|
A differential equation is an equation between specified derivatives of a function, its \0 d( A3 h8 p' X0 P$ a M
valves,and known quantities.Many laws of physics are most simply and naturally formu-
# _: g; A% A% t' ylated as differential equations (or DE’s, as we shall write for short).For this reason,DE’s
3 _- j) e0 D. S* L/ n, Vhave been studies by the greatest mathematicians and mathematical physicists since the 4 M# h! q; ]; C: A9 S; x2 V
time of Newton.. % o" h+ D* \3 B$ [. T
Ordinary differential equations are DE’s whose unknowns are functions of a single va- # k' ?9 h4 I, e/ v% i9 d
riable;they arise most commonly in the study of dynamic systems and electric networks.
3 l, I9 c, t3 |) t3 m2 YThey are much easier to treat than partial differential equations,whose unknown functions 3 w- O! v. `# F
depend on two or more independent variables.
/ y7 M" N |8 t5 [& r( Z, @: KOrdinary DE’s are classified according to their order. The order of a DE is defined as
4 g! P1 z$ q8 E" wthe largest positive integer, n, for which an n-th derivative occurs in the equation. This 6 w: @) f8 [+ I
chapter will be restricted to real first order DE’s of the form 3 }2 _ L, W5 W2 g; n9 k
Φ(x, y, y′)=0 (1)
. @( ]1 ~% d$ i7 mGiven 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.
2 {& {, s! L/ `/ Z- v4 k) S# i$ hDEFINITION A solution of (1)is a differentiable function f(x) such that * t5 V8 k( J6 e. A; k: z( k
Φ(x. f(x),f′(x))=0 for all x in the interval where f(x) is defined. / N- g$ k" u. c& i [( H! H4 @
EXAMPLE 1. In the first-other DE ; f4 R2 U0 R! }( l5 k
x+yy′=0 (2)
& p% L5 a" d9 uthe function Φ is a polynomial function Φ(x, y, z)=x+ yz of three variables in-
$ r+ l$ }7 B& }4 Z+ i$ Y2 Y2 kvolved. The solutions of (2) can be found by considering the identity - ?8 n Q. M6 C% v. Q0 {' T# g2 q- @
d(x²+y²)/d x=2(x+yyˊ).From this identity,one sees that x²+y² is a con- 4 W3 V5 i! K' H0 j. ]6 q0 C# Y. M
stant if y=f(x) is any solution of (2). ) T1 I6 V' h& h( L8 R, O
The equation x²+y²=c defines y implicitly as a two-valued function of x,
8 ~" v! M, R6 r; Q- n* t+ I+ m6 P& nfor any positive constant c.Solving for y,we get two solutions,the(single-valued)
+ N$ [, j [ J1 r! v- M5 w ?! pfunctions y=±(c-x²)0.5 ,for each positive constant c.The graphs of these so-
# h" ^, q; F6 \) p5 H4 vlutions,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. ' f* @3 @8 r0 p" I! G/ X$ f
On the x-axis,where y=0,the DE(2) implies that x=0.Hence the DE has no solutions
& D8 k9 \3 l) I' a% @' vwhich cross the x-axis,except possibly at the origin.This fact is easily overlooked,
( p2 {' I1 s, ]# N6 Z) Ibecause the solution curves appear to cross the x-axis;hence yˊdoes not exist,and the DE (2) is not satisfied there.
8 L; X+ h( M6 y. ?The 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.
g) b5 B, Z2 o1 H DEFINITION. A normal first-order DE is one of the form
, y) T) `( k* J- U1 G3 f yˊ=F(x,y) (3)
! F" r i3 E+ c: d d, 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.
- A+ Q0 k( _+ `. B; \3 @ O) e9 ? _! B
' ~" C2 k1 D, w" ^$ B
9 J+ R2 r }5 t- E
& H0 n. s! F$ ^; B8 _ Fundamental Theorem of the Calculus. ' W+ `4 D( K# x
: s3 N, G: U% m& Y! M6 |/ ~8 p v1 [1 \1 u, o/ [# Z+ i! V6 v3 k
4 j4 V4 I/ s+ ^1 y2 ] ?
% B$ h3 E' \9 B$ x 2 E8 j6 n" E" a* w+ t- u, {
The most familiar class of differential equations consists of the first-order DE’s of the form 8 k6 d: b9 Q( t. z! s3 u
yˊ=g(x) (4) 3 C' r) P W' V: \& N
Such DE’s are normal and their solutions are descried by the fundamental thorem of the calculus,which reads as follows.
9 O4 X/ ]- c! [+ X" M% u& u k# uFUNDAMENTAL 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
4 {% q( R4 N2 z" Gf(x)=c+∫axg(t)dt , c=f(a) (5)
/ S$ {0 L) P- T, H# y$ @9 ^; jThis 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 ^0 }( P1 p" G' d/ L& k$ ZWe recall that the definite integral
6 H; q7 t$ h' u9 T' C∫axg(t)dt=lim(maxΔtk->0)Σg(tk)Δtk , Δtk=tk-tk-1 (5ˊ) " S. ]4 d8 y4 A6 @2 I, \; c8 T/ r
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.
& c) h; ?4 u, q( X( H* A1 E$ `; ~: t) G8 p4 H
/ |/ B% F* U9 w/ _
) N' ]* S* l; \) |
Solutions and Integrals
! g8 o/ c& I' S8 k4 @: y' l* V: ^. l" M
/ ]# n+ c+ }) z& m. N7 v
, j9 {% o+ y8 t
% h: F7 L, @5 ~- ~4 B3 H* X ( p# n( |. v. A
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.
; f' R. C$ s3 m0 gDEFINITION. 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. 7 J/ `0 f" {4 g9 M6 d8 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. 4 ^, N, L8 X3 X- A# M9 \' {6 P
The second-order DE ) v% @& M. K. D. E
d²x/dt²=-x (2ˊ) $ j f. U- Y; G; r8 r
becomes a first-order DE equivalent to (2) after setting dx/dx=y: 3 P4 A: A d0 Q2 b
y ( dy/dx )=-x (2) 8 H( g+ b2 `2 B; h$ P9 ^4 q, j) e
As we have seen, the curves u(x,y)=x²+y²=c are integrals of this DE.When the DE (2ˊ)
9 G4 [1 f8 @" o; Yis interpreted as equation of motion under Newton’s second law,the integrals
+ \$ E* \. `0 N% Hc=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.
( E% v% H3 U7 \ [& J
' ]- y, a4 J N) A" j& Y5 Z0 w
0 J5 q2 a' n& m- n8 `! c) X5 a |