Académique Documents
Professionnel Documents
Culture Documents
Cooling/Warming Law
2. Exponential Growth and Decay Model
Radioactive Decay
Carbon Dating
3. Series RL Circuits
4. Series RC Circuits
5. Mixture problems
6. Euler's Method
7. Falling body problems
8. Population Growth Model (Malthusian Growth Model)
9. Logistics Model
10. Torricelli's Law
11. Survivability with AIDS
12. Drug Distribution (Concentration) in Human Body
Page 1 of 58
COOLING/WARMING LAW
We know that Newtons empirical law of cooling of an object in given by the linear
first-order differential equation.
dT
(T Tm )
dt
General Solution
dT
dt
(T Tm )
or ln|T-Tm|=t+c1
or T(t) = Tm+c2et
Example
When a chicken is removed from an oven, its temperature is measured at 150 0C. Three
minutes later its temperature is 100o C. How long will it take for the chicken to cool off
to a room temperature of 25oC.
Solution
T(t) = Tm + c2et
T(0) = Tm + c2e0
150 = 25 + c2e0
c2 = 125
T(t) = Tm + c2et
Page 2 of 58
T(3) = Tm + c2e3
75
e 3
125
=>
3
3 ln
5
=>
1 3
ln 0.17027
3 5
=>
Page 3 of 58
dy
=ky
dx
General Solution
This is a separable variable differential equation. The general solution of the equation is
1
y dy= kdt
ln|y| = kt + c
ln y=e (kt + C)
e
y e kt eC
kt C
y= e e
C
Now substituting A = e some arbitrary constant.
y= A e kt
Now if we know the initial quantity say y(0) = y for some value of y then we have
y(0) = Ae
y = A
y= y ekt
Page 4 of 58
The half-life of an element is totally independent of the number of nuclei present initially,
because this decay occurs exponentially, i.e. according to the differential equation
dy
=ky
dt
where k is some negative constant. (The value of the constant differs for the various
radioactive elements.)
Let y be the number of radioactive nuclei present initially. Then the number
y= y ekt
Since we are looking for the half-life, we wish to know the time t at which only
1
(y )
2 0 nuclei remain:
1
y 0 ekt = y 0
2
1
e kt =
2
kt=ln 1
2
kt=ln1ln 2
kt= ln 2
ln 2
t=
k
ln 2
(Since k is negative, k is positive.) Thus the half-life depends only on k.
Example
The number of atoms of polonium-210 remaining after t days, with an initial amount of
radioactive atoms, is given by:
Page 5 of 58
y= y 0 e (4.95 10
3
)t
Solution
We see that for this element we have
k=4.95103.
Using theformula above we have:
ln2
Half life =
k
ln2
Half life =
(4.95 103)
2) Carbon Dating
One particular application of radioactive decay is its use in determining how long tissue
which was once alive has been dead, using Carbon Dating. This is possible because Carbon
14 is a radioactive element which is present in all living tissue. While the tissue is alive,
Carbon 14 is replaced by absorption from the atmosphere at the same rate at which it decays.
By this means, the ratio of Carbon 14 to the non-radioactive (i.e. stable) Carbon12 remains
constant in the tissue. However, when the living tissue dies, it stops absorbing Carbon 14, and
so the quantity of this element is not replenished as it decays, causing the ratio of Carbon 14
to Carbon 12 to decrease. That is, there is exponential decay of the Carbon 14, while the
Page 6 of 58
stable Carbon 12does not decay and hence remains at a constant level. Thus, given a sample
of tissue which was once alive, it is possible to discover how long ago it died by determining
what proportion of its Carbon 14 is still present, using the fact that the half-life of Carbon 14
is about 5570 years.
Example
Find the age of an object that has been excavated and found to have 90% of its original
amount of radioactive Carbon 14.
Solution
Using the equation
y= y 0 e kt
Rearranging the half-life equation and using the fact that the half-life is known to
be 5570 years, we have
ln 2 ln2
k= = 0.0001244
Half life 5570
k =0.0001244
.
kt 9
(ii)Find the value of t which makes e = 10
kt 9
e =
10
0.9=e(0.0001244) t
( 0.9 )=0.0001244 t
ln
ln 0.9
t= 847
0.0001244
Page 7 of 58
SERIES RC CIRCUIT
An RC series circuit
In an RC circuit, the capacitor stores energy between a pair of plates. When voltage is
applied to the capacitor, the charge builds up in the capacitor and the current drops off to
zero.
Constant Voltage
The voltage across the resistor and capacitor are as follows:
Page 8 of 58
VR=Ri
and
VC=1Ci dt
Kirchhoff's voltage law says the total voltages must be zero. So applying this law to a
series RC circuit results in the equation:
Ri+1Ci dt=V
Rdi/dt+i/C=0
i=V/Ret/RC
Proof
We start with:
Rdidt+iC=0
Divide through by R:
didt+(1RC)i=0
Identify P and Q:
P=1/RC
Q=0
Find the integrating factor (our independent variable is t and the dependent variable isi):
P dt=1/RCdt=1/RCt
So
IF=et/RC
Now for the right hand integral of the 1st order linear solution:
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QePdtdt=0 dt=K
iet/RC=K
Since i=V/Rwhent=0:
K=V/R
iet/RC=V/R
i=V/Ret/RC
Important note: We are assuming that the circuit has a constant voltage source, V. This
equation does not apply if the voltage source is variable.
= RC
The function
i=V/Ret/RC
Has an exponential decay shape as shown in the graph. The current stops flowing as the
capacitor becomes fully charged.
Applying our expressions from above, we have the following expressions for the voltage
across the resistor and the capacitor:
VR=Ri=Vet/RC
Page 10 of 58
VC=1/Ci dt=V(1et/RC)
While the voltage over the resistor drops, the voltage over the capacitor rises as it is charged:
Example
A series RC circuit with R = 5 W and C = 0.02 F is connected with a battery of E = 100 V. At
t = 0, the voltage across the capacitor is zero.
Solution
We use the formula
VC=V(1et/RC) and
i=V/Ret/RC
Now 1/RC=1/50.02=10
So:
VC=V(1et/RC)
=100(1e10t)
i=VRet/RC
=(100/5)et/0.1
=20e10t
Now
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q=i dt
=20e10tdt
=2e10t+K1
SERIES RL CIRCUIT
RL circuit diagram
The RL circuit shown above has a resistor and an inductor connected in series. A constant
voltage Vis applied when the switch is closed.
VR=iR
The (variable) voltage across the inductor is given by:
VL=L(di/dt)
Kirchhoff's voltage law says that the directed sum of the voltages around a circuit
must be zero. This results in the following differential equation:
Ri+L(di/dt)=V
Once the switch is closed, the current in the circuit is not constant. Instead, it will build up
from zero to some steady state.
Solving the DE for a Series RL Circuit
The solution of the differential equation is:
i=V/R(1e(R/L)t)
Proof
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We start with:
Ri+Ldi/dt=V
Ldi/dt=VRi
Di/dt=VRi/L
Di/VRi=dt/L
Integrate:
diVRi=dtL
ln(VRi)/R=(1/L)t+K
K=ln VR
ln(VRi)/R=1/LtlnV/R
Rearranging:
ln V/Rln(VRi)/R=1/Lt
ln V+ln(VRi)=R/Lt
ln((VRi)/V)=(R/L)t
VRi/V=e(R/L)t
1R/Vi=e(R/L)t
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Subtracting 1 from both sides:
R/Vi=1+e(R/L)t
i=V/R(1e(R/L)t)
The plot shows the transition period during which the current adjusts from its initial value of
zero to the final value V/R , which is the steady state.
i=V/R(1e(R/L)t)
is the time at which R/L is unity ( = 1). Thus for the RL transient, the time constant is =L/R
seconds.
NOTE: is the Greek letter "tau" and is not the same as T or the time variable t, even though
it looks very similar.
At 1
1e(R/L)t = 1e1
=10.368
=0.632
Similarly at 2 ,
1e2=10.135=0.865
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The current is 86.5% of its final value.
After 5 the transient is generally regarded as terminated. For convenience, the time constant
is the unit used to plot the current of the equation
i=V/R(1e(R/L)t)
i=V/R(1et/)
Example
An RL circuit has an emf of 5 V, a resistance of 50 , an inductance of 1 H, and no initial
current. Find the current in the circuit at any time t. Distinguish between the transient and
steady-state current.
Solution
The formula is:Ri+Ldi/dt=V
We re-arrange to obtain:
di/dt+50i=5
I.F.=e50dt=e50t
ie50t=5e50tdt
=5/50e50t+K
=1/10e50t+K
K=1/10=0.1
MIXING PROBLEMS
Page 15 of 58
In these problems we will start with a substance that is dissolved in a liquid. Liquid will be
entering and leaving a holding tank. The liquid entering the tank may or may not contain
more of the substance dissolved in it. Liquid leaving the tank will of course contain the
substance dissolved in it. If Q(t) gives the amount of the substance dissolved in the liquid in
the tank at any time t we want to develop a differential equation that, when solved, will give
us an expression for Q(t).
General Solution
Rate at Rate at
Rate of
which Q(t) which Q(t)
change of =
enters the exits the
Q(t)
tank tank
where,
Rate at which Q(t) enters the tank = (flow rate of liquid entering) x
(concentration of substance in liquid entering)
Rate at which Q(t) exits the tank = (flow rate of liquid exiting) x
(concentration of substance in liquid exiting)
Example 1
A 1500 gallon tank initially contains 600 gallons of water with 5 lbs of salt dissolved in it.
Water enters the tank at a rate of 9 gal/hr and the water entering the tank has a salt
Solution
To set up the IVP that well need to solve to get Q(t) well need the flow rate of the water
entering (weve got that), the concentration of the salt in the water entering (weve got that),
the flow rate of the water leaving (weve got that) and the concentration of the salt in the
water exiting (we dont have this yet).
So, we first need to determine the concentration of the salt in the water exiting the tank.
Since we are assuming a uniform concentration of salt in the tank the concentration at any
point in the tank and hence in the water exiting is given by,
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The amount at any time t is easy its just Q(t). The volume is also pretty easy. We start with
600 gallons and every hour 9 gallons enters and 6 gallons leave. So, if we use t in hours,
every hour 3 gallons enters the tank, or at any time t there is 600 + 3t gallons of water in the
tank.
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So, heres the general solution. Now, apply the initial condition to get the value of the
constant, c
Now, the tank will overflow at t = 300 hrs. The amount of salt in the tank at that time is.
Note that the whole graph should have small oscillations in it as you can see in the range
from 200 to 250. The scale of the oscillations however was small enough that the program
used to generate the image had trouble showing all of them.
Example 2
Page 18 of 58
A 1000 gallon holding tank that catches runoff from some chemical process initially has 800
gallons of water with 2 ounces of pollution dissolved in it. Polluted water flows into the tank
at a rate of 3 gal/hr and contains 5 ounces/gal of pollution in it. A well mixed solution leaves
the tank at 3 gal/hr as well. When the amount of pollution in the holding tank reaches 500
ounces the inflow of polluted water is cut off and fresh water will enter the tank at a
decreased rate of 2 gal/hr while the outflow is increased to 4 gal/hr. Determine the amount of
pollution in the tank at any time t.
Solution
Okay, so clearly the pollution in the tank will increase as time passes. If the amount of
pollution ever reaches the maximum allowed there will be a change in the situation. This will
necessitate a change in the differential equation describing the process as well. In other
words, well need two IVPs for this problem. One will describe the initial situation when
polluted runoff is entering the tank and one for after the maximum allowed pollution is
reached and fresh water is entering the tank.
Here are the two IVPs for this problem.
The first one is fairly straight forward and will be valid until the maximum amount of
pollution is reached. Well call that time tm. Also, the volume in the tank remains constant.
During this time frame we are losing two gallons of water every hour of the process so we
need the -2 in there to account for that. However, we cant just use t as we did in the
previous example. When this new process starts up there needs to be 800 gallons of water in
the tank and if we just use t there we wont have the required 800 gallons that we need in the
equation. So, to make sure that we have the proper volume we need to put in the difference
in times. In this way once we are one hour into the new process (i.e t - tm = 1) we will have
798 gallons in the tank as required.
Finally, the second process cant continue forever as eventually the tank will empty. This is
denoted in the time restrictions as te. We can also note that te = tm + 400 since the tank will
empty 400 hours after this new process starts up. Well, it will end provided something
doesnt come along and start changing the situation again.
Okay, now that weve got all the explanations taken care of heres the simplified version of
the IVPs that well be solving.
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The first IVP is a fairly simple linear differential equation so well leave the details of the
solution to you to check. Upon solving you get.
Now, we need to find tm. This isnt too bad all we need to do is determine when the amount
of pollution reaches 500. So we need to solve.
So, the second process will pick up at 35.475 hours. For completeness sake here is the IVP
with this information inserted.
This differential equation is both linear and separable and again isnt terribly difficult to solve
so Ill leave the details to you again to check that we should get.
So, a solution that encompasses the complete running time of the process is
Page 20 of 58
EULERS METHOD
We have seen how to use a direction field to obtain qualitative information about the
solutions to a differential equation.
Sometimes, however, we want more detailed information. For instance, we might want to
know how long it will take before the solution is near the limiting value. In this case, we can
use the linear approximation to numerically approximate solutions to differential equation.
There are times when we will need something more. For instance, maybe we need to
determine how a specific solution behaves, including some values that the solution will take.
This method was originally devised by Euler and is called, oddly enough, Eulers Method.
General Solution
where f(t,y) is a known function and the values in the initial condition are also known
numbers. From the second theorem in the Intervals of Validity section we know that
if f and fy are continuous functions then there is a unique solution to the IVP in some interval
surrounding . So, lets assume that everything is nice and continuous so that we know
that a solution will in fact exist.
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We want to approximate the solution to near . First, we know the value of the solution
at from the initial condition. Second, we also know the value of the derivative at .
We can get this by plugging the initial condition into f(t,y) into the differential equation
itself. So, the derivative at this point is.
If t1 is close enough to t0 then the point y1 on the tangent line should be fairly close to the
actual value of the solution at t1, or y(t1). Finding y1 is easy enough. All we need to do is
plug t1 in the equation for the tangent line.
Now, we would like to proceed in a similar manner, but we dont have the value of the
solution at t1 and so we wont know the slope of the tangent line to the solution at this point.
This is a problem. We can partially solve it however, by recalling that y1 is an approximation
to the solution at t1
So, lets hope that y1 is a good approximation to the solution and construct a line through the
point (t1, y1) that has slope f (t1, y1). This gives
Page 22 of 58
Now, to get an approximation to the solution at t = t2 we will hope that this new line will be
fairly close to the actual solution at t2 and use the value of the line at t2 as an approximation to
the actual solution. This gives.
We can continue in this fashion. Use the previously computed approximation to get the next
approximation. So,
In general, if we have tn and the approximation to the solution at this point, yn, and we want to
find the approximation at tn+1 all we need to do is use the following.
Often, we will assume that the step sizes between the points t0 , t1 , t2 , are of a uniform
size of h. In other words, we will often assume that
This doesnt have to be done and there are times when its best that we not do this. However,
if we do the formula for the next approximation becomes.
Page 23 of 58
So, how do we use Eulers Method? Its fairly simple. We start with and then decide if we
want to use a uniform step size or not. Then starting with (t0, y0) we repeatedly
evaluate or depending on whether we chose to use a uniform step size or not. We continue
until weve gone the desired number of steps or reached the desired time. This will give us a
sequence of numbers y1 , y2 , y3 , yn that will approximate the value of the actual solution
at t1 , t2 , t3, tn.
What do we do if we want a value of the solution at some other point than those used here?
One possibility is to go back and redefine our set of points to a new set that will include the
points we are after and redo Eulers Method using this new set of points. However this is
cumbersome and could take a lot of time especially if we had to make changes to the set of
points more than once.
Another possibility is to remember how we arrived at the approximations in the first place.
Recall that we used the tangent line
to get the value of y1. We could use this tangent line as an approximation for the solution on
the interval [t0, t1]. Likewise, we used the tangent line
to get the value of y2. We could use this tangent line as an approximation for the solution on
the interval [t1, t2]. Continuing in this manner we would get a set of lines that, when strung
together, should be an approximation to the solution as a whole.
In most cases the function f(t,y) would be too large and/or complicated to use by hand and in
most serious uses of Eulers Method you would want to use hundreds of steps which would
make doing this by hand prohibitive.
So, lets take a look at a couple of examples. Well use Eulers Method to approximate
solutions to a couple of first order differential equations. The differential equations that well
be using are linear first order differential equations that can be easily solved for an exact
solution.
Example 1
Page 24 of 58
For the IVP
Use Eulers Method with a step size of h = 0.1 to find approximate values of the solution
at t = 0.1, 0.2, 0.3, 0.4, and 0.5. Compare them to the exact values of the solution as these
points.
Solution
This is a fairly simple linear differential equation so well leave it to you to check that the
solution is
In order to use Eulers Method we first need to rewrite the differential equation into the form
given in .
From this we can see that . Also note that t0 = 0 and y0 = 1. We can
now start doing some computations.
Page 25 of 58
Ill leave it to you to check the remainder of these
computations.
Heres a quick table that gives the approximations as well as the exact value of the solutions
at the given points.
t0 = 0 y0 =1 y(0) = 1 0%
t1 = 0.1 y1 =0.9 y(0.1) = 0.925794646 2.79 %
t2 = 0.2 y2 =0.852967995 y(0.2) = 0.889504459 4.11 %
t3 = 0.3 y3 =0.837441500 y(0.3) = 0.876191288 4.42 %
t4 = 0.4 y4 =0.839833779 y(0.4) = 0.876283777 4.16 %
t5 = 0.5 y5 =0.851677371 y(0.5) = 0.883727921 3.63 %
Weve also included the error as a percentage. Its often easier to see how well an
approximation does if you look at percentages. The formula for this is
We used absolute value in the numerator because we really dont care at this point if the
approximation is larger or smaller than the exact. Were only interested in how close the two
are.
The maximum error in the approximations from the last examplewas 4.42%, which isnt too
bad, but also isnt all that great of an approximation. So, provided we arent after very
accurate approximations this didnt do too badly. This kind of error is generally unacceptable
in almost all real applications however. So, how can we get better approximations?
Example 2
Solution
Page 26 of 58
Below are two tables, one gives approximations to the solution and the other gives the errors
for each approximation. Well leave the computational details to you to check.
Approximations
Percentage Errors
We can see from these tables that decreasing h does in fact improve the accuracy of the
approximation as we expected.
There are a couple of other interesting things to note from the data. First, notice that in
general, decreasing the step size, h, by a factor of 10 also decreased the error by about a
factor of 10 as well.
Also, notice that as t increases the approximation actually tends to get better. This isnt the
case completely as we can see that in all but the first case the t = 3 error is worse than the
error at t = 2, but after that point, it only gets better. This should not be expected in general.
In this case this is more a function of the shape of the solution. Below is a graph of the
solution (the line) as well as the approximations (the dots) for h = 0.1.
Notice that the approximation is worst where the function is changing rapidly. This should
not be too surprising. Recall that were using tangent lines to get the approximations and so
Page 27 of 58
the value of the tangent line at a given t will often be significantly different than the function
due to the rapidly changing function at that point.
Also, in this case, because the function ends up fairly flat as t increases, the tangents start
looking like the function itself and so the approximations are very accurate. This wont
always be the case of course.
General solution
For the problem at hand, there are two forces acting on the body: the force due to gravity
given by the weight w of the body, which equals mg, and the force due to air resistance given
by kV, where K>0 is a constant of proportionality. The minus sign is negative, direction.
The net force F on the bodyis, Therefore, F=mg-kv
dv
If air resistance is negligible or nonexistent, then k=0 and equation simplifies to dt =g.
mg
When k>0, the limiting velocity v1 is defined by v1= k
given differential equation is valid only if the given conditions are satisfied. This equation is
not valid if, for example, air resistance is not proportional to velocity but to the velocity
squared, or if the upward direction is taken to be the positive direction.
Example
A body is propelled straight up with an initial velocity of 500 ft/sec in a vacuum with no air
resistance. How long will it take the body to return to the ground?
Solution
Page 28 of 58
Since there is no resistance then K=0
dv
so, dt =g=32
so, v=32t+C
since, v (0) = -500 (because we are moving up in negative direction)
then, -500=32(0) +C
or, C= -500
so, v=32t-500
It is know that,
dx
dt =v
dx
dt =32t-500
Where
Page 29 of 58
we will assume that M(p, t) = 0. To progress further, we need to model the birth and
death rate.
General Solution
The Malthusian growth model is one of few easily solved discrete models.
P1 = (1 + r)P0
P2 = (1 + r)P1= (1 + r)^2P0
Pn = (1 + r)Pn1 = ... = (1 + r)^nP0
Example 1
Suppose that a population of yeast, satisfying Malthusian growth, grows 10% in an hour. If
the population begins with100,000 yeast, then find the population at the end of 4 hours. How
long does it take for this population to double?
Solution
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nln(1.1) = ln(2) or n =ln(2)/ln(1.1)= 7.27 hr
Example 2
2a) One species of insect grows according to the discrete Malthusian growth model
Hn+1 = 1.06Hn, H0 = 50, 000;where n is in weeks.
Find the population at the end of the first three weeks, H1, H2,and H3 Determine how long it
takes for this population to double.
Solution
Solution
LOGISTIC MODEL
A biological population with plenty of food, space to grow, and no threat from predators,
tends to grow at a rate that is proportional to the population -- that is, in each unit of time, a
certain percentage of the individuals produce new individuals. If reproduction takes place
more or less continuously, then this growth rate is represented by
Page 31 of 58
dP/dt = rP
P(t) = P0 e^rt,
where P0 is the population at time t = 0. In short, unconstrained natural growth is exponential
growth.
We may account for the growth rate declining to 0 by including in the model a factor
of 1 - P/K -- which is close to 1 (i.e., has no effect) when P is much smaller than K, and
which is close to 0 when P is close to K. The resulting model,
OR
This population model was written down by Verhulst (1838) and is a successful
model of yeast, bacteria or fruit flies (in a controlled environment), but still too simple
for more realistic situations.
The following figure shows a plot of these data (blue points) together with a possible logistic
curve fit (red) -- that is, the graph of a solution of the logistic growth model.
General Solution
Page 32 of 58
Analytic solution
Example
The population of
the US in 1800
Page 33 of 58
and 1850 was 5.3 and 23.1 million people respectively. Predict its population in 1900 and
in 1950 using the exponential model of population growth. Then considering that the
population of the US in 1900 was actually 76 million people
correct your prediction for 1950 using the logistic model of population growth (help:
with this data k = 0.031476 in the logistic model). What is the carrying capacity of the
US according to this model?
Solution
Since we start with observations in 1800 it makes sense to choose the variable t as time
elapsed since 1800.
According to the exponential model the population at time t is P(t) = P0ekt , where
P0 = P(0).
we have: P0 = 5.3. Next we determine the value of k from P(50) = 5.3ek50 = 23.1
k= (log 23.1 log 5.3)/50 = 0.029443. Hence, the population at time t according to the
exponential model will be P(t) = 5.3e0.0294t , and for 1900 (t = 100) and 1950 (t = 150) we
get respectively:
Now we are told that the population in 1900 was actually P(100) = 76 million people and are
asked to correct the prediction for 1950 using the logistic model.
where A = (K P0)/P0. The given data tell us that P(50) = K 1 + (K 5.3)e50k/5.3 = 23.1 ,
P(100) = K 1 + (K 5.3)e100k/5.3 = 76 . We can obtain K and k from these system of two
equations, but we are told that k = 0.031476, so we only need to obtain K (the carrying
capacity) from one of the equations, say the first one. The result is K = 189.4. From here we
get A = 34.74 and P(t) = 189.4 1 + 34.74e0.031476t .
Hence in 1950, P(150) = 144.7 million people (the actual figure was 150.7 million people,
slightly higher than expected due to the beginning of the so called baby boom). In this
model the carrying capacity of the US is K = 189.4 million people
TORRICELLIS LAW
The law states that the speed of efflux, v, of a fluid through a sharp-edged hole at the bottom
of a tank filled to a depth h is the same as the speed that a body (in this case a drop of water)
would acquire in falling freely from a height h, i.e. = 2 gh , where g is the acceleration
due to gravity (9.81 N/kg near the surface of the earth). This last expression comes from
1
equating the kinetic energy gained, 2 mv2with the potential energy lost, mgh, and solving
for v.
General Solution
Page 34 of 58
Under the assumptions of an incompressible fluid with negligible viscosity, Bernoulli's
principle states that:
p
V2/2+gh+ p =constant
where v is fluid speed, g is the gravitational acceleration (9.81 m/s2), h is the fluid's height
above a reference point, p is pressure, and is density. Define the opening to be at h=0. At
the top of the tank, p is equal to the atmospheric pressure. v can be considered 0 because the
fluid surface
drops in height extremely slowly compared to the speed at which fluid exits the tank. At the
opening, h=0 and p is again atmospheric pressure. Eliminating the constant and solving gives:
Example
Using Torricellis Principle, it can be shown that the depth d of a liquid in a bottle with a hole
of area 0.5cm2 in its side can be approximated by d=0.0034t2-0.52518t + 20, where t is the
time since a stopper was removed from the hole. When will the depth be 10cm? Round to the
nearest tenth of a second.
Solution
Since, D=10
0.0034t2-0.52518t+20=10
0.0034t2-0.52518t+20-10=0
0.0034t2-0.52518t+10=0
where, a= 0.0034
b= -0.52518
c= 10
hence,
t = 132.2 sec
and,
t = 22.2 sec
Page 35 of 58
SURVIVABILITY WITH AIDS
General Solution
It is a separable equation and its solution is
dS(t )
k (S ( t ) S i )
dt
dS
kdt
S(t ) S i
S( t ) Si
e kt
c
or
S(t)=Si+ce-kt
Let S(0)=1 then c=1-Si. Therefore
S(t) =Si +(1-Si)e-kt
We can rewrite this equation in the equivalent form.
S(t)=Si+(1-Si)e-t/T
Where, in analogy to radioactive nuclear decay,
T is the time required for half of the mortal part of the cohort to die-that is, the
survival half life.
Example
Consider the initial-value problem
dS (t )
k ( S (t ) S i )
dt
S ( 0) 1
Page 36 of 58
(a) Show that, in general, the half-life T for the mortal part of the cohort to
ln 2
T
k
die is
(b) (b) Show that the solution of the initial value problem can be written as
S(t)=Si+(1-Si)2-t/T
Solution
The solution of the separable differential equation in is
S(t) = (1-Si)e-kt+Si
1 ln 2
2 k
Let S(t) = S(0), and solving for t we obtain the half=life T =
T
k
ln 2
(b) Putting in above equation we obtain
T
t
S(t ) Si (1 Si )e ln 2
y(t)=yp e-kt
Note: In this model it is assumed that the ingested drug is absorbed immediately which is not
usually the case. However, the time of absorption is small compared with the time between
doses.
Example
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A representative of a pharmaceutical company recommends that a new drug of his company
be given every T hours in doses of quantity y0, for an extended period of time. Find the steady
state drug in the patients body.
Solution
Since the initial dose is y0, the drug concentration at any time t o is found by the equation
dy
ky
dt
y=y0e-kt, the solution of the equation
At t=T the second dose of y0 is taken, which increases the drug level to
y(T)=y0+y0 e-kT = y0(1+e-kT)
The drug level immediately begins to decay. To find its mathematical expression we solve the
initial-value problem:
dy
ky
dt
y(T)=y0(1+e-kT)
Solving this initial value problem we get
y=y0(1+e-kT)e-k(t-T)
This equation gives the drug level for t>T. The third dose of y0 is to be taken at t=2T and the
drug just before this dose is taken is given by
y y o 1 e kT e k (2T T ) y o (1 e kT )e kT
Continuing in this way, we find after (n+1)th dose is taken that the drug level is
y(nT)=y0(1+e-kT+e-2kT+..+e-nkT)
We notice that the drug level after (n+1)th dose is the sum of the first n terms of a geometric
series, with first term as yo and the common ratio e-kT. This sum can be written as
y (1 e (n 1)kT )
y (nT ) o
1 e kT
As n becomes large, the drug level approaches a steady state value, say ys given by
ys =lim y(nT)
n
Page 38 of 58
yo
1 e kT
=
The steady state value ysis called the saturation level of the drug.
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1. Vibrating Springs
Hookes Law
2. Forced Under damped Oscillation
Beats
Resonance
3. Forced Damped Oscillation
4. Forced Over damped Oscillation
5. Free Under damped Oscillation
6. Free Damped Oscillation
7. RLC Circuit
Page 39 of 58
1- VIBRATING SPRINGS
Model
We have modeled the motion of an object with mass at the end of a spring that is either
vertical (as in Figure 1) or horizontal on a level surface (as in Figure 2).Since we know
Hookes Law, which says that if the spring is stretched (or compressed) units from its natural
length, then it exerts a force that is proportional to x:
Restoring force = - kx
General Solution
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Hookes Law
The spring exerts a restoring force F opposite to the direction of elongation and proportional
to the amount of elongation. Therefore,
Restoring force = - kx
where k is a positive constant (called the spring constant). If we ignore any external resisting
forces (due to air resistance or friction) then, by Newtons Second Law (force equals mass
times acceleration), we have
md2x/dt2 = -kx
or
md2x/dt2 +kx = 0 ;
This is a second-order linear differential equation. Its auxiliary equation is with roots
r = +-wi,
where, w = under root (k/m)
x(t) = A cos(wt + S)
w = under root (k/m) ------ (frequency)
A = under root(c1^2 + c2^2) ------ (amplitude)
cosS=c1/A and sinS= c2/A ------ (S is the phase angle)
Example 1
A spring with a mass of 2 kg has natural length 0.5 m. A force of 25.6 N is required to
maintain it stretched to a length of 0.7 m. If the spring is stretched to a length of 0.7 m and
then released with initial velocity 0, find the position of the mass at any time t.
Solution
k(0.2)= 25.6
so k = 25.6/0.2= 128.
Using this value of the spring constant , together with in Equation 1, we have
Page 41 of 58
2 d 2 x/ dt 2 + 128x = 0
X(0)=0.2 .
X(0)=0
Example 2
A spring with a 3-kg mass is held stretched 0.6 m beyond its natural length by a force of 20
N. If the spring begins at its equilibrium position but a push gives it an initial velocity of
1.2m/s, find the position of the mass after t seconds.
Solution
x(t)=0.36 sin(10/3 )t .
Page 42 of 58
2- FORCED UNDAMPED OSCILLATION
Model
When an external force is included with undamped oscillations, some remarkable new effects
appear. We limit our attention to external forces of the form Aext=A0coswt, where the
amplitude A and the frequency w of the force are specified. The resulting non-homogeneous
differential equation is
X + ^2 x = A cost
General Solution
We know,
x(t)=xc + xp ..(2)
For xc:
X + ^2 x = 0,
Xc = c1 cos 0t + c2 sin 0t
- We wish to investigate what happens when the driving frequency is equal to the natural
frequency and when it is not.
If the driving frequency is not equal to the natural frequency, we can look for a particular
complex solution of the form
xp = a e^t
Page 43 of 58
Thus, the general solution to X + 0^2x = A cost for ( is not equal to) 0 is,
Now let us examine the case where the motion starts at equilibrium. That is, we will
investigate what happens when x(0) = 0 and x 0 (0) = 0. In this case, we can easily determine
that c1 = A/( 2 0 2 ) and c2 = 0. Hence the solution to our initial value problem is
A phenomenon known as beats occurs when two frequencies are almost equal and interfere
with each other.
Example
Suppose the spring-block system is attached to a device that moves the support up and down
vertically ,importing to the system a force given by Fext= cost. Determine the position y(t)
of the block, for t>0,with forcing frequencies =4 and =1, assuming y(0)=y(0)=0. And also
m=0.5 kg, F0=4.
Solution
We know that m=0.5 kg, F0=4 , the natural frequency is =4.43 1/s. therefore, the solution
of the initial value problem is approximately,
The solution are shown with w=4 and w=1. In the first case, the natural frequency is nearly
equal to the forcing frequency and we see a pattern of beats. By contrast, when the two
frequencies differ significantly, the resulting solution is a less organized superposition of the
two waves ,Notice that beats produce a reinforcement of the two component waves and the
amplitude of the oscillation is greater with beats.
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b) The Case = 0
Model
Let us now examine the case where the forcing frequency and the natural frequency of the
oscillator are the same,
General Solution
We know,
X(t)=xc + xp ..(2)
For xc:
Since A cos 0t is a solution to the homogeneous equation,
X + 0^2x = 0,
For xp:
We cannot assume that our solution has the form a cos 0t + b sin 0t. Or, if we use the
complex method, we cannot assume that our solution has the form a e^i0t . Therefore, we
will look for a complex solution of the form
xp = a t e^i0t
to solve the equation
Page 45 of 58
x + 0^2 x = A e^i0t . (5)
In this case,
X p = a (e^i0t + i 0 t e^i0t )
X p = a(2 i 0 e^i0t 0^2 t e^i0t ).
a = A /2i0 3
Thus, our solution to the complex form of the differential equation is,
xp = A 2i 0 t e^i0t
= Ai 2 0 t e^i0t
= Ai 20 t(cos 0t + I sin 0t)
= A 20 t sin 0t i A 20 t cos 0t.
Since we only wish to use the real part of xp, our particular solution is,
xp = A 20 t sin 0t,
Our solution grows with time if the frequency of the forcing term is equal to the natural
frequency of the oscillator. Since the force pulls and pushes at a frequency equal to the
natural frequency of the oscillator, the amplitude increases with time.
This type of behavior is called resonance.
Example
Suppose the spring-block system is attached to a device that moves the support , imparting to
the system a force given by Fext=cost ,where = 0=4.43 is the natural frequency of the
system. Determine the position y(t) of the block ,t>0, assuming y(0)=y(0)=0. And also
F=1,m=o.5.
Solution
Page 46 of 58
Y=c1 cos 4.43t + c2 sin 4.43t +0.23t sin 4.43t
Imposing the initial condition, a short calculation shows that c1=c2=0.Therefore, the solution
of the initial value problem is,
The solution displays the increasing amplitude associated with resonance. The outward spiral
of the phase plane graph of the solution also given a vivid picture of the amplitude growth.
Model
In addition to the restoring force and the damping force, the motion of the spring can be
affected by an external force F(t) . Then Newtons Second Law gives:
Thus, the motion of the spring is now governed by the this non-homogeneous differential
equation.
General Solution
Page 47 of 58
x + 2cx + 0^2x = A cost, is
x(t) = xh(t) + xp(t)
or we can write it as
where the complementary solution will be the solution to the free, damped case and the
particular solution will be found using undetermined coefficients or variation of parameters.
The complementary solution will approach zero as t increases. (Since xh has the factor e
^ct, the homogeneous part of the solution quickly decays to zero as t . ) Because of this
the complementary solution is often called the transient solution.
The particular solution is often called the steady state solution or forced response.
Remarks
Example
Suppose a machine is attached to a 1 kilogram mass and the machine exerts a force of sin t
Newton on the mass at time t. In addition the mass is attached to a spring having spring
constant 4. The mass slides along a frictionless horizontal surface. The equation of motion is :
Solution
Yp(t)=1/3sint
the constants C1 and C2 can be determined from the initial conditions (if given).
Page 48 of 58
4- FORCED OVERDAMPED OSCILLATION
Model
2
Over damping occurs when y 4km >0. Suppose c=6, k=5, m=1, A=6 5 and =
5 . If the bob is released from rest from the equilibrium position, then y (t) satisfies the
initial value problem
The solution is
5 t 5 t
Y (t) = 4 (- e +e ) + sin ( 5t ).
A graph of this solution is shown in Figure. As time increases, the exponential terms decay to
zero, and the displacement behaves increasingly like sin( 5 t), oscillating up and down
through the equilibrium point with approximate period 2/ 5 . Contrast this with the
overdamped motion without the forcing function in which the bob began above the
equilibrium point and moved with decreasing speed down toward it but never reached it.
Example
'' '
y + 4 y + 3y=0
Page 49 of 58
'
Find the solution satisfying y (0) =1 y ( 0 )=0 . Which root controls how fast the solution
returns to equilibrium?
Solution
2
Characteristic equation: +4s+3=0
s
General solution:
t 3 t
Y (t) = c 1 e + c 2 e
Because the roots are real and different, the system is over damped.
3 1
c 1= , c 2= 2 .
2
So,
3 et e3 t
y (t) 2 - 2 .
mu''+ku=0
r= k /m
r= 0i
where,
0= k /m
Page 50 of 58
and 0 is called the natural frequency. Recall as well that m > 0 and k > 0 and so we can
guarantee that this quantity will not be complex. The solution in this case is then
General Solution
where R is the amplitude of the displacement and is the phase shift or phase angle of the
displacement.
When the displacement is in the form of (2) it is usually easier to work with. However, its
easier to find the constants in (1) from the initial conditions than it is to find the amplitude
and phase shift in (2) from the initial conditions. So, in order to get the equation into the
form in (2) we will first put the equation in the form in (1), find the constants, c1 and c2 and
then convert this into the form in (2)
So, assuming that we have c1 and c2 how do we determine Rand? Lets start with (2) and
use a trig identity to write it as
Now, Rand are constants and so if we compare (3) to (1) we can see that
Taking the square root of both sides and assuming that R is positive will give
=tan 1 (c2/c1)
Page 51 of 58
Example
A 16 lb object stretches a spring 8/9 ft by itself. There is no damping and no external forces
acting on the system. The spring is initially displaced 6 inches upwards from its equilibrium
position and given an initial velocity of 1 ft/sec downward. Find the displacement at any
time t, u (t).
Solution
we first need to set up the IVP for the problem. This requires us to get our hands on m and k.
m=w/g
m=16/32
m=1/2
For k,
k=mg/L
k=16/9/8
k=18
1/2u''+18u=0
u(0)= -1/2
u'(0)=1
For the initial conditions recall that upward displacement/motion is negative while downward
displacement/motion is positive. Also, since we decided to do everything in feet we had to
convert the initial displacement to feet. First, we need the natural frequency
18
= 36=6
0= 1/2
-1/2=u (0)=c1
c1= -1/2
1= u'( 0)=6 c2cos(6t)
c2= 1/6
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The displacement at any time t is then
1
R= ( 2 ) 2
+ (1/6)2
R=0.52705
We get the second angle by adding into the first angle. So, we have two angles. They are,
1= -0.32175
2= 1+ = 2.81984
So,the displacement at any time t is.
Mu''+yu'+ku=0
Page 53 of 58
Where m, y, and k are all positive constants. Upon solving for the roots of the characteristic
equation we get the following.
r1,2= -y y 2
-4mk/2m
General Solution
Notice that as t the displacement will approach zero and so the damping in
this case will do what its supposed to do.
This case is called critical damping and will happen when the damping coefficient is,
y2-4mk=0
y2=4mk
y=2 mk =yCR
The value of the damping coefficient that gives critical damping is called the critical
damping coefficient and denoted by yCR.
2. Y2-4mk>0
r1,2= -y y 2-4mk/2m
r1,2 = -y 1 - 4mk/y2
r1,2 = -y/2m(1 1 - 4mk/y2)
Using this we can see that the fraction under the square root above is less than one. Then
if the quantity under the square root is less than one, this means that the square root of
this quantity is also going to be less than one. In other words,
1 - 4mk/y2<1
the quantity in the parenthesis is now one plus/minus a number that is less than one. This
means that the quantity in the parenthesis is guaranteed to be positive and so the two roots
in this case are guaranteed to be negative. Therefore the displacement at any time t is,
Page 54 of 58
u (t) =c1e^-r1t +c2e^-r2t
and will approach zero as t So, once again the damper does what it is supposed to
do.
Y2>4mk
Y>2 mk
Y>YCR
3. Y2- 4mk<0
In this case we will get complex roots out of the characteristic equation.
r1,2= -y/2m y 2
-4mk/2m= i
Notice that we reduced the sine and cosine down to a single cosine in this case as we did
in the undamped case. Also, since < 0 the displacement will approach zero as t
and the damper will also work as its supposed to in this case.
We will get this case will occur when
Y2>4mk
Y>2 mk
Y>YCR
Example
Take the spring and mass system from the first example and attach a damper to it that will
exert a force of 12 lbs when the velocity is 2 ft/s. Find the displacement at any time t, u(t).
Solution
The mass and spring constant were already found in the first example so we wont do the
work here. We do need to find the damping coefficient however. To do this we will use the
formula for the damping force given above with one modification. The original damping
Page 55 of 58
force formula is,
Fd = -yu '
However, remember that the force and the velocity are always acting in opposite directions.
So, if the velocity is upward (i.e. negative) the force will be downward (i.e. positive) and so
the minus in the formula will cancel against the minus in the velocity. Likewise, if the
velocity is downward (i.e. positive) the force will be upwards (i.e. negative) and in this case
the minus sign in the formula will cancel against the minus in the force. In other words, we
can drop the minus sign in the formula and use
Fd = yu '
and then just ignore any signs for the force and velocity. Doing this gives us the following for
the damping coefficient
12= y (2)
y= 6
Before solving lets check to see what kind of damping weve got. To do this all we need is
the critical damping coefficient.
YCR=2 km = 2 (18)(1/2) = 2 9 = 6
So, it looks like weve got critical damping. Note that this means that when we go to solve
the differential equation we should get a double root. The displacement at any time t is.
7- RLC CIRCUIT
Page 56 of 58
Model
General Solution
The total potential difference around the circuit must be zero and we have,
dI Q
L dt +RI+ C =0
The principle of conservation of charge tells us that the current is equal to the rate of change
of charge that is we have:
dQ
I= dt
We use this to eliminate Q, we obtain
dI 1
L dt + RI+ C Idt =0
d2 Q dQ 1
Q=0
L dt +R dt + C
d2 I dI 1
L dt + R dt + C I =0
Example
Page 57 of 58
A circuit contains a 1 henry inductor, a 2000 ohm resistor, and a 1microfarad capacitor.
Initially there is no charge in the circuit and the initial current is 1 ampere. Find the charge in
the circuit as a function of time.
Solution:
'
Since Q ( 0 )=0, Q (0) = 1, 0 = C1 and 1 = C2. Hence
Q (t)= t e1000t
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