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.
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 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
y prime equals x over y.
That's pretty simple. The problem set has y prime
equals, let's see, x minus y squared.
And, it also has y prime equals
y minus x squared. 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 prime equals f of 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 of 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 of 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 of x.
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 of 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 of
x?
That's y1 prime of 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 of 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 of 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 of (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 of (x, y) equals, in general,
it will be C.
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 prime equals minus x over y.
Okay, first thing,
what are the isoclines?
Well, the isoclines are going to be y.
Well, negative x over y is equal to 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
equals minus one over
C times 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, along it, 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 equals 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 equals negative 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 equals y1 of x, well, it'll look something like the
square root of C1 minus, let's make this 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 prime
equals one plus x minus 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
equals one plus x minus C, or a nicer way to
write it would be x plus one
minus 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 equals x plus 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 equals x plus two. 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
equals x plus two.
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. All they hear is they 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 equals 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.
It can't happen.
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, which says that there
is through a point, x zero y zero,
that y prime equals f of
(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
x zero y zero.
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 of (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 x zero y zero. Well, I have to make a
decision.
I don't have time to talk about
Euler's method. I'll 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?
So, there is that differential equation.
Now, let's just solve it by separating variables.
Can you do it in your head?
dy over dx, put all the y's on
the left. It will look like dy over one
minus 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.
One minus y equals x
And, the constant will be e to the 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 is equal to one minus 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 equals one minus y divided by 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 of (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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