New Page 2

First-order Equations


Each video corresponds to two links, one of the form diff_**_** and the other of the form http://youtu.be/*******.

The first probably won't work, as it points to a file on a DVD you might not have. 

The second should work, and is played through YouTube.


The equation F_net = - k x translates to the equation x '' = - k/m * x, a second-order linear differential equation.

diff_02_01

http://youtu.be/utmPwcNrnrY

The equation x ' = t + x is in the form x ' = f(t, x).  We don't yet know how to solve this equation.

We can use integration of both sides to solve x ' = t.  Our solution includes an integration constant, which allows us to impose and initial condition on he solution.  We impose the condition x(0) = 12.

diff_02_02

http://youtu.be/6UG5jGDlBjA

We solve x '' = a , integrating both sides twice.  We get two integration constants, one for each integration, and evaluate these constants to impose two initial conditions on our solution.  The two conditions are x(0) = 12 and x ' (0) = 7.

diff_02_03

http://youtu.be/QOUy-t01KiM

F_net = F_frict - c v is translated to the equation x '' = F_frict / m - c / m * x ', and is of the form x '' = f(t, x, x').  While t and x are not explicitly part of this function, the most general form of a second-order equation does include t and x.

If an additional force - k x is present our equation becomes x '' = F_frict / m - c / m * x ' - k x.  This still fits into the general form x '' = f(t, x, x '), where both x and t are present.

diff_02_04

http://youtu.be/kIfjdV0UG6c

Another additional force m g cos(omega * t) becomes x ''  = F_frict / m - c / m * x ' - k x - g cos(omega t), which does explicitly include the three variables t, x, x ' of the form x '' = f(t, x, x').

diff_02_05

http://youtu.be/vFr2233B2yc

We verify that the equation x '' = - k / m * x has general solution x(t) = B cos(sqrt(k/m) * t) + C sin(sqrt(k/m) * t), and note that this solution is equivalent to x(t) = A cos(sqrt(k/m) * t + phi), where A and phi can be expressed (using some basic trigonometric identities) in terms of B, C,  and m.

The latter function can easily be graphed, applying shifting and stretching transformations to the basic function x(t) = cos(t).

diff_02_06

http://youtu.be/XQ-HkTALxI8

diff_02_71

http://youtu.be/tEY8mBNHt-A

diff_02_08

http://youtu.be/DmtfP6cKnKU

We show that the equation x ' = x + t cannot be solved by integrating both sides, which would require that the unknown function x be integrated with respect to t.

diff_02_09

http://youtu.be/BVR-G6klAyQ

We impose two conditions on the solution of the equation x '' = - k / m * x, requiring that x(0) = .5 and also that the maximum value of x(t) be 1.  We interpret the solution in terms of the circular model of the cosine function, showing how the solution corresponds to oscillatory motion between x = -1 and x = 1, starting at x = .5.

(For the same of simplicity it is not noted in the video that the reference-circle point can start at either of two locations, one resulting in initial motion to the left, the other in initial motion to the right.  This well be discussed later in the course when we student second-order equations in more detail).

diff_02_10

http://youtu.be/BVR-G6klAyQ

diff_02_11

http://youtu.be/t-QSPWk8P0I

diff_02_12

http://youtu.be/3hiqQ0NEFds

We apply another set of conditions to the solution of x '' = - k / m * x.

diff_02_13

http://youtu.be/Mgrn8uCQdVE

We consider the geometry of the equation x ' = 3 x - 2 t, looking at the behavior of the solution near the point (.8, .4) in the x vs. t plane.  We construct in two steps an approximate solution between t = .8 and t = 1.0.

(the first video is blurry for the first 30 second or so; it becomes clear in time to understand the explanation)

diff_02_14

http://youtu.be/TRO9zMgQtKk

diff_02_15

http://youtu.be/KRAaHDIvTnY

diff_02_16

http://youtu.be/G4W5DAe6CYA

We solve the equation x '' = t^2 + 4, imposing two conditions on the resulting general solution.

We also briefly consider possible ways of expressing the form of the equation x '' = -Ffrict / m - c x ', reinforcing the reason x '' = f(t, x, x ') is the most general form of a second-order equation.

diff_02_17

http://youtu.be/BuUCdiRDfcE

We investigate given solutions of four equations of the form y ' + p(t) y = 0.

We consider why we expect a solution to the equation y ' + p(t) y = 0 to be e^(-integral(p(t) dt)).  We apply this insight to two equations.  We note that a more general solution, including an integration constant, is y(t) = A e^( integral(p(t) dt))

diff_02_18

http://youtu.be/N2siOQtH2ik

diff_02_19

http://youtu.be/vt5d2XbmgCE

diff_02_20

http://youtu.be/w32A3RQ06pg

diff_02_20_suppl_

http://youtu.be/eFo5eQgBTbs

We explain why the equation y ' + p(t) y = 0 is classified as a first-order linear homogeneous differential equation, and identify which of four different equations are and are not of this form.

diff_02_2

http://youtu.be/VKscxLb7c1Q

If we multiply y ' + t y by e^(t^2 / 2) we obtain an expression which is equal to (e^(t^2 / 2) * y) '.  The result is that the left-hand side of the equation y ' + t y = g(t) can, if we multiply both sides by e^(t^2 / 2), be put into the form (e^(t^2 / 2) * y) ' = e^(t^2 / 2) * g(t), in which form the left-hand side is easy to integrate.

diff_02_22

http://youtu.be/v3AmoReXFmU

We apply the idea of the preceding to the expression y ' + cos(t) y, this time multiplying by e^(sin(t) ) and obtaining the easy-to-integrate form (e^(sin(t)) * y) '.

We discuss how e^(sin(t)) is related to the coefficient cos(t) of y.

We consider why we expect a solution to the equation y ' + p(t) y = 0 to be e^(-integral(p(t) dt).  We apply this to two equations.

diff_02_23

http://youtu.be/H-reovSDJnw

The equation y ' + p(t) y = g(t) can, using the pattern illustrated by the preceding examples, be put into the form (e^(integral(p(t) dt) * y) ' = e^(integral(p(t) dt) ) * g(t).  The left-hand side is easily integrated.  If the right-hand side can be integrated we obtain a solution to our equation.

This type of equation is first-order linear and nonhomogeneous.

diff_02_24

http://youtu.be/nz4pBW1RXrs

diff_02_25

http://youtu.be/DZBemA2ZqcQ

We solve the equation dP/dt = k P to obtain a general solution, and evaluate k and our integration constant to represent the principle function for an initial investment of $1000 at 6% interest (compounded continuously).

This equation is first-order linear and homogeneous.

diff_02_26

http://youtu.be/dBQwQzrFvW0

We solve the equation dP/dt = k P to obtain a solution satisfying P(2) = $800, P(6) = $1100.  We investigate the geometry of this equation on the P vs. t coordinate system and compare the geometric solution to the solution of our equation.

diff_02_27

http://youtu.be/I4Tzt4NCirg

diff_02_28

http://youtu.be/1fY0HyIUq60

The equation dP/dt = k P + m can represent a principle which is earning interest, with additional money also being added.

This equation is first-order linear and nonhomogeneous.

diff_02_29

http://youtu.be/jPmb3D-Wn9Q

A 10% salt solution flowing into a vat of fixed volume, from which mixed solution overflows, results in a changing concentration of salt in the vat.  This results in the first-order differential equation q ' = .10 r - q / V * r.

We consider the geometry of the q ' vs. t function.

diff_02_30

http://youtu.be/mjkmcrq-FGs

diff_02_31

http://youtu.be/ZrXIBoi02ig

If rate of temperature change is proportional to 'temperature difference' we get a nonhomogeneous linear differential equation for temperature vs. clock time.  A change of variable changes this equation to a homogeneous equation.

The same clip introduces separable differential equations and their solution by integration.

diff_02_32

http://youtu.be/AdYNoPKHdQc

diff_02_33

http://youtu.be/PjRDaxcy6QE

We investigate the equaion (H ( t, y) ) ' = 0, where y is considered to be an implicit function of t.  Some of this clip is blurred and some is slightly cut off at the left edge, during the first part where we are differentiating H(t, y) = t cos(y) + 1 / y.  Our equation is put into the form M(t, y) dt + N(t, y) dy = 0.

diff_02_34

http://youtu.be/YpRXLmztcy4

diff_02_35

http://youtu.be/kLM7Zg1fZtM

We follow a process similar to the preceding to express an equation of the form dF = 0, where F(t, y) is a function of y and t.  y is considered an implicit function of t.  We clearly identify the functions M(t, y) and N(t, y).

diff_02_36

http://youtu.be/Oua-l7W6kMs

 

We continue the preceding, exploring why M_y = N_t, and use this fact to show how to recover the original F(t, y) function from the equation M(t, y) dt + N(t, y) dy = 0.

An equation of this form, with M_y = N_t, is called an exact equation.

diff_02_37

http://youtu.be/7qiTm5ClptE

diff_02_38

http://youtu.be/YdCcssUqBR8

diff_02_39

http://youtu.be/fmOXhU7p5y8

We consider the Bernoulli equation, which is of the form

y ‘ + p(t) y = q(t) * y^n.

The trick to solving this equation is to use the substitution v = y^m For this substitution we get y = v^(1/m), and v ‘ = m y^(m-1) * y ‘ so that y ‘ = 1/m v ‘ y^(1-m) = 1/m v ‘ v^( (1-m) / m).  If we’re careful with the algebra of our exponents we can, by choosing the right value of m, reduce this to a linear equation.

diff_02_40

http://youtu.be/5lJWB-UAVZg

diff_02_41

http://youtu.be/UjXz7rpywoc

We illustrate three different Bernoulli equations.

diff_02_42

http://youtu.be/beipOqDbllQ

diff_02_43

http://youtu.be/qbVzUnO0mxM

We introduce the logistic equation in the form y ‘ = k y ( L – y).  This equation is easily solved by separation of variables, using the technique of integration by partial fractions. 

diff_02_45

http://youtu.be/BdPpYck1fx8

Having integrated both sides it is necessary to solve the resulting equation for our function y(t). 

diff_02_46

http://youtu.be/mSDWEoI0TVw

We complete the solution for y and begin to examine the behavior of the solution function and how the solution is related to the original conditions of the problem.

diff_02_47

http://youtu.be/3IbNYfvlQoo

We further examine the nature of the solution of the logistic equation.

diff_02_49

http://youtu.be/sUq7u_qwajc

diff_02_50

http://youtu.be/d7U0Eqk9t5M

diff_02_51

http://youtu.be/F6-MvuEhAdI

diff_02_52

http://youtu.be/YI9GE9FnIC8

diff_02_53

http://youtu.be/-Et4J84vb8Y

We have solve the logistic equation in the form y ‘ = k y ( L – y ).  We consider other common forms of the logistic equation.  P ‘ = r P ( 1 – P / L ), which is the same as for the original model but with a rescaled version of the growth constant.

diff_02_54

http://youtu.be/cT9pmubIaJc

In previous discussions we have assumed that y < L.  We consider solutions for which y > L.

diff_02_55

http://youtu.be/OLuehM8Q0xA

The equation y ‘ = y ( 1 – y ) can be solved either as a logistic equation or a Bernoulli equation.

diff_02_56

http://youtu.be/ew2m9WLouh4

Using analytic solutions as well as the geometric behavior of the equation, we consider the concept of equilibrium solutions in the context of the logistic equation.

diff_02_57

http://youtu.be/PKh4W3x5RWo

We solve the equation for motion with a constant applied force and a linear drag force (i.e., a drag force which is proportional to the first power of the velocity), which is a first-order linear nonhomogeneousequation in velocity v.

diff_02_58

http://youtu.be/7gfsyuvRUac

Our solutions approach the equilibrium solution of the form v = F / k.  (This value of v is referred to as the ‘terminal velocity’.)  Our solution function represents an exponential approach to a terminal velocity.

diff_02_59

http://youtu.be/bEhq_WLnvSs

diff_02_60

http://youtu.be/sBo-2M_fLW0

diff_02_61

http://youtu.be/x313tpn5wAA

If the drag force is proportional to the square of velocity the equation is no longer linear, nor is it a Bernoulli equation.  However it can be solved by separating variables, using the technique of partial fractions.

diff_02_62

http://youtu.be/9M5kLzNZSO0

diff_02_63

http://youtu.be/U2L9ZeWntgQ

(Note that there is one minor error in the following clip, which is corrected in the subsequent clip).

diff_02_64

http://youtu.be/9zx9IU0IB_c

diff_02_65

http://youtu.be/i1y8RXyv8NE

We find the equilibrium solution of our equation, interpreting in terms of terminal velocity.

diff_02_66

http://youtu.be/plDFa-UvjXY

The solution of our equation can be expressed in terms of terminal velocity and a hyperbolic tangent function.

diff_02_67

http://youtu.be/16--Mj5vwu0

The velocity of a moving object can be regarded as a function of time, or as a function of position.  The differential equation governing the motion of an object can be written with v as a function of time t, or with v as a function of position x.  Depending on the nature of the known information one formulation might have advantages over the other. 

diff_02_68

http://youtu.be/sFpT_slAaGI

We consider some examples:

diff_02_69

http://youtu.be/dZO5WxPjVGo

diff_02_70

http://youtu.be/PoI3gY-EwLI

diff_02_71

http://youtu.be/LSO9CJhcXZE

Euler’s Method for numerical approximation of solutions follows in a straightforward manner from the geometry of the equation.

diff_02_72

http://youtu.be/0ohB5dk2_-k

Subsequent links are vacant: