Documente Academic
Documente Profesional
Documente Cultură
September, 2014
References
William E. Boyce, Richard C. DiPrima, Elementary Differential Equations
and Boundary Problems, 8th Ed., John Wiley & Sons, 2005.
Chapter 1 INTRODUCTION
Contents
1. Some Basic Mathematical Models
2. Classification of Differential Equations
1.1
A Falling Object
Suppose an object is dropped from a height at time t = 0.
Let h(t) be the height of the object at time t;
Let a(t) be the acceleration and let v (t) be the velocity.
A Falling Object
The relationships between a, v and h are as follows:
a(t) =
dh
dv
, v (t) =
.
dt
dt
A Falling Object
The relationships between a, v and h are as follows:
a(t) =
dh
dv
, v (t) =
.
dt
dt
dh
dt
= gt + v0 .
h(t) = (1/2)gt 2 + v0 t + h0
The above equation describes the height of a falling object, from an
initial height h0 at an initial velocity v0 , as a function of time.
Business
Radioactivity
In the case of radioactive decay, we assume that the rate of decay is
proportional to the amount of radioactive substance present. This leads
to the equation
dA
= kA, k > 0,
dt
where A is the unknown amount of radioactive substance present at time
t and k is the proportionality constant.
60
.
5t + 1
Other Examples
Other Examples
Other Examples
Example 1.3 In psychology, one model of the learning of a task
involves the equation
dy /dt
2p
= .
n
y 3/2 (1 y )3/2
Here y represents the state of the learner or the leaners skill level as a
function of time t. The constants p and n depend on the individual
leaner and the nature of the task.
Example 1.4 In the study of vibrating strings and the propagation of
waves, we find the differential equation
2u
2u
= 0,
t 2
x 2
where t represents time, x the location along the string, and u the
displacement of the string, which is a function of time and location,
u = u(t, x).
1.2
(0.1)
1.2
(0.1)
(0.2)
1.2
1.2
1.2
1.2
Order
Definition 2.2
The order of a differential equation is the order
of the highest-order derivatives that appear in the equation.
For instance,
dy
d 2y
+
2
+ y5 = 0
dx 2
dx
2
1.2
(0.3)
1.2
2 4 + 6x 3
2 + 4 + 6x 3
0
0
or y =
.
y =
x
x
1.2
2 4 + 6x 3
2 + 4 + 6x 3
0
0
or y =
.
y =
x
x
Similarly, the equation
(y 0 )2 (x + y )y 0 + xy = 0
leads to the two equations
y0 = x
or
y0 = y.
1.2
d ny
d n1 y
dy
+ a0 (x)y = g (x),
+
a
(x)
+ + a1 (x)
n1
dx n
dx n1
dx
where an (x), an1 (x), ..., a0 (x), and g (x) depend only on the
independent variable x, NOT on y .
1.2
1.2
1.2
Solutions
Definition 2.4
equation
(0.5)
1.2
Example:
x R
1.2
Definition 2.5
A relation G (x, y ) = 0 is said to be an implicit
solution of Equation (0.5) on the interval (a, b) if it defines one or
more explicit solutions on (a, b).
Example 2.2 Show that
y2 x3 + 8 = 0
is an implicit solution of
3x 2
dy
=
dx
2y
on the interval (2, ).
(0.6)
1.2
dy
+ 1 + ye xy = 0
dx
(0.7)
1.2
= y0 ,
= y1
...
y (n1) (x0 ) = yn1 ,
where x0 I and y0 , y1 , ..., yn1 are given constants.
1.2
Example 2.4 Show that (x) = sin x cos x is a solution to the initial
value problem
y 00 + y = 0;
y (0) = 1,
y 0 (0) = 1.
(0.8)
y (0) = y0 .
(0.9)
1.2
Then taking the exponential of both sides of this equation and solving for
y , we obtain
C
,
(0.10)
y=
x2 + 1
where C = e C1 is also arbitrary. Observe that C = 0 corresponds to the
solution y = 0.
Finally the initial condition requires that C = y0 , so the solution of the
initial value problem (0.8)(0.9) is
y=
y0
.
x2 + 1
1.2
Direction Fields
A first order equation
dy
= f (x, y )
dx
specifies a slope at each point in the plane where f is defined. In other
word, it gives the direction that a solution to the equation must have at
each point.
Contents
1. Linear Equations
2. Separable Equations
3. Modeling with First Order Equations
4. Exact Equations
2.1
LINEAR EQUATIONS
Definition 1.1
A linear first order differential equation is an
equation of the form
a0 (x)
dy
+ a1 (x)y = b(x),
dx
(0.11)
(0.12)
2.1
LINEAR EQUATIONS
dy
= x 2 sin x y cos x
dx
dy
+ (cos x)y = x 2 sin x.
dx
2.1
LINEAR EQUATIONS
dy
= x 2 sin x y cos x
dx
dy
+ (cos x)y = x 2 sin x.
dx
2.1
d
ln |(x)| = P(x).
dx
or
It follows that
(x) = Ce
P(x)dx
Z
P(x)dx
( integrating factor)
2.1
LINEAR EQUATIONS
Step 3:
Rewrite (0.13) as
d
[(x)y ] = (x)Q(x).
dx
Thus
Z
(x)y =
(x)Q(x) dx + C ,
1
(x)
Z
(x)Q(x) dx + C
2.1
LINEAR EQUATIONS
y (x0 ) = y0 .
(0.14)
2.1
LINEAR EQUATIONS
Example 1.1
2.1
LINEAR EQUATIONS
Example 1.1
2
x dx
= e2
1
x dx
= e 2 ln |x| = e ln |x| = x 2 .
dy
+ 2xy = 8x 3 ,
dx
or equivalently,
d 2
(x y ) = 8x 3 .
dx
Thus
2
x y=
8x 3 dx = 2x 4 + C ,
or equivalently , y = 2x 2 +
C
.
x2
Example 1.2
Example 1.2
tan xdx
=e
sin x
cos x
dx
= e ln | cos x| =
1
.
|cosx|
Note that (x) = cos1 x is also a integrating factor to the given equation.
1
, we have
Multiplying both sides of the given equation by cosx
1 dy
sin x
+y
= 2 sin x,
cos x dx
(cos x)2
or equivalently,
1
d
(
y ) = 2 sin x.
dx cos x
Thus
1
y=
cos x
Example 1.3
y (0) = 1.
2.1
LINEAR EQUATIONS
Example 1.4 A rock contains two radioactive isotopes RA1 and RA2
that belong to the same radioactive series; that is, RA1 decays into RA2
which then decays into stable atoms. Assume that the rate that RA1
decays into RA2 is 50e 10t kg/sec. Since the rate of decay of RA2 is
proportional to the mass y (t) of RA2 present, then the rate of change in
RA2 is
dy
dt
dy
dt
50e 10t ky ,
2.2
SEPARABLE EQUATIONS
Definition 2.1
is said to be separable.
For instance, the equation
2x + xy
dy
= 2
dx
y +1
is separable. However, the equation
dy
= 1 + xy
dx
admits no factorization of the right-hand side and so is NOT separable.
2.2
SEPARABLE EQUATIONS
Example 2.2
dy
= 2y .
dx
Example 2.3
y (0) =
1
.
25
y (0) = 2.
2.3
Mixing Problem:
Initially, a water tower contains 1 million litres of pure water. Two valves
are then opened. One valve allows a solution of water and fluoride, with
a concentration of 0.1 kg of fluoride per litre of water, to flow into the
tower at a rate of 80 litres per minute. The other valve allows the
solution in the tank to be drained at 80 litres per minute. Assume that
the solution is mixed constantly, so that we have a homogeneous fluid in
the tank, i.e., at any point in time, the concentration of fluoride in the
water is uniform throughout the tank.
(a) Find an expression for the amount (in kg) of fluoride in the water
tower t minutes after the valves are opened.
(b) Determine how long it will take for the concentration of fluoride in
the water to reach .05 kg/l.
Input Rate: We have 80 litres per minute entering the tank, with each
litre containing 0.1 kg of fluoride, so each minute we have (80)(0.1) = 8
kg of fluoride entering the tank. Thus, we have: Input Rate = 8 kg/min.
Input Rate: We have 80 litres per minute entering the tank, with each
litre containing 0.1 kg of fluoride, so each minute we have (80)(0.1) = 8
kg of fluoride entering the tank. Thus, we have: Input Rate = 8 kg/min.
(b) We need to determine how long it will take for the concentration to
reach a level of .05kg /l. This concentration of fluoride in the 1,000,000 l
in the tank corresponds to having (1000000)(.05) = 50000 kg of fluoride
in total in the tank.
Thus we see that we need to find the value of t that satisfies y = 50000.
We do this using the formula we found in part (a).
50000 = 100000 100000e 0.00008t .
This yields
t=
ln 2
' 8664.34.
0.00008
2.3
Example:
A pot of liquid is put on the stove to boil. The temperature of the
liquid reaches 170o F and then the pot is taken off the burner and placed
on a counter in the kitchen. The temperature of the air in the kitchen is
76o F . After two minutes the temperature of the liquid in the pot is
123o F . How long before the temperature of the liquid in the pot will be
84o F ?
Example:
A pot of liquid is put on the stove to boil. The temperature of the
liquid reaches 170o F and then the pot is taken off the burner and placed
on a counter in the kitchen. The temperature of the air in the kitchen is
76o F . After two minutes the temperature of the liquid in the pot is
123o F . How long before the temperature of the liquid in the pot will be
84o F ?
Solution: Let T be the temperature of the pot of liquid at time t. By the
Newtons law of cooling, we have
dT
= k(T 76),
dt
T (0) = 170.
Example:
A pot of liquid is put on the stove to boil. The temperature of the
liquid reaches 170o F and then the pot is taken off the burner and placed
on a counter in the kitchen. The temperature of the air in the kitchen is
76o F . After two minutes the temperature of the liquid in the pot is
123o F . How long before the temperature of the liquid in the pot will be
84o F ?
Solution: Let T be the temperature of the pot of liquid at time t. By the
Newtons law of cooling, we have
dT
= k(T 76),
dt
T (0) = 170.
This gives
123 = 76 + 94e 2k .
Thus
1 1
ln ' 0.3465 and T (t) = 76 + 94e 0.3465t .
2 2
We have to find t such that
k=
T (t) = 84.
This gives
84 = 76 + 94e 0.3465t , or ln
So we have T ' 7.11 minutes.
4
= 0.3465t.
47
2.3
As long as there are sufficient space and ample food supply for the
species, we can assume that the growth and dead rates are proportional
to the population present.
Hence a model for population of the species is
dp
= k1 p k2 p,
dt
p(0) = p0 ,
where k1 , k2 are the proportionality constants for the growth rate and
the dead rate, respectively, and p0 is the population at time t = 0.
2.3
p(0) = p0 ,
2.3
2.3
2.3
p(0) = p0
(0.15)
2.3
p(0) = p0
(0.15)
ap0
.
bp0 + (a bp0 )e at
(0.16)
The function p(t) given in (0.16) is called the logistic function. Its
graph is called the logistic curve.
2.3
a
b
if p0 > 0.
The two functions p(t) 0 and p(t) a/b are also solutions of the
logistic equation (0.15). They are referred to as equilibrium
populations.
Example 3.4 Taking the 1790 population of 3.93 million as the initial
population and given the 1840 and 1890 populations of 17.07 and 62.95
million, respectively, use the logistic model to estimate the population at
time t.
2.3
U.S. Cencus
3.93
5.31
7.24
9.64
12.87
17.07
23.19
31.44
39.82
50.16
62.95
2.3
U.S. Cencus
75.99
91.97
105.71
122.78
131.67
151.33
179.32
203.21
226.50
249.63
?
2.4
EXACT EQUATIONS
(0.17)
To solve Equation (0.17), it is helpful to know whether the left hand side
is a total differential.
Recall that the total differential dF (x, y ) of a function F (x, y ) of two
variables is defined by
dF (x, y ) =
F
F
(x, y )dx +
(x, y )dy ,
x
y
2.4
EXACT EQUATIONS
(0.18)
and
F
(x, y ) = N(x, y )
y
2.4
EXACT EQUATIONS
Example 4.1
If the equation
M(x, y )dx + N(x, y )dy = 0
is exact, then by definition F exists such that
F
(x, y ) = M(x, y )
x
and
F
(x, y ) = N(x, y ).
y
and
N
2F
=
.
x
xy
(0.19)
2.4
EXACT EQUATIONS
(0.20)
2.4
EXACT EQUATIONS
2.4
EXACT EQUATIONS
Example 4.2
Solve
(3x 2 + 6xy 2 )dx + (6x 2 y + 4y 3 )dy = 0.
Example 4.3
Solve
(1 + e x y + xe x y )dx + (xe x + 2)dy = 0.
Pages
2426
Exercises
3, 8, 12, 19, 22, 25
3941
13, 15, 30
4750
5968
99101
3, 7, 21, 26, 30
3, 13
3, 5, 15
Assignments
4, 6, 10, 13, 14, 18, 20, 21,
24, 26, 27,30
16, 19, 20, 27, 28, 31, 33,
35, 38 ,39
22, 25, 31, 36, 38
1, 4, 6, 12, 24, 29
4, 6, 9, 11, 12, 16, 20, 22