Differential Equations as Mathematical Models

Introduction: Introduction:
Mathematicalmodelsaremathematical
descriptions of something descriptionsofsomething.
Levelofresolution
Makesomereasonableassumptionsabout p
thesystem.
Thestepsofmodelingprocessareasfollowing
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Steps in Constructing Mathematical Models
Identifyindependent anddependent variablesandassign Identify independent and dependent variables and assign
letters to represent them.
Choose the units of measure for each variable.
Articulate the basic principle that underlies or governs the
problem you are investigating. This requires your being
familiar withthefieldinwhichtheproblemoriginates familiar with the field in which the problem originates.
Express the principle or law in the previous step in terms of
the variables identified at the start. This may involve the use y
of intermediate variables related to the primary variables.
Make sure each term of your equation has the same physical
i units.
The result may involve one or more differential equations.
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A ti
Mathematics Express assumptions in terms
Assumptions
formulation
p p
of different equations
If necessary,
alter assumptions
or increase resolution
Solve the DEs
or increase resolution
of the model
Check model
predictions
with know
Obtain
solution
Display model predictions,
e.g., graphically
with know
facts
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Example 1: Free Fall
Formulate a differential equation describing motion of an
object falling in the atmosphere near sea level.
Variables: time t, velocity v
Newtons 2
nd
Law: F = ma = m(dv/dt) net force
Force of gravity: F = mg downward force
Force of air resistance: F = v upward force
Then
T ki 98 /
2
10k 2k / Taking g = 9.8 m/sec
2
, m = 10 kg, = 2 kg/sec,
we obtain
v v 2 . 0 8 . 9 =
'
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Example 1: Sketching Direction Field
Using differential equation and table, plot slopes (estimates)
b l h l i hi ll d on axes below. The resulting graph is called a direction
field. (Note that values of v do not depend on t.)
v v'
0 9.8
5 8.8
10 7 8 10 7.8
15 6.8
20 5.8
25 4 8 25 4.8
30 3.8
35 2.8
40 1.8
45 0.8
50 -0.2
55 -1.2
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60 -2.2
Example 1: Sketching Direction Field
Sample Matlabcommands for graphing a direction field:
>>[x,y]=meshgrid(0:.5:10,0:5:80);
>>dy = 9.8 0.2*y;
>>d ( i (d )) >>dx=ones(size(dy));
>>quiver(x,y,dx,dy);
When graphing direction fields, be sure to use an appropriate
window, in order to display all equilibrium solutions and
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relevant solution behavior.
Example 1: Direction Field & Equilibrium Solution
Arrows give tangent lines to solution curves, and indicate
h l i i i d i ( db h h) where soln is increasing & decreasing (and by how much).
Horizontal solution curves are called equilibrium solutions.
Use the graph below to solve for equilibrium solution, and
then determine analytically by setting v' = 0.
0 2 0 8 9
: 0 Set
=
=
'
v
v
2 0
8 . 9
0 2 . 0 8 . 9
=
=
v
v
49
2 . 0
= v
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Example 2: Mice and Owls
Consider a mouse population that reproduces at a rate proportional
to the current population, with a rate constant equal to 0.5
mice/month (assuming no owls present).
Wh l t th t th i S th t th l When owls are present, they eat the mice. Suppose that the owls
eat 15 per day (average). Write a differential equation describing
mousepopulationinthepresenceof owls (Assumethat thereare mouse population in the presence of owls. (Assume that there are
30 days in a month.)
Solution:
450 5 . 0 = p
dt
dp
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Example 3: Draining a Tank
FromTorricellisLaw,thespeedofthewater p
leavingthetankis,thenvolumeof
the water leaving the tank is Thus if gh A
h
2
gh 2 = v
thewaterleavingthetankis.Thusif
V(t)denotesthevolumeofwaterinthetank
at time t
gh A
h
2
attimet,
gh A
d
dV
h
2 =
Since we have V(t) = A
w
h, then
g
dt
h
SincewehaveV(t) A
w
h,then
gh
A
A
d
dh
h
2 =
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g
A dt
w
Example 4: A Slipping Chain
Weightofthechain
W L =
Massofthechain
Net force
( )
2
32 32 / m W g L g ft s = = =
L L
F 2 ) ( ) ( Netforce
h
x x x F 2 )
2
( )
2
( = + =
Wehave
2
x d L
or 2
32
2
x
dt
x d L

=
0
64
2
2
= x
L dt
x d
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L dt
Solution to General Equation
To solve the general equation
we use methods of calculus, as follows.
b ay y =
'
dt a
a b y
dy
a
a b y
dt dy
a
b
y a
dt
dy
=

|
.
|

\
|
=
} }
/ /
/
C at C at
C at
e c ce a b y e e a b y
e a b y C t a a b y
= + = =
= + =
+
, / /
/ / ln
Thus the general solution is
y y ,
b
wherec isaconstant.
,
at
ce
a
b
y + =
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where c is a constant.
Initial Value Problem
Next, we solve the initial value problem
Frompreviousslide, thesolutiontodifferential equationis
0
) 0 ( , y y b ay y = =
'
From previous slide, the solution to differential equation is
Usingtheinitial conditiontosolvefor c weobtain
at
ce a b y + =
Using the initial condition to solve for c, we obtain
b
y c ce
b
y y = + = =
0
0
0
) 0 (
and hence the solution to the initial value problem is
a a
at
e
a
b
y
a
b
y
(

+ =
0
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Equilibrium Solutions
Ingeneral for adifferential equationof theform In general, for a differential equation of the form
findequilibriumsolutionsbysettingy' = 0andsolvingfor y:
, b ay y =
'
find equilibrium solutions by setting y = 0 and solving for y:
a
b
t y = ) (
Example: Find the equilibrium solutions of the following.
a
) 2 ( 3 5 2 + =
'
+ =
'
=
'
y y y y y y y ) 2 ( 3 5 2 + = + = = y y y y y y y
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Example 2: Solution of Initial Value Problem
We have infinitely many solutions to our equation, y y q ,
sincek isanarbitraryconstant.
, 900 450 5 . 0
5 . 0 t
ce p p p + = =
'
since k is an arbitrary constant.
Graphs of solutions (integral curves) for several values of c,
and direction field for differential equation, are given below. q g
Choosing c = 0, we obtain the equilibrium solution, while for
c = 0, the solutions diverge fromequilibrium solution.
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Example 2: Solution of Initial Value Problem
A differential equation often has infinitely many solutions. If
a point on the solution curve is known, such as an initial
condition, then this determines a unique solution.
In the mice/owl differential equation, suppose we know that
the mice population starts out at 850. Then p(0) = 850, and
t
ce p
ce t p
0
5 . 0
900 850 ) 0 (
900 ) (
+ = =
+ =
c
: Solution
50=
t
e t p
5 . 0
50 900 ) ( =
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Solutions to Differential Equations
A solution |(t) to an ordinary differential equation
( )
satisfies the equation:
( )
) 1 ( ) (
, , , , , ) (

' ' '
=
n n
y y y y t f t y
q
Example: Verifythefollowingsolutionsof theODE
( )
) 1 ( ) (
, , , , , ) (

' ' '
=
n n
t f t | | | | |
Example: Verify the following solutions of the ODE
t t y t t y t t y y y sin 2 ) ( , cos ) ( , sin ) ( ; 0
3 2 1
= = = = +
' '
Three important questions in the study of differential
equations:
Is there a solution? (Existence)
If there is a solution, is it unique? (Uniqueness)
If thereisasolution howdowefindit?
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If there is a solution, how do we find it?
(Analytical Solution, Numerical Approximation, etc)