1.67 problem 67
Internal
problem
ID
[8031]
Book
:
First
order
enumerated
odes
Section
:
section
1
Problem
number
:
67
Date
solved
:
Monday, October 21, 2024 at 04:44:23 PM
CAS
classification
:
[[_homogeneous, `class C`], _dAlembert]
Solve
\begin{align*} y^{\prime }&=10+{\mathrm e}^{x +y} \end{align*}
Time used: 0.238 (sec)
The given ode has the general form
\begin{align*} y^{\prime } & = B+C f\left ( ax +b y +c\right ) \tag {1} \end{align*}
Comparing (1) to the ode given shows the parameters in the ODE have these values
\begin{align*} B &= 10\\ C &= 1\\ a &= 1\\ b &= 1\\ c &= 0 \end{align*}
This form of ode can be solved by change of variables \(u=ax+b y +c\) which makes the ode separable.
\begin{align*} u^{\prime }\left (x \right ) &=a+b y^{\prime } \end{align*}
Or
\begin{align*} y^{\prime } &= \frac { u^{\prime }\left (x \right ) - a} {b} \end{align*}
The ode becomes
\begin{align*} \frac {u' - a}{b} & = B+C f\left ( u\right ) \\ u' & =b B+ b C f\left ( u\right ) +a \\ \frac {du}{b B+b C f\left ( u\right ) +a} &= d x \end{align*}
Integrating gives
\begin{align*} \int \frac {du}{b B+ b C f(u) +a} &=x+c_1\\ \int ^{u}\frac {d\tau }{b B + b C f(\tau ) +a} & = x+c_1 \end{align*}
Replacing back \(u=ax+b y +c\) the above becomes
\begin{equation} \int ^{ax+b y +c}\frac {d\tau }{b B+b C f\left ( \tau \right ) +a} = x+c_{1}\tag {2} \end{equation}
If initial conditions are given as \(y\left ( x_{0}\right ) = y_{0}\) , the above becomes
\begin{align*} \int _{0}^{a x_{0}+b y_{0}+c}\frac {d\tau }{b B + b C f\left ( \tau \right ) +a} & =x_{0}+c_{1}\\ c_{1} & =\int _{0}^{ax+by_{0}+c}\frac {d\tau }{b B+ b C f\left ( \tau \right )+a}-x_{0} \end{align*}
Substituting this into (2) gives
\begin{align*} \int ^{ax+by+c}\frac {d\tau }{bB+bC f\left ( \tau \right ) +a}= x+\int _{0}^{ax+by_{0}+c}\frac {d\tau }{bB+bC f\left ( \tau \right ) +a}-x_{0} \tag {3} \end{align*}
Since no initial conditions are given, then using (2) and replacing the values of the
parameters into (2) gives the solution as
\[
\int _{}^{x +y}\frac {1}{11+{\mathrm e}^{\tau }}d \tau = x +c_1
\]
Which simplifies to
\[
-\frac {\ln \left (11+{\mathrm e}^{x +y}\right )}{11}+\frac {\ln \left ({\mathrm e}^{x +y}\right )}{11} = x +c_1
\]
Solving for \(y\) from the
above solution(s) gives (after possible removing of solutions that do not verify)
\begin{align*} y = 10 x +\ln \left (-\frac {11}{-1+{\mathrm e}^{11 x +11 c_1}}\right )+11 c_1 \end{align*}
Figure 88: Slope field plot
\(y^{\prime } = 10+{\mathrm e}^{x +y}\)
1.67.2 Solved using Lie symmetry for first order ode
Time used: 0.929 (sec)
Writing the ode as
\begin{align*} y^{\prime }&=10+{\mathrm e}^{x +y}\\ y^{\prime }&= \omega \left ( x,y\right ) \end{align*}
The condition of Lie symmetry is the linearized PDE given by
\begin{align*} \eta _{x}+\omega \left ( \eta _{y}-\xi _{x}\right ) -\omega ^{2}\xi _{y}-\omega _{x}\xi -\omega _{y}\eta =0\tag {A} \end{align*}
To determine \(\xi ,\eta \) then (A) is solved using ansatz. Making bivariate polynomials of degree 1 to
use as anstaz gives
\begin{align*}
\tag{1E} \xi &= x a_{2}+y a_{3}+a_{1} \\
\tag{2E} \eta &= x b_{2}+y b_{3}+b_{1} \\
\end{align*}
Where the unknown coefficients are
\[
\{a_{1}, a_{2}, a_{3}, b_{1}, b_{2}, b_{3}\}
\]
Substituting equations (1E,2E) and \(\omega \)
into (A) gives
\begin{equation}
\tag{5E} b_{2}+\left (10+{\mathrm e}^{x +y}\right ) \left (b_{3}-a_{2}\right )-\left (10+{\mathrm e}^{x +y}\right )^{2} a_{3}-{\mathrm e}^{x +y} \left (x a_{2}+y a_{3}+a_{1}\right )-{\mathrm e}^{x +y} \left (x b_{2}+y b_{3}+b_{1}\right ) = 0
\end{equation}
Putting the above in normal form gives
\[
-{\mathrm e}^{2 x +2 y} a_{3}-{\mathrm e}^{x +y} x a_{2}-{\mathrm e}^{x +y} x b_{2}-{\mathrm e}^{x +y} y a_{3}-{\mathrm e}^{x +y} y b_{3}-{\mathrm e}^{x +y} a_{1}-{\mathrm e}^{x +y} a_{2}-20 \,{\mathrm e}^{x +y} a_{3}-{\mathrm e}^{x +y} b_{1}+{\mathrm e}^{x +y} b_{3}-10 a_{2}-100 a_{3}+b_{2}+10 b_{3} = 0
\]
Setting the numerator to zero gives
\begin{equation}
\tag{6E} -{\mathrm e}^{2 x +2 y} a_{3}-{\mathrm e}^{x +y} x a_{2}-{\mathrm e}^{x +y} x b_{2}-{\mathrm e}^{x +y} y a_{3}-{\mathrm e}^{x +y} y b_{3}-{\mathrm e}^{x +y} a_{1}-{\mathrm e}^{x +y} a_{2}-20 \,{\mathrm e}^{x +y} a_{3}-{\mathrm e}^{x +y} b_{1}+{\mathrm e}^{x +y} b_{3}-10 a_{2}-100 a_{3}+b_{2}+10 b_{3} = 0
\end{equation}
Simplifying the above gives
\begin{equation}
\tag{6E} -{\mathrm e}^{2 x +2 y} a_{3}-{\mathrm e}^{x +y} x a_{2}-{\mathrm e}^{x +y} x b_{2}-{\mathrm e}^{x +y} y a_{3}-{\mathrm e}^{x +y} y b_{3}-{\mathrm e}^{x +y} a_{1}-{\mathrm e}^{x +y} a_{2}-20 \,{\mathrm e}^{x +y} a_{3}-{\mathrm e}^{x +y} b_{1}+{\mathrm e}^{x +y} b_{3}-10 a_{2}-100 a_{3}+b_{2}+10 b_{3} = 0
\end{equation}
Looking at the above PDE shows the following are all
the terms with \(\{x, y\}\) in them.
\[
\{x, y, {\mathrm e}^{x +y}, {\mathrm e}^{2 x +2 y}\}
\]
The following substitution is now made to be able to
collect on all terms with \(\{x, y\}\) in them
\[
\{x = v_{1}, y = v_{2}, {\mathrm e}^{x +y} = v_{3}, {\mathrm e}^{2 x +2 y} = v_{4}\}
\]
The above PDE (6E) now becomes
\begin{equation}
\tag{7E} -v_{3} v_{1} a_{2}-v_{3} v_{2} a_{3}-v_{3} v_{1} b_{2}-v_{3} v_{2} b_{3}-v_{3} a_{1}-v_{3} a_{2}-20 v_{3} a_{3}-v_{4} a_{3}-v_{3} b_{1}+v_{3} b_{3}-10 a_{2}-100 a_{3}+b_{2}+10 b_{3} = 0
\end{equation}
Collecting
the above on the terms \(v_i\) introduced, and these are
\[
\{v_{1}, v_{2}, v_{3}, v_{4}\}
\]
Equation (7E) now becomes
\begin{equation}
\tag{8E} \left (-a_{2}-b_{2}\right ) v_{1} v_{3}+\left (-a_{3}-b_{3}\right ) v_{2} v_{3}+\left (-a_{1}-a_{2}-20 a_{3}-b_{1}+b_{3}\right ) v_{3}-v_{4} a_{3}-10 a_{2}-100 a_{3}+b_{2}+10 b_{3} = 0
\end{equation}
Setting each coefficients in (8E) to zero gives the following equations to solve
\begin{align*} -a_{3}&=0\\ -a_{2}-b_{2}&=0\\ -a_{3}-b_{3}&=0\\ -10 a_{2}-100 a_{3}+b_{2}+10 b_{3}&=0\\ -a_{1}-a_{2}-20 a_{3}-b_{1}+b_{3}&=0 \end{align*}
Solving the above equations for the unknowns gives
\begin{align*} a_{1}&=-b_{1}\\ a_{2}&=0\\ a_{3}&=0\\ b_{1}&=b_{1}\\ b_{2}&=0\\ b_{3}&=0 \end{align*}
Substituting the above solution in the anstaz (1E,2E) (using \(1\) as arbitrary value for any
unknown in the RHS) gives
\begin{align*}
\xi &= -1 \\
\eta &= 1 \\
\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 \\ &= 1 - \left (10+{\mathrm e}^{x +y}\right ) \left (-1\right ) \\ &= 11+{\mathrm e}^{x} {\mathrm e}^{y}\\ \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
\begin{align*} \frac {d x}{\xi } &= \frac {d y}{\eta } = dS \tag {1} \end{align*}
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}{11+{\mathrm e}^{x} {\mathrm e}^{y}}} dy \end{align*}
Which results in
\begin{align*} S&= \frac {\ln \left ({\mathrm e}^{y}\right )}{11}-\frac {\ln \left (11+{\mathrm e}^{x} {\mathrm e}^{y}\right )}{11} \end{align*}
Now that \(R,S\) are found, we need to setup the ode in these coordinates. This is done by
evaluating
\begin{align*} \frac {dS}{dR} &= \frac { S_{x} + \omega (x,y) S_{y} }{ R_{x} + \omega (x,y) R_{y} }\tag {2} \end{align*}
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) &= 10+{\mathrm e}^{x +y} \end{align*}
Evaluating all the partial derivatives gives
\begin{align*} R_{x} &= 1\\ R_{y} &= 0\\ S_{x} &= -\frac {{\mathrm e}^{x +y}}{121+11 \,{\mathrm e}^{x +y}}\\ S_{y} &= \frac {1}{11+{\mathrm e}^{x +y}} \end{align*}
Substituting all the above in (2) and simplifying gives the ode in canonical coordinates.
\begin{align*} \frac {dS}{dR} &= {\frac {10}{11}}\tag {2A} \end{align*}
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} &= {\frac {10}{11}} \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 \(f(R)\) .
\begin{align*} \int {dS} &= \int {{\frac {10}{11}}\, dR}\\ S \left (R \right ) &= \frac {10 R}{11} + c_2 \end{align*}
To complete the solution, we just need to transform the above back to \(x,y\) coordinates. This
results in
\begin{align*} \frac {y}{11}-\frac {\ln \left (11+{\mathrm e}^{x +y}\right )}{11} = \frac {10 x}{11}+c_2 \end{align*}
Which gives
\begin{align*} y = 10 x +\ln \left (-\frac {11}{-1+{\mathrm e}^{11 x +11 c_2}}\right )+11 c_2 \end{align*}
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 \(x,y\) coordinates
Canonical
coordinates
transformation
ODE in canonical coordinates \((R,S)\)
\( \frac {dy}{dx} = 10+{\mathrm e}^{x +y}\)
\( \frac {d S}{d R} = {\frac {10}{11}}\)
\(\!\begin {aligned} R&= x\\ S&= \frac {y}{11}-\frac {\ln \left (11+{\mathrm e}^{x +y}\right )}{11} \end {aligned} \)
Figure 89: Slope field plot
\(y^{\prime } = 10+{\mathrm e}^{x +y}\)
1.67.3 Solved as first order ode of type ID 1
Time used: 0.118 (sec)
Writing the ode as
\begin{align*} y^{\prime } &= 10+{\mathrm e}^{x +y}\tag {1} \end{align*}
And using the substitution \(u={\mathrm e}^{-y}\) then
\begin{align*} u' &= -y^{\prime } {\mathrm e}^{-y} \end{align*}
The above shows that
\begin{align*} y^{\prime } &= -u^{\prime }\left (x \right ) {\mathrm e}^{y}\\ &= -\frac {u^{\prime }\left (x \right )}{u} \end{align*}
Substituting this in (1) gives
\begin{align*} -\frac {u^{\prime }\left (x \right )}{u}&=\frac {{\mathrm e}^{x}}{u}+10 \end{align*}
The above simplifies to
\begin{align*} -u^{\prime }\left (x \right )&={\mathrm e}^{x}+10 u \left (x \right )\\ u^{\prime }\left (x \right )+10 u \left (x \right )&=-{\mathrm e}^{x}\tag {2} \end{align*}
Now ode (2) is solved for \(u \left (x \right )\) .
In canonical form a linear first order is
\begin{align*} u^{\prime }\left (x \right ) + q(x)u \left (x \right ) &= p(x) \end{align*}
Comparing the above to the given ode shows that
\begin{align*} q(x) &=10\\ p(x) &=-{\mathrm e}^{x} \end{align*}
The integrating factor \(\mu \) is
\begin{align*} \mu &= e^{\int {q\,dx}}\\ &= {\mathrm e}^{\int 10d x}\\ &= {\mathrm e}^{10 x} \end{align*}
The ode becomes
\begin{align*}
\frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}x}}\left ( \mu u\right ) &= \mu p \\
\frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}x}}\left ( \mu u\right ) &= \left (\mu \right ) \left (-{\mathrm e}^{x}\right ) \\
\frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}x}} \left (u \,{\mathrm e}^{10 x}\right ) &= \left ({\mathrm e}^{10 x}\right ) \left (-{\mathrm e}^{x}\right ) \\
\mathrm {d} \left (u \,{\mathrm e}^{10 x}\right ) &= \left (-{\mathrm e}^{x} {\mathrm e}^{10 x}\right )\, \mathrm {d} x \\
\end{align*}
Integrating gives
\begin{align*} u \,{\mathrm e}^{10 x}&= \int {-{\mathrm e}^{x} {\mathrm e}^{10 x} \,dx} \\ &=-\frac {{\mathrm e}^{11 x}}{11} + c_1 \end{align*}
Dividing throughout by the integrating factor \({\mathrm e}^{10 x}\) gives the final solution
\[ u \left (x \right ) = -\frac {\left ({\mathrm e}^{11 x}-11 c_1 \right ) {\mathrm e}^{-10 x}}{11} \]
Substituting the
solution found for \(u \left (x \right )\) in \(u={\mathrm e}^{-y}\) gives
\begin{align*} y&= -\ln \left (u \left (x \right )\right )\\ &= -\ln \left (\ln \left (11\right )-\ln \left (\left (-{\mathrm e}^{11 x}+11 c_1 \right ) {\mathrm e}^{-10 x}\right )\right )\\ &= \ln \left (11\right )-\ln \left (\left (-{\mathrm e}^{11 x}+11 c_1 \right ) {\mathrm e}^{-10 x}\right ) \end{align*}
Figure 90: Slope field plot
\(y^{\prime } = 10+{\mathrm e}^{x +y}\)
1.67.4 Solved as first order ode of type dAlembert
Time used: 0.158 (sec)
Let \(p=y^{\prime }\) the ode becomes
\begin{align*} p = 10+{\mathrm e}^{x +y} \end{align*}
Solving for \(y\) from the above results in
\begin{align*} y &= -x +\ln \left (p -10\right )\tag {1A} \end{align*}
This has the form
\begin{align*} y=xf(p)+g(p)\tag {*} \end{align*}
Where \(f,g\) are functions of \(p=y'(x)\) . The above ode is dAlembert ode which is now solved.
Taking derivative of (*) w.r.t. \(x\) gives
\begin{align*} p &= f+(x f'+g') \frac {dp}{dx}\\ p-f &= (x f'+g') \frac {dp}{dx}\tag {2} \end{align*}
Comparing the form \(y=x f + g\) to (1A) shows that
\begin{align*} f &= -1\\ g &= \ln \left (p -10\right ) \end{align*}
Hence (2) becomes
\begin{align*} p +1 = \frac {p^{\prime }\left (x \right )}{p -10}\tag {2A} \end{align*}
The singular solution is found by setting \(\frac {dp}{dx}=0\) in the above which gives
\begin{align*} p +1 = 0 \end{align*}
Solving the above for \(p\) results in
\begin{align*} p_{1} &=-1 \end{align*}
Substituting these in (1A) and keeping singular solution that verifies the ode gives
\begin{align*} y = -x +\ln \left (11\right )+i \pi \end{align*}
The general solution is found when \( \frac { \mathop {\mathrm {d}p}}{\mathop {\mathrm {d}x}}\neq 0\) . From eq. (2A). This results in
\begin{align*} p^{\prime }\left (x \right ) = \left (p \left (x \right )+1\right ) \left (p \left (x \right )-10\right )\tag {3} \end{align*}
This ODE is now solved for \(p \left (x \right )\) . No inversion is needed. Integrating gives
\begin{align*} \int \frac {1}{\left (p +1\right ) \left (p -10\right )}d p &= dx\\ \frac {\ln \left (p -10\right )}{11}-\frac {\ln \left (p +1\right )}{11}&= x +c_1 \end{align*}
Singular solutions are found by solving
\begin{align*} \left (p +1\right ) \left (p -10\right )&= 0 \end{align*}
for \(p \left (x \right )\) . 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*} p \left (x \right ) = -1\\ p \left (x \right ) = 10 \end{align*}
Solving for \(p \left (x \right )\) from the above solution(s) gives (after possible removing of solutions that do not
verify)
\begin{align*} p \left (x \right )&=-1\\ p \left (x \right )&=10\\ p \left (x \right )&=-\frac {10+{\mathrm e}^{11 x +11 c_1}}{-1+{\mathrm e}^{11 x +11 c_1}} \end{align*}
Substituing the above solution for \(p\) in (2A) gives
\begin{align*} y = -x +\ln \left (11\right )+i \pi \\ y = -x +\ln \left (-\frac {10+{\mathrm e}^{11 x +11 c_1}}{-1+{\mathrm e}^{11 x +11 c_1}}-10\right )\\ \end{align*}
Figure 91: Slope field plot
\(y^{\prime } = 10+{\mathrm e}^{x +y}\)
1.67.5 Maple step by step solution
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & y^{\prime }=10+{\mathrm e}^{x +y} \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & y^{\prime } \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & y^{\prime }=10+{\mathrm e}^{x +y} \end {array} \]
1.67.6 Maple trace
Methods for first order ODEs:
1.67.7 Maple dsolve solution
Solving time : 0.020
(sec)
Leaf size : 26
dsolve ( diff ( y ( x ), x ) = 10+ exp ( x + y ( x )),
y(x),singsol=all)
\[
y = -x +\ln \left (11\right )+\ln \left (\frac {{\mathrm e}^{11 x}}{-{\mathrm e}^{11 x}+c_1}\right )
\]
1.67.8 Mathematica DSolve solution
Solving time : 3.188
(sec)
Leaf size : 42
DSolve [{ D [ y [ x ], x ]==10+ Exp [ x + y [ x ]],{}},
y[x],x,IncludeSingularSolutions-> True ]
\begin{align*}
y(x)\to \log \left (-\frac {11 e^{10 x+11 c_1}}{-1+e^{11 (x+c_1)}}\right ) \\
y(x)\to \log \left (-11 e^{-x}\right ) \\
\end{align*}