Internal
problem
ID
[18497] Book
:
Elementary
Differential
Equations.
By
R.L.E.
Schwarzenberger.
Chapman
and
Hall.
London.
First
Edition
(1969) Section
:
Chapter
3.
Solutions
of
first-order
equations.
Exercises
at
page
47 Problem
number
:
4
(i) Date
solved
:
Saturday, February 22, 2025 at 09:17:56 PM CAS
classification
:
[[_linear, `class A`]]
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
\(M\) and \(N\) are multiplied by this integrating factor, giving new \(M\) and new \(N\) which are called \(\overline {M}\) and \(\overline {N}\) for now so not to confuse them with the original \(M\) and \(N\).
\begin{align*} \overline {M} &=\mu M \\ &= {\mathrm e}^{2 t}\left (2 x -{\mathrm e}^{t}\right ) \\ &= \left (2 x -{\mathrm e}^{t}\right ) {\mathrm e}^{2 t} \end{align*}
Where \(f(t)\) 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 \(t\) gives
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
Substituting the above solution in the anstaz (1E,2E) (using \(1\) as arbitrary value for any unknown in the RHS) gives
\begin{align*}
\xi &= 1 \\
\eta &= x \\
\end{align*}
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 \(S(R)\). Therefore
\begin{align*} S &= \int { \frac {dt}{T}}\\ &= t \end{align*}
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
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}{3 R -1} \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}{3 R -1}\, dR}\\ S \left (R \right ) &= -\frac {\ln \left (3 R -1\right )}{3} + 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 (3 x \,{\mathrm e}^{-t}-1\right )}{3}+c_2 \end{align*}
Which gives
\begin{align*} x = \frac {{\mathrm e}^{-3 t +3 c_2} {\mathrm e}^{t}}{3}+\frac {{\mathrm e}^{t}}{3} \end{align*}
The following diagram shows solution curves of the original ode and how they transform in the canonical coordinates space using the mapping shown.
Original ode in \(t,x\) coordinates
Canonical
coordinates
transformation
ODE in canonical coordinates \((R,S)\)
\( \frac {dx}{dt} = -2 x +{\mathrm e}^{t}\)
\( \frac {d S}{d R} = -\frac {1}{3 R -1}\)
\(\!\begin {aligned} R&= x \,{\mathrm e}^{-t}\\ S&= t \end {aligned} \)
Figure 2.34: Slope field \(x^{\prime }+2 x = {\mathrm e}^{t}\)
Summary of solutions found
\begin{align*}
x &= \frac {{\mathrm e}^{-3 t +3 c_2} {\mathrm e}^{t}}{3}+\frac {{\mathrm e}^{t}}{3} \\
\end{align*}