Differential Equations as Mathematical Model

Mathematical Model

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.

Construction of a Mathematical Model

1. Identify variables that are responsible for changing the system. We may choose not to
incorporate all these variables into the model at first. In this step we are specifying
the level of resolution of the model.
2. Make sets of reasonable assumptions or hypothesis about the system we are trying to
describe. These assumptions will also include empirical laws that may be applicable
with the system.

Note: increasing the resolution adds complexity to the mathematical model and more likely
that an explicit solution cannot be obtained
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, the values of the
dependent variables for appropriate values of t 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 Malthus in 1798. The idea of the
Malthusian model the assumption that the rate at which the populations of a country
grows at a certain time is proportional to the population of the country that time. The
assumption can be expressed as
dP dP
∝P or = kP .
dt dt
where P is the population at time t and k is the constant of proportionality.

This simple model, however, fails to take into account may factors that can influence
human population to grow or decline (e.g. immigration, emigration and death), nevertheless
turned out to be fairly accurate in predicting population of the United States during the
years 1790-1860. Populations that grow at a rate described by the Malthusian assumption
are rare; nevertheless, it is still used to model growth of small population over short intervals
of time (e.g. bacteria in a petri dish).

Radioactive Decay

The nucleus of an atom consists of protons and neutrons. Many of these combinations
of protons and neutrons are unstable – that is, the atoms decay or transmute into 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. To model
this phenomenon of radioactive decay, it is assumed that the rate of at which a radioactive
substance decay is directly proportional to the amount (more precisely, the number of nuclei)
of the substance remaining at time t is
dA dA
∝A or = kA.
dt dt
where A is the amount of the substance remaining.

dS
The model of growth can also be seen as the equation = rS, which describes
dt
the growth of capital S when an annual interest rate of r is compounded continuously. In
biological application the decay model can also be used to determine the half-life of a drug,
which is the time 50% of the drug is eliminated from the body by excretion or metabolism.
In chemistry the decay model appears as the model for the first-order chemical reaction.
The point is that a single differential equation can serve as a mathematical model for many
different phenomena.
Newton’s Law of Cooling/Warming

According to Newton’s empirical law of cooling/warming, the rate at which a

temperature of a body is changing is directly proportional to the difference of the
temperature of the body and the temperature of the surrounding medium or the so called
ambient temperature.
dT dT
∝ (T − Tm ) or = k(T − Tm ).
dt dt
where k is the constant of proportionality. In either case, cooling or warming, if Tm is a
constant it stands to reason that k < 0.

Spread of Disease

A contagious disease, for example a flu virus, is spread throughout the community by
people coming into contact with other people. Let us denote x(t) as the number of people
infected and y(t) as the number of people not yet exposed. It can be reason out that the rate
dx
at which the disease spreads is proportional to the number of interactions or encounters
dt
of the two groups of people. If we assume that the interaction is jointly proportional to both
groups, that is
dx dx
∝ xy or = kxy
dt dt
Suppose a small community with a fixed population of n people. If one person is introduced
into the community it can be argued that x(t) + y(t) = n + 1. Now our model becomes
dx
= kx(n + 1 − x)
dt
An obvious initial condition here is that x(0) = 1.

Chemical Reactions

The disintegration of radioactive substance governed by the decay model is said to be

a first-order reaction. In chemistry few reactions follow this empirical law: If a molecule A
is decomposed into smaller molecules, the assumption is that the rate at which the
decomposition takes place is proportional to the amount of substance A remaining at any
dX
time, then = kX, where k is a negative constant since X is decreasing. An example of
dt
a first-order chemical reaction is a conversion of t-butyl chloride, (CH3 )3 CCl, into t-butyl
alcohol, (CH3 )3 COH:
(CH3 )3 CCl + N aOH → (CH3 )3 COH + N aCl
Only the concentration of the t-butyl chloride controls the rate of reaction. But in the
reaction
CH3 Cl + N aOH → CH3 OH + N aCl
one molecule of sodium hydroxide, N aOH, is consumed for every molecule of methyl chloride,
CH3 Cl, thus forming one molecule of methyl alcohol, CH3 OH, and one molecule of sodium
chloride, N aCl. In this case the rate at which the reaction proceeds is proportional to the
product of the remaining concentrations of CH3 Cl and N aOH. To describe the second
reaction in general, let us suppose one mole of a substance A combines with one mole of
substance B to form one molecule of substance C. If X denotes the amount of chemical C
formed at time t and if α and β are, in turn, the amounts of the two chemicals A and B at
t = 0 (the initial amounts), then the instantaneous amounts of A and B not converted to
chemical C are (α − X) and (β − X), respectively. Hence the rate of formation of formation
of C is given by
dX
= k(α − X)(β − X)
dt
where k is a constant of proportionality. A reaction whose model is the previous equation is
said to be a second-order reaction.

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 a solution/mixture of volume V0 (m3 ), containing an amount
S0 (kg) of dissolved substance. Another solution/mixture whose concentration is Ci (kg/m3 )
enters the tank at a rate of Ri (m3 /min) while simultaneously a well-stirred solution whose
concentration is Co (kg/m3 ) leave the tank at a rate of Ro (m3 /min). If S(t) denotes the
amount of salt in the tank at any time t, the rate at which S(t) changes is a net rate:
dS
= Ri Ci − Ro Co
dt

S
where C0 = . There are three possibilities for the input and output rate of
V0 + (Ri − Ro )t
the solutions: Ri = Ro , Ri > Ro and Ri < Ro . In the latter two cases, the volume of the
solution in the tank is either increasing (Ri > Ro ) or decreasing (Ri < Ro ) at a net rate of
Ri − Ro .
Draining a Tank

In hydrodynamics, Torricelli’s Law states that the speed v of efflux of water through
a sharp-edge hole at the bottom of a tank filled to a depth h is the same as the speed that
a bodyp (in this case a drop of water) would acquire in falling freely from a height h, i.e.
v = 2gh, where g is the acceleration due to gravity. This last expression comes from
1
equating the kinetic energy mv 2 with the potential energy mgh and solving for v. If the
2 p
area of the hole is Ah and the speed of the water p leaving the tank is v = 2gh, then the
volume of water leaving the tank per second is Ah 2gh. Thus if V (t) denotes the volume
of water in the tank at time t, then
dV p
= −Ah 2gh
dt
where the minus sign indicates that V is decreasing. Note 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 a time t can be written V (t) = Aw h, where Aw is the
dV dh
constant area of the upper surface of the water, then = Aw . Hence the differential
dt dt
Ah √
equation for the height of the water at any time t dh dt
= − Aw
2gh It is interesting to note
that the previous equation is 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, i.e. Aw = A(h).

Series Circuits

Consider a single-loop circuit containing a resistor, an inductor and a capacitor. The

current in the circuit after a switch is closed is denoted by i(t); the charge across a capacitor
at time t is denoted by q(t). The letters R, L and C are known resistance, inductance and
capacitance, respectively and are generally constants. Now, according to Kirchhoff’s voltage
law, the impressed E(t) on a closed loop must be equal to the sum of the voltage drops
across the loop.
Voltage across the resistor is
dq
VR = iR or VR = R .
dt
The voltage across the inductor is
di d2 q
VL = L or VL = L 2 .
dt dt
An the voltage across the capacitor is,
Z
1 q
VC = i dt or VC = .
C C
By equating the sum to the impressed voltage yields a second-order differential equation
d2 q dq q
L 2 + R + = E(t)
dt dt C

Falling Bodies

To construct a mathematical model of the motion of a body moving in a force field, one
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 will remain at rest or will continue to move
with a constant velocity unless acted by an externalX force. In each case this is equivalent
to saying that when the sum of the forces F = Fk ,i.e the net resultant forces 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 supposed a rock is tossed upward the roof of a building. What is the position
s(t) of the rock relative to the ground at time t? The acceleration of the rock is the second
ds
derivative 2 . If we assume that the upward direction is positive and that no force acts on
dt
the rock other that the force of gravity, then Newton’s second law gives
d2 s d2 s
m = −mg or = −g
dt2 dt2
In other words, the net force is simply the weight F = −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 indicates that the direction is
downwards. If the height of the building is s0 and the initial velocity of the rock v0 , then s
is determined from the second-order initial value problem
d2 s
= −g subject to s(0) = s0 s0 (0) = v0
dt2
Although we have not been stressing solutions of the equations we have constructed, note
that the equation can be solved by integrating the constant −g twice with respect to t. the
initial conditions determine the two constant of integration. From elementary physics you
1
might recognize the solution as s(t) = − gt2 + v0 t + s0 .
2
Falling Bodies and Air Resistance

Before Galileo’s famous experiment from the leaning tower of Pisa, it was generally
believed that heavier objects in free fall, such as 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 previously given. 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 = mg − kv, where where F1 = mg of the body is force acting on the positive
direction and air resistance F2 = −kv is a force called viscous damping, acting in the
dv
opposite or upward direction. Now, since v is related to acceleration a by a = , Newton’s
dt
dv
second law becomes F = ma = m . By equating the net force to this of Newton’s second
dt
law, we obtain a first-order differential equation for the velocity v(t) of the body at time t,

dv
m = mg − kv
dt
Here k is a positive constant of proportionality. If s(t) is the distance the body falls in time
ds dv d2 s
t from its initial point of release, then v = and a = = 2 . In terms of s, the equation
dt dt dt
is a second-order differential equation

d2 s ds d2 s ds
m 2
= mg − k or m 2
+ k = mg.
dt dt dt dt
Remarks

Each example discussed in this lecture described a dynamical system- a systems that
changes or evolves with the flow of time. Since the study of dynamical systems is a branch
of mathematics currently in vogue, we shall occasionally relate the terminology of the field
discussion in 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)
that state of the systems (this may be a past, present of future state) 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
systems-systems in which all variables are defined over a continuous range of time. The rule,
or mathematical model, in a continuous-time dynamical system is a differential equation
or a system of differential equations. The state of the system at 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.

Note that not every system studied in this course is a dynamical system. We shall also
examine some static systems in which the model is also a differential equation.