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Autonomous Differential Equations

1) Autonomous differential equations refer to equations that are independent of time and are prevalent in physical systems. 2) By the uniqueness theorem, no two solutions can intersect, so if a solution P(t) is less than zero for some t0, it will be less than zero for all t. 3) One tool for analyzing autonomous differential equations is a phase space/phase diagram which can show the stability of equilibrium solutions.

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Nick Vincent
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277 views3 pages

Autonomous Differential Equations

1) Autonomous differential equations refer to equations that are independent of time and are prevalent in physical systems. 2) By the uniqueness theorem, no two solutions can intersect, so if a solution P(t) is less than zero for some t0, it will be less than zero for all t. 3) One tool for analyzing autonomous differential equations is a phase space/phase diagram which can show the stability of equilibrium solutions.

Uploaded by

Nick Vincent
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Autonomous differential equations

These refer to equations that are independent of time, which are very prevalent in physical
'
systems. y =f ( t , y ) =f ( y)
Because no two integral curves can intersect, we can make the following claim: If P(t0) is less
than zero for a particular solution P(t) for some t0 in R, then P(t) < 0
By uniqueness theorem, no two solutions can intersect since P(t) = 0 is a solution
One useful tool for analyzing autonomous differential equations is a phase space/phase diagram
'
Graph y =f ( y) , then:
1) Determine where f(y) = 0
2) Pick test points to determine sign
Definition: a constant solution is called in equilibrium, y= y 0
f
'
Stability of an equilibrium can be detected from y =f ( y)
'
If the derivative of f with respect to y is negative ( f ( y 0 ) <0 ) and the first derivative is zero (

f ( y 0 ) =0 , then

y 0 is stable. If the second derivative is positive ( f ' ( y 0 ) >0 , then

y0

is unstable
What matters is the change in the sign of f'. Positive to negative means stable.

Find and classify all the equilibrium solutions to the following


differential equation.
Worked example:

Solution
First, find the equilibrium solutions. This is generally easy enough to do.

So, it looks like weve got two equilibrium solutions. Both y = -2 and y = 3 are
equilibrium solutions. Below is the sketch of some integral curves for this differential
equation. A sketch of the integral curves or direction fields can simplify the process
of classifying the equilibrium solutions.

From this sketch it appears that solutions that start near y = -2 all move towards it
as t increases and so y = -2 is an asymptotically stable equilibrium solution and
solutions that start near y = 3 all move away from it as t increases and so y = 3 is an
unstable equilibrium solution.

Second Order Equations


Form of second order differential equation:

y ' ' =f (t , y , y ' )

Commonly found in physics (i.e. Newton's Second Law)


Linear equations have a special form:

y ' ' + p ( t ) y ' + q ( t ) y =g (t)

The coefficients p, q, and g can be arbitrary functions of t, but everything else must be first order.
The function g(t) is called the forcing term. If g(t) = 0, it is homogenous.

Existence and Uniqueness


Very similar to the case of 1st order equations. If p(t), q(t), and g(t) are continuous on the interval
( , ) and t0 is any point in ( , ) , then for any real numbers y0 and y1 there is one and
only one function y(t) defined on ( , ) , which is a solution to
y ' ' + p ( t ) y ' + q ( t ) y =g (t) for < t<
and satisfies the initial conditions

y ( t 0 ) = y 0 and

'

y ( t 0 )= y 1

The major difference between this result and the corresponding theorem for first-order linear
equations is that you need an initial condition for both y and its derivative y'.
Structure of the general solution
A linear combination of two functions u and v is any function of the form
=Au+ Bv
where A and B are constants.
Two linearly independent solutions form a fundamental set of solutions.

The Wronskian
If the wronskian is never is never 0 on a given interval, then the u and v used to construct the
Wronskian are linearly independent on that interval.
u( t) v (t )
W ( t ) =det '
=u ( t ) v' ( t ) v ( t ) u' (t)
'
u (t) v (t)

The key idea, in long form. We know the solution to the first order equation
It is

y (t )=C ept

y ' + py=0

where c is an arbitrary constant.

Summary of linear, homogenous equations: We start by finding the characteristic polynomial,


2
given by + p+q=0 . From here, there are three possibilities.
If the discriminant
of solutions is:

p 4 q> 0 , then the c.p. has two distinct, real roots. The fundamental set

y 1 ( t )=e t y 2 ( t )=e t
1

If the discriminant is zero then there is only one repeated real root. The fundamental set of
t
t
solutions is y 1 ( t )=e y 2 ( t )=t e
1

If the discriminant is negative, then there are two complex conjugate roots a bi . The
fundamental set of solutions is

at

at

y 1 ( t )=e cos ( bt ) y 2 ( t )=e sin (bt )

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