Nicholas Houghton Introduction to Real Analysis Project Chapter 4; Project 1 May 10, 2013

Verifying Separation of Variables via Fundamental Theorem of Calculus and the Chain Rule for Derivatives

Problem Statement A first-order ordinary differential equation with initial condition ( ) if it can be written in the form: ( ) ( ) is called variables separable

In calculus, you probably learned that to solve the differential equation, you multiply both sides by 'dt' to obtain ( ) ( )

You then integrate the left side with respect to y, obtaining ( ), and the right side with respect to t, obtaining ( ) you determine the constant C by the initial condition and then solve for y in terms of t. How can one integrate one side of an equation with respect to one variable and the other side with respect to another variable and expect the results to be equal? a) Using the chain rule and the Fundamental Theorem of Calculus, explain carefully what really is going on here. b) Use the method to solve c) Use the method to solve ( ) ( )

Preliminary Work Before beginning to think of what is occurring in the original first-order ordinary differential equation (ODE), two definitions must be given pertaining to the problem statement. These two definitions are:

1. Fundamental Theorem of Calculus: ( ) 2. Chain Rule of Differentiation:

( )

With these definitions, we can begin to investigate the behavior noted in the problem statement. In layperson's terms, the Fundamental Theorem of Calculus (FTC) states that F(x) is the antiderivative of f(x), and is bounded on [a,b] and differentiable on (a,b) assuming that f be a continuous real-valued function defined on [a,b]. The chain rule of differentiation is a formula for computing the derivative of the composition of two or more functions. That is, if f is a function and g is a function, then the chain rule expresses the derivative of the composite function in terms of the derivatives of f and g. Based on this information, it becomes possible to investigate the behavior of a variables separable ODE, and to also solve the initial value problems from parts b) and c) respectively. Discussion Plainly looking at the generic ODE seen above, a student may mistakenly try to multiply both sides by dt, and simply move from there. While this is 'possible' the reason is not based solely on algebraic principles. A differential is traditionally an infinitesimal change in a variable; dt represents a change in t, but one that is infinitely small. As stated, it is not a precise mathematical concept, but rather it is something that aids mathematicians intuitively when working with integrals, derivatives, and other aspects of a differential world. In fact, the differentials are defined implicitly, and as a result may confuse some students, despite the fact that the definition looks fairly simple:

In the beginning of calculus, many students try to look at this concept algebraically by getting rid of like terms, instead of looking at this definition in the intuitive sense. This definition summarizes the idea that the derivative of y with respect to x is the limit of the ratio of the differences y/x as x becomes infinitesimal. This idea then becomes the basis for the proof of separation of variables, and why it is a valid technique for solving certain ODEs, and even more complex problems. Below, I will lay out the proof of separation of variables, and what exactly it means as well. 2

Proof Consider the differential equation: ( ) ( )

Now, also consider the antiderivative of ( ), and differentiate it with respect to x. We know that:

( )

( )

( )

by the chain rule

because F(y) is the antiderivative of f(y), so the derivative of F(y) must be the function f(y) itselfthis result is based on the FTC, stated above. Now, we take this result and substitute into the differential equation for ( ) . This gives us: ( ) ( ) ( ). Now if we

This is saying that we have two functions that are equivalent: ( ) ( )

integrate both functions with respect to t, we should get the same antiderivative, up to a constant, so: [ ( )] ( )

As stated before, the antiderivative of a derivative of a function is just the function itself (up to a constant), so ( ) ( )

This is the same result we get from doing it the intuitive way as explained in the problem statement, which proves the verity of the separation of variables technique.

Explanation Now that the separation of variables has been proved, some insight needs to be given as to what exactly it means when simply doing it the intuitive way. Basically, the FTC and Chain Rule are used in quick succession to go through the steps listed above in order to allow someone to multiply each side by a differential, to create a variables separated equation. The reason that this needed to be proved with rigor 3

was the fact that a differential is an infinitesimal change, rather than a concrete value. Because it is essentially zero, it is difficult for people to understand why it is okay to multiply and divide by such values. This issue also arose when limits first began to be investigated, and the difference quotient became a prominent feature of the differential calculus. Non-mathematicians had issues with the fact that Newton was essentially multiplying and dividing by differentials as if they were actual numbers, but then in other steps of a proof he assumed that they were essentially zero in order to simplify aspects of the quotient. In fact, this sparked a debate between prominent members of society and mathematicians, which led to Cauchy providing more rigorous proofs of many concepts that mathematicians took for granted (such as the definition of the limit, which is not governed by the - definition of a limit). The same issue occurred with the separation of variables, and similar approach was needed in order to proof the verity of performing the separation itself. Based on the FTC and Chain Rule, it was shown that it is in fact mathematically correct to perform separation of variables, but perhaps not for the same reasons that something similar would be allowed in a purely algebraic setting. This differential equation (the one being studied for this problem) is demonstrating that a function in y is related to a function in t by the ratio of infinitesimal differences of each function. This means that as the change in t gets to small that it becomes infinitesimal, there exists a definitive relationship between the function in y and the function in t. This is due to the fact that the function in y actually relies on t in some way; as a result when there is a change in t, the function in y is directly affected as well.

Additional Problems The second and third parts of the problem statement task us with solving two ODEs, using the variables separation technique. The work will be shown below. Some basic assumptions are going to be made in order to further simplify the process, such as , and that the equations are easily separable.

( )

[ b) ]

( )

c)

[
(

]
)

( (

) )