Introduction to Differential Equations 4.1. Definitions and Terminology 4.2 Initial-Value Problems 1.3 Differential Equations as Mathematical Models Chapter 1 in Review The words differential and equations certainly suggest solving some kind of + Analogous to a course in algebra and trigonometry, in which a good amount of time is spent solving equations such as 22 + Sx + 4 = 0 for the unknown number x, inthis course one of our tasks will be to solve differential equations such as y" + 2)" + y = 0 for an unknown function y= 600. ‘The preceding paragraph tells something, but not the eomplete story, about the course you ae about to begin. As the course unfolds, you will se that ther is ‘more to the study of differential equations than just mastering methods that equation that contains derivatives y’, 9 ‘mathematicians over past centuries devised to solve them. But first things first. In order to read, stu. , and be conversant in a specialized subject, you have to master some of the terminology of that discipline. This is the thrust ofthe frst two sections of this chapte . In the last section we briefly examin the link between differential equations and the real world, Practical questions such as How fast does a disease spread? How fast does a population change? involve rates of change or derivatives, And so the mathematical deseription—or mathematical model—of phenomena, experiments, observations, or theories may be a differential equation2 * CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS: 1.1 DEFINITIONS AND TERMINOLOGY REVIEW MATERIAL ‘The definition of the derivativ Rules of differentiation Derivative as a rate of change Connection between the first derivative and increasing/decreasin ‘Connection between the second derivative and concavity INTRODUCTION | The derivative dy/dx of a function y = (x) is itself another function #'(x) found by an appropriate rule. The exponential function y = e*" is differentiable on the interval (~@, ), and, by the Chain Rul, its first derivative is dy/dx = 0.2xe"%* If we replace on the right-hand side of the last equation by the symbol y, the derivative becomes 4 = 0.2ay, o ax Now imagine that a friend of yours simply hands you equation (1)—you have no idea how it was constructed —and asks, What is the function represented by the symbol y? You are now face to face ‘with one of the basic problems in this cours: How do you solve such an equation for the function y = (3)? =}A Definitio The equation that we made up in (1) is called a differential ‘equation, Before proceeding any further, let us consider a more precise definition of this concept DEFINITION 1.1.1_Di ferential Equation An equation containing the derivatives of one or more unknown functions (or dependent variables), with respect to one or more independent variables, is said tobe a differential equation (DE). To talk about them, we shall classify differential equations according to type, order, and linearity. Classification by Type Ife differential equation contains only ordinary de~ Fivatives of one or more unknown funetions with respect to a single independent variable, it is said to be an ordinary differential equation (ODE). An equation in- volving partial derivatives of one or more unknown functions of two or more inde- pendent variables is called a partial differential equation (PDE). Our first example illustrates several of each type of differential equation ‘Types of Differential Equations 19 ODE can contin more ‘than one unknown funeion are examples of ordinary differential equations.1.1 DEFINITIONS AND TERMINOLOGY #3 (b) The following equations are partial differential equations” Fu, ey Fu eu au au ay ae , a Le 3 ae ae a Far By ae ® ‘Notice in the third equation that there are two unknown functions and two indepen- dont variables in the PDE. This means and v must be functions of nwo or more independent variables. Notation Throughout this text ordinary derivatives will be writen by using either the Leibniz notation dy/dx, d*y/dz", d°y/dx",...or the prime notation ’,y", "+ By using the latter notation, the first two differential equations in (2) ean be written a little more compactly as y' + Sy = e* and y" — y' + Gy = 0, Actually, the prime notation is used to denote only the first three derivatives; the fourth derivative is written y instead of y™. In general, the nth derivative of y is written d"y/dx" or .¥, Although less convenient to write and to typeset, the Leibniz notation has an ad vantage over the prime notation in that it clearly displays both the dependent and independent variables, For example, in the equation unknoen fanetin {per dependentvarisble independent variable itis immediately seen that the symbol x now represents a dependent variable, Whereas the independent variable is t. You should lso be aware that in physical sciences and engincering, Newton's dot notation (derogatorly refered to by some as the “flyspeck” notation) is sometimes used to denote derivatives with respect to time t. Thus the differential equation ds/d® = ~32 becomes #= ~32, Partial derivatives are often denoted by a subscript notation indicating the indepen- dent variables. For example, with the subseript notation the second equation in @) becomes its, = ty — 2a Classification by Order The order of a differential equation (cither ODE or PDE) isthe order of the highest derivative in the equation. For example, secondo] fintorer ay, oy met (2) ~ is a second-order ordinary differential equation. In Example 1, the first and third equations in (2) are first-order ODEs, whereas in (3) the first two equations are second-order PDES. First-order ordinary differential equations are occasionally writ- ten in differential form M(x, 9) dx + N(x, 3) dy = 0. For example, if we assume that 1y denotes the dependent variable in (y — ¥) dx + 4xdy = 0, then y’ = dy/dx, so by dividing by the differential dx, we get the alternative form 4x)’ + y In symbols we can express an nth-order ordinary differential equation in one dependent variable by the general form Fs ys Y's) = 0, a whore F isa real-valued function of n + 2 variables:,y,y’,.... Bor bth prac- tical and theoretical reasons we shall also make the assumption hereafter that it is possible to solve an ordinary differential equation in the form (4) uniquely for the “Except fo is nvodoctary seo, only onary diferent equations ae considered in A Fire Course in Diferental Equations with Bdelng Aplications, Teh Ein, In thal text the word euaton and the abbreviation DE zfer aly to ODFs, Pata differential equations oe PDEs are considered inthe expanded volume Differential Equetions with Boundory-Vsue Problems, Eighth Eien.© CHAPTER T INTRODUCTION TO DIFFERENTIAL EQUATIONS. highest derivative yin terms of the remaini equation n+ 1 variables. The differential EIT HD, 6 ued continuous function, is referred to as the normal form of (4. ‘our purposes, we shall use the normal forms a ay , Fase) and = 0,999) torepresent general first-and second-order ordinary differential equations. For example, the normal form of the first-order equation 4xy° + y = xisy' = (x—y)/4x; the normal form of the second-order equation y” — y' + 6y = 0 is y"” = y' — 6y. See (iv) in the Remarks. = Classification by Linearity An nth-order ordinary differential equation (4) is said to be linear if Fis linear in y,y....). This means that an nthorder ODE is Tinear when (4) is ayy" + ay 92 + ++ + ayQy" + aol)» — 868) = 0 oF 4 be aay 2 + aady = gb © ‘Two important special cases of (6) are linear first-order (n = 1) and linear second order (n = 2) DEs: 4a @ ay a0) D+ aedy = 0) and a4) TF +) + ay =e). In the additive combination on the left-hand side of equation (6) we see that the char- acteristic two properties of a linear ODE are as follows: + The dependent variable y and all its derivatives y",»",...y are ofthe first degree, tha is, the power of each term involving y is 1 + The coefficients ap, a:,... yoy,» depend at most on the independent variable x. Anonlinear ordinary differential equation is simply one that is not linear. Nonlinear functions of the dependent variable or its derivatives, such as sin y or e”, cannot appear in a linear equation, WESEA Lincar and Nonlinear ODEs (@) The equations (y —a)dx + Any dy = 0, are, in tum, linear frst, second-, and third-order ordinary differential equations. We hhave just demonstrated that the first equation is linea in the variable y by writing it in the alternative form dxy’ + y = x (b) The equations nonlinear tem nonbnes er online em eset depends ony nonlinear faneton of y power mot | 1 1 J ay a G-yy tase, Basiny=0, and Fe 4ye=0 are examples of nonlinear first, second-, and fourth-order ordinary differential equa- tions, respectively.1.1. DEFINITIONS AND TERMINOLOGY * 5. ‘olutions _As was stated before, one of the goals in this course is to solve, or find solutions of, differential equations. In the next definition we consider the con- cept ofa solution of an ordinary differential equation, DEFINITION 1.1.2 Solution of an ODE Any function ¢, defined on an interval J and possessing at least n derivatives that are continuous on J, wich when substituted into an nth-order ordinary dif= ferential equation reduces the equation to an identity, i said to be a solution of the equation on the interval In other words, 2 solution of an nth-order ordinary differential equation (4) i afune- tion ¢ that possesses at least n derivatives and for which Fx, 600}, BC), BMA) forall xin. We say that d satisfie the differential equation on J For our purposes we shall also assume that a solution ¢ is a real-valued function. In our introductory discussion we saw that y = eis a solution of dy/dx = 0.2xy on the interval (=, e) Occasionally, it will be convenient to denote a solution by the altemative symbol y(2. Interval of Di You cannot think solution of an ordinary differential ‘equation without simultancously thinking interval, The interval Jin Definition 1.1.2 is variously called the interval of definition the interval of existence, the interval of validity, or the domain of the solution and can be an open interval (a, b), closed interval [a,b], an infinite interval @, ©), and so on. BISQUE veritication of a Sotutio Verify that the indicated function is a solution of the given differential equation on the interval (—», 9). (@) dyfdx =a" y= hx) y= 29" yexe SOLUTION One way of verifying that the given function is a solution is to see, after substituting, whether each side of the equation is the same for every x in the interval (@) From lefhand sides = 2 = Lg x a 16 7 1 1 a\li, he) ee) ‘we see that each side of the equation isthe same for every real number x. Note that y'? = Estis, by definition, the nonnegative square root of (b) From the derivatives y’ = xe* + e* and y" = xe" + 2e* we have, for every real number x, right-hand side: xy!” lefichand side: y" — 2y! + y = (xe" + 2e!) — Alae" +e!) + xe = 0, right-hand side: 0.6 * CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS: (@) function y = 1/x, x #0 y (@) solution y = Lx, (0, ) FIGURE 1.1.1 In Example 4 the function y= 1/x is not the same asthe solution y = I/x ‘Note, too, that in Example 3 each differential equation possesses the constant so- lution y = 0, —#© + y® = 25 i an implicit solution of the differential equation wos no @) onthe open interval (~S, 5). By implicit differentiation we obtain da,4 od ay Zergregs of wre Solving the last equation for the symbol dy/dx gives (8). Moreover, solving x2 +y?=25 for y in terms of x yields y= +V25—22. The two functions y= da) = V25 =H and y = daa) = ~V35 — x satisfy the relation (that is, {2-42 = 25 and x2 + 3 = 25) and are explicit solutions defined on the interval (C5, 5). The solution curves given in Figures 1.1.2(b) and 1.1.2(c) ae segments of the graph of the implicit soluion in Figure I.1.2(a, = Any relation ofthe form x? 1 y?—e = 0 formally satisfies (8) for any constant However, its understood thatthe relation should always make sense in the real number system; thus, for example, if © = —25, we cannot say that x? + y? + 25 = 0 is an implicit solution ofthe equation. (Why not?) Because the distinction between an explicit solution and an implicit solution should be intuitively clear, we will not belabor the issue by always saying, “Here is an explicit (implicit) solution.” Families of Solutions ‘The study of differential equations is similar to that of integral calculus. In some texts a solution ¢ is sometimes referred to as an integral of the equation, and its graph is called an integral curve. When evaluating an anti- derivative or indefinite integral in calculus, we use a single constant c of integration, Analogously, when solving a first-order differential equation F(x, y, »”) = 0, we usually obtain a solution containing a single arbitrary constant or parameter c. A solution containing an arbitrary constant represents a set G(x, yc) = 0 of solutions called a one-parameter family of solutions. When solving an mh-order differential equation F(x, yy 9's... 3) =0, we seek an mparameter family of solutions G(s, ¥, 61, €2. «= €n) = O. This means that a single differential equation can possess 4n infinite number of solution corresponding, to the unlimited number of choices for the parameter(s), A solution of a differential equation that is free of arbitrary parameters is called a particular solution. Particular Solutions | | EXAMPLE (a) The one-parameter family y first-order equation “x — x¢0s x is an explicit solution of the linear wf y= sin on the interval (—, >). (Ver) Figure 1.1.3 shows the graphs of some particular solutions inthis family for various choices ofc. The solution y = —x cos x, the blue sraph in the figure, isa particular solution corresponding to ¢ = 08 # CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS: FIGURE 1.1.4 Some solutions ‘of DE in part (b) of Example 6 (2) two explicit sottions (b) piscewise-dfined solution FIGURE 1.1.5. Some solutions of DE. in Example & (b) The two-parameter family y = cye* + c2xe" is an explicit solution of the linear second-order equation yin dy ty=0 in part (b) of Example 3. (Verify) In Figure 1.1.4 we have shown seven of the “dou bile infinity” of solutions in the family. The solution curves in red, green, and blue are the graphs of the particular solutions y ~ 5xe* (cy = 0, ¢2 = 5),) = 3e°(@=3, 2 = 0), and y = Se* — Dae" (ey = 5, ¢2 = 2), respectively. Sometimes a differential equation possesses a solution that is not a member of a family of solutions of the equation —that is, a solution that cannot be obtained by spe- cializing any ofthe parameters in the family of solutions. Such an extra solution is called asingular solution. For example, we have seen thaty = 7.x“ andy = Oare solutions of| the differential equation dy/dx = xy! on (=, 2). In Section 2.2 we shall demonstrate, by actually solving it, that the differential equation dy/dx = xy" possesses the one- parameter family of solutions y = (Lx? +c}. When c= 0, the resulting particular solution is y = +44. Butnotice thatthe trivial solution y = 04s a singular solution, since itis not a member of the family y = (}x? + ¢)'; there is no way of assigning a value to the constant to obtain y = 0 In all the preceding examples we used x and y to denote the independent and dependent variable, respectively. But you should become accustomed to seeing and working with other symbols to denote these variables. For example, we could denote the independent variable by f and the dependent variable by x WEESQINERA sing viteret symbot ‘The functions x = ¢ cos 4¢ and x = e sin 41, where ¢) and e) are arbitrary constants or parameters, are both solutions ofthe linear differential equation ¥ + 16e=0. For x =e, cos 4 the first two derivatives with respect to fare x’ = —4ey sin dr and x" = —16e, cos 41 Substituting x" and x then gives AT 16x = —16e, 00s 48 + 16(e; £08 41) = 0. 2 in 4t we have x” = —16ey sin 4, and so x4 lor Finally, iti straightforward to verify that the linear combination of solutions, or the ‘wo-parameter family x = ¢; e08 4¢ + ¢2 sin 4, is also a solution of the differential equation. ‘The next example shows that a solution of a differential equation can be a piecewise-defined function BEE Piccewise-Derined Solutio ‘The one-parameter family of quartic monomial functions y tion of the linear first-order equatio -x4is an explicit sol ay -4y=0 fon the interval (—*, ©), (Verify.) The blue and red solution curves shown in Figure 1.1,5(a) are the graphs of y = x* and y = —x! and correspond to the choices = Land ¢ = ~1, respectively,1.1. DEFINITIONS AND TERMINOLOGY 9 The piecewise-defined di ferentiable function mM x0 PL a reo is also a solution of the differential equation but cannot be obtained from the family y= ox by a single choice of c. As seen in Figure 1.1,5(b) the solution is constructed from the family by choosing ¢ = ~ 1 forx<0 and ¢ = 1 for x= 0. = ystems of Differential Equations Up to this point we have been discussing single differenti! equations containing one unknown function, But often in theory, as well as in many applications, we must deal with systems of differential equations. A system of ordinary differential equations is two or more equations involving the derivatives of two or more unknown functions of a single independent variable. For example, if x and y denote dependent variables and 1 denotes the independent variable, then a system of two first-orde_ differential equations is given by as Fahey) 9) a 0) 80%). a A solution of a system such as (9) is a pair of differentiable functions x = 64(), y= do(?), defined on a common interval /, that satisfy each equation of the system ‘on this interval, REMARKS, () A few last words about implicit solutions of differential equations are in order. In Example $ we were able to solve the relation x? + y?= 25 for y im terms of x to get two explicit solutions, 4,(x) = V25—9 and sa) = —V25 =x, of the differential equation (8). But don’t ead too much into this one example. Unless it i easy or important or you are instructed to, there is usually no need to try to solve an implicit solution G(x, y) = 0 for y cxplictly in terms of x. Also do not misinterpret the second sentence following Definition 1.1.3. An implicit solution Gia, y) = 0 can define a perfectly good differentiable function @ that is a solution ofa DE, yet we might not be able to solve G(x, 9) = Ousing analytical methods such as algebra. The solution curve of # may be a segment or piece of the graph of Gix, y) = 0. See Problems 45 and 46 in Exercises 1.1. Also, read the discussion following Example 4 in Section 2.2 (ii) Although the concept ofa solution has been emphasized inthis section, you should also be aware that a DE docs not necessarily have to possess a solution. Sce Problem 39 in Exercises 1.1. The question of whether a solution exists will be touched on in the next section. (Gi It might not be apparent whether a firstorder ODE written in differential form M(x, y)dx + Nx, y)ay = O is linear or nonlinear because there is nothing in this form that tells us which symbol denotes the dependent variable. See Problems 9 and 10 in Exercises 1. {iv) Itmight not seem like a big deal to assume that F(x, y,y',...,¥") = O-can ‘be solved for y™, but one should be a litle bit careful here, There are exceptions, and there certainly are some problems connected with this assumption, See Problems 52 and 53 in Exercises 1.1 (%) You may run across the term closed form solutions in DE texts or in lectures in courses in differential equations. Translated, this phrase usually10 CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS refers to explicit solutions that are expressible in terms of elementary (or familiar) functions: finite combinations of integer powers of x, roots, exponen- ‘tial and logarithmic functions, and trigonometric and inverse trigonometric functions. (vi) If every solution of an nth-order ODE F(x, y, y',..-, ¥") = 0 on an inter- val {can be obtained from an n-paramefer family Gx, ¥, 1 €2,. 5 ¢) = O by appropriate choices of the parameters ci, = 1, 2,...,m, we then say that the family is the general solution of the DE. In solving linear ODEs, we shall im- pose relatively simple restrictions on the coefficients of the equation; with these restrictions one can be assured that not only does a solution exist on an interval but also that a family of solutions yields all possible solutions. Nonlinear ODEs, with the exception of some first-order equations, are usually difficult or impos- sible to solve in terms of elementary functions. Furthermore, if we happen to obtain a family of solutions for a nonlinear equation, itis not obvious whether ‘this family contains all solutions. On a practical level, then, the designation ‘general solution” is applied only to linear ODEs. Don’t be eoncemed about this concept at this point, but store the words “general solution” in the back of ‘your mind—we will come back to this notion in Section 2.3 and again in Chapter 4. (Oy exercises 1.1 Ansivers to selected odd-numbered problems begin on page ANS In Problems 1-8 state the order of the given ordinary differ- In Problems 1114 verify that the indicated function is an ‘ential equation. Determine whether the equation is linear or explicit solution of the given differential equation. Assume nonlinear by matching it with (6) 1. (1 =a)" = day" + Sy = e080 7. (sin Oy" — (cos Oy" = 2 In Problems 9 and 10 determine whether the given first-order differential equation is linear in the indicated dependent variable by matching it with the first differential 4g, ‘equation given in (7) 9. (? = 1 dx tx dy = Os in y; inx an appropriate interval J of definition for each solution nL. 2 1B. 14. y+ y= tana; y= (cos a)ln(see x ~ tan a) In Problems 15-18 verify that the indicated fmetion y= (2) is an explicit solution of the given firstorde differential equation. Proceed as in Example 2, by consider ing & simply as a function, give its domain. Then by consid- ering ¢ as a solution ofthe differential equation, give atleast, cone interval J of definition xt& yar taVee? 15. (y— apy 16. y = 25 + ys y= Stan Sx 14-2) I. y= 20 y 1a sinxy7!? {In Problems 19 and 20 verify thatthe indicated expression is, ‘an implicit solution of the given first-order differential equa- 10, udv + (w+ wy — we") du = 0; inv; in tion. Find atleast one explicit solution y = (x) in each case.Use a graphing utility to obtain the graph of an explicit solu- tion. Give an interval I of definition of each solution x = 1 Ga): Hasty + y x aw, Be xa — 2x; I T= = MI = 28); 20, 2xy de + (62-9) dy = 05 In Problems 21-24 verify that the indicated family of fune- tions is a solution of the given differential equation, Assume an appropriate interval I of definition for each solution a. fe pam, p= tg PUP PT Bayon yeti rce . bday hy , " bay = 0; ys eet + egret at 8 ay ay Daas S4y= ne we D2 a tya i yeu + qx t qrinx + 4e 25. Verify that the piecewise-defined fimetio fe is a solution of the differential equation xy’ — 2y = 0 r=0 26. In Example 5 we saw that y = $y(x) = V25=¥ and y= 30) = -V25—¥ ave solutions of dy/dy = —x/y onthe interval (~5, 5). Explain why the piecowise- defined functio _[VBER -S 20? (6) Determine an interval over which a solution curve is concave down and an interval over which the curve is concave up. (@ Sketch the graph of a solution y ~ (a) of the dit ferentiel equation whose shape is suggested by parts (a) (0) 56. Consider the differential equation dy /dx = 5 — y (@) Either by inspeetion or by the method suggested in Problems 33-36, find a constant solution of the DE. () Using only the differential equation, find intervals on the y-axis on which a nonconstant solution y = (3) js increasing, Find intervals on the y-axis on which y= (a) is decreasing 57. Consider the differential equation dy/dx where « and b are positive constants (a) Either by inspection or by the method suggested in Problems 33-36, find two constant solutions of the DE, (b) Using only the differential equation, the y-axis on which a nonconstant solution y is increasing. Find intervals on which y decreasing. (©) Using only the differential equation, explain why y= a/2b is the y-coordinate of a point of inflectio of the graph of a nonconstant solution y = (x) yla— by), ind intervals on 0) 40) is1.2 INITIALVALUE PROBLEMS © 13 (@) On the same coordinate axes, sketch the graphs of __ Computer Lab Assignments the two constant solutions found in part (a). These ‘constant solutions partition the xy-plane into three regions. In each region, sketch the graph of a non- constant solution y= d(x) whose shape is sug- ‘gested by the results in parts (b) and (0). In Problems 59 and 60 use a CAS to compute all derivatives and to carry out the simplifications needed to verily that the indicated function isa particular solution of the given differ~ cntial equation, 59, yi") — 20y" + 158y" — 580" + 84ly = 0; ‘58. Consider the differential equation y= 3? + 4 ye 005 2a (a) Explain why there exist no constant solutions of | the DE. 60, xy" + 2xty" + 20xy" = T8y = 05 () Describe the graph of solution y = (3). For cousins) sin in example, can a solution curve have any relative y= 2955 ny) _ 5 sin extrema? x ¥ (©) Explain why y = 0 isthe y-coordinate ofa point of inflection ofa solution curve (@ Sketch the graph of a solution y ~ d(x) of the differential equation whose shape is suggested by parts (a) (0) 1.2 INITIAL-VALUE PROBLEMS REVIEW MATERIAL ‘+ Normal form of a DE ‘= Solution of DE + Family of solutions INTRODUCTION We are often interested in problems in which we seek a solution y(x) of @ differential equation so that (x) also satisfies certain prescribed side conditions—that is, conditions ‘that are imposed on the unknown function y(x) and its derivatives at a point xo. On some interval [ containing xy the problem of solving an nth-order differential equation subject to n side conditions specified at aoe " ") Solve Fenton ) o Subject 0: y%4) = You 9G) = Yan ee YM) = Yt Where yoy Yin---+dect are arbitrary real constants, is called an nth-order init problem (IVP). The values of y(x) and its firstm — 1 derivatives at xo, y(xa) = you ¥"(xa) G9) = yn are called initial conditions (IC). Solving an nth-order initial-value problem such as (1) frequently entails first finding an n-parameter family of solutions of the given differential equation and then using the initial- conditions at x» to determine the m constants in this family. The resulting particular solution is defined on some interval J containing the initial point x, Geometric Interpretation of IVPs_ The cases n = | and = 2 in (1), dy Solve: 2 = Key) fe @ Subject to: y(%) ~ Yo14 CHAPTER T INTRODUCTION TO DIFFERENTIAL EQUATIONS FIGURI ‘irstond 1.2.1 Solution curv fe IVP solutions ofthe DE eof FIGURE 1.2.2 Solution curve of second-order IVP FIGURE 1.2.3. Solution curves of two INP sin 0,3) Example | éy and Solve: a LEHI) @) Subject 0: y(%) = Yo. ¥") = 9) are examples of first_and second-order initial-value problems, respectively, These ‘oo problems are easy to interpret in geometric terms, For (2) we are secking & solution -y(2) of the differential equation y' = f(x, y) on an interval J containing xo so that its graph passes through the specified point (xo, yo). A solution curve is shown in blue in Figure 1.2.1. For (3) we want to find a solution y(x) of the differential equation y" =f y,y’) on an interval J containing xo so that its graph not only passes through (%o, yo) but the slope of the curve at this point is the number y. A solution curve is shown in blue in Figure 1.2.2. The words inital conditions derive from physical sys- tems where the independent variable is time rand where y(to) = yo and y'(to) = yx rep resent the position and velocity, respectively, of an object at some beginning, or inital, time te EQTESRE two First-Order 1vPs (a) In Problem 41 in Exercises 1.1 you were asked to deduce that y = ce* is a one parameter family of solutions of the simple first-order equation y’ = y: All the solutions in this family are defined on the interval (~2, 9). If we impose an initial condition, say, (0) = 3, then substituting x = 0, y = 3 in the family determines the constant 3 = ce" = ¢, Thus y = 3e" isa solution of the IVP y= 90) =3. (b) Now if we demand that a solution curve pass through the point (1, —2) rather than (0, 3), then y(I) = ~2 will yield -2 = ce or ¢ = ~2e~', In this ease y — =2e"~ "is a solution of the IVP » The two solution curves are shown in dark blue and dark red in Figure 1.2.3, ‘The next example illustrates another first-order initial-value problem. In this example notice how the interval J of definition of the solution y(x) depends on the initial condition y(xo) = yo FEQAMIQESEA Interval 1 of Definition of a Soh In Problem 6 of Exercises 2.2 you will be asked to show that a o - parameter family of solutions ofthe first-order differential equation y’ + 2xy? = Dis y = 1/(2 + 0) If we impose the initial condition y(0) = —1, then substituting x= 0 and y= —1 into the family of solutions gives —1 = L/e or ¢= =I, Thus y = I/(a? — 1), We now emphasize the following three distinctions: + Considered as a function, the domain of y = 1/(2? ~ 1) is the set of real numbers x for which y(s) is defined; this is the set of all real number exceptx = ~I and x = 1, See Figure 1.2.4(@. + Considered as a solution of the differential equation y' + 2xy? = 0, the interval / of definition of y = 1 /(x* — 1) could be taken to be any interval over which y(x) is defined and di ferentiable. As can be seen in Figure 1.2.4(a), the largest intervals on which y = 1/(x* — 1) is a solution are (—®,—1), (+1, 1), and (1, #9).(a) funtion defined for aot (solution defined on interval containing x FIGURE 1.2.4 Graphs of function and solution of IVP in Example 2 eo FIGURE 1.2.5 Two solutions curves ‘of the same IVP in Example + ° 1.2 INITIALVALUE PROBLEMS #15 + Considered as a solution of the initial-value problem y’ + 2xy? = 0, (0) = =I, the interval / of definition ofy = 1/¢x° — 1) could be taken to be any interval over which y(x) is defined, di ferentiable, and contains the inital point.x ~ 0; the largest interval for which this is tue is (~1, 1). See the red curve in Figure 1.2.4(b). See Problems 6 in Exercises 1.2 for a continuation of Example 2. Second-Order IVP In Example 7 of Section 1.1 we saw that x = ¢; eos 4¢ + e» sin 4s a two-parameter family of solutions of” + 16x = 0, Find a solution of the initial-value problem weteo x(2)=-2 xf SOLUTION We first apply x(a /2) = ~2 othe given family of solutions: c; cos 2+ exsin 2a = ~2, Since cos 2a = | and sin 27 = 0, we find that ¢; = ~2. Wenext apply x'(a7/2) = 1 to the one-parameter family x(f) = —2 cos 4¢ + c2 sin 4t, Differentiating and then ssting = m/2and.a' = 1 gives 8 sin 2+ de> cos 2" = 1, from which we seethates = 3, Hence = —2 cos 4/ + $in 4¢ isa solution of (4) «@ Existence and Uniqueness Two fundamental questions arise in considering ‘an initial-value problem: Does a solution of the problem exist? Ifa solution exists, is it unique? For the fisteorder initialevalue problem (2) we ask {Does the differential equation dy /dx = f(x, ) possess solutions? Existence 19 any ofthe solution curves pass through the point (so, Yo)? When can we be certain that thee is precisely one solution curve ‘Uniqueness ‘a lpassing through the point (xo, yo)? Note that in Examples | and 3 the phrase “a solution” is used rather than “the solu- tion” of the problem. The indefinite article “a” is used deliberately to suggest the possibility that other solutions may exist. At chis point it has not been demonstrated that there isa single solution of each problem. The next example illustrates an initial- value problem with two solutions, FEQAMIQESEN An VP Can Have Several Solutions Each of the functions y=0 and y = < PF aay! y= 0 dx 7) has at least two solutions, As illustrated in Figure 1.2.5, the graphs of both functions, shown in red and blue pass through the same point (0,0) = Within the safe confine of a formal course in differential equations one ean be fairly confiden that most differential equations will have solutions and that solutions of initial-value problems will probably be unique, Real life, however, is not so idyllic, ‘Therefore itis desirable to know in advance of trying to solve an initial-value problem16 CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS FIGURE 1.2.6 Rectangular region R whether a solution exists and, when it does, whether itis the only solution ofthe prob lem, Since we are going to consider first-orde differential equations in the next two chapters, we state hete without proof a straightforward theorem that gives conditions that are suficien to guarantee the existence and uniqueness of asolution ofa first-orde initial-value problem of the form given in (2), We shall wait until Chapter 4to address the question of existence and uniqueness of a second-order initial-value problem. THEOREM 1 Existence of a Unique Solution Let R be a rectangular region in the xy-plane defined by a =x b, ¢= that contains the point (9) in its interior. If (x,y) and af/2y ae continuous on R, then there exists some interval J: (40 ~ h, 20 +), h> 0, contained in [a, bj, anda unique function y(), defined on J, that isa solution of the initial- value problem (2) ‘The foregoing result is one of the most popular existence and uniqueness theo- roms for first-order differential equations because the criteria of continuity of f(x, ») and af /ay are relatively easy to check. The geometry of Theorem 1.2.1 is illustrated in Figure 1.2.6. EeWaeaes We saw in Example 4 that the differential equation dy/dx = xy" possesses at least ‘vo solutions whose graphs pass through (0, 0). Inspection of the functions Example 4 Revisited Fossa and Fae shows that they are continuous in the upper half-plane defined by y > 0, Hence Theorem 1.2.1 enables us to conclude that through any point (, ya), Yo > 9 in the upper halfplane there is some interval centered atx» on which the given differential cjquation has unique solution, Thus, for example, even without solving it, we know that there exists some interval centered at 2.on whieh the initial-value problem dy/dx = xy", y(2) = | has a unique solution. In Example 1, Theorem 1.2.1 guarantees that there are no ther solutions ofthe initial-value problems y" = y, 9(0) = 3 and y’ = y, y(1) = ~2 other than y = 3e" and y= —2e™!, respectively. This follows fom the fact that f(x, y)=y and af/dy = | are continuous throughout the entire xy-plane. It can be further shown that the interval / on which each solution is defined is —2, »). = Interval of Existence/Uniqueness Suppose y(x) represents a solution of the initial-value problem (2). The following three sets on the real x-axis may not be the same: the domain of the function y(x), the interval Fover which the solution y(x) is defined or exists, and the interval [p of existence and uniqueness. Example 2 of Section 1.1 illustrated the difference between the domain of a function and the interval J of definition. Now suppose (x, yo) is a point in the interior of the rectan- gular region in Theorem 1.2.1. It turns out that the continuity of the funetion Sex, 9) on R by itself is sufficient to guarantee the existence of atleast one solution lof dy/dx = flx, »), ¥(0) = Yo, defined on some interval 1 The interval I of defini tion for this initial-value problem is usually taken to be the largest interval contain- ing xo over which the solution y(x) is defined and differentiable. The interval 7 depends on both f(x,y) ané the initial condition y(xa) = yo, See Problems 31-34 in Exercises 1.2. The extra condition of continuity of the first partial derivative af/y1.2 INITIALVALUE PROBLEMS © «17 fon R enables us to say that not only does a solution exist on some interval Ip con- taining xo, but itis the only solution satisfying y(x0) = yo. However, Theorem 1.2.1 does not give any indication of the sizes of intervals [ and Jo; the interval I of definition need not be as wide as the region R, and the interval I of existence and uniqueness may not be as lar ge as. The number h > 0 that defines the interval Ty: (x9 = hy x0 ~ hi) could be very small, so itis best to think that the solution y(x) is unique in a local sense —that is, a solution defined near the point (xq, Yo). See Problem 50 in Exercises 1.2. REMARKS, (0 The conditions in Theorem 1.2.1 are sufficient but not necessary. This means that when f(x, ) and af/ay are continuous on a rectangular region R, it must always follow that a solution of (2) exists and is unique whenever (xo, yo) is @ point interior to R. However, if the conditions stated in the hypothesis of Theorem 1.2.1 do not hold, then anything could happen: Problem (2) may sil have a solution and this solution may be unique, or (2) may have several solu- tions, ort may have no solution at all A rereading of Example 5 reveals tat the hypotheses of Theorem 1.2.1 do not hold on the line y= 0 for the differential equation dy/dx = xy", so itis not surprising, as we saw in Example 4 of this section, that there are two solutions defined on a common interval —h 0, and for decay, asin (2), k <0, ‘The model (1) for growth can also be seen as the equation dS/dt = r5, which describes the growth of capital S when an annual rate of interest r is compounded continuously. The model (2) for decay also occurs in biological applications such as determining the half-life of a drug—the time that it takes for 50% of a drug to be eliminated from a body by excretion or metabolism. In chemistry the decay model (2) appears in the mathematical description of a first-order chemical reaction, The point is this A single differential equation can serve as a mathematical model for many different phenomena, Mathematical models are often accompanied by certain side conditions. For ex- ample, in (1) and (2) we would expect to know, in tur, the initial population Py and the initial amount of radioactive substance Ap on band. If the initial point in time is taken to be ¢ = 0, then we know that P(0) = Pp and A(0) = Ao. In other words, ‘mathematical model can consist of either an initial-value problem or, as we shall see later on in Section 5.2, a boundary-value problem, = Newton's Law of Cooling/W arming According to Newton’s empirical law of cooling/warming, the rate at which the temperature of a body changes is proportional to the difference between the temperature of the body and the temper- ature of the surrounding medium, the so-called ambient temperature. If T() repre- sents the temperature of a body at time 1, Ty the temperature of the surrounding Fiwo quantiles wand ware proportional, we write w =» This means that one quantity i constant rmulple of the other1.3 DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS #23 ‘medium, and d7/dt the rate at which the temperature of the body changes, then Newion’s law of cooling/warming translates into the mathematical statement a a Dart or Taur-T.) @ Where kis a constant of proportionality. In cither ease, cooling or warming, if Ty is @ constant, it stands to reason that k <0, = Spread of a Disease A contagious disease—for example, a flu virus—is spread throughout a community by people coming into contact with other people, Let _x(2) denote the number of people who have contracted the disease and y(#) denote the number of people who have not yet been exposed, It seems reasonable to assume that the rate dx/dt at which the disease spreads is proportional to the number of encoun ters, or interactions, between these two groups of people. Ifwe assume that the num- br of interactions is jointly proportional to x(?) and »(?)—that is, proportional to the product xy—then dx ak @ where kis the usual constant of proportionality. Suppose a small community has a fixed population of n people, If one infected person is introduced into this eomrmu- nity, then it could be argued that 2(0) and y(0) are related by x-+ y= n+ 1. Using this last equation to eliminate y in (4) gives us the model dx Sn ban +1. “ An obvious inital condition accompanying equation (5) is x(0) = Chemical Reactions The disintegration of a radioactive substance, governed by the differential equation (1), is said to be a first-orde reaction. In chemistry 1 few reactions follow this same empirical law: If the molecules of substance A decompose into smaller molecules, it is a natural assumption that the rate at which this decomposition takes place is proportional to the amount of the fist substance that has not undergone conversion; that is, if X(0) is the amount of substance A remaining at any time, then dX/dt ~ kX, where k is a negative constant since X is decreasing, An example ofa first-order chemical reaction isthe conversion of butyl chloride, (CH3)sCCI, into t-butyl alcohol, (CH;)sCOH: (CH,),CCL + NaOH > (CH,);COH + NaCl Only the concentration of the t-butyl chloride controls the rate of reaction. But in the reaction CH,CI + NaOH > CH,OH + NaCl fone molecule of sodium hydroxide, NaOH, is consumed for every molecule of ‘methyl chloride, CHsCl, thus forming one molecule of methyl alcohol, CH,OH, and fone molecule of sodium chloride, NaCl. In this ease the rate at which the reaction proceeds is proportional to the product of the remaining concentrations of CHCl and NaOH, To describe this second reaction in general, let us suppose one molecule of a substance A combines with one molecule ofa substance B to form one molecule of a substance C. IfX denotes the amount of chemical C formed at time ¢ and if a and B are, in tum, the amounts of the two chemicals A and B att = 0 (the intial amounts), then the instantaneous amounts of A and B not converted to chemical C are @ — X and B — X, respectively. Hence the rate of formation of C is given by aX a a - XB -X), o where & is a constant of proportionality. A reaction whose model is equation (6) is said to be a second-order reaction.24 * CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS input sate of brine 3 galinin output ate of brine Balin FIGURE 1.3.2. Mixing tank FIGURE 1.3.3 Draining nk Mixtures The mixing of two salt solutions of differing concentrations gives rise to a first-order differential equation for the amount of salt contained in the mix ture, Let us suppose that a large mixing tank initially holds 300 gallons of brine (that is, water in which a certain number of pounds of salt has been dissolved). Another brine solution is pumped into the large tank at a rate of 3 gallons per minute; the concentration of the salt in this inflow is 2 pounds per gallon, When the solution in the tank is well stirred, it is pumped out atthe same rateas the entering solution. See Figure 1.3.2. If A@) denotes the amount of salt (measured in pounds) i the tank at time 1, then the rate at which A() changes is a net rate aa (rosea) (one re) ae di \ ofsalt ofsa }~ ** o “The input rate Ry, at which salt enters the tank isthe product ofthe inflow concentra- tion of salt and the inflow rate of fluid, Note that Ry. is measured in pounds per minute: ffsalt inputeate——nputrate imino of brine ofa 1 1 ! = (2 Ib/gal) - (3 gal/min) = (6 tb/min. Now, since the solution is being pumped out of the tank at the same rate that it is pumped in, the number of gallons of brine in the tank at time ris a constant 300 gal- Jons. Hence the concentration of the salt in the tank as well as in the outflow is (0) = A(/300 lb/gal, so the output rate Rox of salt is 1 1 L = (20 te) eatin =A nin The net rate (7) then becomes aA A dA 1 a S100 a 00) (8) Ir and ru denote general input and output rates of the brine solutions,” then there are three possibilities: ry = rows Tin > Foun ANA Tin < Fou To. the analysis lead ing to (8) we have assumed that ry = ro In the latter two cases the number of gal- Jons of brine in the tank is either increasing (Fi > rou) ot decreasing (ry < rou) at the net rate rm — Faun See Problems 10—12 in Exercises 1.3 = Draining a Tank In hydrodynamics, Torricelis law states that the speed v of efflux of water though a sharp-edged hole at the bottom of a tank filled toa depth h is the same as the speed that a body (inthis ease a drop of water) would acquire in falling freely from a height h—that is, v = V2, where g is the acceleration due to gravity, This last expression comes from equating the kinetic energy }mv? with the potential energy mg and solving for». Suppose a tank filled with water is allowed to drain through a bole under the influence of gravity, We would like to fin. the depth h of water remaining in the tank at time 1. Consider the tank shown in Figure 1.3.3. If the area of the hole is A,, (in fi2) and the speed of the water leaving the tank is v= Vig (in fs), then the volume of water leaving the tank per second is Ay V2gh (in RVs). Thus if Vid) denotes the volume of water in the tank at time f, then wv a Veh, ) Don't conse these symbols With Rand Ry, Which ar input and ouput rates of sal,TN @) "ge I c (2) LRC-sries cnet Inductor induetance£:hentis 0) Saas =H — L Resistor resistance R:obms (2) voltage drop across Capacitor capacitance C:farads (1) r vole drop across: 7-9 o FIGURE 1.3.4 Symbols, units, and voltages. Current i) and charge g(?) are ‘measured in amperes (A) and coulomb (©), respectively FIGURE 1.3.5 Position ofrock ‘measured from ground level 1.3 DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS #25 where the minus sign indicates that Vis decreasing, Note here that we are ignoring the possibility of friction at the hole that might cause a reduction of the rate of flo there, Now if the tank is such that the volume of water in it at time can be written V() = Awh, where Ay (in f2) is the constant area of the upper surface of the water (sce Figure 1.3.3), then dV/dt = A,, dh dt, Substituting this last expression into (9) gives us the desired differential equation for the height of the water at time F: dh Ay To (a9) It is interesting to note that (10) remains valid even when Ay is not constant, In this cease we must express the upper surface area of the water asa function of h—that is, Ay = A(h). See Problem 14 in Exercises 1.3, Series Circuits Consider the single-loop LRC-seres circuit shown in Fig- ure 1.3.4(a), containing an inductor, resistor, and capacitor. The current in a circuit after a switch is closed is denoted by i(t); the charge on a capacitor at time f is de- noted by gi). The letters LR, and Care known as inductance, resistance, and capac- itance, respectively, and are generally constants. Now according to Kirchhoff's second lav, the impressed voltage £0) on a closed loop must equal the sum of the voltage drops inthe lop. Figure 1.34) shows the symbols and the formulas forthe respective voltage drops across an inductor a capacitor, and a resistor. Since curent ‘(is elated to charge g() on the capacitor by | ~ ded, adding the three voltages resistor capacitor dq 1 R=R and oa and equating the sum to the impressed voltage yields a second-order differential equation Ee. ay ‘We will examine a differential equation analogous to Section 5.1 11) im great detail in = Falling Bodies ‘To construct a mathematical model of the motion of a body ‘moving in a force field, one often starts with the laws of motion formulated by the English mathematician Isaac Newton (1643-1727). Recall from elementary physics that Newton’s first law of motio. states that a body either will remain at rest or wil continue to move with a constant velocity unless acted on by an external force. In each case this is equivalent to saying that when the sum of the forces F = SF, — that is, the ner or resultant foree—acting on the body is zero, then the acceleration 4a of the body is zero, Newton's second law of motion indicates that when the net force acting on a body is not zero, then the net force is proportional to its accelera- tion a or, more precisely, F — ma, where m i the mass ofthe body. Now suppose a rock is tossed upward from the roof of a building as illustrated in Figute 1.3.5. What i the postion s() of the rock relative to the ground at time £? ‘The acceleration ofthe rock is the second derivative d2s/dt2 If we assume thatthe upward direction is positive and that no foree ats on the rock other thaa the force of gravity, then Newion’s second law gives as as mesa —mg or 12 ae ae «ey In other words, the net force is simply the weight F = F; = —W of the rack near the surface of the Earth. Recall that the magnitude of the weight is W = mg, where m is26 + CHAPTERT bw positive Jairresisance a 6 ms FIGURE 1.3.6 Felling body of mass m (a) suspension bridge cable (6) telephone wires FIGURE 1.3.7 Cables suspended beswcen verical supports INTRODUCTION TO DIFFERENTIAL EQUATIONS the mass ofthe body and g isthe acceleration due to gravity. The minus sign in (12) is used because the weight ofthe rock is a force directed downward, which is opposite to the positive direction, Ifthe height ofthe building iso and the initial velocity ofthe rock is vo, then sis determined from the second-order initial-value problem as oars a 5(0) = 5 20) = v6 a3) Although we have not been stressing solutions of the equations we have con structed, note that (13) can be solved by integrating the constant —g twice with respect to f The initial conditions determine the two constants of integration. From elementary physics you might recognize the solution of (13) as the formula 5) = bee + wot + 5 = Falling Bodies and Air Resistance Before the famous experiment by the Italian mathematician and physicist Galileo Galilei (1564-1642) from the leaning tower of Pisa, it was gencrally believed that heavier objects in freefall, such asa can- nonball, fell with @ greater acceleration than lighter objects, such as a feather. Obviously, a cannonball and a feather when dropped simultaneously from the same height do fall at different rates, but it is not because a cannonball is heavier. The dif- ference in rates is due to ar resistance. The resistive force of air was ignored in the ‘model given in (13). Under some circumstances a falling body of mass m, such as a feather with low density and irregular shape, encounters air resistance proportional to its instantancous velocity v: If we take, in this circumstance, the positive direction tobe oriented downward, then the net force acting on the mass is given by F = Fi + F; = mg ~ ky, where the weight F; = mg of the body is force acting inthe positive direction and air resistance F = —ky isa force, called viscous damping, acting inthe opposite or upward direction. See Figure 1.3.6. Now since v is related to acceleration aby a = dv/dr, Newton's second law becomes F = ma = m dvdr. By equating the net foree to this form of Newton's second law, we obtain a first-order differential equation for the velocity v(0) of the body at time dy mg — bo. (aay a Here k is a positive constant of proportionality. If (isthe distance the body falls in time ¢ from its initial point of release, then v = ds/dt and a = dv/dt = d?s/de2, In terms of s, (14) is @ second-order differential equation ms. as) Suspended Cables Suppose a flexible cable, wire, or heavy rope is sus- pended between two vertical supports, Physical examples of his could be one ofthe {wo cables supporting the roadbed ofa suspension bridge as shown in Figure 13.7(a) or long telephone wire strung between two posts as shown in Figure 1.3.7(b). Our goal isto construct a mathematical model that deseribes the shape that such a cable To begin, let's agree to examine only & portion or element ofthe cable between its lowest point P; and any arbitrary point Ps. As drawn in blue in Figure 1.3.8, this clement ofthe cable isthe curve in a rectangular coordinate system with y-axis cho- sen to pass through the lowest point P; on the curve and the a-axis chosen a units below P), Three forces are acting on the cable: the tensions T and T) inthe cable that are tangent tothe cable at P, and P2, respectively, and the portion W of te total vertical load between the points Pi and Ps, Let T= |i), T2= [Tal, and W= |W] denote the magnitudes of these vectors. Now the tension Ty resolves io horizontal and vertical components (scalar quantities) 7; cos @ and Ty sin 8(a) analytical 1.3 DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS @ 27 Because of static equilibrium we can write T.=Tyeos@ and W= Thsin d, By dividing the last equation by the firs, we eliminate Ts and get tan @ = W/T;. But because dy/d = tan 8, we arrive at dy_W aay; 1) ‘This simple first-order differential equation serves as a model for both the shape of a flexible wire such as a telephone wire hanging under its own weight and the shape of the cables that support the roadbed of a suspension bridge. We will come back 10 ‘equation (16) in Exercises 2.2 and Section 5.3 = What Lies Ahead Throughout this text you will see three different types of approaches to, or analyses of, differential equations. Over the centuries differential ‘equations would often spring from the efforts of a scientist or engineer to describe some physical phenomenon or to translate an empirical or experimental law into ‘mathematical terms. As a consequence, a scientist, engincer, or mathematician ‘would often spend many years of his or her life trying to fin_the solutions of a DE. With a solution in hand, the study of its properties then followed. This quest for so- lutions is ealled by some the analytical approach o differential equations. Once they realized that explicit solutions are at best difficul to obtain and at worst impossible to obtain, mathematicians learned that a differential equation itself could be a font of ‘valuable information. Itis possible, in some instances, to glean directly from the dif- ferential equation answers to questions such as Does the DE actually have solutions? Wa solution of the DE exists and satisfie_ an intial condition, is it the only such so lution? What are some of the properties of the unknown solutions? What ean we say ‘about the geometry ofthe solution curves? Such an approach is qualitative analysis, Finally, if a differential equation cannot be solved by analytical methods, yet we ccan prove that a solution exists, the next logical query is Can we somehow approxi ‘mate the values of an unknown solution? Here we enter the realm of numerical ‘analysis. An affitmativ answer to the last question stems from the fact that a differ- ential equation can be used as a comerstone for constructing very accurate approxi- ‘mation algorithms. In Chapter 2 we start with qualitative considerations of first ‘order ODEs, then examine analytical stratagems for solving some special frstorde «equations, and conclude with an introduction to an elementary numerical method. See Figure 1.3.9. (b) qualitative (©) numerical FIGURE 1.3.9 Different approaches to the study of differential equations28 + CHAPTER 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS REMARKS, ach example in his section ha described a dynamical sytem —a system that changes or evolves with the flow of time 1. Since the study of dynamical systems isa branch of mathematics curently in vogue, we shall occasionally relate the terminology ofthat field tothe discussion at hand Tn more precise terms, a dynamical system consists of a set of time- dependent variables, called state variables, together with a rule that enables ‘us to determine (without ambiguity) the sate of the sytem (his may be a past, presen, or fra stats in terms ofa tate preseribed at some time Dynamical tystemsarclasifie as either discrete systems or continuous-time systems, In this course we shall be concemed only with continuous-time systems— systems in which all variables are defined over a continuous range of time, The rule or mathematical model, na continuoustime dynamical system sa ifr ential equation or a system of diferential equations, The state ofthe system at atime isthe value ofthe state variables a that ime; the specified state of the system ata time fi imply the initial conditions that accompany the mah- ematical model, The solution of the inital-value problem i referred to asthe response of the system, For example, in the case of radioactive decay, the rule is dA/dt = kA, Now if the quantity of a radioactive substance at some time fo is. known, say A(to) = Ap, then by solving the rule we find that the response of the system for t = fo is A(t) = Age"? (see Section 3.1), The response A(t) is the Single sate variable for ths system, Inthe cas ofthe rock osed from the root of & building, the response of the system—the solution of the differential ‘equation d?5/d1? = —g, subject to the initial state s(0) = sp, s’(0) = vo, is the function 1() = ~bg? + vot + 5.01 T, where T represents the time when the rock hits the ground, The state variables are s(#) and s'(¢), which are the vets! position of the rock above ground and is velocity at ime #, respectively. The acceleration s"(¢) is not a state variable, since we have to know only any intial postion and initial velocity at atime fy to uniquely determine the rock’s position s(t) and velocity s‘(f) = v(t) for any time in the interval fo = tS T The acceleration s"(f) = a(t) is, of course, given by the differential. equation s(t) = —g,0<1 0, ‘What is the differential equation for the population P(®) of the country when individuals are allowed to emigrate from the country at a constant rate r > 0? 2. ‘The population model given in (1) fails to take death into consideration; the growth rate equals the birth rate. In another model of a changing population of a commu- nity it is assumed that the rate at which the population changes is a net rate—that is, the difference between nity, Determine a model for the population P() if both the birth rate and the death rate are proportional to the population present at time 1 > 0. . Using the concept of net rate introduced in Problem 2, determine a model for a population P(0) if the birth rate is proportional to the population present at time but the 0,