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2 (continued)
1.2.2 : Clarification. For the second exercise in the previous lecture, two things should be made clearer:

1. In solving for the general solution e¡ t[A cos( t) + B sin( t)], you should treat A and B as being
arbitrary. They will only be fixed on applying the initial conditions.

2. Strictly speaking, we need to assume 4mk > 2


for the general solution given.

1.2.3 : Review. Last time, we looked as autonomous DEs :

du
= f (u):
dt

We also discussed equilibrium solutions (u0 such that f(u0) = 0), the types of equilibrium solutions (asymp-
totically stable, unstable, and semi-stable), and how these related to phase lines and qualitative behavior of
solutions.

1.2.4 : Another Test. When f is differentiable, we have an additional test for stable and unstable
equilibria.
du
Theorem. Consider an autonomous DE dt
= f (u) where f is continuous differentiable.

1. If f (u0) = 0 and f 0(u0) > 0, then u0 is an unstable equilibrium solution of the DE.

2. If f (u0) = 0 and f 0(u0) < 0, then u0 is a stable equilibrium solution of the DE.

Notice that this second theorem says nothing about the semistable case, nor what happens when f 0(u0) = 0.
When f 0(u0) = 0, we can still have any of the different types of equilibria; more information is needed.
To help understand this theorem, consider

du
= cuk ; k = 1; 2; 3; c =
/ 0:
dt

In each case, the only equilibrium solution is u0 = 0. Let us check each case :

 If k = 1; c > 0, then f (u) = cu . We find that f 0(u) = c > 0 and so f 0(0) > 0 in particular. That is,
u0 = 0 is an unstable equilibrium.

 If k = 1; c < 0, then we still have f(u) = cu but now f 0(0) = c < 0. Now u0 = 0 is an asymptotically
stable equilibrium.

 Suppose k = 2; c > 0. Since f (u) = cu2, we know that f 0(0) = 0, and so we cannot apply the theorem.
Returning to the sign test, we note that sgn (cu2) ! 1 as u ! 0 (from above or below). That is, the
phase line for the DE is of the form !!, and thus u0 = 0 is a semi-stable equilibrium.

 Suppose k = 3; c > 0. Then f (u) = cu3 and f 0(0) = 0. Since

c  (")3
limsgn f (") = lim = 1:
"#0 "#0 c  "3

Therefore, the phase line is of the form ! at 0, and thus u0 = 0 is unstable.

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 Lastly, suppose k = 3; c < 0. By a similar argument, we find that the derivative test does not work,
but the phase line is of the form ! , and thus u0 = 0 is stable.

Thus, when f 0(u0) = 0, the equilibrium u0 can be any of the three types.

1.2.5 : Examples. For each of the following, find the equilibrium solutions, and then sketch the phase line
and some integral curves. Which equilibria are stable?
du
 dt
= ¡k(u ¡ T )

du
 dt
= sin(u)

du
 dt
= u2  (1 ¡ u)

1.2.6 : Direction Fields. Now suppose we have a first order DE of the form

du
= f (t; u):
dt
@u
Unless @t = 0, this will not be autonomous. What we can do to get a qualitative picture of the solutions is
to draw little lines, representing the slope du/dt of the solution u, provided by f(t; u) at the point (t; u) in
the tu-plane. Then, by following the lines of the direction field, we can sketch out a rough picture of a solution.

1.2.7 : Examples. For each of the following, sketch the direction field.
du
 dt
=u+1

du
 dt
= e¡tu

du
 dt
=u+t
du
1.2.8 : Exercise. Suppose you wanted to plot the direction field of the DE d t = f (t; u). One way to do
~ (t; u) describing the slope field for the solutions of
this is as a unit vector field. Find the unit vector field G
the DE. [ Hint : think about (t; u) and then normalize; what do you find in the limit?]
du
1.2.9 : Long term behavior. Consider du
= ¡u + sin(t). You can verify that

1 
u(t) = Ce¡t + sin(t) ¡ cos(t)
1 + 2 1 + 2

is the general solution of the DE. Note that

1 
g(t) = sin(t) ¡ cos(t)
1 + 2 1 + 2

is a particular solution (that when C = 0), and u(t) = Ce¡t + g(t) in general. Thus

lim ju(t) ¡ g(t)j = jC j  lim e¡t = 0;


t!1 t!1

and so g is a long-term/steady-state solution.


Recommended Textbook Exercises : In Sec. 1.2 ! 1, 7, 10, 14, 19, 25, 26, 28, 34 (challenge : solve the
DE; hint : try V = R3), 35.

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Section 1.3 : Definitions, Classification, Terminology
In this section, we formalize some of our terms.

1.3.1 : Order. Let F be a function on a brick B in Rn+2 (i.e. a Cartesian product of intervals). Assume
@F
that @x exists on B and is =
/ 0 at most points in B. Then we say that
n+2

0 = F (t; u; u 0; : : : ; u(n))

is a differential equation of order n.

1.3.2 : Examples. Find the order of the following DEs.

 u0 + u = t
p
 1 ¡ (u 0)2 = u 00

 cos(t)u 00 + u = tu 0 + u 000

 (u 000)2 + (u + u 000)2 = u 0 + 2u 000u

 (u 0)2 + u2 = 1

1.3.3 : Linearity and homogeneity. Let f ; g0; g1; : : : ; gk be functions on an interval [a; b], and assume
that gk is non-zero at most points in [a; b]. A DE of the form

gk(t)u(k) +    + g1(t)u 0 + g0(t)u = f (t)

is said to be linear , and the functions g0; g1; : : : ; gk are called the coefficients of the DE. When f  0 (i.e.
zero everywhere), then we say that the DE is homogeneous. Otherwise, we say that it is nonhomogeneous.

1.3.4 : Examples. Which of the following are linear? Which linear DEs are homogeneous?

 u0 = u ¡ 1

 t2u 00 + u = tu 000

 u 0 = u ¡ u2

 mu 00 + u 0 + ku = 2 cos(3t)

 (u 0)2 + u2 = 1

1.3.5 : Exercise. (Requires some linear algebra) Given a twice differentiable function ', we define

d'
D' = :
dt

1. Show that the set of twice differentiable functions on R form a vector space.

2. Show that D is a linear map from the space of twice differentiable functions into the space of once
differentiable functions.

3. Show that D2 + 3D is linear from the space of twice differentiable functions to the space of functions.

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4. Argue that any linear combination of solutions of u 00 + 3u 0 = 0 is another solution of u 00 + 3u 0 = 0.

5. Show that 1 and e¡3t are solutions of u 00 + 3u 0 = 0.

6. Suppose g is a solution of u 00 + 3u 0 = t. What is the general solution of u 00 + 3u 0 = t?

1.3.6 : Solutions and IVPs. A function ' on an interval (a; b) is a solution of F (t; u; : : : ; u(k)) = 0 if ' 0;
' 00; : : : ; '(k) exist on (a; b) and F (t; '(t); : : : ; '(k)(t)) = 0 for all t 2 (a; b).
We say that ' solves the initial value problem

F (t; u; : : : ; u(k)) = 0
u(0) = c0

u(`)(0) = c`

if ' is a solution of F (t; u; : : : ; u(k)) = 0 and '(0) = c0; : : : ; '(`)(0) = c`.

1.3.7 : Examples. (1) Consider the DE

d 2y dy
(1 ¡ x2) ¡ 2x + 6 y = 0:
dx2 dx

Which of the following is the solution?

x; 3x2 ¡ 1; 5x3 ¡ 3x:

(2) Consider the IVP

u 00 ¡ u = 0; u(0) = 1; u 0(0) = 2:

Verify that Aet + Be¡t is a solution of the DE for all real numbers A; B. Use this solve the IVP.
Recommended Textbook Exercises : In Sec. 1.3 ! 1-6, 7, 11, 21-24, 32

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Section 2.1 : Separable Equations
2.1.1 : Definition and Method of Solution. A first order DE is separable if there exist functions p; q
such that
du
= p(t)q(u):
dt
For example
1 ¡ x2
u 0 = tu; u 0 = et+u; y 0 = y ¡ y 2; y0 =
1 + y4

are all separable; the DE u 0 = u + t is not separable.


Assuming that q is not equal to zero `too often', the general approach to solution of a separable DE is as
follows. We first note that
1 du
¡p(t) + = 0:
q(u) dt

Then try to find functions H1(t); H2(u) so that

dH1 dH2 1
= ¡p(t); = :
dt du q(u)
Formally,
Z Z
du
H1(t) = ¡ p(t)dt; H2(u) = :
q(u)
du
Then, for any solution ' of dt
= p(t)q(u), we have

d 1 d'
[H1(t) + H2('(t))] = H10 (t) + H20 ('(t))' 0(t) = ¡p(t) + = 0:
dt q('(t)) dt
That is,

H1(t) + H2('(t)) = c;

where c is a constant. Therefore, if we can solve the above (non-differential) equation for some constant c,
du
then we find a solution of d t = p(t)q(u):

2.1.2 : Example - f (x; y) = xy


The DE is y 0 = xy. Noting that one solution if y  0, we assume that y =
/ 0 for x near 0. We can write the DE as

1
¡x + y 0 = 0:
y
Integrating, we obtain
1
¡ x2 + lnjyj = c:
2
Solving for jyj, we obtain
1
x2
jyj = ece 2 :

Therefore
1
x2
y = Ce 2

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for some real constant C. Notice that this form also covers the case the constant solution (i.e. when C = 0).

2.1.3 : Example - f (x; y) = ex+ y


In this case, the DE is y 0 = exey, and we have

¡ex + e¡yy 0 = 0:

Integrating, we obtain

¡ex ¡ e¡y = c:

Observe that this can only happen (for real-valued x; y) when c < 0. Thus, we assume that c < 0, and find that

y = ¡ln((¡c) ¡ ex):

Notice that this solution only exists (as a real valued function) when (¡c) ¡ ex > 0, which requires that
ln(¡c) > x.
[To be continued in the next lecture]

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