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A differential equation is an equation between specified derivatives of a function, its
- z) B6 N3 z0 ^. wvalves,and known quantities.Many laws of physics are most simply and naturally formu-
1 W4 R1 @4 G5 F0 E% q+ L- ^) F: Mlated as differential equations (or DE’s, as we shall write for short).For this reason,DE’s * l+ J5 |7 w! M1 H# Q% S4 l
have been studies by the greatest mathematicians and mathematical physicists since the % d- j. o- |: _9 J* `3 [
time of Newton.. ; C8 c x U9 @2 f7 @% c" I
Ordinary differential equations are DE’s whose unknowns are functions of a single va- 2 D0 d& @8 Q, C% g+ A2 l% w# l
riable;they arise most commonly in the study of dynamic systems and electric networks. . N' \" O- g( T# x5 a5 G' Z
They are much easier to treat than partial differential equations,whose unknown functions ) _ k4 g' n: ^# S0 S% r
depend on two or more independent variables. 1 s4 G2 ]- p# h7 U6 F
Ordinary DE’s are classified according to their order. The order of a DE is defined as 5 N! V1 v2 N* z
the largest positive integer, n, for which an n-th derivative occurs in the equation. This ; J/ t x- W' }5 i, b$ \
chapter will be restricted to real first order DE’s of the form
) T; J& m/ l5 y2 n- G$ t/ u& |+ U7 } Φ(x, y, y′)=0 (1) , S: P, W( a; d$ y- r4 }
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. 1 {4 w4 Z, V! ~
DEFINITION A solution of (1)is a differentiable function f(x) such that 6 t: u8 ~ \4 }, Z. o
Φ(x. f(x),f′(x))=0 for all x in the interval where f(x) is defined.
4 P2 T8 S+ x" w! L$ AEXAMPLE 1. In the first-other DE ; o5 z+ b: z# g4 s
x+yy′=0 (2) l5 L6 s& X8 E/ K4 t
the function Φ is a polynomial function Φ(x, y, z)=x+ yz of three variables in-
P! j# o0 s7 A! u0 D7 W, x% ovolved. The solutions of (2) can be found by considering the identity # ]$ L+ V3 Z T6 S6 {8 P/ e" J
d(x²+y²)/d x=2(x+yyˊ).From this identity,one sees that x²+y² is a con- : M, v' I- Y* A
stant if y=f(x) is any solution of (2). / v: V- Q2 }, |3 M5 y* Q5 {
The equation x²+y²=c defines y implicitly as a two-valued function of x,
3 z# F, K2 a' D, [7 U4 [0 ~2 q: ?for any positive constant c.Solving for y,we get two solutions,the(single-valued)
8 m$ t( x% d. K; W Q/ c5 u: xfunctions y=±(c-x²)0.5 ,for each positive constant c.The graphs of these so- 4 b |# [( b: I3 W
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. ; S$ H' R. e6 q- [$ Y4 O; }; j
On the x-axis,where y=0,the DE(2) implies that x=0.Hence the DE has no solutions
j6 x* J- V2 e0 iwhich cross the x-axis,except possibly at the origin.This fact is easily overlooked,
3 z. M9 i2 _( |( A- Z5 l' Obecause the solution curves appear to cross the x-axis;hence yˊdoes not exist,and the DE (2) is not satisfied there.
/ r; h0 j8 I; x) d: ?9 x3 Z2 U4 V IThe 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.
/ s3 o0 G& d. p* ]( v! [, Q8 P6 Z DEFINITION. A normal first-order DE is one of the form
5 b) d E& g A v' i: D; g yˊ=F(x,y) (3)
! g- c. T. @ Q- d) w# LIn 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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% I" `" Z$ \; Z! n; U/ O/ d7 ]8 s Fundamental Theorem of the Calculus.
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The most familiar class of differential equations consists of the first-order DE’s of the form
7 V3 v& G! D. C8 r. r4 I' p# y yˊ=g(x) (4)
/ B: V7 ]8 t% S/ C* R: `Such DE’s are normal and their solutions are descried by the fundamental thorem of the calculus,which reads as follows.
6 j. ^0 A K/ c* o6 B) @" [& RFUNDAMENTAL 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 2 ?# l: G. Y, L* S
f(x)=c+∫axg(t)dt , c=f(a) (5) ; \1 ~+ l: T9 I: E6 t
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. 0 j6 D6 s# P- @$ Y2 ~9 [- ~& @% F8 f! P
We recall that the definite integral $ E7 U& R1 T: l B0 Q) r7 D
∫axg(t)dt=lim(maxΔtk->0)Σg(tk)Δtk , Δtk=tk-tk-1 (5ˊ)
% \" V: ]- N" [% n# Yis 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
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" D( _ \% m9 C9 q- A2 d 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. ) Z8 I5 R l, B, c% ? _
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.
+ j2 _; G9 [, Y5 w- z. n& x% JIn 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. 8 v% J- {* P* h! T- i( H3 @
The second-order DE $ ~# ~+ |) W3 k- N
d²x/dt²=-x (2ˊ) 2 X! I- c( O1 M" ]1 J, X" q
becomes a first-order DE equivalent to (2) after setting dx/dx=y:
. g8 p; e# s% J9 I4 {y ( dy/dx )=-x (2) * Y: {* i0 E! q: S& y
As we have seen, the curves u(x,y)=x²+y²=c are integrals of this DE.When the DE (2ˊ) / a* S# S1 D# Q; ^4 j
is interpreted as equation of motion under Newton’s second law,the integrals
: {, j+ w- `3 i5 s: L I8 jc=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.
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