Lecture 4

Ordinary Differential Equations

Differential equation
An equation relating a dependent variable to one
or more independent variables by means of its
differential coefficients with respect to the
independent variables is called a differential
equation.


x e y
dx
dy
dx
y d
x
cos 4 4 ) (
2
3
3
= +
Ordinary differential equation --------
only one independent variable involved: x
) (
2
2
2
2
2
2
z
T
y
T
x
T
k
T
C
p
c
c
+
c
c
+
c
c
=
c
c
u

Partial differential equation ---------------

more than one independent variable involved: x, y, z, u
Order and degree
The order of a differential equation is equal to the
order of the highest differential coefficient that it
contains.
The degree of a differential equation is the highest
power of the highest order differential coefficient
that the equation contains after it has been
rationalized.
x e y
dx
dy
dx
y d
x
cos 4 4 ) (
2
3
3
= +
3rd order O.D.E.

1st degree O.D.E.
Linear or non-linear
Differential equations are said to be non-
linear if any products exist between the
dependent variable and its derivatives, or
between the derivatives themselves.
x e y
dx
dy
dx
y d
x
cos 4 4 ) (
2
3
3
= +
Product between two derivatives ---- non-linear
x y
dx
dy
cos 4
2
= +
Product between the dependent variable themselves ---- non-linear
First order differential equations
No general method of solutions of 1st
O.D.E.s because of their different degrees
of complexity.
Possible to classify them as:
exact equations
equations in which the variables can be
separated
homogenous equations
equations solvable by an integrating factor
Exact equations
Exact?
0 ) , ( ) , ( = + dy y x N dx y x M
dF dy
y
F
dx
x
F
=
c
c
+
c
c
General solution: F (x,y) = C
For example
0 ) 2 (cos sin
3
= + +
dx
dy
y x x y x
Separable-variables equations
In the most simple first order differential
equations, the independent variable and its
differential can be separated from the
dependent variable and its differential by
the equality sign, using nothing more than
the normal processes of elementary algebra.
For example
x
dx
dy
y sin =
Homogeneous equations
Homogeneous/nearly homogeneous?
A differential equation of the type,




Such an equation can be solved by making the
substitution u = y/x and thereafter integrating the
transformed equation.
|
.
|

\
|
=
x
y
f
dx
dy
is termed a homogeneous differential equation
of the first order.
Homogeneous equation example
Liquid benzene is to be chlorinated batchwise by sparging chlorine gas
into a reaction kettle containing the benzene. If the reactor contains
such an efficient agitator that all the chlorine which enters the reactor
undergoes chemical reaction, and only the hydrogen chloride gas
liberated escapes from the vessel, estimate how much chlorine must be
added to give the maximum yield of monochlorbenzene. The reaction
is assumed to take place isothermally at 55 C when the ratios of the
specific reaction rate constants are:
k
1
= 8 k
2
; k
2
= 30 k
3

C
6
H
6
+Cl
2
C
6
H
5
Cl +HCl
C
6
H
5
Cl+Cl
2
C
6
H
4
Cl
2
+ HCl
C
6
H
4
Cl
2
+ Cl
2
C
6
H
3
Cl
3
+ HCl
Take a basis of 1 mole of benzene fed to the reactor and introduce
the following variables to represent the stage of system at time u,

p = moles of chlorine present
q = moles of benzene present
r = moles of monochlorbenzene present
s = moles of dichlorbenzene present
t = moles of trichlorbenzene present

Then q + r + s + t = 1
and the total amount of chlorine consumed is: y = r + 2s + 3t
From the material balances : in - out = accumulation
u
u
u
u
d
dt
V ps k
d
ds
V ps k pr k
d
dr
V pr k pq k
d
dq
V pq k
=
=
=
=
3
3 2
2 1
1
0
1 ) (
1
2
=
q
r
k
k
dq
dr
u = r/q
Equations solved by integrating factor
There exists a factor by which the equation can be multiplied
so that the one side becomes a complete differential
equation. The factor is called the integrating factor.
Q Py
dx
dy
= +
where P and Q are functions of x only
Assuming the integrating factor R is a function of x only, then
) (Ry
dx
d
dx
dR
y
dx
dy
R
RQ yRP
dx
dy
R
= +
= +
( )
}
= Pdx R exp
is the integrating factor
Example
Solve
|
|
.
|

\
|

=
2
3
exp
2
4
x
y
dx
dy
xy
Let z = 1/y
3

4
3
y dy
dz
=
dx
dy
y dx
dz
4
3
=
|
|
.
|

\
|
= +
2
3
exp 3 3
2
x
dx
dz
xz
integral factor
( )
|
|
.
|

\
|
=
}
2
3
exp 3 exp
2
x
xdx
3
2
3
exp
2
3
exp 3
2 2
=
|
|
.
|

\
|
+
|
|
.
|

\
| x
dx
dz x
xz
3
2
3
exp
2
=
|
|
.
|

\
|
|
|
.
|

\
| x
z
dx
d
C x
x
z + =
|
|
.
|

\
|
|
|
.
|

\
|
3
2
3
exp
2
C x
x
y
+ =
|
|
.
|

\
|
3
2
3
exp
1
2
3
Summary of 1st O.D.E.
First order linear differential equations
occasionally arise in chemical engineering
problems in the field of heat transfer,
momentum transfer and mass transfer.
First O.D.E. in heat transfer
An elevated horizontal cylindrical tank 1 m diameter and 2 m long is insulated with
asbestos lagging of thickness l = 4 cm, and is employed as a maturing vessel for a
batch chemical process. Liquid at 95 C is charged into the tank and allowed to
mature over 5 days. If the data below applies, calculated the final temperature of the
liquid and give a plot of the liquid temperature as a function of time.

Liquid film coefficient of heat transfer (h
1
) = 150 W/m
2
C
Thermal conductivity of asbestos (k) = 0.2 W/m C
Surface coefficient of heat transfer by convection and radiation (h
2
) = 10 W/m
2
C
Density of liquid () = 10
3
kg/m
3

Heat capacity of liquid (s) = 2500 J/kgC
Atmospheric temperature at time of charging = 20 C
Atmospheric temperature (t) t = 10 + 10 cos (tu/12)
Time in hours (u)
Heat loss through supports is negligible. The thermal capacity of the lagging can be ignored.
T
Area of tank (A) = (t x 1 x 2) + 2 ( 1 / 4 t x 1
2
) = 2.5t m
2

T
w

T
s

Rate of heat loss by liquid = h
1
A (T - T
w
)
Rate of heat loss through lagging = kA/l (T
w
- T
s
)
Rate of heat loss from the exposed surface of the lagging = h
2
A (T
s
- t)
t
At steady state, the three rates are equal:
) ( ) ( ) (
2 1
t T A h T T
l
kA
T T A h
s s w w
= =
t T T
s
674 . 0 326 . 0 + =
Considering the thermal equilibrium of the liquid,
input rate - output rate = accumulation rate
u

d
dT
s V t T A h
s
= ) ( 0
2
) 12 / cos( 235 . 0 235 . 0 0235 . 0 tu
u
+ = + T
d
dT
B.C. u = 0 , T = 95
Second O.D.E.
Purpose: reduce to 1st O.D.E.
Likely to be reduced equations:
Non-linear
Equations where the dependent variable does not occur explicitly.
Equations where the independent variable does not occur explicitly.
Homogeneous equations.
Linear
The coefficients in the equation are constant
The coefficients are functions of the independent variable.
Non-linear 2nd O.D.E.
- Equations where the dependent variables does not
occur explicitly
They are solved by differentiation followed by the
p substitution.
When the p substitution is made in this case, the
second derivative of y is replaced by the first
derivative of p thus eliminating y completely and
producing a first O.D.E. in p and x.
Solve
ax
dx
dy
x
dx
y d
= +
2
2
Let
dx
dy
p =
2
2
dx
y d
dx
dp
=
and therefore
ax xp
dx
dp
= +
|
.
|

\
|
2
2
1
exp x integral factor
2 2 2
2
1
2
1
2
1
x x x
axe xpe e
dx
dp
= +
2 2
2
1
2
1
) (
x x
axe pe
dx
d
=
B
x
Aerf ax y
dx x C ax y
+ |
.
|

\
|
+ =
|
.
|

\
|
+ =
}
2
2
1
exp
2
error function
Non-linear 2nd O.D.E.
- Equations where the independent variables does
not occur explicitly
They are solved by differentiation followed by the
p substitution.
When the p substitution is made in this case, the
second derivative of y is replaced as
Let
dx
dy
p =
dy
dp
p
dx
dy
dy
dp
dx
dp
dx
y d
= = =
2
2
Solve
2
2
2
) ( 1
dx
dy
dx
y d
y = +
Let
dx
dy
p =
and therefore
2
1 p
dy
dp
yp = +
Separating the variables
dy
dp
p
dx
y d
=
2
2
dy
y
dp
p
p 1
1
2
=

) 1 ln(
2
1
ln ln
2
= + p a y
) 1 (
2 2
+ = = y a
dx
dy
p
( ) b ay
a
x
y a
dy
x
+ =
+
=

}
) ( sinh
1
) 1 (
1
2 2
Non-linear 2nd O.D.E.- Homogeneous equations
The homogeneous 1st O.D.E. was in the form:
The corresponding dimensionless group containing
the 2
nd
differential coefficient is
In general, the dimensionless group containing the
n
th
coefficient is
The second order homogenous differential equation
can be expressed in a form analogous to , viz.
|
.
|

\
|
=
x
y
f
dx
dy
2
2
dx
y d
x
n
n
n
dx
y d
x
1
|
.
|

\
|
=
x
y
f
dx
dy
|
.
|

\
|
=
dx
dy
x
y
f
dx
y d
x ,
2
2
Assuming u = y/x
|
.
|

\
|
=
dx
du
x u f
dx
u d
x ,
2
2
2
Assuming x = e
t

|
.
|

\
|
=
dt
du
u f
dt
du
dt
u d
,
2
2
If in this form, called homogeneous 2nd ODE
Solve
2
2 2
2
2
2
2
|
.
|

\
|
= +
dx
dy
x y
dx
y d
y x
Dividing by 2xy
2
2
2
2
1
2
1
|
.
|

\
|
= +
dx
dy
y
x
x
y
dx
y d
x
homogeneous
2
2
2
2
|
.
|

\
|
=
dt
du
dt
u d
u
|
.
|

\
|
=
dx
dy
x
y
f
dx
y d
x ,
2
2
Let
ux y =
2
2
2
2
2
2 2
|
.
|

\
|
= +
dx
du
x
dx
du
ux
dx
u d
ux
Let
t
e x =
dt
du
p =
2
2 p
du
dp
up =
2
) ln ( C x B x y
Ax y
+ =
=
Singular solution
General solution
A graphite electrode 15 cm in diameter passes through a furnace wall into a water
cooler which takes the form of a water sleeve. The length of the electrode between
the outside of the furnace wall and its entry into the cooling jacket is 30 cm; and as
a safety precaution the electrode in insulated thermally and electrically in this section,
so that the outside furnace temperature of the insulation does not exceed 50 C.
If the lagging is of uniform thickness and the mean overall coefficient of heat transfer
from the electrode to the surrounding atmosphere is taken to be 1.7 W/C m
2
of
surface of electrode; and the temperature of the electrode just outside the furnace is
1500 C, estimate the duty of the water cooler if the temperature of the electrode at
the entrance to the cooler is to be 150 C.
The following additional information is given.

Surrounding temperature = 20 C
Thermal conductivity of graphite k
T
= k
0
- oT = 152.6 - 0.056 T W/m C
The temperature of the electrode may be assumed uniform at any cross-section.
x
T
T
0

x
T
T
0

The sectional area of the electrode A = 1/4 t x 0.15
2
= 0.0177 m
2

A heat balance over the length of electrode ox at distance x from the furnace is
input - output = accumulation
0 ) ( ) (
0
=
|
.
|

\
|
+ +
|
.
|

\
|
x T T DU x
dx
dT
A k
dx
d
dx
dT
A k
dx
dT
A k
T T T
o t o
where U = overall heat transfer coefficient from the electrode to the surroundings
D = electrode diameter
x T T
A
DU
x
dx
dT
k
dx
d
T
o
t
o ) (
0
=
|
.
|

\
|
0 ) ( ) (
0 0
=
|
.
|

\
|
T T
dx
dT
T k
dx
d
| o
0 ) ( ) (
0
2
2
2
0
=
|
.
|

\
|
T T
dx
dT
dx
T d
T k | o o
dx
dT
p =
2
2
dx
T d
dT
dp
p =
0 ) ( ) (
0
2
0
= T T p
dT
dp
p T k | o o
0 ) ( ) (
0
2
0
= T T p
dT
dp
p T k | o o
z p =
2
) (
0
T T y =
0 2 2 ] ) [(
0
= y z
dy
dz
y T k | o o o
Integrating factor ( )
2
0 0
0 0
2
exp y T k
y T k
dy
o o
o o
o
=
|
|
.
|

\
|

}
}
+

=
] ) ( 3 2 ) )( ( [
) (
3
0
2
0 0
0
T T T T T k C
dT T k
x
o| o |
o
Linear differential equations
They are frequently encountered in most chemical
engineering fields of study, ranging from heat,
mass, and momentum transfer to applied chemical
reaction kinetics.
The general linear differential equation of the nth
order having constant coefficients may be written:
) ( ...
1
1
1
1 0
x y P
dx
dy
P
dx
y d
P
dx
y d
P
n n
n
n
n
n
| = + + + +

where (x) is any function of x.

2nd order linear differential equations
The general equation can be expressed in the form
) (
2
2
x Ry
dx
dy
Q
dx
y d
P | = + +
where P,Q, and R are constant coefficients
Let the dependent variable y be replaced by the sum of the two new variables: y = u + v
Therefore
) (
2
2
2
2
x Rv
dx
dv
Q
dx
v d
P Ru
dx
du
Q
dx
u d
P | =
(

+ + +
(

+ +
If v is a particular solution of the original differential equation
0
2
2
=
(

+ + Ru
dx
du
Q
dx
u d
P
The general solution of the linear differential equation will be the sum of
a complementary function and a particular solution.
purpose
The complementary function
0
2
2
= + + Ry
dx
dy
Q
dx
y d
P
Let the solution assumed to be:
mx
m
e A y =
mx
m
me A
dx
dy
=
mx
m
e m A
dx
y d
2
2
2
=
0 ) (
2
= + + R Qm Pm e A
mx
m
auxiliary equation (characteristic equation)
Unequal roots
Equal roots
Real roots
Complex roots
Unequal roots to auxiliary equation
Let the roots of the auxiliary equation be distinct and of
values m
1
and m
2
. Therefore, the solutions of the auxiliary
equation are:


The most general solution will be


If m
1
and m
2
are complex it is customary to replace the
complex exponential functions with their equivalent
trigonometric forms.
x m
e A y
1
1
=
x m
e A y
2
2
=
x m x m
e A e A y
2 1
2 1
+ =
Solve
0 6 5
2
2
= + y
dx
dy
dx
y d
auxiliary function
0 6 5
2
= + m m
3
2
2
1
=
=
m
m
x x
Be Ae y
3 2
+ =
Equal roots to auxiliary equation
Let the roots of the auxiliary equation equal and of value
m
1
= m
2
= m. Therefore, the solution of the auxiliary
equation is:
mx
Ae y =
mx mx
mVe
dx
dV
e
dx
dy
+ =
mx
Ve y =
Let
mx mx mx
Ve m
dx
dV
me
dx
V d
e
dx
y d
2
2
2
2
2
2 + + =
where V is a function of x
0
2
2
= + + Ry
dx
dy
Q
dx
y d
P
0
2
2
=
dx
V d
D Cx V + =
mx
e d Cx y ) ( + =
Solve
0 9 6
2
2
= + + y
dx
dy
dx
y d
auxiliary function
0 9 6
2
= + + m m
3
2 1
= = m m
x
e Bx A y
3
) (

+ =
Solve
0 5 4
2
2
= + y
dx
dy
dx
y d
auxiliary function
0 5 4
2
= + m m
i m = 2
x i x i
Be Ae y
) 2 ( ) 2 ( +
+ = ) sin cos (
2
x F x E e y
x
+ =
Particular integrals
Two methods will be introduced to obtain
the particular solution of a second linear
O.D.E.
The method of undetermined coefficients
confined to linear equations with constant
coefficients and particular form of (x)
The method of inverse operators
general applicability
) (
2
2
x Ry
dx
dy
Q
dx
y d
P | = + +
Method of undetermined coefficients
When (x) is constant, say C, a particular integral of
equation is

When (x) is a polynomial of the form
where all the coefficients are constants. The form of a
particular integral is

When (x) is of the form Te
rx
, where T and r are
constants. The form of a particular integral is


) (
2
2
x Ry
dx
dy
Q
dx
y d
P | = + +
R C y / =
n
n
x a x a x a a + + + + ...
2
2 1 0
n
n
x x x y o o o o + + + + = ...
2
2 1 0
rx
e y o =
Method of undetermined coefficients
When (x) is of the form G sin nx + H cos nx, where
G and H are constants, the form of a particular
solution is

Modified procedure when a term in the particular
integral duplicates a term in the complementary
function.
) (
2
2
x Ry
dx
dy
Q
dx
y d
P | = + +
nx M nx L y cos sin + =
Solve
3
2
2
8 4 4 4 x x y
dx
dy
dx
y d
+ = +
3 2
sx rx qx p y + + + =
2
3 2 sx rx q
dx
dy
+ + =
sx r
dx
y d
6 2
2
2
+ =
3 3 2 2
8 4 ) ( 4 ) 3 2 ( 4 ) 6 2 ( x x sx rx qx p sx rx q sx r + = + + + + + + +
Equating coefficients of equal powers of x
8 4
0 12 4
4 4 8 6
0 4 4 2
=
=
= +
= +
s
s r
q r s
p q r
3 2
2 6 10 7 x x x y
p
+ + + =
0 4 4
2
= + m m m
auxiliary equation
x
c
e Bx A y
2
) ( + =
p c general
y y y + =
Method of inverse operators
Sometimes, it is convenient to refer to the
symbol D as the differential operator:

n
n
n
dx
y d
y D
dx
y d
y D Dy D
dx
dy
Dy
=
= =
=
...
) (
2
2
2
But,
2
2
) (
|
.
|

\
|
=
dx
dy
Dy
y
dx
dy
dx
y d
2 3
2
2
+ +
y D D y D D y Dy y D ) 2 )( 1 ( ) 2 3 ( 2 3
2 2
+ + = + + = + +
The differential operator D can be treated as an ordinary algebraic
quantity with certain limitations.

(1) The distribution law:
A(B+C) = AB + AC
which applies to the differential operator D

(2) The commutative law:
AB = BA
which does not in general apply to the differential operator D
Dxy = xDy
(D+1)(D+2)y = (D+2)(D+1)y

(3) The associative law:
(AB)C = A(BC)
which does not in general apply to the differential operator D
D(Dy) = (DD)y
D(xy) = (Dx)y + x(Dy)
The basic laws of algebra thus apply to the pure operators, but the
relative order of operators and variables must be maintained.
Differential operator to exponentials
px px
px n px n
px px
e p f e D f
e p e D
pe De
) ( ) (
...
=
=
=
px px
e p p e D D ) 2 3 ( ) 2 3 (
2 2
+ + = + +
y p D f e ye D f
y p D e ye D
y p D e ye D
y p D e yDe Dy e ye D
px px
n px px n
px px
px px px px
) ( ) )( (
) ( ) (
...
) ( ) (
) ( ) (
2 2
+ =
+ =
+ =
+ = + =
More convenient!
Differential operator to
trigonometrical functions
ipx n ipx n ipx n n
e ip e D e D px D ) Im( Im Im ) (sin = = =
px p p px D
px p px D
px p p px D
px p px D
px i px e
n n
n n
n n
n n
ipx
sin ) ( ) (cos
cos ) ( ) (cos
cos ) ( ) (sin
sin ) ( ) (sin
sin cos
2 1 2
2 2
2 1 2
2 2
=
=
=
=
+ =
+
+
where Im represents the imaginary part of the function which follows it.
The inverse operator
The operator D signifies differentiation, i.e.
| | ) ( ) ( x f dx x f D =
}
) ( ) (
1
x f D dx x f

=
}
D
-1
is the inverse operator and is an intergrating operator.
It can be treated as an algebraic quantity in exactly the same manner as D
Solve
x
e y
dx
dy
2
4 =
differential operator
x
e y D
2
) 4 ( =
x
e
D
y
2
) 4 (
1

=
1 ...] )
4
1
( )
4
1
( )
4
1
( 1 [
4
1
3 2 2
+ + + + = D D D e y
x
binomial expansion
=2
x
e y
2
2
1
=
px px
e p f e D f ) ( ) ( =
x
e
D
y
2
)
4
1
1 ( 4
1

=
2 = p
x
e y
2
) 4 2 (
1

=
...] )
2
1
( )
2
1
( )
2
1
( 1 [
4
1
3 2 2
+ + + + =
x
e y
x
e
D
y
2
) 4 (
1

=
px px
e p f e D f ) ( ) ( =
2 = p
x
e y
2
) 4 2 (
1

=
px px
e
p f
e
D f ) (
1
) (
1
=
f(p) = 0,
px
n
px
e
D p D
e
D f ) ( ) (
1
) (
1

=
n
px
px
p D p
e
e
D f ) (
1
) ( ) (
1

px px
e p f e D f ) ( ) ( =
n
px
px
D p
e
e
D f
1
) ( ) (
1

=
0
y p D f e ye D f
px px
) ( ) ( + =
y = 1, p = 0, D-p D
n
px
px
D
p
e
e
D f

=
) ( ) (
1

integration
! ) ( ) (
1
n
x
p
e
e
D f
n px
px

=
Solve
x
xe y
dx
dy
dx
y d
4
2
2
6 16 8 = +
differential operator
x
xe y D y D D
4 2 2
6 ) 4 ( ) 16 8 ( = = +
0 16 8
2
= + m m
x
c
e Bx A y
4
) ( + =
x
p
xe
D
y
4
2
) 4 (
6

=
2 4
6

= D xe y
x
p
f(p) = 0
) ( ) ( p D f e e D f
px px
+ =
integration
! 2
6
2
4
x
xe y
x
p
=
x
p
e x y
4 3
3 =
y = y
c
+ y
p

Solve
2 3
2
2
3 4 6 x x y
dx
dy
dx
y d
+ =
differential operator
2 3 2
3 4 ) 2 )( 3 ( ) 6 ( x x y D D y D D + = + =
0 6
2
= m m
x x
c
Be Ae y
2 3
+ =
) 3 4 (
) 2 )( 3 (
1
2 3
x x
D D
y
p
+
+
=
expanding each term by binomial theorem
y = y
c
+ y
p

) 3 4 (
) 2 (
1
) 3 (
1
5
1
2 3
x x
D D
y
p
+
(

+
+

=
) 3 4 ( ...
16 8 4 2
1
...
81 27 9 3
1
5
1
2 3
3 2 3 2
x x
D D D D D D
y
p
+
(

|
|
.
|

\
|
+ + +
|
|
.
|

\
|
+ + + + =
... 0
1296
24 13
216
) 6 24 ( 7
36
6 12
6
3 4
2 2 3

+
+

+
+
+
=
x x x x x
y
p
O.D.E in Chemical Engineering
A tubular reactor of length L and 1 m
2
in cross section is
employed to carry out a first order chemical reaction in
which a material A is converted to a product B,

The specific reaction rate constant is k s
-1
. If the feed rate is
u m
3
/s, the feed concentration of A is C
o
, and the
diffusivity of A is assumed to be constant at D m
2
/s.
Determine the concentration of A as a function of length
along the reactor. It is assumed that there is no volume
change during the reaction, and that steady state conditions
are established.
A B
u
C
0

x
L
ox
u
C
A material balance can be taken over the element of length ox at a distance x fom the inlet
The concentraion will vary in the entry section
due to diffusion, but will not vary in the section
following the reactor. (Wehner and Wilhelm, 1956)
x x+ox
Bulk flow of A
Diffusion of A
uC
x
dx
dC
D
dx
d
dx
dC
D o
|
.
|

\
|
+
dx
dC
D
x
dx
dC
u uC o +
Input - Output + Generation = Accumulation
( ) 0 =
(

|
|
.
|

\
|
|
.
|

\
|
+ +
|
.
|

\
|
+
(

|
.
|

\
|
+ x kC x
dx
dC
D
dx
d
dx
dC
D x
dx
dC
u uC
dx
dC
D uC o o o
section
C
e

( ) 0 =
(

|
|
.
|

\
|
|
.
|

\
|
+ +
|
.
|

\
|
+
(

|
.
|

\
|
+ x kC x
dx
dC
D
dx
d
dx
dC
D x
dx
dC
u uC
dx
dC
D uC o o o
dividing by ox
0 =
(

|
|
.
|

\
|
|
.
|

\
|
+
|
.
|

\
|
kC
dx
dC
D
dx
d
dx
dC
u
rearranging
0
2
2
= kC
dx
dC
u
dx
C d
D
auxillary function
0
2
= k um Dm
( ) ( )
(

+
(

+ = a
D
ux
B a
D
ux
A C 1
2
exp 1
2
exp
In the entry section
0
2
2
=
dx
C d
u
dx
C d
D

auxillary function
0
2
= um Dm
(

+ =
D
ux
C exp | o

( )
2
/ 4 1 u kD a + =
( ) ( )
(

+
(

+ = a
D
ux
B a
D
ux
A C 1
2
exp 1
2
exp
(

+ =
D
ux
C exp | o

B. C.
0
0
= =
= =
dx
dC
L x
dx
C d
dx
dC
x

B. C.
C C x
C C x
= =
= =

0
0
( ) ( ) ( ) ( )
)
`

+
(

+
|
.
|

\
|
= x L
D
ua
a x L
D
ua
a
D
ux
K C
C
2
exp 1
2
exp 1
2
exp
2
0
( ) ( ) ( ) ( ) D uLa a D uLa a K 2 / exp 1 2 / exp 1
2 2
+ =
if diffusion is neglected (D0)
|
.
|

\
|

=

u
kx
C
C C
exp 1
0
0
The continuous hydrolysis of
tallow in a spray column

1.017 kg/s of a tallow fat mixed with 0.286 kg/s of high pressure hot water is fed into
the base of a spray column operated at a temperature 232 C and a pressure of
4.14 MN/m
2
. 0.519kg/s of water at the same temperature and pressure is sprayed
into the top of the column and descends in the form of droplets through the rising fat
phase. Glycerine is generated in the fat phase by the hydrolysis reaction and is extracted
by the descending water so that 0.701 kg/s of final extract containing 12.16% glycerine
is withdrawn continuously from the column base. Simultaneously 1.121 kg/s of fatty
acid raffinate containing 0.24% glycerine leaves the top of the column.
If the effective height of the column is 2.2 m and the diameter 0.66 m, the glycerine
equivalent in the entering tallow 8.53% and the distribution ratio of glycerine between
the water and the fat phase at the column temperature and pressure is 10.32, estimate
the concentration of glycerine in each phase as a function of column height. Also find
out what fraction of the tower height is required principally for the chemical reaction.
The hydrolysis reaction is pseudo first order and the specific reaction rate constant is
0.0028 s
-1
.
Glycerin,
Tallow fat Hot water
G kg/s
Extract
Raffinate
L kg/s
L kg/s
x
H

z
H

x
0

z
0

y
0

G kg/s
y
H

h
x
z
x+ox
z+oz
y+oy
y
oh
x = weight fraction of glycerine in raffinate
y = weight fraction of glycerine in extract
y
*
= weight fraction of glycerine in extract in equilibrium with x
z = weight fraction of hydrolysable fat in raffinate
Consider the changes occurring in the element of column of height oh:
Glycerine transferred from fat to water phase,
h y y KaS o ) * (
S: sectional area of tower
a: interfacial area per volume of tower
K: overall mass transter coefficient
Rate of destruction of fat by hydrolysis, h Sz k o
A glycerine balance over the element oh is:
( )
( ) h y y KaS
w
h Sz k
h
dh
dx
x L Lx o
o
o = +
|
.
|

\
|
+ *
Rate of production of glycerine by hydrolysis,
w h Sz k / o
k: specific reaction rate constant
: mass of fat per unit volume of column (730 kg/m
3
)
w: kg fat per kg glycetine
A glycerine balance between the element and the base of the tower is:
0
0
=
|
.
|

\
|
+
w
Lz
w
Lz
Lx
L kg/s
x
H

z
H

x
0

z
0

y
0

G kg/s
y
H

h
x
z
x+ox
z+oz
y+oy
y
oh
The glycerine equilibrium between the phases is:
mx y = *
( ) h y y KaS Gy h
dh
dy
y G o o * =
|
.
|

\
|
+
in the fat phase
in the extract phase
( ) 0
0
= Gy Gy
in the fat phase
in the extract phase
( ) 0
2
2
0
0
2
= +
|
|
.
|

\
|

|
.
|

\
|

(

+
dh
dy
L
KaSm
dh
y d
dh
dy
G
KaS
dh
dy
y
G
KaS
L
S k
y y
L
mG
w
mz
LG
Ka S k
L
mG
r =
L
S k
p

=
) 1 ( = r
G
KaS
q
|
.
|

\
|

= + + +
w
mz
ry
r
pq
pqy
dh
dy
q p
dh
y d
0
0
2
2
1
) (
2nd O.D.E. with constant coefficients
Complementary function
Particular solution
0 ) (
2
= + + + pq m q p m
Constant at the right hand side, y
p
= C/R
) exp( ) exp( qh B ph A y
c
+ = pq
w
mz
ry
r
pq
y
p
/
1
0
0
|
.
|

\
|

=
|
.
|

\
|

+ + =
w
mz
ry
r
qh B ph A y
0
0
1
1
) exp( ) exp(
B.C.
0 ,
0 , 0
= =
= =
y H h
x h
We dont really want x here!
Apply the equations two slides earlier (replace y
*
with mx)
0 ,
, 0
0
= =
= =
y H h
y y h
dh
dy
q
r
y mx
1
=
We dont know y
0
, either
( ) ) exp( ) exp(
1
qh qB ph pA
q
r
y mx

=
0
, 0 y y h = =
| |
pH qH qh pH pH qH pH qH
re ve e v e e e r
w
mz
ry
r
re ve y

+ +
|
.
|

\
|

= ) ( ) (
1
1
) (
0
0
q
p rp q
v
+
=
Substitute y
0
in terms of other variables
(

|
|
.
|

\
|

+
|
|
.
|

\
|

qH
pH qH
qH
qH
pH
pH
e r
re ve
e
e r
v e
e
v r w
mz
y
) (
0
730
66 . 0
4
0028 . 0
32 . 10
165 . 0
286 . 0 701 . 0
276 . 0 1216 . 0 701 . 0
~
403 . 0
2
519 . 0 286 . 0
~
069 . 1
2
121 . 1 017 . 1
~
2
0
=
=
=
=
=
+
+
=
+
=
+

t
S
k
m
y
G
L
Simultaneous differential
equations
These are groups of differential equations
containing more than one dependent
variable but only one independent variable.
In these equations, all the derivatives of the
different dependent variables are with
respect to the one independent variable.
Our purpose: Use algebraic elemination of the variables until only
one differential equation relating two of the variables remains.
Elimination of variable
Independent variable or dependent variables?
) , (
) , (
2
1
y x f
dt
dy
y x f
dt
dx
=
=
Elimination of independent variable
) , (
) , (
2
1
y x f
y x f
dy
dx
=

Elimination of one or more dependent variables
It involves with equations of high order and
it would be better to make use of matrices
Solving differential equations simultaneously using
matrices will be introduced later in the term
Elimination of dependent variables
Solve
0 ) 2 3 ( ) 10 3 (
0 ) 9 6 ( ) 6 (
2 2
2 2
= + + +
= + + + +
z D D y D D
and
z D D y D D
0 ) 1 )( 2 ( ) 5 )( 2 (
0 ) 3 ( ) 2 )( 3 (
2
= + +
= + + +
z D D y D D
and
z D y D D
) 5 ( + D
) 3 ( + D
0 ) 1 )( 2 )( 3 ( ) 5 )( 2 )( 3 (
0 ) 3 )( 5 ( ) 5 )( 2 )( 3 (
2
= + + + +
= + + + + +
z D D D y D D D
and
z D D y D D D
| | 0 ) 2 3 ( ) 15 8 ( ) 3 (
0 ) 1 )( 2 )( 3 ( ) 3 )( 5 (
2 2
2
= + + + +

= + + +
z D D D D D
z D D D z D D
0 ) 13 11 )( 3 ( = + + z D D
0 ) 13 11 )( 3 ( = + + z D D
x
x
Be Ae z
3
11
13

+ =
0 ) 9 6 ( ) 6 (
2 2
= + + + + z D D y D D
x
Ae y D D
11
13
2
2
9
11
13 6
11
13
) 6 (

(
(

+
|
.
|

\
|

|
.
|

\
|
= +
= E
x
p
Ee
D D
y
11
13
2
) 6 (
1

+
=
x x
c
Je He y
3 2
+ =
px px
e p f e D f ) ( ) ( =
11
13
= p
x
p
Ee y
11
13
2
) 6 )
11
13
( )
11
13
((
1

+
=
x
p
Ee y
11
13
700
121

= y = y
c
+ y
p

1.25 kg/s of sulphuric acid (heat capacity 1500 J/kg C) is to be cooled in a two-stage counter-
current cooler of the following type. Hot acid at 174 C is fed to a tank where it is well stirred in
contact with cooling coils. The continuous discharge from this tank at 88 C flows to a second
stirred tank and leaves at 45C. Cooling water at 20 C flows into the coil of the second tank and
thence to the coil of the first tank. The water is at 80 C as it leaves the coil of the hot acid tank.
To what temperatures would the contents of each tank rise if due to trouble in the supply, the
cooling water suddenly stopped for 1h?

On restoration of the water supply, water is put on the system at the rate of 1.25 kg/s. Calculate
the acid discharge temperature after 1 h. The capacity of each tank is 4500 kg of acid and the
overall coefficient of heat transfer in the hot tank is 1150 W/m
2
C and in the colder tank
750 W/m
2
C. These constants may be assumed constant.
Example of simultaneous O.D.E.s
1.25 kg/s
0.96 kg/s
88 C
45 C
174 C
20 C 40 C 80 C
Steady state calculation:
Heat capacity of water 4200 J/kg C
) 20 80 ( 4200 ) 45 174 ( 1500 25 . 1 =
water
F s kg F
water
/ 96 . 0 =
) 20 ( 4200 96 . 0 ) 45 88 ( 1500 25 . 1 =
middle
T
C T
middle

40 =
Heat transfer area A
1
Heat transfer area A
2

32 . 22
) 40 88 (
) 80 88 (
ln
) 40 88 ( ) 80 88 (
1150 ) 88 174 ( 1500 25 . 1
1
=
|
|
.
|

\
|

= A
A =
T
and
T A
Tank 1
Tank 2
Note:
44 . 68
) 40 88 (
) 80 174 (
ln
) 40 88 ( ) 80 174 (
=
|
|
.
|

\
|

= AT
When water fails for 1 hour, heat balance for tank 1 and tank 2:
dt
dT
VC MCT MCT
1
1 0
=
dt
dT
VC MCT MCT
2
2 1
=
Tank 1
Tank 2
M: mass flow rate of acid
C: heat capacity of acid
V: mass capacity of tank
T
i
: temperature of tank i
dt
dT
T T
dt
dT
T T
2
2 1
1
1 0
=
=
B.C.
t = 0, T
1
= 88
t
e T

= 86 174
1
t = 1, T
1
=142.4 C
dt
dT
T e
t
2
2
86 174 =
integral factor, e
t
t
e t T

+ = ) 129 86 ( 174
2
t = 1, T
2
= 94.9 C
B.C.
t = 0, T
2
= 45
When water supply restores after 1 hour, heat balance for tank 1 and tank 2:
( ) ( )
dt
dT
VC MCT t WC MCT t WC
w w
2
2 2 1 3
= + +
Tank 1
Tank 2
W: mass flow rate of water
C
w
: heat capacity of water
t
1
: temperature of water leaving tank 1
t
2
: temperature of water leaving tank 2
t
3
: temperature of water entering tank 2
( ) ( )
dt
dT
VC MCT t WC MCT t WC
w w
1
1 1 0 2
= + +
1 2
T
0
T
1
T
2

t
3
t
2
t
1

Heat transfer rate equations for the two tanks:
(

=
) ln( ) ln(
) ( ) (
) (
2 1 1 1
2 1 1 1
1 1 2 1
t T t T
t T t T
A U t t WC
w
(

=
) ln( ) ln(
) ( ) (
) (
3 2 2 2
3 2 2 2
2 2 3 2
t T t T
t T t T
A U t t WC
w
4 equations have to be
solved simultaneously
( ) ( )
dt
dT
VC MCT t WC MCT t WC
w w
2
2 2 1 3
= + +
( ) ( )
dt
dT
VC MCT t WC MCT t WC
w w
1
1 1 0 2
= + +
(

=
) ln( ) ln(
) ( ) (
) (
2 1 1 1
2 1 1 1
1 1 2 1
t T t T
t T t T
A U t t WC
w
(

=
) ln( ) ln(
) ( ) (
) (
3 2 2 2
3 2 2 2
2 2 3 2
t T t T
t T t T
A U t t WC
w
dependent variable , t
1
(i.e. t
1
= ***)
2 1 1
) 1 ( t t T o o =
3 2 2
) 1 ( t t T | | =
w
WC
A U
e
1 1

= o
w
WC
A U
e
2 2

= |
t
2

..
309 75 . 7 08 . 6
2
2
2
2
2
= + + T
dt
dT
dt
T d

..
B.C. t = 0, T
2
= 94.9 C
T
1

1st order O.D.E.
Check exact
Separate variables
homogenous equations, u = y/x
equations solvable by an integrating factor
2nd order O.D.E Non-linear O.D.E.
Linear O.D.E.
x O.D.E., reduced to 1st O.D.E.
y O.D.E., reduced to 1st O.D.E.
homogeneous O.D.E., u = y/x

General solution = complementary solution + particular solution

constant coefficients
The method of undetermined coefficients
The method of inverse operators

variable coefficient?
next course