DIFFERENTIAL EQUATION

MAT203

DIFFERENTIAL EQUATION

Asst.Prof.Dr.Ali Özyapıcı
[email protected]
Table of Content
DIFFERENTIAL EQUATION ............................................................................................................1
FIRST ORDER ORDINARY DE (LINEAR) ................................................................................................1
Seperable DE .........................................................................................................................................1
First Order Linear DE (FOLDE) ..............................................................................................................3
INITIAL VALUE PROBLEMS ...................................................................................................................4
BERNOULLI DIFFERENTIAL EQUATIONS .............................................................................................6
FIRST ORDER HOMOGENEOUS DE (FOHDE) ......................................................................................7
EXACT DE ( FIRST ORDER ) ............................................................................................................... 10
HIGHER ORDER LINEAR DE ................................................................................................................ 12
REDUCTION OF ORDER METHOD ..................................................................................................... 13
2015 Fall Exam Questions ................................................................................................................. 16
REDUCTION OF ORDER ...................................................................................................................... 16
Higher Order Constant Coefficient Homogeneous DE .................................................................. 17
Derivative operator D and Characteristic Equation ...................................................................... 17
Finding solutions Via roots of Characteristic equation.................................................................. 18
UNDETERMINED COEFFICIENT METHOD ....................................................................................... 26
VARIATION OF PARAMETER METHOD ............................................................................................ 28
TUTORIAL ............................................................................................................................................. 32
CAUCHY - EULER DE ............................................................................................................................ 34
LAPLACE TRANSFORM ........................................................................................................................ 36
LAPLACE TABLE.................................................................................................................................... 37
Properties of Laplace Transform ..................................................................................................... 37

I
MAT203

DIFFERENTIAL EQUATION
Definition : One or more INDICATORS with one or more INDEPENDENT variables and
derivative equations are DIFFERENTIAL EQUATIONS. ( D.E)

FIRST ORDER ORDINARY DE (LINEAR)

1-) Seperable DE
𝑑𝑦
Recall the representation of derivative : 𝑦 ′ = 𝑑𝑥

Let 𝑦 ′ = f(x,y) be first order DE

If 𝑦 ′ = f(x,y) can be representation by h(y)dy = g(x)dx, It is called Seperable DE.

EXAMPLE :

a-) y′ = 2𝑥𝑦 Show it seperable.

𝑑𝑦
= 2xy
𝑑𝑥

1
𝑑𝑦 = 2xdx we seperated it.
𝑦

b-) xy′ + x 2 y = 0
𝑑𝑦
x. 𝑑𝑥 = -x dx

Solution of SEPERABLE

Step 1 : write the equation into standart form:

ℎ(𝑦)𝑑𝑦 = 𝑔(𝑥)𝑑𝑥

Step 2 : Integrate the both sides and write solution.

EXAMPLE : Solve y′= 2𝑥𝑦

1
Step 1 : 𝑦 𝑑𝑦 = 2xdx

1
Step 2 : ∫ 𝑑𝑦 = ∫ 2xdx
𝑦

lny = x2 + e

y = ex2 + C

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EXAMPLE : Solve xy′ + (𝑥 + 1)𝑒 𝑦 = 0

𝑑𝑦
Step 1 : xy′ = −(𝑥 + 1)𝑒 𝑦 ⇛ x𝑑𝑥 = −(𝑥 + 1)𝑒 𝑦
−(𝑥+1)
e-y dy = 𝑑𝑥
𝑥

−(𝑥) −1
Step 2 : ∫ 𝑒 −𝑦 dy = ∫ 𝑑𝑥 ⇛ −𝑒 −𝑦 = −𝑥 − 𝑙𝑛𝑥 + 𝐶
𝑥 𝑥

e - y = 𝑙𝑛𝑥 + 𝑥 − 𝐶

-y = ln ( lnx + x- C )
𝑠𝑖𝑛𝑦
EXAMPLE : Solve (𝑥 + 1)y ′ − 𝑐𝑜𝑠𝑦 𝑥 = 0

𝑠𝑖𝑛𝑦
Step 1 : (𝑥 + 1)y ′ − 𝑐𝑜𝑠𝑦 𝑥 = 0

(𝑥+1)y′ 𝑠𝑖𝑛𝑦
= 𝑐𝑜𝑠𝑦
𝑥

𝑥+1 𝑑𝑦
= 𝑡𝑎𝑛𝑦
𝑥 𝑑𝑥

𝑥+1 1 𝑡𝑎𝑛𝑦
=
𝑥 𝑑𝑥 𝑑𝑦

𝑥
𝑑𝑥 = 𝑐𝑜𝑡𝑦 𝑑𝑦
𝑥+1
𝑥
𝑐𝑜𝑡𝑦 𝑑𝑦 = 𝑥+1 𝑑𝑥
𝑥 𝑐𝑜𝑡𝑦 (𝑥+1)−1
Step 2 : ∫ 𝑐𝑜𝑡𝑦 𝑑𝑦 = ∫ 𝑑𝑥 ⇛ ∫ 𝑑𝑦 = ∫ 𝑑𝑥
𝑥+1 𝑠𝑖𝑛𝑦 𝑥+1

𝑐𝑜𝑡𝑦 (𝑥+1) 1
∫ 𝑑𝑦 = ∫ [ − 𝑥+1]𝑑𝑥
𝑠𝑖𝑛𝑦 𝑥+1

ln (siny) = x – ln (x+1) +C

sin y = e x-ln(x+1) + C

Seperable Equation Asistan

Solve the initial value problem

𝑑𝑦
Example 1 : = −6𝑥𝑦, 𝑦(0)= 7
𝑑𝑥

1 1
𝑑𝑦 = −6𝑦dx ∫ 𝑦 𝑑𝑦 = −∫ 6𝑦dx
𝑦

ln |𝑦| = −3𝑥 2 + C ln y = −3𝑥 2 + C y = −3𝑥 2 + C y = e-x2 . eC

where A = eC

y = A e-3x2 A = y(0) = 7 y = 7 e-3x2

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𝑑𝑦 4−2𝑥
Example 2 : Solve = 3𝑦 2 −5
𝑑𝑥

(3𝑦 2 − 5)dy = ∫(4 − 2𝑥)𝑑𝑥

y3 – 5y = 4x – x2 – y3 +5y + C

4 (x,y) = 4x – x2 – y3 +5y + C

(x + 1) yy′ = x ey2
𝑑𝑦
(x + 1) y = x ey2
𝑑𝑥

𝑥+1 𝑑𝑦 𝑒 𝑦2
=
𝑥 𝑑𝑥 𝑦
𝑥
𝑑𝑥 = y e-y2 dy
𝑥+1

𝑥 2
∫ 𝑥+1 𝑑𝑥 = ∫ 𝑦 e-y dy
1
x – ln (x+1) + C = − 2 e-y2

First Order Linear DE (FOLDE)

The standart form of the equation is y′ + p(x) y = q (x)

Example : y′ + 2xy = e2 → FOLDE

y′ + 2y = x → FOLDE

Steps for Solution :

Step 1 : Write the equation into standart form

Step 2 : Find integrating factor

I = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥

Step 3 : (y . 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 ) ′ = q (x) . 𝑒 ∫ 𝑝(𝑥)𝑑𝑥

Step 4 : Solve the equation in step 3.

4
Example : 2𝑦′ + 𝑥 𝑦 = 𝑥 2

2 𝑥2 2 𝑥2
Step 1 : 𝑦 ′ + 𝑥 𝑦 = → 𝑃(𝑥) = 𝑥 , 𝑔(𝑥) =
2 2
2
Step 2 : I = 𝑒 ∫𝑥𝑑𝑥 = 𝑒 2𝑙𝑛𝑥 = 𝑥 2 𝑟𝑢𝑙𝑒 ⇛ 𝑒 𝑙𝑛𝑥 = 𝑥 𝑎
𝑥2
Step 3 : (y.𝑥 2 )′ = . 𝑥2
2

𝑥5
2 𝑥4 𝑥5 +𝐶 𝑥3
Step 4 : y. 𝑥 ∫ 𝑑𝑥 = +𝐶 y. 10
= + 𝐶 . 𝑥 −2
2 10 𝑥2 10

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Example : 𝑦 ′ + 𝑦 = 𝑥

Step 1 : 𝑃(𝑥) = 1 , 𝑔(𝑥) = 𝑥

Step 2 : I = 𝑒 ∫ 1𝑑𝑥 = 𝑒 𝑥

Step 3 : (𝑦. 𝑒 𝑥 ) = 𝑥. 𝑒 𝑥

Step 4 : 𝑦. 𝑒 𝑥 = ∫ 𝑥 𝑒 𝑥 𝑑𝑥 → 𝑥 = 𝑢 , → 𝑒 𝑥 𝑑𝑥 = 𝑑𝑣

∫ 𝑑𝑣 = ∫ 𝑒 𝑥 𝑑𝑣 ⇛ Seperable

∫ 𝑢 𝑑𝑣 = 𝑢. 𝑣 − ∫ 𝑣. 𝑑𝑣 𝑣 = 𝑒𝑥
𝑑𝑢
∫ 𝑥 𝑒 𝑥 𝑑𝑥 = 𝑥 𝑒 𝑥 − ∫ 𝑒 𝑥 𝑑𝑥 𝑑𝑣
= 1 ⇛ 𝑑𝑢 = 𝑑𝑥

𝑥 𝑒𝑥 − 𝑒𝑥 + C
𝐶
y = x - 1 + 𝑒𝑥
𝑐𝑜𝑠𝑥
Example : 𝑦 ′ + 𝑠𝑖𝑛𝑥 𝑦 = 1

𝑐𝑜𝑠𝑥
Step 1 : 𝑃 (𝑠𝑖𝑛𝑥 ) = 1 , 𝑔(𝑥) = 1
𝑐𝑜𝑠𝑥
Step 2 : I = 𝑒 ∫𝑠𝑖𝑛𝑥 𝑑𝑥 = 𝑒 1ln(𝑠𝑖𝑛𝑥) = 𝑠𝑖𝑛𝑥

Step 3 : (𝑠𝑖𝑛𝑥. 𝑦)′ = 𝑠𝑖𝑛𝑥

−𝑐𝑜𝑠𝑥 𝐶
Step 4 : 𝑠𝑖𝑛𝑥. 𝑦 = ∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 = 𝑦 = +
𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑥

INITIAL VALUE PROBLEMS

We are solving DE under some initial conditions:

Example :

𝑦 ′ = 3𝑦 , 𝑦(0) = 1 → 𝑥 = 0 , 𝑦=1

Solution :
𝑑𝑦 1
= 3𝑦 ∫ 𝑑𝑦 ∫ 3 𝑑𝑥
𝑑𝑥 𝑦

𝑙𝑛𝑦 = 3𝑥 + 𝐶

0 = ln(1) = 3.0 + 𝐶 → 𝐶 = 0

𝑙𝑛𝑦 = 3𝑥 → 𝑦 = 𝑒 3𝑥

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Example :

𝑥𝑦 ′ = 𝑦 2 , 𝑦(0) = 1

Solution :
𝑑𝑦
𝑥. = 𝑦2
𝑑𝑥
1 1 1
∫ 𝑒 2 𝑑𝑦 = ∫ 𝑥 𝑑𝑥 ⇛ − 𝑦 = 𝑙𝑛𝑥 + 𝐶 ⇛ 𝑥 = 0 , 𝑦 = 1 → −1 = ln(0) + 𝐶

undifined

Finalaws. DOES NOT EXİST FOR y (0) = 1

THEOREM : Consider IVP

𝑦 ′ = 𝑓(𝑥, 𝑦) , 𝑦 (x0) = y0
𝜕𝑓
Assume that , f and 𝜕𝑦 are continious on a rectangle

𝑛 = {((𝑥, 𝑦)| |𝑥 − 𝑥0 | ≤ 𝑎, |𝑦 − 𝑦0 | ≤ 𝑏)}

Then , there is a unique solution for Above IVP.

Consider the previous example :

𝑦2 𝜕𝑓 2𝑦
𝑦′ = 𝑓(𝑥, 𝑦) , 𝑥0 = 0 , 𝑦0 = 1 = 𝑓(0,1) 𝐷𝑜𝑒𝑠 𝑛𝑜𝑡 𝑒𝑥𝑖𝑠𝑡.
𝑥 𝜕𝑦 𝑥

1
Example : 𝑦 ′ − 2 𝑦 = 𝑒 𝑥 , 𝑦(0) = 3
1
Step 1 : 𝑃(𝑥) = − 2 , 𝑔(𝑥) = 𝑒 𝑥
−1 1
Step 2 : I = 𝑒 ∫ 2 𝑑𝑥 = 𝑒 −2𝑥
1 ′ 1
Step 3 : (𝑒 −2𝑥 . 𝑦) = 𝑒 𝑥 . 𝑒 −2𝑥
1 1 1
Step 4 : 𝑒 −2𝑥 . 𝑦 = ∫ 𝑒 2𝑥 𝑑𝑥 = 2𝑒 2𝑥 + 𝐶
1
2𝑒 2𝑥 + 𝐶 1
𝑦= 1 = 2𝑒 𝑥 + 𝐶. 𝑒 2𝑥 ⇛ 𝑥=0⇛𝑦=3
𝑒 −2𝑥
1
3 = 2. 𝑒 0 + 𝐶. 𝑒 2 .0 = 2 + 𝐶

𝑒 =3−2=1
1
𝑦(𝑥) = 2𝑒 𝑥 + 𝑒 2𝑥

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MAT203

BERNOULLI DIFFERENTIAL EQUATIONS

The DE of the form

𝑛
𝑦 ′ + p(x)y = q(x). y =𝑛∈𝑅 ≠ {0,1}

Steps for Solution :

1. Multiply by both sides 𝑦 −𝑛

2. Use substitution U = 𝑦 1−𝑛 and find 𝑈 ′
3. Substitute U = 𝑦 1−𝑛 and 𝑈 ′ into the equation obtained step 1 to reduce Bernoille
D.E.
4. Solve FOLDE (resulting differantial equations)

EXAMPLE:
−1
1
𝑦 ′ + x y = xy 3
1
p(x) = , q(x) = x, n =
−1 NOT : 𝑒 𝑎𝑙𝑛𝑏 = 𝑏 𝑎
x 3
−1 1 1 1
1
1. y −( 3 ) = y 3 , y 3 y ′ + x y. y 3 = x. 1
1 4 1
du 4
2. U = y1+3 = y 3 → U ′ = dx = 3 . y 3 . y ′
3U′ 1
3. + x U = x → FOLDE
4
4 1 4x
 U′ + 3 . x U = → FOLDE
3
4 1 4 4
𝑙𝑛𝑥
 I = e∫ 3 . x dx = e 3 = x3
4 4 7
1 4
 (x 3 . 𝑈)′ = x x ′ . x 3 = x 3
3
4
4 7
 x 3 . U = ∫ 3 x 3 dx
4 3 10⁄3
4⁄ 4 3 10⁄ 4⁄ 𝑥 +𝐶
3 10
4. x 3 . U = 3 ( 10 x 3 + C) , 𝑦 3 = 4
𝑥 ⁄3

F-O-D-E ASISTAN
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄𝑥
𝑑𝑥

𝑑𝑦
I = e∫ 𝑃(𝑥) dx I . 𝑑𝑥 + 𝑃(𝑥) . I = Q(x) . I
𝑑𝑦 11 𝑥⁄
−𝑦= 𝑒− 3 , 𝑦(0) = 1 , 𝑝(𝑥) = −1 , I = e∫ −1 dx = e−x
𝑑𝑥 8

𝑑𝑦 11 −𝑥⁄
e−x − e−x 𝑦 = e−x e 3
𝑑𝑥 8

𝑑𝑦 −x 11 −4𝑥⁄
e e−x 𝑦 = e 3
𝑑𝑥 8

𝑑 11 −4𝑥⁄
∫ 𝑑𝑥 ( e−𝑥 𝑦 ) = ∫ 8
(e 3 )
11 −3⁄ −4𝑥⁄
e−𝑥 𝑦 = x 4e 3 +𝐶
8

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MAT203

−33 −4𝑥⁄
e−𝑥 𝑦 = e 3 +𝐶
32

33 −𝑥⁄
y = Ce𝑥 − 32 e 3 𝑦=1 , 𝑥=0

33 33 65
1=𝐶− ⇛ 𝐶 = 1+ =
32 32 32
65 33 −𝑥⁄
𝑦(𝑥) = 32 𝑒 𝑥 − 32 𝑒 3

1 −𝑥⁄
𝑦(𝑥) = 2 (65𝑒 𝑥 − 33𝑒 3

2
p(x) = −2 , q(x) =? ⇛ I = 𝑒 ∫𝑥𝑑𝑥 = 𝑒 2𝑙𝑛𝑥 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 ⇛ 𝑅𝑈𝐿𝐸

I = 𝑒 ∫ −2𝑑𝑥 = 𝑒 −2𝑥 ⇛ 𝑦 ′ − 𝑒 −2𝑥 𝑦 = 3𝑒 2𝑥 −𝑒 −2𝑥

′
𝑒 −2𝑥 . 𝑦 = 3𝑒 2𝑥 . 𝑒 −2𝑥 ⇛ (𝑦. 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 ) = 𝑞(𝑥). 𝑒 ∫ 𝑝(𝑥)𝑑𝑥
⇛ 𝑒 −2𝑥 . 𝑦 = 3
𝑑
∫ 𝑑𝑥 [𝑒 −2𝑥 . 𝑦] = ∫ 3

𝑒 −2𝑥 . 𝑦 = 3𝑥 + 𝐶

𝑦 = 3𝑒 2𝑥 + 𝐶𝑒 2𝑥

0= 3+𝐶 ⇛ 𝐶 = −3

⇛ 𝑦 = 3𝑥𝑒 2𝑥

FIRST ORDER HOMOGENEOUS DE (FOHDE)

Given 𝑦 ′ = 𝑓(𝑥, 𝑦)

If you rerepersent y’ as
𝑥 𝑦
𝑦 ′ = 𝐹(𝑦) or 𝑦 ′ = 𝐹(𝑥 )

That the resulting equation is called homogeneous DE.

𝑥
Example : 𝑦 ′ = 𝑥+𝑦
𝑎
Solution : 𝑅𝑢𝑙𝑒 ⇛ 𝑙𝑛𝑎 − 𝑙𝑛𝑏 = ln(𝑏)

𝑥 1 𝑦
𝑦′ = 𝑦 = 𝑦⁄ = 𝐹 ( ) = 𝑖𝑡 ′ 𝑠 𝐻𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠.
𝑥(1 + ⁄𝑥) 1+ 𝑥 𝑥

𝑦 ′ = 𝑙 𝑛(𝑥) − ln(𝑦) + 1 ; 𝑦 ′ = 𝑙 𝑛 𝑥 − ln 𝑦 + 𝑦
𝑥 𝑥 𝑥
𝑦 ′ = 𝑙𝑛 + 1 = 𝐹 ( ) ; 𝑦 ′ = 𝑙 𝑛 + 𝑦 ⇛ 𝑖𝑡 ′ 𝑠 𝐻𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠.
𝑦 𝑦 𝑦

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MAT203

Steps (for Solution) :

Step 1 : write it into standart form

𝑥 𝑦
𝑦 ′ = 𝐹 (𝑦) 𝑜𝑟 𝐹 (𝑥 )

𝑦 𝑥 1 𝜕𝑈
Step 2 : 𝑈 = ⁄𝑥 (𝑦 = 𝑈) 𝑎𝑛𝑑 𝐹𝑖𝑛𝑑 𝑈 ′ = 𝜕𝑥

𝑦 = 𝑈. 𝑥 ⇛ 𝑦 ′ = 𝑈 ′ . 𝑥 + 𝑈. 1

Step 3 : Substitute U’ and U into equation and solve seperable DE.

𝑦 𝑥
Example : 𝑦 ′ − 𝑥 = 𝑥+𝑦

𝑥 𝑦
𝑦 ′ = 𝑥+𝑦 + 𝑥

Step 1 : write it into standart form

𝑦 1 𝑦
𝑦 ′ = 𝐹 (𝑥 ) = 𝑦 +𝑥
1+
𝑥

𝑦
Step 2 : 𝑈 = ⁄𝑥 , 𝑦 ′ = 𝑈 ′ 𝑥 + 𝑈

Step 3 : Substitute U’ and U into equation and solve seperable DE.

1
𝑈 ′ 𝑥 + 𝑈 = 1+𝑈 + 𝑈
1
𝑈 ′ 𝑥 = 1+𝑈 ⇛ 𝑆𝑒𝑝𝑒𝑟𝑎𝑏𝑙𝑒 𝐷𝐸

1
∫(1 + 𝑈)𝑑𝑢 ∫ 𝑑𝑥
𝑥
𝑈2 𝑦 𝑦2
𝑈+ = 𝑙𝑛𝑥 + 𝐶 ⇛ + = 𝑙𝑛𝑥 + 𝐶 − 𝑆𝑂𝐿𝑈𝑇𝐼𝑂𝑁
𝑈 𝑥 2𝑥 2
Solve FOHDE

(𝑦 2 + 𝑥𝑦)𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0

1- 𝑥 2 𝑑𝑦 = (𝑦 2 + 𝑥𝑦)𝑑𝑥
𝑦 2 𝑦
𝑑𝑦 𝑦 + 𝑥𝑦 2 𝑥 2 [(𝑥 ) + 𝑥 ]
𝑦 𝑦 𝑦
𝑦′ = = 2
= 2
= ( )2 + = 𝐹( ⁄𝑥)
𝑑𝑥 𝑥 𝑥 𝑥 𝑥
𝑦⁄ ′ ′
2- 𝑈 = 𝑥 ⇛ 𝑦 = 𝑈 𝑥 + 𝑈
3- U’ + U = U 2 + 𝑈 ⇛ 𝑈 ′ 𝑥 = U 2
−1 −1
∫ 2 𝑑𝑢 = ∫ 𝑑𝑥
𝑈 𝑥
−1 −1 −𝑥 −𝑥
⇛ 𝑈 = 𝑙𝑛𝑥 + 𝐶 ⇛ 𝑦⁄ = 𝑙𝑛𝑥 + 𝐶 ⇛ 𝑦 = 𝑙𝑛𝑥 + 𝐶 ⇛ 𝑦 = 𝑙𝑛𝑥+𝐶
𝑥

8
MAT203

Example : Solve FOHDE

𝑦 𝑑𝑥 + (𝑥 + √𝑥𝑦)𝑑𝑦 = 0

1- (𝑥 + √𝑥𝑦)𝑑𝑦 = −𝑦 𝑑𝑥
−𝑦
𝑑𝑦 −𝑦 −𝑦 𝑥 𝑦
𝑦′ = = = = = 𝐹( ⁄𝑥)
𝑑𝑥 𝑥 + √𝑥𝑦 𝑦 𝑦
𝑥(1 + √𝑥 ) 1 + √𝑥
𝑦
2- 𝑈 = ⁄𝑥 , 𝑦 ′ ? 𝑈 ′ 𝑥 + 𝑈
−𝑈 −𝑈 −𝑈−𝑈−𝑈√𝑈
3- 𝑈 ′ 𝑥 + 𝑈 = 1+√𝑈 ⇛ 𝑈 ′ 𝑥 = 1+√𝑈 − 𝑈 = 1+√𝑈 – 𝑆𝑒𝑝𝑒𝑟𝑎𝑏𝑙𝑒
1 + √𝑈 1
𝑈′ =
−2𝑈 − 𝑈√𝑈 𝑥
1 + √𝑈 1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
−2𝑈 − 𝑈√𝑈 𝑥
1 + √𝑈
∫ 3 𝑑𝑢 = 𝑙𝑛𝑥 + 𝐶 𝑙𝑒𝑡 𝑈 = 𝑤 2 , 𝑑𝑢 = 2𝑤 𝑑𝑤
−2𝑈 − 𝑈 ⁄2
2𝑤 + 2 𝐴 𝐵 𝐴(𝑤 + 2) + 𝐵(𝑤) = 2𝑤 + 2
= + ⇛
𝑤(𝑤 + 2) 𝑤 𝑤 + 2 𝑤 = 0 ⇛ 2𝐴 = 2 ⇛ 𝐴 = 1
𝑤 = −2 ⇛ −2𝐵 = −2 ⇛ 𝐵 = 1

1 + √𝑈 √𝑈 + 1 𝑤+1 2𝑤 2 + 2𝑤
∫ 3⁄ 𝑑𝑢 = −𝑙𝑛𝑥 + 𝐶 ⇛ ∫ 3⁄ 𝑑𝑢 = ∫ 2𝑤𝑑𝑤 = ∫ 𝑑𝑤
2𝑈 + 𝑈 2 𝑈 2 + 2𝑈 𝑤 3 + 2𝑤 2 𝑤 3 + 2𝑤 2

𝑤(2𝑤 + 2) 𝑤(2𝑤 + 2) 1 1
⇛∫ 𝑑𝑤 = ∫ 𝑑𝑤 = ∫ + 𝑑𝑤 = 𝑙𝑛𝑤 + ln(𝑤 + 2)
𝑤(𝑤 2 + 2𝑤) 𝑤(𝑤 + 2) 𝑤 𝑤+2

1 + √𝑈
⇛∫ 3⁄ 𝑑𝑢 = −𝑙𝑛𝑥 + 𝐶 ⇛ ln(√𝑈) + ln(√𝑈 + 2) = −𝑙𝑛𝑥 + 𝐶
2𝑈 + 𝑈 2

√𝑦 𝑦
⇛ln ( ) + ln (√ + 2) = −𝑙𝑛𝑥 + 𝐶
𝑥 𝑥

Example :Solve FOHDE

𝑦 ′ = √𝑥𝑦, 𝑦(1) = 4

1- 𝑦 ′ = √𝑥. √𝑦
1
2- 𝑑𝑦 = √𝑥𝑑𝑥
√𝑦
1
3- ∫ 𝑑𝑦 = √𝑥𝑑𝑥
√𝑦
2 3
2√𝑦 = 𝑥 ⁄2 + 𝐶
3
1 3⁄
√𝑦 = 𝑥 2 + 𝐶
3
1 1 5
𝑥=1⇛𝑦=4⇛2= .1 +𝐶 ⇛ 𝐶 = 2 − =
3 3 3

9
MAT203

EXACT DE ( FIRST ORDER )

Every first order DE can be represented by

𝑓(𝑥, 𝑦)𝑑𝑦 + 𝑔(𝑥, 𝑦)𝑑𝑥 = 0

Example : 𝑥𝑦 ′ + 𝑦 = 𝑥 2
𝑑𝑦 𝑑𝑦
𝑥 𝑑𝑥 + 𝑦 = 𝑥 2 𝑥 𝑑𝑥 = 𝑥 2 − 𝑦

𝑥 𝑑𝑦 = (𝑥 2 − 𝑦)𝑑𝑥

𝑥 𝑑𝑦 − (𝑥 2 − 𝑦)𝑑𝑥 = 0
2
𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑥𝑦 2 + 𝑥𝑒 𝑦 NOTE
THAT
𝜕𝑓 2
= 2𝑥 + 𝑦 2 + 𝑒 𝑦
𝜕𝑥
𝜕𝑓 2
= 2𝑥𝑦 + 2𝑥𝑦𝑒 𝑦
𝜕𝑦
𝜕𝑓(𝑥,𝑦) 𝜕𝑞(𝑥,𝑦)
𝐼𝑓 = ,
𝜕𝑥 𝜕𝑥

The first order DE is called EXACT DE.

Example : (𝑥 + 𝑦)𝑑𝑦 + (𝑦 + 𝑒 𝑥 )𝑑𝑥 = 0

f(x,y) q(x,y)
𝜕𝑓 𝜕𝑞 𝑦+𝑒 𝑥
= 1, =1 ⇛ 𝑖𝑡 𝑖𝑠 𝐸𝑋𝐴𝐶𝑇. ⇛ (𝐶𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝐷𝐸: 𝑦 ′ = − )
𝜕𝑥 𝜕𝑦 𝑥+𝑦

Solution Two Ways

1. Way
1- ∫ 𝑓(𝑥, 𝑦)𝑑𝑦 = 𝐹(𝑥, 𝑦)
𝜕𝐹(𝑥,𝑦)
2- = 𝑔(𝑥, 𝑦)𝑑𝑥
𝜕𝑥
3- 𝑤𝑟𝑖𝑡𝑒 𝐹(𝑥, 𝑦) = 𝐶 𝑎𝑠 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
𝑦2
3-1- ∫(𝑥, 𝑦)𝑑𝑦 = 𝑥. 𝑦 + + 𝑔(𝑥) = 𝐹(𝑥, 𝑦)
2
𝜕𝐹
3-2- = 𝑦 + 𝑔′ (𝑥) = 𝑦 + 𝑒 𝑥 ⇛ 𝑔′ (𝑥) = 𝑒 𝑥
𝜕𝑥
𝑦2
3-3- 𝑥. 𝑦 + 2 + 𝑒 𝑥 = 𝐶
2. Way
1- ∫ 𝑔(𝑥, 𝑦)𝑑𝑥 = 𝐹(𝑥, 𝑦)
𝜕𝐹(𝑥,𝑦)
2- = 𝑓(𝑥, 𝑦)𝑑𝑦
𝜕𝑥
3- 𝑤𝑟𝑖𝑡𝑒 𝐹(𝑥, 𝑦) = 𝐶 𝑎𝑠 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
3-1- 𝐹(𝑥, 𝑦) = ∫(𝑦 + 𝑒 𝑥 )𝑑𝑥 = 𝑥. 𝑦 + 𝑒 𝑥 + 𝑓(𝑦) = 𝐹(𝑥, 𝑦)
𝜕𝐹 𝑦2
3-2- = 𝑥 + 𝑓 ′ (𝑦) = 𝑥 + 𝑦 = 1 𝑓 ′ (𝑦) = 𝑦 ⇛ 𝑓(𝑦) =
𝜕𝑦 2
𝑥 𝑦2
3-3- 𝑥. 𝑦 + 𝑒 + =𝐶
2

10
MAT203

Example : Solve exact. (𝑠𝑖𝑛𝑦 + 𝑥)𝑑𝑦 + (𝑦 + 𝑥 3 )𝑑𝑥 = 0

𝝏𝑭(𝒙,𝒚) 𝝏𝒈(𝒙,𝒚)
Solution : =𝟏 , =𝟏
𝝏𝒙 𝝏𝒚

𝒙𝟒
∫(𝒚 + 𝒙𝟑 )𝒅𝒙 = 𝒙𝒚 + + 𝒇(𝒚) = 𝑭(𝒙, 𝒚)
𝟒
𝝏𝑭
= 𝒙 + 𝒇′ (𝒚) = 𝒔𝒊𝒏𝒚 + 𝒙 ⇛ 𝒇′ (𝒚) = 𝒔𝒊𝒏𝒚 ⇛ 𝒇(𝒚) = −𝒄𝒐𝒔𝒚
𝝏𝒚

𝒙𝟒
𝒙. 𝒚 + − 𝒄𝒐𝒔𝒚 = 𝑪
𝟒
Bernoulle Asistan
1 −1
𝑦 ′ + 𝑦 = 𝑥𝑦 ⁄3
𝑥
1 1
𝑦 ′ + 𝑦 = 𝑥𝑦 ⁄3
𝑥
𝑦 ′ − 𝑦 = 𝑒 𝑥 𝑦 −1 , 𝑦(0) = 1
1
1-) P(x) = 𝑥 , 𝑔(𝑥) = 𝑥 , 𝑛 = −1⁄3
−1⁄ ) 1⁄
𝑦 −( 3 =𝑦 3

1⁄ 1⁄
𝑦 3 𝑦′ − 𝑦 3 𝑦 = 𝑥. 1
1+1⁄ 4⁄ 𝑑𝑢 4 1⁄
2-) 𝑈 = 𝑦 3 =𝑦 3 , 𝑈 ′ = 𝑑𝑥 = 3 . 𝑦 3 . 𝑦′

3𝑈 ′ 1
3-) − 𝑥 𝑈 = 𝑥 − 𝐹𝑂𝐿𝐷𝐸
4

41 4𝑥
 𝑈′ − 3 𝑥 𝑈 = − 𝐹𝑂𝐿𝐷𝐸
3
4 1 4 4
𝑙𝑛𝑥
 I=e ∫ 3 . x dx
= e 3 = x3
4 4 7
4 4
 (x 3 . 𝑈)′ = 3 x ′ . x 3 = x 3
3
4
4 7
 ∫𝑥 .U = 3
∫ 3 x 3 dx
4 3 10
4 ( x ⁄3 +C) 4⁄ 4⁄ 2 10⁄
4-) x ⁄3 .U = 3 10
4 , 𝑥 3 .𝑦 3 = 5𝑥 3 +𝐶
𝑥 ⁄3
2⁄ 2⁄ 8
𝑦 3𝑥 3 = 2⁄8 𝑥 ⁄3 + 𝐶
2⁄ 2⁄ 8
𝑦 3𝑥 3 = 2⁄8 𝑥 ⁄3 + 𝐶

𝑦 ′𝑦 − 𝑦 2 = 𝑒 𝑥

11
MAT203

𝑈′
𝑈 = 𝑦 2 , 𝑈 ′ = 2𝑦 ′ 𝑦 − 𝑈 = 𝑒𝑥 𝑈 ′ − 2𝑈 = 2𝑒 𝑥
2

I = e∫ −2 dx = e−2x ∫(𝑒 −2𝑥 . 𝑈)′ = ∫ 𝑒 −2𝑥 . 2𝑒 −𝑥

𝑒 −2𝑥 . 𝑦 2 = −2𝑒 −𝑥 + 𝐶 𝑦(0) = 1 1 = −2 + C ⇛ C = 3

𝑒 −2𝑥 𝑦 2 = −2𝑒 −𝑥 + 3

𝑥𝑦 ′ + 𝑦𝑙𝑛𝑥 = 𝑦𝑙𝑛𝑦

𝑥𝑦 ′ = 𝑦 𝑙𝑛𝑦 − 𝑦 𝑙𝑛𝑥
⇛ 𝑥𝑦 ′ = 𝑦(𝑙𝑛𝑦 − 𝑙𝑛𝑥)
𝑦
⇛ 𝑥𝑦 ′ = 𝑦 ln( ⁄𝑥)
𝑦 𝑦
⇛ 𝑦 ′ = ⁄𝑥 ln( ⁄𝑥)
𝑦
𝑈 = ⁄𝑥
⇛ 𝑈 ′ = (𝑦 ′ − 𝑈) 1⁄𝑥
⇛ 𝑦 ′ = 𝑈′𝑥 + 𝑈
⇛ 𝑈 ′ 𝑥 + 𝑈 = 𝑈 𝑙𝑛𝑈
⇛ 𝑈 ′ 𝑥 = 𝑈(𝑙𝑛𝑈 − 1)
1 1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
𝑈(𝑙𝑛𝑈 − 1) 𝑥
𝑙𝑛(𝑙𝑛𝑈 − 1) = 𝑙𝑛𝑥 + 𝐶
𝑦
𝑙𝑛(ln( ⁄𝑥) − 1) = 𝑙𝑛𝑥 + 𝐶

HIGHER ORDER LINEAR DE

Definition: If f1, f2, --- , fn are n given Function and C1, C2, --- , Cn are n constant then the
expression.

C1 f1, C2 f2, --- , Cn fn is called

Linear combination of f1, f2, --- , fn

Definition: The ‘’n’’ Function f1, f2, --- , fn are called linearly independent if and only if.

C1 f1, C2 f2, --- , Cn fn = has uniqiue solution

C1= C2= --- = Cn = 0

𝑦 ′′ − 𝑦 = 0
𝑦 = 𝑒 −𝑥 , 𝑦 ′ = −𝑒 −𝑥 , 𝑦 ′′ = 𝑒 −𝑥
𝑦𝑔 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥

Definition: Let f1, f2, --- , fn be real (n-1)th times differentable function then wronskion of

f1, f2, --- , fn is denoted by

12
MAT203

𝑓1 … 𝑓𝑛
𝑓 ′1 … 𝑓 ′𝑛
𝜔(𝑓1 , 𝑓2 , 𝑓3 , … … , 𝑓𝑛 ) = || | 𝑛𝑥𝑛
⋮ ⋮ ⋮ |
𝑓1
(𝑛−1) … 𝑓 (𝑛−1)
𝑛

𝑦 ′′ + 𝑦 = 0
𝑦 = 𝑠𝑖𝑛𝑥 , 𝑦 ′ = 𝑐𝑜𝑠𝑥 , 𝑦 ′′ = −𝑠𝑖𝑛𝑥 ↞ 𝑙𝑙𝑙 ↠ 𝑦 = 𝑐𝑜𝑠𝑥 , 𝑦 ′ = 𝑠𝑖𝑛𝑥, 𝑦 ′′ = −𝑐𝑜𝑠𝑥
𝑦𝑔 = 𝐶1 𝑠𝑖𝑛𝑥 + 𝐶2 𝑐𝑜𝑠𝑥

𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
| | = −𝑠𝑖𝑛2 𝑥 − 𝑐𝑜𝑠𝑥 = −1 ≠ 0
𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛𝑥
Theorem: Let f1, f2, --- , fn be real (n-1)th times differentable function then

f1, f2, --- , fn are linearly independent if and only if

𝜔(f1 , f2 , − − − , f𝑛 ) ≠ 0

Definition: If f1, f2, --- , fn are linearly independent solutions of nth order linear DE then the
set {f1 (𝑥), f2 (𝑥), − − − , f𝑛 (𝑥)} is called fundemantal set of solutions and

𝑦𝑔 = 𝐶1 f1 (𝑥) + 𝐶2 f2 (𝑥) + − − − + 𝐶𝑛 f𝑛 (𝑥) is called general solution.

REDUCTION OF ORDER METHOD

Given a2(x)y’’ + a1(x)y’ + a0(x)y =0

Let y1(x) be a solution.

You can apply Reduction of order method:

Step 1 : Let second linearly independent solution

y = V(x).y1(x)

Step 2 : Find y’ and y’’ and substitute them into equation.

Step 3 : Solve resulting seperable DE ;

Example : x2y’’ + 2xy’ – 2y = 0 observing y(x) = x is a solution.

Solution :

Step 1: y = V.x

Step 2: y’= V’x + V.1=xV’+V

y’= V’’x + V’.1 + V’ = xV’’ + 2V’

x2 (xV’’ + 2V’) + 2x (xV’ + V)-2Vx = 0

x3 V’’ + 2x2 V’ + 2x2 V’ + 2x V - 2Vx = 0

x3 V’’ + 4x2 V’ = 0 xV’’ + 4 V’ = 0

13
MAT203

Step 3: Let 𝜔 = 𝑉′
𝑑𝜔
𝑥. 𝜔′ + 4𝜔 = 0 ⇛ 𝑥 𝑑𝑥 = −4𝜔 Remember that ⇛ 𝑎. 𝑙𝑛𝑥 = 𝑙𝑛𝑥 𝑎

𝑑𝜔 −4
∫ = ∫ 𝑑𝑥
𝜔 𝑥

𝑙𝑛𝜔 = −4𝑙𝑛𝑥 ⇛ 𝜔 = 𝑥 −4
−1
𝑉 ′ = 𝜔 = 𝑥 −4 ⇛ 𝑉 ∫ 𝑥 −4 𝑑𝑥 = 𝑥 −3 ⇛ 𝑦 = 𝑥 −2 ⇛ 𝑦 ′ = −2𝑥 −3
3

−1 −3 −1
𝑦= 𝑥 .𝑥 = 2 ⇛ 𝑦 ′′ = +6𝑥 −4
3 3𝑥
−1 1
𝑌𝑔 = 𝐶1 𝑥 + 𝐶2 ( ) ⇛ 𝐶1 𝑥 + 𝐶2 ( ) ⇛ 6𝑥 −2 − 4𝑥 −2 − 2. 𝑥 −2 = 0
3𝑥 2 𝑥

Last Sumester Questions

𝑥
Solve : (𝑠𝑖𝑛𝑥 + 𝑙𝑛𝑦)𝑑𝑥 + (𝑦 2 + 𝑦) 𝑑𝑦 = 0

𝜕𝑓 1 𝜕𝑞 1
= ? =? =
𝜕𝑦 𝑦 𝜕𝑥 𝑦

𝑓(𝑥, 𝑦) = 𝐶 ⇋ 𝑓(𝑥, 𝑦) = ∫(𝑠𝑖𝑛𝑥 + 𝑙𝑛𝑦)𝑑𝑥 = −𝑐𝑜𝑠𝑥 + 𝑥𝑙𝑛𝑦 + 𝑓(𝑦)

𝜕𝑓(𝑥, 𝑦) 𝑥 𝑥
= + 𝑓 ′ (𝑦) = 𝑦 2 +
𝜕𝑦 𝑦 𝑦
3
𝑦 𝑦3
𝑓 ′ (𝑦) = 𝑦 2 ⇛ 𝑓(𝑦) = ⇛ −𝑐𝑜𝑠𝑥 + 𝑥𝑙𝑛𝑦 + =𝐶
3 3
𝑦 3𝑥 2 −3𝑥𝑦
Example : 𝑦 ′ = 𝑥 + 𝑥𝑦+𝑦 2

𝑦 𝑦
𝑦 𝑥 2 (3 − 3 𝑥 𝑦 3−3𝑥
𝑦′ = + = +
𝑥 𝑥 2 (𝑦 + (𝑦)2 ) 𝑥 𝑦 + (𝑦)2
𝑥 𝑥 𝑥 𝑥
𝑦
Use subsitution : 𝑈 = 𝑥 ⇛ 𝑦 ′ = 𝑈 ′ 𝑥 + 𝑈

1−𝑈 1−𝑈
𝑈′𝑥 + 𝑈 = 𝑈 ≠ 3 ( ) ⇛ 𝑈 ′
𝑥 = 3( ) ⇛ 𝑠𝑒𝑝𝑒𝑟𝑎𝑏𝑙𝑒
𝑈 + 𝑈2 𝑈 + 𝑈2
1−𝑈 3
∫ 2
𝑑𝑢 = ∫ 𝑑𝑥
𝑈+𝑈 𝑥
𝑈2
− − 2𝑈 − 2 ln(𝑈 − 1) = 3𝑙𝑛𝑥 + 𝐶
2

14
MAT203

𝑦
( 𝑥 )2 𝑦 𝑦
− − 2 − 2 ln ( − 1) = 3𝑙𝑛𝑥 + 𝐶
2 𝑥 𝑥
𝑈 2 + 𝑈 − 2𝑈 + 2𝑈
−[∫ 𝑑𝑢]
𝑈−1
𝑈2 − 𝑈 𝑈
−[∫ 𝑑𝑢 + 2 ∫ 𝑑𝑢]
𝑈−1 𝑈−1
𝑈2 𝑈−1 1
−[ + 2 [∫ [ + ] 𝑑𝑢]]
2 𝑈−1 𝑈−1
−𝑈 2
− 2[𝑈 + ln(𝑈 + 1)]
2
Example : Consider second order DE

𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 0

Where 𝑦 = 𝑥 2 is a solution. Find Yg ?

New and other solution :

𝑦 = 𝑉(𝑥). 𝑥 2

𝑦 ′ = 𝑥 2 . 𝑉 ′ + 𝑥𝑉

𝑦 ′′ = 2𝑥𝑉 ′ + 𝑥 2 𝑉 ′′ + 2𝑉 + 2𝑥𝑉 ′ ⇛ 𝑥 2 𝑉 ′′ + 4𝑥𝑉 ′ + 2𝑉

𝑥 2 [𝑥 2 𝑉 ′′ + 4𝑥𝑉 ′ + 2𝑉] − 2𝑥[𝑥 2 𝑉 ′ + 2𝑥𝑉] + 2𝑉𝑥 2 = 0

𝑥 4 𝑉 ′′ + (4𝑥 3 − 2𝑥 3 )𝑉 ′ + (2𝑥 2 − 4𝑥 2 + 2𝑥 2 )𝑉 = 0

𝑥 4 𝑉 ′′ + 2𝑥 3 𝑉 ′ = 0 ⇛ 𝑥𝑉 ′′ + 2𝑉 ′ = 0

Let 𝜔 = 𝑉′

𝑥𝜔′ + 2𝜔 = 0 → 𝑆𝑒𝑝𝑒𝑟𝑎𝑏𝑙𝑒
1 −2
∫ 𝑑𝜔 = ∫ 𝑑𝑥
𝜔 𝑥
−1
𝑙𝑛𝜔 = −2𝑙𝑛𝑥 ⇛ 𝜔 = 𝑥 −2 ⇛ 𝑉 ′ = 𝑥 −2 ⇛ 𝑉 = ∫ 𝑥 −2 𝑑𝑥 =
𝑥
−1 2
𝑦= . 𝑥 = −𝑥 ⇛ 𝑌𝑔 = 𝐶1 𝑥 2 + 𝐶2 𝑥
𝑥

15
MAT203

EXACT DE ASISTAN
(𝑠𝑖𝑛𝑦+𝑒 𝑥 ) (𝑥.𝑐𝑜𝑠𝑦+1)
 𝑑𝑥 + 𝑑𝑦 = 0 2015 Fall Exam
𝑀 𝑁
Questions
𝜕𝑀 𝜕𝑁
 𝜕𝑦 = 𝑐𝑜𝑠𝑦 = 𝑐𝑜𝑠𝑦
𝜕𝑥
 𝑓(𝑥, 𝑦) = ∫(𝑠𝑖𝑛𝑦 + 𝑒 𝑥 )𝑑𝑥
 𝐹(𝑥, 𝑦) = 𝑥 𝑠𝑖𝑛𝑦+𝑒 𝑥 + ℎ(𝑦)
𝜕𝐹
 𝜕𝑦 = 𝑥𝑐𝑜𝑠𝑦 + ℎ′ (𝑦) = 𝑥𝑐𝑜𝑠𝑦 + 1 ⇛ ℎ′ (𝑦) = 1 ⇛ ℎ(𝑦) = 𝑦
 𝑥𝑠𝑖𝑛𝑦 + 𝑒 𝑥 + 𝑦 = 𝐶
 𝐹(𝑥, 𝑦) = ∫(𝑥𝑐𝑜𝑠𝑦 + 1)𝑑𝑦 𝐹(𝑥, 𝑦) = 𝑥𝑠𝑖𝑛𝑦 + 𝑦 + ℎ(𝑥)
𝜕𝐹
 𝜕𝑦 = 𝑠𝑖𝑛𝑦 + ℎ(𝑥) 𝑠𝑖𝑛𝑦 + ℎ′ (𝑥) = 𝑠𝑖𝑛𝑦 + 𝑒 𝑥
 ⇛ ℎ′ (𝑥) = 𝑒 𝑥 ⇛ ℎ(𝑥) = 𝑒 𝑥 ⇛ 𝑥𝑠𝑖𝑛𝑦 + 𝑦 + 𝑒 𝑥 = 𝐶

2015 Fall Exam Questions

 (3𝑥 2 𝑐𝑜𝑠𝑦 + 𝑒 𝑥 𝑦 2 )𝑑𝑥 + (2𝑦𝑒 𝑥 − 𝑥 3 𝑠𝑖𝑛𝑦)𝑑𝑦 = 0

𝜕𝑀 𝜕𝑁
 𝜕𝑦 = −3𝑥 2 𝑠𝑖𝑛𝑦 + 2𝑦𝑒 𝑥 = 2𝑦𝑒 𝑥 − 3𝑥 2 𝑠𝑖𝑛𝑦
𝜕𝑥
 𝑓(𝑥, 𝑦) = ∫(3𝑥 2 𝑐𝑜𝑠𝑦 + 𝑦 2 )𝑑𝑥
 𝐹(𝑥, 𝑦) = 𝑥 3 𝑐𝑜𝑠𝑦+𝑒 𝑥 𝑦 2 + ℎ(𝑦)
𝜕𝐹
 𝜕𝑦 = −𝑥 3 𝑠𝑖𝑛𝑦 + 2𝑦𝑒 𝑥 + ℎ′ (𝑦) ⇛ ℎ′ (𝑦) = 0 ⇛ ℎ(𝑦) = 𝐶
 𝐹(𝑥, 𝑦) = 𝑥 3 𝑐𝑜𝑠𝑦+𝑒 𝑥 𝑦 2 + 𝐶

REDUCTION OF ORDER

 Let 𝑦(𝑥) = 𝑒 𝑥 is solution of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0. Find the general solution.

 Let
 ⇛ 𝑦1 = 𝑒 𝑥 . 𝑉
 ⇛ 𝑦1′ = 𝑒 𝑥 𝑉 + 𝑒 𝑥 𝑉 ′
 ⇛ 𝑦1′′ = 𝑒 𝑥 𝑉 + 𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉 ′′
⇛ 𝑒 𝑥 𝑉 + 2𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉 ′′
 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 ⇛ (𝑒 𝑥 𝑉 + 2𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉 ′′ ) − (2(𝑒 𝑥 𝑉 + 𝑒 𝑥 𝑉 ′ )) + (𝑒 𝑥 . 𝑉) = 0
 𝑒 𝑥 𝑉 ′′ = 0
 𝑉 ′′ = 0 ⇛ 𝑉 ′ = 𝐶 ⇛ 𝑉 = 𝑥
 𝑦1 = 𝑥𝑒 𝑥
 𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑥𝑒 𝑥 + 𝐶2 𝑒 𝑥
 𝐹(𝑥, 𝑦) = 𝑥 3 𝑐𝑜𝑠𝑦+𝑒 𝑥 𝑦 2 + 𝐶
 𝑦 ′′ + 𝑥𝑦 ′ − 2𝑦 = 0 ⇛ 𝑦1 (𝑥) = 𝑥 2 + 1

16
MAT203

Higher Order Constant Coefficient Homogeneous DE

The equation of the form

𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + ⋯ 𝑎0 𝑦 = 0 (𝑎𝑛 ≠ 0 𝑝𝑛 … … 𝑎0 𝑡𝑅

is called higher order constant coefficient DE. Where 𝑎𝑛 ≠ 0,

𝑎𝑛 , 𝑎𝑛−1 , − − −, 𝑎1 , 𝑎0 = 0 are real constants.

Example : 4𝑦 (4) − 𝑦 (2) = 0

3𝑦 ′′ + 2𝑦 ′′ − 3𝑦 ′ + 𝑦 = 0

Derivative operator D and Characteristic Equation

We will use derivative operatör D as

𝑑
𝐷=
𝑑𝑥
𝑑𝑦 𝑑
Then , 𝑦 ′ = 𝑑𝑥 = 𝑑𝑥 𝑦 = 𝐷𝑦

𝑑2 𝑦 𝑑 𝑑
𝑦 ′′ = 𝑑𝑥 2 = 𝑑𝑥 (𝑑𝑥 𝑦)

.
.
.
𝑦 (𝑛) = 𝐷𝑛 . 𝑦

Definition : Let 𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑦1 + 𝑎0 𝑦 = 0

if you apply operatör D, you have rewrite the equation as

𝑎𝑛 𝐷(𝑛) 𝑦 + 𝑎𝑛−1 𝐷(𝑛−1) 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 0

𝑦(𝑎𝑛 𝐷(𝑛) + 𝑎𝑛−1 𝐷(𝑛−1) + ⋯ + 𝑎1 𝐷 + 𝑎0 ) = 0

The normal equation

𝑎𝑛 𝐷(𝑛) + 𝑎𝑛−1 𝐷(𝑛−1) + ⋯ + 𝑎1 𝐷 + 𝑎0 = 0

The equation (𝑎𝑛 𝐷(𝑛) + 𝑎𝑛−1 𝐷(𝑛−1) + ⋯ + 𝑎1 𝐷 + 𝑎0 ) = 0 is called is characteristic

equation.

Example : 𝑦 ′′′ + 3𝑦 ′′ + 2𝑦 ′ = 0

What is the characteristic equation?

𝐷3 𝑦 + 3𝐷2 𝑦 + 2𝐷𝑦 = 0

𝑦(𝐷3 + 3𝐷2 + 2𝐷) = 0 Characteristic equation

17
MAT203

Finding solutions Via roots of Characteristic equation

Consider DE 𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑦 1 + 𝑎0 𝑦 = 0 with corresponding characteristic

equation.

𝑎𝑛 𝐷(𝑛) + 𝑎𝑛−1 𝐷(𝑛−1) + ⋯ + 𝑎1 𝐷 + 𝑎0 = 0

Case 1 : All roots are distinct and real numbers 𝑟1 , 𝑟2 , … , 𝑟𝑛 .

The general solution will be 𝑌𝑔 = 𝐶1 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛𝑥

Example : 𝑦 ′′ − 4𝑦 = 0

Solution : 𝐷2 𝑦 − 4𝐷𝑦 = 0

⇛ 𝑦(𝐷2 − 4) = 0

⇛ 𝐷2 − 4 = 0

⇛ 𝐷2 = 4

↠ 𝑑1 = 2 , ↠ 𝑑2 = −2

𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 , 𝑒 2𝑥 + 𝐶2 , 𝑒 −2𝑥

Example : 𝑦 ′′′ + 3𝑦 ′′ + 2𝑦′ = 0

Solution : 𝐷3 𝑦 + 3𝐷2 𝑦 + 2𝐷𝑦 = 0

⇛ 𝑦(𝐷3 + 3𝐷2 − 2𝐷) = 0

⇛ 𝐷3 + 3𝐷2 + 2𝐷 = 0

⇛ 𝐷(𝐷2 + 3𝐷 + 2) = 0

D 2

D 1

↠ 𝐷 = 0 ↠ 𝐷 = −2 ↠ 𝐷 = −1

𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 0𝑥 + 𝐶2 𝑒 −2𝑥 + 𝐶2 𝑒 −1𝑥 ⇛ 𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 + 𝐶2 𝑒 −2𝑥 + 𝐶2 𝑒 −𝑥

Case 2 : if you have repeating real roots ;

Let 𝑑1 = 𝑑2 = 𝑑3 = ⋯ = 𝑑𝑛 = 𝑑

Example : 𝑦 ′′′ − 3𝑦 ′′ + 3𝑦 ′ − 𝑦 = 0

Solution : D3 - 3D2 + 3D – 1 = 0

(𝐷 − 1)3 = 0

𝑑1 = 𝑑2 = 𝑑3 = 1

𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑥𝑒 𝑥 + 𝐶2 𝑥 2 𝑒 𝑥

18
MAT203

Example : Consider a sixth order constant coefficient homogeneous DE with roots of

corresponding characteristic equations ;

𝑑1 = 1, 𝑑2 = 2, 𝑑3 = −2, 𝑑4 = 𝑑5 = 𝑑6 = 3

𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 −2𝑥 + 𝐶4 𝑒 3𝑥 + 𝐶5 𝑥𝑒 3𝑥 + 𝐶6 𝑥 2 𝑒 3𝑥

Case 3 : Complex roots

İf a+ib is root of characteristic equation, than a-ib is also root.The corresponding solution
will be

𝑒 𝑎.𝑥 (𝐶1 𝑠𝑖𝑛 𝑏𝑥 + 𝐶2 𝑐𝑜𝑠 𝑏𝑥)

Example : 𝑦 ′′ + 𝑦 = 0

Characteristic Equation ⇛ 𝐷2 + 1 = 0 ⇛ 𝐷2 = 1

𝑖 = √−1 ⇛ 𝐷 ± √−1 = ±𝑖 = 0 − 𝑖 𝑂𝑅 0 + 𝑖

𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑒 0.𝑥 (𝐶1 𝑠𝑖𝑛 𝑥 + 𝐶2 𝑐𝑜𝑠 𝑥) ⇛ (𝐶1 𝑠𝑖𝑛 𝑥 + 𝐶2 𝑐𝑜𝑠 𝑥)

Example : 𝑦 ′′ + 𝑦 ′ + 𝑦 = 0

Characteristic Equation ⇛ 𝐷2 + 𝐷 + 1 = 0 ⇛ 𝐷2 + 𝐷 = −1

∆= 𝑏 2 − 4𝑎𝑐 ⇛ ∆= 1 − 4(1)(1) ⇛ ∆= −3
−1 ± √−3 −1 √3
𝑑1,2 = = ± 𝑖
2 2 2
1 √3 √3
𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑒 −2.𝑥 (𝐶1 𝑠𝑖𝑛 𝑥 + 𝐶2 𝑐𝑜𝑠 𝑥)
2 2

Example : 𝑦 ′′′ + 2𝑦 ′′ + 3𝑦′ = 0

Characteristic Equation

⇛ 𝐷3 + 2𝐷2 + 3𝐷 = 0

⇛ 𝐷(𝐷2 + 2𝐷 + 3) = 0

⇛ 𝐷2 + 2𝐷 + 3 = 0

∆= 𝑏 2 − 4𝑎𝑐 ⇛ ∆= 4 − 4(1)(3) ⇛ ∆= −8 ⇛ 2√−2

−2 ± 2√−2𝑖
𝑑1 = 0 , 𝑑2 = ⇛ 𝑑2 = −1 ± √2𝑖
2
𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑒 −.𝑥 (𝐶1 𝑠𝑖𝑛√2 𝑥 + 𝐶2 𝑐𝑜𝑠√2 𝑥)

19
MAT203

Example : Consider the fourth order homogeneous constant coefficient DE with roots of
corresponding characteristic equations ;

𝑑1 = −1 , 𝑑2 = 1 − 3𝑖 , 𝑑3 = 1 ± 3𝑖 , 𝑑4 = 2

What is the solution?

𝑌𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 −𝑥 + 𝑒 1𝑥 (𝐶2 𝑠𝑖𝑛3𝑥 + 𝐶3 𝑐𝑜𝑠3𝑥) + 𝐶4 𝑒 2𝑥

FOHDE ASISTAN
𝑦 2𝑥+𝑦
 𝑦 ′ − ⁄𝑥 = 𝑥+𝑦 Exams
Questions
𝑥2 𝑦
 𝑦 ′ = 𝑥 2 +𝑦 2 + ⁄𝑥

REDUCTION OF ORDER

 𝑥 2 𝑦 ′′ − 2𝑦 = 0 𝑦1 (𝑥) = 𝑥 2
𝑦
𝑦 𝑥(2+ ⁄𝑥)
FOHDE  1 𝑦 ′ − ⁄𝑥 = 𝑦
𝑥(1+ ⁄𝑥)

𝑦⁄
2 𝑥=𝑈 𝑦 = 𝑈𝑥 𝑦 ′ = 𝑈′𝑥 + 𝑈
2+𝑈 2+𝑈
𝑈′𝑥 + 𝑈 − 𝑈 = ⇛ 𝑈′𝑥 =
1+𝑈 1+𝑈
𝑑𝑢 2+𝑈 2+𝑈 1 1+𝑈+1 1 1
𝑥= ⇛ ∫ 𝑑𝑢 = ∫ 𝑑𝑥 ⇛ ∫( − ) 𝑑𝑢 = ∫ 𝑑𝑥
𝑑𝑥 1+𝑈 1+𝑈 𝑥 2+𝑈 2+𝑈 𝑥
1 1
∫(1 − )𝑑𝑢 = ∫ 𝑑𝑥 ⇛ 𝑈 − 𝑙𝑛|2 + 𝑈| = 𝑙𝑛|𝑥| + 𝐶
2+𝑈 𝑥

𝑥2 𝑦
FOHDE  1 𝑦 ′ = 𝑥 2 +𝑦 2 + ⁄𝑥

𝑥 2 (1) 𝑦
1 𝑦′ = 𝑦 + ⁄𝑥
𝑥 2 (1+( ⁄ 2
𝑥) )

𝑦
𝑈 = ⁄𝑥 ⇛ 𝑦 = 𝑈𝑥 , 𝑦 ′ = 𝑈′𝑥 + 𝑈
1 1
𝑈′𝑥 + 𝑈 = +𝑈 ⇛ 𝑈′𝑥 =
1 + 𝑈2 1 + 𝑈2
𝑑𝑢 1 1
𝑥= ⇛ ∫(1 + 𝑈 2 )𝑑𝑢 = ∫ 𝑑𝑥
𝑑𝑥 1 + 𝑈2 𝑥
𝑈3
𝑈+ = 𝑙𝑛𝑥 + 𝐶
3

20
MAT203

REDUCTION OF ORDER ASISTAN

𝑥 2 𝑦 ′′ − 2𝑦 = 0 𝑦(𝑥) = 𝑥 2

𝑦1 = 𝑥 2 . 𝑉(𝑥)
2
𝑦 ′ = 2𝑥𝑉 + 𝑥 2 ⇛ 𝑦 ′′ = 2𝑉 + 2𝑥𝑉 ′ + 2𝑥𝑉 ′ + 𝑉 ′′ 𝑥 2 ⇛ 𝑉 ′′𝑥 + 4𝑥𝑉 ′ + 2𝑉
𝑥 𝑉 + 4𝑥 𝑉 + 2𝑥 𝑉 − 2𝑥 2 𝑉 = 0
4 ′′ 3 ′ 2

𝑥 4 𝑉 ′′ + 4𝑥 3 𝑉 ′ = 0
𝜔 = 𝑉′ ⇛ 𝜔′ = 𝑉 ′′ ⇛ 𝑥 4 𝜔′ = −4𝑥 3 𝜔
𝑑𝜔 4 3
1 −4𝑥 3
𝑥 = −4𝑥 𝜔 ⇛ 𝑑𝜔 = 𝑑𝑥
𝑑𝑥 𝜔 𝑥4
1 −4
∫ 𝑑𝜔 = ∫ 𝑑𝑥 ⇛ 𝑙𝑛𝜔 = −4𝑥 3 𝜔
𝜔 𝑥
𝑦
𝜔 = 𝑉′ ⇛ 𝑥 4 = ⁄𝑥
1
⇛ 𝜔= 4
𝑥
′
1 1
⇛ 𝑉 = 4 ⇛ 𝑉=
𝑥 −3𝑥 3
𝑦 1 1
⇛ ⁄𝑥 2 = ⇛ 𝑦=
−3𝑥 3 −3𝑥
Example : Solve IVP TUTORIAL

(𝑥 2 + 1)𝑑𝑦 + 𝑥𝑒 𝑦 𝑑𝑥 = 0; 𝑦(0) = 0

Step 1 : (𝑥 2 + 1)𝑑𝑦 = −𝑥𝑒 𝑦 𝑑𝑥

𝑥
Step 2 : ∫ −𝑒 −𝑦 𝑑𝑦 = ∫ 𝑥 2 +1 𝑑𝑥
1
Step 3 : 𝑒 −𝑦 = 2 ln(𝑥 2 + 1) + 𝐶
1
Step 4 : 𝑦(0) = 0 ⇛ 𝑥 = 0 ⇛ 1 = 2 ln 1 + 𝐶 ⇛ 𝐶 = 1

Example : Solve EXACT

(3𝑥 2 + 4𝑥𝑦)𝑑𝑥 (2𝑥 2 + 2𝑦)𝑑𝑦

+ =0
𝑀(𝑥, 𝑦) 𝑁(𝑥, 𝑦)
𝜕𝑀 𝜕𝑀
= 4𝑥 ? =? = 4𝑥
𝜕𝑦 𝜕𝑦
𝑓(𝑥, 𝑦) = ∫(3𝑥 2 + 4𝑥𝑦)𝑑𝑥 = 𝑥 3 + 2𝑥 2 𝑦 + ℎ(𝑦)

𝜕𝑓
= 2𝑥 2 + ℎ′ (𝑦) = 2𝑥 2 + 2𝑦 ⇛ ℎ′ (𝑦) = 2𝑦 ⇛ ℎ(𝑦) = 𝑦 2
𝜕𝑦

Solution : 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 = 𝐶

21
MAT203

Example : Solve FOHDE

3𝑦 2 − 𝑥 2
′
𝑦 =
2𝑥𝑦

𝑦2 2
𝑥 2 [(3 2 ) − 1] 3 𝑦 2 − 1
𝑥 𝑦
𝑦′ = = 𝑥𝑦 = 𝐹( ⁄𝑥)
2𝑥𝑦 2 ⁄𝑥
𝑦⁄ ′ ′
Let 𝑈 = 𝑥 ⇛𝑦 =𝑈 𝑥+𝑈

′
3𝑈 2 − 1
𝑈 𝑥+𝑈 =
2𝑈
3𝑈 2 − 1 𝑈
𝑈′𝑥 = −
2𝑈 1
3𝑈 2 − 1 − 2𝑈 2 𝑈 2 − 1
𝑈′𝑥 = =
2𝑈 2𝑈
2𝑈 1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
𝑈2−1 𝑥
ln(𝑈 2 − 1) = 𝑙𝑛𝑥 + 𝐶
𝑦 2
ln [( ) − 1] = 𝑙𝑛𝑥 + 𝐶
𝑥
Example : Bernoulle Solve

(𝑥 + 1)𝑦 ′ + 𝑦 = 𝑦 −4
1 1
Solution : 𝑦 ′ + 𝑥+1 𝑦 = 𝑥+1 𝑦 −4

1 1
𝑦 4𝑦1 + 𝑦 𝑦4 =
𝑥+1 𝑥+1
Let 𝑈 = 𝑦1−(−4) = 𝑦 5 ⇛ 𝑈 ′ = 5𝑦 4 𝑦1
1 ′ 1 1
𝑈 + 𝑈=
5 𝑥+1 𝑥+1
5 5
𝑈′ + 𝑈= ⇛ 𝐹𝑂𝐿𝐷𝐸
𝑥+1 𝑥+1
5
I = 𝑒 ∫𝑋+1𝑑𝑥 = 𝑒 5ln(𝑥+1) = (𝑥 + 1)5

5(𝑥 + 1)2
[(𝑥 + 1)5 . 𝑈]′ = = 5(𝑥 + 1)4
𝑥+1
(𝑥 + 1)5 . 𝑈 = ∫ 5(𝑥 + 1)4 𝑑𝑥 ⇛ (𝑥 + 1)5 + 𝐶
𝐶
𝑦5 = 𝑈 = 1 +
(𝑥 + 1)5
22
MAT203

Example : Reduction of order :𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 with 𝑦1 = 𝑒 𝑥 .Find second linearly

independent solution.

𝑦 = 𝑉. 𝑒 𝑥 ⇛ 𝑦 ′ = 𝑉 ′ 𝑒 𝑥 + 𝑉𝑒 𝑥 , 𝑦 ′′ = 𝑉 ′′ 𝑒 𝑥 + 𝑉 ′ 𝑒 𝑥 + 𝑉 ′ 𝑒 𝑥 + 𝑉𝑒 𝑥 = 𝑒 𝑥 𝑉 ′′ + 2𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉
𝑒 𝑥 𝑉 ′′ + 2𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉 (𝑒 𝑥 𝑉 ′ + 𝑒 𝑥 𝑉)
− 2 + 𝑉𝑒 𝑥 = 0
𝑦 ′′ 𝑦′
𝑒 𝑥 𝑉 ′′ + 𝑉 ′ (2𝑒 𝑥 − 2𝑒 𝑥 ) + 𝑒 𝑥 𝑉 − 2𝑒 𝑥 𝑉 + 𝑉𝑒 𝑥 = 0
0 0
𝑒 𝑥 𝑉 ′′ = 0 ⇛ 𝑉 ′′ = 0 ⇛ 𝑉 ′ = 𝐶 ⇛ 𝑉 = 𝐶. 𝑥

𝑦 = 𝑐. 𝑥. 𝑒 𝑥 ⇛ 𝑦𝑔 = 𝐶1 𝑒 𝑥 + 𝐶1 𝑥𝑒 𝑥
𝑥
Example : 𝑦 ′ = (1 − 𝑥)𝑦 + 2  FOLDE ASISTAN
𝑥
𝑦 ′ + (𝑥 − 1)𝑦 = 2 TUTORIAL

𝑥2
I = 𝑒 ∫(𝑥−1)𝑑𝑥 = 𝑒 2 −𝑥
𝑥2
′ ( −𝑥)
𝑥2 𝑒 2 .𝑥
( −𝑥)
∫ (𝑒 2 . 𝑦) =∫
2
𝑥2
𝑥2 ( −𝑥)
( −𝑥) 𝑒 2
𝑒 2 .𝑦 =∫ 𝑑𝑥
2
𝑥2
( −𝑥)
𝑥. 𝑒 2
𝑑𝑥
𝑦=∫ 2
𝑥2
𝑒 2 −𝑥
𝑥 2 +𝑦𝑥
Example : 𝑦 ′ = HOMOGENEOUS (FOHDE)
𝑦2

𝑦
𝑦 ′ = 𝐹 (𝑥 )

𝑦 𝑦
𝑥 2 (1 + ⁄𝑥) 1 + ⁄𝑥
′
𝑦 = = 𝑦 ⇛ 𝐿𝑒𝑡 𝑦 = 𝑈. 𝑥 ⇛ 𝑦 ′ = 𝑉 ′ 𝑥 + 𝑈
𝑦2 ( ⁄𝑥) 2

1+𝑈 1+𝑈 1 + 𝑈 − 𝑈3
𝑉 ′𝑥 + 𝑈 = ⇛ 𝑈 ′
𝑥 = − 𝑈 ⇛ 𝑈 ′
𝑥 =
𝑈2 𝑈2 𝑈2
𝑈2 1
∫ 3
𝑑𝑢 = ∫ 𝑑𝑥 ⇛ −𝑙𝑛𝑥 + 𝐶
𝑈 −𝑈−1 𝑥

23
MAT203

𝑋2
Example : (𝑥𝑦 + 𝑦 2 )𝑑𝑥 + ( 2 + 2𝑦𝑥 + 1) 𝑑𝑦 = 0  EXACT ASISTAN

𝜕𝑀 𝜕𝑀
= 𝑥 + 2𝑦 ? =? = 𝑥 + 2𝑦 TUTORIAL
𝜕𝑦 𝜕𝑦
𝑥2
𝑓(𝑥, 𝑦) = ∫(𝑥𝑦 + 𝑦 2 )𝑑𝑥 = 𝑦 + 𝑥𝑦 2 + ℎ(𝑦)
2

𝜕𝑓 𝑥 2 𝑥2
= + 2𝑥𝑦 + ℎ′ (𝑦) = + 2𝑦𝑥 + 1 ⇛ ℎ′ (𝑦) = 1 ⇛ ℎ(𝑦) = 𝑦
𝜕𝑦 2 2
𝑥2
Solution : 𝑦 + 𝑥𝑦 2 + 𝑦 = 𝐶
2

Bernoulle
−2 1
1
𝑦 ′ + 𝑥 𝑦 = 𝑥 3 𝑒 𝑥𝑦 3

Solution :

Step 1 : Multiply both sides by 𝑦 −𝑛

1 1 2 2
𝑦 ′ 𝑦 −3 + 𝑦 ⁄3 = 𝑥 ⁄3 𝑒 𝑥
𝑥
Step 2 : Use subsitution 𝑈 = 𝑦1−𝑛 and 𝑈′
2⁄ −1⁄
𝑈=𝑦 3 𝑈 ′ = 2⁄3 𝑦 3 𝑦′

Step 3 : Subsitude 𝑈 = 𝑦1−𝑛 and 𝑈′ into the equation obtained step 1 to reduce Bernoulle
DE to FOLDE.
3⁄ 𝑈 ′ + 1⁄ 𝑈 = 𝑥 −2⁄3 𝑒 𝑥 ⇛ 𝑈 ′ + 2⁄3 1⁄𝑥 𝑈 = 2⁄3 𝑥
−2⁄ 𝑥
3𝑒
2 𝑥
∫2⁄3 𝑥 𝑑𝑥
I (x)= 𝑒

Step 3 : Solve FOLDE (resulting differential equations). ASISTAN

2⁄ 𝑥 𝑑𝑥 2⁄ 𝑙𝑛𝑥 2⁄
I (x)= 𝑒 ∫ 3 =𝑒 3 =𝑥 3

𝑑 2⁄ 2⁄ −2⁄
(𝑈. 𝑥 3) = 𝑥 3 . 2⁄3 𝑥 3 𝑒𝑥
𝑑𝑥

𝑑 2⁄
∫ 𝑑𝑥 [𝑈. 𝑥 3] = ∫ 2⁄3 𝑒 𝑥
2
2
𝑈 . 𝑥3 = 3 𝑒𝑥 + 𝐶
2 𝑥
𝑒 +𝐶
𝑈=3 2
𝑥3

2⁄ 2⁄ 𝑒 𝑥 +𝐶
3
𝑦 3 = 2
𝑥 ⁄3

24
MAT203

Exact :

(3𝑥 2 𝑐𝑜𝑠𝑦 + 𝑒 𝑥 𝑦 2 )𝑑𝑥 + (2𝑦 𝑒 𝑥 − 𝑥 3 𝑠𝑖𝑛𝑦)𝑑𝑦 = 0

𝜕𝑁 𝜕𝑀
= −3𝑥 2 𝑠𝑖𝑛𝑦 + 2𝑦𝑒 𝑥 = 2𝑦𝑒 𝑥 − 3𝑥 2 𝑠𝑖𝑛𝑦
𝜕𝑦 𝜕𝑥

𝑓(𝑥, 𝑦) = ∫(3𝑥 2 𝑐𝑜𝑠𝑦 + 𝑒 𝑥 𝑦 2 )𝑑𝑥

𝑓(𝑥, 𝑦) = 𝑥 3 𝑐𝑜𝑠𝑦 + 𝑒 𝑥 𝑦 2 + ℎ(𝑦)

𝑑𝑥
= −𝑥 3 𝑠𝑖𝑛𝑦 + 2𝑦 𝑒 𝑥 + ℎ′ (𝑦)
𝑑𝑦

ℎ′ (𝑦) = 0 ℎ′ (𝑦) = 𝐶 𝑓(𝑥, 𝑦) = 𝑥 3 𝑐𝑜𝑠𝑦 + 𝑒 𝑥 𝑦 2 + 𝐶

FOHDE :

Show that

𝑒 𝑥𝑦 − 𝑥 = 0 is a solution of
′
1 − 𝑦𝑒 𝑥𝑦
𝑦 =
𝑥𝑒 𝑥𝑦
𝑥𝑦
𝑒 =𝑥
(𝑦 ′ 𝑥 + 𝑦)𝑒 𝑥𝑦 = 1(𝑖𝑚𝑝𝑙𝑖𝑐𝑖𝑡 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙)
1
𝑦 ′ 𝑥 + 𝑦 = 𝑥𝑦
𝑒
1 1 − 𝑦𝑒 𝑥𝑦
𝑦 ′𝑥 = −𝑦 → 𝑦 ′𝑥 =
𝑒 𝑥𝑦 𝑒 𝑥𝑦
1 − 𝑦𝑒 𝑥𝑦
′
𝑦 =
𝑥 𝑒 𝑥𝑦
FOLDE :

(𝑥 + 1)𝑦 ′ + 𝑦 = 1⁄𝑥
1 1 1
𝑦 ′ + 𝑥+1 𝑦 = 𝑥 (𝑥 + 1)
1
I (x)= 𝑒 ∫𝑥+1 𝑑𝑥 = 𝑒 ln(𝑥+1) = 𝑥 + 1
𝑑 1
(𝑦. (𝑥 + 1)) = (𝑥 + 1) .
𝑑𝑥 𝑥(𝑥+1)

𝑑 1
∫ 𝑑𝑥 [𝑦. (𝑥 + 1)] = ∫ 𝑥

𝑦. (𝑥 + 1) = ln(𝑥) + 𝐶
ln(𝑥) + 𝐶
𝑦=
𝑥+1

25
MAT203

FOHDE :

𝑥𝑦 ′ + 𝑦𝑙𝑛𝑥 = 𝑦𝑙𝑛𝑦 ⇛ 𝑥𝑦 ′ = 𝑦𝑙𝑛𝑦 − 𝑦𝑙𝑛𝑥

𝑦 𝑦 𝑦
𝑥𝑦 ′ = 𝑦𝑙𝑛( ⁄𝑥) ⇛ 𝑦 ′ = ⁄𝑥 𝑙𝑛( ⁄𝑥)
𝑦
𝑈 = ⁄𝑥 ⇛ 𝑦 = 𝑈. 𝑥 ⇛ 𝑦′ = 𝑈′𝑥 + 𝑈

𝑈 ′ 𝑥 + 𝑈 = 𝑈𝑙𝑛𝑈 ⇛ 𝑈 ′ 𝑥 = 𝑈𝑙𝑛𝑈 − 𝑈
𝑑𝑢 𝑑𝑢
𝑥 = 𝑈𝑙𝑛𝑈 − 𝑈 ⇛ 𝑥 = 𝑈(𝑙𝑛𝑈 − 1)
𝑑𝑥 𝑑𝑥
1 1
∫ 𝑑𝑥 = ∫ 𝑑𝑢
𝑥 𝑈(𝑙𝑛𝑈 − 1)
ln(𝑙𝑛𝑈 − 1) = 𝑙𝑛𝑥 + 𝐶
𝑦
ln (𝑙𝑛 − 1) = 𝑙𝑛𝑥 + 𝐶
𝑥
UNDETERMINED COEFFICIENT METHOD

Consider higher order constant coefficients linear non-homogeneous DE.

𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑦 1 + 𝑎0 𝑦 = 𝐹(𝑥)

Where 𝐹 (1) (𝑥) = 0 or derivatives of (𝐹(𝑥)) are repaeting

The undetermined can be usefull.

The method contains two parts.

1-) Find solution of 𝑦ℎ

𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑦 1 + 𝑎0 𝑦 = 0

2-) Find 𝑦𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 = 𝑦𝑝 which is combination of derivatives of 𝐹(𝑥) and itself

3-)Write general solution

𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑦ℎ + 𝑦𝑝

Example : 𝑦 ′′ − 4𝑦 = 𝑥 ⇛ 𝐹(𝑥)

1-) 𝑦 ′′ − 4𝑦 = 0

𝑟2 − 4 = 0 𝑟1 = −2 , 𝑟2 = 2

𝑦𝐻 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 −2𝑥

2-) 𝐹(𝑥) = 𝑥 , 𝐹 ′ (𝑥) = 1 , 𝐹 ′′ (𝑥) = 0

𝑦𝑝 = 𝐴𝑥 + 𝐵 𝑦′𝑝 = 𝐴 𝑦′′𝑝 = 0

0 − 4(𝐴𝑥 + 𝐵) = 𝑥

26
MAT203

−4𝐴𝑥 − 4𝐵 = 𝑥 ⇛ 𝐵 = 0 , 𝐴 = −1⁄4

3-) 𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 −2𝑥 − 1⁄4 𝑥

Example : 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 𝑥 2 + 1

1-) 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 0

𝑟2 + 𝑟 + 2 = 0

∆= 1 − 4.2 = −7

−2 ± √−7 −1 √−7
𝑟1,2 = = ± 𝑖 , 𝑟2 = 2
2 2 2
1 √7 √7
𝑦𝐻 = 𝑒 −2𝑥 (𝐶1 𝑠𝑖𝑛 𝑥 + 𝐶2 𝑐𝑜𝑠 𝑥)
2 2
2-) 𝐹(𝑥) = 𝑥 2 + 1 , 𝐹 ′ (𝑥) = 2𝑥 , 𝐹 ′′ (𝑥) = 2 , 𝐹 ′′′ (𝑥) = 0

𝑦𝑝 = ?

𝑦𝑝 = {𝑥 2 , 𝑥, 1}

𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶

𝑦′𝑝 = 2𝐴𝑥 + 𝐵

𝑦′′𝑝 = 2𝐴

2𝐴 + 2𝐴𝑥 + 𝐵 + 2(𝐴𝑥 2 + 𝐵𝑥 + 𝐶) = 𝑥 2 + 1

2𝐴𝑥 2 + (2𝐴 + 2𝐵)𝑥 + 2𝐴 + 𝐵 + 𝐶 = 𝑥 2 + 1

1
2𝐴 = 1 ⇛ 𝐴 = 2
−1
2𝐴 + 2𝐵 = 0 ⇛ 𝐵 = 2
1 1
2𝐴 + 𝐵 + 𝐶 = 1 ⇛ 𝐶 = 1 + 2 − 1 = 2
1 1 1
3-) 𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑦𝐻 + 2 𝑥 2 − 2 𝑥 + 2

Example : 𝑦 ′′′ − 2𝑦 ′ = 3𝑠𝑖𝑛𝑥

1-) 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 0

𝑟 3 − 2𝑟 = 0 𝑟(𝑟 2 − 2) = 0

𝐶1 = 0 , 𝑟2 = √2 , 𝑟3 = −√2

𝑦𝐻 = 𝐶1 + 𝐶2 𝑒 √2𝑥 + 𝐶3 𝑒 −√2𝑥

27
MAT203

2-) 𝑦𝑃 = 𝐶1 + 𝐶2 𝑒 √2𝑥 + 𝐶3 𝑒 −√2𝑥

𝑦𝑝 = ?

𝑦𝑝 = {𝑠𝑖𝑛𝑥, 𝑐𝑜𝑠𝑥}

𝑦𝑝 = 𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥

𝑦′𝑝 = 𝐴𝑐𝑜𝑠𝑥 − 𝐵𝑠𝑖𝑛𝑥

𝑦′′𝑝 = −𝐴𝑠𝑖𝑛𝑥 − 𝐵𝑐𝑜𝑠𝑥

𝑦′′′𝑝 = −𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥

−𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 − 2(𝐴𝑐𝑜𝑠𝑥 − 𝐵𝑠𝑖𝑛𝑥) = 3𝑠𝑖𝑛𝑥

(−𝐴 − 2𝐴)𝑐𝑜𝑠𝑥 + (𝐵 + 2𝐵)𝑠𝑖𝑛𝑥 = 3𝑠𝑖𝑛𝑥

𝐴 = 0 , 3𝐵 = 3 ⇛ 𝐵 = 1

3-) 𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 + 𝐶2 𝑒 √2𝑥 + 𝐶3 𝑒 −√2𝑥 + 𝑐𝑜𝑠𝑥

VARIATION OF PARAMETER METHOD

Consider the differential equation.

1
𝑦 ′′′ − 2𝑦 + 𝑦 =
𝑥
1
We can use undetermined coefficient method because all derivatives of 𝑥 are different

Let 𝑎2 (𝑥)𝑦 ′′ + 𝑎1 (𝑥)𝑦 ′ + 𝑎0 (𝑥)𝑦 = 𝑓(𝑥) be second order DE.Assume all derivatives of F(x)
is different.

Step 1 : Find two linearly independent solutions of

𝑎2 (𝑥)𝑦 ′′ + 𝑎1 (𝑥)𝑦 ′ + 𝑎0 (𝑥)𝑦 = 0 says 𝑦1 and 𝑦1

Step 2 : Then particular solution will be

𝑦𝑝 = 𝑈1 𝑦1 + 𝑈2 𝑦2

Where

𝑈1′ 𝑦1 + 𝑈2′ 𝑦2 = 0
𝐹(𝑥)
𝑈1′ 𝑦1 + 𝑈2′ 𝑦2 =
𝑎2 (𝑥)

Step 3 : Find 𝑈1′ and 𝑈2′ for 𝑈1 and 𝑈2 .

28
MAT203

𝑒𝑥
Example : 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥

Step 1 : 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0

𝑟 2 − 2𝑟 + 1 = 0 𝑟1 = 1 = 𝑟2

𝑦𝐻 = 𝐶1 𝑥𝑒 𝑥 + 𝐶2 𝑒 𝑥 ⇛ 𝑦1 = 𝑥𝑒 𝑥 , 𝑦2 = 𝑒 𝑥

Step 2 : 𝑈1′ 𝑥𝑒 𝑥 + 𝑈2′ 𝑒 𝑥 = 0

𝑒𝑥
𝑈1′ (𝑒 𝑥 + 𝑥𝑒 𝑥 ) + 𝑈2′ 𝑒 𝑥 =
𝑥
0 𝑒𝑥
|𝑒𝑥 | 𝑒2𝑥
𝑒𝑥 0− 1
𝑈1′ = 𝑥
𝑥𝑒 𝑥 𝑒𝑥 = 𝑥
=𝑥 , 𝑈1 = 𝑙𝑛𝑥
| 𝑥 | 𝑥𝑒 2𝑥 −𝑒 2𝑥 −𝑥𝑒 2𝑥
𝑒 +𝑥𝑒 𝑥 𝑒𝑥
𝑥
| 𝑥𝑥𝑒 𝑥 0|
𝑒 2𝑥
𝑒 +𝑥𝑒 𝑒𝑥
𝑈2′ = 𝑥𝑒 𝑥 𝑒𝑥 = −𝑒 2𝑥 = −1 𝑈1,2=This means behand of that to change of to the right sides.
| 𝑥 |
𝑒 +𝑥𝑒 𝑥 𝑒𝑥

𝑈2 = −𝑥
𝑦𝑃 = (𝑙𝑛𝑥)(𝑥𝑒 𝑥 ) + (−𝑥)(𝑒 𝑥 )
1
Example : 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥 = 𝑐𝑜𝑠𝑥

Step 1 : 𝑦 ′′ + 𝑦 = 0

𝑟2 + 1 = 0 𝑟1,2 = ±𝑖

𝑦𝐻 = 𝐶1 𝑠𝑖𝑛𝑥 + 𝐶2 𝑐𝑜𝑠𝑥 ⇛ 𝑦1 = 𝑠𝑖𝑛𝑥 , 𝑦2 = 𝑐𝑜𝑠𝑥

𝑁𝑜𝑡𝑒: ⇛𝐶𝑎𝑠𝑒 3 ⇛ 𝐶1 𝑠𝑖𝑛𝑏𝑥 + 𝐶2 𝑐𝑜𝑠𝑏𝑥

Step 2 : 𝑦𝑝 = 𝑈1 𝑦1 + 𝑈2 𝑦2

Where 𝑈1′ 𝑠𝑖𝑛𝑥 + 𝑈2′ 𝑐𝑜𝑠𝑥 = 0

1
𝑈1′ (𝑐𝑜𝑠𝑥) + 𝑈2′ (𝑠𝑖𝑛𝑥) =
𝑐𝑜𝑠𝑥
0 𝑐𝑜𝑠𝑥
| 1 −𝑠𝑖𝑛𝑥| −1 −1
𝑈1′ = 𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑥 0 = −𝑠𝑖𝑛2 𝑥−𝑐𝑜𝑠2 𝑥 = −1 = 1 ⇛ 𝑈1 = 𝑥
| 1 |
𝑐𝑜𝑠𝑥
𝑐𝑜𝑠𝑥

𝑠𝑖𝑛𝑥 0
|𝑐𝑜𝑠𝑥 1 |
−𝑠𝑖𝑛𝑥 −𝑠𝑖𝑛𝑥
𝑈2′ = |−1|
𝑐𝑜𝑠𝑥
= ⇛ 𝑈2 = ∫ 𝑑𝑥 = ln(|𝑐𝑜𝑠𝑥|)
𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥

𝑦𝑃 = 𝑥𝑠𝑖𝑛𝑥 + ln(|𝑐𝑜𝑠𝑥|) . 𝑐𝑜𝑠𝑥

𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑦𝐻 + 𝑦𝑃

29
MAT203

UNDETERMINED COEFFICIENT METHOD ASISTAN

Example : 𝑦 ′′ − 2𝑦 ′ + 3𝑦 = 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥

1-) 𝑦 ′′ − 2𝑦 ′ + 3𝑦 = 0

𝑦𝐻 =?

𝑟 ′ − 2𝑟 − 3 = 0

𝑟 ′ − 3𝑟 + 𝑟 − 3 = 0 ⇛ 𝑟(𝑟 − 3) + 1(𝑟 − 3) ⇛ (𝑟 + 1)(𝑟 − 3) = 0 ⇛ 𝑟1 = 3 , 𝑟2

= −1

𝑟1 = 3 , 𝑟2 = −1

𝑦𝐻 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 −𝑥

2-) 𝑦𝑝 = ?

𝑦𝑝 = {𝑒 𝑥 , 𝑠𝑖𝑛𝑥, 𝑐𝑜𝑠𝑥}

𝑦𝑝 = 𝐴𝑒 𝑥 + 𝐵𝑠𝑖𝑛𝑥 + 𝐶𝑐𝑜𝑠𝑥

𝑦′𝑝 = 𝐴𝑒 𝑥 + 𝐵𝑐𝑜𝑠𝑥 − 𝐶𝑠𝑖𝑛𝑥

𝑦′′𝑝 = 𝐴𝑒 𝑥 − 𝐵𝑠𝑖𝑛𝑥 − 𝐶𝑐𝑜𝑠𝑥

(𝐴𝑒 𝑥 − 𝐵𝑠𝑖𝑛𝑥 − 𝐶𝑐𝑜𝑠𝑥) − 2(𝐴𝑒 𝑥 + 𝐵𝑐𝑜𝑠𝑥 − 𝐶𝑠𝑖𝑛𝑥) − 3(𝐴𝑒 𝑥 + 𝐵𝑠𝑖𝑛𝑥 + 𝐶𝑐𝑜𝑠𝑥)

⇛ 𝐴𝑒 𝑥 − 𝐵𝑠𝑖𝑛𝑥 − 𝐶𝑐𝑜𝑠𝑥 − 2𝐴𝑒 𝑥 − 2𝐵𝑐𝑜𝑠𝑥 + 2𝐶𝑠𝑖𝑛𝑥 − 3𝐴𝑒 𝑥 − 3𝐵𝑠𝑖𝑛𝑥 − 3𝐶𝑐𝑜𝑠𝑥

⇛ −4𝐴𝑒 𝑥 − 4𝐵𝑠𝑖𝑛𝑥 − 2𝐵𝑐𝑜𝑠𝑥 − 4𝐶𝑐𝑜𝑠𝑥 + 2𝐶𝑠𝑖𝑛𝑥

−4𝐴𝑒 𝑥 + (−4𝐵 + 2𝐶)𝑠𝑖𝑛𝑥 + (−2𝐵 − 4𝐶)𝑐𝑜𝑠𝑥 = 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥

−1
−4𝐴 = 2 ⇛ 𝐴=
2
−4𝐵 + 2𝐶 = −10 ⇛ 𝐵 = 2
−4𝐶 − 2𝐵 = 0 ⇛ 𝐶 = −1
𝑦𝑝 = −1⁄2 𝑒 𝑥 + 2𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥
1
3-) 𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 −𝑥 − 2 𝑒 𝑥 + 2𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥

𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 𝑥 + 1⁄2 𝑥 + 3⁄4

Example : 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 𝑥 ASISTAN

1-) 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 0

𝑦𝐻 =?

𝑟 2 − 3𝑟 + 2 = 0

𝑟 2 − 2𝑟 − 𝑟 + 2 = 0 𝑟1 = 2 , 𝑟2 = 1

30
MAT203

𝑦𝐻 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 𝑥

2-) 𝑦𝑝 = ?

𝑦𝑝 = {𝑥, 1} 𝑦𝑝 = 𝐴𝑥 + 𝐵 𝑦′𝑝 = 𝐴 𝑦′′𝑝 = 0

−3𝐴 + 2𝐴𝑥 + 2𝐵 = 𝑥 + 0

−3𝐴 + 2𝐵 = 0
1
2𝐴 = 1 ⇛ 𝐴 =
2
3 3
2𝐵 = 3𝐴 ⇛ 2𝐵 = ⇛𝐵=
2 4
1 3
3-) 𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑦𝐻 + 2 𝑥 2 − 4 𝑥

Example : 𝑦 ′′ + 𝑦 = 𝑡𝑎𝑛𝑥 Variation of Parameter Method

1-) 𝑦 ′′ + 𝑦 = 0

𝑦𝐻 =?

𝑟2 + 1 = 0

𝑟1 = 𝑖 , 𝑟2 = −𝑖

𝑦𝐻 = 𝐶1 𝑠𝑖𝑛𝑥 + 𝐶2 𝑐𝑜𝑠𝑥

2-) 𝑦𝑝 = ?

𝑦𝑝 = 𝑈1 𝑠𝑖𝑛𝑥 + 𝑈2 𝑐𝑜𝑠𝑥

Where

𝑈1′ 𝑠𝑖𝑛𝑥 + 𝑈2′ 𝑐𝑜𝑠𝑥 = 0

𝑈1′ (𝑐𝑜𝑠𝑥) + 𝑈2′ (𝑠𝑖𝑛𝑥) = 𝑡𝑎𝑛𝑥

0 𝑐𝑜𝑠𝑥
|𝑠𝑖𝑛𝑥 | 𝑠𝑖𝑛𝑥
−𝑠𝑖𝑛𝑥 −𝑐𝑜𝑠𝑥.
𝑈1′ = 𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥 ⇛ 𝑈1′ = 𝑐𝑜𝑠𝑥
= −𝑠𝑖𝑛𝑥
| | −1
𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛𝑥

𝑠𝑖𝑛𝑥 0
| 𝑠𝑖𝑛𝑥 | 𝑠𝑖𝑛2 𝑥
𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛2 𝑥 −1+𝑐𝑜𝑠2 𝑥 −1
𝑈2′ = 𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥 ⇛ 𝑐𝑜𝑠𝑥
= = = 𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠𝑥 = 𝑐𝑜𝑠𝑥 − 𝑠𝑒𝑐𝑥
| | −1 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥
𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛𝑥

Thus,

𝑈1′ = 𝑠𝑖𝑛𝑥 ⇛ 𝑈1 = ∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 = −𝑐𝑜𝑠𝑥

𝑈2′ = 𝑐𝑜𝑠𝑥 − 𝑠𝑒𝑐𝑥 = ∫ 𝑐𝑜𝑠𝑥 − 𝑠𝑒𝑐𝑥 = 𝑠𝑖𝑛𝑥 − ln(𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥)

31
MAT203

Example : 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 𝑥 TUTORIAL

1-) 𝑦𝐻 =?

𝑟 2 − 3𝑟 + 2 = 0 ⇛ (𝑟 − 2)(𝑟 − 1) = 0

𝑟 − 2 − 0 ⇛ 𝑟1 = 2 , 𝑟 − 1 = 0 ⇛ 𝑟2 = 1

𝑦𝐻 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 𝑥

2-) 𝑦𝑝 = ?

𝑦𝑝 = {𝑥, 1} 𝑦𝑝 = 𝐴𝑥 + 𝐵 𝑦′𝑝 = 𝐴 𝑦′′𝑝 = 0

−3(𝐴) + 2(𝐴𝑥 + 𝐵) = 𝑥

2𝐴𝑥 + 2𝐵 − 3𝐴 = 𝑥
1 3
𝐴= 𝐵=
2 4

1 3
3-) 𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 𝑥 + 2 𝑥 + 4

𝑐𝑜𝑠𝑥
Example : 𝑦 ′′ + 𝑦 = 𝑠𝑖𝑛𝑥

𝑦𝐻 =? 𝑦 ′′ + 𝑦 = 0

𝑟2 + 1 = 0

𝑟1,2 = ±𝑖

𝑦𝐻 = 𝑈1 𝑠𝑖𝑛𝑥 + 𝑈2 𝑐𝑜𝑠𝑥

𝑈1′ 𝑠𝑖𝑛𝑥 + 𝑈2′ 𝑐𝑜𝑠𝑥 = 0

𝑐𝑜𝑠𝑥
𝑈1′ (𝑐𝑜𝑠𝑥) + 𝑈2′ (𝑠𝑖𝑛𝑥) =
𝑠𝑖𝑛𝑥
𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
| | = −𝑠𝑖𝑛2 𝑥 − 𝑐𝑜𝑠 2 𝑥 = −1
𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛𝑥
0 𝑐𝑜𝑠𝑥
|𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛𝑥| 𝑐𝑜𝑠2 𝑥
𝑈1′ = 𝑠𝑖𝑛𝑥
=
−1 𝑠𝑖𝑛𝑥

𝑐𝑜𝑠2 𝑥
𝑈1 = ∫ 𝑑𝑥 ⇛ 𝑠𝑖𝑛2𝑥 = 2 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥 ⇛ 𝑐𝑜𝑠2𝑥 = 2 𝑐𝑜𝑠 2 𝑥 − 1
𝑠𝑖𝑛𝑥

𝑠𝑖𝑛𝑥 0
|𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥|

𝑈2′ = 𝑠𝑖𝑛𝑥
= −𝑐𝑜𝑠𝑥
−1

𝑈2 = ∫ −𝑐𝑜𝑠𝑥 𝑑𝑥 = 𝑠𝑖𝑛𝑥

32
MAT203

Example : 𝑦 ′v − 𝑦 ′′ = 𝑒 3𝑥

𝑦𝐻 =? 𝑟 4 − 𝑟 2 = 0 , 𝑟 2 (𝑟 2 − 1) = 0

𝑟1 = 0 , 𝑟2 = 0 , 𝑟3 = −1 , 𝑟4 = 1

𝑦𝐻 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑒 −𝑥 + 𝐶4 𝑒 𝑥

𝑦𝑃 = {𝑒 3𝑥 } 𝑦′𝑃 = 3𝐴𝑒 3𝑥 𝑦𝑝′′ = 9𝐴𝑒 3𝑥 𝑦𝑝′′′ = 27𝐴𝑒 3𝑥 𝑦𝑝′v =

81𝐴𝑒 3𝑥

81𝐴𝑒 3𝑥 − 9𝐴𝑒 3𝑥 = 𝑒 3𝑥 72𝐴𝑒 3𝑥 = 𝑒 3𝑥

1
𝐴=
72
𝑦𝑔 = 𝑦𝐻 + 𝑦𝑃

1 3𝑥
𝑦𝑔 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑒 −𝑥 + 𝐶4 𝑒 𝑥 + 𝑒
72
Examples : ASISTAN

1-) 3𝑦 ′′ + 𝑦 ′ − 2𝑦 = 2𝑐𝑜𝑠𝑥

2-) 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 3𝑒 𝑥 − 10 cos 3𝑥 𝑦(0) = 1 , 𝑦 ′ (0) = 2

Answers

1-) 3𝑟 2 + 𝑟 − 2 = 0

3𝑟 2 + 3𝑟 − 2𝑟 − 2 = 0

3𝑟(𝑟 + 1) − 2(𝑟 + 1) = 0

𝑟 = 2⁄3 , 𝑟 = −1
2⁄ 𝑥
𝑦𝐻 = 𝐶1 𝑒 3 + 𝐶2 𝑒 −𝑥

𝑦𝑃 = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 𝑦′𝑃 = −𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥 𝑦𝑝′′ = −𝐴𝑐𝑜𝑠𝑥 − 𝐵𝑠𝑖𝑛𝑥

3(−𝐴𝑐𝑜𝑠𝑥 − 𝐵𝑠𝑖𝑛𝑥) + (−𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥)

− 2(𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥) = 2𝑐𝑜𝑠𝑥

−5𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑐𝑜𝑠𝑥 = 2 x5
İf there is ”cos” particular
solution “+” we will be added to
−𝐴𝑠𝑖𝑛𝑥 − 5𝐵𝑠𝑖𝑛𝑥 = 0 x1
“sin”.
−25𝐴 + 5𝐵 = 10

−𝐴 − 5𝐵 = 0 Else if there is ”sin” we will be

−5 added to “cos”.
−26𝐴 = 10 𝐴= 13

33
MAT203

−5 1 5
− 5𝐵 = 0 = 5𝐵 𝐵 = 13
13 13

5 1
𝑦𝑃 = − 13 𝑐𝑜𝑠𝑥 + 13 𝑠𝑖𝑛𝑥
2⁄ 𝑥 5 1
𝑦𝑔 = 𝐶1 𝑒 3 + 𝐶2 𝑒 −𝑥 − 13 𝑐𝑜𝑠𝑥 + 13 𝑠𝑖𝑛𝑥

2-) 𝑟 2 − 3𝑟 + 2 = 0
𝑟 2 − 2𝑟 − 𝑟 + 2 = 0
𝑟(𝑟 − 2) − 1(𝑟 − 2) = 0
𝑟=1 , 𝑟=2

𝑦𝐻 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥
𝑦𝑃 = 𝐴𝑒 𝑥 + 𝐵𝑐𝑜𝑠3𝑥 + 𝐶𝑠𝑖𝑛3𝑥
𝑦′𝑃 = 𝐴𝑒 𝑥 − 3𝐵𝑠𝑖𝑛3𝑥 + 3𝐶𝑐𝑜𝑠3𝑥
𝑦𝑝′′ = 𝐴𝑒 𝑥 − 9𝐵𝑐𝑜𝑠3𝑥 − 9𝐶𝑐𝑜𝑠3𝑥

(𝐴𝑒 𝑥 − 9𝐵𝑐𝑜𝑠3𝑥 − 9𝐶𝑐𝑜𝑠3𝑥)

−3(𝐴𝑒 𝑥 − 3𝐵𝑠𝑖𝑛3𝑥 + 3𝐶𝑐𝑜𝑠3𝑥)

+2(𝐴𝑒 𝑥 + 𝐵𝑐𝑜𝑠3𝑥 + 𝐶𝑠𝑖𝑛3𝑥)

= 3𝑒 𝑥 − 10 cos 3𝑥

−7𝐵 − 9𝐶 = −10 9𝐵 − 7𝐶 = 0

𝐵 = 7⁄13 , 𝐶 = 9⁄13

𝑦𝑃 = 7⁄13 𝑐𝑜𝑠3𝑥 + 9⁄13 𝑠𝑖𝑛3𝑥

𝑦(𝑥) = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 + 7⁄13 𝑐𝑜𝑠3𝑥 + 9⁄13 𝑠𝑖𝑛3𝑥

𝑦′(𝑥) = 𝐶1 𝑒 𝑥 + 2𝐶2 𝑒 2𝑥 − 21⁄13 𝑠𝑖𝑛3𝑥 + 27⁄13 𝑐𝑜𝑠3𝑥

𝐶1 + 𝐶2 + 7⁄13 = 1 𝐶1 + 𝐶2 = 6⁄13 𝐶1 + 2𝐶2 + 27⁄13 = 2

𝐶1 + 2𝐶2 = −1⁄13 𝐶1 + 𝐶2 = 6⁄13 𝐶2 = −7⁄13

𝐶1 − 7⁄13 = 6⁄13 𝐶1 = 1

𝑦(𝑥) = 𝑒 𝑥 − 7⁄13 𝑒 2𝑥 + 7⁄13 𝑐𝑜𝑠3𝑥 + 9⁄13 𝑠𝑖𝑛3𝑥

CAUCHY - EULER DE

An equation of the form

𝑎𝑛 𝑋 𝑛 y (n) + 𝑎𝑛−1 X n−1 y (n−1) (x) + ⋯ + 𝑎1 X y ′ + 𝑎0 y = F(x)

is called CAUCHY - EULER DE.

34
MAT203

SOLUTION OF CAUCHY - EULER DE

𝑑
Let 𝐷1 = 𝑑𝑡 and 𝑥 = 𝑒 𝑡 .Then

Substitute ;

𝑥𝑦 ′ = 𝐷1
𝑥 2 𝑦 ′′ = 𝐷1 (𝐷1 − 1)
𝑥 3 𝑦 ′′′ = 𝐷1 (𝐷1 − 1)(𝐷1 − 2)
.
.
.
𝑥 𝑛 𝑦 𝑛 = 𝐷1 (𝐷1 − 1) … (𝐷1 − (𝑛 − 1))

Where 𝑥 = 𝑒 𝑡

Them into equation to have constant coefficient DE.

EXAMPLE:

𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 𝑥 2

𝐷1 (𝐷1 − 1) − 𝐷1 + 1 = 𝑒 2𝑡

𝐷12 − 2𝐷1 + 1 = 𝑒 2𝑡 (𝑧 ′′ − 2𝑧 ′ + 𝑧 = 𝑒 2𝑡 )

UNDETERMINED COEFFICIENT METHOD

𝑧 ′′ − 2𝑧 ′ + 𝑧 = 0 𝑒 2𝑡 = (𝑒 𝑡 )2 = 𝑥 2

𝑟 2 − 2𝑟 + 1 = 0
𝑟1 = 𝑟2 = 1

𝑧𝐻 = 𝐶1 𝑒 𝑡 + 𝐶2 𝑡𝑒 𝑡
𝑧𝑃 = {𝑒 2𝑡 }
𝑧𝑃 = 𝐴𝑒 2𝑡
𝑧′𝑃 = 2𝐴𝑒 2𝑡
𝑧𝑝′′ = 4𝐴𝑒 2𝑡

4𝐴𝑒 2𝑡 − 4𝐴𝑒 2𝑡 + 𝐴𝑒 2𝑡 = 𝑒 2𝑡 ⇛ 𝐴 = 1
𝑧𝑔 = 𝐶1 𝑒 𝑡 + 𝐶2 𝑡𝑒 𝑡 + 𝑒 2𝑡

𝑦𝑔 = 𝐶1 𝑥 + 𝐶2 (𝑙𝑛𝑡)𝑥 + 𝑥 2

EXAMPLE:

𝑥 2 𝑦 ′′ − 𝑦 = 𝑥

𝐷1 (𝐷1 − 1) − 1 = 0

𝐷12 − 𝐷1 − 1 = 0 (𝑧 ′′ − 𝑧 ′ − 𝑧 = 0)

∆= 1 + 4.1.1 = √5

35
MAT203

1 + √5 1 − √5
𝑟1 = , 𝑟2 =
2 2
1+√5 1−√5 1+√5 1−√5
𝑡 𝑡
𝑍(𝑡) = 𝐶1 𝑒 2 + 𝐶2 𝑒 2 = 𝐶1 (𝑒 𝑡 ) 2 + 𝐶2 (𝑒 𝑡 ) 2

1+√5 1−√5
𝑦(𝑥) = 𝐶1 𝑥 2 + 𝐶2 𝑥 2

EXAMPLE:

𝑥 3 𝑦 ′′′ − 𝑥 2 𝑦 ′ + 2𝑥𝑦 ′ − 2𝑦 = 0

Solution :
𝑑
𝐷1 =
𝑑𝑡
𝑥𝑦 ′ = 𝐷1
𝑥 2 𝑦 ′′ = 𝐷1 (𝐷1 − 1)
𝑥 3 𝑦 ′′′ = 𝐷1 (𝐷1 − 1)(𝐷1 − 2)

𝐷1 (𝐷1 − 1)(𝐷1 − 2) − 𝐷1 (𝐷1 − 1) + 2𝐷1 − 2 = 0

𝐷13 − 2𝐷12 − 𝐷12 + 2𝐷1 + 𝐷1 + 2𝐷1 − 2 = 0

𝐷13 − 4𝐷12 + 5𝐷1 − 2 = 0 (𝑧 ′′′ − 4𝑧 ′′ + 5𝑧 ′ − 2𝑧 = 0)

𝑟 3 − 4𝑟 2 + 5𝑟 − 2 = 0 𝑟 3 − 4𝑟 2 + 5𝑟 − 2 𝑟−1
(𝑟 − 1)(𝑟 2 − 3𝑟 + 2) = 0
−𝑟 3 − 𝑟 2 𝑟2 − 3r + 2
(𝑟 − 1)(𝑟 − 2)(𝑟 − 1) = 0 2
𝑟1 = 1 , 𝑟2 = 1 , 𝑟3 = 2 −3𝑟 + 5𝑟 − 2
2
−3𝑟 + 3𝑟
𝑍𝑔 = 𝐶1 𝑒 𝑡 + 𝐶2 𝑡𝑒 𝑡 + 𝐶3 𝑒 2𝑡 2𝑟 − 2
⇛ 𝑦𝑔 = 𝐶1 𝑥 + 𝐶2 (𝑙𝑛𝑥). 𝑥 + 𝐶3 𝑥 2 −2𝑟 − 2
0

LAPLACE TRANSFORM

Deffinition : Let f be a Function of t defined on t > 0, the Laplace transform of f, devoted by

ℒ {𝑓(𝑡)} an by 𝐹(𝑠) is defined by the equation
∞
ℒ {𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡

Whenever integral exists.

Derivative
∞ ∞
1 1 ∞ 1
ℒ {1} = ∫ 𝑒 −𝑠𝑡 1𝑑𝑡 = = ∫ 𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 | = 0
𝑠 𝑠 0 𝑠
0 0
∞ ∞
𝑡} −𝑠𝑡 𝑡
1 1 ∞ 1 1
ℒ{𝑒 =∫𝑒 𝑒 𝑑𝑡 = = ∫ 𝑒 𝑡(1−𝑠) 𝑑𝑡 = 𝑒 −𝑡(−1+𝑠) | = 0 − =
𝑠−1 1−𝑠 0 1−𝑠 𝑠−1
0 0

36
MAT203

LAPLACE TABLE

𝑓(𝑡) ℒ{𝑓(𝑡1 )}
1
1
𝑠
𝐴
𝐶𝜖𝑅
𝑠
𝑛!
𝑡 𝑛 , 𝑛𝜖𝑁
𝑠 𝑛+1
1
𝑒 𝐴𝑡
𝑠−𝐴
𝐴2
sin 𝐴𝑡
𝑠 2 + 𝐴2
𝑠
cos 𝐴𝑡
𝑠 + 𝐴2
2

EXAMPLE: ℒ = {𝑠𝑖𝑛3𝑡}
3
⇛
𝑠2 +𝑎
ℒ = {𝑒 −5𝑡 }
1
⇛
𝑠+5
ℒ = {𝑡 3 }
3! 6
⇛ 4
= 4
𝑠 𝑠
Properties of Laplace Transform

THEOREM (THM 1) : Laplace transform is linear operator.

ℒ{𝑎𝑓(𝑡) + 𝑏𝑔(𝑡)} = 𝑎ℒ{𝑓(𝑡)} + 𝑏ℒ{𝑔(𝑡)}

𝑎 ,𝑏 𝜖 𝑅

EXAMPLE: ℒ{3𝑡 + 𝑠𝑖𝑛𝑡}

1 1
3ℒ{𝑡} + ℒ{𝑠𝑖𝑛𝑡} = 3. +
𝑠2 𝑠2 + 1
∞ ∞ ∞

∫(𝑎𝑓(𝑡) + 𝑏𝑔(𝑡)) 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑎 ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 + 𝑏 ∫ 𝑔(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡

0 0 0

37
MAT203

THEOREM (THM 2) :Let 𝐹(𝑡) has Laplace transform and ℒ{𝑓(𝑡)} = 𝐹(𝑠)

Then, ℒ{𝑒 𝑎𝑡 𝑓(𝑡) = 𝐹(𝑠 − 𝑎)}

1 1
EXAMPLE: ℒ{𝑒 2𝑡 . 𝑠𝑖𝑛𝑡} = (𝑠−2)2 +1 = 𝑠2 +4𝑠+5

1
ℒ{𝑠𝑖𝑛𝑡} = 𝑠2 +1 = 𝐹(𝑠) 𝐹(𝑠 − 2)
6
EXAMPLE: ℒ{𝑒 −𝑡 𝑡 3 } = (𝑠+1)4

6
ℒ{𝑡 3 } = 𝑠4 = 𝐹(𝑠) 𝐹(𝑠 − (−1)) = 𝐹(𝑠 + 1)

THEOREM (THM 3) : Let 𝐹(𝑡) has Laplace transform and ℒ{𝑓(𝑡)} = 𝐹(𝑠)

𝑛
𝑑𝑛 𝐹 2
ℒ{𝑡 𝑓(𝑡)} = (−1)
𝑑𝑠 𝑛
EXAMPLE: ℒ −1 {𝑡 3 𝑒 −𝑡 }

1 𝑑3𝐹
ℒ −1 {𝑒 −𝑡 } = = 𝐹(𝑠) 𝑛=3⇛ =?
𝑠+1 𝑑𝑠 3
𝑑𝐹 −1 𝑑3 𝐹 2 𝑑3𝐹 −6
= , = , =
𝑑𝑠 (𝑠 + 1)2 𝑑𝑠 3 (𝑠 + 1)3 𝑑𝑠 3 (𝑠 + 1)4
−6 6
ℒ{𝑡 3 𝑒 −𝑡 } = (−1)3 ( 4
)=
(𝑠 + 1) (𝑠 + 1)4

Definition : Let 𝑓 has Laplace transform with ℒ{𝑓(𝑡)} = 𝐹(𝑠)

Then, ℒ −1 of 𝑓(𝑡) is exists and ℒ −1 {𝑓(𝑠)} = 𝑓(𝑡).

1
EXAMPLE: ℒ −1 {𝑠2 } = 𝑡 2
2
ℒ{𝑠𝑖𝑛2𝑡} = 𝑠2 +4
1
ℒ −1 {𝑠+4} = 𝑒 −4𝑡

1 1
ℒ −1 { } = 𝑠𝑖𝑛2𝑡
𝑠2 +4 2

1 1
ℒ −1 {(𝑠−1)3 } = 2 𝑒 𝑡 . 𝑡 2

𝑠
ℒ −1 {𝑠2 +5} = 𝑐𝑜𝑠√5 𝑡

1 1 1
ℒ −1 {𝑠2 −2𝑠+2} = 𝐿−1 {(𝑠+1)2 +1} = 2 𝑒 𝑡 − 𝑠𝑖𝑛𝑡

1
Similar to ℒ −1 {𝑠2 +1} = 𝑠𝑖𝑛𝑡

38
MAT203

CAUCHY EULER ASISTAN

𝑥 2 𝑦 ′′ + 𝑦 ′ + 𝑦 = 𝑙𝑛𝑥

𝑖 = √−1
𝐷1 (𝐷1 − 1) + 𝐷1 + 1 = 𝑡 𝑟 2 = −1
𝑟 = ±√−1
𝐷12 − 𝐷1 + 𝐷1 + 1 = 𝑡
𝑟1 = 𝑖 , 𝑟2 = −𝑖
𝐷12 + 1 = 𝑡

𝑟2 + 1 = 0 , 𝑟 = 𝑖 𝑜𝑟 – 𝑖

𝑦𝐻 = 𝐶1 𝑠𝑖𝑛𝑡 + 𝐶2 𝑐𝑜𝑠𝑡

𝑦𝑃 = [𝑡, 1]
𝑦𝑃 = 𝐴𝑡 + 𝐵
𝑦𝑝′ = 𝐴
𝑦𝑝′′ = 0
𝐴𝑡 + 𝐵 + 𝐴 = 𝑡
𝐴 = 1 , 𝐴 + 𝐵 = 0 , 𝐵 = −1

𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 𝑠𝑖𝑛𝑡 + 𝐶2 𝑐𝑜𝑠𝑡 + 𝐴𝑡 − 1

𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝐶1 sin(𝑙𝑛𝑥) + 𝐶2 cos(𝑙𝑛𝑥) + 𝐴𝑙𝑛𝑥 − 1

LAPLACE
1
ℒ{1} =
𝑠
1 1
ℒ{𝑒 −𝑎𝑡 } = ⇌ ℒ{𝑒 𝑎𝑡 } =
𝑠+𝑎 𝑠−𝑎
𝑎
ℒ{𝑠𝑖𝑛 𝑎𝑡} = 2
𝑠 + 𝑎2
𝑠
ℒ{𝑐𝑜𝑠 𝑎𝑡} = 2
𝑠 + 𝑎2
𝑛!
ℒ{𝑡 𝑛 } =
𝑠 𝑛+1
ℒ {𝑦′} = 𝑠ℒ{𝑦} − 𝑦(0)

ℒ{𝑦′′} = 𝑠 2 ℒ{𝑦} − 𝑠𝑦(0) − 𝑦 ′ (0)

ℒ{𝑦′′′} = 𝑠 3 ℒ{𝑦} − 𝑠 2 𝑦(0) − 𝑠𝑦 ′ (0) − 𝑦′′(0)

𝑦 ′′ + 𝑦 ′ = 𝑒 −𝑡 + 1 , 𝑦(0) = 0 , 𝑦 ′ (0) = 1
1 1
𝑠 2 ℒ{𝑦} − 𝑠𝑦(0) − 𝑦 ′ (0) + 𝑠ℒ{𝑦} − 𝑦(0) = +
𝑠+1 𝑠
𝑠+𝑠+1
[𝑠 2 ℒ{𝑦} − 1 + 𝑠ℒ{𝑦}] =
𝑠(𝑠 + 1)
39
MAT203

𝑠+𝑠+1
ℒ{𝑦} (𝑠 2 + 𝑠) = 𝑠(𝑠+1) + 1 ASISTAN

𝑠+𝑠+1+𝑠(𝑠+1)
ℒ{𝑦} (𝑠 2 + 𝑠) = 𝑠(𝑠+1)

𝑠+𝑠+1+𝑠(𝑠+1)
ℒ{𝑦} = 𝑠2 (𝑠+1)2

𝑠2 +3𝑠+1
ℒ{𝑦} = 𝑠2 (𝑠+1)2

𝑠2 +3𝑠+1 𝐴 𝐵 𝐶 𝐷
= 𝑠 + 𝑠2 + 𝑠+1 + (𝑠+1)2
𝑠2 (𝑠+1)2

𝑠2 +3𝑠+1 𝐴𝑠3 +2𝐴𝑠2 +𝐴𝑠+𝐵𝑠2 +2𝐵𝑠+𝐶𝑠3 +𝐶𝑠2 +𝐷𝑠2

=
𝑠2 (𝑠+1)2 𝑠2 (𝑠+1)2

𝐴+2 =3⇛ 𝐴 = 1
𝐴 + 𝐶 = 0 ⇛ 𝐶 = −1
2 + 1 − 1𝐷 = 1 ⇛ 𝐷 = −2

𝑠3 / 𝐴 + 𝐶 = 0

𝑠 2 / 2𝐴 + 𝐵 + 𝐶 + 𝐷 = 1

𝑠1 / 𝐴 + 2𝐵 = 3

𝑠0 / 𝐵 = 1
1 1 1 1
ℒ{𝑦} = + 2− −
𝑠 𝑠 𝑠 + 1 (𝑠 + 1)2
𝑦 = 1 + 𝑡 − 𝑒 −𝑡 − 𝑡𝑒 −𝑡
𝑠
EXAMPLE:ℒ −1 {𝑠2 −4𝑠+13}
Remember That
𝑠 𝑠−2 2
ℒ −1 {(𝑠+2)2 +9} ⇛ ℒ −1 {(𝑠−2)2 +9} − 2ℒ −1 {(𝑠−2)2 +9} 1𝑠 2 − 4𝑠 + 13 = 0
∆= 16 − 4.13.1 = −< 0
𝑠 2 (𝑠−2)+2 𝑁𝑜 𝑟𝑒𝑒𝑙 𝑟𝑜𝑜𝑡
= (𝑠−2)2 +9 = (𝑠−2)2 +9 𝑏
𝑠2 −4𝑠+13
2 2𝑡 𝑠−2 2
ℒ{𝑒 𝑎𝑡 𝑠𝑖𝑛𝑏𝑡} = (𝑠−𝑎)2 +𝑏2 ;
= 𝑒 2𝑡 𝑐𝑜𝑠3𝑡 + 𝑒 𝑠𝑖𝑛3𝑡 ⇛ (𝑠−2)2 +9
+ (𝑠−2)2 +9 𝑠−𝑎
3
ℒ{𝑒 𝑎𝑡 𝑐𝑜𝑠𝑏𝑡} = (𝑠−𝑎)2 +𝑏2
𝑠
EXAMPLE:ℒ −1 {𝑠2 −4𝑠+13}

1 1 1
ℒ −1 {𝑠2 −3𝑠+2} = ℒ −1 {(𝑠−2)} − ℒ −1 {𝑠−1} = 𝑒 2𝑡 − 𝑒 𝑡

1 1 𝐴 𝐵 1 1
= (𝑠−2)(𝑠−1) = 𝑠−2 + 𝑠+1 = 𝑠−2 − 𝑠−1
𝑠2 −3𝑠+2

𝐴(𝑠 − 1) + 𝐵(𝑠 − 2) = 1
𝑠 = 1 ⇛ −𝐵 = 1 ⇛ 𝐵 = −1
𝑠=2⇛ 𝐴=1

40
MAT203

Remember That

Where degree of numerator < degree of numerator 𝑎1 , … 𝑎𝑛 , 𝑏1 , 𝑐1 , 𝑑1 , … , 𝑑𝑘 ∈ ℝ

𝑥+1 𝐴𝑥+𝐶 𝐵
EXAMPLE: Particularly (𝑥 2 +𝑥+1)(𝑥−1) = 𝑥 2 +𝑥+1 + 𝑥−1

Partial fraction Decomposition

𝑓(𝑥)
(𝑥−𝑎)𝑛 (𝑥−𝑏)(𝑥−𝑐)(𝑥−𝑑)𝑘
𝑎1 𝑎2 𝑛 𝑎1 1 𝑏 1𝑐 2 𝑑 𝑑 𝑘 𝑑
⇛ (𝑥−𝑎) + (𝑥−𝑎)2 + ⋯ + (𝑥−𝑎)𝑛
+ (𝑥−𝑏) + (𝑥−𝑐) + (𝑥−𝑑) + (𝑥−𝑑)2
+ ⋯ + (𝑥−𝑑)𝑘

𝑠+1
EXAMPLE: ℒ −1 {(𝑠−1)(𝑠2 +3𝑠)}

Solution :
1 1 1
−𝑠 −2 1 1 1
ℒ −1 { 2 } + ℒ −1 { } + ℒ −1 { } = 𝑒 𝑡 − − 𝑒 −3𝑡
𝑠−1 𝑠 𝑠+3 2 3 6
𝑠+1 𝐴 𝐵 𝐶
= + +
(𝑠 − 1)𝑠(𝑠 + 3) 𝑠 − 1 𝑠 𝑠 + 3

𝐴(𝑠)(𝑠 + 3) + 𝐵(𝑠 − 1)(𝑠 + 3) + 𝐶(𝑠)(𝑠 − 1) = 𝑠 + 1

1
𝑠 = 0 ⇛ −3𝐵 = 1 ⇛ 𝐵 = −
3
1
𝑠 = 1 ⇛ 4𝐴 = 2 ⇛ 𝐴 =
2
1
𝑠 = −3 ⇛ 12𝐶 = −2 ⇛ 𝐶 = −
6
∞ ∞
′𝑒 −𝑠𝑡 ∞
ℒ{𝑦 ′ } = ∫ 𝑦 𝑑𝑡 = 𝑒 −𝑠𝑡 . 𝑦 | + +𝑠 ∫ 𝑦𝑒 −𝑠𝑡 𝑑𝑡
0
0 0

𝑑𝑣 = 𝑦 ′ 𝑑𝑡 ⇛ 𝑣 = 𝑦 ⇛ −𝑦(0) + 𝑠ℒ{𝑦}
𝑈 = 𝑒 −𝑠𝑡
𝑑𝑢
= −𝑠𝑒 −𝑠𝑡
𝑑𝑡
ℒ{𝑦 ′ } = 𝑠ℒ{𝑦} − 𝑦(0)
∞
ℒ{𝑦 ′′ } = ∫0 𝑦 ′′ 𝑒 −𝑠𝑡 𝑑𝑡
𝑑𝑣 = 𝑦 ′′ 𝑑𝑡 → 𝑣 = 𝑦 ′
∞ ∞
𝑈 = 𝑒 −𝑠𝑡 = 𝑦 ′ . 𝑒 −𝑠𝑡 | + 𝑠 ∫0 𝑦 ′ 𝑒 −𝑠𝑡 𝑑𝑦
0
∞
𝑦 ′ . 𝑒 −𝑠𝑡 | + 𝑠[𝑠ℒ{𝑦} − 𝑦(0)] ⇛ −𝑦 ′ (0) + 𝑠 2 ℒ{𝑦} − 𝑠𝑦(0) ⇛ 𝑠 2 ℒ{𝑦} − 𝑠𝑦(0) − 𝑦 ′ (0)
0
By induction : ℒ{𝑦 (𝑛) } = 𝑠 𝑛 ℒ{𝑦} − 𝑠 𝑛−1 (𝑦(0)) − 𝑠 𝑛−1 𝑦 ′ (0) − ⋯ − 𝑦 𝑛−1 (0)

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EXAMPLE: 𝑦 ′ = 𝑒 −𝑡 , 𝑦(0) = 1 , 𝑦 ′ (0) = 1

ℒ{𝑦′} = ℒ{𝑒 −𝑡 }
1
𝑠ℒ{𝑦} − 1 =
𝑠+1
1 𝑠+2 1 𝑠+2 𝑠+2 𝐴 𝐵
𝑠ℒ{𝑦} = + 1 , ℒ −1 { } , ℒ{𝑦} = [ ] , = +
𝑠+1 𝑠(𝑠 + 1) 𝑠 𝑠+1 𝑠(𝑠 + 1) 𝑠 𝑠 + 1
2 (−1) 2 (−1)
ℒ −1 { + } = ℒ −1 { } + ℒ { } = 2 − 𝑒 −𝑡
𝑠 𝑠+1 𝑠 𝑠+1

𝑦𝑔 (𝑡) = 2 − 𝑒 −𝑡 ⇛ 𝑦 ′ 𝑔 = 𝑒 −𝑡

EXAMPLE: 𝑦 ′′ + 𝑦 = 1 , 𝑦(0) = 1 , 𝑦 ′ (0) = −1

1
ℒ{𝑦 ′′ } = 𝑠 2 ℒ{𝑦} − 𝑠 + 1 , ℒ{1} = 𝑠 , ℒ{𝑦} = ℒ{𝑦}

1
𝑠 2 ℒ{𝑦} + ℒ{𝑦} − 𝑠 + 1 =
𝑠
1 𝑠(𝑠 − 1) + 1 𝑠 2 − 𝑠 + 1
(𝑠 2 + 1)ℒ{𝑦} = +𝑠−1= =
𝑠 𝑠 𝑠
𝑠2 − 𝑠 + 1 (𝑠 2 + 1) − 𝑠 (𝑠 2 + 1) 𝑠
ℒ −1 { 2
} = ℒ −1
{ 2
} = ℒ −1
{ 2
− 2
}
(𝑠)(𝑠 + 1) 𝑠(𝑠 + 1) 𝑠(𝑠 + 1) 𝑠(𝑠 + 1)

−1
(𝑠 2 + 1) 𝑠
⇛ℒ { 2 } − ℒ −1 { 2 } = 1 − 𝑠𝑖𝑛𝑡
𝑠(𝑠 + 1) 𝑠(𝑠 + 1)

𝑦𝑔 (𝑡) = 1 − 𝑠𝑖𝑛𝑡

EXAMPLE: 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 1 , 𝑦(0) = 0 , 𝑦 ′ (0) = 1

Solution :ℒ{𝑦 ′′ } + 3 ℒ{𝑦 ′ } + 2 ℒ{𝑦} = ℒ{𝑦}

1
𝑠 2 ℒ{𝑦} − 𝑠. 0 − 1 + 3(𝑠ℒ{𝑦}) + 2ℒ{𝑦} = 𝑠

1 𝑠+1
(𝑠 2 + 3𝑠 + 2)ℒ{𝑦} = + 1 =
𝑠 𝑠

𝑠+1 𝑠+1
ℒ{𝑦} = 𝑠(𝑠2 +3𝑠+2) = 𝑠(𝑠+2)(𝑠+1)

1 1 𝐴 𝐵
ℒ{𝑦} = 𝑠(𝑠+2) ⇛ = 𝑠 + 𝑠+2 ⇛ 𝐴(𝑠 + 2) + 𝐵𝑠 = 1
𝑠(𝑠+2)

1 1
𝐿𝑒𝑡 𝑠 = 0 ⇛ 𝐴 = 2 ⇛ 𝑠 − 2 ⇛ 𝐵 = − 2
1 1
1 1
ℒ −1 { 2𝑠 } + ℒ −1 { 𝑠+2
2
} 𝐴𝑛𝑠𝑤𝑒𝑟 ∶ 𝑦𝑔 (𝑡) = 2 − 2 𝑒 −2𝑡

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MAT203

EXAMPLE: 𝑦 ′′ + 𝑦 = 𝑡 , 𝑦(0) = 1 , 𝑦 ′ (0) = 0

1
Solution : 𝑠 2 ℒ{𝑦} − 𝑠 + ℒ{𝑦} = 𝑠2

1
(𝑠 2 + 1)ℒ{𝑦} = +𝑠
𝑠2
1 𝑠
ℒ{𝑦} = +
𝑠 2 (𝑠 2 + 1) 𝑠2 +1
𝑠
ℒ −1 { 2 } = 𝑐𝑜𝑠𝑡
𝑠 +1
𝑠 −1
ℒ −1 { 2 } + ℒ −1 { 2 } = 𝑡 − 𝑠𝑖𝑛𝑡
𝑠 𝑠 +1
1 𝐴 𝐵 𝐶𝑠 + 𝐷
+ += ⇛ 𝐴𝑠(𝑠 2 + 1) + 𝐵(𝑠 2 + 1) + 𝑠 2 (𝐶𝑠 + 𝐷) = 1
𝑠 2 (𝑠 2 + 1) 𝑠 𝑠 2 𝑠 2 + 1
⇛ 𝐴𝑠 3 + 𝐴𝑠 + 𝐵𝑠 2 + 𝐵 + 𝐶𝑠 3 + 𝐷𝑠 2 = 1

𝐴 + 𝐶 = 0 , 𝐴 = 0 ⇛ 𝐶 = 0 , ⇛ 𝐵 + 𝐷 = 0 ⇛ 𝐷 = −1

𝑠 = 0⇛𝐵 = 1, 𝑠 = 1 ⇛ 2𝐴 + 2𝐵 + 𝐶 + 𝐷 = 1

𝑦𝑔𝑒𝑛𝑒𝑟𝑎𝑙 = 𝑐𝑜𝑠𝑡 − 𝑠𝑖𝑛𝑡 + 𝑡

EXAMPLE:
10
ℒ −1 { }
𝑠(𝑠 2 − 𝑠 − 2)
10
𝑖𝑓 ℒ{𝑦} = , 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑤𝑖𝑙𝑙 𝑏𝑒
𝑠(𝑠 2 − 𝑠 − 2)
10 10
10 −5 6
ℒ −1
{ 2 −1 −1
}=ℒ { }+ℒ { }+ℒ { 3 }
−1
𝑠(𝑠 − 𝑠 − 2) 𝑠 𝑠−2 𝑠+1

10 10 𝐴 𝐵 𝐶
= = + +
𝑠(𝑠 2 − 𝑠 − 2) 𝑠(𝑠 − 2)(𝑠 + 1) 𝑠 𝑠 − 2 𝑠 + 1
𝐴(𝑠 − 2)(𝑠 + 1) + 𝐵𝑠(𝑠 + 1) + 𝐶𝑠(𝑠 − 2) = 10

𝑠 = 0 ⇛ −2𝐴 = 10 ⇛ 𝐴 = −5
10
𝑠 = −1 ⇛ 3𝐶 = 10 ⇛ 𝐶 =
3
10
𝑠 = 2 ⇛ 6𝐵 = 10 ⇛ 𝐵 =
6

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MAT203

1
EXAMPLE: 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 4𝑦 = 𝑥 , (𝑥 ≠ 0) is given

a-) Find solutions of corresponding homogeneous equation;

𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 4𝑦 = 0

𝐷1 (𝐷1 − 1) + 𝐷1 + 4 = 0

𝐷12 − 4 = 0 (𝑧 ′′ − 4𝑧 ⇛ 0)

𝑑 2 − 4 = 0 ⇛ 𝑑1 = 2 , 𝑑1 = −2

𝑧𝑔 = 𝐶1 𝑒 2𝑡 + 𝐶2 𝑒 −2𝑡

𝑦𝑔 = 𝐶1 𝑥 2 + 𝐶2 𝑥 −2 𝑦1 = 𝑥 2 , 𝑦2 = 𝑥 −2

b-) Solve it by Variation of parameter method.

𝑈1′ 𝑥 2 + 𝑈2′ 𝑥 −2 = 0
1
−2 1 1 1 1
𝑈1′ (2𝑥) + 𝑈2′ ( 3 ) = 3 = 𝑥2 = . 2 = 3
𝑥 𝑥 𝑥 𝑥 𝑥 𝑥
1
𝑥2
∆= | 𝑥 2 | = −2 − 2 = − 4
−2 𝑥 𝑥 𝑥
2𝑥 3
𝑥
1
0
𝑥2
|1 1| 1
− 5 1 1 −1
𝑥3 𝑥3
𝑈1′ = 4 = 𝑥
4 = 4𝑥 4 , 𝑈1 = ∫ 4𝑥 4 𝑑𝑥 = 𝑥 −3
− − 12
𝑥 𝑥

𝑥2 0
| 1| 1
2𝑥 1 1 1 1
𝑥3
𝑈2′ = 4 = 𝑥
4 = −4 ⇛ 𝑈2′ = − 4 ⇛ 𝑈2 = ∫ − 4 𝑑𝑥 = − 4 𝑥
− −
𝑥 𝑥

1
𝑈2 = − 𝑥
4
−1 −3 1 −1 −1 1 −1 −1
𝑦𝑃 = 𝑥 2 ( 𝑥 ) + (𝑥 −2 ) (− 𝑥) ⇛ 𝑥 − 𝑥 =
12 4 12 4 3𝑥
c-) 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥 2

𝑦𝐻 =? 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 𝑟1 = 1 = 𝑟2
𝑥 𝑥
𝑦𝐻 = 𝐶1 𝑒 + 𝐶2 𝑥𝑒
𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 , 𝑦 ′ 𝑝 = 2𝐴𝑥 + 𝐵 , 𝑦 ′′ 𝑝 = 2𝐴
2𝐴 − 4𝐴𝑥 − 2𝐵 + 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 = 𝑥 2 −4𝐴 + 𝐵 = 0 ⇛ 𝐵 = 4𝐴 = 4
2𝐴 + 𝐶 − 2𝐵 = 0 ⇛ 2 + 𝐶 − 8 = 0 ⇛ 𝐶 = 6

𝑦𝑔 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑥𝑒 𝑥 + 𝑥 2 + 4𝑥 + 6

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MAT203

d-) 𝑦 ′′ + 𝑦 = −1 , 𝑦(0) = −1 , 𝑦 ′ (0) = 0

ℒ{𝑦′′} + ℒ{𝑦} = ℒ{−1}

−1
𝑠 2 ℒ{𝑦} + 𝑠 + ℒ{𝑦} =
𝑠
1 𝑠2 + 1
(𝑠 2 + 1)ℒ{𝑦} = − − 𝑠 = − ( )
𝑠 𝑠
1
ℒ{𝑦} = −
𝑠
e-) -) 𝑦 ′′ + 𝑦 ′ − 𝑦 = 1 − 𝑡 , 𝑦(0) = 0 , 𝑦 ′ (0) = 1
1 1
𝑠 2 ℒ{𝑦} − 1 + 𝑠ℒ{𝑦} − ℒ{𝑦} = −
𝑠 𝑠2
1 1 1 𝑠2 + 𝑠 − 1
(𝑠 2 + 𝑠 − 1)ℒ{𝑦} = − 2+ =( )
𝑠 𝑠 1 𝑠2
1
ℒ{𝑦} =
𝑠2
1
𝑦 = ℒ −1 { 2 } = 𝑡
𝑠

45