Differential Equations

Homogeneous Differential Equations

Understand

A function \(F(x,y)\) is homogeneous of degree \(n\) if \(F(\lambda x,\lambda y)=\lambda^nF(x,y)\). The equation \(\frac{dy}{dx}=F(x,y)\) is homogeneous when \(F\) has degree 0, i.e. \(F\) depends only on \(\frac yx\).

Method: put \(y=vx\), so \(\frac{dy}{dx}=v+x\frac{dv}{dx}\). The equation becomes separable in \(v\) and \(x\). Integrate, then replace \(v\) by \(\frac yx\).

Example: \(\frac{dy}{dx}=\frac{x+y}{x}\). With \(y=vx\): \(v+x\frac{dv}{dx}=1+v\Rightarrow dv=\frac{dx}{x}\Rightarrow v=\log|x|+C\Rightarrow y=x\log|x|+Cx\).

If the equation is easier in the form \(\frac{dx}{dy}=G\left(\frac xy\right)\), put \(x=vy\) instead.

Key Concepts

  • Test: replace x, y by λx, λy; λ must cancel.
  • Substitute y = vx, dy/dx = v + x dv/dx.
  • Separate v and x, integrate, back-substitute v = y/x.

Formula Bank

Homogeneous substitution

\[y=vx,\quad \frac{dy}{dx}=v+x\frac{dv}{dx}\]

Solved Examples

Homogeneous equation

Solve \(\frac{dy}{dx}=\frac{y}{x}+\frac{x}{y}\).

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Topic Summary

Check homogeneity, substitute y = vx, separate, integrate, replace v.

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