Differential Equations - Geometry of Homogenous Differential Equations

  • In this lecture, we will study the geometry of homogeneous differential equations.
  • We will understand the concept of homogenous differential equations and their solutions.
  • We will explore their graphical representation and analyze the behavior of solutions.
  • We will also learn about the equilibrium solutions and their stability in homogenous differential equations.
  • Lastly, we will discuss the phase plane analysis of homogenous differential equations.

Homogenous Differential Equations

  • A homogenous differential equation is of the form: $\frac{{dy}}{{dx}} = f\left(\frac{{y}}{{x}}\right)$.
  • Homogenous differential equations have a special property: if $y(x)$ is a solution, then $\lambda y(x)$ is also a solution for any constant $\lambda$.
  • We will focus on first-order homogenous differential equations in this lecture.

Solution of Homogenous Differential Equations

  • To solve a homogenous differential equation, we make a substitution: $y = xv$.
  • After substituting into the differential equation, we can solve for $v(x)$.
  • Once we have the solution for $v(x)$, we can substitute back to find the general solution for $y(x)$.
  • Let’s look at an example.

Example 1: Solve the Homogenous Differential Equation

  • Consider the differential equation: $\frac{{dy}}{{dx}} = \frac{{3y}}{{2x}}$.
  • We substitute $y = xv$ into the equation: $\frac{{dy}}{{dx}} = \frac{{xv + v}}{{x}}$.
  • Simplifying gives: $\frac{{xv + v}}{{x}} = \frac{{3xv}}{{2x}}$.
  • Cancelling out $x$, we get: $\frac{{dv}}{{dx}} + \frac{{v}}{{x}} = \frac{{3v}}{{2x}}$.
  • This simplifies to: $\frac{{dv}}{{dx}} = -\frac{{v}}{{2x}}$.
  • Now, we solve this differential equation for $v(x)$.

Solution of the Modified Differential Equation

  • The differential equation is now: $\frac{{dv}}{{dx}} = -\frac{{v}}{{2x}}$.
  • We can separate variables: $\frac{{dv}}{v} = -\frac{{1}}{{2x}}dx$.
  • Integrating both sides gives: $\ln|v| = -\frac{{1}}{{2}}\ln|x| + C$.
  • Simplifying gives: $\ln|v| = \ln|x^{-1/2}| + \ln|C|$.
  • Combining the logarithms, we get: $\ln|v| = \ln\left|\frac{{C}}{{\sqrt{x}}}\right|$.
  • Taking the exponential of both sides gives: $v = \frac{{C}}{{\sqrt{x}}}$.
  • This is the solution for $v(x)$.

Finding the General Solution

  • We substitute $v = \frac{{y}}{{x}}$ back into the solution for $v(x)$.
  • This gives: $\frac{{y}}{{x}} = \frac{{C}}{{\sqrt{x}}}$.
  • Multiplying both sides by $x$ gives: $y = C\sqrt{x}$.
  • This is the general solution for the homogenous differential equation: $\frac{{dy}}{{dx}} = \frac{{3y}}{{2x}}$.

Homogenous Differential Equations - Continued

  • Let’s look at another example to further understand the concept of homogenous differential equations.

Example 2: Solve the Homogenous Differential Equation

  • Consider the differential equation: $\frac{{dy}}{{dx}} = \frac{{2y}}{{x}}$.
  • Substitute $y = xv$ into the equation: $\frac{{dy}}{{dx}} = \frac{{xv + v}}{{x}}$.
  • Simplify to get: $\frac{{xv + v}}{{x}} = \frac{{2xv}}{{x}}$.
  • Cancel out $x$ and simplify: $\frac{{dv}}{{dx}} + \frac{{v}}{{x}} = 2v$.

Solution of the Modified Differential Equation

  • The differential equation is now: $\frac{{dv}}{{dx}} + \frac{{v}}{{x}} = 2v$.
  • We separate variables: $\frac{{dv}}{{v}} = (2 - \frac{{1}}{{x}})dx$.
  • Integrating both sides gives: $\ln|v| = 2x - \ln|x| + C$.
  • Simplify further: $\ln|v| = 2x + \ln|x^{-1}| + \ln|C|$.
  • Combining logarithms gives: $\ln|v| = \ln\left|Cx^2\right|$.
  • Taking the exponential of both sides gives: $v = Cx^2$.

Finding the General Solution

  • Substitute $v = \frac{{y}}{{x}}$ back into the solution for $v(x)$.
  • This gives: $\frac{{y}}{{x}} = Cx^2$.
  • Multiply both sides by $x$ gives: $y = Cx^3$.
  • This is the general solution for the homogenous differential equation: $\frac{{dy}}{{dx}} = \frac{{2y}}{{x}}$.

Graphical Representation of Homogenous Differential Equations

  • The general solution of homogenous differential equations can often be represented graphically.
  • The graphs can provide insights into the behavior of the solutions.
  • Let’s consider an example to understand the graphical representation.

Example 3: Graphical Representation

  • Consider the differential equation: $\frac{{dy}}{{dx}} = \frac{{6y}}{{5x}}$.
  • We can solve this equation for $y(x)$ to get the general solution.
  • The general solution is: $y = Cx^{6/5}$.

Graphical Representation - Contour Plot

  • We can represent the general solution of the differential equation using a contour plot.
  • A contour plot is a 2D representation of the solution on the x-y plane.
  • Each contour line represents a different value of the constant $C$.
  • The contour lines are curves parallel to each other.

Graphical Representation - Slope Field

  • Another way to represent the solution graphically is by using a slope field.
  • A slope field represents the slopes of the tangent lines to the solution curves at different points.
  • Each segment in the slope field indicates the direction and magnitude of the slope at that point.
  • By drawing the slope field, we can visualize the behavior of the solutions.

Graphical Representation - Solution Curves

  • We can also directly plot the solution curves on the x-y plane.
  • These curves represent the various solutions to the differential equation.
  • Each curve corresponds to a different value of the constant $C$.
  • The behavior of the curves, such as their shape and direction, can be analyzed.

Graphical Representation - Equilibrium Solutions

  • Equilibrium solutions are points where the derivative is zero.
  • For a homogenous differential equation, the only equilibrium solution is the origin (0,0).
  • At the origin, the slope of the tangent line is zero, indicating a point of equilibrium.
  • This is an important point to consider in the graphical representation.

Differential Equations - Geometry of Homogenous Differential Equations

Equilibrium Solutions

  • Equilibrium solutions are points where the derivative is zero.
  • For a homogenous differential equation, the only equilibrium solution is the origin (0,0).
  • At the origin, the slope of the tangent line is zero, indicating a point of equilibrium.
  • The equilibrium solution represents a stable point in the solution curves.
  • The behavior of the solution curves around the equilibrium point can be analyzed.

Stability of Equilibrium Solutions

  • The stability of equilibrium solutions can be determined by analyzing the behavior of the solution curves.
  • If the solution curves approach the equilibrium point, it is called a stable equilibrium.
  • If the solution curves move away from the equilibrium point, it is called an unstable equilibrium.
  • The stability depends on the direction of the solution curves near the equilibrium point.
  • This information can be obtained from the slope field or the graphical representation.

Phase Plane Analysis

  • Phase plane analysis is a graphical approach to analyze the behavior of solutions of a system of differential equations.
  • It involves plotting the solution curves on a two-dimensional plane, known as the phase plane.
  • The phase plane helps to visualize the trajectories and direction of motion of the solutions.
  • The phase plane analysis is especially useful for systems of homogenous differential equations.
  • It provides insights into the stability and behavior of the equilibrium solutions.

Example 4: Phase Plane Analysis

  • Consider the system of homogenous differential equations:
    • $\frac{{dx}}{{dt}} = x - y$
    • $\frac{{dy}}{{dt}} = 2x - y$
  • To perform a phase plane analysis, we first find the equilibrium points by setting $\frac{{dx}}{{dt}} = 0$ and $\frac{{dy}}{{dt}} = 0$.
  • Solving the equations gives the equilibrium point (0,0).
  • We can draw the phase plane by plotting the solution curves and analyzing their behavior around the equilibrium point.

Phase Plane Analysis - Solution Curves

  • To start, we select a set of initial conditions (x0, y0) and solve the system of differential equations.
  • We obtain a parametric representation of the solution curves: x(t), y(t).
  • By varying the initial conditions, we can plot different solution curves in the phase plane.
  • By analyzing the shape and behavior of these curves, we can gain insights into the dynamics of the system.

Phase Plane Analysis - Qualitative Behavior

  • The qualitative behavior of the solution curves provides information about the stability of the equilibrium point.
  • If the solution curves approach the equilibrium point, it is a stable equilibrium.
  • If the solution curves move away from the equilibrium point, it is an unstable equilibrium.
  • By analyzing the direction and movement of the solutions, we can determine the stability of the equilibrium point.
  • The direction of the solution curves can be obtained by analyzing the slope field or the behavior of the solutions on the phase plane.

Phase Plane Analysis - Stability

  • In the phase plane, stable equilibrium points are represented by attracting regions.
  • These regions are enclosed by solution curves that approach the equilibrium point.
  • Unstable equilibrium points are represented by repelling regions.
  • These regions are enclosed by solution curves that move away from the equilibrium point.
  • The stability analysis helps in understanding the long-term behavior of the system.

Phase Plane Analysis - Example Continued

  • Continuing with Example 4, let’s perform the phase plane analysis for the system of homogenous differential equations.
  • By varying the initial conditions, we can plot different solution curves in the phase plane.
  • Depending on the behavior of the solution curves, we can determine the stability of the equilibrium point and analyze its behavior.