Math 1270 Honors

ODE I
Fall, 2008
Class notes # 2
Revised, August 29

Applications of

rst order ode's

A number of applications are given in section 1.1, which you should read over. Here
I will describe a few more. The rst example in the text is that of an \object falling
in the atmosphere near sea level." The goal is to nd a di erential equation that
can be used to predict the velocity of the object as a function of time, and then, if
possible to solve this di erential equation with any appropriate initial conditions.
Finding the di erential equation from physical laws is called \modelling", and the
resulting equation is a \mathematical model." (Anything referred to as a \computer
model" is really a mathematical model, with the required calculations done on a
computer.) The principle physical law used to model falling objects is Newton's
second law,
F =ma;
where the bold print indicates that F and a are vectors, while m is a scalar. Of
course, F is force, m is the mass of the object, and a is acceleration. However, it is
assumed that all vectors point straight up or down, and so the equation is written
in scalar form
F = ma;
(1)
where F and a are the magnitudes of the force and acceleration vectors.
We are assuming that there are two forces acting on this object, which add together to produce F: The rst is the gravitational force, resulting from gravitational
acceleration, g. The statement that the object is falling \near sea level" is meant to
say that g remains constant. There is a contrast here with, say, a rocket sent into
space, which would cover a great altitude range and thus have a varying gravitational
acceleration to deal with.1
The second force on the object occurs because fall occurs \in the atmosphere",
meaning that there is air resistance. This tends to slow the object down, and so be
1

Another Newton's law is involved here, stating that the gravitational acceleration is inversely
proportional to the square of the distance from the center of the earth.

in the opposite direction from the object. Unfortunately, it is at this stage that we
can begin to see the complications that usually arise in modeling. It is pretty clear
that the force depends on the velocity of the object. But, it clearly also depends on
the cross sectional area. If the object were at, like a penny, and stayed horizontal,
it would encounter more resistance than if it were long and thin, like a nail, and was
falling straight downward. On page 2, the text authors make the assumption that
the air resistance force is proportional to the velocity, giving a term v, where is
constant. This results in a force term F = mg
v. Substituting into Newton's
law (1) gives us the ode
dv
m = mg
v:
dt
This is a rst order equation with constant coe cients. We can put it into a familiar
form by dividing by m, giving
dv
=g
dt

v:

We will assume the initial condition

v (0) = 0:
The resulting initial value problem is easily solved using the integrating factor method,
giving the solution
v=

gm

(2)

Here are the assumptions of this model:

1. gravitational force is constant
2. mass is constant
3. force due to air resistance is proportional to velocity, with \ " constant
4. there is no sideways wind
Maybe you can think of some more.
But let's go back and look at our physical assumptions. In addition to assuming
that
is constant, we also assumed that m is constant. But we can think of
2

circumstances where this is not true. One is that of a falling raindrop, in which
water evaporates as the object falls. What model do we get then?
I found this model discussed in another text.2 . In that book, we read: \As a
raindrop falls, it evaporates while retaining its spherical shape. If we make the
further assumptions that the rate at which the raindrop evaporates is proportional
to its surface area and that air resistance is negligible, then a model for the velocity
v (t) of the raindrop is3
3 (k= )
v = g:
v0 +
r0 + k t
Here, is the density of water and r0 is the initial radius of the raindrop. Notice
that this is a linear rst order nonhomogeneous equation with varying coe cients.
Again we can solve it by the integrating factor method. I will simply write down the
answer, which is pretty complicated. (I used Maple!) I assumed that v (0) = 0;and
got
1
1g
1g 4
r04
v (t) = gt +
r0
:
4
4k
4 k (kt + r0 )3
So, what assumptions are being made in this model?
1. gravitational force is constant
2. no air resistance (unlike our text)
3. shape is always spherical
4. mass changes at a rate proportional to surface area
And maybe more. This is always a di cult thing in modeling. Maybe we are
making some unconscious assumptions.
So I went on the web, and googled: \equations for a falling raindrop". The rst
item returned began:
2
3

Dennis Zill, A First Course in Di erential Equations

The derivation of this is at the end of these notes

\A standard undergraduate mechanics problem involves a raindrop which grows

in size as it falls through a mist of suspended water droplets."4
Hmm. This is a whole new ball game. Rather than go o on this tangent, let's
look further. Changing the search to "shape of a raindrop", I found :
\.. in truth, raindrops are spherical in shape when they begin to fall. Then,
unless they are very small, they take on shapes with attened bases and rounded
tops, looking more like hamburger buns ...
\ ... In actual fact, even the hamburger-bun shape for raindrops , which is based
on the observation of single drops steadily falling through a nearly non-turbulent air
stream, is idealized, particularly for heavy rain events. If we could isolate a single
drop during a rainstorm, and follow its formation until its nal splashdown, we would
see .... an ever-changing quasi-spherical shape throughout its lifetime."
No citation or evidence is presented for this claim. And it goes on to discuss
how raindrops of di erent sizes fall at di erent speeds (this must be because of air
resistance), and so are forever colliding, causing coalescing and breaking up of drops.
It ends: \As drops change their size (their volume), they jiggle, joggle, and wobble
through a variety of physical distortions.
Here is a graphic that accompanied this article:

Can we model this?

Should we attempt to take into account all these complications? No way. The best we can do is make many simplifying assumptions,
come up with a model we can analyze, and then test it against observations. I also
found a website which tried to describe how to measure raindrop velocity with a
video camera and wind gauge, but it seemed to me this would require a much more
professional setup than was implied by this site.
4

This was from a research paper written by people from the University of West Virginia, and
published in 2001 in a reputable physics journal. In the abstract they claim that their solution
can be understood "by students of intermediate mechanics and nonlinear dynamics", so this paper
might be a good topic for your class project. Email me for the reference.

I found another source discussing fall under gravity, this time in the context
of sky diving.5 The interesting thing about this model is that the author made a
completely di erent assumption about the e ect of air resistance. The assumption
this time was that the force due to air resistance was proportional to the square of
the velocity. There was no discussion of where this assumption came from. (Nor
did the text say where it got assumption 3 in our rst model.)
This new assumption results in the ode
dv
=g
dt

k 2
v ;
m

for some positive constant k: The equation is no longer linear. But we can still solve
it, using separation of variables, and assuming that v (0) = 0; we get
s
r
gm
k
v (t) =
tanh
t;
k
gm
where tanh is the so-called hyperbolic tangent function. This can be de ned as
tanh x =

et e t
:
et + e t

Look at the graph of this function:

The interesting thing is that it levels out at the height y = 1: Hence, we see that
r
gm
:
lim v (t) =
t!1
k
5

Modelling with Ordinary Di erential Equations, by T. P. Dreyer.

This is called the \terminal velocity" of the skydiver. Experiments are cited showing
that this is about 181 miles per hour.
This gives us a way to calculate k.
However, there is a simpler way to nd the terminal velocity. Return to the ode,
k 2
v :
m

v0 = g

This time, we will plot the direction eld: (done in class).

We are only interested
v > 0: We can see that the arrows
are
p gm in the region p
p gm
gm
. So, as before, limt!1 v (t) =
:
pointing down if v >
; and up of v <
k
k
k
(This is not hard to prove rigorously, but I won't do this now.)
But now go back to the earlier model, in which the assumption was that the force
of air resistance was proportional to v; not v 2 . In equation (2) we see that there is
also a terminal velocity, because
lim v (t) =

t!1

gm

We can see several di erences in the result. In this second one, the terminal
p
velocity is proportional to gm. In the other one, it is proportional to gm. This
could be tested by experiments, since m can be varied. But I wasn't able to nd
anything more about this in a short web search.
Question: In the model where a raindrop loses mass from evaporation, what
was the terminal velocity? Why? (Because of what assumption?)
Question: Galileo became famous because of his experiment from the Leaning
Tower of Pisa in which he showed that the speed of a falling object did not depend
on the weight of the object. He also did very careful experiments sliding objects
down inclined planes and getting the same result. Do our results above contradict
this? What's going on here?

Discussion:

Ideally, one would want to derive the form of the atmospheric force term Fa , from
more basic principles. The equations which govern the movement of air are called
6

the Navier Stokes equations. This is a set of partial di erential equations (with at
least two independent space variables) which have been the object of a huge amount
of research, and yet are far from fully understood. If Fa could be derived from
the Navier Stokes equations, this would help us to understand why, in some circumstances, Fa is proportional to the velocity v, while in others it is proportional to
v 2 . Unfortunately, I have been told by Prof. Galdi of the Mechanical Engineering
Dept., who is a well known authority on the Navier Stokes equations, that no rigorous derivation of Fa has been found. It appears from experiments and computer
simulations of the Navier Stokes equations that Fa = kv for small objects, or when
v is small, but Fa = kv 2 for large objects, or when v is large.

2.1

Derivation of rain drop model

Recall that is the density of water, r (t) is the radius of the raindrop, and the rate
of change of the mass of the raindrop is proportional to the surface area. Also, the
Newton's law in this case is
d
(mv) ;
F =
dt
that is, force equals the rate of change in momentum. This gives
v 0 m + mv = mg;
from which
v0 +

m0
v = g:
m

(3)

Also,
m0 (t) = k4 r2
(where k < 0), and
m (t) =
so

4
3

r3 ;

3k
m0
=
:
m
r

(4)

Further,
4 3
r
3
dr
m0 = 4 r2 = k4 r2 ;
dt
m=

(5)
(6)

which gives
dr
k
= :
dt
Hence, r = r0 + k t, where r0 is the initial radius, and so from (4) ;
k

3
m0
=
:
m
r0 + k t
From (3) we then get
v0 +

3k
r0 + k t

which is the equation given earlier.

v = g;

(7)