1.1.1 What is a differential equation?

Generically, an ordinary differential equation is an equation of

the form

F (t; u; u 0; u 00; : : : ; u(k)) = G(t; u; u 0; u 00; : : : ; u(`))

where F ; G are functions from some subdomain of Rk+2 and R`+2 (resp.) into R, t is a real parameter from
some subinterval of R, u is a function of t, and u 0; u 00;:::; u(k) are the 1st, 2nd, ..., k-th derivative of u (with
respect to t);
du d 2u d ku
u0 = ; u 00 = ; :::; u(k) = :
dt dt2 dtk
1.1.2 Examples.

du

dt
= ¡k(u ¡ T ),
where k; T are constant (so-called parameters of the equation).
This equation describes the evolution of the temperature u for an object in contact with a `heat bath'
(i.e. a region held uniformly at a constant temperature) at constant temperature T . Imagine, for
example, a hot rock suspended in a large volume of cold water. The value k characterizes the rate with
which heat can transfer across the interface. In SI units, u and T carry units of Kelvin, t of seconds,
and thus k has units of 1/s: This DE is a form of Newton's Law of Heating. In words :

The time-rate change is proportional to the difference between temperature of the object
and that of the heat bath.

Note that only the first derivative appears, and so it is of first order . More generally, if the highest
derivative that appears is u(k) (with the assumption that it can't be removed by simplification), then
we say the equation is order k or that it is k-order .

d 2y dy
 m dt2 = ¡ dt
¡ ky ,
where m; ; k are constants.
This equation describes the motion of a damped harmonic oscillators (e.g. a spring), and it is of 2nd
order. We obtain it by application of Newton's Laws to a linear restoring force ¡k y and a linear
dy
damping force ¡ dt . The parameter m is the mass, with SI units of kg, the parameter k is the spring
constant (units of kg/s2), and (units of kg/s) describes `damping' of the system.
This example and the previous example are both linear ; each side of the equation is a linear combi-
nation of single powers of the function u, it's derivatives, and constants/functions independent of u.
du

dt
= ( + u)u,
where ; are constants.
This equation is 1st order, non-linear , and is used to describe the growth or decay of populations,
with + u being the instantaneous growth rate, which must carry units of inverse time (e.g. 1/s).
du/dt
Specifically, we assume that the relative rate of change u is not constant but is allowed to vary
(to first order) in u. We recover the classic growth/decay formula on a setting = 0. More generally,
a DE of the form
du
= g(t; u)u
dt
d u/d t
will describe a growth/decay model, where g(t; u) = u
is the instantaneous relative growth rate.

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1.1.3 Remark (ODE vs PDE). The course title is something of a misnomer; we only work with ordinary
differential equations (ODE) those involving functions of single parameter. Partial differential equations
(PDE), those involving functions of several variables (e.g. @u / @x + @u / @y = 0), are the subject of other
courses and require different methods to solve and study. Nevertheless, we will still often say differential
equation insteady of ODE, as we only consider ODEs and adding the O or ordinary repeatedly quickly
becomes tedious.

1.1.4 Solutions of DE. A function that satisfies a differential equation is said to be a solution of that
differential equation. The graph of a given solution is an integral curve of the equation :

 A solution of a DE is a function that satisfies the DE

 An integral curve is the curve/graph representing a particular solution.

For example, the equation

du
= ¡k(u ¡ T )
dt

has u = T as a (constant) solution, and the plot of this function is an integral curve of this equation. [What
does this solution say about the object's initial temperature?]
Other solutions (in fact, all other solutions) can be obtained using a little calculus. If we assume u(t) =
/T
for 0  t  a, then (using s as the `dummy' parameter for integration)
Z t Z t
u 0(s) d u(t) ¡ T
¡k (t ¡ a) = ds = lnju(s) ¡ T jds = ln :
0 u(s) ¡ T 0 ds u(0) ¡ T
Thus,

ju(t) ¡ T j = ju(0) ¡ T je¡kt:

Careful consideration regarding the sign of u(t) ¡ T and the continuity of u allows us to find that

u(t) = T + (u(0) ¡ T ) e¡kt:

For brevity, we write C = u(0) ¡ T . Substitution of this into the original equation verifies that this is a
solution;
d
[T + Ce¡kt] = C
(¡ke¡kt) = ¡k[Ce¡kt] = ¡k
(u ¡ T ):
dt

1.1.5 Question. What is the meaning of u(0)? Is its value known? What is the value of lim t!+1u(t)?
What does this number describe?
du
1.1.6 Exercise. What are the solutions of the equation dt = + u, where ; are real constants? How
does the long term behavior of u change as we vary and ?

1.1.7 Initial Value Problems. A differential equation together with a list of initial conditions the function
must satisfy (e.g. u(0) = u0; u 0(0) = u1; : : : ) constitute an initial value problem (IVP ). For example

du 1
= ¡k
(u ¡ T ); u(0) = T
dt 4
is an initial value problem, as is

d 2y dy
m 2
+ + ky = 0; y(0) = y0; y 0(0) = v0:
dt dt

2
Contrast this with
d 2y
+ !02 y = 0; y(0) = 0 = y(L);
dx2

where L > 0. This is not an initial value problem as L is a point in the future relative to the initial
position/time of 0.
Let us solve the first initial value problem above. First, we we started with the general solution in the for
u(t) = T + (u(0) ¡ T )e¡kt, then we could simply substitute T /4 in for u(0), and obtain

3T ¡kt
u(t) = T ¡ e :
4

We could also have started with the general solution in the form T + Ce¡kt. In this case, we need to do a
little more. We have
T
= u(0) = T + Ce0 = T + C:
4
3T
Solving T /4 = T + C for C, we obtain C = ¡3T /4, again finding that u(t) = T ¡ 4 e¡kt. This second approach
is that you are more likely to encounter, there the general solution has some constants of integration not
clearly related to initial condition that must be solved for by imposing the values of u(0), u 0(0), etc.
1.1.8 Exercise. Find  ; so that y(t) = e¡ t[A cos(t) + B sin(t)] is the general solution of the 2nd DE in
1.1.7 (with A; B undetermined by the DE). What must A and B be in order to solve the IVP? What are
the units of ;  ; A; B?

1.2 Autonomous Equations, Equilibria, and Phase Lines. An autonomous differential equation is
one of the form
du
= f (u)
dt

for some function f . For example, the equations

du du p du
= + u; = 1 ¡ u2 ; = sin(u)
dt dt dt

are all autonomous; the equation

du
= tu
dt
is not autonomous.
Given an autonomous equation du/dt = f (u), we say that a solution u is an equilibrium solution if

f(u) = 0:

Note that an equilibrium solution must be a constant.

Next, note that if f(u(t)) > 0 for some t, then u 0(t) > 0, and therefore u is increasing near t. If f (u(t)) < 0,
then u is decreasing near t. From the equilibrium solutions and this information, we can get qualitative
information about the solutions of the given autonomous system in the form a phase line, and by sketch
what might be the form the solutions based on information from the phase line.

Drawing the phase line. (1) Start by drawing a (usually vertical) number line.
(2) Plot the equilibrium points of the DE on the number line.

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 (3) On each interval in between the plotted equilibria, put an arrow pointing up if f (u) > 0
for u in that interval, and put an arrow pointing down if f (u) < 0.
This is the phase line (also called the 1-dimensional phase portrait ). We can get a little more
of a picture of the solutions by drawing lines (in the positive t direction/horizontally) extending
from each equilibrium point. In regions where the arrow on the u axis is pointing up, we can
sketch integral curves the have positive slope. In regions where the arrow on the u axis is
pointing down, we sketch integral curves with negative slope. These additions are not the phase
line itself, but rather illustrate the interpretation.

An equilibrium solution u0 is asymptotically stable if neighboring solutions tend toward u0 in the long term;
an equilibrium solution u0 is unstable if solution curves diverge away from u0; an equilibrium solution u0 is
semistable if solutions approach u0 on one side, but diverge away on another.
Recall. The sign of a real non-zero number c is sgn(c) = c/jcj.
du
Theorem. Consider an autonomous DE d t = f (u) where f is continuous, and assume f (u0) = 0 but
/ 0 for when 0 < ju ¡ u0j <  for some  > 0.
f(u) =

1. If lim "#0 sgn(f (u0  ")) = 1, then u0 is an unstable equilibrium solution.

2. If lim "#0 sgn(f (u0  ")) = 1, then u0 is an unstable equilibrium solution.

3. If lim "#0 sgn(f (u0 + ")) = lim "#0 sgn(f(u0 ¡ ")) , then u0 is a semistable equilibrium solution.

1.2.1 Examples.
du
 In d t = k (u ¡ T ), the function f is given by f (u) = ¡k (u ¡ T ), and the only equilibrium solution is
u0 = T . It's phase line (after rotating) looks like !
, with
representing the point u0 = T . [What
is the stability of this equilibrium?]
du
 In the case of dt = u ¡ u2, we have f (u) = u ¡ u2 and we find two equilibrium solutions; u0 = 0 and
u1 = 1. Note that f is negative on (¡1; 0), positive on (0; 1), and negative again on (1; 1). Thus the
phase line resembles
!
. We see that u0 = 0 is an unstable equilibrium, but u1 is (asymptotically)
stable.
du
 The DE dt = sin(u) has every integer as an equilibrium solution (i.e. if u0 is an equilibrium solution,
then u0 2 f : : : ; ¡2; ¡1; 0; 1; 2; : : : g). [Describe the stability of each point.]