diff --git a/chapters/ch03_qualitative.tex b/chapters/ch03_qualitative.tex index fa50668..4f5123e 100644 --- a/chapters/ch03_qualitative.tex +++ b/chapters/ch03_qualitative.tex @@ -1,44 +1,644 @@ +% ============================================================================= +% ch03_qualitative.tex -- Chapter 3: Qualitative Analysis and Numerical Methods +% ============================================================================= + \section{Qualitative Analysis and Numerical Methods} \label{ch:qualitative} \subsection{Autonomous Equations and Phase Lines} -\label{sec:ch03_autonomous_phase_lines} +\label{sec:ch03_autonomous} -% Content goes here +An \textbf{autonomous differential equation} is a first-order ODE in which the right-hand side depends only on the dependent variable and \emph{not} explicitly on the independent variable~$t$: +\begin{equation} + \label{eq:autonomous} + \frac{\mathrm{d}y}{\mathrm{d}t} = f(y). +\end{equation} +Because $f$ has no explicit $t$-dependence, the direction field is invariant under horizontal translation. Solutions simply shift left or right along the $t$-axis without changing shape. + +\paragraph{Equilibrium solutions.} +An \textbf{equilibrium solution} (or \textbf{critical point}) is a constant solution $y(t) \equiv y^*$ that satisfies +\begin{equation} + f(y^*) = 0. +\end{equation} +At such a point the derivative vanishes and the solution is stationary. Every root of $f(y) = 0$ gives one equilibrium. + +\paragraph{Phase line construction.} +The \textbf{phase line} is a one-dimensional sketch of the dynamics of \cref{eq:autonomous}. It is constructed in three steps: +\begin{enumerate} + \item \textbf{Identify equilibria:} Solve $f(y) = 0$. + \item \textbf{Determine the sign of $f(y)$} on each interval between consecutive equilibria. + If $f(y) > 0$ on an interval, solutions increase ($y$ moves upward on the phase line). + If $f(y) < 0$, solutions decrease. + \item \textbf{Draw the phase line:} Mark each equilibrium on a vertical line and place arrows on each interval indicating the direction of motion. +\end{enumerate} + +\begin{workedexample} + \textbf{Phase line for $\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} = y(y-1)(y-2)$.} + + \textit{Step 1: Equilibria.} Set $f(y) = y(y-1)(y-2) = 0$. The roots are + \[ + y_1^* = 0,\qquad y_2^* = 1,\qquad y_3^* = 2. + \] + + \textit{Step 2: Sign of $f(y)$ on each interval.} Test a sample point in each interval: + \[ + \begin{array}{c|c|c} + \text{Interval} & \text{Sample } y & f(y) \\ \hline + (-\infty, 0) & y = -1 & (-)(-)(-) = - \;\; \text{(decreasing)} \\ + (0, 1) & y = 0.5 & (+)(-)(-) = + \;\; \text{(increasing)} \\ + (1, 2) & y = 1.5 & (+)(+)(-) = - \;\; \text{(decreasing)} \\ + (2, \infty) & y = 3 & (+)(+)(+) = + \;\; \text{(increasing)} + \end{array} + \] + + \textit{Step 3: Phase line.} + \begin{center} + \begin{tikzpicture}[scale=0.9] + % Vertical phase line + \draw[thick] (0,0) -- (0,5); + \draw[->] (0,0) -- (0,-0.3); + \draw[->] (0,5) -- (0,5.3); + + % Equilibrium points + \filldraw[black] (0,0.8) circle (2.5pt) node[right=4pt] {$y^*=0$}; + \filldraw[black] (0,2.5) circle (2.5pt) node[right=4pt] {$y^*=1$}; + \filldraw[black] (0,4.2) circle (2.5pt) node[right=4pt] {$y^*=2$}; + + % Arrows on intervals + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,0.35) -- (-0.15,0.0); + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,1.6) -- (-0.15,1.25); + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,3.3) -- (-0.15,2.95); + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,4.8) -- (-0.15,4.55); + + % Labels + \node[below] at (0,-0.5) {$y$}; + \end{tikzpicture} + \end{center} + + Solutions starting between $0$ and $1$ approach $y=0$ from above or $y=1$ from below as $t$ increases. +\end{workedexample} + +\begin{workedexample} + \textbf{Phase line for $\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} = y^2 - 4$.} + + \textit{Step 1:} $y^2 - 4 = 0 \implies y^* = -2,\; +2$. + + \textit{Step 2:} Test intervals: + \[ + \begin{array}{c|c|c} + \text{Interval} & \text{Sample } y & f(y) \\ \hline + (-\infty, -2) & y = -3 & 9 - 4 = +5 \;\; \text{(increasing)} \\ + (-2, 2) & y = 0 & 0 - 4 = -4 \;\; \text{(decreasing)} \\ + (2, \infty) & y = 3 & 9 - 4 = +5 \;\; \text{(increasing)} + \end{array} + \] + + \textit{Step 3:} + \begin{center} + \begin{tikzpicture}[scale=0.9] + \draw[thick] (0,0) -- (0,5); + \draw[->] (0,0) -- (0,-0.3); + \draw[->] (0,5) -- (0,5.3); + + \filldraw[black] (0,1.25) circle (2.5pt) node[right=4pt] {$y^*=-2$}; + \filldraw[black] (0,3.75) circle (2.5pt) node[right=4pt] {$y^*=2$}; + + % Arrow: below -2, going up + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,0.5) -- (-0.15,0.85); + % Arrow: between -2 and 2, going down + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,3.0) -- (-0.15,2.2); + % Arrow: above 2, going up + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,4.5) -- (-0.15,4.15); + + \node[below] at (0,-0.5) {$y$}; + \end{tikzpicture} + \end{center} + + The interval $(-2,2)$ is a ``funnel'' where all solutions decrease toward $y=-2$ as $t \to \infty$. +\end{workedexample} + +\begin{workedexample} + \textbf{Phase line for $\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} = y^2$.} + + \textit{Step 1:} $y^2 = 0 \implies y^* = 0$ (the only equilibrium). + + \textit{Step 2:} For $y \neq 0$, $y^2 > 0$, so $f(y) > 0$ on both $(-\infty,0)$ and $(0,\infty)$. Solutions increase on both sides of the equilibrium. + + \textit{Step 3:} + \begin{center} + \begin{tikzpicture}[scale=0.9] + \draw[thick] (0,0) -- (0,5); + \draw[->] (0,0) -- (0,-0.3); + \draw[->] (0,5) -- (0,5.3); + + \filldraw[black] (0,2.5) circle (2.5pt) node[right=4pt] {$y^*=0$}; + + % Arrow below 0: going up (toward 0) + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,1.5) -- (-0.15,1.15); + % Arrow above 0: going up (away from 0) + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,3.8) -- (-0.15,3.45); + + \node[below] at (0,-0.5) {$y$}; + \end{tikzpicture} + \end{center} + + Solutions approach $y^*=0$ from below but depart from above. This is the hallmark of a \textbf{semi-stable} equilibrium (discussed in \cref{sec:ch03_stability}). +\end{workedexample} \subsection{Stability Analysis} \label{sec:ch03_stability} -% Content goes here +\paragraph{Linear stability test.} +Suppose $y^*$ is an equilibrium of $\mathrm{d}y/\mathrm{d}t = f(y)$. Expand $f$ in a Taylor series about $y^*$: +\begin{equation} + f(y) = f(y^*) + f'(y^*)(y - y^*) + \frac{f''(y^*)}{2}(y - y^*)^2 + \cdots. +\end{equation} +Since $f(y^*) = 0$, the linearized equation near $y^*$ is +\begin{equation} + \label{eq:linearized} + \frac{\mathrm{d}u}{\mathrm{d}t} = f'(y^*)\,u, \qquad u = y - y^*. +\end{equation} +The solution is $u(t) = u(0)\,e^{f'(y^*) t}$, which immediately yields three cases. -\subsection{Logistic Equation} +\begin{keyresult} + \textbf{Stability classification for autonomous equations $\mathrm{d}y/\mathrm{d}t = f(y)$.} + + Let $y^*$ be an equilibrium with $f(y^*) = 0$. + + \begin{center} + \begin{tabular}{l l p{5.5cm}} + \toprule + \textbf{Type} & \textbf{Condition} & \textbf{Behavior} \\ + \midrule + Asymptotically stable (sink) + & $f'(y^*) < 0$ + & Nearby solutions converge to $y^*$ as $t \to \infty$. \\[4pt] + Unstable (source) + & $f'(y^*) > 0$ + & Nearby solutions depart from $y^*$ as $t$ increases. \\[4pt] + Semi-stable (node) + & $f'(y^*) = 0$ + & Solutions approach $y^*$ from one side and depart on the other. \\ + \bottomrule + \end{tabular} + \end{center} +\end{keyresult} + +\begin{workedexample} + \textbf{Classify the equilibria of $\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} = y(y-1)(y-2)$.} + + We have $f(y) = y(y-1)(y-2) = y^3 - 3y^2 + 2y$, so + \[ + f'(y) = 3y^2 - 6y + 2. + \] + + Evaluate at each equilibrium: + \begin{align*} + f'(0) &= 3(0)^2 - 6(0) + 2 = 2 > 0 + &&\implies y^* = 0 \text{ is \textbf{unstable (source)}}. \\ + f'(1) &= 3(1)^2 - 6(1) + 2 = -1 < 0 + &&\implies y^* = 1 \text{ is \textbf{asymptotically stable (sink)}}. \\ + f'(2) &= 3(4) - 12 + 2 = 2 > 0 + &&\implies y^* = 2 \text{ is \textbf{unstable (source)}}. + \end{align*} + + These classifications are consistent with the phase line drawn in the previous section: $y=1$ attracts solutions from both sides, while $y=0$ and $y=2$ repel. +\end{workedexample} + +\begin{workedexample} + \textbf{Semi-stable equilibrium: $\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} = y^2$.} + + Here $f(y) = y^2$ and $f'(y) = 2y$. At the equilibrium $y^* = 0$: + \[ + f'(0) = 0. + \] + The linear test is inconclusive (derivative is zero), so we examine the sign of $f(y)$ directly: + $f(y) = y^2 > 0$ for all $y \neq 0$. Solutions approach $y^*=0$ from below but depart to the right from above. This confirms the \textbf{semi-stable (node)} classification. +\end{workedexample} + +\begin{workedexample} + \textbf{All three types in one equation: $\displaystyle\frac{\mathrm{d}y}{\mathrm{d}t} = y(y-1)^2$.} + + Equilibria: $y^* = 0$ and $y^* = 1$. + + Compute $f'(y) = (y-1)^2 + 2y(y-1) = (y-1)(3y-1)$. + + \begin{align*} + f'(0) &= (-1)(-1) = 1 > 0 + &&\implies y^*=0 \text{ is \textbf{unstable (source)}}. \\ + f'(1) &= (0)(2) = 0 + &&\implies \text{linear test inconclusive.} + \end{align*} + + For $y^*=1$, inspect the sign of $f(y) = y(y-1)^2$: + Since $(y-1)^2 \geq 0$ always and $y > 0$ near $y=1$, we have $f(y) > 0$ on both sides of $y=1$. + Solutions increase on both sides, so $y^*=1$ is \textbf{semi-stable} (approached from below, departed from above). +\end{workedexample} + +\subsection{The Logistic Equation} \label{sec:ch03_logistic} -% Content goes here +\paragraph{Biological motivation.} +The simplest population model is exponential growth, $\mathrm{d}P/\mathrm{d}t = rP$, which predicts unbounded growth. In reality, resources are finite. The \textbf{logistic equation} introduces a carrying capacity $K > 0$ that caps the population: +\begin{equation} + \label{eq:logistic} + \frac{\mathrm{d}y}{\mathrm{d}t} = r\,y\left(1 - \frac{y}{K}\right), \qquad r > 0,\; K > 0. +\end{equation} +The factor $(1 - y/K)$ reduces the per-capita growth rate as $y \to K$. When $y \ll K$ the dynamics are approximately exponential; when $y \to K$ the growth rate vanishes. + +\paragraph{Phase line analysis.} +Set $f(y) = ry(1 - y/K)$. The equilibria are: +\begin{align*} + f(y) &= 0 \implies y\left(1 - \frac{y}{K}\right) = 0 \implies y^*_1 = 0,\quad y^*_2 = K. +\end{align*} + +Compute the derivative: +\[ + f'(y) = r - \frac{2r}{K}y. +\] + +Evaluate at each equilibrium: +\[ + f'(0) = r > 0 \;\;\text{(unstable source)}, \qquad + f'(K) = r - 2r = -r < 0 \;\;\text{(asymptotically stable sink)}. +\] + +\begin{center} +\begin{tikzpicture}[scale=0.9] + \draw[thick] (0,0) -- (0,5); + \draw[->] (0,0) -- (0,-0.3); + \draw[->] (0,5) -- (0,5.3); + + \filldraw[black] (0,0.6) circle (2.5pt) node[right=4pt] {$y^*=0$ \small (unstable)}; + \filldraw[black] (0,4.4) circle (2.5pt) node[right=4pt] {$y^*=K$ \small (stable)}; + + % Arrow between 0 and K: going up toward K + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,2.5) -- (-0.15,2.15); + % Arrow below 0: going down (y < 0 is non-physical but mathematically valid) + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,0.2) -- (-0.15,-0.05); + % Arrow above K: going down toward K + \draw[-{Latex[length=4mm]}, red!70!black, very thick] (-0.15,4.9) -- (-0.15,4.65); + + \node[below] at (0,-0.5) {$y$}; +\end{tikzpicture} +\end{center} + +All solutions with $y(0) > 0$ approach the carrying capacity $K$ as $t \to \infty$. + +\paragraph{Exact solution by separation of variables.} +We solve \cref{eq:logistic} with initial condition $y(0) = y_0$: +\begin{align*} + \frac{\mathrm{d}y}{\mathrm{d}t} + &= r\,y\left(1 - \frac{y}{K}\right) \\[6pt] + \frac{\mathrm{d}y}{y\left(1 - \dfrac{y}{K}\right)} + &= r\,\mathrm{d}t. +\end{align*} + +Decompose the left-hand side using partial fractions: +\[ + \frac{1}{y\left(1 - \frac{y}{K}\right)} + = \frac{K}{K y - y^2} + = \frac{1}{y} + \frac{1}{K - y}. +\] +\textit{Verification:} $\displaystyle\frac{1}{y} + \frac{1}{K-y} = \frac{K-y+y}{y(K-y)} = \frac{K}{y(K-y)}$. + +Integrate both sides: +\begin{align*} + \int \left(\frac{1}{y} + \frac{1}{K-y}\right) \mathrm{d}y + &= \int r\,\mathrm{d}t \\ + \ln|y| - \ln|K-y| &= rt + C \\ + \ln\left|\frac{y}{K-y}\right| &= rt + C \\ + \frac{y}{K-y} &= A\,e^{rt}, \qquad A = \pm e^C. +\end{align*} + +Solve for $y$: +\begin{align*} + y &= (K-y)\,A\,e^{rt} \\ + y(1 + A e^{rt}) &= K A e^{rt} \\ + y(t) &= \frac{K A e^{rt}}{1 + A e^{rt}} + = \frac{K}{1 + \dfrac{1}{A}e^{-rt}}. +\end{align*} + +Apply the initial condition $y(0) = y_0$: +\[ + y_0 = \frac{K}{1 + \tfrac{1}{A}} + \implies 1 + \tfrac{1}{A} = \frac{K}{y_0} + \implies \frac{1}{A} = \frac{K - y_0}{y_0}. +\] +Denoting $\displaystyle A' = \frac{K - y_0}{y_0}$, the final form is +\begin{equation} + \label{eq:logistic_solution} + y(t) = \frac{K}{1 + A' e^{-rt}}, + \qquad A' = \frac{K - y_0}{y_0}. +\end{equation} +As $t \to \infty$, $e^{-rt} \to 0$ and $y(t) \to K$, confirming the phase line prediction. + +\begin{workedexample} + \textbf{Logistic growth with $r = 0.5$, $K = 100$, $y_0 = 10$.} + + The equation is $\mathrm{d}y/\mathrm{d}t = 0.5\,y(1 - y/100)$. + + The constant $A'$ is + \[ + A' = \frac{100 - 10}{10} = 9. + \] + The solution is + \[ + y(t) = \frac{100}{1 + 9\,e^{-0.5t}}. + \] + + At $t = 5$: + \[ + y(5) = \frac{100}{1 + 9\,e^{-2.5}} + = \frac{100}{1 + 9 \cdot 0.0821} + = \frac{100}{1.739} \approx 57.5. + \] + The population reaches about 58\% of its carrying capacity after 5 time units. +\end{workedexample} \subsection{Euler's Method} \label{sec:ch03_eulers_method} -% Content goes here +Many differential equations do not admit closed-form solutions. \textbf{Euler's method} provides a simple numerical procedure to approximate the solution. -\subsection{Applications (Cooling, Mixing, Falling Bodies)} +\paragraph{Derivation from Taylor expansion.} +Let $y(t)$ be the exact solution of $y' = f(t,y)$. Expand $y(t_{n+1})$ about $t_n$ using Taylor's theorem: +\begin{equation} + y(t_{n+1}) = y(t_n) + h\,y'(t_n) + \frac{h^2}{2}\,y''(\xi_n), + \qquad \xi_n \in (t_n, t_{n+1}), +\end{equation} +where $h = t_{n+1} - t_n$ is the step size. Since $y'(t_n) = f(t_n, y(t_n))$, +\[ + y(t_{n+1}) = y(t_n) + h\,f(t_n, y(t_n)) + \frac{h^2}{2}\,y''(\xi_n). +\] +Euler's method retains only the first two terms, discarding the $O(h^2)$ remainder. + +\begin{keyresult} + \textbf{Euler's method.} + Given $y' = f(t,y)$ with $y(t_0) = y_0$ and step size $h$: + \begin{align} + t_{n+1} &= t_n + h, \label{eq:euler_t} \\ + y_{n+1} &= y_n + h\,f(t_n, y_n). \label{eq:euler_y} + \end{align} +\end{keyresult} + +\begin{hintbox} + \textbf{Error analysis.} + + \begin{itemize} + \item \textbf{Local truncation error} (error per step): + \[ \tau_{n+1} = \frac{h^2}{2}\,y''(\xi_n) = O(h^2). \] + \item \textbf{Global truncation error} (accumulated error at a fixed $t$ after $N = (t-t_0)/h$ steps): + \[ \varepsilon_N = O(h). \] + \end{itemize} + + Halving the step size roughly halves the global error, but doubles the number of steps. +\end{hintbox} + +\begin{workedexample} + \textbf{Approximate $y' = y$, $y(0) = 1$ using Euler's method with $h = 0.1$.} + + The exact solution is $y(t) = e^t$. Here $f(t,y) = y$, so the iteration is + \[ + y_{n+1} = y_n + 0.1\,y_n = 1.1\,y_n. + \] + + Starting from $y_0 = 1$: + \begin{center} + \begin{tabular}{c c c c c c} + \toprule + $n$ & $t_n$ & $y_n$ (Euler) & $y(t_n) = e^{t_n}$ (exact) & Local error $\tau$ & Cumulative error \\ + \midrule + 0 & 0.0 & 1.0000 & 1.00000 & $-$ & 0.0000 \\ + 1 & 0.1 & 1.1000 & 1.10517 & 0.00059 & 0.0052 \\ + 2 & 0.2 & 1.2100 & 1.22140 & 0.00061 & 0.0114 \\ + 3 & 0.3 & 1.3310 & 1.34986 & 0.00063 & 0.0189 \\ + 4 & 0.4 & 1.4641 & 1.49182 & 0.00066 & 0.0277 \\ + 5 & 0.5 & 1.6105 & 1.64872 & 0.00069 & 0.0382 \\ + 6 & 0.6 & 1.7716 & 1.82212 & 0.00072 & 0.0505 \\ + 7 & 0.7 & 1.9487 & 2.01375 & 0.00075 & 0.0650 \\ + 8 & 0.8 & 2.1436 & 2.22554 & 0.00079 & 0.0819 \\ + 9 & 0.9 & 2.3579 & 2.45960 & 0.00083 & 0.1017 \\ + 10 & 1.0 & 2.5937 & 2.71828 & 0.00087 & 0.1246 \\ + \bottomrule + \end{tabular} + \end{center} + + At $t = 1.0$, Euler's method gives $y_{10} = 2.5937$ while the exact value is $e \approx 2.7183$. The relative error is + \[ + \frac{|2.71828 - 2.59374|}{2.71828} \approx 4.58\%. + \] + + The error grows because each step's $O(h^2)$ local error compounds. With the same $h = 0.1$, the error at $t = 1$ is proportional to $h \cdot t \approx 0.1$. To reduce the error by a factor of 10, use $h = 0.01$. +\end{workedexample} + +\begin{workedexample} + \textbf{Euler's method on $y' = -2y$, $y(0) = 3$, with $h = 0.5$.} + + Here $f(t,y) = -2y$, so $y_{n+1} = y_n - h(2y_n) = y_n(1 - 2h)$. + + With $h = 0.5$: $y_{n+1} = y_n(1 - 1) = 0$ for $n \geq 1$. This is an \textbf{unstable} outcome: any numerical noise would blow up because $|1 - 2h| = 0$ is at the boundary. + + The exact solution is $y(t) = 3e^{-2t}$. At $t = 1$: $y(1) = 3e^{-2} \approx 0.406$. + + Euler with $h = 0.5$ gives $y_2 = 0$ at $t = 1$, which is far off. + + With a smaller step $h = 0.1$: $y_{n+1} = y_n(1 - 0.2) = 0.8\,y_n$. + \[ + y_{10} = 3 \cdot (0.8)^{10} = 3 \cdot 0.1074 \approx 0.322. + \] + This is much closer to the exact $0.406$. + + \textit{Lesson:} For stiff equations or large negative eigenvalues, small step sizes are essential for Euler's method. +\end{workedexample} + +\subsection{Applications} \label{sec:ch03_applications} -% Content goes here +\subsubsection{Newton's Law of Cooling} +\label{sec:ch03_cooling} + +\textbf{Physical setup.} A hot object placed in a cooler environment loses heat at a rate proportional to the temperature difference between the object and the ambient medium. + +\textbf{Model.} Let $T(t)$ be the object's temperature and $T_a$ the constant ambient temperature. Newton's law states: +\begin{equation} + \label{eq:newton_cooling} + \frac{\mathrm{d}T}{\mathrm{d}t} = k\,(T - T_a), \qquad k < 0. +\end{equation} +The equilibrium is $T^* = T_a$ (the object eventually reaches ambient temperature). Since $f'(T_a) = k < 0$, the equilibrium is asymptotically stable. + +\begin{workedexample} + \textbf{A cup of coffee cools from $90^\circ$C to $70^\circ$C in 10 minutes in a $20^\circ$C room. How long until it reaches $40^\circ$C?} + + \textit{Step 1: Solve the ODE.} Separate variables: + \[ + \frac{\mathrm{d}T}{T - T_a} = k\,\mathrm{d}t + \implies \ln|T - T_a| = kt + C + \implies T(t) = T_a + (T_0 - T_a)e^{kt}. + \] + + With $T_a = 20$ and $T_0 = 90$: + \[ + T(t) = 20 + 70\,e^{kt}. + \] + + \textit{Step 2: Determine $k$.} At $t = 10$: + \[ + 70 = 20 + 70\,e^{10k} + \implies e^{10k} = \frac{50}{70} = \frac{5}{7} + \implies k = \frac{1}{10}\ln\!\left(\frac{5}{7}\right) \approx -0.0336. + \] + + \textit{Step 3: Find the time to reach $40^\circ$C.} + \[ + 40 = 20 + 70\,e^{-0.0336t} + \implies e^{-0.0336t} = \frac{20}{70} = \frac{2}{7}. + \] + \[ + -0.0336t = \ln\!\left(\frac{2}{7}\right) + \implies t = \frac{\ln(2/7)}{-0.0336} + = \frac{-1.253}{-0.0336} \approx 37.3 \text{ minutes}. + \] + + The coffee reaches $40^\circ$C after approximately \textbf{37.3 minutes}. +\end{workedexample} + +\subsubsection{Mixing Problems} +\label{sec:ch03_mixing} + +\textbf{Physical setup.} A tank contains a solution of salt and water. Brine flows in at a known concentration and rate, and the well-stirred mixture flows out at a known rate. We wish to track the amount of salt $Q(t)$ in the tank. + +\textbf{Model.} Let $V(t)$ be the volume, $c_1$ the concentration of incoming brine, and $r_1$, $r_2$ the inflow and outflow rates. The rate of change of salt is +\begin{equation} + \label{eq:mixing} + \frac{\mathrm{d}Q}{\mathrm{d}t} = \underbrace{c_1 r_1}_{\text{rate in}} + - \underbrace{\frac{Q(t)}{V(t)}\,r_2}_{\text{rate out}}. +\end{equation} +If $r_1 = r_2 = r$ then $V(t) = V_0$ is constant, and the equation becomes linear: +\begin{equation} + \frac{\mathrm{d}Q}{\mathrm{d}t} + \frac{r}{V_0}\,Q = c_1 r. +\end{equation} + +\begin{workedexample} + \textbf{A tank holds 100~L of brine with 20~kg of dissolved salt. Brine containing 0.5~kg/L flows in at 3~L/min. The well-mixed solution flows out at 3~L/min. Find $Q(t)$ and the long-term salt content.} + + \textit{Parameters:} $V_0 = 100$~L, $Q(0) = 20$~kg, $c_1 = 0.5$~kg/L, $r = 3$~L/min. + + \textit{ODE:} Since inflow = outflow, $V(t) = 100$ is constant. + \[ + \frac{\mathrm{d}Q}{\mathrm{d}t} = (0.5)(3) - \frac{Q}{100}(3) + = 1.5 - \frac{3}{100}Q + = 1.5 - 0.03\,Q. + \] + + \textit{Solve:} This is a linear first-order equation. The integrating factor is + \[ + \mu(t) = e^{\int 0.03\,\mathrm{d}t} = e^{0.03t}. + \] + Multiply through: + \[ + \frac{\mathrm{d}}{\mathrm{d}t}\!\left(Q e^{0.03t}\right) + = 1.5\,e^{0.03t}. + \] + Integrate: + \[ + Q(t)\,e^{0.03t} = \frac{1.5}{0.03}\,e^{0.03t} + C + = 50\,e^{0.03t} + C, + \] + \[ + Q(t) = 50 + C\,e^{-0.03t}. + \] + + Apply $Q(0) = 20$: $20 = 50 + C \implies C = -30$. + \[ + \boxed{Q(t) = 50 - 30\,e^{-0.03t}}. + \] + + \textit{Long-term behavior:} As $t \to \infty$, $Q(t) \to 50$~kg. This makes physical sense: the equilibrium concentration matches the inflow concentration, so the tank eventually holds $0.5 \times 100 = 50$~kg of salt. + + \textit{Phase line interpretation:} The autonomous equation $Q' = 1.5 - 0.03Q$ has one equilibrium at $Q^* = 50$. Since $f'(Q^*) = -0.03 < 0$, it is asymptotically stable. +\end{workedexample} + +\subsubsection{Falling Body with Air Resistance} +\label{sec:ch03_falling_body} + +\textbf{Physical setup.} A body of mass $m$ falls under gravity. Air resistance opposes the motion. We model the speed $v(t)$ (positive downward). + +\textbf{Model with linear drag.} The drag force is proportional to speed: $F_{\text{drag}} = -kv$. Newton's second law gives +\begin{equation} + \label{eq:falling_linear} + m\,\frac{\mathrm{d}v}{\mathrm{d}t} = mg - kv. +\end{equation} +The equilibrium (terminal velocity) is found by setting $v' = 0$: +\[ + mg - kv^* = 0 \implies v^* = \frac{mg}{k}. +\] +Since $f'(v^*) = -k/m < 0$, the terminal velocity is asymptotically stable: any initial speed eventually converges to $v^*$. + +\begin{workedexample} + \textbf{A 10~kg object falls under gravity ($g = 9.8$~m/s\textsuperscript{2}) with linear air resistance ($k = 2$~N$\cdot$s/m). Find the terminal velocity and $v(t)$ if the object is dropped from rest.} + + \textit{Terminal velocity:} + \[ + v^* = \frac{mg}{k} = \frac{10 \cdot 9.8}{2} = 49 \text{ m/s}. + \] + + \textit{Solve the ODE:} Divide by $m = 10$: + \[ + \frac{\mathrm{d}v}{\mathrm{d}t} = 9.8 - \frac{2}{10}v = 9.8 - 0.2\,v. + \] + Separate: + \[ + \frac{\mathrm{d}v}{9.8 - 0.2v} = \mathrm{d}t + \implies -\frac{1}{0.2}\ln|9.8 - 0.2v| = t + C. + \] + With $v(0) = 0$: $-\frac{1}{0.2}\ln(9.8) = C$. + \[ + \ln|9.8 - 0.2v| = -0.2t + \ln(9.8) + \implies 9.8 - 0.2v = 9.8\,e^{-0.2t}, + \] + \[ + \boxed{v(t) = 49\bigl(1 - e^{-0.2t}\bigr)}. + \] + + \textit{Check:} As $t \to \infty$, $v(t) \to 49$~m/s (terminal velocity). At $t = 5$~s: + \[ + v(5) = 49(1 - e^{-1}) = 49(1 - 0.368) \approx 31.1 \text{ m/s}. + \] +\end{workedexample} + +\textbf{Model with quadratic drag.} For high-speed motion (e.g., skydiving), the drag force is proportional to $v^2$: +\begin{equation} + \label{eq:falling_quadratic} + m\,\frac{\mathrm{d}v}{\mathrm{d}t} = mg - kv^2. +\end{equation} +The terminal velocity is $v^* = \sqrt{mg/k}$. The qualitative behavior is the same---solutions converge to $v^*$ asymptotically---but the approach is different from the linear case. \subsection{Summary} \label{sec:ch03_summary} -% Summary table at end of chapter \begin{table}[htbp] \centering -\caption{Chapter Summary} +\caption{Chapter 3 Summary: Qualitative Analysis and Numerical Methods} \label{tab:ch03_summary} -\begin{tabular}{l l} +\begin{tabular}{l p{5.5cm}} \toprule \textbf{Concept} & \textbf{Key Formula/Method} \\ \midrule -TBD & TBD \\ +Autonomous equation & $\displaystyle \frac{\mathrm{d}y}{\mathrm{d}t} = f(y)$, no explicit $t$-dependence \\ +Equilibrium & $y^*$ such that $f(y^*) = 0$ \\ +Phase line & Vertical line with equilibria marked and arrows showing flow direction \\ +Stability (sink) & $f'(y^*) < 0 \;\Rightarrow$ asymptotically stable \\ +Stability (source) & $f'(y^*) > 0 \;\Rightarrow$ unstable \\ +Semi-stable (node) & $f'(y^*) = 0$; sign of $f$ determines approach/departure \\ +Logistic equation & $\displaystyle \frac{\mathrm{d}y}{\mathrm{d}t} = ry\!\left(1 - \frac{y}{K}\right)$ \\ +Logistic solution & $\displaystyle y(t) = \frac{K}{1 + A e^{-rt}}, \;\; A = \frac{K-y_0}{y_0}$ \\ +Euler's method & $y_{n+1} = y_n + h\,f(t_n, y_n)$ \\ +Euler global error & $O(h)$ \\ +Newton's cooling & $\displaystyle T(t) = T_a + (T_0 - T_a)e^{kt}, \; k < 0$ \\ +Mixing (constant $V$) & $\displaystyle \frac{\mathrm{d}Q}{\mathrm{d}t} + \frac{r}{V_0}Q = c_1 r$ \\ +Linear drag terminal velocity & $v^* = mg/k$ \\ +Quadratic drag terminal velocity & $v^* = \sqrt{mg/k}$ \\ \bottomrule \end{tabular} \end{table}