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Solving an optimization problem involving a differential equation?


Simplifying an expression involving a complex logarithmHow to I find $y(t)$ when the flow rate in is $=r$ and concentration of chemical $Y$ coming in is $=X$ grams per liter?How to solve a system of two differential equations describing the concentration in a leaky tank?Linear Systems of Differential Equations - Container Mixing ProblemDifferential equation for the amount of chemical in the pond at any timeA model for constant temperature of water in a containerHow to find concentration of a solution, differential equation problemFormation of differential equation under given conditionsDifferential Equation In Context of A Concentration PuzzleAre unit conversions unnecessary when constructing this differential equation?Create a differential equation and solve for an initial value













2












$begingroup$


I am trying to solve what I think is a single variable calculus optimization problem. The actual problem I’m trying to solve is rather hard to describe, but I think it’s isomorphic to this one.



Suppose there are two linked containers, container A and container B. Rain is falling on container A for the next hour, at the rate of $1$ liter per hour. (Rain is not falling on container B.) And water flows from container A to container B at a rate of $r(t) = fracq(t)1-t$, where $q(t)$ is the amount of water currently in container A. Now at any time in the next hour, you can dump out all the water currently in container A (after which rain will continue to fall on container A). But you can only do it once. So what is the best time to do it if you want to minimize the amount of water that ends up in container B at the end of the hour?



I think the basic situation is described by the differential equation $fracdqdt = 1 - r = 1 - fracq(t)1-t$ where $q(0)=0$, whose solution according to Wolfram Alpha is given by $q(t)=(t-1)ln(1-t)$. And if the water in container A is dumped at time $T$, then I think the amount of water in container B at the end of the hour is given by $P(T)= int_0^T r(t) dt + 1 - q(T) = T - 2q(T) +2$. And we want to find the time $T$ between $0$ and $1$ which minimizes $P(T)$.



Yet there must be an error somewhere, because if I plug in $q(t)=(t-1)ln(1-t)$ into the expression for $P(T)$, then for any value of $T$ between $0$ and $1$, it looks like $P(T)>1$. But that makes no sense, because if only $1$ liter of water falls on container A over the course of the hour, there’s no way that there will be more than a liter of water in container B at the end of the hour. So where am I going wrong?










share|cite|improve this question









$endgroup$











  • $begingroup$
    Is it true that $A$ has no rain at first?
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:10










  • $begingroup$
    @ParclyTaxel Yes, it’s initially empty.
    $endgroup$
    – Keshav Srinivasan
    Mar 15 at 3:10















2












$begingroup$


I am trying to solve what I think is a single variable calculus optimization problem. The actual problem I’m trying to solve is rather hard to describe, but I think it’s isomorphic to this one.



Suppose there are two linked containers, container A and container B. Rain is falling on container A for the next hour, at the rate of $1$ liter per hour. (Rain is not falling on container B.) And water flows from container A to container B at a rate of $r(t) = fracq(t)1-t$, where $q(t)$ is the amount of water currently in container A. Now at any time in the next hour, you can dump out all the water currently in container A (after which rain will continue to fall on container A). But you can only do it once. So what is the best time to do it if you want to minimize the amount of water that ends up in container B at the end of the hour?



I think the basic situation is described by the differential equation $fracdqdt = 1 - r = 1 - fracq(t)1-t$ where $q(0)=0$, whose solution according to Wolfram Alpha is given by $q(t)=(t-1)ln(1-t)$. And if the water in container A is dumped at time $T$, then I think the amount of water in container B at the end of the hour is given by $P(T)= int_0^T r(t) dt + 1 - q(T) = T - 2q(T) +2$. And we want to find the time $T$ between $0$ and $1$ which minimizes $P(T)$.



Yet there must be an error somewhere, because if I plug in $q(t)=(t-1)ln(1-t)$ into the expression for $P(T)$, then for any value of $T$ between $0$ and $1$, it looks like $P(T)>1$. But that makes no sense, because if only $1$ liter of water falls on container A over the course of the hour, there’s no way that there will be more than a liter of water in container B at the end of the hour. So where am I going wrong?










share|cite|improve this question









$endgroup$











  • $begingroup$
    Is it true that $A$ has no rain at first?
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:10










  • $begingroup$
    @ParclyTaxel Yes, it’s initially empty.
    $endgroup$
    – Keshav Srinivasan
    Mar 15 at 3:10













2












2








2





$begingroup$


I am trying to solve what I think is a single variable calculus optimization problem. The actual problem I’m trying to solve is rather hard to describe, but I think it’s isomorphic to this one.



Suppose there are two linked containers, container A and container B. Rain is falling on container A for the next hour, at the rate of $1$ liter per hour. (Rain is not falling on container B.) And water flows from container A to container B at a rate of $r(t) = fracq(t)1-t$, where $q(t)$ is the amount of water currently in container A. Now at any time in the next hour, you can dump out all the water currently in container A (after which rain will continue to fall on container A). But you can only do it once. So what is the best time to do it if you want to minimize the amount of water that ends up in container B at the end of the hour?



I think the basic situation is described by the differential equation $fracdqdt = 1 - r = 1 - fracq(t)1-t$ where $q(0)=0$, whose solution according to Wolfram Alpha is given by $q(t)=(t-1)ln(1-t)$. And if the water in container A is dumped at time $T$, then I think the amount of water in container B at the end of the hour is given by $P(T)= int_0^T r(t) dt + 1 - q(T) = T - 2q(T) +2$. And we want to find the time $T$ between $0$ and $1$ which minimizes $P(T)$.



Yet there must be an error somewhere, because if I plug in $q(t)=(t-1)ln(1-t)$ into the expression for $P(T)$, then for any value of $T$ between $0$ and $1$, it looks like $P(T)>1$. But that makes no sense, because if only $1$ liter of water falls on container A over the course of the hour, there’s no way that there will be more than a liter of water in container B at the end of the hour. So where am I going wrong?










share|cite|improve this question









$endgroup$




I am trying to solve what I think is a single variable calculus optimization problem. The actual problem I’m trying to solve is rather hard to describe, but I think it’s isomorphic to this one.



Suppose there are two linked containers, container A and container B. Rain is falling on container A for the next hour, at the rate of $1$ liter per hour. (Rain is not falling on container B.) And water flows from container A to container B at a rate of $r(t) = fracq(t)1-t$, where $q(t)$ is the amount of water currently in container A. Now at any time in the next hour, you can dump out all the water currently in container A (after which rain will continue to fall on container A). But you can only do it once. So what is the best time to do it if you want to minimize the amount of water that ends up in container B at the end of the hour?



I think the basic situation is described by the differential equation $fracdqdt = 1 - r = 1 - fracq(t)1-t$ where $q(0)=0$, whose solution according to Wolfram Alpha is given by $q(t)=(t-1)ln(1-t)$. And if the water in container A is dumped at time $T$, then I think the amount of water in container B at the end of the hour is given by $P(T)= int_0^T r(t) dt + 1 - q(T) = T - 2q(T) +2$. And we want to find the time $T$ between $0$ and $1$ which minimizes $P(T)$.



Yet there must be an error somewhere, because if I plug in $q(t)=(t-1)ln(1-t)$ into the expression for $P(T)$, then for any value of $T$ between $0$ and $1$, it looks like $P(T)>1$. But that makes no sense, because if only $1$ liter of water falls on container A over the course of the hour, there’s no way that there will be more than a liter of water in container B at the end of the hour. So where am I going wrong?







calculus integration ordinary-differential-equations optimization






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Mar 15 at 3:05









Keshav SrinivasanKeshav Srinivasan

2,37221445




2,37221445











  • $begingroup$
    Is it true that $A$ has no rain at first?
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:10










  • $begingroup$
    @ParclyTaxel Yes, it’s initially empty.
    $endgroup$
    – Keshav Srinivasan
    Mar 15 at 3:10
















  • $begingroup$
    Is it true that $A$ has no rain at first?
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:10










  • $begingroup$
    @ParclyTaxel Yes, it’s initially empty.
    $endgroup$
    – Keshav Srinivasan
    Mar 15 at 3:10















$begingroup$
Is it true that $A$ has no rain at first?
$endgroup$
– Parcly Taxel
Mar 15 at 3:10




$begingroup$
Is it true that $A$ has no rain at first?
$endgroup$
– Parcly Taxel
Mar 15 at 3:10












$begingroup$
@ParclyTaxel Yes, it’s initially empty.
$endgroup$
– Keshav Srinivasan
Mar 15 at 3:10




$begingroup$
@ParclyTaxel Yes, it’s initially empty.
$endgroup$
– Keshav Srinivasan
Mar 15 at 3:10










1 Answer
1






active

oldest

votes


















2












$begingroup$

The amount of water in $B$ after time $t$ without any dumps of $A$ is given by another differential equation:
$$fracdBdt=frac A1-t=-ln(1-t)$$
which can be easily solved to yield
$$B=t+(1-t)ln(1-t)$$
Since we dump $A$ once, we are looking for some optimal $t$ such that the following expression is at a minimum:
$$B(t)+B(1-t)=t+(1-t)ln(1-t)+(1-t)+tln t=1+(1-t)ln(1-t)+tln t$$
Its derivative is
$$(1-t)cdotfrac-11-t+(-1)ln(1-t)+tcdotfrac1t+ln t=ln t-ln(1-t)=lnfrac t1-t$$
and this is zero when
$$frac t1-t=1implies t=1-timplies t=frac12$$
So $A$ should be dumped at the halfway mark.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    @KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:37











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1 Answer
1






active

oldest

votes








1 Answer
1






active

oldest

votes









active

oldest

votes






active

oldest

votes









2












$begingroup$

The amount of water in $B$ after time $t$ without any dumps of $A$ is given by another differential equation:
$$fracdBdt=frac A1-t=-ln(1-t)$$
which can be easily solved to yield
$$B=t+(1-t)ln(1-t)$$
Since we dump $A$ once, we are looking for some optimal $t$ such that the following expression is at a minimum:
$$B(t)+B(1-t)=t+(1-t)ln(1-t)+(1-t)+tln t=1+(1-t)ln(1-t)+tln t$$
Its derivative is
$$(1-t)cdotfrac-11-t+(-1)ln(1-t)+tcdotfrac1t+ln t=ln t-ln(1-t)=lnfrac t1-t$$
and this is zero when
$$frac t1-t=1implies t=1-timplies t=frac12$$
So $A$ should be dumped at the halfway mark.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    @KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:37
















2












$begingroup$

The amount of water in $B$ after time $t$ without any dumps of $A$ is given by another differential equation:
$$fracdBdt=frac A1-t=-ln(1-t)$$
which can be easily solved to yield
$$B=t+(1-t)ln(1-t)$$
Since we dump $A$ once, we are looking for some optimal $t$ such that the following expression is at a minimum:
$$B(t)+B(1-t)=t+(1-t)ln(1-t)+(1-t)+tln t=1+(1-t)ln(1-t)+tln t$$
Its derivative is
$$(1-t)cdotfrac-11-t+(-1)ln(1-t)+tcdotfrac1t+ln t=ln t-ln(1-t)=lnfrac t1-t$$
and this is zero when
$$frac t1-t=1implies t=1-timplies t=frac12$$
So $A$ should be dumped at the halfway mark.






share|cite|improve this answer









$endgroup$












  • $begingroup$
    @KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:37














2












2








2





$begingroup$

The amount of water in $B$ after time $t$ without any dumps of $A$ is given by another differential equation:
$$fracdBdt=frac A1-t=-ln(1-t)$$
which can be easily solved to yield
$$B=t+(1-t)ln(1-t)$$
Since we dump $A$ once, we are looking for some optimal $t$ such that the following expression is at a minimum:
$$B(t)+B(1-t)=t+(1-t)ln(1-t)+(1-t)+tln t=1+(1-t)ln(1-t)+tln t$$
Its derivative is
$$(1-t)cdotfrac-11-t+(-1)ln(1-t)+tcdotfrac1t+ln t=ln t-ln(1-t)=lnfrac t1-t$$
and this is zero when
$$frac t1-t=1implies t=1-timplies t=frac12$$
So $A$ should be dumped at the halfway mark.






share|cite|improve this answer









$endgroup$



The amount of water in $B$ after time $t$ without any dumps of $A$ is given by another differential equation:
$$fracdBdt=frac A1-t=-ln(1-t)$$
which can be easily solved to yield
$$B=t+(1-t)ln(1-t)$$
Since we dump $A$ once, we are looking for some optimal $t$ such that the following expression is at a minimum:
$$B(t)+B(1-t)=t+(1-t)ln(1-t)+(1-t)+tln t=1+(1-t)ln(1-t)+tln t$$
Its derivative is
$$(1-t)cdotfrac-11-t+(-1)ln(1-t)+tcdotfrac1t+ln t=ln t-ln(1-t)=lnfrac t1-t$$
and this is zero when
$$frac t1-t=1implies t=1-timplies t=frac12$$
So $A$ should be dumped at the halfway mark.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Mar 15 at 3:28









Parcly TaxelParcly Taxel

44.7k1376109




44.7k1376109











  • $begingroup$
    @KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:37

















  • $begingroup$
    @KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
    $endgroup$
    – Parcly Taxel
    Mar 15 at 3:37
















$begingroup$
@KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
$endgroup$
– Parcly Taxel
Mar 15 at 3:37





$begingroup$
@KeshavSrinivasan We can treat this as two separate processes. We let the rain move for a time $t$, so $B$ accumulates $B(t)$ rain, then we dump $A$. This restarts the process from zero and from there $B$ accumulates $B(1-t)$ rain. Thus the total amount of rain in $B$ after one hour is $B(t)+B(1-t)$, where we choose $t$.
$endgroup$
– Parcly Taxel
Mar 15 at 3:37


















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