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IntroductiontoFirstOrderDifferential
Equations
Adifferentialequationisjustanequationwhichinvolves``differentials'',thatistosay,derivatives.A
simpleexampleis
dy
=0,
dt
or,indifferentnotationjusty=0,whereweunderstandthatyisafunctionofanindependentvariablet.
(Weusetbecauseinmanyexamplestheindependentvariablehappenstobetime,butofcourseany
othervariablecouldbeused.)Ify=0,ymustbeconstant.Inotherwords,thegeneralsolutionofthe
givenequationisyc,forsomeconstantc.Anothereasyexampleofadifferentialequationis:
dy
=27.
dt
Thismeansthaty=y(t)hasagraphwhichisalinewithslope27.Thegeneralsolutionofthisequation
isy=27t+c,forsomeconstantc.
Aninitialvalueproblemisaprobleminwhichwegiveadifferentialequationtogetherwithanextra
conditionatapoint,like:
dy
=27,y(0)=3.
dt
Thereisauniquesolutionofthisinitialvalueproblem,namelyy(t)=27t+3.Itcanbefoundbyfirst
findingthegeneralsolutiony=27t+candthenpluggingint=0toget3=27(0)+c,soc=3.
Sometimesthe``initial''conditionmaybespecified,ofcourse,atsomevalueoftheindependentvariable
t,forexample:
dy
=27,y(2)=3.
dt
Thesolutionofthisinitialvalueproblemcanbealsoobtainedbypluggingintothegeneralformy=
27t+c:wesubstitute3=y(2)=27(2)+c,whichgivesthatc=57,andsothesolutionisy(t)=27t+57.
Aslightlymorecomplicatedexampleofadifferentialequationis:
dy
dt
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Thegeneralsolutionis(bytakingantiderivatives)y=cost+t3/3+c.Anotherexample:
dy

=et .

dt
Thisequationhasageneralsolution,butitcannotbeexpressedintermsofelementaryfunctionslike
polynomials,trigs,logs,andexponentials.(Thesolutionisthe``errorfunction''thatisusedinstatisticsto
definetheGaussianornormalprobabilitydensity.)Oneoftheunfortunatefactsaboutdifferential
equationsisthatwecannotalwaysfindsolutionsasexplicitcombinationsofelementaryfunctions.So,in
general,wehavetousenumerical,geometric,andgraphicaltechniquesintheanalysisofpropertiesof
solutions.
2

Theexamplesjustgivenaretooeasy(evenify=et doesn'tlookthateasy),inthesensethattheycan
allbesolved,atleasttheoretically,bytakingantiderivatives.Thesubjectofdifferentialequationsdeals
withfarmoregeneralsituations,inwhichtheunknownfunctionyappearsonbothsidesoftheequation:
y=f(t,y)
orevenmuchmoregeneraltypes:systemsofmanysimultaneousequations,higherorderderivatives,and
evenpartialderivativeswhenthereareotherindependentvariables(whichleadsto``partialdifferential
equations''andarethesubjectofmoreadvancedcourses).
Oneaspectofdifferentialequationsiscomparativelyeasy:ifsomeonegivesusanallegedsolutionofan
equation,wecancheckwhetherthisisso.Checkingismucheasierthanfinding!(Analogy:ifIaskyou
tofindasolutionofthealgebraicequation10000x590000x4+65100x3+61460x2+13812x+972=0it
maytakeyousometimetofindone.Ontheotherhand,ifItellyouthatx=3/2isaroot,youcancheck
whetherIamtellingthetruthornotveryeasily:justpluginandseeifyougetzero.)Forexample,if
someoneclaimsthatthefunction
1
y=

1+t2

isasolutionoftheequationy=2ty2,wecancheckthatsheisrightbypluggingin:
2t
1
1 2
=2t

=
.
2
2
2
2
(1+t )
1+t
1+t
Butifsomeoneclaimsthaty=[1/(1+t)]isasolution,wecanprovehimtobewrong:
1
1
1 2

=
2t

2
1+t
1+t
(1+t)

becausethetwolastfunctionsoftarenotthesame.
Inthissection,wediscussseveralsimpleexamplesoffirstorderdifferentialequations.

1AboutModeling
Mostapplicationsofmathematics,andinparticular,ofdifferentialequations,proceedasfollows.
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Startingfroma``wordproblem''descriptionofsomeobservedbehaviororcharacteristicofthereal
world,weattempttoformulatethesimplestsetofmathematicalequationswhichcapturetheessential
aspects.Thissetofequationsrepresentsamathematicalmodelofreality.Thestudyofthemodelisthen
carriedoutusingmathematicaltools.Thepowerofmathematicsisthatitallowsustomakequantitative
and/orqualitativeconclusions,andpredictionsaboutbehaviorswhichmaynothavebeenanexplicitpart
oftheoriginalworddescription,butwhichnonethelessfollowlogicallyfromthemodel.
Sometimes,itmayhappentheresultsofthemathematicalstudyofthemodelturnouttobeinconsistent
withfeaturesfoundinthe``realworld''originalproblem.Ifthishappens,wemustmodifyandadaptthe
model,forexamplebyaddingextraterms,orchangingthefunctionsthatweuse,inordertoobtaina
bettermatch.Goodmodeling,especiallyinscienceandengineering,isoftentheresultofseveral
iterationsofthe``model/realitycheck/model''loop!

2UnrestrictedPopulationGrowth
WhendealingwiththegrowthofabacterialcultureinaPetridish,atumorinananimal,orevenan
entirepopulationofindividualsofagivenspecies,biologistsoftenbasetheirmodelsonthefollowing
simplerule:
Theincreaseinpopulationduringasmalltimeintervaloflengthtisproportionaltotand
tothesizeofthepopulationatthestartoftheinterval.
Forexample,statisticallyspeaking,wemightexpectthatonechildwillbeborninanygivenyearfor
each100people.Theproportionalityrulethensaysthattwochildrenperyeararebornforevery200
people,orthatthreechildrenarebornforeach100peopleoverthreeconsecutiveyears.(Tobemore
precise,therateofincreaseshouldbethoughtofasthe``net''rate,aftersubtractingpopulation
decreases.)
Theruleisonlyvalidforsmallintervals(smallt),sinceforlargetoneshouldalsoinclude
compoundingeffects(childrenofthechildren),justastheinterestwhichabankgivesusonsavings(or
chargesusonloanbalances)getscompounded,givingahighereffectiverate.
LetuscallP(t)thenumberofindividualsinthepopulationatanygiventimet.Thesimplestwayto
translateintomaththeassumptionthat``theincreaseinpopulationP(t+t)P(t)isproportionaltotand
toP(t)''istowrite
P(t+t)P(t)=kP(t)t

(1)

forsomeconstantk.NoticehowthisequationsaysthattheincreaseP(t+t)P(t)istwiceasbigiftis
twiceasbig,oriftheinitialpopulationP(t)istwiceasbig.
Example:inthe``onechildper100peopleperyear''rule,wewouldtakek=102,ifwearemeasuring
thetimetinyears.So,ifatthestartof1999wehaveapopulationof100,000,000,thenatthebeginning
oftheyear2001=1999+2thepopulationshouldbe(uset=2):
P(2001)=P(1999)+102P(1999)t=108+102108(2)=102,000,000
accordingtotheformula.Ontheotherhand,bytheendofJanuary3rd,1999,thatis,witht=3/365,we
wouldestimateP(1999+3/365)=108+102108(3/365)100,008,219individuals.Ofcourse,therewill
berandomvariations,butonaverage,suchformulasturnouttoworkquitewell.
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Theequation(1)canonlybeaccurateiftissmall,sinceitdoesnotallowforthe``compoundinterest''
effect.Ontheotherhand,onecanview(1)asspecifyingastepbystepdifferenceequationasfollows.
Picka``small''t,letussayt=1,andconsiderthefollowingrecursion:
P(t+1)=P(t)+kP(t)=(1+k)P(t)

(2)

fort=0,1,2,.ThenwecomputeP(2)notasP(0)+2kP(0),butrecursivelyapplyingtherule:P(2)=
(1+k)P(1)=(1+k)2P(0).Thisallowsustoincorporatethecompoundingeffect.Ithasthedisadvantage
thatwecannottalkaboutP(t)forfractionalt,butwecouldavoidthatproblembypickingasmallerscale
fortime(forexample,days).Amoreseriousdisadvantageisthatitishardtostudydifferenceequations
usingthepowerfultechniquesfromcalculus.Calculusdealswiththingssuchasratesofchange
(derivatives)muchbetterthanwithfiniteincrements.Therefore,whatwewilldonextistoshowhowthe
problemcanbereformulatedintermsofadifferentialequation.Thisisnottosaythatdifference
equationsarenotinteresting,however.Itisjustthatdifferentialequationscanbemoreeasilystudied
mathematically.
Ifyouthinkaboutit,youhaveseenmanygoodexamplesofthefactthatusingderivativesandcalculusis
usefulevenforproblemsthatseemnottoinvolvederivatives.Forexample,ifyouwanttofindaninteger
tsuchthatt2189t+17isassmallaspossible,youcouldtryenumeratingallpossibleintegers(!),oryou
couldinsteadpretendthattisarealnumberandminimizet2189t+17bysettingthederivativetozero:
2t189=0andeasilyfindingtheanswert=94.5,whichthenleadsyou,sinceyouwantedaninteger,tot
=94ort=95.
Backtoourpopulationproblem,inordertousecalculus,wemustallowPtobeanyrealnumber(even
though,inpopulationstudies,onlyintegersPwouldmakesense),andwemustalsoallowthetimettobe
anyrealnumber.Letusseewhereequation(1)leadsus.Ifwedividebyt,wehave
P(t+t)P(t)
=kP(t).
t
Thisequationholdsforsmallt,sowemaylett0.Whatisthelimitof[(P(t+t)P(t))/(t)]ast
0?Itis,asyourememberfromCalculusI(yes,youdo),thederivativeofPevaluatedatt.Soweendup
withourfirstdifferentialequation:
(3)
P(t)=kP(t).
Thisisthedifferentialequationforpopulationgrowth.Wemayreaditlikethis:
TherateofchangeofPisproportionaltoP.
Thesolutionofthisdifferentialequationiseasy:sinceP(t)/P(t)=k,thechainruletellsusthat
(lnP(t))=k,
andsoweconcludethatlnP(t)=kt+cforsomeconstantc.Takingexponentialsofbothsides,wededuce
thatP(t)=ekt+c=Cekt,whereCisthenewconstantec.Evaluatingatt=0wehavethatP(0)=Ce0=C,
andwethereforeconclude:
P(t)=P(0)ekt.
(Actually,wecheatedalittle,becauseP/Pdoesn'tmakesenseifP=0,andalsobecauseifPisnegative
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thenweshouldhaveusedln(P(t)).ButonecaneasilyprovethattheformulaP(t)=P(0)ektisalways
valid.Inanycase,forpopulationproblems,Pispositive.)
Whichisbetterinpractice,tousethedifferenceequation(2)orthedifferentialequation(3)?Itishardto
say:theanswerdependsontheapplication.Mathematically,differentialequationsareusuallyeasierto
analyze,althoughsometimes,aswhenwestudychaoticbehaviorinsimpleonedimensionalsystems,
differenceequationsmaygivegreatinsight.Also,weoftenusedifferenceequationsasabasisof
numericaltechniqueswhichallowustofindanapproximationofthesolutionofadifferentialequation.
Forexample,Euler'smethod,whichwewillmeetsoon,basicallyreversestheprocessofgoingfrom(1)
to(3).
Letusnowlookatsomemoreexamplesofdifferentialequations.

3LimitstoGrowth:LogisticEquation
Often,therearelimitsimposedbytheenvironmentonthemaximalpossiblesizeofapopulation:not
enoughnutrientsforalargebacterialculture,insufficientfoodforthehumanpopulationofanisland,ora
smallhuntingterritoryforagivenanimalspecies.Ecologiststalkaboutthecarryingcapacityofthe
environment,anumberNwiththepropertythatnopopulationsPNaresustainable.Ifthepopulation
startsbiggerthanN,thenumberofindividualswilldecrease.Tocomeupwithanequationthat
representsthissituation,wefollowthesamestepsthatwedidbefore,exceptthatnowwehavethat
P(t+t)P(t)shouldbenegativeifP(t)N.Inotherwords,wehaveP(t+t)P(t)=f(P(t))t,wheref(P)
isnotjust``kP''butshouldbeinsteadamorecomplicatedexpressioninvolvingP,andwhichhasthe
propertiesthat:
f(0)=0(noincreaseinthepopulationifthereisnoonearoundtostartwith!),
f(P)0when0PN(thepopulationincreaseswhilethereareenoughresources),and
f(P)0whenPN.
Takinglimitsjustlikewedidbefore,wearrivetothedifferentialequation:
P(t)=f(P(t)).
Fromnowon,wewilldropthe``t''whenitisobvious,andusetheshorthandnotationP=f(P)insteadof
themoremessyP(t)=f(P(t)).Wemuststilldecidewhatfunction``f''isappropriate.Becauseofthe
propertieswanted(f(0)=0,f(P)0when0PN,f(P)0whenPN),thegraphoffasafunctionof
Pshouldlookmoreorlesslikethis:

ThesimplestchoiceisaparabolawhichopensdownwardandhaszeroesatP=0andP=N:f(P)=
cP(PN),withc0,or,withk=cN,f(P)=kP(1P/N).Wearriveinthiswaytothelogisticpopulation
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model
P
P=kP 1 .
N

(4)

(Remember:thisisshorthandforP(t)=kP(t)(1P(t)/N).)

4SolutionofLogisticEquation
LikeP=kP,equation(4)isoneofthose(comparativelyfew)equationswhichcanactuallybesolvedin
closedform.Tosolveit,wedoalmostthesamethatwedidwithP=kP(thisisanexampleofthe
methodofseparationofvariables):wewritetheequationasdP/dt=kP(1P/N),formallymultiplyboth
sidesbydtanddividebyP(1P/N),arrivingat
dP
=k.
P(1P/N)
Nextwetakeantiderivativesofbothsides,obtaining
dP

= kdt.
P(1P/N)

Therighthandsidecanbeevaluatedusingpartialfractions:
1
N
1
1
=
= +
P(1P/N)
P(NP)
P NP
so
lnPln(NP)+c1=kt+c2
forsomeconstantsc1andc2,or,withc=c2c1,
P
ln
=kt+c
NP

and,takingexponentialsofbothsides,
P
=Cekt
NP

(5)

(6)

withC=ec.ThisisanalgebraicequationforP,butwecangoalittlefurtherandsolveexplicitly:

P=Cekt(NP)CektP+P=CektNP=

CektN
=
Cekt+1

1
1+
C

ekt

Finally,tofindC,wecanevaluatebothsidesofequation(6)att=0:
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P(0)

C=

NP(0)
andthereforeconcludethat
P(0)N
P(t)=

P(0)+[NP(0)]ekt

(7)

Observethat,sinceekt0ast,P(t)N,whichisnotsurprising.(Why?)
Homeworkassignment:useacomputertoplotseveralsolutionsoftheequation,forvariousvaluesofN
andofP(0).

5Some``SmallPrintLegalDisclaimers''
(Youmaywanttoskipthissectioninafirstreading.)
Wecheatedabitwhenderivingthesolutionforthelogisticequation.Firstofall,wewentabittoofast
overthe``dividebydt''business.Whatisthemeaningofdividingbythedifferential?Well,itturnsout
thatitisOKtodothis,becausewhatwedidcanbeinterpretedas,basically,justawayofapplying
(backwards)thechainrule.Letusjustifytheabovestepswithoutusingdifferentials.Startingfromthe
differentialequation(4),wecanwrite,assumingthatP0andPN(sothatwearenotdividingby
zero):
P

=k.
(8)
P(1P/N)
Now,oneantiderivativeof[1/(P(1P/N))],asafunctionofP,isthefunctionQ(P)=ln([(P)/(NP)])(let
ussupposethatNP,sotheexpressioninsidethelogispositive).So,thechainrulesaysthat
dQ(P(t))
dQ dP
1
=
=
P(t).
dt
dP dt
P(1P/N)
Therefore,equation(8)givesusthat
dQ(P(t))
=k
dt
fromwhichwethenconclude,bytakingantiderivatives,that
Q(P(t))=kt+c
whichisexactlythesameastheequation(5),whichhadbeforebeenobtainedusingdifferentials.In
general,wecanalwaysjustify``separationofvariables''solutionsinthismanner,butfromnowonwe
willskipthisstepandusetheformalmethod.
Thereisstillasmallgapinourarguments,namelyweassumedthatP0andthatPN(sothatwe
werenotdividingbyzero)andalsoNP,sotheexpressioninsidethelogwaspositive.We'llseelater,
whenwecoveruniquenessofsolutionsthat,becauseP=0andP=Nareequilibriaofthesystem,any
solutionthatstartswithP(0)NwillalwayshaveP(t)N,andasimilarpropertyistrueforeachofthe
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intervalsP0and0PN.Sowecantreateachofthecasesseparately.
IfNP,thentheantiderivativeisln|[(P)/(NP)]|(thatis,weuseabsolutevalues).Butthisdoesn't
changethegeneralsolution.Allitmeansisthatequation(6)becomes
P

=Cekt
NP
whichcanalsobewrittenasin(6)butwithCnegative.WecantreatthecaseP0inthesameway.
Finally,theexceptionalcaseswhenPcouldbezeroorNaretakencareofoncewenoticethatthegeneral
solution(7)makessensewhenP(0)=0(wegetP0)orwhenP(0)=N(wegetPN).

6Equilibria
Observethatif,forsometimet0,ithappensthatP(t0)=0,thentherighthandsideofthedifferential
equation(4)becomeszero,soP(t0)=0,whichmeansthatthesolutioncannot``move''fromthatpoint.
SothevalueP=0isanequilibriumpointfortheequation:avaluewiththepropertythatifwestart
there,thenwestaythereforever.Thisisnotaparticularlydeepconclusion:ifwestartwithzero
populationwestaywithzeropopulation.AnotherrootoftherighthandsideisP=N.IfP(t0)=NthenP
(t0)=0,soifwestartwithexactlyNindividuals,thepopulationalsoremainsconstant,thistimeatN.
Again,thisisnotsurprising,sincethemodelwasderivedundertheassumptionthatpopulationslarger
thanNdecreaseandpopulationslessthanNincrease.
Ingeneral,foranydifferentialequationoftheformy=f(y),wesaythatapointy=aisanequilibriumif
aisarootoff,thatis,f(a)=0.Thismeansthatifwestartaty=a,wecannotmoveawayfromy=a.Or,
putinadifferentway,theconstantfunctiony(t)aisasolutionofy=f(y)(becausey(t)=a0and
alsof(y(t))=f(a)=0.Onesaysalsothattheconstantfunctiony(t)=aisanequilibriumsolutionofy=
f(y).
Theanalysisofequilibriaallowsustoobtainasubstantialamountofinformationaboutthesolutionsofa
differentialequationofthetypey=f(y)withverylittleeffort,infactwithoutevenhavingtosolvethe
equation.(For``nonautonomous''equations,whentappearsintherighthandside:y=f(t,y),thismethod
doesn'tquitework,becauseweneedtoplotfagainsttwovariables.Thetechniqueofslopefieldsis
usefulinthatcase.)Thefundamentalfactthatweneedisthatassumingthatfisadifferentiablefunction
notrajectorycanpassthroughanequilibrium:ifareeveratanequilibrium,wemusthavealwaysbeen
thereandwewillremainthereforever.Thiswillbeexplainedlater,whencoveringuniquenessof
solutions.
Forexample,supposethatweknowthattheplotoff(y)againstylookslikethis:

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wherewelabeledthepointswheref(y)hasroots,thatistosay,theequilibriaofy=f(y).
Wecanconcludethatanysolutiony(t)ofy=f(P)whichstartsjusttotherightofAwillmove
rightwards,becausef(y)ispositiveforallpointsbetweenAandB,andsoy0.Moreover,wecannot
crosstheequilibriumB,soanysuchtrajectorystaysintheinterval(A,B)and,astincreases,itapproaches
asymptoticallythepointB.Tosummarize,ify(0)=y0withy0(A,B),thenthegraphofthesolutiony(t)
ofy=f(y)mustlookmoreorlesslikethis:

Homeworkassignment:Forthesamefunctionfshownabove,giveanapproximateplotofasolutionofy
=f(y)forwhichy(0)(B,C).Repeatwithy(0)(C,D)andwithy(0)(D,E).

7MoreExamples
Letusdiscusssomemoreeasyexamples.
PopulationsunderHarvesting
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Letusreturntothepopulationmodel(4)
P
P=kP 1
N
whichdescribespopulationgrowthunderenvironmentalconstraints.SupposethatP(t)representsthe
populationofaspeciesoffish,andthatfishingremovesacertainnumberKoffisheachunitoftime.
ThismeansthattherewillbeaterminP(t+t)P(t)equaltoKt.Whenwedividebytandtakelimits,
wearriveattheequationforresourcesunderconstantharvesting:
P
P=kP 1 K.
N
Manyvariationsarepossible.Forexample,itismorerealistictosupposethatacertainproportionoffish
arecaughtperunitoftime(themorefish,theeasiertocatch).Thismeansthat,insteadofatermKtfor
howmanyfisharetakenawayinanintervaloflengtht,we'dnowhaveatermoftheformKP(t)t,
whichisproportionaltothepopulation.ThedifferentialequationthatweobtainisnowP=kP(1P/N)
KP.Or,ifonlyfishnearthesurfacecanbecaught,theproportionoffishcaughtperunitoftimemay
dependonthepowerP2/3(doyouunderstandwhy?areyousure?).ThiswouldgiveustheequationP=
kP(1P/N)KP2/3.
Epidemics
Thespreadofepidemicsisanotherexamplewhosestudycanbecarriedoutusingdifferentialequations.
SupposethatS(t)countsthenumberofindividualsinfectedwithacertainvirus,attimet,andthatpeople
mixrandomlyandgetinfectedfromeachotheriftheyhappentobeclose.Onemodelisasfollows.The
increaseinthenumberofinfectedindividualsS(t+t)S(t)duringatimeintervaloflengthtis
proportionaltothenumberofcloseencountersbetweensickandhealthyindividuals,thatis,to
S(t)H(t)t,becauseS(t)H(t)isthetotalnumberofpairsof(sick,healthy)individuals,andthelongerthe
interval,themorechancesofmeeting.Takinglimitsasusual,wearrivetoS(t)=kS(t)H(t),wherekis
someconstant.IfthetotalnumberofindividualsisN,thenH(t)=NS(t),andtheequationbecomes:
S=kS(t)(NS(t))
whichisverysimilar,itturnsout,tothelogisticequation.Therearemanyvariationsofthisidea.For
instance,ifineveryttimeintervalacertainproportionofinfectedindividualsgetcured,we'dhavea
termkS(t).
ChemicalReactions
Chemicalreactionsalsogiverisetosimilarmodels.LetussaythattherearetworeactantsAandB,
whichmaycombinetogiveCviaA+BC(foreachmoleculeofAandB,weobtainamoleculeofC).If
thechemicalsarewellmixed,thechanceoftwomoleculescombiningisproportionaltohowmanypairs
thereareandtothelengthoftimeelapsed(justlikewiththeinfectionmodel,moleculesneedtogetclose
enoughtoreact).Soc(t)=ka(t)b(t),wherea(t)istheamountofAattimetandb(t)theamountofB.If
westartwithamountsa0andb0respectively,andwehavec(t)moleculesofCattimet,thismeansthat
a(t)=a0c(t)andb(t)=b0c(t),sinceonemoleculeofAandBwasusedupforeachmoleculeofCthat
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wasproduced.Sotheequationbecomes
c=k(a0c)(b0c).
AirResistance
Asalastexample,letustakeabodymovinginair(oranotherfluid).Forlowspeeds,airresistance
(drag)isproportionaltothespeedoftheobject,andactstoslowdowntheobject,inotherwords,itacts
asaforcekv,inadirectionoppositetomovement,wherevistheabsolutevalueofthevelocity.
Supposethatabodyisfallingtowardstheearth,andletustake``down''asthepositivedirectionof
movement.Inthatcase,Newton's``F=ma''lawsaysthatthemasstimestheaccelerationvisequalto
thetotalforceonthebody,namelymg(itsweight)plustheeffectofdrag,whichiskv(becausetheforce
actsoppositetothedirectionofmovement):
mv=mgkv.
Forlargevelocities,dragisoftenmodeledmoreaccuratelybyaquadraticeffectkv2inadirection
oppositetomovement.Thiswouldleadtoanequationlikemv=mgkv2forthevelocityofafalling
object.
Newton'sLawofCooling
Thetemperatureinsideabuildingisassumedtobeuniform(sameineveryroom)andisgivenbyy(t)as
afunctionofthetimet.Theoutsideairisattemperaturea(t),whichalsodependsonthetimeoftheday,
andthereisafurnacewhichsuppliesheatatarateh(t)(or,fornegativeh,anairconditioningunitwhich
removesheatatthatrate).Whatisthetemperatureinthebuilding?Newton'slawofcoolingtellsusthat
therateofchangeoftemperaturedy/dtwilldependonthedifferencebetweentheinsideandoutside
temperatures(thegreaterthedifference,thefasterthechange),withatermaddedtomodeltheeffectof
thefurnace:
mcy(t)=k(y(t)a(t))+h(t),
wherethemassofairinthebuildingistheconstantm(nowindowscanbeopened,anddoorsareusually
tightlyclosed,beingopenedrarelyandbriefly,soweassumethatmisaconstant),cisapositiveconstant
(theheatcapacity),andkisanotherpositiveconstant(whichisdeterminedbyinsulation,buildinglayout,
etc).
MixingProblems
(Seebookforthis.)

8HomeworkProblem
Youshouldmatchthefollowingworddescriptionsanddifferentialequations.
Morethanoneequationmaymatchadescription,andviceversa.
Descriptions:
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IntroductiontoFirstOrderDifferentialEquations

1.Therateofchangeofthepopulationofacertaincountry,whichdependsonthebirthanddeath
ratesaswellasonthenumberofimmigrants,whoarriveataconstantrateintothecountry.
2.Therateofchangeofthepopulationofacertaincountry,whichdependsonthebirthanddeath
rates,butthereisanetemigrationfromthecountry(ataconstantrate).
3.Fishinacertainarea,whichreproduceinproportiontothepopulation,subjecttolimitsimposed
bythecarryingcapacityoftheenvironment,andthepopulationofwhichisalsoreducedbyfishing
whichproceedsataconstantrate.
4.Thetemperatureofabuilding,whentheoutsidetemperaturevariesperiodically(itgoesdown
duringthenight,upduringtheday)andthereisnoheatingorairconditioning.
5.Thetemperatureofabuilding,whentheoutsidetemperaturevariesperiodically(itgoesdown
duringthenight,upduringtheday)andheatingisbeingappliedataconstantrate.
6.Thetemperatureofabuilding,whentheoutsidetemperatureisconstant,andthereisnoheatingor
airconditioning.
7.Thetemperatureofabuilding,whentheoutsidetemperatureisconstant,andheatingisbeing
appliedataconstantrate.
8.Theamountofmoneyinasavingsaccount,wheninterestiscompoundedcontinuously,andalso
additionalmoneyisbeingaddedataconstantrate(thepersonalwaysdepositsacertainpercentage
ofherpaycheck).
9.Therateofchangeofthevolumeofaraindrop,whichevaporatesatarateproportionaltoits
surfacearea.
10.Therateofchangeofthevolumeofaraindrop,whichevaporatesatarateproportionaltoits
diameter.
11.Themassofaradioactivesubstancewhichisdecaying(atarateproportionaltotheamount
present).
12.Theamountofchlorineinaswimmingpoolchlorinatedwaterisaddedatafixedrate,thewaterin
thepooliswellmixed,andwaterisbeingremovedfromthepoolsothatthetotalvolumeis
constant.
Equations(allconstantsarepositive):
y=kyAnswer(s):
y=ky+cAnswer(s):
y=ky1/3Answer(s):
y=ky2/3Answer(s):
y=ky(Ky)Answer(s):
y=ky(Ky)+cAnswer(s):
http://www.math.rutgers.edu/~sontag/252/models.html

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IntroductiontoFirstOrderDifferentialEquations

y=ky(Ky)cAnswer(s):
y=k(ysint)+cAnswer(s):
y=k(ysint)Answer(s):
y=k(ysint)cAnswer(s):
y=k(yK)+cAnswer(s):
y=k(yK)cAnswer(s):
y=k(yK)Answer(s):
y=kyAnswer(s):
y=ky+cAnswer(s):
y=kycAnswer(s):
FiletranslatedfromTEXbyTTH,version2.00.
On31Jan1999,19:11.

http://www.math.rutgers.edu/~sontag/252/models.html

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