2.4.5 Problem 5

Solved using first_order_ode_bernoulli
Solved using first_order_ode_exact
Solved using first_order_ode_LIE
Maple
Mathematica
Sympy

Internal problem ID [18478]
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 31. Problems at page 85
Problem number : 5
Date solved : Saturday, April 26, 2025 at 11:22:35 AM
CAS classification : [_Bernoulli]

Solved using first_order_ode_bernoulli

Time used: 0.120 (sec)

Solve

(Tln(t)1)T=tT

In canonical form, the ODE is

T=F(t,T)=(Tln(t)1)Tt

This is a Bernoulli ODE.

(1)T=(1t)T+(ln(t)t)T2

The standard Bernoulli ODE has the form

(2)T=f0(t)T+f1(t)Tn

Comparing this to (1) shows that

f0=1tf1=ln(t)t

The first step is to divide the above equation by Tn which gives

(3)TTn=f0(t)T1n+f1(t)

The next step is use the substitution v=T1n in equation (3) which generates a new ODE in v(t) which will be linear and can be easily solved using an integrating factor. Backsubstitution then gives the solution T(t) which is what we want.

This method is now applied to the ODE at hand. Comparing the ODE (1) With (2) Shows that

f0(t)=1tf1(t)=ln(t)tn=2

Dividing both sides of ODE (1) by Tn=T2 gives

(4)T1T2=1tT+ln(t)t

Let

v=T1n(5)=1T

Taking derivative of equation (5) w.r.t t gives

(6)v=1T2T

Substituting equations (5) and (6) into equation (4) gives

v(t)=v(t)t+ln(t)t(7)v=vtln(t)t

The above now is a linear ODE in v(t) which is now solved.

In canonical form a linear first order is

v(t)+q(t)v(t)=p(t)

Comparing the above to the given ode shows that

q(t)=1tp(t)=ln(t)t

The integrating factor μ is

μ=eqdt=e1tdt=1t

The ode becomes

ddt(μv)=μpddt(μv)=(μ)(ln(t)t)ddt(vt)=(1t)(ln(t)t)d(vt)=(ln(t)t2)dt

Integrating gives

vt=ln(t)t2dt=ln(t)+1t+c1

Dividing throughout by the integrating factor 1t gives the final solution

v(t)=c1t+ln(t)+1

The substitution v=T1n is now used to convert the above solution back to T which results in

1T=c1t+ln(t)+1

Solving for T gives

T=1c1t+ln(t)+1
Figure 2.46: Slope field (Tln(t)1)T=tT

Summary of solutions found

T=1c1t+ln(t)+1
Solved using first_order_ode_exact

Time used: 0.140 (sec)

Solve

(Tln(t)1)T=tT

To solve an ode of the form

(A)M(x,y)+N(x,y)dydx=0

We assume there exists a function ϕ(x,y)=c where c is constant, that satisfies the ode. Taking derivative of ϕ w.r.t. x gives

ddxϕ(x,y)=0

Hence

(B)ϕx+ϕydydx=0

Comparing (A,B) shows that

ϕx=Mϕy=N

But since 2ϕxy=2ϕyx then for the above to be valid, we require that

My=Nx

If the above condition is satisfied, then the original ode is called exact. We still need to determine ϕ(x,y) but at least we know now that we can do that since the condition 2ϕxy=2ϕyx 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

(1A)M(t,T)dt+N(t,T)dT=0

Therefore

(t)dT=((Tln(t)1)T)dt(2A)((Tln(t)1)T)dt+(t)dT=0

Comparing (1A) and (2A) shows that

M(t,T)=(Tln(t)1)TN(t,T)=t

The next step is to determine if the ODE is is exact or not. The ODE is exact when the following condition is satisfied

MT=Nt

Using result found above gives

MT=T((Tln(t)1)T)=1+2Tln(t)

And

Nt=t(t)=1

Since MTNt, 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

A=1N(MTNt)=1t((1+2Tln(t))(1))=2Tln(t)t

Since A depends on T, it can not be used to obtain an integrating factor. We will now try a second method to find an integrating factor. Let

B=1M(NtMT)=1(Tln(t)1)T((1)(1+2Tln(t)))=2ln(t)Tln(t)1

Since B depends on t, it can not be used to obtain an integrating factor.We will now try a third method to find an integrating factor. Let

R=NtMTxMyN

R is now checked to see if it is a function of only t=tT. Therefore

R=NtMTxMyN=(1)(1+2Tln(t))t((Tln(t)1)T)T(t)=2tT

Replacing all powers of terms tT by t gives

R=2t

Since R depends on t only, then it can be used to find an integrating factor. Let the integrating factor be μ then

μ=eRdt=e(2t)dt

The result of integrating gives

μ=e2ln(t)=1t2

Now t is replaced back with tT giving

μ=1t2T2

Multiplying M and N by this integrating factor gives new M and new N which are called M and N so not to confuse them with the original M and N

M=μM=1t2T2((Tln(t)1)T)=Tln(t)1Tt2

And

N=μN=1t2T2(t)=1tT2

A modified ODE is now obtained from the original ODE, which is exact and can solved. The modified ODE is

M+NdTdt=0(Tln(t)1Tt2)+(1tT2)dTdt=0

The following equations are now set up to solve for the function ϕ(t,T)

(1)ϕt=M(2)ϕT=N

Integrating (1) w.r.t. t gives

ϕtdt=Mdtϕtdt=Tln(t)1Tt2dt(3)ϕ=Tln(t)T+1tT+f(T)

Where f(T) is used for the constant of integration since ϕ is a function of both t and T. Taking derivative of equation (3) w.r.t T gives

(4)ϕT=ln(t)1tTTln(t)T+1tT2+f(T)=1tT2+f(T)

But equation (2) says that ϕT=1tT2. Therefore equation (4) becomes

(5)1tT2=1tT2+f(T)

Solving equation (5) for f(T) gives

f(T)=0

Therefore

f(T)=c2

Where c2 is constant of integration. Substituting this result for f(T) into equation (3) gives ϕ

ϕ=Tln(t)T+1tT+c2

But since ϕ itself is a constant function, then let ϕ=c3 where c2 is new constant and combining c2 and c3 constants into the constant c2 gives the solution as

c2=Tln(t)T+1tT

Solving for T gives

T=11+c2t+ln(t)
Figure 2.47: Slope field (Tln(t)1)T=tT

Summary of solutions found

T=11+c2t+ln(t)
Solved using first_order_ode_LIE

Time used: 0.927 (sec)

Solve

(Tln(t)1)T=tT

Writing the ode as

T=(Tln(t)1)TtT=ω(t,T)

The condition of Lie symmetry is the linearized PDE given by

(A)ηt+ω(ηTξt)ω2ξTωtξωTη=0

To determine ξ,η then (A) is solved using ansatz. Making bivariate polynomials of degree 2 to use as anstaz gives

(1E)ξ=T2a6+tTa5+t2a4+Ta3+ta2+a1(2E)η=T2b6+tTb5+t2b4+Tb3+tb2+b1

Where the unknown coefficients are

{a1,a2,a3,a4,a5,a6,b1,b2,b3,b4,b5,b6}

Substituting equations (1E,2E) and ω into (A) gives

(5E)Tb5+2tb4+b2+(Tln(t)1)T(Ta5+2Tb62ta4+tb5a2+b3)t(Tln(t)1)2T2(2Ta6+ta5+a3)t2(T2t2(Tln(t)1)Tt2)(T2a6+tTa5+t2a4+Ta3+ta2+a1)(Tln(t)t+Tln(t)1t)(T2b6+tTb5+t2b4+Tb3+tb2+b1)=0

Putting the above in normal form gives

2T2a3+T2ta2+ln(t)2T4a33ln(t)T3a3ln(t)T2a1+ln(t)2T4ta52ln(t)T3ta5+ln(t)T2t2a4+ln(t)T2t2b5+2ln(t)Tt3b43t3b4+T4a6+3T3a6+ln(t)T2tb3+2ln(t)Tt2b2+2ln(t)Ttb1Tb5t2+T3ta5+T2t2a4+T2ta5+T2tb6Tt2a4+2ln(t)2T5a65ln(t)T4a62b2t2+T3a3+T2a1+Ta1tb1t2=0

Setting the numerator to zero gives

(6E)2T2a3T2ta2ln(t)2T4a3+3ln(t)T3a3+ln(t)T2a1ln(t)2T4ta5+2ln(t)T3ta5ln(t)T2t2a4ln(t)T2t2b52ln(t)Tt3b4+3t3b4T4a63T3a6ln(t)T2tb32ln(t)Tt2b22ln(t)Ttb1+Tb5t2T3ta5T2t2a4T2ta5T2tb6+Tt2a42ln(t)2T5a6+5ln(t)T4a6+2b2t2T3a3T2a1Ta1+tb1=0

Looking at the above PDE shows the following are all the terms with {T,t} in them.

{T,t,ln(t)}

The following substitution is now made to be able to collect on all terms with {T,t} in them

{T=v1,t=v2,ln(t)=v3}

The above PDE (6E) now becomes

(7E)v32v14v2a52v32v15a6v32v14a3v3v12v22a4+2v3v13v2a5+5v3v14a62v3v1v23b4v3v12v22b5+3v3v13a3v12v22a4v13v2a5v14a62v3v1v22b2v3v12v2b3+v3v12a1v12v2a2v13a3+v1v22a4v12v2a53v13a62v3v1v2b1+3v23b4+v1b5v22v12v2b6v12a12v12a3+2b2v22v1a1+v2b1=0

Collecting the above on the terms vi introduced, and these are

{v1,v2,v3}

Equation (7E) now becomes

(8E)2v32v15a6v32v14v2a5v32v14a3+5v3v14a6v14a6+2v3v13v2a5v13v2a5+3v3v13a3+(a33a6)v13+(a4b5)v12v22v3v12v22a4v3v12v2b3+(a2a5b6)v12v2+v3v12a1+(a12a3)v122v3v1v23b42v3v1v22b2+(a4+b5)v1v222v3v1v2b1v1a1+3v23b4+2b2v22+v2b1=0

Setting each coefficients in (8E) to zero gives the following equations to solve

a1=0b1=0a1=0a3=03a3=0a4=0a5=02a5=02a6=0a6=05a6=02b1=02b2=02b2=0b3=02b4=03b4=0a12a3=0a33a6=0a4b5=0a4+b5=0a2a5b6=0

Solving the above equations for the unknowns gives

a1=0a2=b6a3=0a4=0a5=0a6=0b1=0b2=0b3=0b4=0b5=0b6=b6

Substituting the above solution in the anstaz (1E,2E) (using 1 as arbitrary value for any unknown in the RHS) gives

ξ=tη=T2

Shifting is now applied to make ξ=0 in order to simplify the rest of the computation

η=ηω(t,T)ξ=T2((Tln(t)1)Tt)(t)=T2ln(t)+T2Tξ=0

The next step is to determine the canonical coordinates R,S. The canonical coordinates map (t,T)(R,S) where (R,S) 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

(1)dtξ=dTη=dS

The above comes from the requirements that (ξt+ηT)S(t,T)=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 ξ=0 then in this special case

R=t

S is found from

S=1ηdy=1T2ln(t)+T2Tdy

Which results in

S=ln(T)+ln(Tln(t)+T1)

Now that R,S are found, we need to setup the ode in these coordinates. This is done by evaluating

(2)dSdR=St+ω(t,T)STRt+ω(t,T)RT

Where in the above Rt,RT,St,ST are all partial derivatives and ω(t,T) is the right hand side of the original ode given by

ω(t,T)=(Tln(t)1)Tt

Evaluating all the partial derivatives gives

Rt=1RT=0St=Tt(Tln(t)+T1)ST=1T(Tln(t)+T1)

Substituting all the above in (2) and simplifying gives the ode in canonical coordinates.

(2A)dSdR=1t

We now need to express the RHS as function of R only. This is done by solving for t,T in terms of R,S from the result obtained earlier and simplifying. This gives

dSdR=1R

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 ddRS(R)=f(R), then we only need to integrate f(R).

dS=1RdRS(R)=ln(R)+c5

To complete the solution, we just need to transform the above back to t,T coordinates. This results in

ln(T)+ln(Tln(t)+T1)=ln(t)+c5

The following diagram shows solution curves of the original ode and how they transform in the canonical coordinates space using the mapping shown.

Original ode in t,T coordinates

Canonical coordinates transformation

ODE in canonical coordinates (R,S)

dTdt=(Tln(t)1)Tt

dSdR=1R

R=tS=ln(T)+ln(Tln(t)+T1)

Solving for T gives

T=1ec5tln(t)1
Figure 2.48: Slope field (Tln(t)1)T=tT

Summary of solutions found

T=1ec5tln(t)1
Maple. Time used: 0.002 (sec). Leaf size: 13
ode:=(T(t)*ln(t)-1)*T(t) = t*diff(T(t),t); 
dsolve(ode,T(t), singsol=all);
 
T=11+c1t+ln(t)

Maple trace

Methods for first order ODEs: 
--- Trying classification methods --- 
trying a quadrature 
trying 1st order linear 
trying Bernoulli 
<- Bernoulli successful
 

Maple step by step

Let’s solve(T(t)ln(t)1)T(t)=t(ddtT(t))Highest derivative means the order of the ODE is1ddtT(t)Solve for the highest derivativeddtT(t)=(T(t)ln(t)1)T(t)t
Mathematica. Time used: 0.136 (sec). Leaf size: 20
ode=(T[t]*Log[t]-1)*T[t]==t*D[T[t],t]; 
ic={}; 
DSolve[{ode,ic},T[t],t,IncludeSingularSolutions->True]
 
T(t)1log(t)+c1t+1T(t)0
Sympy. Time used: 0.262 (sec). Leaf size: 12
from sympy import * 
t = symbols("t") 
T = Function("T") 
ode = Eq(-t*Derivative(T(t), t) + (T(t)*log(t) - 1)*T(t),0) 
ics = {} 
dsolve(ode,func=T(t),ics=ics)
 
T(t)=1C1t+log(t)+1