\magnification 2200 \parindent 0pt \parskip 10pt \pageno=1 \hsize 7truein \vsize 9.2truein \def\u{\vskip -10pt} \def\v{\vskip -6pt} 1.1: Examples of differentiable equation: \v 1.) $F = ma = m {dv \over dt} = mg - \gamma v$ \v 2.) Mouse population increases at a rate proportional to the current population: \vskip 20pt %%\vfill More general model : ${dp \over dt} = rp - k$ \hfil \break where $p(t)$ = mouse population at time $t$,\hfil \break $r$ = growth rate or rate constant, \hfil \break $k=$ predation rate = \# mice killed per unit time. %%3.) Continuous compounding ${dS \over dt} = rS + k$ \hfil \break %%where $S(t) = amount of money at time $t$, $ $r$ = interest rate, \hfil \break %% $k=$ constant deposit rate \vskip 5pt \hrule \v direction field = slope field = graph of ${dv \over dt}$ in $t, v$-plane. %%See direction field created using \hfil %% \break www.math.rutgers.edu/$\sim$ sontag/JODE/JOdeApplet.html *** can use slope field to determine behavior of $v$ including as $t \rightarrow \infty$. %%\vskip 5pt Equilibrium Solution = constant solution \v \vskip 10pt \hrule 1.2: Solve ${dy \over dt} = ay + b$ by separating variables: ${dy \over ay + b} = dt$ $\int {dy \over ay + b} = \int dt$ ~~~~~implies~~~~~ ${ln|ay + b| \over a} = t + C$ ${ln|ay + b|} = at + C$ ~~~~~implies~~~~~ $e^{ln|ay + b|} = e^{at + C}$ $|ay + b| = e^C e^{at}$ ~~~~~implies~~~~~ $ay + b = \pm(e^C e^{at})$ $ay = C e^{at} - b$ ~~~~~implies~~~~~ $y = C e^{at} - {b \over a}$ Initial Value Problem: $y(t_0) = y_0$ \vfill %%\eject \vskip 5pt \hrule \v 1.3: \vskip -7pt ODE (ordinary differential equation): single independent variable \vskip -4pt ~~~Ex: ${dy \over dt} = ay + b$ \v vs \v PDE (partial differential equation): several independent variables \vskip -3pt ~~~Ex: ${\partial xy \over \partial x} = {\partial xy \over \partial y}$ \vskip 8pt \hrule order of differential eq'n: order of highest derivative \v example of order $n$: $y^{(n)} = f(t, y, ..., y^{(n-1)})$ \vskip 8pt %%\hrule \eject Linear vs Non-linear \v linear: $a_0(t) y^{(n)} + ... + a_n(t)y = g(t)$ Determine if linear or non-linear: \v Ex: $t y'' - t^3y' - 3y = sin(t)$ \v Ex: $ 2y'' - 3y' - 3y^2 = 0$ %%\eject \vskip 5pt \hrule ********Existence of a solution************** \v ********Uniqueness of solution*************** \vskip 10pt \hrule CH 2: Solve ${dy \over dt} = f(t, y)$ 2.2: Separation of variables: $N(y)dy = P(t)dt$ 2.1: First order linear eqn: ${dy \over dt} + p(t)y = g(t)$ Ex 1: $t^2y' + 2ty = t sin(t)$ Ex 2: $y' = ay + b$ Ex 3: $y' + 3t^2y = t^2$, $y(0) = 0$ Note: could use section 2.2 method, separation of variables to solve ex 2 and 3. \eject Ex 1: $t^2y' + 2ty = sin(t)$ \hfil \break (note, cannot use separation of variables). $t^2y' + 2ty = sin(t)$ $ (t^2y)' = sin(t)$ $ \int (t^2y)' dt = \int sin(t) dt$ $ (t^2y) = -cos(t) + C$ implies $ y = -t^{-2}cos(t) + Ct^{-2}$ \vskip 5pt \hrule Gen ex: Solve $y' + p(x)y = g(x)$ Let $F(x)$ be an anti-derivative of $p(x)$ $e^{F(x)} y' + [p(x) e^{ F(x)} ] y = g(x)e^{F(x)}$ $e^{F(x)} y' + [F'(x) e^{ F(x)} ] y = g(x)e^{F(x)}$ $[e^{F(x)} y]' = g(x)e^{F(x)}$ $e^{F(x)} y = \int g(x)e^{F(x)} dx$ $ y = e^{-F(x)} \int g(x)e^{F(x)} dx$ \end