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A Level · Cambridge (CIE) · 9709

Interpret a saturating model and check it against further data

Calibrate a separable saturation model, retain both equilibria, interpret its limiting value and use an additional observation to judge the fit.

Pure Mathematics 3 · Differential equations · 3.8
Exam scope and assessment notes

Pure Mathematics 3 (Paper 3, A Level) · Mathematics 9709, 2026–2027, section 3.8. Paper 1 calculus and Paper 3 Integration are assumed. This pathway uses first-order separable equations, including Paper 3 integration methods, with all context assumptions supplied. Second-order equations and integrating-factor methods are beyond this mapped requirement. Check factors before dividing, retain equilibrium solutions, and state the interval and physical meaning of an initial-value solution. Written practice is self-checked; human subject-teacher review remains pending.

Before you begin

  • Use partial fractions for y(1 − y) and apply initial conditions.
  • Read exponential limits and compare a model prediction with observed data.

Work on paper. Try each question before revealing help, and explain why your method works.

Quick readiness check

Which constant amounts solve P′ = rP(1 − P/L), r > 0, L > 0?

What you will learn

  • Solve and calibrate a supplied first-order saturation law.
  • Interpret growth or decline towards equilibrium and compare a prediction with a further observation.
Growth slows near the limitP = 200 / (1 + 9 × 3^(−t/5))50100150200Pt (h)0510152025P = 100 at t = 10 hDashed: conditional limit P = 200
The curve is the supplied model P = 200/(1 + 9·3^(−t/5)) for elapsed hours t. It satisfies P′ = (ln 3/5)P(1 − P/200), with marked values 20, 50, 100, 150 and 180 at t = 0, 5, 10, 15 and 20. The rate is greatest at P = 100, reached at t = 10 h, and then slows. The dashed red line is the conditional limit P = 200, approached from below without being reached at finite time. Calibration to the first two observations does not by itself validate later predictions or prove the law remains appropriate.

Separate the supplied saturation law

For P′ = rP(1 − P/L), with r > 0 and L > 0, first check P = 0 and P = L as constant equilibria. Non-equilibrium branches separate using 1/[P(1 − P/L)] = 1/P + 1/(L − P). Integration gives ln|P/(L − P)| = rt + C and P = L/(1 + Ae^(−rt)), where A = L/P₀ − 1 for a non-zero starting amount. Retain a non-vanishing denominator on the chosen interval. The quantities and assumptions are supplied; no specialist context is needed.

For L = 200, P(0) = 20 and P(5) = 50, A = 9. The later observation gives 50 = 200/(1 + 9e^(−5r)), so e^(−5r) = 1/3 and r = ln 3/5 per hour. Hence P = 200/(1 + 9·3^(−t/5)). It predicts P(10) = 100 and P(15) = 150, with limit 200 from below. The limiting value is conditional on the supplied law, rather than a guarantee established by the two observations.

Interpret direction and test predictions

When 0 < P < L the rate is positive; when P > L it is negative. A solution starting above L can approach it from above rather than making the formula automatically invalid. Within 0 < P < L, the rate rP(1 − P/L) is a quadratic in P with maximum rL/4 at P = L/2. The rate then slows as P approaches L. For the plotted model the maximum rate occurs at P = 100, which is reached at t = 10 h.

A fitted model should be checked against further data that were not used to find its constants. With supplied L = 80, P(0) = 10 and P(2) = 20, the fitted rate constant is r = (1/2)ln(7/3) and the prediction at t = 4 is 35. If the observed value then is 42, the model underpredicts by 7. That discrepancy is evidence to review the rate-law assumptions or data quality; fitting the first two observations does not prove universal accuracy.

Pause and explain

A model fits its two calibration observations. A third observation differs from its prediction. What is justified?

Put the idea to work

Worked example

A supplied saturation law is P′ = rP(1 − P/200), with P(0) = 20 and P(5) = 50. Find its solution, P(10), P(15) and limit.

Show the worked solution
  1. Separation gives P = 200/(1 + Ae^(−rt)); the starting value gives A = 9.
  2. The five-hour value gives e^(−5r) = 1/3, so r = ln 3/5.
  3. Thus P = 200/(1 + 9·3^(−t/5)), giving 100 at 10 h, 150 at 15 h and limit 200 from below.

Answer P = 200/(1 + 9·3^(−t/5)); P(10) = 100; P(15) = 150; limit 200 from below.

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From guided practice to a new situation

Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.

1 · Guided

Solve y′ = y(1 − y), y(0) = 1/4. Find the first non-negative input where y = 1/2 and name the other constant solutions.

Give me a hint

The initial ratio y/(1 − y) is 1/3.

Compare my reasoning
  1. Partial fractions and the initial condition give y = e^x/(3 + e^x).
  2. Setting y = 1/2 gives e^x = 3, so x = ln 3.
  3. The original equation also has equilibria y = 0 and y = 1; this initial-value solution lies strictly between them.

y = e^x/(3 + e^x); reaches 1/2 at x = ln 3; equilibria 0 and 1.

Look for these in your work

  • Solve the threshold on the branch selected by the initial value.
  • Retain both equilibrium solutions of the original equation.
2 · Independent

A supplied model is P′ = 0.2P(1 − P/100), P(0) = 150, with t in hours. Find P(t), P(5ln 2), the initial rate and its forward limiting behaviour.

Give me a hint

The initial amount is above the limiting value, making the denominator constant A negative.

Compare my reasoning
  1. A = 100/150 − 1 = −1/3, so P = 100/[1 − (1/3)e^(−t/5)], defined for all t ≥ 0.
  2. At t = 5ln 2 the exponential is 1/2, giving P = 120; the initial rate is 0.2·150·(−1/2) = −15 per hour.
  3. The solution decreases towards 100 from above without crossing it; its forward denominator stays positive.

P = 100/[1 − (1/3)e^(−t/5)]; P(5ln 2) = 120; initial rate −15 h⁻¹ in amount units; limit 100 from above.

Look for these in your work

  • Keep the signed constant and check the forward denominator.
  • Interpret decline rather than assuming every saturation model must start below its limit.
3 · Transfer

A supplied law is P′ = rP(1 − P/80), with P(0) = 10 and P(2) = 20. Find r and predict P(4). A further observation is 42 at t = 4. State the discrepancy and what this check establishes.

Give me a hint

Use the first two observations to fit the model, then reserve the third for comparison.

Compare my reasoning
  1. The starting value gives A = 7. At t = 2, 1 + 7e^(−2r) = 4, so r = (1/2)ln(7/3).
  2. At t = 4, e^(−4r) = (3/7)², giving P(4) = 80/(1 + 9/7) = 35.
  3. The observed 42 exceeds the prediction by 7; the model underpredicts and its assumptions or the measurements need review.

r = (1/2)ln(7/3); prediction P(4) = 35; underprediction by 7 against the further observation.

Look for these in your work

  • Calibrate only with the two stated fitting observations.
  • Compare the independent observation and avoid claiming that a fitted law is guaranteed accurate.

Common mistakes

  • Dividing by P(L − P) loses two equilibrium solutions.
  • A limiting value does not mean the solution reaches it at a finite time.
  • Calibration data cannot also serve as an independent check of the model.
Recall without your notes

What can you explain now?

For r > 0 and L > 0, what is the sign of rP(1 − P/L) when P > L?

Compare with the explanation

Negative.

The positive P factor multiplies a negative saturation factor, predicting decline towards the limit.

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Make it stick

Separate a supplied saturation law, retain its equilibria and interpret direction, maximum rate and limit. Use a further observation to test a calibrated prediction.

If you needed the solution, close it and solve the problem again from a blank page. A correct answer is stronger when you can explain the reason for each step.

Keep learning Mathematics

Course scope and assessment

312 sequenced lessons provide 936 guided, independent and application problems covering the 160 objectives in sections 1.1–1.8, 2.1–2.6, 3.1–3.9, 4.1–4.5, 5.1–5.5 and 6.1–6.5. The map lists all 38 sections across six alternative components; all eight Pure Mathematics 1 sections and all six Pure Mathematics 2 sections, from Paper 2 Algebra through Numerical solution of equations, currently have full teaching sequences. Paper 3 Algebra, section 3.1, links the six shared foundation lessons plus six lessons on partial fractions and rational binomial expansions; Paper 3 logarithms, trigonometry and numerical equations use the shared lessons, with the Paper 1 graph foundation linked into trigonometry. Paper 3 differentiation combines the shared methods with its inverse-tangent derivative lesson. Paper 3 Integration links four shared standard and identity lessons plus seven advanced lessons, covering all six section 3.5 requirements. Eight Vectors lessons cover all six section 3.7 requirements, with 2D and 3D line and solid applications. Nine Differential equations lessons cover all four section 3.8 requirements, including Paper 3 integration techniques, initial conditions, equilibrium solutions and conditional model interpretations. Eleven Complex numbers lessons cover all eight section 3.9 requirements, with seven Argand diagrams and explicit argument and boundary checks. All nine Pure Mathematics 3 sections now have teaching linked to every mapped requirement. Nine Forces and equilibrium lessons cover all seven section 4.1 requirements, with six force diagrams, signed incline-friction intervals, reaction-dependent pull and push limits and separate-body third-law checks. Nine Kinematics lessons cover the four official section 4.2 requirements, with the graph requirement mapped to three relationships. Six motion diagrams support directed quantities, graph slopes and signed areas, Paper 1 time-calculus methods, reversal distances, constant-acceleration stages and shared-clock particle meetings. Six Momentum lessons cover both section 4.3 requirements, including signed system totals, conservation assumptions, outgoing velocities, coalescence, unknown masses and successive impacts. Four diagrams show system momentum through the stipulated events, and supplied kinetic-energy checks distinguish conservation of momentum from changes in kinetic energy. Twelve Newton’s laws lessons cover all four section 4.4 requirements, with vertical support and release stages, rough horizontal and incline motion, inferred parameters, hanging and surface pulley systems, rigid tow-bar thrust and slack-string transitions. Seven force diagrams support the separate-particle balances. Nine Energy, work and power lessons cover all five section 4.5 requirements, with angle-dependent work, kinetic and reference potential energy, signed net-work balances, smooth curved slides, rough and driven slopes, ideal connected-system energy and instantaneous power on hills. Five diagrams distinguish the energy inputs, losses and valid positive-speed force model. All five Mechanics sections now have teaching and staged practice linked to their mapped requirements. Thirteen Representation of data lessons cover all five section 5.1 requirements, including choice and limitations of displays, ordered and back-to-back stems, raw summaries and box plots, unequal-width density histograms, cumulative-frequency interpolation, descriptive moment calculations, grouped estimates, coding, combining two datasets and correcting totals. Six accessible diagrams retain repeated observations and distinguish numerical spread, frequency area and estimated readings. Ten Permutations and combinations lessons cover both official section 5.2 requirements, with selection and ordered roles, repeated objects, adjacency blocks, non-adjacency gaps, leading-zero cases, labelled multi-row seating and mixed restrictions. Six accessible diagrams show outcome trees, ordered versus unordered choices, repeated copies, blocks, gaps and distinct row seats. Eleven Probability lessons cover all four section 5.3 requirements, with equiprobable elementary outcomes, selection-based probabilities, complements and disjoint regions, independence tests, restricted sample spaces, two-way tables, replacement and removal trees, reversed conditions and unknown parameters. Seven accessible diagrams show dice outcomes, random subsets, event regions, a conditioned grid, a count table and two probability trees. Twelve Discrete random variables lessons cover all three official section 5.4 requirements, with complete probability tables, moment and parameter checks, binomial assumptions, exact probabilities and moments, geometric first-success probabilities, tails, expectation and integer reliability thresholds. Six accessible diagrams distinguish outcome grouping, weighted moments, fixed trials, discrete probability bars, waiting conventions and integer tail deadlines. Twelve Normal distribution lessons cover all three official section 5.5 requirements, with continuous-area interpretation, MF19 cumulative tables, full standardisation, tail and interval regions, conditional probabilities, percentiles, one- and two-parameter inference, binomial suitability, continuity corrections and approximate integer thresholds. Seven accessible diagrams show model areas, table reading, aligned scales, intervals, quantiles, matched binomial and normal shapes and whole integer cells. All five Statistics 1 sections now have teaching and staged practice linked to their mapped requirements. Fourteen Poisson distribution lessons cover all five official section 6.1 requirements, with homogeneous event-count assumptions, exposure scaling, exact masses and tails, conditional count events, moments, parameter inference, probability duration targets, disjoint and overlapping windows, rare-count binomial approximations, matched normal approximations and continuity corrections. Nine accessible diagrams show event exposures, unit conversions, discrete bars, complete tail complements, population moments, shared windows, approximate count models and integer cells. Exact checks distinguish approximate and exact close-target decisions. Fourteen Linear combinations lessons cover the six listed results in official section 6.2, with affine moments, signed scales and constant cases, expectation without independence, independent squared variance contributions, fixed and random fees, independent copies versus reused values, affine normal events, independent normal sums and differences, weighted and conditional areas, coefficient inference, exact independent Poisson sums and overlapping exposure limits. Nine accessible diagrams distinguish scale changes, variance contributions, component costs, copy mechanisms, aligned normal scales, summed areas, Poisson count pairs and unsupported distribution claims. Fourteen Continuous random variables lessons cover both official section 6.3 requirements, with density validity and units, support-aware intervals, complements and conditional regions, first and second moments, percentiles by direct density areas, symmetry checks, parameter inference, infinite-support power and exponential integrals, divergent-moment limits and combined applications. Nine accessible diagrams distinguish density height from probability, normalisation, negative-density failures, central and conditional areas, mean versus median, percentile locations and partial infinite tails. Explicit cumulative distribution function knowledge is not required. Eighteen Sampling and estimation lessons cover all eight official section 6.4 requirements, with population and frame definitions, random-number selection, sampling-quality limits, independent sample-mean moments, normal means, CLT conditions, SE scaling, raw, summarised and coded unbiased estimates, known-variance and large-sample mean intervals, repeated-sampling interpretation, precision planning, proportion intervals, sparse-outcome limits and contextual applications. Ten accessible diagrams distinguish selection frames, number rejection, repeated sample means, population versus mean density, CLT models, variance divisors, interval targets, illustrative coverage, integer size checks and proportion margins. Eighteen Hypothesis tests lessons cover all five official section 6.5 requirements, with pre-specified alternatives, inclusive count tails, explicit equal-tail conventions, integer critical regions and actual significance, exposure-aware Poisson tests, continuity-corrected count approximations, normal and large-sample mean tests, confidence-interval connections, error classifications, fixed-region binomial, Poisson and normal error probabilities and sample-size power comparisons. Nine accessible diagrams show the testing procedure, exact count regions, unequal Poisson tails, discrete significance jumps, corrected count boundaries, matching mean intervals and alternative error distributions. All shared lessons are counted once in the course total. All 38 sections now link teaching and practice. Eight earlier overview lessons remain available, but do not count as full section coverage. This is a content-availability measure, not full programme completion or exam readiness. Written practice is self-checked, not officially marked. Check the 2028–2030 syllabus separately if sitting an examination from 2028; this teaching map uses 2026–2027 requirements.

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