Antiderivatives and Differential Equations Definition: A function F(x) is called an antiderivative of f(x) on an interval I if dF(x) F'(x) f(x) for dx all x in I. (The antiderivative of f(x) is a function you differentiate to get f(x).) Let f(x) = cos(x) then an antiderivative of f(x) is F(x) = sin(x). But there are many antiderivatives of f(x); for example G1(x) = sin(x) + 23 and G2(x) = sin(x) – π. In fact any expression of the form sin(x) + C, where C is an arbitrary constant, is an antiderivative of f(x). It can be shown that if two functions have identical derivatives on an interval, then they must differ by a constant. Thus if F and G are antiderivatives of f(x), then F'(x) f(x) G'(x) , so G(x) – F(x) = C, where C is a constant. So we can write this as G(x) = F(x) + C. This gives us the following result. If F(x) is an antiderivative of f(x) on the interval I, then the most general antiderivative of f(x) on I is F(x) + C, where C is an arbitrary constant. (Source: Calculus with Early Transcendentals, Stewart) Comment: The independent variable need not be x; a common alternate choice is t. A short table of common functions, derivatives, and antiderivatives in (basic) engineering. Function: f(x) Derivative: f '(x) df(x) dx 1 x n n 1 nx 2 eax aeax sin(bx) bcos(bx) cos(bx) 1 a bx -bsin(bx) b k 0 k f(x) k f '(x) f1(x) f2 (x) df1(x) df2 (x) dx dx 3 4 5 a bx 2 Antiderivative F(x) ; C an arbitrary constant xn 1 C,n 1,for n 1, F(x) ln( x ) C n 1 1 F(x) e ax C a 1 F(x) cos(bx) C b 1 F(x) sin(bx) C b 1 F(x) ln(a bx) C b F(x) 6 7 8 F(x) = kx + C Antiderivative of kf(x) = k F(x) C Antiderivative of f1(x) f2 (x) = F1(x) F2 (x) C Copyright by David R. Hill 2015 Mathematics Department Temple University Observe that the antiderivative of a function is a “family” or set of functions since C is an arbitrary constant. Let f(x) = 2x, then the most general antiderivative is F(x) = x2 + C. The next figure shows several members of the family of antiderivatives of 2x. Rectilinear Motion Rectilinear motion (also called linear motion) is a motion along a straight line, and can therefore be described mathematically using only one spatial dimension. If we assume constant acceleration g, then we can use antiderivatives to find expressions for the velocity, v(t), and the position y(t) (if the motion is vertical) or x(t) (if the motion is horizontal). Here t represents time. 3.76 m/s2 Mercury: Venus Earth : : Jupiter : 23.6 m/s2 Saturn : 10.06 m/s2 Uranus : 8.87 m/s2 Neptune: 11.23 m/s2 9.04 m/s2 9.8 m/s2, 32 ft/s2 Moon: 1.622 m/s² Mars : 3.77 m/s2 (Source: http://planetaryfacts.blogspot.com/2012/04/g-planets-of-solar-system.html ) Gravity decreases with altitude; as one rises above the Earth's surface because a greater altitude means a greater distance from the Earth's center. All other things being equal, an increase in altitude from sea level to 9,000 meters (30,000 ft) causes a weight decrease of about 0.29%. (An additional factor affecting apparent weight is the decrease in air density at Copyright by David R. Hill 2015 Mathematics Department Temple University altitude, which lessens an object's buoyancy. This would increase a person's apparent weight at an altitude of 9,000 meters by about 0.08%) It is a common misconception that astronauts in orbit are weightless because they have flown high enough to escape the Earth's gravity. In fact, at an altitude of 400 kilometers (250 mi), equivalent to a typical orbit of the Space Shuttle, gravity is still nearly 90% as strong as at the Earth's surface. Weightlessness actually occurs because orbiting objects are in free-fall. The effect of ground elevation depends on the density of the ground. A person flying at 30,000 ft above sea level over mountains will feel more gravity than someone at the same elevation but over the sea. However, a person standing on the earth's surface feels less gravity when the elevation is higher. The following formula approximates the Earth's gravity variation with altitude: where gh is the gravitational acceleration at height h above sea level. re is the Earth's mean radius. g0 is the standard gravitational acceleration. The formula treats the Earth as a perfect sphere with a radially symmetric distribution of mass. (Source: https://en.wikipedia.org/wiki/Gravity_of_Earth#Altitude) Basic equations of rectilinear motion Velocity v(t) = the instantaneous rate of change of distance y(t) with respect to time v( t ) dy( t ) dt Acceleration a(t) = the instantaneous rate of change of distance y(t) with respect to time a( t ) dv( t ) dt Suppose that a(t) = g, a constant. Then the antiderivative of a(t) is v(t), so v(t) = gt + C1, where C1 is an arbitrary constant. Similarly, Then the antiderivative of v(t) is y(t), so g 2 yt t C1t C2 , where C2 is an arbitrary constant. Summarizing we have the basic 2 equations a( t ) g v( t ) gt C1 g 2 t C1t C2 2 Copyright by David R. Hill 2015 Mathematics Department Temple University yt Example: An object is dropped from a height of 2 meters at time t = 0. Determine the formulas for velocity and the distance of the object above the ground. Let a(t) = -9.8 m/sec2, then since the object was dropped v(0) = 0. Using v(t) = gt + C1 we have that C1 = 0. Then v(t) = -9.8 t. Then y(t), the height of the object above the ground is 9.8 2 9.8 2 yt t + C2 . Since y(0) = 2 m we have that C2 = 2. Thus y t t + 2. 2 2 Now we can determine the time at which the object hits the ground and its impact velocity. To 9.8 2 determine the time of impact set y(t) = 0 and solve for t; 0 t + 2 t ≈ 0.6389 sec. and 2 the impact velocity is v ≈ 6.2610 m/sec. Example: An object is thrown up from ground level with initial velocity 20 ft/sec. Determine the formulas for velocity and the distance of the object above the ground. Let a(t) = -32 ft/sec2, then since the object was tossed starting at ground level at 20 ft/sec we have v(0) = 20. Using v(t) = -32t + C1 we have that C1 = 20. Thus v(t) = -32t + 20. Then y(t), the height of the object above the ground is y t 16t 2 + 20t C2 . Since y(0) = 0 ft. we have that C2 = 0, and so y t 16t 2 + 20t . Now we can determine the time at which the object returns to the ground, its impact velocity, and the maximum height of the object. To determine the time the object returns to earth set y(t) = 0 and solve for t; 0 16t 2 + 15t t = 0 or 20/16 = 1.25 sec. and the impact velocity is v = -20 ft/sec. The maximum height of the object occurs when v(t) = 0. The time when the velocity is zero is t= 5/8 sec. then y(5/8) = 6.25 ft. is the maximum height. Example: Two workmen are repairing things on a shed 15 feet high. One workman is atop the shed and the other is on the ground near its base. The workman on the ground tosses a tool to his partner on the roof using an initial velocity of 40 ft/sec. At what times can the man on the roof “try” to catch the tool as it passes the top of the shed? We know v(0) = 40ft/sec and y(0) = 0. So we have v(t) = -32t + 40 and y t 16t 2 + 20t . To find the times the man on the roof should try to catch the tool, set y(t) = 15 and solve for t; solving 15 16t 2 + 20t we get that t is approximately 0.4594 sec. on the way up and 2.0406 sec. on the way down. Some (simple) applications from differential equations Population growth Falling object with air resistance Radioactive decay Measuring collisions for belted vs. unbelted passengers Compound interest Newton’s Law of heating/cooling Building designs for snow loading Mixing problems Design of energy absorbing aviation seats Copyright by David R. Hill 2015 Mathematics Department Temple University A first order differential equation (DE) involving independent variable t and dependent variable y has the form dy f(t, y) dt where f is a function of t and y. It is called first order since only first derivatives are involved. If an auxiliary condition, like y(a) = b, accompanies the differential equation then the pair dy f(t, y) , y(a) b dt is called an initial value problem (IVP). (In the examples above we had auxiliary conditions specifies, so we were solving IVPs.) The condition y(a) = b specifies a point t = a, y = b that lies on the solution curve. It would be nice if we could solve every first order differential equation. Unfortunately, that is not always possible. dy( t ) dv( t ) and a( t ) . dt dt We solved these using antiderivatives since v(t) and a(t) were functions strictly in terms of time t. Not all first order DEs are of this form, but there is a certain type of first order DE that can be solved by antiderivatives. If we can determine the antiderivatives we can complete a solution of the DE. Previously in our discussion of rectilinear motion we had first order DEs v( t ) dy f(t, y) can be factored into a dt function of t times a function of y. That is, the DE can be “rearranged” into the form Definition: A first order DE is called separable provided f(t, y) in dy g(t) h(y) , dt then if h(y) ≠ 0 we have 1 dy g(t) dt . h(y) If we can find the antiderivative of each side we have an expression which, in general, gives an implicit expression for the solution y(t) for the DE. Example: (a) Solve the DE dy t 3 . dt y 1 2 1 2 y t C. 2 4 (We could have put a constant C1 on the left side and a constant C2 or the right side. But then we can rearrange to have C2 – C1 on the right side and rename C2 – C1 = C.) Of course we can simplify the 1 1 expression y2 t 2 C by multiplying both sides by 4 and renaming 4C to C; we then have 2 4 Separating the variables we have ydy = t3dt. Finding the antiderivatives we have 2y2 t 2 C . dy t 3 , y(1) 5 . dt y Copyright by David R. Hill 2015 Mathematics Department Temple University (b) Find the solution of the IVP Using 2y2 t 2 C we set t = 1 and y = 5 giving us 2(5)2 = 1 + C C = 49. Hence the solution of the initial value problem 2y2 t 2 49 . (See the next figure.) Note: The solution of the DE is a family of curves because of arbitrary constant C, while the solution of the IVP is a particular member of the family. Here the particular member is the one that goes through the point t = 1 and y = 5. Example: Population Growth Let P(t) represent the population where there is no immigration or emigration. (Emigration is the act of leaving one's native country with the intent to settle elsewhere. Conversely, immigration describes the movement of persons into one country from another.) One model for the rate at which the population is growing says the rate of growth is proportional to the population. If the population has a continuous growth rate of r% per unit of time, then we have the DE dP rP dt dP dP r dt or equivalently r dt . Determining the antiderivatives P P using our table we have from row 5 that the antiderivative of the left side is ln(P) (for a = 0 and b = 1) and the antiderivative for the right side rt uses row 6. Then the solution of the DE is ln(P) = rt + C. Solve for P by using the exponential function we obtain eln(P) ert C ert eC and simplifying we get P = Cert where we have renamed eC to be C. This equation provides a model for unlimited population Copyright by David R. Hill 2015 Mathematics Department Temple University Separating the variable we have growth and is only applicable for short periods of time or in cases where the population is quite isolated. Determining the growth rate r is often time consuming. We can estimate the growth rate using population data as follows. (The used data is hypothetical.) Suppose we know that at t = 0 that P= 450 and at t = 3 that P= 510. Then in the model equation P = Cert we have 450 = Ce0r hence C = 450. Now the model equation is P = 450 ert. Using the second set of data we have 510 = 450 e3r so solving for r we get ln(510 / 450) r 0.0417 . 3 Thus the growth rate is approximately 4% over the time interval [0 ,3]. Example: Mixing Problem Typical mixing problems employ a tank or other receptacle that holds a fluid. For illustration consider a tank that contains water that has salt dissolved in it, and assume the mixture is kept well stirred. The simple example we use below should not be underestimated since tanks can be replaced by the heart, stomach, or gastrointestinal systems. Suppose we have an input to the tank which is water containing a certain concentration of salt. In addition we have an output, or drain, from the bottom of the tank. Let y(t) represent the number of dy pounds of salt in the tank at time t. Then represents the rate of change of the amount of salt in the dt tanks, hence the units are pounds per unit of time (often we use lbs/min). The differential equation that models this situation is given by dy rate in of salt rate out of salt dt Both the in rate and out rate of salt are composed of a product of the fluid flow rate times the concentration of the salt in the fluid: Rate in = fluid flow in rate × input concentration of salt Out rate = fluid flow out rate × output concentration of salt The fluid flow rates must be specified as well as the input concentration. The output concentration is trickier; it depends on the volume V(t) of the fluid in the tank at time t and the y(t), the amount of salt in the tank at time t. Consider the following situation. A 500 gallon tank contains 300 gallons of salt solution containing 25 lbs of salt. The input flow rate is 4 gal/min and the input concentration 2lb/gal while the output flow rate is also 4 gal/min. Note that the in and out flow rates are equal so that there is always 300 gallons of solution in the tank. The IVP modelling this situation is Copyright by David R. Hill 2015 Mathematics Department Temple University ylb dy 4 gal / min 2 lb / gal 4 gal/ min , y(0) 25 dt 300 gal dy 4y 8 , y(0) 25 dt 300 To solve the DE we use separation of variables. We simplify the equation before separating we dy 2400 4 y get . The separation of variables yields dt 300 dy dt 2400 4 y 300 Applying rows 5 and 6 from our antiderivative table we have 1 1 ln 2400 4 y tC 4 300 Applying the initial condition y(0) = 25 we get C 1 ln(2400 100) 1.9351 hence we an 4 implicit solution of the IVP given by 1 1 ln 2400 4 y t 1.9351 4 300 Using exponential function we solve for y: 4 t 7.7407 1 1 4 ln 2400 4 y e 300 ln 2400 4 y t 1.9351 ln 2400 4 y t 7.7407 e 4 300 300 2400 4y 4 t 7.7407 300 e e y 4 t 7.7407 300 2400 e e 4 4 t 300 600 575e (Sources: Calculus Early Transcentdentals by Stewart, Differential Equations by Polking, Boggess, and Arnold, Introductory Mathematics for Engineers by Rattan and Klingbeil. Applied Calculus By Hughes-Hallet et. al.) Copyright by David R. Hill 2015 Mathematics Department Temple University