2.1 Solution Curves Without a Solution

INTRODUCTION

Some differential equations do not possess any solutions. For example, there is no real function that satisfies (y′)2 + 1 = 0. Some differential equations possess solutions that can be found analytically, that is, solutions in explicit or implicit form found by implementing an equation-specific method of solution. These solution methods may involve certain manipulations, such as a substitution, and procedures, such as integration. Some differential equations possess solutions, but the differential equation cannot be solved analytically. In other words, when we say that a solution of a DE exists, we do not mean that there also exists a method of solution that will produce explicit or implicit solutions. Over a time span of centuries, mathematicians have devised ingenious procedures for solving some very specialized equations, so there are, not surprisingly, a large number of differential equations that can be solved analytically. Although we shall study some of these methods of solution for first-order equations in the subsequent sections of this chapter, let us imagine for the moment that we have in front of us a first-order differential equation in normal form dy/dx = f(x, y), and let us further imagine that we can neither find nor invent a method for solving it analytically. This is not as bad a predicament as one might think, since the differential equation itself can sometimes “tell” us specifics about how its solutions “behave.” We have seen in Section 1.2 that whenever f(x, y) and ∂f/∂y satisfy certain continuity conditions, qualitative questions about existence and uniqueness of solutions can be answered. In this section we shall see that other qualitative questions about properties of solutions—such as, How does a solution behave near a certain point? or How does a solution behave as x?—can often be answered when the function f depends solely on the variable y.

We begin our study of first-order differential equations with two ways of analyzing a DE qualitatively. Both these ways enable us to determine, in an approximate sense, what a solution curve must look like without actually solving the equation.

2.1.1 Direction Fields

Slope

We begin with a simple concept from calculus: A derivative dy/dx of a differentiable function y = y(x) gives slopes of tangent lines at points on its graph. Because a solution y = y(x) of a first-order differential equation dy/dx = f(x, y) is necessarily a differentiable function on its interval I of definition, it must also be continuous on I. Thus the corresponding solution curve on I must have no breaks and must possess a tangent line at each point (x, y(x)). The slope of the tangent line at (x, y(x)) on a solution curve is the value of the first derivative dy/dx at this point, and this we know from the differential equation f(x, y(x)). Now suppose that (x, y) represents any point in a region of the xy-plane over which the function f is defined. The value f(x, y) that the function f assigns to the point represents the slope of a line, or as we shall envision it, a line segment called a lineal element. For example, consider the equation dy/dx = 0.2xy, where f(x, y) = 0.2xy. At, say, the point (2, 3), the slope of a lineal element is f(2, 3) = 0.2(2)(3) = 1.2.FIGURE 2.1.1(a) shows a line segment with slope 1.2 passing through (2, 3). As shown in Figure 2.1.1(b), if a solution curve also passes through the point (2, 3), it does so tangent to this line segment; in other words, the lineal element is a miniature tangent line at that point.

Two graphs. The first graph depicts the function of (2, 3) equals 1.2, which is the slope of the lineal element at (2, 3). The graph consists of a point marked at (2, 3). A horizontal dashed line and a vertical dashed line starting from the marked point meet the vertical axis and horizontal axis, respectively. A line labeled slope equals 1.2, begins at (1.5, 2.5), and goes to (2.5, 3.5), passing through the marked point (2, 3). The second graph depicts the solution curve passing through the point (2, 3). The graph consists of a curve and a line. The line is labeled tangent. It begins from approximately (1.3, 2.2), and goes to approximately (2.7, 3.8), passing through the point (2, 3). The curve is labeled solution curve. It begins from approximately (1.3, 2.4) and goes to approximately (2.7, 4.1), passing through the point (2, 3).

FIGURE 2.1.1 Solution curve is tangent to lineal element at (2, 3)

Direction Field

If we systematically evaluate f over a rectangular grid of points in the xy-plane and draw a lineal element at each point (x, y) of the grid with slope f(x, y), then the collection of all these lineal elements is called a direction field or a slope field of the differential equation dy/dx = f(x, y). Visually, the direction field suggests the appearance or shape of a family of solution curves of the differential equation, and consequently it may be possible to see at a glance certain qualitative aspects of the solutions—regions in the plane, for example, in which a solution exhibits an unusual behavior. A single solution curve that passes through a direction field must follow the flow pattern of the field; it is tangent to a lineal element when it intersects a point in the grid.

EXAMPLE 1 Direction Field

The direction field for the differential equation dy/dx = 0.2xy shown in FIGURE 2.1.2(a) was obtained using computer software in which a 5 × 5 grid of points (mh, nh), m and n integers, was defined by letting −5 ≤ m ≤ 5, −5 ≤ n ≤ 5 and h = 1. Notice in Figure 2.1.2(a) that at any point along the x-axis (y = 0) and the y-axis (x = 0) the slopes are f(x, 0) = 0 and f(0, y) = 0, respectively, so the lineal elements are horizontal. Moreover, observe in the first quadrant that for a fixed value of x, the values of f(x, y) = 0.2xy increase as y increases; similarly, for a fixed y, the values of f(x, y) = 0.2xy increase as x increases. This means that as both x and y increase, the lineal elements become almost vertical and have positive slope (f(x, y) = 0.2xy > 0 for x > 0, y > 0). In the second quadrant, |f(x, y)| increases as |x| and y increase, and so the lineal elements again become almost vertical but this time have negative slope (f(x, y) = 0.2xy < 0 for x < 0, y > 0). Reading left to right, imagine a solution curve starts at a point in the second quadrant, moves steeply downward, becomes flat as it passes through the y-axis, and then as it enters the first quadrant moves steeply upward—in other words, its shape would be concave upward and similar to a horseshoe. From this it could be surmised that y as x → ±. Now in the third and fourth quadrants, since f(x, y) = 0.2xy > 0 and f(x, y) = 0.2xy < 0, respectively, the situation is reversed; a solution curve increases and then decreases as we move from left to right.

Two graphs. The first graph has four quadrants and represents the direction field for the differentiation of y with respect to x equals 0.2 x y. The arrows lying on the horizontal and vertical axes point to the right. The arrows above the horizontal axis rotate in an anticlockwise direction, and the arrows below the horizontal axis rotate in a clockwise direction. The second graph has four quadrants and represents the solution curves in the family y equals c e^0.1 x squared. The graph consists of seven open curves. The curves above the horizontal axis enter the top of the viewing window, go down and to the right with decreasing steepness, flatten as they near the low point, then go up and to the right with increasing steepness and exit the top of the viewing window. The curves below the horizontal axis enter the bottom of the viewing window, go up and to the right with decreasing steepness, flatten as they near the high point, then go down and to the right with increasing steepness and exit the bottom of the viewing window.

FIGURE 2.1.2 Direction field and solution curves in Example 1

We saw in (1) of Section 1.1 that is an explicit solution of the differential equation dy/dx = 0.2xy; you should verify that a one-parameter family of solutions of the same equation is given by . For purposes of comparison with Figure 2.1.2(a) some representative graphs of members of this family are shown in Figure 2.1.2(b).

EXAMPLE 2 Direction Field

Use a direction field to sketch an approximate solution curve for the initial-value problem dy/dx = sin y, y(0) = − .

SOLUTION

Before proceeding, recall that from the continuity of f(x, y) = sin y and ∂f/∂y = cos y, Theorem 1.2.1 guarantees the existence of a unique solution curve passing through any specified point (x0, y0) in the plane. Now we set our computer software again for a 5 × 5 rectangular region and specify (because of the initial condition) points in that region with vertical and horizontal separation of unit—that is, at points (mh, nh), h = , m and n integers such that −10 ≤ m ≤ 10, −10 ≤ n ≤ 10. The result is shown in FIGURE 2.1.3. Since the right-hand side of dy/dx = sin y is 0 at y = 0 and at y = −π, the lineal elements are horizontal at all points whose second coordinates are y = 0 or y = −π. It makes sense then that a solution curve passing through the initial point (0, − ) has the shape shown in color in the figure.

The graph represents a directional field and a curve. Arrows lying on the horizontal axis point towards the right. The regions above y = 3, and between the horizontal axis and y = negative 3, consist of arrows pointing down and to the right. The regions between the horizontal axis and y = 3, and below y = negative 3, consist of arrows pointing up and to the right. A curve follows the direction of the arrows. It begins in the third quadrant from approximately (negative 3.0, negative 0.2), goes down and to the right, passing through approximately (0, negative 1.5). It continues to go down and to the right less steeply to approximately (2.6, negative 3).

FIGURE 2.1.3 Direction field for dy/dx = sin y in Example 2

Increasing/Decreasing

Interpretation of the derivative dy/dx as a function that gives slope plays the key role in the construction of a direction field. Another telling property of the first derivative will be used next, namely, if dy/dx > 0 (or dy/dx < 0) for all x in an interval I, then a differentiable function y = y(x) is increasing (or decreasing) on I.

REMARKS

Sketching a direction field by hand is straightforward but time consuming; it is probably one of those tasks about which an argument can be made for doing it once or twice in a lifetime, but it is overall most efficiently carried out by means of computer software. Prior to calculators, PCs, and software, the method of isoclines was used to facilitate sketching a direction field by hand. For the DE dy/dx = f(x, y), any member of the family of curves f(x, y) = c, c a constant, is called an isocline. Lineal elements drawn through points on a specific isocline, say, f(x, y) = c1, all have the same slope c1. In Problem 15 in Exercises 2.1, you have your two opportunities to sketch a direction field by hand.

2.1.2 Autonomous First-Order DEs

DEs Free of the Independent Variable

In Section 1.1 we divided the class of ordinary differential equations into two types: linear and nonlinear. We now consider briefly another kind of classification of ordinary differential equations, a classification that is of particular importance in the qualitative investigation of differential equations. An ordinary differential equation in which the independent variable does not appear explicitly is said to be autonomous. If the symbol x denotes the independent variable, then an autonomous first-order differential equation can be written in general form as F(y, y′) = 0 or in normal form as

(1)

We shall assume throughout the discussion that follows that f in (1) and its derivative f′ are continuous functions of y on some interval I. The first-order equations

are autonomous and nonautonomous, respectively.

Many differential equations encountered in applications, or equations that are models of physical laws that do not change over time, are autonomous. As we have already seen in Section 1.3, in an applied context, symbols other than y and x are routinely used to represent the dependent and independent variables. For example, if t represents time, then inspection of

where k, n, and Tm are constants, shows that each equation is time-independent. Indeed, all of the first-order differential equations introduced in Section 1.3 are time-independent and so are autonomous.

Critical Points

The zeros of the function f in (1) are of special importance. We say that a real number c is a critical point of the autonomous differential equation (1) if it is a zero of f, that is, f(c) = 0. A critical point is also called an equilibrium point or stationary point. Now observe that if we substitute the constant function y(x) = c into (1), then both sides of the equation equal zero. This means

If c is a critical point of (1), then y(x) = c is a constant solution of the autonomous differential equation.

A constant solution y(x) = c of (1) is called an equilibrium solution; equilibria are the only constant solutions of (1).

As already mentioned, we can tell when a nonconstant solution y = y(x) of (1) is increasing or decreasing by determining the algebraic sign of the derivative dy/dx; in the case of (1) we do this by identifying the intervals on the y-axis over which the function f(y) is positive or negative.

EXAMPLE 3 An Autonomous DE

The differential equation

where a and b are positive constants, has the normal form dP/dt = f(P), which is (1) with t and P playing the parts of x and y, respectively, and hence is autonomous. From f(P) = P(abP) = 0, we see that 0 and a/b are critical points of the equation and so the equilibrium solutions are P(t) = 0 and P(t) = a/b. By putting the critical points on a vertical line, we divide the line into three intervals defined by − < P < 0, 0 < P < a/b, a/b < P < . The arrows on the line shown in FIGURE 2.1.4 indicate the algebraic sign of f(P) = P(abP) on these intervals and whether a nonconstant solution P(t) is increasing or decreasing on an interval. The following table explains the figure.

A table with four columns gives intervals, the corresponding sign of f(P), P(t), and the direction of the arrow. Row 1. Interval: (negative infinity, 0). Sign of f(P): minus. P(t): decreasing. Arrow: points down. Row 2. Interval: (0, a over b). Sign of f(P): plus. P(t): increasing. Arrow: points up. Row 3. Interval: (a over b, infinity). Sign of f(P): minus. P(t): decreasing. Arrow: points down.
A vertical line is labeled P axis. Two points, a over b and zero, are marked on the line, dividing it into 3 segments. An arrow above the point a over b points downward. An arrow between a over b and 0 points upward. An arrow below 0 points downward.

FIGURE 2.1.4 Phase portrait for Example 3

Figure 2.1.4 is called a one-dimensional phase portrait, or simply phase portrait, of the differential equation dP/dt = P(abP). The vertical line is called a phase line.

Solution Curves

Without solving an autonomous differential equation, we can usually say a great deal about its solution curves. Since the function f in (1) is independent of the variable x, we can consider f defined for − < x < or for 0 ≤ x < . Also, since f and its derivative f′ are continuous functions of y on some interval I of the y-axis, the fundamental results of Theorem 1.2.1 hold in some horizontal strip or region R in the xy-plane corresponding to I, and so through any point (x0, y0) in R there passes only one solution curve of (1). See FIGURE 2.1.5 (a). For the sake of discussion, let us suppose that (1) possesses exactly two critical points, c1 and c2, and that c1 < c2. The graphs of the equilibrium solutions y(x) = c1 and y(x) = c2 are horizontal lines, and these lines partition the region R into three subregions R1, R2, and R3 as illustrated in Figure 2.1.5(b). Without proof, here are some conclusions that we can draw about a nonconstant solution y(x) of (1):

Two graphs. The first graph consists of a curve defined on an interval I of the y axis in the region R. It begins in the second quadrant above the vertical axis and goes down and to the right through a point (x subscript zero, y subscript zero) in the first quadrant. In the second graph, 2 horizontal lines are drawn passing through y of x equals c subscript 1 and y of x equals c subscript 2. The lines are below and above the curve, respectively. The line divide R into 3 regions. R subscript 1 is below y of x equals c subscript 1, R subscript 2 is between the lines, and R subscript 3 is above y of x equals c subscript 2.

FIGURE 2.1.5 Lines y(x) = c1 and y(x) = c2 partition R into three horizontal subregions

  • If (x0, y0) is in a subregion Ri, i = 1, 2, 3, and y(x) is a solution whose graph passes through this point, then y(x) remains in the subregion Ri for all x. As illustrated in Figure 2.1.5(b), the solution y(x) in R2 is bounded below by c1 and above by c2; that is, c1 < y(x) < c2 for all x. The solution curve stays within R2 for all x because the graph of a nonconstant solution of (1) cannot cross the graph of either equilibrium solution y(x) = c1 or y(x) = c2. See Problem 33 in Exercises 2.1.
  • By continuity of f we must then have either f(y) > 0 or f(y) < 0 for all x in a subregion Ri, i = 1, 2, 3. In other words, f(y) cannot change signs in a subregion. See Problem 33 in Exercises 2.1.
  • Since dy/dx = f(y(x)) is either positive or negative in a subregion Ri, i = 1, 2, 3, a solution y(x) is strictly monotonic—that is, y(x) is either increasing or decreasing in a subregion Ri. Therefore y(x) cannot be oscillatory, nor can it have a relative extremum (maximum or minimum). See Problem 33 in Exercises 2.1.
  • If y(x) is bounded above by a critical point c1 (as in subregion R1 where y(x) < c1 for all x), then the graph of y(x) must approach the graph of the equilibrium solution y(x) = c1 either as x or as x → −. If y(x) is bounded, that is, bounded above and below by two consecutive critical points (as in subregion R2 where c1 < y(x) < c2 for all x), then the graph of y(x) must approach the graphs of the equilibrium solutions y(x) = c1 and y(x) = c2, one as x and the other as x → −. If y(x) is bounded below by a critical point (as in subregion R3 where c2 < y(x) for all x), then the graph of y(x) must approach the graph of the equilibrium solution y(x) = c2 either as x or as x → −. See Problem 34 in Exercises 2.1.

With the foregoing facts in mind, let us reexamine the differential equation in Example 3.

EXAMPLE 4 Example 3 Revisited

The three intervals determined on the P-axis or phase line by the critical points P = 0 and P = a/b now correspond in the tP-plane to three subregions:

R1: − < P < 0,        R2: 0 < P < a/b,        R3: a/b < P < ,

where − < t < . The phase portrait in Figure 2.1.4 tells us that P(t) is decreasing in R1, increasing in R2, and decreasing in R3. If P(0) = P0 is an initial value, then in R1, R2, and R3, we have, respectively, the following:

  1. For P0 < 0, P(t) is bounded above. Since P(t) is decreasing, P(t) decreases without bound for increasing t and so P(t) → 0 as t → −. This means the negative t-axis, the graph of the equilibrium solution P(t) = 0, is a horizontal asymptote for a solution curve.
  2. For 0 < P0 < a/b, P(t) is bounded. Since P(t) is increasing, P(t) → a/b as t and P(t) → 0 as t → −. The graphs of the two equilibrium solutions, P(t) = 0 and P(t) = a/b, are horizontal lines that are horizontal asymptotes for any solution curve starting in this subregion.
  3. For P0 > a/b, P(t) is bounded below. Since P(t) is decreasing, P(t) → a/b as t. The graph of the equilibrium solution P(t) = a/b is a horizontal asymptote for a solution curve.

In FIGURE 2.1.6, the phase line is the P-axis in the tP-plane. For clarity, the original phase line from Figure 2.1.4 is reproduced to the left of the plane in which the subregions R1, R2, and R3 are shaded. The graphs of the equilibrium solutions P(t) = a/b and P(t) = 0 (the t-axis) are shown in the figure as blue dashed lines; the solid graphs represent typical graphs of P(t) illustrating the three cases just discussed.

A vertical line is labeled phase line. Two points, a over b and zero, are marked on the line, dividing it into 3 segments. An arrow above the point a over b points downward. An arrow between a over b and 0 points upward. An arrow below 0 points downward. Horizontal lines from the points divide the t P plane into 3 subregions: R subscript 1, R subscript 2, and R subscript 3. In R subscript 1 located below the t axis, the curve P of t goes down and to the right from the third quadrant to the fourth quadrant. It intersects the P axis at P subscript 0. Subregion R subscript 2 is bound over the horizontal line passing through a over b and the t axis. The curve in this region goes up and to the right with increasing steepness from close to the negative t axis to point P subscript 0 on the positive axis, then goes up and to the right with decreasing steepness close to the horizontal line passing through a over b. In R subscript 3 located above the horizontal line passing through a over b, the curve goes down and to the right from the second quadrant to the first quadrant. The curve intersects the P axis at P subscript 0, and goes down and to the right close to the horizontal line passing through a over b.

FIGURE 2.1.6 Phase portrait and solution curves in each of the three subregions in Example 4

In a subregion such as R1 in Example 4, where P(t) is decreasing and unbounded below, we must necessarily have P(t) → −. Do not interpret this last statement to mean P(t) → − as t; we could have P(t) → − as tT, where T > 0 is a finite number that depends on the initial condition P(t0) = P0. Thinking in dynamic terms, P(t) could “blow up” in finite time; thinking graphically, P(t) could have a vertical asymptote at t = T > 0. A similar remark holds for the subregion R3.

The differential equation dy/dx = sin y in Example 2 is autonomous and has an infinite number of critical points since sin y = 0 at y = , n an integer. Moreover, we now know that because the solution y(x) that passes through (0, −) is bounded above and below by two consecutive critical points (−π < y(x) < 0) and is decreasing (sin y < 0 for −π < y < 0), the graph of y(x) must approach the graphs of the equilibrium solutions as horizontal asymptotes: y(x) → −π as x and y(x) → 0 as x → −.

EXAMPLE 5 Solution Curves of an Autonomous DE

The autonomous equation dy/dx = (y − 1)2 possesses the single critical point 1. From the phase portrait in FIGURE 2.1.7(a), we conclude that a solution y(x) is an increasing function in the subregions defined by − < y < 1 and 1 < y < , where − < x < . For an initial condition y(0) = y0 < 1, a solution y(x) is increasing and bounded above by 1, and so y(x) → 1 as x; for y(0) = y0 > 1, a solution y(x) is increasing and unbounded.

Now y(x) = 1 − 1/(x + c) is a one-parameter family of solutions of the differential equation. (See Problem 4 in Exercises 2.2.) A given initial condition determines a value for c. For the initial conditions, say, y(0) = − 1 < 1 and y(0) = 2 > 1, we find, in turn, that y(x) = 1 − 1/(x + ) and so y(x) = 1 − 1/(x − 1). As shown in Figure 2.1.7(b) and 2.1.7(c), the graph of each of these rational functions possesses a vertical asymptote. But bear in mind that the solutions of the IVPs

    and    

are defined on special intervals. The two solutions are, respectively,

The solution curves are the portions of the graphs in Figures 2.1.7(b) and 2.1.7(c) shown in blue. As predicted by the phase portrait, for the solution curve in Figure 2.1.7(b), y(x) → 1 as x; for the solution curve in Figure 2.1.7(c), y(x) → as x → 1 from the left.

A point is marked on 1 on a vertical line labeled y, representing a phase line. An arrow points upwards above the point, and another arrow points downwards below the point. Two phase portraits are drawn in the x y plane. In the first phase portrait, the graph consists of four quadrants and has two open curves. A horizontal dashed line is plotted at y equals one, and a vertical dashed line is plotted at x equals negative 1 over 2. The first curve enters the second quadrant and goes up and to the right with increasing steepness from approximately (negative 4.2, 1.2) to approximately (negative 0.8, 4.4). The second curve enters the third quadrant and goes up and to the right from approximately (negative 0.3, negative 3.4) through (0, negative 1), to approximately (4.4, 0.9). The second curve is in blue. In the second phase portrait, the graph consists of four quadrants and has two open curves. A horizontal dashed line is plotted at y equals one, and a vertical dashed line is plotted at x equals one. The first curve enters the second quadrant and goes up and to the right with increasing steepness from approximately (negative 4.2, 1.2) through (0, 2), to approximately (0.1, 4.5). The second curve enters the fourth quadrant and goes up and to the right with increasing steepness from approximately (0.6, negative 3.4) to approximately (3.4, 0.7). The first curve is in blue.

FIGURE 2.1.7 Behavior of solutions near y = 1 in Example 5

Attractors and Repellers

Suppose y(x) is a nonconstant solution of the autonomous differential equation given in (1) and that c is a critical point of the DE. There are basically three types of behavior y(x) can exhibit near c. In FIGURE 2.1.8 we have placed c on four vertical phase lines. When both arrowheads on either side of the dot labeled c point toward c, as in Figure 2.1.8(a), all solutions y(x) of (1) that start from an initial point (x0, y0) sufficiently near c exhibit the asymptotic behavior limxy(x) = c. For this reason the critical point c is said to be asymptotically stable. Using a physical analogy, a solution that starts near c is like a charged particle that, over time, is drawn to a particle of opposite charge, and so c is also referred to as an attractor. When both arrowheads on either side of the dot labeled c point away from c, as in Figure 2.1.8(b), all solutions y(x) of (1) that start from an initial point (x0, y0) move away from c as x increases. In this case the critical point c is said to be unstable. An unstable critical point is also called a repeller, for obvious reasons. The critical point c illustrated in Figures 2.1.8(c) and 2.1.8(d) is neither an attractor nor a repeller. But since c exhibits characteristics of both an attractor and a repeller—that is, a solution starting from an initial point (x0, y0) sufficiently near c is attracted to c from one side and repelled from the other side—we say that the critical point c is semi-stable. In Example 3, the critical point a/b is asymptotically stable (an attractor) and the critical point 0 is unstable (a repeller). The critical point 1 in Example 5 is semi-stable.

In all four illustrations, a point c and a point y subscript 0 are marked on a vertical line. In the first illustration, y subscript 0 is plotted below the point c. An arrow pointing downwards is marked above the point c. An arrow pointing upwards is marked above the point y subscript 0. In the second illustration, y subscript 0 is plotted above the point c. An arrow pointing downwards is marked below the point c. An arrow pointing upwards is marked above the point y subscript 0. In the third illustration, y subscript 0 is plotted above the point c. An arrow pointing upwards is marked above the point y subscript 0. An arrow pointing upwards is marked above the point y subscript 0. In the fourth illustration, y subscript 0 is plotted below the point c. An arrow pointing downwards is marked above the point c. An arrow pointing downwards is marked above the point y subscript 0.

FIGURE 2.1.8 Critical point c is an attractor in (a), a repeller in (b), and semi-stable in (c) and (d)

EXAMPLE 6 Classifying Critical Points

Locate and classify all critical points of .

SOLUTION

Rewriting the differential equation as

we see from y(2 − y)(2 + y) = 0 that y = 0, y = 2, and y = − 2 are critical points of the DE.

Now by examining, in turn, the algebraic signs of dy/dx on intervals of the y-axis determined by the critical points, we see from the phase portrait in FIGURE 2.1.9 that:

The illustration represents a vertical line labeled y with a point labeled zero. The other points labeled two and negative two are plotted above and below the point zero, respectively. An arrow pointing downwards is marked above point two. Between points two and zero, an arrow points upwards. Between points zero and negative two, an arrow points downwards. An arrow pointing upwards is marked below point negative two.

FIGURE 2.1.9 Phase portrait of DE in Example 6

See Problems 21–28 in Exercises 2.1.

Autonomous DEs and Direction Fields

If a first-order differential equation is autonomous, then we see from the right-hand side of its normal form dy/dx = f(y) that slopes of lineal elements through points in the rectangular grid used to construct a direction field for the DE depend solely on the y-coordinate of the points. Put another way, lineal elements passing through points on any horizontal line must all have the same slope and therefore are parallel; slopes of lineal elements along any vertical line will, of course, vary. These facts are apparent from inspection of the horizontal gray strip and vertical blue strip in FIGURE 2.1.10. The figure exhibits a direction field for the autonomous equation dy/dx = 2(y − 1). The red lineal elements in Figure 2.1.10 have zero slope because they lie along the graph of the equilibrium solution y = 1.

A graph. The region is divided into two horizontal parts over horizontal arrows at y equals one. The part above the horizontal arrows consists of arrows pointing up and to the right. The slope of the arrows gets steeper as the arrows move away from y equals one. The part below the horizontal arrows consists of arrows pointing down and to the right. The slope of the arrows gets steeper as the arrows move away from y equals one. The arrows on y = 1.5 are highlighted and labeled, slopes of lineal elements on a horizontal line are all the same. The arrows on x equals two are highlighted and labeled, slopes of lineal elements on a vertical line vary.

FIGURE 2.1.10 Direction field for an autonomous DE

Translation Property

Recall from precalculus mathematics that the graph of a function y = f(xk), where k is a constant, is the graph of y = f(x) rigidly translated or shifted horizontally along the x-axis by an amount |k|; the translation is to the right if k > 0 and to the left if k < 0.

It turns out that under the assumptions stated after equation (1), solution curves of an autonomous first-order DE are related by the concept of translation. To see this, let’s consider the differential equation dy/dx = y(3 − y), which is a special case of the autonomous equation considered in Examples 3 and 4. Since y = 0 and y = 3 are equilibrium solutions of the DE, their graphs divide the xy-plane into subregions R1, R2, and R3, defined by the three inequalities:

R1: − < y < 0,        R2: 0 < y < 3,        R3: 3 < y < .

In FIGURE 2.1.11 we have superimposed on a direction field of the DE six solution curves. The figure illustrates that all solution curves of the same color, that is, solution curves lying within a particular subregion Ri, all look alike. This is no coincidence but is a natural consequence of the fact that lineal elements passing through points on any horizontal line are parallel. That said, the following translation property of an autonomous DE should make sense:

If y(x) is a solution of an autonomous differential equation dy/dx = f(y), then y1(x) = y(x − k), k a constant, is also a solution.

A graph. The region above the horizontal axis is divided into two parts over horizontal arrows on y equals three. The top part consists of arrows pointing down and to the right with decreasing steepness. In the part between the horizontal axis and y equals 3, arrows point up and to the right with increasing steepness up to approximately y equals 1.5, then point up and to the right with decreasing steepness. The region below the horizontal axis consists of arrows pointing down and to the right with increasing steepness. Six curves are marked. The first curve enters the first quadrant, to the right of the vertical axis. It goes down and to the right with decreasing steepness towards y equals three. The second curve to the right of the first curve follows the same trend. The third curve enters the second quadrant and goes up and to the right with increasing steepness. It intersects the vertical axis and continues into the first quadrant with decreasing steepness towards y equals three. The fourth curve to the right of the third curve follows the same trend. The fifth curve begins at the horizontal axis and goes down and to the right with increasing steepness in the fourth quadrant. The sixth curve is to the right of the fifth curve and follows the same trend.

FIGURE 2.1.11 Translated solution curves of an autonomous DE

Hence, if y(x) is a solution of the initial-value problem dy/dx = f(y), y(0) = y0, then y1(x) = y(xx0) is a solution of the IVP dy/dx = f(y), y(x0) = y0. For example, it is easy to verify that y(x) = ex, − < x < , is a solution of the IVP dy/dx = y, y(0) = 1 and so a solution y1(x) of, say, dy/dx = y, y(4) = 1 is y(x) = ex translated 4 units to the right:

y1(x) = y(x − 4) = ex−4, − < x < .

2.1 Exercises Answers to selected odd-numbered problems begin on page ANS-2.

2.1.1 Direction Fields

In Problems 1–4, reproduce the given computer-generated direction field. Then sketch, by hand, an approximate solution curve that passes through each of the indicated points. Use different colored pencils for each solution curve.

  1. (a) y(−2) = 1

    (b) y(3) = 0

    (c) y(0) = 2

    (d) y(0) = 0

    A graph. A curve of arrows pointing up and to the right rises from approximately (negative 3, negative 3) to approximately (negative 1 over 3, 0), goes right to approximately (1 over 3, 0), then goes up and to the right through approximately (3, 3). Another curve of arrows pointing down and to the right falls from approximately (negative 3, 3) to approximately (0, 1 over 3), goes down to (0, negative 1 over 3), then goes down and to the right through approximately (3, negative 3). The curves divide the region into 4 parts. The region above both curves has arrows that go down and to the right with decreasing steepness. The region above the first curve and below the second curve has arrows that go up and to the right with decreasing steepness. The region below both curves has arrows that go down and to the right with increasing steepness. The region below the first curve and above the second curve has arrows that go up and to the right with increasing steepness.

    FIGURE 2.1.12 Direction field for Problem 1

  2. (a) y(−6) = 0

    (b) y(0) = 1

    (c) y(0) = −4

    (d) y(8) = −4

    A graph. The arrows on the horizontal and vertical axes point up and to the right. In the first quadrant, the slope of the arrows for values of y under 4 is the same as on the axes. As x and y increase, the arrows point increasingly to the right. In the second quadrant, the slope of the arrows for values of y under 4 is the same as on the axes. As x decreases and y increases, the arrows point increasingly up. In the third quadrant, the slope of the arrows for values of y above negative 4 is the same as on the axes. As x and y decrease, the arrows point increasingly up. In the fourth quadrant, the slope of the arrows for values of y above negative 4 is the same as on the axes. As x increases and y decreases, the arrows point increasingly to the right.

    FIGURE 2.1.13 Direction field for Problem 2

  3. (a) y(0) = 0

    (b) y(−1) = 0

    (c) y(2) = 2

    (d) y(0) = −4

    A graph. The arrows on the horizontal and vertical axes point up and to the right. In the first quadrant, a curve falling through approximately (0.5, 2), (1, 1), and (2, 0.5) is graphed over arrows that point down and increasingly to the right. The arrows above the curve point down and to the right, and become increasingly vertical as x and y increase. The arrows under the curve for y less than 1 point up and to the right, then down and to the right. The arrows under the curve for x less than 1 point down and to the right, then up and to the right. The arrows in the second quadrant point up and increasingly to the right as x increases and y decreases. In the third quadrant, a curve falling through approximately (negative 2, negative 0.5), (negative 1, negative 1) and (negative 0.5, negative 2) is graphed over arrows that point to the right and increasingly down. The arrows below the curve point down and increasingly to the right as x and y increase. The arrows above the curve for y greater than negative 1 point down and to the right, then up and to the right. The arrows above the curve for x greater than negative 1 point up and to the right, then down and to the right. The arrows in the fourth quadrant point up and to the right, and increasingly up as x increases and y decreases.

    FIGURE 2.1.14 Direction field for Problem 3

  4. (a) y(0) = 1

    (b) y(1) = 0

    (c) y(3) = 3

    (d) y(0) = −

    A graph. The arrows on y = 1.5 and y = negative 1.5 point to the right and divide the plane into 3 regions, which are further divided into 2 over the vertical axis. The arrows above y = 1.5 and to the left of the vertical axis go down and to the right, with increasing steepness then with decreasing steepness, go right at x = negative 3, then go up and to the right with increasing steepness then with decreasing steepness to go right at x = 0. The arrows above y = 1.5 and to the right of the vertical axis go down and to the right, with increasing steepness then with decreasing steepness, go right at x = 3, then go up and to the right with increasing steepness then with decreasing steepness. The same pattern is followed for arrows below y = negative 1.5. The arrows between y = negative 1.5 and y = 1.5, on the left of the vertical axis, go up and to the right with decreasing steepness, go right at x = negative 3, then go down and to the right with increasing steepness then with decreasing steepness to go right at x = 0. On the right of the vertical axis, the arrows go up and to the right with increasing steepness then with decreasing steepness, go right at x = 3, then go down and to the right with increasing then decreasing steepness.

    FIGURE 2.1.15 Direction field for Problem 4

In Problems 5–12, use computer software to obtain a direction field for the given differential equation. By hand, sketch an approximate solution curve passing through each of the given points.

  1. y′ = x

    (a) y(0) = 0

    (b) y(0) = −3

  2. y′ = x + y

    (a) y(−2) = 2

    (b) y(1) = −3

  3. (a) y(1) = 1

    (b) y(0) = 4

  4. (a) y(0) = 1

    (b) y(−2) = −1

  5. (a) y(0) =

    (b) y(2) = −1

  6. (a) y(0) = −2

    (b) y(1) = 2.5

  7. (a) y(2) = 2

    (b) y(−1) = 0

  8. (a)

    (b)

In Problems 13 and 14, the given figures represent the graph of f(y) and f(x), respectively. By hand, sketch a direction field over an appropriate grid for dy/dx = f(y) (Problem 13) and then for dy/dx = f(x) (Problem 14).

  1. A graph. A curve enters the second quadrant from approximately (negative 3.1, 3.1), goes down and to the right, passing through approximately (negative 2.7, 0). The curve continues into the third quadrant and reaches a low point at approximately (negative 2, negative 2) and then goes up and to the right through approximately (negative 1, 0) and goes into the second quadrant. It goes up and to the right to a high point at (0, 2). It then goes down and to the right in the first quadrant, passing through (0.7, 0). It continues into the fourth quadrant and goes down and to the right.

    FIGURE 2.1.16 Graph for Problem 13

  2. A graph. A curve enters the second quadrant from approximately (negative 2.2, 4.3), goes down and to the right, passing through approximately (negative 2, 0). It goes into the third quadrant and reaches a low point at approximately (negative 1.5, negative 2.3) and then goes up and to the right through approximately (negative 1, 0) and goes into the second quadrant. The curve reaches a high point at approximately at (0, 4), and continues to the first quadrant. It goes down and to the right through approximately (1, 0). It goes into the fourth quadrant and reaches a low point at approximately (negative 1.5, negative 2.3) and then goes up and to the right through approximately (2, 0). It continues into the first quadrant and goes up and to the right.

    FIGURE 2.1.17 Graph for Problem 14

  3. In parts (a) and (b) sketch isoclines f(x, y) = c (see the Remarks on page 36) for the given differential equation using the indicated values of c. Construct a direction field over a grid by carefully drawing lineal elements with the appropriate slope at chosen points on each isocline. In each case, use this rough direction field to sketch an approximate solution curve for the IVP consisting of the DE and the initial condition y(0) = 1.

    (a) dy/dx = x + y; c an integer satisfying −5 ≤ c ≤ 5

    (b) dy/dx = x2 + y2; c = , c = 1, c = , c = 4

Discussion Problems

    1. Consider the direction field of the differential equation dy/dx = x(y − 4)2 − 2, but do not use technology to obtain it. Describe the slopes of the lineal elements on the lines x = 0, y = 3, y = 4, and y = 5.
    2. Consider the IVP dy/dx = x(y − 4)2 − 2, y(0) = y0, where y0 < 4. Can a solution y(x) → as x? Based on the information in part (a), discuss.
  1. For a first-order DE dy/dx = f(x, y), a curve in the plane defined by f(x, y) = 0 is called a nullcline of the equation, since a lineal element at a point on the curve has zero slope. Use computer software to obtain a direction field over a rectangular grid of points for dy/dx = x2 − 2y, and then superimpose the graph of the nullcline y = x2 over the direction field. Discuss the behavior of solution curves in regions of the plane defined by y < x2 and by y > x2. Sketch some approximate solution curves. Try to generalize your observations.
    1. Identify the nullclines (see Problem 17) in Problems 1, 3, and 4. With a colored pencil, circle any lineal elements in FIGURES 2.1.12, 2.1.14, and 2.1.15 that you think may be a lineal element at a point on a nullcline.
    2. What are the nullclines of an autonomous first-order DE?

2.1.2 Autonomous First-Order DEs

  1. Consider the autonomous first-order differential equation dy/dx = yy3 and the initial condition y(0) = y0. By hand, sketch the graph of a typical solution y(x) when y0 has the given values.

    (a) y0 > 1

    (b) 0 < y0 < 1

    (c) −1 < y0 < 0

    (d) y0 < −1

  2. Consider the autonomous first-order differential equation dy/dx = y2y4 and the initial condition y(0) = y0. By hand, sketch the graph of a typical solution y(x) when y0 has the given values.

    (a) y0 > 1

    (b) 0 < y0 < 1

    (c) −1 < y0 < 0

    (d) y0 < −1

In Problems 21–28, find the critical points and phase portrait of the given autonomous first-order differential equation. Classify each critical point as asymptotically stable, unstable, or semi-stable. By hand, sketch typical solution curves in the regions in the xy-plane determined by the graphs of the equilibrium solutions.

In Problems 29 and 30, consider the autonomous differential equation dy/dx = f(y), where the graph of f is given. Use the graph to locate the critical points of each differential equation. Sketch a phase portrait of each differential equation. By hand, sketch typical solution curves in the subregions in the xy-plane determined by the graphs of the equilibrium solutions.

  1. A graph. A curve enters the second quadrant, to the left of the vertical axis, and goes down and to the right, passing through the origin. It continues into the fourth quadrant, reaches a low point and then goes up and to the right, passing through the point (c, 0). It continues to go up and to the right into the first quadrant.

    FIGURE 2.1.18 Graph for Problem 29

  2. A graph. A curve enters the second quadrant from approximately (negative 2.5, 2.5), goes down and to the right, passing through approximately (negative 2.2, 0). It continues into the third quadrant and reaches a low point at approximately (negative 1.2, negative 2.5), then goes up and to the right, passing through (0, negative 1). It continues into the fourth quadrant and goes up and to the right, passing through approximately (0.5, 0). It then continues into the first quadrant and reaches a high point at approximately (1.1, 0.5) and goes down and to the right, passing through (1.7, 0). It continues to go down and to the right into the fourth quadrant.

    FIGURE 2.1.19 Graph for Problem 30

Discussion Problems

  1. Consider the autonomous DE dy/dx = (2/π)y − sin y. Determine the critical points of the equation. Discuss a way of obtaining a phase portrait of the equation. Classify the critical points as asymptotically stable, unstable, or semi-stable.
  2. A critical point c of an autonomous first-order DE is said to be isolated if there exists some open interval that contains c but no other critical point. Discuss: Can there exist an autonomous DE of the form given in (1) for which every critical point is nonisolated? Do not think profound thoughts.
  3. Suppose that y(x) is a nonconstant solution of the autonomous equation dy/dx = f(y) and that c is a critical point of the DE. Discuss: Why can’t the graph of y(x) cross the graph of the equilibrium solution y = c? Why can’t f(y) change signs in one of the subregions discussed on page 38? Why can’t y(x) be oscillatory or have a relative extremum (maximum or minimum)?
  4. Suppose that y(x) is a solution of the autonomous equation dy/dx = f(y) and is bounded above and below by two consecutive critical points c1 < c2, as in subregion R2 of Figure 2.1.5(b). If f(y) > 0 in the region, then limxy(x) = c2. Discuss why there cannot exist a number L < c2 such that limxy(x) = L. As part of your discussion, consider what happens to y′(x) as x.
  5. Using the autonomous equation (1), discuss how it is possible to obtain information about the location of points of inflection of a solution curve.
  6. Consider the autonomous DE dy/dx = y2y − 6. Use your ideas from Problem 35 to find intervals on the y-axis for which solution curves are concave up and intervals for which solution curves are concave down. Discuss why each solution curve of an initial-value problem of the form dy/dx = y2y − 6, y(0) = y0, where −2 < y0 < 3, has a point of inflection with the same y-coordinate. What is that y-coordinate? Carefully sketch the solution curve for which y(0) = −1. Repeat for y(2) = 2.
  7. Suppose the autonomous DE in (1) has no critical points. Discuss the behavior of the solutions.

Mathematical Models

  1. Population Model      The differential equation in Example 3 is a well-known population model. Suppose the DE is changed to

    ,

    where a and b are positive constants. Discuss what happens to the population P as time t increases.

  2. Population Model      Another population model is given by

    where h > 0 and k > 0 are constants. For what initial values P(0) = P0 does this model predict that the population will go extinct?

  3. Terminal Velocity      The autonomous differential equation

    where k is a positive constant of proportionality called the drag coefficient and g is the acceleration due to gravity, is a model for the instantaneous velocity v of a body of mass m that is falling under the influence of gravity. Because the term −kv represents air resistance or drag, the velocity of a body falling from a great height does not increase without bound as time t increases. Use a phase portrait of the differential equation to find the limiting, or terminal, velocity of the body. Explain your reasoning. See page 24.

  4. Terminal Velocity      In Problem 17 of Exercises 1.3, we indicated that for high-speed motion of a body, air resistance is taken to be proportional to a power of its instantaneous velocity v. If we take air resistance to be proportional to v2, then the mathematical model for the instantaneous velocity of a falling body of mass m in Problem 40 becomes

    where k > 0. Use a phase portrait to find the terminal velocity of the body. Explain your reasoning. See page 27.

  5. Chemical Reactions      When certain kinds of chemicals are combined, the rate at which a new compound is formed is governed by the differential equation

    where k > 0 is a constant of proportionality and β > α > 0. Here X(t) denotes the number of grams of the new compound formed in time t. See pages 21 and 22.

    (a) Use a phase portrait of the differential equation to predict the behavior of X as t.

    (b) Consider the case when α = β. Use a phase portrait of the differential equation to predict the behavior of X as t when X(0) < α. When X(0) > α.

    (c) Verify that an explicit solution of the DE in the case when k = 1 and α = β is X(t) = α − 1/(t + c). Find a solution satisfying X(0) = α/2. Find a solution satisfying X(0) = 2α. Graph these two solutions. Does the behavior of the solutions as t agree with your answers to part (b)?