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3.17 Growth and decay differential equation

Proposition

Let k,Ak,A be constants. Then the differential equation

d⁢fd⁢x=k⁢f{{df}\over{dx}}=kf

with inital condition f⁢(0)=Af(0)=A has unique solution f⁢(x)=A⁢ek⁢x.f(x)=Ae^{kx}.

Proof. We verify that this ff works. Indeed f⁢(x)=A⁢ek⁢xf(x)=Ae^{kx} has f′⁢(x)=A⁢k⁢ek⁢x=k⁢f⁢(x),f^{\prime}(x)=Ake^{kx}=kf(x), and f⁢(0)=A⁢e0=A.f(0)=Ae^{0}=A. Now let gg be any solution, and consider h⁢(x)=e-k⁢x⁢g⁢(x)h(x)=e^{-kx}g(x). Then h⁢(0)=e0⁢g⁢(0)=A,h(0)=e^{0}g(0)=A, and

h′⁢(x)=-k⁢e-k⁢x⁢g⁢(x)+e-k⁢x⁢g′⁢(x)=-k⁢e-k⁢x⁢g⁢(x)+k⁢e-k⁢x⁢g⁢(x)=0,h^{\prime}(x)=-ke^{-kx}g(x)+e^{-kx}g^{\prime}(x)=-ke^{-kx}g(x)+ke^{-kx}g(x)=0,

for all xx, so hh is a constant by Lemma 3.12. Hence h⁢(x)=h⁢(0)=Ah(x)=h(0)=A for all xx, and so g⁢(x)=A⁢ek⁢xg(x)=Ae^{kx}.