INTERVAL OF VALIDITY

What is interval of Validity?

Consider the following initial value problem

+ = where y(to) = yo

If p(t) and q(t) are continuous functions on an open interval < t < and the interval contain to ,
then there is a unique solution to the initial value problem (IVP)
Interval of validity can be determined without solving the DE.
Example, Without solving, determine the interval of validity for the following IVP.
NUMERICAL
METHODS
FIRST ODE
 EULER METHOD
Vast Majority of First ODE cannot be solved
So far, we have been restricting ourselves to problem of first ODE that are linear, separable and exact type
which could be solved with a set of specific methods
So what do we do when faced with DE that we cannot solved?. The answer depends on what we are
looking for
If we want the long terms behavior of solution (or general trends), we can sketch direction field
If we want something more than behavior such as determining how a specific solution behave including
values that a solution can take, in this case, we need to resort to NUMERICAL METHODS that
allow us to approximate solution of DE

There are many different methods that can be used to approximate solution of DE including Euler and
Taylor
EULER METHOD
Euler Method is whereby solution of DE are curves in x-t plane to which direction field lines are
tangential at every point.
A curve representing the solution can be obtained by sketching on the direction field a curve that is
always tangential to the line of the direction field.
Solution of DE = line/curve tangential to line of direction field= functions relating x and t
Euler Method solution are constructed step by step starting from some starting point (xo, to)
 EULER METHOD
Consider First ODE

= , -------Equation 1 where x(to)=xo

Now, try to approximate solution of Equation 1 near t= = to , we know the value of
1. the solution at t= to, from the initial conditions

2. The value of derivative at t= to where = ,
=

Remember from equation of tangent line = ( ) , we need slope m and initial

conditions (to , xo ) to be able to write down equation of tangent line
So the equation of tangent line to the solution at t= to is
slope

= + ( , )( ) = + ( , )
X-capital x denote numerical approximation to exact solution
 EULER METHOD
Look at the following figure, If t1 is close enough to ,
then point x1 on tangent line should be fairly close
to actual value of solution at t1 or x(t1).
Then finding x1 is easy. Just plug t1 in the equation of
tangent line
1 = + ( , )(1 )

Now we would like to proceed in a similar manner

x
but we dont have value of the solution at t1
But recall that X1 (on blue line) is an x
approximation to the solution at t1. If X1 is a very x
good approximation to the actual value of the x
solution, then we can use that value to estimate
slope of tangent line at t1.
x
So construct a line through point (t1, X1) (blue
line) that has slope f(t1, x1). This gives
= 1 + (1 , 1 )( 1 )
EULER METHOD
Similarly to approximate solution at t2
2 = 1 + (1 , 1 )(2 1 )
Continue to next set of approximation
3 = 2 + (2 , 2 )(3 2 )
4 = 3 + (3 , 3 )(4 3 )
+1 = + ( , )(+1 )
Often we assume step sizes between the points t0, t1, t2.are of uniform size of h
Remember we assume + = (h is step size of h)
 EULER METHOD
1. Start with Equation 1 and Evaluate at (xo, to )
2. Then continue until desired time
3. We will have x1, x2, .xn that will approximate the actual value of solution at t1, t2..tn

In practice, we would like to write a computer program to do these computation. In most cases, f(x,t) is too
large or complicated to solve by hand.

Note :
Solution curves are approximation because they are tangential to direction field at certain point
Different initial to and xo (i.e. initial conditions) gives different solution curves to DE
Small h (step size) will give better approximation in the end. The numerical value will be close to analytical
values.
EULER METHOD

+
Example: A function x(t) satisfies the differential equation = . Use Euler method to

obtain approximation value of x(2) using step size h=0.1.
 TAYLOR METHODS
Remember Taylor Series
() 2 2 () 3 3 ()
+ = + + +
2! 2 3! 3

Euler method can be interpreted as using Taylor Series truncated after 2nd term as an approximation to
value of x(t+h)
()
+ = + = + ,

Applying truncated taylor series, starting at point (to , xo ) and denoting tn = to +nh, we obtain
1 = + = + ,
2 = 1 + = 1 + 1 , 1
3 = 2 + = 2 + 2 , 2
And so on. This is similar to Euler Method. Increase h, increase error
Capital X denote numerical solution; lower case x exact solution
MODELLING WITH
FIRST ODE
APPLICATION MODELLING WITH
FIRST ODE
Modelling is the process of writing a DE to describe a physical situation.
Example of Modelling with first ODE
1. Mixing Problem
1500 gallon tank initially contains 600 gallons of water with 5 lbs of salt dissolved in it. Water
enters the tank at a rate of 9 gal/hr and the water entering the tank has a salt concentration of
1/5 (1+cos t) lbs/gal. If a well mixed solution leaves the tank at a rate of 6 gal/hr. how much salt is
in the tank when it overflows?
MODELLING-POPULATION PROBLEM

Similar to mixing problems

If p(t) represents a population in a given region at any given time t, then

Rate of change in p(t) = rate at which p(t) enters region rate at which p(t) exits regions

Rate of which enter regions is referring to birth, migration and etc

Rate of which exits regions is death, migration out, predation and others
EXAMPLES POPULATION

Population of insects in a region will grow at a rate that is proportional to their current
population. In the absence of any outside factors, the population will triple in two weeks time.
On any given day, there is a net migration into the area of 15 insects and 16 are eaten by local
bird population and 7 die due to natural causes. If there are initially 100 insects in the area, will
the population survive? If not, when do they die out?
SUMMARY

Interval of validity
Numerical Methods
Euler
Taylors
Modelling first order DE
T H A N K YO U