Modeling with

Ordinary Differential
Equations
 Group Members:

Md. Fahim Sahariar Alam(2011133015)

Sayma Rahman (2011133050)
Shariful Islam (2012133096)
Khaled Saifullah Eleyas (2012133114)
 CONTENTS
Hisitory Of Differential Equations

INTRODUCTION TO DIFFERENTIAL EQUATION

TYPES OF DIFFERENTIAL EQUATION

BASIC CONCEPT OF ODE (ORDINARY DIFFERENTIAL EQUATION)

APPLICATIONS OF ORDINARY DIFFERENTIAL EQUATIONS

Hisitory Of Differential Equations

Differential equations have been a major branch of pure

and applied mathematics since their inauguration in the
mid 17th century. While their history has been well
studied, it remains a vital field of on-going investigation,
with the emergence of new connections with other parts
of mathematics, fertile interplay with applied subjects,
interesting reformulation of basic problems and theory in
various periods, new vistas in the 20th century, and so on.
In this meeting we will be considering some of the
principal parts of this story, from the launch with Newton
and Leibniz up to around 1950.
‘Differential equations’ began with Leibniz, the
Bernoulli brothers and others from the 1680s, not long
after Newton’s ‘fluxional equations’ in the 1670s.
Applications were made largely to geometry and
mechanics and isoperimetric problems were exercised
in optimization.
Most 18th century developments consolidated the
Leibnizian tradition, extending its multi-variate form,
thus leading to partial differential equations.
Generalization of isoperimetric problems led to the
calculus of variations.

New figures appeared, especially Euler, Bernoulli,

Lagrange and Laplace. Development of the general
theory of solutions included singular ones, functional
solutions and those by infinite series.
Many applications were made to mechanics,
especially to astronomy and continuous media. In the
19th century: general theory was enriched
by development of the understanding of general and
particular solutions, and of existence theorems. More
types of equation and their solutions appeared; for
example, Fourier analysis and special functions.
Among new figures, Cauchy stands out. Applications
were now made not only to classical mechanics but
also to heat theory, optics, electricity and
magnetism, especially with the impact
of Maxwell. Later Poincare introduced recurrence
theorems, initially in connection with the three-body
problem.
In the 20th century: general theory was influenced by
the arrival of set theory in mathematical analysis;
with consequences for theorization, including further
topological aspects. New applications were made
to quantum mathematics, dynamical systems and
relativity theory.
Differential Equation:
Differential Equation is an equation containing the
derivative of one or more dependent variables with
respect to one or more independent variables.

For Example,

We can describe many interesting natural phenomena

that involve change using differential equations.
In addition, the theory of the subject has broad and
important implications.
Types Of Differential Equations

ODE (ORDINARY DIFFERENTIAL EQUATION):

An equation contains only ordinary derivates of one or more dependent
variables of a single independent variable.
For Example,
dy/dx + 5y = ex, (dx/dt) + (dy/dt) = 2x + y

PDE (PARTIAL DIFFERENTIAL EQUATION):

An equation contains partial derivates of one or more dependent variables
of two or more independent variables. For Example,
o First Order differential equation

• A first order differential equation is an equation

involving the unknown function y, its
derivative y' and the variable x.

• General Form,
𝑑𝑦
= f(x,y)
𝑑𝑥

• For Example,
𝑑𝑦
= 2𝑥 + 3
𝑑𝑥
Applications of
ODE:
POPULATION GROWTH
-As an application of 1st order homogeneous
differential equation
What is a population?
• A group of organisms of the same species
• living in the same habitat
• at the same time
• where they can freely interbreed.
How can populations change?
Exponential:
Continuous addition of births and deaths at
constant rates (b & d)
Such that r = b - d
dN
 rN
dt
Result of the integration:

time, t: N(t) log N

0 100 4.60517019
1 105.12711 4.65517019
2 110.517092 4.70517019
3 116.183424 4.75517019
4 122.140276 4.80517019
5 128.402542 4.85517019
6 134.985881 4.90517019
7 141.906755 4.95517019
8 149.18247 5.00517019
9 156.831219 5.05517019
10 164.872127 5.10517019
Real examples of exponential
growth
• Pest species show exponential growth
humans provide them with a perfect
environment
• Alien species
When a new species is introduced accidentally
or deliberately into a new environment
It has no natural predators or diseases to keep
it under control.
Application of System of 1st order
Differential Equation:
Concentration of Pollutants in the Ponds
The pollution of ponds is a major
ecological problem for today’s society.

The theory of differential equations is an

important tool for describing mathematical
models that discuss real life situations. So,
we aim to study and analyze and hence
determine the amount of pollutant in
ponds according to the time.
Consider three ponds connected by streams, as
in Figure 1. The first pond has a pollution source,
which spreads via the connecting streams to the
other ponds.
3 2

Figure 1: Three ponds 1, 2, 3 of volumes 𝑣1 , 𝑣2 , 𝑣3

connected by streams. The pollution source f (t) is
in pond.
We assume the following.
Symbol f (t) is the pollutant flow rate into pond 1
(lb. /min).
Symbols 𝑓1 , 𝑓2 , 𝑓3 denote the pollutant flow rates
out of ponds 1, 2, 3, respectively (gal/min). It is
assumed that the pollutant is well-mixed in each
pond.
The three ponds have volumes 𝑣1 , 𝑣2 , 𝑣3 (gal),
which remains constant.
Symbols 𝑥1 (𝑡), 𝑥2 (𝑡), 𝑥3 (𝑡) ) denote the amount
(lbs.) of pollutant in ponds 1, 2, 3, respectively
The pollutant flux is the flow rate times the
pollutant concentration, e.g., pond 1 is emptied
𝑥1 (𝑡)
with flux 𝑓1 times . A compartment analysis
𝑣1
is summarized in the following diagram.
The diagram plus compartment analysis gives the
following differential equations.
𝑥3 (𝑡)𝑓3 (𝑡) 𝑥1 𝑡 𝑓1 𝑡
𝑥1 ′ 𝑡 = − + 𝑓(𝑡)
𝑣3 𝑣1

𝑥1 𝑡 𝑓1 𝑡 𝑥2 𝑡 𝑓2 𝑡
𝑥2 ′ 𝑡 = −
𝑣1 𝑣2

′ 𝑡 𝑥2 𝑡 𝑓2 𝑡 𝑥3 (𝑡)𝑓3 (𝑡)
𝑥3 = −
𝑣2 𝑣3

For a specific numerical example,

𝑓i (𝑡)
we take = 0.001, 1 ≤ i ≤ 3.
𝑣i
And let f (t) = 0.125 lb. /min for the first 48 hours (2880
minutes)
Initially, 𝑥1 0 = 𝑥2 0 = 𝑥3 0 = 0, if the ponds were
pristine. The specialized problem for the first 48 hours is
′ 𝑡
𝑥1 = 0.001𝑥3 𝑡 − 0.001𝑥1 𝑡 + 0.125
′ 𝑡
𝑥2 = 0.001𝑥1 𝑡 − 0.001𝑥2 𝑡
′ 𝑡
𝑥2 = 0.001𝑥2 𝑡 − 0.001𝑥3 𝑡
 Solving the system

𝑥𝑆𝑜𝑙(𝑡) =

(417 ∗ 𝑡)/10000 − (417 ∗ 𝑐𝑜𝑠((3^(1/2) ∗ 𝑡)/2000))/(10

∗ 𝑒𝑥𝑝(𝑡)^(3/2000)) + (139 ∗ 3^(1/2) ∗ 𝑠𝑖𝑛((3^(1/2)
∗ 𝑡)/2000))/(10 ∗ 𝑒𝑥𝑝(𝑡)^(3/2000)) + 417/10

𝑦𝑆𝑜𝑙(𝑡) =
(417 ∗ 𝑡)/10000 − (139 ∗ 3^(1/2) ∗ 𝑠𝑖𝑛((3^(1/2)
∗ 𝑡)/2000))/(5 ∗ 𝑒𝑥𝑝(𝑡)^(3/2000))
 𝑧𝑆𝑜𝑙(𝑡) =

(417 ∗ 𝑡)/10000 + (417 ∗ 𝑐𝑜𝑠((3^(1/2) ∗ 𝑡)/2000))/(10

∗ 𝑒𝑥𝑝(𝑡)^(3/2000)) + (139 ∗ 3^(1/2) ∗ 𝑠𝑖𝑛((3^(1/2)
∗ 𝑡)/2000))/(10 ∗ 𝑒𝑥𝑝(𝑡)^(3/2000)) − 417/10

The solution to this system is,

𝑥1 2880 = 162.30 ,
𝑥2 2880 = 119.61,
𝑥3 2880 = 78.08
Results
Using the system of linear differential equations we found
that per 48 hours (2880 min) pond 1, 2 and 3 get mixed with
162.30 pounds, 119.61 pounds and 78.08 pounds of pollutant
uniformly.
Conclusions
Through the modeling with first order system of differential
equations, it was found three differential equations to
determine the concentration of pollutants at a given time.
Application of System of 1st
order Differential Equation:

Usage in biological system by means

of Boolean network model
Ordinary differential equations can be used in
biological system such as genes and proteins
activations and inhibitions.
 Consider a Boolean network with 2
components x1, x2 and x1 inhibits x2;
also x2 inhibits x1.
 The appropriate
differential equation
x1 x2
for this system is
𝑑𝑥1
= 𝐵 𝑋1 − 𝑥1 ,
fig- Schematic diagram of two 𝑑𝑡
genes each inhibits other 𝑑𝑥2
= 𝐵 𝑋2 − 𝑥2
𝑑𝑡

Where X1, X2 are Boolean

variables and x1, x2 are
state variables
 Truth table for a negative feedback
between x1 and x2:
x1 x2
0 0
0 1
1 0
1 1
x1(t+1) x2(t+1)
1 1
0 1
1 0
0 0

Corresponding to whether or not gene product concentration X1,

X2 is below (0) or above (1) its threshold, and x1(t+1), x2(t+1)
denotes an associated logical function, representing either
repression (0) or activation (1) of the expression of the 1st and 2nd
gene product. Thus, in terms of our new variables, x1, x2,
translated so that thresholds are at 0 and with Bi = 2xi(t+1) - 1
where i=1, 2.
The sixteen Boolean functions
of two inputs
We have X1(t+1)= {1010} which is equivalent
to 1-X2 and X2(t+1)= {1100} is to 1-X1.
So the system becomes
𝑑𝑥1 𝑑𝑥2
= −𝑥1 , = −𝑥2
𝑑𝑡 𝑑𝑡

Let us consider a point (x1(0); x2(0)) in the

positive quadrant.
We then obtain the solutions,
𝑥1 𝑡 = −1 + 𝑥1 0 + 1 𝑒 −𝑡 . . .eq(A)

𝑥2 𝑡 = −1 + 𝑥2 0 + 1 𝑒 −𝑡 . . .eq(B)
Rewriting eq(A) and eq(B),
𝑥1 𝑡 + 1 = 𝑥1 0 + 1 𝑒 −𝑡 . . .eq(C)
𝑥2 𝑡 + 1 = 𝑥2 0 + 1 𝑒 −𝑡 . . .eq(D)

Simplifying (C),(D), we get,

𝑥1 𝑜 +1 𝑥1 𝑜 +1
x1(t)= 𝑥2 𝑡 + −1
𝑥2 0 +1 𝑥2 0 +1
Fig1: The dynamics between x1 and x2 in two
dimensional phase plane.
Trajectories in the positive quadrant are straight lines
𝑥1 𝑜 +1
(fig1), where is the slope of the line.
𝑥2 0 +1

Following a similar strategy we can compute

trajectories in all quadrants using the ODE system.
Depending on the initial conditions trajectories
approach a stable fixed point at either (0; 1) or (1;
0).
Applications of Second-Order
Differential Equations
 Vibrating springs
 2nd order Homogeneous differential
Equation Damped Vibrations (unforced)
 2nd order Non-Homogeneous
differential Equation Forced Vibrations
Vibrating springs
𝑑2𝑥
𝑚 2 + 𝑘𝑥 = 0
𝑑𝑡

𝑤ℎ𝑒𝑟𝑒 𝑟𝑒𝑠𝑡𝑜𝑟𝑖𝑛𝑔 𝑓𝑜𝑟𝑐𝑒 = −𝑘𝑥

k is a positive constant (called the
spring constant).

This is a second-order linear differential

equation. Its auxiliary equation 𝑚𝑟 2 + 𝑘 =
0 => 𝑟 = ±𝜔𝑖 𝑤ℎ𝑒𝑟𝑒 𝜔 = 𝑘/𝑚.
Thus, the general solution is,𝑥 𝑡 =
𝑐1 𝑐𝑜𝑠𝜔𝑡 + 𝑐2 𝑠𝑖𝑛𝜔𝑡.
Figure 1: Vibrating springs
Damped Vibrations (unforced)
• We consider the motion
of a spring that is
subject to a frictional
force or a damping
force. An example is the
damping force supplied
by a shock absorber in a
car or a bicycle.

𝑑2𝑥 𝑑𝑥
𝑚 2 + 𝑘𝑥 + 𝑐 =0
𝑑𝑡 𝑑𝑡 Figure2: 2017 Bianchi Methanol CV hard tail
𝑑𝑥 race mountain bike with Countervail vibration
𝑤ℎ𝑒𝑟𝑒 𝑑𝑎𝑚𝑝𝑖𝑛𝑔 𝑓𝑜𝑟𝑐𝑒 = −𝑐 𝑑𝑡 , damping technology.
where c is a positive constant,
called the damping constant.

it a second-order linear differential equation and its auxiliary

equation is 𝑚𝑟 2 + 𝑐𝑟 + 𝑘 = 0.
 −𝑐± 𝑐 2 −4𝑚𝑘
The roots are 𝑟 = .
2𝑚
We need to discuss three cases.
Case 1: (𝑐 2 > 4𝑚𝑘) −→ (overdamping) :
𝑥 = 𝑐1 𝑒 𝑟1𝑡 + 𝑐2 𝑒 𝑟2 𝑡 (with distinct roots r1, r2)
Case 2: (𝑐 2 = 4𝑚𝑘) −→ (critical damping):
𝑐
−2𝑚𝑡
𝑥 = (𝑐1 + 𝑐2 𝑡)𝑒 (with equal roots)
Case 3: (𝑐 2 < 4𝑚𝑘) −→ ( under damping):
𝑐 4𝑚𝑘−𝑐 2
Here the roots are complex: r1,r2 = − 2𝑚 ± 𝜔, where 𝜔 = 2𝑚
𝑐
−2𝑚𝑡
The solution is given by 𝑥 = 𝑒 (𝑐1 𝑐𝑜𝑠𝜔𝑡 + 𝑐2 𝑠𝑖𝑛𝜔𝑡)

Figure3: various types of damping vibrations

Forced Vibrations
Suppose that, in addition to the restoring force and the
damping force, the motion of the spring is affected by an
external force F (t).

Figure4: forced vibrations

Newton’s Second Law gives,
𝑑2𝑥 𝑑𝑥
𝑚 2 = −𝑘𝑥 − 𝑐 + 𝐹(𝑡)
𝑑𝑡 𝑑𝑡
The motion of the spring can be determined by the methods of
Nonhomogeneous Linear Equations.
A commonly occurring type of external force is a periodic force function
𝐹 𝑡 = 𝐹0 𝑐𝑜𝑠𝜔𝑡 𝑤ℎ𝑒𝑟𝑒 𝜔 ≠ 𝜔0 = 𝑘/𝑚 .
But if 𝜔 = 𝜔0 then the applied frequency reinforces the natural frequency
and the result is vibrations of large amplitude. This is the phenomenon of
resonance.