Understanding First-Order Ordinary Differential Equations: Geometric and Numerical Approaches
This lecture explores first-order ordinary differential equations (ODEs) focusing on geometric interpretations and numerical methods. Learn about direction fields, integral curves, isoclines, and the Existence and Uniqueness Theorem, with practical examples illustrating solution behaviors and limitations.
Introduction to First-Order Ordinary Differential Equations (ODEs)
- Assumes familiarity with separating variables and solving simple differential equations.
- Focus on first-order ODEs in the form y' = f(x, y).
- Some ODEs are solvable by separation of variables; others are not solvable in elementary functions.
Analytic vs. Geometric Views of ODEs
- Analytic method: Finding explicit solutions y = y1(x) that satisfy the differential equation.
- Geometric method: Using direction fields and integral curves.
- Direction field: At selected points (x, y) in the plane, draw small line segments with slope f(x, y).
- Integral curve: A curve tangent to these line segments at every point, representing the graph of a solution.
Relationship Between Solutions and Integral Curves
- A function y1(x) is a solution if and only if its graph is an integral curve of the direction field.
- This equivalence is shown by matching the slope of the solution curve y1'(x) with the slope given by f(x, y1(x)).
Constructing Direction Fields
- Computer approach: Calculate f(x, y) at many equally spaced points and draw line elements accordingly.
- Human approach: More efficient by plotting isoclines first.
- Isoclines: Curves where the slope f(x, y) is constant (f(x, y) = C).
- Draw line elements with slope C along each isocline.
Example 1: y' = -x / y
- Isoclines are lines through the origin: y = (-1/C) x.
- Line elements are perpendicular to isoclines.
- Integral curves are circles centered at the origin, confirmed by solving via separation of variables.
- Solutions have limited domains, illustrating that solution domains may not be obvious without explicit calculation or visualization.
Example 2: y' = 1 + x - y
- Isoclines are parallel lines: y = x + 1 - C.
- Direction field constructed by plotting isoclines and line elements.
- Integral curves behave like solutions trapped in corridors formed by isoclines.
- One integral curve y = x is both an isocline and a solution.
- Solutions asymptotically approach y = x as x → ∞.
Key Principles in Drawing Integral Curves
- No crossing: Two integral curves cannot cross at an angle because the direction field defines a unique slope at each point.
- No touching: Two integral curves cannot be tangent; they must remain distinct.
Existence and Uniqueness Theorem
- Guarantees one and only one solution passes through a given point (x0, y0) if:
- f(x, y) is continuous near (x0, y0).
- The partial derivative ∂f/∂y is continuous near (x0, y0).
- Violations occur where f(x, y) is not defined or discontinuous.
Example Illustrating Existence and Uniqueness Failure
- Differential equation: dy/dx = (1 - y)/x.
- Solutions are lines y = 1 - Cx.
- No solutions exist on the y-axis (x=0) except at (0,1), where uniqueness fails.
- This failure is due to discontinuity of f(x, y) at x=0, violating theorem hypotheses.
Summary
- Geometric methods provide valuable insight into the behavior of solutions when analytic solutions are difficult or impossible.
- Direction fields and isoclines help visualize solution trends and domains.
- The Existence and Uniqueness Theorem guides understanding of solution behavior and limitations.
- Numerical methods complement geometric approaches for solving and analyzing ODEs.
For further reading, check out these resources:
OK, let's get started. Now... I'm assuming that,
A, you went recitation yesterday, B, that even if you didn't, you know how to separate
variables, and you know how to construct simple models, solve physical problems with differential
equations, and possibly even solve them.
So, you should have learned that either in high
school, or 18.01 here, or... yeah. So, I'm going to start from that point, assume you know
that. I'm not going to tell you what differential equations are, or what modeling is. If you
still are uncertain about those things, the
book has a very long and good explanation
of it. Just read that stuff. So, we are talking about first order ODEs. ODE: I'll only use three ... two acronyms. ODE is ordinary
differential equations. I think all of MIT
knows that, whether they've been taking the
course or not. So, we are talking about first-order ODEs. which in standard form, are written,
you isolate the derivative of y with respect to, x, let's say, on the left-hand side, and
on the right-hand side you write everything
else. You can't always do this very well,
but for today, I'm going to assume that it has been done and it's doable. So, for example,
some of the ones that will be considered either today or in the problem set are things like
oh... y' = x / y That's pretty simple. The problem set has
y' = ...let's see... x - y^2.
And, it also has y' = y - x^2. There are others, too. Now, when you look
at this, this, of course, you can solve by separating variables. So, this is solvable.
This one is-- and neither of these can you
separate variables. And they look extremely
similar. But they are extremely dissimilar. The most dissimilar about them is that this
one is easily solvable. And you will learn, if you don't know already, next time next
Friday how to solve this one
This one, which looks almost the same, is
unsolvable in a certain sense. Namely, there are no elementary functions which you can
write down, which will give a solution of that differential equation. So, right away,
one confronts the most significant fact that
even for the simplest possible differential
equations, those which only involve the first derivative, it's possible to write down extremely
looking simple guys. I'll put this one up in blue to indicate that
it's bad. Whoops, sorry, I mean, not really
bad, but recalcitrant. It's not solvable in
the ordinary sense in which you think of an equation is solvable. And, since those equations
are the rule rather than the exception, I'm going about this first day to not solving
a single differential equation, but indicating
to you what you do when you meet a blue equation
like that. What do you do with it? So, this first day
is going to be devoted to geometric ways of looking at differential equations and numerical.
At the very end, I'll talk a little bit about
numerical ways. And you'll work on both of
those for the first problem set. So, what's our geometric view of differential equations? Well, it's something that's contrasted with
the usual procedures, by which you solve things
and find elementary functions which solve them. I'll call that the analytic method.
So, on the one hand, we have the analytic ideas, in which you write down explicitly
the equation, y' = f(x,y).
And, you look for certain functions, which
are called its solutions. Now, so there's the ODE. And, y1 of x, notice I don't use
a separate letter. I don't use g or h or something like that for the solution because the letters
multiply so quickly, that is, multiply in
the sense of rabbits, that after a while,
if you keep using different letters for each new idea, you can't figure out what you're
talking about. So, I'll use y1 means, it's a solution of
this differential equation. Of course, the
differential equation has many solutions containing
an arbitrary constant. So, we'll call this the solution. Now, the geometric view, the geometric guy that corresponds to this version
of writing the equation, is something called
a direction field. And, the solution is, from the geometric point of view, something called
an integral curve.
So, let me explain if you don't know what the direction field is. I
know for some of you, I'm reviewing what you learned in high school. Those of you who had
the BC syllabus in high school should know
these things. But, it never hurts to get a
little more practice. And, in any event, I think the computer stuff that you will be
doing on the problem set, a certain amount of it should be novel to you.
It was novel to me, so why not to you? So,
what's a direction field? Well, the direction field is, you take the plane, and in each
point of the plane-- of course, that's an impossibility. But, you pick some points of
the plane. You draw what's called a little
line element. So, there is a point. It's a
little line, and the only thing which distinguishes it outside of its position in the plane, so
here's the point, (x,y), at which we are drawing this line element, is its slope. And, what
is its slope? Its slope is to be f(x,y).
And now, You fill up the plane with these things
until you're tired of putting then in. So, I'm going to get tired pretty quickly. So, I don't know, let's not make them all
go the same way. That sort of seems cheating.
How about here? Here's a few randomly chosen
line elements that I put in, and I putted the slopes at random since I didn't have any
particular differential equation in mind. Now, the integral curve, so those are the
line elements. The integral curve is a curve,
which goes through the plane, and at every
point is tangent to the line element there. So, this is the integral curve. Hey, wait
a minute, I thought tangents were the line element there didn't even touch it. Well,
I can't fill up the plane with line elements.
Here, at this point, there was a line element,
which I didn't bother drawing in. And, it was tangent to that. Same thing over here:
if I drew the line element here, I would find that the curve had exactly the right slope
there.
So, the point is the integral, what distinguishes
the integral curve is that everywhere it has the direction, that's the way I'll indicate
that it's tangent, has the direction of the field everywhere at all points on the curve,
of course, where it doesn't go. It doesn't
have any mission to fulfill. Now, I say that
this integral curve is the graph of the solution to the differential equation. In other words,
writing down analytically the differential equation is the same geometrically as drawing
this direction field, and solving analytically
for a solution of the differential equation
is the same thing as geometrically drawing an integral curve. So, what am I saying? I say that an integral curve,
all right, let me write it this way. I'll make a little theorem out of it, that y1(x) is a solution to the
differential equation if, and only if,
the graph, the curve associated with this, the
graph of y1 of x is an integral curve. Integral curve of what? Well, of the direction field
associated with that equation. But there isn't quite enough room to write that on the board.
But, you could put it in your notes, if you
take notes. So, this is the relation between
the two, the integral curves of the graphs or solutions. Now, why is that so? Well, in fact, all I
have to do to prove this, if you can call
it a proof at all, is simply to translate
what each side really means. What does it really mean to say that a given function is
a solution to the differential equation? Well, it means that if you plug it into the differential
equation, it satisfies it. Okay, what is that?
So, how do I plug it into the differential
equation and check that it satisfies it? Well, doing it in the abstract, I first calculate
its derivative. And then, how will it look after I plugged it into the differential equation?
Well, I don't do anything to the x, but wherever
I see y, I plug in this particular function.
So, in notation, that would be written this way. So, for this to be a solution means this, that that equation is satisfied. Okay, what
does it mean for the graph to be an integral
curve? Well, it means that at each point, the slope of this curve, it means that the
slope of y1 of x should be, at each point, (x1,y1). It should be equal to the slope of
the direction field at that point.
And then, what is the slope of the direction
field at that point? Well, it is f of that particular, well, at the point, (x,y1). If
you like, you can put a subscript, one, on there, send a one here or a zero there, to
indicate that you mean a particular point.
But, it looks better if you don't. But, there's
some possibility of confusion. I admit to that. So, the slope of the direction field,
what is that slope? Well, by the way, I calculated the direction field. Its slope at the point
was to be x, whatever the value of x was,
and whatever the value of y1(x) was, substituted
into the right-hand side of the equation. So, what the slope of this function of that
curve of the graph should be equal to the slope of the direction field. Now, what does
this say?
Well, what's the slope of y1(x)? That's y1'(x).
That's from the first day of 18.01, calculus. What's the slope of the direction field? This?
Well, it's this. And, that's with the right hand side. So, saying these two guys are the
same or equal, is exactly, analytically, the
same as saying these two guys are equal. So,
in other words, the proof consists of, what does this really mean? What does this really
mean? And after you see what both really mean, you say, yeah, they're the same.
So, I don't how to write that. It's okay:
same, same, how's that? This is the same as that. Okay, well, this leaves us the interesting
question of how do you draw a direction from the, well, this being 2003, mostly computers
draw them for you. Nonetheless, you do have
to know a certain amount. I've given you a
couple of exercises where you have to draw the direction field yourself. This is so you
get a feeling for it, and also because humans don't draw direction fields the same way computers
do. So, let's first of all, how did computers
do it? They are very stupid. There's no problem. Since they go very fast and have unlimited
amounts of energy to waste, the computer method is the naive one. You pick the point. You
pick a point, and generally, they are usually
equally spaced. You determine some spacing,
that one: blah, blah, blah, blah, blah, blah, blah, equally spaced. And, at each point,
it computes f(x, y) at the point, finds, meets, and computes the value of f of (x, y), that
function, and the next thing is, on the screen,
it draws, at (x, y), the little line element
having slope f(x, y). In other words, it does what the differential equation tells it to
do. And the only thing that it does is you can,
if you are telling the thing to draw the direction
field, about the only option you have is telling
what the spacing should be, and sometimes people don't like to see a whole line. They
only like to see a little bit of a half line. And, you can sometimes tell, according to
the program, tell the computer how long you
want that line to be, if you want it teeny
or a little bigger. Once in awhile you want you want it narrower on it, but not right
now. Okay, that's what a computer does. What does
a human do? This is what it means to be human.
You use your intelligence. From a human point
of view, this stuff has been done in the wrong order. And the reason it's been done in the
wrong order: because for each new point, it requires a recalculation of f(x, y). That
is horrible. The computer doesn't mind, but
a human does. So, for a human, the way to
do it is not to begin by picking the point, but to begin by picking the slope that you
would like to see. So, you begin by taking the slope. Let's call it the value of the
slope, C. So, you pick a number. C is two.
I want to see where are all the points in
the plane where the slope of that line element would be two? Well, they will satisfy an equation. The equation is f(x,y) = C, in general. So,
what you do is plot this, plot the equation,
plot this equation. Notice, it's not the differential
equation. You can't exactly plot a differential equation. It's a curve, an ordinary curve.
But which curve will depend; it's, in fact, from the 18.02 point of view, the level curve
of C, sorry, it's a level curve of f of (x,
y), the function f of x and y corresponding
to the level of value C But we are not going to call it that because
this is not 18.02. Instead, we're going to call it an isocline. And then, you plot, well,
you've done it. So, you've got this isocline,
except I'm going to use a solution curve,
solid lines, only for integral curves. When we do plot isoclines, to indicate that they
are not solutions, we'll use dashed lines for doing them. One of the computer things
does and the other one doesn't. But they use
different colors, also. There are different
ways of telling you what's an isocline and what's the solution curve. So, and what do
you do? So, these are all the points where the slope is going to be C.
And now, what you do is draw in as many as
you want of line elements having slope C. Notice how efficient that is. If you want
50 million of them and have the time, draw in 50 million. If two or three are enough,
draw in two or three. You will be looking
at the picture. You will see what the curve
looks like, and that will give you your judgment as to how you are to do that. So, in general,
a picture drawn that way, so let's say, an isocline corresponding to C equals zero.
The line elements, and I think for an isocline,
for the purposes of this lecture, it would be a good idea to put isoclines. Okay, so
I'm going to put solution curves in pink, or whatever this color is, and isoclines are
going to be in orange, I guess. So, isocline,
represented by a dashed line, and now you
will put in the line elements of, we'll need lots of chalk for that. So, I'll use white
chalk. Y horizontal? Because according to this the
slope is supposed to be zero there. And at
the same way, how about an isocline where
the slope is negative one? Let's suppose here C is equal to negative one. Okay, then it
will look like this. These are supposed to be lines of slope negative one. Don't shoot
me if they are not. So, that's the principle.
So, this is how you will fill up the plane
to draw a direction field: by plotting the isoclines first. And then, once you have the isoclines there,
you will have line elements. And you can draw
a direction field. Okay, so, for the next
few minutes, I'd like to work a couple of examples for you to show how this works out
in practice. So, the first equation is going
to be y' = -x / y. Okay, first thing, what
are the isoclines? Well, the isoclines the isoclines are going to be y.
Well, -x / y = C. Maybe I better make two
steps out of this. Minus x over y is equal to C. But, of course, nobody draws a curve
in that form. You'll want it in the form y = -1 / C * x. So, there's our isocline. Why
don't I put that up in orange since it's going
to be, that's the color I'll draw it in. In
other words, for different values of C, now this thing is aligned. It's aligned, in fact,
through the origin. This looks pretty simple. Okay, so here's our plane. The isoclines are
going to be lines through the origin. And
now, let's put them in, suppose, for example,
C is equal to one. Well, if C is equal to one, then it's the
line, y equals minus x. So, this is the isocline. I'll put, down here, C equals minus one. And,
and along it, the no, something's wrong. I'm sorry?
C is one, not negative one, right, thanks.
Thanks. So, C equals one. So, it should be little line segments of slope one will be
the line elements, things of slope one. OK, now how about C equals negative one?
If C equals negative one, then it's the line,
y = x. And so, that's the isocline. Notice, still dash because these are isoclines. Here,
C is negative one. And so, the slope elements look like this. Notice, they are perpendicular.
Now, notice that they are always going to
be perpendicular to the line because the slope
of this line is minus one over C. But, the slope of the line element is going to be C.
Those numbers, minus one over C and C, are negative reciprocals. And, you know that two
lines whose slopes are negative reciprocals
are perpendicular. So, the line elements are
going to be perpendicular to these. And therefore, I hardly even have to bother calculating,
doing any more calculation. Here's going to be a, well, how about this one?
Here's a controversial isocline. Is that an
isocline? Well, wait a minute. That doesn't correspond to anything looking like this.
Ah-ha, but it would if I put C multiplied through by C. And then, it would correspond
to C being zero. In other words, don't write
it like this. Multiply through by C. It will
read C y = - x. And then, when C is zero, I have x equals zero, which is exactly the
y-axis. So, that really is included. How about the
x-axis? Well, the x-axis is not included.
However, most people include it anyway. This
is very common to be a sort of sloppy and bending the edges of corners a little bit,
and hoping nobody will notice. We'll say that corresponds to C equals infinity. I hope nobody
wants to fight about that. If you do, go fight
with somebody else. So, if C is infinity,
that means the little line segment should have infinite slope, and by common consent,
that means it should be vertical. And so, we can even count this as sort of an isocline.
And, I'll make the dashes smaller, indicate
it has a lower status than the others. And,
I'll put this in, do this weaselly thing of putting it in quotation marks to indicate
that I'm not responsible for it. Okay, now, we now have to put it the integral
curves. Well, nothing could be easier. I'm
looking for curves which are everywhere perpendicular
to these rays. Well, you know from geometry that those are circles. So, the integral curves
are circles. And, it's an elementary exercise,
which I would not deprive you of the pleasure
of. Solve the ODE by separation of variables. In other words, we've gotten the, so the circles
are ones with a center at the origin, of course, equal some constant. I'll call it C1, so it's
not confused with this C. They look like that,
and now you should solve this by separating
variables, and just confirm that the solutions are, in fact, those circles. One interesting thing, and so I confirm this,
I won't do it because I want to do geometric
and numerical things today. So, if you solve
it by separating variables, one interesting thing to note is that if I write the solution
as y = y1(x), well, it'll look something like the sqrt (C1 - x^2). We'll make the x squared
because that's the way people usually put the radius.
Minus x squared. And so, a solution, a typical solution looks
like this. Well, what's the solution over here? Well, that one solution will be goes
from here to here. If you like, it has a negative
side to it. So, I'll make, let's say, plus.
There's another solution, which has a negative value. But let's use the one with the positive
value of the square root. My point is this, that that solution, the domain of that solution,
really only goes from here to here. It's not
the whole x-axis. It's just a limited piece
of the x-axis where that solution is defined. There's no way of extending it further. And,
there's no way of predicting, by looking at the differential equation, that a typical
solution was going to have a limited domain
like that. In other words, you could find a solution,
but how far out is it going to go? Sometimes, it's impossible to tell, except by either
finding it explicitly, or by asking a computer
to draw a picture of it, and seeing if that
gives you some insight. It's one of the many difficulties in handling differential equations.
You don't know what the domain of a solution is going to be until you've actually calculated
it.
Now, a slightly more complicated example is
going to be, let's see, y' = 1 + x - y. It's not a lot more complicated, and as a computer
exercise, you will work with, still, more complicated ones. But here, the isoclines
would be what? Well, I set that equal to C.
Can you do the algebra in your head? An isocline
will have the equation: this equals C. So, I'm going to put the y on the right hand side,
and that C on the left hand side. So, it will have the equation y = 1 + x - C, or a nicer
way to write it would be y = x + 1 - C. I
guess it really doesn't matter. So there's the equation of the isocline. Let's
quickly draw the direction field. And notice, by the way, it's a simple equation, but you
cannot separate variables. So, I will not,
today at any rate, be able to check the answer.
I will not be able to get an analytic answer. All we'll be able to do now is get a geometric
answer. But notice how quickly, relatively quickly, one can get it. So, I'm feeling for
how the solutions behave to this equation.
All right, let's see, what should we plot
first? I like C equals one, no, don't do C equals one. Let's do C equals zero, first.
C equals zero. That's the line. y = x + 1. Okay, let me run and get that chalk.
So, I'll isoclines are in orange. If so, when C equals zero, y equals x plus one. So, let's say it's
this curve. C equals zero.
How about C equals negative one? Then it's y = x + 2. It's this
curve. Well, let's label it down here.
So, this is C equals negative one. C equals negative
two would be y equals x, no, what am I doing? C equals negative one is y = x + 2. That's
right. Well, how about the other side? If C equals plus one, well, then it's going to
go through the origin.
It looks like a little more room down here. How about, so if this
is going to be C equals one, then I sort of get the idea. C equals two will look like
this. They're all going to be parallel lines because all that's changing is the y-intercept,
as I do this thing. So, here, it's C equals
two. That's probably enough. All right, let's
put it in the line elements. All right, C equals negative one. These will be perpendicular.
C equals zero, like this. C equals one. Oh, this is interesting. I can't
even draw in the line elements because they
seem to coincide with the curve itself, with
the line itself. They write y along the line, and that makes it hard to draw them in. How
about C equals two? Well, here, the line elements will be slanty. They'll have slope two, so
a pretty slanty up. And, I can see if a C
equals three in the same way. There are going
to be even more slantier up. And here, they're going to be even more slanty down. This is
not very scientific terminology or mathematical, but you get the idea. Okay, so there's our
quick version of the direction field. All
we have to do is put in some integral curves
now. Well, it looks like it's doing this. It gets less slanty here. It levels out, has
slope zero. And now, in this part of the plain, the slope
seems to be rising. So, it must do something
like that. This guy must do something like
this. I'm a little doubtful of what I should be doing here. Or, how about going from the
other side? Well, it rises, gets a little, should it cross this? What should I do? Well,
there's one integral curve, which is easy
to see. It's this one. This line is both an
isocline and an integral curve. It's everything, except drawable, [LAUGHTER]
so, you understand this is the same line. It's both orange and pink at the same time.
But I don't know what combination color that
would make. It doesn't look like a line, but
be sympathetic. Now, the question is, what's happening in this corridor? In the corridor,
that's not a mathematical word either, between the isoclines for, well, what are they? They
are the isoclines for C equals two, and C
equals zero. How does that corridor look?
Well: something like this. Over here, the lines all look like that. And here, they all
look like this.
The slope is two. And, a hapless solution
gets in there. What's it to do? Well, do you see that if a solution gets in that corridor,
an integral curve gets in that corridor, no escape is possible. It's like a lobster trap.
The lobster can walk in. But it cannot walk
out because things are always going in. How
could it escape? Well, it would have to double back, somehow, and remember, to escape, it
has to be, to escape on the left side, it must be going horizontally.
But, how could it do that without doubling
back first and having the wrong slope? The slope of everything in this corridor is positive,
and to double back and escape, it would at some point have to have negative slope. It
can't do that. Well, could it escape on the
right-hand side? No, because at the moment
when it wants to cross, it will have to have a slope less than this line. But all these
spiky guys are pointing; it can't escape that way either. So, no escape is possible. It
has to continue on, there. But, more than
that is true. So, a solution can't escape. Once it's in there, it can't escape. It's
like, what do they call those plants, I forget, pitcher plants. You know, all their hairs are
going down. So, it looks like that. And so,
the poor little insect falls in. They could
climb up the walls except that all the hairs are going the wrong direction, and it can't
get over them. Well, let's think of it that way: this poor trap solution. So, it does
what it has to do. Now, there's more to it
than that. Because there are two principles
involved here that you should know, that help a lot in drawing these pictures. Principle
number one is that two integral curves cannot cross at an angle. Two integral curves can't
cross, I mean, by crossing at an angle like
that. I'll indicate what I mean by a picture
like that. Now, why not? This is an important principle.
Let's put that up in the white box. They can't cross because if two integral curves, are
trying to cross, well, one will look like
this. It's an integral curve because it has
this slope. And, the other integral curve has this slope. And now, they fight with each
other. What is the true slope at that point? Well, the direction field only allows you
to have one slope. If there's a line element
at that point, it has a definite slope. And
therefore, it cannot have both the slope and that one. It's as simple as that. So, the
reason is you can't have two slopes. The direction field doesn't allow it. Well, that's a big,
big help because if I know, here's an integral
curve, and if I know that none of these other
pink integral curves are allowed to cross it, how else can I do it? Well, they can't escape. They can't cross.
It's sort of clear that they must get closer
and closer to it. You know, I'd have to work
a little to justify that. But I think that nobody would have any doubt of it who did
a little experimentation. In other words, all these curves joined that little tube and
get closer and closer to this line, y = x.
And there, without solving the differential
equation, it's clear that all of these solutions, how do they behave? As x goes to infinity,
they become asymptotic to, they become closer and closer to the solution, x. Is x a solution?
Yeah, because y equals x is an integral curve.
Is x a solution? Yeah, because if I plug in
y equals x, I get what? On the right-hand side, I get one. And on the left-hand side,
I get one. One equals one. So, this is a solution. Let's indicate that it's a solution. So, analytically,
we've discovered an analytic solution to the
differential equation, namely, Y equals X,
just by this geometric process. Now, there's one more principle like that, which is less
obvious. But you do have to know it. So, you are not allowed to cross. That's clear. But
it's much, much, much, much, much less obvious
that two integral curves cannot touch. That
is, they cannot even be tangent. Two integral curves cannot be tangent. I'll indicate that by the word touch, which
is what a lot of people say. In other words,
if this is illegal, so is this. Can't have it. You know, without that for example, it might
be, I might feel that there would be nothing
in this to prevent those curves from joining. Why couldn't these pink curves join the line,
y equals x? You know, it's a solution. They just pitch a ride, as it were. The answer
is they cannot do that because they have to
just get asymptotic to it, ever, ever closer.
They can't join y equals x because at the point where they join, you have that situation. Now, why can't you to have this? That's much
more sophisticated than this, and the reason
is because of something called the Existence
and Uniqueness Theorem, Existence and Uniqueness Theorem which says
which says which says that there is through a point, (x0, y0), that y prime equals y' = f(x, y) has only
one, and only one solution. One has one solution.
In mathematics speak, that means at least
one solution. It doesn't mean it has just one solution. That's mathematical convention.
It has one solution, at least one solution. But, the killer is, only one solution.
That's what you have to say in mathematics
if you want just one, one, and only one solution through the point (x0, y0). So, the fact that
it has one, that is the existence part. The fact that it has only one is the uniqueness
part of the theorem. Now, like all good mathematical
theorems, this one does have hypotheses. So,
this is not going to be a course, I warn you, those of you who are theoretically inclined,
very rich in hypotheses. But, hypotheses for those one or that f(x, y) should be a continuous
function. Now, like polynomial, signs, should
be continuous near, in the vicinity of that
point. That guarantees existence, and what guarantees
uniqueness is the hypothesis that you would not guess by yourself. Neither would I. What
guarantees the uniqueness is that also, it's
partial derivative with respect to y should
be continuous, should be continuous near (x0, y0). Well,
I have to make a decision. I don't
have time to talk about Euler's method. Let me refer you to the, there's one page of notes,
and I couldn't do any more than just repeat what's on those notes. So, I'll trust you
to read that.
And instead, let me give you an example which
will solidify these things in your mind a little bit. I think that's a better course.
The example is not in your notes, and therefore, remember, you heard it here first. Okay, so
what's the example? It's...
So, there's our differential equation. Now, let's just solve it by separating
variables. dy. Can you do it in your head? dy
over dx, put all the y's on the left. It will
look like dy / (1 - y). Put all the dx's on the left. So, the dx here goes on the right,
rather. That will be dx. And then, the x goes down into the denominator. So now, it looks
like that.
And, if I integrate both sides, I get the
log of one minus y, I guess, maybe with a, I never bothered with that, but you can. It
should be absolute values. All right, put an absolute value, plus a constant. And now,
if I exponentiate both sides, the constant
is positive. So, this is going to look like
y. (1 - y) = x. And, the constant will be e^C1. And, I'll just make that a new constant,
Cx. And now, by letting C be negative, that's why you can get rid of the absolute values,
if you allow C to have negative values as
well as positive values. Let's write this
in a more human form. So, y = 1 - Cx. Good, all right, let's just plot those. So, these
are the solutions. It's a pretty easy equation, pretty easy solution
method, just separation of variables. What
do they look like? Well, these are all lines
whose intercept is at one. And, they have any slope whatsoever. So, these are the lines
that look like that. Okay, now let me ask, existence and uniqueness. Existence: through
which points of the plane does the solution
go? Answer: through every point of the plane,
through any point here, I can find one and only one of those lines, except for these
stupid guys here on the stalk of the flower. Here, for each of these points, there is no
existence. There is no solution to this differential
equation, which goes through any of these
wiggly points on the y-axis, with one exception. This point is oversupplied. At this point,
it's not existence that fails. It's uniqueness that fails: no uniqueness. There are lots
of things which go through here. Now, is that
a violation of the existence and uniqueness
theorem? It cannot be a violation because the theorem has no exceptions. Otherwise,
it wouldn't be a theorem. So, let's take a look. What's wrong? We thought we solved it
modulo, putting the absolute value signs on
the log. What's wrong? The answer: what's
wrong is to use the theorem you must write the differential equation in standard form,
in the green form I gave you. Let's write the differential equation the way we were
supposed to. It says dy / dx = (1 - y) / x.
And now, I see, the right-hand side is not
continuous, in fact, not even defined when x equals zero, when along the y-axis. And
therefore, the existence and uniqueness is not guaranteed along the line, x equals zero
of the y-axis. And, in fact, we see that it
failed. Now, as a practical matter, it's the
way existence and uniqueness fails in all ordinary life work with differential equations
is not through sophisticated examples that mathematicians can construct.
But normally, because f(x, y) will fail to
be defined somewhere, and those will be the bad points. Thanks.
First-order ordinary differential equations (ODEs) are equations that relate a function to its first derivative. They are typically expressed in the form y' = f(x, y), where y' is the derivative of y with respect to x, and f(x, y) is a given function. Understanding their structure is crucial for solving them using various methods.
Geometric methods, such as direction fields and integral curves, provide visual insights into the behavior of solutions to first-order ODEs. By plotting direction fields, which show the slope of solutions at various points, and integral curves, which represent actual solutions, one can better understand solution trends and their domains.
The Existence and Uniqueness Theorem states that for a first-order ODE, if the function f(x, y) is continuous near a point (x0, y0) and its partial derivative ∂f/∂y is also continuous, then there exists exactly one solution that passes through that point. This theorem helps identify where solutions may fail to exist or be unique.
To construct direction fields, you can either calculate the slope f(x, y) at various points in the plane and draw small line segments representing these slopes, or use isoclines, which are curves where the slope is constant. Plotting isoclines first can make the process more efficient and visually intuitive.
Isoclines are curves in the plane where the slope of the differential equation f(x, y) is constant. They help in constructing direction fields by providing a framework for plotting line segments. Integral curves are the actual solution curves that are tangent to these line segments at every point, illustrating the behavior of solutions.
An example is the ODE y' = -x/y. The isoclines for this equation are lines through the origin, and the integral curves are circles centered at the origin. This illustrates that solutions can have limited domains, emphasizing the importance of visualizing solution behavior through geometric methods.
Some first-order ODEs cannot be solved using elementary functions, making analytic solutions difficult or impossible. In such cases, geometric methods like direction fields and numerical approaches become essential for understanding solution behavior and trends.
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