Day 9 & 10

MATH24-1 (Differential Equations)

Ch 2.3 Modeling with First Order Equations

(Page 51-68)
Elementary Differential Equations and Boundary Value Problems, 10th edition, by
William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.
• Mathematical models characterize physical systems, often
using differential equations.
• Model Construction: Translating physical situation into
mathematical terms. Clearly state physical principles
believed to govern process. Differential equation is a
mathematical model of process, typically an approximation.
• Analysis of Model: Solving equations or obtaining
qualitative understanding of solution. May simplify model,
as long as physical essentials are preserved.
• Comparison with Experiment or Observation: Verifies
solution or suggests refinement of model.
 Example 1: Salt Solution (1 of 7)

• At time t = 0, a tank contains Q0 lb of salt dissolved in 100 gal

of water. Assume that water containing ¼ lb of salt/gal is
entering tank at rate of r gal/min, and leaves at same rate.
(a) Set up IVP that describes this salt solution flow process.
(b) Find amount of salt Q(t) in tank at any given time t.
(c) Find limiting amount QL of salt Q(t) in tank after a very long time.
(d) If r = 3 & Q0 = 2QL , find time T after which salt is within 2% of QL .
(e) Find flow rate r required if T is not to exceed 45 min.
Example 1: (a) Initial Value Problem (2 of 7)

• At time t = 0, a tank contains Q0 lb of salt dissolved in 100

gal of water. Assume water containing ¼ lb of salt/gal enters
tank at rate of r gal/min, and leaves at same rate.
• Assume salt is neither created or destroyed in tank, and
distribution of salt in tank is uniform (stirred). Then
dQ / dt  rate in  rate out
• Rate in: (1/4 lb salt/gal)(r gal/min) = (r/4) lb/min
• Rate out: If there is Q(t) lbs salt in tank at time t, then
concentration of salt is Q(t) lb/100 gal, and it flows out at
rate of [Q(t)r/100] lb/min.
• Thus our IVP is dQ r rQ
  , Q(0)  Q0
dt 4 100
Example 1: (b) Find Solution Q(t) (3 of 7)

• To find amount of salt Q(t) in tank at any given time t, we

need to solve the initial value problem
dQ rQ r
  , Q(0)  Q0
dt 100 4
• To solve, we use the method of integrating factors:
 (t )  eat  ert /100
 re rt /100 
Q(t )  e  rt / 100
 dt   e 
 rt /100
25e rt /100
 
C  25  Ce  rt /100

 4 
Q(t )  25  Q0  25 e  rt /100
or
 
Q(t )  25 1  e  rt /100  Q0 e  rt /100
 Example 1:
(c) Find Limiting Amount QL (4 of 7)

• Next, we find the limiting amount QL of salt Q(t) in tank

after a very long time:
 
QL  lim Q(t )  lim 25  Q0  25e rt /100  25 lb
t 
t 
• This result makes sense, since over time the incoming salt
solution will replace original salt solution in tank. Since
incoming solution contains 0.25 lb salt / gal, and tank is 100
gal, eventually tank will contain 25 lb salt.
• The graph shows integral curves
for r = 3 and different values of Q0.
 
Q(t )  25 1  e  rt /100  Q0 e  rt /100
 Example 1: (d) Find Time T (5 of 7)

• Suppose r = 3 and Q0 = 2QL . To find time T after which Q(t)

is within 2% of QL , first note Q0 = 2QL = 50 lb, hence
Q(t )  25  Q0  25e  rt /100  25  25e .03t
• Next, 2% of 25 lb is 0.5 lb, and thus we solve

25.5  25  25e 0.03T

0.02  e 0.03T
ln( 0.02)  0.03T
ln( 0.02)
T  130.4 min
 0.03
 Example 1: (e) Find Flow Rate (6 of 7)

• To find flow rate r required if T is not to exceed 45 minutes,

recall from part (d) that Q0 = 2QL = 50 lb, with
Q(t )  25  25e  rt /100
and solution curves decrease from 50 to 25.5.
• Thus we solve
45
 r
25.5  25  25e 100

0.02  e 0.45r

ln(0.02)  0.45r
ln( 0.02)
r  8.69 gal/min
 0.45
 Example 1: Discussion (7 of 7)

• Since situation is hypothetical, the model is valid.

• As long as flow rates are accurate, and concentration of salt
in tank is uniform, then differential equation is accurate
description of flow process.
• Models of this kind are often used for pollution in lake, drug
concentration in organ, etc. Flow rates may be harder to
determine, or may be variable, and concentration may not be
uniform. Also, rates of inflow and outflow may not be same,
so variation in amount of liquid must be taken into account.
 Mixture Problem
dQ/dt = rate in − rate out
dQ/dt = qici − qoco
co = Q/vt
vt = v1 + (qi − qo)t
Q(t) = amount of substance present at any time
qi = volumetric flow rate of the solution coming in
qo = volumetric flow rate of the solution going out
ci = concentration of the solution coming in
co = concentration of the solution going out
v1 = initial volume
vt = total volume
dQ/dt = rate of change
 Examples
1/60) Consider a tank used in certain hydrodynamic
experiments. After one experiment the tank contains 200 L of
a dye solution with a concentration of 1 g/L. To prepare for
the next experiment, the tank is to be rinsed with fresh water
flowing at a rate of 2 L/min, the well-stirred solution flowing
out at the same rate. Find the time that will elapse before the
concentration of dye in the tank reaches 1% of its original
value.
2/60) A tank initially contains 120 L of pure water. A mixture
containing a concentration of γ g/L of salt enters the tank at a
rate of 2 L/min, and the well-stirred mixture leaves the tank at
the same rate. Find an expression in terms of γ for the amount
of salt in the tank at any time t. Also find the limiting amount
of salt in the tank as t → ∞.
 Examples
4/60) A tank with a capacity of 500 gal originally contains
200 gal of water with 100 lb of salt in solution. Water
containing 1 lb of salt per gallon is entering at a rate of 3
gal/min, and the mixture is allowed to overflow out the tank
at a rate of 2 gal/min. Find the amount of salt in the tank at
any time prior to the instant when the solution begins to
overflow. Find the concentration (in pounds per gallon) of salt
in the tank when it is on the point of overflowing. Compare
this concentration with the theoretical limiting concentration
if the tank had infinite capacity.
 Examples
5/60) A tank contains 100 gal of water and 50 oz of salt.
Water containing a salt concentration of ¼(1 + ½sin t) oz/gal
flows into the tank at a rate of 2 gal/min, and the mixture in
the tank flows out at the same rate.
(a) Find the amount of salt in the tank at any time
(b) Plot the solution for a time period long enough so that you
see the ultimate behavior of the graph.
(c) The long-time behavior of the solution is an oscillation
about a certain constant level. What is this level? What is the
amplitude of the oscillation?
 Example 2: Compound Interest (1 of 3)

• If a sum of money is deposited in a bank that pays interest

at an annual rate, r, compounded continuously, the
amount of money (S) at any time in the fund will satisfy
the differential equation:
dS
 rS , S (0)  S 0 where S 0 represents the initial investment .
dt
• The solution to this differential equation, found by
separating the variables and solving for S, becomes:
S(t) = S0ert, where t is measured in years
• Thus, with continuous compounding, the amount in the
account grows exponentially over time.
 S (t )  S 0 e rt
Example 2: Compound Interest (2 of 3)

• In general, if interest in an account is to be compounded m

times a year, rather than continuously, the equation
describing the amount in the account for any time t,
measured in years, becomes: S (t )  S 0 (1  r / m ) mt

• The relationship between these two results is clarified if

we recall from calculus that lim S0 (1  r / m)  S0e
mt rt
m
Growth of Capital at a Return Rate of r = 8%
For Several Modes of Compounding: S(t)/S(0) A comparison of the
t m=4 m = 365 exp(rt)
Years Compounded Compounded Compounded accumulation of funds for
Quarterly Daily Continuously
1 1.082432 1.083278 1.083287 quarterly, daily, and
2 1.171659 1.17349 1.173511
continuous compounding is
5 1.485947 1.491759 1.491825
10 2.20804 2.225346 2.225541 shown for short-term and
20 4.875439 4.952164 4.953032
30 10.76516 11.02028 11.02318 long-term periods.
40 23.76991 24.52393 24.53253
Example 2: Deposits and Withdrawals (3 of 3)

• Returning now to the case of continuous compounding, let us

suppose that there may be deposits or withdrawals in addition to
the accrual of interest, dividends, or capital gains. If we assume
that the deposits or withdrawals take place at a constant rate k,
this is described by the differential equation:
dS dS
 rS  k or in standard form  rS  k and S(0)  S0
dt dt
where k is positive for deposits and negative for withdrawals.
• We can solve this as a general linear equation to arrive at the
solution: S (t )  S0e rt  (k / r )(e rt  1)
• To apply this equation, suppose that one opens an IRA at age 25
and makes annual investments of $2000 thereafter with r = 8%.
• At age 65, S (40)  0 * e0.08*40  (2000 / 0.08)(e0.08*40  1)  $588,313
 Examples
7/61) Suppose that a sum S0 is invested at an annual rate of
return r compounded continuously.
(a) Find the time T required for the original sum to double in
value as a function of r.
(b) Determine T if r = 7%.
(c) Find the return rate that must be achieved if the initial
investment is to double in 8 years.
 Examples
8/61) A young person with no initial capital invests k dollars
per year at annual rate of return r. Assume that investments
are made continuously and that the return is compounded
continuously.
(a) Determine the sum S(t) accumulated at any time t.
(b) If r = 7.5%, determine k so that $1 million will be
available for retirement in 40 years.
(c) If k = $2000/year, determine the return rate r that must be
obtained to have $1 million available in 40 years.
 Examples
9/61) A certain college graduate borrows $8000 to buy a car.
The lender charges interest at an annual rate of 10%.
Assuming that interest is compounded continuously and that
the borrower makes payments continuously at a constant
annual rate k, determine the payment rate k that is required to
pay off the loan in 3 years. Also determine how much interest
is paid during the 3-year period.
 Examples
10/61) A home buyer can afford to spend no more than
$1500/month on mortgage payments. Suppose that the
interest rate is 6%, that interest is compounded continuously,
and that payments are also made continuously.
(a) Determine the maximum amount that this buyer can afford
to borrow on a 20-year mortgage; on a 30-year mortgage.
(b) Determine the total interest paid during the term of the
mortgage in each of the cases in part (a).
 Example 3: Pond Pollution (1 of 7)

• Consider a pond that initially contains 10 million gallons of

fresh water. Water containing toxic waste flows into the pond
at the rate of 5 million gal/year, and exits at same rate. The
concentration c(t) of toxic waste in the incoming water
varies periodically with time:
c(t) = 2 + sin 2t g/gal
(a) Construct a mathematical model of this flow process and
determine amount Q(t) of toxic waste in pond at time t.
(b) Plot solution and describe in words the effect of the
variation in the incoming concentration.
Example 3: (a) Initial Value Problem (2 of 7)

• Pond initially contains 10 million gallons of fresh water.

Water containing toxic waste flows into pond at rate of 5
million gal/year, and exits pond at same rate. Concentration
is c(t) = 2 + sin 2t g/gal of toxic waste in incoming water.
• Assume toxic waste is neither created or destroyed in pond,
and distribution of toxic waste in pond is uniform (stirred).
• Then
dQ/dt = rate in − rate out
• Rate in: (2 + sin 2t g/gal)(5 × 106 gal/year)
• Rate out: If there is Q(t) g of toxic waste in pond at time t,
then concentration of salt is Q(t) lb/107 gal, and it flows out
at rate of [Q(t) g/107 gal][5 × 106 gal/year].
 Example 3:
(a) Initial Value Problem, Scaling (3 of 7)

• Recall from previous slide that

– Rate in: (2 + sin 2t g/gal)(5 × 106 gal/year)
– Rate out: [Q(t) g/107 gal][5 × 106 gal/year] = Q(t)/2 g/yr.
• Then initial value problem is
dQ
dt

 2  sin 2t  5  10 
6

Q(t )
2
, Q(0)  0

• Change of variable (scaling): Let q(t) = Q(t)/106. Then

dq q(t )
  10  5 sin 2t , q(0)  0
dt 2
 Example 3:
(a) Solve Initial Value Problem (4 of 7)

• To solve the initial value problem

q  q / 2  10  5 sin 2t , q(0)  0
we use the method of integrating factors:
 (t )  eat  et / 2
q(t )  e t / 2  et / 2 10  5 sin 2t dt
• Using integration by parts (see next slide for details) and the
initial condition, we obtain after simplifying,
 40 10 
q(t )  e t / 2 20et / 2  et / 2 cos 2t  et / 2 sin 2t  C 
 17 17 
40 10 300 t / 2
q(t )  20  cos 2t  sin 2t  e
17 17 17
Example 3: (a) Integration by Parts (5 of 7)

e
t/2  1 t/2
sin 2tdt   e cos 2t 
 2
1
4
 e t/2

cos 2tdt 

 1 11 1 
  et / 2 cos 2t   et / 2 sin 2t   et / 2 sin 2tdt 
 2 42 4 
 1 1 1 
  et / 2 cos 2t  et / 2 sin 2t   et / 2 sin 2tdt 
 2 8 16 
17 t / 2 1 t/2 1 t/2
16  e sin 2 tdt  
2
e cos 2t 
8
e sin 2t  C
8 t/2 2 t/2
    e sin 2t  C
t/2
e sin 2tdt e cos 2 t
17 17
40 10
5 et / 2 sin 2tdt   et / 2 cos 2t  et / 2 sin 2t  C
17 17
Example 3: (b) Analysis of solution (6 of 7)

• Thus our initial value problem and solution is

dq 1
 q  10  5 sin 2t , q(0)  0
dt 2
40 10 300 t / 2
q(t )  20  cos 2t  sin 2t  e
17 17 17
• A graph of solution along with direction field for differential
equation is given below.
• Note that exponential term is
important for small t, but decays
away for large t. Also, y = 20
would be equilibrium solution
if not for sin(2t) term.
 Example 3:
(b) Analysis of Assumptions (7 of 7)

• Amount of water in pond controlled entirely by rates of flow,

and none is lost by evaporation or seepage into ground, or
gained by rainfall, etc.
• Amount of pollution in pond controlled entirely by rates of
flow, and none is lost by evaporation, seepage into ground,
diluted by rainfall, absorbed by fish, plants or other
organisms, etc.
• Distribution of pollution throughout pond is uniform.
 Example 4: Escape Velocity (1 of 2)

• A body of mass m is projected away from the earth in a

direction perpendicular to the earth’s surface with initial
velocity v0 and no air resistance. Taking into account the
variation of the earth’s gravitational field with distance, the
gravitational force acting on the mass is
mgR2
w( x)  where x is the distance above the earth' s surface
( R  x) 2

R is the radius of the earth and g is the acceleration due to

gravity at the earth’s surface. Using Newton’s law F = ma,
dv mgR2
m  , v(0)  v0
dt ( R  x) 2
dv dv dx dv
• Since dt  dx dt  dx v and cancelling the m’s, the differential
2
equation becomes v dv  gR , since x  0 when t  0, v( 0 )  v
( R  x) 2
0
dx
 dv gR 2
v  , v( 0 )  v0
dx ( R  x) 2
Example 4: Escape Velocity (2 of 2)
• We can solve the differential equation by separating the
variables and integrating to arrive at:
2
v2 gR 2 gR 2 v 0
 C    gR
2 Rx Rx 2
• The maximum height (altitude) will be reached when the
velocity is zero. Calling that maximum height ξ, we have
2
v0 R

2 gR  v0
2

• We can now find the initial velocity required to lift a body to a

height ξ : v0  2 gR  and, taking the limit as ξ→∞, we get
R 
the escape velocity, representing the initial velocity required to
escape earth’s gravitational force: v0  2 gR
• Notice that this does not depend on the mass of the body.
 Examples
20/64) A ball with mass 0.15 kg is thrown upward with initial
velocity 20 m/s from the roof of a building 30 m high.
Neglect air resistance.
(a) Find the maximum height above the ground that the ball
reaches.
(b) Assuming that the ball misses the building on the way
down, find the time that it hits the ground.
(c) Plot the graphs of velocity and position versus time.
 Examples
21/65) Assume that the conditions are as in Problem 20
except that there is a force due to air resistance of magnitude
|v|/30 directed opposite to the velocity, where the velocity v is
measured in m/s.
(a) Find the maximum height above the ground that the ball
reaches.
(b) Find the time that the ball hits the ground.
(c) Plot the graphs of velocity and position versus time.
Compare these graphs with the corresponding ones in
Problem 20.
 Examples
29/67) Suppose that a rocket is launched straight up from the
surface of the earth with initial velocity v0 = √(2gR), where R
is the radius of the earth. Neglect air resistance.
(a) Find an expression for the velocity v in terms of the
distance x from the surface of the earth.
(b) Find the time required for the rocket to go 240,000 mil
(the approximate distance from the earth to the moon).
Assume that R = 4000 mi.
 Newton’s Law of Cooling
Newton’s Law of Cooling states that the time rate of change
of the temperature of the body is proportional to the
temperature difference between the body and its surrounding
medium.
𝑑𝑇
∝ 𝑇 − 𝑇𝑚
𝑑𝑡
𝑑𝑇
= 𝑘 𝑇 − 𝑇𝑚
𝑑𝑡
Where dT/dt = time rate of change of the temperature of the
body
T = temperature of the body at any time
Tm = temperature of the medium
k = constant of proportionality
t = time
 Examples
16/18) Suppose that a building loses heat in accordance with
Newton’s law of cooling and that the rate constant k has the
value 0.15h−1. Assume that the interior temperature is 70°F
when the heating system fails. If the external temperature is
10°F, how long will it take for the interior temperature to fall
to 32°F?
 Examples
16/63) Newton’s law of cooling states that the temperature of
an object changes at a rate proportional to the difference
between its temperature and that of its surroundings. Suppose
that the temperature of a cup of coffee obeys Newton’s law of
cooling. If the coffee has a temperature of 200°F when freshly
poured, and 1 min later has cooled to 190°F in a room at
70°F, determine when the coffee reaches a temperature of
150°F.
 Examples
3) At 1:00 pm, a thermometer reading 70°F is taken outside
where the air temperature is −10°F. At 1:02 pm, the reading is
26°F. At 1:05 pm, the thermometer is taken back indoors
where the air is at 70°F. What is the thermometer reading at
1:09 pm?
Ans: 56°F
 Exponential Growth and Decay
The rate of growth/decay of a certain population is directly
proportional to the amount present.
𝑑𝑥
∝𝑥
𝑑𝑡
𝑑𝑥
= 𝑘𝑥
𝑑𝑡
Where dx/dt = rate of growth/decay of a certain population
k = constant of proportionality
x = number or population present at any time
t = time
 Examples
22/9) A spherical raindrop evaporates at a rate proportional to
its surface. Write the differential equation for the volume of
the raindrop as a function of time.

12/17) A radioactive material, such as the isotope thorium-

234, disintegrates at a rate proportional to the amount
currently present. If Q(t) is the amount present at time t, then
dQ/dt = −rQ, where r > 0 is the decay rate.
(a) If 100 mg of thorium-234 decays to 82.04 in 1 week,
determine the decay rate r.
(b) Find an expression for the amount of thorium-234 present
at any time t.
(c) Find the time required for the thorium-234 to decay to
one-half of its original amount.
 Examples
13/62) An important tool in archeological research is
radiocarbon dating, developed by American chemist Willard
F. Libby. This is a means of determining the age of certain
wood and plant remains, and hence of animal or human bones
or artifacts found in buried at the same levels. Radiocarbon
dating is based on the fact that some wood or plant remains
contain residual amounts of carbon-14, a radioactive isotope
of carbon. This isotope is accumulated during the lifetime of
the plant and begins to decay at its death. Since the half-life
of carbon-14 is long (approximately 5730 years), measurable
amounts of carbon-14 remain after many thousand of years. If
even a tiny fraction of the original amount of carbon-14 is
still present, then by appropriate laboratory measurements the
proportion of the original amount of carbon-14 that remains
can be accurately determined.
 Examples
In other words, if Q(t) is the amount of carbon-14 at time t
and Q0 is the original amount, then the ratio Q(t)/Q0 can be
determined, as long as this quantity is not too small. Present
measurement techniques permit the use of this method for
time periods of 50,000 years or more.
(a) Assuming that Q satisfies the differential equation Q′ =
−rQ, determine the decay constant r for carbon-14.
(b) Find an expression for Q(t) at any time t, if Q(0) = Q0.
(c) Suppose that certain remains are discovered in which the
current residual amount of carbon-14 is 20% of the original
amount. Determine the age of these remains.
 Examples
4) Initially, there are 250 bacteria and after 7 hours, 800
bacteria are observed in the culture. Find:
(a) The approximate number of bacteria that will be present in
the culture after 24 hours.
(b) The time it will take the bacteria to increase to 2500.
Ans: (a) 13433, (b)13.9 hours

5) Water leaks from a cylinder at a rate proportional to the

square root of the volume remaining at any time. If initially
there are 64 gallons present and 15 gallons leak out on the
first day, how much will be left after 4 days? When will there
be 25 gallons?
Ans: 16 gal, 3 days
 Newton’s Second Law of Motion
The unbalanced force acting on the body is proportional to
the product of the mass and its acceleration and is in the
direction of the acceleration.

Let F be the unbalanced force.

𝐹 ∝ 𝑚𝑎 or F = kma where k = 1 based on experiment.
But F = P − f, m = w/g, and a = dv/dt.
Hence,
P − f = (w/g)(dv/dt)
 Newton’s Second Law of Motion
P − f = (w/g)(dv/dt)

Where
F = force
f = friction = μN; μ = coefficient of friction, N = normal force
m = mass
v = velocity
a = acceleration
t = time
g = acceleration due to gravity (9.8 m/sec2 or 32 ft/sec2)
 Examples
1) A constant force of 492 N along a horizontal plane pulls a
body weighing 1960 N where the coefficient of friction
between the body and the plane is 0.20. There is a wind
resistance equal to twice the instantaneous velocity.
Determine the velocity after 20 seconds.
Ans: 9.06 m/sec

2. A body falls from rest against a resistance that varies

directly as the velocity. If the limiting speed or terminal
velocity is 160 ft/sec, find the speed after 5 seconds. Assume
g = 32 ft/sec2.
Ans: 101.14 ft/sec
 Examples
3) A weight, W lb, slides down an inclined plane that makes
an angle α with the horizontal. Assume that no force other
than gravity is acting on the body, that is, there is no friction,
no air resistance, etc. At time t = 0, let the distance traveled x
be x0 and let the initial velocity be v0. Determine x for t > 0.
Ans: x = ½gt2 sin α + v0t + x0
 Kirchhoff’s Voltage Law
Kirchhoff’s Voltage Law states that the algebraic sum of the
voltage drops in a simple closed electric circuit is zero.

Let
t = time (seconds)
Q = charge (Coulombs)
I = current (Amperes)
E = electromotive force or emf (Volts)
R = resistance (Ohms)
L = inductance (Henrys)
C = capacitance (Farads)
 Kirchhoff’s Voltage Law
1. If the circuit contains resistance and inductance only (RL
circuit), the differential equation will be
𝑑𝐼
𝐿 + 𝑅𝐼 = 𝐸.
𝑑𝑡

2. If the circuit contains resistance and capacitance (RC

circuit), the differential equation will be
𝑑𝑄 1
𝑅 + 𝑄 = 𝐸.
𝑑𝑡 𝐶
 Examples
3. A resistor and inductor are connected in series in a circuit
containing an impressed voltage of 100 V. If R = 10 Ω, L = 2
H, and I = 0 when t = 0, find I when t = 0.02 second.
Ans: 0.95 A

4. A resistance of 3 Ω and an inductance of 2 H are connected

in series with an electromotive force of 8e−0.0001t V. When will
the current be 0.8 A if no current flows initially?
Ans: 0.237 second
 Examples
3. An inductance of 2 H and a variable resistance R = 4/(t +
10) Ω are connected in series with a constant emf of E V. If I
= 0 when t = 0 and I = 50 A when t = 5 seconds, find the emf,
E.
Ans: 28.42 V

2. When a simple electric circuit, containing no condensers

but having inductance and resistance, has the electromotive
force removed, the rate of decrease of the current is
proportional to the current. This current is I Amperes and t
seconds after the cut-off, and I = 40 Amperes when t = 0. If
the current dies down to 15 Amperes in 0.01, find I in terms
of time, t.
Ans: I = 40(3/8)100t