# theory for separation of variables

The first order (http://planetmath.org/ODE) ordinary differential equation  where one can separate the variables has the form where $\displaystyle\frac{dy}{dx}$ may be expressed as a product  or a quotient of two functions (http://planetmath.org/ProductOfFunctions), one of which depends only on $x$ and the other on $y$.  Such an equation may be written e.g. as

 $\displaystyle\frac{dy}{dx}\;=\;\frac{Y(y)}{X(x)}\quad\mbox{or}\quad\frac{dx}{% dy}\;=\;\frac{X(x)}{Y(y)}.$ (1)

We notice first that if $Y(y)$ has real zeroes (http://planetmath.org/ZeroOfAFunction) $y_{1},\,y_{2},\,\ldots$, then the equation (1) has the constant solutions  $y:=y_{1},\;y:=y_{2},\;\ldots$  and thus the lines  $y=y_{1},\;y=y_{2},\;\ldots$  are integral curves.  Similarly, if $X(x)$ has real zeroes  $x_{1},\,x_{2},\,\ldots$, one has to include the lines  $y=y_{1},\;y=y_{2},\;\ldots$  to the integral curves.  All those lines the $xy$-plane into the rectangular regions.  One can obtain other integral curves only inside such regions where the derivative  $\displaystyle\frac{dy}{dx}$ attains real values.

Let $R$ be such a region, defined by

 $a

and let us assume that the $X(x)$ and $Y(y)$ are real, continuous   and distinct from zero in $R$.  We will show that any integral curve of the differential equation (1) is accessible  by two quadratures.

Let $\gamma$ be an integral curve passing through the point  $(x_{0},\,y_{0})$  of the region $R$.  By the above assumptions  , the derivative $\displaystyle\frac{dy}{dx}$ maintains its sign on the curve $\gamma$ so long $\gamma$ is inside $R$, which is true on a neighbourhood $N$ of  $x_{0}$, contained in  $[a,\,b]$.  This implies that as $x$ runs the interval$N$,  it defines the ordinate $y$ of $\gamma$ uniquely as a monotonic function$y\mapsto y(x)$  which satisfies the equation (1):

 $y^{\prime}(x)\;=\;\frac{Y(y(x))}{X(x)}$

The last equation may be written

 $\displaystyle\frac{y^{\prime}(x)}{Y(y(x))}\,=\,\frac{1}{X(x)}.$ (2)

Since $X$ and $Y$ don’t vanish in $R$, the denominators $Y(y(x))$ and $X(x)$ are distinct from 0 on the interval $N$.  Therefore one can integrate both sides of (2) from $x_{0}$ to an arbitrary value $x$ on $N$, getting

 $\displaystyle\int_{x_{0}}^{x}\frac{y^{\prime}(x)\,dx}{Y(y(x))}\,=\,\int_{x_{0}% }^{x}\frac{dx}{X(x)}.$ (3)

Because  $y=y(x)$  is continuous and monotonic on the interval $N$, it can be taken as new variable of integration (http://planetmath.org/SubstitutionForIntegration) in the left hand side of (3):  substitute  $y(x):=y$,  $y^{\prime}(x)\,dx:=dy$  and change the to  $y(x_{0})=y_{0}$  and  $y(x)=y$.

• Accordingly, the equality

 $\displaystyle\int_{y_{0}}^{y}\frac{dy}{Y(y)}\;=\;\int_{x_{0}}^{x}\frac{dx}{X(x)}$ (4)

is valid, meaning that if an integral curve of (1) passes through the point  $(x_{0},\,y_{0})$, the integral curve is represented by the equation (4) as long as the curve is inside the region $R$.

• Additionally, it is possible to justificate that if  $(x_{0},\,y_{0})$  is an interior point of a region $R$ where $X(x)$ and $Y(y)$ are real, continuous and $\neq 0$, then one and only one integral curve of (1) passes through this point, the curve is regular (http://planetmath.org/RegularCurve), and both $x$ and $y$ are monotonic on it.  N.B., the Lipschitz condition  for the right hand side of (1) is not necessary for the justification.

• When the point  $(x_{0},\,y_{0})$  changes in the region $R$, (4) gives a family of integral curves which cover the region once.  The equations of these curves may be unified to the form

 $\displaystyle\int\frac{dy}{Y(y)}\;=\;\int\frac{dx}{X(x)},$ (5)

which thus the general solution of the differential equation (1) in $R$.  Hence one can speak of the ,

 $\displaystyle\frac{dy}{Y(y)}\;=\;\frac{dx}{X(x)},$ (6)

and integration of both sides.

## References

• 1 E. Lindelöf: Differentiali- ja integralilasku III 1.  Mercatorin Kirjapaino Osakeyhtiö, Helsinki (1935).
Title theory for separation of variables TheoryForSeparationOfVariables 2013-03-22 18:37:43 2013-03-22 18:37:43 pahio (2872) pahio (2872) 15 pahio (2872) Topic msc 34A09 msc 34A05 InverseFunctionTheorem ODETypesReductibleToTheVariablesSeparableCase