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Science f or Everyone

B, I3. Amenmmn J.[[/I(I}q)BpBH]1H3JIbHLI€ YPBBHGHI/IH B [Ip]Z[.TIO}P{9HI/IHX HBILHTGJIBGTBO (<H&yK3>) MOCKB&

v V Amel’kin [ Z Differential Equations in Applications \" Mir Publishers Moscow .

1987 © English translation.Translated from the Russian by Eugene Yankovsky First published 1990 Revised from the 1987 Russian edition Ha anenuiicxom xsane Printed in the Union of Soviet Socialist Republics ISBN 5-03-000521-8 © I/Iairaremsorno <<Hay1<a». Eugene Yankovsky. 1990 . Fnannaa penarmna |i}H3HI{0·M£lT€M&TH'I€CKOi nnreparypu.

The Water Clock .15 The Arithmetic Mean..12 Why Are Pendulum Clocks Inaccurate? .7 Chemical Reactions . 96 1.. .16 On the Flight of an Object Thrown at an Ang e to the Horizon 93 1..18 Kep er’s Laws of Planetary Motion 100 1.13 The Cycloidal Clock ..17 Weightlessness . .... .Contents Preface 7 Chapter 1. . 136 .. 136 2. 69 1.. the Geometric Mean.. Construction of Differential Models and Their Solutions 11 1...6 Supply and Demand 32 1.4 Liquid Flow Out of Vessels.8 Differential Models in Ecology 38 1. . .1 Whose Coffee Was Hotter? 11 1. . .. . and the Associated Differential Equation . 73 1.5 Effectiveness of Advertising 30 1.3 An Incident in a National Park 18 1. ... . .2 Steady-State Heat Flow . Qualitative Methods of Studying Differential Models .9 A Problem from the Mathematical Theory of Epidemics 44 1. 34 1. 88 1. . 14 1..10 The Pursuit Curve 51 1..20 Transportation of Logs 119 Chapter 2...11 Combat Models .1 Curves of Constant Direction of Magnetic Needle . ..... 112 1. 55 1.. 26 1.19 Beam Deflection .14 The Brachistochrone Problem 81 1.

. 223 2. ..2 Why Must an Engineer Know Existence and Uniqueness Theorems? .15 Curves Without Contact .. . 211 2. . ..7 Simple States of Equilibrium . . . . . . 189 2.8 Motion of a Unit—Mass Object Under the Action of Linear Springs in a Medium with Linear Drag . 195 2. .11 Inversion with Respect to a Circle and Homogeneous Coordinates 218 2.10 Higher-Order Points of Equilibrium . . 236 2... 184 2.. . 263 2. . . . . 278 .6 Contents 2.13 Isolated Closed Trajectories . . 275 Appendix 2. 155 2.4 Conservative Systems in Mechanics 162 2. .. 203 2.. . . 143 2.14 Periodic Modes in Electric Circuits 250 2. ..3 A Dynamical Interpretation of Second-Order Differential Equations. . Basic Integrals .6 Lyapunov Functions .. .. .16 The Topographical System of Curves. .’ .12 Flow of a Perfect Gas Through a Rotating Tube of Uniform Cross Section . .. . The Contact Curve .9 Adiabatic Flow of a Perfect Gas Through a Nozzle of Varying Cross Section .. Derivatives of Elementary Functions . 260 2.. .17 The Divorgence of a Vector Field and Limit Cycles 270 Selected Readings 274 Appendices 275 Appendix 1..5 Stability of Equilibrium Points and of Periodic Motion 176 2.

Preface Differential equations belong to one of the main mathematical concepts. For instance. In constructing ordinary differential models it is important to know the laws of the branch of science relating to the nature of the problem being studied. in the theory of chemical reaction rates the law of mass action. one characteristic of which is that the unknown functions in these equations depend on a single variable. in the theory of electric circuits Kirchhoff’s laws. The differential equations arrived at in the process of studying a real phenomenon or process are called the differential model of this phenomenon or process. Of course. It is clear that differential models constitute a particular case of the numerous mathematical models that can be built as a result of studies of the world that surrounds us. They are equations for finding functions whose derivatives (or differentials) satisfy"given conditions. in practical life we often have to deal with cases where the flaws that en- . in mechanics these may be Newton’s laws. This book considers none but models described by what is known as ordinary differential equations. It must be emphasized that there are different types of differential models.

taken from various fields of knowledge so as to demonstrate the possibilities of using ordinary differential equations in gaining an understanding of the world about us. . Kostomarov. the examples far from exhaust the scope of problems solvable by ordinary differential equations. Mathematigs Stages an Experiment (Moscow: Nauka. I had two goals in mind. They give an idea of the role that ordinary differential equations play in solving practical problems. The first was to use examples.P. Tikhonov and D. Moiseev. The second goal was to acquaint the read* If the reader wishes to know more about mathematical models.N.* When working on this book. he can turn to the fascinating books by A. Passage to the limit will then lead to a differential equation. and we must resort to various assumptions (hypotheses) concerning the course of the process at small variations of the parameters.8 Preface able building a differentia lequation (or several differential equations) are not known.N. the variables. and if it so happens that the results of investigation of the differential equation as the mathematical model agree with the experimental data. Of course. and N . rich in content rather than purely illustrative. 1979) (in Russian). this will mean that the hypothesis underlying the model reflects the true situation. Stories About Applied Mathematics (Moscow: Nauka. 1979) (nn Russian).

then the scope of solvable equations broadens considerably. To return to differential equations. represent the solution as a formula that employs a finite number of the simplest operations involving elementary functions.Preface 9 er with the simplest tools and methods used in studying ordinary differential equations and characteristic of the qualitative theory of diyjerential equations. even when it is known that the differential equation has a solution. If an infinite series of this or that form is used to represent the solutions. The fact is that only in rare cases are we able to solve a differential equation in the so-called closed form. we can say that the great variety of solutions to differential equations is such that for their representation in closed form a finite number of analytical operations is insufficient.and second-order algebraic equations the solutions can always be easily expressed in terms of radicals and for third. that is. Unfortunately. In other words. for a general algebraic equation of an order higher than the fourth the solution cannot be expressed in radicals.and fourth-order equations the solutions can still be expressed in terms of radicals (although the formulas become very complicated). A similar situation exists in the theory of algebraic equations: while for first. it often happens that the most essential and interesting properties of the solutions cannot be revealed by .

And indeed. Amefkin . Fedoryuk for the constructive remarks and comments expressed in the process of preparing the book for publication.M.S. This shows how important it is to develop methods that make it possible to acquire the data on the various properties of the solutions without solving the differential equations themselves.V. I am indebted to Professors Yu. . such methods do exist. Poincaré and A.10 Preface studying the form of the series. . ever since J.V. Bogdanov and M. The role of existence and uniqueness theorems is partially discussed in Section 2. Lyapunov laid the foundations at the end of the 19th century. As for the general qualitative theory of ordinary differential equations. l _ V. the theory has been intensively developing and its methods are widely used when studying the world about us. which is based on the general theorems regarding the existence and uniqueness of solutions and the continuous dependence of solutions on the initial data and parameters. more often than not it is impossible to analyze such a solution since the relationship between the various parameters of the solution often proves to be extremely complicated. More than that.2. even if a differential equation can be solved in closed form.H. They constitute the essence of the qualitative theory of differential equations.

the amount . covered the cup with a paper napkin. In accordance with our assumption on the basis of a law of physics. Tom poured some of his cream into the coffee. We start by deriving a relationship indicating the time dependence of the temperature of the coffee in Dick’s cup before the cream is added. The two started drinking their coffee at tl1e same time. when Tom returned. Dick covered his cup with a napkin and poured the same amount of cream into his coffee only after 10 minutes. they were given both simultaneously and proceeded as follows. and went to make a phone call.1 Whose Coffee Was Hotter? When Tom and Dick ordered coffee and cream in a lunch room.Chapter 1 Construct1on of D1fferent1al Models and Their Solut1ons 1. Whose was hotter? We will solve this problem on the natural assumption that according to the laws of physics heat transfer through the surface of the table and the paper napkin is much less than through the sides of the cups and that the temperature of the vapor above the surface of the coffee in the cups equals the temperature of the coffee.

(1) where T is the coffee’s temperature at time t. after variable separation.l’%—t). we find that T=6—|—(T0—9)exp(—T.12 Differential Equations in Applications of heat transferred to the air from Dick’s cup is determined by the formula dQ Z qui}?-Sat. can be rewritten as follows: dT __ qs ———-T_6 — —T:. (2) where c is the specific heat capacity of the coffee. 1] the thermal conductivity of the material of the cup. we arrive at the following equation: q J-`{it-dr: -cmdr. (1) and (2) together. l the thickness of the cup. which. and s the area of the cup’s lateral surface.dt. 6 the temperature of the air in the lunch room.—. and m the mass (or amount) of coffee in the cup. If we now consider Eqs. (3) Denoting the initial temperature of the coffee by T0 and integrating the differential equation (3). (4) This formula is the analytical expression of the law whereby the temperature of the . The amount of heat given off by the coffee is dQ = —-cm dT.

Ch... which here can be written as cm (T — Bo) = ¢1mi(6D — Ti)..I|f. which now assumes the form Cm (T0 " 90) = cimi (90 "" T1): (8) .. C1 the specific heat capacity of the cream.. and ml the mass of cream added to the coffee... ¤>¤xp( . We use the heat balance equation. Construction of Differential Models 13 coffee in Dick’s cup varied prior to the addition of the cream. [Now let us establish the law whereby the temperature of the coffee in Dick’s cup changed after Dick poured in cream. we can rewrite (6) as follows: HD CTn+C1m1 1 + cm+c1m1 . Equation (5) yields i Clml Cm 9D— cm-|—c1m1 Tl-l_ cm—|—c1m1 T` (6) Bearing in mind formula (4). <7> which constitutes the law whereby the temperature of the coffee in Dick’s cup varies after cream is added.. T1 the temperature of the cream. >< [a+<T.. (5) where BD is the temperature of the Dick’s coffee with cream at time t. To derive the law for temperature variation of the coffee in Tom’s cup we again employ the heat balance equation. 1. ¢)].

6 V/m·K and assuming.*lS X €Xp( l(¢m+ Cimi) tl ° (9) Thus. we get c m em 69: cmil-dlml 11*+ cm—|—c1m1 TO' Then.1 ><103 J/kg·K. (4) with 0... The calculations show that Tom’s coffee was hotter.one in which the object’s tem- . and Z: 2 X 10*3 m. T1 =20°C.. m=8 >< 10*2 kg._. 0 :20°C.2 Steady-State Heat Flow The reader will recall that a steady-state heat flow is. 1.14 Differential Equations in Applications where 00 is the temperature of the mixture.Cm L 9T`"`9+li ¢m—|—c1m1 Ti T ¢m—|—c1m1 To 9] .. lf we solve (8) for 00. we arrive at the law for the temperature (0T) variation of the coffee in Tom’s cup as analytically given by the following formula: "_ Clml . and nz0. T0 =80°C._. for the sake of definiteness. to answer the question posed in the problem we need only turn to formulas (7) and (9) and carry out the necessary calculations. using Eq..9 >< 103 J/kg·K. bearing in mind that C1 z 3. serving as the initial temperature and cm + clml substituted for cm. _.. s = 11 ><10*3 mz. that ml : 2 >< 10*2 kg.. cxé.

II'1 pI'Ol'Jl€I1'lS Wll0SB physical COI`ll. 1. It is intuitively clear then that there is a surface. Construction of Differential Models 15 ‘l\ \§ w \u\ %n\ § it N §·a x n 2 is ni n in 20 Fig. 2 perature at each point does not vary with time. 1 Fig.Ch. while the . let US COI1Sld€I’ 3 h€3l»··COIldllCtlI1g (Flg`U.€Ilt· is related to the effects of heat flows. made of a homogeneous material. We assume that the temperature of the pipe is 160 °C and the outer surface of the protective covering has a temperature of 30 °C. The dashed curve in Figure 2 is known as an isotherm. at each point of which the temperature is the same. say 95 °C. an important role is played by the so—called isothermal surfaces. To clarify this statement. and protected by a layer of magnesium oxide 10 cm thick.I'€ 1) 20 cm in diameter. designated by a dashed curve in Figure 2.

isotherms may have various shapes. depending.16 Differential Equations in Applications surface corresponding to this curveiis known as an isothermal surface.xl. and lc the thermal conductivity coefficient. according to which the amount of heat released per unit time by an object that is in stable thermal state and whose temperature T at each point is solely a function of coordinate x can be found according to the formula dT Q = -—kF (ac) -8-5:.== const. Then on the basis of (IO) . To this end we turn to the Fourier law. The statement of the problem implies that F (:2:) = 2. We wish to derive the law of temperature distribution inside the protective coating and find the amount of heat released by the pipe over a section 1 m long in the course of 24 hours. where l is the length of the pipe (cm). assuming that the thermal conductivity coefficient lc is equal to 1. and sc the radius of the base of the cylindrical surface lying inside the outer cylinder. on the nonsteady-state nature of the heatiflow and on the nonhomogeneity of the material.r•.7 >< 10*4. for one. In general. In the case at hand the isotherms (isothermal surfaces) are represented by concentric circles (cylinders). (IO) where F (x) is the cross-sectional area normal to the direction of heat flow.

To answer the second question. hence. Then for l = 100 cm we find that Q ___ 130><0.8 —· 431.00017 " 0.7:. 1.1. we turn to Eq. 2-0770 .Ch. Construction of Differential Models 17 we get s0 Q 20 d I S dT: _ 0.00017><2nz S (12) 160 10 Integrating (11) and (12) yields 160-T _ ln 0. This formula expresses the law of temperature distribution inside the protective coating. We see that the length of the pipe plays no role in this law.00017><2nz S T’ (M) 160 10 T Q x dg S dt: " 0.1: 130 " 1n2 "' Iog2 ° Hence T = 591. the amount of heat released by the pipe in the course of 24 hours is 24 X 60 X GOQ -·= 726 852 J.00017><2 ><100 — 1n2 _ 200n><130><0.1x __ log 0.8 log . (11).69315 ’ and.

of a slain wild boar. a the temperature of the air. the rangers decided to wait for him and hid nearby.two forest rangers found the carcass. Here one must bear in mind that after the . the rate at which an object cools off in air is proportional to the difference between the temperature of the object and that of the air. heading directly for the dead boar. When confronted by the rangers. But by this time the rangers had collected indirect evidence of their guilt. 2%.: -k (x-G). Soon two men appeared. Let us see what reasoning this involved.18 Differential Equations in Applications 1. and k a positive proportionality coefficient. This they did by using the law of heat emission. Reasoning that the poacher should return for the kill. (13) where x is the temperature of the object at time t. Inspection showed that the poacher’s shot had been precise and the boar had died on the spot.3 An Incident in a National Park While patrolling a national park. According to the law of heat emission. Solution of the problem lies in an analysis of the relationship that results from integrating the differential equation (13). the men denied having anything to do with the poaching. It only remained to establish the exact time of the kill.

1.6: -2. (14). In the first case integration of the differential equation (13) with variables separable leads to 1n%-5%: —kt. Then. if at the time when the strangers were confronted by the rangers the temperature of the carcass. xqéa. we can establish when the shot was fired by putting t = O as the time when the strangers were detained.10630. substituting this value of lc and . 2* .22314 31-21 1 .Ch. Construction of Differential Models 19 boar was killed. we find that 31--21 Now. = 37 °C and the temperature of the air a = 21 °C. (14) where xo is the temperature of the object at time t = O.. was 31 °C and after an hour 29 °C and if when the shot was fired the temperature of the boar was :1. x.2: = 37 into (14). In other words. the temperature of the air could have remained constant but also could have varied with time. Using these data and Eq.·—--OE-—@ ln 1. In " 0. roughly 2 hours and 6 minutes passed between the time the boar was killed and the time the strangers were detained. we get t— 14.

that is.t —{. when the temperature of the air varies in time. . Integrating Eq.k’1. (t) is the temperature of the air at time 13. we get x=(37—t—lc·1)e·"’—|—t* —.20 Diierential Equations in Applications In the second case. We will also assume that after an hour had passed after the discovery the temperature of the carcass was 25 °C and that of the air was down to ——1° C. let us assume that the temperature of the carcass was 30 °C when the strangers were detained. where t-= 15* is the time when the rangers discovered the carcass. Let us also suppose that it is known that on the day of the kill the temperature of the air dropped by 1 °C every hour in the afternoon and was 0 °C when the carcass was discovered. (16). we get a (t) = t* —— t. (16) where 0.—}— kx: lca(t). the cooling off of the carcass is expressed by the following nonhomogeneous linear differential equation $35. If we 11ow bear in mind that sc = 30 °C at t=t* and :c=25°C at t-==t*-{-1. If we now assume that the shot was fired at t=0 and that :1:0 = 37 °C at t = 0. To illustrate one of the methods for determining the time when the boar was killed.

Solving Eq. Indeed. Eq. as is known.Irl) exp [—k (t* -}. for one. namely.Ch. (17) We can arrive at the same equation starting from different assumptions. which enables solving the initial problem numerically. Construction of Differential Models 21 the last formula yields (37 —.Irl) exp (——-Ict*) -l. 1. = 30 at t= 0).t* ——. (37 — t* . suppose that at if: 0 the carcass of the slain boar was found.Irl == 30. But it is easily solved by numerical methods for finding the roots of transcendental equations. (17). (19) Setting sc = 25 and t = 1 in this relationship. Then a (t) == ——t and we arrive at the differential equation 13%+ kx: -kz (18) (with the initial data 2:. we get x = (30 —— Irl) exp (——Ict) -—— t + Irl.. (18). (17) cannot be solved algebraically for Ic. . (30 -— Irl)e·’* — 26 + Irl = 0. from which we must {ind as as an explicit function of t. These two equations can be used to derive an equation for Ic.1)] ""‘ kl-1 7-' 26. Indeed. we again arrive at Eq.

This method. is a way of using a rough estimate of the true value of a root used to obtain more exact values of the root. (20) and (21). C3I1 130 f0U.kt) exp (kt) — 30k —l— 1 = 0. if for the ith approximation xi we have the inequality (P ($2) (P" (xi) > 0» tht? D€XlL &pPI`0XlIIl&l&l0U. To show how Newton’s method is used. differentiation with respect to . as well as other methods of successive approximations. (19). The process can be continued until the required accuracy is achieved. (21) Both equations. (22). to the form (37k — 1 —l. -76. (22) If we denote the left-hand side of Eq.(1 — 26k) exp (lc) = 0.22 Differential Equations in Applications by Newton’s method of approximation.2M) exp (kx).Vb -1. cp" (x) = (Wax —{.a) exp (M:) + c.2: yields cp' (sc) = (lax —[— Ptb -|.+1. setting :1: = 37. (22) by qa (sc). Then according to Newton’s method for finding a root of Eq. we transform Eq. (20) and Eq.Hd . (17) to the form 30k — 1 —|. are of the type (asc —|— b) exp (kx) -i— cx —{— cl = 0.

. X 50 PRINT "X". we compile the following program using BASIC*: 10 CLS:PRINT "Solution of equation by Newton’s method" 15 INPUT "lambda=". F2 ·i51 IF F = 0 THEN END 155 IF F1 = 0 THEN PRINT "Newton’s method is divergent": END 170 IF F*F2<0 THEN PRINT "Newton’s method is divergent": END 190 X = X —.2*A)*E 150 PRINT X. and cp" (kn). Some BASIC lines. e. 20 INPUT "a==". 30 INPUT "c=". say. * Edit0r’s note. A: INPUT "b=". F1. they should be input as one line. F. respectively.B)*E + C*X + D 120 F1 = (L*(A*X -1.B) -1. have been split due to the printed format. Construction of Differential Models 23 via the formula x• xi+1 = xi • To directly calculate the root (to within. D 40 INPUT "approximate value of root-. cp (kn). cp' (kn).F/F1 200 GOTO 100 In this program X. "f".g. line 10. one part in a million).B) -1. L.=". f' and f" stand for kn. "f"’.Ch. 1.C 130 F2 = L* (L* (A*X -1. B. C: INPUT "d=". "f"" 100 E = EXP (L*X) 110 F = (A*X -1. f.A)*E -1.

Difierentiating its left-hand side cp (k) with respect to lc.2281622 -.1794539 ·—~2.(25 -|— 26}.11805 -82.3514252 -8.:) exp (k).519438E-02 -6. The results can be listed in a table of the approximate values of the root and the respective values of the function and its iirst and second derivatives.1884971 -5.859806 -71.65141 -105. cp (1) < 0.60768 . the function cp increases in a small neighborhood of the origin and then dec1·eases to a negative value at lc = 1. (20). 1) there is a root of the equation cp (k) : 0.497021 ——-66. _ Employing this general procedure.748013E·—-03 -5.103379 -67.24 Differential Equations in Applications After starting the program enter the requested values of the coefficients of the equation and the initial value of the root.784655 -32.322836 -1. Below we give the protocol of the program: Solution of equation by Newton’s method lambda: 1 a=—26 b=1c=30 d=—1 Approximate value of root = 0.52333 . To hnd this root we run the program. It can the11 easily be verified that tp (0) = 0. This implies that in the interval (0. let us turn to Eq.5 X f f' f" . Thus.49665 .02506 . we arrive at cp' (lc) = 30 .5 -5.525956 -16. and q>’ (0) > 0.5182 .

selecting -1 for the value of to and bearing in mind that in this case a =k.1789525 a =-·-· 0.463642 -66. and f” stand for kn.46373 -66.188775 3. Construction of Differential Models 25 .368575 Approximate value of root = -1 X f f' f" -1 . 1. find the sought time t.506184E-03 .d= -30k-l—1.1917861 .768372E-07 -5.178954 -7. and ft:-k. To employ the above scheme.181972 .c =0.9639622 . The protocol of the program is given below: Solution of equation by Newton’s method lambda = 0. f. respectively. cp' (kn). rp (kn).5587 OK In this protocol X.55884 . The final step in solving the problem consists in substituting the calculated value kn z k z 0.9270549 .Ch. (21) by g (t).1992802 -·-1. f'. we can find the time when the boar was killed.1789525 0 -5.1789526 -4.178952 into Eq. respectively.1789525 b = 5.621243 and -4.5587 . which prove to be equal to 5. Then.368575.629395E-06 -5.b : 37k-1. we denote the left—hand side of Eq. (21) and solving the latter for t (the time when the wild boar was killed).621243 c = 0 d = -4. and cp" (kn).463635 -66. To this end we find the coefficients b and d. and then running the above program.

192559 0 . f'.1916388 -1. respectively. The Water Clock The two problems that we now discuss illustrate the relationship between the physical content of a problem and geometry.26 Differential Equations in Applications `cs H Fig. and f" stand for tn. g' (tn). 3 -1.192557 1.4 Liquid Flow Out of Vessels.430512E-06 . 1.9263295 . and g" (tn). Suppose . But first let us examine some general theoretical conclusions. These results imply that the boar was killed approximately l hour and 12 minutes before the rangers discovered the carcass. We take a vessel (Figure 3) whose horizontal cross section has an area that is a function of the distance from the bottom of the vessel to the cross Section.9263298 . f. g (tn).1916387 OK In this protocol X.

d . The above reasoning leads us to the following differential equation ks dt == —S (:1:) dx. whereby during dt a column of liquid with a height of v dt and a cross-sectional area of s will flow out of the vessel.`-LY-$*9. where g = 9.. In the course of an infinitesimal time interval dt the outflow of the liquid can be assumed uniform. 23 ks \/2gx at ( ) Let us now solve the following problem.8 m/sz. and k is the rate constant of the outflow process. 1..Ch. A cylindrical vessel with a vertical axis six meters high and four meters in diameter has a circular opening in the bottom..-.2: is given by the formula v == kl/2g:c. As is known. We will also suppose that the area of the vessel’s cross section at height x is denoted by S (:2:) and that the area of the opening in the bottom of the vessel is s.. Construction of Differential Models 27 that initially at time t = O the level of the liquid in the vessel is at a height of h meters. which causes the level of the liquid to change by -——dx (the "minus" because the level lowers).. the rate v at which the liquid flows out of the vessel at the moment when the liquid’s level is aiheight .. which can be rewritten as at T. The ..

The Water Clock The two problems that we now discuss illustrate the relationship between the physical content of a problem and geometry. respectively.9263298 . f. f'.192557 1.1916387 OK In this protocol X.430512E—06 .192559 0 . g (tn). 1.9263295 .26 Differential Equations in Applications `cs H Fig. and g" (tn). But first let us examine some general theoretical conclusions.4 Liquid Flow Out of Vessels. and f" stand for tn. These results imply that the boar was killed approximately 1 hour and 12 minutes before the rangers discovered the carcass.1916388 -4. 3 -1. g' (tn). We take a vessel (Figure 3) whose horizontal cross section has an area that is a function of the distance from the bottom of the vessel to the cross section. Suppose .

As is known. which causes the level of the liquid to change by —d:c (the “minus" because the level lowers).Ch. the rate v at which the liquid flows out of the vessel at the moment when the liquid’s level is aiheight x is given by the formula v = kl/2gx. A cylindrical vessel with a vertical axis six meters high and four meters in diameter has a circular opening in the bottom. 1. Construction of Differential Models 27 that initially at time t = 0 the level of the liquid in the vessel is at a height of h meters. which can be rewritten as dz : ___...8 m/sz. d . whereby during dt a column of liquid with a height of v di and a cross—sectional area of s will flow out of the vessel. We will also suppose that the area of the vessel’s cross section at height ag is denoted by S (ac) and that the area of the opening in the bottom of the vessel is s. ks 1/2g:c x (23) Let us now solve the following problem. The above reasoning leads us to the following difierential equation mi/QE at Z -s ix) ax. The . and k is the rate constant of the outflow process. In the course of an infinitesimal time interval dt the outflow of the liquid can be assumed uniform.*H"L. where g = 9.

304 [ l/6 — l/EL Ogxgfi. Since for water k = 0. . An ancient water clock consists of a bowl with a small hole in the bottom through which water flows out of the bowl (Figure 4). so as to avoid prolonged speeches. This problem can easily be solved via Eq. S (. Eq. We rewrite this equation in the form · _ __ S (=¤> Q. T By hypothesis. which is the sought dependence of the level of water in the vessel on time t. Now a second problem.1:) = 4at and s = 1/144.152 dx dt V. Such clocks were used in ancient Greek and Roman courts to time the lawyers’ speeches. (23) assumes the form _ __ 217.28 Differential Equations in Applications radius of this opening is 1/12 m. Find how the level of water in the vessel depends on time t and the time it takes all the water to flow out. Integrating this differential equation yields t= 434. (23). We wish to determine the shape of the water clock that would ensure that the water level lowered at a constant rate. If we put x = 0 in the last formula. we find that it takes approximately 18 minutes for all the water to flow out of the vessel.6.

in accordance with the notations used in Figure 4. 4 Precisely. Construction of Differential Models 29 . Squaring both sides of Eq. which is constant by hypothesis. Eq.Ch.z· § ‘Y Fig. The latter means that the sought shape of the water clock is obtained by rotating curve (26) about the 2: axis. (26) with c = aznz/2gk2s”. (25). <25> ks ]/2g where a = vx ·—-= da:/dt is the projection on the :1: axis of the rate of motion of the water’s free surface. (24) yields the following result: 1/ 2% Z —--2 a. . we arrive at the equation x = cr". 1. if we suppose that the bowl has the shape of a surface of revolution.

Integrating. In this equation lc is a positive proportionality factor. about which only rz: buyers out of N potential buyers know at time t. We may assume with a high probability that after the TV and radio network have released the information about B. (27) with the initial condition that sc = N /y at t = O. say B. If we suppose that time is reckoned from the moment when the promotion materials and advertisements were released and N /·y persons have learned about the commodities. we find that ‘%·‘ ln + C. All further information about the commodities is distributed among the buyers via personal contact between them. Let us also assume that to speed up sales the chain has placed promotion materials in the local TV and radio network. . we arrive at the following differential equation: %:kx (N.5 Effectiveness of Advertising Suppose that a retail chain is selling commodities of a certain type.2:).30 Differential Equations in Applications 1. the rate of change in the number of persons knowing about B is proportional both to the number of buyers knowing about B and to the number of buyers not knowing about B.

When solved for sr. In conclusion we note ..·r‘·‘=_Lv‘w·r · (28) Ae +1 1+1>a· * with P = Cl/A. (28) is commonly known as the logistic-curve equation. with A = eC¤. 1. In economics. If we allow for the initial condition. Eq. (28) becomes N 35 = ——————-—-— . Nm N_x -Ae .Ch. 1+<v—4>e·"'*‘ Figure 5 provides a schematic ofa logistic curve for y = 2.... Construction of Differential Models 31 sc xv 0t Fig. this equation yields Nm "’=N —%. 5 Assuming that NC =· C1.. we arrive at the equation . Eq.

The first category represents the commodities that exist on the market or can be delivered to it. while the second represents the demand for commodities on the market. categories that emerge and function on the market. and that he does this immediately after the apple harvest has been taken in and then once each following week (i. that is. 1. supply and demand constitute economic categories in a commodity economy. Let us consider the following problem.6 Supply and Demand As is known. apples) on the market. the week’s supply will depend on both the expected price of apples in the coming week and the expected change in price in the following . One of the main laws of a market economy is the law of supply and demand.32 Differential Equations in Applications that the problem of dissemination of technological innovations can also be reduced to Eq. in the sphere of trade. Suppose that in the course of a (relatively long) time interval a farmer sells his produce (say. Such a price establishes an "equilibrium" on the market. The farmer’s stock of apples being fixed after he has collected his harvest. with a week’s interval). (27).e. which can be formulated simply by saying that for each commodity some price must exist that will cause the supply and the demand to be just equal.

As practice has shown. If we denote the price of apples in the coming week by p and the time derivative of price (the tendency of price formation) by p'. then the greater the expected fall in price in the following weeks. where a. 3-0770 . b. Say. depending on various factors the supply and demand of a commodity may be represented by different functions of price and tendency of price formation. in t weeks it was p (t) roubles for 1 kg. and the supply s and demand q are given by the functions s=44p’ —}—2p—1. 1. the higher the supply of apples on the market in the coming week. the lower the supply of apples on the market. Construction of Differential Models 33 weeks. one function is given by a linear dependence expressed mathematically in the form y = ap' + bp —l. both supply and demand are functions of these quantities. On the other hand.c. then supply will be restrained provided that the expected rise in price exceeds storage costs. in our example.Ch. If it is assumed that in the coming week the price of apples will fall and in the following weeks it will grow. In these conditions the greater the expected rise in price in the following weeks. the price of apples in the coming week is taken at 1 rouble for 1 kg. and c are real numbers (constants). q==4p’-—2p—|—39. if the price of apples in the coming week is high and then a fall is expected in the following weeks. For example.

It shows how as a result of the interaction of two molecules of hydrogen and one molecule of oxygen two molecules of water are formed. the price must vary according to formula (29). If we allow for the initial condition that p = 1 at t = 0.34 Differential Equations in Applications Then. the equilibrium price is given by the formula p = —9e·1°’ + 10. 1. for instance. . This condition leads us to the differential equation dp __ Integration yields p = Cermt -}— 10. the equation 2H2 —{— O2 -—>2H2O. Take. (29) Thus.7 Chemical Reactions A chemical equation shows how the interaction of substances produces a new substance. for the supply and demand to be in equilibrium. if we want the supply and demand to be in equilibrium all the time. we must require that 44p’ —l-2p—1=4p' —2p—§—39.

form as a result of a chemical reaction a new liquid chemical substance C. . Assuming that the temperature does not change in the process of the reaction and that every two volumes of substance A and one vol3* r . Two liquid chemical substances A and B occupying a volume of 10 and 20 liters.cC —l. according to which the rate of a chemical reaction proceeding at a constant temperature is proportional to the product of the concentrations of the substances taking part in the reaction at a given moment. One of the basic laws of the theory of chemical reaction rates is the law of mass action. are molecules of the interacting substances. The rate at which a new substance is formed in a reaction is called the reaction rate. . positive integers that stand for the number of molecules participating in the reaction. p. . n. b.Ch. and the active mass or concentration of a reacting substance is given by the number of moles of this substance per unit volume. 1.bB —l. B. .. Let us solve the following problem. and the constants a. N. . C. respectively. c.——>mM + nN + pP + where A. molecules of the reaction products. M. Construction of Differential Models 35 Generally a chemical reaction can be written in the form aA —i. m. P.

36 Differential Equations in Applications ume of substanceBform three volumes of substance C. we may assume that x = 0 at t = 0. {ind the amount of substance C at an arbitrary moment of time t if it takes 20 min to form 6 liters of C. Thus. As for the moment t = 1/3. Thus.-:k (15-x) (60-:c). in accordance with the law of mass action. we arrive at the following differential equation dx 2::: rc w:K(‘°"T) (Z0-?) which can be rewritten as dx where k is the proportionality factor (lc = 2K/9). by that time 2. This means that we are left with 10 -— 2x/3 liters of A and 20 ·—— x/3 liters of B.1:/3 liters of substance A and x/3 liters of substance B will have reacted. Let us denote by x the volume (in liters) of substance C that has formed by the time t(in hours). we have sc = 6. By hypothesis. the solution of the initial problem has been reduced to the solution of a socalled boundary value problem: ft. We must also bear in mind that since initially (t = 0) there was no substance C. . x (0): 0.

4(3/2)3t.1: becomes iniinite. a formal study of the above relationship between x and t shows that for a finite t. . However. 1.** = 4.’_ Z 4€45m_ Since :1: = 6 at t = 1/3. we iirst integrate the differential equation and allow for the initial condition x(0) :0. A remark is in order. _T4(€15k)3t:. substituting these values into the relationship yields emh = 3/2. that is. Construction of Differential Models 37 To solve it.Ch. while the chemical reaction is considered only for t nonnegative. $:15 i-(2/3)*** i·—(i/@(2/3)3’ l This gives the amount of substance C that has been formed in the reaction by time t. As a result we arrive at the relationship _?_g_. From practical considerations it is clear that only a finite volume of substance C can be formed when 10 liters of A interact chemically with 20 liters of B. namely at (2/3). the variable ._. But this fact does not contradict practical considerations because it is realized only for a negative value of t. Hence.

38 Differential Equations in Applications 1. we can rewrite the differential equation (30) as dx Ti-T -. "Some simple mathematical models in ecology. No. then there is reason to say that the rate at which x varies in time is given by the formula dx —(F.A—B.D. Spectrum 16. (31) where a and b are the coefficients of births and deaths of individuals per unit time. respectively. (cz-. The simplest situation is the one in which A = ax. (30) The problem consists in finding the dependence of A and B on :1:. Murray." Math.* Let x (t) be the number of individuals in a population at time t. If A is the number of individuals in the population that are born per unit time and B the number of individuals that die off per unit time.b) as. . The basic object in ecology is the evolution of populations. Allowing for (31). Below we describe differential models of populations that deal with their reproduction or extinction and with the coexistence of various species of animals in the predator vs. 2: 48-54 (1983/84).. in general. living organisms with the environment.8 Differential Models in Ecology Ecology studies the interaction of man and. B = bx. prey situation. (32) * For more detail see J.

However. (32). Although the above model is a simplified one. we get . where f (.. then a:——>O as t-+00 and the population becomes extinct.2:) is a nonlinear function. and solving Eq. 1. we get :1: (t) = . say the equation %—·:f(x) =ax-—bx2. it still reflects the actual situation in some cases. Construction of Differential Models 30 Assuming that at t = to the number of individuals in the population is sc = :1:.Ch. b > O. and instead of the differential equation (32) we are forced to consider an equation of the type dx __ jg--f (iv). but if a<b.)l.2:0 exp [(a —— b) (t — t. : _ 33 “’ ll ¤=0+<¤/b—x0>exp1—¢»<¢—¢0>1 ( ) We see that as t —> oo the number of individuals in the population. Assuming that x = xo at t = to and solving the last equation. tends to . where a > 0.. This implies that if a > b. practically all models describing real phenomena and processes are nonlinear. then the number of individuals sc tends to infinity as t—> oo. x (t).

say. Note that formula (33) describes. then by setting up differential equations for each species we arrive at a system of equations %?—=f. Two cases are possible here: a/b > xo and a/b < xo.). The difference between the two is clearly seen in Figure 6. first introduced by the Italian mathematician Vito Volterra (1860-1940) to explain the oscillations in catch volumes in the Adriatic Sea.. the populations of fruit pests and some types of bacteria. 6 a/b. x. prey model.. n. big and small {ish.40 Differential Equations in Applications cz J? ·5>. 2. If we consider several coexisting species. i=1.Z‘0 6 Fig. Let us study in greater detail the two-species predator vs. . (1:. where the small fish serve as prey for the big. for one thing.120 1-zz--1***-@""”'”*°— 0 b <. which have the same period but differ in phase.

The model constructed by Volterra has the form da: Y: —a:c—|—b:cy. b. This.Ch. whose number we denote by y. (34) for the big iish the term bxy reflects the dependence of the increase in the number of big fish on the number of small {ish. and d are positive constants. (35) the term ——d. prey fish.z:y expresses the decrease in the number of small fish as a function of the number of big {ish. .-cx—dxy. Finally. 1. As a result. (34) dy -— as TH-. In Eq. ( ) where ez. ot=a/c. in turn. 1:=ct. Construction of Differential Models 41 Let ac be the number of big fish (predators) that feed on small fish (prey). and the cycle is repeated. assists a new growth in the number of the big species. v(·•:)=—&—y. Then the number of predator fish will grow as long as they have sufficient food. a situation will emerge in which there will not be enough food and the number of big Hsh will diminish. while in Eq. starting from a certain moment the number of small {ish begins to increase. c. that is. To make the study of these two equations more convenient we introduce dimensionless variables: db u(t)=-Fx.

We see that the (u. which is followed by a prolonged period of time 1: in the . where H is a constant determined by the initial conditions (37) and parameter oc. Then. Figure 7 depicts the dependence of u on v for different values of H.u). v (10) = va (37) Note that we are interested only in positive solutions. v' vanishes. To this end we divide the first equation in system (36) by the second and integrate the resulting differential equation. Let us establish the relationship between u and v. (v — 1). Since un > 1 and vo < 1. v)—plane contains only closed curves. are specified by point A on the trajectory that corresponds to the value H = H3. that is. Let us assume that at time rc = to the number of individuals of both species is known. the first equation in (36) shows that at first variable u. We get ow+u—-lnv°°u =ow0—i-un-—lnvg°u0 EH. The same is true of variable v. as u approaches a value close to unity.42 Differential Equations in Applications As a result the differential equations (34) and (35) assume the form u. u (T0) = wo. v' : v (1 -.' : ow. (36) with oc positive and the prime standing for differentiation with respect to 1. decreases. Let us now assume that the initial values uo and vt.

Thus. This means that the solutions are functions periodic in time. 1. When v becomes equal to unity. The variable u does not achieve .Ch. Construction of Differential Models 43 u A . H5 Hz ’ {D"' 1 I 01v Fig. 7 uv v 00 M do 0 z· Fig. both u and v traverse a closed trajectory. uf vanishes and variable u begins to increase. 8 course of which variable v increases.

We denote the number of such individuals at time t by S (t). then the other two will also become extinct. if this is the third population (the source of food). that is. 1. if two populations fight for the same source of food (the third population). In conclusion we note that the study of communities that interact in a more complex manner provides results that are more interesting from the practical standpoint than those obtained above.44 Differential Equations in Applications its maximum when v does. For example. A typical graph of u and v as functions of time is shown in Figure 8 (for the case where v0>1 and u0<1). they are ill and serve as a source of infection. that is. Suppose that a population consisting of N individuals is split into three groups. Finally. We denote the number of such idividuals in the population at time t by I (t). The first include individuals that are susceptible to a certain disease but are healthy. oscillations in the populations occur in different phases. The second group incorporates individuals that are infected. Clearly. the third group consists of individuals .9 A Problem from the Mathematical Theory of Epidemics Let us consider a differential model encountered in the theory of epidemics. it can be demonstrated that one of them will become extinct.

Because of the first assumption. arrive at the following differential equation -—ocS if I t > I*. Construction of Differential Models 45 who are healthy and immune to the disease. Now. We denote the number of such individuals at time t by R (t). since each individual susceptible to the disease eventually falls ill and be- . they can infect the individuals susceptible to the disease. we suppose that when the number of infected individuals I (t) is greater than I *. 1.Ch. As for the rate of change in the number of infected individuals that eventually recover. This means that we have allowed for the fact that the infected individuals have been isolated for a certain time interval (as a result of quarantine or because they have been far from individuals susceptible to the disease). (38) Let us also assume that when the number of infected individuals exceeds a certain fixed number I *. the rate of change in the number of individuals susceptible to the disease is proportional to the number of such individuals. these assumptions simplify matters and in a number of cases they reflect the real situation. We. therefore. we assume that it is proportional to the number of infected individuals. Thus. %:l 0 `fI()·" * (39) I§I. Clearly. S (t) —l— I (t) —l— R (t) = N.

between the newly infected individuals and those that are getting well. per unit time. the rate of change in the number of infected individuals is the difference.46 Differential Equations in Applications comes a source of infection. that is. we find ourselves in a situation in which we must consider two cases. in accordance with Eq. we must hx the initial conditions. dj {ocS——B1 if 1(t) > 1*. Hence. that is. the rate of change of the number of recovering individuals is given by the equation dR/dt -·= BI. 40 dt --BI if 1(t) { 1*. Finally. 1 (O)< 1*. With the passage of time the individuals in the population will not become infected because in this case dS/dt = O. on = B (the reader is advised to study the case where ot =. For the sake of simplicity we assume that at time t = O no individuals in the population are immune to the disease. ( ) We will call the proportionality factors ot and B the coefyicients of illness and recovery. (38) and the condition R (O) == O. For the solutions of the respective equations to be unique. Case 1. Hence. and that initially the number of infected individuals was I (0). Next we assume that the illness and recovery coefficients are equal. hence. we have an equation valid for all values .& B). and. R (O) = O.

Figure 9 provides diagrams that illustrate the changes with the passage of time in the .——otI. R(t)=N—S(t)——I(t) = I (O) [1 — e‘°°*]. 9 of tz S(t)==S(O)=N——I(0).Ch. hence.·S(é) If —-·-···········"‘""""" *‘"' "“""'/?(¢) IO5) 0 it Fig. The case considered here corresponds to the situation when a fairly large number of infected individuals are placed in quarantine. ----——--—--—————-———. Construction of Differential Models 47 N . This means that I (t) = I (0) e‘°°* and. 1. (40) then leads us to the following differential equation dI 7]-.--. Equation.

therefore.48 Differential Equations in Applications number of individuals in each of the three groups. (43) with Og t < T. hence. the set of all solutions to Eq. (42) Assuming that t = O. (40). we get the equation é. Case 2. (41) is given by the formula I (t) = Ce"°°* —l— cxS (0) te‘°°’. Ie°°’ = otS (0) t —i. therefore. Substituting this into Eq. T] the disease spreads to the individuals susceptible to it. since by its very meaning the function I = I (t) is continuous. (lem) = as (0). . we get C = I (0) and. Eq. we arrive at the differential equation ij. Hence. (41) If we now multiply both sides of Eq. (42) takes the form I (t) = [I (0) + 0tS (O) tl e'°". Equation (39). implies that S (t) = S (0)e‘°°' for OQ t < T. In this case there must exist a time interval OQ t < T in which I (t) > I* for all values of t. (41) by em. This implies that for all t’s belonging to the interval [O. I (0) > I*.C and.--}-0tI =otS (O) e·°°’.

Hence.Ch. (44) But S (T) = 1imS (t) =S (oo) f->00 is the number of individuals that are susceptible to the disease and yet avoid falling ill. Construction of Differential Models 49 We devote our further investigations to the problem of finding the specific value of T and the moment of time tmax at which the number of infected individuals proves maximal. if we can point to a definite value of S (oo). the aforesaid implies that at t= T its right-hand side assumes the value 1*. we can use Eq. The answer to the first question is important because starting from T the individuals susceptible to the disease cease to become infected.ocS (O) Tle‘°°T. that is. I* = [I (O) -1. If we turn to Eq. Substituting T given by (45) into Eq. __ 1 S (0) Thus. 4-0770 . 1. we arrive at the equation * = S (0) S (°°) I [I (O)—|-S(O) ln Sho) il Sw) . (45) to predict the time when the epidemic will stop. (43). (44). for such individuals the following chain of equalities holds true: S (T) = S (oo) = S (0) e‘°°T.

. (43). this equation yields ig-=(as (0) .. we can use this equation to determine S (oo).x= S(0)¤X1>{—li -—-’ (0)/S (0>l} = S (tmax)• This relationship shows. we turn to Eq. for one.. (46) Since I * and all the terms on the right-hand side of (46) are known.i’L. To answer the second question. The moment in time at which I attains its maximal value is given by the following formula: . that at time tmax the number of individuals susceptible to the disease coincides with the number of infected individuals. (43). we get Im. _i_ _ I (0) tmu “‘ ¤= li S0) If we now substitute this value into Eq. = i& ifi S(0¤) $(0) +1H S(00) ’ which can be rewritten in the form 1* __ I (0) ——S(cO) —§—1nS(0o) --—————S(0) -}-1nS (0)..a1 (0) ».. In accordance with the posed question.50 Differential Equations in Applications or .azs (0) q e—<¤ :0.

10 But if t > T. Figure 10 gives a rough sketch of the diagrams that reflect the changes with the passage of time of the number of individuals in each of the three groups considered.10 The Pursuit Curve Let us examine an example in which differential equations are used to choose a cor· rect strategy in pursuit problems. the individuals susceptible to the disease cease to be infected and I (t) =I*e*°¤(*·T).Z' T Z Fig. Qi .Ch. 1. 1. Construction of Differential Models 51 N ·······**""""*‘***“""' **** """"“""" ““’“‘’' " ''`"""'“`““`'' —R(t} [ __-ml _ mv.— sm I 0 Ht) tH7U.

We wish to {ind the trajectory (the pursuit curve) that the destroyer must follow to pass exactly over the submarine if the latter immediately dives after being detected and proceeds at top speed and in a straight line in an unknown direction.52 Differential Equat. r and 9. in such a manner that the pole O is located at the point at which the submarine was located when discovered and that the point at which the destroyer was located when the submarine was discovered lies on the polar axis r (Figure 11). Further reasoning is based on .ions in Applications d8 »/I x fi \\ ¤ \\ \ x dr r if 0 Fig. The destroyer’s speed is twice the submarine’s speed. At a certain moment in time the fog lifts and the submarine is spotted floating on the surface three miles from the destroyer. To solve the problem we first introduce polar coordinates. 11 We assume that a destroyer is in pursuit of a submarine in a dense fog.

. Only in this case will the destroyer eventually pass over the submarine when circling pole O. Let us decompose the destroyer’s velocity vector (of length 2v) into two components. Solving these equations. v. the destroyer must take up a position in which it will be at the same distance from pole O as the submarine. Then it must move about O in such a way that both moving objects remain at the same distance from point O all the time.’ where v is the submarine’s speed a11d 20 the destr0yer’s speed.2v or from the equation x _ 3-]-:: T `"` -5. Now. The aforesaid implies that the destroyer must first go straight to point O until it finds itself at the same distance x from O as the submarine. Obviously. if the two still have not met. and the tangential component vt (Figure 11). First. we find that this distance is either one mile or three miles. . the destroyer must circle pole O (clockwise or counterclockwise) and head away from the pole at a speed equal to that of the submarine. 1. the radial component U. distance x can be found either from the equation 27 _ 3--:1: 72-. Construction of Differential Models 53 the following considerations.Ch.

by excluding the variable t. The latter component. I. must be equal to v. dr d9 ·· -52. can be reduced to a single equation. dr/r = d9/ V3. r W . that is .v. Thus. d0 "t=*a. which. is equal to the product of the angular ve— locity dt)/dt and radius r.V 3 v.54 Diflerential Equations in Applications The radial component is the speed at which the destroyer moves away from pole O. with C an arbitrary constant. that is. .2. the solution of the initial problem is reduced to the solution of a system of two differential equations. in turn.. o . we find that r=Ce°/Vg. Solving the last differential equation.· But since v.. _· ’ while the tangential component is the linear speed at which the destroyer circles the pole. we have vt:]/(2v)2-02:]/-3:0. as is known..

. Construction of Differential Models 55 If we now allow for the fact that destroyer beginsits motion about pole O starting from the polar axis r at a distance of sz: miles away fromO. not only the number of . It is the number of personnel that will play a decisive part in the construction of these models. the destroyer must move two or six miles along a straight line toward the point where the submarine was discovered and then move in the spiral r = e9/VT or the spiral r = 3e(9+”)/V? 1. practically speaking. when comparing the opposing sides. we conclude that in the first case ii C = 1 and in the second C = 3e”/V. Below we consider these three models. nv and y. respectively. since it is difficult. Lanchester (1868-1946) constructed several mathematical models of air battles. to fulfill its mission. to specify the criteria that would allow taking into account.r = 1 at 0 = 0 and r = 3 at 9 =—:n. are in combat. thatis. We denote the number of personnel at time t measured in days starting from the first day of combat operations by sz: (t) and y (t). Suppose that two opposing forces.Ch. 1. Later these models were generalized so as to describe battles involving regular troops or guerilla forces or the two simultaneously. Thus.11 Combat Models During the First World War the British engineer and mathematician Frederick W.

we denote by OLR the rate at which side x suffers losses from disease and other factors not related directly to combat operations. Finally by RR we denote the rate at which reinforcements are supplied to side x.z: (t) and y (t) as functions of t. but we can already point to a number of factors that enable describing the rate of change in the number of personnel on the two sides. an increase by one or two persons will have an infinitesimal effect from the practical standpoint if compared to the effect produced by the entire force. these assumptions simplify the real situation because as (t) and y (t) are integers. Therefore. are differentiable as functions of time. more than that. It is then clear that the total rate of change of x (t) is given by . But at the same time it is clear that if the number of personnel on each side is great. The above reasoning is. of course. and a great many other factors. we may assume that during small time intervals the change in the number of personnel is also small (and does not constitute an integral number). We also assume that x(t) and y(t) change continuously and. insufficient to specify concrete formulas for .56 Differential Equations in Applications personnel but also combat readiness. level of military equipment. Of course. preparedness and experience of the officers. and by CLR the rate at which it suffers losses directly in combat operations involving side y. morale. Precisely.

P (t) and O (t) are terms that allow for the possibility of reinforcements being supplied to :2: and y in the course of one day. CLR. and h are nonnegative constants characterizing the effect of various factors on personnel losses on both sides (x and y). "Combat models" (see Dijjercntial Equation Models. Construction of Differential Models 57 the equation . b. eds. g. Coleman.<l=é1£l = . The problem now is to {ind the appropriate formulas for the quantities OLR. * Examples of combat operations are given in the article by C.* The iirst refers to combat operations involving regular troops: rw: —a$ (t)""b!/ U) +P (t)» 9%-gl:-cx(:)-dy(¢)+Q(z). 1. and xo and yo are the personnel in :1: and y prior to combat. . Drew. 109-131).A. d. (47) A similar equation holds true for y (t).S.(OLR +01. New York: Springer. Coleman. 1983.12) + RR. C. pp.S. c. We use the following notation: a. Braun. We are now ready to set up the three combat models suggested by Lanchester. The article shows how the examples agree with the models considered.Ch. and RR and then examine the resulting differential equations. The results should indicate the probable winner. M. and D.

The second model. the third model. which we call the C-type system. Losses in personnel that are not directly related to combat operations and are determined by the terms —a. Finally. We will call this system the B-type system. has the form d ··%%Q= ··¤¤*¤ (t)-—.€’¤¤(¢)y(¢)+P(¢)» d —%€L= -· cw (¢)—dy(¢> +Q (¢) and describes combat operations involving both regular troops and guerilla forces.58 Differential Equations in Applications In what follows we call this system the Atype differential system (or simply the Atype system)..2: (t) and —dy (t) make it possible to describe the constant fractional loss rates (in the absence of combat operations and reinforcements) . q. Each of these differential equations describes the rate of change in the number of personnel on the opposing sides as a function of various factors and has the form (47). specified by the equations d<r(¢> .··——··¢$(¢)—€¢¤(¢)y(¢)+P(¢)· di !jg%—=—dy(*)—h¢(¢)y(¢)+Q(¢) describes combat operations involving only guerilla forces.

/py. first. 1. —c. C == Txpx. One way is to write these coefficients in the form b == I'. The factor b characterizes the effectiveness of side y in combat. we assume. there is no simple way in which we can calculate the effectiveness coefficients b and c. -gx (t) y (t). that each side is within the range of the fire weapons of the other and. Construction of Differential Models 59 via the equations 1 dx ___ — 1 Q_ _ YHT" a’ Y dz "' d' If the Lanchester models contain only terms corresponding to reinforcements and losses not associated with combat operations. the equation 1 dx 2w··b shows that constant b measures the average effectiveness of each man on side y. while the presence of the terms —by (t).Ch. and —-hx (t) y (t) means that combat operations take place. Under such assumptions Lanchester introduced the term -——by (t) for the regular troops of side zz: to reflect combat losses. Thus.z: (t). The same interpretation can be given to the term ——cx (t). this means that there are no combat operations. In considering the A-type system. that only the personnel directly involved in combat come under fire. Of course. second. (48) .

and py and px are the probabilities that each shot fired by sides y and x.60 Differential Equations in Applications where ry and rx are the coefficients of firepower of sides y and x. whereas in the B-type system they are nonlinear. to find g we can use the firepower coefficient ry and also allow for the ideas expounded by Lanchester. respectively. where the coefficient reflecting the effectiveness of combat operations of side y is. (t) y (t). Suppose that the guerilla forces amounting to x (t) personnel occupy a certain territory R and remain undetected by the opposing side. according to which the probability of an accurate shot fired by side y is directly proportional to the so-called territorial effectiveness A. Hence. proves accurate. lt is also highly probable that the losses suffered by the guerilla forces x are. proportional to the number of personnel sc (t) on R and. on the other. it cannot know the effectiveness of its actions. The explanation lies in the following.-y . Nevertheless. to the number y (t) of personnel of the opposing side. on the one hand. respectively. more difficult to estimate than the coeffiient b in the first relationship in (48). in general. And although the latter controls this territory by firepower. We note further that the terms corresponding to combat losses in the A-type system are linear. the term corresponding to the losses suffered by the guerilla forces x has the form —ga.

we find that dy __ isi -5 -. the mathematical model is reduced to the following differential system: dd éz-.Ch. in addition. -by. Construction of Differential Models 61 of a single shot Bred by y and inversely proportional to the area Ax of the territory R occupied by side x. (51) Integrating. Here by ATU we denote the area occupied by a single guerilla frghter. neither side receives any reinforcement. with a high probability we can assume that the formulas for finding g and h are AA g=ry-f. é: -cx.by . (50) Dividing the second equation by the first. (49) Below we discuss in greater detail each of the three differential models. h=rx—x-{Ji-. (52) . If. Let us assume that the regular troops of the two opposing sides are in combat in the simple situation in which the losses not associated directly with combat operations are nil. Thus. we arrive at the following relationship: b [y2 (t) -— y:] = c [x2 (t) — xg]. 1. Case A (differential systems of the A-type and the quadratic law).

y wins K = 0) even Wl//b K < Q .cxz = K (53) obtained from Eq.62 Differential Equations in Applications ya. for obvious reasons we consider only the first quadrant (:1: > 0.z* wins 0r {/-—/(/c $(5) Fig. The arrows on the curves point in . If by K we denote the constant quantity by§ —— c:c§. Figure 12 depicts the hyperbolas for different values of K. the equation byz —. (52) specifies a hyperbola (or a pair of straight lines if K = 0) and we can classify system (50) with great precision.) A’>0. 12 This relationship explains why system (50) corresponds to a model with a quadratic law. We can call it a differential system with a hyperbolic law. y > 0).

As a result we . we can rewrite (54) in the form yo 2 fx Px <.> > ry sa The left-hand side of (55) demonstrates that changes in the personnel ratio yo/xo give an advantage to one side. (54) Using (48).2:0 from one to two gives y a four—fold advantage. For example. Construction of Differential Models 63 the direction in which the number of personnel changes with passage of time. it must strive for a situation in which K is positive. We differentiate the first equation in (50) with respect to time and then use the second equation in this system.. Note also that Eq. a change in the yo/. To derive formulas that would provide us with a time dependence.Ch. Thus. To answer the question of who wins in the constructed model (50). For example. we proceed as follows. for y to win a victory. while the variable sc vanishes at y (t) = l/K/b. byg > c:1:§. (53) denotes the relation between the personnel numbers of the opposing sides but does not depend explicitly on time. that is. 1. (53) the variable y can never vanish. in our case the winner is side y if K > 0 since in accordance with Eq. we agree to say that side y (or ac) wins if it is the first to wipe out the other side x (or y). in accordance with the quadratic law.

(56) can be obtained in the form sc (t) = :1:0 cos [St — yyo sin Bt.9 % (U i. then the solution to Eq. M2 •-•-—·-1--·-•-•—-Zv-•· *¤¤I1¥l¤Q 0(.L=0= —b1/0. If for the initial conditions we take dx $(0)=%» ·g. 13 arrive at the following differential equation: dh: EF ‘·" bC. T Fig. (57) where B = VE and Y = In a similar manner we can show that y (t) L-. yo cos Bt — gg.64 Differential Equations in Applications ·” . (57) and (58) in .sin Bt. (58) Figure 13 depicts the graphs of the functions specihed by Eqs.’IZ T-"‘ O.

by§ > cxg. Construction of Differential Models 65 the case where K >O (i._ _ We note in conclusion that for side y to win a victory it is not necessary that yu be greater than xo.£ dx -_ g ’ which after being integrated yields g ly (¢) —.he B-type and the linear law)..wo]. as in the previous case.(60) This linear relationship explains why the nonlinear system (59) corresponds to a model with a linear law for conducting combat operations. Case B (difierential systems of t.(59) Dividing the second equation in (59) by the first. 1. The dynamical equations that model combat operations between two opposing sides can easily be solved. (61) 5—0770 . The only requirement is that vyo be greater than xo. Under these limitations the B—type differential system assumes the form dd f-: ——g¤¤y. -5%: —h¤¤y..Ch. we get the equation i!!. if we exclude the possibility of losses not associated with combat and if neither side receives reinforcements.e. or YU 0 > xo).ytl = h lx (¢) —. Equation (60) can be rewritten in the form gy — hx = L.

We assume that this is side y. Let us now study in greater detail the situation where one of the sides wins. ·.90} DQ _ywz'ns l=0.//7 mw) Fig. as we already know. or Ll $0 > 8 ° If we now turn to (49). Then. Figure 14 provides a geometrical interpretation of the linear law (61) for different values of L.) -— hay. gyo — hxo must be positive. that if L is positive.z* wirzs 0.66 Differential Equations in Applications . while if L is negative. This implies. . EUC/Z 4/y L·<Q. we see that side y wins if _§/L "xArxAx xo > ryA. side sc wins. 14 with L = gy... side y wins as a result of combat operations. for one.yAy ' ( ) .

Ch. From the practical standpoint it is more convenient to write inequality (62) in the form Ay!/0 ’°xArx Axxo > "yAry • We see that in a certain sense the products A yyo and Axxo constitute critical values. that by combining (61) and (59) we can easily derive formulas that give the time dependence of changes in the personnel numbers of both sides. the strategy of y is to make the ratio yo/xo as large as possible and the ratio Ax/A y as small as possible. We note. we arrive at the differential equation 12 -. and y (t) the number of personnel in the regular troops. In this case we have the following system of differential equations: where :2: (t) is the number of personnel in the guerilla forces. 1. Case C (differential systems of the C—type and the parabolic law). dx " gy ' 5* . Dividing the second equation in (63) by the first. In the C-model the guerilla forces face regular troops. Construction of Differential Models 67 Thus. We introduce the simplifying assumptions that neither is supplied with reinforcements and that the losses associated directly with combat operations are nil. finally..

(64) for different values of lll. 15 Integrating with the appropriate limits yields the following relationship: gyz (t) =. we conclude that the victory of regular .= 20:1: (t) -§—M. Thus. /*/<Q .z· wins ·M/20 .z’(t') Fig. Basing our reasoning on the parabolic law for conducting combat operations and assuming M positive. Figure 15 depicts the parabolas defined via Eq. the system of differential equations (63) corresponds to a model with a parabolic law for conducting combat operations.zv0.68 Differential Equations in Applications _y(£) /V/>Q ywi/ZS /‘/=Q eve/z 1//Qi. The guerilla forces win if M is negative. Experience shows that regular troops can defeat guerilla forces only if the ratio yo/:::0 considerably exceeds unity.2c. (64) where M : gy§ -—. they are defeated if M is positive.

_ 1. we can rewrite this condition in the form y 2 T A p_” 1 > 2 i ·y‘t . 1.def1eoted by an angle ot 7 { `X CX\\E v \\ I 8 \\\ l x> |/ t r' nz L·=—-rz Fig.. Construction of Differential Models 69 troops is guaranteed if (yo/x0)2 is greater than (2c/g) . Iilthe load is.*. let us consder an idealized model of a pendulum clock consisting of a rod of length Z and a load of mass m attached to the lower end of the rod (the rod’s mass is assumed so small that it can be ignored in comparison to m) (Figure 16). If we allow for (48) and (49). 16 .12 Why Are Pendulum Clocks Inaccurate? To answer this question.Ch.1:..

(66) in the form ` dt: —· I ... we have _o J. This is the .. we can rewrite Eq_.... we have v = ds/dt == l(d9/dt) and (65) leads us to tl1e following differential equation: -g. in accordance with energy conservation we obtain il§°i=mg(lcos9—lcosu). LS .. Since s == l9.(-‘§)2=g(e0Se—¤0Sa). 4 1/ 29 ]/cost)-cosoc ’ (I or T Q d6 I/28 0 ]/cosB·—cosoz ( ) The last formula shows that the period of the pendulum depends on ot. (65) where v is the speed at which the load moves.19. 1/ 23 ]/cos6—-—cosot If we denote the period of the pendulum by T. and g is the acceleration of gravity. (ee) If we now allow for the fact that -6 decreases with the passage of time t (for small fs).70 Differential Equations in Applications and then released.

Construction of Differential Models 71 main reason why pendulum clocks are inaccurate since.. Indeed..._..Ch. cosoc:-1-—-2 sin2E°2— .. since cos9=l—2sin2g— . This implies that when 6 increases from O to ct.. practically speaking.. we have ___ G T.-d6=kcosq>dcp.@.... or 2 I/k’——sin’ 2k cos cp dcp 2 COS? }/1-k’ s1n°q> .. with goes-..2 I/L S ... Now instead of variable 9 we introduce a new variable cp via the formula sin (6/2) = lc sin cp. 1. every time that the load is deflected to the extreme position the deflection angle differs from cx... 8 _ on _ 6 0 I/-sin? -2——s1n2 -5"' °° d9 0 I/k2—si112 -5 with k = sin (cx/2). the variable cp grows from O to rt/2. We note that formula (67) can be written in a simpler form.

where the function w dw F k. it/2).. 0 Elliptic integrals cannot be expressed in terms of elementary functions. T"4l‘ g § ]/1—k2sin”q> :._‘L.é. Therefore.. = S ————————-——— ( 0 1/1—k2 sinzcp is known as the elliptic integral of the first kind.4 1/.... differing from the elliptic integral of the second kind wb E'(k. ___ .F(k. . Here we only note that the starting point in our studies will be the differential equation -gag--f-kSiH9=O.. ip)-: S l/1——k2sin2q> dqn. all further discussion of the pendulum prob— lem will be related to an approach considered when conservative systems are studied in mechanics... (60) by differentiating with respect to t..72 Differential Equations in Applications The last relationship enables us to rewrite formula (68) in the form [Ta/2 d . k= which can be obtained from Eq.

13 The Cycloidal Clock We have established that clocks with ordinary (circular) pendulums are inaccurate. Below we give its solution. This is a plane curve generated by a point on the circumference of a circle (called the generating circle) as it rolls along a straight line without slippage. . Construction of Differential Models 73 1. but first let us turn to the derivation of the equation of a remarkable curve. which Galileo Galilei called the cycloid (from the Greek word for "circular"). the point occupies position M. Let us also assume that initially the point that traces the cycloid is at the origin and that after the circle turns through an angle 6. CP = r. Is there any pendulum whose period is independent of the swing? This problem was first formulated and solved as early as the 17th century. y-=MS=CP——CN. SP =MN=rsin9.Ch. Then. But OP =MP ==r9. CN = rcostl. 1. Suppose that the x axis is the straight line along which the generating circle rolls and that the radius of this circle is r (Figure 17). on the basis of geometrical reasoning we obtain x = OS ·-= OP -— SP.

y=r(1—cos6). .z· _ 3 P ZJz'r· ` _ Fig.74 Differential Equations in Applications .-i)— l/2ry-—y2. (69) If we exclude parameter 9 from these equations. 1980) (in Russian).9 ML1 0 A . we arrive at the following equation of a cycloid in a rectangular Cartesian coordinate system Oxy: 33 =.* * The reader may find many interesting facts about the cycloid and related curves in G. 17 Hence. The very method of constructing a cycloid implies that the cycloid consists of congruent arcs each of which corresponds to a full revolution of the generating circle. parametrically the cycloid is spec_ified by the following equations: x=r(9-—sin9). Berman’s book The Cycloid (Moscow: Nauka.—rcos·1(-K.N.

The highest possible positions occupied by the same point lie exactly in the middle of each are and are known as the vertices.Ch. correspond to the lowest possible positions occupied by the point on the generating circle that describes the cycloid. whose calculation is not very simple. The cycloid possesses the following properties: (a) the area bounded by an are of a cycloid and the respective base is thrice the area of the generating circle (Galileo’s theorem). known as cusps. 1. (b) the length of one cycloid arc is four times the length of the diameter of the generating circle (Wren’s theorem). which have proved to be extremely important for physics and engineering. The cycloid has many other interesting properties. The last result is quite unexpected. Construction of Differential Models 75 The ‘s.epara_te arcs are linked at points where they have a common vertical tangent. For example. since to calculate the length of such a simple curve as the circumference of a circle it is necessary to introduce the irrational number at. and the segment of that straight line between successive cusps is known as the base of an arc of the cycloid. The distance along the straight line between successive cusps is 2:nr. These points. while the length of an arc of a cycloid is expressed as an integral multiple of the radius (or diameter) of the generating circle. the proiile of pinion teeth .

the particle is at rest). The problem consists of building in the vertical plane a curve for which the time of descent of a heavy particle sliding without friction to a fixed horizontal line is the same wherever the particle starts on the curve (it is assumed that initially. at time t = to. We take a small metal ball and send it rolling down the slope. Let us now turn to the problem that enabled the Dutch physical scientist. and mathematician Christian Huygens (1629-1695) to build an accurate clock in 1673. Let us assume that a trough in the form of a cycloid is cut out of a piece of wood as shown in Figure 18. Ignoring friction. and other mecha11ical parts of devices have the shape of a cycloid. Huy— gens found that the cycloid possesses such an isochronous (from the Greek words for "equal" and "time") or tautochronous property (from tautos for "identical"). 18 and of many typos of eccentrics. astronomer. let us try to determine . cams. From the practical standpoint the problem can be solved in the following manner.76 Differential Equations in Applications :4 /1 ¥“ m léei V Fig.

-: l/2gr (cos 90. K. point M. which in view of Eq. we arrive at the formula Tg-: V 2gr (cos 90 ——cos 6) Since for a cycloid ds = 2r sin (9/2) dB.Ch.cos 9) On the other hand. Let :1:0 and y0 be the coordinates of the initial position of the ball. we can rewrite this formula (which is actually a differential equation) in the form dT :2 2r sin (9/2) df} ]/2gr (cos 90 — cos 6) · . We know that the speed of a falling object is given by the formula U= l/EEE. When the ball reaches a pointN (9). where g is the acceleration of gravity. In our case the last formula assumes the form v.e. since speed is the derivative of distance s with respect to time T. 1. starting from point M. and 90 the corresponding value of parameter 9. Construction of Differential Models 77 the time it takes the ball to reach the lowest possible point. the distance of descent along the vertical will be h. i. (69) can be found in the following manner: h=y—y0=r(1——cos6) —— r (1 — cos 60) = r (cos 90 —— cos 9). say.

·/ cos? -%°——-cos2g— == JT Thus... we obtain JT T__ S 2r sin (B/2) dB U `|/2gr(cos00-—cos0) ___ TIS ___2l/LS dc0s(9/2) g 0 ‘. the time interval T in the course of which the ball rolls down from point M to point K is given by the formula T = TL which shows that period T is independent of 9. in its motion down the slope the ball passes point K and. the ball completes a full cycle. Proceeding then in the opposite direction and traversing its path.78 Diiierential Equations in Applications Integrating this equation within appropriate limits. that is. continues its motion up the slope to point M1 lying at the same level as point M. two balls that begin their motion simultaneously from points M and N will roll down and find themselves at point K at the same moment of time. Obviously. the period does not depend on the initial position of the ball. This constitutes the motion of a cycloidal pendulum . Since we agreed to ignore friction. by inertia. M.

Let us now show how an ordinary circular pendulum can be made to move in a tautochronous manner without resorting to trough and similar devices with considerable friction.Cli. Const. If the ball on the string is deflected to an arbitrary point M. The template is fixed in the vertical plane and a string with a ball is suspended from the cusp O. out of wood) consisting of two semiarcs of a cycloid witha common cusp (Figure 19). which sets it apart from the simple (circular) pendulum. 19 with a period of oscillations T0 = lm Vr/g. The length of the string must be twice the diameter of the generating circle of the cycloid. 1.ruction of Differential Models 79 \ \\ \ \ ~` \\ \\ ` \\\` ///)” Fig. is that its period does not depend on the amplitude (or swing). (70) A peculiar feature of the cycloidal pendulum. it begins to swing back g and forth with a period that is independ- . To this end it is sufficient to make a template (say.

C if. the period '° remains unchanA ged. For a circuB lar pendulum.80 Differential Equations in Applications y ent of the position of point M. Hence. . The path AB of a cycloidal pendulum will differ little from the path CE of a circular pendulum with a string length equal to [ir. the period of small oscillations of a circular pendulum with a string length Z: 4r is practically the same as that of a cycloidal pendulum of the same length. the effect of the guiding template is practically nil and the pendulum oscillates almost like an ordinary circular pendulum with a string (the "rod") whose length is 4r. By way of an example let us study the small oscillations that a pendulum executes along the arc AB of a cycloid (Figure 20). Even if due to friction a11d air drag the amplitude of the \§_ oscillations diminu ishes.the isochronous property is satisfied approximately only for small amplitudes. when the arc differs little from the arc of a cycloid. lf these oscillations are very small.which moves along an arc of a cirFig· 20 cumference.

Ch. . a curve of fastest descent. Construction of Differential Models 81 Now. In conclusion we note that the cycloid is the only curve for which a particle moving along it performs isochronous oscillations. 21 6-0170 . 1. the period of small oscillations of a circular pendulum can be expressed in terms of the length of the string: T = 2% l/{E This formula is derived (in a different way) in high school physics. Among the various curves passing through these two points we must {ind A Fig. Take two points A and B lying in a vertical plane but not on a single vertical line (Figure 21). 1.14 The Brachistochrone Problem The problem concerning the brachistochrone (from the Greek words for "shortest" and "time"). was proposed by the Swiss mathematician John Bernoulli (1667-1748) in 1696 as a challenge to mathematicians and consists of the following. if in (70) we put r == Z/4.

22 the one for which the time required for a particle to fall from point A to point B along the curve under the force of gravity is minimal. Let us turn to Figure 22. in which a ray of light is depicted as propagating from point A to point P with . von Leibniz (1646-1716). The problem was tackled by the best mathematicians. Sir Isaac Newton (1642-1727). Guillaume L’Hospital (16611704). al OQ | .z’ I ’O | I 1 ar 1 i1Z I%: {n C1 5 Fig. and Jakob Bernoulli (1654-1705). The problem is famous not only from the general scientific viewpoint but also for being the source of ideas in a completely new field of mathematics.2* n c-.82 Differential Equations in Applications A U. Solution of the brachistochrone problem can be linked with that of another problem originating in optics. the calculus of variations. It was solved by John Bernoulli himself and also by Gottfried W.

Construction of Differential Models 83 a velocity U1 and then from point P to point B in a denser medium with a lower velocity v2.c-x)¤ l 12 If we assume that the ray of light propagates from pointA to point B along this path in the shortest possible time T. The above assumption that light chooses a path from A to B that would take the shortest possible time to travel is known as Fermat’s principle. The importance of this principle lies not only in the fact that it can be taken as a rational basis for deriving Snell’s law but also. The total time Trequired for the ray to propagate from point A to point B can.r]/z»¤+. But then I __ C--.23 vi VPKF? vi 7 or sincil __ sinoiz —Z""—?5I" The last formula expresses Snell’s wellknown law of refraction. obviously.Ch. where generally 60 . with a constant. the derivative dT/dx must vanish. or the principle of least time. in that it can be applied to finding the path of a ray of light in a medium of variable density. for one. be found from the following formula: T: 1/a¤v+x¤ _. which initially was discovered in experiments in the form sin oil/sin oiz = a. 1.

we get sin cz.. In each layer the speed of light is constant.... ... but it decreases when we pass from an up— per layer to a lower layer. ... . . OE"` `````' " . the velocity of light changes (decreases) continuously and we conclude .. in the limit.2.. 23 the light travels not along straight—line segments.... . Applying Snell’s law to the interfaces between the layers.1. Then......05 _____ v4 I 1% Fig.. The incident ray is refracted more and more strongly as it passes from layer to layer and moves closer and closer to the vertical line.84 Differential Equations in Applications Z4 lil ``—``—"``` " vg O..__ ____ v GT .1 _ sinotz __ sin ons _ sin oa.. which depicts a ray of light propagating through a layered medium.2.1. U1 _ V2 _ va _ V4 · Now let us assume that the layer thicknesses decrease without limit while the number of layers increases without limit. For the sake of an example let us consider Figure 23.

its velocity decreases and the ray bends. We imagine that a ball (like a ray of light propagating in media) is capable of choosing the path of descent from point/1 to pointB with the shortest possible time of descent.) U with a = const.-.. Let us go back to the brachistochrono problem. A similar situation is observed (with certain reservations) when a ray of Sun light falls on Earth. i\ |x \ Fig. Construction of Differential Models 85 \I \ OC ~/1 ". As the ray travels through Eartl1’s atmosphere of increasing density. Then... as fol- .. 1. 24 (soe Figure 24) that @2:% (7. -..Ch.. We introduce a system of coordinates in the vertical plane in the way shown in Figure 25.-.

On the other hand. This means that v= l/2gy.COSB Z SGGB 1/1+ta¤¤|$ . formula (71) is valid.86 Differential Equations in Applications A Iw n 1 I {H xI \n n I Ot \\\ I\B Fig..__L___ 1/4+<y*>2 ° Combining the last two relationships with (71) yields E/[1 +(y')21== C· (72) . 25 lows from the above reasoning... The energy conservation principle implies that the speed gained by the ball at a given level depends only on the loss of potential energy as the ball reaches the level and not on the shape of the trajectory followed. geometric construction enables us to show that SlHG.

:c=y=0 at cp:-0 and C1:-O. ( C__y ) -tan cp. dy=2C sinqpcoscpdcp. Construction of Differential Models 87 This constitutes the brachistochrone equation. sz == —g (2cp—— sin 2q>).-Csinz cp.. i.Ch. We wish to demonstrate that only a cycloid can represent a brachistochrone. we arrive at the standard parametric equations . (72) we arrive at the equation —_ y l/2 dx . in view of the initial conditions.. since y' = dy/dx. Integration of the last equation yields sc == —g-(2cp—sin 2<p)—l—C.. Assuming that C/2 = r and 2rp = 9. by dividing the variables in Eq. where.(————C__y ) dy. We introduce a new variable cp via the following relationship: y */2. y=-Csin2cp=-g—(1—cos 2q>). dx:-.tancpdy=2Csin2cpdcp = C (1 —— cos 2cp) dep. Thus. Then y=.. Indeed.

a remarkable curve: it is not only isochronous——it is brachistochronous.. and nl. ni. and the Associated Differential Equation Let us consider the following curious problem first suggested by the famous German mathematician Carl F. It be- . ln other words. as can easily be demonstrated.15 The Arithmetic Mean. Vm0n0• Treating ml and nl in the same manner as ml. We wish to know the difference of the limits of these two sequences. and nl. {mh} and {nh} (lc = O. > 77.88 Differential Equations in Applications of the cycloid (69). 1. the Geometric Mean. The cycloid is. Gauss (1777-1855). Out of ml..). nz: l/mlnl. which. An elegant solution of this problem amounting to setting up a second-order linear differential equation is given below. Let ml. indeed. are convergent. be two arbitrary positive numbers (ml.0). 1. we put mii . we put mz :2%. we arrive at two sequences of real numbers. the arithmetic mean and the geometric mean of ml. 2. and nl. Continuing this process indefinitely. respectively. . we construct two new numbers ml and nl that are. and nl.

This means that a is a first—order homogeneous function in ml. 1. by the same number k. xl = ni/my ·» U Z 1/lc (L no/m0)» yl = 1/f (1. Construction of Differential Models 89 longs to the German mathematician Carl W. a 2 mo}: (is no/mo) : m1]((1¤ nl/m1)' Introducing tlie notation x = nl..). each of the numbers ml. if we multiply ml. It obviously depends on ml. and.1_l_x · (73) Since xl is related to sc via the equation __ 2 i/5 $1* "W? i we find that dm _ 1—¤= __<¤¤r—=¤¥>(1+¢¤)” dn: _` (1+x)2l/Q _ 2(. The definition of a also implies that a =f(ml.Ch.1-}-. ml. and nl. (73) leads to the following relationship: dy __ ___ 2 2 dyl dxl §:-_` (1—l—:c)2 yl-l. nl). Borchardt (1817-1880). Now. we find that __ m __ 2yl y-. nl/ml). nl. hence.. 721. including a. Eq. Let a be the sought difference. introduced above. will be multiplied by k./ml. and nl. and nl. a fact expressed analytically as follows: cz =f (ml..where f is a function.y1"`"£"""-`—-`—. nl.r——x3) ' On the other hand.2: dxl dw ' .

then xl will become xg.90 Differential Equations in Applications Replacing dxl/dx with its value given by the previous relationship and factoring out (x — x3). Difierentiating both sides of this equation with respect to x. we {ind that d [<¤—r>%] dx [ x(a:—1) ] _2 d 1+x +2** ($*1) dl/1 d·‘¤1 *“ yi dx 1+x dxl dx d +<xi—~¤i>—$ ddd dx]. If we then replace xl with xg. (1:.:1 ' By elementary transformation this equation can be reduced to d dy x[<x·x3>aal—¤*y _ i—x _d_ ___ _3 dy. we {ind that dy_2:v(x—i) <¤¤-x°> zs··wr. . _ _“(1+x) {dx1[(xi 11) dxl] xiyi} • If we now replace x with xl.§.r·y1 d +<4+x><=»l—¤¤$>§.

The differential equation (74) is remarkable not only because it enabled reducing ..Ch. ¢* (y) = 0This means that y satisfies the differential equation (:1: —-— . we find that only y E O is such a solution. Construction of Differential Models 91 we find that :::2 is transformed into x3.. hence. Thus. g.. (y): 1--as 1--.—[(¤¤—-wa) . a y ).752) —%‘Q.. we find that 1 —. the difference of the limits of the sequences {mn} and {nk} is zero. 1. (74) If we note that 2 ¤=r<m.]—<¤y-a* (y>» we arrive at the following formula: as... tends to zero and. Indeed.. assuming that d dy . etc.·· "··’ .x.1: 1——x2 <1+¤=>1/5Z<<¤+¤·=i> V?{(i+¢2> Vi? 1-:1:. 0 we can easily find the value of this number.§. <1+xn>1/xi (” If we now send rz to infinity. since y must be the constant solution to Eq... (74). * >< >< —————-—. Hence.—xy=O. mi)-=y —-—---’ ‘”.2:3) -3.

with arr/2 d F ky 2 —-T S . ( n/) 0 l/1—k2sin2cp It has been found that if 0 { lc < 1.:*. at/2).92 Differential Equations in Applications the initial problem to an obvious one but also because it is linked directly to the solution of the problem of calculating the period of small oscillations of a circular pendulum.. As demonstrated earlier... .. the period of small oscillations of a circular pendulum can be found from the formula T = 4]/UQF (lc..><(2n—1)2 ——?l1—l-E1 2°X42><6°X . then sr/2 S ·········—————“”`° 0 1/1-kzsinzqn __:m ·’ OO i2><32><5”><. is a solution to the differential equation (74). where _ OO 12><32><52><.><(2n—1)2 n y-1+21 22><4”><62>< X(2”)2 Z2 7].:*..><(2f1)“ k2n)’ 1].

.. At an arbitrary point of the trajectory only the force of gravity P equal to mg. 26 . acts on the object.Ch.-:0.16 On the Flight of an Object Thrown at an Angle to the Horizon Suppose that an object is thrown at an angle cx to the horizon with an initial velocity vo. Fig. Hence. Construction of Differential Models 93 1. m%:——mg.·:=. We wish to derive the equation of the object’s motion that ignores forces of friction (air drag). Factoring out m yields daz ___ day _ w—O· W.? 0 A . 1. we can write the differential equations of the motion of the object as projected on the :4: and y axes as follows: d2 d2 mq. in accordance with Newton’s second law.“Et=" m v va tm. Let us select the coordinate axes as shown in Figure 26.7. with m the mass of the object and g the acceleration of gravity.*5* (75) y __.

the maximum height that the object reaches in its flight. y=—-0.:·-UOCOSOC. For example. either t = O or t = (2120 sin oc)/g. The second value provides the solution. (77). the range of the flight. Integrating Eqs. (75) and allowing for the initial conditions (76). The first equa- . we find that the equations of the object’s motion are sc = (vo cos ot) 23.CC=O. we can find the time of the object’s flight up to the moment when the object hits Earth.94 Differential Equations in Applications The initial conditions imposed on the object’s motion are . y = (vo sin cx) t — gtz/2. ·—?. (77) A number of conclusions concerning the character of the object’s motion can be drawn from Eqs. The first problem can be solved by finding the value of time t at which y = 0. at t-—=O. The second equation in (77) implies that this happens when t[v0 since--€§]=O. and the shape of the trajectory. t Tgzvosinoz. that is. The second problem can be solved by calculating the value of x at a value of t equal to the time of flight.

Noting that fg-: —·gt—|—v0 sin oc. Substituting this value of t into the second equation in (77).Ch. But this means that at the point where y is maximal the derivative dy/dt vanishes. sin oc) _ 1:% sin 20:. which in rectangular Cartesian coordinates can be written as follows: y= x tan oc. The solution to the third problem can be obtained immediately by formulating the maximum condition for y. we find that the maximum height reached by the object is v§ sinz on/2g. 8* ___ E ° This implies. (77) represent parametrically a parabola. that the range is greatest when 2ot == 90°. which yields t = (vo sin ot)/y. The solution to the fourth problem has already been found. for one thing. or ot = !i5° In this case the range is vg/g.gi? seczct. Namely. 1.. . Construction of Differential Models 95 tion in (77) implies that the range of the flight is given by the formula (vo cos ct) (2v. we arrive at the equation -—gt + vo sin oc =O. the trajectory is represented by a parabola since Eqs.

although it is associated (consciously or subconsciously) with the “floating" of astronauts in the cabin of a spacecraft. 27 . Suppose that a person of weight P is standing in an elevator that is moving downward with an acceleration co = osg. Two forces act on the person in the elevator (Figure 27): the force of gravity P and the force Q that the floor exerts on the perQ P .96 Differential Equations in Applications 1. Let us consider the following problem.2* Fig. Let us determine the pressure that the person exerts on the cabin’s floor and the acceleration that the elevator must undergo so that this pressure will vanish. with O<ot<1 and g the acceleration of gravity.17 Weightlessness The state of weightlessness (zero g) can be achieved in various ways.

when the cabin is falling freely with an acceleration equal to g. On the other hand. Thus. the pressure that the person exerts on the floor of the cabin of an elevator moving downward is determined by the force Q = P (l — OL). lt is this state that is called weightless7-0770 . For this it is sufficient to put Q = O in (79). (78) Since d20:/dtz =-— to = ug and m = P/g. Thus. when the elevator is moving upward with an acceleration to = osg. the pressure that the person exerts on the floor of the cabin is determined by the force Q = P (1 -{— ot). the pressure that the person exerts on the floor is nil.-P—mTi£-:P(1—ot). we can rewrite Eq. Let us now establish at what acceleration the pressure vanishes. We conclude that in this case ot = 1. Construction of Differential Models 97 son (equal numerically to the force of pressure of the person on the floor). (78) as follows: d2 Q:. that is. (79) Since 0 < ot < 1. for Q to vanish the acceleration of the elevator must be equal to the acceleration of gravity.Ch. we conclude that Q < P. 1. O < oc < 1. The differential equation of the person’s motion can be written in the form dzx mq?--P—Q.

Hence. and h is the altitude at which the spacecraft travels (reckoned from Earth’s surface). weightlessness is experienced not only during a free fall in an elevator. In the state of weightlessness all points of an object experience the same acceleration. too. In it the various parts of a person’s body exert no pressure on each other. We use the differential equation of the motion of a particle as projected on the principal normal: TL mvz T: E Frm. Let us now turn our attention to Figure 28. h=l .98 Differential Equations in Applications ness. so that the person experiences extraordinary sensations. The as axis is directed along the principal normal rz to the circular trajectory of the spacecraft. Q == O. Of course. where r is Earth’s radius. For illustration let us consider the following problem. The previous problem implies that in the state of weightlessness the pressure on the walls of the spacecraft is zero. so that the force Q acting on an object inside the spacecraft is zero. What must be the speed of a spacecraft moving around the Earth as an artificial satellite for a person inside it to be in the state of weightlessness? One assumption in this problem is that the spacecraft follows a circular orbit of radius r + h.

We get mv? dz. we find that mv? —7_§-{-:1)-—Q.1: T. E FM =-F. (80) .@‘·F : mrmn or the equation dzx __ v2 dig — r-|—h Substituting this value of dzx/dig into Eq.:1 directed along the principal normal to the trajectory. 1.Ch. and F is 1. where p :r—\—h. Construction of Differential Models 99 Q ’” ( F —¤ H$ K .2: Fig. 28 Tl. (78).

where h = 0. (r+h>” ’ where g is the acceleration of gravity at Earth’s surface. lf we now substitute the obtained value of P into (80) and note that Q = 0.18 Kepler’s Laws of Planetary Motion In accordance with Newton’s law of gravitation. the force of gravity F is equal to mg. km F " (r+h)2 ’ where m is the mass of the spacecraft. that is. The above formula then yields lc = gr? Hence. and constant lc can be determined from the following considerations. At Earth’s surface.100 Differential Equations in Applications Here force P is equal to the force F of attraction to Earth. any two objects separated by a distance r and having masses rn and M are at- .· 8 U "‘ " l/ r+h 1. which. in accordance with Newton’s law of gravitation. p Z F: Jeri. is inversely proportional to the square of the distance r -\~h from the center of Earth. we find that the required speed is given by the formula -.

let us describe the motion ofthe planets in the solar system assuming that m is the mass of a planet orbiting the Sun and M is the Sun’s mass. The attractive force F acting on the planet can be decomposed into two components: one parallel to the :1: axis and equal to F cos cp and the other parallel to the y axis and equal to .2* P ar Fig.Ch. 1. 29 tracted with a force GmM F :71 (81) where G is the gravitational constant. Construction of Differential Models 101 y \\V /*005 gv m I\_ F ___ FSL/7§0 // I w' / ry /I M/I 7 0 . Basing ourselves on this law. Let the Sun be at the origin of the coordinate system depicted in Figure 29 and the planet be at time t at a point with running coordinates x and y. The effect of other planets on this motion will be ignored.

we arrive at the following equations: most: —-Fcos cp = —£?¥cos cp.E. we can rewrite Eqs. allowing for the fact that r = l/x2 -I— y2. Using formula (81) and Newton’s second law.` ¤ U Z _ jig/“ » where constant It is equal to GM.. (85) We see that the problem has been reduced to the study of Eq.2:/r.y=—-O. (82) and (83) as follows: •• k •• k x Z — “°.•• i x-_ — (x2_|_y2)3/2 9 y __' l-— (x2_*_y2)3/2 ° (84) Without loss of generality we can assume that x:a. we arrive at the differential equations •• T.102 Differential Equations in Applications F sin rp. The special features of Eqs. (83) Bearing in mind that sin cp = y/r and cos cp = .x•=O. (84) under the initial conditions (85). (82) my: —Fsinq>:—§I}%sin cp.g)=v0a‘tt=O. Finally. (84) suggest that the most convenient coordinate system here is the one using polar coordinates: x = r cos cp and .

(88) Multiplying both sides of Eq. Q: rsincp + (rcoscp)q>. dz. both sides of Eq.(Zrco-I. (87) by cos cp.rep?) cos cp -— (Zrrp + sin cp = <87> (•7:—rcl>2) sin cp -|.: —— rlpz) eos qu —— (2rtp —{— sin cp. 1. Then dzzrooscp — (rsinrp) tp. Q. Using the last two relationships. (l’•—— Tq32)SlI1 (P + + COS (P.Ch. we can rewrite the differential equations (84) in the form (or..=•I:SlI1 cp —|— 2 cos cp) + (r cos cp) — (r sin cp) qaz. Construction of Diiierential Models 103 y = r sin q>. and ..2 ($— sm tp) gb (se) — (r sin cp) ·q.. QJ: rooos cp .-. Hence. — (r oos cp) qlz. (88) by sin ep.cos rp Z . [.

and subtracting the second product from the first.rqlz = -k/rz. (90) can be rewritten in the form d• -H-— (rzqn) = 0. we have reduced the problem of studying Eqs. (89) and (90) under the initial conditions (91). Precisely. we arrive at the equation 2rqi + riii Z 0. (88) by cos cp. (84) under the initial conditions (85) to that of studying Eqs. (eo) As for the initial conditions (85).C. suppose that an object moves from point P to point Q along the arc PQ (Figure 30). (89) Multiplying both sides of Eq. (87) by sin cp. both sides of Eq. (92) yields rah .. in polar coordinates they assume the form (91) Thus. <93> where C1 is a constant possessing an interesting geometric interpretation. (92) But Eq. Let S be the area of the sector limited by the segments OP and OQ and the . we find that ro. We also note that Eq.104 Differential Equations in Applications adding the products.

1. Construction of Differential Models 105 3 Cl { 0 P . we conclude that the areal velocity is a constant. This law of areas constitutes one of the three Kepler laws. dS _1 2 dcp _ 1 2’ 7F* 2 " at —?r "’• (94) The derivative dS/dt constitutes what is known as the areal velocity. and since in view of (93) rzqn is a constant.. in turn. Hence. 0 or dS = (1/2) rz dcp.. In full it can be formulated as follows: each planet moves along a plane curve around the Sun in such a manner that the radius vector connecting .Ch. 2 (P. But this. means that the object moves in such a manner that the radius vector describes equal areas in equal time intervals. too. 30 arc From the calculus course we know tl1at cp S--—i— rzd .2 Fig.

But then condition (93) implies that C1 = avo. The initial conditions imply. we can rewrite this equation in the form £-§rE. for one. rzcp = avo. we {ind that v2 lc C-‘¤··ij‘“T· . Hence.. we return to Eqs. we arrive at the following relationship: TM r w+C2· Since p = : O at r : a.evt _ k dt_dr dt _p dr—_ r3 —F’ or dp __ a2v§ _ k Pw"—_r W Separating the variables in the last differential equation and integrating. (89) and (90) with the initial conditions (91) imposed on them. (95) This transforms Eq. (89) into °‘ a2v2 lc ':‘%’"Tr· Assuming that : p.Q. or rp = avg/rz. To derive the next Kepler law. that r = a and cp : vo/a at t = O. which deals with the shape of the planetary trajectories.106 Differential Equations in Applications the S un with the planet describes equal areas in equal time intervals.

1. if we consider only the positive value of the square root.T r 22%+*: ‘ tv or. we finally have _ a2v§/lc rv 1+ecos<p (97) From analytic geometry we know that this is the equation of a conic in terms of polar coordinates.("<·“T)+T”··.(XJ°2···l·2Br···1. The constant C3 can be determined from the condition that r = a at cp = O.§“ (99 Dividing Eq. It is easy to verify that C3 = O.Ch. Construction of Differential Models 107 Thus. Thus. The result is T: a. The last equation can be integrated by substituting 1/u for r. with e the eccentricity of the conic. (96) by Eq. we hud that —§%·-—"L`7° -I/. we arrive at the equation Lz ____ k azvz v§ lc T. dr ___ l/ 2k 2]:: a2v2 ar. where __ 1 ___ 2k B_ lc Q--? a3v§ ’ — a2v§. The following cases are possible .2v§/lc 1+¤<>¤S(<¤>+6’3> ’ where e = il/cx + [32/B = avg/lc —-— 1. (95).

their orbits resemble "prolate" ellipses whose eccentricity is smaller than unity but very close to it._respec- .c/a. or vg = 2k/a. Note that the orbits of the Moon and the artificial satellites of Earth are also ellipses. Halley’s comet appears in Earth’s neighborhood approximately every 76 years. e differs little from zero. like. or vg > 2k/a. therefore. since they never return to the same place. Halley’s comet. Celestial bodies that move along parabolic and hyperbolic orbits may be observed only once. Say. but in the majority of cases these ellipses are close to circles. or vg<2k/cz. As for recurrent comets. (3) a parabola if e : 1. We. arrive at another of Kepler’s laws: the planets describe ellipses with the Sun at one focus.108 Differential Equations in Applications here: (1) an ellipse if e<1. Let us now establish the physical meaning of eccentricity e. Its latest apparition was in the period between the end of 1985 and the beginning of 1986. or vg = lc/o. (2) a hyperbola if e > 1. First we note that the components x and y of a planet’s velocity vector Valong the as and y axes. (4) a circle if e = O. say. that is. Astronomical observations have shown that for all the planets belonging to the solar system the value of vg is smaller han 2l.

Construction of Differential Models 109 tively. and the size v of vector V satisfy the relationship U2 I WL Q2. OO km km <>¤ km T lf by E we denote the total energy of the system. we get __ azvz/lc mr2a2v2 _ km __ '·· ¢‘··E· . (98) The potential energy of a system is minus one times the amount of work needed to move the planet to infinity (where the potential energy is zero by convention). 1. Hence.2 °2 km Assuming that cp = 0 and combining (97) with (100). which when combined with (86) yields w:#&+h From this it follows that the kinetic energy of a planet of mass m is given by the formula % mvz = é.Ch.m (rzcpz + rz). then formulas (98) and (99) yield 1 2. which in view of energy conservation must be constant.

Say. or circle if. is :1:2 12 @+%:1* . the shape of a planet’s orbit is completely determined by the value of E. E >O. or E = —mk2/2a. E < O. Thus. Let us now turn to Kepler’s third law. as is known. Taking into account the results obtained in deriving the previous Kepler law. Earth would go over to a hyperbolic orbit and leave the solar system forever. This law deals with the period of revolution of planets around the Sun. whose equation in terms of Cartesian coordinates. respectively. if we could impart such a "blow" to Earth that it would increase Earth’s total energy to a positive value.2v§. hyperboba. E = O.110 Differential Equations in Applications Excluding r from the last two relationships. we {ind that P 2a2v§ " Z l/1 +L nm Equation (97) for the shape of the orbit finally assumes the form T: azvg/lc 1+ ]/1—{—E (2a2v§/mkz) cos cp This formula implies that the orbit is an ellipse. we naturally restrict our discussion to the case of elliptic orbits. parabola.

Construction of Differential Models 111 .*. so that e2 ·—= (E2 — n2)/E2. 31 where (Figure 31) the eccentricity e = C/E. we conclude that ___ 1 a2v2/k a2v2/k __ a2v2 1-lge + 1-3:2 )_lc(1-0422) ¤2v3E” I M12 v or nz: 1%%. or n2 = E2 (1 —— B2). with C2 = E.7 A C F J2 gI Y' { Fig.2 —— n2. 1. _ (102) .(101) Combining this with (97) and allowing for the properties of an ellipse.Ch.

19 Beam Deflection Let us consider a horizontal beam AB (Figure 32) of a constant cross section and made of a homogeneous material. Finally.442 Differential Equations in Applications Let us denote the period of revolution of a planet by T. on the basis of (94) and (95).-{. Suppose that forces acting on the beam in the vertical plane containing the symmetry axis bend the beam as shown in Figure 33. we arrive at the following result: 4. since the area limited by an ellipse is Jtgn. Usually a bent symmetry axis is called the elastic line. 1. By definition.a. Clearly.2§2»n2 43-[2 T2: —. These forces may be the weight of the beam itself or an external force or the two forces acting simultaneously. we conclude. the symmetry axis will also bend due to the action of these forces.:g‘—:T€“· This constitutes the analytical description of Kepler’s third law: the squares of the periods of revolution of the planets are pro— portional to the cubes of the major axes of the planets’ orbits. The problem of deter- . that at§n == av0T/2. Then. taking into account (102). T is the time it takes the planet to complete one full orbit about the Sun. The symmetry axis of the beam is indicated in Figure 32 by a dashed line.

There are also various ways in which loads can be applied to beams. Let us consider a horizontal beam OA (Figure 37).Ch. Of course. Suppose that its symmetry axis (the dashed line in Figure 37) lies on the :1: axis. with the positive direction being to the right of point O. Figure 34 depicts a beam whose end A is rigidly fixed and end B is free. Figure 36 illustrates the case of a concentrated load. The positive direction of the y axis is downward from point O. External forces F1. For example. Such a beam is said to be a cantilever. Note that there can be various types of beam depending on the way in which beams are fixed or supported. The deflection y of the elastic line from the III axis is known as the sag of the beam at point x. the origin. F2. which becomes the elastic line (also depicted in Figure 38 by a curved dashed line). we can always find the sag 8-0770 . the load can vary along the entire length of the beam or only a part of this length (Figure 35). if we know the equation of the elastic line. Thus. (and the weight of the beam if this is great) bend the symmetry axis. Figure 35 depicts a beam lying freely on supports A and B. For example. 1. Construction of Differential Models 113 mining the shape of this line plays an important role in elasticity theory. Another type of beam with supports is shown in Figure 36. a uniformly distributed load is shown in Figure 34.

33 Al B §§ Fig.2:."’”/M Fig. In calculating the moments we assume that the forces acting on the beam upward result in negative moments while those acting downward result in positive moments. Let us denote by M (x) the bending moment in the cross section of the beam at coordinate . 32 AB %”""Ill§!. . Below we show how this can be done in practical terms.114 Differential Equations in Applications A £m/# m#//1///0/////100// B Fig. The bending moment is defined as the algebraic sum of the moments of the forces that act from one side of the beam at point x.. 34 of the beam.

35 _P AB s Fig. 36 FFM 1 fg 5 (Z`) G 0A a: JI} .Ch.:M . Construction of Diherential Models 145 P cz Fig. 1. 103 u+<y >=1=··x= (x) ( ) where E is Young’s modulus.4. 37 The strength-of—materials course proves that the bending moment at point x is related to the curvature radius of the elastic HDB via HIE 9ql1&tiOIl EJ .9 Fig. which de8* .

Now. we consider the following problem. wl F5 W `4 y (D Fig. A horizontal homogeneous steel beam of length l lies freely on two supports and . the slope y' of the elastic line is extremely small and. The product EJ is commonly known as the flexural rigidity. J is the moment of inertia of the cross section of the beam at point as about the horizonta-1 straight line passing through the center of mass of the cross section. if we suppose that the sag of the beam is small.116 Differential Equations in Applications 5 F 0 3 fl. (104) is used in practice. in what follows we assume this product constant. therefore. (103) we can take the approximate equation EJ y" = M (:1:). instead of Eq. (104) To illustrate how Eq. 38 pends on the type of material of the beam. which is usually the case in practice.

In Figure 39 the elastic line is depicted by the dashed curve. On the other hand.--··’ . which is p kgf per unit length.2: 1QI 9 *°°` . We wish to determine the equation of the elastic line and the maximal sag.. At a distance x from point Q a force equal to pl/2 acts on the beam upward and generates a negative moment.¤<&·~v} Fig. The bending moment M (sc) is the algebraic sum of the moments of these forces acting on one side from point Q (Figure 39).Ch... a force equal to px acts on the beam downward at a distance . Construction of Differential Models 117 pi/2 pz/2 L-a: 0XA —` __________ . Thus. Let us first consider the action of forces to the left of point Q. Since we are dealing with a two-support beam.. 39 sags under its own weight. each support acts on the beam with an upward reaction force equal to half the weight of the beam (or pl/2).1/2 from point Q and generates a positive moment. 1. the net bending .

while a force equal to pl/2 acts on the beam upward at a distance l — az from point Q and generates a negative moment. Now.. we find that a force equal to p (l — :1.r.2 (106) Formulas (105) and (106) show that the bending.) acts on the beam downward at a distance (l -. we can easily write the basic equation (104).. The net bending moment in this case is calculated by the formula M(x>=·p (i——¤¤>i?—§L<i—x> .py=O.. . (107) so as to {ind y: y=Oatx=Oand.118 Differential Equations in Applications moment at point Q is given by the formula z21 Mw: ···§Lx+Px(%)=f%·—%£ (105) If we consider the forces acting to the right of point Q.sz:)/2 from point Q and generates a positive moment.atx:l. 2 . which in our case assumes the form Ely": Jl? -—%E (107) Since the beam does not bend at points O and A. . we write the boundary conditions for Eq..2=i-E2 .moments prove to be equal. knowing how to find a bending moment.

For instance. (107) then yields y = @1% (xi -— 2Zx3—|— Pcs). (108) This constitutes the equation of the elastic line. Ignoring the question of how traffic should be arranged that loaded and empty traffic trucks meet only at such sections.Ch. The width of the forest road is usually such that only one truck can travel along the road. with E =-— 21 >< 105 kgf/cm2 and J = 3 >< 104 cm4. say. Usually a logging truck consists of a tractor unit and a trailer connected freely ./`. logging trucks move along forest roads some of the time. let us establish how wide the turns in the road must be and what trajectory the driver must try to follow so that. It is used to calculate the maximal sag. in this example. 1. 1. It is assumed that the truck is sufficiently maneuverable to cope with a limited section of the road. we conclude that the maximal sag will occur at :2: = Z/2 and is equal to 5pl‘*/384E. thirty-meter logs can be transported.Sections of the road are made wider so that trucks can pass each other. basing our reasoning on symmetry considerations (the same can be done via direct calculations).20 Transportation of Logs In transporting logs to saw mills. Construction of Differential Models 119 Integration of Eq.

120 Differential Equations in Applications S . One end of each log is placed on this platform. The trailer’s chassis consists of two metal cylinders one of which can partly move inside the other. Thus. Point C corresponds to a small axis that connects . F Fig. The tractor unit has a front (driving) axle and two back axles above which a round platform carrying two posts and a rotating beam are fastened. 40 to each other. This platform can rotate in the horizontal plane about a symmetrically positioned vertical axis. which enables the tractor unit and the trailer to move independently to a certain extent.9 C Q P XBAY s R Q P A. The points A and B correspond to the axes of the platforms a distance h apart. The chassis connects the back platform with the axis that links the trailer with the tractor unit. but also has a platform with two posts. Schematically the logging truck is depicted in Figure 40. the length of the chassis can change during motion. By XY we denote a log for which AX : kh. The trailer has only two back axles. The other ends of the logs are put on this platform.

Here it is convenient to fix a coordinate system . Usually a-:0. corresponding to the axis of the front platform. In what follows we will need the concept of the sweep of the logging truck. so that for the sake of simplicity we assume that the width of the logging truck is 2L. and PP and QQ are the back axles of the tractor unit. As for the width of the load in its rear. Construction of Differential Models 121 the tractor unit with the trailer. the driver operates the truck in such a way that point A. we put it equal to 2W. which is commonly understood to be the maximum deflection of the rear part of the logging truck (for the sake of simplicity we assume this part to be point X) from the trajectory along which the logging truck moves. Next. is exactly above the road’s center line. All axles have the same length 2L.3. with AC=ah. FF is the front axle of the tractor unit. For the sake of simplicity we assume that a logging truck enters a turn in the road in such a way that the tractor unit and the trailer are positioned along a single straight line. while RR and SS are the trailer axles. 1. Point A in Figure 41 is determined by the angle X that the truck AC makes with the initial direction.Ch. but in the simplest case of log transportation a = O. Let us suppose that the road has a width of 2[iih and that usually a turn in the road is simply an arc of a circle of radius h/cz centered at point O (Figure 41).

which determines the sweep of the logging truck at a turn and is known as the halfwidth of the road at the outer curb of a . Usually this angle is the logging truck’s angle of lag.z· Fig.// \ x /’ ‘ 0 . In a general situation the load carried by the truck will make an angle 6 with the initial direction.122 Differential Equations in Applications X \\\\ Zrzifial __ g_8 \_\____ dirccfian '/’ \\ // \ /0 x x y // // A /// //// \ // /`/// \ / /. 41 Oxy in such a way that the horizontal axis points in the initial direction and the vertical axis is perpendicular to it. As for angle BAC in Figure 41. = X —— 9. denoting it by u we {ind that u. The required halfwidth h of the road.

and angle X is determined by the motion of point A along the arc of the circle. O i80° 30u N · . This requirement.. where OP is the perpendicular dropped from point O onto AB. that in building a road the curvature of a turn in the road is determined by an angle N° that corresponds to an arc length of a turn of approximately 30 m.Ch. at h = 9 m and ot -:0. For practical considerations we must consider only such cx’s that lie between 0 and 1. The log length 7th will be greater than h. the greater the maneuverability of the logging truck. while at h = 12 m and cx = 1. We stipulate that in its motion a logging truck’s wheel either experiences no lateral skidding at all or the skidding is small.—:T—T. 1. for one thing. while the halfwidth of the road at the inner curb of a turn is defined as the algebraic sum OA + L — OP.0 we have N ° :=¢ 142°. further. Thus. is defined as the algebraic sum OX — OA —l— W. so that OA is perpendicular to AC. means that the center line AC of the tractor unit constitutes a tangent to the arc of a circle at point A. reasoning on practical grounds.1 we have N° z 19°. Construction of Differential Models 123 turn. and the greater the value of oc. In our notation. but again.—. (109) where h is measured in meters. . Note.

and u are . the value of 2.:—tanxp. we arrive at the following chain of equalities: sin (X—1|>) ___ sin (0—1|>) __ sin u. Y: —£—cosX +hsin0. we note that in each case the value of h is chosen differently. Thus. it is assumed that 0 { a < 0. + 0 and studying triangle ABC. (110) Since the trailer’s wheels do not skid either. but it varies between 9 and 12 m. 0. point B moves in the direction BC and dY -ai-—. Next. and xp. varies between 1 and 3. Finally. ‘—‘r"*———. employing the fact that X = u.5. y:-.124 Differential Equations in Applications it must not be greater than 3h. a ex The coordinates of point B are X=—.£cosX. As for constant a. the coordinates of point A in Figure 41 are x= —E·sinX.»T*-Th · (**2) where 0<b<1.—sin X—hcos 9.. (111) where mp is the angle which BC makes with the initial direction. Since the wheels of the tractor unit do not skid laterally.

—{-(-Ex-cosX+hT1T(-s1n9)s1n1p-O. "The sweep of a logging truck". 1: 19-26 (1974/75).B. . Eq. No. we arrive (since 9 : 0 at X = 0) at the differential equation 2. Spectrum 7.-. 114 dx _1 0t(1——ac0Su) ( ) with the initial condition u (0) :. X dependence proves to be extremely complicated. where the angle of lag plays the role of the sought function. of course. .. If we combine (111) with (110).. %3—cos9)cos1p It dB . Nevertheless. Carrying out the necessary calculations. 1.Ch. (114) can easily be integrated and studied numerically. we find that (—-Q-S1nx+z. which. we can mtegrate the equation in closed form.· O. W9 arrive at sin(X——1p)== on —g§—cos(9—1p). the resulting u vs..22. Tayler.. Math. (113) If we exclude variable 142 from this relationship fora fixed value of a by employing (112) and the fact that X =-· u —l— B. However. hinders an effective study.. To this end we can * See A.. Construction of Differential Models 125 functions of X.* _ By substituting v for tan (u/2) in the differential equation (114).

such that ui x cp. uz. X .126 Differential Equations in Applications employ. U) = 1 — SIN (U)/(AL=•·(1 — A=•·COS(U))) 30 CLS: PRINT "Soluti0n of differential equation" 40 PRINT "Runge—Kutta second-order method" 100 PRINT "Parameters:" 110 INPUT "Alpha=". ul. A 130 INPUT "Step of independent V&I'I&bI€=”. At equidistant points xm xp xw ·» (xm —~ xi = AX >0) we select values uc. u2. uc). the Runge—Kutta second—order numerical method the essence of which is the following. (114) numerically with the initial condition u (0) == 0. where the successive values ul. are specified by the formulas ui+1 Z ui ’l’ (ki ’l` k2)/2¤ with ki = f (xi. we compile the following program using BASIC: 10 REM Runge-Kutta second-order method 20 DEF FNF (X. u) passes through a point (X0.I‘I&bI6==·”. . ui) AX» k2 : ft (Xi JF AX» ui ‘l‘ ki) AXTo solve Eq. Suppose that an integral curve u = cp (X) of a differential equation du/dX = j (X. AL 120 INPUT "a=". for example. (X). DX 140 PRINT "Initial values:" 150 INPUT "of independent V3.

U 200 BEM Next 20 values of function 210 CLS: PRINT "X".a2q.2]) — 1—|—a2cz.Ch.U) 250 X = X "l‘ DX 260 K2 = DX*FNF(X. we must know the limiting value C of this solution. Construction of Differential Models 127 160 INPUT “of function=". The number C can be found from the condition that cx(1 —acosC) =sinC. U 240 K1 : DX»¤·FNF (X. For small cx’s the value of ·y is fairly great and is . 1. we have C = at/22 tan‘1a.|. No = 0)”. if ex = 1. which leads to the formula C__Sin_1 ( Oi [1-a 1/1-q2. The limiting value C can be approximated (·‘i ’ by an exponential. namely C — u z e‘V%. but if cx < 1. “U" 220 FOR I :1 TO 20 230 PRINT X. I 300 IF I ( )0 GOTO 210 310 END Note that to compile the table of values of the solution for concrete values of on and a. then C z ot (1 — a). U -{— K1) 270 U = U —|— (K1 + K2)/2 280 NEXT I 290 INPUT "Continue (Yes = 1.2 ° Here. where ·y = oc (cos C -— a)/sin2 C.

2824244 . = u (X).2299778 . Below we give the protocol for calculating the values of the function u.1437181 _4 .3 Step of independent variable = 0.6 . Solution of differential equation by Runge-Kutta second-order method Parameters: alpha = 1.3347111 .0 a = 0.8 .128 Differential Equations in Applications approximately given by the relationship /\J YN @(1-——a) But if ot :1. we have ¤(1+¤2> Y: 1—a“ ° For the step AX in the variation of the independent variable X we must take a number that does not exceed C.3146894 1 .5 Initial values: of independent variable = 0 of function = 0 Xu 00 .2 . This requirement is especially important for small oa’s and in the neighborhood of X = O.

4 . No = O)? 1 Xu 4.2 . Construction of Differential Models 129 1.200001 .3682006 3.8 .399998 .8 .3683316 5.3682802 Continue (Yes = 1.6 .3683308 5.3682494 3.400001 .000001 .600001 .3683327 6.3674978 2.000001 .368312 4.200001 .999998 .599999 .3681232 3.3683324 5.3670091 2.599998 .3650054 2. 1.3680005 3.800001 .3682997 4.3683276 5 .Ch.3472088 1.2 .3630556 2 .3683246 4.35996 1.3683326 6.4 .3683329 9-0770 .799999 .4 .3683296 5.3683329 6.2 .800001 .3683197 4.3683321 5.999999 .799998 .367806 3.3550403 1.3662343 2.600001 .3683328 6.6 .199999 .3683328 6.399999 .

3683329 9.3683329 10.399997 .599997 .3683329 7.130 Differential Equations in Applications 7.3683329 7.3683329 8.3683329 8.3683329 8.3683329 7.3683329 9. 79999 .599996 .3683329 1 1 .59999 .3683329 9.999995 .4 .3683329 10.2 .399997 .599997 .199996 .199998 .3683329 Continue (Yes = 1.3683329 9.3683329 9.3683329 10.19999 .3683329 11.3683329 11 .3683329 10.3683329 10.3683329 8.99999 .999997 . They show how an increase in X .6 .8 .799997 .799996 .3683329 11.799996 .3 are presented graphically in Figure 42.3683329 8.39999 .399996 .199997 . No = O)? 0 OK The results of a numerical calculation at a = O.3683329 Continue (Yes == 1. No = O)? 1 gg u 7.999996 .

2--2-g. For clarity of exposition the scales on the u and X axes are chosen to be different. the maximal halfwidth Bh of the road can be determined from the following formula for B: 11W B = I/’“2+w"tr+v7· In Figure 43 the solid curves reflect the relationship that exists between B-.Ch. Construction of Differential Models 131 influences the angle of lag of the logging truck. 1. First we note that OX2 = (-g—sin X—9»h cos 9)2 —}—(£—c0sX-|—7tn sin6)2 =h2 (2%-1-}. Thus. For Qi . while the dashed curves show what must be the value of B -— L/h to guarantee the necessary "margin" at the inner curb of the turn. Now let us determine the sweep of the logging truck by using the concept of halfwidth of the road at the outer curb of a turn (this quantity was defined earlier as the algebraic sum OX — OA —}— W (Figure 41))..W/h and oc for different values of Z.—-sin u) . increases. u. -·· This shows that the sweep decreases as X grows since the angle of lag.

/’/’ /•/' .d°0 I I A =2 / {cc-= Q3 /I ’1 /’// /.z’ . 43 . C=QO70/372 0 50 X Fig.132 Differential Equations in Applications u 7 C`=CZ987¢?826 CX = 7 6'=(Z56853Z9 Of = Q 5 a=g_.#’ 0 ` 7 ’ Oc 0 Fig. 42 WL /’ 7 #" F 7I/ AEJ .

1. Here is a typical example that illustrates these results.—(1-—cos C)|a=0-. then for logs of approximately 24 m in length (reckoning from the axis of the front platform) we have X = 2. which corresponds to the simplest case of logging. and L/h = 0. If a logging truck in which the distance between the front and back platforms is 12 m follows a turn along an arc of a circle of radius 60 m..2 for the inner curb. then oc = 0.(1—c0s C) +-5. Construction of Differential Models 133 every position of the logging truck on the road we must have [5:.4 m and width of the load in the rear is 1.05. Theoretically the necessary halfwidth of the road at the . Then (115) yields _. If the width of the logging truck is 2.45 for the outer curb of the turn and B = 0.(115) Next.%-(1—·cosu)-|—%’— 1L <—. = 0.2 and. the angle of lag u proves to be the greatest when a.. Thus..1. W/h = 0.:2——K6%2—. since the value of C decreases with a..Ch. in accordance with (109) N° is approximately 28°. 2 [1--2-<—. from Figure 43 it follows that for all values of cz we have B = 0. .2 m. Now let us dwell on the results that follow from the above line of reasoning.

Practice has shown that an inexperienced driver is not able to drive his truck along such a curve and needs a road whose total width at a turn is at least 10.2. as can easily be seen. If the logging truck transports logs whose length is 14. This conclusion also holds true in the situation . if we compare the two cases considered here.4 m (reckoned from the axis of the front platform) and whose bunch width in the rear is 1.8 m. we see that an increase in the length of the logs by 9.6 m requires widening the road at a turn by 2. as in the previous case.76 m so that the driver can drive the truck along a curve whose length at the turn is approximately equal to the length of the road’s center line. Hence. the necessary halfwidth of the road at the outer curb of the turn is 2.22. The theory developed above shows that the sweep of the logging truck is the greatest when the truck enters the turn.4 m. For one. since in this case the angle of lag grows. while the same quantity at the inner curb. This reasoning shows that the longer the logs transported the wider the road at a turn must be.8 m (if the load transported is 24 m long) for a truck width of 2.134 Differential Equations in Applications outer curb of the turn is equal to 5.4 m and that at the inner curb to 2. is equal to 2. The value of [5 then proves to be the same for the inner and outer curbs of the turn and equal to 0.64 m.4 mi. then in the case at hand Pt = 1.4 m.

-+2 gmc. Construction of Differential Models 135 when the truck enters one section of a zigzag turn after completing the previous one at the point of inflection. --27. we must select the initial condition in the differential equation (114) in the form u (0) == ——C0. But if there exists a nonzero initial angle of lag C0 caused by the zigzag nature of the turn. However. . for fairly large values of a the values on >1 become possible. $.+ Q". the value of oc is chosen such that the required halfwidth of the road at the inner curb of any turn is always smaller than at the outer curb.5 considerable economy in the width of a road is achieved by increasing a (see Figure 43). is not much greater than unity. The results represented graphically in Figure 43 correspond to the case where prior to entering a turn the tractor unit and the trailer are positioned on a single straight line. We note in conclusion that for ot > 0.Ch. Thus. it is impossible to pass a turn with on greater than unity. they must obey the following relationship: ot (1 —— a cos C) = sin C. with the practical extremal value of ot being 1. a-:-0. We note that in the case of simple log transportation. Then the required width of the road is determined from the following formula for B: rs: 1/ xw. the maximal value of on is (1 — a2)**/2.25 at a == 0.5. that is. 1. If the load is such that 2.

Hence. 2. as noted in the Preface. However. the process of establishing the general nature of solutions to ordinary differential equations. the overwhelming majority of differential equations are not integrable in closed (analytical) form. one can use a general property of such equations whose analogue. Below with concrete examples we show how in solving practical problems one can use the simplest approaches and methods of the qualitative theory of ordinary differential equations. to study differential models of real phenomena and processes we need methods that will enable us to extract the necessary information from the properties of the differential equation proper.1 Curves of Constant Direction of Magnetic Needle Let us see how in qualitative integration.Chapter 2 Qualitative Methods of Studying Differential Models In solving the problems discussed in Chapter 1 we constructed differential models and then sought answers by integrating the resulting differential equations. for . that is.

y) belonging to the domain D of function f (x. 2. y) is an interior point and which makes an angle 9 with the positive direction of the x axis such that K = tan 9 = f (sc. y) the differential equation assigns a value of dy/dx. the slope K of the tangent to the integral curve at point M (:2:. y)-plane. y).Ch. The collection of all line elements in D is said to be the field of directions or the line element field. 11). we say that at each point M (:c. Bearing this in mind. Thus. let us consider the first-order ordinary differential equation -3%-=f(¤¤. The reader will recall that curves at Earth’s surface can be specified along which the direction of a magnetic needle is constant. y) is assumed singlevalued and continuous over the set of variables sc and y within a certain domain D of the (ec. (U6) where the function f (1:. y). From this it follows that geometrically the differential equation (116) expresses the fact that the direction ofa tangent at every point of an integral curve coincides with the direction of the field at this point. is the property of the magnetic field existing at Earth’s surface. Graphically a linear element is depicted by a segment for which point M (az. Qualitative Methods 137 example. . To each point M (x. y) of D the differential equation (116) defines a direction or a line element.

which cannot be integrated in closed (analytical) form. its isoclinals are given by the equation f (J:. Let us consider. The isoclinals of the magnetic field at Earth’s surface are curves at each point of which a magnetic needle points in the same direction. v>O.2:. the differential equation {11%-=w2—l-y·'*. the isoclinals are concentric circles of radius I/v centered at the origin and lying in the (as. the set of points in the (. The form of this equation suggests that the family of isoclinals is given by the equation x2+y2=v. As for the differential equation (116). we can approximately establish the behavior of the integral curves of a given differential equation. for example.138 Differential Equations in Applications To construct the field of directions it has proved expedient to use the concept of isoclinals (derived from the Greek words for "equal" and "sloping"). y)-plne. Knowing the isoclinals. y) = vi where v is a varying real parameter. that is. that is. At each point of . y)-plane at which the direction of the field specified by the differential equation (116) is the same.

even with more complicated equations knowing the isoclinals may prove to be expedient in solvinga specific problem. This information alone is sufficient to convey an idea of the behavior of the integral curves of the given differential equation (Figure 44). 44 such an isoclinal the slope of the tangent to the integral curve that passes through this point is equal to the squared radius of the corresponding circle.Ch. Let us consider a geometric method of integration of differential equations of the . However. 2. We arrived at the final result quickly because the example was fairly simple. Qualitative Methods 139 9 V gg? it Fig.

140 Differential Equations in Applications type (116).0.%¥+Ji§.·—*f(9?» ll). (L) are the possible point—of-inflection curves. specifies curves at whose points dy/dx = 0. 6* . 11) _ ‘—3.—·+*—5‘.. This means that the points of these curves may prove to be points of maxima or minima for the integral curves of the initial differential equation. Employing Eq.. that is.. This oxplains why out of the entire set of isoclinals we isolate the "zero" isoclinal. points of inflection should be sought among the points at which y" vanishes. the "zero" isoclinal equation. _ 6f(¤=.!%. (116).* Note. we find that .. for * It is assumed here that integral curves that {ill a certain domain possess the property that only (que integral curve passes through each point of the omain. :.(L) Equation (I 0). y) 6f(¢» y) » y ·· ‘—5. As is known. .. y)_ The curves specified by Eq.·(_. y) 6f(==.‘+—w*y 0 . The method is based on using the geometric properties of the curves given by the equations f(¤¤· y)=0· (I0) 0f(=v. For greater precision in constructing integral curves it is common to find the set of inflection points of these curves (provided that such points exist).

This enables giving a rough picture of the behavior of integral curves. between the straight lines (I0) and (L). There are . S 2 (y' < 0. . The straight lines (I 0) and (L) break down the (sc. is not a point-0f—inflection curve. y)·plane into three subdomains (Figure 45): S1 (y' >O. S2. that a point of inflection of an integral curve is a point at which the integral curve touches an isoclinal. or y = -:1:. T 0 the right of (I 0) the integral curves point upward. to the right of the straight line (I 0). y" >O). The points ofminima of the integral curves lie on the straight line (I 0). A direct check verifies that curve (I 0) is not an integral curve. to the left ofthe straight line (L). y" < 0)..Ch. Qualitative Methods 141 one. Thezcurves consisting of extremum points (maxima and minima points) and points of inflection of integral curves break down the domain of f into such subdomains S1. Sm in which the first and second derivatives of the solution to the differential equation have definite signs. As an example let us consider the differential equation y’ = x + y. while to the left they point downward (left to right in Figure 45). hence. As for curve (L). and S3 (y' < 0. y" > 0). The equation of curve (I 0) in this case has the form as + y = 0. whose equation in this case is y -l— x —}— 1 = 0. In each specific case these subdomains should be found. 2. we find that it is an integral curve and.

. Such a curve is commonly known as a separatrix. since it separates one family of integral curves from another. The behavior of the integral curves on the whole is shown in Figure 45. To the right of the straight line (L) the curves are convex downward and to the left convex upward.142 Differential Equations in Applications ‘ SI 0 Y —¤ S5 \ K -1 Fig. Note that in the given case the integral curve (L) is a kind of "dividing" line. 45 no points of inflection.

It must be .Ch. The problem of when a solution exists and of when it is unique is solved by the so·called existence and uniqueness theorems. they are widely used. that is.2 Why Must an Engineer Know Existence and Uniqueness Theorems? When speaking of isoclinals and point—of— inflection curves in Section 2. 2. existence and uniqueness theorems lie at the base of not only the above-noted qualitative theory of differential equations but also the methods of numerical integration. Thus. the methods by which the theorems are proved suggest methods of finding approximate solutions with any degree of accuracy. They serve as a basis for creating new methods and theories.1. Often their proof is constructive. Many methods of numerical solution of differential equations have been developed. we tacitly assumed that the differential equation in question had a solution. These theorems are important for both theory and practice. Qualitative Methods 143 2. Existence and uniqueness theorems are highly important because they guarantee the legitimacy of using the qualitative methods of the theory of differential equations to solve problems that emerge in science and engineering. which narrows their practical potential. and although they have the common drawback that each provides only a concrete solution.

7.— f (ac. Int. Technol. then for every point (xo. y)* See C. y)—plane. (116) function f is defined and continuous on a bounded domain D in the (x. Math.E.144 Differential Equations in Applications noted. Roberts.. such a problem issaid to be an initial-value problem. . however. y (wo. To illustrate what has been said. Existence and uniqueness theorem If in Eq. ( > that is defined on a certain interval containing point xo. J r.* but hrst let us formulate one variant of existence and uniqueness theorems. No. Existence theorem If in Eq. that before numerically integrating a differential equation one must always turn to existence and uniqueness theorems. ** If we wish to find a solution of a differential equation satisfying a certain initial condition (in our case the initial condition is y (xo) = yo). yo) E D there exists a solution y (x) to the initial-value problem ** dy — — 117 E. let us take two simple examples. This is essential to avoid misunderstandings and incorrect conclusions. Educ. J.) —— yo. "Why teach existence and uniqueness theorems in the first course of ordinary differential equations?". (116) function f is defined and continuous on a bounded domain D in the (x. 1: 41-44 (1976). y). Sci.

y (—— 1) = 0.+1 = yi -}— hf (xi.1. then for every point (xo. Qualitative Methods 145 plane and satisfies in D the Lipschitz condition in variable y. Extension theorem If the hypotheses of the existence theorem or the existence and uniqueness theorem are satisfied. from the problem considered on p. with L a positive constant. Note that the problem involving the equation y' = —x/y emerges. y1)|<L|y2-—y1l. yi)-—f(x. Using the numerical Euler integration method with the iteration scheme y.21 (118) on the interval l-. (116) with the initial data (xo. 3]. that is.1. then every solution to Eq. solve the initial-value problem y' == -—x/y. Let us consider the following problem. 162 concerned with a conservative system consisting of an object oscillating horizontally in 10-0770 . In the first case the extension is not necessarily unique while in the second it is. for example.Ch. liisv. 2. yo) E D there exists a unique solution y (x) to the initial-value problem (117) defined on a certain interval containing point xo. yi) and step h = 0. y0) E D can be extended to a point that lies as close to the boundary of D as desired.

ONM -— 2. To numerically integrate the initial·value problem (117) on the l·—-1.: NEXT I 1200 REM Oy 1210 DRAW "BM88. I. 0 PRINT "Y" 1160 LOCATE 3. 11: PRINT "1" 1170 LOCATE 13. 2. 10*1 + 11: PRINT USING "4:t xt". 1 1030 END 1100 REM Construction of coordinate axes 1110 SCREEN 1. 39: PRINT "X" 1180 LOCATE 23. 11. 1. FNY(Y)). Y) : 30 GOSUB 1110: REM Coordinate axes 40 REM Next value of function 1000 LINE —(FNX(X). 10: PRINT "-1" 1190 FOR I = -1 TO 2: LOCATE 13. —{—8NM + 2.146 Differential Equations in Applications a vacuum under forces exerted by linear springs.8] interval we compile a program for building the graph of the solution: 10 REM Numerical integration of differential equation 20 DEF FNF(X.9 GOTO 100 1020 LOCATE 23. —|—8D16" 1220 FORI = 1 TO 11: DRAW "NR2D16": NEXT 1230 REM Ox . 0: KEY OFF: CLS 1120 DEF FNX(X) = 88 —l— 80*X 1130 DEF FNY(Y) = 96 — 80*Y 1140 REM Legends on coordinate axes 1150 LOCATE 1. 2 1010 IF X < 2.

and lines 50 to 990 must hold the program of the numerical integration of the differential equation. 1280 LOCATE 25. 1: PRINT STRING$(40. Y 1290 PSET (FNX(X). Y) = —X/Y 30 GOSUB 1100: REM Coordinate axes 40 REM Next value of function 100 Y = Y —|. ——2NM — 7 —|—2L23" 1250 FOR I = 1 TO 19: DRAW "NU2L16": NEXT 1260 REM Input of initial data 1270 LOCATE 25. Let us now turn to the existence theorem. For the initial-value problem (118). y) = —x/y is defined and continuous in the entire (x. Qualitative Methods 147 1240 DRAW "BM319. 1: INPUT. the function f (:2:. 96NM -—— 7. X: INPUT. FNY(Y)). "xO =". "yO =". 2. "). DX: INPUT.DX*FNF(X. 2 1300 RETURN Here in line 20 the right—hand side of the differential equation is specified. Y) 110 X = X + DX The results are presented graphically in Figure 46. "dx =”. y)—plane exclud10* .Ch. In our case (the initial-value problem (118)) the beginning of the program has the following form: 10 REM Euler’s method 20 DEF FNF(X.

N 4Q *< \` <o BO °§ <¤ N <\¤ <¤ 5 " U U ¤· 5 T N·n 9 <¤ S I ec <1· '\ E ' In .H °°.

This solution. by resorting to the existence theorem (and to the extension theorem) we were able to "cut ofi" the segment on which there is certain to be no solution of the initialvalue problem.0218. we can specify the true interval in which the solution to the initial-value problem (118) exists. Thus. 2. a solution to the initial—value problem (118) exists only for | :2: | < I/1. we get y = I/1.21 -1 Integrating.Ch. allowing for the concrete form of the differential equation. the initial-value problem (118) has a solution y (x) defined on a certain interval containing point xo = -1. Qualitative Methods 149 ing the :1: axis. Thus.3< b<1. in accordance with the existence theorem. with a< -1 and 1. b). As a result of numerical integration we have arrived at a solution of (118) defined on an interval (a.—§ we 0.4. since in the initial equation the variables can be separated. Indeed. The fact is that as the solution y = y (as) approaches the sv axis. we have yI S mm. Hence.0441 .0441 —— 1:2.*:1 1. If we employ only numerical integration. according to the extension theorem. However. can be extended to a value of y (cc) close to the value y (x) =-· O. the angle . we arrive at an erroneous result.

150 Differential Equations in Applications of slope of the curve tends to 90°. in the time that the independent variable x changes by 0. Y) =3·•=X·•=SGN(Y)·•·ABS(Y) A (1/3) 30 GOSUB 1100: BEM Coordinate axes 40 REM Next value of function 100 Y = Y —l— DX*FNF(X. We wish to solve the initialvalue problem y' = 3x?/yi y (-1) == --1 (M9) on the segment [— 1. the value of y is able to "jump over" the as axis. and we find ourselves on an integral curve that differs from the original. The following example is even more instructive. This happens because the Euler method allows for the angle of slope only at the running point. . The approach here consists in first employing the Euler method and then an improved Euler method with a step h = 0. 1].1 and an iteration scheme E/z+1 = Hz + hl (xi+1/21 yi+1/2)? with yi+1/2 = yi + hf ( ¤?z» yi)/2We solve the initial-value problem (119) using the above program.1. whose beginning in the case at hand has the following form: 10 REM Euler’s method 20 DEF FNF(X. Y) 110 X ¤= X —{— DX The results are presented graphically in Figure 47. Therefore.

Ch. 47 As for the improved Euler method. 2.16/* 7 Q6 Q2 *7 ·l26 ·Q2 0 QZ Q5 1 as -Q2 *625 ·· I Fig. Y) == 3*X*SGN(Y)*ABS(Y) A (1/3) 30 GOSUB 1100: REM Coordinate axes 40 REM Next value of function 50 D2 = DX/2 . the beginning of the program has the following form: 10 REM Improved Euler’s method 20 DEF FNF(X. Qualitative Methods 151 .

Y1) 120 X = X + DX The results are presented graphically in Figure 48. we integrate the .7. Y) 110 Y = Y -I— DX·¤=FNF(X —l— D2. ‘QZ -06 -7 Fig. To look into the reason for such striking discrepancy in the results. 48 100 Y1 = Y + D2·•·FNF(X. and the diagram differs from that depicted in Figure 47.152 Differential Equations in Applications 9 1 Q6 622 -7 -05 ·QZ 0 az as 1 .

this solution can be extended to any segment. y)= .2:. we get Q! x S 1]**/3 dn:-3S §d§. 1] is not unique. = --1.::%/y` is continuous in the entire (1:. the existence theorem implies that the initial—value problem (119) has a solution defined on a segment containing point xl. 2.2:3 if :1:<O. Further. and. y2(x) Zl -. Separating the variables. y)/0y = :cy‘2/3.x". This result already suggests that the solution via the Euler method gives the function yl (sc) == 1:3 while the solution via the improved Euler method gives . -1 -1 or. which means that the solution of the initial—value problem considered on the segment [-1. finally.1:>O Both yl and yl are solutions to the initialvalue problem (119). according to the extension theorem.Ch. we note that since the function f (. y)-plane. Let us now turn to the existence and uniqueness theorem in connection with this problem. First. since 6f (ac. the functionf (sv. y) = 3.1:3 if . y = . Qualitative Methods 153 initial-value problem.i.

it is easy to show that the function does not satisfy the Lipschitz condition. that is. there can be several such solutions. Hence. O]. If. . Generally.154 Differential Equations in Applications 3x:}/y satisfies the Lipschitz condition in variable y in any domain not containing the 1: axis. however. by resorting to the existence and uniqueness theorem (and the extension theorem) we were able to understand the results of numerical integration. Thus. But since the straight line y = O constitutes a singular integral curve of the differential equation y' = Bx:}/y. there is no way in which we can extend the solution to the initial-value problem (119) beyond point O(O. a domain does contain points belonging to the x axis. we already know that as soon as y vanishes. however. the solution exists and is defined only on the segment [-1. if we are speaking of the uniqueness of the solution of the initial—value problem (119) on the [-1. 1] segment. 0) in a unique manner. from the existence and uniqueness theorem (and the extension theorem) it follows that in this case the solution to the initial—value problem can be extended in a unique manner at least to the x axis.

Ch. 2. Qualitative Methods 155 2.3 A Dynamical Interpretation of Second-Order Differential Equations Let us consider the nonlinear differential equation dzx dx 1at:’(‘”»m‘) (*20) whose particular case is the second-order differential equation obtained on p. 72 when we considered pendulum clocks. We take a simple dynamical system consisting of a particle of unit mass that moves along the :1: axis (Figure 49) and on which a force f (sz, dx/dt) acts. Then the differential equation (120) is the equation of motion of the particle. The values of zz: and dx/dt at each moment in time characterize the state of the system and correspond to a point in the (:1:, dx/dt)-plane (Figure 50), which is known as the plane of states or the phase (az, dx/dt)—plane. The phase plane depicts the set of all possible states of the dynamical system considered. Each new state of the system corresponds to a new point in the phase plane. Thus, the changes in the state of the system can be represented by the motion of a certain point in the phase plane. This point is called a representative point, the trajectory of the representative point is known as the phase trajectory,

156 Differential Equations in Applications da: f("’°>Ez/T) O J; Fig. 49 a' 1 B-? (J;) gl?)-plane 0 as Fig. 50 and the rate of motion of this point as the phase velocity. If we introduce the variable y = dx/dt, Eq. (120) can be reduced to a system of two differential equations: d gé- =y, =.f(¤>» y)· (121) If we take t as a parameter, then the solution to system (121) consists of two functions, :1: (t) and y (t), that in the phase (:1:, y)-plane define a curve (a phase trajectory).

Ch. 2. Qualitative Methods 157 It can be shown that system (121) and even a more general system %f—=X(r¤» y)» {1]%-·=Y(¤¤» y)· (122) where the functions X and Y and their partial derivatives are continuous in a domain D, posseses the property that if .1: (t) and y (t) constitute a'solution to the differential system, we can write w=w(¢+C),y=y(¢+C). (123) where C is an arbitrary real constant, and (123) also constitute a solution to the same differential system. All solutions (123) with different values of C correspond to a single phase trajectory in the phase (.1:, y)plane. Further, if two phase trajectories have at least one common point, they coincide. Here the increase or decrease in parameter t corresponds to a certain direction of motion of the representative point along the trajectory. In other words, a phase trajectory is a directed, or oriented, curve. When we are interested in the direction of the curve, we depict the direction of the representative point along the trajectory by placing a small arrow on the curve. Systems of the (122) type belong to the class of autonomous systems of differential equations, that is, systems of ordinary differential equations whose right-hand

158 Differential Equations in Applications sides do not explicitly depend on time t. But if at least in one of the equations of the system the right-hand side depends explicitly on time t, then such a system is said to be nonautonomous. In connection with this classification of differential equations the following remark is in order. If a solution .2: (t) to Eq. (120) is a nonconstant periodic solution, then the phase trajectory of the representative point in the phase (x, y)—plane is a simple closed curve, that is, a closed curve without self—intersections. The converse is also true. If differential systems of the (122) type are specified in the entire (x, y)—plane, then, generally speaking, phase trajectories will completely cover the phase plane without intersections. And if it so happens that X (xm yo) ;'— Y ($01 y0) Z 0 at a point Mo (xo, yo), the trajectory degenerates into a point. Such points are called singular. In what follows we consider primarily only isolated singular points. A singular point Mo (xo, yo) is said to be isolated if there exists a neighborhood of this point which contains no other singular points €X0€Pl> M0 (xm yo)From the viewpoint of a physical interpretation of Eq. (120), the point Mo (xo, 0) is a singular point. At this point y =0 and f (xo, 0) = 0. Thus, in this case the isolated singular point corresponds to the state of

Ch. 2. Qualitative Methods 159 a particle of unit mass in which both the speed dx/dt and the acceleration dy/di = dzsc/dig of the particle are simultaneously zero, which simply means that the particle is in the state of rest or in equilibrium. In view of this, singular points are also called points of rest or points of equilibrium. The equilibrium states of a physical system constitute very special states of the system. Hence, a study of the types of singular points occupies an important place in the theory of differential equations. The first to consider in detail the classification of singular points of differential systems of the (122) type was the distinguished Russian scientist Nikolai E. Zhukovsky (1847-1921). In his master’s thesis "The kinematics of a liquid body", presented in 1876, this problem emerged in connection with the theory of velocities and accelerations of fluids. The modern names of various types of singular points were suggested by the great French mathematician Jules H. Poincaré (1854-1912). Now let us try to answer the question of the physical meaning that can be attached to phase trajectories and singular points of differential systems of the (122) type. For the sake of clarity we introduce a twodimensional vector field (Figure 51) defined by the function V (rv. y) = X (wl y)i + Y (rv, y)i.

vector V . Here. y) and the vertical Y (sc. since system (122) is autonomous. the vector associated with each nonsingular point P (x. in a Cartesian system of coordinates. 51 where i and j are the unit vectors directed along the x and y axes. y). lf variable t is interpreted as time. As a result we arrive at an analogy with the two-dimensional motion of an incompressible fluid. y) the field has two components. the horizontal X (x. Since dx/dt -—= X (x. Thus. y). respectively. At every point P (x. y) is tangent at this point to a phase trajectory. vector V can be thought of as the vector of velocity of a representative point moving along a trajectory.160 Differential Equations in Applications P -1 X Y Fig. we can assume that the entire phase plane is filled with representative points and that each phase trajectory constitutes the trace of a moving representative point. y) and dy/dt: Y (as.

differential equations cannot generally be solved analytically.e. as noted earlier. y). These features constitute the main part of the phase portrait. The most characteristic features of the fluid motion shown in Figure 51 are (1) the presence of singular points. (2) the different patterns of phase trajectories near singular points. 11-0770 .Ch. Since. or the complete qualitative behavior pattern of Qthe phase trajectories of a general—type system (122). 2. and (4) the presence of closed trajectories. therefore. the aim of the qualitative theory of ordinary differential equations of the (122) type is to build a phase portrait as complete as possible directly from the functions X (x. the motion of the fluid is steady-state. and O" (see Figure 51) are those where the fluid is at rest.61 at each fixed point P (sc. Qualitative Methods 1. The phase trajectories in this. O'. which in the given case correspondmto periodic motion. two possibilities may realize themselves: the particles that are in the vicinity of singular points remain there with the passage of time or they leave the vicinity for other parts of the plane). y) is time-independent and. (3) the stability or instability at singular points (i. y) and Y (sc.case are simply the trajectories of the moving particles of fluid and the singular points O.

162. lf as is the displacement of the object (mass m) from the state of equilibrium and the force with which the two springs act on the object (the restoring force) is proportional to :1:. . But if we study Earth’s motion over several million years. Systems of this kind are called conservative. A simple example of a conservative system is one consisting of an object moving horizontally in a vacuum under forces exerted by two springs (Figure 52). can be assumed to hold true for such systems. 1i>o. The dissipation usually occurs as a result of some form of friction. The law of energy conservation. that the sum of kinetic and potential energies remains constant. Differential Equations in Applications 2. For example. rotating Earth may be seen as a conservative system if we take a time interval of several centuries. we must allow for energy dissipation related to tidal ilows of water in seas and oceans. namely. But in some cases it is so slow that it can be neglected if the system is studied over a fairly small time interval. the equation of motion has the form m§-Q-1+kx=o.4 Conservative Systems in Mechanics Practice gives us ample examples of the fact that any real dynamical system dissipates energy.

2. Qualitative Methods 163 rn \ Fig. If an object of mass m moves in a medium that exerts a drag on it (the damping force) proportional to the object’s velocity. the more general equation. since the damping force is a linear function of velocity dx/dt. daz dx m‘·(W·+§(·&T)+f(x)~0» (125) can be interpreted as the equation of motion of an object of mass m under a restoring force ——j (x) and a damping force —g (dx/dt). these forces 11* . since the restoring force exerted by them is a linear function of x. the equation of motion for such a nonconservative system is m!£+¢i‘€+kx=—. If f and g are such arbitrary functions that f(0) = O and g (O) = 0.0 c>o (124) d¢2 dz ’ ’ Here we are dealing with linear damping. Generally.Ch. 52 Springs of this type are known as linear.

The result is 33 i—nzz/3---1. (125) can be con— sidered the basic equation of nonlinear mechanics.. (128) This equation can be written as my dy = -j(x) dx. (126) we can pass to the autonomous system 3 __ gg _ _ f(¤¤) in "y’ at — m · (127) If we now exclude time t from Eqs. we arrive at a differential equation for the trajectory of the system in the phase plane: dy __ __ f (¤¤) —(E— my . Let us briefly examine the special case of a nonlinear conservative system described by the equation d2 mg? +1* (w) =0» (126) where the damping force is zero and. hence.m 2: ·-S f(E) dE 2 • 2 'yf) . hence Eq. assuming that as = xo at t = to and y = yo.. From Eq. we can integrate Eq. (129) Then. (127)..164 Differential Equations in Applications are nonlinear.7 xo . energy is not dissipated. (129) from to to t.

V (. (126).. Qualitative Methods 165 which may be rewritten as 11 —§—my2+S f(§) d§=*g·”'»!/3+S 1‘(¤¤) dw00 (130) Note that my'!/2 := m(d:1:/dt)2/2 is the kinetic energy of a dynamical system and x V(w) = S f(E)d§ (131) 0 is the system’s potential energy. since it is obtained by integrating Eq. 2. (::1. 0). Eq. are the roots of the equation f (as) = 0. Thus..Ch. different values of E correspond to diiierent curves of constant energy in the phase plane... (130) expresses the law of energy conservation: émz/2+V(¤¤) =E» (132) where E = my?/2 -}. Thus. As noted earlier. Equation (128) implies that the phase trajectories of the system intersect the ac axis at right angles. Clearly. The singular points of system (127) are the points M`. (128). the singular points are points of equilibrium of the dynamical system described by Eq. (132) is the equation of the phase trajectories of system (127). Eq. are parallel .2:0) is the total energy of the system. where :1:. while the straight lines sc = 0:.

the positive direction along any trajectory is determined by the motion of the representative point from left to right above the az axis and from right to left below the x axis. Eq. (133) we can easily plot the phase trajectories. Indeed.166 Differential Equations in Applications to the as axis. Note that since dx/dt = y. We then plot the graph of the function z = V (1:) and several straight lines z = E in the (x. z)-plane.2:. 72) —(E£+ksinx==0 (134) dia 3 ‘° . (132) in the form y = 1]/% [E—V(¤v)l. This enables us to mark the respective values of y in the phase plane. We mark a value of E — V (:1:) on the graph. let us introduce the (. the plane of energy balance (Figure 53). Then for a definite sc we multiply E — V (x) by 2/m and allow for formula (133). The above reasoning is fairly general and makes it possible to investigate the equation of motion of a pendulum in a medium without drag. z)plane (one such straight line is depicted in Figure 53). (132) shows that the phase trajectories are symmetric with respect to the .2: axis. which has the form (see p. In addition. In this case. if we write Eq. with the z axis lying on the same vertical line as they axis of tl1e phase plane.

:2] 1 0 . 53 with k a positive constant.Ch.2: Fig. Since Eq. (134) constitutes a particular case of Eq. (126). it can be interpreted as an equation describing the frictionless moe tion in a straight line of an object of unit mass under a restoring force equal to . Qualitative Methods 167 Z z=V(z2) 5-1/(1. 2.) { FE 1 11 11 0 1 ' "’ {I ‘I 91I 1I :1 11 1 1/-$[1* .1/(.

-—%. (j rt.. (. In this case the autonomous system corresponding to Eq. This equation is a particular case of Eq. After determining a value of E —-— V (cv) we can draw a sketch . z = E = 2k. (132) with m = 1. O). where the potential energy determined by (131) is specified by the relationship 3 V(x) = S f(§)d§==k(1——cos:z:). we arrive at an equation for the phase trajectories. z)—plane we plot the function z = V (x) as well as several straight lines z = E (in Figure 54 only one such line. . . is shown). —£—=—-ksinx. (134) is dd. —a—?=y. and the differential equation of the phase trajectories of system (135) assumes the form dy __ _ k sin x YE" `—§_' Separating the variables and integrating. (135) The singular points are (O. 0). 0 In the (x.168 Differential Equations in Applications -—k sin :1:.yz-1+k (1 ·—-cos ac) = E. Zn. O).|.

2.1*©~ \J\J\ / 1 Fig.rrI -2zr wl _ m Zyr Jyrl as 1II 1{I1 1 I 3/ I I 1. Qualitative Methods 169 z z=£_=2/{f £_Wx) Z==V{2:·)=k·—kc0sa: '1 {1 1 It I II -5. 54 of the trajectories in the phase plane by employing the relationship y=:I:l/2[E-—V(¤¤)I· .I1 |1 ‘.Ch.

1. rz. that is. where rz = 1.. 2. the singular points (5. O). . Finally. . . 2.. Figure 54 shows that in the vicinity of the singular points (j2rcm. m = 0. The wavy lines lying outside the separatrices correspond to rotations of a pendulum. 2. belong to the saddle-point type. while the closed trajectories lying inside the regions bou_nded by separatrices correspond to oscillations of the pendulum. .170 Difierential Equations in Applications The resulting phase portrait shows (see Figure 54) that if the energy E varies from O to 2k. 2:1tm. the corresponding phase trajectories prove to be closed and Eq. 1. if E >2lc. . (134) has no periodic solutions. while the singular points (jam. . the value E = 2lc corresponds to a phase trajectory in the phase plane that separates two types of motion. 2. On the other hand. (134) acquires periodic solutions. With some we will get acquainted shortly. is a separatrix. . . As for the above example. 0). 0). belong to the vorteaypoint type. m = O... There are different types of singular points. the respective phase trajectories are not closed and Eq. O). the behavior of the phase trajectories —differs from that of the phase trajectories in the vicinity of the singular points (—_l_—:rm. == 1. A singular point of an autonomous differential system of the (122) type is said to be a vortex point if there exists a neighborhood of this point completely filled with nonintersecting . .

1.Ch. If we now compare the phase portrait of a conservative system with the last two portraits of nonconservative systems. A saddle point is a singular point adjoined by a finite number of phase trajectories ("whiskers") separating a neighborhood of the singular point into regions where the trajectories behave like a family of hyperbolas defined by the equation xy = const. while in the neighborhood of the singular points (j2¤tm. it can be shown that the phase trajectories are such as shown in Figure 55. the pattern of phase trajectories resembles the one depicted in Figure 56. Now let us establish the effect of linear friction on the behavior of the phase trajectories of a conservative system. 2. . O). we see that saddle points have not changed (we consider only small neighborhoods of singular points). that is. 2. m = O. lf friction is low. c>O. the closed phase trajectories have transformed into spirals (for low friction) or into trajectories that "enter" the singular points in certain directions (for high fric- . Qualitative Methods 171 phase trajectories surrounding the point. The equation is %%—+c·—°gl§i—+ksinx=O.. But if friction is so high that oscillations become impossible. . the pendulum is able to oscillate about the position of equilibrium.

h gy 5

l

174 Differential Equations in Applications tion). In the first case (spirals) we have singular points of the focal-point type and in the second, of the nodal-point type. A singular point of a two-dimensional autonomous differential system of the general type (122) (if such a point exists) is said to be a focal point if there exists a neighborhood of this point that is completely filled with nonintersecting phase trajectories resembling spirals that "wind" onto the singular point either as t-» +<x> or as t-> -0o. A nodal point is a singular point in whose neighborhood each phase trajectory behaves like a branch of a parabola or a half-line adjoining the point along a certain direction. Note that if a conservative system has a periodic solution, the solution cannot be isolated. More than that, if l` is a closed phase trajectory corresponding to a periodic solution of the conservative system, there exists a certain neighborhood of l` that is completely filled with closed phase trajectories. Note, in addition, that the above definitions of types of singular points have a purely qualitative, descriptive nature. As for the analytical features of these types, there are no criteria, unfortunately, in the general case of systems of the (122) types, but for some classes of differential equations such criteria can be formulated.

Ch.· 2. Qualitative Methods 175 A simple example is the linear system i§%‘:a1$+b1!/» ‘g'%=’a2$+bzy• where al, bl, az, and bz are real constants. If the coefficient matrix of this sytem is nonsingular, that is, the determinant at b1` 07 Iaz bz lf the origin O (O, O) of the phase plane is the only singular point of the differential system. Assuming the last inequality valid, we denote the eigenvalues of the coefficient matrix by X1 and X2. It can then be demonstrated that (1) if K1 and K2 are real and of the same sign, the singular point is a nodal point, (2) if X1 and K2 are real and of opposite sign, the singular point is a saddle point, (3) if X], and A2 are not real and are not pure imaginary, the singular point is a focal point, and (4) if kl and K2 are pure imaginary, the singular point is a vortex point. Note that the first three types of singular points belong to the so—called coarse singular points, that is, singular points whose nature is not affected by small perturbations of the right—hand sides of the initial differential system. On the other hand,

176 Differential Equations in Applications a vortex point is a fine singular point; its nature changes even under small perturbations of the right-hand sides. 2.5 Stability of Equilibrium Points and of Periodic Motion As we already know, singular points of different types are characterized by different patterns of the phase trajectories in sufficiently small neighborhoods of these points. There is also another characteristic, the stability of an equilibrium point, which provides additional information on the behavior of phase trajectories in the neighborhood of singular points. Consider the pendulum depicted in Figure 57. Two states of equilibrium are shown: (a) an object of mass m is in a state of equilibrium at the uppermost point, and (b) the same object is in a state of equilibrium at its lowest point. The first state is unstable and the second, stable. And this is why. If the object is in its uppermost state of equilibrium, a slight push is enough to start it moving with an ever increasing speed away from the equilibrium position and, hence, away from the initial position. But if the object is in the lowest possible state, a push makes it move away from the position of equilibrium with a decreasing speed, and the weaker the push the smaller the distance by which the

2. Qualitative Methods {77 I I I I I I I Q. while at a stable point of equilibrium small perturbations lead to small displacements. Small perturbations at an unstable point of equilibrium lead to large displacements from this point. 57 object is displaced from the initial position. The state of equilibrium of a physical system corresponds to a singular point in the phase plane. Fig. O) of the phase plane. We will say that this singular point is stable if for every positive R there exists a positive rg}? such that 12-0770 .Ch. let us consider an isolated singular point of system (122). assuming for the sake of simplicity that the point is at the origin O (O. Starting from these pictorial ideas.

Chetaev (1902-1959) wrote: * . and all will prove that real movements require selecting out of the possible solutions of the equations of motion only those that correspond to stable states. a certain degree of stability must be provided for in the future movements of the plane so that it will be stable in {light and accidentfree during take-off and landing. it is advisable to change the design of the corresponding device in such a way that the state of motion corresponding to this solution becomes unstable. 8-9 (in Russian).If a passenger plane is being designed. the gun and the projectiles must be constructed in such a manner that the trajectories of projectile flight are stable and the projectiles fly correctly. Stability of Motion (Moscow: Nauka. if we wish to avoid a certain solution. To ensure that an artillery gun has the highest possible accuracy of aim and the smallest possible spread.. we note the following curious and somewhat unexpected fact. Chetaev.. The crankshaft must be so designed that it does not break from the vibrations that appear in real conditions of motor operation. Numerous examples can be added to this list.180 Differential Equations in Applications Nikolai G. 1965: pp. Moreover. Research has shown that the upper (unstable) position of equilibrium can be made stable by * See N. Returning to the pendulum depicted in Figure 57. .G.

G. Methods of Investigating Dynamical Systems of the “Pendulum” Type (Alma-Ata: Nauka. Generally. In the phase plane these solutions are represented by closed trajectories that completely fill a certain region. Strizhak. Qualitative Methods 181 introducing vertical oscillations of the point of suspension. Let us assume that we are studying a conservative system that has periodic solutions.Ch. 2. More than that. Geometrically this means that two closely spaced representative points that begin moving at a certain moment t = to (say. to each periodic motion of a conservative system there corresponds a motion of the representative point along a fixed closed trajectory in the phase plane. Thus. 1981) (in Russian). a horizontal position) by properly vibrating the point of suspension. the concept of stability of periodic movements (solutions). * Now let us turn to a concept no less important than the stability of an equilibrium point. In other words. at the x axis) will move apart to a certain finite distance * The reader can find many cxancplts cf stabilization of different 15 pcs of pcndulums in the book by T. the period of oscillations in a conservative system depends on the initial data. . not only the upper (vertical) position of equilibrium can be made stable but also any other of the pendulum’s positions (for one. the period of traversal of different trajectories by representative points is different.

178 Differential Equations in Applications . such that each trajectory that at time t = to lies inside the circle converges to the origin as t-> —{—oo. Without adhering to rigorous reasoning we can say that a singular point is stable if all phase trajectories that are near the point initially remain there with the passage of time. . Finally. if a singular point is not stable. Also. a singular point is said to be asymptotically stable if it is stable and if there exists a circle x2 —I— y2 = rf. it is said to be unstable. 58 every phase trajectory originating at the initial moment t = to at a point P lying inside the circle :1:2 —i.9 V WI W `J Fig.y2 = r2 will lie inside the circle :::2 + y2 = R2 for all t > to (Figure 58).

are also asymptotically stable. O). As for the concept of asymptotic stability. the well-known Soviet specialist in the field of mathematics and mechanics 12• . which illustrates the behavior of the phase trajectories for pendulum oscillations in a medium with low drag. if compared with the notion of simple stability. in Figure 56 the singular points. The concepts of stability and asymptotic stability play an important role in applications. Emphasizing the importance of the concept of stability. A saddle point is always unstable. since no mention of properties referring to the behavior of phase trajectories has been made.Ch. too. 2. no conditions are imposed on how the phase trajectory must approach point O (O. The introduced concept of stability of an equilibrium point is purely qualitative. The fact is that if a device is designed without due regard for stability considerations. which in the iinal analysis may lead to extremely unpleasant consequences. focal points. in this case. when built it will be sensitive to the very smallest external perturbations. it is additionally necessary that every phase trajectory tend to the origin with the passage of time. the singular points. Qualitative Methods 179 A singular point of the vortex type is always stable (but not asymptotically). However. are asymptotically stable. In Figure 55. which are nodal points.

182 Differential Equations in Applications y8 (:*2 P5 8 Y} g l·`ig. . If knowing an a-neighborhood (with a as small as desired) of a point M moving along a closed trajectory I` (Figure 59) * ensures that we: know a moving 6 (s)-neighborhood of the same point M such that every representative point that initially lies in the 6 (s)-neighborhood will never leave the e-neighborhood with the passage of time. then the periodic solution * An s—neighborhood of a point M is understood to be a disk of radius 6 centered at point M. the concept of stability in the sense of Lyapunov is introduced for periodic solutions. 59 with the passage of time. The essence of this concept lies in the following. But it also may happen that these points do not separate. To distinguish between these two possibilities.

Ch. in terms of an elliptic integral of the fnrst kind taken from 0 to at/2. it is said to be unstable in the sense of Lyapunov. When it comes to periodic solutions that are unstable in the sense of Lyapunov. when we consider the differential equation that describes the horizontal movements of an object of mass ni in a vacuum with two linear springs acting on the object (Figure 52). In the second the oscillation period depends on the initial data and is expressed. as we know. . orbital stability. which describes the motion of a circular pendulum in a medium without drag. An example of periodic solutions that are unstable in the sense of Lyapunov but are orbitally stable is the solutions of the differential equation (134). for instance. we must bear in mind that they still possess some sort of stability. Qualitative Methods 183 corresponding to l` is said to be stable in the sense of Lyapunov. which means that under small variations of initial data the representative point transfers from one phase trajectory to another lying as close as desired to the initially considered trajectory. In the first case the oscillation period does not depend on the initial data and is found by using the formula T = 2nl/m/lc. If a periodic solution is not stable in the sense of Lyapunov. Examples of periodic solutions that are stable in the sense of Lyapunov are those that emerge. 2.

* 2. Amel’kin. This method is known as Lyapunov’s direct. N.184 Differential Equations in Applications Finally. 1977). ** The reader will End many interesting examples of stability investigations involving differential models in the book by N. ** We illustrate Lyapunov’s direct method using the (122) type of system when the origin is a singular point. or second.P. and A. the book by V. Nonlinear Vibrations in Second-Order Systems (Minsk: Belorussian Univ. and M. This idea lies at the base of one of two methods used in studying stability problems. Stability Theory by Lyapunov`s Direct Method (New York: Springer. method for stability investigations. A. Rouche. V. 1982) (in Russian). Press. Lyapunov (1857-1918). Lukashevich. we note that the question of whether periodic movements are stable in the sense of Lyapunov is directly linked to the question of isochronous vibrations. for example. the point is one of stable equilibrium. Habets. Laloy. Sadovskii. . Suppose that l` is a phase trajectory of system (122).6 Lyapunov Functions Intuitively it is clear that if the total energy of a physical system is at its minimum at a point of equilibrium. We consider a function V = V (x. P. both suggested by the famous Russian mathematician Aleksandr M. y) that is continuous together with its first partial derivatives 0V/6x and 6V/6y * See.

y)-plane is positive definite. y) it is positive (negative). y) = x2 + y2 and considered in the (az. If the representative point (sc (t). For example. O) = O. . Suppose that V = V(x. with V (0. Formula (136) is essential in the realization of Lyapunov’s direct method.· §—·gX($» H) where X (. then on this curve the function V (x. y) varies along l` is given by the formula dV GV dx OV dy _ OV ·g·.=‘g jg‘l"‘5. y) = $2 is nonnegative since it vanishes on the entire y axis. This function is said to be positive (negative) definite if at all points of G except the origin V (sc. y)/> 0 (Q O). while the function V (as. y (1:)) moves along curve I`. the function V = V (1:. with the result that the rate at which V (:1:.2:. y) is said to be nonnegative (nonpositive). y) and Y (sc. y) may be considered a function of t. The following concepts are important for the practical application of the method. But if at points of G we have V (sc. 2. y) is continuous together with its first partial derivatives 6V/Ox and 0V/dy in a domain G containing the origin in the phase plane.. the function V defined by the formula V (sc. Qualitative Methods 185 in a domain containing I` in the phase plane. y) are the righthand sides of system (122).Ch.

hence. we can require that at all points of the domain G\O the following inequality hold true: OV 2 0V 2 (H) HE) * °· This means that the equation z = V (x. y).0) (Figure 60). then the origin. y) can be interpreted as the equation of a surface resembling a paraboloid that touches the (x. y> +i‘i§-ii Y as y> we is nonpositive. Here is a result arrived at by Lyapunov: if for system (122) there exists a Lyapunov function V (x. V is said to be the Lyapunov function of system (122). which is .186 Differential Equations in Applications If V (x. Generally.y)-plane at point O (0. One such surface is shown in Figure 61.%x<x. y) is such that Wo. the function V = V (zz. We note here that in view of (136) the requirement that W be nonpositive means that dV/dtg 0 and. y>=2—’-§. y) is positive definite. lf a positive definite function V (0:. y) with a positive definite V may specify a surface of a more complex structure. y) does not increase along the trajectory I` in the neighborhood of the origin. where the section of the surface with the plane z = C results not in a curve but in a ring. the equation z = V (ay.

is stable. Qualitative Methods {87 z cv 0 5/ Fig.Ch. 61 a singular point. 2. We will shew with an example how to . If the positive definite function V = V (sc. then the origin is asymptotically stable. 60 z. y) is such that function Wdefined via (137) is negative definite. W lI\\& y Fig.

.(140) It is easy to See that V specified by (140) . y)-plane is the only singular point. c>0. The autonomous system corresponding to Eq.azz. (139) For this system the origin of the phase (x.e. y)=% y2+é— M2. which in view of (124) can be written in the form -(3. The kinetic energy of the object (of unit mass) is y2/2 and the potential energy (i. Let us consider the equation of motion of an object of unit mass under a force exerted by a spring.. (138) The reader will recall that in this equation c > 0 characterizes the drag of the medium in which the object moves and k > 0 characterizes the properties of the spring (the spring constant).188 DiHerential Equations in Applications apply the above result. 0 This implies that the total energy of the system is VMS. (138) has the form -3-?=y. $4:-—kx-cy. the energy stored by the spring) is S kg dg Z TQ.+clg-?+kx=0.

. The formulated Lyapunov criterion is purely qualitative and this does not provide a procedure for Ending the Lyapunov function even if we know that such a function exists.7 Simple States of Equilibrium The dynamical interpretation of secondorder differential equations already implies " The interested reader can refer to the book by E.A. And since in the given case 0 -g-§X(¢» y>+. this function is the Lyapunov function of system (139). Barbashin. This is not always the case. Lyapunov Functions (Moscow: Nauka. Many studies have been devoted to this problem and a number of interesting results have been obtained in recent yea1·s. This makes it much more difficult to determine whether a concrete system is stable or not. however. 2. Qualitative Methods 189 is a positive definite function.g-Y<¤¤» y) =/~¤¤¤y+y(—k¤>-vy>= —cy2<0. which means that the singular point O (O. 1970) (in Russian).. O) is stable. The reader must bear in mind that the above criterion of Lyapunov must be seen as a device for finding effective indications of equilibrium. In the above example the result was obtained fairly quickly.* 2.Ch.

But first let us discuss a system of the (122) type. y*) ak 0. We need criteria that will enable us to determine the type of a singular point from the form of the initial differential equation. Below we show. which in the given . as a rule it is extremely difficult to {ind such criteria. If (x* . differential equations cannot be integrated in closed form. It so happens that the simplest case in establishing the type of a singular point is when the Jacobian or functional determinant 6X 6X T9? 75] J ("’* y): ay ar "`6T T9? is nonzero at the point. It is also clear that. but it is possible to isolate certain classes of differential equations for which this can be done fairly easily.190 Differential Equations in Applications that investigation of the nature of equilibrium states or. using the example of an object of unit mass subjected to the action of linear springs and moving in a medium with linear drag. Unfortunately. which is the same. the singular points provides a key for establishing the behavior of integral curves. y*) is a singular point of system (122) and if J* = J (x*. generally speaking. then the type of the singular point. how some results of the qualitative theory of differential equations can be used to this end.

y*) = O. the singular point is reached as i—> --o¤ and is unstable while if D* < 0. But if functions X and Y are linear in variables as and y. the singular point may be a vortex point. 2. there can be an infinite number of such conditions. For instance. And. y*) is not a vortex point. a nodal point. generally. that is. The singular point may be a vortex point only if the divergence 6X GY D(w. y*) is a saddle point. Here.Ch. y*) to be a vortex point. or a focal point. If J * > 0 but the singular point (42:*. the singular point is reached as i-> +¤o and proves to be stable.2:*. y*) to be a vortex point. that the condition D* = 0 is generally insufficient for the singular point (x*. however. if J * is negative. conditions that include higher partial derivatives. Note. the condition D* = 0 becomes sufficient for the singular point (. if D* > 0. For a vortex point to be present certain additional conditions must be met. only if D* = D (. depends largely on the sign of constant J *. a sufficiently small neighborhood of this point is filled with trajectories that either spiral into this point or converge to it in certain directions.z:*. Qualitative Methods 191 case is called a simple singular point.I`* is positive. If the phase tra- .-7 vanishes at the singular point. the singular point (x*.+—g. and if . y) =q.

= O.192 Differential Equations in Applications jectories that reach the singular point are spirals. 6X (=¤*» y*) ~ 6X (=¤*» y*) ~ ° ( 0:1: w+ 6y y where .) A. the partial derivatives in Eq.::-. we are dealing with a focal point.)2 — 4. —l— Y. =. . —— Y. (143) The discriminant of this equation is A = (X. — Y. Irrespective of the sign of Jacobian . Equation (141) is homogeneous. we have the following quadratic equation for finding K: XQK2 + (X. (142) If X and Y contain linear terms. y*) ~ 6Y(¤>*.}*.10*. (141) act as coefficients of x and y in the system obtained from system (122) after introducing the substitution (142).-:.. . if we introduce the slope 2. y*)~ tg. but if the integral curves converge to a singular point along a certain tangent.. the tangents to the trajectories of the differential system (122) at a singular point (x*.}*. y*) can be found from what is known as the characteristic equation 0Y(=¤*. Bx x + Oy y —— 141) Q. Hence.7=y—y*.}* == D*2 — 4. the point is a nodal point (Figure 62).· of what is known as exceptional directions.

2% Ln 13-0770 .Q Ik %— Hg I I ¤» R ° '° $-3 CQ __ * ··x I QS" I I ·~>°`° I ¤» *35 ¤ Q va __ IL] IQ I I I ~m ¤¤ ¤» ¤~ ° .

(143) is not an identity. Eq. while the neighborhood of the singular point is divided into two sectors. if there are two real exceptional directions. which corresponds to a saddle point. there are no real exceptional directions. If A = O and Eq. The existence of real exceptional directions means (provided that J * is positive) that there is a singular point of the nodal type. But if J * > 0. It can be obtained from the previous case when the two exceptional directions coincide. For one thing. if J* <O. (143) always gives two real exceptional directions. The pattern of the trajectories for this case is illustrated by Figure 62b. The boundary between the sectors . it can be proved that there are exactly two trajectories (one on each side) whose tangent at the singular point is one of the exceptional straight lines (directions) while all the other trajectories "enter" the singular point touching the other exceptional straight line (Figure 62a). In the iirst case the singular point is either a vortex point or a focal point. we have only one exceptional straight line. or there are two. or there is one 2—fold direction. The singular point divides the exceptional straight line into two half—lines. one of which is completely filled with trajectories that "enter" the singular point and touch ll and the other is completely filled with trajectories that "enter" the singular point and touch Z2. ll and Z2.194 Differential lriquations in Applications Hence.

Ch. 2. Qualitative Methods 195 consists of two trajectories, one of which touches I1 at the singular point and the other touches L2 at this point. lf in Eq. (143) all coeflicients vanish, we arrive at an identity, and then all the straight lines passing through the singular point are exceptional and there are exactly two trajectories (one on each side) that touch each of these straight lines at the singular point. This point (Figure 62c) is similar to the point with one 2-fold real exceptional direction. 2.8 Motion of a Unit—Mass Object Under the Action of Linear Springs in a Medium with Linear Drag As demonstrated earlier, the differential equation describing the motion of a unitmass object under the action of linear springs in a medium with linear drag has the form 2 .‘}E;i+c%§+kx=o. (144) So as not to restrict the differential model (144) to particular cases we will not tix the directions in which the forces ——c (dx/dt) and —-kx act. As shown earlier, with Eq. (144) we can associate an autonomous system of the form -£§—=y, -%=·—kx—cy. (145) 13*

196 Differential Equations in Applications If we now exclude the trivial case with lc = O, which we assume is true for the meantime, the differential system (145) has an isolated singular point at the origin. System (145) is a particular case of the general system (122). In our concrete example the Jacobian J (:1:, y) = lc, and the divergence D (xr, y) : ——c. The characteristic equation assumes the form X2-{-cli.-|-k=0, where A =· cg — 4k is the discriminant of this equation. In accordance with the results obtained in Section 2.7 we arrive at the following cases. (1) lf lc is negative, the singular point is a saddle point with one positive and one negative exceptional direction. The phase trajectory pattern is illustrated in Figure 63, where we can distinguish between three different types of motion. When the initial conditions correspond to point a, at which the velocity vector is directed to the origin and the velocity is sufficiently great, the representative point moves along a trajectory toward the singular point at a decreasing speed; after passing the origin the representative point moves away from it at an increasing speed. If the initial velocity decreases to a critical value, which

Ch. 2. Qualitative Methods 197 y=.i: 0 E` ·¤ `C a Fig. 63 corresponds to point b, the representative point approaches the singular point at a decreasing speed and "reaches" the origin in an infinitely long time interval. Finally, if the initial velocity is lower than the critical value and corresponds, say, to point C, the representative point approaches the origin at a decreasing speed, which vanishes at a certain distance xl from the origin. At point (xl, O) the velocity vector reverses its direction and the representative point moves away from the origin. If the phase point corresponding to the initial state of the dynamical system lies in either one of the other three quadrants, the interpretation of the motion is obvious.

198 Differential Equations in Applications yar: x Fig. 64 fj Fig. 65 (2) If lc > O, then J * is positive and the type of singular point depends on the value of c. This leaves us with the following possibilities: (2a) lf c = O, that is, drag is nil, the singular point is a vortex point (Figure 64). The movements are periodic and their amplitude depends on the initial conditions.

Ch. 2. Qualitative Methods 199 (2b) If c > O, that is, damping is positive, the divergence D : OX/0.2; + GY/fiy is negative and, hence, the representative point moves along a trajectory toward the origi11 and reaches it in an infinitely long time interval. More precisely: (2b,) If A <O, that is, cg < 4k, the sin-gular point proves to be a focal point (Figure 65) and, hence, the dynamical system performs damped oscillations about the state of equilibrium with a decaying amplitude. (2b2) If A :0, that is, c2 :4k, the singular point is a nodal point with a single negative exceptional direction (Figure 66). The motion in this case is aperiodic and corresponds to the so—called critical damping. (2b,,) If A > O, that is, cg > 4k, the singular point is a nodal point with two negative exceptional directions (Figure 67). Qualitatively the motion of the dynamical system is the same as in the previous case and corresponds to damped oscillations. From the above results it follows that when c >O and k>O, that is, drag is positive and the restoring force is attractive, the dynamical system tends to a state of equilibrium and its motion is stable. (2c) lf c < O, that is, damping is negative, the qualitative pattern of the phase trajectories is the same as in the case (2b), the only difference being that here the

. Fig. \ ` I _Z..z‘ 0 »Z' Fig.. 67 ./=.i~ . 66 _.200 Differential Equations in Applications y=.

2§ ` i Lv C>O Fig. 63 y=. 2.-0* V% Eg #*~ Fig. 69 dynamical system ceases to be stable.Ch. Qualitative Methods 201 k .1* . Figure 68 contains all the above results and the dependence of the type of singular .

Note that the diagrams can also be interpreted as a summary of the results of studies of the types of singular points of system (122) when J* #0 at c = —D* and lc = J*. we note that if k = 0 (c qé O). (144) assumes the form dx dy W z ya `(T? = ""cy• This implies that the straight line y = 0 is densely populated by singular points.202 Diflerential Equations in Applications point on the values of parameters c and k. Eq. if k = c = 0. the fact that c = O does not generally mean that system (122) possesses a vortex point. the autonomous system (145) corresponding to Eq. Returning to the dynamical system considered in this section. with the phase trajectory pattern shown in Figure 69. (144) assumes the form dzx az? *-0The respective autonomous system is da: dy . and the fact that k = 0 does not mean that the system of a general type has no singular point. However. Finally. which we consider below. These cases belong to those of complex singular points.

The flow is interpreted as one-dimensional. the . such flow emerges in the vicinity of a wing and fuselage of an airplane. all its properties are assumed to be uniform in a single cross section of the nozzle. Friction in the boundary layer is caused by the tangential stress 1: given by the formula t = qpvz/2. it also influences the operation of steam and gas turbines. Qualitative Methods 203 Here. a perfect gas through a nozzle with a varying cross section (Figure 7-1). p the . the nuclear reactors.Ch. (146) where q is the friction coefficient depend_ing basically on the Reynolds number but assumed constant along the nozzle. 2. 2. The respective phase trajectory pattern is shown in Figure 70. For one thing. as in the previous case. that is.9 Adiabatic Flow of a Perfect Gas Through a Noazle of Varying Cross Section A study of the flow of compressible viscous media is highly important from the practical viewpoint. Below we discuss the flow of. the specific heat capacity of the gas is cp and the nozzle’s— varying cross-sectional area is denoted by A.1: axis is densely populated by singular points. jet engines.

5* . drag. that is. 71 flux density.z· Fig. we assume that adiabaticity conditions are met. combustion.204 Differential Equations in Applications _. and v the flow velocity. evaporation. Finally. chemical transformations. and condensation are excluded./-. One of the basic equations describing this type of flow is the well-known conti- . 70 as / Fig.

From this equation it follows that dp dA dv _ 7+7-}--7-0. (147) where the flux variation rate w is assumed constant.wvz/2. (150) . (149) where h is the enthalpy of the flow (the thermodynamic potential) at absolute temperature T. We note that generally such an equation links the external work done on the system and the action of external heat sources with the increase in enthalpy (heat content) in the flow and the kinetic and potential energies. we can write the equation for the flow energy as c. Qualitative Methods 205 nuity equation. which in the given cse is written in the form w = pA v. therefore. the energybalance equation can be written in the form 0=w(h-l—dh)—-—wh —{— w [v2/2 + d (122/2)] ——. hence. (149) dh = c. In our case the flow is adiabatic.. or dh —i— d (02/2) : O.dT and. But in Eq.dT + d (v2/2) = O..Ch. 2. (148) Let us now turn to the equation for the energy of steady—state flow.

and M . we can always assume that the momentum equation for the flow has the form -—A dp -—. where Y is the specific heat ratio of the medium. Assuming that the divergence angle of the nozzle wall is small.1: dA = w dv. where x is the coordinate along the nozzle’s axis. (151) where p is the static pressure. we note that its variation along the nozzle’s axis is determined by a function F such that D = F (:1:). (152) If we denote by D the hydraulic diameter. Note that here the common approach to problems involving a steadystate flow is to use Newton’s second law. or —A dp —-— dA dp — 1 dA = w dv. (151) is of a higher order than the other terms and. we can write the momentum equation in the form pA+pdA—(p+dp)(A-l—dA)—1:dA = w dv. From the definition of the hydraulic diameter it follows that dA 4da: -1-I-zi . (153) Noting that pvz/2 = ·ypM2. therefore.206 Differential Equations in Applications Now let us derive the momentum equation for the flow. The term dA dp in Eq.

we arrive at the following differential equation: . (148). 292: 172-175. when the Mach number becomes equal to unity. 25. This means that the integral curves of the last equation intersect what is known as the sonic line and have vertical tangents at the intersection points. employing Eqs.+ YM-'*(4q—j—-|——.(156) dx (i-·y) F (¤¤) ’ where the prime stands for derivative of the respective quantity. that is.Ch.-..* The denominator of the right-hand side of Eq. . 2. 179 (1953). we arrive at the following represen— tation for the momentum equation (152): dp da: dv? __ -1..” Aircraft Engm.K.. (147) and (153). we can write formula (146) thus: 1 := qypM2.)-O. (155) Denoting the square of the Mach number by y. including compressibility and viscosity elfects. (156) vanishes at y = 1.1 I @(1+-L——y) (wry-F (=•¤>> -‘k’-:-—-£-. No. "One-dimensional high—speed flows. Zaremba..-. and (155). Since the right-hand * See J. Flow patterns derived for the flow of gases through nozzles. Kestin and S. Qualitative Methods 207 is the Mach number. (150). (154) Combining this with Eqs. and performing the necessary algebraic transformations.

Since q is a sufficiently small constant. A nodal point. . at a certain distance from the throat of the nozzle. (156) reverses its sign in the process of intersection. that is. Thus. Thus. a saddle point appears nea1· the throat of the nozzle. in practical terms. the transition from subsonic flow to supersonic (and back) can occur inside the nozzle only through a singular point with real exceptional directions. The coordinates of the singular points of Eq. that is. on the other hand. provided that the proiile contains an inflection point. the integral curves “ilip over" and the possibility of inflection points is excluded. the section on which the integral curves intersect the sonic line with vertical tangents must be the exit section of the nozzle. through a saddle point or a nodal point. F’(¤¤*> = v<1» which imply that these points are situated in the divergiug part of the nozzle.208 Differential Equations in Applications side of Eq. The physical meaning of this phenomenon implies that along integral curves the value of a: must increase continuously. A saddle point appears if J* is negative. a nodal point emerges in the part of the nozzle that lies behind an inflection point of the nozzle’s profile or. Hence. appears only if F" (x*) is negative. (156) are specified by the equations y* :1. F”(:1:*) > O.

Qualitative Methods 209 From the characteristic equation F(¤¢*) K2 + 2qv (V +1)% —-2(Y +i)F”(¢*) =0 we can see that the slopes of the two exceptional directions are opposite in sign in the case of a saddle point and have the same sign (are negative) in the case of a nodal point. the corresponding points move along curves on and [5 that strongly diverge and. Since Eq.Ch. so to say. lf this is ignored and the motion monitored as beginning at points a and b in Figure 72. provide no in14-0770 . (156) cannot be integrated in closed form. hence. l). Such a construction is indeed possible since the characteristic equation provides us with the direction of the two tangents at the singular point S (:1:*. It is advisable in this connection to begin the construction of the four separatrices of a saddle point as integral curves by allowing for the fact that the singular point itself is a point. The case of a nodal point (Figure 73) allows for a continuous transition only from supersonic to subsonic flow. 2. This means that only a saddle point allows for a transition from supersonic to subsonic velocities and from subsonic to supersonic velocities (Figure 72). which lie on different sides of a separatrix. from which these integral curves emerge. we must employ numerical methods of integration in any further discussion.

9 Fig.2* Fig.S’ 7 I I I I 0 1** .Z‘* .210 Differential Equations in Applications :. 72 !=”z .-F / cv / 7IS (2I/ / I b { I /3 /I {Ct .~1Z F Z22) ty Ly:. On the . 73 formation about the integral curve (the separatrix) that "enters" point S.

However. then it appears that the neighborhood of a singular point can be broken down into 14* . Figure 72 illustrates the pattern of integral curves in the vicinity of a singular point. Qualitative Methods 211 other hand. if we exclude the possibility of equilibrium points of the vortex and focal types emerging in this picture. Then in the vicinity of a singular point there may be an iniinitude of phase—trajectory patterns. 2. The straight line passing through point xt (the throat of the nozzle) corresponds to values at which the numerator in the right-hand side of Eq. which points to the presence of extrema. if we move along an integral curve that "emerges" from point S and we assume that the initial segment of the curve coincides with a segment of an exceptional straight line. the error may be minimized if we allow for the convergence of integral curves in the direction in which the values of sc diminish.10 Higher-Order Points of Equilibrium In previous sections we studied the types of singular points that emerge when the Jacobian J * is nonzero.Ch. (156) vanishes. But suppose that all the partial derivatives of the functions X and Y in the right—hand sides of system (122) vanish up to the nth order inclusive. 2.

212 Differential Equations in Applications a finite number of sectors belonging to three standard types. These are the hyperbolic, parabolic, and elliptic. Below we describe these sectors in detail, but first let us make several assumptions to simplify matters. We assume that the origin is shifted to the singular point, that is, :1:* = y* = O; the right-hand sides of system (122) can be written in the form X (¤v» y) = X n (rv, y) + (D (re y)» (157) Y (rm y) = Ya (w, y) + ‘I’ (rn y>» where X ,, and Y,, are polynomials of degree n homogeneous in variables as and y (one of these polynomials may be identically zero), and the functions (D and W have in the neighborhood of the origin continuous iirst partial derivatives. In addition, we assume that the functions <D(=·=» y) (Dx (¢» y) (Dy (=¤, y) (x2__‘_y2)(7l+1)/2 ’ (x2,_|_y2)7l·/2 ’ 1 ‘I’<=·=, y) ‘I’x(¤¤, y) Wy (rv, y) (x2_)_y2)('Tl+1)/2 ’ (x2_·_y2)71/P ’ are bounded in the neighborhood of the origin. Under these assumptions the following assertions hold true. (1) Every trajectory of the system of equations (122) with right-hand sides of the (157) form that "enters” the origin along a certain tangent touches one of the ex-

Ch. 2. Qualitative Methods 213 ceptional straight lines specified by the equation wYn (an y) —— !/Xu (fe y) = 0- (158) Since the functions X ,, and Y,, are homogeneous, we can rewrite Eq. (158) as an equation for the slope A = y/x. Then the exceptional straight line is said to be singular if Xa (vs y) = Yum y) =0 on this straight line. Some examples of such straight lines are shown in Figure 62. The straight lines defined by Eq. (158) but not singular are said to be regular. (2) The pattern of the phase trajectories of (122) in the vicinity of one of the two rays that "emerge" from the origin and together form an exceptional straight line can be studied by considering a small disk (centered at the origin) from which we select a sector limited by two radii lying sufficiently close to the ray on both sides of it. Such a sector is commonly known as a standard domain. More than that, in the case of a regular exceptional straight line, which corresponds to a linear factor in Eq. (158), the standard domain considered in a disk of a sufficiently small radius belongs t.o either one of two types: attractive or repulsive. (2a) The attractive standard domain is characterized by the fact that each tra-

214 Diflerential Equations in Applications Fig. 74 Fig. 75 jectory passing through it reaches the origin along the tangent that coincides with the exceptional straight line (Figure 74). (2b) The repulsive standard domain is characterized by the fact that only one phase trajectory passing through it reaches the singular point along the tangent that coincides with the exceptional straight line. All ot.her phase trajectories of (122) that enter the standard domain through the boundary of the disk leave the disk by crossing one of the radii that limit the domain (Figure 75).

Ch. 2. Qualitative Methods 215 Let us turn our attention to the following fact. If the disk centered at the origin is small enough, the two types of standard domains can be classified according to the behavior of the vector (X, Y) on the boundary of the domain. ’[`he behavior of vector (X, Y) can be identified here with the behavior of vector (X ny Yn). More than that, it can be demonstrated that if, as assumed, a fixed exceptional direction does not correspond to a multiple root of the characteristic equation, the vector considered on one of the radii that limit the domain is directed either inward or outward. Then if in the first case the vector considered on the part of the boundary of the standard domain that is the arc of the circle is also directed inward, and in the second case outward, the standard domain is attractive. But if the opposite situation is true, the standard domain is repulsive. It must be noted that in any case the vector considered on the part of the boundary that is the arc of the circle is always directed either inward or outward since it is almost parallel to the radius. Standard domains corresponding to singular exceptional directions or multiple roots of the characteristic equation have a more complicated nature, but since to some extent they constitute a highly rare phenomenon, we will not describe them here. lf we now turn, for example, to a saddle

216 Differential Equations in Applications point, we note that it allows for four repulsive standard domains. In the neighborhood of a singular point of the nodal type there are two attractive standard domains and two repulsive. (3) If there exist real-valued exceptionaldirection straight lines, the neighborhood of a singular point can be divided into a finite number of sectors each of which is bounded by the two phase trajectories of (122) that "enter" the origin along definite tangents. Each of such sectors belongs to one of the following three types. (3a) The elliptic sector (Figure 76) contains an infinitude of phase trajectories in the form of loops passing through the origin and touching on each side of the boundary of the sector. (3b) The parabolic sector (Figure 77) is filled with phase trajectories that connect the singular point with the boundary of the neighborhood. (3c) The hyperbolic sector (Figure 78) is filled with phase trajectories that approach the boundary of the neighborhood in both directions. More precisely: (Zia) Elliptic sectors are formed between two phase trajectories belonging to two successive standard domains, both of which are attractive. (4b) Parabolic sectors are formed between two phase trajectories belonging to" two

77 Fig. 78 successive standard domains one of which is attractive and the other repulsive.Ch. . 2. Qualitative Methods gn Fig. All phase trajectories that pass through the latter domain touch at the singular point of the exceptional straight line that defines the attractive domain. 76 Fig.

. where the Jacobian J * is nonzero. Lukashevich.P. Sadovskii. for examp e. 1982) (in Russian . For example-. and A. in the book by V.218 Differential Equations in Applications (4c) Hyperbolic sectors are formed between two phase trajectories belonging to two successive repulsive standard domains. Nonlinear Vibrations in Second—0rder Systems (Minsk: Belorussian Univ. it is easy to distinguish the four hyperbolic sectors at a saddle point and the four parabolic sectors at a nodal point.11 Inversion with Respect to a Circle and Homogeneous Coordinates Above we described methods for establishing the local behavior of phase trajectories of differential systems of the (122) type in the neighborhood of singular points.* 2.A. N. the phase trajectories in its neighborhood always possess the vortex or focal structure. Press. Elliptic sectors do not appear in the case of simple singular points. lf a singular point does not allow for the existence of real exceptional directions. there may be a need to study the " Methods that make it possible to distinguish between a vortex {Joint and a focal point are discussed.V Ame1’kin. And although in many cases all required information can be extracted by following these methods.

For one thing. straight lines passing through the origin are invariant under transformation (159).{32+*12 ’ y. Transformation (159) maps every finite point M (az. A simple way of studying the asymptotic behavior of the phase trajectories of the differential system (122) is to introduce the point at infinity by transforming the initial differential system in an appropriate manner. 2. y) of the phase plane into point M ’ (§.__ E. Geometrically this transformation constitutes what has become known as inversion with respect to ci circle and maps the origin into the point at infinity and vice versa. Qualitative Methods 219 trajectory behavior in infinitely distant parts of the phase plane. Note that in the majority of .§··_F§i·.Ch. as x2 —1~ y2 —> oo. which is defined by the following formulas: . say by inversion. __ n {L.§”+n“ $y (g2··`_. the slopes of asymptotic directions are the slopes of tangents at the new origin § = 1] = O. with points M and M' lying on a single ray that emerges from the origin and obeying the condition OM >< OM' =-· rz (Figure 79). It is well known that such a transformation maps circles into circles (straight lines are considered circles passing through the point at infinity). 1]) of the same plane. Hence.

The reasons for this are discussed below. .220 Differential Equations in Applications ml ·¤ wv. f Fig. 80 cases the new origin serves as a singular point. 79 N Fig.

into itself. We also note that completion of the (:1:. we can always establish the point where the curve intersects the respective unit circle in the (1:. has a definite tangent at the origin of the new (Q. The projection center N is the antipodal point of S. a vector field on the plane transforms into a vector field on the sphere and the point at infinity may prove to be a singular point on the sphere. The fact is that since a unit circle is mapped. y)-plane. a unit circle in the (Q. 1])-plane. It is clear that the projection center N corresponds to the point at infinity in the (41:. 1])-plane. y)-plane with the point at infinity is topologically equivalent to inversion of the stereographic projection (Figure 80). y)-plane a curve that has a definite asymptotic direction. y)-plane. 2. ij)-plane. it proves cumbersome and inconvenient when the point at infinity has a complicated structure. Qualitative Methods 221 As for the question of how to construct in the old (sc. by considering this curve in. in which the points on a sphere are mapped onto a plane that is tangent to the sphere at point S. this can be started by considering the (§. via transformation (159).Ch. Although inversion with respect to a circle is useful. that is. any further investigations can be carried out in the usual manner. say. more precisely. if we map the plane onto the sphere. In such cases . Conversely.

y)-plane completed with the straight line at infinity is called the projective plane. Thus. To visualize the projective plane. Under this transformation. lm. The (x. y)—plane is used by introducing homogeneous coordinates: as = §/z. each point of the (x. y) is not at infinity. unit radius. 1]. we have a straight line at infinity. we need only consider one-half of the sphere and assume its points to be the points of the . z) and (k§. eq. If we now consider a pencil of lines and describe its center with a sphere of. z) that are not simultaneously zero and no difference is made between the triples (§. y = 1]/z. Such a straight line may carry several singular points. But if z = 0. more convenient. the projective plane may be interpreted as the set of all pairs of antipodal points on a unit sphere. z =. y)-plane is associated with a triple of real numbers (§. say. and the nature of these points is usually simpler than that of a singular point introduced by inversion with respect to a circle. then each line of the pencil intersects the sphere at antipodal points.222 Differential Equations in Applications another.·‘= 0. transformation of the (:1:. If a point (x. kz) for every real k q'-= O. This implies that every point of the projective plane is mapped continuously and in a one-to-one manner onto a pair of antipodal points on the unit sphere.

2. Qualitative Methods 233 é‘·=z=·—0 **0 AM. the projective plane.9 Fig. 2. 81 projective plane. and the completion of the Euclidean plane with this line transforms the plane into a closed surface. the gaseous fuel—air mixture is forced through rotating . we ¢=z=0 lL i iA' Ew . the lower one) onto the ot-plane. the projective plane is mapped onto a unit disk whose antipodal points on the boundary are assumed identical. which touches it at pole S (Figure 81). Each pair of the antipodal points of the boundary corresponds to a line at infinity.Ch.12 Flow of ra Perfect Gas Through a Rotating Tube of Uniform Cross Section In some types of turboprop helicopters and airplanes and in jet turbines. If we orthcgonally project this hemisphere (say.

Kestin and S." Aeronaut. where v is the speed of a gas particle with respect to the tube.224 Differential Equations in Applications d CK 5 C ’ V QH ` e Fig.K. 82 tubes of uniform cross section installed in the compressor blades and linked by a hollow vertical axle. "Adiabatic one-dimensional flow of a perfect gas through a rotating tube of uniform cross section. 4: 373-399 (1954). Quart. To establish the optimal conditions for rotation we must analyze the flow of the mixture through a rotating tube and link the solution with boundary conditions determined by the tube design. Figure 82 depicts schematically a single rotating tube of a compressor blade.* It is * See I . In a blade the gaseous mixture participates in a rotational motion with respect to the axis with constant angular velocity co and moves relative to the tube with an acceleration v (dv/dr). and r is the coordinate measured along the rotating compressor blades. . Zaremba.

whose uniform cross—sectional area will be denoted by A and whose hydraulic diameter by D. the gas is assumed perfect with a speciiic heat ratio y. We ignore here the effect produced by pressure variations in the tube (if they exist at all) and by variations in pressure drop acting on the cross section plane. The boundary of the cavity occupied by the gas is denoted by a. generally speaking. whose initial state is known. both of which are the result of the Coriolis force. Qualitative Methods 225 assumed that the fuel-air mixture. to state b is assumed to proceed isentropically. is supplied along the hollow axle to a cavity on the axle in which the flow velocity may be assumed insignificant. since the existence of a lateral pressure drop may is-0770 . The last assumption. The expansion of the gas mixture from state a. requires experimental verification. It is assumed that the gas expands through a nozzle with an outlet cross section b that at the same time is the inlet of a tube of uniform cross section.Ch. to the cross section b by rl. 2. we denote the velocity of the gas after expansion by vi and the distance from the rotation axis O. the gas is accelerated thanks to the combined action of the pressure drop and dynamical acceleration in the rotation compressor blade. When passing through the tube. and all the processes that the gas mixture undergoes are assumed reversibly adiabatic (exceptions are noted below).

Now let us suppose that starting from cross section c at the right end of the tube the gas is compressed isentropically and passes through a diverging nozzle. such an assumption is justified. From the second cavity the gaseous mixture expands isentropically into a converging or converging—diverging nozzle in such a manner that it leaves the cavity at right angles to the tube’s axis. we consider two modes of passage of the mixture through the nozzle. In the process it transfers into a state of rest with respect to the compressor blade in the second cavity at a distance r3 from the rotation axis and reaches a state with pressure Pd and temperature Td. Below for the sake of simplicity we assume that the exit nozzle is a converging one and has an exit (throat) of area A*. it remains the same. . Denoting the external (atmospheric) pressure by Pa. But if the diameter of the tube is small compared to the tube’s length. This produces a thrust force caused by the presence of a torque.226 Differential Equations in Applications serve as a cause of secondary flows. As for the continuity equation. It is now clear that the equations of momentum and energy balance for a compressible mixture traveling along a tube of uniform cross section must be modified so as to allow for forces of inertia that appear in a rotating reference frame.

P3 —-= P3. or P. the equation of 15* . or P. P3 -= (2/(V + i))""""’ PaIn the latter case the flow at the nozzle’s throat has the speed of sound Us = (2/(v + i))"2 aa where ad depends only on temperature Td. let us now consider the continuity equation. Hence./Pd > (2/(v + i))""""’· In this case the flow at the nozzl0°s throat is subsonic and... In further analysis the flow is assumed adiabatic everywhere and isentropic everywhere except in the tube between cross sections b and c. The second case applies to a situation in which the Pa-to-Pd ratio is below the critical value. to a situation in which the P3-to-Pd ratio exceeds the critical value./Pa < (2/(v + i)"’"‘*’The pressure P3 at the nozzle’s throat has a fixed value that depends on Pd but not on P3. pressure P3 at the throat is equal to the atmospheric pressure. hence. As in the case where we derive the differential equation that describes the adiabatic flow of a perfect gas through a nozzle of varying cross section. Qualitative Methods 227 The first applies. 2. that is.Ch.

wzf dr . where m' is the flux mass. we turn to Figure 83. or ‘\|> = mr/A.. .. For instance. V3 A . (160) with V the speciiic volume and xp the flux density.1. or the momentum equation. We note that the dynamical effect of the rotational motion of the compressor blade can be used to describe the flow with respect to the moving tube.2. To derive the equation of motion..0 P+6Z'/D v/ [.4 r' + dr Fig. where in accordance with the D’A1embe1·t principle the force of inertia dI = {3. .228 Differential Equations in Applications x U 7 U+d0 .. and the equation of energy balance.4. 83 momentum.const. _ 1p— V .. the equation of continuity in this case has the form .

·-—-· dT°·l······I7ZU2T°dr. (02/2V). where 7. (161) As for the energy-balance equation. and the friction force dF = (4A/D) dr.ED?-L v2dr—w2r dr= 0. V dP —|—v dv-}.Ch. As a first approximation we can assume that 2. remains constant along the entire tube. Hence. . where h is the enthalpy. it is simple to derive if we use the first law of thermodynamics for open systems and bear in mind that the amount of work performed by the system is wzr dr. 2. or after certain manipulations. the force of pressure A dP. we can write the momentum equation in the form A dv 2}»Av2 A ·I7dT°U·H·. Qualitative Methods 229 is assumed to act in the positive direction of r. the element of mass dm 2 (A/V) dr moves with an acceleration v(dv/dr) caused by the combined action of the force of inertia dI. depends on the Reynolds number R. With this in mind. If we define the speed of sound a via the equation h:`QlT> we find that ada-l——·Y—%vdv—— -3%-}—w2rdr=O. Thus dh—|—vdv—-w2rdr=O. Here ·t : Z.

as = r/D. (162) If we now introduce the dimensionless quantities M0 = v/ao.7) 7.-Y-gi U2. (161). we arrive at the following relationships: _ a2 _ ·y—1 _ ’y—1 wz pr (Ri W“‘*”wT"2)‘f» dP _ Y—1 wgr __ y——1 a2 YT"` y v ( 2v Jr qe. The continuity equation (160) implies that V = v/wp.%—G2x2.2 v—1 w2r2 dv . · (166) . (165) Then. (162). + ig" *. G2 = w2D”/a§. combining __ ___ 'yPv G2 -—.. This equa— tion serves as the basic equation for solving our problem. (163) we arrive at the equation 2 -1 -1 %:1—-JT-M§-l. and (164) we can derive an equation that links the dimensionless quantity M0 with the dimensionless distance. (164) By excluding the pressure and specific volume from the basic equations (160)..— T with Eq.230 Differential Equations in Applications This leads us to the following energy-balance equation: ag Z az -1.3% ww.

we reduce it to Q Z 2E*l(E·°··P*lE+¢1G“E.2·····T]2.Ch. Clearly. If we discard higher-order terms.!. The lowest—order terms in both numerator and denominator are quadratic..*129 ’ (169) where E : Q2-}. we arrive at the differential equation djtlg Z 2M1§(22. A : §. (169). p=—y2—(v+1>. Introducing the variables (159). Gzxz Assuming that 1 M§=y.G2§.Us we can rewrite Eq. Qualitative Methods 231 Substituting the value of V from Eq.) o (167) at 4-% Mg . (167) as dy __ 2y (my——G2x) "ds?" 1——py—|—qG2x2 ° (*68) The differential equation (168) is the object of our further investigation. 2. (165) and the value of dP/dr from Eq. (166) into the momentum equation (161) and allowing for the relationship (163).yM§—-Gaz. the origin constitutes a singular point for Eq.q2. Q = mq.2)+2*1(*12·~E2)Q di A (E“—·PT\E ·|· <1G”§’) + @. . lg. 1 q : if (Y '. m=2?»v.

(170).G2E)l . It is easy to see that for § and 1] positive the value of X4 (§.232 Differential Equations in Applications as we did on p. 211 when discussing higherorder equilibrium points. The characteristic equation of the differential equation (169) assumes the following form after certain manipulations: En (E2 + 112) [(q + 2) G2E —· 2*1111] = 0(170) This leads us to three real—valued exceptional straight lines: (¤) E=0» (b)11 =0» <¤> (q + 21 Gag — 2m. iq) is positive in the neighborhood of all three exceptional straight lines. X4 (gs g Z gl} TIS) l(q"l`2) G2E"2”"ll E lqG2E2 (E2 — 112)+ 4En* (mn —. hence. we iind that Y4 (gv Tl) = 2qG2E211 + 211 (112 — E2) (mn — G2E). = 0. and. (27*) Each is a regular straight line and corresponds to one of the factors in Eq. with the result that the expression Yi (E. X4 (gv = qG2E2 (E2 — 112) + 4E112 (mn — G2E). the origin is a higher-order singular point. 11) _.

the above facts remain valid for standard domains obtained from those mentioned earlier by a rotation about the singular point through an angle of 180°. Geometrically this means that the righthand side of the differential equation El. Y4). Y4 (gv ll) dg X4 (gs determining the behavior of integral curves in a disk of sufficiently small radius and centered at the origin fixes an angle greater than the angle of inclination of the radii that lie in the first quadrant between the straight lines (171b) and (171c). the standard domain containing the straight line (171c) must be repulsive. is negative below the straight line (171c) and positive above. hence.Ch. Thus. As for the radii lying between the straight lines (171c) and (171a). Qualitative Methods 233 has the same sign in both the first quadrant and the neighborhood of the straight lines as the left-hand side of (171c) and. 2. . while the domains containing the straight lines (17ia) and (171b) must be attractive. on them the right—hand side of this differential equation fixes an angle that is smaller than the angle of inclination of these radii (Figure 84). In view of the symmetry of the field specified by vector (X4. The explanation lies in the fact that (172) may change sign only when an exceptional straight line is crossed.

More than that. there are exactly two integral curves that "enter" the singular point along the tangent (171c) and an infinitude of integral curves that touch the coordinate axes (171a) and (171b) at the point of rest. one of which is attractive and the other repulsive. These sectors are parabolic because they lie between two successive standard domains. 84 Thus. all the integral curves except those that touch the straight line (171c) touch the . Each of the first and third quadrants is divided into two sectors by the integral curves that touch the exceptional straight line (171c) at the origin. We see then that the second and fourth quadrants contain elliptic sectors since they lie between two successive attractive standard domains (Figure 85).234 Differential Equations in Applications / \ em 7 X —¤~ f `\ TY ’ //4/ /K // x \ jr +\ Ai `é\ /7 Ev Fig.

along each of them in the movement toward infinity not only does y/x —>0 or :1:/y -—>0 but so does y -+0 or cc —->0 (with . it is easy to prove that all these integral curves asymptotically approach one of the coordinate axes. 85 coordinate axes (171a) and (17lb) at the singular point. y)—plane. All other integral curves allow for the asymptotic direction of one of the coordinate axes. respec- . Indeed. that is. Basing our reasoning on physical considerations. 2. we can analyze the differential equation (168) solely in the first quadrant of the (sc.2: -—>oo or y ->cx>. Qualitative Methods 235 7 is Fig.2) G2/2m. we see that there exists exactly one integral curve having an asymptotic direction with a slope (q —{. Turning to this plane.Ch.

13 Isolated Closed Trajectories We already know that in the case of a singular point of the vortex type a certain region of the phase plane is completely filled with closed trajectories. This is illustrated in Figure 86. It can also be proved that the integral curves that approach the coordinate axes asymptotically (Figure 86) leave the first quadrant at a finite distance from the origin. 86 tively).236 Diflerential Equations in Applications 0 . However.2: Fig. . Note that the pattern of integral curves at a finite distance from the origin depends primarily on the position of the singular points. and ·a special investigation is required to clarify it. where some integral curves have been plotted at great values of :1: and y. 2.

Isolated periodic solutions correspond to a broad spectrum of phenomena and processes occurring in biology. Such solutions emerge in differential models in economics. where x = rcos 6 and y = rsin 9. medicine. differentiating the relationships x2 —|— y2 == rz and 9 = . that is. dy (173) Ei-:-:z:—|—y(l —-0:2-y2). astronomy. in various aspects of automatic control. only nonlinear differential equations and systems can have isolated closed trajectories. 2. Then. and the theory of device design. Qualitative Methods 237 a more complicated situation may occur when there is an isolated closed trajectory. and in other fields. a trajectory in a certain neighborhood of which there are no other closed trajectories. Interestingly. This case is directly linked with the existence of isolated periodic solutions. we also consider as a model the nonlinear differential system {j—§°—=—y+=v(i ——·w”—y2). radiophysics. Below we study the possibility of isolated periodic solutions emerging in processes that occur in electric circuits. oscillation theory.Ch. in airplane design. we introduce polar coordinates r and 9. To solve this system.

and allowing for the second relationship in (174). we find that rz gil. O (0. rz. (176) System (173) has only one singular point. ff aT··’2‘a2‘· (174) Multiplying the first equation into sc and the second into y. subtracting one product from another. Then Eqs. ·aT—1. we arrive at dx dy __ dr dy _ dx _ _ dB` "w+ya7··rw· xr. we find that dr r -8-2-: rz (1 -1*2). 0).238 Differential Equations in Applications tan·1(y/x) with respect to t. Since at the moment we are only interested in constructing trajectories. and allowing for the first relationship in (174). (175) and (176) imply that system (173) can be reduced to the form dr df) _ 717--T(1··—T°2). Each of these equations can easily be integrated and the entire family of solutions. adding the products. . (175) Multiplying the second equation in (173) into sc and the first into y. we can assume that r is positive.

In fact. If C is negative. it is clear that r is greater than unity and tends to unity as t —> +oo. These two relationships define a closed trajectory. is given by the formulas 1 ’ 9:-1t+t°’ (178) or. COS + tg) sin to) x = -·T ———— » I! = +*——_————-——‘ V 1+C¢‘”‘ I/1+ 06** If now in the first equation in (178) we put C-:0. But if C is positive. there can be two additional types of limit cycles. And a limit cycle is said to be (orbitally) half-stable if all neighboring trajectories on one side (say. we get r=1 and 6:-—t-{—t0. a circle x2 —l. more precisely.Ch. A limit cycle is said to be (orbitally) unstable if all neighboring trajectories spiral away from it as t—»—|—o<>. Closed phase trajectories possessing such properties are known as limit cycles or. (orbitally) stable limit cycles. from the inner side) spiral on to it and all neighboring trajectories . 2. it is clear that r is less than unity and tends to unity as t -» +oo. This means that there exists only one closed trajectory r == _1 which all other trajectories approach along spirals with the passage of time (Figure 87). in terms of the old variables x and y.y2 L-= 1. Qualitative Methods 239 as can easily be seen.

. Hence the importance in the theory of ordinary differential equations of criteria that enable at least specifying the regions where a limit cycle may occur. implies that if there are no singular points of a differential system within a region of the phase plane. if such a trajectory exists. In the above example we were able to find in explicit form the equation of a closed phase trajectory. but generally. on the outer side) spiral away from it as t->-|—¤¤. this cannot be done. of course. Note that a closed trajectory of (122). contains within its interior at least one singular point of the system. there are no closed trajectories in the region either.z* Fig. 87 on the other side (say. This.240 Differential Equations in Applications .7 7 . for one thing.

We illustrate this in Figure 88. y)iThen. 2. y)i+Y(¤¢. 88 Let D be a bounded domain that lies together with its boundary in the phase plane and does not contain any singular points of system (122).Ch. Then the PoincaréBendixson criterion holds true. With each boundary point of D we associate a vector V(¢¤» y) = X (rv.·••"""°`_—"-°`7<\\ X0`F ’x (i I1 l1 \/ \\ // Fig. enters D. and I`2 and the circular domain between them. Qualitative Methods 241 T1 f/. namely. if a trajectory T` that emerges at the initial moment t= to from a boundary point. ij I` is a trajectory of (122) that at the initial moment t:-· to emerges from a point that lies in D and remains in D for all t) to. then F is either closed or approaches a closed trajectory along a spiral with the passage of time. Here D consists of two closed curves I`. and remains there at all 16-0770 .

is always directed into D. Such a closed trajectory does indeed exist. therefore.242 Differential Equations in Applications moments tgto. the domain D lying between the circles with radii r = 1/2 and r = 2 contains no singular points. according to the above criterion. therefore. Indeed. O). system (173) has only one singular point. however. This means that the circular domain lying between circles with 1·adii r = 1/2 and r : 2 must contain a closed trajectory of the differential system (173). Vector V. The curve I`0 must surround a singular point of the differential system. not lying in D. The first equation in (177) implies that dr/dt is positive on the inner circle and negative on the oute1·. which is associated with the points on the boundary of D. success depends both on the type of system and on the experience of the researcher. At the same time we must bear in mi11d that . point P. since no general methods exist for building the appropriate domains and. O (O. it is a circle of radius r = 1. that great difficulties are generally encountered in a system of the (122) type when we wish to realize practically the Poincaré-Bendixson criterion. it will along a spiral approach a closed trajectory F0 that lies entirely i11 D. Note. The differential system (173) provides a simple example illustrating the application of the above criterion in finding limit cycles. then. and.

ln this respect the most widespread condition is the Dulac criterion: if there exists a function B (x. y) Ei 1 the criterion transforms into the Bendixson criterion. y) that is continuous together with its first partial derivatives and is such that in a simply connected domain D of the phase plane the sum 0 (BX) 0 (BY) 0. y)=(i——y)F(¤¤). positive definite or negative definite. 16* . y)=4y (1l+ y) <vqy—F (·¤¤))· If we put v—1 ·* Btw. then for this equation we have X(¤v. y)= {4yF(¤v) [1+ —q. At B (x. lf we turn to the differential equation (156).—— 0]} * That is. .Ch. which constitutes a differential model for describing an adiabatic OIl9"(llI1"l|3l1Sl(l113l flow of a perfect gas of constant specific heat ratio througli a nozzle with drag.2: + Oy is a function of fixed sign.* then no limit cycles of the dijjerential system (122) can exist in D. Qualitative Methods 243 finding the conditions in which no limit cycles exist is no less important than establishing criteria for their existence.1 I Y(¤v.. 2..

vector V performs an integral number of cycles in the process. This number n is said to be the index of the closed curve I` (or the index of cycle I`). and does not pass through the singular points of this system. lf we begin to contract I` in such a manner that under this deformation I` does not . Then. a negative integer. The concept is that of the index of a singular point. if P (x. Let I` be a simple closed curve (i. that is. is characterized by a certain direction speciiied by an angle 9 (Figure 89). y) moves along I`. y) is a point of I`. the vecto1· V(¤v. hence. with n a positive integer. (156) has no closed integral curves. Eq. a curve without self~intersections) that is not necessarily a phase trajectory of system (122). lies in the phase plane.244 Difierential Equations in Applications we find that 6(BX) 6(BY) _ Yq dx + dy = F(x) >O and. Let us discuss one more concept that can be employed to establish the existence of limit cycles. with i and j the unit vectors directed along the Cartesian axes. hence. is a nonzero vector and.e. say. counterclockwise a11d completes a full cycle. or zero. If point P (x. angle 9 acquires an increment A9 = 2nn.y)=X(¤v» 1/)i+Y(¤>.y)i.

on the other. (2) the index of a closed curve surrounding several singular points is equal to the sum of the indices of these points. 89 pass through singular points of the given vector Held. Qualitative Methods 245 V y0 F 0 eZ` Fig. vary continuously and. on the one hand. The index has the following properties: (1) the index of a closed trajectory of the diyjerential system (122) is equal to +1. remain an integer. and (3) the index of a closed curve encompassing only ordinary points is zero. the index of the cycle must. This property leads to the notion of the index of a singular point as the index of a simple closed curve surrounding the singular point. 2. . This means that under continuous deformation of the curve the index of the cycle does not change.Ch.

but now e is the number of interior points of contact and h the number of exterior points of contact of trajectories of (122) with cycle L. For practical purposes the following simple method may be suggested. points of inflection.246 Differential Equat·ions in Applications This implies. while the C-type points. The trajectories may intersect L or touch it. We can still use formula (179) to calculate the index of a singular point. that since the index of a closed trajectory of system (122) is always +1. are not (see Figure 90). The index of a singular point is calculated by the formula n:1+§#. for one thing. and h is the number of hyperbolic sectors. Suppose that L is a cycle that does not pass through singular points of (122) and is such that any trajectory of (122) has no more than a finite number of points common to L. This fact is often used to prove the absence of limit cycles. a closed trajectory must enclose either one singular point with an index -}-1 or several singular points with a net index equal to -{-1. In the latter case only exterior points of contact (type A) or interior points of contact (type B) are taken into account. uw) where e is the number of elliptic sectors. Figure 91 depicts singular points with .

2. +1. +2. +3. if the net index of all the singular points of a differential system (possessing a finite number of such po. That . the not index of the points is +2. Topological considerations provide a very general theorem which states that when a continuous vector field with a finite number of singular points is specified on a sphere.ints) that lie in a finite phase-plane domain is distinct _from +2. But if instead of inversion we employ homogeneous coordinates. respectively. Earlier it was noted that constructing a complete picture of the behavior of the phase trajectories of the differential system (122) is facilitated by introducing the point at infinity via transformations (159). the point at infinity must be a singular point with a nonzero index.Ch. the net index of all the singular points is already +1. Thus. Qualitative Methods 247 O am QM B'<\>L Fig. 90 indices 0. and -2.

.

for one thing. This implies. which describes adiabatic one-dimensional flow of a perfect gas through a rotating tube of uniform cross section. It can also be shown that. Qualitative Methods 249 this is so can be seen from the fact that if the plane is projected onto a sphere with the center of projection placed at the center of the sphere. and the circumference of the great circle parallel to the plane corresponds to a straight line at infinity. (a) G > G0. . one double point. (168).Ganz == 0 has two points.Ch. as shown in Figure 85. depending on whether the straight line specified by the equation my . two points on the sphere correspond to a single point on the projective plane. or not a single point of intersection with the parabola fixed by the equation 1 -—py + qG2x2 = O (which. It follows from this that the index of this point is +2 and does not depend on the values of the constants in Eq. (168). (b) G = G0. 2. with G0 = 2mq*/2/p). If we turn to Eq. is equivalent to G being greater than G0.= 2) sectors and two parabolic (e = O). A higher-order singular point with two hyperbolic (h —. in turn. then. or less than G0. that the net index of finite singular points is zero. A saddle point and a nodal point. equal to G0. the following combinations of finite singular points occur. for the singular point at infinity we have e = 2 and h == O.

Here ia is the current and va the voltage in the t é'rC e '|' + r . We see that in three cases the net index is zero. with the ia-va characteristic shown by a solid curve in Figure 93. 92 .250 Differential Equations in Applications (c) G <G0.. Figure 92 depicts schematically a dynatron oscillator. 2. as it should be. and economics} we will show how such phenomena emerge in the study of electric circuits.14 Periodic Modes in Electric Circuits We will show how limit cycles emerge in a dynatron oscillator (Figure 92). biology. An analysis of the operation of such an oscillator leads to what is known as the Van der Pol equation.. Singular points are absent. Although phenomena linked with generation of limit cycles can be illustrated by examples from mechanics.L__ Fig.

The real circuit can be replaced in this case with an equivalent circuit shown schematically in Figure 94. i·l·ir+iL·l—io=O. which is connected in series with the screen—grid tube. " +l·zr+‘._(. and ic = Cv.z —l.Ch.. As a result of simple manipulations we arrive at the following differential equation: " <¤ 1 3v 2 1-. In accordance with one of Kirchhoff’s laws. the dynatron. 2. Here i and v stand for the coordinates in a system whose origin is shifted to the point of inflection O.. Qualitative Methods 251 screen-grid tube. with ir = v/r.. As follows from Figure 93. on > O. Y > O. .. L (<liL/dt) == v. The characteristic of the tube may be approximated with a thirddegree polynomial i = ow + YU3. which is shown by a dashed curve in Figure 93. 1 _ 3y __ _1___ 2 ‘E·‘+‘?F"“¤ 2·`“b¤ rc —"”<·· we can write the p1·evious equation in the form all. and capacitance C connected in parallel and known as the tank circuit.bvz) + o>§v = O. The circuit consists of resistance r.z‘+‘@"" lvi LC -*0If we now put cz. inductance L.

/ 0| / U / l \\ 1/ ’n ’1 I Od va Fig.252 Differential Equations in Applications ia li / */ {/ /I-\\\ 1 / ... If we introduce the transformations • •• "=y· ""yW= we can associate with the Van der Pol . 94 This differential equation is known as the Van der Pol equation.. -:'--.# ..-7/ -. 93 i -•(-—-—-—— l #1 it rl if R f" A C Fig.

We. Since b>0. the representative point moves along a trajectory toward the singular point. hence. we assume that a>0 and conclude that divergence D does not reverse its sign and. This implies that D (0. y) TY" y "` V (v. that is. This implies that if we can prove that a trajectory originating at the point at infinity resembles a spiral . and J* (0. D (v. therefore. 0) = m§>0. a trajectory that emerges from the point at infinity cannot reach the singular point at the origin no matter what the value of t including the case where t-= —l-oo. Thus. hence. 2. y) (180) The only finite singular point of this equation is the origin. (180) can have no closed integral curves. Eq.Ch. the singular point is either a nodal point or a focal point. will consider only the case where a is negative. y) == —-(a -4. dy __ dv __ `EZ""Y(Uv y)v `(`E"·‘I/(vv y)v we see that as t grows. Qualitative Methods 253 equation the following first-order differential equation: dy ___ __ (¢+bv2)y+<¤3v __ Y(v. ot< —-1/r. 0) == —a > 0 and. that is.bvz). lf we now consider the differential system corresponding to the differential equation (180).

in contrast to the method by which Eq. we employ the more convenient (in the present problem) homogeneous-coordinate transformations v = E. Sei. Here. To reduce the number of * See the paper by J. (181) The straight line at infinity is fixed by the equation z = O. Below we give a proof procedure* based on analytical considerations and the investigation of the properties of singular points at infinity.K. A numerical method suggested by the Dutch physicist and mathematician Van der Pol (1889-1959) consists in building a trajectory that originates at a point positioned at a great distance from the origin and in checking whether this trajectory possesses the above-mentioned property./z. Such a procedure yields an app1·oximation to the limit cycle. this will guarantee that at least one limit cycle exists. Res.254 Differential Equations in Applications winding onto the origin as t-><x>. Zaremba." Appl. (168) was studied. "Geometrical methods in the analysis of ordinary differential equations. Kestin and S. B3: 144 189 (1953). but it can be employed only in the case where concrete numerical values are known. The existence proof for such a cycle can be obtained either numerically or analytically. . y = 1]/z.

T|Z —— . we first exclude the point Q = z = 0. which can be establishedby studying the appropriate . that the straight line at infinity. Note. 2. z -= 0. speciijes t]1e regular exceptional direction z = O. The characteristic equation. This can be done if we assume that § = 1. d (183) HT)-. (180) is transformed to dz __ dn (az2—|—b)·q—l-0J?z2 717*. Then v == 1/z. as 9 grows) the representative point moves along this trajectory toward the only singular point z = iq = O.." "l·" · af: **2It is convenient to introduce a new parameter. In this case the differential system associated with Eq. Qualitative Methods 255 variables to two. with two repulsive regions corresponding to this direction. in the following manner: dt == zz dt). which in this case has the form —b1jz = O.Ch. (182) Then this system of equations (3311 be written as gg: —-(azz-}—b)1]—c0§z`·*—1]2z2=i’!_. constitutes a trajectory of the differential system (183) and as t grows (hence. 9. {irst. y : 1]/z.

and III. 95 vector field (Figure 95). additional reasoning is required. on different sides of the symmetry axis z = O. The second exceptional direction 1] = 0 is singular and. Thus. I.256 Diflerential Equations in Applications z QT I E 3:0 \ 112/ x \ \ ’? / \/ j/ 4)// "Z‘ Jr E Fig. The region lying between the curve fixed by the equation 9 = 0 and the axis fr] = O is topologically equivalent to two repulsive regions. on each side of the straight line mq = 0 there is at least . The locus of points 9 == U is a curve that touches the straight line iq == 0 at the origin and passes through the second and third quadrants (Figure 95). therefore. which makes it possible to fix three directions. II.

we note that for small values of | TII 0j __ 1 m?. 2.+7.+·.—f(¤» Z). More than that.. Hence. If we now consider the differential equation dn __ a b wt ii .here can be no curves that touch the axis 1] = 0 at the origin and pass through the first or fourth quadrant. it is easy to see that the representative points moving along these trajectories will also move apart as z decreases. Qualitative Methods 257 one t1·ajectory that touches the straight line at the origin. if we take two phase trajectories with the same value of 1]. Such curves are also absent from the region that lies to the left of the curve fixed by the equation iy = O since in this case 9 is positive and l7—U770 . t. ia-? (ir?) <" in the second quadrant between curve ay = O and axis fr] = O.—7+. since for small values of z and positive tj we have la/2 I2 wi/luz I. This means that on each side of the straight line 1] = O there can be only one phase trajectory that touches this straight line at the origin and belongs to the region considered._ jy.Ch. lt is also clear that the qualitative picture is symmetric about the axis z == O..

§Z)—-1. do.+ §+w. = z = 0.. The other two phase trajectories reach the saddle point as t-—>-—· oo. This reasoning suggests that the singular point rj = z == O is a saddle point. Hence. where the variable 9 is defined in (182). The point E. Then the differential system associated with the differential equation (180) can be written as follows: .·=Z (¤Z2+b§2+w§§Z2)=Q. too.Zz_{_ré(aZz·bz 2 2. and the characteristic equation here is z3 = 0. arrows IV).. The two phase trajectories that reach this point as t —> 5}-oo are segments of the straight line at infinity.. z) = 0 has a multiple point at the origin. that link the previous point with the point 7. = z = O. ?. The curve fixed by the equation P (E. let us put 1] = 1 in (181). z) = Ol (Figure 96) touches the axis z = O at the origin and has a cuspidal point there.258 Differential Equations in Applications TZ has the same sign as z (Figure 95. == z = U proves to be singula1·. In ou1· reasoning we did not discuss the point lf.9§_. By studying the signs of P and Q we can establish the pattern of the vector iield (Figure 96) and the phase-tra- . while the curve fixed by the equation Q (§. To conclude our investigation. z = O. the exceptional direction z = O is singular..

. for one thing.\\ \\ \ Fig.4. 97 jectory pattern in the neighborhood of the singular point ig = z = O (Figure 97). 17* .. We note. iv/ \\ \\ Fig. Qualitative Methods 259 0:0 Z // E/ x \i\ \ \ / /" / /’/ \ § xy // \\ \ .rCh. 2. 96 \z // \\ // g ’ ( .` t / . that far from the axis ig': O there are no phase trajectories that enter the singular point from the right.

260 Differential Equations in Applications This follows from the fact that in the first and fourth quadrants IZ/E I> IQ/P IThe above reasoning shows that the Van der Pol equation has no phase trajectories that tend to infinity as t grows but has an infinitude of phase curves that leave infinity as t grows. no general methods exist for doing this. The reader will recall that a curve or an arc of a curve with a continuous tangent iS said to be a curve (arc) without contact if it touches the vector (X. in addition to establishing the types of singular points. Y) specified . 2. if the latter exist. it is expedient in qualitative integration to employ the so—called curves without contact.15 Curves Without Contact In fairly simple cases the complete pattern of the integral curves of a given differential equation or. Sometimes the qualitative picture can be constructed if. we can find the curves. separatrices. Hence. that link the singular points. which is the same. the phasetrajectory pattern of the corresponding differential system is determined by the type of singular points and closed integral curves (phase trajectories). Unfortunately. This proves the existence of at least one limit cycle for the Van der Pol differential equation.

a curve without contact may be intersected by the phase trajectories of (122) only in one direction when t grows and in the opposite direction when t diminishes. y) { g (. then. We have already . Qualitative Methods 261 by the differential system (122) nowhere. Fo1· example. Various auxiliary inequalities can be used in qualitative integration of differential equations. Thus.1:0 in D and the curve y = y2 (0:) is a curve without contact. 2. g'g". The definition implies that vector (X.2:) for x Q xo in D. y) < s (¤v» y). As an example let us consider the differential equation (168).z:. denoting by yl (x) a solution of the first equation such that 2/1(·T0) = I/os with (xm yo) €D» and by y2(x) a solution of the second equation with the same initial data. if two differential equations are known. y) in a domain D. knowing the respective curve may provide information about the pattern of a particular part of a phase trajectory.2:. Therefore. say.f(·Tv y)v 'g%`T—“g(xv y) and it is known that f(.Ch. we can prove that yl (sr) { y2 (. But if in D we have the strict inequality f(¤v. Y) must point in one direction on the entire curve. then y1(¤¢)< y2 (rv) fer x>.

it is easy to see that vector (X. But since inside A we have X (as.6%). the singular point that is attractive is the nodal point. y) = 2y (my . a saddle point and a nodal point.py + 062332. . If we put X (fm y) = 1 —. it cannot leave A without passing through one of the singular points. Y (rv. we can see that one of the exceptional straight lines passes through A.262 Differential Equations in Applications shown that if G > G0. Y) is directed on the boundary of A outward except at the singular points. which are points of intersection of the straight line my — Gzx = 0 and the parabola 1 . y) < 0.py —{— qG2:c2 = O. Hence. Finding the slopes of the exceptional directions for the saddle point. The segments of the straight line and parabola that link these two finite singular points are curves without contact and they specify a region of the plane which we denote by A. if the representative point emerges from any interior point of A and moves along an integral curve with t decreasing. the equation allows for two finite singular points. This implies that an integral curve that is tangent to this straight line at the saddle point must enter A and then proceed to the nodal point.

the importance of various particular methods and approaches in solving this problem. assuming for the sake of deiiniteness that the curve corresponding to a deiinite value of C envelopes all the curves with smaller values of C (which means that the "size" oi the curves grows with C) and that no singular points of the corresponding * Other definitions of a topographical system also exist in the mathematical literature. . however. and continuously dijjerentiable simple closed curves that completely jill a doubly connected domain G in the phase plane. Here a topographical system of curves dehned by an equation cb (x. One approach is linked to the selection of an appropriate topographical system of curves.* li the topographical system is selected in such a manner that each value of para~ meter C is associated with a unique curve. Hence. 2. Qualitative Methods 263 2. with C a real-valued parameter. The Contact Curve Earlier we noted that in the qualitative solution of differential equations it is expedient to use curves without contact.Ch. y) = C. It must be noted. enveloping each other. then. is understood to be a family of nonintersecting. that there is no general method of building such curves that would be applicable in every case. but essentially they differ little from the one given here.16 The Topographical System of Curves.

that if in an annular region completely filled with curves belonging to the topographical system the derivative d<D/dt is a function of fixed sign.¤(¢>» t\>(¢)) 0‘D(¤¤. And if d€D/dt is negative. for one thing. If we consider the function (D (cp (t). the limit cycles of the differential system. with the passage of time i. d€D/dt is positive on a certain curve belonging to the topographical system. Limit cycles may exist only in the annular regions where the . the region cannot contain any closed trajectories. all the phase trajectories enter this region.264 Differential Equations in Applications differential system lie on the curves belonging to the topographical system. This implies. in addition. that is. we arrive at the following conclusion. the finite region bounded by it. y) ‘—i?":—". being a cycle without contact. lf. then such a curve. ip (t)) where x = cp (t) and y = ip (t) are the parametric equations of the trajectories of the differential system of the (122) type and calculate the derivative with respect to t. possesses the property that all phase trajectories intersecting it leave.w*X (‘”· yl then the curves (cycles in our case) without contact are the curves of the topographical system on which the derivative d€D/dt is a function of fixed sign. d<1>(<. say.

we arrive a the_ following conclusion. respectively. On the basis of the Poincaré-Bendixson criterion 18-0770 . (184) which has only one singular point in the finite part of the plane.which in polar coordinates x = r cos 6 and y = r sin 6 assumes the form -S4?)-—. ——2r2-{— 2r’* (cost 9 —[—sin*= 9) = —2r2 ·\~2r’* ( cos 49). For the topographical system of curves we select the family of concentric circles centered at point O (O. Noting that the greatest and smallest values of the expression in parentheses are 1 and 1/2. For r greater than I/2 the value of the derivative dCD/dt is positive Wh11G for r less than unity it is negative.. O). a stable focal point. —H%·=—rv—y+y3. 2. we consider the differential system dd gif-=y—·:v+w3. O (0. In our case the derivative d€D/dt is given by the relationship d<D -5 =—· — 2 (wz + y2) —l— 2 (¤¢" + 1%*).Ch.. Qualitative Methods 265 derivative d€D/dt is a function with alternating signs. with C a positive parameter. that is. To illustrate this reasoning. O). the family of curves specified by the equation x2 + y2 == C.:.

ln our case. Allowing now for the type of the singular point O (O. in the annular region with boundaries x2 —|— y2 :1 and x2 —|— y2 = 2 the expression 3 (x2 + y2) -— 2 always retains its sign. we Hind that OX/0x + 6Y/dy = 3 (x2 —i— y2) —— 2 and. To prove the uniqueness it is sufficient to employ the Dulac criterion for a doubly connected domain: if there exists a function B (x. y) that is continuous together with its first partial derivatives and is such that in adoubly connected domain G belonging to the domain of definition of system (122) the function 6(BX) 0(BY) 01: + Oy is of fixed sign. selecting B (x. as can easily be seen. let us examine a somewhat different way . O). we conclude that the cycle is an unstable limit cycle. y) E 1 for system (184). then in G there can be no more than one simple closed curve consisting of trajectories of (122) and containing within it the interior boundary of G.266 Differential Equations in Applications we conclude (if we replace t with —~t in system (184)) that the annular region bounded by the circles x2 + y2 -:1 and x2 + y2 == 2 contains a limit cycle of system (184). To return to the problem oi building curves without contact in the general case. and this limit cycle is unique.

y) =-·· C) is called a contact curve. when 0 IJ 6iD the slopes coincide. the locus of points at which the trajectories of the differential system of the (122) type touch the curves belonging to the topographical system (defined by the equation (D (1. this set constitutes the locus of points at which the trajectories of the differential system touch the curves belonging to the topographical system. or L . Qualitative Methods 267 of using the topographical system of curves.Ch. Introduction of this concept can be explained by the fact that if the derivative dd)/dt vanishes on a set of points of the phase plane. The equation of a contact curve has the (185) form. This approach is based on the notion of a contact curve.G1! . Of particular interest here is the case where the topographical system can be selected in such a manner that either the contact curve itself or a real branch of this curve proves to be a simple closed curve. the slope of the tangent to a trajectory of the differential system is Y/X and the slope of the tangent to a curve belongirg to the topographical system is —-(Gil 0:1:)/(GCD/Gy).-@/23 X I. Thus. Indeed. 2. Then the topographical system con- . Gy ° Hence.

y) = C2.. Indeed.y4 is a closed curve (Figure 99). in the last example (see (184)% the contact curve specified by the equation :1:2 -1. then the annular region bounded by these curves contains at least one limit cycle of the differential system studied.268 Differential Equations in Applications /\ x \/ @“ \/ \/ Fig.y2 =·. 98 tains the "greatest" and "smallest" curves that are touched either by a contact curve or by a real branch of this curve (in Figure 98 the contact curve is depicted by a dashed curve). if . which enables us to find the °°gI‘eatest" and "smallest" curves in the selected topographical system that are touched by the contact curve.154 -{. If the derivative d€D/dt is nonpositive (nonnegative) on the "greatest" curve specified by the equation CD (sc. y) = C1 and nonnegative (nonpositive) on the "smallest" curve specified by the equation (D (az. Specifically.

respectively. 99 we note that in polar coordinates the equation of the contact curve has the form rz = (c0s‘ 9 + sin‘ 6)*. we conclude that the "greatest” and "smal1est" curves of the topographical . Qualitative Methods 269 H Fig.Ch. 2. we can easily {ind the parametric representation of this curve: x __ cos 9 y __ sin 9 l/c0s* 9—|—sin*9 ’ _ }/cos49—{—sin·*9 Allowing now for the fact that the greatest and smallest values of r2 are. 2 and l.

the contact curve or a real branch of this curve coincides with one of the curves belonging to the topographical system. respectively. These circles. Then. 2. specify an annular region containing the limit cycle of system (184). with A 6 (-2. specifies the topographical system of curves. we note that in building the topographical system of curves we can sometimes employ the right-hand side of system (122). (186) assumes the form 3 (x2 —|— y2) — 2 = it. —|—oo). If the "greatest" and "smallest" curves merge. For instance.270 Differential Equations in Applications system :::2 —{— y2 == C are the circles :1:2 —}— y2 == 1 and :::2 + y2 == 2. .17 The Divergence of a Vector Field and Limit Cycles Returning once more to the general case. we arrive at the topographical system of curves x2 + y2 == A used above. A remark is in order. assuming that A = (7t -[— 2)/3. Eq. such a curve is a trajectory of the differential system. as we already know. It has been found that the differential system may be such that the equation 0X GY where A is a real parameter. if we turn to the differential system (184). that is.

gé/·= $+9 (1. as we see. and Eq.2:2 -|— y2 —— 1) == 0 and. Qualitative Methods 271 Let us consider.. as shown on pp.K)/4. defines the topographical system of curves. then the latter equation.y2 = A. This branch. 2). The last two examples. the differential system (173): 3. At the same time the very idea of building a topographical system of curves by employing the concept of divergence proves to be fruitful and leads to results of a general nature. 2. with it E (-—<x>. 2**4 ($2+!!2). for example. we introduce a new parameter A = (2 —.$2-*92)For this system GX -5. If instead of parameter R. (186) assumes the form 2 4 (:1:2 + y2) :: X. The contact curve in this case is given by the equation (:1:** -{— y2) X (. proves to be a limit cycle of system (173). a particular situation. its real branch :v“ + y2 == 1 coincides with one of the curves belonging to the topographical system.+%. illustrate. We will not dwell any further on these results. 237239.C11. of course. which assumes the form azz —|.%: —y+x (i——¤>2—y2>. but only note that the following fact may serve as justification for what .

for example.:. y) = 3:::2 —.4xy + 7y2 + 3. *"a. .·T— 2*** 5$2—·· 3yz..—+_a. which has a limit cycle specified by the equation x2 —I— y2 = 1. the differential system -%. %—= ——¢v°+=v2y+¤¤y2. We can easily verify that there is not a single real lt for which the equation 2 — 5.-.1:2 ·— 3y2 = lt specifies a trajectory of the initial differential system. But if we take a function B (x. For this system the divergence of the vector field is 0X GY ··5Tz:·—_"‘··5!·. Let us consider. then 0(BX) 0 (BY) ___ .272 Differential Equations in Applications has been said: if a diyferential system of the (122) type has a limit cycle L.-· 2:1:3 —{— cozy.2:1. there exists a real constant lt and a positive and continuously diyfferentiable in the phase plane function B (sc.y3.‘—(“2+y“—‘) >< (-— 23x2-1-16xy-25y2-20)-14.·` ·· X specifies a curve that has a finite real branch coinciding with cycle L. y) such that the equation 0(BX) 0(BY) _ —*a?·+*a.Bxyz —{·.

on the erudition and experience of the researcher. In conclusion we note that in studying concrete differential models it often proves expedient to employ methods not discussed in this book. and. .. Qualitative Methods 273 and the equation _E°.)Q+ .Ch.Q. 2. Everything depends on the complexity of the differential model. on how deep the appropriate mathematical tools are developed.21.. of course. 14 Ox Oy specifies a curve whose finite real branch $2 + y2 -1 =·-· 0 proves to be the limit cycle.iYL Z .

P. Applied Diyfferential Equations (Englewood Cliffs.A. 1973) (in Russian). A. M.. Constructing Dijierential Equations (Minsk: Vysheishaya Shkola. Zheleztsov. Sadovskii.: Prentice—I·Iall.S. Vitt. G.I.Selected Readmgs Amel’kin. Mass.H. Erugin. and N.A. and S.V. Theory of Oscillations (Reading. 1972). and D...). 1981). Elementary Dijferential Equations with Applications.R. Khaikin. M... S. W.. ..A. Spiegel. NJ. Andronov. Ponomarev. Cleman.A. 1981). 1966). Simmons. V. Mathematical Models and Dijferential Equations (Minsk: Vysheishaya Shkola.P.F. C. 2nd ed. A Reader in the General Course of Diyjerential Equations (Minsk: Nauka i Tekhnika. Braun. N'. 1982) (in Russian).: Addison-Wesley.K.. A. and A. Diyfferential Equations with Applications and Historical Notes (New York: McGraw-Hill. Grossman. Drew (eds. Derrick. (Reading. Dijferential Equation Models (New York: Springer. 1979) (in Russian).: Addison—Wesley. 1983).E. K. Mass.

Derivatives of Elementary Functions Function I Derivative C (constant) 0 rc 1 x" nx""1 1_1 ./ x rz'.2: x2 1 zz F " Um? _.:' I J: 2 ]/J: .Appendices Appendix 1.. 1 / `_"".sin x ./x”"1 cx ex ax ax In a In :1: -1x log x L log e= —·L-— ° :2: ° rv ln a 10 1 1 ~ 0. 1 1.4343 E10 x x 0g10 8 ~ T sin x cos x cos :1: —..

1: .me 1 tan“1 x ————— 1~|-.27 ······*···· 1/1.IJ SID .Il? ***—··. 1 ___ x2 COS .:.——..csc IL sm x sin x secu: -——?=tanxseca: cos sz c0s x CSCIB ···COt·Il7CSC.·—· IB |/ xg ~— 1 1 csc*' .1 sinh sz cosh x cosh 1: sinh 1: n x ·——·— ta h 1 c0sh2a: 1 C01}h ···+—— x s1nh2:1: _1 Sll”11l`1 :12 `7"`.1 SIH"1 I1? II.*..x2 1 colfl J: 1—l~ :1:2 11 SCG.276 Appendices Function ‘ Derivative 1 tan :1: -52-: secz as 00s :1: 1_2_ cot as ———r.77 :1: |/ :1:2.“`—_"———1/ 1 + $2 .

..mh”1 .i.2: ..I33]>i ..1 l:. SU > '|/ xg.Appendices 277 Function I Derivative (:0511-1 ‘/C . coth 2: 1__x2... _ 1-_—-:t2 1 I 'T I < 1 1 -1 .

.z:=sinx Stanxdx= —ln | cosxl Sc0txda:=1n l sinxl dx S -7* = (-HI} {B cos as S . Basic Intcgrals Power-Law Functions In xn+1 S 22 d$=—"7z·-TI_·T· (TL =}$ S -E1-£=1n I .-111-%...(| :1: | <a) .2: | x Trigonomctric Functions Ssin as dx: ·——c0s:v Sc0s:vd.2..¤::..?.*. .7“*“" 1 (7) ::-2-2. t sinza: — -_-C0 x Fractional Rational Functions da: _ 1 _ x S a=+x¤—7•T""“ ‘(1:) dx 1 _ :c $.Appendix 2..

—% (I ¤= I >¤) Exponential Functions S ex ex S ax dx: i In a Hypcrbolic Functions S sinh x dx: cosh x S cosh x dx: sinh x Stanhx dx: ln lcoshxl Scothxdx=ln I sinhxl dx S = tanh {IJ dx S 1: ···· coth SB Irrational Functions dx x = · 11-1 .) S l/az-3:2 sm ( a d . ———— S =cosh’1(-ig-)=lH|(=¤-I-]/¤¤”··°2)} ...Appendices 279 dx 1 _ x Smw:7°°"h 1 (7) =—Q%1¤%.

129820 USSR . GSP. Moscow.To the Reader Mir Publishers would be grateful for your comments on the content. translation and design of this book. Our address is: Mir Publishers 2 Pervy Rizhsky Pereulok I-110. We would also be pleased to receive any other suggestions you may wish to make.

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