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" Contents

To Students

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1 DIFFERENTIAL EQUATIONS 1.1 Ordinary Differential Equations. 1.2 First-Order Differential Equations 1.3 Initial Value Problems ...

1.4 Separable Equations

1.5 Natural Decay and Growth 1.5.1 Radioactive decay 1.5.2 Money growth ...

1.5.3 Natural population growth 1.6 Logistic Population Growth

1.7 Ratio-Dependent Equations

1.8 Cooling/Heating Problems ..

1.9 First-OrderLinear Equations

1.10 Mixing Problems .

1.11 Euler's Method " .

1.12 Second-Order Differential Equations 1.13 Initial and Boundary Value Problems . 1.14 Missing Unknown Function

1.15 Missing Independent Variable

1.16 Summary .

1 1 3 5 8

12 12 13 14 16 19 21 24 29 31 35 38 41 44 49

2 SYSTEMS OF EQUATIONS & MATRICES 2.1 Systems of Linear Algebraic Equations .

2.2 Elimination Method

2.3 Homogeneous systems

2.4 Matrices........

2.5 Matrix Multiplication

2.6 Second-Order Determinants 2.7 Higher-Order Determinants

2.8 Additional Properties of Determinants 2.9 Inverse Matrices

2.10 Cramer's Rule .

51 51 55 63 67 69 73 74 80 83 87

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CONTENTS

2.11 Eigenvalues and Eigenvectors 2.12 Exponential Solutions

2.13 Summary .

3 __ VECTOR SPACES & LINEAR TRANSFORMATIONS 99

3.1 Vector Spaces. . . . . . . . . . . . . . 99

3.2 Subspaces................ 104

3.3 Linear Dependence and Independence 108

3.4 Bases 113

3.5 Dimension................ 116

3.6 Linear Transformations 118

3.7 Linear Transformations in Rn Spaces. 123

3.8 Construction of New Transformations 130

3.9 Linear Differential Operators 134

3.10 Kernels of Transformations 137

3.11 Summary . . . . . . . . . . . 139

4 LINEAR DIFFERENTIAL EQUATIONS & SYSTEMS 143

4.1 Linear Homogeneous Differential Equations 143

4.2 Equations with Constant Coefficients. 145

4.3 Repeated Roots. . . ... . . . . . . . 148

4.4 Complex Roots . . . . . . . . . . . . 150

4.5 Free Motion of a Mechanical System 154

4.6 Nonhomogeneous Equations . . . . 159

4.7 Forced Oscillations and Resonance 165

4.8 Variation of Parameters . . . . . . 170

4.9 Systems of Differential Equations . 173

4.10 Transformation to a Single Equation 179

4.11 Eigenvectors Method. . . . . . . . . 182

4.12 The Laplace Transform . . . . . . . 188

4.13 Applications to Differential Equations 190

4.14 Summary . . . . . . . . . . . . . . . . 194

Compact Integral Table 197

89 94 97

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To Students

This book consists of lecture notes of an introductory! course in differential equations and linear algebra. My main goal is to help you to comprehend better the subject without sacrificing any important concepts. Based on my long teaching experience, I have included a number of innovations, improvements, simplifications, and shortcuts.

Oscillations, falling bodies, population growth, and other models are investigated by means of differential equations. Linear algebra, while an important subject by itself, also provides a necessary language and tools for the discussion of differential equations.

Each section includes several detailed examples and is followed by a number of exercises. These exercises, though not complicated, require quantitative calculations, qualitative analysis, and logical reasoning. Each chapter has a summary of its most important concepts. As an appendix, a compact integral table is included. Graphing calculators, and/or computer programs such as Mathcad, Derive, or Maple would be of assistance.

I hope that studying these topics will be not only educational, but also enjoyable. Mathematics is exciting; its applications to real life problems are fascinating!

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Chapter 1

DIFFERENTIAL EQUATIONS

1 F(t,x,x',X", ... ,xCn) = 0 I·

(1)

•

1.1

Ordinary Differential Equations

An ordinary differential equation is an equation relating an independent variable t, an unknown function x(t), and the derivatives x'(t) , x(f(t) , ... , xCn) (t)l. Obviously, all terms of a differential equation can be moved to the left hand side of the equation, and therefore any differential equation can be written in the form

The order of the highest derivative involved in the differential equation is called the order of the differential equation. Hence (1) is an nth-order differential equation.

I

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Exam.ple 1 x'" + tx' + x + t2 = 0 is a third-order differential equation. x" + x = 0 is a second-order differentilll equation.

dx 2x2 . fi d d;~ . l , . ( h f h 1 .

-d = -3- is a . ret-or. er zJJerentza equaiioti note t e use 0 tea ternatioe

t t .

notation dx for the derivative).

dt

::~ -sin(xy) = 0 is a second-order differential equation (note that the unknown function here. is y, and the independent variable is x).

au(t,x) . q2u(t,x) "

at =" ax2 is a second-order differential equation, but here the un-

known function u)s a function of two variables, and partial derivatives with respect to both of these variables are involved. Such equations are called partial

differential equations, versus .ordinary differential equations. '

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lxCn)denotes the nth derivative, not the nth power of «:

1

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2

CHAPTER 1. DIFFERENTIAL EQUATIONS

In this course we will consider only ordinary differential equations, in which only functions of one variable are involved, and we will omit the term "ordinary" from now on.

Diverse scientific laws and relations, including many from physics, chemistry, biology, and economics can be described by differential equations. For example, the motion of a particle along a straight line is governed by Newton's second law, which states that mass x acceleration = force. A force F acting on the particle can depend on time and on the particle's position and velocity. Hence

Newton's second law can be written as m a = F( t, x, v). If we recall that v = dx

. dt

d2x d2x dx

and a = dt2' then Newton's second law becomes m dt2 = F(t,x, dt)' which

clearly is a second-order differential equation. Thus a linear motion of a particle is always described by a differential equation.

A function is called a solution of a differential equation if it satisfies the equation on some interval.

Example 2 The function x = t2 is a solution of the differential equation tx' - 2x = 0 because x' = 2t and t x 2t - 2 x t2 = 0 for all t. The function x = t3 is nota solution of this equation because x' = 3t2 and tx3t2-2xt3 =I- 0 on any interval.

As we see from examples, it is simple to determine whether a function is a solution of a given differential equation. Our goal will be to learn how to find these solutions.

A differential equation F(t, x, x', »", ... , x(n)) = 0 is called a linear differential equation if F is a linear function of x, x', ... , x(n), regardless of how the independent variable t is involved, that is, F = anx(n) + ... +alx' +aox+b, where the coefficients an, ... , ao, and b may depend on t. Thus an nth-order linear differential equation may be written as

an(t)xCn) + ... + al (t)x' + ao (t)x + bet) = O.

We will find that linear differential equations have some important properties that are not true in general for nonlinear equations.

Example 3 x'" + tx' + x + t2 = 0 and z" + x = 0 are linear equations,

da: 2x2 d ~y . ( ) 0 1 .

dt = t3 an dx2 - sin xy = are non in ear equations,

da: 2x d2y .

dt = t3 and dx2 - (smx)y = 0 are linear equations.

•

•

(d) x'" + 3XX" = 0

(c) x' = x +t2 (f) dy = y+2.

dx x+3

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1.1 Exercises

1. Find the order of the differential equation and determine whether it is linear or nonlinear. (a) x" + 5t2x + .Ji.= 0

•

•

1.2. FIRST-ORDER DIFFERENTIAL EQUATIONS

3

•

2. (a) Give an example of a fourth-order linear differential equation.

(b) Give an example of a fourth-order nonlinear differential equation.

3. (a) An object of mass m is falling. Write Newton's second law as a differential equation for th.e functiori x(tJ - the height of the object above the ground at time t. Take into account the weight w = mg of the object and neglect the air resistance.

(b) An object of mass m attached to a parachute is falling. Write Newton's second law as a differential equation for the function x(t) -the height of the object above the ground at time t. Take into account the weight w = mg of the object and the air resistance, which is proportional to the velocity.

4. Determine which of the functions is a solution (are solutions) of the given differential equation.

(a) tx' - 4x = 0; Xl = 2t4, X2 = 4t2 .

(b) X" - 3X' + 2x = 0; Xl = et, X2 = e2t,

•

.-

•

•

II

5. Verify that x = sin t is a solution of the differential equation x" + x = O.

By guessing, find at least one more solution of this equation.

6. (a) Verify that the functions Xl = e2t and X2 = e-2t are solutions of the linear differential equation x" - 4x = O. Verify that X3 = Xl + X2 and X4 = 10XI are solutions as well.

(b) Verify that the functions Xl = ! and X2 = __!_l are solutions of

t t+

the nonlinear differential equation x" + 2xx' = 0, but X3 = Xl + X2 and

X4 = 10XI are not.

•

1.2

First-Order Differential Equations

As we know, a first-order differential equation is an equation that can be written in the form F(t, z, x') = o. If x' can be explicitly expressed in terms of t and x, then the first-order differential equation may be rewritten in the so-called normal form

•

1 x' = f(t, x) I· (1)

.'

Example 4 The first-order differential equation t2xx' -1 = 0 can be written 1

in normal form as x' = -2 .

t X

•

Equation (1) has a simple geometric interpretation. At each point of the tx-plane the value of f(t,x) gives the derivative, or the slope, of the solution function x(t). For instance, in the last example the slope of the solution at t = 2, x = 1 is 0.25. So at each point (t, x) the direction of the tangent line to the solution is known. Thus, differential equation (1) graphically represents

•

•

4

CHAPTER 1. DIFFERENTIAL EQUATIONS

a direction field in the tx-plane, and all solutions of (1) are tangent to this direction field.

x

0, so, . l£-"-.J....I:.~-£.A~t..L...c.L...fi-C...£..:.I.;.L../.J

0.5

t Figure A

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Figure A shows the direction field of the differential equation Xl = -2 and t x

the graphs of several solutions.

We will call a first-order differential equation (l).simple if its right-hand side does not contain the unknown function 3;. Thus, a simple first-order differential

equation is

Ixl = J(t) I

(2)

'Note that the simple equation (2) is always a linear equation.

The solution of the simple differential equation (2), as is well known from calculus, is

x = J J(t}dt+c.

(3)

. ,

It is customary" in differential equations to write an arbitrary constant as soon as an indefinite integral appears.

From (3) it follows that there are infinitely many solutions of equation (2).

The set of all solutions of a differential equation is called the general solution. To choose a particular solution from the general solution, an additional item of information must be known. This information will be often a given value Xo of the solution at some point to: x(to) = Xo. This condition on the solution in called an initial condition.

Example 5 The general solution oj the differential equation Xl = 2t is 0

x = J 2tdt + c, or x = t2 + c. To find the particular solution that satisfi,f!;S

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1.3. INITIAL VALUE PROBLEMS

5

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the initial condition x(2) = I, we substitute t = 2 and x = 1 in the general solution and find that c = -3. Thus the particular solution is x = t2 - 3.

1.2 Exercises

II

1. Rewrite the given first-order differential equation in normal form. Sketch the direction field defined by the differential equation either by hands or by using an appropriate software.

(a) x' +2x -1 = D

(b) (t2 + l)x' - X = a

•

2. Find the general solution of the differential equation. Sketch the direction field, defined by the differential equation, and several particular solutions. 1

(a) x' = t2 (b) x' = cost (c) x, = -.

t

3. Find the general solution of the differential equation

(a) x'=3t2 (b) x'=cos3t (c) x' =tv't2 +1

. t ~

(d) x' = -2-' - (e) x' = tsin2t (f) - = »e=.

. t +1 dx .

4. Find the particular solution of the differential equation x' = 3t2, which satisfies the given initial condition. Sketch the graph of this solution.

(a) x(l) == 3

(b) x(l) = 5

(c) x(2) = 5.

5, Find the particular solution of the differential equation x' = 4 siu2t, which satisfies the initial condition

(a) xeD) = 3

(b) xeD) = 2

(c) x(7r/4) = 2.

6. Find the particular solution of the differential equation x, = 2t ~ i ' which satisfies the initial condition

(a) ,xeD) = 1

(b) xeD) = 2

(c) x(l) = D.

- 1.3

Initial Value Problems

As we have seen, even a .simple first-order differential equation has infinitely many solutions, and thus requires an initial condition to specify a particular solution. Let us consider a general first-order differential equation in normal form with an initial condition:

I

I x' = f(t,x),

x(to) = Xo I·

(1)

I

A differential equation together with one or more initial conditions is called an initial value problem.

To solve the initial value problem (1) means to find a function whose graph is tangent to the direction field and passes through the prescribed point (to,xo).

I

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6

CHAPTER 1. DIFFERENTIAL EQUATIONS

How many solutions, if any, does the initial value problem have? The answer is given by Theorem 1, the proof of which is beyond this text.

r

Theorem 1 (existence and uniqueness of solutions) If f(t,x) is a continuously different{a6le function!, then the initial value problem (1) has exactly one solution for t close to to. Furthermore, this solution exists for all t if x' = f(t,x) is a linear equation.

Thus Theorem 1 states that the initial value problem (1) has one and only one solution, but for a nonlinear equation the existence of the solution is guaranteed only near t = to (FigureA).

Let us now return to a differential equation without initial conditions.

Corollary 1 A first-order differential equation x' = f(t, x) has infinitely many solutions. The general solution of such an equation depends on one arbitrary constant.

Indeed, for different values of the constant Xo in (1), we obtain different solutions of the differential equation x' = f (t, x) (Figure B). Together these solutions form the general solution, which depends on the arbitrary constant Xo (we will usually name an arbitrary constant c). Note that for simple differential equations the statement of Corollary 1 is already familiar to us.

x

to t .

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Figure A

Figure B

1.3 Exercises

1. Verify that the function x = (t + 1)e2t is a solution of the initial value problem

x' = 2x + e2t, .

xeD) = 1.

Are there other solutions of this problem?

•

~- !

• • •

!

lContinuously differentiable means that the derivatives of f with respect to each. of its agruments are continuous functions. Actually the restriction on f in Theorem 1 can be

weakened. \')

••

1.3. INITIAL VALUE PROBLEMS

7

II

2. Which of the functions

is the solution of the initial value problem

x'=3x,

x(O) = 2?

3. Solve the initial value problem consisting of the differential equation with the initial condition. Sketch the graph of the solution.

(a) x' = 6t2, x(l) = 4

(b) x' = 6sin3t, x(O) = 5.

II

4. Solve the initial value problem. 1

(a) x' = -8' x(l) = 0

, t+

(b) dy = 4e-2x, Y(O) = 3

. dx

(c) x, = tsint2, x(O) = 1

(d) x' = 4te-2t, x(O) = -1.

II

5. For each of the given initial value problems, what is the region where the existence and uniqueness of the solution is guaranteed? Is it all t, or t::» -2, or a neighborhood of t = I?

(a) x' = tx2 + 2, x(l) = 5

(b) x' = t2x+2, x(l) = 5

(c) (t+2)x'=t2x+2, x(l) =5.

••

6. For each of the given initial value problems, what is the region where the existence and uniqueness of the solution is guaranteed?

x

(a) x, = t _ l' x(O) = 1

(b) x' = t2x+sint, x(O) = 1

(c) (t + 2)x' = tx2 + sin t, x(O) = 1.

7. Is it possible that the given differential equation has no solutions? Has exactly one solution? Has exactly two solutions? Has infinitely many solutions? Is it possible that these solutions do not exist for all t? Is it possible that the graphs of two solutions intersect at some point?

(a) x' = x2+t

(b) x' = x +t2•

1.\

1.4 Separable Equations

.•

1

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1

\.

1 '

8 CHAPTER 1. DIFFERENTIAL EQUATIONS

Recall that the normal form of a first-order differential equation is x' = f (t, x). If the function f(t, x) is a product of two functions, one of which depends only on t and the other only on x, then such a differential equation is called separable. Thus a separable differential equation is

--

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1 x' = P(t)Q(x) I·

(1)

•

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For instance, x' = 2tx2 is separable (P = 2t, x' = sin x is separable (P = 1,

x' = 3x is separable (P =~, Q = x),

t t

any simple differential equation is separable,

x' = sin(2tx) and x' = t + x are not separable,

To solve the separable differential equation (1), let us rewrite it as

Q = x2), Q = sinx),

J ~:) = J P(t)dt + c.

(3)

(II

1 1

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dx

dt = P(t)Q(x)

(2)

and recall that : is not only another notation for the derivative of x, but can be interpreted as a real fraction: the differential of the function x divided by the differential of the variable t. Now, by dividing (2) by Q(x) and multiplying by dt, we can move all terms involving the unknown function x to the left side of the equation and all terms involving the independent variable t to the right side. Thus equation (2) becomes

dx

Q(x) = P(t)dt,

and the variables are separated! Taking the indefinite integral of both sides of the equation, we obtain

Obviously it is sufficient to add an arbitrary constant to just one of the integrals. As soon as we evaluate the integrals in (3), we will have a relationship between x and t, which means that we will have the general solution of the separable differential equation, perhaps in an implicit form. Note that an arbitrary constant is already present in (3). You will find a classification chart of first-order differential equations and methods of solving them in Section 1.16. Look for simple and separable differential equations in it.

Note that the variables can be separated only when Q(x)"# o. If Q(x) = 0 for some value xo, then the constant function x = Xo is a solution of (l).\

-; .. :

•

•

104. SEPARABLE EQUATIONS

9

II

because for this function both sides of equation (2) are equal to zero. Any nonconstant solution cannot assume this value Xo for any to because, according to the existence and uniqueness theorem, there is only one solution that passes through the point (to,xo). Thus,ifwe ignore constant solutions, then we avoid zero values of Q(x), thereby enabling us to freely use the separation of the variables to solve (1).

II

II

Example 6 Let us solve the initial value problem

X'- 2tx2 = 0,

1 x(l) = 3'

II

We rewrite the differential equation in normal form x' = 2tx2 and separate the variables:

•

dx 2

-=2tx

dt '

dx

2" = 2tdt. x

•

Note that dividing by x2 we ignored the constant solution x = O. However, this solution does not satisfy the initial condition. Now by integration we find

-1 2

-=t +c.

x

••

By expressing x from the last equality, we obtain the general solution of the differential equation

-1 x--- t2 + c'

•

Substituting t = 1, x = ~ from the initial condition we find that ~ = 1 ~ c' from which c = -4. Thus the solution of the initial value problem is

-1 x=~4' t -

II.

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Note that this solution exists only near t = 1, namely, for -2 < t < 2 (Figure A). Prom the existence and uniqueness theorem we know that such a phenomenon can occur in a nonlinear equation.

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Figure A

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CHAPTER 1. DIFFERENTIAL EQUATIONS

Example 7 Let us solve the initial value problem

dx 1

dt = 3x2 -I- eX'

x(O) = 1.

Separating the variables we obtain

The last equation implicitly defines the general solution x, and although it is impossible to solve for x explicitly, it is still possible to find the value of c from the initial condition: 13 -I- e1 = 0 -I- c, and so c = 1 -I- e. Thus the particular solution, in an implicit form, is

The next example illustrates how to simplify equations involving logarithmic functions, an important technique, because such equations frequently appear when solving differential equations by integration.

~ dx 3x

Example 8 Let us solve the differential equation -d = --2' t: t-

Dividing by x and multiplying by dt we separate the variables and obtain

dx 3dt J dx J 3dt 3

- = --2' - = --2 -I-c, Inlxl = 3lnlt-21 -I-c= Inlt-21 -I-c.

x t- x t-

Exponentiating the last equation we find that

To remove absolute values, we write x as

Renaming ±C1 as a new arbitrary constant c, we obtain the general solution of the given separable differential equation in the form

x = c(t - 2)3.

Note that this formula also includes the constant solution x = 0 which we ignored when separated the variables. The graphs of several particular solutions are presented in Figure B. The solutions for this linear differential equation exist for all t (as predicted by Theorem 1) except for t = 2, where the right-hand side of the differential equation is discontinuous. Note that there are no solutions such that x(2) =I 0, and there are infinitely many solutions such that x(2) = O.

•

1.4. SEPARABLE EQUATIONS

11

•

•

•

Figure B

•

3. Find the general solution of the given differential equation. Include constant solutions, if necessary.

(a) x' = 4tx-2 (b) x' = 4t x

(d) x' = -2tx. (e) x' = 3(x - 2)

(c) x' = et-x dy

(f) dx =2y + 1.

1.4. Exercises

•

_;

1. Which of the following are not first-order separable differential equations?

(a) x' = 5t2x3 (b) x' +tsinx = D (c) X"I = 5t2x3

,(d)x'=x3+1 (e)x'=5t2x3+1 (f)x'=5t2+1

. 5t

(g) x' = v'tX (h) x' = cos(tx) (1) x' = __ .

x+I

•

2. What are the constant solutions of the given differential equation?

(a) x' = tx(x- 2)(2x - 7) (b) x' = x2 - 4.

4. Find the solution of the initial value problem.

(a) x' = 4tx-2, xCI) = 3

(b)XI=4t, x(I) =-5

x

(c) x' = et-x,

xeD) = 2.

5. Find thejsolution of the differential equation x' = 3(x - 2) which satisfies the given initial value condition. Sketch the graph of the solution.

(a) xeD) = 6

(b) xeD) =-1

(c) xeD) = 2.

6. Find the solution of the differential equation x' = 2 tx 9 which satisfies

, c t +

the given initial value condition. Sketch the graph of the solution.

(a) xeD) = 12

(b) xeD) =-3

(c) xeD) = D.

12

CHAPTER 1. DIFFERENTIAL EQUATIONS

--1

• • ..

.-

•

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1.5 Natural Decay and Growth

1.5.1 Radioactive decay

If initially (at t = 0) a plasS mo of a certain radioactive substance is present, then its mass m will not stay the same, but will decrease with time due to the decay of the radioactive substance. It is known from physics that the rate of decay is proportional to the mass of the substance present, or mathematically,

(1)

• •

I

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•

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In other words, the relative rate of decay dm/ dt , that is, the ratio of the rate m

of decay to the mass, is constant: dm/dt = -k. From our point of view, (1) is m

a first-order differential equation for unknown function met). The initial value

of mprovides (1) with the initial condition

m(O) = mo·

(2)

•

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The decay coefficient kin (1) is positive; thus the minus sign in the differential equation indicates that decay, not growth, is occurring. Note that the lefthand side of (1) is measured in (units of mass)/(units of time). Thus k has the dimension of 1/ (units of time). The values of k are well known for all radioactive substances. For example,

•

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, (t)" -kt

m =moe ,

(3)

III

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!.

II

I

II

,

II

Radioactive substance

Plutonium-244

Carbon-14

Strontium-Of).

Coefficient k (l/year)

8.664x10-

1.210x10-

2.467x10-

Let us find from (1) and (2) how m changes with time and how much time is required for half of the initial mass to decay. Solving (1) by separating the variables, we find

m

= -kdt,

J:: = J -kdt+c,

m = e-kt+c = e-ktec = e-ktcl.

dm

lnm = -kt+c,

Substituting t ~ 0 in the last formula, we determine from (2) that Cl = mo· _ Thus the final formula for m is

which tells us that radioactive substances decay exponentially (Figure A).

•

•

-----------------------------~

•

•

•

1.5. NATURAL DECAY AND GROWTH

13

•

m

.-

•

•

Figure A

•

To find the time required to half of the initial mass to decay (called the half-life), we substitute ~mo form in (3) and find

1 v 1· 1

2~:=moe-kt, 2=e-kt, -kt=ln2=-ln2,

t= In2 k'

(4)

•

II

From (4) we observe that the half-life is independent of the initial mass mo. Half of a one gram sample and half of a one kilogram sample of the same radioactive substance will decay in the same amount of time.

From (4) we can find the half-lives of radioactive substances described in the table above.

II

Half-life (years)

Carbon-14

Strontium-Dtl

Radioactive substance

5730

28.1

II

Most physical tables display the half-life rather than the decay coefficient k,

A minute proportion of radioactive carbon-14 to regular carbon in the atmosphere remains nearly constant. Every living creature, whether plant or animal - even human - has the same ratio of radioactive to regular carbon in its tissues because it absorbs carbon either directly or indirectly from the atmosphere. Hence the proportion of radioactive to regular carbon in the tissues of living organisms is the same as in the atmosphere. When an organism dies, this ratio decreases because of the decay of the radioactive substance. By measuring this ratio, the time of death can be calculated. For example, if the ratio of radioactive to regular carbon in a bone is half that in the etmospherexthen the animal died about 5700 years ago. This method is called carbon dating.

II-

II

II

1.5.2 Money growth

II

The rate of increase of money in a savings account with a constant, continuously compounded interest is proportional to the amount present:

(

~, (5)

•

•

•

Figure B

Figure C ,

III ..

• ..

..

•• .-

• I.

• --

14

CHAPTER 1. DIFFERENTIAL EQUATIONS

where met) is the amount of money at time t. Another way to describe (5) is to say that the interest rate, or relative rate of increase, is constant: dmj dt = k. m Equation (5) is the same as (1), except that the minus sign is absent. Thus the

amount of money increases with time according to

where mo is the initial amount deposited (Figure B). The initial amounts $10, $1000, and $1,000,000 will double in the same period of time.

. L5.3 Natural population growth

Let pet) represent the size of the population of a given species at time t. For example, pet) might represent the number of bacteria on a hot dog, the number of rabbits on an island, or the human population of a certain country. It sounds reasonable to assume that the population growth rate is proportional to the population present, or

I~ =kPI·

(6)

In other words, (6) means that the relative rate of the population growth remains dP/dt

constant: --- = k.

P

The differential equation (6) is the same as equations (1) and (5). Hence its

solution is

where Po is the initial population, Thus our assumption of natural growth (6) results in an exponential population growth (See Figure C which, except for the notations, is identical to Figure B). The exponential growth model provides reasonable results on a short time interval, over the long run, however, it gives unrealistically large values. In the next section we will make more sophisticated

. . .

•

1.5. NATURAL DECAY AND GROWTH

15

assumptions .concerning population growth, which will yield much more realistic results.

As we see from this section, models from completely different areas (such as physics, economics, and biology) can be described by the same differential eq~~>n.

1. 5 Exercises

II

1. Af a certain instant, 10 g of a radioactive substance are present. After 30 minutes, 2 g are present. Determine the decay coefficient and the half-life.

•

2. Determine the initial mass of a radioactive substance, if after 5 days 80 g are present, and after 8 days (3 days later) 60 g are present.

•

G

3. The ratio of radioactive to regular carbon in an animal bone was deter-

mined to be 0.4 of this ratio in the atmosphere. Approximately how long ago did the animal die?

•

4. Suppose that in some process a radioactive substance is created at the rate

~ of 10 g / hour and it decays at the rate proportional to the mass present with the coefficient of the proportionality k = 2 hour-I. Assume that initial mass is rna g.

(a) Describe this situation as an initial value problem for the mass met) at timet

(b) Solve the initial value problem and find met).

( c) Find lim m( t) as t -+ 00. How does this limit depend on the initial mass?

•

•

.'

5. If the interest is compounded continuously at the rate of 6% (that is k = 0.06 in equation (5», then how long does it take to double the money?

•

6. What must be the interest rate in order for money to double in ten years?

Assume that the interest is compounded continuously.

•

" 7. Suppose that $1000, invested with, constant, continuously compounded interest doubles in 15 years. When does the initial sum triple? When will it become $lOoo0? '

••

8. Assume that the initial sum of $10000 is invested with the interest compounded continuously at the rate of 5%. Additionally, 1000 dollars per year are invested continuously.

(a) Describe this situation as an initial value problem for the amount of money met) at time t

(b) Solve the initial value problem and find met).

16

CHAPTER 1. DIFFERENTIAL EQUATIONS

9. The population of certain species is initially 1000. After three years it is 1500. Find the formula for the population as a function of time, assuming the natural model of growth. How long will take to reach the level of .5000?

10. The population of certain species is currently 5000. It was 4000 ten years ago. What was the population twenty years ago? When was it 3000? Assume the natural model of growth.

..

11. Suppose that a population pet) grows in proportion to the population present due to the birth/death level and it additionally grows at a constant

rate due to migration, that is ~ = kP + k1. Find pet), if its initial size is po.

12} Suppose that a population pet) grows in proportion to the population present due to the birth/death level (with the coefficient of proportionality 0.01 year-I) and it also decreases at the constant rate 1000 people per year due to migration (compare with the previous exercise).

(a) Describe the this model 'as a differential equation for pet).

(b) Find a constat solution P of this equation.

(c) FindP(t), if its initial size is 200,000. What is limPet) as t -+oo? (d) Find pet), if its initial size is 50,000. What is- lim P(t) as, t -4 O??

13. Suppose that the initial size of a certain population is 200 and it increases according to the model : = kP2 with k = O.OOL

(a) Find the population size pet) at time t.

(b) Find limPet) as t -4 5.

1. 6 Logistic Population Growth

Suppose, as in the previous section, pet) represents the size of the population of a certain species at time t. In the natural model of growth we assumed that the relative rate of growth stays the same:

dP/dt = k P

(1)

with a constant k,

Let us consider now the case when k in (1) itself depends on the size of the population. Namely, we assume that there is a size of the population C,· called the carrying capacity, which can be supported by the environment. For example, a certain island can support C =1000 rabbits. We will further assume \\

•

• • ..

• .-

I

•

•

•

• •

•

... - ==== =="'7================~.~=~ ~ - .. = --- .

1.6. LOGISTIC POPULATION GROWTH

17

that the coefficient k in (1) is proportional to the difference between 0 and P, that is

k = A(O - P)

with some constant A > O. Under our assumption, the closer the present size of the population to the carrying capacity, the smaller is the relative rate dP; dt of the population growth, and when P exceeds 0, then k becomes negative and the population decreases.

Thus we come to a so called logistic model of the population growth

dP/dt= A(O _ P), or

P

J ~ =A(O-P)pJ.

(2)

The logistic equation (2) is a nonlinear differential equation, while (1) is a linear equation .. One can find the general solution of (2) without much of a difficultly by solving it as a separable equation. Instead of doing it we will try to predict the qualitative behavior of the solution without actually solving (2).

For this purpose, let us rewrite (2) as : = A(OP ~ p2) and differentiate

. d2P d2P· dP dP

it with respect to t III order to find -2-· We get -2- = A(O-d - 2P-d ), or

dt dt t t

~t; i~A(O - 2P) :.

(3)

The constant function pet) == 0 is a solution of (2) because for this function both sides of (2) are equal to zero. This solution has an obvious meaning: if the initial population is zero, then it will stay zero forever.

The same way, the constant function pet) == 0 is also a solution of (2).

That is, if the initial size of the population is equal to the carrying capacity 0, then, according to our model, the population will stay equal to the carrying capacity.

Now, if pet) >0 for some t, then : < 0 according to (2), which means

that pet) is decreasing, and ~t; > 0 according to (3), which means that pet) is concave up. Thus,. if the initial size of the population is greater than the carrying capacity 0, then the population pet) will decrease, but slower and slower, and approach the level of 0 (see Figure A). But it will never reach the value 0, because two solutions (and pet) == 0 is a solution) do not intercept.

If 0/2 < pet) < 0, then : > Oaccording to(2), which means that pet)

2 .

is increasing, and d; < 0 according to (3), which means that pet) is concave

dt . .

down. Thus, if the initial size of the population is between 0/2 and 0, then the

18

CHAPTER 1. DIFFERENTIAL EQUATIONS

population pet) will increase slower and slower and approach the level of 0, as shown in Figure A.

dP

If 0 < pet) < 0/2, then di > 0 according to (2), which means that pet) is

- 2

increasing, and ~; > 0 according to (3), which means that pet) is concave up.

Thus, if the initial size of the population is less than 0/2, then the population P( t) will increase faster and faster, until it reaches the level of 0/2, after this the population increases slower and slower, approaching the level of 0, as we explained above.

p

r

t

Figure A

The logistic model describes a realistic behavior of the population size, many of experimentally collected data fit this model. That is why this model is widely used to explain and to predict the population growth. Note that until the population reaches the level of 0/2, its behavior is very close to the behavior predicted by the natural growth model (1).

1.6 Exercises

c

1. (a) Verify that pet) = ae-CAt + 1 is a solution of the logistic differential

equation dP = A( 0 - P)P. Here a is an arbitrary constant.

dt

(b) Obtain the formula for pet) by solving the logistic differential equation.

(c) Solve the initial value problem ~ = A(O - P)P, P(O) = Po.

2. Consider the logistic differential equation dP = A(O-P)P with 0= 100

dt

and A = 0.005. For 0 :S t :S 10 sketch the graphs ofthe particular solutions

that satisfy the given initial conditions. Use a graphing calculator or software for graphing and formulas from Exercise 1.

(a) P(O) = 125 (b) P(O) = 75 (c) P(O) = 10. I)

1. 7. RATIO-DEPENDENT EQUATIONS

19

1. 7 Ratio-Dependent Equations

In general, the right side of the first-order differential equation x' = f(t,x) can contain t and x in an arbitrary way. If it contains t and x only in the form of the ratio »[t: then we call such an equation ratio-dependent. Thus, a ratio-dependent differential equation is

I Xl = f(x/t) I·

(1)

Equation (1) is also called a homogeneous equation, but we prefer to reserve the latter term for a different situation.

•

r

Example 9 ix' = 2(x/t) + sin(x/t) is a ratio-dependent differential equation.

Xl = cos (t/x) is ratio-dependent (because ! = J:.../ ).

x x t

t3x

x' = t4 4 is ratio-dependent because dividing both the numerator and de-

+x

nominator by t4 the equation can be rewritten as Xl = (/t/ )4 . 1+ x t

, t3x

The equation Xl = t5 4 is not ratio-dependent because rewriting it as

+x

x' = x/t makes it obvious that the right-hand side does not depend

t + (x/t)4

entirely on xft:

.;

,

II

,

"

'." ;

I .,'

To solve the ratio-dependent differential equation (1), we introduce a new unknown .. function

u = x/to

Then x = t . u and (according to the product rule) Xl = 1 . u + t -u', Hence differential equation (1) becomes u + tu' = feu), or

•

I feu) - u

u - "---'--'--~

- t·

Thus we reduced the ratio-dependent differential equation (1) to the separable equation (2). Solving (2), we will find u asa function oft (and it will contain an arbitrary constant c): u = u(t, c). Then the general solution of (1) is x = t- u(t, c). Look for ratio-dependent differential equations in the classification chart in Section 1.16.

(2)

Example 10 Let us find the general solution of the equation tx' - x = .Jt2 + x2, assuming t > O.

First we rewrite the equation in normal form:

x vt2 +x2 x V (X)2

Xl = - + or x' = - + 1 + -

t t' t t

:;:

20

CHAPTER 1. DIFFERENTIAL EQUATIONS

and observe that it is ratio-dependent. Then the substitution u = x/t reduces this ratio-dependent equation to the separable equation

~ du ..Jl+u2

u+tu'=u+V1+u2, or = ---

dt t

Separating the variables, we obtain

Prom the last implicit formula for u we can express u explicitly:

r

v'1 + u2 = ct - u,

u=---

2ct

A verification shows that only c > 0 can be used in this formula.

Finally, the general solution of the original ratio-dependent equation is

c2t2 -1 x = tu, or x = --- 2c

, 3x 2X2 Exam.ple 11 Let us solve the differential equation x = - + -. t t2

The substitution u = x/t reduces this ratio-dependent equation to the separable equation

2 du

u +iu' = 3u + 2u , or dt

2u(u+ 1) t

Separating the variables (while ignoring constant solutions) and expanding the right side by partial fractions, we obtain

1 du 12dt

u(u+l)= T+C'

1 (! - _1 ) du = 1 2dt + C

u u+ 1 t'

In lul-'-In lu + 11 ~ 2In It I + c,

Solving for u we get

ct2

U = -1--2' from which -ct

ct3 x=---

1- ct2•

••

• •

-. •

I

•

I

--

I

• ..

•

•

\\

, -.-

I

•

I

:

..

I

-

•

•

•

1.B. COOLING/HEATING PROBLEMS

21

•

1.7 Exercises

.-

1. Which of the following are not first-order ratio-dependent differential equations?

(a) x' = 1 +tan(x/t)

•

(d) x' = sinx cost

() I _vx2 +t2 g X _ 4x-5t

(b) x'' = 1 + tan (x/t) ( e) x' = 2x + 3t

4x- 5t

(h) x' = vx2 +t2 4x-5

(c) x, = 1 +tan(t/x) (f) x' = 2x2 + 3t2 4x-5t

(i) x' = x + cos(t/x).

•

2. Solve the differential equation

(a) t2x' = tx - x2 (b) tx' = x _ te2x/t

x

(c) tx' - X - ttan - = 0 (d) 2txx' = 3x2 - t2.

t

3. (a) Solve the initial value problem

tx' = x --te=", xCI) = O.

(b) What is the interval where this solution is defined? Sketch the graph of the solution by using a graphing calculator.

4. (a) Solve the initial value problem

t2x' = x2 + 2tx, x(l) = 2.

(b) What is the interval where this solution is defined? Sketch the graph -. ~f the solution by using a graphing calculator.

•

•

•

•

•

5. Consider the differential equationt tx' = x + 1 + t.

(a) Use a new unknown function Xl(t) = x(t) + 1 to rewrite the equation as a ratio-dependent equation.

(b) Solve the equation.

6. Consider the differential equationt (t + l)x' = X + 1 +t.

(a) Use a new unknown independent variable tl = t + 1 to rewrite the equation as a ratio-dependent equation.

(b) Solve the equation.

•

•

•

1.8 Cooling/Heating Problems

•

Let us consider the following imaginary scenario. Suppose the police discover a body in a basement and that the temperature of the basement is 63°F. When the police arrive the temperature of the body is 73°, but after an hour it lowers to 67°. When was the person killed?

To solve this problem, let us denote by T(t) the temperature of the body t hours after the police arrive. The dropping of the body temperature is governed by Newton's cooling/heating law:

•

•

•

22

CHAPTER 1. DIFFERENTIAL EQUATIONS

The rate of the temperature change of an object is proportional to the difference of the object temperature and the external temperature, or

dT

& = -k(T - TexternaL), k > o.

(1)

'I'he meaning of this law is quite simple: the temperature of the object is changing faster when the difference between its temperature and the external

temperature is bigger. The sign of in front of k insures that ~~ < 0 if T >

Texternal (cooling) and ~~ > 0 if T < Texternal (heating).

For our problem equation (1) becomes

dT

- = -k(T - 63). dt

(2)

We will determine the unknown value of k and the value of an arbitrary constant in the general solution of (2) from the two known values of the temperature

T(O) = 73,

T(l) = 67.

(3)

We find the general solution of differential equation (2) by the separation of the variables:

dT

= -kdt,

J T ~63 = - J kdt+c, In IT - 631 = -kt+c,

T - 63 = cle-kt, T = 63 + cle-kt.

T-63 IT-631 =

Substituting t = 0 and t = 1 in the general solution, we determine from (3) the values of k and Cl:

73 = 63+cl, 67= 63+cle-k,

Cl = 10, e-k = 0.4, k = -lnO.4 = 0.916.

Thus the temperature of the body is

T(t) = 63 + 10e'::'O.916t.

(4)

With time it approaches the temperature of the basement of 63°. Solution (4), together with some other partic~lar solutions, is shown in Figure A. 1\

-II

II

I

"

I

II

I I

II

I

..

1

II

III

1.8. COOLING/HEATING PROBLEMS

23

T

II

II

II

-1.39

o

Figure A

II

So when was the person killed? At the moment t when the temperature of the body T(t) was 98.6°, or

98.6 = 63 + IDe-O.9I6t.

II

From which we find that

e-O.9I6t = 3.56,

-D.9I6t = In3.56 = 1.27,

t = -1.39.

II

Thus the person was killed 1.39 hours or approximately 1 hour 23 minutes before the police arrived.

If the knowledge of differential equations allows one to establish the time of death, then why are medical examiners still used in similar situations? One reason is that they are needed to determine the cause of death and establish the temperature of the victim prior to the death, so that the method described here could be applied. The second reason lies in mathematics. The data we used to determine the particular solution is not precise. So the precise particular solution of (2) has slightly different values of k and Cl. But from the general solution we can see that all solutions approach 63 as time increases (see also Figure A), thus (4) will approximate the precise solution better and better as time increases. We express this property of the solutions by saying that the solutions of (3) are stable as t -4 00. However, different solutions of (3) go further and further apart as time decreases (see Figure A), they are unstable as t -4 -00. Small errors in the data can lead to large errors in the solution when we go from zero to negative values of t. Thus the established approximate time of death is essentially less.accurate than the accuracy of the data used.

II

II

II

II

II

II

24 CHAPTER 1. DIFFERENTIAL EQUATIONS

1.8 Exercises

1. Estimate the time of death if circumstances are as described in this section, except the temperature of the basement is 58°.

2. An object whose temperature is 200°F is allowed to cool in a 70°-room.

Mer 10 minutes the temperature of the object is 160°. When will its temperature be 100°?

3. It takes 5 minutes to heat a chicken in a 400°F oven from 70° to 270°F.

How long does it take to heat the chicken from 70° to 340°F?

4. A cup of water is put into a refrigerator with the temperature of 35° in it. In 5 minutes the temperature of water becomes 70°, 3 minutes later it becomes 60°. What was the initial temperature of the water in the cup?

5. An object is put into a camera with the temperature of 400° . In 5 minutes the temperature of the object increased to 250°, 4 minutes later it becomes 300°. What was the initial temperature of the object?

6. An object whose temperature is 100° is put into a camera with the temperature of 400°. In 5 minutes the teIqii~t1lIje of the object increased to 150° . 4 minutes later it is moved to It ',.ftamera with the temperature of 600° . What is the temperature of the object 3 minutes after it is put in the second camera?

7. (a) What kind of a cooling/heating problem leads to the equation

dT .

di = -k(T - To - at)?

(b) Determine the type (simple, separable, ratio-dependent, linear) of this first-order differential equation.

1.9 First-Order Linear Equations

As we know, a first-order linear differential equation has the form

a(t)X' + b(t)x + c(t) = O. When aCt) "1= 0 we can rewrite this equation as

x' + b( t) x + c( t) = 0, or

aCt) aCt)

I x' + p(t)x = J(t) I·

(1)

bet) c(t) .

Here we used the notation pet) = aCt) and -J(t) = a(t)· Linear equation (1)

is called a linear homogeneous equation if J(t) == o.

We now use the variation of the parameter method to solve the linear I .

differential equation (1). '.\

:111 III

I

..

, ,

.-

I

I ,n;

"

I,

_,_

i ,~

~ _.

I I

•

I

I

•

i

I

.,.

• I

~

I ,

~

I

•

I

II

._J.

• II

It::O '

•, • ..J. ..

.

J

•

•

•

1.9. FIRST-ORDER LINEAR EQUATIONS

25

•

Step 1. We first solve the corresponding homogeneous differential equation

x' + p(t)X = o.

(2)

1--

Equation (2) is aseparable equation. Solving it, we obtain

• •

~~ == -p(t)x, d: = -p(t)dt, J d: = - J p(t)dt + Cl,

•

Thus, the general solution of the homogeneous equation (2) is

(3)

•

. where c is an arbitrary constant, and Xl (t) = e- J p(t)dt.

Step 2. Now we will look for a solution of the original nonhomogeneous linear equation (1) in the form

•

(4)

• •

which is obtained by replacing the constant parameter c in (3) by an unknown function c(t). Substituting (4) into (1), we get

c' (t)Xl (t) + c(t) [x~ (t) + P(t)Xl (t)] = J(t).

• •

Note that the expression in brackets is zero because Xl (t) is a solution of the auxiliary equation (2). Thus C'(t)Xl (t) = q(t), or

c'(t) = J(t) .

Xl(t)

c(t) = J ~~1) dt + Cl.

The last equation is a simple first-order differential equation, from which

•

Now, that we know c(t), formula (4) gives the general ~olution of linear differential equation (1).

Thus, in two steps the variation of the parameter method reduces' linear differential equation to separable and simple equations and it does not require to remember any specific formulae. See first-order linear differential equations in the classification chart in Section 1.16.

Example 12 . Let~s solve the linear differential equation x' - _!!!_ = t. t-i-1

•

• •

•

26

CHAPTER 1. DIFFERENTIAL EQUATIONS

x

Step 1. Let us solve the corresponding homogeneous equation x' - --1 = o. t+ Separating the variables, we get

dx x JdX J dt

dt =t+1' -;-= t+1 +c, Inlxl=lnlt+11+c, x=c(t+1).

Step 2. Prom the last formula we assume that the general solution of the original nonhomogeneous equation is

x = c(t)(t + 1).

Substituting this formula for x into the differential equation, we obtain

c'(t)(t+1)+c(t)- c(~)(t+)1) =t, or c'(t) = ~1'

t+1 t+

Solving this simple differential equation, we find that

c(t) = J /!\ + Cl = J (1- t~1) dt+Cl =t-Inlt+11 +Cl·

Thus the general solution of the given differential equation is

Note that the general solution exists not only near t = 0 but for all t > -1, as predicted for linear equations by the existence and uniqueness theorem. The reason that the solution does not exist at t = -1 is that the differential equation itself is not defined at t = -1.

Example 13 Solve the initial value problem tx' + 2x - 4t2 = 0, x(1) = 4.

First we rewrite the given linear differential equation in the form

, 2x

x +- =4t. t

Step1. Solving the corresponding homogeneous differential equation 2x

x' + t = 0, we get

ax = _ 2x J ax = J -2dt + c In Ixl = -2ln It I + c, x = ct-2•

dt t' x t '

Step 2. Prom the last formula we assume that the general solution of the nonhomogeneous equation is

Substituting this formula for x into the original differential equation, we obtain

•

• •

•

•

•

•

III

--

~ -• • -•

•i

,

•1

J

•

II

1.9. FIRST-ORDER LINEAR EQUATIONS

27

II

Solving this simple differential equation, we find that

•

Hence the general solution of the original nonhomogeneous differential equation is

II

x = (t4 + CI)r2, or x = t2 + ~;

Step 3. To find the particular solution of the given initial ualue problem, we substitute t = 1 and x = 4 into the general solution:

4 = 1 + CI, from which CI = 3.

Thus the desired solution is

1. 9 Exercises

III

1. Determine the type (simple, separable, ratio-dependent, linear, or neither) of the given first-order differential equations. Do not solve the equations. Note that some equations can be of several types simultaneously.

(a)'x'=tan(x/t) (b) x' = tan x (c) x'=tant

(d) x' = sinx (e) x' = ~ (f) x' = 2x + 1

cost cost t+2

(g) x' = 2x2 + 1 (h) x' = 2x + 1 (i) x' = x2 + t2

(j) x'= 2x+t (k) x'= 2x2+tx (1) x'= 2x2+tx

. x + 2t x2 + 3t2 x2 + 3t

(m) x' = cost (n) x' = cos (t/x) (0) t2x'=JX4+t4.

2. (a) Solve the differential equation tx' + 3x = 5t2

(b) Sketch the graphs of several solutions by using a graphing calculator. (c) What is the reason that the solutions are not defined for all t?

3. Solve the differential equation

(a) tx' - 3x = 6t4 (b) x' +2x = 5e3t

(d) tx' - x = t2 sin t (e) x' - 3x = 9t

III

III

(c) x' + 4x = te-4t (f) x' - t22t: 1 = 1.

4. Solve the initial value problem

() , .. 4 ()

a tx c;3x=6t, xl =4

(b) x' + 2x= 5e3t, xeD) = 3

. 28 CHAPTER 1. DIFFERENTIAL EQUATIONS

(e)x'+4x=te-4t, x(O) =2

(d) tx' - X = t2 sint, x(7r/2) = 0

(e) x, - 3x = 9t, xCO) =-5

(f) x' - .. 2tx = 1,x(1) = it,

t2 + 1

5. Consider the differential equation x' + 2tx = 4t. (a) Solve it as a linear differential equation.

(b) Solve it as separable differential equation.

6. Consider the differential equation ddy = 3 y 2 • X x+y

(a) Is it a linear differential equation?

(b) Rewrite this equation in the form dx = .... , that is regard x as a

dy

function of y instead of regarding y as a function of x. Is it now a linear

differential equation ?

(e) Solve the equation.

7. Solve the initial value problem x' + 2tx = 1, x(O) = 5.

Note that J et2 dt, which appears in the solution, cannot be expressed in terms of standard elementary functions. It can be written though,

. t

according to the Fundamental Theorem of Calculus, as J es2 ds + c. o

8. (a) Verify that Xl (t) = -0.5t+0.25 is a solution of the differential equation x' +2x -t= O.

·Cb) Find the general solution of this equation.

(e) Verify that XI(t) attracts any other solution x(t) , that is lim [x(t) - XI(t)] = 0 as t -t 00.

9. (a) Verify that XI(t) = 0.5t+0.25 is a solution of the differential equation , x, - 2x - t = O.

(b) Find the general solution of this equation.

(e) Verify that XI(t) repels any other solution x(t) , that is lim Ix(t) - xI(t)1 = 00 as t-t 00.

10. Verify that

if Xl is a solution of the linear differential equation x' + pCt)x = fI (t) . and X2 is a solution of the linear differential equation x' + p(t)x = f2(t), . then Xl + X2 is a solution of the equation x' + p(t)x = h (t) + h (t).

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