Further Differential Equations
We already know how to solve first order separable differential equations.
We will now study more complex differential equations.
First Order Linear Differential Equations
A first order linear differential equation takes the form
e.g.
We may need to perform some manipulation to get the equation in this form.
e.g.
The method we use to solve this type of differential equation is called the integrating factor
method.
The integrating factor is .
The strategy for solving these comes from the following.
(by the Chain Rule)
We now take the equation .
If we multiply both sides of our equation by we have
1
The LHS is by the product rule as
Now we can integrate both sides of this equation.
This can now be solved for .
This is why the integrating factor method works. It will be much clearer how it works by
example.
Examples
① Find the general solution of
Here so the integrating factor is .
Multiply both sides of the differential equation by the integrating factor.
Now integrate both sides.
The general solution is
② Find the general solution of the differential equation .
so the integrating factor is .
2
Multiply both sides of the differential equation by the integrating factor.
Integrate both sides.
The general solution is .
③ Find the general solution of .
The equation must firstly be rearranged into the correct form.
so I.F.=
Multiply both sides of the differential equation by the integrating factor.
Integrate both sides.
The general solution is .
④ Find the general solution of the differential equation .
so the I.F. .
3
Multiply both sides of the differential equation by the integrating factor.
Integrate both sides Let ,
The general solution is .
Questions
Find the general solution of the following differential equations.
① ② ③ ④
Particular Solutions of Differential Equations
If we are given initial conditions for and we can find the particular solution of a
differential equation.
Examples
① Find the unique solution of the differential equation if when
, .
Rearrange into correct form
so I.F.
Multiply both sides of the differential equation by the integrating factor.
4
Integrate both sides
Apply the initial conditions
So the unique solution is
② Find the particular solution of the differential equation given that
when .
Rearrange into correct form
so I.F.
Multiply both sides of the differential equation by the integrating factor.
Integrate both sides
Apply the initial conditions
So the particular solution is .
5
Questions
Find the particular solutions of the following differential equations.
① given when
② given
③ given when
④ given when
Second Order Linear Differential Equations
A second order differential equation takes the form
where and are constants and .
There are 2 different cases.
If , this is a homogenous equation.
If , this is a non-homogenous equation.
Homogenous Equations
As these equations involve a second derivative the general solution will contain two
arbitrary constants.
The method we use to find the general solution is to consider a solution of the form
for some values of (to be calculated) and (to be calculated if given initial
conditions).
Substitute these into
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divide through by to get
This is known as the auxiliary equation. It can be factorised to solve for .
There are 3 possible cases when solving the auxiliary equation-
two real distinct roots
repeated real roots
complex roots.
Example - two real distinct roots
Find the general solution of the differential equation .
The auxiliary equation is
or
The general solution is
Example - real repeated roots
If the roots are equal we must consider as one solution and as the
other.
Find the general solution of the differential equation .
The auxiliary equation is
(twice)
The general solution is .
Example - complex roots
If the roots are complex we will need to use the quadratic formula and the roots will be in
the form . The general solution is given by .
Find the general solution of the differential equation .
The auxiliary equation is .
7
The general solution is .
Questions
Find the general solutions of the following differential equations.
① ② ③
④ ⑤ ⑥
Particular Solutions to Second Order Differential Equations
In a similar way to before we can apply initial conditions to find the values of the constants
and . We have to differentiate the general solution to be able to do this.
Examples
① Find the particular solution of given that when , and
Auxiliary equation is .
or
General solution is .
8
Apply initial conditions :
Particular solution is
② Find the particular solution of given that when , and
Auxiliary equation is
(twice)
General solution is .
Apply initial conditions:
Particular solution is .
③ Find the particular solution of the differential equation given that
when , and .
Auxiliary equation is
General solution is
9
Apply initial conditions:
Particular solution is
Questions
Find the particular solution of the following differential equations.
① given that when , and
② given that when , and
③ given that when , and when ,
④ given that when , and
⑤ given that when , and
Non-Homogenous Equations
When we are dealing with a non-homogenous equation we initially deal with it as if it were
homogenous.
We set the RHS=0 to obtain the auxiliary equation which we then solve for . We then use
these values of to obtain the complementary function.
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To deal with the RHS we need something called a particular integral which should take the
form (or similar form) to the RHS.
Finally-
general solution = complementary function + particular integral
Some examples will make this clearer.
Examples
① Find the general solution of the differential equation .
The corresponding homogenous equation is .
The auxiliary equation is
or
The complementary function is .
The particular integral is of the form .
Substitute these into the differential equation
So the particular integral is .
The general solution is .
② Find the general solution of the differential equation .
The corresponding homogenous equation is .
The auxiliary equation is
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or
The complementary function is
The particular integral is of the form
Substitute these into the differential equation
Equating coeffiecients:
So the particular integral is .
The general solution is .
③ Find the general solution of the differential equation .
The corresponding homogenous equation is
The auxiliary equation is
or
The complementary function is .
The particular integral is of the form
Substitute these into the differential equation
12
Equating coefficients:
So the particular integral is .
The general solution is
④ Find the general solution of the differential equation
The corresponding homogenous equation is .
The auxiliary equation is
The complementary function is
The particular integral is of the form
Substitute these into the differential equation
Equating coefficients:
13
,
So the particular integral is
The general solution is
⑤ Find the general solution of the differential equation .
The corresponding homogenous equation is .
The auxiliary equation is .
or
The complementary function is .
The particular integral is of the form
Substitute these into the differential equation
Equating coefficients:
So the particular integral is .
The general solution is
Questions
14
Find the general solution of each of the following
When the ‘Normal’ Particular Integral is in the Complementary Function
The particular integral cannot have the same form as either term of the complementary
function. If it is, we should multiply the particular integral by .
If this is also part of the complementary function (e.g. in the case of a repeated root) we
should multiply the particular integral by .
Examples
① Find the general solution of the equation .
The corresponding homogenous equation is
The auxiliary equation is
or
The complementary function is
For the particular integral we cannot use as this is already part of the
complementary function so we use .
15
Substitute these into the differential equation .
So the particular integral is .
The general solution is .
NB If you pick the wrong particular integral a contradiction will occur at some stage in the
calculation and this should flag it up.
② Find the general solution of the differential equation .
The corresponding homogenous equation is .
The auxiliary equation is .
(twice)
The complementary function is .
For the particular integral we cannot use or as these are both already
in the complementary function so use .
Substitute these into the differential equation .
16
So the particular integral is .
The general solution is .
③ Find the general solution of the differential equation .
The corresponding homogenous equation is .
The auxiliary equation is .
The complementary function is
For the particular integral try .
Substitute these into the equation .
Equating terms:
So the particular integral is .
The general solution is .
Past Paper Questions
2001
① Find the solution of the following differential equation:
17
, (4 marks)
② Find the general solution of the following differential equation:
(5 marks)
2002
Find the general solution of the differential equation
Hence determine the solution which satisfies and . (6, 4 marks)
2003
Solve the differential equation
given that and , when . (10 marks)
2004
(a) A mathematical biologist believes that the differential equation models a
process. Find the general solution of the differential equation.
Given that when , find the particular solution , expressing
in terms of .
(5, 2 marks)
(b) The biologist subsequently decides that a better model is given by the equation
.
Given that when , obtain in terms of . (4
marks)
2005
Obtain the general solution of the differential equation
18
Hence find the particular solution for which and when . (7, 3
marks)
2006
Solve the differential equation
given that when , and . (6 marks)
2007
Obtain the general solution of the equation (6 marks)
2008
Obtain the general solution of the differential equation
Given that and , when , find the particular solution. (7, 3 marks)
2009
(a) Solve the differential equation
given that when , expressing the answer in the form .
(b) Hence find the area enclosed by the graphs of , and the -axis.
(6, 4 marks)
2010
Obtain the general solution of the equation
19
.
Hence obtain the solution for which when and when .
(4, 3 marks)
2011
Find the general solution of the differential equation
Find the particular solution for which and when . (7, 3 marks)
2012
(a) Express in partial fractions.
(b) Obtain the general solution of the differential equation
expressing your answer in the form . (4, 7 marks)
2013
Solve the differential equation
, given that and when . (11 marks)
2014
Find the solution to the differential equation
given that and when . (6 marks)
20
2015
Solve the second order differential equation
given that when , and . (10 marks)
2015
Solve the differential equation
given and when (10 marks)
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