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MATH
[1251]

Methods from First-order methods

All methods from First-order methods.

Back to First-order methods

Separation of variables

To solve dydx=f(x)g(y)\frac{dy}{dx}=f(x)g(y) on a branch where g(y)≠0g(y)\neq0:

  1. Write dyg(y)=f(x) dx\frac{dy}{g(y)}=f(x)\,dx.
  2. Integrate both sides: ∫dyg(y)=∫f(x) dx+C.\int\frac{dy}{g(y)}=\int f(x)\,dx+C.
  3. Apply initial or boundary data and state the interval or branch on which the result is valid.
  4. Check separately any constant solutions arising from g(y)=0g(y)=0.

The result is often implicit. Taking logarithms can hide a sign choice and the initial data select the branch, subject to the hypotheses in existence, uniqueness and linear operators.

Integrating factor

For y′+p(x)y=q(x)y'+p(x)y=q(x) on an interval where pp and qq are continuous:

  1. Choose μ(x)=e∫p(x) dx.\mu(x)=e^{\int p(x)\,dx}.
  2. Since μ′=pμ\mu'=p\mu, multiply the equation by μ\mu: μy′+μpy=(μy)′=μq.\mu y'+\mu p y=(\mu y)'=\mu q.
  3. Integrate: μy=∫μq dx+C.\mu y=\int\mu q\,dx+C.
  4. Divide by μ\mu: y=1μ(∫μq dx+C).y=\frac1{\mu}\left(\int\mu q\,dx+C\right).

The integrating factor is not a new solution of the ODE; it is chosen to produce the product rule. If the coefficient of y′y' is not 11, first divide by it on an interval where it is nonzero.

Constructing the potential

To solve an exact equation:

  1. Check that My=NxM_y=N_x on the domain.
  2. Integrate MM with respect to xx, treating yy as constant: F(x,y)=∫M(x,y) dx+h(y).F(x,y)=\int M(x,y)\,dx+h(y).
  3. Differentiate this expression with respect to yy.
  4. Match FyF_y with NN to determine h(y)h(y).
  5. Write the implicit solution as F(x,y)=CF(x,y)=C.

The arbitrary function h(y)h(y) is needed because integration with respect to xx leaves every function of yy unchanged. Omitting it can make the final expression fail to reproduce NN.

The substitution y=xvy=xv

For an equation of the form

dydx=f(yx),\frac{dy}{dx}=f\left(\frac{y}{x}\right),

set y=xv(x)y=xv(x). Then

y′=v+xv′,y'=v+xv',

so

xv′=f(v)−v,dvdx=f(v)−vx.xv'=f(v)-v, \qquad \frac{dv}{dx}=\frac{f(v)-v}{x}.

The resulting equation is separable on an interval where x≠0x\neq0 and the required denominators are nonzero.

The substitution works because y/xy/x becomes vv. The point x=0x=0 is excluded from the interval used for the substitution unless the original equation is analysed separately there.

The Bernoulli substitution

For a Bernoulli equation, on a nonzero real branch where y1−ny^{1-n} is defined, set

v=y1−n.v=y^{1-n}.

Since

v′=(1−n)y−ny′,v'=(1-n)y^{-n}y',

multiplying the equation by (1−n)y−n(1-n)y^{-n} gives the linear equation

v′+(1−n)p(x)v=(1−n)q(x).v'+(1-n)p(x)v=(1-n)q(x).

Solve this equation with an integrating factor, then substitute back. Check y=0y=0 separately because the substitution divides by a power of yy; it is an admissible solution only when the original equation is defined there and both sides agree.

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