Velimor Almonte

College of Arts and Science MATH056: Ordinary Differential Equations

Mathematics and Science Cluster Topic: Basic Concepts

1.4 Common Mathematical Models with

Differential Equations
Basic Concepts in Differential
Equations

ODEs
Velimor Almonte
Objectives

1. classify a differential equation as to its

type, order, degree, or linearity;
2. transform a differential equation in
differential form, standard form, or normal
form into another form;
Objectives

3. eliminate all the arbitrary constants in

a family of functions to obtain a
corresponding differential equation; &
4. formulate proportionality problems
from various fields.
Proportionality Problems as
Differential Equations
Rate of change of quantities

Let Q represent a quantity which is a

function of time t.
𝑑𝑄
Then, represents the instantaneous rate
𝑑𝑡
of change of quantity Q with respect to t.
Mathematical models

The mathematical description of a system of

phenomenon is called a mathematical model that is
constructed with certain goals in mind, mainly, to
describe the behavior of some real-life system or
phenomenon, whether physical, sociological, or even
economic, in mathematical terms.
Mathematical models

For example, we may wish to understand the

mechanisms of a certain ecosystem by studying the
growth of animal populations in that system, or we
may wish to date fossils by analyzing the decay of a
radioactive substance either in the fossil or in the
stratum in which it was discovered.
Mathematical models

For example, we may wish to understand the

mechanisms of a certain ecosystem by studying the
growth of animal populations in that system, or we
may wish to date fossils by analyzing the decay of a
radioactive substance either in the fossil or in the
stratum in which it was discovered.
Constructing Mathematical models

(i) Identify the variables that are responsible for

changing the system. Start with a simple model
incorporating only a few important variables.
(ii) Make a set of reasonable assumptions, or
hypotheses, about the system one is trying to
describe. Apply any empirical law that is
appropriate to the system.
Constructing Mathematical models

Focus of the
discussions
Translating proportionalities into
symbolic form
𝑑𝑄 𝑑𝑄
rate is directly proportional to Q = 𝑘𝑄
𝑑𝑡 𝑑𝑡
𝑑𝑄 𝑑𝑄
rate is jointly proportional to Q and M - Q = 𝑘𝑄(𝑀 − 𝑄)
𝑑𝑡 𝑑𝑡
𝑑𝑄 𝑑𝑄 𝑘
rate is inversely proportional to Q =
𝑑𝑡
𝑑𝑡 𝑄
Note: Other proportionalities and factors may be included in a model.
Sample models
Here are some common models with DEs. Different
methods are available for solving the DEs. Models may
be used to compute for past, current, or past states of
systems.
Population growth models
- unbounded growth/ Malthusian
- bounded growth/Verhulst/Logistic
Exponential growth and decay
Sample models (cont’n)

Constantly-Stirred Tank Reactor (non-reactive

solutions)
Rectilinear motion (displacement, velocity,
acceleration)
Heat flow (Newton’s Law of cooling)
Simple Harmonic motion/Springs (Hooke’s Law)
Escape velocity
Sample models (cont’n)

Orthogonal trajectories
Unsteady flow in orifice
Simple electric circuits (RL/RC circuits)
Deflection of beams
Catenary cables
Second-order chemical reaction
Malthusian growth model 𝑑𝑃
(Unbounded growth) DE: = 𝑘𝑃
𝑑𝑡
Underlying principle: The rate of growth of a population is
proportional to its size.
P(t) – population after time t has elapsed; k – constant of
proportionality
Implicit assumptions: 𝑃 > 0, 𝑡 ≥ 0, 𝑘 > 0
Initial conditions: 𝑃 0 = 𝑃0 (read as P naught/ P sub-zero)
 Verhulst/
Logistic growth model 𝑑𝑃
(Bounded growth)
DE: = 𝑘𝑃 𝑀 − 𝑃
𝑑𝑡

P(t) – population after time t has elapsed; k – constant of

proportionality
Implicit assumptions: 𝑃 > 0, 𝑡 ≥ 0, 𝑘 > 0, 𝑀 ≥ 𝑃
Initial condition: 𝑃 0 = 𝑃0
Underlying principle: The rate of growth of a population is
jointly proportional to its size and the unrealized growth.
Exponential 𝑑𝑄
DE: = 𝑘𝑄
growth model 𝑑𝑡

Q(t) – amount of a quantity or substance at time t; k – constant

of proportionality
Implicit assumptions: 𝑄 > 0, 𝑡 ≥ 0, 𝑘 > 0
Initial condition: 𝑄 0 = 𝑄0
Underlying principle: The rate of increase in the amount of a
quantity is proportional to the present amount.
 Exponential 𝑑𝑄
Decay Model DE: = −𝑘𝑄
𝑑𝑡

Q(t) – amount of a quantity or substance at time t; k – constant

of proportionality
Implicit assumptions: 𝑄 > 0, 𝑡 ≥ 0, 𝑘 > 0
Initial condition: 𝑄 0 = 𝑄0
Underlying principle: The rate of decrease in the amount of a
quantity is proportional to the present amount.
Heat flow 𝑑𝑇
Newton’s law of cooling DE: 𝑑𝑡 = −𝑘 𝑇 − 𝑇𝑚

T(t) – temperature of body when time t has elapsed after being

placed in the medium of constant temperature Tm; k – constant
of proportionality
Implicit assumptions: 𝑇 > 𝑇𝑚 , 𝑡 ≥ 0, 𝑘 > 0
Initial condition: 𝑇 0 = 𝑇0
Underlying principle: The rate of change of temperature of a
body placed in a medium of constant temperature is
proportional to the difference in the temperature of the body
and the medium.
Constantly-Stirred 𝑑𝑄 𝑓𝑄
DE: − = 𝑏𝑒
Tank Reactor (CSTR) 𝑑𝑡 𝑉0 + 𝑒 − 𝑓 𝑡

Q(t) – amount of dissolved substance in the well-mixed solution at

time t; e – rate of inflow; f – rate of outflow; V0 – initial volume; b –
concentration of solution being poured in; a – initial amount of
dissolved substance in the starting solution
Implicit assumptions: 𝑄 > 0, 𝑡 ≥ 0
Initial condition: 𝑄 0 = 𝑎
Underlying principle: The rate of change of the amount of dissolved
substance in a well-mixed solution is net rate of change of the rate-in
and rate –out.
Rectilinear motion models
Implicit assumption: rectilinear – motion along a straight line
Underlying principle: The rate of change of displacement is velocity.
The rate of change of velocity is acceleration. 𝑥 0 = 𝑥0 – initial position
𝑣 0 = 𝑣0 – initial velocity
x(t) – position/ 𝑥 𝑡 =𝑓 𝑡 a 0 = 𝑎0 – initial acceleration
𝑣 𝑡 = 0 – particle is at rest
displacement of a moving 𝑎 𝑡 = 0 – constant velocity
particle along its axis 𝑑𝑥
=𝑣 𝑡
v(t) – velocity at time t 𝑑𝑡
𝑑 2𝑥 𝑑𝑣
a(t) – acceleration at time t = =𝑎 𝑡
𝑑𝑡 2 𝑑𝑡
Escape velocity 𝑑𝑣 𝑘
(derivation) DE: = 2
𝑑𝑡 𝑟

v(t) – velocity at time t; r – radial distance; R – radius of planet; g – acceleration

due to gravity
Underlying principle: Newton’s law of gravitation
Implicit assumptions: The object is shot straight up (or projected in a radial
direction outward from the earth), to escape the gravitational pull of the earth.
The pathway is a line that, if continued toward the earth, intersects the center of
the earth. According to Newton’s law of gravitation, the acceleration of the object
will be inversely proportional to the square of the distance from the object to the
center of the earth.
Initial condition: 𝑣 0 = 𝑣0 ; 𝑟 0 = 𝑅
Escape velocity (cont’n)
𝑘 Because a = dv/dt; acceleration of the object is
a= 2 (eq’n 1) negative because its velocity is decreasing (the pull
𝑟
𝑑𝑣 𝑘 of gravity will be slowing it down). Hence, the
= 2 constant k is negative.
𝑑𝑡 𝑟

Initial conditions: At the surface, r = R, and a = -g

𝑘
−𝑔 = → 𝑘 = −𝑔𝑅2 (eq’n 2)
𝑅 2
Substituting in eq’n 1,
−𝑔𝑅2
a= (eq’ n 3)
𝑟2
 Escape velocity (cont’n)
−𝑔𝑅2
a= (eq’ n 3)
𝑟2

Since a = dv/dt and v = dr/dt

𝑑𝑣 𝑑𝑣 𝑑𝑟 𝑑𝑣
a= = ∙ = 𝑣 (eq’n 4)
𝑑𝑡 𝑑𝑟 𝑑𝑡 𝑑𝑟

Combining eq’n 3 and 4,

𝑑𝑣 −𝑔𝑅 2
𝑣 = (eq’n 5)
𝑑𝑟 𝑟2
Escape velocity (cont’n)

Velocity as a function
of the radial distance

For the object to escape the pull of gravity, the right-

hand side of the equation must always be positive.
2
𝑣0 − 2𝑔𝑅 ≥ 0 → 𝑣0 ≥ 2𝑔𝑅
Hence, the escape velocity is at least 𝑣𝑒 = 2𝑔𝑅 .
Falling body w/ 𝑑𝑣
air resistance (model) DE: 𝑚 𝑑𝑡 = −𝑚𝑔 − 𝑘𝑣
v – velocity of vertically falling body at time t; k – drag coefficient;
m – mass of the body; g – acceleration due to gravity
Implicit assumptions: air resistance is proportional to velocity and in
the opposite direction. For –mg, positive direction is upwards.
Initial condition: 𝑣 0 = 𝑣0 𝑚 > 0, 𝑡 ≥ 0, 𝑘 > 0
Underlying principle: The net force acting on a vertically falling
body is equal to the sum of the weight and the force due to air
resistance.
 𝑑𝑖
RL circuit model DE: 𝐿 + 𝑅𝑖 = 𝑉
𝑑𝑡
Underlying principle: Kirchhoff’s rule - The algebraic sum of
the voltage drops along a closed loop in a circuit is zero.
i – current
L - inductance
R – resistance
V – voltage
Implicit assumptions: closed simple circuit
Initial condition: 𝑖 0 = 𝑖0
 𝑑𝑞 𝑞
RC circuit model DE: 𝑅 + =𝑉
𝑑𝑡 𝐶
Underlying principle: Kirchhoff’s rule - The algebraic sum of
the voltage drops along a closed loop in a circuit is zero.
q – charge
C - capacitance
R – resistance
V – voltage
Implicit assumption: closed simple circuit
Initial condition: 𝑞 0 = 𝑞0
Unsteady flow 𝑑𝑉
in an orifice DE: = 𝑄𝑜𝑢𝑡 − 𝑄𝑖𝑛
𝑑𝑡
Underlying principle: From hydraulics, discharge Q or the rate of change of
volume of a liquid through a small opening or orifice located in a tank is equal to
discharge in minus discharge out. Head of liquid varies with time = unsteady flow
C – coefficient of discharge(dimensionless constant); A0 – area of orifice
V – volume; Q = volume/time – discharge/flow; dV – element of volume = A dh
A – cross sectional area of liquid
Implicit assumption: If Qin = 0, then Qout = 𝐶𝐴0 2𝑔𝐻
 𝑑2 𝑥
Simple Harmonic Motion DE: 𝑚 2 = −𝑘𝑥
𝑑𝑡

Underlying principle: Newton’s second law of motion

m – mass; x – length (form stretching or compressing) from
the natural length of the spring; k – spring constant
Implicit assumption: elastic spring
Initial condition: 𝑥 0 = 0
 𝑑2 𝑦
Beam deflection DE: 𝐸𝐼 2 = 𝑀
𝑑𝑥
Underlying principle: equation of elastic curve
EI – flexural rigidity
M – bending moment
y – deflection of the beam
Implicit assumption: closed simple circuit
Initial condition: Fixed at x = a: y = 0, dy/dx =0;
Simply supported at x = a: y = 0
Beam deflection 𝑑4 𝑦
(cont’n) DE: 𝐸𝐼 4 = −𝑤
𝑑𝑥
Underlying principle: equation of elastic curve
EI – flexural rigidity
w – distributed load
y – deflection of the beam
Implicit assumption: closed simple circuit
Initial condition: Fixed at x = a: y = 0, dy/dx =0;

Simply supported at x = a: y = 0
 𝑑𝑦 1
Orthogonal trajectory DE:
𝑑𝑥
=−
𝑓 𝑥, 𝑦
Underlying principle: derivative of a function at a point is the
slope of the tangent line to the point through the curve.

𝑑𝑦
Implicit assumption: curve has slope = 𝑓 𝑥, 𝑦
𝑑𝑥
Initial condition: 𝑥, 𝑦 = 𝑥0 , 𝑦0
 2
𝑑2 𝑦 𝑑𝑦
Catenary cable DE: 2 = 𝑎 1 +
𝑑𝑥 𝑑𝑥

Underlying principle: The catenary is a curve with shape

corresponding to a hanging homogeneous flexible chain supported at its
ends and sagging under the force of gravity.

T – tension
w - weight
𝑑𝑦 𝑤0
Initial condition: = 𝑡𝑎𝑛𝜃 =
𝑑𝑥 𝑇0
𝑥
∴ 𝑦 = 𝑎𝑐𝑜𝑠ℎ
𝑎
Second-order 𝑑𝑋
DE: =𝑘 𝛼−𝑋 𝛽−𝑋
chemical reaction 𝑑𝑡

Underlying principle: Law of mass action - When no temperature change

is involved, the rate at which the two substances react is proportional to the
product of the amounts of A and B that are untransformed (remaining) at time t.

X – amount of compound C
a grams of chemical A; b grams of chemical B
M parts of A, N parts of B in X(t) grams of compound C

𝑎 𝑀+𝑁 𝑏 𝑀+𝑁
𝑁𝑜𝑡𝑒: 𝛼 = ;𝛽 =
𝑀 𝑁