Ordinary Differential Equations (Odes) : Section 1.1 P1

PART
A
Ordinary Differential
Equations (ODEs)
Section 1.1 p1
CHAPTER1
First-Order ODEs
Section 1.1 p2
1.1
1.1 Basic
Basic Concepts.
Concepts. Modeling
Modeling
Section 1.1 p3
1.1 Basic Concepts. Modeling
•• The process of setting up a model, solving it

The process of setting up a model, solving it
mathematically,
mathematically,and andinterpreting
interpretingthe
theresult
resultin
inphysical
physicalor
or
other
otherterms
termsisiscalled
calledmathematical
mathematicalmodeling
modelingor,
or,briefly,
briefly,
modeling.
modeling.
•• Many physical concepts, such as velocity and

Many physical concepts, such as velocity and
acceleration,
acceleration,are
arederivatives.
derivatives.
•• A model is very often an equation containing derivatives
A model is very often an equation containing derivatives
of
ofan
anunknown
unknownfunction.
function.Such
Suchaamodel
modelisiscalled
calledaa
differential
differentialequation.
equation.
Section 1.1 p4
•• An ordinary differential equation (ODE) is an equation

An ordinary differential equation (ODE) is an equation
⁻⁻ that contains one or several derivatives of an
that contains one or several derivatives of an
unknown
unknownfunction,
function,whichwhichweweusually
usuallycall
cally(x)
y(x)(or
(or
sometimes
sometimesy(t)y(t)ififthe
theindependent
independentvariable
variableisistime
timet).
t).
⁻⁻ The equation may also contain y itself, known
The equation may also contain y itself, known
functions
functionsof ofxx(or
(ort),t),and
andconstants.
constants.
•• An ODE is said to be of order n if the nth derivative of
An ODE is said to be of order n if the nth derivative of
the
theunknown
unknownfunction
functionyyisisthethehighest
highestderivative
derivativeof ofyyin
in
the
theequation.
equation.
•• The concept of order gives a useful classification into
The concept of order gives a useful classification into
ODEs
ODEsof offirst
firstorder,
order,second
secondorder,
order,and
andsosoon.
on.
Section 1.1 p5
In
Inthis
thischapter
chapterwe
weshall
shallconsider
considerfirst-order
first-orderODEs.
ODEs.
Such
Suchequations
equationscontain
containonly
onlythe
thefirst
firstderivative
derivativey’y’and
andmay
may
contain
containyyand
andany
anygiven
givenfunctions
functionsof ofx.x.
Hence
Hencewe wecan
canwrite
writethem
themas as
(4)
(4) F(x,
F(x,y,y,y’)
y’)==00
or
oroften
oftenin
inthe
theform
form
y’y’==f f(x,
(x,y).
y).
This
Thisisiscalled
calledthe
theexplicit
explicitform,
form,inincontrast
contrastto
tothe
theimplicit
implicitform
form
(4).
(4).
For instance, the implicit ODE x −3y’ − 4y 2= 0 (where x ≠ 0)
−3 2
For instance, the implicit ODE x 3 y’2 − 4y = 0 (where x ≠ 0)
can
canbebewritten
writtenexplicitly
explicitlyas asy’y’==4x4xy 3 .2
y.
Section 1.1 p6
•• A function
A function
yy==h(x)
h(x)
isiscalled
calledaasolution
solutionof ofaagiven
givenODEODE(4) (4)in
insome
someopen
open
interval
intervalaa<<xx<<bbififh(x)
h(x)isisdefined
definedand anddifferentiable
differentiable
throughout
throughoutthe theinterval
intervaland andisissuch
suchthat
thatthe
theequation
equation
becomes
becomesan anidentity
identityififyyand
andy’y’are
arereplaced
replacedwith
withhhand
and
h’,
h’,respectively.
respectively.
•• The
Thecurve
curve(the
(thegraph)
graph)ofofhhisiscalled
calledaasolution
solutioncurve.
curve.
•• Here,
Here,openopeninterval
intervalmeans
meansthatthatthetheendpoints
endpointsaaand andbbare
are
not
notregarded
regardedas aspoints
pointsbelonging
belongingto tothe
theinterval.
interval.
•• Also,
Also,aa<<xx<<bbincludes
includesinfinite
infiniteintervals
intervals−∞−∞<<xx<<b,b,aa<<xx<<
∞,∞∞<<xx<<∞∞(the
∞, (thereal
realline)
line)asasspecial
specialcases.
cases.
Section 1.1 p7
EXAMPLE 2
Solution by Calculus. Solution Curves
The ODE y’ = dy/dx = cos x can be solved directly by integration on both
sides. Indeed, using calculus, we obtain y = ∫ cos x dx = sin x + c, where c
is an arbitrary constant. This is a family of solutions. Each value of c,
for instance, 2.75 or 0 or −8, gives one of these curves.
Figure 3 shows some of them, for c = −3, −2, −1, 0, 1, 2, 3, 4.
Section 1.1 p8
EXAMPLE 3A
(A)Exponential Growth.
From calculus we know that y = ce0.2t has the derivative
dy
y   0.2 e 0.2 t  0.2 y
dx
Hence y is a solution of y’ = 0.2y (Fig. 4A). This ODE is of
the form y’ = ky.
With positive-constant k, it can model exponential growth,
for instance, of colonies of bacteria or populations of
animals. It also applies to humans for small populations in a
large country (e.g., the United States in early times) and is
then known as Malthus’s law.
Section 1.1 p9
EXAMPLE 4A (continued)
(A) Exponential Growth.
y = ce0.2t
Section 1.1 p10

EXAMPLE 4B
(B) Exponential Decay
Similarly, y’ = −0.2 (with a minus on the right) has the
solution y = ce−0.2t, (Fig. 4B) modeling exponential decay, as,
for instance, of a radioactive substance (see Example 5).
y = ce−0.2t
Section 1.1 p11

•• We see that each ODE in these examples has a solution

We see that each ODE in these examples has a solution
that
thatcontains
containsan
anarbitrary
arbitraryconstant
constantc.c.
•• Such a solution containing an arbitrary constant c is
Such a solution containing an arbitrary constant c is
called
calledaageneral solution((通解
generalsolution 通解)of
)ofthe
theODE.
ODE.
•• We shall develop methods that will give general
We shall develop methods that will give general
solutions
solutionsuniquely
uniquely(perhaps
(perhapsexcept
exceptfor
fornotation).
notation).
•• Hence we shall say the general solution of a given ODE
Hence we shall say the general solution of a given ODE
Section 1.1 p12
(instead
(insteadof
ofaageneral
generalsolution).
solution).
•• Geometrically, the general solution of an ODE is a family of

Geometrically, the general solution of an ODE is a family of
infinitely
infinitelymany
manysolution
solutioncurves,
curves,one
onefor
foreach
eachvalue
valueof
ofthe
the
constant
constantc.c.
•• If we choose a specific c (e.g., c = 6.45 or 0 or −2.01), we obtain
If we choose a specific c (e.g., c = 6.45 or 0 or −2.01), we obtain
what
whatisiscalled
calledaaparticular solution （特解）
particularsolution （特解）of ofthe
theODE.
ODE.
•• A particular solution does not contain any arbitrary constants.
A particular solution does not contain any arbitrary constants.
•• In most cases, general solutions exist, and every solution not
In most cases, general solutions exist, and every solution not
containing
containingan
anarbitrary
arbitraryconstant
constantisisobtained
obtainedas
asaaparticular
particular
solution
solutionby
byassigning
assigningaasuitable
suitablevalue
valuetotoc.c.Exceptions
Exceptionsto
tothese
these
rules
rulesoccur
occurbut
butare
areof
ofminor
minorinterest
interestin
inapplications.
applications.
Section 1.1 p13
Initial Value Problem
•• In most cases the unique solution of a given problem,
In most cases the unique solution of a given problem,
hence
henceaaparticular
particularsolution,
solution,isisobtained
obtainedfrom fromaageneral
general
solution
solutionby byan
aninitial
initialcondition
conditiony(x y(x0)0)==yy0,0,with
withgiven
given
values
valuesxx0 0and
andyy0,0,that
thatisisused
usedto todetermine
determineaavalue valueofofthe
the
arbitrary
arbitraryconstant
constantc.c.
•• Geometrically this condition means that the solution
Geometrically this condition means that the solution
curve
curveshould
shouldpasspassthrough
throughthe thepoint
point(x (x0,0,yy0)0)in
inthe
thexy-
xy-
plane.
plane.
•• An ODE together with an initial condition is called an
An ODE together with an initial condition is called an
initial
initialvalue problem（初始值問題）
valueproblem （初始值問題）. .
•• Thus, if the ODE is explicit, y’ = f (x, y), the initial value
Thus, if the ODE is explicit, y’ = f (x, y), the initial value
problem
problemisisof ofthe
theform
form
(5)
(5) y’y’==f f(x,
(x,y),
y), y(x
y(x0))==yy0. .
0 0
Section 1.1 p14
EXAMPLE 5
Radioactivity. Exponential Decay
Given an amount of a radioactive substance, say, 0.5 g

(gram), find the amount present at any later time.
•Physical Information. Experiments show that at each

instant a radioactive substance decomposes—and is thus
decaying （衰減） in time—proportional （正比） to the
amount of substance present.
Section 1.1 p15

EXAMPLE 5 (continued)
Step 1. Setting up a mathematical model of the physical
process.
•Denote by y(t) the amount of substance still present at any
time t. By the physical law, the time rate of change y’(t) =
dy/dt is proportional to y(t) . This gives the first-order ODE
dy
  ky
where the constant kdx
is positive, so that, because of the
minus, we do get decay (as in [B] of Example 3).
•The value of k is known from experiments for various
radioactive substances (e.g., k = 1.4 · 10−11 sec−1,
approximately, for radium 88Ra226).
Section 1.1 p16

Step 1. (continued) Setting up a mathematical model
of the physical process.
•Now the given initial amount is 0.5 g, and we can call the
corresponding instant t = 0.
Then we have the initial condition y(0) = 0.5.
•This is the instant at which our observation of the process
begins. It motivates the term initial condition (which,
however, is also used when the independent variable is not
time or when we choose a t other than t = 0.).
•Hence the mathematical model of the physical process is
the initial value problem
dy
  ky , y(0)  0.5.
dx
Section 1.1 p17

Step 2. Mathematical solution.
•As in (B) of Example 3 we conclude that the ODE (6)
models exponential decay and has the general solution
(with arbitrary constant c but definite given k)
(8) y(t) = ce−kt.
•We now determine c by using the initial condition. Since
y(0) = c from (8), this gives y(0) = c = 0.5. Hence the
particular solution governing our process is (cf. Fig. 5)
(9) y(t) = 0.5e−kt (k > 0).
•Always check your result—it may involve human or
computer errors! Verify by differentiation (chain rule!) that
your solution (9) satisfies (7) as well as y(0) = 0.5:
dy/dt = −0.5ke−kt = −k · 0.5e−kt = −ky, y(0) = 0.5e0 = 0.5.
Section 1.1 p18
Step 3. Interpretation of result. Formula (9) gives the

amount of radioactive substance at time t. It starts from the
correct initial amount and decreases with time because k is
positive. The limit of y as t → ∞ is zero.
y(t) = 0.5e−kt
Section 1.1 p19

1.2
1.2 Geometric
Geometric Meaning
Meaning of
of
y’ ＝
y’ ＝ f(x,
f(x,y).
y).
Direction
Direction Fields
Fields ((方向場
方向場))
Section 1.2 p20

1.2 Geometric Meaning of y’ = f(x, y).
Direction Fields
Graphic
GraphicMethod
MethodofofDirection
DirectionFields.
Fields.
Practical
PracticalExample
ExampleIllustrated
Illustratedin
inFig.
Fig.7.7.
We
Wecan canshow
showdirections
directionsof ofsolution
solutioncurves
curvesof ofaagiven
givenODE
ODE
••(1) by drawing short straight-line segments (lineal
(1) by drawing short straight-line segments (lineal
elements)
elements)in inthe
thexy-plane.
xy-plane.
This
Thisgives
givesaadirection
directionfield
field(or
(orslope
slopefield)
field)into
intowhich
whichyou
you
can
canthen
thenfit
fit(approximate)
(approximate)solution
solutioncurves.
curves.ThisThismay
mayreveal
reveal
typical
typicalproperties
propertiesof ofthe
thewhole
wholefamily
familyof ofsolutions.
solutions.
Figure
Figure77shows
showsaadirection
directionfield
fieldfor
forthe
theODE
ODE
••(2) y’y’==yy++xx
(2)
obtained
obtainedby byaaCAS
CAS(computer
(computeralgebra
algebrasystem)
system)andandsome
some
approximate
approximatesolution
solutioncurves
curvesfitted
fittedin.
in.
Section 1.2 p21

Direction Fields
y’ = y + x
Section 1.2 p22

Direction Fields
IfIfyou
youhave
haveno
noCAS,
CAS,first
firstdraw
drawaafew
fewlevel
levelcurves
curves
f(x,
f(x,y)y)==const
constof
off(x,
f(x,y),
y),
then
thenparallel
parallellineal
linealelements
elementsalong
alongeach
eachsuch
suchcurve
curve
(which
(whichisisalso
alsocalled
calledan isocline(等傾線
anisocline( 等傾線),),meaning
meaningaacurve
curve
of
ofequal inclination(傾斜角
equalinclination( 傾斜角)),
)),and
andfinally
finallydraw
draw
approximation
approximationcurves
curvesfit
fitto
tothe
thelineal
linealelements.
elements.
Section 1.2 p23

1.3
1.3 Separable
Separable ODEs.
ODEs. Modeling
Modeling
Section 1.3 p24

1.3 Separable ODEs. Modeling
•• Many practically useful ODEs can be reduced to the form

Many practically useful ODEs can be reduced to the form
(1) g(y) y’ = f(x)
(1) g(y) y’ = f(x)
by purely algebraic manipulations. Then we can integrate on
by purely algebraic manipulations. Then we can integrate on
both
bothsides
sideswith
withrespect
respecttotox,x,obtaining
obtaining
(2)
(2) ∫∫g(y) y’dx==∫∫f(x)
g(y)y’dx f(x)dx
dx++c.c.
On the left we can switch to y as the variable of integration. By
On the left we can switch to y as the variable of integration. By
calculus,
calculus,y’dx
y’dx==dy
dyso
sothat
that
(3)
(3) ∫∫g(y) dy==∫∫f(x)
g(y)dy f(x)dx
dx++c.c.
If f and g are continuous functions, the integrals in (3) exist, and
If f and g are continuous functions, the integrals in (3) exist, and
by
byevaluating
evaluatingthem
themwe weobtain
obtainaageneral
generalsolution
solutionof
of(1).
(1).
This method of solving ODEs is called the method of separating
This method of solving ODEs is called the method of separating
variables, and (1) is called a separable equation, because in (3)
variables, and (1) is called a separable equation, because in (3)
the
thevariables
variablesare
arenow
nowseparated:
separated:xxappears
appearsonlyonlyon
onthe
theright
right
and y only on the left.
and y only on the left.
Section 1.3 p25
EXAMPLE 5
Mixing Problem
Mixing problems occur quite frequently in chemical industry. We
explain here how to solve the basic model involving a single tank.
The tank in Fig. 11 contains 1000 gal ( 加侖 )of water in which
initially 100 lb ( 磅 )of salt is dissolved. Brine runs in at a rate of
10 gal/min, and each gallon contains 5 lb of dissolved salt. The
mixture in the tank is kept uniform by stirring. Brine runs out at
10 gal/min. Find the amount of salt in the tank at any time t.
Section 1.3 p26

Solution.
Step 1. Setting up a model.
Let y(t) denote the amount of salt in the tank at time t. Its
time rate of change is
y’ = Salt inflow rate - Salt outflow rate Balance law.
5 lb times 10 gal gives an inflow of 50 lb of salt. Now, the
outflow is 10 gal of brine.
This is 10/1000 = 0.01( = 1%) of the total brine content in the
tank, hence 0.01 of the salt content y(t), that is, 0.01 y(t) .
Thus the model is the ODE
(4) y’ = 50 − 0.01y = −0.01(y − 5000).
Section 1.3 p27

Step 2. Solution of the model.
The ODE (4) is separable. Separation, integration, and taking
exponents on both sides gives
dy
 0.01 dt , ln |y − 5000|= −0.01t + c*, y − 5000 = ce−0.01t.
y  5000
Initially the tank contains 100 lb of salt. Hence y(0) = 100 is the
initial condition that will give the unique solution.
Substituting y = 100 and t = 0 in the last equation gives
100 − 5000 = ce0 = c.
Hence c = −4900. Hence the amount of salt in the tank at time t is
(5) y(t) = 5000 − 4900e−0.01t
This function shows an exponential approach to the limit 5000 lb;
see Fig. 11. Can you explain physically that y(t) should increase
with time? That its limit is 5000 lb? Can you see the limit directly
from the ODE?
Section 1.3 p28

The model discussed becomes more realistic in problems on
pollutants in lakes (see Problem Set 1.5, Prob. 35) or drugs
in organs. These types of problems are more difficult
because the mixing may be imperfect and the flow rates (in
and out) may be different and known only very roughly.
Section 1.3 p29

Extended Method:
Reduction to Separable Form
Certain
Certainnonseparable
nonseparableODEs ODEscan canbe
bemade
madeseparable
separablebyby
transformations
transformationsthat thatintroduce
introduceforforyyaanew
newunknown
unknown
function.
function.We Wediscuss
discussthis
thistechnique
techniqueforforaaclass
classof
ofODEs
ODEsof of
practical
practicalimportance,
importance,namely,
namely,forforequations
equations
y
(8) y'  f  .
(8) x
Here,
Here,f fisisany
any4(differentiable)
(differentiable)function
functionof ofy/x
y/xsuch
suchas
as
sin
sin(y/x),
(y/x),(y/x)
(y/x),4,and
andsosoon.
on.(Such
(SuchananODE
ODEisissometimes
sometimescalled
called
aahomogeneous
homogeneousODE, ODE,aatermtermwe weshall
shallnot
notuse
usebut
butreserve
reservefor
for
aamore
moreimportant
importantpurpose
purposein inSec.
Sec.1.5.)
1.5.)
Section 1.3 p30

Extended Method:
Reduction to Separable Form (continued)
The
Theform
formof
ofsuch
suchan
anODE
ODEsuggests
suggeststhat
thatwe
weset
sety/x
y/x==u;u;thus,
thus,
(9)
(9) yy==ux
ux andandby
byproduct
productdifferentiation
differentiation y’y’==u’x
u’x++u.u.
Substitution
Substitutioninto
intoy’y’==f(y/x)
f(y/x)then
thengives
givesu’x
u’x++uu==f f(u)
(u)
or
oru’x
u’x==f(u)
f(u)−−u.u.We
Weseeseethat
thatififf(u)
f(u)−−uu≠≠0,0,this
thiscan
canbe
be
separated:
separated: du dx
 .
(10)
(10) f (u)  u x
Section 1.3 p31

Extended Method:
Reduction to Separable Form (continued)
1 + u2 = c/x 或 1 + (y/x)2 = c/x

1.4
1.4 Exact
Exact ODEs.
ODEs. Integrating
Integrating
Factors
Factors
Section 1.4 p33

1.4 Exact ODEs. Integrating Factors
We
Werecall
recallfrom
fromcalculus
calculusthat
thatififaafunction
functionu(x,
u(x,y)y)has
has
continuous
continuouspartial
partialderivatives,
derivatives,itsitsdifferential
differential(also
(alsocalled
called
its
itstotal
totaldifferential)
differential)isisu u
du  dx  dy.
x y
From
Fromthis
thisititfollows thatififu(x,
followsthat u(x,y)y)==cc==const,
const,du
du==0.0.
Section 1.4 p34

AAfirst-order
first-orderODE
ODEM(x,
M(x,y)y)++N(x,
N(x,y)y’
y)y’==0,0,written
writtenas
as
(use
(usedy
dy==y’dx
y’dxas
asin
inSec.
Sec.1.3)
1.3)
(1)
(1) M(x,
M(x,y)y)dx
dx++N(x,
N(x,y)y)dy
dy==00
isiscalled
calledan
anexact
exactdifferential
differentialequation
equationififthe
thedifferential
differential
form
formM(x,
M(x,y)y)dx
dx++N(x,
N(x,y)y)dy
dyisisexact,
exact,that
thatis,
is,this
thisform
formisisthe
the
differential
differential u u
du  dx  dy
(2)
(2) x y
ofofsome
somefunction
functionu(x,
u(x,y).
y).Then
Then(1) (1)can
canbe
bewritten
written
du
du==0.0.
ByByintegration
integrationwe weimmediately
immediatelyobtainobtainthe
thegeneral
generalsolution
solution
ofof(1)
(1)in
inthe
theform
form
(3)
(3) u(x,
u(x,y)y)==c.c.
Section 1.4 p35
This
Thisisiscalled
calledan animplicit
implicitsolution,
solution,in incontrast
contrastto toaasolution
solution
yy==h(x)
h(x)asasdefined
definedin inSec.
Sec.1.1,
1.1,which
whichisisalso
alsocalled
calledananexplicit
explicit
solution,
solution,forfordistinction.
distinction.Sometimes
Sometimesan animplicit
implicit solution
solution can
can
bebeconverted
convertedto toexplicit
explicitform.
form.(Do(Dothis
thisfor
forxx2++yy2==1.)
2 2
1.)IfIfthis
this
isisnot
notpossible,
possible,your
yourCASCASmaymaygraph
graphaafigure
figureofofthe
thecontour
contour
lines
lines(3)(3)of
ofthe
thefunction
functionu(x,
u(x,y)y)and
andhelp
helpyou youinin
understanding
understandingthe thesolution.
solution.
Comparing
Comparing(1) (1)and
and(2),
(2),we
weseeseethat
that(1)
(1)isisan
anexact
exactdifferential
differential
equation
equationififthere
thereisissome
somefunction
functionu(x,
u(x,y)y)such
suchthat
that
(4)
(4) (a) (a) u (b)
(b) u
M  N.
From this we can
x derive a formulayfor checking whether (1)
From this we can derive a formula for checking whether (1)
isisexact
exactor ornot,
not,as asfollows.
follows.
Section 1.4 p36

Let
LetMMand
andNNbebecontinuous
continuousandandhave
havecontinuous
continuousfirst
first
partial
partialderivatives
derivativesininaaregion
regionininthe
thexy-plane
xy-planewhose
whose
boundary
boundaryisisaaclosed
closedcurve
curvewithout
withoutself-intersections.
self-intersections.Then
Then
by
bypartial
partialdifferentiation
differentiationofof(4)
(4)(see
(seeApp.
App.3.2
3.2for
fornotation),
notation),
M  2u N  2u
  .
y y x x x y
By
Bythe
theassumption
assumptionof
ofcommunity
communitythe
thetwo
twosecond
secondpartial
partial
derivatives
derivativesare
areequal.
equal.Thus
Thus
M N
(5)
(5)  .
y x
Section 1.4 p37

This
Thiscondition
conditionisisnot
notonly
onlynecessary
necessarybut butalso
alsosufficient
sufficientfor
for
(1)
(1)totobebean
anexact
exactdifferential
differentialequation.
equation.
IfIf(1)
(1)isisexact,
exact,the
thefunction
functionu(x,
u(x,y)y)can
canbe
befound
foundbybyinspection
inspection
ororininthe
thefollowing
followingsystematic
systematicway.
way.From
From(4a)
(4a)we
wehave
havebyby
integration
integrationwithwithrespect
respectto
toxx
(6)
(6) u   M dx  k( y);
in
inthis
thisintegration,
integration,yyisisto
tobe
beregarded
regardedas asaaconstant,
constant,and
andk(y)
k(y)
plays
playsthe
therole
roleof
ofaa“constant”
“constant”of ofintegration.
integration.
To
Todetermine
determinek(y),
k(y),we
wederive
derive∂u/∂y
∂u/∂yfrom
from(6),
(6),use
use(4b)
(4b)to
toget
get
dk/dy,
dk/dy,and
andintegrate
integratedk/dy
dk/dytotoget
getk.k.
Section 1.4 p38

• 　　 ex:
We
Wemultiply
multiplyaagiven
givennonexact
nonexactequation,
equation,
(12)
(12) P(x,
P(x,y)y)dx
dx++Q(x,
Q(x,y)y)dy
dy==0,0,
by
byaafunction
functionFFthat,
that,in
ingeneral,
general,will
willbe
beaafunction
functionof
ofboth
bothxx
and
andy.y.The
Theresult
resultwas
wasan anequation
equation
(13)
(13) FP
FPdx
dx++FQ
FQdydy==00
that
thatisisexact,
exact,so
sowe
wecan
cansolve
solveititas
asjust
justdiscussed.
discussed.Such
Suchaa
function
functionisisthen
thencalled
calledan
anintegrating
integratingfactor
factorof
of(12).
(12).
Section 1.4 p42

How to Find Integrating Factors

For
ForM Mdx
dx++NNdydy==00the
theexactness
exactnesscondition
condition(5)
(5)isis
∂M/∂y
∂M/∂y==∂N/∂x.
∂N/∂x.Hence
Hencefor for(13),
(13),FP
FPdx
dx++FQ
FQdy
dy==0,0,the
the
exactness
exactnesscondition
condition isis
 
(15) ( FP )  ( FQ).
(15) y x
By
Bythe
theproduct
productrule,
rule,with
withsubscripts
subscriptsdenoting
denotingpartial
partial
derivatives,
derivatives,this
thisgives
gives
FFyPP++FP
FPy ==FF
xQ Q++FQ
FQx. .
y y x x
Section 1.4 p43

How to Find Integrating Factors (continued)
Let
LetFF==F(x).
F(x).Then
ThenFFy y==0,0,and
andFFx x==F’F’==dF/dx,
dF/dx,so
sothat
that(15)
(15)
becomes
becomes
FP
FPy ==F’Q
F’Q++FQ
FQx. .
y x
Dividing
Dividingby
byFQ
FQand
andreshuffling
reshufflingterms,
terms,we
we have
have
1 dF 1  P Q 
(16)  R, where R    .
(16) F dx Q  y x 
Section 1.4 p44

Theorem 1
Integrating
IntegratingFactor
FactorF(x)
F(x)
IfIf(12)
(12)isissuch
suchthat
thatthe
theright
rightside
sideRRofof(16)
(16)depends
dependsonly
onlyon
onx,x,then
then
(12)
(12)has
hasan anintegrating
integratingfactor
factorFF==F(x),
F(x),which
whichisisobtained
obtainedby
by
integrating
integrating(16)
(16)and
andtaking
takingexponents
exponentson onboth
bothsides.
sides.
(17) F( x)  exp  R( x)dx.
(17)
Note:
(12) P(x, y) dx + Q(x, y) dy = 0,
1 dF 1  P Q 
(16)  R, where R    .
F dx Q  y x 
Section 1.4 p45

Similarly,
Similarly,ififF*
F*==F*(y),
F*(y),then
theninstead
insteadof
of(16)
(16)we
weget
get
1 dF * 1  Q P 
(18) F * dx  R*,
(18) where R*    .
P  x y 
Section 1.4 p46

Theorem 2
Integrating
IntegratingFactor
FactorF*(x)
F*(x)
IfIf(12)
(12)isissuch
suchthat
thatthe
theright
rightside
sideR*R*ofof(18)
(18)depends
dependsonly
onlyonony,y,
then
then(12)
(12)hashasan
anintegrating
integratingfactor
factorF*
F*==F*(x),
F*(x),which
whichisisobtained
obtained
from
from(18)
(18)andandtaking
takingexponents
exponentson onboth
bothsides.
sides.
(19) F *( y )  exp  R*( y)dy
(19)
Note:
(12) P(x, y) dx + Q(x, y) dy = 0,
1 dF * 1  Q P 
(18)  R*, where R*    .
F * dx P  x y 
Section 1.4 p47

• EX.
　　　　　　　　　　
29
F*(y) = e–y
29
y(0) = –1
u(0, – 1) = 1+ 0 + e = 3.72
ex + xy + e–y = 1 + e = 3.72
1.5
1.5 Linear
Linear ODEs.
ODEs. Bernoulli
Bernoulli
Equation.
Equation. Population
Population Dynamics
Dynamics
Section 1.5 p51

1.5 Linear ODEs. Bernoulli Equation. Population Dynamics.
AAfirst-order
first-orderODE
ODEisissaid
saidto
tobe
belinear
linearififititcan
canbe
bebrought
brought
into
intothe
theform
form
(1)
(1) y’y’++p(x)y
p(x)y==r(x),
r(x),
by
byalgebra,
algebra,and
andnonlinear
nonlinearififititcannot
cannotbe
bebrought
broughtinto
intothis
this
form.
form.
Section 1.5 p52

Homogeneous
HomogeneousLinear LinearODE.
ODE.
We
Wewant
wantto tosolve
solve(1)
(1)on
onsome
someinterval
intervalaa<<xx<<b,b,call
callititJ,J,and
and
we
webegin
beginwithwiththe
thesimpler
simplerspecial
specialcase
casethat
thatr(x)
r(x)isiszero
zerofor for
all
allxxin
inJ.J.(This
(Thisisissometimes
sometimeswritten
writtenr(x)
r(x)≡≡0.)
0.)Then
Thenthe theODE ODE
(1)
(1)becomes
becomes
(2)
(2) y’y’++p(x)y
p(x)y==00
and
andisiscalled
calledhomogeneous.
homogeneous.
The
Thegeneral
generalsolution
solutionof ofthe
thehomogeneous
homogeneousODE ODE(2)(2)isis
(3)
(3) y(x) = ce −∫p(x)dx (c = ±e *
−∫p(x)dx
y(x) = ce (c = ±ec*when
c
whenyy>/<
>/<0);
0);
here
herewe
wemay
mayalso
alsochoose
choosecc==00andandobtain
obtainthe
thetrivial
trivial
solution
solutiony(x)
y(x)==00for
forall
allxxin
inthat
thatinterval.
interval.
Section 1.5 p53

Nonhomogeneous Linear ODE

Nonhomogeneous Linear ODE
We now solve (1) in the case that r(x) in (1) is not everywhere
We now solve (1) in the case that r(x) in (1) is not everywhere
zero
zeroon
onthe
theinterval
intervalJ Jconsidered.
considered.Then
Thenthe
theODE
ODE(1)(1)isiscalled
called
nonhomogeneous.
nonhomogeneous.
Solution of nonhomogeneous linear ODE (1):
Solution of nonhomogeneous linear ODE (1):
(4) y(x) = e−h−h(∫ehrh dx + c), h = ∫p(x) dx.
(4) y(x) = e (∫e r dx + c), h = ∫p(x) dx.
The
Thestructure
structureof
of(4)
(4)isisinteresting.
interesting.The Theonly
onlyquantity
quantitydepending
depending
on
onaagiven
giveninitial
initialcondition
conditionisisc.c.Accordingly,
Accordingly,writing
writing(4)
(4)as
asaasum
sum
of two terms,
of two terms,
(4*) y(x) = e−h−h∫ehrh dx + c e−h−h,
(4*) y(x) = e ∫e r dx + c e ,
we
weseeseethe
thefollowing:
following:
(5)
(5)Total
TotalOutput
Output==Response
Responseto
tothe
theInput
Inputrr++Response
Responseto
tothe
the
Initial
InitialData.
Data.
Section 1.5 p54
EXAMPLE 1
First-Order ODE, General Solution, Initial Value Problem
Solve the initial value problem
y’ + y tan x = sin 2x, y(0) = 1.
Solution.
Here p = tan x, r = sin 2x = 2 sin x cos x and
h = ∫p dx = ∫tan x dx = ln|sec x|.
From this we see that in (4),
eh = sec x, e−h = cos x, ehr = (sec x)(2 sin x cos x) = 2 sin x,
and the general solution of our equation is
y(x) = cos x (2 ∫sin x dx + c) = c cos x − 2 cos2x.
From this and the initial condition, 1 = c · 1 − 2 · 12, thus c = 3 and
the solution of our initial value problem is y = 3 cos x - 2 cos2 x.
Here 3 cos x is the response to the initial data, and −2 cos2 x is the
response to the input sin 2x.
Section 1.5 p55
EX.
34
34
Reduction to Linear Form. Bernoulli Equation
Numerous
Numerousapplications
applicationscan canbe bemodeled
modeledby byODEs
ODEsthat
thatare
are
nonlinear
nonlinearbut butcan
canbe betransformed
transformedto tolinear
linearODEs.
ODEs.OneOneofofthe
the
most
mostuseful
usefulones
onesof ofthese
theseisisthe theBernoulli
Bernoulliequation
equation
(9)
(9) y’ y’ + p(x)y = g(x)ya (a(aany
+ p(x)y = g(x)y a
anyreal
realnumber).
number).
IfIfaa==00or
oraa==1,1,Equation
Equation(9) (9)isislinear.
linear.Otherwise
Otherwiseititisis
nonlinear.
nonlinear.Then
Thenwe weset
set 1−a
u(x)
u(x)==[y(x)]
[y(x)]1−a. .
WeWedifferentiate
differentiatethisthisand
and−asubstitute
substitutey’y’ from
from (9),
(9),obtaining
obtaining
u’u’==(1(1−−a)y
a)y−ay’y’==(1(1−−a)y a)y−a(gy
−a
(gya−−py).
a
py).
Simplification
Simplificationgivesgives
u’u’==(1(1− −a)(g
a)(g −− pypy
1−a
1−a),),
where
where y1−a==uuon
y1−a
onthe
theright,
right,so sothat
thatwe wegetgetthe
thelinear
linearODE
ODE
(10)
(10) u’u’++(1(1−−a)pu
a)pu==(1 (1−−a)g. a)g.
Section 1.5 p58
Example 4
Logistic Equation
Logistic Equation
Solve the following Bernoulli equation, known as the logistic equation (or
Solve the following Bernoulli equation, known as the logistic equation (or
Verhulst equation)
Verhulst equation)
(11) y’ = Ay − By2 2
(11) y’ = Ay − By
Solution. Write (11) in the form (9), that is,
Solution. Write (11) in the form2 (9), that is,
y’ − Ay = − By 2
y’ − Ay = − By
to see that a = 2 so that u = y1−a1−a = y−1−1. Differentiate this u and substitute y’ from
to see that a = 2 so that u2 = y −2= y . Differentiate this
−1 u and substitute y’ from
(11), u’ = −y y’ = −y (Ay − By 2
) = B − Ay .
(11), u’ = −y2y’ = −y−2(Ay − By2) = B − Ay−1.
The last term is − Ay−1−1= − Au. Hence we have obtained the linear ODE
The last term is − Ay = − Au. Hence we have obtained the linear ODE
u’ + Au = B.
u’ + Au = B.
The general solution is [by (4)]
The general solution is−At [by (4)]
u = ce −At+ B/A.
u = ce + B/A.
Since u = 1/y, this gives the general solution of (11),
Since u = 1/y, this gives the general solution of (11),
1 1
(12) y    At (Fig. 21)
(12) u ce  B / A (Fig. 21)
Directly from (11) we see that y = 0 (y(t) = 0 for all t) is also a solution.
Directly from (11) we see that y = 0 (y(t) = 0 for all t) is also a solution.
Section 1.5 p59
Example 4 (continued)
Section 1.5 p60

We
Wesee seethat
thatin
inthe
thelogistic
logisticequation
equation(11) (11)the
theindependent
independent
variable
variablettdoesdoesnotnotoccur
occurexplicitly.
explicitly.An AnODE ODEy’y’==f(t,f(t,y)y)in
in
which
whichttdoes doesnot
notoccur
occurexplicitly
explicitlyisisof ofthe
theform
form
(13)
(13) y’y’==f(y)
f(y)
and
andisiscalled
calledan anautonomous
autonomousODE. ODE.ThusThusthe thelogistic
logistic
equation
equation(11) (11)isisautonomous.
autonomous.
Equation
Equation(13) (13)has
hasconstant
constantsolutions,
solutions,called
calledequilibrium
equilibrium
solutions
solutionsor orequilibrium
equilibriumpoints.points.These
Theseare aredetermined
determinedby by
the
thezeros
zerosofoff(y),
f(y),because
becausef(y)
f(y)==00gives
givesy’y’==00byby(13);
(13);hence
hence yy
==const.
const.These
Thesezeros
zerosare
areknown
knownas ascritical
criticalpoints
pointsof of(13).
(13).An An
equilibrium
equilibriumsolution
solutionisiscalled
calledstable
stableififsolutions
solutionsclosecloseto toitit
for
forsome
somettremain
remainclose
closeto toititfor
forall
allfurther
furthert.t.ItItisiscalled
called
unstable
unstableififsolutions
solutionsinitially
initiallyclose
closetotoititdo
donot
notremain
remainclose close
to
toititas
asttincreases.
increases.
Section 1.5 p61
1.6
1.6 Orthogonal
Orthogonal Trajectories.
Trajectories.
Optional
Optional
Section 1.6 p62

1.6 Orthogonal Trajectories.
An
Animportant
importanttype typeofofproblem
problemin inphysics
physicsororgeometry
geometryisistoto
find
findaafamily
familyof ofcurves
curvesthat
thatintersect
intersectaagiven
givenfamily
familyof of
curves
curvesatatright
rightangles.
angles.TheThenew
newcurves
curvesarearecalled
called
orthogonal
orthogonaltrajectories
trajectoriesof ofthe
thegiven
givencurves
curves(and
(and
conversely).
conversely).Examples
Examplesare arecurves
curvesof ofequal
equaltemperature
temperature
(isotherms)
(isotherms)and andcurves
curvesof ofheat
heatflow,
flow,curves
curvesof ofequal
equal
altitude
altitude(contour
(contourlines)
lines)ononaamap
mapand andcurves
curvesof ofsteepest
steepest
descent
descenton onthat
thatmap,
map,curves
curvesofofequal
equalpotential
potential
(equipotential
(equipotentialcurves,
curves,curves
curvesofofequal
equalvoltage-the
voltage-theellipses
ellipses
in
inFig.
Fig.24,
24,next
nextslide)
slide)and
andcurves
curvesof ofelectric
electricforce
force(the
(the
parabolas
parabolasin inFig.
Fig.24).
24).
Here
Herethe
theangle
angleof ofintersection
intersectionbetween
betweentwo twocurves
curvesisis
defined
definedto tobebethe
theangle
anglebetween
betweenthe thetangents
tangentsof ofthe
thecurves
curves
atatthe
theintersection
intersectionpoint.
point.Orthogonal
Orthogonalisisanother
anotherwordwordforfor
perpendicular.
perpendicular.
Section 1.6 p63
1.6 Orthogonal Trajectories.
(continued)
(continued)
In
Inmany
manycases
casesorthogonal
orthogonaltrajectories
trajectoriescan
canbe befound
foundusing
using
ODEs.
ODEs.In Ingeneral,
general,ififwe
weconsider
considerG(x,
G(x,y,y,c)c)==00to
tobe
beaagiven
given
family
familyofofcurves
curvesin
inthethexy-plane,
xy-plane,then
theneach
eachvalue
valueofofccgives
givesaa
particular
particularcurve.
curve.Since
Sinceccisisone
oneparameter,
parameter,such suchaafamily
familyisis
called
calledaaone-parameter
one-parameterfamilyfamilyofofcurves.
curves.
Fig.24 Electrostatic field between two ellipses (elliptic cylinders in space):

Elliptic equipotential curves (equipotential surfaces) and orthogonal trajectories
(parabolas)
Section 1.6 p64

1.7
1.7 Existence
Existence and
and Uniqueness
Uniqueness of
of
Solutions
Solutions for
for Initial
Initial Value
Value Problems
Problems
Section 1.7 p65

1.7 Existence and Uniqueness of Solutions for Initial Value Problems
Problem
Problemof ofExistence
Existence
Under
Underwhat
whatconditions
conditionsdoes
doesan
aninitial
initialvalue
valueproblem
problemofofthe
theform
form
(1)
(1)have
haveatatleast
leastone
onesolution
solution(hence
(henceone
oneororseveral
severalsolutions)?
solutions)?
Problem
Problemof ofUniqueness
Uniqueness
Under
Underwhat
whatconditions
conditionsdoes
doesthat
thatproblem
problemhave
haveatatmost
mostone
one
solution
solution(hence
(henceexcluding
excludingthe
thecase
casethat
thatitithas
hasmore
morethan
thanone
one
solution)?
solution)?
Section 1.7 p66

Theorem 1
Existence
ExistenceTheorem
Theorem
Let
Letthe
theright
rightside
sidef(x,
f(x,y)y)ofofthe
theODE
ODEin
inthe
theinitial
initialvalue
valueproblem
problem
(1)
(1) y’y’==f(x,
f(x,y),
y), y(x
y(x0)0)==yy0 0
be
becontinuous
continuousatatall
allpoints
points(x,
(x,y)y)ininsome
somerectangle
rectangle
R:
R:|x
|x−−xx0|<|< a,a, | |yy−−yy0 | |<<bb (Fig.
(Fig.26)
26)
0 0
and
andbounded
boundedin
inR;
R;that
thatis,is,there
thereisisaanumber
numberKKsuch suchthat
that
(2)
(2) | |f(x, y)|≤≤KK
f(x,y)| for
forall
all(x,
(x,y)y)ininR.
R.
Then
Thenthe theinitial
initialvalue
valueproblem
problem(1) (1)has
hasatatleast
leastone
onesolution
solutiony(x).
y(x).
This
Thissolution
solutionexists
existsatatleast
leastfor
forall
allxxininthe
thesubinterval
subinterval|x |x−−xx0|<|<αα
0
ofofthe
theinterval
interval|x |x−−xx0|< |< a;a;here,
here,ααisisthe
thesmaller
smaller ofofthe
thetwo
two
0
numbersaaand
numbers andb/K.b/K.
Section 1.7 p67
Theorem 1 (continued)
Section 1.7 p68

Theorem 2
Uniqueness
UniquenessTheorem
Theorem
Let
Letf fand
andits
itspartial
partialderivative
derivativefyfy==∂f/∂y
∂f/∂ybe
becontinuous
continuousfor
forall
all(x,
(x,
y)y)in
inthe
therectangle
rectangleRR(Fig.
(Fig.26)
26)and
andbounded,
bounded,say,
say,
(3)
(3)(a)
(a)|f|f(x, y)|≤≤K,
(x,y)| K, (b)
(b)|f|fy(x,
y (x,y)|
y)|≤≤M
M for
forall
all(x,
(x,y)y)ininR.
R.
Then
Thenthe
theinitial
initialvalue
valueproblem
problem(1) (1)has
hasatatmost
mostone
onesolution
solutiony(x).
y(x).
Thus,
Thus,bybyTheorem
Theorem1,1,the theproblem
problemhas hasprecisely
preciselyone
onesolution.
solution.This
This
solution
solutionexists
existsatatleast
leastfor
forall
allxxininthat
thatsubinterval
subinterval|x |<α.α.
|x−−xx0|<
0
Section 1.7 p69

SUMMARY
SUMMARYOF CHAPTER 1
OF CHAPTER 1
First-Order
First-Order ODEs
ODEs
Section 1.Summary p70

SUMMARY OF CHAPTER 1
First-Order ODEs
This
Thischapter
chapterconcerns
concernsordinary
ordinarydifferential
differentialequations
equations
(ODEs)
(ODEs)of offirst
firstorder
orderandandtheir
theirapplications.
applications.These
Theseare are
equations
equationsof ofthe
theform
form
(1)
(1) F(x, F(x,y,y,y’)
y’)==00 or orin
inexplicit
explicitform
form y’y’==f(x,
f(x,y)y)
involving
involvingthe thederivative
derivativey’y’==dy/dx
dy/dxofofan
anunknown
unknownfunction function
y,y,given
givenfunctions
functionsof ofx,x,and,
and,perhaps,
perhaps,yyitself.
itself.IfIfthe
the
independent
independentvariable
variablexxisistime,
time,we
wedenote
denoteititby byt.t.
In
InSec.
Sec.1.1
1.1weweexplained
explainedthe thebasic
basicconcepts
conceptsand andthe theprocess
process
of
ofmodeling,
modeling,that thatis,
is,of
ofexpressing
expressingaaphysical
physicalor orother
other
problem
problemin insome
somemathematical
mathematicalform formandandsolving
solvingit. it.Then
Then
we
wediscussed
discussedthe themethod
methodof ofdirection
directionfields
fields(See.
(See.1.2),1.2),
solution
solutionmethods
methodsand andmodels
models(Sees.
(Sees.1.3–1.6),
1.3–1.6),and,and,finally,
finally,
ideas
ideason onexistence
existenceand anduniqueness
uniquenessof ofsolutions
solutions(Sec. (Sec.1.7).
1.7).
First-Order ODEs
(continued 1)
(continued 1)
AAfirst-order
first-orderODE ODEusually
usuallyhas hasaageneral
generalsolution,
solution,that
thatis,
is,aa
solution
solutioninvolving
involvingan anarbitrary
arbitraryconstant,
constant,which whichwe wedenote
denote
by
byc.c.In
Inapplications
applicationswe weusually
usuallyhavehaveto tofind
findaaunique
unique
solution
solutionby bydetermining
determiningaavalue valueof ofccfrom
froman aninitial
initial
condition
conditiony(x y(x0)0)==yy0.0.Together
Togetherwith withthe
theODE ODEthis thisisiscalled
calledan
an
initial
initialvalue
valueproblem
problem
(2)
(2) y’y’==f(x,f(x,y)y) y(x y(x0)0)==yy0 0 (x
(x0,0,yy0 0given
givennumbers)
numbers)
and
anditsitssolution
solutionisisaaparticular
particularsolution
solutionof ofthe
theODE.
ODE.
Geometrically,
Geometrically,aageneral generalsolution
solutionrepresents
representsaafamily familyof of
curves,
curves,which
whichcan canbe begraphed
graphedby byusing
usingdirection
direction
fields
fields(Sec.
(Sec.1.2).
1.2).AndAndeach eachparticular
particularsolution
solutioncorresponds
correspondsto to
one
oneof ofthese
thesecurves.
curves.
First-Order ODEs
(continued 2)
(continued 2)
AAseparable
separableODE ODEisisone onethat
thatwe wecan
canput
putinto
intothe
theform
form
(3)
(3) g(y)
g(y)dy
dy==f f(x)
(x)dxdx (Sec.
(Sec.1.3)
1.3)
by
byalgebraic
algebraicmanipulations
manipulations(possibly(possiblycombined
combinedwith with
transformations,
transformations,such suchas asy/x
y/x==u) u)and
andsolve
solvebybyintegrating
integratingon on
both
bothsides.
sides.
An
Anexact
exactODE
ODEisisof ofthe
theform
form
(4)
(4) M(x,
M(x,y)y)dx
dx++N(x,N(x,y)y)dy
dy==00 (Sec.
(Sec.1.4)
1.4)
where
whereM Mdx dx++NNdy dyisisthe
thedifferential
differential
du
du==uux xdxdx++uuy ydy
dy
of
ofaafunction
functionu(x,
u(x,y),
y),sosothat
thatfrom
fromdudu==00weweimmediately
immediatelyget getthe
the
implicit
implicitgeneral
generalsolution
solutionu(x,
u(x,y)y)==c.c.This
Thismethod
methodextends
extendsto to
nonexact
nonexactODEs ODEsthatthatcancanbebemade
madeexact
exactbybymultiplying
multiplyingthemthemby by
some
somefunction
functionF(x,
F(x,y),y),called
calledan anintegrating
integratingfactor
factor(Sec.
(Sec.1.4).
1.4).
First-Order ODEs
(continued 3) Linear ODEs
(continued 3) Linear ODEs
(5) y’ + p(x)y = r(x)
(5) y’ + p(x)y = r(x)
are
arevery
veryimportant.
important.Their
Theirsolutions
solutionsarearegiven
givenbybythe
theintegral
integral
formula (4). Sec. 1.5. Certain nonlinear ODEs can be transformed
formula (4). Sec. 1.5. Certain nonlinear ODEs can be transformed
to linear form in terms of new variables.
to linear form in terms of new variables.
This holds for the Bernoulli equation
This holds for the Bernoulli equation
y’ + p(x)y = g(x)ya a (Sec. 1.5).
y’ + p(x)y = g(x)y (Sec. 1.5).
Applications
Applicationsand andmodeling
modelingare arediscussed
discussedthroughout
throughoutthe the
chapter, in particular in Secs. 1.1, 1.3, 1.5 (population dynamics,
chapter, in particular in Secs. 1.1, 1.3, 1.5 (population dynamics,
etc.), and 1.6 (trajectories).
etc.), and 1.6 (trajectories).
Picard’s
Picard’sexistence
existenceandanduniqueness
uniquenesstheorems
theoremsare
areexplained
explainedin in
Sec. 1.7 (and Picard’s iteration in Problem Set 1.7).
Sec. 1.7 (and Picard’s iteration in Problem Set 1.7).
Numeric methods for first-order ODEs can be studied in Secs.
Numeric methods for first-order ODEs can be studied in Secs.
21.1
21.1and
and21.2
21.2immediately
immediatelyafterafterthis
thischapter,
chapter,as
asindicated
indicatedin inthe
the
chapter opening.
chapter opening.

Ordinary Differential Equations (Odes) : Section 1.1 P1

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Ordinary Differential Equations (Odes) : Section 1.1 P1

Uploaded by

Copyright:

Available Formats

PART

•• The process of setting up a model, solving it

•• Many physical concepts, such as velocity and

•• An ordinary differential equation (ODE) is an equation

Section 1.1 p10

Section 1.1 p11

•• We see that each ODE in these examples has a solution

•• Geometrically, the general solution of an ODE is a family of

Given an amount of a radioactive substance, say, 0.5 g

•Physical Information. Experiments show that at each

Section 1.1 p15

Section 1.1 p16

Section 1.1 p17

Step 3. Interpretation of result. Formula (9) gives the

Section 1.1 p19

Section 1.2 p20

Section 1.2 p21

Section 1.2 p22

Section 1.2 p23

Section 1.3 p24

•• Many practically useful ODEs can be reduced to the form

Section 1.3 p26

Section 1.3 p27

Section 1.3 p28

Section 1.3 p29

Section 1.3 p30

Section 1.3 p31

1 + u2 = c/x 或 1 + (y/x)2 = c/x

Section 1.4 p33

Section 1.4 p34

Section 1.4 p36

Section 1.4 p37

Section 1.4 p38

Section 1.4 p42

How to Find Integrating Factors

Section 1.4 p43

How to Find Integrating Factors (continued)

Section 1.4 p44

Section 1.4 p45

Section 1.4 p46

Section 1.4 p47

Section 1.5 p51

Section 1.5 p52

Section 1.5 p53

Nonhomogeneous Linear ODE

Section 1.5 p60

Section 1.6 p62

Fig.24 Electrostatic field between two ellipses (elliptic cylinders in space):

Section 1.6 p64

Section 1.7 p65

Section 1.7 p66

Section 1.7 p68

Section 1.7 p69

Section 1.Summary p70

You might also like