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v V Amel’kin [ Z Differential Equations in Applications \" Mir Publishers Moscow

1987 © English translation.Translated from the Russian by Eugene Yankovsky First published 1990 Revised from the 1987 Russian edition Ha anenuiicxom xsane Printed in the Union of Soviet Socialist Republics ISBN 5-03-000521-8 © I/Iairaremsorno <<Hay1<a». 1990 . Fnannaa penarmna |i}H3HI{0·M£lT€M&TH'I€CKOi nnreparypu. Eugene Yankovsky.

.. Qualitative Methods of Studying Differential Models . the Geometric Mean.. .. 55 1.. .. Construction of Differential Models and Their Solutions 11 1.5 Effectiveness of Advertising 30 1..2 Steady-State Heat Flow ..... 112 1. .17 Weightlessness ..1 Whose Coffee Was Hotter? 11 1.15 The Arithmetic Mean. 69 1. .9 A Problem from the Mathematical Theory of Epidemics 44 1.20 Transportation of Logs 119 Chapter 2. . 14 1.6 Supply and Demand 32 1. .10 The Pursuit Curve 51 1. ...12 Why Are Pendulum Clocks Inaccurate? .13 The Cycloidal Clock .. ...3 An Incident in a National Park 18 1.. . 88 1. 26 1. 136 2. ..8 Differential Models in Ecology 38 1. .11 Combat Models ...14 The Brachistochrone Problem 81 1. . 34 1. .16 On the Flight of an Object Thrown at an Ang e to the Horizon 93 1.1 Curves of Constant Direction of Magnetic Needle . 96 1. . 136 .. The Water Clock ...4 Liquid Flow Out of Vessels.19 Beam Deflection . 73 1.18 Kep er’s Laws of Planetary Motion 100 1.Contents Preface 7 Chapter 1. and the Associated Differential Equation .7 Chemical Reactions .

14 Periodic Modes in Electric Circuits 250 2. ..17 The Divorgence of a Vector Field and Limit Cycles 270 Selected Readings 274 Appendices 275 Appendix 1. The Contact Curve . . 155 2.. 278 .16 The Topographical System of Curves.. .. .10 Higher-Order Points of Equilibrium .11 Inversion with Respect to a Circle and Homogeneous Coordinates 218 2.6 Contents 2.. .12 Flow of a Perfect Gas Through a Rotating Tube of Uniform Cross Section . 275 Appendix 2. . Derivatives of Elementary Functions ..3 A Dynamical Interpretation of Second-Order Differential Equations. . 211 2. 143 2. . 184 2. .9 Adiabatic Flow of a Perfect Gas Through a Nozzle of Varying Cross Section .5 Stability of Equilibrium Points and of Periodic Motion 176 2. . . 203 2.. Basic Integrals . . . . . . . . 236 2. 223 2.4 Conservative Systems in Mechanics 162 2.. 195 2. .. . . 263 2. . .7 Simple States of Equilibrium . ...’ . 189 2.8 Motion of a Unit—Mass Object Under the Action of Linear Springs in a Medium with Linear Drag . 260 2. ... .13 Isolated Closed Trajectories . . . .2 Why Must an Engineer Know Existence and Uniqueness Theorems? ..6 Lyapunov Functions ..15 Curves Without Contact .

In constructing ordinary differential models it is important to know the laws of the branch of science relating to the nature of the problem being studied. in practical life we often have to deal with cases where the flaws that en- . Of course.Preface Differential equations belong to one of the main mathematical concepts. It must be emphasized that there are different types of differential models. For instance. in the theory of electric circuits Kirchhoff’s laws. in mechanics these may be Newton’s laws. one characteristic of which is that the unknown functions in these equations depend on a single variable. It is clear that differential models constitute a particular case of the numerous mathematical models that can be built as a result of studies of the world that surrounds us. in the theory of chemical reaction rates the law of mass action. This book considers none but models described by what is known as ordinary differential equations. The differential equations arrived at in the process of studying a real phenomenon or process are called the differential model of this phenomenon or process. They are equations for finding functions whose derivatives (or differentials) satisfy"given conditions.

rich in content rather than purely illustrative.P. Tikhonov and D. They give an idea of the role that ordinary differential equations play in solving practical problems. he can turn to the fascinating books by A. the variables.8 Preface able building a differentia lequation (or several differential equations) are not known. . The first was to use examples. Passage to the limit will then lead to a differential equation. Moiseev. 1979) (nn Russian). and we must resort to various assumptions (hypotheses) concerning the course of the process at small variations of the parameters. this will mean that the hypothesis underlying the model reflects the true situation. Mathematigs Stages an Experiment (Moscow: Nauka. and if it so happens that the results of investigation of the differential equation as the mathematical model agree with the experimental data. The second goal was to acquaint the read* If the reader wishes to know more about mathematical models. Of course. Kostomarov. Stories About Applied Mathematics (Moscow: Nauka. 1979) (in Russian). and N .N. the examples far from exhaust the scope of problems solvable by ordinary differential equations. I had two goals in mind.N.* When working on this book. taken from various fields of knowledge so as to demonstrate the possibilities of using ordinary differential equations in gaining an understanding of the world about us.

then the scope of solvable equations broadens considerably. it often happens that the most essential and interesting properties of the solutions cannot be revealed by . we can say that the great variety of solutions to differential equations is such that for their representation in closed form a finite number of analytical operations is insufficient. The fact is that only in rare cases are we able to solve a differential equation in the so-called closed form. To return to differential equations.and second-order algebraic equations the solutions can always be easily expressed in terms of radicals and for third. A similar situation exists in the theory of algebraic equations: while for first. If an infinite series of this or that form is used to represent the solutions. for a general algebraic equation of an order higher than the fourth the solution cannot be expressed in radicals. that is. Unfortunately. even when it is known that the differential equation has a solution.Preface 9 er with the simplest tools and methods used in studying ordinary differential equations and characteristic of the qualitative theory of diyjerential equations.and fourth-order equations the solutions can still be expressed in terms of radicals (although the formulas become very complicated). represent the solution as a formula that employs a finite number of the simplest operations involving elementary functions. In other words.

Lyapunov laid the foundations at the end of the 19th century. They constitute the essence of the qualitative theory of differential equations. More than that. This shows how important it is to develop methods that make it possible to acquire the data on the various properties of the solutions without solving the differential equations themselves.S.10 Preface studying the form of the series.V. the theory has been intensively developing and its methods are widely used when studying the world about us.M. And indeed.V. I am indebted to Professors Yu. which is based on the general theorems regarding the existence and uniqueness of solutions and the continuous dependence of solutions on the initial data and parameters. ever since J. even if a differential equation can be solved in closed form. . Amefkin . The role of existence and uniqueness theorems is partially discussed in Section 2. Poincaré and A. Fedoryuk for the constructive remarks and comments expressed in the process of preparing the book for publication. Bogdanov and M. As for the general qualitative theory of ordinary differential equations.H. . such methods do exist. more often than not it is impossible to analyze such a solution since the relationship between the various parameters of the solution often proves to be extremely complicated. l _ V.2.

when Tom returned. they were given both simultaneously and proceeded as follows. Tom poured some of his cream into the coffee. covered the cup with a paper napkin. the amount .1 Whose Coffee Was Hotter? When Tom and Dick ordered coffee and cream in a lunch room. In accordance with our assumption on the basis of a law of physics. and went to make a phone call. Dick covered his cup with a napkin and poured the same amount of cream into his coffee only after 10 minutes. Whose was hotter? We will solve this problem on the natural assumption that according to the laws of physics heat transfer through the surface of the table and the paper napkin is much less than through the sides of the cups and that the temperature of the vapor above the surface of the coffee in the cups equals the temperature of the coffee.Chapter 1 Construct1on of D1fferent1al Models and Their Solut1ons 1. We start by deriving a relationship indicating the time dependence of the temperature of the coffee in Dick’s cup before the cream is added. The two started drinking their coffee at tl1e same time.

(1) where T is the coffee’s temperature at time t. can be rewritten as follows: dT __ qs ———-T_6 — —T:. 6 the temperature of the air in the lunch room. we find that T=6—|—(T0—9)exp(—T.dt. (1) and (2) together. 1] the thermal conductivity of the material of the cup. (3) Denoting the initial temperature of the coffee by T0 and integrating the differential equation (3). and m the mass (or amount) of coffee in the cup. after variable separation. The amount of heat given off by the coffee is dQ = —-cm dT.l’%—t). which. l the thickness of the cup.—.12 Differential Equations in Applications of heat transferred to the air from Dick’s cup is determined by the formula dQ Z qui}?-Sat. (2) where c is the specific heat capacity of the coffee. and s the area of the cup’s lateral surface. (4) This formula is the analytical expression of the law whereby the temperature of the . If we now consider Eqs. we arrive at the following equation: q J-`{it-dr: -cmdr.

Construction of Differential Models 13 coffee in Dick’s cup varied prior to the addition of the cream.Ch... which now assumes the form Cm (T0 " 90) = cimi (90 "" T1): (8) .. (5) where BD is the temperature of the Dick’s coffee with cream at time t. ¤>¤xp( .. and ml the mass of cream added to the coffee. We use the heat balance equation. To derive the law for temperature variation of the coffee in Tom’s cup we again employ the heat balance equation. Equation (5) yields i Clml Cm 9D— cm-|—c1m1 Tl-l_ cm—|—c1m1 T` (6) Bearing in mind formula (4). 1. ¢)].. T1 the temperature of the cream. which here can be written as cm (T — Bo) = ¢1mi(6D — Ti).. [Now let us establish the law whereby the temperature of the coffee in Dick’s cup changed after Dick poured in cream. C1 the specific heat capacity of the cream. we can rewrite (6) as follows: HD CTn+C1m1 1 + cm+c1m1 .. <7> which constitutes the law whereby the temperature of the coffee in Dick’s cup varies after cream is added. >< [a+<T...I|f.

and Z: 2 X 10*3 m._..*lS X €Xp( l(¢m+ Cimi) tl ° (9) Thus. using Eq.1 ><103 J/kg·K.one in which the object’s tem- .... cxé.6 V/m·K and assuming. 0 :20°C. (4) with 0. 1. to answer the question posed in the problem we need only turn to formulas (7) and (9) and carry out the necessary calculations. m=8 >< 10*2 kg. The calculations show that Tom’s coffee was hotter. for the sake of definiteness._. we arrive at the law for the temperature (0T) variation of the coffee in Tom’s cup as analytically given by the following formula: "_ Clml .14 Differential Equations in Applications where 00 is the temperature of the mixture. bearing in mind that C1 z 3. lf we solve (8) for 00. that ml : 2 >< 10*2 kg.. T1 =20°C. serving as the initial temperature and cm + clml substituted for cm... _.2 Steady-State Heat Flow The reader will recall that a steady-state heat flow is. s = 11 ><10*3 mz. we get c m em 69: cmil-dlml 11*+ cm—|—c1m1 TO' Then. T0 =80°C.9 >< 103 J/kg·K. and nz0.Cm L 9T`"`9+li ¢m—|—c1m1 Ti T ¢m—|—c1m1 To 9] .

made of a homogeneous material.€Ilt· is related to the effects of heat flows.I'€ 1) 20 cm in diameter. at each point of which the temperature is the same. Construction of Differential Models 15 ‘l\ \§ w \u\ %n\ § it N §·a x n 2 is ni n in 20 Fig. say 95 °C. 1. while the . an important role is played by the so—called isothermal surfaces. 2 perature at each point does not vary with time. let US COI1Sld€I’ 3 h€3l»··COIldllCtlI1g (Flg`U. We assume that the temperature of the pipe is 160 °C and the outer surface of the protective covering has a temperature of 30 °C.Ch. 1 Fig. II'1 pI'Ol'Jl€I1'lS Wll0SB physical COI`ll. The dashed curve in Figure 2 is known as an isotherm. To clarify this statement. designated by a dashed curve in Figure 2. and protected by a layer of magnesium oxide 10 cm thick. It is intuitively clear then that there is a surface.

and sc the radius of the base of the cylindrical surface lying inside the outer cylinder. (IO) where F (x) is the cross-sectional area normal to the direction of heat flow. for one. In general.7 >< 10*4. on the nonsteady-state nature of the heatiflow and on the nonhomogeneity of the material. and lc the thermal conductivity coefficient. depending. isotherms may have various shapes. according to which the amount of heat released per unit time by an object that is in stable thermal state and whose temperature T at each point is solely a function of coordinate x can be found according to the formula dT Q = -—kF (ac) -8-5:.== const. In the case at hand the isotherms (isothermal surfaces) are represented by concentric circles (cylinders).16 Differential Equations in Applications surface corresponding to this curveiis known as an isothermal surface.r•. Then on the basis of (IO) . To this end we turn to the Fourier law.xl. assuming that the thermal conductivity coefficient lc is equal to 1. The statement of the problem implies that F (:2:) = 2. We wish to derive the law of temperature distribution inside the protective coating and find the amount of heat released by the pipe over a section 1 m long in the course of 24 hours. where l is the length of the pipe (cm).

we turn to Eq. hence. Construction of Differential Models 17 we get s0 Q 20 d I S dT: _ 0.00017><2nz S (12) 160 10 Integrating (11) and (12) yields 160-T _ ln 0. Then for l = 100 cm we find that Q ___ 130><0.1: 130 " 1n2 "' Iog2 ° Hence T = 591.8 —· 431. 1.1. the amount of heat released by the pipe in the course of 24 hours is 24 X 60 X GOQ -·= 726 852 J. We see that the length of the pipe plays no role in this law.00017><2 ><100 — 1n2 _ 200n><130><0. 2-0770 .1x __ log 0. This formula expresses the law of temperature distribution inside the protective coating.Ch. To answer the second question.00017><2nz S T’ (M) 160 10 T Q x dg S dt: " 0.00017 " 0.8 log .7:. (11).69315 ’ and.

a the temperature of the air. Inspection showed that the poacher’s shot had been precise and the boar had died on the spot. and k a positive proportionality coefficient. (13) where x is the temperature of the object at time t. Reasoning that the poacher should return for the kill. Let us see what reasoning this involved.two forest rangers found the carcass. the rate at which an object cools off in air is proportional to the difference between the temperature of the object and that of the air. Solution of the problem lies in an analysis of the relationship that results from integrating the differential equation (13). heading directly for the dead boar.18 Differential Equations in Applications 1. Here one must bear in mind that after the . 2%. the rangers decided to wait for him and hid nearby. This they did by using the law of heat emission. Soon two men appeared.3 An Incident in a National Park While patrolling a national park. the men denied having anything to do with the poaching. When confronted by the rangers.: -k (x-G). It only remained to establish the exact time of the kill. But by this time the rangers had collected indirect evidence of their guilt. According to the law of heat emission.of a slain wild boar.

22314 31-21 1 . 1. 2* . Using these data and Eq. In the first case integration of the differential equation (13) with variables separable leads to 1n%-5%: —kt.Ch. In other words.·—--OE-—@ ln 1. xqéa. x. we can establish when the shot was fired by putting t = O as the time when the strangers were detained. was 31 °C and after an hour 29 °C and if when the shot was fired the temperature of the boar was :1. we get t— 14. Then. (14).6: -2. we find that 31--21 Now.2: = 37 into (14). if at the time when the strangers were confronted by the rangers the temperature of the carcass. roughly 2 hours and 6 minutes passed between the time the boar was killed and the time the strangers were detained. substituting this value of lc and .10630. (14) where xo is the temperature of the object at time t = O. = 37 °C and the temperature of the air a = 21 °C. In " 0. the temperature of the air could have remained constant but also could have varied with time.. Construction of Differential Models 19 boar was killed.

(16). We will also assume that after an hour had passed after the discovery the temperature of the carcass was 25 °C and that of the air was down to ——1° C. where t-= 15* is the time when the rangers discovered the carcass. that is.t —{. To illustrate one of the methods for determining the time when the boar was killed. we get x=(37—t—lc·1)e·"’—|—t* —. let us assume that the temperature of the carcass was 30 °C when the strangers were detained. Let us also suppose that it is known that on the day of the kill the temperature of the air dropped by 1 °C every hour in the afternoon and was 0 °C when the carcass was discovered.k’1. If we now assume that the shot was fired at t=0 and that :1:0 = 37 °C at t = 0. we get a (t) = t* —— t. If we 11ow bear in mind that sc = 30 °C at t=t* and :c=25°C at t-==t*-{-1. Integrating Eq. .20 Diierential Equations in Applications In the second case. when the temperature of the air varies in time.—}— kx: lca(t). (t) is the temperature of the air at time 13. the cooling off of the carcass is expressed by the following nonhomogeneous linear differential equation $35. (16) where 0.

suppose that at if: 0 the carcass of the slain boar was found. (17) We can arrive at the same equation starting from different assumptions. Then a (t) == ——t and we arrive at the differential equation 13%+ kx: -kz (18) (with the initial data 2:. (17) cannot be solved algebraically for Ic. (37 — t* . (19) Setting sc = 25 and t = 1 in this relationship. 1. (18). Construction of Differential Models 21 the last formula yields (37 —. for one. Indeed.Irl) exp [—k (t* -}. These two equations can be used to derive an equation for Ic. . we again arrive at Eq. Eq. as is known. Solving Eq. = 30 at t= 0). But it is easily solved by numerical methods for finding the roots of transcendental equations.1)] ""‘ kl-1 7-' 26. (30 -— Irl)e·’* — 26 + Irl = 0. namely. from which we must {ind as as an explicit function of t.Irl == 30. (17). we get x = (30 —— Irl) exp (——Ict) -—— t + Irl. Indeed.t* ——.Ch. which enables solving the initial problem numerically.Irl) exp (——-Ict*) -l..

22 Differential Equations in Applications by Newton’s method of approximation. (22).2M) exp (kx).Vb -1. This method. To show how Newton’s method is used.+1. as well as other methods of successive approximations. (22) by qa (sc). cp" (x) = (Wax —{. are of the type (asc —|— b) exp (kx) -i— cx —{— cl = 0. (17) to the form 30k — 1 —|. is a way of using a rough estimate of the true value of a root used to obtain more exact values of the root. C3I1 130 f0U. (20) and Eq. (22) If we denote the left-hand side of Eq. (21) Both equations. -76. to the form (37k — 1 —l. (19). Then according to Newton’s method for finding a root of Eq. differentiation with respect to .Hd . (20) and (21). we transform Eq.kt) exp (kt) — 30k —l— 1 = 0. The process can be continued until the required accuracy is achieved. if for the ith approximation xi we have the inequality (P ($2) (P" (xi) > 0» tht? D€XlL &pPI`0XlIIl&l&l0U.a) exp (M:) + c. setting :1: = 37.2: yields cp' (sc) = (lax —[— Ptb -|.(1 — 26k) exp (lc) = 0.

2*A)*E 150 PRINT X. have been split due to the printed format. 20 INPUT "a==". "f". "f"’. Construction of Differential Models 23 via the formula x• xi+1 = xi • To directly calculate the root (to within. X 50 PRINT "X". F.=". respectively. 30 INPUT "c=".B) -1. Some BASIC lines. F2 ·i51 IF F = 0 THEN END 155 IF F1 = 0 THEN PRINT "Newton’s method is divergent": END 170 IF F*F2<0 THEN PRINT "Newton’s method is divergent": END 190 X = X —.C 130 F2 = L* (L* (A*X -1. B. line 10. cp' (kn).B) -1.g.F/F1 200 GOTO 100 In this program X. one part in a million). say.Ch. F1. D 40 INPUT "approximate value of root-. . e.A)*E -1.B)*E + C*X + D 120 F1 = (L*(A*X -1. f' and f" stand for kn. A: INPUT "b=". L. f. 1. C: INPUT "d=". and cp" (kn). we compile the following program using BASIC*: 10 CLS:PRINT "Solution of equation by Newton’s method" 15 INPUT "lambda=". "f"" 100 E = EXP (L*X) 110 F = (A*X -1. they should be input as one line. cp (kn). * Edit0r’s note.

let us turn to Eq.60768 .859806 -71.525956 -16.1794539 ·—~2. 1) there is a root of the equation cp (k) : 0. The results can be listed in a table of the approximate values of the root and the respective values of the function and its iirst and second derivatives. It can the11 easily be verified that tp (0) = 0. the function cp increases in a small neighborhood of the origin and then dec1·eases to a negative value at lc = 1. This implies that in the interval (0. and q>’ (0) > 0.49665 .11805 -82.2281622 -. (20).:) exp (k).(25 -|— 26}.3514252 -8.103379 -67.52333 . Thus.24 Differential Equations in Applications After starting the program enter the requested values of the coefficients of the equation and the initial value of the root. Below we give the protocol of the program: Solution of equation by Newton’s method lambda: 1 a=—26 b=1c=30 d=—1 Approximate value of root = 0.5 X f f' f" . To hnd this root we run the program.748013E·—-03 -5.497021 ——-66. _ Employing this general procedure.02506 .784655 -32.Difierentiating its left-hand side cp (k) with respect to lc. cp (1) < 0. we arrive at cp' (lc) = 30 .5 -5.519438E-02 -6.5182 .65141 -105.322836 -1.1884971 -5.

463635 -66. and cp" (kn). which prove to be equal to 5.Ch.1789525 0 -5.5587 . The protocol of the program is given below: Solution of equation by Newton’s method lambda = 0. rp (kn). we can find the time when the boar was killed.629395E-06 -5.55884 . The final step in solving the problem consists in substituting the calculated value kn z k z 0.1917861 .621243 c = 0 d = -4. To employ the above scheme.1789525 a =-·-· 0. respectively. Construction of Differential Models 25 .46373 -66.9270549 . (21) and solving the latter for t (the time when the wild boar was killed).1992802 -·-1.368575.368575 Approximate value of root = -1 X f f' f" -1 .463642 -66.506184E-03 .d= -30k-l—1. find the sought time t.621243 and -4. Then.b : 37k-1. selecting -1 for the value of to and bearing in mind that in this case a =k. and f” stand for kn. cp' (kn).188775 3. (21) by g (t).178952 into Eq.1789526 -4. To this end we find the coefficients b and d. and then running the above program.181972 . respectively.768372E-07 -5. f'.c =0. we denote the left—hand side of Eq.178954 -7. f. and ft:-k.9639622 . 1.5587 OK In this protocol X.1789525 b = 5.

We take a vessel (Figure 3) whose horizontal cross section has an area that is a function of the distance from the bottom of the vessel to the cross Section. The Water Clock The two problems that we now discuss illustrate the relationship between the physical content of a problem and geometry. f'.26 Differential Equations in Applications `cs H Fig. These results imply that the boar was killed approximately l hour and 12 minutes before the rangers discovered the carcass. g' (tn). 3 -1. g (tn). respectively.192557 1.430512E-06 . But first let us examine some general theoretical conclusions.9263298 .1916388 -1.1916387 OK In this protocol X. and g" (tn).4 Liquid Flow Out of Vessels. Suppose . 1.192559 0 . f. and f" stand for tn.9263295 .

where g = 9. d . which causes the level of the liquid to change by -——dx (the "minus" because the level lowers). 1.Ch. The above reasoning leads us to the following differential equation ks dt == —S (:1:) dx. In the course of an infinitesimal time interval dt the outflow of the liquid can be assumed uniform. and k is the rate constant of the outflow process. the rate v at which the liquid flows out of the vessel at the moment when the liquid’s level is aiheight ..2: is given by the formula v == kl/2g:c..-..8 m/sz. whereby during dt a column of liquid with a height of v dt and a cross-sectional area of s will flow out of the vessel....`-LY-$*9. 23 ks \/2gx at ( ) Let us now solve the following problem. We will also suppose that the area of the vessel’s cross section at height x is denoted by S (:2:) and that the area of the opening in the bottom of the vessel is s. which can be rewritten as at T. As is known. Construction of Differential Models 27 that initially at time t = O the level of the liquid in the vessel is at a height of h meters. The . A cylindrical vessel with a vertical axis six meters high and four meters in diameter has a circular opening in the bottom..

1916388 -4.26 Differential Equations in Applications `cs H Fig. g (tn). We take a vessel (Figure 3) whose horizontal cross section has an area that is a function of the distance from the bottom of the vessel to the cross section. f'. f.430512E—06 .192559 0 . g' (tn). Suppose .192557 1. The Water Clock The two problems that we now discuss illustrate the relationship between the physical content of a problem and geometry. But first let us examine some general theoretical conclusions.9263298 . and f" stand for tn.4 Liquid Flow Out of Vessels. and g" (tn). respectively. These results imply that the boar was killed approximately 1 hour and 12 minutes before the rangers discovered the carcass.9263295 .1916387 OK In this protocol X. 1. 3 -1.

Construction of Differential Models 27 that initially at time t = 0 the level of the liquid in the vessel is at a height of h meters. In the course of an infinitesimal time interval dt the outflow of the liquid can be assumed uniform.*H"L. We will also suppose that the area of the vessel’s cross section at height ag is denoted by S (ac) and that the area of the opening in the bottom of the vessel is s. where g = 9. and k is the rate constant of the outflow process. d . the rate v at which the liquid flows out of the vessel at the moment when the liquid’s level is aiheight x is given by the formula v = kl/2gx. which can be rewritten as dz : ___. 1.8 m/sz.. which causes the level of the liquid to change by —d:c (the “minus" because the level lowers). As is known. The . The above reasoning leads us to the following difierential equation mi/QE at Z -s ix) ax. ks 1/2g:c x (23) Let us now solve the following problem. whereby during dt a column of liquid with a height of v di and a cross—sectional area of s will flow out of the vessel. A cylindrical vessel with a vertical axis six meters high and four meters in diameter has a circular opening in the bottom.Ch..

If we put x = 0 in the last formula.152 dx dt V. This problem can easily be solved via Eq. We wish to determine the shape of the water clock that would ensure that the water level lowered at a constant rate. S (. An ancient water clock consists of a bowl with a small hole in the bottom through which water flows out of the bowl (Figure 4).304 [ l/6 — l/EL Ogxgfi.6. T By hypothesis. Find how the level of water in the vessel depends on time t and the time it takes all the water to flow out. . Eq.28 Differential Equations in Applications radius of this opening is 1/12 m. Such clocks were used in ancient Greek and Roman courts to time the lawyers’ speeches. (23). (23) assumes the form _ __ 217. Now a second problem. We rewrite this equation in the form · _ __ S (=¤> Q. Since for water k = 0. so as to avoid prolonged speeches. Integrating this differential equation yields t= 434. we find that it takes approximately 18 minutes for all the water to flow out of the vessel.1:) = 4at and s = 1/144. which is the sought dependence of the level of water in the vessel on time t.

The latter means that the sought shape of the water clock is obtained by rotating curve (26) about the 2: axis. we arrive at the equation x = cr". . (24) yields the following result: 1/ 2% Z —--2 a. (25). 4 Precisely. Squaring both sides of Eq. 1. which is constant by hypothesis. if we suppose that the bowl has the shape of a surface of revolution. Eq.Ch.z· § ‘Y Fig. in accordance with the notations used in Figure 4. Construction of Differential Models 29 . (26) with c = aznz/2gk2s”. <25> ks ]/2g where a = vx ·—-= da:/dt is the projection on the :1: axis of the rate of motion of the water’s free surface.

All further information about the commodities is distributed among the buyers via personal contact between them. we arrive at the following differential equation: %:kx (N. .5 Effectiveness of Advertising Suppose that a retail chain is selling commodities of a certain type.2:). In this equation lc is a positive proportionality factor. If we suppose that time is reckoned from the moment when the promotion materials and advertisements were released and N /·y persons have learned about the commodities. (27) with the initial condition that sc = N /y at t = O. the rate of change in the number of persons knowing about B is proportional both to the number of buyers knowing about B and to the number of buyers not knowing about B. say B. We may assume with a high probability that after the TV and radio network have released the information about B. Integrating.30 Differential Equations in Applications 1. Let us also assume that to speed up sales the chain has placed promotion materials in the local TV and radio network. we find that ‘%·‘ ln + C. about which only rz: buyers out of N potential buyers know at time t.

Eq...Ch. (28) is commonly known as the logistic-curve equation. (28) becomes N 35 = ——————-—-— . Construction of Differential Models 31 sc xv 0t Fig. 1.·r‘·‘=_Lv‘w·r · (28) Ae +1 1+1>a· * with P = Cl/A. Eq. Nm N_x -Ae . If we allow for the initial condition.. In conclusion we note . we arrive at the equation . In economics.. 5 Assuming that NC =· C1. 1+<v—4>e·"'*‘ Figure 5 provides a schematic ofa logistic curve for y = 2. When solved for sr. with A = eC¤. this equation yields Nm "’=N —%..

categories that emerge and function on the market. Such a price establishes an "equilibrium" on the market. and that he does this immediately after the apple harvest has been taken in and then once each following week (i. Let us consider the following problem. the week’s supply will depend on both the expected price of apples in the coming week and the expected change in price in the following .32 Differential Equations in Applications that the problem of dissemination of technological innovations can also be reduced to Eq. while the second represents the demand for commodities on the market. One of the main laws of a market economy is the law of supply and demand.e. with a week’s interval). 1. Suppose that in the course of a (relatively long) time interval a farmer sells his produce (say. that is. The farmer’s stock of apples being fixed after he has collected his harvest.6 Supply and Demand As is known. The first category represents the commodities that exist on the market or can be delivered to it. supply and demand constitute economic categories in a commodity economy. in the sphere of trade. (27). which can be formulated simply by saying that for each commodity some price must exist that will cause the supply and the demand to be just equal. apples) on the market.

one function is given by a linear dependence expressed mathematically in the form y = ap' + bp —l. the higher the supply of apples on the market in the coming week. and the supply s and demand q are given by the functions s=44p’ —}—2p—1. both supply and demand are functions of these quantities. 3-0770 . then supply will be restrained provided that the expected rise in price exceeds storage costs. Construction of Differential Models 33 weeks. q==4p’-—2p—|—39. if the price of apples in the coming week is high and then a fall is expected in the following weeks. the lower the supply of apples on the market. As practice has shown. If it is assumed that in the coming week the price of apples will fall and in the following weeks it will grow. then the greater the expected fall in price in the following weeks. in our example. If we denote the price of apples in the coming week by p and the time derivative of price (the tendency of price formation) by p'. and c are real numbers (constants). in t weeks it was p (t) roubles for 1 kg. For example.c. On the other hand. b. the price of apples in the coming week is taken at 1 rouble for 1 kg. Say. where a. depending on various factors the supply and demand of a commodity may be represented by different functions of price and tendency of price formation. In these conditions the greater the expected rise in price in the following weeks. 1.Ch.

It shows how as a result of the interaction of two molecules of hydrogen and one molecule of oxygen two molecules of water are formed. Take. for the supply and demand to be in equilibrium. 1. if we want the supply and demand to be in equilibrium all the time.7 Chemical Reactions A chemical equation shows how the interaction of substances produces a new substance. the price must vary according to formula (29). the equation 2H2 —{— O2 -—>2H2O. (29) Thus. If we allow for the initial condition that p = 1 at t = 0. we must require that 44p’ —l-2p—1=4p' —2p—§—39. This condition leads us to the differential equation dp __ Integration yields p = Cermt -}— 10. the equilibrium price is given by the formula p = —9e·1°’ + 10. for instance. .34 Differential Equations in Applications Then.

M. are molecules of the interacting substances. p.——>mM + nN + pP + where A.bB —l. N. . One of the basic laws of the theory of chemical reaction rates is the law of mass action. b. Construction of Differential Models 35 Generally a chemical reaction can be written in the form aA —i. c.Ch. m. Two liquid chemical substances A and B occupying a volume of 10 and 20 liters.cC —l. The rate at which a new substance is formed in a reaction is called the reaction rate. according to which the rate of a chemical reaction proceeding at a constant temperature is proportional to the product of the concentrations of the substances taking part in the reaction at a given moment. . positive integers that stand for the number of molecules participating in the reaction.. . . Assuming that the temperature does not change in the process of the reaction and that every two volumes of substance A and one vol3* r . B. respectively. molecules of the reaction products. and the constants a. 1. . and the active mass or concentration of a reacting substance is given by the number of moles of this substance per unit volume. form as a result of a chemical reaction a new liquid chemical substance C. Let us solve the following problem. n. C. P.

By hypothesis. As for the moment t = 1/3. Let us denote by x the volume (in liters) of substance C that has formed by the time t(in hours). x (0): 0. Thus. This means that we are left with 10 -— 2x/3 liters of A and 20 ·—— x/3 liters of B. Thus. by that time 2. the solution of the initial problem has been reduced to the solution of a socalled boundary value problem: ft. We must also bear in mind that since initially (t = 0) there was no substance C. {ind the amount of substance C at an arbitrary moment of time t if it takes 20 min to form 6 liters of C.-:k (15-x) (60-:c).1:/3 liters of substance A and x/3 liters of substance B will have reacted.36 Differential Equations in Applications ume of substanceBform three volumes of substance C. in accordance with the law of mass action. we have sc = 6. . we may assume that x = 0 at t = 0. we arrive at the following differential equation dx 2::: rc w:K(‘°"T) (Z0-?) which can be rewritten as dx where k is the proportionality factor (lc = 2K/9).

As a result we arrive at the relationship _?_g_. . a formal study of the above relationship between x and t shows that for a finite t. $:15 i-(2/3)*** i·—(i/@(2/3)3’ l This gives the amount of substance C that has been formed in the reaction by time t. From practical considerations it is clear that only a finite volume of substance C can be formed when 10 liters of A interact chemically with 20 liters of B. 1.’_ Z 4€45m_ Since :1: = 6 at t = 1/3. _T4(€15k)3t:. substituting these values into the relationship yields emh = 3/2.Ch.1: becomes iniinite. However. namely at (2/3).4(3/2)3t. that is. while the chemical reaction is considered only for t nonnegative._. But this fact does not contradict practical considerations because it is realized only for a negative value of t. A remark is in order. Hence. we iirst integrate the differential equation and allow for the initial condition x(0) :0.** = 4. Construction of Differential Models 37 To solve it. the variable .

Spectrum 16. B = bx. No. prey situation.38 Differential Equations in Applications 1. Allowing for (31). (cz-. Murray. 2: 48-54 (1983/84). The basic object in ecology is the evolution of populations. The simplest situation is the one in which A = ax. then there is reason to say that the rate at which x varies in time is given by the formula dx —(F. .b) as. (31) where a and b are the coefficients of births and deaths of individuals per unit time.* Let x (t) be the number of individuals in a population at time t. respectively." Math. "Some simple mathematical models in ecology.D. (30) The problem consists in finding the dependence of A and B on :1:. Below we describe differential models of populations that deal with their reproduction or extinction and with the coexistence of various species of animals in the predator vs.8 Differential Models in Ecology Ecology studies the interaction of man and. If A is the number of individuals in the population that are born per unit time and B the number of individuals that die off per unit time. (32) * For more detail see J. in general. living organisms with the environment. we can rewrite the differential equation (30) as dx Ti-T -.A—B..

say the equation %—·:f(x) =ax-—bx2. practically all models describing real phenomena and processes are nonlinear. Construction of Differential Models 30 Assuming that at t = to the number of individuals in the population is sc = :1:.Ch. However. tends to . (32).)l. we get .2:) is a nonlinear function. where f (.2:0 exp [(a —— b) (t — t. Assuming that x = xo at t = to and solving the last equation. and solving Eq. we get :1: (t) = . but if a<b. 1.. it still reflects the actual situation in some cases. : _ 33 “’ ll ¤=0+<¤/b—x0>exp1—¢»<¢—¢0>1 ( ) We see that as t —> oo the number of individuals in the population. then a:——>O as t-+00 and the population becomes extinct. where a > 0. then the number of individuals sc tends to infinity as t—> oo. Although the above model is a simplified one.. This implies that if a > b. and instead of the differential equation (32) we are forced to consider an equation of the type dx __ jg--f (iv). b > O. x (t).

Let us study in greater detail the two-species predator vs. 2. which have the same period but differ in phase. n. The difference between the two is clearly seen in Figure 6. big and small {ish.Z‘0 6 Fig.. say. first introduced by the Italian mathematician Vito Volterra (1860-1940) to explain the oscillations in catch volumes in the Adriatic Sea. for one thing.120 1-zz--1***-@""”'”*°— 0 b <. 6 a/b. where the small fish serve as prey for the big. . the populations of fruit pests and some types of bacteria.). Note that formula (33) describes. If we consider several coexisting species. then by setting up differential equations for each species we arrive at a system of equations %?—=f. x. Two cases are possible here: a/b > xo and a/b < xo. prey model. (1:.. i=1.40 Differential Equations in Applications cz J? ·5>.

(35) the term ——d. As a result. (34) dy -— as TH-. (34) for the big iish the term bxy reflects the dependence of the increase in the number of big fish on the number of small {ish. and the cycle is repeated. that is. This.z:y expresses the decrease in the number of small fish as a function of the number of big {ish. a situation will emerge in which there will not be enough food and the number of big Hsh will diminish. prey fish.-cx—dxy. The model constructed by Volterra has the form da: Y: —a:c—|—b:cy. Then the number of predator fish will grow as long as they have sufficient food. 1. and d are positive constants. b. 1:=ct. . ot=a/c. To make the study of these two equations more convenient we introduce dimensionless variables: db u(t)=-Fx. in turn. whose number we denote by y. v(·•:)=—&—y. starting from a certain moment the number of small {ish begins to increase. In Eq. Construction of Differential Models 41 Let ac be the number of big fish (predators) that feed on small fish (prey). while in Eq.Ch. ( ) where ez. Finally. assists a new growth in the number of the big species. c.

(36) with oc positive and the prime standing for differentiation with respect to 1. decreases. which is followed by a prolonged period of time 1: in the . as u approaches a value close to unity.42 Differential Equations in Applications As a result the differential equations (34) and (35) assume the form u. Let us assume that at time rc = to the number of individuals of both species is known. that is. Let us now assume that the initial values uo and vt. u (T0) = wo. (v — 1). v' : v (1 -. Then.u). Since un > 1 and vo < 1. We see that the (u.' : ow. Figure 7 depicts the dependence of u on v for different values of H. v)—plane contains only closed curves. where H is a constant determined by the initial conditions (37) and parameter oc. We get ow+u—-lnv°°u =ow0—i-un-—lnvg°u0 EH. are specified by point A on the trajectory that corresponds to the value H = H3. Let us establish the relationship between u and v. The same is true of variable v. the first equation in (36) shows that at first variable u. v (10) = va (37) Note that we are interested only in positive solutions. To this end we divide the first equation in system (36) by the second and integrate the resulting differential equation. v' vanishes.

8 course of which variable v increases. When v becomes equal to unity. 7 uv v 00 M do 0 z· Fig.Ch. H5 Hz ’ {D"' 1 I 01v Fig. Thus. 1. uf vanishes and variable u begins to increase. both u and v traverse a closed trajectory. The variable u does not achieve . Construction of Differential Models 43 u A . This means that the solutions are functions periodic in time.

1. the third group consists of individuals . that is. then the other two will also become extinct. The first include individuals that are susceptible to a certain disease but are healthy. Clearly. if this is the third population (the source of food). Suppose that a population consisting of N individuals is split into three groups. For example. A typical graph of u and v as functions of time is shown in Figure 8 (for the case where v0>1 and u0<1). that is. We denote the number of such idividuals in the population at time t by I (t).44 Differential Equations in Applications its maximum when v does. it can be demonstrated that one of them will become extinct.9 A Problem from the Mathematical Theory of Epidemics Let us consider a differential model encountered in the theory of epidemics. if two populations fight for the same source of food (the third population). The second group incorporates individuals that are infected. In conclusion we note that the study of communities that interact in a more complex manner provides results that are more interesting from the practical standpoint than those obtained above. they are ill and serve as a source of infection. We denote the number of such individuals at time t by S (t). Finally. oscillations in the populations occur in different phases.

(38) Let us also assume that when the number of infected individuals exceeds a certain fixed number I *. This means that we have allowed for the fact that the infected individuals have been isolated for a certain time interval (as a result of quarantine or because they have been far from individuals susceptible to the disease). they can infect the individuals susceptible to the disease. We denote the number of such individuals at time t by R (t). Construction of Differential Models 45 who are healthy and immune to the disease. therefore.Ch. 1. S (t) —l— I (t) —l— R (t) = N. %:l 0 `fI()·" * (39) I§I. Now. We. arrive at the following differential equation -—ocS if I t > I*. we suppose that when the number of infected individuals I (t) is greater than I *. the rate of change in the number of individuals susceptible to the disease is proportional to the number of such individuals. Thus. As for the rate of change in the number of infected individuals that eventually recover. these assumptions simplify matters and in a number of cases they reflect the real situation. since each individual susceptible to the disease eventually falls ill and be- . we assume that it is proportional to the number of infected individuals. Because of the first assumption. Clearly.

we must hx the initial conditions. Finally. hence. and that initially the number of infected individuals was I (0). on = B (the reader is advised to study the case where ot =. the rate of change of the number of recovering individuals is given by the equation dR/dt -·= BI. For the solutions of the respective equations to be unique. the rate of change in the number of infected individuals is the difference. For the sake of simplicity we assume that at time t = O no individuals in the population are immune to the disease.& B). Case 1. per unit time. R (O) = O. we find ourselves in a situation in which we must consider two cases. 40 dt --BI if 1(t) { 1*. between the newly infected individuals and those that are getting well. and. dj {ocS——B1 if 1(t) > 1*. Next we assume that the illness and recovery coefficients are equal. With the passage of time the individuals in the population will not become infected because in this case dS/dt = O. we have an equation valid for all values . Hence. that is.46 Differential Equations in Applications comes a source of infection. 1 (O)< 1*. in accordance with Eq. that is. (38) and the condition R (O) == O. Hence. ( ) We will call the proportionality factors ot and B the coefyicients of illness and recovery.

(40) then leads us to the following differential equation dI 7]-. The case considered here corresponds to the situation when a fairly large number of infected individuals are placed in quarantine. 1.——otI. hence. ----——--—--—————-———. Equation.Ch. R(t)=N—S(t)——I(t) = I (O) [1 — e‘°°*]. Construction of Differential Models 47 N .·S(é) If —-·-···········"‘""""" *‘"' "“""'/?(¢) IO5) 0 it Fig. This means that I (t) = I (0) e‘°°* and.--. 9 of tz S(t)==S(O)=N——I(0). Figure 9 provides diagrams that illustrate the changes with the passage of time in the .

(41) is given by the formula I (t) = Ce"°°* —l— cxS (0) te‘°°’. we get C = I (0) and. I (0) > I*. the set of all solutions to Eq. hence. This implies that for all t’s belonging to the interval [O. (41) by em.48 Differential Equations in Applications number of individuals in each of the three groups. (41) If we now multiply both sides of Eq.C and. therefore. Equation (39). since by its very meaning the function I = I (t) is continuous. T] the disease spreads to the individuals susceptible to it. we get the equation é. Hence. Case 2. (lem) = as (0). (42) Assuming that t = O. implies that S (t) = S (0)e‘°°' for OQ t < T. Eq. Ie°°’ = otS (0) t —i. (42) takes the form I (t) = [I (0) + 0tS (O) tl e'°". (43) with Og t < T. we arrive at the differential equation ij. therefore. Substituting this into Eq. In this case there must exist a time interval OQ t < T in which I (t) > I* for all values of t.--}-0tI =otS (O) e·°°’. . (40).

(43). I* = [I (O) -1. we arrive at the equation * = S (0) S (°°) I [I (O)—|-S(O) ln Sho) il Sw) . (44). for such individuals the following chain of equalities holds true: S (T) = S (oo) = S (0) e‘°°T. Hence. the aforesaid implies that at t= T its right-hand side assumes the value 1*. (44) But S (T) = 1imS (t) =S (oo) f->00 is the number of individuals that are susceptible to the disease and yet avoid falling ill.Ch. __ 1 S (0) Thus. (45) to predict the time when the epidemic will stop. Substituting T given by (45) into Eq. if we can point to a definite value of S (oo). that is. The answer to the first question is important because starting from T the individuals susceptible to the disease cease to become infected. If we turn to Eq.ocS (O) Tle‘°°T. we can use Eq. 4-0770 . 1. Construction of Differential Models 49 We devote our further investigations to the problem of finding the specific value of T and the moment of time tmax at which the number of infected individuals proves maximal.

x= S(0)¤X1>{—li -—-’ (0)/S (0>l} = S (tmax)• This relationship shows. that at time tmax the number of individuals susceptible to the disease coincides with the number of infected individuals..i’L.50 Differential Equations in Applications or . this equation yields ig-=(as (0) . (43).. (46) Since I * and all the terms on the right-hand side of (46) are known. we get Im. we turn to Eq..a1 (0) ». we can use this equation to determine S (oo). The moment in time at which I attains its maximal value is given by the following formula: . To answer the second question.azs (0) q e—<¤ :0.. (43). _i_ _ I (0) tmu “‘ ¤= li S0) If we now substitute this value into Eq. In accordance with the posed question. . = i& ifi S(0¤) $(0) +1H S(00) ’ which can be rewritten in the form 1* __ I (0) ——S(cO) —§—1nS(0o) --—————S(0) -}-1nS (0). for one.

1. the individuals susceptible to the disease cease to be infected and I (t) =I*e*°¤(*·T).Ch. 1. Figure 10 gives a rough sketch of the diagrams that reflect the changes with the passage of time of the number of individuals in each of the three groups considered. Qi .Z' T Z Fig.10 The Pursuit Curve Let us examine an example in which differential equations are used to choose a cor· rect strategy in pursuit problems. Construction of Differential Models 51 N ·······**""""*‘***“""' **** """"“""" ““’“‘’' " ''`"""'“`““`'' —R(t} [ __-ml _ mv. 10 But if t > T.— sm I 0 Ht) tH7U.

To solve the problem we first introduce polar coordinates.52 Differential Equat. r and 9. in such a manner that the pole O is located at the point at which the submarine was located when discovered and that the point at which the destroyer was located when the submarine was discovered lies on the polar axis r (Figure 11). We wish to {ind the trajectory (the pursuit curve) that the destroyer must follow to pass exactly over the submarine if the latter immediately dives after being detected and proceeds at top speed and in a straight line in an unknown direction.ions in Applications d8 »/I x fi \\ ¤ \\ \ x dr r if 0 Fig. Further reasoning is based on . The destroyer’s speed is twice the submarine’s speed. At a certain moment in time the fog lifts and the submarine is spotted floating on the surface three miles from the destroyer. 11 We assume that a destroyer is in pursuit of a submarine in a dense fog.

Then it must move about O in such a way that both moving objects remain at the same distance from point O all the time. . if the two still have not met.Ch. Let us decompose the destroyer’s velocity vector (of length 2v) into two components. the radial component U. we find that this distance is either one mile or three miles.. Obviously.2v or from the equation x _ 3-]-:: T `"` -5. the destroyer must take up a position in which it will be at the same distance from pole O as the submarine. distance x can be found either from the equation 27 _ 3--:1: 72-. Construction of Differential Models 53 the following considerations. Only in this case will the destroyer eventually pass over the submarine when circling pole O. 1. The aforesaid implies that the destroyer must first go straight to point O until it finds itself at the same distance x from O as the submarine. Solving these equations. v. First. the destroyer must circle pole O (clockwise or counterclockwise) and head away from the pole at a speed equal to that of the submarine. Now. and the tangential component vt (Figure 11).’ where v is the submarine’s speed a11d 20 the destr0yer’s speed.

we have vt:]/(2v)2-02:]/-3:0. that is. The latter component.54 Diflerential Equations in Applications The radial component is the speed at which the destroyer moves away from pole O. I. is equal to the product of the angular ve— locity dt)/dt and radius r. in turn. . r W .. the solution of the initial problem is reduced to the solution of a system of two differential equations. which. d0 "t=*a. dr/r = d9/ V3.. Solving the last differential equation.V 3 v. by excluding the variable t. Thus. we find that r=Ce°/Vg.. can be reduced to a single equation. as is known.· But since v. that is .v. dr d9 ·· -52. o . _· ’ while the tangential component is the linear speed at which the destroyer circles the pole. must be equal to v. with C an arbitrary constant.2.

It is the number of personnel that will play a decisive part in the construction of these models.. Thus.r = 1 at 0 = 0 and r = 3 at 9 =—:n. the destroyer must move two or six miles along a straight line toward the point where the submarine was discovered and then move in the spiral r = e9/VT or the spiral r = 3e(9+”)/V? 1. to specify the criteria that would allow taking into account. Suppose that two opposing forces. Later these models were generalized so as to describe battles involving regular troops or guerilla forces or the two simultaneously. not only the number of . Below we consider these three models. to fulfill its mission.11 Combat Models During the First World War the British engineer and mathematician Frederick W.Ch. nv and y. respectively. when comparing the opposing sides. Lanchester (1868-1946) constructed several mathematical models of air battles. practically speaking. 1. we conclude that in the first case ii C = 1 and in the second C = 3e”/V. Construction of Differential Models 55 If we now allow for the fact that destroyer beginsits motion about pole O starting from the polar axis r at a distance of sz: miles away fromO. thatis. are in combat. since it is difficult. We denote the number of personnel at time t measured in days starting from the first day of combat operations by sz: (t) and y (t).

but we can already point to a number of factors that enable describing the rate of change in the number of personnel on the two sides. more than that. Precisely. Of course. We also assume that x(t) and y(t) change continuously and.z: (t) and y (t) as functions of t. It is then clear that the total rate of change of x (t) is given by . these assumptions simplify the real situation because as (t) and y (t) are integers. level of military equipment. But at the same time it is clear that if the number of personnel on each side is great.56 Differential Equations in Applications personnel but also combat readiness. we denote by OLR the rate at which side x suffers losses from disease and other factors not related directly to combat operations. we may assume that during small time intervals the change in the number of personnel is also small (and does not constitute an integral number). an increase by one or two persons will have an infinitesimal effect from the practical standpoint if compared to the effect produced by the entire force. preparedness and experience of the officers. insufficient to specify concrete formulas for . of course. and a great many other factors. morale. Therefore. and by CLR the rate at which it suffers losses directly in combat operations involving side y. are differentiable as functions of time. The above reasoning is. Finally by RR we denote the rate at which reinforcements are supplied to side x.

A.S. . CLR. Drew. The article shows how the examples agree with the models considered.(OLR +01. and xo and yo are the personnel in :1: and y prior to combat. We use the following notation: a. We are now ready to set up the three combat models suggested by Lanchester. Coleman. P (t) and O (t) are terms that allow for the possibility of reinforcements being supplied to :2: and y in the course of one day.<l=é1£l = . g. 1.* The iirst refers to combat operations involving regular troops: rw: —a$ (t)""b!/ U) +P (t)» 9%-gl:-cx(:)-dy(¢)+Q(z). Braun. * Examples of combat operations are given in the article by C. C. 109-131). and RR and then examine the resulting differential equations.Ch. Coleman.S. (47) A similar equation holds true for y (t). c. The results should indicate the probable winner.12) + RR. and D. Construction of Differential Models 57 the equation . pp. and h are nonnegative constants characterizing the effect of various factors on personnel losses on both sides (x and y). The problem now is to {ind the appropriate formulas for the quantities OLR. eds. 1983. d. New York: Springer. M. "Combat models" (see Dijjercntial Equation Models. b.

specified by the equations d<r(¢> . the third model.··——··¢$(¢)—€¢¤(¢)y(¢)+P(¢)· di !jg%—=—dy(*)—h¢(¢)y(¢)+Q(¢) describes combat operations involving only guerilla forces.58 Differential Equations in Applications In what follows we call this system the Atype differential system (or simply the Atype system).. which we call the C-type system. The second model. has the form d ··%%Q= ··¤¤*¤ (t)-—. Each of these differential equations describes the rate of change in the number of personnel on the opposing sides as a function of various factors and has the form (47). q.€’¤¤(¢)y(¢)+P(¢)» d —%€L= -· cw (¢)—dy(¢> +Q (¢) and describes combat operations involving both regular troops and guerilla forces. We will call this system the B-type system. Finally. Losses in personnel that are not directly related to combat operations and are determined by the terms —a.2: (t) and —dy (t) make it possible to describe the constant fractional loss rates (in the absence of combat operations and reinforcements) .

The factor b characterizes the effectiveness of side y in combat. C == Txpx. second. In considering the A-type system. 1. while the presence of the terms —by (t). the equation 1 dx 2w··b shows that constant b measures the average effectiveness of each man on side y. first. One way is to write these coefficients in the form b == I'. we assume. Construction of Differential Models 59 via the equations 1 dx ___ — 1 Q_ _ YHT" a’ Y dz "' d' If the Lanchester models contain only terms corresponding to reinforcements and losses not associated with combat operations. there is no simple way in which we can calculate the effectiveness coefficients b and c. that only the personnel directly involved in combat come under fire. this means that there are no combat operations.Ch. Of course. Under such assumptions Lanchester introduced the term -——by (t) for the regular troops of side zz: to reflect combat losses. that each side is within the range of the fire weapons of the other and./py. —c. Thus. -gx (t) y (t).z: (t). and —-hx (t) y (t) means that combat operations take place. The same interpretation can be given to the term ——cx (t). (48) .

to the number y (t) of personnel of the opposing side. and py and px are the probabilities that each shot fired by sides y and x. Suppose that the guerilla forces amounting to x (t) personnel occupy a certain territory R and remain undetected by the opposing side. And although the latter controls this territory by firepower. whereas in the B-type system they are nonlinear.-y . on the one hand. on the other. it cannot know the effectiveness of its actions. proves accurate. according to which the probability of an accurate shot fired by side y is directly proportional to the so-called territorial effectiveness A. (t) y (t). respectively. lt is also highly probable that the losses suffered by the guerilla forces x are. Nevertheless.60 Differential Equations in Applications where ry and rx are the coefficients of firepower of sides y and x. more difficult to estimate than the coeffiient b in the first relationship in (48). Hence. We note further that the terms corresponding to combat losses in the A-type system are linear. the term corresponding to the losses suffered by the guerilla forces x has the form —ga. proportional to the number of personnel sc (t) on R and. in general. to find g we can use the firepower coefficient ry and also allow for the ideas expounded by Lanchester. where the coefficient reflecting the effectiveness of combat operations of side y is. The explanation lies in the following. respectively.

the mathematical model is reduced to the following differential system: dd éz-. Construction of Differential Models 61 of a single shot Bred by y and inversely proportional to the area Ax of the territory R occupied by side x. we arrive at the following relationship: b [y2 (t) -— y:] = c [x2 (t) — xg]. Here by ATU we denote the area occupied by a single guerilla frghter. neither side receives any reinforcement. é: -cx. (49) Below we discuss in greater detail each of the three differential models. h=rx—x-{Ji-. (50) Dividing the second equation by the first. (51) Integrating. we find that dy __ isi -5 -. (52) . with a high probability we can assume that the formulas for finding g and h are AA g=ry-f. Thus.Ch. Case A (differential systems of the A-type and the quadratic law). -by.by . If. 1. Let us assume that the regular troops of the two opposing sides are in combat in the simple situation in which the losses not associated directly with combat operations are nil. in addition.

the equation byz —. y > 0).cxz = K (53) obtained from Eq. (52) specifies a hyperbola (or a pair of straight lines if K = 0) and we can classify system (50) with great precision. 12 This relationship explains why system (50) corresponds to a model with a quadratic law.) A’>0. The arrows on the curves point in . Figure 12 depicts the hyperbolas for different values of K.62 Differential Equations in Applications ya. y wins K = 0) even Wl//b K < Q . If by K we denote the constant quantity by§ —— c:c§. for obvious reasons we consider only the first quadrant (:1: > 0.z* wins 0r {/-—/(/c $(5) Fig. We can call it a differential system with a hyperbolic law.

we proceed as follows. (53) the variable y can never vanish. we agree to say that side y (or ac) wins if it is the first to wipe out the other side x (or y).. while the variable sc vanishes at y (t) = l/K/b. 1. To answer the question of who wins in the constructed model (50). in accordance with the quadratic law. To derive formulas that would provide us with a time dependence.> > ry sa The left-hand side of (55) demonstrates that changes in the personnel ratio yo/xo give an advantage to one side. For example. we can rewrite (54) in the form yo 2 fx Px <. Note also that Eq.Ch. As a result we . it must strive for a situation in which K is positive. Construction of Differential Models 63 the direction in which the number of personnel changes with passage of time. (54) Using (48). byg > c:1:§. in our case the winner is side y if K > 0 since in accordance with Eq. for y to win a victory. For example. Thus.2:0 from one to two gives y a four—fold advantage. (53) denotes the relation between the personnel numbers of the opposing sides but does not depend explicitly on time. a change in the yo/. that is. We differentiate the first equation in (50) with respect to time and then use the second equation in this system.

(57) and (58) in .64 Differential Equations in Applications ·” . yo cos Bt — gg.9 % (U i. If for the initial conditions we take dx $(0)=%» ·g. (56) can be obtained in the form sc (t) = :1:0 cos [St — yyo sin Bt. 13 arrive at the following differential equation: dh: EF ‘·" bC. T Fig. M2 •-•-—·-1--·-•-•—-Zv-•· *¤¤I1¥l¤Q 0(. (57) where B = VE and Y = In a similar manner we can show that y (t) L-.sin Bt.’IZ T-"‘ O. (58) Figure 13 depicts the graphs of the functions specihed by Eqs.L=0= —b1/0. then the solution to Eq.

we get the equation i!!. by§ > cxg.£ dx -_ g ’ which after being integrated yields g ly (¢) —. Construction of Differential Models 65 the case where K >O (i.ytl = h lx (¢) —. Under these limitations the B—type differential system assumes the form dd f-: ——g¤¤y. Case B (difierential systems of t.e. The only requirement is that vyo be greater than xo.. (61) 5—0770 .(60) This linear relationship explains why the nonlinear system (59) corresponds to a model with a linear law for conducting combat operations. if we exclude the possibility of losses not associated with combat and if neither side receives reinforcements.. -5%: —h¤¤y.(59) Dividing the second equation in (59) by the first. as in the previous case.he B-type and the linear law). The dynamical equations that model combat operations between two opposing sides can easily be solved._ _ We note in conclusion that for side y to win a victory it is not necessary that yu be greater than xo. 1.Ch. Equation (60) can be rewritten in the form gy — hx = L. or YU 0 > xo).wo].

We assume that this is side y.z* wirzs 0. Figure 14 provides a geometrical interpretation of the linear law (61) for different values of L. side y wins as a result of combat operations.yAy ' ( ) . 14 with L = gy. EUC/Z 4/y L·<Q.. that if L is positive. we see that side y wins if _§/L "xArxAx xo > ryA. gyo — hxo must be positive. This implies.//7 mw) Fig.90} DQ _ywz'ns l=0. or Ll $0 > 8 ° If we now turn to (49). ·. . as we already know. while if L is negative.) -— hay.66 Differential Equations in Applications . side sc wins. Let us now study in greater detail the situation where one of the sides wins. Then.. for one.

In the C-model the guerilla forces face regular troops. we arrive at the differential equation 12 -. the strategy of y is to make the ratio yo/xo as large as possible and the ratio Ax/A y as small as possible. We note. 1.Ch. In this case we have the following system of differential equations: where :2: (t) is the number of personnel in the guerilla forces. finally. From the practical standpoint it is more convenient to write inequality (62) in the form Ay!/0 ’°xArx Axxo > "yAry • We see that in a certain sense the products A yyo and Axxo constitute critical values. and y (t) the number of personnel in the regular troops. Dividing the second equation in (63) by the first.. that by combining (61) and (59) we can easily derive formulas that give the time dependence of changes in the personnel numbers of both sides. Construction of Differential Models 67 Thus. Case C (differential systems of the C—type and the parabolic law). We introduce the simplifying assumptions that neither is supplied with reinforcements and that the losses associated directly with combat operations are nil. dx " gy ' 5* .

z· wins ·M/20 . Basing our reasoning on the parabolic law for conducting combat operations and assuming M positive. we conclude that the victory of regular .2c. they are defeated if M is positive. the system of differential equations (63) corresponds to a model with a parabolic law for conducting combat operations. 15 Integrating with the appropriate limits yields the following relationship: gyz (t) =. (64) where M : gy§ -—. Thus.= 20:1: (t) -§—M.z’(t') Fig. The guerilla forces win if M is negative. /*/<Q . Experience shows that regular troops can defeat guerilla forces only if the ratio yo/:::0 considerably exceeds unity.68 Differential Equations in Applications _y(£) /V/>Q ywi/ZS /‘/=Q eve/z 1//Qi.zv0. (64) for different values of lll. Figure 15 depicts the parabolas defined via Eq.

Iilthe load is. Construction of Differential Models 69 troops is guaranteed if (yo/x0)2 is greater than (2c/g) . 16 . let us consder an idealized model of a pendulum clock consisting of a rod of length Z and a load of mass m attached to the lower end of the rod (the rod’s mass is assumed so small that it can be ignored in comparison to m) (Figure 16).. If we allow for (48) and (49)._ 1.1:. 1.*.12 Why Are Pendulum Clocks Inaccurate? To answer this question..def1eoted by an angle ot 7 { `X CX\\E v \\ I 8 \\\ l x> |/ t r' nz L·=—-rz Fig.Ch. we can rewrite this condition in the form y 2 T A p_” 1 > 2 i ·y‘t .

we have _o J. LS .. and g is the acceleration of gravity. (65) where v is the speed at which the load moves. we have v = ds/dt == l(d9/dt) and (65) leads us to tl1e following differential equation: -g. This is the .. (66) in the form ` dt: —· I ... in accordance with energy conservation we obtain il§°i=mg(lcos9—lcosu)..(-‘§)2=g(e0Se—¤0Sa). 1/ 23 ]/cos6—-—cosot If we denote the period of the pendulum by T. Since s == l9.70 Differential Equations in Applications and then released.19. we can rewrite Eq_. (ee) If we now allow for the fact that -6 decreases with the passage of time t (for small fs). 4 1/ 29 ]/cost)-cosoc ’ (I or T Q d6 I/28 0 ]/cosB·—cosoz ( ) The last formula shows that the period of the pendulum depends on ot...

-d6=kcosq>dcp. practically speaking. This implies that when 6 increases from O to ct.. since cos9=l—2sin2g— . Construction of Differential Models 71 main reason why pendulum clocks are inaccurate since. 1.. 8 _ on _ 6 0 I/-sin? -2——s1n2 -5"' °° d9 0 I/k2—si112 -5 with k = sin (cx/2)... Indeed. we have ___ G T... the variable cp grows from O to rt/2. every time that the load is deflected to the extreme position the deflection angle differs from cx.. with goes-.. Now instead of variable 9 we introduce a new variable cp via the formula sin (6/2) = lc sin cp. We note that formula (67) can be written in a simpler form.@.Ch..... or 2 I/k’——sin’ 2k cos cp dcp 2 COS? }/1-k’ s1n°q> ...._..2 I/L S . cosoc:-1-—-2 sin2E°2— .

k= which can be obtained from Eq.. differing from the elliptic integral of the second kind wb E'(k. where the function w dw F k..... all further discussion of the pendulum prob— lem will be related to an approach considered when conservative systems are studied in mechanics. T"4l‘ g § ]/1—k2sin”q> :. (60) by differentiating with respect to t..4 1/.é.. 0 Elliptic integrals cannot be expressed in terms of elementary functions. ip)-: S l/1——k2sin2q> dqn._‘L.F(k.72 Differential Equations in Applications The last relationship enables us to rewrite formula (68) in the form [Ta/2 d . Here we only note that the starting point in our studies will be the differential equation -gag--f-kSiH9=O. ___ . . it/2)... = S ————————-——— ( 0 1/1—k2 sinzcp is known as the elliptic integral of the first kind. Therefore.

CP = r. .13 The Cycloidal Clock We have established that clocks with ordinary (circular) pendulums are inaccurate. 1. Suppose that the x axis is the straight line along which the generating circle rolls and that the radius of this circle is r (Figure 17). y-=MS=CP——CN. Then. which Galileo Galilei called the cycloid (from the Greek word for "circular"). But OP =MP ==r9. SP =MN=rsin9. Below we give its solution. the point occupies position M. Is there any pendulum whose period is independent of the swing? This problem was first formulated and solved as early as the 17th century.Ch. Construction of Differential Models 73 1. CN = rcostl. but first let us turn to the derivation of the equation of a remarkable curve. Let us also assume that initially the point that traces the cycloid is at the origin and that after the circle turns through an angle 6. This is a plane curve generated by a point on the circumference of a circle (called the generating circle) as it rolls along a straight line without slippage. on the basis of geometrical reasoning we obtain x = OS ·-= OP -— SP.

The very method of constructing a cycloid implies that the cycloid consists of congruent arcs each of which corresponds to a full revolution of the generating circle.-i)— l/2ry-—y2.* * The reader may find many interesting facts about the cycloid and related curves in G.z· _ 3 P ZJz'r· ` _ Fig.74 Differential Equations in Applications . parametrically the cycloid is spec_ified by the following equations: x=r(9-—sin9). 1980) (in Russian).N.9 ML1 0 A . (69) If we exclude parameter 9 from these equations. we arrive at the following equation of a cycloid in a rectangular Cartesian coordinate system Oxy: 33 =. y=r(1—cos6). .—rcos·1(-K. 17 Hence. Berman’s book The Cycloid (Moscow: Nauka.

epara_te arcs are linked at points where they have a common vertical tangent. which have proved to be extremely important for physics and engineering. The cycloid has many other interesting properties. correspond to the lowest possible positions occupied by the point on the generating circle that describes the cycloid. These points. and the segment of that straight line between successive cusps is known as the base of an arc of the cycloid. 1. For example. Construction of Differential Models 75 The ‘s. The cycloid possesses the following properties: (a) the area bounded by an are of a cycloid and the respective base is thrice the area of the generating circle (Galileo’s theorem). the proiile of pinion teeth . The highest possible positions occupied by the same point lie exactly in the middle of each are and are known as the vertices. The last result is quite unexpected. The distance along the straight line between successive cusps is 2:nr. whose calculation is not very simple. while the length of an arc of a cycloid is expressed as an integral multiple of the radius (or diameter) of the generating circle. since to calculate the length of such a simple curve as the circumference of a circle it is necessary to introduce the irrational number at. known as cusps.Ch. (b) the length of one cycloid arc is four times the length of the diameter of the generating circle (Wren’s theorem).

astronomer. and mathematician Christian Huygens (1629-1695) to build an accurate clock in 1673. We take a small metal ball and send it rolling down the slope. Ignoring friction. Let us assume that a trough in the form of a cycloid is cut out of a piece of wood as shown in Figure 18. From the practical standpoint the problem can be solved in the following manner. 18 and of many typos of eccentrics. the particle is at rest). Let us now turn to the problem that enabled the Dutch physical scientist. at time t = to.76 Differential Equations in Applications :4 /1 ¥“ m léei V Fig. Huy— gens found that the cycloid possesses such an isochronous (from the Greek words for "equal" and "time") or tautochronous property (from tautos for "identical"). and other mecha11ical parts of devices have the shape of a cycloid. let us try to determine . cams. The problem consists of building in the vertical plane a curve for which the time of descent of a heavy particle sliding without friction to a fixed horizontal line is the same wherever the particle starts on the curve (it is assumed that initially.

Ch. When the ball reaches a pointN (9).e. In our case the last formula assumes the form v. which in view of Eq. (69) can be found in the following manner: h=y—y0=r(1——cos6) —— r (1 — cos 60) = r (cos 90 —— cos 9).-: l/2gr (cos 90. we can rewrite this formula (which is actually a differential equation) in the form dT :2 2r sin (9/2) df} ]/2gr (cos 90 — cos 6) · . K. we arrive at the formula Tg-: V 2gr (cos 90 ——cos 6) Since for a cycloid ds = 2r sin (9/2) dB. i. point M. starting from point M. Let :1:0 and y0 be the coordinates of the initial position of the ball. and 90 the corresponding value of parameter 9. the distance of descent along the vertical will be h. 1. We know that the speed of a falling object is given by the formula U= l/EEE. Construction of Differential Models 77 the time it takes the ball to reach the lowest possible point. say. where g is the acceleration of gravity. since speed is the derivative of distance s with respect to time T.cos 9) On the other hand.

This constitutes the motion of a cycloidal pendulum . Obviously.. the time interval T in the course of which the ball rolls down from point M to point K is given by the formula T = TL which shows that period T is independent of 9. the period does not depend on the initial position of the ball. we obtain JT T__ S 2r sin (B/2) dB U `|/2gr(cos00-—cos0) ___ TIS ___2l/LS dc0s(9/2) g 0 ‘. two balls that begin their motion simultaneously from points M and N will roll down and find themselves at point K at the same moment of time. Proceeding then in the opposite direction and traversing its path.. in its motion down the slope the ball passes point K and. the ball completes a full cycle.78 Diiierential Equations in Applications Integrating this equation within appropriate limits. Since we agreed to ignore friction. continues its motion up the slope to point M1 lying at the same level as point M.·/ cos? -%°——-cos2g— == JT Thus. M. that is. by inertia.

ruction of Differential Models 79 \ \\ \ \ ~` \\ \\ ` \\\` ///)” Fig. which sets it apart from the simple (circular) pendulum. 1. Const. If the ball on the string is deflected to an arbitrary point M. 19 with a period of oscillations T0 = lm Vr/g. (70) A peculiar feature of the cycloidal pendulum. The length of the string must be twice the diameter of the generating circle of the cycloid. is that its period does not depend on the amplitude (or swing). it begins to swing back g and forth with a period that is independ- . To this end it is sufficient to make a template (say. Let us now show how an ordinary circular pendulum can be made to move in a tautochronous manner without resorting to trough and similar devices with considerable friction. out of wood) consisting of two semiarcs of a cycloid witha common cusp (Figure 19). The template is fixed in the vertical plane and a string with a ball is suspended from the cusp O.Cli.

Hence. Even if due to friction a11d air drag the amplitude of the \§_ oscillations diminu ishes. . the period of small oscillations of a circular pendulum with a string length Z: 4r is practically the same as that of a cycloidal pendulum of the same length.which moves along an arc of a cirFig· 20 cumference. lf these oscillations are very small.80 Differential Equations in Applications y ent of the position of point M. C if. By way of an example let us study the small oscillations that a pendulum executes along the arc AB of a cycloid (Figure 20). The path AB of a cycloidal pendulum will differ little from the path CE of a circular pendulum with a string length equal to [ir. the period '° remains unchanA ged. when the arc differs little from the arc of a cycloid. the effect of the guiding template is practically nil and the pendulum oscillates almost like an ordinary circular pendulum with a string (the "rod") whose length is 4r. For a circuB lar pendulum.the isochronous property is satisfied approximately only for small amplitudes.

Ch. the period of small oscillations of a circular pendulum can be expressed in terms of the length of the string: T = 2% l/{E This formula is derived (in a different way) in high school physics.14 The Brachistochrone Problem The problem concerning the brachistochrone (from the Greek words for "shortest" and "time"). if in (70) we put r == Z/4. In conclusion we note that the cycloid is the only curve for which a particle moving along it performs isochronous oscillations. a curve of fastest descent. . 1. 1. Among the various curves passing through these two points we must {ind A Fig. Construction of Differential Models 81 Now. Take two points A and B lying in a vertical plane but not on a single vertical line (Figure 21). 21 6-0170 . was proposed by the Swiss mathematician John Bernoulli (1667-1748) in 1696 as a challenge to mathematicians and consists of the following.

82 Differential Equations in Applications A U. von Leibniz (1646-1716). Let us turn to Figure 22. The problem is famous not only from the general scientific viewpoint but also for being the source of ideas in a completely new field of mathematics. and Jakob Bernoulli (1654-1705).z’ I ’O | I 1 ar 1 i1Z I%: {n C1 5 Fig. in which a ray of light is depicted as propagating from point A to point P with . It was solved by John Bernoulli himself and also by Gottfried W. the calculus of variations. Sir Isaac Newton (1642-1727).2* n c-. The problem was tackled by the best mathematicians. 22 the one for which the time required for a particle to fall from point A to point B along the curve under the force of gravity is minimal. al OQ | . Solution of the brachistochrone problem can be linked with that of another problem originating in optics. Guillaume L’Hospital (16611704).

where generally 60 . with a constant.c-x)¤ l 12 If we assume that the ray of light propagates from pointA to point B along this path in the shortest possible time T.Ch. obviously. But then I __ C--. 1.r]/z»¤+. which initially was discovered in experiments in the form sin oil/sin oiz = a. The importance of this principle lies not only in the fact that it can be taken as a rational basis for deriving Snell’s law but also. or the principle of least time. in that it can be applied to finding the path of a ray of light in a medium of variable density. Construction of Differential Models 83 a velocity U1 and then from point P to point B in a denser medium with a lower velocity v2.23 vi VPKF? vi 7 or sincil __ sinoiz —Z""—?5I" The last formula expresses Snell’s wellknown law of refraction. the derivative dT/dx must vanish. be found from the following formula: T: 1/a¤v+x¤ _. for one. The total time Trequired for the ray to propagate from point A to point B can. The above assumption that light chooses a path from A to B that would take the shortest possible time to travel is known as Fermat’s principle.

but it decreases when we pass from an up— per layer to a lower layer. OE"` `````' " .05 _____ v4 I 1% Fig. .84 Differential Equations in Applications Z4 lil ``—``—"``` " vg O.2. ...1. The incident ray is refracted more and more strongly as it passes from layer to layer and moves closer and closer to the vertical line.. the velocity of light changes (decreases) continuously and we conclude .... .2.. . In each layer the speed of light is constant... For the sake of an example let us consider Figure 23.1. Applying Snell’s law to the interfaces between the layers. we get sin cz.. 23 the light travels not along straight—line segments.... which depicts a ray of light propagating through a layered medium..1 _ sinotz __ sin ons _ sin oa. Then.__ ____ v GT . U1 _ V2 _ va _ V4 · Now let us assume that the layer thicknesses decrease without limit while the number of layers increases without limit... in the limit.. .....

as fol- .. -. As the ray travels through Eartl1’s atmosphere of increasing density.. Let us go back to the brachistochrono problem... We imagine that a ball (like a ray of light propagating in media) is capable of choosing the path of descent from point/1 to pointB with the shortest possible time of descent..-.. 24 (soe Figure 24) that @2:% (7. its velocity decreases and the ray bends. Then. i\ |x \ Fig.) U with a = const. A similar situation is observed (with certain reservations) when a ray of Sun light falls on Earth. We introduce a system of coordinates in the vertical plane in the way shown in Figure 25. Construction of Differential Models 85 \I \ OC ~/1 ".-. 1.Ch.

On the other hand. 25 lows from the above reasoning. This means that v= l/2gy...COSB Z SGGB 1/1+ta¤¤|$ . geometric construction enables us to show that SlHG..__L___ 1/4+<y*>2 ° Combining the last two relationships with (71) yields E/[1 +(y')21== C· (72) . The energy conservation principle implies that the speed gained by the ball at a given level depends only on the loss of potential energy as the ball reaches the level and not on the shape of the trajectory followed. formula (71) is valid.86 Differential Equations in Applications A Iw n 1 I {H xI \n n I Ot \\\ I\B Fig.

y=-Csin2cp=-g—(1—cos 2q>).tancpdy=2Csin2cpdcp = C (1 —— cos 2cp) dep. in view of the initial conditions.. sz == —g (2cp—— sin 2q>). Assuming that C/2 = r and 2rp = 9.. where. since y' = dy/dx. ( C__y ) -tan cp. Integration of the last equation yields sc == —g-(2cp—sin 2<p)—l—C... we arrive at the standard parametric equations .(————C__y ) dy. dx:-. Then y=. Indeed. i. by dividing the variables in Eq. dy=2C sinqpcoscpdcp. We introduce a new variable cp via the following relationship: y */2. We wish to demonstrate that only a cycloid can represent a brachistochrone. (72) we arrive at the equation —_ y l/2 dx . Construction of Differential Models 87 This constitutes the brachistochrone equation.Ch. Thus. :c=y=0 at cp:-0 and C1:-O.-Csinz cp.

0). An elegant solution of this problem amounting to setting up a second-order linear differential equation is given below. > 77. as can easily be demonstrated. and nl. We wish to know the difference of the limits of these two sequences. Out of ml. Vm0n0• Treating ml and nl in the same manner as ml. It be- . Let ml. and nl. and nl. we construct two new numbers ml and nl that are. a remarkable curve: it is not only isochronous——it is brachistochronous. are convergent. which. and nl. we arrive at two sequences of real numbers. 1. we put mz :2%. Continuing this process indefinitely. indeed. ln other words.15 The Arithmetic Mean. . and the Associated Differential Equation Let us consider the following curious problem first suggested by the famous German mathematician Carl F. {mh} and {nh} (lc = O. 1..88 Differential Equations in Applications of the cycloid (69). Gauss (1777-1855). respectively. be two arbitrary positive numbers (ml. the Geometric Mean. ni.). nz: l/mlnl. the arithmetic mean and the geometric mean of ml. 2. The cycloid is.. we put mii .

and nl. It obviously depends on ml. 721. Let a be the sought difference. Eq. a fact expressed analytically as follows: cz =f (ml. introduced above.1-}-. Now. including a. xl = ni/my ·» U Z 1/lc (L no/m0)» yl = 1/f (1. by the same number k. nl. nl. each of the numbers ml. This means that a is a first—order homogeneous function in ml. (73) leads to the following relationship: dy __ ___ 2 2 dyl dxl §:-_` (1—l—:c)2 yl-l. will be multiplied by k. nl). and nl.Ch.2: dxl dw ' . The definition of a also implies that a =f(ml. Construction of Differential Models 89 longs to the German mathematician Carl W.. if we multiply ml. and..r——x3) ' On the other hand. and nl.y1"`"£"""-`—-`—. ml.1_l_x · (73) Since xl is related to sc via the equation __ 2 i/5 $1* "W? i we find that dm _ 1—¤= __<¤¤r—=¤¥>(1+¢¤)” dn: _` (1+x)2l/Q _ 2(. a 2 mo}: (is no/mo) : m1]((1¤ nl/m1)' Introducing tlie notation x = nl.. hence.).where f is a function. Borchardt (1817-1880). we find that __ m __ 2yl y-. 1. nl/ml)./ml.

:1 ' By elementary transformation this equation can be reduced to d dy x[<x·x3>aal—¤*y _ i—x _d_ ___ _3 dy. we {ind that d [<¤—r>%] dx [ x(a:—1) ] _2 d 1+x +2** ($*1) dl/1 d·‘¤1 *“ yi dx 1+x dxl dx d +<xi—~¤i>—$ ddd dx].r·y1 d +<4+x><=»l—¤¤$>§. we {ind that dy_2:v(x—i) <¤¤-x°> zs··wr. . then xl will become xg. Difierentiating both sides of this equation with respect to x.§. If we then replace xl with xg. (1:. _ _“(1+x) {dx1[(xi 11) dxl] xiyi} • If we now replace x with xl.90 Differential Equations in Applications Replacing dxl/dx with its value given by the previous relationship and factoring out (x — x3).

.752) —%‘Q.... etc. hence.2:3) -3.. mi)-=y —-—---’ ‘”.Ch.. we find that only y E O is such a solution. since y must be the constant solution to Eq..1: 1——x2 <1+¤=>1/5Z<<¤+¤·=i> V?{(i+¢2> Vi? 1-:1:.·· "··’ .§. g. Construction of Differential Models 91 we find that :::2 is transformed into x3.—xy=O.. The differential equation (74) is remarkable not only because it enabled reducing . assuming that d dy . the difference of the limits of the sequences {mn} and {nk} is zero. Thus. 0 we can easily find the value of this number.]—<¤y-a* (y>» we arrive at the following formula: as. (74) If we note that 2 ¤=r<m. (y): 1--as 1--..x. * >< >< —————-—. a y ). ¢* (y) = 0This means that y satisfies the differential equation (:1: —-— . we find that 1 —. tends to zero and. 1. (74). Hence. <1+xn>1/xi (” If we now send rz to infinity. Indeed.—[(¤¤—-wa) .

..92 Differential Equations in Applications the initial problem to an obvious one but also because it is linked directly to the solution of the problem of calculating the period of small oscillations of a circular pendulum.><(2f1)“ k2n)’ 1].><(2n—1)2 n y-1+21 22><4”><62>< X(2”)2 Z2 7].:*.:*. then sr/2 S ·········—————“”`° 0 1/1-kzsinzqn __:m ·’ OO i2><32><5”><. where _ OO 12><32><52><.. is a solution to the differential equation (74). at/2). the period of small oscillations of a circular pendulum can be found from the formula T = 4]/UQF (lc. ( n/) 0 l/1—k2sin2cp It has been found that if 0 { lc < 1. As demonstrated earlier. with arr/2 d F ky 2 —-T S ...><(2n—1)2 ——?l1—l-E1 2°X42><6°X . ..

in accordance with Newton’s second law.*5* (75) y __. Hence.7..-:0. We wish to derive the equation of the object’s motion that ignores forces of friction (air drag). Let us select the coordinate axes as shown in Figure 26.16 On the Flight of an Object Thrown at an Angle to the Horizon Suppose that an object is thrown at an angle cx to the horizon with an initial velocity vo. 26 . Fig. Factoring out m yields daz ___ day _ w—O· W.Ch. m%:——mg.·:=. Construction of Differential Models 93 1. At an arbitrary point of the trajectory only the force of gravity P equal to mg. acts on the object.? 0 A . we can write the differential equations of the motion of the object as projected on the :4: and y axes as follows: d2 d2 mq. 1. with m the mass of the object and g the acceleration of gravity.“Et=" m v va tm..

we find that the equations of the object’s motion are sc = (vo cos ot) 23. and the shape of the trajectory. The second problem can be solved by calculating the value of x at a value of t equal to the time of flight. For example. the maximum height that the object reaches in its flight. we can find the time of the object’s flight up to the moment when the object hits Earth.CC=O. The first equa- . y=—-0.94 Differential Equations in Applications The initial conditions imposed on the object’s motion are . that is. (77). (75) and allowing for the initial conditions (76). The second equation in (77) implies that this happens when t[v0 since--€§]=O. The second value provides the solution.:·-UOCOSOC. at t-—=O. The first problem can be solved by finding the value of time t at which y = 0. the range of the flight. Integrating Eqs. t Tgzvosinoz. (77) A number of conclusions concerning the character of the object’s motion can be drawn from Eqs. y = (vo sin cx) t — gtz/2. ·—?. either t = O or t = (2120 sin oc)/g.

for one thing. which in rectangular Cartesian coordinates can be written as follows: y= x tan oc. Substituting this value of t into the second equation in (77). we find that the maximum height reached by the object is v§ sinz on/2g. we arrive at the equation -—gt + vo sin oc =O.gi? seczct. which yields t = (vo sin ot)/y. . Noting that fg-: —·gt—|—v0 sin oc. The solution to the fourth problem has already been found. 1. The solution to the third problem can be obtained immediately by formulating the maximum condition for y. 8* ___ E ° This implies.. Construction of Differential Models 95 tion in (77) implies that the range of the flight is given by the formula (vo cos ct) (2v. the trajectory is represented by a parabola since Eqs. Namely. But this means that at the point where y is maximal the derivative dy/dt vanishes. or ot = !i5° In this case the range is vg/g. that the range is greatest when 2ot == 90°. (77) represent parametrically a parabola. sin oc) _ 1:% sin 20:.Ch.

2* Fig. with O<ot<1 and g the acceleration of gravity. although it is associated (consciously or subconsciously) with the “floating" of astronauts in the cabin of a spacecraft. Let us determine the pressure that the person exerts on the cabin’s floor and the acceleration that the elevator must undergo so that this pressure will vanish.17 Weightlessness The state of weightlessness (zero g) can be achieved in various ways.96 Differential Equations in Applications 1. Suppose that a person of weight P is standing in an elevator that is moving downward with an acceleration co = osg. Let us consider the following problem. Two forces act on the person in the elevator (Figure 27): the force of gravity P and the force Q that the floor exerts on the perQ P . 27 .

we conclude that Q < P. The differential equation of the person’s motion can be written in the form dzx mq?--P—Q. (78) Since d20:/dtz =-— to = ug and m = P/g. For this it is sufficient to put Q = O in (79). O < oc < 1. Thus. the pressure that the person exerts on the floor of the cabin is determined by the force Q = P (1 -{— ot). On the other hand.Ch. the pressure that the person exerts on the floor is nil. for Q to vanish the acceleration of the elevator must be equal to the acceleration of gravity. that is. when the cabin is falling freely with an acceleration equal to g. the pressure that the person exerts on the floor of the cabin of an elevator moving downward is determined by the force Q = P (l — OL). we can rewrite Eq. (78) as follows: d2 Q:. lt is this state that is called weightless7-0770 . Thus.-P—mTi£-:P(1—ot). We conclude that in this case ot = 1. when the elevator is moving upward with an acceleration to = osg. Let us now establish at what acceleration the pressure vanishes. 1. (79) Since 0 < ot < 1. Construction of Differential Models 97 son (equal numerically to the force of pressure of the person on the floor).

Of course. The previous problem implies that in the state of weightlessness the pressure on the walls of the spacecraft is zero. weightlessness is experienced not only during a free fall in an elevator. h=l . and h is the altitude at which the spacecraft travels (reckoned from Earth’s surface). Let us now turn our attention to Figure 28. What must be the speed of a spacecraft moving around the Earth as an artificial satellite for a person inside it to be in the state of weightlessness? One assumption in this problem is that the spacecraft follows a circular orbit of radius r + h. The as axis is directed along the principal normal rz to the circular trajectory of the spacecraft. Q == O. where r is Earth’s radius. In the state of weightlessness all points of an object experience the same acceleration. We use the differential equation of the motion of a particle as projected on the principal normal: TL mvz T: E Frm. too.98 Differential Equations in Applications ness. For illustration let us consider the following problem. so that the force Q acting on an object inside the spacecraft is zero. Hence. In it the various parts of a person’s body exert no pressure on each other. so that the person experiences extraordinary sensations.

@‘·F : mrmn or the equation dzx __ v2 dig — r-|—h Substituting this value of dzx/dig into Eq. E FM =-F. (80) .1: T. Construction of Differential Models 99 Q ’” ( F —¤ H$ K . where p :r—\—h. (78). 28 Tl. we find that mv? —7_§-{-:1)-—Q.Ch.:1 directed along the principal normal to the trajectory. 1. We get mv? dz. and F is 1.2: Fig.

any two objects separated by a distance r and having masses rn and M are at- . we find that the required speed is given by the formula -. km F " (r+h)2 ’ where m is the mass of the spacecraft. in accordance with Newton’s law of gravitation. The above formula then yields lc = gr? Hence. that is. p Z F: Jeri.· 8 U "‘ " l/ r+h 1. where h = 0. and constant lc can be determined from the following considerations. which. At Earth’s surface.100 Differential Equations in Applications Here force P is equal to the force F of attraction to Earth. is inversely proportional to the square of the distance r -\~h from the center of Earth. the force of gravity F is equal to mg. lf we now substitute the obtained value of P into (80) and note that Q = 0.18 Kepler’s Laws of Planetary Motion In accordance with Newton’s law of gravitation. (r+h>” ’ where g is the acceleration of gravity at Earth’s surface.

The effect of other planets on this motion will be ignored. 1. let us describe the motion ofthe planets in the solar system assuming that m is the mass of a planet orbiting the Sun and M is the Sun’s mass.Ch. 29 tracted with a force GmM F :71 (81) where G is the gravitational constant. Let the Sun be at the origin of the coordinate system depicted in Figure 29 and the planet be at time t at a point with running coordinates x and y. Basing ourselves on this law.2* P ar Fig. Construction of Differential Models 101 y \\V /*005 gv m I\_ F ___ FSL/7§0 // I w' / ry /I M/I 7 0 . The attractive force F acting on the planet can be decomposed into two components: one parallel to the :1: axis and equal to F cos cp and the other parallel to the y axis and equal to .

(84) under the initial conditions (85).g)=v0a‘tt=O.102 Differential Equations in Applications F sin rp. (82) and (83) as follows: •• k •• k x Z — “°.•• i x-_ — (x2_|_y2)3/2 9 y __' l-— (x2_*_y2)3/2 ° (84) Without loss of generality we can assume that x:a.2:/r. we arrive at the following equations: most: —-Fcos cp = —£?¥cos cp. Finally. we can rewrite Eqs. we arrive at the differential equations •• T. (85) We see that the problem has been reduced to the study of Eq.y=—-O. (82) my: —Fsinq>:—§I}%sin cp. The special features of Eqs. allowing for the fact that r = l/x2 -I— y2. (84) suggest that the most convenient coordinate system here is the one using polar coordinates: x = r cos cp and .x•=O. (83) Bearing in mind that sin cp = y/r and cos cp = . Using formula (81) and Newton’s second law.` ¤ U Z _ jig/“ » where constant It is equal to GM.E..

1. [. Hence. we can rewrite the differential equations (84) in the form (or.-..(Zrco-I. dz. (87) by cos cp. — (r oos cp) qlz. both sides of Eq.rep?) cos cp -— (Zrrp + sin cp = <87> (•7:—rcl>2) sin cp -|. Construction of Diiierential Models 103 y = r sin q>..cos rp Z . and . Q.. (88) Multiplying both sides of Eq.=•I:SlI1 cp —|— 2 cos cp) + (r cos cp) — (r sin cp) qaz. (l’•—— Tq32)SlI1 (P + + COS (P. QJ: rooos cp .2 ($— sm tp) gb (se) — (r sin cp) ·q. Q: rsincp + (rcoscp)q>.Ch. (88) by sin ep.: —— rlpz) eos qu —— (2rtp —{— sin cp. Using the last two relationships. Then dzzrooscp — (rsinrp) tp.

we have reduced the problem of studying Eqs. We also note that Eq. (87) by sin cp. in polar coordinates they assume the form (91) Thus. <93> where C1 is a constant possessing an interesting geometric interpretation. we arrive at the equation 2rqi + riii Z 0. Precisely. and subtracting the second product from the first. (89) Multiplying both sides of Eq. (90) can be rewritten in the form d• -H-— (rzqn) = 0. (89) and (90) under the initial conditions (91). (88) by cos cp. (84) under the initial conditions (85) to that of studying Eqs. (92) yields rah . we find that ro. (92) But Eq. Let S be the area of the sector limited by the segments OP and OQ and the .. (eo) As for the initial conditions (85). both sides of Eq.rqlz = -k/rz.C. suppose that an object moves from point P to point Q along the arc PQ (Figure 30).104 Differential Equations in Applications adding the products.

Hence.2 Fig. we conclude that the areal velocity is a constant. dS _1 2 dcp _ 1 2’ 7F* 2 " at —?r "’• (94) The derivative dS/dt constitutes what is known as the areal velocity. 0 or dS = (1/2) rz dcp. 30 arc From the calculus course we know tl1at cp S--—i— rzd . too. This law of areas constitutes one of the three Kepler laws. and since in view of (93) rzqn is a constant. 1. in turn. In full it can be formulated as follows: each planet moves along a plane curve around the Sun in such a manner that the radius vector connecting .Ch.. means that the object moves in such a manner that the radius vector describes equal areas in equal time intervals. But this.. 2 (P. Construction of Differential Models 105 3 Cl { 0 P .

or rp = avg/rz. (89) and (90) with the initial conditions (91) imposed on them.evt _ k dt_dr dt _p dr—_ r3 —F’ or dp __ a2v§ _ k Pw"—_r W Separating the variables in the last differential equation and integrating. we can rewrite this equation in the form £-§rE.. (95) This transforms Eq. (89) into °‘ a2v2 lc ':‘%’"Tr· Assuming that : p. rzcp = avo.Q. that r = a and cp : vo/a at t = O. we return to Eqs. Hence. we {ind that v2 lc C-‘¤··ij‘“T· . But then condition (93) implies that C1 = avo. which deals with the shape of the planetary trajectories. we arrive at the following relationship: TM r w+C2· Since p = : O at r : a. To derive the next Kepler law. for one.106 Differential Equations in Applications the S un with the planet describes equal areas in equal time intervals. The initial conditions imply.

Construction of Differential Models 107 Thus. The result is T: a. 1. (95).(XJ°2···l·2Br···1. The following cases are possible .T r 22%+*: ‘ tv or. we finally have _ a2v§/lc rv 1+ecos<p (97) From analytic geometry we know that this is the equation of a conic in terms of polar coordinates. if we consider only the positive value of the square root. we hud that —§%·-—"L`7° -I/.2v§/lc 1+¤<>¤S(<¤>+6’3> ’ where e = il/cx + [32/B = avg/lc —-— 1. The last equation can be integrated by substituting 1/u for r.("<·“T)+T”··. dr ___ l/ 2k 2]:: a2v2 ar.§“ (99 Dividing Eq. (96) by Eq. Thus. The constant C3 can be determined from the condition that r = a at cp = O. with e the eccentricity of the conic. where __ 1 ___ 2k B_ lc Q--? a3v§ ’ — a2v§.Ch. It is easy to verify that C3 = O. we arrive at the equation Lz ____ k azvz v§ lc T.

We. say. (2) a hyperbola if e > 1. As for recurrent comets. their orbits resemble "prolate" ellipses whose eccentricity is smaller than unity but very close to it. Say. or vg = 2k/a. Astronomical observations have shown that for all the planets belonging to the solar system the value of vg is smaller han 2l. but in the majority of cases these ellipses are close to circles.c/a. Its latest apparition was in the period between the end of 1985 and the beginning of 1986. or vg = lc/o. or vg<2k/cz._respec- . e differs little from zero. Note that the orbits of the Moon and the artificial satellites of Earth are also ellipses. or vg > 2k/a. (3) a parabola if e : 1. since they never return to the same place. Let us now establish the physical meaning of eccentricity e. Celestial bodies that move along parabolic and hyperbolic orbits may be observed only once. First we note that the components x and y of a planet’s velocity vector Valong the as and y axes. that is. arrive at another of Kepler’s laws: the planets describe ellipses with the Sun at one focus. (4) a circle if e = O. Halley’s comet appears in Earth’s neighborhood approximately every 76 years. Halley’s comet. therefore. like.108 Differential Equations in Applications here: (1) an ellipse if e<1.

m (rzcpz + rz).Ch. and the size v of vector V satisfy the relationship U2 I WL Q2.2 °2 km Assuming that cp = 0 and combining (97) with (100). Construction of Differential Models 109 tively. 1. then formulas (98) and (99) yield 1 2. OO km km <>¤ km T lf by E we denote the total energy of the system. which in view of energy conservation must be constant. we get __ azvz/lc mr2a2v2 _ km __ '·· ¢‘··E· . (98) The potential energy of a system is minus one times the amount of work needed to move the planet to infinity (where the potential energy is zero by convention). which when combined with (86) yields w:#&+h From this it follows that the kinetic energy of a planet of mass m is given by the formula % mvz = é. Hence.

if we could impart such a "blow" to Earth that it would increase Earth’s total energy to a positive value. E < O.2v§. E >O. This law deals with the period of revolution of planets around the Sun. or E = —mk2/2a. respectively. is :1:2 12 @+%:1* . Thus. Earth would go over to a hyperbolic orbit and leave the solar system forever. we naturally restrict our discussion to the case of elliptic orbits.110 Differential Equations in Applications Excluding r from the last two relationships. E = O. the shape of a planet’s orbit is completely determined by the value of E. parabola. we {ind that P 2a2v§ " Z l/1 +L nm Equation (97) for the shape of the orbit finally assumes the form T: azvg/lc 1+ ]/1—{—E (2a2v§/mkz) cos cp This formula implies that the orbit is an ellipse. Let us now turn to Kepler’s third law. Say. or circle if. as is known. whose equation in terms of Cartesian coordinates. hyperboba. Taking into account the results obtained in deriving the previous Kepler law.

2 —— n2. 1. with C2 = E.7 A C F J2 gI Y' { Fig.Ch. so that e2 ·—= (E2 — n2)/E2. we conclude that ___ 1 a2v2/k a2v2/k __ a2v2 1-lge + 1-3:2 )_lc(1-0422) ¤2v3E” I M12 v or nz: 1%%. 31 where (Figure 31) the eccentricity e = C/E.(101) Combining this with (97) and allowing for the properties of an ellipse.*. or n2 = E2 (1 —— B2). Construction of Differential Models 111 . _ (102) .

These forces may be the weight of the beam itself or an external force or the two forces acting simultaneously. we conclude. Then. Clearly. Usually a bent symmetry axis is called the elastic line.:g‘—:T€“· This constitutes the analytical description of Kepler’s third law: the squares of the periods of revolution of the planets are pro— portional to the cubes of the major axes of the planets’ orbits. that at§n == av0T/2. Finally. on the basis of (94) and (95). T is the time it takes the planet to complete one full orbit about the Sun. Suppose that forces acting on the beam in the vertical plane containing the symmetry axis bend the beam as shown in Figure 33. taking into account (102).19 Beam Deflection Let us consider a horizontal beam AB (Figure 32) of a constant cross section and made of a homogeneous material.a.442 Differential Equations in Applications Let us denote the period of revolution of a planet by T.-{. By definition.2§2»n2 43-[2 T2: —. The problem of deter- . since the area limited by an ellipse is Jtgn. 1. we arrive at the following result: 4. the symmetry axis will also bend due to the action of these forces. The symmetry axis of the beam is indicated in Figure 32 by a dashed line.

Figure 36 illustrates the case of a concentrated load. For example. if we know the equation of the elastic line. the load can vary along the entire length of the beam or only a part of this length (Figure 35). There are also various ways in which loads can be applied to beams. Let us consider a horizontal beam OA (Figure 37). Figure 35 depicts a beam lying freely on supports A and B. Note that there can be various types of beam depending on the way in which beams are fixed or supported. Thus. which becomes the elastic line (also depicted in Figure 38 by a curved dashed line).Ch. F2. External forces F1. The positive direction of the y axis is downward from point O. The deflection y of the elastic line from the III axis is known as the sag of the beam at point x. 1. the origin. Such a beam is said to be a cantilever. we can always find the sag 8-0770 . (and the weight of the beam if this is great) bend the symmetry axis. Figure 34 depicts a beam whose end A is rigidly fixed and end B is free. Suppose that its symmetry axis (the dashed line in Figure 37) lies on the :1: axis. Another type of beam with supports is shown in Figure 36. For example. a uniformly distributed load is shown in Figure 34. Of course. Construction of Differential Models 113 mining the shape of this line plays an important role in elasticity theory. with the positive direction being to the right of point O.

.2:. 34 of the beam. The bending moment is defined as the algebraic sum of the moments of the forces that act from one side of the beam at point x. 32 AB %”""Ill§!. 33 Al B §§ Fig.114 Differential Equations in Applications A £m/# m#//1///0/////100// B Fig. Below we show how this can be done in practical terms. In calculating the moments we assume that the forces acting on the beam upward result in negative moments while those acting downward result in positive moments."’”/M Fig. Let us denote by M (x) the bending moment in the cross section of the beam at coordinate ..

4. 37 The strength-of—materials course proves that the bending moment at point x is related to the curvature radius of the elastic HDB via HIE 9ql1&tiOIl EJ . Construction of Diherential Models 145 P cz Fig. 1.Ch. which de8* . 103 u+<y >=1=··x= (x) ( ) where E is Young’s modulus.:M . 36 FFM 1 fg 5 (Z`) G 0A a: JI} . 35 _P AB s Fig.9 Fig.

the slope y' of the elastic line is extremely small and. J is the moment of inertia of the cross section of the beam at point as about the horizonta-1 straight line passing through the center of mass of the cross section. A horizontal homogeneous steel beam of length l lies freely on two supports and . Now. (103) we can take the approximate equation EJ y" = M (:1:). therefore. which is usually the case in practice. (104) To illustrate how Eq. if we suppose that the sag of the beam is small. The product EJ is commonly known as the flexural rigidity. wl F5 W `4 y (D Fig. 38 pends on the type of material of the beam. in what follows we assume this product constant.116 Differential Equations in Applications 5 F 0 3 fl. (104) is used in practice. we consider the following problem. instead of Eq.

. Thus.1/2 from point Q and generates a positive moment. Since we are dealing with a two-support beam. The bending moment M (sc) is the algebraic sum of the moments of these forces acting on one side from point Q (Figure 39). 1.. each support acts on the beam with an upward reaction force equal to half the weight of the beam (or pl/2). In Figure 39 the elastic line is depicted by the dashed curve. At a distance x from point Q a force equal to pl/2 acts on the beam upward and generates a negative moment. a force equal to px acts on the beam downward at a distance .--··’ .. On the other hand. We wish to determine the equation of the elastic line and the maximal sag. which is p kgf per unit length.. Let us first consider the action of forces to the left of point Q. the net bending .Ch.¤<&·~v} Fig.2: 1QI 9 *°°` . 39 sags under its own weight. Construction of Differential Models 117 pi/2 pz/2 L-a: 0XA —` __________ .

we find that a force equal to p (l — :1. we can easily write the basic equation (104). (107) so as to {ind y: y=Oatx=Oand. .2=i-E2 . which in our case assumes the form Ely": Jl? -—%E (107) Since the beam does not bend at points O and A. The net bending moment in this case is calculated by the formula M(x>=·p (i——¤¤>i?—§L<i—x> . while a force equal to pl/2 acts on the beam upward at a distance l — az from point Q and generates a negative moment.r.118 Differential Equations in Applications moment at point Q is given by the formula z21 Mw: ···§Lx+Px(%)=f%·—%£ (105) If we consider the forces acting to the right of point Q.moments prove to be equal.sz:)/2 from point Q and generates a positive moment. 2 . knowing how to find a bending moment. Now.2 (106) Formulas (105) and (106) show that the bending.) acts on the beam downward at a distance (l -.atx:l.. we write the boundary conditions for Eq. ...py=O..

basing our reasoning on symmetry considerations (the same can be done via direct calculations). logging trucks move along forest roads some of the time. in this example./`.20 Transportation of Logs In transporting logs to saw mills.Ch. For instance. It is used to calculate the maximal sag. 1. Ignoring the question of how traffic should be arranged that loaded and empty traffic trucks meet only at such sections. thirty-meter logs can be transported. 1. we conclude that the maximal sag will occur at :2: = Z/2 and is equal to 5pl‘*/384E. let us establish how wide the turns in the road must be and what trajectory the driver must try to follow so that. say. (108) This constitutes the equation of the elastic line.Sections of the road are made wider so that trucks can pass each other. (107) then yields y = @1% (xi -— 2Zx3—|— Pcs). It is assumed that the truck is sufficiently maneuverable to cope with a limited section of the road. The width of the forest road is usually such that only one truck can travel along the road. Construction of Differential Models 119 Integration of Eq. with E =-— 21 >< 105 kgf/cm2 and J = 3 >< 104 cm4. Usually a logging truck consists of a tractor unit and a trailer connected freely .

but also has a platform with two posts. By XY we denote a log for which AX : kh. Thus. The points A and B correspond to the axes of the platforms a distance h apart. Point C corresponds to a small axis that connects . The other ends of the logs are put on this platform. 40 to each other. The tractor unit has a front (driving) axle and two back axles above which a round platform carrying two posts and a rotating beam are fastened. The chassis connects the back platform with the axis that links the trailer with the tractor unit. One end of each log is placed on this platform.9 C Q P XBAY s R Q P A. F Fig.120 Differential Equations in Applications S . Schematically the logging truck is depicted in Figure 40. the length of the chassis can change during motion. The trailer’s chassis consists of two metal cylinders one of which can partly move inside the other. which enables the tractor unit and the trailer to move independently to a certain extent. The trailer has only two back axles. This platform can rotate in the horizontal plane about a symmetrically positioned vertical axis.

Construction of Differential Models 121 the tractor unit with the trailer. while RR and SS are the trailer axles. All axles have the same length 2L. but in the simplest case of log transportation a = O. we put it equal to 2W. FF is the front axle of the tractor unit. which is commonly understood to be the maximum deflection of the rear part of the logging truck (for the sake of simplicity we assume this part to be point X) from the trajectory along which the logging truck moves. As for the width of the load in its rear. is exactly above the road’s center line. Usually a-:0. so that for the sake of simplicity we assume that the width of the logging truck is 2L. and PP and QQ are the back axles of the tractor unit. Here it is convenient to fix a coordinate system . Point A in Figure 41 is determined by the angle X that the truck AC makes with the initial direction. 1. Let us suppose that the road has a width of 2[iih and that usually a turn in the road is simply an arc of a circle of radius h/cz centered at point O (Figure 41). with AC=ah. Next. the driver operates the truck in such a way that point A. For the sake of simplicity we assume that a logging truck enters a turn in the road in such a way that the tractor unit and the trailer are positioned along a single straight line. In what follows we will need the concept of the sweep of the logging truck.3. corresponding to the axis of the front platform.Ch.

// \ x /’ ‘ 0 . The required halfwidth h of the road. = X —— 9. As for angle BAC in Figure 41. Usually this angle is the logging truck’s angle of lag.122 Differential Equations in Applications X \\\\ Zrzifial __ g_8 \_\____ dirccfian '/’ \\ // \ /0 x x y // // A /// //// \ // /`/// \ / /. which determines the sweep of the logging truck at a turn and is known as the halfwidth of the road at the outer curb of a . denoting it by u we {ind that u.z· Fig. 41 Oxy in such a way that the horizontal axis points in the initial direction and the vertical axis is perpendicular to it. In a general situation the load carried by the truck will make an angle 6 with the initial direction.

further..0 we have N ° :=¢ 142°. means that the center line AC of the tractor unit constitutes a tangent to the arc of a circle at point A.—:T—T. is defined as the algebraic sum OX — OA —l— W.1 we have N° z 19°. . The log length 7th will be greater than h. For practical considerations we must consider only such cx’s that lie between 0 and 1. so that OA is perpendicular to AC. This requirement. for one thing. and angle X is determined by the motion of point A along the arc of the circle. while the halfwidth of the road at the inner curb of a turn is defined as the algebraic sum OA + L — OP. Thus. and the greater the value of oc.—. the greater the maneuverability of the logging truck. reasoning on practical grounds. (109) where h is measured in meters. Construction of Differential Models 123 turn. that in building a road the curvature of a turn in the road is determined by an angle N° that corresponds to an arc length of a turn of approximately 30 m. at h = 9 m and ot -:0. while at h = 12 m and cx = 1. Note. 1. We stipulate that in its motion a logging truck’s wheel either experiences no lateral skidding at all or the skidding is small. In our notation.Ch. but again. O i80° 30u N · . where OP is the perpendicular dropped from point O onto AB.

it is assumed that 0 { a < 0. employing the fact that X = u. Thus.:—tanxp. Y: —£—cosX +hsin0. point B moves in the direction BC and dY -ai-—. 0. varies between 1 and 3.—sin X—hcos 9. ‘—‘r"*———. (111) where mp is the angle which BC makes with the initial direction.»T*-Th · (**2) where 0<b<1. (110) Since the trailer’s wheels do not skid either.. the coordinates of point A in Figure 41 are x= —E·sinX. Since the wheels of the tractor unit do not skid laterally. As for constant a.£cosX. + 0 and studying triangle ABC.124 Differential Equations in Applications it must not be greater than 3h. Finally. and xp. and u are .5. we note that in each case the value of h is chosen differently. but it varies between 9 and 12 m. we arrive at the following chain of equalities: sin (X—1|>) ___ sin (0—1|>) __ sin u. a ex The coordinates of point B are X=—. the value of 2. y:-. Next.

1. X dependence proves to be extremely complicated. Spectrum 7. where the angle of lag plays the role of the sought function.. Nevertheless. —{-(-Ex-cosX+hT1T(-s1n9)s1n1p-O. No. 1: 19-26 (1974/75). . If we combine (111) with (110). To this end we can * See A. hinders an effective study. However. %3—cos9)cos1p It dB .Ch.-. Math. which.B. the resulting u vs. Eq.. 114 dx _1 0t(1——ac0Su) ( ) with the initial condition u (0) :.22. we find that (—-Q-S1nx+z. "The sweep of a logging truck". Tayler. . Carrying out the necessary calculations..· O.* _ By substituting v for tan (u/2) in the differential equation (114).. W9 arrive at sin(X——1p)== on —g§—cos(9—1p). of course. Construction of Differential Models 125 functions of X.. (113) If we exclude variable 142 from this relationship fora fixed value of a by employing (112) and the fact that X =-· u —l— B. (114) can easily be integrated and studied numerically.. we can mtegrate the equation in closed form. we arrive (since 9 : 0 at X = 0) at the differential equation 2.

for example. U) = 1 — SIN (U)/(AL=•·(1 — A=•·COS(U))) 30 CLS: PRINT "Soluti0n of differential equation" 40 PRINT "Runge—Kutta second-order method" 100 PRINT "Parameters:" 110 INPUT "Alpha=". u) passes through a point (X0. At equidistant points xm xp xw ·» (xm —~ xi = AX >0) we select values uc. ui) AX» k2 : ft (Xi JF AX» ui ‘l‘ ki) AXTo solve Eq. are specified by the formulas ui+1 Z ui ’l’ (ki ’l` k2)/2¤ with ki = f (xi. u2. ul. the Runge—Kutta second—order numerical method the essence of which is the following. (X). DX 140 PRINT "Initial values:" 150 INPUT "of independent V3.126 Differential Equations in Applications employ.I‘I&bI6==·”. Suppose that an integral curve u = cp (X) of a differential equation du/dX = j (X. we compile the following program using BASIC: 10 REM Runge-Kutta second-order method 20 DEF FNF (X. uz. where the successive values ul. A 130 INPUT "Step of independent V&I'I&bI€=”. (114) numerically with the initial condition u (0) == 0. uc). . AL 120 INPUT "a=". X . such that ui x cp.

I 300 IF I ( )0 GOTO 210 310 END Note that to compile the table of values of the solution for concrete values of on and a.2 ° Here.U) 250 X = X "l‘ DX 260 K2 = DX*FNF(X. but if cx < 1. U -{— K1) 270 U = U —|— (K1 + K2)/2 280 NEXT I 290 INPUT "Continue (Yes = 1. where ·y = oc (cos C -— a)/sin2 C.a2q. U 200 BEM Next 20 values of function 210 CLS: PRINT "X". we have C = at/22 tan‘1a.|. “U" 220 FOR I :1 TO 20 230 PRINT X.2]) — 1—|—a2cz. For small cx’s the value of ·y is fairly great and is . Construction of Differential Models 127 160 INPUT “of function=". The number C can be found from the condition that cx(1 —acosC) =sinC. 1. namely C — u z e‘V%.Ch. which leads to the formula C__Sin_1 ( Oi [1-a 1/1-q2. U 240 K1 : DX»¤·FNF (X. if ex = 1. The limiting value C can be approximated (·‘i ’ by an exponential. then C z ot (1 — a). No = 0)”. we must know the limiting value C of this solution.

1437181 _4 .3146894 1 .2 .128 Differential Equations in Applications approximately given by the relationship /\J YN @(1-——a) But if ot :1. This requirement is especially important for small oa’s and in the neighborhood of X = O.8 . = u (X).6 .2299778 .0 a = 0. we have ¤(1+¤2> Y: 1—a“ ° For the step AX in the variation of the independent variable X we must take a number that does not exceed C.2824244 .3 Step of independent variable = 0. Below we give the protocol for calculating the values of the function u.3347111 . Solution of differential equation by Runge-Kutta second-order method Parameters: alpha = 1.5 Initial values: of independent variable = 0 of function = 0 Xu 00 .

4 . Construction of Differential Models 129 1. No = O)? 1 Xu 4.35996 1.3683197 4.3550403 1.3682802 Continue (Yes = 1.4 .600001 .199999 .3683329 9-0770 .3674978 2.3683328 6.3650054 2.200001 .2 .2 .999998 .6 .3680005 3.3472088 1.799998 .200001 .399999 .3681232 3.3683328 6.3683329 6.3683296 5.3630556 2 .800001 .800001 .3682997 4.367806 3.799999 .999999 .8 .3682494 3.3682006 3.599999 .000001 .3670091 2.6 .368312 4.2 .3662343 2.600001 .3683327 6.3683316 5.399998 .3683326 6.3683321 5.3683308 5.3683276 5 . 1.4 .000001 .3683324 5.400001 .8 .Ch.3683246 4.599998 .

599997 .3683329 10.399997 . 79999 .199998 .3683329 10.3683329 10.3683329 8.999995 .3683329 7.3683329 1 1 .3683329 9.6 .3683329 8.39999 .3683329 11 .3683329 11.3683329 10.3683329 Continue (Yes == 1. No = O)? 0 OK The results of a numerical calculation at a = O.199997 .599997 .3683329 8.3683329 9.999997 .2 .399996 .19999 .799997 .3683329 11.3683329 9.3683329 7.3 are presented graphically in Figure 42.3683329 Continue (Yes = 1. They show how an increase in X .999996 .99999 .59999 .399997 .4 .3683329 9.8 .199996 .599996 .799996 .3683329 8.3683329 10.130 Differential Equations in Applications 7.3683329 9. No = O)? 1 gg u 7.3683329 8.3683329 7.799996 .

For Qi . Now let us determine the sweep of the logging truck by using the concept of halfwidth of the road at the outer curb of a turn (this quantity was defined earlier as the algebraic sum OX — OA —}— W (Figure 41)). while the dashed curves show what must be the value of B -— L/h to guarantee the necessary "margin" at the inner curb of the turn.W/h and oc for different values of Z.—-sin u) . the maximal halfwidth Bh of the road can be determined from the following formula for B: 11W B = I/’“2+w"tr+v7· In Figure 43 the solid curves reflect the relationship that exists between B-. 1. -·· This shows that the sweep decreases as X grows since the angle of lag. u..2--2-g. Construction of Differential Models 131 influences the angle of lag of the logging truck. For clarity of exposition the scales on the u and X axes are chosen to be different. increases. Thus. First we note that OX2 = (-g—sin X—9»h cos 9)2 —}—(£—c0sX-|—7tn sin6)2 =h2 (2%-1-}.Ch.

#’ 0 ` 7 ’ Oc 0 Fig. 43 ./’/’ /•/' . C=QO70/372 0 50 X Fig. 42 WL /’ 7 #" F 7I/ AEJ .z’ .132 Differential Equations in Applications u 7 C`=CZ987¢?826 CX = 7 6'=(Z56853Z9 Of = Q 5 a=g_.d°0 I I A =2 / {cc-= Q3 /I ’1 /’// /.

Thus.2 m. and L/h = 0.Ch. then for logs of approximately 24 m in length (reckoning from the axis of the front platform) we have X = 2. in accordance with (109) N° is approximately 28°.. W/h = 0. If the width of the logging truck is 2.—(1-—cos C)|a=0-..4 m and width of the load in the rear is 1. If a logging truck in which the distance between the front and back platforms is 12 m follows a turn along an arc of a circle of radius 60 m. Then (115) yields _. . from Figure 43 it follows that for all values of cz we have B = 0..2 for the inner curb. then oc = 0. = 0. since the value of C decreases with a.%-(1—·cosu)-|—%’— 1L <—.(115) Next.(1—c0s C) +-5.:2——K6%2—. 2 [1--2-<—.05. 1. Construction of Differential Models 133 every position of the logging truck on the road we must have [5:.. Theoretically the necessary halfwidth of the road at the . which corresponds to the simplest case of logging.1.2 and.45 for the outer curb of the turn and B = 0. Here is a typical example that illustrates these results. Now let us dwell on the results that follow from the above line of reasoning. the angle of lag u proves to be the greatest when a.

since in this case the angle of lag grows.2.4 m. If the logging truck transports logs whose length is 14.134 Differential Equations in Applications outer curb of the turn is equal to 5. as can easily be seen.4 m.76 m so that the driver can drive the truck along a curve whose length at the turn is approximately equal to the length of the road’s center line. we see that an increase in the length of the logs by 9.4 m (reckoned from the axis of the front platform) and whose bunch width in the rear is 1. if we compare the two cases considered here. For one.4 m and that at the inner curb to 2. while the same quantity at the inner curb. The theory developed above shows that the sweep of the logging truck is the greatest when the truck enters the turn. The value of [5 then proves to be the same for the inner and outer curbs of the turn and equal to 0. is equal to 2. as in the previous case. This conclusion also holds true in the situation . Practice has shown that an inexperienced driver is not able to drive his truck along such a curve and needs a road whose total width at a turn is at least 10. then in the case at hand Pt = 1.64 m. This reasoning shows that the longer the logs transported the wider the road at a turn must be. Hence.4 mi.8 m (if the load transported is 24 m long) for a truck width of 2.22.8 m. the necessary halfwidth of the road at the outer curb of the turn is 2.6 m requires widening the road at a turn by 2.

+ Q". for fairly large values of a the values on >1 become possible. We note that in the case of simple log transportation.Ch. that is. they must obey the following relationship: ot (1 —— a cos C) = sin C. is not much greater than unity. the maximal value of on is (1 — a2)**/2. We note in conclusion that for ot > 0.5 considerable economy in the width of a road is achieved by increasing a (see Figure 43).-+2 gmc.25 at a == 0.5. But if there exists a nonzero initial angle of lag C0 caused by the zigzag nature of the turn. with the practical extremal value of ot being 1. --27. However. Then the required width of the road is determined from the following formula for B: rs: 1/ xw. it is impossible to pass a turn with on greater than unity. Construction of Differential Models 135 when the truck enters one section of a zigzag turn after completing the previous one at the point of inflection. The results represented graphically in Figure 43 correspond to the case where prior to entering a turn the tractor unit and the trailer are positioned on a single straight line. . Thus. If the load is such that 2. 1. a-:-0. we must select the initial condition in the differential equation (114) in the form u (0) == ——C0. $. the value of oc is chosen such that the required halfwidth of the road at the inner curb of any turn is always smaller than at the outer curb.

Below with concrete examples we show how in solving practical problems one can use the simplest approaches and methods of the qualitative theory of ordinary differential equations. for . that is.1 Curves of Constant Direction of Magnetic Needle Let us see how in qualitative integration. one can use a general property of such equations whose analogue. Hence. to study differential models of real phenomena and processes we need methods that will enable us to extract the necessary information from the properties of the differential equation proper. 2. the overwhelming majority of differential equations are not integrable in closed (analytical) form. the process of establishing the general nature of solutions to ordinary differential equations. However.Chapter 2 Qualitative Methods of Studying Differential Models In solving the problems discussed in Chapter 1 we constructed differential models and then sought answers by integrating the resulting differential equations. as noted in the Preface.

the slope K of the tangent to the integral curve at point M (:2:. The collection of all line elements in D is said to be the field of directions or the line element field.Ch. we say that at each point M (:c. The reader will recall that curves at Earth’s surface can be specified along which the direction of a magnetic needle is constant. y). y) is assumed singlevalued and continuous over the set of variables sc and y within a certain domain D of the (ec. To each point M (x. y) is an interior point and which makes an angle 9 with the positive direction of the x axis such that K = tan 9 = f (sc. y). Thus. 11). (U6) where the function f (1:. let us consider the first-order ordinary differential equation -3%-=f(¤¤. y)-plane. is the property of the magnetic field existing at Earth’s surface. y) belonging to the domain D of function f (x. From this it follows that geometrically the differential equation (116) expresses the fact that the direction ofa tangent at every point of an integral curve coincides with the direction of the field at this point. . Qualitative Methods 137 example. Graphically a linear element is depicted by a segment for which point M (az. 2. y) the differential equation assigns a value of dy/dx. Bearing this in mind. y) of D the differential equation (116) defines a direction or a line element.

the set of points in the (. y)-plne. The form of this equation suggests that the family of isoclinals is given by the equation x2+y2=v. which cannot be integrated in closed (analytical) form. its isoclinals are given by the equation f (J:. that is. that is. As for the differential equation (116). Let us consider. y)-plane at which the direction of the field specified by the differential equation (116) is the same. y) = vi where v is a varying real parameter. the differential equation {11%-=w2—l-y·'*. v>O. The isoclinals of the magnetic field at Earth’s surface are curves at each point of which a magnetic needle points in the same direction. we can approximately establish the behavior of the integral curves of a given differential equation. At each point of . Knowing the isoclinals.2:. the isoclinals are concentric circles of radius I/v centered at the origin and lying in the (as.138 Differential Equations in Applications To construct the field of directions it has proved expedient to use the concept of isoclinals (derived from the Greek words for "equal" and "sloping"). for example.

However. This information alone is sufficient to convey an idea of the behavior of the integral curves of the given differential equation (Figure 44).Ch. even with more complicated equations knowing the isoclinals may prove to be expedient in solvinga specific problem. 44 such an isoclinal the slope of the tangent to the integral curve that passes through this point is equal to the squared radius of the corresponding circle. 2. We arrived at the final result quickly because the example was fairly simple. Qualitative Methods 139 9 V gg? it Fig. Let us consider a geometric method of integration of differential equations of the .

6* .·—*f(9?» ll). points of inflection should be sought among the points at which y" vanishes. (116).. This means that the points of these curves may prove to be points of maxima or minima for the integral curves of the initial differential equation.%¥+Ji§. :.. . specifies curves at whose points dy/dx = 0. that is.—·+*—5‘.0. y) 6f(==.‘+—w*y 0 .!%.. we find that .·(_.(L) Equation (I 0).. y) 6f(¢» y) » y ·· ‘—5. the "zero" isoclinal equation. This oxplains why out of the entire set of isoclinals we isolate the "zero" isoclinal. for * It is assumed here that integral curves that {ill a certain domain possess the property that only (que integral curve passes through each point of the omain. For greater precision in constructing integral curves it is common to find the set of inflection points of these curves (provided that such points exist). _ 6f(¤=. 11) _ ‘—3.140 Differential Equations in Applications type (116). Employing Eq. As is known. The method is based on using the geometric properties of the curves given by the equations f(¤¤· y)=0· (I0) 0f(=v. (L) are the possible point—of-inflection curves. y)_ The curves specified by Eq.* Note..

The straight lines (I 0) and (L) break down the (sc.Ch. The equation of curve (I 0) in this case has the form as + y = 0. Sm in which the first and second derivatives of the solution to the differential equation have definite signs. that a point of inflection of an integral curve is a point at which the integral curve touches an isoclinal. and S3 (y' < 0. Thezcurves consisting of extremum points (maxima and minima points) and points of inflection of integral curves break down the domain of f into such subdomains S1. The points ofminima of the integral curves lie on the straight line (I 0). is not a point-0f—inflection curve. A direct check verifies that curve (I 0) is not an integral curve. S 2 (y' < 0. or y = -:1:. As for curve (L). to the left ofthe straight line (L). we find that it is an integral curve and. to the right of the straight line (I 0). . There are . In each specific case these subdomains should be found. Qualitative Methods 141 one. hence. As an example let us consider the differential equation y’ = x + y. between the straight lines (I0) and (L). y" >O). y)·plane into three subdomains (Figure 45): S1 (y' >O. while to the left they point downward (left to right in Figure 45).. 2. T 0 the right of (I 0) the integral curves point upward. This enables giving a rough picture of the behavior of integral curves. y" > 0). S2. y" < 0). whose equation in this case is y -l— x —}— 1 = 0.

since it separates one family of integral curves from another. . Note that in the given case the integral curve (L) is a kind of "dividing" line. The behavior of the integral curves on the whole is shown in Figure 45. To the right of the straight line (L) the curves are convex downward and to the left convex upward. Such a curve is commonly known as a separatrix.142 Differential Equations in Applications ‘ SI 0 Y —¤ S5 \ K -1 Fig. 45 no points of inflection.

we tacitly assumed that the differential equation in question had a solution. These theorems are important for both theory and practice. Many methods of numerical solution of differential equations have been developed.Ch. that is. The problem of when a solution exists and of when it is unique is solved by the so·called existence and uniqueness theorems. which narrows their practical potential.1. and although they have the common drawback that each provides only a concrete solution. Thus. Often their proof is constructive.2 Why Must an Engineer Know Existence and Uniqueness Theorems? When speaking of isoclinals and point—of— inflection curves in Section 2. It must be . Qualitative Methods 143 2. they are widely used. existence and uniqueness theorems lie at the base of not only the above-noted qualitative theory of differential equations but also the methods of numerical integration. the methods by which the theorems are proved suggest methods of finding approximate solutions with any degree of accuracy. 2. They serve as a basis for creating new methods and theories. Existence and uniqueness theorems are highly important because they guarantee the legitimacy of using the qualitative methods of the theory of differential equations to solve problems that emerge in science and engineering.

J r.) —— yo. then for every point (xo. let us take two simple examples. No. ( > that is defined on a certain interval containing point xo. (116) function f is defined and continuous on a bounded domain D in the (x. 1: 41-44 (1976). Sci. y)* See C. yo) E D there exists a solution y (x) to the initial-value problem ** dy — — 117 E. y)—plane. To illustrate what has been said. that before numerically integrating a differential equation one must always turn to existence and uniqueness theorems.144 Differential Equations in Applications noted. This is essential to avoid misunderstandings and incorrect conclusions. Existence and uniqueness theorem If in Eq. J. such a problem issaid to be an initial-value problem. y).* but hrst let us formulate one variant of existence and uniqueness theorems.— f (ac. however. Technol. ** If we wish to find a solution of a differential equation satisfying a certain initial condition (in our case the initial condition is y (xo) = yo). (116) function f is defined and continuous on a bounded domain D in the (x. y (wo..E. 7. "Why teach existence and uniqueness theorems in the first course of ordinary differential equations?". Roberts. Educ. Int. Existence theorem If in Eq. . Math.

Let us consider the following problem. y0) E D can be extended to a point that lies as close to the boundary of D as desired. yi) and step h = 0. then every solution to Eq. then for every point (xo. y1)|<L|y2-—y1l. from the problem considered on p. Extension theorem If the hypotheses of the existence theorem or the existence and uniqueness theorem are satisfied. In the first case the extension is not necessarily unique while in the second it is. 2. with L a positive constant. 162 concerned with a conservative system consisting of an object oscillating horizontally in 10-0770 . y (—— 1) = 0.21 (118) on the interval l-.+1 = yi -}— hf (xi. that is.1. 3].Ch.1. Using the numerical Euler integration method with the iteration scheme y. yi)-—f(x. solve the initial-value problem y' == -—x/y. yo) E D there exists a unique solution y (x) to the initial-value problem (117) defined on a certain interval containing point xo. for example. liisv. (116) with the initial data (xo. Note that the problem involving the equation y' = —x/y emerges. Qualitative Methods 145 plane and satisfies in D the Lipschitz condition in variable y.

FNY(Y)).8] interval we compile a program for building the graph of the solution: 10 REM Numerical integration of differential equation 20 DEF FNF(X. 10: PRINT "-1" 1190 FOR I = -1 TO 2: LOCATE 13.9 GOTO 100 1020 LOCATE 23. Y) : 30 GOSUB 1110: REM Coordinate axes 40 REM Next value of function 1000 LINE —(FNX(X). 10*1 + 11: PRINT USING "4:t xt". 11: PRINT "1" 1170 LOCATE 13. I. ONM -— 2. 1 1030 END 1100 REM Construction of coordinate axes 1110 SCREEN 1. To numerically integrate the initial·value problem (117) on the l·—-1. 0: KEY OFF: CLS 1120 DEF FNX(X) = 88 —l— 80*X 1130 DEF FNY(Y) = 96 — 80*Y 1140 REM Legends on coordinate axes 1150 LOCATE 1. 39: PRINT "X" 1180 LOCATE 23. —|—8D16" 1220 FORI = 1 TO 11: DRAW "NR2D16": NEXT 1230 REM Ox .: NEXT I 1200 REM Oy 1210 DRAW "BM88. —{—8NM + 2. 11.146 Differential Equations in Applications a vacuum under forces exerted by linear springs. 0 PRINT "Y" 1160 LOCATE 3. 1. 2. 2 1010 IF X < 2.

the function f (:2:. In our case (the initial-value problem (118)) the beginning of the program has the following form: 10 REM Euler’s method 20 DEF FNF(X. "dx =”. "yO =". X: INPUT. "xO =". 2 1300 RETURN Here in line 20 the right—hand side of the differential equation is specified. Let us now turn to the existence theorem. "). y) = —x/y is defined and continuous in the entire (x. Qualitative Methods 147 1240 DRAW "BM319. 2. DX: INPUT. 1280 LOCATE 25. 1: INPUT. Y) 110 X = X + DX The results are presented graphically in Figure 46. and lines 50 to 990 must hold the program of the numerical integration of the differential equation. FNY(Y)). 96NM -—— 7.Ch. Y) = —X/Y 30 GOSUB 1100: REM Coordinate axes 40 REM Next value of function 100 Y = Y —|. For the initial-value problem (118). ——2NM — 7 —|—2L23" 1250 FOR I = 1 TO 19: DRAW "NU2L16": NEXT 1260 REM Input of initial data 1270 LOCATE 25. Y 1290 PSET (FNX(X). y)—plane exclud10* . 1: PRINT STRING$(40.DX*FNF(X.

N 4Q *< \` <o BO °§ <¤ N <\¤ <¤ 5 " U U ¤· 5 T N·n 9 <¤ S I ec <1· '\ E ' In .H °°.

The fact is that as the solution y = y (as) approaches the sv axis.0441 —— 1:2. the angle . allowing for the concrete form of the differential equation.21 -1 Integrating.Ch. we arrive at an erroneous result. the initial-value problem (118) has a solution y (x) defined on a certain interval containing point xo = -1. As a result of numerical integration we have arrived at a solution of (118) defined on an interval (a. we have yI S mm.*:1 1.0441 .4. Indeed. b).0218. If we employ only numerical integration. according to the extension theorem. Thus. can be extended to a value of y (cc) close to the value y (x) =-· O. since in the initial equation the variables can be separated. However. by resorting to the existence theorem (and to the extension theorem) we were able to "cut ofi" the segment on which there is certain to be no solution of the initialvalue problem. in accordance with the existence theorem. This solution.—§ we 0. we get y = I/1. with a< -1 and 1. Thus. we can specify the true interval in which the solution to the initial-value problem (118) exists. Qualitative Methods 149 ing the :1: axis.3< b<1. Hence. 2. a solution to the initial—value problem (118) exists only for | :2: | < I/1.

in the time that the independent variable x changes by 0. and we find ourselves on an integral curve that differs from the original.150 Differential Equations in Applications of slope of the curve tends to 90°. The following example is even more instructive. 1]. whose beginning in the case at hand has the following form: 10 REM Euler’s method 20 DEF FNF(X. the value of y is able to "jump over" the as axis.1. Y) 110 X ¤= X —{— DX The results are presented graphically in Figure 47.1 and an iteration scheme E/z+1 = Hz + hl (xi+1/21 yi+1/2)? with yi+1/2 = yi + hf ( ¤?z» yi)/2We solve the initial-value problem (119) using the above program. Therefore. The approach here consists in first employing the Euler method and then an improved Euler method with a step h = 0. This happens because the Euler method allows for the angle of slope only at the running point. . Y) =3·•=X·•=SGN(Y)·•·ABS(Y) A (1/3) 30 GOSUB 1100: BEM Coordinate axes 40 REM Next value of function 100 Y = Y —l— DX*FNF(X. We wish to solve the initialvalue problem y' = 3x?/yi y (-1) == --1 (M9) on the segment [— 1.

2. Y) == 3*X*SGN(Y)*ABS(Y) A (1/3) 30 GOSUB 1100: REM Coordinate axes 40 REM Next value of function 50 D2 = DX/2 . the beginning of the program has the following form: 10 REM Improved Euler’s method 20 DEF FNF(X.16/* 7 Q6 Q2 *7 ·l26 ·Q2 0 QZ Q5 1 as -Q2 *625 ·· I Fig. 47 As for the improved Euler method. Qualitative Methods 151 .Ch.

Y1) 120 X = X + DX The results are presented graphically in Figure 48. we integrate the . 48 100 Y1 = Y + D2·•·FNF(X.152 Differential Equations in Applications 9 1 Q6 622 -7 -05 ·QZ 0 az as 1 . ‘QZ -06 -7 Fig. Y) 110 Y = Y -I— DX·¤=FNF(X —l— D2.7. and the diagram differs from that depicted in Figure 47. To look into the reason for such striking discrepancy in the results.

Separating the variables.Ch.2:3 if :1:<O. This result already suggests that the solution via the Euler method gives the function yl (sc) == 1:3 while the solution via the improved Euler method gives . according to the extension theorem. y = . which means that the solution of the initial—value problem considered on the segment [-1. this solution can be extended to any segment. the existence theorem implies that the initial—value problem (119) has a solution defined on a segment containing point xl.i. Let us now turn to the existence and uniqueness theorem in connection with this problem. the functionf (sv.1:3 if . y) = 3. -1 -1 or. Further. y2(x) Zl -. 2. we note that since the function f (. since 6f (ac. and. we get Q! x S 1]**/3 dn:-3S §d§.2:.1:>O Both yl and yl are solutions to the initialvalue problem (119). y)/0y = :cy‘2/3. = --1. y)= .::%/y` is continuous in the entire (1:. 1] is not unique. Qualitative Methods 153 initial-value problem. First. y)-plane.x". finally.

O]. a domain does contain points belonging to the x axis. Hence. by resorting to the existence and uniqueness theorem (and the extension theorem) we were able to understand the results of numerical integration. if we are speaking of the uniqueness of the solution of the initial—value problem (119) on the [-1. from the existence and uniqueness theorem (and the extension theorem) it follows that in this case the solution to the initial—value problem can be extended in a unique manner at least to the x axis. we already know that as soon as y vanishes. there can be several such solutions. it is easy to show that the function does not satisfy the Lipschitz condition. 0) in a unique manner. But since the straight line y = O constitutes a singular integral curve of the differential equation y' = Bx:}/y. the solution exists and is defined only on the segment [-1. however. that is. Generally. Thus. . however. If. there is no way in which we can extend the solution to the initial-value problem (119) beyond point O(O.154 Differential Equations in Applications 3x:}/y satisfies the Lipschitz condition in variable y in any domain not containing the 1: axis. 1] segment.

dx/dt)-plane (Figure 50). 72 when we considered pendulum clocks. dx/dt)—plane. 2. . Thus. Each new state of the system corresponds to a new point in the phase plane. This point is called a representative point. the changes in the state of the system can be represented by the motion of a certain point in the phase plane.3 A Dynamical Interpretation of Second-Order Differential Equations Let us consider the nonlinear differential equation dzx dx 1at:’(‘”»m‘) (*20) whose particular case is the second-order differential equation obtained on p. the trajectory of the representative point is known as the phase trajectory. Qualitative Methods 155 2. The values of zz: and dx/dt at each moment in time characterize the state of the system and correspond to a point in the (:1:.Ch. The phase plane depicts the set of all possible states of the dynamical system considered. Then the differential equation (120) is the equation of motion of the particle. We take a simple dynamical system consisting of a particle of unit mass that moves along the :1: axis (Figure 49) and on which a force f (sz. dx/dt) acts. which is known as the plane of states or the phase (az.

156 Differential Equations in Applications da: f("’°>Ez/T) O J; Fig. 49 a' 1 B-? (J;) gl?)-plane 0 as Fig. 50 and the rate of motion of this point as the phase velocity. If we introduce the variable y = dx/dt, Eq. (120) can be reduced to a system of two differential equations: d gé- =y, =.f(¤>» y)· (121) If we take t as a parameter, then the solution to system (121) consists of two functions, :1: (t) and y (t), that in the phase (:1:, y)-plane define a curve (a phase trajectory).

Ch. 2. Qualitative Methods 157 It can be shown that system (121) and even a more general system %f—=X(r¤» y)» {1]%-·=Y(¤¤» y)· (122) where the functions X and Y and their partial derivatives are continuous in a domain D, posseses the property that if .1: (t) and y (t) constitute a'solution to the differential system, we can write w=w(¢+C),y=y(¢+C). (123) where C is an arbitrary real constant, and (123) also constitute a solution to the same differential system. All solutions (123) with different values of C correspond to a single phase trajectory in the phase (.1:, y)plane. Further, if two phase trajectories have at least one common point, they coincide. Here the increase or decrease in parameter t corresponds to a certain direction of motion of the representative point along the trajectory. In other words, a phase trajectory is a directed, or oriented, curve. When we are interested in the direction of the curve, we depict the direction of the representative point along the trajectory by placing a small arrow on the curve. Systems of the (122) type belong to the class of autonomous systems of differential equations, that is, systems of ordinary differential equations whose right-hand

158 Differential Equations in Applications sides do not explicitly depend on time t. But if at least in one of the equations of the system the right-hand side depends explicitly on time t, then such a system is said to be nonautonomous. In connection with this classification of differential equations the following remark is in order. If a solution .2: (t) to Eq. (120) is a nonconstant periodic solution, then the phase trajectory of the representative point in the phase (x, y)—plane is a simple closed curve, that is, a closed curve without self—intersections. The converse is also true. If differential systems of the (122) type are specified in the entire (x, y)—plane, then, generally speaking, phase trajectories will completely cover the phase plane without intersections. And if it so happens that X (xm yo) ;'— Y ($01 y0) Z 0 at a point Mo (xo, yo), the trajectory degenerates into a point. Such points are called singular. In what follows we consider primarily only isolated singular points. A singular point Mo (xo, yo) is said to be isolated if there exists a neighborhood of this point which contains no other singular points €X0€Pl> M0 (xm yo)From the viewpoint of a physical interpretation of Eq. (120), the point Mo (xo, 0) is a singular point. At this point y =0 and f (xo, 0) = 0. Thus, in this case the isolated singular point corresponds to the state of

Ch. 2. Qualitative Methods 159 a particle of unit mass in which both the speed dx/dt and the acceleration dy/di = dzsc/dig of the particle are simultaneously zero, which simply means that the particle is in the state of rest or in equilibrium. In view of this, singular points are also called points of rest or points of equilibrium. The equilibrium states of a physical system constitute very special states of the system. Hence, a study of the types of singular points occupies an important place in the theory of differential equations. The first to consider in detail the classification of singular points of differential systems of the (122) type was the distinguished Russian scientist Nikolai E. Zhukovsky (1847-1921). In his master’s thesis "The kinematics of a liquid body", presented in 1876, this problem emerged in connection with the theory of velocities and accelerations of fluids. The modern names of various types of singular points were suggested by the great French mathematician Jules H. Poincaré (1854-1912). Now let us try to answer the question of the physical meaning that can be attached to phase trajectories and singular points of differential systems of the (122) type. For the sake of clarity we introduce a twodimensional vector field (Figure 51) defined by the function V (rv. y) = X (wl y)i + Y (rv, y)i.

160 Differential Equations in Applications P -1 X Y Fig. 51 where i and j are the unit vectors directed along the x and y axes, respectively, in a Cartesian system of coordinates. At every point P (x, y) the field has two components, the horizontal X (x, y) and the vertical Y (sc, y). Since dx/dt -—= X (x, y) and dy/dt: Y (as, y), the vector associated with each nonsingular point P (x, y) is tangent at this point to a phase trajectory. lf variable t is interpreted as time, vector V can be thought of as the vector of velocity of a representative point moving along a trajectory. Thus, we can assume that the entire phase plane is filled with representative points and that each phase trajectory constitutes the trace of a moving representative point. As a result we arrive at an analogy with the two-dimensional motion of an incompressible fluid. Here, since system (122) is autonomous, vector V

case are simply the trajectories of the moving particles of fluid and the singular points O. the aim of the qualitative theory of ordinary differential equations of the (122) type is to build a phase portrait as complete as possible directly from the functions X (x. y). the motion of the fluid is steady-state. These features constitute the main part of the phase portrait. y) is time-independent and. The phase trajectories in this. (2) the different patterns of phase trajectories near singular points. Qualitative Methods 1. y) and Y (sc. which in the given case correspondmto periodic motion.Ch. therefore. two possibilities may realize themselves: the particles that are in the vicinity of singular points remain there with the passage of time or they leave the vicinity for other parts of the plane). (3) the stability or instability at singular points (i. and (4) the presence of closed trajectories. and O" (see Figure 51) are those where the fluid is at rest. as noted earlier.61 at each fixed point P (sc. Since. The most characteristic features of the fluid motion shown in Figure 51 are (1) the presence of singular points. 11-0770 . O'. differential equations cannot generally be solved analytically. 2.e. or the complete qualitative behavior pattern of Qthe phase trajectories of a general—type system (122).

But if we study Earth’s motion over several million years. For example. lf as is the displacement of the object (mass m) from the state of equilibrium and the force with which the two springs act on the object (the restoring force) is proportional to :1:. Systems of this kind are called conservative. can be assumed to hold true for such systems. A simple example of a conservative system is one consisting of an object moving horizontally in a vacuum under forces exerted by two springs (Figure 52). Differential Equations in Applications 2. that the sum of kinetic and potential energies remains constant. The law of energy conservation. namely. we must allow for energy dissipation related to tidal ilows of water in seas and oceans. rotating Earth may be seen as a conservative system if we take a time interval of several centuries. 1i>o.162.4 Conservative Systems in Mechanics Practice gives us ample examples of the fact that any real dynamical system dissipates energy. The dissipation usually occurs as a result of some form of friction. the equation of motion has the form m§-Q-1+kx=o. But in some cases it is so slow that it can be neglected if the system is studied over a fairly small time interval. .

since the restoring force exerted by them is a linear function of x.Ch. the equation of motion for such a nonconservative system is m!£+¢i‘€+kx=—. since the damping force is a linear function of velocity dx/dt. If f and g are such arbitrary functions that f(0) = O and g (O) = 0. Qualitative Methods 163 rn \ Fig. 2. If an object of mass m moves in a medium that exerts a drag on it (the damping force) proportional to the object’s velocity. daz dx m‘·(W·+§(·&T)+f(x)~0» (125) can be interpreted as the equation of motion of an object of mass m under a restoring force ——j (x) and a damping force —g (dx/dt).0 c>o (124) d¢2 dz ’ ’ Here we are dealing with linear damping. 52 Springs of this type are known as linear. the more general equation. Generally. these forces 11* .

(129) Then. The result is 33 i—nzz/3---1.m 2: ·-S f(E) dE 2 • 2 'yf) . assuming that as = xo at t = to and y = yo. hence Eq. From Eq. we can integrate Eq. (128) This equation can be written as my dy = -j(x) dx. (126) we can pass to the autonomous system 3 __ gg _ _ f(¤¤) in "y’ at — m · (127) If we now exclude time t from Eqs. (127)...7 xo . (125) can be con— sidered the basic equation of nonlinear mechanics. Let us briefly examine the special case of a nonlinear conservative system described by the equation d2 mg? +1* (w) =0» (126) where the damping force is zero and. hence.164 Differential Equations in Applications are nonlinear. (129) from to to t. we arrive at a differential equation for the trajectory of the system in the phase plane: dy __ __ f (¤¤) —(E— my . energy is not dissipated..

Qualitative Methods 165 which may be rewritten as 11 —§—my2+S f(§) d§=*g·”'»!/3+S 1‘(¤¤) dw00 (130) Note that my'!/2 := m(d:1:/dt)2/2 is the kinetic energy of a dynamical system and x V(w) = S f(E)d§ (131) 0 is the system’s potential energy. while the straight lines sc = 0:. Eq. Thus... 0). (130) expresses the law of energy conservation: émz/2+V(¤¤) =E» (132) where E = my?/2 -}.2:0) is the total energy of the system. Clearly.Ch. The singular points of system (127) are the points M`. are the roots of the equation f (as) = 0. (::1. As noted earlier. different values of E correspond to diiierent curves of constant energy in the phase plane.V (. Thus. (126). where :1:. 2. are parallel . (128).. (132) is the equation of the phase trajectories of system (127). Equation (128) implies that the phase trajectories of the system intersect the ac axis at right angles.. the singular points are points of equilibrium of the dynamical system described by Eq. Eq. since it is obtained by integrating Eq.

In addition. let us introduce the (. Note that since dx/dt = y. 72) —(E£+ksinx==0 (134) dia 3 ‘° . with the z axis lying on the same vertical line as they axis of tl1e phase plane. (132) in the form y = 1]/% [E—V(¤v)l. The above reasoning is fairly general and makes it possible to investigate the equation of motion of a pendulum in a medium without drag. z)plane (one such straight line is depicted in Figure 53).2: axis. if we write Eq. We then plot the graph of the function z = V (1:) and several straight lines z = E in the (x.2:. This enables us to mark the respective values of y in the phase plane. which has the form (see p. Then for a definite sc we multiply E — V (x) by 2/m and allow for formula (133). We mark a value of E — V (:1:) on the graph. In this case. (133) we can easily plot the phase trajectories. Eq. Indeed. z)-plane. the plane of energy balance (Figure 53). (132) shows that the phase trajectories are symmetric with respect to the . the positive direction along any trajectory is determined by the motion of the representative point from left to right above the az axis and from right to left below the x axis.166 Differential Equations in Applications to the as axis.

2: Fig. 53 with k a positive constant. it can be interpreted as an equation describing the frictionless moe tion in a straight line of an object of unit mass under a restoring force equal to .) { FE 1 11 11 0 1 ' "’ {I ‘I 91I 1I :1 11 1 1/-$[1* . Since Eq. Qualitative Methods 167 Z z=V(z2) 5-1/(1. 2.1/(. (126). (134) constitutes a particular case of Eq.:2] 1 0 .Ch.

. Zn. 0). (j rt. O). (134) is dd. —£—=—-ksinx.168 Differential Equations in Applications -—k sin :1:. 0 In the (x. In this case the autonomous system corresponding to Eq. . After determining a value of E —-— V (cv) we can draw a sketch . O). z = E = 2k. (135) The singular points are (O. we arrive at an equation for the phase trajectories. is shown). This equation is a particular case of Eq. -—%. (132) with m = 1. .yz-1+k (1 ·—-cos ac) = E. z)—plane we plot the function z = V (x) as well as several straight lines z = E (in Figure 54 only one such line. where the potential energy determined by (131) is specified by the relationship 3 V(x) = S f(§)d§==k(1——cos:z:). —a—?=y. and the differential equation of the phase trajectories of system (135) assumes the form dy __ _ k sin x YE" `—§_' Separating the variables and integrating. (.|.

1*©~ \J\J\ / 1 Fig.Ch.rrI -2zr wl _ m Zyr Jyrl as 1II 1{I1 1 I 3/ I I 1.I1 |1 ‘. 54 of the trajectories in the phase plane by employing the relationship y=:I:l/2[E-—V(¤¤)I· . 2. Qualitative Methods 169 z z=£_=2/{f £_Wx) Z==V{2:·)=k·—kc0sa: '1 {1 1 It I II -5.

0). .. where rz = 1. belong to the vorteaypoint type. the corresponding phase trajectories prove to be closed and Eq. . == 1. As for the above example. On the other hand. while the singular points (jam.. if E >2lc. (134) has no periodic solutions. Finally. . m = 0. 2. is a separatrix. .170 Difierential Equations in Applications The resulting phase portrait shows (see Figure 54) that if the energy E varies from O to 2k. . 2:1tm. . (134) acquires periodic solutions. the value E = 2lc corresponds to a phase trajectory in the phase plane that separates two types of motion. 2. .. O). 1. rz. belong to the saddle-point type. .. while the closed trajectories lying inside the regions bou_nded by separatrices correspond to oscillations of the pendulum. 1. The wavy lines lying outside the separatrices correspond to rotations of a pendulum. With some we will get acquainted shortly. . 2. O). There are different types of singular points. m = O. the respective phase trajectories are not closed and Eq. that is. 0). A singular point of an autonomous differential system of the (122) type is said to be a vortex point if there exists a neighborhood of this point completely filled with nonintersecting . the singular points (5. 2. Figure 54 shows that in the vicinity of the singular points (j2rcm. the behavior of the phase trajectories —differs from that of the phase trajectories in the vicinity of the singular points (—_l_—:rm.

while in the neighborhood of the singular points (j2¤tm. Now let us establish the effect of linear friction on the behavior of the phase trajectories of a conservative system.Ch.. A saddle point is a singular point adjoined by a finite number of phase trajectories ("whiskers") separating a neighborhood of the singular point into regions where the trajectories behave like a family of hyperbolas defined by the equation xy = const. 2. it can be shown that the phase trajectories are such as shown in Figure 55. 2. c>O. Qualitative Methods 171 phase trajectories surrounding the point. m = O. . the pendulum is able to oscillate about the position of equilibrium. the pattern of phase trajectories resembles the one depicted in Figure 56. that is. If we now compare the phase portrait of a conservative system with the last two portraits of nonconservative systems. we see that saddle points have not changed (we consider only small neighborhoods of singular points). 1. the closed phase trajectories have transformed into spirals (for low friction) or into trajectories that "enter" the singular points in certain directions (for high fric- . . O). But if friction is so high that oscillations become impossible. The equation is %%—+c·—°gl§i—+ksinx=O. lf friction is low.

h gy 5 .

l

174 Differential Equations in Applications tion). In the first case (spirals) we have singular points of the focal-point type and in the second, of the nodal-point type. A singular point of a two-dimensional autonomous differential system of the general type (122) (if such a point exists) is said to be a focal point if there exists a neighborhood of this point that is completely filled with nonintersecting phase trajectories resembling spirals that "wind" onto the singular point either as t-» +<x> or as t-> -0o. A nodal point is a singular point in whose neighborhood each phase trajectory behaves like a branch of a parabola or a half-line adjoining the point along a certain direction. Note that if a conservative system has a periodic solution, the solution cannot be isolated. More than that, if l` is a closed phase trajectory corresponding to a periodic solution of the conservative system, there exists a certain neighborhood of l` that is completely filled with closed phase trajectories. Note, in addition, that the above definitions of types of singular points have a purely qualitative, descriptive nature. As for the analytical features of these types, there are no criteria, unfortunately, in the general case of systems of the (122) types, but for some classes of differential equations such criteria can be formulated.

Ch.· 2. Qualitative Methods 175 A simple example is the linear system i§%‘:a1$+b1!/» ‘g'%=’a2$+bzy• where al, bl, az, and bz are real constants. If the coefficient matrix of this sytem is nonsingular, that is, the determinant at b1` 07 Iaz bz lf the origin O (O, O) of the phase plane is the only singular point of the differential system. Assuming the last inequality valid, we denote the eigenvalues of the coefficient matrix by X1 and X2. It can then be demonstrated that (1) if K1 and K2 are real and of the same sign, the singular point is a nodal point, (2) if X1 and K2 are real and of opposite sign, the singular point is a saddle point, (3) if X], and A2 are not real and are not pure imaginary, the singular point is a focal point, and (4) if kl and K2 are pure imaginary, the singular point is a vortex point. Note that the first three types of singular points belong to the so—called coarse singular points, that is, singular points whose nature is not affected by small perturbations of the right—hand sides of the initial differential system. On the other hand,

176 Differential Equations in Applications a vortex point is a fine singular point; its nature changes even under small perturbations of the right-hand sides. 2.5 Stability of Equilibrium Points and of Periodic Motion As we already know, singular points of different types are characterized by different patterns of the phase trajectories in sufficiently small neighborhoods of these points. There is also another characteristic, the stability of an equilibrium point, which provides additional information on the behavior of phase trajectories in the neighborhood of singular points. Consider the pendulum depicted in Figure 57. Two states of equilibrium are shown: (a) an object of mass m is in a state of equilibrium at the uppermost point, and (b) the same object is in a state of equilibrium at its lowest point. The first state is unstable and the second, stable. And this is why. If the object is in its uppermost state of equilibrium, a slight push is enough to start it moving with an ever increasing speed away from the equilibrium position and, hence, away from the initial position. But if the object is in the lowest possible state, a push makes it move away from the position of equilibrium with a decreasing speed, and the weaker the push the smaller the distance by which the

Ch. 2. Qualitative Methods {77 I I I I I I I Q; Fig. 57 object is displaced from the initial position. The state of equilibrium of a physical system corresponds to a singular point in the phase plane. Small perturbations at an unstable point of equilibrium lead to large displacements from this point, while at a stable point of equilibrium small perturbations lead to small displacements. Starting from these pictorial ideas, let us consider an isolated singular point of system (122), assuming for the sake of simplicity that the point is at the origin O (O, O) of the phase plane. We will say that this singular point is stable if for every positive R there exists a positive rg}? such that 12-0770

8-9 (in Russian).G. and all will prove that real movements require selecting out of the possible solutions of the equations of motion only those that correspond to stable states. Numerous examples can be added to this list. Chetaev (1902-1959) wrote: * .180 Differential Equations in Applications Nikolai G. The crankshaft must be so designed that it does not break from the vibrations that appear in real conditions of motor operation. .. Chetaev. it is advisable to change the design of the corresponding device in such a way that the state of motion corresponding to this solution becomes unstable. the gun and the projectiles must be constructed in such a manner that the trajectories of projectile flight are stable and the projectiles fly correctly. Stability of Motion (Moscow: Nauka. if we wish to avoid a certain solution..If a passenger plane is being designed. Returning to the pendulum depicted in Figure 57. 1965: pp. we note the following curious and somewhat unexpected fact. To ensure that an artillery gun has the highest possible accuracy of aim and the smallest possible spread. Moreover. a certain degree of stability must be provided for in the future movements of the plane so that it will be stable in {light and accidentfree during take-off and landing. Research has shown that the upper (unstable) position of equilibrium can be made stable by * See N.

1981) (in Russian). * Now let us turn to a concept no less important than the stability of an equilibrium point. Qualitative Methods 181 introducing vertical oscillations of the point of suspension. 2.G. More than that. Strizhak. Thus. the concept of stability of periodic movements (solutions). In other words. Methods of Investigating Dynamical Systems of the “Pendulum” Type (Alma-Ata: Nauka.Ch. In the phase plane these solutions are represented by closed trajectories that completely fill a certain region. at the x axis) will move apart to a certain finite distance * The reader can find many cxancplts cf stabilization of different 15 pcs of pcndulums in the book by T. Let us assume that we are studying a conservative system that has periodic solutions. the period of oscillations in a conservative system depends on the initial data. a horizontal position) by properly vibrating the point of suspension. Generally. the period of traversal of different trajectories by representative points is different. to each periodic motion of a conservative system there corresponds a motion of the representative point along a fixed closed trajectory in the phase plane. Geometrically this means that two closely spaced representative points that begin moving at a certain moment t = to (say. not only the upper (vertical) position of equilibrium can be made stable but also any other of the pendulum’s positions (for one. .

y2 = r2 will lie inside the circle :::2 + y2 = R2 for all t > to (Figure 58). if a singular point is not stable. it is said to be unstable. a singular point is said to be asymptotically stable if it is stable and if there exists a circle x2 —I— y2 = rf.178 Differential Equations in Applications . Without adhering to rigorous reasoning we can say that a singular point is stable if all phase trajectories that are near the point initially remain there with the passage of time. . Also. Finally.9 V WI W `J Fig. such that each trajectory that at time t = to lies inside the circle converges to the origin as t-> —{—oo. 58 every phase trajectory originating at the initial moment t = to at a point P lying inside the circle :1:2 —i.

O). no conditions are imposed on how the phase trajectory must approach point O (O. the well-known Soviet specialist in the field of mathematics and mechanics 12• . the singular points. which illustrates the behavior of the phase trajectories for pendulum oscillations in a medium with low drag. 2. The fact is that if a device is designed without due regard for stability considerations. The introduced concept of stability of an equilibrium point is purely qualitative. too. Qualitative Methods 179 A singular point of the vortex type is always stable (but not asymptotically). in Figure 56 the singular points. it is additionally necessary that every phase trajectory tend to the origin with the passage of time.Ch. focal points. As for the concept of asymptotic stability. which are nodal points. in this case. The concepts of stability and asymptotic stability play an important role in applications. Emphasizing the importance of the concept of stability. if compared with the notion of simple stability. A saddle point is always unstable. since no mention of properties referring to the behavior of phase trajectories has been made. are also asymptotically stable. However. are asymptotically stable. which in the iinal analysis may lead to extremely unpleasant consequences. In Figure 55. when built it will be sensitive to the very smallest external perturbations.

59 with the passage of time. If knowing an a-neighborhood (with a as small as desired) of a point M moving along a closed trajectory I` (Figure 59) * ensures that we: know a moving 6 (s)-neighborhood of the same point M such that every representative point that initially lies in the 6 (s)-neighborhood will never leave the e-neighborhood with the passage of time. But it also may happen that these points do not separate. . The essence of this concept lies in the following. To distinguish between these two possibilities. the concept of stability in the sense of Lyapunov is introduced for periodic solutions.182 Differential Equations in Applications y8 (:*2 P5 8 Y} g l·`ig. then the periodic solution * An s—neighborhood of a point M is understood to be a disk of radius 6 centered at point M.

for instance. which means that under small variations of initial data the representative point transfers from one phase trajectory to another lying as close as desired to the initially considered trajectory. orbital stability. in terms of an elliptic integral of the fnrst kind taken from 0 to at/2. Qualitative Methods 183 corresponding to l` is said to be stable in the sense of Lyapunov. In the second the oscillation period depends on the initial data and is expressed. 2. when we consider the differential equation that describes the horizontal movements of an object of mass ni in a vacuum with two linear springs acting on the object (Figure 52). An example of periodic solutions that are unstable in the sense of Lyapunov but are orbitally stable is the solutions of the differential equation (134).Ch. Examples of periodic solutions that are stable in the sense of Lyapunov are those that emerge. we must bear in mind that they still possess some sort of stability. . it is said to be unstable in the sense of Lyapunov. as we know. which describes the motion of a circular pendulum in a medium without drag. In the first case the oscillation period does not depend on the initial data and is found by using the formula T = 2nl/m/lc. If a periodic solution is not stable in the sense of Lyapunov. When it comes to periodic solutions that are unstable in the sense of Lyapunov.

Suppose that l` is a phase trajectory of system (122). Rouche. V. we note that the question of whether periodic movements are stable in the sense of Lyapunov is directly linked to the question of isochronous vibrations. Lukashevich. Press. Amel’kin. This method is known as Lyapunov’s direct. for example. and M. Stability Theory by Lyapunov`s Direct Method (New York: Springer. and A. A. * 2. This idea lies at the base of one of two methods used in studying stability problems.P. . P. Nonlinear Vibrations in Second-Order Systems (Minsk: Belorussian Univ. N. Lyapunov (1857-1918).6 Lyapunov Functions Intuitively it is clear that if the total energy of a physical system is at its minimum at a point of equilibrium. 1982) (in Russian). 1977). method for stability investigations. ** The reader will End many interesting examples of stability investigations involving differential models in the book by N. the point is one of stable equilibrium. ** We illustrate Lyapunov’s direct method using the (122) type of system when the origin is a singular point. the book by V. y) that is continuous together with its first partial derivatives 0V/6x and 6V/6y * See. Habets. Laloy. We consider a function V = V (x. Sadovskii. both suggested by the famous Russian mathematician Aleksandr M.184 Differential Equations in Applications Finally. or second.

2:. 2. The following concepts are important for the practical application of the method. y) are the righthand sides of system (122). For example. But if at points of G we have V (sc. y) is continuous together with its first partial derivatives 6V/Ox and 0V/dy in a domain G containing the origin in the phase plane. then on this curve the function V (x. Formula (136) is essential in the realization of Lyapunov’s direct method. y) is said to be nonnegative (nonpositive). Suppose that V = V(x. y) varies along l` is given by the formula dV GV dx OV dy _ OV ·g·. y)-plane is positive definite.=‘g jg‘l"‘5. y)/> 0 (Q O). y) and Y (sc. . y (1:)) moves along curve I`. If the representative point (sc (t).Ch. O) = O. with V (0. with the result that the rate at which V (:1:. Qualitative Methods 185 in a domain containing I` in the phase plane.. while the function V (as. y) = $2 is nonnegative since it vanishes on the entire y axis. y) may be considered a function of t. This function is said to be positive (negative) definite if at all points of G except the origin V (sc.· §—·gX($» H) where X (. the function V defined by the formula V (sc. y) = x2 + y2 and considered in the (az. the function V = V (1:. y) it is positive (negative).

One such surface is shown in Figure 61. where the section of the surface with the plane z = C results not in a curve but in a ring.%x<x. we can require that at all points of the domain G\O the following inequality hold true: OV 2 0V 2 (H) HE) * °· This means that the equation z = V (x. y) does not increase along the trajectory I` in the neighborhood of the origin. y) is such that Wo. the function V = V (zz.186 Differential Equations in Applications If V (x. which is . then the origin. We note here that in view of (136) the requirement that W be nonpositive means that dV/dtg 0 and. hence. lf a positive definite function V (0:. y) is positive definite. y>=2—’-§. y) with a positive definite V may specify a surface of a more complex structure. y). V is said to be the Lyapunov function of system (122).0) (Figure 60). Generally.y)-plane at point O (0. the equation z = V (ay. Here is a result arrived at by Lyapunov: if for system (122) there exists a Lyapunov function V (x. y> +i‘i§-ii Y as y> we is nonpositive. y) can be interpreted as the equation of a surface resembling a paraboloid that touches the (x.

60 z. y) is such that function Wdefined via (137) is negative definite. then the origin is asymptotically stable. If the positive definite function V = V (sc.Ch. 61 a singular point. is stable. W lI\\& y Fig. Qualitative Methods {87 z cv 0 5/ Fig. We will shew with an example how to . 2.

The kinetic energy of the object (of unit mass) is y2/2 and the potential energy (i.188 DiHerential Equations in Applications apply the above result. which in view of (124) can be written in the form -(3.+clg-?+kx=0. y)-plane is the only singular point. (138) The reader will recall that in this equation c > 0 characterizes the drag of the medium in which the object moves and k > 0 characterizes the properties of the spring (the spring constant). the energy stored by the spring) is S kg dg Z TQ. 0 This implies that the total energy of the system is VMS.e.azz. (138) has the form -3-?=y. c>0. $4:-—kx-cy.(140) It is easy to See that V specified by (140) . The autonomous system corresponding to Eq. y)=% y2+é— M2.. Let us consider the equation of motion of an object of unit mass under a force exerted by a spring.. (139) For this system the origin of the phase (x.

2. Lyapunov Functions (Moscow: Nauka. Many studies have been devoted to this problem and a number of interesting results have been obtained in recent yea1·s.g-Y<¤¤» y) =/~¤¤¤y+y(—k¤>-vy>= —cy2<0. This is not always the case. Qualitative Methods 189 is a positive definite function. . 1970) (in Russian). And since in the given case 0 -g-§X(¢» y>+. The formulated Lyapunov criterion is purely qualitative and this does not provide a procedure for Ending the Lyapunov function even if we know that such a function exists.A. Barbashin. O) is stable. however.7 Simple States of Equilibrium The dynamical interpretation of secondorder differential equations already implies " The interested reader can refer to the book by E.Ch. This makes it much more difficult to determine whether a concrete system is stable or not. this function is the Lyapunov function of system (139).* 2. In the above example the result was obtained fairly quickly. which means that the singular point O (O.. The reader must bear in mind that the above criterion of Lyapunov must be seen as a device for finding effective indications of equilibrium.

then the type of the singular point. It is also clear that. which in the given . We need criteria that will enable us to determine the type of a singular point from the form of the initial differential equation. differential equations cannot be integrated in closed form. It so happens that the simplest case in establishing the type of a singular point is when the Jacobian or functional determinant 6X 6X T9? 75] J ("’* y): ay ar "`6T T9? is nonzero at the point. using the example of an object of unit mass subjected to the action of linear springs and moving in a medium with linear drag.190 Differential Equations in Applications that investigation of the nature of equilibrium states or. generally speaking. But first let us discuss a system of the (122) type. the singular points provides a key for establishing the behavior of integral curves. y*) ak 0. how some results of the qualitative theory of differential equations can be used to this end. as a rule it is extremely difficult to {ind such criteria. Unfortunately. but it is possible to isolate certain classes of differential equations for which this can be done fairly easily. which is the same. y*) is a singular point of system (122) and if J* = J (x*. Below we show. If (x* .

If the phase tra- . or a focal point. But if functions X and Y are linear in variables as and y. y*) is a saddle point. And.Ch.2:*. y*) = O. only if D* = D (. generally. Note. the singular point (x*. a sufficiently small neighborhood of this point is filled with trajectories that either spiral into this point or converge to it in certain directions. there can be an infinite number of such conditions. the condition D* = 0 becomes sufficient for the singular point (. If J * > 0 but the singular point (42:*. For instance. that the condition D* = 0 is generally insufficient for the singular point (x*. the singular point may be a vortex point.z:*. Qualitative Methods 191 case is called a simple singular point. y*) is not a vortex point. For a vortex point to be present certain additional conditions must be met. if J * is negative. 2. and if . depends largely on the sign of constant J *. y*) to be a vortex point. y) =q.-7 vanishes at the singular point. the singular point is reached as i—> --o¤ and is unstable while if D* < 0. The singular point may be a vortex point only if the divergence 6X GY D(w. the singular point is reached as i-> +¤o and proves to be stable. however.+—g. conditions that include higher partial derivatives. Here. y*) to be a vortex point. if D* > 0.I`* is positive. a nodal point. that is.

6X (=¤*» y*) ~ 6X (=¤*» y*) ~ ° ( 0:1: w+ 6y y where . y*) ~ 6Y(¤>*.7=y—y*.· of what is known as exceptional directions. y*) can be found from what is known as the characteristic equation 0Y(=¤*.}* == D*2 — 4. .192 Differential Equations in Applications jectories that reach the singular point are spirals. =. the partial derivatives in Eq. but if the integral curves converge to a singular point along a certain tangent. (142) If X and Y contain linear terms. the tangents to the trajectories of the differential system (122) at a singular point (x*. the point is a nodal point (Figure 62).10*. if we introduce the slope 2.) A.}*.}*. Equation (141) is homogeneous. = O. —l— Y..)2 — 4.-:. Irrespective of the sign of Jacobian . (143) The discriminant of this equation is A = (X. we have the following quadratic equation for finding K: XQK2 + (X. y*)~ tg.::-. (141) act as coefficients of x and y in the system obtained from system (122) after introducing the substitution (142). Bx x + Oy y —— 141) Q. — Y. we are dealing with a focal point. .. —— Y. Hence.

Q Ik %— Hg I I ¤» R ° '° $-3 CQ __ * ··x I QS" I I ·~>°`° I ¤» *35 ¤ Q va __ IL] IQ I I I ~m ¤¤ ¤» ¤~ ° .2% Ln 13-0770 .

For one thing. (143) is not an identity. we have only one exceptional straight line. while the neighborhood of the singular point is divided into two sectors.194 Differential lriquations in Applications Hence. if there are two real exceptional directions. The existence of real exceptional directions means (provided that J * is positive) that there is a singular point of the nodal type. one of which is completely filled with trajectories that "enter" the singular point and touch ll and the other is completely filled with trajectories that "enter" the singular point and touch Z2. In the iirst case the singular point is either a vortex point or a focal point. or there is one 2—fold direction. (143) always gives two real exceptional directions. The boundary between the sectors . The singular point divides the exceptional straight line into two half—lines. or there are two. ll and Z2. there are no real exceptional directions. Eq. if J* <O. it can be proved that there are exactly two trajectories (one on each side) whose tangent at the singular point is one of the exceptional straight lines (directions) while all the other trajectories "enter" the singular point touching the other exceptional straight line (Figure 62a). If A = O and Eq. which corresponds to a saddle point. But if J * > 0. It can be obtained from the previous case when the two exceptional directions coincide. The pattern of the trajectories for this case is illustrated by Figure 62b.

one of which touches I1 at the singular point and the other touches L2 at this point. 2. and then all the straight lines passing through the singular point are exceptional and there are exactly two trajectories (one on each side) that touch each of these straight lines at the singular point. the differential equation describing the motion of a unitmass object under the action of linear springs in a medium with linear drag has the form 2 . Qualitative Methods 195 consists of two trajectories. with Eq.8 Motion of a Unit—Mass Object Under the Action of Linear Springs in a Medium with Linear Drag As demonstrated earlier. (145) 13* . (144) we can associate an autonomous system of the form -£§—=y.‘}E.i+c%§+kx=o. lf in Eq. we arrive at an identity. -%=·—kx—cy. (144) So as not to restrict the differential model (144) to particular cases we will not tix the directions in which the forces ——c (dx/dt) and —-kx act.Ch. (143) all coeflicients vanish. As shown earlier. 2. This point (Figure 62c) is similar to the point with one 2-fold real exceptional direction.

196 Differential Equations in Applications If we now exclude the trivial case with lc = O, which we assume is true for the meantime, the differential system (145) has an isolated singular point at the origin. System (145) is a particular case of the general system (122). In our concrete example the Jacobian J (:1:, y) = lc, and the divergence D (xr, y) : ——c. The characteristic equation assumes the form X2-{-cli.-|-k=0, where A =· cg — 4k is the discriminant of this equation. In accordance with the results obtained in Section 2.7 we arrive at the following cases. (1) lf lc is negative, the singular point is a saddle point with one positive and one negative exceptional direction. The phase trajectory pattern is illustrated in Figure 63, where we can distinguish between three different types of motion. When the initial conditions correspond to point a, at which the velocity vector is directed to the origin and the velocity is sufficiently great, the representative point moves along a trajectory toward the singular point at a decreasing speed; after passing the origin the representative point moves away from it at an increasing speed. If the initial velocity decreases to a critical value, which

Ch. 2. Qualitative Methods 197 y=.i: 0 E` ·¤ `C a Fig. 63 corresponds to point b, the representative point approaches the singular point at a decreasing speed and "reaches" the origin in an infinitely long time interval. Finally, if the initial velocity is lower than the critical value and corresponds, say, to point C, the representative point approaches the origin at a decreasing speed, which vanishes at a certain distance xl from the origin. At point (xl, O) the velocity vector reverses its direction and the representative point moves away from the origin. If the phase point corresponding to the initial state of the dynamical system lies in either one of the other three quadrants, the interpretation of the motion is obvious.

198 Differential Equations in Applications yar: x Fig. 64 fj Fig. 65 (2) If lc > O, then J * is positive and the type of singular point depends on the value of c. This leaves us with the following possibilities: (2a) lf c = O, that is, drag is nil, the singular point is a vortex point (Figure 64). The movements are periodic and their amplitude depends on the initial conditions.

Ch. 2. Qualitative Methods 199 (2b) If c > O, that is, damping is positive, the divergence D : OX/0.2; + GY/fiy is negative and, hence, the representative point moves along a trajectory toward the origi11 and reaches it in an infinitely long time interval. More precisely: (2b,) If A <O, that is, cg < 4k, the sin-gular point proves to be a focal point (Figure 65) and, hence, the dynamical system performs damped oscillations about the state of equilibrium with a decaying amplitude. (2b2) If A :0, that is, c2 :4k, the singular point is a nodal point with a single negative exceptional direction (Figure 66). The motion in this case is aperiodic and corresponds to the so—called critical damping. (2b,,) If A > O, that is, cg > 4k, the singular point is a nodal point with two negative exceptional directions (Figure 67). Qualitatively the motion of the dynamical system is the same as in the previous case and corresponds to damped oscillations. From the above results it follows that when c >O and k>O, that is, drag is positive and the restoring force is attractive, the dynamical system tends to a state of equilibrium and its motion is stable. (2c) lf c < O, that is, damping is negative, the qualitative pattern of the phase trajectories is the same as in the case (2b), the only difference being that here the

200 Differential Equations in Applications y=.z‘ 0 »Z' Fig. 66 _;/=.i~ .... \ ` I _Z. Fig. 67

1* . 63 y=. 69 dynamical system ceases to be stable.Ch. Qualitative Methods 201 k .2§ ` i Lv C>O Fig. Figure 68 contains all the above results and the dependence of the type of singular .-0* V% Eg #*~ Fig. 2.

These cases belong to those of complex singular points. (144) assumes the form dx dy W z ya `(T? = ""cy• This implies that the straight line y = 0 is densely populated by singular points. (144) assumes the form dzx az? *-0The respective autonomous system is da: dy . the fact that c = O does not generally mean that system (122) possesses a vortex point. if k = c = 0. and the fact that k = 0 does not mean that the system of a general type has no singular point. the autonomous system (145) corresponding to Eq. we note that if k = 0 (c qé O). Eq. Finally. which we consider below. Returning to the dynamical system considered in this section. with the phase trajectory pattern shown in Figure 69. However. Note that the diagrams can also be interpreted as a summary of the results of studies of the types of singular points of system (122) when J* #0 at c = —D* and lc = J*.202 Diflerential Equations in Applications point on the values of parameters c and k.

it also influences the operation of steam and gas turbines. For one thing. as in the previous case. the specific heat capacity of the gas is cp and the nozzle’s— varying cross-sectional area is denoted by A.Ch. that is. The respective phase trajectory pattern is shown in Figure 70.1: axis is densely populated by singular points. such flow emerges in the vicinity of a wing and fuselage of an airplane.9 Adiabatic Flow of a Perfect Gas Through a Noazle of Varying Cross Section A study of the flow of compressible viscous media is highly important from the practical viewpoint. 2. all its properties are assumed to be uniform in a single cross section of the nozzle. the . Below we discuss the flow of. (146) where q is the friction coefficient depend_ing basically on the Reynolds number but assumed constant along the nozzle. Qualitative Methods 203 Here. Friction in the boundary layer is caused by the tangential stress 1: given by the formula t = qpvz/2. a perfect gas through a nozzle with a varying cross section (Figure 7-1). the nuclear reactors. 2. jet engines. The flow is interpreted as one-dimensional. p the .

drag. and v the flow velocity. One of the basic equations describing this type of flow is the well-known conti- . combustion.204 Differential Equations in Applications _. and condensation are excluded. chemical transformations. we assume that adiabaticity conditions are met. 71 flux density. evaporation. that is.z· Fig.5* . Finally. 70 as / Fig./-.

we can write the equation for the flow energy as c. (149) where h is the enthalpy of the flow (the thermodynamic potential) at absolute temperature T. From this equation it follows that dp dA dv _ 7+7-}--7-0. 2. or dh —i— d (02/2) : O. In our case the flow is adiabatic. (149) dh = c. We note that generally such an equation links the external work done on the system and the action of external heat sources with the increase in enthalpy (heat content) in the flow and the kinetic and potential energies. therefore. (150) ..dT and. which in the given cse is written in the form w = pA v.wvz/2. the energybalance equation can be written in the form 0=w(h-l—dh)—-—wh —{— w [v2/2 + d (122/2)] ——. (148) Let us now turn to the equation for the energy of steady—state flow.Ch.dT + d (v2/2) = O. Qualitative Methods 205 nuity equation. But in Eq.. (147) where the flux variation rate w is assumed constant. hence.

1: dA = w dv. we can always assume that the momentum equation for the flow has the form -—A dp -—. The term dA dp in Eq.206 Differential Equations in Applications Now let us derive the momentum equation for the flow. we can write the momentum equation in the form pA+pdA—(p+dp)(A-l—dA)—1:dA = w dv. (153) Noting that pvz/2 = ·ypM2. (152) If we denote by D the hydraulic diameter. (151) where p is the static pressure. where x is the coordinate along the nozzle’s axis. we note that its variation along the nozzle’s axis is determined by a function F such that D = F (:1:). where Y is the specific heat ratio of the medium. and M . From the definition of the hydraulic diameter it follows that dA 4da: -1-I-zi . Assuming that the divergence angle of the nozzle wall is small. Note that here the common approach to problems involving a steadystate flow is to use Newton’s second law. (151) is of a higher order than the other terms and. therefore. or —A dp —-— dA dp — 1 dA = w dv.

(155) Denoting the square of the Mach number by y. when the Mach number becomes equal to unity.. (148). including compressibility and viscosity elfects. (150).+ YM-'*(4q—j—-|——. and (155). Kestin and S.-. Qualitative Methods 207 is the Mach number. This means that the integral curves of the last equation intersect what is known as the sonic line and have vertical tangents at the intersection points. 292: 172-175. Flow patterns derived for the flow of gases through nozzles.* The denominator of the right-hand side of Eq. 25. we arrive at the following differential equation: .. (154) Combining this with Eqs. . we arrive at the following represen— tation for the momentum equation (152): dp da: dv? __ -1. 179 (1953).” Aircraft Engm.-.. Since the right-hand * See J. that is. employing Eqs..Ch. we can write formula (146) thus: 1 := qypM2. (156) vanishes at y = 1.)-O.(156) dx (i-·y) F (¤¤) ’ where the prime stands for derivative of the respective quantity. (147) and (153).K. "One-dimensional high—speed flows. No. 2. and performing the necessary algebraic transformations. Zaremba.1 I @(1+-L——y) (wry-F (=•¤>> -‘k’-:-—-£-.

Hence. that is. on the other hand. (156) are specified by the equations y* :1. appears only if F" (x*) is negative. the integral curves “ilip over" and the possibility of inflection points is excluded. provided that the proiile contains an inflection point. at a certain distance from the throat of the nozzle. that is. F”(:1:*) > O. Thus. Since q is a sufficiently small constant. through a saddle point or a nodal point. the transition from subsonic flow to supersonic (and back) can occur inside the nozzle only through a singular point with real exceptional directions. (156) reverses its sign in the process of intersection. a nodal point emerges in the part of the nozzle that lies behind an inflection point of the nozzle’s profile or. a saddle point appears nea1· the throat of the nozzle. The coordinates of the singular points of Eq. the section on which the integral curves intersect the sonic line with vertical tangents must be the exit section of the nozzle.208 Differential Equations in Applications side of Eq. . A nodal point. in practical terms. Thus. The physical meaning of this phenomenon implies that along integral curves the value of a: must increase continuously. A saddle point appears if J* is negative. F’(¤¤*> = v<1» which imply that these points are situated in the divergiug part of the nozzle.

(156) cannot be integrated in closed form. The case of a nodal point (Figure 73) allows for a continuous transition only from supersonic to subsonic flow. we must employ numerical methods of integration in any further discussion. Since Eq. which lie on different sides of a separatrix. 2. l). Such a construction is indeed possible since the characteristic equation provides us with the direction of the two tangents at the singular point S (:1:*. hence. It is advisable in this connection to begin the construction of the four separatrices of a saddle point as integral curves by allowing for the fact that the singular point itself is a point. Qualitative Methods 209 From the characteristic equation F(¤¢*) K2 + 2qv (V +1)% —-2(Y +i)F”(¢*) =0 we can see that the slopes of the two exceptional directions are opposite in sign in the case of a saddle point and have the same sign (are negative) in the case of a nodal point. provide no in14-0770 . so to say. This means that only a saddle point allows for a transition from supersonic to subsonic velocities and from subsonic to supersonic velocities (Figure 72).Ch. from which these integral curves emerge. the corresponding points move along curves on and [5 that strongly diverge and. lf this is ignored and the motion monitored as beginning at points a and b in Figure 72.

73 formation about the integral curve (the separatrix) that "enters" point S.2* Fig. 72 !=”z .9 Fig.210 Differential Equations in Applications :.-F / cv / 7IS (2I/ / I b { I /3 /I {Ct .S’ 7 I I I I 0 1** .Z‘* .~1Z F Z22) ty Ly:. On the .

(156) vanishes.Ch. if we exclude the possibility of equilibrium points of the vortex and focal types emerging in this picture. which points to the presence of extrema. the error may be minimized if we allow for the convergence of integral curves in the direction in which the values of sc diminish. if we move along an integral curve that "emerges" from point S and we assume that the initial segment of the curve coincides with a segment of an exceptional straight line. Qualitative Methods 211 other hand. Figure 72 illustrates the pattern of integral curves in the vicinity of a singular point. then it appears that the neighborhood of a singular point can be broken down into 14* .10 Higher-Order Points of Equilibrium In previous sections we studied the types of singular points that emerge when the Jacobian J * is nonzero. 2. Then in the vicinity of a singular point there may be an iniinitude of phase—trajectory patterns. But suppose that all the partial derivatives of the functions X and Y in the right—hand sides of system (122) vanish up to the nth order inclusive. The straight line passing through point xt (the throat of the nozzle) corresponds to values at which the numerator in the right-hand side of Eq. 2. However.

but first let us make several assumptions to simplify matters.212 Differential Equations in Applications a finite number of sectors belonging to three standard types. and Y. We assume that the origin is shifted to the singular point. :1:* = y* = O. that is. In addition. y) ‘I’x(¤¤. y) (x2__‘_y2)(7l+1)/2 ’ (x2. Below we describe these sectors in detail.. y) Wy (rv. the right-hand sides of system (122) can be written in the form X (¤v» y) = X n (rv. we assume that the functions <D(=·=» y) (Dx (¢» y) (Dy (=¤. y) + ‘I’ (rn y>» where X . Under these assumptions the following assertions hold true. are polynomials of degree n homogeneous in variables as and y (one of these polynomials may be identically zero). and the functions (D and W have in the neighborhood of the origin continuous iirst partial derivatives. (1) Every trajectory of the system of equations (122) with right-hand sides of the (157) form that "enters” the origin along a certain tangent touches one of the ex- . These are the hyperbolic. y) (x2_)_y2)('Tl+1)/2 ’ (x2_·_y2)71/P ’ are bounded in the neighborhood of the origin. parabolic._|_y2)7l·/2 ’ 1 ‘I’<=·=. y) + (D (re y)» (157) Y (rm y) = Ya (w.. and elliptic.

Ch. 2. Qualitative Methods 213 ceptional straight lines specified by the equation wYn (an y) —— !/Xu (fe y) = 0- (158) Since the functions X ,, and Y,, are homogeneous, we can rewrite Eq. (158) as an equation for the slope A = y/x. Then the exceptional straight line is said to be singular if Xa (vs y) = Yum y) =0 on this straight line. Some examples of such straight lines are shown in Figure 62. The straight lines defined by Eq. (158) but not singular are said to be regular. (2) The pattern of the phase trajectories of (122) in the vicinity of one of the two rays that "emerge" from the origin and together form an exceptional straight line can be studied by considering a small disk (centered at the origin) from which we select a sector limited by two radii lying sufficiently close to the ray on both sides of it. Such a sector is commonly known as a standard domain. More than that, in the case of a regular exceptional straight line, which corresponds to a linear factor in Eq. (158), the standard domain considered in a disk of a sufficiently small radius belongs t.o either one of two types: attractive or repulsive. (2a) The attractive standard domain is characterized by the fact that each tra-

214 Diflerential Equations in Applications Fig. 74 Fig. 75 jectory passing through it reaches the origin along the tangent that coincides with the exceptional straight line (Figure 74). (2b) The repulsive standard domain is characterized by the fact that only one phase trajectory passing through it reaches the singular point along the tangent that coincides with the exceptional straight line. All ot.her phase trajectories of (122) that enter the standard domain through the boundary of the disk leave the disk by crossing one of the radii that limit the domain (Figure 75).

Ch. 2. Qualitative Methods 215 Let us turn our attention to the following fact. If the disk centered at the origin is small enough, the two types of standard domains can be classified according to the behavior of the vector (X, Y) on the boundary of the domain. ’[`he behavior of vector (X, Y) can be identified here with the behavior of vector (X ny Yn). More than that, it can be demonstrated that if, as assumed, a fixed exceptional direction does not correspond to a multiple root of the characteristic equation, the vector considered on one of the radii that limit the domain is directed either inward or outward. Then if in the first case the vector considered on the part of the boundary of the standard domain that is the arc of the circle is also directed inward, and in the second case outward, the standard domain is attractive. But if the opposite situation is true, the standard domain is repulsive. It must be noted that in any case the vector considered on the part of the boundary that is the arc of the circle is always directed either inward or outward since it is almost parallel to the radius. Standard domains corresponding to singular exceptional directions or multiple roots of the characteristic equation have a more complicated nature, but since to some extent they constitute a highly rare phenomenon, we will not describe them here. lf we now turn, for example, to a saddle

216 Differential Equations in Applications point, we note that it allows for four repulsive standard domains. In the neighborhood of a singular point of the nodal type there are two attractive standard domains and two repulsive. (3) If there exist real-valued exceptionaldirection straight lines, the neighborhood of a singular point can be divided into a finite number of sectors each of which is bounded by the two phase trajectories of (122) that "enter" the origin along definite tangents. Each of such sectors belongs to one of the following three types. (3a) The elliptic sector (Figure 76) contains an infinitude of phase trajectories in the form of loops passing through the origin and touching on each side of the boundary of the sector. (3b) The parabolic sector (Figure 77) is filled with phase trajectories that connect the singular point with the boundary of the neighborhood. (3c) The hyperbolic sector (Figure 78) is filled with phase trajectories that approach the boundary of the neighborhood in both directions. More precisely: (Zia) Elliptic sectors are formed between two phase trajectories belonging to two successive standard domains, both of which are attractive. (4b) Parabolic sectors are formed between two phase trajectories belonging to" two

Ch. 2. Qualitative Methods gn Fig. 76 Fig. 77 Fig. 78 successive standard domains one of which is attractive and the other repulsive. All phase trajectories that pass through the latter domain touch at the singular point of the exceptional straight line that defines the attractive domain.

where the Jacobian J * is nonzero.11 Inversion with Respect to a Circle and Homogeneous Coordinates Above we described methods for establishing the local behavior of phase trajectories of differential systems of the (122) type in the neighborhood of singular points. in the book by V.V Ame1’kin.P.218 Differential Equations in Applications (4c) Hyperbolic sectors are formed between two phase trajectories belonging to two successive repulsive standard domains. For example-. Lukashevich.* 2. Press. and A. 1982) (in Russian . Nonlinear Vibrations in Second—0rder Systems (Minsk: Belorussian Univ. for examp e. it is easy to distinguish the four hyperbolic sectors at a saddle point and the four parabolic sectors at a nodal point. lf a singular point does not allow for the existence of real exceptional directions. .A. N. And although in many cases all required information can be extracted by following these methods. Sadovskii. there may be a need to study the " Methods that make it possible to distinguish between a vortex {Joint and a focal point are discussed. the phase trajectories in its neighborhood always possess the vortex or focal structure. Elliptic sectors do not appear in the case of simple singular points.

Qualitative Methods 219 trajectory behavior in infinitely distant parts of the phase plane. __ n {L.§··_F§i·. Note that in the majority of . y) of the phase plane into point M ’ (§. the slopes of asymptotic directions are the slopes of tangents at the new origin § = 1] = O. Hence.{32+*12 ’ y. which is defined by the following formulas: . say by inversion. It is well known that such a transformation maps circles into circles (straight lines are considered circles passing through the point at infinity). Transformation (159) maps every finite point M (az. with points M and M' lying on a single ray that emerges from the origin and obeying the condition OM >< OM' =-· rz (Figure 79). Geometrically this transformation constitutes what has become known as inversion with respect to ci circle and maps the origin into the point at infinity and vice versa.§”+n“ $y (g2··`_. as x2 —1~ y2 —> oo. straight lines passing through the origin are invariant under transformation (159). For one thing. 2.__ E. A simple way of studying the asymptotic behavior of the phase trajectories of the differential system (122) is to introduce the point at infinity by transforming the initial differential system in an appropriate manner. 1]) of the same plane.Ch.

80 cases the new origin serves as a singular point. f Fig. The reasons for this are discussed below. .220 Differential Equations in Applications ml ·¤ wv. 79 N Fig.

We also note that completion of the (:1:. we can always establish the point where the curve intersects the respective unit circle in the (1:. 1])-plane. y)-plane. by considering this curve in. 2. y)-plane with the point at infinity is topologically equivalent to inversion of the stereographic projection (Figure 80). if we map the plane onto the sphere. more precisely. a vector field on the plane transforms into a vector field on the sphere and the point at infinity may prove to be a singular point on the sphere. Although inversion with respect to a circle is useful. it proves cumbersome and inconvenient when the point at infinity has a complicated structure. ij)-plane. that is. The fact is that since a unit circle is mapped. In such cases . 1])-plane. Conversely. The projection center N is the antipodal point of S. into itself. via transformation (159). any further investigations can be carried out in the usual manner. y)-plane. in which the points on a sphere are mapped onto a plane that is tangent to the sphere at point S. has a definite tangent at the origin of the new (Q. a unit circle in the (Q. this can be started by considering the (§. Qualitative Methods 221 As for the question of how to construct in the old (sc. It is clear that the projection center N corresponds to the point at infinity in the (41:.Ch. say. y)-plane a curve that has a definite asymptotic direction.

But if z = 0. y)-plane is associated with a triple of real numbers (§. y = 1]/z. Such a straight line may carry several singular points. y)-plane completed with the straight line at infinity is called the projective plane.·‘= 0. eq. This implies that every point of the projective plane is mapped continuously and in a one-to-one manner onto a pair of antipodal points on the unit sphere. The (x. Under this transformation. If we now consider a pencil of lines and describe its center with a sphere of. more convenient. If a point (x. say. y) is not at infinity. kz) for every real k q'-= O. z) and (k§. transformation of the (:1:.222 Differential Equations in Applications another. the projective plane may be interpreted as the set of all pairs of antipodal points on a unit sphere. and the nature of these points is usually simpler than that of a singular point introduced by inversion with respect to a circle. lm. we have a straight line at infinity. To visualize the projective plane. unit radius. then each line of the pencil intersects the sphere at antipodal points. each point of the (x. 1]. we need only consider one-half of the sphere and assume its points to be the points of the . y)—plane is used by introducing homogeneous coordinates: as = §/z. Thus. z) that are not simultaneously zero and no difference is made between the triples (§. z =.

which touches it at pole S (Figure 81). Qualitative Methods 233 é‘·=z=·—0 **0 AM. the lower one) onto the ot-plane. the projective plane.9 Fig. Each pair of the antipodal points of the boundary corresponds to a line at infinity. the gaseous fuel—air mixture is forced through rotating . If we orthcgonally project this hemisphere (say. 81 projective plane. 2.Ch. and the completion of the Euclidean plane with this line transforms the plane into a closed surface.12 Flow of ra Perfect Gas Through a Rotating Tube of Uniform Cross Section In some types of turboprop helicopters and airplanes and in jet turbines. 2. we ¢=z=0 lL i iA' Ew . the projective plane is mapped onto a unit disk whose antipodal points on the boundary are assumed identical.

where v is the speed of a gas particle with respect to the tube." Aeronaut. Zaremba.K. "Adiabatic one-dimensional flow of a perfect gas through a rotating tube of uniform cross section. 82 tubes of uniform cross section installed in the compressor blades and linked by a hollow vertical axle.* It is * See I . Figure 82 depicts schematically a single rotating tube of a compressor blade. Kestin and S. . 4: 373-399 (1954). In a blade the gaseous mixture participates in a rotational motion with respect to the axis with constant angular velocity co and moves relative to the tube with an acceleration v (dv/dr). Quart. and r is the coordinate measured along the rotating compressor blades.224 Differential Equations in Applications d CK 5 C ’ V QH ` e Fig. To establish the optimal conditions for rotation we must analyze the flow of the mixture through a rotating tube and link the solution with boundary conditions determined by the tube design.

We ignore here the effect produced by pressure variations in the tube (if they exist at all) and by variations in pressure drop acting on the cross section plane. the gas is accelerated thanks to the combined action of the pressure drop and dynamical acceleration in the rotation compressor blade. 2. The boundary of the cavity occupied by the gas is denoted by a. generally speaking. to the cross section b by rl.Ch. both of which are the result of the Coriolis force. requires experimental verification. the gas is assumed perfect with a speciiic heat ratio y. Qualitative Methods 225 assumed that the fuel-air mixture. and all the processes that the gas mixture undergoes are assumed reversibly adiabatic (exceptions are noted below). It is assumed that the gas expands through a nozzle with an outlet cross section b that at the same time is the inlet of a tube of uniform cross section. whose initial state is known. is supplied along the hollow axle to a cavity on the axle in which the flow velocity may be assumed insignificant. since the existence of a lateral pressure drop may is-0770 . The expansion of the gas mixture from state a. we denote the velocity of the gas after expansion by vi and the distance from the rotation axis O. to state b is assumed to proceed isentropically. When passing through the tube. The last assumption. whose uniform cross—sectional area will be denoted by A and whose hydraulic diameter by D.

But if the diameter of the tube is small compared to the tube’s length.226 Differential Equations in Applications serve as a cause of secondary flows. It is now clear that the equations of momentum and energy balance for a compressible mixture traveling along a tube of uniform cross section must be modified so as to allow for forces of inertia that appear in a rotating reference frame. we consider two modes of passage of the mixture through the nozzle. This produces a thrust force caused by the presence of a torque. such an assumption is justified. As for the continuity equation. it remains the same. Denoting the external (atmospheric) pressure by Pa. Below for the sake of simplicity we assume that the exit nozzle is a converging one and has an exit (throat) of area A*. . Now let us suppose that starting from cross section c at the right end of the tube the gas is compressed isentropically and passes through a diverging nozzle. In the process it transfers into a state of rest with respect to the compressor blade in the second cavity at a distance r3 from the rotation axis and reaches a state with pressure Pd and temperature Td. From the second cavity the gaseous mixture expands isentropically into a converging or converging—diverging nozzle in such a manner that it leaves the cavity at right angles to the tube’s axis.

that is. to a situation in which the P3-to-Pd ratio exceeds the critical value. Qualitative Methods 227 The first applies. 2./Pa < (2/(v + i)"’"‘*’The pressure P3 at the nozzle’s throat has a fixed value that depends on Pd but not on P3.Ch. P3 —-= P3.. Hence. In further analysis the flow is assumed adiabatic everywhere and isentropic everywhere except in the tube between cross sections b and c. let us now consider the continuity equation. or P. the equation of 15* ./Pd > (2/(v + i))""""’· In this case the flow at the nozzl0°s throat is subsonic and. pressure P3 at the throat is equal to the atmospheric pressure. The second case applies to a situation in which the Pa-to-Pd ratio is below the critical value.. As in the case where we derive the differential equation that describes the adiabatic flow of a perfect gas through a nozzle of varying cross section. P3 -= (2/(V + i))""""’ PaIn the latter case the flow at the nozzle’s throat has the speed of sound Us = (2/(v + i))"2 aa where ad depends only on temperature Td. hence. or P.

4.wzf dr . _ 1p— V . V3 A .. the equation of continuity in this case has the form . (160) with V the speciiic volume and xp the flux density. 83 momentum. . To derive the equation of motion..4 r' + dr Fig. or ‘\|> = mr/A.228 Differential Equations in Applications x U 7 U+d0 . For instance.. and the equation of energy balance.2.1. We note that the dynamical effect of the rotational motion of the compressor blade can be used to describe the flow with respect to the moving tube. or the momentum equation.const...0 P+6Z'/D v/ [. we turn to Figure 83. . where m' is the flux mass. where in accordance with the D’A1embe1·t principle the force of inertia dI = {3.

Here ·t : Z. Hence. If we define the speed of sound a via the equation h:`QlT> we find that ada-l——·Y—%vdv—— -3%-}—w2rdr=O. remains constant along the entire tube. where h is the enthalpy. (02/2V). As a first approximation we can assume that 2. it is simple to derive if we use the first law of thermodynamics for open systems and bear in mind that the amount of work performed by the system is wzr dr.Ch. we can write the momentum equation in the form A dv 2}»Av2 A ·I7dT°U·H·. V dP —|—v dv-}. depends on the Reynolds number R. Thus dh—|—vdv—-w2rdr=O. Qualitative Methods 229 is assumed to act in the positive direction of r. .·-—-· dT°·l······I7ZU2T°dr. or after certain manipulations. With this in mind. and the friction force dF = (4A/D) dr. the force of pressure A dP. the element of mass dm 2 (A/V) dr moves with an acceleration v(dv/dr) caused by the combined action of the force of inertia dI.ED?-L v2dr—w2r dr= 0. where 7. (161) As for the energy-balance equation. 2.

3% ww. · (166) . (162).7) 7. + ig" *.230 Differential Equations in Applications This leads us to the following energy-balance equation: ag Z az -1. (161). (164) By excluding the pressure and specific volume from the basic equations (160). G2 = w2D”/a§. The continuity equation (160) implies that V = v/wp.2 v—1 w2r2 dv . This equa— tion serves as the basic equation for solving our problem. (163) we arrive at the equation 2 -1 -1 %:1—-JT-M§-l.— T with Eq. and (164) we can derive an equation that links the dimensionless quantity M0 with the dimensionless distance. (162) If we now introduce the dimensionless quantities M0 = v/ao. (165) Then. we arrive at the following relationships: _ a2 _ ·y—1 _ ’y—1 wz pr (Ri W“‘*”wT"2)‘f» dP _ Y—1 wgr __ y——1 a2 YT"` y v ( 2v Jr qe. as = r/D..-Y-gi U2..%—G2x2. combining __ ___ 'yPv G2 -—.

yM§—-Gaz.. (165) and the value of dP/dr from Eq.*129 ’ (169) where E : Q2-}. Q = mq. 2. the origin constitutes a singular point for Eq. Clearly. Gzxz Assuming that 1 M§=y.2·····T]2. A : §. p=—y2—(v+1>. (166) into the momentum equation (161) and allowing for the relationship (163).) o (167) at 4-% Mg . The lowest—order terms in both numerator and denominator are quadratic.Ch. Qualitative Methods 231 Substituting the value of V from Eq. . we reduce it to Q Z 2E*l(E·°··P*lE+¢1G“E. If we discard higher-order terms.Us we can rewrite Eq. we arrive at the differential equation djtlg Z 2M1§(22. Introducing the variables (159).q2.G2§. (169). lg.!.2)+2*1(*12·~E2)Q di A (E“—·PT\E ·|· <1G”§’) + @. 1 q : if (Y '. m=2?»v. (167) as dy __ 2y (my——G2x) "ds?" 1——py—|—qG2x2 ° (*68) The differential equation (168) is the object of our further investigation.

232 Differential Equations in Applications as we did on p. It is easy to see that for § and 1] positive the value of X4 (§. 211 when discussing higherorder equilibrium points. X4 (gv = qG2E2 (E2 — 112) + 4E112 (mn — G2E). The characteristic equation of the differential equation (169) assumes the following form after certain manipulations: En (E2 + 112) [(q + 2) G2E —· 2*1111] = 0(170) This leads us to three real—valued exceptional straight lines: (¤) E=0» (b)11 =0» <¤> (q + 21 Gag — 2m. (27*) Each is a regular straight line and corresponds to one of the factors in Eq. iq) is positive in the neighborhood of all three exceptional straight lines. (170). the origin is a higher-order singular point. X4 (gs g Z gl} TIS) l(q"l`2) G2E"2”"ll E lqG2E2 (E2 — 112)+ 4En* (mn —. hence. we iind that Y4 (gv Tl) = 2qG2E211 + 211 (112 — E2) (mn — G2E). with the result that the expression Yi (E. 11) _. and.G2E)l . = 0.

while the domains containing the straight lines (17ia) and (171b) must be attractive. 2.Ch. hence. is negative below the straight line (171c) and positive above. In view of the symmetry of the field specified by vector (X4. As for the radii lying between the straight lines (171c) and (171a). Thus. the above facts remain valid for standard domains obtained from those mentioned earlier by a rotation about the singular point through an angle of 180°. Y4). . Geometrically this means that the righthand side of the differential equation El. Y4 (gv ll) dg X4 (gs determining the behavior of integral curves in a disk of sufficiently small radius and centered at the origin fixes an angle greater than the angle of inclination of the radii that lie in the first quadrant between the straight lines (171b) and (171c). Qualitative Methods 233 has the same sign in both the first quadrant and the neighborhood of the straight lines as the left-hand side of (171c) and. the standard domain containing the straight line (171c) must be repulsive. on them the right—hand side of this differential equation fixes an angle that is smaller than the angle of inclination of these radii (Figure 84). The explanation lies in the fact that (172) may change sign only when an exceptional straight line is crossed.

there are exactly two integral curves that "enter" the singular point along the tangent (171c) and an infinitude of integral curves that touch the coordinate axes (171a) and (171b) at the point of rest.234 Differential Equations in Applications / \ em 7 X —¤~ f `\ TY ’ //4/ /K // x \ jr +\ Ai `é\ /7 Ev Fig. These sectors are parabolic because they lie between two successive standard domains. 84 Thus. one of which is attractive and the other repulsive. More than that. Each of the first and third quadrants is divided into two sectors by the integral curves that touch the exceptional straight line (171c) at the origin. We see then that the second and fourth quadrants contain elliptic sectors since they lie between two successive attractive standard domains (Figure 85). all the integral curves except those that touch the straight line (171c) touch the .

2: -—>oo or y ->cx>.Ch. 2. we see that there exists exactly one integral curve having an asymptotic direction with a slope (q —{. y)—plane. Turning to this plane. we can analyze the differential equation (168) solely in the first quadrant of the (sc. Indeed.2) G2/2m. that is. All other integral curves allow for the asymptotic direction of one of the coordinate axes. along each of them in the movement toward infinity not only does y/x —>0 or :1:/y -—>0 but so does y -+0 or cc —->0 (with . 85 coordinate axes (171a) and (17lb) at the singular point. Qualitative Methods 235 7 is Fig. Basing our reasoning on physical considerations. respec- . it is easy to prove that all these integral curves asymptotically approach one of the coordinate axes.

and ·a special investigation is required to clarify it.2: Fig.236 Diflerential Equations in Applications 0 . where some integral curves have been plotted at great values of :1: and y. .13 Isolated Closed Trajectories We already know that in the case of a singular point of the vortex type a certain region of the phase plane is completely filled with closed trajectories. However. This is illustrated in Figure 86. Note that the pattern of integral curves at a finite distance from the origin depends primarily on the position of the singular points. It can also be proved that the integral curves that approach the coordinate axes asymptotically (Figure 86) leave the first quadrant at a finite distance from the origin. 86 tively). 2.

we introduce polar coordinates r and 9. 2. and in other fields. in various aspects of automatic control. To solve this system. Then. Qualitative Methods 237 a more complicated situation may occur when there is an isolated closed trajectory. Interestingly. where x = rcos 6 and y = rsin 9. only nonlinear differential equations and systems can have isolated closed trajectories. radiophysics. a trajectory in a certain neighborhood of which there are no other closed trajectories. astronomy. Below we study the possibility of isolated periodic solutions emerging in processes that occur in electric circuits. Isolated periodic solutions correspond to a broad spectrum of phenomena and processes occurring in biology. differentiating the relationships x2 —|— y2 == rz and 9 = . Such solutions emerge in differential models in economics. we also consider as a model the nonlinear differential system {j—§°—=—y+=v(i ——·w”—y2). dy (173) Ei-:-:z:—|—y(l —-0:2-y2).Ch. This case is directly linked with the existence of isolated periodic solutions. that is. and the theory of device design. in airplane design. medicine. oscillation theory.

adding the products. we arrive at dx dy __ dr dy _ dx _ _ dB` "w+ya7··rw· xr. and allowing for the first relationship in (174). ·aT—1. (175) and (176) imply that system (173) can be reduced to the form dr df) _ 717--T(1··—T°2). Since at the moment we are only interested in constructing trajectories. (176) System (173) has only one singular point. Then Eqs.238 Differential Equations in Applications tan·1(y/x) with respect to t. . (175) Multiplying the second equation in (173) into sc and the first into y. and allowing for the second relationship in (174). we find that rz gil. we find that dr r -8-2-: rz (1 -1*2). ff aT··’2‘a2‘· (174) Multiplying the first equation into sc and the second into y. O (0. Each of these equations can easily be integrated and the entire family of solutions. we can assume that r is positive. 0). subtracting one product from another. rz.

These two relationships define a closed trajectory. a circle x2 —l. there can be two additional types of limit cycles. COS + tg) sin to) x = -·T ———— » I! = +*——_————-——‘ V 1+C¢‘”‘ I/1+ 06** If now in the first equation in (178) we put C-:0. A limit cycle is said to be (orbitally) unstable if all neighboring trajectories spiral away from it as t—»—|—o<>. from the inner side) spiral on to it and all neighboring trajectories . in terms of the old variables x and y. it is clear that r is greater than unity and tends to unity as t —> +oo. it is clear that r is less than unity and tends to unity as t -» +oo. is given by the formulas 1 ’ 9:-1t+t°’ (178) or. more precisely. But if C is positive. And a limit cycle is said to be (orbitally) half-stable if all neighboring trajectories on one side (say. This means that there exists only one closed trajectory r == _1 which all other trajectories approach along spirals with the passage of time (Figure 87). Qualitative Methods 239 as can easily be seen. 2. we get r=1 and 6:-—t-{—t0. In fact.Ch. Closed phase trajectories possessing such properties are known as limit cycles or. (orbitally) stable limit cycles.y2 L-= 1. If C is negative.

this cannot be done. In the above example we were able to find in explicit form the equation of a closed phase trajectory. Note that a closed trajectory of (122).240 Differential Equations in Applications . on the outer side) spiral away from it as t->-|—¤¤. there are no closed trajectories in the region either.7 7 . implies that if there are no singular points of a differential system within a region of the phase plane. if such a trajectory exists.z* Fig. but generally. 87 on the other side (say. of course. contains within its interior at least one singular point of the system. This. for one thing. Hence the importance in the theory of ordinary differential equations of criteria that enable at least specifying the regions where a limit cycle may occur. .

·••"""°`_—"-°`7<\\ X0`F ’x (i I1 l1 \/ \\ // Fig. then F is either closed or approaches a closed trajectory along a spiral with the passage of time. With each boundary point of D we associate a vector V(¢¤» y) = X (rv. Then the PoincaréBendixson criterion holds true. We illustrate this in Figure 88. 88 Let D be a bounded domain that lies together with its boundary in the phase plane and does not contain any singular points of system (122). Here D consists of two closed curves I`. y)i+Y(¤¢. Qualitative Methods 241 T1 f/. and remains there at all 16-0770 . 2. if a trajectory T` that emerges at the initial moment t= to from a boundary point. ij I` is a trajectory of (122) that at the initial moment t:-· to emerges from a point that lies in D and remains in D for all t) to. y)iThen. namely.Ch. enters D. and I`2 and the circular domain between them.

the domain D lying between the circles with radii r = 1/2 and r = 2 contains no singular points. success depends both on the type of system and on the experience of the researcher. according to the above criterion. which is associated with the points on the boundary of D. is always directed into D. since no general methods exist for building the appropriate domains and. it is a circle of radius r = 1. O). it will along a spiral approach a closed trajectory F0 that lies entirely i11 D. O (O. however. At the same time we must bear in mi11d that . then. The differential system (173) provides a simple example illustrating the application of the above criterion in finding limit cycles. that great difficulties are generally encountered in a system of the (122) type when we wish to realize practically the Poincaré-Bendixson criterion. system (173) has only one singular point. and. The curve I`0 must surround a singular point of the differential system. therefore. Such a closed trajectory does indeed exist. The first equation in (177) implies that dr/dt is positive on the inner circle and negative on the oute1·. therefore. Note. Indeed. not lying in D.242 Differential Equations in Applications moments tgto. This means that the circular domain lying between circles with 1·adii r = 1/2 and r : 2 must contain a closed trajectory of the differential system (173). Vector V. point P.

. y)=(i——y)F(¤¤). which constitutes a differential model for describing an adiabatic OIl9"(llI1"l|3l1Sl(l113l flow of a perfect gas of constant specific heat ratio througli a nozzle with drag.* then no limit cycles of the dijjerential system (122) can exist in D. 16* .. y) that is continuous together with its first partial derivatives and is such that in a simply connected domain D of the phase plane the sum 0 (BX) 0 (BY) 0. then for this equation we have X(¤v. ln this respect the most widespread condition is the Dulac criterion: if there exists a function B (x. At B (x.Ch.1 I Y(¤v. y) Ei 1 the criterion transforms into the Bendixson criterion. Qualitative Methods 243 finding the conditions in which no limit cycles exist is no less important than establishing criteria for their existence. y)=4y (1l+ y) <vqy—F (·¤¤))· If we put v—1 ·* Btw.—— 0]} * That is.. lf we turn to the differential equation (156). y)= {4yF(¤v) [1+ —q. 2. positive definite or negative definite.2: + Oy is a function of fixed sign.

and does not pass through the singular points of this system. say. Eq. is characterized by a certain direction speciiied by an angle 9 (Figure 89).244 Difierential Equations in Applications we find that 6(BX) 6(BY) _ Yq dx + dy = F(x) >O and. Let us discuss one more concept that can be employed to establish the existence of limit cycles. hence.e. hence.y)=X(¤v» 1/)i+Y(¤>. if P (x. with i and j the unit vectors directed along the Cartesian axes. Let I` be a simple closed curve (i. This number n is said to be the index of the closed curve I` (or the index of cycle I`). a curve without self~intersections) that is not necessarily a phase trajectory of system (122). angle 9 acquires an increment A9 = 2nn. lies in the phase plane. that is. vector V performs an integral number of cycles in the process. If point P (x. (156) has no closed integral curves. the vecto1· V(¤v. or zero.y)i. a negative integer. y) moves along I`. with n a positive integer. y) is a point of I`. counterclockwise a11d completes a full cycle. Then. The concept is that of the index of a singular point. lf we begin to contract I` in such a manner that under this deformation I` does not . is a nonzero vector and.

89 pass through singular points of the given vector Held. remain an integer. (2) the index of a closed curve surrounding several singular points is equal to the sum of the indices of these points. and (3) the index of a closed curve encompassing only ordinary points is zero. The index has the following properties: (1) the index of a closed trajectory of the diyjerential system (122) is equal to +1. vary continuously and. This means that under continuous deformation of the curve the index of the cycle does not change. the index of the cycle must. on the one hand. Qualitative Methods 245 V y0 F 0 eZ` Fig. .Ch. on the other. 2. This property leads to the notion of the index of a singular point as the index of a simple closed curve surrounding the singular point.

are not (see Figure 90). Figure 91 depicts singular points with . and h is the number of hyperbolic sectors. The trajectories may intersect L or touch it. We can still use formula (179) to calculate the index of a singular point. while the C-type points. For practical purposes the following simple method may be suggested. a closed trajectory must enclose either one singular point with an index -}-1 or several singular points with a net index equal to -{-1. that since the index of a closed trajectory of system (122) is always +1. In the latter case only exterior points of contact (type A) or interior points of contact (type B) are taken into account.246 Differential Equat·ions in Applications This implies. The index of a singular point is calculated by the formula n:1+§#. for one thing. but now e is the number of interior points of contact and h the number of exterior points of contact of trajectories of (122) with cycle L. points of inflection. This fact is often used to prove the absence of limit cycles. Suppose that L is a cycle that does not pass through singular points of (122) and is such that any trajectory of (122) has no more than a finite number of points common to L. uw) where e is the number of elliptic sectors.

Earlier it was noted that constructing a complete picture of the behavior of the phase trajectories of the differential system (122) is facilitated by introducing the point at infinity via transformations (159). the point at infinity must be a singular point with a nonzero index. But if instead of inversion we employ homogeneous coordinates. Qualitative Methods 247 O am QM B'<\>L Fig. the not index of the points is +2. Thus. That . 2. if the net index of all the singular points of a differential system (possessing a finite number of such po. 90 indices 0. +3. Topological considerations provide a very general theorem which states that when a continuous vector field with a finite number of singular points is specified on a sphere. respectively. the net index of all the singular points is already +1.ints) that lie in a finite phase-plane domain is distinct _from +2.Ch. +1. and -2. +2.

.

or less than G0. If we turn to Eq. It can also be shown that. 2. (168). Qualitative Methods 249 this is so can be seen from the fact that if the plane is projected onto a sphere with the center of projection placed at the center of the sphere. equal to G0. or not a single point of intersection with the parabola fixed by the equation 1 -—py + qG2x2 = O (which. in turn. then. This implies. one double point. that the net index of finite singular points is zero. for one thing. as shown in Figure 85. A saddle point and a nodal point. which describes adiabatic one-dimensional flow of a perfect gas through a rotating tube of uniform cross section. for the singular point at infinity we have e = 2 and h == O. the following combinations of finite singular points occur. (a) G > G0. two points on the sphere correspond to a single point on the projective plane. and the circumference of the great circle parallel to the plane corresponds to a straight line at infinity. is equivalent to G being greater than G0. . (b) G = G0.Ganz == 0 has two points. A higher-order singular point with two hyperbolic (h —. with G0 = 2mq*/2/p).Ch. It follows from this that the index of this point is +2 and does not depend on the values of the constants in Eq. depending on whether the straight line specified by the equation my . (168).= 2) sectors and two parabolic (e = O).

92 .. Figure 92 depicts schematically a dynatron oscillator. We see that in three cases the net index is zero. with the ia-va characteristic shown by a solid curve in Figure 93. as it should be.14 Periodic Modes in Electric Circuits We will show how limit cycles emerge in a dynatron oscillator (Figure 92).L__ Fig. Singular points are absent.250 Differential Equations in Applications (c) G <G0. and economics} we will show how such phenomena emerge in the study of electric circuits. Here ia is the current and va the voltage in the t é'rC e '|' + r .. Although phenomena linked with generation of limit cycles can be illustrated by examples from mechanics. An analysis of the operation of such an oscillator leads to what is known as the Van der Pol equation. biology. 2.

As follows from Figure 93. i·l·ir+iL·l—io=O. 2. and ic = Cv. The circuit consists of resistance r.. inductance L._(.. with ir = v/r. The characteristic of the tube may be approximated with a thirddegree polynomial i = ow + YU3. which is connected in series with the screen—grid tube. and capacitance C connected in parallel and known as the tank circuit.. the dynatron. The real circuit can be replaced in this case with an equivalent circuit shown schematically in Figure 94. .z —l.Ch.bvz) + o>§v = O. Y > O. 1 _ 3y __ _1___ 2 ‘E·‘+‘?F"“¤ 2·`“b¤ rc —"”<·· we can write the p1·evious equation in the form all.. In accordance with one of Kirchhoff’s laws. Qualitative Methods 251 screen-grid tube. on > O. As a result of simple manipulations we arrive at the following differential equation: " <¤ 1 3v 2 1-. Here i and v stand for the coordinates in a system whose origin is shifted to the point of inflection O. " +l·zr+‘.z‘+‘@"" lvi LC -*0If we now put cz. L (<liL/dt) == v. which is shown by a dashed curve in Figure 93.

93 i -•(-—-—-—— l #1 it rl if R f" A C Fig..252 Differential Equations in Applications ia li / */ {/ /I-\\\ 1 / .# ..-7/ -.. If we introduce the transformations • •• "=y· ""yW= we can associate with the Van der Pol . 94 This differential equation is known as the Van der Pol equation.. / 0| / U / l \\ 1/ ’n ’1 I Od va Fig. -:'--.

Since b>0. (180) can have no closed integral curves. Thus. the representative point moves along a trajectory toward the singular point. and J* (0. y) (180) The only finite singular point of this equation is the origin. ot< —-1/r. y) == —-(a -4. hence. a trajectory that emerges from the point at infinity cannot reach the singular point at the origin no matter what the value of t including the case where t-= —l-oo. This implies that if we can prove that a trajectory originating at the point at infinity resembles a spiral . that is. will consider only the case where a is negative.bvz). that is. 0) = m§>0. We. hence. dy __ dv __ `EZ""Y(Uv y)v `(`E"·‘I/(vv y)v we see that as t grows. D (v.Ch. lf we now consider the differential system corresponding to the differential equation (180). Qualitative Methods 253 equation the following first-order differential equation: dy ___ __ (¢+bv2)y+<¤3v __ Y(v. 0) == —a > 0 and. This implies that D (0. therefore. the singular point is either a nodal point or a focal point. Eq. 2. we assume that a>0 and conclude that divergence D does not reverse its sign and. y) TY" y "` V (v.

Here. (168) was studied./z. Such a procedure yields an app1·oximation to the limit cycle." Appl. A numerical method suggested by the Dutch physicist and mathematician Van der Pol (1889-1959) consists in building a trajectory that originates at a point positioned at a great distance from the origin and in checking whether this trajectory possesses the above-mentioned property. we employ the more convenient (in the present problem) homogeneous-coordinate transformations v = E. Kestin and S.254 Differential Equations in Applications winding onto the origin as t-><x>. Below we give a proof procedure* based on analytical considerations and the investigation of the properties of singular points at infinity. this will guarantee that at least one limit cycle exists. "Geometrical methods in the analysis of ordinary differential equations. Res. in contrast to the method by which Eq. (181) The straight line at infinity is fixed by the equation z = O. Sei. but it can be employed only in the case where concrete numerical values are known. Zaremba. y = 1]/z. . B3: 144 189 (1953). To reduce the number of * See the paper by J.K. The existence proof for such a cycle can be obtained either numerically or analytically.

Note. 2.. in the following manner: dt == zz dt)." "l·" · af: **2It is convenient to introduce a new parameter. as 9 grows) the representative point moves along this trajectory toward the only singular point z = iq = O. d (183) HT)-. 9. speciijes t]1e regular exceptional direction z = O. (180) is transformed to dz __ dn (az2—|—b)·q—l-0J?z2 717*. that the straight line at infinity. y : 1]/z.Ch. which can be establishedby studying the appropriate . This can be done if we assume that § = 1. we first exclude the point Q = z = 0.T|Z —— . Then v == 1/z. Qualitative Methods 255 variables to two. constitutes a trajectory of the differential system (183) and as t grows (hence. In this case the differential system associated with Eq. The characteristic equation. with two repulsive regions corresponding to this direction. which in this case has the form —b1jz = O. z -= 0. (182) Then this system of equations (3311 be written as gg: —-(azz-}—b)1]—c0§z`·*—1]2z2=i’!_. {irst.

I. The region lying between the curve fixed by the equation 9 = 0 and the axis fr] = O is topologically equivalent to two repulsive regions.256 Diflerential Equations in Applications z QT I E 3:0 \ 112/ x \ \ ’? / \/ j/ 4)// "Z‘ Jr E Fig. additional reasoning is required. which makes it possible to fix three directions. on different sides of the symmetry axis z = O. Thus. on each side of the straight line mq = 0 there is at least . The second exceptional direction 1] = 0 is singular and. therefore. II. 95 vector field (Figure 95). and III. The locus of points 9 == U is a curve that touches the straight line iq == 0 at the origin and passes through the second and third quadrants (Figure 95).

+7.Ch. Hence. since for small values of z and positive tj we have la/2 I2 wi/luz I. t.—7+. 2.+·. This means that on each side of the straight line 1] = O there can be only one phase trajectory that touches this straight line at the origin and belongs to the region considered.here can be no curves that touch the axis 1] = 0 at the origin and pass through the first or fourth quadrant. If we now consider the differential equation dn __ a b wt ii . lt is also clear that the qualitative picture is symmetric about the axis z == O. it is easy to see that the representative points moving along these trajectories will also move apart as z decreases.._ jy. Qualitative Methods 257 one t1·ajectory that touches the straight line at the origin. Such curves are also absent from the region that lies to the left of the curve fixed by the equation iy = O since in this case 9 is positive and l7—U770 .—f(¤» Z).. we note that for small values of | TII 0j __ 1 m?. if we take two phase trajectories with the same value of 1]. More than that. ia-? (ir?) <" in the second quadrant between curve ay = O and axis fr] = O.

By studying the signs of P and Q we can establish the pattern of the vector iield (Figure 96) and the phase-tra- . ?. and the characteristic equation here is z3 = 0..+ §+w. while the curve fixed by the equation Q (§. that link the previous point with the point 7. In ou1· reasoning we did not discuss the point lf. arrows IV).. == z = U proves to be singula1·. z) = 0 has a multiple point at the origin. The point E.Zz_{_ré(aZz·bz 2 2. where the variable 9 is defined in (182)... the exceptional direction z = O is singular. let us put 1] = 1 in (181). do. = z = O. Then the differential system associated with the differential equation (180) can be written as follows: .·=Z (¤Z2+b§2+w§§Z2)=Q. This reasoning suggests that the singular point rj = z == O is a saddle point. The other two phase trajectories reach the saddle point as t-—>-—· oo. The curve fixed by the equation P (E.258 Differential Equations in Applications TZ has the same sign as z (Figure 95. too.9§_.§Z)—-1. To conclude our investigation. z = O. Hence. = z = 0. z) = Ol (Figure 96) touches the axis z = O at the origin and has a cuspidal point there. The two phase trajectories that reach this point as t —> 5}-oo are segments of the straight line at infinity.

iv/ \\ \\ Fig. 96 \z // \\ // g ’ ( . 2. 17* . that far from the axis ig': O there are no phase trajectories that enter the singular point from the right..rCh. Qualitative Methods 259 0:0 Z // E/ x \i\ \ \ / /" / /’/ \ § xy // \\ \ . We note.4. 97 jectory pattern in the neighborhood of the singular point ig = z = O (Figure 97). for one thing..\\ \\ \ Fig.` t / .

2. no general methods exist for doing this. if the latter exist. the phasetrajectory pattern of the corresponding differential system is determined by the type of singular points and closed integral curves (phase trajectories). in addition to establishing the types of singular points. The reader will recall that a curve or an arc of a curve with a continuous tangent iS said to be a curve (arc) without contact if it touches the vector (X.15 Curves Without Contact In fairly simple cases the complete pattern of the integral curves of a given differential equation or. This proves the existence of at least one limit cycle for the Van der Pol differential equation. which is the same. Hence. Y) specified .260 Differential Equations in Applications This follows from the fact that in the first and fourth quadrants IZ/E I> IQ/P IThe above reasoning shows that the Van der Pol equation has no phase trajectories that tend to infinity as t grows but has an infinitude of phase curves that leave infinity as t grows. separatrices. Sometimes the qualitative picture can be constructed if. that link the singular points. we can find the curves. Unfortunately. it is expedient in qualitative integration to employ the so—called curves without contact.

Various auxiliary inequalities can be used in qualitative integration of differential equations. But if in D we have the strict inequality f(¤v.2:. The definition implies that vector (X. denoting by yl (x) a solution of the first equation such that 2/1(·T0) = I/os with (xm yo) €D» and by y2(x) a solution of the second equation with the same initial data. Thus. g'g".1:0 in D and the curve y = y2 (0:) is a curve without contact. then. say. a curve without contact may be intersected by the phase trajectories of (122) only in one direction when t grows and in the opposite direction when t diminishes.z:. y) < s (¤v» y). if two differential equations are known. knowing the respective curve may provide information about the pattern of a particular part of a phase trajectory. We have already .2:) for x Q xo in D. then y1(¤¢)< y2 (rv) fer x>. As an example let us consider the differential equation (168). 2. y) { g (. Qualitative Methods 261 by the differential system (122) nowhere. y) in a domain D. Y) must point in one direction on the entire curve. Therefore. Fo1· example. we can prove that yl (sr) { y2 (.f(·Tv y)v 'g%`T—“g(xv y) and it is known that f(.Ch.

if the representative point emerges from any interior point of A and moves along an integral curve with t decreasing. which are points of intersection of the straight line my — Gzx = 0 and the parabola 1 . y) = 2y (my . a saddle point and a nodal point. y) < 0. the equation allows for two finite singular points. we can see that one of the exceptional straight lines passes through A.6%). .py + 062332. it is easy to see that vector (X. it cannot leave A without passing through one of the singular points. But since inside A we have X (as. Y) is directed on the boundary of A outward except at the singular points. This implies that an integral curve that is tangent to this straight line at the saddle point must enter A and then proceed to the nodal point. Y (rv. If we put X (fm y) = 1 —. Hence. The segments of the straight line and parabola that link these two finite singular points are curves without contact and they specify a region of the plane which we denote by A. Finding the slopes of the exceptional directions for the saddle point.py —{— qG2:c2 = O. the singular point that is attractive is the nodal point.262 Differential Equations in Applications shown that if G > G0.

The Contact Curve Earlier we noted that in the qualitative solution of differential equations it is expedient to use curves without contact. then.* li the topographical system is selected in such a manner that each value of para~ meter C is associated with a unique curve. enveloping each other. Hence. One approach is linked to the selection of an appropriate topographical system of curves. y) = C. the importance of various particular methods and approaches in solving this problem. however. . assuming for the sake of deiiniteness that the curve corresponding to a deiinite value of C envelopes all the curves with smaller values of C (which means that the "size" oi the curves grows with C) and that no singular points of the corresponding * Other definitions of a topographical system also exist in the mathematical literature. with C a real-valued parameter. 2. Qualitative Methods 263 2. Here a topographical system of curves dehned by an equation cb (x. but essentially they differ little from the one given here. and continuously dijjerentiable simple closed curves that completely jill a doubly connected domain G in the phase plane. is understood to be a family of nonintersecting.Ch. It must be noted.16 The Topographical System of Curves. that there is no general method of building such curves that would be applicable in every case.

say.264 Differential Equations in Applications differential system lie on the curves belonging to the topographical system. d€D/dt is positive on a certain curve belonging to the topographical system. This implies.¤(¢>» t\>(¢)) 0‘D(¤¤.w*X (‘”· yl then the curves (cycles in our case) without contact are the curves of the topographical system on which the derivative d€D/dt is a function of fixed sign. And if d€D/dt is negative. lf. with the passage of time i. being a cycle without contact. the region cannot contain any closed trajectories. in addition. then such a curve. Limit cycles may exist only in the annular regions where the . all the phase trajectories enter this region. for one thing. the limit cycles of the differential system. that if in an annular region completely filled with curves belonging to the topographical system the derivative d<D/dt is a function of fixed sign. the finite region bounded by it. that is. d<1>(<. If we consider the function (D (cp (t). we arrive at the following conclusion. y) ‘—i?":—". possesses the property that all phase trajectories intersecting it leave. ip (t)) where x = cp (t) and y = ip (t) are the parametric equations of the trajectories of the differential system of the (122) type and calculate the derivative with respect to t.

we consider the differential system dd gif-=y—·:v+w3. a stable focal point. To illustrate this reasoning. O).:.Ch. —H%·=—rv—y+y3. (184) which has only one singular point in the finite part of the plane. respectively. 2. O (0. we arrive a the_ following conclusion. Qualitative Methods 265 derivative d€D/dt is a function with alternating signs... For the topographical system of curves we select the family of concentric circles centered at point O (O. Noting that the greatest and smallest values of the expression in parentheses are 1 and 1/2. For r greater than I/2 the value of the derivative dCD/dt is positive Wh11G for r less than unity it is negative.which in polar coordinates x = r cos 6 and y = r sin 6 assumes the form -S4?)-—. ——2r2-{— 2r’* (cost 9 —[—sin*= 9) = —2r2 ·\~2r’* ( cos 49). with C a positive parameter. that is. O). On the basis of the Poincaré-Bendixson criterion 18-0770 . In our case the derivative d€D/dt is given by the relationship d<D -5 =—· — 2 (wz + y2) —l— 2 (¤¢" + 1%*). the family of curves specified by the equation x2 + y2 == C.

To return to the problem oi building curves without contact in the general case. Allowing now for the type of the singular point O (O.266 Differential Equations in Applications we conclude (if we replace t with —~t in system (184)) that the annular region bounded by the circles x2 + y2 -:1 and x2 + y2 == 2 contains a limit cycle of system (184). as can easily be seen. in the annular region with boundaries x2 —|— y2 :1 and x2 —|— y2 = 2 the expression 3 (x2 + y2) -— 2 always retains its sign. then in G there can be no more than one simple closed curve consisting of trajectories of (122) and containing within it the interior boundary of G. we Hind that OX/0x + 6Y/dy = 3 (x2 —i— y2) —— 2 and. ln our case. let us examine a somewhat different way . and this limit cycle is unique. O). we conclude that the cycle is an unstable limit cycle. selecting B (x. y) E 1 for system (184). y) that is continuous together with its first partial derivatives and is such that in adoubly connected domain G belonging to the domain of definition of system (122) the function 6(BX) 0(BY) 01: + Oy is of fixed sign. To prove the uniqueness it is sufficient to employ the Dulac criterion for a doubly connected domain: if there exists a function B (x.

-@/23 X I.G1! . or L . y) =-·· C) is called a contact curve. the locus of points at which the trajectories of the differential system of the (122) type touch the curves belonging to the topographical system (defined by the equation (D (1. Introduction of this concept can be explained by the fact that if the derivative dd)/dt vanishes on a set of points of the phase plane. This approach is based on the notion of a contact curve. when 0 IJ 6iD the slopes coincide. The equation of a contact curve has the (185) form. Of particular interest here is the case where the topographical system can be selected in such a manner that either the contact curve itself or a real branch of this curve proves to be a simple closed curve. Thus. Qualitative Methods 267 of using the topographical system of curves. Gy ° Hence. this set constitutes the locus of points at which the trajectories of the differential system touch the curves belonging to the topographical system. Then the topographical system con- .Ch. 2. Indeed. the slope of the tangent to a trajectory of the differential system is Y/X and the slope of the tangent to a curve belongirg to the topographical system is —-(Gil 0:1:)/(GCD/Gy).

If the derivative d€D/dt is nonpositive (nonnegative) on the "greatest" curve specified by the equation CD (sc. if .y2 =·. Specifically. y) = C2. then the annular region bounded by these curves contains at least one limit cycle of the differential system studied.y4 is a closed curve (Figure 99). in the last example (see (184)% the contact curve specified by the equation :1:2 -1. Indeed.268 Differential Equations in Applications /\ x \/ @“ \/ \/ Fig. y) = C1 and nonnegative (nonpositive) on the "smallest" curve specified by the equation (D (az. 98 tains the "greatest" and "smallest" curves that are touched either by a contact curve or by a real branch of this curve (in Figure 98 the contact curve is depicted by a dashed curve). which enables us to find the °°gI‘eatest" and "smallest" curves in the selected topographical system that are touched by the contact curve..154 -{.

we conclude that the "greatest” and "smal1est" curves of the topographical .Ch. 99 we note that in polar coordinates the equation of the contact curve has the form rz = (c0s‘ 9 + sin‘ 6)*. Qualitative Methods 269 H Fig. respectively. 2. we can easily {ind the parametric representation of this curve: x __ cos 9 y __ sin 9 l/c0s* 9—|—sin*9 ’ _ }/cos49—{—sin·*9 Allowing now for the fact that the greatest and smallest values of r2 are. 2 and l.

These circles. For instance. we note that in building the topographical system of curves we can sometimes employ the right-hand side of system (122).17 The Divergence of a Vector Field and Limit Cycles Returning once more to the general case. Then. the contact curve or a real branch of this curve coincides with one of the curves belonging to the topographical system.270 Differential Equations in Applications system :::2 —{— y2 == C are the circles :1:2 —}— y2 == 1 and :::2 + y2 == 2. If the "greatest" and "smallest" curves merge. —|—oo). with A 6 (-2. (186) assumes the form 3 (x2 —|— y2) — 2 = it. Eq. respectively. as we already know. It has been found that the differential system may be such that the equation 0X GY where A is a real parameter. specifies the topographical system of curves. specify an annular region containing the limit cycle of system (184). that is. we arrive at the topographical system of curves x2 + y2 == A used above. if we turn to the differential system (184). such a curve is a trajectory of the differential system. assuming that A = (7t -[— 2)/3. A remark is in order. . 2.

%: —y+x (i——¤>2—y2>. proves to be a limit cycle of system (173). its real branch :v“ + y2 == 1 coincides with one of the curves belonging to the topographical system. which assumes the form azz —|. We will not dwell any further on these results. Qualitative Methods 271 Let us consider. 237239. This branch. defines the topographical system of curves. with it E (-—<x>. The contact curve in this case is given by the equation (:1:** -{— y2) X (. for example.$2-*92)For this system GX -5. 2. as we see..K)/4. and Eq.C11. (186) assumes the form 2 4 (:1:2 + y2) :: X. we introduce a new parameter A = (2 —. then the latter equation. If instead of parameter R.+%. but only note that the following fact may serve as justification for what .2:2 -|— y2 —— 1) == 0 and. 2**4 ($2+!!2). The last two examples. gé/·= $+9 (1. of course. the differential system (173): 3. a particular situation. At the same time the very idea of building a topographical system of curves by employing the concept of divergence proves to be fruitful and leads to results of a general nature.y2 = A. 2). illustrate. as shown on pp.

. y) such that the equation 0(BX) 0(BY) _ —*a?·+*a. *"a.-.272 Differential Equations in Applications has been said: if a diyferential system of the (122) type has a limit cycle L.:. We can easily verify that there is not a single real lt for which the equation 2 — 5. For this system the divergence of the vector field is 0X GY ··5Tz:·—_"‘··5!·.4xy + 7y2 + 3.y3.2:1.‘—(“2+y“—‘) >< (-— 23x2-1-16xy-25y2-20)-14.Bxyz —{·.1:2 ·— 3y2 = lt specifies a trajectory of the initial differential system. Let us consider. which has a limit cycle specified by the equation x2 —I— y2 = 1. %—= ——¢v°+=v2y+¤¤y2.·` ·· X specifies a curve that has a finite real branch coinciding with cycle L. y) = 3:::2 —. the differential system -%. then 0(BX) 0 (BY) ___ . there exists a real constant lt and a positive and continuously diyfferentiable in the phase plane function B (sc. for example.·T— 2*** 5$2—·· 3yz.—+_a. But if we take a function B (x.-· 2:1:3 —{— cozy. .

. . In conclusion we note that in studying concrete differential models it often proves expedient to employ methods not discussed in this book.Ch. 2. on the erudition and experience of the researcher. on how deep the appropriate mathematical tools are developed.iYL Z . of course.)Q+ . and. Qualitative Methods 273 and the equation _E°. Everything depends on the complexity of the differential model.Q..21. 14 Ox Oy specifies a curve whose finite real branch $2 + y2 -1 =·-· 0 proves to be the limit cycle.

W. M. M. 1982) (in Russian). Braun. 1972). Drew (eds. Diyfferential Equations with Applications and Historical Notes (New York: McGraw-Hill. Theory of Oscillations (Reading. 1979) (in Russian). Vitt. 1981). 1981). A. (Reading. and A. Spiegel. and S. Cleman..F.P. 1973) (in Russian).A. Sadovskii.).E. Simmons. Andronov.S. Grossman. Elementary Dijferential Equations with Applications.A. G. S.H. Derrick.. Zheleztsov.R.K. Mass. A. NJ. Constructing Dijierential Equations (Minsk: Vysheishaya Shkola.. C. Erugin.A. K. Applied Diyfferential Equations (Englewood Cliffs. .A. 2nd ed.I. and N. Khaikin. and D. V. Mass.: Addison—Wesley..P. Mathematical Models and Dijferential Equations (Minsk: Vysheishaya Shkola.: Addison-Wesley. Dijferential Equation Models (New York: Springer.. A Reader in the General Course of Diyjerential Equations (Minsk: Nauka i Tekhnika. Ponomarev. 1983)..V.. N'. 1966).: Prentice—I·Iall..Selected Readmgs Amel’kin.

/ x rz'.Appendices Appendix 1. 1 / `_"".2: x2 1 zz F " Um? _..:' I J: 2 ]/J: .. 1 1.4343 E10 x x 0g10 8 ~ T sin x cos x cos :1: —.sin x ./x”"1 cx ex ax ax In a In :1: -1x log x L log e= —·L-— ° :2: ° rv ln a 10 1 1 ~ 0. Derivatives of Elementary Functions Function I Derivative C (constant) 0 rc 1 x" nx""1 1_1 .

1 SIH"1 I1? II.csc IL sm x sin x secu: -——?=tanxseca: cos sz c0s x CSCIB ···COt·Il7CSC.Il? ***—··.:.me 1 tan“1 x ————— 1~|-.276 Appendices Function ‘ Derivative 1 tan :1: -52-: secz as 00s :1: 1_2_ cot as ———r.——.“`—_"———1/ 1 + $2 .x2 1 colfl J: 1—l~ :1:2 11 SCG. 1 ___ x2 COS ..77 :1: |/ :1:2..1: .*.1 sinh sz cosh x cosh 1: sinh 1: n x ·——·— ta h 1 c0sh2a: 1 C01}h ···+—— x s1nh2:1: _1 Sll”11l`1 :12 `7"`.·—· IB |/ xg ~— 1 1 csc*' .IJ SID .27 ······*···· 1/1.

.I33]>i .. coth 2: 1__x2.1 l:.i.....2: .Appendices 277 Function I Derivative (:0511-1 ‘/C .mh”1 . _ 1-_—-:t2 1 I 'T I < 1 1 -1 . SU > '|/ xg.

..¤::.7“*“" 1 (7) ::-2-2.. Basic Intcgrals Power-Law Functions In xn+1 S 22 d$=—"7z·-TI_·T· (TL =}$ S -E1-£=1n I .2.Appendix 2.(| :1: | <a) .2: | x Trigonomctric Functions Ssin as dx: ·——c0s:v Sc0s:vd..... t sinza: — -_-C0 x Fractional Rational Functions da: _ 1 _ x S a=+x¤—7•T""“ ‘(1:) dx 1 _ :c $.-111-%.z:=sinx Stanxdx= —ln | cosxl Sc0txda:=1n l sinxl dx S -7* = (-HI} {B cos as S .?.*.

———— S =cosh’1(-ig-)=lH|(=¤-I-]/¤¤”··°2)} ..—% (I ¤= I >¤) Exponential Functions S ex ex S ax dx: i In a Hypcrbolic Functions S sinh x dx: cosh x S cosh x dx: sinh x Stanhx dx: ln lcoshxl Scothxdx=ln I sinhxl dx S = tanh {IJ dx S 1: ···· coth SB Irrational Functions dx x = · 11-1 ..Appendices 279 dx 1 _ x Smw:7°°"h 1 (7) =—Q%1¤%.) S l/az-3:2 sm ( a d .

129820 USSR . Our address is: Mir Publishers 2 Pervy Rizhsky Pereulok I-110. We would also be pleased to receive any other suggestions you may wish to make.To the Reader Mir Publishers would be grateful for your comments on the content. GSP. translation and design of this book. Moscow.

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