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A differential equation is an equation between specified derivatives of a function, its
1 l; N+ A ]4 z$ |8 x; ^8 ivalves,and known quantities.Many laws of physics are most simply and naturally formu-
: C- a6 E7 x7 e/ mlated as differential equations (or DE’s, as we shall write for short).For this reason,DE’s ; w9 J- ~/ U$ M" a( t
have been studies by the greatest mathematicians and mathematical physicists since the ' o5 @4 o- B" V; @- [2 c
time of Newton.. ) |! L# f$ h" ?/ d/ G7 W* d* ~
Ordinary differential equations are DE’s whose unknowns are functions of a single va- & i) l. I" C$ @. q- I3 P: i( C
riable;they arise most commonly in the study of dynamic systems and electric networks. / e: R8 u1 u# U8 p0 j
They are much easier to treat than partial differential equations,whose unknown functions ) j6 e: F" U) W, V; f, e) i: \
depend on two or more independent variables.
4 Y: ^& Z4 C+ D: Y) dOrdinary DE’s are classified according to their order. The order of a DE is defined as : {" y+ N2 p1 n3 i6 r
the largest positive integer, n, for which an n-th derivative occurs in the equation. This
; r8 z- L4 F! W, A! i. G/ O0 \chapter will be restricted to real first order DE’s of the form o0 `9 d: r- S+ _6 |3 s
Φ(x, y, y′)=0 (1) * p# n# k R! Q3 n
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.
5 E& @, f4 _# Q5 i) U0 LDEFINITION A solution of (1)is a differentiable function f(x) such that ! ^6 L+ _& [7 a% J h1 V1 `* L
Φ(x. f(x),f′(x))=0 for all x in the interval where f(x) is defined.
* ?+ X: n. t& ^$ y9 `) ^EXAMPLE 1. In the first-other DE
! @# ^, x/ x) o x+yy′=0 (2) # s% g" p; r& T5 ~" V9 |5 @
the function Φ is a polynomial function Φ(x, y, z)=x+ yz of three variables in-
! ~; [; i# ]" k: _5 }6 Kvolved. The solutions of (2) can be found by considering the identity
; g4 L! }" P4 V6 o$ _1 ]d(x²+y²)/d x=2(x+yyˊ).From this identity,one sees that x²+y² is a con-
) l6 ]; {% }/ C( @6 M1 wstant if y=f(x) is any solution of (2).
) D2 [" x/ Z# p s& v' t; rThe equation x²+y²=c defines y implicitly as a two-valued function of x,
( c. V) I5 D- P2 J# Vfor any positive constant c.Solving for y,we get two solutions,the(single-valued) ]1 u9 |! k3 q4 e$ ^
functions y=±(c-x²)0.5 ,for each positive constant c.The graphs of these so- ( {1 n- s- Z2 ^4 W( p0 c
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.
* q; F9 ^: n' E! UOn the x-axis,where y=0,the DE(2) implies that x=0.Hence the DE has no solutions
" E% Z8 n$ J- T* C9 L7 e) wwhich cross the x-axis,except possibly at the origin.This fact is easily overlooked, 9 v3 s( j1 i v. L( x+ [. I x
because the solution curves appear to cross the x-axis;hence yˊdoes not exist,and the DE (2) is not satisfied there.
' G* S0 `. ]4 G# Q# f6 k: e1 J7 LThe 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. / p6 g: W; ]; z, P: `, m/ B, m' U7 i1 c! d
DEFINITION. A normal first-order DE is one of the form
: s$ S$ n/ d3 \6 c6 z' r# p X yˊ=F(x,y) (3) 3 t) {; g+ A6 T" |1 ?2 k4 X, S$ r# ?
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. / d$ H: k+ i3 M$ p; ?& F6 d
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6 p9 v( W8 b0 F& p, F) E 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 * q" n9 P T1 h" ^0 O
yˊ=g(x) (4)
" N: H5 Y; }% k/ m0 \9 a* KSuch DE’s are normal and their solutions are descried by the fundamental thorem of the calculus,which reads as follows. 5 N4 r* K1 ]: N9 l2 n) X- c
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
5 _- y* M4 j+ W5 b: Vf(x)=c+∫axg(t)dt , c=f(a) (5) ! I+ a6 G; W# y9 n1 `# n
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.
% K# \7 ?& z9 c6 }+ fWe recall that the definite integral % e! J0 J; x# D& @9 O
∫axg(t)dt=lim(maxΔtk->0)Σg(tk)Δtk , Δtk=tk-tk-1 (5ˊ)
7 E2 e+ T2 C8 ]7 h% _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 : x9 p' m. h' H' n
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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. % T3 `* o/ c. M/ L
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. 3 M0 C0 R1 S% `2 U4 t. l/ N4 h
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. 2 Q% C# g3 w% S
The second-order DE
1 E5 j& H9 \# h9 o6 X3 @, x d²x/dt²=-x (2ˊ) 6 b/ C: W' x3 n; o( ?
becomes a first-order DE equivalent to (2) after setting dx/dx=y:
2 B2 f5 T2 Q0 `( Z, oy ( dy/dx )=-x (2) 6 ~% S) @9 P% ^3 _9 q
As we have seen, the curves u(x,y)=x²+y²=c are integrals of this DE.When the DE (2ˊ)
3 t @) Z B i5 lis interpreted as equation of motion under Newton’s second law,the integrals - }% i' T5 N4 L- j, l
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. ! ^* k% ~6 a/ g
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