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Differential Equations*
*This chapter is partly based on Calculus for Biology and Medicine, by Claudia
Neuhauser.
Separation of variables
We begin with a general method for solving separable differential equations.
We divide both sides of Eqn. (7.1) by g(y) [assuming that g(y) = 0]:
1 dy
= f (x), (7.2)
g(y) dx
D I F F E R E N T I A L E Q UAT I O N S 169
1 dy
dx = f (x)dx. (7.3)
g(y) dx
Now we can integrate both sides of Eqn. (7.3) with respect to x (recall that y
is a function of x):
1 dy
dx = f (x)dx. (7.4)
g(y) dx
dy
Since dy = dx dx (we introduced differential notation in Section 6.1 in
Math 154), Eqn. (7.4) can be written in a simpler form
dy
= f (x)dx. (7.5)
g(y)
dy
= f (x), x ∈ I, (7.6)
dx
where I is an interval and x represents time. Multiplying both sides of
dy dy
Eqn. (7.6) by dx: dx dx = f (x)dx and using differential notation dy = dx dx,
we can write the differential equation in the form
dy = f (x)dx,
or simply
y= f (x)dx + C. (7.7)
V (t ) = sin t dt + C,
or
V (t ) = − cos t + C. (7.8)
3 = −1 + C ⇒ C = 4.
dy
= dx.
g(y)
Note that we request g(y) = 0, otherwise we cannot use the method. We will
discuss two cases: g(y) = a − by and g(y) = k(y − a)(y − b). Both cases were
briefly addressed in Math 154 when studying the unlimited growth model
and the logistic growth model, correspondingly. But since we did not study
integration yet, our analysis was lacking an analytical part.
Case 1: g(y) = a − by. We wish to solve the initial value problem (IVP)
dy
= a − by, y(0) = y0 , (7.10)
dx
where a and b are constants. Separating variables then yields
dy
= dx, (7.11)
a − by
D I F F E R E N T I A L E Q UAT I O N S 171
or
|a − by| = e−bC1 e−bx .
a − by = ±e−bC1 e−bx .
Now we can rename the constant by setting C = ±e−bC1 (this allows for a
more readable form of equation). We get
a − by = Ce−bx ,
or
a C −bx
y= − e .
b b
Recall that y(0) = y0 . Then y0 = ab − Cb and we arrive at the general solution
of IVP (7.10)
a a
y = + (y0 − )e−bx . (7.12)
b b
To obtain Eqn. (7.12), we divided both sides of Eqn. (7.10) by (a − by).
dy
We can do this only as long as y = ab . If y = ab though, then dx = 0 and the
constant function y = b is a solution of IVP (7.10). It means that we lost
a
this solution. This kind of constant solutions describes the situation when
dy
there is no change ( dx = 0) – the so-called steady state. They are also called
equilibrium solutions. We studied steady states in Math 154 in Chapter 14.
We address them again in Section 7.2.
We can make another important observation. When renaming the con-
stants by letting C = ±ebC1 , we assumed that C = 0 (exponential term can
never be equal to zero for any real numbers C1 and b). But we can still allow
C = 0, in addition to all other values. Then the solution Eqn. (7.12) will com-
bine all solutions obtained by direct solving of IVP (7.10) and will include
the equilibrium solution y = ab .
dy
= 2 − 3y, if y(1) = 1.
dx
172 I N T E G R A L C A L C U L U S W I T H A P P L I C AT I O N S F O R L I F E S C I E N C E S
1
(− ) ln |2 − 3y| = x + C1 ,
3
ln |2 − 3y| = −3x − 3C1 ,
|2 − 3y| = e−3x−3C1 ,
2 − 3y = ±e−3C1 e−3x . y
10 y 2
3 13 e 3 3x
9
Setting a new constant C = ±e−3C1 will simplify the above equation to 8
7
6
2 − 3y = Ce−3x . 5
4
3
(1, 1)
To determine C, we use the initial condition y0 = 1 when x0 = 1. That is, 2
1
0
0 1 2x
2 − 3 = Ce−3 , or C = −e3 .
Figure 7.2: The solution curve in Exam-
Hence ple 7.2.
2 − 3y = −e3 e−3x ,
or
2 1 3−3x
y= + e .
3 3
Example 7.3 (Free fall) Assume that a body of mass m is dropped from
a great height above the ground. Find velocity of the body v(t ) given that
v(0) = 0, i.e. the body starts from the rest.
dv(t )
Solution. Let a(t ) = dt be the acceleration of the falling body and constant
γ denote the frictional coefficient due to air resistance. Then a force balance
equation for the falling object leads to
ma(t ) = mg − γv(t ).
Note that in this example we use definite integrals. In solving this way we
will not need to find constant of integration. Substitute u = g − kv for the
integral on the left-hand side. Then du = −kdv, dv = (−1/k)du, so we get an
integral of the form
1 1 1
− du = − ln |u|.
k u k
After replacing u by g − kv and applying the limits of integration, we arrive at
v ( T ) T
1
− ln |g − kv| = t ,
k 0 0
1
− (ln |g − kv(T )| − ln |g|) = T ,
k
1 g − kv(T )
− ln = T,
k g
g − kv(T )
ln = −kT .
g
We are finished with the integration step, but the function we are trying
to find, v(T ) is still inside an expression involving the natural logarithm.
Extricating it involves some subtle reasoning about signs because there is an
absolute value to contend with. As a first step, we exponentiate both sides to
remove the logarithm.
g − kv(T )
= e−kT ⇒ |g − kv(T )| = ge−kT .
g
Here we note that v(T ) can never be larger than g/k since the term (1 − e−kT )
is always ≤ 1. Hence, we were correct in assuming that g − kv(T ) ≥ 0.
As before, the above formula relating velocity to time holds for any choice
of the final time T , so we can write, in general,
g
v(t ) = (1 − e−kt ). (7.14)
k
This is the solution to the IVP (7.13). It predicts the velocity of the falling
object through time. Note that we have arrived once more at the result
obtained in Eqn. (4.11), but using the technique of separation of variables (it
often happens that a differential equation can be solved using several different
20
methods). velocity v
We graph the expression given in Eqn. (7.14) in Figure 7.3. Note that as t 15 terminal velocity
increases, the term e−kt decreases rapidly, so that the velocity approaches a
constant whose value is 10
g
v(t ) → .
k 5
We call this the terminal velocity.
time, t
Note: a similar plot of the solution of the Differential Equation (7.13) could 2 4 6 8 10
be assembled using Euler’s method, as studied in differential calculus. That
is the numerical method alternative to the analytic technique discussed in Figure 7.3: The velocity v(t ) as a function
of time given by Eqn. (7.14). Note that as
this chapter. The student may wish to review results obtained in a previous
time increases, the velocity approaches some
semester (see Ch. 12 of Math 154) to appreciate the correspondence. constant terminal velocity. The parameters
used were g = 9.8 m/s2 and k = 0.5.
Example 7.4 (Blood alcohol)
The constant b represents the rate of decay of alcohol per unit time due
to degradation by the liver, assumed constant - this is also a simplifying
assumption, as the rate of metabolism can depend on other factors, such as
food intake; young healthy drinkers have a higher value of b than those who
can no longer metabolize alcohol as efficiently.
The solution in Eqn. (7.12) has several features of note: it illustrates
the fact that alcohol would increase from the initial level, but only up to a
maximum of a/b, where the intake and degradation balance. Indeed, the
level y = a/b represents a steady state level (as long as drinking continues).
Of course, this level could be toxic to the drinker, and the assumptions of the
model may break down! 1
Blood alcohol level
Next, in the phase of “recovery”, after drinking stops, the above differ- 0.8
ential equation no longer describes the level of blood alcohol. Instead, the
0.6
process of recovery is represented by
0.4
dy
= −by, y(0) = y0 . (7.15)
0.2
dt
The level of blood alcohol then decays exponentially with rate b from
1 2 3 4 5 6
its level at the moment that drinking ends. We show this typical pattern in
Figure 7.4. Recall that exponential decay equation was studied in Math 154 Figure 7.4: The level of alcohol in the blood
in Chapter 12. is described by Eqn. (7.10) for the first two
hours of drinking. At t = 2h, the drinking
Example 7.5 (Restricted Growth: von Bertalanffy Equation) stopped (so a = 0 from then on). The level
of alcohol in the blood then decays back to
zero, following Eqn. (7.15).
This example describes the simplest form of restricted growth and can be
used to describe the growth of fish. We denote by L(t ) the length of the fish
at age t and assume that L(0) = L0 . Then
dL
= k (A − L), (7.16)
dt
where A is a positive constant that we will interpret shortly. This equation
is also of the form of Eqn. (7.10), where a = kA and b = k. We assume that
L0 < A and explain this restriction subsequently as well. The constant k is
also positive; the equation says that the growth rate dL/dt is proportional to
A − L, so k should be interpreted as a constant of proportionality. We see that
the growth rate dL/dt is positive and decreases linearly with length as long
as L < A and that the growth stops (i.e., dL/dt = 0) when L = A. To solve
Eqn. (7.16), we separate variables and integrate, yielding
dL
= k dt.
A−L
Note that it was convenient to leave constant k on the right-hand side. Hence,
− ln |A − L| = kt + C1 .
|A − L| = e−C1 e−kt ,
176 I N T E G R A L C A L C U L U S W I T H A P P L I C AT I O N S F O R L I F E S C I E N C E S
or
A − L = Ce−kt
with C = ±e−C1 . Since L(0) = L0 , it follows that
A − L0 = C.
A − L(t ) = (A − L0 )e−kt ,
L(t)
A
or
L0
L(t ) = A 1 − 1 − e−kt , (7.17)
A
(See Figure 7.5). L0
Case 2: g(y) = k(y − a)(y − b). We now turn to differential equations of the
form
dy
= k(y − a)(y − b), (7.18)
dx
where k, a, and b are constant. We assume that k = 0. Separating variables and
integrating both sides yields
dy
= k dx, (7.19)
(y − a)(y − b)
provided that y = a and y = b. When a = b, we must find an antiderivative of
1
(y−a)2
, which is − y−a
1
. In this case,
1
− = kx + C,
y−a
or
1
y = a− .
kx + C
D I F F E R E N T I A L E Q UAT I O N S 177
The constant C can then be determined from the initial condition. When y = a
or y = b, dy/dx = 0 and, consequently, y is equal to a constant.
In general case, to find the solution when a = b, we must use the partial-
fraction method that we introduced earlier in Section 6.6. We want to sim-
plify the integrand on the left-hand side of equation (7.19). We break it down
into a sum of simpler rational functions that we know how to integrate; that is,
we write the integrand in the form
1 A B
= + , (7.20)
(y − a)(y − b) y − a y − b
where A and B are constants that we must find. Next, we consider adding
back together two simple fractions on the right-hand side of Eqn. (7.20),
A B A(y − b) + B(y − a)
+ =
y−a y−b (y − a)(y − b)
(7.21)
y(A + B) − (Ab + Ba)
= .
(y − a)(y − b)
Comparing the last expression in Eqn. (7.21) with the left-hand side of
Eqn. (7.20), we conclude that
Substituting B = −A from the first equation into the second equation above,
we find that
1
Ab − Aa = −1, or A(b − a) = −1, or A= .
a−b
Accordingly,
1
B=− .
a−b
We can put back evaluated constants A and B into Eqn. (7.20)
1 1 1 1 1
= · − · ,
(y − a)(y − b) a − b y − a a − b y − b
1 1 1 1
= − . (7.22)
(y − a)(y − b) a − b y − a y − b
Eqn. (7.22) allows us to evaluate the integral in the left-hand side of Eqn. (7.19)
dy 1 1 1
= − dy
(y − a)(y − b) a − b y−a y−b
1
= [ln |y − a| − ln |y − b|] + C1 .
a−b
178 I N T E G R A L C A L C U L U S W I T H A P P L I C AT I O N S F O R L I F E S C I E N C E S
Integrating the right-hand side of Eqn. (7.19) as well, and combining the
constants of integration into a new constant, C2 , we find that
1
[ln |y − a| − ln |y − b|] = kx + C2 ,
a−b
or
y−a
ln = k(a − b)x + C2 (a − b).
y−b
Exponentiating the latter equation yields
y−a
C2 (a−b) k(a−b)x
y−b = e e ,
or
y−a
= ±eC2 (a−b) ek(a−b)x .
y−b
Defining a new constant C = ±eC2 (a−b) , we obtain the solution of Eqn. (7.18):
y−a
= Cek(a−b)x .
y−b
y − a = (y − b)Cek(a−b)x ,
y = a + (y − b)Cek(a−b)x ,
y(1 −Cek(a−b)x ) = a − bCek(a−b)x ,
or
a − bCek(a−b)x
y= . (7.23)
1 −Cek(a−b)x
The constant C can then be determined from the initial condition. The
general solution given in Eqn. (7.23) is too complicated to memorize it.
We simply showed the procedure. When solving a particular problem, it is
more practical to solve it following the steps above.
dy
= 2(y − 1)(y + 2) with y0 = 2 when x0 = 0.
dx
Solution. Note that constant values y = 1 and y = −2 are equilibrium
solutions, when given differential equation describes a system in a steady
dy
state, with no change, i.e. dx = 0. Initial condition y(0) = 2 differs from
equilibrium solutions. Thus, we apply the process of separation of variables.
We can safely divide both sides of differential equation by (y − 1)(y + 2),
dy
multiply by dx and use dy = dx dx:
dy
=2 dx.
(y − 1)(y − 2)
D I F F E R E N T I A L E Q UAT I O N S 179
1 A B
= +
(y − 1)(y + 2) y − 1 y + 2
A(y + 2) + B(y − 1)
=
(y − 1)(y + 2)
(A + B)y + 2A − B
= .
(y − 1)(y + 2)
Therefore,
A+B = 0 and 2A − B = 1,
which yields
A = −B and 2A − B = 3A = 1.
Thus,
1 1
A= and B=− .
3 3
Using the partial-fraction decomposition, we must integrate
1 1 1
− dy = 2 dx.
3 y−1 y+2
This produces
1
[ln |y − 1| − ln |y + 2|] = 2x + C1 .
3
Simplifying the latter equation results in
y−1
ln = 6x + 3C1 ,
y+2
y−1
y+2 = e e ,
3C1 6x
y−1
= ±e3C1 e6x ,
y+2
y−1
= Ce6x .
y+2
1
C= .
4
1
y − 1 = (y + 2) e6x ,
4
1 6x 1 6x
y 1− e = e + 1,
4 2
2e +1
1 6x
y= ,
1 − 14 e6x
2e6x + 4 y
y= . 100 y 2e6x 4
4 − e6x 4 e6x
80
60
The solution curve is presented in Figure 7.6. 40
20
0
0 0.05 0.1 0.15 0.2 x
7.2 Second look at steady states and stability
Figure 7.6: The solution for Example 7.6.
Definition 7.2 (Stability) We say that a steady state is stable, if states that
are initially close enough to that state will get closer to it with time. We
say that a steady state is unstable, if states that are initially very close to it
eventually move away from that steady state.
we move the ball out of its equilibrium slightly, the ball of the left side will
roll down the hill and not return to the top, whereas the ball on the right side
will return to the bottom of the valley. Thus, the left ball is in unstable and
the right ball is in stable equilibrium.
In general case, a differential equation may have a few steady states. Then
we classify equilibrium solutions as locally stable or locally unstable.
D I F F E R E N T I A L E Q UAT I O N S 181
dy
In this section we consider autonomous differential equation dx = g(y). We
discuss its equilibrium solutions ŷ, g(ŷ) = 0 using graphical and analytical
approach. Study of equilibria is a powerful tool in predicting long-term be-
haviour of solutions. It is especially useful when we cannot solve differential
equation directly. g (y)
Graphical approach
We used this approach in Section 14 of Math 154. A brief summary is given 0 y1 y2 y
below.
Suppose that function g(y) is of the form given in Figure 7.8. Then 0, y1 ,
and y2 , points of intersection with horizontal axis, correspond to equilibrium
solutions ŷ = 0, ŷ = y1 , and ŷ = y2 . If we consider 0 < y < y1 , then g(y) > 0. Figure 7.8: The function g(y). The arrows
Positive derivative implies that y(x) is an increasing function. We draw an close to the equilibria indicate the type of
stability.
arrow on axis x pointing to the right, towards y1 . For y1 < y < y2 , g(y) < 0.
Since the derivative is negative, y(x) is a decreasing function. Then arrows
are pointing leftward, in the direction of y1 . Similarly, for y < 0 we draw the
arrow to the left and for y > y2 the arrow points to the right, away from y2 . We
examine each equilibrium separately.
ŷ = 0: arrows are pointing outward, away from this point of intersection.
Local equilibrium is unstable.
ŷ = y1 : arrows are directed toward it. Local equilibrium is stable.
ŷ = y2 : again, arrows are pointing away from this solution. Local equilib-
rium is unstable.
Analytical approach
Stability Criterion. Consider the differential equation
dy
= g(y),
dx
where g(y) is a differentiable function. Assume that ŷ is an equilibrium
solution; that is, g(ŷ) = 0. Then
Proof of this criterion is rather complicated and it is beyond the scope of the
course.
Note that we require that function g(y) on the right side of differential
equation is differentiable. Also, we cannot make a conclusion about stability
of equilibrium solution in case when g (ŷ) = 0.
In the next two examples we use both approaches.
Solution.
If we use a graphical approach (see Figure 7.9), we can see that arrows are
1
pointing toward ŷ = 1, hence it is a locally stable equilibrium. For analytical
approach, we need to find the derivative g (y) = −1. It is always negative, then
the Stability Criterion confirms that the steady state is locally stable. Also, we
can solve the equation exactly by separation of variables: y
0 1
dy
= dx,
Figure 7.9: The graph of g(y) in Exam-
1−y
ple 7.7.
− ln |1 − y| = x + C1 ,
1 − y = ±e−C1 e−x ,
1 − y = Ce−x .
y(x) = 1 −Ce−x .
y(x) = 1 − (1 − y0 )e−x .
lim y(x) = 1.
x→∞ Rate q
Thus, our solution supports previous findings, reached by stability analysis.
CI
Solution curves for different values of C0 are shown in Figure 7.12. From
Eqn. (7.25), we conclude that CI is the only equilibrium. Looking at the 0 x
dy
Example 7.9 Suppose that dx = y(4 − y). Find equilibria of this differen-
tial equation and discuss their stability, using both the graphical and the
analytical approach.
4
3
which yields 2
y1 = 0 and y2 = 4. 1
4 y
One the one hand, we set g(y) = y(4 − y) and graph g(y) (see Figure 7.13);
3
we see that y1 = 0 is a locally unstable equilibrium, while y2 = 4 is a locally
stable equilibrium. If we use the analytical approach, we need to find the
Figure 7.13: The graph of g(y) in Exam-
derivative of g(y):
ple 7.9.
g (y) = 4 − 2y.
2. Learn the basic logistic growth model and its extensions in case of preda-
tion and threshold.
We start with unlimited growth population model that was treated thor-
oughly in Math 154 and proceed to more realistic population growth models.
dN
= rN (t ), t ≥ 0.
dt
D I F F E R E N T I A L E Q UAT I O N S 185
r = k − m.
N(t) r0
In case k > m there are more births than deaths and the population grows r0
r0
unlimited; k < m means that there are more deaths than births, so that the
population eventually goes extinct. There is also a marginal case when k = m,
for which r = 0, where the population does not change at all.
N0
We know already that unlimited growth can be found when individuals
are not limited by the availability of food or by competition. If we start a t
bacterial colony on a nutrient-rich substrate by inoculating the substrate with
Figure 7.14: Solution curves for dN/dt =
a few bacteria, then the bacteria initially can grow and divide unrestrictedly. rN.
Subsequently, when the substrate becomes more crowded and the food
source depleted, the growth will be restricted and a different differential
equation will be required to describe this situation. Also, exponential decay
in a population can be seen when the death rate exceeds the birth rate (for
instance, in cases of starvation).
The unrestricted growth model is sometimes referred to as Malthusian
growth, named after Thomas Malthus (1766–1834), a British clergyman and
economist. Malthus wrote about the consequences of unrestricted growth
on the welfare of humans. He claimed that populations and food show two
fundamentally different growth patterns: Populations grow exponentially and
food grows linearly. He concluded that, since exponential growth ultimately
overtakes linear growth, populations would eventually experience starvation.
As we know already, this is an unreasonable assumption since there are
factors that prevent a population from exceeding some limiting value. One
such model, the von Bertalanffy restricted growth model, was studied in
Example 7.5.
basis of census data from 1790 to 1920. Their equation would have predicted
about 185 million people in the United States in the year 2000, which is a
gross underestimate of the actual population size (over 260 million people).
Although the logistic equation does not seem to fit actual populations very
well, it is a useful model for analyzing growth under limiting resources.
The logistic equation describes the change in size of a population for
which per capita growth is density dependent. If we denote the population
size at time t by N (t ), then the change in growth is given by the initial-value
1 dN
1 dN N
problem N dt
N dt
r 1 K
dN N
= rN 1 − with N (0) = N0 , (7.27)
dt K r
where r and K are positive constants. This is the simplest way of incorpo-
rating density dependence in the per capita growth rate, namely, having it
decrease linearly with population size (see Figure 7.15):
1 dN N K N
= r 1− .
N dt K
We can interpret the parameter r as follows: The per capita growth rate
Figure 7.15: The per capita growth rate in
is equal to r when N = 0. Therefore, one way to measure r is to grow the the logistic equation is a linearly decreasing
organism at a very low density (i.e., when N is much smaller than K), so that function of population size.
where C1 = C1 .
While we used the shortcut to find the solution, it was mainly the demon-
stration how useful can be the general solution. We can solve the Eqn. (7.27)
following the same procedure as before, using the separation of variables.
Then re-writing Eqn. (7.27) as
dN r
= − N (N − K ),
dt K
and separating variables, we get
1 dN r
=− . (7.31)
N (N − K ) dt K
Note that it is more efficient to leave the constants in the right-hand side
of Eqn. (7.31). Multiplying both sides of Eqn. (7.31) by dt and using the
differential dN = dN
dt dt, we can integrate
1 r
dN = − dt. (7.32)
N (N − K ) K
1 = A(N − K ) + BN,
1 = (A + B)N − AK,
A + B = 0, 1 = −AK.
Finally,
1 1
A=− , B= .
K K
The left-hand side of Eqn. (7.32)
1 1 1 1 1
= − · + · dN
N (N − K ) K N K N −K
1 1 1 N − K
=− ln |N| + ln |N − K| = ln + C1 . (7.33)
K K K N
The right-hand side of Eqn. (7.32) can be re-written as
r r
− dt = − t + C2 . (7.34)
K K
Using Eqn. (7.33) and Eqn. (7.34) and combining the constants of integration,
we get
1 N − K r
ln = − t + C3 ,
K N K
or
N −K
ln = −rt + C3 K,
N
188 I N T E G R A L C A L C U L U S W I T H A P P L I C AT I O N S F O R L I F E S C I E N C E S
N −K
−rt C3 K
N = e ·e ,
N −K
= ±eC3 K · e−rt ,
N
N −K
= Ce−rt ,
N
N − K = NCe−rt ,
N − NCe−rt = K,
N (1 −Ce−rt ) = K,
and lastly
K
N= . (7.35)
1 −Ce−rt
Our constructed solution of the differential equation (7.27), Eqn. (7.35), is
exactly the same as the solution Eqn. (7.30), derived above by means of the
general solution.
Since N (0) = N0 , we have
K
N0 = .
1 −C
Solving this equation for C yields
N0 (1 −C ) = K or −CN0 = K − N0 , CN0 = N0 − K.
Thus,
N0 − K
C= . (7.36)
N0
Substituting Eqn. (7.36) into Eqn. (7.35), we find that
K
N (t ) = ,
1 − N0N−K
0
e−rt
or
K
N (t ) = . (7.37)
1+ K
N0 − 1 e−rt N(t)
It follows from Eqn. (7.37) that N0 K
lim N (t ) = K. K
t→∞
K
Some typical solution curves of the logistic equation are shown in Fig- 2
0 N0 K/2
ure 7.16. We can see that the solution curves approach K, the carrying 0
0 t
capacity, as t → ∞, from above, if N0 > K or from below, if N0 < K. Recall
that we could proceed with our solution technique only under the assumption Figure 7.16: Solution curves for different
that N = 0 and N = K. It is worth noting that the solution (7.37) contains initial values N0 .
on. We can show that if 0 < N0 < K2 , then the solution curve is S-shaped, as
seen in Figure 7.16. An S-shaped curve is characteristic of populations that
show this type of density-dependent growth. At low densities, the growth is
dN
almost like unrestricted growth. At higher densities, the growth is restricted
dt
and the curve bends around and eventually levels off at the carrying capacity.
If the population size is initially greater than the carrying capacity K, the
population size decreases and becomes asymptotically (i.e., when t → ∞) equal
to K. Sometimes S-shaped curves are called sigmoidal.
We can also achieve the same conclusions about behavior of solutions
using qualitative analysis. Then N = 0 and N = K are equilibrium solutions.
0 K N
As we can see from the Figure 7.17, N = 0 is a locally unstable equilibrium
(low density populations are growing), while N = K is a locally stable equilib-
dN
Figure 7.17: The graph of versus N.
rium (eventually, a population will be either increasing or decreasing towards dt
Solution. Set
N 9N
g(N ) = N 1 − − .
50 5+N
Then to find equilibria, we must solve g(N ) = 0, that is
N 9N
N 1− − = 0,
50 5+N
N 9
N 1− − = 0,
50 5 + N
N 9
N̂ = 0, 1− − = 0,
50 5 + N
50(5 + N ) − N (5 + N ) − 450 = 0,
−N 2 + 45N − 200 = 0,
N 2 − 45N + 200 = 0,
N̂ = 5, N̂ = 40.
for colonization rate. If we denote by p(t ) the fraction of patches that are
occupied at time t, then writing p = p(t ), we have
dp
= cp(1 − p) − mp. (7.38)
dt
The first term on the right-hand side describes the colonization process. Note
that an increase in the fraction of occupied patches occurs only if a vacant
patch becomes occupied–hence the product p(1 − p) in the first term on
the right-hand side. The minus sign in front of m shows that an extinction
decreases the fraction of occupied patches. We will not solve Eqn. (7.38);
instead, we focus on its equilibria. We set
cp(1 − p) − mp = 0.
m
1− > 0,
c
which holds when Figure 7.19: Graph of d p/dt versus p, the
case m > c.
m < c.
dp
That is, the nontrivial equilibrium p2 = 1 − m/c is in (0, 1] if the extinction dt cp(1 p) mp
rate m is less than the colonization rate c. If m ≥ c, then there is only one 0
equilibrium in [0, 1], namely, p1 = 0. We illustrate this scenario in Figures 7.19 1
m
c 1p
and 7.20; looking at the graphs, we can analyze the stability of the equilibria.
Case 1: m > c. There is only the trivial equilibrium p1 = 0. For any p ∈ (0, 1],
d p/dt < 0; hence, the fraction of occupied patches declines. The equilibrium
is locally and globally stable.
Case 2: m < c. There are two equilibria: 0 and 1 − m/c. The trivial equilib- Figure 7.20: The case m < c.
rium p1 = 0 is now unstable, since, if we perturb p1 = 0 to some value in
(0, 1 − m/c), then d p/dt > 0, which implies that p(t ) increases. The system
will therefore not return to 0.
192 I N T E G R A L C A L C U L U S W I T H A P P L I C AT I O N S F O R L I F E S C I E N C E S
The other equilibrium, p2 = 1 − m/c, is locally stable. After a small pertur- p(t)
Levins Model
bation of this equilibrium to the right of p2 , d p/dt < 0; a small perturbation to 2
the left of p2 gives d p/dt > 0. Therefore, the system will return to p2 . 1.6
We can also use the analytical approach to analyze the stability of the 1.2
equilibria. In addition, this approach will allow us to obtain information on 0.8
how quickly the system returns to the stable equilibrium. We set 0.4
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 t
g( p) = cp(1 − p) − mp.
We must find Figure 7.21: Solution curve when m > c:
m = 2, c = 1, and p(0) = 2. The solution
g ( p) = c − 2cp − m. approaches the locally stable equilibrium
p1 = 0.
Now, if p1 = 0, then
g (0) = c − m, Levins Model
p(t)
whereas if p2 = 1 − m/c, then 0.5
m m
g 1 − = c − 2c 1 − − m = c − 2c + 2m − m = m − c. 1
c c
We find that 0.5
N a 2 N3
g(N ) = rN (N − a) 1 − =r N + N −
2
− aN . 0
K K K a K N
A graph of g(N ) is shown in Figure 7.23. Differentiating g(N ) yields
2a 3N 2 r
g (N ) = r 2N + N − − a = (2NK + 2aN − 3N 2 − aK ).
K K K
Figure 7.23: The graph of g(N ) illustrating
We can compute the Allee effect.
r
g (0) = (−aK ) < 0,
K
r
g (a) = a(K − a) > 0, y
K
r 7
g (K ) = K (a − K ) < 0. 6
Population Size
K 5
1. Extend the analytical approach in the case of the system of two au-
tonomous differential equations modelling the spread of an infectious
disease.
The value bS(0)/a is called the basic reproductive rate of the infection and
bS(0)
is typically denoted by R0 = a [not to be confused with the number R(0)
of recovered individuals at time 0]. The quantity R0 is of great importance
in epidemiology, because it tells us whether an infection can spread. R0 is
the key to understanding why vaccination programs work. It explains why
it is not necessary to vaccinate everyone against an infectious disease: As
long as the number of susceptibles is reduced below a certain threshold, the
infection will not spread. The theoretical threshold, based on the Kermack–
McKendrick model, is a/b. In practice, there are additional factors (such as
the spatial proximity of infected individuals) that influence whether or not an
infection will spread. But the basic conclusion is the same: As long as the
number of susceptibles is below a certain threshold, the infection will not
spread.
To find out how the infection progresses over time, we divide Eqn. (7.40)
by Eqn. (7.42). For I > 0, we obtain
dS/dt dS bSI b
= =− = − S.
dR/dt dR aI a
That is,
dS b
= − S.
dR a
Separating variables and integrating yields
dS b
=− dR.
S a
Since S(t ) > 0, we have
b
ln S(t ) = − R(t ) + C.
a
With R(0) = 0, we obtain S(t)
ln S(0) = C.
S(0)
Hence,
S(t ) = S(0)e−(b/a)R(t ) . (7.43)
Since R(t ) is nondecreasing (no one can leave the removed class), it
0
follows from Eqn (7.43) that S(t ) is nonincreasing. (See Figure 7.25). 0 t
Letting t → ∞, we find that
Figure 7.25: The solution S(t ) of the
Sin f = lim S(t ) = lim S(0)e−(b/a)R(t ) Kermack–McKendrick model.
t→∞ t→∞
That is, not everyone becomes infected. As long as the number of suscep-
0
tibles is greater than a/b, dI/dt > 0 and the number of infected individuals 0 t
increases. Because the population size is constant, the infection “uses up”
susceptibles, and there will be a time when the number of susceptibles falls
below a/b. (See Figure 7.26) From then on, dI/dt is negative, and the num-
ber of infected individuals begins to decline. The infection will eventually
cease; that is,
lim I (t ) = 0.
t→∞
Since not everyone becomes infected [Sin f > 0], when the infection finally
comes to an end, it is because the population runs out of infectives, not
because of a lack of susceptibles.
dN
(N2, X2) dt 0
dX
dt 0
(N1, 0)
0 m mc NI N
b b a
The zero isocline for N intersects the horizontal line X = 0 at (N1 , 0),
where N1 satisfies
NI − aN1
0=
bN1 − m
and thus N1 = NI /a. We call this a trivial equilibrium, since it corresponds to
the case in which there is no autotroph in the system. (The system reduces to
the single compartment model we discussed in Example 7.8.)
Depending on where the vertical zero isocline for X is located, there
can be another equilibrium (N2 , X2 ) for which both N2 and X2 are positive.
Looking at Figure 7.28, we see that when
m m + c NI
< < , (7.47)
b b a
the two zero isoclines N = (m + c)/b and X = (NI − aN )/(bN − m) intersect
in the first quadrant. We call this equilibrium a nontrivial equilibrium.
Since (m + c)/b > m/b when c > 0, the vertical zero isocline dX /dt = 0
is always to the right of the vertical asymptote N = m/b. The first inequality
in Eqn. 7.47 therefore always holds. If we solve the second inequality,
m + c NI
< ,
b a
for b, we find that
a
b> (m + c).
NI
That is, the growth parameter b must exceed a certain threshold in order
for the autotroph to survive. This should be intuitively clear, since m and c
are the rates at which the autotroph pool is depleted. The depletion must be
balanced by an increase in biomass of the autotroph.
Suppose that the ratio m/b is fixed. Then the smaller c (the rate at which
autotrophs get lost) is, the farther to the left is the vertical zero isocline
dX /dt = 0 and, consequently, the larger is the equilibrium value X2 . This
D I F F E R E N T I A L E Q UAT I O N S 199
should also be intuitively clear, since losing fewer autotrophs should result in
a higher equilibrium value.
To find the nontrivial equilibrium (N2 , X2 ), we need to solve the system of
equations
Summary
Exercises
dy 1
(b) = , where y0 = 1 when x0 = 0.
dx 1 + x2
dh
(c) = 5 − 16t 2 , where h(3) = −11.
dt
7.2. Cell volume. Suppose that the volume V (t ) of a cell at time t changes
according to
dV
= 1 + cos t, with V (0) = 5.
dt
Find V (t ).
7.3. Differential equation. Solve the given autonomous differential
equations.
dx
(a) = 1 − 3x, where x(−1) = −2.
dt
dN
(b) = 5 − N, where N (2) = 3.
dt
7.4. Radioactive decay. Assume that W (t ) denotes the amount of ra-
dioactive material in a substance at time t. Radioactive decay is then
described by the differential equation
dW
= −λW (t ) with W (0) = W0 ,
dt
where λ is a positive constant called the decay constant.
(a) Solve the equation.
(b) Assume that W (0) = 123 gr and W (5) = 20 gr and that time is
measured in minutes. Find the decay constant λ and determine the
half-life of the radioactive substance.
7.5. Asymptotic length of the fish. Denote by L(t ) the length of a fish at
time t, and assume that the fish grows according to the von Bertalanffy
equation
dL
= k(34 − L(t )) with L(0) = 2.
dt
(a) Solve the differential equation.
(b) Use your solution in (a) to determine k under the assumption that
L(4) = 10. Sketch the graph of L(t ) for this value of k.
(c) Find the length of the fish when t = 10.
(d) Find the asymptotic length of the fish; that is, find limt→∞ L(t ).
7.6. Solving a differential equation. Use the partial-fraction method to
solve the following differential equations with given initial conditions.
dy
(a) = y(1 − y), y(0) = 2.
dx
dy
(b) = (y − 1)(y − 2), y(0) = 0.
dx
dy
(c) = (3 − y)(2 + y), y(0) = 0.
dx
D I F F E R E N T I A L E Q UAT I O N S 201
a(x) 1 dy
y− = 0.
b(x) 2 dx
(b) Separate variables in this modified equation and show that if y > 0,
then
a(x)
y = C exp 2 dx .
b(x)
7.9. Equilibrium solutions. Suppose that
dy
= (4 − y)(5 − y).
dx
(a) Find the equilibria of this differential equation.
(b) Graph dy/dx as a function of y, and use your graph to discuss the
stability of the equilibria.
(c) Discuss the stability of the equilibria using the analytical approach.
7.10. Equilibrium solutions. Suppose that
dy
= y(2 − y)(y − 3).
dx
(a) Find the equilibria of this differential equation.
(b) Graph dy/dx as a function of y, and use your graph to discuss the
stability of the equilibria.
(c) Discuss the stability of the equilibria using the analytical approach.
7.11. Logistic equation. Assume that the size of a population evolves
according to the logistic equation with intrinsic rate of growth r = 1.5.
Assume that the carrying capacity K = 100.
(a) Find the differential equation that describes the rate of growth of
this population.
202 I N T E G R A L C A L C U L U S W I T H A P P L I C AT I O N S F O R L I F E S C I E N C E S
(b) Find all equilibria, and, using the graphical approach, discuss the
stability of the equilibria.
(c) Use the analytical approach to determine the stability of the equilib-
ria. Compare your answers with your results in (b).
7.12. Logistic equation. The logistic curve N (t ) is an S-shaped curve that
satisfies
dN N
= rN 1 − with N (0) = N0
dt K
when N0 < K. Use the differential equation to show that the inflection
point of the logistic curve is at exactly half the saturation value of the
curve. [Hint: Differentiate the right-hand side with respect to t.]
7.13. Single compartment model. Denote the concentration of the solute at
time t by C (t ), and assume that
dC
= 3(20 −C (t )) for t ≥ 0.
dt
(a) Solve the differential equation when C (0) = 5.
(b) Find limt→∞ C (t ).
(c) Use your answer in (a) to determine t so that C (t ) = 10.
7.14. Levins model. Denote by p = p(t ) the fraction of occupied patches in
a metapopulation model, and assume that
dp
= 2p(1 − p) − p for t ≥ 0.
dt
(a) Set g( p) = 2p(1 − p) − p. Graph g( p) for p ∈ [0, 1].
(b) Find all equilibria of the differential equation that are in [0, 1]. Use
your graph in (a) to determine their stability.
(c) Use the analytical approach to analyze the stability of the equilibria
that you found in (b).
7.15. A metapopulation model with density-dependent extinction. De-
note by p = p(t ) the fraction of occupied patches in a metapopulation
model, and assume that
dp
= cp(1 − p) − p2 for t ≥ 0,
dt
where c > 0. The term p2 describes the density-dependent extinction
of patches; that is, the per-patch extinction rate is p, and a fraction
p of patches are occupied, resulting in an extinction rate of p2 . The
colonization of vacant patches is the same as in the Levins model.
(a) Set g( p) = cp(1 − p) − p2 and sketch the graph of g( p).
(b) Find all equilibria of the differential equation in [0, 1], and deter-
mine their stability.
D I F F E R E N T I A L E Q UAT I O N S 203
dS
= −bSI,
dt
dI
= bSI − aI,
dt
and R(t ) = N − S(t ) − I (t ).
(a) Divide second differential equation by first one to show that when
I > 0,
dI a1
= − 1.
dS bS
Also, show that when R(0) = 0, I (0) = I0 , and S(0) = S0 , then
solution of this new differential equation satisfies
a S(t )
I (t ) = N − S(t ) + ln .
b S0
(d) Use your result in (c) to show that Imax is a decreasing function
of the parameter a/b for a/b < S0 (i.e., in the case in which the
infection can spread). Use the latter statement to explain how a and
b determine the severity (as measured by Imax ) of the disease. Does
this make sense?