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A differential equation is an equation between specified derivatives of a function, its
* L N& ~7 ~* ` b; Zvalves,and known quantities.Many laws of physics are most simply and naturally formu- 0 p1 O+ [ P3 S/ M/ s% \% Y! J- S5 |
lated as differential equations (or DE’s, as we shall write for short).For this reason,DE’s 5 y9 E, w5 z M1 Z4 r
have been studies by the greatest mathematicians and mathematical physicists since the 7 T) t5 |9 _ G- f) e0 B
time of Newton.. : j4 b7 |) u3 f9 _4 t. h4 W3 @% N
Ordinary differential equations are DE’s whose unknowns are functions of a single va- 0 }: ?) \9 a! A/ Y9 a
riable;they arise most commonly in the study of dynamic systems and electric networks. / D9 `2 T2 U& J5 U" O# ?
They are much easier to treat than partial differential equations,whose unknown functions
M# K: Z- w1 g Q2 [& @4 u& xdepend on two or more independent variables. / H$ N M8 B% ?2 p, ^7 x. D+ K5 }2 [
Ordinary DE’s are classified according to their order. The order of a DE is defined as ! s7 ~. b0 F" \9 K2 Q' H) l- _1 r" @
the largest positive integer, n, for which an n-th derivative occurs in the equation. This
/ F' e7 n" Q, L1 i* Gchapter will be restricted to real first order DE’s of the form / k s! R- \9 c, ]% O
Φ(x, y, y′)=0 (1) 6 ^) p3 c+ x6 L" M
Given the function Φof three real variables, the problem is to determine all real functions y=f(x) which satisfy the DE, that is ,all solutions of(1)in the following sense. % Z5 x! o. k$ T- W
DEFINITION A solution of (1)is a differentiable function f(x) such that
! G# D' J5 C f5 s/ \0 \# xΦ(x. f(x),f′(x))=0 for all x in the interval where f(x) is defined.
. R6 u' y) R2 @( @EXAMPLE 1. In the first-other DE
y% L! M% V9 v7 k1 o6 O' l' Q' f x+yy′=0 (2)
! b) E1 }) F6 |3 ~: E8 w1 x$ }% c/ othe function Φ is a polynomial function Φ(x, y, z)=x+ yz of three variables in-
9 @5 Z% @7 e3 x& W# M! l# Mvolved. The solutions of (2) can be found by considering the identity 2 w0 h7 b1 c. v
d(x²+y²)/d x=2(x+yyˊ).From this identity,one sees that x²+y² is a con- ' ?. O9 c, m& D) N3 V! ?( [3 \
stant if y=f(x) is any solution of (2). 7 ?- g2 i, y% ^: {6 C0 L8 [" u" A" s! N
The equation x²+y²=c defines y implicitly as a two-valued function of x,
* k7 h3 P o0 }2 g2 dfor any positive constant c.Solving for y,we get two solutions,the(single-valued) $ \. H! |. K" I) e
functions y=±(c-x²)0.5 ,for each positive constant c.The graphs of these so- $ u& e& b4 R4 W5 v
lutions,the so-called solution curves,form two families of scmicircles,which fill the upper half-plane y>0 and the lower half-plane y>0,respectively.
8 \0 P" |$ D3 h8 \6 M OOn the x-axis,where y=0,the DE(2) implies that x=0.Hence the DE has no solutions ) d4 N0 O m+ r
which cross the x-axis,except possibly at the origin.This fact is easily overlooked, # E6 e! {: ~! V8 Q0 E
because the solution curves appear to cross the x-axis;hence yˊdoes not exist,and the DE (2) is not satisfied there.
" d0 i, \' i# n) b* ^1 O, uThe preceding difficulty also arises if one tries to solve the DE(2)for yˊ. Dividing through by y,one gets yˊ=-x/y,an equation which cannot be satisfied if y=0.The preceding difficulty is thus avoided if one restricts attention to regions where the DE(1) is normal,in the following sense.
4 ?; U, a2 u7 p9 T4 H6 u/ @ DEFINITION. A normal first-order DE is one of the form 8 I& G9 \" H' f- Z
yˊ=F(x,y) (3)
% I, L" Y4 t, U( b8 W; hIn the normal form yˊ=-x/y of the DE (2),the function F(x,y) is continuous in the upper half-plane y>0 and in the lower half-plane where y<0;it is undefined on the x-axis. 3 `9 _1 i# {4 g( f
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3 L, m. M6 [2 M8 q% A. b Fundamental Theorem of the Calculus.
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- l! b( O7 t# U. d, T; t+ y The most familiar class of differential equations consists of the first-order DE’s of the form / y9 c& i( x+ O$ u
yˊ=g(x) (4) # _! n7 q) N( @' A1 A, M$ V
Such DE’s are normal and their solutions are descried by the fundamental thorem of the calculus,which reads as follows. : b: |) O$ V% V7 u/ [6 F
FUNDAMENTAL THEOREM OF THE CALCULUS. Let the function g(x)in DE(4) be continuous in the interval a<x<b.Given a number c,there is one and only one solution f(x) of the DE(4) in the interval such that f(a)=c. This solution is given by the definite integral ; l% L+ w/ C* j
f(x)=c+∫axg(t)dt , c=f(a) (5) / r& X; _* c/ l+ C
This basic result serves as a model of rigorous formulation in several respects. First,it specifies the region under consideration,as a vertical strip a<x<b in the xy-plane.Second,it describes in precise terms the class of functions g(x) considered.And third, it asserts the existence and uniqueness of a solution,given the “initial condition”f(a)=c. 1 \% b. |; W2 @$ f" ?- J# u
We recall that the definite integral , k6 e+ I! `! |& p
∫axg(t)dt=lim(maxΔtk->0)Σg(tk)Δtk , Δtk=tk-tk-1 (5ˊ) 6 r0 a7 R2 m: \( B! `
is defined for each fixed x as a limit of Ricmann sums; it is not necessary to find a formal expression for the indefinite integral ∫ g(x) dx to give meaning to the definite integral ∫axg(t)dt,provided only that g(t) is continuous.Such functions as the error function crf x =(2/(π)0.5)∫0xe-t² dt and the sine integral function SI(x)=∫x∞[(sin t )/t]dt are indeed commonly defined as definite integrals.
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Solutions and Integrals 3 v( b( ]! U) j7 k X
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# H" U( {3 u4 f9 G' {8 i `' ^ According to the definition given above a solution of a DE is always a function. For example, the solutions of the DE x+yyˊ=0 in Example I are the functions y=± (c-x²)0.5,whose graphs are semicircles of arbitrary diameter,centered at the origin.The graph of the solution curves are ,however,more easily described by the equation x²+y²=c,describing a family of circles centered at the origin.In what sense can such a family of curves be considered as a solution of the DE ?To answer this question,we require a new notion.
" @( \, M: o8 m- V; \DEFINITION. An integral of DE(1)is a function of two variables,u(x,y),which assumes a constant value whenever the variable y is replaced by a solution y=f(x) of the DE. . l2 O) G+ r7 {0 D/ Y8 Q
In the above example, the function u(x,y)=x²+y² is an integral of the DE x+yyˊ =0,because,upon replacing the variable y by any function ±( c-x²)0.5,we obtain u(x,y)=c. ; M6 E9 r. s* _7 j3 ~( e
The second-order DE % C" K; G2 H6 I) R1 M) q' f0 @5 |
d²x/dt²=-x (2ˊ)
- G6 t7 T% l7 J! kbecomes a first-order DE equivalent to (2) after setting dx/dx=y: 3 _4 u2 s# h* ?- V
y ( dy/dx )=-x (2)
/ j2 S* K8 X- m vAs we have seen, the curves u(x,y)=x²+y²=c are integrals of this DE.When the DE (2ˊ)
8 s( S+ N3 S2 z7 V c4 `& F6 Kis interpreted as equation of motion under Newton’s second law,the integrals
- M4 ?: T0 b1 N& M; D, t! Bc=x²+y² represent curves of constant energy c.This illustrates an important principle:an integral of a DE representing some kind of motion is a quantity that remains unchanged through the motion. , o7 B' w; i1 [
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