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applications of first order odes 1
This is the first part of lecture five
- A series of lecture notes primarily
Lecturer: Dr. Peter Amoako-Yirenkyi taken from the text book (Elementary
differential Equation and boundary
Recommended Textbook:Elementary differential Equation2 value problems by Boyce and Diprima.
After going through this lecture notes,
The laws of the universe are written largely in the language of math- you should be able to have a good
ematics. Algebra is sufficient to solve many static problems, but the appreciation for some applications of
most interesting naturally phenomena involve change and are best de- first Order Differential Equations:
scribed by equations that relate changing quantities. Many important
2
W.W. Boyce & R.C. DiPrima. Elemen-
and significant problems in engineering, the physical sciences, and the tary Differential Equations and Boundary
Value Problems. John Wiley & Sons,
social sciences such as economics and business when formulated in Inc., tenth edition, March 2012. ISBN
mathematical terms require the determination of a function satisfying 978-0-470-45832-7
an equation containing the derivatives of unknown function. Such
equations are called differential equation.
We now move into one of the main applications of differential equations. Modeling is the process of writing
a differential equation to describe a physical situation. Almost all of the differential equations that you will
use in your job (as an engineer) are there because somebody, at some time, modeled a situation to come up
with the differential equation that you are using.
This session is not intended to teach you how to go about modeling physical situations. A whole course
could be devoted to the subject of modeling and still not cover everything! This session is designed to intro-
duce you to the process of modeling and show you what is involved in modeling.
In all of these situations we will be forced to make assumptions that do not accurately depict reality in
most cases, but without them the problems would be very difficult and beyond the scope of this discussion
(and the course in most cases to be honest).
We will look at different situations in this session: Law of exponential change-that deals with growth and
decay problems-Temperature problems, Falling Bodies, Mixing Problems and Electrical Circuits.
dy
Differential Equation: = ky (1)
dt
dy dy
= ky ⇒ = kdt
dt y
⇒ ln |y| = kt + c integrate
⇒ eln |y| = ekt+c exponential
⇒ |y| = ec ėkt eln u = u, e a+b = e a ėb
⇒ y = ±ec ekt | y | = r ⇒ y = ±r
y0 = Ae(k)(0) = A
dN
= kN (3)
dt
and N = N0 when t = 0, then:
N = N0 ekt (4)
dA
Differential equation: = rA
dt
Initial condition: A(0) = A0
Example 1. Suppose that you deposit 800 cedis in an account that pays
6.3% annual interest. How much will you have 8 years later if the interest
is:
Let N (t) denote the amount of substance (or population) that is either de-
dN
caying or growing. If we assume that , the time rate of change of this
dt
amount of substance, is proportional to the amount of substance present,
then:
dN
= kN (7)
dt
where k is the constant of proportionality.
We are assuming that N (t) is a differentiable, hence continuous, function of
time. For population problems, where N (t) is actually discrete and integer-
valued, this assumption is incorrect. Nonetheless (7) still provides a good
approximation to the physical laws governing such a system.
math168 - applications of first order odes - exact differential equations and integration
factors 4
Example 2.13
1. The population of a certain country is known to increase at a rate
proportional to the number of people presently living in the coun-
try. If after two years the population has doubled, and after three
years the population is 50,000 , estimate the number of people
initially living in the country.
Solution:
Model
Let N denote the number of people living in the country at any
time t , and let N0 denote the number of people initially living in
the country. Then from (7):
dN
= kN, which has a solution:
dt
N = cekt (8)
Solve Algebraically
At t = 0, N = N0 ; hence, it follows from (8) that N0 = cek(0) , or
that c = N0 . Thus
N = N0 ekt (9)
If after two years the population has doubled, then we can find the
rate k. That is;
At t = 2, N = 2N0 . SUbstituting these values into (9), we have:
1
2N0 = N0 e2k ⇒ 2 = e2k ⇒ k = ln 2 = 0.347
2
Subtituting this value give:
N = N0 e0.347t (10)
Interpret
The initial population is 17655
2. Scientists who do carbon-14 dating use 5700 years for its half-life.
Find the age of a sample in which 10% of the radioactive nuclei
originally present have decayed.
Solution:
(ln 2)
Because hal f − li f e = 5700 = (ln 2)/k, we have k =
5700
math168 - applications of first order odes - exact differential equations and integration
factors 5
Model
We need to find the value of t for which:
N0 e−kt = 0.9N0
⇒ e−kt = 0.9
where k = (ln 2)/5700.
Solve Algebraically
1 1 1 1 ln 2
e−kt = ⇒ −kt = ln ⇒ t = − ln =
2 2 k 2 k
Interpret
This value of t is the half-life of the element. It depends only on
the value of k. The number y0 does not appear.
Solution:
N = cekt (11)
math168 - applications of first order odes - exact differential equations and integration
factors 6
1 45
45 = 50e2k or k = ln = −0.053 (13)
2 50
Substituting these values into (12), we obtain the amount of
mass present at any time t as:
N = 50e−0.053t (14)
Isaac Newton postulated that the time rate of change in the temper-
ature of a cooled or heated object is proportional to the difference in
temperature between the object and its surrounding medium. This
postulate is known as the Newton’s law of cooling, which is equally
applicable to heating. (What happens to the temperature of boiled
beans (gorbe) if it is placed on a table in a room?)
Let T denote the time dependent temperature of the body and let
TS denote the temperature of the surrounding medium (which is a
constant). Then the time rate of change of temperature of the body
dT
is: and Newton’s law of cooling can be formulated as:
dt
dT
= −k( T − Ts ) (15)
dt
where k is a positive constant of proportionality. Once k is chosen
dT
positive, the minus sign is required in Newton’s law to make
dt
math168 - applications of first order odes - exact differential equations and integration
factors 7
T0 − Ts = ce−k(0) ⇒ c = T0 − Ts
Then we have:
T − Ts = ( T0 − Ts )e−kt (16)
Example 2.14
A hard-boiled egg at 98◦ is put in a bowl of 18◦ water. After 5 min,
the egg’s temperature is 38◦ . Assuming that the water has not warmed
appreciably, how much longer will it take the egg to reach 20◦ ?
Solution:
We find how long it would take the egg to cool from 98◦ to 20◦
and subtract the 5 min that have already elapsed.
Step 1: Solve the initial value problem
Using (16) with TS = 18 and T0 = 98, the egg’s temperature t min
after it is put in the sink is: T = 18 + (98 − 18)e−kt = 18 + 80e−kt
To find k , we use the information that T = 38 when t = 5:
1
38 = 18 + e−5k ⇒ e−5k =
4
1
⇒ −5k = ln = − ln 4
4
1
⇒ k = ln 4
5
1
20 = 18 + 80e−(0.2 ln 4)t ⇒ 80e−(0.2 ln 4) = 2 ⇒ e−(0.2 ln 4)t =
40
1
⇒ −(0.2 ln 4)t = ln = − ln 40
40
ln 40
⇒t= ≈ 13min
0.2 ln 4
Step 3: Interpretation of the time required to reach T = 20
The egg’s temperature will reach 20◦ C about 13 min after it is put
in water to cool. Since it took 5min to reach 38◦ , it will take about
another 8 min more to reach 20◦ C.
dv
F=m (17)
dt
where F is the net force on the body and v is the velocity of the body,
both at time t.
For the problem at hand, there are two forces acting on the body:
(1) the force due to gravity given by the weight w of the body, which
equals mg, and
dv
mg − kv = m
dt
dv k
or + v=g (18)
dt m
as the equation of motion for the body.
math168 - applications of first order odes - exact differential equations and integration
factors 9
dv
=g (19)
dt
When k > 0, the limiting velocity vl is defined by:
mg
vl = (20)
k
Caution: Equations (18), (19), and (20), are valid only if the given con-
ditions are satisfied. These equations are not valid if, for example, air
resistance
is not proportional
to velocity but to the velocity squared
dv 2 dv
m = mg − kv , ori f theupwarddirectionistakentobethepositivedirection m =
dt dt
−mg − kv .
NOTE: Weight versus Mass
Weight is the force that results from gravity pulling on a mass:
weight=mass×acceleration
Pounds=slugs×32
Pounds/32=slugs
Example 2.14
1. A body of mass 5 slugs is dropped from a height of 100ft with
zero velocity. Assuming no air resistance, find
Solution:
(a) Model
dv
If no resistance then equation (19) applies:= g ⇒ v = gt + c
dt
at t = 0, v = 0, ⇒ c = 0. Thus, v = gt, or assuming g =
32 f t/sec2 , v = 32t
(b) Recall that velocity is the rate of change of displacement, de-
dx dx
signed here by x. Hence, v = ⇒ = 32t ⇒ x = 16t2 + c1 at
dt dt
t = 0, x = 0, ⇒ c1 = 0. Thus x = 16t2
math168 - applications of first order odes - exact differential equations and integration
factors 10
Interpretation
It will take 2.5 seconds to reach the ground.
v = −108e−0.1t + 98 (21)
Solve analytically
When t → ∞, v → 98 so the limiting velocity is 98m/s
To find the time it takes for the mass to hit the ground, we need
an expression for the position of the mass at any time t . Since
dx
v= ,(I) can be written as:
dt
dx
= −108e−0.1t + 98 ⇒ x (t) = 1080e−0.1t + 98t + c1
dt
At t = 0 and x (t) = 0; 0 = 1080 + 0 + c1 ⇒ c1 = −1080
Therefore,
Mixture Problems
dQ(t) Q(t) ˙
= (chemical 0 sarrivalrate) − (out f lowrate) (24)
dt V (t)
Consider a tank which initially holds V0 gal of brine that contains alb
of salt. Another brine solution, containing blb of salt per gallon, is
poured into the tank at the rate of egal/min while, simultaneously,
the well-stirred solution leaves the tank at the rate of f gal/min. The
problem is to find the amount of salt in the tank at any time t.
Let Q(t) denote the amount (in pounds) of salt in tank at any time
dQ
t. The time rate of changes of Q(t), , equals the rate at which salt
dt
enters the tank minus the rate at which salt leaves the tank. Salt
enters the tank at the rate of be lb/min.
To determine the rate at which salt leaves the tank, we first calculate
the volume of brine in the tank at any time t , which is the initial
volume V0 plus the volume of brine added et minus the volume of
brine removed f t . Thus, the volume of brine at any time is:
V0 + et − f t
dQ f
or + Q = be (25)
dt V0 + et − f t
Example 2.15
In an oil refinery, a storage tank contains 2000gal of gasoline that
initially has 100Ib of an additive dissolved in it. In preparation for
sale, gasoline containing 2Ib of additive per gallon is pumped into
the tank at a rate of 40gal/min. The well-mixed solution is pumped
out at a rate of 45gal/min. How much of the additive is in the tank
20min after the pumping process begins (Fig 2.1).
Solution:
Model
Let Q(t) be the amount (in pounds) of additive in the tank at time,
t. We know that Q(t) = 100 when t = 0. The number of gallons of
math168 - applications of first order odes - exact differential equations and integration
factors 13
Interpretation
The amount of additive 20 min after the pumping begins is:
3900
Q(20) = 2(2000 − 5(20)) − (2000 − 5(20))9
(2000)9
≈ 1342.03Ib
Electrical Circuits
dq 1 E
+ q= (27)
dt RC R
The relationship between q and I is:
dq
I= (28)
dt
Example
1. The switch in the RL circuit in (Fig 2.2) is closed at time t = 0.
How will the current flow as a function of time?
Solution:
Equation (26) is a liner first-order differential equation for I as a
function of t .Its standard form is:
dI R E
+ I= (29)
dt L L
and the corresponding solution, given that I = 0 when t = 0, is:
E E
I= − e−( R/L)t (30)
R R
math168 - applications of first order odes - exact differential equations and integration
factors 15
At any given time, the current is theoretically less than E/R, but
as time passes, the current approaches the steady-state value E/R.
According to the equation:
dI
L + RI = E
dt
I = E/R is the current that will flow in the circuit if either L =
dI
0(no inductance) or = 0(steady current, I=constant)
dt
Equation (30) expresses the solution of equation (29) as the sum of
two terms: a steady-state solution, V/R and a transient solution
−(V/R)−( R/L)t that tends to zero as t → 0.
1 −(50)t 1
I= e + (31)
10 10
as a particular solution.
1
The quantity − e−50t in (31) is called the transient current,since
10
1
this quantity goes to zero (“dies out”) as t → ∞. The quantity
10
in (31) is called the steady-state current. As t → ∞, the current I
approaches the value of the steady-state current.
609 −20t 30 3
The current at any time t is: I = e + sin 2t − cos 2t
101 101 101
30 3
The steady state current: I = sin 2t − cos 2t
101 101
4. The RC circuit has an emf given (in volts) by 400 sin t, a resistance
of 100 ohms, an capacitance of 10−2 farad. Initially there is no
charge on the capacitor. Find the current in the circuit at any time
t.
Solution:
We first fine the charge q and then use (28) to obtain the current.
Here,
E = 400 cos 2t, R = 100, and c = 10−2 ; hence (27) becomes:
dq
+ q = 4 cos 2t
dt
This equation is linear, and its solution is (two integrations by
parts are required)
8 4
q = ce−t + sin 2t + cos 2t.
5 5
When there is no charge, that means, q = 0, so at t = 0, q = 0;
hence
8 4
0 = ce−(0) + sin 2(0) + cos(0)
5 5
4
⇒c=−
5
4 8 4
Thus, q = − e−t + sin 2t + cos 2t and using (28), we obtain:
5 5 5
dq 4 16 8
I= = e−t + sin 2t − cos 2t
dt 5 5 5
References