Internal
problem
ID
[18534] Book
:
Elementary
Differential
Equations.
By
Thornton
C.
Fry.
D
Van
Nostrand.
NY.
First
Edition
(1929) Section
:
Chapter
IV.
Methods
of
solution:
First
order
equations.
section
24.
Problems
at
page
62 Problem
number
:
5 Date
solved
:
Saturday, February 22, 2025 at 09:21:43 PM CAS
classification
:
[_quadrature]
\begin{align*} \int \frac {1}{k \left (-n x +A \right ) \left (-m x +M \right )}d x &= dt\\ \frac {\ln \left (-n x +A \right )-\ln \left (-m x +M \right )}{k \left (A m -M n \right )}&= t +c_1 \end{align*}
Singular solutions are found by solving
\begin{align*} k \left (-n x +A \right ) \left (-m x +M \right )&= 0 \end{align*}
for \(x\). This is because we had to divide by this in the above step. This gives the following singular solution(s), which also have to satisfy the given ODE.
\begin{align*} x = \frac {A}{n}\\ x = \frac {M}{m} \end{align*}
The following diagram is the phase line diagram. It classifies each of the above equilibrium points as stable or not stable or semi-stable.
Solving for \(x\) gives
\begin{align*}
x &= \frac {A}{n} \\
x &= \frac {M}{m} \\
x &= \frac {A \,{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t}-M}{{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t} n -m} \\
\end{align*}
Summary of solutions found
\begin{align*}
x &= \frac {A}{n} \\
x &= \frac {M}{m} \\
x &= \frac {A \,{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t}-M}{{\mathrm e}^{-A c_1 k m -A k m t +M c_1 k n +M k n t} n -m} \\
\end{align*}
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 \(\frac {\partial M}{\partial x} \neq \frac {\partial N}{\partial t}\), then the ODE is not exact. Since the ODE is not exact, we will try to find an integrating factor to make it exact. Let
\begin{align*} A &= \frac {1}{N} \left (\frac {\partial M}{\partial x} - \frac {\partial N}{\partial t} \right ) \\ &=1\left ( \left ( k n \left (-m x +M \right )+k \left (-n x +A \right ) m\right ) - \left (0 \right ) \right ) \\ &=k \left (\left (-2 n x +A \right ) m +M n \right ) \end{align*}
Since \(A\) depends on \(x\), it can not be used to obtain an integrating factor. We will now try a second method to find an integrating factor. Let
\begin{align*} B &= \frac {1}{M} \left ( \frac {\partial N}{\partial t} - \frac {\partial M}{\partial x} \right ) \\ &=-\frac {1}{k \left (-n x +A \right ) \left (-m x +M \right )}\left ( \left ( 0\right ) - \left (k n \left (-m x +M \right )+k \left (-n x +A \right ) m \right ) \right ) \\ &=\frac {\left (-2 n x +A \right ) m +M n}{\left (-n x +A \right ) \left (-m x +M \right )} \end{align*}
Since \(B\) does not depend on \(t\), it can be used to obtain an integrating factor. Let the integrating factor be \(\mu \). Then
\begin{align*} \mu &= e^{\int B \mathop {\mathrm {d}x}} \\ &= e^{\int \frac {\left (-2 n x +A \right ) m +M n}{\left (-n x +A \right ) \left (-m x +M \right )}\mathop {\mathrm {d}x} } \end{align*}
The result of integrating gives
\begin{align*} \mu &= e^{-\ln \left (\left (-m x +M \right ) \left (-n x +A \right )\right ) } \\ &= \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )} \end{align*}
\(M\) and \(N\) are now multiplied by this integrating factor, giving new \(M\) and new \(N\) which are called \(\overline {M}\) and \(\overline {N}\) so not to confuse them with the original \(M\) and \(N\).
\begin{align*} \overline {M} &=\mu M \\ &= \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )}\left (-k \left (-n x +A \right ) \left (-m x +M \right )\right ) \\ &= -k \end{align*}
And
\begin{align*} \overline {N} &=\mu N \\ &= \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )}\left (1\right ) \\ &= \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )} \end{align*}
So now a modified ODE is obtained from the original ODE which will be exact and can be solved using the standard method. The modified ODE is
Where \(f(x)\) is used for the constant of integration since \(\phi \) is a function of both \(t\) and \(x\). Taking derivative of equation (3) w.r.t \(x\) gives
But equation (2) says that \(\frac {\partial \phi }{\partial x} = \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )}\). Therefore equation (4) becomes
\begin{equation}
\tag{5} \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )} = 0+f'(x)
\end{equation}
Solving equation (5) for \( f'(x)\) gives
\[
f'(x) = \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )}
\]
Integrating the above w.r.t \(x\) gives
\begin{align*}
\int f'(x) \mathop {\mathrm {d}x} &= \int \left ( \frac {1}{\left (-m x +M \right ) \left (-n x +A \right )}\right ) \mathop {\mathrm {d}x} \\
f(x) &= \frac {\ln \left (-n x +A \right )}{A m -M n}-\frac {\ln \left (-m x +M \right )}{A m -M n}+ c_1 \\
\end{align*}
Where \(c_1\) is constant of integration. Substituting result found above for \(f(x)\) into equation (3) gives \(\phi \)
\[
\phi = -k t +\frac {\ln \left (-n x +A \right )}{A m -M n}-\frac {\ln \left (-m x +M \right )}{A m -M n}+ c_1
\]
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
\[
c_1 = -k t +\frac {\ln \left (-n x +A \right )}{A m -M n}-\frac {\ln \left (-m x +M \right )}{A m -M n}
\]
Solving for \(x\) gives
\begin{align*}
x &= \frac {A \,{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n}-M}{{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n} n -m} \\
\end{align*}
Summary of solutions found
\begin{align*}
x &= \frac {A \,{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n}-M}{{\mathrm e}^{-A k m t +M k n t -m c_1 A +M c_1 n} n -m} \\
\end{align*}
Substituting equations (1E,2E) and \(\omega \) into (A) gives
\begin{equation}
\tag{5E} b_{2}+k \left (-n x +A \right ) \left (-m x +M \right ) \left (b_{3}-a_{2}\right )-k^{2} \left (-n x +A \right )^{2} \left (-m x +M \right )^{2} a_{3}-\left (-k n \left (-m x +M \right )-k \left (-n x +A \right ) m \right ) \left (t b_{2}+x b_{3}+b_{1}\right ) = 0
\end{equation}
Putting the above in normal form gives
\[
-k^{2} m^{2} n^{2} x^{4} a_{3}+2 A \,k^{2} m^{2} n \,x^{3} a_{3}+2 M \,k^{2} m \,n^{2} x^{3} a_{3}-A^{2} k^{2} m^{2} x^{2} a_{3}-4 A M \,k^{2} m n \,x^{2} a_{3}-M^{2} k^{2} n^{2} x^{2} a_{3}+2 A^{2} M \,k^{2} m x a_{3}+2 A \,M^{2} k^{2} n x a_{3}-A^{2} M^{2} k^{2} a_{3}-2 k m n t x b_{2}-k m n \,x^{2} a_{2}-k m n \,x^{2} b_{3}+A k m t b_{2}+A k m x a_{2}+M k n t b_{2}+M k n x a_{2}-2 k m n x b_{1}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\]
Setting the numerator to zero gives
\begin{equation}
\tag{6E} -k^{2} m^{2} n^{2} x^{4} a_{3}+2 A \,k^{2} m^{2} n \,x^{3} a_{3}+2 M \,k^{2} m \,n^{2} x^{3} a_{3}-A^{2} k^{2} m^{2} x^{2} a_{3}-4 A M \,k^{2} m n \,x^{2} a_{3}-M^{2} k^{2} n^{2} x^{2} a_{3}+2 A^{2} M \,k^{2} m x a_{3}+2 A \,M^{2} k^{2} n x a_{3}-A^{2} M^{2} k^{2} a_{3}-2 k m n t x b_{2}-k m n \,x^{2} a_{2}-k m n \,x^{2} b_{3}+A k m t b_{2}+A k m x a_{2}+M k n t b_{2}+M k n x a_{2}-2 k m n x b_{1}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\end{equation}
Looking at the above PDE shows the following are all the terms with \(\{t, x\}\) in them.
\[
\{t, x\}
\]
The following substitution is now made to be able to collect on
all terms with \(\{t, x\}\) in them
\[
\{t = v_{1}, x = v_{2}\}
\]
The above PDE (6E) now becomes
\begin{equation}
\tag{7E} -k^{2} m^{2} n^{2} a_{3} v_{2}^{4}+2 A \,k^{2} m^{2} n a_{3} v_{2}^{3}+2 M \,k^{2} m \,n^{2} a_{3} v_{2}^{3}-A^{2} k^{2} m^{2} a_{3} v_{2}^{2}-4 A M \,k^{2} m n a_{3} v_{2}^{2}-M^{2} k^{2} n^{2} a_{3} v_{2}^{2}+2 A^{2} M \,k^{2} m a_{3} v_{2}+2 A \,M^{2} k^{2} n a_{3} v_{2}-A^{2} M^{2} k^{2} a_{3}-k m n a_{2} v_{2}^{2}-2 k m n b_{2} v_{1} v_{2}-k m n b_{3} v_{2}^{2}+A k m a_{2} v_{2}+A k m b_{2} v_{1}+M k n a_{2} v_{2}+M k n b_{2} v_{1}-2 k m n b_{1} v_{2}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\end{equation}
Collecting the above on the terms \(v_i\) introduced, and these are
\[
\{v_{1}, v_{2}\}
\]
Equation (7E) now becomes
\begin{equation}
\tag{8E} -2 k m n b_{2} v_{1} v_{2}+\left (A k m b_{2}+M k n b_{2}\right ) v_{1}-k^{2} m^{2} n^{2} a_{3} v_{2}^{4}+\left (2 A \,k^{2} m^{2} n a_{3}+2 M \,k^{2} m \,n^{2} a_{3}\right ) v_{2}^{3}+\left (-A^{2} k^{2} m^{2} a_{3}-4 A M \,k^{2} m n a_{3}-M^{2} k^{2} n^{2} a_{3}-k m n a_{2}-k m n b_{3}\right ) v_{2}^{2}+\left (2 A^{2} M \,k^{2} m a_{3}+2 A \,M^{2} k^{2} n a_{3}+A k m a_{2}+M k n a_{2}-2 k m n b_{1}\right ) v_{2}-A^{2} M^{2} k^{2} a_{3}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2} = 0
\end{equation}
Setting each coefficients in (8E) to zero gives the following equations to solve
\begin{align*} -2 k m n b_{2}&=0\\ -k^{2} m^{2} n^{2} a_{3}&=0\\ 2 A \,k^{2} m^{2} n a_{3}+2 M \,k^{2} m \,n^{2} a_{3}&=0\\ A k m b_{2}+M k n b_{2}&=0\\ 2 A^{2} M \,k^{2} m a_{3}+2 A \,M^{2} k^{2} n a_{3}+A k m a_{2}+M k n a_{2}-2 k m n b_{1}&=0\\ -A^{2} k^{2} m^{2} a_{3}-4 A M \,k^{2} m n a_{3}-M^{2} k^{2} n^{2} a_{3}-k m n a_{2}-k m n b_{3}&=0\\ -A^{2} M^{2} k^{2} a_{3}-A M k a_{2}+A M k b_{3}+A k m b_{1}+M k n b_{1}+b_{2}&=0 \end{align*}
Solving the above equations for the unknowns gives
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( t,x\right ) \to \left ( R,S \right )\) 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 \(\left ( \xi \frac {\partial }{\partial t} + \eta \frac {\partial }{\partial x}\right ) S(t,x) = 1\). 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 \(S(R)\). Since \(\eta =0\) then in this special case
Substituting all the above in (2) and simplifying gives the ode in canonical coordinates.
\begin{align*} \frac {dS}{dR} &= \frac {1}{k \left (-n x +A \right ) \left (-m x +M \right )}\tag {2A} \end{align*}
We now need to express the RHS as function of \(R\) only. This is done by solving for \(t,x\) in terms of \(R,S\) from the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= \frac {1}{k \left (-R n +A \right ) \left (-R m +M \right )} \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 {1}{k \left (-R n +A \right ) \left (-R m +M \right )}\, dR}\\ S \left (R \right ) &= \frac {\ln \left (-R n +A \right )}{k \left (A m -M n \right )}-\frac {\ln \left (-R m +M \right )}{k \left (A m -M n \right )} + c_2 \end{align*}
To complete the solution, we just need to transform the above back to \(t,x\) coordinates. This results in
\begin{align*} t = \frac {\ln \left (A -n x\right )-\ln \left (M -m x\right )}{k \left (A m -M n \right )}+c_2 \end{align*}
Which gives
\begin{align*} x = \frac {A \,{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t}-M}{{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t} n -m} \end{align*}
Summary of solutions found
\begin{align*}
x &= \frac {A \,{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t}-M}{{\mathrm e}^{A c_2 k m -A k m t -M c_2 k n +M k n t} n -m} \\
\end{align*}
Maple step by step solution
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & x^{\prime }=k \left (A -n x\right ) \left (M -m x\right ) \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 1 \\ {} & {} & x^{\prime } \\ \bullet & {} & \textrm {Solve for the highest derivative}\hspace {3pt} \\ {} & {} & x^{\prime }=k \left (A -n x\right ) \left (M -m x\right ) \\ \bullet & {} & \textrm {Separate variables}\hspace {3pt} \\ {} & {} & \frac {x^{\prime }}{\left (A -n x\right ) \left (M -m x\right )}=k \\ \bullet & {} & \textrm {Integrate both sides with respect to}\hspace {3pt} t \\ {} & {} & \int \frac {x^{\prime }}{\left (A -n x\right ) \left (M -m x\right )}d t =\int k d t +\mathit {C1} \\ \bullet & {} & \textrm {Evaluate integral}\hspace {3pt} \\ {} & {} & -\frac {\ln \left (M -m x\right )}{A m -M n}+\frac {\ln \left (A -n x\right )}{A m -M n}=t k +\mathit {C1} \\ \bullet & {} & \textrm {Solve for}\hspace {3pt} x \\ {} & {} & x=\frac {A \,{\mathrm e}^{-A k m t +M k n t -A \mathit {C1} m +\mathit {C1} M n}-M}{{\mathrm e}^{-A k m t +M k n t -A \mathit {C1} m +\mathit {C1} M n} n -m} \end {array} \]
Maple trace
`Methodsfor first order ODEs:---Trying classification methods ---tryinga quadraturetrying1st order lineartryingBernoullitryingseparable<-separable successful`
\[
x = \frac {-A \,{\mathrm e}^{-k \left (c_{1} +t \right ) \left (A m -M n \right )}+M}{-{\mathrm e}^{-k \left (c_{1} +t \right ) \left (A m -M n \right )} n +m}
\]