You are on page 1of 43

Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 1

Engr. Caesar Pobre Llapitan

Topics:
I. Differential Equations as Mathematical Model
II. Linear Models
A. Mixing Problems
B. Population Models
C. Heating and Cooling of Buildings
D. Newtonian Mechanics
III. Non-Linear Models
A. Population Dynamics
B. Chemical reactions
C. Torricelli’s law problems
D. Orthogonal problems

I. DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS

Mathematical modeling is a process that enables us to use mathematics as a tool to analyze and
understand real-world phenomena. Many real-world phenomena, such as the speed at which a
screwdriver falls after being accidentally dropped from a building under construction, the speed of a
chemical reaction, the population of a certain strain of bacteria, the life expectancy of a female infant
at birth in a certain country, and the demand for a product, can be modeled by an appropriate function.

FORMULATE
Real-world Mathematical
problem model

TEST SOLVE

Solution of real- INTERPRET Solution of


world problem mathematical model

1. Formulate. Given a real-world problem, our first task is to formulate the problem using the
language of mathematics. This mathematical description of the real-world phenomenon is
called a mathematical model. The many techniques that are used in constructing
mathematical models range from theoretical consideration of the problem on the one extreme
to an interpretation of data associated with the problem on the other. For example, the
mathematical model that gives the accumulated amount at any time after a certain sum of
money has been deposited in the bank can be derived theoretically. On the other hand, the
mathematical models are constructed by requiring that they fit the data associated with the
problem “best” according to some specified criterion. In calculus we are primarily concerned
with how one (dependent) variable depends on one or more (independent) variables.
Consequently, most of our mathematical models will involve functions of one or more variables
or equations defining these functions (implicitly).
2. Solve. Once a mathematical model has been constructed, we can use the appropriate
mathematical techniques, which we will develop throughout this text, to solve the problem.
3. Interpret. Bearing in mind that the solution obtained in Step 2 is just the solution of the
mathematical model, we need to interpret these results in the context of the original real-world
problem.
4. Test. Some mathematical models of real-world applications describe the situations with
complete accuracy. For example, the model describing a deposit in a bank account gives the
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 2
Engr. Caesar Pobre Llapitan

exact accumulated amount in the account at any time. But other mathematical models give, at
best, an approximate description of the real-world problem. In such cases we need to test the
accuracy of the model by observing how well it describes the original real-world problem and
how well it predicts past and/or future behavior. If the results are unsatisfactory, then we might
have to reconsider the assumptions that were made in the construction of the model or, in the
worst case, return to Step 1.

In the process of mathematical formulation of applied problems, many kinds of differential equations
can arise.

It is often desirable to describe in mathematical terms the behavior of some real-life system or
phenomena, whether physical, sociological, or even economic. The mathematical description of a
system or a phenomenon is called a mathematical model and is constructed with certain goals in mind.

A mathematical model of a physical system will often involve the variable time t. A solution of the
model then gives the state of the system; in other words, for appropriate value of t the values of the
dependent variable/s describe the system in the past, present and future.

How do we build a Model?


The basic steps in building a model are:

Step 1: Clearly state the assumptions on which the model will be based. These assumptions should
describe the relationships among the quantities to be studied.

Step 2: Completely describe the parameters and variables to be used in the model.

Step 3: Use the assumptions (from Step 1) to derive mathematical equations relating the parameters
and variables (from Step 2).

II. LINEAR MODELS

Learning Objectives:
At the end of this section, the students should be able to
1. Formulate linear models for mixture problems, populations problems with growth and decay,
heating and cooling of building and mechanics problems.
2. Solve linear models involving first-order first-degree differential equations.

A. Mixture Problems

Basic Terminology
The physical mixing of two or more material species represents a common situation that occurs in many
fields of interest (chemical and biological systems, environmental engineering, etc.). The specifics
associated with each field may be quite different, but there is some general terminology that is common
to many applications. For introduction here, let’s consider only two material species - a solid material
which is dissolved in a fluid. We refer to the solid as the solute and to the liquid as the solvent. Consider
a reservoir or container that has inflow and outflow as sketched in the diagram below.
qi(t)

V(t)
qe(t)
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 3
Engr. Caesar Pobre Llapitan

Let Ci and Ce be the concentrations of the solute in the inlet and exit streams with units of mass of solute
per unit volume of solvent (kg of solute/liter of solvent), and let qi and qe be the inlet and exit volumetric
flow rates of the solvent (liter of solvent/sec). With this notation, the mass flow rate of the solute, m s ,
becomes

L of solvent   kg of solute  kg of solute


m s = qC with units    L of solvent  = (1)
 sec   sec

Mass Balance on the Solute


In general, a mass balance on any system of interest consisting of an arbitrary control volume (CV) can
be written as

rate of change  mass flow rate mass flow rate


 of mass in CV  =  into CV  −  out of CV  (2)
     

This simple expression assumes no generation or destruction within the control volume (by chemical
means, for example). Thus, the only way to get material into or out of the CV is by crossing the surface
of the CV.

If the quantity of interest is the amount of solute dissolved within the solvent, then combining the
notation from eqn. (1) with the generic mass balance in eqn. (2) gives

d
ms = qiCi − qeCe (3)
dt

where ms is the mass of solute in the system and the solvent volume is the CV of interest. This simply
says that the rate of change of solute in the system is equal to the net rate of solute crossing the system
boundaries (inlet − outlet).

In eqn. (3) the inlet solute concentration and inlet solvent flow rate are independent forcing functions
(i.e. they must be specified for a given problem). This leaves three variables, ms, Ce, and qe, which need
to be determined. Clearly, with only one constraint equation, this is not possible.

Mass Balance on the Solvent


This dilemma can be partially resolved by performing another mass balance on the second material
species - in this case, the solvent material. If we denote the average solvent density as , the solvent
mass within the system is simply is V, and the inlet and exit mass flow rates are given by

mi = (  q )i and me = (  q )e (4)

Putting these relationships into eqn. (2) gives

d d
m = mi − me or ( V ) = (  q )i − (  q )e (5)
dt dt

If there is no significant density variation within the system, then  =  i =  e and the mass balance
equation becomes

d
V = qi − qe (6)
dt
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 4
Engr. Caesar Pobre Llapitan

In many situations, the inlet and exit volumetric flow rates may not be equal. When this happens, we
either have partial filling or draining of the system, and the solution of eqn. (6) gives V(t) as the volume
of the system versus time. Knowledge of qi and the relationship between qe and V should allow solution
of eqn. (6) -- thus, giving V(t). This information can then be incorporated into eqn. (3).

Relating Exit and Average Conditions


Even with known V(t) and a formal relationship for qe as a function of V or ms, eqn. (3) still has two
unknowns; the mass of solute and the exit concentration, ms and Ce, respectively. We somehow must
introduce another constraint equation to resolve this conflict - that is, we must somehow relate the exit
conditions of the fluid to the average conditions within the CV. Although there are a number of ways
to do this, the easiest and the most common method is the so-called well-mixed or continuously stirred
approximation. This modeling technique assumes that the exit concentration, Ce, is equal to the average
concentration, C, within the volume, V, where C is simply ms/V. This assumption occurs naturally in
many problems with turbulent flow or with direct stirring of a mixture by mechanical means, and it is
quite often a very good approximation. This simple relationship allows us to write the exit
concentration in terms of the average concentration, or

ms mass of solute
Ce  C = = (7)
V volume of solvent

With eqn. (7), the general solute mass balance in eqn. (3) now becomes

d q
ms = qiCi − e ms (8)
dt V

This system, along with the solvent mass balance in eqn. (6), represents a coupled set of first order
equations that can be solved by traditional means.

Note: If the spatial dependence of the concentration distribution within the CV is negligible, then
C ( r ,t ) → C (t ) . If this is valid, we have a lumped parameter system with only one independent variable
- which gives an ordinary differential equation (ODE) as the defining equation. When it is necessary to
treat the space and time dependent concentration in detail, the system is referred to as a distributed
parameter system. This notation implies that there are two or more independent variables (space and
time, for example), which leads to partial differential equations (PDEs) and these are considerably more
difficult to solve. Thus, the well-stirred tank approximation, if it is appropriate for a given system,
simplifies the mathematical model significantly.

Constant Flow Rates


A special case, of course, is when the inlet and exit flow rates are equal. In this situation, eqn. (6) for
the solvent balance simply shows that dV/dt = 0 and V(t) = V is constant. This is indeed a common
constraint in many problems and it certainly simplifies things considerably. Additionally, a constant
flow rate,  = i = e , also simplifies the solute mass balance in eqn. (8) giving

d  1 
ms = q  Ci − ms  (9)
dt  V 

With known q, V, and Ci, this equation represents a single linear first order ODE that can be easily
solved for the solute mass versus time, ms(t).

Sometimes it may be convenient to treat the average concentration, C(t), as the dependent variable
(instead of the solute mass). For example, if we divide each term in eqn. (9) by the constant volume, V,
we have
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 5
Engr. Caesar Pobre Llapitan

d q 1
C = (Ci − C ) = (Ci − C ) (10)
dt V 

where  is the fluid residence time, or

V solvent volume
 =   residence time (11)
q solvent volume per unit time

The solution here gives C(t), the average solute concentration versus time.

Variable Volume
Variable volume arises when the flow rate in of solution  flow rate out of solution. Thus,

V '(t) = qi − qo or V (t) = V (0) + ( qi − q0 ) t (12)

Since

Q (t ) Q (t )
C0 = C(t) = = (13)
volume V ( 0 ) + ( qi − q0 ) t

Therefore, the rate of change Q is given by the basic relationship

dQ
=  flowrate in −  flowrate out 
dt

Hence,

dQ Q
= qi C i − q0 C 0 = qi C i − q0 (14)
dt V (0 ) + (qi − q0 )t

Examples:
1. A tank contains 200 liters of fluid, in which 30 grams of salt is dissolved. Brine containing 1 gram of
salt per liter is then pumped into the tank at a rate of 4 L/min; the well-mixed solution is pumped
out at the same rate. Find the number A(t) of grams of salt in the tank at time t.

Solution:

qi = 4 L/min
Ci = 1 g/L

qo = 4 L/min
Co = C
V0 = 200 L, A0 = 30 g

Let A(t) be the amount of salt in tank at any time t. Then dA / dt or A'(t) is the rate of change of salt
in the tank. Thus, we have the model
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 6
Engr. Caesar Pobre Llapitan

dA
=  flowrateof salt in −  flowrate of salt out  (a)
dt

We identify the following from the problem


Initially: V0 = 200 liters of fluid and A0 = 30 g salts

Rate in = is the rate at which salt runs into the tank at time t = qiCi
= (4 L/min) (1 g of salt/L) = 4 g of salt/min

Rate out = is the rate at which salt runs out the tank at time t = qeCe

To compute the "rate out," we should first find the concentration of salt at time t, that is, the amount
of salt per liter of brine at time t. Since at constant volume (rate of salt pumped in is the same rate
of salt pumped out)
m mass of solute A (t ) A (t )
Ce  C = s = = = g of salt per liter
V volume of solvent V0 200

Thus,
Rate out = (4 L/min) (A/200 g/L) = A/50 g of salt/min

Therefore, from equation (a):

dA A
=4− A(0) = 30 g (b)
dt 50

Equation (b) is a linear first-order DE, with an initial-value condition. Thus, it is an initial-value
problem. Solving (b) by the method of linear DE,
dA A
+ =4
dt 50

Integrating factor:
 1   1 
u = exp   dt  = exp  t  = e 1/50 t
 50   50 

Therefore,
1 1
t t
Ae 50
=  4e 50
dt
1
2 − t
A ( t ) = + Ce 50
25

Evaluating C at t = 0 and A = 30 g, we obtain C= 29.92. Thus,


1
2 − t
A ( t ) = + 29.92 e 50 Answer
25

2. Solve problem (1) assuming that pure water is pumped into the tank.

Solution:
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 7
Engr. Caesar Pobre Llapitan

qi = 4 L/min
Ci = 0 g/L

qo = 4 L/min
Co = C
V0 = 200 L, A0 = 30 g

Rate in = is the rate at which salt runs into the tank at time t = qiCi
= (4 L/min) (0 g of salt/L) = 0

Equation (b) in Ex 1 becomes


dA A
=− A(0) = 30 g
dt 50

Solving, we obtain
1
− t
A ( t ) = Ce 50

Evaluating C at t = 0 and A = 30 g, we obtain C = 30. Thus,


1
− t
A ( t ) = 30e 50
Answer

3. Solve problem (1) under the assumption that the solution is pumped out at a faster rate of 8 L/min.
When is the tank empty?

Solution:
qi = 4 L/min
Ci = 1 g/L

qo = 8 L/min
Co = C
V0 = 200 L, A0 = 30 g

Rate in = is the rate at which salt runs into the tank at time t = qiCi
= (4 L/min) (1 g of salt/L) = 4 g of salt/min

Rate out = is the rate at which salt runs out the tank at time t = qeCe

Since the volume of the tank changes with time,


V (t) = V (0) + ( qi − q0 ) t = 200 + ( 4 − 8 ) t
V (t) = 200 − 4t (a)

Therefore,
A (t ) A (t )
C0 = C(t) = =
volume 200 − 4t
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 8
Engr. Caesar Pobre Llapitan

Hence, the model becomes


dA A
=4− A(0) = 30 g (b)
dt 200 − 4t

Solving (b) by the method of linear DE:


dA A
+ =4
dt 200 − 4t

Integrating factor:
 1   1 
u = exp   dt  = exp  − ln ( 200 − 4t ) 
 200 − 4t   4 
(
u = exp ln ( 200 − 4t )
−1/4
) = ( 200 − 4t ) −1/4

Thus,
4
A ( 200 − 4t ) =  4 ( 200 − 4t ) ( 200 − 4t ) + C
−1/4 −1/4 3/4
dt = −
3
4
A (t ) = − ( 200 − 4t ) + C ( 200 − 4t )
1/4

Evaluating C at t = 0 and A = 30 g, we obtain C = 5.16  108. Thus,


4
A ( t ) = − ( 200 − 4t ) + 5.16  10 8 ( 200 − 4t )
1/4
Answer
3

At V = 0, using equation (a), we obtain t = 50 min to empty the tank

4. A large tank is partially filled with 100 gallons of fluid, in which 10 pounds of salt is dissolved. Brine
containing ½ pound of salt per gallon is pumped into the tank at a rate of 6 gal/min. The well-mixed
solution is then pumped out at a slower rate of 5 gal/min. Find the number of salts in the tank after
30 minutes.

Solution:
qi = 6 gpm
Ci = 0.5 lb/gal

qo = 5 gpm
Co = C
V0 = 100 gal, Q0 = 10 lb

Let Q(t) be the amount of salt in tank at any time t. Then dQ / dt or Q'(t) is the rate of change of
salt in the tank. Thus, we have the model

dQ
=  flowrateof salt in −  flowrate of salt out  (a)
dt

We identify the following from the problem


Initially: V0 = 100 gallons of fluid and Q0 = 10 lb salts

Rate in = is the rate at which salt runs into the tank at time t = qiCi
= (6 gpm) (1/2 lb/gal of salt) = 3 lb of salt/min
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 9
Engr. Caesar Pobre Llapitan

Rate out = is the rate at which salt runs out the tank at time t = qeCe

Since the volume of the tank changes with time,


V (t) = V (0) + ( qi − q0 ) t = 100 + ( 6 − 5 ) t
V (t) = 100 + t (b)

Therefore,
Q (t ) Q (t )
C0 = C(t ) = =
volume 100 + t

Hence, the model becomes


dQ Q
=3+ Q(0) = 10 lb (c)
dt 100 + t

Solving (c) by the method of linear DE:


dQ Q
− =3
dt 100 + t

Integrating factor:
 1 
u = exp   − dt  = exp ( − ln ( 100 + t ) )
 100 + t 
1
=
100 + t

Thus,
1 3
dt = 3 ln ( 100 + t ) + C
100 + t  100 + t
Q =

Q = ( 100 + t ) ln ( 100 + t ) + ( 100 + t ) C


3
(d)

Evaluate C at t = 0 and Q = 10 lb, we obtain C = - 13.72

Therefore,
Q ( t ) = ( 100 + t ) ln ( 100 + t ) − 13.72 ( 100 + t )
3
Model

a) After t = 30 minutes:
Q ( 30 ) = ( 100 + 30 ) ln ( 100 + 30 ) − 13.72 ( 100 + 30 ) = 114.74 lb of salt
3

5. In problem (4), when will the tank overflow? What will be the number of pounds of salt in the tank
at the instant it overflows?

Solution:
Assumption:
Volume of tank is 200 gallons. Thus, the time to overflow is

a) V (t ) = 100 + t  200 = 100 + t or t = 100 minutes

b) The number of salts at the instant it overflows is


Q ( t ) = ( 100 + t ) ln ( 100 + t ) − 13.72 ( 100 + t )
3
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 10
Engr. Caesar Pobre Llapitan

At t = 100 minutes:
Q ( 100 ) = ( 100 + 100 ) ln ( 100 + 100 ) − 13.72 ( 100 + 100 ) = 435 lb of salts
3

Exercises 1
1. A brine solution of salt flows at a constant rate of 8 L/min into a large tank that initially held 100 L
of brine solution in which was dissolved 0.5 kg of salt. The solution inside the tank is kept well
stirred and flows out of the tank at the same rate. If the concentration of salt in the brine entering
the tank is 0.05 kg/L, determine the mass of salt in the tank after t min. When will the concentration
of salt in the tank reach 0.02 kg/L?
2. A nitric acid solution flows at a constant rate of 6 L/min into a large tank that initially held 200 L of
a 0.5% nitric acid solution. The solution inside the tank is kept well stirred and flows out of the tank
at a rate of 8 L/min. If the solution entering the tank is 20% nitric acid, determine the volume of
nitric acid in the tank after t min. When will the percentage of nitric acid in the tank reach 10%?
3. A swimming pool whose volume is 10,000 gal contains water that is 0.01% chlorine. Starting at t =
0, city water containing 0.001% chlorine is pumped into the pool at a rate of 5 gal/min. The pool
water flows out at the same rate. What is the percentage of chlorine in the pool after 1 h? When will
the pool water be 0.002% chlorine?
4. The air in a small room 12 ft by 8 ft by 8 ft is 3% carbon monoxide. Starting at t = 0, fresh air
containing no carbon monoxide is blown into the room at a rate of 100 ft3/min. If air in the room
flows out through a vent at the same rate, when will the air in the room be 0.01% carbon monoxide?
5. Beginning at time t = 0, fresh water is pumped at the rate of 3 gal/min into a 60-gal tank initially
filled with brine. The resulting less-and-less salty mixture overflows at the same rate into a second
60-gal tank that initially contained only pure water, and from there it eventually spills onto the
ground. Assuming perfect mixing in both tanks, when will the water in the second tank taste
saltiest? And exactly how salty will it then be, compared with the original brine?
6. Suppose that a large mixing tank initially holds 300 a gallon of water in which 50 pounds of salt has
been dissolved. Another brine solution is pumped into the tank at a rate of 3 gal/min and then when
the solution is well stirred, it is pumped out at a slower rate of 2 gal/min. If the concentration of the
solution entering is 2 lb/gal, determine a differential equation for the amount A(t) of salt in the tank
at time t.
7. Beginning at time t = 0, fresh water is pumped at the rate of 3 gal/min into a 60-gal tank initially
filled with brine. The resulting less-and-less salty mixture overflows at the same rate into a second
60-gal tank that initially contained only pure water, and from there it eventually spills onto the
ground. Assuming perfect mixing in both tanks, when will the water in the second tank taste
saltiest? And exactly how salty will it then be, compared with the original brine?
8. A tank with a capacity of 100 gallons is half full of fresh water. A pipe is opened which lets treated
sewage enter the tank at the rate of 4 gal/min. At the same time, a drain is opened to allow 3 gal/min
of the mixture to leave the tank. If the treated sewage contains 10 grams per gallon of usable
potassium, what is the concentration of potassium in the tank when it is full? (Be careful of your
units!)
9. Suppose you have a 200-gallon tank full of fresh water. A drain is opened that removes 3 gal/sec
from the tank and, at the same moment, a valve is opened that lets in a 1% solution (a 1%
concentration) of chlorine at 2 gal/sec.
a. When is the tank half full and what is the concentration of chlorine then?
b. If the drain is closed when the tank is half full and the tank is allowed to fill, what will be the
final concentration of chlorine in the tank?
10. A swimming pool holds 10,000 gallons of water. It can be filled at the rate of 100 gal/min and emptied
at the same rate. Right now, the pool is filled, but there are 20 pounds of an impurity dissolved in
the water. For the safety of the swimmers, this must be reduced to less than 1 pound. It would take
200 minutes to empty the pool completely and refill it, but during part of this time the pool could
not be used. How long will it take to restore the pool to a safe condition if at all times the pool must
be at least half full?
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 11
Engr. Caesar Pobre Llapitan

B. Population Models

1. Population Growth
Here are some natural questions related to population problems:
• What will the population of a certain country be in ten years?
• How are we protecting the resources from extinction?

Let p(t) be the population at time t. While the population is always an integer, it is usually large enough
so that very little error is introduced in assuming that p(t) is a continuous function. We now need to
determine the growth (input) rate and the death (output) rate for the population.
Let’s consider a population of bacteria that reproduce by simple cell division. In our model, we assume
that the growth rate is proportional to the population present. This assumption is consistent with
observations of bacterial growth. As long as there are sufficient space and ample food supply for the
bacteria, we can also assume that the death rate is zero. (Remember that in cell division, the parent cell
does not die, but becomes two new cells.) Hence, a mathematical model for a population of bacteria is

dp
= k1 p p ( 0 ) = p0 (1)
dt

where k1 > 0 is the proportionality constant for the growth rate and p0 is the population at time t = 0.

For human populations the assumption that the death rate is zero is certainly wrong! However, if we
assume that people die only of natural causes, we might expect the death rate also to be proportional
to the size of the population. That is, we revise (1)

dp
= k1 p − k2 p = ( k1 − k2 ) p = kp (2)
dt

where k = k1 − k2 and k2 is the proportionality constant for the death rate. Let’s assume that k1 > k2 so
that k > 0. This gives the mathematical model

p(0) = p0
dp
= kp (3)
dt

which is called the Malthusian, or exponential, law of population growth.

Examples:
1. The population of a community is known to increase at a rate proportional to the number of people
present at time t. If the population has doubled in 5 years, how long will it take to triple? To
quadruple?

Solution:
Let P be the number of people present at any time t. Then dP/dt is the rate of increase of people.

Since the rate of increase is proportional to the number present at any time t, the exponential law
of population growth is used as a model. Thus,
p(0) = p0
dp
= kp
dt

Consider that at t = 0, p = p0. Then after t = 5 years, p = 2p0. Therefore, writing our complete
boundary-value problems, we obtain the model as
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 12
Engr. Caesar Pobre Llapitan

dp  p ( 0 ) = p0
= kp  (a)
dt  p ( 5 ) = 2 p0

Solving (a) by separation of variables:


dp
 p =  kdt
ln p = kt + c
p = Cekt (b)

There are two unknown constants, C and k. Using the conditions to determine it, we obtain

At t = 0, p = p0: p0 = Ce0  C = p0

Hence,
p = p0 ekt (c)

At t = 5 years, p = 2p0:
2 p0 = p0 e5k
ln 2 = 5k
k = ln 2 / 5  0.14

Therefore, the complete model of the population is


p = p0 e0.14t (d)

a) Time t to triple the population


At t = t years, p = 3p0:

3 p0 = p0 e0.14t
ln 3 = 0.14 t
t = ln 3 / 0.14  7.85 or 8 years Answer

b) Time t to quadruple the population


At t = t years, p = 4p0:

4 p0 = p0 e0.14 t
ln 4 = 0.14 t
t = ln 4 / 0.14  9.9 or 10 years Answer

2. Suppose it is known that the population of the community in problem 1 is 10,000 after 3 years. What
was the initial population? What will be the population in 10 years?

Solution:
Let P be the number of people present at any time t. Then dP/dt is the rate of increase of people.

dp  p ( 0 ) = p0
= kp  (a)
dt  p ( 3 ) = 10000
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 13
Engr. Caesar Pobre Llapitan

Using the result in Ex 1 with k = 0.14


p = Ce0.14t (b)

At t = 0, p = p0: p0 = Ce0  C = p0

Hence,
p = p0 e0.14t (c)

At t = 3 years, p = 10 000:

10000 = p0 e ( )
3 0.14

a) p0 = 10000 / e3(0.14 )  6578.94 or 6579


b) Population at t = 10 year
Since at t = 0, p0 = 6579, using equation (c), with t = 10 years,
p = p0 e0.14t
0.14( 10 )
p = 6579 e  26679 Answer

3. In 1990 the Department of Natural Resources released 1000 splake (a crossbreed of fish) into a lake.
In 1997 the population of splake in the lake was estimated to be 3000. Using the Malthusian law for
population growth, estimate the population of splake in the lake in the year 2020.

Solution:
Let P be the number of splake present at any time t. Then dP/dt is the rate of increase of splake.

Conditions:
1990: t = 0, p = 1000 splake
1997: t = 7 years, p = 3000 splake
2020: t = 30 years, p = ?

Hence, the initial-value problem is modeled as


dp  p ( 0 ) = 1000
= kp  (a)
dt  p ( 7 ) = 3 000

Solving (a) using separation of variables and the definite integral


3000 dp 7
1000 p = 0 kdt
3000
ln = 7k
1000
ln 3
k=
7

Therefore, the model becomes


dp ln 3
= p (b)
p 7

Using the boundary conditions between t = 7 years, p = 3000 splake and t = 30 years, p = ?, we obtain
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 14
Engr. Caesar Pobre Llapitan

dp
p 30 ln 3
3000p
=
7 7
dt

p ln 3
ln = ( 30 − 7 )
3000 7
ln 3
p ( 23 )
=e 7
3000
ln 3
( 23 )
p = 3000  e 7

p = 110867.79  110 868 splakes Answer

2. Radioactive Decay
The nucleus of an atom consists of combinations of protons and neutrons. Many of these combinations
of protons and neutrons are unstable – that is, the atoms decay or transmute into atoms of another
substance. To model the phenomenon of radioactive decay, it is assumed that the rate dA/dt at which
the nuclei of a substance decay is proportional to the amount (more precisely, the number of nuclei)
A(t) of the substance remaining at time t:

dA dA
A or = kA
dt dt

where k < 0, a decay problem.

Examples:
1. If initially there are 50 g of a radioactive substance and after 3 days there are only 10 g remaining,
what percentage of the original amount remains after 4 days?

Solution:
Since the rate dA/dt at which the nuclei of a substance decay is proportional to the A(t) of the
substance remaining at time t:
dA
= kA (a)
dt

Given from the problem:


t = 0, A0 = 50 g of radioactive substance
t = 3 days, A = 10 g of radioactive substance

Solving (a) using separation of variables and the definite integral to evaluate k:
10 dA 3

50 A 
= kdt
0

10
ln = 3k
50
ln 0.2
k=
3

Equation (a) become


dA ln 0.2
= A (b)
dt 3
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 15
Engr. Caesar Pobre Llapitan

Consider the conditions


t = 0, A0 = 50 g of radioactive substance
t = 4 days, A = ? g of radioactive substance

dA
A 4 ln 0.2

50 A
=
0  3
dt

A 4 ln 0.2
ln =
50 3
 ln0.2 
 ( 4 )
A = 50 e  3 

A = 5.85 g of radioactive substance left

5.85
% of A that remains =  100 = 11.7 %
50

2. If initially there are 300 g of a radioactive substance and after 5 yr there are 200 g remaining, how
much time must elapse before only 10 g remain?

Solution:
Since the rate dA/dt at which the nuclei of a substance decay is proportional to the A(t) of the
substance remaining at time t:
dA
= kA (a)
dt

Given from the problem:


t = 0, A0 = 300 g of radioactive substance
t = 5 years, A = 200 g of radioactive substance
t = ? years, A = 10 g of radioactive substance

Solving (a) using separation of variables and the definite integral to evaluate k:
200 dA 5

300 A
= kdt
0 
200
ln = 5k
300
ln ( 2 / 3 )
k=
5

Equation (a) become


dA ln ( 2 / 3 )
= A (b)
dt 5

Consider the conditions


t = 0, A0 = 300 g of radioactive substance
t = ? years, A = 10 g of radioactive substance
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 16
Engr. Caesar Pobre Llapitan

dA
10 t ln ( 2 / 3 )
300 A
= 0 5
dt

10 ln ( 2 / 3 )
ln = t
300 5
5 ln ( 1 / 30 )
=t
ln ( 2 / 3 )

 t = 41.46 years

3. Carbon dating is often used to determine the age of a fossil. For example, a humanoid skull was
found in a cave in South Africa along with the remains of a campfire. Archaeologists believe the age
of the skull to be the same age as the campfire. It is determined that only 2% of the original amount
of carbon-14 remains in the burnt wood of the campfire. Estimate the age of the skull if the half-life
of carbon-14 is about 5600 years.

Solution:
Since the carbon-dating problem involves amount of the radioactive C-14 that is left in a fossil
material after years of extinction, we can use the model for decay problem. Thus, the rate dA/dt at
which the nuclei of C-14 decay is proportional to the A(t) of the substance remaining at time t:
dA
= kA (a)
dt

Consider the humanoid skull found in the cave of South Africa.


t = 0, A = A0
t1/2 = 5600 years, A = ½ A0
t = ?, A = 0.02 A0

Solving (a) using separation of variables and the definite integral to evaluate k:
1/2 A0 dA 5600

A0 A
=
0  kdt

1 / 2 A0
ln = k ( 5600 )
A0
ln ( 1 / 2 )
k= = −0.000123
5600

Equation (a) become


dA
= − 0.000123 A (b)
dt

To determine the age of the humanoid skull


0.02 A0 dA t


A0 A 0 
= −0.000123 dt

0.02 A0
ln = − 0.000123 t
A0
ln ( 0.02 )
t=  31 805 years
−0.000123
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 17
Engr. Caesar Pobre Llapitan

4. A particular moon rock is analyzed and it is found to contain equal amounts of Potassium-19 and
40 40 40
Argon-18, which are denoted as 19 K and 18 Ar , respectively. 19 K is a radioactive isotope that can

18 Ar . Note that T1/2 = 1.29  10 years for potassium decay and that the yield of
decay to 40 9 40
18 Ar is
40
about 11 % (i.e. about 1 out of every 9 19 K atoms decays to 40
18 Ar ). Assuming that the initial amount
of argon was zero and that all of the argon is the result of potassium decay, estimate the age of the
moon rock.

Solution:
▪ Background
This problem is a classical radioactive decay problem. The general balance equation is given by

rate of change production rate  loss rate 


 of quantity  =  of quantity  −  of quantity  (1)
     

40 40
where, for this application, the quantities of interest are the amounts of 19 K and 18 Ar present at
any time. The key to problems of this type is to be able to write mathematical expressions for the
production and loss rate terms in eqn. (1).

The decay rate (i.e. loss rate) associated with N atoms of a particular isotope is simply  N , where
 is a proportionality constant (referred to as the decay constant) and N(t) represents the amount
present at time t.

Armed with this physical law, we can now attempt to solve the particular problem of interest. The
basic transition scheme for the decay of 40
19 K is sketched below:

 ⎯⎯⎯⎯
EC (11 %
→ 40
18 Ar
40
K→  −
19  ( 89% )
 ⎯⎯⎯⎯ → 40
20 Ca

This implies that there are two competing nuclear processes that can occur - one referred to as
Electron Capture (EC) and the other is called Beta minus (-) decay. The electron capture route
occurs with a yield of 0.11 and the alternative - reaction occurs with a fractional probability of 0.89
(i.e. 89% of the time).

Note: The electron capture process effectively combines a proton and electron within the atom to
form a neutron (p+ + e- → n0); thus, the proton number is reduced by one but the mass number
(number of protons plus neutrons) is unchanged. The - decay process, on the other hand, converts
a neutron into a proton and electron (n0 → p+ + e-). In this reaction, the mass number is again
constant but, this time, the proton number increases by one. Thus, the two competing radioactive
decay processes in 4019 K yield different daughter products depending upon the particular reaction
40
that takes place (see above sketch of the 19 K decay scheme).

40
▪ 19 K Balance
With this background information, we can now set up the appropriate balance equations for this
problem. Focusing first on the 40
19 K isotope, we know that it is radioactive and its loss rate is

governed by the basic radioactive decay law. Since no mention is made concerning the production
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 18
Engr. Caesar Pobre Llapitan

40
of 19 K , we can assume that the production rate of this nuclide is zero. Thus, denoting the number
40 40
of atoms of 19 K present as K(t), the general isotope balance for 19 K becomes
d
K (t ) = 0 −  K (t ) (2)
dt

This is a separable equation which can be written as


dK
= −  dt
K

Integrating both sides gives


ln K = − t + c '

and taking antilogarithms, we have


K (t ) = e−t +c ' = e−t ec ' = ce−t

Finally, specifying the initial condition as K(0) = K0, we see that at t = 0, we get K(0) = K0 = c.
Therefore, the number of atoms of 40 19 K versus time is simply

K ( t ) = K 0 e − t (3)

40
▪ 18 Ar Balance
40 40
Now, performing a similar analysis for 18 Ar , we first note that 18 Ar is a stable isotope. Therefore,
it has no loss rate. Also, its only production path is from the decay of 40
19 K with a yield of  = 0.11.
Thus, the balance equation for 40 18 Ar is
d
A ( t ) =  K ( 0 ) − 0 (4)
dt

where A(t) represents the number of atoms of 40


18 Ar present at time t, and K(t) is the total loss rate
of 40
19 K (notice that the production rate of 40
18 Ar is simply the yield,  times the total loss rate of 40
19 K
).

Equation (4) is easily solved by substitution of eqn. (3),


dA
=  K 0 e − t
dt

and integration of both sides to give


 1
 
(
A ( t ) =  K 0  e − t dt =  K 0  − e − t + c ' ) = c −  K e
0
− t

Specifying A(0) = A0 as the initial condition, we have

at t = 0, A(0) = A0 = c - K0 or c = A0 + K0

Therefore, the desired expression for A(t) becomes

(
A ( t ) = A0 +  K 0 1 − e − t ) (5)
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 19
Engr. Caesar Pobre Llapitan

For this specific case, we assume A0 = 0 as given in the problem specification. Thus, eqn. (3) and
eqn. (5) with A0 = 0 are the desired result of our model development and analysis for this problem.

So how old are the moon rocks?


Now, to answer the specific question concerning the age of the moon rocks, we have the added
information that the measured amounts of 40 40
19 K and 18 Ar are equal. This measurement was made

at some time, , relative to the moon’s origin at t = 0. Therefore, equating eqns. (3) and (5) at t = 
gives
( )
K ( ) = K 0 e − t =  K 0 1 − e − t = A ( )

This relationship can be rearranged to give an explicit expression for  as follows:


e −  =  −  e − 
( 1 +  ) e −  = 

− = ln
1 +
or
1 
 = − ln (6)
 1 +

This expression represents an approximation for the age of the moon rocks in equation form. All
we need to do now is to numerically evaluate this expression.

From the definition of half-life (i.e. the time it takes for half of the isotope to decay), eqn. (3) gives
K (T1/2 ) 1 − T
= = e 1/2
K0 2
or
ln 2
− ln 2 = −T1/2 and =
T1/2

For the decay of 40


19 K , T1/2 = 1.28  109 yr and  = 5.415  10-10 yr-1.

With this result and the specific value of yield from the problem statement ( = 0.11), the age of the
moon rock can be estimated by numerical evaluation of eqn. (6) to be about 4.25  109 years. Thus,
the moon was probably formed about 4.3 billion years ago!

Exercises 2
1. The population of bacteria in a culture grows at a rate proportional to the number present at time
t. After 3 hours it is observed that there are 400 bacteria presents. After 10 hours there are 2000
bacteria present. What was the initial number of bacteria?
2. Archaeologist used pieces of burned wood, or charcoal, found at the site to date prehistoric
paintings and drawing on the walls and ceilings a cave on Lascaux, France. Determine the
approximate age of a piece of wood, if it was found that 85.5% of the C-14 has decayed.
3. The only undiscovered isotopes of the two unknown elements hohum and inertium (symbols Hh
and It) are radioactive. Hohum decays into inertium with a decay constant of 2/yr, and inertium
decays into the nonradioactive isotope of bunkum (symbol Bu) with a decay constant of 1/yr. An
initial mass of 1 kg of hohum is put into a nonradiaoctive container, with no other source of hohum,
inertium, or bunkum. How much of each of the three elements is in the container after t yr? (The
decay constant is the constant of proportionality in the statement that the rate of loss of mass of
the element at any time is proportional to the mass of the element at that time.)
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 20
Engr. Caesar Pobre Llapitan

4. The number of field mice in a certain pasture is given by the function 200 – 10t, where t is measured
in years. Determine a differential equation governing a population of owls that feed on the mice if
the rate at which the owl population grows is proportional to the difference between the number of
owls at time t and the number of field mice at time t.
5. The radioactive isotope of lead, Pb-209, decays at a rate proportional to the amount present at time
t and has a half-life of 3.3 hours. If 1 gram of lead is present initially, how long will it take for 90% of
the lead to decay?

C. Heating and Cooling of Buildings

A natural approach to modeling the temperature inside a building is to use compartmental analysis.
Let T(t) represent the temperature inside the building at time t and view the building as a single
compartment. Then the rate of change in the temperature is determined by all the factors that generate
or dissipate heat.

We will consider three main factors that affect the temperature inside the building.
First is the heat produced by people, lights, and machines inside the building. This causes a rate of
increase in temperature that we will denote by H(t).

Second is the heating (or cooling) supplied by the furnace (or air conditioner). This rate of increase (or
decrease) in temperature will be represented by U(t). In general, the additional heating rate H(t) and
the furnace (or air conditioner) rate U(t) are described in terms of energy per unit time (such as British
thermal units per hour). However, by multiplying by the heat capacity of the building (in units of
degrees temperature change per unit heat energy), we can express the two quantities H(t)and U(t) in
terms of temperature per unit time.

The third factor is the effect of the outside temperature M(t) on the temperature inside the building.
Experimental evidence has shown that this factor can be modeled using Newton’s law of cooling. This
law states that the rate of change in the temperature T(t) is proportional to the difference between the
outside temperature M(t) and the inside temperature T(t). That is, the rate of change in the building
temperature due to M(t) is

K[M(t) − T(t)]

The positive constant K depends on the physical properties of the building, such as the number of doors
and windows and the type of insulation, but K does not depend on M, T, or t. Hence, when the outside
temperature is greater than the inside temperature, M(t) − T(t) > 0 and there is an increase in the
building temperature due to M(t). On the other hand, when the outside temperature is less than the
inside temperature, then M(t) − T(t) < 0 and the building temperature decreases.
Summarizing, we find

= k M (t ) − T (t )+ H (t ) + U (t )
dT
dt

where the additional heating rate H(t) is always nonnegative and U(t) is positive for furnace heating
and negative for air conditioner cooling. A more detailed model of the temperature dynamics of the
building could involve more variables to represent different temperatures in different rooms or zones.
Such an approach would use compartmental analysis, with the rooms as different compartments.
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 21
Engr. Caesar Pobre Llapitan

Sample Problems:
1. A thermometer is removed from a room where the air temperature is 700F and is taken outside,
where the temperature is 100F. After ½ minute the thermometer reads 500F. What is the reading of
the thermometer at t = 1 min? How long will it take for the thermometer to reach 15 0F?

Solution:
Thermometer is used to measure hotness or coldness of a body. Thus, it can be modeled using the
Newton’s law of heating and cooling. The linear model can be used to analyzed the temperature
change after exposure to ambient temperature. Thus,

= k M (t ) − T (t )+ H (t ) + U (t )
dT
dt

Here, H(t) = U(t) = 0. We take ambient temperature M(t) = 100F.

Formulating the initial-value problem


dT
= k  10 − T ( t ) (a)
dt

subject to t = 0, T = 70 0F and t = ½ min, T = 50 0F

Solving by variable separation and the definite integral method:


50 dt 1/2
70 10 − T = 0 kdt
1
− ln ( 10 − 50 ) − ln ( 10 − 70 ) = k
2
60 1
ln = k
40 2
60
k = 2ln = 0.811
40

Equation (a) becomes


dT
= 0.811  10 − T ( t ) 
dt

a) The temperature reading after t = 1 min is


T dT 1
70 10 − T = 0.811 0 dt
− ln ( 10 − T ) − ln ( 10 − 70 )  = 0.811(1)
−60
ln = 0.811
10 − T
60
= e0.811
T − 10
60
T = 0.811 + 10 = 36.67 0F
e

b) Time for the temperature reading to reach 15 0F


Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 22
Engr. Caesar Pobre Llapitan

15 dT t
70 10 − T = 0.811 0 dt
− ln ( 10 − 15 ) − ln ( 10 − 70 )  = 0.811 t
ln ( 60 / 5 )
t= = 45.96 minutes
0.811

2. A thermometer is taken from an inside room to the outside, where the air temperature is 50F. After
1 minute the thermometer reads 550F, and after 5 minutes it reads 300F. What was the initial
temperature of the room?

Solution:
= k M (t ) − T (t )+ H (t ) + U (t )
dT
dt

Here, H(t) = U(t) = 0. We take ambient temperature M(t) = 50F.

Formulating the boundary-value problem


dT
= k 5 − T ( t )  (a)
dt

subject to t = 1, T = 55 0F and t = 5 min, T = 30 0F

Solving by variable separation and the definite integral method:


30 dT 5
55 5 − T = 1 kdt
− ln ( 5 − T ) 55 = 4k
30

− ln ( 5 − 30 ) + ln ( 5 − 55 ) = 4k
50
ln = 4k
25
ln ( 2 )
k= = 0.173
4

Equation (a) becomes


dT
= 0.173 5 − T (t )
dt

Using t = 0, T =? 0F and t = 1, T = 55 0F or t = 5 min, T = 30 0F to determine the initial temperature


of the room, we obtain
55 dT 1
T 5 − T = 0 0.173 dt
− ln ( 5 − 55 ) + ln ( 5 − T ) = 0.173 ( 1 )
5 −T
ln = 0.173
−50
T − 5 0.173
=e
50
( )
T = 50 e0.173 + 5 = 64.44 0F
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 23
Engr. Caesar Pobre Llapitan

3. A small metal bar, whose initial temperature is 20 0C, is dropped into a container of boiling water.
How long will it take the bar to reach 900C if its temperature increases 20 in 1 second? How long will
it take the bar to reach 980C?

Solution:
= k M (t ) − T (t )+ H (t ) + U (t )
dT
dt

Here, H(t) = U(t) = 0. We take ambient temperature M(t) = 100 0C. Thus, formulating the initial-
value problem
dT
= k  100 − T ( t )  (a)
dt

subject to t = 0, T = 20 0C and t = 1 sec, T = 22 0C

Solving by variable separation and the definite integral method:


22 dT 1
20 100 − T = 0 k dt
− ln ( 100 − T ) 20 = k
22

100 − 22
− ln =k
100 − 20
80
k = ln = 0.025
78

Equation (a) becomes


dT
= 0.025  100 − T ( t ) Model
dt

a) Time to reach 90 0C
Solve the model at t = 0, T = 20 0C and t =? sec, T = 90 0C
90 dT t
20 100 − T = 0 0.025 dt
− ln ( 100 − T ) 20 = 0.025 t
90

100 − 90
− ln = 0.025 t
100 − 20
ln ( 80 / 10 )
t= = 83.18 seconds
0.025

b) Time to reach 98 0C
c) Solve the model at t = 0, T = 20 0C and t =? sec, T = 98 0C
98 dT t
20 100 − T = 0 0.025 dt
− ln ( 100 − T ) 20 = 0.025 t
98

100 − 98
− ln = 0.025 t
100 − 20
ln ( 80 / 2 )
t= = 147.56 seconds
0.025
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 24
Engr. Caesar Pobre Llapitan

4. A thermometer reading 700F is placed in an oven preheated to a constant temperature. Through a


glass window in the oven door, an observer records that the thermometer reads 110 0F after ½ minute
and 1450F after 1 minute. How hot is the oven?

Solution:
= k M (t ) − T (t )+ H (t ) + U (t )
dT
dt

Here, H(t) = U(t) = 0. The ambient temperature, M(t), is unknown. Thus, the model becomes
dT
= k  M ( t ) − T ( t )  (a)
dt

Conditions: t = 0, T = 70 0F
t = ½ min, T = 110 0F
t = 1 min, T = 145 0F

Solving the model for M(t), using two sets of conditions at a time:
At t = 0, T = 70 0F and t = ½ min, T = 110 0F
110 dT 0.5
70 M − T = 0 k dt
− ln ( M − T ) 70 = 0.5k
110

M − 70
ln = 0.5k (i)
M − 110

At t = 0, T = 70 0F and t = 1 min, T = 145 0F


145 dT 1
70 M − T = 0 k dt
− ln ( M − T ) 70 = k
145

M − 70
ln =k (ii)
M − 145

Solving simultaneously (i) and (ii), we obtain M = 390 0F.

5. A homicide victim was found in a room that is kept at a constant temperature of 70 oF. A
body temperature measurement was made at time  and another was made one hour later.
The results were:
T ( ) = 80 0 F and T ( + 1 ) = 75 0 F

where time is measured in hours. Assuming that the victim’s temperature was 98.6 oF just before
death, determine the time of death relative to time point .

Solution:
This is a problem that involves Newton’s Law of Cooling, where it is assumed that the body is cooled
via convection to the room environment and that the body temperature can be characterized by a
single value, T, that only varies with time. With these assumptions, the governing energy balance
can be written as

dT
= k  M ( t ) − T ( t )  (a)
dt
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 25
Engr. Caesar Pobre Llapitan

where M(t) represents the environment temperature and k is a proportionality constant that is
related to the material properties of the body and the specific heat transfer environment.

The defining ODE in eqn. (a) is separable, or


dT
= kdt (b)
M (t ) − T (t )

and integrating both sides gives


− ln ( M − T ) = kt + c
ln ( M − T ) = −kt − c
M − T = e −kt −c = e −kt e − c

or
M − T = Ce −kt (c)

From the problem statement, we know that the body temperature just before death at t = 0 was
T(0) = T0 = 98.6 F. Using this initial condition in eqn. (3) gives C = M – T0, which leads to
M − T (t ) = ( M − T0 ) e−kt

or
T (t ) − M
= e −kt (d)
T0 − M

This general expression for T(t) represents the desired relationship for the body temperature as a
function of time after death (at t = 0).

Now, upon arrival on the scene at t = , the detective in charge of the homicide investigation
measured the victim’s temperature to be T ( ) = 80 0 F . One hour later a second measurement gave
T ( + 1 ) = 75 0 F .

From these two measurements we can determine the proportionality constant in eqn. (d) and the
time of death. To do this, we evaluate eqn. (d) at the two measurement times, giving

At t = :
T ( ) − M
= e −k (e)
T0 − M

and at t =  + t:
T ( + t ) − M
=e ( )
− k  +t
(f)
T0 − M

Now dividing eqn. (e) by eqn. (f) gives


T ( ) − M
= e −kt e ( ) = ekt
k  +t

T ( + t ) − M

Therefore, solving this expression for k gives


Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 26
Engr. Caesar Pobre Llapitan

1  T ( ) − M 
k= ln  (g)
t  T ( + t ) − M 

Now with the given data


t = 1 hr T() = 80 0F T( + t) = 75 0F

we have,
1  80 − 70 
k= ln = ln 2 = 0.693 hr −1
1 hr  75 − 70 

With this proportionality constant, we can evaluate the time of death relative to time t = 0. In
particular, solving eqn. (e) for  gives
1  T ( ) − M  1 80 − 70
 = − ln  =− ln = 1.516 hr
k  T0 − M  ln 2 98.6 − 70

For example, if the first temperature measurement was made at 12 noon, then the death occurred
at about 10:29 AM (a little over 1.5 hr before the detectives arrived on the scene).

Exercises 3
1. A cup of hot coffee initially at 95ºC cools to 80ºC in 5 min while sitting in a room of temperature
21ºC. Using just Newton’s law of cooling, determine when the temperature of the coffee will be a
nice 50ºC
2. A cold beer initially at 35ºF warms up to 40ºF in 3 min while sitting in a room of temperature 70ºF.
How warm will the beer be if left out for 20 min?
3. A white wine at room temperature 70ºF is chilled in ice (32ºF). If it takes 15 min for the wine to chill
to 60ºF, how long will it take for the wine to reach 56ºF?
4. It was noon on a cold December day in Tampa: 16ºC. Detective Taylor arrived at the crime scene to
find the sergeant leaning over the body. The sergeant said there were several suspects. If they knew
the exact time of death, then they could narrow the list. Detective Taylor took out a thermometer
and measured the temperature of the body: 34.5ºC. He then left for lunch. Upon returning at 1:00
P.M., he found the body temperature to be 33.7ºC. When did the murder occur? [Hint: Normal body
temperature is 37ºC.]
5. On a mild Saturday morning while people are working inside, the furnace keeps the temperature
inside the building at 21ºC. At noon the furnace is turned off, and the people go home. The
temperature outside is a constant 12ºC for the rest of the afternoon. If the time constant for the
building is 3 hr, when will the temperature inside the building reach 16ºC? If some windows are left
open and the time constant drops to 2 hr, when will the temperature inside reach 16ºC?
6. On a hot Saturday morning while people are working inside, the air conditioner keeps the
temperature inside the building at 24ºC. At noon the air conditioner is turned off, and the people
go home. The temperature outside is a constant 35ºC for the rest of the afternoon. If the time
constant for the building is 4 hr, what will be the temperature inside the building at 2:00 P.M.? At
6:00 P.M.? When will the temperature inside the building reach 27ºC?
7. A garage with no heating or cooling has a time constant of 2 hr. If the outside temperature varies as
a sine wave with a minimum of 50ºF at 2:00 A.M. and a maximum of 80ºF at 2:00 P.M., determine
the times at which the building reaches its lowest temperature and its highest temperature,
assuming the exponential term has died off.
8. A warehouse is being built that will have neither heating nor cooling. Depending on the amount of
insulation, the time constant for the building may range from 1 to 5 hr. To illustrate the effect
insulation will have on the temperature inside the warehouse, assume the outside temperature
varies as a sine wave, with a minimum of 16ºC at 2:00 A.M. and a maximum of 32ºC at 2:00 P.M.
Assuming the exponential term (which involves the initial temperature T0) has died off, what is the
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 27
Engr. Caesar Pobre Llapitan

lowest temperature inside the building if the time constant is 1 hr? If it is 5 hr? What is the highest
temperature inside the building if the time constant is 1 hr? If it is 5 hr?
9. Early Monday morning, the temperature in the lecture hall has fallen to 40ºF, the same as the
temperature outside. At 7:00 A.M., the janitor turns on the furnace with the thermostat set at 70ºF.
The time constant for the building is 1/K = 2 hr and that for the building along with its heating
system is1/K1 = 1/2 hr. Assuming that the outside temperature remains constant, what will be the
temperature inside the lecture hall at 8:00 A.M.? When will the temperature inside the hall reach
65ºF?
10. During the summer the temperature inside a van reaches 55ºC, while that outside is a constant 35ºC.
When the driver gets into the van, she turns on the air conditioner with the thermostat set at 16ºC.
If the time constant for the van is 1/K = 2 hr and that for the van with its air conditioning system is
1/K1 = 1/3 hr, when will the temperature inside the van reach 27ºC?

D. Newtonian Mechanics

Model Development
  
If we define p = mv as the momentum of an object with mass m and velocity vector v , then Newton's
Second Law of motion says that the rate of change of momentum is equal to the sum of all the external
forces acting on the object. In equation form, this can be written as

F
d d
p = ( mv ) = F = i (1)
dt dt i

This representation is a little more complicated than the usual statement of Newton's Second Law,
which is often written as

F = ma (2)

where the unit of force is the Newton (N) [with N = kg-m/s2].

To systematically reduce eqn. (1) to eqn. (2) we make a series of assumptions and definitions, as follows:
1. Assume 1-D motion -- this removes the vector notation, giving

d
( mv ) = F
dt

2. Assume that the object has constant mass (i.e. dm/dt = 0), giving

d dv dm dv
( mv ) = m + v = m
dt dt dt dt

3. Now define velocity as the rate of change of position and acceleration as the rate of change of
velocity, or

dx dv
v= and a=
dt dt

Now with these definitions, eqn. (1) becomes eqn. (2).

There is a rich variety of examples and realistic physical situations that use either eqn. (1) or eqn. (2) as
the basis for the mathematical modeling and simulation of the given system -- a falling parachutist, a
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 28
Engr. Caesar Pobre Llapitan

low altitude rocket, a boat’s movement in the water, a car moving down the road, and so on. Resistance
to motion (i.e. friction) is usually a complicating feature, and various levels of approximation are often
necessary to make a particular problem tractable. For example, some common approximations for air
resistance upon a falling parachutist are:

1. No Air Resistance
The only external force is the gravity force, Fg = − mg . Therefore, Newton’s Law gives

dv
ma = m = − mg (3)
dt

Therefore,

dv
= −g (4)
dt

and, from the definition of velocity as the rate of change of position, we have

dy
=v (5)
dt

These are separable equations in this simple situation, and are easily solvable using standard methods.

2. Air Resistance Proportional to Speed


In this case the force balance gives
F = Fg + Fa

and, for Fa = − kv , we have


dv
m = − mg − kv
dt

Therefore, the mathematical model for this situation is

dv k
+ v = −g (6)
dt m

which is now a first order linear ODE (which is still easily solvable). Note that the negative sign in the
air resistance term implies that the friction force is in a direction opposite to the direction of motion.

3. Air resistance Proportional to the Square of the Speed


In this case the friction force can be written as Fa = kv 2 =− kv v (+kv2 for downward motion and −kv2
for upward motion). Thus, the full mathematical model can be written as

dv
m = − mg  kv 2 = − mg − kv v (7)
dt

or
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 29
Engr. Caesar Pobre Llapitan

dv k
= −g − vv (8)
dt m

In this latter expression, the magnitude of velocity, v , is always positive.

Analytical solutions for problems using this air friction model are somewhat more complicated. For
example, consider the downward motion case,

dv k
= − g + v2 (9)
dt m

This can be manipulated algebraically as follows:

dv
dt
k
= v2 −
m
gm 
=av −b
k 
2 2
( ) (10)

where a and b are simply constants defined by


k gm
a= and b2 =
m k

4. Variable Gravity Case


In the above cases the gravity force was assumed to be constant since, for motion near the earth’s
surface, g does not change significantly. However, if the distances traveled are large, then a variable
gravity force must be considered. Newton’s Law of Gravitation gives the gravity force as
GMm
Fg =
r2

where G = 6.67260 x 10-4 N-m2/kg, M and m are point masses (or homogeneous spheres), and r is the
distance between the point masses (or the centers of the homogeneous spheres). Note that at the Earth's
surface, y = r = R is the radius of the Earth, and the gravitational acceleration is
GM
g = 2  9.8 m / s2
R

As a specific example, we can ignore air friction for simplicity, and Newton’s 2nd Law, F = Fg, gives the
following mathematical model:

dv  GM 
m = − m 2  (11)
dt  y 

But, from the definition of velocity as the rate of change of position, we have
dv dv dy dv
= =v
dt dy dt dy

Therefore, the above model can be rewritten with the explicit dependence on time removed (i.e. v is
now only an explicit function of y), giving

dv  GM 
mv = − m 2  (12)
dy  y 
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 30
Engr. Caesar Pobre Llapitan

Examples:
1. A bomb is dropped from a balloon hovering at an altitude of 800 ft. A gun emplacement is located
on the ground directly below the balloon. The gun fires a projectile straight upward toward the
bomb exactly 2 seconds after the bomb is released. With what initial speed should the projectile be
fired in order to intercept the bomb at an altitude of 400 ft.?

Solution:
This is a problem that involves Newton’s Second Law. Since no mention of air resistance is given in
the problem description, let’s simply assume no air friction. In this case we have two objects in
motion – the bomb and the projectile. Let’s do separate analyses on each object.

▪ Bomb Analysis
A force balance on the bomb gives
dv
mb b = −mb g
dt

This equation is separable and easily integrated to give


vb (t ) = − gt + c

Applying the initial condition that vb ( 0 ) = 0 gives c = 0. Therefore, vb(t) is simply


vb (t ) = − gt

Now considering the location of the bomb versus time gives


d 1
yb = vb and yb ( t ) = − gt 2 + c
dt 2

To determine the integration constant, we use the fact that yb ( 0 ) = 800 ft , so c = 800 ft and
1
yb ( t ) = 800 − gt 2
2
From the problem statement, we want to know how long it takes for the bomb to reach 400 ft.

Therefore,
8
gt 2 = ( 800 − 400 ) 2 = 800 and t = 10 seconds
g

With g = 32.2 ft/s2, the time of impact is t = tf = 4.984 seconds.

▪ Projectile Analysis
Performing a similar analysis on the projectile gives a force balance,
dv p
mp = −mp g
dt

with solution
v p (t ) = − gt + c

In this case the initial condition is written as v p ( 2 ) = v p0 , which gives c = v p0 + 2g , and


v p ( t ) = v p0 + ( 2 − t ) g for t  2

Now the position of the projectile is given by the solution of


Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 31
Engr. Caesar Pobre Llapitan

d
yb = vb
dt

which gives
 1 
v p ( t ) = v p0t + g  2t − t 2  +c for t  2
 2 

The projectile is on the ground at t = 2 seconds, which gives


y p0 ( 2 ) = 0 = 2v p0 + 2 g + c

or c = −2v p0 − 2 g . Thus, the projectile position versus time is given as


 1 
y p ( t ) = v p0 ( t − 2 ) + g  −2 + 2t − t 2 
 2 

and, for yp(tf) = 400 ft and t = tf = 4.984 s, we can solve for vp0, giving
1   1 
v p0 = 
tf − 2 
( )
y p t f − g  −2 + 2t f − t 2f  
 2 
or
1 ft
v p0 =  400 − 32.2 ( −4.452 )  = 182
2.984  sec

2. Consider a 4-g mass dropped from a height of 6 m. assume that air resistance acts on the mass with
constant of proportionality 12 g/s. Determine the velocity as a function of time.

Solution:
For motion with air resistance, the differential equation (6) is
dv k dv
+ v = −g or m + kv = − mg
dt m dt
Thus, with m = 4 g and k = 12 g/s
dv
4 + 12v = − 4 ( 980 )
dt
dv
+ 3 v = − 980 (a)
dt

Equation (a) is a linear differential equation; thus, determine the integrating factor.
u ( t ) = exp (  3dt ) = e 3t

Therefore, solving (a)


980 3 t
ve 3 t = −980  e 3 t dt = − e +C
3
980
v=− + Ce −3 t (b)
3

The phrase “dropping an object” means that the initial velocity is zero, v(0) = 0. The constant C is
then easily determined to be 980/3. Thus,
980 980 −3t
v=− + e Answer
3 3
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 32
Engr. Caesar Pobre Llapitan

Further note on the problem:


As t → , e-3t → 0, so that v(t) → -980/3. This limit is referred to as the terminal velocity. This is
the fastest a body will travel (from rest) if there is a linear resistive force. From (a), we see that the
terminal velocity does not depend on the initial condition.

Exercises 4
1. An oil droplet, mass 0.2 g, falls from rest in air. For a velocity of 40 cm/sec, the force due to air
resistance is 160 dynes. Assuming air resistance force proportional to velocity: a) Find the velocity
and distance traveled as a function of time. b) Find the limiting velocity.
2. The force of water resistance acting on a boat is proportional to its instantaneous velocity, and is
such that at 20 ft/sec the water resistance is 40 lb. If the boat weighs 320 lb and the only passenger
weighs 160 lb, and if the motor can exert a steady force of 50 lb in the direction of motion: a) Find
the maximum velocity at which the boat will travel. b) Find the distance traveled and velocity at
any time, assuming the boat starts from rest.
3. A mass m is thrown upward with initial velocity v0. Air resistance is proportional to its instantaneous
velocity, the constant of proportionality being k. Show that the maximum height attained is
mv0 m2 g  kv0 
− 2 ln  1 + 
k k  mg 
4. A paratrooper and his parachute weigh W pounds. When the parachute opens, he is traveling
vertically downward at v0 feet per second. If the force of air resistance varies directly as the square
of the instantaneous velocity and if air resistance is F pounds, where velocity is v feet per second: a)
Find the velocity t sec after the parachute opens and the limiting velocity. What simplifications
result if v0 = 0? b) Find the velocity as a function of distance traveled.
5. An object of mass m is thrown up an inclined plane of inclination . Assuming no friction, show
that the maximum distance reached is v02/(2g sin ).
If air resistance proportional to the instantaneous velocity (constant of proportionality k) is taken
into account, show that the object reaches a maximum distance up the incline given by
mv0 m2 g  kv0 
− 2 sin  ln  1 + 
k k  mg sin  

III. NON-LINEAR MODELS

Learning Objectives:
At the end of this section, the students should be able to
1. Formulate models involving non-linear system.
2. Solve differential equations involving non-linear models.

A. Population Dynamics

The Malthusian model considered only death by natural causes. What about premature deaths due to
malnutrition, inadequate medical supplies, communicable diseases, violent crimes, etc.? These factors
involve a competition within the population, so we might assume that another component of the death
rate is proportional to the number of two-party interactions. There are p(p – 1)/2 such possible
interactions for a population of size p. Thus, if we combine the birth rate (1) with the death rate and
rearrange constants, we get the logistic model

dp p( p − 1)
= k1 p − k3
dt 2

Or
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 33
Engr. Caesar Pobre Llapitan

= -Ap( p - p1 ) p(0) = p0
dp
(1)
dt

where A = k3/2 and p1= (2k1/k3) + 1.

Solving (1) for p(t):

p(t ) =
p1 p0 p1
= Logistics function (2)
1 − c3e − Ap1t
p0 + ( p1 − p0 )e − Ap1t

where p(t) = p0 at t = 0 and c3 = 1 – p1/p0

0 < p0 < p1 p0 > p1

For the logistic curve (2), assume pa = p(ta) and pb = p(tb) are given with tb = 2ta (ta > 0), then
 p p − 2p p + p0 pa 
p1 =  a b 2 0 b  pa (3a)
 pa − p0 pb 

1  p ( p − p0 )
A= ln  b a  (3b)
p1 t a  p0 ( pb − pa )

Classroom Activity 1
1. Taking the 1790 population of 3.93 million as the initial population and given the 1840 and 1890
populations of 17.07 and 62.98 million, respectively, use the logistic model to estimate the
population at time t.
2. In Problem 3, suppose we have the additional information that the population of splake in 2004
was estimated to be 5000. Use a logistic model to estimate the population of splake in the year
2020. What is the predicted limiting population?
3. Under the same assumption underlying the model for population dynamics, determine a
differential equation governing the growing population P(t) of a country when individuals are
allowed to immigrate into the country at a constant rate r. What is the differential equation
when individuals are allowed to emigrate at a constant rate r?
4. The model given for population growth fails to take death into considerations; the growth rate
equals the birth rate. In another model of the changing population of a community, it is assumed
that the rate at which the population changes is a net rate – that is, the difference between the
rate of births and the rate of deaths in the community. Determine a differential equation
governing the population P(t) if the birth rate and the death rate are both proportional to the
population present at time t.
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 34
Engr. Caesar Pobre Llapitan

5. Using the concept of a net rate introduced in problem 4, determine a differential equation
governing a population P(t) if the birth rate is proportional to the population present at time t
but the death rate is proportional to the square of the population present at time t.

B. Chemical Reactions

In chemistry, chemical reactions follow a certain order of reaction or disintegration. For instance, the
disintegration of a radioactive substance is said to be a first-order reaction. Thus, if the molecules of
substance A decompose into smaller molecules, it is natural assumption that the rate at which this
decomposition takes place is proportional to the amount of the first substance that has not undergone
conversion.

A → Product

If X(t) is the amount of substance A remaining at any time, then the model for this first-order reaction
is

dX
= kX
dt

where k is negative constant since X is decreasing.

For a second-order reaction, let us suppose one molecule of substance A combines with one molecule
of substance B to form one molecule of a substance C.

A + B → C

If X denotes the amount of chemical C formed at time t and if  and  are, in turn, the amounts of the
two chemicals A and B at t = 0 (the initial amounts), then the instantaneous amounts of A and B not
converted to chemical C are  − X and  − X, respectively. Hence, the rate of formation of C is given by

= k (α − X )( β − X )
dX
dt

Classroom Activity 2
1. Chemical A is transformed into chemical B. The rate at which B is formed varies directly as the
amount of A present at any instant. If 10 lb of A is present initially and if 3 lb is transformed into B
in 1 hr: a) How much of A is transformed after 2, 3 and 4 hr? b) In what time is 75% of chemical A
transformed?
2. Chemical C is produced from a reaction involving chemicals A and B. The rate of production of C
varies as the product of the instantaneous amounts of A and B present. The formation requires 3 lb
of A for every 2 lb of B. If 60 lb each of A and B are present initially and 15 lb of C are formed in 1 hr,
find: a) the amount of C at any time; b) the amount of C after 2 hr; c) the maximum quantity of C
which can be formed.

C. Torricelli’s law problems

In hydrodynamics, Torricelli’s law states that the speed v of efflux of water through a sharp-edge hole
at the bottom of a tank filled to a depth h is the same as the speed that a body (in this case, a drop of
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 35
Engr. Caesar Pobre Llapitan

water) would acquire in falling freely from a height h – that is, v = 2 gh , where g is the acceleration
due to gravity.

We would like to find the depth h of water remaining in the tank at any time t.

Aw

Ah = area of hole
h Aw = area of the upper surface of water, constant
h = height of water at any time t
Ah

If v = 2gh is the speed of water leaving the tank, then the volume of the water leaving per second is
Ah 2 gh . Thus, if V(t) denotes the volume of water in the tank at time t, then

dV
= − Ah 2gh (1)
dt

where the minus sign indicates that V is decreasing. Note here that we are ignoring the possibility of
friction at the hole that might cause a reduction of the rate of flow there.

If the tank is such that the volume of water in it at any time t can be written V(t) = Awh, where Aw is the
constant area of the upper surface of water, then dV/dt = Aw dh/dt. Substituting this to (1) gives us the
desired differential equation for the height of the water at time t:

dh A
=− h 2gh (2)
dt Aw

Sample Problems:
1. A tank is in the form of a 12 ft cube. A leak at the bottom develops due to a small hole 2 in 2 in area.
If the tank is initially three-quarters full, when will it be a) half full; b) empty? Assume v = 2gh.

Solution:

H
h=¾H

Using the differential equation (2)


dh A
= − h 2 gh
dt Aw
where:
Aw = area of surface = 12  12 = 144 ft2
2
 1 ft 
Ah = area of the hole = 2 in2    = 0.014 ft
2

 12 in 
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 36
Engr. Caesar Pobre Llapitan

Initially, h = ¾ H = ¾ (12) = 9 ft

Therefore, the initial-value problem is


dh A
= − h 2 gh h(0) = 9 ft (i)
dt Aw

Solving (i) by the method separation of variables, we obtain


h dh Ah t
h0 h = − Aw 2 g 0 dt
0.014
9 h dh = − 144 2 ( 32.2) t
6 −1/2

0.014
2 ( 32.2 ) t
6
2h1/2 = −
9 144
 144 
2 6 1/2 − 9 1/2   − =t
 0.014 64.4 
 
a) t = 1411.19 seconds
b) Time to empty
h dh Ah t
h0 h = − Aw 2 g 0 dt
0.014
9 h dh = − 144 2 ( 32.2) t
0 −1/2

0.014
2 ( 32.2 ) t
0
2h1/2 = −
9 144
 144 
2 0 1/2 − 9 1/2   − =t  t = 7690.29 seconds
 0.014 64.4 
 

2. Suppose water is leaking from a tank through a circular hole of area Ah at its bottom. When water
leaks through a hole, friction and contraction of the stream near the hole reduce the volume of the
water leaving the tank per second to c Ah 2 gh , where c (0 < c < 1) is an empirical constant.
Determine a differential equation for the height h of water at time t for the cubical tank in Figure
shown below. The radius of the hole is 2 in. and g = 32 ft/s2.

Aw
10 ft

Solution:
The volume of water in the tank at time t is V = Awh. The differential equation is then
−cAh
dh
=
1 dV
dt Aw dt Aw
=
1
(
−cAh 2 gh =
Aw
)2 gh

where:
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 37
Engr. Caesar Pobre Llapitan


2
2
Ah =    = Aw = ( 10 ) = 100
2
g = 32 ft/s2
 
12 36

Therefore,
dh −c / 36 c
= 64h = − h
dt 100 452

3. A tank in the form of a right circular cone of height H, radius R, with its vertex below the base is
filled with water. A hole, having cross section a at the vertex, causes the water to leak out. Assuming
v = c2gh, where c is the discharge coefficient, show that the time for the cone to empty is
2 R2 H 2A H
T= =
5ac 2 g 5ac 2 g

where A = R2 is the area of the base of the cone. If H = 16 ft, a = 1 in2, R = 5 ft, find T for the cases c
= 1, c = 0.6.

Solution: R

H
h

1
Volume of a cone at any instant is V ( t ) =  r 2h .
3

Expressing V = f(h) using similar triangle, we have


r R R
=  r= h
h H H
Thus,
2
1 R
V ( t ) =    h3
3 H

As water leaks, height also changes with time; hence, differentiating V with respect to t we obtain
2
dV R dh
=    h2
dt H dt

dV
The amount of water that leaks is = - cAh 2 gh ; thus
dt
2
R dh
−cAh 2 gh =    h2
H dt
or

dh −cAh 2 g h  H 
2
h2 =  
dt  R
Separating the variables and integrating between the limits t = 0, h = H and t = T, h = 0:
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 38
Engr. Caesar Pobre Llapitan

−cAh 2 g  H 
2
0 h2 dh T
H h
=
  
R
0 dt
−cAh 2 g  H 
2
0
H h dh =   R  T
3/2

0
−cAh 2 g  H 
2
2 5/2
h =   T
5 H
 R
−cAh 2 g  H 
2
2
− H 5/2 =   T
5  R

Solving for T:
2  R2
T = H 5/2 2
5 cAh 2 g H
2 R2 H 2 Aw H
T= =
5cAh 2 g 5ac 2g

Classroom Activity 3
1. A hemispherical bowl of radius R is filled with water. If there is a small hole of radius r at the bottom
of the convex surface, show that the time taken for the bowl to empty is
2
14  R  R
T=
15c  r  2g

assuming that v = c2gh, where v is the velocity efflux of the water when the water level is at height
h and c is the discharge coefficient.
2. A right-circular conical tank loses water out of a circular hole at its bottom. Determine a differential
equation for the height of the water h at time t. The radius of the hole is 2 in., g = 32 ft/s2, and the
friction/contraction factor c = 0.6.

D. Orthogonal Problems

Many physical problems are described using a function (x, y) called potential that represents a quantity
such as height, temperature, or pressure. The curves (x, y) = c is called equipotential or level curves
because the potential is constant along these curves. In the case of height, the equipotential are the
familiar lines connecting points of equal altitude on a topographic map. For temperature, the
equipotential are usually called isotherms, and for pressure, they are called isobars.

A potential often causes an action perpendicular to the equipotential. These curves perpendicular to
the equipotential are usually called flux (or steam) lines. On a topographic map, flux lines show the
direction in which object would roll downhill (at least initially). In the case of isotherms, the flux lines
show the direction of heat flow.
Given the equipotential, we can often find the flux lines. Since the flux lines are everywhere orthogonal
(perpendicular) to the equipotential, they are sometimes called an orthogonal family of curves.

Procedure for Calculating Flux Lines from Equipotential


1. First write the family of curves (equipotential) in the form
(x, y) = c

2. Differentiate with respect to x to get


Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 39
Engr. Caesar Pobre Llapitan

dy
x ( x, y ) +  y ( x, y ) =0
dx

3. Solve for dy/dx:


dy  ( x, y )
=− x (1)
dx  y ( x, y )

Equation (1) gives the slope of the equipotential at (x, y). Since the flux lines are to be orthogonal
to the equipotential, the flux slopes will be the negative reciprocals of the equipotential slopes.
Thus, the flux lines satisfy the differential equation
dy −1  y ( x, y )
= = (2)
dx − x ( x, y ) /  y ( x, y )  x ( x, y )

4. Solve equation (2).

Classroom Activity 4
For each family of curves (equipotential), compute the orthogonal family (flux lines).
1. y = x + c 4. y3(x + 1) = c
2. y = cx 5. y = tan (x + c)
2
3. y = c (x + y) 6. ey – ex = c

E. Spread of a Disease

A contagious disease – for example, a flu virus – is spread throughout a community by people coming
into contact with other people. Let x(t) denote the number of people who have contracted the disease
and y(t) denote the number of people who have not yet been exposed. It seems reasonable to assume
that the rate dx/dt at which the disease spreads is proportional to the number of encounters, or
interactions, between these two groups of people. If we assume that the number of interactions is jointly
proportional to x(t) and y(t), then

dx
= kxy (a)
dt

where k is the usual constant of proportionality. Suppose a small community has a fixed population of
people n. If one infected person is introduced into this community, then it could be argued that x(t)
and y(t) are related by x + y = n + 1. Using this last equation to eliminate y in (a) gives us the model

= kx (n + 1 − x )
dx
dt

An obvious initial condition accompanying the differential equation is x(0) = 1.

Classroom Activity 5
1. Suppose a student carrying a flu virus returns to an isolated college campus of 1000 students.
Determine a differential equation governing the number of people x(t) who have contracted the flu
if the rate at which the disease spreads is proportional to the number of interactions between the
number of students with the flu and the number of students who have not yet been exposed to i.
2. At a time, t = 0 a technological innovation is introduced into a community with a fixed population
of n people. Determine a differential equation governing the number of people x(t) who have
adopted the innovation at time t if it is assumed that the rate at which the innovation spreads
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 40
Engr. Caesar Pobre Llapitan

through the community is jointly proportional to the number of people who have adopted it and
the number of people who have not adopted it.

Problem Sets
1. A tank initially contains s0 lb of salt dissolved in 200 gal of water, where s0 is some positive number.
Starting at time t = 0, water containing 0.5 lb of salt per gallon enters the tank at a rate of 4 gal/min,
and the well-stirred solution leaves the tank at the same rate. Letting c (t) be the concentration of
salt in the tank at time show that the limiting concentration − that is, lim t →  c(t) − is 0.5 lb/gal.
2. From theoretical considerations, it is known that light from a certain star should reach Earth with
intensity I0. However, the path taken by the light from the star to Earth passes through a dust cloud,
with absorption coefficient 0.1/light-year. The light reaching Earth has intensity 1/2 I0. How thick is
the dust cloud? (The rate of change of light intensity with respect to thickness is proportional to
the intensity. One light-year is the distance traveled by light during 1 yr.)
3. A snowball melts in such a way that the rate of change in its volume is proportional to its surface
area. If the snowball was initially 4 in. in diameter and after 30 min its diameter is 3 in., when will
its diameter be 2 in.? Mathematically speaking, when will the snowball disappear?
4. Suppose the snowball in Problem 3 melts so that the rate of change in its diameter is proportional
to its surface area. Using the same given data, determine when its diameter will be 2 in.
Mathematically speaking, when will the snowball disappear?
5. If 30 % of a radioactive substance disappears in 10 days, how long will it take for 90% to disappear?
6. Neutrons in an atomic pile increase at a rate proportional to the number of neutrons present at any
instant (due to nuclear fission). In N0 neutrons are initially present, and N1 and N2 neutrons are
present at times T1 and T2, respectively, show that
T1 T2
 N2   N1 
  = 
 N0   N0 

7. Uranium disintegrates at a rate proportional to the amount present at any instant. If M1 and M2
grams are present at times T1 and T2, respectively, show that the half-life is
(T2 − T1 ) ln 2
M
ln 1
M2
8. A radioactive isotope having a half-life of T minutes is produced in a nuclear reactor at the rate a
grams per minute. Show that the number of grams of the isotope presents after a long time is given
by aT/ln 2.
9. Two friends sit down to talk and enjoy a cup of coffee. When the coffee is served, the impatient
friend immediately adds a teaspoon of cream to his coffee. The relaxed friend waits 5 min before
adding a teaspoon of cream (which has been kept at a constant temperature). The two now begin
to drink their coffee. Who has the hotter coffee? Assume that the cream is cooler than the air and
use Newton’s law of cooling.
10. A solar hot-water-heating system consists of a hot water tank and a solar panel. The tank is well
insulated and has a time constant of 64 hr. The solar panel generates 2000 Btu/hr during the day,
and the tank has a heat capacity of 2ºF per thousand Btu. If the water in the tank is initially 110ºF
and the room temperature outside the tank is 80ºF, what will be the temperature in the tank after
12 hr of sunlight?
11. In Problem 10, if a larger tank with a heat capacity of 1 0F per thousand Btu and a time constant of
72 hr is used instead (with all other factors being the same), what will be the temperature in the
tank after 12 hr?
12. When light passes through a window glass some of it is absorbed. Experimentally, the amount of
light absorbed by a small thickness of glass is proportional to the thickness of the glass and to the
amount of incident light. Show that if r per cent of the light is absorbed by thickness w, then the
percentage of the light absorbed by a thickness nw is
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 41
Engr. Caesar Pobre Llapitan

  r  
n
100  1 −  1 −   , 0  r  100
  100  

6. An object of mass 5 kg is given an initial downward velocity of 50 m/sec and then allowed to fall
under the influence of gravity. Assume that the force in Newton due to air resistance is −10y, where
y is the velocity of the object in m/sec. Determine the equation of motion of the object. If the object
is initially 500 m above the ground, determine when the object will strike the ground.
7. When an object slides on a surface, it encounters a resistance force called friction. This force has a
magnitude of N, where  is called the coefficient of kinetic friction and N is the magnitude of
the normal force that the surface applies to the object. Suppose an object of mass 30 kg is released
from the top of an inclined plane that is inclined 30º to the horizontal (see Figure). Assume the
gravitational force is constant, air resistance is negligible, and the coefficient of kinetic friction  =
0.2. Determine the equation of motion for the object as it slides down the plane. If the top surface
of the plane is 5 m long, what is the velocity of the object when it reaches the bottom?

x(t) x(0) = 0
N

-N
mg sin 300

300
mg cos 300

300 mg

8. When a ball is thrown upward, it reaches a particular height after time T1 on the way up and time
T2 on the way down. a) Assuming air resistance to be negligible, show that the height is given by ½
gT1T2. b) How can the result be used to find the height of a tree without climbing it?
9. A weight W is given initial velocity v0 down an incline of angle . If the coefficient of friction
between weight and plane is , show that after time T the weight travels a distance
1
v0T + ( g sin  −  g cos  ) T 2 if tan  > 0
2

10. A satellite revolves in a circular orbit acted upon only by a force of resistance proportional to the
square of its instantaneous speed.
a. If the speed is v0 at time t = 0 and v1 at time t = T1, show that the speed at any time t is
v0 v1T1
v=
v1T1 + ( v0 − v1 ) t

b. Show that the number of revolutions made between times t = 0 and t = T1 is


v0 v1T1
 ( v0 − v1 ) ln v0 / v1

c. Show that although the speed keeps decreasing the satellite revolves indefinitely.
d. Do you believe that the problem represents a possible physical situation? Explain.
11. In a certain solution there are 2 g of a chemical. After 1 hour there are 3 g of the chemical. If the rate
of increase of the chemical is proportional to the square root of the time that it has been in solution,
how many grams will there be after 4 hours.
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 42
Engr. Caesar Pobre Llapitan

12. A tank is filled with 8 gal of brine in which 2 lb of salt is dissolved. Brine having 3 lb of salt per gallon
enters the tank at 4 gal per minute, and the well-stirred mixture leaves at the same rate. a) Set up a
differential equation for the amount of salt at time t. b) Find the amount of salt as a function of
time. c) Find the concentrations of salt after 8 min. d) How much salt is there after a long time?
13. A tank has 60 gal of salt water with 2 lb of salt per gallon. A solution with 3 lb of salt per gallon
enters at 2 gal per minute, and the mixture leaves at the same rate. When will 150 lb of salt be in the
tank?
14. Two tanks each contain v gallons of water. Starting at time t = 0, a solution containing a lb/gal of a
chemical solvent flows into tank I at the rate of b gal/min. The mixture then enters and leaves tank
II at the same rate. Assuming thorough stirring in both tanks, show that the amount of the chemical
in tank II after t > 0 is
( )
ac 1 − e −bt/ v − abte −bt/ v

15. A tank has 60 gal of pure water. A salt solution with 3 lb of salt per gallon enters at 2 gal/min and
leaves at 2.5 gal/min. a) Find the concentration of salt in the tank at any time. b) Find the salt
concentration when the tank has 30 gal of salt water. c) Find the amount of water in the tank when
the concentration is greatest. d) Determine the maximum amount of salt present at any time.
16. The pressure p and density  of the atmosphere above the earth’s surface are related by the formula
p = k where k and  are positive constant. Assuming that at sea level the pressure and density are
given by p0 and 0 respectively, show that a) the pressure variation with height h is given by p 1/1- =
p01 - 1/ - ( 1 – 1/ ) 0p0-1/ h and b) the height of the atmosphere can be considered as p0/( - 1)0. c)
Discuss the cases  = 1 and  > 1.
17. In the theory of learning, the rate at which a subject is memorized is assumed to be proportional to
the amount that is left to be memorized. Suppose M denotes the total amount of a subject to be
memorized and A(t) is the amount memorized in time t. Determine a differential equation for the
mount A(t).
18. In problem 17, assume that the rate at which material is forgotten is proportional to the amount
memorized in time t. Determine a differential equation for A(t) when forgetfulness is taken into
account.
19. A drug is infused into a patient’s bloodstream at a constant rate of r grams per second.
Simultaneously, the drug is removed at a rate proportional to the amount x(t) of the drug present
at time t. Determine a differential equation governing the amount x(t).

References:
1. Blanchard, Paul et. at. (2012). Differential Equations (4th ed.). USA: Brooks/Cole, Cengage
Learning
2. Boyce, William E. and Richard C. DiPrima (2001). Elementary Differential Equations and
Boundary Value Problems (7th Edition). New York: John Wiley & Sons, Inc.
3. C. Henry Edwards and David E. Penney (2008). Differential Equations: Computing and
Modeling (4th Edition). New Jersey: Pearson Education, Inc.
4. Kreyszig, Erwin, Herbert Kreyszig and Edward J. Norminton (2011). Advanced Engineering
Mathematics (10th Edition) New York: John Wiley and Sons.
5. Nagle, R. Kent, Edward B. Saff and Arthur David Snider (2012). Fundamentals of
Differential Equations (8th Edition). USA: Pearson Education, Inc.
6. Rainville, Earl D. and Phillip E. Bedient (2002). Elementary Differential Equations (8th
Edition). USA: Macmillan Publishing Co., Inc.
7. Ricardo, Henry J. (2009). A Modern Introduction to Differential Equations (2nd Edition).
USA: Elsevier Inc.
8. Robinson, James C. (2004). An Introduction to Ordinary Differential Equations. UK:
Cambridge University Press
9. Spiegel, Murray R (1980). Applied Differential Equations (Third Edition). Prentice Hall
Lecture Notes 3: Modeling with First-Order First-Degree Differential Equations 43
Engr. Caesar Pobre Llapitan

10. Zill, Dennis G. (2019). Differential Equations with Boundary-Value Problems (9th
International Metric Edition). USA: Brooks/Cole Cengage Learning
11. Zill, Dennis G. and Warren S. Wright (2014). Advanced Engineering Mathematics (5th
Edition). Burlington, MA: Jones & Bartlett Learning, LLC

You might also like