Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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374 LESSON 34. CRITICAL POINTS variable with differential equation z = t, with differential equation z ′ = 1, and adding the third equation to the system: x ′ = cos y + x 2 (34.5) y ′ = sin x + e az (34.6) z ′ = 1 (34.7) We will focus on the general two dimensional autonomous system x ′ = f(x, y) x(t 0 ) = x 0 y ′ = g(x, y) y(t 0 ) = y 0 (34.8) where f and g are differentiable functions of x and y in some open set containing the point (x 0 , y 0 ). From the uniqueness theorem, we know that there is precisely one solution {x(t), y(t)} to (34.8). We can plot this solution as a curve that goes through the point (x 0 , y 0 ) and extends in either direction for some distance. We call this curve the trajectory of the solution. The xy-plane itself we will call the phase-plane. We must take care to distinguish trajectories from solutions: the trajectory is a curve in the xy plane, while the solution is a set of points that are marked by time. Different solutions follow the same trajectory, but at different times. The difference can be illustrated by the following analogy. Imagine that you drive from home to school every day on certain road, say Nordhoff Street. Every day you drive down Nordhoff from the 405 freeway to Reseda Boulevard. On Mondays and Wednesdays, you have morning classes and have to drive this path at 8:20 AM. On Tuesdays and Thursdays you have evening classes and you drive the same path, moving in the same direction, but at 3:30 PM. Then Nordhoff Street is your trajectory. You follow two different solutions: one which puts you at the 405 at 8:20 AM and another solution that puts at the 405 at 3:30 PM. Both solutions follow the same trajectory, but at different times. Returning to differential equations, an autonomous system with initial conditions x(t 0 ) = a, y(t 0 ) = b will have the same trajectory as an autonomous system with initial conditions x(t 1 ) = a, y(t 1 ) = b, but it will be a different solution because it will be at different points along the trajectory at different times. In any set where f(x, y) ≠ 0 we can form the differential equation dy g(x, y) = dx f(x, y) (34.9)

375 Since both f and g are differentiable, their quotient is differentiable (away from regions wheref = 0) and hence Lipshitz; consequently the initial value problem dy g(x, y) = dx f(x, y) , y(x 0) = y 0 (34.10) has a unique solution, which corresponds to the trajectory of equation (34.8) through the point (x 0 , y 0 ). Since the solution is unique, we conclude that there is only one trajectory through any point, except possibly wheref(x, y) = 0. A plot showing the one-parameter family of solutions to (34.9), annotated with arrows to indicate the direction of motion in time, is called a phase portrait of the system. Example 34.2. Let {x 1 , y 1 } and {x 2 , y 2 } be the solutions of and respectively. x ′ = −y, x(0) = 1 (34.11) y ′ = x, y(0) = 0 (34.12) x ′ = −y, x(π/4) = 1 (34.13) y ′ = x, y(π/4) = 0 (34.14) The solutions are different, but both solutions follow the same trajectory. To see this we solve the system by forming the second order differential equation representing this system: differentiate the second equation to obtain y ′′ = x ′ ; then substitute the first equation to obtain y ′′ = −y (34.15) The characteristic equation is r 2 +1 = 0 with roots of ±i; hence the solutions are linear combinations of sines and cosines. As we have seen, the general solution to this system is therefore y = A cos t + B sin t (34.16) x = −A sin t + B cos t (34.17) where the second equation is obtained by differentiating the first (because x = y ′ ).

374 LESSON 34. CRITICAL POINTS<br />

variable with differential equation z = t, with differential equation z ′ = 1,<br />

and add<strong>in</strong>g the third equation to the system:<br />

x ′ = cos y + x 2 (34.5)<br />

y ′ = s<strong>in</strong> x + e az (34.6)<br />

z ′ = 1 (34.7)<br />

We will focus on the general two dimensional autonomous system<br />

x ′ = f(x, y) x(t 0 ) = x 0<br />

y ′ = g(x, y) y(t 0 ) = y 0<br />

(34.8)<br />

where f and g are differentiable functions of x and y <strong>in</strong> some open set<br />

conta<strong>in</strong><strong>in</strong>g the po<strong>in</strong>t (x 0 , y 0 ). From the uniqueness theorem, we know that<br />

there is precisely one solution {x(t), y(t)} to (34.8). We can plot this solution<br />

as a curve that goes through the po<strong>in</strong>t (x 0 , y 0 ) and extends <strong>in</strong> either<br />

direction for some distance. We call this curve the trajectory of the solution.<br />

The xy-plane itself we will call the phase-plane.<br />

We must take care to dist<strong>in</strong>guish trajectories from solutions: the trajectory<br />

is a curve <strong>in</strong> the xy plane, while the solution is a set of po<strong>in</strong>ts that<br />

are marked by time. Different solutions follow the same trajectory, but at<br />

different times. The difference can be illustrated by the follow<strong>in</strong>g analogy.<br />

Imag<strong>in</strong>e that you drive from home to school every day on certa<strong>in</strong> road, say<br />

Nordhoff Street. Every day you drive down Nordhoff from the 405 freeway<br />

to Reseda Boulevard. On Mondays and Wednesdays, you have morn<strong>in</strong>g<br />

classes and have to drive this path at 8:20 AM. On Tuesdays and Thursdays<br />

you have even<strong>in</strong>g classes and you drive the same path, mov<strong>in</strong>g <strong>in</strong> the<br />

same direction, but at 3:30 PM. Then Nordhoff Street is your trajectory.<br />

You follow two different solutions: one which puts you at the 405 at 8:20<br />

AM and another solution that puts at the 405 at 3:30 PM. Both solutions<br />

follow the same trajectory, but at different times.<br />

Return<strong>in</strong>g to differential equations, an autonomous system with <strong>in</strong>itial conditions<br />

x(t 0 ) = a, y(t 0 ) = b will have the same trajectory as an autonomous<br />

system with <strong>in</strong>itial conditions x(t 1 ) = a, y(t 1 ) = b, but it will be a different<br />

solution because it will be at different po<strong>in</strong>ts along the trajectory at<br />

different times.<br />

In any set where f(x, y) ≠ 0 we can form the differential equation<br />

dy g(x, y)<br />

=<br />

dx f(x, y)<br />

(34.9)

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