First Order ODEs

Dr. Tanveer Iqbal

Mathematical Modeling

Differential Equations
Ordinary

An equation that contains one or

several derivatives of an unknown

function

Partial

PDEs involve partial derivatives of an

unknown function of two or more

variables

First Order ODEs

An ODE is said to be of order n if the nth

derivative of the unknown function y

is the highest derivative of y in the
equation
First-order ODEs equations contain
only the first derivative y and may
contain y and any given functions of x

Explicit Form

Implicit Form

Solution Curves

Initial Value Problem

Radioactivity. Exponential
Decay
Given an amount of a radioactive
substance, say, 0.5 g (gram), find the
amount present at any later time. Physical
Information. Experiments show that at each
instant a radioactive substance
decomposes and is thus decaying in time
proportional to the amount of substance
present.
Step 1. Setting up a mathematical
model of the physical process.
Now the given initial amount is 0.5 g,
and we can call the corresponding
instant t=0

Radioactivity. Exponential
Decay
Step 2. Mathematical solution

Always check your result

Step 3.
Interpretation of result.

Direction Fields
Derivative is slope of curve

Numerical Method-Eulers
Method
Given an ODE
An initial value
Eulers method yields approximate

solution values at equidistant x-values, h,

as

Numerical Method-Eulers
Method

Numerical Method-Eulers
Method
Let ODE

with initial condition y(0) =0

Verify the solution is

Separable ODEs/Method of Separating

Variable

Method of Separating
Variable

Method of Separating VariableModeling Radioactive Decay

In September 1991 the famous Iceman (Oetzi), a mummy
from the Neolithic period of the Stone Age found in the ice of
the Oetztal Alps (hence the name Oetzi) in Southern Tyrolia
near the AustrianItalian border, caused a scientific sensation.
When did Oetzi approximately live and die if the ratio of
carbon 14C6 to carbon 12C6 in this mummy is 52.5% of that of a
living organism?
Physical Information. In the atmosphere and in living
organisms, the ratio of radioactive carbon 14C6 (made
radioactive by cosmic rays) to ordinary carbon 12C6 is constant.
When an organism dies, its absorption of 14C6 by breathing
and eating terminates. Hence one can estimate the age of a
fossil by comparing the radioactive carbon ratio in the fossil
with that in the atmosphere. To do this, one needs to know the
half-life of 14C6, which is 5715 years (CRC Handbook of
Chemistry and Physics, 83rd ed., Boca Raton: CRC Press,
2002, page 1152, line 9).

Radioactive Decay
Modeling. Radioactive decay is governed by the

ODE
By separation and integration (where t is time

and y0 is the initial ratio of

Since Half life H = 5715

Therefore,

C6 to

14

C6 )

12

Method of Separating VariableModeling Mixing of Liquids

Mixing problems occur quite frequently in

chemical industry. We explain here how to

solve the basic model involving a single
tank. The tank in contains 1000 gal of
water in which initially 100 lb of salt is
dissolved. Brine runs in at a rate of 10 gal
min, and each gallon contains 5 lb of
dissoved 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.

Mixing Problem
Step 1. Setting up a model.
Let y(t) denote the amount of salt in the tank

at time t.
Balance

Step 2. Solution of the model

Method of Separating VariableModeling Heating an Office Building

Suppose that in winter the daytime temperature in a

certain office building is maintained at 70F. The heating

is shut off at 10 P.M. and turned on again at 6 A.M. On a
certain day the temperature inside the building at 2
A.M. was found to be 65F. The outside temperature was
50F at 10 P.M. and had dropped to 40F by 6 A.M. What
was the temperature inside the building when the heat
was turned on at 6 A.M.?
Physical information. Experiments show that the time
rate of change of the temperature T of a body B (which
conducts heat well, for example, as a copper ball does)
is proportional to the difference between T and the
temperature of the surrounding medium (Newtons
law of cooling).

Heating an Office Building

Step 1. Setting up a model.
Let T be the temperature inside the building and

TA the outside temperature (assumed to be

constant in Newtons law). Then by Newtons law,
Step 2. General solution.
Cannot be solved because do not know T A, just
that it varied between 50F and 40F
But we can solve the equation if we take T A as an
average temperature that is 45F.

Step 3. Particular solution. Let 10 P.M. be t =

Heating an Office Building

Step 4. Determination of Constant k.
Use T = 65 at 2 A.M.

Step 5. Answer and interpretation

6 A.M. is t= 8(namely, 8 hours after 10 P.M.)

Hence the temperature in the building dropped 9F

Method of Separating VariableModeling Leaking Tank

The problem is concerned the

outflow of water from a

cylindrical tank with a hole at
the bottom. You are asked to
find the height of the water
in the tank at any time if the
tank has diameter 2 m, the
hole has diameter 1 cm, and
the initial height of the water
when the hole is opened is
2.25 m. When will the tank
be empty?

Modeling Leaking Tank

Physical information. Under the influence of

gravity the outflowing water has velocity

(Torricellis law),
Where, h is the height of the water above the
hole at time t, and is the acceleration of
gravity at the surface of the earth.
Step 1. Setting up the model.
Relate the decrease in water level h to the

outflow. The volume V of the outflow during a

short time t is

Modeling Leaking Tank

Step 2. General Solution

Step 3 Particular Solution (Find c from

Initial Condition)
Step 4 Empty Tank

Extended Method: Reduction to

Separable Form
Let the equation be

Reduction to Separable Form

Exact ODEs
A first order differential equation

Is exact. If
Solution for Exact ODE
Here, k(y) is an integration constant.
To find k find partial derivative of u with
respect y and set it equal to N.

Exact ODE- Example

Solve
Step 1: Test for Exactness
Step 2. Implicit general solution
Determine k

Step 3. Checking an implicit solution.

Factor
If equation
is non-exact than
Can be exact where F an integrating factor,
and function of x and y.
Example

Integrating Factors
Based on condition of exactness
Than,

Theorem 1. If F is function of x only

If not than take F* instead of F and dF/dy for

determining R. Than use
Theorem 2. If F is function of y only

Factor

Step 2. Integrating factor. General

solution.

Linear ODEs
A first-order ODE is said to be linear if it can be

brought into the form by algebra,

Nonlinear if it cannot be brought into this form
If linear equation becomes

Than it is a homogeneous linear equation.

Homogeneous Linear Equations can be solved
by separating variables method.

ODEs

Electric Circuit
Model the RL-circuit in Fig. below and solve

the resulting ODE for the current I(t) A

(amperes), where t is time. Assume that
the circuit contains as an EMF
(electromotive force) a battery of E= 48 V
(volts), which is constant, a resistor of
R=11 (ohms), and an inductor of L= 0.1
H (henrys), and that the current is initially
zero.

Electric Circuit
Physical Laws. A current I in the circuit

causes a voltage drop RI across the resistor

(Ohms law) and a voltage drop
across the conductor, and the sum of these
two voltage drops equals the EMF
(Kirchhoffs Voltage Law, KVL).

Homogeneous Linear ODEs of 2nd

Order
Linear 2nd Order Differential Equation

Nonlinear Equations
If r(x) = 0, Homogeneous Equation

Nonhomogeneous Equation

Homogeneous Linear ODEs:

Superposition Principle

Homogeneous Linear ODEs:

Superposition Principle

Initial Value Problem

Homogeneous Linear ODEs with

Constant Coefficients

Modeling of Free Oscillations

of a MassSpring System
Setting up Model

ODE of the Undamped

System
This is a homogeneous linear ODE with
constant coefficients.

This motion is called a harmonic

oscillation.

ODE of the Damped System

Characteristic Equation

Case I. Overdamping

Case II. Critical Damping

Critical damping is the border case
between nonoscillatory motions (Case I)
and oscillations (Case III).
It occurs if the characteristic equation has
a double root

Case III. Underdamping

Nonhomogeneous ODEs

Outcomes
Mathematical Modeling
Differential Equations
Ordinary Differential Equations
Solution Curves
First Order Ordinary Differential Equations
Solution of 1st order ODEs by Numerical Method
Solution of 1st order ODEs by Separation of Variables
Modeling of First Order Differential Physical Problems

involving Separation of variables

Radioactive Decay
Mixing in Liquids
Leaking in Tanks

Reduction of 1st order ODEs to Separable Form

Self Exercises
Problem Set 1.1, 1.2 and 1.3 from

Ervin Kreyszig, Advance Engineering

Mathematics, 10th Edition.

ENJOY YOUR DAY.