DİFERANSİYEL

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Basic Definitions

Definition: An equation relating an unknown function and one or more of its derivatives is
called a Differential Equation.

d2y dy
2 3  7y  0 (1.1)
dx dx

x : independent variable

y( x )  y : dependent variable (unknown function)

Purpose: Solve equation (1.1) and find y( x ) in terms of “ x ” only.

The aim is to find all possible solutions of the equation.

Classification of Differential Equations


- Ordinary Differential Equations involve ordinary derivatives of one or more functions
with respect to (w.r.t) a single independent variable.

- Partial Differential Equations involve partial derivatives of one or more independent


variables.

 In linear differential equations, every derivative and function in the equation has
degree one, and no products of functions or derivatives occur. Otherwise, the
differential (diff.) equation (eqn.) is nonlinear.
 A linear constant coefficient diff. eqn. is linear and additionally all coefficient of
function and their derivatives are constant. Otherwise, it is variable coefficient.

Definition: The order of a diff. eqn. is the order of the highest derivative of the unknown
function in the eqn.

d2y dy
Ex: 2 5  6 y  0, linear, ordinary, constant coeff. , 2nd order
dx dx
3
d2y  dy 
2  5   6 y  0, nonlinear, ordinary, 2nd order
dx  dx 

 2 y y
  0, linear, partial dif. eqn., constant coeff. , 2nd order
x 2
t
2
 2 y  y 
  0, nonlinear, partial dif. eqn., constant coeff. , 2nd order.
x 2  t 
Mathematical Models, 1st Order Systems
Ex 1: Newton’s Law of Cooling: The time rate of change of temperature T(t) of a body is
proportional to the difference between “ T ” and surrounding temperature “ TA ”.

dT (t )
  k (T  TA ) where k  0.
dt

dT
If T  TA so  0 (cooling ),
dt
dT
If T  TA so  0 ( heating ).
dt

Ex 2: Torricelli’s Law of Draining: The time rate of change of the volume “V” of water in
adraining tank is proportional to the square root of the depth “y” of
water in the tank.

dV
  k y ; if the tank is cylindrical as in the figure
dt

dV dy
V  A( area ) . y( height )  A ;
dt dt
dy 1
 (  k y )   h y ; h  k / A : const .
dt A

Ex: The time rate of change of a population P(t) is propotional to the size of population
provided that birth and death rates are constant.

dP
  kP; k : const . , P(t )  ce kt satisfies the diff. eqn.
dt

Mathematical Modelling:

1-Formulation of the math. model


Real – World Analysis of
2-Derivation of the diff. Eqn.
Stiuations or Events the Model
3-Comment
Ex: Verify that y( x )  2 x1/ 2  x1/ 2 ln x satisfies, 4 x 2 y ''  y  0 for all x  0.

Sol’n:

y( x )  2 x1/ 2  x1/ 2 ln x,
1 1 1 1
y '( x )  2. . x 1/ 2  x 1/ 2 ln x  x 1/ 2 .   x 1/ 2 ln x
2 2 x 2
1 1 1
y '( x )   x 1/ 2 ln x  y ''( x )  x 1/ 2 ln x  x 3/ 2 ln x
2 4 2

 1 1 
 4 x 2 y '' y  4 x 2  y ''( x )  x 1/ 2 ln x  x 3/ 2 ln x    2 x1/ 2  x1/ 2 ln x 
 4 2 
 x ln x  2 x  2 x  x ln x  0.
1/ 2 1/ 2 1/ 2 1/ 2

For all x  0 (note that the natural logarithm is not defined for x  0. )

Ex:  y '  y 2  1
2
has no real solution

 y '
2
 y2  0 has only the trivial solution i.e. y  0.

Ex: y( x )  A cos 3x  B sin 3x (*)

y '( x )  3 A sin 3x  3B cos 3x


y ''( x )  9 A cos 3x  9 B sin 3x  9( A cos 3x  B sin 3x ) 9 y( x)

(*) satisfies y '' 9 y  0.

(*) is a two-parameter family of solutions (two arbitrary constants)


Initial Value Problem (IVP)

dy
 f ( x, y ), y( xo )  yo .
dx

1 dy
Ex: y( x)  satisfies  y 2 , y(1)  2.
c x dx

1
y(1)   2  c  3 / 2,
c 1
1 2
y( x )   .
3 / 2  x 3  2x

A solution pattern for 1st order IVP’s

I. Find a general solution of the diff. eqn. involving the arbitrary constant ‘c’.
II. Calculate ‘c’ using the initial value and find a particular solution.

dy
Ex: Solve the IVP:  2 x  3, y(1)  2
dx

dy
 2 x  3  dy   2 x  3 dx  y    2 x  3 dx  x 2  3x  c (General Sol ' n )
dx
y(1)  12  3.1  c  2  c  2
y( x )  x 2  3x  2 ( Particular Sol ' n)

Slope Fields and Solution Curves

General 1st order ordinary diff. eqn.

dy
 f ( x, y ) can not be solved by direct integration. Therefore,
dx

Q1:Does a solution to the dif. eqn. exist?

Q2: Is the solution unique?

Existence and uniqueness of the solution.


dy
Ex:  2 y, y ( 0)  0
dx

y1 ( x )  x 2 , y2 ( x )  0 : There are two solutions

Slope Fields

dy
 f ( x, y )  f ( x, y )  y ' Slope of the curve y(x) on the x-y plane at (x,y).
dx

 m  y '  f ( x, y ) is the slope of the solution curve at (x,y) on the x-y plane.

 Through each of a representative collection of points (x,y) on the x-y plane,


draw small line segments with slope m=f(x,y). The set of all these line
dy
segments form the eqn.  f ( x, y ). A solution curve goes through these
dx
line segments for a specific value of the arbitrary constant.

!!! Please, study isoclines and slope fields from your book !!!

Question: Existence and uniqueness of the solution for a IVP.

THEOREM: Existence and Uniqueness of Solutions

Suppose that a real-valued function f ( x, y ) is continuous on some rectangle in


the x-y plane containing the point (a,b) in its interior. Then, the IVP

dy
 f ( x, y ), y( a )  b has a at least one solution defined on some open interval
dx
df
‘J’ containing the point x  a . If, in addition, the partial derivative is
dy
continuous on that rectangle, then the solution is unique on some (perhaps
smaller) open interval ‘Jo’ containing the point x  a .

dy
Ex:  2 y,
dx
f ( x, y )  2 y is continuous for y  0
f 1
 is continuous for y  0.
y y

Sol’n exists for all initial conditions ( a , b ).

The sol’n is not unique for (0, 0) y( x )  x 2 , y( x )  0

dy y2
Ex: y 2  x 2 y ' 0   2 is continuous for x  0,
dx x

f 2 y
 2 continuous for x  0.
y x

 The existence of the sol’n for interval condition (0,1) or (0,0), etc.
Obviously, (from the solution curve) a sol’n does not exist going through
(0,1) but a solution exists for (0,0).

 The theorem gives a sufficient condition for existence of the sol’n but
not a necessary one!
1st ORDER DIFFERENTIAL EQUATIONS

1. Linear
Equations

5. Exact 2. Separable
Equations Equations

3. Homogeneous
4. Bernoulli Equations
Equations

1) Separable Equations (1st order)


2) Linear Equations (1st order)
3) Homogeneous Equations (1st order)
4) Bernoulli Equations (1st order)
5) Exact Equations (1st order)

1) Separable Equations (1st order)


dy
 H ( x, y ) is said to be separable if H ( x , y ) can be written as the product
dx
of two functions depending only “ x ” and “ y ”, respectively.

dy g ( x)
 H ( x, y )  g ( x ). ( y ) 
dx f ( y)
dy g ( x )
   f ( y )dy  g ( x )dx
dx f ( y )
  f ( y )dy   g ( x )dx  c
dy
Ex:  xy
dx
Solution:
2
x
dy x2
 xdx  ln y   c  y  Ae 2
y 2

dy
Ex:  6 xy , y(0)  7  y( x )  ?
dx
Solution:
dy dy
 6 xy   6 xdx taking integral of both side leads to
dx y
dy
 y 
 6 xdx  ln y  3 x 2  c,
2 2 2
y  e 3 x c
 e 3 x . ec  Ae 3 x for x  0  A  7,
2
y ( x )  7 e 3 x

dy 10  2 x
Ex:  3 , y( x )  ?
dx y  2 y  6
Solution:
dy 10  2 x
 3    y 3  2 y  6 dy   10  2 x dx
dx y  2 y  6
y4
 y 2  6 y  10 x  x 2  c (*)
4
 It is not possible to solve for y(x) as a function of x only, which would
be the explicit solution of the diff. eqn. The sol’n in (*) is an implicit
sol’n.

Note=If your solution can be written in below two forms, we


call them as “Explicit” or “Implicit” Solution

y(x)=....... :Explicit Solution

F(x,y)=0 :Implicit Solution


1  3x 2
Ex: y '  , y(0)  1, y( x)  ?
3y2  6 y
Solution:
dy 1  3x 2
y'   2    3 y 2  6 y dy   1  3 x 2 dx
dx 3 y  6 y
y 3  3 y 2  x  x3  c
y ( 0)  1  1  3  c  2
y 3  3 y 2  x  x 3  2 implicit solution

Ex: xdx  ye x dy  0, y(0)  1, y( x )  ?


Solution:
ye  x dy   xdx   ydy    xe x dx
y2
  xe x  e x  c  y(0)  1
2
1 / 2  0  1  c  c  1 / 2
y2
  xe x  e x  1 / 2  y  2 xe x  2e x  1
2

We should take (+) due to initial value is y(0)=1


y   2 xe x  2e x  1

Moreover ,  2 xe x  2e x  1  0  So, Interval for x : 1, 68  x  0, 77

2x
Ex: y '  , y(0)  2, y( x)  ?
y  x2 y

Solution:
dy 2x
y'    (1  x 2 ) ydy  2 xdx
dx y  x y
2

2x y2
ydy  dx   ln(1  x 2 )  c  y  2 ln(1  x 2 )  2c
1 x 2
2
For x  0 & y(0)  2  c  2 & (  ) should be selected
y   2 ln(1  x 2 )  4;  2 ln(1  x 2 )  4   0,   x 
2) Linear Equations (1st order)

dy
General 1st order equation  p( x ) y  Q( x ) where both P(x) and Q(x) are
dx
continuous in the interval of solution.

 Multiply both sides by the following integrating factor  ( x )  e 


P ( x )dx

dy   P ( x )dx   p( x ) y   ( x )  e  P ( x )dx   Q( x )   ( x )  e  P ( x )dx 


  ( x)  e     
dx      
dy
This is chain rule of derivativelike : ( xy )  xy ' x ' y . Therefore,
dx
dy   P ( x )dx    P ( x )dx   Q( x )  e  P ( x )dx 
e   p( x ) y  e   
dx      
dy   P ( x )dx 
. y   e
P ( x )dx
 e .Q( x )
dx  
Integrate both side w.r .t ' x '.

e . y   e
P ( x )dx P ( x )dx
.Q( x )dx  c
 P ( x )dx   P ( x )dx .Q( x )dx  c 
y( x )  e  e 
 

dy
Ex:  3 y  e2 x , y(0)  3, y( x )  ?
dx
Solution:
p( x )  3, Q( x )  e 2 x ,  ( x )  e 
p ( x ) dx
 e 3 x
dy d 3 x
e 3 x  e 3 x ( 3 y )  e 3 x .e 2 x , (e y )  e  x
dx dx
d (e 3 x y )  e  x dx  e 3 x y   e  x dx  ye 3 x   e  x  c
y  e3 x  c  e  x   y(0)  3  e 0 (c  1)  c  4,

y ( x )  4e 3 x  e 2 x

Ex: y ' y  3, y(0)  4, y( x)  ?


Solution:
p( x )  1, Q( x )  3,  ( x )  e   e
P ( x ) dx 1dx
 ex ,
d x
e x y ' e x y  3e x  (e y )  3e x
dx
d (e x y )   3e x dx  e x y  3e x  c  y  (3e x  c )e  x ;

y(0)  4  (3  c )1  c  1, y  3  e  x
Ex: y ' 3 y  x  e2 x , y(0)  2 / 9, y  ?
Solution:
p( x )  3, Q( x )  x  e 2 x ,  ( x )  e   e
p ( x ) dx 3 dx
 e3 x ,
d 3x
e3 x y ' e3 x 3 y  ( x  e 2 x )e3 x  (e y )  xe3 x  e x
dx
1 e3 x
e3 x y   ( xe3 x  e x )dx  e3 x y  xe3 x   ex  c
3 9
2 x 2 x
y  x / 3  1 / 9  e  ce  y(0)  2 / 9  0  1 / 9  1  c  2 / 3
x 2 x 2 2 x 1
y( x )  e  e 
3 3 9

Ex: x3 y ' 4 x 2 y  e x , y( x )  ?
Solution:
dy
Coefficient of must be 1 for finding integrating factor
dx
4
4
y  e  x x 3 ; p ( x )  4 / x ,  ( x )  e   e  x  e 4 ln x  x 4 ,
p ( x ) dx dx
y '
x
4  4  d ( x4 y)
 x  y '  x   x y   x  e x   x y ' 4 x y  dx
4 4  x 3 4 3

x 4 y   xe  x dx   xe  x  e  x  c  y   x 3e  x  x 4e  x  cx 4

dy 1
Ex:  y , y(1)  0, y( x)  ?
dx e  x
Solution:
It is not a linear function so we can not use a integrating factor
dy
 e y  x,(linear diff . eqn.)
dx
dy
 x  e y ; p( y )  1, Q( y )  e y ,  ( y )  e   e  e y
p ( y ) dy 1dy

dx
d (e y x ) e2 y
e y x ' e y x  e y e y   e 2 y  xe y   e 2 y dy  c
dx 2
ey e0
x   ce  y  y(1)  0  1   ce 0  c  1 / 2
2 2
y
e e
y
x  cosh y  y  arc cosh x
2
Theorem: If p  x  and Q  x  are continuous on the open interval 
dy
containing xo , then the IVP  p( x ) y  Q( x ), y( xo )  yo has a unique solution
dx

y( x ) on  , given by y( x )  e 
p ( x ) dx  a( x )e  p ( x ) dx dx  c  for proper ' c '.
  

Remarks:
 The unique sol’n exists on the entire interval 
 There are no singular sol’n i.e the given sol’n y( x ) is the general sol’n of the
linear diff. eqn.
1st ORDER DIFFERENTIAL EQUATIONS
1) Separable Equations (1st order)
2) Linear Equations (1st order)
3) Homogeneous Equations (1st order)
4) Bernoulli Equations (1st order)
5) Exact Equations (1st order)

SUBSTITUTION METHODS AND EXACT EQUATIONS


dy
 f ( x, y ) :  Neither linear nor seperable in general 
dx
   ( x, y ) : new dependent variable  .

dy
Ex:  ( x  y  3)2  y( x)  ?
dx
Solution:
dv dy dy dv
Let v  x  y  3   1   1
x dx dx x
dv dv dv
 1  v2   1  v2   dx
x dx 1  v2
dv
 1  v 2   dx  arc tan v  x  c  v  tan( x  c)
x  y  3  tan( x  c )  y  tan( x  c )  x  3

3) Homogeneous Equations (1st order)

dy y
A homogeneous 1st order diff. eqn. can be written in the form  F( )
dx x
or Mdx  Ndy  0 : degree of M and N should be equal to each other to satisfy
the homogeneity.

dy dv dv dx
 y  vx,  v  x  F (v )  
dx dx F (v )  v x

 Every homogeneous 1st order equation can be reduced to an


integration problem by the substation y  vx .
dy
Ex: 2 xy  4 x 2  3 y 2 , y( x )  ?
dx
Solution:
dy 4 x 2  3 y 2 4 x 2 3 y 2 2 x 3 y
    
dx 2 xy 2 xy 2 xy y 2x
dy dv 2 3v
y  vx   xv  
dx dx v 2
dv 2 v 4v 2
2v dx
x    dv 
dx v 2 2v 4v 2
x
2v dx
 4  v 2 dv   x  ln(4  v )  ln x  ln c  ln cx
2

2
 y
4  v  cx  4     cx
2

 x
y 2  4 x 2  cx 3  y  cx 3  4 x 2

dy
 y   x2  y 2  ,
1/ 2
Ex: x
dx
dy y x2  y2 dy dv
Solution :    y  vx   xv
x x x x x
dv x2  v2 x2 dv
xv  v  x  1  v2
x x dx
dv dx dv dx
    arcsin v  ln x  c
1  v2 x 1  v2 x
y  vx  y  x sin(ln x  c ) & y(1)  0
0  1.sin(ln 1  c )  c  n ; n is integer
y( x )  x sin(ln x  n ); n is integer.
4) Bernoulli Equations (1st order)

dy
 P( x ) y  Q( x ) y n : Bernoulli Eqn. if n=0 or n=1, it is linear; otherwise, nonlinear.
dx
1
dy 1 1nn dv
yv 1 n
  v
dx 1  n dx
1 1nn dv 1 n
v  P( x )v1 n  Q( x )v 1 n
1 n dx
dv
 (1  n) P( x )v  (1  n )Q( x ); Now, it is linear 1st order eqn. so method of
dx
integration factor can be used.

dy
Ex: 2 xy  4 x 2  3 y 2 , y( x )  ?
dx

Solution:
dy 3 y 2 x 3
  ; n  1, p( x )   , Q( x )  2 x
dx 2 x y 2x
dy 1 dv
v  y1 n  y 2  y  v  
dx 2 v dx
1 dv 3 v 2 x dv 3v
     4x : Nowlinear so p( x )  3 / x;
2 v dx 2 x v dx x
3

 ( x)  e
p ( x ) dx dx
e x
 e 3 ln x  x 3
Multiply each side by x 3
dv 3 3v d
x  x 3  4 x x 3   vx 3   4 x 2
dx x dx
vx 3   4 x 2 dx  4x 1  c  v  4x 2  cx 3

v  y 2  4x 2  cx 3  y  cx 3  4x 2
dy
Ex: x  6 y  3xy 4 / 3 , y( x )  ?
dx

Solution:
dy 6
 y  3 y 4 / 3 ; n  4 / 3; v  y1 n  y1 4 / 3  y 1/ 3
dx x
dy dv
v  y 1/ 3  y  v 3   3v 4
dx dx
dv 6 3 dv 2
 v  3  v 3   3v 4 
4/ 3
3v 4  v  1; Now Linear
dx x dx x
p( x )  2 / x;  ( x )  e   e
p ( x ) dx ( 2 / x ) dx
 e 2 ln x  x 2
dv 2 2 2 d
x  x v  1x 2   vx 2    x 2
dx x dx
vx 2    x 2 dx  x 1  c  v  x  cx 2  y 1/ 3  y   x  cx 2 
3
1st ORDER DIFFERENTIAL EQUATIONS
1) Separable Equations (1st order)
2) Linear Equations (1st order)
3) Homogeneous Equations (1st order)
4) Bernoulli Equations (1st order)
5) Exact Equations (1st order)

5) EXACT DIFFERENTIAL EQUATIONS


General sol’n of many 1st order diff. eqns are implicitly given by

F ( x, y( x ))  c, c:constant

F F dy
  0  M ( x, y )dx  N ( x, y )dy  0 (The diff . form )
x y dx
M ( x, y ) N ( x , y ) dy
dx

dy
Ex : y '  f ( x, y )   f ( x, y )  f ( x, y ) dx  1 .dy  0
dx M ( x, y )
N ( x , y ) 1

if there exist a function F(x,y) such that


F F
 M, N
x y
then the diff. eqn. in differential form
Mdx  Ndy  0 ()
has the implicit sol'n F(x,y)=c.

In this case, the diff. eqn. () is called a exact diff. eqn. The diff. of F
F F
dF = dx  dy  Mdx  Ndy
x y

 How can we determine if a diff. eqn. is exact, and if it is, how can we find
F(x,y)=?
 If Fxy and Fyx are both continuous on the open set in x-y plane, then Fxy  Fyx
M N
Fx  M , Fy  N  
y x
 The diff. eqn. (*) is exact if M y  N x and Fx  M , Fy  N . Otherwise, it is not exact.
Ex: y 3dx  3xy 2 dy  0, y( x )  ?
Sol’n:
M ( x, y )  y 3 , N ( x, y )  3 xy 2
M N
 M y  3y2 ,  N x  3 y 2  M y  N x  3 y 2  Exact
y x
F F
 y 3 , F  xy 3  g ( y )   3xy 2  g '( y )
x y
F
 3 xy 2  3 xy 2  g '( y )  g '( y )  0, g ( y )  c
y

F  xy 3  c  0  y   c / x 
1/ 3

Multiply the same eqn. by y 2


 ydx  3 xdy  0
M  y , N  3x  M y  1, N x  3  Not exact , But the sol'n is the same!
dy  dx 1
3 xdy  - ydx    ln y   ln x  c  y  ( c / x )1/ 3
y 3x 3

THEOREM: Suppose that M ( x, y ) and N ( x, y ) are continuous and have


continuous partial derivatives in the open rectangle
R : a  x  b, c  y  d ; Then, the diff. eqn. M ( x, y )dx  N ( x, y )dy  0 is exact in
M N
R if and only if  at each point of R i.e. there exists a function F  x, y 
y x
M N
defined on R such that  M,  N.
y x

Ex: (6 xy  y 3 )dx  ( 4 y  3x 2  3xy 2 )dy  0, y( x )  ?


Sol’n:
M ( x, y )  6 xy  y 3 ,  My  6 x  3 y 2
N ( x, y )  4 y  3x 2  3xy 2 ,  N x  6 x  3 y 2
My  N x so it is EXACT
F F
 M, N
x x
F
 6 xy  y 3  F  3 x 2 y  xy 3  g ( y )
x
F
  3 x 2  3 xy 2  g '( y )  N  4 y  3x 2  3xy 2
y
g '( y )  4 y  g ( y )  2 y 2  c1
F  3x 2 y  xy 3  2 y 2  c1  c  x 2 y  xy 3  2 y 2  c (Implicit Sol'n)
SUMMARY of 1ST ORDER EQUATIONS
1) 1ST Order Seperable Diff. Eqns:
dy g ( x)
dx
 g ( x ) ( y ) 
f ( y)
 f ( y )dy  g ( x )dx   f ( y )dy   g ( x)dx  c

2) 1st order Linear Diff. Eqns:


dy
 P( x ) y  Q( x );  ( x )  e 
p ( x )dx
: Integrating Factor
dx
dy p ( x )dx dy
 ( x )   ( x ) P( x ) y   ( x )Q( x )  e   e P( x ) y  e 
p ( x )dx p ( x )dx
Q( x )
dx dx
d   p ( x )dx
y( x )   e  Q( x )  e  y ( x )    e  Q( x ) dx  c
p ( x )dx p ( x )dx p ( x )dx
 e
dx    
 p ( x )dx    p ( x )dx 
y( x )  e     e Q( x ) dx  c 
 

3) 1ST Order Homogeneous Diff. Eqns:


dy y
 F ( )  Substitute y  vx
dx x
dv dv dv F (v )  v
x  v  F (v )  x  F (v )  v   : Reduces to Seperable
dx dx dx x

4) 1ST Order Bernoulli Diff. Eqns:


if n  0 or n  1 it is linear !
dy
 P( x ) y  Q( x ) y ;
n
dv dy
dx Otherwise, substitute v  y1 n &  (1  n ) y  n
dx dx
1 dy 1 dy 1 dv
Divide by y n  n  P( x ) n 1  Q( x )  y  n  P( x ) y1 n  Q( x )   vP( x )  Q( x )
y dx y dx 1  n dx
dv
 1  n  vP( x )  1  n  Q( x ) : Now, Linear; Solve using the integrating factor  ( x)  e 
p ( x )dx

dx

5) 1ST Order Exact Diff. Eqns:


M N
M ( x, y )dx  N ( x, y )dy  0,  & Fx  M , Fy  N where F ( x, y )  c
y x
F ( x, y )   M ( x, y )dx  g ( y )

N
F 

y y
  M ( x, y )dx   g '( y )  g ( y )  N  y   M ( x, y )dx 

g ( y )    N ( x, y ) 


y
  M ( x, y )dx  dy

F ( x, y )   M ( x, y )dx    N ( x, y ) 


y
  M ( x, y )dx  dy  c is the sol'n
HOMEWORK Deadline: 4th November

i. All steps and your solutions should be written by MS Word mathematical


symbols or MathType Editor or any other mathematical Editor programs.

ii. I will not accept any handwriting solutions which is converted into PDF use
any Editor to write your sol’ns.

iii. Because I will check your solutions by Ithenticate or Turnitin Program in


order not to be copy from each other.

iv. Therefore, try to make your homeworks by yourself because the exam will
not be simplier than these questions.

v. Send your HWs only in PDF file format.

vi. Please, do not share your sol’ns with anybody because Ithenticate or
Turnitin program will automatically grade your mark results as zero.

vii. I have not decided percentage of this HW yet. Please, use your own
variables, letters, symbols and steps in order to be unique.

Ex1: From book Ross: p.32, q:17, ( 4 x 2  3 y 2 )dx  2 xydy  0  y( x )  ?

1/ 2
 c  x4 
Results: y   3 
 x 

Ex2: From book Ross: p.39, q:22, ( x 2  2 y 2 )dx  ( 4 xy  y 2 )dy  0  y( x )  ?


Hint: Solve by using 2 methods: Exact and Homogeneous
Results: x3  6 xy 2  y 3  c
Ex3: From book Edwards & Penny, p.56, q:25,
dy
x  1
2
2
 3x3 y  6 xe3 x / 2 , y(0)  1  y( x )  ?
dx
Results: y( x )  e 3 x
2
/2
 3 x  1
2
3/ 2
2 

Ex4: From book Edwards & Penny, p.78, q:10, y '  1  x 2  y 2  x 2 y 2  y( x )  ?

x3
Results: y( x)  tan( x   c)
3

Ex5: From book Edwards & Penny, p.78, q:14, x3 y '  x 2 y  y 3  y( x )  ?


1/ 2
 x2 
Results: y( x )   
 2 ln x  c 

dy yy
Ex6: From book Edwards & Penny, p.78, q:36,   y( x )  ?
dx tan x
Hint: Solve by using 2 methods: Seperable and Bernoulli
2
 c 
Results: y   1  
 sin x 

dy
Ex7: From book Edwards & Penny,  xy 3  xy  y( x )  ?
dx
Hint: Solve by using 2 methods: Seperable and Bernoulli

1
Results: y  2
1  ce x
Ch-2: MATHEMATICAL MODELS

Simple Population Model: Constant birth and death rates; i.e., No immigration
or emigration.
dP
 kP; P(t )  Po .ekt
dt

B(t ) : number of births from t  0 till t ,


D(t ) : number of deaths from t  0 till t .

 # of births per individual  B(t  h )  B(t ) 1 dB


  :  (t )  lim 
 per unit time  h  0 h. P( t ) P dt
 # of deaths per individual  D(t  h )  D(t ) 1 dD
  :  (t )  lim 
 per unit time  h0 h. P( t ) P dt

P '(t )  lim
P (t  h )  P (t )
 lim
 B ( t  h )  B ( t )    D ( t  h )  D (t ) 
h0 h h 0 h . P (t )
P '(t )  B '(t )  D '(t )  P(t )  (t )  P(t ) (t )    (t )   (t )  P(t )

dP
P '(t )      P
dt

V(t)

Acceleration Velocity Models: A falling body with gravity ‘g’ y(t)


m
dV dy
 g   V   g .t  Vo ; Vo : Initial upward speeed
dt dt
mg
1
y   gt 2  Vot  yo ; y : Upward dispalcement ( height )
2

Ex: Throw an object upwards with 100 m/s. What is the max. height it can reach?

Sol’n:

Vo  100 m / s , g  9, 81 m / s 2
V   gt  Vo  0  9, 81.t  100  t  100 / 9, 81  10, 2 s
1 2 1
y gt  Vot  yo   x9, 81x10, 2 2  100 x10, 2  0  5097 m
2 2
NUMERICAL APPROXIMATION

dy
 f ( x, y ) : Not always analytically solvable. So we will make approximation.
dx

dy 2
Ex:  e  x  y( x )  ?
dx
2
Anti-derivatives of e x nonelementary functions that can not be expressed finitely in
terms of known functions.

 No particular sol’n that is finitely expressible.

dy
 IVP:  f ( x, y ), y( a )  yo If it is not possible to have an analytic expression y(x), we
dx
may want to have a table of values of ‘y’ at selected points of [a,b].

Euler Method: A method for computing a table of numerical approximations to the sol’n
of the IVP.

 Choose a step size h>0.


xo  a, x1  xo  h, x2  x1  h, ...........
xn  xn1  h, xn1  xn  h,
Find approximations y1 , y2 , y3 , ..........., y( n) for y( x1 ), y( x2 ), ..........., y( xn ), i.e
yn  y( xn )
at x  xo , y '  f ( xo , yo ) rate of change of y is f ( xo , yo ) . Assume that y changes with
the same rate in the interval xo  x  xo  h .
x1

y1 slope= f ( xo , yo )

yo y1  yo  h. f ( xo , yo ); h  x1  x0

xo h x1
Similarly,

y2 slope= f ( x1 , y1 )

y2  y1  h. f ( x1 , y1 ); h  x2  x1
y1
yn 1  yn  h. f ( xn , yn )

x1 h x2

 Algorithm for Euler method for 1st order IVP. Given the IVP
dy
 f ( x, y ), y( a )  yo  yn 1  yn  h. f ( xn , yn ), n  0,1, 2, ....
dx

 Iteration: Successive calculation of each approximate value depending on


the previous one.

dy
Ex:  x  y , y ( 0)  1  y ( x )  ?
dx

Sol’n: 1st way by analytically:

dy
 y  x, it is Linear D.E so  ( x )  e   e
p ( x ) dx 1dx
 e x .
dx
dy  x d ( ye  x )
x
e  ye  xe  x
 xe  x  ye x   xe x dx
dx dx
x x x
ye   xe  e  c; y   x  1  ce x ,
from y(0)  1  c  2 & y   x  1  2e x Exact particular sol'n.

2nd way by Numerical (Approximate) sol’n:

Let choose step size h=0,1 and find the sol’n in 0  x  1.


xo  0, y0  1  x1  0.1, x2  0, 2,......
yn 1  yn  h. f ( xn , yn )  yn  0.1( xn  yn )  1.1yn  0.1xn

for n  0  y1  1.1yo  0.1xo  1.1  y(0.1)  1.1


for n  1  y2  1.1y1  0.1x1  1.22  y(0.2)  1.22
for n  2  y3  1.1y2  0.1x2  1.362  y(0.3)  1.362 
How to Calculate Error:
Error: yactual  yapproximate  y( xn )  yn
e0  y ( x0 )  y0 ; for h  0.1
e1  y( x1 )  y1  ( 2e 0.1  0.1  1)  1.1  0.0103
e2  y( x2 )  y2  ( 2e 0.2  0.2  1)  1.22  0.0228
e3  y( x3 )  y3  ( 2e 0.3  0.3  1)  1.362  0.0377

 When ‘n’ increases ‘error’ increases and if step size ‘h’ decreases then ‘cumulative
error’ will decrease.
 Euler method is not very accurate but it is simple to apply.

Ex: Approximate y(1.3)  for given y '  xy , y (1)  1 & h  0.1?

Sol’n:

1st way by Numerical (Approximate) sol’n:

Let choose step size h=0,1 and find the sol’n in 0  x  1.

f ( x, y )  x. y & ( xo , yo )  (1,1), h  0.1


xo  1, y0  1  x1  1.1, x2  1.2,......
yn 1  yn  h. f ( xn , yn )  yn  0.1( xn . yn )

for n  0  y1  yo  0.1( x0 . y0 )  1 0.1(1x1)  1.1 &  y(1.1)  1.1


for n  1  y2  y1  0.1( x1 . y1 )  1.1  0.1(1.1x1.1) 1.221 &  y(1.2)  1.221
for n  2  y3  y2  0.1( x2 . y2 )  1.221  0.1(1.2 x1.221) 1.36752 &  y(1.3)  1.36752

2nd way by analytically:

dy dy dy x2
 xy   xdx     xdx  ln y  c
dx y y 2
x2
c
ye 2
 y(1)  1  c  1 / 2. Therefore,
2
x 1 1.32 1
ye 2
 y(1.3)  y  e 2
 1.41198992 (Actual Value or Exact particular sol'n.)

Error = yactual - yapproximate  1.41198992  1.36752  0.0444699


2) Improved Euler Method

dy
Given the IVP  f ( x, y ), y( x0 )  yo the improved Euler’s method is given with step size
dx
‘h’, by:

slope= k1 slope= k 2

k1  k2
yn+1 slope=
2

yn

xn h xn+1

k1  f  xn , yn  , yn 1  yn  h.k1 (Predictor)
k1  k2
k2  f  xn 1 , yn 1  , yn 1  yn  h. (Corrector)
2

 f ( x0 , y0 ) f  x0  h, y0  h. f ( x0 , y0 ) 
y1  y0  h.  
 2 

General Formula for Improved Euler Method

  Old Euler
 
Next y step size  f ( xn , y n )  f  xn  h , y n  h . f ( xn , y n ) 
  
yn 1  yn  h .  
2
Current y
 
 
Average of two slope
Ex: Given y '  xy , y(1)  1 & h  0.1 . Approximate y(1.3) using Improved Euler method?

Sol’n: 1st way by Numerical (Approximate) sol’n: (Improved Euler Method)


f ( x, y )  x. y & ( xo , yo )  (1,1), h  0.1; xo  1, y0  1  x1  1.1, x2  1.2
 f ( x0 , y0 ) f  x0  h, y0  h. f ( x0 , y0 ) 
y1  y0  h.  
 2 
 (1)(1) (1.1)(1  0.1(1)(1) 
y1  1  0.1    1.1105
 2 
xo  1, x1  1.1, x2  1.2  f ( x1 , y1 ) f  x1  h, y1  h. f ( x1 , y1 ) 
y2  y1  h.  
y0  1, y1  1.1105  2 
 (1.1)(1.1105) (1.1)(1.1105  0.1(1)(1.1105) 
y2  1.1105  0.1    1.2455368
 2 
xo  1, x1  1.1, x2  1.2, x3  1.3  f ( x2 , y2 ) f  x2  h, y2  h. f ( x2 , y2 ) 
y3  y2  h.  
y0  1, y1  1.1105, y2  1.2455368  2 
 (1.2)(1.2455368) (1.2)(1.2455368  0.1(1.2)(1.2455368) 
y3  1.2455368  0.1    1.41094409
 2 

2nd way by Numerical (Approximate) sol’n: (Simple Euler Method)

Let choose step size h=0,1 and find the sol’n in 0  x  1.

f ( x, y )  x. y & ( xo , yo )  (1,1), h  0.1


xo  1, y0  1  x1  1.1, x2  1.2,......
yn 1  yn  h. f ( xn , yn )  yn  0.1( xn . yn )

for n  0  y1  yo  0.1( x0 . y0 )  1 0.1(1x1)  1.1 &  y(1.1)  1.1


for n  1  y2  y1  0.1( x1 . y1 )  1.1  0.1(1.1x1.1) 1.221 &  y(1.2)  1.221
for n  2  y3  y2  0.1( x2 . y2 )  1.221  0.1(1.2 x1.221) 1.36752 &  y(1.3)  1.36752

3rd way by analytically:

dy dy dy x2
 xy   xdx     xdx  ln y  c
dx y y 2
x2
c
ye 2
 y(1)  1  c  1 / 2. Therefore,
2
x 1 1.32 1
ye 2
 y(1.3)  y  e 2
 1.41198992 (Actual Value or Exact particular sol'n.)

Comparison of Actual and Euler&Improved Euler Method


For n values Xn (h=0.1) Euler (Yn) Improved Euler (Yn) Actual (Yn)
1 1.1 1.1 1.1105 1.1107106
2 1.2 1.221 1.2455368 1.2460767
3 1.3 1.36752 1.41094409 1.41198992
Homework: Use improved Euler’s formula to find y(0.1), y(0.2), y(0.2), y(0.3) for the IVP
dy
 x  y; y(0)  1 . Compare the errors with the Euler’s method and actual values.
dx

3) Taylor Series Method

h2 h3
y( a  h )  y( a )  hy '( a )  y ''( a )  y '''( a )  .......; a  xn , a  h  xn 1;
2! 3!
2
h h3
y '( xn 1 )  y( xn )  hy '( xn )  y ''( xn )  y '''( xn )  .......;
2! 3!

Ignore the termshigher than 1st order


y( xn 1 )  y( xn )  hy '( xn ); y '( xn )  f ( xn , yn ), y( xn )  yn ;
 yn 1  yn  h. f ( xn , yn ) : Euler's Formula

What if we take one more term of the Taylor series?


h2 d
y( xn 1 )  y( xn )  hy '( xn )  y ''( xn ); y ''( xn )  f ( x, y )  f x ( x, y )  f y ( x, y ) f ( x , y )
2! dx
h2
y( xn 1 )  yn  h. f ( xn , yn )   f x ( x, y )  f y ( x, y ) f ( x, y ) 
2!

 Three-term Taylor Series Method


Error is order of h2 & Taylor series method of order 2
4) The Runga-Kutta Method
Method of Calil Runge and Wilhelm Kutta
Applying Simpson’s Rule for numerical Integration
b
b  a  ab 
 f ( x)dx 
a
6  f ( a )  4 f ( 2 )  f (b ) 
 
yn xn  h

y( xn 1 )  y( xn )   y '( x )dx  
xn
n
xn
y '( xn )dx

Using Simpson's Rule


xn  h
h x  xn 1 

xn
y '( xn )dx  
6
y '( xn )  4 y '( n
2
)  y '( xn 1 ) 

h h h 
yn 1  yn   y '( xn )  2 y '( xn  )  2 y '( xn  )  y '( xn 1 ) 
6 2 2 

h h 
k1  f ( xn , yn ); k2  f ( xn  , yn  k1 ); 
2 2 h
 yn 1  yn  k1  2k2  2k3  k4 
h h  6
k3  f ( xn  , yn  k2 ); k4  f ( xn 1 , yn  hk3 )
2 2 

 Runge-Kutta Method (Error: order 4): y( xn )  yn  ch 4


Ch-3 LINEAR EQUATIONS of HIGHER ORDER

2nd Order Linear Equations: G( x, y , y ', y '')  0 : General 2nd order diff. eqn.

A( x ) y '' B( x ) y ' C ( x ) y  F ( x ). A, B, C , F : may or may not be linear but must be


continuous.

 If F ( x )  0  The eq. is a homogeneous linear eqn. Otherwise, i.e. F ( x )  0


means nonhomogeneous.

A( x ) y '' B( x ) y ' C ( x ) y  0 ( Homogeneous )

THEOREM: Let y1 and y2 be two sol’ns of y '' p( x ) y ' q( x ) y  0 (*) . If c1 and c2


are constants, then y  c1 y1  c2 y2 is also a sol’n of (*).

Ex: y '' y  0; y1  cos x, y2  sin x are sol’ns


 y  c1 cos x  c2 sin x : all such combinations are also sol’ns.
y  c1 cos x  c2 cos x is the general sol’n.

Ex: Verify that y1 ( x )  e x , y2 ( x )  xe x are sol’ns of y '' 2 y ' y  0 and find the
sol’n with y(0)  3, y '(0)  1.
Sol’n:
for y1  e x  2e x  e x  0
y2  xe x , y2'  e x  xe x , y2''  e x  e x  xe x ;
 y2''  e x  e x  xe x   2  y2'  e x  xe x    y2  xe x   0

For general sol'n: y( x )  c1e x  c2 xe x


for y(0)  3; y( 0)  c1e0  c2 .0.e0  3  c1  3,

y '( x )  c1e x  c2  e x  xe x  ;
for y '(0)  1; y '( 0)  3e0  c2  e0  0e0   1  c2  2

 y( x )  3e x  2 xe x

Note 1: The general sol’n is the combination of two linearly independent sol’ns.

Note 2: Linearly independent means if one sol’n is not a constant multiple of the
other sol’ns.
WRONSKIAN: Given a collection of “n” functions, each of which can be differentiated

“n-1” times, the Wronskian is:

y1 y2 ........... yn1 yn
y1' y2' ........... yn' 1 yn'
W  det y1'' y2'' ........... yn''1 yn''
...........
y1n1 y2n1 ........... ynn11 ynn1

 The wronskian of two functions ‘f’ and ‘g’ is the determinant


f g
W ( x )  W ( f , g )  det  fg ' f ' g
f ' g'
cos x sin x
for W (cos x, sin x )  det cos 2 x  (  sin 2 x )  1.
sin x cos x

W ( f , g )  0  f and g are linearly independent.



W ( f , g )  0  f and g are linearly dependent.

f g
y1 and y2 are two lin. indep. sol'n of w=  0,
 f ' g'
then y  c1 y1  c2 y2 is the general sol'n.

Ex: Find the Wronskian for y1  e 4 x , y2  xe 4 x .

e4 x xe 4 x
Sol’n: W    e 4 x  e 4 x  4 xe 4 x    xe 4 x  4e 4 x   e8 x
4e 4x
e  4 xe
4x 4x

Ex: Find the Wronskian for y1  cos 3 x, y2  sin 3x.

cos 3 x sin 3 x
Sol’n: W    3 cos 3 x  cos 3 x    sin x  3 sin x   3
3 sin x 3 cos 3 x
Ex: Find the Wronskian for y1  x, y2  e x , y3  e 2 x .

Sol’n:

x 2x x  e x  4e 2 x    e x  2e 2 x   
x e e
W  1 ex 2e 2 x  1  e x  4e 2 x    e x  e 2 x   
0 ex 4e2 x
0  e x  2e 2 x    e x  e 2 x    e3 x ( 2 x  3)

 Wronskian provides information about whether functions


are linearly dependent or independent.

Existence and Uniqueness Theorem: Suppose that the functions p , q, and f are
continuous on the open interval I containing the point a. Then, given any two numbers
b0 and b1 , the equation

y '' p( x ) y ' q( x ) y  f ( x )

has a unique (that is, one and only one) sol’n on the entire interval I that satisfies the
initial conditions y( a )  b0 , y '( a )  b1 .
Linear 2nd Order Diff. Eqn. with Constant Coefficients

ay '' by ' cy  0.
Let y  e rx  y '  re rx , y ''  r 2e rx
ay '' by ' cy  ( ar 2  br  c ) y  0. Then,
b b 2  4ac
ar  br  c  0 solve for r =
2
and y( x )  e rx is a sol'n.
2a

Ex: Find the sol’n for y '' 5 y ' 6 y  0.

Sol’n:

y  e rx  r 2 y  5ry  6 y  0.
( r 2  5r  6) y  0  r 2  5r  6  0;
( r  3)( r  2)  0, r1  3 & r2  2;
y1  e3 x & y2  e 2 x are sol'ns.Therefore,
y( x )  c1e3 x  c2e3 x is the general sol'n.

ar 2  br  c  0 : characteristic equation.

Note: if an y n  an1 y n1  .............  a1 y '  a0 y  0. Then,



characteristic equation is an r n  an1r n1  .............  a1r  a0  0.
The general sol’n is determined by the roots of the characteristic eqn.

 For a root repeated k times the general sol’n y( x )  (c1  c2 x  c2 x 2  ......  c2 x k )e rx

 For ar 2  br  c  0 , when solving this characteristic equation 3 possibilities exist:

I. The values for ' r ' will be real and distinct


Ex: r1  4 & r2  7;   0 where   b 2  4ac
II. The values for ' r ' ‘r’ will be real and repeated
Ex: r1  2 & r2  2;   0 where   b 2  4ac
III. The values for ' r ' will be complex conjugates
Ex: r1  2  j 3 & r2  2  j 3;   0 where   b 2  4ac
CASE 1: Distinct Real Roots:   0

ay '' by ' cy  0. Then,


ar 2  br  c  0 (Characteristic or Auxiliary Eqn.)
Roots r1  r2 and real so y=c1er1x +c 2e r2x is General Sol'n.

Ex: y '' 7 y ' 18 y  0. Find the general sol’n?

Sol’n: r 2  7r  18  0   r  9  r  2  ; r1  9 & r2  2  y  c1e 9 x  c2e 2 x .

Ex: y '' 6 y '  0. Find the general sol’n?

Sol’n: r 2  6r  0  r  r  6  ; r1  0 & r2  6  y  c1e0 x  c2e 6 x  y  c1  c2e 6 x .

Ex: y '' 9 y  0. Find the general sol’n?

Sol’n:

r 2  9  0   r  3 r  3 ; r1  3 & r2  3  y  c1e3 x  c2e 3 x .


e x  e x e x  e x
y  a1 cosh 3x  a2 sinh 3x ; since, sinh x  & cosh x  .
2 2

Ex: 4 y '' 25 y  0. Find the general sol’n?

Sol’n:

5 5
25 5 5 x  x
4r  25  0  r  ; r1  & r2    y  c1e  c2e 2 .
2 2 2
4 2 2
5 5 e x  e x e x  e x
y  a1 cosh x  a2 sinh x ;since, sinh x  & cosh x  .
2 2 2 2
Ch-3 LINEAR EQUATIONS of HIGHER ORDER

 For ar 2  br  c  0 , when solving this characteristic equation 3 possibilities exist:

I. The values for ' r ' will be real and distinct


Ex: r1  4 & r2  7;   0 where   b 2  4ac
II. The values for ' r ' ‘r’ will be real and repeated
Ex: r1  2 & r2  2;   0 where   b 2  4ac
III. The values for ' r ' will be complex conjugates
Ex: r1  2  j 3 & r2  2  j 3;   0 where   b 2  4ac

CASE 2: Repeated Real Roots:   0

ay '' by ' cy  0. Then,


ar 2  br  c  0 (Characteristic or Auxiliary Eqn.)
Roots r  r1  r2 and real so y=c1erx +c 2xerx is General Sol'n.

For a root repeated k times the general sol’n is:y( x )  (c1  c2 x  c3 x 2  ......  ck x k )e rx

Ex: y '' 6 y ' 9 y  0. Find the general sol’n?

Sol’n: r 2  6r  9  0   r  3 r  3 ; r1  3 & r2  3  y  c1e 3 x  c2e3 x .

Ex: 4 y '' 4 y ' y  0. Find the general sol’n?

x x
Sol’n: 4r  4r  1  0   2r  1 2r  1 ; r1  1 / 2 & r2  1 / 2  y  c1e
2 2
 c2 xe 2
.

Ex: y '' 2 5 y ' 5 y  0. Find the general sol’n?

 5x  5x
Sol’n: r  2 5r  5  0  r  5
2
  r  5  ; r 
1 5 & r2  5  y  c1e 2
 c2 xe 2
.
CASE 3: Complex Roots:   0

ay '' by ' cy  0. Then,


ar 2  br  c  0 (Characteristic or Auxiliary Eqn.)

  b 2  4ac  0; Roots r1,2    j  x (complex conjugates )

y=c1e
  j  x
+c 2e
  j  x
 e x (c1 cos  x  c2 sin  x ) is General Sol'n.

Ex: y '' 4 y ' 13 y  0. Find the general sol’n?

Sol’n:

r 2  4r  13  0    b 2  4ac  42  4 x13  36  j6


 b  b 2  4ac 4  j 6
r1,2    2  j 3    2 &   3
2a 2
y  e x (c1 cos  x  c2 sin  x )  e 2 x (c1 cos 3x  c2 sin 3x ) .

Ex: y '' 2 y ' 6 y  0. Find the general sol’n?

Sol’n:

r 2  2r  6  0    b 2  4ac  22  4 x6  20  j2 5
 b  b 2  4ac 2  j 2 5
r1,2    1  j 5    1&   5
2a 2
y  e x (c1 cos  x  c2 sin  x )  e x (c1 cos 5 x  c2 sin 5 x ) .

Ex: y '' 4 y ' 5 y  0. If y(0)  1, y '(0)  5 , find the general sol’n?

Sol’n:
r 2  4r  5  0    b 2  4ac  42  4 x5  20  j2
b  b 2  4ac 4  j 2
r1,2    2  j1    2 &   1.
2a 2
y  e x (c1 cos  x  c2 sin  x )  e 2 x (c1 cos x  c2 sin x ),
by using y(0)  1, y '(0)  5, we find c1  1 & c2  3 so y  e 2 x (cos x  3sin x )
Polynomial Operators:

i. Differential Operator D:
y '  Dy , y ''  D 2 y , ............; Ex : y ' 2 y  ( D  2) y , etc.

ii. Operator L
Ly  an y ( n )  an1 y ( n1)  ...........  a1 y ' a0 y
L  an D ( n )  an1D ( n1)  ...........  a1D  a0 .

y ' ay  ( D  a ) y
( D  a )( D  b ) y  ( D  a )( y ' by )  ( D  b )( D  a ) y (Commutative )

Homogeneous Eqn: y n  p1 y n1  p2 y n 2  .......  pn1 ( x ) y ' pn ( x ) y  0 (1)

General Sol’n:

y( x )  c1 y1 ( x )  c2 y2 ( x )  ......  cn yn ( x ) where y1 ( x ),......, yn ( x )


are n linearly independent sol'ns of (1). i.e.

y1 y2 ........... yn1 yn
y1' y2' ........... yn' 1 yn'
W ( y1 , y2 ,...., yn )  det y1'' y2'' ........... yn''1 yn''  0
...........
y1n1 y2n1 ........... ynn11 ynn1

and c1 , c 2 ,.....,c n are arbitrary constants.

Non-Homogeneous Eqn: y n  p1 y n1  p2 y n 2  .......  pn1 ( x ) y ' pn ( x ) y  f ( x ) (1)

General Sol’n:
YGeneral ( x )  Yhomogeneous ( x )  Yparticular ( x )
Yhomogeneous ( x )  Sol'n of eq.(1) (Homogeneous or Complementary)
Yparticular ( x )  A single particular sol'n of (2).
How to Solve Particular Solutions

There are 3 methods we will mention in order to obtain particular solutions; these are:

1) Method of Undetermined Coefficients

2) Variation of Parameters

3) Inverse Operator

1) Method of Undetermined Coefficients

ay '' by ' cy  g ( x )
yG  yComplementary  yParticular ; y Particular form is based on form of g(x).

 Linear eqns. with constant coefficients, the homogeneous sol’n can be obtained
using the characteristic eqn.

 What about yParticular  ?


If f(x) in y n  p1 y n1  p2 y n 2  .......  pn1 ( x ) y ' pn ( x ) y  f ( x ) eqn.( 2) is simple
enough, one can guess the structure of a possible particular sol’n.

The method is applicable when the function f(x) in eqn. (2) is a linear
combination of the following types:

i. A polynomial in x.
ii. An exponential function erx,
iii. coskx or sinkx

Form of g(x) Form of yp


Constant A
Linear Polynomial Ax  B
Quadratic Polynomial Ax 2  Bx  C
Cubic Polynomial Ax3  Bx 2  Cx  D
sin  x or cos  x A sin  x  B cos  x
e x Ae x
Ex: y '' 3 y ' 2 y  5 , find the general sol’n?

Sol’n:

r 2  3r  2  0; ( r  2)( r  1)  0; r1  2 & r2  1  yh  c1e 2 x  c2e  x ;


f ( x )  5  y p  A  y 'p  A  y ''p  0; 0  3.0  2 A  5  A  5 / 2.

y  yh  y p  c1e 2 x  c2e  x  5 / 2

Ex: y '' 3 y ' 2 y  4 x  5 , find the general sol’n?

Sol’n:

r 2  3r  2  0; ( r  2)( r  1)  0; r1  2 & r2  1  yh  c1e 2 x  c2e  x ;


f ( x )  4 x  5  y p  Ax  B  y 'p  A  y ''p  0;
0  3. A  2  Ax  B   4 x  5  A  2 & B  0.5  y p  2 x  0.5;

y  yh  y p  c1e 2 x  c2e  x  2 x  0.5


Ex: y '' 3 y ' 2 y  2 x 2  4 x  5 , find the general sol’n?

Sol’n:

r 2  3r  2  0; ( r  2)( r  1)  0; r1  2 & r2  1  yh  c1e 2 x  c2e  x ;


f ( x )  2 x 2  4 x  5  y p  Ax 2  Bx  C  y 'p  2 Ax  B  y ''p  2 A;
2 A  3( 2 Ax  B )  2  Ax 2  Bx  C   2 x 2  4 x  5
2 Ax 2  2 x 2  A  1 & (6 A  2 B ) x  4 x  B  1 & 2 A  3B  2C  5  C  3
y p  x 2  x  3; yG  yh  y p  c1e 2 x  c2e  x  x 2  x  3

Ex: y '' 3 y ' 2 y  cos 2 x , find the general sol’n?

Sol’n:
r 2  3r  2  0; ( r  2)( r  1)  0; r1  2 & r2  1  yh  c1e 2 x  c2e  x ;
y 'p  2 A sin 2 x  2 B cos 2 x
f ( x )  cos 2 x  y p  A cos 2 x  B sin 2 x 
y ''p  4 A cos 2 x  4 B sin 2 x;
 4 A cos 2 x  4 B sin 2 x   3  2 A sin 2 x  2 B cos 2 x   3  A cos 2 x  B sin 2 x   cos 2 x;
( 4 A  6 B  2 A)cos 2 x  ( 4 B  6 A  2 B )sin 2 x  cos 2 x
1 0

6 B  2 A  1 &  2 B  6 A  0 & B  3 A;  A  1 / 20 & B  3 / 20;


cos 2 x 3 sin 2 x cos 2 x 3 sin 2 x
yp    ; yG  yh  y p  c1e 2 x  c2e  x  
20 20 20 20

Ex: y '' 3 y ' 2 y  e 4 x , find the general sol’n?

Sol’n:

r 2  3r  2  0; ( r  2)( r  1)  0; r1  2 & r2  1  yh  c1e 2 x  c2e  x ;


f ( x )  e 4 x  y p  Ae 4 x  y 'p  4 Ae 4 x  y ''p  16 Ae 4 x ;
16 Ae4 x  3( 4 Ae 4 x )  2  Ae 4 x   e 4 x  16 A  12 A  2 A  1  A  1 / 30;

y p  e 4 x / 30; yG  yh  y p  c1e 2 x  c2e  x  e 4 x / 30


Ex: y '' 16 y  e3 x , find the general sol’n?

Sol’n:

r 2  16  0; r1,2  4 j  yh  c1 cos 4 x  c2 sin 4 x;


f ( x )  e3 x  y p  Ae3 x  y 'p  3 Ae3 x  y ''p  9 Ae3 x ;
9 Ae3 x  16( Ae3 x )  e3 x  9 A  16 A  1  A  1 / 25;
y p  e3 x / 25; yG  yh  y p  c1e 2 x  c2e  x  e3 x / 25

 This rule applies when the form of f(x) is not the same as one of the factors in the
homogeneous sol’n.

Not: Otherwise, one term in the particular sol’n is also a solution of the homogeneous
eqn., then multiply it by x successively until it differs from homogeneous sol’n. So that,
the terms in yh and y p are all linearly independent.

Algorithm for Method of Undetermined Coefficients

i. Find the complementary sol’n which is equal to zero.

ii. Take f(x) and then form an undetermined coefficient set by taking the derivative of
f(x). [Neglect the constants & the elements of the set must be linearly
independent.]

iii. If any element in set is also a sol’n of the complementary sol’n, then the set must
be modified by multipliying each by ' x ' , this is repeats until an element in the
modified set contains a sol’n of the complementary sol’n.

iv. Form a linear combination from the elements of set and use it as your particular
sol’n.

v. Find the arbitrary constants by employing y p in the given nonhomogeneous diff.


eqn.
Ex: y ( 4 )  9 y ''  ( x 2  1)sin 3x , find the particular sol’n?

Sol’n:
r 4  9r 2  0; r 2 ( r 2  9)  0  r1,2  0 & r3,4  3 j yh  c1  c2 x  c3 cos 3x  c4 sin 3x;
f ( x )  ( x 2  1)sin 3x  y p  ( k1 x 2  k2 x  k3 )(cos 3x  sin 3x )  However, cos3x and sin3x
are sol'ns of the homogeneous equation. Therefore, we should multiply by 'x'.
y p  ( k1 x 2  k2 x  k3 ). x.(cos 3x  sin 3x )

Ex: y ( 4 )  5 y '' 4 y  sin x  cos 2 x , find the particular sol’n?

Sol’n:

r 4  5r 2  4  0; ( r 2  1)( r 2  4)  0  r1,2   j & r3,4  2 j


yh  c1 cos x  c2 sin x  c3 cos 2 x  c4 sin 2 x;
f ( x )  sin x and cos x; Both terms exist in y h so we should multiply by 'x'.
 y p  x  c1 cos x  c2 sin x  c3 cos 2 x  c4 sin 2 x  .

Ex: y '' 4 y  sinh 2 x , find the general sol’n?

Sol’n:
r 2  4  0; ( r  2)( r  2)  0  r1,2  2  yh  c1e 2 x  c2e 2 x ;
e 2 x  e 2 x
f ( x )  sinh 2 x  ; Both terms exist in y h so we should multiply by 'x'.
2
 y p  Axe 2 x  Bxe 2 x
y 'p  Axe 2 x  2 Axe 2 x  Be 2 x  2 Bxe 2 x  Ae 2 x (1  2 x )  Be 2 x (1  2 x )
y ''p  2 Ae 2 x  2 Ae2 x  4 Axe 2 x  2 Be 2 x  2 Be 2 x  4 Bxe 2 x  Ae 2 x ( 4  4 x )  Be 2 x ( 4  4 x )
y ''p  Ae 2 x ( 4  4 x )  Be 2 x ( 4  4 x )

e 2 x  e 2 x
 Ae 2x
( 4  4 x )  Be 2 x
( 4  4 x )   4( Axe  Bxe
2x 2 x
)
2
4 A(1  x )  4 Ax  1 / 2  4 A  A  1 / 8
4 B(1  x )  4 Bx  1 / 2  4 B  B  1 / 8
xe 2 x  xe 2 x x e 2 x  e 2 x x
yp   ( )  cosh 2 x
8 4 2 4
x
y  yh  y p  c1e 2 x  c2e 2 x  cosh 2 x
4
Ex: y '' 3 y ' 2 y  4e3 x  sin x , find the general sol’n?

Sol’n:

r 2  3r  2  0; ( r  2)( r  1)  0  r1  2 & r2  1  yh  c1e 2 x  c2e  x ;


For particular sol'n we can divide f(x) in two parts
S1  {e3 x }, S2  {cos x,sin x}
For y p1  ae3 x  y 'p  3ae3 x  y ''p  9ae3 x
e3 x
9ae3 x  3(3ae3 x )  2ae3 x  4e3 x  a  1 / 5  y p1 
5

For y p 2  A sin x  B cos x  y 'p 2  A cos x  B sin x  y ''p   A sin x  B cos x


  A sin x  B cos x   3( A cos x  B sin x )  2( A sin x  B cos x)  sin x
( 2 A  3B  A)sin x  (  B  3 A  2 B )cos x  sin x
3 A  B  0 & A  3B  1  A  1 / 10 & B  3 / 10
sin x  3 cos x
yp2 
10
e3 x sin x  3 cos x
y p  y p1  y p 2  
5 10
e3 x sin x  3 cos x
yG  yh  y p  c1e 2 x  c2e  x  
5 10
How to Solve Particular Solutions

There are 3 methods we will mention in order to obtain particular solutions; these are:

1) Method of Undetermined Coefficients

2) Variation of Parameters

3) Inverse Operator

2) Method of Variation of Parameters

Consider y n  p1 ( x ) y n1  ........  pn1 ( x ) y ' p( x ) y  f ( x ) for which the complementary


(homogeneous) sol’n is:

yh  c1 y1  c2 y2  ........  cn yn

Replace constant coefficients ci by functions of u ( x ) that vary with x, i.e.

y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x )  ........  un ( x ) yn ( x )

Generalize:

 y1 y2 ........... yn1 yn  u1'   0 


 '  
 y1 y2' ........... yn' 1 yn'  u2'   0 
 
 y '' y2'' ........... yn''1 yn''     
 1    
 ...........    0 
 n1  ' 
 y1 y2n1 ........... ynn11 ynn1  un   f ( x ) 

Solve for ‘u’ functions and then integrate!!

For the 2nd order case:

0 y2 y1 0
 y1 y2   u   0 
'
1 f ( x) y '
y f ( x) '

 ' '       u '


 & u '
 2
; 1

 y1 y2   u2'   f ( x )  1
W ( y1 , y2 ) 2
W ( y1 , y2 )
y y2
where W ( y1 , y2 ) is Wronskian  1'
y1 y2'
Ex: y '' 4 y  sin 2 x. Find the general sol’n by using variation of parameters?

Sol’n:

r 2  4  0  r1   j 2 & r2  j 2  yh  c1 cos 2 x  c2 sin 2 x .


y p  u1 cos 2 x  u2 sin 2 x where f ( x )  sin 2 x, y1 ( x )  cos 2 x, y2 ( x )  sin 2 x.

0 y2 y1 0
 y1 y2   u   0 
'
1 f ( x) y '
y f ( x) '

 ' '       u '


 & u2'
 1
;
 y1 y2   u2'   f ( x )  1
W ( y1 , y2 ) 2
W ( y1 , y2 )

y1 y2 cos 2 x sin 2 x
W ( y1 , y2 )    2 cos 2 x  2 sin 2 x  2
y '
1 y '
2 2 sin 2 x 2 cos 2 x
0 y2 0 sin 2 x
f ( x ) y2' sin 2 x 2 cos 2 x sin 2 x.sin 2 x sin 2 x.sin 2 x sin 4 x
u 
'
1    u1    
W ( y1 , y2 ) 2 2 2 4
y1 0 cos 2 x 0
y1' f ( x ) 2 sin 2 x sin 2 x cos 2 x.sin 2 x
u 
'
2  u2 
'
 ;
W ( y1 , y2 ) 2 2
cos 2 x.sin 2 x 1
 u2     (sin 4 x  4 sin 2 x  4 x )
2 32

sin 4 x 1
y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x )   cos 2 x  (sin 4 x  4 sin 2 x  4 x )
4 32

sin 4 x 1
yG  yh  y p  c1 cos 2 x  c2 sin 2 x  cos 2 x  (sin 4 x  4 sin 2 x  4 x )
4 32
Ex: y '' y  tan x. Find the general sol’n, for particular case use variation of parameters?

Sol’n:
r 2  1  0  r1   j & r2  j  yh  c1 cos x  c2 sin x .
y p  u1 cos x  u2 sin x where f ( x )  tan x , y1 ( x )  cos x , y2 ( x )  sin x .

0 y2 y1 0
 y1 y2   u1'   0  f ( x ) y2' y1' f ( x )
    u1  & u2 
' '
 ' ;
 y1 y2'   u2'   f ( x )  W ( y1 , y2 ) W ( y1 , y2 )

y1 y2 cos x sin x
W ( y1 , y2 )    cos 2 x  sin 2 x  1
y '
1 y '
2  sin x cos x

0 y2 0 sin x sin x  1
f ( x ) y '
tan x cos x sin x.tan x 2
sin x ln( )
u1 
' 2
   u1    dx  1  sin x  sin x
W ( y1 , y2 ) 1 1 cos x 2
y1 0 cos x 0
y1' f ( x )  sin x tan x cos x.tan x
u 
'
2  u2'    sin x  u2   sin xdx   cos x
W ( y1 , y2 ) 1 1

 sin x  1 
 ln(1  sin x ) 
y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x )    sin x  cos x  cos x .sin x
 2 
 

 sin x  1 
 1  sin x )
ln( 
yG  yh  y p  c1 cos x  c2 sin x    sin x  cos x  cos x . sin x
 2 
 
Ex: y '' 4 y  sinh 2 x. Find the general sol’n, for particular case use variation of
parameters?

Sol’n:
r 2  4  0  r1  2 & r2  2  yh  c1e 2 x  c2e 2 x .
y p  u1e 2 x  u2e 2 x where f ( x )  sinh 2 x, y1 ( x )  e 2 x , y2 ( x )  e 2 x .

0 y2 y1 0
 y1 y2   u   0 
'
1 f ( x ) y2' y1' f ( x )
    u1  & u2 
' '
 ' ;
 y1 y2'   u2'   f ( x )  W ( y1 , y2 ) W ( y1 , y2 )

y1 y2 e2 x e 2 x
W ( y1 , y2 )  ' '
 2 x
  2 e 2 x e  2 x  2e 2 x e  2 x   4
y 1 y 2 2e 2x
 2e

0 y2 0 e 2 x
f ( x ) y2' sinh 2 x 2e 2 x e 2 x sinh 2 x
u 
'
1   ,
W ( y1 , y2 ) 4 4
e 2 x sinh 2 x e 2 x  e 2 x  e 2 x  x e 4 x
 u1   dx     
4 4  2  8 32
y1 0 e2 x 0
'
y f ( x) 2e 2 x sinh 2 x e 2 x .sinh 2 x
u 
'
2
1
 u2 
'

W ( y1 , y2 ) 4 4
e 2 x .sinh 2 x e 2 x  e 2 x  e 2 x  x e 4 x
 u2   dx     
4 4  2  8 32

 x e 4 x  2 x  x e 4 x  2 x x
y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x )    e    e  cosh 2 x
 8 32   8 32  4
 x  e 2 x e 2 x  1  e 2 x e 2 x   x 1
         cosh 2 x  cosh 2 x
 4 2 2  16  2 2  4 16
1
 cosh 2 x(exist in homogeneous sol'n)
16

x
yG  yh  y p  c1e 2 x  c2e 2 x  cosh 2 x
4
Ex: y '' 3 y ' 2 y  4e x . Find the general sol’n, for particular case use variation of
parameters?

Sol’n:

r 2  3r  2  0  r1  1 & r2  2  yh  c1e  x  c2e 2 x .


y p  u1e  x  u2e 2 x where f ( x )  4e x , y1 ( x )  e  x , y2 ( x )  e 2 x .

0 y2 y1 0
 y1 y2   u   0 
'
1 f ( x ) y2' y1' f ( x )
    u1  & u2 
' '
 ' ;
 y1 y2'   u2'   f ( x )  W ( y1 , y2 ) W ( y1 , y2 )

y1 y2 e x e 2 x
W ( y1 , y2 )  ' '
 x 2 x
  2e  2 x e  x  e  2 x e  x   e  3 x
y1 y 2 e  2e

0 y2 0 e 2 x
f ( x ) y2' 4e x  2e  2 x 4e  x
u 
'
1  3 x
  3 x  4e 2 x  u1   4e 2 x dx  2e 2 x
W ( y1 , y2 ) e e
y1 0 e 2 x 0
' x
y f ( x) e 4e x 4 4e 3 x
u   u2         
' 1 ' 3x 3x
4 e u 4e dx
2
W ( y1 , y2 )  e 3 x  e 3 x 2
3

4e 3 x  2 x 2 x
y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x )  2e 2 x . e  x  e  e
3 3

2
yG  yh  y p  c1e  x  c2e 2 x  e x
3
Ex: y '' 9 y  xe 3 x . Find the general sol’n, for particular case use variation of
parameters?

Sol’n:

r 2  9  0  r1  3 & r2  3  yh  c1e3 x  c2e 3 x .


y p  u1e3 x  u2e 3 x where f ( x )  tan x , y1 ( x )  e3 x , y2 ( x )  e 3 x .

0 y2 y1 0
 y1 y2   u   0 
'
1 f ( x) y '
y f ( x) '

 '        u '
 & u '
 2
; 1

 y1 y2'   u2'   f ( x )  1
W ( y1 , y2 ) 2
W ( y1 , y2 )

y1 y2 e3 x e 3 x
W ( y1 , y2 )  ' '
 3 x
 3e3 x e 3 x  3e3 x e 3 x  6
y 1 y 2 3e 3x
3e

0 y2 0 e 3 x
f ( x ) y2' xe 3 x 3e 3 x xe 3 x e 3 x xe 6 x
u 
'
1   
W ( y1 , y2 ) 6 6 6
xe 6 x 1 6 x 1 6 x
 u1    dx   xe  e
6 36 216
y1 0 e3 x 0
y1' f ( x ) 3e3 x xe 3 x  x x x2
u 
'
2  u2 
'
  u2    dx  
W ( y1 , y2 ) 6 6 6 12

 1 1 6 x  3 x x 2 3 x
y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x )    xe 6 x  e e  e
 36 216  12
3 x 1 3 x 1 3 x x 2 3 x
yG  yh  y p  c1e  c2e  xe 
3x
e  e
36 216 12

3 x 1 3 x x 2 3 x
yG  yh  y p  c1e  c2e
3x
 xe  e
36 12
3- Method of Inverse Operator

dy 1
y '  f ( x)   Dy  f ( x )  y  f ( x )
dx D
1
y f ( x )dx  f ( x )  D 1 . f ( x )
D

Definition 1 : D 1 . f ( x )   f ( x )dx

n
Generalize : D  n . f ( x )   .......... f ( x )  dx 

* Now let y ' py  f ( x ),  ( D - p ) y  f ( x )  y  ( D  p )1 . f ( x ); p : constant

By the method of integration factor,

 ( x)  e 
 p ( x ) dx
 e  p . x  e  p . x . y ' e  p . x . p . y  e  p . x . f ( x )
D(e  p . x . y )  e  p . x f ( x )dx  y  e p . x  e  p . x f ( x )dx

Definition 2 : ( D  p )1 . f ( x )  e p . x  e  p . x f ( x )dx

Consider ( D  p1 )( D  p2 ) y  f ( x )
1
f ( x )  e p1x  e  p1x .{e p2 x  e  p2 x f ( x )dx}dx
( D  p1 )( D  p2 )

Generalize :
1
( D  p1 )( D  p2 ).......( D  pn ) f ( x )  e p1x  e  p1x .e p2 x  e  p2 x ............e pn x  e  pn x f ( x )dx n

By using the method of partial fractions, it can be simplified as:


1 A1 A2 An
( D  p1 )( D  p2 ).......( D  pn ) f ( x )  f ( x)  f ( x )  .......  f ( x)
D  p1 D  p2 D  pn
 A1e p1x  e  p1x f ( x )dx  A2e p2 x  e  p2 x f ( x )dx  ............  Ane pn x  e  pn x f ( x )dx
Ex: y '' y  e  x . Find the general sol’n ?

Sol’n:

i) Inverse Operator

D  1 y  e  x  y   D 2  1 e  x   D  1
1
 D  1
1 1
2
e x
1 1  x e x 1 1
yp  . e  (  )
D 1 D 1 2 D 1 D 1
ex  x  x e x x  x e x 2 x e x
y p   e .e dx 
2 
e .e dx   e dx 
2 
1dx
2 2
e x  e 2 x  e x x 1 k1 x xe  x
yp    k1   ( x  k2 )  e (   k2 )  e 
2  2  2 4 2 2

x xe  x
x
yh  c1e  c2e  yG  yh  y p  c1e  c2e 
x x

ii) UC Method

r 2  1  0, r1,2  1  yh  c1e  x  c2e x ,


y p  Axe  x  y 'p   Axe  x  Ae  x  y ''p   Ae  x  Ae  x  Axe  x ,
( 2 Ae  x  Axe  x )  ( Axe  x )  e x  2 A  Ax  Ax  1  A  1 / 2,
1 x x xe x
y p   xe  yG  yh  y p  c1e  c2e 
x

2 2

Ex: y '' y ' y  x3  3x 2  1 . Find the particular sol’n ?

Sol’n:

i) UC Method

y p  Ax 3  Bx 2  Cx  D  y 'p  3 Ax 2  2 Bx  C  y ''p  6 Ax  2 B ,
 6 Ax  2 B    3 Ax 2  2 Bx  C    Ax3  Bx 2  Cx  D   x 3  3x 2  1,
Ax 3  x 2  3 A  B   x  6 A  2 B  C    2 B  C  D   x 3  3x 2  1,
A  1 & B  3 A   3  B  0 & 6 A  2 B  C  0  C  6,
2 B  C  D  1  D  5  y p  x3  6 x  5
ii) Inverse Operator

1
D 2
 D  1 y p  x 3  3x 2  1  y p 
D  D 1
2
( x 3  3 x 2  1)

1 2
1  D  D2
1 D  D 1 D  D3  D 4  D6  D7  D9
D  D2
D  D2  D3
 D3
 D3  D4  D5
 D4  D5
 D 4  D5  D6
D6
D6  D7  D8
D7  D8
D7  D8  D9
 D9

y p  ( x 3  3 x 2  1) 1  D  D 3  D 4  D 6  D 7  D 9 
y p  ( x 3  3 x 2  1)  ( x 3  3 x 2  1) D  ( x 3  3 x 2  1) D 3  .....
3 x2 6 x 6

y p  ( x 3  3 x 2  1)  3 x 2  6 x  6  x 3  6 x  5

Ex: y ' y  x. Find the general sol’n ?

Sol’n: i) UC Method
r  1  0  r  1  yh  ce x & y p  Ax  B  y '  A
A  ( Ax  B )  x  A  1 & B  1  y p   x  1

yG  yh  y p  ce x  x  1

ii) Inverse Operator

 D  1 y  x  y  ( D  1)1 . x  y  e x  e x x dx
y  e x   xe  x    e  x dx  c   ce x  x  1

iii) By Division

1
 D  1
1
yp  1 yp   1  D  D 2  D 3 ..........
D 1
1 1  D  y p  ( x )  1  D  D 2 .......    x  1
1 D 1 D  D 2
D
D  D2
D2  D3

y p   x  1  yG  yh  y p  ce x  x  1
Implementation of Diff. Eqn. for RLC – Circuit

dVc
iR = iL = ic = c ,
dt
dV
VR = i .R = R .C c ,
dt
di d 2Vc
VL = L = LC 2 .
dt dt

qc
Vs (t ) = VR + VL + Vc = RCVc' + LCVc'' + Vc (1) . Since, C = for a capacitor;
Vc

1 dq
Lqc' + Rqc' + q = Vs (t ) ( 2). i= and differentiating both side
C c dt

1
Li ''+ Ri '+ i = Vs' (t ) . Consider eq (1):
C

LCVc'' + RVc' + Vc = Vs (t ) for homogeneous sol'n: LCr 2 + RCr + 1 = 0.

− RC ( RC )2 − 4.1. LC
r1,2 =  Vc ,h = c1e r1t + c2e r2t ,
2 LC

 − RC + ( RC )2 − 4.1. LC   − RC − ( RC )2 − 4.1. LC 
 t  t
 2 LC   2 LC 
Vc ,h = c1e  
+ c2e  
.
Ex: Find the charge q(t) on the
capacitor in an RLC series circuit
given where q(0)=q0, i(0)=0.

Sol’n:

Vs (t ) = VL + VR + Vc
q dq
C= and i = .
V dt

di qc d 2q dq q
L + Ri + = 0  L 2 + R + = 0.
dt C dt dt C

q ''
+ 10q '+ 1000q = 0 or q ''+ 40q '+ 4000q = 0.
4

−40 402 − 4.1.4000


r + 40r + 4000 = 0  r1,2 =
2
= −20  j 60.
2

q(t ) = e −20t (c1 .cos 60t + c2 sin 60t ). Applying the initial conditions
q(0) = q0 & i(0) = 0.

q0 = e−20.0 (c1 .cos 0 + c2 sin 0)  c1 = q0 .

dq
i= = −20.e −20t (c1 .cos 60t + c2 sin 60t ) + e −20t ( −60c1 .sin 60t + 60c2 cos 60t )
dt

sin 60t
i(0) = 0 → c2 = q0 / 3 & q(t ) = e −20t q0 (cos 60t + )
3
Boundary Value Problems

IVP: y ''+ p( x ) y '+ q( x ) y = 0; y( a ) = 0, y '( a ) = 0.

BVP: y ''+ p( x) y '+ q( x) y = 0; y(a ) = 0, y '(b) = 0.

Ex: y ''+ 3 y = 0, y(0) = 0, y( ) = 0 → y( x) = ?

Sol’n:

r 2 + 3 = 0  r1,2 = j 3 → y = c1 cos 3x + c2 sin 3x,


y(0) = c1 cos 0 + c2 sin 0 = 0 → c1 = 0
y( x ) = 0. (Trivial Sol'n)
y( ) = c2 sin 3 = 0 → c2 = 0

Ex: y ''+ 4 y = 0, y(0) = 0, y( ) = 0 → y( x) = ?

Sol’n:

r 2 + 4 = 0  r1,2 = j 2 → y = c1 cos 2 x + c2 sin 2 x,


y(0) = c1 cos 0 + c2 sin 0 = 0 → c1 = 0
y( ) = c2 sin 2 = 0 → c2 .0 = 0 → all c 2 is valid.
y( x ) = c2 sin 2 x (infinetely many sol'ns.)

Not: In contrast with the IVP, the BVP may have no nontrivial sol’ns or infinitely many
nontrivial sol’ns.
Eigenvalue Problems:

y ''+ p( x ) y '+ q( x ) y = 0; y( a ) = 0, y(b) = 0.


 : eigenvalue (characteristic value)

✓ For what values of  does there exist a nontrivial sol’n of the BVP?

 Considering the previous examples:


 y ''+ 3 y = 0, y(0) = 0, y( ) = 0
y = c1 cos 3x + c2 sin 3x; c1 = c2 = 0  y(0) = 0.
Therefore, there is no nontrivial sol'n.

 y ''+ 4 y = 0, y(0) = 0, y( ) = 0


y = c2 sin 2 x → for all c2 it is valid.
Therefore, there is infinitely many nontrivial sol'n.

 y ''+  y = 0, y(0) = 0, y( ) = 0


 = 4 is an eigenvalue
 = 3 is not an eigenvalue

Eigenfunction: The sol’n of the BVP (eigenvalue problem) for a given eigenvalue 
is the eigenfunction.

For  = 4, y = c2 sin 2 x is an eigenfunction.

Any constant multiple of an eigenfunction is also an eigenfunction.


Ex: y ''+  y = 0, y(0) = 0, y( L) = 0. Find the eigenfunction?

Sol’n:

i )  = 0 → y '' = 0  y = Ax + B;
y(0) = 0 → B = 0 & y( L ) = 0 → A = 0.
Therefore,  = 0 is not an eigenvalue.

ii )   0
r 2 +  = 0  r 2 = −  , −   0 → k1,2 = −  & k1 = − k2 ,
y = c1e k1x + c2e k2 x = c1e k1x + c2e − k1x → y (0) = c1 + c2 = 0,
y( L ) = c1e k1 . L + c2e − k1 . L = c1e k1 . L − c1e − k1 . L = c1 (e k1 . L − e − k1 . L ) = 0,
c1 = 0 so c2 = 0. No eigenvalue is negative.

ii )   0
r 2 +  = 0  r 2 = −  , r1,2 = j  → y = c1 cos  x + c2 sin  x,
y(0) = c1 cos 0 + c2 sin 0 = 0 → c1 = 0  y( x ) = c2 sin  x
y( L ) = c2 sin  L = 0 → c2  0 → so sin  L = 0.
n 2 n 2 2
 L = n , n = 1, 2, 3,....   = ( ) → n = 2
L L

 n 
y( x ) = c2 sin  x (corresponding eigenfunctions.)
 L 
Ex: y ''+ 2 y '+  y = 0, y(0) = 0, y(1) = 0. Find the eigenfunction?

Sol’n:

r 2 + 2r +  = 0 → r1,2 = −1 1− 
if  = 0 → r1 = 0 & r2 = −2 → y = c1 + c2e −2 x
y(0) = c1 + c2 = 0 → c1 = − c2 ;
y(1) = c1 + c2e −2 = c2 ( −1 + e −2 ) = 0 → c2 = 0 = c1 .

i )  = 1 → r1,2 = −1 1 −  = r1,2 = −1 → y = c1e − x + c2 xe − x ,


y(0) = c1 + c2 .0 = 0 → c1 = 0;
y(1) = c1 + c2 .1.e −1 = 0 → c2 = 0;

( −1+ 1−  x) ( −1− )
1−  x
ii )   1 → r1,2 = −1 1 −  → y = c1e + c2e ,
y(0) = c1 + c2 = 0 → c1 = − c2 ;
( −1+ 1−  ) ( −1− 1−  ) ( −1+ 1−  ) ( −1− 1−  )
y(1) = c1e + c2 .e = c1e − c1 .e =0
→ c1 = 0 so c2 = 0 .

ii )   1 → r1,2 = −1 j  − 1 → y = e − x [c1 cos  − 1x + c2 sin  − 1x],


y(0) = e −0 [c1 cos  − 1.0 + c2 sin  − 1.0] → c1 = 0;
y(1) = e −1[0 + c2 sin  − 1.1] = 0 → c2  0  sin  − 1 = 0,
→  − 1 = n , n = 1, 2, 3,....   − 1 = n 2 2 →  = n 2 2 + 1
y( x ) = e− x sin ( n x ) (corresponding eigenfunctions.)
The Method of Elimination

x' = 4x − 3y 
Ex:  , x(0) = 2, y(0) = −1  x(t ) = ? & y(t ) = ?
y ' = 6x − 7 y

Sol’n:

y '+ 7 y y '' 7 y ' y '' 7 y ' 4 y ' 28 y


x=  x' = + & + = + − 3 y,
6 6 6 6 6 6 6
y ''+ 7 y ' = 4 y '+ 28 y − 18 y  y ''− 3 y '− 10 y = 0,

r 2 + 3r − 10 = 0 → ( r + 5)( r − 2) = 0,
y = c1e 2t + c2e −5t → y ' = 2c1e 2t − 5c2e −5t ,

y(0) = c1 + c2 = −1 → c1 = −1 − c2 ,
2c1 2t 5c2e −5t 7c1 2t 7c2e −5t
x= e − + e + ,
6 6 6 6
3c1 2t c2e −5t 3c c
x= e + → x(0) = 1 + 2 = 2,
2 3 2 3

3c1 c2 
+ = 2 y(t ) = 2e 2t − 3e −5t
2 3  c1 = 2 & c2 = −3 
x(t ) = 3e 2t − e −5t
c1 + c2 = −1 

Elimination by Linear Operators


L1 x + L2 y = f1 (t )
L3 x + L4 y = f 2 (t )

Operator L = an D n + an−1D n−1 + ........ + a1D + a0 .


− L3 L1 x − L3 L2 y = − L3 f1 (t )
− L1L3 x − L1L4 y = L1 f 2 (t ), ( L1L4 − L2 L4 ) y = 4 f 2 (t ) − L3 f1 (t ) (1)

L1 L2 f1 (t ) L2 
x= 
L3 L4 f 2 (t ) L4 

L1 L2 L f1 (t )  Cramer ' s Rule
y= 1 
L3 L4 L3 f 2 (t )

Operational 
Determinant 
x ' = 2 x − 3 y + 2 sin 2t 
Ex:  ,  x( t ) = ? & y ( t ) = ?
y ' = x − 2 y − cos 2t 

Sol’n:

x '− 2 x + 3 y = 2 sin 2t & − x + y '+ 2 y = − cos 2t ,

L1 x + L2 y = f1; L1 = D − 2, L2 = 3,
L3 x + L4 y = f 2 ; L3 = −1, L4 = D + 2,

L1 L2 f L2 D−2 3 2 sin 2t 3
x= 1  x=
L3 L4 f2 L4 −1 D+2 − cos 2t D+2
( D − 2 )( D + 2 ) + 3 x = ( D + 2 ) 2 sin 2t + 3 cos 2t ,
( D 2 − 1) x = 4 cos 2t + 4 sin 2t + 3 cos 2t

x'' − x = 7 cos 2t + 4 sin 2t  x(t ) = ?


7 4
x = c1et + c2e − t − cos 2t − sin 2t
5 5

L1 f1
( D 2 − 1) y = = ( D − 2)( − cos 2t ) + 2 sin 2t
L3 f2

y ''− y = 2 cos 2t + 4 sin 2t  y(t ) = ?


2 4
y = c3et + c4e − t − cos 2t − sin 2t
5 5

Substitute in one of the eqns:


7 4 4
− c1et − c2e − t + cos 2t + sin 2t + c3et − c4e − t + sin 2t ...
5 5 5
4 8
+2c3et + 2c4e − t − cos 2t − sin 2t = − cos 2t
5 5

( − c1 + 3c3 ) et + (− c2 + c4 )e− t = 0  c1 = c3 & c2 = c4 ,


7 4
x(t ) = Aet + Be − t − cos 2t − sin 2t
5 5
A 2 4
x(t ) = et + Be − t − cos 2t − sin 2t
3 5 5
❖ Determinant=0 means the system is degenerate: No sol’n or infinitely many sol’ns.

Ex:
( D + 2) x + ( D + 2) y = e−3t  D+2 D+2
  = ( D + 2 )( D + 3) = 0!!
( D + 3) x + ( D + 3) y = e−2t  D+3 D+3
THE LAPLACE TRANSFORM
Definition: Let f be a real-valued function of the real variable t, defined for
t  0 (i .e f (t )  0; t  0) . Let s be a variable assumed to be real, consider the
function F defined by:

F ( s )   e st . f (t ).dt
0

For all values of s for which the integral exists. F(s) is called the Laplace Transform
of f(t),

( f (t ))  F ( s )   e st . f (t ).dt
0

Ex: f (t )  1 for t  0  F ( s )  ?

 1 1
Sol’n: F ( s )   f (t )  1  0 e .1.dt   e  st
 st
 for all s>0
s 0 s

Ex: f (t )  t  F ( s )  ?
Sol’n:

F (s)   f (t )  t  0 e st .t .dt  by using integration by parts
 
t 1  e  st 1 for all s  0
   2  e  st  2 ( st  1)  2
s s  0
s 0
s

Ex: f (t )  e at , for t  0  F ( s )  ?
Sol’n:

 f (t )  e   0 e
  1  ( s  a )t 1
F (s)  at  st
.e .dt   e
at  ( s  a )t
.dt   e  s  a.
0 sa 0 sa

Existence of the Laplace Transform: Let the real-valued function f have the
following properties:

i. f is piecewise continuous in every finite closed interval 0  t  b (b  0)

ii. f is exponential order, i.e. there exist  , M  0 and t0  0 such that


e t f (t )  M for t  t0

Then, the Laplace transform F ( s )   e st . f (t ).dt exist for s   .
0
Properties of Laplace Transform
Linearity:
c1 f1(t )  c2 f 2 (t )  c1 { f1 (t )}  c2  f 2 (t )

Differentiation:
 f '(t )  s  f (t )  f ( 0)

Higher Order Differentiation:


f n
(t )  s n  f (t )  s n1 f (0)  s n2 f '(0)........ f n1(0)

Translation:
e at
f (t )  F ( s  a ), for s  a  

Time Shift:
 0 , 0t  a
Let g  t      g (t )  e as F ( s )
 f (t  a ) , ta

Multiplication by powers of Time:


dn
t . f (t )  (1) ds n  F ( s)
n n

Ex: sin at  ?


2

Sol’n:
1  cos 2at 1 cos 2at
sin 2 at   
2 2 2
 1 cos 2at  1
     1  cos 2at  ;
2 2  2
 
1 s
1   e dt  ; for s  0; &
 st
cos 2at   e st .cos 2at .dt  ,
0
s 0
4a 2  s 2

sin at  2 ( s  4a 2  s 2 )  s( s 2  4a 2 )
2 1 1 s 2a 2
Ex: 2a sin at .cos at  ?
Sol’n: 1st Way
d
(sin 2 at )  2a.sin at .cos at   f '(t )  sF ( s)  f ( 0),
dt

2a.sin at .cos at  s sin at  sin ( a.(0))  s.( 2


2a 2 2a 2
2 2
) 2
s( s  4a 2 ) s  4a 2
2nd Way
2a sin at cos at  a.sin 2at  2a sin at cos at  a sin 2at ,

2a
sin 2at   e st .sin 2at .dt 
0
s  4a 2
2

Properties of Laplace Transform


1) af (t )  a.F ( s )
2)  f1(t ) f 2 (t )  F1( s )  F2 ( s )
 df (t ) 
3)    sF ( s )  f (0)
 dt 
 d n f (t )  n

  s F ( s )   s . f ( 0)
n k k 1

n
4) n
 dt  k 1

  f (t )dt 
5)  f (t )dt  
F (s)
s

s
t 0

 
 n F (s) n 1 
6)    ...........  f (t )dt     n k 1    ....... 
  s k 1 s t 0
n

t  F (s)
7)   f (t )dt  
0  s
8) e  at
f (t )  F ( s  a )
9)  f (t  a )  e as F ( s ), t  a  0.
dF ( s )
10) t . f (t )  
ds
n
11) t f (t )  (1) . dsn
n n d F (s)


1  1
12)  f (t )    F ( s )ds if lim f (t ) exists .
t  s t 0 t

 t 
13)  f ( )  aF ( a.s )
 a 
Laplace Transform Pairs
f(t) F(s)
1)  (t ) 1

1.u(t) 1/s
2)
1
3)
t
s2
t n1 1
4)  n  1 ! sn
n!
tn
5) s n1
1
e  at
6) sa
1
te  at
 s  a
2
7)

1 1
t n1e at
 s  a
n
8) ( n  1)!
n!
t n e  at
9) ( s  a )n1
a
sin at
10) s2  a2
s
11) cos at
s  a2
2

sa
12) e  at cos bt
( s  a )2  b 2
b
13)
e  at sin bt ( s  a )2  b 2
b
14) sinh bt
s  b2
2

s
15) cosh bt
s  b2
2

2bs
16) t sin bt
( s 2  b 2 )2
s 2  b2
17) t cos bt
( s 2  b 2 )2
INVERSE LAPLACE TRANSFORM

F ( s )  { f (t )}
1
f (t )  { F ( s )} : inverse transform. However, this does not always exist!

 The inverse transform for a given function of s does not necessarily exist.
But if it is exists, it is unique.

 Formal definition of the inverse transform is F ( s )  { f (t )} , then;

1 c 

2 j 
f (t )  F ( s ).e st .ds, (t  0) , where c: abscissa (coordinat points)
c 

of convergence. However, we do not use this integral to find the inverse


transform! Commonly, we will use Laplace pairs directly.

1 1
Ex: { }?
s  6s  13
2

Sol’n:
1 1 1 2
  ,
s  6 s  13 ( s  3)  2
2 2 2
2 ( s  3)2  22

We know that : e  at
sin bt 
b
( s  a )2  b 2
,

1  2   1  1 3 t
 2
 e 3t sin 2t  1
 2
 e sin 2t
 ( s  3)  2   ( s  3)  2  2
2 2

1 1
Ex: { }?
s( s 2  1)
Sol’n:
1 A Bs  C A  B  0, C  0
  2  ( A  B )s 2  Cs  A  1  ,
s( s  1) s 2
s 1 A  1  B  1
1 1 s 1  1  1 1 1  s 
  2   2     2 ,
s( s  1) s s  1
2
 s( s  1)  s  s  1

1  1 
 2   1  cos t , t  0.
 s( s  1) 
Convolution Theorem:

Let f(t) and g(t) be piecewise continuous and of exponential order


t

f (t ) * g (t )   f ( )g (t   )d
0

is called the convolution of f and g


f *g  g* f &  f * g   f   g
f (t ) * g (t )  1
 F ( s ).G( s )  1  f (t ) * g (t )  F ( s ).G( s )

Ex: cos t * sin t  ?


Sol’n:
t
1
cos t * sin t   cos .sin(t   )d ; We know that: cosa.sinb=
2
sin(a  b)  sin( a  b) .
0
t
1 1
Therefore, cos t .sin(t   )   sin(t )  sin( 2  t )    sin t  sin( 2  t )  d ,
2 20
1 cos( 2  t )
t t t t
1 1 1
2 0 2 0
sin t . d  sin( 2  t ) d  sin t .  ( )
2 0 2 2 0

1 1 1 1 1
t sin t   cos( 2t  t )  cos( 2.0  t )  t sin t  ( 0)  t sin t
2 4 2 4 2

s 1 s
 cos t .sin t  cos t . sin t  . 2 
s  1 s  1  s 2  1 2
2

1 1 1 d  1  1 2 s s
 t sin t  t .sin t     
2 2 2 ds  s  1 
2
2  s 2  1 2
 s 2  1
2
Solving IVP’s Using Laplace Transform

Ex: y '' 4 y  sin 2t , y(0)  y '(0)  0  y(t )  ? by using Laplace Transform


Sol’n:
2
 s 2Y ( s )  sY (0)  Y '( 0)   4Y ( s )  2 ,
s 4
2 2 2
s 2Y ( s )  4Y ( s )  2  Y ( s )( s 2  4)  2  Y (s)  ,
s 4 s 4  s  4
2
2

 
b2 1  1/ 2 1 / 2.( s 2  b 2 ) 
We know that:   ;
s  22  2  s 2  b2 s  b   
2 2
2 2 2

 
2 1 2 1 22 1 4 1  1 / 2 1 / 2( s 2  4 ) 
 .2.  .    ,
 s  4  s  4  s  4  s  4     s  4  
2 2 2 2 2 2
2 2 2 2 2 2 2 2 s 4 2

1 2 1 s 2  22 1 1
. 2   sin 2 t  t cos 2t , t  0.
8 s  22 4  s 2  22  2 8 4

Ex: x '' x  sin 2t , x(0)  x '( 0)  0  x(t )  ? by using Laplace Transform


Sol’n:
2
 s 2 x( s )  sx(0)  x '( 0)   x( s )  2 ,
s 4
2 2 2
s 2 x( s )  x( s )  2  x( s )( s 2  1)  2  x( s )  2 ,
s 4 s 4 ( s  1)  s 2  4 
As 3  As  Bs 2  B  Cs 3  4Cs  Ds 2  4 D  2
2 As  B Cs  D
  2 
( s 2  1)  s 2  4  s  4
2 2
2
s 1 A C  0& B  &D
3 3
2 1 1 2 1 2 1
x( s )  [ 2  2 ] [ 2  2 ]
3 s  4 s 1 3 2 s  4 s 1
2 1
x(t )   sin t  sin 2t
3 3
Unit Step Function: It is a piecewise function and used for switch to be on or off.

Example:

 We can also turn off part of any function as shown below:


 Time Delay of a Function

 0, 0t  a
Ex: u (t  a )    u(t  a )  ?
 1, ta

Sol’n:
 a 

 f (t )  u(t  a )   e  st
f (t )dt   e ( 0)dt   e  st (1)dt
 st

0 0 a

 1  st   1  s .   1  s . a  e  as
0 e    e  e   
 s a  s   s  s

Not :  f (t  a ).u(t  a)  e as .F ( s)


Impulse (Delta) Function  : Impulse is the change in momentum when a force is applied.
b b b b
dv
Impulse:  F (t ) dt   m.a. dt   m dt   mdv  m.v(t ) a  m  v(b )  v( a )  .
b

a a a
dt a

 1  x2 
2

 is calculated by :  a (t )  lim  e a  ; for example, for a= ‘1’, ‘0.5’, ‘0.2’ and ‘0’.
a0  a  
 

*Unit impulse (at t  to ) is  a (t  to ) and   a (t  to )dt  1 to


0

d
 (t  to )  e s .t ,
o
a  t o ,  e  a . s   a (t ) 
dt
u (t  a )

Ex: x '' 4 x   (t ), x(0)  x '(0)  0  x(t )  ?


Sol’n:
s 2 x( s )  sx(0)  x '(0)  4 x( s )  1

x( s )  s 2  4   1  x( s ) 
1 1
 x ( t )  sin 2t
s2  4 2
Ex: y ' y   (t  1), y ( 0)  2  y ( t )  ?
Sol’n:
 sto s 2 e s
s
sy( s )  y(0)  y( s )  e  to  1  e  y ( s )( s  1)  2  e  y ( s )  
s 1 s 1
1  e 
s
1  2 
1
 y( s )        y(t )  2e t  u(t  1)e (t 1)
 s  1  s  1
We know that: 1
e  as
F ( s )  f (t  a ).u(t  a )

Homework: x '' 4 x ' 4 x  1   (t  2), x(0)  x '(0)  0  x(t )  ?

1 1
Sol’n: (1  e2t )  te2t  u(t  2)e2( t  2 ) .(t  2)
4 2

Ex:
What is the transfer function:
Vout (t )
H ( s )  ?& H (t )  ?
Vin (t )

Sol’n:

di dV
Vin  R .i  L Vc  0 & i  C c . Therefore,
dt dt
2
R .c c  LC 2c  Vc  Vin   LCs 2  RCs  1 Vc ( s )  Vin ( s ),
dV dV
dt dt
Vc ( s ) 1
  H (s)
Vin ( s ) LCs  RCs  1
2

1  1  1  1 / ( LC ) 
H (t )     2 
 LCs  RCs  1   s  ( R / L )s  1 / ( LC ) 
2

 
 
1      2Lt 4 L  CR 2
R
1 / ( LC ) 4L
H (t )     2 
e .sin( ).t
 (s   2
  4 L  CR  4 L
 2 
R 1 R
) 
2
 2L  LC 4 L  

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