1.3 Differential Equations as Mathematical Models

INTRODUCTION

In this section we introduce the notion of a mathematical model. Roughly speaking, a mathematical model is a mathematical description of something. This description could be as simple as a function. For example, Leonardo da Vinci (1452–1519) was able to deduce the speed v of a falling body by examining a sequence. Leonardo allowed water drops to fall, at equally spaced intervals of time, between two boards covered with blotting paper. When a spring mechanism was disengaged, the boards were clapped together. See FIGURE 1.3.1. By carefully examining the sequence of water blots, Leonardo discovered that the distances between consecutive drops increased in “a continuous arithmetic proportion.” In this manner he discovered the formula v = gt.

An illustration of a burette containing water is hanging up on the wall. Two rectangular boards covered with blotting paper are placed side by side. The burette spills water drops between the two boards.

FIGURE 1.3.1 Da Vinci’s apparatus for determining the speed of falling body

Although there are many kinds of mathematical models, in this section we focus only on differential equations and discuss some specific differential-equation models in biology, physics, and chemistry. Once we have studied some methods for solving DEs, in Chapters 2 and 3 we return to, and solve, some of these models.

Mathematical Models

It is often desirable to describe the behavior of some real-life system or phenomenon, whether physical, sociological, or even economic, in mathematical terms. The mathematical description of a system or a phenomenon is called a mathematical model and is constructed with certain goals in mind. For example, we may wish to understand the mechanisms of a certain ecosystem by studying the growth of animal populations in that system, or we may wish to date fossils by means of analyzing the decay of a radioactive substance either in the fossil or in the stratum in which it was discovered.

Construction of a mathematical model of a system starts with identification of the variables that are responsible for changing the system. We may choose not to incorporate all these variables into the model at first. In this first step we are specifying the level of resolution of the model. Next, we make a set of reasonable assumptions or hypotheses about the system we are trying to describe. These assumptions will also include any empirical laws that may be applicable to the system.

For some purposes it may be perfectly within reason to be content with low-resolution models. For example, you may already be aware that in modeling the motion of a body falling near the surface of the Earth, the retarding force of air friction is sometimes ignored in beginning physics courses; but if you are a scientist whose job it is to accurately predict the flight path of a long-range projectile, air resistance and other factors such as the curvature of the Earth have to be taken into account.

Since the assumptions made about a system frequently involve a rate of change of one or more of the variables, the mathematical depiction of all these assumptions may be one or more equations involving derivatives. In other words, the mathematical model may be a differential equation or a system of differential equations.

Once we have formulated a mathematical model that is either a differential equation or a system of differential equations, we are faced with the not insignificant problem of trying to solve it. If we can solve it, then we deem the model to be reasonable if its solution is consistent with either experimental data or known facts about the behavior of the system. But if the predictions produced by the solution are poor, we can either increase the level of resolution of the model or make alternative assumptions about the mechanisms for change in the system. The steps of the modeling process are then repeated as shown in FIGURE 1.3.2.

A flow chart. The cycle begins with the first step: Assumptions and hypotheses. An arrow labeled Express assumptions in terms of D Es, starts from the first step and points to the second step: Mathematical formulation. An arrow labeled Solve the D Es, starts from the second step and points to the third step: Obtain solutions. An arrow labeled Display predictions of the model, for example, graphically, starts from the third step and points to the fourth step: Check model predictions with known facts. An arrow labeled If necessary, alter assumptions or increase resolution of the model, starts from the fourth step, and points back to the first step.

FIGURE 1.3.2 Steps in the modeling process

Of course, by increasing the resolution we add to the complexity of the mathematical model and increase the likelihood that we cannot obtain an explicit solution.

A mathematical model of a physical system will often involve the variable time t. A solution of the model then gives the state of the system; in other words, for appropriate values of t, the values of the dependent variable (or variables) describe the system in the past, present, and future.

Population Dynamics

One of the earliest attempts to model human population growth by means of mathematics was by the English economist Thomas Robert Malthus (1776–1834) in 1798. Basically, the idea of the Malthusian model is the assumption that the rate at which a population of a country grows at a certain time is proportional* to the total population of the country at that time. In other words, the more people there are at time t, the more there are going to be in the future. In mathematical terms, if P(t) denotes the total population at time t, then this assumption can be expressed as

or (1)

where k is a constant of proportionality. This simple model, which fails to take into account many factors (immigration and emigration, for example) that can influence human populations to either grow or decline, nevertheless turned out to be fairly accurate in predicting the population of the United States during the years 1790–1860. Populations that grow at a rate described by (1) are rare; nevertheless, (1) is still used to model growth of small populations over short intervals of time, for example, bacteria growing in a petri dish.

Radioactive Decay

The nucleus of an atom consists of combinations of protons and neutrons. Many of these combinations of protons and neutrons are unstable; that is, the atoms decay or transmute into the atoms of another substance. Such nuclei are said to be radioactive. For example, over time, the highly radioactive radium, Ra-226, transmutes into the radioactive gas radon, Rn-222. In modeling the phenomenon of radioactive decay, it is assumed that the rate dA/dt at which the nuclei of a substance decay is proportional to the amount (more precisely, the number of nuclei) A(t) of the substance remaining at time t:

or (2)

Of course equations (1) and (2) are exactly the same; the difference is only in the interpretation of the symbols and the constants of proportionality. For growth, as we expect in (1), k > 0, and in the case of (2) and decay, k < 0.

The model (1) for growth can be seen as the equation dS/dt = rS, which describes the growth of capital S when an annual rate of interest r is compounded continuously. The model (2) for decay also occurs in a biological setting, such as determining the half-life of a drug—the time that it takes for 50% of a drug to be eliminated from a body by excretion or metabolism. In chemistry, the decay model (2) appears as the mathematical description of a first-order chemical reaction. The point is this:

A single differential equation can serve as a mathematical model for many different phenomena.

Mathematical models are often accompanied by certain side conditions. For example, in (1) and (2) we would expect to know, in turn, an initial population P0 and an initial amount of radioactive substance A0 that is on hand. If this initial point in time is taken to be t = 0, then we know that P(0) = P0 and A(0) = A0. In other words, a mathematical model can consist of either an initial-value problem or, as we shall see later in Section 3.9, a boundary-value problem.

Newton’s Law of Cooling/Warming

According to Newton’s empirical law of cooling—or warming—the rate at which the temperature of a body changes is proportional to the difference between the temperature of the body and the temperature of the surrounding medium, the so-called ambient temperature. If T(t) represents the temperature of a body at time t, Tm the temperature of the surrounding medium, and dT/dt the rate at which the temperature of the body changes, then Newton’s law of cooling/warming translates into the mathematical statement

or (3)

where k is a constant of proportionality. In either case, cooling or warming, if Tm is a constant, it stands to reason that k < 0.

Spread of a Disease

A contagious disease—for example, a flu virus—is spread throughout a community by people coming into contact with other people. Let x(t) denote the number of people who have contracted the disease and y(t) the number of people who have not yet been exposed. It seems reasonable to assume that the rate dx/dt at which the disease spreads is proportional to the number of encounters or interactions between these two groups of people. If we assume that the number of interactions is jointly proportional to x(t) and y(t), that is, proportional to the product xy, then

(4)

where k is the usual constant of proportionality. Suppose a small community has a fixed population of n people. If one infected person is introduced into this community, then it could be argued that x(t) and y(t) are related by x + y = n + 1. Using this last equation to eliminate y in (4) gives us the model

.(5)

An obvious initial condition accompanying equation (5) is x(0) = 1.

Chemical Reactions

The disintegration of a radioactive substance, governed by the differential equation (2), is said to be a first-order reaction. In chemistry, a few reactions follow this same empirical law: If the molecules of substance A decompose into smaller molecules, it is a natural assumption that the rate at which this decomposition takes place is proportional to the amount of the first substance that has not undergone conversion; that is, if X(t) is the amount of substance A remaining at any time, then dX/dt = kX, where k is a negative constant since X is decreasing. An example of a first-order chemical reaction is the conversion of t-butyl chloride into t-butyl alcohol:

(CH3)3CCl + NaOH → (CH3)3COH + NaCl.

Only the concentration of the t-butyl chloride controls the rate of reaction. But in the reaction

CH3Cl + NaOH → CH3OH + NaCl,

for every molecule of methyl chloride, one molecule of sodium hydroxide is consumed, thus forming one molecule of methyl alcohol and one molecule of sodium chloride. In this case the rate at which the reaction proceeds is proportional to the product of the remaining concentrations of CH3Cl and of NaOH. If X denotes the amount of CH3OH formed and α and β are the given amounts of the first two chemicals A and B, then the instantaneous amounts not converted to chemical C are αX and βX, respectively. Hence the rate of formation of C is given by

,(6)

where k is a constant of proportionality. A reaction whose model is equation (6) is said to be second order.

Mixtures

The mixing of two salt solutions of differing concentrations gives rise to a first-order differential equation for the amount of salt contained in the mixture. Let us suppose that a large mixing tank initially holds 300 gallons of brine (that is, water in which a certain number of pounds of salt has been dissolved). Another brine solution is pumped into the large tank at a rate of 3 gallons per minute; the concentration of the salt in this inflow is 2 pounds of salt per gallon. When the solution in the tank is well stirred, it is pumped out at the same rate as the entering solution. See FIGURE 1.3.3. If A(t) denotes the amount of salt (measured in pounds) in the tank at time t, then the rate at which A(t) changes is a net rate:

(7)

The input rate Rin at which the salt enters the tank is the product of the inflow concentration of salt and the inflow rate of fluid. Note that Rin is measured in pounds per minute:

An illustration of a mixing tank that has 300 gallons of brine constantly. The tank has an input tube, an output tube, and an impeller. The input tube has an input rate of brine at 3 gallons per minute. The output tube has an output rate of brine at 3 gallons per minute. The impeller of the tank rotates in a clockwise direction.

FIGURE 1.3.3 Mixing tank

Now, since the solution is being pumped out of the tank at the same rate that it is pumped in, the number of gallons of brine in the tank at time t is a constant 300 gallons. Hence the concentration of the salt in the tank, as well as in the outflow, is c(t) = A(t)/300 lb/gal, and so the output rate Rout of salt is

The net rate (7) then becomes

or .(8)

If rin and rout denote general input and output rates of the brine solutions,* respectively, then there are three possibilities: rin = rout, rin > rout, and rin < rout. In the analysis leading to (8) we have assumed that rin = rout. In the latter two cases, the number of gallons of brine in the tank is either increasing (rin > rout) or decreasing (rin < rout) at the net rate rinrout. See Problems 10–12 in Exercises 1.3.

Draining a Tank

Evangelista Torricelli (1608–1647) was an Italian physicist who invented the barometer and was a student of Galileo Galilei. In hydrodynamics, Torricelli’s law states that the speed v of efflux of water through a sharp-edged hole at the bottom of a tank filled to a depth h is the same as the speed that a body (in this case a drop of water) would acquire in falling freely from a height h; that is, , where g is the acceleration due to gravity. This last expression comes from equating the kinetic energy mv2 with the potential energy mgh and solving for v. Suppose a tank filled with water is allowed to drain through a hole under the influence of gravity. We would like to find the depth h of water remaining in the tank at time t. Consider the tank shown in FIGURE 1.3.4. If the area of the hole is Ah (in ft2) and the speed of the water leaving the tank is (in ft/s), then the volume of water leaving the tank per second is (in ft3/s). Thus if V(t) denotes the volume of water in the tank at time t,

,(9)

An illustration of water draining from a tank that has water till height h. There is a hole at the bottom of the tank, and water is flowing out of the tank. The area of the upper surface of the water is labeled A subscript w, and the area of the hole is labeled A subscript h.

FIGURE 1.3.4 Water draining from a tank

where the minus sign indicates that V is decreasing. Note here that we are ignoring the possibility of friction at the hole that might cause a reduction of the rate of flow there. Now if the tank is such that the volume of water in it at time t can be written V(t) = Awh, where Aw (in ft2) is the constant area of the upper surface of the water (see Figure 1.3.4), then dV/dt = Awdh/dt. Substituting this last expression into (9) gives us the desired differential equation for the height of the water at time t:

.(10)

It is interesting to note that (10) remains valid even when Aw is not constant. In this case we must express the upper surface area of the water as a function of h; that is, Aw = A(h). See Problem 14 in Exercises 1.3.

Series Circuits

The mathematical analysis of electrical circuits and networks is relatively straightforward, using two laws formulated by the German physicist Gustav Robert Kirchhoff (1824–1887) in 1845 while he was still a student. Consider the single-loop LRC-series circuit containing an inductor, resistor, and capacitor shown in FIGURE 1.3.5(a). The current in a circuit after a switch is closed is denoted by i(t); the charge on a capacitor at time t is denoted by q(t). The letters L, R, and C are known as inductance, resistance, and capacitance, respectively, and are generally constants. Now according to Kirchhoff’s second law, the impressed voltage E(t) on a closed loop must equal the sum of the voltage drops in the loop. Figure 1.3.5(b) also shows the symbols and the formulas for the respective voltage drops across an inductor, a resistor, and a capacitor. Since current i(t) is related to charge q(t) on the capacitor by i = dq/dt, by adding the three voltage drops

Circuit diagrams and their parts explained. The first diagram has a circuit consisting of the following components: an impressed voltage E, a resistor R, capacitor C, and an inductor L. The inductor L and capacitor C are placed parallel to each other. The impressed voltage E is connected between the inductor and the capacitor. Resistor R is parallel to the impressed voltage E and is connected between the inductor and the capacitor. The second illustration consists of three symbols. The first symbol is the inductor. A circuit has the current i, following through the inductor L. The unit for the inductor is henrys, and the voltage drop across is L d i over d t. The second symbol is the resistor. A circuit has the current i, following through the resistor R. The unit for the resistor is ohms, and the voltage drop across is i R. The third symbol is the capacitor. A circuit has the current i, following through the capacitor C. The unit for the capacitor is farads, and the voltage drop across is one q over C.

FIGURE 1.3.5 Current i(t) and charge q(t) are measured in amperes (A) and coulombs (C), respectively

,

and equating the sum to the impressed voltage, we obtain a second-order differential equation

.(11)

We will examine a differential equation analogous to (11) in great detail in Section 3.8.

Falling Bodies

In constructing a mathematical model of the motion of a body moving in a force field, one often starts with Newton’s second law of motion. Recall from elementary physics that Newton’s first law of motion states that a body will either remain at rest or will continue to move with a constant velocity unless acted upon by an external force. In each case this is equivalent to saying that when the sum of the forces F = ∑Fk—that is, the net or resultant force—acting on the body is zero, then the acceleration a of the body is zero. Newton’s second law of motion indicates that when the net force acting on a body is not zero, then the net force is proportional to its acceleration a, or more precisely, F = ma, where m is the mass of the body.

Now suppose a rock is tossed upward from a roof of a building as illustrated in FIGURE 1.3.6. What is the position s(t) of the rock relative to the ground at time t? The acceleration of the rock is the second derivative d2s/dt2. If we assume that the upward direction is positive and that no force acts on the rock other than the force of gravity, then Newton’s second law gives

or .(12)

A building has a height of s subscript zero. A rock is tossed from the top of the building, with an initial speed of v subscript zero. The height of the rock from the ground is s of time t.

FIGURE 1.3.6 Position of rock measured from ground level

In other words, the net force is simply the weight F = F1 = −W of the rock near the surface of the Earth. Recall that the magnitude of the weight is W = mg, where m is the mass of the body and g is the acceleration due to gravity. The minus sign in (12) is used because the weight of the rock is a force directed downward, which is opposite to the positive direction. If the height of the building is s0 and the initial velocity of the rock is v0, then s is determined from the second-order initial-value problem

, , .(13)

Although we have not stressed solutions of the equations we have constructed, we note that (13) can be solved by integrating the constant −g twice with respect to t. The initial conditions determine the two constants of integration. You might recognize the solution of (13) from elementary physics as the formula s(t) = gt2 + v0t + s0.

Falling Bodies and Air Resistance

Prior to the famous experiment by Italian mathematician and physicist Galileo Galilei (1564–1642) from the Leaning Tower of Pisa, it was generally believed that heavier objects in free fall, such as a cannonball, fell with a greater acceleration than lighter objects, such as a feather. Obviously a cannonball and a feather, when dropped simultaneously from the same height, do fall at different rates, but it is not because a cannonball is heavier. The difference in rates is due to air resistance. The resistive force of air was ignored in the model given in (13). Under some circumstances a falling body of mass m—such as a feather with low density and irregular shape—encounters air resistance proportional to its instantaneous velocity v. If we take, in this circumstance, the positive direction to be oriented downward, then the net force acting on the mass is given by F = F1 + F2 = mgkv, where the weight F1 = mg of the body is a force acting in the positive direction and air resistance F2 = −kv is a force, called viscous damping, or drag, acting in the opposite or upward direction. See FIGURE 1.3.7. Now since v is related to acceleration a by a = dv/dt, Newton’s second law becomes F = ma = mdv/dt. By equating the net force to this form of Newton’s second law, we obtain a first-order differential equation for the velocity v(t) of the body at time t,

.(14)

An illustration of a falling body of mass m in the positive downward direction. An arrow point upward from the object is labeled air resistance k times v. Another arrow pointing downward from the object is labeled gravity, m g.

FIGURE 1.3.7 Falling body of mass m

Here k is a positive constant of proportionality called the drag coefficient. If s(t) is the distance the body falls in time t from its initial point of release, then v = ds/dt and a = dv/dt = d2s/dt2. In terms of s, (14) is a second-order differential equation

or .(15)

Suspended Cables

Suppose a flexible cable, wire, or heavy rope is suspended between two vertical supports. Physical examples of this could be a long telephone wire strung between two posts as shown in red in FIGURE 1.3.8(a), or one of the two cables supporting the roadbed of a suspension bridge shown in red in Figure 1.3.8(b). Our goal is to construct a mathematical model that describes the shape that such a cable assumes.

Two illustrations. The first illustration has two telephone posts with connected telephone wires suspended between the posts. The second illustration has a suspension bridge over water. The bridge has vertical supports between the arching structures.

FIGURE 1.3.8 Cables suspended between vertical supports

To begin, let’s agree to examine only a portion or element of the cable between its lowest point P1 and any arbitrary point P2. As drawn in blue in FIGURE 1.3.9, this element of the cable is the curve in a rectangular coordinate system with the y-axis chosen to pass through the lowest point P1 on the curve and the x-axis chosen a units below P1. Three forces are acting on the cable: the tensions T1 and T2 in the cable that are tangent to the cable at P1 and P2, respectively, and the portion W of the total vertical load between the points P1 and P2. Let T1 = |T1|, T2 = |T2|, and W = |W| denote the magnitudes of these vectors. Now the tension T2 resolves into horizontal and vertical components T2 cos θ and T2 sin θ. Because of static equilibrium, we can write

and .

The graph consists of a curve. The curve labeled wire, starts from the second quadrant and goes down and right, passing through a point (0, a), which is labeled P subscript one. The curve continues into the first quadrant and goes up and right, passing through the point P subscript two. A vertical dashed line starts from the point P subscript 2, and it goes until it meets the point (x, 0) on the horizontal axis. Two tension forces labeled T subscript one, and T subscript two are on the points P subscript one and P subscript two on the wire, respectively. An arrow pointing to the left from the point P subscript one is labeled T subscript one. An arrow pointing downward from the center of the wire is labeled W. Two arrows are plotted on the point P subscript two. The first arrow points toward the right and is labeled T subscript 2 cosine theta. The second arrow goes up and right and is labeled T subscript 2. The line joining the ends of the two arrows is labeled T subscript 2 sine theta. The angle between the two arrows is marked theta.

FIGURE 1.3.9 Element of cable

By dividing the last equation by the first, we eliminate T2 and get tan θ = W/T1. But since dy/dx = tan θ, we arrive at

.(16)

This simple first-order differential equation serves as a model for both the shape of a flexible wire, such as a telephone wire hanging under its own weight, as well as the shape of the cables that support the roadbed. We will come back to equation (16) in Exercises 2.2 and in Section 3.11.

REMARKS

Except for equation (16), the differential equations derived in this section have described a dynamical system—a system that changes or evolves over time. Since the study of dynamical systems is a branch of mathematics currently in vogue, we shall occasionally relate the terminology of that field to the discussion at hand.

In more precise terms, a dynamical system consists of a set of time-dependent variables, called state variables, together with a rule that enables us to determine (without ambiguity) the state of the system (this may be past, present, or future states) in terms of a state prescribed at some time t0. Dynamical systems are classified as either discrete-time systems or continuous-time systems. In this course we shall be concerned only with continuous-time dynamical systems—systems in which all variables are defined over a continuous range of time. The rule or the mathematical model in a continuous-time dynamical system is a differential equation or a system of differential equations. The state of the system at a time t is the value of the state variables at that time; the specified state of the system at a time t0 is simply the initial conditions that accompany the mathematical model. The solution of the initial-value problem is referred to as the response of the system. For example, in the preceding case of radioactive decay, the rule is dA/dt= kA. Now if the quantity of a radioactive substance at some time t0 is known, say A(t0) = A0, then by solving the rule, the response of the system for tt0 is found to be A(t) = A0et−t0 (see Section 2.7). The response A(t) is the single-state variable for this system. In the case of the rock tossed from the roof of the building, the response of the system, the solution of the differential equation d2s/dt2 = −g subject to the initial state s(0) = s0, s′(0) = v0, is the function s(t) = gt2 + v0t + s0, 0 ≤ tT, where the symbol T represents the time when the rock hits the ground. The state variables are s(t) and s′(t), which are, respectively, the vertical position of the rock above ground and its velocity at time t. The acceleration s″(t) is not a state variable since we only have to know any initial position and initial velocity at a time t0 to uniquely determine the rock’s position s(t) and velocity s′(t) = v(t) for any time in the interval [t0, T]. The acceleration s″(t) = a(t) is, of course, given by the differential equation s″(t) = −g, 0 < t < T.

One last point: Not every system studied in this text is a dynamical system. We shall also examine some static systems in which the model is a differential equation.

1.3 Exercises Answers to selected odd-numbered problems begin on page ANS-1.

Population Dynamics

  1. Under the same assumptions underlying the model in (1), determine a differential equation governing the growing population P(t) of a country when individuals are allowed to immigrate into the country at a constant rate r > 0. What is the differential equation for the population P(t) of the country when individuals are allowed to emigrate at a constant rate r > 0?
  2. The population model given in (1) fails to take death into consideration; the growth rate equals the birth rate. In another model of a changing population of a community, it is assumed that the rate at which the population changes is a net rate—that is, the difference between the rate of births and the rate of deaths in the community. Determine a model for the population P(t) if both the birth rate and the death rate are proportional to the population present at time t.
  3. Using the concept of a net rate introduced in Problem 2, determine a differential equation governing a population P(t) if the birth rate is proportional to the population present at time t but the death rate is proportional to the square of the population present at time t.
  4. Modify the model in Problem 3 for the net rate at which the population P(t) of a certain kind of fish changes by also assuming that the fish are harvested at a constant rate h > 0.

Newton’s Law of Cooling/Warming

  1. A cup of coffee cools according to Newton’s law of cooling (3). Use data from the graph of the temperature T(t) in FIGURE 1.3.10 to estimate the constants Tm, T0, and k in a model of the form of the first-order initial-value problem

,

A graph for the cooling curve. The horizontal axis of the graph represents minutes, in intervals of 25, ranging from zero to 100. The vertical axis represents temperature, in intervals of 50, ranging from zero to 200. The following values are approximated. The curve starts from the point (0, 170) and goes down and right, till the point (35, 74). From this point, the curve goes to the right, till the point (105, 74).

FIGURE 1.3.10 Cooling curve in Problem 5

  1. The ambient temperature Tm in (3) could be a function of time t. Suppose that in an artificially controlled environment, Tm(t) is periodic with a 24-hour period, as illustrated in FIGURE 1.3.11. Devise a mathematical model for the temperature T(t) of a body within this environment.
A graph has a curve illustrating ambient temperature. The horizontal axis of the graph represents time, which has the following values: 0 Midnight, 12 Noon, 24 Midnight, 36 Noon, and 48 Midnight. The vertical axis represents ambient temperature, in intervals of 20, ranging from zero to 120. Two horizontal dashed lines start from y equals 50 and y equals 110, respectively. The curve starts from the point (0, 50) and goes up and down, passing through the following points: (12, 110), (24, 50), (36, 110), and (48, 50).

FIGURE 1.3.11 Ambient temperature in Problem 6

Spread of a Disease/Technology

  1. Suppose a student carrying a flu virus returns to an isolated college campus of 1000 students. Determine a differential equation governing the number of students x(t) who have contracted the flu if the rate at which the disease spreads is proportional to the number of interactions between the number of students with the flu and the number of students who have not yet been exposed to it.
  2. At a time t = 0, a technological innovation is introduced into a community with a fixed population of n people. Determine a differential equation governing the number of people x(t) who have adopted the innovation at time t if it is assumed that the rate at which the innovation spreads through the community is jointly proportional to the number of people who have adopted it and the number of people who have not adopted it.

Mixtures

  1. Suppose that a large mixing tank initially holds 300 gallons of water in which 50 pounds of salt has been dissolved. Pure water is pumped into the tank at a rate of 3 gal/min, and when the solution is well stirred, it is pumped out at the same rate. Determine a differential equation for the amount A(t) of salt in the tank at time t. What is A(0)?
  2. Suppose that a large mixing tank initially holds 300 gallons of water in which 50 pounds of salt has been dissolved. Another brine solution is pumped into the tank at a rate of 3 gal/min, and when the solution is well stirred, it is pumped out at a slower rate of 2 gal/min. If the concentration of the solution entering is 2 lb/gal, determine a differential equation for the amount A(t) of salt in the tank at time t.
  3. What is the differential equation in Problem 10 if the well-stirred solution is pumped out at a faster rate of 3.5 gal/min?
  4. Generalize the model given in (8) of this section by assuming that the large tank initially contains N0 number of gallons of brine, rin and rout are the input and output rates of the brine, respectively (measured in gallons per minute), cin is the concentration of the salt in the inflow, c(t) is the concentration of the salt in the tank as well as in the outflow at time t (measured in pounds of salt per gallon), and A(t) is the amount of salt in the tank at time t.

Draining a Tank

  1. Suppose water is leaking from a tank through a circular hole of area Ah at its bottom. When water leaks through a hole, friction and contraction of the stream near the hole reduce the volume of the water leaving the tank per second to where c(0 < c < 1) is an empirical constant. Determine a differential equation for the height h of water at time t for the cubical tank in FIGURE 1.3.12. The radius of the hole is 2 in. and g = 32 ft/s2.
    An illustration of a cubical tank that has each side measuring 10 feet. There is a circular hole at the bottom of the tank, and the water is flows out of it. The tank is filled with water until the height h. The area of the upper surface of the water is labeled A subscript w.

    FIGURE 1.3.12 Cubical tank in Problem 13

  2. The right-circular conical tank shown in FIGURE 1.3.13 loses water out of a circular hole at its bottom. Determine a differential equation for the height of the water h at time t. The radius of the hole is 2 in., g = 32 ft/s2, and the friction/contraction factor introduced in Problem 13 is c = 0.6.
    An illustration of an inverted cone with a height of 20 feet and a radius of 8 feet. There is a circular hole at the bottom of the tank, and water is drips from it. The tank is filled with water up to height h. The area of the upper surface of the water is labeled A subscript w.

    FIGURE 1.3.13 Conical tank in Problem 14

Series Circuits

  1. A series circuit contains a resistor and an inductor as shown in FIGURE 1.3.14. Determine a differential equation for the current i(t) if the resistance is R, the inductance is L, and the impressed voltage is E(t).
    A circuit has the following components: an impressed voltage E, a resistor R, and an inductor L. The resistor R and inductor L are placed parallel to each other. The impressed voltage E is connected between the resistor and the inductor.

    FIGURE 1.3.14 LR-series circuit in Problem 15

  2. A series circuit contains a resistor and a capacitor as shown in FIGURE 1.3.15. Determine a differential equation for the charge q(t) on the capacitor if the resistance is R, the capacitance is C, and the impressed voltage is E(t).
    The circuit consists of the following components: an impressed voltage E, a resistor R, and a capacitor C. The resistor R and capacitor C are placed parallel to each other. The impressed voltage E is connected between the resistor and the capacitor.

    FIGURE 1.3.15 RC-series circuit in Problem 16

Falling Bodies and Air Resistance

  1. For high-speed motion through the air—such as the skydiver shown in FIGURE 1.3.16 falling before the parachute is opened—air resistance is closer to a power of the instantaneous velocity v(t). Determine a differential equation for the velocity v(t) of a falling body of mass m if air resistance is proportional to the square of the instantaneous velocity.
    An illustration of a skydiver who dives from the plane into the sky. A node has two arrows. The first arrow points upward, labeled k v squared. The second arrow points downward and is longer than the first arrow, labeled m g.

    FIGURE 1.3.16 Air resistance proportional to square of velocity in Problem 17

Newton’s Second Law and Archimedes’ Principle

  1. A cylindrical barrel s ft in diameter of weight w lb is floating in water as shown in FIGURE 1.3.17(a). After an initial depression, the barrel exhibits an up-and-down bobbing motion along a vertical line. Using Figure 1.3.17(b), determine a differential equation for the vertical displacement y(t) if the origin is taken to be on the vertical axis at the surface of the water when the barrel is at rest. Assume the downward direction is positive, that the weight density of the water is 62.4 lb/ft3, and that there is no resistance between the barrel and the water. Use Archimedes’ principle: Buoyancy, or the upward force of the water on the barrel, is equal to the weight of the water displaced. Archimedes of Syracuse (287 BCE–212 BCE) was arguably one of the greatest scientists/mathematicians of antiquity. Using his approximation of the number π, he found the area of a circle as well as the surface area and volume of a sphere.
    Two illustrations. The first illustration has a cylindrical barrel in water, where a part of the barrel is above water, and the part of the barrel is inside the water. A vertical arrow points downward through the center of the barrel. The second illustration has a barrel in the rest position, superimposed on a coordinate plane with the horizontal axis as the surface of water. A vertical arrow points downward through the center of the barrel, which is the vertical axis. A horizontal dashed line passes through the center of the barrel, at distance y of t below the horizontal axis.

    FIGURE 1.3.17 Bobbing motion of floating barrel in Problem 18

Newton’s Second Law and Hooke’s Law

  1. After a mass m is attached to a spring, it stretches s units and then hangs at rest in the equilibrium position as shown in FIGURE 1.3.18(b). After the spring/mass system has been set in motion, let x(t) denote the directed distance of the mass beyond the equilibrium position. As indicated in Figure 1.3.18(c), assume that the downward direction is positive, that the motion takes place in a vertical straight line through the center of gravity of the mass, and that the only forces acting on the system are the weight of the mass and the restoring force of the stretched spring. Use Hooke’s law: The restoring force of a spring is proportional to its total elongation. Determine a differential equation for the displacement x(t) at time t.
    Three illustrations. The first illustration has an unstretched spring hanging up on the wall. There is a horizontal dashed line at the bottom of the spring. The second illustration has a stretched spring suspended with a block of mass m, hanging on the wall in the equilibrium position. A horizontal dashed line labeled x equals zero goes through the center of the cubical block. The height between the first dashed line and the second dashed line is labeled s. The third illustration has a stretched spring suspended with a block of mass m, hanging on the wall. A horizontal dashed line goes through the center of the cubical block. An arrow pointing downward from the second dashed line to the third dashed line is labeled, x of t greater than zero. An arrow pointing upward from the second dashed line is labeled, x of t less than zero.

    FIGURE 1.3.18 Spring/mass system in Problem 19

  2. In Problem 19, what is a differential equation for the displacement x(t) if the motion takes place in a medium that imparts a damping force on the spring/mass system that is proportional to the instantaneous velocity of the mass and acts in a direction opposite to that of motion?

Newton’s Second Law and Variable Mass

When the mass m of a body moving through a force field is variable, Newton’s second law of motion takes on the following form: If the net force acting on a body is not zero, then the net force F is equal to the time rate of change of momentum of the body. That is,

*,(17)

where mv is momentum. Use this formulation of Newton’s second law in Problems 21 and 22.

  1. Consider a single-stage rocket that is launched vertically upward as shown in the accompanying photo. Let m(t) denote the total mass of the rocket at time t (which is the sum of three masses: the constant mass of the payload, the constant mass of the vehicle, and the variable amount of fuel). Assume that the positive direction is upward, air resistance is proportional to the instantaneous velocity v of the rocket, and R is the upward thrust or force generated by the propulsion system. Use (17) to find a mathematical model for the velocity v(t) of the rocket.
    An illustration of a rocket flying up the sky.

    © Sebastian Kaulitzki/Shutterstock

    Rocket in Problem 2

  2. In Problem 21, suppose m(t) = mp + mv + mf(t) where mp is constant mass of the payload, mv is the constant mass of the vehicle, and mf(t) is the variable amount of fuel.
    1. Show that the rate at which the total mass of the rocket changes is the same as the rate at which the mass of the fuel changes.
    2. If the rocket consumes its fuel at a constant rate λ, find m(t). Then rewrite the differential equation in Problem 21 in terms of λ and the initial total mass m(0) = m0.
    3. Under the assumption in part (b), show that the burnout time tb > 0 of the rocket, or the time at which all the fuel is consumed, is tb = mf(0)/λ, where mf(0) is the initial mass of the fuel.

Newton’s Second Law and the Law of Universal Gravitation

  1. By Newton’s law of universal gravitation, the free-fall acceleration a of a body, such as the satellite shown in FIGURE 1.3.19, falling a great distance to the surface is not the constant g. Rather, the acceleration a is inversely proportional to the square of the distance from the center of the Earth, a = k/r2, where k is the constant of proportionality. Use the fact that at the surface of the Earth r = R and a = g to determine k. If the positive direction is upward, use Newton’s second law and his universal law of gravitation to find a differential equation for the distance r.
    An illustration explains that the Earth has a mass of M and a radius of R. A satellite orbits the Earth. The satellite is facing the earth from a distance r from the earth’s center.

    FIGURE 1.3.19 Satellite in Problem 23

  2. Suppose a hole is drilled through the center of the Earth and a bowling ball of mass m is dropped into the hole, as shown in FIGURE 1.3.20. Construct a mathematical model that describes the motion of the ball. At time t let r denote the distance from the center of the Earth to the mass m, M denote the mass of the Earth, Mr denote the mass of that portion of the Earth within a sphere of radius r, and δ denote the constant density of the Earth.
    An illustration has the Earth’s mass M and radius R. A hole is drilled through the center of the Earth. A dashed circle of radius r is at the center of the Earth. A bowling ball of mass m is dropped into the hole. The distance between the center of the Earth to the bowling ball is r.

    FIGURE 1.3.20 Hole through Earth in Problem 24

Additional Mathematical Models

  1. Learning Theory In the theory of learning, the rate at which a subject is memorized is assumed to be proportional to the amount that is left to be memorized. Suppose M denotes the total amount of a subject to be memorized and A(t) is the amount memorized in time t. Determine a differential equation for the amount A(t).
  2. Forgetfulness In Problem 25, assume that the rate at which material is forgotten is proportional to the amount memorized in time t. Determine a differential equation for A(t) when forgetfulness is taken into account.
  3. Infusion of a Drug A drug is infused into a patient’s bloodstream at a constant rate of r grams per second. Simultaneously, the drug is removed at a rate proportional to the amount x(t) of the drug present at time t. Determine a differential equation governing the amount x(t).
  4. Tractrix A motorboat starts at the origin and moves in the direction of the positive x-axis, pulling a waterskier along a curve C called a tractrix. See FIGURE 1.3.21. The waterskier, initially located on the y-axis at the point (0, s), is pulled by keeping a rope of constant length s, which is kept taut throughout the motion. At time t > 0 the waterskier is at the point P(x, y). Find the differential equation of the path of motion C.
    A graph consists of a line and a curve. The curve C starts from the point (0, s) and goes down and right. The line starts from the point (0, s) and goes down and right till it meets at a point on the horizontal axis. A water-skier is at the point (x y) on the curve, and a motorboat is at the bottom of the line. The distance between the water-skier and the motorboat is labeled s. The angle between the line and the motorboat is labeled theta. A vertical dashed line of height y is from the water-skier to the point on the horizontal axis labeled x.

    FIGURE 1.3.21 Tractrix curve in Problem 28

  5. Reflecting Surface Assume that when the plane curve C shown in FIGURE 1.3.22 is revolved about the x-axis it generates a surface of revolution with the property that all light rays L parallel to the x-axis striking the surface are reflected to a single point O (the origin). Use the fact that the angle of incidence is equal to the angle of reflection to determine a differential equation that describes the shape of the curve C. Such a curve C is important in applications ranging from construction of telescopes to satellite antennas, automobile headlights, and solar collectors. [Hint: Inspection of the figure shows that we can write = 2θ. Why? Now use an appropriate trigonometric identity.]
    An illustration has a satellite dish antenna. A graph consists of a curve and a line. A curve C starts from the second quadrant and goes up and right, passing through the vertical axis. The curve continues into the first quadrant and goes up and right. A tangent to the curve is plotted and passes through the point (x y) of the curve. A vertical line L starts from the first quadrant and goes left, passing through the vertical line. The line continues into the second quadrant and meets at the point (x y) on the curve. The line continues to go down and right toward the origin labeled O. The angle between the line L and the curve C is marked theta. The angle between the line L and the horizontal axis is marked phi.

    FIGURE 1.3.22 Reflecting surface in Problem 29


    © George Dukin/Shutterstock
    Satellite dish antenna

Discussion Problems

  1. Reread Problem 53 in Exercises 1.1 and then give an explicit solution P(t) for equation (1). Find a one-parameter family of solutions of (1).
  2. Reread the sentence following equation (3) and assume that Tm is a positive constant. Discuss why we would expect k < 0 in (3) in both cases of cooling and warming. You might start by interpreting, say, T(t) > Tm in a graphical manner.
  3. Reread the discussion leading up to equation (8). If we assume that initially the tank holds, say, 50 lb of salt, it stands to reason that since salt is being added to the tank continuously for t > 0, that A(t) should be an increasing function. Discuss how you might determine from the DE, without actually solving it, the number of pounds of salt in the tank after a long period of time.
  4. Population Model The differential equation dP/dt = (k cos t)P, where k is a positive constant, is a model of human population P(t) of a certain community. Discuss an interpretation for the solution of this equation; in other words, what kind of population do you think the differential equation describes?
  5. Rotating Fluid As shown in FIGURE 1.3.23(a), a right-circular cylinder partially filled with fluid is rotated with a constant angular velocity ω about a vertical y-axis through its center. The rotating fluid is a surface of revolution S. To identify S, we first establish a coordinate system consisting of a vertical plane determined by the y-axis and an x-axis drawn perpendicular to the y-axis such that the point of intersection of the axes (the origin) is located at the lowest point on the surface S. We then seek a function y = f(x), which represents the curve C of intersection of the surface S and the vertical coordinate plane. Let the point P(x, y) denote the position of a particle of the rotating fluid of mass m in the coordinate plane. See Figure 1.3.23(b).
    1. At P, there is a reaction force of magnitude F due to the other particles of the fluid, which is normal to the surface S. By Newton’s second law the magnitude of the net force acting on the particle is 2x. What is this force? Use Figure 1.3.23(b) to discuss the nature and origin of the equations

      F cos θ = mg, F sin θ = 2x.

    2. Use part (a) to find a first-order differential equation that defines the function y = f(x).
      An illustration has a cylinder filled with fluid. A curve below the upper surface of the fluid, passes through the point P. A vertical line labeled y is at the center of the cylinder. The line represents angular velocity, which is measured in the counter-clockwise direction. The graph consists of a curve. The curve labeled curve C of the intersection of x y plane and surface of revolution, starts from the second quadrant and goes down and right, passing through the vertical axis. The curve continues into the first quadrant and goes up and right. A tangent is plotted, which passes through the point (x y) of the curve and meets at a point on the horizontal axis. The angle between the tangent and the horizontal axis is marked theta. Three arrows are plotted on the point (x y). The first arrow points downward and is labeled m g. The second arrow points toward the left and is labeled m omega squared x. The third arrow goes up and left. A dotted line connects the ends of the first and the second arrow, and a dotted line connects the ends of the second and the third arrow. The angle between the dotted line and the first arrow is marked theta.

      FIGURE 1.3.23 Rotating fluid in Problem 34

  6. Falling Body In Problem 23, suppose r = R + s, where s is the distance from the surface of the Earth to the falling body. What does the differential equation obtained in Problem 23 become when s is very small compared to R?
  7. Raindrops Keep Falling In meteorology, the term virga refers to falling raindrops or ice particles that evaporate before they reach the ground. Assume that a typical raindrop is spherical in shape. Starting at some time, which we can designate as t = 0, the raindrop of radius r0 falls from rest from a cloud and begins to evaporate.
    1. If it is assumed that a raindrop evaporates in such a manner that its shape remains spherical, then it also makes sense to assume that the rate at which the raindrop evaporates—that is, the rate at which it loses mass—is proportional to its surface area. Show that this latter assumption implies that the rate at which the radius r of the raindrop decreases is a constant. Find r(t). [Hint: See Problem 63 in Exercises 1.1.]
    2. If the positive direction is downward, construct a mathematical model for the velocity v of the falling raindrop at time t. Ignore air resistance. [Hint: Use the form of Newton’s second law as given in (17).]
  8. Let It Snow The “snowplow problem” is a classic and appears in many differential equations texts but was probably made famous by Ralph Palmer Agnew:

    One day it started snowing at a heavy and steady rate. A snowplow started out at noon, going 2 miles the first hour and 1 mile the second hour. What time did it start snowing?

    If possible, find the text Differential Equations, Ralph Palmer Agnew, McGraw-Hill, and then discuss the construction and solution of the mathematical model.

    A photo of a snowplow truck.

    © aetb/iStock/Thinkstock

    Snowplow in Problem 37

  9. Reread this section and classify each mathematical model as linear or nonlinear.
  10. Population Dynamics Suppose that P′(t) = 0.15 P(t) represents a mathematical model for the growth of a certain cell culture, where P(t) is the size of the culture (measured in millions of cells) at time t (measured in hours). How fast is the culture growing at the time t when the size of the culture reaches 2 million cells?
  11. Radioactive Decay Suppose that

    A′(t) = −0.0004332 A(t)

    represents a mathematical model for the decay of radium-226, where A(t) is the amount of radium (measured in grams) remaining at time t (measured in years). How much of the radium sample remains at time t when the sample is decaying at a rate of 0.002 grams per year?

 

*If two quantities u and v are proportional, we write uv. This means one quantity is a constant multiple of the other: u = kv.

*Don’t confuse these symbols with Rin and Rout, which are input and output rates of salt.

*Note that when m is constant, this is the same as F = ma.