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A differential equation is an equation between specified derivatives of a function, its
; s k! N8 a3 h1 [valves,and known quantities.Many laws of physics are most simply and naturally formu-
2 a0 W" f. T3 Llated as differential equations (or DE’s, as we shall write for short).For this reason,DE’s $ q0 Q" k. k8 c6 _. L \
have been studies by the greatest mathematicians and mathematical physicists since the , }2 y: d, Y+ P! B
time of Newton.. & z1 R9 j4 X( T4 k% m
Ordinary differential equations are DE’s whose unknowns are functions of a single va- ; ]& L2 z ~6 {, e& t O1 t" A
riable;they arise most commonly in the study of dynamic systems and electric networks. : @6 u1 R, T3 }" t5 ~ d1 O' {' w
They are much easier to treat than partial differential equations,whose unknown functions
/ Y' R. |6 ]$ Q( B9 |3 l% b" ]7 `depend on two or more independent variables.
5 \+ c p. R+ u1 i @; FOrdinary DE’s are classified according to their order. The order of a DE is defined as 0 s5 C* t6 C& `$ v* D$ E' q
the largest positive integer, n, for which an n-th derivative occurs in the equation. This
6 ?0 v: j& y: `. D" X+ Tchapter will be restricted to real first order DE’s of the form % O) K4 X+ \4 P# g A- r
Φ(x, y, y′)=0 (1)
' H U8 i( |& OGiven 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.
y9 W! h- o8 YDEFINITION A solution of (1)is a differentiable function f(x) such that
. @! {( Z1 ^) y' _; m/ XΦ(x. f(x),f′(x))=0 for all x in the interval where f(x) is defined.
+ m7 \$ y4 v L! ~EXAMPLE 1. In the first-other DE
5 A1 ^1 t5 |$ b( v! @0 X4 X x+yy′=0 (2)
8 l! b. o ?, N. Othe function Φ is a polynomial function Φ(x, y, z)=x+ yz of three variables in-
6 q% Q6 J$ J+ I3 L4 hvolved. The solutions of (2) can be found by considering the identity
. L; @" [' v7 }2 A4 o, g: V6 m$ Gd(x²+y²)/d x=2(x+yyˊ).From this identity,one sees that x²+y² is a con-
' @$ a% p: ~( s5 G; X: G% i/ ?0 \6 \- nstant if y=f(x) is any solution of (2).
) P. f H# M# Q0 ZThe equation x²+y²=c defines y implicitly as a two-valued function of x, ( }% @/ m9 a5 S0 M# n4 u. O" t& ?
for any positive constant c.Solving for y,we get two solutions,the(single-valued) . s1 E: L# x4 c* E' Y' l7 g
functions y=±(c-x²)0.5 ,for each positive constant c.The graphs of these so-
" r' E. [5 B0 Q3 s% X( H4 Tlutions,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. # _# a/ l8 V8 J7 O H2 l4 N$ Y
On the x-axis,where y=0,the DE(2) implies that x=0.Hence the DE has no solutions 8 B: y3 ~" r T1 K0 R
which cross the x-axis,except possibly at the origin.This fact is easily overlooked,
9 j* J& Z. t$ L* p# Q( K, Q2 nbecause the solution curves appear to cross the x-axis;hence yˊdoes not exist,and the DE (2) is not satisfied there.
/ x( t N' P. N/ @' k9 d' i OThe 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.
) H7 `% F8 a) n B+ x DEFINITION. A normal first-order DE is one of the form
: | K' K& l/ S yˊ=F(x,y) (3)
& Z8 \8 R) t' A ?In 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.
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) \. P" [. P. j# ~6 N; x3 j; r Fundamental Theorem of the Calculus. & ~0 P8 K d# K
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The most familiar class of differential equations consists of the first-order DE’s of the form ; o( x: @+ Y+ H
yˊ=g(x) (4)
* G' b( [$ _- P( y0 ]7 kSuch DE’s are normal and their solutions are descried by the fundamental thorem of the calculus,which reads as follows. / i1 J+ w% S+ u
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 / I8 e [* @! r& R1 [ @" `9 V/ Q# l5 p
f(x)=c+∫axg(t)dt , c=f(a) (5) 7 v; Y+ B. k" k0 {0 c# g
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.
9 `: N; G5 o& H+ q" B5 E& n GWe recall that the definite integral
5 D4 R4 d- u/ D∫axg(t)dt=lim(maxΔtk->0)Σg(tk)Δtk , Δtk=tk-tk-1 (5ˊ) : w& }- \% d- r1 _ Q( c$ I3 j
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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; d( l/ O6 s+ ]" ^9 y4 x' K4 a5 ~# T Solutions and Integrals ) ]& g5 T8 g) Z1 c5 w0 p U$ X" H
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( T+ [( a8 n4 }& l/ e 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.
6 v- I1 G8 q9 dDEFINITION. 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.
^4 j% @: d, X4 \( C! ^7 @# m+ zIn 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.
4 W B8 N! m5 m; h; }( ~) NThe second-order DE / p7 B5 l, A$ b9 k4 j# ~# W
d²x/dt²=-x (2ˊ) " \. u& r7 d; F- \! w
becomes a first-order DE equivalent to (2) after setting dx/dx=y: 7 S$ ]' K) i0 X2 G. ^2 X
y ( dy/dx )=-x (2)
, r( p$ @) q& m- C" U6 OAs we have seen, the curves u(x,y)=x²+y²=c are integrals of this DE.When the DE (2ˊ)
/ I9 [0 C0 A) i3 c5 _is interpreted as equation of motion under Newton’s second law,the integrals ' L( u4 z l1 w! E# W8 u7 [7 p
c=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. , N1 x4 ]) P: t6 H1 K. x
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