Ordinary Differential Equations

Introduction
o Some Basic Mathematical Models and Solutions
o Qualitative Methods: Phase Lines and Direction
Fields
o Definitions, Classification, and Terminology
Basic Mathematical Models; Direction Fields

 Differential equations are equations containing

derivatives.
 The following are examples of physical phenomena
involving rates of change:
 Motion of fluids and mechanical systems
 Modeling the dynamic behavior of nerve cells
 Earthquake detection and prediction
 Controlling the flight of ships and rockets
 Flow of current in electrical circuits
 Dissipation of heat in solid objects
 Describing the behavior of economic systems
 Weather forecasting
 A differential equation that describes a physical
process is often called a mathematical model.
 Example 1: A Falling Object (1 of 3)

Formulate a differential equation describing motion of

an object falling in the atmosphere near sea level.
Mathematical model

 What are the assumptions that will be assumed?

 What are the variables to use?

 What is the ODE or IVP or BVP?

 Example 1: A Falling Object (1 of 3)

  
Formulate a differential equation describing motion of
an object falling in the atmosphere near sea level.

 Assumptions:
 Newton’s second law
Mathematical model

 The velocity is positive in the upward direction

 Variables:
 time
 velocity

 ODE
 Example 1: A Falling Object (1 of 3)

  
Formulate a differential equation describing motion of
an object falling in the atmosphere near sea level.

 Newton’s second law: the mass of the object times its

acceleration is equal to the net force on the object
Mathematical model

 net force
Force of gravity:
 upward force
 Example 1: A Falling Object (1 of 3)

  
Formulate a differential equation describing motion of
an object falling in the atmosphere near sea level.

 Assumptions:
 Newton’s second law
Mathematical model

 There is a force due to air resistance

 The velocity is positive in the downward direction

 Variables:
 time
 velocity

 ODE
 Example 1: A Falling Object (1 of 3)

  
Formulate a differential equation describing motion of
an object falling in the atmosphere near sea level.

  net force
Mathematical model

 downward force
 upward force

Taking , ,
we obtain
 v  9.8  0.2v

Example 1: Sketching Direction Field (2 of 3)

  
Using differential equation and table, plot slopes (estimates)
on axes vs . The resulting graph is called a direction field.
(Note that values of do not depend on .)
v v'
0 9.8
5 8.8
10 7.8
15 6.8
20 5.8
25 4.8
30 3.8
35 2.8
40 1.8
45 0.8
50 -0.2
55 -1.2
60 -2.2
 v  9.8  0.2v

Example 1: Sketching Direction Field (2 of 3)

  
Using differential equation and table, plot slopes (estimates)
on axes vs . The resulting graph is called a direction field.
(Note that values of do not depend on .)
v v'
0 9.8
5 8.8
10 7.8
15 6.8
20 5.8
25 4.8
30 3.8
35 2.8
40 1.8
45 0.8
50 -0.2
55 -1.2
60 -2.2
 v  9.8  0.2v

Example 1: Sketching Direction Field (2 of 3)

  
Using differential equation and table, plot slopes (estimates)
on axes vs . The resulting graph is called a direction field.
(Note that values of do not depend on .)
v v'
0 9.8
5 8.8
10 7.8
15 6.8
20 5.8
25 4.8
30 3.8
35 2.8
40 1.8
45 0.8
50 -0.2
55 -1.2
60 -2.2
 v  9.8  0.2v

Example 1: Direction Field Using Winplot (3 of 3)

When graphing direction fields, be sure to use an appropriate

window, in order to display all equilibrium solutions and
relevant solution behavior. Horizontal solution curves are
called equilibrium solutions.
Equilibrium solutions

 In general, for a differential equation of the form

y  ay  b,
find equilibrium solutions by setting y' = 0 and solving for
y:
b
y (t ) 
a
 Example: Find the equilibrium solutions of the following

y  2  y y  5 y  3 y  y ( y  2)
Example 2: Mice and Owls (1 of 2)

 Consider a mice population that reproduces at a rate

proportional to the current population, with a rate
constant or growth rate equal to 0.5 mice/month
(assuming no owls present).

 When owls are present, they eat the mice. Suppose that
the owls eat 15 per day (average). Write a differential
equation describing mouse population in the presence of
owls. (Assume that there are 30 days in a month.)

dp
 0.5 p  450
dt
Example 2: Mice and Owls (2 of 2)

 Investigate the solutions of differential equation

dp
 0.5 p  450
dt
graphically.
Solutions of Some Differential Equations


 
 Recall the free fall and owl/mice differential equations:

 These equations have the general form

y' = ay – b

 We can use methods of calculus to solve differential

equations of this form.
Example 3: Mice and Owls (1 of 3)


 
 Consider the equation
dp
 0.5 p  450
dt
which describes the interaction of certain populations of
field mice and owls. Find solutions of this equation.

Solution:
Example 3: Integral curves (2 of 3)
Example 3: Initial Conditions (3 of 3)

 A differential equation often has infinitely many solutions.

If a point on the solution curve is known, such as an initial
condition, then this determines a unique solution.
 In the mice/owl differential equation, suppose we know
that the mice population starts out at 850. Then
p(0) = 850, and

p (t )  900  ke 0.5t
p (0)  850  900  ke 0
 50  k
Solution :
p (t )  900  50e 0.5t
Initial Value Problem


  additional condition that we used to determine is an
 The
example of an initial condition.

 The differential equation

dp
 0.5 p  450
dt
together with the initial condition forms an initial value
problem (IVP).
Solution to General Equation

 Consider the initial value problem

y  ay  b, y (0)  y0

The general solution is

b
y   ke at ,
a
and the solution to the initial value problem is

b  b  at
y    y0   e
a  a
 Equilibrium Solution


 
 Note the following solution behavior:

 If , then is constant, with

 If and , then increases exponentially without bound

 If and , then decays exponentially to

 If and , then decreases exponentially without bound

 If and , then increases asymptotically to

Boundary Value Problem

 When the values of a solution to a differential equation are

specified at two different points, these conditions are
called boundary conditions. (In contrast, initial
conditions specify the values of a function and its
derivative at the same point.)

 The differential equation

2
d2y  dy 
2
 xy    0, y (1)  0, y (0)  1
dx  dx 
together with the boundary conditions forms a boundary
value problem (BVP).