9.

1 Modeling with Differential Equations

KIU
Modeling with Differential Equations
The mathematical model often takes the form of a differential equation, that is,
an equation that contains an unknown function and some of its derivatives.

This is not surprising because in a real-world situation we often notice that

changes occur and we want to predict future behavior on the basis of how
current values change.

Let’s begin by examining several examples of how differential equations arise

when we model physical phenomena

3
Models for Population Growth

4
Models for Population Growth (1 of 11)
One model for the growth of a population is based on the assumption that the
population grows at a rate proportional to the size of the population.

That is a reasonable assumption for a population of bacteria or animals under

ideal conditions (unlimited environment, adequate nutrition, absence of
predators, immunity from disease).

Let’s identify and name the variables in this model:

t = time ( the independent variable )

P = the number of individuals in the population (the dependent variable)

5
Models for Population Growth (2 of 11)
The rate of growth of the population is the derivative dP dt . So our assumption
that the rate of growth of the population is proportional to the population size is
written as the equation

dP
1 = kP
dt

where k is the proportionality constant. Equation 1 is our first model for

population growth; it is a differential equation because it contains an unknown
function P and its derivative dP dt .

6
Models for Population Growth (3 of 11)
Having formulated a model, let’s look at its consequences. If we rule out a
population of 0, then P(t) > 0 for all t. So, if k > 0, then Equation 1 shows that
P′ ( t )  0 for all t.

This means that the population is always increasing. In fact, as P(t) increases,
Equation 1 shows that dP dt becomes larger.

7
Models for Population Growth (4 of 11)
In other words, the growth rate increases as the population increases.

Let’s try to think of a solution of Equation 1. This equation asks us to find a

function whose derivative is a constant multiple of itself.

8
Models for Population Growth (5 of 11)
We know that exponential functions have that property. In fact, if we let
P ( t ) = Ce kt , then

( ) ( )
P′ ( t ) = C ke kt = k Ce kt = kP ( t )

Thus any exponential function of the form

P ( t ) = Ce kt is a solution of Equation 1.

Allowing C to vary through all the real

numbers, we get the family of solutions
P ( t ) = Ce kt whose graphs are shown
The family of solutions of dP dt = kP
Figure 1
in Figure 1.

9
Models for Population Growth (6 of 11)
But populations have only positive values and so we are interested only in the
solutions with C > 0. If we are concerned only with values of t greater than the
initial time t = 0, then Figure 2 shows the physically meaningful solutions.

The family of solutions of P ( t ) = Cekt with C > 0 and t  0

Figure 2

10
Models for Population Growth (7 of 11)
Putting t = 0, we get P ( 0 ) = Cek ( 0 ) = C, so the constant C turns out to be the
initial population, P(0).

Equation 1 is appropriate for modeling population growth under ideal

conditions, but we have to recognize that a more realistic model must reflect
the fact that a given environment has limited resources.

Many populations start by increasing in an exponential manner, but the

population levels off when it approaches its carrying capacity M (or decreases
toward M if it ever exceeds M).

11
Models for Population Growth (8 of 11)
For a model to take into account both trends, we make two assumptions:

dP
•  kP if P is small (Initially, the growth rate is proportional to P.)
dt

dP
•  0 if P > M (P decreases if it ever exceeds M.)
dt

A simple expression that incorporates both assumptions is given by the equation

dP  P
2 = kP  1 −  where k = cM
dt  M

12
Models for Population Growth (9 of 11)
Notice that if P is small compared with M, then P M is close to 0 and so dP dt  kP.
If P > M, then 1 − P M is negative and so dP dt  0.

Equation 2 is called the logistic differential equation and was proposed by the
Dutch mathematical biologist Pierre-François Verhulst in the 1840s as a model
for world population growth.

We first observe that the constant functions P(t) = 0 and P(t) = M are solutions
because, in either case, one of the factors on the right side of Equation 2 is
zero. In general, constant solutions of a differential equation, like these two
solutions, are called equilibrium solutions.

13
Models for Population Growth (10 of 11)
If the initial population P(0) lies between 0 and M, then the right side of
Equation 2 is positive, so dP dt  0 and the population increases. But if the
population exceeds the carrying capacity (P > M), then1 − P M is negative, so
dP dt  0 and the population decreases.

Notice that in either case, if the population approaches the carrying capacity
(P → M), then dP dt → 0, which means the population levels off.

14
Models for Population Growth (11 of 11)
So we expect that the solutions of the logistic differential equation have graphs
that look something like the ones in Figure 3.

Notice that the graphs move away from the equilibrium solution P = 0 and
move toward the equilibrium solution P = M.

Solutions of the logistic equation

Figure 3

15
A Model for the Motion of a Spring

16
A Model for the Motion of a Spring (1 of 3)
Let’s now look at an example of a model from the physical sciences. We
consider the motion of an object with mass m at the end of a vertical spring (as
in Figure 4).

Figure 4

17
A Model for the Motion of a Spring (2 of 3)
We have discussed Hooke’s Law, which says that if the spring is stretched (or
compressed) x units from its natural length, then it exerts a force that is
proportional to x:

restoring force = –kx

where k is a positive constant (called the spring constant). If we ignore any

external resisting forces (due to air resistance or friction) then, by Newton’s
Second Law (force equals mass times acceleration), we have

d 2x
3 m 2 = −kx
dt

18
A Model for the Motion of a Spring (3 of 3)
This is an example of what is called a second-order differential equation
because it involves second derivatives.

Let’s see what we can guess about the form of the solution directly from the
equation. We can rewrite Equation 3 in the form

d2x k
=− x
dt 2 m

This says that the second derivative of x is proportional to x but has the
opposite sign.

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General Differential Equations

20
General Differential Equations (1 of 4)
In general, a differential equation is an equation that contains an unknown
function and one or more of its derivatives.

The order of a differential equation is the order of the highest derivative that
occurs in the equation. Thus Equations 1 and 2 are first-order equations and
Equation 3 is a second-order equation.

In all three of those equations the independent variable is called t and

represents time, but in general the independent variable doesn’t have to
represent time.

21
General Differential Equations (2 of 4)
For example, when we consider the differential equation

4 y ′ = xy

it is understood that y is an unknown function of x.

A function f is called a solution of a differential equation if the equation is

satisfied when y = f(x) and its derivatives are substituted into the equation.
Thus f is a solution of Equation 4 if

f ′ ( x ) = xf ( x )

for all values of x in some interval.

22
General Differential Equations (3 of 4)
When we are asked to solve a differential equation we are expected to find all
possible solutions of the equation. We have already solved some particularly
simple differential equations, namely, those of the form
y′ = f ( x )

For instance, we know that the general solution of the differential equation

y′ = x 3
is given by
x4
y= +C
4
where C is an arbitrary constant.

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Example 2
Show that every member of the family of functions

1 + cet
y=
1 − cet

is a solution of the differential equation y′ =

2
(
1 2
)
y −1 .

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Example 2 – Solution (1 of 2)
We use the Quotient Rule to differentiate the expression for y:

y′ =
(1 − ce )(ce ) − (1 + ce )( −ce )
t t t t

(1 − ce )
2
t

cet − c 2e 2t + cet + c 2e 2t
=
(1 − ce )
2
t

2cet
=
(1 − ce )
2
t

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Example 2 – Solution (2 of 2)
The right side of the differential equation becomes
 2 
1  1 + cet 
1
2 (y 2
)
−1 = 
2  1 − ce  t  − 1

 

( ) ( ) 
2 2
1 1 + ce t
− 1 − cet 
=
2 
( )
2
 1 − cet 
1 4cet
=
( )
2 1 − cet 2

2cet
=
( )
2
1 − cet

This shows that the left and right sides of the differential equation are
equal.Therefore, for every value of c, the given function is a solution of the
differential equation.
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General Differential Equations (4 of 4)
When applying differential equations, we are usually not as interested in finding
a family of solutions (the general solution) as we are in finding a solution that
satisfies some additional requirement.

In many physical problems we need to find the particular solution that satisfies
a condition of the form y(t0) = y0.

This is called an initial condition, and the problem of finding a solution of the
differential equation that satisfies the initial condition is called an initial-value
problem.

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