TERM PAPER

ENGINEERING MATHEMATICS-I
MTH101

TOPIC: Geometrical Applications of Ordinary Differential

Equations

Date of Allotment: 14/09/2010

Date of Submission: 18/11/2010

Submitted to: Submitted by:

Ms. Reetika Salaria Mr. Nand Kishore Singh

Deptt. of Mathematics Roll No: RD1001A14

Regd.No: 11007673

Section: D1001
 ACKNOWLEDGEMENT

I NAND KISHORE SINGH, student of B.Tech-M.Tech (CSE)

(Section-D1001) express my deep gratitude Ms. Reetika
Salaria. I am thankful to her for support that led me to the
completion of this term paper.
I am very thankful to my parents who encouraged me
and provided me all the necessary resources that had made
possible for me to be able to accomplish this task.
I also thank all my friends who assisted me in completing this
work.
CONTENTS

1. Introduction to Differential Equations

2. Nomenclature
3. Applications of Differential Equations
Introduction
A differential equation is a mathematical
equation for an unknown function of one
or several variables that relates the values
of the function itself and its derivatives of
various orders. Differential equations play
a prominent role in engineering physics,
economics and other disciplines.
Differential equations arise in many areas
of science and technology: whenever a
deterministic relationship involving some
continuously varying quantities (modeled
by functions) and their rates of change in
space and/or time (expressed as
derivatives) is known or postulated. This is
illustrated in classical mechanics, where
the motion of a body is described by its
position and velocity as the time varies.
Newton’s laws allow one to relate the
position, velocity, acceleration and various
forces acting on the body and state this
relation as a differential equation for the
unknown position of the body as a
function of time. In some cases, this
differential equation (called an equation of
motion) may be solved explicitly.
An example of modeling a real world
problem using differential equations is
determination of the velocity of ball falling
through the air, considering only gravity
and air resistance. The ball’s acceleration
towards the is the acceleration due to
gravity minus the deceleration due to air
resistance. Gravity is constant but air
resistance may be modeled as proportional
to the ball’s velocity. This means the ball’s
acceleration, which is the derivative of its
velocity, depends on the velocity. Finding
the velocity as a function of time requires
solving a differential equation.
Differential equations are mathematically
studied from several different perspectives,
mostly concerned with their solutions, the
set of functions that satisfy the equation.
Only the simplest differential equations
admit solutions given by explicit formulas;
however, some properties of solutions of a
given differential equation may be
determined without finding their exact
form. If a self-contained formula for the
solution is not available, the solution may
be numerically approximated using
computers. The theory of dynamical
systems puts emphasis on qualitative
analysis of systems described by
differential equations, while many
numerical methods have been developed to
determine solutions with a given degree of
accuracy.
Nomenclature
The theory of differential equations is
quite developed and the methods used to
study them vary significantly with the type
of the equation.
 An ordinary differential equation
(ODE) is a differential equation in
which the unknown function (also
known as the dependent variable)
is a function of single independent
variable. In the simplest form, the
unknown function is a real or
complex valued function, but more
generally, it may be vector-valued
or matrix-valued: this corresponds
to considering a system of ordinary
differential equations for a single
function. Ordinary differential
equations are further classified
according to the order of the
highest derivative with respect to
the dependent variable appearing in
the equation. The most important
cases for applications are first order
and second order differential
 equations. In the classical literature
also distinction is made between
differential equations explicitly
solved with respect to the highest
derivative and differential
equations in an implicit form.
 A partial differential equation
(PDE) is a differential equation in
which the unknown function is a
function of multiple independent
variables and the equation involves
its partial derivatives. The order is
defined similarly to the case of
ordinary differential equations, but
further classification into elliptic,
hyperbolic, and parabolic
equations, especially for second
order linear equations, is of utmost
importance. Some partial
differential equations do not fall
into any of these categories over
the whole domain of the
independent variables and they are
said to be of mixed type.
Both ordinary and partially differential
equations are broadly classified as linear
and non-linear. A differential equation is
linear if the unknown function and its
derivatives appear to the power 1
(products are not allowed) and non-linear
otherwise. The characteristic property of
linear equations is that their solutions form
an affine subspace of an appropriate
function space, which results in much
more developed theory of linear
differential equations. Homogenous linear
differential equations are a further subclass
for which the space of solutions is a linear
subspace i.e. the sum of any set of
solutions or multiples of solutions is also a
solution. The coefficients of the unknown
function and its derivatives in a linear
differential equation are allowed to be
(known) functions of the independent
variable or variables; if these coefficients
are constants then one speaks of a constant
coefficient linear differential equation.
There are very few methods of explicitly
solving non-linear differential equations;
those that are known typically depend on
the equation having particular symmetries.
Non-linear differential equations can
exhibit very complicated behavior over
extended time intervals, characteristic of
chaos. Even the fundamental questions of
existence, uniqueness, and extendability of
solutions for non-linear differential
equations, and well-posedness of initial
and boundary value problems for non-
linear PDEs are difficult problems and
their resolution in special cases is
considered to be a significant advance in
the mathematical theory (cf Navier-Stokes
existence and smoothness).
Linear differential equations frequently
appear as approximations to non-linear
equations. These approximations are only
valid under restricted conditions. For
example, the harmonic oscillator equation
is an approximation to the non-linear
pendulum equation that is valid for small
amplitude oscillations.
Examples:
In the first group of examples, let u be an
unknown function of x, and c, ω are
known constants.
 In homogeneous first order
linear constant coefficient
ordinary differential equation:
d2u = cu + x2
dx
 Homogeneous second order
linear ordinary differential
equation:
 d2u - x du + u= 0
dx2 dx
 Homogeneous second order
constant coefficient linear
ordinary differential equation
describing the harmonic
oscillator:
d2u + ω2u =0
dx2
 First order non-linear ordinary
differential equation:
du = u2 + 1
dx
 Second order non-linear
ordinary differential equation
describing the motion of a
pendulum of length L:
In the next group of examples, the
unknown function u depends on two
variables x and t or x and y.
 Homogeneous first order linear
partial differential equation:
 Homogeneous second order
linear constant coefficient
partial differential equation of
elliptic type, the Laplace
equation:
 Third order non-linear partial
differential equation, the
Korteweg-de Vries equation:
Applications of Differential
Equations
We present examples where differential
equations are widely applied to model
natural phenomena, engineering systems
and many other situations.
Radioactive Decay
Many radioactive materials disintegrate at
a rate proportional to the amount present.
For example, if X is the radioactive
material and Q(t) is the amount present at
time t, then the rate of change of Q(t) with
respect to time t is given by
dQ = -rQ,
dt
where r is a positive constant (r>0). Let us
call Q(0)-Q0 the initial quantity of the
material X, then we have,
Q(t) = Q0e-rt.
Clearly in order to determine Q(t) we need
to find the constant r. This can be done
using what is called the half life T of the
material X. The half life is the time span
needed to disintegrate half of the material.
So, we have Q(T)= ½ Q0. An easy
calculation gives rT= ln(2). Therefore, if
we know T, we can get r and vice-versa.
Newton’s Law of Cooling
From experimenatal observations it
is known that (up to a “satisfactory”
approximation) the surface
temperature of an object changes at
a rate proportional to its relative
temperature. That is, the difference
between its temperature and the
temperature of the surronding
environment. This is what is known
as Newton’s law of cooling. Thus, if
ϴ(t) is the temperature of the object
at time t, then we have
dϴ = -k(ϴ - S)
dt
where S is the temperature of the
surrounding environment. A
qualitative study of this phenomena
will show that k>0. This is a first
order linear differential equation.
The solution, under the initial
condition ϴ(0) = ϴ0, is given by
ϴ(t) =S + (ϴ0 – S)e-rt.
Hence,
-k(t1-t2)
ϴ(t1) – S = e
ϴ(t2) – S
which implies
k(t1 – t2) = - ln ( ϴ(t1) – S)
ϴ(t2) – S
This equation makes it possible to
find k if the interval of time ( t 1 – t2)
is known and vice-versa.
Orthogonal Trajectories
We have seen before that the solutions of a
differential equation may be given by an
implicit equation with a parameter
something like
F(y,t) = C
This is an equation describing a family of
curves. Whenever we fix the parameter C
we get one cuurve and vice-versa. For
example, consider the families of curves
y-mt or y2 + t2 – C2
where m and C are parameters. Clearly, we
may change the names of the variables and
still have the same geometric curves. For
example, the above families define the
same geometric object as
y –mx or y2 + x2 – C2
Note that the first family descrbes all the
lines passing thrugh the origin (0,0) whi,e
the second family describes alll the circles
centred at the origin (including all the limit
case when the radius 0 reduces to the
single point (0,0).
In this we will only use the variables x and
y. Any family of curves will be written as
F(x,y,C) = 0
One may ask whether any family of curves
may be generated from a differeential
equation? In geeneral, the answer is no.
Let us see how to proceed if the answer
were to be yes. First differentiate with
respect to x, and get a new equation
involving in general x, y, dy , and C. Using
dx
the original equation, we may able to
eliminate the parameter C from the new
equation.
Definition of Orthogonal Curves:
Consider two families of curves f1 and f2.
We say that f1 and f2 are orthogonal
whenever any curve from f1 intersects any
curve from f2, the two curves are
orthogonal at the point of intersection.
For example, we have seen that the
families y= mx and x2+ y2 = C2 are
orthogonal.
Given a family of curves f, is it possible
to find a family of curves which is
orthogonal to f?
The answer to this question has many
implications in many areas such as
physics, fluid dynamics, etc. In general,
this question is very difficult. But in some
cases, we may be able to carry on the
calculations and find the orthogonal
family. Let us show how:
Consider the family of curves f. We
assume that an associated differential
equation may be found, say
dy = f(x,y)
dx
We know that for any curve from the
family passing by the point (x, y), the
slope of the tangent at this point is f(x, y).
Hence the slope of the line perpendicular
(or orthogonal) to this tangent is
-1
f(x, y) which happens to be the slope
of the tangent line to the orthogonal
curve passing by the point (x, y). In
other words the family of orthogonal
curves are solutions to the
differential equation
dy = -1
dx f(x, y)
From this we see what we have to
do. Indeed consider a family of
curves f. In order to find the
orthogonal family, we use the
following practical steps
Step 1. Find the associated
differential equation.
Step 2. Rewrite the differential
equation in explicit form.
dy = f(x, y)
dx
Step 3. Write down the
differential equation associated to the
orthogonal family
dy = -1
dx f(x, y)
Step 4. Solve the new equation.
The solutions are exactly the family
of orthogonal curves.
Step 5. You may be asked to
give a geometric view of the two
families. Also you may be asked to
find a specific curve from the
orthogonal family.
Population Dynamics
Here are some natural questions
related to population problems:
 What will the population of a
certain country be in ten years?
 How are we protecting the
resources from extinction?
More can be said about the problem
but, in this little review we will not
discuss them in detail. In order to
illustrate the use of differential
equations with regard to this problem
we consider the easiest mathematical
model offered to govern the
population dynamics of a certain
species. It is commonly called the
exponential model, that is, the rate
of change of the population is
proportional to the existing
population. In other words, if P(t)
measures the population, we have
dP = kP
dt
where the rate k is constant. It is
fairly easy to see that if k>0, we have
growth, and if k<0, we have decay.
 This is a linear equation which solves and integration
into

P(t) = P0ekt, P
∫ dP/P (1− M ) = ∫ kdt.
Where P0 is the initial population,
i.e. P(0) = P0. Therefore, we The partial fraction techniques gives
conclude the following: 1
 if k>0, then the population grows
and continues to expand to infinity, ∫ dP/P 1− MP = ∫ ( P1 + MP )dP
( )
that is, 1−
M
lim P(t) = +∞; ,
t→+∞ which gives
P
 if k<0, then the population will ln |P|−¿ ln ¿ 1− ∨¿ ¿ ¿ = kt + c.
M
shrink and tend to 0. In other words
we are facing extinction. Easy algebraic manipulations give
Clearly, the first case, k>0, is not adequate P
= Cekt,
and the model can be dropped. The main 1−P/ M
argument for this has to do with where C is a constant. Solving for P, we
environmental limitations. The get
complication is that population growth is
MCekt
eventually limited by some factor, usually P= .
one from among many essential resources. M +Cekt
When a population is far from its limits of If we consider the initial condition P(0) =
growth it can grow exponentially. P0 (assuming that P0 is not equal to both 0
However, when nearing its limits the or M), we get
population size can fluctuate, even C = P0M
chaotically. Another model was proposed
to remedy this flaw in the exponential M- P0,
model. It is called the logical model (also which, once substituted into the expression
called Verhulst-Pearl model). The for P(t) and simplified, we find
differential equation for this model is
P (t) = MP0
dP P
= kP ( 1 - ). P0 + (M-P0)e-kt
dt M
It is easy to see that
where M is a limiting size for the
population (also called the carrying limP(t)=M
capacity). Clearly, when P is small t→+∞
compared to M, the equation reduces to
However, this is still not satisfactory
the exponential one. In order to solve this
because this model does not tell us when a
equation we recognize a non-linear
population is facing extinction since it
equation which is separable. The constant
never implies that. Even starting with a
solutions are P=0 and P=M. The non-
small population it will always tend to the
constant solutions may obtained by
carrying capacity M.
separating the variables
dP Some other Applications to
P = kdt Engineering and Sciences:
P (1− )
M
Historically, it has been the needs of
the physical sciences which have
driven the development of many
parts of mathematics , particularly
analysis. The applications are
sometimes difficult to classify
mathematically, since tools from
several areas of mathematics may be
applied. We focus on these
applications not by discussing the
nature of their discipline but rather
their interaction with mathematics.
 Mechanics of particles and
systems studies dynamics of sets of
particles or solid bodies, including
rotating and vibrating bodies. Uses
variational principles (energy
minimization) as well as
differential equations.
 Mechanics of deformable solids
considers questions of elasticity
and plasticity, wave propagation,
engineering, and topics in specifics
solids such as soils and crystals.
 Fluid mechanics studies air, water,
and other fluids in motion:
compression, turbulence, diffusion,
wave propagation, and so on.
Mathematically this includes study
of solutions of differential
equations, including large-scale
numerical methods (e.g the finite-
element method).
 Optics, electromagnetic theory is
the study of the propagation and
evolution of electromagnetic
waves, including topics of
interference and diffraction.
Besides the usual branches of
analysis, this area includes
geometric topics such as the paths
of light rays.
 Classical thermodynamics, heat
transfer is the study of the flow of
heat through matter, including
phase change and combustion.
Historically, the source of Fourier
series.
 Quantum theory studies the
solutions of the Schrodinger
(differential) equation. Also
includes a good deal of Lie group
theory and quantum group theory,
theory of distributions and topics
from Functional analysis, Yang-
Mills problems, Feynman
diagrams, and so on
 Statistical mechanics, structure
of matter is the study of large
scale systems of particles,
including stochastic systems and
moving or evolving systems.
Specific types of matter studied
include fluids, crystals, metals, and
other solids.
 .Relativity and gravitational theory
is differential geometry, analysis,
and group theory applied to physics
on a grand scale or in extreme
situations (e.g black holes, and
cosmology).
 Astronomy and astrophysics : as
celestial mechanics is,
mathematically, part of Mechanics
of particles, the principle
applications in this area appear to
be concerning the structure,
evolution, and interaction of stars
and galaxies.
 Geophysics applications typically
involve material in mechanics and
fluid mechanics, as above, but for
large scale problems (this deals
with a very big solid and a large
pool of fluid).
 Systems theory; control study the
evolution over time of complex
systems such as those in
engineering. In particular, one may
try to identify the system- to
determine the equations or
parameters which govern its
development – or to control the
system – to select the parameters
(e.g. via feedback loops) to achieve
a desired state. Of particular
 interest are issues in stability
( steady state configurations) and
the effects of random changes and
noise( stochastic systems). While
popularly the domain of
“cybernetics” or “robotics”,
perhaps, this is in practice a field of
application of differential (or
difference) equations, functional
analysis, numerical analysis, and
global analysis (or differential
geometry).
Observe that the branches of
mathematics most closely allied with
the fields of mathematical physics are
the parts of analysis, particularly those
related to differential equations. The
other sciences draw on these as well as
probability and statistics and,
increasingly, numerical methods.