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1.1 Four Examples : Linear versus Nonlinear

A first order differential equation connects a function y.t/ to its derivative dy=dt.

That rate of change in y is decided by y itself (and possibly also by the time t).

Here are four examples. Example 1 is the most important differential equation of all.

1/

dy

Dy

dt

2/

dy

D y

dt

3/

dy

D 2 ty

dt

4/

dy

D y2

dt

Those examples illustrate three linear differential equations (1, 2, and 3) and a

nonlinear differential equation. The unknown function y.t/ is squared in Example 4.

The derivative y or y or 2ty is proportional to the function y in Examples 1, 2, 3.

The graph of dy=dt versus y becomes a parabola in Example 4, because of y 2 .

It is true that t multiplies y in Example 3. That equation is still linear in y and dy=dt.

It has a variable coefficient 2t, changing with time. Examples 1 and 2 have constant

coefficient (the coefficients of y are 1 and 1).

We can write down a solution to each example. This will be one solution but it is not

the complete solution, because each equation has a family of solutions. Eventually there

will be a constant C in the complete solution. This number C is decided by the

starting value of y at t D 0, exactly as in ordinary integration. The integral of f .t/ solves

the simplest differential equation of all, with y.0/ D C :

Z t

dy

5/

D f .t/

The complete solution is

y.t/ D

f .s/ ds C C :

dt

0

1

dy

Dy

dt

is solved by y.t/ D e t

dy

D y

dt

is solved by y.t/ D e t

dy

D 2ty

dt

is solved by y.t/ D e t

dy

D y2

dt

is solved by y.t/ D

1

1

Notice : The three linear equations are solved by exponential functions (powers of e).

The nonlinear equation 4 is solved by a different type of function; here it is 1=.1 t/.

Its derivative is dy=dt D 1=.1 t/2 , which agrees with y 2 .

Our special interest now is in linear equations with constant coefficients, like 1 and 2.

In fact dy=dt D y is the most important property of the great function y D e t . Calculus

had to create e t , because a function from algebra (like y D t n ) cannot equal its derivative

(the derivative of t n is nt n 1 ). But a combination of all the powers t n can do it. That

good combination is e t in Section 1.3.

The final example extends 1 and 2, to allow any constant coefficient a :

dy

D ay

dt

6/

is solved by y D e at

.and also

y D Ce at /:

dy=dt D y with a D 1, the slope is negative and the solution e t decays toward zero.

Figure 1.1 shows three exponentials, with dy=dt equal to y and 2y and y.

e 2t

1=2

et

1=2

t D1

Figure 1.1: Growth, faster growth, and decay. The solutions are e t and e 2t and e t .

When a is larger than 1, the solution grows faster than e t . That is natural. The neat

thing is that we still follow the exponential curvebut e at climbs that curve faster. You

could see the same result by rescaling the time axis. In Figure 1.1, the steepest curve

(for a D 2) is the same as the first curvebut the time axis is compressed by 2.

Calculus sees this factor of 2 from the chain rule for e 2t . It sees the factor 2t from

2

the chain rule for e t . This exponent is t 2 , the factor 2t is its derivative :

d u

du

d 2t

d t 2 t 2

.e / D e u

e

D e 2t times 2

e

D e

times 2 t

dt

dt

dt

dt

1

t D 0 ? Add the straight line graph of y D et. Where do those two graphs cross ?

Which function is larger at t D 1 ?

State the chain rule for the derivative dy=dt if y.t/ D f .u.t// (chain of f and u).

order differential equation should have another solution, different from y D C e t .

What is that second solution ?

for every constant C . The choice C D 1 gave y D 1=.1 t/, starting from y.0/ D 1.

Why will the solution to dy=dt D y 2 grow faster than the solution to dy=dt D y

(if we start them both from y D 1 at t D 0) ? The first solution blows up at t D 1.

The second solution e t grows exponentially fast but it never blows up.

Find a solution to dy=dt D y 2 starting from y.0/ D 1. Integrate dy=y 2 and dt.

(Or work with z D 1=y. Then dz=dt D .dz=dy/ .dy=dt/ D . 1=y 2 /. y 2 / D 1.

From dz=dt D 1 you will know z.t/ and y D 1=z.)

10

(a) y 0 C sin y D t

(b)

y 0 D t 2 .y

t/

(c)

y 0 C e t y D t 10 .

11

The product rule gives what derivative for e t e t ? This function is constant. At

t D 0 this constant is 1. Then e t e t D 1 for all t.

12

cant just add the solutions to y 0 D y and y 0 D 1. What number c makes y D e t Cc

into a correct solution ?

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