Undergraduate Texts in Mathematics

Undergraduate Texts in Mathematics

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J. David Logan

A First Course in
Differential Equations

Third Edition

1C
J. David Logan
Department of Mathematics
University of Nebraska–Lincoln
Lincoln, NE
USA

ISSN 0172-6056 ISSN 2197-5604 (electronic)

Undergraduate Texts in Mathematics
ISBN 978-3-319-17851-6 ISBN 978-3-319-17852-3 (eBook)
DOI 10.1007/978-3-319-17852-3

Library of Congress Control Number: 2015942136

Mathematics Subject Classification (2010): 34-01

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To David Russell Logan
 Preface to the Third Edition

This new edition remains in step with the goals of earlier editions, namely,
to offer a concise treatment of basic topics covered in a post-calculus differ-
ential equations course. It is written for students in engineering, biosciences,
physics, economics, and mathematics. As such, the text is strongly guided by
applications in those areas.
The last twenty-five years witnessed dramatic changes in basic calculus
courses and in differential equations. One driver of change has been the avail-
ability of technology and its role in a standard course, and another is the level
of preparation of students with regard to their ability to perform analytical
manipulations. Writing a text for such a diverse audience poses a substantial
challenge. Some students need only know what a differential equation means
and what it implies qualitatively to understand concepts in their areas; others,
who plan on taking advanced courses in engineering or the physical sciences
where the mathematics is more intense, require the ability to perform analytic
calculations. This text makes an effort to balance these two issues.
Some outstanding textbooks have been written for this course. Many are
calculus-like and voluminous, with extensive graphics, marginal notes, and
numerous examples and exercises; they cover many more topics than can be
discussed in a one-semester course. I have often felt that students become over-
whelmed, distracted, and even insecure about skipping material and jumping
around in a text of several hundred pages.
An overarching philosophy in this text is that you can’t cover everything.
Therefore, it is more concise and written in a plain, user friendly format that
is accessible to science and engineering students. Often these students have
limited time and they appreciate a smaller parcel where it is clear what they
should know. One success of the text has been that it gives instructors who want
viii Preface to the Third Edition

this type of coverage an alternative to existing texts. Another characteristic is

that it encourages students to begin developing their analytical thinking for
future studies; this includes some formula manipulation and understanding of
derivations. Students should slowly advance in their ability to read mathematics
in preparation for more advanced, upper level texts in their areas, which require
a lot of the reader.
The topics are standard and the table of contents lists them in detail. Briefly,
the chapter coverage is as follows.
• Chapter 1. First-order equations. Separable, linear, and autonomous
equations; equilibrium solutions, stability and bifurcation. Other special
types of equations, for example, Bernoulli, exact, and homogeneous equa-
tions, are covered in the Exercises with generous guidance. Many applica-
tions are discussed from science, engineering, economics, and biology.
• Chapter 2. Second-order linear equations. The emphasis is on equa-
tions with constant coefficients, both homogeneous and nonhomogeneous,
with most examples being spring-mass oscillators and electrical circuits.
Other than Cauchy–Euler equations, variable coefficient equations are not
examined in detail. There are three optional sections covering reduction of
order, higher-order equations, and steady-state heat transfer, which deals
with simple boundary value problems.
• Chapter 3. Laplace transforms. The treatment is standard, but without
overemphasizing partial fraction decompositions for inversion. Use of the
enclosed table of transforms is encouraged. This chapter can be covered at
any time after Chapter 2.
• Chapter 4. Linear systems. This chapter deals only with two-dimensional,
or planar, systems. It begins with a discussion of equivalence of linear sys-
tems and second-order equations. Linear algebra is kept at a minimum
level, with a very short introductory section on notation using vectors and
matrices. General solutions are derived using eigenvalues and eigenvectors,
and there are applications to chemical reactors (compartmental analysis),
circuits, and other topics. There is a thorough introduction to phase plane
analysis and simple geometric methods.
• Chapter 5. Nonlinear systems. The content of this chapter focuses
on applications, e.g., classical dynamics, circuits, epidemics, population
ecology, chemical kinetics, malaria, and more.
• Chapter 6. Computation of solutions. This brief chapter first dis-
cusses the Picard iteration method, and then numerical methods. The lat-
ter include the Euler and modified Euler methods, and the Runge–Kutta
Preface to the Third Edition ix

method. All or parts of this chapter can be covered or referred to at any

time during the course.
A standard, one-semester course can be based on Chapter 1 through most
of Chapter 4.
This edition of the text incorporates many changes. Some topics have been
rewritten and rearranged. I made the effort to introduce an easier-to-read for-
mat and highlight important concepts. There is a increase in the number of
routine examples and exercises. A major notational change is that generic func-
tions in differential equations, previously represented by u = u(t), have been
changed to the more common x = x(t). The number and variety of applica-
tions is substantially increased, and several exercises throughout the book have
enough substance to serve as mini-projects for students. Starred sections (∗ ) are
optional. Time availability in a one-semester course was an overriding factor,
and some topics, such as power series and special functions, are not covered.
Two appendices complement the chapters. There is a new appendix Review
and Exercises that concisely summarizes methods from Chapters 1 and 2, and is
supplemented with several exercises and solutions. It also includes a set of chap-
ter exercises on which students can test their skills. A second appendix includes
a MATLAB R
supplement that summarizes MATLAB commands and demon-
strates simple code writing, as well as use of its built-in programs and symbolic
packages to solve problems in differential equations. MATLAB is not required
for the text. Rather, students are encouraged to use the software available to
them. Many exercises can be done with an advanced scientific calculator. Solu-
tions to the even-numbered problems can be found at http://www.springer.com/
and on the author’s web site.
Several individuals deserve my heartfelt acknowledgments. User’s sugges-
tions have become part of this revision, and I greatly appreciate their interest
in making it a better text. Also I thank my many students who, over the last
several years, have endured my lectures and exams and have generously given
me valuable advice; very often they reminded me who my audience was. My son
David, to whom I dedicate this book, was a frequent and meticulous grader who
always advocated for students and often altered my own perspective in teaching
undergraduates. Elizabeth Loew, my editor at Springer, deserves special recog-
nition for her continuous attentiveness to the project and her expert support.
I have found Springer to be an extraordinary partner in this project.
Corrections, comments, and suggestions on the text are greatly appreciated.
Contact information is on my web site: www.math.unl.edu/˜jlogan1. Additional
material, including an errata, will be posted there.
J. David Logan
Willa Cather Professor
 Contents

Preface to the Third Edition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii

1. First-Order Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 First-Order Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Notation and Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 Growth–Decay Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.3 Geometric Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2 Antiderivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3 Separable Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.3.1 Separation of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.3.2 Heat Transfer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.3.3 Chemical Reactors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.4 Linear Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.4.1 Integrating Factors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.4.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
1.4.3 Electrical Circuits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
1.5 One-Dimensional Dynamical Systems . . . . . . . . . . . . . . . . . . . . . . . 54
1.5.1 Autonomous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
1.5.2 Bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
1.5.3 Existence of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

2. Second-Order Linear Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79

2.1 Classical Mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
2.1.1 Oscillations and Dissipation . . . . . . . . . . . . . . . . . . . . . . . . . 80
2.2 Equations with Constant Coefficients . . . . . . . . . . . . . . . . . . . . . . . 85
2.2.1 The General Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
xii Contents

2.2.2 Real Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89

2.2.3 Complex Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2.2.4 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
2.3 Nonhomogeneous Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
2.3.1 Undetermined Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
2.3.2 Resonance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
2.4 Equations with Variable Coefficients . . . . . . . . . . . . . . . . . . . . . . . . 116
2.4.1 Cauchy–Euler Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
2.4.2 Variation of Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
2.4.3 Reduction of Order* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
2.5 Higher-Order Equations* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
2.6 Steady–State Heat Conduction* . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130

3. Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

3.1 Definition and Basic Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
3.2 Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
3.2.1 Initial Value Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
3.3 The Convolution Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
3.4 Impulsive Sources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164

4. Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177

4.1 Linear Systems vs. Second-Order Equations . . . . . . . . . . . . . . . . . . 178
4.2 Matrices and Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
4.2.1 Preliminaries from Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . 191
4.2.2 Differential Equations and Equilibria . . . . . . . . . . . . . . . . . . 199
4.3 The Eigenvalue Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
4.4 Solving Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
4.4.1 Real Unequal Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
4.4.2 Complex Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
4.4.3 Real, Equal Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
4.5 Phase Plane Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
4.6 Nonhomogeneous Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239

5. Nonlinear Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247

5.1 Linearization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
5.2 Nonlinear Mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
5.3 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
5.3.1 The Lotka–Volterra Model . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
5.3.2 Population Ecology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
5.3.3 Epidemics; Chemical kinetics . . . . . . . . . . . . . . . . . . . . . . . . 285
5.3.4 Malaria* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
5.4 Advanced Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
Contents xiii

5.4.1 Periodic Orbits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302

5.5 Bifurcations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309

6. Computation of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317

6.1 Iteration* . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
6.2 Numerical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
6.2.1 The Euler Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322
6.2.2 The Runge–Kutta Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
6.3 Systems of Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329

Appendix A. Review and Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333

A.1 Review Material . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
A.2 Supplementary Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339

Appendix B. MATLAB R
Supplement . . . . . . . . . . . . . . . . . . . . . . . . . . 349
B.1 Coding Algorithms for Differential Equations . . . . . . . . . . . . . . . . 351
B.2 MATLAB’s Built-in ODE Solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . 354
B.3 Symbolic Solutions Using dsolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
B.4 Other Routines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
B.5 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
 1
First-Order Differential Equations

Readers are familiar with solving algebraic equations. For example, the solu-
tions to the quadratic equation

x2 − x = 0

are easily found to be x = 0 and x = 1, which are numbers. An ordinary differ-

ential equation, or just differential equation, is another type of equation where
the unknown is not a number, but a function. We call the unknown function
x(t) and think of it as a function of time t. Simply put, a differential equation
is an equation that relates the unknown function to some of its derivatives,
which, of course, are not known either.
Why are differential equations so important that they deserve an entire
course, or even lifetime, of study? Well, differential equations arise naturally
as mathematical models in areas of science, engineering, economics, and many
other subjects. Physical systems, biological systems, and economic systems, and
so on are marked by change, or dynamics. Differential equations describe those
dynamical changes. The unknown function x(t), often called the state function,
could be the distance along a line, the current in an electrical circuit, the
concentration of a chemical undergoing reaction, the population of an animal
species in an ecosystem, or the demand for a commodity in a microeconomy.
Differential equations represent laws that govern change, and the unknown
state x(t), for which we solve, describes how the changes occur. The bottom line
is that most laws of nature, and other systems, relate the rate, or derivative, at
which some quantity changes to the quantity itself—thus a differential equation.

c Springer International Publishers, Switzerland 2015

J. D. Logan, A First Course in Differential Equations, Undergraduate Texts
in Mathematics, DOI 10.1007/978-3-319-17852-3 1
2 1. First-Order Differential Equations

In this text we set up and solve differential equations. Often the solution to
an equation is given by a general formula, and some may want to memorize the
formulas. Students should realize that this strategy is inappropriate; it leads to
little understanding and memorized formulas fade quickly from memory. What
is important in this subject is conceptual; that is, the understanding of its
origin and the process of solving the equation and interpreting the results.
Historically, differential equations dates to the mid-seventeenth century
when the calculus was developed by Isaac Newton (c. 1665) in the context
of studying the laws of mechanics and the motion of planets (published in his
Principia, 1687). In fact, some might say that calculus was invented to describe
how objects move. Other famous mathematicians and scientists of that era, for
example, Leibniz, the Bernoullis, Euler, Lagrange, and Laplace, contributed
important results into the 1700s, and Cauchy developed some of the first theo-
retical concepts in the 1800s. Differential equations is now the principal tool for
applications in all areas of mechanics, thermodynamics, electromagnetic the-
ory, quantum theory, and so on. It continues today with the study of dynamical
systems and nonlinear phenomena in biology, chemistry, economics, and almost
every area where the dynamics of systems is important. By studying differential
equations, students are rewarded with a knowledge of one of the monuments
of mathematics and science, and they see the great connection between nature
and mathematics in ways that they may never have imagined.

1.1 First-Order Equations

1.1.1 Notation and Terminology

We begin with a simple example from elementary physics. Suppose a body of

mass m moves along a line with constant velocity V . Suddenly, say at time
t = 0, an external resistive force F acts on the body given by F = −kv(t),
where k > 0 is a fixed constant called the drag coefficient. So the force is
proportional to the velocity for all times t > 0. Intuitively, the body will slow
down and its velocity will decrease. From this information we can predict the
velocity v(t) of the body at any time t > 0. Newton’s second law of motion
states that the mass of the body times its acceleration equals the force upon
it, or ma = F . We also know from calculus that the derivative of velocity is
acceleration, or a = v  (t). (We are using the prime notation for derivative.)
Therefore, Newton’s law implies

mv  (t) = −kv(t).
1.1 First-Order Equations 3

This is an example of a differential equation. The unknown is the velocity

function v = v(t). We call it the equation of motion of the system. It involves
an unknown function v(t), the velocity, and its derivative v  (t). If we can find
a function v = v(t) that “works” in the equation and also satisfies v(0) = V ,
which is the initial condition on the velocity, then we will have determined
the velocity of the particle at any time and solved the differential equation. In
summary, we wish to solve for the velocity v = v(t) in the problem

mv  (t) = −kv(t), (1.1)

v(0) = V, (1.2)

where m, k, and V are fixed parameters, or constants.

After some practice we will be able to easily solve the equation and deter-
mine that the velocity decreases exponentially, or

v(t) = V e−kt/m , t ≥ 0.

This formula for v(t) is the solution to the problem (1.1)–(1.2). To check that
it works we substitute this expression into (1.1) and (1.2).
   
k
mv  (t) = mV − e−kt/m = −k V e−kt/m = −kv(t).
m
Moreover, substituting t = 0, we find v(0) = V . So it checks.
To review, the differential equation (1.1) governs the dynamics of the body.
We set it up using Newton’s second law, and it contains the unknown function
v(t), along with its derivative v  (t). The solution v(t) predicts how the system
evolves in time. We can sketch a generic graph of the solution as a visual
representation of the motion. See Figure 1.1.

Figure 1.1 A generic plot of the velocity v = v(t), a decreasing exponential,

and the solution of (1.1)–(1.2).