Internal
problem
ID
[4081] Book
:
Differential
equations,
Shepley
L.
Ross,
1964 Section
:
2.4,
page
55 Problem
number
:
5 Date
solved
:
Friday, February 21, 2025 at 08:38:58 AM CAS
classification
:
[[_homogeneous, `class C`], _exact, _rational, [_Abel, `2nd type`, `class A`]]
Solve
\begin{align*} 5 x +2 y+1+\left (2 x +y+1\right ) y^{\prime }&=0 \end{align*}
Solved as first order polynomial type ode
Time used: 0.686 (sec)
This is ODE of type polynomial. Where the RHS of the ode is ratio of equations of two lines. Writing the ODE in the form
\[ y^{\prime }= \frac {a_1 x + b_1 y + c_1}{ a_2 x + b_2 y + c_3 } \]
Where \(a_1=-5, b_1=-2, c_1 =-1, a_2=2, b_2=1, c_2=1\). There are now two possible solution methods. The first case is when the two lines \(a_1 x + b_1 y + c_1\),\( a_2 x + b_2 y + c_3\) are not parallel and the second case is if they are parallel. If they are not parallel, then the transformation \(X=x-x_0\), \(Y=y-y_0\) converts the ODE to a homogeneous ODE. The values \( x_0,y_0\) have to be determined. If they are
parallel then a transformation \(U(x)=a_1 x + b_1 y\) converts the given ODE in \(y\) to a separable ODE in \(U(x)\). The first case is when \(\frac {a_1}{b_1} \neq \frac {a_2}{b_2}\) and the second case when \(\frac {a_1}{b_1} = \frac {a_2}{b_2}\). From the above we see that \(\frac {a_1}{b_1}\neq \frac {a_2}{b_2}\). Hence this is case one where lines are not parallel. Using the transformation
\begin{align*} X &=x-x_0 \\ Y &=y-y_0 \end{align*}
Where the constants \(x_0,y_0\) are obtained by solving the following two linear algebraic equations
Using this transformation in \(5 x +2 y+1+\left (2 x +y+1\right ) y^{\prime } = 0\) result in
\begin{align*} \frac {dY}{dX} &= \frac {-5 X -2 Y}{2 X +Y} \end{align*}
This is now a homogeneous ODE which will now be solved for \(Y(X)\). In canonical form, the ODE is
\begin{align*} Y' &= F(X,Y)\\ &= -\frac {5 X +2 Y}{2 X +Y}\tag {1} \end{align*}
An ode of the form \(Y' = \frac {M(X,Y)}{N(X,Y)}\) is called homogeneous if the functions \(M(X,Y)\) and \(N(X,Y)\) are both homogeneous functions and of the same order. Recall that a function \(f(X,Y)\) is homogeneous of order \(n\) if
\[ f(t^n X, t^n Y)= t^n f(X,Y) \]
In this case, it can be seen that both \(M=-5 X -2 Y\) and \(N=2 X +Y\) are both homogeneous and of the same order \(n=1\). Therefore this is a homogeneous ode. Since this ode is homogeneous, it is converted to separable ODE using the substitution \(u=\frac {Y}{X}\), or \(Y=uX\). Hence
\[
\frac {\ln \left (u \left (X \right )^{2}+4 u \left (X \right )+5\right )}{2}=\ln \left (\frac {1}{X}\right )+c_2
\]
We now need to find the singular solutions, these are found by finding for what values \(g(u)\) is zero, since we had to divide by this above. Solving \(g(u)=0\) or
\[
\frac {u^{2}+4 u +5}{u +2}=0
\]
for \(u \left (X \right )\) gives
\begin{align*} u \left (X \right )&=-2-i\\ u \left (X \right )&=-2+i \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial conditions given. If it does not then the singular solution will not be used.
Therefore the solutions found are
\begin{align*}
\frac {\ln \left (u \left (X \right )^{2}+4 u \left (X \right )+5\right )}{2} &= \ln \left (\frac {1}{X}\right )+c_2 \\
u \left (X \right ) &= -2-i \\
u \left (X \right ) &= -2+i \\
\end{align*}
Solving for \(u \left (X \right )\) gives
\begin{align*}
u \left (X \right ) &= -2-i \\
u \left (X \right ) &= -2+i \\
u \left (X \right ) &= \frac {-2 X -\sqrt {-X^{2}+{\mathrm e}^{2 c_2}}}{X} \\
u \left (X \right ) &= \frac {-2 X +\sqrt {-X^{2}+{\mathrm e}^{2 c_2}}}{X} \\
\end{align*}
Converting \(u \left (X \right ) = -2-i\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = \left (-2-i\right ) X \end{align*}
Converting \(u \left (X \right ) = -2+i\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = \left (-2+i\right ) X \end{align*}
Converting \(u \left (X \right ) = \frac {-2 X -\sqrt {-X^{2}+{\mathrm e}^{2 c_2}}}{X}\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -2 X -\sqrt {-X^{2}+{\mathrm e}^{2 c_2}} \end{align*}
Converting \(u \left (X \right ) = \frac {-2 X +\sqrt {-X^{2}+{\mathrm e}^{2 c_2}}}{X}\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -2 X +\sqrt {-X^{2}+{\mathrm e}^{2 c_2}} \end{align*}
\[ y = -2 x -1+\sqrt {-\left (x -1\right )^{2}+{\mathrm e}^{2 c_2}} \]
Figure 2.6: Slope field \(5 x +2 y+1+\left (2 x +y+1\right ) y^{\prime } = 0\)
Summary of solutions found
\begin{align*}
y &= -1-i+\left (-2+i\right ) x \\
y &= -1+i+\left (-2-i\right ) x \\
y &= -2 x -1-\sqrt {-\left (x -1\right )^{2}+{\mathrm e}^{2 c_2}} \\
y &= -2 x -1+\sqrt {-\left (x -1\right )^{2}+{\mathrm e}^{2 c_2}} \\
\end{align*}
Solved as first order homogeneous class Maple C ode
Time used: 0.549 (sec)
Let \(Y = y -y_{0}\) and \(X = x -x_{0}\) then the above is transformed to new ode in \(Y(X)\)
Solving for possible values of \(x_{0}\) and \(y_{0}\) which makes the above ode a homogeneous ode results in
\begin{align*} x_{0}&=1\\ y_{0}&=-3 \end{align*}
Using these values now it is possible to easily solve for \(Y \left (X \right )\). The above ode now becomes
\begin{align*} \frac {d}{d X}Y \left (X \right ) = -\frac {5 X +2 Y \left (X \right )}{2 X +Y \left (X \right )} \end{align*}
In canonical form, the ODE is
\begin{align*} Y' &= F(X,Y)\\ &= -\frac {5 X +2 Y}{2 X +Y}\tag {1} \end{align*}
An ode of the form \(Y' = \frac {M(X,Y)}{N(X,Y)}\) is called homogeneous if the functions \(M(X,Y)\) and \(N(X,Y)\) are both homogeneous functions and of the same order. Recall that a function \(f(X,Y)\) is homogeneous of order \(n\) if
\[ f(t^n X, t^n Y)= t^n f(X,Y) \]
In this case, it can be seen that both \(M=-5 X -2 Y\) and \(N=2 X +Y\) are both homogeneous and of the same order \(n=1\). Therefore this is a homogeneous ode. Since this ode is homogeneous, it is converted to separable ODE using the substitution \(u=\frac {Y}{X}\), or \(Y=uX\). Hence
\[
\frac {\ln \left (u \left (X \right )^{2}+4 u \left (X \right )+5\right )}{2}=\ln \left (\frac {1}{X}\right )+c_1
\]
We now need to find the singular solutions, these are found by finding for what values \(g(u)\) is zero, since we had to divide by this above. Solving \(g(u)=0\) or
\[
\frac {u^{2}+4 u +5}{u +2}=0
\]
for \(u \left (X \right )\) gives
\begin{align*} u \left (X \right )&=-2-i\\ u \left (X \right )&=-2+i \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial conditions given. If it does not then the singular solution will not be used.
Therefore the solutions found are
\begin{align*}
\frac {\ln \left (u \left (X \right )^{2}+4 u \left (X \right )+5\right )}{2} &= \ln \left (\frac {1}{X}\right )+c_1 \\
u \left (X \right ) &= -2-i \\
u \left (X \right ) &= -2+i \\
\end{align*}
Solving for \(u \left (X \right )\) gives
\begin{align*}
u \left (X \right ) &= -2-i \\
u \left (X \right ) &= -2+i \\
u \left (X \right ) &= \frac {-2 X -\sqrt {-X^{2}+{\mathrm e}^{2 c_1}}}{X} \\
u \left (X \right ) &= \frac {-2 X +\sqrt {-X^{2}+{\mathrm e}^{2 c_1}}}{X} \\
\end{align*}
Converting \(u \left (X \right ) = -2-i\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = \left (-2-i\right ) X \end{align*}
Converting \(u \left (X \right ) = -2+i\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = \left (-2+i\right ) X \end{align*}
Converting \(u \left (X \right ) = \frac {-2 X -\sqrt {-X^{2}+{\mathrm e}^{2 c_1}}}{X}\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -2 X -\sqrt {-X^{2}+{\mathrm e}^{2 c_1}} \end{align*}
Converting \(u \left (X \right ) = \frac {-2 X +\sqrt {-X^{2}+{\mathrm e}^{2 c_1}}}{X}\) back to \(Y \left (X \right )\) gives
\begin{align*} Y \left (X \right ) = -2 X +\sqrt {-X^{2}+{\mathrm e}^{2 c_1}} \end{align*}
\begin{align*}
y &= -2 x -1-\sqrt {-\left (x -1\right )^{2}+{\mathrm e}^{2 c_1}} \\
y &= -2 x -1+\sqrt {-\left (x -1\right )^{2}+{\mathrm e}^{2 c_1}} \\
y &= -i x -2 x +i-1 \\
y &= i x -2 x -i-1 \\
\end{align*}
Figure 2.7: Slope field \(5 x +2 y+1+\left (2 x +y+1\right ) y^{\prime } = 0\)
We assume there exists a function \(\phi \left ( x,y\right ) =c\) where \(c\) is constant, that satisfies the ode. Taking derivative of \(\phi \) w.r.t. \(x\) gives
But since \(\frac {\partial ^{2}\phi }{\partial x\partial y}=\frac {\partial ^{2}\phi }{\partial y\partial x}\) then for the above to be valid, we require that
If the above condition is satisfied, then the original ode is called exact. We still need to determine \(\phi \left ( x,y\right ) \) but at least we know now that we can do that since the condition \(\frac {\partial ^{2}\phi }{\partial x\partial y}=\frac {\partial ^{2}\phi }{\partial y\partial x}\) is satisfied. If this condition is not satisfied then this method will not work and we have to now look for an integrating factor to force this condition, which might or might not exist. The first step is
to write the ODE in standard form to check for exactness, which is
Since \(\frac {\partial M}{\partial y}= \frac {\partial N}{\partial x}\), then the ODE is exact The following equations are now set up to solve for the function \(\phi \left (x,y\right )\)
Where \(f(y)\) is used for the constant of integration since \(\phi \) is a function of both \(x\) and \(y\). Taking derivative of equation (3) w.r.t \(y\) gives
Where \(c_1\) is constant of integration. Substituting result found above for \(f(y)\) into equation (3) gives \(\phi \)
\[
\phi = \frac {x \left (5 x +4 y +2\right )}{2}+\frac {y^{2}}{2}+y+ c_1
\]
But since \(\phi \) itself is a constant function, then
let \(\phi =c_2\) where \(c_2\) is new constant and combining \(c_1\) and \(c_2\) constants into the constant \(c_1\) gives the solution as
\[
c_1 = \frac {x \left (5 x +4 y +2\right )}{2}+\frac {y^{2}}{2}+y
\]
Solving for \(y\) gives
\begin{align*}
y &= -2 x -1-\sqrt {-x^{2}+2 c_1 +2 x +1} \\
y &= -2 x -1+\sqrt {-x^{2}+2 c_1 +2 x +1} \\
\end{align*}
Figure 2.8: Slope field \(5 x +2 y+1+\left (2 x +y+1\right ) y^{\prime } = 0\)
Summary of solutions found
\begin{align*}
y &= -2 x -1-\sqrt {-x^{2}+2 c_1 +2 x +1} \\
y &= -2 x -1+\sqrt {-x^{2}+2 c_1 +2 x +1} \\
\end{align*}
Solved using Lie symmetry for first order ode
Time used: 0.697 (sec)
Writing the ode as
\begin{align*} y^{\prime }&=-\frac {5 x +2 y +1}{2 x +y +1}\\ y^{\prime }&= \omega \left ( x,y\right ) \end{align*}
The condition of Lie symmetry is the linearized PDE given by
Substituting equations (1E,2E) and \(\omega \) into (A) gives
\begin{equation}
\tag{5E} b_{2}-\frac {\left (5 x +2 y +1\right ) \left (b_{3}-a_{2}\right )}{2 x +y +1}-\frac {\left (5 x +2 y +1\right )^{2} a_{3}}{\left (2 x +y +1\right )^{2}}-\left (-\frac {5}{2 x +y +1}+\frac {10 x +4 y +2}{\left (2 x +y +1\right )^{2}}\right ) \left (x a_{2}+y a_{3}+a_{1}\right )-\left (-\frac {2}{2 x +y +1}+\frac {5 x +2 y +1}{\left (2 x +y +1\right )^{2}}\right ) \left (x b_{2}+y b_{3}+b_{1}\right ) = 0
\end{equation}
Putting the above in normal form gives
\[
\frac {10 x^{2} a_{2}-25 x^{2} a_{3}+3 x^{2} b_{2}-10 x^{2} b_{3}+10 x y a_{2}-20 x y a_{3}+4 x y b_{2}-10 x y b_{3}+2 y^{2} a_{2}-3 y^{2} a_{3}+y^{2} b_{2}-2 y^{2} b_{3}+10 x a_{2}-10 x a_{3}-x b_{1}+5 x b_{2}-7 x b_{3}+y a_{1}+3 y a_{2}-y a_{3}+2 y b_{2}-2 y b_{3}+3 a_{1}+a_{2}-a_{3}+b_{1}+b_{2}-b_{3}}{\left (2 x +y +1\right )^{2}} = 0
\]
Setting the numerator to zero gives
\begin{equation}
\tag{6E} 10 x^{2} a_{2}-25 x^{2} a_{3}+3 x^{2} b_{2}-10 x^{2} b_{3}+10 x y a_{2}-20 x y a_{3}+4 x y b_{2}-10 x y b_{3}+2 y^{2} a_{2}-3 y^{2} a_{3}+y^{2} b_{2}-2 y^{2} b_{3}+10 x a_{2}-10 x a_{3}-x b_{1}+5 x b_{2}-7 x b_{3}+y a_{1}+3 y a_{2}-y a_{3}+2 y b_{2}-2 y b_{3}+3 a_{1}+a_{2}-a_{3}+b_{1}+b_{2}-b_{3} = 0
\end{equation}
Looking at the above PDE shows the following are all the terms with \(\{x, y\}\) in them.
\[
\{x, y\}
\]
The following substitution is now made to be able to collect on
all terms with \(\{x, y\}\) in them
Substituting the above solution in the anstaz (1E,2E) (using \(1\) as arbitrary value for any unknown in the RHS) gives
\begin{align*}
\xi &= x -1 \\
\eta &= y +3 \\
\end{align*}
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( x,y\right ) \to \left ( R,S \right )\) where \(\left ( R,S \right )\) are the canonical coordinates which make the original ode become a quadrature and hence solved by integration.
The characteristic pde which is used to find the canonical coordinates is
The above comes from the requirements that \(\left ( \xi \frac {\partial }{\partial x} + \eta \frac {\partial }{\partial y}\right ) S(x,y) = 1\). Starting with the first pair of ode’s in (1) gives an ode to solve for the independent variable \(R\) in the canonical coordinates, where \(S(R)\). Therefore
Where the constant of integration is set to zero as we just need one solution. Now that \(R,S\) are found, we need to setup the ode in these coordinates. This is done by evaluating
Substituting all the above in (2) and simplifying gives the ode in canonical coordinates.
\begin{align*} \frac {dS}{dR} &= -\frac {\left (x -1\right ) \left (2 x +y +1\right )}{5 x^{2}+4 x y +y^{2}+2 x +2 y +2}\tag {2A} \end{align*}
We now need to express the RHS as function of \(R\) only. This is done by solving for \(x,y\) in terms of \(R,S\) from the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= \frac {-R -2}{R^{2}+4 R +5} \end{align*}
The above is a quadrature ode. This is the whole point of Lie symmetry method. It converts an ode, no matter how complicated it is, to one that can be solved by integration when the ode is in the canonical coordiates \(R,S\).
Since the ode has the form \(\frac {d}{d R}S \left (R \right )=f(R)\), then we only need to integrate \(f(R)\).
\begin{align*} \int {dS} &= \int {-\frac {R +2}{R^{2}+4 R +5}\, dR}\\ S \left (R \right ) &= -\frac {\ln \left (R^{2}+4 R +5\right )}{2} + c_2 \end{align*}
To complete the solution, we just need to transform the above back to \(x,y\) coordinates. This results in
We now need to find the singular solutions, these are found by finding for what values \(g(p)\) is zero, since we had to divide by this above. Solving \(g(p)=0\) or
\begin{align*} p \left (x \right )&=-2\\ p \left (x \right )&=-2-i\\ p \left (x \right )&=-2+i \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial conditions given. If it does not then the singular solution will not be used.