1

Chapter 1

Introduction

1.1 Some Basic Mathematical Models;Direction Fields

Di↵erential Equation: An equation containing the derivatives of one or more unknown func-
tions (or dependent variables), with respect to one or more independent variables

- Expression in Mathematical terms for many of the principles, or laws, underlying the be-
havior of the natural world having relation involving rates at which things happen

• Relations , Equations Rates , Derivatives

Example 1. A falling Object

F = ma = m(dv/dt), m : Mass, a : Acceleration

F = mg v, g : Acceleration by Gravity, : Constant (called the drag coefficient)

1.1. Some Basic Mathematical Models;Direction Fields 2

dv
Example 2. =g v/5 = 9.8 v/5 (continued)
dt
• direction field ( slope field) : corresponding vector with the same (small) size and the
direction(by dv/dt) at each points (t, v)

• v = 49 is called an equilibrium solution.

Direction Fields are valuable tools in studying the solutions of di↵erential equations of
dy
the form = f (t, y) , where f is a given function of the two variables t and y, sometimes
dt
referred to as the rate function.

Example. Field Mice and Owls.

t : time
p(t) : the mouse population at time t
r : the rate constant or growth rate
dp
= rp
dt
Condition : suppose that time is measured in months and that the rate constant r has the
value 0.5/month. Supposing that several owls live in the same neighborhood and that they kill
15 field mice per day(450 field mice per month)
1.2. Solutions of Some Di↵erential Equations 3

1.2 Solutions of Some Di↵erential Equations

Example 1 Field Mice and Owls (continued)

dp
= 0.5p 450
dt
1.2. Solutions of Some Di↵erential Equations 4

• General solution : Expression containing all possible solutions of equation

• Integral curves : The geometric representation of the general solution which is an infi-
nite family of curves

• Initial value problem : The di↵erential equation together with the initial condition

dp
Example. = 0.5p 450 with an initial condition p(0) = 850
dt
1.2. Solutions of Some Di↵erential Equations 5

Example 2. A Falling Object (continued)

dv
= 9.8 v/5, v(0) = 0 (v(0) = 0).
dt
1.3. Classification of Di↵erential Equations 6

1.3 Classification of Di↵erential Equations

1. Ordinary di↵erential equation : only ordinary derivatives appear in the di↵erential
equation

dy d2 y dy dx dy
Ex) + 5y = ex , + 6y = 0 and + = 2x + y
dx dx2 dx dt dt

2. Partial di↵erential equation : the derivatives are partial derivatives

@2u @2u @2u @2u @u @u @v

Ex) + = 0, = 2 , =
@x2 @y 2 @x2 @t2 @t @y @x

• order of a di↵erential equation : the order of the highest derivative that appears in the
equation

Ex) y 000 + 2et y 00 + yy 0 = t4 (order :3), (y 0 )2 + ty 0 = 0 (order : 1)

1. Linear : if the di↵erential equation has a form of a0 (t)y (n) +a1 (t)y (n 1) +···+a
n (t)y = g(t).

2. Nonlinear : not linear

• A solution of the nth order ordinary di↵erential equation on the interval ↵ < t < is a
function such that 0 , 00 , ..., (n) exist and satisfy
(n) (t) = f t, (t), 0 (t), ..., (n 1) (t)

for every t in ↵ < t < .

Ex) y 00 + y = 0, y = cos t is a solution.

 7

Chapter 2

First-Order Di↵erential Equations

2.1 Linear Di↵erential Equations; Method of Integrating Fac-

tors
• First-order linear di↵erential equation
dy
+ p(t)y = g(t),
dt
where p and g are given functions of the independent variable t, or

dy
P (t) + Q(t)y = G(t),
dt
where P, Q, and G are given and P (t) 6= 0.

dy
Example 1. Solve the di↵erential equation (4 + t2 ) + 2ty = 4t.
dt

d ( 4 t= t
dtdg 의
+
좌변 : g 결압
dt
. ,

dtd ( ttmg )
4 =
4t dtd199
(4 I tt

( + tl
4
-

dtdy + (ztly
ttyl =2t
=

4 g G

l4tt) y f 4tdt 2t주 c

=

2tec
y 주G
ttzt
= -

4ttz
y =

4
 2.1. Linear Di↵erential Equations; Method of Integrating Factors 8

• Integrating factor µ(t)

Example 2. Find the general solution of the di↵erential equation

dy 1 1
+ y = et/3 .
dt 2 2
Draw some representative integral curves; that is, plot solutions corresponding to several values
of the arbitrary constant c. Also find the particular solution whose graph contains the point

@
(0, 1)

Sol).

qucteltzluct= zetuct@
integrating factor

→ jast a
method
to solve diffeq .

dtd ( uuctl) =
quct )ta yuct
-
)

luluct)l =← 2 utly
= g
u 't ( gFo )
화

ceztret
u( t)
5
=

st/6

yuce→ f e
p
형태의 적분인자가 필요 X ]
[ 일반적

+
2

ette
geur 5 ( - 1
ce
퍼투 ze
5
그
2.1. Linear Di↵erential Equations; Method of Integrating Factors 9

Extension the method of integrating factors to equations of the form

dy
+ ay = g(t),
dt
where a is a given constant and g(t) is a given function.

stepr -ult
)
g
' fayuctf = geluct )

R
Fattcutdcuct
lulut )
step , ucti =
auct)
π at
다g) uct→ ec (녀 )
)
=

step 3 dtd ( uctly ) =

fgceluct) dt

geat =
f gctluctldt c +

스
다.y .⇒
l
y
e

I tg (suss astcL
= - utft .
)

rgct) 가 복잡한함수일 때 적분형태를 그대로 남겨둠

t와구분하기 위해적분변수 S 로 표기. .글 하한으로 선택

독집변수 ,
t

C가 특정한 값으로 결정 but 해를 바꾸진 않음

* t 의 선택에
.
따라 상수 .
 2.1. Linear Di↵erential Equations; Method of Integrating Factors 10

Example 3. Find the general solution of the di↵erential equation

dy
2y = 4 t
dt
and plot the graphs of several solutions. Discuss the behavior of solutions as t ! 1.

Sol).

uct) g ' guce) (4 t)

2 uct )
-

ft tt cezt
.

g =

-
lulucel -
2
att 황
'

uct ) -
빠
µ
-
trD
D
if ) y →

aslcko
ro

uct = atc
-

e
"
-
Y
7
-
D

트 extf
zt

g ( ) 다
4t
-

-
e -

zet
t-7
tcet -

4 c4 tfe r
-
-

부f
y
2
=

-
4

tert
fet
←
-
= - t
=

t-
re - zttt
2
2.1. Linear Di↵erential Equations; Method of Integrating Factors 11

General method of integrating factors to equations of the form

dy
+ p(t)y = g(t),
dt
where p(t), g(t) are given functions. dtd ( giectll giultltgactl
=

pctluce =
ulct)
고 ( yto )
fpct) dt hluol
=

Uct= efpxldt
espceldt . g
= gctlefpetldt
fg
yFut). ( dkit
ctsldcs
J) +
 2.1. Linear Di↵erential Equations; Method of Integrating Factors 12

Example 4. Solve the initial value problem ty 0 + 2y = 4t2 , y(1) = 2.

직분인자C 는어떻게 결정되는가

? g '
ttax#

ucct) -
uct) tz
lulultl = lultl tG
tf ctr dt
2

uct) g = 4 .

2 ②

ult) = Ct = t

ct q = ( 1
.
.
2 )
~

여떠때
1
:

( 2) y tzt
은

tro Ag - >
D
져 1 tC 여
)
@
불연속
6: p (t) 가 원업에서 무한 (
t0
tatek
에서 해가 존재
→
y
o < tLD =

exox
초깃값문제 해가 ①
yeit
에서 은
 2.1. Linear Di↵erential Equations; Method of Integrating Factors 13

Example 5. Solve the initial value problem 2y 0 + ty = 2, y(0) = 1.

어
94 청의
ultli '
cuctl
= CUFo )

uucll = 4-ttc
②

Uct= Cexe ef
* As t → D
, Y → ? =

O짱 이다블 은
8

exerdtf 적분못하
.

.
y eft

다밥
-

v 므종

+
m한

( xt.
피탈정리
로 g tf tesds o
]
-

4 +
-

e
.

밟 . =. ÷ I ⑥
[ CJ
trt
4 gre .exsrds
tf + y
]
-
yrD
 2.2. Separable Di↵erential Equations 14

2.2 Separable Di↵erential Equations Q linear :

• Separable equation
r N.
,
in original form

P
dy
M (x) + N (y) = 0,
dx trt yy '
= 0

where M is a function of x only and N is a function of y only. W

⇤ It is written in the di↵erential form 가

M (x)dx + N (y)dy = 0. notlimear

Example 1. Show that the equation

실제 숫자는 아니지만 이브형태로 변환가능

θdy
=
x2
e dl = fpyc

[
dy
⇒
1 y2
.

dx
'
is separable, and then find an equation for its integral curves. l
5
=

y 53
-
Sol)

) at
axdf ≈) d ( y
y
5
5
-
-

ergy dy .

거즈 (1 g) odtdy ⇒ uy -
g
y = o
5
-
-

= -

atd ( *
' 3

l l M
-

여
a
( y -
y
5 % > - + 3
y y -
=
0

서 -
yr -

oy
dcy -

y ) tchainrak

dtd ( )
'
53 y
yt 5 =
영
-

' 3
e y
5
-

yf 5 = C

9 l르 yty
3 = G
2.2. Separable Di↵erential Equations 15

Continued
therowofcalalasfundanental
let H= fMdu = fNdy
M (U ) N (y )
'

시' =
α =

⇒
dtd ( H ( u) tHzcy) ) =
H ' + Hz :
y

'
= M(l ) tacy y
)
'
= o

⇒
H ( l) t 대 (g )
.
= C

* with an iinital conditlon g( H = y . .

H (u) tHzcy ) H( H ) + H cy ) 0
=
= .
. . .

1 만들어낸다면 부분팀수 가능
⇒
Suiou
~ fgy ds+
) cnds =
o 이런 형태를
2.2. Separable Di↵erential Equations 16

Example 2. Solve the initial value problem

dy 3x2 + 4x + 2
= , y(0) = 1,
dx 2(y 1)
and determine the interval in which the solution exists.

Sol)

2
cg - i ) dy = (3u 주4 u + 2 ) dl

y
=2
g =
U
'
+ 짜주제 tC
고 (0 -
1
) 대업
3 =
G

intermsofgxpresssoletonr
g
=2
y )
- ( U 제주제 → 03 =

= 1 fr
*거려져 + 3 gc 야 f

ffr 하
& + 여주제 4
3 +

=
1 -
r져짜째 + 4

)
-

1 γ a리 (미 +2) (H7 2
=
- -
2.2. Separable Di↵erential Equations 17
N

Example 3. Solve the separable di↵erential equation

dy 4x x3
=
dx 4 + y3
and draw graphs of several integral curves. Also find the solution passing through the point
(0, 1) and determine its interval of validity.

S
ayfxn
4마 - ( du 에=4 tg

ecN 0 n
= 4
4 y ←
처4
.

y+ f
x -
47 ㅡ

C 여

-
)

decidedomainof Xcorg
-

ge (6 g- H 주n
4 7= O
f

ㅡ )
if epossibe
제하
조건에서문 4tg )
- 25 (
yFinusenl
2.2. Separable Di↵erential Equations 18

do
 2.4. Di↵erences Between Linear and Nonlinear Di↵erential Equations 19

2.4 Di↵erences Between Linear and Nonlinear Di↵erential Equa-

tions taCa β) 에서 연속
Theorem 2.4.1 (Existence and Uniqueness Theorem for First-Order Linear Equa-
tions). If the functions p and g are continuous on an open interval I : ↵ < t < containing the
point t = t0 , then there exists a unique function y = (t) that satisfies the di↵erential equation

y 0 + p(t)y = g(t)

for each t in I, and that also satisfies the initial condition y(t0 ) = y0 , where y0 is an arbitrary
prescribed initial value.

Proof. Existence :

①
Let solatious of the diff eq
Uniqueness :
φ ctl / ct ) ae tao . .

'

y =
-

pcely
'
t hc = ecel - dcel
y
-

y
= -

pcel
then h (t )
. =

φ ct ).
-

dct )
.
-
0

lnlyf -

fpctesdt
of pxt
'

- fpt) dt
Also ,
hel is a solution )
y +

g =
Ce
hict ) = d (t)
'

t)
ψ

"
-

"
다매이에져
"

다여 바 *
 2.4. Di↵erences Between Linear and Nonlinear Di↵erential Equations 20

Theorem 2.4.2 (Existence and Uniqueness Theorem for First-Order Nonlinear Equa-
tions). Let the functions f and @f
ㅡ

@y be continuous in some rectangle ↵ < t < ,

…
< y <
containing the point (t0 , y0 ). Then, in some interval t0 h < t < t0 + h contained in ↵ < t < ,
there is a unique solution y = (t) of the initial value problem y 0 = f (t, y), y(t0 ) = y0 .

Example 1. Use Theorem 2.4.1 to find an interval in which the initial value problem

ty 0 + 2y = 4t2
y(1) = 2

has a unique solution. Then do the same when the initial condition is changed to y( 1) = 2.
ㅡ

-군
'

y t =
4t

Uctl =t > y = tt
t 고 yc2
2 Itc 여
,

→
y =
tzt
* t
(t 70 )

여
Y -1) =
로 져t 디

*
y trt t (tco )
=

Example 2. Apply Theorem 2.4.2 to the initial value problem

ag
dy 3x2 + 4x + 2
= , y(0) = 1
dx 2(y 1)
Repeat this analysis when the initial condition is changed to y(0) = 1.

에빠디래미페어
fis continous in g# 다
*
…

"

ug 시
)
gf - 4( H 2
r stzu 주째 t
-
-

-
?: 벼
?i "
3 small rectangalar exist that ㄴ
tr ( l7 o )
…

-u주째
)
(0 - 1 af 1
g
)
f -

ane allcontinoas .
=

ay
,

have Solution (EXistence)

w
ㅡ

aofkss d
퍼 fes Them 24 . 2

며 anibaenssznvinae
solationx
2.4. Di↵erences Between Linear and Nonlinear Di↵erential Equations 21

Example 3. Consider the initial value problem

@
y 0 = y 1/3 , y(0) = 0

If
for t 0. Apply Theorem 2.4.2 to this initial value problem and then solve the problem.

d Sol)
at
-

ay
=
ly
-
(gt )

ddygint =

gidy ⇒
ttcdt - ③g
3
⇒
y
=

32 ( ttc)
=
5 ( C) ⇒ C = O

k
y =

32 (t) ( tIo) - not unoae

~←
y - ( ) isalso
=
t f
: givenconditi 내

solution of the diff 당

doesnlt satisflyv )
a
.
2.4. Di↵erences Between Linear and Nonlinear Di↵erential Equations 22

Example 4. Solve the initial value problem

= yf

anditun
y 0 = y 2 , y(0) = 1
오 t= satlsfg
* zyf
and determine the interval in which the solution exists.
야

dtdg =
y
2

⇒ y =
-
t Thm 2 . 4 .
2

tto
> -
츠 dy =
dt
y Y ( o) 며

y = ttc 여

x
g =

t터템
(씨
김 l: shoald contain t =
o )
2.5. Autonomous Di↵erential Equations and Population Dynamics 23

2.5 Autonomous Di↵erential Equations and Population Dynam-

ics
dy
• A equation is called autonomous and have the form = f (y) if the independent variable
dt -

t does not appear explicitly.

t의 영향을 받지 않는다
g의 미분값이
Example.
dy
ㅇ
Exponential Growth. :
dt
= ry, where r is the constant of proportionality called rate of
growth or decline.
+ lniyl nttc
y dg rdt
=
=

y =
Cent ylo = y .

⇒ y =

goert

dy
Logistic Growth. : = h(y)y, where h(y) is a function of y standing for the rate(decline)
dt
of growth.
Note : We now want to choose h(y) so that h(y) ⇠ = r > 0 when y is small, h(y) decreases as y
,
grows larger, and h(y) < 0 when y is sufficiently large.
ㅡ

dy dy ⇣ y⌘
• logistic equation = (r ay)y or =r 1 y, where K = r/a.
dt dt K =

창
rlt k
-
-
y ) y
=

kr - ( 따) =
r
*
( y -

kpt
2
ka
4

g *
비
g
=
는

-
II
=
ir =oor y - → s 이
-
2.5. Autonomous Di↵erential Equations and Population Dynamics 24

py
t
x
2.5. Autonomous Di↵erential Equations and Population Dynamics 25

dy ⇣ y⌘
A Critical Threshold. : = r 1 y, where r and T are given positive constants.
dt T
2.5. Autonomous Di↵erential Equations and Population Dynamics 26

dy ⇣ y ⌘⇣ y⌘
Logistic Growth with a Threshold. : = r 1 1 y, where r > 0 and
dt T K
0 < T < K.
2.6. Exact Di↵erential Equations and Integrating Factors 27

2.6 Exact Di↵erential Equations and Integrating Factors

• Exact di↵erential equation : M (x, y) + N (x, y)y 0 = 0.

@ @
Let (x, y) = M (x, y) and (x, y) = N (x, y).
@x @y
@ @ dy d
Then, M (x, y) + N (x, y)y 0 = + = (x, (x)) = 0
@x @y dx dx
) (x, (x)) = c, where c is an arbitrary constant.

Example 1. Solve the di↵erential equation 2x + y 2 + 2xyy 0 = 0.

Theorem 2.6.1. Let the functions M, N, My , and Nx , where subscripts denote partial deriva-
tives, be continuous in the rectangular region R : ↵ < x < , < y < . Then equa-
tion M (x, y) + N (x, y)y 0 = 0 is an exact di↵erential equation in R if and only if My (x, y) =
Nx (x, y) at each point of R. That is, there exists a function satisfying equations x (x, y) =
M (x, y), y (x, y) = N (x, y), if and only if M and N satisfy equation My (x, y) = Nx (x, y).
2.6. Exact Di↵erential Equations and Integrating Factors 28
2.6. Exact Di↵erential Equations and Integrating Factors 29

Example 2. Solve the di↵erential equation

(y cos x + 2xey ) + (sin x + x2 ey 1)y 0 = 0.

Example 3. Solve the di↵erential equation

(3xy + y 2 ) + (x2 + xy)y 0 = 0.

2.6. Exact Di↵erential Equations and Integrating Factors 30

• Integrating Factors.

M (x, y) + N (x, y)y 0 = 0 (⇥µ(t)) ) µ(x, y)M (x, y) + µ(x, y)N (x, y)y 0 = 0

If it satisfies (µM )y = (µN )x , it is an exact di↵erential equation.

My Nx
Need to check : is a function of only x.
N
Then, we solve the equation
dµ My N x
= µ
dx N
to find µ(x, y).

Example 4. Find an integrating factor for the equation

(3xy + y 2 ) + (x2 + xy)y 0 = 0

and then solve the equation.