Bernoulli differential equation

In mathematics, an ordinary differential equation of the form

y'+ P(x)y = Q(x)y^n\,

is called a Bernoulli equation when n≠1, 0. It is named after Jacob Bernoulli who discussed it in 1695. Bernoulli equations are special because they are nonlinear differential equations with known exact solutions. A famous special case of the Bernoulli differential equation is the logistic differential equation.

Solution

Let x_0 \in (a, b) and

\left\{\begin{array}{ll}
z: (a,b) \rightarrow (0, \infty)\ ,&\textrm{if}\ \alpha\in \mathbb{R}\setminus\{1,2\},\\
z: (a,b) \rightarrow \mathbb{R}\setminus\{0\}\ ,&\textrm{if}\ \alpha = 2,\\\end{array}\right.

be a solution of the linear differential equation

z'(x)=(1-\alpha)P(x)z(x) + (1-\alpha)Q(x).

Then we have that y(x) := [z(x)]^{\frac{1}{1-\alpha}} is a solution of

y'(x)= P(x)y(x) + Q(x)y^\alpha(x)\ ,\ y(x_0) = y_0 := [z(x_0)]^{\frac{1}{1-\alpha}}.

And for every such differential equation, for all \alpha>0 we have y\equiv 0 as solution for y_0=0.

Example

Consider the Bernoulli equation (more specifically Riccati's equation).[1]

y' - \frac{2y}{x} = -x^2y^2

We first notice that y=0 is a solution. Division by y^2 yields

y'y^{-2} - \frac{2}{x}y^{-1} = -x^2

Changing variables gives the equations

w = \frac{1}{y}
w' = \frac{-y'}{y^2}.
w' + \frac{2}{x}w = x^2

which can be solved using the integrating factor

M(x)= e^{2\int \frac{1}{x}\,dx} = e^{2\ln x} = x^2.

Multiplying by M(x),

w'x^2 + 2xw = x^4,\,

Note that left side is the derivative of wx^2. Integrating both sides, with respect to x, results in the equations

\int w'x^2 + 2xw\,dx = \int x^4\,dx
wx^2 = \frac{1}{5}x^5 + C
\frac{1}{y}x^2 = \frac{1}{5}x^5 + C

The solution for y is

y = \frac{x^2}{\frac{1}{5}x^5 + C}.

References

  1. y'-2*y/x=-x^2*y^2, Wolfram Alpha, 01-06-2013

External links

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