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D.E MTH210
D.E MTH210
DIFFERENTIAL
EQUATION
Lecture Note
2
1. Linear Differential Equations
is called linear differential equation, where and , are functions of (but not of ) or constants.
In such case, multiply both sides of (1) by ∫ (is called the integrating factor)
∫ ( ) ∫
[ ∫ ]
[ ∫ ] ∫
Solution is [ ] ∫ [ ]
Solution
∫
Integrating factor =
The solution is ∫ ∫
2. Solve
Solution
3
Hence the integrating factor
∫ ∫( )
The solution is
∫ ∫
Solution
Hence, solution is
∫ ∫
Put in (1),
Substitute in (1)
4
If √ ( ) √ negative
Exercise
1. Ans:
2. Ans:
3. Ans:
4. Ans: ( )
5. Ans:
6. Ans:
7. Ans:
8. Ans:
9. Ans:
10. Ans:
Linear difference equations with constant coefficients can be solved in much the same way as
linear differential equations with constant coefficients. The characteristics of the two types of
solutions are similar but not identical.
Consider the -order homogenous finite differences equation with constant coefficients:
Where are constants. The general solution of such an equation has the form:
5
Where and are constants. Substitution of (2) into (1) yields, after factoring out the common
factor
Here, is an -order polynomial and thus has roots For each we have
a solution:
Where is an arbitrary constant. The most general solution may be found by superposition.
Distinct Roots
If the characteristic roots of (3) are distinct, then a fundamental set of solutions is
Solution
Let . Substitution into the difference equation yields the characteristic equation
Or
6
Repeated Roots
Now consider the case where one or more of the roots of the characteristic equation are repeated.
Supposed the root has multiplicity , the root has multiplicity , and the root has
multiplicity such that
Solution
Complex Roots
Since the coefficient of the characteristic polynomial are real, complex roots must appear as
complex conjugate pairs. Suppose and ( complex conjugate) are roots of the characteristic
equation; then, corresponding to these roots the solutions may be written as
7
If a real solution is desired, these solutions can be recasted into a real form. Let , then
an alternative set of fundamental solutions is
If and are repeated roots of multiplicity then the set of fundamental solutions
corresponding to these roots is
Solution
⁄
The roots are: √ . Therefore, the general solution (can be verified by
direct substitution) is
( √ ) ( ) ( √ ) ( )
Exercise
1.
2.
3.
4.
8
5.
6.
7.
8.
9.
10.
11.
12. √ √
13.
14. ( )
√ √
15.
Let denote the amount of substance or population that is either growing or decaying. If we
assume that ⁄ , the time rate of change of this amount of substance, is proportional to the
amount of substance present, then ⁄ , where is the constant of proportionality.
Temperature Problems
Newton’s law of cooling, which is equally applicable to heating, states that the time rate of
change of the temperature of a body is proportional to the temperature difference between the
body and its surrounding medium.
9
is a positive constant of proportionality, ⁄ is the time rate of change of
temperature of the body, is the temperature of the body, and the temperature of the
surrounding is .
Other areas of applications: Falling Body Problems, Dilution Problems, Electrical Circuits etc.
Workout Examples
1. A person places N20,000 in a saving which pays 5 percent interest per annum,
compounded continuously. Find (a) the amount in the account after 3years, and (b) the
time required for the account to double in value, presuming no withdrawals and no
additional deposits.
Solutions
Let denote the balance in the account at any time. Initially, . The balance in
the account grows by the accumulated interest payments, which are proportional to the amount
of money in the account. The constant of proportionality is the interest rate. In this case,
and (1) becomes
Its solution is
(b) We seek the time at which . Substituting these values into (6) and
solving for , we obtain
10
| |
| | years
Exercises
11
5. Ordinary Differential Equations
5.1 Linear Dependent
For all . However, if above relation implies that all are zero, then the functions are
linearly independent on .
Obviously if functions are linearly dependent, then one of them can be expressed as a linear
combination of remaining functions i.e, if , then we can write [1]
* +
Since from equation (1) above, there exist not all zero.
Such that
Note that is a set of constants that always satisfies (1). A set of functions
is linearly dependent on [ ].
12
Since this equation is valid for all only if the given set is linearly
independent. Note that if any of the were not zero, then the equation (3) could hold for at
most two values of the roots of the equation, and not for all .
From (1)
We must determine whether there exist values of and not both zero, that will satisfy (4).
Rewriting (4), we have
For any nonzero value of , the LHS (5) is a constant whereas the RHS is not; hence the
equality in (5) is not valid. It follows that the only solution to (5), and therefore (4), is
Thus, the set is not linearly dependent rather it is linearly independent.
5.2 Wronskian
The criterion for linearly dependence may also be stated in terms of Wronski-determinant called
Wronskian.
| |
13
Obviously, the solutions are linearly independent if the Wronskian does not vanish identically on
[1].
Solution
(i) Let
Consider Wronskian
| | | |
[ ]
Thus the general solution of an equation with these functions as independent solutions will be
.
( )
14
| |
√
| |
Applying
| |
Solution
( )
. / [ ]
15
Which is the required differential equation.
The reduction of order is a method for converting any linear differential equation to another
linear differential equation of lower order, and then constructing the general solution to the
original differential equation using the general solution to the lower-order equation.
We have
16
Let
Solution
i.e.
Now, let
The derivatives
[ ]
and
17
[ ] [ ] [ ]
Letting
| | | |
| |
∫ ∫ | |
| |
2. Solve the second order nonhomogeneous linear differential equation over the interval
Solution
18
√
Let
[ ] [ ] [ ]
Let
⁄ ⁄
Where ∫
⁄
∫ ⁄
∫ ⁄
19
⁄
⁄ ⁄
∫ ∫[ ] ( )
⁄ ⁄
[ ]
3. Solve
Solution
Let
So
Assume
20
Continue in similarly order
2.0 Exercise
(1)
(2)
(3) ( ⁄ ) ⁄
√
(4)
(5)
(6)
(7)
Variation of parameters is another method for finding a particular solution of the order
linear differential equation [2]
1.0 Techniques
21
To find first solve the following linear equations simultaneously for :
The integrate each to obtain , disregarding all constants of integration. This is permissible
because we are seeking only one particular solution.
and
Solution
22
Solving the set of equation simultaneously, we obtain
⁄ ⁄ ⁄ ⁄
Whence
⁄ ⁄ ⁄ ⁄
⁄ ⁄ ⁄ ⁄ ⁄
2. Solve .
Solution
Here, and
23
Thus,
∫ ∫ | |
∫ ∫
∫ ∫ ∫ | |
| | | |
| | | |
3. Solve ⁄
Solution
Here hence ⁄
Since ⁄ and
Ans: ⁄ with
⁄ ⁄ ⁄
24
2. Solve ⁄
Ans: where
3. Solve
Ans: ⁄
4. Solve ̈
Ans: ⁄ ⁄
5.5.1.1Power Series
1. ⁄ ⁄
2. ⁄ ⁄ ⁄
3. ⁄ ⁄ ⁄
4. ⁄ ⁄ ⁄
If
| |
Then its RHS is known as Taylor series expansion in the power of valid for each value
in the neighbourhood of [3].
25
1.0 Special Case
1. A function is said to be analytic at a point if it has Taylor series
representation in powers of .
Definition of regular singular point: A point is called a regular singular point of (2) if
and are analytic at .[
].
Solution
[ ]
∑ ∑
26
The general notation is
That is
( ) ( )
Since both are not analytic at is a singular point [ its does not exist]
So,
Now
Since both have power series, in general case, is a regular singular point.
Thus we seen a Frobenius series solution
[ ]
27
Putting the values of and in (1) we obtain
∑ ( )∑ ( )∑
∑ ∑ ∑
∑ ∑ ∑
∑ ∑
Equating the coefficient of the lowest power of to zero keeping in mind we have
28
This is called recursion formula
Putting we set
( )
[ ]
⁄ ⁄
( )
( )
Putting we have
29
[ ]
⁄
[ ]
For
[ ]
For
⁄
[ ]
⁄
[ ]
⁄
[ ]
30
2. Solve by using Frobenius method
Solution
( ) . /
[ ] ∑
∑ ∑ ∑
∑ ∑ ∑ ∑
∑{ } ∑
Equating to zero the coefficient of the lowest degree term keeping in mind we have
31
{ }
Equating to zero the coefficient of the next lowest degree term {by replacing by and
then putting }, we have
∑{ }
[ ]
{ } [ ]
{ }
{ }
{ }
{ }
( ⁄ )( ⁄ )
32
⁄ ⁄
0 1 0 1
⁄
Where * +
[ ]
* + 0 1
With * +
Required solution is
(1) ( )
⁄ ⁄ ⁄
Ans: [ ]
[ ⁄ ⁄ ]
(2)
Ans: [ ⁄ ⁄ ⁄ ] [ ⁄ ⁄ ⁄ ]
√ √
33
6.Special functions
Where is a real constant, is called Bessel’s equation of order and it’s solutions are known as
Bessel’s function [3].
Let [ ] ∑
∑ ∑
∑ ∑ ∑
∑[ ] ∑
34
∑[ ] ∑
Equating to zero the coefficient of the lowest degree term of (i.e. ) while we have
Equating to zero the coefficient of the next lowest degree term of (i.e. ) while we
obtain
[ ]
For it gives us
[ ] [ ]
Gives us
This gives us
( )
( )
35
0 1
0 1
If we take
in the first solution of Bessel’s equation, then is denoted by and is known as Bessel’s
function of the first kind of order . Thus, we have
0 1
( ) ( ) ( )
( ) ( )
∑
36
0 1
⁄ ⁄ ⁄
√ ( ) ( ) ( )
√ ( ) ( ) ( ) ( )
√ √ √ √
√ ( ) √ ( ) √ ( ) √ ( )
By rationalize
√ √ √ √
√ √ √ √
√ √ √
0 1 0 1 . /
√ √ √
For ⁄
√ √
. / 0 1
√ √
( )
∑
By replacing with
( ) By breaking into 2
∑ part
( ) ( )
∑ ∑
37
Since (a negative integer or zero) ; therefore the first term on RHS becomes zero and
hence, we get
( )
∑
( ) ( )
∑ ∑
( )
∑
Thus,
Where be a constant.
Solution
Bessel’s equation:
But if is an integer,
Solution let as
38
2. Find the general solution of the Bessel’s equation
( )
Solution
( )
Let us put
As
( ) ( ) ( )
Therefore,
. /
0 ( ) 1
39
Thus, the general solution of (1) is
. /
Solution
⁄
Where is real, then make substitution
. /
⁄ ⁄ ⁄
√
⁄ ⁄
( ) ( )
⁄ ⁄ ⁄ ⁄
( )
⁄ ⁄ ⁄ ⁄
⁄ ⁄ ⁄
⁄ ⁄ ⁄ ⁄
. /
⁄ ⁄ ⁄ ⁄ ⁄ ⁄
⁄ ⁄ ⁄ ⁄
( )
40
⁄
Multiplying bothsides by , we have
Putting ⁄ we have ⁄
√ √
2.0 Exercises
Find a solution of
. /
( )
( )
[ ]
[ ]
41
Proof
[ ]
( )
{ ∑ } {∑ }
∑ ∑
( ) ( )
∑ ∑
Let
( )
∑
( )
∑
[ ]
* +
[ ]
42
( )
{ ∑ } {∑ }
∑ ∑
Putting , we have
( )
∑
Let
( )
∑
( )
( )
∑
[ ]
By direct differentiation
Dividing by
43
[ ] [ ]
Is called Legendre’s equation, where the parameter may be either be real or complex number.
Equation (1) can be solved by Frobenius series solution method. If be not an integer, than the
series solution of (1) will be non-terminating and they are known as Legendre’s functions. If
be an integer, then one of the solutions will have finite number of terms and as such these
solutions are termed as Legendre’s polynomials.
Is called Rodrigues formula with the help of this formula we can obtain various Legendre’s
polynomials [3].
44
For (2) gives
[ ] ⁄ and so on
Solution
[ ]
Since ⁄
[ ] [ ]
45
2.0 Exercises with Answers
⁄
If
⁄
Then is called generating function for Legendre’s polynomials. Hence [3]
⁄
∑
46
∫ | ∫
Using the recurrence formula, we can evaluate the value of in unit interval, when is a
positive integer, positive fraction and negative fraction [4].
Therefore, as tends to zero tends to and when is a negative integer, then also
tends to .
∫ |
( ) ( )
47
( ) ( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( ) ( )
fraction.
( )
( )
( )
( ) ( )
( )
( ) ( )
Solution
48
∫
Put
∫ ∫
( ) ∫
( ) ∫
( )
[ ( )] ∫∫
⁄ ⁄
[ ( )] ∫ ∫ ∫ ∫ |
( ) √
( ) √
∫
2. Evaluate
49
⁄
∫
Solution
⁄ ⁄ ⁄
∫ | ∫
⁄
|
⁄ ⁄
∫ ∫
( ) √
( ) √
( ) √
∫ ( )
2. Prove that
50
∫
∫ ( )
Where
4. Prove that
5. Evaluate
⁄
∫√ √ √
Definition: The beta function denoted by and read as ‘beta ’ is defined as [4]
∫ √
51
Solution
Put
⁄ ⁄
∫ √ ∫ ∫
( ) ( )
( )
( ) ( )
⁄
∫ ( )
∫ ( )
∫ √
∫ ( )
52
6.4.1 Symmetry Beta function
Proof
By definition
Putting so that
When
Therefore,
∫ ∫
2. Prove that
3. Prove that
( )
4. Show that
53
∫
The symmetric properties of trigonometric function of Beta function is presented below [4]:
Proof
By definition
Put
⁄
∫ =
Definition:
Proof
∫ ∫
54
∫∫
Substituting
We have
∫∫
∫∫
We have
∫ ∫
4 ∫ 54 ∫ 5
4 ∫ 54 ∫ 5
55
∫
Putting so that
Given that
Evaluate
Solution
∫ ( )
56
For ,
( ) ( )
( )
Solution
( )
( )
( )
( )( )( )
( )( )( )( )( )( )( )
⁄
√
∫
√
Solution
⁄
( ) ( )
⁄ ⁄
∫ 4 5 ( )
( )
57
( ) ( ) ( ) ( ) ( )
( ) ( )
⁄
⁄
∫
* ( )+
⁄
∫
( )
7.Laplace Transforms
Solution
[ ] ∫ ∫ ∫
58
[ ] [ ] ( )
[ ]
For instance if ⁄ [ ⁄] .
Solution
[ ] ∫ ∫ ∫
6 ( )| ∫ 7
* + [ ]
[ ] [ ]
[ ] [ ] [ ]
[ ]
59
For inverse Laplace Transform * + ̂
2 . ⁄
3 ⁄
4 ⁄
5 ⁄
6 ⁄
7 ⁄
8
⁄
9 ⁄[ ]
10 ⁄[ ]
2.0 Results
(a) [ ] ∫ where
(b) [ ] [ ] [ ]
(c) [ ] [ ]
(d) [ ] [ ]
60
Applying Laplace transforms, we get
[ ] [ ] [ ] [ ] [ ] [ ] [ ]
[ ]
Solution
[ ] [ ] [ ]
[ ] [ ]
[ ] ∫ ∫
[ ] [ ]
[ ]
[ ] [ ]
[ ] ( )
[ ] [ ] [ ] [ ]
61
2. Use the method of Laplace transforms to solve
Solution
[ ] [ ] [ ] [ ]
[ ] { [ ] } [ ] [ ]
[ ] [ ] [ ] [ ]
[ ]
[ ]
[ ]
[ ]
[ ] [ ] [ ] [ ]
[ ] [ ]
Solution
[ ] [ ] [ ] [ ]
62
[ ] [ ] [ ] [ ]
[ ] ( )
[ ]
For
For
[ ]
[ ] [ ] [ ] [ ]
[ ] [ ]
Ans
Use the method of Laplace transforms to find a solution of the following equation satisfying the
given initial condition
1.
63
2.
3. ( )
4. ( )
5.
7.3 Convolution
1.1 Theorem
[ ] [ ] [ ]
[ ] ̅ ̅
[ ̅ ̅ ] ∫
64
Solution
[ ]
( )
( ) ( )
∫ ∫
∫ [ ] [ ]
[ ].
2. Solve
65
7.4 Integral Equations
Equations in which the unknown function appears under integral perhaps also outside of it
Solution
[ ] 0 1 [ ]
[ ] 0 1 [ ] [ ]
Since ⁄ as ⁄ ⁄
̅ ( ) ̅
̅ ̅
[ ] [ ] [ ] [ ]
66
2.0 Exercises with Answer
∫ ∫
Solution
67
∫
We have
̅ ( )̅ ̅ ̅ { }
̅ ̅ , ̅ -
{ } { }
{ }
{ } { ( )}
̅ [ ]
{ ( )}
2 ( )3 { } 2 3
68
2.0 Exercises with Answer
1. Show that the solution of the equation
̅
Can be represented as , ̅
- where ̅ [ ]. Hence, write the solution of
∫ ∫
69
Reference
[1] Mathematics for Engineers: Volume I&II, Rakesh Dube, Alpha Science International Ltd.
Oxfort, U.K.
[2] Schaum’s Outline of Theory and Problems of Differential Equations. Richard Bronson,Tata
McGraw-Hill, New Delhi 110008
[3] Differential Equations Lecture Note Prepared by Jagadish Singh ABU Zaria, 2008
[4] Special Functions and Complex Variables (Engineering Mathematics III) Second Edition,
Shahnaz Bathul, PHI Learning Prive Limited, New Delhi-110001, 2010
70