18.

03ProblemSet1: PartIISolutions
PartIpoints:0.9,1.6,2.4,3.4.
0. (T5Feb) (a) [4] The growth ratek(t) hasunits years
1
(sothat k(t)x(t)thasthe
sameunitsasx(t)). Thevariablethasunitsyears,sotheaaddedtoitmusthavethe
sameunits,andk
0
musthaveunitsyearsinorderfortheunitsofthefractiontowork
out.
(b) [3] x(t+t) x(t) +k(t)x(t)t,so x=k
0
x/(a+t)
2
.
(c)[4] Separate: dx/x = k
0
(a+t)
2
dt. Integrate: ln |x| +c
1
= k
0
(a+t)
1
+c
2
.
Amalgamate constants and exponentiate: x = e
c
e
k
0
/(a+t)
. Eliminate the absolute
c
| |
value: x=Ce
k
0
/(a+t)
,whereC=e . Reintroducethesolutionwelostbydividingby
xintherststep: allowC=0. Sothegeneralsolutionisx=Ce
k
0
/(a+t)
. (Notethat
theexponentk
0
/(a+t) isdimensionless,asanexponentmustbe.)
(d) [4] Whentgetsverylarge,theexponentgetsveryneartozero,sothereisanite
limitingpopulation: x

=C. Thusx(t) =x

e
k
0
/(a+t)
. Taket=0inthesolution:
k
0
/a k
0
/a
x
0
=x

e ,orx

=e x
0
.
1. (W6Feb) (a) [3] (Thepicturelacksthe m= 1isocline,sorry.)
(b)[3] The separatrix is the elbow curve that other integral curves snuggle up to to
the left and separate from as things move to the right. [Here are some facts about
solutionstothisdierentialequation,someofwhicharecontainedinlaterpartsofthis
problem: Everysolution has astartingtime(if I thinkofxastime)beforewhichit
doesnotexisteveryintegralcurveisasymptotictoaverticalstraightlinetoitsleft.
Everysolutionabovetheseparatrixhasanendingtimeafterwhichitdoesnotexist
itis asymptotic to a dierent vertical straightline to itsright. Every solutionbelow
theseparatrixsurvives forever, and becomesasymptotic (fromabove)to the graphof
y=

x. Thesearealsoexactlythesolutionswithacriticalpointeachhasonelocal
maximum. Theseparatrixitselfisasolution,averyspecialone: itistheonlysolution
whichlivesforeverbuthasnomaximumandisnotasympotictoy=

x.Insteaditis
asymototictoy=

x.]
(c) [3] Thepointoftangencyoccurswherethetangentlinetothem=1isoclinehas
slope1. Them=1isoclineisthelocusofx=y
2
+1. Dierentiateimplicitly (using
the chain rule)1= 2yy

,soify

=1theny=1/2. Theequationthengivesx= 5/4,
so (a, b) = (5/4, 1/2).
(d)[3]f(x) =

x,orindeedf(x) =

x+mforanym. Therestoftheproblem
dependsonusingf(x) =

x,though,asnotedonthewebsite. Forlargex,y(x)>

x, but if m < 0 there will be solutions of the type we are considering such that
y(x) <

x+mforsomex >a.
(i)Followthe solutionfromthe x = aline. Suppose thatitdoescross the m = 1
isocline, andsuppose that therst crossing is at a point (x, y). Sinceitstartedbelow
them=1isocline,itmustbecrossingitfrombelow. Thismeansthattheslopeofthe
solutionmustbegreaterthantheslopeoftheisoclineatthecrossingpoint. Theslope
ofthe isoclineat thecrossing point is greater than1,sotheslopeofthesolutionatthe
crossing pointmustbe greaterthan1too.Butwhenasolutioncrossesthe1isocline,
itmustcrossitwithslopeexactly1. Soitcantcrossitatall.
It will be clearer if I dont try to follow (ii) and (iii) (as explained on the website).
(i) shows that solutions y(x) such that y(a) < b are trapped below the 1 isocline.
NowIwanttosaythatifasolutionisabovethelowerbranchofthenullclineatsome
point (x, y(x)),thenitstaysabovethenullclineforevermore. Theslopeofthenullcline
isnegative; therstcrossing must befromabove; so atthecrossing theslopeof the
solutionmustbeevenmorenegative;butwhenitcrossesthenullclineitmusthaveslope
zero.
FinallyIclaim that if (a, y(a)) isbelowthenullcline,thentheintegralcurvemusteven-
tuallycrossthenullcline. Untilitdoes,itisintheregionwherethedirectioneldhas
positiveslopes. Soitisincreasing. Butthelowerbranchofthenullclineisisfalling;so
thetwocurvesmusteventuallyintersect.
Onecanalsoarguethatifthesolutionnevercrossesthenullclinethen,afterrisingat
thestartitmust eventually starttofall, since thenullcline does. So itmust reacha
maximumsomewhereinbetween. Butallmaximaofsolutionsoccuralongthenullcline.
(e) [3]Criticalpointsofsolutionsofy

=y
2
xoccurwheny

=0,thatis,alongthe
null-cline: so ifthere is one at (c, d) thenc=d
2
.
(f)[3] Yes. Here are two arguments: All solutions are increasing for small values of
x. Fromwhatwecansee,thesolutionswithcriticalpointsaretheoneswhichbecome
asymototictothegraphofy=

x,which decreases. Also theyseem to have justone

critical point,whichmust therefore beamaximum. More completeargument: Compute
(asin (c)) y

= 2yy

1.Soatacritical point,wherey

= 0,weseethaty

=1. This
meansmaximum.
2. (F8Feb) [2] y=x
2
,soy(1) = 1.
Eulersmethodwithstepsizehforthisequation: x
k
=kh,y
k+1
=y
k
+2x
k
h.
k
0
[5] Withn= 2,h= 1/2:
1
2
k
0
[5] Withn= 3,h= 1/3: 1
2
3
[8] Withnarbitrary,h= 1/n:
Soy
n
= 2(1 + 2 + + (n 1))h
2
=
x
k
0
1/2
1
x
k
0
1/3
2/3
1
k
0
1
2
3
4
.
.
.
y
k
0
0
1/2
y
k
0
0
2/9
2/3
m
k
=y
k
hm
k
0 0
1 1/2
m
k
=y
k
hm
k
0 0
2/3 2/9
4/3 4/9
x
k
0
h
2h
3h
4h
.
.
.
y
k
0
0
2h
2
2h
2
+4h
2
2h
2
+4h
2
+6h
2
.
.
.
m
k
= 2x
k
m
k
h
0 0
2h 2h
2
4h 4h
2
6h 6h
2
8h 8h
2
. .
. .
. .
fory(1): n(n 1)/n
2
= (n1)/n. Thelimitofthisasn is1,whichisgood,and
theerroris1/n,whichisexactlyh.
3. (M11Feb) (a) [5] Pickalettertodenotethenumberofyearsafterthefundisset
upsayt.Picka letterto denote functionoftgiving thevalueofthe fundattimetsay
x. Inasmalltimeintervalfromttot+t,thefundincreasesinvaluebyIx(t)t,but
decreasesinvaluebyqt: x(t +t) x(t) Ix(t)t qt. Dividebytandtakethe
limit: x=Ix q.
(b) [5] Separate: dx/(Ix q) =dt. Integrate: I
1
ln Ix q +c
1
=t +c
2
. Amalgamate | |
c It
constants and multiply by I: ln |Ix q| = It+c. Exponentiate: |Ix
Ce

It
q| = e e .
Eliminatetheabsolutevalueandreintroducethelostsolution: Ix q= . Solvefor
x: x= (q/I) +Ce
It
(wherethis C istheearlieronedividedbyI).
(c)[5] Constant trust value means x = 0, which says Ix = q or x = q/I. So with
q=12,000dollars/yearandI= 0.05,x=$240,000. (IfScroogesocksaway morethan
this,thenthetrust fundcould payout the $1000/monthandstill grow.Butthiswouldnt
beScrooge.)
(d) [5] We want tond the constantof integration whichmakesx(T) = 0, whereT= 20:
0 =x(T) = (q/I) +Ce
IT
,orC=(q/I)e
IT
. Thusx= (q/I)(1 e
IT
e
It
). Nowwe
cansett= 0tondtherequiredinitialvalueofthetrust:x(0) = (q/I)(1 e
IT
). With
T= 20andI= 0.05,1 e
IT
= 1 e
1
0.63212056.Thustheinitial fundingisabout
63%ofwhatitwasin(c): x(0) ($240,000)(.63212056) $151,708.93.
n(n 1)h
2
. Withh= 1/n thisgivesourestimate
MIT OpenCourseWare
http://ocw.mit.edu
18.03 Differential Equations
Spring 2010
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