MATH 219

Fall 2016
Lecture 3
ur Kisisel
Lecture notes by Ozg

Content: Modeling with first order equations. (section 2.3)).

Suggested Problems:
2.3: 2, 3, 5, 13, 16, 19

1 Modeling with first order equations

Historically, interest in the subject of differential equations arose from applications.
The subject is essentially as old as calculus, with Newton, Leibniz and Bernoullis
among the first contributors. Some of the first applications were to celestial me-
chanics. However, just like other succesful abstractions, differential equations were
applied to many more areas than originally intended to. It is fair to say that differ-
ential equations were among the key mathematical tools for the scientific discoveries
that took place during the industrial revolution.
We will discuss several different problems below that can be modeled by first order
ODEs. There are some common features of the process of attaching a differential
equation to a given problem. Among these are:

Determining the dependent and independent variables,

Relating the rates of change in the problem to the variables,

Finding the initial conditions

Once the ODE and the initial conditions are set, the next step would be to solve
this initial value problem. The final results should be physically realistic; this gives
us another way to check if the solution makes sense.

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Example 1.1 The position of a particle moving in space can be described using three
coordinate functions, each depending on a time parameter, say (x(t), y(t), z(t)). For
simplicity, let us assume that only one of these three functions is changing during
the motion of the particle, for instance we may imagine that the particle is moving
along the x-axis. The first derivative of x(t) is the velocity of the particle, and the
second derivative is its acceleration. In equations,
v(t) = x0 (t), a(t) = v 0 (t) = x00 (t)
Newtons second law of motion indirectly describes how x(t) changes. It says that the
acceleration of a particle is directly proportional to the total force applied to it. The
proportionality constant is called the mass of the object. The corresponding equation
is
F = ma.
Rewriting this law in terms of v(t) or x(t), we get differential equations
v 0 (t) = F (t)/m, x00 (t) = F (t)/m.
(Throughout, we assume that the mass of the object is not changing with respect to
time.) Of course, the actual nature of these equations highly depend on the function
F (t). As a first case, let us assume that F (t) is constant. This happens, for instance,
for a freely falling body which is close to the surface of the earth. If F (t) is constant,
then a = a(t) will be a constant. We have
v 0 (t) = a
Z t
v(t) = v(t0 ) + ad
t0
v(t) = v(t0 ) + a(t t0 )

Now we can solve for x(t):

x0 (t) = v(t)
Z t
x(t) = x(t0 ) + v( )d
t
Z 0t
x(t) = x(t0 ) + v(t0 ) + a( t0 )d
t0
a(t t0 )2
x(t) = x(t0 ) + v(t0 )(t t0 ) +
2

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In this example, the differential equations were very easy to solve since the right
hand sides depend only on t. We only have to do integration and no complicated
procedures for solvving the differential equation is required.

Example 1.2 Let us now assume that we have the setting in the previous example,
but besides a constant force, there is an additional force on the object proportional to
its velocity. Such a model may be valid, for instance, for a freely falling object subject
to air resistance. An object that moves faster would collide with more air molecules
per unit time, so we can imagine that the restraining force will be increased when
velocity is increased. It is a strong assumption that the relation between this force
and the velocity is linear - actually, in many problems of aerodynamics, a non-linear
relation would be more relevant. However, we assume that the linear relation holds
for the sake of simplicity. Therefore the total force on the object is a function of the
form F0 kv(t), where k is a positive constant. The differential equation for the
velocity is
F0 kv(t)
v 0 (t) =
m
As opposed to the previous example, the right hand side contains the dependent
variable now, so we cannot directly integrate. However, the equation is separable.
Suppose that v(t0 ) = v0 .
Z v Z t
d d
=
F0 k t0 m
 v0 
1 F0 kv t t0
ln =
k F0 kv0 m
k
F0 kv = (F0 kv0 )e m (tt0 )
 
F0 F0 k (tt0 )
v = + v0 e m
k k

Notice that for t = t0 the formula indeed gives back v0 , which is a quick check on
the computation. The resulting function for v is the sum of a constant term and a
decaying exponential. Therefore, for t large enough we expect the velocity v to get
close to a limiting velocity, with value F0 /k.

Example 1.3 Understanding the population dynamics of a given species is a prob-

lem of great interest in biological and environmental sciences. As a simplest possible

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model, suppose that the rate of growth of the population of the species is directly
proportional to the existing population. This model could be valid in a case where
the number of offsprings per unit time is proportional to the population and there are
no other restraining factors such as a competing species or scarcity of food. Then,
the differential equation for the population P (t) at time t should be of the form:

P 0 (t) = kP (t)

for a certain positive constant k. This is a separable equation again. Assume that
P (t0 ) = P0 .
Z P Z t
d
= kd
P0 t0
 
P
ln = k(t t0 )
P0
P (t) = P0 ek(tt0 )

Since k > 0, the resulting function P (t) grows exponentially. Since, in a real life
situation, a population cannot increase indefinitely, this model could only be valid
for a limited time interval. When the population becomes large, possibly other fac-
tors (such as scarcity of food or resources) will be more dominant than the rate of
reproduction and this will cause an opposite trend. Such a model can be formed by
introducing a restraining factor proportional to the square of the population. Then
the new differential equation is

P 0 (t) = kP (t) `P (t)2

where k and l are positive constants. Since this equation is separable, we can solve
it by the usual methods. Instead of this, let us sketch its direction field.
We took k = 2 and ` = 3 for the figure below. Notice that the solutions are asymp-
totically decaying towards 0.66. In general, all solutions such that P0 > 0 will
exponentially decay towards the equilibrium solution P = k/`.
It is not difficult to interpret the results in terms of population dynamics. If the
population is initially below the critical value of k/`, then the growth term is domi-
nant and the population begins to increase. Upon approaching k/`, the restraint term
becomes more and more dominant. The population is monotone increasing, but it

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cannot go above the critical value. Likewise, if the population is above the critical
value, then the restraint term is dominant and the population decreases. This time,
it cannot go below the critical value.

Example 1.4 Suppose that a savings account initially contains 1000 TL. Assume
that money is compounded continuously with the same interest rate, which implies
that the rate of change of money is proportional to the money in the account at that
time. If the amount of money in the savings account is 2000 TL at the end of the
second year, what will it be at the end of the fifth year?
Solution: Let M (t) denote the amount of money in the account at the end of year

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t. We have M (0) = 1000. The assumption says

dM
= kM
dt
for some constant k. This is a separable equation and the solutions are

M (t) = cekt .

Since M (0) = 1000, we have c = 1000. In order to find the value of k, use the
information that M (2) = 2000. Then,

2000 = 1000e2k
ln 2
k=
2

Therefore the amount of money at the end of year t is given by the formula

M (t) = 1000e(ln 2)t/2 = 1000(2t/2 )

Finally, M (5) = 1000(25/2 ) = 5656.85 TL.

Example 1.5 At time t = 0 a tank contains 50 kg of salt dissolved in 1000 ` of

water. Assume that water containing 100 g of salt per liter is entering the tank at
a rate of 30`/min and that the well-stirred mixture is leaving the tank at the same
rate. Find the limiting amount of salt that is present in the tank after a very long
time.
Solution: Let Q(t) denote the amount of salt (in kilograms) in the tank at time
t. Then the rate of change of Q(t) can be computed as the difference of the rate of
incoming salt and the rate of outgoing salt. The incoming rate is constant, namely
0.1kg/` 30`/min = 3kg/min. However, the outgoing rate is not constant. It
changes with the concentration. The concentration of salt at time t is Q(t)/1000.
Therefore the outgoing rate must be 30Q/1000.

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 dQ 3Q
=3
Z dt Z 100
dQ dt
=
300 3Q 100
1 t
ln |300 3Q| = +c
3 100
3t
300 3Q = ce 100
3t
Q(t) = 100 + ce 100

We can find the constant c by using the value of Q(0) but the answer to the question
is limt Q(t) = 100kg, which is independent of the value of c.

Example 1.6 A tank initially contains 60 ` of pure water. A solution containing 1

g of salt per liter enters the tank at 2`/min, and the perfectly mixed solution leaves
the tank at 3`/min, therefore the tank is empty after 1 hour.
(a) Express the volume of solution in the tank in terms of t and write a differential
equation for the amount of salt in the tank at time t.
(b) Find the amount of salt in the tank after t minutes for t 60.
(c) What is the maximum amount of salt ever in the tank?
Solution: (a) V (t) = 60 t. Let Q(t) denote the amount of salt in the tank at
time t.

dQ 3Q
=2 .
dt 60 t

(b) Let us rewrite the equation as dQ 3Q

+ 60t = 2. This is a first order linear equation
R dt
3(60t)1 dt
with integrating factor (t) = e = (60 t)3 . Multiplying the ODE by
(t), we get

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 d((60 t)3 Q)
= 2(60 t)3
dt
(60 t)3 Q = (60 t)2 + c
Q = 60 t + c(60 t)3

Since Q(0) = 0 we have c = 602 . So

(60 t)3
Q = 60 t
602

(c) At t = 0 and t = 60 we have Q = 0 therefore Q attains its maximum at an

interior point t of the interval [0, 60]. At that point Q0 (t ) = 0, so

3(60 t )2
1 + =0
602
60 t = 1200 = 34.64
t = 25.36
Q(t ) = 23.09g