Internal
problem
ID
[10019] Book
:
Own
collection
of
miscellaneous
problems Section
:
section
1.0 Problem
number
:
34 Date
solved
:
Monday, March 09, 2026 at 03:03:03 AM CAS
classification
:
[_quadrature]
This is non linear first order ODE. In canonical form it is written as
\begin{align*} p^{\prime } &= f(t,p)\\ &= -b \,p^{2}+a p \end{align*}
The \(p\) domain of \(f(t,p)\) when \(t=\operatorname {t0}\) is
\[
\{-\infty <p <\infty \}
\]
But the point \(p_0 = \operatorname {p0}\) is not inside this domain. Hence existence and uniqueness theorem does not
apply. There could be infinite number of solutions, or one solution or no solution at
all.
The next step is use the substitution \(v = p^{1-n}\) in equation (3) which generates a new ODE in \(v \left (t \right )\) which will
be linear and can be easily solved using an integrating factor. Backsubstitution then gives the
solution \(p(t)\) which is what we want.
This method is now applied to the ODE at hand. Comparing the ODE (1) With (2) Shows that
\begin{align*} f_0(t)&=a\\ f_1(t)&=-b\\ n &=2 \end{align*}
Dividing both sides of ODE (1) by \(p^n=p^{2}\) gives
Substituting equations (5) and (6) into equation (4) gives
\begin{align*} -v^{\prime }\left (t \right )&= a v \left (t \right )-b\\ v' &= -a v +b \tag {7} \end{align*}
The above now is a linear ODE in \(v \left (t \right )\) which is now solved.
Integrating gives
\begin{align*} \int \frac {1}{-a v +b}d v &= dt\\ -\frac {\ln \left (-a v +b \right )}{a}&= t +c_1 \end{align*}
Singular solutions are found by solving
\begin{align*} -a v +b&= 0 \end{align*}
for \(v \left (t \right )\). This is because of dividing by the above earlier. This gives the following singular solution(s),
which also has to satisfy the given ODE.
\begin{align*} v \left (t \right ) = \frac {b}{a} \end{align*}
The substitution \(v = p^{1-n}\) is now used to convert the above solution back to \(p\) which results in
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 \(\frac {\partial M}{\partial p} \neq \frac {\partial N}{\partial t}\), 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 p} - \frac {\partial N}{\partial t} \right ) \\ &=1\left ( \left ( 2 b p -a\right ) - \left (0 \right ) \right ) \\ &=2 b p -a \end{align*}
Since \(A\) depends on \(p\), 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 p} \right ) \\ &=-\frac {1}{p \left (-b p +a \right )}\left ( \left ( 0\right ) - \left (2 b p -a \right ) \right ) \\ &=\frac {2 b p -a}{p \left (-b p +a \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}p}} \\ &= e^{\int \frac {2 b p -a}{p \left (-b p +a \right )}\mathop {\mathrm {d}p} } \end{align*}
The result of integrating gives
\begin{align*} \mu &= e^{-\ln \left (p \left (b p -a \right )\right ) } \\ &= \frac {1}{p \left (b p -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}{p \left (b p -a \right )}\left (b \,p^{2}-a p\right ) \\ &= 1 \end{align*}
And
\begin{align*} \overline {N} &=\mu N \\ &= \frac {1}{p \left (b p -a \right )}\left (1\right ) \\ &= \frac {1}{p \left (b p -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 \(f(p)\) is used for the constant of integration since \(\phi \) is a function of both \(t\) and \(p\). Taking derivative
of equation (3) w.r.t \(p\) gives
\[
\phi = t +\frac {\ln \left (b p -a \right )}{a}-\frac {\ln \left (p \right )}{a}+ c_1
\]
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
\[
c_1 = t +\frac {\ln \left (b p -a \right )}{a}-\frac {\ln \left (p \right )}{a}
\]
This ODE is now solved for \(p \left (t \right )\). No inversion is needed.
Integrating gives
\begin{align*} \int -\frac {1}{p \sqrt {a^{2}-4 b p}}d p &= dt\\ -\frac {\ln \left (-a +\sqrt {a^{2}-4 b p}\right )}{a}+\frac {\ln \left (a +\sqrt {a^{2}-4 b p}\right )}{a}&= t +c_1 \end{align*}
Singular solutions are found by solving
\begin{align*} -p \sqrt {a^{2}-4 b p}&= 0 \end{align*}
for \(p \left (t \right )\). This is because of dividing by the above earlier. This gives the following singular solution(s),
which also has to satisfy the given ODE.
\begin{align*} p \left (t \right ) = 0\\ p \left (t \right ) = \frac {a^{2}}{4 b} \end{align*}
Substituing the above solution for \(p\) in (2A) gives
\begin{align*}
p &= \frac {a +\sqrt {a^{2}+\frac {4 a^{2} {\mathrm e}^{c_1 a +a t}}{{\mathrm e}^{2 c_1 a +2 a t}-2 \,{\mathrm e}^{c_1 a +a t}+1}}}{2 b} \\
p &= \frac {a +\sqrt {a^{2}}}{2 b} \\
p &= \frac {a}{2 b} \\
\end{align*}
Comparing the form \(p=t f + g\) to (1A) shows that
\begin{align*} f &= 0\\ g &= \frac {a -\sqrt {a^{2}-4 b p}}{2 b} \end{align*}
Hence (2) becomes
\begin{equation}
\tag{2A} p = \frac {p^{\prime }\left (t \right )}{\sqrt {a^{2}-4 b p}}
\end{equation}
The singular solution is found by setting \(\frac {dp}{dt}=0\) in the above which gives
\begin{align*} p = 0 \end{align*}
No valid singular solutions found.
The general solution is found when \( \frac { \mathop {\mathrm {d}p}}{\mathop {\mathrm {d}t}}\neq 0\). From eq. (2A). This results in
\begin{equation}
\tag{3} p^{\prime }\left (t \right ) = p \left (t \right ) \sqrt {a^{2}-4 b p \left (t \right )}
\end{equation}
This ODE is now solved for \(p \left (t \right )\). No inversion is needed.
Integrating gives
\begin{align*} \int \frac {1}{p \sqrt {a^{2}-4 b p}}d p &= dt\\ \frac {\ln \left (-a +\sqrt {a^{2}-4 b p}\right )}{a}-\frac {\ln \left (a +\sqrt {a^{2}-4 b p}\right )}{a}&= t +c_2 \end{align*}
Singular solutions are found by solving
\begin{align*} p \sqrt {a^{2}-4 b p}&= 0 \end{align*}
for \(p \left (t \right )\). This is because of dividing by the above earlier. This gives the following singular solution(s),
which also has to satisfy the given ODE.
\begin{align*} p \left (t \right ) = 0\\ p \left (t \right ) = \frac {a^{2}}{4 b} \end{align*}
Substituing the above solution for \(p\) in (2A) gives
\begin{align*}
p &= \frac {a -\sqrt {a^{2}+\frac {4 a^{2} {\mathrm e}^{c_2 a +a t}}{{\mathrm e}^{2 c_2 a +2 a t}-2 \,{\mathrm e}^{c_2 a +a t}+1}}}{2 b} \\
p &= \frac {a -\sqrt {a^{2}}}{2 b} \\
p &= \frac {a}{2 b} \\
\end{align*}