You have enemies? Good. That means you’ve stood up for something, sometime in your life, Winston Churchill
We shall fight on the beaches, we shall fight on the landing grounds, we shall fight in the fields and in the streets, we shall fight in the hills; we shall never surrender, Winston Churchill
Definition. A differential equation is an equation that involves one or more dependent variables, their derivatives with respect to one or more independent variables, and the independent variables themselves, e.g., $\frac{dy}{dx} = 3x +5y, y’ + y = 4xcos(2x), \frac{dy}{dx} = x^2y+y, etc.$
It involves (e.g., $\frac{dy}{dx} = 3x +5y$):
Definition. A first-order linear ordinary differential equation is an ordinary differential equation (ODE) involving an unknown function y(x), its first derivative y′, and functions of the independent variable x, which can be written in the general form:: a(x)y' + b(x)y = c(x) where:
These equations are termed “linear” because the unknown function y and its derivative y’ appear to the first power and are not multiplied together or composed in any nonlinear way.
If the function c(x)=0 for all x in the interval of interest, the equation simplifies to: a(x)y’ + b(x)y = 0. Such an equation is called a homogeneous linear differential equation.
The Existence and Uniqueness Theorem provides crucial insight into the behavior of solutions to first-order differential equations ODEs. It states that if:
Then, the differential equation y' = f(x, y) has a unique solution to the initial value problem through the point (x0, y0), meaning that it satisfies the initial condition y(x0) = y0.
This theorem ensures that under these conditions, the solution exists and is unique near x = x0.
In mathematics, a linear ordinary differential equation (ODE) is an equation involving an unknown function and its derivatives, where both the function and its derivatives appear linearly. This means that the unknown function and its derivatives are raised only to the first power and are not multiplied together or composed within nonlinear functions.
This property of linearity makes linear ODEs fundamental in modeling various physical systems due to their simplicity and the powerful mathematical tools available for solving them. They often arise in fields such as:
The linearity of these equations allows for more tractable analytical solutions, often serving as approximations to more complex nonlinear systems. This makes them essential tools in both theoretical and applied mathematics.
In this second article, we will continue exploring different forms of linear ODEs, their applications, and their solutions, with a focus on understanding their behavior in real-world contexts.
An RC circuit is a fundamental electrical circuit consisting of a resistor (R) and a capacitor (C) connected in series or parallel with a voltage source. Understanding the behavior of an RC circuit is crucial in fields like electrical engineering and physics because it illustrates how circuits respond over time to changes in voltage. This response is characterized by the charging and discharging of the capacitor, which is governed by a first-order linear ordinary differential equation (ODE).
In an RC circuit, the relationship between the charge q(t) on the capacitor, the current i(t), and the applied voltage ε(t) is governed by the following first-order linear ordinary differential equation (ODE): $R\frac{dq}{dt}+\frac{q(t)}{C}=ε(t)$ where:
To derive this equation, we apply fundamental circuit laws:
$V_R + V_C = ε(t)$ ↭[Substitute VR (Ohm’s Law) and VC (Voltage Across Capacitor):] $R·\frac{dq}{dt} + \frac{q(t)}{C} = ε(t)$
To solve the differential equation, we rewrite it in standard linear form: $\frac{dq}{dt}+\frac{1}{RC}q = \frac{ε(t)}{R}$.
Using the notation q’ = $\frac{dq}{dt},\text{ we have } q’ +\frac{1}{RC}q = \frac{ε(t)}{R}$
This equation is a first-order linear ordinary differential equation, which can be solved using an integrating factor.
The general solution q(t) consists of two components:
When the voltage source is constant, ε(t)=E:
Radioactive decay is a natural process by which an unstable atomic nucleus loses energy by emitting radiation. This phenomenon can be mathematically modeled using first-order linear ordinary differential equations (ODEs). In this context, we will explore a system where one radioactive substance A decays into another B, and then that second substance B also undergoes radioactive decay.
Consider two substances:
The rate at which substance A decays is proportional to its current amount. This relationship is expressed by the differential equation: $\frac{dA}{dt} = -k_1A$.
This is a separable differential equation. Separate variables: $\frac{dA}{A} = -k_1dt ↭[\text{Integrate both sides}] \int \frac{dA}{A} = \int -k_1dt ↭ ln|A| = -k_1t + C_1 ↭[\text{Solve for A}] A(t) = e^{-k_1t+C_1} = A_0e^{-k_1t}$ where A0 = eC1 is the initial amount of substance A at t = 0.
The amount of substance A decreases exponentially over time.
Substance B gains mass from the decay of substance A and loses mass due to its own decay. The rate of change of B(t) is the difference between the rate at which A decays into B (A decays at rate $\frac{-dA}{dt} = k_1A(t)$) and the rate at which B decays (proportional to its current amount: k2B(t)): $\frac{dB}{dt} = k_1A(t) -k_2B(t)$
Substituting A(t) into the equation: $\frac{dB}{dt} = k_1A_0e^{-k_1t}-k_2B⇒ B’ + k_2B = k_1A_0e^{-k_1t}$. This is a first-order linear ODE of the form y' + P(t)y = Q(t). The solution describes the amount of B as it accumulates and decays over time,
For k1 ≠ k2, $B(t) = e^{-k_2·t}(\frac{k_1A_0}{k_2-k_1}e^{(k_2-k_1)t} + C)↭ B(t) = \frac{k_1A_0}{k_2-k_1}e^{-k_1t} + Ce^{-k_2·t}$
For k1 = k2 = k, $B(t) = e^{-k·t}(kA_0t + C)$
To determine C, we need an initial condition. If we assume that at time t = 0, the amount of B is B(0) = B0, then:
This different equation is different from previous cases due to the negative coefficient of y. It is a first-order linear ODE and can exhibit exponentially growing solutions.
Unlike the earlier transient terms (which decay over time), the term $y_h(t)=ce^{at}$ is not transient anymore, but grows exponentially since a > 0.
If c ≠ 0, the homogeneous solution $ce^{at}$ grows without bound. The particular solution depends on q(t) and may counteract or reinforce the exponential growth.
The constant C is determined by the initial condition y(t0) = y0. Small differences in y0 can lead to large differences in y(t) as t increases due to the exponential growth.
The equation becomes: $\frac{dy}{dt}-ay = q_0$.
if $y_0 + \frac{q_0}{a} ≠ 0$ and a > 0, the solution grows exponentially. The term $-\frac{q_0}{a}$ is constant. It represents the long-term behaviour (steady-state solution) if the exponential term diminishes (a < 0). The behavior heavily depends on the initial condition y0. The term $y(t) = (y_0 + \frac{q_0}{a})e^{at}$ represent the transient behaviour of the solution.
As t→∞, the exponential term eat dominates: $\lim_{t \to ∞} e^{at} = ∞$, leading the solution to diverge unless a < 0 or the initial condition is chosen such that $y_0 + \frac{q_0}{a} = 0$ (the exponential term vanishes and $y(t) = -\frac{q_0}{a}$, meaning the solution is constant for all t).
In this section, we will explore how to solve first-order linear ordinary differential equations (ODEs) with sinusoidal inputs using the method of complex exponentials and the integrating factor technique.
First-order linear ODEs with sinusoidal inputs frequently appear in engineering and physics, modeling systems like electrical circuits and mechanical vibrations. The general form of such an equation is: x ’ + kx = cos(wt), where:
We will employ the method of complex exponentials to find the general and particular solutions, and extend our analysis to handle more complex inputs using the principle of superposition.
Step 1. To simplify the solution process, we express the cosine function as the real part of a complex exponential. Using Euler’s formula: cos(wt) = Re[eiwt]
Step 2. Formulating the Complex ODE. By substituting the complex exponential into the original differential equation, we obtain a complex ODE: z’ + kz = eiwt analogous to the original equation. This equation is easier to solve, and we can later take the real part to find the solution to the original equation.
Step 3. A first-order linear ODE can be solved using an integrating factor. The standard form is: y′ +P(t)y = Q(t). For our complex ODE, P(t) = k, Q(t) = eiwt.
Integrating factor: $μ(t) = e^{\int kdt} = e^{kt}$
Multiplying both side of the complex ODE by the integrator factor: $z’e^{kt} + kze^{kt} = e^{kt}e^{iwt}↭ \frac{d}{dt}(z·e^{kt})= e^{(k + iw)t}$
Integrate both sides with respect to t: $\int \frac{d}{dt}(z·e^{kt})dt = \int e^{(k + iw)t}dt ↭ z·e^{kt} = \frac{1}{k+iw}e^{(k + iw)t} + c$ where c is the constant of integration.
Solving for z: $z = ce^{-kt}+ \frac{1}{k+iw}e^{iwt}$. This is the general solution to the complex ODE.
This expression consists of two parts:
Step 4: Extracting the Real Part to Find x(t). To find the real solution, we take the real part of z(t): x(t) = Re[z(t)] = $ce^{-kt}+ Re[\frac{1}{k+iw}e^{iwt}]$
$\frac{1}{k+iw}e^{iwt} =[\text{Multiply numerator and denominator by the complex conjugate k−iω:}] \frac{1}{k+iw}·\frac{k-iw}{k-iw}e^{iwt} =[\text{Using Euler’s formula}] \frac{k-iw}{k^2+w^2}(cos(wt)+isin(wt))$
x(t) = $ce^{-kt}+ Re[\frac{1}{k+iw}e^{iwt}] = ce^{-kt}+ Re[\frac{k-iw}{k^2+w^2}(cos(wt)+isin(wt))] = ce^{-kt}+ \frac{1}{k^2+w^2}[kcos(wt)+wsin(wt)]$ (we have just simplified -i2w = w)
Step 5: Analyzing the Solution
This expression consist of two parts: x(t) = xh(t) + xp(t) = $ce^{-kt}+ \frac{1}{k^2+w^2}[kcos(wt)+wsin(wt)]$ where C is determined by the initial conditions:
Let’s consider a more general differential equation where the input is a scaled sine function: x’ + kx = Fsin(wt), where F is a constant amplitude.
Step 1: Express sin(ωt) as a Complex Exponential. Using Euler’s formula: sin(wt) = Im(eiwt).
Step 2. Formulate the complex ODE: z’ + kz = Feiwt.
Step 3: Solve the Complex ODE. Following a similar analysis, μ(t) = ekt, $\frac{d}{dt}(e^{kt}z)=Fe^{(k+iw)t}, e^{kt}z = \int Fe^{(k+iw)t}dt + C ↭ e^{kt}z = \frac{F}{k+iw}e^{(k+iw)t} + C↭ e^{kt}z = \frac{F}{k+iw}e^{(k+iw)t} + C$, then (multiplying both sides by e-kit) the general solution to the complex ODE is: $z = ce^{-kt}+ \frac{F}{k+iw}e^{iwt}$
Step 4: Extract the Imaginary Part: $\frac{F}{k+iw}e^{iwt} = \frac{F(k-iw)}{k^2+w^2}(cos(wt)+isin(wt))$
x = $ce^{-kt}+ Im[\frac{F}{k+iw}e^{iwt}] = ce^{-kt}+ Im[\frac{F(k-iw)}{k^2+w^2}(cos(wt)+isin(wt))] = ce^{-kt}+ \frac{F}{k^2+w^2}[ksin(wt)-wcos(wt)]$
Finally, let’s solve x’ + kx = cos(wt) + 3sin(wt).
The superposition principle states that for linear systems, the response (output) due to multiple inputs is the sum of the responses due to each input separately.
Split the equation into two separate equations: x’1 + k1 = cos(wt), x’2 + kx2 = 3sin(wt).
Find the particular solutions for each equation. From earlier analysis, xp1(t) = $\frac{1}{k^2+w^2}[kcos(wt)+wsin(wt)]$, xp2(t) = $\frac{3}{k^2+w^2}[ksin(wt)-wcos(wt)]$
The total particular solution is xp = xp1 + xp2 = $\frac{1}{k^2+w^2}[kcos(wt)+wsin(wt)+3ksin(wt)-3wcos(wt)] = \frac{(k-3w)cos(wt)+(w+3k)sin(wt)}{k^2+w^2}$
Write the general solution (include the homogeneous solution xh(t) = ce-kt): x(t) = xh(t) + xp(t) = $ce^{-kt} + \frac{(k-3w)cos(wt)+(w+3k)sin(wt)}{k^2+w^2}$
Interpretation