54 Chapter 2 First Order Differential Equations

EXAMPLE At time t = 0 a tank contains Q0 lb of salt dissolved in 100 gal of water; see Figure 2.2.1.
1 Assume that water containing 14 lb of salt/gal is entering the tank at a rate of r gal/min and
that the well-stirred mixture is draining from the tank at the same rate. Set up the initial
Mixing value problem that describes this flow process. Find the quantity of salt Q(t) in the tank
at any time, and also find the limiting quantity QL that is present after a very long time. If
r = 3 and Q0 = 2QL , find the time T after which the salt level is within 2% of QL . Also find
the flow rate that is required if the value of T is not to exceed 45 min.

1
r gal/min, 4 lb/gal

r gal/min

FIGURE 2.2.1 The water tank in Example 1.

We assume that salt is neither created nor destroyed in the tank. Therefore variations in
the amount of salt are due solely to the flows in and out of the tank. More precisely, the rate
of change of salt in the tank, dQ/dt, is equal to the rate at which salt is flowing in minus the
rate at which it is flowing out. In symbols,
dQ
= rate in − rate out. (1)
dt
The rate at which salt enters the tank is the concentration 14 lb/gal times the flow rate r
gal/min, or (r/4) lb/min. To find the rate at which salt leaves the tank, we need to multiply
the concentration of salt in the tank by the rate of outflow, r gal/min. Since the rates of flow
in and out are equal, the volume of water in the tank remains constant at 100 gal, and since
the mixture is “well stirred,” the concentration throughout the tank is the same, namely,
[Q(t)/100] lb/gal. Therefore the rate at which salt leaves the tank is [rQ(t)/100] lb/min.
Thus the differential equation governing this process is
dQ r rQ
= − . (2)
dt 4 100
The initial condition is
Q(0) = Q 0 . (3)
Upon thinking about the problem physically, we might anticipate that eventually the
mixture originally in the tank will be essentially replaced by the mixture flowing in, whose
concentration is 14 lb/gal. Consequently, we might expect that ultimately the amount of salt
in the tank would be very close to 25 lb. We can also find the limiting amount QL = 25 by
setting dQ/dt equal to zero in Eq. (2) and solving the resulting algebraic equation for Q.
 2.2 Modeling with First Order Equations 55

To find Q(t) at any time t, note that Eq. (2) is both linear and separable. Rewriting it in
the usual form for a linear equation, we have
dQ rQ r
+ = . (4)
dt 100 4
Thus the integrating factor is ert/100 . Mutiplying by this factor and integrating, we obtain
r 100 r t/100
er t/100 Q(t) = e + c,
4 r
so the general solution is
Q(t) = 25 + ce−r t/100 , (5)

where c is an arbitrary constant. To satisfy the initial condition (3), we must choose
c = Q0 − 25. Therefore the solution of the initial value problem (2), (3) is

Q(t) = 25 + (Q 0 − 25)e−r t/100 , (6)

or
Q(t) = 25(1 − e−r t/100 ) + Q 0 e−r t/100 . (7)

From Eq. (6) or (7), you can see that Q(t) → 25 lb as t → ∞, so the limiting value QL is
25, confirming our physical intuition. Further, Q(t) approaches the limit more rapidly as r
increases. In interpreting the solution (7), note that the second term on the right side is the
portion of the original salt that remains at time t, while the first term gives the amount of
salt in the tank due to the action of the flow processes. Plots of the solution for r = 3 and
for several values of Q0 are shown in Figure 2.2.2.

Q
50

40

30

20

10

20 40 60 80 100 t

FIGURE 2.2.2 Solutions of the initial value problem (2), (3) for r = 3 and several values
of Q0 .

Now suppose that r = 3 and Q0 = 2QL = 50; then Eq. (6) becomes

Q(t) = 25 + 25e−0.03t . (8)

56 Chapter 2 First Order Differential Equations

Since 2% of 25 is 0.5, we wish to find the time T at which Q(t) has the value 25.5. Substituting
t = T and Q = 25.5 in Eq. (8) and solving for T, we obtain
T = (ln 50)/0.03 ∼ = 130.4 (min). (9)
To determine r so that T = 45, return to Eq. (6), set t = 45, Q0 = 50, Q(t) = 25.5, and
solve for r. The result is
r = (100/45) ln 50 ∼
= 8.69 gal/min. (10)
Since this example is hypothetical, there are no experimental data for comparison. The
flow rates can presumably be measured with considerable accuracy. However the assumption
of a uniform concentration of salt in the tank may be more questionable, since this may
depend on how the liquid in the tank is stirred, whether the incoming flow is distributed or
concentated in one location, and perhaps on the shape of the tank.

Although the details in Example 1 have no special significance, the fundamental balance
principle expressed by Eq. (1) can be applied in many different circumstances. Models
similar to Example 1 are often used in problems involving a pollutant in a lake, or a drug in
an organ of the body, for example, rather than a tank of salt water. In such cases, the flow
rates may not be easy to determine or may vary with time. Similarly, the concentration may
be far from uniform in some cases. Finally, the rates of inflow and outflow may be different,
which means that the variation of the amount of liquid in the problem must also be taken
into account. The next example illustrates the use of the balance principle (1) in a financial
setting.

EXAMPLE Suppose that a recent college graduate wishes to borrow $20,000 in order to purchase a
2 new car (or perhaps for some other purpose). A lender is willing to provide the loan with
an annual interest rate of 8%. The borrower wishes to pay off the loan in four years. What
A Car Loan monthly payment is required to do this?
This is an instance where a continuous approximation to a discrete process may be a bit
easier to analyze than the actual process. Let S(t) be the balance due on the loan at any time t.
Suppose that S is measured in dollars and t in years. Then dS/dt has the units of dollars/year.
The balance on the loan is affected by two factors: the accumulation of interest tends to
increase S(t) and the payments by the borrower tend to reduce it. Based on the balance
principle (1), we can express dS/dt as the net effect of these two factors. Thus we obtain
dS
= r S − 12k, (11)
dt
where r is the annual interest rate and k is the monthly payment rate. Note that k must be
multiplied by 12 in Eq. (11) so that all terms will have the units of dollars/year. The initial
condition is
S(0) = S0 , (12)
where S 0 is the amount of the loan.
For the situation stated in this example r = 0.08 and S 0 = 20,000, so we have the initial
value problem
dS
= 0.08S − 12k, S(0) = 20,000. (13)
dt
If we rewrite the differential equation as
S  − 0.08S = −12k,
 2.2 Modeling with First Order Equations 57

then the integrating factor is e−0.08t , and after an integration we obtain

12 −0.08t
e−0.08t S = ke + c,
0.08
or
S = 150k + ce0.08t . (14)
From the initial condition it follows that c = 20,000 − 150k, so the solution of the initial
value problem (13) is
S = 20,000e0.08t − 150k(e0.08t − 1). (15)
To find the monthly payment needed to pay off the loan in four years, we set t = 4, S = 0,
and solve Eq. (15) for k. The result is
20,000 e0.32
k= = $486.88. (16)
150 e0.32 − 1
The total amount paid over the life of the loan is 48 times $486.88, or $23,370.24; thus the
total interest payment is $3,370.24.
The solution (15) can also be used to answer other possible questions. For example,
suppose that the borrower wants to limit the monthly payment to $450. One way to do this
is to extend the period of the loan beyond four years, thereby increasing the number of
payments. To find the required time period, set k = 450, S = 0, and solve for t, with the
result that
ln(27/19) ∼
t= = 4.39 yr, (17)
0.08
or about 53 months.
To assess the accuracy of this continuous model, we can solve the problem more precisely
(see Problem 11). The comparison shows that the continuous model understates the monthly
payment by $1.38, or about 0.28%.

The approach used in Example 2 can also be applied to the more general initial value
problem (11), (12), whose solution is
k
S = S0 er t − 12 (er t − 1). (18)
r
The result (18) can be used in a large number of financial circumstances, including various
kinds of investment programs, as well as loans and mortgages. For an investment situation,
r is the estimated rate of return (interest, dividends, capital gains) and k is the monthly rate
of deposits or withdrawals. The first term in expression (18) is the part of S(t) that is due to
the return accumulated on the initial amount S 0 , and the second term is the part that is due
to the deposit or withdrawal rate k.
The advantage of stating the problem in this general way without specific values for S 0 ,
r, or k lies in the generality of the resulting formula (18) for S(t). With this formula we can
readily compare the results of different investment programs or different rates of return.

EXAMPLE Consider a pond that initially contains 10 million gal of fresh water. Stream water containing
3 an undesirable chemical flows into the pond at the rate of 5 million gal/yr, and the mixture
in the pond flows out through an overflow culvert at the same rate. The concentration γ (t) of
Chemicals in chemical in the incoming water varies periodically with time t, measured in years, according
a Pond to the expression γ (t) = 2 + sin 2t g/gal. Construct a mathematical model of this flow
58 Chapter 2 First Order Differential Equations

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.
Since the incoming and outgoing flows of water are the same, the amount of water in the
pond remains constant at 107 gal. Let us denote the mass of the chemical by Q(t), measured
in grams. This example is similar to Example 1, and the same inflow/outflow principle
applies. Thus
dQ
= rate in − rate out,
dt

where “rate in” and “rate out” refer to the rates at which the chemical flows into and out of
the pond, respectively. The rate at which the chemical flows in is given by

Rate in = (5 × 106 ) gal/yr (2 + sin 2t) g/gal. (19)

The concentration of chemical in the pond is Q(t)/107 g/gal, so the rate of flow out is

Rate out = (5 × 106 ) gal/yr [Q(t)/107 ] g/gal = Q(t)/2 g/yr. (20)

Thus we obtain the differential equation

dQ Q(t)
= (5 × 106 )(2 + sin 2t) − , (21)
dt 2
where each term has the units of g/yr.
To make the coefficients more manageable, it is convenient to introduce a new dependent
variable defined by q(t) = Q(t)/106 or Q(t) = 106 q(t). This means that q(t) is measured
in millions of grams, or megagrams. If we make this substitution in Eq. (21), then each term
contains the factor 106 , which can be canceled. If we also transpose the term involving q(t)
to the left side of the equation, we finally have
dq 1
+ q = 10 + 5 sin 2t. (22)
dt 2
Originally, there is no chemical in the pond, so the initial condition is

q(0) = 0. (23)

Equation (22) is linear, and although the right side is a function of time, the coefficient
of q is a constant. Thus the integrating factor is et/2 . Multiplying Eq. (22) 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 . (24)
17 17
The initial condition (23) requires that c = −300/17, so the solution of the initial value
problem (22), (23) is
40 10 300 −t/2
q(t) = 20 − cos 2t + sin 2t − e . (25)
17 17 17

A plot of the solution (25) is shown in Figure 2.2.3, along with the line q = 20. The
exponential term in the solution is important for small t, but it diminishes rapidly as t
increases. Later, the solution consists of an oscillation, due to the sin 2t and cos 2t terms,
about the constant level q = 20. Note that if the sin 2t term were not present in Eq. (22),
then q = 20 would be the equilibrium solution of that equation.
 2.2 Modeling with First Order Equations 59
q

20

16

12

2 4 6 8 10 12 14 16 18 20 t

FIGURE 2.2.3 Solution of the initial value problem (22), (23).

Let us now consider the adequacy of the mathematical model itself for this problem. The
model rests on several assumptions that have not yet been stated explicitly. In the first place,
the amount of water in the pond is controlled entirely by the rates of flow in and out—none
is lost by evaporation or by seepage into the ground, and none is gained by rainfall. The
same is true of the chemical; it flows into and out of the pond, but none is absorbed by
fish or other organisms living in the pond. In addition, we assume that the concentration of
chemical in the pond is uniform throughout the pond. Whether the results obtained from
the model are accurate depends strongly on the validity of these simplifying assumptions.

EXAMPLE A body of constant mass m is projected away from the earth in a direction perpendicular
4 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
Escape expression for the velocity during the ensuing motion. Also find the initial velocity that is
Velocity required to lift the body to a given maximum altitude ξ 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.
Let the positive x-axis point away from the center of the earth along the line of motion,
with x = 0 lying on the earth’s surface; see Figure 2.2.4. The figure is drawn horizontally to
remind you that gravity is directed toward the center of the earth, which is not necessarily
downward from a perspective away from the earth’s surface. The gravitational force acting
on the body (i.e., its weight) is inversely proportional to the square of the distance from
the center of the earth and is given by w(x) = −k/(x + R)2 , where k is a constant, R is
the radius of the earth, and the minus sign signifies that w(x) is directed in the negative
x direction. We know that on the earth’s surface w(0) is given by −mg, where g is the
acceleration due to gravity at sea level. Therefore k = mg R 2 and
mg R 2
w(x) = − . (26)
(R + x)2
Since there are no other forces acting on the body, the equation of motion is
dv mg R 2
m =− , (27)
dt (R + x)2
60 Chapter 2 First Order Differential Equations

R mgR 2
(R + x)2

m x

FIGURE 2.2.4 A body in the earth’s gravitational field.

and the initial condition is

v(0) = v0 . (28)
Unfortunately, Eq. (27) involves too many variables since it depends on t, x, and v. To
remedy this situation, we can eliminate t from Eq. (27) by thinking of x, rather than t, as
the independent variable. Then we must express dv/dt in terms of dv/dx by the chain rule;
hence
dv dv d x dv
= =v ,
dt d x dt dx
and Eq. (27) is replaced by
dv g R2
v =− . (29)
dx (R + x)2
Equation (29) is separable but not linear, so by separating the variables and integrating, we
obtain
v2 g R2
= + c. (30)
2 R+x
Since x = 0 when t = 0, the initial condition (28) at t = 0 can be replaced by the condition
that v = v0 when x = 0. Hence c = (v02 /2) − g R and

2g R 2
v = ± v02 − 2g R + . (31)
R+x
Note that Eq. (31) gives the velocity as a function of altitude rather than as a function of
time. The plus sign must be chosen if the body is rising, and the minus sign if it is falling
back to earth.
To determine the maximum altitude ξ that the body reaches, we set v = 0 and x = ξ in
Eq. (31) and then solve for ξ , obtaining
v02 R
ξ= . (32)
2g R − v02
Solving Eq. (32) for v0 , we find the initial velocity required to lift the body to the altitude
ξ , namely,

ξ
v0 = 2g R . (33)
R+ξ
The escape velocity ve is then found by letting ξ → ∞. Consequently,

ve = 2g R. (34)
The numerical value of ve is approximately 6.9 mi/s, or 11.1 km/s.
 2.2 Modeling with First Order Equations 61

The preceding calculation of the escape velocity neglects the effect of air resistance,
so the actual escape velocity (including the effect of air resistance) is somewhat higher.
On the other hand, the effective escape velocity can be significantly reduced if the body is
transported a considerable distance above sea level before being launched. Both gravitational
and frictional forces are thereby reduced; air resistance, in particular, diminishes quite
rapidly with increasing altitude. You should keep in mind also that it may well be impractical
to impart too large an initial velocity instantaneously; space vehicles, for instance, receive
their initial acceleration during a period of a few minutes.

PROBLEMS

1. Consider a tank used in certain hydrodynamic ex- theoretical limiting concentration if the tank had
periments. After one experiment the tank contains infinite capacity.
200 L of a dye solution with a concentration of 5. A tank contains 100 gal of water and 50 oz of salt.
1 g/L. To prepare for the next experiment, the tank Water containing a salt concentration of
is to be rinsed with fresh water flowing in at a rate 1
(1 + 12 sin t) oz/gal flows into the tank at a rate of
4
of 2 L/min, the well-stirred solution flowing out at 2 gal/min, and the mixture in the tank flows out at
the same rate. Find the time that will elapse before the same rate.
the concentration of dye in the tank reaches 1% of (a) Find the amount of salt in the tank at any time.
its original value. (b) Plot the solution for a time period long enough
2. A tank initially contains 120 L of pure water. A so that you see the ultimate behavior of the
mixture containing a concentration of γ g/L of graph.
salt enters the tank at a rate of 2 L/min, and the (c) The long-time behavior of the solution is an os-
well-stirred mixture leaves the tank at the same cillation about a certain constant level. What
rate. Find an expression in terms of γ for the is this level? What is the amplitude of the os-
amount of salt in the tank at any time t. Also cillation?
find the limiting amount of salt in the tank as 6. Suppose that a tank containing a certain liquid has
t → ∞. an outlet near the bottom. Let h(t) be the height of
3. A tank originally contains 100 gal of fresh wa- the liquid surface above the outlet at time t. Tor-
ter. Then water containing 12 lb of salt per gallon ricelli’s principle states that the outflow velocity v
is poured into the tank at a rate of 2 gal/min, and at the outlet is equal to the velocity of a particle
the mixture is allowed to leave at the same rate. falling freely (with no drag) from the height h.
After 10 min the process is stopped, and fresh wa- √
(a) Show that v = 2gh, where g is the acceler-
ter is poured into the tank at a rate of 2 gal/min, ation due to gravity.
with the mixture again leaving at the same rate. (b) By equating the rate of outflow to the rate of
Find the amount of salt in the tank at the end of an change of liquid in the tank, show that h(t) sat-
additional 10 min. isfies the equation
4. A tank with a capacity of 500 gal originally con- 
dh
tains 200 gal of water with 100 lb of salt in so- A(h) = −αa 2gh, (i)
lution. Water containing 1 lb of salt per gallon dt
is entering at a rate of 3 gal/min, and the mix- where A(h) is the area of the cross section of
ture is allowed to flow out of the tank at a rate of the tank at height h and a is the area of the out-
2 gal/min. Find the amount of salt in the tank at any let. The constant α is a contraction coefficient
time prior to the instant when the solution begins that accounts for the observed fact that the
to overflow. Find the concentration (in pounds per cross section of the (smooth) outflow stream
gallon) of salt in the tank when it is on the point of is smaller than a. The value of α for water is
overflowing. Compare this concentration with the about 0.6.
62 Chapter 2 First Order Differential Equations

(c) Consider a water tank in the form of a right 11. A Difference Equation. In this problem, we ap-
circular cylinder that is 3 m high above the proach the loan problem in Example 2 from a dis-
outlet. The radius of the tank is 1 m and the ra- crete viewpoint. This leads to a difference equation
dius of the circular outlet is 0.1 m. If the tank rather than a differential equation.
is initially full of water, determine how long it (a) Let S 0 be the initial balance of the loan, and let
takes to drain the tank down to the level of the S n be the balance after n months. Show that
outlet.
7. Suppose that a sum S 0 is invested at an annual rate Sn = (1 + r )Sn−1 − k, n = 1, 2, 3, . . . ,
of return r compounded continuously. (i)
(a) Find the time T required for the original sum where r is the monthly interest rate and k is the
to double in value as a function of r. monthly payment. In Example 2, the annual
(b) Determine T if r = 7%. interest rate is 8%, so here we take r = 0.08/12.
(c) Find the return rate that must be achieved if (b) Let R = 1 + r, so that Eq. (i) becomes
the initial investment is to double in 8 years.
Sn = R Sn−1 − k, n = 1, 2, 3, . . . (ii)
8. A young person with no initial capital invests k
dollars per year at an annual rate of return r. As- Find S 1 , S 2 , and S 3 .
sume that investments are made continuously and (c) Use an induction argument to show that
that the return is compounded continuously.
Rn − 1
(a) Determine the sum S(t) accumulated at any Sn = R n S0 − k (iii)
R−1
time t.
(b) If r = 7.5%, determine k so that $1 million for each positive integer n.
will be available for retirement in 40 years. (d) Let S 0 = 20,000 and suppose that (as in Exam-
(c) If k = $2,000/year, determine the return rate r ple 2) the loan is to be paid off in 48 months.
that must be obtained to have $1 million avail- Find the value of k and compare it with the
able in 40 years. result of Example 2.
9. A home buyer can afford to spend no more than 12. An important tool in archeological research is
$800/month on mortgage payments. Suppose that radiocarbon dating, developed by the American
the interest rate is 9% and that the term of the chemist Willard F. Libby. This is a means of deter-
mortgage is 20 years. Assume that interest is com- mining the age of certain wood and plant remains,
pounded continuously and that payments are also hence of animal or human bones or artifacts found
made continuously. buried at the same levels. Radiocarbon dating is
based on the fact that some wood or plant remains
(a) Determine the maximum amount that this
contain residual amounts of carbon-14, a radioac-
buyer can afford to borrow.
tive isotope of carbon. This isotope is accumulated
(b) Determine the total interest paid during the
during the lifetime of the plant and begins to de-
term of the mortgage.
cay at its death. Since the half-life of carbon-14
10. A recent college graduate borrows $100,000 at an is long (approximately 5730 years2 ), measurable
interest rate of 9% to purchase a condominium. amounts of carbon-14 remain after many thou-
Anticipating steady salary increases, the buyer sands of years. If even a tiny fraction of the original
expects to make payments at a monthly rate of amount of carbon-14 is still present, then by ap-
800(1 + t/120), where t is the number of months propriate laboratory measurements the proportion
since the loan was made. of the original amount of carbon-14 that remains
(a) Assuming that this payment schedule can be can be accurately determined. In other words, if
maintained, when will the loan be fully paid? Q(t) is the amount of carbon-14 at time t and Q0
(b) Assuming the same payment schedule, how is the original amount, then the ratio Q(t)/Q0 can
large a loan could be paid off in exactly be determined, at least if this quantity is not too
20 years? small. Present measurement techniques permit the

2
McGraw-Hill Encyclopedia of Science and Technology, 8th ed. (New York: McGraw-Hill, 1997), Vol. 5,
p. 48.
 2.2 Modeling with First Order Equations 63

use of this method for time periods of 50,000 years (b) Estimate the critical initial population yc below
or more. which the population will become extinct.
(a) Assuming that Q satisfies the differential equa- (c) Choose other values of k and find the corre-
tion Q  = −rQ, determine the decay constant sponding yc for each one.
r for carbon-14. (d) Use the data you have found in parts (b) and
(b) Find an expression for Q(t) at any time t, if (c) to plot yc versus k.
Q(0) = Q0 . 16. Newton’s law of cooling states that the tempera-
(c) Suppose that certain remains are discov- ture of an object changes at a rate proportional to
ered in which the current residual amount the difference between its temperature and that of
of carbon-14 is 20% of the original amount. its surroundings. Suppose that the temperature of
Determine the age of these remains. a cup of coffee obeys Newton’s law of cooling. If
13. The population of mosquitoes in a certain area the coffee has a temperature of 200◦ F when freshly
increases at a rate proportional to the current poured, and 1 min later has cooled to 190◦ F in a
population, and in the absence of other fac- room at 70◦ F, determine when the coffee reaches
tors, the population doubles each week. There a temperature of 150◦ F.
are 200,000 mosquitoes in the area initially, 17. Heat transfer from a body to its surroundings by
and predators (birds, bats, and so forth) eat radiation, based on the Stefan–Boltzmann law, is
20,000 mosquitoes/day. Determine the population described by the differential equation
of mosquitoes in the area at any time. du
14. Suppose that a certain population has a growth rate = −α(u 4 − T 4 ), (i)
dt
that varies with time and that this population sat-
where u(t) is the absolute temperature of the body
isfies the differential equation
at time t, T is the absolute temperature of the sur-
dy (0.5 + sin t)y roundings, and α is a constant depending on the
= .
dt 5 physical parameters of the body. However, if u
(a) If y(0) = 1, find (or estimate) the time τ is much larger than T, then solutions of Eq. (i)
at which the population has doubled. Choose are well approximated by solutions of the simpler
other initial conditions and determine whether equation
the doubling time τ depends on the initial pop- du
= −αu 4 . (ii)
ulation. dt
(b) Suppose that the growth rate is replaced by its Suppose that a body with initial temperature
1
average value 10 . Determine the doubling time 2000 K is surrounded by a medium with tempera-
τ in this case. ture 300 K and that α = 2.0 × 10−12 K−3 /s.
(c) Suppose that the term sin t in the differential (a) Determine the temperature of the body at any
equation is replaced by sin 2π t; that is, the time by solving Eq. (ii).
variation in the growth rate has a substantially (b) Plot the graph of u versus t.
higher frequency. What effect does this have (c) Find the time τ at which u(τ ) = 600, that is,
on the doubling time τ ? twice the ambient temperature. Up to this time,
(d) Plot the solutions obtained in parts (a), (b), and the error in using Eq. (ii) to approximate the
(c) on a single set of axes. solutions of Eq. (i) is no more than 1%.
15. Suppose that a certain population satisfies the ini- 18. Consider a lake of constant volume V containing
tial value problem at time t an amount Q(t) of pollutant, evenly dis-
dy tributed throughout the lake with a concentration
= r (t)y − k, y(0) = y0 , c(t), where c(t) = Q(t)/V . Assume that water con-
dt
taining a concentration k of pollutant enters the
where the growth rate r(t) is given by lake at a rate r, and that water leaves the lake at the
r(t) = (1 + sin t)/5, and k represents the rate of same rate. Suppose that pollutants are also added
predation. directly to the lake at a constant rate P. Note that
(a) Suppose that k = 15 . Plot y versus t for several the given assumptions neglect a number of fac-
values of y0 between 12 and 1. tors that may, in some cases, be important—for
64 Chapter 2 First Order Differential Equations

example, the water added or lost by precipitation, (a) Find the maximum height above the ground
absorption, and evaporation; the stratifying effect that the ball reaches.
of temperature differences in a deep lake; the ten- (b) Find the time that the ball hits the ground.
dency of irregularities in the coastline to produce (c) Plot the graphs of velocity and position versus
sheltered bays; and the fact that pollutants are not time. Compare these graphs with the corre-
deposited evenly throughout the lake but (usually) sponding ones in Problem 19.
at isolated points around its periphery. The results 21. Assume that conditions are as in Problem 19 ex-
below must be interpreted in the light of the neglect cept that there is a force due to air resistance
of such factors as these. of v2 /1325, where the velocity v is measured
(a) If at time t = 0 the concentration of pollutant is in m/s.
c0 , find an expression for the concentration c(t) (a) Find the maximum height above the ground
at any time. What is the limiting concentration that the ball reaches.
as t → ∞? (b) Find the time that the ball hits the ground.
(b) If the addition of pollutants to the lake is termi- (c) Plot the graphs of velocity and position versus
nated (k = 0 and P = 0 for t > 0), determine the time. Compare these graphs with the corre-
time interval T that must elapse before the con- sponding ones in Problems 19 and 20.
centration of pollutants is reduced to 50% of
22. A sky diver weighing 180 lb (including equip-
its original value; to 10% of its original value.
ment) falls vertically downward from an altitude of
(c) Table 2.2.1 contains data3 for several of the
5000 ft and opens the parachute after 10 s of
Great Lakes. Using these data, determine from
free fall. Assume that the force of air resistance
part (b) the time T necessary to reduce the con-
is 0.75|v| when the parachute is closed and 12|v|
tamination of each of these lakes to 10% of the
when the parachute is open, where the velocity v
original value.
is measured in ft/s.
(a) Find the speed of the sky diver when the
TABLE 2.2.1 Volume and flow data for the parachute opens.
Great Lakes. (b) Find the distance fallen before the parachute
Lake V (km3 × 103 ) r (km3 /yr) opens.
(c) What is the limiting velocity vL after the
Superior 12.2 65.2 parachute opens?
Michigan 4.9 158 (d) Determine how long the sky diver is in the air
Erie 0.46 175 after the parachute opens.
Ontario 1.6 209 (e) Plot the graph of velocity versus time from the
beginning of the fall until the skydiver reaches
19. A ball with mass 0.15 kg is thrown upward with the ground.
initial velocity 20 m/s from the roof of a building 23. A rocket sled having an initial speed of 150 mi/h is
30 m high. Neglect air resistance. slowed by a channel of water. Assume that, during
(a) Find the maximum height above the ground the braking process, the acceleration a is given by
that the ball reaches. a(v)= −μv 2 , where v is the velocity and μ is a
(b) Assuming that the ball misses the building on constant.
the way down, find the time that it hits the (a) As in Example 4 in the text, use the relation
ground. dv/dt = v(dv/d x) to write the equation of
(c) Plot the graphs of velocity and position versus motion in terms of v and x.
time. (b) If it requires a distance of 2000 ft to slow the
20. Assume that conditions are as in Problem 19 ex- sled to 15 mi/h, determine the value of μ.
cept that there is a force due to air resistance of (c) Find the time τ required to slow the sled to
|v|/30, where the velocity v is measured in m/s. 15 mi/h.

3
This problem is based on R. H. Rainey, “Natural Displacement of Pollution from the Great Lakes,” Science
155 (1967), pp. 1242–1243; the information in the table was taken from that source.
 2.2 Modeling with First Order Equations 65

24. A body of constant mass m is projected vertically its weight w due to gravity. The buoyant force is
upward with an initial velocity v0 in a medium equal to the weight of the fluid displaced by the
offering a resistance k|v|, where k is a constant. object. For a slowly moving spherical body of ra-
Neglect changes in the gravitational force. dius a, the resistive force is given by Stokes’s law,
R = 6π μa|v|, where v is the velocity of the body,
(a) Find the maximum height xm attained by the
and μ is the coefficient of viscosity of the sur-
body and the time tm at which this maximum
rounding fluid.
height is reached.
(b) Show that if kv0 /mg < 1, then tm and xm can (a) Find the limiting velocity of a solid sphere
be expressed as of radius a and density ρ falling freely in a
  medium of density ρ  and coefficient of vis-
 
v0 1 kv0 1 kv0 2 cosity μ.
tm = 1− + − ··· , (b) In 1910, R. A. Millikan studied the motion
g 2 mg 3 mg
  of tiny droplets of oil falling in an electric
 
v02 2 kv0 1 kv0 2 field. A field of strength E exerts a force Ee
xm = 1− + − ··· . on a droplet with charge e. Assume that E has
2g 3 mg 2 mg
been adjusted so the droplet is held stationary
(c) Show that the quantity kv0 /mg is dimension- (v = 0) and that w and B are as given above.
less. Find an expression for e. Millikan repeated this
experiment many times, and from the data that
25. A body of mass m is projected vertically upward he gathered he was able to deduce the charge
with an initial velocity v0 in a medium offer- on an electron.
ing a resistance k|v|, where k is a constant. As-
sume that the gravitational attraction of the earth is 27. A mass of 0.25 kg is dropped from rest in a medium
constant. offering a resistance of 0.2|v|, where v is measured
in m/s.
(a) Find the velocity v (t) of the body at any
time. (a) If the mass is dropped from a height of 30 m,
(b) Use the result of part (a) to calculate the limit find its velocity when it hits the ground.
of v (t) as k → 0, that is, as the resistance ap- (b) If the mass is to attain a velocity of no more
proaches zero. Does this result agree with the than 10 m/s, find the maximum height from
velocity of a mass m projected upward with an which it can be dropped.
initial velocity v0 in a vacuum? (c) Suppose that the resistive force is k|v|, where
(c) Use the result of part (a) to calculate the limit of v is measured in m/s and k is a constant. If
v (t) as m → 0, that is, as the mass approaches the mass is dropped from a height of 30 m
zero. and must hit the ground with a velocity of no
26. A body falling in a relatively dense fluid, oil for more than 10 m/s, determine the coefficient of
example, is acted on by three forces (see Figure resistance k that is required.
2.2.5): a resistive force R, a buoyant force B, and 28. Suppose that a rocket is launched straight up
R B from √
the surface of the earth with initial velocity
v0 = 2g R, where R is the radius of the earth.
Neglect air resistance.
(a) Find an expression for the velocity v in terms
of the distance x from the surface of the earth.
a (b) Find the time required for the rocket to go
240,000 miles (the approximate distance from
the earth to the moon). Assume that R = 4000
miles.
w 29. Let v (t) and w (t), respectively, be the horizon-
tal and vertical components of the velocity of a
FIGURE 2.2.5 A body falling in a dense fluid. batted (or thrown) baseball. In the absence of air
66 Chapter 2 First Order Differential Equations

resistance, v and w satisfy the equations 31. Brachistochrone Problem. One of the famous
problems in the history of mathematics is the
dv/dt = 0, dw/dt = −g. brachistochrone4 problem: to find the curve along
which a particle will slide without friction in the
(a) Show that
minimum time from one given point P to an-
v = u cos A, w = −gt + u sin A, other Q, the second point being lower than the
first but not directly beneath it (see Figure 2.2.6).
where u is the initial speed of the ball and A is This problem was posed by Johann Bernoulli in
its initial angle of elevation. 1696 as a challenge problem to the mathemati-
(b) Let x(t) and y(t), respectively, be the horizontal cians of his day. Correct solutions were found by
and vertical coordinates of the ball at time t. If Johann Bernoulli and his brother Jakob Bernoulli
x(0) = 0 and y(0) = h, find x(t) and y(t) at any and by Isaac Newton, Gottfried Leibniz, and the
time t. Marquis de L’Hospital. The brachistochrone prob-
(c) Let g = 32 ft/s2 , u = 125 ft/s, and h = 3 ft. lem is important in the development of mathemat-
Plot the trajectory of the ball for several val- ics as one of the forerunners of the calculus of
ues of the angle A; that is, plot x(t) and y(t) variations.
parametrically. In solving this problem, it is convenient to take
(d) Suppose the outfield wall is at a distance L and the origin as the upper point P and to orient the axes
has height H. Find a relation between u and A as shown in Figure 2.2.6. The lower point Q has
that must be satisfied if the ball is to clear the coordinates (x0 , y0 ). It is then possible to show that
wall. the curve of minimum time is given by a function
(e) Suppose that L = 350 ft and H = 10 ft. Using y = φ(x) that satisfies the differential equation
the relation in part (d), find (or estimate from a 2
(1 + y  )y = k 2 , (i)
plot) the range of values of A that corresponds
to an initial velocity of u = 110 ft/s. 2
where k is a certain positive constant to be deter-
(f) For L = 350 and H = 10, find the minimum mined later.
initial velocity u and the corresponding opti-
mal angle A for which the ball will clear the P x
wall.
30. A more realistic model (than that in Problem 29)
of a baseball in flight includes the effect of air re-
sistance. In this case, the equations of motion are

dv/dt = −r v, dw/dt = −g − r w, Q(x 0, y0)

where r is the coefficient of resistance.

(a) Determine v(t) and w(t) in terms of initial y
speed u and initial angle of elevation A.
(b) Find x(t) and y(t) if x(0) = 0 and y(0) = h. FIGURE 2.2.6 The brachistochrone.
(c) Plot the trajectory of the ball for r = 15 ,
u = 125, h = 3, and for several values of A. (a) Solve Eq. (i) for y . Why is it necessary to
How do the trajectories differ from those in choose the positive square root?
Problem 29 with r = 0? (b) Introduce the new variable t by the relation
(d) Assuming that r = 15 and h = 3, find the min- y = k 2 sin2 t. (ii)
imum initial velocity u and the optimal angle
Show that the equation found in part (a) then
A for which the ball will clear a wall that is
takes the form
350 ft distant and 10 ft high. Compare this
result with that in Problem 29(f). 2k 2 sin2 t dt = d x. (iii)

4
The word “brachistochrone” comes from the Greek words brachistos, meaning shortest, and chronos,
meaning time.
 2.3 Differences Between Linear and Nonlinear Equations 67

(c) Letting θ = 2t, show that the solution of (0, 0). The graph of Eqs. (iv) is called a
Eq. (iii) for which x = 0 when y = 0 is cycloid.
given by
(d) If we make a proper choice of the constant
x = k 2 (θ − sin θ )/2, k, then the cycloid also passes through the
(iv)
y = k 2 (1 − cos θ )/2. point (x0 , y0 ) and is the solution of the brachis-
tochrone problem. Find k if x0 = 1 and
Equations (iv) are parametric equations of
y0 = 2.
the solution of Eq. (i) that passes through

2.3 Differences Between Linear

and Nonlinear Equations
Up to now, we have been primarily concerned with showing that first order differential
equations can be used to investigate many different kinds of problems in the natural sciences,
and with presenting methods of solving such equations if they are either linear or separable.
Now it is time to turn our attention to some more general questions about differential
equations and to explore, in more detail, some important ways in which nonlinear equations
differ from linear ones.

 Existence and Uniqueness of Solutions. So far, we have discussed a number of initial value problems,
each of which had a solution and apparently only one solution. This raises the question of
whether this is true of all initial value problems for first order equations. In other words, does
every initial value problem have exactly one solution? This may be an important question
even for nonmathematicians. If you encounter an initial value problem in the course of
investigating some physical problem, you might want to know that it has a solution before
spending very much time and effort in trying to find it. Further, if you are successful in
finding one solution, you might be interested in knowing whether you should continue
a search for other possible solutions or whether you can be sure that there are no other
solutions. For linear equations, the answers to these questions are given by the following
fundamental theorem.

THEOREM If the functions p and g are continuous on an open interval I = (α, β) containing the
2.3.1 point t = t0 , then there exists a unique function y = φ(t) that satisfies the differential
equation
y  + p(t)y = g(t) (1)
for each t in I, and that also satisfies the initial condition
y(t0 ) = y0 , (2)
where y0 is an arbitrary prescribed initial value.

Observe that Theorem 2.3.1 states that the given initial value problem has a solution and
also that the problem has only one solution. In other words, the theorem asserts both the
existence and uniqueness of the solution of the initial value problem (1), (2). In addition,
it states that the solution exists throughout any interval I containing the initial point t0 in