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ORDINARY
DIFFERENTIAL
EQUATIONS
Applications, Models, and Computing
PUBLISHED TITLES
ORDINARY
DIFFERENTIAL
EQUATIONS
Applications, Models, and Computing
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have been made to publish reliable data and information, but the author and publisher cannot assume
responsibility for the validity of all materials or the consequences of their use. The authors and publishers
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ted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented,
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QA372.R753 2010
515’.352--dc22 2009052757
my wife, Imogene
Preface xi
1 Introduction 1
1.1 Historical Prologue . . . . . . . . . . . . . . . . . . . 1
1.2 Definitions and Terminology . . . . . . . . . . . . . . . 5
1.3 Solutions and Problems . . . . . . . . . . . . . . . . . 17
1.4 A Nobel Prize Winning Application . . . . . . . . . . . . 29
vii
References 571
Index 575
xi
Many computer software packages are readily available which include these
features and usually many additional features. Three of the best known and
most widely used packages are MAPLE, Mathematica, and MATLAB r . In
general, each instructor already has his or her own favorite differential equa-
tions software package or combination of packages. For this reason, the text
was written to be independent of any particular software package. The soft-
ware we used to generate solutions and many of the graphs for the examples
as well as the answers to the selected exercises which appear at the end of this
text is contained on the computer disc which accompanies the text. Complete
instructions for running this software are contained in Appendices A and B.
It is assumed the reader has completed calculus at least up to and including
the concept of partial derivatives and knows how to add, subtract, multiply,
and divide complex numbers. Concepts with which the reader may not already
be familiar are introduced and explained to the degree necessary for use within
the text at the location where the concept is first used.
Students who enroll in ordinary differential equations courses normally do
so for only one or two semesters as an undergraduate. In addition, few of these
students ever enroll in a numerical analysis course. However, most students
who complete a differential equations course find employment in business,
industry, or government and will use a computer and numerical methods to
solve mathematical problems almost exclusively. Consequently, one objective
of this text is to solve ordinary differential equations in the same way they are
solved in many professions—by computer. Thus, the single most useful and
distinguishing feature of this text is the use of computer software through-
out the entire text to numerically solve various types of ordinary differential
equations. Prior to generating a numerical solution, applicable theory must be
considered; therefore, we state (but usually do not prove) existence, unique-
ness, and continuation theorems for initial value problems at various points in
the text. Numerical case studies illustrate the possible pitfalls of computing
a numerical solution without first considering the appropriate theory.
Differential equations are an important tool in constructing mathemati-
cal models for physical phenomena. Throughout the text, we show how to
numerically solve many interesting mathematical models—such as popula-
tion growth models, epidemic models, mixture problems, curves of pursuit,
the Richardson’s arms race model, Lanchester’s combat models, Volterra-
Lotka prey-predator models, pendulum problems, and the restricted three-
body problem. When feasible we develop models entirely within separate
sections. This gives the instructor more flexibility in selecting the material
to be covered in the course. We hope to enrich and enliven the study of
differential equations by including several biographical sketches and historical
of diverse disciplines which can be written as initial value problems and then
solved using numerical integration software. At the end of the chapter, we
present additional applications.
In Chapter 4 we discuss the basic theory for n-th order linear differential
equations. We present a history of the attempts of mathematicians to find
roots of polynomials. Then we illustrate how to use computer software to
approximate the roots of polynomials numerically. Next, we show how to find
the general solution of an n-th order homogeneous linear differential equation
with constant coefficients by finding the roots of an n-th degree polynomial.
Finally, we indicate how to find the general solution of a nonhomogeneous
linear differential equation with constant coefficients using the method of un-
determined coefficients.
In Chapter 5 we define the Laplace transform and examine its properties.
Next, we show how to solve homogeneous and nonhomogeneous linear dif-
ferential equations with constant coefficients and their corresponding initial
value problems using the Laplace transform method. Then we define the con-
volution of two functions and prove the convolution theorem. Finally, we show
how to solve nonhomogeneous linear differential equations with constant coef-
ficients in which the nonhomogeneity is a discontinuous function, a time-delay
function, or an impulse function.
In Chapter 6 we examine several linear differential equations with constant
coefficients which arise in the study of various physical and electrical systems.
In Chapter 7 we define a system of first-order differential equations. We
state a fundamental existence and uniqueness theorem and a continuation
theorem for the system initial value problem. Then, we show how to apply
these theorems to several initial value problems. Next, we show how to rewrite
an n-th order differential equation as an equivalent system of n first-order
equations.
In Chapter 8 we discuss linear systems of first-order differential equations.
First, we introduce matrix notation and terminology, we review fundamental
facts from matrix theory and linear algebra, and we discuss some compu-
tational techniques. Next, we define the concepts of eigenvalues and eigen-
vectors of a constant matrix, we show how to manually compute eigenvalues
and eigenvectors, and we illustrate how to use computer software to calcu-
late eigenvalues and eigenvectors. We show how to write a system of linear
first-order differential equations with constant coefficients using matrix-vector
notation, we state existence and representation theorems regarding the gen-
eral solution of both homogeneous and nonhomogeneous linear systems, and
we show how to write the general solution in terms of eigenvalues and eigen-
vectors.
In Chapter 9 we examine a few linear systems with constant coefficients
which arise in various physical systems such as coupled spring-mass systems,
pendulum systems, the path of an electron, and mixture problems.
ponents. The user may view the solution values on the interval [a, b], may
graph any subset of solution components on any subinterval of [a, b], and may
view a phase-plane graph of any solution component versus any other solu-
tion component on any specified rectangle. Complete details for using the
six subprograms GRAPH, DIRFIELD, SOLVEIVP, POLYRTS, EIGEN, and
SOLVESYS appear in Appendix A.
The second program, PORTRAIT, solves the two component, autonomous
initial value problem
dy1
= f1 (y1 , y2); y1 (ci ) = d1i
dx
dy2
= f2 (y1 , y2); y2 (ci ) = d2i
dx
on the interval [ai, bi] where ci ∈ [ai, bi] for 1 ≤ i ≤ 10. After the solution
of an initial value problem has been calculated, the user may elect (i) to
print the solution components of any initial value problem already solved,
(ii) to graph any subset of the solution components previously solved in a
rectangle, (iii) to produce a phase-plane portrait of any pair of initial value
problems already solved on any rectangle, (iv) to rerun the most recent initial
value problem using a different interval of integration or initial conditions, or
(v) to input the initial conditions for the next initial value problem to be
solved. Complete details for using PORTRAIT appear in Appendix B.
The numerical integration procedure which is employed in the programs
SOLVEIVP, SOLVESYS, and PORTRAIT is a variable order, variable step-
size, multistep, Adams predictor-corrector method. The order is selected by
the program and varies from order one to order twelve. At each step, the step-
size is selected so that the maximum of the relative error and the absolute
error remains less than 10−12.
Classroom Environment We believe our “computer laboratory” is the
best environment in which to teach an introductory differential equations
course which emphasizes the use of computers. The center half of our labo-
ratory has long tables at which students sit during the lecture portion of the
class—which some days may be the entire class period. At the front of the
classroom are two “white boards” on which lecture notes can be written and
a “smartboard.” Also at the front of the room is a microcomputer which is
linked to a projector. The instructor can demonstrate how to run programs
from the microcomputer and discuss the output of the programs on the smart-
board. The outside two quarters of the computer laboratory has more than
forty microcomputers with the programs CSODE and PORTRAIT on the
desktops. When the students are seated at the microcomputers, they can run
the same program the instructor is running and compare the display on their
monitors with the display projected onto the smartboard. When the students
are working on their own, the instructor can walk around the classroom and
assist the students individually.
And now, if we stop to consider the great men in the arts, we shall
invariably find that each one of them is marked by some quality of
universal significance. There is something about them all that
overleaps the provincial, the accidental, the small, and the trifling.
They disregard in a measure the local truths and aim at the general
truths—at things essentially true for all humanity. Our Shakespeares
and Platos and St. Pauls survey the world from mountain tops. From
these vantage points their perspective is far-reaching, their view of
the world expansive. They see and grasp the essentials, the basic
elements, the foundations of things. It is this, for one thing, that
makes the art of Titian so superlatively great. What wonderful men
and women people his pantheon! What types they are of manhood
and womanhood! What embodiments of loftiness, dignity, and
nobility! And are they not universally admired? No matter what a
man’s nationality, he cannot choose but be interested in “The Man
with a Glove” or the “Charles V.” at Madrid. There is something in
them of that truth seen from mountain heights which every one will
recognize as the nobler part of his little valley-world.
Just so with the art of Rembrandt. His type is essentially of the
Low Countries; his costumes, landscapes, light-and-shade, and
methods are all localized in Holland. But a sadder painter you cannot
find in all the reach of painting. His emotional nature had been wrung
by trial and suffering and his sympathies were with the down-trodden
and the grief-stricken. There never was a painter who painted so
much of sorrow in the faces of his people as Rembrandt. The “Christ
at Emmaus” is, in form and figure, only a poor emaciated Amsterdam
Jew; but in emotional truth it is the one Christ of all painting. That
face appeals to Christian, Mahometan, Jew, and infidel alike, not
because of its divinity but because of its intense humanity. Should
we bring up the names of the other great masters of painting we
should find that each one of them is remarkable for some quality of
universal significance—Michael Angelo for his great command of
form, Rubens for his great splendor of effect, Velasquez for his
sense of vitality in the physical presence (Plate 13), Raphael for his
unity and his harmony.
The great men are remarkable for their breadth—the wide angle of
their vision. They see, not differently from others, but they see more.
Yet it is only a point of view, a limited outlook, and not by any means
the total sum of truth. The report of nature made by man, which we
have defined as “truth,” is always a report of some sort whoever
makes it. The difference between the great minds and the small
ones consists in what is seen and reported. A Rousseau who sees
and tells of the solidity of the earth, the volume of the forest, the
great luminous expanse of the sky, does not think to tell everything
that may be in the landscape. He sees the great truths, those truths
that are of universal permanence in all landscape, and emphasizes
them at the expense of the smaller details. A man of narrower vision
would perhaps overlook the sky and earth, and fail to see the forest
for the trees. He might centre all his interest in blades of grass, in
dew-drops and spider-webs and opening buttercups—the infinitely
little things in the landscape.
In portraiture men like Gerard Dou and Denner emphasize the
small skin-facts of a man’s face with such minute workmanship that
you may study them with a magnifying-glass. You will never see
anything like this in the portraits by Titian, Rembrandt, Velasquez,
Van Dyck (Plates 3, 13, 18). They waste no time on small truths.
They are intent upon giving the large physical presence, not the
petty deformities of the epidermis.
Again in drawing a hand and arm you will observe that men like
Gérôme give every curve and break of light along the arm, every
accidental contortion of muscle, every wrinkle and twist of flesh; but
somehow, when all these features are put down, the arm fails to live,
fails to move. It is a petrified arm. For an opposite statement of truth
look at the arm of Millet’s “Sower.” There is nothing absolute or
minute about the drawing. The arm is generalized, summarized,
synthetized as it were. The wrinkles in it are not apparent, the
covering of it is vague, the hand is not articulated in the muscles or
even definite in the drawing of the fingers. In short the whole arm
and hand are cut down to a few elementary lines, so that they
appear to the uninitiated somewhat sketchy and peremptory. But
looked at for those qualities which Millet thought more important than
surface texture, looked at for bulk, mass, weight, motion—
particularly motion—and there is a larger view apparent. The arm
and hand certainly have motion and life. And these are precisely
what Gérôme’s arm and hand have not. Can it not be claimed then
that the truth of life and motion is a greater truth than the truth of
momentary rigidity? Is it not a fact that Millet has seized upon a
general and universal truth characteristic of all arms and hands—that
is, the truth of life and movement—whereas Gérôme has seized
upon an accidental truth of light-and-shade which may be something
local and peculiar to that one hand and arm?
Thus far our inquiry has extended no farther than the truth of
nature—the truth of appearance as shown in realistic art. But there
are other truths with which the picture has to do that perhaps call for
a moment’s consideration. The truth of history for which the public
contends so valiantly need not detain us long. That Paolo Veronese
and his contemporaries chose to garb the sacred characters of the
“Marriage in Cana” (Plate 5) or “Moses saved from the Nile” (Plate
23), in Venetian costume, is matter of small importance. And it is of
still less importance whether Christ and the Apostles show the
Semitic cast of countenance or not. The intense reverence for local
and ethnographical truth possessed by the Holman Hunts and Alma-
Tademas of the art world would seem somewhat misplaced. No
matter what care is bestowed upon the archæology, there is always
something not quite true to the fact. And moreover, all art in all times
has pictured its own race, costume, and country. It would not be
worth much unless it did. The marble gods of Greece are all Greek,
the painted Madonnas of Italy are all Italian. How otherwise would
you have it? Marlowe’s Mephistopheles talks English, and Goethe’s
Mephistopheles talks German. What language should they talk?
When art deals with the past it translates it into the present. It could
not possibly do otherwise. No Anglo-Saxon could feel, think, or work
like a Greek, simply because he is an Anglo-Saxon.
There is another truth of far more consequence than historical
accuracy, and that is the truth of art. This comes in here opportunely
enough, for art-truth is produced by the suggestive method of
dealing with facts which I have just been illustrating. The method is
absolutely essential to all strong work in all departments. It is usually
known in painting as the “law of sacrifice”; and you will find it in
literature under the name of “dramatic force.” We should never have
had such characters as Faust and Macbeth had all the other
characters in the plays been treated with an importance equal to that
of the heroes. Hamlet is an elevated Hamlet simply because the
other characters are subordinate characters, just as Corot’s light is
light, because everything else in the picture is sacrificed to it. There
is no quarrel with truth to nature in this truth to art. Great art seldom
falsifies, but it always selects, emphasizing some features and
subordinating other features. It usually gives the large truths and
merely implies the small ones. Millet in his “Sower” has no notion of
telling you more than a few prominent facts about the man and his
work. He shows a peasant, working under the shadow of a hill,
working late in the evening, swinging and sowing with rhythmic
motion of foot, hand, arm and body. It is matter of no importance
whether he wears linen or woollen or cotton, whether his blouse has
buttons upon it or not, whether his face is clean or not. The all-
pervading truth of the picture lies in the swinging form of the sower,
and to keep your attention upon that he omits everything else. The
figure is but a suggestion, a something that stands as an equivalent
for that man whom Millet thought should be recognized for his
patience and fortitude of spirit, his nobility and dignity in the hard
labor of life, his fine pictorial qualities as seen against the
background of his native heath. That is the ulterior meaning which he
would show us. The sign is true to the great truth of a sower, the
meaning is true within the limits of pictorial creation, and finally the
recording of it is true to the truth of art.
This method of procedure, wherein suggestion becomes such an
important factor, implies two people in the work of art rather than
one. The spectator must do his part as well as the artist. The latter
suggests, the former takes up the suggestion and builds upon it.
When Velasquez painted Christ on the cross, hanging there alone in
the night, the head bowed forward on the breast, and the long dark
hair tailing over the face and half covering it, he did not think to
obliterate the face—to take it out of the picture completely. He knew
very well that the imagination of the spectator would go behind the
veil and picture that face more vividly than he could paint it. What
painter ever yet produced a wholly satisfactory face of Christ?
Velasquez was wise in leaving it to the imagination of the spectator.
How wise he was you can perhaps gather by contrasting his “Christ
on the Cross” with the same subject by Léon Bonnat—one of the
noblest of the latter-day realists. Bonnat simply took a dead body
from the morgue and hung it upon a cross in the court-yard of the
École de Médecine, and painted it exactly as he saw it. But it is not
Christ; it is the dead body he took from the morgue. There is strain of
arm and leg and torso, the anatomy is wrenched, the muscles are
contorted, the veins are swollen. But there is no suggestion of
anything that had been noble or exalted in the living. In fact there is
not a suggestion of any kind. Everything is told and the spectator’s
imagination is not called upon. Realism has been pushed into the
last ditch, and yet has produced only a sign standing for Christ on
the cross, and not the real thing—a sign which, in gaining an
elaborate truth to fact, has lost its truth to art and its power of
suggestion.
VI.—CARPACCIO, St. Ursula and Prince of England (detail). Academy, Venice.
The fact that “the report about nature” which we have called “truth”
varies with the reporter is of vital importance to us in comprehending
the measure of exactness in the result. It is something that must be
reckoned with in every thought, deed, and utterance, for its presence
is potent in all human endeavor. Two astronomers, to use the
accepted illustration, taking the time of the passage of a series of
stars over the same meridian, will not precisely agree in their
arithmetical results. However accurate, unbiassed, and mechanical
in action they may seek to be, it happens that one takes the time
earlier or later than the other. Consequently there is always a
variation in the product, which has to be rectified by adding a
constant. This is what is called the personal equation—a something
we have heard about in literature and art as well as in science.
Perhaps you may remember that in the writing class of our youth
when the motto, “Evil communications corrupt good manners,” was
given us as an example to copy, we all wrote the motto, and we all
tried to follow the exact form of the copper-plate pattern before us;
but somehow our performances differed one from another. In some
the letters were large, in others they were small; the angle was
flatter, the line was firmer, or the shading heavier. We used to think it
merely a matter of practice, and fancied if we kept at it long enough
we could ultimately write exactly like the copper-plate pattern. But I
wonder if we thought quite correctly about that. Certainly there are
thousands of people who have been writing all their lives and have
had practice enough, but these are the ones that show the most
marked variations from the model. Each one writes in a manner
peculiarly his own. And these handwritings that vary so radically
interest us very much. We see all sorts of striking peculiarities in
them suggestive of their authors, and we even have so-called
scientists who read character out of them, or into them, I will not say
which. The cause of the variation is not far to seek. It is the personal
element appearing in the work and influencing it. If we would get the
same result in all handwritings we must eliminate the personal
element or, if you please, reckon with the personal equation.
This quality which creates the variance in handwriting is met with
even more positively in painting. For painting is, after all, only an
elaborated picture-writing, more flexible, perhaps, than letter-writing,
and, therefore, more easily bent by a personality; but in the main
influenced by the same principles as regards the variation of the
characters. We all write the letter “A” and they are all “A’s,” but each
is different from the other, just as all landscape painters paint hills
and trees and they are all hills and trees, yet each is different again.
If three painters, say Turner, Rousseau, and Claude Monet, could be
brought together and induced, each for himself, to paint a given tree,
there can be no doubt that all three of the paintings would represent
the tree and be true enough representations into the bargain; but
they would not be at all like one another. The Turner would
undoubtedly give the height, the branching outline, the grace and
grandeur of the tree; but in flattened form, perhaps in silhouette
against a yellow evening sky. In any event and under any
circumstances we may be sure that it would be a Turnerian tree. And
the Rousseau would be correspondingly true to Rousseau’s peculiar
point of view. It would probably have an emphasis of mass and
volume; it would be as deep through as broad across, it would be
firm in its rooting, massive in its trunk and branches, heavy in its
foliage, rich in its coloring. But Claude Monet, painting the same tree,
would not see the things that appealed to Turner and Rousseau, or if
he did he would disregard them. He would overlook form and line
and body, perhaps lose them entirely in studying the sunlight falling
upon the foliage, in painting the colored reflections cast by sky and
ground and water, in surrounding the tree with colored air and giving
it a setting in an atmospheric envelope. Undoubtedly we should be
able to recognize the original tree in any one of the three counterfeit
presentments. Each would differ from the other and yet no one of
them be false. There would be three different truths about the one
tree—three different phases of the one fact. And undoubtedly we
should be able to say just which painter painted each picture. How?
Because we should recognize in each the point of view peculiar to its
maker—we should recognize the individuality of the painter.
If we consider this same tree as part of a landscape—consider it in
connection with foreground, background, and sky—we shall see that
the chance for the display of individuality is even greater. The choice
of the painter as to how the tree shall be seen determines at the very
start the character of the representation. If it is placed in the
foreground and spreads in a pattern of branches and leaves high up
against the sky, we have one phase of tree-truth, one kind of picture
which may perhaps resemble, in a way, the work of Harpignies, if it is
placed in the middle distance, a shadowy form against a pale
morning sky, with a feeling of heavy air and rising mists, we have
another phase of truth, something which may represent Corot; if it is
seen in the far background against a yellow twilight sky, tall, dark,
motionless, we have still another phase of truth which may stand for
Daubigny. Any change in the position of the tree, any change in
foreground or sky-line, in light or reflection or atmosphere, would
represent a new angle of vision and hence a new truth. And the
preference of the painter for any particular phase of the
manifestation, any particular truth, would exhibit what we have called
his individuality.[2]
2. This matter of personality and choice is well illustrated by Mr. La Farge in his
“Considerations on Painting.” He says (p. 71): “I remember myself, years
ago, sketching with two well-known men, artists who were great friends,
great cronies, asking each other all the time how to do this and how to do
that! but absolutely different in the texture of their minds and in the result that
they wished to obtain, so far as the pictures and drawings by which they
were well known to the public are concerned.
“What we made, or rather, I should say, what we wished to note, was
merely a memorandum of the passing effect upon the hills that lay before us.
We had no idea of expressing ourselves or of studying in any way the
subject for any future use. We merely had the intention to note this affair
rapidly, and we had all used the same words to express to each other what
we liked in it. There were big clouds rolling over hills, sky clearing above,
dots of trees and water and meadow land below; and the ground fell away
suddenly before us. Well, our three sketches were in the first place different
in shape; either from our physical differences, or from a habit of drawing
certain shapes of a picture, which itself usually indicates—as you know or
ought to know—whether we are looking far or near. Two were oblong, but of
different proportions; one was more nearly a square: the distance taken into
the right and left was smaller in the latter case, and, on the contrary, the
height up and down—that is to say, the portion of land beneath and the
portion of sky above—was greater. In each picture the distance bore a
different relation to the foreground. In each picture the clouds were treated
with different precision and different attention. In one picture the open sky
was the main intention of the picture. In two pictures the upper sky was of no
consequence—it was the clouds and the mountains that were insisted upon.
The drawing was the same—that is to say, the general make of things—but
each man had involuntarily looked upon what was most interesting to him in
the whole sight; and though the whole sight was what he meant to represent,
he had unconsciously preferred a beauty or interest different from what his
neighbors liked.
“The color of each painting was different—the vivacity of colors and tone,
the distinctness of each part in relation to the whole; and each picture would
have been recognized anywhere as a specimen of work by each one of us,
characteristic of our names. And we spent on the whole affair perhaps twenty
minutes. I wish you to understand again that we each thought and felt as
though we had been photographing the matter before us. We had not the
first desire of expressing ourselves, and I think would have been very much
worried had we not felt that each one was true to nature. Of course there is
no absolute nature, as with each slight shifting of the eye, involuntarily we
focus more or less distinctly some part to the prejudice of others. And not
only would this result have been the same if we had gone on painting, but
had we made a drawing, had we made a careful representation or rapid note
of what we saw by lines (that is to say, by an abstraction of the edges of the
surfaces that we saw), anyone could have told the names of the men who
had done it.”
This preference for a peculiar point of view crops out very early in
the painter’s life. The students in an art class, drawing from the living
model on the platform, and each one striving to follow that model
literally, all show it. The sketches indicate by the placing of the figure
upon the paper, the size of the figure, the height or depth of the
shadows, the clearness or vagueness of the outline, that the
personal element—individuality—is present, influencing and
practically dominating the work of everyone in the class-room. And
this, too, in charcoal work, where the color problem is eliminated.
Moreover, there are features of these charcoal sketches, aside from
mere technique, that are equally interesting as indicative of the
peculiar temperament behind the pencil. You cannot fail to be struck
with the mood or spirit that creeps into each one of the drawings. On
one paper the model looks pleasant, almost jovial, on another he will
appear sad-faced or morose, on another, romantic as you might
conceive a Wagner hero, or classic and insipid like a Canova marble,
and on still another, gross, brutal, or perhaps foolish-looking. It is not
possible that the model could exhibit all these different moods. The
variation is not in him. He presents the same stolid, tired front
common to all models; the mood is added to him by the personality
holding the charcoal.
VII.—BELLINI, Madonna and Saints. S. M. dei Frari, Venice.