Al-Nahrain University 2nd Year, 1st Semester

College of Information Engineering Engineering Mathematics I

Dept. of Info& Comms Engineering Lecture1: Differential Equations

Engineering Mathematics I

Lecturer: Aymen Mohammed

Office: B104
Email: [email protected]

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Course Topics
Partial Derivatives: Functions of two or more variables, Limits and continuity
Ordinary Differential Equations: Basic concepts (order, degree, initial condition, general solution,
particular solution).
Types of differential equations (1st order, 2nd order, higher orders DE).
Methods for solving 1st order: separable method, Homogeneous method, Exact method
Linear & Bernoulli methods, Methods for solving 2nd order homogenous DE with a constant
coefficient.
Wronskian determined, Methods for solving 2nd order Non-homogenous DE (variation of
parameters, undermined and determined).
Euler equation, Higher order DE, Application Examples of DE
Series Solutions of ODE: Power Series Method, Legendre’s Equation
Extended Power Series Method: Frobenius Method
Bessel’s Equation. Bessel Functions J_(x), Bessel Functions of the Y_(x). General Solution
Vector Differential Calculus: Basic Definitions, Dot Product, Cross Product.
Vector and Scalar Functions, Vector Derivatives, Curves, Arch Length, Curvature,
Kinds of curves, tangent of curves, length and arc length of curves, chain rule.
Mean value theorem, Gradient of scalar field, Directional derivatives, Divergence of vector field,
curl of vector field.
• Thomas and Finney, Calculus and Analytic Geometry, Pearson Education Inc,11th
Ed. 2008
Textbooks • Croft A., et al. Engineering Mathematics A Foundation for Electronic, Electrical,
Communications and Systems Engineers. Pearson Education Limited; 2017.
• Erwin Kreyszig, Advanced Engineering Mathematics, John Wiley& Sons Inc, 10th
Ed. 2011.
Grading Scheme
Requirements Midterm Exams Quizzes & Activities Final Exam
Mark Weight 30% 10% 60%

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Lecture 1: Differential Equations

1.1 Introduction
1.2 Limits and Continuity
1.3 The Idea of Derivative
1.4 Partial Derivatives
1.5 Partial Differential Equations (PDE)
1.6 Ordinary Differential Equations (ODE)
1.6.1 ODE Order
1.6.2 ODE Linearity

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

1.1 Introduction
Differentiation is a mathematical technique for analyzing the way in which functions change. In
particular, it determines how rapidly a function is changing at any specific point. As the function in
question may represent the magnetic eld of a motor, the voltage across a capacitor, the temperature
of a chemical mix, etc., it is often important to know how quickly these quantities change. For
example, if the voltage on an electrical supply network is falling rapidly because of a short circuit,
then it is necessary to detect this in order to switch out that part of the network where the fault has
occurred. However, the system should not take action for normal voltage fluctuations and so it is
important to distinguish different types and rates of change. Another example would be detecting a
sudden rise in the pressure of a fermentation vessel and taking appropriate action to stabilize the
pressure.
Differentiation is concerned with the rate at which a function is changing, rather than the actual
change itself. We can explore the rate of change of a function by examining the Figure below. There
are several regions to this curve corresponding to different intervals of t.
In the interval [0, 5] the function does not
change at all. The rate of change of y is zero.
From 𝑡 = 5 to 𝑡 = 7 the function increases
slightly. Thus, the rate of change of 𝑦 as 𝑡
increases is small. Since 𝑦 is increasing, the
rate of change of 𝑦 is positive. From 𝑡 = 7
to 𝑡 = 8 there is a rapid rise in the value of
the function. The rate of change of 𝑦 is large
and positive. From 𝑡 = 8 to 𝑡 = 9 the value of 𝑦 decreases very rapidly. The rate of change of 𝑦 is
large and negative. Finally, from 𝑡 = 9 to 𝑡 = 12 the function decreases slightly. Thus, the rate of
change of 𝑦 is small and negative. The aim of differential calculus is to specify the rate of change of a
function precisely. It is not sufficient to say ‘the rate of change of a function is large’. We require an
exact value or expression for the rate of change. Before being able to do this we need to introduce
two concepts concerning the rate of change of a
function.
The average rate of change of a function between
two points A and B (see the figure) is the slope
(gradient) of the chord AB, and it is given as:
change in 𝑦 𝑦(𝑡2 ) − 𝑦(𝑡1 )
=
change in 𝑡 𝑡2 − 𝑡1

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Suppose we require the rate of change of the

function at point A. We can use the gradient of the
chord AB as an approximation to this value. If B is
close to A then the approximation is better than if B
is not so close to A. Therefore, by moving B nearer
to A it is possible to improve the accuracy of this
approximation (see the figure). Suppose B is moved
closer and closer to A until both points eventually
coincide. The straight line becomes a tangent to the
curve at A. Thus, the rate of change of a function at
a point A on the curve is the slope of the tangent to
the curve at point A.

1.2 Limits and Continuity

The concept of a limit is crucial to the development of differentiation. We write 𝑡 → 𝑐 to denote that
𝑡 approaches, or tends to, the value of 𝑐. Note carefully that this is distinct from stating 𝑡 = 𝑐. As 𝑡
tends to 𝑐 we consider the value to which the function approaches and call this value the limit of the
function as 𝑡 → 𝑐.
Example:
If 𝑡 → 2, what value does 𝑓(𝑡) = 𝑡 2 + 2𝑡 − 3 approach?
Solution:
The figure shows a graph of 𝑓(𝑡). Clearly, whether 𝑡 = 2 is
approached from the l.h.s. or the r.h.s. the function tends to
5. That is, if 𝑡 → 2, then 𝑓(𝑡) → 5. We note that this is the
value of 𝑓(2). Informally we are saying that ast gets nearer
and nearer to the value 2, so 𝑓(𝑡) gets nearer and nearer to
5. This is usually written as:
𝑙𝑖𝑚 (𝑡 2 + 2𝑡 − 3) = 5
𝑡→2

The limit of 𝑓(𝑡) as 𝑡 → 2 is simply 𝑓(2), but this is not true

for all functions.
Example:
The given figure illustrates 𝑦(𝑥) defined by:
1−𝑥 𝑥 <0
𝑦(𝑥) = { 3 𝑥=0
𝑥+1 𝑥 >0

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Evaluate: (a) 𝑙𝑖𝑚 𝑦 (b) 𝑙𝑖𝑚 𝑦 (c) 𝑙𝑖𝑚 𝑦

𝑥→3 𝑥→−1 𝑥→0

Solution:
We note that this function is piecewise continuous. It has a discontinuity at 𝑥 = 0
(a) 𝑙𝑖𝑚 𝑦 = 4 (b) 𝑙𝑖𝑚 𝑦 = 2 (c) 𝑙𝑖𝑚 𝑦 =?
𝑥→3 𝑥→−1 𝑥→0

Exercise:
The function 𝑦(𝑥) is defined by
0 𝑥⩽0
𝑦(𝑥) = { 𝑥 0<𝑥⩽2
𝑥−2 𝑥>2
(a) Sketch the function.
(b) State the limit of 𝑦 as 𝑥 approaches (i) 3 (ii) 0 (iii) 2.
Solution: to be solved in class.

Note: The limit of a function, at a point x = a, exists only if the left-hand and right-hand limits are
equal there.
A function 𝑓 is continuous at the point where 𝑥 = 𝑎, if
𝒍𝒊𝒎 𝒇 = 𝒇(𝒂)
𝒙→𝒂

that is, the limit value matches the function value at a point of continuity. A function which is not
continuous is discontinuous. In the previous exercise, the function is continuous at x = 0 because
𝑙𝑖𝑚 𝑓 = 𝑓(0) but discontinuous at x = 2 because 𝑙𝑖𝑚 𝑓 does not exist.
𝑥→0 𝑥→2

Exercises:
1- The function, 𝑓(𝑡), is defined by 2- The function, 𝑓(𝑡), is defined by
1 0⩽𝑡⩽2
𝑓 (𝑡 ) = {2 2 < 𝑡 ⩽ 3
3 𝑡>3

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Sketch a graph of 𝑓(𝑡) and state the following 0 𝑡<0

2
limits if they exist: 𝑡 0⩽𝑡⩽3
𝑔 (𝑡 ) = {
(a) 𝑙𝑖𝑚 𝑓 (b) 𝑙𝑖𝑚+ 𝑓 (c) 𝑙𝑖𝑚 𝑓 2𝑡 + 3 3 < 𝑡 ⩽ 4
𝑡→1.5 𝑡→2 𝑡→3
12 𝑡>4
(d) 𝑙𝑖𝑚+ 𝑓 (e) 𝑙𝑖𝑚− 𝑓 (a) Sketch 𝑔.
𝑡→0 𝑡→3
(b) State any points of discontinuity.
(c) Find, if they exist:
(i) 𝑙𝑖𝑚 g (ii) 𝑙𝑖𝑚 g (iii) 𝑙𝑖𝑚− g
𝑡→3 𝑡→4 𝑡→4
Solutions:
1- (a) 1 (b) 2 (c) not defined (d) 1 (e) 2 2- (b) t = 4 (c) (i) 9 (ii) not defined (iii) 11

1.3 The Idea of Derivative

We saw earlier in the introduction that the rate of change of a function at a point is the slope of the
tangent to the curve at that point. Also, we can think of a tangent at A as the limit of an extended
chord AB as B → A. We now put these two ideas together to find the rate of change of a function at a
point.

Example:
Given 𝑦 = 𝑓 (𝑥) = 3𝑥 2 + 2, obtain estimates of the rate of
change of 𝑦 at 𝑥 = 3 by considering the intervals:
(a) [3, 4] (b) [3, 3.1] (c) [3, 3.01]

Solution:
(a) over [3,4]
change in 𝑦 𝑦(4) − 𝑦(3)
average rate of change = = = 21
change in 𝑥 4−3
This is the slope (or gradient) of the chord AB and is an estimate of the gradient of the tangent at A.
That is, the rate of change at A is approximately 21.
(a) over [3,3.1]
𝑦(3.1) − 𝑦(3)
average rate of change = = 18.3
3.1 − 3
This is a more accurate estimate of the rate of change at A.
(a) over [3,3.01]
𝑦(3.01) − 𝑦(3)
average rate of change = = 18.03
3.01 − 3
This is an even better estimate of the rate of change at A. Hence, by taking smaller and smaller
intervals, better and better estimates of the rate of change of the function at 𝑥 = 3 can be obtained.

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

However, we eventually want the interval to ‘shrink’ to the point 𝑥 = 3. We introduce a small
change or increment of 𝑥 denoted by 𝛿𝑥 and consider the interval [3, 3 + 𝛿𝑥]. By letting 𝛿𝑥 tend to
zero, the interval [3, 3 + 𝛿𝑥] effectively shrinks to the point 𝑥 = 3.

Example:
Find the rate of change of 𝑦 = 3𝑥 2 + 2 at 𝑥 = 3 by considering the interval [3, 3 + 𝛿𝑥] and letting
𝛿𝑥 tend to 0.
Solution:
When 𝑥 = 3, 𝑦(3) = 29. When 𝑥 = 3 + 𝛿𝑥 then
𝑦(3 + 𝛿𝑥) = 3(3 + δx)2 + 2
= 3(δx)2 + 18δx + 29
So, over [3,3+ 𝛿𝑥]
change in 𝑦
average rate of change across =
change in 𝑥
2
(3(𝛿𝑥) + 18𝛿𝑥 + 29) − 29
= = 3𝛿𝑥 + 18
𝛿𝑥
We now let 𝛿𝑥 tend to 0, so that the interval shrinks to a point:
𝑟ate of change of 𝑦 when 𝑥 is 3 = 𝑙𝑖𝑚 3𝛿𝑥 + 18 = 18
𝛿𝑥 →0

For a general value of 𝑥 (not limited to 3 as in the above example), consider the figure below

Now the formula becomes as:

change in 𝑦 𝑦(𝑥 + 𝛿𝑥) − 𝑦(𝑥) 𝛿𝑦
average rate of change of 𝑦 = = =
change in 𝑥 𝛿𝑥 𝛿𝑥
Now let 𝛿𝑥 tend to 0, so that the interval shrinks to a point. Then
𝑦(𝑥 + 𝛿𝑥) − 𝑦(𝑥) 𝛿𝑦
rate of change of 𝑦 = 𝑙𝑖𝑚 ( ) = 𝑙𝑖𝑚 ( )
𝛿𝑥 →0 𝛿𝑥 𝛿𝑥 →0 𝛿𝑥

𝛿𝑦 𝒅𝒚
The rate of change of 𝑦 is called the derivative of 𝑦. We denote 𝑙𝑖𝑚 ( ) by or 𝒚′
𝛿𝑥 →0 𝛿𝑥 𝒅𝒙
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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

We now know that the derivative 𝑑𝑦/𝑑𝑥 is the slope of the tangent to 𝑦 at a point. It is also the rate
of change of the function 𝑦.
Exercise:
Use the limits to calculate the rate of change of 𝑦 = 2𝑥 2 + 3𝑥 when 𝑥 = 2 and when 𝑥 = −3.
Solution: to be solved in class.

Review of Derivatives
(𝒄𝒖)′ = 𝒄𝒖′ (𝒄 constant )
(𝒖 + 𝒗)′ = 𝒖′ + 𝒗′
(𝒖𝒗)′ = 𝒖′ 𝒗 + 𝒖𝒗′
𝒖 ′ 𝒖′ 𝒗 − 𝒖𝒗′
( ) =
𝒗 𝒗𝟐
𝒅𝒖 𝒅𝒖 𝒅𝒚
= ⋅ ( Chain rule )
𝒅𝒙 𝒅𝒚 𝒅𝒙
(𝒄)′ = 𝟎 (𝒄 constant )
(𝒙𝒏 )′ = 𝒏𝒙𝒏−𝟏
(𝐞𝒙 )′ = 𝐞𝒙
(𝐞𝒂𝒙 )′ = 𝒂 𝐞𝒂𝒙
(𝐥𝐧 𝒙)′ = 𝟏/𝒙
(𝐬𝐢𝐧 𝒙)′ = 𝐜𝐨𝐬 𝒙
(𝐬𝐢𝐧 (𝒂𝒙))′ = 𝒂 𝐜𝐨𝐬 (𝒂𝒙)
(𝐜𝐨𝐬 𝒙)′ = −𝐬𝐢𝐧 𝒙
(𝐜𝐨𝐬 (𝒂𝒙))′ = − 𝒂 𝐬𝐢𝐧 (𝒂𝒙)
(𝐭𝐚𝐧 𝒙)′ = 𝐬𝐞𝐜 𝟐 𝒙
(𝐭𝐚𝐧 (𝒂𝒙))′ = 𝒂 𝐬𝐞𝐜 𝟐 (𝒂𝒙)
𝐥𝐨𝐠 𝒂 𝒆
(𝐥𝐨𝐠 𝒂 𝒙)′ =
𝒙
𝒙 ′ 𝒙
(𝒂 ) = 𝒂 𝐥𝐧 𝒂

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Engineering Application:
Fluid flow into a tank If fluid is being poured into a tank at a rate of
𝑚3
𝑞 , then this will result in an increase in volume, 𝑉, of fluid in the
𝑆
tank. The arrangement is illustrated in the Figure.

𝑑𝑉
The rate of increase in volume, , is given by
𝑑𝑡
𝑑𝑉
=𝑞
𝑑𝑡
If 𝑞 is large, then dV/dt is large, which corresponds to the fluid
volume in the tank increasing at a fast rate. Consequently, the height of the fluid, ℎ, also increases
at a fast rate. If the cross-sectional area of the tank, 𝐴, is constant, then 𝑉 = 𝐴ℎ. Therefore,
𝑑𝑉 𝑑(𝐴ℎ) 𝑑ℎ
= =𝐴 =𝑞
𝑑𝑡 𝑑𝑡 𝑑𝑡

1.4 Partial Derivatives

So far, we saw how to differentiate a function 𝑦(𝑥) with respect to 𝑥. The function 𝑦 depends upon
the one variable 𝑥. similarly, the function 𝑣(𝑡) depends upon the one variable 𝑡. However, in
engineering there are many functions which depend upon more than one variable. For example, the
voltage on a transmission line depends upon position along the transmission line as well as time. The
height of liquid in a tank depends upon the flow rates into and out of the tank. We shall examine
some more examples in this chapter.
The area (𝐴) of a circle depends only upon the radius, 𝑟, and is given by
𝐴(𝑟) = 𝜋𝑟 2
𝑑𝐴
The rate of change of area with respect to the radius is = 2𝜋𝑟. In practice functions often depend
𝑑𝑟
upon more than one variable. For example, the volume, 𝑉, of a cylinder depends upon the radius, 𝑟,
and the height, ℎ, and is given by
𝑉(𝑟, ℎ) = 𝜋𝑟 2 ℎ
where 𝑉 is a function of the two independent variables, 𝑟 and ℎ.
We have already discussed differentiation of functions of one variable which is called ordinary
differentiation. However, we also need to be able to differentiate functions of two or more variables.
This is achieved by allowing one variable to change at a time, holding the others fixed. Differentiation
under these conditions is called partial differentiation.
𝜕𝑧 𝜕𝑧
If 𝑧 = 𝑧(𝑥, 𝑦), then the first partial derivatives of 𝑧 are and
𝜕𝑥 𝜕𝑦
𝜕𝑧
If we wish to evaluate a partial derivative, say , at a particular point (𝑥0 , 𝑦0 ), we indicate this by
𝜕𝑥
𝜕𝑧
|
𝜕𝑥 (𝑥0 ,𝑦0 )

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

Example:
𝜕𝑧 𝜕𝑧
Given 𝑧(𝑥, 𝑦) = 𝑥 2 𝑦 + sin(2𝑥) + 𝑥 cos 𝑦 find and .
𝜕𝑥 𝜕𝑦

Solution:
𝜕𝑧
= 2𝑥𝑦 + 2cos 𝑥 + cos 𝑦
𝜕𝑥
𝜕𝑧
= 𝑥 2 − 𝑥 sin 𝑦
𝜕𝑦
Exercise:
Find the first partial derivatives of 𝑧(𝑥, 𝑦) = 𝑦𝑥𝑒 𝑥
Solution: to be solved in class.

Exercises:
1- Given 𝑧(𝑥, 𝑦) = 3𝑒 𝑥 − 2𝑒 𝑦 + 𝑥 2 𝑦 3 find 4- Find the first partial derivatives of
𝜕𝑧 𝜕𝑧 𝑥
| 𝑎𝑛𝑑 | (a) 𝑧 = sin ( )
𝜕𝑥 (1 ,1) 𝜕𝑥 (1 ,1) 𝑦

2- Find the first partial derivatives of (b) 𝑧 = e3𝑥𝑦

(a) 𝑧 = 2 sin 𝑥 + 3 cos 𝑦 (c) 𝑧 = ln(2𝑥 − 3𝑦)
(b) 𝑧 = xsin 𝑦 (d) 𝑧 = ln(𝑥𝑦)
(c) 𝑧 = xtan 𝑦 − 𝑦 2 sin 𝑥 (e) 𝑧 = xln(𝑥𝑦)
(d) 𝑧 = xysin 𝑦 𝑦
(f) 𝑧 = 𝑥ln ( )
(e) 𝑧 = sin(𝑥 + 𝑦) 𝑥
(f) 𝑧 = 4 cos(4𝑥 − 6𝑦) 5- Evaluate the first partial derivatives of 𝑓 at
sin 𝑦
(g) 𝑧 = 𝑥 = 1, 𝑦 = 2.
𝑥
(h) 𝑧 = 𝑥 2 sin(𝑥𝑦) (a) 𝑓 = 3𝑥 2 𝑦 − 2𝑥𝑦
𝑥+𝑦
(b) 𝑓 =
𝑦
3- Find the first partial derivatives of 𝑦. Note that (c) 𝑓 = 2 sin(3𝑥 + 2𝑦)
𝑦 is a function of 𝑥 and 𝑡. (d) 𝑓 = 2e𝑥𝑦
(a) 𝑦 = 𝑡e𝑥 (e) 𝑓 = yln 𝑥 + ln(𝑥𝑦)
(b) 𝑦 = 𝑥 2 e−𝑡 (f) 𝑓 = √3𝑥 + 𝑦
(c) 𝑦 = 𝑡e𝑡 + 𝑥
(d) 𝑦 = 3𝑥 2 e2𝑡 + 𝑡 3 e−𝑥
(e) 𝑦 = e𝑥𝑡
(f) 𝑦 = e2𝑥+3𝑡
Solutions:
1- 10.155, −2.437 1 𝑥 𝑥 𝑥
4- (a) cos ( ) , − cos ( )
∂𝑧 ∂𝑧 𝑦 𝑦 𝑦2 𝑦
2- (a) = 2 cos 𝑥 , = −3sin 𝑦 (b) 3𝑦e 3𝑥𝑦
, 3𝑥e 3𝑥𝑦
∂𝑥 ∂𝑦

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 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

(b) sin 𝑦 , 𝑥cos 𝑦 (c)

2
, −
3
2𝑥−3𝑦 2𝑥−3𝑦
(c) tan 𝑦 − 𝑦 2 cos 𝑥 , 𝑥sec 2 𝑦 − 2𝑦sin 𝑥 1 1
(d) 𝑦 sin 𝑦 , 𝑥sin 𝑦 + 𝑥𝑦cos 𝑦 (d) ,
𝑥 𝑦
(e) cos(𝑥 + 𝑦) , cos (𝑥 + 𝑦) (e) 1 + ln(𝑥𝑦) ,
𝑥
𝑦
(f) −16 sin(4𝑥 − 6𝑦) , 24sin (4𝑥 − 6𝑦) 𝑦 𝑥
sin 𝑦 cos 𝑦
(g) − 2 , (f) ln ( ) − 1,
𝑥 𝑦
𝑥 𝑥 𝜕𝑓 𝜕𝑓
(h) 2𝑥 sin(𝑥𝑦) + 𝑥 2 𝑦 cos(𝑥𝑦) , 𝑥 3 cos(𝑥𝑦) 5- (a) | = 8, | =1
𝜕𝑥 (1 ,2) 𝜕𝑦 (1 ,2)
∂𝑦 ∂𝑦
3- (a) = 𝑡e𝑥 , = e𝑥 (b) 0.5, −0.25
∂𝑥 ∂𝑡
(b) 2𝑥e−𝑡 , −𝑥 2 e−𝑡 (c) 4.52, 3.01
(c) 1, e𝑡 (1 + 𝑡) (d) 29.55, 14.77
(d) 6𝑥e2𝑡 − 𝑡 3 e−𝑥 , 6𝑥 2 e2𝑡 + 3𝑡 2 e−𝑥 (e) 3, 0.5
(e) 𝑡e𝑥𝑡 , 𝑥e𝑥𝑡 (f) 0.67, 0.22
(f) 2e2𝑥+3𝑡 , 3e2𝑥+3𝑡

Again, consider 𝑧 = 𝑧(𝑥, 𝑦), then the second partial derivatives of 𝑧 are given by differentiating the
first derivatives as follow:
𝜕 𝜕𝑧 𝜕2𝑧 𝜕 𝜕𝑧 𝜕2𝑧
( )= 2 & ( )=
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥
𝜕 𝜕𝑧 𝜕2𝑧 𝜕 𝜕𝑧 𝜕2𝑧
( )= & ( )= 2
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
Example:
Find all second partial derivatives of 𝑧(𝑥, 𝑦) = 3𝑥𝑦 3 − 2𝑥𝑦 + sin 𝑥.
Solution:
∂𝑧 ∂𝑧
= 3𝑦 3 − 2𝑦 + cos 𝑥 = 9𝑥𝑦 2 − 2𝑥
∂𝑥 ∂𝑦
∂2 𝑧 ∂ ∂𝑧 ∂2 𝑧 ∂ ∂𝑧
2
= ( ) = −sin 𝑥 2
= ( ) = 18𝑥𝑦
∂𝑥 ∂𝑥 ∂𝑥 ∂𝑦 ∂𝑦 ∂𝑦
∂2 𝑧 ∂ ∂𝑧 ∂2 𝑧 ∂ ∂𝑧
= ( ) = 9𝑦 2 − 2 = ( ) = 9𝑦 2 − 2
∂𝑦 ∂𝑥 ∂𝑦 ∂𝑥 ∂𝑥 ∂𝑦 ∂𝑥 ∂𝑦

Exercise:
∂2 𝐻 ∂2 𝐻
Given 𝐻(𝑥, 𝑡) = 3𝑥 2 + 𝑡 2 + e𝑥𝑡 , verify that =
∂𝑥 ∂𝑡 ∂𝑡 ∂𝑥

Solution: to be solved in class.

Exercises:

11
 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

1- Calculate all second partial derivatives of 𝑣 3- Find all second partial derivatives of 𝑧
𝑣(ℎ, 𝑟) = 𝑟 2 √ℎ (a) 𝑧 = 𝑥e2𝑦
(b) 𝑧 = 2sin (𝑥𝑦)
2- Find the second partial derivatives of 𝑓
(c) 𝑧 = 𝑥cos (2𝑥 + 3𝑦)
(a) 𝑓 = 𝑥 2 𝑦 + 𝑦 3 (d) 𝑧 = 𝑦sin (4𝑥𝑦)
(b) 𝑓 = 2𝑥 4 𝑦 3 − 3𝑥 3 𝑦 5 (e) 𝑧 = e𝑥 sin 𝑦
(c) 𝑓 = 4√𝑥𝑦 2 (f) 𝑧 = e3𝑥−𝑦
𝑥 2 +1 (g) 𝑧 = e𝑥𝑦
(d) 𝑓 =
𝑦
3𝑥 3
(e) 𝑓 =
√𝑦
(f) 𝑓 = 4√𝑥𝑦
Solutions:
∂2 𝑣 𝑟2 ∂2 𝑣 𝑟 ∂2 𝑣 ∂2 𝑧 ∂2 𝑧 ∂2 𝑧
1- =− 3 , = , = 2√ℎ 3- (a) = 0, = 2e2𝑦 , = 4𝑥e2𝑦
∂ℎ 2 ∂ℎ ∂𝑟 √ℎ ∂𝑟 2 ∂𝑥 2 ∂𝑥 ∂𝑦 ∂𝑦 2
4ℎ 2
∂2 𝑓 ∂2 𝑓 ∂2 𝑓 (b) −2𝑦 2 sin(𝑥𝑦) , 2 cos(𝑥𝑦) −
2- (a) = 2𝑦, = 2𝑥, = 6𝑦
∂𝑥 2 ∂𝑥 ∂𝑦 ∂𝑦 2 2𝑥𝑦 sin(𝑥𝑦) , −2𝑥 2 sin(𝑥𝑦)
(b) 24𝑥 𝑦 − 18𝑥𝑦 , 24𝑥 𝑦 − 45𝑥 2 𝑦 4 ,
2 3 5 3 2
(c) −4 sin(2𝑥 + 3𝑦) − 4𝑥 cos(2𝑥 +
12𝑥 4 𝑦 − 60𝑥 3 𝑦 3 3𝑦) , −3 sin(2𝑥 + 3𝑦) − 6𝑥 cos(2𝑥 + 3𝑦) ,
(c) −𝑥 −3/2 𝑦 2 , 4𝑥 −1/2 𝑦, 8√𝑥 −9𝑥 cos(2𝑥 + 3𝑦)
(d) , −
2 2𝑥 2(𝑥 2 +1)
, (d) −16𝑦 3 sin(4𝑥𝑦) , 8𝑦 cos(4𝑥𝑦) −
𝑦 𝑦2 𝑦3 16𝑥𝑦 2 sin(4𝑥𝑦) , 8𝑥 cos(4𝑥𝑦) −
9 9
(e) 18𝑥𝑦 −1/2
, − 𝑥 2 𝑦 −3/2 , 𝑥 3 𝑦 −5/2 16𝑥 2 ysin(4𝑥𝑦)
2 4
(f) −𝑥 −3/2 1/2 −1/2 −1/2
𝑦 ,𝑥 1/2 −3/2
𝑦 , −𝑥 𝑦 (e) e𝑥 sin 𝑦, e𝑥 cos 𝑦, −e𝑥 sin 𝑦
(f) 9e3𝑥−𝑦 , −3e3𝑥−𝑦 , e3𝑥−𝑦
(g) 𝑦 2 e𝑥𝑦 , e𝑥𝑦 (1 + 𝑥𝑦), 𝑥 2 e𝑥𝑦

1.5 Partial Differential Equations (PDE)

Partial differential equations (PDE) occur in many areas of engineering. If a variable depends upon
two or more independent variables, then it is likely this dependence can be described by a PDE. The
independent variables are often time, t, and space coordinates x, y, z. the order of PDE is determined
by the highest function’s derivative given in the equation.
An example of is 2nd order PDE is given as:
∂2 𝑢 2
∂2 𝑢
= c
∂𝑡 2 ∂𝑥 2
The solution of this PDE is the function (or set of functions) of 𝑢 that satisfies the equation.

Example:

12
 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

∂2 𝑢 ∂2 𝑢
Verify that 𝑢(𝑥, 𝑡 ) = sin(𝑥 + 2𝑡) is a solution of the PDE =4
∂𝑡 2 ∂𝑥 2

Solution:
∂2 𝑢
= −sin(𝑥 + 2𝑡 )
∂𝑥 2
∂2 𝑢
= −4sin(𝑥 + 2𝑡)
∂𝑡 2
Applying the above equation into the given PDE gives:
−4sin(𝑥 + 2𝑡) = 4(−sin(𝑥 + 2𝑡 ))
Since the left-hand side of the equation is equal to the right-hand side, hence the 𝑢 = sin(𝑥 + 2𝑡) is a
solution of the PDE.

Exercises:
1- Verify that 𝑢(𝑥, 𝑦) = 𝑥 2 + 𝑥𝑦 is a solution of 3- Verify that 𝑢 = 𝑥 3 𝑦 + 𝑥𝑦 3 is a solution of
∂𝑢 ∂𝑢 2
the PDE: −2 =𝑦 ∂ 𝑢 ∂𝑢 ∂𝑢
∂x ∂y the PDE: 𝑥𝑦
∂x ∂y
+ 𝑥 ∂x + 𝑦 ∂y = 7𝑢
2- Verify that ∅ = sin(𝑥𝑦) satisfies the equation 4- Verify that ∅ = x sin 𝑦 + 𝑒 𝑥 cos 𝑦 satisfies
∂2 ∅ ∂ 2 ∅ the equation
+ + ( 𝑥 2 + 𝑦 2 )∅ = 0
∂𝑥 2 ∂𝑦 2 ∂2 ∅ ∂2 ∅
+ = −𝑥 sin 𝑦
∂𝑥 2 ∂𝑦 2

1.6 Ordinary Differential Equations (ODE)

If a variable depends upon two or more independent variables, then it is likely this dependence can
be described by an ordinary differential equation (ODE). In engineering, differential equations are
most commonly used to model dynamic systems. These are systems which change with time.
Examples include an electronic circuit with time-dependent currents and voltages, a chemical
production line in which pressures, tank levels, flow rates, etc., vary with time, and a semiconductor
device in which hole and electron densities change with time.
Recall that in a function such as 𝑦 = 𝑥 2 + 3𝑥 we say 𝑥 is the independent variable and 𝑦 is the
dependent variable since the value of 𝑦 depends upon the choice we have made for 𝑥. In a
𝑑𝑦
differential equation such as −2𝑦 = 3𝑥 2 , 𝑥 is the independent variable, and 𝑦 is the dependent
𝑑𝑥
𝑑𝑥
variable. Similarly, for the differential equation +7𝑥 = 𝑒 𝑡 , 𝑡 is the independent variable and 𝑥 is
𝑑𝑡
the dependent variable. We see that the variable being differentiated is the dependent variable.

Engineering Application:
13
 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

An RC charging circuit
Consider the RC circuit of the figure. Suppose we
wish to derive a differential equation which models
the circuit so that we can determine the voltage
across the capacitor at any time, 𝑡. Clearly there are
two different cases corresponding to the switch
being open and the switch being closed. We will
concentrate on the latter and for convenience
assume that the switch is closed at 𝑡 = 0. From
Kirchhoff’s voltage law we have

𝑣𝑆 = 𝑣𝑅 + 𝑣𝐶 that is 𝑣𝑅 = 𝑣𝑆 − 𝑣𝐶

where 𝑣𝑆 is the voltage of the supply, 𝑣𝐶 is the voltage across the capacitor, and 𝑣𝑅 is the voltage
across the resistor. Using Ohm’s law for the resistor that gives the current as
𝑣𝑆 − 𝑣𝐶
𝑖=
𝑅
𝑑𝑣𝐶
For the capacitor: 𝑖 = 𝐶
𝑑𝑡
Combining these equations gives
𝑑𝑣𝐶 𝑣𝑆 − 𝑣𝐶
𝐶 =
𝑑𝑡 𝑅
𝑑𝑣𝐶
𝑅𝐶 + 𝑣𝐶 = 𝑣𝑆
𝑑𝑡
This is the differential equation which models the variation in voltage across the capacitor with
time. Here 𝑣𝐶 is the dependent variable and 𝑡 is the independent variable, and when we are
required to solve this differential equation, we must attempt to find 𝑣𝐶 as a function of 𝑡.

1.6.1 ODE Order

The order (or degree) of a differential equation is the order of its highest derivative. For example:
𝑑 2 𝑦 𝑑𝑦
+ =𝑥 (2𝑛𝑑 𝑜𝑟𝑑𝑒𝑟 𝑂𝐷𝐸)
𝑑𝑥 2 𝑑𝑥
𝑑𝑥
= (𝑥𝑡)5 (1𝑠𝑡 𝑜𝑟𝑑𝑒𝑟 𝑂𝐷𝐸)
𝑑𝑡
𝑑4 𝑦 𝑑2 𝑦 𝑑𝑦
+ 0.5 − 3 =𝑥 (4𝑡ℎ 𝑜𝑟𝑑𝑒𝑟 𝑂𝐷𝐸)
𝑑𝑥 4 𝑑𝑥 2 𝑑𝑥
1.6.2 ODE Linearity
14
 Al-Nahrain University 2nd Year, 1st Semester
College of Information Engineering Engineering Mathematics I
Dept. of Info& Comms Engineering Lecture1: Differential Equations

𝑑𝑦
Recall that in a differential equation such as +3𝑦 = 𝑥 2 , the independent variable is 𝑥 and the
𝑑𝑥
dependent variable is 𝑦. A differential equation is said to be linear if:
(1) the dependent variable and its derivatives occur to the first power only,
(2) there are no products involving the dependent variable with its derivatives, and
(3) there are no non-linear functions of the dependent variable such as sine, exponential, etc.
If an equation is not linear, then it is said to be non-linear. Note from (2) that a product of terms
𝑑𝑦
involving the dependent variable such as 𝑦 is non-linear. Note from (3) that the existence of terms
𝑑𝑥
such as 𝑦 2 , sin 𝑦 and 𝑒 𝑦 causes an equation to be non-linear.
Note also that the conditions for linearity are conditions on the dependent variable. The linearity of a
differential equation is not determined or affected by the presence of non-linear terms involving
the independent variable. The distinction between a linear and a non-linear differential equation is
important because the methods of solution depend upon whether an equation is linear or nonlinear.
Furthermore, it is usually the case that a linear differential equation is easier to solve.
Examples:
𝑑𝑦
+ sin 𝑦 = 0 (Non − linear ODE)
𝑑𝑥
𝑑𝑥
+ 𝑥 = 𝑡3 (linear ODE)
𝑑𝑡
Exercise:
Determine the order and the linearity for each of the followings:
𝑑2 𝑦 3 𝑑𝑦
(a)
𝑑𝑥 2 +𝑦 = 0 (b) sin 𝑥
𝑑𝑥
+𝑦 =𝑥
𝑑3 𝑥 𝑑𝑥 𝑑𝑦 𝑑2 𝑦 𝑑𝑦
(c)
𝑑𝑡 3 +5 𝑑𝑡
= sin 𝑥 (d) ( ) (
𝑑𝑥 𝑑𝑥 2 )+3
𝑑𝑥
=0

Solution: to be solved in class.

15