Homogeneous First-Order Differential Equations and Substitution
1Introduction
This lecture explains how the substitution
reduces a homogeneous first-order differential equation to a separable equation. Here, homogeneous means dependence on the ratio ; it is distinct from the term homogeneous used for a second-order linear equation with zero right-hand side.
2Standard Form
A homogeneous first-order equation can be written as
Because is undefined at , solutions are considered on intervals contained in either or .
3Introducing the Substitution
Since the right-hand side depends only on , define
Then , and the product rule gives
Substitution converts the original equation into an equation involving and .
4Proposition: Reduction to a Separable Equation
Consider
on an interval where . With , the function satisfies
On a range where , this becomes the separable equation
4.1Proof
From and the product rule,
Substitution gives
and hence . Since , division by is valid; where , the variables can also be separated.
Before division by , check its zeros. If , then and therefore is a straight-line solution.
5Example:
Set and . Then
so and
Integration yields
Returning to gives
6An Equation Outside the Scope
The equation
cannot be expressed as a function of alone, so the substitution does not apply. Rewriting it as
shows that it is a first-order linear equation.
data/lecture/math/differential-equations/first-order-linear-odes-and-integrating-factors.lecture.n.md7Summary
- Determine whether the equation can be written as .
- Work on an interval that excludes .
- Set , equivalently .
- Substitute .
- Check constant roots of before division, then reduce the remaining equation to separable form.
The next lecture treats Bernoulli equations, where substitution of reduces a nonlinear equation to a first-order linear equation.
data/lecture/math/differential-equations/bernoulli-equations.lecture.n.md