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WESTERN MINDANAO STATE UNIVERSITY

COLLEGE OF ENGINEERING AND TECHNOLOGY
NORMAL ROAD, BALIWASAN, ZAMBOANGA CITY


MASTER OF SCIENCE IN STRUCTURAL ENGINEERING


REPORTER: EDITO M. BAUTISTA, JR.
TOPIC: DIFFERENTIAL EQUATIONS (Analytical & Numerical Calculation)

INSTRUCTOR: ENGR. AMERIGO JUMALON
SUBJECT: STE211 (ADVANCED ENGINEERING MATHEMATICS)

I. INTRODUCTION

Symbolic Calculation vs. Numerical Calculation

Numerical Calculation: involve numbers directly
manipulate numbers to produce a numerical result

Symbolic Calculation (also known as analytical calculation): symbols represent numbers
manipulate symbols according to mathematical rules to produce a symbolic result

Examples:
(Symbolic Calculation) (Numerical Calculation)

Analytical Solution vs. Numerical Solution

Analytic Solution (a.k.a. symbolic solution): The exact numerical or symbolic representation of the
solution
may use special characters such as , e, or tan (83)

Numerical Solution: The computational representation of the solution
entirely numerical

Examples:
(Analytic Solution) (Numerical Solution)
1/4, 1/3, , tan(83) 0.25, 0.3333, 3.14159, 0.88472,

II. ANALYTIC/SYMBOLIC CALCULATION
SAMPLE PROBLEM OF DIFFERENTIAL EQUATION:
A 200 gallon tank is full of pure water. Let pure water run into the tank at the rate of 2 gals/ min. and a
brine (or salt water) solution containing 0.5 lb/gal. of salt run in at the rate of 2 gals/min. The mixture
flows out of the tank through an outlet tube at the rate of 4 gals/min. Assuming perfect mixing, (1.) what
is the amount of salt in the tank after t minutes? (2.) What is the amount of salt in 0.2 minute?
Solution:

Let s be the amount of salt in the tank in pounds at time t. Then:

s/ 200 = concentration of salt (i.e. as a proportion of total gallons of pure water in tank initially)

Then: ds/ dt = net rate of change = (rate of gain in lbs/min - rate of loss in lbs/min)
ds/dt = [(2gal/min)(0.5lb./gal)] [(4gal./min)(s/200)]

We can further write:

ds/dt = 1 - 4s/ 200
ds/dt = 1 - s/50
ds/dt =

Writing the basic differential equation to solve:
ds/ (50 - s) = dt/50 recall the integral calculus formula :

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This requires integrating both sides:

Note: Definite integral is an integration of function between two points, thus, no need for any
unknown constant term (constant cancels out)
Note the integration is taken from 0 to s on the left side and from 0 to t on the right. This leads to:
ln(50 s)

= -

Yields to:
ln(50 s) - ln(50-0) = -

ln(50 s) - ln(50) = -

; logarithm rules & properties: ln(x / y) = ln(x) - ln(y)

solve for s:

ln(

) = -

50-s = 50

s = 50 - 50

s = 50(1-

) (amount of salt in t minutes) for Q.1.

Let's take a time t = 0.2 minute, what do we get?
s = 50 (1 e
0.2 /50
)= 50 (1 e
-0.2/50
) = 50 (1 0.990049) = 50(0.0099502) = 0.1996 lbs. for
Q.2.



========END OF ANALYTIC CALCULATION FOR DIFFERENTIAL EQUATION=======

III. NUMERICAL METHODS/ CALCULATION
Numerical methods for ordinary differential equations are methods used to
find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is
also known as "numerical integration", although this term is sometimes taken to mean the computation
of integrals.
Many differential equations cannot be solved using symbolic computation ("analysis"). For practical
purposes, however such as in engineering a numeric approximation to the solution is often sufficient.
The algorithms studied here can be used to compute such an approximation.


s-axis
t-axis
s = 50(1-

)

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NUMERICAL METHOD FOR SOLVING DIFFERENTIAL EQUATIONS:

1. RungeKutta Methods
These techniques were developed around 1900 by the German mathematicians C. Runge and M.
W. Kutta

2. Eulers Methods
The Euler method is named after Leonhard Euler, who treated it in his book Institutionum calculi
integralis (published 176870)

1. RungeKutta Methods (fourth order)
Let an initial value problem be specified as follows:
y = (x, y)
y(xo) = yo (initial value or boundary condition from a given problem)
h = Step size

1 = h (xi, yi)

2 = h (xi +

, yi

)

3 = h (xi +

, yi

)

4 = h (xi +, yi+k3)

y(xo + h) = yi +

From the given problem, solve for the amount of salt in 0.2 minute? or What is s=? (in lb.) at 0.2 minute?

Differential Equation: ds/ (50 - s) = dt/50

, given boundary condition: s0(0) = 0, if t0 = 0 (time), s0 = 0 (amount of salt in tank)

h=0.1 note: the smaller the step the smaller the error will be

Step 1: t1=0.1, s1=?

1 = h (to, so) = (0, 0) = 0.1 x (

2 = h (to +

, so

) = (0.05, 0.05) =0.1 x (

3 = h (to +

, so

) = (0.05, 0.04995) =0.1 x

4 = h (to +, so+k3) = (0.1, 0.0999) =0.1 x

s(to + h) = s0 +

s(0.1) = 0 +

( )
s1 = (Numerical Solution)


while the Exact Solution is equals to:
s = 50(1-

) = 50(1-

) = 0.09990 (Exact Solution)

Step 1: t2=0.2 minutes, s =?

t1=0.1 minute, s1 = 0.0999 lb. (from step1)

1 = h (t1, s1) = h (0.1, 0.0999) = 0.1 x (

2 = h (t1 +

, s1

) = h (0.15, 0.1489) =0.1 x (

4

3 = h (t1 +

, s1

) = h (0.15, 0.149751) =0.1 x

4 = h (t1 +, s1+k3) = h (0.2, 0.199601) =0.1 x

s(t1 +h) = s1 +

s(0.2) = 0.0999 +

( )
s2 = (Numerical Solution)


while the Exact Solution is equals to:
s = 50(1-

) = 50(1-

) = 0.199601 (Exact Solution)

2. Eulers Methods

y = (x, y)
y(xo) = yo (initial value or boundary condition from a given problem)
h = Step size

xn+1 = xn + h
yn+1 = yn + hf(xn, yn)

From the given problem, solve for amount of salt in 0.2 minute? or What is s=? (in lb.) at 0.2 minute?
Given
s0(0) = 0, if t0 = 0 (time), s0 = 0 (amount of salt in tank)

Lets change x to t & y to s

tn+1 = tn + h
sn+1 = sn + hf(tn, sn)

Differential Equation:

,

t0 = 0, s0=0
t1=0.1 minute, s1 =?

t1 = t0 + h
t1 = 0 + 0.1 = 0.1

s1 = s0+ hf(t0, s0)
s1 = 0+ 0.1 f(0, 0) = 0 + 0.1 x (

= 0.1

Summarizing the second point in our numerical solution:
If t1=0.1 minute, s1 =0.10 lb.


t1 = .1, s1=0.1
t2=0.2 minute, s2 =?

t2 = t1 + h
t2 = 0.1 + 0.1 = 0.2

s2 = s1+ hf(t1, s1)
s2 = 0.1+ 0.1 f(0.1, 0.1) = 0.1 + 0.1 x (

= 0.1998

Summarizing the second point in our numerical solution:
If t1=0.2 minute, s2 =0.1998 lb.

Difference = |0.199601-0.1998| = 0.000199 lb.

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