Chapter 1 Introduction to Differential Equations

1.1 Definition and Terminology

■ Introduction - Ordinary and Partial Differential Equations

An ordinary differential equation (ODE) is an equation that contains one or several derivatives of
an unknown function, which we usually call y(x). It has one independent variable.

Examples: y' = cos x

y'' + 9y = 0
x2y'''y' + 2exy'' = (x2 + 2)y2

The equation may also contain y itself, known functions of x and constants.

A partial differential equation (PDE) is an equation that contains one or several partial derivatives
of an unknown function which has two or more independent variables.

Example: a PDE with unknown function u of two independent variables x and y

 2u  2u
 0
x 2 y 2

We will only deal with ordinary differential equations. 1

 The derivative dy/dx of a function y = f(x) is another function y' = f'(x). E.g.
2
y  f (x)  e 0.1x
dy 2 2 dy
 0.2 xe 0.1x If we replace e 0.1x with y, we obtain  0.2 xy
dx dx

Now, imagine that we only know that dy/dx = 0.2xy. How do we find the original function y? This is
one of the basic problems in a course on differential equations.

■ Classification by Order

Order of a differential equation (ODE or PDE) : order of the highest derivative in the equation

An ODE is said to be or order n if the nth derivative of the unknown function y is the highest derivative
of y in the equation.

We can write an n-th order ODE in the form:

F ( x, y, y,, y ( n ) )  0 ; n-th order

2
In Chapters 1 and 2, we will consider first-order ODEs. These equations contain the first derivative y' and
may contain y and any functions of x. We can write them in two forms:

F(x, y, y') = 0 y' = f(x, y)

F is a function with real values.

For instance, the ODE x-3y' - 4y2 = 0 (where x  0) can be written as y' = 4x3y2

dx  dx  dx
Some more examples:  0.6 x  0.04 x 2 F  t ,x,    0.6 x  0.04 x 2  0
dt  dt  dt

d2y dy  dy d 2 y  d2y dy
m 2  c  ky  0 F  t , y , , 2   m 2  c  ky  0
dt dt  dt dt  dt dt

2 2
d 2x  dx   dx d 2 x  d 2x  dx 
m 2  c D Aρ  F t,x, , 2   m t  c D Aρ   0
dt  dt   dt dt  dt  dt 

2
d 2 x  dx 
Caution! Sometimes x can be the dependant variable. E.g. t 2  
dt  dt 
Here, x is the dependant variable and t is the independent variable. 3
■ Classification by Linearity

An n-th order ODE is linear if F is linear in terms of y, y' ......y(n). In other words, F ( x, y , y, , y ( n ) )  0
An nth-order ODE is linear if an(x)y(n) + an-1(x)y(n-1) + ... + a1(x)y' + a0(x)y = g(x) or

dny d n 1 y dy
an ( x) n  an 1 ( x) n 1    a1 ( x)  a0 ( x) y  g ( x)
dx dx dx
dy
A linear first-order (n = 1) ODE has the form: a 1 x   a 0 x y  gx 
dx
•The dependant variable y and its derivatives y', y''...y(n) are all first degree i.e. all or the power 1.
•The coefficients a0, a1,.....an depend at most on the independent variable x.

(y - x)dx + 4x dy = 0 is a linear first-order ODE.

y'' - 2y' + y = 0 is a linear second-order ODE

d3y dy x
 3 x  5 y  e is a linear third-order ODE
dx 3 dx
A nonlinear ODE is simply one that is not linear. Nonlinear functions of the dependant
variable or its derivatives , such as sin y or ey, cannot appear in a linear equation. For example:

4
 ■ Solution
Definition 1.1.2 Solution of an ODE

A solution to an ODE is a formula that enables us to compute values of the unknown function in the ODE.
E.g., for the ODE dy/dx = 0.2xy, the solution allows us to compute values for y.

Any function (x), defined on an interval I and possessing at least n derivatives that are continuous
on I, which when substituted into an n-th order ODE reduces the equation to an identity.*

replace y, y'...y(n) with (x), '(x)...(n)(x)

F ( x, y , y, , y ( n ) )  0 F ( x,  ( x),  ( x), ,  ( n ) ( x))  0 for all x in I

2
We have already seen that y  e 0.1x is a solution of dy/dx = 0.2xy on the interval (-,).

*identity: an equation which is satisfied for all values of the involved variables e.g.

■ Interval of Definition
Interval of definition
Interval of existence Can be an open interval (a,b), a closed interval [a,b],
Interval of validity I an infinite interval (a,), etc.
Domain of the solution
5
Example 1 Verification of a Solution
1
1 dy
Verify that the function y  x 4 is a solution of the ODE  xy 2 on the interval (-,).
16 dx

Solution: substitute the function into the ODE and then check if both the derivative of the function and
the ODE are the same for every value of x in the interval i.e. check if both sides of the ODE are equal.

1 dy x3 x3
derivative of the function: For y  x4 ,  4 
16 dx 16 4

1/ 2
dy  x4  x 2 x3
= xy  x     x 
1/ 2
Substitute function into ODE:
dx  16  4 4

The derivative of the function and the ODE after substitution of the function are the same. So the
function is a solution of the ODE.

6
Example 2 Verification of a Solution

Verify that the function y = xex is a solution of the ODE y'' - 2y' + y = 0 on the interval (-,).

Solution: First, find the first and second derivatives of y = xex

Using the product rule, y' = 1.ex + x.ex = ex + xex

y'' = ex + 1.ex + x.ex = 2ex + xex

Substitute y, y' and y'' into the ODE and check if both sides of the ODE are equal:

Left-hand side: (2ex + xex) - 2(ex + xex) + xex = 2ex + xex - 2ex - 2xex + xex = 0

Right-hand side = 0

Note: in both these examples, the constant solution y = 0 on the interval (-,) would also work.
This is called a trivial solution.

7
■ Solution Curve

The graph of a solution  of an ODE is called a solution curve. Remember,  has to be continuous on
its interval of definition I. So, there may be a difference between the graph of the function  and the
graph of the solution . We'll show this with an example.
dy
Verify that (x) = x-1 is an explicit solution of   y 2 either on the interval - < x < 0 or on the
interval 0 < x < . dx

To simplify things, rename (x) = x-1 as y = f(x) = x-1

dy
Derivative of the function: For y = f(x) = x-1,   x 2
dx

Substituting the function y = x-1 into the ODE:

dy
dx
 
  y 2   x 1
2
  x 2

The domain of the function (x) = x-1 is the set {x : x  0}. This set is not an interval; it is the union of
two intervals - < x < 0 and 0 < x < . The solution (x) = x-1 must have an interval, so we must
choose one of the intervals. We can choose either one.

8
■ Explicit and Implicit Solutions

Explicit solution: a solution in which the dependant variable is expressed solely in terms of the
independent variable and constants i.e of the form y = (x).
1
1 dy
y  x4 is an explicit solution of the ODE  xy 2
16 dx

y = xex is an explicit solution of the ODE y'' - 2y' + y = 0

We can think of an explicit solution as an explicit formula y = (x) which we can manipulate,
evaluate and differentiate using standard rules.

The solutions of some ODEs (particularly non-linear ones) are not explicit i.e. not y = (x).
We end up with an expression G(x, y) = 0 that defines a solution  implicitly.

Implicit solution of an ODE: a relation G(x , y) = 0 is said to be an implicit solution of an ODE on an

interval I provided there exists at least one function  that satisfies the relation as well as the
differential equation on I.

We shall assume that if by solving the ODE we get a relation G(x, y) = 0, then there is at least one
function  that satisfies both the relation i.e. G(x, (x)) = 0, and the ODE on interval I.
9
 Example 3 Verification of an Implicit Solution
dy x
The relation x2 + y2 = 25 is an implicit solution of the ODE   on the interval
defined by -5 < x < 5. dx y

 
By implicit differentiation: d y 2  x 2

d 25
dx dx
   
d y2 d x 2
 0
dx dx
 
d y 2 dy
  2x  0
dy dx
dy
2y   2 x
dx
dy  2 x  x
  
dx 2y y
Solving x2 + y2 = 25 for y in terms of x gives y   25  x 2

The two functions y = 1(x) = 25  x 2 and y = 2 (x) =  25  x 2

satisfy the relation (i.e. x2 + 12 = 25 and x2 + 22 = 25) and are
explicit solutions defined on the interval (-5,5).

Any relation of the form x2 + y2 - c = 0 satisfies the ODE

dy x
  for any constant c.
dx y
10
■ Families of Solution

When we evaluate an indefinite integral in calculus, we get a single constant of integration c.

Analogously, when we solve a first-order differential equation F(x, y, y') = 0, we usually obtain a
solution with a single arbitrary constant c.

Example: consider the ODE dy/dx = cos x. To solve, integrate on both sides.

y =  cos x dx = sin x + c (c is an arbitrary constant).

We can choose any value for c. This is called a family of solutions. Each value of c will give a
different curve.

A solution with a single arbitrary constant c represents

a set G(x, y, c) = 0 of solutions called a one-parameter
family of solutions.

When we solve an n-th order differential equation

F(x, y, y',...,y(n)) = 0, we get an n-parameter family of
solutions G(x, y, c1, c2,..., cn) = 0.

A single differential equation can have an infinite

number of solutions corresponding to the
unlimited number of choices for the
parameter(s). 11
 A solution of an ODE which doesn't have any arbitrary parameters is a particular solution.

e.g. the one parameter family y = cx - xcos x is an explicit

solution of the linear first-order equation xy' - y = x2 on the
interval (-,).
The solution y = -x cos x is a particular solution corresponding
to c = 0 (the blue curve).

E.g. 2: the two-parameter family of solutions

y = c1ex + c2xex is a solution on the interval (-,)
of the second-order differential equation
y'' - 2y' + y = 0.

Examples of particular solutions:

y = 0 (c1 = c2 = 0)

y = xex (c1 = 0, c2 = 1)

y = 5ex - 2xex (c1 = 5, c2 = 2)

12
Example 4 Using Different Symbols

We can denote the independent variable by t and the dependant variable by x.

The functions x  c1 cos 4t and x  c2 sin 4t (c1, c2 are arbitrary constants) are solutions of the
linear differential equation:
x  16 x  0
For x  c1 cos 4t , x  4c1 sin 4t and x'' 16c1 cos 4t

Substituting x'' and x into the ODE gives x  16 x  16c1 cos 4t  16(c1 cos 4t )  0

For x  c2 sin 4t x  4c2 cos 4t and x'' 16c2 sin 4t

Therefore x  16 x  16c2 sin 4t  16(c2 sin 4t )  0

The two-parameter family x = c1 cos 4t + c2 sin 4t is also a solution of the ODE.

13
 Example 5 A Piecewise Defined Solution

This example shows that a solution of a differential equation can be a piecewise-defined function.

Piecewise-defined function: a function whose definition changes depending on the value of the
independent variable.

The equation y = cx4 is a one-parameter family of solutions of the ODE xy' - 4y = 0 on the interval (-,).

 x 4 , x  0
The piecewise-defined differential function y   is a particular solution of the equation but
 x , x  0
4

it cannot be obtained from the family y = cx4 by a single choice of c. The solution is constructed from the
family by choosing c = -1 for x < 0 and c = 1 for x  0.

1, x  0
i.e. c
1, x  0

14
■ Singular Solution

Sometimes a differential equation has a solution that is not a member of a family of solutions of the
equation. This extra solution is called a singular solution.

1
dy 1
E.g, for the ODE  xy 2 , y  x 4 and y = 0 are solutions on the interval (-,).
dx 16
2
1 
y   x2  c
4  is the one-parameter family of solutions.

1 4
y x is a particular solution for c = 0
16
2
But y = 0 is not a member of the family y   x 2  c 
1
4 

There is no way of assigning a value to the constant c to obtain y = 0.

It is a singular solution.

15
■ Systems of Differential Equations

Sometimes we have to deal with systems of differential equations. A system of ordinary differential
equations is two or more equations involving the derivatives of two or more unknown functions of
a single independent variable.

Example: let x and y be dependant variables and t the independent variable. A system of two first-
order differential equations is given by:

dx
 f (t , x, y )
dt
dy
 g (t , x, y )
dt

The solution of this system is a pair of differential functions x  1 (t ) y  2 (t ) defined on a

common interval I that satisfy each equation of the system on this interval.

16
Problem: Verify that the indicated pair of functions is a solution of the given system of differential
equations on the interval (-,).

dx dy
 x  3y  5x  3y
dt dt

x  e  2 t  3e 6 t y  e 2 t  5e 6 t

From x = e-2t + 3e6t, we get x' = -2e-2t + 18e6t (using the chain rule)
From y = -e-2t + 5e6t, we get y' = 2e-2t + 30e6t

Substituting x and y into the ODEs, we get

dx/dt = x + 3y = e-2t + 3e6t + 3(-e-2t + 5e6t) = e-2t + 3e6t - 3e-2t + 15e6t = -2e-2t + 18e6t

and

dy/dt = 5x + 3y = 5(e-2t + 3e6t) + 3(-e-2t + 5e6t) = 5e-2t + 15e6t - 3e-2t + 15e6t = 2e-2t + 30e6t

17
1.2 Initial-Value Problems

■ Introduction
We often have problems in which we seek a solution y(x) to an ODE so that y(x)
satisfies side conditions - conditions that are imposed on y(x) or its derivatives. One
such problem is called an initial-value problem.

■ Normal Form of an ODE

We've previously written ODEs in the form F ( x, y , y, , y ( n ) )  0

We can rearrange the ODE and express it in terms of it's highest derivative y(n).

dny This is called the normal form. f is a real-valued continuous

n
 f ( x, y, y, , y ( n1) )
dx function.

dy d2y
 f ( x, y) and 2
 f ( x, y, y) ;1-st and 2nd-order ordinary differential equations
dx dx

E.g. 4xy' + y = x can be re-written as y' = (x-y)/4x

 On an interval I containing a known value of x called x0, the
■ Initial-Value Problem
problem:
dny
Solve: n
 f ( x , y , y ,  , y ( n 1)
) subject to: y ( x0 )  y0 , y( x0 )  y1 , ,y ( n 1) ( x0 )  yn 1
dx
is an initial-value problem (IVP). y0, y1,.....yn-1 are arbitrarily specified real constants.
The values of y(x) and its n-1 derivatives at the single point

x0:y(x0) = y0, y'(x0) = y1,...y(n-1)(x0) = yn-1

are called initial conditions.

Definition: An initial-value problem (IVP) is an ODE with initial values that a particular
solution must satisfy. For a first-order ODE we can write

dy
 f x , y , yx 0   y 0
dx

to show that the solution y = (x) must have the value y0 when x = x0
 ■ First- and Second-Order IVPs

An IVP can also be called an n-th order initial value problem.

dy d2y
Solve:  f ( x, y ) Solve: 2
 f ( x, y, y)
dx first-order IVP dx second-order IVP
Subject to: y ( x0 )  y0 Subject to: y ( x0 )  y0 , y( x0 )  y1

First-order Second-order

We want a solution of the ODE so that We want a solution of the ODE so that
the solution curve passes through (x0, y0). the solution curve passes through (x0, y0)
and the slope of the curve at (x0, y0) = y1.
Example 1 First-Order IVPs

y = cex is a one-parameter family of solutions of the first order ODE y = y' on I = (-, ).

Let us set an initial condition of y(0) = 3.

Substitute x = 0, y = 3 into y = cex

3 = ce0 = c
 the function y = 3ex is a solution of the IVP y' = y, y(0) = 3

Let us set a different initial condition of y(1) = -2.

Substitute x = 1, y = -2 into y = cex

-2 = ce1 = ce  c = -2e-1

 the function y = -2ex-1 is a solution of the IVP y' = y, y(1) = -2

 Example 2 Interval I of Definition of a Solution

The interval of definition I of the solution y(x) can depend on the

initial condition y(x0) = y0

y = 1/(x2+c) is a one-parameter family of solutions of the

ODE y' + 2xy2 = 0
Set initial condition y(0) = -1.
Substitute x = 0 and y = -1 into y = 1/(x2+c)
-1 = 1/c or c = -1.  y = 1/(x2-1).

• As a function, the domain of y = 1/(x2-1) is the set of all

real numbers except x = -1 and x = 1.

• As a solution of the ODE, the interval I of y = 1/(x2-1) is any

interval over which y(x) is defined. There are 3 intervals, (-
, -1), (-1, 1) and (1, ).

• As a solution of the IVP, the interval I of y = 1/(x2-1) is any

interval over which y(x) is defined and which contains the
initial point x = 0. There is 1 interval (-1, 1).
Example 3 Second-Order IVP

The two-parameter family x = c1 cos 4t + c2 sin 4t is a solution of the ODE x'' + 16x = 0.

   
Find a solution of the initial-value problem x  16 x  0, x    2, x    11
2 2

First, apply x(/2) = -2 to the family of solutions x = c1 cos 4t + c2 sin 4t

-2 = c1 cos(4/2) + c2 sin(4/2).  -2 = c1 cos(2) + c2 sin(2).
cos (2) = 1 and sin (2) = 0,  c1 = -2.
 x = -2 cos 4t + c2 sin 4t
To find c2 differentiate x = -2 cos 4t + c2 sin 4t .
x' = 8 sin 4t + 4c2 cos 4t
Next, apply x' (/2) = 1 to x'.
1 = 8 sin (4/2) + 4c2 cos (4/2)  1 = 8 sin (2) + 4c2 cos (2)  1 = 0 + 4c2
 c2 = 1/4  x = -2 cos 4t + ¼ sin 4t is a solution of the IVP.
 ■ Existence and Uniqueness

When considering an IVP, we have two basic questions:

Does a solution of the problem exist? If a solution exists, is it unique?

Does the differential eqnation dy / dx  f ( x, y) possess solutions?

Existence: 
Do any of the solution curve pass through the point( x0 , y0 ) ?

 When can we be certain that there is precisely one solution

Uniqueness: 
curve passing through the point( x0 , y0 ) ?

Our examples of IVPs up till now have only had single solutions. But an IVP can have more
than one solution.
Example 4 An IVP Can have Several Solutions

The functions y = 0 and y = x4 / 16 both satisfy the ODE

y' = xy½.
The functions also satisfy the IVP with the initial
condition y(0) = 0.
So the IVP y' = xy½, y(0) = 0 has at least two solutions.

Before we try to solve an IVP, it is useful to know:

1. if a solution exists
2. if it is the only solution i.e. is it unique

We will present here a theorem that gives conditions good enough to

guarantee the existence and uniqueness of a first-order ODE.
 Theorem 1.2.1 Existence of a Unique Solution

solution curve of IVP

R is a rectangle defined by a  x  b and c  y  d.
It contains the point (x0, y0).
If dy/dx = f(x, y) and f/y are continuous on R, then there is
an interval I0:(x0 - h, x0 + h), h>0, contained in [a, b] and a
unique function y(x) defined on I0 that is a solution of the
initial value problem dy/dx = f(x,y), y(x0) = y0.

"continuous on R" means that the functions f(x,y) and f/y don't have any sudden changes
in value

Continuity of f(x, y) and f/y is relatively easy to check.

Example 5: Example 4 Revisited

The ODE dy/dx = xy½ has at least two solutions whose

curves pass through (0, 0).

The function f(x, y) = xy½ is continuous for y > 0

The partial derivative of f(x, y) w.r.t y is

f x

y 2 y 12

This function is also continuous for y > 0.

So we can conclude that for any point (x0, y0), y0 > 0, there is an interval I centred at x0
on which the ODE has a unique solution.

E.g., even without solving it, we know there is an interval I centred at x0 = 2 on which
the IVP, dy/dx = xy½ , y(2) = 1, has a unique solution.
 y = cex is a one-parameter family of solutions of the first order ODE y = y' on I = (-, ).

f(x, y) = y is continuous throughout the xy-plane.

f y , which is also continuous throughout

 1
y y the xy-plane.

 the function y = 3ex is a unique solution of the IVP y' = y, y(0) = 3

and the function y = -2ex-1 is a unique solution of the IVP y' = y, y(1) = -2
 1.3 Differential Equations as Mathematical Models

■ Introduction
Mathematical model: a description of something using mathematics.
This description can be a function.
Vi = instantaneous velocity
E.g. vi = gt g = acceleration due to gravity
t = time

■ Mathematical Models
We can describe certain physical, chemical and biological systems or phenomena using
mathematical models e.g. we can analyze the decay of a radioactive substance and use this to
measure the age of a fossil.

To construct a mathematical model:

1. Identify the variables which cause the system to change (we may not include all these variables) - we
are specifying the level of resolution of the model.
2. Make some reasonable assumptions (hypotheses) about the system - this may include empirical laws.
3. Our systems often involve the rate of change of a variable i.e. differential equations.
4. Once we have a mathematical model which is a differential equation (or system of equations), we
have to solve it - this may not be possible.
5. If we can solve the model, we can compare it's predictions with experimental data or known facts
about the system's behaviour.
6. If the predictions are poor, we need to include more variables (increase level of resolution) or change
29
our assumptions.
• By increasing resolution, we increase the model's complexity and the probability
that we cannot find an explicit solution.
• A mathematical model of a physical system often has the variable time t. A solution
of the model gives the state of the system i.e. for appropriate values of t, the value
of the dependant variable describes the system in the past, present or future.
30
■ Population Dynamics
Thomas Malthus (1798): Earliest attempts to model human population
growth
Assumption: the rate of population growth in a country at time t is
proportional to the total population of the country at that time.

dP dP P(t) = total population at time t

 P or  kP
dt dt k = constant of proportionality
(for growth, k > 0)

This model is too simple (e.g. it ignores immigration or emigration), but it was fairly
accurate in predicting the population of the USA between 1790-1860.
This model can still be used to model growth of small populations over short
intervals of time e.g. bacteria growing in a petri dish.

This model may have a side condition e.g. we may

know the initial population P0. If we let the initial
point in time be t = 0, then we have P(0) = P0.

31
■ Radioactive Decay

• An atom's nucleus is a combination of protons and neutrons.

• Some nuclei are unstable - an atom of one element can
change into another element if the nucleus ejects ionizing
radiation (-particles, -particles and -rays). We call this
radioactive decay.
• When modelling radioactive decay, we assume that the rate
dA/dt at which the nuclei of an element decays is
proportional to the amount (number of nuclei) A(t) of the
element remaining at time t;

dA dA
 A or  kA (for decay, k < 0)
dt dt

We may have an initial condition of A(0) = A0

A single differential equation can serve as a mathematical model for many different
phenomena.
32
■ Newton's Law of Cooling/Warming

The rate at which the temperature of a body changes is proportional to the difference
between its temperature and the temperature of the surrounding medium (e.g. air or
water). The temperature of the surrounding medium is called the ambient temperature.

dT dT T(t) = temp of body at time t

 T  Tm or  k (T  Tm ) Tm = temperature of surrounding medium
dt dt
dT/dt = rate at which the body's temperature changes.

For both cooling and warming, if Tm is constant, then k < 0.

33
 ■ Spread of a Disease
• A flu virus is spread through a community by infected people coming into contact with
other people.
• Let x(t) = number of people with flu, y(t) = number of people without flu.
• We can assume that the rate dx/dt at which the flu spreads is proportional on the
number of encounters between groups x and y. If we assume that the number of
encounters is proportional to x × y then:
dx
 kxy k = constant of proportionality
dt

Suppose a small community has a fixed population of n people.

If one person with flu enters the community, then:

x+y=n+1  y = n + 1 - x

dx
 kx(n  1  x) For the initial condition x(0) = 1
dt

34
■ Chemical Reactions
A first-order reaction depends on the concentration of only one reactant.
e.g. The concentration of H2O2 controls the reaction rate.

If molecules of substance A decompose into smaller molecules, then the rate of decomposition is
proportional to the amount of A that remains.

dX X(t) = amount of substance A remaining at time t

 kX
dt k = constant (k < 0)

For a more complex reaction

CH3Cl+NaOH  CH3OH+NaCl

For every molecule of CH3Cl, one molecule of NaOH is consumed, and then one molecule of CH3OH
and one molecule of NaCl are formed. The reaction rate is proportional to the product of the
remaining concentrations of CH3Cl and NaOH.

dX X = amount of CH3OH formed at time t

 k (  X )(   X )  = starting amount of CH3Cl
dt
 = starting amount of NaOH

This is a second-order reaction. 35

 ■ Mixtures

• The mixing of two salt solutions of different concentrations gives a 1st order DE
for the amount of salt in the mixture.
• A tank holds 300 gallons of brine (i.e. salt solution).
• Another brine solution is pumped into the tank at a rate of 3 gallons/minute.
• The concentration of salt in this solution is 2 pounds/gallon.
• The solution is stirred and pumped out of the tank at the same rate.
• Let A(t) be the amount of salt in the tank at time t.
• The rate at which A(t) changes is given by:
dA
 input rate of salt   output rate of salt   Rin  Rout
dt
Rin is the product of the input concentration of salt in the brine and the input rate of brine.

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

• The solution is pumped out of the tank at the same rate it is pumped in, so the amount of brine in
the tank is constant at 300 gallons.
• The concentration of salt in the tank, as well as in the output solution, is c(t) = A(t)/300 lb/gal.
• The output rate Rout of salt is
 A( t )  A( t )
Rout   lb / gal   3 gal / min   lb / min
 300  100
dA A dA 1
The rate at which A(t) changes is then given by: 6 or  A6 36
dt 100 dt 100
 ■ Draining a Tank
Torricelli’s Law
The speed v of efflux of water through a sharp-edged hole at the bottom of
a tank filled to a depth h is the same as the speed that a drop of water
would reach when falling freely from a height h.
v = speed of efflux of
water through hole
K.E. P.E. h = depth of water in
(1/ 2)mv  mgh
2 Rearranging gives v  2 gh
tank v
g = acceleration due to
gravity
v
A tank filled with water is allowed to drain through a hole of area Ah (in m2) under the
influence of gravity.
We want to know the depth of water h in the tank at time t.

The volume of water leaving the tank per second = Ah (m2) × v (m.s-1) = A h 2gh
If V(t) = volume of water in tank at time t, then: dV   A 2 gh
h
dt
dV dh
V(t) is also = Awh, where Aw is the constant area of the surface of the water. Then  Aw
dt dt

dh dh A
Aw   A h 2gh Rearranging gives   h 2 gh
dt dt Aw
37
 ■ Series Circuits

• Series circuit with an inductor, resistor and capacitor.

• Current in the circuit is called i(t)
• Charge on the capacitor is q(t) functions of time
• L is inductance, C is capacitance, R is resistance. All are constants.

Kirchhoff’s second law: the voltage E(t) in the circuit is the sum of the
voltage drops across each component in the circuit.

Current i(t) is the flow of charge q(t) per unit time i.e. i = dq/dt

If we add the three voltage drops:

Inductor Resistor Capacitor

di d 2q dq 1
L L 2, iR  R , q
dt dt dt C

and equate the sum to E(t), we get a 2nd-order DE:

d 2q dq 1
L 2  R  q  E (t )
dt dt C
38
■ Falling Bodies

Newton’s first law of motion: if net force F = Fk = 0, then acceleration

a = 0 (if the sum of forces acting on a body is zero, then it remains at
rest or continues to move with constant velocity).
Newton’s second law of motion: F = ma m = mass

+ve
What is the position of the rock s(t) at time t?
Assume: up is positive
the only force on the rock is gravity

d 2s d 2s
m 2  mg or 2
 g (F = -W = -mg) W = weight of rock
dt dt g = acceleration due to gravity

Let s0 = height of building and v0 = initial velocity of rock, then s is determined from the 2nd-order IVP

d 2s
2
  g, s (0)  s0 , s(0)  v0
dt
We can solve this by integrating g twice with respect to t. The initial conditions give the constants of
integration.
s(t) = -½gt2 + vot + so
39
■ Falling Bodies and Air Resistance

• In the previous model, we ignored air resistance.

• For a body with low density and irregular shape e.g. a
feather, we should include air resistance.

air resistance  instantaneous velocity v

Net force F = F1 + F2 = mg - kv
F1 = mg is the weight of the body
F2 = -kv is called viscous damping or drag

Acceleration a = dv/dt  Newton's 2nd law becomes F = ma = mdv/dt

dv
m  mg  kv k = drag coefficient
dt

If s(t) is the distance the body falls in time t then v = ds/dt and a = dv/dt = d2s/dt2

d 2s ds d 2s ds
m 2  mg  k or m 2  k  mg
dt dt dt dt 40
■ A Slipping Chain

• A chain of length L feet is hung over a metal peg anchored in

a wall above the ground. -
• The peg is frictionless and the chain weighs  lb/ft.
• Figure (a) shows the chain in equilibrium.
• If moved a little to the right or left, the chain will slip off the
peg.
• Let the positive direction be down and x(t) be the distance
that the right end of the chain falls in time t.
• At equilibrium, x = 0.
• In figure (b), the chain is moved x0 feet, held on the peg and
then released at time t = 0.
• For the chain in motion (figure (c)):

Since a = d2x/dt2, ma = F becomes

41
 ■ Suspended Cables

• Consider a cable or wire suspended between two vertical poles.

• We want a model that describes the cable's shape.
• Examine a part of the cable between its lowest point P1 and any other
point P2.
• P1 passes through the y-axis and is a units above the x-axis.
• Three forces act on the cable:
T1 = tension in the cable that is a tangent at P1
T2 = tension in the cable that is a tangent at P2
W = total vertical load between points P1 and P2
• Let T1 = T1 be the magnitude of T1
• Let T2 = T2 be the magnitude of T2
• Let W = W be the magnitude of W
• T2 now splits into horizontal (T2cos) and vertical (T2sin) components

Because of static equilibrium, we can write:

T1  T2 cos  and W  T2 sin   tan = W/T1

Because dy/dx = tan, we get dy W


dx T1
42