Homogeneous differential equation

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A homogeneous differential equation has several distinct meanings.

One meaning is that a first-order ordinary differential equation is homogeneous if it has the form

\frac{dy}{dx} = F(y/x).

To solve such equations, one makes the change of variables u = y/x, which will transform such an equation into separable one.

A similarly called object, the linear homogeneous differential equation, is a differential equation which is linear and equal to 0.

[edit] Example of deriving a homogenous equation

A well known homogenous equation in x and y of degree m, subsequently showing one of Euler's identities is as follows.

\ f(x,y) = x^m F\left(\frac{y}{x}\right)

Deriving \ f_x (x,y) We obtain the following,


\frac{\partial f(x,y)}{\partial x} = mx^{m-1}F\left(\frac{y}{x}\right)+ x^mF^'\left(\frac{y}{x}\right)\cdot\left(-\frac{y}{x^2}\right).

Where \ F^' denotes the first derivative of F with respect to the homogenous argument.

Also,

\frac{\partial f(x,y)}{\partial y} = x^mF^'\left(\frac{y}{x}\right).\left(\frac{1}{x}\right)

Now taking each derivative and multiplying by its corresponding variable we arrive at the following equation.


 x\frac{\partial f(x,y)}{\partial x} + y\frac{\partial f(x,y)}{\partial y} = x\left[mx^{m-1}F\left(\frac{y}{x}\right)+ x^m.\left(-\frac{y}{x^2}\right)F^'\left(\frac{y}{x}\right)\right] + y\left[ x^m.\left(\frac{1}{x}\right)F^'\left(\frac{y}{x}\right)\right]


 x\frac{\partial f(x,y)}{\partial x} + y\frac{\partial f(x,y)}{\partial y} = x\left[mx^{m-1}F\left(\frac{y}{x}\right)-x^{m-2}yF^'\left(\frac{y}{x}\right)\right] + y\left[ x^{m-1}F^'\left(\frac{y}{x}\right)\right]

= mx^mF\left(\frac{y}{x}\right)
\ = mf(x,y)


Which in turn is one of Euler's identities,

x\frac{\partial f(x,y)}{\partial x} + y\frac{\partial f(x,y)}{\partial y} = mf(x,y)

This identity is generalized by Euler's theorem on homogeneous functions.

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