TECHNO MAIN SALT LAKE
TOPIC- REAL WORLD APPLICATIONS OF
ORDINARY DIFFERENTIAL EQUATIONS WITH A
SPECIAL FOCUS ON CURRENT REQUIREMENT
WORLDWIDE.
STUDENT NAME: CHIRAG MUKHERJEE
STUDENT ID: 2413004004
UNIVERSITY ROLL NO: 13001624001
REGISTRATION NO: 241300110645
PAPER NAME: MATHEMATICS - IIB
PAPER CODE: BS-M202
SEMESTER: 2nd
DEPARTMENT: ELECTRICAL ENGINEERING
CONTENTS
In this PPT Presentation, we are going to learn the following-
SL SLIDE
TOPIC NAME
NO. NO.
Ordinary Differential Equations &
1. 3
Its Types
2. Historical Reference 4
Applications of Ordinary
3. 5-7
Differential Equations
4. Real World Problems 8
5. Conclusion 9
6. References 9
In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single
independent variable. As with any other DE, its unknown(s) consists of one (or more) function(s) and involves the
derivatives of those functions. The term "ordinary" is used in with partial differential equations (PDEs) which may be with
respect to more than one independent variable, and, less commonly, in contrast with stochastic differential equations
𝒅𝒚
(SDEs) where the progression is random. For example; 𝒇 𝒙 = 𝒚 = 𝒅𝒙 is an example of an ordinary differential equation.
TYPES: AUTONOMOUS DIFFERENTIAL EQUATIONS:
A differential equation which does not depend on the variable, say x is known as an autonomous differential equation.
𝒅𝒚
For example; = 𝒚(𝟏 − 𝒚) is an example of an autonomous differential equation.
𝒅𝒕
LINEAR DIFFERENTIAL EQUATIONS:
A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its
derivatives, that is an equation of the form:
𝒂𝟎 𝒙 𝒚 + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟐 𝒙 𝒚′′ + … 𝒂𝒏 𝒙 𝒚𝒏 + 𝒃 𝒙 = 𝟎
𝒅𝒚
For example; 𝒅𝒙 + 𝒚 = 𝒄𝒐𝒔𝒙 is an example of linear differential equation.
HOMOGENEOUS DIFFERENTIAL EQUATIONS:
A differential equation of the form 𝒇(𝒙, 𝒚)𝒅𝒚 = 𝒈(𝒙, 𝒚)𝒅𝒙 is said to be homogeneous differential equation if the
degree of 𝒇(𝒙, 𝒚) and 𝒈(𝒙, 𝒚) is same. A function of form 𝒇(𝒙, 𝒚) which can be written in the form𝒌𝒏 𝒇(𝒙, 𝒚) is said to
be a homogeneous function of degree n, for k≠0. Hence, f and g are the homogeneous functions of the same degree of x and
𝒅𝒚
y. Here, the change of variable 𝒚 = 𝒖𝒙 directs to an equation of the form; 𝒙 = 𝒉(𝒖) 𝒅𝒖 which could be easily
𝒅𝒚 (𝒙−𝒚)
integrated. For example; 𝒅𝒙 = (𝒙+𝒚) is an example of homogeneous differential equation.
HISTORICAL REFERENCE
Calculus, originally called infinitesimal calculus, is a mathematical discipline focused on limits, continuity, derivatives,
integrals, and infinite series. Many elements of calculus appeared in ancient Greece, then in China and the Middle East, and still
later again in medieval Europe and in India. Both Differential & Integral Calculus or the Infinitesimal calculus was developed in
the late 17th century by Isaac Newton and Gottfried Wilhelm Leibniz independently of each other. They gave Calculus , a
universal shape. They are said to be the Pioneers of Modern Calculus. ‘Differential equations’ began with Leibniz, the Bernoulli
brothers and others from the 1680s, not long after Newton’s ‘fluxional equations’ in the 1670s. Applications were made largely
to geometry and mechanics; isoperimetrical problems were exercises in optimisation. In the 18th century, generalisation of
isoperimetrical problems led to the calculus of variations. New figures appeared, especially Euler, Daniel Bernoulli, Lagrange
and Laplace. Development of the general theory of solutions included singular ones, functional solutions and those by infinite
series. Many applications were made to mechanics, especially to astronomy and continuous media. From the 19th century
onwards, Gauss, Cauchy and George Bool introduced the differential equation concept in celestial mechanics, logical and
probability field. Not late enough, differential equations were used in most of the basic fields of science and maths.
Isaac Newton G.W Leibniz Daniel Bernoulli Leonhard Euclid J L Lagrange P S Laplace C F Gauss George Boole
Ordinary differential equations are applied in real life for a variety of reasons. They are used in many applications like
to explain thermodynamics concepts, the motion of an object to and fro like a pendulum, to calculate the movement or
flow of electricity. Also, in the field of medicine, they are used to check bacterial growth and the growth of diseases in
graphical representation. Following are their applications in some fields:
(A) PHYSICS & ENGINEERING
1. NEWTON’S LAWS OF MOTION: Newton’s Second Law of Motion states that if an object of mass m is
moving with acceleration a and being acted on with force F then Newton’s Second Law tells us - 𝑭 =
𝒎𝒂. Newton’s Second Law can be written as a differential equation in terms of either the velocity, v, or the
𝒅𝒗 𝒅𝟐 𝒖 𝒅𝒖
position, u, of the object as follows: 𝒊 𝒎 𝒅𝒕 = 𝑭 𝒕, 𝒗 𝒂𝒏𝒅 𝒊𝒊 𝒎 𝒅𝒕𝟐 = 𝑭 𝒕, 𝒗, 𝒅𝒕
2. FALLING OF OBJECTS: The acceleration of gravity is constant (near the surface of the
𝒅𝒗
earth). So, for falling objects the rate of change of velocity is constant. So, 𝒅𝒕 = 𝒈.
3. NEWTON’S LAW OF COOLING/WARMING: Under Newton’s law of cooling, we can
predict how long it takes for a hot object to cool down at a certain temperature.
Moreover, we can tell us how fast the hot water in pipes cools off and it tells us how
fast a water heater cools down. The general solution of the equation
𝒅𝑻
= 𝒌(𝑻 − 𝑻𝑨 ) gives us 𝑻 𝒕 = 𝑻𝑨 + 𝒄𝒆𝒌𝒕 is called Newton’s Law of Cooling.
𝑻
4. BERNOULLI’S EQUATION: The general solution of the Bernoulli’s equation -
𝒚𝟏−𝒏 𝒆𝟏 −𝒏 𝒑 𝒙 𝒂𝒙 = 𝟏 − 𝒏 𝑸(𝒙) 𝒆𝟏 −𝒏 𝒑 𝒙 𝒂𝒙 𝒅𝒙 + 𝑪 can be
derived by conservation of energy and applied to various types of fluid flows.
(B) BIOLOGY & MEDICINE
𝒅𝑷
1. POPULATION GROWTH: If P(t) denotes the total population at time t, then 𝑻 = 𝒌𝑷 𝒕 , where k
is called the growth constant or the decay constant. Solution of the equation will provide population
at any future time t. The general solution of this equation gives 𝑷 𝒕 = 𝑷𝟎 𝒆𝒌𝒕 .
2. EPIDEMIOLOGY & PHARMACOKINETICS: The SIR model (Susceptible, Infected, Recovered) is an
ODE system used to predict disease outbreaks. Also ODEs describe how drugs are absorbed,
distributed, and eliminated in the body.
3. EXPONENTIAL GROWTH OF BACTERIA: In the biomedical field, bacteria culture growth takes place exponentially. For exponential
growth, we use the formula- 𝑳 𝒕 = 𝑳𝟎 𝒆𝒌𝒕 . The solution gives us the population of bacteria in time t.
(C) ECONOMICS & FINANCE: The differential system is used in Interest Rates & Investment Models (The
continuous compound interest formula is derived from an ODE), Stock Market Models (The Black -Scholes equation, an ODE,
helps in pricing options) and Supply-Demand Dynamics (Differential equations model how supply and demand evolve over
time.)
(D) ROBOTICS & CONTROL SYSTEMS: The differential
system is used in Robotic Motion (ODEs describe the kinematics and dynamics of
robotic arms and autonomous vehicles) and Automatic Control Systems (PID
controllers use ODEs to stabilize aircraft, cars, and industrial machines).
(E) CHEMISTRY & ENGINEERING: The
differential system is used in Reaction Kinetics (The rate of
chemical reactions is governed by ODEs), Heat Transfer in
Reactors (ODEs model temperature changes in industrial
chemical processes).
(F) ENVIRONMENTAL SCIENCE: The differential system is used in Climate
Models (ODEs help predict temperature changes due to greenhouse gases), Pollution Dispersion
(Differential equations model how pollutants spread in air or water) and Ecology (Predator-prey
models [Lotka-Volterra equations] describe interactions between species).
(F) ELECTRICAL CIRCUIT SYSTEMS: A circuit containing an inductance L
or a capacitor C and resistor R with current and voltage variables, the second order of differential
equation represent derivatives which are equal to the number of energy storing elements and the
differential equation is considered as ordinary. The Time Domain Analysis of RL, RC, RLC circuits are
also solved by using differential equations to find the decaying current and time constant.
(F) MATHEMATICAL FIELD: Ordinary Differential Equations are also used to
find the orthogonal trajectories of various curves.
To solve ordinary differential equations we use one of the
following methods:
to se
ow the al Solution by Variable Seperable Method.
H e ti ? Solving by Homogeneous Equation Method.
o lv ren ns?
s fe io Solving by Linear Differential Equation Method.
f t
di ua Solving by Euler’s Method.
eq Solving by Frobenius Method.
Solving by Method of Green’s Functions.
(I) REAL WORLD PROBLEMS
APPLICATION IN ELECTRICAL ENGINEERING FIELD
PROBLEM 1: Construct the Time Domain Analysis of series R-L (II) (III)
Circuit.
SOLUTION:Voltage drop across the inductor 𝑽𝑳 = 𝑳
𝒅𝒊(𝒕)
𝒅𝒕 APPLICATION IN MATHEMATICAL FIELD APPLICATION IN PHYSICS
Voltage across resistor 𝑽𝑹 = 𝑹𝒊(𝒕) PROBLEM 3: Determine the time required to cool down
As per Kirchoff’s Laws, 𝑳
𝒅𝒊(𝒕)
+ 𝑹𝒊 𝒕 = 𝑽 PROBLEM 2: Find the orthogonal trajectories a solid object initially at 80℃ to 8℃ , placed in a
𝒅𝒊(𝒕) 𝑽
𝒅𝒕
of the family of straight lines- 𝒚 = 𝒄𝒙. refrigerator with its interior air maintained at 𝑻𝑨 =
⇒ + 𝑹𝒊 𝒕 = (1st order linear differential equation)
𝒅𝒕
𝑹
𝑳
𝑹
𝒚
SOLUTION: 𝒚′ = 𝒄 = 𝒙 is the differential 5 ℃ if 𝜶 = 𝟎. 𝟎𝟎𝟐 / 𝒎𝟐 𝒔 and the contact area
𝒕𝒅 𝑳 𝒕
So, 𝑰. 𝑭. = 𝒆 =𝒆 𝑳
equation for the initial set of straight lines. between solid and cold air is 𝑨 = 𝟎. 𝟐𝒎𝟐 .
𝑹 𝑹
𝒕 𝒕 𝑽 𝑽 𝑹𝒕
SOLUTION:
−𝟏
So, General Solution is 𝒊 𝒕 𝒆 𝑳 = 𝒆 𝑳 . 𝒅𝒕 +𝒄= 𝒆𝑳 +𝒄 Replace 𝒚′ by ′ to obtain differential equation
𝑳 𝑹 𝒚
−𝑹
⇒𝒊 𝒕 = +𝒄𝒆
𝑽
…(I)𝑳
𝒕
for orthogonal trajectories. As per Newton’s Law of Cooling,
𝑹 −𝟏 𝒚 𝒅𝑻(𝒕)
As inductor behaves as an open circuit, 𝒊 𝟎 + = 𝟎 ⇒ ′ = ⇒ 𝒚′ = 𝑪…(I) = − 𝜶𝑨 𝑻 𝒕 − 𝑻𝑨
𝒚 𝒙 𝒅𝒕
−𝑽 = − 𝟎. 𝟎𝟎𝟐 . 𝟎. 𝟐 𝑻 𝒕 − 𝟓
Putting 𝒊 𝟎 = 𝟎 in Eqn I we get, 𝒄 = Solving Eqn I, we get the equation for the
𝑹
𝑽 𝑽 −𝑹
𝑽 −𝑹
orthogonal trajectories, = −𝟎. 𝟎𝟎𝟒[𝑻(𝒕) − 𝟓]
𝒕 𝒕
⇒𝒊 𝒕 = − 𝒆 = 𝟏−𝒆 𝑳 𝑳
𝒅𝒚 𝒚 ⇒
𝒅𝑻(𝒕)
= −𝟎. 𝟎𝟎𝟒 𝒅𝒕 …(I)
𝑹 𝑹 𝑹
⇒ = ⇒ 𝒚𝒅𝒚 = −𝒙𝒅𝒙 ....(II) 𝑻 𝒕 −𝟓
So, The voltage across the inductor and resistor is given by- 𝒅𝒙 𝒙
𝒅𝒊 𝒕 𝑽 𝑹 −𝑹 −𝑹
Integrating Eqn II both sides, we get Integrating both sides of Eqn, we get-
𝑽𝑳 𝒕 = 𝑳 = 𝑳 [𝟎 − − 𝒆 𝑳 𝒕] = 𝑽 𝒆 𝑳 𝒕 𝒚𝟐 𝒙𝟐
𝒅𝑻(𝒕)
𝒅𝒕 𝑹
−𝑹
𝑳
= − + 𝒄 ⇒ 𝒙𝟐 + 𝒚𝟐 = 𝟐𝒄 = 𝒓𝟐 𝒕 𝑻 −𝟓 = −𝟎. 𝟎𝟎𝟒 𝒅𝒕
𝒕 𝟐 𝟐
𝑽𝑹 (𝒕) = 𝑹𝒊 𝒕 = 𝐕 𝟏 − 𝒆 𝑳
⇒ 𝑻 𝒕 − 𝟓 = 𝒆−𝟎.𝟎𝟎𝟎𝟒𝒕+𝒄 = 𝒄𝟏 𝒆−𝟎.𝟎𝟎𝟎𝟒𝒕 … (II)
Therefore the orthogonal trajectories of family of
⇒ At 𝒕 = 𝟎, 𝒊(𝒕) = 𝟎, 𝑽𝑳 𝒕 = 𝑽, 𝑽𝑹 (𝒕) = 𝟎 By putting 𝑻(𝟎) = 𝟖𝟎℃ in Eqn II, we get, 𝒄𝟏 =75
𝑽 straight lines are concentric circles.
⇒ At 𝒕 = ∞, 𝒊(𝒕) = , 𝑽𝑳 𝒕 = 𝟎, 𝑽𝑹 (𝒕) = 𝑽 Therefore the general solution becomes:
𝑹
𝑳 𝑽 𝑽 𝑻 𝒕 = 𝟓 + 𝟕𝟓𝒆−𝟎.𝟎𝟎𝟎𝟒𝒕 …(III)
And At 𝒕 = = 𝝉, 𝒊 𝒕 = 𝟏 − 𝒆−𝟏 = 𝟎. 𝟔𝟑𝟐 ,
𝑹 𝑹 𝑹 Now, if 𝒕𝒆 =time required to drop T from 80℃ to 8℃,
𝑽𝑳 𝒕 = 𝑽𝒆−𝟏 = 𝟎. 𝟑𝟔𝟖 𝑽, 𝑽𝑹 𝒕 = 𝟎. 𝟔𝟑𝟐 𝑽 then solving 𝑻 𝒕𝒆 = 𝟖 = 𝟓 + 𝟕𝟓𝒆−𝟎.𝟎𝟎𝟎𝟒𝒕𝒆 ,
We get, 𝒕𝒆 = 8047s or 2.24hrs.
i o n
o n clus
C
c es -
e f e ren
R