MAT 223

INTRODUCTION
Basic definitions and terminologies
Phase lines and direction fields
Differential equations as mathematical
models

Definitions and terminology

Definition: Differential Equation
An equation containing the derivatives of one or more
dependent variables, with respect to one or more independent
variables, is said to be a differential equation (DE).
Example:
2
We have a function = 0.1 ,
By the chain rule, its derivative is

2
= 0.2 0.1

Classifying
differential
equations

Replacing = 0.1 into the derivative,

we will get

Differential
= 0.2
equation

Type
Order
Linearity

Classification by type:
Ordinary differential equation
(ODE)

Partial differential equation

(PDE)

Contains only ordinary derivatives of

one or more dependent variables with
respect to a single independent
variable.

Involves partial derivatives of one or

more dependent variables of two or
more independent variable.

Example:

Example:
Dependent variable

1.

+ 5 = ,

1.

2
2

2.

2
2

3.

Independent variable

2.

2
2

3.

+ 6 = 0,

= 2 +

2
2

= 0,

2
2

Classification by order:
The order of a differential equation (either ODE or PDE) is the order of the highest
derivative in the equation
Example:

first order

second order
2
2

+5

4 = 0,

= , , , ,

= ,

2
= , ,
2

Classification by linearity:
Linear differential equation

Nonlinear differential equation

A combination of some unknown

function and its derivatives with
some coefficients which are not
constants, but now functions of the
independent variable .

A nonlinear ODE is simply one that is

not linear.
Nonlinear functions of the dependent
variable or its derivatives, such as sin
or , cannot appear in linear equation.

Example:

Example:

1. + =

1.

Known functions of independent variable

2. =

2. + + =

3. = sin

Is this equation linear or nonlinear????

+ =

Autonomous differential equation

We want to look at the case when the derivative is the function of

only.
For example, differentiating the equation
2 = + 1
implicitly gives
Autonomous

1
2 = 1 or
=
differential

equation

Definition: Mathematical model

If

= is an autonomous differential equation, then the

values of for which

rest points.

= 0 are called equilibrium values or

The emphasis is on the value of , not .

Example:
The equilibrium values for / = + 1 ( 2) are = 1 and = 2.

Phase lines
A phase line is a diagram that shows the qualitative behaviour of an

autonomous ODE in a single variable = .

It indicates the values of the dependent variable for which is

increasing, decreasing or constant
Algorithm For Drawing A Phase Line

i.

Draw a vertical line

ii. Find the equilibrium points (i.e. values such that () = 0) and mark them
on the line
iii. Find intervals for which () > 0 and mark them with up arrows or
iv. Find intervals for which () < 0 and mark them with down arrows or

Example:
Draw a phase line for the equation

= + 1 ( 2)

and use it to sketch solutions to the equation.

Step 1:
Draw a number line for and mark the equilibrium values = and = where
/ = .
y
-1

Step 2:
Identify and label the intervals where > and <
> 0

< 0

> 0

-1

-1

Step 3:
Calculate and mark the intervals where > and <
We differentiate with respect to using implicit differentiation

y ' y 1 y 2 y 2 y 2
d
d
"
'

y
y
y 2 y 2
dx
dx
2 yy ' y '
2 y 1 y '
2 y 1 y 1 y 2
We see that changes sign at = 1, = 1/2, and = 2.
< 0

> 0

< 0

> 0

> 0

< 0

< 0

> 0

-1

1/2

Step 4:
Sketch an assortment of solution curves in the -plane

Direction fields

With a simple concept from calculus, a derivative of a differentiable

function = gives slopes of tangent lines at points on its graph.

= ,

, in the equation is called the slope function.

A slope field (direction field) is a graphical representation of the
solutions of a first order differential equation.
It is achieved without solving the differential equation analytically.

The representation may be used to qualitatively visualize solutions, or

to numerically approximate them.

Example:
Given a differential equation

Create a table that satisfies the differential equation:

-1

undefined

-1

-1

-1

-1

-1

-2

-2

-2

-2

-1

Other examples:

Differential equations as mathematical models

What is mathematical model?
An idealization of the real-world phenomenon without a complete
accurate representation
Help us understand a behaviour better and aid us in planning for the
future
Allows us to reach mathematical conclusions about the behaviour
These conclusions can be interpreted to help decision maker plan for the
future

Definition: Mathematical model

A representation in mathematical terms of the behaviour of real
devices and objects

Steps of the modeling process

If necessary, alter
assumptions or
increase resolution of
model

Assumptions

Check model
predictions with
known facts

Display model
predictions

Express
assumptions in
terms of DE

Mathematical
formulation

Solve the DEs

Obtain solutions

Objectives of mathematical model

1) Developing scientific
understanding

2) Test the effect of

changes in system

3) Aid decision making,

including

How to generate mathematical

representations or models?

How to use and validate the models?

Tactical decisions by managers

Strategic decisions by planners
How and when their use is limited

Mathematical model for physical systems

Population

dynamics
Spread of

Chemical

disease

reactions

Newtons Law
of cooling
or warming

Mathematical
model

Radioactive
decay

Series of

Mixtures

circuits
Falling
bodies