1.3 Bernoulli Differential Equations
Bernoulli differential equations represent an important class of nonlinear equations that can be reduced to linear equations through a clever substitution. Named after Jacob Bernoulli (1654–1705), these equations appear frequently in applications involving population dynamics, fluid mechanics, and chemical reactions.
Learning Objectives
Standard Form of Bernoulli Equation
where: \(P(x)\) and \(Q(x)\) are continuous functions, \(n \neq 0, 1\) is a real constant.
Why Bernoulli equations are important:
- Nonlinear yet solvable: While the equation is nonlinear (due to the \(y^n\) term), the substitution \(v = y^{1-n}\) transforms it into a linear equation.
- Extensions of linear theory: They generalize linear equations (when \(n=0\)) to a broader class of solvable nonlinear ODEs.
- Logistic models: When \(n=2\), the equation becomes the logistic model: \(\frac{dy}{dx} + P(x)y = Q(x)y^2\), fundamental in population biology.
Applications
Population with Harvesting: A population \(y(t)\) with growth rate \(r\) and carrying capacity \(K\) under harvesting rate \(h(t)\) follows: $$\frac{dy}{dt} = ry\left(1 - \frac{y}{K}\right) - h(t)$$ For \(h(t) = hy^{\alpha}\) (nonlinear harvesting), this becomes a Bernoulli equation.
Fluid Flow (Torricelli's Law): The velocity of fluid draining from a container with nonlinear resistance follows: $$\frac{dv}{dt} + av = bv^3$$ a classic Bernoulli equation in fluid dynamics.
Jacob Bernoulli proposed this equation in 1695 and challenged the mathematical community to solve it. His brother Johann, along with Leibniz, found the substitution that bears the family name. The rivalry between the Bernoulli brothers drove some of the greatest advances in early differential equations.
Theory: The Bernoulli Substitution
The key insight to solving Bernoulli equations is to use a substitution that transforms the nonlinear equation into a linear one.
The Transformation Strategy
Starting equation: \(\displaystyle \frac{dy}{dx} + P(x)y = Q(x)y^n\)
Step 1: Make the substitution $$v = y^{1-n}$$
Step 2: Differentiate to find \(\frac{dv}{dx}\) $$\frac{dv}{dx} = (1-n)y^{-n}\frac{dy}{dx}$$ $$\Rightarrow \frac{dy}{dx} = \frac{1}{1-n}y^n\frac{dv}{dx}$$
Step 3: Substitute into the original equation $$\frac{1}{1-n}y^n\frac{dv}{dx} + P(x)y = Q(x)y^n$$ Divide through by \(y^n\) (assuming \(y \neq 0\)): $$\frac{1}{1-n}\frac{dv}{dx} + P(x)y^{1-n} = Q(x)$$ Since \(v = y^{1-n}\): $$\frac{1}{1-n}\frac{dv}{dx} + P(x)v = Q(x)$$
Step 4: Standard linear form $$\frac{dv}{dx} + (1-n)P(x)v = (1-n)Q(x)$$
Solving the Linear Equation
The resulting linear equation can be solved using the integrating factor method:
Multiply through by \(\mu(x)\), integrate, and back-substitute \(y = v^{1/(1-n)}\).
Important Special Cases
Case 1: \(n = 2\) (Logistic-type) $$v = y^{-1}, \quad \frac{dv}{dx} - P(x)v = -Q(x)$$
Case 2: \(n = 3\) $$v = y^{-2}, \quad \frac{dv}{dx} + 2P(x)v = 2Q(x)$$
Case 3: \(n = -1\) $$v = y^2, \quad \frac{dv}{dx} + 2P(x)v = 2Q(x)$$
Case 4: \(n = 1/2\) (Radical case) $$v = y^{1/2}, \quad \frac{dv}{dx} + \frac{1}{2}P(x)v = \frac{1}{2}Q(x)$$
Critical Consideration: The Solution \(y = 0\)
When we divided by \(y^n\) during the substitution, we implicitly assumed \(y \neq 0\). Always check whether \(y = 0\) is a solution to the original equation:
Substitute \(y = 0\) into the original: \(\displaystyle 0 + P(x) \cdot 0 = Q(x) \cdot 0\) ✓
Therefore, \(y = 0\) is always a solution to any Bernoulli equation. The general solution formula may not capture this singular solution, so report it separately.
Step-by-Step Solution Method (Streamlined Shortcut)
Rewrite the equation in standard form \(\displaystyle \frac{dy}{dx} + P(x)y = Q(x)y^n\). Extract the coefficient functions and the exponent.
Set \(v = y^{1-n}\). The key shortcut is that this transformation always yields the linear equation: $$\frac{dv}{dx} + (1-n)P(x)v = (1-n)Q(x)$$ (You don't need to re-derive this—it comes directly from the theory. Just substitute your values of \(P(x)\), \(Q(x)\), and \(n\).)
Solve the linear equation above using the standard integrating factor formula: $$\mu(x) = e^{\int (1-n)P(x)\,dx}$$ Multiply through by \(\mu(x)\) and integrate: $$v = \frac{1}{\mu(x)} \left[ \int \mu(x) \cdot (1-n)Q(x) \, dx + C \right]$$
Replace \(v\) with \(y^{1-n}\) and solve for \(y\): $$y^{1-n} = v(x, C) \quad \Rightarrow \quad y = v(x, C)^{1/(1-n)}$$ Don't forget: \(y = 0\) is always a singular solution (check by substitution).
Worked Examples
Given equation: \(\displaystyle \frac{dy}{dx} + y = y^2\)
Step 1: Identify parameters. \(P(x) = 1\), \(Q(x) = 1\), \(n = 2\)
Step 2: Substitution and linear form. Let \(v = y^{1-2} = y^{-1}\). Using the shortcut formula, the linear equation is: $$\frac{dv}{dx} + (1-2)(1) \cdot v = (1-2)(1)$$ $$\frac{dv}{dx} - v = -1$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int -1 \, dx} = e^{-x}\). $$v = e^x \left[ \int e^{-x}(-1) \, dx + C \right] = e^x \left[ e^{-x} + C \right] = 1 + Ce^x$$
Step 4: Back-substitute. Since \(v = y^{-1}\): $$y = \frac{1}{v} = \frac{1}{1 + Ce^x}$$
Solution: \(\displaystyle y(x) = \frac{1}{1 + Ce^x}\) (general solution) and \(y = 0\) (singular solution).
Given equation: \(\displaystyle \frac{dy}{dx} - \frac{2y}{x} = -x^2y^3\)
Step 1: Identify parameters. \(P(x) = -\frac{2}{x}\), \(Q(x) = -x^2\), \(n = 3\)
Step 2: Substitution and linear form. Let \(v = y^{1-3} = y^{-2}\). Using the shortcut formula: $$\frac{dv}{dx} + (1-3)\left(-\frac{2}{x}\right)v = (1-3)(-x^2)$$ $$\frac{dv}{dx} + \frac{4v}{x} = 2x^2$$
Step 3: Solve the linear equation. Integrating factor: \(\displaystyle \mu = e^{\int \frac{4}{x}dx} = x^4\). $$v = \frac{1}{x^4} \left[ \int x^4 \cdot 2x^2 \, dx + C \right] = \frac{1}{x^4}\left[\frac{2x^7}{7} + C\right] = \frac{2x^3}{7} + \frac{C}{x^4}$$
Step 4: Back-substitute. Since \(v = y^{-2}\): $$y^{-2} = \frac{2x^3}{7} + \frac{C}{x^4} \quad \Rightarrow \quad y = \left(\frac{2x^3}{7} + \frac{C}{x^4}\right)^{-1/2}$$
Solution: \(\displaystyle y(x) = \left(\frac{2x^3}{7} + \frac{C}{x^4}\right)^{-1/2}\) and \(y = 0\).
Given equation: \(\displaystyle xy' + y = x^2y^2\) with initial condition \(y(1) = 1\).
Step 1: Standard form and identify parameters. Divide by \(x\): $$\frac{dy}{dx} + \frac{y}{x} = xy^2$$ So \(P(x) = \frac{1}{x}\), \(Q(x) = x\), \(n = 2\).
Step 2: Substitution and linear form. Let \(v = y^{1-2} = y^{-1}\). Using the shortcut formula: $$\frac{dv}{dx} + (1-2)\left(\frac{1}{x}\right)v = (1-2)(x)$$ $$\frac{dv}{dx} - \frac{v}{x} = -x$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int -\frac{1}{x}dx} = e^{-\ln|x|} = \frac{1}{x}\). $$v = x \left[ \int \frac{1}{x} \cdot (-x) \, dx + C \right] = x \left[ \int -1 \, dx + C \right] = x[-x + C] = -x^2 + Cx$$
Step 4: Apply initial condition. \(y(1) = 1 \Rightarrow v(1) = 1\): $$1 = -1 + C \Rightarrow C = 2$$ So \(v = -x^2 + 2x = x(2 - x)\).
Step 5: Back-substitute. Since \(v = y^{-1}\): $$y = \frac{1}{v} = \frac{1}{x(2-x)}$$
Solution: \(\displaystyle y(x) = \frac{1}{x(2-x)}\)
Given equation: \(\displaystyle \frac{dy}{dx} + \frac{y}{x} = y^{1/2}\ln(x)\)
Step 1: Identify parameters. \(P(x) = \frac{1}{x}\), \(Q(x) = \ln(x)\), \(n = \frac{1}{2}\)
Step 2: Substitution and linear form. Let \(\displaystyle v = y^{1-1/2} = y^{1/2}\). Using the shortcut formula: $$\frac{dv}{dx} + \left(1-\frac{1}{2}\right)\left(\frac{1}{x}\right)v = \left(1-\frac{1}{2}\right)\ln(x)$$ $$\frac{dv}{dx} + \frac{v}{2x} = \frac{\ln(x)}{2}$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int \frac{1}{2x}dx} = x^{1/2}\). $$v = \frac{1}{\sqrt{x}} \left[ \int \sqrt{x} \cdot \frac{\ln(x)}{2} \, dx + C \right]$$ The integral \(\int \sqrt{x}\ln(x)\,dx\) requires integration by parts. The result is implicit:
Step 4: Back-substitute. Since \(v = y^{1/2}\), we have \(y = v^2\). The implicit solution is: $$\sqrt{x} \, y^{1/2} = \int \sqrt{x} \ln(x) \, dx + C$$
Solution: Given implicitly via the integral of \(\sqrt{x}\ln(x)\). This example shows that not all Bernoulli equations have closed-form solutions—sometimes the linear equation itself requires numerical integration.
Given equation: \(\displaystyle \frac{dy}{dt} + 2y = 3y^{1/2}\)
In control theory, a system with nonlinear feedback can produce a Bernoulli-type equation. This equation models a system where the output signal \(y(t)\) is subject to a restoring force that depends on the square root of the output—common in valve dynamics and hydraulic systems.
Step 1: Identify parameters. \(P(t) = 2\), \(Q(t) = 3\), \(n = \frac{1}{2}\)
Step 2: Substitution and linear form. Let \(\displaystyle v = y^{1-1/2} = y^{1/2}\). Using the shortcut formula: $$\frac{dv}{dt} + \left(1-\frac{1}{2}\right)(2)v = \left(1-\frac{1}{2}\right)(3)$$ $$\frac{dv}{dt} + v = \frac{3}{2}$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int 1 \, dt} = e^t\). $$v = e^{-t} \left[ \int e^t \cdot \frac{3}{2} \, dt + C \right] = e^{-t}\left[\frac{3}{2}e^t + C\right] = \frac{3}{2} + Ce^{-t}$$
Step 4: Back-substitute. Since \(v = y^{1/2}\), we have \(y = v^2\): $$y(t) = \left(\frac{3}{2} + Ce^{-t}\right)^2$$
Solution: \(\displaystyle y(t) = \left(\frac{3}{2} + Ce^{-t}\right)^2\) and \(y = 0\).
Given equation: \(\displaystyle \frac{dy}{dx} + y = e^x y^3\)
Step 1: Identify parameters. \(P(x) = 1\), \(Q(x) = e^x\), \(n = 3\)
Step 2: Substitution and linear form. Let \(v = y^{1-3} = y^{-2}\). Using the shortcut formula: $$\frac{dv}{dx} + (1-3)(1)v = (1-3)(e^x)$$ $$\frac{dv}{dx} - 2v = -2e^x$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int -2 \, dx} = e^{-2x}\). $$v = e^{2x}\left[\int e^{-2x} \cdot (-2e^x) \, dx + C\right] = e^{2x}\left[2e^{-x} + C\right] = 2e^x + Ce^{2x}$$
Step 4: Back-substitute. Since \(v = y^{-2}\): $$y^{-2} = 2e^x + Ce^{2x} \quad \Rightarrow \quad y = \pm\frac{1}{\sqrt{2e^x + Ce^{2x}}}$$
Solution: \(\displaystyle y(x) = \pm\frac{1}{\sqrt{2e^x + Ce^{2x}}}\) and \(y = 0\).
Given equation: \(\displaystyle \frac{dy}{dx} - \frac{y}{x} = xy^2\)
Step 1: Identify parameters. \(P(x) = -\frac{1}{x}\), \(Q(x) = x\), \(n = 2\)
Step 2: Substitution and linear form. Let \(v = y^{1-2} = y^{-1}\). Using the shortcut formula: $$\frac{dv}{dx} + (1-2)\left(-\frac{1}{x}\right)v = (1-2)(x)$$ $$\frac{dv}{dx} + \frac{v}{x} = -x$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int \frac{1}{x}dx} = x\). $$v = \frac{1}{x}\left[\int x \cdot (-x) \, dx + C\right] = \frac{1}{x}\left[-\frac{x^3}{3} + C\right] = -\frac{x^2}{3} + \frac{C}{x}$$
Step 4: Back-substitute. Since \(v = y^{-1}\): $$y = \frac{1}{v} = \frac{1}{-\frac{x^2}{3} + \frac{C}{x}} = \frac{3x}{3C - x^3}$$
Solution: \(\displaystyle y(x) = \frac{3x}{3C - x^3}\) and \(y = 0\).
Given equation: \(\displaystyle e^{-x}\frac{dy}{dx} + e^{-x}y = y^3\)
Warning: Always normalize first! Notice that the coefficient of \(\frac{dy}{dx}\) is not 1. We must divide the entire equation by \(e^{-x}\) to put it in standard form before identifying \(P(x)\), \(Q(x)\), and \(n\).
Step 1: Normalize the equation. Divide by \(e^{-x}\): $$\frac{dy}{dx} + y = y^3 e^x$$ This reveals standard form with \(P(x) = 1\), \(Q(x) = e^x\), \(n = 3\).
Step 2: Identify parameters and shortcut. This is now identical to Example 6! We have \(\frac{dy}{dx} + y = e^x y^3\). Let \(v = y^{1-3} = y^{-2}\). Using the shortcut formula: $$\frac{dv}{dx} + (1-3)(1)v = (1-3)(e^x)$$ $$\frac{dv}{dx} - 2v = -2e^x$$
Step 3: Solve the linear equation. Integrating factor: \(\mu = e^{\int -2 \, dx} = e^{-2x}\). $$v = e^{2x}\left[\int e^{-2x} \cdot (-2e^x) \, dx + C\right] = e^{2x}\left[2e^{-x} + C\right] = 2e^x + Ce^{2x}$$
Step 4: Back-substitute. Since \(v = y^{-2}\): $$y = \pm\frac{1}{\sqrt{2e^x + Ce^{2x}}}$$
Solution: \(\displaystyle y(x) = \pm\frac{1}{\sqrt{2e^x + Ce^{2x}}}\) and \(y = 0\).
📝 Exam-Style Practice Problems
These problems are similar in style and difficulty to past exam questions. Click each problem to reveal the step-by-step solution.
Given equation: \(\displaystyle \frac{dy}{dx} + \frac{y}{x} = x^2 y^3\)
Step 1: Identify parameters. \(P(x) = \frac{1}{x}\), \(Q(x) = x^2\), \(n = 3\)
Step 2: Divide by $y^3$. $$y^{-3}\frac{dy}{dx} + \frac{y^{-2}}{x} = x^2$$
Step 3: Substitution. Let \(v = y^{1-3} = y^{-2}\). Then \(v' = -2y^{-3}y'\), so \(y^{-3}y' = -\frac{1}{2}v'\). $$-\frac{1}{2}v' + \frac{v}{x} = x^2$$ $$v' - \frac{2v}{x} = -2x^2$$
Step 4: Solve the linear equation in $v$.
Integrating factor: \(\mu = e^{\int -\frac{2}{x}dx} = e^{-2\ln x} = x^{-2}\).
Integrate: \(x^{-2}v = -2x + C\)
So: \(v = -2x^3 + Cx^2\)
Step 5: Back-substitute. Since \(v = y^{-2}\): $$y^{-2} = -2x^3 + Cx^2$$
Solution: $$\boxed{y^2 = \frac{1}{Cx^2 - 2x^3}} \quad \text{or} \quad \boxed{y = \pm\frac{1}{\sqrt{Cx^2 - 2x^3}}}$$
Singular solution: \(y = 0\) also satisfies the equation.
Given equation: \(\displaystyle \frac{dy}{dx} - 2y = e^x y^{1/2}\)
Step 1: Identify parameters. \(P(x) = -2\), \(Q(x) = e^x\), \(n = \frac{1}{2}\)
Step 2: Divide by $y^{1/2}$. $$y^{-1/2}\frac{dy}{dx} - 2y^{1/2} = e^x$$
Step 3: Substitution. Let \(v = y^{1-1/2} = y^{1/2}\). Then \(v' = \frac{1}{2}y^{-1/2}y'\), so \(y^{-1/2}y' = 2v'\). $$2v' - 2v = e^x$$ $$v' - v = \frac{e^x}{2}$$
Step 4: Solve the linear equation in $v$.
Integrating factor: \(\mu = e^{\int -1\,dx} = e^{-x}\).
Integrate: \(e^{-x}v = \frac{x}{2} + C\)
So: \(v = e^x\left(\frac{x}{2} + C\right)\)
Step 5: Back-substitute. Since \(v = y^{1/2}\): $$\sqrt{y} = e^x\left(\frac{x}{2} + C\right)$$
Solution: $$\boxed{y = \left[e^x\left(\frac{x}{2} + C\right)\right]^2}$$
Singular solution: \(y = 0\) (found when \(C \to -\infty\) or by direct substitution).
Interactive Slope Field Visualizer
Parameter Explorer: \(\displaystyle \frac{dy}{dx} + ay = by^n\)
Behavior Analysis
Adjust the parameters to see how the solutions change.
The Bernoulli substitution reminds us that seemingly impossible problems can become simple with the right perspective. In mathematics and in life, a change of viewpoint — a substitution — can transform complexity into clarity. Stay humble before the vastness of knowledge, and keep seeking.
Practice Problems
Self-Assessment Quiz
Question 1: Identify Bernoulli Equations
Which of the following is a Bernoulli equation?
Question 2: Identify the Correct Substitution
For the equation \(\displaystyle \frac{dy}{dx} + 3y = 2y^4\), what is the correct substitution?
Question 3: Transformed Linear Equation
After the substitution in Q2, what is the resulting linear equation in v?
Question 4: General Solution
Solve \(\displaystyle \frac{dy}{dx} - y = -y^2\). What is the general solution?
Question 5: Equilibrium Solutions
What are the equilibrium solutions of \(\displaystyle \frac{dy}{dx} + 2y = 5y^3\)?
Question 6: Solve Initial Value Problem
Solve \(\displaystyle \frac{dy}{dx} + y = y^2\) with \(y(0) = 2\). Find \(y(x)\).
Quick Reference Card
\(\displaystyle \frac{dy}{dx} + P(x)y = Q(x)y^n\), \(n \neq 0, 1\)
\(v = y^{1-n}\)
\(\displaystyle \frac{dv}{dx} = (1-n)y^{-n}\frac{dy}{dx}\)
\(\displaystyle \frac{dv}{dx} + (1-n)P(x)v = (1-n)Q(x)\)
\(\mu(x) = e^{\int (1-n)P(x)\,dx}\)
\(y = v^{1/(1-n)}\)
\(v = y^{-1}\), \(\displaystyle \frac{dv}{dx} - P(x)v = -Q(x)\)
\(v = y^{-2}\), \(\displaystyle \frac{dv}{dx} + 2P(x)v = 2Q(x)\)
\(y = 0\) is always a solution
Report \(y = 0\) separately from general solution