1. Basic Concepts 1.1. DIFFERENTIAL EQUATIONS ‘A differential equation is an equation involving an unknown function and its derivatives. Example 1.1. The following are differential equations involving the unknown function y. (1.1) (12) (13) (14) (15) differential equation is an ordinary differential equation (ODE) if the unknown function depends on only one independent variable. f the unknown function depends on two or more independent variables, the differential equation is a partial differential equation (PDE). With the exceptions of Chapters 31 and 34, the primary focus of this book will be ordinary differential ‘equations, Example 1.2. Equations (1.7) through (7.4) are examples, of ordinary differential equations, since the unknown function y depends solely on the variable x. Equation (1.5) is a partial differential equation, since y depends on both the independent variables tand x. The order of a differential equation is the order of the highest derivative appearing in the equation, Example 1.3, Equation (7.7) isa first-order differential equation; (7.2), (7.4), and (1.5) are second-order differential equations. [Note in (7.4) thatthe order of the highest derivative appearing in the equation is two,] Equation (7.3) is a third-order differential equation. 1.2. NOTATION ‘© McorawHill Education. Allright reserved. Any uses subject fo the Terms of Use, Privacy Notice and copyright information.The expressions, y*,y",y/,...y” are often used to represent, respectively, the frst, second, third, fourth, ...mth derivatives of y with respect to the independent variable under consideration, Thus, y" represents d°y/dx? if the independent variable is x, but represents d?y/dp* if the independent variable Is p. Observe that parentheses are used in y”) to distinguish it from the nth, power, /”. if the independent variable is time, usually denoted by, primes are often replaced by dots. Thus, y), {j, and represent dy/at, d?y/dt?, and d?y/dt?, respectively 1.3. SOLUTIONS ‘A solution of a differential equation in the unknown function y and the independent variable x on the interval gf, |s @ function (x) that satisfies the differential equation identically forall xi Example 1.4. Is y(x)= cy sin 2x +c9 cos 2x, wherecy and cp are arbitrary constants, a solution of y"+ 4y =07 Differentiating y, we find and y" Hence, ey sin 2x—4ez cos 2x) + 4(ey sin 2x +02 605 2x) = (Ce, +4ey) sin 2+ (—-4ep +de,) cos 2 0 Thus, y=} sin 2x-+e2 cos 2x satisfies the differential equation for all values of x and is a solution on the interval (- eo, 00). Example 1.5, Determine whether y= x? ~1 is a solution of (/)* +y? Note that the left side of the differential equation must be nonnegative for every real functiony(x) and any x, since itis the ‘sum of terms raised to the second and fourth powers, while the right side of the equation is negative. Since no function y(x) “will satisfy this equation, the given differential equation has no solution, We see that some differential equations have infinitely many solutions (Example 1.4), whereas other differential equations have no solutions (Example 1.5) tis also possible that a differential equation has exactly one solution, Consider (/)*+ y? = 0, which for reasons identical to those given in Example 1.5 has only one solution y = 0. ‘A particular solution of a differential equation is any one solution. The general solution of a differential equation is the set of all solutions. Example 1.6. The general solution to the differential equation in Example 1.4 can be shown to be (seeChapters 8 and 9) y =} sin 2x +c7.c08 2x That i, every particular solution of the differential equation has this general form. A few particular solutions are: (a) y= 5 sin 2 ~ 3 08 2«(choose cy = S and. = ~3),(b)y = sin 2x (choose.cy =1 anda = 0), and (c) y= 0 (choose ¢ ) “The general solution ofa differential equation cannot always be expressed by a single formul differential equation y' +y” = 0, which has two particular solutionsy = 1/x and y: 1.4. INITIAL-VALUE AND BOUNDARY-VALUE PROBLEMS ‘As an example consider the {A differential equation along with subsidiary conditions on the unknown function and its derivatives, all given at the same ‘© McorawHill Education. ll rights reserved. Any use'is subject to the Terms of Use Privacy Notice and copyright information.value of the independent variable, constitutes an initial-value problem. The subsidiary conditions are initial conditions. f the subsidiary conditions are given at more than one value of the independent variable, the problem is a boundary-value problem and the conditions are boundary conditions. Example 1.7. The problem y'+2y'= are both given atx =m, The problem y"+ 2° conditions are given at the different values. al-value problem, because the two subsidiary conditions fs @ boundary-value problem, because the two subsidiary A solution to an initial-value or boundary-value problem is a functiony(x) that both solves the differential equation and satisfies all given subsidiary conditions, 1.5. Solved Problems 1.1, Determine the order, unknown function, and the independent variable in each of the following differential equations: a. y~ Sy =e —t+l a. Third-order, because the highest-order derivative is the third. The unknown function is, the independent variable is x. ». Second-order, because the highest order derivative isthe second. The unknown function isy;the independent variable ist ©. Second-order, because the highest-order derivative is the second. The unknown function is; the independent variable iss. 4. Fourth-order, because the highest-order derivative is the fourth. Raising derivatives to various powers does not alter the number of derivatives involved, The unknown function is b; the independent variable is p. 1.2, Determine the order, unknown function, and the independent variable in each of the following differential equations: 4. 1794 ~ 82) - 4.278 = 3 cost 8. Second-order. The unknown function is x; the independent variable ‘© McorawHill Education. ll rights reserved. Any use'is subject fo the Terms of Use, Privacy Notice and copyright information.bb. First-order, because the highest-order derivative is the first even though itis raised to the second power. The unknown function is x the independent variable Is. ¢. Third-order. The unknown function isx, the independent variable ist. 4d. Fourth-order. The unknown function iy; the independent variable is. Note the difference in notation betwet fourth derivative y), with parentheses, and the fifth power y°, without parentheses. the 1.3, Determine whether y(x) = 2e°* +xe"™ isa solution of "+ 2y +y = 0. Differentiating y(x) it follows that xe* yo) =-2e%+ YQ) = ee exe 10" Substituting these values into the differential equation, we obtain Yt dy ty axe? 2C oF x0) + (20 +10) =0 “Thus, (x) [sa solution, 1.4. Is y(x) = 1 asolution ofy' + 2y +y =x? From y(x) = 1 it follows thaty(x) = 0 and y‘(x) = 0. Substituting these values into the differential equation, we obtain y"+2y' +y=04+20)+1l=lex Thus, (x) = 1 is not a solution. 1.5. Show that y=Inxis.a solution of xy'+y'= on J = (0), 20) butis nota solution on § (— 0, 00) (On (0, co) we have y = 1/x and /s2. Substituting these values into the differential equation, we obtain ‘Thus, y= Inx is a solution on (0, 00). Note that y= Inx could not bea solution on (~ co, 09), since the logarithm is undefined for negative numbers and zero. 1.6. Show that y= 1/(x? - 1) is a solution ofy + 2xy = 0 on g = (~1, 1) but not an any larger interval containing ¢ . On (-1,1),y= We? ~ 1) and its derivativey = ~ 2u(x? -1)? differential equation, we have /e well-defined functions. Substituting these values into the ‘Thus, y= 1/4 - 1) is a solution on Note, however, that 1/(x?~ 1) is not defined atx = #1 and therefore could not be a solution on any interval containing elther of these two points. Determine whether any of the functions (a) ys = sin x, (b) ya(x) =x oF () y3,(.x) =4-sin 2.x 18 a solution tothe 0) =0,7(0) ‘© McorawHill Education. All rights reserved. Any uses subject to the Terms of Use Privacy Notice and copyright information.(0) y1(X) is solution to the differential equation and satisfies the first initial condition y(0) = 0. However,yy(x) does not satisfy the second initial condition (1y{(x.) y{(0) = 2.c0s0 =2 = 1);henceit is not a solution to the intial- value problem, (b) y2(x) satisfies both initial conditions but does not satisfy the differential equation; hencey2(x) is not solution. (c)y3(x) satisfies the differential equation and both initial conditions; therefore, tis a solution to the initial-value problem. 1.8. Find the solution to the initial-value problem y +y =0;y(3) =2, ithe general solution tothe differential equation is known to be (see Chapter 8) y(x) = cre™*, where o is an arbitrary constant. Since y(x) is a solution of the differential equation for every value of c1, we seek that value of cy which will also satisfy the Initial condition, Note that y(3) = c1@~®. To satisfy the initial condition y(3) = 2, itis sufficient to choosecy so that ce that is, to choose ¢; = 28%, Substituting this value for cy into y(x), we obtain y(x) = 2e%e"* = 2e*-* as the solution of the initial-value problem. 1.9. Find a solution to the initial-value problem ‘+ 4y = 0;y(0) equation is known to be (see Chapter 9) y(x) = cy sin 2x+ cp cos 2x. .¥(0) = 1, if the general solution to the differential Since y(x) is a solution of the differential equation for all values of cy and c2 (see Example 1.4), we seek those values of cy and c2 that will also satisfy the initial conditions. Note that y(0) = cy sin 0 +c2 cos 0 =c2. To satisfy the first inital Condition, y(0) = 0, we choosecy = 0. Furthermore, y(x) = 2cy cos 2x - 2c2 sin 2x; thus, y(0) = 2cy cos 0 ~ 22 sin O= ey. To satisfy the second intial condition, y(0) = 1, we choose 2c = 1, orc, = 1.. Substituting these values of ¢) and ¢2 into (8), we obtain y(x) =4sin 2126 the solution ofthe inti-value problem. 1.10. Find a solution to the boundary-value problem y" + 4y = 0;y(n/8) = 0, (n/6) = differential equation is yx) = ¢y sin 2x +02 cos 2x. if the general solution to the Note that hoofs oof} ‘To satisfy the second condition, y(n/6) = 1, we require 1 Vie, +4e, 2 Solving (1) and (2) simultaneously, we find ‘© McorawHill Education. llrightsreserved. Any use'is subject to the Terms af Use Privacy Notice and copyright information.Substituting these values into y(x), we obtain yoy (sin2x—cos2x) as the solution of the boundary-value problem. 1.11. Find a solution to the boundary-value problem y’ + 4y =0;y(0) = 1,y(n/2) = 2, ifthe general solution to the differential equation js known to be y(x) = cy sin 2x +c2.c0s 2x. Since (0) =cy sin 0 +e2 cos 0 =c2, we must choose 3 = 1 to satisty the condition y(0) = 1. Sincey(/2)=c, sin +e cos 1 =~cz, wemust choose c2 = ~2 to satisfy the second condition, y(1/2) = 2. Thus, to satisfy both boundary conditions simultaneously, we must require c2 to equal both 1 and - 2, which is impossible. Therefore, there does not exist a solution to this problem, 1.12, Determine cy and ¢2 so that y(x) = ¢; sin 2x+ c2 cos 2x + 1 will satisfy the conditions y(n/ y(@/8)=V2 Zz 8 Note that To satisfy the condition y(r/8} ‘and a Since y(x) = 2¢1 60s 2x ~ 2e2 sin 2x, Se, To satisty he condition /¢¢ /§) = JF. we require /3o, — Je, = JF. 0 equivalent, ae @ Solving (1) and (2) simultaneously, we obtain ¢, = —1(/7 —1) and ¢, 4/2 +1) 1.13, Determine cy and cz so thaty(x) = c1e™ + c2e" +2 sinx will satisfy the conditions y(0) = 0 andy(0) Because sin 0 = 0,y(0)=c1 +z. To satisty the condition (0) = 0, we require ate=0 a From ‘© McorawHill Education. All rights reserved. Any use is subject fo the Terms af Use, Privacy Notice and copyright information.¥ (x) =2eye* + exe +2 cos x we have y (0) = 2:1 +c2 +2. To satisfy the conditiony (0) = 1, we require 2 +c2 +2=1, or 2q+0,=-1 2) Solving (1) and (2) simultaneously, we obtain c = - and.c2 = 1. 1.6. Supplementary Problems In Problems 1.14 through 1.23, determine (a) the order, (b) the unknown function, and (c) the independent variable for each of ‘the given differential equations. 114, (VP -3yy txy=0 118. tf txy"=er 116. Py ge ~sint 1a, say 4xty ry +siny = 1.19. 1.20. 1.21. 1.22. 1.23. +2479) + 5/9 =e 1.24. Which of the following functions are solutions of the differential equation y'- 5y= 07 a y=5, b y=S, ay fe. y=20™, 1. y=Se% 1.25. Which of the following functions are solutions of the differential equation y'- 3y= 67 ‘© McorawHill Education. All rights reserved. Any use is subject fo the Terms of Use, Privacy Notice and copyright information.ny a Access sEngineerin 2. An Introduction to Modeling and Qualitative Methods 2.1. MATHEMATICAL MODELS Mathematical models can be thought of as equations. In this chapter, and in other parts of the book (seeChapter 7, Chapter 14 and Chapter 31, for example), we will consider equations which model certain real-world situations. For example, when considering a simple direct current (DC) electrical circuit, the equation = RI models the voltage drop (measured in volts) across a resistor (measured in ohms), where | is the current (measured in amperes), This equation is called Ohm's Law, named in honor of G. S. Ohm (1787-1854), a German physicist, Once constructed, some models can be used to predict many physical situations. For example, weather forecasting, the growth of a tumor, or the outcome of a roulette wheel, can all be connected with some form of mathematical modeling. Inthis chapter, we consider variables that are continuous and how differential equations can be used in modeling, Chapter 34 Introduces the idea of difference equations. These are equations in which we consider discrete variables; that is, variables which can take on only certain values, such as whole numbers. With few modifications, everything presented about modeling with differential equations also holds true with regard to modeling with difference equations. 2.2. THE "MODELING CYCLE" Suppose we have a real-life situation (we want to find the amount of radio-active material in some element).Research may be able to model this situation (in the form of a ‘very difficult" differential equation). Technology may be used to help us solve the equation (computer programs give us an answer). The technological answers are then interpreted or communicated in light of the reablfe situation (the amount of radio-active material). Figure 2-1 illustrates this cycle, Figure 2-1 2.3. QUALITATIVE METHODS ‘© McorawHill Education. ll rights reserved. Any use is subject fo the Terms of Use Privacy Notice and copytight information.To build a model can be a long and arduous process; it may take many years of research. Once they are formulated, models. may be virtually impossible to solve analytically. Then the researcher has two options: ‘= Simplify, of “weak”, the model so that it can be dealt with in a more manageable way. This is a valid approach, provided the simplification does not overly compromise the “real-world” connection, and therefore, its usefulness. ‘+ Retain the model as is and use other techniques, such as numerical or graphical methods (seeChapter 18, Chaptor 19, and Chapter 20). This represents aqualitative approach. While we do not possess an exact, analytical solution, we do obtain ‘some information which can shed some light on the model and its application, Technological tools can be extremely helpful with this approach (see Appendix B). 2.4. Solved Problems Problems 2.1 through 2.11 deal with various models, many of which represent real-world situations, Assume the models are valid, even in the cases where some of the variables are discrete. 2.1, Discuss the model: Tr=32+ 1.87. ‘This model converts temps tures from degrees on the Cel 's scale to degrees on the Fahrenheit scale. 2.2. Discuss the model: PV=nRT. ‘This models ideal gases and is known as the Perfect Gas Law. Here, Pis the pressure (in atmospheres), Vs the volume (liters), n is the number of moles, Ris the universal gas constant (R = 8.3145 J/mol K), and T is the temperature (degrees Kelvin). 2.3. What does Boyle's law tell us? Boyle's law states that, for an ideal gas ata constant temperature PV = ‘constant (atmosphere-liters). t, where P (atmospheres), V (liters) and k is a Another way of stating this, is that the pressure and volume are inversely proportional. a ea This formuls is used in electricity; | represents the current (amperes),q represents the charge (coulombs), tis the time (seconds). Problems involving this model will be presented in both Chapter 7 and Chapter 14. owcusstnemodet mY «BY «y= FW) dr’ at ‘This is a classic model: a forced, mass-spring system. Here,y is a displacement (m),t is time (sec),m is the mass (kg), ais a friction or damping constant (kg/sec), kis a spring constant (kg/sec’) and Fit) Is forcing function (N).. Variations of this model can be used in problems ranging from shock absorbers on an automobile to answering questions about the human spinal column. ‘The differential equation uses a number of classical concepts, including Newton's second law and Hooke's law. We will revisit this equation in Chapter 14. 2.6. Assume M(t) represents the mass of an element in kgs. Suppose research has shown that the instantaneous rate of decay of this element (kg/yt) is proportional to the amount present: M'(t) = M(t), Set up a model fr this relationship. ‘The proportionality relationship M(t) x M(t) can be converted into an equation by introducing a proportionality constant,k (1/y0). So our model becomes M(t) = KM(t). We note thatk <0, becauseM(t) is decreasing in size. ‘© MccrawHill Education. All rights reserved. Any use'is subject to the Terms af Use, Privacy Notice and copyright information.Mc fam §~ACCESS+Engineerin’ ‘This equation will be classified as a “separable equation® (seeChapter 3). The solution to this differential equation, which |s qualitatively described as “exponential decay’, will be explored in Chapter 4 2.7. Consider the previous problem. Assume research revealed that the rate of decay is proportional to the equi of the amount present. Model this situation, root [HTG: We vot here tat the unt otk are". The sohion ofthis typeof MG) (MO) implies wr) we di rential equation will be explored in Chapter 4. 2.8. Modela population P(t) fits rate of growth is proportional to the amount present at timer, ‘This is the sister problem to Problem 2.6; that is, we have an “exponential growth” model, P(t) =kP(), where k > 0. 2.9. Assume the population described in Problem 2.8 has an initial composition of 1000. That is,P(0) = 1000. You are also told that the solution of the differential equation P(t) = kP(t) is given by P(t) = 10006! where tis in years. Discuss this model Since k > 0, we know that P(t) will increase exponentially as t-» oo. We are forced to conclude that this is (most probably) not a reasonable model, due to the fact that our growth is unlimited. We do ad, however, that this model miaht be helpful over ashort period of time. "How helpful?" and "How short a period?” are questions which must be looked at qualitatively, and depend on the constraints and requirements of the particular posed problem. 2.10, Consider the assumptions in the two previous problems. Further, suppose the rate of growth of P(t) is proportional to the product of the amount present and some "maximum population” term, 100,000 ~ P(t), where the 100,000 represents the carrying capacity, That is, P(t) + 100,000, as t+ ao. Introduction ofa proportionality constant, leads to the differential equation, P(t) = P(1)(100,000 ~ (1). Discuss this model. If P(t) is much less than 100,000, the differential equation can be approximated as P'(t) = kP(t) (100,000) =KP(1), where = ‘k(100,000). This would closely approximate exponential growth. So, for “small P(t) there would be little difference between this model and the previous model discussed in Problems 2.8 and 2.9, I P(A) is close to 100,000 (meaning that 100,000 P(t) = 0), then the differential equation can be approximated as P(t) = ‘kP(1)(0) = 0. An approximate solution to this is P(t) = 100,000, since only a constant has a derivative equal to 0. Soin the large’, P(t) “levels off" to 100,000, the carrying capacity of the population, Inthis problem, we used a qualitative approach: we were able to decipher some information and express it in a descriptive way, even though we did not possess the solution to the differential equation. This type of equation is an example of a logistic population model and is used extensively in sociological studies. Also seeProblem 7.7. 2.11. Sometimes differential equations are “coupled” (see Chapter 17 and Chapter 25); consider the following system: aR bar aF lar 2R-3RF 4F+SRF a Here, let R represent the number of rabbits in a population, while F represents the number of foxes, andt is time (months). ‘Assume this model reflects the relationship between the rabbits and foxes. What does this model tell us? This system of equations (1) mirrors a "predator-prey" relationship. TheRF terms in both equations can be interpreted as an “interaction term’, That is, both factors are needed to have an effect on the equations. ‘© McorawHill Education. llrightsreserved, Any use is subject fo the Terms af Use, Privacy Notice and copytight information.