Module I Lecture Notes (Introduction To Differential Equations)
Module I Lecture Notes (Introduction To Differential Equations)
(Introduction to
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MODULE I
Module I, will include an introduction to the following topics;
1) Language and terminology associated with differential equations, and their classifications.
2) Initial Value Problem (IVP).
3) Current Technology used to plot, solve tedious Algebraic and Trigonometric equations,
complicated derivatives, and partial fraction decomposition.
4) Autonomous Differential Equations.
5) Modeling.
“Differential equations began with Leibniz, the Bernoulli brothers, and others from the
1680s, not long after Newton’s ‘fluxional equations’ in the 1670s.”
The exact chronological origin and history to the subject of differential equations is not
so clear; for what seems to be a number of reasons: one being secretiveness, two being
private publication issues (private works published only decades latter), and three being
the nature of the battle of mathematical and scientific discovery, which is a type of
intellectual "war" (in the words of English polymath Thomas Young).
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In circa 1671, English physicist Isaac Newton wrote his then-unpublished The Method of
Fluxions and Infinite Series (published in 1736), in which he classified first order
differential equations, known to him as fluxional equations, into three groups, as follows:
dy
1) Ordinary Differential Equations of the form f (x , y )
dx
dy
2) Ordinary Differential Equations of the form f (y )
dx
u u
3) Partial Differential Equations of the form x y u
x y
The study of "differential equations", according to British mathematician Edward Ince,
is said to have begun in 1675, when German mathematician Gottfried Leibniz wrote the
x2
following equation xdx
2
.
In 1676, Newton solved his first differential equation. That same year, Leibniz
introduced the term “differential equations” (aequatio differentialis, Latin) or to denote
a relationship between the differentials dx and dy of two variables x and y.
In 1693, Leibniz solved his first differential equation and that same year Newton
published the results of previous differential equation solution methods—a year that is
said to mark the inception for the differential equations as a distinct field in
Mathematics.
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between 1701 and 1704, published in Latin. The book was largely based or themed on
the views of the Leibniz and the Bernoulli brothers. Most of the publications
on differential equations and partial differential equations, in the years to follow, in the
18th century, seemed to expand on the version developed by Leibniz, a methodology,
employed by those as Leonhard Euler, Daniel Bernoulli, Joseph Lagrange, and Pierre
Laplace.
The methods discussed in this course were developed based on the lifelong effort of
several Mathematicians, Economists, Biologist, Sociologists, and many other Scientists
in solving ordinary differential equations.
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Definition and Terminology
Modeling the world around us is divided into two classes.
1) Discrete 2) Continuous
Equations in mathematics that model the discrete information (structures) are known as
Difference Equations and the ones that model the continuous structures are called
Differential Equations.
Formal Definition of a Differential 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 to be a
differential equation (DE).
Discrete Systems, Difference Equations, and Partial Differential Equations are not in the scope
of this course. They are studied in upper division Mathematics, Physics, and Engineering
programs, and most times in graduate school!
TYPES
Ordinary: If contains ordinary derivatives of one or more unknown functions of a single
variable.
Partial: If contains partial derivatives of one or more unknown functions of a two or
more variable.
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Ordinary Differential Equations (ODE’s)
dy d 2y dy dx dy
5y e x 6y 0 2x y 3
dx dx 2 dx dt dt
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Partial Differential Equations (PDE’s)
2u 2u 2u 2u u 2 2
0 2 e x t
x 2 y 2 x 2
t 2
t
NOTATION
dy d 2y d ny
Leibniz Notation:
dx dt 2 dx n
Prime Notation: y (t ) y (t ) y (t )
You should also be aware that in physical sciences and engineering, Newton’s dot
notation is sometimes used to denote derivatives with respect to time t. Mostly used in
Physics.
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d 2y
In 16x 0 , y is the dependent variable and x is the independent variable.
dx 2
The general form of an Nth order Ordinary Differential Equation in one independent
variable is F x , y, y , y , , y
(n )
0 . Normal form: Pulls out the nth derivative from
d ny
the general form
dx n
f x , y, y , y , , y (n 1) . Note: Order is the highest derivative in
the equation!
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Linear (our focus in this course) Non-Linear (beyond the scope of this course)
Differential Form Prime Notation
y x dx 4xydy 0 1 y y 2y x 2
(Homogeneous)
(nonhomogeneous)
y 2y y cos t dy2
sin y 0
(nonhomogeneous)
dx 2
d 3y dy d 4y
x3 3
x 5y e x 4
y2 0
dx dx dx
dy
Example 1: Write 6xy x 2 y 2 0 in Differential Form.
dx
x 2
y 2 dx 6xydy 0
dy dy x y
y x 4x 0 .
dx dx 4x
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Solution of an ODE
Any function , defined on an interval I and possessing at
least n derivatives that are continuous on I , which when
substituted into an nth-order ordinary differential equation
reduces the equation to an identity, is said to be a solution
of the equation on the interval variously called the interval
of definition, the interval of existence, the interval of
validity, or the domain of the solution.
dy x
Differential Equation xy y x 2 sin x
dx y
x 2 y 2 25 y cx x cos x
Solution
Implicit Solution Explicit Solution
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dy
Solving for yields y 25 x 2 . The two functions y 1 x 25 x 2 and
dx
y 2 x 25 x 2 are explicit solutions defined on the interval 5, 5 .
The solution curves given in figures are segments of the graph of the implicit solution in
the figure.
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Initial Value Problem (IVP)
An nth-order initial-value problem (IVP) on some interval I
containing x 0 , is the problem of solving an nth-order differential
equation subject to n side conditions specified at x 0 . That is,
d ny
Solve n f x , y, y ,..., y subject to y(x 0 ) y 0, y (x 0 ) y1, ..., y
dx
n 1 n 1
(x 0 ) yn 1 (initial
1
We apply the same process for x 1 c2 . Hence,
2 4
1
x x t 2 cos 4t sin 4t is a solution.
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Plotting General and IVP Solution curves!
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Existence and Uniqueness
Two fundamental questions arise in considering an initial-value problem:
Does a solution of the problem exist? If a solution exists, is it unique?
dy
Example 6: Given y , check the existence of a unique solution at the point (a,b) !
dx
f f
f (x , y ) y and 1 . Both f (x , y ) and are both continuous everywhere! Hence
y
the existence of a unique solution for any initial data (a,b) .
dy
Example 7: Given x 2y , check the existence of a unique solution at the point (0, 0).
dx
2y f 2 f
f (x , y ) and . Both f (x , y ) and are both continuous everywhere except
x x y
at (0, 0) . There must be a unique solution near any point in the xy -plane where x 0 .
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Autonomous Differential Equations
dy
A general first-order differential equation is Autonomous if the slope is solely a
dt
dy
function of y . f (y )
dt
Exponential Growth:
Let y (t ) be the population of a given species at time t . The simplest hypothesis
(scientific assumption) concerning the variation of a population is that the rate of
dy dy
change of y is proportional to the current value of y ; that is y ry ,
dt dt
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where the constant of proportionality r is called the rate of growth or rate of decline,
depending on whether r 0 or r 0 .
dy
Solving ry subject to y(0) y 0 , we obtain y(t ) y 0e rt .
dt
This model predicts that the population will grow
population will grow exponentially for all time!
To take account of the variability of the growth rate under realistic conditions, r is
replaced with a function. Let r h(y ). Notice how the growth rate is a function of
dy dy
population! Hence, we can modify ry to h(y ) y .
dt dt
Analysis of h(y )
We want to choose h(y ) so that h(y ) r 0 when y is small. As y increases, the rate h(y)
decreases. When y is sufficiently large, h(y) > 0. The simplest function that has the
mentioned properties is h(y ) r ay , where a is a positive constant.
dy
Hence, our differential equation becomes (r ay )y .
dt
It was the British Economist Thomas Malthus 1766-1834 who first observed that many
dy
biological populations increase at a rate proportional to the population. (r ay )y is
dt
known as the Logistic Equation. It is often convenient to write the logistic equation as
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dy y r r
r 1 y where a K .
dt K K a
In this form, the constant r is called the intrinsic growth rate – that is the growth rate in the
absence of any limiting factors.
The general solution to the Logistic Equation will be discussed in the next Module. However, I
will show how you can easily draw qualitatively correct sketch of the solution!
As qualitative methods go, we start with looking for a solution to the simplest possible case.
dy dy y y
0 for all t , so any constant solution of r 1 y must satisfy r 1 y 0 .
dt dt K K
y
Thus, the constant solutions are y 1(t ) 0 , and y 2 (t ) 1 0 y K . 1(t )
K
and 2 (t ) are known as the Constant Solutions or the Equilibrium Solutions since they
correspond to no change or variation in y as t .
dy
Any equilibrium solution of the more general equation f (y ) can be found by locating the
dt
roots of f (y ) 0 . The zeros of f (y ) are called the critical points!
dy y
Analysis of the solution of r 1 y
dt k
To visualize other solutions geometrically, we start with drawing the graph of f (y ) versus y .
y
Here, f (y ) r 1 y , so the graph of is a concave down parabola shown below.
k
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dy
The intercepts at (0, 0) and (K , 0) are known as the critical points. Notice that 0
dt
for 0 y K . Hence, y is an increasing function of t in this interval. Similarly, if y K
dy
, then 0 , hence y is decreasing.
dt
Mathematical Models
It is often desirable to describe the behaviour of some real-life system or a
phenomenon—whether physical, sociological, or even economic—in mathematical terms.
The mathematical description of a system or a phenomenon is called a mathematical
model and is constructed with certain goals in mind. Construction of a mathematical
model of a system starts with
(i) identification of the variables that are responsible for changing the system.
We may choose not to incorporate all these variables into the model at
first. In this step we are specifying the level of resolution of the model.
(ii) we make a set of reasonable assumptions, or hypotheses, about the system
we are trying to describe. These assumptions will also include any
empirical laws that may be applicable to the system.
Video Link: https://www.youtube.com/embed/p_di4Zn4wz4?start=424&feature=oembed
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Different approaches to the study of differential equations
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Modeling a physical phenomenon using
differential equations
It is often desirable to describe the behavior of some real-life system in mathematical
terms. The mathematical description of a system is called a mathematical Model. For
example, we may want to understand the mechanism of a certain ecosystem by studying
the growth of animal populations in that system. Or you may wish to date fossils by
analyzing the decay of a radioactive substance!
dv dv
F ma where a F m .
dt dt
F mg v
dv
m mg v
dt
d 2Q(t ) dQ(t ) 1
L R Q(t ) E
dt 2 dt C
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Population Dynamic
Earliest attempt to model human population growth by means of mathematics was done by
English clergyman and economist Thomas Malthus in 1798. The idea behind Malthusian Model
is the assumption that the rate at which the
population of a country grows at a certain time is
proportional to the total population of the country
at that time! If P t denotes the total population at
dP dP
P t or kP t
dt dt
Radioactive Decay
dA
Let rate of decay and A(t ) is the amount of the
dt
substance remaining at time t .
dA dA
A(t ) kA(t )
dt dt
The Negative Exponential Function that you have
encountered in your Precalculus or Calculus classes,
dA
A(t ) A0e kt is the solution to kA(t ) .
dt
Spread of a Disease
The Flu virus spreads throughout a community by people
coming into contact with other people. Let X (t ) # of people
contracted the disease, and Y (t ) # of people who have not.
Rate of spread is jointly proportional to X (t ) and Y (t ) .
dX dX
X (t )Y (t ) kXY
dt dt
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COVID – 19 and the SEIR Model
COVID -19 has struck the world at the beginning of 2020. Like the Flu virus, it spreads
through the air from person to person, so the model stays the same. One thing that does
not stay the same is the death rate.
In the SEIR model, all individuals in the population are assumed to be in a finite number of
states.
The states are susceptible (S), exposed (E), infected (I) and removed (R).
This type of compartmentalized model has many extensions (e.g. SEIRS relaxes lifetime
immunity and allow transitions from R→S).
Comments:
• Those in state R have been infected and either recovered or died. Note that in some
variations, R may refer only to recovered agents.
• Those who have recovered, and live, are assumed to have acquired immunity.
• Those in the exposed group are not yet infectious.
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The rate (t ) is influenced by both the characteristics of the
disease (e.g., the type and length of prolonged contact required for
a transmission) and behavior of the individuals (e.g., social
distancing, hygiene). The SEIR model can then be written
dy (1)
as Figure 1. Here, represents the time derivative for
dt
the particular variable.
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The first term of (1), S −, is the flow of individuals moving
N
from S→E, and highlights the underlying dynamics of the epidemic
• Individuals in the susceptible state (S) have a rate (t ) of prolonged contacts with other
individuals where transmission would occur if either was infected
I (t )
• Of these contacts, a fraction will be with infected agents (since we assumed that
N
exposed individuals are not yet infectious)
• Finally, there are S (t ) susceptible individuals.
• The sign indicates that the product of those terms is the outflow from the S state, and
an inflow to the E state
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Note that the notation R0 is standard in the epidemiology literature - though confusing,
since R0 is unrelated to R , the symbol that represents the removed state. For the remainder of
the lecture, we will avoid using R for removed state.
Prior to solving the model directly, we make a few changes to (1)
• Re-parameterize using (t ) R0 (t ).
• Define the proportion of individuals in each state
as s S / N etc.
• Divide each equation in (1) by N , and write the system of
ODEs in terms of the proportions.
Since the states form a partition, we could reconstruct the “removed” fraction of the population
as r 1 s e i . However, keeping it in the system will make plotting more convenient.
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Few fundamental examples of Modeling the nature using Differential
Equations
dq
4) Discuss the model: I
dt
This formula is used in electricity; I represents the current (amperes), q represents the
charge (coulombs), t is the time (seconds).
d 2y dy
5) Discuss the model: m 2 a ky F (t )
dt dt
This is a classic model: a forced, mass-spring system. Here, y is a displacement (m), t is
time (sec), m is the mass (kg), a is a friction or damping constant (kg/sec), k is a spring
constant (kg/sec2) and F(t) is a forcing function (N). Variations of this model can be
used in problems ranging from shock absorbers on an automobile to answering
questions about the human spinal column. The differential equation uses several
classical concepts, including Newton’s second law and Hooke’s law.
6) Assume M(t) represents the mass of an element in kgs. Suppose research has shown
that the instantaneous rate of decay of this element (kg/yr) is proportional to the
amount present: M (t ) M (t ) . Set up a model for this relationship. The proportionality
relationship M (t ) M (t ) can be converted into an equation by introducing a
proportionality constant, k (1/yr). So, our model becomes M (t ) kM (t ) . We note that
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k < 0, because M(t) is decreasing in size. This equation will be classified as a “separable
equation” (see Module II). The solution to this differential equation is qualitatively
described as “exponential decay”.
Assume research revealed that the rate of decay is proportional to the square root of the
amount present. Modeling this situation gives us
M (t ) M (t ) M (t ) k M (t )
kg 1/2
We note here that the units of k are . The solutions of this type of equations is
yr
discussed in Module II.
7) Model a population P(t), if its rate of growth is proportional to the amount present
at time t. Here we have an “exponential growth” model, P (t ) kP (t ) , where k > 0.
Assume the population described has an initial composition of 1000. That is,
P (0) 1000 . You are also told that the solution of the differential equation
P (t ) kP (t ) is given by P (t ) 1000e kt , where t is in years. Since k > 0, we know that
P(t) will increase exponentially as t . We are forced to conclude that this is (most
probably) not a reasonable model, since our growth is unlimited. We do add, however,
that this model might be helpful over a short period of time. “How helpful?” and “How
short a period?” are questions which must be looked at qualitatively and depend on the
constraints and requirements of the particular posed problem.
8) Sometimes differential equations are “coupled” (see Module VI); consider the
following Predator-Prey model:
dR
2R 3RF
dt
Note : R R(t ) and F F (t )
dF
4F 5RF
dt
Here, let R represent the number of rabbits in a population, while F represents the
number of foxes, and t is time (months). Assume this model reflects the relationship
between the population of rabbits and foxes. What does this model tell us?
This system of equations above mirrors a “predator-prey” relationship. The RF terms in
both equations can be interpreted as an “interaction term”. That is, both factors are
needed to influence the equations. We see that the coefficient of R in the first equation
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is +2; if there was no RF term in this equation, R would increase without bound. The
3 coefficient of RF has a negative impact on the rabbit population. Turning our
attention to the second equation, we see that F is multiplied by a 4 , indicating that
the fox population would decrease if they did not interact with rabbits. The positive
coefficient for RF indicates a positive impact on the fox population. Predator-prey
models are used extensively in many fields ranging from wildlife populations to military
strategic planning. In many of these models’ qualitative methods are employed.
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