First order ordinary differential equations

Luis L. Bonilla

Universidad Carlos III de Madrid, 2.1.D17, bonilla@ing.uc3m.es

URL: scala.uc3m.es

September 10, 2019

Bonilla (UC3M) Lecture 1 September 10, 2019 1/9

 Outline

Outline

Review of differential calculus.

Concept of differential equation. Exact solutions for special ODEs.
Mathematical modeling.
Problems.

Bonilla (UC3M) Lecture 1 September 10, 2019 2/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 3/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 4/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 5/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 6/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 7/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 8/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 9/9

 Review of differential calculus

Bonilla (UC3M) Lecture 1 September 10, 2019 10 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 11 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 12 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 13 / 9

 Concept of differential equation

Exact solutions

Bonilla (UC3M) Lecture 1 September 10, 2019 14 / 9

 Concept of differential equation

R
ẋ = f (t) =⇒ x(t) = f (t)dt + x0

Bonilla (UC3M) Lecture 1 September 10, 2019 15 / 9

 Concept of differential equation

R
ẋ = f (x) =⇒ dx/f (x) = t + c

Bonilla (UC3M) Lecture 1 September 10, 2019 16 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 17 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 18 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 19 / 9

 Concept of differential equation

Bonilla (UC3M) Lecture 1 September 10, 2019 20 / 9

 Modeling

Problem solving via mathematical modeling

Bonilla (UC3M) Lecture 1 September 10, 2019 21 / 9

 Modeling

Problem solving via mathematical modeling

Bonilla (UC3M) Lecture 1 September 10, 2019 22 / 9

 Modeling

Galileo’s model

y 00 = −g , 0 ≤ t ≤ T,
y (0) = 0, y 0 (0) = v0 .

(a) y0 = 0, v0 = 2, 4, 6. (b) y0 = 2, v0 = 2, 4, 6.
Bonilla (UC3M) Lecture 1 September 10, 2019 23 / 9
 Modeling

Modeling a fish population, 1

y 0 = (Birth rate) − [(Death rate) + (Harvesting rate)],

measured in tons per year. Simplest model: birth and death rates
proportional to y (t). a = b − d > 0 is growth rate:

y 0 = ay − H, y (t0 ) = y0 .
Solution by integrating factor:
d  µ(t) 
−e µ(t) H = e µ(t) (y 0 − ay ) = e y = e µ(t) (y 0 + µ0 y ) =⇒ µ0 = −a.
dt
Then µ = −at and we get e −at y = c + Ha e −at or y (t) = H
a + ce at .
 
H H
y (t) = + y0 − e a(t−t0 ) .
a a
Bonilla (UC3M) Lecture 1 September 10, 2019 24 / 9
 Modeling

Modeling a fish population, 2

 
H H
y (t) = + y0 − e at (t0 = 0).
a a

Bonilla (UC3M) Lecture 1 September 10, 2019 25 / 9

 Modeling

Fish population with logistic growth

Limitation to growth due to overcrowding
y 0 = ay − cy 2 − H, y (0) = y0 , t ≥ 0.
Solution formula is complicated. We find it later by separation of variables.
Qualitative behavior of solution curves. We do one example: a = 1,
1
c = 12 , H = 53 , so that
1
y0 = − (y − 10)(y − 2) := f (y ), y (0) = y0 , t ≥ 0.
12
f (y ) = 0 for y = 10, y = 2. These are equilibrium solutions.

Bonilla (UC3M) Lecture 1 September 10, 2019 26 / 9

 Modeling

Separation of variables
By analysis of phase line, solution curves go to equilibrium solutions with
f 0 < 0 as t → +∞ and to equilibrium solutions with f 0 > 0 as t → −∞.

Separation of variables:
1 dt dy
y0 = − (y − 10)(y − 2) =⇒ − = .
12 12 (y − 10)(y − 2)

Z    
t 1 1 1 1  y − 10 
− +C = − dy = ln .
12 8 y − 10 y − 2 8 y −2 

10 − y 10 + 2Ke −2t/3
= Ke −2t/3 =⇒ y (t) = ,
y −2 1 + Ke −2t/3
with K = 10−y 0 2t0 /3
y0 −2 e provided 2 < y0 < 10.
As t increases from −∞ to +∞, solution curves go from 2 to 10.
Bonilla (UC3M) Lecture 1 September 10, 2019 27 / 9