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Differential Equation
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i
The twelve chapters of this material consist of discussions of a certain
topic, sample problems and exercises prepared at the end of every chapter for
further activities for the students.
ACKNOWLEDGMENTS
ii
Table of Contents
Page
Preface i
Chapter 1: INTRODUCTION TO
DIFFERENTIAL EQUATIONS 1
1.1 Basic Definition 2
1.2 Types of Differential Equations 2
1.3 Order of a Differential Equation 2
1.4 Degree of a Differential Equation 3
1.5 Types of Solutions to a Differential Equation 3
1.6 Elimination of Arbitrary Constant 5
Exercises 6
iii
Chapter 7: BERNOULLI’S DIFFERENTIAL EQUATIONS 43
7.1 Bernoulli’s Differential Equations 44
7.2 Solutions to Bernoulli’s Differential Equations 44
Exercises 47
Chapter 9: APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS 61
9.1 Mechanics Problems 62
9.2 Flow Problems 65
9.3 Electrical Circuits 69
9.4 Velocity of Escape 73
9.5 Equation of Rectangular Curves 74
9.6 Isogonal Trajectories 75
9.7 Orthogonal Trajectories 77
Exercises 78
iv
Chapter 12: NON-HOMOGENEOUS LINEAR
DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS 95
12.1 Non-Homogeneous Linear Differential Equations 96
12.2 The Method of Reduction of Order 96
12.3 The Method of Undetermined Coefficients 101
12.4 The Method of Variation of Parameters 105
12.5 Short Methods 108
12.6 Initial Value Problems for Linear
Differential Equations 114
Exercises 115
References 117
v
Chapter 1
INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Outline:
1.1 Basic Definition
1.2 Types of Differential Equations
1.3 Order of a Differential Equation
1.4 Degree of a Differential Equation
1.5 Types of Solutions to a Differential Equation
1.6 Elimination of Arbitrary Constant
Overview:
Differential equations is the mathematics of applications that is very important
in understanding sciences and engineering in which many of the phenomena in
nature can be expressed in terms of the language of differential equations.
At start, it is important to know the main definition and important terms in the
study of differential equations that will be used throughout the discussion of the
topics in this text. It is important so that the user of this material will guide him as he
proceeds progressively throughout the whole chapters.
This chapter will introduce the basic definition of a differential equation, the
types, the order and the degree of a differential equation and the types of solutions to
a differential equation.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define differential equations.
2. Identify the different types, order and degree of a differential equation.
3. Differentiate general solution from a particular solution.
4. Show that the given solution is the solution to a differential equation.
5. Find the differential equations of a given solution by elimination of
arbitrary constant.
Examples:
a. ݕƍ = ݔଶ + 2
b. ݕƍƍ = 4 ݔ+ ݕଶ
ௗ௫
c. + 3 ݔ+ = ݐ5
ௗ௧
Examples:
డ௫ డ௫
a. డ௬
+ డ௪
= 5
డమ ௫ డమ ௫ డమ ௫
b. + =
డ௬ మ డ௭ మ డ௪ మ
డమ௧ డమ ௧ డ௧
c. + =
డ௫ మ డ௬ మ డ௪
Examples:
1. ݕƍ = 4 ݔଶ - First order
Examples:
ଶ
ௗమ ௬ ௗ௬
1. ቀ ௗ௫ మ ቁ + ௗ௫
= 3ݔ - Second degree
ଶ
ௗమ ௬ ௗ௬ ଷ
2. ቀ ௗ௫ మ ቁ + ቀௗ௫ ቁ = 4 ݔ+ ݕ - Second degree
ௗ௧
3. ௗ௫
+ 5 = ݐݔ0 - First degree
4. ݕ+ƍƍƍ (ݕƍƍ) ଶ ƍ
= ݕ+ ݕെ5 - First degree
(ହ) ଶ (ଷ) ଷ
5. ൫ݕ ൯ + ൫ݕ ൯ = 4ݕƍƍ - Second degree
݀ ݔ( = ݕଶ + 3)݀ݔ
ݔ( = ݕ݀ ଶ + 3)݀ݔ
௫య
=ݕ + 3 ݔ+ ܿ
ଷ
The particular solution of a differential equation can be obtained from the
general solution by assigning definite values to the arbitrary constants. The values of
the arbitrary constants can be obtained using a given initial conditions or boundary
conditions.
Consider the previous obtained general solution.
௫య
=ݕ ଷ
+ 3 ݔ+ ܿ
ܿ = െ17
Thus the particular solution is,
௫య
=ݕ ଷ
+ 3 ݔെ 17
Example 1:
Show that ݁ݔ = ݕ௫ is a solution of ݕƍƍ െ ݕƍ െ ݁ ௫ = 0.
Solution:
First, get the first and second derivatives of the given solution.
ݕƍ = ݁ݔ௫ + ݁ ௫
ݕƍƍ = ݁ݔ௫ + ݁ ௫ + ݁ ௫
ݕƍƍ = ݁ݔ௫ + 2݁ ௫
Then, substitute the derivatives to the differential equation.
ݕƍƍ െ ݕƍ െ ݁ ௫ = 0
௫ ௫ ( ݁ݔ௫
݁ݔ+ 2݁ െ + ݁ ௫) െ ݁ ௫ = 0
0= 0
Therefore, the particular solution is the solution to the differential
equation.
Example 2:
Show that ݁ = ݕ௫ cos ݔis a solution of ݕƍƍ െ 2 ݕƍ + 2 = ݕ0.
Solution:
Get the first and second derivatives of the function.
ݕƍ = െ݁ ௫ sin ݔ+ ݁ ௫ cosݔ
ݕƍƍ = െ݁ ௫ cos ݔെ ݁ ௫ sin ݔെ ݁ ௫ sin ݔ+ ݁ ௫ cosݔ
= െ2݁ ௫ sin ݔ
Substitute to the differential equation.
ݕƍƍ െ 2 ݕƍ + 2 = ݕ0
( െ2݁ sin ) ݔെ 2(െ݁ sin ݔ+ ݁ cos ) ݔ+ 2(݁ ௫ cos = ) ݔ0
௫ ௫ ௫
0= 0
Exercises
I. Show that the following solutions are the solutions to the differential
equations indicated.
ୱ୧୬ ௫
1. sin = ݕcos ݕ ;ݔƍ = െ ୡ୭ୱ ௬
II. Find the particular solutions of the given general solutions satisfying the
given conditions.
1. ݁ ௫ െ 4 ݕଶ = ܿ; (ݕln 2) = 1 Ans: ݁ ௫ െ 4 ݕଶ = െ2
ଶ ଶ
2. ݔ+ (ݕ ;ܿ = ݕ1) = 1 Ans: ݔଶ + ݕଶ = 2
3. ܿ ݕଶ = ݔଷ + ݕݔଶ ; (ݕ2) = 1 Ans: 10 ݕଶ = ݔଷ + ݕݔଶ
4. = ݕtan ݔ+ ܿ; (ݕ0) = 0 Ans: = ݕtan ݔ
5. 2 ݔ+ sin ܿ = ݔ+ (1 + ݕଶ ) ଶ; (ݕ0) = 1 Ans: 2 ݔ+ sin = ݔെ4 + (1 + ݕଶ ) ଶ
IV. Find the differential equations described by the following family of curves.
SEPARABLE
DIFFERENTIAL EQUATIONS
Outline:
2.1 Separable Differential Equations
2.2 Solutions to Separable Differential Equations
Overview:
We had already discussed the types of solutions to differential equations in chapter 1.
For this chapter, the first method of finding the solution for a differential equation will be
covered.
The solution of a first order differential equation that will be discussed in this chapter
is the solution of a variable separable differential equation. Differential equations that can be
easily separated in which terms of same variables of the equation can be combined are
considered to be separable differential equations. This method applies direct integration on
the separated terms.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define separable differential equations.
2. Identify the different forms of separable differential equations.
3. Solve separable differential equations.
ௗ௬ (௬)
5. =
ௗ௫ (௫)
10
11
ݕଶ + 2 ݔଶ = 2݁ ௫ െ 1
Exercises
I. Obtain the general solutions of the given differential equations.
4. sin ݔcos ݔ݀ ݕ+ sin ݕcos = ݕ݀ ݔ0; (ݕ0) = 0 Ans: cos ݔcos = ݕ1
ௗ௫ ௫
5. = ݁ ݀ = )(ݕ ;ݕ1 Ans: 3݁ ି௫ + ݕଷ = 1
௬మ
12
HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Outline:
3.1 Homogeneous Polynomials
3.2 Differential Equations with Homogeneous Coefficients
Overview:
This chapter deals on the second method of solving first order ordinary
differential equations. This method is a substitution method of a certain differential
equation known as homogeneous differential equation. By the use of another
variable in substitution, the equation will be reduced eventually to a separable
differential equation that can be easily solved by the solution of a separable
differential equation.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define homogenous polynomials.
2. Identify whether a polynomial is homogeneous or not.
3. Determine the degree of homogeneous polynomials.
4. Solve homogeneous differential equations.
13
Example 1.
For the function ݂(ݔ, ݔ = )ݕହ െ ݔଶ ݕଷ , determine whether homogeneous or
not. Determine also the degree of the function.
Solution:
݂(ݔ, ݔ = )ݕହ െ ݔଶ ݕଷ
݂(ߣݔ,ߣߣ = )ݕହ ݔହ െ ߣଶ ݔଶߣଷ ݕଷ
݂(ߣݔ,ߣߣ = )ݕହ ݔହ െ ߣହ ݔଶ ݕଷ
݂(ߣݔ,ߣߣ = )ݕହ ( ݔହ െ ݔଶ ݕଷ )
The function is homogeneous of degree 5.
Example 2.
For the function ݂(ݔ, ݔ = )ݕଷ െ 5 ݕଶඥ ݔଶ + ݕଶ, determine whether
homogeneous or not. Determine also the degree of the function.
Solution:
݂(ݔ, ݔ = )ݕଷ െ 5 ݕଶ ඥ ݔଶ + ݕଶ
14
15
ln = ݕെ݁ ି௩ + ܿ
ି௩
݁ + ln ܿ = ݕ
௫
Then, substitute = ݒ, thus, the general solution is,
௬
ೣ
ି
݁ + ln ܿ = ݕ
Example 3.
Obtain the particular solution of ݔଶ ݀ ݔ( = ݕଶ + ݕݔ+ ݕଶ)݀ ݔthat satisfies the
condition, (ݕ1) = 0.
Solution:
The differential equation is homogeneous of degree 2.
Use ݔݒ = ݕand ݀ ݔ݀ݒ = ݕ+ ݒ݀ݔ, then,
ݔଶ ݀ ݔ( = ݕଶ + ݕݔ+ ݕଶ )݀ݔ
ଶ (ݔ݀ݒ
ݔ + ݔ[ = )ݒ݀ݔଶ + )ݔݒ(ݔ+ ( )ݔݒଶ]݀ݔ
ݔ݀ ݔݒ+ ݔଷ ݀ ݔ = ݒଶ݀ ݔ+ ݔݒଶ ݀ ݔ+ ݒଶ ݔଶ݀ݔ
ଶ
16
Exercises
I. Obtain the general solutions of the given differential equation.
1. ( ݔଶ + ݕଶ)݀ ݔ+ = ݕ݀ݕݔ0 Ans: ݔଶ ( ݔଶ + 2 ݕଶ) = ܿ
ೣ
௫
2. ݕƍ + ௬
= െ2 Ans: ( ݔ+ ݁)ݕೣశ = ܿ
ೣ
3. ( ݔଶ + ݕଶ െ ݕ݀)ݕݔെ = ݔ݀ݕݔ0 Ans: ( ݔെ ݁)ݕ = ܿ
4. (2 ݕݔ+ ݔଶ )݀ ݕ+ ݕଶ ݀ = ݔ0 Ans: ݕݔଷ = ܿ( ݔ+ 3)ݕ
௬
5. ( ݔെ ݔ݀)ݕ+ ( ݔ+ = ݕ݀)ݕ0 Ans: ln( ݔଶ + ݕଶ) + 2 Arctan ቀ ቁ = ܿ
௫
17
EXACT
DIFFERENTIAL EQUATIONS
Outline:
4.1 Exact Differential Equations
4.2 Solutions to Exact Differential Equations
Overview:
This chapter deals with another type of differential equation. This differential
equation is called exact differential equation. In solving this kind of equation, it is
important to know the method of partial differentiation because it will be useful in the
determination of the exactness of an equation. Also, partial integration is also
applicable as part of the solution in solving this kind of differential equation.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define exact differential equations.
2. Test whether a differential equation is exact or not.
3. Solve exact differential equations.
19
Example 1.
Test the differential equation (3 ݔଶ + ݔ݀)ݕ+ ( ݔെ 3 = ݕ݀)ݕ0, if it is exact or
not.
Solution:
To test for the exactness of a given differential equation, it should
డெ డே
satisfy the condition డ௬ = డ௫ .
From the given differential equation, set ( = ܯ3 ݔଶ + )ݕand
ܰ = ( ݔെ 3)ݕ.
డெ డே
Using the condition = ,
డ௬ డ௫
డெ డ డே డ
= (3 ݔଶ + )ݕ = ( ݔെ 3)ݕ
డ௬ డ௬ డ௫ డ௫
డெ డே
= 1 = 1
డ௬ డ௫
20
First Method:
If the equation is exact, its solution is ݂(ݔ, ܿ = )ݕwhere,
డ డ
డ௫
= ݔ(ܯ, )ݕand డ௬
= ܰ(ݔ, )ݕ
4. For the equation obtained (equation(4)), determine ݃( )ݕby setting the
equation equal to ܰ (ݔ, )ݕ. To determine ݃()ݕ, integrate the equation.
5. Then, substitute ݃( )ݕto equation(3), therefore ݂(ݔ, ܿ = )ݕis the general
solution.
Second Method:
To solve exact differential equation using the second method, follow the steps
below.
1. Take all the direct integrable terms in ܯand ܰ, e.g., ݂(ݔ݀)ݔ,݃(ݕ݀)ݕ, etc.
and choose only one non-direct integrable term (if there are two terms) either in ܯ
or ܰ, e.g., ݂(ݔ,ݕ݀)ݕ,݃(ݔ,ݔ݀)ݕ, etc.
2. Integrate the direct integrable and non-integrable terms. By partial
integration, we can integrate the non-integrable terms with respect to any variable
taking the other variable as constant.
)݈ܾ݁ܽݎ݃݁ݐ݊ܫݐܿ݁ݎ݅ܦ(+ ݊ܰ(െ = )݈ܾ݁ܽݎ݃݁ݐ݊ܫݐܿ݁ݎ݅ܦ0 or
ܦ . ܫ+ ܰ . ܦ.ܫ. = ܿ
Example 1.
Obtain the general solution of (3 ݔଶ + ݔ݀ ) ݕ+ ( ݔെ 3 = ݕ݀ )ݕ0.
Solution:
The differential equation is exact.
21
Using equation(1):
Integrate both sides of the equation.
( = ݂߲ 3 ݔଶ + ݔ߲ )ݕ
݂ = ݔଷ + ݕݔ+ ݃()ݕ - equation(3)
Differentiate equation(3) with respect to ݕ,
డ డ
(݂) = [ ݔଷ + ݕݔ+ ݃(])ݕ
డ௬ డ௬
డ
డ௬
= ݔ+ ݃ƍ ()ݕ - equation(4)
It should follow that ݂(ݔ,ܿ = )ݕ, so that the general solution is,
ଷ
ݔଷ + ݕݔെ ݕଶ = ܿ
ଶ
Using equation(2):
Integrate both sides of the equation,
ݔ( = ݂߲ െ 3ݕ߲ )ݕ
ଷ
݂ = ݕݔെ ݕଶ + ݃()ݔ - equation(3)
ଶ
22
It should follow that ݂(ݔ,ܿ = )ݕ, so that the general solution is,
ଷ
ݔଷ + ݕݔെ ݕଶ = ܿ
ଶ
Example 2.
Obtain the general solution of (cos ݔ+ sin ݔ݀)ݕ+ ( ݔcos ݕ+ = ݕ݀)ݕ0.
Solution:
The differential equation is exact.
Using the First Method:
Take,
డ
=ܯ = cos ݔ+ sin ݕ - equation(1)
డ௫
డ
ܰ= = ݔcos ݕ+ ݕ - equation(2)
డ௬
23
Example 3.
Obtain the particular solution of (3 ݔଶ ݕ+ 2 ݔ݀)ݔ+ ( ݔଷ െ 2 = ݕ݀)ݕ0, that
satisfies the condition (ݕ1) = െ2.
Solution:
The differential equation is exact.
Using the First Method:
Take,
డ
= ܯడ௫ = 3 ݔଶ ݕ+ 2ݔ - equation(1)
డ
ܰ= డ௬
= ݔଷ െ 2ݕ - equation(2)
24
Exercises
I. Obtain the general solutions of the following differential equations.
1. (6 ݔ+ ݕଶ) ݀ ݔ+ (ݕ2 ݔെ 3 = ݕ݀ ) ݕ0 Ans: 3 ݔଶ െ ݕଷ + ݕݔଶ = ܿ
2. (2 ݁ݔ௬ + ݁ ௫ )݀ ݔ+ ( ݔଶ + 1)݁ ௬ ݀ = ݕ0 Ans: ݁ ௫ + ݁ ௬ (1 + ݔଶ ) = ܿ
3. ( ݕ+ sin ݔെ cos ݕ݀ )ݔ+ (ݕsin ݔ+ cos = ݔ݀)ݔ0 Ans: ݕଶ + 2(ݕsin ݔെ cosܿ = )ݔ
4. (6 ݕݔଶ + 4 ݔଷ ݔ݀)ݕ+ (6 ݔଶ ݕ+ ݔସ + ݕଶ)݀ = ݕ0 Ans: ݕ(ݕଶ + 9 ݔଶ ݕ+ 3 ݔସ ) = ܿ
5. 2 ݕ݀ݕݔ+ ( ݔଶ +ݕ ଶ )݀ݔ
= 0 Ans: ݔ(ݔଶ + 3 ݕଶ ) = ܿ
6. ( ݔ+ ݕଶ )݀ ݔ+ (2 ݕݔെ 3 ݕଶ )݀ = ݕ0 Ans: ݔଶ + 2 ݕݔଶ െ 2 ݕଷ = ܿ
7. (cos ݕ+ 2݁ cos2 ݔ݀)ݔെ ( ݔsin ݕെ ݁ sin 2 = ݕ݀)ݔ0 Ans: ݔcos ݕ+ ݁ ௬ sin 2ܿ = ݔ
௬ ௬
8. (cos ݔcos ݕെ cot ݕ݀)ݕെ sin ݔsin = ݔ݀ ݕ0 Ans: sin ݕcos = ݔln(ܿ sin )ݕ
9. ( ݔଶ + 2 ݕݔെ 7 ݔ݀)ݔ+ ( ݔଶ ଶ
+ 2 ݕെ 3 = ݕ݀)ݕ0 Ans: 2 ݔଷ െ 21 ݔଶ + 4 ݕଷ െ
9 ݕଶ + 6 ݔଶ ܿ = ݕ
10. (݁ ௫ + 2ݕݔ ଶ )݀ݔ ଶ
+ 2 = ݕ݀ݕ ݔ0 Ans: ݁ ௫ + ݔଶ ݕଶ = ܿ
25
NON-EXACT
DIFFERENTIAL EQUATIONS
Outline:
5.1 Non-Exact Differential Equations
5.2 Solutions to Non-Exact Differential Equations
Overview:
This chapter extends the solution of the exact differential equations. Another
type of differential equations is the non-exact differential equations. If a differential
equation tends to be not exact, this equation may be considered as non-exact
differential equation. The concept of integrating factors will be introduced as a useful
way in the reduction of these equations into exact differential equations. Therefore,
these equations can be solved using the solution of exact differential equations.
Special cases of non-exact differential equations will be discussed as well as
methods of inspection.
Objectives:
27
Example:
Obtain the general solution of (2 ݕଶ + ݔ݀)ݔ+ ( = ݕ݀)ݕݔ0.
Solution:
Set,
డெ
( = ܯ2 ݕଶ + )ݔ ; = 4ݕ
డ௬
డே
ܰ = ݕݔ ; డ௫
= ݕ
28
Example:
Obtain the general solution of ݔ݀ݕ+ ( ݕଷ െ = ݕ݀)ݔ0.
Solution:
Set,
డெ
ݕ =ܯ ; డ௬
= 1
డே
ܰ = ݕଷ െ ݔ ; = െ1
డ௫
29
݃ƍ(ݕ = )ݕ
݃ ƍ(ݕ = )ݕ
ଵ
݃(= )ݕ ݕଶ
ଶ
࢞ࢊ࢟ି࢟ࢊ࢞ ࢟
ቂ = ࢊ ቀ ࢞ቁ . ቃ
࢞
Example:
Obtain the general solution of (ݔ1 + ݕ݀)ݕݔെ = ݔ݀ݕ0.
Solution:
Arrange and get the combination ( ݕ݀ݔെ )ݔ݀ݕ.
ݕ݀ݔ+ ݔଶ ݕ݀ݕെ = ݔ݀ݕ0
( ݕ݀ݔെ )ݔ݀ݕ+ ݔଶ = ݕ݀ݕ0
30
b. If the combination is (࢟ࢊ࢞ െ ࢞ࢊ࢟), use ࢟
as the integrating factor with
an equivalent exact differential of
࢟ࢊ࢞ି࢞ࢊ࢟ ࢞
ቂ = ࢊ ቀ ቁቃ.
࢟ ࢟
Example:
Obtain the general solution of ( ݕ+ ݕݔଶ )݀ ݔെ = ݕ݀ݔ0.
Solution:
Arrange and get the combination ( ݔ݀ݕെ )ݕ݀ݔ.
ݔ݀ݕ+ ݕݔଶ ݀ ݔെ = ݕ݀ݔ0
( ݔ݀ݕെ )ݕ݀ݔ+ ݕݔଶ ݀ = ݔ0
ଵ
Multiply both sides of the equation by its integrating factor ௬మ
,
thus, we have,
ଵ
[( ݔ݀ݕെ )ݕ݀ݔ+ ݕݔଶ݀ = ݔ0] ቀ మ ቁ
௬
(௬ௗ௫ି௫ௗ௬)
+ = ݔ݀ݔ0
௬మ
31
࢞ࢊ࢟ି࢟ࢊ࢞ ࢟
ቈ = ࢊ ቂ ܖܔቀ ቁቃ .
࢞࢟ ࢞
Example:
Obtain the general solution of ( ݔ+ ݕݔଶ)݀ ݕെ ( ݕ+ = ݔ݀)ݕݔ0.
Solution:
Arrange and get the combination ( ݕ݀ݔെ )ݔ݀ݕ.
ݕ݀ݔ+ ݕݔଶ ݀ ݕെ ݔ݀ݕെ = ݔ݀ݕݔ0
( ݕ݀ݔെ )ݔ݀ݕ+ ݕݔଶ ݀ ݕെ = ݔ݀ݕݔ0
ଵ
Multiply both sides of the equation by its integrating factor ௫௬
,
thus, we have,
ଵ
[( ݕ݀ݔെ )ݔ݀ݕ+ ݕݔଶ ݀ ݕെ = ݔ݀ݕݔ0] ቀ ቁ
௫௬
(௫ௗ௬ି௬ௗ௫)
௫௬
+ ݕ݀ݕെ ݀ = ݔ0
௬ ଶ
ln ቀ ቁ + ݕଶ െ 2ܿ = ݔ
௫
d. For the combination (࢞ࢊ࢟ െ ࢟ࢊ࢞) an integrating factor ࢞ା࢟
can be use.
It has an equivalent exact differential of
࢞ࢊ࢟ି࢟ࢊ࢞ ࢟
ቈ ࢞ ା࢟
= ࢊ ቂ ܖ܉ܜ܋ܚۯቀ࢞ቁቃ.
Example:
Obtain the general solution of ( ݔଶ ݕ+ ݕଷ + ݕ݀)ݔെ = ݔ݀ݕ0.
Solution:
Arrange and get the combination ( ݕ݀ݔെ )ݔ݀ݕ.
ݔଶ ݕ݀ݕ+ ݕଷ ݀ ݕ+ ݕ݀ݔെ = ݔ݀ݕ0
( ݕ݀ݔെ )ݔ݀ݕ+ ݔଶ ݕ݀ݕ+ ݕଷ ݀ = ݕ0
( ݕ݀ݔെ )ݔ݀ݕ+ ݔ(ݕଶ + ݕଶ )݀ = ݕ0
32
e. If the combination is (࢞ࢊ࢟ + ࢟ࢊ࢞) an integrating factor can be use. It
࢞࢟
has an equivalent exact differential of
࢞ࢊ࢟ା࢟ࢊ࢞
ቈ = ࢊ[])࢟࢞(ܖܔ.
࢞࢟
Example:
Obtain the general solution of ( ݔଶ ݕ+ ݔ݀)ݕ+ ( ݕݔଶ + = ݕ݀)ݔ0.
Solution:
Arrange and get the combination ( ݕ݀ݔ+ )ݔ݀ݕ.
ݔଶ ݔ݀ݕ+ ݔ݀ݕ+ ݕݔଶ݀ ݕ+ = ݕ݀ݔ0
( ݕ݀ݔ+ )ݔ݀ݕ+ ݔଶ ݔ݀ݕ+ ݕݔଶ ݀ = ݕ0
ଵ
Multiply both sides of the equation by its integrating factor ,
௫௬
thus, we have,
ଵ
[( ݕ݀ݔ+ )ݔ݀ݕ+ ݔଶ ݔ݀ݕ+ ݕݔଶ݀ = ݕ0] ቀ ቁ
௫௬
௫ௗ௬ା௬ௗ௫
௫௬
+ ݔ݀ݔ+ = ݕ݀ݕ0
33
࢞ࢊ࢞ା࢟ࢊ࢟
ቈ = ࢊ ቂ ࢞(ܖܔ + ࢟)ቃ.
࢞ ା࢟
Example:
Obtain the general solution of ( ݔ+ ݔଶ cos ݔ+ ݕଶ cos ݔ݀)ݔ+ = ݕ݀ݕ0.
Solution:
Arrange and get the combination, ( ݔ݀ݔ+ )ݕ݀ݕ.
[ ݔ+ ( ݔଶ + ݕଶ) cos ݔ݀]ݔ+ = ݕ݀ݕ0
( ݔ݀ݔ+ )ݕ݀ݕ+ ( ݔଶ + ݕଶ ) cos = ݔ݀ ݔ0
ଵ
Multiply both sides of the equation by its integrating factor ௫ మା௬ మ
,
thus, we have,
ଵ
[( ݔ݀ݔ+ )ݕ݀ݕ+ ( ݔଶ + ݕଶ ) cos = ݔ݀ ݔ0] ቀ మ మቁ
௫ ା௬
௫ௗ௫ା௬ௗ௬
௫ మା௬ మ
+ cos = ݔ݀ ݔ0
Exercises
I. Obtain the general solution of the following differential equations.
3. (2 ݕݔଶ െ ݔ݀)ݕ+ ( ݔ+ 3 ݕସ )݀ = ݕ0 Ans: ݕ(ݕଷ + ݔଶ + ܿ) = ݔ
4. (2 ݔଶ + ݔ݀)ݕ+ ( ݔଶ ݕെ = ݕ݀)ݔ0 Ans: 4 ݔଶ െ 2 ݕ+ ݕݔଶ = ܿݔ
5. ݕ( = ݕ݀ݔ+ 2 ݔଷ )݀ݔ Ans: ܿ(ݔ = ݕ+ ݔଶ)
6. ݀ ݔ+ (3 ݕ+ = ݕ݀ ) ݔ0 Ans: ݔ+ 3 ݕെ 3 = ܿ݁ ି௬
7. ( ݔ+ 2 ݔ݀ )ݕെ = ݕ݀ݔ0 Ans: ݔܿ ( ݔ = ݕെ 1)
8. (2 + ݕcos ݔ݀)ݔ+ ݔcos = ݕ݀ ݔ0 Ans: ln(sec ݔ+ tan )ݔଶ + ܿ = ݕݔ
34
35
FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
Outline:
6.1 First-Order Linear Differential Equations
6.2 Solutions to First-Order Linear Differential Equations
Overview:
Another type of differential equation is the first-order linear differential
equation. With the aid of integrating factor, the solution of this differential equation is
obtained.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define first-order linear differential equation.
2. Determine first-order linear differential equations.
3. Solve first-order linear differential equations.
37
Then,
ௗ
൫ ݁ݕ(௫) ௗ௫ ൯ െ ܳ( ݁)ݔ(௫)ௗ௫ ݀ = ݔ0
ௗ௫
38
Example 1.
Obtain the general solution of ( ݔଷ + ݔ݀)ݕെ = ݕ݀ݔ0.
Solution:
ௗ௬
Write the equation in the form + )ݔ(ܳ = )ݔ(ܲݕ, therefore,
ௗ௫
ௗ௬ ௬
െ = ݔଶ
ௗ௫ ௫
Example 2.
௬
Obtain the general solution of ቀ௫ାଵ െ ݁ ௫ ቁ ݀ ݔ+ ݀ = ݕ0.
Solution:
ௗ௬
Write the equation in the form + )ݔ(ܳ = )ݔ(ܲݕ, therefore,
ௗ௫
ௗ௬ ௬
+ = ݁௫
ௗ௫ ௫ାଵ
39
Example 3.
Obtain the particular solution of ݕ( = ݕ݀ݔ+ ݔଶ sin ݔ݀)ݔ, that satisfies the
గ
condition, ݕቀ ቁ = 0.
ଶ
Solution:
ௗ௬
Write the equation in the form ௗ௫
+ )ݔ(ܳ = )ݔ(ܲݕ, therefore,
ௗ௬ ௬
ௗ௫
െ ௫ = ݔsin ݔ
Exercises
I. Obtain the general solution of the following differential equations.
ௗ௬ ௬ ଵ
1. ௗ௫
+ ௫
= ݔ Ans: = ݕ ଼
ݔ+ ௫
ଵ మ
2. ݕƍ + 2ݔ = ݕݔ Ans: = ݕ + ܿ݁ ି௫
ଶ
ଵ
3. ݕƍ + ݁ = ݕଶ௫ Ans: = ݕ ݁ ଶ௫ + ܿ݁ ି௫
ଷ
ௗ௬
4. sin ݔ + ݕcos = ݔ1 Ans: ݕsin ݔ = ݔ+ ܿ
ௗ௫
40
5. ( ݕtan ݔെ sin 2 ݔ݀)ݔ+ ݀ = ݕ0, (ݕ0) = െ1 Ans: = ݕcos( ݔ1 െ 2 cos)ݔ
41
BERNOULLI’S
DIFFERENTIAL EQUATIONS
Outline:
7.1 Bernoulli’s Differential Equations
7.2 Solutions to Bernoulli’s Differential Equations
Overview:
This chapter deals with the solution to first order non-linear differential
equations. These equations are called as the Bernoulli’s differential equations. This
equation is non-linear and is reducible to a linear form by a method of substitution
and thus, solution to a first-order linear differential equation is applicable.
Objectives:
43
Therefore, the new equation formed was now a linear differential equation.
By the solution of linear differential equation, set ܲ(( = )ݔെ݊ + 1)ܲ( )ݔand
ܳ(()ݔ(ܳ = )ݔെ݊ + 1), thus, the integrating factor is,
݁ (௫)ௗ௫ = ݁ ି(ାଵ)(௫)ௗ௫
= ݁ ( ିାଵ) (௫)ௗ௫
Then, the general solution is,
ି( ݁ݒାଵ) ( ௫)ௗ௫ = (െ݊ + 1) ି( ݁ )ݔ(ܳ ାଵ) (௫)ௗ௫ ݀ ݔ+ ܿ
ିାଵ
where, ݕ = ݒ .
Example 1.
ௗ௬
Obtain the general solution of ௗ௫ + ݕݔ = ݕସ .
Solution:
Divide both sides of the equation by ݕସ, therefore,
ௗ௬
ି ݕସ ௗ௫ + ି ݕଷ = ݔ
ௗ௩ ௗ௬
Then, set ି ݕ = ݒଷ and ௗ௫
= െ3ି ݕସ ௗ௫ , and substitute to the above
equation, thus,
ଵ ௗ௩
െ +ݔ =ݒ
ଷ ௗ௫
ௗ௩
െ 3 = ݒെ3ݔ
ௗ௫
44
45
Example 3.
ௗ௬
Obtain the particular solution of ௗ௫ െ ݕcos ݕ = ݔଶ cosݔ, that satisfies the
condition = )ߨ(ݕ2.
Solution:
Divide both sides of the equation by ݕଶ, therefore,
ௗ௬ ୡ୭ୱ ௫
ି ݕଶ െ = cosݔ
ௗ௫ ௬
ଵ ௗ௩ ௗ௬
Then, set = ݒെ௬ and ௗ௫
= ି ݕଶ ௗ௫ , and substitute to the above
equation, thus,
ௗ௩
ௗ௫
+ ݒcos = ݔcosݔ
ݕ൫2 െ 3݁ ି ୱ୧୬ ௫ ൯ = െ2
46
10. ݀ ݕ+ ( ݕtan ݔെ ݕଷ)݀ = ݔ0 Ans: ݕଶ (ܿ െ 2 ݔെ sin 2 = )ݔ2cosଶ ݔ
47
APPLICATIONS:
EXPONENTIAL GROWTH AND
DECAY PROBLEMS
Outline:
8.1 Population Growth
8.2 Radioactive Decay
8.3 Continuous Compound Interest Problems
8.4 Cooling and Heating Problems
Overview:
Problems on applications of the first-order differential equation is an important
thing to be consider after all the theoretical works taken up in the previous chapters.
The previous topics on the solutions to a differential equation are now ready to use in
some practical applications.
This chapter deals with the applications on the law of exponential change.
This can be an exponential growth or its opposite process known as exponential
decay. Problems on these natures will be taken up in this chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine some applications on exponential growth and decay
problems.
2. Solve problems on exponential growth and decay using first order
differential equations.
3. Solve cooling and heating problems by applying the Newton’s Law
of Cooling.
49
Example 1.
The present population of a certain country is 10,000,000. Five years ago, the
population is 9,560,000. What will be the population of the country in the next 20
years?
Solution:
We can initially assign ܲ = 9,560,000, ܲ = 10,000,000 and = ݐ5
years to find ݇.
From the formula ܲ = ܲ݁ ௧ , assign the values and find ݇, thus,
10,000,000 = 9,560,000݁ (ହ)
ଶହ
= ݁ ହ
ଶଷଽ
ଵ ଶହ
݇= ln ቀ ቁ
ହ ଶଷଽ
50
51
Example 1.
A certain radioactive material decays at a rate proportional to the amount
present. If initially, there are 500 mg of the material present and after 3 years, it is
observed that 10 percent of the original amount has decayed. How many years it
would take to decay 50 percent of the original amount of the material?
Solution:
Initially = ݐ3 years, ܴ = 500 mg and ܴ = 450 mg, since 10% of
the material decayed, then find ݇.
ܴ = ܴ ݁ ௧
450 = 500݁ (ଷ)
ଵ ଽ
݇= ଷ
ln ቀଵቁ
When ܴ = 250 mg since 50% is totally decayed, then find for ݐ.
భ వ
ቂ ୪୬ቀ ቁቃ௧
ܴ = 500݁ య భబ
52
Example 2.
Cobalt 60 has a half-life of 5.7 years. Initially, there are 100 grams of Cobalt
60, how much will be left after 5 years?
Solution:
Initially, = ݐ5.7 years, ܴ = 100 grams and ܴ = 50 grams, since
after 5.7 years, the substance remains only half of its total amount, then find
݇.
ܴ = ܴ ݁ ௧
50 = 100݁ (ହ.)
ଵ ଵ
݇= ln ቀ ቁ
ହ. ଶ
భ భ
ቂ ୪୬ቀ ቁቃ(ହ)
ܴ = 100݁ ఱ.ళ మ
ܴ = 54.44 grams
After 5 years, only 54.44 grams of Cobalt 60 remain.
Example 3.
The amount of a certain radioactive substance is reduced from 30 grams to
23 grams in 30 days. What is its half-life?
Solution:
Initially, ܴ = 30 grams, ܴ = 23 grams and ݐ = 30 days, then,
find, ݇.
ܴ = ܴ ݁ ௧
23 = 30݁ (ଷ)
ଵ ଶଷ
݇= ln ቀ ቁ
ଷ ଷ
53
= ݐ78.26 days
Thus, the half-life of the substance is 78.26 days.
Example 1.
A man places ݄ܲ10,000.00 in an account. Assuming no additional deposits
or withdrawals, how much will the man have after 10 years if the bank pays 4.5%
interest per annum compounded continuously for the entire period?
Solution:
Initially ܣ = ݄ܲ10,000.00, ݇ = 4.5% = 0.045 and = ݐ10 years.
From the formula,
ܣ = ܣ ݁ ௧
= ܣ10,000݁ .ସହ(ଵ)
݄ܲ = ܣ15,683.12
After 10 years, the amount will be ݄ܲ15,683.12.
54
Solution:
From the formula,
ܣ = ܣ ݁ ௧
When ܣ = ݄ܲ20,000.00, ݄ܲ = ܣ50,000.00 and = ݐ20 years,
then,
50,000 = 20,000݁ (ଶ)
ଵ ହ
݇= ln ቀ ቁ = 0.0458 = 4.58%
ଶ ଶ
= ݐ35 years
The amount will be ݄ܲ100,000.00 after 35 years.
Example 3.
A woman places ݄ܲ50,000.00 in an account. During the first five years, the
bank pays, 5% interest per annum compounded continuously. Another five years,
the bank pays 5.5% interest per annum compounded continuously. In that period of
time, how much will the woman have?
Solution:
For the first five years, the amount is,
= ܣ50,000݁ .ହ(ହ)
݄ܲ = ܣ64,201.27
For the next five years, use ܣ = ݄ܲ64,201.27 and ݇ = 0.055, then
the amount will be,
= ܣ64,201.27݁ .ହହ(ହ)
݄ܲ = ܣ84,522.94
55
56
57
5. A thermometer reading of 500C was plunged into a tub of frozen water. If the
thermometer reads 300 after 5 seconds, what will be the reading after 10 seconds?
How long will it take for the thermometer reading to drop to 200C?
Ans: 180C; 8.97 seconds
6. The Bureau of Census record in 1975 shows that the population in the country
doubles compared to that of 1955. In what year will the population quadruple?
Ans: 1995
8. The man puts a total amount of ݄ܲ30,000.00 to an account. For the first three
years, the bank pays 4% compounded continuously and for the succeeding 7
years, the bank pays 5.5%, compounded continuously. How much will he have for
the first 10 years?
Ans: Php 49,709.57
58
11. Many scientists believe that large asteroid struck the earth that kill off dinosaurs.
Fragment of asteroid had found out and contain 97.7% of its original uranium-238.
How old is the fragment of the asteroid? The half-life of uranium-238 is 4.5 billion
years.
Ans: 151.06 million years
12. A thermometer reading of 350C is plunged into a tub of boiling water. If the
thermometer reads 450C after 6 seconds, what will it read after 10 seconds?
Ans: 50.80C
13. Consider a woman puts ݄ܲ20,000.00 in an account. After 3 years, she has a
total amount of ݄ܲ36,000.00. How long will it take to have ݄ܲ50,000?
Ans: 4.68 years
14. A certain artifact was found in 2010 to contain presently 90% of its original
carbon-14? In what year do the artifact existed? The half-life of carbon-14 is
approximate 5,740 years.
Ans: 1137
15. A steel bar initially 1200C is immersed into a body of water where the
temperature is 50C. After 10 seconds, the temperature of the bar drops to 700C. How
long will it take for the bar to reach the temperature of 250C? What will be the
temperature of the bar after 1 minute?
Ans: 30.66min.; 8.750C
59
APPLICATIONS:
PHYSICAL AND
GEOMETRICAL PROBLEMS
Outline:
9.1 Mechanics Problems
9.2 Flow Problems
9.3 Electrical Circuits
9.4 Velocity of Escape
9.5 Equation of Rectangular Curves
9.6 Isogonal Trajectories
9.7 Orthogonal Trajectories
Overview:
This chapter deals with the second part of the applications of the first-order
differential equations which include problems on physical and geometrical
applications.
Problems on physics, mechanics, electricity and geometry will be covered in
this chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine some physical and geometrical applications
2. Solve problems on mechanics and fluids applications.
3. Solve problems on electrical networks and velocity of escape.
4. Solve problems on geometrical applications.
61
ࢍ
Then,
ௗ௩
ௗ௧
+
݃ =ݒ
For a free-falling body, the initial velocity is zero, thus, at = ݐ0, = ݒ0,
0=
െ ܿ݁
ܿ=
62
Therefore, the velocity of the body at any time ݐgiven an initial velocity ݒ
is,
ೖ
=ݒ െቀ െ ݒ ቁ ݁ ି௧
ࢍ ࢍି࢜
࢜= െቀ ቁ ࢋି࢚
Example 1.
A certain object with a mass ݉ is dropped with zero initial velocity. Assuming
no air resistance, what is the expression of the velocity of the body at any time ݐ.
Find the expression of the vertical distance traveled ݏat any time ?ݐ
Solution:
ௗ௩
Since ௗ௧ = ݃ െ ݒand ݇ = 0, thus,
ௗ௩
= ݃
ௗ௧
63
Example 2.
An object has a mass of 4 kg is dropped from a building 20 meters with no
ଵ
velocity. As it falls, the object encounters air resistance that is equal to ݒ. What is
ଶ
the velocity at any time ? ݐWhat is the velocity after 2 seconds?
Solution:
ଵ ଵ
The given are ݉ = 4 kg, ݄ = 20 meters and ݇ݒ = ݒ, thus, ݇ = ,
ଶ ଶ
therefore, the velocity at any time ݐis,
ೖ
=ݒ
൬1 െ ݁ ି௧ ൰
భ
(ସ)(ଽ.଼ଵ) మ
=ݒ భ ቆ1 െ ݁ ି ర ௧ ቇ
మ
భ
= ݒ78.48 ቀ1 െ ݁ ିఴ௧ ቁ
= ݒ17.36 m/s
Example 3.
A metal ball weighing 8 pounds is dropped from the top of a 1,000 ft building
ଵ
with no velocity. As it falls, the object encounters air resistance that is equal to ݒ.
ସ
What is the velocity at any time ? ݐWhat is the limiting velocity? What is the time
required for the ball to reach the ground?
Solution:
ଵ ଵ
The given are = ݓ8 lb, ݄ = 1,000 ft and ݇ = ݒସ ݒ, thus, ݇ = ସ and
ଵ
the mass is ݃݉ = ݓ൫8 = ݉(32)൯,݉ = ସ
slugs, therefore, the velocity at any
time ݐis,
ೖ
=ݒ ൬1 െ ݁ ି௧ ൰
భ
భ
(ଷଶ) ି రభ ௧
=ݒ ర
భ ቌ1 െ ݁ ర ቍ
ర
= ݒ32(1 െ ݁ ି௧ )
For the limiting velocity,
ݒ = lim௧՜ = ݒ
భ
( ଷଶ)
ݒ = ర
భ = 32 m/s
ర
For the time required to reach the ground, find for an expression that
ௗ௦
represents the distance as a function of time, since = ݒௗ௧ , thus,
ି௧ )
= ݒ32(1 െ ݁
64
ࢊࡽ ࢂ (gal or liters)
൬ ൰
ࢊ࢚ ࢛࢚
ࢇ (lb or kg)
ࢌ (gal/ min
or liters/ min)
65
Therefore,
ௗொ ொ
= ܾ݁ െ ݂ ቀ ቁ
ௗ௧ బ ା௧ି௧
ௗொ
ௗ௧
+ బ ା௧ି௧
ܳ = ܾ݁
ௗொ
ௗ௧
+ బ ା( ି) ௧
ܳ = ܾ݁
Example 1.
A tank initially contains 50 gal of brine solution with 10 lb of salt. At = ݐ0,
another brine solution containing 2 lb of salt per gallon is poured into the tank at the
rate of 5 gal/min, while the well-stirred mixture leaves the tank at the same rate. What
is the amount of salt in the tank at any time ݐ. What is the amount of salt at the end
of 5 minutes?
Solution:
From the problem, ܸ = 50 gal, ܽ = 10 lb, ܾ = 2 lb/gal and
݁ = ݂ = 5 gal/min, thus,
ௗொ
+ ܳ = ܾ݁
ௗ௧ బ ା(ି)௧
ௗொ ହ
ௗ௧
+ ହା(ହିହ) ௧
ܳ = 2(5)
ௗொ ଵ
ௗ௧
+ ଵ
ܳ = 10
66
ܿ = െ90
Thus, the amount of salt at any time ݐis,
భ
ܳ = 100 െ 90݁ ିభబ௧
At the end of 5 minutes, the amount of salt is,
భ
ܳ = 100 െ 90݁ ିభబ
(ହ)
ܳ = 45.41 lb
Example 2.
A tank initially contains 50 liters of fresh water. Brine solution containing 3 kg
of salt per liter is being poured into the tank at a rate of 5 liters/minute and the well-
stirred solution leaves the tank at the rate of 2 liters/minute. What is the amount of
salt in the tank at any time ?ݐWhat is the amount of salt at the end of 20 minutes?
Solution:
From the problem, ܸ = 50 liters, ܽ = 0 kg, ܾ = 3 kg/liter, ݁ = 5
liters/min and ݂ = 2 gal/min, thus,
ௗொ
+ ܳ = ܾ݁
ௗ௧ బ ା(ି)௧
ௗொ ଶ
ௗ௧
+ ହା(ହିଶ) ௧
ܳ = 3(5)
ௗொ ଶ
ௗ௧
+ ହାଷ௧
ܳ = 15
67
68
E L
For the circuit above, the equation governing the ܴ ܮcircuit is given by,
ࢊࡵ ࡾ ࡱ
ࢊ࢚
+ ࡸࡵ= ࡸ
where ܫis the amount of current (in A, amperes), ܴ LVWKHUHVLVWDQFHLQȍRKPV
ܮis the inductance (in H, henries) and ܧis the electromotive force (in V, volts).
A resistor-capacitor circuit (RC circuit) is an electric circuit composed of
resistor and capacitors driven by a voltage source. A first order RC circuit is
composed of one resistor and one capacitor and is the simplest type of RC circuit.
E C
where ܥis the capacitance (in F, farads) and ݍis the charge (in C, Coulombs).
The relation between ݍand ܫis given by,
ௗ
= ܫௗ௧
Example 1.
An RL circuit has an emf of 10 volts, a resistance of 20 ohms, an inductance
of 4 henries and zero initial current. Find the current in the circuit at any time ݐ. What
is the current after 0.05 seconds?
Solution:
From the problem, = ܧ10 volts, ܴ = 20 ohms and = ܮ4 henries,
thus,
ௗூ ோ ா
+ =ܫ
ௗ௧
ௗூ ଶ ଵ
+ =ܫ
ௗ௧ ସ ସ
ௗூ ହ
ௗ௧
+ 5= ܫ ଶ
The equation is linear, therefore,
ହ
ܲ( = )ݐ5 and ܳ( = )ݐଶ
ܫ.ܨ.= ݁ ହ ௗ௧ = ݁ ହ௧
The solution is,
ହ
݁ܫହ௧ = ଶ
݁ ହ௧ ݀ ݐ+ ܿ
ଵ
݁ܫହ௧ = ଶ
݁ ହ௧ + ܿ
ଵ
= ܫ+ ܿ݁ ିହ௧
ଶ
At = ݐ0, = ܫ0,
ଵ
0= ଶ
+ ܿ݁
ଵ
ܿ = െଶ
= ܫ0.11 amperes
Example 2.
An RL circuit has an emf given by 4 sin ݐvolts, a resistance of 15 ohms, an
inductance of 1 henry and an initial current of 3 amperes. Find the current in the
circuit at any time ݐ. What is the current at the end of 0.03 seconds?
Solution:
From the problem, = ܧ4 sin ݐvolts, ܴ = 15 ohms and = ܮ1
Henry, thus,
ௗூ ோ ா
+ =ܫ
ௗ௧
ௗூ
+ 15 = ܫ4 sin ݐ
ௗ௧
70
= ܫ1.91 amperes
Example 3.
An RC circuit has an emf given by 300 cos2 ݐvolts, a resistance of 150 ohms
and a capacitance of 10 microfarad. Initially, the charge of the capacitor is zero.
Find the current in the circuit at any time ݐ.
Solution:
From the problem, = ܧ300 cos2 ݐvolts, ܴ = 150 ohms and
= ܥ10 × 10ି farad, thus,
ௗ ଵ ா
+ =ݍ
ௗ௧ ோ ோ
ௗ ଵ ଷ ୡ୭ୱ ଶ௧
+ (ଵହ)(ଵ× ଵషల )
=ݍ
ௗ௧ ଵହ
ௗ ଶ
+ = ݍ2 cos 2ݐ
ௗ௧ ଷ
71
ଷ,
ܿ= െ
ଵ,,ଽ
72
మబబబ
ௗ
=ܫ ௗ௧
= 18 × 10ି cos2 ݐെ 6 × 10ିଷ sin 2 ݐ+ 2݁ ି య
௧
݇ = െܴ݃ଶ
Substitute ݇ = ܽ ݎଶ , thus,
ܽ ݎଶ = െܴ݃ଶ
ோ మ
ܽ= െ మ
ௗ ௗ
And ܽ = ௗ௧
and ܸ = ௗ௧
, then,
ௗ ௗ
=
ௗ
ܽ= ܸ
ௗ
ோ మ
Substitute ܽ = െ మ
,
ோమ ௗ
െ మ
= ܸ ௗ
73
ܸ = ඥ2(9.81)(6,400,000)
ܸ = 11,205.71 m/sec or 11.21 km/sec
The velocity of escape in the earth’s surface is 11.21 km/sec.
Example 1.
The radius of the moon is approximately 1,737 km and its surface
gravitational acceleration is about one-sixth than that of the earth’s gravitational
acceleration, what is moon surface velocity of escape?
Solution:
ଵ
The radius is ܴ = 1,737,000 m and ݃ = (9.81) = 1.635 m/s 2, thus,
ܸ = ඥ2(1.635)(1,737,000)
ܸ = 2,383.27 m/sec or 2.38 km/sec.
For normal lines (or perpendicular lines), the slope is equal to the negative
reciprocal of the tangent line, thus,
ଵ ௗ௫
݉ே = െ or ݉ே = െ ௗ௬
Example 1.
Find the equation of the curve passing through the point (0,1) and having a
௫ మ ା௬
slope at any point (ݔ, )ݕequal to .
௬ మ ି௫
Solution:
ௗ௬
Since ݉ ் = , thus,
ௗ௫
ௗ௬ ௫ మା௬
=
ௗ௫ ௬ మି௫
74
75
Example 1.
ଵ
Find the isogonal trajectories of the family of curves ݔଶ െ ݕଶ = ܿ if tan ߠ = ଶ.
Solution:
ݔଶ െ ݕଶ = ܿ
ௗ௬
By implicit differentiation, find ௗ௫ ,
2 ݔെ 2 ݕݕƍ = 0
௫
ݕƍ = ௬
Thus,
ௗ௬ ௫
ቀ ቁ =
ௗ௫ ி ௬
Then, from,
ቀೣቁ ିቀ ೣ ቁ
ߠ = Arctan ಹ
ಷ
ଵାቀ ቁ ቀ ቁ
ೣ ಹ ೣ ಷ
ቀ ቁ ିቀ ቁ
ೣ ಹ ೣ ಷ
tan ߠ =
ଵାቀ ቁ ቀ ቁ
ೣ ಹ ೣ ಷ
ଵ ௗ௬ ௫
Substitute tan ߠ = and ቀ ቁ = , therefore,
ଶ ௗ௫ ி ௬
ೣ
ଵ ି
ೣ
ଶ
= ೣ
ଵା ቀ ቁ
ೣ
ଵ ௫ ௗ௬ ௗ௬ ௫
+ ቀ ቁ= െ௬
ଶ ଶ௬ ௗ௫ ௗ௫
௫ ௗ௬ ௫ ଵ
ቀ െ 1ቁ ቀௗ௫ ቁ = െ ௬ െ ଶ
ଶ௬
௫ିଶ௬ ௗ௬ ିଶ௫ି௬
ቀ ቁቀ ቁ =
ଶ௬ ௗ௫ ଶ௬
ௗ௬ ଶ௫ା௬
ௗ௫
= െ ௫ିଶ௬
76
ௗ௬ ௫
= െ
ௗ௫ ଶ௬
77
ௗ௬ ௬
= െ
ௗ௫ ௫
݇ = ݕݔ
Exercises
Solve the following problems.
1. An object has a mass of 2 kg is dropped from the top of a building 30 meters tall.
The initial velocity is zero. As it falls, the object encounters air resistance that is equal
ଵ
to ݒ. What is the velocity and altitude of the object after 1.5 seconds?
ଷ
Ans: 13.02m/s; 19.83 m
2. A tank initially contains 50 gal of fresh water. At = ݐ0, brine solution containing 2
lb of salt per gallon is poured into the tank at the rate of 12 gal/min, while the well-
stirred mixture leaves the tank at the rate of 8 gal/min. What is the amount of salt at
the end of 5 minutes? How long will it take to obtain an amount of 50 lb?
Ans: 88.98lb; 2.47 min
5. The radius of the planet Mars is approximately 3,396 km and has a gravitational
acceleration equal to three-eighths times than that of the earth. What is the velocity
of escape?
Ans: 5 km/s
78
7. A certain planet has an average surface area that is 2.5% larger than the earth
and a gravitational acceleration that is one-fifth times than that of the earth’s
gravitational acceleration. What is the velocity of escape on that planet?
Ans: 5.04 km/s
8 Find the equation of the curve at every point that passes through the point (0,െ1)
ଵ
and which the normal line at any point (ݔ, )ݕhas a slope of െ .
ଶ(௫ାଵ)
Ans: ݔ = ݕଶ + 2 ݔെ 1
9. Given the family of curves ݔଶ + ݕଶ = ܿݔ, find the family of curves of the orthogonal
trajectories.
Ans: ݔଶ + ݕଶ = ݇ݕ
12. Given an RC series circuit that has an emf source of 100 volts, a resistance of 30
kilo-ohms, a capacitance of 5 microfarad and the initial charge of the capacitor is 1
coulomb. What is the current in the circuit at the end of 0.03 seconds?
Ans: -5.455 A
13. Consider that an object weighing 50 lb is dropped from a height of 1,000 ft with
zero initial velocity. Assume that the air resistance is proportional to the velocity of
the body. If the limiting velocity is known to be 200 ft/sec, find the time it would take
for the object to reach the ground?
Ans: 9.985 sec.
14. A certain planet has an average surface area that is 2.25% larger than the earth
and a gravitational acceleration that is three-fifth times than that of the earth’s
gravitational acceleration. What is the velocity of escape on that planet?
Ans: 8,728.33 m/s
15. Find the isogonal trajectories of the family of curves ݔଶ + ݕଶ = ܿ if ߠ = 45.
௬
Ans: ln( ݔଶ + ݕଶ) + 2Arctan ቀ ቁ = ݇
௫
79
LINEAR DIFFERENTIAL
EQUATIONS OF HIGHER
ORDER
Outline:
10.1 Linear Differential Equations of Higher Order
10.2 Linearly Independent Solutions
10.3 The Wronskian
10.4 The Differential Operator ࡰ
10.5 Linear Differential Equations in Operator Form
Overview:
This chapter is the start of the discussion on higher-ordered differential
equations. The concept of the differential operator will be introduced in this chapter
since it is important in the solution of the linear equations.
Objectives:
81
Example:
The set {ݔ, ݁ ௫ , 2ݔ,cos }ݔis linearly dependent on [െ1,1] since
ܿଵ ݔ+ ܿଶ ݁ ௫ + ܿଷ 2 ݔ+ ܿସ cos = ݔ0
where ܿଵ = െ2,ܿଶ = 0, ܿଷ = 1 and ܿସ = 0
82
Example 1.
Find the Wronskian of the set {sin 2 ݔ, cos2 }ݔand determine whether it is
linearly dependent or linearly independent on (െ,).
Solution:
sin 2ݔ cos 2ݔ
ܹ (sin 2 ݔ, cos2 = )ݔቤௗ(ୱ୧୬ ଶ௫) ௗ(ୡ୭ୱ ଶ௫) ቤ
ௗ௫ ௗ௫
Example 2.
Find the Wronskian of the set {ݔ,2 ݔെ 1,3 ݔ+ 2} and determine whether it is
linearly dependent or linearly independent on (െ,).
Solution:
ݔ2 ݔെ 1 3 ݔ+ 2
ܹ (ݔ, 2 ݔെ 1,3 ݔ+ 2) = อ1 2 3 อ
0 0 0
ݔ2 ݔെ 1 3 ݔ+ 2 ݔ2 ݔെ 1
ܹ (ݔ, 2 ݔെ 1,3 ݔ+ 2) = อ1 2 3 อ1 2 อ
0 0 0 0 0
ܹ(ݔ, 2 ݔെ 1,3 ݔ+ 2) = 0
The Wronskian is identically zero, therefore apply the first test.
The equation is,
ܿଵ ݔ+ ܿଶ(2 ݔെ 1) + ܿଷ (3 ݔ+ 2) = 0
(ܿଵ + 2ܿଶ + 3ܿଷ ) ݔ+ (െܿଶ + 2ܿଷ ) = 0
The linear equation can be satisfied for all ݔ only if both
coefficients are zero. Thus,
ܿଵ + 2ܿଶ + 3ܿଷ = 0 and െܿଶ + 2ܿଷ = 0
Setting ܿଵ = 1 (or any nonzero number), then,
2ܿଶ + 3ܿଷ = െ1 and െܿଶ + 2ܿଷ = 0
83
Example 3.
Find the Wronskian of the set {݁ ି௫ ,݁ ଶ௫ } and determine whether it is linearly
dependent or linearly independent on (െ,).
Solution:
݁ ି௫ ݁ ଶ௫
ܹ(݁ ି௫ ,݁ ଶ௫ ) = ቤௗ( షೣ ) ௗ( మೣ ) ቤ
ௗ௫ ௗ௫
ି௫ ଶ௫
ܹ(݁ ,݁ି௫
= ቚ ݁ ି௫ ݁ ଶ௫ ቚ
ଶ௫ )
െ݁ 2݁
ܹ (݁ ି௫ ,݁ ଶ௫ ) = (݁ ି௫ )(2݁ ଶ௫ ) െ (െ݁ ି௫ )(݁ ଶ௫ )
ܹ(݁ ି௫ ,݁ ଶ௫ ) = 2݁ ௫ + ݁ ௫
ܹ(݁ ି௫ ,݁ ଶ௫ ) = 3݁ ௫
The Wronskian is in general a nonconstant function. Since it is
nonzero for at least one point in the interval, then, the set is linearly
independent.
Examples:
1. (ܦ4 ݔଶ) = 8ݔ
2. ݔ(ܦଶ െ 3 ݔ+ 1) = 2 ݔെ 3
3. ݁ݔ(ܦ௫ ) = ݁ݔ௫ + ݁ ௫ = ݁ ௫ ( ݔ+ 1)
4. (ܦsin 4 = )ݔ4 cos 4ݔ
ହ
5. (ܦln(5 ݔെ 2)) = ହ௫ିଶ
in which ܦ indicate the nth derivative of the function with respect to ݔ.
Examples:
1. ܦଶ (3 ݔଶ ) = 6
2. ܦଷ (݁ ଷ௫ ) = 27݁ ଷ௫
84
Examples:
1. (ܦହ + ܦଷ ) ܦ( = ݔଷ + ܦହ)ݔ
2. (ܦହ ܦଷ ) ܦ( = ݔଷ ܦହ )ݔ
3. (ܦହ ܦଷ ) ܦ( = ݔହାଷ )ݔ) ଼ ܦ( = ݔ
4. ܦହ (ܿ ܦܿ = )ݔହ ݔwhere ܿ is constant
85
III. Let ࣂ(ࡰ)operates on the function ࢌ(࢞). Determine the result of the
operation.
1. ߠ( ܦ( = )ܦ+ 3),݂( ݔ( = )ݔଶ െ 4 ݔ+ 1) Ans: ߠ( = )ݔ(݂)ܦ3 ݔଶ െ 10 ݔെ 1
2. ߠ(= )ܦ ( ܦଶ െ ܦ+ 1),݂(= )ݔ ( ݔଶ + 3 ݔെ 4) Ans: ߠ( ݔ = )ݔ(݂)ܦଶ + ݔെ 5
3. ߠ( ܦ( = )ܦଷ െ ܦଶ + 2 ܦ+ 3),݂(( = )ݔ2݁ ଷ௫ ) Ans: ߠ( = )ݔ(݂)ܦ54݁ ଷ௫
4. ߠ(= )ܦ ( ܦଶ + 2 ܦെ 2),݂(ݔ( = )ݔsin 4)ݔ Ans: ߠ( = )ݔ(݂)ܦ8 cos4( ݔ1 + )ݔ
+ 2 sin 4( ݔ1 െ 9)ݔ
5. ߠ(( = )ܦ3 ܦଶ െ 4 ܦ+ 2),݂(( = )ݔcosଶ )ݔ Ans: ߠ( = )ݔ(݂)ܦ4(sin 2 ݔ+ cos2)ݔ
86
HOMOGENEOUS LINEAR
DIFFERENTIAL EQUATIONS
WITH CONSTANT
COEFFICIENTS
Outline:
11.1 Homogeneous Second Order Linear Differential Equations
11.2 nth-order Homogeneous Linear Differential Equations
Overview:
This chapter will introduce the solution to a homogeneous linear differential
equation with constant coefficients. The solution to this differential equation is called
the complementary function which contains the arbitrary constants.
The complementary functions can be solved either by any of the four cases
that will be presented.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine the auxiliary or characteristic equation of a given
differential equation.
2. Identify the roots of an auxiliary equation.
3. Solve higher-order homogeneous linear differential equations.
87
Example 1.
Solve ݕƍƍ + 5 ݕƍ െ 6 = ݕ0.
Solution:
The equation is equal to ( ܦଶ + 5 ܦെ 6) = ݕ0 and the auxiliary
equation is ݉ଶ + 5݉ െ 6 = 0 and the roots are ݉ଵ = 1 and ݉ଶ = െ6,
therefore, the general solution is,
ܿ = ݕଵ݁ ௫ + ܿଶ ݁ ି௫
Example 2.
Solve ݕƍƍ + 7 ݕƍ + 10 = ݕ0.
Solution:
The equation is equal to ( ܦଶ + 7 ܦ+ 10) = ݕ0. The auxiliary equation
is ݉ଶ + 7݉ + 10 = 0 and the roots are ݉ଵ = െ2 and ݉ଶ = െ5, therefore,
the general solution is,
ܿ = ݕଵ݁ ିଶ௫ + ܿଶ ݁ ିହ௫
Example 3.
Solve 2 ݕᇱᇱ െ ݕᇱ െ 3 = ݕ0
88
89
Replacing ݁ ௫ by ݁ ௫ , we have,
(௫) మ ( ௫) య
݁ ௫ = 1 + (݅ )ݔ+ ଶ!
+ ଷ!
+ڮ
ଶ ଷ ସ
Since ݅ = െ1, ݅ = െ݅, ݅ = 1 and so on, we have,
௫మ ௫య
݁ ௫ = 1 + ݅ ݔെ ଶ!
െ݅ ଷ!
+ڮ
௫మ ௫య
݁ ௫ = ቀ1 െ ଶ!
+ ڮቁ + ݅ ቀ ݔെ ଷ!
+ ڮቁ
௫
݁ = cos ݔ+ ݅ sin ݔ
Going back to the solution,
ݕଵ = ݁ (ା)௫ = ݕଵ = ݁ ௫ ݁ ௫ = ݁ ௫ (cosܾ ݔ+ ݅ sin ܾ)ݔ
ݕଶ = ݁ (ି)௫ = ݕଵ = ݁ ௫ ݁ ି௫ = ݁ ௫ (cosܾ ݔെ ݅ sin ܾ)ݔ
By the general solution,
ܿ = ݕଵݕଵ + ܿଶݕଶ
ܿ = ݕଵ݁ ௫ (cosܾ ݔ+ ݅ sin ܾ )ݔ+ ܿଶ ݁ ௫ (cosܾ ݔെ ݅ sin ܾ)ݔ
Simplifying the solution, we have,
݁ = ݕ௫ (ܿଵ cosܾ ݔ+ ܿଵ ݅ sin ܾ ݔ+ ܿଶ cosܾ ݔെ ܿଶ ݅ sin ܾ)ݔ
݁ = ݕ௫ [(ܿଵ + ܿଶ) cosܾ ݔ+ (ܿଵ െ ܿଶ )݅ sin ܾ]ݔ
Considering a real values solution, the general solution is,
݁ = ݕ௫ (ܿଵ cosܾ ݔ+ ܿଶ sin ܾ)ݔ
Example 1.
Solve ݕƍƍ െ 2 ݕƍ + 2 = ݕ0.
Solution:
The equation is equal to ( ܦଶ െ 2 ܦ+ 2) = ݕ0. The auxiliary equation is
݉ଶ െ 2݉ + 2 = 0, by quadratic equation,
ଶ± ξସି଼
݉= = 1± ݅
ଶ
90
Example 1.
Solve ݕƍƍƍ െ 7 ݕƍƍ + 14 ݕƍ െ 8 = ݕ0.
Solution:
The equation is equal to ( ܦଷ െ 7 ܦଶ + 14 ܦെ 8) = ݕ0. The auxiliary
equation is ݉ଷ െ 7݉ଶ + 14݉ െ 8 = 0, then the factors are,
(݉ െ 1)(݉ െ 2)(݉ െ 4) = 0
The equation has distinct real roots and ݉ଵ = 1,݉ଶ = 2 and
݉ଷ = 4, therefore the general solution is,
ܿ = ݕଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ସ௫
Example 2.
Solve ݕƍƍƍ െ ݕƍƍ െ 4 ݕƍ + 4 = ݕ0.
91
Exercises
I. Solve the following linear differential equations.
92
భ భ
8. 4 ݕƍƍ െ 4 ݕƍ + = ݕ0 Ans: ܿ = ݕଵ ݁ మ௫ + ܿଶ ݁ݔమ௫
9. ݕƍƍƍ െ 9 ݕƍƍ + 27 ݕƍ െ 27 = ݕ0 Ans: ܿ = ݕଵ ݁ ଷ௫ + ܿଶ ݁ݔଷ௫ + ܿଷ ݔଶ ݁ ଷ௫
10. ݕƍƍƍ + 2 ݕƍƍ െ 13 ݕƍ + 10 = ݕ0 Ans: ܿ = ݕଵ ݁ ିହ௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ௫
ƍƍƍ
11. ݕെ 4 = ݕ0 ƍ
Ans: ܿ = ݕଵ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫
12. ݕƍƍƍ + 3 ݕƍƍ + 4 ݕƍ െ 8 = ݕ0 Ans: ܿ = ݕଵ ݁ ௫ + ݁ ିଶ௫ (ܿଶ cos2 ݔ+ ܿଷ sin 2)ݔ
13. ( ݕସ) െ 4 ݕƍƍ = 0 Ans: ܿ = ݕଵ + ܿଶ ݔ+ ܿଷ ݁ ଶ௫ + ܿସ ݁ ିଶ௫
(ସ) ƍƍ
14. ݕ + 8 ݕ+ 16 = ݕ0 Ans: ܿ( = ݕଵ + ܿଶ )ݔcos2 ݔ+ (ܿଷ + ܿସ )ݔsin 2ݔ
(ସ) ƍƍ
15. ݕ + 4 ݕ+ 4 = ݕ0 Ans: ܿ( = ݕଵ + ܿଶ )ݔcosξ2 ݔ+ (ܿଷ + ܿସ )ݔsin ξ2 ݔ
93
NON-HOMOGENEOUS LINEAR
DIFFERENTIAL EQUATIONS
WITH CONSTANT
COEFFICIENTS
Outline:
12.1 Non-Homogeneous Linear Differential Equations
12.2 The Method of Reduction of Order
12.3 The Method of Undetermined Coefficients
12.4 The Method of Variation of Parameters
12.5 Short Methods
12.6 Initial Value Problems for Linear Differential Equations
Overview:
The solution of a non-homogeneous linear differential equation with constant
coefficients is a combination of the particular integral and the complementary
function. The complementary function of a differential equation is already discussed
in the previous chapter. It is the general solution of the associated homogeneous
differential equation. The particular integral will be discussed in this chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define non-homogeneous linear differential equations.
2. Determine non-homogeneous linear differential equations.
3. Differentiate complementary function and particular integral.
4. Solve non-homogeneous linear differential equations using the method of
reduction of order, method of undetermined coefficients, method of variation of
parameters and short methods.
5. Solve linear differential equations given an initial or boundary conditions.
95
12.1 Non-Homogeneous Linear Differential Equations
A differential equation of the form,
ܽ ( ݕ) + ܽଵ ( ݕିଵ) + ڮ+ ܽିଵ ݕƍ + ܽ )ݔ(݂ = ݕor
(ܽ ܦ + ܽଵ ܦିଵ + ڮ+ ܽିଵ ܦ+ ܽ ))ݔ(݂ = ݕ
is called an nth-order non-homogeneous linear differential equation where ݂( )ݔis a
nonzero function. The associated homogeneous differential equation is,
ܽ ( ݕ) + ܽଵ ( ݕିଵ) + ڮ+ ܽିଵ ݕƍ + ܽ = ݕ0 or
(ܽ ܦ + ܽଵ ܦିଵ + ڮ+ ܽିଵ ܦ+ ܽ ) = ݕ0
The general solution of a non-homogeneous differential equation is,
ݕ = ݕ + ݕ
where ݕ is the particular solution or particular integral and ݕ is the general
solution of the associated homogeneous differential equation or the complementary
function.
96
Repeat the procedure until the last factor is reached, such as,
( ܦെ ݉ ))ݔ(ߴ = ݕ
and give the solution ݕ = ݕ = )ݔ(ܨ.
Example 1.
Solve ݕƍƍ െ 4 ݕƍ + 4 = ݕ2ݔ.
Solution:
The equation is equal to ( ܦଶ െ 4 ܦ+ 4) = ݕ2ݔ.
The auxiliary equation is,
(݉ଶ െ 4݉ + 4) = 0
(݉ െ 2)(݉ െ 2) = 0
The roots are ݉ଵ = ݉ଶ = 2.
The complementary function ݕ is,
ݕ = ܿଵ݁ ଶ௫ + ܿଶ ݁ݔଶ௫
The factored form of the equation is,
( ܦെ 2)( ܦെ 2) = ݕ2ݔ
To find the particular integral ݕ by the method of reduction of
order, let ܦ( = ݖെ 2) ݕand ( ܦെ 2) = ݖ2ݔ.
The resulting differential equation is,
( ܦെ 2) = ݖ2ݔ
ௗ௭
െ 2 = ݖ2ݔ
ௗ௫
The equation is a first-order linear equation with ܲ( = )ݔെ2 and
ܳ( = )ݔ2ݔ, then ܫ. ି ݁ = ܨଶ ௗ௫ = ݁ ିଶ௫ , therefore, the solution is,
ି ݁ݖଶ௫ = 2 ି ݁ ݔ ଶ௫ ݀ݔ
For 2 ି ݁ ݔ ଶ௫ ݀ݔ, by integration by parts,
ଵ
Let ݔ = ݑand ݀ି ݁ = ݒଶ௫ ݀ݔ, thus, ݀ ݔ݀ = ݑand = ݒെ ݁ ିଶ௫ ,
ଶ
therefore,
ଵ ଵ
2 ି ݁ ݔ ଶ௫ ݀ = ݔ2 ቀെ ଶ ି ݁ݔଶ௫ + ଶ ି ݁ ଶ௫ ݀ݔቁ
ଵ
= െି ݁ݔଶ௫ െ ଶ ݁ ିଶ௫ + ܿ
Then,
ଵ
ି ݁ݖଶ௫ = െି ݁ݔଶ௫ െ ݁ ିଶ௫ , (ܿ is omitted)
ଶ
ଵ
= ݖെ ݔെ
ଶ
Substitute the obtained solution to ܦ( = ݖെ 2)ݕ, thus,
ଵ
െ ݔെ ଶ = ( ܦെ 2)ݕ
97
ଵ
ି ݁ݕଶ௫ = ቀെ ݔെ ଶቁ ݁ ିଶ௫ ݀ݔ
ଵ
ି ݁ݕଶ௫ = െ ି ݁ݔ ଶ௫ ݀ ݔെ ି ݁ ଶ௫ ݀ݔ
ଶ
ଵ ଵ ଵ
ି ݁ݕଶ௫ = െ ቀെ ଶ ି ݁ݔଶ௫ + ଶ ି ݁ ଶ௫ ݀ݔቁ + ସ ݁ ିଶ௫
ଵ ଵ ଵ
ି ݁ݕଶ௫ = ି ݁ݔଶ௫ + ݁ ିଶ௫ + ݁ ିଶ௫
ଶ ସ ସ
ଵ ଵ
ݔ =ݕ+
ଶ ଶ
Therefore,
ଵ ଵ
ݕ = ଶ ݔ+ ଶ
Example 2.
Solve ݕƍƍƍ െ ݕƍƍ െ 4 ݕƍ + 4 = ݕ3݁ ି௫ .
Solution:
The equation is equal to ( ܦଷ െ ܦଶ െ 4 ܦ+ 4) = ݕ3݁ ି௫ .
The auxiliary equation is,
(݉ଷ െ ݉ଶ െ 4݉ + 4) = 0
(݉ െ 1)(݉ െ 2)(݉ + 2) = 0
The roots are ݉ଵ = 1,݉ଶ = 2 and ݉ଷ = െ2.
The complementary function ݕ is,
ݕ = ܿଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫
The factored form of the equation is,
( ܦെ 1)( ܦെ 2)( ܦ+ 2) = ݕ3݁ ି௫
To find the particular integral ݕ by the method of reduction of
order, let ܦ( = ݖെ 1)( ܦെ 2) ݕand ( ܦ+ 2) = ݖ3݁ ି௫ .
The resulting differential equation is,
( ܦ+ 2) = ݖ3݁ ି௫
ௗ௭
+ 2 = ݖ3݁ ି௫
ௗ௫
98
And let ( ܦെ 1)ݒ = ݕ, thus,
( ܦെ 2) = ݒ3݁ ି௫
The resulting differential equation is,
ௗ௩
െ 2 = ݒ3݁ ି௫
ௗ௫
Example 3.
Solve ݕƍƍ െ ݕƍ െ 2 = ݕ2݁ ିସ௫ + 3ݔ.
Solution:
The equation is equal to ( ܦଶ െ ܦെ 2) = ݕ2݁ ିସ௫ + 3ݔ.
The auxiliary equation is,
(݉ଶ െ ݉ െ 2) = 0
(݉ െ 2)(݉ + 1) = 0
The roots are ݉ଵ = 2 and ݉ଶ = െ1.
The complementary function ݕ is,
ݕ = ܿଵ݁ ଶ௫ + ܿଶ ݁ ି௫
99
The factored form of the equation is,
( ܦെ 2)( ܦ+ 1) = ݕ2݁ ିସ௫ + 3ݔ
To find the particular integral ݕ by the method of reduction of
order, let ܦ( = ݖ+ 1) ݕand ( ܦെ 2) = ݖ2݁ ିସ௫ + 3ݔ.
The resulting differential equation is,
( ܦെ 2) = ݖ2݁ ିସ௫ + 3ݔ
ௗ௭
െ 2 ܦ( = ݖെ 2) = ݖ2݁ ିସ௫ + 3ݔ
ௗ௫
100
Therefore,
ଵ ଷ ଷ
݁ݕ௫ = ଽ
݁ ିଷ௫ െ ଶ ( ݁ݔ௫ െ ݁ ௫ ) െ ସ ݁ ௫
ଵ ଷ ଷ
݁ݕ௫ = ଽ
݁ ିଷ௫ െ ଶ ݁ݔ௫ + ସ ݁ ௫
ଵ ଷ ଷ
=ݕ ݁ ିସ௫ െ ݔ+
ଽ ଶ ସ
Thus,
ଵ ିସ௫ ଷ ଷ
ݕ = ଽ
݁ െ ଶ ݔ+ ସ
Case 1: For ࢌ(࢞) = (࢞) an nth-degree polynomial in ݔ. The particular integral is
ݕ = ܣ ݔ + ܣିଵ ݔିଵ + ڮ+ ܣଵ ݔ+ ܣ
where ܣ ,ܣିଵ ,…, ܣଵ ,ܣ are constants to be determined.
Example 1.
Solve ݕƍƍ െ 4 ݕƍ + 4 = ݕ2ݔ.
Solution:
The equation is equal to ( ܦଶ െ 4 ܦ+ 4) = ݕ2ݔ.
The complementary function is,
ݕ = ܿଵ݁ ଶ௫ + ܿଶ ݁ݔଶ௫
For the particular integral, since ݂(ݔ = )ݔ, a first-degree polynomial,
the assumption is,
ݕ = ܣଵ ݔ+ ܣ
Then, find ݕƍ and ݕƍƍ , thus,
ݕƍ = ܣଵ
ݕƍƍ = 0
Substitute to the differential equation,
0 െ 4ܣଵ + 4(ܣଵ ݔ+ ܣ ) = 2ݔ
4ܣଵ ݔ+ (െ4ܣଵ + 4ܣ ) = 2ݔ
Equating the coefficients of similar powers of ݔ, we have,
ଵ
4ܣଵ = 2 or ܣଵ =
ଶ
101
ଵ
െ4ܣଵ + 4ܣ = 0 or ܣ = ܣଵ, ܣ =
ଶ
Thus,
ݕ = ܣଵ ݔ+ ܣ
ଵ ଵ
ݕ = ݔ+
ଶ ଶ
Example 2.
Solve ݕƍƍ + ݕƍ െ 2 ݔ = ݕଶ .
Solution:
The equation is equal to ( ܦଶ + ܦെ 2) ݔ = ݕଶ.
Case 2: For ࢌ( ࢞) = ࢋࢇ࢞ where ݇ and ܽ are known constants. The particular
integral is
ݕ = ݁ܣ௫
where ܣis a constant to be determined.
102
Example 1.
Solve ݕƍƍ + 2 ݕƍ െ 3 ݁ = ݕଶ௫ .
Solution:
The equation is equal to ( ܦଶ + 2 ܦെ 3) ݁ = ݕଶ௫ .
The complementary function is,
ݕ = ܿଵ݁ ௫ + ܿଶ ݁ ିଷ௫
For the particular integral, since ݂( ݁ = )ݔଶ௫ , the assumption is,
ݕ = ݁ܣଶ௫
Then, find ݕƍ and ݕƍƍ , thus,
ݕƍ = 2 ݁ܣଶ௫
ݕƍƍ = 4 ݁ܣଶ௫
Substitute to the differential equation,
4 ݁ܣଶ௫ + 2(2 ݁ܣଶ௫ ) െ 3 ݁ܣଶ௫ = ݁ ଶ௫
5 ݁ܣଶ௫ = ݁ ଶ௫
ଵ
=ܣ
ହ
Thus,
ଵ
ݕ = ହ ݁ ଶ௫
Therefore, the solution is,
ݕ = ݕ + ݕ
ଵ
ܿ = ݕଵ ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫
ହ
Example 2.
Solve ݕƍƍƍ െ ݕƍƍ െ 4 ݕƍ + 4 = ݕ3݁ ି௫ .
Solution:
The equation is ( ܦଷ െ ܦଶ െ 4 ܦ+ 4) = ݕ3݁ ି௫ .
The complementary function is,
ݕ = ܿଵ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ିଶ௫
For the particular integral, since ݂( = )ݔ3݁ ି௫ , the assumption is,
ݕ = ି ݁ܣ௫
Then, find ݕƍ and ݕƍƍ , thus,
ݕƍ = െି ݁ܣ௫
ݕƍƍ = ି ݁ܣ௫
ݕƍƍƍ = െି ݁ܣ௫
Substitute to the differential equation,
െି ݁ܣ௫ െ ି ݁ܣ௫ െ 4(െି ݁ܣ௫ ) + 4(ି ݁ܣ௫ ) = 3݁ ି௫
ଵ
=ܣ
ଶ
Thus,
ଵ
ݕ = ଶ ݁ ି௫
Therefore, the solution is,
ݕ = ݕ + ݕ
ଵ
ܿ = ݕଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫ + ଶ ݁ ି௫
103
Case 3: For ࢌ(࢞) = ࢞ࢇ ܖܑܛ+ ࢞ࢇ ܛܗ܋ where ݇ଵ,݇ଶ and ܽ are known
constants. The particular integral is,
ݕ = ܣsin ܽ ݔ+ ܤcosܽݔ
where ܣand ܤare constants to be determined.
Example 1.
Solve ݕƍƍ െ 5 ݕƍ + 6 = ݕsin 3ݔ.
Solution:
The equation is equal to ( ܦଶ െ 5 ܦ+ 6) = ݕsin 3ݔ.
Case 4: For ࢌ(࢞) = ࢋࢇ࢞ (࢞), a product of polynomial and exponential function,
where ܽ is a known constant. The particular integral is,
ݕ = ݁ ௫ (ܣ ݔ + ܣିଵ ݔିଵ + ڮ+ ܣଵ ݔ+ ܣ )
where ܣis a constant to be determined.
Example 1.
Solve ݕƍƍ െ 9 ݔ = ݕଶ ݁ ଶ௫ .
Solution:
The equation is equal to ( ܦଶ െ 9) ݔ = ݕଶ ݁ ଶ௫ .
104
The complementary solution is,
ݕ = ܿଵ݁ ଷ௫ + ܿଶ ݁ ିଷ௫
For the particular integral, since ݂( ݔ = )ݔଶ ݁ ଶ௫ , the assumption is,
ݕ = ݁ ଶ௫ (ܣଶ ݔଶ + ܣଵ ݔ+ ܣ )
ݕ = ܣଶ ݔଶ݁ ଶ௫ + ܣଵ ݁ݔଶ௫ + ܣ݁ ଶ௫
Then, find ݕƍ and ݕƍƍ , thus,
ݕƍ = 2ܣଶ ݔଶ ݁ ଶ௫ + 2ܣଶ ݁ݔଶ௫ + 2ܣଵ ݁ݔଶ௫ + ܣଵ ݁ ଶ௫ + 2ܣ ݁ ଶ௫
ݕƍƍ = 4ܣଶ ݔଶ ݁ ଶ௫ + 8ܣଶ ݁ݔଶ௫ + 2ܣଶ݁ ଶ௫ + 4ܣଵ ݁ݔଶ௫ + 4ܣଵ݁ ଶ௫ + 4ܣ݁ ଶ௫
Substitute to the differential equation,
(ܦଶ െ 9) ݔ = ݕଶ ݁ ଶ௫
4ܣଶ ݔଶ ݁ ଶ௫ + 8ܣଶ ݁ݔଶ௫ + 2ܣଶ ݁ ଶ௫ + 4ܣଵ ݁ݔଶ௫ + 4ܣଵ݁ ଶ௫ + 4ܣ ݁ ଶ௫ െ
9[ܣଶ ݔଶ ݁ ௫ + ܣଵ ݁ݔ௫ + ܣ ݁ ௫ ] = ݔଶ ݁ ଶ௫
െ5ܣଶ ݔଶ + 8ܣଶ ݔ+ 2ܣଶ െ 5ܣଵ ݔ+ 4ܣଵ െ 5ܣ = ݔଶ
Equating the coefficients of like terms, we have,
െ5ܣଶ = 1
ଵ
ܣଶ = െ
ହ
8ܣଶ െ 5ܣଵ = 0
ଵ
8 ቀെ ହቁ െ 5ܣଵ = 0
଼
ܣଵ = െ ଶହ
105
The particular integral has the form,
ݕ = ݒଵ ݕଵ + ݒଶݕଶ + ڮ+ ݒ ݕ
To solve for ݒଵ,ݒଶ, ݒଷ,… solve the following linear equation simultaneously,
ݒଵƍ ݕଵ + ݒଶƍ ݕଶ + ڮ+ ݒƍ ݕ = 0
ݒଵƍ ݕଵƍ + ݒଶƍ ݕଶƍ + ڮ+ ݒƍ ݕƍ = 0
.
.
(ିଶ) (ିଶ) (ିଶ)
ݒଵƍ ݕଵ + ݒଶƍ ݕଶ + ڮ+ ݒƍ ݕ = 0
(ିଵ) (ିଵ) (ିଵ)
ݒଵƍ ݕଵ + ݒଶƍ ݕଶ + ڮ+ ݒƍ ݕ = ݂()ݔ
For special cases where ݊ = 3, we have
ݒଵƍ ݕଵ + ݒଶƍ ݕଶ + ݒଷƍ ݕଷ = 0
ݒଵƍ ݕଵƍ + ݒଶƍ ݕଶƍ + ݒଷƍ ݕଷƍ = 0
ݒଵƍ ݕଵƍƍ + ݒଶƍ ݕଶƍƍ + ݒଷƍ ݕଷƍƍ = ݂()ݔ
For ݊ = 2,
ݒଵƍ ݕଵ + ݒଶƍ ݕଶ = 0
ݒଵƍ ݕଵƍ + ݒଶƍ ݕଶƍ = ݂()ݔ
Example 1.
Solve ݕƍƍ + 2 ݕƍ െ 3 ݁ = ݕଶ௫ .
Solution:
The equation is equal to ( ܦଶ + 2 ܦെ 3) ݁ = ݕଶ௫ .
The complementary function is,
ݕ = ܿଵ ݁ ௫ + ܿଶ ݁ ିଷ௫
For the particular integral, by variation of parameters, we have
ݕ = ݒଵ ݁ ௫ + ݒଶ ݁ ିଷ௫
Since, ݕଵ = ݁ ௫ and ݕଶ = ݁ ିଷ௫ , thus, ݕଵƍ = ݁ ௫ and ݕଶƍ = െ3݁ ିଷ௫ ,
substituting to the systems of equation for ݊ = 2,
ݒଵƍ ݁ ௫ + ݒଶƍ ݁ ିଷ௫ = 0
ݒଵƍ ݁ ௫ + ݒଶƍ (െ3݁ ିଷ௫ ) = ݁ ଶ௫
Solving the equation simultaneously, we have,
ଵ
ݒଵƍ = ݁௫
ସ
ଵ
ݒଶƍ = െ ݁ ହ௫
ସ
Then, find for ݒଵ and ݒଶ by integrating ݒଵƍ and ݒଶƍ with respect to
ݔ, thus,
ଵ ଵ
ݒଵ = ସ ݁ ௫ ݀ = ݔସ ݁ ௫
ଵ ଵ
ݒଶ = െ ݁ ହ௫ ݀ = ݔെ ݁ ହ௫
ସ ଶ
106
Substitute the values of ݒଵ and ݒଶ to ݕ = ݒଵ ݁ ௫ + ݒଶ݁ ିଷ௫ ,
ଵ ଵ
ݕ = ቀସ ݁ ௫ ቁ ݁ ௫ + ቀെ ଶ ݁ ହ௫ ቁ ݁ ିଷ௫
ଵ ଵ ଵ
ݕ = ସ
݁ ଶ௫ െ ଶ ݁ ଶ௫ = ହ
݁ ଶ௫
Then, find for ݒଵ and ݒଶ by integrating ݒଵƍ and ݒଶƍ with respect to
ݔ, thus,
ଶ ଵ ଵ ଵ
ݒଵ = ଷ ି ݁ ௫ ݀ ݔ+ ି ݁ݔ ଶ௫ ݀ = ݔെ ଽ ݁ ି௫ െ ଶ ି ݁ݔଶ௫ െ ସ ݁ ିଶ௫
ଶ ଶ
ݒଶ = െ ଷ ି ݁ ଷ௫ ݀ ݔെ ݁ݔ ௫ ݀= ݔ ଽ
݁ ିଷ௫ െ ݁ݔ௫ + ݁ ௫
Example(c).
Solve ݕƍƍƍ + 2 ݕƍƍ െ ݕƍ െ 2 = ݕ3ݔ.
Solution:
The equation is equal to ( ܦଷ + 2 ܦଶ െ ܦെ 2) = ݕ3ݔ.
107
The complementary function is,
ݕ = ܿଵ ݁ ௫ + ܿଶ ݁ ି௫ + ܿଷ ݁ ିଶ௫
For the particular integral, by variation of parameters, we have
ݕ = ݒଵ ݁ ௫ + ݒଶ ݁ ି௫ + ݒଷ ݁ ିଶ௫
Since, ݕଵ = ݁ ௫ , ݕଶ = ݁ ି௫ and ݕଷ = ݁ ିଶ௫ , thus,
ݕଵƍ = ݁ ௫ ,ݕଶƍ = െ݁ ି௫ and ݕଷƍ = െ2݁ ିଶ௫ , and
ݕଵƍƍ = ݁ ௫ ,ݕଶƍƍ = ݁ ି௫ and ݕଷƍƍ = 4݁ ିଶ௫
Substituting to the systems of equation for ݊ = 3,
ݒଵƍ ݁ ௫ + ݒଶƍ ݁ ି௫ + ݒଷƍ ݁ ିଶ௫ = 0
ݒଵƍ ݁ ௫ + ݒଶƍ (െ݁ ି௫ ) + ݒଷƍ (െ2݁ ିଶ௫ ) = 0
ݒଵƍ ݁ ௫ + ݒଶƍ ݁ ି௫ + ݒଷƍ (4݁ ିଶ௫ ) = 3ݔ
Solving the equation simultaneously, we have,
ଵ
ݒଵƍ = ଶ
ି ݁ݔ௫
ଷ
ݒଶƍ = െ ݁ݔ௫
ଶ
ݒଷƍ = ݁ݔଶ௫
Then, find for ݒଵ ,ݒଶ and ݒଷ by integrating ݒଵƍ ,ݒଶƍ and ݒଷƍ with
respect to ݔ, thus,
ଵ ଵ ଵ
ݒଵ = ି ݁ݔ ௫ ݀ = ݔെ ି ݁ݔ௫ െ ݁ ି௫
ଶ ଶ ଶ
ଷ ଷ ଷ
ݒଶ = െ ଶ ݁ݔ ௫ ݀ = ݔെ ଶ ݁ݔ௫ + ଶ ݁ ௫
ଵ ଵ
ݒଷ = ݁ݔ ଶ௫ ݀= ݔ ଶ
݁ݔଶ௫ െ ସ ݁ ଶ௫
Substitute the values of ݒଵ ,ݒଶ and ݒଷ to ݕ = ݒଵ ݁ ௫ + ݒଶ ݁ ି௫ +
ݒଷ ݁ ିଶ௫ ,
ଵ ଵ ଷ ଷ ଵ ଵ
ݕ = ቀെ ଶ ି ݁ݔ௫ െ ଶ ݁ ି௫ ቁ ݁ ௫ + ቀെ ଶ ݁ݔ௫ + ଶ ݁ ௫ ቁ ݁ ି௫ + ቀଶ ݁ݔଶ௫ െ ସ ݁ ଶ௫ ቁ ݁ ିଶ௫
ଵ ଵ ଷ ଷ ଵ ଵ
ݕ = െ ଶ ݔെ ଶ െ ଶ ݔ+ ଶ
+ ଶݔെସ
ଷ ଷ
ݕ = െ ଶ ݔ+ ସ
108
ଵ
For a linear differential equation )ݔ(݂ = ݕ)ܦ(ܨ, then, =ݕ ݂()ݔ. The
ி()
following can be considered for the values of ݂( )ݔ.
Example 1.
Solve ݕƍƍ + 2 ݕƍ െ 3 ݁ = ݕଶ௫ .
Solution:
The equation is equal to ( ܦଶ + 2 ܦെ 3) ݁ = ݕଶ௫ .
The complementary function is,
ݕ = ܿଵ݁ ௫ + ܿଶ ݁ ିଷ௫
The particular integral is,
ଵ
ݕ = (ିଵ)(ାଷ)
݁ ଶ௫
ଵ ଵ
ݕ = (ଶିଵ)(ଶାଷ)
݁ ଶ௫ = ହ
݁ ଶ௫
Example 2.
Solve ݕƍƍƍ െ ݕƍƍ െ 4 ݕƍ + 4 = ݕ3݁ ି௫ .
Solution:
The equation is equal to ( ܦଷ െ ܦଶ െ 4 ܦ+ 4) = ݕ3݁ ି௫ .
The complementary function is,
ݕ = ܿଵ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ିଶ௫
The particular integral is,
ଷ
ݕ = (ିଵ)(ିଶ) (ାଶ)
݁ ି௫
ଷ ଵ
ݕ = (ିଵିଵ)( ିଵିଶ)(ିଵାଶ)
݁ ି௫ = ݁ ି௫
ଶ
Example 1.
Solve ݕƍƍ + 4 = ݕcos4ݔ.
109
Solution:
The equation is equal to ( ܦଶ + 4) = ݕcos4ݔ.
The complementary function is,
ݕ = ܿଵ cos2 ݔ+ ܿଶ sin 2ݔ
The particular integral is,
ଵ
ݕ = ( మାସ)
cos4ݔ
ଵ
ݕ = [ି(ସ మ )ାସ]
cos4ݔ
ଵ
ݕ = െ cos4ݔ
ଵଶ
Example 2.
Solve ݕƍƍ െ 5 ݕƍ + 6 = ݕsin 3ݔ.
Solution:
The equation is equal to ( ܦଶ െ 5 ܦ+ 6) = ݕsin 3ݔ.
The complementary function is,
ݕ = ܿଵ ݁ ଶ௫ + ܿଶ ݁ ଷ௫
The particular integral is,
ଵ
ݕ = (ିଶ)( ିଷ)
sin 3ݔ
ଵ
The operator is not of the form ி( మ)
, thus, we can manipulate the
denominator to obtain the desired operator, thus, we can multiply the
numerator and denominator by ( ܦ+ 2)( ܦ+ 3), therefore,
ଵ (ାଶ)(ାଷ)
ݕ = (ିଶ)( ିଷ)
ή (ାଶ)(ାଷ) sin 3ݔ
మାହା
ݕ = ( మିସ)( మିଽ)
sin 3ݔ
Then,
మାହା
ݕ = [ି(ଷమ )ିସ] [ି(ଷమ)ିଽ]
sin 3ݔ
ଵ
ݕ = ( ܦଶ + 5 ܦ+ 6) sin 3ݔ
ଶଷସ
ଵ
ݕ = {[ ܦଶ (sin 3 ])ݔ+ [5(ܦsin 3 ])ݔ+ 6 sin 3}ݔ
ଶଷସ
ଵ
ݕ = [െ9 sin 3 ݔ+ 5(3 cos3 )ݔ+ 6 sin 3]ݔ
ଶଷସ
ଵ ହ ଵ
ݕ = െ ଶ sin 3 ݔ+ ଼
cos3 ݔ+ ଷଽ
sin 3ݔ
ଵ ହ
ݕ = െ sin 3 ݔ+ cos3ݔ
଼ ଼
110
c. If ࢌ(࢞) is in the form of ࢞ , then,
ଵ
ݕ = ݔ = (ܽ + ܽଵ ܦ+ ܽଶ ܦଶ + ڮ+ ܽ ܦ ) ݔ
ி()
ଵ ଵ
where = ܽ + ܽଵ ܦ+ ܽଶ ܦଶ + ڮ+ ܽ ܦ and is obtained by expanding in
ி() ி()
ascending powers of ܦ.
Example 1.
Solve ݕƍƍ + ݕƍ െ 2 ݔ = ݕଶ .
Solution:
The equation is equal to ( ܦଶ + ܦെ 2) ݔ = ݕଶ.
The complementary solution is,
ݕ = ܿଵ݁ ௫ + ܿଶ ݁ ିଶ௫
The particular integral is,
ଵ
ݕ = ( మାିଶ) ݔଶ
Then,
ଵ ଵ ଷ
ݕ = ቀെ െ ܦെ ܦଶ ቁ ݔଶ
ଶ ସ ଼
ଵ ଵ ଷ
ݕ = െ ݔെ ݔ(ܦଶ) െ ܦଶ ( ݔଶ )
ଶ
ଶ ସ ଼
ଵ ଵ ଷ
ݕ = െ ݔଶ െ (2 )ݔെ (2)
ଶ ସ ଼
ଵ ଶ ଵ ଷ
ݕ = െ ଶ ݔെ ଶ ݔെ ସ
Example 2.
Solve ݕƍƍ െ ݕƍ െ 2 = ݕ2݁ ିସ௫ + 3ݔ.
Solution:
The equation is equal to ( ܦଶ െ ܦെ 2) = ݕ2݁ ିସ௫ + 3ݔ.
The complementary function is,
ݕ = ܿଵ݁ ଶ௫ + ܿଶ ݁ ି௫
The particular integral is,
ଶ ଷ
ݕ = (ିଶ)(ାଵ)
݁ ିସ௫ + ( మିିଶ)
ݔ
ଷ
For ( మିିଶ)
ݔ, expand the terms,
ଷ ଷ ଵ ଵ ଷ ଷ
( మିିଶ)
= (ିଶିା మ)
= 3 ቀെ ଶ + ସ ܦቁ = െ ଶ + ସ ܦ
Then,
ଶ ଷ ଷ
ݕ = (ିସିଶ)( ିସାଵ)
݁ ିସ௫ + ቀെ ଶ + ସ ܦቁ ݔ
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ଵ ଷ ଷ
ݕ = ݁ ିସ௫ െ ݔ+ )ݔ(ܦ
ଽ ଶ ସ
ଵ ିସ௫ ଷ ଷ
ݕ = ݁ െ ݔ+
ଽ ଶ ସ
Example 1.
Solve ݕƍƍ െ 9 ݔ = ݕଶ ݁ ଶ௫ .
Solution:
The equation is equal to ( ܦଶ െ 9) ݔ = ݕଶ ݁ ଶ௫ .
The complementary solution is,
ݕ = ܿଵ ݁ ଷ௫ + ܿଶ ݁ ିଷ௫
The particular integral is,
ଵ ଵ
ݕ = మିଽ
ݔଶ ݁ ଶ௫ = ݁ ଶ௫ (ାଶ) మ ିଽ ݔଶ
ଵ
ݕ = ݁ ଶ௫ ݔଶ
మାସିହ
ଵ ଵ ଵ ସ ଶଵ
Then, the expansion of = is ቀെ െ ܦെ ܦଶ ቁ,
మ ାସିହ ିହାସା మ ହ ଶହ ଵଶହ
thus,
ଵ ସ ଶଵ
ݕ = ݁ ଶ௫ ቀെ െ ܦെ ܦଶቁ ݔଶ
ହ ଶହ ଵଶହ
ଵ ସ ଶଵ
ݕ = ݁ ଶ௫ ቂെ ݔଶ െ ݔ(ܦଶ ) െ ܦଶ ( ݔଶ )ቃ
ହ ଶହ ଵଶହ
ଵ ସ ଶଵ
ݕ = ݁ ଶ௫ ቂെ ݔଶ െ (2 )ݔെ (2)ቃ
ହ ଶହ ଵଶହ
ଵ ଼ ସଶ
ݕ = ݁ ଶ௫ ቂെ ݔଶ െ ݔെ ቃ
ହ ଶହ ଵଶହ
ଵ ଼ ସଶ
ݕ = െ ݔଶ ݁ ଶ௫ െ ݁ݔଶ௫ െ ݁ ଶ௫
ହ ଶହ ଵଶହ
Example 1.
Solve ݕƍƍ + 2 ݕƍ െ 3 ݔ = ݕcos2ݔ.
Solution:
The equation is equal to ( ܦଶ + 2 ܦെ 3) ݔ = ݕcos2ݔ.
The complementary function is,
ݕ = ܿଵ ݁ ௫ + ܿଶ ݁ ିଷ௫
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The particular integral is,
ଵ ଵ ଶାଶ
ݕ = మାଶିଷ ݔcos2 ݔ = ݔ మାଶିଷ cos2 ݔെ ( మାଶିଷ) మ cos2ݔ
ଵ ଶାଶ
ݕ = (ି ݔଶమ )ାଶିଷ cos 2 ݔെ రାସ యିଶ మିଵଶାଽ cos2ݔ
ଵ ଶାଶ
ݕ = ݔ cos2 ݔെ cos 2ݔ
ଶି రାସ యିଶ మିଵଶାଽ
ଵ ଶା ଶାଶ
ݕ = ݔ ή cos2 ݔെ cos2ݔ
ଶି ଶା మ మାସ మିଶ మିଵଶାଽ
ଶା ଶାଶ
ݕ = ݔସ మିସଽ cos2 ݔെ [ି(ଶమ)][ ି(ଶమ )]ାସ[ି(ଶమ)]ିଶ[ି(ଶమ) ]ିଵଶାଽ cos2ݔ
ଶା ଶାଶ
ݕ = ݔ cos2 ݔെ cos2ݔ
ସ[ ି(ଶమ )]ିସଽ ିଶ଼ାଷଷ
ଶା ଵ
ݕ = ݔ cos2 ݔ+ [2(ܦcos2 )ݔ+ 2 cos2]ݔ
ିହ ଶ଼ିଷଷ
௫ ଵ
ݕ = െ ହ [ 2 (ܦcos 2 )ݔ+ 7 cos 2 ]ݔ+ ଶ଼ିଷଷ
[ 2(െ2 sin 2 )ݔ+ 2 cos 2]ݔ
௫ ଵ
ݕ = െ [2(െ2 sin 2 )ݔ+ 7 cos2 ]ݔ+ (െ4 sin 2 ݔ+ 2 cos2)ݔ
ହ ଶ଼ିଷଷ
௫
ݕ = െ ହ (െ4 sin 2 ݔ+ 7 cos2 )ݔ+
ଵ ଶ଼ାଷଷ
ଶ଼ିଷଷ
ή ଶ଼ାଷଷ (െ4 sin 2 ݔ+ 2 cos2)ݔ
ସ ଶ଼ାଷଷ
ݕ = ݔsin 2 ݔെ ହ ݔcos2 ݔ+ (െ4 sin 2 ݔ+ 2 cos2)ݔ
ହ ଼ସ మିଵ,଼ଽ
ସ ଶ଼ାଷଷ
ݕ = ݔsin 2 ݔെ ݔcos 2 ݔ+ (െ4 sin 2 ݔ+ 2 cos 2)ݔ
ହ ହ ଼ସ[ ି(ଶమ )] ିଵ,଼ଽ
ସ ଶ଼ାଷଷ
ݕ = ݔsin 2 ݔെ ݔcos2 ݔ+ (െ4 sin 2 ݔ+ 2 cos2)ݔ
ହ ହ ିସ,ଶଶହ
ସ ଵ
ݕ = ݔsin 2 ݔെ ݔcos2 ݔെ [28(ܦെ4 sin 2 ݔ+ 2 cos2 )ݔ+
ହ ହ ସ,ଶଶହ
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2.6 Initial Value Problems for Linear Differential Equations
Initial value problems can be solved by applying the given initial conditions to
the general solution of the differential equation.
Example 1.
Solve ݕƍƍ + 2 ݕƍ െ 3 ݁ = ݕଶ௫ , (ݕ0) = 1, ݕƍ (0) = 2.
Solution:
The general solution of the differential equation is,
ଵ
ܿ = ݕଵ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫
ହ
Then,
ଶ
ݕƍ = ܿଵ ݁ ௫ െ 3ܿଶ ݁ ିଷ௫ + ହ ݁ ଶ௫
Example 2.
Solve ݕƍƍ + ݕƍ െ 2 ݔ = ݕଶ ,(ݕ0) = 1 and ݕƍ (0) = 4.
Solution:
The general solution is,
ଵ ଵ ଷ
ܿ = ݕଵ݁ ௫ + ܿଶ ݁ ିଶ௫ െ ଶ ݔଶ െ ଶ ݔെ ସ
Then,
ଵ
ݕƍ = ܿଵ ݁ ௫ െ 2ܿଶ ݁ ିଶ௫ െ ݔെ
ଶ
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ଵ
(ݕ0) = ܿଵ݁ െ 2ܿଶ ݁ ିଶ() െ (0) െ = 4
ଶ
ଽ
ܿଵ െ 2ܿଶ = ĺ eqn. 2
ଶ
଼
Solving equations 1 and 2 simultaneously, we find that ܿଵ = ଷ
and
ଵଵ
ܿଶ = െ , thus, the solution is,
ଵଶ
଼ ଵଵ ଵ ଵ ଷ
=ݕ ݁௫ െ ݁ ିଶ௫ െ ݔଶ െ ݔെ
ଷ ଵଶ ଶ ଶ ସ
Example 3.
ଵ
Solve ݕƍƍ െ 5 ݕƍ + 6 = ݕsin 3 ݔ, (ݕ0) = 2, ݕƍ(0) = .
ଶ
Solution:
The general solution is,
ଵ ହ
ܿ = ݕଵ ݁ ଶ௫ + ܿଶ ݁ ଷ௫ െ sin 3 ݔ+ cos3ݔ
଼ ଼
Then,
ଵ ହ
ݕƍ = 2ܿଵ݁ ଶ௫ + 3ܿଶ ݁ ଷ௫ െ ଶ cos3 ݔെ ଶ sin 3ݔ
Exercises
I. Solve the following non-homogeneous linear differential equations using any
of the methods.
ଵ
1. ݕƍƍ െ 6 ݕƍ + 8 = ݕ4݁ ିଶ௫ Ans: ܿ = ݕଵ ݁ ସ௫ + ܿଶ݁ ଶ௫ + ݁ ିଶ௫
଼ଵ
2. ݕƍƍ െ ݕƍ െ 2 = ݕ3 sin 5ݔ Ans: ܿ = ݕଵ ݁ ି௫ + ܿଶ ݁ ଶ௫ െ ହସ sin 5ݔ
ଵହ
+ cos5ݔ
ହସ
ଵ
3. ݕƍƍ + 9 = ݕsin 5ݔ Ans: ܿ = ݕଵ cos 3 ݔ+ ܿଶ sin 3 ݔെ sin 5ݔ
ଵ
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ଵ
4. ݕƍƍ + 2 ݕƍ + ି ݁ݔ = ݕ௫ Ans: ܿ = ݕଵ ݁ ି௫ + ܿଶ ି ݁ݔ௫ + ݔଷ ݁ ି௫
ƍƍ ƍ ଶ௫ ଶ௫ ସ ଷ
5. ݕെ 4 ݕ+ 4 = ݕ5 cosݔ Ans: ܿ = ݕଵ ݁ + ܿଶ ݁ݔ െ sin ݔ+ cosݔ
ହ ହ
ଵ
6. ݕƍƍƍ െ ݕƍ = ݔ Ans: ܿ = ݕଵ + ܿଶ݁ ௫ + ܿଷ ݁ ି௫ െ ݔଶ
ଶ
ିଶ௫ ௫ ௫ ଵ ିଶ௫ ଶ
ƍƍ ƍ
7. ݕെ 2 ݕ+ = ݕ3݁ݔ Ans: ܿ = ݕଵ ݁ + ܿଶ ݁ݔ+ ଷ ݁ݔ + ଽ ݁ ିଶ௫
ସ
8. ݕƍƍ + 4 ݕƍ + 5 = ݕ4 ݔଶ Ans: ܿ = ݕଵ ݁ ିଶ௫ cos ݔ+ ܿଶ ݁ ିଶ௫ sin ݔ+ ହ ݔଶ
ଷଶ ଼଼
െ ݔ+
ଶହ ଵଶହ
ଵ
9. ݕƍƍƍ + 2 ݕƍƍ െ ݕƍ െ 2 ݁ = ݕସ௫ Ans: ܿ = ݕଵ ݁ ௫ + ܿଶ ݁ ି௫ + ܿଷ ݁ ିଶ௫ + ݁ ସ௫
ଽ
ଵ
10. ݕƍƍƍ െ 4 ݕƍƍ + ݕƍ + 6 = ݕ3 ݔ+ 4݁ ହ௫ Ans: ܿ = ݕଵ ݁ ି௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ଷ௫ + ݔ
ଶ
ଵ ହ௫ ଵ
+ ݁ െ
ଽ ଵଶ
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References
Clyde Love, Earl Rainville, Differential and Integral Calculus, 6th ed.,
(USA: Macmillan Publishing Co., Inc., 1981).
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