Dif Eq S03

Elementary Differential Equation
Session 3
2.3
Sahar Qajar
Sharif University of Technology
Spring 2024
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Modeling with First-Order Differential Equations
▶ Step 1: Construction of the Model.

▶ Step 2: Analysis of the Model.
▶ Step 3: Comparison with Experiment or
Observation.
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Mixing
At time t = 0 a tank contains Q0 lb of salt dissolved

in 100 gal of water. Assume that water containing
1
lb of salt per gallon is entering the tank at a rate
4
of r gal/min and that the mixture is draining from
the tank at the same rate. Set up the initial value
problem that describes this flow process.
1. Find the amount of salt Q(t) in the tank at any
time, and also find the limiting amount QL that
is present after a very long time.
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Mixing
2. If r = 3 and Q0 = 2QL , find the time T after

which the salt level is within 2% of QL .
3. Find the flow rate that is required if the value of
T is not to exceed 45 min.
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Mixing
dQ
= rate in − rate out
dt
1
▶ rate in = lb/Gal times the flow rate r gal/min,
4
r
or lb/min.
4
rQ(t)
▶ rate out = lb/min.
100
(The concentration throughout the tank is the
Q(t)
same, namely, lb/gal.)
100
dQ r rQ(t)
= −
dt 4 100.
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Mixing
dQ rQ(t) r
+ =
dt 100 4
Q(0) = Q0
The integrating factor is ert/100 . The general
solution is:
Q(t) = 25 + ce−rt/100
=⇒ c = Q0 − 25
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Mixing
Q(t) = 25 + (Q0 − 25)e−rt/100

=⇒ Q(t) = 25(1 − e−rt/100 ) + Q0 e−rt/100
=⇒ lim Q(t) = 25
t→∞
=⇒ QL = 25
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Mixing
Figure: Integral Solutions of the initial value problem

dQ/dt = r/4 − rQ/100. Q(0) = Q0 for r = 3 and several values of Q0 .
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Mixing
r = 3, Q0 = 2QL = 50 =⇒ Q(t) = 25 + 25e−0.03t
2% of 25 is 0.5 =⇒ Q(T) = 25.5

=⇒ 25 + 25e−0.03T = 25.5 =⇒ e0.03T = 50
ln(50) ∼
=⇒ T = = 130.4 (min)
0.03
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Mixing
T = 45 =⇒ r =?
Q(t) = 25 + (Q0 − 25)e−rt/100
t := 45, Q0 := 50, Q(t) := 25.5
=⇒ 25.5 = 25 + 25e−0.45r
=⇒ e0.45r = 50
100
=⇒ r = ln(50) ∼
= 8.96 gal/min
45
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Compound Interest
Suppose that a sum of money, S0 , is deposited in a

bank or money fund that pays interest at an annual
rate r. The value S(t) of the investment at any time
t depends on the frequency with which interest is
compounded as well as on the interest rate.
Financial institutions have various policies
concerning compounding: some compound monthly,
some weekly, and some even daily. Assume that
compounding takes place continuously. Set up an
initial value problem that describes the growth of
the investment.
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Compound Interest
dS
= rS
dt
▶ The rate of change of the value of the

dS
investment is .
dt
▶ The rate at which interest accrues is r.
▶ The corresponding initial condition is S(0) = S0
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Compound Interest
dS
= rS
dt
S(0) = S0
The differential equation is both linear and
separable:
=⇒ S(t) = S0 ert
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Compound Interest: extended to situations involving deposits or withdrawals in addition
to the accrual of interest, dividends, or annual capital gains.
If we assume that the posits or withdrawals take

place at a constant rate k, then
dS
= rS + k
dt
dS
− rS = k
=⇒
dt
where k is positive for deposits and negative for
withdrawals.
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dS
− rS = k
dt
k
=⇒ S(t) = cert −
r
k
S(0) = S0 =⇒ c = S0 −
r
k
=⇒ S(t) = S0 ert + (ert − 1)
r
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Model of compounding occurs at finite time

intervals If interest is compounded once a year, then
after t years
S(t) = S0 (1 + r)t
If interest is compounded twice a year, then at the
end of 6 months the value of the investment is
S0 (1 + r/2), at the end of 1 year S0 (1 + r/2)2 and
at the end of t year
S(t) = S0 (1 + r/2)2t
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In general, if interest is compounded m times per

year, then
r
S(t) = S0 (1 + )mt
m
The relation between two cases:
r
lim S0 (1 + )mt = S0 ert
m→∞ m
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Chemicals in a Pond
Consider a pond that initially contains 10 million

gallons of fresh water. Water containing an
undesirable chemical flows into the pond at the rate
of 5 million gallons per year, and the mixture in the
pond flows out at the same rate. The concentration
γ(t) of chemical in the incoming water varies
periodically with time according to the expression
γ(t) = 2 + sin(2t) g/gal. Construct a mathematical
model of this flow process and determine the
amount of chemical in the pond at any time. Plot
the solution and describe in words the effect of the
variation in the incoming concentration. . . . . . . . . . . . . . . . . . . .
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Chemicals in a Pond
dQ
= rate in − rate out
dt
▶ rate in = (5 × 106 ) gal/yr(2 + sin(2t))g/gal

▶ rate out = (5 × 106 ) gal/yr(Q(t)/107 )g/gal =
Q(t)/2 g/yr
dQ Q(t)
= (5 × 106 )(2 + sin(2t)) −
dt 2
where each term has the units of g/yr.
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Chemicals in a Pond
Q(t)
q(t) =
106
dq 1
=⇒ + q = 10 + 5 sin(2t)
dt 2
Originally, there is no chemical in the pond, so the
initial condition is
q(0) = 0
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Chemicals in a Pond
dq 1
+ q = 10 + 5 sin(2t)
dt 2
q(0) = 0
Equation is linear, the coefficient of q is a constant.
Thus the integrating factor is et/2 .
Multiplying equation by this factor and integrating
the resulting equation, we obtain the general
solution:
40 10
q(t) = 20 − cos(2t) + sin(2t) + ce−t/2
17 17
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Chemicals in a Pond
dq 1
+ q = 10 + 5 sin(2t)
dt 2
300
q(0) = 0 =⇒ c = −
17
40 10 300 −t/2
q(t) = 20 − cos(2t) + sin(2t) − e
17 17 17
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Chemicals in a Pond
Figure: Solution of the initial value problem dq/dt + q/2 = 10 + 5 sin(2t),

q(0) = 0.
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Escape Velocity
A body of constant mass m is projected away from

the earth in a direction perpendicular to the earth’s
surface with an initial velocity v0 . Assuming that
there is no air resistance, but taking into account
the variation of the earth’s gravitational field with
distance, find an expression for the velocity during
the ensuing motion. Also find the initial velocity
that is required to lift the body to a given maximum
altitude Amax above the surface of the earth, and
find the least initial velocity for which the body will
not return to the earth; the latter is the escape
velocity. . . . . . . . . . . . . . . . . . . . .
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Escape Velocity
Figure: A body in the earth’s gravitational field is pulled towards the

center of the earth.
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Escape Velocity
The gravitational force acting on the body (that is,

its weight) is inversely proportional to the square of
the distance from the center of the earth and is
given by:
k
w(x) = −
(x + R)2
k
w(0) = −mg =⇒ −mg = − 2
=⇒ k = mgR2
(0 + R)
mgR2
=⇒ w(x) = −
(x + R)2
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Escape Velocity
mgR2
w(x) = −
(x + R)2
dv mgR2
=⇒ m = −
dt (x + R)2
dv gR2
=⇒ =−
dt (x + R)2
v(0) = v0
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Escape Velocity
dv dv dx dv
= =v
dt dx dt dx
dv gR2
=⇒ v = −
dx (x + R)2
Equation is separable but not linear, so by
separating the variables and integrating, we obtain
v2 gR2
=⇒ = +c
2 x+R
v(0) = v0
(Since x = 0 when t = 0, v = v0 when x = 0)
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Escape Velocity
v2 gR2
= +c
2 x+R
v(0) = v0
v20
=⇒ c = − gR
2
√
2gR2
v = ± v0 − 2gR +
2
x+R
The plus sign must be chosen if the body is rising,
and the minus sign must be chosen if it is falling
back to earth. . . . . . . . . . . . . . . . . . . . .
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Escape Velocity
To determine the maximum altitude Amax :

v = 0 x = Amax
v20 R
=⇒ Amax =
2gR − v20
√
Amax
=⇒ v0 = 2gR
Amax + R
The escape velocity ve is:
√
ve = lim v0 = 2gR ∼ = 6.9 mi/s or 11.1km/s
Amax →∞
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Chain
Find the shape assumed by a flexible chain

suspended between two points and hanging under
its own weight.
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Chain
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Chain
▶ Let the y-axis pass through the lowest point of

the chain.
▶ Let s be the arc length from this point to a
variable point (x, y)
▶ Let w(s) be the linear density of the chain.
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Chain
▶ The horizontal tension T0 at the lowest point

▶ The variable tension T at (x, y), which acts
along the tangent because of the flexibility of
the chain.
▶ Equating the horizontal component of T to T0
and the vertical component of T to the weight
of the chain gives:
∫ s
T cos θ = T0 , T sin θ = w(z)dz
0
dy
=⇒ T sin θ = T0 tan θ = T0
dx
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Chain
∫ s
′
T0 y = w(z)dz
0
by differentiating with respect to x:
∫ s ∫ s
d d ds
T0 y′′ = w(z)dz = w(z)dz
dx 0 ds 0 dx
√
= w(s) 1 + (y′ )2
√
T0 y′′ = w(s) 1 + (y′ )2
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Chain
We shall solve the equation for the case in which

w(s) is a constant w0 so that
√ w0
y′′ = a 1 + (y′ )2 , a =
T0
Let p = y′ , then y′′ = dp/dx and:
dp
√ = adx
1 + p2
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Chain
Integrating and use the fact that p = 0 when x = 0:

√
ln(p + 1 + p2 ) = ax
Solving for p
dy 1 ax
p= = (e − e−ax )
dx 2
1 1
=⇒ y = (eax + e−ax ) + C = cosh ax + C
2a a
1
Since if x = 0, y = and
a
1
y = cosh ax
a . . . . . . . . . . . . . . . . . . . .
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Elementary Differential Equation

▶ Step 1: Construction of the Model.

At time t = 0 a tank contains Q0 lb of salt dissolved

2. If r = 3 and Q0 = 2QL , find the time T after

Q(t) = 25 + (Q0 − 25)e−rt/100

Figure: Integral Solutions of the initial value problem

r = 3, Q0 = 2QL = 50 =⇒ Q(t) = 25 + 25e−0.03t

2% of 25 is 0.5 =⇒ Q(T) = 25.5

Suppose that a sum of money, S0 , is deposited in a

▶ The rate of change of the value of the

If we assume that the posits or withdrawals take

Model of compounding occurs at finite time

In general, if interest is compounded m times per

Consider a pond that initially contains 10 million

▶ rate in = (5 × 106 ) gal/yr(2 + sin(2t))g/gal

Figure: Solution of the initial value problem dq/dt + q/2 = 10 + 5 sin(2t),

A body of constant mass m is projected away from

Figure: A body in the earth’s gravitational field is pulled towards the

The gravitational force acting on the body (that is,

To determine the maximum altitude Amax :

Find the shape assumed by a flexible chain

▶ Let the y-axis pass through the lowest point of

▶ The horizontal tension T0 at the lowest point

We shall solve the equation for the case in which

Integrating and use the fact that p = 0 when x = 0:

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