Examples of non-linear diff eqs and their solutions.

1. A non-linear ODE: Consider the following quadratic rate function.

2
y ) t ) bd y )) t ( ad ) t ( bc ( ) t ( ac ' y
) y ) t ( d ) t ( c )( by a ( ) t ( ' y
+ + +
+ +
a and b are constants, and c and d are continuous.
Notice that it is quite similar to the third Diff Eq in Balduzzi et. al.
Well do a change of variable
1
)] t ( by a [ ) t ( z or
b
a
z
1
y

+

The following equalities are helpful

dt
dy
b
) by a (
1
) 1 (
dt
dz
y ) t ( d ) t ( c
by a
' y
2

,
_

+

+
+
Substituting in for y/(a+by)
1
]
1

,
_

+
+
+

b
a
bz
1
d c bz
by a
) dy c ( b
) by a (
' by
' z
2
Collecting on terms of z
) t ( d ) t ( z )] t ( bc ) t ( ad [ ' z
This linear ODE can be solved by the integrating factor technique to find a
solution of z. Then substitute this solution back into
b
a
bz
1
) t ( y
to find the solution to the original problem.
2. Riccatis Equation:
) t ( F y ) y ( b y ) t ( a
dt
dy
2
+ +
Let y = g(t) be a known solution. That is,
F bg ag
dt
dg
2
+ + .
Let z=[y-g]
-1
so then
2 2 2 2 2
2
2
2
Fz z bg bgz 2 b agz az z ' g ' z
F g
z
1
b g
z
1
a ' g ' z
z
1
F g
z
1
b g
z
1
a ' y
+ + + + + +
+
,
_

+ +
,
_

+ +
+
,
_

+ +
,
_

+
Collect terms in z and z
2
.
b z ) ' g F bg ag ( z ) bg 2 a ( ' z
2 2
+ + +
Now we have a linear ODE in z that can be solved by the integrating factor
method. Once we know z we can use it to find g, then use those to get y.