University

of Zakho

Engineering Analysis
Higher Order Differential Equations

Mr- Alaa L. Ibrahim

Mathematics Science Dept.
University of Zakho

[email protected]
2. Equation whose one solution is known
Consider the second order linear differential equation
𝑑2 𝑦 𝑑𝑦
+𝑃 + 𝑄𝑦 = 𝑅
𝑑𝑥 2 𝑑𝑥
Where 𝑃, 𝑄 𝑎𝑛𝑑 𝑅 are functions of 𝑥 only. If 𝑦 = 𝑢(𝑥) is a known solution of this equation,
then put 𝑦 = 𝑢𝑣 in it. It reduces the differential equation to one of first order in 𝑑𝑣/𝑑𝑥
which can be completely solved.
𝑑2 𝑦 𝑑𝑦
Note: for the equation +𝑃 + 𝑄𝑦 = 𝑅, 𝑢(𝑥) can be found by inspection as follows
𝑑𝑥 2 𝑑𝑥
1. If 1 + 𝑃 + 𝑄 = 0, then 𝑢(𝑥) = 𝑒 𝑥 is a solution

2. If 1 − 𝑃 + 𝑄 = 0, then 𝑢(𝑥) = 𝑒 −𝑥 is a solution

3. If 𝑃 + 𝑄𝑥 = 0, then 𝑢(𝑥) = 𝑥 is a solution

4. If 𝑚2 + 𝑚𝑃 + 𝑄 = 0 then then 𝑢(𝑥) = 𝑒 𝑚𝑥 is a solution

.2020.4.27 Alaa Luqman 2

 Example: solve the following differential equations:
𝒅𝟐 𝒚 𝒅𝒚
1) 𝒙 𝟐 − (𝟐𝒙 − 𝟏) + (𝒙 − 𝟏)𝒚 = 𝟎
𝒅𝒙 𝒅𝒙

𝑑2 𝑦 1 𝑑𝑦 1
Solution: − (2 − ) + (1 − )𝑦 = 0 ………..(1)
𝑑𝑥 2 𝑥 𝑑𝑥 𝑥
1 11
𝑃 𝑥 =− 2− , 𝑄 𝑥 = (1 − ) 𝑅 𝑥 =0
𝑥 𝑥𝑥
1 1
1+𝑃+𝑄 =1−2+ +1− =0
𝑥 𝑥
∴ 𝑢(𝑥) = 𝑒 𝑥 is a solution of eq(1).

𝑦 = 𝑢𝑣 = 𝑒 𝑥 𝑣
𝑑𝑦
= 𝑒 𝑥 𝑣 + 𝑒 𝑥 𝑑𝑣
Now, 𝑑𝑥 𝑑𝑥 ………..(2)
𝑑2 𝑦 𝑑𝑣 2
𝑑 𝑣
𝑑𝑥 2
= 𝑒𝑥𝑣 + 2𝑒 𝑥 𝑑𝑥 + 𝑒 𝑥 𝑑𝑥 2

.2020.4.27 Alaa Luqman 3

 substituting eq(2) in eq(1), we get

𝑑𝑣 𝑑2𝑣 1 𝑑𝑣 1
𝑒 𝑥𝑣 + 2𝑒 𝑥 + 𝑒 𝑥 − (2 − ) 𝑒 𝑥 𝑣 + 𝑒 𝑥 + (1 − ) 𝑒 𝑥 𝑣 = 0
𝑑𝑥 𝑑𝑥 2 𝑥 𝑑𝑥 𝑥

𝑑𝑣 𝑑2𝑣 𝑑𝑣 𝑒𝑥 𝑒 𝑥 𝑑𝑣 𝑒𝑥
𝑒𝑥𝑣 + 2𝑒 𝑥 + 𝑒 𝑥 − 2𝑒 𝑥 𝑣 − 2𝑒 𝑥 + 𝑣+ + 𝑒 𝑥𝑣 − 𝑣=0
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑥 𝑥 𝑑𝑥 𝑥
2 𝑒 𝑥 𝑑𝑣 𝑑2𝑣
𝑥𝑑 𝑣 1 𝑑𝑣
𝑒 + =0 ⇒ + = 0 ………(3)
𝑑𝑥 2 𝑥 𝑑𝑥 𝑑𝑥 2 𝑥 𝑑𝑥

𝑑𝑣 𝑑2𝑣 𝑑𝑞 𝑑𝑞 1 1 1
Let = 𝑞 𝑎𝑛𝑑 = . So, eq(3) become, + 𝑞 = 0 ⇒ 𝑑𝑞 = − 𝑑𝑥
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑥 𝑞 𝑥

1 𝑑𝑞 1
Integrating, we get =− 𝑑𝑥 ⇒ ln 𝑞 = − ln 𝑥 + ln(𝑎)
𝑞 𝑑𝑥 𝑥

𝑎 𝑑𝑣 𝑎
ln 𝑞 = ln ⇒ 𝑞 = 𝑎/𝑥 ⇒ =
𝑥 𝑑𝑥 𝑥

Integrating, we get 𝑣 = 𝑎𝑙𝑛 𝑥 ⇒ 𝑦 = 𝑒 𝑥 𝑣 = 𝑎𝑒 𝑥 ln(𝑥)

.2020.4.27 Alaa Luqman 4

 𝟑
2) 𝒙𝒚′′ − 𝟑𝒚′ + 𝒚 = 𝒙(𝟐𝒙 − 𝟏)
𝒙

3 3
Solution: 𝑦 ′′ − 𝑦 ′ + 𝑦 = 2𝑥 − 1 … . . (1)
𝑥 𝑥2

−3 3 −3 3 −3 3
𝑃 𝑥 =
𝑥
𝑄 𝑥 =
𝑥2
⇒ 𝑃 + 𝑥𝑄 =
2
+𝑥
𝑥2
=
𝑥
+
𝑥
=0

𝑦 = 𝑢𝑣 = 𝑥𝑣
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
∴ 𝑢(𝑥) = 𝑥 is a solution of eq(1). Now, 𝑑𝑥 𝑑𝑥 ………..(2)
𝑑2 𝑦 𝑑𝑣 𝑑2𝑣
=2 +𝑥 2
𝑑𝑥 2 𝑑𝑥 𝑑𝑥

𝑑2 𝑣 𝑑𝑣 3 𝑑𝑣 3
substituting eq(2) in eq(1), we get 𝑥 2 +2 − 𝑥 +𝑣 + 𝑥𝑣 = 2𝑥 − 1
𝑑𝑥 𝑑𝑥 𝑥 𝑑𝑥 𝑥2

𝑑2𝑣 𝑑𝑣 𝑑𝑣 3 3 𝑑2𝑣 𝑑𝑣
𝑥 2 + 2 − 3 − 𝑣 + 𝑣 = 2𝑥 − 1 ⇒ 𝑥 2 − = 2𝑥 − 1 ………(3)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑥 𝑥 𝑑𝑥 𝑑𝑥

.2020.4.27 Alaa Luqman 5

 𝑑𝑣 𝑑𝑞 𝑑2𝑣 𝑑𝑞 𝑑𝑞 1 2𝑥−1
Let 𝑞 = = put in(3) 𝑥 − 𝑞 = 2𝑥 − 1 ⇒ − 𝑞=
𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑥 𝑥

1 2𝑥−1
𝑝 𝑥 = ,𝑄 𝑥 =
𝑥 𝑥
−1
𝑝 𝑥 𝑑𝑥 𝑑𝑥
𝐼 𝑥 =𝑒 =𝑒 𝑥 = 𝑒 −ln(𝑥) = 𝑥 −1
1 2𝑥−1 1 2𝑥−1 2 1
𝑞= ∗ 𝑑𝑥 = 𝑥 𝑑𝑥 =𝑥 − 𝑥 −2 𝑑𝑥 = 𝑥 2 ln 𝑥 + + 𝑐 = 2𝑥𝑙𝑛 𝑥 + 1 + 𝑐𝑥
𝑥 −1 𝑥 𝑥 𝑥2 𝑥 𝑥

𝑑𝑣
∴ = 2𝑥𝑙𝑛 𝑥 + 1 + 𝑐𝑥
𝑑𝑥

2 𝑥2 𝑥2
𝑣= 2 𝑥𝑙𝑛 𝑥 + 1 + 𝑐𝑥 𝑑𝑥 = 𝑥 ln 𝑥 − +𝑥+ 𝑐 +𝑏
2 2

The general solution is 𝑦 = 𝑢𝑣

𝑥2 𝑥2
∴𝑦=𝑥 𝑥 2 ln 𝑥 − +𝑥+ 𝑐 +𝑏
2 2

.2020.4.27 Alaa Luqman 6

 𝒅𝟐 𝒚 𝒅𝒚
3) 𝒙 𝟐+ 𝟐𝒙 + 𝟏 + 𝒙 + 𝟏 𝒚 = (𝒙𝟐 + 𝒙 − 𝟏)𝒆−𝒙
𝒅𝒙 𝒅𝒙

𝑑2𝑦 1 𝑑𝑦 1 1
solution: + 2+ + 1+ 𝑦 = 𝑥+1− 𝑒 −𝑥
𝑑𝑥 2 𝑥 𝑑𝑥 𝑥 𝑥

1 1 1 1
𝑃 =2+ 𝑄 =1+ ⇒ 1−𝑃+𝑄 =1− 2+ +1+ =0
𝑥 𝑥 𝑥 𝑥
∴ 𝑢(𝑥) = 𝑒 −𝑥 is a solution of eq(1).
𝑦 = 𝑢𝑣 = 𝑒 −𝑥 𝑣
𝑑𝑦 𝑑𝑣
Now , = −𝑒 −𝑥 𝑣 + 𝑒 −𝑥 ………..(2)
𝑑𝑥 𝑑𝑥
2
𝑑 𝑦 𝑑2 𝑣
= 𝑒 −𝑥 𝑣 − 2𝑒 −𝑥 𝑑𝑣 + 𝑒 −𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2
substituting eq(2) in eq(1), we get
𝑑𝑣 𝑑2𝑣 1 𝑑𝑣 1 1
𝑒 −𝑥 𝑣 − 2𝑒 −𝑥 + 𝑒 −𝑥 + 2+ −𝑒 −𝑥 𝑣 + 𝑒 −𝑥 + 1+ 𝑒 −𝑥 𝑣 = 𝑥 + 1 − 𝑒 −𝑥
𝑑𝑥 𝑑𝑥 2 𝑥 𝑑𝑥 𝑥 𝑥

.2020.4.27 Alaa Luqman 7

 𝑑𝑣 𝑑2𝑣 𝑑𝑣 1 1 𝑑𝑣 1 1
𝑒 −𝑥 𝑣 − 2𝑒 −𝑥 + 𝑒 −𝑥 − 2𝑒 −𝑥 𝑣 + 2𝑒 −𝑥 − 𝑒 −𝑥 𝑣 + 𝑒 −𝑥 + 𝑒 −𝑥 𝑣 + 𝑒 −𝑥 𝑣 = 𝑥 + 1 − 𝑒 −𝑥
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑥 𝑥 𝑑𝑥 𝑥 𝑥

2 𝑑2𝑣
−𝑥 𝑑 𝑣 1 −𝑥 𝑑𝑣 1 −𝑥 1 𝑑𝑣 1
𝑒 + 𝑒 = 𝑥+1− 𝑒 ⇒ + = 𝑥+1−
𝑑𝑥 2 𝑥 𝑑𝑥 𝑥 𝑑𝑥 2 𝑥 𝑑𝑥 𝑥

𝑑𝑣 𝑑𝑞 𝑑2𝑣 𝑑𝑞 1 1
Let 𝑞 = = . So, eq(3) become + 𝑞 = 𝑥+1−
𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑥 𝑥
1
1 1 𝑝 𝑥 𝑑𝑥 𝑑𝑥
𝑝 𝑥 = ,𝑄 𝑥 = 𝑥 + 1 − ⇒ 𝐼 𝑥 =𝑒 =𝑒 𝑥 = 𝑒 ln(𝑥) = 𝑥
𝑥 𝑥

1 1 1 1 2 1 𝑥3 𝑥2
𝑞= [ 𝐼 𝑥 𝑄 𝑥 𝑑𝑥] = 𝑥 𝑥+1− 𝑑𝑥 = 𝑥 + 𝑥 − 1 𝑑𝑥 = + −𝑥+𝑐
𝐼 𝑥 𝑥 𝑥 𝑥 𝑥 3 2

𝑥2 𝑥 𝑐
𝑞 = + −1+
3 2 𝑥

𝑑𝑣 𝑥2 𝑥 𝑐 𝑥2 𝑥 𝑐 𝑥3 𝑥2
= + −1+ ⇒ 𝑑𝑣 = + −1+ 𝑑𝑥 ⇒ 𝑣= + − 𝑥 + 𝑐𝑙𝑛 𝑥 + 𝑐1
𝑑𝑥 3 2 𝑥 3 2 𝑥 9 4

−𝑥 𝑥3 𝑥2
The general solution is 𝑦 = 𝑢𝑣 ∴𝑦= 𝑒 ( + − 𝑥 + 𝑐𝑙𝑛 𝑥 + 𝑐1 )
9 4
.2020.4.27 Alaa Luqman 8
 𝒅𝟐 𝒚 𝒅𝒚
4. (𝒙 − 𝟐) 𝟐 − (𝟒𝒙 − 𝟕) + (𝟒𝒙 − 𝟔)𝒚 = 𝟎
𝒅𝒙 𝒅𝒙
𝑑2 𝑦 (4𝑥−7) 𝑑𝑦 (4𝑥−6)
Solution: − + 𝑦=0
𝑑𝑥 2 (𝑥−2) 𝑑𝑥 (𝑥−2)
(4𝑥−7) (4𝑥−6) 𝑥−2 𝑚2 − 4𝑥−7 𝑚+(4𝑥−6)
𝑚2 + 𝑚𝑃 + 𝑄 = 0 ⇒ 𝑚2 − 𝑚 + =0 ⇒ =0
(𝑥−2) (𝑥−2) (𝑥−2)

𝑥 − 2 𝑚2 − 4𝑥 − 7 𝑚 + 4𝑥 − 6 = 0 ⇒ 𝑚2 − 4𝑚 + 4 𝑥 + −2𝑚2 + 7𝑚 − 6 = 0𝑥 + 0
𝑚2 − 4𝑚 + 4 = 0 ⇒(𝑚 − 2)2 = 0 ⟹ 𝑚 = 2
3
or −2𝑚2 + 7𝑚 − 6 = 0 ⇒ −2𝑚 − 3 𝑚 − 2 = 0 ⟹ 𝑚 = 𝑜𝑟 𝑚 = 2
2
∴ 𝑢 𝑥 = 𝑒 𝑚𝑥 = 𝑒 2𝑥
𝑦 = 𝑢𝑣 = 𝑒 2𝑥 𝑣
𝑑𝑦 𝑑𝑣
Now, = 2𝑣 + 𝑒 2𝑥 ………..(2)
𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑣 𝑑2𝑣
= 4𝑣 +4 + 2 𝑒 2𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥

substituting eq(2) in eq(1), we get

.2020.4.27 Alaa Luqman 9

 𝑑𝑣 𝑑2𝑣 (4𝑥−7) 𝑑𝑣 (4𝑥−6) 2𝑥
4𝑣 + 4 + 𝑒 2𝑥 − 2𝑣 + 𝑒 2𝑥 + 𝑒 𝑣 =0
𝑑𝑥 𝑑𝑥 2 (𝑥−2) 𝑑𝑥 (𝑥−2)

3−2𝑥 𝑑𝑣 𝑑2𝑣
After some algebraic operation we obtained: + = 0 …….(3)
𝑥−2 𝑑𝑥 𝑑𝑥 2

𝑑𝑣 𝑑𝑞 𝑑2𝑣 −1 𝑑𝑞 𝑑𝑞 1 1 1
Let 𝑞 = = . So, eq(3) become 𝑞+ =0 ⇒ = 𝑞 ⇒ 𝑑𝑞 = 𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑥−2 𝑑𝑥 𝑑𝑥 𝑥−2 𝑞 𝑥−2

1 1 𝑑𝑣
𝑑𝑞 = 𝑑𝑥 ⇒ ln 𝑞 = ln 𝑥 − 2 + ln 𝑐 ⇒ 𝑞 = (𝑥 − 2)𝑐 ⇒ = (𝑥 − 2)𝑐
𝑞 𝑥−2 𝑑𝑥

1
𝑑𝑣 = 𝑐𝑥 − 2𝑐 𝑑𝑥 ⇒ 𝑣 = 𝑥 2 − 2𝑐𝑥 + 𝑏
2

The general solution is 𝑦 = 𝑢 𝑣

1
∴ 𝑦 = 𝑒 2𝑥 ( 𝑥 2 − 2𝑐𝑥 + 𝑏)
2

.2020.4.27 Alaa Luqman 10

Exercises:
1. Find the general solution of the following differential equations:
𝑑2𝑦 𝑑𝑦 𝑥 2 +𝑥−1 2𝑥
a) 𝑥 2 − 2𝑥 + 1 + 𝑥+1 𝑦 = 𝑒
𝑑𝑥 𝑑𝑥 𝑥
𝑑2 𝑦 𝑑𝑦
b) 𝑥 2 − 2𝑥 − 1 + 𝑥−1 𝑦 =0
𝑑𝑥 𝑑𝑥
𝑑2𝑦 𝑑𝑦
c) 𝑥 2 − 2𝑥 − 1 − (𝑥 − 1)𝑦 = 𝑥 3 𝑒 𝑥
𝑑𝑥 𝑑𝑥
2
𝑑 𝑦 𝑑𝑦
d) 2 − cot (𝑥) − (1 − cot(𝑥))𝑦 = 𝑒 𝑥 sin(𝑥)
𝑑𝑥 𝑑𝑥
2 𝑑2𝑦
2. Solve 𝑠𝑖𝑛 𝑥 = 2𝑦, given that 𝑦 = 𝑐𝑜𝑡(𝑥) is a solution.
𝑑𝑥 2

.2020.4.27 Alaa Luqman 11

 Thank-You 

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