Solutions by substitutions
Very often solving a given differential equation consists of transforming it into another
differential equation by means of a substitution.
For example, suppose we wish to transform the first-order equation
by the substitution , where u is regarded as a function of the variable x (u=u(x)).
If g possesses first-partial derivatives, then
After solving for , this differential equation will have the form .
If we can determine a solution of the last equation, then a solution of the original
differential equation is .
Homogeneous equations.
If a function f possesses the property for some real number α,
then f is said to be a homogeneous function of degree α.
For example, is a homogeneous of degree 3 since
whereas is seen not to be homogeneous.
A first-order differential equation in the form
(1)
is said to be homogeneous if both coefficients M an N are homogeneous functions of the same
degree, that is
and .
Then we can also write
and where , (2)
and where . (3)
Specifically, either of the substitutions or , where u and v are new dependent
variables, will reduce a homogeneous equation to separable first-order differential equation.
Show this using (2) as example:
let (2) holds then (1) can be rewritten as
or .
Here so . Substituting this differential to the last equality yields
and, resulting, .
Bernoulli’s equation. The differential equation
, (4)
where n is any real number, is called Bernoulli’s equation.
The substitution reduces any equation of form (4) to a linear equation.
Reduction to separation of variables. A differential equation of the form
(5)
can always be reduced to an equation with separable variables by means of the substitution
.
Differential equations of the form
, (6)
where can be reduced to homogeneous differential equation by means of the
substitution , . Here ( , ) is a solution of the linear system
If then substitution (or ) reduces (6) to separable
differential equation.
Riccati’s differential equation. The differential equation
, (7)
is called Riccati’s equation.
If it is known any one particular solution of (7), then via substitution
Riccati’s differential equation is reduced to Bernoulli’s equation.
Show it.
Let be a particular solution of Riccati’s differential equation, then substituting
and into (7) we obtain
and
.
The last equation is Bernoulli’s differential equation with n=2.
Example. Solve .
Solution. This equation is Riccati’s DE. Determine a particular solution in the form .
Substitute it into given differential equation and obtain
It’s evident that function is a solution of original differential equation if and/or
. Therefore we obtained two particular solutions: and . Substitution
(we used ) leads to the equation
and .
The last differential equation is Bernoulli’s and we can solve it by means of substitution .
Then
and .
Multiplication by ( ) gives linear equation . Integrating factor is and
solution: .
Back substitutions: and yield the solution of Riccati’s differential
equation
and .
