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Homogeneous Functions in Differential Equations

This document discusses solving homogeneous differential equations. It begins by defining homogeneous functions and giving examples of determining if a function is homogeneous and finding its degree of homogeneity. It then introduces solving differential equations with homogeneous coefficients by making a substitution to convert the equation into a separable form. Steps for solving homogeneous differential equations are provided. An example problem demonstrates applying the method.

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0% found this document useful (0 votes)
35 views10 pages

Homogeneous Functions in Differential Equations

This document discusses solving homogeneous differential equations. It begins by defining homogeneous functions and giving examples of determining if a function is homogeneous and finding its degree of homogeneity. It then introduces solving differential equations with homogeneous coefficients by making a substitution to convert the equation into a separable form. Steps for solving homogeneous differential equations are provided. An example problem demonstrates applying the method.

Uploaded by

Russell Miranda
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Central Luzon State University MATH 2230

Department of Mathematics and Physics Differential Equations I


College of Science 2nd Sem. A.Y. 2021-2022

MODULE 3

Homogeneous Functions

In this module, you will learn to identify the function in terms of whether it
is homogeneous function or not. The degree of homogeneity of a given
homogeneous function is also determined. Another method of solving first-order
differential equation, which is called homogeneous equations, is also included. You
will also realize that solving homogeneous equation will come up with separation
of variables.

Objectives:
Upon completion of this module, you are expected:

1. To identify whether a given differential equation has homogeneous


coefficients or none.
2. To use efficiently the steps in solving homogeneous equation.
3. To convert a differential equation with homogeneous coefficients into
one with separable variables.

DISCUSSION:
A function f x, y  is homogeneous of degree k in x and y if and only if,

f x, y   k f x, y  .
Illustration 1: The function
2x 2  y 2
f  x, y  
3x  8 y

is homogeneous of degree 1 in x and y, because by definition of homogeneity, we have

22 x 2  2 y 2
f x, y  
3x  8y
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

which can be written in the form

f x, y   f x, y .
Illustration 2: The function
f x, y   2 x 2  y 2  3x

is not homogeneous because by definition of homogeneity, we have

f x, y   22 x 2  2 y 2  3x

we see at once that we cannot transform the equation in the form

f x, y   k f x, y  .

Example 1: Determine the degree of the homogeneity of the function

f x, y   x 2  2 xy  y 2 .

By definition of homogeneity, we get

f x, y   2 x 2  2xy  2 y 2 .
Simplifying, we have

f x, y   2 x 2  2 xy  y 2 
which is equivalent to
f x, y   2 f x, y  .

Thus, the given function is homogeneous of degree 2 in x and y.

Example 2: Is the function

f x, y   x ln x  y ln y
homogeneous?

By definition of homogeneity, we have

f x, y   x ln x  y ln y .
then
f x, y    x ln x  y ln y  .

So, the function is not homogeneous.


Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Example 3: Determine whether or not the function

f  x, y   5 2 x  y

is homogeneous. Give the degree if it is homogeneous.

Using the definition of homogeneity, we obtain

f x, y   5 2x  y .
so that
f x, y   5  2 x  y 
which can also be written as
f x, y   
1
5 5
 2x  y 
Then, the equation is in the form
f x, y    f  x, y  .
1
5

Therefore, the function is homogeneous of degree 1 in x and y.


5

Learning Activity 3.1


Determine whether or not the function is homogeneous. If it is homogeneous find the
degree of homogeneity.

1. f x, y   3x 3  x 2 y  y 3
2. f x, y   5 x  x 2  3 y 2
3. f x, y   x sin y  y sin x
x5
4. f  x, y   2
2x  y 2
5. f x, y   x ln x  x ln y
 x 
6. f x, y   x 2  2 y 2 exp   8 xy
 2y 
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Equations with Homogeneous Coefficients


DISCUSSION:
This is another method of solving first-order differential equations. A homogeneous first-
order differential equation is one that can be written in the form

dy  y
 g  .
dx x
If we make the substitutions
y
w , y  wx and dy  wdx  xdw
x
then the equation will become
wdx  xdw
 g w
dx
simplifying, we have
 dw 
w  x   g w
 dx 

in which the variables are separable. Thus, the substitution y  wx will transform homogeneous
equation into an equation in w and x in which the variables are separable. We can also use the
substitution x  wy to obtain an equation in w and y.

Steps to solve a homogeneous differential equation

1. Determine the degree of homogeneity.


y
2. Let the substitutions w  , y  wx and dy  wdx  xdw .
x
3. Simplify the equation formed in step 2 to make it separable.
4. Apply the steps to solve a separable differential equation to find the required equation.
5. If there is/are given value/s, substitute it/them to find the constant of integration.

x
Note: In step 2, we can also use the substitution w  , x  wy and dx  wdy  ydw .
y

Example 4: Solve the differential equation

 
2 2 x 2  y 2 dx  xydy  0 .
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

The equation is not separable, but the coefficients are both homogeneous of degree 2 in x and y.
So, we let the substitution
y
w , y  wx and dy  wdx  xdw .
x
The equation becomes
 
2 2 x 2  wx dx  xwxwdx  xdw  0
2

or
 
2 x 2 2  w 2 dx  wx 2 wdx  xdw  0 .

Dividing both sides of the equation by the common factor x 2 , we get

 
2 2  w 2 dx  wwdx  xdw  0
simplifying, we have
4  w dx  wxdw  0 .
2

Thus, we separate variables to have


dx wdw
 x

4  w2
yields
1
 
ln x  ln 4  w2  c ; multiplying both sides by 2
2
or
 
2 ln x  ln 4  w2  2c .

Using the property of logarithm, we obtain

 x2 
ln    2c .
2 
4w 

Applying the exponential function to both sides of the equation, we have


x2
 e 2c ; let C = e2c
4w 2

y
Substitute w  , we get
x
x4
C
4x2  y 2
or

x4  4x2  y 2 C 
This is the required solution to the given equation.
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

Example 5: Use the substitution

x
w , x  wy and dx  wdy  ydw
y
in the problem given in example 4.

Applying the substitution, we obtain

 
2 2wy  y 2 wdy  ydw  wyydy  0
2

or
 
2 y 2 2w 2  1 wdy  ydw  wy 2 dy  0

removing the common factor y 2 , we have

 
2 2w 2  1 wdy  ydw  wdy  0
or
4w 3
 
 w dy  2 y 2w 2  1 dw  0 . 
Then we separate variables to have

dy 2 2w 2  1 dw  
 y    w 4w 2  1 .  
We will find an equivalent equation by applying rational integration to the right side of the
equation. Solve first the equivalent partial fraction of the right member, that is

4w 2  2 A B8w  C
 
 
.
w 4w  1 w
2
4w 2  1


To solve the constants A, B and C. First, multiply both sides of the equation by w 4w 2  1 , we 
obtain

4w 2  2  A 4w 2  1  B8w  C w 
or
4w 2  2  4 Aw 2  A  8Bw2  Cw

Then getting the coefficient of w 2 , w and constant, we have

w2 : 4 A  8B  4
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

w: C=0

constant: A = 2,

Substitute A = 2 in the equation 4A + 8B = 4, we get


1
B .
2
Therefore, the equivalent equation is

dy  2dw 4wdw 
 y
 
 w
 2 
4 w  1
that yields
1
 
ln y  2 ln w  ln 4w2  1  c ; multiplying both sides by 2
2
or
 
2 ln y  4 ln w  ln 4w2  1  2c .

Using the property of logarithm, we get


 y 2 w4 
ln  2   2c .
 4w  1 

Get the exponential of both sides of the equation, we obtain

y 2 w4
 e 2c ; let C = e2c
4w  1
2

x
Substitute w  , we have
y
x4
C
4x2  y 2
or

x4  4x2  y 2 C 
which is the same as the required solution to example 4.

Example 6: Solve the general solution of the equation

x  2 ydx  2x  ydy  0


Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

The coefficients are homogeneous of degree 1 in x and y. It is not separable. Hence, let the
substitution
x
w , x  wy and dx  wdy  ydw .
y
The equation will become

wy  2 ywdy  ydw  2wy  ydy  0


and then
yw  2wdy  ydw  y2w  1dy  0 .

Dividing both sides of the equation by the common factor y , we obtain

w  2wdy  ydw  2w  1dy  0


or
w 2

 1 dy  yw  2dw  0 .

Therefore, we separate variables to have

dy w  2dw
 y
 
w2  1
or
dy  wdw 2 
 y
  2
 w 1
 2
w  1
that yields
1

ln y   ln w2  1  2Tan1w  c
2

multiplying both sides by 2, we get

 
2 ln y   ln w2  1  4Tan1w  2c .

Using the property of logarithm, we have

  
ln y 2 w2  1  4Tan1w  2c .
x
Substitute w  , we have
y
  x2  x
ln  y 2  2  1  4Tan1    2c ; let C = 2c
 y   y

or
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

x
 
ln x 2  y 2  4Tan1    C
 y

This is the required solution to the given equation.

Example 7: Determine the particular solution of the equation

 2 y  
 x cos  x   y  dx  xdy  0
   

when x  1 and y  .
4

The equation is homogeneous of degree 1 in x and y. We cannot use separation of variables to


solve the problem. So, we let the substitution

y
w , y  wx and dy  wdx  xdw .
x
The equation will turn into

x cos 2

w  wx dx  xwdx  xdw  0
which is equivalent to
 
x cos2 w  w dx  xwdx  xdw  0 .

Simplify the equation by removing the common factor x , we obtain

cos 2

w  w dx  wdx  xdw  0
or
cos wdx  xdw  0 .

We observe that variables can be separated, that is

dx dw
x
  
cos2 w
.
1
We recall from our trigonometry that 2
 sec 2 w , so the equation above is equivalent to
cos w
dx
 x   sec wdw
2

that yields
ln x   tan w  c .
Central Luzon State University MATH 2230
Department of Mathematics and Physics Differential Equations I
College of Science 2nd Sem. A.Y. 2021-2022

y
Substitute w  , we get
x
 y
ln x   tan    c .
x

And then substitute the value of x = 1 and y  , we have
4
 
ln 1   tan    c .
4

Since ln 1  0 and tan  1 , we get
4
c=1
Thus, we have
 y
ln x  tan    1
x

as the particular solution to the given equation.

Learning Activity 3.2


I. Determine the general solution of the following differential equation:

 
1. x 3 dy  y x 2  y 2 dx  0
2. xydx  x 2  3 y 2 dy  0
3. x  y ln y  y ln xdx  xln y  ln xdy  0
 
4. x 2 dy  4 x 2  7 xy  2 y 2 dx  0

II. Determine the particular solution of the following differential equation satisfying the given
conditions.

1. y 3x  2 y dx  x 2 dy  0 ; when x = 1 and y = 2

2. x  y dx  3x  y dy  0 ; when x = 1 and y = 0

Common questions

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An example of a function that is not homogeneous is f(x, y) = 3x^2 + 2xy + y^3. This function fails the homogeneity test because substituting λx and λy into the function does not result in the function being multiplied by a single power of λ; rather, it results in different terms being multiplied by different powers of λ, which violates the homogeneity condition .

The function f(x, y) = xy + x² + y² is not homogeneous because its terms have different degrees in x and y, and there is no single degree k such that the function f(λx, λy) equals λ^k times f(x, y). The lack of uniform degree across all terms means it cannot satisfy the homogeneity condition .

To determine if a differential equation is homogeneous, first express it as M(x, y)dx + N(x, y)dy = 0. Both M and N must be homogeneous functions of the same degree. If they are, use substitutions such as y = wx (or x = wy) and transform the equation into a form where variables can be separated. Then, solve the resulting separable equation to find the solution in terms of original variables .

A differential equation is considered homogeneous if it can be expressed in the form M(x, y)dx + N(x, y)dy = 0, where both M(x, y) and N(x, y) are homogeneous functions of the same degree. This uniformity in degree enables the application of substitution methods that simplify the equation, making it easier to solve .

The degree of homogeneity for a given function f(x, y) is determined by substituting λx and λy into the function and simplifying. The degree k is the power of λ by which the entire function f(λx, λy) is multiplied to return the original function, f(x, y), scaled by λ^k. If f(λx, λy) = λ^k f(x, y), then k is the degree of homogeneity .

To transform a homogeneous differential equation using the substitution y = wx: First, rewrite the differential equation M(x, y)dx + N(x, y)dy = 0 with M and N having the same degree of homogeneity. Substitute y = wx and dy = wdx + xdw. This substitution will convert the equation into one in terms of w and x, where the variables become separable. Apply standard separation of variables techniques to solve the equation. Similarly, you can use x = wy and dx = wdy + ydw for analogous transformation .

The substitution method involves setting x = wy or y = wx, which transforms the original equation into one where variables can be separated. This is because the substitution exploits the homogeneity of the coefficients, allowing the equation to be expressed in a form where the variables w and x (or w and y) can be separated and solved independently .

Identifying homogeneous coefficients in differential equations is significant because it allows for the application of substitution techniques that transform complex equations into simpler, separable ones. This step reduces the difficulty of solving the differential equation, especially when direct separation of variables is not possible initially. Homogeneous coefficients imply that there's a degree of scalability in the equation that can be utilized to simplify the solving process .

The key steps to solve a homogeneous differential equation are: 1) Determine if the coefficients are homogeneous of the same degree. 2) Apply a suitable substitution, like y = wx or x = wy, to simplify the equation. 3) Convert the equation into its separable form using the substitution. 4) Integrate both sides of the transformed equation. 5) Re-substitute to express the solution in terms of the original variables. 6) Utilize any given initial or boundary conditions to determine constants of integration if needed .

A function is considered homogeneous of degree k in variables x and y if it satisfies the condition that for any scalar λ, the function f(λx, λy) is equal to λ^k times f(x, y).

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