22 CHAPTER 1.

INTRODUCTION TO DIFFERENTIAL EQUATIONS

1.3 Differential Equations as Mathematical Models

Mathematical Models

The mathematical description of a system of a phenomenon is called a mathematical

model. The derivation of differential equations from given physical situations, i.e., the
transition from the physical problem to a corresponding mathematical model, is called
modeling. A mathematical model can consist of either an initial value problem or a
boundary value problem. A solution of the model gives the state of the system.

Population Dynamics

Let x(t) denote the number of rabbits in Australia at a time t. Rabbits can eat all they
want and during any given time period Δt a fixed percentage of the population will give
birth and a percentage will die of old age. The increment x(t + Δt) − x(t) is proportional
to x(t)Δt (via the difference of birth and death rates). Taking a limit as Δt → 0 we find
the differential equation
dx
= kx
dt
where k represents the (fixed) relative growth rate of the population.

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 dX/dt at which the nuclei of a substance decays is proportional
to the amount X(t) of the substance remaining at time t:

dX
= kX (1.3.1)
dt

where k < 0 is a constant.

1.3. DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS 23

Newton’s Law of Cooling/Warming

To an accuracy satisfactory in many circumstances, the surface temperature of an object

changes at a rate proportional to the difference between the temperature of the object
and that of the surrounding environment (the ambient temperature). This is known as
Newton’s law of cooling—or warming. If T (t) is the temperature of the object at the time
t and Ts is the surrounding temperature or the constant ambient temperature, then
dT
= −k(T − Ts )
dt
where k > 0 is a constant of proportionality in either case, cooling or warming.

Spread of a Disease

A contagious disease, e.g., 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
contacted the disease and y(t) denote the number of people who have not yet been
exposed. The rate dx/dt at which the disease spreads is assumed to be proportional
to the number of encounters or interactions between these two groups of people. The
number of interactions is assumed to be jointly proportional to x(t) and y(t), that is,
proportional to the product xy. Then
dx
= kxy
dt
where k is a constant of proportionality.

Chemical Reactions

The disintegration of a radioactive substance governed by the differential equation (1.3.1)

is called a first-order reaction. In chemistry, a few reactions follow this same empirical
law. If the molecules of substance S decompose into smaller molecules, then the rate
at which this decomposition takes place is assumed to be proportional to the amount of
the first substance that has not undergone conversion. That is, if X(t) is the amount of
substance S remaining at any time, then
dX
= kX
dt
where k is a negative constant.
24 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

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.

Example 1.3.1. A large mixing tank initially holds 300 gal 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 gal/min; the concentration of the salt in
this inflow is 2 lb 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. Let γ represent the concentration
of salt in the tank at time t, that is, γ is the number of pounds of salt in each gallon of
brine. If h gal/min of fluid is leaving the tank, then γh lb/min of salt is leaving.
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:
   
dA input rate output rate
= − = Rin − Rout .
dt of salt of salt
The input rate Rin at which the salt enters the tank is the product of the inflow concen-
tration of salt and the inflow rate of fluid, i.e.,

Rin = (2 lb/gal)(3 gal/min) = 6 lb/min.

The concentration of the salt in the tank, as well as in the outflow, is

A(t)
lb/gal
300
and so the output rate Rout of salt is
 
A(t) A(t)
Rout = lb/gal (3 gal/min) = lb/min.
300 100

The net rate then becomes

dA A
= Rin − Rout = 6 −
dt 100
that is,
dA 1
+ A = 6.
dt 100
1.3. DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS 25

Draining a Tank

Example 1.3.2. A cylindrical tank 1.50 meters high stands on its circular base of
diameter 1.00 meter and is initially filled with water. At the bottom of the tank there
is a hole of diameter 1.00 cm which is opened at some instant so that the water starts
draining under the influence of gravity. To find the height h(t) of the water in the tank
at any time t, set up the differential equation as a mathematical model of the physical
problem. The volume of water which flows out during a short interval of time Δt is

ΔV = AvΔt

where A = (0.5)2 π cm2 is the cross-sectional area of the outlet and v is the speed of the
outflowing water.
Due to Torricelli’s law, the speed with which water issues from an orifice is

v = 0.6 2gh

where g = 980 cm/sec2 is the acceleration of gravity at the surface of the earth and h is
the instantaneous height of the water above the orifice. (If a√body falls a distance h and
the air resistance is so small that it can be neglected, then 2gh is the speed the body
acquires. The factor 0.6 is introduced since the cross section of the outflowing stream is
somewhat smaller than that of the orifice.)
The change ΔV ∗ of the volume of water in the tank is

ΔV ∗ = −BΔh

where B is the cross-sectional area of the tank and Δh is the decrease of the height h(t)
of the water. Since ΔV = ΔV ∗ , we have

AvΔt = 0.6A 2ghΔt = −BΔh

or √
Δh 0.6A 2g √
=− h.
Δt B
That is, √ √
dh (0.6)(0.5)2 1960 1/2 21 10 1/2
=− h =− h
dt 502 25000
where h(0) = 150.
26 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Series Circuits

The simplest electric circuit is a series circuit in which we have a source of electric energy
(electromotive force), such as a generator or a battery, and a resistor which uses energy,
e.g., an electric light bulb. If we close the switch, then a current I will flow through
the resistor and this will cause a voltage drop, that is, the electric potential at the two
ends of the resistor will be different. The LRC-series circuit (or RLC circuit) has three
branches, one inductor marked by L, one resistor marked by R and one capacitor marked
by C. In the circuit one has flowing through each branch a current I. The inductance L
of the inductor, the resistance R of the resistor and the capacitance C of the capacitor are
all positive constants. The total charge Q is quantity of electricity on the capacitor. An
inductor opposes a change in current, having an inertia effect in electricity. The voltage
drop EL across an inductor is proportional to the instantaneous time rate of change of
the current I, say
dI
EL = L .
dt
According to Ohm’s law, the voltage drop ER across a resistor is proportional to the
instantaneous current I, say
ER = RI.
The voltage drop EC across a capacitor is proportional to the instantaneous electric
charge Q on the capacitor, say
 t
1
EC = Q, Q= I(τ ) dτ.
C t0

According to Kirchhoff’s second law, the algebraic sum of all the instantaneous volt-
age drops around any closed loop is zero. That is, there is impressed in the direction
of I at the terminals of the series from a source of power external to the elements a
difference of potential E such that
dI 1
L+ RI + Q = E(t).
dt C
This gives the second-order linear differential equation for Q:
d2 Q dQ 1
L 2
+R + Q = E(t).
dt dt C
The initial conditions are
dQ
Q(0) = Q0 , (0) = I0 .
dt
1.3. DIFFERENTIAL EQUATIONS AS MATHEMATICAL MODELS 27

The current I satisfies the second-order linear differential equation for I:

d2 I dI 1 dE
L 2
+R + I = .
dt dt C dt
The initial conditions are
dI
I(0) = I0 , (0) = I1 .
dt

Falling Bodies

A rigid body is falling freely in a vacuum and close enough to the surface of the earth
so that the only significant force acting on the body is its weight due to the earth’s
gravitational field. Assume that such bodies along a straight line obeys Newton’s second
law of motion: F = ma where F is the external force, m is the mass of the body and a
is the acceleration in the direction of F . Then

w = mg

where w is the weight of the body and g denotes its acceleration due to gravity. (Here
it is assumed that g is the gravitational acceleration at sea level so that it is a constant
and that extreme accuracy is not required.) Choose the x-axis to be the line along which
the motion takes place. If s(t) denotes the position of the body relative to the ground
at time t, then Newton’s second law of motion gives

d2 s d2 s
m = −mg or = −g.
dt2 dt2

Falling Bodies and Air Resistance

In many cases the external force F will include effects other than the weight of the
body. For example, frictional forces due to the resistance offered by the air or other
surrounding medium may need to be considered. Under some circumstances a falling
body such as a feather with low density and irregular shape encounters air resistance
proportional to its instantaneous velocity. An object of mass m is dropped from rest
in a medium that offers resistance proportional to the magnitude of the instantaneous
velocity of the object.
28 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

From Newton’s second law of motion, we obtain a first-order differential equation for
the velocity v of the body at time t
dv dv k
m = mg − kv or + v=g
dt dt m
where k is a positive constant of proportionality called the drag coefficient and g is the
gravitational acceleration. The solution of this equation is
mg
v= + c1 e−kt/m
k
where c1 is an arbitrary constant. From the initial condition

v(0) = 0

we obtain
mg
v= (1 − e−kt/m ).
k
As t → ∞, the velocity approaches the limiting value
mg
v1 =
k
which does not depend on the initial condition. As k approaches zero (i.e., as the
resistance diminishes), the limiting velocity increases without bound.
If s(t) denotes the position of the body relative to the ground at time t, then
d2 s ds
m 2
= −mg − k
dt dt
or
d2 s k ds
2
+ = −g.
dt m dt
Remark. Each example in this section has described a dynamical system: a system
that changes or evolves with the flow of time t. A dynamical system consists of a set of
time-dependent variables, called state variables, together with a rule that enables us to
determine the state of the system in terms of a state prescribed at some time. The state
of a variable at a time is the value of the variable at that time. The state of the system
at a time is the value of the state variables, i.e., the vector formed from the states of
the variables, at that time. It is the initial conditions that accompany the mathematical
model. The solution of the initial value problem is called the response of the system.