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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)

of water. Assume that water containing 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)

gal of water. Assume water containing 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)

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 ) e at e rt /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)

after a very long time:

QL lim Q(t ) lim25 Q0 25e 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)

is within 2% of QL , first note Q0 = 2QL = 50 lb, hence

Q(t ) 25 Q0 25e rt /100 25 25e .03t

Next, 2% of 25 lb is 0.5 lb, and thus we solve

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)

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)

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.

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.

Example 2: Compound Interest (1 of 3)

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) S0 where S0 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 ) S0e rt

Example 2: Compound Interest (2 of 3)

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

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)

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.

Example 3: Pond Pollution (1 of 7)

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)

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)

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

dq q(t )

10 5 sin 2t , q(0) 0

dt 2

Example 3:

(a) Solve Initial Value Problem (4 of 7)

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 11 1

et / 2 cos 2t et / 2 sin 2t et / 2 sin 2tdt

2 42 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 2 tdt 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)

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)

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)

direction perpendicular to the earths surface with initial

velocity v0 and no air resistance. Taking into account the

variation of the earths gravitational field with distance, the

gravitational force acting on the mass is

mgR 2

w( x) where x is the distance above the earth' s surface

( R x) 2

gravity at the earths surface. Using Newtons law F = ma,

dv mgR 2

m , v(0) v0

dt ( R x) 2

dv dv dx dv

Since dt dx dt dx v and cancelling the ms, 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 Rx Rx 2

The maximum height (altitude) will be reached when the

velocity is zero. Calling that maximum height , we have

2

v0 R

2 gR v0

2

height : v0 2 gR and, taking the limit as , we get

R

the escape velocity, representing the initial velocity required to

escape earths 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

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.

Newtons Law of Cooling

Newtons 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.

=

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

3) At 1:00 pm, a thermometer reading 70F is taken outside

where the air temperature is 10F. At 1:02 pm, the reading is

26F. At 1:05 pm, the thermometer is taken back indoors

where the air is at 70F. What is the thermometer reading at

1:09 pm?

Ans: 56F

Exponential Growth and Decay

The rate of growth/decay of a certain population is directly

proportional to the amount present.

=

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

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

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

Newtons 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.

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)

Newtons Second Law of Motion

P f = (w/g)(dv/dt)

Where

F = force

f = friction = N; = 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

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 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 = gt2 sin + v0t + x0

Kirchhoffs Voltage Law

Kirchhoffs 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)

Kirchhoffs Voltage Law

1. If the circuit contains resistance and inductance only (RL

circuit), the differential equation will be

+ = .

circuit), the differential equation will be

1

+ = .

Examples

3. A resistor and inductor are connected in series in a circuit

containing an impressed voltage of 100 V. If R = 10 , L = 2

H, and I = 0 when t = 0, find I when t = 0.02 second.

Ans: 0.95 A

in series with an electromotive force of 8e0.0001t 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) 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

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

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