LECTURE 3: SLOPE FIELDS MINGFENG ZHAO September 14, 2015 Separable differential equations For a separable differential equation: y0 = dy = f (x)g(y). dx There are two cases: Case I: If g(a) = 0 for some constant a, then y(x) ≡ a is a solution. 1 dy = f (x)g(y), then dy = f (x) dx, which implies that Case II: If g(y) 6= 0, since dx g(y) Z 1 dy = g(y) Z f (x) dx. In summary, we have 1) y(x) ≡ a for some constant a such that g(a) = 0 0 Z Z y = f (x)g(y) =⇒ . 1 dy = f (x) dx. 2) g(y) Example 1. Solve x2 y 0 = 1 − x2 − y 2 + x2 y 2 , y(1) = 0. Fist, let’s find the general solution to x2 y 0 = 1 − x2 − y 2 + x2 y 2 . Since x2 y 0 = 1 − x2 − y 2 + x2 y 2 , then y0 = 1 − x2 − y 2 + x2 y 2 . x2 Since 1 − x2 − y 2 + x2 y 2 = (1 − x2 ) − y 2 (1 − x2 ) = (1 − x2 )(1 − y 2 ), then (1 − x2 )(1 − y 2 ) dy 1 − x2 = y0 = = · (1 − y 2 ). dx x2 x2 Case I: If 1 − y 2 = 0, that is, y = ±1. So y(x) = ±1 are two solutions. 1 2 MINGFENG ZHAO dy 1 − x2 1 1 − x2 (1 − x2 )(1 − y 2 ) 2 Case II: If 1 − y 2 6= 0, since = · (1 − y ), then dy = dx, which implies that = x2 x2 1 − y2 x2 Z dx 2 Z 1−x 1 1 1 1 1 1 1 1 − x2 dy = dx. Since =− 2 = 2 − 1, then we get = − and 2 2 2 2 1−y x 1−y y −1 2 y+1 y−1 x x 1 1 y + 1 ln = − − x + C. 2 y−1 x In summary, the general solution to x2 y 0 = 1 − x2 − y 2 + x2 y 2 is: 1 y + 1 1 y(x) = 1, or y(x) = −1, or ln = − − x + C. 2 y − 1 x 1 1 1 y + 1 = − − x + C, we get 0 = ln 1 = −1 − 1 + C. Since y(1) = 0, then we only need look at the solution ln 2 y − 1 x 2 So C = 2. Therefore, the solution to x2 y 0 = 1 − x2 − y 2 + x2 y 2 , y(1) = 0 is: 1 1 y + 1 =− −x+2 . ln 2 y − 1 x Remark 1. For Example 1, later we are going to see that 1 y+1 1 ln − =− −x+2 . 2 y−1 x Direction/slope fields Definition 1. The direction/slope field of y 0 = f (x, y) is a picture on the xy-plane such that for each point (x, y) on the plane, one draws a short line segment with the slope f (x, y) at the point (x, y). To draw the slope field of y 0 = f (x, y): 1) select points in the xy-plane, 2) compute the numbers f (x, y) at the selected points (x, y), 3) at each selected point (x, y), draw a short tangent line whose slope is f (x, y). LECTURE 3: SLOPE FIELDS 3 Remark 2. For the differential equation y 0 = f (x, y), by the definition of the slope fields, we know that for any y = g(x) which is a solution to y 0 = f (x, y), then at any point (x0 , y0 ) on the curve y = g(x), the line segment is the tangent line of the curve y = g(x) at the point (x0 , y0 ). Example 2. y 0 = 3x2 . (Recall that the general solution is: y = x3 + C.) Figure 1. Slope field of y 0 = 3x2 with graphs of solutions satisfying y(0) = 0, and y(0) = ±1 Remark 3. The slope field of y 0 = f (x) have the same direction/shape vertically. Example 3. y 0 = −y. (Recall that the general solution is: y = Ce−x .) Figure 2. Slope field of y 0 = −y with graphs of solutions satisfying y(0) = ±2, and y(0) = ±3 Remark 4. The slope field of y 0 = f (y) have the same direction/shape horizontally. 4 MINGFENG ZHAO Figure 3. Slope field of y 0 = xy with graphs of solutions satisfying y(0) = ±0.2, and y(0) = ±1 Example 4. y 0 = xy. (In Lecture 2, we knew that the general solution is: y = Ce x2 2 .) Remark 5. For the directions of the short tangent line segment: • “/” means positive slope • “\” means a negative slope • “−” means a zero slope • “|” means infinity slope. Theorem of the existence and uniqueness for the first order differential equations with the initial value condition Question 1. For the initial value problem: y 0 = f (x, y) f (x ) = y . 0 0 1) Does a solution exist? 2) Is the solution unique if it exists? The answer to Question 1 really depends on the smoothness of f with respect to x and y. Example 5 (Non-existence). Can you find a solution to y 0 = 1 for y(0) = 0? x LECTURE 3: SLOPE FIELDS The general solution to y 0 = 1 is: x Z 5 1 dx = ln |x| + C. x y= 1 for y(0) = 0 exists, say g(x) is a solution. Then g(x) = ln |x| + C for some constant C, but x which is not defined at x = 0. Hence If the solution to y 0 = The solution to y 0 = 1 for y(0) = 0 does NOT exist. x 2 Example 6 (Non-uniqueness). y 0 = 3y 3 , y(0) = 0. 1) y1 (x) ≡ 0 is a solution. 2) Let y2 (x) = x3 , then y2 (0) = 0, and y20 (x) = 3x2 , 2 2 3y 3 = 3(x3 ) 3 = 3x2 = y20 (x). In summary, 2 Both y1 and y2 are solutions to y 0 = 3y 3 , y(0) = 0 . p Example 7 (Non-uniqueness). y 0 = 2 |y|, y(0) = 0. 1) y1 (x) ≡ 0 is a solution. x2 , if x ≥ 0 2) Let y2 (x) = , then y2 (0) = 0 and −x2 , if x < 0. 2x, y20 = −2x, if x > 0 . if x < 0. So p y20 = 2 |y2 |, for all x 6= 0. On the other hand, lim h&0 y2 (h) − y2 (0) h2 = lim = lim h = 0 h&0 h h&0 h y2 (h) − y2 (0) −h2 = lim = lim −h = 0. h%0 h%0 h%0 h h p p So y20 (0) exists and y20 (0) = 0 = 2 |y2 (0)|. Hence, y2 is also a solution to y 0 = 2 |y|, y(0) = 0. lim In summary, p Both y1 and y2 are solutions to y 0 = 2 |y|, y(0) = 0 . 6 MINGFENG ZHAO Theorem 1 (Picard’s Theorem on Existence and Uniqueness). Let (x0 , y0 ) be a fixed point in RN , if f (x, y) is continuous ∂f with respect to x and y near some (x0 , y0 ), and (x, y) exists and is continuous with respect to x and y near the point ∂y (x0 , y0 ), then a solution to y 0 = f (x, y), y(x ) = y , 0 0 exists for some small interval containing x0 , and is unique. In Theorem 1, that solution is called a local solution on that small interval containing x0 . In this course, we always say that the domain of a function should be an interval. Problems you can do: Lebl’s Book [1]: All exercises on Page 21, and read Example 1.2.2 on Page 25. References [1] Jiri Lebl. Notes on Diffy Qs: Differential Equations for Engineers. Createspace, 2014. Department of Mathematics, The University of British Columbia, Room 121, 1984 Mathematics Road, Vancouver, B.C. Canada V6T 1Z2 E-mail address: mingfeng@math.ubc.ca