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Differential Equations
dx
2
d y dy
2
4 3y 1
dx dx
2 dy
y 2 solves 3xy 2
3x dx
2
d y dy
ye x 1
3
solves
2
4 3 y 1
dx dx
In Applications
dv
g
dt
Since velocity is the rate of change of position, we could
write a second order equation:
2
d x
2
g
dt
Example (#2)
Here's a better one -- with air resistance, the acceleration of a
falling object is the acceleration of gravity minus the
acceleration due to air resistance, which for some objects is
proportional to the square of the velocity. For such an object we
have the differential equation:
rate of change of velocity is
gravity minus
something proportional to velocity squared
2
dv d x 2
dx
g kv 2
or 2
g k
dt dt dt
Example (#3)
In a different field:
Radioactive substances decompose at a rate
proportional to the amount present.
dy
k y
dt
Other problems that yield the
same equation:
dP
kP
dt
..and another
The balance in an interest-paying bank
account increases at a rate (called the interest
rate) that is proportional to the current
balance. So
dB
kB
dt
More realistic situations for the
last couple of problems
For populations: An ecosystem may have a maximum capacity to
support a certain kind of organism (we're worried about this
very thing for people on the planet!).
In this case, the rate of change of population is proportional both
to the number of organisms present and to the amount of excess
capacity in the environment (overcrowding will cause the
population growth to decrease).
If the carrying capacity of the environment is the constant Pmax ,
then we get the equation:
dP
kP Pmax P
dt
and for the Interest Problem...
dB dB
A) rB W
D) rB WB
dt dt
dB dB
B)
dt
rB W E) r B W
dt
dB
C) rB WB
dt
Another application:
dy
3xy 2
dx
This is an example of a separable first-order equation
(the only kind we'll worry about today).
If you view dy and dx as variables (so you can multiply both
sides by dx), you can get all the x's on one side and all the y's on
the other by algebraic manipulation. Here, you can write:
dy
2
3 x dx
y
Equation of differentials...
dy
2
3 x dx
y
This is an actual "equation of differentials". Then,
simply integrate both sides:
dy
y 2 3x dx
1 3 2
2 x C
y
1 3 2 (You only need one constant of
2 x C integration).
y
This is called the "general solution" of the differential
equation.
We can determine C if we were given one point on the graph
of the function y(x).
For instance, if you were given that y(1)=2 , then you could
substitute 2 for y and 1 for x and get: 12 32 C
and so you would conclude that C = -2, so the solution of the
initial-value problem:
dy
3 xy 2 , y (1) 2
dx
1 3 2 2
is 2 x 2 , or (better): y
y 4 3x 2
DiffEq Problem:
If the function y = f (x) satisfies the initial-value problem
dy
x2 y x2 , f ( 0) 5
dx
then f (1) =
A) e 3 1 1
E) 5
3e e
B) 4
1 e F) 1 3
5 e
C)
e G) 10
D) 2 H) e
“DiffEq Greatest Hits”
F. 25e 10
G. 50 ln(2)
H. 25
Growth and decay:
Connect
dy
differential equation yx , we have:
dx
y ' = 2 ( y - y 2)
y ' = 3 x sin(2y)
Numerical methods
Another way to gain insight into solutions of differential equations
is to use numerical methods for their solution. The simplest
numerical method is called Euler's method.
Euler's method is easy to understand if you relate it to two things
you already know:
1. The left endpoint (rectangle) method for estimating integrals,
and
2. The fundamental theorem of calculus.
y x x y ( x) x y ' ( x)
Euler’s method
You can algebraically manipulate most first-order equations,
until they are in the form:
y'(x) = f(x,y)
Euler's method then combines the differential formula with the
differential equation:
y x x y ( x) x f ( x, y )
In Euler's method, we simply ignore the small errors and
repeatedly use the resulting equation with a small value of x
to construct a table of values for y(x) (that can then be graphed,
for instance).
An example...
y ' = y - x, y(0) = 2
(this is the example we graphed before).
We'll use x = 0.1 The choice of x is usually dictated by the
problem or the situation. The smaller x is the more accurate the
approximated solution will be, but of course you need to do more
work to cover an interval of a given length.
For the first step, we can use that x=0 and y=2, therefore
y ' = 2. Euler's method then tells us that:
y(x + x) = y(x) + f(x,y) x
y(0.1) = 1 + (2 - 0) 0.1 = 1.2
Continue...
For the second step, we have x = 0.1, y = 2.2, therefore y' = 2.1.
Euler's method then gives:
y(0.2) = 2.2 + 2.1(0.1) = 2.41
We continue in this manner and fill in the following table
x y f (x,y ) = y - x
0 2 2
0.1 2.2 2.1
0.2 2.41 2.21
0.3 2.631 2.331
0.4 2.8641 2.4641
0.5 3.11051 2.61051
0.6 3.371561 2.771561
0.7 3.6487171 2.9487171
0.8 3.94358881 3.14358881
0.9 4.257947691 3.357947691
1 4.59374246 3.59374246
Maple...
Maple tells us that the exact solution of the equation
x
y ' = y - x that has y(0) = 2 is y(x) = x + 1 + e
and so we have y(1) = 4.718281828.