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ENG301 Lecture2 by Engr. Adigun

This document provides an outline for a lecture on linear differential equations. It discusses: 1) First order linear differential equations, providing examples of solving equations using integrating factors. 2) Second order linear differential equations, explaining they are of the form P(x)y'' + Q(x)y' + R(x)y = G(x). Different cases are discussed depending on the discriminant. 3) An example problem is worked through, solving the second order differential equation y'' - 5y' + 6y = 0 by rewriting it as a quadratic equation and finding the roots.

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Abi Odun
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0% found this document useful (0 votes)
155 views4 pages

ENG301 Lecture2 by Engr. Adigun

This document provides an outline for a lecture on linear differential equations. It discusses: 1) First order linear differential equations, providing examples of solving equations using integrating factors. 2) Second order linear differential equations, explaining they are of the form P(x)y'' + Q(x)y' + R(x)y = G(x). Different cases are discussed depending on the discriminant. 3) An example problem is worked through, solving the second order differential equation y'' - 5y' + 6y = 0 by rewriting it as a quadratic equation and finding the roots.

Uploaded by

Abi Odun
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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FEDERAL UNIVERSITY OYE-EKITI y= [2 + ]= 2 +

FACULTY OF ENGINEERING
y= + == +C (This is the solution)
ENG 301: ENGINEERING MATHEMATICS
Example 2:
BY ENGR. O. D. ADIGUN (MME)
xy’ + 4y = 2x3 (Solve this: Hint= put in standard form by
dividing all through by x)
LECTURE OUTLINE
y’ + =2x2
Topic: Theory of Linear Equations
Comparing with standard form y’ + P(x)y = Q(x) means that
Subtopics: P(x) = and Q(x) =2x2
• 1st Order Liner Differential Equations ! "

• 2nd Order Liner Differential Equations I(x) = =


• Initial Value Problem (IVP) #$ #$ !
I(x) = =
• Boundary Value Problem (IVP)
• Nonhomogeneous 2nd Order Differential Equations I(x) = x4
(Method of Undetermined Coefficient)
Therefore, the general solution is:

y= [ + ]
THEORY OF LINEAR EQUATIONS
Substituting…
A. 1st Order Liner Differential Equations
%
y= ! [ 2 + ]= ! [2 + ]
Example 1:
& &
y’ +2y = 2 y= ! [2 '
+ ]= ' !
+ ! == '
+C
(Step one) Standard form: y’ + P(x)y = Q(x) You can check the accuracy of your answer…
(Step two) Identify the function P(x) and Q(x) xy’ + 4y = 2x3 and

y= +C Therefore,
(Step three) Determine the integrating factor: '

% )
I(x) = y’’ = - 4C
'

(Step four) Then write the general solution to the % )


Substitute x[ - 4C ]+4[ +C ]=2
differential equation as viz: ' '

⸫ 2x3 = 2x3 (correct!)


y= [ + ] (Then solve!)
Example 3:
Example 1:
(x-2)y’ + y = x2-4 (Solve this: Hint= put in standard form by
y’ +2y = 2 (already in standard form) dividing all through by (x-2)
Comparing with standard form y’ + P(x)y = Q(x) means that In standard for:
P(x) =2 and Q(x) =2
y’ + y = (x+2)
Next, determine the integrating factor:
y’ + P(x)y = Q(x)
I(x) = =
⸫ P(x) = , Q(x)= (x+2)
Afterwards, write the general solution
"
,-.
y= [ + ]= [ .2 + ] I(x) = + =

I(x) = x-2

ENG 301: Engineering Mathematic (By Engr. O. D. Adigun) Page 1


Therefore, the general solution is: There are three cases you need to be familiar with when
solving for r
y= [ −2 +2 + ]= [ −4 + ]
Case 1: if : − 4;< > 0, the equation can be solved using
y= [ + 4 + ] (Final answer, or you can simplify it factorization method to get two factors r1, r2 and the general
solution would take the form
further)
2 2
Class exercises y= C1 + C2

1. (4y -3x)dx + 5xdy =0 (So, when dealing with a Initial Value Problem –IVP or
0 0 Boundary Value Problem BVP, you need to solve for C1 and
2. = C2)
Alright. Try to solve as much questions as you can…! Case 2: if the discriminate : − 4;< = 0, then r would be just
one real root answer and the general solution would take
B. 2nd Order Liner Differential Equations
the form
How would you solve an equation like this? 2 2
y= C1 + C2
y’’ -5y’ + 6y =0
Case 3: if the discriminate : − 4;< < 0, the equation can be
nd
This is a 2 order kind of differential linear equation. 4 ±√4 78
solved using the quadratic equation (i.e. r = ) to
9
They are usually in the form: get two imaginary/complex numbers. r1, r2 would be in the
format r1 = α + βi and r2 = α - βi and the general solution
P(x)y’’ + Q(x)y’ + R(x)y =G(x) [i.e. continuous functions]
would take the form
If G(x) = 0 it is an homogeneous linear equation A
y= [C1 cos(β + C2 sin(β ]
If G(x) ≠ 0 it is a non-homogeneous linear equation
Okay then,
If P(x), Q(x) and R(x) are constant, then
Example 1
ay’’ + by’ + c = o
Let’s go back to attempting solving the 2nd order equation
Typical general solution of these equations is in the form:
y’’ -5y’ + 6y =0
2
y=
In simple steps…
Take the 1st derivative
Step 1: compare with the quadratic function
2
y’ = 3 nd
and the 2 derivative would be
ar2 + br + c =0 ( a=1, b = -5 and c=6)
2
y’’ = = = 3
Step 2: Solve the quadratic function
Substitute for y, y’ and y’’ in ay’’ + by’ + c = o
1r2 -5r + 6 =0 (factorise this)
Gives
(r-2)(r-3)=0
2
[ar + br + c] =0
2
r1=2 and r2 =3 (This is case 1!)
2
Divide both side by
Step 3: write down the general solution form and substitute
2
ar + br + c =0 (This is the Quadratic Function for for r1 and r2
solving the 2nd order differential equation) 2 2
y= C1 + C2
Now solve for the value of r using factorisation or quadratic
y= C1 + C2 (this is the general solution and
formula methods
answer)
i.e.
Example 2:
4 ±√4 78
r= y’’ -6y’ + 9y =0
9

ar2 + br + c =0 ( a=1, b = -6 and c=9)


ENG 301: Engineering Mathematic (By Engr. O. D. Adigun) Page 2
1r2 -6r + 9 =0 C. Initial Value Problem (IVP)

(r-3)(r-3)= (r-3)2=0 Example

r=3 (What form will the general solution take?) y’’ +4y =0 y(0) =4 and y’(0) = 6

… Soln
2 2
y= C1 + C2 (General soln) y’’ +4y =0

Substitute for r=3 y’’ + 0y’ + 4y =0

y= C1 + C2 ar2 + br + c =0 ( a=1, b = 0 and c=4)

Example 3 1r2 + 0r + 4 =0
0 0 r2 + 4 =0
9 + 24 + 16 = 0
√r2 =√- 4
9y’’ +24y’ + 16 =0
r = ± 2i
ar2 + br + c =0 ( a=9, b = 24 and c=16)
r1= 0 + 2I and r2 = 0 − 2I
9r2 + 24r + 16 =0
r1= J + KI and r2 = J − KI
(3r+4)2=0
α = 0 and β = 2
3r+4=0 ∴r=
A
y= [C1 cos(β + C2 sin(β ] (General solution)
2 2
y= C1 + C2 (General soln)
Substitute for r1 and r2
Substitute for r =
y= [C1 cos(2 + C2 sin(2 ] should be the soln
+! +!
y= C1 + C2 But because we are dealing with an Initial Value Problem
IVP , we need to use these two points y(0) =4 and y’(0) = 6
Example 4 to determine C1 and C2
y’’ +8y’ + 25 =0
y= [C1 cos(2 + C2 sin(2 ]
ar2 + br + c =0 ( a=1, b = 8 and c=25) When y(0) =4
2
1r + 8r + 25 =0
4= [C1 cos(0 + C2 sin(0 ]
4 ±√4 78
r= 4= [C1 x 1+ C2 x 0]
9

r1= −4 + 3I and r2 = −4 − 3I C1 = 4

r1= J + KI and r2 = J − KI y= [C1 cos (2 + C2 sin(2 ]

α = -4 and β = 3 y’= C1 [-2sin(2x)] + C2 [2cos(2x)]

y= A [C1 cos (β + C2 sin (β ] (General y’= -2 C1 sin(2x) + 2C2 cos(2x)


solution) When y’(0) = 6
Substitute for r1 and r2 6= -2 C1 sin(0) + 2C2 cos(0)
y= [C1 cos (3 + C2 sin (3 ] Final solution 6= -2 C1 x 0+ 2C2 x1

2C2 =6

C2 =3

Substitute in y= [C1 cos(2 + C2 sin(2 ]

ENG 301: Engineering Mathematic (By Engr. O. D. Adigun) Page 3


y= [4cos(2 + 3sin(2 ] Solution to the IVP ar2 + br + c =0 ( a=1, b = 5 and c=6)

D. Boundary Value Problem (BVP) 1r2 + 5r + 6 =0

Example (r+2)(r+3) =0

y’’ -2y’ +y =0 y(0) =3 and y(1) = 7e r1= -2 and r2 = -3

ar2 + br + c =0 ( a=1, b = -2 and c=1) 2 2


y= C1 + C2

1r2 + 2r + 1 =0 y c = C1 + C2
(r-1)(r-1) = 0 Next, lets solve for the nonhomogeneous component yp
r=1 (Remember Case 2?) y’’ + 5y’ + 6y = X2
2 2
y= C1 + C2 (General solution) G(x) = X2 therefore, y must equal a polynomial of degree 2
Substitute for r yp(x) = Ax2 + Bx + C

y= C1 + C2 y’p(x) = 2Ax + B
When y’’p(x) = 2A
y(0) =3 then Substitute in eqn. y’’ + 5y’ + 6y = X2
e e
3= C1 + C2 0 2A +5 (2Ax+B) + 6(Ax2 + Bx + C) = x2

C1 = 3 Solve for A. B and C

When 2A +10Ax+5B+6Ax2+6Bx+6C= x2

y(1) = 7e then (6A)x2 + (10A +6B) + (2A + 5B+ 6C) =`1x2 + 0x +0

7e= 3e + C2 e Comparing we have

C2 e = 4e ∴ C2 =4 6A = 1 ∴A = %
y= 3 + 4 (Solution to the Boundary Value )
10A= 6B =0, when A = = then B =
Problem, BVP) % f

Also 2A = 5B +6C=0 substitute A and B


g
E. Nonhomogeneous 2nd Order Differential Equations C= ef
(Method of Undetermined Coefficient)
) g
yp(x) = Ax2 + Bx + C= %x2 - x +
2 f ef
y’’ + 5y’ + 6y = X
General solution is in the form:
ay’’ + by’ + cy = G(x)
y(x) = yp (x) + yc(x)
General solution is in the form:
) g
y(x) = yp (x) + yc(x) y(x) = C1 + C2 + %x2 - x + (this is the
f ef
solution)
The yp (x) component is nonhomogeneous linear equation

While the

yc(x) component is the homogeneous linear differential


equation

Alright, first of all let’s determine yc(x)

y’’ + 5y’ + 6y = 0

ENG 301: Engineering Mathematic (By Engr. O. D. Adigun) Page 4

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