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Project 2differential Equation

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A Study on First Order Differential Equations

with Applications

A Project Report
Submitted to
Department of Mathematics
Pulchowk Campus, Tribhuvan University
Pulchowk, Lalitpur, Nepal

Submitted by

Santosh Ghimire (Roll Number: 1234)

Under supervision: Dr. Durga Jang KC


Abstract :
Differential equations can describe various physical phenomenon in real world such as how
populations change, how heat moves, how springs vibrate, how radioactive material decays and
much more. In this project, we explore various forms of first order differential equations and
discuss how to find their solutions along with examples. Moreover, we also investigate the
applications of these differential equations in various fields. We confine our study in the case of
first degree equations.
List of Figures/tables
Declaration
I solemnly affirm that I have completed the project report presented herein under the guidance of
Associate Professor Durga Jang KC, and it has not been previously submitted for any other
examination. All sources of information utilized in this report have been duly acknowledged
through proper referencing to the respective authors or institutions.

Signature:

Name of Student: Santosh Ghimire

Stream- Science

Section- M12

Date : 03-01-2081
Subject Teacher's Recommendation
I have supervised the project work report entitled ‘A Study on First Order Differential Equations
with Applications ’ which was submitted by the student named Santosh Ghimire from Lalitpur,
Nepal. The report follows the procedure and format requirements set by the Department of
Mathematics and is being submitted as partial fulfillment of the internal evaluation requirements
for grade XII. Therefore, I recommend this report for evaluation.

Signature………..

Name of Subject Teacher: Associate Professor Dr. Durga Jang KC

Date: 03/01/2081
Endorsement
We here by endorse the project work entitled ‘A Study on First Order Differential Equations
with Applications ’ submitted by Santosh Ghimire of Pulchowk Campus, Lalitpur, Nepal in
partial fulfillment of the requirements of the internal evaluation of mathematics of grade XII.

Signature: Signature:

Assoc. Prof. Dr. Durga Jang KC Prof. Dr. Prakash Muni Bajracharya

Head External Examiner

Department of Mathematics

Date: 03/01/2081 Date: 03/01/2081


Acknowledgement
I would like to express my deepest gratitude to my supervisor, Associate Professor Dr. Durga
Jang KC for his invaluable guidance, encouragement, and support throughout the entire process
of conducting this project report. His expertise and mentorship have been instrumental in shaping
the direction and quality of this report. I would also like to thank my colleagues at the
Department Mathematics, Pulchowk Campus for their insightful feedback and stimulating
discussions that have enriched my understanding of the project topic.

I am grateful to my friends and family for their unwavering support and encouragement, and for
always believing in me. Their love, understanding, and motivation have been a driving force
behind my perseverance and completion of this thesis. I would like to acknowledge the funding
support provided by the AB Foundation, which has enabled me to carry out this research. Their
financial assistance has been crucial in facilitating data collection, analysis, and dissemination of
the findings
.
Finally, I would like to express my heartfelt appreciation to all the participants who generously
shared their time and insights, without whom this research would not have been possible. Their
contributions have been invaluable in advancing our understanding of the research topic. In
conclusion, I am deeply grateful to all those who have contributed to the completion of this
report, and I acknowledge their efforts with sincere appreciation.
Table of Contents

Contents
List of Figures/tables..................................................................................................................................... 3
Declaration .................................................................................................................................................... 4
Subject Teacher's Recommendation ............................................................................................................. 5
Endorsement ................................................................................................................................................. 6
Acknowledgement ........................................................................................................................................ 7
Copyright .................................................................................................... Error! Bookmark not defined.
Chapter 1: Introduction ................................................................................................................................. 9
1.1 Order and Degree: ............................................................................................................................... 9
1.2 General and Particular solutions: ........................................................................................................ 9
1.3 History .............................................................................................................................................. 10
1.4 Motivation ........................................................................................................................................ 10
1.5 Limitation......................................................................................................................................... 10
Chapter 2 : Various Forms of Differential Equations ................................................................................. 11
2.1 Variable Separable Equations .......................................................................................................... 11
2.2 Homogeneous Equations ................................................................................................................. 12
2.3 Exact Equations ............................................................................................................................... 12
2.4 Linear Differential Equations............................................................................................................ 12
2.5 Bernoulli Differential Equations ....................................................................................................... 13
Chapter 3: Applications .............................................................................................................................. 14
3.1 Newton's law of Cooling: A case study to know the time of death of a person in police investigation
................................................................................................................................................................ 14
Steps to Estimate the Time of Death ................................................................................................... 15
3.2 Population Growth and Decay .......................................................................................................... 16
3.3 Radioactive Decay and Carbon dating .............................................................................................. 16
3.4 LR Series Circuit............................................................................................................................... 16
3.5 Economics and Finance .................................................................................................................... 16
Conclusion: ................................................................................................................................................. 17
References:.................................................................................................................................................. 18
Chapter 1: Introduction
Mathematically derivatives measure the rate of change of a quantity. Therefore, while dealing with the
real world situations involving the rate of change, we need to introduce derivatives. Consequently, the
resulting equations will contain derivatives which are popularly known as differential equations. A
differential equation becomes ordinary differential equation if the function involved depends on only one
independent variable. If the function depends only on more than one independent variables, then equation
is called partial differential equation. Ordinary differential equations are among the most important
mathematical tools used in producing real world models in the engineering, physical sciences, biological
sciences and economics [1].

Before we discuss various forms of ordinary differential equations, we first review the terms related to
differential equations. We begin with order and degree of a differential equation.

1.1 Order and Degree:


Order of a differential equation is the order of the highest order derivative of the dependent variable with
respect to the independent variable involved in the given differential equation. Consider the following
examples:
𝑑𝑦
a) 𝑑𝑥
= 𝑥 𝑒𝑥
𝑑2𝑦 𝑑𝑦 2
b) 𝑑𝑥 2 − 2 𝑑𝑥
+ 𝑥𝑦 = 0.
3
𝑑3𝑦 𝑑2𝑦
c) 𝑑𝑥 3
− 2 𝑑𝑥 2
+ 1 = 0.

Here equation (a) is first order equation. Similarly, equation (b) and (c) are second order and third order
differential equations respectively. Now we define the degree of a differential equation. The degree of a
differential equation when it is expressed in a polynomial equation of derivatives is the highest power of
the highest order derivative involved in the given differential equation. Thus the order and degree of a
differential equation are always positive integers. Moreover, we note that not all differential equations
have degree.

1.2 General and Particular solutions:


The solution of a differential equation which contains the arbitrary constants is called the general
solution of a differential equation [2]. The number of arbitrary constants in the general solution is equal to
the order of the differential equation. The solution which is obtained by giving a particular value to the
arbitrary constants in the general solution is called a particular solution of the differential equation
\cite{bb}. Thus a particular solution is always free from the arbitrary constants. The solution 𝑦 = 𝑒 −3𝑥 is
the particular solution of differential equation 𝑦"(𝑥) + 𝑦′(𝑥) − 6𝑦(𝑥) = 0. Similarly, 𝑦 = 𝑎 cos 𝑥 +
𝑏 sin 𝑥 with 𝑎, 𝑏 ∈ ℝ is a general solution of the differential equation 𝑦"(𝑥) + 𝑦(𝑥) = 0.
1.3 History

The study of differential equations has a rich and varied history that spans several centuries. The study of
differential equations evolved from basic concepts in ancient times to a fundamental tool in modern
science and engineering, continually adapting to new challenges and technologies. Isaac Newton and
Gottfried Wilhelm Leibniz independently developed calculus in the late 1600s, providing the
foundational tools for formulating differential equations. Leonhard Euler made significant
contributions, developing methods to solve differential equations and applying them to mechanics and
fluid dynamics. Joseph-Louis Lagrange contributed to the formulation of Lagrangian mechanics, deeply
connected to differential equations.

1.4 Motivation
The study of linear first-order differential equations is motivated by several key reasons, spanning both
theoretical and practical aspects. Linear first-order differential equations form the simplest class of
differential equations, providing a foundational understanding before tackling more complex types.
Studying these equations helps develop analytical techniques, such as separation of variables and
integrating factors, which are applicable to more complex differential equations. Many physical systems
can be modeled using linear first-order differential equations. For example, the cooling of an object
(Newton's Law of Cooling), the discharge of a capacitor (RC circuit), and the rate of a chemical reaction
(first-order kinetics) are all governed by such equations. In economics, linear first-order differential
equations describe processes such as investment growth and interest rates.

1.5 Limitation
First-order linear differential equations are among the most commonly occurring differential equations in
nature, with diverse applications. In this project, we will focus exclusively on the study of first-order
linear differential equations. Consequently, our project report will be limited to this type due to its wide
range of applications. We will examine various forms of first-order linear differential equations and
explore some of their practical applications.
Chapter 2 : Various Forms of Differential Equations
2.1 Variable Separable Equations

A separable differential equation is a specific type of first-order differential equation that can be
written in a form where the variables can be separated on opposite sides of the equation. This
allows the equation to be solved by integrating both sides. A separable differential equation has
the general form:

𝑑𝑦
= 𝑔(𝑥)𝑕(𝑦)
𝑑𝑥

To solve such equation we separate the variables x and y. This involves rewriting the equation so
that all terms involving y (including dy) are on one side, and all terms involving x (including dx)
are on the other side. Integrate both sides of the equation with respect to their respective
variables. Finally if possible, we solve the resulting equation for y to get the explicit solution

Consider the differential equation:

𝑑𝑦
= 𝑘𝑦
𝑑𝑥

This is separable because it can be rewritten as:

1
𝑑𝑦 = 𝑘 𝑑𝑥
𝑦

Next, we integrate both sides:

1
𝑑𝑦 = ∫ 𝑘 𝑑𝑥
𝑦

This gives:

𝑙𝑛⁡∣ 𝑦 ∣= 𝑘𝑥 + 𝐶

where C is the constant of integration. Exponentiating both sides to solve for y, we get:

𝑦 = 𝐶𝑒 𝑘𝑥

where 𝐶 = 𝑒 𝐶 is a new constant.


2.2 Homogeneous Equations

A homogeneous differential equation is a type of differential equation that can be expressed in a


form where all terms involve the dependent variable and its derivatives. Specifically, for first-
order homogeneous differential equations, they are equations in which the function and its
derivatives can be combined into a single variable through a substitution, usually involving a
ratio of the dependent and independent variables. A first-order differential equation is said to be
homogeneous if it can be written as:

𝑑𝑦 𝑦
=𝑓
𝑑𝑥 𝑥
𝑦
To solve a homogeneous differential equation, the following substitution is typically used: 𝑥 = 𝑣
or 𝑦 = 𝑣𝑥. Then the substitution converts the equation into separable form and can easily be
solved. Homogeneous differential equations are an important class of differential equations that
can be solved using substitutions to simplify the integration process. They have applications in
various fields such as physics, engineering, and economics, particularly in problems involving
proportional relationships and scaling behaviors.

2.3 Exact Equations

An exact differential equation is a type of first-order differential equation that can be expressed
in the form:

𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦) 𝑑𝑦 = 0

Here, 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) are functions of x and y.

For the equation 𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦) 𝑑𝑦 = 0to be exact, the following condition must be
satisfied:

𝜕𝑀 𝜕𝑁
= .
𝜕𝑦 𝜕𝑥

2.4 Linear Differential Equations

A linear differential equation is a type of differential equation in which the dependent variable
and its derivatives appear linearly (i.e., raised to the first power and not multiplied or divided by
each other). These equations are fundamental in many areas of science and engineering due to
their wide applicability and the existence of well-established methods for their solution. A first-
order linear differential equation is of the form:

𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)
𝑑𝑥
where 𝑃(𝑥) and 𝑄(𝑥) are given functions of x, and 𝑦 = 𝑦(𝑥) is the unknown function to be
determined. The solution of a first-order linear differential equation can be found using an
integrating factor. The general steps are as follows:

1. . Write the equation in the standard form


𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄(𝑥)
𝑑𝑥
2. Calculate the integrating factor 𝐼. 𝐹. = 𝑒 ∫ 𝑃(𝑥) dx . and then multiply both sides by the I.F.
to obtain

𝑑𝑦
𝐼. 𝐹.× + 𝐼. 𝐹 × 𝑃 𝑥 𝑦 = 𝐼. 𝐹.× 𝑄(𝑥)
𝑑𝑥

3. Notice that the left-hand side is the derivative of 𝐼. 𝐹.× 𝑦 so that we get

𝑑
𝐼. 𝐹.× 𝑦 = 𝐼. 𝐹.× 𝑄(𝑥)
𝑑𝑥

4. We then convert it into variable separable form and integrate to obtain

𝐼. 𝐹.× 𝑦 = 𝐼. 𝐹.× 𝑄(𝑥) 𝑑𝑥

5. Final solution is

1
𝑦= 𝐼. 𝐹.× 𝑄(𝑥) 𝑑𝑥 + 𝐶
𝐼. 𝐹

2.5 Bernoulli Differential Equations

Bernoulli's differential equation is a special type of first-order nonlinear differential equation


named after the Swiss mathematician Jacob Bernoulli. It has the form:

𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄 𝑥 𝑦𝑛
𝑑𝑥

where P(x) and Q(x) are functions of x, and n is a real number. To solve Bernoulli's differential
equation, we can transform it into a linear differential equation by using a suitable substitution.
Chapter 3: Applications
We can see many situations in real is described with the help of differential equations. In this chapter, we
list some situations where the first order differential arise. We begin with Newton's law of cooling [3].

3.1 Newton's law of Cooling: A case study to know the time of death of a person in
police investigation

Newton's Law of Cooling describes the rate at which an exposed body changes temperature
through radiation, which can be used in forensic science to estimate the time of death. This case
study explores how this principle can be applied in a police investigation. The law states that the
rate of change of the temperature of an object is proportional to the difference between its own
temperature and the ambient temperature. Mathematically, it can be expressed as:

𝑑𝑇
= −𝑘(𝑇 − 𝑇𝑎 )
𝑑𝑡

where:

 T(t) is the temperature of the object (body) at time t,


 𝑇𝑎 is the ambient or surrounding temperature,
 k is a positive constant that depends on the characteristics of the object,
 t is the time.

Using the method of integrating factor, the solution of above differential equation is given by

T(𝑡) = 𝑇𝑎 + 𝑇0 − 𝑇𝑎 𝑒 −𝑘𝑡

Now we apply to determine the time of death.

Case Study: Estimating Time of Death

A body is discovered, and the temperature of the body is measured at two different times to estimate the
time of death.

Given Data:

1. The ambient temperature (𝑇𝑎 ) is 20°C.


2. The body was found at 11:00 AM with a temperature (𝑇1 ) of 27°C.
3. At 1:00 PM, the body’s temperature (𝑇2 ) was measured again and found to be 24°C.
4. The normal body temperature (𝑇0 ) is 37°C.
Steps to Estimate the Time of Death

Model the Cooling Process: We use the solution to the differential equation given by
Newton's Law of Cooling:

𝑇 𝑡 = 𝑇𝑎 + 𝑇0 − 𝑇𝑎 𝑒 −𝑘𝑡

To determine the constant k: We need two temperature readings to determine the constant k.

 At 11:00 AM (let this be t=0 hours), T(0)=27°.


 At 1:00 PM (2 hours later), T(2)=24°C

This gives

24 = 20 + 17 𝑒 −2𝑘

1 4
𝑘 = − ln 17
2

This gives 𝑘 0.7135. Use the cooling formula to find the time t when the body temperature was 37°C.

24 = 20 + 17 𝑒 −0.7135 t

Solving this we get

7
ln
t=− 17
0.7135

𝑡 ≈ 1.187𝑕𝑜𝑢𝑟𝑠

Therefore, the time of death was approximately 1.187 hours before 11:00 AM. We convert this
to a more readable format:

1.187 hours≈1 hour and 11 minutes

So, the estimated time of death was around 9:49 AM. By applying Newton's Law of Cooling and
using the given temperature readings at different times, we estimated the time of death to be
around 9:49 AM. This method provides a useful approach for forensic investigations to
approximate the time of death based on body temperature measurements.
3.2 Population Growth and Decay

3.3 Radioactive Decay and Carbon dating

3.4 LR Series Circuit

3.5 Economics and Finance


Conclusion:
Finding the solutions of differential equations is not an easy task. In this project, the solutions of various
forms ordinary differential equations and considered various examples to justify these forms. However,
we limited our study in the case of first order and first degree equations. Moreover, differential equations
model various physical situations in real world which involve rate of change. We explored various such
situations and realized the application of differential equations. One can consider the higher order
differential equation and see their applications in various other physical situations.
\

References:
1. Durga J. KC and Santosh Ghimire, Basics and Structure of Project Writing in Mathematics, Jour.
of Nepal Math. Society, 3(2020), pp 21-30.
2. Durga J. KC, Santosh Ghimire, Ananta Uperti, Jhabilal Ghimire and Amrit Sharma, Foundation
of Mathematics for Grade XII, Asmita publication, Kathmandu, 2020.
3. James Stewart, Calculus: Early Transcendental, Cengage Learning, New York, 2008.

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