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Analysis of Dilution Model Using Delayed Differential Equation 1
Analysis of Dilution Model Using Delayed Differential Equation 1
SUPRATIK SAHA
(7473U216022)
SUPRATIK SAHA
SUPRATIK SAHA
(7473U216022)
Supratik Saha
7473U216022
IMA Bhubaneswar
Date:
1
Institute of Mathematics and Applications
Andharua, Bhubaneswar - 751029
Certificate
This is to certify that the work presented in this project entitled "Analysis of Dilution
Model using Delayed Differential Equation" by Supratik Saha, Rollno- 7473U216022
is a record of original research/ review work carried out by him under my supervision and
guidance in partial fulfillment of the requirements of the B. Sc. (Hons.) in Mathematics and
Computing. Neither this project nor any part of it has been submitted for any degree or
diploma to any institute or university in India or abroad.
Place:
Date:
2
ACKNOWLEDGEMENT
This project could never have been possible without the great help I received from a few
people. I take this opportunity to express my deep gratitude to my advisor in this project
Dr. Pinakadhar Baliarsingh, Professor, Institute of Mathematics and Applications for his
selfless support, kindness, and stimulating suggestions and encouragement to harmonize my
project especially in selecting the topic and making progress throughout this project.
I am deeply grateful to my friend Rudrajit Dey, a student of Institute of Mathematics and
Applications, Bhubaneswar for helping me a lot in the write-up of this project in Latex. Also,
I am deeply grateful to my friend Navya Tripathi for her constant support and motivation
throughout this process. Finally, I would like to thank my parents for their constant support
regarding my academic endeavors and life in general.
Supratik Saha
7473U216022
IMA, Bhubaneswar
Date:
3
Abstract
In this paper, we take a very specific model of Differential Equation, which is the Dilution
model and use the Delayed Differential equation to find the solution of the model and express
it in a compact form and study how different parameters affects the solution. Here 2 different
cases were considered. And solution produced is satisfactory.
Keywords:
4
Contents
1 Introduction 6
1.1 A brief Introduction of the Dilution model . . . . . . . . . . . . . . . . . . . 6
1.2 History of Dilution model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
5 Future Work 19
5
1 Introduction
• In 1916, Sir Ronald Ross, a medical doctor introduced the idea of mixing prob-
lem also known as compartment analysis to study mathematical models of infectious
diseases.
• In 1917 Sir Ronald Ross [2] along with mathematician Hilda Phoeba Hudson started
developing a paper named The classical susceptible-infectious-recovered (SIR)
model, which uses the idea of compartment analysis/Dilution problem to detect dis-
eases.
An earlier model of this problem included the basic assumption of compartment models is
that the density of the substance is uniformly distributed.
• From 1927-1933 A.G. McKendrick and W.O.Kermack [3] studied models proposed
by Sir Ronald Ross and developed a modified theory of Dilution Model known as
Kermack–McKendrick theory
Many theories based on the Dilution model were used in Microbiology and chemistry. For-
mally first noted paper on Dilution was published
1. In 1992 Brian J. Winkel Published a paper on the topic Modelling mixing problems
with differential equations gives rise to interesting questions[4]. This was the
very first paper entirely dedicated to the Dilution model, and how the solution varies
when parameters are changed. This paper is the source of all research based on the
Dilution model.
6
2. In 2014 C.Ukwu published a paper by the name Analysis of a mixing problem and
associated delay models which proposed a solution of the Dilution model using DDE
but was unable to provide a definite result.
1.3 Applications
1. In the field of Epidemiology
A multi-compartment model is a type of mathematical model used for describing
the way materials or energies are transmitted among the compartments of a system.
Sometimes, the physical system that we try to model in equations is too complex, so
it is much easier to discretize the problem and reduce the number of parameters.
The basic use of a differential equation is to model any problem in the form of an equa-
tion. The function often depicts the physical quantities, and the differential equation so
modeled represents the rate of change of that particular function concerning a particular
variable(on which the function depends).[6] A basic representation of a simple ordinary dif-
ferential equation is
dy
= f (x, y) (1)
dx
There are various methods to solve an ordinary differential equation. A simple linear
7
ordinary differential equation is of the form
dn y dn−1 y
an (x) + a n−1 (x) + .... + a0 (x) = Q(x) (2)
dxn dxn−1
If Q(x) = 0 equation(2) is called a Linear Homogeneous ordinary differential equation and
if Q(x) ̸= 0 equation(2) is called a Linear Non-Homogeneous ordinary differential equation.
There are various methods to solve an ordinary differential equation depending on the degree
and order of the differential equation. Few includes:-
2. Cauchy-Euler method.
4. Runge-Kutta method.
A more general method to solve a linear ordinary differential equation is to convert the
differential equation to its equivalent auxiliary equation(converting the differential equation
to an algebraic equation) and find its roots to structure a solution. This is only possible
for linear ordinary differential equations which are homogeneous by nature as the solution
of linear homogeneous ordinary differential equations forms a vector space, and hence would
not work if the differential equation is non-homogeneous. All of these methods of solution are
based on how the differential equation is and what order and degree the Ordinary differential
equation is of. Along with the solution, it is very much essential to know whether the solution
of the Differential equation given exists and if it does the solution is unique. One can answer
this using the Existence and Uniqueness Theorem of Differential equation[7]:-
Theorem 2.1 (Existence theorem). Let f (x, y) be a continuous function at all points (x, y)
in some Rectangular domain
R : |x − x0 | < a, |y − y0 | < b
and bounded in R if ∃ K ∈ R such that |f (x, y)|<K ∀(x, y) ∈ R2 then Intermediate value
dy
problem dx = f (x, y), y(x0 ) = y0 has at least one solution y(x). This solution exists at least
for all x in sub interval |x − x0 |< α of the interval |x − x0 | < a where α=min{a, Kb }
After establishing the existence of the solution, the uniqueness theorem solidifies the
information that in that particular rectangular domain the solution so found is unique.
∂f
Theorem 2.2 (Uniqueness theorem). Let f and ∂y
be continuous for all (x,y) in rectangle
R and bounded, also the following holds
1. |f (x, y)| ≤ K
2. | ∂f
∂y
]
≤ M where M ∈ R
8
dy
Then the Intermediate Value problem dx
= f (x, y), y(x0 ) = y0 has at least one solution y(x)
These lay down the needed background to understand the Dilution model. Beginning
with the Dilution problem using simple ODE.
If a tank can hold T gallons of water and the tank is full of saltwater mixture having x0
pounds of salt in W0 gallons of water. Suppose K1 gallons of saltwater mixture having s0
pounds of salt per gallon is being poured in through the tap at every minute and the mixture
(having uniform stirring of liquids) comes out of the outlet at K2 gallons per minute. What
would the concentration of salt be in the tank at any time t?[8]
A simple version of the Dilution model is used as a standard example to demonstrate the
method of variable separation which is often used for solving a first-order ordinary differential
differential equation.
To model the differential equation for the amount of salt present in the tank at any time
t ∈ R.
Let W (t) denote the amount of Salt concentration present in the tank at any time t. The
rate at which the solution flows in the tank is given by
Therefore,
gallons
Rate in = s0 × K1 (3)
minute
9
Similarly,
The rate at which the solution flows out of the tank is
Notice the denominator this is because we consider the concentration of salt that is present
in a flowing state
W (t) gallons
Rate out = × K2 (4)
W0 + (K1 − K2 )t minute
The Differential equation is
dW (t)
= Rate in − Rate out (5)
dt
dW (t) W (t)
= s0 × K1 − × K2 (6)
dt W0 + (K1 − K2 )t
which is a first-order differential equation and is solvable using the variable separation method
that is of the form
dy
+ P (x)y = Q(x) (7)
dx
To solve this type of differential equation an integrating factor is needed which then converts
the differential equation into an integrable form. So using the Integrating factor
R
P (x)dx
IF = e (8)
The solution so found is a general expression and since there is no initial value provided
one cannot use the existence and uniqueness theorem however one can analyze the various
variations of the solution by changing the parameters.
In a practical sense, W0 + (K1 − K2 )t ̸= 0 as the amount of brine cannot be negative or
0 at any time t. Even if a solution of salt water is not poured in, the tank still has some
initial salt water mixture in it.
With the solution, the following questions are needed for further observations:-
10
• What is the condition for which the tank water overflows?
• Does the model stay consistent with the real model? Which means does the prescribed
model represent the Mixing of salt in the tank?
The tank overflows when water is poured in is more than the water draining out of the
outlet. Physically it may happen due to various factors. For example, the outlet is jammed
or the outlet is too small (in terms of a surface) for the water to drain out of the outlet. So
if K1 >> K2 and assuming continual mixing of liquids the water overflows. The condition
for the tank to not overflow is K1 << K2 , again assuming continual mixing of liquids. The
tank can only be empty if the salt water entering the mixture is stopped and all the water
is drained out from the tank, no other way can make the tank empty. As long as there is
a continuous supply of water the tank can never be empty. The solution of the model so
designed using ODE does not stay consistent with the real model as it has various drawbacks.
• The mixing of the liquid poured in and the liquid already present cannot be instanta-
neous.
• solution made using ODE does not take into account the fact that the saltwater mixture
flowing out through the outlet could be an average of the solution in the mixture formed
at some ϵ > 0 times prior.
• It also does not take into account the shape of the container that the water is in.
While modeling a solution using an Ordinary differential equation one assumes an
ideal rectangular surface that has no imperfections as it is impossible to take into
account the shape of the tank only by using an ordinary differential equation. It could
be very much possible for the tank to be deformed by any external measures, or for
the shape of the tank is not regular.
The above questions are necessary for the introduction of Delayed Differential equations
and introduce the necessity of DDEs.
11
3 Refinement of Model using Delayed Differential Equa-
tions
The simplest form of past dependence in a differential equation is that in which past
dependence is through the state variable and not the derivative of the state variable given
by
ẋ(t) = f (t, x(t), x(t − τ )) (12)
where
x(t − τ )
represents the events of the past and
τ > 0, τ ∈ R
Delayed Differential equation dates back to some 200 years ago, dating back to mathemati-
cians such as Laplace, Bernoulli, Poisson, Condorcet, and others. The modern develop-
ment of delayed differential equations started with Volterra’s works on viscoelasticity and
predator-prey models which were largely ignored by the contemporaries and had no imme-
diate impact on the development of the field. Only after 1940 with the development of
ship stabilization and automatic steering systems for which delay in feedback mechanics is
of paramount importance did Delayed Differential equations attract attention. As early as
1830 English mathematician and astronomer George Airy proposed a differential equation
with delay in an attempt to understand how the human voice originates. Today the theory of
Differential equations with delay is vastly used in applied science and it plays a major role in
many fields like economics, population dynamics, engineering, chemistry, biology, mechanics,
communication, and information technology[10].
The initial data for the delayed differential equation are generally continuous functions on
finite intervals. This is distinct from the Intermediate value problem for ordinary differential
equations, where the initial data are points of the Euclidean plane. For Ordinary differential
equations, one can view solutions of IVP as maps in Euclidean space. A time-dependent
solution of a Delayed differential equation is not uniquely determined by its initial state at
a given moment but instead, the solution profile on an interval with length equal to delay τ
has to be given. That is we need to define an infinite dimensional set of initial conditions
between t = −τ and t = 0. Thus DDEs are infinite dimensional problem even if we have a
single linear DDE. Consider the IVP
dy
= ky, y(0) = 1
dt
12
admits exponential solutions that are of the form y(t) = exp(kt) Physically the interpretation
is that the knowledge of the present (here y(0) = 1)allows to predict the future at any time
t. The past is not involved. However for DDE the past exerts its influence on the present
and hence on the future. consider
dy
= ky(t − τ ), y(t) = 1, when − τ < t < 0
dt
exhibits a right-hand side that depends on y at time t − τ . τ is called delay or time lag.
Moreover, the initial condition is replaced by the initial function defined on a finite interval
of time Observing for the above ODE, one finds a solution in the form of some exponential
function. Using the same for the DDE mentioned, on plugging in y = exp(λt) one gets
the characteristic equation λ = α × exp(−λτ ). To solve these kinds of equations one can
use the Lambert W function and has an infinite number of complex solutions. Notice λk =
1
τ
Wk (ατ ) and k ∈ Z where Wk are branches of the Lambert function. It is well known that it
(−n)n−1 n
can be written in the form of a Taylor series given by W0 (x) = ∞
P
n=1 n!
x plugging in the
value of x with ατ one can get λ0 = α and if all the variables used are complex numbers one
can find oscillatory solutions that are in terms of sin and cosine functions. This is because
the DDE is of infinite order. The Lambert function used is essential in understanding the
stability of the solution. There is no general way to solve DDEs, mostly it depends on the
type of problem that is encountered. Method of Steps is an algorithm that is commonly used.
It observes every step of the evolution of the differential equation and reaches a solution. A
few situations also reduce the DDEs to simple ODEs.However, every solution reached must
be stable by nature, an unstable solution will not be considered as a feasible solution of the
system and won’t draw correspondence with nature.
A0 , ....Am ∈ Rn×n
13
4. Pantograph equation is given by
where
a, b, λ ∈ R and 0 < λ < 1
In Laser Dynamics, the Delay is the time taken for light to travel from one point to another.
In Gene copying dynamics, the Delay is the time for the messenger RNA to copy genetic
codes.
In Rotating machine tool vibration the delay is the time for the workpiece to rotate
through one cycle.
where A,B are n × n matrix-valued function of R and ϵ > 0. If g(t) = 0 (17) is called
Homogeneous. If A and B are time-independent systems it is called an autonomous delay
system. So the differential equation in (6) changes to (on introducing delay)
dW (t) W (t − ϵ) × K2
= s0 × K 1 − (18)
dt W0 + (K1 − K2 )t
K2
Observe that A(t) = 0, B(t) = − W0 +(K1 −K2 )t
and g(t) = s0 × K1 . So it is not a homogeneous
form. Now we make the following assumptions to solve the given differential equation.
• K1 = K2 which means the Inflow rate of water is equal to the saltwater mixture exiting
the tank.
14
With the following assumptions equation (18) changes to
dW (t) K2 × W (t − ϵ)
=− (19)
dt W0
K2
and taking W0
= C and C > 0 equation (19) changes to
dW (t)
= −CW (t − ϵ) (20)
dt
Employing the method of steps to solve equation (20). Method of steps is an algorithm
to solve a delayed differential equation by specifying an appropriate initial condition on prior
intervals of length ϵ and extending the solutions to the next intervals of length ϵ. As the tank
had x0 pounds of salt in W0 gallons of water prior to time t = t0 that is before the pouring
of water in the tank, one can set the initial condition as W (t) = x0 for t0 − ϵ ≤ t ≤ t0 and
obtain the solution for t ≥ t0 . Basically, we set the initial function as the amount of salt
that was in the tank(at t ≤ t0 ) before any water was poured in and poured out. So now we
have the following.
Ẇ (t) = −CW (t − ϵ) (21)
with the given initial function as
W (t) = x0 (22)
in the interval [t0 − ϵ, t0 ] and with this information, we push the solution toward t ≥ t0 . Now
as this is a practical system, the water to flow in will take some time and cannot exactly
pour at t = t0 , say at some t = t0 + δ. Taking advantage of that we observe the solution for
[t0 , t0 + ϵ] and taking ϵ < δ and ϵ, δ > 0. So at t = t0 the W (t0 ) = x0 . So for t ∈ [t0 , t0 + ϵ]
solution would be given by
Ẇ (t) = −Cx0 (23)
here W (t − ϵ) = x0 as its the lagged function so before t0 , W (t) = x0 on solving(23) one can
get
W (t) = −Cx0 t + M1 (24)
where M1 ∈ R is a constant of integration. On substituting W (t0 ) = x0 one gets
and this solution is positive if x0 stays positive and as already assumed that C > 0 so the
whole solution is also positive. Again finding the solution for t ∈ [t0 + ϵ, t0 + 2ϵ]
x0 (t − (ϵ + t0 ))2
=⇒ W (t) = −C[x0 t − ] + M2 (27)
2
It can be safely assumed that ϵ + t0 is very very small (take t0 = 0 and ϵ is very small)
for which we get such a value in (27) on integrating and M2 is integration constant. on
substituting the initial value the value of M2 can be found. Notice from equation (25) on
15
substituting t = t0 +ϵ one can get the following expression which is W (t0 +ϵ) = x0 −ϵx0 C, now
substituting this in equation(27), the value of M2 so found is M2 = x0 (1 + Ct). Equation(27)
can be re-written as
C 2 (t − (t0 + ϵ))2
W (t) = x0 [1 − C(t − t0 ) + ] (28)
2!
In a very similar manner, the solution can be extended to [t0 + 2ϵ, t0 + 3ϵ] and the differential
equation changes to
C 2 (t − (2ϵ + t0 ))2
Ẇ (t) = −Cx0 [1 − C(t − (t0 + ϵ) + ] (29)
2!
and on solving one can get
• if 0 ≤ C < 1
• if C ≥ 1
for both cases the series converges (assuming t0 = 0 and ϵ as a value very close to 0).The
first graph is when C = 0.5 and the second one is when C = 10.
16
Graph showing convergence of series for C=10
As seen from both the graph above the series is convergent and hence equation (33) is a
solution for the case where we considered that the water flowing in is fresh water and the
rate of water pouring in is the same as salt water flowing out.
where J1 is integrating constant and J1 ∈ R. Substituting the initial condition and obtaining
the value of J1 , the final solution is given by
17
Extending the solution to interval [t0 + ϵ, t0 + 2ϵ], the only difference between this case
and the previous one is, in this case, we are considering the salt water flowing in, and as
time increases the salt concentration in the tank water keeps on increasing so the solution
for this case would have an added series where the solution increases. Notice just the rate of
flow of salt water in the tank and the rate of flow of salt water out of the tank is the same.
It is independent of how much salt concentration is present in the tank at any time t. So for
any time interval [t0 + (k − 1)ϵ, t0 + kϵ] the solution can be given by
∞ ∞
X (−1)m+1 C m+1 (t − (t0 + mϵ))m+1 X (t − (t0 + (n − 1)ϵ))n
W (t) = x0 [1+ ]+s0 K1 [ ] (38)
m=0 (m + 1)! n=1 n!
and the similar method of steps this is true as ϵ → δ for the first summation as seen
previously, the summation converges. for the second summation, if one considers t0 = 0 and
ϵ → 0, it is the exponential series in summation form. To check for the convergence of the
series of the second series.
The graph above is for the second summation and for t ∈ R and as t > 0 it imitates the
summation of the exponential function. Using plotting device, and setting x0 , s0 , K1 = 1
and t0 = 0 also ϵ → 0
18
The second graph shows the series converges when C = 0.5
5 Future Work
The Dilution model can be more modified by considering different parameters. Here 2
different parameters were varied. Moreover one should also note that all the calculations
were done by considering there is no deformity in the tank. If the tank is deformed and the
rate of flow of salt water flowing in is not the same as the rate of flow of salt water coming
out. There were be solutions which would be different from the ones proposed here. Also
due to deformity fractional delayed differential equation would play a major role in modeling
the differential equation. Hence there is always room for more modification. This project
was an attempt to solve the Dilution model by considering a few parameters. As the dilution
model plays a major role in medicine, Creating a less erroneous result would hugely affect
the industry. Also, delayed differential equations would be an interesting topic of study, as
they make a lot of sense when applied in the needed domain.
19
References
[1] B. Asner, “Ordinary and delay differential equations (r. d. driver),” SIAM Review,
vol. 20, no. 3, pp. 608–609, 1978.
[2] R. Ross, “An application of the theory of probabilities to the study of a priori pathom-
etry.—part i,” Proceedings of the Royal Society of London. Series A, Containing papers
of a mathematical and physical character, vol. 92, no. 638, pp. 204–230, 1916.
[4] B. J. Winkel, “Modelling mixing problems with differential equations gives rise to in-
teresting questions,” International Journal of Mathematical Education in Science and
Technology, vol. 25, no. 1, pp. 55–60, 1994.
[5] A. Slavík, “Mixing problems with many tanks,” American Mathematical Monthly,
vol. 120, 11 2013.
[7] J. Cid, H. Seppo, and R. Lopez Pouso, “Uniqueness and existence results for ordinary
differential equations,” Journal of Mathematical Analysis and Applications, vol. 316,
pp. 178–188, 04 2006.
[9] h. smith, An Introduction to Delay Differential Equations with Applications to the Life
Sciences. Texts in Applied Mathematics, Springer New York, 2010.
[11] P. Ha, Analysis and numerical solutions of delay differential-algebraic equations. PhD
thesis, 01 2015.
20