3}&=0\\ -A^{2} M^{2} k^{2} a_{3}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2}&=0 \end{align*}
Solving the above equations for the unknowns gives
Shifting is now applied to make \(\xi =0\) in order to simplify the rest of
the computation
\begin{align*} \eta &= \eta - \omega \left (t,x\right ) \xi \\ &= 0 - \left (k \left (-n x +A \right ) \left (-m x +M \right )\right ) \left (1\right ) \\ &= -x^{2} k m n +A x k m +M x k n -A M k\\ \xi &= 0 \end{align*}
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( t,x\right ) \to \left ( R,S \right )\)
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 \(\left ( \xi \frac {\partial }{\partial t} + \eta \frac {\partial }{\partial x}\right ) S(t,x) = 1\). 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 = t \end{align*}
\(S\) is found from
\begin{align*} S &= \int { \frac {1}{\eta }} dy\\ &= \int { \frac {1}{-x^{2} k m n +A x k m +M x k n -A M k}} dy \end{align*}
Which results in
\begin{align*} S&= \frac {\ln \left (-m x +M \right )}{k \left (A m -M n \right )}-\frac {\ln \left (-n x +A \right )}{k \left (A m -M n \right )} \end{align*}
Now that \(R,S\) are found, we need to setup the ode in these coordinates. This is done by
evaluating
We now need to express the RHS as function of \(R\) only. This is done by solving for \(t,x\) in terms of
\(R,S\) from the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= -1 \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 \(f(R)\).
To complete the solution, we just need to transform the above back to \(t,x\) coordinates. This
results in
\begin{align*} \frac {\ln \left (M -m x\right )-\ln \left (A -n x\right )}{k \left (A m -M n \right )} = -t +c_2 \end{align*}
Which gives
\begin{align*} x = \frac {A \,{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t}-M}{{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t} n -m} \end{align*}
Summary of solutions found
\begin{align*}
x &= \frac {A \,{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t}-M}{{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t} n -m} \\
\end{align*}
Maple step by step solution
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x^{\prime }=k \left (A -n x\right ) \left (M -m x\right ) \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & x^{\prime } \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & x^{\prime }=k \left (A -n x\right ) \left (M -m x\right ) \\ \bullet & {} & \textrm {Separate variables}\hspace {3pt} \\ {} & {} & \frac {x^{\prime }}{\left (A -n x\right ) \left (M -m x\right )}=k \\ \bullet & {} & \textrm {Integrate both sides with respect to}\hspace {3pt} t \\ {} & {} & \int \frac {x^{\prime }}{\left (A -n x\right ) \left (M -m x\right )}d t =\int k d t +\mathit {C1} \\ \bullet & {} & \textrm {Evaluate integral}\hspace {3pt} \\ {} & {} & -\frac {\ln \left (M -m x\right )}{A m -M n}+\frac {\ln \left (A -n x\right )}{A m -M n}=t k +\mathit {C1} \\ \bullet & {} & \textrm {Solve for}\hspace {3pt} x \\ {} & {} & x=\frac {A \,{\mathrm e}^{-A k m t +M k n t -A \mathit {C1} m +\mathit {C1} M n}-M}{{\mathrm e}^{-A k m t +M k n t -A \mathit {C1} m +\mathit {C1} M n} n -m} \end {array} \]
Maple trace
`Methodsfor first order ODEs:---Trying classification methods ---tryinga quadraturetrying1st order lineartryingBernoullitryingseparable<-separable successful`
\[
x = \frac {-A \,{\mathrm e}^{-k \left (t +c_1 \right ) \left (A m -M n \right )}+M}{-{\mathrm e}^{-k \left (t +c_1 \right ) \left (A m -M n \right )} n +m}
\]