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Mathematics and Statistics · Ch 8 — Differential Equation and Applications

Homogeneous Differential Equations

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Homogeneous Differential Equations

A first-order equation is homogeneous when it can be written so that dydx\dfrac{dy}{dx} depends on xx and yy only through their ratio yx\dfrac{y}{x}:

dydx=F ⁣(yx).\frac{dy}{dx} = F\!\left(\frac{y}{x}\right).

Equivalently, in the form M(x,y) dx+N(x,y) dy=0M(x,y)\,dx + N(x,y)\,dy = 0, both MM and NN are homogeneous functions of the same degree (every term has the same total power in xx and yy). Such equations are not directly separable, but a substitution converts them into a separable one.

The substitution. Put

y=vx⟹dydx=v+xdvdx.y = v x \quad\Longrightarrow\quad \frac{dy}{dx} = v + x\frac{dv}{dx}.

Replacing y/xy/x by vv turns the equation into one in vv and xx that always separates. Solve for vv, then substitute back v=y/xv = y/x.

Worked illustration. Solve dydx=x2+y22xy\dfrac{dy}{dx} = \dfrac{x^2 + y^2}{2xy}.

The right side depends only on y/xy/x, so it is homogeneous. Put y=vxy = vx:

v+xdvdx=x2+v2x22x⋅vx=1+v22v.v + x\frac{dv}{dx} = \frac{x^2 + v^2x^2}{2x\cdot vx} = \frac{1 + v^2}{2v}.

Then

xdvdx=1+v22v−v=1+v2−2v22v=1−v22v.x\frac{dv}{dx} = \frac{1+v^2}{2v} - v = \frac{1+v^2 - 2v^2}{2v} = \frac{1 - v^2}{2v}.

Separate and integrate:

2v1−v2 dv=dxx  ⟹  −ln⁡∣1−v2∣=ln⁡∣x∣+c1.\frac{2v}{1 - v^2}\,dv = \frac{dx}{x} \;\Longrightarrow\; -\ln|1 - v^2| = \ln|x| + c_1.

Hence ln⁡∣1−v2∣+ln⁡∣x∣=−c1\ln|1-v^2| + \ln|x| = -c_1, so x(1−v2)=kx(1 - v^2) = k for a constant kk. Restoring v=y/xv = y/x:

x(1−y2x2)=k  ⟹  x2−y2x=k  ⟹  x2−y2=kx.x\left(1 - \frac{y^2}{x^2}\right) = k \;\Longrightarrow\; \frac{x^2 - y^2}{x} = k \;\Longrightarrow\; x^2 - y^2 = kx. …

Definition 8Homogeneous differential equation

A first-order equation expressible as dydx=F(y/x)\frac{dy}{dx}=F(y/x) (equivalently M dx+N dy=0M\,dx+N\,dy=0 with M,NM,N homogeneous …

Definition 9Substitution $y=vx$

For a homogeneous equation, setting y=vxy=vx gives dydx=v+xdvdx\frac{dy}{dx}=v+x\frac{dv}{dx} and reduces it to a variables-separable eq …