OPERATIONS RESEARCH

PROJECT

AN IMPROVED
VOGEL’S APPROXIMATION
METHOD

In this study, Vogel’s

 SUBMITTED TO Approximation Method
PROF. S.RITA (VAM) which is one of well-
 SUBMITTED BY
known transportation
methods is investigated to
SHASHANK BADKUL 11BEE0177
obtain more efficient initial
INDRAJIT PANDA solution.
11BEE0105

ROHIT JINDAL
11BEE0130

B2
 APPLICATION OF DIFFERENTIAL EQUATION

INDEX
 Acknowledgement
2
 Introduction
3
 Where do differential Equations come from? 4

 Application of first order differential equation 5

 Population Growth
8

 Growth and Doubling 10

 Exponential decay and radioactivity 11

 The half-life
12
 Solution to differential equation 13

 A Critique
13

 Falling object
14
 Newton's Law of Cooling 15

 RL Circuit
16
 Application of second order differential equation 18

 RLC Circuit
19
 Spring Mass System
24
 Undamped Free Vibrations 26

 Damped Free Vibrations 27

 Forced Vibrations : Resonance 31

 A Vibrating System with two Masses 32

1
 APPLICATION OF DIFFERENTIAL EQUATION

ACKNOWLEDGEMENT

We wish to express our deep sense of gratitude our

Faculty
Prof. S.Rita
for her able guidance and valuable suggestions, which
helped us in completing the project work.
Finally, yet importantly, we would like to express our
heartfelt thanks
to our beloved parents for their blessings,
our friends for their help and wishes for the successful
completion of this project.

SHASHANK BADKUL
INDRAJIT PANDA
ROHIT JINDAL

2
 APPLICATION OF DIFFERENTIAL EQUATION

INTRODUCTION
Differential Equation
An equation that involves one or more derivatives of an unknown function is called a
differential equation. The order of the highest derivative included in a differential
equation defines the order of this equation.

Examples

 y ' = 3x ,

the order of the highest derivative is 1 (y ' ) so the order of this differential
equation is 1.

 y '' + y' + y = 3x ,

the order of the highest derivative is 2 (y '' ) so the order of this differential
equation is 2.

 -2 y ''' + y'' + y 4 = 3x ,

the order of the highest derivative is 3 (y ''' ) so the order of this differential
equation is 3.

y = f(x) is a solution of a differential equation if the equation is satisfied upon

substitution of y and its derivatives into the differential equation.

Example:
Verify that y = C*e 4x + e 3x, where c is a constant, is a solution to the differential
equation

y ' - 4y = -e 3x
y ' is given by

y ' = 4C*e 4x + 3e 3x

We now substitute y ' and y into the left side of the equation and simplify

y ' - 4y = 4C*e 4x + 3e 3x - 4 (C*e 4x + e 3x)

= 4C*e 4x + 3e 3x - 4C*e 4x - 4e 3x

= 4C*e 4x - 4C*e 4x + e 3x (3 - 4)
= - e 3x

3
 APPLICATION OF DIFFERENTIAL EQUATION

Which is equal to the left side of the given equation and therefore y = C*e 4x + e 3x is a
solution to the differential equation y ' - 4y = -e 3x.

Where do differential Equations come

from?
Figure 9.3 shows how differential equations arise in scientific
investigations.

Figure 9.3

The process of going from initial vague observations about a system of interest
(such as planetary motion) to a mathematical model, often involves a great
deal of speculation, at first, about what is happening, what causes the motion
or the changes that take place, and what assumptions might be fruitful in
trying to analyze and understand the system.
Once the cloud of doubt and vague ideas settles somewhat, and once the right
simplifying
assumptions are made, we often find that the mathematical model leads to a
differential equation.

In most scientific applications, it may then be a huge struggle to figure out

which functions would be the appropriate class of solutions to that differential
equation, but if we can find those functions ,we are in position to make
quantitative predictions about the system of interest.

In our case, we have stumbled on a simple differential equation by noticing a

property of functions that we were already familiar with. This is a lucky
accident, and we will exploit it in an application

4
 APPLICATION OF DIFFERENTIAL EQUATION

shortly. In many cases, the process of modelling hardly stops when we have
found the link between the differential equation and solutions. Usually, we
would then compare the predictions to observations that may help us to refine
the model, reject incorrect or inaccurate assumptions, or determine to what
extent the model has limitations.

A simple example of population growth modelling is included in the project.

APPLICATION OF
FIRST ORDER
DIFFERENTIAL EQUATION

5
 APPLICATION OF DIFFERENTIAL EQUATION

Let y = f(x) =e x
Namely , that
dy x
=e =y
dx
so that this function satisfies the relationship
dy
=y
dx
We call this a differential equation because it connects one (or more) derivatives of a
function
with the function itself.

In this the implications of the above observation will be discussed. Since most of the
applications that we examine will be time-dependent processes, we will here use t (for
time) as the
independent variable.

Then we can make the following observations:

 Let y be the function of time:
y = f(t) = e t

Then
dy t
=e =y
dt
With this slight change of notation, we see that the function y =e t
satisfies the differential equation

dy
=y
dt

 Now consider
y = e kt
Then, using the chain rule, and setting u = kt, and y = e u
we find that

dy dy du u
= =e .k = ke kt = ky.
dt du dt
So we see that the function y = e kt satisfies the differential equation

6
 APPLICATION OF DIFFERENTIAL EQUATION

dy
=ky
dt

 If instead we had the function

y = e−kt
we could similarly show that the differential equation it satisfies is

dy
=−ky
dt
 Now suppose we had a constant in front, e.g. we were interested in the function
y = 5ekt.
Then, by simple differentiation and rearrangement we have
dy d
= 5 (ekt )= 5(kekt) = k(5ekt) = ky.
dt dt

So we see that this function with the constant in front also satisfies the differential
equation
dy
=ky
dt

 The conclusion we reached in the previous step did not depend at all on the
constant out
front. Indeed, if we had started with a function of the form

y = Cekt
where C is any constant, we would still have a function that satisfies the same
differential
equation.

 It turns out that these are the only functions that satisfy
this equation.

A few comments are worth making:

First, unlike algebraic equations, (whose solutions are numbers), differential equations
have solutions that are functions. We have seen above that depending on the
constant k, we get either functions with a positive or with a negative exponent
(assuming that time t > 0).

This leads to the two distinct types of behaviour, exponential growth or

exponential decay. In each of these figures we see a family of curves, each of
which represents a function that satisfies one of the differential equations we have
discussed.

7
 APPLICATION OF DIFFERENTIAL EQUATION

Fig 9.1 Fig 9.2

Figure 9.1: Functions of the form y = Cekt for k > 0 represent exponentially growing
solutions.

Figure 9.2: Functions of the form y = Cekt for k < 0 represent exponentially decaying
solutions.

POPULATION
GROWTH
In this part we will examine the way that a simple differential equation arises when we
study the
phenomenon of population growth.

Let N(t) be the number of individuals in a population at time t.

The population will change with time. Indeed the rate of change of N will be due to
births
(that increase N) and deaths (that decrease it).

 Rate of change of N = Rate births – Rate deaths

Assume that all individuals are identical in the population, and that the average per
capita birth rate, r, and average per capita mortality rate, m are some fixed positive
constants. That is
number of births per year
r = per capita birth rate = population ¿ ¿ ¿

8
 APPLICATION OF DIFFERENTIAL EQUATION

number of deaths per year

m = per capita mortality rate = population ¿ ¿ ¿

We will refer to such constants as parameters. In general, for a given population,

these would
have certain numerical values that one could obtain by experiment, by observation, or
by simple
assumptions. In the next section, let us see how a set of assumptions would lead to
such values.

Then the total number of births into the population in year t is Rn, and the total
number of
deaths out of the population in year t is Mn. The rate of change of the population as a
whole is
dN
given by the derivative
dt

Thus we have arrived at:

dN
=¿ Rn – Mn.
dt

This is a differential equation: it links the derivative of N(t) to the function N(t). By
solving
the equation (i.e. identifying its solution), we will be able to make a projection about
how fast the
world population is growing.

We can first simplify the above by noting that

dN
dt
=¿ Rn – Mn = (r – m)N = Kn.
Where

k = (r – m)
This means that we have shown that the population satisfies a differential equation of
the form

dN
=¿ Kn
dt
provided k is the so-called “net growth rate”, i.e birth rate minus mortality rate. This
leads us to
the following conclusions:

9
 APPLICATION OF DIFFERENTIAL EQUATION

 The function that describes population over time is (by previous results) simply

N(t) = N0e kt

(The result is identical to what we saw previously, but with N rather than y as the
time-
dependent function.)

 We are no longer interested in negative values of N since it now represents a

quantity that
has to be positive to have biological relevance, i.e. population size.

 The population will grow provided k > 0 which happens when r – m > 0 i.e.
when the per
capita birth rate, r exceeds the per capita mortality rate m.

 If k < 0, or equivalently, r < m then more people die on average than are born,
so that the
population will shrink and (eventually) go extinct.

Growth and Doubling

The question arises that long it would take for a population to double given that it is
growing exponentially, with growth rate k, as described above.

That is, we ask at what time t it would be true that n reaches twice its starting value,

i.e. N(t) = 2N0.

We determine this time as follows:
N(t) = 2N0
but

N(t) = N0e kt
so the population has doubled when t satisfies

2N0 = N0e kt
or simply
2 = ekt
Taking the natural log of both sides leads to
ln(2) = ln(e kt ) = kt

10
 APPLICATION OF DIFFERENTIAL EQUATION

Thus, the doubling time, which we’ll call µ is:

ln ⁡(2)
µ= k
for the population to double

In general, an equation of the form

dy
dt
=¿ ky

that represents an exponential growth will have a doubling time of

ln ⁡(2)
µ= k

EXPONENTIAL DECAY
AND RADIOACTIVITY
A radioactive material consists of atoms that undergo a spontaneous change. Every so
often, an
atom will emit a particle, and change to another form. We call this a process of
radioactive decay.

For any one atom, it is impossible to predict when this event would occur. However, if
we have
very many atoms, on average some fraction, k, will undergo this decay during any
given unit time.
(This fraction will depend on the material.)
This means that ky of the amount will be lost per unit time.

Let us define y(t) to be the amount of radioactivity remaining at time t. This quantity
can be
measured with Geiger counters, and will depend on time. In the decay process,
radioactivity will
be continually lost.
Thus

[rate of change of y] = −[amount lost per unit time]

11
 APPLICATION OF DIFFERENTIAL EQUATION

or
dy
=−ky
dt

We see again, a (by now) familiar differential equation.

Suppose that initially, there was an amount y0. Then the initial condition that comes
with this
differential equation is

y(0) = y0.
From familiarity with the differential equation, we know that the function that satisfies
it will be

y(t) = Ce−kt
and using the initial condition will specify that

y(t) = y0e−kt
For k > 0 a constant, this is a decreasing function of time that we refer to as
exponential decay.

The half life

Given a process of exponential decay, we can ask how long it would take for half of
the original
amount to remain. That is, we look for t such that

y0
y(t) = 2

We will refer to the value of t that satisfies this as the half life.
We compute:

y0
= y0e−kt
2
1
= e−kt
2

12
 APPLICATION OF DIFFERENTIAL EQUATION

Now taking reciprocals:

1
2= = ekt
e−kt
Thus. we find the same result as in our calculation for doubling times, namely,
ln(2) = ln(ekt) = kt

so that the half-life is

ln ⁡(2)
µ= k

SOLUTION TO DIFFERENTIAL EQUATION

Definition:
By a solution to a differential equation, we mean a function that satisfies
that equation.
In the previous section we have seen a collection of solutions to each of
the differential equations we discussed. For example, each of the curves
shown in Figure 9.1 share the property that they
satisfy the equation
dy
=Ky
dt

But what distinguishes one from the other? More specifically, how could
we specify one particular member of this family as the one of interest to
us?

As we saw above, this is not done by the differential equation: we need

some additional information. For example, if we gave some coordinates,
say (a, b) that the function of interest should gothrough, this would select
one out of the collection.
It is common practice (though not essential) to specify the starting value
or initial value of the function i.e. its value at time t = 0.

13
 APPLICATION OF DIFFERENTIAL EQUATION

A CRITIQUE
Before leaving our population model, we should remember that our
projections hold only so long as some rather restrictive assumptions are
made. We have made many simplifications, and ignored many features
that would seriously affect these results.

These include variations in the birth and mortality rates that stem from
competition for the Earth’s resources, epidemics that take hold when
crowding occurs, uneven distributions of resources or space, and other
factors. We have also assumed that the age distribution is uniform (flat),
but that is clearly wrong: the population grows only by adding new
infants, and this would skew the distribution even if it starts out uniform.
All these factors would lead us to be sceptical, and to eventually think
about more advanced ways of describing the population growth.

FALLING OBJECT
An object is dropped from a height at time t = 0.

If h(t) is the height of the object at time t,

a(t) the acceleration and

v(t) the velocity.

The relationships between a, v and h are as follows:

dv
a(t) =
dt

dh
v(t) =
dt

For a falling object, a(t) is constant and is equal to g = -9.8 m/s.

14
 APPLICATION OF DIFFERENTIAL EQUATION

Combining the above differential equations, we can easily deduce the follwoing
equation

d 2h / dt 2 = g

Integrate both sides of the above equation to obtain

dh / dt = g t + v0

Integrate one more time to obtain

h(t) = (1/2) g t2 + v0 t + h0

The above equation describes the height of a falling object, from an initial height h 0 at
an initial velocity v0, as a function of time.

NEWTON’S LAW OF
COOLING
It is a model that describes, mathematically, the change in temperature of an object
in a given environment.

“The law states that the rate of change (in time) of the temperature is
proportional to the difference between the temperature T of the object and
the temperature Te of the environment surrounding the object.”

Mathematically,

d T / d t = - k (T - Te)

Let x = T - Te

so that dx / dt = dT / dt

Using the above change of variable, the above differential equation becomes

dx/dt=-kx

15
 APPLICATION OF DIFFERENTIAL EQUATION

The solution to the above differential equation is given by

x = A e -kt
substitute x by (T - Te )
T - Te = A e - k t

Assume that at t = 0 the tempearture T = To

To - Te = A e 0

which gives A = (To – Te)

The final expression for T(t) i given by

T(t) = Te + (To - Te)e -kt

This last expression shows how the tempearture T of the object changes with time.

R-L Circuit

Let us consider the RL (resistor R and inductor L) circuit shown above.

At t = 0 the switch is closed and current passes through the circuit.

16
 APPLICATION OF DIFFERENTIAL EQUATION

Electricity laws state that the voltage across a resistor of resistance R is equal to (R*
i) and the voltage across an inductor L is given by L *(di/dt) {i is the current}.

Another law gives an equation relating all voltages in the above circuit as follows:

L di/dt + Ri = E

where E is a constant voltage.

Let us solve the above differential equation which may be written as follows

L [ di / dt ] / [E - R i] = 1

which may be written as

- (L / R) [ - R d i ] / [E - Ri] = dt

Integrate both sides

- (L / R) ln(E - R i) = t + c , c constant of integration.

Find constant c by setting i = 0 at t = 0 (when switch is closed) which gives

c = (-L / R) ln(E)

Substitute c in the solution

- (L / R) ln(E - R i) = t + (-L/R) ln (E)

which may be written

(L/R) ln (E)- (L / R) ln(E - R i) = t

ln[E/(E - Ri)] = t(R/L)

17
 APPLICATION OF DIFFERENTIAL EQUATION

Change into exponential form

[E/(E - Ri)] = et(R/L)

Solve for i to obtain

i = (E/R) (1-e-Rt/L) A
The starting model for the circuit is a differential equation which when solved, gives
an expression of the current in the circuit as a function of time.

APPLICATION OF

SECOND ORDER

DIFFERENTIAL EQUATION

18
 APPLICATION OF DIFFERENTIAL EQUATION

RLC CIRCUITS
Series Connection
When source voltages and currents are constant, voltages and currents throughout
the circuit will
eventually become constants (the "steady state" condition). Under constant source
voltage
and/or current conditions, the steady state condition of currents and voltages
throughout the
circuit represents a "DC" circuit condition. The currents-voltage relationships of
resistors, of
inductors, and of capacitors for DC (steady state) conditions are given in Table B2.
For an inductor, the voltage across the inductor is related to the current through the
inductor by

Under steady state conditions, the current through the inductor will be a constant,
and therefore
its derivative will be zero. As a result,
VL 0. For DC (steady state) conditions, we replace the inductor (symbol a coil of
wire) by a short circuit (a straight wire) since the resistance of the wire is zero.
For the capacitor, the current through the capacitor is related to the voltage across
the capacitor
By

19
 APPLICATION OF DIFFERENTIAL EQUATION

Under DC (steady state conditions), the voltage across the capacitor will be constant
and its time
derivative will equal zero.

As a result, the steady state (DC) current through the capacitor is zero.
For analysis of circuits containing capacitors under steady state conditions (currents
and
voltages throughout the circuit not changing in time), the capacitor (symbol being two
unconnected plates) is replace by an open circuit.

Current-Voltage Equations for Series RLC Circuit

The Basic Equations for Loop Current
Figure 1a shows a series RLC circuit with a voltage source Vin(t).

Figure 1b shows a "step" input voltage, stepping instantaneously from one voltage
(here 1 volt) to another (here 4 volts).

The series RLC circuit cannot be used with a step current source since the
current through an inductor can not change instantaneously.
We start by analyzing the circuit using Kirchoff's loop equation (sum of voltages
around loop
equals zero at any time) to obtain the loop current.
Referring to Figure 1a, the sum of voltages around the loop gives.

20
 APPLICATION OF DIFFERENTIAL EQUATION

The next step is to use the current-voltage relationships for the resistor, inductor, and
capacitor to
replace this equation in terms of three unknown voltages with an equation in terms of
a single
unknown loop current.

Using the current-voltage relations for the resistor, inductor and capacitor given in
Table B1, the
loop equation in (AA1) for t > 0 becomes

Differentiating the second equation in (A1) to eliminate the integral (recognizing that
+
VC (t= 0 ) is a constant whose time derivative is zero

21
 APPLICATION OF DIFFERENTIAL EQUATION

This is normally written in the form where the coefficient of the second derivative is
unity,
obtained by dividing the above equation by L, which gives

RLC Series Circuit's Differential Eq:

Parallel Connection
Figure 2a shows a parallel RLC circuit with a current source
Iin(t). Figure 2b shows a "step" input current, stepping instantaneously from one
current (here 1 amp) to another (here 4 amps).
As discussed in class, the parallel RLC circuit cannot be used with a step voltage
source since the
voltage across a capacitor cannot change instantaneously

22
 APPLICATION OF DIFFERENTIAL EQUATION

Analyzing the circuit using Kirchoff's node equation (sum of currents into a node
equals zero at any time) to obtain the loop current.

The node is the top wire in Figure 2a, labelled with the unknown node voltage Vnode(t).
The currents into that node are shown in Figure 2a

Referring to Figure 1a, the sum of voltages around the loop gives.

The next step is to use the current-voltage relationships for the resistor, inductor, and
capacitor to
replace this equation in terms of three unknown currents with an equation in terms of
a single
node voltage.

Using the current-voltage relations for the resistor, inductor and capacitor given in
Table B1, the
equation above for the sum of the currents into the node becomes

23
 APPLICATION OF DIFFERENTIAL EQUATION

SPRING MASS SYSTEM

24
 APPLICATION OF DIFFERENTIAL EQUATION

Forces acting on the mass

Net force acting on the mass

25
 APPLICATION OF DIFFERENTIAL EQUATION

Newton’s Second Law of Motion

the acceleration of an object due to an

applied force is in the direction of the force
and given by:

For our spring-mass system

26
 APPLICATION OF DIFFERENTIAL EQUATION

UNDAMPED FREE
VIBRATIONS

no damping
no external
force

(particular
solutions)
(general
solution) from initial
A and B are arbitary constants determined
conditions

27
 APPLICATION OF DIFFERENTIAL EQUATION

Periodic, simple harmonic motion of the

mass
Period of
motion
Natural frequency of the vibration

Amplitude (constant in
time)
Phase or phase angle

DAMPED FREE
VIBRATIONS

no external
force
28 solution, Then
Assume an exponential
 APPLICATION OF DIFFERENTIAL EQUATION

and substituting in equation above, we have

(characteristic equation)
Solutions to characteristic
equation:

overdamped
critically damped
underdamped

The solution y decays as t goes to infinity regardless the values of A and B

Damping gradually dissipates energy!
The most interesting case is underdamping,
i.e:

29
 APPLICATION OF DIFFERENTIAL EQUATION

Damped Free Vibrations: Small Damping

Forced Vibrations
30
 APPLICATION OF DIFFERENTIAL EQUATION

no damping

Case 1

Forced Vibrations: Beats

Slowly oscillating Rapidly

amplitude 31 oscillating
 APPLICATION OF DIFFERENTIAL EQUATION

FORCED VIBRATIONS:
RESONANCE

Case 2

unbounded as

A vibrating system with

two masses
Mass spring systems: consider a mechanical system, shown in the figure & comprised of
masses & springs.

32
 APPLICATION OF DIFFERENTIAL EQUATION

The masses rest on a frictionless table & are subjected to applied forces f 1(t) & f2(t)
respectively . When the displacements x1 & x2 are zero, the springs are neither
stretched nor compressed. Assume that x1>x2>0. Recall that

Newton’s second law: (mass) (x acceleration) = sum of x forces.

Hooke’s law: Fs= kx

(Fs- Spring force)

k- Spring stiffness or spring constant)

x- Displacement

The left spring is stretched by x1 so it exerts a force to the left on m1, equal to k1x1.

The middle spring is compressed by x1-x, so it exerts a force k12(x1-x2) to the left on m1
and to the right on m2.

The right spring is compressed by x2 and exerts a force k2x2 to the left on m2

By Newton’s second law for each of the two masses gives:

m1x1= -k1x1 – k12 (x1-x2) + f1 (t).

m2x2= -k2x2 + k12 (x1-x2) + f2 (t).

(Or) m1x1 + (k1 + k2) x1 – k12x2 = f1 (t)

m2x2 – k12x1 + ( k2 + k12) x2 = f2 (t)

BIBLIOGRAPHY

Prof. Adivi Sri Venkata Ravi Kanth. "Class Notes." Vellore(T.N.)

INDIA. 25 Mar. 2012. Lecture.

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 APPLICATION OF DIFFERENTIAL EQUATION

Anonymous. "Circuit Theory/Second-Order Solution." Wikipedia. 4

July 2011. Web.
<http://en.wikibooks.org/wiki/Category:Circuit_Theory>.

Dr. An Tran, and P. R. Heyliger. "Fundamentals of Linear

Vibrations." Colorado State University Fort Collins, Colorado. June
2003. Reading.

Paul A. Lagace. "Solutions for Single Spring-Mass Systems."

(2000): 1-20. Http://ocw.mit.edu. Web.
<http://ocw.mit.edu/courses/aeronautics-and-astronautics/16-20-
structural-mechanics-fall-2002/lecture-notes/unit20.pdf>.

"Applications of First-order Differential Equations to Real World

Systems." Lecture. Faculty.kfupm.edu. Web.
<faculty.kfupm.edu.sa/MATH/ahasan/coursecontents/chapter4.do
c>.

"Applications of Differential Equations."

Http://www.analyzemath.com. Web.
<http://www.analyzemath.com/calculus/Differential_Equations/ap
plications.html>.

Tai-Ran Hsu, Professor. "Application of First Order Differential

Equations in Mechanical Engineering Analysis." ME 130 Applied
Engineering Analysis. San Jose State University, San Jose,
California. 2 Apr. 2012. Reading.

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APPLICATION OF DIFFERENTIAL EQUATION

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APPLICATION OF DIFFERENTIAL EQUATION

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