Unit 7: Differential Equations

Syllabus
2020
Section
—
Level
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7.1 Modeling Situations with Differential Equations

Syllabus
2020
Topic
7.1
Level
—

Translate a Rate Statement into a Differential Equation

A differential equation relates an unknown function to one or more of its derivatives. If a quantity PP depends on time tt, then dP/dtdP/dt represents its instantaneous rate of change; the words describing that rate determine the right-hand side of the equation.

Verbal relationship Differential equation
changes at the constant rate rr dPdt=r\frac{dP}{dt}=r
grows at a rate proportional to PP dPdt=kP\frac{dP}{dt}=kP, k>0k>0
decreases at a rate proportional to PP dPdt=−kP\frac{dP}{dt}=-kP, k>0k>0
rate equals a stated function g(t,P)g(t,P) dPdt=g(t,P)\frac{dP}{dt}=g(t,P)

Suppose a population P(t)P(t) grows at a rate proportional to its current size. “Rate” gives dP/dtdP/dt, “proportional to its current size” gives kPkP, and “grows” requires a positive sign. The model is dP/dt=kPdP/dt=kP with k>0k>0. If tt is measured in years, dP/dtdP/dt has units of individuals per year and kk has units of 1/1/year.

The differential equation describes the rate rule; it is not yet the function P(t)P(t). A statement such as P(0)=P0P(0)=P_0 is an initial condition that can select one solution later. Preserve the wording carefully: “decreases by rr per unit time” gives dP/dt=−rdP/dt=-r, whereas “decreases proportionally to PP” gives dP/dt=−kPdP/dt=-kP.

7.2 Verifying Solutions for Differential Equations

Syllabus
2020
Topic
7.2
Level
—

Verify a Differential-Equation Solution by Substitution

To verify a candidate solution, compute every derivative named in the differential equation and substitute both the candidate function and those derivatives. It is a solution on an interval only if the left- and right-hand sides simplify to the same expression for every input in that interval.

Step Verification move
1 identify the candidate function and relevant interval
2 compute the derivative or derivatives required
3 substitute into both sides of the differential equation
4 simplify and confirm an identity, not a one-point match
5 separately check any initial or boundary condition

Verify y=3e2xy=3e^{2x} for dy/dx=2ydy/dx=2y. Differentiation gives dy/dx=6e2xdy/dx=6e^{2x}, while substituting the candidate on the right gives 2y=2(3e2x)=6e2x2y=2(3e^{2x})=6e^{2x}. Both sides agree for every real xx, so the candidate is a solution.

More generally, y=Ce2xy=Ce^{2x} gives dy/dx=2Ce2x=2ydy/dx=2Ce^{2x}=2y for every constant CC. Thus the same differential equation has infinitely many solutions. An additional condition such as y(0)=3y(0)=3 selects C=3C=3 from that family.

Matching the equation at a single point does not verify a solution, and satisfying an initial condition alone is not enough. The candidate must satisfy the differential equation throughout its stated domain and must also satisfy every extra condition provided.

7.3 Sketching Slope Fields

Syllabus
2020
Topic
7.3
Level
—

A Slope Field Maps Local Solution Directions

For a first-order differential equation dy/dx=f(x,y)dy/dx=f(x,y), a slope field places a short line segment at each selected point (x,y)(x,y) with slope f(x,y)f(x,y). Each segment gives the direction of any solution curve passing through that point; it is local information, not a separate piece of the solution.

  1. Choose a finite grid of points.
  2. Evaluate f(x,y)f(x,y) at each point.
  3. Draw a short centered segment with that slope: horizontal for 00, rising for positive, falling for negative.
  4. To estimate a solution through an initial point, sketch a smooth curve that remains tangent to nearby segments.

For dy/dx=x−ydy/dx=x-y:

Point (x,y)(x,y) Slope x−yx-y Segment direction
(0,0)(0,0) 00 horizontal
(1,0)(1,0) 11 rising
(0,1)(0,1) −1-1 falling
(1,1)(1,1) 00 horizontal

The zero-slope locations satisfy x−y=0x-y=0, or y=xy=x. Above that line, x−y<0x-y<0, so solution curves locally fall; below it, x−y>0x-y>0, so they locally rise. This pattern estimates how solutions bend as they move across the plane.

Do not connect the small segments end to end or treat all segments as one solution. A particular solution is a smooth curve through its specified initial point that is tangent to the field. A slope field estimates behavior; it does not by itself provide exact function values.

7.4 Reasoning Using Slope Fields

Syllabus
2020
Topic
7.4
Level
—

Read a Family of Solutions from a Slope Field

A slope field is not one solution curve. It displays the allowable tangent direction at many points, so many smooth curves can follow the field. A particular solution must pass through its given initial point and remain tangent to nearby segments as it moves across the plane.

Field feature near a solution What it implies locally
positive segment slopes the solution is increasing
negative segment slopes the solution is decreasing
horizontal segments the solution has derivative 00 there
larger ∣slope∣|\text{slope}| the solution changes more steeply
a change from positive to negative slopes along the path the curve turns from increasing to decreasing

For dy/dx=ydy/dx=y, segments above the xx-axis have positive slope, those on the axis are horizontal, and those below have negative slope. A solution through (0,1)(0,1) therefore rises as it follows the upper field; a solution through (0,−1)(0,-1) falls in the lower field; y=0y=0 itself follows the horizontal segments. Together these curves illustrate a family of solutions.

To estimate a solution through (x0,y0)(x_0,y_0), begin exactly there and sketch smoothly in both directions, continually matching nearby segment slopes. The initial point narrows the field's whole family to the solution curve or curves compatible with that condition.

Do not connect every segment or assume a visible segment is part of the same solution. The field supports qualitative estimates of direction and shape; without additional analysis it does not supply an exact formula, exact distant values, or a guarantee that an initial condition has exactly one solution.

7.5 Approximating Solutions Using Euler’s Method

Syllabus
2020
Topic
7.5
Level
—

Euler’s Method Advances One Tangent Step at a Time

For dy/dx=f(x,y)dy/dx=f(x,y), Euler’s method starts from a known point (xn,yn)(x_n,y_n) and uses the tangent slope there to estimate the next point. Over a horizontal step hh, the estimated vertical change is slope ×\times step, or f(xn,yn)hf(x_n,y_n)h.

x_{n+1}=x_n+h,\qquad y_{n+1}=y_n+h,f(x_n,y_n)

At each step: (1) evaluate the slope at the current point; (2) multiply it by the signed step size hh; (3) add that change to the current yy; (4) advance xx by hh; then recompute the slope at the new point.

For dy/dx=x+ydy/dx=x+y, y(0)=1y(0)=1, and h=0.1h=0.1: from (0,1)(0,1) the slope is 11, so (x1,y1)=(0.1,1+0.1(1))=(0.1,1.1)(x_1,y_1)=(0.1,1+0.1(1))=(0.1,1.1). Now the slope is 0.1+1.1=1.20.1+1.1=1.2, so (x2,y2)=(0.2,1.1+0.1(1.2))=(0.2,1.22)(x_2,y_2)=(0.2,1.1+0.1(1.2))=(0.2,1.22). Thus y(0.2)≈1.22y(0.2)\approx1.22.

Euler’s method produces an approximation, not an exact solution. Do not reuse the first slope for every step: the derivative must be evaluated at each new approximate point. A smaller step generally follows changing slopes more closely, but it also requires more steps; moving toward smaller xx requires a negative hh.

7.6 Finding General Solutions Using Separation of Variables

Syllabus
2020
Topic
7.6
Level
—

Separate Variables to Find a Family of Solutions

A first-order equation is separable when it can be written as dy/dx=f(x)g(y)dy/dx=f(x)g(y). Rearrange it so one side contains only yy and dydy and the other only xx and dxdx, then antidifferentiate both sides.

\frac{1}{g(y)},dy=f(x),dx\qquad\Longrightarrow\qquad\int\frac{1}{g(y)},dy=\int f(x),dx+C

  1. Factor the derivative rule into an xx part and a yy part.
  2. Separate the variables algebraically.
  3. Integrate both sides and use one arbitrary constant.
  4. Solve explicitly for yy when useful.
  5. Differentiate the result to verify it.

For dy/dx=xydy/dx=xy, first assume y≠0y\ne0 and write dy/y=x dxdy/y=x\,dx. Then ln⁡∣y∣=x2/2+C\ln|y|=x^2/2+C, so y=Cex2/2y=Ce^{x^2/2} after absorbing sign and magnitude into CC. Differentiation gives y′=Cxex2/2=xyy'=Cxe^{x^2/2}=xy, confirming the family.

Dividing by g(y)g(y) can discard constant solutions where g(y)=0g(y)=0. Here division by yy temporarily excluded y=0y=0; checking the original equation shows it is also a solution, and it is included by allowing C=0C=0. Do not add unrelated constants to both sides—two antiderivative constants combine into one arbitrary constant.

7.7 Finding Particular Solutions Using Initial Conditions and Separation of Variables

Syllabus
2020
Topic
7.7
Level
—

An Initial Condition Selects One Solution

A general solution contains an arbitrary constant and represents a family of functions. An initial condition such as y(a)=y0y(a)=y_0 determines that constant and selects the particular solution passing through (a,y0)(a,y_0).

F(x)=y_0+\int_a^x f(t),dt

When dy/dx=f(x)dy/dx=f(x), this formula automatically satisfies both requirements: the Fundamental Theorem of Calculus gives F′(x)=f(x)F'(x)=f(x), and F(a)=y0F(a)=y_0 because an integral with equal bounds is 00. The integration variable tt is a placeholder, leaving xx as the input of FF.

For dy/dx=y2dy/dx=y^2 with y(0)=1y(0)=1, separation gives y−2dy=dxy^{-2}dy=dx, so −1/y=x+C-1/y=x+C. Substituting (0,1)(0,1) gives C=−1C=-1, hence y=1/(1−x)y=1/(1-x). Differentiating yields y′=1/(1−x)2=y2y'=1/(1-x)^2=y^2, and y(0)=1y(0)=1, so both the equation and initial condition hold.

A particular formula is not automatically valid for every real xx. The solution 1/(1−x)1/(1-x) is undefined at x=1x=1, so the maximal interval containing the initial input 00 is (−∞,1)(-\infty,1). State a domain interval that contains the initial point and does not cross a discontinuity of the solution or differential equation.

7.8 Exponential Models with Differential Equations

Syllabus
2020
Topic
7.8
Level
—

A Proportional Rate Creates an Exponential Model

“The rate of change is proportional to the amount present” means that the instantaneous rate dy/dtdy/dt equals a constant multiple of the current quantity yy. The resulting model is dy/dt=kydy/dt=ky, so the rate changes whenever the amount changes.

\frac{dy}{dt}=ky\qquad\text{or, when }y\ne0,\qquad\frac{1}{y}\frac{dy}{dt}=k

Symbol or sign Contextual meaning
tt independent variable, usually time
y(t)y(t) changing quantity
dy/dtdy/dt instantaneous change in yy per unit time
k>0k>0 exponential growth
k<0k<0 exponential decay
units of kk inverse time, so kyky has units of quantity/time

In the illustrative model dy/dt=0.03ydy/dt=0.03y, if y=200y=200 units at a certain time, then dy/dt=0.03(200)=6dy/dt=0.03(200)=6 units per time unit at that instant. The constant 0.030.03 is the relative growth rate; it is not a constant increase of 66 forever.

Do not confuse proportional change with constant change. dy/dt=kdy/dt=k gives the same absolute change rate at every amount, whereas dy/dt=kydy/dt=ky gives the same relative rate (dy/dt)/y=k(dy/dt)/y=k. For motion along a line, the same interpretation rule applies: if yy is position, dy/dtdy/dt is velocity, so variable meanings must come from the context.

Solve the Proportional-Rate Model

Solving dy/dt=kydy/dt=ky by separation gives dy/y=k dtdy/y=k\,dt, so ln⁡∣y∣=kt+C\ln|y|=kt+C and the general solution is y=Cekty=Ce^{kt}. The arbitrary constant CC represents the possible starting amounts.

y(0)=y_0\qquad\Longrightarrow\qquad y(t)=y_0e^{kt}

At t=0t=0, the general solution gives y(0)=Ce0=Cy(0)=Ce^0=C, so the initial condition forces C=y0C=y_0. Differentiating y0ekty_0e^{kt} gives ky0ekt=kyky_0e^{kt}=ky, verifying both the differential equation and the initial value.

For the illustrative initial-value problem dy/dt=0.2ydy/dt=0.2y and y(0)=50y(0)=50, the particular solution is y=50e0.2ty=50e^{0.2t}. At t=3t=3, the model gives y(3)=50e0.6y(3)=50e^{0.6} units. Because k=0.2>0k=0.2>0, the amount grows; a negative kk would produce decay.

The formula is mathematically defined for all real tt, but a context beginning at t=0t=0 may restrict use to t≥0t\ge0. Keep the units of tt consistent with those of kk, and do not replace the continuous model ekte^{kt} with (1+k)t(1+k)^t unless a different discrete model is explicitly given.

7.9 Logistic Models with Differential Equations

Syllabus
2020
Topic
7.9
Level
—

Read Logistic Behavior Directly from the Rate Rule

For k>0k>0, the logistic model dy/dt=ky(a−y)dy/dt=ky(a-y) says the rate is jointly proportional to the current amount yy and the unused capacity a−ya-y. Here aa is the carrying capacity; in this form, kk has units 1/1/(quantity⋅\cdottime).

Current value Sign of dy/dtdy/dt Model behavior
y=0y=0 00 equilibrium at zero
0<y<a0<y<a positive yy increases toward aa
y=ay=a 00 equilibrium at carrying capacity
y>ay>a negative yy decreases toward aa

The initial condition tells which row applies. If 0<y(0)<a0<y(0)<a, the solution increases but the factor a−ya-y shrinks, so growth slows and yy approaches aa as t→∞t\to\infty. If y(0)=0y(0)=0 or y(0)=ay(0)=a, the rate remains zero and the solution stays at that equilibrium.

For values between 00 and aa, the growth rate as a function of yy is k(ay−y2)k(ay-y^2), a downward-opening quadratic. Its vertex occurs at y=a/2y=a/2, so the quantity is increasing fastest when it reaches half the carrying capacity.

In the illustrative model dy/dt=ky(1000−y)dy/dt=ky(1000-y) with k>0k>0 and y(0)=100y(0)=100, the quantity initially grows, approaches the carrying capacity 10001000, and has its greatest growth rate when y=500y=500. None of these conclusions requires solving for y(t)y(t).

The carrying capacity is the value that makes the capacity factor zero, not the coefficient kk. Also distinguish “largest value of yy” from “largest rate”: for a growth path below capacity, yy approaches aa, while dy/dtdy/dt is largest earlier at y=a/2y=a/2.