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Math 312 - Applied Math handout # 3

(a) Heuristic derivation of the logistic differential equation


Suppose there are two categories of people comprising a closed community: the population is
constant. This may seem very unrealistic, except over short periods of time, for what about births,
deaths, “emigration” and “immigration” within such a community? And while this is a valid
criticism, there are several contexts in which a constant population is valid: cruise liners, and
political bodies (House, Senate, etc.) being two such examples. We shall examine the mathematical
genesis of the logistic equation in the former context, but not before identifying a limitation inherent
in this approach. A cruise liner may have a thousand passengers (and several hundred crew
members) on board, whereas the United States Senate has one hundred members. In each case, the
total population is constant (ignoring people falling overboard in the former case, of course!), but
within each community, there may be two classes of subpopulations. Obviously the number of males
and females remains fixed, so what could vary?

We’ll make some simplifying assumptions here. Suppose that a passenger with a contagious and
easily transferrable disease boards the cruise liner (without exhibiting any symptoms at that time).
Over time, assuming all the other passengers are susceptible to this disease, as the infected individual
comes into contact with them, the number of infected passengers increases – and this is certainly
something that has happened on several occasions in recent years. So in this case, at any given time
in this simplified model, there are two categories of passengers: those that are infected and those that
are not. And in this model these populations will vary monotonically over time subject only to the
condition that their sum is a constant, K. We could change the scenario from transference of a
disease to that of a rumor: gossip! In that case there would be additional assumptions to be made:
everyone who knew the rumor would be willing to share it, and everyone who did not know it would
be willing to listen (and hence pass it on!). A related context is that of advertising by word of mouth:
“Did you hear about the special offer being made at Sunbucks? They’re giving away a Caribbean
cruise to everyone who buys a grande peppered Latvian pineapple-cauliflower espresso mocha
latté...”

In the case of the US Senate, suppose that Senator A introduces a Bill (perhaps to restrict the
availability of the above coffee at Sunbucks because of its harmful effects on the local populace?).
Perhaps there is little support for the Bill initially (many of the Senators like that coffee), and as
acrimonious but eloquent debate continues, more and more Senators begin to see the error of their
ways, and eventually vote accordingly... Again, there will be an evolution of the potential “Aye” and
“Nay” votes over time, culminating in, well, you’ll just have to tune in to C-Span to see the
outcome...

So what is the limitation of this approach, regardless of context? Nothing yet, but if we use
calculus to try and describe the rate of change of the two populations, we are making the implicit
assumption of differentiability, and hence continuity of the populations. But the populations are
discrete! The are always an integral number of infected passengers, or of senators disposed to vote
for the Bill (and despite one’s personal misgivings about Senator B, though he may only do the work
of half a senator, he is one person). Calculus is strictly valid when there is a continuum of values of
the variables concerned, and in that sense can never be totally realistic, even when there are billions
of individuals (such as the number of cells in a tumor). It is usually the case in practice that the more
individuals there are in a population, the more appropriate the mathematical description will be from
a continuum perspective, because small populations can be subject to fluctuations that are
comparable in size with the population! Under these circumstances a discrete approach is desirable.
Nevertheless, when the number of possible “states” is limited (as in “Aye” or “Nay”, infected or
not), frequently the calculus-based approach is sufficiently accurate to “interpolate” the behavior of
the more accurate discrete formulation. And that is what we shall do here in the context of the Cruise
liner epidemic, neglecting all complications like incubation times, and likelihood of recovery and/or
immunity from the disease. Such considerations are very important in realistic epidemiological
models, but will not be addressed here.

Let Nt be the number of infected passengers and Mt be the number not infected. Obviously
Nt + Mt = K and, as stated above, N0 = 1 (this initial condition can be changed without loss of
generality). Remembering that the argument we are making here is not a rigorous one, let us take
two such passengers at random, and ask what the probability of the spread of the disease will be from
such an encounter. Certainly, the only way the disease will spread is if each of these two individuals
is in a different category. To reframe this in the “rumor” category, if our two individuals know of the
rumor, then to begin with, they may just talk about the weather (especially if they are from the
U.K!); if both know the rumor, they may just talk about... the weather. It is only if one knows the
rumor, and one does not, that the rumor will spread. And so it is with the disease. The probability of
picking an individual from the infected population and then one from the uninfected is

PN, M = N ⋅ M = PM, N,


K K−1
of course, so the probability of the infection spreading from this encounter is proportional to NM,
and this is just NK − N. Furthermore, it is reasonable to suppose that the rate of change of N is
proportional to this probability, i.e. that
dN = rNK − N, (1)
dt
r being the constant of proportionality.

Solution (a):
dN = rN1 − N  = r NK − N, hence
dt K K

∫ dN
NK − N
= ∫ 1
K
1 + 1
N K−N
dN = r t + D.
K
Therefore
ln|N| − ln|K − N| = rt + C 1 ; C 1 = KD,
or
N = e C 1 e rt ,
K−N
so
N = Ce rt ; C = ±e C 1 .
K−N
Therefore at t = 0, C = N 0 /K − N 0 , whence
N= CK = K .
C + e −rt 1+ K
− 1 e −rt
N0

Note that
d 2 N = r K − 2N = 0 when N = K ,
dt 2 k 2
so that where there is a point of inflection, it occurs at (K/2, t ∗ , where from the solution,

t ∗ = 1r ln K − 1 .
N0

Solution (b):
Treating equation (1) as a Bernoulli equation, we write it as
dN − rN = − r N 2 ,
dt K
so

N −2 dN − rN −1 = − r .
dt K
Let w = N −1 to obtain
dw + rw = r ,
dt K
which has integrating factor e rt so that we may write
d we rt  = r e rt ,
dt K
or

w = 1 + Ce −rt ,
K
or

N= K .
1 + CKe −rt
Applying the initial condition we find that C = K − N 0 /N 0 K so it follows that

N= K .
1+ K
N0
− 1 e −rt

as before.