GRADUATION PAPER

Mathematics

Differential equations

Mentor: Vehid Kurtić Student: Mirza Mešić

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Contents

1. Introduction and history ............................................................................................... 2

2. First order linear equations .......................................................................................... 4
2.1 Separable variables ...................................................................................................... 5
2.2 Integrating factors ....................................................................................................... 5
2.3 Homogenous differential equations ............................................................................. 7
2.4 Linear first order differential equations ....................................................................... 8
2.5 Bernoulli’s Equations................................................................................................... 9
3. Second order differential equations ............................................................................ 11
3.1 Solving second-order linear homogeneous differential equations with constant
coefficients ............................................................................................................................. 12
3.2 Solving second-order linear nonhomogeneous differential equations with constant
coefficients ............................................................................................................................. 15
4. Partial differential equations ....................................................................................... 17
4.1 From ordinary to a partial differential equation ......................................................... 17
5. Exercise problems .......................................................................................................... 22
6. Conclusion ...................................................................................................................... 29
7. References....................................................................................................................... 30
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1. Introduction and history

An equation that consists of derivatives is called a differential equation.
Differential equations have applications in all areas of science and engineering.
Mathematical formulation of most of the physical and engineering problems
leads to differential equations. So, it is important for engineers and scientists to
know how to set up differential equations and solve them.

Differential equations have been a major branch of pure and applied mathematics
since their inauguration in the mid 17th century. While their history has been
well studied, it remains a vital field of on-going investigation, with the
emergence of new connections with other parts of mathematics, fertile interplay
with applied subjects, interesting reformulation of basic problems and theory in
various periods, new vistas in the 20th century, and so on. In this meeting we
considered some of the principal parts of this story, from the launch with Newton
and Leibniz up to around 1950. `Differential equations' began with Leibniz, the
Bernoulli brothers and others from the 1680s, not long after Newton's `fluxional
equations' in the 1670s. Applications were made largely to geometry and
mechanics; isoperimetrical problems were exercises in optimisation. Most 18th-
century developments consolidated the Leibnizian tradition, extending its multi-
variate form, thus leading to partial differential equations. Generalisation of
isoperimetrical problems led to the calculus of variations. New figures appeared,
especially Euler, Daniel Bernoulli, Lagrange and Laplace. Development of the
general theory of solutions included singular ones, functional solutions and those
by infinite series. Many applications were made to mechanics, especially to
astronomy and continuous media. In the 19th century: general theory was
enriched by development of the understanding of general and particular
solutions, and of existence theorems. More types of equation and their solutions
appeared; for example, Fourier analysis and special functions. Among new
figures, Cauchy stands out. Applications were now made not only to classical
mechanics but also to heat theory, optics, electricity and magnetism, especially
with the impact of Maxwell. Later Poincar'e introduced recurrence theorems,
initially in connection with the three-body problem. In the 20th century: general
theory was influenced by the arrival of set theory in mathematical analysis; with
consequences for theorisation, including further topological aspects. New
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applications were made to quantum mathematics, dynamical systems and

relativity theory.

Differential equations are of two types

(A) ordinary differential equations (ODE)
(B) partial differential equations (PDE)

An ordinary differential equation is that in which all the derivatives are with
respect to a single independent variable. Examples of ordinary differential
equations include
d2y dy dy
 2  y  0 , (0)  2, y (0)  4 ,
dx 2 dx dx
d3y d2y dy d2y dy
3
 3 2  5  y  sin x, 2
(0)  12, (0)  2 , y (0)  4
dx dx dx dx dx
Ordinary differential equations are classified in terms of order and degree.
Order of an ordinary differential equation is the same as the highest derivative
and the degree of an ordinary differential equation is the power of highest
derivative.

Thus the differential equation,

d3y 2
2 d y dy
x3 3
 x 2
 x  xy  e x
dx dx dx
is of order 3 and degree 1, whereas the differential equation
2
 dy  2 dy
  1  x  sin x
 dx  dx

is of order 1 and degree 2.

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2. First order differential equations

A first-order differential equation is an equation
𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥
in which ƒ(x, y) is a function of two variables defined on a region in the xy-
plane. The equation is of first order because it involves only the first derivative
dy dx (and not higher-order derivatives).

2.1 Separable variables

A first order differential equation of the form
𝑑𝑥
= 𝑔(𝑥)ℎ(𝑦)
𝑑𝑦
where 𝑔(𝑥) and ℎ(𝑦) are functions of 𝑥 & 𝑦 only, respectively
is called separable or to have separable variables.

Example:
Consider the DE
𝑑𝑦
=𝑦
𝑑𝑥

subject to the initial condition 𝑦(0) = 1

First rewrite DE in differential form:

𝑑𝑦 = 𝑦 𝑑𝑥

Now separate variables (all x’s on one side and all y’s on the other side):
𝑑𝑦
= 𝑑𝑥
𝑦
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Now integrate both sides

1
− =𝑥+𝑐
𝑦

Thus 𝑦(𝑥) = −

Taking into consideration 𝑦(0) = 1 we get

1
1=− → 𝑐 = −1
𝑐
Finally
1
𝑦=−
𝑥−1
2.2 Integrating Factors
This method is used when the equation is in the form of linear equation in which
the variables cannot be separated, e.g. :
dy
 p( x ) y  q ( x )
dx (Basic form)
where p(x) and q(x) – continuous functions
- may or may not be constants
Procedures to solve the differential equations using this method :
1. Must remember the basic form :
dy
 p( x ) y  q ( x )
dx
2. Multiply both sides by
 gives :
dy
  p ( x ) y  q ( x )
dx

where   e  p ( x ) dx - is called the integrating factor.

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- this is what you have to calculate first

- can take the constant of integration
to be zero at this step.

3. Integrate both sides of the equation obtained in (2) and the result obtained is :
y   q ( x ) dx

4. Finally, solve for y. Be sure to include the constant of integration in this step.

Example:
dy
 3 y  e 3 x
dx
Compared with the basic form, p ( x)  3

so   e   e
p ( x ) dx 3dx
 e3 x

dy
  3 y  e 3 x   y    q ( x ) dx
dx
e3 x y   e3 x e 3 x dx

e3 x y   dx
e3 x y  x  C
xC
 y
e3 x
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2.3 Homogenous differential equations

Homogeneous DE and equation of the form M ( x, y ) dx  N ( x, y ) dy  0 is called
homogeneous DE. If M ( x, y ) and N ( x, y ) are homogeneous and same degree in x
and y.

Example:

( x 2  3 y 2 )dx  2 xydy  0.

dy x 2  3y 2
We have  
dx 2 xy

Putting y  vx

y
v 
x

dy dv
 v  x ; The equation becomes
dx dx

dv x 2  3v 2 x 2
vx 
dx 2vx 2

dv 1  3v 2
x  v
dx 2v

 1  3v 2  2v 2

2v

1 v

2v

dv v 2  1
x 
dx 2v
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This is a Separable DE. Then Regrouping we get,

2v dx
dv 
v 1
2
x

Integrating we get

ln(v 2  1)  ln x  ln c

 v 2  1  cx

y2
  1  cx
x2

 y 2  x 2  cx 3

This is the general solution.

2.4 Linear first order differential equations

An equation of the form

dy
 P ( x) y  Q ( x)
dx

In which P and Q are functions of x alone or constants is called a linear equation

of the first order DE.

Solving Method:

Consider a differential equation

M ( x, y )  N ( x, y )  0

This can be written as,

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dy
 p( x) y  Q ( x)
dx

To solve this equation, multiply by e

 p ( x ) dx
on both sides of the equation.

 dy
 e P ( x) y  e 
p ( x ) dx p ( x ) dx p ( x ) dx
Then it becomes e Q( x)
dx

d
[ ye  ]  Q ( x )e 
p ( x ) dx p ( x ) dx
or ,
dx

Integrating both sides with respect to x, we get

ye    Q ( x )e 
p ( x ) dx p ( x ) dx
c

This is the required solution.

2.5 Bernoulli’s Equations

An equation of the form

dy
 P ( x ) y  Q ( x ) y n ; n  0,1
dx
is called a Bernoulli’s Equation. Where P & Q are function of x or constant.

Solving Method:

Consider a differential equation,

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M ( x, y )  N ( x, y )  0
This can be written as,

dy
 P( x) y  Q( x) y n
dx

Dividing both sides by y n , we have,

dy
y n  P( x) y  n  Q( x)
dx

dy dv
Now, put y  n1  v so that, (1  n) y
n

dx dx

1 dv
Then  P ( x )v  Q
1  n dx

dv
  P ( x )(1  n)v  (1  n)Q ( x )
dx

Which is the linear equation in x & v .

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3.Second order differential equations

Second-order linear differential equation has the following basic equation :

d2y dy
 p ( x )  q( x) y  r ( x)
dx 2 dx

or in alternative notation,

y   p( x ) y   q ( x ) y  r ( x )

where p(x), q(x), and r(x) are continuous functions.

If r(x) = 0 for all x, then, the equation

d2y dy
2
 p( x )  q ( x ) y  0
dx dx is said to be homogeneous.

If r ( x )  0 for all x, then, the equation

d2y dy
2
 p( x )  q ( x ) y  r ( x )
dx dx is said to be nonhomogeneous.
12

3.1 Solving second-order linear homogeneous

differential equations with constant coefficients
Two continuous functions f and g are said to be linearly dependent if one
is a constant multiple of the other. If neither is a constant multiple of the other,
then they are called linearly independent.

Examples:
f(x) = sin x and g(x) = 3 sin x => linearly dependent

f(x) = x and g( x)  x 2 => linearly independent

The following theorem is central to the study of second-order linear differential

equations:

Theorem :

If y1  y1 ( x ) and y2  y2 ( x ) are linearly independent solutions of the

homogeneous equation

d2y dy
 p ( x )  q( x) y  0 (1)
dx 2 dx
then
y ( x )  c1 y1 ( x )  c2 y2 ( x ) ( 2)
is the general solution of (1) in the sense that every solution of (1) can be
obtained from (2) by choosing appropriate values for the arbitrary constants c1
and c2 ; conversely, (2) is a solution of (1) for all choices of c1 and c2 .
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At this level, we restrict our attention to second-order linear homogeneous

differential equations with constant coefficients only, i.e.

d2y dy
 p  qy  0
dx 2 dx (basic form of equation)
where p and q are constants.
or we can rewrite :

d2y dy
a 2  b  cy  0
dx dx (basic form)
where a, b, and c are constants.

d2y dy
Replacing dx with m , dx with m , and y with m will result
2 2 1 0

am2  bm  c  0 => is called “auxiliary quadratic equation”

or “auxiliary equation”.
Thus, the general solution of the 2nd – order linear differential equation

d2y dy
a 2  b  cy  0
dx dx where a, b, and c are constants
depends on the roots of the auxiliary quadratic equation

am2  bm  c  0 such that

i) if b  4ac  0 (2 distinct real roots m1 and m2 )

2

m1 x
then y  c1e  c2 e m2 x
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ii) if b  4ac  0 (1 real repeated root m1  m2 (  m) )

2

mx
then y  c1e  c2 xe mx

(2 complex roots m1    i and m2    i )

2
iii) if b  4ac  0
x
then y  e (c1 cos x  c 2 sin x)

Note :

Each of these solutions contains two arbitrary constants c1 and c2 since

solution of 2nd – order differential involves 2 integrations.
15

3.2 Solving second-order linear nonhomogeneous

differential equations with constant coefficients
Now, we consider 2nd – order differential equation of the form

d2y dy
 p  qy  r ( x )
dx 2 dx

where p and q are constants and r(x) is a continuous function.

Theorem :

The general solution of y   py   qy  r ( x ) is

y ( x )  c1 y1 ( x )  c2 y2 ( x )  y p ( x )

where c1 y1 ( x )  c2 y2 ( x ) is the general solution of the homogeneous equation

y   py   qy  0
y p ( x)
and is any solution of y   py   qy  r ( x ) .
In short, what is meant from the above theorem is that, the general solution for
2nd – order differential equation of the form y   py   qy  r ( x ) is
y = Complementary equation (C.E.) + Particular solution (P.S.)
where the C.E. is the solution of the differential equation of the form
y   py   qy  0 (homogeneous)
and the P.S. is any solution of the complete differential equation. It is determined
by trial solution or initial guessing based on the form of r(x).
16

Equation yp
Initial guess for
y   py   qy  k yp  A

y   py   qy  ke ax y p  Ae ax

y   py   qy  a0  a1 x ... an x n y p  A0  A1 x ... An x n

y   py   qy  a1 cos bx  a2 sin bx y p  A1 cos bx  A2 sin bx

Modification rule : If any term in the initial guess is a solution of the C.E. , then
y
the correct form for p is obtained by multiplying the initial guess by the
smallest positive integer power of x required so that no term is a solution of the
C.E.

ax
In summary, a P.S. of an equation of the form y   py   qy  ke can be
obtained as follows :
y p  Ae ax
Step 1. Start with as an initial guess.
Step 2. Determine if the initial guess is a solution of the C.E.
y   py   qy  0 .
Step 3. If the initial guess is not a solution of the C.E. , then

y p  Ae ax
is the correct form of a P.S.
Step 4. If the initial guess is a solution of the C.E., then multiply it by
the smallest positive integer power of x required to produce a
function that is not a solution of the C.E. . This will yield either
y p  Axe ax y p  Ax 2 e ax
or .
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4. Partial differential equations

A differential equation with one independent variable is called an ordinary

differential equation. An example of such an equation would be
dy
3  5 y 2  3e  x , y (0)  5
dx

where y is the dependent variable, and x is the independent variable.

What if there is more than one independent variable? Then the differential
equation is called a partial differential equation. An example of such an equation
would be

 2u  2u
3 2  2  x2  y2
x y
subject to certain conditions: where u is the dependent variable, and x and y are
the independent variables.

4.1 From ordinary to a partial differential equation

Assume we put a spherical steel ball that is at room temperature in hot water.
The temperature of the ball is going to increase with time. What if we wish to
find what this temperature vs. time profile would look like for the ball? We
would develop a mathematical model for this based on the law of conservation of
heat energy. From an energy balance,
Heat gained - Heat lost= Heat stored (1)

The energy stored in the mass is given by

Heat stored in the ball  mC (2)
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where
m = mass of ball, kg

C = specific heat of the ball, J /(kg  K )

 = temperature of the ball at a given time, K

Hot Water Spherical Ball

The rate of heat gained by the ball due to convection is

Rate of heat gained due to convection  hA   a  , (3)
where
h = the convective cooling coefficient, W / m 2  K  .

A = surface area of ball, m 2

 a  ambient temperature of the hot water, K

As you can see we have the expression for the rate at which heat is gained (not
the heat gained), so we rewrite the heat energy balance as
19

Rate at which heat is gained - Rate at which heat is lost =Rate at which heat is
stored (4)
This gives us
d
hA   a   mC (5)
dt

Equation (5) is a first order ordinary differential equation that when solved with
the initial condition  (0)   0 , would give us the temperature of the spherical ball
as a function of time.
However, we made a large assumption in deriving Equation (5) - we
assumed that the system is lumped. What does a lumped system mean? It
implies that the internal conduction in the sphere is large enough that the
temperature throughout the ball is uniform. This allows us to make the
assumption that the temperature is only a function of time and not of the location
in the spherical ball. The system being considered lumped for this case depends
on: material of the ball, geometry, and heat exchange factor (convection
coefficient) of the ball with its surroundings.
What happens if the system cannot be treated as a lumped system? In that
case, the temperature of the ball will now be a function not only of time, but also
the location.
20

In spherical co-ordinates, the location is given by r ,  ,  co-ordinates.

z

P



r


Spherical Coordinate System.

The differential equation would now be a partial differential equation and is

given as
k   2   k     k  2 
 r    sin     C , t  0,  (0)   a
r r  r  r sin   
2 2
  r sin  
2 2 2
t


 h   a   0 , at the surface
r

where
k = thermal conductivity of material, W /( m  K )

 = density of material, kg / m 3

As an introduction to solve PDEs, most textbooks concentrate on linear second

order PDEs with two independent variables and one dependent variable. The
general form of such an equation is
21

 2u  2u  2u
A 2 B C 2  D  0
x xy y

Where A, B, and C are functions of x and y and D is a function of

u u
x, y, u and , .
x y
Depending on the value of B 2  4 AC , a 2nd order linear PDE can be classified into
three categories.
1. if B 2  4 AC  0 , it is called elliptic

2. if B  4 AC  0 , it is called parabolic
2

3. if B 2  4 AC  0 , it is called hyperbolic
22

5. Exercise problems

dy
1. y  ex
dx
y dy  e x dx ( separate the var iables)
x
 y dy   e dx (int egrate both sides)
y2
 ex  C
2
y  2e x  2C or y  2e x  C1

dy
2. (4 y  cos y)  3x 2
dx
(4 y  cos y)dy  3x 2 dx
 (4 y  cos y) dy   3x dx
2

2 y 2  sin y  x 3  C
23

dy
3.  x  xy and y  0 when x  0
dx
dy
Basic form :  p( x) y  q( x )
dx
dy
  xy  x
dx
 p( x)  x
x2
   e  e
p ( x ) dx xdx
e 2

dy
  xy  x   y    q ( x) dx
dx
x2 x2
e y   e x dx
2 2

x2 x2
e y  e C
2 2

y  0 when x  0
 C  1
x2
e 12
 y x2
e 2

x2

y  1 e 2
24

d2y dy
4. 2 2  5  3y  0
dx dx

Auxiliary eqn. : 2m 2  5m  3  0
(2m  1)( m  3)  0
1
m or m  3
2

1
x
 the general solution, y  c1e 2
 c2 e 3 x

d2y dy
5.  4  4y  0
dx 2 dx

Auxiliary eqn. : m 2  4m  4  0
( m  2)( m  2)  0
m2

 the general solution, y  c1e 2 x  c2 xe 2 x

25

d2y dy
6.  2  4y  0
dx 2 dx

Auxiliary eqn. : m 2  2m  4  0
2  4  16
m
2
m  1  3i
 a  1, b 3

 the general solution, y  e x (c1 cos 3 x  c2 sin 3 x)

26

d2y dy
7. 2
 6  5y  3
dx dx

 y  C.E  P.S .
C .E .
Auxiliary eqn. : m 2  6m  5  0
( m  5)(m  1)  0
m  5 or m  1
 the general solution for C.E , y  c1e5 x  c2 e x

P.S .
r ( x)  3
 the initial guess : y p  A
u sin g y  A
dy d2y
 0,  0
dx dx 2
substitute these values int o the original eqn.
d2y dy
 6  5y  3
dx 2 dx
 0  6(0)  5 A  3
3
 A
5
3
 the general solution for P.S ., y p 
5

Thus, the general solution is

3
y  c1e5 x  c2 e x 
5
27

d2y dy
8. 2 2  2  5 y  cos x  5sin x
dx dx

 y  C.E  P.S .
C.E.
Auxiliary eqn. : 2m2  2m  5  0
2  36
m
4
1 3
m  i
2 2
1
 x 3 3
 the gen. sol. for C.E , y  e 2
(c1 cos x  c2 sin x)
2 2

P.S .
r ( x)  cos x  5sin x
 the initial guess : y p  A1 cos x  A2 sin x
u sin g y  A1 cos x  A2 sin x
dy
   A1 sin x  A2 cos x
dx
d2y
   A1 cos x  A2 sin x
dx 2
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substitute these values int o the original eqn.

d2y dy
2 2  2  5 y  cos x  5 sin x
dx dx
 2(  A1 cos x  A2 sin x )  2(  A1 sin x  A2 cos x ) 
5( A1 cos x  A2 sin x )  cos x  5 sin x
 cos x (3 A1  2 A2 )  sin x (  2 A1  3 A2 )  cos x  5 sin x

compare coefficients of sin x and cos x:

 3 A1  2 A2  1
  solve for A1 & A2 yields
 2 A1  3 A2  5
A1  1, A2  1
 the general solution for P. S ., y p  cos x  sin x

Thus, the general solution is

1
 x 3 3
y e 2 (c1 cos x  c2 sin x )  cos x  sin x
2 2
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6. Conclusion
Differential equations arise in many areas of science and technology whenever a
relationship involving some continuously changing quantities and their rates of
change is known or formed. For instance in classical mechanics, the motion of a
body is described by its position and velocity as the time varies. Newton's Laws
allow one to relate the position, velocity, acceleration and various forces acting
on the body and this relation can be expressed as a differential equation for the
unknown position of the body as a function of time. In many cases, the
differential equation may be solved, to yield the law of motion.
Differential equations are mathematically studied from several different
perspectives, mostly concerned with their solutions, functions that make the
equation hold true. Some examples where differential equations have been used
to solve real life problems include the diagnosis of diseases and the growth of
various populations. First order and higher order differential equations have also
found numerous applications in problems of mechanics, electric circuits,
geometry, biology, chemistry, economics, engineering, and rocket science. The
study of differential equations should therefore equip the mathematics and
science teachers with the knowledge and skills to teach their respective subjects
well, by incorporating relevant applications in their subject areas.
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7. References

Ayres, F.,Jr.(1981) Differential Equations.Singapore:McGraw-Hill.

Ince, E.L. (1956). Ordinary Differential Equations. Dover Publications.

Mauch, S.(2004).Introduction to Methods of Applied Differential Equations.

Mauch Publishing Company.

Nielson,K.L.(1962).Differential Equations.New York:Barnes & Noble.

Differential Equations (2nd Ed).Boca Raton: Chapman & Hall/CRC Press.

Spiegel, M.R. (1981).Applied differential Equations.New Jersy:Prentice-Hall,

Inc. Englewood Cliffs

Zwillinger, D (1997).Handbook of Differential Equations. (3rd Ed).Boston:

Academic Press.
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Date of handing in the graduation paper: May ____, 2019

Date of defending the graduation paper: May ____, 2019

Grade: _____________________________________.

Members of the committee:

1. _____________________________________

2. _____________________________________

3. ___________________________________________