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Basic Differential Equations
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Introduction to ODEs and Slope Fields
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An Ordinary Differential Equation (ODE) is an equation involving an βunknownβ function π¦=π(π₯) and at least one of its derivatives π¦β², π¦β²β², β¦ etc. β¦ . For example, the equation π¦ β² β2π₯ π¦ 2 =0 A solution to an ODE is a function π¦=π(π₯) that satisfies the differential equation. For example, π¦= β1 π₯ 2 is a solution to the differential equation (for π₯β 0) above: = 2 π₯ 3 β2π₯ β 1 π₯ = 2 π₯ 3 β 2 π₯ 3 π¦ β² β2π₯ π¦ 2 =0 In fact, there are other solutions to this differential equation, such as π¦=β 1 π₯ 2 +1 It is often the case that differential equations have infinitely many solutions.
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Letβs rewrite the differential equation as π¦ β² =π₯ π¦ 2
Letβs rewrite the differential equation as π¦ β² =π₯ π¦ 2 . Suppose we graph the solution π¦=β 1 π₯ 2 +1 The differential equation π¦ β² =π₯ π¦ 2 says that the slope of the graph at the point (π₯,π¦) is π₯ π¦ 2 .
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Suppose we mark the slope at the point (π₯,π¦) with a short line segment with slope π₯ π¦ 2 .
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Example Draw the slope field and visualize some solutions of π¦ β² = π₯ 2 + π¦ 2 β1 Solution This is a numerical solution; an exact solution cannot be found.
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Letβs look at how to find a general solution to this equation.
π¦ β² =π₯ π¦ 2 We can rewrite the equation in differential form: ππ¦ ππ₯ =π₯ π¦ 2 We now separate variables β bring π¦ to the left and π₯ to the right: ππ¦ π¦ 2 =π₯ ππ₯ We can now integrate both sides: ππ¦ π¦ 2 = π₯ ππ₯ β 1 π¦ = 1 2 π₯ 2 +πΆ Finally, solve for π¦: π¦= β π₯ 2 +πΆ
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All the solution curves have the form
π¦= β π₯ 2 +πΆ Except, notice, there is also the solution π¦=0 Not all differential equations can be solved this way.
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Separable ODEs and Initial Value Problems
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The equation π¦ β² =π₯ π¦ 2 is called a separable differential equation
We say an equation is separable if the variables can be separated: π¦ β² =π π₯ π(π¦) If a differential equation is separable, then it can be solved by integration: ππ¦ π π¦ =π π₯ ππ₯ ππ¦ π π¦ = π π₯ ππ₯ Once the integration is done, one can (try to) solve for π¦ in terms of π₯.
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Example Visualize and solve the initial value problem
π¦ β² =π₯ π¦ 2 , π¦ β3 =1.5 Solution We can visualize an initial value problem by drawing the slope field and the given point (β3,1.5). To solve an initial value problem, we have to find a solution curve that passes through the given point. To solve an initial value problem, we first find a general solution as before: π¦= β π₯ 2 +πΆ [See slide 8 for solution] Then we use the initial data to figure out what πΆ is: 1.5= β β3 2 +πΆ πΆ=β31/6 So the final answer is: π¦= β π₯ 2 β 31 6 = 6 31β3 π₯ 2
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Example (Application to Population Growth)
A bacteria colony with an initial population 5000 undergoes growth at a rate proportional to the population. Suppose after 5 hours the population is found to be 1,000,000. Set up and solve the Initial value problem. Use your solution to predict when the bacteria population will be 1 billion ( 10 9 ). Solution Let π(π‘) denote the bacteria population at time π‘. Since growth rate is proportional to population π, we have ππ ππ‘ =ππ for some (as yet) unknown constant π This is a separable equation, which we solve by separating the variables π and π‘ ππ π =π ππ‘ 5π= ln 200 π= ln β1.0597 ln π =ππ‘+πΆ π= π ππ‘+πΆ Finally, we want to know when π π‘ = 10 9 π=πΆ π ππ‘ π π‘ =5000 π π‘ = 10 9 We use the initial condition π 0 =5000: π‘β11.52 5000=πΆ π 0 =πΆ Then we also have π 5 =1,000,000 1,000,000=5000 π πβ
5 200= π 5π
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Example (Application to Constrained Population Growth)
A species of fish is introduced to a pond with an initial population of π 0 =100 at time π‘=0, and satisfies the differential equation π β² =ππ 1β π π where, in this case, π=0.04 and π=20,000. (a) Solve the initial value problem, and (b) predict when the population will Reach a population of 10,000. (c) Predict the maximum population size. π πβπ = π ππ‘+πΆ Solution The equation is separable. = ln π πβπ ππ π 1β π π =π ππ‘ π= π π π+ππ‘ 1+ π π+ππ‘ So we have Integrate: ln π πβπ =ππ‘+πΆ (β) π=π π ππ‘ π βπ + π ππ‘ ππ π 1β π π = π ππ‘ Since π 0 = π 0 =100, we have π= π 0.04π‘ π 0.04π‘ ln π 0 πβ π 0 =πΆ Partial fractions on the left side: (b) Set this equal to 10000 ππ π 1β π π = π + 1 πβπ ππ πΆββ5.293 π 0.04π‘ π 0.04π‘ =10000 Solve (β) for π by exponentiating both sides: = ln π β ln (πβπ) π‘β132
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Example (Application to Constrained Population Growth (continued))
π π‘ = π 0.04π‘ π 0.04π‘ (Part c) To find the maximum population, we take the limit as π‘ββ: Max Population= lim π‘ββ π 0.04π‘ π 0.04π‘ =20000 This limit could be found using LβHopitalβs rule, or by dividing top and bottom by π 0.04π‘ .
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Discussion of Constrained Population Growth
We can draw a slope field for the differential equation just discussed π β² =0.04π 1β π 20000 Recall our solution, π= π 0.04π‘ π 0.04π‘ We see that solutions behave βlikeβ an exponential function until they inflect and slow down as they approach the maximum population of These solutions are called logistic functions. The population growth model is called the logistic growth model.
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Example (Application to Tumor Growth, Numerical Issues)
The growth rate of a tumor decreases exponentially with time, so that the tumor population π(π‘) satisfies the differential equation π β² =βπΌ π βπ½π‘ π, where πΌ and π½ are positive constants. (a) Solve the differential equation for a general solution π(π‘) (b) On day 0, the tumor population is estimated to be π 0 =10,000. On day 15, the population is estimated to be Finally, on day 30, the tumor population is estimated to be Find πΌ, π½, and πΆ where πΆ is the constant from your general solution to part (a). (c) Calculate the limiting size of the tumor population as π‘ββ.
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Example (Application to Tumor Growth, Numerical Issues)
The growth rate of a tumor decreases exponentially with time, so that the tumor population π(π‘) satisfies the differential equation π β² =πΌ π βπ½π‘ π, where πΌ and π½ are positive constants. (a) Solve the differential equation for a general solution π(π‘) Solution This is a separable equation. ππ π =πΌ π βπ½π‘ ππ‘ Integrate: ln π =β πΌ π½ π βπ½π‘ +πΆ Solve for π π= exp β πΌ π½ π βπ½π‘ +πΆ
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Example (Application to Tumor Growth, Numerical Issues)
The growth rate of a tumor decreases exponentially with time, so that the tumor population π(π‘) satisfies the differential equation π β² =πΌ π βπ½π‘ π, where πΌ and π½ are positive constants. (b) On day 0, the tumor population is estimated to be π 0 =10,000. On day 15, the population is estimated to be Finally, on day 30, the tumor population is estimated to be Find πΌ, π½, and πΆ where πΆ is the constant from your general solution to part (a). Solution We found in part (a) π= exp β πΌ π½ π βπ½π‘ +πΆ If we measure time π‘ in days, then the three initial conditions tell us: 10000= exp β πΌ π½ +πΆ 20000= exp β πΌ π½ π β15π½ +πΆ 30000= exp β πΌ π½ π β30π½ +πΆ
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10000= exp β πΌ π½ +πΆ 20000= exp β πΌ π½ π β15π½ +πΆ 30000= exp β πΌ π½ π β30π½ +πΆ The software having numerical difficulties because of the tiny numbers π β30π½ and large numbers
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Suppose we were measuring time π‘ in 30-day intervals called βmonths.β
Then the initial condition at 15 days corresponds to π‘=0.5 and 30 days corresponds to π‘=1. The equations become: 10000= exp πΌ π½ +πΆ 20000= exp πΌ π½ π β0.5π½ +πΆ 30000= exp πΌ π½ π βπ½ +πΆ These are much more reasonable equations. Indeed, the software has no trouble now! We have found that πΌ=1.79, π½=1.07, and πΆ=10.88. π= exp β πΌ π½ π βπ½π‘ +πΆ becomes π π‘ = exp β1.67 π β1.07π‘ If we measure π‘ in months!
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Example (Application to Tumor Growth, Numerical Issues)
The growth rate of a tumor decreases exponentially with time, so that the tumor population π(π‘) satisfies the differential equation π β² =πΌ π βπ½π‘ π, where πΌ and π½ are positive constants. (c) Calculate the limiting size of the tumor population as π‘ββ. Solution In part (a) we found that π= exp β πΌ π½ π βπ½π‘ +πΆ And in part (b) we found that that πΌ=1.79, π½=1.07, and πΆ=10.88. Taking the limit as π‘ββ of π(π‘) and noticing that π βπ½π‘ β0, we see that lim π‘ββ exp β πΌ π½ π βπ½π‘ +πΆ = exp πΆ = π =53126 We can expect the tumor to approach this size.
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Toricelliβs Law Suppose we have a tank full of water with a hole in the bottom. The water drains out according to Toricelliβs Law: velocity= 2πΓdepth π£= 2ππ¦ Thus the rate of outflow of water is: ππ ππ‘ =βππ£ ππ ππ‘ =βAreaΓVelocity We also know that π= 0 π¦ π΄ π¦ ππ¦ Thus ππ ππ‘ =π΄ π¦ ππ¦ ππ‘ Set these two expressions equal to each-other to obtain π΄ π¦ ππ¦ ππ‘ =βππ£ =βπ 2ππ¦ This is a differential equation we can solve! Toricelliβs Differential Equation π΄ π¦ ππ¦ ππ‘ =βπ 2ππ¦
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Example A hemispherical tank has top radius 4 ft and at time π‘=0 is full of water. At that moment, a circular hole of diameter 1 in. is opened in the bottom. How long will it take for the tank to drain completely? Solution Write Toricelliβs differential equation: π΄ π¦ ππ¦ ππ‘ =βπ 2ππ¦ Label the diagram to find π΄(π¦). π΄ π¦ =π π 2 =π 16β 4βπ¦ 2 =π 8π¦β π¦ 2 Also π= π and π=32. The equation becomes π 8π¦β π¦ 2 ππ¦ ππ‘ =βπ π¦ πΆ= /2 β /2 = 8 π¦ 1/2 β π¦ 3/2 ππ¦ =β ππ‘ 72 The tank is empty when π¦=0, i.e. 16 3 π¦ 3/2 β 2 5 π¦ 5/2 =β 1 72 π‘+πΆ 0=β 1 72 π‘ π‘= β2150 π =35min 50s Initial condition: π¦ 0 =4
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16 3 π¦ 3/2 β 2 5 π¦ 5/2 =β 1 72 π‘ The Clepsydra Problem
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Example (Hanging Rope Problem)
A rope of length πΏ has ends attached to points ( π₯ 0 , π¦ 0 ) and π₯ 1 , π¦ 1 and hangs under the Influence of gravity. Write a differential equation that describes the height of the rope π¦=π¦(π₯). Then solve. Solution Consider a short segment of rope on the interval π₯,π₯+Ξπ₯ . Let π be the slope of the rope at π₯ and π+Ξπ be the slope of the rope at π₯+Ξπ₯. The left tension force, right tension force, and gravity must add up to zero. We have π πΏ = βπ π₯ cos π ,βπ π₯ sin π π π
= π(π₯+Ξπ₯) cos π+Ξπ ,π(π₯+Ξπ₯) sin π+Ξπ πΉ π = 0,βππ The mass of the rope under consideration is density times the length. The length is approximately Ξπ₯ sec π , so π=π sec π Ξπ₯ Now π πΏ + π π
+ πΉ π =0, giving us π π₯+Ξπ₯ cos π+Ξπ βπ π₯ cos π =0 π π₯+Ξπ₯ sin π+Ξπ βπ π₯ sin π βππ sec π Ξπ₯=0 Divide by Ξπ₯ and take the limit as Ξπ₯β0 to find that ππ ππ₯ cos π βπ sin π ππ ππ₯ =0 ππ ππ₯ sin π +π cos π ππ ππ₯ =ππ sec π
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Example (Hanging Rope Problem)
A rope of length πΏ has ends attached to points ( π₯ 0 , π¦ 0 ) and π₯ 1 , π¦ 1 and hangs under the Influence of gravity. Write a differential equation that describes the height of the rope π¦=π¦(π₯). Then solve. Solution ππ ππ₯ cos π βπ sin π ππ ππ₯ =0 ππ ππ₯ sin π +π cos π ππ ππ₯ =ππ sec π We analyze the first equation first. Rearranging it, we get ππ ππ₯ = 1 π ππ ππ₯ cot π tan π ππ= ππ π Integrate both sides: ln sec π = ln π + πΆ 1 Exponentiate both sides to find that π=π sec π Differentiate to find that ππ ππ₯ =π sec π tan π ππ ππ₯ Insert these into the second equation to get: π tan 2 π ππ ππ₯ +π ππ ππ₯ =ππ sec π
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Example (Hanging Rope Problem)
A rope of length πΏ has ends attached to points ( π₯ 0 , π¦ 0 ) and π₯ 1 , π¦ 1 and hangs under the Influence of gravity. Write a differential equation that describes the height of the rope π¦=π¦(π₯). Then solve. Solution π tan 2 π ππ ππ₯ +π ππ ππ₯ =ππ sec π This simplifies through tan 2 π +1= sec 2 π to sec π ππ= ππ π ππ₯ Integrate both sides: ππ¦ ππ₯ = tan π ln sec π + tan π = ππ π π₯+ πΆ 2 This cannot be simplified. Now we figure what π¦(π₯) is, using the fact that 1+ ππ¦ ππ₯ 2 = sec π ln ππ¦ ππ₯ ππ¦ ππ₯ = ππ π π₯+ πΆ 2 The left-hands ide is just the inverse hyperbolic sine of ππ¦ ππ₯ . Indeed, sinh β1 π’ = ln π’ 2 +π’ . sinh β1 ππ¦ ππ₯ =π΄π₯+π΅ ππ¦ ππ₯ = sinh (π΄π₯+π΅)
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Example (Hanging Rope Problem)
A rope of length πΏ has ends attached to points ( π₯ 0 , π¦ 0 ) and π₯ 1 , π¦ 1 and hangs under the Influence of gravity. Write a differential equation that describes the height of the rope π¦=π¦(π₯). Then solve. Solution ππ¦ ππ₯ = sinh (π΄π₯+π΅) Itβs also a fact that sinh π’ ππ’ = cosh π’ +πΆ. Letting π’=π΄π₯+π΅, ππ₯=ππ’/π΄, we have π¦= 1 π΄ cosh π΄π₯+π΅ +πΆ The length of this curve from π₯= π₯ 0 to π₯= π₯ 1 is Length=πΏ= π₯ 0 π₯ π¦ β² ππ₯ = π₯ 0 π₯ sinh 2 (π΄π₯+π΅) ππ₯ = π₯ 0 π₯ 1 cosh π΄π₯+π΅ ππ₯ = 1 π΄ sinh (π΄π₯+π΅) π₯ 0 π₯ 1 = 1 π΄ sinh π΄ π₯ 1 +π΅ β 1 π΄ sinh π΄ π₯ 0 +π΅
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Example (Hanging Rope Problem)
A rope of length πΏ has ends attached to points ( π₯ 0 , π¦ 0 ) and π₯ 1 , π¦ 1 and hangs under the Influence of gravity. Write a differential equation that describes the height of the rope π¦=π¦(π₯). Then solve. Solution Weβve shown that π¦= 1 π΄ cosh π΄π₯+π΅ +πΆ where π¦ π₯ 0 = π¦ 0 π¦ π₯ 1 = π¦ 1 1 π΄ sinh π΄ π₯ 1 +π΅ β 1 π΄ sinh π΄ π₯ 0 +π΅ =πΏ This is a system of three equations in the three unknowns π΄,π΅, and πΆ. For example, if π₯ 0 , π¦ 0 =(β5,0), π₯ 1 , π¦ 1 =(5,0), πΏ=15, then the equations become 1 π΄ cosh β5π΄+π΅ +πΆ=0 1 π΄ cosh 5π΄+π΅ +πΆ=0 1 π΄ sinh 5π΄+π΅ β 1 π΄ sinh β5π΄+π΅ =15 The solution is π΄=0.324, π΅=0, πΆ=β8.109 π¦=3.082 cosh π₯ β8.109
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Example (Falling Satellite Problem)
A satellite is a distance π¦=1.390Γ 10 7 m from the center of the moon, travelling toward the Moon at a speed of v 0 =1200m/s. Predict the time that the satellite will strike the moon, and the speed it will be travelling then. Ignore gravitational effects of all objects except the moon. Solution The radius of the moon is π 0 =1.737Γ 10 6 m and we have the following equation from physics: πΉ=π π=π π¦β²β² The only force acting on the satellite is the force of gravity, which is given by πΉ=β πΊππ π¦ 2 Where π=7.347Γ kg is the mass of the moon, π the mass of the satellite, πΊ=6.674Γ 10 β11 m 3 kg s 2 is the universal gravitational constant, and π¦ is the distance from the satellite to the center of the moon. Equating these, we have π π¦ β²β² =β πΊππ π¦ 2 Let π£= ππ¦ ππ‘ so that π¦ β²β² = ππ£ ππ‘ = ππ£ ππ¦ ππ¦ ππ‘ = ππ£ ππ¦ π£ π£ ππ£ ππ¦ =β πΊπ π¦ 2 This is separable: π£ ππ£=βπΊπ ππ¦ π¦ 2
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Example (Falling Satellite Problem)
A satellite is a distance π¦=1.390Γ 10 7 m from the center of the moon, travelling toward the Moon at a speed of v 0 =1200m/s. Predict the time that the satellite will strike the moon, and the speed it will be travelling then. Ignore gravitational effects of all objects except the moon. Solution π£ ππ£=βπΊπ ππ¦ π¦ 2 Integrate 1 2 π£ 2 = πΊπ π¦ +πΆ From the initial condition π£=β1200 when π¦=1.390Γ we find that πΆ= 1 2 π£ 0 2 β πΊπ π¦ 0 =367,238 Conclude that π£=β 2πΊπ π¦ +2πΆ But π£= ππ¦ ππ‘ , so this is ππ¦ ππ‘ =β 2πΊπ π¦ +2πΆ
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Example (Falling Satellite Problem)
A satellite is a distance π¦=1.390Γ 10 7 m from the center of the moon, travelling toward the Moon at a speed of v 0 =1200m/s. Predict the time that the satellite will strike the moon, and the speed it will be travelling then. Ignore gravitational effects of all objects except the moon. Solution ππ¦ ππ‘ =β 2πΊπ π¦ +2πΆ This is separable again. β ππ¦ 2πΊπ π¦ +2πΆ =ππ‘ Now we integrate both sides. The integral on the left is difficult, but possible. We do it by computer.
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Example (Falling Satellite Problem)
A satellite is a distance π¦=1.390Γ 10 7 m from the center of the moon, travelling toward the Moon at a speed of v 0 = -1200m/s. Predict the time that the satellite will strike the moon, and the speed it will be travelling then. Ignore gravitational effects of all objects except the moon. Solution Thus β2π¦ πΆ πΆ+ πΊπ π¦ +πΊπ ln πΊπ+2πΆπ¦+2π¦ πΆ πΆ+ πΊπ π¦ πΆ 3/2 =π‘+ πΆ 2 The initial conditions tell us that π¦=1.390Γ 10 7 m when π‘=0, so we now know that πΆ 2 =218,871 Impact occurs when π¦= π 0 =1.737Γ 10 6 m of the moon. π‘β8286s=2 hours, 18 minutes, 6 seconds At this time, we have the velocity of impact π£=β 2πΊπ π¦ +2πΆ ββ2526m/s
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Example (Small (Atmospheric) Rocket Launch Without Air Resistance)
A rocket launches from ground level. The rocket, including the fuel-air mixture inside it, weighs π 0 . During flight, the fuel burns at a constant rate for π seconds. and exhaust gases are ejected from the bottom of the rocket at a rate of π½ kg/s and a speed of π (m/s) relative to the rocket. (a) Write a differential equation to describe the height π¦ of the rocket. Ignore air resistance, and assume gravity π is constant. (b) Solve the differential equation, and find the height π¦ and velocity π£ of the rocket after time π when the fuel is exhausted.
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Example (Small (Atmospheric) Rocket Launch Without Air Resistance)
A rocket launches from ground level. The rocket, including the fuel-air mixture inside it, weighs π 0 . During flight, the fuel burns at a constant rate for π seconds. and exhaust gases are ejected from the bottom of the rocket at a rate of π½ kg/s and a speed of π (m/s) relative to the rocket. (a) Write a differential equation to describe the height π¦ of the rocket. Ignore air resistance, and assume gravity π is constant. Solution The mass of the rocket & fuel at time π‘ is π= π 0 βπ½π‘. Fix a time π‘ and consider what happens to the rocket between π‘ and π‘+Ξπ‘: an amount Ξπ of gas is ejected, as in the diagram: The total momentum at time π‘+Ξπ‘ is The total momentum at time π‘ is ππ£. πβΞπ π£+Ξπ£ +Ξπ(π£βπ) =ππ£βπ£Ξπ+πΞπ£βΞπΞπ£+π£ΞπβπΞπ =ππ£+πΞπ£βπΞπβΞπΞπ£ The change in momentum is therefore ππ£+πΞπ£βπΞπ βππ£ Ξπ=πΞπ£βπΞπβΞπΞπ£ On the other hand, one of Newtonβs laws is that πΉ=Ξπ/Ξπ‘. Since the force acting on the rocket is βππ, we have βππ=(πβΞπ) Ξπ£ Ξπ‘ βπ Ξπ Ξπ‘
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Example (Small (Atmospheric) Rocket Launch Without Air Resistance)
A rocket launches from ground level. The rocket, including the fuel-air mixture inside it, weighs π 0 . During flight, the fuel burns at a constant rate for π seconds. and exhaust gases are ejected from the bottom of the rocket at a rate of π½ kg/s and a speed of π (m/s) relative to the rocket. (a) Write a differential equation to describe the height π¦ of the rocket. Ignore air resistance, and assume gravity π is constant. Solution βππ=(πβΞπ) Ξπ£ Ξπ‘ βπ Ξπ Ξπ‘ Notice that Ξπ=π½ Ξπ‘, so this becomes βππ= πβπ½Ξπ‘ Ξπ£ Ξπ‘ βπ Ξπ Ξπ‘ Take the limit as Ξπ‘β0 to find that βππ=π ππ£ ππ‘ βππ½ But the mass remaining at time π‘ is π= π 0 βπ½π‘ so this becomes: β π 0 βπ½π‘ π= π 0 βπ½π‘ ππ£ ππ‘ βππ½ Rearrange: ππ£ ππ‘ = ππ½ π 0 βπ½π‘ βπ This differential equation describes the rocket β
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Example (Small (Atmospheric) Rocket Launch Without Air Resistance)
A rocket launches from ground level. The rocket, including the fuel-air mixture inside it, weighs π 0 . During flight, the fuel burns at a constant rate for π seconds. and exhaust gases are ejected from the bottom of the rocket at a rate of π½ kg/s and a speed of π (m/s) relative to the rocket. (b) Solve the differential equation, and find the height π¦ and velocity π£ of the rocket after time π when the fuel is exhausted. Solution In part (a) we found the differential equation ππ£ ππ‘ = ππ½ π 0 βπ½π‘ βπ Integrate both sides: π£=βπ ln π 0 βπ½π‘ βππ‘+πΆ Clearly π£=0 when π‘=0 so we get π ln π 0 =πΆ Conclude: π£=βπ ln π 0 βπ½π‘ βππ‘+π ln π 0 π£=βπ ln π 0 βπ½π‘ π 0 βππ‘ But π£= ππ¦ ππ‘ so we get π¦= βπ ln π 0 βπ½π‘ π 0 βππ‘ ππ‘ =β π 2 π‘ 2 β π π½ π 0 βπ½π‘ + π π½ π 0 βπ½π‘ ln π 0 βπ½π‘ π πΆ 2
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Example (Small (Atmospheric) Rocket Launch Without Air Resistance)
A rocket launches from ground level. The rocket, including the fuel-air mixture inside it, weighs π 0 . During flight, the fuel burns at a constant rate for π seconds. and exhaust gases are ejected from the bottom of the rocket at a rate of π½ kg/s and a speed of π (m/s) relative to the rocket. (b) Solve the differential equation, and find the height π¦ and velocity π£ of the rocket after time π when the fuel is exhausted. Solution Our solution simplifies to π¦=ππ‘β π 2 π‘ 2 + π π 0 π½ π 0 βπ½π‘ π 0 ln π 0 βπ½π‘ π 0 Let π= π 0 βπ½π‘ π 0 be the fractional mass of the rocket and this becomes: π¦=ππ‘β π 2 π‘ 2 + π π 0 π½ π ln π π£=βπ ln π βππ‘ Let π 1 = π 0 βπ½π be the final mass of the rocket and we have for final height and velocity: π¦ π =ππβ π 2 π 2 + π π 1 π½ ln π 1 π 0 π£ π =βπ ln π 1 π 0 βππ β
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Example (Small (Atmospheric) Rocket Launch Without Air Resistance)
A rocket launches from ground level. The rocket, including the fuel-air mixture inside it, weighs 10kg. During flight, the fuel burns at a constant rate for π=10 seconds. and exhaust gases are ejected from the bottom of the rocket at a rate of 0.6 kg/s and a speed of 500(m/s) relative to the rocket. Ignoring air resistance and assuming π=9.8m/ s 2 is constant, find the final height and velocity of the rocket at burnout time π. Solution From our previous work: π¦ π =ππβ π 2 π 2 + π π 1 π½ ln π 1 π 0 π£ π =βπ ln π 1 π 0 βππ π=500, π 1 =10β =4, π 0 =10, π=10, π½=0.6, so we get π¦ π = m π£ π =360.1 m/s
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First Order Linear Differential Equations
Every single differential equation weβve looked at so far has had the form ππ¦ ππ₯ =π π₯ π(π¦) i.e., have been separable. We now consider a new type of equation, with a completely different solution technique. ππ¦ ππ₯ +π π₯ π¦=π(π₯) An equation in this form is called a first order linear equation Notice that π and π do not have to be linear functions of π₯. They can be any (continuous) functions.
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Example (Solving a First Order Linear Equation, Edwards & Penney Problem 1.5.16)
Solve the differential equation / Initial value problem π¦ β² = 1βπ¦ cos π₯ , π¦ π =2 Solution Rewrite the equation in first order linear form: π¦=`1+πΆ π β sin π₯ ππ¦ ππ₯ + cos π₯ π¦= cos π₯ Use the initial condition π¦ π =2 2=1+πΆ π β0 =1+πΆ This is a first order linear differential equation with π π₯ = cos π₯ and π π₯ = cos π₯ : ππ¦ ππ₯ +π π₯ π¦=π(π₯). To solve this equation, we multiply both sides by the integrating factor: πΆ=1 π¦=1+ π β sin π₯ = π cos π₯ ππ₯ πΌ π₯ = π π π₯ ππ₯ = π sin π₯ π sin π₯ ππ¦ ππ₯ + cos π₯ π sin π₯ π¦= cos π₯ π sin π₯ Notice that the left-hand side can be rewritten: π ππ₯ π sin π₯ π¦ = cos π₯ π sin π₯ Integrate both sides with respect to π₯ π sin π₯ π¦= cos π₯ π sin π₯ ππ₯ = π sin π₯ +πΆ Divide both sides by π sin π₯
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General Solution to First Order Linear Equations
As illustrated in the previous example, the key step needed to solve a first order linear equation is to multiply by the integrating factor πΌ π₯ = π π π₯ ππ₯ ππ¦ ππ₯ +π π₯ π¦=π(π₯) πΌ π₯ ππ¦ ππ₯ +πΌ π₯ π π₯ π¦=πΌ π₯ π(π₯) Notice that πΌ β² π₯ =π π₯ πΌ(π₯). Therefore the left-hand-side can be rewritten (using the product rule): π ππ₯ πΌ π₯ π¦ =πΌ π₯ π(π₯) Integrate both sides with respect to π₯: πΌ π₯ π¦= πΌ π₯ π π₯ ππ₯ +πΆ Divide both sides by πΌ(π₯) to obtain the final answer! π¦= 1 πΌ π₯ πΌ π₯ π π₯ ππ₯ + πΆ πΌ π₯
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Example (Edwards & Penney Problem 1.5.36)
A tank initially contains 60gal of pure water. Brine, containing 1lb of salt per gallon enters the tank at 2 gal/min, and the (perfectly mixed) solution leaves the tank at 3 gal/min; the tank is empty after exactly 1 h. (a) Find the amount of salt in the tank after π‘ minutes. (b) What is the maximum amount of salt ever in the tank? Solution The water volume in the tank after π‘ minutes is π=60βπ‘ gal Let π΄(π‘) denote the amount of salt (in lbs) in the tank at time π‘ (min) Notice that the concentration π of salt in the tank is π΄ π‘ π = π΄ π‘ 60βπ‘ (lbs/gal) Thus, salt is leaving the tank at a rate of 3π= 3π΄ 60βπ‘ (gal/min) On the other hand, salt is entering the tank at a rate of 2 (gal/min) So we have the differential equation ππ΄ ππ‘ = rate in β rate out =2β 3 60βπ‘ π΄ Rewrite: ππ΄ ππ‘ βπ‘ π΄=2 This is a first-order linear equation with π π‘ = 3 60βπ‘ , π π‘ =2. = βπ‘ 3 = π βπ‘ ππ‘ Multiply both sides by the integrating factor πΌ π‘ = π π π‘ ππ‘ = π β3 ln 60βπ‘
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Example (Edwards & Penney Problem 1.5.36)
A tank initially contains 60gal of pure water. Brine, containing 1lb of salt per gallon enters the tank at 2 gal/min, and the (perfectly mixed) solution leaves the tank at 3 gal/min; the tank is empty after exactly 1 h. (a) Find the amount of salt in the tank after π‘ minutes. (b) What is the maximum amount of salt ever in the tank? Solution ππ΄ ππ‘ βπ‘ π΄=2 πΌ π‘ = βπ‘ 3 1 60βπ‘ 3 ππ΄ ππ‘ βπ‘ 4 π΄= βπ‘ 3 π ππ‘ βπ‘ 3 π΄ = βπ‘ 3 1 60βπ‘ 3 π΄= βπ‘ 2 +πΆ π΄ 0 =0 gives πΆ=β π΄= 60βπ‘ β βπ‘ 3
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Example (Edwards & Penney Problem 1.5.36)
A tank initially contains 60gal of pure water. Brine, containing 1lb of salt per gallon enters the tank at 2 gal/min, and the (perfectly mixed) solution leaves the tank at 3 gal/min; the tank is empty after exactly 1 h. (a) Find the amount of salt in the tank after π‘ minutes. (b) What is the maximum amount of salt ever in the tank? Solution π΄= 60βπ‘ β βπ‘ 3 To find the maximum value of π΄ for 0β€π‘β€60 we set ππ΄ ππ‘ =0. β βπ‘ 2 =0 Solve for π‘ π‘β25.4 or 94.6 The tank is empty after 60s, so the second solution canβt be right. Conclude π‘=25.4, and the salt content at that time is: π΄ 25.4 β23.09lbs
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Example (Atmospheric Launch with Air Resistance)
We consider the same rocket problem, but now we include air resistance π=5.4kg/s Write and solve the new differential equation. Find final height and velocity at burnout π‘=π. Solution The conservation of linear momentum remains the same, but now πΉ=βππβππ£. βππ is the force due to gravity, and the force due to air resistance is βππ£ for some constant π. So instead of βππ=(πβΞπ) Ξπ£ Ξπ‘ βπ Ξπ Ξπ‘ We now have βππβππ£= πβΞπ Ξπ£ Ξπ‘ βπ Ξπ Ξπ‘ Again take the limit as Ξπ‘β0 and find that βππβππ£=π ππ£ ππ‘ βππ½ Again, π= π 0 βπ½π‘ ππ£ ππ‘ + π π π£= ππ½ π βπ ππ£ ππ‘ + π π 0 βπ½π‘ π£= ππ½ π 0 βπ½π‘ βπ This is a first order linear differential equation. Multiply both sides by the integrating factor: πΌ π‘ = π π π 0 βπ½π‘ ππ‘ = π βπ π½ ln π 0 βπ½π‘ = π 0 βπ½π‘ βπ/π½
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π ππ‘ π 0 βπ½π‘ βπ/π½ π£ =ππ½ π 0 βπ½π‘ β1βπ/π½ βπ π 0 βπ½π‘ βπ/π½
Integrate both sides π 0 βπ½π‘ βπ/π½ π£= ππ½ π π 0 βπ½π‘ βπ/π½ + π π½βπ π 0 βπ½π‘ 1βπ/π½ + πΆ 1 Multiply both sides by π 0 βπ½π‘ π/π½ π£= ππ½ π + π π½βπ π 0 βπ½π‘ + πΆ 1 π 0 βπ½π‘ π/π½ From the initial condition π£=0 when π‘=0 we get πΆ 1 = βππ½ π½βπ βπ π 0 π π π½βπ π 0 π/π½ Noting that π£=ππ¦/ππ‘ and integrating again, we get: π¦= ππ½ π π‘β π 2π½ π½βπ π 0 βπ½π‘ 2 β πΆ 1 π½ 1+π/π½ π 0 βπ½π‘ 1+π/π½ + πΆ 2 From the initial condition π¦=0 when π‘=0 we get πΆ 2 = π π π½ π½βπ + πΆ 1 π 0 1+π/π½ π½ 1+π/π½
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π¦= ππ½ π π‘β π 2π½ π½βπ π 0 βπ½π‘ 2 β πΆ 1 π½ 1+π/π½ π 0 βπ½π‘ 1+π/π½ + πΆ 2
π£= ππ½ π + π π½βπ π 0 βπ½π‘ + πΆ 1 π 0 βπ½π‘ π/π½ πΆ 1 = βππ½ π½βπ βπ π 0 π π π½βπ π 0 π/π½ πΆ 2 = π π π½ π½βπ + πΆ 1 π 0 1+π/π½ π½ 1+π/π½ The final velocity 47.4m/s and height 354m at burnout are significantly smaller than before. Clearly, air resistance cannot be ignored.
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Example (Edwards & Penney, Example 1.7.6)
Suppose a flexible 4-ft rope starts with 3 ft of its length arranged in a heap at the edge of a high horizontal table, with the remaining 1 foot hanging (at rest) off the table. At time π‘=0 the heap begins to unwind and the rope begins to gradually fall off the table, under the force of gravity pulling on the overhanging part. Under the assumption that frictional forces of all sorts are negligible, how long will it take for all the rope to fall off the table?
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Example (Edwards & Penney, Example 1.7.6)
Suppose a flexible 4-ft rope starts with 3 ft of its length arranged in a heap at the Edge of a high horizontal table, with the remaining 1 foot hanging (at rest) off the table. At time π‘=0 the heap begins to unwind and the rope begins to gradually fall off the table, under the force of gravity pulling on the overhanging part. Under the assumption that frictional forces of all sorts are negligible, how long will it take for all the rope to fall off the table? Solution Let π₯(π‘) denote the length of overhanging rope at time π‘ and π£(π‘) denote the velocity then with positive direction pointing downward. So π₯ 0 =1, π£ 0 =0, and π£ π‘ =π₯β²(π‘). Let π be the linear density of the rope, so that the overhanging rope has mass π=ππ₯. The force of gravity πΉ is ππ=πππ₯. Newtonβs second law then says πΉ=πππ₯= π ππ‘ ππ£ πππ₯=π£ ππ ππ‘ +π ππ£ ππ‘ πππ₯=ππ£ ππ₯ ππ‘ +ππ₯ ππ£ ππ‘ ππ₯= π£ 2 +π₯ ππ£ ππ‘ The rope falls off the table in 0.54s. This is a system of equations: ππ₯= π£ 2 +π₯ ππ£ ππ‘ π₯ 0 =1 π£= ππ₯ ππ‘ π£ 0 =0
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We will now solve the previous problem exactly, without using NDSolve or DSolve.
Warning: the following solution is extremely clever. It is recommended that the reader don a heat-resistance face-mask to avoid the face-melting awesomeness of the following solution. ππ₯= π£ 2 +π₯ ππ£ ππ‘ Since π£=0 when π₯=1, we get πΆ=βπ/3ββ3.27 Rearrange: Write π£=ππ₯/ππ‘. 1 2 π₯ ππ₯ ππ‘ 2 β π 3 π₯ 3 =β π 3 π₯ ππ£ ππ‘ + π£ 2 βππ₯ =0 Notice by the chain rule that ππ£ ππ‘ = ππ£ ππ₯ ππ₯ ππ‘ = ππ£ ππ₯ π£ This is a separable equation: solve for ππ₯/ππ‘ ππ₯ ππ‘ = 2π π₯ 3 β1 π₯ 2 π₯π£ ππ£ ππ₯ + π£ 2 βππ₯ =0 Multiply both sides by π₯. π₯ ππ₯ π₯ 3 β1 = 2π 3 ππ‘ Let π be the answer, so π₯ 2 π£ ππ£ ππ₯ + π₯ π£ 2 βπ π₯ 2 =0 π₯ π =4 π₯=1 π₯=4 π₯ ππ₯ π₯ 3 β1 = π‘=0 π‘=π 2π 3 ππ‘ Notice that the left-hand side can be rewritten: π ππ₯ π₯ 2 π£ 2 β π 3 π₯ 3 =0 π= 3 2π π₯ ππ₯ π₯ 3 β1 =0.541s Integrate both sides: 1 2 π₯ 2 π£ 2 β π 3 π₯ 3 =πΆ (The last integral was computed numerically. Note π=32ft/ s 2 )
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Alternative Solution to the Falling Rope Problem
In the last two solutions to the falling rope problem, we used Newtonβs law: πΉ= π ππ‘ ππ£ What if we use Conservation of Energy instead? Rearrange: π πΈ 0 +πΎ πΈ 0 =π πΈ π‘ +πΎ πΈ π‘ π₯ π£ 2 +π 1β π₯ 2 =0 Solve for π£ and note π£=ππ₯/ππ‘. Suppose we say the table is at a height 0, so the hanging rope has negative potential energy because itβs at a negative height. Letβs compute the potential energy of the rope when a length π₯ is hanging. ππ₯ ππ‘ = π( π₯ 2 β1) π₯ ππΈ=π πΈ on table +π πΈ hanging ππΈ=ππ 4βπ₯ β
0+πππ₯ β π₯ 2 =β ππ 2 π₯ 2 This is separable. π₯ π₯ 2 β1 ππ₯= π ππ‘ For kinetic energy, the rope on the table is at rest and has none. The hanging rope is moving at velocity π£: π₯ π₯ 2 β1 ππ₯ = 0 π π ππ‘ πΎπΈ=πΎ πΈ on table +πΎ πΈ hanging πΎπΈ= ππ₯ π£ 2 = π 2 π₯ π£ 2 π= 1 π π₯ π₯ 2 β1 ππ₯ By conservation of energy, ππΈ+πΎπΈ is constant. The initial energy is β ππ so we obtain π=0.488 π 2 π₯ π£ 2 β ππ 2 π₯ 2 =β ππ 2 This answer is different than the one we got before. Why?
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