1 Differential Eqn.

Lecture Notes 6
1.1 Substitution Methods, Homogeneous Equations, Bernoulli Equa-
tions
The first-order differential equations we have solved in the previous sections have all been
either separable or linear. But, many applications involve differential equations that are
neither separable nor linear. In this section we illustrate (mainly with examples) substitution
methods that sometimes can be used to transform a given differential equation into one that
we already know how to solve.
For instance, the differential equation
dy
= f (x, y) (1)
dx
with dependent variable y and independent variable x, may contain a conspicuous combina-
tion
v = (x, y) (2)
of x and y that suggests itself as a new independent variable v.
Thus the differential equation, for example,
dy
= (x + y + 3)2 (3)
dx
practically demands the substitution v = x + y + 3 of the form in Eq. (2).
If the substitution relation in Eq. (2) can be solved for

v = (x, y) (4)

then application of the chain rule- regarding v as an (unknown) function of x yields

dy dx dv dv
= + = x + v (5)
dx x dx v dx dx
where the partial derivatives
x
= x (x, v) and
v
= v (x, v) are known functions of x and
dy dv
v. If we substitute the right-hand side in (5) for dx
in Eq.(1) and then solve for dx , the result
is a new differential equation of the form
dy
= g(x, y) (6)
dx
with new dependent variable v. If this equation is either separable or linear, then we can
apply the methods of preceding sections to solve it.
If v = v(x) is a solution of Eq.(6), then y = (x, v(x)) will be a solution of the original Eq.
(1). The trick is to select a substitution such that the transformed Eq.6) is one we can solve.
Even when possible, this is not always easy; it may require a fair amount of ingenuity or
trial and error.

1
Example 1 Solve the differential equation
dy
= (x + y + 3)2
dx
Solution 1 As indicated earlier, lets try the substitution

v = x + y + 3; that is y = v x 3. (7)

Then
dy v
= 1,
dx x
so the transformed equation is
dv
= 1 + v2.
dx
This is a separable equation, and we have no difficulty in obtaining its solution
Z
dv
x= = tan1 v + C.
1 + v2

So v = tan(x c). Because v = x + y + 3, the general solution of the original equation is

x + y + 3 = tan(x c); that is,

y(x) = tan(x C) x 3.

1.2 Homogeneous Equations

Definition 1 A homogeneous first order differential equation is one that can be written
in the form
dy y
= F( . (8)
dx x
If we make the substitutions
y dy dv
v= , , y = vx, =v+x (9)
x dx dx
then Eq.(8) is transformed into the separable equation

dv
x = F (v) v.
dx
Thus, every homogeneous equation first-order equation can be reduced to an integration
problem by means of the substitutions in (9).

Example 2 Solve the differential equation

dy
2xy = 4x2 + 3y 2 . (10)
dx

2
Solution 2 This equation is neither separable nor linear, but we recognize it as a homoge-
neous equation by writing it in the form

dy 4x2 + 3y 2 x 3 y
= = 2( ) + ( ).
dx 2xy y 2 x
Let,y = vx then
dy dv y
=v+x , v = .
dx dx x
These yield
dv 2 3
v+x = + v,
dx v 2
and hence
dv v2 + 4
x = ;
dx 2v
Z Z
2v 1
2
dv = dx;
v +4 x
ln(x2 + 4) = ln|x| + lnC.
We apply the exponential function to both sides of the last equation to obtain

v 2 + 4 = C|x|;

y2
+ 4 = C|x|;
x2
Example 3 Solve the initial value problem
dy p
x = y + x2 y 2 , y(x0 ) = 0, where x0 > 0.
dx
Solution 3 We divide both sides by x and find that
r
dy y y
= + 1 ( )2 ,
dx x x
we make the substitution
y dy dv
v= , , y = vx, =v+x
x dx dx
we get
dv
v+x = v + 1 v2;
dx
take the integral, Z Z
1 1
dv = dx;
1 v2 x
sin1 v = lnx + C.

3
We need not write ln|x| because x > 0 near x = x0 > 0. Now note that v(x0 ) = y(x0 )/x0 = 0,
so C = sin1 0 lnx0 = lnx0 . Hence,
 
y x
v = = sin(lnx lnx0 ) = sin ln
x x0
and therefore  
x
y(x) = xsin ln
x0
is the desired particular solution.

1.3 Bernoulli Equations

Definition 2 A first order differential equation of the form
dy
+ P (x)y = Q(x)y n (11)
dx
is called a Bernoulli equation.

If either n = 0 or n = 1, then Eq. (11) is linear.

If n 2 to find the general solution of the Bernoulli equation (11) we use the substitution

v = y 1n (12)

transforms Eq. (11) into the linear equation

dv
+ (1 n)P (x)v = (1 n)Q(x). (13)
dx
Rather than memorizing the form of this transformed equation, it is more efficient to make
the substitution in Eq. (13) explicitly, as in the following examples.
Example 4 Find the solution of the differential equation
dy
x + 6y = 3xy 4/3 (14)
dx
Solution 4 This differential equation is neither separable nor linear nor homogeneous, but
it is a Bernoulli equation with n = 43 .
4
The substitutions v = y 1 3 , y = v 3 and
dy dy dv dv
= = 3v 4
dx dv dx dx
transform it into
dv
3xv 4 + 6v 3 = 3xv 4 .
dx
Division by 3xv 4 yields the linear equation
dv 2
v = 1
dx x

4
 2
R
with the integrating factor I.F = e x
dx
= x2 . If we multiply both sides of the last
differential equation, we obtained that
d 2
(x ) = 2 ;
dx x
Integrating both sides gives x2 v = 1
x
+ C; therefore v = x + Cx2 and finally

1
y(x) = .
(x + Cx2 )3

Example 5 Find the general solution of the differential equation

dy
2xe2y = 3x4 + e2y
dx
This differential equation is neither separable, nor linear, nor homogeneous, nor is it a
Bernoulli equation. But, we observe that y appears only in the combinations e2y and
d
dx
(e2y ) = 2e2y y 0 . This prompts the substitution

dv dy
v = e2y , = 2e2y
dx dx
this transforms Eq. (5) into the linear equation xv 0 (x) = 3x4 + v(x); that is,

dv 1
v = 3x3 .
dx x
After multiplying both sides by the integrating factor = 1/x, then taking the integral of
both sides, we find that
Z
1
v = 3x2 dx = x3 + C, so e2y = v = x4 + Cx,
x
and hence
1
y(x) = ln|x4 + Cx|.
2
Flight Trajectories
Suppose that an airplane departs from the point (a, 0) located due east of its intended
destination-an airport located at the origin(0, 0). The plane travels with constant speed v0
relative to the wind, which is blowing due to north with constant speed w. We assume that
the planes pilot maintains its heading directly toward the origin.
The planes velocity components relative to the ground are
dx v0 x
= v0 cos = p .
dt x2 + y 2

dy v0 y
= v0 sin + w = p + w.
dt x2 + y 2

5
Hence the trajectory y = f (x) of the plane satisfies the differential equation
dy dy/dt 1  p 2 2

= = v0 y x + y .
dx dx/dt v0 x
If we set
w
k=
v0 ,
the ratio of the windspeed to the planes airspeed, then equation takes the homogeneous
form
dy y
  y 2 1/2
= k 1+ .
dx x x
By substitution y = xv, y 0 = v + xv 0 then leads routinely to
Z Z
dv k
= dx.
1+v 2 x
By trigonometric substitution, we find that
 
2
ln v + 1 + v = klnx + C,

and the initial condition v(a) = y(a)/a = 0 yields

C = klna

Then solving for v gives  

1  x k  x k
v= .
2 a a
Because y = xv, we finally obtain
 
a  x 1k  x 1+k
v=
2 a a
for the equation of the planes trajectory.
Note that only in the case k < 1 (that is w < w0 ) does the curve (1.3) pass the origin, so
that the plane reaches its destination.
If w = v0 (so that k = 1) then Eqn. (1.3) takes the form y(x) = 21 a(1 x2 /a2 ), so the planes
trajectory approaches the point (0, a/2) rather than (0, 0).
The situation is even worse if w > v0 (so that k > 1), in this case it follows from Eq. (1.3)
that y + as x 0.
Example 6 Find the general solutions of the following differential equations.
1.
(x + y)y 0 = x y

2.
2xyy 0 = x2 + 2y 2

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 3.

xy 0 = y + 2 xy

4.
(x y)y 0 = x + y

5.
x(x + y)y 0 = y(x y)

6.
(x + 2y)y 0 = y

7.
xy 2 y 0 = x3 + y 3

8.
x2 y 0 = xy + x2 ey/x

9.
(x2 y 2 )y 0 = 2xy

10.
x2 y 0 = xy + y 2

11.
xyy 0 = x2 + 3y 2

12. p
xyy 0 = y 2 + x 4x2 + y 2

13. p
xy 0 = y + x2 + y 2

14. p
yy 0 + x = x2 + y 2

15.
x(x + y)y 0 + y(3x + y) = 0

16. p
y0 = x+y+1

17.
y 0 = (4x + y)2

18.
(x + y)y 0 = 1

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19.
x2 y 0 + 2xy = 5y 3

20.
y 2 y 0 + 2xy 3 = 6x

21.
y0 = y + y3

22.
x2 y 0 + 2xy = 5y 4

23.
xy 0 + 6y = 3xy 4/3

24.
2xy 0 + y 3 e2x = 2xy

25.
y 2 (xy 0 + y)(1 + x4 )1/2 = x

26.
3y 2 y 0 + y 3 = ex

27.
3xy 2 y 0 = 3x4 + y 3

28.
xey y 0 = 2(ey + x3 e2x )

29.
(2xsinycosy)y 0 = 4x2 + sin2 y

30.
(x + ey )y 0 = xey 1