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Advanced Engineering Mathematics - Operator D

Preprint · November 2019

DOI: 10.13140/RG.2.2.29467.90405

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 1
D and Operator
D
Moh. Kamalul Wafia,b , Jerry Susatio∗
a
Laboratory of Embedded and Cyber Physical Systems, Institut Teknologi Sepuluh Nopember;
b
Control Systems - Imperial College London

1 Introduction

Mathematical equations approaching the true system are becoming more complex and demand-
ing such that it is required some trivial formulas to deal with them. The most enigmatic inquiries
in this discipline are differentiation and partial integral and those with more than two functions
could be solved with these operators. This book covers the solutions of various differential and
integral equations (ordinary and partial) indicating the physical problems, simultaneous, linear
and non-homogeneous

1
2 D and - Operator
D
Definition. Operator D is a differential operator being used to obtain the function derivative
with respect to either x or t, such that
d d dn dn
(y) = (y) −→ Dn (y) := n (y) = n (y)
D(y) := (1)
dx dt dx dt
where D x5 and D2 2x3 would yield 5x4 and 12x in turn. This then could be further modified

as D − 5 and 5D2 − 2D + 7 to operate e7x and 3x3 which generates 2e7x and 90x− 18x2 + 21x3
respectively, or even the question associated with D2 (cos 13x) and D2 + 3D − 8 (sin 4x). The
theoretical ideas to deal with complex differential problems is interestingly discussed along with
related questions.
Definition. Compared to the preceding, operator D1 is an integral operator with respect to
certain independent variables, such that
Z  n Z (n)
1 1
(y) := y dx −→ (y) := y dt (2)
D D
for instances:
   
1 1 4 5 4 6 1 1 1 1
4x4 =


1) x = x +c 2) sin 4x = − cos 4x = − sin 4x + c
D2 D 5 30 D2 D 4 16
and the more complex example
 
1 1 1
1
+ − 2 2x4 = 2 2x4 + 2x4 − 2 2x4




3)
D2 D D D
 
1 2 5 2 2 2
= x + x5 − 4x4 = x6 + x5 − 4x4 + c
D 5 5 30 5
∗
Email: [email protected]

1
Theorem 2.1. Suppose a function of eδx to be solved, this means that Ψ [D] eδx equals to

Ψ [δ] eδx . The result is just to complete the equation of D depending on the value and the sign
of δ. For the positive (+) and negative (−), those generate +δ → +D and −δ → −D in turn.

Proof. If operator D is to solve eδx , then the variables of D is altered to δ.

Ψ [D] = aD2 + bD + c
          
Ψ [D] eδx = aD2 + bD + c eδx = aD2 eδx + bD eδx + c eδx
= aδ 2 eδx + bδeδx + ceδx = aδ 2 + bδ + c eδx −→ Ψ [δ] eδx
 


Example 2.1. If Ψ [D] = 5D2 + 7D + 10, find Ψ [D] e2x !

Ψ [D] e2x = 5D2 + 7D + 10 e2x = [20 + 14 + 10] e2x −→ 44e2x

 

Example 2.2. If Ψ [D] = 8D3 − 7D2 + 3D − 4, find Ψ [D] (ex )!

Ψ [D] (ex ) = 8D3 − 7D2 + 3D − 4 (ex ) = [8 − 7 + 3 − 4] ex −→ 0

 

 1 
Example 2.3. If Ψ [D] = 3D2 + 2D − 6, find Ψ [D] e− 2 x !
 

− 12 x
   − 1 x 3 1 31 1
= − − 1 − 6 e− 2 x −→ − e− 2 x
 2
Ψ [D] e = 3D + 2D − 6 e 2
4 4

Theorem
  2.2. Suppose  functions of sin δx and
 cos
 δx, the second
 derivative of them would
be Ψ D2 (sin δx) = Ψ −δ 2 sin δx and also Ψ D2 (cos δx) = Ψ −δ 2 cos δx. This indicates
 

that any positive δ being operated by D2 is substituted to −δ 2

Proof. The second derivative of sin δx is denoted as changing D2 to −δ. In general, for any
n-multiples derivative with n-even number starting from 2, it results in Dn → −δ n

Ψ [D] (sin δx) = D2 (sin δx) = [D] (δ cos δx) = −δ 2 sin δx −→ Ψ −δ 2 sin δx
   

This is exactly the same as if it is for cos δx 

Example 2.4. If Ψ [D] = 3D2 − 2D + 1, find Ψ [D] (sin 4x)!

Ψ [D] (sin 4x) = 3D2 − 2D + 1 (sin 4x) = 3D2 (sin 4x) − 2D (sin 4x) + sin 4x
 

= −48 sin 4x − 8 cos 4x + sin 4x = −47 sin 4x − 8 cos 4x

Example 2.5. If Ψ [D] = D2 + 3, find Ψ−1 [D] (sin 3x)!

   
1 1 1
(sin 3x) = sin 3x = − sin 3x
D +3
2 −9 + 3 6

Example 2.6. If Ψ [D] = D2 + 4D − 2, find Ψ−1 [D] (sin 2x)!

     
1 1 1
(sin 2x) = (sin 2x) = (sin 2x)
D2 + 4D − 2 −4 + 4D − 2 4D − 6
  
1 4D + 6 4D + 6
= (sin 2x) = (sin 2x)
4D − 6 4D + 6 16D2 − 36
1
=− [4D + 6] (sin 2x)
100
1
=− [8 cos(2x) + 6 sin(2x)]
100

2
Theorem 2.3. Suppose a function of eδx Φ(x) to be solved, this means that Ψ [D] eδx Φ(x)

equals to eδx Ψ [D + δ] Φ(x). The term eδx could be taken out from the calculation but the the
term of Ψ [D] should be changed by adding each term of D with some constant variable of δ
and leaving Φ(x) to be proceed.
Proof. The term of D should be altered by arbitrary constant δ
   
Ψ [D] eδx Φ(x) = [D] eδx Φ(x) + eδx [D] Φ(x) = δ eδx Φ(x) + eδx [D] Φ(x)
= eδx (δΦ(x) + [D] Φ(x)) = eδx Ψ [D + δ] Φ(x) 
Example 2.7. If Ψ [D] = 2D + 1, find Ψ [D] (ex x)!
Ψ [D] (ex x) = [2D + 1] (ex x) = ex [2D + 3] x −→ ex (2 + 3x)
1
, find Ψ [D] e−2x !


Example 2.8. If Ψ [D] =
D+2
 
1
1 −2x

Ψ [D] e−2x = e−2x =


e (failed)
D+2 0
   
1 −2x −2x 1
(1) = xe−2x


= e ·1 =e
D+2 D
1
Example 2.9. If Ψ [D] = 2 , find Ψ [D] (ex sin 2x)!
D − 2D + 3
   
x 1 x x 1
Ψ [D] (e sin 2x) = (e sin 2x) = e (sin 2x)
D2 − 2D + 3 (D + 1)2 − 2(D + 1) + 3
   
1 1 1
= ex (sin 2x) = ex (sin 2x) −→ − ex (sin 2x)
D +2
2 −4 + 2 2
Theorem 2.4. Suppose a function of xΦ(x) to be solved, this means that
 
1 1 1
(xΦ(x)) = x − Φ(x)
D D D
Proof. Using D(uv) = u0 v + uv 0 and suppose v 0 = Φ(x) and v = D1 Φ(x), it is then
   
1 1 1 1
D x Φ(x) = Φ(x) + xΦ(x) −→ xΦ(x) = D x Φ(x) − Φ(x)
D D D D
 
1 1 1 1 1 1
(xΦ(x)) = x Φ(x) Φ(x) −→ (xΦ(x)) = x − Φ(x) 
D D D D D D
Example 2.10. If Ψ [D] = D1 , find Ψ [D] (x sin x)!
   
1 1 1 1
(x sin x) = x − sin x = x − − cos x = −x cos x + sin x
D D D D
Theorem 2.5. There are two ways of making integrals into series (derivative), using MacLaurin
series and conventional derivative numerator over denominator. Keep in mind that the series is
depending on the highest order n of derivative term, for instances
1
= 1 − D + D2 − D3 + · · ·
D+1
1 1 1 7
= − D − D2 + · · ·
4D + D + 2
2 2 4 8
1 1 1 9 2
= + D− D + ···
D + 2D − D + 5
3 2 5 25 125 
1 1 1 1 1 1 1 2
= = − D + D − ···
D2 + 2D DD+2 D 2 4 8

3
 1
3 Integration with Operator
D
To solve integrals with more than two integrand with different term is usually done by partial
integrals. Moreover, If the order of each integrand is higher, then the solution should be finished
in complex steps and repetitive. To deal with such laborious things, the usage of D1 operator
could ease the calculation, applying the fifth theorems discussed in the preceding section. To
understand comprehensively, it is better to jump into the given questions as follows.
Z
Example 3.1. Answer this question ex cos 2x dx! Hint: Theorem (2.3)
Z 
  
x 1 x x 1
e cos 2x dx = (e cos 2x) = e cos 2x (δ = 1)
D D+1
x D−1 x D−1
   
=e cos 2x = e cos 2x (Theorem (2.2))
D2 − 1 −5
1 1
= − ex [D − 1] cos 2x = ex [2 sin 2x + cos 2x]
5 5
Z
Example 3.2. Answer this question x ex sin 3x dx! Hint: Theorem (2.4)
Z    
x 1 x 1 1 x
x e sin 3x dx = (x e sin 3x) = x − e sin 3x (Theorem (2.3))
D D D
1 x D−1
       
1 x 1
= x− e sin 3x = x − e sin 3x
D D+1 D D2 − 1
1 x D−1
     
1 1
= x− e sin 3x = x − − ex [D − 1] sin 3x
D −10 D 10
 
1 1 x
= x− − e [3 cos 3x − sin 3x]
D 10
     
1 x 1 3 x 1 1 x
= x e [sin 3x − 3 cos 3x] + e cos 3x − e sin 3x
10 D 10 D 10
| {z } | {z }
A B
D−1 D−1
     
3 1 3 3
A = ex cos 3x = ex cos 3x = ex cos 3x
10 D+1 10 D −1
2 10 −10
3 x 3 x
=− e [D − 1] cos 3x = − e [−3 sin 3x − cos 3x]
100 100
1 x D−1 1 x D−1
    
1 x 1
B= e sin 3x = e sin 3x = e sin 3x
10 D+1 10 D2 − 1 10 −10
1 x 1 x
=− e [D − 1] sin 3x = − e [3 cos 3x − sin 3x]
100 100
1 x
A−B = e [9 sin 3x + 3 cos 3x + 3 cos 3x − sin 3x]
Z 100
1 1 x
x ex sin 3x dx = x ex [sin 3x − 3 cos 3x] + e [8 sin 3x + 6 cos 3x]
10 100
Z
Example 3.3. Answer this question ln x dx! Hint: Theorem (2.3)
Suppose that ln x = u, so that eu = x and dx = eu du
Z Z      
u 1 u u 1 1 1 u
ln x dx = u e du = (e u) = e u (or) u − e (Theorem (2.4))
D D+1 D D
= eu [1 − D] u = eu [u − 1] = x (ln x − 1)

4
 Z
Example 3.4. Answer this question sin (ln x) dx! Hint: Theorem (2.3)
Suppose that ln x = u, so that eu = x and dx = eu du
Z Z    
1 1
sin (ln x) dx = sin (u) eu du = (eu sin u) = eu sin u
D D+1
u D−1 u D−1
   
1
=e sin u = e sin u = − eu [D − 1] sin u
D −1
2 −2 2
1 u 1
= − e [cos u − sin u] = − x [cos (ln x) − sin (ln x)]
2 2
Z
sin (ln x)
Example 3.5. Answer this question dx! Hint: Theorem (2.3)
x3
Suppose that ln x = u, so that eu = x and dx = eu du
Z Z    
sin (ln x) sin (u) u 1 −2u

−2u 1
dx = e du = e sin u = e sin u
x3 e3u D D−2
−2u D + 2 −2u D + 2
   
1
=e sin u = e sin u = − e−2u [D + 2] sin u
D −4
2 −5 5
1 −2u 1 −2
=− e [cos u + 2 sin u] = − x [cos (ln x) + 2 sin (ln x)]
5 5
Z
ln x
Example 3.6. Answer this question dx! Hint: Theorem (2.3)
x4
Suppose that ln x = u, so that eu = x and dx = eu du
Z Z    
ln x u u 1 −3u

1 1 −3u
dx = e du = e u = u− e
x4 e4u D D D
   
1 1 −3u 1 −3u 1 1 −3u
= u− − e = − ue + e
D 3 3 D 3
1 1 1
= − ue−3u − e−3u = − 3 (ln x + 1)
3 9 3x
Exercise 1. Solve the following integral equations!
Z Z
2x ln x
1. e cos 3x cos 2x dx 4. dx
x4
Z Z
2. x
x e cos x dx 5. x ex cos2 x dx
Z Z
cos(ln x)
3. x ex sin2 x dx 6. dx
x5
The theory of Gottfried Wilhelm Leibniz known as ”Leibniz’s rule” is proposed as an alternative
of Theorem (2.5). This is the equation with order n−th means the n−th derivative of the
product (uv), therefore
1
Dn (uv) = uDn (v) + nD (u) Dn−1 (v) + n (n − 1) D2 (u) Dn−2 (v) +
2!
1
n (n − 1) (n − 2) D3 (u) Dn−3 (v) + · · · (3)
3!
by changing the constant n with −1, it results in the following function which is used to solve
integral equations and also as an alternative of Theorem (2.5)
1 1 1 1 1
(uv) = u (v) − D (u) 2 (v) + D2 (u) 3 (v) − D3 (u) 4 (v) + · · · (4)
D D D D D

5
 Z
Example 3.7. Answer this question x3 ex dx! Suppose that u = x3 and v = ex

D x3 = 3x2 −→ D2 x3 = 6x −→ D3 x3 = 6 −→ D4 x3 = 0





(5)
       
1 x x 1 x x 1 x x 1
e = e −→ e = e −→ e = e −→ ex = ex (6)
D D 2 D 3 D4

such that by substituting the Eqs.(5) and (6), the final solution is
Z
x3 ex dx = x3 ex − 3x2 ex + 6x ex − 6ex = x3 − 3x2 + 6x − 6 ex + c

Z
Example 3.8. Answer this question x3 cos(ax) dx! Suppose that u = x3 and v = cos(ax)

D x3 = 3x2 −→ D2 x3 = 6x −→ D3 x3 = 6 −→ D4 x3 = 0





(7)
   
1 1 1 1
cos(ax) = sin(ax) −→ cos(ax) = − 2 cos(ax) −→ · · ·
D a D 2 a
   
1 1 1 1
··· cos(ax) = − 3 sin(ax) −→ ex = 4 cos(ax) (8)
D3 a D 4 a

such that by substituting the Eqs.(7) and (8), the final solution is
Z
1 1 1 1
x3 cos ax dx = x3 sin(ax) + 3x2 2 cos(ax) − 6x 3 sin(ax) − 6 4 cos(ax)
a a a a
 3   2 
x 6x 3x 6
= − 3 sin ax + 2
− 4 cos ax + c
a a a a
Z
Example 3.9. Answer this question x3 (ln x)2 dx! Hint: ln x = u → eu = x and dx = eu du

Z Z Z  
3 2 3u 2 u 4u 2 1
x (ln x) dx = e u e dx = e u dx = u2 e4u
D

where u = u2 and v = e4u , therefore applying the Leibniz theory, it results in

D u2 = 2u −→ D2 u2 = 2 −→ D3 u2 = 0




(9)
     
1 4u 1 4u 1 4u 1 4u 1 4u 1
e = e −→ e = e −→ e = e4u (10)
D 4 D 16 D 64

such that by substituting the Eqs.(9) and (10), the final solution is
Z  2 
3 2 2 1 4u 1 4u 1 4u u u 1
x (ln x) dx = u e − 2u e + 2 e = − + e4u
4 16 64 4 8 32

where u = ln x, by re-substituting, it yields

(ln x)2 ln x
 
1
= − + x4 + c
4 8 32

Exercise 2. Solve the following integral equations!

Z Z
3 2x
1. x e dx 2. x3 sin(ln x) dx

6
4 Solution of Ordinary Differential Equations

4.1 Ordinary Method

Further benefits of operator-D is to solve differential equations, especially second-order differ-
ential equations with constant coefficients. Suppose the general form of the second-order, (y)
as dependant with respect to independent (x) variable along some constant variables (a, b, c),
to be solved is given as follows,
d2 y dy
a 2
+b + cy = Φ(x) (11)
dx dx
then the solution (y) of Eq.(11) is represented as the addition of complementary or the homo-
geneous solution (yc ) and particular solution (yp ), such that
y = yc + yp (12)
To solve complementary solution, the right-hand side of the given function in Eq.(11) is supposed
to be zero and the counterpart left-side is constructed in terms of D-term, therefore
√
−b ± b2 − 4ac
2
aD + bD + c = 0 −→ D1,2 = (13)
2a
The complementary solution is formed as exponential (e) term along with some constants (k1 , k2 )
as given in the question. However, from the characteristic equation as Eq.(13), it can be seen
that the there are three different possibilities of roots meaning that there should be also the
same number of formulating the complementary solution. They could be:
1) different (D1 6= D2 ) as Eq.(14a),
yc = k1 eD1 x + k2 eD2 x −→ k1 eD1 x + k2 eD2 x + · · · + kn eDn x , ∀n > 2 (14a)
2) the same (D1 = D2 ) as Eq.(14b),
yc = (k1 + k2 x) eDx k1 + k2 x + · · · + kn xn−1 eDx , ∀n > 2


−→ (14b)
3) imaginary roots with (D1 = p + iq) and (D2 = p − iq) as Eq.(14c), such that
yc = k1 e(p+qi)x + k2 e(p−qi)x = k1 eqix + k2 e−qix epx


(14c)
or since eqix and e−qix equal to cos(qx) and sin(qx) in turn, then Eq.(14d) could be written as
yc = (k1 cos qx + k2 sin qx) epx = k epx cos (qx ± θ) (14d)
To solve particular solution, in terms of D, the given question as Eq.(11) is computed in a
whole, without assumption, with the insight from preceding properties, Theorem (2.1) − (2.5),
such that
1
yp = Φ(x) (15)
aD2 + bD + c
d3 y d2 y dy
Example 4.1. Find the solution of the given question 3
− 2 2
+4 − 8y = 0. That is
dx dx dx
then written as D − 2D + 4D − 8 y = 0 and the solutions are,
 3 2


1) Complementary yc :
D − 2D + 4D − 8 = 0 −→ [D − 2] D2 + 4 = 0
 3   

D1 = 2, D2 = 2i, D3 = −2i, such that yc = k1 e2x + k2 e2ix + k3 e−2ix

| {z }
k2 cos(2x)+k3 sin(2x)

2) Particular yp : Since the right-hand side equals zero, then yp = 0 therefore

y = yc = k1 e2x + k2 e2ix + k3 e−2ix
= k1 e2x + k2 cos(2x) + k3 sin(2x) = k1 e2x + k cos(2x − θ)

7
 d2 y dy
Example 4.2. The system is written as differential equation 2
−3 + 2y = 0. It could be
dx dx
also denoted as D − 3D + 2 y = 0 and the solution are
 2 

1) Complementary yc :
D − 3D + 2 = 0 −→ D1 = 2, D2 = 1 such that yc = k1 e2x + k2 ex
 2 

2) Particular yp : Since the right-hand side equals zero, then yp = 0 and y = yc

dy
Example 4.3. Given the differential equation, + 2y = 1 + 2t + e−t with y(0) = 0. It could
dt
be formed in terms of D, resulting [D + 2] y = 1 + 2t + e−t and the solutions are,
1) Complementary yc :
[D + 2] = 0 −→ D = −2 such that yc = k e−2t
2) Particular yp :
       
1 −t 1 1 1
e−t


yp = 1 + 2t + e = 1+ 2t +
D+2 D+2 D+2 D+2
   
1 1 1 1
= − D 1+ − D 2t + e−t
2 4 2 4
1 1
= − 0 + t − + e−t −→ t + e−t
2 2
such that the solution y = yc + yp is k e−2t + t + e−t . Since the constraint of y(0) = 0 → k = −1,
then the final result would be y = −e−2t + t + e−t
d4 y d2 y
Example 4.4. Solve the following differential equation + 3 = 0 with y(0) = y 0 (0) =
dx4  dx2
y 00 (0) = 0 and y (3) (0) = 1. The respective D−term is D4 + D2 y = 0 and the solutions are


1) Complementary yc :
D + D2 = 0 −→ D2 D2 + 1 = 0
 4   

D1 = D2 = 0, D3 = i, D4 = −i such that yc = (k1 + k2 x) + k3 ex + k4 e−x

2) Particular yp : Since the right-hand side equals zero, then yp = 0 and y = yc . Then, from the
constraints, the final solution is presented as yc = (k1 + k2 x) + k3 cos(x) + k4 sin(x),
y(x) = (k1 + k2 x) + k3 cos(x) + k4 sin(x) y(0) = 0 = k1 + k3
0
y (x) = k2 − k3 sin(x) + k4 cos(x) y 0 (0) = 0 = k2 + k4
y 00 (x) = −k3 cos(x) − k4 sin(x) y 00 (0) = 0 = −k3
y (3) (x) = k3 sin(x) − k4 cos(x) y 0 (0) = 1 = k3 − k4
and it can be concluded that k1 = k3 = 0, k2 = 1 and k4 = −1, and it results in y = x − sin(x)
d2 y dy
Example 4.5. Supposed a differential equation representing a system, 2
+4 + 3y = 5.
dx dx
The D transformation is then defined as D + 4D + 3 y = 5 and the solutions are,
 2 

1) Complementary yc :
D + 4D + 3 = 0 −→ D1 = −1, D2 = −3 such that yc = k1 e−x + k2 e−3x
 2 

2) Particular yp :
   
1 1 4
yp = (5) = − D (5)
D2 + 4D + 3 3 9
5 5
= − 0 −→
3 3
such that the final solution y = yc + yp is k1 e−x + k2 e−3x + 53 , since there is no constraints

8
 d2 y dy
Example 4.6. The system representation is given as 2
+2 = 10. The modified D-term
dx dx
is written as D + 2D y = 10 and the solutions are,
 2 

1) Complementary yc :
D + 2D = 0 −→ D1 = 0, D2 = −2 such that yc = k1 + k2 e−2x
 2 

2) Particular yp :
     
1 1 1 1
yp = (10) = (10) = (10x)
D2 + 2D D+2 D D+2
 
1 1 5
= − D (10x) −→ 5x −
2 4 2
such that the final solution y = yc + yp is k1 + k2 e−2x + 5x − 52 due to lack of further constraints
d2 y
Example 4.7. Given the differential equation − y = 2x . The D-term is further denoted
dx2
as D − 1 y = 2x and the solutions are,
 2 

1) Complementary yc :
D − 1 = 0 −→ D1 = 1, D2 = −1 such that yc = k1 ex + k2 e−x
 2 

2) Particular yp :
   
1 x 1
yp = (2 ) = ex ln(2) where: 2x = ex ln(2)
D2 − 1 ln2 (2) − 1
x
such that the final solution y = yc +yp is k1 ex +k2 e−x + ln2 (2)−1
2
due to the absence of constraints

d2 y
Example 4.8. Find the solution of differential equation + 4y = sin(2x). The D transfor-
dx2
mation is then written as D + 4 y = sin(2x) and the solutions are,
 2 

1) Complementary yc :
D + 4 = 0 −→ D1 = 2i, D2 = −2i such that yc = k1 e2ix + k2 e−2ix
 2 
| {z }
k cos(2x−θ)

2) Particular yp : Note that e±iθ = cos(θ) ± i sin(θ) or cos(θ) = Re eiθ and sin(θ) = Im eiθ



   
1 1 1
yp = sin(2x) = sin(2x) = sin(2x) (failed)
D2 + 4 −22 + 4 0
     
1 1 1 2ix
= Im e = Im
2ix
e = Im e
2ix
(failed)
D2 + 4 (2i)2 + 4 0
          
1 1 1 1
= Im e2ix
· 1 = Im e 2ix
1 = Im e2ix
1
D2 + 4 (D + 2i)2 + 4 D + 4i D
          
1 2ix 1 1 2ix x 1
= Im e 2ix
x = Im e − D x = Im e +
D + 4i 4i 16i2 4i 16
     
2ix x 1 ix 1
= Im e + = Im [cos(2x) + i sin(2x)] − +
4i 16 4 16
 
ix 1 x i
= Im − cos(2x) + cos(2x) + sin(2x) + sin(2x) (2 and 3-term: Re)
4 16 4 16
1 x
= sin(2x) − cos(2x)
16 4
such that the final solution y = yc + yp is k1 e2ix + k2 e−2ix − 41 x cos(2x) + 16
1
sin(2x) due to lack
of further constraints

9
 d2 y dy
Example 4.9. Supposed a function 2 − 2 = e2x cosh(x). The respective D-term is figured
dx dx
out as D − 2D y = e2x cosh(x) and the solutions are,
 2 

1) Complementary yc :
D − 2D = 0 −→ D1 = 0, D2 = 2 such that yc = k1 + k2 e2x
 2 

2) Particular yp :
ex + e−x
 
1 2x
yp = e cosh(x) where: cosh(x) =
D2 − 2D 2
   
1 1
1 1 3x 1 1
= e3x + ex = e − ex −→ e3x − ex
2 D − 2D
2 2 3 6 2
such that the final solution y = yc +yp is k1 +k2 e2x + 16 e3x − 12 ex due to the absence of constraints
Exercise 3. Solve the following differential equations!
d2 y
1. − 16y = e4x
dx2
d2 y dy
2. −3 + 2y = −4ex sinh(x) with y(0) = 2 and y 0 (0) = 0
dx2 dx
d2 y dy
3. +4 + 5y = 8 cos2 (x)
dx2 dx
d2 y dy
4. 2
+2 + 5y = 34 sin(x) cos(x)
dx dx
d2 y dy
5. − − 6y = −e−t [18 cos(3t) + 26 sin(3t)] with y(0) = 0 and y 0 (0) = 6
dt2 dt

4.2 Parameter Variation Method I

Recalling Eq.(11), while the general solution comprises the same as y = yc + yp , yet each part of
such solution could be modified, resulting divergent ways of finding the particular (yp ). Suppose
the complementary yc = k1 ψ1 + k2 ψ2 , then the particular is denoted as
yp = pψ1 + qψ2 (16)
where
−ψ2 Φ(x)
Z Z
ψ1 Φ(x)
p= dx and q= dx (17)
ψ1 ψ20 − ψ10 ψ2 ψ1 ψ20 − ψ10 ψ2
d2 y
Example 4.10. Solve the following differential equation, + y = csc(x). The step is to
dx2
find the D-term followed by the complementary, which is preferred to the sine and cosine term
instead of exponential, and particular solution, such that
1) Complementary yc :
D + 1 = 0 −→ D1 = i, D2 = −i such that yc = k1 cos(x) + k2 sin(x)
 2 

2) Particular yp : ψ1 = cos(x) → ψ10 = − sin(x) and ψ2 = sin(x) → ψ20 = cos(x)

− sin(x) csc(x)
Z Z
cos(x) csc(x)
p= dx = −x and q = dx = ln(ϕ)
cos2 (x) + sin2 (x) cos2 (x) + sin2 (x)
yp = −x cos(x) + sin(x) ln(ϕ) with: ϕ = sin(x)
This means the final solution y = yc + yp is k1 cos(x) + k2 sin(x) + −x cos(x) + sin(x) ln(ϕ) due
to the absence of constraints

10
 d2 y 2
Example 4.11. Find the solution of such function, −y = !
dx2 1 + ex
1) Complementary yc :

D − 1 = 0 −→ D1 = 1, D2 = −1 such that yc = k1 ex + k2 e−x

 2 

2) Particular yp : ψ1 = ex → ψ10 = ex and ψ2 = e−x → ψ20 = −e−x

e−x e−x ex
Z Z   Z
1
p= dx = − dx and q = − dx
1 + ex ex 1 + e−x 1 + ex

such that, p = −e−x + ln(1 + ex ) and q = ln(1 + ex ). This means the final solution y = yc + yp
is k1 ex + k2 e−x + [−e−x + ln(1 + ex )] ex − e−x ln(1 + ex )

Exercise 4. Solve the following differential equations!

d2 y d2 y
1. + y = tan(x) 2. + y = sec(x) tan(x)
dx2 dx2

4.3 Parameter Variation Method II

This section is specifically intended to solve particular solution, having the D-term characteristic
of the conjugate which could be simplified into the following method. If it is obtained that
  Z
1
φ(x) = y ←→ [D − a] y = φ(x), then the solution is eax e−ax φ(x) dx (18)
D−a

d2 y
Example 4.12. Given the differential equation, + a2 y = sec(ax), find the solution!
dx2
1) Complementary yc :

D + a2 = 0 −→ D1 = ia, D2 = −ia such that yc = k1 eia + k2 e−ia

 2 

2) Particular yp : Note that e±iax = cos(ax) ± i sin(ax)

 
1 1 1 1 1 1
yp = sec(ax) −→ =− +
D +a
2 2 D +a
2 2 2ia D + ia 2ia D − ia
1 1 1 1
=− sec(ax) + sec(ax)
2ia D + ia 2ia D − ia
cos(ax) ± i sin(ax)
Z Z
1
sec(ax) = e∓iax e±iax sec(ax) dx = e∓iax dx
D ± ia cos(ax)
Z Z   
∓iax ∓iax i
=e dx ± i tan(x) dx = e x ∓ ln(ϕ) with ϕ = cos(ax)
a
     
1 −iax i 1 iax i
yp = − e x − ln(ϕ) + e x + ln(ϕ)
2ia a 2ia a
 iax iax
  iax iax

e −e 1 e +e 1
=x + ln(ϕ) = x sin(ax) + ln(ϕ) cos(ax)
2ia a 2a a

From this, it is concluded that the final solution is y = k1 eia +k2 e−ia +x sin(ax)+ a1 ln(ϕ) cos(ax)

Exercise 5. Solve the following differential equations!

d2 y dy d2 y
1. +2 + 2y = e−x sec3 (x) 2. + 4y = tan(2x)
dx2 dx dx2

11
5 Solution of Linear Homogeneous Differential Equations

This section focuses on the homogeneous functions and the general form of the linear homoge-
neous differential equation is denoted as follows,
dk y k−1 d
k−1 y
k−2 d
k−2 y
ϕk xk + ϕk−1 x + ϕk−2 x + . . . + ϕ0 y = Φ(x) (19)
dy k dy k−1 dy k−2
where ϕ0 , ϕ1 , ϕ2 , . . . are the arbitrary constants. Supposed x = ez , then z = ln(x), such that
each term in the series with an assumption ϕn = 1, ∀n = 0 : k is defined as a sequence of an
infinite product
k
!
n
n d y
Y
x = [D − (n − 1)] y = D [D − 1] [D − 2] . . . [D − (k − 1)] y (20)
dxn
n=1

and the detail explanations are enlightened in the following proofs, therefore
dy dy dz 1 dy dy d
= = −→ x = Dy where: =D (21)
dx dz dx x dz  dx dz
d2 y

d dy d 1 dy
2
= =
dx dx dx dx x dz
1 dy 1 d2 y dz 1 dy 1 d2 y
=− 2 + = − +
x dz x dz 2 dx x2 dz x2 dz 2
1  d2 y
= 2 D2 − D y x2 2 = D [D − 1] y

−→ (22)
x  dx
d3 y 1 d2 y
  
d d dy d 1 dy
= = − 2 +
dx3 dx dx dx dx x dz x2 dz 2
2 dy 1 d2 y dz 2 d2 y 1 d3 y dz
= 3 − 2 2 − 3 2+ 2 3
x dz x dz dx x dz x dz dx
2 dy 1 d y2 2 d y2 1 d3 y 1 d3 y 3 d2 y 2 dy
= 3 − 3 2− 3 2+ 3 3 = 3 3− 3 2+ 3
x dz x dz x dz x dz x dz x dz x dz
1  d3 y
= 3 D3 − 3D2 + 2D y x3 3 = D [D − 1] [D − 2] y

−→ (23)
x dx
From those, it could be said that Eq.(20) is the general solution.
d2 y dy
Example 5.1. Solve the following differential equation, x2 2
− 2x − 4y = x4 . Since the
dx dx
characteristic of the function is the same as that of in Eq.(19), the question could be modified
into D [D − 1] y − 2Dy − 4y = e4z ,
1) Complementary yc : z = ln(x)
D − 3D − 4 = 0 −→ D1 = 4, D2 = −1 such that yc = k1 e4z + k2 e−z
 2 

2) Particular yp : Note that e±iax = cos(ax) ± i sin(ax)

   
1 4z 1 1
yp = e = e4z = e4z (failed)
D − 3D − 4
2 16 − 12 − 4 0
     
1 4z

4z 1 4z 1
= e · 1 = e (1) = e (1)
D2 − 3D − 4 (D + 4)2 − 3 (D + 4) − 4 D2 + 5D
     
1 1 4z 1 1 4z 1 1
=e 4z
(1) = e − D z=e z−
D+5 D 5 25 5 25
 
1 1
= x4 ln(x) − → z = ln(x)
5 25
such that the final solution (y = yc + yp ) is k1 x4 + kx2 + x4 15 ln x − 25 1

12
 d2 y dy
Example 5.2. Find the solution of the following function, x2 +2x = ln(x)! The question
dx2 dx
could be formed as Eq.(19), such that D [D − 1] y + 2Dy = z,
1) Complementary yc : z = ln(x)

D + D = 0 −→ D1 = 0, D2 = −1 such that yc = k1 + k2 e−z

 2 

2) Particular yp : z = ln(ϕ) and ϕ = (1 + x)

     
1 1 1 1 1 2
yp = z= z= z
D +D
2 D+1 D D+1 2
1 1 1
= 1 − D + D2 z 2 = z 2 − z + 1 = ln2 (x) − ln(x) + 1

2 2 2
k2
such that the final solution (y = yc + yp ) is k1 + x + 12 ln2 (x) − ln(x) + 1

d2 y dy
Example 5.3. Supposed a function, (1 + x)2 2
+ (1 + x) + y = sin(2 ln(1 + x)), find the
dx dx
solution! If (1 + x) = ϕ → dx = dϕ, then the equation is the same as that of Eq.(19), so that
Eq.(20) follows with D [D − 1] y + Dy + y = sin(2z), therefore
1) Complementary yc : z = ln(ϕ)

D + 1 = 0 −→ D1 = i, D2 = −i such that yc = k1 eiz + k2 e−iz

 2 

2) Particular yp : z = ln(ϕ) and ϕ = (1 + x)

   
1 1 1
yp = sin(2z) = sin(2z) = − sin(2z)
D +1
2 −4 + 1 3
1
= − sin(2 ln(1 + x))
3
such that the final solution (y = yc + yp ) is k cos(ln(1 + x) − θ) − 13 sin(2 ln(1 + x))

d3 y 2
2 d y +3x dy −3y = x2 , obtain the solu-
Example 5.4. Given a differential equation, x3 +2x
dx3 dx2 dx
tion! Since the characteristic is on par with Eq.(19), then the solutions are, D [D − 1] [D − 2] y +
2D [D − 1] y + 3Dy − 3y = e2z
1) Complementary yc : z = ln(x)

D − D2 + 3D − 3 = 0 −→ D2 + 3 [D − 1] = 0
 3   
√ √ √ √
D1 = i 3, D2 = −i 3, D3 = 1 such that yc = k1 ei 3z + k2 e−i 3z + k3 ez

2) Particular yp : Note that e±iax = cos(ax) ± i sin(ax)

   
1 2z 1 1 1
yp = e = e2z = e2z = x2
D − D + 3D − 3
3 2 8−4+6−3 7 7
√
such that the final solution (y = yc + yp ) is k cos( 3 ln(x) − θ) + k3 ez + 17 x2

Exercise 6. Solve the following differential equations!

d2 y d2 y dy
1. x2 + y = 3x2 3. x2 − 2x + 2y = x2 + sin(5 ln(x))
dx2 dx2 dx
d2 y dy 42 d3 y d2 y dy
2. x2 2
− 4x + 6y = 4 4. x2 3
+ 3x 2
+ = x2 ln(x)
dx dx x dx dx dx

13
6 Solution of Simultaneous Differential Equations

In this section, there exists some dependent variables ϕi from 1 → n, such as (x, y, z) or
(p, q, r, s) if n = 3 or 4 in turn, paralleling with the number of equations, with respect to
arbitrary independent variable (t). The goal is then to find the solution of such dependent
variables by eliminating one from another using Gauss elimination so that the ways to obtain
the final solution (ϕi = ϕc + ϕp ) depends on the number of equations.
Example 6.1. Find the solution of the given two equations with x(0) = 2 and y(0) = 0!
dx dy
+ y = sin(t) and x+ = cos(t)
dt dt
Since there are two equations, then there are two solutions with respect to dependent variables
(x, y) with respect to independent (t). In order to do that, Gauss elimination is applied in terms
of certain dependent variable. The first is to multiply the second equation by D and subtract
it from Eq.(1), such that
×1
)
Dx + y = sin(t) −−→ Dx + y = sin(t)
(−) 1 − D2 y = 2 sin(t)
 
(1) ×D
x + Dy = cos(t) −−→ Dx + D y = D [cos(t)]
2

1) Complementary yc :
1 − D2 = 0 −→ D1 = 1, D2 = −1 such that yc = k1 et + k2 e−t
 

2) Particular yp :
 
1 1
yp = 2 sin(t) = 2 sin(t) = sin(t)
1 − D2 1 − (−1)
such that the solution with respect to y is k1 et + k2 e−t + sin(t). If the constraint is applied,
then it results in
y(0) : k1 + k2 = 0 −→ k2 = −k1
The second formulation is then to remove y so that it yields x, with the same formula, it has
)
×D
Dx + y = sin(t) −−→ D2 x + Dy = D [sin(t)]
(−) D2 − 1 x = 0
 
(2) ×1
x + Dy = cos(t) −−→ x + Dy = cos(t)
1) Complementary xc :
1 − D2 = 0 −→ D1 = 1, D2 = −1 such that xc = c1 et + c2 e−t
 

2) Particular xp : Since the right-hand side is zero, there is no xp and the solution depends solely
on x = xc . Applying the constraint, it constitutes
x(0) : c1 + c2 = 2 −→ c2 = 2 − c1
To gain the constant parameters from the constraints, those two results should be compared
into the given questions, yet we should have the first derivative of the two, therefore
dy dx
= k1 et + k1 e−t + cos(t) and = c1 et + (c1 − 2) e−t
dt dt
such that, taking the first equation Dx + y = sin(t), it gets
c1 et + (c1 − 2) e−t + k1 et − k1 e−t + sin(t) = sin(t) −→ c1 + k1 = 0 and c1 − 2 − k1 = 0
From the final equation it then can be concluded that k1 = −1, k2 = 1, c1 = 1 and c2 = 1. Keep
in mind that using Eq.(2) in the question will lead to the same answer, which means that
y = e−t − et + sin(t) and x = et + e−t
Note: If there are no certain constraints mentioned in the question, then the final solutions halt
in the certain dependent variables without doing further comparison to fulfill the constraints.

14
Example 6.2. Solve the following two simultaneous differential equations without constraints!
dx dy
2 + 6x − y = 2 sin(2t) and − 2x + 5y = 0
dt dt
The first is to multiply the second equation by 2D + 6 and subtract it from Eq.(1), such that
×2
[2D + 6] x − y = 2 sin(2t) −−→ 2 [2D + 6] x − 2y = 4 sin(2t)
(1) ×(2D+6)
−2 [2D + 6] x + 2D2 + 16D + 30 y = 0
 
−2x + [D + 5] y = 0 −−−−−−→

1) Complementary yc : Adding the two equations and using (abc)−formula result in

√ √ √
2D + 16D + 28 = 0 −→ D1,2 = −4 ± 2 2 such that yc = k1 e(−4+2 2)t + k2 e(−4−2 2)t
 2 

2) Particular yp :
     
1 1 1
yp = 2 sin(2t) = 2 sin(2t) = sin(2t)
D2 + 8D + 14 −4 + 8D + 14 4D + 5
 
4D − 5 1 1
= 2
sin(2t) = − [4D − 5] sin(2t) = − [8 cos(2t) − 5 sin(2t)]
16D − 25 89 89
√ √
1
such that the solution with respect to y is k1 e(−4+2 2)t +k2 e(−4−2 2)t − 89 [8 cos(2t) − 5 sin(2t)].
The second formulation is then to remove y so that it yields x, with the same formula, it has
×(D+5)
[2D + 6] x − y = 2 sin(2t) −−−−−→ [2D + 6] [D + 5] x − [D + 5] y = [D + 5] 2 sin(2t)
(2) ×1
−2x + [D + 5] y = 0 −−→ −2x + [D + 5] y = 0

1) Complementary xc : Adding the two equations and using (abc)−formula result in

√ √ √
2D + 16D + 28 = 0 −→ D1,2 = −4 ± 2 2 such that xc = c1 e(−4+2 2)t + c2 e(−4−2 2)t
 2 

2) Particular xp :
   
1 1
xp = [4 cos(2t) + 10 sin(2t)] = [2 cos(2t) + 5 sin(2t)]
D2 + 8D + 14 4D + 5
 
4D − 5 1
= 2
[2 cos(2t) + 5 sin(2t)] = − [4D − 5] [2 cos(2t) + 5 sin(2t)]
16D − 25 89
1 1
= − [−16 sin(2t) − 10 cos(2t) + 40 cos(2t) − 25 sin(2t)] = [41 sin(2t) − 30 cos(2t)]
89 89
such that, the final solution with respect to x is in the following.
√ √ 1
x = xc + xp −→ c1 e(−4+2 2)t
+ c2 e(−4−2 2)t
+ [41 sin(2t) − 30 cos(2t)]
89
Exercise 7. Solve the following differential equations!

dx dy with x(0) = 0, y(0) = 3, z(0) = 0

1. + 5x − 2y = t and + 2x + y = 0
dt dt
with x(0) = 0, y(0) = 0
4. Given two vertical series of spring K1 = 5
dx dy N/m and K2 = 10 N/m with mass M = 1
2. t + y = t and t + x = 0
dt dt kg in the top. x1 , x2 , y are the deviation
with x(1) = 1, y(−1) = 0
in M , in between of springs and bottom in
dx dy dz turn. Find x1 , x2 !
3. = y − z, = z − x, =x−y
dt dt dt
15
7 Solution of Partial Differential Equations (Linear Homogeneous)

Partial Differential Equation (PDE) has a function (ϕ) with more than one independent vari-
ables, typically two (x, y) in this section. Due to the more independent variables, it is required
to differ the writing in terms of D-term with respect to certain independent variable, such that
∂ϕ (x, y) ∂ 2 ϕ (x, y) ∂ 2 ϕ (x, y)
= Dx ϕ (x, y) = D2y ϕ (x, y) = Dx Dy ϕ (x, y) (24)
∂x ∂y 2 ∂x∂y
This section focuses on the linear, as ai with i = 0 → n is in the first-order, and homogeneous,
due to the order of each term is the same n, function as written in the following,
∂nϕ ∂nϕ ∂nϕ
a0 + a 1 + · · · + an = Φ (x, y) (25)
∂xn ∂xn−1 ∂y ∂y n
a0 Dnx + a1 Dn−1
x Dy + · · · + an Dy ϕ = Φ (x, y) −→ Ψ(Dx , Dy )ϕ = Φ (x, y)
n
 
(26)
Supposed the partial differential function Eq.(25) with order n = 2, the steps to gain the
solution are presented in the following. To achieve complementary solution ϕc , the right-hand
side function Φ(x, y) is assumed to be zero and the function is made of in terms of D,
∂2ϕ ∂2ϕ ∂2ϕ
= 0 −→ a0 D2x + a1 Dx Dy + a2 D2y = 0
 
a0 2
+ a1 + a 2 2
(27)
∂x ∂x∂y ∂y | {z }
Ψ(Dx ,Dy )

Next, take Dx = m and Dy = 1 and find the roots of the modified function,
p
2 −a1 ± a21 − 4a0 a2
a0 m + a1 m + a2 = 0 −→ m(1,2) =
2a0
The last is to form the complementary solution depending on m1 and m2 . Keep in mind that
the solution is not unique as long as it fulfills the equation in ϕc
ϕc = Φ1 (y + m1 x) + Φ2 (y + m2 x) −→ if m1 6= m2 (28)
ϕc = Φ1 (y + mx) + xΦ2 (y + mx) −→ if m1 = m2 (29)
To achieve particular solution ϕp , there are some possible ways depending on function Φ(x, y)
1) If Φ(x, y) = epx+qy and Ψ(Dx , Dy ) with n = 2 −→ a0 D2x + a1 Dx Dy + a2 D2y
     
1 px+qy 1 px+qy 1
ϕp = e = e −→ epx+qy
a0 D2x + a1 Dx Dy + a2 D2y Ψ(Dx , Dy ) Ψ(p, q)
Proof.
Ψ(Dx , Dy )Φ(x, y) = a0 D2x epx+qy + a1 [Dx Dy ] epx+qy + a2 D2y epx+qy
   

= a0 p2 epx+qy + a1 (pq) epx+qy + a2 q 2 epx+qy

= a0 p2 + a1 pq + a2 q 2 epx+qy −→ Ψ(p, q)epx+qy


2) If Φ(x, y) = sin (px + qy) or cos (px + qy) and Ψ(Dx , Dy ) with n = 2
   
1 1
ϕp = sin(px + qy) −→ sin(px + qy)
Ψ(D2x , Dx Dy , D2y ) Ψ(−p2 , −pq, −q 2 )
Proof.
Ψ(Dx , Dy )Φ(x, y) = a0 D2x sin(px + qy) + a1 [Dx Dy ] sin(px + qy) + a2 D2y sin(px + qy)
   

= a0 −p2 sin(px + qy) + a1 (−pq) sin(px + qy) + a2 −q 2 sin(px + qy)

= a0 −p2 + a1 (−pq) + a2 −q 2 sin(px + qy)





| {z }
Ψ(−p2 ,−pq,−q 2 )6=0

16
3) If Φ(x, y) = xp y q or (x + y)r and Ψ(Dx , Dy ) with n = 2. It supposed to be in series
 
Dy
 
1 1  1
xp y q = 2 
 p q
ϕp =  2  x y → =u
a0 Dx + a1 Dx Dy + a2 Dy
2 2 Dx Dy Dy Dx
 
a0 + a1 Dx + a2 Dx
−a2 a21
     
1 1 −a1
= 2 + u+ + 3 u + · · · stop when n = q xp y q
n
Dx a0 a20 a20 a0
∂2ϕ ∂2ϕ ∂2ϕ
Example 7.1. Find the solution of this partial function, + 4 − 5 = 0. The given
∂x2 ∂x∂y ∂y 2
function is altered into Dx + 4Dx Dy − 5D2y ϕ = 0 and the solution is
 2 

1) Complementary ϕc : Dx = m and Dy = 1
m2 + 4m − 5 = 0 −→ m1 = 1, m2 = −5 such that ϕc = Φ1 (y + x) + Φ2 (y − 5x)
2) Particular ϕp : Since ϕp = 0, the solution is ϕ = ϕc and one of the solutions fulfilling comprises
ϕ = (y + x)2 + (y − 5x)3 (30)
Bear in mind that the solution is not unique, and one of the instances fulfilling the equation in
the solution is mentioned in Eq.(30). To prove that the solution is correct, we need to bring
back into the question, such that
∂ϕ ∂2ϕ
= 2(y + x) − 15(y − 5x)2 −→ = 2 + 150y − 750x (31)
∂x ∂x2
∂ϕ ∂2ϕ ∂2ϕ
= 2(y + x) + 3(y − 5x)2 −→ = 2 + 6y − 30x and = 2 − 30y + 150x (32)
∂y ∂x2 ∂x∂y
If Eqs.(31) and (32) are brought to the question, it results in
2 + 150y − 750x + 4(2 − 30y + 150x) − 5(2 + 6y − 30x) = 0
2 + 8 − 10 + 150y − 120y − 30y − 750x + 600x + 150x = 0
∂2ϕ ∂2ϕ ∂2ϕ
Example 7.2. Solve this partial differential equation, 2 2 +5 +2 2 = 0. The question
∂x ∂x∂y ∂y
is transformed into 2Dx + 5Dx Dy + 2Dy ϕ = 0 and the solution is
 2 2


1) Complementary ϕc : Dx = m and Dy = 1
 
2 1 1
2m + 5m + 2 = 0 −→ m1 = − , m2 = −2 such that ϕc = Φ1 y − x + Φ2 (y − 2x)
2 2
2) Particular ϕp : Since ϕp = 0, the solution is ϕ = ϕc and one of the solutions fulfilling comprises
p
ϕ = 2y + x + sin(y − 2x)
∂2ϕ ∂2ϕ ∂2ϕ
Example 7.3. Solve this partial differential equation, 2
−5 + 6 2 = ex+4y . In terms
∂x ∂x∂y ∂y
of D-term, the question could be written as D2x − 5Dx Dy + 6D2y ϕ = ex+4y
 

1) Complementary ϕc : Dx = m and Dy = 1
m2 − 5m + 6 = 0 −→ m1 = 2, m2 = 3 such that ϕc = Φ1 (y + 2x) + Φ2 (y + 3x)
2) Particular ϕp : Dx = 1 and Dy = 4
   
1 x+4y 1 1
ϕp = e = ex+4y = ex+4y
D2x − 5Dx Dy + 6D2y 1 − 20 + 96 77
such that, the final solution is ϕ = ϕc + ϕp and one of the solutions fulfilling comprises
1
ϕ = y + 2x + cos(y + 3x) + ex+4y
p
77

17
 ∂3ϕ ∂3ϕ ∂3ϕ
Example 7.4. Given the function, − 4 + 4 = 2 sin (3x + 2y) and it could be
∂x3 ∂x2 ∂y ∂x∂y 2
simplified into Dx − 4D2x Dy + 4Dx D2y ϕ = 2 sin (3x + 2y)
 3

1) Complementary ϕc : Dx = m and Dy = 1
m3 − 4m2 + 4m = 0 −→ m1 = 0, m2,3 = 2 such that ϕc = Φ1 (y) + Φ2 (y + 2x) + xΦ2 (y + 2x)
2) Particular ϕp : D2x = −9, Dx Dy = −6 and D2y = −4
   
1 1 2
ϕp = 2 sin (3x + 2y) = sin (3x + 2y)
D3x − 4D2x Dy + 4Dx D2y Dx D2x − 4Dx Dy + 4D2y
   
1 2 1 2
= sin (3x + 2y) = −2 sin (3x + 2y) = cos (3x + 2y)
Dx −9 + 24 − 16 Dx 3
such that, the final solution is ϕ = ϕc + ϕp and one of the solutions fulfilling comprises
2
y + (y + 2x)2 + x (y + 2x) + cos (3x + 2y)
3
∂2ϕ ∂2ϕ ∂2ϕ
Example 7.5. Supposed a partial function, 2
− 8 + 15 = xy 2 , find the solution!
 2 ∂x ∂x∂y ∂y 2
First, it is necessary to change the term, Dx − 8Dx Dy + 15D2y ϕ = xy 2 and the solutions are,


1) Complementary ϕc : Dx = m and Dy = 1
m2 − 8m + 15 = 0 −→ m1 = 5, m2 = 3 such that ϕc = Φ1 (y + 5x) + Φ2 (y + 3x)
2) Particular ϕp :
 
Dy
 
1  1  2 1
ϕp = 2   2  xy = xy 2 −→ =u
Dx D D 1 − 8u + 15u 2 Dx
 
1 − 8 Dxy + 15 Dxy
" #
Dy Dy 2
   
1
= 2 1−8 + 49 + · · · xy 2 (stop when n = q)
Dx Dx Dx
  
1 49 3 1 2 49
= xy − 8x y + x = x3 y 2 − x4 y + x5
2 2
Dx2 3 6 3 60
such that, the final solution is ϕ = ϕc + ϕp and one of the solutions fulfilling comprises
1 3 2 2 4 49
(y + 5x)3 + tan (y + 3x) + x y − x y + x5
6 3 60
Exercise 8. Solve the following differential equations!

∂2ϕ ∂2ϕ ∂2ϕ ∂4ϕ ∂4ϕ

1. − 2 + =0 4. + =0
∂x2 ∂x∂y ∂y 2 ∂x4 ∂y 4
∂3ϕ ∂3ϕ ∂3ϕ ∂3ϕ ∂2ϕ ∂2ϕ
2. − 6 + 11 − 6 =0 5. − = 2 sin(x) cos(2y)
∂x3 ∂x2 ∂y ∂x∂y 2 ∂y 3 ∂x2 ∂x∂y
∂3ϕ ∂3ϕ ∂3ϕ ∂3ϕ ∂2ϕ ∂2ϕ ∂2ϕ
3. − 6 + 12 − 8 =0 6. + − 6 =x+y
∂x3 ∂x2 ∂y ∂x∂y 2 ∂y 3 ∂x2 ∂x∂y ∂y 2
It is possible that the three possible ways in finding the particular solution are failed because
of zero result in denominator. If this really happens, it is required to conduct what is known as
Parameter Variation method, such that
  Z
1
Φ(x, y) = Φ(x, c − ax) dx −→ y = c − ax (33)
Dx − aDy

18
where a and c are the constant parameter of Dy and an integration constant respectively. Keep
in mind that,
 
∂z ∂z 1
−a = Φ(x, y) −→ z = Φ(x, y) (34)
∂x ∂y Dx − aDy

is a Lagrange differential equation, and to solve, it needs a auxiliary equation, therefore

dx dy dz
= = (35)
1 −a Φ(x, y)
Z Z Z Z Z
−a dx = dy → y = −ax + c and dz = Φ(x, y) dx → z = Φ(x, c − ax) dx (36)

∂2ϕ ∂2ϕ ∂2ϕ

Example 7.6. Solve the following partial differential equation, − 2 + = ex+y
∂x2 ∂x∂y ∂y 2
1) Complementary ϕc : Dx = m and Dy = 1

m2 − 2m + 1 = 0 −→ m1 = 1, m2 = 1 such that ϕc = Φ1 (y + x) + xΦ2 (y + x)

2) Particular ϕp : Dx = 1 and Dy = 1
 
1 1
ϕp = ex+y = ex+y (failed)
Dx − 2Dx Dy + Dy
2 2 0
   Z
1 1 x+y
= e −→ A = ec dx = xec (y = c − x → ex+y = ec )
Dx − Dy Dx − Dy
| {z }
A
  Z
1 x+y 1
= xe = x ec dx = x2 ec (y = c − x → x ex+y = x ec )
Dx − Dy 2

such that, one of the final solutions is ϕ = (y + x)2 + x tan (y + x) + 12 x2 ex+y

Example 7.7. Given the D-term partial function, [Dx − Dy ] [Dx + 2Dy ] ϕ = (y + 1)ex
1) Complementary ϕc : Dx = m and Dy = 1

(m − 1)(m + 2) = 0 −→ m1 = 1, m2 = −2 such that ϕc = Φ1 (y + x) + Φ2 (y − 2x)

2) Particular ϕp : Dx = 1 and Dy = 1
  
1 1
ϕp = (y + 1)ex = yex , where
Dx − Dy Dx + 2Dy
| {z }
A
| {z }
B
Z
A = (c + 2x + 1)ex dx = cex + 2xex − ex = yex − ex (y = c + 2x → (c + 2x + 1)ex )
Z
B = (c − x)ex − ex dx = cex − xex = yex (y = c − x → (c − x)ex − ex )

such that, the final solution is ϕ = (y + x) + (y − 2x)2 + yex

Exercise 9. Solve the following differential equations!

∂2ϕ ∂2ϕ ∂2ϕ ∂3ϕ ∂3ϕ

1. + 2 + = 2 sin(y) − x cos(y) 2. − 2 = 2e2x + 3x2 y
∂x2 ∂x∂y ∂y 2 ∂x3 ∂x2 ∂y

19
8 Solution of Partial Differential Equations (Linear Non-Homogeneous)

This chapter delivers the partial function yet homogeneous. Compared to the preceding, it gives
different order of the derivative terms as shown in the following instance, such that

∂nϕ ∂nϕ ∂kϕ ∂ϕ ∂mϕ

a0 + a1 + a2 + a3 + a 4 + a5 ϕ = 0 −→ Ψ(Dx , Dy ) = 0 (37)
∂xn ∂x∂y ∂y k ∂x ∂y m
where a0 , a1 , . . . , a5 are in the same order, then called as linear, and n, k, m are different then it
is supposed to be non-homogeneous. The solutions constitutes complementary and particular.
To solve complementary solution (ϕc ), it is necessary to form as follows,

∂z ∂z
[Dx − mDy − a] z = 0 −→ −m − az = 0 (38)
∂x ∂y
Since it is a Lagrange differential equation, and to solve, it needs a auxiliary equation, therefore
dx dy dz
= = (39)
Z Z 1 −m az
Z Z
1
−a dx = dy → y = −mx + c and dx = dz → ax = ln(z) (40)
az
such that,

ϕc = Φ1 (y + m1 x)eax + Φ2 (y + m2 x)eax −→ if m1 6= m2 (41)

ax
ϕc = [Φ1 (y + mx) + xΦ2 (y + mx)] e −→ if m1 = m2 (42)

To achieve particular solution ϕp , there are some possible ways depending on function Φ(x, y).
With the same definition of Ψ(Dx , Dy ), it can be enlightened that
1) If Φ(x, y) = epx+qy
   
1 px+qy 1
ϕp = e −→ epx+qy
Ψ(Dx , Dy ) Ψ(p, q)

2) If Φ(x, y) = sin (px + qy) or cos (px + qy)

   
1 1
ϕp = sin(px + qy) −→ sin(px + qy)
Ψ(D2x , Dx Dy , D2y ) Ψ(−p2 , −pq, −q 2 )

3) If Φ(x, y) = xp y q or (x + y)r , it supposed that Ψ(Dx , Dy ) as used in the example and the
form would be more various and it should be arranged in series
 
Dy
 
1 1  1
xp y q = 2 
 p q
ϕp =  2  x y → =u
a0 Dx + a1 Dx Dy + a2 Dy
2 2 Dx D D Dx
 
a0 + a1 Dxy + a2 Dxy
−a2 a21
     
1 1 −a1
= 2 + u+ + 3 u + · · · stop when n = q xp y q
n
Dx a0 a20 a20 a0

4) If Φ(x, y) = epx+qy φ(x, y)

   
1 px+qy px+qy 1
ϕp = e φ(x, y) −→ e φ(x, y)
Ψ(Dx , Dy ) Ψ(Dx + p, Dy + q)

Those four ways denoted above are the most common solutions depending on the right-hand
side function and non-zero.

20
Example 8.1. Solve this partial function, D2x + 5Dx Dy − 5Dx + 4D2y − 11Dy + 6 ϕ = 0. The
 

first is to split that function into Eq.(38), so that with the help of abc formula, the given question
could be arranged as follows

D2x + Dx (5Dy − 5) + 4D2y − 11Dy + 6 = 0 w.r.t (Dx )

| {z } | {z }
b c

such that,
q
−(5Dy − 5) ± (5Dy − 5)2 − 4D2y − 11Dy + 6
Dx =
2
−(5Dy − 5) ± (3Dy − 1)
Dx = −→ [Dx + Dy − 2] [Dx + 4Dy − 3] ϕ = 0
2
Compared to [Dx − mDy − a], the question constitutes m1 = −1, a1 = 2 and m2 = −4, a1 = 3
such that from the information of Eqs.(38)-(40) the complementary solution which is also the
final solution due to ϕp = 0 is

ϕc = Φ1 (y − x)e2x + Φ2 (y − 4x)e3x

Example 8.2. Given the following partial equation, [Dx + 3Dy + 4]2 ϕ = 0, find the solution!
Since the question is squared, there might be using Eq. (34), such that m = −3, a = −4 and
the solution is

ϕc = [Φ1 (y − 3x) + xΦ2 (y − 3x)] e−4x

Example 8.3. Solve this partial differential equation, [Dx − Dy − 2] [Dx − Dy − 3] ϕ = e3x−2y
1) Complementary ϕc :

[Dx − Dy − 2] [Dx − Dy − 3] = 0 −→ m1 = 1, a1 = 2 and m2 = 1, a2 = 3, such that

ϕc = e2x Φ1 (y + x) + e3x Φ2 (y + x)

2) Particular ϕp :
   
1 1 1
ϕp = e3x−2y = e3x−2y = e3x−2y
(Dx − Dy − 2) (Dx − Dy − 3) (3 + 2 − 2) (3 + 2 − 3) 6
such that the final solution ϕ = ϕc + ϕp is
1 3x−2y
ϕ = e2x Φ1 (y + x) + e3x Φ2 (y + x) + e
6
Example 8.4. Find the solution of this partial function, [Dx + 1] [Dx + Dy − 1] ϕ = sin (x + 2y)
1) Complementary ϕc :

[Dx + 1] [Dx + Dy − 1] = 0 −→ m1 = 0, a1 = −1 and m2 = −1, a2 = 1, such that

ϕc = e−x Φ1 (y) + ex Φ2 (y − x)

2) Particular ϕp : [Dx + 1] [Dx + Dy − 1] = D2x + Dx Dy + Dy − 1

Dy + 4
     
1 1
ϕp = sin (x + 2y) = sin (x + 2y) = sin (x + 2y)
D2x + Dx Dy + Dy − 1 Dy − 4 D2y − 16
1 1
= − [Dy + 4] sin (x + 2y) = − [2 cos (x + 2y) + 4 sin (x + 2y)]
20 20
such that the final solution ϕ = ϕc + ϕp is
1
ϕ = e−x Φ1 (y) + ex Φ2 (y − x) − [2 cos (x + 2y) + 4 sin (x + 2y)]
20

21
Example 8.5. Find the solution of this partial function, [Dx − Dy + 2] [Dx + Dy − 1] ϕ = x2 y
1) Complementary ϕc : Compared to Dx − mDy − a
[Dx − Dy + 2] [Dx + Dy − 1] = 0 −→ m1 = 1, a1 = −2 and m2 = −1, a2 = 1, such that
ϕc = e−2x Φ1 (y + x) + ex Φ2 (y − x)
2) Particular ϕp : [Dx − Dy + 2] [Dx + Dy − 1] = D2x + Dx − D2y + 3Dy − 2
 
 
1 2 1 1 
 2
ϕp = x y = − x y

D2x + Dx − D2y + 3Dy − 2 2  1 − 12 D2x + Dx − D2y + 3Dy 


| {z }
u
u u2 u3 2
 
1 1 3 1 3 3 21
=− 1+ + + x y = − x2 y − x2 − xy − x − y −
2 2 4 8 2 4 2 2 4 8
such that the final solution ϕ = ϕc + ϕp is
1 3 1 3 3 21
ϕ = e−2x Φ1 (y + x) + ex Φ2 (y − x) − x2 y − x2 − xy − x − y −
2 4 2 2 4 8
Example 8.6. Evaluate this partial differential function, [Dx − 3Dy − 2]2 ϕ = 2e2x sin (3x + y)!
1) Complementary ϕc :
[Dx − 3Dy − 2]2 = 0 −→ m = 3, a = 2, such that
ϕc = [Φ1 (y + 3x) + xΦ2 (y + 3x)] ex
2) Particular ϕp :
" #  
1 2x 2x 1
ϕp = 2e sin (3x + y) = 2e sin (3x + y)
(Dx − 3Dy − 2)2 D2x − 6Dx Dy + 9D2y
   
2x 1 2x 1
= 2e sin (3x + y) = 2e sin (3x + y) (failed)
−9 + 18 − 9 0
  
1 1
= 2e2x sin (3x + y)
Dx − 3Dy Dx − 3Dy
| {z }
A
| {z }
B
Z
A = sin(c) dx = x sin(y + 3x) (a = 3, y = c − 3x → sin(c))
Z
1
B = x sin(c) dx = x2 sin(y + 3x) (a = 3, y = c − 3x → x sin(c))
2
such that the final solution ϕ = ϕc + ϕp is
ϕ = [Φ1 (y + 3x) + xΦ2 (y + 3x)] ex + x2 e2x sin(y + 3x)
Exercise 10. Solve the following differential equations!
∂2ϕ ∂2ϕ ∂2ϕ ∂ϕ ∂ϕ
1. 2
+ 2 + 2
+2 +2 +ϕ=0
∂x ∂x∂y ∂y ∂y ∂y
2. D2x + Dx Dy + Dx − 6D2y + 13Dy − 6 ϕ = 0
 

∂ 2 ϕ ∂ 2 ϕ ∂ϕ ∂ϕ
3. − + − =0
∂x2 ∂y 2 ∂x ∂y
4. 2D2x + Dx Dy − 4Dx − D2y + 2Dy ϕ = ex−3y
 

5. D2x + Dx Dy − 6D2y ϕ = x2 sin(x + y)

 

22
9 Applications of Differential Equations

Example 9.1. Find the output x(t) if input y(t) = 10! From the figure, it can be said that

Figure 1: Block diagram system

v = Dx and e = y − v, therefore
D D
     
1
x= (y − Dx) −→ 1 + x= y
D+2 D+2 D+2
such that,
1 D
   
1
x= 10 = − 10 = 5
2D + 2 2 2
Example 9.2. A mass m = 1 kg is placed as shown in Fig.(2a), having the damper b = 2 Ns/m
and spring k = 5 N/m. A wall where it vibrates in the horizontal axis with y(t) = 2 cos(2t).
Find the response of the system!

(a) System (b) Closed-loop block diagram

(c) Open-loop block diagram

Figure 2: The system and its block diagram (closed- and open-loop)

mẍ + b(ẋ − ẏ) + k(x − y) = 0 −→ mD2 + bD(x − y) + k(x − y) −→ mD2 x = (bD + k)(y − x)
x bD + k
=
y mD2 + cD + k
From the equation, the complementary solution xc is
D + 2D + 5 = 0 −→ D1,2 = −1 ± 2i, such that xc = c1 e−1+2i + c2 e−1−2i
 2 

23
The particular solution xp is
     2 
2D + 5 2D + 5 4D + 8D − 5
xp = 2 cos(2t) = 2 2 cos(2t) = 2 2 cos(2t)
D2 + 2D + 5 2D + 1 4D2 − 1
2 2
= − [8D − 21] cos(2t) = [16 sin(2t) + 21 cos(2t)]
17 17
such that the final solution x = xc + xp is c1 e−1+2i + c2 e−1−2i + 2
17 [16 sin(2t) + 21 cos(2t)]
Example 9.3. The RC-circuit is arranged in series as depicted in Fig.()3, find the equation of
current in terns of time (t)!

Figure 3: RC - circuit

Z
1
Ri + i dt = Vs −→ Vs = constant
C
The equation is then differentiated by time (t), such that
di 1 1 1
R + i = 0 −→ (RCD + 1)i = 0 −→ D = − , such that i(t) = Ae− RC t + K
dt C RC
Example 9.4. The equations of two voltage in the two-loop circuit using resistance (R) and
inductance (L) are presented as simultaneous differential equation,
di1 di2 di2
+ + 56i1 + 40i2 = 400 and − 8i1 + 10i2 = 0
dt dt dt
Find the the equation of current in each loop (i1 , i2 ) as a function of time (t) if i1 (0) = 0, i2 (0) = 0
(D + 56)i1 + (D + 40)i2 = 400 and − 8i1 + (D + 10)i2 = 0
To eliminate i1 , the first equation is multiplied by 8 while the second (D + 56), therefore
×8
)
(Dx + 56) + (Di2 + 40) = 400 −−→ 8(Dx + 56) + 8(Di2 + 40) = 3200
×(D+56) (+)
−8i1 + (D + 10)i2 = 0 −−−−−−→ −8i1 (Dx + 56) + (Dx + 56)(D + 10)i2 = 0
The complementary solution is
D + 74D + 880 = 0 −→ D1 = −15, D1 = −59, such that i2c = k1 e−15t + k2 e−59t
 2 

and the particular solution i2p is

   
1 1 74 3200
3200 = − D 3200 = = 3.64
D2 + 74D + 880 880 8802 880
such that the final solution with respect to i2 is k1 e−15t +k2 e−59t +3.64 and with the same formula
of elimination in terms of i2 , it is obtained that the final solution of i1 = i1c + i1p constitute
c1 e−15t + c2 e−59t + 4.55. Using the constraint given, it is found that the four parameters are
c1 = 2.98, c2 = −7.49, k1 = −4.86 and k2 = 1.22, such that
i1 (t) = 2.98e−15t − 7.49e−59t + 4.55
i2 (t) = −4.86e−15t + 1.22e−59t + 3.64

24
 Exercise 11. Solve the following differential equations!

1. The block diagram of angular position control of servo-mechanic is presented as in Fig.(4)

with input θ1 (t) = βt which is ramp function. Find the output response of the system along
with the error in the setady state condition!

Figure 4: Block diagram of system

2. Given a differential function of system of cantilever with uniform loading, while one is
bounded and another is free, is

d2 y 1
EI = py − wx2 −→ y(0) = 0y 0 (0) = 0
dx2 2
where p is external force, find the equation of deviation y(x)!

3. The RLC circuit is arranged in series as portrayed in Fig.(5) with R = 160Ω, L = 1 H and
C = 10−4 F with the voltage of V = 20 V. Find the current and charge equation as a function
of time (t)!

Figure 5: RLC circuit

10 Bank of Questions

This section would be released soon!

25

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