APPLIED MATHEMATICS AND

MODELING FOR CHEMICAL

ENGINEERS

Lecture 1: ODE REVIEW

FORMULATION OF PHYSICOCHEMICAL PROBLEMS

 Step 1.Fuzzy Logic – Drawing a Picture

 Step 2: Bringing together of all applicable
physical and chemical information, conservation
laws, and rate expressions
 Step 3. Setting down of finite or differential
volume elements, followed by writing the
conservation laws.
 Step 4. Apply Mathematical Solution Method

2
 Real-World Problem
Differential equations arise
Physicochemical Processes in many engineering
problems as mathematical
models of various physical
systems.
Mathematical Model

Revision of
Model
Solution (if necessary)

Interpretation of Results

3
1.1 REVIEW OF MATHEMATICAL BASIC CONCEPT
Functions and Equations
Let f(x) – name of a function
x = a number or some other entity
Representation of a function – analytic expression of a
function to find the value of a given function

Differential Equations – a relation between a function

and its derivatives of various orders; equations
containing derivatives or differentials of one or
more variables

4
 Definition of Terms
Derivative –
Thederivative of a function represents an infinitesimal change in the function with
respect to one of its variables;
Measurement of how a function changes when the values of its inputs change.
How much a quantity is changing at some given point.
Order – the order of the highest-order derivative that appears in the equation
Degree - the power to which the highest-order derivative is raised, in a differential
equation. A linear differential equation has degree 1.

Dependent variable – variables that denote values of a function; derivative of the

variable occurs
Independent variable – may take on any value in the domain of the functions
which the dependent variable stands for; equation involves one or more derivatives
with respect to a particular independent variable
5
1.2 CLASSIFICATION OF DIFFERENTIAL EQUATION: (ACCORDING TO
NUMBER OF INDEPENDENT VARIABLE AND KIND OF DERIVATIVES THEY
INVOLVE)

1. Ordinary Differential Eqution,

ODE – contains one or several
derivatives of an unknown
function (dependent variable)
with respect to a single
independent variable
y " 2 y ' y  cos x
y  dependent variable
x  independent variable

2. Partial Differential Equation,  2u  2u u

PDE – contain at least one  2 
partial derivative of some x 2
y t
dependent variable; involves an u  dependent variable
unknown function of two or
more independent variables x, y, t  independent variable
and its partial derivatives;

6
1.3 CLASSIFICATION OF ODE
(ACCORDING TO THE WAY IN WHICH A DEPENDENT VARIABLEAND ITS
INDICATED DERIVATIVE APPEAR)

a. Linear ODE’s
Linear in a set of one or more of its dependent
variables if and only if each term of the equation
which contains a variable of the set or any of their
derivatives is of the first degree in those variables
and their derivatives

There are no multiplications among dependent

variables and their derivatives, that is, all
coefficients are functions of independent variables.

7
 General form of the First Order DIFEQ

a0  x  y    a1  x  y    ...  an 1  x  y '  an  x  y  f  x 
n n 1

a0 ( x)  0 throughout some interval

Example:
y " 4 xy ' 2 y  cos x

Linear differential equation: A differential equation in

which the highest-order derivative is not raised to a power,
but is simply multiplied by a constant. For instance
2 2
d y 2  dy 
 2 x   
dy 2  dx 

8
b. Nonlinear ODE’s – not linear in some dependent
variable; not linear in the set of all of its dependent
variables

Examples:
2
 u v
  u  v  sin t
x 2
t
y  4 yy  2 y  cos x

9
EXERCISES: IDENTIFY THE EQUATIONS WHETHER ODE OR PDE,
LINEAR OR NONLINEAR

1. y '''  6 y ''  11 y '  6 y  e x

2.
   xy  0
d xy '
dx
2
u u
3. 2  u
x t
u v  2v
4. u v
x y xy
5.  x  y  dy   x  y  dx
10
1.4 CONCEPT OF SOLUTION

Solution of a given first-order equation on

some open interval a<x<b is a function
y = h(x) that has a derivative. y  h  x 

Satisfies F  x, y, y   0 for all x in the open

interval.

Becomes an identity if we replace the

unknown function y by h, and y’ by h’ .
11
TYPES OF SOLUTION

 Implicit solution: H  x, y   0, an implicit function

Explicit Solution: y  h  x

 General Solution: a nonempty set of solutions

specified by an expression which contains at
least one parameter; function involving an
arbitrary constant, c
Particular Solution: each individual solution of
a differential equation; the solution when we
choose a specific value of c

12
 Singular Solution:
relative to any general solution if it does not belong
to that solution set;
additional solution that can not be obtained from the
general solution;
a solution that is tangent to every solution from the
family of general solutions.

Complete Solution: set of all solutions of the

equation

13
1.5 FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

Linear in y and y’
Occurs frequently in models
Solvable
Involve only the first derivative of the
unknown function, y’, and may contain y and
given functions of x. F  x, y , y   0 or

Example: y   f  x, y 
1. y  cos x
sin x 1
2. y  4 x  2
 3
 6 y y cos y 
x 
1  x2  14
15
LINEAR ODE
 Standard Linear form:
y  p x  y  q x 
'

not this : y '  p x  y  q x 

16
1.7 SEPARABLE FIRST-ORDER DIFFERENTIAL EQUATIONS

g  y  dy  f  x  dx

Integrating both sides wrt x :

dy
 g  y
dx
dx   f  x  dx  c

dy
By calculus: dx  dy,
dx

General Solution:
 g  y  dy   f  x  dx  c
where: f and g are continuous function
17
Problem 1. General Solution – Variable Separable
y  1  0.01 y 2
 
1 Separating dy tranform dy
  2
 dx   100 2 2
 dx
variables
1  0.01 y 10  y

10
 2  Integrating 1  y

both sides
 100  arctan    x  c
10  10 

simplify  y

divide by 10
 arctan    0.1x  c
 10 
 3 General c

Solution
 y  10 tan  0.1x  c  , c
10

Note: Introduce the constant of integration immediately when the

integration is performed. 18
Problem 2: Exponential Growth or Decay
y  ky

 y

Calculus
  ln y   ,
 3 By
y
dy
 1 Separable

  kdx
y

 y
when y  0,  ln y  = y
   y y
when y  0,  y  0,  ln y    ln   y     y = y

19
  2  Integrate

 ln y  kx  c

 3 Taking kx  c kx c

Exponnetials
 y  e  e e ,

 
4 General

Solution
y  ce kx
y 0
  c   ec
y 0
  c  ec
c 0
  y0

20
INITIAL VALUE PROBLEM

Differential equation with together with an initial

condition:
y   f  x, y  , y  x0   y0

given values: x0 and y0

Initial condition: y  x0   y0

21
PROBLEM 3: INITIAL VALUE PROBLEM
e x y  2  x  1 y 2 , y  0  1 6

22
1.7A REDUCTION TO SEPARABLE FORM

Case 1. Differential Equation of the form:

 y
y  g  
x
Case 2: Transformations

v  ay  bx  k

23
Problem 4: Case 1-Initial Value problems

 y y
xy  y  3x cos   ,
4 2
y  1  0, u
x x

24
PROBLEM 5: CASE 2

1 2 y  4x
y 
1 y  2x
Hint: Use y  2 x  

25
1.7B MODELING: SEPARABLE EQUATIONS

Problem 6: Newton’s Law of Cooling

A thermometer, reading 5ºC, is brought into a room
whose temperature is 22ºC. One minute later the
thermometer reading is 12ºC. How long does it
take until the reading is practically 22ºC, say
21.9ºC?

26
Problem 7: Radiocarbon dating.
What should be the 6C14 content (in percent of y0)
of a fossilized tree that is claimed to be 3000
years old?

27
1.8 EXACT FIRST-ORDER DIFFERENTIAL EQUATIONS:
INTEGRATING FACTORS

M  x, y  dx  N  x, y  dy  0 (1)

Function : u   x, y 
u u
Differential Form: du  dx  dy (2)
x y
Eq  1 can be written

 du  0
General Solution:
By integration
 u  x, y   c (3)
28
Comparing Eq. (1) and (2):
u u
 M, N (4)
x y

Test for Exactness: M


 2u
,
N  2u

y yx x xy

Note: M and N have continuous first partial derivative:

M N
 (5)
y x

From Eq(4): u  Mdx  k  y 

 Constants of integration:
u
k ;
u   Ndy  l  y  y
u
l
x 29
PROBLEM 1: AN EXACT EQUATION
2
2 xydx  x dy  0

30
PROBLEM 2: TEST FOR EXACTNESS - IVP
2sin 2 x sinh ydx  cos 2 x cosh ydy  0, y  0 1

31
1.9 REDUCTION TO EXACT FORM.
INTEGRATING FACTORS, F
Given nonexact equation:
P  x, y  dx  Q  x, y  dy  0 (6)

Multiply Eq.(6) by F = F(x,y):

Exact Equation: FPdx  FQdy  0 (7)

 
Exactness Condition:  FP    FQ  (8)
y x

By the product rule: Fy P  FPy  Fx Q  FQx (9)

32
Golden Rule: Look for F that depend only on one
variable.

Let F  F  x  , F  y   0,
dF
Fx  F   substitute in Eq.(9)
dx
FPy  F Q  FQx (10)

Dividing by FQ and rearranging:

1 dF 1  P Q 
    (11)
F dx Q  y x 

33
Theorem 1: Integrating factor F(x)
If (6) is such that the right side of (11), R, depends only on x, then (6)has an integrating
factor F =F(x), which is obtained by integrating (11) and taking exponential on both
sides.
F  x   exp  R  x  dx (12)

If F  F  y  : 1 dF 1  Q P 
    (13)
F dy P  x y 

Theorem 2: Integrating factor F(y)

R depends only on y, then (6)has an
If (6) is such that the right side of (13),
integrating factor F =F(y), which is obtained from (13):

F  y   exp  R  y  dy

34
PROBLEM 4: FIND AN INTEGRATING FACTOR

2 cosh x cos ydx  sinh x sin ydy

35
1.10 HOMOGENEOUS FIRST-ORDER EQUATIONS
M  x, y  dx  N  x, y  dy  0

If all terms in the coefficient function M(x,y) and N(x,y) are

of the same total degree in the variables x and y, then either
of the substitutions y = ux or x = vy will reduce the
equation to one which is separable.
Algebraically reducible to a standard differential form in
which the coefficients of the differentials are homogeneous
functions of the same degree
Homogeneous if and only if over some region R both M
and N are homogeneous functions of the same degree.

36
Alternative standard form for homogeneous,
first-order differential equation: dy  y
 g 
The theory of the substitution y  ux, or u  y / x dx x
y  ux
dy du
ux or dy  udx  xdu
dx dx
 du 
Substitution
  u  x   g  u or xdu   g  u   u  dx
 dx 

dy y
If g  u   u holds identiclly, 
dx x
g  u   0, the equation is separable at the outset

du dx

g  u  u x

37
1.11 LINEAR FIRST-ORDER DIFFERENTIAL EQUATION

cannot contain products, powers, or other

nonlinear combination ofdyy or y’
F  x  G  x y  H  x
dx

Divide the equation by F(x) and rename coefficients:

dy
 p  x y  r  x
Linear in the unknown function y and its
derivative y’, whereas p and r may be any given
dx function of x .

If r(x) is zero for all x in the interval, the equation is homogeneous.

y  p  x  y  0
38
 Separating variables:
dy
  p ( x)dx, ln y    p  x  dx  c
y

Taking exponentials on both sides

  p x  dx
y  x   ce

c
(c   e when y  0)
Note : c  0 and y  x   0  Trivial solution

39
 dy
 p  x y  r  x Nonhomogeneous equation
dx

General Solution:

y  x   e  h   e h rdx  c 

h   p  x  dx

40
 2ND ORDER LINEAR HOMOG ODE

 SLinear in y’, y’’, y’’’

 Solution method: find y1 and y2 independent
solutions yy
y2  cy2
y1  cy2
If  y1  0, y2 nonzero 
 Independent solutions: y2 is not a constant
multiple of y1 nor is y1 is not a constant
multiple of y2
 (y1=0, y2 nonzero)

41