MSC602 Advanced Applied Mathematics

Part One.
Ordinary Differential
Equations

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 1
 MSC602 Advanced Applied Mathematics

Chapter 1.
First-Order ODEs

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 2
 Ordinary Differential Equations

1.5 Homogeneous ODE

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 3
1.5 Homogeneous ODEs
A first-order differential equation is homogeneous if it has the
form

(1)

A homogeneous equation can always be

transformed into a separable one using the
substitution .
MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 4
 1.5 Homogeneous ODEs
Then Eq. (1) becomes

We can write this equation as

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 5
 1.5 Homogeneous ODEs
The differential form of this equation is

where the variables u and x are separated.

Integration of this equation results in the general solution

of the transformed equation.

Back substitution of then gives the general

solution of the original homogeneous equation.

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 6
 The algorithm for solving homogenous
ODE
1. Rewrite a differential equation in the form of Eq. (1).

2. Substitute

3. Rewrite the obtained equation in such a form

that variables u and x are separated.
4. Integrate separated equation to obtain the general
solution of transformed equation.

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 7
The algorithm for solving linear first
order equations
5. Make back substitution to obtain the general
solution of original ODE.

6. Select the arbitrary constant C to satisfy the

initial condition, if the particular solution is
required.

7. Verify that solution satisfy the ODE and initial conditions.

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 8
 Example 1 of Homogeneous ODE

Example 1. Solve ODE

1. Divide the nominator and denominator of the right-

hand side of ODE by x2.

2. Substitute

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 9
 Example 1 of Homogeneous ODE

3. Rewrite the obtained equation in such a form

that variables u and x are separated.

4. Integrate separated equation to obtain the general

solution of transformed equation.

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 10
 The algorithm for solving linear first
order equations
5. Make back substitution to obtain the general
solution of original ODE

and simplifying the results

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 11
The algorithm for solving homogeneous
first order equations
6. Verify that solution satisfy the ODE and initial conditions.

Set

Using the chain rule

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 12
The algorithm for solving homogeneous
first order equations

Right-hand side of ODE:

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 13
 Example 2 of Homogeneous ODE

Example 2. Reaction of benzene with chlorine.

The reaction of liquid benzene with chlorine gas is carried out

in a batch reactor operating isothermally at 55oC. The perfect
mixing is assumed as well as a complete consumption of
chlorine gas by reaction.
Estimate how much chlorine must be added to give the
maximum yield of monochlorbenzene.

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 14
 Example 2 of Homogeneous ODE

The reaction scheme is as follows

The ratio of the reaction rate constants is .

Introduce the following notation:
V - reactor volume [m3], assumed to be constant;
mc - amount of chlorine (Cl2)[mol] in the reactor at time t;
mb - amount of benzene (C6H6) [mol];
mm - amount of monochlorbenzene (C6H5Cl) [mol];
md - amount of dichlorbenzene (C6H4Cl2) [mol].
Initial condition: 1 mol of benzene is fed into reactor at t = 0.
MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 15
 Example 2 of Homogeneous ODE

The total molar balance is

(1)

and the total amount of chlorine consumed is

(2)

The accumulation of benzene in the reactor is ,

the consumption by the first reaction is .

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 16
Example 2 of Homogeneous ODE
The material balances for three liquid components are

(3)

(4)

(5)

Divide Eq. (4) by Eq. (3) to eliminate the time as a variable.

(6)
MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 17
 Example 2 of Homogeneous ODE
This is a first-order homogeneous equation that can be
solved using the following substitution . Therefore,

(7)

Substitution of Eq. (7) into Eq. (6) results in

(8)

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 18
 Example 2 of Homogeneous ODE
This is a separable equation.

and integration gives

where c is the integration constant. Assume C1=exp(c) or

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 19
 Example 2 of Homogeneous ODE
The amount of monochlorbenzene obtained can be calculated as

(10)

The amount of dichlorbenzene produced can be determined as

(11)

The amount of chlorine gas consumed is calculated as

(12)

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 20
 Example 2 of Homogeneous ODE

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 21
 Ordinary Differential Equations

1.6 Bernoulli ODE

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 22
 The Bernoulli Equation

A Bernoulli equation is a first-order equation

(1)

where  is a real number.

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 23
 Example 1 of Bernoulli’s ODE

Example 1. Solve ODE

This equation is Bernoulli's with

Make the change of variables

Then, and

The differential equation becomes

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 24
 Example 1 of Bernoulli’s ODE

Multiply ODE by

which is a linear equation.

An integration factor is

Multiply the last equation by this factor to get

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 25
 Example 1 of Bernoulli’s ODE

which is

Integrate to get

So,

The general solution of the Bernoulli equation is

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 26
 Example 1 of Bernoulli’s ODE

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 27
 Example 1 of Bernoulli’s ODE

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 28
 The Bernoulli Equation

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 29
 The Bernoulli Equation

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 30
 The Bernoulli Equation

MSC602 Advanced Applied Mathematics ◊ Ordinary Differential Equations ◊ Boris Golman, ChME 31