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Lecture 3: ODEs, Direction Fields, DSolve, NDSolve, Lyapunov Exponents

Lecture 3: ODEs, Direction Fields, DSolve, NDSolve, Lyapunov Exponents

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Lecture 3:ODEs, Direction Fields, DSolve, NDSolve, Lyapunov Exponents
Differential equations are used to model physical systems.General form of an Nth order linar ODE (the order is the order of the highest derivative):
 N 
 
 x
ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ
dt
 N 
=
ikjjj
,
x
,dx
ÅÅÅÅÅÅÅÅÅ
dt,...
 
..
 N 
-
1
 x
ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ
dt
 N 
-
1
y{zzz
Plus N initial conditions (for derivatives up to order N-1):
 x
H
0
L
=
x
0
,
x
'
 
H
0
L
=
v
0
,
x
''
 
H
0
L
=
a
0
,...
 
....
 x
,If the derivative of 
 f 
with respect to each of its arguments is continuous over an interval containing the initial conditions,then the solution of the ODE with those initial conditions
exists
and is
unique
.The equation alone has a family of solutions, or
general solution
. The initial conditions are necessary to define a particularsolution. This is because the solution of an ODE of Nth order is obtained by N integrations, each yielding a constant of integration.For example, the first order ODE that expresses Newton's 2nd law is:dv
ÅÅÅÅÅÅÅÅÅ
dt
=
1
ÅÅÅÅÅÅÅ
m
 
H
L
 The solution only requires one integration and introduces one constant of inegration:
‡  
0
dv
ÅÅÅÅÅÅÅÅÅ
dt
 
dt
=
1
ÅÅÅÅÅÅÅ
m
 
‡  
0
H
L
 
dtUsing the
fundamental theorem of calculus
:
v
H
L
-
v
H
0
L
=
1
ÅÅÅÅÅ
m
 
Ÿ 
0
H
L
 
dtA particular solution is obtained when the initial velocity,
v
H
0
L
, is specified.If initial conditions are given, the problem is called
initial value problem
. In some cases, we are given
boundary condi-tions
, for example the solution at the initial and final time, or, in the case of 
partial differential equations
, the solutionmay be given on a surface that bounds a volume (you will soon encounter this case at the end of 100A, when you will solve
 
 the Poisson equation for the electrostatic potential). When boundary conditions are imposed, the problem is called
bound-ary value problem
.
Graphical Analysis of Initial Value Problems: Direction Fields
It is sometimes possible to learn a lot about an ODE by studying the ODE itself, without computing its solution. We willconsider 4 cases:i) First order with explicit time dependence;ii) Second order with no explicit time dependence;iii) Two first order equations with no explicit time dependence;iv) Three first order equations with no explicit time dependence (exercise on the Lorents system, not discussed here).i) First order with explicit time dependence: y' = f(t,y)The trick is that the function f(t,y) represents the slope of the solution y over the (t,y) plane. If we represent that slope allover the (t,y) plane, we can visualize the solution y everywhere. The slope is visualized as short straight segments(
elements
) that are tangent to the solution y. The x components of the elements is dt, and their y component is f(t,y),because:
(dt,dy) = dt
J
1,
dy
ÅÅÅÅÅÅÅ
dt
) = dt(1,f(t,y))
So all we need to do is to plot the field (1,f(t,y)) on the (t,y) plane: this is called a
direction field
.Example:
2
Lecture3.nb 
 
<<
Graphics`;f
@
t_, v_ 
D
=
t
-
v;PlotVectorField
@8
1, f
@
t, v
D<
,
8
t, 0, 6
<
,
8
v,
-
2, 3
<
, Axes
Ø
True,ScaleFunction
Ø
H
1 &
L
, AxesLabel
Ø
8
"t", "v"
<D
1 2 3 4 5 6t-2-1123v
 
Ü
Graphics
Ü
Lecture3.nb 
3

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