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Homogeneous Functions
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Homogeneous Differential
Equations
A Differential Equation is an equation with a function and one or more of
its derivatives :
Example: an equation with the function y and its derivative dydx
dydx = F( yx )
v = yx which is also y = vx
And dydx = d (vx)dx = vdxdx + xdvdx (by the Product Rule)
Which can be simplified to dydx = v + xdvdx
So let's go:
Another example:
Start with:y(x−y)x2
Separate terms:xyx2 − y2x2
Simplify:yx − ( yx )2
Start with:dydx = yx − ( yx )2
y = vx and dydx = v + xdvdxv + xdvdx = v − v2
Subtract v from both sides:xdvdx = −v2
Start with:x−yx+y
Divide through by x:x/x−y/xx/x+y/x
Simplify:1−y/x1+y/x
Differential Equations
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Here we will look at solving a special class of Differential Equations called First
Order Linear Differential Equations
First Order
They are "First Order" when there is only dydx , not d2ydx2 or d3ydx3 etc
Linear
A first order differential equation is linear when it can be made to look like
this:
We invent two new functions of x, call them u and v, and say that y=uv.
We then solve to find u, and then find v, and tidy up and we are done!
And we also use the derivative of y=uv (see Derivative Rules (Product Rule) ):
into
dydx − yx = 1
So this:dydx − yx = 1
Becomes this:udvdx + vdudx − uvx = 1
Step 2: Factor the parts involving v
y = uv:y = kx 1k ln(cx)
Simplify:y = x ln(cx)
What is the meaning of those curves? They are the solution to the
equation dydx − yx = 1
In other words:
Why not test a few points yourself? You can plot the curve here .
dydx − 3yx = x
So this:dydx − 3yx = x
Becomes this: u dvdx + v dudx − 3uvx = x
∫ RS dx = R ∫ S dx − ∫ R' ( ∫ S dx) dx
(Side Note: we use R and S here, using u and v could be confusing as they
already mean something else.)
Choosing R and S is very important, this is the best choice we found:
R = −x2 and
S = 2x ex2
So let's go:
Done!
Differential Equation
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Separation of Variables
Separation of Variables is a special method to solve some Differential Equations
Method
Three Steps:
Step 1 Move all the y terms (including dy) to one side of the equation and all the
x terms (including dx) to the other side.
Step 2 Integrate one side with respect to y and the other side with respect to x.
Don't forget "+ C" (the constant of integration).
Step 3 Simplify
Example: Solve this (k is a constant):
dydx = ky
Step 1 Separate the variables by moving all the y terms to one side of the
equation and all the x terms to the other side:
Step 3 Simplify:
y = cekx
This is a general type of first order differential equation which turns up in all
sorts of unexpected places in real world examples.
We used y and x, but the same method works for other variable names, like
this:
Example: Rabbits!
The more rabbits you have the more baby rabbits you will get. Then those
rabbits grow up and have babies too! The population will grow faster and faster.
dN dt = rN
But hey! This is the same as the equation we just solved! It just has different
letters:
N instead of y
t instead of x
r instead of k
N = cert
Exponential Growth
There are other equations that follow this pattern such as continuous
compound interest .
More Examples
OK, on to some different examples of separating the variables:
Example: Solve this:
dydx = 1y
Step 1 Separate the variables by moving all the y terms to one side of the
equation and all the x terms to the other side:
Step 3 Simplify:
y = ±√(2(x + C))
A harder example:
dydx = 2xy1+x2
Step 1 Separate the variables:
1y dy = 2x1+x2dx
∫1y dy = ∫2x1+x2dx
The left side is a simple logarithm, the right side can be integrated using
substitution:
Step 3 Simplify:
y = k(1 + x2)
dNdt = rN
Well, that growth can't go on forever as they will soon run out of available food.
A guy called Verhulst included k (the maximum population the food can
support) to get:
dNdt = rN(1−N/k)
Step 2 Integrate:
∫1N(1−N/k)dN = ∫ r dt
Hmmm... the left side looks hard to integrate. In fact it can be done with a little
trick from Partial Fractions ... we rearrange it like this:
Now it is a lot easier to solve. We can integrate each term separately, like this:
(Why did that become minus ln(k−N)? Because we are integrating with respect
to N.)
Step 3 Simplify:
We are getting close! Just a little more algebra to get N on its own:
N = k1 + Ae−rt
Calculus Index
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Homogeneous Functions
Homogeneous
To be Homogeneous a function must pass this test:
f(zx,zy) = znf(x,y)
In other words
Example: x + 3y
Start with:f(x,y) = x + 3y
Multiply each variable by z:f(zx,zy) = zx + 3zy
Let's rearrange it by factoring out z:f(zx,zy) = z(x + 3y)
And x + 3y is f(x,y):f(zx,zy) = zf(x,y)
Which is what we wanted, with n=1:f(zx,zy) = z1f(x,y)
Yes it is homogeneous!
Example: 4x2 + y2
Start with:f(x,y) = 4x2 + y2
Multiply each variable by z:f(zx,zy) = 4(zx)2 + (zy)2
Which is:f(zx,zy) = 4z2x2 + z2y2
Factoring out z2:f(zx,zy) = z2(4x2 + y2)
And 4x2 + y2 is f(x,y):f(zx,zy) = z2f(x,y)
Example: x3 + y2
Start with:f(x,y) = x3 + y2
Multiply each variable by z:f(zx,zy) = (zx)3 + (zy)2
Which is:f(zx,zy) = z3x3 + z2y2
Factoring out z2:f(zx,zy) = z2(zx3 + y2)
But zx3 + y2 is NOT f(x,y)!
So x3 + y2 is NOT homogeneous.
And notice that x and y have different powers: x3 but y2 which, for polynomial
functions, is often a good test.
But not all functions are polynomials. How about this one:
M(x,y) dx + N(x,y) dy = 0
And both M(x,y) and N(x,y) are homogeneous functions of the same degree.
Find out more on Solving Homogeneous Differential Equations .
Calculus Index
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