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Mathematics · Ch 9 — Differential Equations

Homogeneous Differential Equations

9.4.2

Homogeneous Differential Equations

9.4.2 Homogeneous Differential Equations

What Makes a Function Homogeneous?

A function F(x,y)F(x, y) is homogeneous of degree nn if replacing x,yx, y by λx,λy\lambda x, \lambda y (for any nonzero λ\lambda) gives

F(λx,λy)=λnF(x,y)F(\lambda x, \lambda y) = \lambda^n F(x, y)

FunctionF(λx,λy)F(\lambda x, \lambda y)Degree nn
F1(x,y)=y2+2xyF_1(x, y) = y^2 + 2xyλ2(y2+2xy)=λ2F1(x,y)\lambda^2(y^2 + 2xy) = \lambda^2 F_1(x, y)2
F2(x,y)=2x−3yF_2(x, y) = 2x - 3yλ(2x−3y)=λF2(x,y)\lambda(2x - 3y) = \lambda F_2(x, y)1
F3(x,y)=cos⁡(yx)F_3(x, y) = \cos\left(\frac{y}{x}\right)cos⁡(λyλx)=cos⁡(yx)=λ0F3(x,y)\cos\left(\frac{\lambda y}{\lambda x}\right) = \cos\left(\frac{y}{x}\right) = \lambda^0 F_3(x, y)0
F4(x,y)=sin⁡x+cos⁡yF_4(x, y) = \sin x + \cos ysin⁡(λx)+cos⁡(λy)≠λnF4(x,y)\sin(\lambda x) + \cos(\lambda y) \neq \lambda^n F_4(x, y) for any nnNot homogeneous
Note

The degree nn can be any real number — it need not be an integer. In F3F_3 the degree is 00 because the function depends only on the ratio yx\frac{y}{x}.

Alternative Form of Homogeneous Functions

A homogeneous function of degree nn can always be written in one of two equivalent forms:

F(x,y)=xn g(yx)orF(x,y)=yn h(xy)F(x, y) = x^n \, g\left(\frac{y}{x}\right) \quad \text{or} \quad F(x, y) = y^n \, h\left(\frac{x}{y}\right)

For example:

  • F1=y2+2xy=x2[(yx)2+2yx]=y2[1+2xy]F_1 = y^2 + 2xy = x^2\left[\left(\frac{y}{x}\right)^2 + 2\frac{y}{x}\right] = y^2\left[1 + 2\frac{x}{y}\right]
  • F2=2x−3y=x[2−3yx]=y[2xy−3]F_2 = 2x - 3y = x\left[2 - 3\frac{y}{x}\right] = y\left[2\frac{x}{y} - 3\right]
  • F3=cos⁡(yx)=x0cos⁡(yx)F_3 = \cos\left(\frac{y}{x}\right) = x^0 \cos\left(\frac{y}{x}\right)
Watch out

F4=sin⁡x+cos⁡yF_4 = \sin x + \cos y cannot be written as xng(yx)x^n g\left(\frac{y}{x}\right) for any nn — the quickest way to check that a function is not homogeneous.

Defining a Homogeneous Differential Equation

The equation dydx=F(x,y)\frac{dy}{dx} = F(x, y) is homogeneous if F(x,y)F(x, y) is homogeneous of degree zero, in which case F(x,y)=x0g(yx)=g(yx)F(x, y) = x^0 g\left(\frac{y}{x}\right) = g\left(\frac{y}{x}\right):

dydx=g(yx)\frac{dy}{dx} = g\left(\frac{y}{x}\right)

Method of Solution: Substitution y=vxy = vx

To solve dydx=g(yx)\frac{dy}{dx} = g\left(\frac{y}{x}\right), substitute y=vxy = vx, where vv is a function of xx.

›Proof

Step 1: Differentiate y=vxy = vx with respect to xx:

dydx=v+xdvdx\frac{dy}{dx} = v + x\frac{dv}{dx}

Step 2: Substitute into the equation:

v+xdvdx=g(v)v + x\frac{dv}{dx} = g(v)

Steps 3–4: Rearrange and separate variables:

xdvdx=g(v)−v  ⇒  dvg(v)−v=dxxx\frac{dv}{dx} = g(v) - v \;\Rightarrow\; \frac{dv}{g(v) - v} = \frac{dx}{x}

Step 5: Integrate both sides:

∫dvg(v)−v=∫dxx+C\int \frac{dv}{g(v) - v} = \int \frac{dx}{x} + C

Step 6: Replace vv by yx\frac{y}{x} to get the general solution.

Tip

Check that g(v)−v≠0g(v) - v \neq 0 before dividing. If g(v)=vg(v) = v, then dydx=yx\frac{dy}{dx} = \frac{y}{x}, a special case solved by direct integration.

Alternative Form: dxdy=h(xy)\frac{dx}{dy} = h\left(\frac{x}{y}\right)

If the equation is given as dxdy=F(x,y)\frac{dx}{dy} = F(x, y) with FF homogeneous of degree zero, substitute x=vyx = vy (where vv is a function of yy) instead:

›Proof

Differentiating x=vyx = vy gives dxdy=v+ydvdy\frac{dx}{dy} = v + y\frac{dv}{dy}. Substituting into dxdy=h(v)\frac{dx}{dy} = h(v) and separating: …