Differential Equations

CSSS2763 : LN02
Fall 2021

Section 1.2:
Initial-Value Problems

1
 Initial-Value Problems
The 𝒏th-order initial-value problem (IVP):

𝑑𝑛 𝑦
Solve: = 𝑓 𝑥, 𝑦, 𝑦 ′ , … , 𝑦 𝑛−1 , (Differential Equation)
𝑑𝑥 𝑛
Subject to: 𝑦 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥0 = 𝑦1 , …,𝑦 𝑛−1 𝑥0 = 𝑦𝑛−1 , (Initial Conditions)

where 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 are arbitrary constants

▪ First-order initial-value problem
Solve: 𝑦 ′ = 𝑓 𝑥, 𝑦 𝐷𝐸
Subject to: 𝑦 𝑥0 = 𝑦0 𝐼𝐶
▪ Second-order initial-value problem
Solve: 𝑦 ′′ = 𝑓 𝑥, 𝑦, 𝑦 ′ 𝐷𝐸
Subject to: 𝑦 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥0 = 𝑦1 𝐼𝐶

Example 1: Page 16
Verify that 𝑦 = 𝑐𝑒 𝑥 is a solution of the differential equation 𝑦 ′ = 𝑦.
Then, find a solution of each of the IVPs:
a 𝑦 ′ = 𝑦, 𝑦 0 = 3. b 𝑦 ′ = 𝑦, 𝑦 1 = −2.

Solution:
Substitute in the DE to verify the given solution:
𝑑
𝐿. 𝐻. 𝑆 = 𝑦 ′ = 𝑐𝑒 𝑥 = 𝑐𝑒 𝑥 = 𝑦 = 𝑅. 𝐻. 𝑆
𝑑𝑥
Then 𝑦 = 𝑐𝑒 𝑥 is a solution of 𝑦 ′ = 𝑦.
a 𝑦 ′ = 𝑦, 𝑦 0 = 3,
by substituting 𝑥 = 0, 𝑦 = 3 in the family of solutions 𝑦 = 𝑐𝑒 𝑥 :
3 = 𝑐𝑒 0 = 𝑐 ⇒ 𝑐=3
Thus 𝑦 = 3𝑒 𝑥 is a solution of the IVP: 𝑦 ′ = 𝑦, 𝑦 0 = 3.

2
 Example 1: Page 16 Continued …
Verify that 𝑦 = 𝑐𝑒 𝑥 is a solution of the differential equation 𝑦 ′ = 𝑦.
Then, find a solution of each of the IVPs:
a 𝑦 ′ = 𝑦, 𝑦 0 = 3. b 𝑦 ′ = 𝑦, 𝑦 1 = −2.
Solution:
(b) 𝑦 ′ = 𝑦, 𝑦 1 = −2,
by substituting 𝑥 = 1, 𝑦 = −2 in the family of solutions
𝑦 = 𝑐𝑒 𝑥 :
2
−2 = 𝑐𝑒 1 = 𝑐𝑒 ⇒ 𝑐=−
𝑒
2
Thus 𝑦 = − 𝑒 𝑥 is a solution of the IVP:
𝑒
𝑦 ′ = 𝑦, 𝑦 1 = −2.

Example 3: Page 16
We can see that 𝑥 = 𝑐1 cos 4𝑡 + 𝑐2 sin 4𝑡 is a two-parameter family of solutions of 𝑥 ′′ + 16𝑥 = 0.
Find a solution of IVP:
𝜋 𝜋
𝑥 ′′ + 16𝑥 = 0, 𝑥 = −2, 𝑥′ = 1.
2 2
Solution:
𝜋
We first apply 𝑥 = −2 in the given family of solutions:
2
𝜋
That is, we put 𝑡 = and 𝑥 = −2.
2
𝜋 𝜋
𝑐1 cos 4 + 𝑐2 sin 4 = −2 ⇒ 𝑐1 cos 2𝜋 + 𝑐2 sin 2𝜋 = −2
2 2
⇒ 𝑐1 1 + 𝑐2 0 = −2 ⇒ 𝑐1 = −2.

3
 Example 3: Page 16 Continued …
We can see that 𝑥 = 𝑐1 cos 4𝑡 + 𝑐2 sin 4𝑡 is a two-parameter family of solutions of 𝑥 ′′ + 16𝑥 = 0.
𝜋 𝜋
Find a solution of IVP: 𝑥 ′′ + 16𝑥 = 0, 𝑥 = −2, 𝑥′ = 1.
2 2

Solution:
𝜋
We next apply 𝑥 ′ = 1. Differentiating 𝑥, we get:
2
𝑥 ′ = −4𝑐1 sin 4𝑡 + 4𝑐2 cos 4𝑡
𝜋
Setting 𝑡 = and 𝑥′ = 1 gives
2
𝜋 𝜋 1
−4𝑐1 sin 4 + 4𝑐2 cos 4 = 1 ⇒ −4𝑐1 sin 2𝜋 + 4𝑐2 cos 2𝜋 = 1 ⇒ 𝑐2 =
2 2 4
Hence
1
𝑥 = −2 cos 4𝑡 + sin 4𝑡
4
is a solution of the IVP.
7

Exercise 2: Page 19
1
Let 𝑦 = is a one-parameter family of solutions of 𝑦 ′ = 𝑦 − 𝑦 2 . Find a solution of IVP:
1+𝑐𝑒 −𝑥
𝑦′ = 𝑦 − 𝑦2, 𝑦 −1 = 2.
Solution:
1
By substituting 𝑥 = −1, 𝑦 = 2 in the family of solutions 𝑦 = , we get:
1+𝑐𝑒 −𝑥

1 1
2= ⇒ 2 + 2𝑐𝑒 = 1 ⇒ 2𝑐𝑒 = −1 ⇒ 𝑐 = − 𝑒 −1
1 + 𝑐𝑒 1 2
Hence

1 1
𝑦= =
1 −1 −𝑥 1 −1−𝑥
1+ − 𝑒 𝑒 1− 𝑒
2 2
is a solution of the IVP.

4
 Exercise 11: Page 19
Let 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 be a two-parameter family of solutions of 𝑦 ′′ − 𝑦 = 0. Find a solution of the
IVP: 𝑦 ′′ − 𝑦 = 0, 𝑦 0 = 1, 𝑦′ 0 = 2.
Solution:
We apply 𝑦 0 = 1, by setting 𝑥 = 0 and 𝑦 = 1
1 = 𝑐1 𝑒 0 + 𝑐2 𝑒 0 ⇒ 𝑐1 + 𝑐2 = 1 (1)
We next apply 𝑦 ′ 0 = 2. Differentiating 𝑦, we get:
𝑦 ′ = 𝑐1 𝑒 𝑥 − 𝑐2 𝑒 −𝑥
Setting 𝑥 = 0 and 𝑦′ = 2 gives
2 = 𝑐1 𝑒 0 − 𝑐2 𝑒 0 ⇒ 𝑐1 − 𝑐2 = 2 (2)
Solving Equation (1) with (2), we have:
3 1
2𝑐1 = 3 ⇒ 𝑐1 = ⇒ 𝑐2 = −
2 2
3 1
Then 𝑦 = 𝑒 𝑥 − 𝑒 −𝑥 is a solution of the IVP.
3 2
9

Section 2.1:
Solution Curves Without a Solution

10

10

5
 Direction Fields
Direction Field: If we systematically evaluate 𝑓 over a rectangular grid of points in the 𝑥𝑦-plane
and draw a line element at each point 𝑥, 𝑦 of the grid with slope 𝑦 ′ = 𝑓 𝑥, 𝑦 , then the
collection of all these line elements is called a direction field or a slope field of the DE:

𝑑𝑦
= 𝑓 𝑥, 𝑦 .
𝑑𝑥

• The slope 𝒎 of the tangent line at the point 𝑃(𝑎, 𝑏) is 𝒎 = 𝒚′ = 𝒇 𝒂, 𝒃 .

• ／ The line is increasing if the slop is positive, 𝒎 > 𝟎.
• ＼ The line is decreasing if the slope is negative, 𝒎 < 𝟎.
• ⎯ The line is horizontal if the slope is zero, 𝒎 = 𝟎.
𝟏
•  The line is vertical if the slope is undefined, 𝒎 = .
𝟎

11

11

Example 1: Page 38
𝑑𝑦
The direction field for the differential equation = 𝑥𝑦
𝑑𝑥
(The red curve is the solution curve of given DE passes through 𝑦 0 = 1. )

12

12

6
 Example 2: Page 38
𝑑𝑦
The direction field for the differential equation = sin 𝑦
𝑑𝑥
(The red curves are two solutions of the DE pass through 𝑦 0 = 1 and 𝑦 0 = −1.5 )

13

13

Exercise 11: Page 45

𝜋
Use computer software to obtain a direction field for the DE: 𝑦 ′ = 𝑦 − cos 𝑥
2
Sketch an approximate solution curve passing through a) 𝑦 2 = 2 and b) 𝑦 −1 = 0.

14

14

7
 Exercise
Determine the differential equation that generated the given direction field

𝑑𝑦
a =𝑥−𝑦
𝑑𝑥
𝑑𝑦
b =𝑥
𝑑𝑥
𝑑𝑦
c =𝑦
𝑑𝑥

𝑑𝑦
d = cos 𝑦
𝑑𝑥

15

15

Autonomous First-Order DEs

Autonomous First-Order DEs: An ordinary differential equation in which the independent
variable does not appear explicitly is said to be autonomous. If 𝑥 denotes the independent
variable, then then an autonomous first-order differential equation can be written as :
𝑑𝑦
=𝑓 𝑦
𝑑𝑥
Examples:

Autonomous DE Nonautonomous DE
𝑑𝑦 𝑑𝑦
= 1 + 𝑦2 = 1 + 𝑥2
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑𝑦
= 𝑦2 − 1 =𝑥−𝑦
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑𝑦
= sin 𝑦 = 𝑥𝑦
𝑑𝑥 𝑑𝑥
16

16

8
 Critical Points and the Phase Portrait
Critical Points: We say that a real number 𝑐 is a critical point of the autonomous differential
𝑑𝑦
equation = 𝑓 𝑦 if it is a zero of 𝑓, that is,
𝑑𝑥
𝑓 𝑐 =0

• A critical point is also called an equilibrium 𝒚-axis

point or stationary point.
𝑓 𝑦 <0
• Critical points classified as: Asymptotically
𝑐1 (Asymptotically Stable)
Stable, Semi-Stable or Unstable points.
𝑓 𝑦 >0
Phase Portrait of an autonomous DE 𝑦 = 𝑓(𝑦) 𝑐2 (Semi-Stable)
is a diagram which indicates the values of 𝑓(𝑦) 𝑓 𝑦 >0
for which 𝑦 is increasing, decreasing or
𝑐3 (Unstable)
constant. 𝑓 𝑦 <0
17

17

Example 5: Page 42
Find the critical points and phase portrait of the given autonomous first-order differential
equation. Classify each critical point as asymptotically stable, unstable, or semi-stable:
𝑦′ = 𝑦 − 1 2

Solution:
𝑓 𝑦 = 𝑦−1 2 =0 ⇒ 𝑦=1
Then, the critical point is 𝑦 = 1. 𝒚-axis

From the phase portrait we have

Increasing
𝑦 = 1 is s Semi-Stable point.
𝑦 = 1 (Semi-Stable)
Increasing

18

18

9
 Exercise 22: Page 45
Find the critical points and phase portrait of the given autonomous first-order differential
equation. Classify each critical point as asymptotically stable, unstable, or semi-stable:
𝑦′ = 𝑦2 − 𝑦3

Solution:
𝒚-axis
𝑓 𝑦 = 𝑦2 − 𝑦3 = 𝑦2 1 − 𝑦 = 0
⇒ 𝑦 = 0, 𝑦=1 Decreasing

Then, the critical point are 𝑦 = 0 and 𝑦 = 1. 𝑦 = 1 (Asymptotically Stable)

Increasing
From the phase portrait we have
𝑦 = 0 is s semi-stable point.
𝑦 = 0 (Semi-Stable)
𝑦 = 1 is s Asymptotically Stable point.
Increasing

19

19

Exercise 25: Page 45

Find the critical points and phase portrait of the given autonomous first-order differential
equation. Classify each critical point as asymptotically stable, unstable, or semi-stable:
𝑦 ′ = 𝑦 2 (4 − 𝑦 2 )

Solution:
𝒚-axis
𝑓 𝑦 = 𝑦 2 (4 − 𝑦 2 ) = 0
Decreasing
⇒ 𝑦 = 0, 𝑦 = −2, 𝑦 = 2.
𝑦 = 2 (Asymptotically Stable)
Then, the critical point are 𝑦 = −2, 𝑦 = 0
Increasing
and 𝑦 = 2.
𝑦 = 0 (Semi-Stable)
From the phase portrait we have
Increasing
𝑦 = −2 is Unstable point.
𝑦 = −2 (Unstable)
𝑦 = 0 is a Semi-Stable point.
Decreasing
𝑦 = 2 is s Asymptotically Stable point. 20

20

10