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Notes on differential equations

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What is a Differential Equation? Solutions.

**Although you may not have realised it, you have been solving differential equations for
**

some time. For example, when you antidifferentiate to find

Z

x

dx

1 + x2

you are actually solving the differential equation

dy

x

=

dx

1 + x2

(∗)

**Differential equations are equations involving an unknown function y, and
**

one or more derivatives. The order of a differential equations is the highest order

derivative that occurs in the equation.

For example

y

d3 y d2 y

+ 2+ 2

= ex

3

dx

dx

x +1

is a differential equation of order 3.

Differential equations are solved by integration. We usually have to integrate as often as

the order requires. Constants of integration then arise.

For a first order differential equation, one constant is obtained from the integration. The

function

y(x) = 21 ln(1 + x2 ) + C

is called the general solution to the differential equation (∗).

Each value of C corresponds to a particular solution of the differential equation. For

example, if we are given the initial condition, y = 1 when x = 0, then the particular

solution we are after is

y(x) = 12 ln(1 + x2 ) + 1

If the graph of this solution is drawn in the x−y plane, we obtain a curve called an integral

curve. As C takes on all values, a family of integral curves is generated, one curve for

each value of C. Note that each of these curves will have the same gradient function at

(x, y) given by the differential equation.

Ex: Sketch several integral curves from this family.

Solution

1

epidemiology. where k. y 1 + dx 1. State the dependent and the independent variable. Here are a few important examples of differential equations: dp = kp(P − p). 2. (brachistochrone problem. y ′. economics) 2 dy = C. y (n) = 0. Which equations are linear? A function y(x) is a solution of a differential equation if the equation is satisfied when y and its derivatives are substituted. biology. L 2 + R dt dt C (electric circuits) Generally an “nth-order” differential equation is of the form F y. P are constants. physicist or an engineer then you will be constantly working with problems that will require you to solve differential equations. . The general solution of an nth-order differential equation is usually a family of solutions containing n arbitrary constants. y ′′. calculus of variations) dq 1 d2 q + q = E(t) 3. y ′′. y (n) . . Ex: Find the order of the differential equations above. It is called linear if the function F is a linear function of the variables y. where C is a constant. . They also arise in areas such as geology. dx (logistic curve. and which contains a 2 . . .y 4 y = 21 ln(1 + x2 ) + 2 3 y = 21 ln(1 + x2 ) + 1 2 y = 21 ln(1 + x2 ) 1 x −10 5 −5 10 If you want to be a chemist. Families of curves A function relating two variables x. . physiology and economics. y ′. y say.

differentiating (∗∗) with respect to x gives 2x + 2y = 0 or dx x+y dy =0 dx This is a differential equation for the family of circles. will describe a family of curves . Differentiating twice gives d2 y = −a cos x − b sin x = −y dx2 or d2 y +y =0 dx2 and this differential equation describes the family of curves. Exercise: Try to describe this family geometrically.parameter. we will need to differentiate twice i.one curve for each value of the parameter.g. Example 2: Find a differential equation for the two-parameter family of curves y = a cos x + b sin x (Since there are two parameters. 3 . we obtain a second order differential equation. as far as you can. dy For example. Differentiation can be used to remove the parameter and allow us to describe the family by one differential equation.e. the equation x2 + y 2 = a2 (∗∗) (here a is the parameter) describes a family of concentric circles. E.

way. dx we can proceed “formally” using infinitesimals. for a separable equation dy = f (x) g(y). and divide by g(y) and multiply by dx. involving infinitesimals. the variables on the RHS can be separated to give 1 dy = f (x) g(y) dx and a solution can be found by integrating both sides with respect to x Z Z 1 dy dx = f (x) dx g(y) dx and so by the Chain Rule. that in doing parts. Similarly.2 First Order. If the differential equation can be written in the form dy = f (x) g(y) dx then if g(y) 6= 0. Separable Differential Equations These form a simple class of differential equations that can be integrated directly. if u(x) = x3 we were happy to write equations like du = 3x2 dx. Z 1 dy = g (y) Z f (x) dx . to obtain 1 dy = f (x) dx. 4 . Recall. but equivalent. du and dx. even though the properties of infinitesimals are not developed in this course. g(y) Then integrating we obtain the equation Z Z 1 dy = f (x) dx. (1) It is usual to set this argument out in a different. g(y) just as we found with the argument not involving infinitesimals leading to (1).

the time in hours since the murder was committed. cools according to Newton’s law of cooling. 5 . (a) Find the temperature. the body. H(t). Suppose that after two hours the temperature is 35◦ C. (b) What happens to the temperature in the long run? (c) Sketch a graph of temperature against time. of the body as a function of t. (d) If the body is found at 4pm at a temperature of 30◦ .Ex: Find the general solutions to these differential equations: (a) dy 3 = dx y (b) dy y = dx y−3 (c) dN = kN dt Ex: When a murder is committed. when was the murder committed? Newtons’ Law of cooling says that the rate at which an object cools is proportional to the temperature difference between the object and the surrounding medium. and that the temperature of the surrounding air is a constant 20◦ C. originally at 37◦ C.

If we assume a1 (x) 6= 0 then we can divide through by a1 (x) to get b(x) dy a0 (x) + y= dx a1 (x) a1 (x) Setting p(x) = a0 (x) a0 (x) and q(x) = puts the equation in standard form a1 (x) a1 (x) dy + p(x) y = q(x) . dx Ex: Write the following differential equations in standard form. dt We can always solve (in theory!) such equations by the method of integrating factors. t > 0. x 6= 0. That is.E’s . (a) dy + x y = 3x2 . dx 1 dy 1 + y − 4x = 0. written in standard from. dx and this can then be solved for y by integrating both sides of the equation with respect to x. Note that this only works for differential equations which are linear in y and dy .Integrating Factors In this section we will develop a technique for solving differential equations which are not separable. that transforms the LHS of the differential equation. called an integrating factor . by a suitable function µ(x). This method involves multiplying the D.E. dx A linear first order equation is of the form a1 (x) dy + a0 (x) y = b (x) dx where a1 (x). a0 (x) and b(x) are continuous functions of x only. 6 . the differential equation: dy µ(x) + p(x) y = µ(x) q(x) dx d becomes (µ(x) y) = µ(x) q(x) . dx (b) x3 (c) dy + x y = ex . Identify p and q.3 First Order Linear D. x dx x (d) t x 6= 0. dy + et y = 1. into the derivative of a product.

dx Solve this differential equation. Start by writing the equation in standard form: dy y − = 1.Comparing the two LHS’s above gives µ(x)p(x) = i. y = x ln x + C x Ex: A rock contain two radioactive isotopes RA1 and RA2 that belong to the same radioactive series. dµ dx dµ = p(x)dx which can be integrated to give µ R µ(x) = e p(x) dx Exercise: Show that the function µ(x) = e4x is the integrating factor for the differential equation: dy + 4y = e−x . 1 Since p(x) = − .e. x Solution: dy −y = x. RA1 decays into RA2 which then decays into stable atoms. dx x x > 0. Example: Solve the following differential equation by the integrating factor method. the integrating factor is given by: x µ(x) = e− R 1 x dx = e− ln x = 1 x Multiplying both sides of the differential equation (in standard form!) by the integrating factor gives: 1 dy 1 1 − y = x dx x x d 1 1 so y = dx x x Integrating both sides with respect to x gives: 1 y = ln x + C x that is. that is. dx x > 0. Assume 7 .

rate of decay dt = 50e−10t − λ y. This first order linear differential equation can be written in standard form. then the rate of change in RA2 is dy = rate of creation . 8 . dy + λ y = 50e−10t . dt Given that the decay constant λ = 2 and initially y(0) = 40. Since the rate of decay of RA2 is proportional to the mass y(t) of RA2 present.that the rate that RA1 decays into RA2 is 50e−10t . where λ > 0 is the decay constant. find the mass y(t) of RA2 for t ≥ 0 using the integrating factor method.

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