Separation of variables

Separation of variables
This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "Separation_of_variables".

In mathematics, separation of variables is any of several methods for solving ordinary and partial differential equations, in which algebra allows one to re-write an equation so that each of two variables occurs on a different side of the equation.

content

1 Ordinary differential equations (ODE)
2 Partial differential equations
- 2.1 Example (I)
- 2.2 Example (II)
3 References
4 External links

Ordinary differential equations (ODE)

Suppose a differential equation can be written in the form

$\frac{d}{dx} f(x) = g(x)h(f(x)),\qquad\qquad (1)$

which we can write more simply by letting $y = f (x)$ :

$\frac{dy}{dx}=g(x)h(y).$

As long as h(y) ≠ 0, we can rearrange terms to obtain:

${dy \over h(y)} = {g(x)dx},$

so that the two variables x and y have been separated.

Alternative notation

Some who dislike Leibniz's notation may prefer to write this as

$\frac{1}{h(y)} \frac{dy}{dx} = g(x),$

but that fails to make it quite as obvious why this is called "separation of variables".

Integrating both sides of the equation with respect to $x$ , we have

$\int \frac{1}{h(y)} \frac{dy}{dx} \, dx = \int g(x) \, dx, \qquad\qquad (2)$

or equivalently,

$\int \frac{1}{h(y)} \, dy = \int g(x) \, dx$

because of the substitution rule for integrals.

If one can evaluate the two integrals, one can find a solution to the differential equation. Observe that this process effectively allows us to treat the derivative $\frac{dy}{dx}$ as a fraction which can be separated. This allows us to solve separable differential equations more conveniently, as demonstrated in the example below.

(Note that we do not need to use two constants of integration, in equation (2) as in

$\int \frac{1}{h(y)} \, dy + C_1 = \int g(x) \, dx + C_2,$

because a single constant $C = C 2 - C 1$ is equivalent.)

Example (I)

The ordinary differential equation

$\frac{d}{dx}f(x)=f(x)(1-f(x))$

may be written as

$\frac{dy}{dx}=y(1-y).$

If we let $g (x) = 1$ and $h (y) = y (1 - y)$ , we can write the differential equation in the form of equation (1) above. Thus, the differential equation is separable.

As shown above, we can treat $d y$ and $d x$ as separate values, so that both sides of the equation may be multiplied by $d x$ . Subsequently dividing both sides by $y (1 - y)$ , we have

$\frac{dy}{y(1-y)}=dx.$

At this point we have separated the variables x and y from each other, since x appears only on the right side of the equation and y only on the left.

Integrating both sides, we get

$\int\frac{dy}{y(1-y)}=\int dx,$

which, via partial fractions, becomes

$\int\left(\frac{1}{y}+\frac{1}{1-y}\right)\,dy=\int dx,$

and then

ln | y | - ln | 1 - y | = x + C

where C is the constant of integration. A bit of algebra gives a solution for y:

$y=\frac{1}{1+Be^{-x}}.$

One may check our solution by taking the derivative with respect to x of the function we found, where B is an arbitrary constant. The result should be equal to our original problem. (One must be careful with the absolute values when solving the equation above. It turns out that the different signs of the absolute value contribute the positive and negative values for B, respectively. And the B = 0 case is contributed by the case that y = 1, as discussed below.)

Note that since we divided by $y$ and $(1 - y)$ we must check to see whether the solutions $y (x) = 0$ and $y (x) = 1$ solve the differential equation (in this case they are both solutions). See also: singular solutions.

Example (II)

Population growth is often modeled by the differential equation

$\frac{dP}{dt}=kP\left(1-\frac{P}{K}\right)$

where $P$ is the population with respect to time $t$ , $k$ is the rate of growth, and $K$ is the carrying capacity of the environment.

Separation of variables may be used to solve this differential equation.

$\frac{dP}{dt}=kP\left(1-\frac{P}{K}\right)$

$\int\frac{dP}{P\left(1-\frac{P}{K}\right)}=\int k\,dt$

To evaluate the integral on the left side, we simplify the complex fraction:

$\frac{1}{P\left(1-\frac{P}{K}\right)}=\frac{K}{P\left(K-P\right)}$

Then, we decompose the fraction into partial fractions:

$\frac{K}{P\left(K-P\right)}=\frac{1}{P}+\frac{1}{K-P}$

Thus we have

$\int\left(\frac{1}{P}+\frac{1}{K-P}\right)\,dP=\int k\,dt$

$\ln\begin{vmatrix}P\end{vmatrix}-\ln\begin{vmatrix}K-P\end{vmatrix}=kt+C$

$\ln\begin{vmatrix}K-P\end{vmatrix}-\ln\begin{vmatrix}P\end{vmatrix}=-kt-C$

$\ln\begin{vmatrix}\cfrac{K-P}{P}\end{vmatrix}=-kt-C$

$\begin{vmatrix}\cfrac{K-P}{P}\end{vmatrix}=e^{-kt-C}$

$\begin{vmatrix}\cfrac{K-P}{P}\end{vmatrix}=e^{-C}e^{-kt}$

$\frac{K-P}{P}=\pm e^{-C}e^{-kt}$

Let $A=\pm e^{-C}$ .

$\frac{K-P}{P}=Ae^{-kt}$

$\frac{K}{P}-1=Ae^{-kt}$

$\frac{K}{P}=1+Ae^{-kt}$

$\frac{P}{K}=\frac{1}{1+Ae^{-kt}}$

$P=\frac{K}{1+Ae^{-kt}}$

Therefore, the solution to the logistic equation is

$P\left(t\right)=\frac{K}{1+Ae^{-kt}}$

To find $A$ , let $t = 0$ and $P\left(0\right)=P_0$ . Then we have

$P_0=\frac{K}{1+Ae^0}$

Noting that $e 0 = 1$ , and solving for A we get

$A=\frac{K-P_0}{P_0}$

Partial differential equations

Given a partial differential equation of a function

$F(x_1,x_2,\dots,x_n)$

of n variables, it is sometimes useful to guess a solution of the form

$F = F_1(x_1) \cdot F_2(x_2) \cdots F_n(x_n)$

$F = f_1(x_1) + f_2(x_2) + \cdots + f_n(x_n)$

which turns the partial differential equation (PDE) into a set of ODEs. Usually, each independent variable creates a separation constant that cannot be determined only from the equation itself.

When such a technique works, it is called a separable partial differential equation.

Example (I)

Suppose F is a function of x, y, and z, and we are trying to solve the following PDE:

$\frac{\partial F}{\partial x} + \frac{\partial F}{\partial y} + \frac{\partial F}{\partial z} = 0 \qquad\qquad (1)$

We shall guess that the solution has the form

$F(x,y,z) = X(x) + Y(y) + Z(z)\qquad\qquad (2)$

Plugging equation (2) into (1), we have

$\frac{dX}{dx} + \frac{dY}{dy} + \frac{dZ}{dz} = 0 \qquad\qquad (3)$

Observe that X′(x) is a function of x only, Y′(y) is a function of y only, and Z′(z) is a function of z only. In order for equation (1) to hold for all x, y, and z, each of the terms in (3) must be constant, otherwise each term would introduce variables which could not be canceled by the other two terms. Thus,

$\frac{dX}{dx} = c_1 \quad \frac{dY}{dy} = c_2 \quad \frac{dZ}{dz} = c_3\qquad\qquad (4)$

where the constants c₁, c₂, c₃ satisfy

$c_1 + c_2 + c_3 = 0\qquad\qquad (5)$

Equation (4) is actually a set of three ODEs. In this case they are trivial and can be solved by simple integration, giving:

$F(x,y,z) = c_1 x + c_2 y + c_3 z + c_4\qquad\qquad (6)$

where the integration constant c₄ is determined by initial conditions.

Example (II)

Consider the differential equation

$\nabla^2 v + \lambda v = {\partial^2 v \over \partial x^2} + {\partial^2 v \over \partial y^2} + \lambda v = 0.$

First, we seek solutions of the form

$v = X(x)Y(y).\,$

(Note that, generally, the solution will be an infinite linear combination of functions of this form.)

Substituting,

${\partial^2\over\partial x^2} [X(x)Y(y)]+{\partial^2\over\partial y^2}[X(x)Y(y)]+\lambda X(x)Y(y) =$

$X''(x)Y(y)+X(x)Y''(y)+\lambda X(x)Y(y)= 0.\,$

Divide throughout by X(x)

${X''(x)Y(y) \over X(x)}+Y''(y)+\lambda Y(y) = 0$

and then by Y(y)

${X''(x)\over X(x)}+{Y''(y)+\lambda Y(y)\over Y(y)} = 0.$

Now X′′(x)/X(x) is a function of x only, and (Y′′(y)+λY(y))/Y(y) is a function of y only, and so on for their sum to be equal to zero for all x and y, they must both be constant. Thus,

${X''(x)\over X(x)} = k = -{Y''(y)+\lambda Y(y)\over Y(y)}$

where k is the separation constant. This splits up into ordinary differential equations

$X''(x) - k X(x)=0\,$

and

$Y''(y)+(\lambda+k) Y(y) =0\,$

which we can solve accordingly. If the equation as posed originally was a boundary value problem, one would use the given boundary values. See that article for an example which uses boundary values.

References

A. D. Polyanin, Handbook of Linear Partial Differential Equations for Engineers and Scientists, Chapman & Hall/CRC Press, Boca Raton, 2002. ISBN 1-58488-299-9.

External links

Methods of Generalized and Functional Separation of Variables at EqWorld: The World of Mathematical Equations.

Examples of separating variables to solve PDEs.

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Contents

Ordinary differential equations (ODE)

Alternative notation

Example (I)

Example (II)

Partial differential equations

Example (I)

Example (II)

References

External links