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Chapter Two Ordinary Differential Equation

CHAPTER TWO

Ordinary Differential Equation (ODE)

2.1 Basic Notions in Differential Equation

Definition. An equation containing the derivatives or differentials of one or more dependent


variables, with respect to one or more independent variables, is said to be a differential equation.

Examples of DEs

𝑑𝑦 𝑑2𝑦 𝑑𝑦
a. = 𝑘𝑥𝑦 c. +2 − 8𝑦 = 0
𝑑𝑥 𝑑𝑥 2 𝑑𝑥
𝑑𝑦 1+𝑥 2 𝜕𝑧 𝜕𝑧
b. = d. + = 𝑘𝑧
𝑑𝑥 1−𝑦 2 𝜕𝑥 𝜕𝑦

Definition. Equations which involve only one independent variable are called Ordinary
Differential Equations(ODE).

Examples of ODEs

𝑑2 𝑞 𝑑𝑞 𝑞
a. 𝑦 ′′ − 𝑦 ′ + 𝑥 = 0 c. 𝐿 2 + 2 𝑑𝑡 + 𝑐 = 𝐸𝑠𝑖𝑛(𝑤𝑡)
𝑑𝑡
𝑑2 𝑦 𝑑𝑦 2 2
b. 𝑐𝑜𝑠𝑥 𝑑 𝑥 2 + 𝑠𝑖𝑛𝑥 𝑑𝑥 + 8𝑦 = 𝑡𝑎𝑛𝑥 d. 𝑦 = 𝑥𝑦 ′ + 𝑦 ′

Definition. An equation involving the partial derivatives of one or more dependent variables of
two or more independent variables is called partial differential equation(PDE).

Examples of PDEs

𝜕𝑢 𝜕𝑣
a. = − 𝜕𝑥
𝜕𝑦

𝜕2𝑢 𝜕2𝑢 𝜕𝑢
b. = − 2 𝜕𝑡
𝜕𝑥2 𝜕𝑡2

Definition. The order of a differential equation is the order of the highest derivatives involved in
the differential equation.

Applied Mathematics III for Engineering and Sciences Page 57


Chapter Two Ordinary Differential Equation

Examples

𝑑𝑦
a. = 2𝑦 first order DE.
𝑑𝑥
𝑑2𝑦 𝑑𝑦 𝑦
b. . + 2 𝑑𝑡 + 4 = 𝑐𝑜𝑠𝑡 second order DE
𝑑𝑡 2
𝜕4𝑢 𝜕 3𝑢
c. 𝑎2 𝜕 𝑥 4 + 𝜕 𝑥 3 = 0 fourth order DE.

Definition. An 𝑛𝑡𝑕 order differential equation is said to be linear if it has of the form

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎 𝑛 −1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥 , with 𝑎𝑛 𝑥 ≠ 0.
𝑑𝑥 𝑑𝑥 𝑑𝑥

Examples

𝑑𝑦
a. 𝑥 𝑑𝑥 + 𝑦 = 0

b. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
c. 𝑥 3 − 𝑥2 + 3𝑥 + 5𝑦 = 𝑒 𝑥 are linear first, second and third-order ODEs,
𝑑𝑥3 𝑑𝑥2 𝑑𝑥

respectively.

Definition. An equation that is not linear is said to be non-linear.

Examples

𝑑3𝑦
a. + 𝑦2 = 0 non-linear third order ODE
𝑑𝑥 3
b. 𝑦𝑦 ′ + 2𝑦 + 𝑦 = 1 + 𝑥 2 non-linear first order ODE

𝑑𝑦 𝑑2𝑦 2
c. = 1+ non-linear second order ODE
𝑑𝑥 𝑑𝑥2

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Chapter Two Ordinary Differential Equation

Exercise 2.1

1. Write the order and the degree of the following differential equations.
3
3
𝑑2𝑦 𝑑𝑦 2 2 𝑑2𝑦 𝑑2𝑦 𝑑𝑦 4
a. + 𝑎2 𝑥 = 0 𝑏. 1+ = 𝑐. 𝑥 2 +𝑦 + 𝑦4 = 0
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥2 𝑑𝑥

2. Write whether the following differential equations are linear or not .


2
a. 𝑦 ′′ + 3 𝑦 ′ +𝑦 =0 b. 𝑦 ′ = 1 − 𝑦 2 − 𝑦
3. Give an example of each of the following type of differential equations.
a. A linear ordinary differential equation of second order and first degree.
b. A non-linear ordinary differential equation of second order and second degree.
c. A partial differential equation of second order and third degree.

2.2 Formation of Differential Equations

The differential equation can be formed by differentiating the ordinary equation and eliminating
the arbitrary constants.

Definition. Any function 𝑓 defined on some interval 𝐼 which when substituted in to a differential
equation reduces the equation to an identity, is said to be a solution of the equation on the
interval.

Examples

1. Verify that the indicated function is a solution of the given differential equation. Where
appropriate, 𝑐1 and 𝑐2 denote constants.
a. 𝑦 ′ = 1 + 𝑥 𝑙𝑛𝑥 + 1 − 𝑦; 𝑦 = 𝑥𝑙𝑛𝑥 + 𝑐1 𝑒 −𝑥 .

Solution

Differentiating the function 𝑦 = 𝑥𝑙𝑛𝑥 + 𝑐1 𝑒 −𝑥 with respect to 𝑥, we get

𝑦 ′ = 𝑙𝑛𝑥 + 1 − 𝑐1 𝑒 −𝑥 .

Now substitute to the differential equation 𝑦 ′ = 1 + 𝑥 𝑙𝑛𝑥 + 1 − 𝑦

⇒ 𝑙𝑛𝑥 + 1 − 𝑐1 𝑒 −𝑥 = 1 + 𝑥 𝑙𝑛𝑥 + 1 − 𝑥𝑙𝑛𝑥 + 𝑐1 𝑒 −𝑥

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Chapter Two Ordinary Differential Equation

⇒ 𝑙𝑛𝑥 + 1 − 𝑐1 𝑒 −𝑥 = 𝑙𝑛𝑥 + 𝑥𝑙𝑛𝑥 + 1 − 𝑥𝑙𝑛𝑥 − 𝑐1 𝑒 −𝑥


⇒ 𝑙𝑛𝑥 + 1 − 𝑐1 𝑒 −𝑥 = 𝑙𝑛𝑥 + 1 − 𝑐1 𝑒 −𝑥
0 = 0.

Hence the function is the solution of the differential equation.

b. 𝑦 ′′ + 𝑦 ′ 2
= 0; 𝑦 = 𝑙𝑛 𝑥 + 𝑐1 + 𝑐2 .

Solution. Find the first and the second derivatives of the function

𝑦 = 𝑙𝑛 𝑥 + 𝑐1 + 𝑐2 with respect to 𝑥.

1 −1
Thus 𝑦 ′ = and 𝑦 ′′ = .
𝑥+𝑐1 𝑥+𝑐1 2

Now substitute to the differential equation 𝑦 ′′ + 𝑦 ′ 2


= 0.

−1 1 2
⇒ 2 + =0
𝑥+𝑐1 𝑥+𝑐1

−1 1
⇒ 2 + =0
𝑥+𝑐1 𝑥+𝑐1 2

⇒ 0 = 0.

Hence the function is the solution of the differential equation.

2. Form a differential equation by eliminating arbitrary constants.


a. 𝑦 = 𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥.

Solution

Since, 𝑦 = 𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥

𝑑𝑦 𝑑2𝑦
= −𝑎𝑠𝑖𝑛𝑥 + 𝑏𝑐𝑜𝑠𝑥 and = −𝑎𝑐𝑜𝑠𝑥 − 𝑏𝑠𝑖𝑛𝑥 = − 𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥
𝑑𝑥 𝑑𝑥2

𝑑2𝑦
⇒ = −𝑦.
𝑑𝑥2

𝑑2𝑦
Hence, the required differential equation is + 𝑦 = 0.
𝑑𝑥 2

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Chapter Two Ordinary Differential Equation

b. 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑐𝑜𝑠𝑥.

Solution. Find the first and the second derivatives of the function

𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑐𝑜𝑠𝑥 with respect to 𝑥.

Thus, 𝑦 ′ = 𝑐1 𝑒 𝑥 − 𝑐2 𝑠𝑖𝑛𝑥 and 𝑦 ′′ = 𝑐1 𝑒 𝑥 − 𝑐2 𝑐𝑜𝑠𝑥

𝑦 ′′ − 𝑦 ′ = −𝑐2 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 = 𝑐2 𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥

and 𝑦 ′ − 𝑦 = −𝑐2 𝑠𝑖𝑛𝑥 − 𝑐2 𝑐𝑜𝑠𝑥 = −𝑐2 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 .

𝑦 ′′ −𝑦 ′ 𝑐2 𝑠𝑖𝑛𝑥 −𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥 −𝑐𝑜𝑠𝑥 −𝑠𝑖𝑛𝑥 +𝑐𝑜𝑠𝑥


Now we have = = =
𝑦 ′ −𝑦 −𝑐2 (𝑠𝑖𝑛𝑥 +𝑐𝑜𝑠𝑥 ) − 𝑠𝑖𝑛𝑥 +𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥 +𝑐𝑜𝑠𝑥

⇒ 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 (𝑦 ′′ − 𝑦 ′ ) = −𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 𝑦 ′ − 𝑦

⇒ 𝑦 ′′ 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 = 𝑦 −𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 + 𝑦 ′ 𝑐𝑜𝑠𝑥.

Hence, the required differential equation is

𝑦 ′′ 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 − 𝑦 ′ 𝑐𝑜𝑠𝑥 − 𝑦 𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥 = 0.

3. A series circuit contains a resistor, inductor and capacitor, shown in the figure. Determine
the DE for the charge on the capacitor if the inductance is 𝐿, the resistor is 𝑅, 𝐶 is the
capacitance and the impressed voltage is 𝐸 𝑡 .
L

Figure 2.1

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Chapter Two Ordinary Differential Equation

Solution

Kirchhoff’s second law states that the sum of the voltage drops across each part of the circuit is
the same as the impressed voltage 𝐸 𝑡 .

That is; 𝑉𝐿 + 𝑉𝑅 + 𝑉𝐶 = 𝐸 𝑡 .

The voltage drops across the

𝑑𝑖 𝑑 𝑑𝑞 𝑑2 𝑞
 inductor= 𝑉𝐿 = 𝐿 𝑑𝑡 = 𝐿 𝑑𝑡 = 𝐿 𝑑𝑡2
𝑑𝑡
𝑑𝑞
 resistor= 𝑉𝑅 = 𝑖𝑅 = 𝑅 𝑑𝑡
𝑞
 capacitor= 𝑉𝐶 = 𝐶

where 𝐿, 𝑅 and 𝐶 are constants called the inductance, resistance and capacitance,
respectively. Therefore, to determine 𝑞(𝑡) we must solve the second order DE.

Thus, 𝑉𝐿 + 𝑉𝑅 + 𝑉𝐶 = 𝐸 𝑡

2
⇒ 𝐿 𝑑𝑑 𝑡 𝑞2 + 𝑅 𝑑𝑞
𝑑𝑡
𝑞
+ 𝐶 = 𝐸 𝑡 is the required second order DE.

Definition. An equation of the form 𝐹 𝑥, 𝑦 = 𝐶 (where 𝐶 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡) defines at least one


function 𝑦 implicitly, and if 𝑦 satisfies a given differential equation by means of implicit
differentiation, then 𝐹 𝑥, 𝑦 = 𝐶 is called an implicit solution of the differential equation.

Examples

1. Let 𝑥 2 + 𝑦 2 = 4 for − 2 < 𝑥 < 2. Show that it is an implicit solution of the differential
𝑑𝑦 𝑥
equation 𝑑𝑥 = − 𝑦 .

Solution

Differentiating the equation 𝑥 2 + 𝑦 2 = 4 with respect to 𝑥, we have

𝑑𝑦
2𝑥 + 2𝑦 𝑑𝑥 = 0
𝑑𝑦
⇒ 2𝑦 = −2𝑥
𝑑𝑥

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Chapter Two Ordinary Differential Equation

𝑑𝑦 𝑥
⇒ =− .
𝑑𝑥 𝑦

Hence, the equation 𝑥 2 + 𝑦 2 = 4 is the solution of the differential equation.

2. Form the differential equation from the relation 𝑠𝑖𝑛−1 𝑥 + 𝑠𝑖𝑛−1 𝑦 = 𝐶.

Solution

Differentiating the equation 𝑠𝑖𝑛−1 𝑥 + 𝑠𝑖𝑛−1 𝑦 = 𝐶 with respect to 𝑥, we have

1 1 𝑑𝑦
+ =0
1−𝑥 2 1−𝑦 2 𝑑𝑥

𝑑𝑦 1−𝑦 2
or, =− is the required differential equation.
𝑑𝑥 1−𝑥 2

Differential Equation of a Family of Curves

Let 𝑦 = 𝑐𝑒 𝑥 be the solution of a differential equation. Then let us find the differential equation
of one parameter.

Then 𝑦 ′ = 𝑐𝑒 𝑥 ⇒ 𝑦 ′ = 𝑦

⇒ 𝑦 ′ − 𝑦 = 0 is the DE.

Suppose that we now seek to find the DE of the two-parameter family

𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2

The first two derivatives are 𝑦 ′ = 𝑐1 𝑒 𝑥 𝑎𝑛𝑑 𝑦 ′′ = 𝑐1 𝑒 𝑥

⇒ 𝑦 ′′ = 𝑦 ′ ⇒ 𝑦 ′′ − 𝑦 ′ = 0 is the DE.

Examples

1. Find the DE of the family of circles passing through the origin with center on the
𝑦 − 𝑎𝑥𝑖𝑠.

Solution

This family of circles Characterized by the one-parameter equation 𝑥 2 + 𝑦 2 = 𝑐𝑦.

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Chapter Two Ordinary Differential Equation

Thus, differentiating this equation with respect to 𝑥, we have

𝑑𝑦 𝑑𝑦 𝑥2 +𝑦2
2𝑥 + 2𝑦 𝑑𝑥 = 𝑐 𝑑𝑥 , 𝑐 = 𝑦

𝑑𝑦
⇒ 𝑥2 − 𝑦2 = 2𝑥𝑦.
𝑑𝑥

Hence the required DE is 𝑥 2 − 𝑦 2 𝑦 ′ − 2𝑥𝑦 = 0.

2. Find the DE that represent the family of straight lines passing through the point (2,1).

Solution.

Take one of the st-line that passes through the point (2,1) as shown in the figure,

(0, 𝑐) 𝑙

 (2,1)

Figure 2.1

where (0, 𝑐) is any point on the 𝑦 − 𝑎𝑥𝑖𝑠.

1−𝑐 1−𝑐
The equation of the st-line 𝑙 is given by 𝑦 = 𝑚𝑥 + 𝑐, where 𝑚 = 𝑠𝑙𝑜𝑝𝑒 = 2−0 = .
2

1−𝑐
Hence 𝑦 = 2
𝑥 + 𝑐 is the equation of the st-line. To find the DE we differentiate the equation
1−𝑐
𝑦= 2
𝑥 + 𝑐 with respect to 𝑥.

1−𝑐
We get 𝑦 ′ = . By eliminating the constant 𝑐 we obtain the following
2

𝑦 = 𝑦′ 𝑥 + 1 − 2𝑦′

⇒ 2 − 𝑥 𝑦 ′ = 𝑦 − 1 is the required DE.

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Chapter Two Ordinary Differential Equation

Definition. In the DE, the solution which contains one or more arbitrary constants is called the
general solution of the DE.

Definition. Any solution obtained from general solution by giving specific values to one or more
arbitrary constants is called a particular solution.

Definition. The problem of finding a particular solution of a DE that satisfies one or more initial
conditions is called initial value problem (IVP).

Examples

Verify that 𝑦 is the particular solution that satisfies the initial conditions
𝑑𝑦
1. + 5𝑦 = −4𝑒 −3𝑥 ; 𝑦 0 = −2, 𝑦 = −2𝑒 −3𝑥 .
𝑑𝑥

Solution

The function 𝑦 = −2𝑒 −3𝑥 satisfies the initial condition 𝑦 0 = −2. That is

𝑦 0 = −2𝑒 0 = −2 1 = −2

⇒ 𝑦 0 = −2.

Not let us check the function 𝑦 = −2𝑒 −3𝑥 is the particular solution of the DE

𝑑𝑦
+ 5𝑦 = −4𝑒 −3𝑥 .
𝑑𝑥

𝑑𝑦
Thus, + 5𝑦 = −4𝑒 −3𝑥
𝑑𝑥

⇒ 6𝑒−3𝑥 + 5 −2𝑒−3𝑥 = −4𝑒−3𝑥

⇒ −4𝑒−3𝑥 = −4𝑒−3𝑥 .

Hence, we verified that 𝑦 is the particular solution of the DE.

2
2. 𝑦′ = 4 𝑦 + 1 ; 𝑦 0 = 𝑦 2 = 0, 𝑦 = 𝑥 2 − 2𝑥.

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Chapter Two Ordinary Differential Equation

Solution

Let us substitute the function 𝑦 = 𝑥 2 − 2𝑥 to the DE 𝑦 ′ 2


=4 𝑦+1 .

2
Thus, 2𝑥 − 2 = 4 𝑥 2 − 2𝑥 + 1

⇒ 4𝑥2 − 8𝑥 + 4 = 4𝑥2 − 8𝑥 + 4

⇒ 0=0

and we have 𝑦 0 = 02 − 2 0 = 0 and 𝑦 2 = 22 − 2 2 = 4 − 4 = 0

⇒ 𝑦 0 = 𝑦 2 = 0.

2
Hence 𝑦 is the particular solution of the DE 𝑦′ = 4 𝑦+1 .

Exercise 2.2

1. Show that if 𝑦 2 = 8𝑥 + 16, then 𝑦 satisfies the DE 𝑦 = 2𝑥𝑦 ′ + 𝑦 𝑦 ′ 2


for 𝑦 ≠ 0.
2. Find a DE by eliminating arbitrary constants from the given function.
a. 𝑦 2 = 4𝑎 𝑥 + 𝑎
b. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥
2𝑐𝑒 2𝑥
c. 𝑦 = 1+𝑐𝑒 2𝑥

d. 𝑦𝑐 = 𝑒 𝑥 𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥
e. 𝑦 = 𝑎𝑒 3𝑥 + 𝑏𝑒 2𝑥 + 𝑐𝑒 𝑥
3. Find the DE of the family of parabolas whose vertex and focus are on the
a. 𝑦 − 𝑎𝑥𝑖𝑠 b. 𝑥 − 𝑎𝑥𝑖𝑠
𝑥 1
4. Show that if 𝑦 = 𝑐𝑐𝑜𝑠𝑕 , then 𝑦 satisfies the DE 𝑦 ′′ = 𝑐 1 + 𝑦 ′ 2 .
𝑐
−1 𝑥
5. Eliminate 𝐶 from the equation 𝑦 = 𝐶𝑒 𝑠𝑖𝑛 .
6. Form the DE of all circles with their centers on the line 𝑦 = 2𝑥.

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Chapter Two Ordinary Differential Equation

2.3. Separable Differential Equations

An explicit ODE of the first order, 𝑦 ′ = 𝑓(𝑥, 𝑦) is said to be separable if 𝑓 𝑥, 𝑦 = 𝑔 𝑥 𝑕(𝑦).


That is, 𝑦 ′ = 𝑔 𝑥 𝑕(𝑦). The solution is obtained by integration, i.e.,

𝑑𝑦
𝑦 ′ = 𝑑𝑥 = 𝑔 𝑥 𝑕(𝑦)

1
or 𝑑𝑦 = 𝑔 𝑥 𝑑𝑥.
𝑕 (𝑦)

Remark

Many DEs can be reduced to variable separable form by making suitable substitution. For
𝑑𝑦
instance, the equation of the form = 𝑓(𝑎𝑥 + 𝑏𝑦 + 𝐶) can be reduced to the form of variable
𝑑𝑥

separable by putting 𝑎𝑥 + 𝑏𝑦 + 𝐶 = 𝑢.

Examples

1. Solve the following DEs.


𝑑𝑦
a. 𝑥+1 = 𝑥 𝑦2 + 1 .
𝑑𝑥

Solution

𝑑𝑦
𝑥+1 = 𝑥 𝑦2 + 1
𝑑𝑥

⇒ 𝑥 + 1 𝑑𝑦 = 𝑥 𝑦 2 + 1 𝑑𝑥

𝑑𝑦 𝑥𝑑𝑥 1 1
⇒ 𝑦 2 +1 = 𝑥+1 ⇒ 𝑦 2 +1 𝑑𝑦 = 1 − 𝑥+1 𝑑𝑥.

Integrating both sides we have,

1 1
𝑑𝑦 = 1− 𝑑𝑥.
𝑦2 +1 𝑥+1

Hence, 𝑡𝑎𝑛−1 𝑦 = 𝑥 − ln x + 1 + 𝐶 is the required solution.

𝑑𝑦
b. 𝑥 4 + 𝑥 3 𝑦 = −sec⁡
(𝑥𝑦)
𝑑𝑥

Applied Mathematics III for Engineering and Sciences Page 67


Chapter Two Ordinary Differential Equation

Solution

𝑑𝑦
𝑥4 + 𝑥 3 𝑦 = −sec⁡
(𝑥𝑦)
𝑑𝑥
𝑑𝑦
⇒ 𝑥 3 𝑥 𝑑𝑥 + 𝑦 = − sec⁡
(𝑥𝑦)

𝑑𝑣 𝑑𝑦
Put 𝑣 = 𝑥𝑦, = 𝑥 𝑑𝑥 + 𝑦
𝑑𝑥

𝑑𝑣 𝑑𝑣 𝑑𝑥
⇒ 𝑥 3 𝑑𝑥 = −𝑠𝑒𝑐𝑣 ⇒ 𝑠𝑒𝑐𝑣 = − 𝑥 3

𝑑𝑥 1
⇒ 𝑐𝑜𝑠𝑣𝑑𝑣 = − ⇒ 𝑠𝑖𝑛𝑣 = 2𝑥 2 + 𝑐.
𝑥3

1
Hence, 𝑠𝑖𝑛𝑥𝑦 = 2𝑥 2 + 𝑐 is the solution.

c. cos 𝑥 + 𝑦 𝑑𝑦 = 𝑑𝑥.

Solution

cos 𝑥 + 𝑦 𝑑𝑦 = 𝑑𝑥

𝑑𝑦
⇒ = sec 𝑥 + 𝑦 .
𝑑𝑥

𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑧
On putting 𝑥 + 𝑦 = 𝑧, we get 1 + 𝑑𝑥 = 𝑑𝑥 or = 𝑑𝑥 − 1
𝑑𝑥

𝑑𝑧 𝑑𝑧
⇒ − 1 = 𝑠𝑒𝑐𝑧 or = 1 + 𝑠𝑒𝑐𝑧
𝑑𝑥 𝑑𝑥

𝑑𝑧 𝑐𝑜𝑠𝑧
⇒ = 𝑑𝑥 or 𝑑𝑧 = 𝑑𝑥.
1+𝑠𝑒𝑐𝑧 𝑐𝑜𝑠𝑧 +1

Integrating both sides , we have

𝑐𝑜𝑠𝑧 1
𝑑𝑧 = 𝑑𝑥 + 𝑐 or 1− 𝑑𝑧 = 𝑥 + 𝑐
𝑐𝑜𝑠𝑧 + 1 𝑐𝑜𝑠𝑧 + 1

1
⇒ 1− 𝑧 𝑑𝑧 = 𝑥 + 𝑐
2𝑐𝑜𝑠 2 −1+1
2

Applied Mathematics III for Engineering and Sciences Page 68


Chapter Two Ordinary Differential Equation

1 𝑧 𝑧
⇒ 1 − 2 𝑠𝑒𝑐 2 𝑑𝑧 = 𝑥 + 𝑐 or 𝑧 − 𝑡𝑎𝑛 = 𝑥+𝑐
2 2

𝑥+𝑦
⇒ 𝑥 + 𝑦 − 𝑡𝑎𝑛 = 𝑥 + 𝑐.
2

𝑥+𝑦
Hence, 𝑦 − 𝑡𝑎𝑛 = 𝑐 is the solution.
2

𝑦𝑑𝑥 −𝑥𝑑𝑦 𝑑𝑥
d. 2 = .
𝑥−𝑦 2 1−𝑥 2

Solution

− 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑑𝑥
=
𝑦 2 2 1 − 𝑥2
1 − 𝑥 𝑥2

𝑦 𝑥𝑑𝑦 −𝑦𝑑𝑥
Put 𝑥 = 𝑣, = 𝑑𝑣
𝑥2

𝑑𝑣 𝑑𝑥
− = , integrating both sides we get,
1−𝑣 2 2 1−𝑥 2

𝑑𝑣 𝑑𝑥
− 2 =
1−𝑣 2 1−𝑥 2

1 1
− 1−𝑣 = 2 𝑠𝑖𝑛−1 𝑥 + 𝑐

𝑥 1
or, = 2 𝑠𝑖𝑛−1 𝑥 + 𝑐 is the required solution.
𝑦−𝑥

2. Solve the given DE subject to the indicated initial conditions.


𝑑𝑦 𝜋
a. 𝑥 𝑑𝑥 + 𝑐𝑜𝑡𝑦 = 0, 𝑦 2 = 4.

Solution

𝑑𝑦
𝑥 + 𝑐𝑜𝑡𝑦 = 0
𝑑𝑥

𝑑𝑥
⇒ 𝑥𝑑𝑦 = −𝑐𝑜𝑡𝑦𝑑𝑥 or 𝑡𝑎𝑛𝑦𝑑𝑦 = − 𝑥
𝑑𝑥
⇒ 𝑡𝑎𝑛𝑦𝑑𝑦 = − + 𝑙𝑜𝑔𝐴 or 𝑙𝑜𝑔𝑠𝑒𝑐𝑦 = −𝑙𝑜𝑔𝑥 + 𝑙𝑜𝑔𝐴
𝑥

Applied Mathematics III for Engineering and Sciences Page 69


Chapter Two Ordinary Differential Equation

𝑥
⇒ 𝑙𝑜𝑔𝑠𝑒𝑐𝑦 + 𝑙𝑜𝑔𝑥 = 𝑙𝑜𝑔𝐴 or 𝑙𝑜𝑔 = 𝑙𝑜𝑔𝐴
𝑐𝑜𝑠𝑦

⇒ 𝑥 = 𝐴𝑐𝑜𝑠𝑦.

𝜋 𝜋 𝐴
On putting 𝑦 = and 𝑥 = 2, we get 2 = 𝐴𝑐𝑜𝑠 or 2=
4 4 2

⇒ 𝐴 = 2.

Substituting the value of 𝐴 we have 𝑥 = 2𝑐𝑜𝑠𝑦.

b. 𝑥 2 𝑦 ′ = 𝑦 − 𝑥𝑦, 𝑦 −1 = −1.

Solution

𝑑𝑦
𝑥2 = 𝑦(1 − 𝑥)
𝑑𝑥
𝑑𝑦 1−𝑥
⇒ = 𝑑𝑥
𝑦 𝑥2
𝑑𝑦 1−𝑥
⇒ = 𝑑𝑥
𝑦 𝑥2
−1 −1
⇒ 𝑙𝑛𝑦 = − 𝑙𝑛𝑥 + 𝐶 or 𝑙𝑛𝑥𝑦 = + 𝐶.
𝑥 𝑥

Now put 𝑥 = 𝑦 = −1, we get 𝑙𝑛1 = 1 + 𝐶 ⇒ C = −1.

1
Hence, 𝑙𝑛𝑥𝑦 = 𝑒 − 1+
𝑥 is the required solution.

3 . An object of mass 𝑚 is moving horizontally through a medium which resists the motion with
a force that is a function of the velocity.

Suppose that the resisting force is proportional to the velocity, that is, 𝑓 𝑣 = −𝑘𝑣, 𝑘 is a
positive constant. Let 𝑣 0 = 𝑣0 be the initials of 𝑣. Determine 𝑣 at any time 𝑡.

Solution

𝑑𝑣
By using Newton second law of motion, we have 𝐹 = 𝑚𝑎 = 𝑚 𝑑𝑡 = 𝑓 𝑣 = −𝑘𝑣.

𝑑𝑣
⇒ 𝑚 = −kv or mdv = −kvdt
𝑑𝑡

Applied Mathematics III for Engineering and Sciences Page 70


Chapter Two Ordinary Differential Equation

1 −k
⇒ dv = dt.
v m

Integrating both sides we have

1 −𝑘
𝑑𝑣 = 𝑑𝑡
𝑣 𝑚

−k
⇒ lnv = t + a, a is constant
m

−k
⇒ V t = Ce m t , where C = ea .

−k
To find C we use 𝑣 0 = 𝑣0 ⇒ v 0 = Ce m (0) = 𝑣0

⇒ C = 𝑣0 .

−k
Hence V t = 𝑣0 e m t is the velocity at a time t.

Exercise 2.3

Solve the following Differential Equations.

a.  y  x   a y 2  
dy dy
 dx   dx 
dy x(2 log x  1)
b. 
dx sin y  y cos y
c. 3𝑒 𝑥 𝑡𝑎𝑛𝑦𝑑𝑥 + 1 − 𝑒 𝑥 𝑠𝑒𝑐 2 𝑦𝑑𝑦 = 0
𝑑𝑦
d. 𝑑𝑥
+ 𝑥 2 = 𝑥 2 𝑒 3𝑦
2 𝑑𝑦
e. 𝑥+𝑦+1 𝑑𝑥
=1

2 𝑑𝑦 𝑑𝑦
f. 𝑥+𝑦 𝑥 𝑑𝑥 + 𝑦 = 𝑥𝑦 1 + 𝑑𝑥
𝒚 𝒅𝒚 𝟐 𝒙𝟐 +𝒚𝟐 −𝟏
g. + = 0.
𝒙 𝒅𝒙 𝒙𝟐 +𝒚𝟐 +𝟏

Applied Mathematics III for Engineering and Sciences Page 71


Chapter Two Ordinary Differential Equation

2.4. Homogenous Differential Equations

𝑑𝑦 𝑓(𝑥,𝑦)
Definition. A DE of the form = is called homogeneous DE of first order, if
𝑑𝑥 ∅(𝑥,𝑦)

𝑓 𝑥, 𝑦 and ∅(𝑥, 𝑦) are homogenous functions of the same degree.

𝑑𝑦 𝑦
Note: We may write homogeneous DE as 𝑑𝑥 = 𝑓 .
𝑥

𝑑𝑦 𝑑𝑣
To solve such equation, we substitute 𝑦 = 𝑣𝑥. Then 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 .

𝑑𝑣 𝑑𝑣 𝑑𝑥
The given equation reduces to 𝑣 + 𝑥 𝑑𝑥 = 𝐹 𝑣 . That is, 𝐹 = , which is variable separable
𝑣 −𝑣 𝑥

form and can be solved by the separable method.

Examples

Solve the following DEs.

1 . 2𝑥𝑦 + 𝑥 2 𝑦 ′ = 3𝑦 2 + 2𝑥𝑦.

Solution

𝒅𝒚 𝑑𝑦 3𝑦 2 +2𝑥𝑦
We have, 2𝑥𝑦 + 𝑥 2 = 3𝑦 2 + 2𝑥𝑦 ⇒ 𝑑𝑥 = .
𝒅𝒙 2𝑥𝑦 +𝑥 2

𝑑𝑦 𝑑𝑣
Put 𝑦 = 𝑣𝑥 so that = 𝑣 + 𝑥 𝑑𝑥 . On substituting, the given equation becomes
𝑑𝑥

𝑑𝑣 3𝑣 2 𝑥 2 +2𝑣𝑥 2 3𝑣 2 +2𝑣
𝑣 + 𝑥 𝑑𝑥 = =
2𝑣𝑥 2 +𝑥 2 2𝑣+1

𝑑𝑣 3𝑣 2 +2𝑣−2𝑣 2 −𝑣 𝑣 2 +𝑣
⇒ 𝑥 𝑑𝑥 = = 2𝑣+1
2𝑣+1

2𝑣+1 𝑑𝑥 2𝑣+1 𝑑𝑥
⇒ 𝑑𝑣 = ⇒ 𝑑𝑣 =
𝑣 2 +𝑣 𝑥 𝑣 2 +𝑣 𝑥

⇒ 𝑙𝑛 𝑣 2 + 𝑣 = 𝑙𝑛𝑥 + 𝑙𝑛𝐶

𝑦2 𝑦
⇒ 𝑣 2 + 𝑣 = 𝐶𝑥 or + 𝑥 = 𝐶𝑥.
𝑥2

Therefore, 𝑦 2 + 𝑥𝑦 = 𝐶𝑥 3 is the required solution.

Applied Mathematics III for Engineering and Sciences Page 72


Chapter Two Ordinary Differential Equation

𝑑𝑦 𝑦 𝑦
2. = 𝑥 + 𝑥𝑠𝑖𝑛 .
𝑑𝑥 𝑥

Solution

𝑑𝑦 𝑑𝑣
Put 𝑦 = 𝑣𝑥 so that = 𝑣 + 𝑥 𝑑𝑥 . On substituting, the given equation becomes
𝑑𝑥

𝑑𝑣 𝑑𝑣
𝑣 + 𝑥 𝑑𝑥 = 𝑣 + 𝑥𝑠𝑖𝑛𝑣 ⇒ 𝑥 𝑑𝑥 = 𝑥𝑠𝑖𝑛𝑣

𝑑𝑣 dv
⇒ = sinv or = dx
𝑑𝑥 sinv

⇒ 𝑐𝑜𝑠𝑒𝑐𝑣 𝑑𝑣 = 𝑑𝑥

𝑣
or, 𝑙𝑛 𝑡𝑎𝑛 = 𝑥 + 𝐶.
2

𝑦
Therefore, the required solution is given by 𝑙𝑛 𝑡𝑎𝑛 = 𝑥 + 𝐶.
2𝑥

𝑥 𝑥
𝑥
3 . 1 + 𝑒 𝑦 𝑑𝑥 + 𝑒 𝑦 1 − 𝑦 𝑑𝑦 = 0.

Solution
𝑥
𝑥
𝑑𝑦 𝑒 𝑦 1−
𝑦
The given equation can be written as 𝑑𝑥 = − 𝑥 .
1+𝑒 𝑦

Both the numerator and the denominator on the right hand side are homogeneous functions of
degree 0. Now substituting 𝑥 = 𝑣𝑦, we have

𝑑𝑥 𝑑𝑣 𝑑𝑣 −𝑒 𝑣 (1 − 𝑣)
=𝑣+𝑦 or 𝑣 + 𝑦 =
𝑑𝑦 𝑑𝑦 𝑑𝑦 1 + 𝑒𝑣

𝑑𝑣 𝑒𝑣 + 𝑣 1 + 𝑒𝑣 𝑑𝑦
⇒ y =− 𝑣
or − 𝑣
𝑑𝑣 = .
𝑑𝑦 1+𝑒 𝑣+𝑒 𝑦

Integrating both sides, we get

1 + 𝑒𝑣 𝑑𝑦 𝑑𝑧 𝑑𝑦
− 𝑑𝑣 = or =− , where 𝑧 = 𝑣 + 𝑒 𝑣
𝑣 + 𝑒𝑣 𝑦 𝑧 𝑦

Applied Mathematics III for Engineering and Sciences Page 73


Chapter Two Ordinary Differential Equation

⇒ lnz = −lny + C or ln 𝑣 + 𝑒 𝑣 = −lny + C

𝑥 𝑥
⇒ ln 𝑣 + 𝑒 𝑣 y = C or ln + 𝑒 𝑦 y = C.
𝑦

𝑥
Hence the required solution is given by 𝑥 + 𝑦𝑒 𝑦 = 𝐾, where 𝑘 = 𝑒 𝐶 .

Exercise 2.4

Solve the following differential equations

𝑑𝑦 1−𝑦 2
a. =
𝑑𝑥 1−𝑥 2
1 1
b. 𝑦 1 + 𝑥 2 2 𝑑𝑦 + 𝑥 1 + 𝑦 2 2 𝑑𝑥 = 0
c. 3𝑒 𝑥 𝑡𝑎𝑛𝑦𝑑𝑥 + 1 − 𝑒 𝑥 𝑠𝑒𝑐 2 𝑦𝑑𝑦 = 0
2 𝑑𝑥
d. 4𝑥 + 𝑦 =1
𝑑𝑦
𝑑𝑦
e. = 1 + tan⁡
(𝑦 − 𝑥)
𝑑𝑥
𝑑𝑦 2
f. = 4𝑥 + 𝑦 + 1
𝑑𝑥
1+𝑦 2
g. 𝑦𝑦 ′ = 1 + 𝑥 + 𝑥2
𝑥+𝑥 3

𝑦 𝑑𝑦 2 𝑥 2 +𝑦 2 −1
h. + =0
𝑥 𝑑𝑥 𝑥 2 +𝑦 2 +1

2 𝑑𝑦 𝑑𝑦
i. 𝑥+𝑦 𝑥 𝑑𝑥 + 𝑦 = 𝑥𝑦 1 + 𝑑𝑥

j. 𝑥 4 𝑦 ′ + 𝑥 3 𝑦 + 𝑐𝑜𝑠𝑒𝑐 𝑥𝑦 = 0
𝑦 𝑑𝑦 𝑦
k. 𝑥𝑠𝑖𝑛 = 𝑦𝑠𝑖𝑛 +𝑥
𝑥 𝑑𝑥 𝑥
𝑑𝑦 𝑦
l. = 𝑥
𝑑𝑥 −2
𝑦
𝑥+𝑦𝑒

Applied Mathematics III for Engineering and Sciences Page 74


Chapter Two Ordinary Differential Equation

2.5. Exact Differential Equations

Definition. The equation of the form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is said to be exact DE


if there is a function 𝑓 of two variables with continuous partial derivatives such that

𝑓𝑥 𝑥, 𝑦 = 𝑀 and 𝑓𝑦 𝑥, 𝑦 = 𝑁.

Equivalently, if 𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 , 𝑡𝑕𝑒𝑛 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is an exact DE.

Method of Solving Exact DE.

Step i) Integrate 𝑀 with respect to 𝑥 keeping 𝑦 constant

ii) Integrate 𝑁 with respect to 𝑦, only those terms of 𝑁 which do not contain 𝑥

iii) Result (i) + Result (ii) = constant

That is, the solution is given by;

𝑀𝑑𝑥 + (terms of N that do not contain 𝑥)𝑑𝑦 = 𝐶.

Remark.

A separable ODE need not be exact. For instance,

𝑥𝑠𝑖𝑛 𝑦 𝑑𝑥 + 𝑥 2 + 1 cos 𝑦 𝑑𝑦 = 0.

Examples

1. Determine whether the given DE is exact. If exact, solve it.


a. 𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦 = 0.

Solution

Here 𝑀 = 𝑥2 𝑦3 and 𝑁 = 𝑥3 𝑦2 . Thus we have

𝑀𝑦 = 3𝑥 2 𝑦 2 and 𝑁𝑥 = 3𝑥 2 𝑦 2 .

Since 𝑀𝑦 = 𝑁𝑥 , then the given DE is exact.

Applied Mathematics III for Engineering and Sciences Page 75


Chapter Two Ordinary Differential Equation

Now,

𝑀𝑑𝑥 + (terms of N that do not contain 𝑥)𝑑𝑦 = 𝐶

𝑥2 𝑦3 𝑑𝑥 + 0𝑑𝑦 = 𝐶

1
⇒ 𝑥 3 𝑦 3 + 0 = 𝐶.
3

Therefore, 𝑥 3 𝑦 3 = 𝑘, 𝑘 = 3𝐶 is the required solution.

Alternative Method
Let 𝑓𝑥 𝑥, 𝑦 = 𝑀 = 𝑥 2 𝑦 3 and 𝑓𝑦 𝑥, 𝑦 = 𝑁 = 𝑥 3 𝑦 2 (*)

Then 𝑓𝑥 𝑥, 𝑦 𝑑𝑥 = 𝑥 2 𝑦 3 𝑑𝑥

1
⇒ 𝑓 𝑥, 𝑦 = 3 𝑥 3 𝑦 3 + 𝑔 𝑦 .

Now differentiating both sides with respect to 𝑦 we get

𝑓𝑦 𝑥, 𝑦 = 𝑥 3 𝑦 3 + 𝑔′ 𝑦 = 𝑥 3 𝑦 3 just from (*)

⇒ 𝑔′ 𝑦 = 0 or 𝑔 𝑦 = 𝐶.

1
Hence 𝑓 𝑥, 𝑦 = 3 𝑥 3 𝑦 3 + 𝐶 = 0 or 𝑥 3 𝑦 3 = 𝑘, 𝑘 = −3𝐶 is the required solution.

𝑥 𝑥
𝑥
b . 1 + 𝑒 𝑦 𝑑𝑥 + 𝑒 𝑦 1 − 𝑦 𝑑𝑦 = 0.

Solution

𝑥 𝑥
𝑥
Let 𝑀 = 1 + 𝑒 𝑦 and 𝑁 = 𝑒 𝑦 1 − 𝑦 . Then we have

𝑥 −𝑥 𝑥 −𝑥
𝑀𝑦 = 𝑒 𝑦 and 𝑁𝑥 = 𝑒 𝑦
𝑦2 𝑦2

⇒ 𝑀𝑦 = 𝑁𝑥

Applied Mathematics III for Engineering and Sciences Page 76


Chapter Two Ordinary Differential Equation

Therefore, the given DE is exact.

Now we have
𝑀𝑑𝑥 + (terms of N that do not contain 𝑥)𝑑𝑦 = 𝐶

𝑥
⇒ 1 + 𝑒 𝑦 𝑑𝑥 + 0𝑑𝑦 = 𝐶

𝑥
⇒ 𝑥 + 𝑦𝑒 𝑦 = 𝐶 is the required solution.

C . 1 − 2𝑥 2 − 2𝑦 𝑦 ′ = 4𝑥 3 + 4𝑥𝑦.

Solution

The equation can be written as 4𝑥 3 + 4𝑥𝑦 𝑑𝑥 + −1 + 2𝑥 2 + 2𝑦 𝑑𝑦 = 0.

Let 𝑀 = 4𝑥3 + 4𝑥𝑦 and 𝑁 = −1 + 2𝑥2 + 2𝑦2 . Then

𝑀𝑦 = 4𝑥 and 𝑁𝑥 = 4𝑥

⇒ 𝑀𝑦 = 𝑁𝑥

Therefore, the given DE is exact.

Hence 𝑀𝑑𝑥 + (terms of N that do not contain 𝑥)𝑑𝑦 = 𝐶

4𝑥3 + 4𝑥𝑦 𝑑𝑥 + (−1 + 2𝑦 )𝑑𝑦 = 𝐶

⇒ 𝑥 4 + 2𝑥 2 𝑦 − 𝑦 + 𝑦 2 = 𝐶 is the required solution.

d. 𝑥 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦 + 𝑥 2 − 1 𝑑𝑦 = 0, 𝑦 1 = 1.

Solution

2
Let 𝑀 = 𝑥 + 𝑦 = 𝑥2 + 2𝑥𝑦 + 𝑦2 and 𝑁 = 2𝑥𝑦 + 𝑥2 − 1. Then

𝑀𝑦 = 2𝑥 + 2𝑦 and 𝑁𝑥 = 2𝑥 + 2𝑦

⇒ 𝑀𝑦 = 𝑁𝑥

Applied Mathematics III for Engineering and Sciences Page 77


Chapter Two Ordinary Differential Equation

Therefore, the given DE is exact.

Hence, the general solution is given by

𝑀𝑑𝑥 + terms of N that do not contain 𝑥 𝑑𝑦 = 𝐶

𝑥 2 + 2𝑥𝑦 + 𝑦 2 𝑑𝑥 − 1𝑑𝑦 = 𝐶

1
⇒ 𝑥 3 + 𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 = 𝐶.
3

To find the particular solution we use 𝑦 1 = 1.

1 3 2 2
Thus, 1 + 1 1 + (1) 1 −1=𝐶
3

4
⇒ C = 3.

1 4
Hence, 𝑥 3 + 𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 = 3 is the particular solution.
3

2 . Find the value of k so that the DE 𝑦 3 + 𝑘𝑥𝑦 4 − 2𝑥 𝑑𝑥 + 3𝑥𝑦 2 + 2𝑥 2 𝑦 3 𝑑𝑦 = 0 is exact.

Solution

Let 𝑀 = 𝑦3 + 𝑘𝑥𝑦4 − 2𝑥 and 𝑁 = 3𝑥𝑦2 + 2𝑥2 𝑦3 . Then

𝑀𝑦 = 3𝑦 2 + 4𝑘𝑥𝑦 3 and 𝑁𝑥 = 3𝑦 2 + 4𝑥𝑦 3

Since the DE is exact we have 𝑀𝑦 = 𝑁𝑥


⇒ 3𝑦 2 + 4𝑘𝑥𝑦 3 = 3𝑦 2 + 4𝑥𝑦 3
⇒ 𝑘 = 1.

Applied Mathematics III for Engineering and Sciences Page 78


Chapter Two Ordinary Differential Equation

Exercise 2.5

1. Solve the following differential equations

1
a. 𝑦 1 + 𝑥 + 𝑐𝑜𝑠𝑦 𝑑𝑥 + 𝑥 + 𝑙𝑜𝑔𝑥 − 𝑥𝑠𝑖𝑛𝑦 𝑑𝑦 = 0
2𝑥 𝑦 2 −3𝑥 2
b. 𝑑𝑥 + 𝑑𝑦 = 0
𝑦3 𝑦4

c. 𝑎𝑥 + 𝑕𝑦 + 𝑔 𝑑𝑥 + 𝑕𝑥 + 𝑏𝑦 + 𝑓 𝑑𝑦 = 0
d. 𝑥 3 − 3𝑥𝑦 2 𝑑𝑥 + 𝑦 3 − 3𝑥 2 𝑦 𝑑𝑦 = 0, 𝑦 0 = 1
e. 𝑥 − 𝑦 𝑑𝑥 − 𝑑𝑦 = 𝑑𝑥 + 𝑑𝑦.

2. Find value of 𝜆, for which the DE 𝑥𝑦 2 + 𝜆𝑥 2 𝑦 𝑑𝑥 + 𝑥 + 𝑦 𝑥 2 𝑑𝑦 = 0 is exact. Solve the

equation for this value of 𝜆 .

3. The DE 𝑎𝑦 2 + 𝑥 + 𝑥 8 𝑑𝑥 + 𝑦 8 − 𝑦 + 𝑏𝑥𝑦 𝑑𝑦 = 0 is exact if

a. 𝑏 = 𝑎, 𝑏. 𝑏 = 2𝑎, 𝑐. 𝑎 = 1 and 𝑏 = 3, 𝑑. 𝑏 ≠ 2𝑎.

2.6. Linear First Order Differential Equations

A linear first order differential equation has the form

𝑑𝑦
+𝑝 𝑥 𝑦 =𝑞 𝑥 , (1)
𝑑𝑥

where 𝑝 and 𝑞 are either constants or functions of 𝑥 only. This equation also called Leibnitz’s
𝑑𝑦
linear differential equation. The equation 𝑓 ′ 𝑥 = 𝑘𝑓(𝑥) which in the notion of DE is = 𝑘𝑦
𝑑𝑥

is the special case of equation (1) above for which 𝑝 𝑥 = −𝑘 and 𝑞 𝑥 = 0.

Integrating Factor

It may be noticed that sometimes a DE becomes exact after it has been multiplied by a suitable
factor called the integrating factor(IF). Let us suppose the DE

𝑑𝑦
+𝑝 𝑥 𝑦=𝑞 𝑥 (∗)
𝑑𝑥

Applied Mathematics III for Engineering and Sciences Page 79


Chapter Two Ordinary Differential Equation

is written in the differential form 𝑑𝑦 + 𝑝 𝑥 𝑦 − 𝑞(𝑥) 𝑑𝑥 = 0.

Now let us multiply all of the terms by 𝜇(𝑥).

Thus , 𝜇 𝑥 𝑑𝑦 + 𝜇(𝑥) 𝑝 𝑥 𝑦 − 𝑞(𝑥) 𝑑𝑥 = 0 is exact DE.

Hence we have the following

𝜕 𝜕
𝜇 𝑥 = 𝜕𝑦 𝜇 𝑥 𝑝 𝑥 𝑦 − 𝑞(𝑥)
𝜕𝑥

dμ 1
⇒ = μp x or dμ = p(x)dx
dx μ

p x dx
⇒ lnμ = p x dx ⇒ μ x =e .

p x dx
Thus the function μ x = e is an integrating factor.

p x dx
To find the solution of equation (*) we multiply each of the terms by the IF μ x = e .

p x dx 𝑑𝑦 p x dx p x dx
We thus get e +e p x y=e q(x)
𝑑𝑥

d p x dx p x dx
⇒ e y =e q x .
dx

Now integrate both sides with respect to x

d p x dx p x dx
e y dx = e q(x)dx
dx

p x dx p x dx
⇒ e y= e q(x) dx + C

⇒ y = e− p x dx
e p x dx
q(x)dx + 𝐶e− p x dx
.

Hence the general solution is given by y = e− p x dx


e p x dx
q(x)dx + 𝐶 .

Applied Mathematics III for Engineering and Sciences Page 80


Chapter Two Ordinary Differential Equation

Examples

𝑑𝑦
1 . Let 𝑎 and 𝑏 be constants, with 𝑎 ≠ 0. Find the general solution of + 𝑎𝑦 = 𝑏.
𝑑𝑥

Solution

p x dx adx
We have 𝑝 𝑥 = 𝑎 and 𝑞 𝑥 = 𝑏. Hence the IF is μ x = e =e = eax .

Thus, 𝑦 = e− p(x)dx
q x e adx
dx + C

⇒ y = e− adx
be adx
dx + C

b ax
⇒ y = e−ax beax dx + C or y = e−ax e +C .
a

b
Hence, the solution is given by y = a + Ce−ax .

2 . Solve the following differential equations.

𝑑𝑦
a. 𝑥+1 − 𝑦 = 𝑒 𝑥 𝑥 + 1 2.
𝑑𝑥

𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧

𝑑𝑦 𝑦
The equation can be written as 𝑑𝑥 − 𝑥+1 = 𝑒 𝑥 𝑥 + 1 .

1
We have 𝑝 𝑥 = − 𝑥+1 and 𝑞 𝑥 = 𝑒 𝑥 𝑥 + 1 . The general solution is given by

y = e− p x dx
e p x dx
q(x)dx + 𝐶

1 1
⇒ y = e− −
𝑥+1
dx
e − dx
𝑥+1 𝑒 𝑥 𝑥 + 1 dx + 𝐶

⇒ y = eln ⁡(x+1) e−ln⁡(x+1) 𝑒 𝑥 𝑥 + 1 dx + 𝐶

1
⇒ y = (x + 1) 𝑒 𝑥 𝑥 + 1 dx + 𝐶
x+1

Applied Mathematics III for Engineering and Sciences Page 81


Chapter Two Ordinary Differential Equation

⇒ y= x+1 𝑒 𝑥 dx + 𝐶

⇒ y = x + 1 ex + C .

Hence, y = (x + 1) ex + C is the required solution.

𝑑𝑦
b. 𝑥 𝑥−1 − 𝑥 − 2 𝑦 = 𝑥 2 2𝑥 − 1 .
𝑑𝑥

𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧

𝑑𝑦 𝑥−2 𝑥 2 2𝑥−1 𝑥 2𝑥−1


The equation can be written as − 𝑥(𝑥−1) 𝑦 = = .
𝑑𝑥 𝑥(𝑥−1) (𝑥−1)

𝑥 −2 𝑥 2𝑥−1 p x dx
We have 𝑝 𝑥 = − and 𝑞 𝑥 = . e q x dx.
𝑥(𝑥−1) (𝑥−1)

The general solution is given by

y = e− p x dx
+𝐶

𝑥 −2 𝑥 −2
— dx − dx 𝑥 2𝑥−1
⇒ y=e 𝑥 𝑥 −1 e 𝑥 (𝑥−1) dx + 𝐶
(𝑥−1)

x2 x − 1 𝑥 2𝑥 − 1
⇒ y= dx + 𝐶
x−1 x 2 (𝑥 − 1)

x2 2𝑥−1
⇒ y = x−1 dx + 𝐶
𝑥

x2 1
⇒ y= 2− dx + 𝐶
x−1 𝑥

x2
⇒ y= 2𝑥 − 𝑙𝑛𝑥 + 𝐶 .
x−1

x2
Hence, y = x−1 2𝑥 − 𝑙𝑛𝑥 + 𝐶 is the required solution.

c . 𝑥 − 𝑙𝑛𝑦 𝑑𝑦 + 𝑦𝑙𝑛𝑦 𝑑𝑥 = 0.

Applied Mathematics III for Engineering and Sciences Page 82


Chapter Two Ordinary Differential Equation

𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧

The given equation is not linear in 𝑦 with the presence of 𝑙𝑛𝑦 term. The equation can be written
as 𝑦 𝑙𝑛𝑦 𝑑𝑥 = 𝑙𝑛𝑦 − 𝑥 𝑑𝑦

𝑑𝑥 𝑙𝑛𝑦 −𝑥 dx x 1
or, = ⇒ + ylny = y .
𝑑𝑦 𝑦𝑙𝑛𝑦 dy

𝑑𝑥
This equation is of the form + 𝑝 𝑦 𝑥 = 𝑞(𝑦). Hence the general solution is given by
𝑑𝑦

𝑥 = 𝑒− 𝑝 𝑦 𝑑𝑦
𝑒 𝑝 𝑦 𝑑𝑦
𝑞 𝑦 +𝐶

1 1 1
− 𝑑𝑦 𝑑𝑦
⇒ x=𝑒 ylny 𝑒 ylny +𝐶
y

1
⇒ x = 𝑒 − ln 𝑙𝑛𝑦
𝑒 ln 𝑙𝑛𝑦
+𝐶
y

1 1
⇒ x= 𝑙𝑛𝑦 + 𝐶
𝑙𝑛𝑦 y

1 𝑙𝑛𝑦 2 lny C
⇒ x = 𝑙𝑛𝑦 +𝐶 ⇒x= + lny .
2 2

lny C
Hence, x = + is the required solution.
2 lny

𝑑𝑦 𝜋
3 . If + 2𝑦𝑡𝑎𝑛𝑥 = 𝑠𝑖𝑛𝑥, and 𝑦 = 0 for 𝑥 = 3 , then show that the maximum value of
𝑑𝑥

1
𝑦 𝑖𝑠 8.

Solution

Here we have 𝑝 𝑥 = 2tan(𝑥) and 𝑞 𝑥 = sin(𝑥).

Hence, the solution is

Applied Mathematics III for Engineering and Sciences Page 83


Chapter Two Ordinary Differential Equation

𝑦 = 𝑒− 2𝑡𝑎𝑛𝑥𝑑𝑥
𝑒 2𝑡𝑎𝑛𝑥𝑑𝑥
𝑠𝑖𝑛𝑥𝑑𝑥 + 𝐶

⇒ y = e−2ln ⁡(secx ) e2ln ⁡(secx ) 𝑠𝑖𝑛𝑥dx + 𝐶

1 1
⇒ y= sec 2 x𝑠𝑖𝑛𝑥dx + 𝐶 ⇒ y = tanxsecxdx + 𝐶
sec 2 x sec 2 x

1
⇒ y= 𝑠𝑒𝑐𝑥 + 𝐶 = cosx + Ccos 2 x.
sec 2 x

Hence, the general solution is

y = cosx + Ccos 2 x.

𝜋 𝜋 𝜋
Now put 𝑦 = 0 and 𝑥 = 3 , 0 = 𝑐𝑜𝑠 + 𝐶cos 2
3 3

1 1 2
⇒ 0=2+C or 𝐶 = −2.
2

Substitute 𝐶 = −2 and we get the particular solution


y = cosx − 2cos 2 x.

To find the maximum value of y we follow the following;

𝑑𝑦
= −𝑠𝑖𝑛𝑥 + 4𝑐𝑜𝑠𝑥𝑠𝑖𝑛𝑥 ⇒ 0 = −𝑠𝑖𝑛𝑥 + 4𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 or − 𝑠𝑖𝑛𝑥 1 − 4𝑐𝑜𝑠𝑥 = 0
𝑑𝑥

1
⇒ −sinx = 0 , 1 − 4cosx = 0 or cosx = 4

𝑑2 𝑦
= −𝑐𝑜𝑠𝑥 − 4𝑠𝑖𝑛2 𝑥 + 4𝑐𝑜𝑠 2 𝑥.
𝑑𝑥 2

1 𝑑2𝑦 1 1 1
If cosx = 4 , 𝑑 𝑥 2 = − 4 − 4 1 − 16 + 4 = − 15 = 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒
16

1 1 2 1
So y is maximum if cosx = 4 , maximum value of y = 4 − 16 = 8.

Applied Mathematics III for Engineering and Sciences Page 84


Chapter Two Ordinary Differential Equation

Exercise 2.6

1. Solve the following differential equations


𝑑𝑦 2
a. + 2𝑥𝑦 = 2𝑒 −𝑥
𝑑𝑥
𝑑𝑦
b. + 𝑦𝑠𝑒𝑐𝑥 = 𝑡𝑎𝑛𝑥
𝑑𝑥
𝑑𝑦
c. 𝑥𝑐𝑜𝑠𝑥 𝑑𝑥 + 𝑦 𝑥𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 = 1

d. 𝑑𝑟 + 2𝑟𝑐𝑜𝑡𝜃 + 𝑠𝑖𝑛2𝜃 𝑑𝜃 = 0
1
𝑑𝑦
e. 1 − 𝑥2 + 2𝑥𝑦 = 𝑥 1 − 𝑥 2 2
𝑑𝑥
𝑑𝑦 𝑒 𝑥 −3𝑥𝑦
f. =
𝑑𝑥 𝑥2
𝑑𝑦
g. 𝑐𝑜𝑠𝑕𝑥 𝑑𝑥 + 𝑦𝑠𝑖𝑛𝑕2 𝑥 = 2𝑐𝑜𝑠𝑕𝑥𝑠𝑖𝑛𝑕𝑥

𝑒 −2 𝑥 𝑦 𝑑𝑥
h. − =1
𝑥 𝑥 𝑑𝑦

𝑑𝑦
i. 𝑥 𝑑𝑥 + 𝑦𝑙𝑜𝑔𝑦 = 𝑥𝑦𝑒 𝑥
2
2. Find the value of 𝑎 so that 𝑒 𝑎 𝑥 is an integrating factor of differential equation
𝑥 1 − 𝑦 𝑑𝑥 − 𝑑𝑦 = 0.
3. Solve the differential equation 𝑥𝑦 ′ = 𝑦 2 + 𝑦 − 2 by transforming the equation by
1
substitution 𝑦 = 1 + .
𝑧

2.7 . Integrating Factor for non-exact non-linear first order DEs

Suppose 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 be non-exact non-linear differential equation.

𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥 𝑓 𝑥 𝑑𝑥
Rule I. If is function of 𝑥 alone, say 𝑓(𝑥), then I.F= 𝜇 𝑥 = 𝑒 .
𝑁

Example

Solve the following differential equation given by

2𝑥𝑙𝑜𝑔𝑥 − 𝑥𝑦 𝑑𝑦 + 2𝑦𝑑𝑥 = 0.

Solution

Here, we have 𝑀 = 2𝑦 and 𝑁 = 2𝑥𝑙𝑜𝑔𝑥 − 𝑥𝑦.

Applied Mathematics III for Engineering and Sciences Page 85


Chapter Two Ordinary Differential Equation

𝜕𝑀 𝜕𝑁
Thus, = 2 and = 2 1 + 𝑙𝑜𝑔𝑥 − 𝑦
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
≠ and hence the equation is not exact.
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
− −2𝑙𝑜𝑔𝑥 +𝑦 1
𝜕𝑦 𝜕𝑥
Now = 2𝑥𝑙𝑜𝑔𝑥 −𝑥𝑦 = − 𝑥 = 𝑓(𝑥)
𝑁

1
− 𝑑𝑥 1
Hence the I.F is given by 𝜇 𝑥 = 𝑒 𝑥 = 𝑒 −𝑙𝑛𝑥 = 𝑥 .

1 2𝑦
By multiplying the given DE by 𝑥 , we get 𝑑𝑥 + 2𝑙𝑜𝑔𝑥 − 𝑦 𝑑𝑦 = 0 which is an exact
𝑥

2𝑦
DE with 𝑀 = and 𝑁 = 2𝑙𝑜𝑔𝑥 − 𝑦.
𝑥

Hence the general solution is given by

𝑀𝑑𝑥 + terms of N that do not contain 𝑥 𝑑𝑦 = 𝐶

2𝑦 1
⇒ 𝑑𝑥 + −ydy = C or 2ylogx − 2 y 2 = C.
𝑥

? Solve the DE 𝑥𝑦 − 1 𝑑𝑥 + 𝑥 2 − 𝑥𝑦 𝑑𝑦 = 0.
1
𝑨𝒏𝒔. 𝑥𝑦 − 𝑙𝑛𝑥 − 2 𝑦 2 = 𝐶

𝜕𝑁 𝜕𝑀

𝜕𝑥 𝜕𝑦 𝑔 𝑦 𝑑𝑦
Rule II. If is a function of y, say 𝑔 𝑦 , then the I.F= 𝜇 𝑦 = 𝑒 .
𝑀

Example

Solve the following differential equation given by

𝑦 4 + 2𝑦 𝑑𝑥 + 𝑥𝑦 3 + 2𝑦 4 − 4𝑥 𝑑𝑦 = 0.

Solution

Here, we have 𝑀 = 𝑦 4 + 2𝑦 and 𝑁 = 𝑥𝑦 3 + 2𝑦 4 − 4𝑥.

Applied Mathematics III for Engineering and Sciences Page 86


Chapter Two Ordinary Differential Equation

𝜕𝑀 𝜕𝑁
Thus, = 4𝑦 3 + 2 and = 𝑦3 − 4
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
≠ and hence the equation is not exact.
𝜕𝑦 𝜕𝑥

𝜕𝑁 𝜕𝑀
− 𝑦 3 −4 − 4𝑦 3 +2 3
𝜕𝑥 𝜕𝑦
Now = = −𝑦 = 𝑔 𝑦 .
𝑀 𝑦 4 +2𝑦

3
− 𝑑𝑦 1
Hence the I.F is given by 𝜇 𝑦 = 𝑒 𝑦 = 𝑒 −3𝑙𝑛𝑦 = 𝑦 3 .

1
By multiplying the given DE by 𝑦 3 , it reduces to an exact DE. That is,

2 4𝑥 2 4𝑥
𝑦 + 𝑦 2 𝑑𝑥 + 𝑥 + 2𝑦 − 𝑦 3 𝑑𝑦 = 0 with 𝑀 = 𝑦 + 𝑦 2 and 𝑁 = 𝑥 + 2𝑦 − 𝑦 3 .

Hence the general solution is given by

𝑀𝑑𝑥 + terms of N which do not contain 𝑥 𝑑𝑦 = 𝐶

2 2
⇒ 𝑦 + 𝑦 2 𝑑𝑥 + 2𝑦dy = C or x 𝑦 + 𝑦 2 + 𝑦 2 = C.

? a.. Solve the DE 𝑦 2𝑥 2 𝑦 + 𝑒 𝑥 𝑑𝑥 = 𝑒 𝑥 + 𝑦 3 𝑑𝑦 = 0.


2 1 1
𝑨𝒏𝒔. 𝑥3 + 𝑦 𝑒 𝑥 − 2 𝑦2 = 𝐶
3

b. Solve the DE 𝑒 𝑥+𝑦 + 𝑦𝑒 𝑦 𝑑𝑥 + 𝑥𝑒 𝑦 − 1 𝑑𝑦 = 0, 𝑦 0 = −1.


𝑨𝒏𝒔. 𝑒 𝑥 + 𝑥𝑦 + 𝑒 −𝑦 = 1 + 𝑒

1
Rule III. If 𝑀𝑥 + 𝑁𝑦 ≠ 0 for a homogeneous equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0, then is an
𝑀𝑥 +𝑁𝑦

integrating factor.

Example

Solve the following differential equation given by

𝑦 4 + 𝑥 4 𝑑𝑥 − 𝑥𝑦 3 𝑑𝑦 = 0.

Applied Mathematics III for Engineering and Sciences Page 87


Chapter Two Ordinary Differential Equation

Solution

Here, we have 𝑀 = 𝑦 4 + 𝑥 4 and 𝑁 = −𝑥𝑦 3 .

Now 𝑀𝑥 = 𝑦 4 + 𝑥 4 𝑥 = 𝑥𝑦 4 + 𝑥 5 and 𝑁𝑦 = −𝑥𝑦 3 𝑦 = −𝑥𝑦 4

⇒ Mx + Ny = 𝑥𝑦 4 + 𝑥 5 − 𝑥𝑦 4 = 𝑥 5 ≠ 0.

1
Hence, is an integrating factor.
𝑥5

1
Multiplying the given DE by 𝑥 5 , we get an exact equation of the form

1 𝑦4 𝑦3
+ 𝑑𝑥 − 𝑑𝑦 = 0 .
𝑥 𝑥5 𝑥4

Hence the general solution is given by

1 𝑦4
+ 𝑑𝑥 + 0. 𝑑𝑦 = 𝐶
𝑥 𝑥5

𝑦4 𝑦4
⇒ lnx − 4𝑥 4 = 𝐶 or 𝑙𝑛𝑥 = 𝐶 + 4𝑥 4 .

? Solve the DE 𝑥 2 𝑦 − 2𝑥𝑦 2 𝑑𝑥 + 3𝑥 2 𝑦 − 𝑥 3 𝑑𝑦 = 0.


𝑥
𝑨𝒏𝒔. − 2𝑙𝑛𝑥 + 3𝑙𝑛𝑦 = 𝐶
2

Rule IV. If 𝑀 is of the form 𝑀 = 𝑦𝑓 𝑥, 𝑦 and 𝑁 is of the form 𝑁 = 𝑥𝑔 𝑥, 𝑦 and

1
𝑀𝑥 − 𝑁𝑦 ≠ 0 , then is an integrating factor.
𝑀𝑥 −𝑁𝑦

Example

Solve the following the differential equation given by

𝑦 + 𝑥𝑦 2 𝑑𝑥 + 𝑥 − 𝑥 2 𝑦 𝑑𝑦 = 0.

Applied Mathematics III for Engineering and Sciences Page 88


Chapter Two Ordinary Differential Equation

Solution

Here, we have 𝑀 = 𝑦 1 + 𝑥𝑦 = 𝑦𝑓 𝑥, 𝑦 and 𝑁 = 𝑥 1 − 𝑥𝑦 = 𝑥𝑔(𝑥, 𝑦) and

𝑀𝑥 − 𝑁𝑦 = 𝑦 1 + 𝑥𝑦 𝑥 − 𝑥 1 − 𝑥𝑦 𝑦 = 2𝑥 2 𝑦 2 ≠ 0.

1 1
Hence = 2𝑥 2 𝑦 2 is integrating factor.
𝑀𝑥 −𝑁𝑦

1
Multiplying the given DE by 2𝑥 2 𝑦 2 it reduces to an exact DE of the form;

1 1
2 2
𝑦 + 𝑥𝑦 2 𝑑𝑥 + 2 2 𝑥 − 𝑥 2 𝑦 𝑑𝑦 = 0
2𝑥 𝑦 2𝑥 𝑦

1 1 1 1
⇒ + dx + − dy = 0.
2x 2 y 2x 2xy 2 2y

Hence the general solution is given by


1 1 1
2
+ 𝑑𝑥 − 𝑑𝑦 = 𝐶
2x y 2x 2y

−1 1 1 −1 1 𝑥
⇒ + 2 𝑙𝑛𝑥 − 2 𝑙𝑛𝑦 = 𝐶 or + 2 𝑙𝑛 =𝐶
2xy 2xy 𝑦

? Solve the DE 𝑦 2 𝑥 + 2𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 2 𝑦 − 𝑥 3 𝑦 2 𝑑𝑦 = 0.
1
𝑨𝒏𝒔. + 2𝑙𝑛𝑥 − 𝑙𝑛𝑦 = 𝐶
𝑥𝑦

Rule V. If the DE of the form 𝑥 𝑚 𝑦 𝑛 𝑎𝑦𝑑𝑥 + 𝑏𝑥𝑑𝑦 + 𝑥 𝑝 𝑦 𝑞 𝑎′ 𝑦𝑑𝑥 + 𝑏′𝑥𝑑𝑦 = 0,


then 𝑥 𝑕 𝑦 𝑘 is an integrating factor where 𝑕 and 𝑘 are obtained by solving the system of
𝑚 +𝑕 +1 𝑛 +𝑘 +1 𝑝+𝑕 +1 𝑞+𝑘+1
equation = and = .
𝑎 𝑏 𝑎′ 𝑏′

Example

Solve the differential equation given by

𝑦 3 − 2𝑦𝑥 2 𝑑𝑥 + 2𝑦 2 𝑥 − 𝑥 3 𝑑𝑦 = 0.

Applied Mathematics III for Engineering and Sciences Page 89


Chapter Two Ordinary Differential Equation

Solution

𝑦 3 𝑑𝑥 − 2𝑦𝑥 2 𝑑𝑥 + 2𝑦 2 𝑥𝑑𝑦 − 𝑥 3 𝑑𝑦 = 0 ⇒ 𝑦 3 𝑑𝑥 + 2𝑦 2 𝑥𝑑𝑦 − 2𝑦𝑥 2 𝑑𝑥 − 𝑥 3 𝑑𝑦 = 0

⇒ 𝑦 2 𝑦𝑑𝑥 + 2𝑥𝑑𝑦 + 𝑥 2 −2𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0.

Here, we have 𝑚 = 0, 𝑛 = 2, 𝑎 = 1, 𝑏 = 2, 𝑝 = 2, 𝑞 = 0, 𝑎′ = −2, 𝑏′ = −1.

0+𝑕 +1 2+𝑘+1 2+𝑕+1 0+𝑘 +1


Thus, = and =
1 2 −2 −1

⇒ 2h + 2 = 2 + k + 1 and h + 3 = 2k + 2 or 2h − k = 1 and h − 2k = −1

⇒ h=k=1

Hence the I.F is given by 𝑥 1 𝑦 1 = 𝑥𝑦. Now multiplying the DE by 𝑥𝑦, we get

𝑥𝑦 4 − 2𝑥 3 𝑦 2 𝑑𝑥 + 2𝑥 2 𝑦 3 − 𝑥 4 𝑦 𝑑𝑦 = 0 which is an exact DE.

Hence the general solution is given by

𝑥𝑦 4 − 2𝑥 3 𝑦 2 𝑑𝑥 + 0. 𝑑𝑦 = 𝐶

x2 y4 2𝑥 4 𝑦 2 x2 y4 𝑥 4𝑦 2
⇒ − = 𝐶 or − = 𝐶 or 𝑥 2 𝑦 2 𝑥 2 − 𝑦 2 = 2𝐶
2 4 2 2

? Solve the DE 𝑦 3 − 3𝑥𝑦 2 𝑑𝑥 + 2𝑥 2 𝑦 − 𝑥𝑦 2 𝑑𝑦 = 0


−𝑦
𝑨𝒏𝒔. − 3𝑙𝑛𝑥 + 2𝑙𝑛𝑥 = 𝐶
𝑥

Exercise 2.7

Solve the following differential equations

a. 3𝑥 2 − 𝑦 2 𝑑𝑦 − 2𝑥𝑦𝑑𝑥 = 0
b. 𝑥𝑦 − 1 𝑑𝑥 + 𝑥 2 − 𝑥𝑦 𝑑𝑦 = 0
1
c. 𝑥𝑑𝑦 − 𝑦𝑑𝑥 − 𝑐𝑜𝑠 𝑑𝑥 = 0
𝑥

Applied Mathematics III for Engineering and Sciences Page 90


Chapter Two Ordinary Differential Equation

d. 2𝑥𝑦 2 − 𝑦 𝑑𝑥 + 𝑥 + 2𝑥 2 𝑦 𝑑𝑦 = 0
𝑦 𝑦 𝑦
e. 2𝑥𝑠𝑖𝑛𝑕 + 3𝑦𝑐𝑜𝑠𝑕 𝑑𝑥 − 3𝑥𝑐𝑜𝑠𝑕 𝑑𝑦 = 0
𝑥 𝑥 𝑥

f. 𝑦 𝑥 2 𝑦 + 𝑒 𝑥 𝑑𝑥 − 𝑒 𝑥 𝑑𝑦 = 0
g. 𝑥 4 𝑦 4 + 𝑥 2 𝑦 2 + 𝑥𝑦 𝑦𝑑𝑥 + 𝑥 4 𝑦 4 − 𝑥 2 𝑦 2 + 𝑥𝑦 𝑥𝑑𝑦 = 0
h. 𝑦𝑙𝑛𝑦𝑑𝑥 + 𝑥 − 𝑙𝑛𝑦 𝑑𝑦 = 0
i. 2𝑥𝑦 4 𝑒 𝑦 + 2𝑥𝑦 3 + 𝑦 𝑑𝑥 + 𝑥 2 𝑦 4 𝑒 𝑦 − 𝑥 2 𝑦 2 − 3𝑥 𝑑𝑦 = 0
𝑥𝑑𝑦 −𝑦𝑑𝑥
j. 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + =0
𝑥 2 +𝑦 2

2.8. Equations of Bernoulli, Ricatti and Clairaut

2.8.1 Bernoulli’s Equation

𝑑𝑦
The DE of the form 𝑑𝑥 + 𝑝 𝑥 𝑦 = 𝑓(𝑥)𝑦 𝑛 , where 𝑛 is any real number, (1)

is called Bernoulli’s equation.

For 𝑛 = 0 and 𝑛 = 1 equation (1) is linear in 𝑦. Now for 𝑛 ≥ 2 and 𝑦 ≠ 0 equation (1) can be
written as (dividing by 𝑦 𝑛 )

𝑑𝑦
𝑦 −𝑛 𝑑𝑥 + 𝑝 𝑥 𝑦1−𝑛 = 𝑓 𝑥 . (2)

𝑑𝑤 𝑑𝑦
If we let 𝑤 = 𝑦 1−𝑛 , 𝑛 ≠ 0, 𝑛 ≠ 1, then = (1 − 𝑛)𝑦 −𝑛 𝑑𝑥
𝑑𝑥

𝑑𝑦 1 𝑑𝑤
⇒ = yn .
𝑑𝑥 1 − n 𝑑𝑥

Now use equation (2)

1 𝑑𝑤
𝑦 −𝑛 yn + 𝑝 𝑥 𝑤 = 𝑓(𝑥)
1−n 𝑑𝑥

𝑑𝑤
⇒ + 1−𝑛 𝑝 𝑥 𝑤 = 1−𝑛 𝑓 𝑥 . (3)
𝑑𝑥

Hence equation (3) is linear first order DE. The general solution is given by

𝑤 = 𝑒− 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶

Applied Mathematics III for Engineering and Sciences Page 91


Chapter Two Ordinary Differential Equation

⇒ 𝑦 1−𝑛 = 𝑒 − 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶 .

Examples

Solve the following differential equations.

𝑑𝑦 1
a. + 𝑥 𝑦 = 𝑥𝑦 2 .
𝑑𝑥

Solution

1
Now we have 𝑝 𝑥 = 𝑥 , 𝑓 𝑥 = 𝑥 and 𝑛 = 2. Thus the general solution is given by

𝑦 1−𝑛 = 𝑒 − 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶

1 1
⇒ 𝑦 1−2 = 𝑒 − 1−2 𝑑𝑥
𝑥 1 − 2 𝑥𝑒 1−2 𝑑𝑥
𝑥 𝑑𝑥 + 𝐶

1 1
𝑑𝑥
⇒ 𝑦 −1 = 𝑒 𝑥 − 𝑥𝑒 − 𝑥
𝑑𝑥
𝑑𝑥 + 𝐶

1 1 1
⇒ = 𝑒 𝑙𝑛𝑥 − 𝑥𝑒 −𝑙𝑛𝑥 𝑑𝑥 + 𝐶 ⇒ = x − x x dx + C
𝑦 𝑦

1 1 1
⇒ = x −x + C ⇒ = −𝑥 2 + 𝐶𝑥 or 𝑦 = −𝑥 2 +𝐶𝑥 .
𝑦 𝑦

𝑑𝑦
b. = 𝑦 𝑥𝑦 3 − 1 .
𝑑𝑥

Solution

First change the given DE to the form of Bernoulli’s equation.

𝑑𝑦
Thus, + 𝑦 = 𝑥𝑦 4 with 𝑝 𝑥 = 1, 𝑓 𝑥 = 𝑥 and 𝑛 = 4.
𝑑𝑥

Now we have

𝑦 1−𝑛 = 𝑒 − 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶

⇒ 𝑦 1−4 = 𝑒 − 1−4 𝑑𝑥
1−4 𝑓 𝑥 𝑒 1−4 𝑑𝑥
𝑑𝑥 + 𝐶

Applied Mathematics III for Engineering and Sciences Page 92


Chapter Two Ordinary Differential Equation

⇒ 𝑦 −3 = 𝑒 3𝑑𝑥
− 3𝑥𝑒 −3 𝑑𝑥
𝑑𝑥 + 𝐶

−𝑥𝑒 −3𝑥 𝑒 −3𝑥


⇒ 𝑦 −3 = e3x −3 xe−3x dx + C = 𝑒 3𝑥 −3 − +𝐶
3 9
e −3x 1
⇒ 𝑦 −3 = 𝑒 3𝑥 xe−3x + + C = x + 3 + Ce3x .
3
1 1 1
Hence, = x + 3 + Ce3x or y 3 = 1 is the general solution.
𝑦3 x+ +Ce 3x
3

𝑑𝑦 𝑡𝑎𝑛𝑦
c. − = 1 + 𝑥 𝑒 𝑥 𝑠𝑒𝑐𝑦.
𝑑𝑥 1+𝑥

Solution

𝑑𝑦 𝑠𝑖𝑛𝑦
The given DE can be written as 𝑐𝑜𝑠𝑦 − = 1 + 𝑥 𝑒𝑥.
𝑑𝑥 1+𝑥

𝑑𝑦 𝑑𝑧
Put 𝑧 = 𝑠𝑖𝑛𝑦, so that 𝑐𝑜𝑠𝑦 𝑑𝑥 = 𝑑𝑥 . Hence the DE becomes

𝑑𝑧 𝑧
− 1+𝑥 = 1 + 𝑥 𝑒 𝑥 which is linear first order DE.
𝑑𝑥

Hence the general solution is given by

1 1
𝑧 = 𝑒− −
1+𝑥
𝑑𝑥
𝑒 −
1+𝑥
𝑑𝑥
1 + 𝑥 𝑒 𝑥 𝑑𝑥 + 𝐶

z = eln⁡(1+x) e−ln⁡(1+x) 1 + 𝑥 𝑒 𝑥 dx + 𝐶

1
⇒ z= 1+x 1 + 𝑥 𝑒 𝑥 dx + 𝐶
1+x

⇒ z = 1 + x 𝑒 𝑥 + 𝐶 or siny = 1 + x 𝑒 𝑥 + 𝐶
⇒ y = sin−1 (1 + x) 𝑒 𝑥 + 𝐶 .

Applied Mathematics III for Engineering and Sciences Page 93


Chapter Two Ordinary Differential Equation

2.8.2 Ricatti’s Equation

The non-linear differential equation of the form

𝑑𝑦
= 𝑝 𝑥 + 𝑄 𝑥 𝑦 + 𝑅(𝑥)𝑦 2 (1)
𝑑𝑥

is called Ricatti’s Equation.

If 𝑦1 is a known particular solution of equation (1), then a family of solutions of the equation is
given by 𝑦 = 𝑦1 + 𝑢, where 𝑢 is a solution of

𝑑𝑢
− 𝑄 + 2𝑦1 𝑅 𝑢 = 𝑅𝑢2 . (2)
𝑑𝑥

Since equation (2) is a Bernoulli equation with 𝑛 = 2 it can be reduced to the linear equation

𝑑𝑤
+ 𝑄 + 2𝑦1 𝑅 𝑤 = −𝑅, (3)
𝑑𝑥

1 𝑑𝑤 −1 𝑑𝑢 𝑑𝑢 𝑑𝑤
where 𝑤 = and = or = −𝑢2 .
𝑢 𝑑𝑥 𝑢2 𝑑𝑥 𝑑𝑥 𝑑𝑥

Hence the solution of 𝑢 is given by

1
𝑤 = 𝑢 = 𝑒− 𝑄+2𝑦1 𝑅 𝑑𝑥
𝑒 𝑄+2𝑦1 𝑅 𝑑𝑥
(−𝑅)𝑑𝑥 + 𝐶

1
𝑢= .
𝑒 − 𝑄 +2𝑦 1 𝑅 𝑑𝑥 𝑒 𝑄+2𝑦 1 𝑅 𝑑𝑥 (−𝑅)𝑑𝑥 +𝐶

Therefore, the general solution of equation (1) is given by

1
𝑦 = 𝑦1 + 𝑢 = 𝑦1 + .
𝑒 − 𝑄+2𝑦 1 𝑅 𝑑𝑥 𝑒 𝑄 +2𝑦 1 𝑅 𝑑𝑥 (−𝑅)𝑑𝑥 +𝐶

Examples

Solve the given Ricatti’s equations, where 𝑦1 is a known solution of the equation.

𝑑𝑦
a. = 2 − 2𝑥𝑦 + 𝑦 2 , 𝑦1 = 2𝑥.
𝑑𝑥

Applied Mathematics III for Engineering and Sciences Page 94


Chapter Two Ordinary Differential Equation

Solution

Here, 𝑃 𝑥 = 2, 𝑄 𝑥 = −2𝑥 and 𝑅 𝑥 = 1.

Now we have 𝑦 = 𝑦1 + 𝑢 = 2𝑥 + 𝑢, where 𝑢 is the solution of

𝑑𝑢
− 𝑄 + 2𝑦1 𝑅 𝑢 = 𝑅𝑢2
𝑑𝑥

𝑑𝑢 𝑑𝑢
⇒ − −2𝑥 + 2 2𝑥 (1) 𝑢 = 1 𝑢2 or − 2𝑥𝑢 = 𝑢2 which is a Bernoulii’s
𝑑𝑥 𝑑𝑥

equation.

1
Now, = 𝑒− 𝑄+2𝑦1 𝑅 𝑑𝑥
𝑒 𝑄+2𝑦1 𝑅 𝑑𝑥
(−𝑅) 𝑑𝑥 + 𝐶 = 𝑒 − 2𝑥 𝑑𝑥
− 𝑒 2𝑥 𝑑𝑥
𝑑𝑥 + 𝐶 .
𝑢

1 2 2
⇒ = 𝑒 −𝑥 − 𝑒 𝑥 𝑑𝑥 + 𝐶
𝑢

2
𝑒𝑥
⇒ u= 𝑥2
.
− 𝑒 𝑑𝑥 +𝐶

2
𝑒𝑥
Hence the general solution is given by 𝑦 = 𝑦1 + 𝑢 = 2𝑥 + 𝑢 = 2𝑥 + 2
− 𝑒 𝑥 𝑑𝑥 +𝐶

2
𝑒𝑥
⇒ y = 2𝑥 + 2 .
− 𝑒 𝑥 𝑑𝑥 +𝐶

𝑑𝑦 4 1 2
b. = − 𝑥 2 − 𝑥 𝑦 + 𝑦 2 , 𝑦1 = 𝑥 .
𝑑𝑥

Solution

4 1
Here, 𝑃 𝑥 = − 𝑥 2 , 𝑄 𝑥 = − 𝑥 , 𝑅 𝑥 = 1.

2
Now we have 𝑦 = 𝑦1 + 𝑢 = 𝑥 + 𝑢, where 𝑢 is the solution of

𝑑𝑢
− 𝑄 + 2𝑦1 𝑅 𝑢 = 𝑅𝑢2
𝑑𝑥

𝑑𝑢 1 2 𝑑𝑢 3
⇒ − −𝑥 + 2 (1) 𝑢 = 1 𝑢2 or − 𝑥 𝑢 = 𝑢2 which is a Bernoulii’s equation.
𝑑𝑥 𝑥 𝑑𝑥

The solution is now

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Chapter Two Ordinary Differential Equation

3 3
1
= 𝑒− 𝑄+2𝑦1 𝑅 𝑑𝑥
𝑒 𝑄+2𝑦1 𝑅 𝑑𝑥
(−𝑅) 𝑑𝑥 + 𝐶 = 𝑒 − 𝑥
𝑑𝑥
− 𝑒 𝑥
𝑑𝑥
𝑑𝑥 + 𝐶
𝑢

1 1
⇒ = 𝑒 −3𝑙𝑛𝑥 − 𝑒 3𝑙𝑛𝑥 𝑑𝑥 + 𝐶 = − 𝑥 3 𝑑𝑥 + 𝐶
𝑢 𝑥3
1 1 𝑥4 −𝑥
⇒ = 𝑥3 − +𝐶 = + 𝑥 −3 𝐶
𝑢 4 4

1
⇒ u= 𝑥.
C𝑥 −3 − 4

2 1
Therefore, the general solution is 𝑦 = 𝑦1 + 𝑢 = 𝑥 + 𝑥 .
C𝑥 −3 −
4

2.8.3. Clairaut’s Equation

An equation of the form 𝑦 = 𝑥𝑦 ′ + 𝑓 𝑦 ′ , (1)

is known as Clairaut’s equation.

Now differentiate equation (1) with respect to 𝑥.

𝑑𝑦 𝑑𝑝 𝑑𝑝
Let 𝑦 ′ = 𝑝 ⇒ 𝑦 = 𝑥𝑝 + 𝑓 𝑝 ⇒ = 𝑝 + 𝑥 𝑑𝑥 + 𝑓 ′ (𝑝) 𝑑𝑥
𝑑𝑥

𝑑𝑝 𝑑𝑝
⇒ 𝑝 = 𝑝 + 𝑑𝑥 𝑥 + 𝑓 ′ (𝑝) ⇒ 𝑥 + 𝑓 ′ (𝑝) = 0
𝑑𝑥

𝑑𝑝
⇒ = 0 or 𝑥 + 𝑓 ′ 𝑝 = 0.
𝑑𝑥

𝑑𝑝
If = 0 , then 𝑝 = constant = 𝐶.
𝑑𝑥

Putting 𝑝 = 𝐶 in equation (1) we get 𝑦 = 𝐶𝑥 + 𝑓(𝐶) as a general solution of equation (1).

Method. In Clairaut’s equation , on replacing 𝑝 by a constant 𝐶, we get the general solution of


the equation.

Furthermore equation (1) may also posses a solution in parametric form:

𝑥 = −𝑓 ′ 𝑡

𝑦 = 𝑓 𝑡 − 𝑡𝑓 ′ 𝑡 .

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Chapter Two Ordinary Differential Equation

This last solution is a singular solution since, if 𝑓 ′′ (𝑡) ≠ 0, it can not be obtained from the
family of solutions 𝑦 = 𝐶𝑥 + 𝑓(𝐶).

Examples

Solve the following Clairaut’s equation and obtain a singular solution.

a. 𝑦 = 𝑥𝑦 ′ + 1 − 𝑙𝑛𝑦 ′ .

Solution

The DE is of the form 𝑦 = 𝑥𝑦 ′ + 𝑓 𝑦 ′ which is a Clairaut’s equation.

Thus, the general solution is given by 𝑦 = 𝐶𝑥 + 𝑓(𝑐)

⇒ 𝑦 = 𝐶𝑥 + 1 − 𝑙𝑛𝐶.

The singular solution is given by

𝑥 = −𝑓 ′ (𝑡)
𝑦 = 𝑓 𝑡 − 𝑡𝑓 ′ 𝑡 , 𝑓 𝑡 = 1 − 𝑙𝑛𝑡
1 1
⇒ 𝑥= and 𝑦 = 1 − 𝑙𝑛𝑡 − 𝑡 − = 2 − 𝑙𝑛𝑡
𝑡 𝑡
1
⇒ 𝑦 = 2 − 𝑙𝑛 = 2 + 𝑙𝑛𝑥 is a singular solution.
𝑥

𝑏. 𝑦 ′ = log 𝑦 ′ 𝑥 − 𝑦 .

Solution

The DE can be written as 𝑝 = log 𝑝𝑥 − 𝑦 ⇒ 𝑒 𝑝 = 𝑝𝑥 − 𝑦

⇒ 𝑦 = 𝑝𝑥 − 𝑒 𝑝 which is of the form Clairaut’s equation.

Hence the general solution is 𝑦 = 𝐶𝑥 − 𝑒 𝐶 , where 𝑝 = 𝐶 = constant.

Now let us find the singular solution ;

𝑥 = −𝑓 ′ (𝑡)
𝑦 = 𝑓 𝑡 − 𝑡𝑓 ′ 𝑡 , 𝑓 𝑡 = −𝑒 𝑡

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Chapter Two Ordinary Differential Equation

⇒ 𝑥 = 𝑒 𝑡 ⇒ 𝑡 = 𝑙𝑜𝑔𝑥 and 𝑦 = −𝑒 𝑡 − 𝑡 −𝑒 𝑡 = 𝑒 𝑡 (𝑡 − 1)

⇒ 𝑦 = 𝑥 𝑙𝑜𝑔𝑥 − 1 is the singular solution.

Exercise 2.8

Solve the following differential equations

𝑑𝑦 𝑦2
a. 𝑥 𝑑𝑥 + 𝑦 = 𝑥
𝑑𝑦
b. 𝑥 𝑑𝑥 + 𝑦𝑙𝑜𝑔𝑦 = 𝑥𝑦𝑒 𝑥
𝑑𝑦
c. 𝑥 2 𝑑𝑥 + 𝑦 2 = 𝑥𝑦
𝑑𝑦
d. = 𝑒 2𝑥 + 1 + 2𝑒 𝑥 𝑦 + 𝑦 2 , 𝑦1 = −𝑒 𝑥 (known solution of the DE)
𝑑𝑥

e. 𝑥𝑦 ′ − 𝑦 = 𝑒 𝑦′
2
f. 𝑥 − 𝑎 𝑦′ + 𝑥 − 𝑦 𝑦′ − 𝑦 = 0
g. 𝑥 2 𝑦 − 𝑦′𝑥 = 𝑦 𝑦′ 2

2.9. Equation of First Order and Higher Degree

𝑑𝑦 𝑑𝑦
The DE will involve 𝑑𝑥 in higher degree and 𝑑𝑥 will be denoted by 𝑝. The DE will be of the form

𝑓 𝑥, 𝑦, 𝑝 = 0.

Case i. Equations solvable for 𝑝.

Example.

Solve the DE 𝑥 2 = 1 + 𝑝2 .

Solution

𝑑𝑦
Let 𝑝 = 𝑑𝑥 and we have,

𝑥 2 = 1 + 𝑝2 or 𝑝2 = 𝑥 2 − 1 ⇒ 𝑝 = ± 𝑥 2 − 1

𝑑𝑦
⇒ = ± 𝑥 2 − 1 or 𝑑𝑦 = ± 𝑥 2 − 1 𝑑𝑥.
𝑑𝑥

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Chapter Two Ordinary Differential Equation

Integrating both sides we have 𝑑𝑦 = ± 𝑥 2 − 1 𝑑𝑥

𝑥 1
⇒ 𝑦 = ± 2 𝑥 2 − 1 ∓ 2 𝑙𝑜𝑔 𝑥 + 𝑥 2 − 1 + 𝐶 is the general solution.

Case ii. Equations solvable for 𝑦.

a. Differentiate the given DE with respect to 𝑥.


b. Eliminate 𝑝 from the given equation and the equation obtained as above.
c. The eliminant is required solution.

Example. Solve the DE 𝑦 = 𝑥 − 𝑎 𝑝 − 𝑝2

Solution. Differentiating the given DE with respect to 𝑥 we obtain

𝑑𝑦 𝑑𝑝 𝑑𝑝 𝑑𝑝 𝑑𝑝
= 𝑝+ 𝑥−𝑎 − 2𝑝 𝑑𝑥 or 𝑝 = 𝑝 + 𝑥 − 𝑎 − 2𝑝 𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑝 𝑑𝑝 𝑑𝑝
⇒ 0= 𝑥−𝑎 − 2𝑝 𝑑𝑥 or 0 = 𝑑𝑥 (𝑥 − 𝑎 − 2𝑝)
𝑑𝑥

𝑑𝑝
⇒ = 0 or 𝑥 − 𝑎 − 2𝑝 = 0.
𝑑𝑥

On integration we get 𝑝 = 𝐶.

Putting the value of 𝑝 in the DE we get 𝑦 = 𝑥 − 𝑎 𝐶 − 𝐶 2 which is the solution of the DE.

Case iii. Equations solvable for 𝑥.

a. Differentiate the given DE with respect to 𝑦.


b. Solve the equation for 𝑝.
c. Eliminate 𝑝, by putting the value of 𝑝 in the given equation.
d. The eliminant is the required solution.

Example. Solve the DE 𝑦 = 2𝑝𝑥 + 𝑦𝑝2 .

𝑦
Solution. 𝑦 = 2𝑝𝑥 + 𝑦𝑝2 or 2𝑝𝑥 = 𝑦 − 𝑦𝑝2 or 2𝑥 = 𝑝 − 𝑦𝑝.

Now differentiating with respect to 𝑦 we get

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Chapter Two Ordinary Differential Equation

𝑑𝑥 1 𝑦 𝑑𝑝 𝑑𝑝 2 1 𝑦 𝑑𝑝 𝑑𝑝
2 𝑑𝑦 = 𝑝 − 𝑝 2 𝑑𝑦 − 𝑝 − 𝑦 𝑑𝑦 or = 𝑝 − 𝑝 2 𝑑𝑦 − 𝑝 − 𝑦 𝑑𝑦
𝑝

1 1 𝑑𝑝 1 + 𝑝2 1 + 𝑝2 𝑑𝑝 𝑦 𝑑𝑝
⇒ + 𝑝 = −𝑦 2 + 1 or = −𝑦 2
or 1 = −
𝑝 𝑝 𝑑𝑦 𝑝 𝑝 𝑑𝑦 𝑝 𝑑𝑦

𝑑𝑦 𝑑𝑝
⇒ − = or − 𝑙𝑜𝑔𝑦 = 𝑙𝑜𝑔𝑝 + 𝑙𝑜𝑔𝑘 or − 𝑙𝑜𝑔𝑝𝑦 = 𝑙𝑜𝑔𝑘
𝑦 𝑝

1 𝐶
⇒ 𝑙𝑜𝑔𝑝𝑦 = −𝑙𝑜𝑔𝑘 or 𝑝𝑦 = = 𝐶 or 𝑝 = .
𝑘 𝑦

Putting the value of 𝑝 in the DE, we get

𝐶 𝐶2
𝑦=2 𝑥+𝑦 or 𝑦 2 = 2𝐶𝑥 + 𝐶 2 .
𝑦 𝑦2

Hence, 𝑦 2 = 𝐶(2𝑥 + 𝐶) is the general solution.

Exercise 2.9

Solve the following differential equations

𝑑𝑦 𝑑𝑥 𝑥 𝑦
a. 𝑥𝑝2 + 𝑥 = 2𝑦𝑝 e. − 𝑑𝑦 = 𝑦 − 𝑥
𝑑𝑥

b. 𝑥 1 + 𝑝2 = 1 𝑓. 𝑥 2 𝑦 − 𝑝𝑥 = 𝑦𝑝2
c. 𝑥 2 𝑝2 + 𝑥𝑦𝑝 − 6𝑦 2 = 0
2.10. Homogenous Second Order Linear Differential Equation(HSOLDE)
with constant Coefficients

An equation of the form 𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 (1)

is called homogeneous second order linear differential equation.

If 𝑦1 and 𝑦2 are solution of equation (1) and 𝑐1 and 𝑐2 ∈ 𝑅 , then 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 is a solution


of equation (1).

Let 𝑦 = 𝑒 𝜆𝑥 , where 𝜆 is a fixed but arbitrary constant, so that

𝑦 ′ = 𝜆𝑒 𝜆𝑥 and 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥

Applied Mathematics III for Engineering and Sciences Page 100


Chapter Two Ordinary Differential Equation

Now substitute to equation (1)

𝜆2 𝑒 𝜆𝑥 + 𝑏𝜆𝑒 𝜆𝑥 + 𝑐𝑒 𝜆𝑥 = 0 ⇒ 𝑒 𝜆𝑥 𝜆2 + 𝜆𝑏 + 𝑐 = 0

Since 𝑒 𝜆𝑥 ≠ 0 for all 𝑥 ∈ 𝑅, then we have 𝜆2 + 𝜆𝑏 + 𝑐 = 0.

Hence if 𝜆 is a solution of the important characteristic equation ( or auxiliary equation)

𝜆2 + 𝜆𝑏 + 𝑐 = 0, then the exponential function 𝑦 = 𝑒 𝜆𝑥 is a solution of the DE (1). The roots

are:

−𝑏+ 𝑏 2 −4𝑐 −𝑏− 𝑏 2 −4𝑐


𝜆1 = and 𝜆2 = .
2 2

Hence the functions 𝑦1 = 𝑒 𝜆 1 𝑥 and 𝑦2 = 𝑒 𝜆 2 𝑥 are the solutions of equation (1).

Now let us see the three cases:

Case 𝑖. When 𝑏2 − 4𝑐 > 0.

In this case, the characteristic equation has two distinct roots, say 𝜆1 and 𝜆2 , and we deduce that

𝑦1 = 𝑒 𝜆 1 𝑥 and 𝑦2 = 𝑒 𝜆 2 𝑥 are two distinct solutions that are not multiples of each other.
Hence the general solution of equation (1) is given by

𝑦 = 𝑐1 𝑒 𝜆 1 𝑥 + 𝑐2 𝑒 𝜆 2 𝑥 , where 𝑐1 and 𝑐2 are arbitrary constants.

Examples

1. Solve the DE 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 0.

Solution

Let 𝑦 = 𝑒 𝜆𝑥 . Then 𝑦 ′ = 𝜆𝑒 𝜆𝑥 and 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥 .

Substituting to the DE, we get 𝜆2 𝑒 𝜆𝑥 − 3𝜆𝑒 𝜆𝑥 + 2𝑒 𝜆𝑥 = 0 ⇒ 𝑒 𝜆𝑥 𝜆2 − 3𝜆 + 2 = 0 .

Thus, the characteristic equation is given by 𝜆2 − 3𝜆 + 2 = 0.

⇒ 𝜆1 = 1 and 𝜆2 = 2.

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Chapter Two Ordinary Differential Equation

Hence, the general solution is given by 𝑦 = 𝑐1 𝑒 𝜆 1 𝑥 + 𝑐2 𝑒 𝜆 2 𝑥 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 .

2. Solve the initial value problem 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 0, 𝑦 0 = 4, 𝑦 ′ 0 = −5.

Solution

Let 𝑦 = 𝑒 𝜆𝑥 . Then 𝑦 ′ = 𝜆𝑒 𝜆𝑥 and 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥 .

Substituting to the DE, we get 𝜆2 𝑒 𝜆𝑥 + 𝜆𝑒 𝜆𝑥 − 2𝑒 𝜆𝑥 = 0 ⇒ 𝑒 𝜆𝑥 𝜆2 + 𝜆 − 2 = 0 .

Thus, the characteristic equation is given by 𝜆2 + 𝜆 − 2 = 0.

⇒ 𝜆1 = 1 and 𝜆2 = −2.

Hence the general solution is given by

𝑦 = 𝑐1 𝑒 𝜆 1 𝑥 + 𝑐2 𝑒 𝜆 2 𝑥 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥 .

To find the particular solution we use 𝑦 0 = 4, 𝑦 ′ 0 = −5.

Thus, 𝑦 𝑥 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥 ⇒ 𝑦 0 = 𝑐1 𝑒 0 + 𝑐2 𝑒 −2(0) = 𝑐1 + 𝑐2 = 4

⇒ 𝑐1 + 𝑐2 = 4 ( 𝑖)

and 𝑦 ′ (𝑥) = 𝑐1 𝑒 𝑥 − 2𝑐2 𝑒 −2𝑥 ⇒ 𝑦 ′ (0) = 𝑐1 𝑒 0 − 2𝑐2 𝑒 −2(0) = 𝑐1 − 2𝑐2 = −5

⇒ 𝑐1 − 2𝑐2 = −5 ( 𝑖𝑖)

Combining 𝑖 and 𝑖𝑖, we get 𝑐1 = 1 and 𝑐2 = 3.

? Solve the DE 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0, 𝑦 0 = 2, 𝑦 ′ 0 = 4
4 2
𝑨𝒏𝒔. 𝑦 = 3 𝑒 3𝑥 + 3 𝑒 2𝑥

Case 𝒊𝑖. When 𝑏2 − 4𝑐 = 0

−𝑏
In this case, we get only one root, 𝜆 = 𝜆1 = 𝜆2 = .
2

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Chapter Two Ordinary Differential Equation

−𝑏
𝑥
Thus only one exponential solution 𝑦1 = 𝑒 𝜆𝑥 = 𝑒 2 can be found.
However, substitution of the function
𝑦2 = 𝑥𝑒 𝜆𝑥
into the differential equation shows that it is also a solution. That is;
let 𝑦 = 𝑥𝑒 𝜆𝑥 , then 𝑦 ′ = 𝑒 𝜆𝑥 + 𝜆𝑥𝑒 𝜆𝑥 and 𝑦 ′′ = 𝜆𝑒 𝜆𝑥 + 𝜆𝑒 𝜆𝑥 + 𝑥𝜆2 𝑒 𝜆𝑥 = 2𝜆𝑒 𝜆𝑥 + 𝑥𝜆2 𝑒 𝜆𝑥 .
Thus, we have
𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 2𝜆𝑒 𝜆𝑥 + 𝑥𝜆2 𝑒 𝜆𝑥 + 𝑏 𝑒 𝜆𝑥 + 𝜆𝑥𝑒 𝜆𝑥 + 𝑐𝑥𝑒 𝜆𝑥
= 𝜆2 + 𝜆𝑏 + 𝑐 𝑥𝑒 𝜆𝑥 + 𝑏 2𝜆 + 𝑏 𝑒 𝜆𝑥
= 0 + 0, since 𝜆2 + 𝜆𝑏 + 𝑐 = 0 and 2𝜆 + 𝑏 = 0
= 0.
It follows that 𝑦 = 𝑥𝑒 𝜆𝑥 is the solution of equation (1).
𝑦2
Hence, the functions 𝑦1 and 𝑦2 are linearly independent because = 𝑥 is not a constant, so
𝑦1

in this case a basis for the solution space of (1) is formed by the functions 𝑦1 = 𝑒 𝜆𝑥 and
𝑦2 = 𝑥𝑒 𝜆𝑥 , with the corresponding general solution
𝑦 = 𝑐1 𝑒 𝜆𝑥 + 𝑐2 𝑥𝑒 𝜆𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 𝜆𝑥 .

Examples

1. Find the general solution and hence solve the stated initial value problem for
𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 0, with 𝑦 0 = 3 and 𝑦 ′ 0 = 1.

Solution

The characteristic equation is 𝜆2 + 4𝜆 + 4 = 0, 𝑤𝑖𝑡𝑕 𝑏2 − 4𝑐 = 0 , so this is case(ii) with


𝜆 = −2. The general solution is given by

𝑦 = 𝑐1 + 𝑥𝑐2 𝑒 𝜆𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 −2𝑥 .

To find the particular solution we use 𝑦 0 = 3, 𝑦 ′ 0 = 1.

Thus, 𝑦 𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 −2𝑥 ⇒ 𝑦 0 = 𝑐1 + 0. 𝑐2 𝑒 −2(0) = 𝑐1 = 3

and 𝑦 ′ 𝑥 = 𝑐2 𝑒 −2𝑥 − 2 𝑐1 + 𝑥𝑐2 𝑒 −2𝑥 ⇒ 𝑦 ′ (0) = 𝑐2 𝑒 −2(0) − 2 𝑐1 + 0. 𝑐2 𝑒 −2(0)

Applied Mathematics III for Engineering and Sciences Page 103


Chapter Two Ordinary Differential Equation

⇒ 𝑐2 − 2 3 = 1 or 𝑐2 = 7,

so the solution of the initial value problem is

𝑦 = 3 + 7𝑥 𝑒 −2𝑥 .
2 . Solve the initial value problem
1 −7
𝑦 ′′ + 𝑦 ′ + 4 𝑦 = 0, 𝑦 0 = 3 and 𝑦 ′ 0 = .
2

Solution
1 −1
The characteristic equation is 𝜆2 + 𝜆 + 4 = 0, with 𝑏2 − 4𝑐 = 0 , so this is case(ii) with 𝜆 = .
2

The general solution is given by

−1
𝑦 = 𝑐1 + 𝑥𝑐2 𝑒 𝜆𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 2 𝑥 .

−7
To find the particular solution we use 𝑦 0 = 3 and 𝑦 ′ 0 = .
2

−1 −1
Thus, 𝑦 𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 2 𝑥 ⇒ 𝑦 0 = 𝑐1 + 0. 𝑐2 𝑒 2 (0) = 𝑐1 = 3

−1
𝑥 1 −1 −1 1 −1
and 𝑦 ′ 𝑥 = 𝑐2 𝑒 2 − 𝑐1 + 𝑥𝑐2 𝑒 2 𝑥 ⇒ 𝑦 ′ 0 = 𝑐2 𝑒 2 0
− 𝑐1 + 0. 𝑐2 𝑒 2 (0)
2 2

1 −7
⇒ 𝑐2 − 2 3 = or 𝑐2 = −2,
2

so the solution of the initial value problem is

−1
𝑦 = 3 − 2𝑥 𝑒 2 𝑥 .

? Solve the DE 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0, 𝑦 0 = 4, 𝑦 ′ 0 = −6.


𝑨𝒏𝒔. 𝑦 = 𝑒 −𝑥 4 − 2𝑥

Applied Mathematics III for Engineering and Sciences Page 104


Chapter Two Ordinary Differential Equation

Case 𝒊𝑖𝑖. When 𝑏2 − 4𝑐 < 0

In this case the characteristic equation has no real roots, solutions of the given DE must be of
different type. A real solution y corresponding to complex conjugate roots 𝜆1 and 𝜆2 is only
possible if the arbitrary constants 𝑐1 and 𝑐2 are themselves complex conjugates. A routine
calculation shows that if 𝜆1 = 𝛼 + 𝑖𝛽 and 𝜆2 = 𝛼 − 𝑖𝛽 , with
𝑏 1
𝛼 = − 2 , 𝛽 = 2 4𝑐 − 𝑏2

the two corresponding linearly independent solutions are


𝑦1 = 𝑒 𝛼𝑥 𝑐𝑜𝑠𝛽𝑥 and 𝑦2 = 𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥.
A basis for the solution space of (1) is formed by the functions 𝑒 𝛼𝑥 cos⁡
(𝛽𝑥) and
𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥, corresponding to a general solution of the form
𝑦 = 𝑐1 𝑒 𝛼𝑥 cos 𝛽𝑥 + 𝑐2 𝑒 𝛼𝑥 sin 𝛽𝑥 = 𝑒 𝛼𝑥 𝑐1 cos 𝛽𝑥 + 𝑐2 sin 𝛽𝑥 .
Examples

1. Solve the initial value problem 𝑦 ′′ + 2𝑦 ′ + 4𝑦 = 0 with 𝑦 0 = 2 and 𝑦′ 0 = 1.

Solution

The characteristic equation is


𝜆2 + 2𝜆 + 4 = 0 ,
𝑏 2 1
with 𝑏2 − 4𝑐 = −12 < 0 , so this is Case (iii) with 𝛼 = − 2 = − 2 = −1, 𝛽 = 2 4𝑐 − 𝑏2 = 3.

The general solution is


𝑦 = 𝑒 𝛼𝑥 𝑐1 cos⁡ (𝛽𝑥) = 𝑒 −𝑥 𝑐1 cos⁡
(𝛽𝑥) + 𝑐2 sin⁡ ( 3𝑥) + 𝑐2 sin⁡
( 3𝑥) .
The initial condition 𝑦 0 = 2 is satisfied if 𝑐1 = 2, while the initial condition
3
𝑦′ 0 = 1 is satisfied if 1 = −2 + 𝑐2 3 or 𝑐2 = = 3,
3

so the solution of the initial value problem is


𝑦 = 𝑒 −𝑥 2𝑐𝑜𝑠 3𝑥 + 3𝑠𝑖𝑛 3𝑥 .
2 . Solve the initial value problem 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 0, 𝑦 0 = 2, 𝑦 ′ 0 = −5.
Solution

The characteristic equation is


𝜆2 + 4𝜆 + 5 = 0 ,

Applied Mathematics III for Engineering and Sciences Page 105


Chapter Two Ordinary Differential Equation

𝑏 4 1
with 𝑏2 − 4𝑐 = −4 < 0 , so this is case (iii) with 𝛼 = − 2 = − 2 = −2, 𝛽 = 2 4𝑐 − 𝑏2 = 1.

The general solution is


𝑦 = 𝑒 𝛼𝑥 𝑐1 cos⁡ (𝛽𝑥) = 𝑒 −2𝑥 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 .
(𝛽𝑥) + 𝑐2 sin⁡
The initial condition 𝑦 0 = 2 is satisfied if 𝑐1 = 2, while the initial condition
𝑦′ 0 = 1 is satisfied if −5 = −4 + 𝑐2 or 𝑐2 = −1 ,
so the solution of the initial value problem is
𝑦 = 𝑒 −2𝑥 2𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 .

? 𝜋 𝜋
Solve the DE 𝑦 ′′ + 2𝑦 ′ + 17𝑦 = 0, 𝑦 0 = 1, 𝑦 ′ = 0, for 0 < 𝑥 <
4 4
1
𝑨𝒏𝒔. 𝑦 = 𝑒 −𝑥 𝑐𝑜𝑠4𝑥 + 𝑠𝑖𝑛4𝑥
4

Euler-Cauchy Equation
An ODE of the form 𝑥 2 𝑦 ′′ + 𝑎𝑥𝑦 ′ + 𝑏𝑦 = 0, (1)
where 𝑎 and 𝑏 are constants, is called Euler-Cauchy Equation.
To find the solution we substitute
𝑦 = 𝑥𝑚
and its derivatives 𝑦 ′ = 𝑚𝑥 𝑚 −1 and 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚 −2 in to equation (1). This gives
𝑥 2 𝑚 𝑚 − 1 𝑥 𝑚 −2 + 𝑎𝑥𝑚𝑥 𝑚 −1 + 𝑏𝑥 𝑚 = 0.
We now see that 𝑦 = 𝑥 𝑚 was a rather natural choice because we have obtained a common factor
𝑥 𝑚 . Dropping it, we have the auxiliary equaton
𝑚 𝑚 − 1 + 𝑎𝑚 + 𝑏 = 0 or 𝑚2 + 𝑎 − 1 𝑚 + 𝑏 = 0. (2)
Hence 𝑦 = 𝑥 𝑚 is a solution of equation (1) if and only if 𝑚 is a root of the auxiliary equaton.
The roots are given by
1 1 2 1 1 2
𝑚1 = 2 1 − 𝑎 + 2 𝑎−1 − 4𝑏 and 𝑚2 = 2 1 − 𝑎 − 2 𝑎−1 − 4𝑏 (3)

Consider the following three cases;


Case i. It the roots 𝑚1 and 𝑚2 are real and different, then the solutions are
𝑦1 = 𝑥 𝑚 1 and 𝑦2 = 𝑥 𝑚 2 .
They are linearly independent since their quotient is not constant or

Applied Mathematics III for Engineering and Sciences Page 106


Chapter Two Ordinary Differential Equation

𝑥𝑚1 𝑥𝑚2
The 𝑊𝑟𝑜𝑛𝑠𝑘𝑖𝑎𝑛 = 𝑊 𝑦1 , 𝑦2 = 𝑑𝑒𝑡 ≠ 0. Hence they constitute a basis of
𝑚1 𝑥 𝑚 1 𝑚2 𝑥 𝑚 2
solutions of equation (1) for all 𝑥 for which they are real. The corresponding general solution for
all these 𝑥 is
𝑦 = 𝑐1 𝑥 𝑚 1 + 𝑐2 𝑥 𝑚 2 .
1
Case ii. Eqution (3) shows that the auxiliary equation (2) has double root 𝑚1 = 2 1 − 𝑎 if and
2
only if 1 − 𝑎 − 4𝑏 = 0. The Euler-Cauchy equation (1), then has the form
1
𝑥 2 𝑦 ′′ + 𝑎𝑥𝑦 ′ + 4 1 − 𝑎 2 𝑦 = 0.
1−𝑎
A solution is 𝑦1 = 𝑥 2 . To obtain a second linearly independent solution, we apply the method
of reduction of order as follows. Starting from 𝑦2 = 𝑢𝑦1 , we obtain for 𝑢 the expression
1
𝑈 = 𝑦 2 𝑒− 𝑝𝑑𝑥
, namely,
1

1
𝑢= 𝑈 𝑑𝑥, where 𝑈 = 𝑦 2 𝑒 − 𝑝𝑑𝑥
.
1

Here it is critical that 𝑝 is taken from the ODE written in standard form, in our case,
2
𝑎 1−𝑎
𝑦 + 𝑦′ +
′′
𝑦 = 0.
𝑥 4𝑥 2
𝑎 1
This shows that 𝑝 = 𝑥 . Hence its integral is 𝑎𝑙𝑛𝑥 = 𝑙𝑛 𝑥 𝑎 , the exponential function in 𝑈 is 𝑥 𝑎 ,
1
and division by 𝑦12 = 𝑥 1−𝑎 gives 𝑈 = 𝑥 , and 𝑢 = 𝑙𝑛𝑥 by inegration. Thus, in this “critical
1
case” a basis of solutions for positive 𝑥 is 𝑦1 = 𝑥 𝑚 and 𝑦2 = 𝑥 𝑚 𝑙𝑛𝑥, where 𝑚 = 2 (1 − 𝑎).

Linear independence follows from the fact that the quoitient of these solutions is not constant.
Hence, for all 𝑥 for which 𝑦1 and 𝑦2 are defined and real, a general solution is
1
𝑦 = 𝑐1 + 𝑐2 𝑙𝑛𝑥 𝑥 𝑚 , 𝑚 = 2 1−𝑎 .

Case iii. If 𝑚1 and 𝑚2 are complex conjugates,


𝑚1 = 𝛼 + 𝑖𝛽 and 𝑚2 = 𝛼 − 𝑖𝛽, where 𝛼 and 𝛽 > 0 are real, then a solution is
𝑦 = 𝑐1 𝑥 𝛼+𝑖𝛽 + 𝑐2 𝑥 𝛼−𝑖𝛽 .
But, as in the case of equations with constant coefficients, when the roots of the auxiliary
equation are complex, we wish to write the solution interms of real functions only. We note the
identity
𝑥 𝑖𝛽 = 𝑒 𝑙𝑛𝑥 𝑖𝛽
= 𝑒 𝑖𝛽𝑙𝑛𝑥 ,

Applied Mathematics III for Engineering and Sciences Page 107


Chapter Two Ordinary Differential Equation

which, by Euler formula, is the same as


𝑥 𝑖𝛽 = cos 𝛽𝑙𝑛𝑥 + 𝑖𝑠𝑖𝑛 𝛽𝑙𝑛𝑥 .
Therefore, 𝑦 = 𝑐1 𝑥 𝛼+𝑖𝛽 + 𝑐2 𝑥 𝛼−𝑖𝛽 = 𝑥 𝛼 𝑐1 𝑥 𝑖𝛽 + 𝑐2 𝑥 𝑖𝛽
= 𝑥 𝛼 𝑐1 cos 𝛽𝑙𝑛𝑥 + 𝑖𝑠𝑖𝑛(𝛽𝑙𝑛𝑥) + 𝑐2 cos 𝛽𝑙𝑛𝑥 − 𝑖𝑠𝑖𝑛(𝛽𝑙𝑛𝑥)
= 𝑥 𝛼 𝑐1 + 𝑐2 cos 𝛽𝑙𝑛𝑥 + 𝑐1 𝑖 − 𝑐2 𝑖 sin⁡
(𝛽𝑙𝑛𝑥) .
On the interval 0, ∞ it can be verified that
𝑦1 = 𝑥 𝛼 cos 𝛽𝑙𝑛𝑥 and 𝑦2 = 𝑥 𝛼 sin 𝛽𝑙𝑛𝑥 .
Constitute a fundamental set of solutions of the differential equation. It follows that the general
solution is
𝑦 = 𝑥 𝛼 𝑐1 cos⁡
(𝛽𝑙𝑛𝑥) + 𝑐2 𝑠𝑖𝑛(𝛽𝑙𝑛𝑥) .

Remark. Any DE of the form


𝑑𝑛 𝑦 𝑑 𝑛 −1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛 𝑑 𝑥 𝑛 + 𝑎𝑛−1 𝑥 𝑛−1 𝑑 𝑥 𝑛 −1 + ⋯ + 𝑎1 𝑥 𝑑𝑥 + 𝑎0 𝑦 = 𝑔(𝑥), where 𝑎𝑛 , 𝑎𝑛−1 , … , 𝑎0 are

constants, is said to be an Euler-Cauchy equation.


Examples
Solve the following differential equations
1. 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ − 4𝑦 = 0
Solution
Let 𝑦 = 𝑥 𝑚 . Then 𝑦 ′ = 𝑚𝑥 𝑚 −1 and 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚 −2 .
Now substituting to the DE, we get
𝑥 2 𝑚(𝑚 − 1)𝑥 𝑚 −2 − 2𝑥𝑚𝑥 𝑚 −1 − 4𝑥 𝑚 = 0
⇒ 𝑥 𝑚 𝑚 𝑚 − 1 − 2𝑚 − 4 = 0
⇒ 𝑥 𝑚 𝑚2 − 3𝑚 − 4 = 0
If 𝑚2 − 3𝑚 − 4 = 0, we get 𝑚 + 1 𝑚 − 4 = 0 ⇒ 𝑚1 = −1 and 𝑚2 = 4.
So that 𝑦 = 𝑐1 𝑥 𝑚 1 + 𝑐2 𝑥 𝑚 2 = 𝑐1 𝑥 −1 + 𝑐2 𝑥 4 is the general solution.
2 . 4𝑥 2 𝑦 ′′ + 8𝑥𝑦 ′ + 𝑦 = 0.
Solution
The substitution of 𝑦 = 𝑥 𝑚 yields
4𝑥 2 𝑦 ′′ + 8𝑥𝑦 ′ + 𝑦 = 4𝑥 2 𝑚 𝑚 − 1 𝑥 𝑚 −2 + 8𝑥𝑚𝑥 𝑚 −1 + 𝑥 𝑚
= 𝑥 𝑚 4𝑚2 + 4𝑚 + 1 = 0.

Applied Mathematics III for Engineering and Sciences Page 108


Chapter Two Ordinary Differential Equation

1
When 4𝑚2 + 4𝑚 + 1 = 0 or 2𝑚 + 1 2
= 0 ⇒ 𝑚 = − 2.

Hence the general solution is


1
𝑦 = 𝑐1 + 𝑐2 𝑙𝑛𝑥 𝑥 𝑚 = 𝑐1 + 𝑐2 𝑙𝑛𝑥 𝑥 −2 .

3 . 𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ + 3𝑦 = 0.
Solution
The substitution of 𝑦 = 𝑥 𝑚 yields
𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ + 3𝑦 = 𝑥 2 𝑚 𝑚 − 1 𝑥 𝑚 −2 + 3𝑥𝑚𝑥 𝑚 −1 + 3𝑥 𝑚
= 𝑥 𝑚 𝑚2 + 2𝑚 + 3 = 0.
If 𝑚2 + 2𝑚 + 3 = 0 , then we get 𝑚1 = −1 + 2𝑖 and 𝑚2 = −1 − 2𝑖.
Let 𝛼 = −1 and 𝛽 = 2. Then we see that the general solution is
𝑦 = 𝑥 𝛼 𝑐1 cos 𝛽𝑙𝑛𝑥 + 𝑐2 𝑠𝑖𝑛(𝛽𝑙𝑛𝑥)
= 𝑥 −1 𝑐1 cos⁡
( 2𝑙𝑛𝑥) + 𝑐2 𝑠𝑖𝑛( 2𝑙𝑛𝑥) .
Exercise 2.10
1. Find the general solution of the following differential equations.
a. 𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 0
b. 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0
c. 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 0
d. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0
e. 𝑦 ′′ − 4𝑦 ′ + 5𝑦 = 0
f. 𝑦 ′′ + 6𝑦 ′ + 25𝑦 = 0
g. 𝑦 ′′ + 5𝑦 ′ + 4𝑦 = 0
h. 𝑦 ′′ − 3𝑦 ′ + 3𝑦 = 0
2 . Solve the following initial value problems.
a. 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0, with 𝑦 0 = 1, 𝑦 ′ 0 = 2
b. 𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 0, with 𝑦 0 = 3, 𝑦 ′ 0 = 1
c. 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0, with 𝑦 0 = 2, 𝑦 ′ 0 = 1
d. 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 0, with 𝑦 0 = −1, 𝑦 ′ 0 = 2

Applied Mathematics III for Engineering and Sciences Page 109


Chapter Two Ordinary Differential Equation

3 . Solve the following boundary problems.


a. 𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 0, with 𝑦 0 = 1, 𝑦 ′ 1 = 0
b. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0, with 𝑦 −1 = 1, 𝑦 ′ 1 = 0
c. 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0, with 𝑦 0 = 0, 𝑦 ′ 1 = 1
𝜋
d. 𝑦 ′′ + 2𝑦 ′ + 26𝑦 = 0, with 𝑦 0 = 1, 𝑦 ′ =0
4

2.11. Non-Homogenous Second Order Linear Differential

Equation(NHSOLDE) with constant Coefficients

In this section we proceed from homogeneous to non-homogeneous linear ODEs

𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 𝑟 𝑥 , (1)

where 𝑟 𝑥 ≠ 0. We shall see that a “general solution” of (1) is the sum of a general solution of
the corresponding homogeneous ODE

𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 0 (2)
and a particular solution of (1). These two new terms “general solution of (1)” and “particular
solution of (1)” are defined as follows.
Definition. A general solution of the non-homogeneous ODE (1) on an open interval I is a
solution of the form
𝑦 𝑥 = 𝑦𝑕 𝑥 + 𝑦𝑝 𝑥 ; (3)
here, 𝑦𝑕 = 𝑐1 𝑦1 + 𝑐2 𝑦2 is a general solution of the homogeneous ODE (2) on I and 𝑦𝑝 is any
solution of (1) on I containing no arbitrary constants.
Definition. A particular solution of (1) on I is a solution obtained from (3) by assigning specific
values to the arbitrary constants 𝑐1 and 𝑐2 in 𝑦𝑕 .
To solve the non-homogeneous ODE we follow the following methods.
2.11.1 Method of Undetermined Coefficients
Our discussion suggests the following. To the non-homogeneous ODE (1) or an initial value
problem for (1), we have to solve the homogeneous ODE (2) and find any solution 𝑦𝑝 of (1), so
that we obtain a general solution (3) of (1).

Applied Mathematics III for Engineering and Sciences Page 110


Chapter Two Ordinary Differential Equation

How can we find a solution 𝑦𝑝 of (1)? One method is the so-called method of undetermined
coefficients. Since it applies to models of vibrational systems and electric circuits, it is frequently
used in engineering.
More precisely, the method of undetermined coefficients is suitable for linear ODEs with
constant coefficients 𝑎 and 𝑏
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟 𝑥 , 4
when 𝑟 𝑥 is a polynomial function, exponential function, a cosine or sine, or sums or products
of such functions.
Consider the following table for the terms of 𝑟 𝑥 and the choice of 𝑦𝑝 𝑥 .
Terms in 𝒓 𝒙 Choice for 𝒚𝒑 (𝒙)
𝑘, 𝑘 𝑖𝑠 𝑎𝑛𝑦 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝐶, 𝐶 ∈ 𝑅
𝑘𝑒 𝑎𝑥 , 𝑎 ∈ 𝑅 𝐶𝑒 𝑎𝑥 , 𝐶 ∈ 𝑅
𝑘𝑥 𝑛 , 𝑛 = 0,1,2 … …. 𝑘𝑛 𝑥 𝑛 + 𝑘𝑛−1 𝑥 𝑛−1 + ⋯ + 𝑘1 𝑥 + 𝑘0
𝑘𝑐𝑜𝑠𝑤𝑥
or 𝐴𝑐𝑜𝑠𝑤𝑥 + 𝐵𝑠𝑖𝑛𝑤𝑥
𝑘𝑠𝑖𝑛𝑤𝑥
𝑘𝑒 𝑎𝑥 𝑐𝑜𝑠𝑤𝑥
or 𝐴𝑒 𝑎𝑥 𝑐𝑜𝑠𝑤𝑥 + 𝐵𝑒 𝑎𝑥 𝑠𝑖𝑛𝑤𝑥
𝑘𝑒 𝑎𝑥 𝑠𝑖𝑛𝑤𝑥

Choice Rules for the Method of Undetermined Coefficients


(a) Basic Rule.
If 𝑟 𝑥 in (4) is one of the function in the first column in the above table, choose 𝑦𝑝 in
the same line and determine its undetremined coefficients by substituting 𝑦𝑝 and its
derivatives in to (4).
Examples
1 . Solve the DE 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 4𝑥 2 .
Solution
Step 1. We first solve the homogeneous equation
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0.

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Chapter Two Ordinary Differential Equation

From the auxiliary equation 𝜆2 + 3𝜆 + 2 = 𝜆 + 1 𝜆 + 2 = 0, we find the homogeneous


solution
𝑦𝑕 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 .
Step 2. Since 𝑟 𝑥 = 4𝑥 2 is quadratic, we choose the particular solution 𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
and obtain the coefficients 𝐴, 𝐵 and 𝐶 by substituting 𝑦𝑝 and its derivative in to the
DE 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 4𝑥 2 .
Thus, 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 4𝑥 2
⇒ 2𝐴 + 3 2𝐴𝑥 + 𝐵 + 2(𝐴𝑥 2 + 𝐵𝑥 + 𝐶 )= 4𝑥 2
⇒ 2𝐴𝑥 2 + 𝑥 6𝐴 + 2𝐵 + 2𝐴 + 3𝐵 + 2𝐶 = 4𝑥 2
⇒ 2𝐴 = 4, 6𝐴 + 2𝐵 = 0 and 2𝐴 + 3𝐵 + 2𝐶 = 0
⇒ 𝐴 = 2, 𝐵 = −6 and 𝐶 = 7.
Hence, 𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 = 2𝑥 2 − 6𝑥 + 7.
Step 3. The general solution is given by
𝑦 = 𝑦𝑕 𝑥 + 𝑦𝑝 𝑥 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 + 2𝑥 2 − 6𝑥 + 7.
2 . Solve the DE 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 5𝑒 3𝑥 .
Solution
Step 1. We first solve the homogeneous equation
𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0.
From the auxiliary equation 𝜆2 + 6𝜆 + 9 = 𝜆 + 3 2
= 0 or 𝜆 = −3, we find the homogeneous
solution
𝑦𝑕 = (𝑐1 + 𝑥𝑐2) 𝑒 −3𝑥 .
Step 2. Since 𝑟 𝑥 = 5𝑒 3𝑥 is exponential, we choose the particular solution 𝑦𝑝 = 𝐶𝑒 3𝑥 and
obtain the coefficient 𝐶 by substituting 𝑦𝑝 and its derivative in to the DE
𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 5𝑒 3𝑥 .
⇒ 9𝐶𝑒 3𝑥 + 6 3𝐶𝑒 3𝑥 + 9 𝐶𝑒 3𝑥 = 5𝑒 3𝑥
⇒ 9𝐶 + 18𝐶 + 9𝐶 = 5
5
⇒ 36𝐶 = 5 ⇒ C = 36 .
5
Hence the paticular solution is 𝑦𝑝 = 𝐶𝑒 3𝑥 = 36 𝑒 3𝑥 .

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Chapter Two Ordinary Differential Equation

Step 3. The general solution is given by


5
𝑦 = 𝑦𝑕 𝑥 + 𝑦𝑝 𝑥 = (𝑐1 + 𝑥𝑐2 )𝑒 −3𝑥 + 36 𝑒 3𝑥 .

(b). Modification Rule.


If a term in your choice for 𝑦𝑝 happens to be a solution of the homogeneous ODE corresponding
to the equation 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟(𝑥), multiply your choice of 𝑦𝑝 by 𝑥( or by 𝑥 2 if this solution
corresponds to a double root of the characteristic equation of the homogeneous ODE).

Examples

1. Solve the initial value problem


𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 𝑒 −𝑥 , 𝑦 0 = 2, 𝑦 ′ 0 = 1.

Solution

Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is

𝜆2 + 4𝜆 + 3 = 0 , with the roots 𝜆1 = −1 and 𝜆2 = −3.

Hence the homogeneous ODE has the general solution

𝑦𝑕 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −3𝑥 .

Step 2. The Solution yp of the non-homogeneous ODE. The non-homogeneous term e−x is
contained in the homogeneous solution, so we choose 𝑦𝑝 = 𝑐𝑥𝑒 −𝑥 . Then the derivatives are
given by 𝑦′𝑝 = 𝑐𝑒 −𝑥 − 𝑐𝑥𝑒 −𝑥 , 𝑦′′𝑝 = −2𝑐𝑒 −𝑥 + 𝑐𝑥𝑒 −𝑥 .

Now substituting to the DE, we get

−2𝑐𝑒 −𝑥 + 𝑐𝑥𝑒 −𝑥 + 4𝑐𝑒 −𝑥 − 4𝑐𝑥𝑒 −𝑥 + 3𝑐𝑥𝑒 −𝑥 = 𝑒 −𝑥

1
−2𝑐 + 4𝑐 = 1 or 𝑐 = 2 .

1
Therefore, 𝑦𝑝 = 2 𝑥𝑒 −𝑥 .

1
The general solution is given by 𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −3𝑥 + 2 𝑥𝑒 −𝑥 .

Applied Mathematics III for Engineering and Sciences Page 113


Chapter Two Ordinary Differential Equation

Step 3. Solution of the initial value problem.

To find the constants 𝑐1 and 𝑐2 we use 𝑦 0 = 2, 𝑦 ′ 0 = 1

1
𝑦 = 2 = 𝑐1 𝑒 −0 + 𝑐2 𝑒 −3(0) + 2 0 𝑒 −0 = 𝑐1 + 𝑐2

⇒ 𝑐1 + 𝑐2 = 2 (𝑖)

1 1
𝒚′ = −𝑐1 𝑒 −𝑥 − 3𝑐2 𝑒 −3𝑥 + 𝑒 −𝑥 − 𝑥𝑒 −𝑥 .
2 2

1 1 1
Now, 𝑦 ′ 0 = −𝑐1 𝑒 −0 − 3𝑐2 𝑒 −30 + 2 𝑒 −0 − 2 0 𝑒 −0 = −𝑐1 − 3𝑐2 + 2 = 1

1
⇒ −𝑐1 − 3𝑐2 = 2 . (𝑖𝑖)

Combining (i) and (ii), we get

13 5
𝑐1 = and 𝑐2 = −
4 4

13 5 1
𝑦= 𝑒 −𝑥 − 4 𝑒 −3𝑥 + 2 𝑥𝑒 −𝑥 is the required solution.
4

2. Solve the initial value problem

𝑦 ′′ + 3𝑦 ′ + 2.25𝑦 = −10𝑒 −1.5𝑥 , 𝑦 0 = 1, 𝑦 ′ 0 = 0.

Solution

Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is

𝜆2 + 3𝜆 + 2.25 = 𝜆 + 1.5 2
= 0 ⇒ 𝜆 = −1.5.

Hence the homogeneous ODE has the general solution

𝑦𝑕 = (𝑐1 + 𝑥𝑐2) 𝑒 −1.5𝑥 .

Step 2. The Solution yp of the non-homogeneous ODE. The function 𝑒 −1.5𝑥 on the right would
normally require the choice 𝐶𝑒 −1.5𝑥 . But we see from 𝑦𝑕 that this function is a solution of the

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Chapter Two Ordinary Differential Equation

homogeneous ODE, which corresponds to a double root of the characteristic equation. Hence,
according to the modification rule we have to multiply our choice function by 𝑥 2 . That is, we
choose 𝑦𝑝 = 𝐶𝑥 2 𝑒 −1.5𝑥 .

Then 𝑦′𝑝 = 𝐶 2𝑥 − 1.5𝑥 2 𝑒 −1.5𝑥 , 𝑦′′𝑝 = 𝐶 2 − 6𝑥 + 2.25𝑥 2 𝑒 −1.5𝑥 .

We substitute these expression in to the given ODE and omit the factor 𝑒 −1.5𝑥 . This yields

𝐶 2 − 6𝑥 + 2.25𝑥 2 + 3𝐶 2𝑥 − 1.5𝑥 2 + 2.25𝐶𝑥 2 = −10.

Comparing the coefficients of 𝑥 2 , 𝑥, 𝑥 0 gives 0 = 0, 0 = 0, 2𝐶 = −10, hence 𝐶 = −5. This


gives the solution 𝑦𝑝 = −5𝑒 −1.5𝑥 . Hence, the given ODE has the general solution

𝑦 = 𝑦𝑕 + 𝑦𝑝 = (𝑐1 + 𝑥𝑐2) 𝑒 −1.5𝑥 − 5𝑒 −1.5𝑥 .

Step 3. Solution of the initial value problem. Setting 𝑥 = 0 in 𝑦 and using the first initial
condition, we obtain 𝑦 0 = 𝑐1 . Differentiation of 𝑦 gives

𝑦 ′ = 𝑐2 − 1.5𝑐1 − 1.5𝑐2 𝑥 𝑒 −1.5𝑥 − 10𝑥𝑒 −1.5𝑥 + 7.5𝑥 2 𝑒 −1.5𝑥 .

From this and the second initial condition we have 𝑦 ′ 0 = 𝑐2 − 1.5𝑐1 = 0.

Hence 𝑐2 = 1.5𝑐1 = 1.5. This gives the answer in the following figure

𝑦 = 1 + 1.5𝑥 𝑒 −1.5𝑥 − 5𝑥 2 𝑒 −1.5𝑥 = 1 + 1.5𝑥 − 5𝑥 2 𝑒 −1.5𝑥 .

Figure 2.1

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Chapter Two Ordinary Differential Equation

(c). Sum Rule.


If 𝑟(𝑥) is a sum of functions in the first column of the above table, choose for 𝑦𝑝 the sum of the
functions in the corresponding lines of the second column.
Examples
1 . Find the general solution of 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 4𝑒 −𝑥 + 5𝑠𝑖𝑛𝑥.
Solution
Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is

𝜆2 + 5𝜆 + 6 = 𝜆 + 2 𝜆 + 3 = 0 ⇒ 𝜆1 = −2 and 𝜆2 = −3.

Hence the homogeneous ODE has the general solution

𝑦𝑕 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥 .

Step 2. The Solution yp of the non-homogeneous ODE.

To find a particular solution, we notice first that neither the term 𝑒 −𝑥 nor the term
𝑠𝑖𝑛𝑥 is contained in the homogeneous solution. This means that the only form
of particular solution 𝑦𝑝 that can produce the non-homogeneous term 4𝑒 −𝑥 + 5𝑠𝑖𝑛𝑥 is
𝑦𝑝 = 𝐴𝑒 −𝑥 + 𝐵𝑠𝑖𝑛𝑥 + 𝐶𝑐𝑜𝑠𝑥 ,

where A, B, and C are the undetermined coefficients that must be found. Substituting this
expression for yp and its derivatives to the DE leads to the result

𝐴𝑒 −𝑥 − 𝐵𝑠𝑖𝑛𝑥 − 𝐶𝑐𝑜𝑠𝑥 + 5 −𝐴𝑒 −𝑥 + 𝐵𝑐𝑜𝑠𝑥 − 𝐶𝑠𝑖𝑛𝑥 + 6 𝐴𝑒 −𝑥 + 𝐵𝑠𝑖𝑛𝑥 + 𝐶𝑐𝑜𝑠𝑥

= 4𝑒 −𝑥 + 5𝑠𝑖𝑛𝑥.

When we collect terms involving 𝑒 −𝑥 , 𝑠𝑖𝑛𝑥, and 𝑐𝑜𝑠𝑥 this becomes


2𝐴𝑒 −𝑥 + 5 𝐵 − 𝐶 𝑠𝑖𝑛𝑥 + 5 𝐵 + 𝐶 𝑐𝑜𝑠𝑥 = 4𝑒 −𝑥 + 5𝑠𝑖𝑛𝑥.

If 𝑦𝑝 is a particular solution, this expression must be an identity (true for


all x), but this is only possible if the coefficients of corresponding functions of x on
either side of the equation are identical. Equating corresponding coefficients gives

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Chapter Two Ordinary Differential Equation

(coefficients of 𝑒 −𝑥 ) 2A= 4, so A= 2
(coefficient of 𝑠𝑖𝑛𝑥) 5(B− C) = 5
(coefficient of 𝑐𝑜𝑠𝑥) 5(B+ C) = 0.
1 1
Solving the last two equations for B and C gives 𝐵 = 2 , 𝐶 = − 2 , so the particular solution is

1 1
𝑦𝑝 = 2𝑒 −𝑥 +2 𝑠𝑖𝑛𝑥 − 2 𝑐𝑜𝑠𝑥.

Substituting 𝑦𝑕 and 𝑦𝑝 in to 𝑦 = 𝑦𝑕 + 𝑦𝑝 shows that the general solution is

1 1
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥 + 2𝑒 −𝑥 +2 𝑠𝑖𝑛𝑥 − 2 𝑐𝑜𝑠𝑥.

2 . Find the general solution of 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 𝑥 2 + 3𝑒 −2𝑥 .

Solution

Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is

𝜆2 + 3𝜆 + 2 = 𝜆 + 2 𝜆 + 1 = 0 ⇒ 𝜆1 = −2 and 𝜆2 = −1.

Hence the homogeneous ODE has the general solution

𝑦𝑕 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥 .

Step 2. The Solution yp of the non-homogeneous ODE.

To find a particular solution, we notice first that the term 𝑒 −2𝑥 is contained in the homogeneous
solution. This means that the only form of particular solution 𝑦𝑝 that can produce the non-
homogeneous term 𝑥 2 + 3𝑒 −2𝑥 is
𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 + 𝐷𝑥𝑒 −2𝑥 ,

where A, B, C and D are the undetermined coefficients that must be found. Substituting this
expression for yp and its derivatives to the DE leads to the result

2𝐴 − 4𝐷𝑒 −2𝑥 + 4𝐷𝑥𝑒 −2𝑥 + 3 2𝐴𝑥 + 𝐵 + 𝐷𝑒 −2𝑥 − 2𝐷𝑥𝑒 −2𝑥 + 2 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 + 𝐷𝑥𝑒 −2𝑥
= 𝑥 2 + 3𝑒 −2𝑥 .

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Chapter Two Ordinary Differential Equation

Equating corresponding coefficients gives

(coefficients of 𝑒 −2𝑥 ) −4𝐷 + 3𝐷 = 3 or 𝐷 = −3


1
(coefficient of 𝑥 2 ) 2𝐴 = 1 or 𝐴 = 2
1 3
(coefficient of 𝑥) 6𝐴 + 2𝐵 = 0 ⇒ 6 + 2𝐵 = 0 or 𝐵 = − 2
2

1 3 7
(constant terms) 2𝐴 + 3𝐵 + 2𝐶 = 0 ⇒ 2 +3 − + 2𝐶 = 0 𝑜𝑟 𝐶 = ,
2 2 4

so the particular solution is

1 3 7
𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 + 𝐷𝑥𝑒 −2𝑥 = 𝑥 2 − 𝑥 + − 3𝑥𝑒 −2𝑥
2 2 4

Substituting 𝑦𝑕 and 𝑦𝑝 in to 𝑦 = 𝑦𝑕 + 𝑦𝑝 shows that the general solution is

1 3 7
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥 + 2 𝑥 2 − 2 𝑥 + 4 − 3𝑥𝑒 −2𝑥 .

? Solve the DE 𝑦 ′′ + 2𝑦 ′ + 5𝑦 = 𝑒 2𝑥 + 𝑐𝑜𝑠3𝑥 − 4𝑠𝑖𝑛3𝑥.


1 5 11
𝑨𝒏𝒔. 𝑦 = 𝑒 −𝑥 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥 + 13 𝑒 2𝑥 + 13 𝑐𝑜𝑠3𝑥 + 26 𝑠𝑖𝑛3𝑥

2.11.2. Variation of Parameters

The method of variation of parameters, perhaps more properly called variation of constants,
is a powerful method used to find a particular solution of a linear differential equation once its
homogeneous solution is known. In what follows the method will be developed for a general
linear second order variable coefficient differential equation, though it is easily extended to
include linear variable coefficient differential equations of any order.
As linear constant coefficient equations are a special case of variable coefficient equations,
the method enables particular solution to be found for all linear equations. The method also has
the advantage that no special cases arise due to the non-homogeneous term being included in the
homogeneous solution.
Consider the general linear second order differential equation
𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑟(𝑥) (1)

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Chapter Two Ordinary Differential Equation

The particular solution yp will appear in the form

𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2,

where 𝑦1 and 𝑦2 are solutions of the homogeneous equation 𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 and 𝑢1 𝑎𝑛𝑑 𝑢2


are functions that must be determined. It can be shown that such 𝑦1 and 𝑦2 satisfy

𝑦1 𝑦2
𝑊𝑟𝑜𝑛𝑠𝑘𝑖𝑎𝑛 of 𝑦1 and 𝑦2 = 𝑤 𝑦1 , 𝑦2 = = 𝑦1 𝑦2′ − 𝑦1 ′𝑦2 ≠ 0.
𝑦1 ′ 𝑦2 ′

It is proved that

𝑦2 𝑟(𝑥) − 𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥) 𝑦1 𝑟(𝑥)


𝑢1′ = − = and 𝑢2′ = = ′𝑦 .
𝑊 𝑦1 𝑦2′ −𝑦1 ′𝑦2 𝑊 𝑦1 𝑦2′ −𝑦1 2

Now after integration the above result, we get

𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥)
𝑢1 = − 𝑑𝑥 and 𝑢2 = 𝑑𝑥.
𝑊 𝑊

Finally, the general solution is given by

𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥)
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑦𝑕 + 𝑢1 𝑦1 + 𝑢2 𝑦2 = 𝑦𝑕 − 𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥
𝑊 𝑊

𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥)
𝑦 = 𝑦𝑕 − 𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥.
𝑊 𝑊

Caution! The solution 𝑦𝑝 is obtained under the assumption that the ODE is written in standard
form, with 𝑦′′ as the first term as shown in (1). If it starts with 𝑓 𝑥 𝑦′′, then we divide first by
𝑓 𝑥 .

Examples

1 . Solve the non-homogeneous ODE

𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥.

Solution

General solution of the homogeneous ODE. The characteristic equation of the homogeneous
ODE is

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Chapter Two Ordinary Differential Equation

𝜆2 + 1 = 0 ⇒ 𝜆1 = 𝑖 and 𝜆2 = −𝑖.

Hence the homogeneous ODE has the general solution

𝑦𝑕 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥.

Hence we have 𝑦1 = 𝑐𝑜𝑠𝑥 and 𝑦2 = 𝑠𝑖𝑛𝑥. This gives the wronskian

𝑤 𝑦1 , 𝑦2 = 𝑦1 𝑦2′ − 𝑦1′ 𝑦2 = 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥 − −𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑥 = 𝑐𝑜𝑠 2 𝑥 + 𝑠𝑖𝑛2 𝑥 = 1.

Choosing zero constant of integration, we get the particular solution of the given DE

𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥
𝑊 𝑊

𝑠𝑖𝑛𝑥𝑠𝑒𝑐𝑥 𝑐𝑜𝑠𝑥𝑠𝑒𝑐𝑥
= −𝑐𝑜𝑠𝑥 𝑑𝑥 + 𝑠𝑖𝑛𝑥 𝑑𝑥
1 1

= −𝑐𝑜𝑠𝑥 𝑡𝑎𝑛𝑥𝑑𝑥 + 𝑠𝑖𝑛𝑥 𝑑𝑥

= 𝑐𝑜𝑠𝑥𝑙𝑛 𝑐𝑜𝑠𝑥 + 𝑥𝑠𝑖𝑛𝑥.

The figure below shows 𝑦𝑝 and its first term, which is small, so that 𝑥𝑠𝑖𝑛𝑥 essentially determines
the shape of the curve of 𝑦𝑝 . From 𝑦𝑝 and the general solution 𝑦𝑕 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 of the
homogeneous DE we obtain the answer

𝑦 = 𝑦𝑕 + 𝑦𝑝

= 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥𝑙𝑛 𝑐𝑜𝑠𝑥 + 𝑥𝑠𝑖𝑛𝑥

= 𝑐𝑜𝑠𝑥 𝑐1 + 𝑙𝑛 𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥 𝑐2 + 𝑥 .

Applied Mathematics III for Engineering and Sciences Page 120


Chapter Two Ordinary Differential Equation

Fig. 2.2 Particular solution 𝑦𝑝 and its first term.

2 . Solve the non-homogeneous ODE

2
𝑦 ′′ − 𝑦 = 1+𝑒 𝑥 .

Solution

General solution of the homogeneous ODE. The characteristic equation of the homogeneous
ODE is

𝜆2 − 1 = 0 ⇒ 𝜆1 = 1 and 𝜆2 = −1.

Hence the homogeneous ODE has the general solution

Applied Mathematics III for Engineering and Sciences Page 121


Chapter Two Ordinary Differential Equation

𝑦𝑕 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 .

Hence we have 𝑦1 = 𝑒 𝑥 and 𝑦2 = 𝑒 −𝑥 . This gives the wronskian

𝑤 𝑦1 , 𝑦2 = 𝑦1 𝑦2′ − 𝑦1′ 𝑦2 = 𝑒 𝑥 −𝑒 −𝑥 − 𝑒 𝑥 𝑒 −𝑥 = −𝑒 𝑥−𝑥 − 𝑒 𝑥−𝑥 = −2.

Choosing zero constant of integration, we get the particular solution of the given DE

𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥 2
𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥 , 𝑟 𝑥 = 1+𝑒 𝑥 .
𝑊 𝑊

2
𝑦2 𝑟 𝑥 𝑒 −𝑥 𝑒 −𝑥
1+𝑒 𝑥
Thus, 𝑢1 = − 𝑑𝑥 = − 𝑑𝑥 = 𝑑𝑥
𝑊 −2 1+𝑒 𝑥

1 1 1
= 𝑑𝑥 = − 𝑑𝑥
𝑒 𝑥 1+𝑒 𝑥 𝑒𝑥 1+𝑒 𝑥

𝑒 −𝑥
= 𝑒 −𝑥 𝑑𝑥 − 𝑑𝑥 = −𝑒 −𝑥 + 𝑙𝑛 1 + 𝑒 −𝑥
1+𝑒 −𝑥

⇒ 𝑢1 = −𝑒 −𝑥 + 𝑙𝑛 1 + 𝑒 −𝑥

2
𝑦1 𝑟 𝑥 𝑒𝑥 𝑒𝑥
1+𝑒 𝑥
and 𝑢2 = 𝑑𝑥 = 𝑑𝑥 = − 𝑑𝑥 = −𝑙𝑛 1 + 𝑒 𝑥
𝑊 −2 1+𝑒 𝑥

⇒ 𝑢2 = −𝑙𝑛 1 + 𝑒 𝑥 .

Hence the particular solution is

𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
𝑦𝑝 = −𝑦1 𝑊
𝑑𝑥 + 𝑦2 𝑊
𝑑𝑥

= 𝑒 𝑥 −𝑒 −𝑥 + 𝑙𝑛 1 + 𝑒 −𝑥 + 𝑒 −𝑥 −𝑙𝑛 1 + 𝑒 𝑥

= −1 + 𝑒 𝑥 𝑙𝑛 1 + 𝑒 −𝑥 − 𝑒 −𝑥 𝑙𝑛 1 + 𝑒 𝑥 .

The general solution is

𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 − 1 + 𝑒 𝑥 𝑙𝑛 1 + 𝑒 −𝑥 − 𝑒 −𝑥 𝑙𝑛 1 + 𝑒 𝑥 .

Applied Mathematics III for Engineering and Sciences Page 122


Chapter Two Ordinary Differential Equation

3 . Solve the non-homogeneous ODE

𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 𝑥 3 𝑐𝑜𝑠𝑥.

Solution

General solution of the homogeneous ODE. The characteristic equation of the Euler-Cauchy
ODE 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 0 is

𝑚2 + 𝑎 − 1 𝑚 + 𝑏 = 𝑚2 + −2 − 1 𝑚 + 3 = 𝑚2 − 3𝑚 + 2 = 0.

⇒ 𝑚1 = 1 and 𝑚2 = 2.

Hence the general solution is

𝑦𝑕 = 𝑐1 𝑥 + 𝑐2 𝑥 2 .

Hence we have 𝑦1 = 𝑥 and 𝑦2 = 𝑥 2 . This gives the wronskian

𝑤 𝑦1 , 𝑦2 = 𝑦1 𝑦2′ − 𝑦1′ 𝑦2 = 𝑥 2𝑥 − 1 𝑥 2 = 2𝑥 2 − 𝑥 2 = 𝑥 2 .

Choosing zero constant of integration, we get the particular solution of the given DE and before
identifying 𝑟 𝑥 the equation must be written in standard form with the coefficient of 𝑦 ′′ equal to
one. Dividing the DE by 𝑥 2 to bring it into the standard form shows that

𝑥 3 𝑐𝑜𝑠𝑥
𝑟 𝑥 = = 𝑥𝑐𝑜𝑠𝑥.
𝑥2

𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
Thus, 𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥.
𝑊 𝑊

𝑦2 𝑟 𝑥 𝑥 2 𝑥𝑐𝑜𝑠𝑥
⇒ 𝑢1 = − 𝑑𝑥 = − 𝑑𝑥 = − 𝑥𝑐𝑜𝑠𝑥 𝑑𝑥 = −𝑥𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥
𝑊 𝑥2

⇒ 𝑢1 = −𝑥𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥

𝑦1 𝑟 𝑥 𝑥𝑥𝑐𝑜𝑠𝑥
and 𝑢2 = 𝑑𝑥 = 𝑑𝑥 = 𝑐𝑜𝑠𝑥 𝑑𝑥 = 𝑠𝑖𝑛𝑥
𝑊 𝑥2

⇒ 𝑢2 = 𝑠𝑖𝑛𝑥.

Hence the particular solution is

Applied Mathematics III for Engineering and Sciences Page 123


Chapter Two Ordinary Differential Equation

𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥
𝑊 𝑊

= 𝑥 −𝑥𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥 + 𝑥 2 𝑠𝑖𝑛𝑥

= −𝑥 2 𝑠𝑖𝑛𝑥 − 𝑥𝑐𝑜𝑠𝑥 + 𝑥 2 𝑠𝑖𝑛𝑥

= −𝑥𝑐𝑜𝑠𝑥.

The general solution is

𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑥 + 𝑐2 𝑥 2 − 𝑥𝑐𝑜𝑠𝑥.

2.11.3. Other Method to Find Particular solutions

Differential Operator. The symbol D stands for the operation of differential i.e.

𝑑𝑦 𝑑2𝑦
𝐷𝑦 = 𝑑𝑥 , 𝐷2 𝑦 = 𝑑 𝑥 2 .

Note.

1 1
a. stands for the operation integration i.e 𝑓 𝑥 = 𝑓 𝑥 𝑑𝑥
𝐷 𝐷
1
b. stands for the operation of integration twice
𝐷2
1
c. 𝑓 𝑥 = 𝑒 𝑎𝑥 𝑓(𝑥)𝑒 −𝑎𝑥 𝑑𝑥
𝐷−𝑎

d. 𝑦 ′′ + 𝑝𝑦 ′ + 𝑞𝑦 = 𝑟(𝑥) can be written in the operator form


𝐷2 𝑦 + 𝑝𝐷𝑦 + 𝑞𝑦 = 𝑟 𝑥 or 𝐷2 + 𝑝𝐷 + 𝑞 𝑦 = 𝑟 𝑥 or 𝑓 𝐷 𝑦 = 𝑟 𝑥 .

Rules to find particular solution

i . When 𝑟 𝑥 = 𝑒 𝑎𝑥 , where a is any constant.

1 1
Then the particular solution 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 = 𝑓 (𝑎) 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0.

1 1 1
If 𝑓 𝑎 = 0, the above rule fails. Then 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 = 𝑥. 𝑓 ′ (𝐷) 𝑒 𝑎𝑥 = 𝑥 𝑓 ′ (𝑎) 𝑒 𝑎𝑥 .

1
If 𝑓 ′ 𝑎 = 0, then 𝑦𝑝 = 𝑥 2 𝑒 𝑎𝑥 .
𝑓 ′′ (𝑎 )

Applied Mathematics III for Engineering and Sciences Page 124


Chapter Two Ordinary Differential Equation

1
If 𝑓 (𝑛 ) 𝑎 = 0, then 𝑦𝑝 = 𝑥 𝑛+1 𝑓 (𝑛 +1) (𝑎) 𝑒 𝑎𝑥 .

Examples

1 . Solve the following DEs.

a. 𝑦 ′′ + 6𝑦 ′ + 9 = 5𝑒 3𝑥 .

Solution

The given DE can be written as 𝐷2 + 6𝐷 + 9 𝑦 = 5𝑒 3𝑥 . The auxiliary equation is

𝑚2 + 6𝑚 + 9 = 0 or 𝑚 + 3 2
= 0 ⇒ 𝑚 = −3, repeated twice.

Hence the homogeneous solution is 𝑦𝑕 = 𝑐1 + 𝑥𝑐2 𝑒 −3𝑥 .

The particular solution is given by

1 1 1 1 5
𝑦𝑝 = 𝑒 𝑎𝑥 = 5𝑒 3𝑥 = 5𝑒 3𝑥 = 5𝑒 3𝑥 = 𝑒 3𝑥
𝑓(𝐷) 𝐷 2 +6𝐷+9 𝑎 2 +6𝑎 +9 32 +6(3)+9 36

5
⇒ 𝑦𝑝 = 36 𝑒 3𝑥 .

The general solution is

5
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 + 𝑥𝑐2 𝑒 −3𝑥 + 36 𝑒 3𝑥 .

b. 𝐷2 − 6𝐷 + 9 𝑦 = 3𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑏𝑙𝑜𝑔𝑏

Solution

The auxiliary equation is 𝑚2 − 6𝑚 + 9 = 0 or 𝑚 − 3 2


=0

⇒ 𝑚 = 3, repeated twice

Hence, the homogeneous solution is 𝑦𝑕 = 𝑐1 + 𝑥𝑐2 𝑒 3𝑥 .

The particular solution is given by

1 1
𝑦𝑝 = 𝑓 3𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑏𝑙𝑜𝑔𝑏 = 𝐷 2 −6𝐷+9 3𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑏𝑙𝑜𝑔𝑏 .
𝐷

Applied Mathematics III for Engineering and Sciences Page 125


Chapter Two Ordinary Differential Equation

1 1
Now, 𝑦𝑝1 = 𝐷 2 −6𝐷+9 3𝑒 3𝑥 = 3 𝐷 2 −6𝐷+9 𝑒 3𝑥 (failure case)

1
= 3𝑥
𝑓 ′ (𝐷)
1
= 3𝑥 𝑒 3𝑥 (𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑐𝑎𝑠𝑒)
2𝐷 − 6

1 3𝑥 2
1 3𝑥 3 2 3𝑥
= 3𝑥. 𝑥 𝑒 = 3𝑥 𝑒 = 𝑥 𝑒 ,
𝑓 ′′ (𝐷 2 2

1 1
𝑦𝑝2 = 7𝑒 −2𝑥 = 7 2 𝑒 −2𝑥
𝐷2 − 6𝐷 + 9 𝐷 − 6𝐷 + 9

1 −2𝑥
7 −2𝑥
=7 𝑒 = 𝑒
(−2)2 − 6(−2) + 9 25

and

1 1 1 1
𝑦𝑝3 = 𝑏𝑙𝑜𝑔𝑏 = 𝑏𝑙𝑜𝑔𝑏 𝑒 0𝑥 = 𝑏𝑙𝑜𝑔𝑏 = 𝑏𝑙𝑜𝑔𝑏.
𝐷 2 −6𝐷+9 𝐷 2 −6𝐷+9 02 −6(0)+9 9

Hence the particular solution is

3 7 1
𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2 + 𝑦𝑝3 = 2 𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 + 9 𝑏𝑙𝑜𝑔𝑏

3 7 1
⇒ 𝑦𝑝 = 2 𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 + 9 𝑏𝑙𝑜𝑔𝑏.

The general solution is

3 7 1
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 + 𝑥𝑐2 𝑒 3𝑥 + 2 𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 + 9 𝑏𝑙𝑜𝑔𝑏.

? 𝑑2𝑦 𝑔 𝑔
Solve the DE + 𝑙 𝑦 = 𝑙 𝐿 , where 𝑔, 𝑙 and 𝐿 are constants subject to the condition,
𝑑𝑡 2

𝑑𝑦
𝑦 = 𝑎 and = 0 𝑎𝑡 𝑡 = 0
𝑑𝑡
𝑔
𝑨𝒏𝒔. 𝑦 = 𝑎 − 𝐿 𝑐𝑜𝑠 𝑡+𝐿
𝑙

Applied Mathematics III for Engineering and Sciences Page 126


Chapter Two Ordinary Differential Equation

ii. When 𝒓(𝒙) is of the form 𝒙𝒏 , 𝒘𝒉𝒆𝒓𝒆 𝒏 𝒊𝒔 𝒂 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆 𝒊𝒏𝒕𝒆𝒈𝒆𝒓.

1 1
If 𝑟 𝑥 = 𝑥 𝑛 , the particular solution is 𝑦𝑝 = 𝑓(𝐷) 𝑟 𝑥 = 𝑓(𝐷) 𝑥 𝑛 .

Working Rule

Step 1. Express 𝑓(𝐷) in the form 1 + ∅(𝐷) or 1 − ∅(𝐷)

−1 −1
Step 2. Bring this factor in the numerator i.e., 1 + ∅(𝐷) or, 1 − ∅(𝐷) .

−1
Step 3. Expanding the terms 1 + ∅(𝐷) in powers of D by the binomial theorem up to the

term 𝐷𝑛 , since 𝐷𝑘 𝑥 𝑚 = 0, for 𝑘 > 𝑛.

step 4. Each term of this expansion is operated on 𝑥 𝑛 .

Important Formulae

We frequently use the following formulae:

1 −1
a. = 1−𝐷 = 1 + 𝐷 + 𝐷2 + ⋯
1−𝐷
1 −1
b. = 1+𝐷 = 1 − 𝐷 + 𝐷2 − 𝐷3 + ⋯
1+𝐷
1 −2
c. = 1−𝐷 = 1 + 2𝐷 + 3𝐷2 + 4𝐷3 + ⋯
1−𝐷 2
1 −2
d. = 1+𝐷 = 1 − 2𝐷 + 3𝐷2 − 4𝐷3 + ⋯
1+𝐷 2
1 −3
e. = 1−𝐷 = 1 + 3𝐷 + 6𝐷2 + 10𝐷3 + ⋯
1−𝐷 3
1 −3
f. = 1+𝐷 = 1 − 3𝐷 + 6𝐷2 − 10𝐷3 + ⋯
1+𝐷 3

Examples

Solve the following DEs.

a. 𝐷2 + 𝐷 + 1 𝑦 = 𝑥 4 .

Solution

−1± 3 𝑖
The auxiliary equation is 𝑚2 + 𝑚 + 1 = 0 . Then the roots are 𝑚 = .
2

Applied Mathematics III for Engineering and Sciences Page 127


Chapter Two Ordinary Differential Equation

Therefore, the homogeneous solution is given by

1
3 3
𝑦𝑕 = 𝑒 −2 𝑥 𝑐1 𝑐𝑜𝑠 𝑥 + 𝑐2 𝑠𝑖𝑛 𝑥 .
2 2

The particular solution is given by

1 1 −1 4
𝑦𝑝 = 𝑥4 = 2 𝑥 4 = 1 + 𝐷2 + 𝐷 𝑥
𝑓(𝐷) 𝐷 +𝐷+1

= 1 − 𝐷2 + 𝐷 + 𝐷2 + 𝐷 2
− 𝐷2 + 𝐷 3
+ ⋯ 𝑥4

= 1 − 𝐷2 − 𝐷 + 𝐷4 + 𝐷2 + 2𝐷3 − 𝐷6 + 𝐷3 + 3𝐷5 + 3𝐷4 + 𝐷8 + 𝐷4 + ⋯ 𝑥 4

= 𝑥 4 − 4𝑥 3 + 24𝑥 − 72. Note that 𝐷𝑛 𝑥 4 = 0 for 𝑛 > 4 .

The complete solution is given by

1
3 3
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑒 −2 𝑥 𝑐1 𝑐𝑜𝑠 𝑥 + 𝑐2 𝑠𝑖𝑛 𝑥 + 𝑥 4 − 4𝑥 3 + 24𝑥 − 72.
2 2

b . 𝐷 − 2 2 𝑦 = 8 𝑒 2𝑥 + 𝑥 2 .

Solution

2
The auxiliary equation is 𝑚 − 2 = 0 or 𝑚 = 2 ( twice repeated root)

The homogeneous solution is

𝑦𝑕 = 𝑐1 + 𝑥𝑐2 𝑒 2𝑥 .

Now the particular solution is given by

1 1
𝑦𝑝 = 8 𝑒 2𝑥 + 𝑥 2 = 2
8 𝑒 2𝑥 + 𝑥 2
𝑓(𝐷) 𝐷−2

1 1
=8 2 𝑒 2𝑥 + 𝑥 2 = 8 𝑦𝑝1 + 𝑦𝑝2 .
𝐷−2 𝐷−2 2

Applied Mathematics III for Engineering and Sciences Page 128


Chapter Two Ordinary Differential Equation

To find 𝑦𝑝1 ;

we see that on replacing D by 2 in 𝑦𝑝1 , the denominator is zero. Further its derivative 2(𝐷 − 2)
is also zero at 2. It is a failure case. Using the formula for failure case,

1 1
𝑦𝑝1 = 𝑓(𝐷) 𝑒 𝑎𝑥 = 𝑥 2 𝑓 ′′ (𝐷) 𝑒 𝑎𝑥 , we have

1 1 1
𝑦𝑝1 = 𝑒 2𝑥 = 𝑥 2 2×(1) 𝑒 2𝑥 = 2 𝑥 2 𝑒 2𝑥
𝐷−2 2

and the second particular solution is given by

1 1 𝐷 −2
𝑦𝑝2 = 2 𝑥2 = 4 1 − 2 𝑥2
𝐷−2

1 𝐷 −2 (−3) 𝐷 2 1 3𝐷 2
=4 1+22 + −2 + ⋯ 𝑥2 = 4 1 + 𝐷 + + ⋯ 𝑥2
2 4

1 3
= 4 𝑥 2 + 2𝑥 + 2 .

1 1 3
Then 𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2 = 2 𝑥 2 𝑒 2𝑥 + 4 𝑥 2 + 2𝑥 + 2 .

Hence the general solution is given by

1 1 3
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 + 𝑥𝑐2 𝑒 2𝑥 + 8 𝑥 2 𝑒 2𝑥 + 4 𝑥 2 + 2𝑥 + 2
2

𝑦 = 𝑐1 + 𝑥𝑐2 𝑒 2𝑥 + 4𝑥 2 𝑒 2𝑥 + 2𝑥 2 + 4𝑥 + 3.

? Solve the DE 𝐷2 − 𝐷 𝑦 = 2𝑥 − 1 − 3𝑒 𝑥 .
𝑨𝒏𝒔. 𝑦 = 𝑐1 + 𝑐2 𝑒 𝑥 − 𝑥 2 − 𝑥 − 3𝑥𝑒 𝑥

Applied Mathematics III for Engineering and Sciences Page 129


Chapter Two Ordinary Differential Equation

iii. When 𝒓(𝒙) is of the form 𝐬𝐢𝐧 𝒂𝒙 + 𝒃 𝒐𝒓 𝐜𝐨𝐬⁡


(𝒂𝒙 + 𝒃).

Here, we have

𝐷𝑠𝑖𝑛 𝑎𝑥 + 𝑏 = 𝑎cos⁡
(𝑎𝑥 + 𝑏)

𝐷 2 𝑠𝑖𝑛 𝑎𝑥 + 𝑏 = −𝑎2 sin 𝑎𝑥 + 𝑏


𝐷 3 𝑠𝑖𝑛 𝑎𝑥 + 𝑏 = −𝑎3 cos⁡
(𝑎𝑥 + 𝑏)

𝐷 4 𝑠𝑖𝑛 𝑎𝑥 + 𝑏 = 𝑎4 cos⁡
(𝑎𝑥 + 𝑏)

𝐷2 2
sin 𝑎𝑥 + 𝑏 = −𝑎2 2
sin 𝑎𝑥 + 𝑏 .

Continuing in this way,


𝐷2 𝑛
sin 𝑎𝑥 + 𝑏 = −𝑎2 𝑛
sin 𝑎𝑥 + 𝑏 .

Therefore, 𝑓 𝐷2 sin 𝑎𝑥 + 𝑏 = 𝑓 −𝑎2 sin⁡


(𝑎𝑥 + 𝑏).

1
Operating both sides by , we have
𝑓 𝐷2

1 1
. 𝑓 𝐷2 sin 𝑎𝑥 + 𝑏 = 𝑓 𝑓 −𝑎2 sin⁡
(𝑎𝑥 + 𝑏).
𝑓 𝐷2 𝐷2

1
⇒ sin 𝑎𝑥 + 𝑏 = 𝑓 −𝑎2 sin 𝑎𝑥 + 𝑏 .
𝑓 𝐷2

Then the particular solution is given by

1 1
𝑦𝑝 = 𝑓 sin 𝑎𝑥 + 𝑏 = 𝑓 (𝑎𝑥 + 𝑏), provided 𝑓 −𝑎2 ≠ 0
sin⁡
𝐷2 −𝑎 2

Similarly, one can prove that, for 𝑟(𝑥) = cos⁡


(𝑎𝑥 + 𝑏).

1 1
𝑦𝑝 = 𝑓 cos⁡
(ax + b) = 𝑓 (𝑎𝑥 + 𝑏), provided 𝑓 −𝑎2 ≠ 0.
cos⁡
𝐷2 −𝑎 2

Note. If 𝑓 −𝑎2 = 0, then the above rule fails. Then

1 1
𝑦𝑝 = 𝑓 sin 𝑎𝑥 + 𝑏 = 𝑥 𝑓′ (𝑎𝑥 + 𝑏), provided 𝑓′ −𝑎2 ≠ 0.
sin⁡
𝐷2 −𝑎 2

If again 𝑓′ −𝑎2 = 0, then

Applied Mathematics III for Engineering and Sciences Page 130


Chapter Two Ordinary Differential Equation

1 1
𝑦𝑝 = 𝑓 sin 𝑎𝑥 + 𝑏 = 𝑥 2 𝑓′′ (𝑎𝑥 + 𝑏), provided 𝑓′′ −𝑎2 ≠ 0.
sin⁡
𝐷2 −𝑎 2

Examples

Solve the following DEs.

a. 𝐷2 + 4 𝑦 = 𝑠𝑖𝑛3𝑥.

Solution

The auxiliary equation is 𝑚2 + 4 = 0 or 𝑚 = ±2𝑖.

Then, 𝑦𝑕 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥.

The particular solution is given by

1 1 1 1
𝑦𝑝 = 𝑓 sin3x = 𝑓 𝑠𝑖𝑛3𝑥 = 𝑠𝑖𝑛3𝑥 = − 5 𝑠𝑖𝑛3𝑥.
𝐷2 −𝑎 2 −32 +4

Therefore, the general solution is given by

1
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥 − 5 𝑠𝑖𝑛3𝑥.

b. 𝐷2 + 9 𝑦 = 2𝑐𝑜𝑠 2 𝑥.

Solution

The auxiliary equation is 𝑚2 + 9 = 0 𝑜𝑟 𝑚 = ±3𝑖.

Then, 𝑦𝑕 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥.

The particular solution is given by

1 2
1 1 + 𝑐𝑜𝑠2𝑥
𝑦𝑝 = 2𝑐𝑜𝑠 𝑥 = 1 + 𝑐𝑜𝑠2𝑥 , since 𝑐𝑜𝑠 2 𝑥 =
𝑓 𝐷2 𝐷2 + 9 2
1 0𝑥
1
= 𝑒 += 𝑐𝑜𝑠2𝑥
𝐷2 + 9 𝐷2 + 9
1 1
= 2 𝑒 0𝑥 += 2
𝑐𝑜𝑠2𝑥
0 +9 −2 + 9

Applied Mathematics III for Engineering and Sciences Page 131


Chapter Two Ordinary Differential Equation

1 1
= + 𝑐𝑜𝑠2𝑥.
9 5

Hence, the general solution is given by

1 1
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥 + 9 + 5 𝑐𝑜𝑠2𝑥.

𝑑2 𝑦
c. + 4𝑦 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥.
𝑑𝑥2

Solution

The auxiliary equation is 𝑚2 + 4 = 0 𝑜𝑟 𝑚 = ±2𝑖.

Then 𝑦𝑕 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥.

The particular solution is given by

1 1
𝑦𝑝 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥
𝑓 𝐷2 𝐷2 +4

1 1
= 𝑠𝑖𝑛3𝑥+= 𝑐𝑜𝑠3𝑥 failure case in the 2nd part as − 22 + 4 = 0
𝐷2 + 4 𝐷2 + 4

1 1 1 𝑥
= −32 +4 𝑠𝑖𝑛3𝑥 + 𝑥 2𝐷 𝑐𝑜𝑠2𝑥 = − 5 𝑠𝑖𝑛3𝑥 + 2 𝑐𝑜𝑠2𝑥𝑑𝑥

1 𝑥
𝑦𝑝 = − 𝑠𝑖𝑛3𝑥 + 𝑠𝑖𝑛2𝑥.
5 4

Hence the general solution is given by

1 𝑥
𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥 − 5 𝑠𝑖𝑛3𝑥 + 4 𝑠𝑖𝑛2𝑥.

? Solve the DE 𝐷2 − 2𝐷 − 3 𝑦 = 2𝑒 𝑥 + 10𝑠𝑖𝑛3𝑥 given that 𝑦 0 = 2 and 𝑦 ′ 0 = 4.

29 1 2 1
𝑨𝒏𝒔. 𝑦 = 12 𝑒 3𝑥 − 12 𝑒 −𝑥 − 3 𝑒 2𝑥 + 3 𝑐𝑜𝑠3𝑥 − 2𝑠𝑖𝑛3𝑥

Applied Mathematics III for Engineering and Sciences Page 132


Chapter Two Ordinary Differential Equation

iv. When 𝒓(𝒙) is of the form 𝒆𝒂𝒙 𝒗(𝒙)

In this case, by successive differentiation, we have

𝐷 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝐷 𝑣 + 𝑣𝑎𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 𝐷 + 𝑎 𝑣

𝐷 2 𝑒 𝑎𝑥 𝑣 = 𝐷 𝑒 𝑎𝑥 𝐷 + 𝑎 𝑣 = 𝑒 𝑎𝑥 𝐷 𝐷 + 𝑎 𝑣 + 𝑎𝑒 𝑎𝑥 𝐷 + 𝑎 𝑣 = 𝑒 𝑎𝑥 𝐷 + 𝑎 2 𝑣.

Similarly, 𝐷3 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝐷 + 𝑎 3 𝑣 and

𝐷𝑛 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝐷 + 𝑎 𝑛 𝑣.

Therefore, 𝑓 𝐷 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝑓 𝑎 + 𝐷 𝑣

1 1
Hence, 𝑦𝑝 = 𝑓 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝑣.
𝐷 𝑓(𝐷+𝑎 )

Working Rules

1
Step 1. Replace 𝐷 by 𝐷 + 𝑎 in 𝑓(𝐷) and take out 𝑒 𝑎𝑥 outside the operator .
𝑓 𝐷

1
Step 2. Perform 𝑣 by the method discussed in previous cases.
𝑓 𝐷+𝑎

Examples

Solve the following DEs.

a. 𝐷2 − 4𝐷 + 4 𝑦 = 𝑥 3 𝑒 2𝑥 .

Solution

The auxiliary equation is 𝑚2 − 4𝑚 + 4 = 0 or 𝑚 = 2, 2.

Then 𝑦𝑕 = (𝑐1 + 𝑐2 𝑥)𝑒 2𝑥 .

The particular solution is given by

1 1
𝑦𝑝 = 𝑥 3 𝑒 2𝑥 = 2 𝑥 3 𝑒 2𝑥
𝑓 𝐷 𝐷 − 4𝐷 + 4

Applied Mathematics III for Engineering and Sciences Page 133


Chapter Two Ordinary Differential Equation

1
= 𝑒 2𝑥 𝑥3
(𝐷 + 2)2 − 4(𝐷 + 2) + 4

1 3 1 𝑥4 𝑥5
= 𝑒 2𝑥 𝑥 = 𝑒 2𝑥
= 𝑒 2𝑥
𝐷2 𝐷 4 20

1 2𝑥 5
= 𝑒 𝑥 .
20

Hence the general solution is given by

1
𝑦 = 𝑦𝑕 + 𝑦𝑝 = (𝑐1 + 𝑐2 𝑥)𝑒 2𝑥 + 20 𝑒 2𝑥 𝑥 5 .

b. 𝐷2 + 5𝐷 + 6 𝑦 = 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥 1 + 2𝑡𝑎𝑛𝑥 .

Solution

The auxiliary equation is 𝑚2 + 5𝑚 + 6 = 0 or 𝑚 = −2 and 𝑚 = −3.

Then 𝑦𝑕 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥 .

The particular solution is given by

1 1
𝑦𝑝 = 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥(1 + 2𝑡𝑎𝑛𝑥) = 2 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥(1 + 2𝑡𝑎𝑛𝑥)
𝑓 𝐷 𝐷 − 4𝐷 + 6

1 1
= 𝑒 −2𝑥 𝑠𝑒𝑐 2
𝑥 1 + 2𝑡𝑎𝑛𝑥 = 𝑒 −2𝑥
𝑠𝑒𝑐 2 𝑥 1 + 2𝑡𝑎𝑛𝑥
𝐷−2 2−4 𝐷−2 +6 𝐷2 + 𝐷

−2𝑥
𝑠𝑒𝑐 2 𝑥 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥 −2𝑥
1 2
1
=𝑒 + = 𝑒 𝑠𝑒𝑐 𝑥 + 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥
𝐷2 + 𝐷 𝐷2 + 𝐷 𝐷(𝐷 + 1) 𝐷(𝐷 + 1)

1 1 1 1
= 𝑒 −2𝑥 − 𝑠𝑒𝑐 2 𝑥 + − 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥
𝐷 𝐷+1 𝐷 𝐷+1

1 1 1 1
= 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥 − 𝑠𝑒𝑐 2 𝑥 + 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥 − 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥
𝐷 𝐷+1 𝐷 𝐷+1

= 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − 𝑒 −𝑥 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥𝑑𝑥 + 𝑡𝑎𝑛2 𝑥 − 𝑒 −𝑥 2𝑒 𝑥 𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥𝑑𝑥 .

Applied Mathematics III for Engineering and Sciences Page 134


Chapter Two Ordinary Differential Equation

Now,
𝑒 𝑥 𝑠𝑒𝑐 2 𝑥𝑑𝑥 = 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥 − 𝑒 𝑥 2𝑠𝑒𝑐𝑥𝑠𝑒𝑐𝑥𝑡𝑎𝑛𝑥𝑑𝑥 = 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥 − 2 𝑒 𝑥 𝑠𝑒𝑐𝑥𝑠𝑒𝑐𝑥𝑡𝑎𝑛𝑥𝑑𝑥

Therefore, 𝑦𝑝 = 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − 𝑒 −𝑥 . 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥 + 2𝑒 −𝑥 𝑒 𝑥 𝑠𝑒𝑐𝑥𝑠𝑒𝑐𝑥𝑡𝑎𝑛𝑥𝑑𝑥 + 𝑡𝑎𝑛2 𝑥 −


2𝑒 −𝑥 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥𝑡𝑎𝑛𝑥𝑑𝑥

= 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − 𝑠𝑒𝑐 2 𝑥 + 𝑡𝑎𝑛2 𝑥 = 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − (𝑠𝑒𝑐 2 𝑥 − 𝑡𝑎𝑛2 𝑥)

= 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − 1 .

Hence the general solution is given by

𝑦 = 𝑦𝑕 + 𝑦𝑝 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥 + 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − 1 .

? Solve the DE 𝐷2 − 5𝐷 + 6 𝑦 = 𝑒 𝑥 𝑐𝑜𝑠2𝑥.

𝑒 2𝑥
𝑨𝒏𝒔. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥 − 3𝑠𝑖𝑛2𝑥 + 𝑐𝑜𝑠2𝑥 .
20

v. When 𝒓(𝒙) is of the form 𝒙𝒏 𝒔𝒊𝒏𝒂𝒙 𝐨𝐫 𝒙𝒏 𝒄𝒐𝒔𝒂𝒙

1 1
Let 𝑦𝑝 = 𝑓 𝑥 𝑛 𝑐𝑜𝑠𝑎𝑥 + 𝑖𝑠𝑖𝑛𝑎𝑥 = 𝑓 𝑥 𝑛 𝑒 𝑖𝑎𝑥
𝐷 𝐷

1
= 𝑒 𝑖𝑎𝑥 𝑥𝑛 .
𝑓(𝐷 + 𝑖𝑎)

Finally, separating the real and imaginary parts, we get

1 1
𝑥 𝑛 𝑠𝑖𝑛𝑎𝑥 = 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑎𝑥 𝑥𝑛
𝑓 𝐷 𝑓 𝐷+𝑖𝑎

1 1
and 𝑥 𝑛 𝑐𝑜𝑠𝑎𝑥 = 𝑅𝑒𝑎𝑙 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑎𝑥 𝑥𝑛 .
𝑓 𝐷 𝑓 𝐷+𝑖𝑎

Applied Mathematics III for Engineering and Sciences Page 135


Chapter Two Ordinary Differential Equation

Examples

Solve the following DEs.

a. 𝐷2 − 2𝐷 + 1 𝑦 = 𝑥𝑠𝑖𝑛𝑥.

Solution

The auxiliary equation is 𝑚2 − 2𝑚 + 1 = 0 or 𝑚 = 1, 1.

Then, 𝑦𝑕 = (𝑐1 + 𝑐2 𝑥)𝑒 𝑥 .

The particular solution is given by

1 1
𝑦𝑝 = 𝑥𝑠𝑖𝑛𝑥 = 2 𝑥𝑠𝑖𝑛𝑥 𝑒 𝑖𝑥 = 𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥
𝑓 𝐷 𝐷 − 2𝐷 + 1

1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑥(𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥)
𝐷2 − 2𝐷 + 1

1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑥𝑒 𝑖𝑥
𝐷2 − 2𝐷 + 1

1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑥 𝑥
(𝐷 + 𝑖)2 − 2(𝐷 + 𝑖) + 1

1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑥 𝑥
𝐷2 − 2 1 − 𝑖 𝐷 − 2𝑖

−1
1 1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑥 1 − 1 + 𝑖 𝐷 − 𝐷2 𝑥
−2𝑖 2𝑖

𝑖
Imaginary part of 𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥 1+ 1+𝑖 𝐷 𝑥
2

1
Imaginary part of 2 𝑖𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 𝑥 + 1 + 𝑖

1 1 1
𝑦𝑝 = 𝑥𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥.
2 2 2

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Chapter Two Ordinary Differential Equation

Hence the general solution is given by

1 1 1
𝑦 = 𝑦𝑕 + 𝑦𝑝 = (𝑐1 + 𝑐2 𝑥)𝑒 𝑥 + 𝑥𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥.
2 2 2

𝑑2 𝑦 𝑑𝑦
b. − 2 𝑑𝑥 + 𝑦 = 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥.
𝑑𝑥2

Solution

The auxiliary equation is 𝑚2 − 2𝑚 + 1 = 0 or 𝑚 = 1, 1.

Then 𝑦𝑕 = (𝑐1 + 𝑐2 𝑥)𝑒 𝑥 .

The particular solution is given by

1
𝑦𝑝 = 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥
𝑓 𝐷

1
= 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥
𝐷2 − 2𝐷 + 1

1
= 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥
(𝐷 − 1)2

1
= 𝑒𝑥 𝑥𝑠𝑖𝑛𝑥
(𝐷 + 1 − 1)2

1 1
= 𝑒𝑥 𝑥𝑠𝑖𝑛𝑥 = 𝑒 𝑥
(−𝑥𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥)
(𝐷)2 𝐷

= 𝑒 𝑥 −𝑥𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥 − 𝑐𝑜𝑠𝑥

= −𝑒 𝑥 𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥

= −𝑒 𝑥 𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥 .

Hence the general solution is given by

𝑦 = 𝑦𝑕 + 𝑦𝑝 = (𝑐1 + 𝑐2 𝑥)𝑒 𝑥 − 𝑒 𝑥 𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥 .

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Chapter Two Ordinary Differential Equation

? Solve the DE 𝐷2 − 4𝐷 + 4 𝑦 = 8𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛2𝑥.

𝑨𝒏𝒔. 𝑦 = 𝑐1 + 𝑐2 𝑥 + 3𝑠𝑖𝑛2𝑥 − 2𝑥 2 𝑠𝑖𝑛2𝑥 − 4𝑥𝑐𝑜𝑠2𝑥 𝑒 2𝑥 .

Exercise 2.11

1 . Find the general solutions of the following differential equations using any method.

a. 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 4 + 𝑥 + 4𝑒 2𝑥
b. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 5 + 𝑥 2 𝑒 𝑥
c. 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 𝑠𝑖𝑛𝑥 − 2𝑐𝑜𝑠𝑥
d. 𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 1 + 𝑥 + 𝑒 −𝑥
e. 𝑦 ′′ − 7𝑦 ′ + 12𝑦 = 𝑥 + 𝑒 2𝑥 + 𝑒 3𝑥
f. 𝑦 ′′ + 2𝑦 ′ − 8𝑦 = 3𝑥𝑐𝑜𝑠4𝑥
g. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 𝑒 −2𝑥 𝑠𝑖𝑛𝑥
h. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = −2𝑐𝑜𝑠𝑕𝑥
i. 𝑦 ′′ + 𝑦 = 𝑠𝑖𝑛3𝑥𝑐𝑜𝑠2𝑥
j. 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 𝑥 2 𝑒 −2𝑥
2𝑒 𝑥
k. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥

l. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 𝑥𝑒 −2𝑥 𝑐𝑜𝑠𝑥
3
m. 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 1+𝑒 𝑥

2 . Solve the following initial value problems

a. 𝑦 ′′ + 9𝑦 = 7 + 2𝑠𝑖𝑛3𝑥 − 4𝑐𝑜𝑠3𝑥, with 𝑦 0 = −1, 𝑦 ′ 0 = 1


b. 𝑦 ′′ − 2𝑦 ′ + 5𝑦 = 1 + 𝑒 −𝑥 , with 𝑦 0 = 2, 𝑦 ′ 0 = 1
c. 𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ + 3𝑦 = 2𝑥 2 𝑙𝑛𝑥, with 𝑦 1 = 0 and 𝑦 ′ 1 = 0
d. 𝑦 ′′ + 𝑦 = 2𝑠𝑒𝑐 2 𝑥, with 𝑦 0 = 0 and 𝑦 ′ 0 = 0
e. 𝑦 ′′ + 46 + 13𝑦 = 𝑒 −3𝑥 𝑐𝑜𝑠𝑥, with 𝑦 0 = 2 and 𝑦 ′ 0 = 1

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Chapter Two Ordinary Differential Equation

2.12. APPLICATION PROBLEMS

The motion of a spring

Figure 1

Hooke’s Law states that if a spring is stretched ( or compressed ) 𝑥 units from its natural length
e , then the spring exerts a force 𝑕 𝑥 that tends to restore the spring to its natural length and is
proportional to 𝑥. Thus there is a positive constant K, called the spring constant, Such that

𝑕 𝑥 = −𝐾𝑥. (1)

The spring constant does not depend on 𝑥, but it does vary from spring to spring. Suppose that a
rigid object (such as a ball or a weight) with mass M is attached to a spring, and let e be the
resulting elongation of the spring when the object and spring are at rest. If the weight of the
spring is assumed to be negligible in comparison with the weight 𝑚𝑔 of the object, then the
weight of the object is ( essentially) balanced by the force of the spring, which by ( 1) is k e

Thus, ke  mg (2)

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Chapter Two Ordinary Differential Equation

Figure 2

Let us set up a vertical axis with origin at the resting position of the top of the object and with the
positive direction pointed down ward. If the object is displaced from its resting position and
subsequently moves under the influence of gravity, the spring force, and possibly other forces,
𝑑𝑥
then the position 𝑥 of the object at time 𝑡 depends on 𝑡. The velocity of the object is , and its
𝑑𝑡
𝑑2 𝑥
acceleration . Newton’s second Law of motion states that
𝑑𝑡2

d 2x
m 2  f ( x) (3)
dt

where 𝑓(𝑥) is the total force exerted on the object. When its position on the vertical axis is 𝑥.
Occasionally the motion of the object and spring suffers resistance due to medium (such as air or
a liquid) in which they are located. Such a force is called a damping force, and it produces a
damped motion. Otherwise the motion is undamped. If the only forces acting on the spring and
object are gravity, the force of the spring, and a damping force that is proportional to the velocity
(as is often assumed), then the vibration of the object on the spring is said to be a free vibration .

Free, Undamped Vibration

Suppose now that the only forces acting on an object attached to a spring are the force of the
spring and the weight 𝑚𝑔 of the object. When the top of the object is located at 𝑥 on the
(vertical) 𝑥 axis , the spring is stretched ( or compressed x  e units from its natural length, so
by Hook’s Law the force 𝑕(𝑥) exerted by the spring is  k x  e and thus the total force 𝑓(𝑥)
acting on the object is given by

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Chapter Two Ordinary Differential Equation

𝑓 𝑥 = −𝑘 𝑥 + 𝑒 + 𝑚𝑔, since 𝑘𝑒 = 𝑚𝑔 by (2)

We get, f x   k x  e  mg  kx  ke  mg  kx

Figure 3

Thus it follows from (3) that

d 2x 𝑑2 𝑥 𝑘
m  kx or equivalently, 𝑑𝑡2
+ 𝑚 𝑥 = 0. (4)
dt 2

This is an equation for free undamped vibration.

1
Example: Suppose a 2- pound weight attached to a spring stretches the spring foot. If the
2
1
spring is stretched an additional foot and is released with initial velocity 0, find a formula for
4
the position of the weight at any subsequent time.

Solution By (2)

𝑘 𝑔 32
= = 1 = 64 .
𝑚 𝑒
2

So that by (3) the position of the weight satisfies the equation

d 2x
 64 x  0 (5)
dt 2

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Chapter Two Ordinary Differential Equation

One can compute the general solution of (5)

as x  c1 sin 8t  c2 cos 8t (6)

1
Using the initial condition y(0)= , we obtain
4

1 1
 x(0)  c 2 so that x  c1 sin 8t  𝑐𝑜𝑠8𝑡.
4 4

dx
Next,  8c1 cos 8t  2 sin 8t
dt

By hypothesis the initial velocity is 0, which means that x(0)  0 .

Therefore, x(0)  0 = 8c1 , so that c1  0

1
Consequently x  cos8t is the particular solution we sought.
4

Free, Damped Vibration

In addition to the force of gravity and the force of the spring, let us henceforth assume that the
𝑑𝑥
object experiences a damping force that is proportional to the velocity . This means that we
𝑑𝑡

assume the existence of a positive constant p, called the damping constant, such that the damping
𝑑𝑥
force equals −𝑝 𝑑𝑡 . Then (3) becomes;

d 2x
m 2  k x  e  mg  p
dx
(7)
dt dt

d 2x dx
and since ke  mg by (2) , we obtain m 2
 kx  p
dt dt

d 2 x p dx k
or equivalently,   x0 (8)
dt 2 m dt m

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Chapter Two Ordinary Differential Equation

Example: Suppose the spring constant for a given spring is 6, and a certain weight attached to
11
the spring extends it 4 inches. If the damping constant is , then determine a formula for the
8
position of the weight at any subsequent time.

Solution: We have k 6 , e
1
 foot , and 𝑝 = 118 . In order to find 𝑚, we apply (2) , which
3
1
6 
  
ke 3 1
yields , m  .
g 32 16

Therefore (8) becomes

11
2 dx
d x 8 6
2
  x0 or equivalently,
dt 1 1
dt
16 16

d 2x dx
2
 22  96 x  0 . (9)
dt dt

The characteristic equation is

2  22  96  0 which can be factored to give   16  6  0 .

Thus we have 2  6, 1  16, and the general solution be comes

xt   c1e 16t  c2 e 6t .

The following table contains the four categories related to the differential equations, along with
the general types of solutions.

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Chapter Two Ordinary Differential Equation

Type of Vibration Relationship of k, m,p General type of solution

Undamped, free vibration P=0 c1 sin at  c2 cos at

Over damped vibration p 2  4km  0 c1e  at  c2 e bt

Critically damped vibration p 2  4km e at c1  c2t 

Under damped vibration p 2  4km  0 c1e  at sin bt  c2 e  at cos bt

Example : Suppose that a weight of 2 pounds is attached to a spring and the spring constant is 4.
Find a formula for the motion of the spring if the damping constant is

1
a) 1 b)
4

2 1
Solution: For part (a) we have 𝑘 = 4 , m =  , and 𝑝 = 1, so (8) be comes
32 16

d 2x dx
2
 16  64 x  0 (10)
dt dt

Since the characteristic equation is

λ2 + 16λ + 64 = 0 or equivalently

  82  0, it follows that


1  2  8.

Hence, the general solution is given by

y= c1e 8t  c2 e 8t t (11)

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Chapter Two Ordinary Differential Equation

1 1
For part (b) we have 𝑘 = 4, 𝑚 = 16 and 𝑝 = 4 , so (8) be comes

d 2x dx
2
 4  64 x  0 (12)
dt dt

Since the characteristic equation is 2  4  64  0 and since 4 2  4  64  0, the characteristic


roots are complex and the values are

1  2  i 2 5, 2  2  i 2 5

Here   2,  2 5 thus the general solution of (3.66) is given by

x(t) = c1e 2t sin 2 15t  c2 e 2t cos 2 15 t (13)

Figure 4

The graphs of the functions in (11) and (13) obtained by letting c1  c2  1 are shown in figure
4(a) and 4(b) notice that in each case,

lim 𝑥(𝑡) = 0.
𝑡→∞

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Chapter Two Ordinary Differential Equation

In figure 4(a), the motion corresponding to (1) is very much like over damped vibration and is
said to be critically damped. In contrast, from figure 4(b) we see that for the motion
corresponding to (13) the object passes through its resting position at regular intervals, as the
amplitudes shrink toward 0. This kind of vibration is under damped.

Forced Vibrations

The motion of the point mass considered in the previous section is determined by the inherent
forces of the spring weight system and the natural forces acting on the system. Accordingly, the
vibrations are called free or natural vibrations. We now assume that the point mass is also
subject to an external periodic force F0 sin wt, which is due to the motion of the object to which
the upper end of the spring is attached. In this case the mass undergoes forced vibrations.

We have seen in the previous sections that a spring weight system, having a damping force
proportional to the velocity satisfies the initial value problem.

d 2x
 kx  c , x0  x0 , x 0  v0
dx
m 2
dt dt

If we subject such a system to an additional periodic external force 𝐹0 𝑠𝑖𝑛𝑤𝑡, we obtain the non-
homogeneous second- order differential equation

d 2x dx
m 2
 kx  c  F0 sin wt
dt dt

which we write in the form

d 2 x c dx k F
2
  x  0 sin wt (14)
dt m dt m m

By the method of undetermined coefficients, we know that 𝑋(𝑡) has a particular solution of the
form

x p t   b1 cos wt  b 2 sin wt (15)

Substituting this function into equation (14) yields the simultaneous equations.

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Chapter Two Ordinary Differential Equation

 cw
w02  w 2 b1 
m

b2  0
(16)

cw
m
 F
b1  w02  w 2 b2  0 ,
m

𝑘
where 𝑤0 = from which we obtain
𝑚

b1=
 F0 cw
, b2=

F0 m w02  w 2 

m 2 w02  w   cw
2 2 2

m 2 w02  w   cw
2 2 2

Then equation (15) could be written as

x p t   A sin wt   , (17)

𝐹0

where 𝐴= 𝐾
2
𝑤 2 𝐶 𝑤 2
1− + 2
𝑤0 𝐶0 𝑤 0

c w
2
co w0
and tan  = 2
, with c 0 = 2mw0
 w 
  1
 wo 

𝑐
Here A is the amplitude of the motion,  is the phase angle, 𝑐0
is the damping ratio, and
𝑤
is the frequency ratio of the motion. The general solution is found by superimposing the
𝑤0

periodic function (17) on the general solution of the homogeneous equation

d 2 x c dx k
  x  0 since,
dt 2 m dt m

the solution of the solution of the homogeneous equation damps out as t increases, the general
solution is very close to (17) for large values of t.

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Chapter Two Ordinary Differential Equation

It is interesting to see what occurs if the damping constant C. vanishes.

There are two cases.

Case 1: If w 2  w02 , we superimpose the periodic function (17) on the general solution of the
homogeneous equation

x   w 02 x  0, we get

F0 / k
x(t )  c1 cos w0 t  c 2 sin w0 t  sin wt. (18)
1  ( w / x0 ) 2

Using the initial conditions, we find that

𝐹0 𝑤
𝑣0 𝑘 𝑤0
𝑐1 = 𝑥0 and 𝑐1 = 𝑤 − 𝑤 2
, so
0 1−
𝑤0

𝐹0

𝑥 𝑡 = 𝐴𝑠𝑖𝑛 𝑤0 𝑡 + ∅ + 𝑘
𝑤 2
𝑠𝑖𝑛𝑤𝑡
1−
𝑤0

𝑐
A  c12  c2 and 𝑡𝑎𝑛∅ = 𝑐1
2
where
2

Hence the motion in this case is simply the sum of two sinusoidal curves.

Case 2: If w 2  w02 , we must seek a particular solution of the form

x p t   b1t sin wt  b2 t sin wt (19)

Substituting equation (19) in to

d 2x k F  F0
2
 x  0 sin wt . We get b1  and b 2  0,
dt m m 2mw

So the general solution has the form

 F0
xt   c1caswt  c2 sin wt t cos wt (20)
2mw

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Chapter Two Ordinary Differential Equation

Note that as t increases, the vibrations caused by the last term in equation (20) increase without
bound. The external force is said to be in resonance with the vibrating mass. It is evident that
the displacement here becomes so large that the elastic limit of the spring is exceeded, leading to
fracture or to a permanent distortion in the spring.

Suppose that C is positive but very close to zero, while w 2  w02 . Note that (16) yields

𝐹
𝑏1 = − 𝑐𝑤0 and 𝑏2 = 0 when (15) is substituted into (14). Superimposing

 F0
x p t   cos wt on the solution of the homogeneous equation and
cw
letting 𝑐0 = 2𝑚𝑤0 , we obtain

 c
2
 c   F0
2
(21)
 c / c0 w0t 
x(t )  e c cos w0 1    t  c 2 sin wo 1    t  cos wt
1  c0   c 0   cw

𝑐
Sine very small, for small values of 𝑡 we see that equation (21) can be a approximated by
𝑐0

F0  2m 
x(t)= c1 cos wt  c 2 sin wt -   cos wt ,
2mw  c 

which bears a marked resemblance to (20) when (20) is evaluated at large values of t. Thus the
damped spring problem approaches resonance. This phenomenon is extremely important in
engineering, since resonance may produce undesirable effects such as metal fatigue and
structural fracture, as well as desirable objectives such as sound and light amplification.

Electric Circuits

Suppose a simple electric circuit contains a resistor, an inductor and a capacitor in series with an
electro motive force . Suppose that R, L,C, and E are constants. Applying kirchhoff’s law, we
obtain

dI Q
L  RI   E  0 (22)
dt C

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Chapter Two Ordinary Differential Equation

where R= resistance, L= inductance, C= Capacitance, E= electromotive force

𝑑𝑄
Since = 𝐼 , we may differentiate (22) to get the Second-Order Homogeneous Differential
𝑑𝑡
Equation

d 2I dI I
L 2
R  0
dt dt c

L
E

Figure 5
To solve this equation, we note that the characteristic equation

R 1
2    0 has the following roots:
L cL

 R  R2  4 L c  R  R 2  4L / c
1  , 2 
2L 2L

or , re writing the radical in dimensionless units we have

R   4L   R  4L 
1   1  1  2  , 2   1 1 2 
 (23)

2L   cR    2L  cR 

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Chapter Two Ordinary Differential Equation

Examples

1. Let 𝐿 = 1𝐻𝑒𝑛𝑟𝑦(𝐻) , R= 100 Ohms   , c  10 4 Farad (F), and E=1000 Volts (v) in the
circuit shown in the figure 5 above. Suppose that no charge is present and no current is flowing
at time 𝑡 = 0 when E is applied. By equation (23) we see that the characteristic equation has the
roots

𝜆1 = −50 + 50 3𝑖 and 𝜆2 = −50 − 50 3𝑖, since

4L 𝑅
R2   10,000  4 x10 4  30,000 . And 2𝐿 = 50.
c

Thus, I(t) = 
e 50t c1 cos 50 3 t  c2 sin 50 3t 
Applying the initial condition I (0)  0 , we have c1  0

Hence, 𝐼 𝑡 = c2 e 50t sin 50 3t , and

𝐼 ′ 𝑡 = 50𝑐2 𝑒 −50𝑡 3𝑐𝑜𝑠50 3𝑡 − 𝑠𝑖𝑛50 3𝑡 .

To establish the value of C2,we must make use of equation (22) and the initial condition
𝑄 0 = 0 since

 dI 
Q(t) = c E  L  RI 
 dt 


=10 4 1000  50c2 e 50t  3 cos 50 3t - sin50 3t  2 sin 50 3t 
=
1 c
 
 2 e 50t sin 50 3t  3 cos 50 3t , it follows that
10 200

1 c2 3 20
Q(0) =   0 or c2 
10 200 3

1 1
Hence , Q(t )   e 50t sin 50 3t  3 cos 50 3t
10 10 3

20
and I (t )  e 50t sin 50 3t
3

Applied Mathematics III for Engineering and Sciences Page 151


Chapter Two Ordinary Differential Equation

From these equations we observe that the current rapidly damps out and that the charge rapidly
approaches its steady- state value of 0.1coulomb. Here I(t) is called the transient current

(because its significance is brief).

2 . The voltage 𝑉 and the current 𝑖 at a distance 𝑥 from the sending end of the transmission line

satisfy the equations

𝑑𝑉 𝑑𝑖
− 𝑑𝑥 = 𝑅𝑖, − 𝑑𝑥 = 𝐺𝑉

where 𝑅 𝑎𝑛𝑑 𝐺 are constants. If 𝑉 = 𝑉0 at the sending end 𝑥 = 0 and 𝑉 = 0 at the receiving
end 𝑥 = 𝑙 . Show that

𝑠𝑖𝑛 𝑕𝑛 (1−𝑥)
𝑉 = 𝑉0 when 𝑛2 = 𝑅𝐺.
𝑠𝑖𝑛 𝑕𝑛𝑙

Solution

𝑑𝑉 𝑑𝑖
− 𝑑𝑥 = 𝑅𝑖 and − 𝑑𝑥 = 𝐺𝑉

when 𝑥 = 0, 𝑉 = 𝑉0

when 𝑥 = 𝑙, 𝑉 = 0

Putting the value of when 𝑖 from (1) into (2), we get

𝑑 𝑑𝑉 1 𝑑2𝑉
− 𝑑𝑥 − 𝑑𝑥 = 𝐺𝑉 or = 𝑅𝐺𝑉
𝑅 𝑑𝑥 2

𝑑2𝑉
⇒ 𝑑𝑥 2 − 𝑅𝐺 𝑉 = 0 or 𝐷2 − 𝑅𝐺 𝑉 = 0, 𝑅𝐺 = 𝑛2 .

The auxiliary equation is

𝐷2 − 𝑛2 = 0, 𝐷 = 𝑛 and 𝐷 = −𝑛.

Therefore, the homogeneous solution is

𝑉 = 𝐴𝑒 𝑛𝑥 + 𝐵𝑒 −𝑛𝑥 .

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Chapter Two Ordinary Differential Equation

Now, we have to find out the value of 𝐴 𝑎𝑛𝑑 𝐵 with the help of given conditions.

Putting 𝑥 = 0 and 𝑉 = 𝑉0 , we get 𝑉0 = 𝐴 + 𝐵.

Putting 𝑥 = 𝑙 and 𝑉 = 0, we get 0 = 𝐴𝑒 𝑛𝑙 + 𝐵𝑒 −𝑛𝑙 .

Solving the above equations, we have

𝑉 −𝑉0 𝑒 2𝑛𝑙
𝐴 = 1−𝑒02𝑛𝑙 , 𝐵= .
1−𝑒 2𝑛𝑙

Substituting the values of 𝐴 and 𝐵, we have

0 𝑉 𝑒 𝑛𝑥 𝑉0 𝑒 2𝑛𝑙 𝑒 −𝑛𝑥 𝑉0 𝑒 𝑛𝑥 −𝑒 2𝑛 −𝑛𝑥𝑙


𝑉 = 1−𝑒 2𝑛𝑙 − =
1−𝑒 2𝑛𝑙 1−𝑒 2𝑛𝑙

𝑛𝑙 −𝑛𝑥
𝑉0 𝑒 − 𝑒 − 𝑛𝑙 −𝑛𝑥
=
𝑒 𝑛𝑙 − 𝑒 −𝑛𝑙

𝑠𝑖𝑛 𝑕𝑛 (1−𝑥)
𝑉 = 𝑉0 .
𝑠𝑖𝑛 𝑕𝑛𝑙

Free fall

Example: A body falling vertically under gravity encounters resistance of the atmosphere. If the
resistance varies as the velocity, show that the equation of motion is given by

𝑑𝑢
= 𝑔 − 𝑘𝑢,
𝑑𝑡

where 𝑢 is the velocity, 𝑘 is a constant and 𝑔 is the acceleration due to gravity. Show that as 𝑡
𝑑𝑥
increases, 𝑢 approaches the value 𝑔/𝑘. Also, if 𝑢 = 𝑤𝑕𝑒𝑟𝑒 𝑥 is the distance fallen by the
𝑑𝑡

body from rest in time 𝑡, show that

𝑔𝑡 𝑔
𝑥= − 𝑘 2 1 − 𝑒 −𝑘𝑡 .
𝑘

Solution

Let the mass of the falling body be unity.

𝑑𝑢
Acceleration =
𝑑𝑡

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Chapter Two Ordinary Differential Equation

𝑑𝑢 𝑑𝑢
Force acting downward = 1. =
𝑑𝑡 𝑑𝑡

Force of resistance = 𝑘𝑢

Net force acting downward = 𝑔 − 𝑘𝑢

𝑑𝑢
= 𝑔 − 𝑘𝑢 (1)
𝑑𝑡

𝑑𝑢
= 𝑑𝑡
𝑔 − 𝑘𝑢

1
𝑑𝑢 1 −
Integrating, = 𝑑𝑡 or 𝑡 = − 𝑘 𝑙𝑜𝑔 𝑔 − 𝑘𝑢 + 𝑙𝑜𝑔𝑎 = 𝑙𝑜𝑔 𝑔 − 𝑘𝑢 𝑘 𝑎
𝑔−𝑘𝑢

1
− 𝑔 𝑎𝑘
𝑎 𝑔 − 𝑘𝑢 𝑘 = 𝑒 𝑡 or 𝑔 − 𝑘𝑢 = 𝑎𝑘 𝑒 −𝑘𝑡 or 𝑢 = 𝑘 − 𝑒 −𝑘𝑡 .
𝑘

𝑎𝑘
If 𝑡 increases vary large then 𝑒 −𝑘𝑡 = 0
𝑘

𝑔
𝑢= when 𝑡 → ∞
𝑘

𝑑𝑥 𝑑𝑢 𝑑 2 𝑥
𝑢= , = .
𝑑𝑡 𝑑𝑡 𝑑𝑡 2

𝑑𝑢
Putting the values of and 𝑢 𝑖𝑛 (1), we get
𝑑𝑡

𝑑2 𝑥 𝑑𝑥
2
+𝑘 =𝑔 or 𝐷2 + 𝑘𝐷 𝑥 = 𝑔.
𝑑𝑡 𝑑𝑡

The auxiliary equation is 𝑚2 + 𝑘𝑚 = 0 or 𝑚 = 0 and 𝑚 = −𝑘.

The homogeneous solution is given by 𝑥𝑕 = 𝑐1 + 𝑐2 𝑒 −𝑘𝑡 .

The particular solution is

1 1 1 𝑡𝑔
𝑥𝑝 = 𝑓 𝑔 = 𝐷 2 +𝑘𝐷 𝑔 = 𝑡 2𝐷+𝑘 𝑔 = .
𝐷 𝑘

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Chapter Two Ordinary Differential Equation

The general solution is given by

𝑡𝑔
𝑥 = 𝑥𝑕 + 𝑥𝑝 = 𝑐1 + 𝑐2 𝑒 −𝑘𝑡 + (2)
𝑘

when 𝑡 = 0, 𝑥 = 0.

Putting the value of 𝑡 and 𝑥 in (2), we get 0 = 𝑐1 + 𝑐2 or 𝑐2 = −𝑐1

𝑡𝑔
(2) becomes 𝑥 = 𝑐1 − 𝑐1 𝑒 −𝑘𝑡 + . (3)
𝑘

On differentiating (3), we get

𝑑𝑥 𝑔
= 𝑐1 𝑘𝑒 −𝑘𝑡 + 𝑘 . (4)
𝑑𝑡

𝑑𝑥
On putting = 0, when 𝑡 = 0 in 4 , we get
𝑑𝑡

𝑔 𝑔
0 = 𝑐1 𝑘 + 𝑘 or 𝑐1 = − 𝑘 2 .

𝑔
Putting the value of 𝑐1 = − 𝑘 2 in 3 , we get

𝑔 𝑔 𝑡𝑔 𝑡𝑔 𝑔
𝑑𝑥 = − 𝑘 2 + 𝑘 2 𝑒 −𝑘𝑡 + or 𝑥 = − 𝑘 2 1 − 𝑒 −𝑘𝑡 .
𝑘 𝑘

Orthogonal Trajectories

Definition. A curve which intersects every member of a family of curves at right angles is called
an orthogonal trajectory.

Definition. Two families of curves are said to be orthogonal families, if every member of either
family intersects every member of the other family at right angles.

Working rule to find the equation of orthogonal Trajectory

a. Cartesian curves 𝑓 𝑥, 𝑦, 𝑐 = 0
𝑑𝑦
Step 1. First find the DE of the family of curves in the form 𝐹 𝑥, 𝑦, 𝑑𝑥 = 0.
𝑑𝑦 𝑑𝑥
Step 2. Replace by − , because at the point of intersection, the product of slopes of
𝑑𝑥 𝑑𝑦

the two curves must be -1.

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Chapter Two Ordinary Differential Equation

𝑑𝑥
Step 3. Solve the resulting DE 𝐹 𝑥, 𝑦, − = 0. The solution gives the required family
𝑑𝑦

of orthogonal trajectories for the given family of curves.


b. Polar curves 𝑓 𝑟, 𝜃, 𝐶 = 0
𝑑𝑟
Step 1. First find the DE of the family of curves in the form 𝐹 𝑟, 𝜃, 𝑑𝜃 = 0.
𝑑𝑟 𝑑𝜃
Step 2. Replace 𝑑𝜃 by − 𝑟 2 .
𝑑𝑟
𝑑𝜃
Step 3. Solve the resulting DE 𝐹 𝑟, 𝜃, −𝑟 2 = 0 to get the equation of the orthogonal
𝑑𝑟

trajectories.

Examples

1 . Find the orthogonal trajectories of families of semi-cubical parabolas 𝑎𝑦 2 = 𝑥 3 , where 𝑎 is


the parameter.

Solution

The given family of semi-cubical parabola is 𝑎𝑦 2 = 𝑥 3 . (i)

Differentiating the family of curves w.r.t 𝑥, we get

𝑑𝑦
2𝑦𝑎 𝑑𝑥 = 3𝑥 2 . (ii)

𝑑𝑦
Eliminating 𝑎 from (1) and (2) we get 𝑦 = 2𝑥 𝑑𝑥 is the DE of the given family of curves.

𝑑𝑦 𝑑𝑥 𝑑𝑥
Now replacing by − and we get 𝑦 = −2𝑥 𝑑𝑦 . (iii)
𝑑𝑥 𝑑𝑦

Solving (iii) we get the family of orthogonal trajectories.

Separating the variables and integrating, we get

𝑦2 𝑥2 𝑦2
= −𝑥 2 + 𝐶 ⇒ + = 1.
2 𝐶 2𝐶

This is the equation of orthogonal trajectories.

Applied Mathematics III for Engineering and Sciences Page 156


Chapter Two Ordinary Differential Equation

2 . Find the orthogonal trajectories of strophoids 𝑟 = 𝑎(𝑠𝑒𝑐𝜃 + 𝑡𝑎𝑛𝜃).

Solution

The given family of curve is 𝑟 = 𝑎(𝑠𝑒𝑐𝜃 + 𝑡𝑎𝑛𝜃).

Taking logarithm on both sides, we get

𝑙𝑜𝑔𝑟 = 𝑙𝑜𝑔𝑎 + log⁡


(𝑠𝑒𝑐𝜃 + 𝑡𝑎𝑛𝜃).

Differentiating with respect to 𝜃 we get

1 𝑑𝑟 𝑠𝑒𝑐𝜃𝑡𝑎𝑛𝜃 +𝑠𝑒𝑐 2 𝜃
= 0+
𝑟 𝑑𝜃 𝑠𝑒𝑐𝜃 +𝑡𝑎𝑛𝜃

1 𝑑𝑟
⇒ 𝑟 𝑑𝜃 = 𝑠𝑒𝑐𝜃,

which is the DE of the given family.

𝑑𝑟 𝑑𝜃
Now replace 𝑑𝜃 by − 𝑟 2 to obtain the DE of orthogonal trajectories of 𝑟 = 𝑎(𝑠𝑒𝑐𝜃 + 𝑡𝑎𝑛𝜃).
𝑑𝑟

1 𝑑𝜃 𝑑𝜃
−𝑟 2 = 𝑠𝑒𝑐𝜃 ⇒ −𝑟 = 𝑠𝑒𝑐𝜃.
𝑟 𝑑𝑟 𝑑𝑟

𝑑𝑟
Separating the variables, 𝑐𝑜𝑠𝜃𝑑𝜃 = − , on integration
𝑟

𝑠𝑖𝑛𝜃 = −𝑙𝑜𝑔𝑟 + 𝑙𝑜𝑔𝐶

⇒ 𝑟 = 𝐶𝑒 −𝑠𝑖𝑛𝜃 is the required equation of orthogonal trajectories.

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Chapter Two Ordinary Differential Equation

Review Questions

1 . Form the differential equation of the family of parabolas with foci at the origin and

axis along the 𝑥 − 𝑎𝑥𝑖𝑠.

2 25−𝑦 2
2 . Show that the DE of the family of circles 𝑥 − 𝑐 + 𝑦 2 = 25 𝑖𝑠 𝑦′ 2
= .
𝑦2

3 . Find the DE representing the family of circles passing through the origin, with centers on the

line 𝑦 = 𝑥.
4 . Solve the following first order DEs.

𝑦𝑑𝑦 𝑒𝑥
a. = 𝑙𝑛𝑦 subject to 𝑦 1 = 1
𝑥𝑑𝑥

b. 𝑦 𝑙𝑛𝑥 − 𝑙𝑛𝑦 𝑑𝑥 = 𝑥𝑙𝑛𝑥 − 𝑥𝑙𝑛𝑦 𝑑𝑦


𝑑𝑥
c. 𝑦𝑒 𝑥𝑦 + 𝑥𝑒 𝑥𝑦 = 12𝑦 2 subject to 𝑦 0 = −1
𝑑𝑦

𝑑𝑦 1
d. + 𝑥𝑦 3 𝑠𝑒𝑐 =0
𝑑𝑥 𝑦2
𝑑𝑦 3𝑦 −7𝑥+7
e. = − 7𝑦 −3𝑥+3
𝑑𝑥
𝑑𝑦 1
f. = 𝑦 2 𝑙𝑛𝑥 + 𝑥 + 𝑦, 𝑦 0 = 1
𝑑𝑥

5 . Find the orthogonal trajectories of the following family of curves


𝑥
𝑎. 𝑦 =
1 + 𝑐𝑥
1 + 𝑐𝑥
𝑏. 𝑦 =
1 − 𝑐𝑥
1 1
𝑐. 𝑥3 + 𝑦3 = 𝑐

𝑥2 𝑦2
𝑑. + =1
𝑐+1 𝑐

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Chapter Two Ordinary Differential Equation

6 . Solve the following second order DEs

𝑎. 𝑦 ′′ + 𝑦 = 𝑥𝑐𝑜𝑠𝑥 − 𝑐𝑜𝑠𝑥

𝑏. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 10𝑒 −2𝑥 𝑐𝑜𝑠𝑥

𝑐. 𝑦 ′′ − 4𝑦 ′ + 8𝑦 = 𝑥 3 ; 𝑦 0 = 2, 𝑦 ′ 0 = 4

𝑑. 𝑦 ′′ − 𝑦 = 𝑒 𝑥 (2 + 3𝑥𝑐𝑜𝑠2𝑥)

1
𝑒. 𝑦 ′′ − 𝑦 =
𝑥
𝑒 3𝑥
𝑓. 𝑦 ′′ − 3𝑦 ′ + 2𝑦 =
1 + 𝑒𝑥
2 ′′ ′
𝑔. 𝑥 𝑦 + 𝑥𝑦 + 𝑦 = sec⁡ (𝑙𝑛𝑥)

7 . A spring of negligible weight hangs vertically. A mass 𝑚 is attached to the other end. If the

mass is moving with velocity 𝑢 when the spring is unstretched, find the velocity 𝑣 as a

function of the stretch 𝑥.

8 . A 12𝑣 battery is connected to a series circuit in which the inductance is 0.5𝐻 and the

resistance is 10 𝑂𝑕𝑚𝑠. Determine the current 𝐼 if the initial current is zero.

9 . A 200𝑣 electromotive force is applied to an 𝑅 − 𝐶 series circuit in which the resistance

1000 𝑂𝑚𝑠 and the capacitance is 5 × 10−6 𝐹𝑎𝑟𝑎𝑑. Find the charge 𝑞 𝑡 on the capacitor if

𝐼 0 = 0.4𝐴. Determine the charge and the current at 𝑡 = 0.005𝑠𝑒𝑐𝑜𝑛𝑑. Determine the

charge as 𝑡 → ∞.

10 . A rabbit starts at the origin and runs up the 𝑦 − 𝑎𝑥𝑖𝑠 with speed 𝑎. At the same time a dog,

running with speed 𝑏, starts at the point (𝑐, 0) and pursues the rabbit. What is the path of the

dog if a< 𝑏? How far does the rabbit run before the dog catches him?

Applied Mathematics III for Engineering and Sciences Page 159


Chapter Two Ordinary Differential Equation

11 . In the case of a stretched elastic string which has one end fixed and a particle of mass 𝑚

attached to the other end, the equation of motion is

𝑑2 𝑠 𝑚𝑔
2
=− 𝑠−𝑙 ,
𝑑𝑡 𝑒

where 𝑙 is the natural length of the string and 𝑒 its elongation due to a weight 𝑚𝑔. Find

𝑠 and 𝑣 determining the constants, so that 𝑠 = 𝑠0 at the time 𝑡 = 0 and 𝑣 = 0 when 𝑡 = 0.

12. An 𝑒𝑚𝑓 𝐸𝑠𝑖𝑛(𝑝𝑡) is applied at 𝑡 = 0 to a circuit containing a condenser 𝐶 and inductance 𝐿


in series. The current 𝑥 satisfies the equation

𝑑𝑥 1
𝐿 + 𝑥𝑑𝑡 = 𝐸𝑠𝑖𝑛(𝑝𝑡).
𝑑𝑦 𝐶

1
If 𝑝2 = 𝐿𝐶 , and initially the current 𝑥 and the charge 𝑞 are zero, show that the current in the

𝐸 𝑑𝑞
circuit at time 𝑡 is given by 2𝑙 𝑡𝑠𝑖𝑛(𝑝𝑡), where 𝑥 = − 𝑑𝑡 .

Applied Mathematics III for Engineering and Sciences Page 160

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