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course notes AMATH 250 university of waterloo

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AMATH 250

Introduction to Dierential Equations

Professor: J. West

University of Waterloo

LaTeXer: M. L. Baker <http://lambertw.wordpress.com>

Updated: September 21, 2011

Contents

1 Introduction 2

1.1 Dimensions (units) of physical quantities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.2 Principle of dimensional homogeneity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.3 Separable rst-order DEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.4 First-order linear DEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.4.1 General procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.5 More curve sketching (1.2.4), Undetermined coecients (1.2.5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1.5.1 General procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1.6 Undetermined coecients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

These notes are currently a work in progress, and as such may be incomplete or contain errors.

1

Administrative

Assignments due every Tuesday, Box #6 (slot 8-12) (last name)

Oce hours: MWF 9:50 - 10:10, 11:30 - 12:00; F 14:45 - 16:00.

1 Introduction

Denition 1.1. A dierential equation is an equation involving an unknown function and its derivative(s).

Example 1.2.

dy

dx

= y(x).

Solution. Some solutions are y = 0, y = e

x

, y = 2e

x

. Hence the general solution is y = Ce

x

.

Example 1.3 (Skydiver DE). A skydiver with downward velocity v(t), where we use the convention that downward is positive.

The forces are gravity (F

g

= mg where m is mass in kg, and g is the acceleration due to gravity, that is 9.8 metres per second

squared).

Suppose air drag F

d

is proportional to the velocity, so F

d

= v. Newtons second law therefore says

d

dt

(mv) = mg v.

Assuming the mass is constant, this gives the skydiver DE:

m

dv

dt

= mg v.

Solution. Find v(t) given m, g, . We could divide by m:

dv

dt

= g

m

v.

The naive approach is to integrate to get

v(t) =

_

_

g

m

v

_

dt

but v is an unknown function. So lets look at some qualitative solutions:

1.1 Dimensions (units) of physical quantities

Basic units: M (mass), L (length), T (time). Others include current, temperature , and so on.

Example 1.4. We use square-bracket notation to denote the dimension of a quantity:

[v] =

L

T

, [acceleration] =

_

dv

dt

_

=

L

T

2

, [force] = [ma] = M

L

T

2

= MLT

2

, [energy] = [mgh] = ML

2

T

2

.

1.2 Principle of dimensional homogeneity

Can only add or subtract quantities with the same dimensions.

3 kg + 4

m

s

is meaningless

but

3 kg + 4 g = 3.004 kg.

Example 1.5. Find [] in the Skydiver DE. We can set

[mg] = [v]

ML

T

2

= []

L

T

[] =

M

T

.

2

Example 1.6. What is [] if e

t

appears somewhere? (t is time). Well, look at the Taylor expansion

e

t

= 1 + (t) +

(t)

2

2

+. . .

hence obtain

[t] = 1 [] =

1

T

.

1.3 Separable rst-order DEs

Standard form:

dy

dx

= f(x, y).

Separable DE:

dy

dx

= A(x)B(y).

Example 1.7. We have the following rules:

dy

dx

= xcos y is separable.

dy

dx

y = ye

x

is separable.

The Skydiver DE is separable.

dx

dt

= t +x is not separable.

Example 1.8. How to solve a separable DE: we divide by B(y) to obtain

1

B(y)

dy

dx

dx = A(x)

Integrate w.r.t. x:

_

1

B(y)

dy

dx

dx =

_

A(x) dx

Change of variables/substitution rule gives

_

1

B(y)

dy =

_

A(x) dx

Then solve for y. Check where B(y) = 0 separately.

Example 1.9. For

dy

dx

= 2xy, if y = 0, the DE is satised. This is called an equilibrium (constant) solution. If y = 0, then

_

dy

y

=

_

2xdx

which gives

ln|y| = x

2

+C

and hence

|y| = e

c

e

x

2

therefore y = ke

x

2

where k = 0. This can be checked just by substituting back into the DE.

Example 1.10.

dy

dx

= y(y 2). The equilibrium solutions are y = 0 and y = 2. Otherwise,

_

1

y(y 2)

dy =

_

dx

therefore

_ _

1

2

y

+

1

2

y 2

_

dy = x +C

and so

1

2

ln|y| +

1

2

ln|y 2| = x +C

3

or

1

2

ln

y 2

y

= x +C

thus

y 2

y

= ke

2x

.

Solving,

y =

2

1 +ke

2x

.

Hence in conclusion the solutions are

y = 0 and y =

2

1 +ke

2x

, k R.

Example 1.11 (Newtons Law of Cooling). Consider the DE

dT

dt

= k(T T

A

)

where k is a proportionality constant, T is temperature of the object and T

A

is the (constant) ambient temperature. We have

an initial condition

T(0) = T

0

.

Solve:

_

dT

T T

A

=

_

k dt

and get

ln|T T

A

| = kt +C

1

hence

T T

A

= C

2

e

kt

Setting t = 0, we see that

C

2

= T

0

T

A

.

Therefore,

T(t) = T

A

+ (T

0

T

A

)e

kt

.

1.4 First-order linear DEs

General form is

dy

dx

+k(x)y = f(x).

Example 1.12.

dy

dx

+

1

x

y =

1

x

cos y, x > 0.

We get

x

dy

dx

+y = cos x

and hence

d

dx

(xy) = cos x = xy = sinx +C = y =

1

x

sinx +

C

x

.

1.4.1 General procedure

First multiply the general form equation by I(x) (integrating factor). We get

I

dy

dx

+I k(x)y = I f(x)

We would like this to become

d

dx

(I y) = I f(x).

i.e.

I

dy

dx

+

dI

dx

y = If(x)

4

The rst and third equations are equivalent if

dI

dx

= I k(x).

But this is a separable DE. Hence

_

dI

I

=

_

k(x) dx = ln|I| =

_

k(x) dx = I(x) = Ce

R

k(x) dx

.

We can set C = 1 for simplicity. Hence the formula for the integrating factor is

I(x) = e

R

k(x) dx

.

Then the DE becomes

d

dx

(I(x)y) = I(x)f(x).

Then integrate and solve for y.

Example 1.13. Consider

dy

dx

3

..

k(x)

y = 2e

x

..

f(x)

.

The integrating factor is e

R

3 dx

= e

3x

. The DE becomes

e

3x

dy

dx

3e

3x

y = 2e

x

e

3x

.

This becomes

d

dx

_

e

3x

y

_

= 2e

2x

.

Finally, integrate w.r.t. x to get

e

3x

y =

_

2e

2x

dx = e

x

+C.

Isolating for y, we get

y = e

x

+Ce

3x

.

Example 1.14. Consider

x

dy

dx

= 3y +x

5

e

x

, x > 0.

Dividing through by x and rearranging gives

dy

dx

3

x

y = x

4

e

x

which is in standard form. Integrating factor is

I(x) = e

R

3

x

dx

= e

3 ln x

= x

3

.

Multiply the DE by x

3

:

x

3

dy

dx

3x

4

y = xe

x

.

This becomes

d

dx

_

x

3

y

_

= xe

x

.

(Check). Integrate and get

x

3

y =

_

xe

x

dx = xe

x

_

(1)(e

x

) dx = xe

x

e

x

+C.

Hence

y = x

4

e

x

x

3

e

x

+Cx

3

.

Check that LHS=RHS in the DE.

5

Example 1.15 (Skydiver DE). Consider the (separable) DE

m

dv

dt

= mg v.

It is also linear:

dv

dt

+

m

v = g.

Integrating factor is

exp

__

m

dt

_

.

We get

e

(/m)t

dv

dt

+

m

e

(/m)t

v = ge

(/m)t

.

Becomes

d

dt

_

e

(/m)t

v

_

= ge

(/m)t

.

This gives

e

(/m)t

v =

mg

e

(/m)t

+C

hence

v(t) =

mg

+Ce

(/m)t

.

We perform the dimensional check:

_

mg

_

=

M

L

T

2

M

T

=

L

T

= velocity = [v].

Also

_

m

t

_

=

M

T

M

T = 1.

1.5 More curve sketching (1.2.4), Undetermined coecients (1.2.5)

1.5.1 General procedure

1. Equilibrium solutions

2. Exceptional solutions* (C = 0 usually)

3. Slope

4. Asymptotics*

5. Concavity

*: if solution known.

Example 1.16.

dy

dx

= 3y e

x

. Solve and sketch. Well, we get

dy

dx

3y = e

x

which is linear. Solve (exercise) to get y = Ce

3x

+

1

2

e

x

. To sketch:

Equilibrium solutions: set

dy

dx

= 0. Then 3y e

x

= 0 hence y =

1

3

e

x

, which is not constant. So there are no equilibrium

solutions.

Exceptional solutions: C = 0 yields y =

1

2

e

x

. Notice

u =

1

2

e

x

+Ce

3x

_

>

1

2

e

x

if C > 0

<

1

2

e

x

if C < 0

6

Slope:

dy

dx

= 3(y

1

3

e

x

)

_

_

> 0 if y >

1

3

e

x

= 0 if y =

1

3

e

x

< 0 if y <

1

3

e

x

Asymptotics:

1

2

e

x

+Ce

3x

_

Ce

3x

as x +

1

2

e

x

as x

Figure 1: See notebook 2011.09.21.1

Remark 1.17. Theoretical remark. First order DE:

dy

dx

= f(x, y). If f is C

1

then unique solution through each point.

Example 1.18. Pathological examples:

dy

dx

= y/x. This is solved by y = Cx (x = 0). [Diagram 2011.09.21.2]

dy

dx

= 3y

2/3

implies y = (x +c)

3

or y = 0. [Diagram 2011.09.21.3]

1.6 Undetermined coecients

Consider constant-coecient linear DE:

dy

dx

+ky = f(x).

Example 1.19. Find a particular solution to

dy

dx

+ 3y = x

2

+ 1.

Trial function: y = Ax

2

+Bx +C. Plug into DE:

(2Ax +B) + 3(Ax

2

+Bx +C) = x

2

+ 1.

We get

3Ax

2

+ (2A+ 3B)x + (B + 3C) = x

2

+ 1.

Equate coecients to get

3A = 1

2A+ 3B = 0

B + 3C = 1

A =

1

3

, B =

2

9

, C =

11

27

(exercise). So a particular solution

y

p

=

1

3

x

2

2

9

x +

11

27

.

7

To get the general solution, consider the homogeneous DE: (RHS = 0)

dy

dx

+ 3y = 0 = y

h

= Ce

3x

.

The above is called the homogeneous solution. Turns out that the general solution is obtained by

y(x) = y

h

(x) +y

p

(x).

8

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