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    Ordinary Differential Equations (Problem Sheet 2) : K R S (T) T K R

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    samir
    The document contains 6 problems related to ordinary differential equations and financial modeling: 1. Find the Picard approximations and limit functions for 8 initial value problems involving first-order differential equations. 2. Determine the time for a tank's dye concentration to reach 1% of its original value as fresh water is used to rinse the tank at a constant rate. 3. Derive an expression for the amount of salt in a tank over time as a saltwater mixture enters and exits the tank at a constant rate. 4. Calculate the amount of salt remaining in a tank after an initial saltwater pouring and rinsing period where water enters and exits at constant rates. 5. Model continuous

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    Ordinary Differential Equations (Problem Sheet 2) : K R S (T) T K R

    Uploaded by

    samir
    12 views1 page
    The document contains 6 problems related to ordinary differential equations and financial modeling: 1. Find the Picard approximations and limit functions for 8 initial value problems involving first-order differential equations. 2. Determine the time for a tank's dye concentration to reach 1% of its original value as fresh water is used to rinse the tank at a constant rate. 3. Derive an expression for the amount of salt in a tank over time as a saltwater mixture enters and exits the tank at a constant rate. 4. Calculate the amount of salt remaining in a tank after an initial saltwater pouring and rinsing period where water enters and exits at constant rates. 5. Model continuous

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    ODE_tutorial2

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    The document contains 6 problems related to ordinary differential equations and financial modeling: 1. Find the Picard approximations and limit functions for 8 initial value problems involving first-order differential equations. 2. Determine the time for a tank's dye concentration to reach 1% of its original value as fresh water is used to rinse the tank at a constant rate. 3. Derive an expression for the amount of salt in a tank over time as a saltwater mixture enters and exits the tank at a constant rate. 4. Calculate the amount of salt remaining in a tank after an initial saltwater pouring and rinsing period where water enters and exits at constant rates. 5. Model continuous

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    12 views1 page

    Ordinary Differential Equations (Problem Sheet 2) : K R S (T) T K R

    Uploaded by

    samir
    The document contains 6 problems related to ordinary differential equations and financial modeling: 1. Find the Picard approximations and limit functions for 8 initial value problems involving first-order differential equations. 2. Determine the time for a tank's dye concentration to reach 1% of its original value as fresh water is used to rinse the tank at a constant rate. 3. Derive an expression for the amount of salt in a tank over time as a saltwater mixture enters and exits the tank at a constant rate. 4. Calculate the amount of salt remaining in a tank after an initial saltwater pouring and rinsing period where water enters and exits at constant rates. 5. Model continuous

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    of 1

    ORDINARY DIFFERENTIAL EQUATIONS

    (Problem Sheet 2)
    1. Find the Picard’s approximations, 𝜙𝑛 (𝑡), 𝑡 = 1,2, ⋯ ; and the limit function 𝜙(𝑡) = lim 𝜙𝑛 (𝑡),
    𝑛→∞
    wherever exists, for the following problems:

    a. 𝑦′ = 2(𝑦 + 1), 𝑦(0) = 0


    b. 𝑦′ = −𝑦 − 1, 𝑦(0) = 0
    c. 𝑦′ = 𝑦 − 𝑡 + 1, 𝑦(0) = 0
    d. 𝑦′ = −𝑦/2 + 𝑡, 𝑦(0) = 0
    e. 𝑦′ = 𝑡𝑦 + 1, 𝑦(0) = 0
    f. 𝑦′ = 𝑡 2 𝑦 − 𝑡, 𝑦(0) = 0
    g. 𝑦′ = 𝑡 2 + 𝑦 2 , 𝑦(0) = 0
    h. 𝑦′ = 1 − 𝑦 3 , 𝑦(0) = 0
    i. 𝑦′ = − sin(𝑦) + 1, 𝑦(0) = 0
    j. 𝑦′ = (3𝑡 2 + 4𝑡 + 1)/2(𝑦 − 1)) 𝑦(0) = 0

    2. Consider a tank used for a hydrodynamic experiments. After one experiment the tank contains 150 𝐿
    of a dye solution with a concentration of 1 𝑔/𝐿. To prepare for the next experiment, the tank is to
    be rinsed with fresh water flowing at a rate of 2 𝐿/𝑚𝑖𝑛. The well-stirred solution flows out at the
    same rate. Find the time that will elapse before the concentration of dye in the tank reaches 1% of
    its original value.

    3. A tank initially contains 120 𝐿 of pure water. A mixture containing a concentration of 𝛾 𝑔/𝐿 of salt
    enters the tank at a rate of 2 𝐿/𝑚𝑖𝑛, and the well-stirred mixture leaves the tank at the same rate.
    Find the expression in terms of 𝛾 for the amount of salt in the tank at any time t. Also find the limiting
    amount of salt in the tank as 𝑡 → ∞.

    4. A tank originally contains 100 𝑔𝑎𝑙 of fresh water. Then water containing 0.5 𝑙𝑏 of salt per gallon is
    poured into the tank at a rate of 2 𝑔𝑎𝑙/𝑚𝑖𝑛2, and the mixture is allowed to leave at the same rate.
    After 10 min the process is stopped, and fresh water is poured into the tank at a rate of 2 𝑔𝑎𝑙/𝑚𝑖𝑛,
    with the mixture again leaving at the same rate. Find the amount of salt in the tank at the end of an
    additional 10 min.

    5. A young person with no initial capital invests k rupees per year at an annual rate of return r. Assume
    that investments are made continuously and that the return is compounded continuously.
    a. Determine the sum S(t) accumulated at time t.
    b. If 𝑟 = 7.5%, determine k so that 10 lac will be available for retirement in 40 years.
    c. If 𝑘 = 𝐼𝑁𝑅 2000/𝑦𝑒𝑎𝑟, determine the return rate r that must be obtained to have 10 lac.

    6. A recent college graduate borrows 10 lac at an interest rate of 9% to purchase an apartment.


    Anticipating a steady salary increase, the buyer expects to make payments at a monthly rate of
    800(1 + 𝑡/200), where t is the number of months since the loan was made.
    a. Assuming that this payment schedule can be maintained, when will the loan be fully paid?
    b. Assuming the same payment schedule, how large a loan could be paid off in exactly 20 years.

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