3E04 Mass Transfer 2nd Term, 2011 A Crash Course in Differential Equations Let N be the number of people or individuals

s in a species (ie. the population). We would like to develop a model for the change in population with time t. One contribution to population growth can be written as:
dN (t ) = N (t ) dt which relates the rate of change in number of people, the derivative on the left hand side, to a birth rate, denoted by , times the population at any given time. The quantity is a positive constant with units of number of offspring per person per unit time. It is obviously an averaged quantity because men, the last time I checked, cant have children. Notice is multiplied by N as must be the case the number of people born this year in, say, Shanghai, China will be greater than the number born in Hamilton, Ontario at least I hope so. The death rate, which well call , removes people from the population and therefore we can write:

dN =N N dt
I have dropped the explicit t dependence on the function N because Im lazy. Combining the two constants appearing in the above equation as: = leads to:

dN =N dt
Since N appears on the right hand side this equation is not just a derivative it is a differential equation. We are not looking for specific solutions for N like N=1 million, we seek the entire function N vs t. Our model differential equation has many characteristics. It is:

1) Ordinary: N depends on only one independent variable t. If the function of interest is a function of two or more variables and partial derivatives appear in the equation than it is called a partial differential equation. Ficks second law of diffusion, as we shall see, is a partial differential equation governing the concentration in a material as a function of both time and position, that is: c(x,t).

dN dN 2) Linear: No terms like N , N , N , etc appear. The linear distinction ,N dt dt is important. If a differential equation is non-linear, you can forget about trying to solve it analytically and will have to use numerical methods. (The exception is non-linear equations where separation of variables, see below, can be used.)
2 3

3) First order: The highest order derivative appearing in the differential equation is the first derivative. The order of the equation is important for the following reason. The solution to a first order equation will contain one unknown constant that must be d 2N , that is, specified by an initial or boundary condition. An equation containing say dt 2 a second order equation, will generate two constants and thus will require two boundary/initial conditions. The time dependent diffusion equation (Ficks second law) is first order in time and second order in position. Thus we will need one initial condition and two boundary conditions. 4) Homogeneous: All terms in the equation contain N, none appear which are constant or only functions of t. Solutions to inhomogeneous equations involve both general and particular solutions. More on this below. 5) Constant coefficients: The term is independent of time. If = (t ) , then a solution can be found analytically (see below), but if is a function of N then the equation is nonlinear. A linear, first order, ordinary differential equation with constant coefficients is the easiest possible differential equation to solve. To do so we use the technique known as separation of variables. Heres how it works. First we rewrite our population model as:
dN = dt N

Notice we have broken up the derivative into its differentials and grouped all terms containing N on one side and all terms involving t on the other. Hence the name: separation of variables. To proceed we integrate both sides:

dN = dt N

We need not specify limits on the integrals because we are looking for the entire functional form for N. Performing the integrations leads to:
~ ln N = t + A

Remember in calculus you learned that there is always a constant of integration which shows up when evaluating an integral? (Recall also, that soon after learning this fact, you forgot about the constant for the rest of the course.) Here we absolutely need the ~ constant, which we have denoted as A . Recall from above a first order equation results ~ in one unknown constant, well A is it. Now we will perform a series of algebraic steps starting with taking the exponential of both sides of the equation:
e (ln N ) = e ( t + A ) N = e t e A N = Ae t
~ ~

The last equation is the final solution and notice we have given the term e A a new name: A. But we are not finished. To evaluate A we need one piece of information and that is an initial condition. Assume that at time equals zero the population is N o . Substituting t = 0 and N = N o into our solution yields A = N o . The final result is then:
N = N o e t

Our simple model actually does a pretty good job of describing population growth. It says that if the birth rate exceeds the death rate ( is positive) then the population will grow exponentially with time. For < 0 the number of individuals in the species will decay exponentially to zero. However, as N becomes very large we can imagine that people start killing each other off in a battle for dwindling resources, not to mention global warming and the spread of deadly diseases, all of which increase the death rate. Then, our model might be improved with the following modification:

dN = N N 2 dt
where is some other positive constant. Now, however, the differential equation is nonlinear and we are out of luck. Nevertheless, study of the linear version, as we have done, is useful since it provides a description of how the population changes during the early stages, that is, when the N 2 term has not yet kicked in to any appreciable extent. We can investigate other modifications to our model as well. We know that births are not the only way of increasing population of a city or province. Immigration should also be included. A simple way to do this is to assume a constant rate of integration denoted by R, then:

dN =N +R dt
Our differential equation is now inhomogeneous. To find a solution, first guess at solution to the full differential equation as written (it is not so bad because R is a constant). This is called the particular solution. Step 2 is: solve the homogeneous part. In this case the homogenous equation is exactly the one we have studied in detail above, but be careful, the constant A is no longer the same. The solution obtained for the homogenous part is called the general solution. The complete answer to the problem then is the sum of the particular and general parts. Again the unknown constant is to be evaluated using the initial condition, but after the two solutions are combined. The procedure just described will be given in a problem set. Consider one more modification to our model. Imagine that in the city for which we are tracking the population a new golf course opens up every few years. The increased availability of tee times means that a portion of the population (mostly men) becomes distracted and increasing numbers of individuals spend much of their free time playing golf when they could be at home doing other things. In other words, the birth rate is decreasing over time. Our golf course corrected model can be written as: dN = ( o t )N dt where the new positive constant captures the decreasing birth rate with time. The new differential equation is linear, first order and homogeneous but the coefficient is no longer constant, it is a function of time. The solution to this differential equation can be solved using separation of variables (see homework), but now the integral over dt is a bit more complicated.