ANALYTICAL AND NUMERICAL

PRINCIPLES FOR
ENVIRONMENTAL PROCESSES

Lecture 1. Introduction to Model

Formulation
ENVIRONMENTAL ENGINEER'S MATHEMATICS
HANDBOOK FRANK SPELLMAN
NANCY WHITING

Book Summary
 Advanced mathematics used in engineering is studied here in this
text which examines the relationship between the principles in
natural processes and those employed in engineered processes.
The text covers principles, practices and the mathematics involved
in the design and operation of environmental engineering works.
It also presents engineering modelling tools and environmental
algorithm examples. Major subjects covered in this book include:
* modelling
* algorithms
* air and water pollution assessment and control calculations
Providing concepts, definitions, descriptions, and derivations in an
intuitive manner, it is both a textbook and reference tool for
practitioners involved in the protection of air, water, and land
resources.
2
 1.1 ENVIRONMENTAL PROCESSES
Deforestation - process of destroying or removing a forest ecosystem.
Denitrification process - nitrates are converted to another form.
Desalinization process - occurs when salts dissolved in sea water or
brackish water are removed.
Desertification - the expansion of desert lands into previously non-
desert areas.
Detoxification - Toxic substances that enter the natural environment
are often changed into another form through the process of
detoxification.
Emissions - created when humans or natural forces release chemicals
or other substances into the environment.
Environmental Degradation - the environment becomes less valuable
or damaged, environmental degradation is said to occur.
Erosion - occurs when the surface of the land is worn away and lost.
Extinction - natural causes have always been a source of extinction,
but many human processes have intensified the rate at which extinction
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occurs.
1.2 APPLICATIONS, MODELING

a. Air Pollution Modeling

•Development, validation and application of long-range

atmospheric transport models providing estimates of wet and
dry deposition plus gas and rainfall concentrations for
acidifying species

•Modeling activities extended to consider other pollutants, e.g.

ground level ozone and primary and secondary (inorganic and
organic) particulates, and the effects of uncertainty on model
predictions. 4
B. ENVIRONMENTAL
HYDRODYNAMICS:
Understanding and modeling how physical aquatic processes,
such as currents, waves, and turbulent mixing, affect the
biogeochemcial processes that determine
 water quality,
 aquatic biodiversity
 and the ecological health of water bodies. 

Modeling research that relates to lakes, rivers, estuaries and

coastal marine waters. 
 interactions between flows and benthic marine organisms,
particularly seagrasses and bivalves, saltmarsh evolution,
 the hydraulics of fluvial macrophytes,
 the physics of vegetated lakes littoral zones and
mechanisms for mixing nutrients in lakes.

5
c. Water quality problems from a modeling point of
view:
 BOD-DO,
 eutrophication,
 toxic substances

d. Properties of the natural system from a modeling

point of view
 residence times,
 time scales of transport processes compared with those of
water quality processes,
 spatial scales of phenomena,
 link between transport of substances and water quality
processes
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e. Mathematical formulation of chemical and biological
processes in:

- water quality models,

- bacterial processes,
- primary production and nutrient cycles,
- heavy metals and organic micro-pollutants in
relation to suspended sediment

7
 Differential equations arise
Real-World Problem in many engineering
problems as mathematical
Environmental Processes models of various physical
systems.

Mathematical Model

Revision of
Model
Solution
(if necessary)

Interpretation of Results

8
1.3 REVIEW OF MATHEMATICAL BASIC
CONCEPT
Functions and Equations
Let f(x) – name of a function
x = a number or some other entity
Representation of a function – analytic expression of a
function to find the value of a given function

Differential Equations – a relation between a function

and its derivatives of various orders; equations
containing derivatives or differentials of one or
more variables

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Derivative –
 The derivative of a function represents an infinitesimal change
in the function with respect to one of its variables;
 Measurement of how a function changes when the values of its
inputs change.
 How much a quantity is changing at some given point.

Order – the order of the highest-order derivative that appears in

the equation

Degree - the power to which the highest-order derivative is

raised, in a differential equation. A linear differential equation
has degree 1.

Dependent variable – variables that denote values of a function; derivative of

the variable occurs
Independent variable – may take on any value in the domain of the functions
which the dependent variable stands for; equation involves one or more
derivatives with respect to a particular independent variable
10
1.4 CLASSIFICATION OF DIFFERENTIAL
EQUATION: (ACCORDING TO NUMBER OF INDEPENDENT VARIABLE AND
KIND OF DERIVATIVES THEY INVOLVE)

1. Ordinary Differential Eqution,

ODE – contains one or several y " 2 y ' y  cos x
derivatives of an unknown y  dependent variable
function (dependent variable)
with respect to a single x  independent variable
independent variable

2. Partial Differential Equation,

PDE – contain at least one
 2u  2u u
partial derivative of some  
x 2 y 2 t
dependent variable; involves an u  dependent variable
unknown function of two or x, y , t  independent variable
more independent variables
and its partial derivatives;

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1.5 CLASSIFICATION OF ODE
(ACCORDING TO THE WAY IN WHICH A DEPENDENT VARIABLEAND ITS
INDICATED DERIVATIVE APPEAR)

a. Linear ODE’s
linear in a set of one or more of its dependent
variables if and only if each term of the equation
which contains a variable of the set or any of their
derivatives is of the first degree in those variables
and their derivatives

there are no multiplications among dependent

variables and their derivatives, that is, all
coefficients are functions of independent variables.

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GENERAL FORM OF ORDINARY LINEAR
DIFFERENTIAL EQUATION OF ORDER N IN A
SINGLE DEPENDENT VARIABLE:

a0  x  y    a1  x  y    ...  an 1  x  y '  an  x  y  f  x 
n n 1

a0 ( x )  0 throughout some interval

Example: y " 4 xy ' 2 y  cos x

Linear differential equation: A differential equation in which

the highest-order derivative is not raised to a power, but is
simply multiplied by a constant. For instance

2 2
d y 2  dy 
 2 x   
dy 2  dx  13
b. Nonlinear ODE’s – not linear in some dependent
variable; not linear in the set of all of its dependent
variables

Examples:

 2u v
  u  v  sin t
x 2 t
y  4 yy   2 y  cos x

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EXERCISES: IDENTIFY THE EQUATIONS
WHETHER ODE OR PDE, LINEAR OR
NONLINEAR

1. y '''  6 y ''  11 y '  6 y  e x

2.
   xy  0
d xy '
dx
2
u u
3. 2  u
x t
u v  2v
4. u v
x y xy
5.  x  y  dy   x  y  dx 15
1.6 FIRST ORDER DIFFERENTIAL EQUATIONS
Involve only the first derivative of the unknown function, y’,
and may contain y and given functions of x.

F  x, y , y    0 or

y   f  x, y 

Example: 1. y  cos x

sin x 1
2. y  4 x   6 y y  cos y 
2 3
x 1  x2  16
CONCEPT OF SOLUTION
Solution of a given first-order equation on
some open interval a<x<b is a function
y = h(x) that has a derivative. y  h  x 

Satisfies F  x, y, y   0 for all x in the open

interval.

Becomes an identity if we replace the

unknown function y by h, and y’ by h’ .

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TYPES OF SOLUTION
 Implicit solution: H  x, y   0, an implicit function

Explicit Solution: y  h  x

 General Solution: a nonempty set of solutions

specified by an expression which contains at
least one parameter; function involving an
arbitrary constant, c
Particular Solution: each individual solution of
a differential equation; the solution when we
choose a specific value of c

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 Singular Solution:
relative to any general solution if it does not belong to that solution
set;
additional solution that can not be obtained from the general solution;
a solution that is tangent to every solution from the family of general
solutions.

Complete Solution: set of all solutions of the equation

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1.7 SEPARABLE FIRST-ORDER DIFFERENTIAL
EQUATIONS

g  y  dy  f  x  dx

Integrating both sides wrt x :

dy
 g  y  dx dx   f  x  dx  c
dy
By calculus: dx  dy,
dx

General Solution:
 g  y  dy   f  x  dx  c
where: f and g are continuous function
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Problem 1. General Solution – Variable Separable
y  1  0.01 y 2
 
1 Separating dy tranform dy
  2
 dx   100 2 2
 dx
variables
1  0.01 y 10  y

10
 2  Integrating 1  y

both sides
 100  arctan    x  c
10  10 

simplify  y

divide by 10
 arctan    0.1x  c
 10 
 3 General c

Solution
 y  10 tan  0.1x  c  , c
10

Note: Introduce the constant of integration immediately when the

integration is performed.
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Problem 2: Exponential Growth or Decay

y  ky

 y

Calculus
  ln y   ,
 3 By
y
dy
 1 Separable

  kdx
y

 y
when y  0,  ln y  = y
   y y
when y  0,  y  0,  ln y    ln   y     y = y

22
  2  Integrate

 ln y  kx  c

 3 Taking kx  c kx c

Exponnetials
 y  e  e e ,

 
4 General

Solution
y  ce kx
y 0
  c   ec
y0
  c  ec
c 0
  y0

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INITIAL VALUE PROBLEM
Differential equation with together with an initial
condition:
y   f  x, y  , y  x0   y0

given values: x0 and y0

Initial condition: y  x0   y0

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PROBLEM 3: INITIAL VALUE PROBLEM
e x y  2  x  1 y 2 , y  0  1 6

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1.7A REDUCTION TO SEPARABLE
FORM
Case 1. Differential Equation of the form:

 y
y  g  
x
Case 2: Transformations

v  ay  bx  k
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Problem 4: Case 1-Initial Value problems

 y y
xy  y  3x cos   ,
4 2
y  1  0, u
x x

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PROBLEM 5: CASE 2

1 2 y  4x
y 
1 y  2x
Hint: Use y  2 x  

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1.7B MODELING: SEPARABLE
EQUATIONS
Problem 6: Newton’s Law of Cooling
A thermometer, reading 5ºC, is brought into a room whose
temperature is 22ºC. One minute later the thermometer
reading is 12ºC. How long does it take until the reading
is practically 22ºC, say 21.9ºC?

29
Problem 7: Radiocarbon dating.
What should be the 6C14 content (in percent of y0) of a fossilized
tree that is claimed to be 3000 years old?

30
1.8 EXACT FIRST-ORDER DIFFERENTIAL
EQUATIONS:
INTEGRATING FACTORS
M  x, y  dx  N  x, y  dy  0 (1)

Function : u   x, y 
u u
Differential Form: du  dx  dy (2)
x y
Eq  1 can be written

 du  0
General Solution:
By integration
 u  x, y   c (3)

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Comparing Eq. (1) and (2):
u u
 M, N (4)
x y

Test for Exactness: M


 2u
,
N  2u

y yx x xy

Note: M and N have continuous first partial derivative:

M N
 (5)
y x

From Eq(4): u  Mdx  k  y 

 Constants of integration:
u
k ;
u   Ndy  l  y  y
u
l
x 32
PROBLEM 1: AN EXACT
EQUATION
2
2 xydx  x dy  0

33
PROBLEM 2: TEST FOR EXACTNESS
- IVP
2sin 2 x sinh ydx  cos 2 x cosh ydy  0, y  0  1

34
 1.9 REDUCTION TO EXACT FORM.
INTEGRATING FACTORS, F
Given nonexact equation:
P  x, y  dx  Q  x, y  dy  0 (6)

Multiply Eq.(6) by F = F(x,y):

Exact Equation: FPdx  FQdy  0 (7)

 
Exactness Condition:  FP    FQ  (8)
y x

By the product rule: Fy P  FPy  Fx Q  FQx (9)

35
Golden Rule: Look for F that depend only on one
variable.

Let F  F  x  , F  y   0,
dF
Fx  F   substitute in Eq.(9)
dx
FPy  F Q  FQx (10)

Dividing by FQ and rearranging:

1 dF 1  P Q 
    (11)
F dx Q  y x 

36
Theorem 1: Integrating factor F(x)
If (6) is such that the right side of (11), R, depends only on x, then (6)has an
integrating factor F =F(x), which is obtained by integrating (11) and taking
exponential on both sides.
F  x   exp  R  x  dx (12)

If F  F  y  : 1 dF 1  Q P 
    (13)
F dy P  x y 

Theorem 2: Integrating factor F(y)

R depends only on y, then (6)has an
If (6) is such that the right side of (13),
integrating factor F =F(y), which is obtained from (13):

F  y   exp  R  y  dy

37
PROBLEM 4: FIND AN
INTEGRATING FACTOR
2 cosh x cos ydx  sinh x sin ydy

38
1.10 HOMOGENEOUS FIRST-ORDER
EQUATIONS
M  x, y  dx  N  x, y  dy  0

If all terms in the coefficient function M(x,y) and N(x,y) are

of the same total degree in the variables x and y, then either of
the substitutions y = ux or x = vy will reduce the equation to
one which is separable.
Algebraically reducible to a standard differential form in
which the coefficients of the differentials are homogeneous
functions of the same degree
Homogeneous if and only if over some region R both M
and N are homogeneous functions of the same degree.
39
Alternative standard form for homogeneous, first-order
differential equation: dy  y
 g 
dx x
The theory of the substitution y  ux, or u  y / x
y  ux
dy du
ux or dy  udx  xdu
dx dx
 du 
Substitution
  u  x    g  u  or xdu   g  u   u  dx
 dx 

dy y
If g  u   u holds identiclly, 
dx x
g  u   0, the equation is separable at the outset

du dx

g  u  u x
40
1.11 LINEAR FIRST-ORDER
DIFFERENTIAL EQUATION
cannot contain products, powers, or other nonlinear
combination of y or y’
dy
F  x  G  x y  H  x
dx
Divide the equation by F(x) and rename coefficients:

dy
 p  x y  r  x
Linear in the unknown function y and its
derivative y’, whereas p and r may be any given
dx function of x .

If r(x) is zero for all x in the interval, the equation is homogeneous.

y  p  x  y  0 41
Separating variables:
dy
  p ( x)dx, ln y    p  x  dx  c
y

Taking exponentials on both sides

  p x  dx
y  x   ce

c
(c   e when y  0)
Note : c  0 and y  x   0  Trivial solution

42
 dy
 p  x y  r  x Nonhomogeneous equation
dx

General Solution:

y  x   e  h   e h rdx  c 

h   p  x  dx

43