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DIRECTION FIELDS AND INTEGRAL CURVES


We have seen that the solution of the differential equation y
i
= (x) is
y(x) = _(x) Jx
and since the integration results in the introduction of an arbitrary constant
1
, this solution represents a one-
parameter family of functions called the equations integral curves (or solution curves). For example, the
differential equation y
i
= 2x +1 has a one-parameter family of solutions given by
y(x) = _(2x +1) Jx
= x
2
+x +c
This family consists of parabolas shifted vertically with respect to one another:

Now consider the more general and very important equation
y
i
= (x, y) (1)
If y = (x) is a solution, then

i
(x) = (x, (x))
and therefore
q(x) = _(x, q(x)) dx (2)
However, unless we know , which we do not, we cannot integrate. Nevertheless, equation (2) also represents a
family of integral curves of (1) and we can visualize them as follows: if y = (x)is a solution curve of (1), then
at any point (x
0
, y
0
) where is defined and differentiable,
'(x
0
) = (x
0
, (x
0
))
In other words, (x
0
, (x
0
)) = (x
0
, y
0
) tells us the slope of the solution curve at (x
0
, y
0
).
If we draw a small line segment of slope (x
0
, y
0
) at (x
0
, y
0
), then we know that the local behavior of the solution
curve at that that point is like that of a straight line containing the point and of slope (x
0
, y
0
). Figure 1 below
illustrates the idea in the particular case where y
i
= x
2
+y
2
and (x
0
, y
0
) = (2,1). Notice that the tangent line has
slope S at this point.




1
Sometimes we write ](x) Jx +c to stress the fact that a constant is involved.

-2 -1 1 2
-2
2
4
6
8
c = -2
c = -1
c = u
c = 2
c = 1
2








Figure 1
So although we do not know the exact nature of the solution curve (in red) passing through (2,1), we know how it
is changing as it goes through that point; its instantaneous rate of change is S, that is, it looks like a straight line
with slope S.
With the aid of a computer we can perform this procedure at as many points as we wish and generate a the slope
field (also known as a direction field) associated with the differential equation.
In the optional section of these notes, we will show that this field is given by m(x, y) = t +(x, y).
A slope field looks something like this:






Once many points have been plotted with their corresponding slope lines, the profile of the solutions starts to
emerge as a flow of lines that follow the slope field.







Computer programs such as MATHEMATICA can be used to plot fields as the examples that follow illustrate.
Example 1 The field associated with y
i
= 2x -y can be obtained with the command
VectorPlot[{1,2xy},{x,a,b},{y,c,d}]
where the numbers a, b, c, and d define the desired window. The figure below corresponds to the
rectangular window |-S,S] |-S,S].

(2,1)
m= S
2
1
y = (x)
Close-up
3


It can be shown that the solution curves of this differential equation are given by the one-parameter family
y(x) = 2x -2 +ke
-x

The line y = 2x -2 seems to separate the solution curves into two distinct families: the ones that lie above the
line and the ones that lie below it. We call this a line a separatrix of the integral curves.
Example 2 An even simpler example involves a differential equation in which (x, y) involves only the variable x,
for then the problem can be integrated and the solution curves explicitly described. Consider the equation
Jy
Jx
= 2x
In which (x, y) = 2x. The solution curves are given by y = ]2x Jx +c = x
2
+c. Some members of this
family of parabolas are shown in the graph below, as well as the corresponding slope field.



VectorPlot[{1,2x},{x,-2,2},{y,-2,4}]
Isoclines
Drawing a slope field by hand requires a lot of computation but there is another way to study the behavior of
solutions qualitatively which is based on a study of the differential equations isoclines.



-2 -1 0 1 2
-2
-1
0
1
2
-2 -1 1 2
-2
-1
1
2
3
4

-2 -1 0 1 2
-2
-1
0
1
2
3
4
Definition
The curves (x, y) = c are called the isoclines of the equation y = (x, y)
y = 2x -2
4

An Isocline can be any kind of plane curve and the name may be misleading. The work iso is derived from the
Greek for equal. Thus, isoclines are plane curves along which the integral curves have equal slope.
The idea of using an equations isoclines to analyze the qualitative behavior of solutions is illustrated in the
examples below.
Example 3Determine the isoclines of y
i
= 2x -y and use this information to graph some of the solution curves
of the differential equation.
Solution
The isoclines are found by setting 2x -y = c where c is a constant. Thus, the isoclines are straight lines
given by
y = 2x -c
These isoclines are straight lines with slope 2 and y-intercept (u, -c). For example, if c = 1, then the
corresponding isocline is
y = 2x -1
which is a straight line with slope 2 and y-intercept at (u, -1). What happens along this line? The value
of f(x,y) is 1 (the same as that of c). Therefore, if y = (x) is a solution curve, its slope is also1 at each
point on the isoclines:





In the figure, the small red lines represent the slope of the solution curves (blue) as they cross the line y = 2x -1.
The figure below shows the isoclines corresponding to the values c = -1, u, 1, anu 2. When solution
curves intersect these lines, they attain the same slope as the value of c.














The small line segments indicate the slope field, which correspond to the slope of the solution curves. By joining the
slope field points one can construct the solution curves (indicated in blue).
Notice that the line corresponding to c = 2 is the separatrix of this equation. Also observe that y = 2x -
2 is a solution of the differential equation y
i
= 2x -y because
(2x -2)
i
= 2x -(2x -2)
is an identity.
.
c = 1
c = u
c = 2
c = 1
y = 2x -1 isocline corresponding toc = 1
Integral curves have equal slope (m = 1) along the
isocline
5

Example 4 The isoclines of the equation y
i
= 2x are vertical lines given by 2x = c or x = c2. Compare the
figure below with direction field of example 2.









Example 5Determine the isoclines of y
i
= x -y and use this information to graph some of the solution curves of
the differential equation.
Solution
The isoclines are found by setting (x, y) = x -y = c, where c is a constant. Thus, the isoclines are
lines of slope 1 given by
y = x -c







Using Mathematicawe can plot the direction field (figure on left) and some of the integral curves, which
appear in the figure on the right:

-3 -2 -1 0 1 2 3
-3
-2
-1
0
1
2
3
c = 1
c = 2
c = u
c = -1

-4 -2 2 4
-3
-2
-1
1
2
3
1 2 S -1 -2
c = 2 c = 4 c = -2 c = -4
c = u
When c = 1, the isoclines is x = 12. On
this line, the solution curves have slope 12.
The isolcines corresponding to c =
-4, -2, u, 2, and 4 are shown in the figure to
the left.
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Example 6 What are the isoclines of the differential equation y' = 4x
2
+y
2

Solution
The isoclines are given by 4x
2
+y
2
= c. Observe that since 4x
2
+y
2
u for all (x, y), we can only
choose values of c that are non-negative. This means that the solution curves must be always non-
decreasing.
The equation 4x
2
+y
2
= c represents a family ellipses. For example, if c = 1 then 4x
2
+y
2
= 1 is an
ellipse with x-intercepts at [_
1
2
, u and y-intercepts at (u, _1). At each point on this curve, the solution
of the differential equation y
i
= 4x
2
+y
2
has slope 1. The equation of the ellipses in standard formis
x
2
c
4
+
y
2
c
= 1
and corresponds to a family of concentric ellipses with their major axis along the y-axis (see figure
below).











On the ellipse corresponding to c = 12 for example, the solution curves always have slope 12. Similarly, they
have slope 1 on the ellipse corresponding to c = 1.
The graph below show the direction field of the equation y' = 4x
2
+y
2
.

Example 7 Graph the direction field of the equation u
i
= u
2
-t
2
and use its isoclines to determine the equations
solutions profile.

-1.0 -0.5 0.0 0.5 1.0
-1.0
-0.5
0.0
0.5
1.0
c = 12
c = 1
c = 2
7

Solution
The isoclines are given by u
2
-t
2
= c which correspond to a family of hyperbolas in the t-u plane. The
direction field is given by m(x, y) = t +(u
2
-t
2
) and it is illustrated in the figure below:

Observe how the filed seems to align itself with the family of hyperbolas u
2
-t
2
= c. In order to
interpret what the isoclines tell us, consider the three cases c = u, c > u, and c < u separately. The table
below will allow us to organize this information.
c = u
u
2
-t
2
= u corresponds to the straight lines u = _t. On these
lines, the solution curves have zero slope.
c > u
u
2
-t
2
= c corresponds to hyperbolas with intercepts on the u-
axis. On these hyperbolas, the solution curves have positive slope.
c < u
u
2
-t
2
= c corresponds to hyperbolas with intercepts on the t-
axis. On these hyperbolas, the solution curves have positive slope.


As one can see, fields can be very useful tools, specially because more often than not, it is impossible to obtain
explicit solutions for equations such as the ones of the previous two examples. Later we will develop numerical
methods that can be used to find approximations at specific points.
-2 -1 0 1 2
-2
-1
0
1
2
-5 5
-5
5
c = u c = u
c > u
c > u
c < u
c < u
Typical integral curve