A differential equation is an equation for an unknown function that involves the derivative of the unknown function. Differential equations play a central role in modelling a huge number of different phenomena. Here is a table giving a bunch of named differential equations and what they are used for. It is far from complete.
for electrical activity in Pancreatic \(\beta\)-cells
Hodgkin-Huxley equations
models nerve action potentials
We are just going to scratch the surface of the study of differential equations. Most universities offer half a dozen different undergraduate courses on various aspects of differential equations. We will just look at one special, but important, type of equation.
We’ll start by developing a recipe for solving separable differential equations. Then we’ll look at many examples. Usually one suppresses the argument of \(y(x)\) and writes the equation 1
Look at the right hand side of the equation. The \(x\)-dependence is separated from the \(y\)-dependence. That’s the reason for the name “separable”.
and solves such an equation by cross multiplying/dividing to get all of the \(y\)’s, including the \(\dee{y}\) on one side of the equation and all of the \(x\)’s, including the \(\dee{x}\text{,}\) on the other side of the equation.
This looks illegal, and indeed is illegal — \(\diff{y}{x}\) is not a fraction. But we’ll now see that the answer is still correct. This procedure is simply a mnemonic device to help you remember that answer (✶).
Our goal is to find all functions \(y(x)\) that obey \(\diff{y}{x}(x) = f(x)\ g\big(y(x)\big)\text{.}\)
Let \(G(y)\) be an antiderivative of \(\frac{1}{g(y)}\) (i.e. \(G'(y)=\frac{1}{g(y)}\)) and \(F(x)\) be an antiderivative of \(f(x)\) (i.e. \(F'(x)=f(x)\)). If we reinstate the argument of \(y\text{,}\)(✶) is
Observe that the solution equation (2.4.1) contains an arbitrary constant, \(C\text{.}\) The value of this arbitrary constant can not be determined by the differential equation. You need additional data to determine it. Often this data consists of the value of the unknown function for one value of \(x\text{.}\) That is, often the problem you have to solve is of the form
where \(f(x)\) and \(g(y)\) are given functions and \(x_0\) and \(y_0\) are given numbers. This type of problem is called an “initial value problem”. It is solved by first using the method above to find the general solution to the differential equation, including the arbitrary constant \(C\text{,}\) and then using the “initial condition” \(y(x_0)=y_0\) to determine the value of \(C\text{.}\) We’ll see examples of this shortly.
is separable, and we now find all of its solutions by using our mnemonic device. We start by cross-multiplying so as to move all \(y\)’s to the left hand side and all \(x\)’s to the right hand side.
The \(C\) on the right hand side contains both the arbitrary constant for the indefinite integral \(\int e^y\dee{y}\) and the arbitrary constant for the indefinite integral \(\int x\dee{x}\text{.}\) Finally, we solve for \(y\text{,}\) which is really a function of \(x\text{.}\)
Note that \(C\) is an arbitrary constant. It can take any value. It cannot be determined by the differential equation itself. In applications \(C\) is usually determined by a requirement that \(y\) take some prescribed value (determined by the application) when \(x\) is some prescribed value. For example, suppose that we wish to find a function \(y(x)\) that obeys both
We know that, to have \(\diff{y}{x} = xe^{-y}\) satisfied, we must have \(y(x) = \log\big(\frac{x^2}{2}+C\big)\text{,}\) for some constant \(C\text{.}\) To also have \(y(0)=1\text{,}\) we must have
\begin{gather*}
1=y(0)=\log\Big(\frac{x^2}{2}+C\Big)\bigg|_{x=0}=\log C \iff \log C =1 \iff C=e
\end{gather*}
So our final solution is \(y(x) = \log\big(\frac{x^2}{2}+e\big)\text{.}\)
where \(C\) is either \(+e^c\) or \(-e^c\text{.}\) Note that as \(c\) runs over all real numbers, \(+e^c\) runs over all strictly positive real numbers and \(-e^c\) runs over all strictly negative real numbers. So, so far, \(C\) can be any real number except \(0\text{.}\) But we were a bit sloppy here. We implicitly assumed that \(y-b\) was nonzero, so that we could divide it across. None-the-less, the constant function \(y=b\text{,}\) which corresponds to \(C=0\text{,}\) is a perfectly good solution — when \(y\) is the constant function \(y=b\text{,}\) both \(\diff{y}{x}\) and \(a(y-b)\) are zero. So the general solution to \(\diff{y}{x} =a(y-b)\) is \(y(x)=C e^{ax}+b\text{,}\) where the constant \(C\) can be any real number. Note that when \(y(x)=C e^{ax}+b\) we have \(y(0)=C+b\text{.}\) So \(C=y(0)-b\) and the general solution is
\begin{equation*}
y(x) = \{y(0)-b\}\,e^{ax} + b
\end{equation*}
When \(y=0\text{,}\) this computation breaks down because \(\frac{\dee{y}}{y^2}\) contains a division by 0. We can check if the function \(y(x)=0\) satisfies the differential equation by just subbing it in:
When a raindrop falls it increases in size so that its mass \(m(t)\text{,}\) is a function of time \(t\text{.}\) The rate of growth of mass, i.e. \(\frac{dm}{dt}\text{,}\) is \(km(t)\) for some positive constant \(k\text{.}\) According to Newton’s law of motion, \(\diff{}{t} (mv)=gm\text{,}\) where \(v\) is the velocity of the raindrop (with \(v\) being positive for downward motion) and \(g\) is the acceleration due to gravity. Find the terminal velocity, \(\lim\limits_{t\rightarrow\infty}v(t)\text{,}\) of a raindrop.
Solution: In this problem we have two unknown functions, \(m(t)\) and \(v(t)\text{,}\) and two differential equations, \(\frac{dm}{dt}=km\) and \(\diff{}{t} (mv)=gm\text{.}\) The first differential equation, \(\frac{dm}{dt}=km\text{,}\) involves only \(m(t)\text{,}\) not \(v(t)\text{,}\) so we use it to determine \(m(t)\text{.}\) By Theorem 2.4.4, with \(b=0\text{,}\)\(a=k\text{,}\)\(y\) replaced by \(m\) and \(x\) replaced by \(t\text{,}\)
Now that we know \(m(t)\) (except for the value of the constant \(m(0)\)), we can substitute it into the second differential equation, which we can then use to determine the remaining unknown function \(v(t)\text{.}\) Observe that the second equation, \(\diff{}{t} (mv)=gm(t)=gm(0)e^{kt}\) tells that the derivative of the function \(y(t)=m(t)v(t)\) is \(gm(0)e^{kt}\text{.}\) So \(y(t)\) is just an antiderivative of \(gm(0)e^{kt}\text{.}\)
Our solution, \(v(t)\text{,}\) contains two arbitrary constants, namely \(C\) and \(m(0)\text{.}\) They will be determined by, for example, the mass and velocity at time \(t=0\text{.}\) But since we are only interested in the terminal velocity \(\lim\limits_{t\rightarrow\infty}v(t)\text{,}\) we don’t need to know \(C\) and \(m(0)\text{.}\) Since \(k \gt 0\text{,}\)\(\lim\limits_{t\rightarrow\infty}\frac{C}{e^{kt}}=0\) and the terminal velocity \(\lim\limits_{t\rightarrow\infty}v(t)=\frac{g}{k}\text{.}\)
A glucose solution is administered intravenously into the bloodstream at a constant rate \(r\text{.}\) As the glucose is added, it is converted into other substances at a rate that is proportional to the concentration at that time. The concentration, \(C(t)\text{,}\) of the glucose in the bloodstream at time \(t\) obeys the differential equation
For any \(k \gt 0\text{,}\)\(\lim\limits_{t\rightarrow\infty} e^{-kt}=0\text{.}\) Consequently, for any \(C(0)\) and any \(k \gt 0\text{,}\)\(\lim\limits_{t\rightarrow\infty} C(t)=\frac{r}{k}, \text{.}\) We could have predicted this limit without solving for \(C(t)\text{.}\) If we assume that \(C(t)\) approaches some equilibrium value \(C_e\) as \(t\) approaches infinity, then taking the limits of both sides of \(\frac{dC}{dt}=r-kC\) as \(t\rightarrow\infty\) gives
Scientists can determine the age of objects containing organic material by a method called carbon dating or radiocarbon dating 2
Willard Libby, of Chicago University was awarded the Nobel Prize in Chemistry in 1960, for developing radiocarbon dating.
. The bombardment of the upper atmosphere by cosmic rays converts nitrogen to a radioactive isotope of carbon, \({}^{14}C\text{,}\) with a half-life of about 5730 years. Vegetation absorbs carbon dioxide from the atmosphere through photosynthesis and animals acquire \({}^{14}C\) by eating plants. When a plant or animal dies, it stops replacing its carbon and the amount of \({}^{14}C\) begins to decrease through radioactive decay. Therefore the level of radioactivity also decreases. More precisely, let \(Q(t)\) denote the amount of \({}^{14}C\) in the plant or animal \(t\) years after it dies. The number of radioactive decays per unit time, at time \(t\text{,}\) is proportional to the amount of \({}^{14}C\) present at time t, which is \(Q(t)\text{.}\) Thus
Here \(k\) is a constant of proportionality that is determined by the half-life. We shall explain what half-life is, and also determine the value of \(k\text{,}\) in Example 2.4.9, below.
Before we do so, let’s think about the sign in equation (2.4.8).
Recall that \(Q(t)\) denotes a quantity, namely the amount of \({}^{14}C\) present at time \(t\text{.}\) There cannot be a negative amount of \({}^{14}C\text{.}\) Nor can this quantity be zero. (We would not use carbon dating when there is no \({}^{14}C\) present.) Consequently, \(Q(t) \gt 0\text{.}\)
As the time \(t\) increases, \(Q(t)\) decreases, because \({}^{14}C\) is being continuously converted into \({}^{14}N\) by radioactive decay 3
The precise transition is \({}^{14}C\rightarrow {}^{14}N+ e^- + \bar{\nu}_e\) where \(e^-\) is an electron and \(\bar{\nu}_e \) is an electron neutrino.
In (2.4.8), we chose to call the constant of proportionality “\(-k\)”. We did so in order to make \(k \gt 0\text{.}\) We could just as well have chosen to call the constant of proportionality “\(K\)”. That is, we could have replaced equation (2.4.8) by \(\diff{Q}{t}(t)=K Q(t)\text{.}\) The constant of proportionality \(K\) would have to be negative, (and \(K\) and \(k\) would be related by \(K=-k\)).
In this example, we determine the value of the constant of proportionality \(k\) in (2.4.8) that corresponds to the half-life of \({}^{14}C\text{,}\) which is 5730 years.
Imagine that some plant or animal contains a quantity \(Q_0\) of \({}^{14}C\) at its time of death. Let’s choose the zero point of time \(t=0\) to be the instant that the plant or animal died.
Denote by \(Q(t)\) the amount of \({}^{14}C\) in the plant or animal \(t\) years after it died. Then \(Q(t)\) must obey both (2.4.8) and \(Q(0)=Q_0\text{.}\)
By definition, the half-life of \({}^{14}C\) is the length of time that it takes for half of the \({}^{14}C\) to decay. That is, the half-life \(t_{1/2}\) is determined by
\begin{align*}
Q(t_{1/2})=\half Q(0)&=\half Q_0 &\text{but we know that $Q(t)=Q_0e^{-kt}$}\\
Q_0 e^{-kt_{1/2}}&=\half Q_0&\text{now cancel $Q_0$}\\
e^{-kt_{1/2}}&=\half
\end{align*}
Solution: Let \(Q(t)\) denote the amount of \({}^{14}C\) in the parchment \(t\) years after it was first created. By equation (2.4.8) and Example 2.4.9
A scientist in a B-grade science fiction film is studying a sample of the rare and fictitious element, implausium. With great effort he has produced a sample of pure implausium. The next day — 17 hours later — he comes back to his lab and discovers that his sample is now only \(37\%\) pure. What is the half-life of the element?
Solution: We can again set up our problem using Corollary 2.4.10. Let \(Q(t)\) denote the quantity of implausium at time \(t\text{,}\) measured in hours. Then we know
The rate of change of temperature of an object is proportional to the difference in temperature between the object and its surroundings. The temperature of the surroundings is sometimes called the ambient temperature.
If we denote by \(T(t)\) the temperature of the object at time \(t\) and by \(A\) the temperature of its surroundings, Newton’s law of cooling says that there is some constant of proportionality, \(K\text{,}\) such that
This mathematical model of temperature change works well when studying a small object in a large, fixed temperature, environment. For example, a hot cup of coffee in a large room 5
It does not work so well when the object is of a similar size to its surroundings since the temperature of the surroundings will rise as the object cools. It also fails when there are phase transitions involved — for example, an ice-cube melting in a warm room does not obey Newton’s law of cooling.
. Let’s start by thinking a little about the sign of the constant of proportionality. At any time \(t\text{,}\) there are three possibilities.
If \(T(t) \gt A\text{,}\) that is, if the body is warmer than its surroundings, we would expect heat to flow from the body into its surroundings and so we would expect the body to cool off so that \(\diff{T}{t}(t) \lt 0\text{.}\) For this expectation to be consistent with (2.4.13), we need \(K \lt 0\text{.}\)
If \(T(t) \lt A\text{,}\) that is the body is cooler than its surroundings, we would expect heat to flow from the surroundings into the body and so we would expect the body to warm up so that \(\diff{T}{t}(t) \gt 0\text{.}\) For this expectation to be consistent with (2.4.13), we again need \(K \lt 0\text{.}\)
Finally if \(T(t)=A\text{,}\) that is the body and its environment have the same temperature, we would not expect any heat to flow between the two and so we would expect that \(\diff{T}{t}(t)=0\text{.}\) This does not impose any condition on \(K\text{.}\)
In conclusion, we would expect \(K \lt 0\text{.}\) Of course, we could have chosen to call the constant of proportionality \(-k\text{,}\) rather than \(K\text{.}\) Then the differential equation would be \(\diff{T}{t} = -k\big(T-A\big)\) and we would expect \(k \gt 0\text{.}\)
The temperature of a glass of iced tea is initially \(5^\circ\text{.}\) After 5 minutes, the tea has heated to \(10^\circ\) in a room where the air temperature is \(30^\circ\text{.}\)
This solution is not complete because it still contains an unknown constant, namely \(K\text{.}\) We have not yet used the given data that \(T(5)=10\text{.}\) We can use it to determine \(K\text{.}\) At \(t=5\text{,}\)
A dead body is discovered at 3:45pm in a room where the temperature is 20\(^\circ\)C. At that time the temperature of the body is 27\(^\circ\)C. Two hours later, at 5:45pm, the temperature of the body is 25.3\(^\circ\)C. What was the time of death? Note that the normal (adult human) body temperature is \(37^\circ\)C.
Solution: We will assume that the body’s temperature obeys Newton’s law of cooling.
Denote by \(T(t)\) the temperature of the body at time \(t\text{,}\) with \(t=0\) corresponding to 3:45pm. We wish to find the time of death — call it \(t_d\text{.}\)
to two decimal places. Now \(6.38\) hours is \(6\) hours and \(0.38\times 60 = 23\) minutes. So the time of death was \(6\) hours and \(23\) minutes before 3:45pm, which is 9:22am.
A glass of room-temperature water is carried out onto a balcony from an apartment where the temperature is \(22^\circ\)C. After one minute the water has temperature \(26^\circ\)C and after two minutes it has temperature \(28^\circ\)C. What is the outdoor temperature?
Theorem 2.4.4 with \(a=K\) and \(b=A\text{.}\) Notice there are 3 unknowns here — \(A\text{,}\)\(T(0)\) and \(K\) — so we need three pieces of information to find them all.
Suppose that we wish to predict the size \(P(t)\) of a population as a function of the time \(t\text{.}\) In the most naive model of population growth, each couple produces \(\beta\) offspring (for some constant \(\beta\)) and then dies. Thus over the course of one generation \(\beta\tfrac{P(t)}{2}\) children are produced and \(P(t)\) parents die so that the size of the population grows from \(P(t)\) to
This is named after Rev. Thomas Robert Malthus. He described this model in a 1798 paper called “An essay on the principle of population”.
growth model. It is, of course, very simplistic. One of its main characteristics is that, since \(P(t+T) = P(0)\cdot e^{b(t+T)} = P(t)\cdot e^{bT}\text{,}\) every time you add\(T\) to the time, the population size is multiplied by \(e^{bT}\text{.}\) In particular, the population size doubles every \(\frac{\log 2}{b}\) units of time. The Malthusian growth model can be a reasonably good model only when the population size is very small compared to its environment 7
That is, the population has plenty of food and space to grow.
. A more sophisticated model of population growth, that takes into account the “carrying capacity of the environment” is considered below.
Example2.4.19.A rough estimate of the earth’s population.
In 1927 the population of the world was about 2 billion. In 1974 it was about 4 billion. Estimate when it reached 6 billion. What will the population of the world be in 2100, assuming the Malthusian growth model?
We now know \(P(t)\) completely, so we can easily determine the predicted population 8
The 2015 Revision of World Population, a publication of the United Nations, predicts that the world’s population in 2100 will be about 11 billion. But “about” covers a pretty large range. They give an \(80\%\) confidence interval running from 10 billion to 12.5 billion. Our prediction of a population of 25.4 billion at time \(t=173\) looks pretty poor.
The world population really reached 6 billion in about 1999. So our prediction that the population would reach 6 billion at about time \(t=74.5\) is not so bad.
Logistic growth adds one more wrinkle to the simple population model. It assumes that the population only has access to limited resources. As the size of the population grows the amount of food available to each member decreases. This in turn causes the net birth rate \(b\) to decrease. In the logistic growth model \(b=b_0\left(1-\tfrac{P}{K}\right)\text{,}\) where \(K\) is called the carrying capacity of the environment, so that
This is a separable differential equation and we can solve it explicitly. We shall do so shortly. See Example 2.4.20, below. But, before doing that, we’ll see what we can learn about the behaviour of solutions to differential equations like this without finding formulae for the solutions. It turns out that we can learn a lot just by watching the sign of \(P'(t)\text{.}\) For concreteness, we’ll look at solutions of the differential equation
Thus if \(P(t)\) is some function that obeys \(\diff{P}{t}(t)=\big(6000-3P(t)\big)P(t)\text{,}\) then as the graph of \(P(t)\) passes through the point \(\big(t,P(t)\big)\)
\begin{align*}
\text{the graph has }
\begin{cases}
\text{slope zero,}& \text{i.e. is horizontal, \ \ if }P(t)=0
\\
\text{positive slope,}& \text{i.e. is increasing, \ \ if } 0 \lt P(t) \lt 2000
\\
\text{slope zero,}& \text{i.e. is horizontal, \ \ if }P(t)=2000
\\
\text{negative slope,}& \text{i.e. is decreasing, \ \ if }0 \lt P(t) \lt 2000
\end{cases}
\end{align*}
if \(P(0)=0\text{,}\) the graph starts out horizontally. In other words, as \(t\) starts to increase, \(P(t)\) remains at zero, so the slope of the graph remains at zero. The population size remains zero for all time. As a check, observe that the function \(P(t)=0\) obeys \(\diff{P}{t}(t)=\big(6000-3P(t)\big)P(t)\) for all \(t\text{.}\)
Similarly, if \(P(0)=2000\text{,}\) the graph again starts out horizontally. So \(P(t)\) remains at \(2000\) and the slope remains at zero. The population size remains 2000 for all time. Again, the function \(P(t)=2000\) obeys \(\diff{P}{t}(t)=\big(6000-3P(t)\big)P(t)\) for all \(t\text{.}\)
If \(P(0)=1000\text{,}\) the graph starts out with positive slope. So \(P(t)\) increases with \(t\text{.}\) As \(P(t)\) increases towards 2000, the slope \((6000-3P(t)\big)P(t)\text{,}\) while remaining positive, gets closer and closer to zero. As the graph approaches height 2000, it becomes more and more horizontal. The graph cannot actually cross from below 2000 to above 2000, because to do so it would have to have strictly positive slope for some value of \(P\) above 2000, which is not allowed.
If \(P(0)=3000\text{,}\) the graph starts out with negative slope. So \(P(t)\) decreases with \(t\text{.}\) As \(P(t)\) decreases towards 2000, the slope \((6000-3P(t)\big)P(t)\text{,}\) while remaining negative, gets closer and closer to zero. As the graph approaches height 2000, it becomes more and more horizontal. The graph cannot actually cross from above 2000 to below 2000, because to do so it would have to have negative slope for some value of \(P\) below 2000, which is not allowed.
These curves are sketched in the figure below. We conclude that for any initial population size \(P(0)\text{,}\) except \(P(0)=0\text{,}\) the population size approaches \(2000\) as \(t\rightarrow\infty\text{.}\)
Example2.4.20.Population predictions using logistic growth.
In 1986, the population of the world was 5 billion and was increasing at a rate of \(2\%\) per year. Using the logistic growth model with an assumed maximum population of 100 billion, predict the population of the world in the years 2000, 2100 and 2500.
First we’ll determine the values of the constants \(a\) and \(K\) from the given data.
We know that, if at time zero the population is below \(K\text{,}\) then as time increases the population increases, approaching the limit \(K\) as \(t\) tends to infinity. So in this problem \(K\) is the maximum population. That is, \(K=100\text{.}\)
We are also told that, at time zero, the percentage rate of change of population, \(100\frac{y'}{y}\text{,}\) is 2, so that, at time zero, \(\frac{y'}{y}=0.02\text{.}\) But, from the differential equation, \(\frac{y'}{y}=a(K-y)\text{.}\) Hence at time zero, \(0.02=a(100-5)\text{,}\) so that \(a= \frac{2}{9500}\text{.}\)
with \(D=e^{CK}\text{.}\) We know that \(y\) remains between \(0\) and \(K\text{,}\) so that \(\Big|\frac{y}{y-K}\Big|=\frac{y}{K-y}\) and our solution obeys
At this stage, we know the values of the constants \(a\) and \(K\text{,}\) but not the value of the constant \(D\text{.}\) We are given that at \(t=0\text{,}\)\(y=5\text{.}\) Subbing in this, and the values of \(K\) and \(a\text{,}\)
At time \(t=0\text{,}\) where \(t\) is measured in minutes, a tank with a 5-litre capacity contains 3 litres of water in which 1 kg of salt is dissolved. Fresh water enters the tank at a rate of 2 litres per minute and the fully mixed solution leaks out of the tank at the varying rate of \(2t\) litres per minute.
Determine the volume of solution \(V(t)\) in the tank at time \(t\text{.}\)
: (a) The rate of change of the volume in the tank, at time \(t\text{,}\) is \(2-2t\text{,}\) because water is entering at a rate \(2\) and solution is leaking out at a rate \(2t\text{.}\) Thus
at least until \(V(t)\) reaches either the capacity of the tank or zero. When \(t=0\text{,}\)\(V=3\) so \(C=3\) and \(V(t)=3+2t-t^2\text{.}\) Observe that \(V(t)\) is at a maximum when \(\diff{V}{t}=2-2t=0\text{,}\) or \(t=1\text{.}\)
(b) In the very short time interval from time \(t\) to time \(t+\dee{t}\text{,}\)\(2t\,\dee{t}\) litres of brine leaves the tank. That is, the fraction \(\frac{2t\,\dee{t}}{V(t)}\) of the total salt in the tank, namely \(Q(t)\frac{2t\,\dee{t}}{V(t)}\) kilograms, leaves. Thus salt is leaving the tank at the rate
\begin{equation*}
\frac{Q(t)\frac{2t\,\dee{t}}{V(t)}}{\dee{t}}
=\frac{2tQ(t)}{V(t)}
=\frac{2tQ(t)}{3+2t-t^2} \text{ kilograms per minute}
\end{equation*}
A tank contains 1500 liters of brine with a concentration of \(0.3\) kg of salt per liter. Another brine solution, this with a concentration of \(0.1\) kg of salt per liter is poured into the tank at a rate of \(20\) li/min. At the same time, \(20\) li/min of the solution in the tank, which is stirred continuously, is drained from the tank.
How many kilograms of salt will remain in the tank after half an hour?
Solution: Denote by \(Q(t)\) the amount of salt in the tank at time \(t\text{.}\) In a very short time interval \(\dee{t}\text{,}\) the incoming solution adds \(20\, \dee{t}\) liters of a solution carrying \(0.1\) kg/li. So the incoming solution adds \(0.1\times 20\, \dee{t}=2\, \dee{t}\) kg of salt. In the same time interval \(20\, \dee{t}\) liters is drained from the tank. The concentration of the drained brine is \(\frac{Q(t)}{1500}\text{.}\) So \(\frac{Q(t)}{1500} 20\, \dee{t}\) kg were removed. All together, the change in the salt content of the tank during the short time interval is
The first interest payment is made at time \(t=\frac{1}{n}\text{.}\) Because the balance in the account during the time interval \(0 \lt t \lt \frac{1}{n}\) is \(\$P\) and interest is being paid for \(\big(\frac{1}{n}\big)^{\rm th}\) of a year, that first interest payment is \(\frac{1}{n}\times\frac{r}{100}\times P\text{.}\) After the first interest payment, the balance in the account is \(P+\frac{1}{n}\times\frac{r}{100}\times P = \big(1+\frac{r}{100n}\big)P\text{.}\)
The second interest payment is made at time \(t=\frac{2}{n}\text{.}\) Because the balance in the account during the time interval \(\frac{1}{n} \lt t \lt \frac{2}{n}\) is \(\big(1+\frac{r}{100n}\big)P\) and interest is being paid for \(\big(\frac{1}{n}\big)^{\rm th}\) of a year, the second interest payment is \(\frac{1}{n}\times\frac{r}{100}\times \big(1+\frac{r}{100n}\big)P\text{.}\) After the second interest payment, the balance in the account is \(\big(1+\frac{r}{100n}\big)P+\frac{1}{n}\times\frac{r}{100}\times \big(1+\frac{r}{100n}\big)P = \big(1+\frac{r}{100n}\big)^2P\text{.}\)
Three common values of \(n\) are \(1\) (interest is paid once a year), \(12\) (i.e. interest is paid once a month) and 365 (i.e. interest is paid daily). The limit \(n\rightarrow\infty\) is called continuous compounding 11
There are banks that advertise continuous compounding. You can find some by googling “interest is compounded continuously and paid”
. Under continuous compounding, the balance at time \(t\) is
If so, you can evaluate \(B(t)\) by applying 2.4.24 with \(x=\frac{r}{100n}\) and \(a=\frac{rt}{100}\) (so that \(\frac{a}{x}=nt\)). As \(n\rightarrow \infty\text{,}\)\(x\rightarrow 0\) so that
Suppose, again, that you deposit \(\$P\) in a bank account at time \(t=0\text{,}\) and that the account pays \(r\%\) interest per year compounded \(n\) times per year, and denote by \(B(t)\) the balance at time \(t\text{.}\) Suppose that you have just received an interest payment at time \(t\text{.}\) Then the next interest payment will be made at time \(t+\frac{1}{n}\) and will be \(\frac{1}{n}\times\frac{r}{100}\times B(t)=\frac{r}{100n}B(t)\text{.}\) So, calling \(\frac{1}{n}=h\text{,}\)
Solution: (a) Let the interest rate be \(r\%\) per year. If you start with \(\$P\text{,}\) then after \(t\) years, you have \(Pe^{rt/100}\text{,}\) under continuous compounding. This was equation (2.4.25). After 10 years you have \(Pe^{r/10}\text{.}\) This is supposed to be \(2P\text{,}\) so
(b) Let the interest rate be \(r\%\) per year. If you start with \(\$P\text{,}\) then after \(t\) years, you have \(P\big(1+\frac{r}{100\times 12}\big)^{12 t}\text{,}\) under monthly compounding. This was (2.4.23). After 10 years you have \(P\big(1+\frac{r}{100\times 12}\big)^{120}\text{.}\) This is supposed to be \(2P\text{,}\) so
A 25 year old graduate of UBC is given $50,000 which is invested at 5% per year compounded continuously. The graduate also intends to deposit money continuously at the rate of $2000 per year.
Find a differential equation that \(A(t)\) obeys, assuming that the interest rate remains 5%.
At age 65, the graduate will start withdrawing money continuously at the rate of \(W\) dollars per year. If the money must last until the person is 85, what is the largest possible value of \(W\text{?}\)
Solution: (a) Let’s consider what happens to \(A\) over a very short time interval from time \(t\) to time \(t + \De t\text{.}\) At time \(t\) the account balance is \(A(t)\text{.}\) During the (really short) specified time interval the balance remains very close to \(A(t)\) and so earns interest of \(\frac{5}{100}\times\De t\times A(t)\text{.}\) During the same time interval, the graduate also deposits an additional \(\$ 2000\De t\text{.}\) So
Below are pairs of functions \(y=f(x)\) and differential equations. For each pair, decide whether the function is a solution of the differential equation.
Remark: the purpose of this exercise is to illuminate what, exactly, the mnemonic is a shortcut for. Despite its peculiar look, it agrees with what we already know about integration.
The left integral is in the correct form for a change of variables to \(y\text{.}\) To make this easier to see, we’ll use a \(u\)-substitution, since it’s a little more familiar than a \(y\)-substitution. If \(u=y\text{,}\) then \(\diff{u}{x}=\diff{y}{x}\text{,}\) so \(\dee{u}=\diff{y}{x}\dee{x}\text{.}\)
Since \(u\) was just the same as \(y\text{,}\) again for cosmetic reasons, we can swap it back. (Formally, you could have skipped the step above--we just included it to be extra clear that we’re not using any integration techniques we haven’t seen before.)
The sentence is paraphrased from the Pharmakokinetics website of Université de Lausanne, Elimination Kinetics. The half-life of morphine is given on the same website. Accessed 12 August 2017.
as a differential equation. You don’t have to solve the equation.
Suppose a particular change is occurring in a language, from an old form to a new form. 13
An example is the change in German from “wollt” to “wollst” for the second-person conjugation of the verb “wollen.” This example is provided by the site Laws in Quantitative Linguistics, Change in Language, accessed 18 August 2017.
Let \(p(t)\) be the proportion (measured as a number between 0, meaning none, and 1, meaning all) of the time that speakers use the new form. Piotrowski’s law 14
Piotrowski’s law is paraphrased from the page Piotrowski-Gesetz on Glottopedia, accessed 18 August 2017. According to this source, the law was based on work by the married couple R. G. Piotrowski and A. A. Piotrowskaja, later generalized by G. Altmann.
Use of the new form over time spreads at a rate that is proportional to the product of the proportion of the new form and the proportion of the old form.
Draw a sketch similar to that of Question 8(d) showing the derivatives of \(y\) at the points with integer values for \(x\) in \([0,6]\) and \(y\) in \([-3,3]\text{.}\)
Find the solution to the differential equation \(\displaystyle\frac{y y'}{e^x -2x} = \frac{1}{y}\) that satisfies \(y(0) = 3\text{.}\) Solve completely for \(y\) as a function of \(x\text{.}\)
Find the solution of the differential equation \(\displaystyle \frac{1+\sqrt{y^2-4}}{\tan x} y' = \frac{\sec x}y\) that satisfies \(y(0)=2\text{.}\) You don’t have to solve for \(y\) in terms of \(x\text{.}\)
The fish population in a lake is attacked by a disease at time \(t=0\text{,}\) with the result that the size \(P(t)\) of the population at time \(t\ge 0\) satisfies
where \(k\) is a positive constant. If there were initially 90,000 fish in the lake and 40,000 were left after 6 weeks, when will the fish population be reduced to 10,000?
An object of mass \(m\) is projected straight upward at time \(t=0\) with initial speed \(v_0\text{.}\) While it is going up, the only forces acting on it are gravity (assumed constant) and a drag force proportional to the square of the object’s speed \(v(t)\text{.}\) It follows that the differential equation of motion is
A motor boat is traveling with a velocity of 40 ft/sec when its motor shuts off at time \(t=0\text{.}\) Thereafter, its deceleration due to water resistance is given by
\begin{gather*}
\diff{v}{t}=-k\,v^2
\end{gather*}
where \(k\) is a positive constant. After 10 seconds, the boat’s velocity is 20 ft/sec.
Consider the initial value problem \(\diff{x}{t}= k(3-x)(2-x)\text{,}\)\(x(0)=1\text{,}\) where \(k\) is a positive constant. (This kind of problem occurs in the analysis of certain chemical reactions.)
An object moving in a fluid has an initial velocity \(v\) of 400 m/min. The velocity is decreasing at a rate proportional to the square of the velocity. After 1 minute the velocity is 200 m/min.
An investor places some money in a mutual fund where the interest is compounded continuously and where the interest rate fluctuates between \(4\%\) and \(8\%\text{.}\) Assume that the amount of money \(B=B(t)\) in the account in dollars after \(t\) years satisfies the differential equation
An endowment is an investment account in which the balance ideally remains constant and withdrawals are made on the interest earned by the account. Such an account may be modeled by the initial value problem \(B'(t) = aB - m\) for \(t \ge 0\text{,}\) with \(B(0) = B_0\) . The constant \(a\) reflects the annual interest rate, \(m\) is the annual rate of withdrawal, and \(B_0\) is the initial balance in the account.
A cylindrical water tank, of radius 3 meters and height 6 meters, is full of water when its bottom is punctured. Water drains out through a hole of radius 1 centimeter. If
\(h(t)\) is the height of the water in the tank at time \(t\) (in meters) and
A spherical tank of radius 6 feet is full of mercury when a circular hole of radius 1 inch is opened in the bottom. How long will it take for all of the mercury to drain from the tank?
Use the value \(g=32\ {\rm feet}/{\rm sec}^2\text{.}\) Also use Torricelli’s law, which states when the height of mercury in the tank is \(h\text{,}\) the speed of the mercury escaping from the tank is \(v=\sqrt{2gh}\text{.}\)
A tank 2 m tall is to be made with circular cross--sections with radius \(r=y^p\text{.}\) Here \(y\) measures the vertical distance from the bottom of the tank and \(p\) is a positive constant to be determined. You may assume that when the tank drains, it obeys Torricelli’s law, that is
for some constant \(c\) where \(A(y)\) is the cross--sectional area of the tank at height \(y\text{.}\) It is desired that the tank be constructed so that the top half (\(y=2\) to \(y=1\)) takes exactly the same amount of time to drain as the bottom half (\(y=1\) to \(y=0\)). Determine the value of \(p\) so that the tank has this property. Note: it is not possible or necessary to find \(c\) for this question.
Suppose \(f(t)\) is a continuous, differentiable function and the root mean square of \(f(t)\) on \([a,x]\) is equal to the average of \(f(t)\) on \([a,x]\) for all \(x\text{.}\) That is,
Simplify your answer from (b) by using Equation (\(*\)) to replace all terms containing \(\int_a^x f^2(t)\,\dee{t}\) with terms containing \(\int_a^x f(t)\,\dee{t}\text{.}\)