Internal
problem
ID
[14805] Book
:
INTRODUCTORY
DIFFERENTIAL
EQUATIONS.
Martha
L.
Abell,
James
P.
Braselton.
Fourth
edition
2014.
ElScAe.
2014 Section
:
Chapter
2.
First
Order
Equations.
Exercises
2.1,
page
32 Problem
number
:
27 Date
solved
:
Friday, October 11, 2024 at 05:13:04 PM CAS
classification
:
[_separable]
An ode of the form \(y' = \frac {M(t,y)}{N(t,y)}\) is called homogeneous if the functions \(M(t,y)\) and \(N(t,y)\) are both homogeneous
functions and of the same order. Recall that a function \(f(t,y)\) is homogeneous of order \(n\) if
\[ f(t^n t, t^n y)= t^n f(t,y) \]
In this
case, it can be seen that both \(M=-t\) and \(N=y\) 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 \(u=\frac {y}{t}\), or \(y=ut\). Hence
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 \(\frac {u^{2}+1}{u}=0\) for \(u \left (t \right )\) gives
\begin{align*} u \left (t \right )&=-i\\ u \left (t \right )&=i \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 (t \right )^{2}+1\right )}{2} = \ln \left (\frac {1}{t}\right )+c_1\\ u \left (t \right ) = -i\\ u \left (t \right ) = i \end{align*}
Solving for \(u \left (t \right )\) from the above solution(s) gives (after possible removing of solutions that do not
verify)
\begin{align*} u \left (t \right )&=-i\\ u \left (t \right )&=i\\ u \left (t \right )&=\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\\ u \left (t \right )&=-\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t} \end{align*}
Converting \(u \left (t \right ) = -i\) back to \(y\) gives
\begin{align*} y = -i t \end{align*}
Converting \(u \left (t \right ) = i\) back to \(y\) gives
\begin{align*} y = i t \end{align*}
Converting \(u \left (t \right ) = \frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\) back to \(y\) gives
\begin{align*} y = \sqrt {{\mathrm e}^{2 c_1}-t^{2}} \end{align*}
Converting \(u \left (t \right ) = -\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\) back to \(y\) gives
\begin{align*} y = -\sqrt {{\mathrm e}^{2 c_1}-t^{2}} \end{align*}
Solving for the constant of integration from initial conditions gives
\begin{align*} y = \sqrt {\frac {1}{4}-t^{2}}\\ y = \sqrt {\frac {1}{4}-t^{2}} \end{align*}
Solving for the constant of integration from initial conditions gives
\begin{align*} y = -\sqrt {\frac {1}{4}-t^{2}}\\ y = -\sqrt {\frac {1}{4}-t^{2}} \end{align*}
The solution
\[
y = -i t
\]
was found not to satisfy the ode or the IC. Hence it is removed.
The solution
\[
y = i t
\]
was found not to satisfy the ode or the IC. Hence it is removed.
The solution
\[
y = -\sqrt {\frac {1}{4}-t^{2}}
\]
was found not to satisfy the ode or the IC. Hence it is removed.
3.32.4 Solved as first order homogeneous class D2 ode
Time used: 0.394 (sec)
Applying change of variables \(y = u \left (t \right ) t\), then the ode becomes
Which is now solved The ode \(u^{\prime }\left (t \right ) = -\frac {u \left (t \right )^{2}+1}{u \left (t \right ) t}\) 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 \(\frac {u^{2}+1}{u}=0\) for \(u \left (t \right )\) gives
\begin{align*} u \left (t \right )&=-i\\ u \left (t \right )&=i \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 (t \right )^{2}+1\right )}{2} = \ln \left (\frac {1}{t}\right )+c_1\\ u \left (t \right ) = -i\\ u \left (t \right ) = i \end{align*}
Solving for \(u \left (t \right )\) from the above solution(s) gives (after possible removing of solutions that do not
verify)
\begin{align*} u \left (t \right )&=-i\\ u \left (t \right )&=i\\ u \left (t \right )&=\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\\ u \left (t \right )&=-\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t} \end{align*}
Converting \(u \left (t \right ) = -i\) back to \(y\) gives
\begin{align*} y = -i t \end{align*}
Converting \(u \left (t \right ) = i\) back to \(y\) gives
\begin{align*} y = i t \end{align*}
Converting \(u \left (t \right ) = \frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\) back to \(y\) gives
\begin{align*} y = \sqrt {{\mathrm e}^{2 c_1}-t^{2}} \end{align*}
Converting \(u \left (t \right ) = -\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\) back to \(y\) gives
\begin{align*} y = -\sqrt {{\mathrm e}^{2 c_1}-t^{2}} \end{align*}
Solving for the constant of integration from initial conditions gives
\begin{align*} y = \sqrt {\frac {1}{4}-t^{2}}\\ y = \sqrt {\frac {1}{4}-t^{2}} \end{align*}
Solving for the constant of integration from initial conditions gives
\begin{align*} y = -\sqrt {\frac {1}{4}-t^{2}}\\ y = -\sqrt {\frac {1}{4}-t^{2}} \end{align*}
The solution
\[
y = -i t
\]
was found not to satisfy the ode or the IC. Hence it is removed.
The solution
\[
y = i t
\]
was found not to satisfy the ode or the IC. Hence it is removed.
The solution
\[
y = -\sqrt {\frac {1}{4}-t^{2}}
\]
was found not to satisfy the ode or the IC. Hence it is removed.
3.32.5 Solved as first order homogeneous class Maple C ode
Time used: 0.527 (sec)
Let \(Y = y -y_{0}\) and \(X = t -x_{0}\) then the above is transformed to new ode in \(Y(X)\)
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 \(M=-X\) and \(N=Y\) 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
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 \(\frac {u^{2}+1}{u}=0\) for \(u \left (X \right )\) gives
\begin{align*} u \left (X \right )&=-i\\ u \left (X \right )&=i \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}+1\right )}{2} = \ln \left (\frac {1}{X}\right )+c_1\\ u \left (X \right ) = -i\\ u \left (X \right ) = i \end{align*}
Solving for \(u \left (X \right )\) from the above solution(s) gives (after possible removing of solutions that do not
verify)
\begin{align*} u \left (X \right )&=-i\\ u \left (X \right )&=i\\ u \left (X \right )&=\frac {\sqrt {{\mathrm e}^{2 c_1}-X^{2}}}{X}\\ u \left (X \right )&=-\frac {\sqrt {{\mathrm e}^{2 c_1}-X^{2}}}{X} \end{align*}
Converting \(u \left (X \right ) = -i\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -i X \end{align*}
Converting \(u \left (X \right ) = i\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = i X \end{align*}
Converting \(u \left (X \right ) = \frac {\sqrt {{\mathrm e}^{2 c_1}-X^{2}}}{X}\) back to \(Y \left (X \right )\) gives
The first step is to divide the above equation by \(y^n \) which gives
\[ \frac {y'}{y^n} = f_1(t) \tag {3} \]
The next step is use the
substitution \(v = y^{1-n}\) in equation (3) which generates a new ODE in \(v \left (t \right )\) which will be linear and can be
easily solved using an integrating factor. Backsubstitution then gives the solution \(y(t)\) which is
what we want.
This method is now applied to the ODE at hand. Comparing the ODE (1) With (2) Shows
that
\begin{align*} f_0(t)&=0\\ f_1(t)&=-t\\ n &=-1 \end{align*}
Dividing both sides of ODE (1) by \(y^n=\frac {1}{y}\) gives
\begin{align*} y'y &= 0 -t \tag {4} \end{align*}
Let
\begin{align*} v &= y^{1-n} \\ &= y^{2} \tag {5} \end{align*}
Taking derivative of equation (5) w.r.t \(t\) gives
\begin{align*} v' &= 2 yy' \tag {6} \end{align*}
Substituting equations (5) and (6) into equation (4) gives
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 \(\frac {\partial M}{\partial y}= \frac {\partial N}{\partial t}\), then the ODE is exact The following equations are now set up to solve for the
function \(\phi \left (t,y\right )\)
Where \(f(y)\) is used for the constant of integration since \(\phi \) is a function
of both \(t\) and \(y\). Taking derivative of equation (3) w.r.t \(y\) gives
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
\[
c_1 = \frac {t^{2}}{2}+\frac {y^{2}}{2}
\]
Solving for the constant of integration from initial conditions, the solution becomes
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 \(\frac {u^{2}+1}{u}=0\) for \(u \left (t \right )\) gives
\begin{align*} u \left (t \right )&=-i\\ u \left (t \right )&=i \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 (t \right )^{2}+1\right )}{2} = \ln \left (\frac {1}{t}\right )+c_1\\ u \left (t \right ) = -i\\ u \left (t \right ) = i \end{align*}
Solving for \(u \left (t \right )\) from the above solution(s) gives (after possible removing of solutions that do not
verify)
\begin{align*} u \left (t \right )&=-i\\ u \left (t \right )&=i\\ u \left (t \right )&=\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\\ u \left (t \right )&=-\frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t} \end{align*}
Converting \(u \left (t \right ) = -i\) back to \(y\) gives
\begin{align*} \frac {y}{t} = -i \end{align*}
Converting \(u \left (t \right ) = i\) back to \(y\) gives
\begin{align*} \frac {y}{t} = i \end{align*}
Converting \(u \left (t \right ) = \frac {\sqrt {{\mathrm e}^{2 c_1}-t^{2}}}{t}\) back to \(y\) gives
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( t,y\right ) \to \left ( R,S \right )\)
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 \(\left ( \xi \frac {\partial }{\partial t} + \eta \frac {\partial }{\partial y}\right ) S(t,y) = 1\). 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 = t \end{align*}
\(S\) is found from
\begin{align*} S &= \int { \frac {1}{\eta }} dy\\ &= \int { \frac {1}{\frac {t^{2}+y^{2}}{y}}} dy \end{align*}
We now need to express the RHS as function of \(R\) only. This is done by solving for \(t,y\) 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 \(f(R)\).