MATH132: Calculus

Week 11
Frank Valckenborgh
Department of Mathematics
Macquarie University

Tuesday 28 May 2013

Thursday 30 May 2013

Frank Valckenborgh

Quote of the week

The human mind has first to construct forms,

independently, before we can find them in things."
Albert Einstein
"Abundance of knowledge does not teach men to be
wise."
Attributed to Heraclitus

Frank Valckenborgh

Differential equations
In the previous lecture, we have started discussing ODEs of the
first order:
y 0 = F (x, y ) .

A solution was a function x 7 y (x) with domain an open

interval in R .
According to the Existence and Uniqueness Theorem, solutions
of the corresponding initial value problem
y 0 = F (x, y ) ,

y (x0 ) = y0

exist in some interval containing the point x0 and are unique,

provided that F is continuous in x and continuously
differentiable in y .

Frank Valckenborgh

Differential equations
Geometrically speaking, we are trying to find a function y (x)
for which the slope at the point (x, y (x)) equals F (x, y (x)) .
We can then interpret the problem as trying to fit a curve to a
force field in the plane, given by associating with each point
(x, y ) in the plane the vector (1, F (x, y )) .
This idea can be generalised to systems of first-order ODEs.
We will see an example in two dimensions in the second part
of this weeks lectures.

Frank Valckenborgh

Differential equations
In many cases of interest, the function F (x, y ) factorizes as
F (x, y ) = g (x) h(y ) . If that is the case, the first-order ODE is
said to be separable .
In this unit, we will concentrate on separable first-order ODEs.
In this case, solutions of the ODE can be found by separation
of the variables. Formally, we can write
dy
= g (x) h(y )
dx
f (y ) dy = g (x) dx

where I have rewritten h(y )1 as f (y ) . Leibniz notation is

more suggestive here.

Frank Valckenborgh

Differential equations
More rigorously, if y (x) is a solution of the ODE, then y (x) is
continuously differentiable, hence we can write
f (y (x)) y 0 (x) = g (x)

and so we obtain, after anti-differentiation

Z

f (y (x)) y (x) dx = g (x) dx + K

Z
Z
f (y ) dy = g (x) dx + K

where we have applied the substitution formula, and with K

an arbitrary integration constant.
Let us illustrate the technique by a couple of examples.

Frank Valckenborgh

Differential equations
Example
One of the simplest non-trivial initial-value problems is given by
x 0 (t) = r x(t),

x(0) = x0 > 0

where r is a given constant. In words, the rate of change of the

quantity y is proportional to its current value. An example would
be the evolution of a sum of money under a continuous interest
regime.
Here, F (t, x) = r x , and this function is continuously differentiable
in x .

Frank Valckenborgh

Differential equations
Example
In this case, we can find a solution which is defined everywhere, and
one can show explicitly that it is unique, by differentiating the
function (t) = x(t) ert .
In fact, this ODE is linear , in the sense that any linear combination
x1 (t) + x2 (t) of two given solutions x1 (t) and x2 (t) is
automatically a solution also.
As you will see later, there exists a general theory for linear ODEs.
For non-linear ODEs, the theory is much more complicated,
however.

Frank Valckenborgh

Differential equations
Example
Solve the initial value problem associated with the logistic equation


N(t)
,
N 0 (t) = r N(t) 1
K

N(0) = N0 .

Here, the rate of growth of the quantity N(t) can be interpreted as

being sensitive to the exhaustion of a resource, or to a
density-dependence.
Again, the function at the right is given by


N
F (t, N) = r N 1
K

and F is continuously differentiable in N .

In particular, we see that lim N(t) = K , independent of the initial
t

population size N0 .
Frank Valckenborgh

Differential equations
Example
Find the general solution of the ODE
y0 =

cos x
.
3y 2 + e y

Here, we have
F (x, y ) =

cos x
3y 2 + e y

and this function is continuous in x and continuously differentiable

in y .

Frank Valckenborgh

Differential equations
Example
In this case, the general solution of the ODE determines y
implicitly as a function of x . As you will see later in MATH235, the
Implicit Function Theorem, which is one of the more important
results of elementary analysis, gives conditions under which an
expression of the form G (x, y ) = 0 can be locally solved for y as a
function of x (or x as a function of y ), at least in principle.
For this to be possible, the relation between x and y should specify
y uniquely as a function of x , at least when we stay sufficiently
close to the initial value. Alternatively, if x can be specified
uniquely as a function of y , at least when we stay sufficiently close
to the initial value, we can write the solution as a curve x(y ) .

Frank Valckenborgh

Differential equations
Example
Consider the initial value problem given by
y 0 = 3 y 2/3

y (0) = 0 .

In this case, we have F (x, y ) = 3 y 2/3 , and this function is not

differentiable at the point (0, 0) , which corresponds with the
chosen initial specification. Therefore, the Existence and
Uniqueness Theorem does not apply and we cannot expect a unique
solution, if one exists at all.

Frank Valckenborgh

Differential equations
Example
As a matter of fact, it is easy to see that the function
x 7 y (x) = 0 , the zero function, is a solution.
Separation of variables yields a distinct solution y (x) = x 3 .
We can even paste together parts of these two solutions to obtain
yet another solution:
(
y (x) =

0
x3

x <0,
x 0,

and one can verify that this function is indeed continuously

differentiable, even at the origin, the only potentially problematic
point.

Frank Valckenborgh

Differential equations
Example
The ODE
x dx + y dy = 0

can be rewritten as
y0 =

x
y

and as
x0 =

y
.
x

The first form works fine for initial values for which y0 6= 0 , and
the second form for initial values where x0 6= 0 .
In fact, the general solution corresponds with circles in the plane
centred at the origin.
Frank Valckenborgh

Differential equations
Example (Lotka-Volterra Predator-Prey Model)
The Lotka-Volterra model is another conceptual model used in
theoretical population biology to understand aspects of the
dynamics of interacting populations of predator and prey. The
model was developed independently by the American Alfred J.
Lotka and the Italian Vito Volterra .

Alfred James Lotka (18801949)

Frank Valckenborgh

Vito Volterra (18601940)

Differential equations
Example
The prey population is growing exponentially, but individuals are
removed proportional to the rate at which they encounter the
predator species.
Both species are moving randomly through the environment, and so
encounters are proportional to the product of their numbers.
The size of the predator population on the other hand is on the one
hand decreasing exponentially, but also grows proportional to the
rate at which they encounter the predator species.
Let N(t) denote the size of the prey population at time t , and let
P(t) be the number of predators.

Frank Valckenborgh

Differential equations
Example
The Lotka-Volterra model assumes the following form:
dN
= N N P
dt
dP
= P + N P
dt

where , and are given positive numbers.

First, notice that there is a solution which does not change with
time. This occurs when
N=

because in that case we have

P=

dP
dN
= 0 and
= 0 respectively.
dt
dt

Frank Valckenborgh

Differential equations
Example
We see that
dt =

1
1
dN =
dP
N( P)
P( + N)

and so we can try to obtain a relation between the quantities N

and P instead.
From a geometric perspective, we can associate the vector
(N NP, P + NP) with each point (N, P) of the plane.
Doing so, we obtain the phase portrait associated with the
Lotka-Volterra system of ODEs. This is a very useful way to
visualise the dynamics of the system, because solution curves
should be tangent to these arrows.
In particular, the existence of an equilibrium point is made obvious.
Frank Valckenborgh

Differential equations
Example
200

150

100

50

0
0

50

Frank Valckenborgh

100

150

200

Differential equations
Example
The resulting ODE is separable, and we can write
( + N)
( P)
dN =
dP .
N
P

Under this form, the equation can be easily integrated and we

obtain
log N N + log P P = K

where K is an integration constant, which will depend on the

initial conditions (N0 , P0 ) if they are specified:
K = log N0 N0 + log P0 P0 .

Again, the solution determines P implicitly as a function of N , or

N implicitly as a function of P , under the appropriate conditions.
Frank Valckenborgh

Differential equations
Example
We could also perform the required integrations and take into
account initial conditions explicitly:
Z

N0

( + N)
dN =
N

P0

( P)
dP
P

where I have indulged in some abuse of notation.

The result will be the same, of course.

Frank Valckenborgh

Differential equations
Example

Frank Valckenborgh

Differential equations
Example
From the phase portrait, it is fairly clear that solution curves will
circle about the equilibrium point in a counterclockwise sense.
More precisely, the vector (N( P), P( + N)) points
northwest when N > / and P > / , southwest when N < /
and P > / , etcetera.
What is not clear is that non-trivial solution curves are closed .
We do know that on a solution curve, the quantity
log N N + log P P

remains constant. So let us investigate this quantity in some more

detail.

Frank Valckenborgh

Differential equations
Example
In particular, we can consider a line which passes through the origin
and the fixed point, and investigate the behaviour of our conserved
quantity when we restrict its domain to this line, obtaining a
function of a single variable in doing so.
So consider the line in the (N, P)-plane determined by

s 7

s ,
s

and observe that this line crosses the fixed point when s = 1 .

Frank Valckenborgh

Differential equations
Example
Substituting in our conserved quantity, we obtain the function




 
 

f (s) = log
s
s + log
s
s

= ( + ) (log s s) + C

where C is some constant. We then have

f 0 (s) = ( + )


1
1
s

and so f 0 (s) < 0 for all s > 1 . The function f is then strictly
decreasing for 1 < s < + .
Because of our conserved quantity, we see that we have to cross
this line always at the same point. In other words, solution curves
are closed.
Frank Valckenborgh

Differential equations
Example
The differential equations can also be integrated numerically to
obtain numerical values for N(t) and P(t) .

Frank Valckenborgh

Differential equations
Example
Compare with some actual data on Snowshoe Hares and Canada
Lynxes.

Frank Valckenborgh

The End

Frank Valckenborgh