ENG1005

Engineering mathematics

Lecture notes

Clayton Campus
2017 Campus

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School of Mathematical Sciences Monash University

Contents
1. Introduction to ODEs 3
1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Solution strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 General and particular solutions . . . . . . . . . . . . . . . . . . . . . . . . 7

2. Separable first order ODEs. 8

2.1 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2 First order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.2.1 Solving the homogeneous ODE . . . . . . . . . . . . . . . . . . . . 12
2.2.2 Finding a particular solution . . . . . . . . . . . . . . . . . . . . . . 13

3. The integrating factor. 14

3.1 The Integrating factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

4. Solutions to first order ODEs: A numerical method 17

4.1 Euler’s method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

5. Homogeneous Second order ODEs. 22

5.1 Second order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
5.2 Homogeneous equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

6. Non-Homogeneous Second order ODEs. 28

6.1 Non-homogeneous equations . . . . . . . . . . . . . . . . . . . . . . . . . . 29
6.2 Undetermined coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
6.3 Exceptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

7. Applications of Differential Equations 32

7.1 Applications of ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
7.2 Newton’s law of cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
7.3 Pollution in swimming pools . . . . . . . . . . . . . . . . . . . . . . . . . . 34
7.4 Newtonian mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

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Engineering mathematics

1. Introduction to ODEs
School of Mathematical Sciences Monash University

1.1 Motivation

The mathematical description of the real world is most commonly expressed in equations
that involve not just a function f (x) but also some of its derivatives. These equations
are known as ordinary differential equations (commonly abbreviated as ODEs). Here
are some typical examples.

d2 r(t) −GM m
I Newtonian gravity m 2
=
dt r2
dN (t)
I Population growth = −λN (t)
dt
d2 y(x)
I Hanging chain = µ2 y(x)
dx2
dI(t)
I Electrical currents L + RI(t) = E sin(ωt)
dt

The challenge for us is to find the functions that are solutions to these equations. The
problem is that there is no systematic way to solve an ODE; thus we are forced to look
at a range of strategies. This will be our game for the next few lectures. We will identify
broad classes of ODES and develop particular strategies for each class.

1.2 Definitions

Here are some terms commonly used in discussions on ODEs.

I Order The order of an ODE is the order of the highest derivative in the
ODE.
I Linear The ODE only contains terms linear in the function and its deriva-
tives.
I Non-linear Any ODE that is not a linear ODE.
I Linear homogeneous A linear ODE that allows y = 0 as a solution.
I Dependent variable The solution of the ODE. Usually y.
I Independent variable The variable that the solution of the ODE depends
on. Usually x or t.
I Boundary conditions A set of conditions that selects a unique solution
of the ODE. Essential for numerical work.
I Initial value problem An ODE with boundary conditions given at a sin-
gle point. Usually found in time dependent prob-
lems.

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I Boundary value problem An ODE with boundary conditions specified at

more than one point. Common in engineering prob-
lems.
Here are some typical ODEs (some of which we will solve in later lectures).

Linear first order homogeneous

dy
cos(x) + sin(x)y(x) = 0
dx

Linear first order non-homogeneous

dy
cos(x) + sin(x)y(x) = e−2x
dx

Non-linear second order

2
d2 y

dy
+α + βy(x) = 0
dx2 dx

Initial value problem

dN
= −2N (t) , N (0) = 123
dt

Boundary value problem

2
d2 y

dy
+2 − y(x) = 0 , y(0) = 0 , y(1) = π
dx2 dx

1.3 Solution strategies

There are at least three different approaches to solving ODEs and initial/boundary value
problems.
I Graphical This uses a graphical means, where the value of dy/dx are inter-
preted as a direction field, to trace out a particular solution of the
ODE. Primarily used for initial value problems.
I Numerical Here we use a computer to solve the ODE. This is a very powerful
approach as it allows us to tackle ODEs not amenable to any other
approach. Used primarily for initial and boundary value problems.

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I Analytical A full frontal assault with all the mathematical machinery we can
muster. This approach is essential if you need to find the full
general solution of the ODE.

In this unit we will confine our attention to the last strategy, leaving numerical and
graphical methods for another day (no point over indulging on these nice treats).
So let’s get this show on the road with a simple example.

Example 1.1
Find all functions y(x) which obey
dy
0= + 2x
dx

First we rewrite the ODE as

dy
= −2x
dx
then we integrate both sides with respect to x
Z Z
dy
dx = −2 x dx
dx
But Z Z
dy
dx = dy = y(x) − C
dx
for any function y(x) and C is an arbitrary constant. Thus we have found
y(x) = C − x2
is a solution of the ODE for any choice of constant C. All solutions of the ODE must
be of this form (for a suitable choice of C).

Example 1.2
Find all functions y(x) such that
dy
0= + 2xy
dx

If we proceed as before we might arrive at

Z Z
dy
dx = −2 xy dx
dx
The left hand side is easy to evaluate but the right hand side is problematic – we can
not easily compute its anti-derivative (we don’t yet know y(x)). So we need a different
approach. This time we shuffle the y onto the left hand side,
Z Z
1 dy
dx = −2 x dx
y dx

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But Z Z
1 dy 1
dx = dy = −C + log y
y dx y
thus we find
2
log y = C − x2 ⇒ y(x) = Ae−x

We succeeded in this example because we were able to shuffle all x terms to one side of
the equation and all y terms to the other. This is an example of a separable equation.
We shall meet these equations again in later lectures.
In both of these example we found that one constant of integration popped up. This
means that we found not one solution but a whole family, each member having a different
value for C. This family of solutions is often called the general solution of the ODE.
The role of boundary conditions (if given) is to allow a single member of the family to
be chosen.

1.4 General and particular solutions

Each time we take an anti-derivative, one constant of integration pops up. For a first
order ODE we will need one anti-derivative and thus one constant of integration. But for,
say, a third order equation, we will need to apply three anti-derivatives, each providing
one constant of integration. What is the point of this discussion? It is the key to spotting
when you have found all solutions of the ODE. This is what you need to know.

General solution of an ODE

If y(x) is a solution of an n−th order ODE and if y(x) contains n independent

integration constants then y(x) is the general solution of the ODE. Every solution
of the ODE will be found in this family.

Particular solution of an ODE

If y(x) is a solution of an n−th order ODE and if y(x) contains no free constants,
then y(x) is a particular solution of the ODE.

Such solutions usually arise after the boundary conditions have been applied to the
general solution.

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2. Separable first order ODEs.

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2.1 Separable equations

In an earlier example we solved

dy −x
=
dx y

by first rearranging the equation so that y appeared only on the left hand side while x
appeared only on the right hand side. Thus we found
Z Z
y dy = − x dx

and upon completing the integral for both sides we found

y 2 (x) = C − x2

This approach is known as separation of variables. It can only be applied to those ODEs
that allow us to shuffle the x and y terms onto separate sides of the ODE.

Separation of variables

If an ODE can be written in the form

dy f (x)
=
dx g(y)

then the ODE is said to be separable and its solution may be found from
Z Z
g(y) dy = f (x) dx

Example 2.1
Show that the ODE

dy
ex − 2y = 1
dx
is separable. Hence solve the ODE.

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Example 2.2
Show that

dy
sin(x) + y 2 = cos(x)
dx
is not separable.

Example 2.3
The number of bacteria in a colony is believed to grow according to the ODE

dN
= −2N
dt

where N (t) is the number of bacteria at time t. Given that N = 20 initially, find N at
later times.

Example 2.4 : Newton’s law of cooling

This is a simple model of how the temperature of a warm body changes with time.
The rate of change of the body’s temperature is proportional to the difference between
the ambient and body temperatures. Write down a differential equation that represents
this model and then solve the ODE.

Example 2.5
Use the substitution u(x) = x2 + y(x) to reduce the non-separable ODE

du u
= 3x −
dx x

to a separable ODE. Hence obtain the general solution for u(x).

2.2 First order linear ODEs

This is a class of ODEs of the form

dy
+ P (x)y = Q(x)
dx

where P (x) and Q(x) are known functions of x.

We will study two strategies to solve such ODEs.

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Example 2.6
Given

dy 1
+ y=0
dx x

find y(x).
For this ODE we have P (x) = 1/x and Q(x) = 0.
Solving this ODE is easy – it’s a separable ODE, thus we have

dy 1
= − dx
y x

and after integrating both sides we find

C
y(x) =
x

where C is a (modified) constant of integration.

Note that the above ODE has y(x) = 0 as a particular solution.

Whenever a linear ODE has y(x) = 0 as a solution we say that the ODE is homogeneous.

Example 2.7
Show that y(x) = x is a particular solution of

dy 1
+ y=2
dx x
We call it a particular solution because it does not contain an arbitrary constant of
integration.

This ODE looks very much like the previous example with the one small change that
Q(x) = 2 rather than Q(x) = 0. We can expect that the general solution will be similar
to the solution found in the previous example.

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Example 2.8
Show that

C
y(x) = +x
x
is the general solution of the ODE in the previous example.

Thus we have solved the ODE by a two step process, first by solving the homogeneous
equation and second by finding any particular solution.

Strategy 1 for Linear 1st Order ODEs

Suppose that yh (x) is the general solution of the homogeneous equation

dyh
+ P (x)yh = 0
dx
and suppose that yp (x) is any particular solution of

dy
+ P (x)y = Q(x)
dx
Then the general solution of the previous ODE is

y(x) = yh (x) + yp (x)

Note, in some books yh (x) is written as yc (x) and is known as the complementary solu-
tion.
Though this above procedure sounds easy we still have two problems,

I How do we compute the general solution of the homogeneous ODE?

I How do we obtain a particular solution?

2.2.1 Solving the homogeneous ODE

Setting Q(x) = 0 leads to

dy
+ P (x)y = 0
dx
This is separable, thus we have

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dy
= −P (x)dx
y

which we can integrate, with the result

R
y(x) = Ce− P (x) dx

Remember that this y(x) will be used as yh (x), the homogeneous solution of the non-
homogeneous ODE.

Example 2.9
Verify the above solution for y(x)

2.2.2 Finding a particular solution

This usually involves some inspired guess work. The general idea is to look at Q(x)
and then guess a class of functions for yp (x) that might be a solution of the ODE. If
you include a few free parameters you may be able to find a particular solution – any
particular solution will do.

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3. The integrating factor.

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3.1 The Integrating factor

Example 3.1 : Easy

Use an inspired guess to find a particular solution of

dy
+ 3y = sin(x)
dx

Example 3.2 : Harder

Use an inspired guess to find a particular solution of

dy
+ (1 + 3x)y = 3e−x
dx

The main advantage of this method of inspired guessing (better known as the method of
undetermined coefficients) is that it is easy to apply. The main disadvantage is that it is
not systematic – it involves an element of guess work in finding the particular solution.
We need another, better and systematic strategy.
We begin by noticing that for any function I(x),

1 d(Iy) dy 1 dI
= +y
I dx dx I dx
The right hand side looks similar to the left hand side of our generic first order linear
ODE. We can make it exactly the same by choosing I(x) such that

1 dI
P (x) =
I dx

This is a separable ODE for I(x), with the particular solution

R
P (x) dx
I(x) = e

So why our we doing this? Because once we know I(x) our original ODE may be re-
written as

1 d(Iy)
= Q(x)
I dx
We can now integrate this,

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d(Iy)
dx
= I(x)Q(x)

R d(Iy) R
⇒ dx
dx = I(x)Q(x) dx

R
⇒ I(x)y(x) = I(x)Q(x) dx

1
R
⇒ y(x) = I(x)
I(x)Q(x) dx

The great advantage with this method is that it works every time! No guessing!
The function I(x) is known as the integrating factor.

Strategy 2 for Linear 1st Order ODEs

The general solution of

dy
+ P (x)y = Q(x)
dx
is Z
1
y(x) = I(x)Q(x) dx
I(x)

where the integrating factor I(x) is given by

R
P (x) dx
I(x) = e

Example 3.3
Find the general solution of

dy 1
+ y=2
dx x

Here we have P (x) = 1/x and Q(x) = 2.

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Engineering mathematics

4. Solutions to first order ODEs: A numerical

method
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4.1 Euler’s method

Comparatively few differential equations can be integrated exactly to give a solution

written in terms of elementary functions. Thus, to determine the form of the solutions
of any other differential equations, we need to use a numerical method to calculate
approximate solutions. Here we will, using Taylor series, derive a numerical method
which is applicable to first order differential equations of the form
dy
= f (x, y)
dx
where f is a function of both variables x and y. We wish to seek a function y(x) which
will satisfy this differential equation for all x > a, given some initial value x = a at
which the value y(a) is specified.

Example 4.1
From the theory of linear differential equations we can show the equation
dy
= x + y − 1, x > 0
dx
has the general solution
y(x) = Cex − x
for any real number C.
To determine a unique solution for this problem, we need to use a specified value y0 at
an initial point x = a. The value y(a) = y0 is known as the initial condition.

Example 4.2
The differential equation
dy
= x + y − 1, x > 0
dx
with the initial condition y(0) = 1 has C = 1 and then the exact solution to this initial
value problem is
y(x) = ex − x for all x > 0.

Example 4.3
The differential equation
dy
= x + y − 1, x > 1
dx
with the initial condition y(1) = 3 has C = 4e−1 and then the exact solution to this
initial value problem is
y(x) = 4ex−1 − x for all x > 1.

In general, the choice of initial condition y(a) = y0 is determined by the particular

problem being solved.

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How would we attempt to find an approximate solution to an initial value ordinary

differential equation problem?
The Euler’s method is the simplest, and least accurate, of the many numerical meth-
ods that could be considered, but it does illustrate the general of principle of finite
difference numerical methods you may see in other units.
The first feature of finite difference methods is that they can only approximate values
of the solutions at a finite number of points, typically a sequence of point xn = a + n∆x
for n = 0, 1, 2, . . . , N separated by a constant stepsize ∆x. The particular choice of ∆x
depends on how accurate we wish the approximation solution to be; the smaller the
value of ∆x the more accurate the appoximate solution will be.
The first feature of finite difference methods is that they follow a marching procedure,
moving from the known value of y at x0 to find an approximate value of y at x1 , then
moving from that approximate value of y at x1 to find an approximate value of y at x2 ,
and so on. Thus given the initial condition y0 = y(x0 ) = y(a) we use the differential
equation
dy
(x0 ) = f (x0 , y(x0 ))
dx
evaluate at that point to help us determine an approximate value y1 for y(x1 ). One way
of doing this is to note that differential equation tells us the slope of the curve y(x) at
x0 , while we can estimate the slope between (x, y) = (x0 , y(x0 )) and (x, y) = (x1 , y(x1 ))
by the gradient formula
y(x1 ) − y(x0 )
m=
∆x
for small ∆x = x1 − x0 . Combining these two results gives

y(x1 ) − y(x0 )
≈ f (x0 , y(x0 ))
∆x
and therefore,
y(x1 ) ≈ y(x0 ) + ∆xf (x0 , y(x0 )) .
The right-hand side of this equation can be used to define an approximate value y1 for
the exact solution y at x1 using

y1 = y0 + ∆xf (x0 , y0 ) .

Having determined an approximate value y1 for y(x1 ), we now can proceed in a similar
manner to find an approximate value y2 for y(x2 ) using

y2 = y1 + ∆xf (x1 , y1 ) .

The same process can be used indefinitely, leading to a sequence of approximate values
yn for y(xn ) given by the recurrence relation

yn+1 = yn + ∆xf (xn , yn ) forn = 0, 1, . . . , N − 1.

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Algorithm for Euler’s method

dy
Given a differential equation dx = f (x, y) for x > a, an initial value y(a), a number
of N steps and a final value b of x
Set h to b−a
N
Set x to a
Set y to y(a)
For n from 1 to N do
Set xL to x
Set yL to y
Set x to xL + ∆x
Set y to yL + ∆xf (xL , yL )
then the y value at the nth step is an approximate value of y(a + n∆x).

The magnitude in the error in Euler’s method can be estimated by using a Taylor series
expansion of y(x). For example, at x1 = x0 + ∆x the exact solution y(x1 ) can be written
in the Taylor series form

dy (∆x)2 d2 y
y(x1 ) = y(x0 + ∆x) = y(x0 ) + ∆x (x0 ) + (x0 ) + · · ·
dx 2 dx2
and using the differential equation this becomes

(∆x)2 d2 y
y(x1 ) = y(x0 ) + ∆xf (x0 , y0 ) + (x0 ) + · · ·
2 dx2
From the definition of the approximate value y1 it
follows that the error |y1 − y(x1 )| after
one step (local trunctation error ) is of O (∆x)2 . If a similar error occurs over each of
the succeding steps then at the fixed value of x = b, reached after N steps, the error
(global trunctation error ) will be of order N (∆x)2 or ∆x (b − a) which is O(∆x). The
global truncation error is the most significant error measure since it takes into account
that extra steps are required to reach a fixed value of x as ∆x is decreased.

Example 4.4
Consider the the differential equation
dy
= x + y − 1, x > 0
dx
with the initial condition y(0) = 1 on the interval [0, 1].
Recall, we stated the exact solution for this initial value problem is

y(x) = ex − x.

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Euler’s method for ∆x = 0.5 gives

x y
0.0 1
0.5 1
1.0 1.25
The error in the approximation at the fixed value of x = 1 is

|y2 − y(1)| = |1.25 − 1.7183| = 0.4683

Euler’s method for ∆x = 0.25 gives

x y
0.0 1
0.25 1
0.5 1.0625
0.75 1.2031
1.0 1.4414
The error in the approximation at the fixed value of x = 1 is

|y4 − y(1)| = |1.4414 − 1.7183| = 0.2769

which is roughly half the error found for ∆x = 0.5

Lastly, if we plot the sequence of approximated value for ∆x = 0.5, ∆x = 0.25 and
∆x = 0.125 it is clear that the approximation at x = 1 improves as we decrease ∆x.

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5. Homogeneous Second order ODEs.

School of Mathematical Sciences Monash University

5.1 Second order linear ODEs

The most general second order linear ODE is

d2 y dy
P (x) 2 + Q(x) + R(x) y = S(x) .
dx dx
Such a beast is not easy to solve. So we are going to make life easy for ourselves by
assuming P (x), Q(x), R(x) and S(x) are constants. Thus we will be studying the
reduced class of linear second order ODEs of the form

d2 y dy
a 2
+ b + cy = S(x)
dx dx
where a, b, and c are constants.
No prizes for guessing that these are called constant coefficient equations.
We will consider two separate cases, the homogeneous equation where S(x) = 0 and the
non-homogeneous equation where S(x) 6= 0.

5.2 Homogeneous equations

Here we are trying to find all functions y(x) that are solutions of

d2 y dy
a + b + cy = 0
dx2 dx

Let’s take a guess, let’s try a solution of the form

y(x) = eλx

We introduce the parameter λ as something to juggle in the hope that y(x) can be made
to be a solution of the ODE. First we need the derivatives,

dy d2 y
= λeλx and 2 = λ2 eλx
dx dx

Then we substitute this into the ODE

aλ2 eλx + bλeλx + ceλx = 0
aλ2 + bλ + c eλx = 0

but then eλx 6= 0 for all real numbers x, therefore

aλ2 + bλ + c = 0.

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So we have a quadratic equation for λ, its two solutions are

√ √
−b + b2 − 4ac −b − b2 − 4ac
λ1 = and λ2 =
2a 2a
Let’s assume for the moment that λ1 6= λ2 and that they are both real numbers.
What does this all mean? Simply that we have found two distinct solutions of the ODE,

y1 (x) = eλ1 x and y2 (x) = eλ2 x

Now we can use two of the properties of the ODE, one, that it is linear and two, that it
is homogeneous, to declare that

y(x) = Ay1 (x) + By2 (x)

is also a solution of the ODE for any choice of constants A and B.

Example 5.1
Prove the previous claim, that y(x) is a solution of the linear homogeneous ODE.

And now comes the great moment of enlightenment – the y(x) just given contains two
arbitrary constants and as the general solution of a second order ODE must contain two
arbitrary constants we now realise that y(x) above is the general solution.

Example 5.2 : Real and distinct roots

Find the general solution of

d2 y dy
+ − 6y = 0
dx2 dx
First we solve the quadratic

λ2 + λ − 6 = 0

for λ. This gives λ1 = 2 and λ2 = −3 and thus

y(x) = Ae2x + Be−3x

is the general solution.

The quadratic equation
aλ2 + bλ + c = 0

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arising from the guess y(x) = eλx is known as the characteristic equation for the ODE.
We have already studied one case where the two roots are real and distinct. Now we
shall look at some examples where the roots are neither real nor distinct.

Example 5.3 : Complex roots

Find the general solution of

d2 y dy
− 2 + 5y = 0
dx2 dx
First we solve the quadratic

λ2 − 2λ + 5 = 0

for λ. This gives λ1 = 1 − 2i and λ2 = 1 + 2i. These are distinct but they are complex.
That’s not a mistake just a venture into slightly unfamiliar territory. The full solution
is still given by

y(x) = Aeλ1 x + Beλ2 x = Ae(1−2i)x + Be(1+2i)x

for arbitrary constants A and B.

This is a perfectly correct mathematical expression and it is the solution of the ODE.
However, in cases where the solution of the ODE is to be used in a real-world problem,
we would expect y(x) to be a real-valued function of the real variable x. In such cases
we must therefore have both A and B as complex numbers. This is getting a bit messy
so it’s common practice to re-write the general solution as follows.
First recall that eiθ = cos(θ) + i sin(θ) and thus

e(1−2i)x = ex (cos(2x) − i sin(2x)) and e(1+2i)x = ex (cos(2x) + i sin(2x))

and thus our general solution is also

y(x) = ex ((A + B) cos(2x) + (−iA + iB) sin(2x))

Now A + B and −iA + iB are constants so let’s just replace them with a new C and a
new D, that is we write

y(x) = ex (C cos(2x) + D sin(2x))

for arbitrary constant C and D.

This the general solution of the ODE written in a form suitable for use with real numbers.

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Example 5.4 : Equal roots

Find the general solution of

d2 y dy
2
+2 +y =0
dx dx
This time we find just one root for λ,

λ1 = λ2 = −1

If we tried to declare that

y(x) = Aeλ1 x + Beλ2 x = Ae−x + Be−x

was the general solution we would be fooling ourselves. Why? Because in this case the
two integration constants combine into one

y(x) = Ae−x + Be−x

= (A + B) e−x
= Ce−x .

where C = A + B. We need two independent constants in order to have a general

solution.
Try a solution of the form

y(x) = (A + Bx) e−x .

This does have two independent constants and you can show that this is a solution of
the ODE for any choice of A and B. Thus it must also be the general solution.

The upshot of all of this is that when solving the general linear second order homogeneous
ODE we have three cases to consider, real and distinct roots, complex root and equal
roots. The recipe to apply in each case is listed in the following table.

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School of Mathematical Sciences Monash University

Constant coefficient 2nd order homogeneous ODEs

For the ODE

d2 y dy
a 2
+ b + cy = 0
dx dx
first solve the quadratic
aλ2 + bλ + c = 0
for λ. Let the two roots be λ1 and λ2 . Then for the general solution of the previous
ODE there are three cases.
Case 1 : λ1 6= λ2 and real y(x) = Aeλ1 x + Beλ2 x

Case 2 : λ = α ± iβ y(x) = eαx (A cos(βx) + B sin(βx))

Case 3 : λ1 = λ2 y(x) = (A + Bx) eλx

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 SCHOOL OF MATHEMATICAL SCIENCES

ENG1005

Engineering mathematics

6. Non-Homogeneous Second order ODEs.

School of Mathematical Sciences Monash University

6.1 Non-homogeneous equations

This is what the typical non-homogeneous linear constant coefficient second order ordi-
nary differential equation (phew!) looks like

d2 y dy
a 2
+ b + cy = S(x)
dx dx
where a, b, c are constants and S(x) 6= 0 is some given function. This differs from the
homogeneous case only in that here we have S(x) 6= 0.
Our solution strategy is very similar to that which we used on the general linear first
order equation. There we wrote the general solution as

y(x) = yh (x) + yp (x)

where yh is the general solution of the homogeneous equation and yp (x) is any particular
solution of the ODE.
We will use this same strategy for solving our non-homogeneous 2nd order ODE.

Example 6.1
Find the general solution of

d2 y dy
+ − 6y = 1 + 2x
dx2 dx
This proceeds in three steps, first, solve the homogeneous problem, second, find a par-
ticular solution and third, add the two solutions together.
Step 1 : The homogeneous solution
Here we must find the general solution of

d2 yh dyh
+ − 6yh = 0
dx2 dx
for yh . In the previous lecture we found

yh (x) = Ae2x + Be−3x

Step 2 : The particular solution

Here we have to find any solution of the original ODE. Since the right hand side is a
polynomial we try a guess of the form

yp (x) = a + bx

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where a and b are numbers (which we have to compute).

Substitute this into the left hand side of the ODE and we find

d2 (a+bx) d(a+bx)
dx2
+ dx
− 6(a + bx) = 1 + 2x

⇒ b − 6a − 6bx = 1 + 2x

This must be true for all x and so we must have

b − 6a = 1 and − 6b = 2

from which we get b = −1/3 and a = −2/9 and thus

2 1
yp (x) = − − x
9 3
Note finding a particular solution be this guessing method is often called the method of
undetermined coefficients.
Step 3 : The general solution
This is the easy bit

2 1
y(x) = yh (x) + yp (x) = Ae2x + Be−3x − − x
9 3
Our job is done!

6.2 Undetermined coefficients

How do we choose a workable guess for the particular solution? Simply by inspecting
the terms in S(x), the right hand side of the ODE.
Here are some examples,

Guessing a particular solution

S(x) = (a + bx + cx2 + · · · + dxn )ekx
try yp (x) = (e + f x + gx2 + · · · + hxn )ekx

S(x) = (a sin(bx) + c cos(bx))ekx

try yp (x) = (c cos(bx) + f sin(bx))ekx

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Example 6.2
What guesses would you make for each of the following?

S(x) = 2 + 7x2
S(x) = (sin(2x))e3x
S(x) = 2x + 3x3 + sin(4x) − 2xe−3x

6.3 Exceptions

Without exception there are always exceptions!

If S(x) contains terms that are solutions of the corresponding homogeneous equation
then in forming the guess for the particular solution you should multiply that term by x
(and by x2 if the term corresponded to a repeated root of the characteristic equation).

Example 6.3
Find the general solution for

d2 y dy
2
+ − 6y = e2x
dx dx
The homogeneous solution is

yh (x) = Ae2x + Be−3x

and thus we see that our right hand side contains a piece of the homogeneous solution.
The guess for the particular solution would then be

yp (x) = (a + bx)e2x

Now solve for a and b.

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 SCHOOL OF MATHEMATICAL SCIENCES

ENG1005

Engineering mathematics

7. Applications of Differential Equations

School of Mathematical Sciences Monash University

7.1 Applications of ODEs

In the past few lectures we studied, in detail, various techniques for solving a wide
variety of differential equations. What we did not do is ask why we would want to solve
those equations in the first place. A simple (but rather weak) answer is that it is a nice
intellectual challenge. A far better answer is that these ODEs arise naturally in the
study of a vast array of physical problems, such as population dynamics, the spread of
infectious diseases, the cooling of warm bodies, the swinging motion of a pendulum and
the motion of planets. In this lecture we shall look at some of these applications.
In each of the following examples we will not spend time computing the solution of the
ODE – this is left as an exercise for the (lucky) student!

7.2 Newton’s law of cooling

Newton’s law of cooling states that the rate of change of the temperature of a body is
directly proportional to the temperature difference between the body and its surrounding
environment. Let the temperature of the body be T and let Ta be that of the surrounding
environment (the ambient temperature). Then Newton’s law of cooling is expressed in
mathematical terms as

dT
= −k(T − Ta )
dt
where k is some constant.
This is a simple non-homogeneous first order linear differential equation. Its general
solution is

T (t) = Ta + Ae−kt

To apply this equation to a specific example we would need information that allows us
to assign numerical values to the three parameters, Ta , k, and A.

Example 7.1 : A murder scene

We can use Newton’s law of cooling to estimate the time of death at a murder scene.
Suppose the temperature of the body has been measured at 30 deg C. The normal body
temperature is 37 deg C. So the question is – How long does it take for the body to cool
from 37 deg C to 30 deg C? To answer this we need values for Ta , k, and A. Suppose the
room temperature was 20 deg C and thus Ta = 20. For k we need to draw upon previous
experiments (how?). These show that a body left to cool in a 20 deg C room will drop
from 37 deg C to 35 deg C in 2 hours. Substitute this into the above equation and we
have

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T (0) = 37 = 20 + Ae0
T (2) = 35 = 20 + Ae−2k

Two equations in two unknowns, A and k. These are easy to solve, leading to
 
1 17
A = 17 and k = loge ≈ 0.06258
2 15

Thus
T (t) = 20 + 17e−0.06258t

Now for the time of the murder. Put T (t) = 30 and solve for t,
 
−0.06258t 1 10
30 = 20 + 17e ⇒t=− loge ≈ 8.5
0.06258 17

That is, the murder occurred about 8.5 hours earlier.

7.3 Pollution in swimming pools

Swimming pools should contain just two things – people and pure water. Yet all too
often the water is not pure. One way of cleaning the pool would be to pump in fresh
water (at one point in the pool) while extracting the polluted water (at some other
point in the pool). Suppose we assume that the pool’s water remains thoroughly mixed
(despite one entry and exit point) and that the volume of water remains constant. Can
we predict how the level of pollution changes with time?
Suppose at time t there is y(t) kgs of pollutant in the pool and that the volume of the
pool is V litres. Suppose also that pure water is flowing in at the rate ρ litres/min and,
since the volume remains constant, the outflow rate is also ρ litres/min.
Now we will set up a differential equation that describes how y(t) changes with time.
Consider a small time interval, from t to t + δt, where δt is a small number. In that
interval ρδt litres of polluted water was extracted. How much pollutant did this carry?
As the water is uniformly mixed we conclude that the density of the pollutant in the
extracted water is the same as that in the pool. The density in the pool is y/V kg/L
and thus the amount of pollutant carried away was (y/V )(ρδt). In the same small time
interval no new pollutants were added to the pool. Thus any change in y(t) occurs solely
from the flow of pollutants out of the pool. We thus have

y
y(t + δt) − y(t) = − ρδt
V

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This can be reduced to a differential equation by dividing through by δt and then taking
the limit as δt → 0. The result is

dy ρ
=− y
dt V
The general solution is

y(t) = y(0)e−ρt/V

Example 7.2
Suppose the water pumps could empty the pool in one day. How long would it take to
halve the level of pollution?

7.4 Newtonian mechanics

The original application of ODEs was made by Newton (at the age of 22 in 1660) in the
study of how things move. He formulated a set of laws, Newton’s laws of motion, one
of which states that the nett force acting on a body equals the mass of the body times
the bodies acceleration.
Let F be the force and let r(t) be the position vector of the body. Then the body’s
velocity and acceleration are defined by

dr
v(t) =
dt
dv d2 r
a(t) = = 2
dt dt

Then Newton’s (second) law of motion may be written as

d2 r
m 2 =F
dt
If we know the force acting on the object then we can treat this as a second order
ODE for the particle’s position r(t). The usual method of solving this ODE is to write
r(t) = x(t)i + y(t)j + z(t)k and to re-write the above ODE as three separate ODEs, one
each for x(t), y(t) and z(t).

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d2 x
m = Fx
dt2
d2 y
m = Fy
dt2
d2 z
m = Fz
dt2

where Fx , Fy , Fz are the components of the force in the directions of the (x, y, z) axes,
F = Fx i + Fy j + Fz k.

Example 7.3 : Planetary motion

Newton also put forward a theory of gravitation – that there exists a universal force of
gravity, applicable to every lump of matter in the universe, that states that for any pair
of objects the force felt by each object is given by

Gm1 m2
F =
r2

where m1 and m2 are the (gravitational) masses of the respective bodies, r is the distance
between the two bodies and G is a constant (known as the Newtonian gravitational
constant and by experiment is found to be 6.673 × 10−11 N m2 /kg 2 ). The force is directed
along the line connecting the two objects.
Consider the motion of the Earth around the Sun. Each body will feel a force of gravity
acting to pull the two together. Each body will move due to the action of the force
imposed upon it be the gravitational pull of its partner. However as the Sun is far more
massive than the Earth, the Sun will, to a very good approximation, remain stationary
while the Earth goes about its business.
We can thus make the reasonable assumptions that

I The Sun does not move.

I The Sun is located at the origin of our coordinate system, x = y = z = 0

I The Earth orbits the Sun in the z = 0 plane.

Let r(t) = x(t)i + y(t)j be the position vector of the Earth. The force acting on the
Earth due to the gravitational pull of the Sun is then given by

GM m
F=− r̂
r2

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where r̂ is a unit vector parallel to r, M is the mass of the Sun and m is the mass of the
Earth. The minus sign shows that the force if pulling the Earth toward the Sun. The
unit vector is easy to compute, r̂ = (xi + yj)/r. Thus we have, finally,

d2 x GM m x
m 2
=− 2
dt r r
d2 y GM m y
m 2
=− 2
dt r r

This is a non-linear coupled system of ODEs – these are not easy to solve, so we resort
to (more) simple approximations (in other Maths subjects!).

Example 7.4 : Simple Harmonic Motion

Many physical systems display an oscillatory behaviour, such as a swinging pendulum
or a hanging weight attached to a spring. It seems reasonable then to expect the sine
an cosine functions to appear in the description of these systems. So what type of
differential equation might we expect to see for such oscillatory systems? Simply those
ODEs that have the sine and cosine functions as typical solutions. We saw in previous
lectures that the ODE

d2 y
= −k 2 y
dt2
has

y(t) = A cos(kt) + B sin(kt)

as its general solution. This the classic example of what is called simple harmonic
motion. Both the swinging pendulum and the weighted spring are described (actually
approximated) by the above simple harmonic equation.

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 SCHOOL OF MATHEMATICAL SCIENCES

ENG1005
Engineering mathematics
ENG1005 Exercises

The following exercise questions are provided to assist with reinforcing the facts and
practicing the skills covered in the lectures in this unit. When writing out your solutions
to these problems it is advised that you include your full working, including concise
explanations of your reasoning and the correct use of mathematical symbols.
The six âĂŸexercise setsâĂŹ, a selection of practice exercises for the material covered in
lectures, follow - one set for each of the six major topic areas. You may find that you can
only complete a small selection of these during support classes. The best approach is to
attempt all of the relevant questions in the exercise sets related to the previous weeks
lectures for yourself before your support class and then ask for help if you are having
trouble with specific questions, or having any other difficulties, during your support class.
Assistance is available in your support class, at the Mathematics Learning Centre, or by
approaching the lecturers.
Answers for most of the exercises are provided following each exercise set but they do not
describe how to complete the questions - further assistance on details of how to undertake
and complete a problem is available on a one-to-one basis during each support class.
 SCHOOL OF MATHEMATICAL SCIENCES

ENG1005
Engineering mathematics
Ordinary Differential Equations Exercises

Introduction to ODEs

James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.3.5: Questions 1,2

I Exercise set 10.4.5: Questions 3-5

Separable first order ODEs

1. Find the general solution for each of the following seperable ODEs.
dy dy
(a) = 2xy (b) y + sin(x) = 0
dx dx
dy y
dy 1+ 1−
(c) sin(x) + y cos(x) = 2 cos(x) (d) dx = x
dx dy y
1− 1+
dx x
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.5.4: Questions 11,13,15,17

I Exercise set 10.5.6: Questions 18,20

Non-separable first order ODEs

2. Find the general solution for each of the following homogeneous ODEs.
dy dy
(a) +y =0 (b) −y =0
dx dx
dy dy
(c) + 2y = 0 (d) − 2y = 0
dx dx

3. Find the particular solution for each of the following ODEs.

School of Mathematical Sciences Monash University

dy dy
(a) +y =1 (b) + 2y = 2 + 3x
dx dx
dy dy
(c) − y = e2x (d) − y = ex
dx dx
dy dy
(e) + 2y = cos (2x) (f) − 2y = 1 + 2x − sin(x)
dx dx

4. Given the solutions in 7.4 and 7.4, determine the general solution for each of the ODEs.
dy dy
(a) +y =1 (b) + 2y = 2 + 3x
dx dx
dy dy
(c) − y = e2x (d) − y = ex
dx dx
dy dy
(e) + 2y = cos (2x) (f) − 2y = 1 + 2x − sin(x)
dx dx

Integrating factors

5. Use an integrating factor to find the general solution for each of the following ODEs.
dy dy 2
(a) + 2y = 2x (b) + y=1
dx dx x
dy dy
(c) + cos(x)y = 3 cos(x) (d) sin(x) + cos(x)y = tan(x)
dx dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.5.11: Questions 31-35

Euler’s method
dy
6. For the differential equation = y with y(0) = 1 on the interval [0, 1] use Euler’s
dx
method to determine an approximation solution.

(i) Using two steps of ∆x = 0.5.

(ii) Using five steps of ∆x = 0.2.

(iii) Using ten steps of ∆x = 0.1.

Then

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School of Mathematical Sciences Monash University

(iv) given the exact solution yexact (x) = ex , calculate the absolute error |yexact − yapprox |
for each of the approximate solutions, found above, at each point and

(v) on one graph, plot the three approximate solutions and the exact solution.

dy
7. For the differential equation dx = x − y with y(0) = 1 on the interval [0, 1] use Euler’s
method to determine an approximation solution.

(i) Using two steps of ∆x = 0.5.

(ii) Using five steps of ∆x = 0.2.

(iii) Using ten steps of ∆x = 0.1.

Then

(iv) given the exact solution yexact (x) = 2e−x + x − 1, calculate the absolute error
|yexact − yapprox | for each of the approximate solutions, found above, at each point
and

(v) on one graph, plot the three approximate solutions and the exact solution.

dy
8. For the differential equation dx = 2xy − x with y(0) = 0 on the interval [0, 1] use Euler’s
method to determine an approximation solution.

(i) Using two steps of ∆x = 0.5.

(ii) Using five steps of ∆x = 0.2.

(iii) Using ten steps of ∆x = 0.1.

Then

2
(iv) given the exact solution yexact (x) = 12 − 12 ex , calculate the absolute error |yexact − yapprox |
for each of the approximate solutions, found above, at each point and

(v) on one graph, plot the three approximate solutions and the exact solution.

James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.6.4: Questions 39-42

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Second order homogenous ODEs

9. Find the general solution for each of the following ODEs:

d2 y dy d2 y
(a) + − 2y = 0 (b) − 9y = 0
dx2 dx dx2
d2 y dy d2 y dy
(c) 2
+ 2 + 2y = 0 (d) 2
+ 6 + 10y = 0
dx dx dx dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.9.2: Questions 55-61

Second order non-homogenous ODEs

10. Find the particular solution for each of the following ODEs:

d2 y dy d2 y
(a) + − 2y = 1 − x (b) − 9y = e3x
dx2 dx dx2
d2 y dy d2 y dy
(c) 2
+ 2 + 2y = sin(x) (d) 2
+ 6 + 10y = e2x cos(x)
dx dx dx dx

11. Given the solutions in 7.4 and 7.4, determine the general solution for each of the following
ODEs.
d2 y dy d2 y
(a) + − 2y = 1 − x (b) − 9y = e3x
dx2 dx dx2
d2 y dy d2 y dy
(c) 2
+ 2 + 2y = sin(x) (d) 2
+ 6 + 10y = e2x cos(x)
dx dx dx dx

James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.9.4: Questions 62-65

Boundary value problems

12. Given the general solutions in 7.4 solve the following boundary value problems.

d2 y dy dy
(a) 2
+ − 2y = 1 − x, y(0) = 0 and (0) = 0
dx dx dx

d2 y
(b) − 9y = e3x , y(0) = 0 and y(1) = 1
dx2

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School of Mathematical Sciences Monash University

d2 y dy π


(c) 2
+ 2 + 2y = sin(x), y(0) = −1 and y 2
=1
dx dx

d2 y dy dy
(d) 2
+ 6 + 10y = e2x cos(x), y(0) = −1 and (0) = 0
dx dx dx

13. Solve the boundary value problem:

d2 y 1
+ y = e−x , y(0) = 0, y (π) = 0.
dx2 4

14. Solve the boundary value problem:

d3 y d2 y dy dy d2 y
+ + 3 − 5y = x (1 − x) , y(0) = 1, (0) = 0, (0) = 0.
dx3 dx2 dx dx dx2

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 SCHOOL OF MATHEMATICAL SCIENCES

ENG1005
Engineering mathematics
Ordinary Differential Equations Exercise Answers

Separable first order ODEs

2
p
1. (a) y(x) = Cex (b) y(x) = ± 2 cos(x) + C
C C
(c) y(x) = 2 + (d) y(x) =
sin(x) x
for arbitrary constant C.

Non-separable first order ODEs

2. (a) yh (x) = Ce−x (b) yh (x) = Cex

(c) yh (x) = Ce−2x (d) yh (x) = Ce2x
for arbitrary constant C.
1 3x
3. (a) yp (x) = 1 (b) yp (x) = +
4 2
(c) yp (x) = e2x (d) yp (x) = xex
1 1 1 2
(e) yp (x) = cos (2x) + sin (2x) (f) yp (x) = −1 − x + cos(x) + sin(x)
4 4 5 5
4. The solutions are given as a linear combination of the solution of the homogeneous ODE
and the particular solution, that is, y(x) = yh (x) + yp (x).
1 3x
(a) y(x) = 1 + Ce−x (b) y(x) = + + Ce−2x
4 2
(c) y(x) = e2x + Cex (d) y(x) = xe + Cex
x

1 1 1 2
(e) y(x) = cos (2x) + sin (2x) + Ce−2x (f) y(x) = −1−x+ cos(x)+ sin(x)+Ce2x
4 4 5 5
for arbitrary constant C.
School of Mathematical Sciences Monash University

Integrating factors
1 x C
5. (a) y(x) = x − + Ce−2x (b) y(x) = +
2 3 x2
C − loge (cos(x))
(c) y(x) = 3 + Ce− sin(x) (d) y(x) =
sin(x)
for arbitrary constant C.

Euler’s method
dy
6. = y with y(0) = 1 on the interval [0, 1]
dx

dy
7. = x − y with y(0) = 1 on the interval [0, 1]
dx

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School of Mathematical Sciences Monash University

dy
8. For the differential equation = 2xy − x with y(0) = 0 on the interval [0, 1]
dx

Second order homogenous ODEs

9. (a) yh (x) = C1 e−2x + C2 ex (b) yh (x) = C1 e−3x + C2 e3x

(c) yh (x) = e−x (C1 cos(x) + C2 sin(x)) (d) yh (x) = e−3x (C1 cos(x) + C2 sin(x))
for arbitrary constants C1 and C2 .

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Second order non-homogenous ODEs

1 1
10. (a) Trying yp (x) = Ax + B gives yp (x) = x −
2 4
1
(b) Trying yp (x) = Axe3x gives yp (x) = xe3x
6
2 1
(c) Trying yp (x) = A cos(x) + B sin(x) gives yp (x) = − cos(x) + sin(x)
5 5
 
2x 1 2
(d) Trying yp (x) = e2x (A cos(x) + B sin(x)) gives yp (x) = e cos(x) + sin(x)
29 145
1 1
11. (a) y(x) = C1 e−2x + C2 ex + x −
2 4
1
(b) y(x) = C1 e−3x + C2 e3x + xe3x
6
2 1
(c) y(x) = e−x (C1 cos(x) + C2 sin(x)) − cos(x) + sin(x)
5 5
 
−3x 2x 1 2
(d) y(x) = e (C1 cos(x) + C2 sin(x)) + e cos(x) + sin(x)
29 145
for arbitrary constants C1 and C2 .

Boundary value problems

1 1 1
12. (a) y(x) = e−2x + x −
4 2 4
 3   3 
e −6 3−3x e −6 1
(b) y(x) = 6
e − 6
e3+3x + xe3x
6 (e − 1) 6 (e − 1) 6
3 4 π 2 1
(c) y(x) = − e−x cos(x) + e 2 −x sin(x) − cos(x) + sin(x)
5 5 5 5
 
30 −3x 462 −3x 2x 1 2
(d) y(x) = − e cos(x) − e sin(x) + e cos(x) + sin(x)
29 145 29 145
4 x 4 x 4
13. y(x) = − cos − e−π sin + e−x .
5 2 5 2 5
1 99 −x 9 −x 1 1 13
14. y(x) = ex + e cos (2x) − e sin (2x) + x2 + x + .
2 250 125 5 25 125

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