Internal
problem
ID
[10025] Book
:
Own
collection
of
miscellaneous
problems Section
:
section
1.0 Problem
number
:
40 Date
solved
:
Thursday, November 27, 2025 at 10:06:36 AM CAS
classification
:
[[_homogeneous, `class A`], _rational, [_Abel, `2nd type`, `class A`]]
We now need to find the singular solutions, these are found by finding
for what values \(g(u)\) is zero, since we had to divide by this above. Solving \(g(u)=0\) or
\[
\frac {u^{2}-u -1}{u}=0
\]
for \(u \left (x \right )\) gives
\begin{align*} u \left (x \right )&=\frac {1}{2}-\frac {\sqrt {5}}{2}\\ u \left (x \right )&=\frac {1}{2}+\frac {\sqrt {5}}{2} \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial
conditions given. If it does not then the singular solution will not be used.
An ode of the form \(y' = \frac {M(x,y)}{N(x,y)}\) is called homogeneous if the functions \(M(x,y)\) and \(N(x,y)\) are both homogeneous functions
and of the same order. Recall that a function \(f(x,y)\) is homogeneous of order \(n\) if
\[ f(t^n x, t^n y)= t^n f(x,y) \]
In this case, it can be
seen that both \(M=x +y\) and \(N=y\) are both homogeneous and of the same order \(n=1\). Therefore this is a
homogeneous ode. Since this ode is homogeneous, it is converted to separable ODE using the
substitution \(u=\frac {y}{x}\), or \(y=ux\). Hence
We now need to find the singular solutions, these are found by finding
for what values \(g(u)\) is zero, since we had to divide by this above. Solving \(g(u)=0\) or
\[
\frac {u^{2}-u -1}{u}=0
\]
for \(u \left (x \right )\) gives
\begin{align*} u \left (x \right )&=\frac {1}{2}-\frac {\sqrt {5}}{2}\\ u \left (x \right )&=\frac {1}{2}+\frac {\sqrt {5}}{2} \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial
conditions given. If it does not then the singular solution will not be used.
We now need to find the singular solutions, these are found by finding
for what values \(g(u)\) is zero, since we had to divide by this above. Solving \(g(u)=0\) or
\[
\frac {u^{2}-u -1}{u}=0
\]
for \(u \left (x \right )\) gives
\begin{align*} u \left (x \right )&=\frac {1}{2}-\frac {\sqrt {5}}{2}\\ u \left (x \right )&=\frac {1}{2}+\frac {\sqrt {5}}{2} \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial
conditions given. If it does not then the singular solution will not be used.
An ode of the form \(Y' = \frac {M(X,Y)}{N(X,Y)}\) is called homogeneous if the functions \(M(X,Y)\) and \(N(X,Y)\) are both homogeneous functions
and of the same order. Recall that a function \(f(X,Y)\) is homogeneous of order \(n\) if
\[ f(t^n X, t^n Y)= t^n f(X,Y) \]
In this case, it can be
seen that both \(M=X +Y\) and \(N=Y\) are both homogeneous and of the same order \(n=1\). Therefore this is a
homogeneous ode. Since this ode is homogeneous, it is converted to separable ODE using the
substitution \(u=\frac {Y}{X}\), or \(Y=uX\). Hence
We now need to find the singular solutions, these are found by finding
for what values \(g(u)\) is zero, since we had to divide by this above. Solving \(g(u)=0\) or
\[
\frac {u^{2}-u -1}{u}=0
\]
for \(u \left (X \right )\) gives
\begin{align*} u \left (X \right )&=\frac {1}{2}-\frac {\sqrt {5}}{2}\\ u \left (X \right )&=\frac {1}{2}+\frac {\sqrt {5}}{2} \end{align*}
Now we go over each such singular solution and check if it verifies the ode itself and any initial
conditions given. If it does not then the singular solution will not be used.
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 \(\frac {\partial M}{\partial u} \neq \frac {\partial N}{\partial x}\), 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 u} - \frac {\partial N}{\partial x} \right ) \\ &=1\left ( \left ( 3 x \,u^{2}+2 u\right ) - \left (0 \right ) \right ) \\ &=3 x \,u^{2}+2 u \end{align*}
Since \(A\) depends on \(u\), 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 x} - \frac {\partial M}{\partial u} \right ) \\ &=\frac {1}{u^{2} \left (u x +1\right )}\left ( \left ( 0\right ) - \left (3 x \,u^{2}+2 u \right ) \right ) \\ &=\frac {-3 u x -2}{u \left (u x +1\right )} \end{align*}
Since \(B\) depends on \(x\), it can not be used to obtain an integrating factor.We will now try a third
method to find an integrating factor. Let
\[ R = \frac { \frac {\partial N}{\partial x} - \frac {\partial M}{\partial u} } {x M - y N} \]
\(R\) is now checked to see if it is a function of only \(t=x u\).
Therefore
\begin{align*} R &= \frac { \frac {\partial N}{\partial x} - \frac {\partial M}{\partial u} } {x M - y N} \\ &= \frac {\left (0\right )-\left (3 x \,u^{2}+2 u\right )} {x\left (x \,u^{3}+u^{2}\right ) - u\left (1\right )} \\ &= \frac {-3 u x -2}{u^{2} x^{2}+u x -1} \end{align*}
Replacing all powers of terms \(x u\) by \(t\) gives
\[ R = \frac {-3 t -2}{t^{2}+t -1} \]
Since \(R\) depends on \(t\) only, then it can be used to find an
integrating factor. Let the integrating factor be \(\mu \) then
\[ \mu =\frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}} \]
Multiplying \(M\) and \(N\) by this integrating factor gives
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 {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}}\left (x \,u^{3}+u^{2}\right ) \\ &= \frac {u^{2} \left (u x +1\right ) {\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}} \end{align*}
And
\begin{align*} \overline {N} &=\mu N \\ &= \frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}}\left (1\right ) \\ &= \frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}} \end{align*}
A modified ODE is now obtained from the original ODE, which is exact and can solved. The
modified ODE is
Where \(f(u)\) is used for the constant of integration since \(\phi \) is a function of
both \(x\) and \(u\). Taking derivative of equation (3) w.r.t \(u\) gives
\begin{align*}
\tag{4} \frac {\partial \phi }{\partial u} &= \frac {u \,{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}} \left (2 u \,x^{2}+x \right )}{2 \left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}}-\frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\sqrt {u^{2} x^{2}+u x -1}}-\frac {2 u x \,{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{5 \sqrt {u^{2} x^{2}+u x -1}\, \left (-\frac {\left (2 u x +1\right )^{2}}{5}+1\right )}+f'(u) \\
&=\frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}}+f'(u) \\
\end{align*}
But equation (2) says that \(\frac {\partial \phi }{\partial u} = \frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}}\). Therefore
equation (4) becomes
\begin{equation}
\tag{5} \frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}} = \frac {{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\left (u^{2} x^{2}+u x -1\right )^{{3}/{2}}}+f'(u)
\end{equation}
Solving equation (5) for \( f'(u)\) gives
\[ f'(u) = 0 \]
Therefore
\[ f(u) = c_1 \]
Where \(c_1\) is constant of integration.
Substituting this result for \(f(u)\) into equation (3) gives \(\phi \)
\[
\phi = -\frac {u \,{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\sqrt {u^{2} x^{2}+u x -1}}+ c_1
\]
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
\[
c_1 = -\frac {u \,{\mathrm e}^{\frac {\sqrt {5}\, \operatorname {arctanh}\left (\frac {\left (2 u x +1\right ) \sqrt {5}}{5}\right )}{5}}}{\sqrt {u^{2} x^{2}+u x -1}}
\]
Substituting \(u \left (x \right )=\frac {1}{y}\) in the above solution gives
\[
-\frac {x^{2} a_{3}-x^{2} b_{2}+2 x y a_{2}+2 x y a_{3}-2 x y b_{3}+y^{2} a_{2}+2 y^{2} a_{3}-b_{2} y^{2}-y^{2} b_{3}-x b_{1}+y a_{1}}{y^{2}} = 0
\]
Setting the numerator to zero gives
\begin{equation}
\tag{6E} -x^{2} a_{3}+x^{2} b_{2}-2 x y a_{2}-2 x y a_{3}+2 x y b_{3}-y^{2} a_{2}-2 y^{2} a_{3}+b_{2} y^{2}+y^{2} b_{3}+x b_{1}-y a_{1} = 0
\end{equation}
Looking at the
above PDE shows the following are all the terms with \(\{x, y\}\) in them.
\[
\{x, y\}
\]
The following substitution is
now made to be able to collect on all terms with \(\{x, y\}\) in them
The next step is to determine the canonical coordinates \(R,S\). The canonical coordinates map \(\left ( x,y\right ) \to \left ( R,S \right )\) 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 \(\left ( \xi \frac {\partial }{\partial x} + \eta \frac {\partial }{\partial y}\right ) S(x,y) = 1\). 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 \(\xi =0\) then in this
special case
We now need to express the RHS as function of \(R\) only. This is done by solving for \(x,y\) in terms of \(R,S\) from
the result obtained earlier and simplifying. This gives
\begin{align*} \frac {dS}{dR} &= 0 \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 \(f(R)\).
Methodsfor first order ODEs:---Trying classification methods ---tryinga quadraturetrying1st order lineartryingBernoullitryingseparabletryinginverse lineartryinghomogeneous types:tryinghomogeneous D<-homogeneous successful