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Mathematics · Ch 12 — Differential Equations

Homogeneous Differential Equations of First Order and First Degree

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Homogeneous Differential Equations of First Order and First Degree

Homogeneous function. A function f(x,y)f(x,y) is called a homogeneous function of degree nn if, for every λ≠0\lambda \neq 0,

f(λx,λy)=λnf(x,y).f(\lambda x, \lambda y) = \lambda^n f(x,y).

For example, f(x,y)=x2+xy+y2f(x,y) = x^2 + xy + y^2 satisfies f(λx,λy)=λ2x2+λ2xy+λ2y2=λ2f(x,y)f(\lambda x, \lambda y) = \lambda^2 x^2 + \lambda^2 xy + \lambda^2 y^2 = \lambda^2 f(x,y), so it is homogeneous of degree 22.

Homogeneous differential equation. A first-order, first-degree differential equation dydx=f(x,y)g(x,y)\dfrac{dy}{dx} = \dfrac{f(x,y)}{g(x,y)} is called homogeneous if ff and gg are both homogeneous of the same degree nn. In that case the ratio f(x,y)/g(x,y)f(x,y)/g(x,y) is itself homogeneous of degree 00, i.e. it depends on xx and yy only through their ratio y/xy/x: writing y=vxy = vx,

f(x,y)g(x,y)=f(x,vx)g(x,vx)=xnf(1,v)xng(1,v)=f(1,v)g(1,v)=F(v),\frac{f(x,y)}{g(x,y)} = \frac{f(x,vx)}{g(x,vx)} = \frac{x^n f(1,v)}{x^n g(1,v)} = \frac{f(1,v)}{g(1,v)} = F(v),

a function of v=y/xv = y/x alone. This is the test used in practice: write the right-hand side in terms of y/xy/x; if xx and yy cancel down to a function of v=y/xv = y/x only, the equation is homogeneous.

The substitution y=vxy = vx. Because the right-hand side is a pure function of v=y/xv = y/x, the substitution y=vxy = vx turns the equation into one in vv and xx alone -- and that new equation always separates. Differentiating y=vxy = vx with respect to xx (product rule, since vv is now itself a function of xx):

dydx=v+x dvdx.\frac{dy}{dx} = v + x\,\frac{dv}{dx}.

Substituting both this and dydx=F(v)\dfrac{dy}{dx} = F(v) into the original equation gives

v+x dvdx=F(v)⟹x dvdx=F(v)−v,v + x\,\frac{dv}{dx} = F(v) \quad\Longrightarrow\quad x\,\frac{dv}{dx} = F(v) - v,

which is separable in vv and xx:

dvF(v)−v=dxx⟹∫dvF(v)−v=∫dxx+C.\frac{dv}{F(v) - v} = \frac{dx}{x} \quad\Longrightarrow\quad \int \frac{dv}{F(v)-v} = \int \frac{dx}{x} + C.

Carrying out the integration (Section 4's method) and finally substituting v=y/xv = y/x back gives the general solution in terms of xx and yy.

Homogeneous equation dydx=F(y/x)\dfrac{dy}{dx} = F(y/x): substitute y=vxy = vx, dydx=v+xdvdx\dfrac{dy}{dx} = v + x\dfrac{dv}{dx}, reducing it to the separable equation xdvdx=F(v)−vx\dfrac{dv}{dx} = F(v) - v; solve for v(x)v(x), then set v=y/xv = y/x. …