ENGINEERING ANALYSIS

Faculty of Engineering
Petroleum Engineering

Fourth year
seven semesters
Engineering analysis Lecture 4

2.5 Equation with constant coefficients:

consider the following ordinary differential equation with linear coefficients:

𝑑𝑦 𝑎1 𝑥+𝑏1 𝑦+𝑐1
= or (𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 )𝑑𝑥 + (𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 )𝑑𝑦 = 0 ……(1)
𝑑𝑥 𝑎2 𝑥+𝑏2 𝑦+𝑐2

Where a, s , b , s and c , s are constants. This ordinary differential equation can be

solved as follows:

1) If 𝑐1 = 𝑐2 = 0, then the equation becomes (𝑎1 𝑥 + 𝑏1 𝑦)𝑑𝑥 + (𝑎2 𝑥 + 𝑏2 𝑦)𝑑𝑦 = 0

, which is a homogeneous equation.
2) If 𝑎1 𝑏2 = 𝑎2 𝑏1 , then the straight lines
𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0 and 𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 = 0 are parallel and for some k the
equality (𝑎1 𝑥 + 𝑏1 𝑦) = 𝑘(𝑎2 𝑥 + 𝑏2 𝑦)

We suppose that 𝑧 = 𝑎1 𝑥 + 𝑏1 𝑦

Differentiating z with respect to x, we get

𝑑𝑦 1 𝑑𝑧
= ( − 𝑎1 )
𝑑𝑥 𝑏1 𝑑𝑥
1 dz 𝑧+c
Hence eq(1) has the form
b1
(dx − a1 ) = kz+c1
2

and it can be solved by separable of variables.

3) If 𝑎1 𝑏2 ≠ 𝑎2 𝑏1 , then the straight lines 𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0 and 𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 =
0 cross at the same point (ℎ, 𝑘)
Suppose that 𝑥 = 𝑥1 + ℎ ⇒ 𝑑𝑥 = 𝑑𝑥1 and 𝑦 = 𝑦1 + 𝑘 ⇒ 𝑑𝑦 = 𝑑𝑦1
Equation (1) is brought to the equation
(𝑎1 𝑥1 + 𝑏1 𝑦1 )𝑑𝑥1 + (𝑎2 𝑥1 + 𝑏2 𝑦1 )𝑑𝑦1 = 0
Which is homogeneous equation.

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Engineering analysis Lecture 4

𝑑𝑦 3𝑥−𝑦−6
Example(1): solve =
𝑑𝑥 𝑥+𝑦+2

Solution:

𝑎1 𝑏2 = 3 ∗ 1 = 3; 𝑎2 𝑏1 = 1 ∗ −1 = −1

𝑎1 𝑏2 ≠ 𝑎2 𝑏1

∴ the two straight lines are intersecting at same point (ℎ, 𝑘).

To find the intersection points, we need to solve the two equations.

3𝑥 − 𝑦 − 6 = 0

𝑥+𝑦+2=0

The solution is 𝑥 = 1 and 𝑦 = −3

∴ the intersection point is (1, −3) = (ℎ, 𝑘)

Let 𝑥 = 𝑥1 + ℎ = 𝑥1 + 1 ⇒ 𝑑𝑥 = 𝑑𝑥1

And

𝑦 = 𝑦1 + 𝑘 = 𝑦1 − 3 ⇒ 𝑑𝑦 = 𝑑𝑦1
d𝑦1 3(𝑥1 +1)−(𝑦1 −3)−6
=
d𝑥1 (𝑥1 +1)+(𝑦1 −3)+2

d𝑦1 3𝑥1 −𝑦1

=
d𝑥1 𝑥1 +𝑦1

Which is homogeneous equation.

Put 𝑥1 = 𝑢𝑦1 and d𝑥1 = 𝑢d𝑦1 + 𝑦1 𝑑𝑢

d𝑦1 3𝑢𝑦1 −𝑦1 3𝑢−1
= =
𝑢d𝑦1 +𝑦1 𝑑𝑢 𝑢𝑦1 +𝑦1 𝑢+1

(𝑢 + 1)d𝑦1 = (3𝑢 − 1)(𝑢d𝑦1 + 𝑦1 𝑑𝑢)

(𝑢 + 1)d𝑦1 = (3𝑢)(𝑢d𝑦1 + 𝑦1 𝑑𝑢) − (𝑢d𝑦1 + 𝑦1 𝑑𝑢)

(𝑢 + 1)d𝑦1 = 3𝑢2 d𝑦1 + 3𝑢𝑦1 𝑑𝑢 − 𝑢d𝑦1 − 𝑦1 𝑑𝑢

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Engineering analysis Lecture 4

(𝑢 + 1)d𝑦1 − 3𝑢2 d𝑦1 + 𝑢d𝑦1 = 3𝑢𝑦1 𝑑𝑢 − 𝑦1 𝑑𝑢

(𝑢 + 1 − 3𝑢2 + 𝑢)d𝑦1 = 𝑦1 (3𝑢 − 1)𝑑𝑢

(2𝑢 + 1 − 3𝑢2 )d𝑦1 = 𝑦1 (3𝑢 − 1)𝑑𝑢

−1 (3𝑢−1)
d𝑦1 = (3𝑢2 𝑑𝑢
𝑦1 −2𝑢−1)

−1 1 2(3𝑢−1)
∫ 𝑦 d𝑦1 = 2 ∫ (3𝑢2 −2𝑢−1) 𝑑𝑢
1

1
− ln(𝑦1 ) = 𝑙𝑛(3𝑢2 − 2𝑢 − 1) + 𝑐
2

1 𝑥 2 𝑥
− ln(𝑦1 ) = 𝑙𝑛 (3 ( 1) − 2 1 − 1) + 𝑐
2 𝑦 𝑦 1 1

1 𝑥−1 2 𝑥−1
ln(𝑦 + 3) + 𝑙𝑛 (3 ( ) − 2 𝑦+3 − 1) + 𝑐 = 0
2 𝑦+3

𝑑𝑦 1−4𝑥−4𝑦
Example (2): Find the general solution of =
𝑑𝑥 𝑥+𝑦

Solution:

a1 b2 = −4 ∗ 1 = −4; a2 b1 = 1 ∗ −4 = −4

a1 b2 = a2 b1

∴ the straight lines are parallel

𝑑𝑦 1−4(𝑥+𝑦)
=
𝑑𝑥 𝑥+𝑦

Let 𝑧 = 𝑥 + 𝑦
𝑑𝑧 𝑑𝑦 𝑑𝑦 𝑑𝑧
=1+ ⇒ = −1
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑧 1−4𝑧
−1=
𝑑𝑥 𝑧

𝑑𝑧 1−4𝑧 1−3𝑧
= +1=
𝑑𝑥 𝑧 𝑧

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Engineering analysis Lecture 4

𝑧
∫ 1−3𝑧 𝑑𝑧 = ∫ 𝑑𝑥

1 1 1
∫ (3 (1−3𝑧) − 3) 𝑑𝑧 = 𝑥 + 𝑐

−1 1
ln(1 − 3𝑧) − 𝑧 = 𝑥 + 𝑐
9 3

−1 1
ln(1 − 3(𝑥 + 𝑦)) − (𝑥 + 𝑦) = 𝑥 + 𝑐
9 3

Exercise:

a. (3𝑥 + 2𝑦 + 1)𝑑𝑥 − (3𝑥 + 2𝑦 − 1)𝑑𝑦 = 0

b. (𝑦 − 𝑥 + 2)𝑑𝑥 − (𝑥 + 𝑦 + 6)𝑑𝑦 = 0
c. (2𝑥 − 5𝑦 + 3)𝑑𝑥 − (2𝑥 + 4𝑦 − 6)𝑑𝑦 = 0
dy −x−y−1
d. =
dx x+y+5

2.6 Linear equations

A first-order differential equation is said to be linear if it can be written in the form

𝑑𝑦
+ 𝑝(𝑥)𝑦 = 𝑄(𝑥) …….(1)
𝑑𝑥

where 𝑝(𝑥) and 𝑔(𝑥) are functions of the independent variable.

every first-order linear differential equation can be solved in a similar fashion by

multiplying both sides of Equation 1 by 𝐼(𝑥) a suitable function I(x) called an
integrating factor which is always a function of x alone.

Multiplied eq(1) by 𝐼(𝑥), we get

𝑑𝑦 𝑑
𝐼(𝑥) ( + 𝑝(𝑥)𝑦) = (𝐼(𝑥)𝑦) = 𝐼(𝑥)𝑄(𝑥)
𝑑𝑥 𝑑𝑥
𝑑
(𝐼(𝑥)𝑦) = 𝐼(𝑥)𝑄(𝑥) …... (2)
𝑑𝑥

Where 𝐼(𝑥) satisfy the following

𝑑
𝐼(𝑥)𝑝(𝑥) = (𝐼(𝑥)) …….. (3)
𝑑𝑥

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Engineering analysis Lecture 4

Integrating eq(3) with respect to x, we get

𝐼(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 …… (4)

Integrating eq (2) with respect to x, we get
1
𝑦= [∫ 𝐼(𝑥)𝑄(𝑥) 𝑑𝑥] ……. (5)
𝐼(𝑥)

Thus, a formula for the general solution to Equation 1 is provided by Equation 5,

where I is given by Equation 4.

𝑑𝑦
Example (1): solve 𝑥 4 + 4𝑥 3 𝑦 = sin3 (𝑥)
𝑑𝑥

Solution:
𝑑𝑦 1 sin3 (𝑥)
+4 𝑦 =
𝑑𝑥 𝑥 𝑥4
4 sin3 (𝑥)
𝑝(𝑥) = 𝑄(𝑥) =
𝑥 𝑥4
4
𝐼(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫𝑥𝑑𝑥 = 𝑥 4
1
𝑦= [∫ 𝐼(𝑥)𝑄(𝑥) dx]
𝐼(𝑥)

1 si n3 (𝑥) 1
𝑦= [ 𝑥4
4 ∫
dx ] = [∫ si n3 (𝑥) dx ]
𝑥 𝑥4 𝑥4
1
= [∫(sin (x) − sin (x)cos 2 (𝑥) dx ]
𝑥4
1 co s3 (𝑥)
= 4
[− cos(𝑥) + + 𝑐]
𝑥 3

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Engineering analysis Lecture 4

𝑑𝑥
Example(2): solve + 2𝑡𝑥 = 𝑥 + 4𝑡 − 2 .
𝑑𝑡

Solution:

𝑑𝑥
+ (2𝑡 − 1)𝑥 = 4𝑡 − 2
𝑑𝑡

𝑝(𝑡) = (2𝑡 − 1) 𝑄(𝑡) = 4𝑡 − 2

2 −𝑡
𝐼(𝑡) = 𝑒 ∫ 𝑝(𝑡)𝑑𝑡 = 𝑒 ∫(2𝑡−1)𝑑𝑡 = 𝑒 𝑡

1
𝑥= [∫ 𝐼(𝑡)𝑄(𝑡) dt]
𝐼(𝑡)

1 2 −𝑡 1 2 −𝑡 1 2 −𝑡
𝑥= 2 [∫ 𝑒 𝑡 (4𝑡 − 2)dt] = 2 [2 ∫ 𝑒 𝑡 (2𝑡 − 1)dt] = 2 [2𝑒 𝑡 + 𝑐]
𝑒 𝑡 −𝑡 𝑒 𝑡 −𝑡 𝑒 𝑡 −𝑡

Exercise: find the general solution of the given differential equation.

1. 𝑥𝑦 ′ + (1 + 𝑥)𝑦 = 𝑒 −𝑥 sin (2𝑥)
2. 𝑦𝑑𝑥 − 4(𝑥 + 𝑦 6 )𝑑𝑦 = 0
𝑑𝑦
3. 𝑐𝑜𝑠 2 (𝑥) sin(𝑥) + 𝑐𝑜𝑠 3 (𝑥)𝑦 = 1
𝑑𝑥
𝑑𝑦
4. (1 + 𝑥) + (𝑥 + 2)𝑦 = 2𝑥𝑒 −𝑥
𝑑𝑥

5. 𝑦 ′ + tan(𝑥) 𝑦 = 𝑐𝑜𝑠 2 (𝑥), 𝑦(0) = −1

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