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§2 First order differential equations and direction

fields

Here we consider first order o.d.e.’s of the form

dy
= f (x, y).
dx

For a unique solution, need to impose an initial condi-


tion like y(x0 ) = y0 .

The problem consisting of the first order o.d.e. and the


initial condition is called an initial value problem.

We shall always assume that all initial value problems


considered have a unique solution.

We can use direction fields (sometimes known as slope


fields) to obtain some information about the behaviour
of the solution.

Recall that the derivative y ′ = f (x, y) of y = y(x) at


x̂ yields the gradient of the tangent line to y at the point
(x̂, y(x̂)).

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Given choices of x and y, we can calculate y ′ =
f (x, y). On a graph, at each point (x, y), we draw
a short line segment having gradient f (x, y). This col-
lection of line segments is known as a direction field.
Example 2.1. The following diagram shows a direction
field for y ′ = 1 − 4y.
The values of the solutions seem to be approaching a
limiting value as x → ∞.
When y = 0.25, then y ′ = 0. One might then con-
sider this solution to be an equilibrium solution as it is
constant for all values of x.

y(x)

0
-1 -0.5 0 0.5 1
x

-1

-2

-3

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Example 2.2. A direction field for y ′ = 9.8 − y 2 .

The values of the solutions seem to be approaching


limiting values or −∞ as x → ∞ depending on which
solutions we are following.

An equilibrium solution exists at y = ± 9.8.

y(x)

0
-1 -0.5 0 0.5 1
x

-2

-4

Example 2.3. We show the direction field for y ′ =


sin(x) (for which y(x) = c − cos(x), where c is an
arbitrary constant).
Here y ′ is a function of just x and so is independent of
y. So the tangent lines on each vertical line are parallel.

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4

y(x)

0
-4 -2 0 2 4
x

-2

-4

§3 First order separable equations

A first order separable equation is one in which we can


write
dy M(x)
= ,
dx N (y)
where M is a function of x only and N is a function of
y only.

This leads to
Z Z
N (y) dy = M(x) dx ⇒ N (y) dy = M(x) dx.

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Example 3.1. Suppose a bar of length ℓ is attached to
a rigid hub of radius r , which together are rotating at a
constant angular speed of ω radians per second.
The other end of the bar has a concentrated mass m at
its tip.
Let x be the distance along the bar from the hub with
0 ≤ x ≤ ℓ.
Then it is known that the axial force F satisfies
dF
= −ρ A(x)ω2 (x + r ),
dx
where ρ is the (constant) density of the material in the
bar and A(x) is the cross-sectional area.
This separable equation is easy to solve assuming we
can integrate A(x)(x + r ).
Suppose that A(x) is a constant, A0 . We then have

dF = −ρ A0 ω2 (x + r ) dx,

so that

2 (x + r )2
F(x) = −ρ A0 ω + c,
2
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