Engineering Mathematics

EEE 332
Modelling ODEs and Numerical Solution method

Abidoye Luqman PhD

 Modeling: Basic concepts
• To solve engineering problem of physical nature,
• First formulate the problem as a mathematical expression in terms of variables,
functions, etc. The mathematical expression is known as a model

• The process of setting up a model is called modeling

• Many physical concepts such as velocity, acceleration, exist as derivatives. Therefore,

many models exist as Differential Equations
 Ordinary Differential Equation (ODE)
• This is an equation that contains one or several derivatives of an
unknown function. This function is usually called y(x) or y(t).
Examples,
𝑑𝑦
• = 𝑐𝑜𝑠𝑥 𝑜𝑟 𝑦′ = 𝑐𝑜𝑠𝑥
𝑑𝑥
𝑑2𝑦 ′′ + 9𝑦
• + 9𝑦 = 0 𝑜𝑟 𝑦 =0
𝑑𝑥 2

The term ODE distinguishes these sets of equation from partial differential equation

Order of ODE
• ODE is said to be of order n if the nth derivative of the unkwoen function y is the highest
derivative of y in the equation. Thus,
𝑑𝑦
• = 𝑐𝑜𝑠𝑥 𝑜𝑟 𝑦′ = 𝑐𝑜𝑠𝑥 First order
𝑑𝑥
𝑑2𝑦
• 2 + 9𝑦 = 0 𝑜𝑟 𝑦 ′′ + 9𝑦 =0 Second order
𝑑𝑥
 Solution of ODE and initial Value problem
A function y= h(x) is called a solution of a given ODE on some open interval a<x<b
if h(x) is defined and differentiable throughout the interval.

A general solution of ODE is obtained when the constant ‘c’ of integration takes
an arbitrary value. A particular solution is obtained when specific value is
attached to ‘c’.
To get the particular solution, Initial Value problem method is used.
Example
′
𝑑𝑦
𝑦 = = 3𝑦 𝑦 0 = 5.7
𝑑𝑥
Genera; solution is y(x)= 𝑐𝑒 3𝑥
Using initial condition, y(0)= 𝑐𝑒 0 = 𝑐 = 5.7. Therefore, the particular solution is
y(x)= 5.7𝑒 3𝑥
Example on Initial Value Problem
• Radioactivity: Exponential Decay
• Given an amount of 0.5g of a radioactive substance, find the amount
present at any later time
• Physical information: radioactive material decomposes at each instant
at a rate proportional to the amount present
• 1. set up a mathematical model
𝑑𝑦
• = 𝑘𝑦, y(0)= 0.5
𝑑𝑡
• 2. solve the model
• 𝑦 𝑡 = 𝑐𝑒 𝑘𝑡
• Use initial condition to determine c: y(0)=c=0.5
• Therefore, 𝑦 0 = 0.5𝑒 𝑘𝑡
Separable ODEs in Modelling
• The ODE 𝑦 ′ = 1 + 𝑦 2 is separable as
𝑑𝑦
• 2 =dx
1+𝑦
• Integrate; arctan y= x+c or y = tan (x +c)

• Example:
• In September1991, a dead body was found in Italy, preserved in ice. The body
was thought to belong to the stone age.
• The ratio of the 𝐶614 𝑡𝑜 𝐶612 in the body is 52.5% of that of a living organism.

14 12
• Information: in the atmosphere and in living organisms, the
14
ratio of 𝐶6 𝑡𝑜 𝐶6 is
constant. When an organism dies, Its absorption of 𝐶6 𝑏𝑦 𝑏𝑟𝑒𝑎𝑡ℎ𝑖𝑛𝑔 𝑎𝑛𝑑
𝑒𝑎𝑡𝑖𝑛𝑔 𝑡𝑒𝑟𝑚𝑖n𝑎𝑡𝑒𝑠. ℎ𝑒𝑛𝑒𝑐𝑒 𝑜𝑛𝑒 𝑐𝑎𝑛 𝑒𝑠𝑡𝑖𝑚𝑎𝑡𝑒 𝑡ℎ𝑒 𝑎𝑔𝑒 𝑜𝑓 𝑎 𝑓𝑜𝑠𝑠𝑖𝑙 𝑏𝑦
𝑐𝑜𝑚𝑎𝑝𝑟𝑖𝑛𝑔 𝑡ℎ𝑒 𝑟𝑎𝑑𝑖o𝑐𝑡𝑖𝑣𝑒 𝑐𝑎𝑟𝑏𝑜𝑛 𝑟𝑎𝑡𝑖𝑜
• 𝑖𝑛14𝑡ℎ𝑒 𝑓𝑜𝑠𝑠𝑖𝑙 𝑤𝑖𝑡ℎ th𝑎𝑡 𝑖𝑛 𝑡ℎ𝑒 𝑎𝑡𝑚o𝑠𝑝ℎ𝑒𝑟𝑒. To do this, we need the half life of
𝐶6 which is 5715 years.
• When did he die?
 Solution
• Modeling: radioactive decay is governed by ODE. Thus,
𝑑𝑦
• 𝑦′ = 𝑘𝑦. By separation, we have, = 𝑘 𝑑𝑡
𝑦
• 𝐼𝑛 𝑦 = 𝑘𝑡 + 𝑐
• 𝑦 = 𝑦0 𝑒 𝑘𝑡
• Use half life (H) to determine k. That is, when t=H, half of the original
amount is present

• 0.5𝑦0 = 𝑦0 𝑒 𝑘𝐻
• 𝑒 𝑘𝐻 = 0.5
𝐼𝑛0.5
•𝑘=
𝐻
• K= -0.0001213
𝑒 𝑘𝑡 = 𝑒 −0.0001213𝑡 = 0.525
𝐼𝑛 0.525
𝑡= =5312
−0.0001213
Answer about 5300 years ago.
Mixing problem

• The tank below contains 1000 gal of water in which initially 100 lb of salt
was dissolved. Brine runs in at rate of 10 gal/min and each gallon contains
5lb of dissolved salt. The mixture in the tank is kept uniform by stirring.
Brine runs out at 10 gal/min. Find the amount of salt in the tank at any
time t.
• Solution
• Step 1: set up the model (for salt)
(in-out- consumption +generation= accumulation)
• 𝑦 ′ = 𝑠𝑎𝑙𝑡 𝑖𝑛𝑓𝑙𝑜𝑤 𝑟𝑎𝑡𝑒 − 𝑠𝑎𝑙𝑡𝑜𝑢𝑡𝑓𝑙𝑜𝑤 𝑟𝑎𝑡𝑒
• Salt inflow= 5 lb/gal x 10 gal/min= 50lb/min
• Outflow= 10gal brine out of 1000 gal brine= 10/1000= 0.01 of total brine in tank
• Therefore, if y is salt content in tank at anytime then

• y ′ = 50 − 0.01y = −0.01(y − 5000)

• Step 2: Solution to the model.
• The ODE is separable, thus
𝑑𝑦
• = -0.01dt
0.01(y−5000)

• In (y-5000)=-0.01t+c

• y − 5000 = c𝑒 −0.01𝑡 (1)

• Using initial condition, at t=0, y(0)=100lb. Substitute initial condition into eq (1)
• 100-5000= c𝑒 0
• C=-4900
• Therefore, at any time, t, the salt (y) in the tank is

−0.01𝑡
• y = 5000 − 4900𝑒
 Heating in Office
Suppose that in winter the daytime temperature in a certain office building is
maintained at 70F. The heating is shut off at 10pm and trined on again at
6am. On a certain day the temperature inside the building at 2am was found
to be 65F. The outside temperature was 50F at 10pm and had dropped to
40F by 6am. What was the temperature inside the building when the heat
was turned on at 6am?
Information: experiments show that the time rate of change of the
temperature T of a body B is proportional to the difference between T and
the temperature of the surrounding medium (Newton’s law of cooling).
 Solution
Step 1: set up a model
Let T(t) be the temperature inside the building and TA be the temperature
outside (assumed constant). By Newton’s law,
𝑑𝑇
= 𝑘(𝑇 − 𝑇𝐴 )
𝑑𝑡

Step 2: Solution (General): Since TA varies between 50 and 40F, take

average (45F).
𝑑𝑇
therefore, = 𝑘dt
𝑡−45
𝐼𝑛 𝑇 − 45 = 𝑘𝑡 + 𝑐
T(t)= 45 + c 𝑒 𝑘𝑡
Step 3: Particular solution
• Using initial condition. Choose 10pm is t=0
• Then T(0)=70,
T(0)= 45 + ce0= 70. c=70-45=25
Tp(t)= 45 +25ekt
To get k: use T(4) =65, t=4 is 2am.
Tp(4)= 45 + 25ekt= 65, e4k = 0.8 , k = 1/4In0.8 = -0.056

Tp(t)= 45 + 25e-0.056t
Step 5: Interpretation
• At 6am, t =8, therefore, Tp=45+25e-0.056*8= 61F
• This shows the temperature in the building dropped 9F
NUMERICS FOR ODEs AND PDEs