Exercise Set 2 Supplelment Math 4027 Due: January 25, 2007

Bernoulli Equations
It is sometimes possible to change the variables in a differential equation y 0 = F (x, y) so that
in the new variables the equation appears in a form you already know how to solve. This
is reminiscent of the substitution procedure for computing integrals. We will illustrate the
procedure with a class of equations known as Bernoulli equations (named after Jakoub
Bernoulli, (1654 – 1705)), which are equations of the form

y 0 + p(x)y = f (x)y n . (1)

If n = 0 this equation is linear, while if n = 1 the equation is both separable and linear.
Thus, it is the cases n 6= 0, 1 where a new technique is needed. Start by dividing Equation
(1) by y n to get

(∗) y −n y 0 + p(x)y 1−n = f (x),

and notice that if we introduce a new variable z = y 1−n , then the chain rule gives
dz dz dy
z0 = = = (1 − n)y −n y 0 ,
dt dy dt

and Equation (∗), after multiplying by the constant (1 − n), becomes a linear first order
differential equation in the variables t, z:

(∗∗) z 0 + (1 − n)p(x)z = f (x).

Equation (∗∗) can then be solved by the algorithm for linear first order differential equations
developed in class and in the supplementary notes. The solution to 1 is then obtained by
solving z = y 1−n for y.

Example 1. Solve the Bernoulli equation y 0 + y = y 2 .

I Solution. In this equation n = 2, so if we let z = y 1−2 = y −1 , we get z 0 = −y −2 y 0 . After

dividing our equation by y 2 we get y −2 y 0 + y −1 = 1, which in terms of the variable z is
−z 0 + z = 1. In the standard form for linear equations this becomes

z 0 − z = −1.

We can apply our algorithm for first order equations to this equation. The integrating factor
will be e−x . Multiplying by the integrating factor gives (e−x z)0 = −e−x so that e−x z = e−x +c.
Hence z = 1 + cex . Now go back to the original function y by solving z = y −1 for y. Thus
1
y = z −1 = (1 + cex )−1 =
1 + cex
is the general solution of the Bernoulli equation y 0 + y = y 2 . J