Homogeneous differential equation
A differential equation can be homogeneous in either of two respects.
A first order differential equation is said to be homogeneous if it may be written
where f and g are homogeneous functions of the same degree of x and y. In this case, the change of variable y = ux leads to an equation of the form
which is easy to solve by integration of the two members.
Otherwise, a differential equation is homogeneous if it is a homogeneous function of the unknown function and its derivatives. In the case of linear differential equations, this means that there are no constant terms. The solutions of any linear ordinary differential equation of any order may be deduced by integration from the solution of the homogeneous equation obtained by removing the constant term.
Homogeneous first-order differential equations
Navier–Stokes differential equations used to simulate airflow around an obstruction.
A first-order ordinary differential equation in the form:
In the quotient , we can let to simplify this quotient to a function of the single variable :
This transforms the original differential equation into the separable form
A first order differential equation of the form (a, b, c, e, f, g are all constants)
where af ≠ be can be transformed into a homogeneous type by a linear transformation of both variables ( and are constants):
Homogeneous linear differential equations
A linear differential equation is homogeneous if it is a homogeneous linear equation in the unknown function and its derivatives. It follows that, if is a solution, so is , for any (non-zero) constant c. In order for this condition to hold, each nonzero term of the linear differential equation must depend on the unknown function or any derivative of it. A linear differential equation that fails this condition is called inhomogeneous.
A linear differential equation can be represented as a linear operator acting on y(x) where x is usually the independent variable and y is the dependent variable. Therefore, the general form of a linear homogeneous differential equation is
where L is a differential operator, a sum of derivatives (defining the "0th derivative" as the original, non-differentiated function), each multiplied by a function of x:
where may be constants, but not all may be zero.
For example, the following differential equation is homogeneous:
whereas the following two are inhomogeneous:
The existence of a constant term is a sufficient condition for an equation to be inhomogeneous, as in the above example.
- Ince 1956, p. 18
- Boyce, William E.; DiPrima, Richard C. (2012), Elementary differential equations and boundary value problems (10th ed.), Wiley, ISBN 978-0470458310. (This is a good introductory reference on differential equations.)
- Ince, E. L. (1956), Ordinary differential equations, New York: Dover Publications, ISBN 0486603490. (This is a classic reference on ODEs, first published in 1926.)