1.1 Differential Equations and Mathematical Models
1.1 Differential Equations and Mathematical Models
Differential Equations
www.pdfgrip.com
2 Chapter 1 First-Order Differential Equations
are challenged to find the unknown functions y D y.x/ for which an identity such
as y 0 .x/ D 2xy.x/—that is, the differential equation
dy
D 2xy
dx
—holds on some interval of real numbers. Ordinarily, we will want to find all
solutions of the differential equation, if possible.
Example 2 If C is a constant and
2
y.x/ D C e x ; (1)
then
dy 2
2
D C 2xe x D .2x/ C e x D 2xy:
dx
Thus every function y.x/ of the form in Eq. (1) satisfies—and thus is a solution of—the
differential equation
dy
D 2xy (2)
dx
for all x . In particular, Eq. (1) defines an infinite family of different solutions of this differen-
tial equation, one for each choice of the arbitrary constant C . By the method of separation of
variables (Section 1.4) it can be shown that every solution of the differential equation in (2)
is of the form in Eq. (1).
dy p
D h y; (5)
FIGURE 1.1.2. Torricelli’s law of dt
draining, Eq. (4), describes the
draining of a water tank. where h D k=A is a constant.
www.pdfgrip.com
1.1 Differential Equations and Mathematical Models 3
Example 5 Population growth The time rate of change of a population P .t / with constant birth and
death rates is, in many simple cases, proportional to the size of the population. That is,
dP
D kP; (6)
dt
where k is the constant of proportionality.
Let us discuss Example 5 further. Note first that each function of the form
P .t/ D C e kt (7)
for all real numbers t . Because substitution of each function of the form given in
(7) into Eq. (6) produces an identity, all such functions are solutions of Eq. (6).
Thus, even if the value of the constant k is known, the differential equation
dP=dt D kP has infinitely many different solutions of the form P .t / D C e kt , one for
each choice of the “arbitrary” constant C . This is typical of differential equations.
It is also fortunate, because it may allow us to use additional information to select
from among all these solutions a particular one that fits the situation under study.
Example 6 Population growth Suppose that P .t/ D C e kt is the population of a colony of bacteria at
time t , that the population at time t D 0 (hours, h) was 1000, and that the population doubled
after 1 h. This additional information about P .t/ yields the following equations:
1000 D P .0/ D C e 0 D C;
2000 D P .1/ D C e k :
It follows that C D 1000 and that e k D 2, so k D ln 2 0:693147. With this value of k the
differential equation in (6) is
dP
D .ln 2/P .0:693147/P:
dt
Substitution of k D ln 2 and C D 1000 in Eq. (7) yields the particular solution
C = 12 C = 6 C = 3 P .t/ D 1000e .ln 2/t D 1000.e ln 2 /t D 1000 2t (because e ln 2 D 2)
8
C=1 that satisfies the given conditions. We can use this particular solution to predict future popu-
6
4 lations of the bacteria colony. For instance, the predicted number of bacteria in the population
after one and a half hours (when t D 1:5) is
2 1
C=
0 2 P .1:5/ D 1000 23=2 2828:
P
C = – 12
–2
The condition P .0/ D 1000 in Example 6 is called an initial condition because
–4 we frequently write differential equations for which t D 0 is the “starting time.”
C = –1
–6 Figure 1.1.3 shows several different graphs of the form P .t / D C e kt with k D ln 2.
–8 The graphs of all the infinitely many solutions of dP=dt D kP in fact fill the entire
–2 –1 0 1 2 3
C = –12 C = –6 C = –3 two-dimensional plane, and no two intersect. Moreover, the selection of any one
t
point P0 on the P -axis amounts to a determination of P .0/. Because exactly one
FIGURE 1.1.3. Graphs of solution passes through each such point, we see in this case that an initial condition
P .t / D C e kt with k D ln 2. P .0/ D P0 determines a unique solution agreeing with the given data.
www.pdfgrip.com
4 Chapter 1 First-Order Differential Equations
Mathematical Models
Our brief discussion of population growth in Examples 5 and 6 illustrates the crucial
process of mathematical modeling (Fig. 1.1.4), which involves the following:
Real-world
situation
Formulation Interpretation
www.pdfgrip.com
1.1 Differential Equations and Mathematical Models 5
pare with the real-world population. Indeed, a successful population analysis may
require refining the mathematical model still further as it is repeatedly measured
against real-world experience.
But in Example 6 we simply ignored any complicating factors that might af-
fect our bacteria population. This made the mathematical analysis quite simple,
perhaps unrealistically so. A satisfactory mathematical model is subject to two con-
tradictory requirements: It must be sufficiently detailed to represent the real-world
situation with relative accuracy, yet it must be sufficiently simple to make the math-
ematical analysis practical. If the model is so detailed that it fully represents the
physical situation, then the mathematical analysis may be too difficult to carry out.
If the model is too simple, the results may be so inaccurate as to be useless. Thus
there is an inevitable tradeoff between what is physically realistic and what is math-
ematically possible. The construction of a model that adequately bridges this gap
between realism and feasibility is therefore the most crucial and delicate step in
the process. Ways must be found to simplify the model mathematically without
sacrificing essential features of the real-world situation.
Mathematical models are discussed throughout this book. The remainder of
this introductory section is devoted to simple examples and to standard terminology
used in discussing differential equations and their solutions.
4x 2 y 00 C y D 0 (10)
y 0 .x/ D 1
2x
1=2
ln x and y 00 .x/ D 1
4x
3=2
ln x 1
2x
3=2
:
www.pdfgrip.com
6 Chapter 1 First-Order Differential Equations
The fact that we can write a differential equation is not enough to guarantee
that it has a solution. For example, it is clear that the differential equation
.y 0 /2 C y 2 D 1 (11)
.y 0 /2 C y 2 D 0 (12)
obviously has only the (real-valued) solution y.x/ 0. In our previous examples
any differential equation having at least one solution indeed had infinitely many.
The order of a differential equation is the order of the highest derivative that
appears in it. The differential equation of Example 8 is of second order, those in
Examples 2 through 7 are first-order equations, and
on I and
F x; u; u0 ; u00 ; : : : ; u.n/ D 0
for all x in I . For the sake of brevity, we may say that u D u.x/ satisfies the
–5
–5 0 5 differential equation in (13) on I .
x
Remark Recall from elementary calculus that a differentiable function on an open interval
FIGURE 1.1.5. The solution of is necessarily continuous there. This is why only a continuous function can qualify as a
y 0 D y 2 defined by y.x/ D 1=.1 x/. (differentiable) solution of a differential equation on an interval.
Example 7 Continued Figure 1.1.5 shows the two “connected” branches of the graph y D 1=.1 x/.
The left-hand branch is the graph of a (continuous) solution of the differential equation y 0 D
y 2 that is defined on the interval . 1; 1/. The right-hand branch is the graph of a different
solution of the differential equation that is defined (and continuous) on the different interval
.1; 1/. So the single formula y.x/ D 1=.1 x/ actually defines two different solutions (with
different domains of definition) of the same differential equation y 0 D y 2 .
Example 9 If A and B are constants and
y.x/ D A cos 3x C B sin 3x; (14)
then two successive differentiations yield
y 0 .x/ D 3A sin 3x C 3B cos 3x;
00
y .x/ D 9A cos 3x 9B sin 3x D 9y.x/
for all x . Consequently, Eq. (14) defines what it is natural to call a two-parameter family of
solutions of the second-order differential equation
y 00 C 9y D 0 (15)
on the whole real number line. Figure 1.1.6 shows the graphs of several such solutions.
www.pdfgrip.com
1.1 Differential Equations and Mathematical Models 7
Although the differential equations in (11) and (12) are exceptions to the gen-
eral rule, we will see that an nth-order differential equation ordinarily has an n-
5 parameter family of solutions—one involving n different arbitrary constants or pa-
y3 rameters.
y1
In both Eqs. (11) and (12), the appearance of y 0 as an implicitly defined func-
y2
tion causes complications. For this reason, we will ordinarily assume that any dif-
ferential equation under study can be solved explicitly for the highest derivative that
0 appears; that is, that the equation can be written in the so-called normal form
y
y .n/ D G x; y; y 0 ; y 00 ; : : : ; y .n 1/
; (16)
@u @2 u
D k 2;
@t @x
dy
D f .x; y/: (17)
dx
We also will sample the wide range of applications of such equations. A typical
mathematical model of an applied situation will be an initial value problem, con-
sisting of a differential equation of the form in (17) together with an initial condi-
tion y.x0 / D y0 . Note that we call y.x0 / D y0 an initial condition whether or not
x0 D 0. To solve the initial value problem
dy
D f .x; y/; y.x0 / D y0 (18)
dx
www.pdfgrip.com
8 Chapter 1 First-Order Differential Equations
3
5 so 2C 2 D 1, and hence C D 2. With this value of C we obtain the desired solution
y = 2/(3 – 2x) 1 2
y.x/ D D :
(1, 2)
3
2 x 3 2x
x = 3/2 Figure 1.1.7 shows the two branches of the graph y D 2=.3 2x/. The left-hand branch is
0
y
the graph on . 1; 23 / of the solution of the given initial value problem y 0 D y 2 , y.1/ D 2.
The right-hand branch passes through the point .2; 2/ and is therefore the graph on . 32 ; 1/
(2, –2)
of the solution of the different initial value problem y 0 D y 2 , y.2/ D 2.
The central question of greatest immediate interest to us is this: If we are given
–5 a differential equation known to have a solution satisfying a given initial condition,
–5 0 5
x how do we actually find or compute that solution? And, once found, what can we do
FIGURE 1.1.7. The solutions of with it? We will see that a relatively few simple techniques—separation of variables
y 0 D y 2 defined by (Section 1.4), solution of linear equations (Section 1.5), elementary substitution
y.x/ D 2=.3 2x/. methods (Section 1.6)—are enough to enable us to solve a variety of first-order
equations having impressive applications.
1.1 Problems
In Problems 1 through 12, verify by substitution that each 20. y 0 D x y ; y.x/ D C e x C x 1, y.0/ D 10
3
given function is a solution of the given differential equation. 21. y 0 C 3x 2 y D 0; y.x/ D C e x , y.0/ D 7
Throughout these problems, primes denote derivatives with re- y 0
22. e y D 1; y.x/ D ln.x C C /, y.0/ D 0
spect to x . dy
23. x C 3y D 2x 5 ; y.x/ D 41 x 5 C C x 3 , y.2/ D 1
1. y 0 D 3x 2 ; y D x 3 C 7 dx
24. xy 0 3y D x 3 ; y.x/ D x 3 .C C ln x/, y.1/ D 17
2. y 0 C 2y D 0; y D 3e 2x 25. y 0 D 3x 2 .y 2 C 1/; y.x/ D tan.x 3 C C /, y.0/ D 1
3. y 00 C 4y D 0; y1 D cos 2x , y2 D sin 2x 26. y 0 C y tan x D cos x ; y.x/ D .x C C / cos x , y./ D 0
4. y 00 D 9y ; y1 D e 3x , y2 D e 3x
5. y 0 D y C 2e x ; y D e x e x In Problems 27 through 31, a function y D g.x/ is described
6. y 00 C 4y 0 C 4y D 0; y1 D e 2x , y2 D xe 2x by some geometric property of its graph. Write a differential
7. y 00 2y 0 C 2y D 0; y1 D e x cos x , y2 D e x sin x equation of the form dy=dx D f .x; y/ having the function g as
8. y 00 C y D 3 cos 2x , y1 D cos x cos 2x , y2 D sin x cos 2x its solution (or as one of its solutions).
1 27. The slope of the graph of g at the point .x; y/ is the sum
9. y 0 C 2xy 2 D 0; y D
1 C x2 of x and y .
1
10. x 2 y 00 C xy 0 y D ln x ; y1 D x ln x , y2 D ln x 28. The line tangent to the graph of g at the point .x; y/ inter-
x sects the x -axis at the point .x=2; 0/.
1 ln x
11. x 2 y 00 C 5xy 0 C 4y D 0; y1 D 2 , y2 D 2 29. Every straight line normal to the graph of g passes through
x x the point .0; 1/. Can you guess what the graph of such a
12. x 2 y 00 xy 0 C 2y D 0; y1 D x cos.ln x/, y2 D x sin.ln x/
function g might look like?
In Problems 13 through 16, substitute y D e rx into the given 30. The graph of g is normal to every curve of the form
differential equation to determine all values of the constant r y D x 2 C k (k is a constant) where they meet.
for which y D e rx is a solution of the equation. 31. The line tangent to the graph of g at .x; y/ passes through
the point . y; x/.
13. 3y 0 D 2y 14. 4y 00 D y
15. y 00 C y 0 2y D 0 16. 3y 00 C 3y 0 4y D 0 Differential Equations as Models
In Problems 32 through 36, write—in the manner of Eqs. (3)
In Problems 17 through 26, first verify that y.x/ satisfies the through (6) of this section—a differential equation that is a
given differential equation. Then determine a value of the con- mathematical model of the situation described.
stant C so that y.x/ satisfies the given initial condition. Use a
computer or graphing calculator (if desired) to sketch several 32. The time rate of change of a population P is proportional
typical solutions of the given differential equation, and high- to the square root of P .
light the one that satisfies the given initial condition. 33. The time rate of change of the velocity v of a coasting
motorboat is proportional to the square of v .
17. y 0 C y D 0; y.x/ D C e x , y.0/ D 2 34. The acceleration dv=dt of a Lamborghini is proportional
18. y 0 D 2y ; y.x/ D C e 2x , y.0/ D 3 to the difference between 250 km=h and the velocity of the
19. y 0 D y C 1; y.x/ D C e x 1, y.0/ D 5 car.
www.pdfgrip.com
1.1 Differential Equations and Mathematical Models 9
35. In a city having a fixed population of P persons, the time 2 rodents, and their number is increasing at the rate of
rate of change of the number N of those persons who have dP=dt D 1 rodent per month when there are P D 10 ro-
heard a certain rumor is proportional to the number of dents. Based on the result of Problem 43, how long will it
those who have not yet heard the rumor. take for this population to grow to a hundred rodents? To
36. In a city with a fixed population of P persons, the time rate a thousand? What’s happening here?
of change of the number N of those persons infected with 46. Suppose the velocity v of a motorboat coasting in water
a certain contagious disease is proportional to the product satisfies the differential equation dv=dt D kv 2 . The ini-
of the number who have the disease and the number who tial speed of the motorboat is v.0/ D 10 meters per sec-
do not. ond (m=s), and v is decreasing at the rate of 1 m=s2 when
v D 5 m=s. Based on the result of Problem 43, long does
In Problems 37 through 42, determine by inspection at least it take for the velocity of the boat to decrease to 1 m=s?
one solution of the given differential equation. That is, use To 101
m=s? When does the boat come to a stop?
your knowledge of derivatives to make an intelligent guess. 47. In Example 7 we saw that y.x/ D 1=.C x/ defines a
Then test your hypothesis. one-parameter family of solutions of the differential equa-
37. y 00 D 0 38. y 0 D y tion dy=dx D y 2 . (a) Determine a value of C so that
39. xy 0 C y D 3x 2 40. .y 0 /2 C y 2 D 1 y.10/ D 10. (b) Is there a value of C such that y.0/ D 0?
41. y 0 C y D e x 42. y 00 C y D 0 Can you nevertheless find by inspection a solution of
dy=dx D y 2 such that y.0/ D 0? (c) Figure 1.1.8 shows
Problems 43 through 46 concern the differential equation typical graphs of solutions of the form y.x/ D 1=.C x/.
Does it appear that these solution curves fill the entire xy -
dx plane? Can you conclude that, given any point .a; b/ in
D kx 2 ;
dt the plane, the differential equation dy=dx D y 2 has ex-
where k is a constant. actly one solution y.x/ satisfying the condition y.a/ D b ?
48. (a) Show that y.x/ D C x 4 defines a one-parameter fam-
43. (a) If k is a constant, show that a general (one-parameter) ily of differentiable solutions of the differential equation
solution of the differential equation is given by x.t / D xy 0 D 4y (Fig. 1.1.9). (b) Show that
1=.C k t/, where C is an arbitrary constant.
(
(b) Determine by inspection a solution of the initial value x 4 if x < 0,
problem x 0 D kx 2 , x.0/ D 0. y.x/ D
x 4 if x = 0
44. (a) Assume that k is positive, and then sketch graphs of
solutions of x 0 D kx 2 with several typical positive defines a differentiable solution of xy 0 D 4y for all x , but is
values of x.0/. not of the form y.x/ D C x 4 . (c) Given any two real num-
(b) How would these solutions differ if the constant k bers a and b , explain why—in contrast to the situation in
were negative? part (c) of Problem 47—there exist infinitely many differ-
45. Suppose a population P of rodents satisfies the differen- entiable solutions of xy 0 D 4y that all satisfy the condition
tial equation dP=dt D kP 2 . Initially, there are P .0/ D y.a/ D b .
C = –2 C = –1 C = 0 C = 1 C = 2 C = 3
3
100
2 80
60
1 C=4 40
20
0
y
0
y
C = –4
–1 –20
–40
–2 –60
–80
–3
–3 –2 –1 0 1 2 3 –100
C = –3 C = –2 C = –1 C = 0 C = 1 C = 2 –5 – 4 –3 –2 –1 0 1 2 3 4 5
x x
FIGURE 1.1.8. Graphs of solutions of the FIGURE 1.1.9. The graph y D C x 4 for
equation dy=dx D y 2 . various values of C .
www.pdfgrip.com