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Introduction to Differential Equations

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 Differential Equations as
1.3 Mathematical Models

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Differential Equations as Mathematical Models (1 of 26)

Introduction
In this section we introduce the notion of a differential equation as a
mathematical model and discuss some specific models in biology, chemistry,
and physics.

Mathematical Models
It is often desirable to describe the behavior of some real-life system or a
phenomenon—whether physical, sociological, or even economic—in
mathematical terms. The mathematical description of a system or a
phenomenon is called a mathematical model and is constructed with certain
goals in mind.

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Construction of a mathematical model of a system starts with

(i) identification of the variables that are responsible for
changing the system. We may choose not to
incorporate all these variables into the model at first.
In this step we are specifying the level of resolution
of the model.
Next
(ii) we make a set of reasonable assumptions, or
hypotheses, about the system we are trying to
describe. These assumptions will also include any
empirical laws that may be applicable to the system.

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The steps of the modelling process are shown in the diagram

in the figure below.

Steps in the modelling process with differential equations

Figure 1.3.1

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A mathematical model of a physical system will often involve

the variable time t. A solution of the model then gives the
state of the system; in other words, the values of the
dependent variable (or variables) for appropriate values of t
describe the system in the past, present, and future.

Population Dynamics
One of the earliest attempts to model human population
growth by means of mathematics was by the English
clergyman and economist Thomas Malthus (1766–1834) in
1798.

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Differential Equations as Mathematical Models (5 of 26)

Basically, the idea behind the Malthusian model is the assumption that the
rate at which the population of a country grows at a certain time is
proportional to the total population of the country at that time.

In other words, the more people there are at time t, the more there are going
to be in the future. In mathematical terms, if P(t) denotes the total population
at time t, then this assumption can be expressed as

where k is a constant of proportionality.

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 Differential Equations as Mathematical Models (6 of 26)
Radioactive Decay
The nucleus of an atom consists of combinations To model the phenomenon of radioactive decay,
of protons and neutrons. Many of these it is assumed that the rate at which the nuclei of a
combinations of protons and neutrons are substance decay is proportional to the amount
unstable—that is, the atoms decay or transmute (more precisely, the number of nuclei) A(t) of the
into atoms of another substance. Such nuclei are substance remaining at time t:
said to be radioactive.
Of course, equations (1) and (2) are exactly the
same; the difference is only in the interpretation
For example, over time the highly radioactive of the symbols and the constants of
radium, Ra-226, transmutes into the radioactive proportionality. For growth, as we expect in (1),
gas radon, Rn-222. k > 0, and for decay, as in (2), k < 0.

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 Differential Equations as Mathematical Models (8 of 26)

The model (1) for growth can also be seen as the equation dS ∕ dt = rS, which
describes the growth of capital S when an annual rate of interest r is
compounded continuously.

The model (2) for decay also occurs in biological applications such as
determining the half-life of a drug—the time that it takes for 50% of a drug to
be eliminated from a body by excretion or metabolism.

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 Differential Equations as Mathematical Models (9 of 26)

In chemistry the decay model (2) appears in the mathematical description of a

first-order chemical reaction. The point is this:
A single differential equation can serve as a mathematical model for
many different phenomena.

Chemical Reactions
The disintegration of a radioactive substance, governed by the differential
equation

is said to be a first-order reaction.

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Differential Equations as Mathematical Models (10 of 26)

In chemistry a few reactions follow this same empirical law:

If the molecules of substance A decompose into smaller
molecules, it is a natural assumption that the rate at which
this decomposition takes place is proportional to the amount
of the first substance that has not undergone conversion;
that is, if X(t) is the amount of substance A remaining at any
time, then dX ∕ dt = kX, where k is a negative constant since
X is decreasing.

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An example of a first-order chemical reaction is the

conversion of t‑butyl chloride, (CH3)3CCl, into t-butyl alcohol,
(CH3)3COH:

(CH3)3CCl + NaOH → (CH3)3COH + NaCl.

Only the concentration of the t-butyl chloride controls the

rate of reaction.

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Differential Equations as Mathematical Models (12 of 26)

But in the reaction

CH3Cl + NaOH → CH3OH + NaCl
one molecule of sodium hydroxide, NaOH, is consumed for
every molecule of methyl chloride, CH3Cl, thus forming one
molecule of methyl alcohol, CH3OH, and one molecule of
sodium chloride, NaCl.

In this case the rate at which the reaction proceeds is

proportional to the product of the remaining concentrations
of CH3Cl and NaOH.

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To describe this second reaction in general, let us suppose

one molecule of a substance A combines with one molecule
of a substance B to form one molecule of a substance C.

If X denotes the amount of chemical C formed at time t and

if α and β are, in turn, the amounts of the two chemicals A
and B at t = 0 (the initial amounts), then the instantaneous
amounts of A and B not converted to chemical C are α − X
and β − X, respectively.

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Hence the rate of formation of C is given by

where k is a constant of proportionality. A reaction whose

model is equation (6) is said to be a second-order reaction.

Mixtures
The mixing of two salt solutions of differing concentrations
gives rise to a first-order differential equation for the amount
of salt contained in the mixture.

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Differential Equations as Mathematical Models (15 of 26)

Let us suppose that a large mixing tank initially holds 300

gallons of brine (that is, water in which a certain number of
pounds of salt has been dissolved).

Another brine solution is pumped into the large tank at a

rate of 3 gallons per minute; the concentration of the salt in
this inflow is 2 pounds per gallon.

When the solution in the tank is well stirred, it is pumped out

at the same rate as the entering solution.

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Differential Equations as Mathematical Models (16 of 26)

See figure below.

Mixing tank
Figure 1.3.2

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Differential Equations as Mathematical Models (17 of 26)

If A(t) denotes the amount of salt (measured in pounds) in the

tank at time t, then the rate at which A(t) changes is a net rate:

The input rate Rin at which salt enters the tank is the product of
the inflow concentration of salt and the inflow rate of fluid.

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Differential Equations as Mathematical Models (18 of 26)

Note that Rin is measured in pounds per minute:

Now, since the solution is being pumped out of the tank at

the same rate that it is pumped in, the number of gallons of
brine in the tank at time t is a constant 300 gallons.

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Differential Equations as Mathematical Models (19 of 26)

Hence the concentration of the salt in the tank as well as in

the outflow is lb/gal so the output rate Rout
of salt is

The net rate (7) then becomes

or

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If rin and rout denote general input and output rates of the
brine solutions, then there are three possibilities: rin = rout, rin
> rout, and rin < rout. In the analysis leading to (8) we have
assumed that rin = rout.

In the latter two cases the number of gallons of brine in the

tank is either increasing (rin > rout) or decreasing (rin < rout) at
the net rate rin − rout.

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Suspended Cables
Suppose a flexible cable, wire, or heavy rope is
suspended between two vertical supports.
Physical examples of this could be one of the
two cables supporting the roadbed of a
suspension bridge as shown in figure (a) or a
long telephone wire strung between two posts
as shown in figure (b).
Our goal is to construct a mathematical model
that describes the shape that such a cable Cables suspended between
assumes. vertical supports
Figure 1.3.7

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 Differential Equations as Mathematical Models (22 of 26)

To begin, let’s agree to examine only a portion or element

of the cable between its lowest point P1 and any arbitrary
point P2.

As drawn in blue in figure, this

element of the cable is the curve in
a rectangular coordinate system
with y-axis chosen to pass through
the lowest point P1 on the curve
and the x-axis chosen a units
below P1. Element of cable
Figure 1.3.8

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 Differential Equations as Mathematical Models (23 of 26)

Three forces are acting on the cable: the tensions T1 and T2 in the cable that
are tangent to the cable at P1 and P2, respectively, and the portion W of the
total vertical load between the points P1 and P2. Let and
denote the magnitudes of these vectors.

Now the tension T2 resolves into horizontal and vertical components (scalar
quantities) T2 cos θ and T2 sin θ. Because of static equilibrium we can write
T1 = T2 cos θ and W = T2 sin θ.

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By dividing the last equation by the first, we eliminate T2 and get

tan θ = W ∕ T1. But because dy ∕ dx = tan θ, we arrive at

This simple first-order differential equation serves as a model for both the
shape of a flexible wire such as a telephone wire hanging under its own
weight and the shape of the cables that support the roadbed of a
suspension bridge.

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Differential Equations as Mathematical Models (25 of 26)

What Lies Ahead 

Throughout this text you will see three different types of
approaches to, or analyses of, differential equations.

Here we enter the realm of numerical analysis. An

affirmative answer to the last question stems from the fact
that a differential equation can be used as a cornerstone for
constructing very accurate approximation algorithms.

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We will later start with qualitative considerations of first-order ODEs, then

examine analytical stratagems for solving some special first-order
equations, and conclude with an introduction to an elementary numerical
method. See the figure.

Different approaches to the study of differential equations

Figure 1.3.9

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