Applied Math III

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Introduction and Motivation

The Derivative:
The derivative is given by the usual limit definition.
Definition 1
Let x(t) be a function with the single independent variable t. The
derivative of x with respect to t is defined by

dx x(t + ∆t) − x(t)


= lim
dt ∆t→0 ∆t

The usual interpretation of the derivative is that it is the rate of change of


the function with respect to the independent variable. If graphed, it is the
slope of the curve of x(t).

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 1 / 182


· · · Cont’d
What is Differential equation?
A differential equation is a mathematical model used to describe
physical, biological or chemical phenomena.
Many aspects of the natural world can be accurately described by
differential equations.
Why we are study Differential equations?
Differential equations have wide applications in various engineering
and science disciplines. In general, modeling of the variation of a
physical quantity, such as temperature, pressure, displacement,
velocity, stress, current, voltage, and concentration of a pollutant,
and so on with the change of time or location, would result in
differential equations.
Interests of Engineers:
Mathematical modeling of a practical problem
Solving the equations to find the solutions using the easiest possible
method.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 2 / 182
· · · Cont’d
Some examples:
How the state of something evolve and change over time t? (Dynamic
change)
Physics: The second Newton’s law:
F = ma = mÿ

Example 0.1
Consider the projectile of a mass m launched with initial velocity v0 at
angle θ0 at time t = 0, as shown.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 3 / 182


· · · Cont’d
The atmosphere exerts a resistance force on the mass, which is
proportional to the instantaneous velocity of the mass, i.e., R = βv ,
where β is a constant, and is opposite to the direction of the velocity
of the mass.

At time t, the mass is at location x(t), y (t) .
The instantaneous velocity of the mass in the x− and y −directions
are ẋ(t) and ẏ (t), respectively.
p
Hence the velocity v (t) = ẋ 2 (t) + ẏ 2 (t) at the angle
θ(t) = tan−1 [ ẏẋ(t)
(t)
].
The mass is subjected to two forces: the vertical downward gravity
mg and the resistance force R(t) = βv (t).
The equations of motion of the mass can be established using
Newton’s Second Law: F = ma.
The x-component of the resistance force : −R(t)cosθ(t).
The y -component of the resistance force : −R(t)sinθ(t).
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 4 / 182
· · · Cont’d

Hence, applying Newton’s Second Law yields


X
x − direction : max = Fx =⇒ mẍ(t) = −R(t)cosθ(t)
X
y − direction : may = Fy =⇒ mÿ (t) = −mg − R(t)sinθ(t)

Since θ(t) = tan−1 ẏẋ(t)


(t)
=⇒ cosθ = √ ẋ(t)
, sinθ =√ ẏ (t)
the
ẋ 2 (t)+ẏ 2 (t) ẋ 2 (t)+ẏ 2 (t)
equations of motion become

ẋ(t)
mẍ(t) = −βv (t) · p =⇒ mẍ(t) + β ẋ(t) = 0
ẋ (t) + ẏ 2 (t)
2

ẏ (t)
mÿ (t) = −mg − βv (t) · p =⇒ mÿ (t) + β ẏ (t) = −mg
ẋ (t) + ẏ 2 (t)
2

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 5 / 182


· · · Cont’d
The initial value problem is:
(
mẍ(t) + β ẋ(t) = 0, x(0) = 0, ẋ(0) = v0 cosθ0
mÿ (t) + β ẏ (t) = −mg , y (0) = 0, ẏ (0) = v0 sinθ0
These equations(model of DE ) are called a system of second-order
ordinary differential equations.
Biology: Consider the change with time of the closed population
number N(t)(no migration:move in (immigration) or leave
(emigration)).
In a small period of time ∆t the change can be decomposed into
births with the rate b, deaths with the rate d.
Hence,
N(t + ∆t) − N(t) = bN(t)∆t − dN(t)∆t
dividing by ∆t and using the limit ∆t → 0, we find
Ṅ = (b − d)N.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 6 / 182
· · · Cont’d

Chemical Engineering: Consider a theoretical chemical reaction when


compound A reacts with compound B to produce, at the rate k,
compound C , schematically

A + B → C.

The law of mass action states that the reaction rate is proportional to
the reactant concentrations.

Ȧ = −kAB

Ḃ = −kAB

Ċ = kAB

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 7 / 182


· · · Cont’d
Mechanical Engineering:
Mechanical Oscillations: Undamped
Definition 2
A spring is an object that when deformed by an amount ∆l creates a force
Fs = −k∆l, with k > 0.

Consider a spring-body system as shown in the following figure.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 8 / 182


· · · Cont’d
A spring is fixed to a ceiling and hangs vertically with a natural length
l.
It stretches by ∆l when a body with mass m is attached to its lower
end, just as in the middle spring in figure.
We assume that the weight m is small enough so that the spring is
not damaged.
This means that the spring acts like a normal spring, whenever it is
deformed by an amount ∆l it makes a force proportional and opposite
to the deformation,
Fs0 = −k∆l.
Here k > 0 is a constant that depends on the type of spring.
Since the spring-body system is at rest, Newton’s law of motion imply
that all forces acting on the body must add up to zero.
X
F =0

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 9 / 182


· · · Cont’d

The only two forces acting on the body are its weight, Fg = mg , and
the force done by the spring, Fs0 = −k∆l.
Therefore, X
F = Fs 0 + Fg = 0
We are using the sign convention displayed in figure, where forces
pointing downwards are positive.
We now find out how the body will move when we take it away from
the rest position.
To describe that movement we introduce a vertical coordinate for the
displacements, y , as shown in figure, with y positive downwards, and
y = 0 at the rest position of the spring and the body.
We further stretch the spring with the body by y0 and then we release
it with an initial velocity v0 .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 10 / 182


· · · Cont’d
Example 0.2
The vertical movement of a spring-body system in air with spring constant
k > 0 and body mass m > 0 is described by the solutions of the
differential equation
my ′′ + ky = 0,
where y is the vertical displacement function as shown in figure.

To verify: Newton’s second law of motion says that mass times


acceleration of the body my ′′ (x) must be equal to the sum of all forces
acting on the body, hence
X
ma = F = Fg + Fs0 + Fs (x),

my ′′ (x) = Fg + Fs0 + Fs (x),


where Fs (x) = −ky (x) is the force done by the spring due to the extra
displacement y .
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 11 / 182
· · · Cont’d

Since the first two terms on the right hand side above cancel out,
Fg + Fs0 = 0, the body displacement from the equilibrium position, y (x),
must be solution of the differential equation

my ′′ (x) + ky (x) = 0.

This is a second-order ordinary differential equation(Model of DE).

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 12 / 182


Ordinary differential equations

Revision from prerequisite course:


What is function? Identify independent and dependent variables.
What is the derivatives of functions?
Partial derivatives
Integration and techniques of integrations?
The main objectives of this chapter is
to introduce various types of first-order and simple higher-order
differential equations and
to deal with the corresponding techniques for solving these differential
equations.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 13 / 182


· · · Cont’d

Definition 3
An ordinary differential equation (ODE) is an equation containing one
independent variable x ∈ R, the dependent variable y , and some of its
derivatives y ′ , y ′′ , ..., y (n) .
In general, an nth-order ODE can be written as

F (x, y , y ′ , y ′′ , ..., y (n) ) = 0, (1)

where F is a known function.


In this definition, x is the independent variable and y is the dependent
variable.
Notation:
dy d 2y
= y ′, = y ′′
dx dx 2

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 14 / 182


· · · Cont’d
An ODE of the first order:
Implicit form: F (x, y , y ′ ) = 0, Explicit form: y ′ = f (x, y ).
Example 0.3
dy
a. dx +x =0
du
b. dx + u2 = 0
dy −y
c. dx = x

Consider an ODE of the first order:


F (x, y , y ′ ) = 0. (2)
The function y = ϕ(x) is called a solution of (2) on some open
interval a < x < b if ϕ(x) is defined and differentiable throughout the
interval and such that the equation become an identity if y and y ′ are
replaced with ϕ(x), and ϕ′ (x) respectively.
That is, F (x, ϕ(x), ϕ′ (x)) = 0.
The curve (the graph) of ϕ(x) is called solution curve.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 15 / 182
· · · Cont’d

Types of solutions:
Explicit solution: y = ϕ(x)
Implicit solution: ψ(x, y ) = 0
The general solution: y = ϕ(x, C ).
A particular solution emerges when C takes on a certain numerical
value.
Example 0.4
Show that y = ϕ(x) = xc , x ̸= 0 is a solution of first order ODE:

dy
x = −y .
dx
Verify .

Solution. y = xc , find the first derivative of y . That is, y ′ = −cx −2 .


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 16 / 182
· · · Cont’d
Then substitute in the equation, we get
dy
x = −y =⇒ x(−cx −2 ) = −cx −1 =⇒ (−cx −1 ) = −cx −1 ,
dx
which is true for all x ̸= 0.
Example 0.5
x2
Show that y = ϕ(x) = c − 2 is a solution of first order ODE:

dy
+ x = 0.
dx
Verify .
2
Solution. y = c − x2 , find the first derivative of y . That is, y ′ = −x.
Then substitute in the equation, we get
dy
x + x = 0 =⇒ −x + x = 0 =⇒ 0 = 0,
dx
which is true for all x.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 17 / 182
· · · Cont’d

Example 0.6
Show that y = ϕ(x) = x 2 + c1 x + c2 is a solution of first order ODE:

dy 2
= 2.
dx 2
Verify .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 18 / 182


· · · Cont’d

Example 0.7
For what value of k is/are y (x) = kx 2 e 2x a solution of the the differential
equation
dy
x − 2y = −2x 3 e 2x
dx

Definition 4
Order of a Differential Equation:
The order of a differential equation is the order of the highest derivative
appearing in the differential equation.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 19 / 182


· · · Cont’d

Example 0.8
d 2x
dt 2
+ x dx
dt = 0, order two
dx
dt + x = cosx, order one
dx dx 2
dt + x( dt ) = sinx, order one

Definition 5
Degree of a Differential Equation:
The degree of a differential equation is the power(exponent) of the highest
derivative which occurs in it, after the differential equation has been made
free from radicals and fractions as far as the derivatives are concerned.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 20 / 182


· · · Cont’d

Example 0.9
dy
dx + x = sinx, degree one

x dy k
dx + dy = y , degree two,
dx
q 3
d 2y dy 2
dx 2
= 1 + dx , degree two

Definition 6
Linear and Nonlinear Differential Equations:
If y and its various derivatives y ′ , y ′′ , · · · appear linearly in the equation, it
is a linear differential equation; otherwise, it is nonlinear.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 21 / 182


· · · Cont’d
A differential equation is called linear if
every dependent variable and every derivative involved occurs in the
first degree only, and
no products of dependent variables and/or derivatives occur.
there should not be any transcendental function of dependent variable
and its derivatives.
Example 0.10
y ′′ + ω 2 y = sinx, second-order,linear,
(y ′ )2 + 4y = cosx, first-order, nonlinear
y ′′ + yy ′ + 2y = x, second-order, nonlinear,
ẍ + 2ẋ = sint, second-order,linear
ẍ + 2ẋ = sinx, second-order,nonlinear,
ÿ + 2ẏ = e y , second-order,nonlinear

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 22 / 182


· · · Cont’d

Definition 7
Linear Ordinary Differential Equations:
The general form of an nth -order linear ordinary differential equation is

an (x)y (n) + an−1 (x)y (n−1) + · · · + a0 (x)y = f (x).

If a0 (x), a1 (x), · · · , an (x) are constants, the ordinary differential equation


is said to have constant coefficients; otherwise it is said to have variable
coefficients.

Example 0.11

y ′′ + 2y ′ + 4y = 10cos2x, second-order, linear, constant coefficients

x 2 y ′′ +xy ′ +(x 2 −ν 2 )y = 0, x > 0, ν ≥ 0, second-order, linear, variable coeffici

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 23 / 182


· · · Cont’d

Definition 8
Homogeneous and Non-homogeneous Differential Equations:
A differential equation is said to be homogeneous if it has zero as a
solution; otherwise, it is non-homogeneous.

Example 0.12
y ′′ + 2y ′ + 4y = 10cos2x, non-homogeneous
x 2 y ′′ + xy ′ + (x 2 − ν 2 )y = 0, x > 0, ν ≥ 0, homogeneous
an (x)y (n) + an−1 (x)y (n−1) + · · · + a0 (x)y = 0 , homogeneous.
(y − x 2 )dx + (x + y 3 )dy = 0 , non-homogeneous

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 24 / 182


General and particular solutions
Solution of a Differential Equation:
Definition 9
For an nth -order ordinary differential equation

F (x, y , y ′ , · · · , y (n) ) = 0,

a function y = ϕ(x), which is n-times differentiable and satisfies the


differential equation in some interval a < x < b when substituted into the
equation, is called a solution of the differential equation over the interval
a < x < b.
Consider the first-order differential equation
y′ = 3
Consider the third-order differential equation
y ′′′ = 48x
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 25 / 182
· · · Cont’d

Example 0.13
A
Show that y (x) = x + B is a solution of

d 2y 2 dy
2
+ = 0.
dx x dx

Remark 0.1
In general, an nth -order ordinary differential equation will contain n
arbitrary constants in its general solution. Hence, for an nth -order ordinary
differential equation, n conditions are required to determine the n
constants to yield a particular solution.

In applications, there are usually two types of conditions that can be used
to determine the constants: Initial conditions and boundary conditions.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 26 / 182


· · · Cont’d
Example 0.14
Consider the motion of an object dropped vertically at time t = 0 from
x = 0 as shown in the following figure. Suppose that there is no resistance
from the medium.

The equation of motion is given by


ẍ = g ,
and the general solution is, by integrating both sides of the equation with
respect to t twice,
1
x(t) = c0 + c1 t + gt 2
2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 27 / 182
· · · Cont’d
The following are two possible ways of specifying the conditions.
Initial Value Problem:
If the object is dropped with initial velocity v0 , the conditions required are
at time t = 0:
x(0) = 0, ẋ(0) = v0
Hence, the Initial Value Problem is
(
ẍ = g
x(0) = 0, ẋ(0) = v0

The constants c0 and c1 can be determined from these two conditions and
the specific solution of the differential equation is
1
x(t) = v0 t + gt 2 .
2
In this case, the differential equation is required to satisfy conditions
specified at one value of t, i.e., t = 0.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 28 / 182
· · · Cont’d
Definition 10
Initial Value Problem:
If a differential equation is required to satisfy conditions on the dependent
variable and its derivatives specified at one value of the independent
variable, these conditions are called initial conditions and the problem is
called an initial value problem.

Boundary Value Problem:


If the object is required to reach x = L at time t = T , L ≥ 12 gT 2 , the
conditions can be specified as at time t = 0 :
x(0) = 0; at time t=T : x(T ) = L.
Boundary Value Problem is
(
ẍ = g
x(0) = 0, x(T ) = L

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 29 / 182


· · · Cont’d

The specific solution of the differential equation is


x(t) = ( TL − 12 gT )t + 12 gt 2 .
In this case, the differential equation is required to satisfy conditions
specified at two values of t, that is, t = 0 and t = T .
Definition 11
Boundary Value Problem:
If a differential equation is required to satisfy conditions on the dependent
variable and possibly its derivatives specified at two or more values of the
independent variable, these conditions are called boundary conditions and
the problem is called a boundary value problem.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 30 / 182


First-Order Ordinary Differential Equations

There are two standard forms of differential equations of first order


and first degree:
dy
= f (x, y )
dx
M(x, y )dx + N(x, y )dy = 0
There are various techniques for solving first-order ordinary differential
equations.
We assumed that the necessary conditions for the existence of
solutions are satisfied.
The Method of Separation of Variables:
Consider a first-order ordinary differential equation of the form

y ′ = f (x, y )

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 31 / 182


· · · Cont’d
When f does not depend on the variable y , that is, f (x, y ) = g (x),
the differential equation
dy
= g (x)
dx
can be solved by integration.
If g (x) is a continuous function, then integrating both sides of the
above equation gives
Z
y = g (x)dx = G (x) + c

is the general solution, where G (x) is an anti-derivative of g (x).


Example 0.15
Find the general solution of the first order ODE
dy
= 1 + e 2x
dx
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 32 / 182
· · · Cont’d

Solution.
dy
= 1 + e 2x =⇒ dy = (1 + e 2x )dx, (separation of variable)
dx Z Z
=⇒ dy = (1 + e 2x )dx + c, (indefinite integral )
Z
y= (1 + e 2x )dx + c

=⇒ y = x + 12 e 2x + c is a general solution.
Suppose that the right-hand side f (x, y ), which is a function of x and
y , can be written as a product of a function of x and a function of y ,
i.e.,
f (x, y ) = g (x) · h(y ).

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 33 / 182


· · · Cont’d

Definition 12
A first-order differential equation of the form
dy
= g (x)h(y )
dx
is said to be separable or to have separable variable.

Example 0.16
dy
dx = y 2 xe 3x+4y - separable
dy
dx = y + sinx-not separable

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 34 / 182


· · · Cont’d
Working rule to solve separable first-order ODEs.
step 1: Rewrite the given equation in the form:
dy
= g (x)h(y )
dx
step 2: Separating variables,
1
dy = g (x)dx
h(y )

step 3: Apply indefinite integral to both sides of step 2,


Z Z
1
dy + c1 = g (x)dx + c2
h(y )

H(y ) = G (x) + c, c = c2 − c1
is a general solution.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 35 / 182
· · · Cont’d
Example 0.17
Find the general solution of the following first-order ODEs
a. (1 + x)dx − ydy = 0
dy −x
b. dx = y
dy
c. dx = y2 − 4

Solution. a. Rewrite the given equation in the form:


dy 1
= (x + 1)
dx y
=⇒ ydy = (x + 1)dx (separation of variable)
Z Z
=⇒ ydy = (x + 1)dx + c (applying indefinite integral)

y2 x2
=⇒ = + x + c1 =⇒ y 2 (x) = 2x + x 2 + c1 is a general solutio
2 2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 36 / 182
· · · Cont’d
Example 0.18
Given the linear first order differential equation

y ′ = −xy .

a. Find the general solution of this equation.


b. Find the particular solution satisfying the initial condition: y (0) = 1.

Solution.
dy
= −xy
dx
1
=⇒ dy = −xdx
y
Z Z
1
=⇒ dy = − xdx + c
y
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 37 / 182
· · · Cont’d

−x 2 −x 2
=⇒ ln(y ) = + c1 =⇒ y (x) = ce 2
2
is a general solution.
Finally, apply IC to get particular solution. That is,
02
1 = y (0) = ce 2 = c.

Thus, the particular solution is


−x 2
y (x) = e 2 .

Exercises:
Given the nonlinear differential equation

y ′ = −y 2 .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 38 / 182


· · · Cont’d
a. Find the general solution of the given equation.
b. Find the particular solution satisfying y (0) = 1.
c. Find the particular solution satisfying y (0) = 0.
Example 0.19
Solve the following first-order IVP
dy
dx = x 2 y , y (0) = 3.
dy 3x 2
dx = y , y (0) = 2.

Solution.
dy
= x 2y
dx
1
=⇒ dy = x 2 dx
y
Z Z
1
=⇒ dy = x 2 dx + c
y
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 39 / 182
· · · Cont’d

x3 x3
=⇒ ln(y ) = + c1 =⇒ y (x) = ce 3
3
is a general solution. To find a particular solution, determine the value of
c, by substituting x = 0 and y = 3 into general solution.
That is,
0
3 = y (0) = ce 3 =⇒ c = 3.
Therefore, the solution to IVP is
x3
y (x) = 3e 3 .

Example 0.20
Find the function u which satisfies the equation
du
= 2u,
dx
given that u(0) = e 3 .
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 40 / 182
· · · Cont’d
Example 0.21
Find the general solutions for the following equations
dy
dx = e x−y + x 2 e −y
y − x dy 2
dx = y +
dy
dx

Solution. Rewrite in the form:


dy
= (x 2 + e x )e −y
dx
y
=⇒ e dy = (x 2 + e x )dx
Z Z
=⇒ e y dy = (x 2 + e x )dx + c

x3
=⇒ e y + ex + c
=
3
x3
=⇒ y (x) = ln( + e x + c)
3
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 41 / 182
· · · Cont’d
Transformation of equations:
Type: Equations of the form:
dy
= f (ax + by + c)
dx
can be reduced to an equation in which variables can be separated. For
this purpose, we use the substitution

v (x) = ax + by + c, y = y (x)

Then
dv dy
=a+b
dx dx
dv
=⇒ = a + bf (v )
dx
which is separable.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 42 / 182
· · · Cont’d
Example 0.22
Find the general solutions for the following equations
dy
dx = (4x + y + 1)2
(x + 2y − 1)dx = (x + 2y + 1)dy

Solution. dy 2
dx = (4x + y + 1) .
Put v (x) = 4x + y + 1. Then
dv dy dv
=4+ =⇒ = 4 + v2
dx dx dx
which is separable.
dv
= 4 + v2
dx
1
=⇒ 2
dv = dx
Z 4+v Z
1
=⇒ dv = dx + c
4 + v2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 43 / 182
· · · Cont’d
1 1 −1 v
R R
=⇒ 4(1+( v2 )2 )
dv = dx + c =⇒ 2 tan ( 2 ) =x +c
=⇒ tan−1 ( v2 ) = 2x + c1 =⇒ v (x) = 2tan(2x + c1 )

4x + y + 1 = 2tan(2x + c1 )
x+2y −1
Solution. dy
dx = x+2y +1 .
Put v (x) = x + 2y . Then
dv dy dv v −1 3v − 1
=1+2 =⇒ =1+2 =
dx dx dx v +1 v +1
−1)
=⇒ ( 1/3(3v
3v −1 + 3/2
3v −1 )dv = dx.

1 3
v + ln(3v − 1) = x + c
3 2
1 3
(x + 2y ) + ln(3(x + 2y ) − 1) = x + c
3 2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 44 / 182
· · · Cont’d

Type: Equation which can be put in the form:


dy y
=f( )
dx x
To solve such type of equation we use the substitution
y
v (x) = =⇒ y = vx.
x
Then differentiating, we get
dy dv
=⇒ = x +v
dx dx

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 45 / 182


· · · Cont’d

dv
=⇒ f (v ) = x +v
dx
which is separable.
Example 0.23
Find the general solutions for the following equations

(x 3 + xy 2 )dx − (y 3 + 3x 2 y )dy = 0
y
Solution. Take v = x =⇒ y = vx. Differentiating w.r.t x
dy dv
=⇒ = x +v
dx dx
dy x 3 +xy 2 1+3( yx )2 1+3v 2
dx = y 3 +3x 2 y
= ( yx )3 +3( yx
)= v 3 +3v

dv 1 + 3v 2
=⇒ x +v = 3
dx v + 3v
which is separable.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 46 / 182
Exact Differential Equations and Integrating Factors

Pfaffian differential equation:


Definition 13
An equation of the form

f1 (x1 , x2 , · · · , xn )dx1 +f2 (x1 , x2 , · · · , xn )dx2 +· · ·+fn (x1 , x2 , · · · , xn )dxn = 0

where fi are functions of some or all of the n variables x1 , x2 , · · · , xn is


called Pfaffian differential equation.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 47 / 182


· · · Cont’d
Exact differential equation: Paffian equation in two variables
Definition 14
If M and N are continuous functions of x and y , the equation

M(x, y )dx + N(x, y )dy = 0 (3)

is called exact when there exists a function u = u(x, y ) of x and y , such


that
du = M(x, y )dx + N(x, y )dy .

If u = u(x, y ) has continuous partial derivatives it’s total differential


gives
∂u ∂u
du = dx + dy (4)
∂x ∂y
Therefore, we have
∂u ∂u
dx + dy = M(x, y )dx + N(x, y )dy
∂x ∂y
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 48 / 182
· · · Cont’d
Theorem 1
The necessary and sufficient condition for the differential equation

M(x, y )dx + N(x, y )dy = 0 (5)

to be exact is
My = Nx . (6)

Proof. Let (5) be exact. Hence by definition, there exist a function u(x, y )
of x and y , such that
∂u ∂u
dx + dy = M(x, y )dx + N(x, y )dy
∂x ∂y
Equating coefficients of dx and dy , we get
M = ux (7)
N = uy (8)
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 49 / 182
···
We know that M and N are continuous and have continuous partial
derivative of first order. Then by partial differentiating (7), and (8) w.r.t x
and y respectively, we get
My = uyx , Nx = uxy
Since My and Nx are continuous, it follows that uxy and uyx are
continuous. Thus, the two second partial derivatives are equal. That is,
uxy = uyx . And hence, we have My = Nx .
My = Nx , (the necessary condition for exactness).
How to solve?
Working procedures for solving an exact differential equation:
Compare the given equation with
Mdx + Ndy = 0
and find out M and N. Then find out My and Nx . If My = Nx , we
conclude that the given equation is exact.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 50 / 182
· · · Cont’d
If the equation is exact, then by definition, there exists a function u such
that
ux = M (9)
and
uy = N (10)

Step 1. Integrate (9) with respect to x keeping y as a constant.


Z
u(x, y ) = Mdx + f (y ), (11)

where the arbitrary function f (y ) is the “constant” of integration.


Step 2. Differentiating (11) with respect to y and then
Z

uy = Mdx + f ′ (y ) = N. (12)
∂y
This gives Z
′ ∂
f (y ) = N − Mdx (13)
By Feyissa Kebede (PhD)(ASTU)
∂y January 15, 2024 51 / 182
· · · Cont’d

Step 3. Integrate both sides of (13) with respect to y to get


Z Z Z
∂  
f (y ) = Ndy − Mdx dy
∂y

Step 4. Finally, substituting the result in (12),we get


Z Z Z Z
∂  
u(x, y ) = Mdx + Ndy − Mdx dy .
∂y
The implicit general solution of the equation will be written in the
form:
u(x, y ) = c.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 52 / 182


· · · Cont’d

Example 0.24
Find the general solution of the following differential equation

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

Solution.
Comparing the given equation with Mdx + Ndy = 0, we have

M = x 2 − 4xy − 2y 2 , and N = y 2 − 4xy − 2x 2

Therefore,
My = −4x − 4y , and Nx = −4x − 4y .
Thus, My = Nx and so the given equation is exact.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 53 / 182


· · · Cont’d
Hence, there exists a potential function u(x, y ) such that
ux = x 2 − 4xy − 2y 2 , uy = y 2 − 4xy − 2x 2
To determine u(x, y ), integrate the first equation with respect to x
Z
u(x, y ) = (x 2 − 4xy − 2y 2 )dx + f (y )
1 3
= x − 2x 2 y − 2xy 2 + f (y ). (14)
3
To find f (y ), we differentiate equation (14) with respect to y and
comparing with uy = y 2 − 4xy − 2x 2 gives
uy = −2x 2 − 4xy + f ′ (y ) = y 2 − 4xy − 2x 2 ,
hence,
f ′ (y ) = y 2 .
Hence, upon integrating, we get
1
f (y ) = y 3 .
By Feyissa Kebede (PhD)(ASTU)
3 January 15, 2024 54 / 182
· · · Cont’d
Thus, the implicit solution of the equation is
u(x, y ) = x 3 − 6x 2 y − 6xy 2 + y 3 = c
Example 0.25
Solve the following initial value problem

(6xy 2 + 4x 3 y )dx + (6x 2 y + x 4 + e y )dy = 0, y (1) = 0

Solution. The differential equation is of the form

M(x, y )dx + N(x, y )dy = 0,

where
M(x, y ) = 6xy 2 + 4x 3 y , N(x, y ) = 6x 2 y + x 4 + e y .
Step1. Test for exactness:

My = 12xy + 4x 3 , Nx = 12xy + 4x 3

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 55 / 182


· · · Cont’d
Hence, the differential equation is exact, then there exists a function
u(x, y ) such that
ux = 6xy 2 + 4x 3 y , uy = 6x 2 y + x 4 + e y
Step2. To determine u(x, y ), integrate the first equation with respect to x
Z
u(x, y ) = (6xy 2 + 4x 3 y )dx + f (y )

= 3x 2 y 2 + x 4 y + f (y ). (15)
(when integrating w.r.t. x, y is treated as constant)
To find f (y ), we differentiate equation (15) with respect to y and
comparing with uy = 6x 2 y + x 4 + e y yield
uy = 6x 2 y + x 4 + f ′ (y )
= 6x 2 y + x 4 + e y ,
hence,
f ′ (y ) = e y .
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 56 / 182
· · · Cont’d

Hence, upon integrating, we get

f (y ) = e y .

Substituting into equation (15) leads

u(x, y ) = 3x 2 y 2 + x 4 y + e y = c.

Therefore, the general solution is given by

u(x, y ) = c =⇒ 3x 2 y 2 + x 4 y + e y = c.

To find a particular solution use the initial condition.

3x 2 y 2 (1) + x 4 y (1) + e y (1) = c =⇒ c = 1.

The particular solution is 3x 2 y 2 + x 4 y + e y = 1.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 57 / 182


· · · Cont’d

Exercises:
1. Solve
cos(x + y )dx + (3y 2 + 2y + cos(x + y ))dy
2. Solve the IVP

(3x 2 y − 1)dx + (x 3 + 6y − y 2 )dy = 0, y (0) = 3

3. Solve th IVP

−ysin(xy )dx − xsin(xy )dy , y (1) = π

4. Find the value(s) of constant β such that

(2xe y + 3y 2 )dy + (3x 2 + βe y )dx = 0

is exact. Further, for this value of β, solve the equation.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 58 / 182


· · · Cont’d
How to solve non-exact Equation?
Integrating factor
Definition 15
If an equation of the form

Mdx + Ndy = 0

is not exact, it can always be made exact by multiplying by some non-zero


function of x and y . Such a multiplier is called an integrating factor. We
shall denote I for integrating factor.

Consider the first ODE


Mdx + Ndy = 0 (16)
If My ̸= Nx , an integrating factor I (x, y ) may be determined so that
IMdx + INdy = 0 (17)
is exact.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 59 / 182
· · · Cont’d
To find an integrating factor I (x, y ), apply the exactness condition on
equation (17),
∂(IM) ∂(IN)
= ,
∂y ∂x
that is,
∂I ∂M ∂I ∂N
M +I = N +I
∂y ∂y ∂x ∂x
∂M ∂N ∂I ∂I
=⇒ I ( − )=N −M (18)
∂y ∂x ∂x ∂y
The difficulty here is determining the unknown I (x, y ) from (18) is that we
must solve a partial differential equation. Since we are not prepared to do
that, we make the following simplifying assumption:
Special Cases:
Case 1. Assume that I is a function of x alone, i.e., I = I (x), then
∂I dI ∂I
= , =0
∂x dx ∂y
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 60 / 182
· · · Cont’d
and equation (18)becomes
dI ∂M ∂N
N = I( − )
dx ∂y ∂x
dI h 1 ∂M ∂N i
=⇒ = ( − ) dx
I N ∂y ∂x
Since I (x) is a function of x alone, the left-hand side is a function of x
alone. Thus, the right-hand side must also be a function of x alone.
Hence we can solve by integration as follows
Z
1 ∂M ∂N
lnI = ( − )dx
N ∂y ∂x
There exist an integrating factor that is dependent only on x if and only if
1 ∂M ∂N
( − ) = f (x).
N ∂y ∂x
In such case, the integrating factor is:
1 ∂M
− ∂N
R
( )dx
=⇒ I (x) = e N ∂y ∂x
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 61 / 182
· · · Cont’d

Remark. Since only one integrating factor is sought, there is no need to


include a constant of integration c.
Case 2. Assume that I is a function of y alone , i.e., I = I (y ), then
interchanging M and N, and x and y in the above equation , one obtains
an integrating factor R 1 ∂N ∂M
( − )dy
I (y ) = e M ∂x ∂y
There exist an integrating factor that is dependent only on y if and only if
1 ∂N ∂M
( − ) = g (y )
M ∂x ∂y

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 62 / 182


· · · Cont’d

Example 0.26
Solve the first-order ODE

3(x 2 + y 2 )dx + x(x 2 + 3y 2 + 6y )dy = 0

Solution. The differential equation is of the form

M(x, y )dx + N(x, y )dy = 0,

where
M(x, y ) = 3(x 2 + y 2 ), N(x, y ) = x(x 2 + 3y 2 + 6y ).
Test for exactness:

My = 6y , Nx = 3y 2 + 3x 2 + 6y

Therefore, My ̸= Nx =⇒ the differential equation is not exact.


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 63 / 182
· · · Cont’d
Since
1 ∂N ∂M 1 
2 2

( − )= (3x + 3y + 6y ) − 6y = 1.
M ∂x ∂y 3(x 2 + y 2 )

Hence it is a function of y alone. Therefore,


1 ∂N
( − ∂M
R R
)dy 1dy
I (y ) = e M ∂x ∂y =e = ey

Multiplying the differential equation by the integrating factor I (y ) = e y


gives
(3e y x 2 + 3e y y 2 )dx + (e y x 3 + 3xe y y 2 + 6xye y )dy = 0
which is exact.
Since the differential equation is exact, there exists a function u(x, y ) such
that
ux = 3e y x 2 + 3e y y 2 , uy = e y x 3 + 3xe y y 2 + 6xye y .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 64 / 182


· · · Cont’d
To determine u(x, y ), integrate the first equation with respect to x
Z
u(x, y ) = (3e y x 2 + 3e y y 2 )dx + f (y )

= e y x 3 + 3xe y y 2 + f (y ). (19)

Differentiating equation (19) with respect to y and comparing with


uy = e y x 3 + 6xye y + 3xy 2 e y yield

uy = e y x 3 + 6xye y + 3xy 2 e y + f ′ (y )
= e y x 3 + 3xe y y 2 + 6xye y ,

hence,
f ′ (y ) = 0 =⇒ f (y ) = C1 .
Substituting into equation (19) leads

u(x, y ) = e y x 3 + 3xe y y 2 = C =⇒ xe y (x 2 + 3y 2 ) = C .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 65 / 182


· · · Cont’d

Example 0.27
Solve the first-order ODE

(2x − y 2 )dx + xydy = 0, x > 0

Solution. The differential equation is of the form

M(x, y )dx + N(x, y )dy = 0,

where
M(x, y ) = 2x − y 2 , N(x, y ) = xy .
Test for exactness:
My = −2y , Nx = y
Therefore, My ̸= Nx =⇒ the differential equation is not exact.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 66 / 182


· · · Cont’d
Since
1 ∂M ∂N −2y − y −3
( − )= = .
N ∂y ∂x xy x
Hence it is a function of x alone. Therefore,
1 ∂M
− ∂N −3
R R
( )dx
I (x) = e N ∂y ∂x =e x
dx
= x −3
Multiplying the differential equation by the integrating factor I (x) = x −3
gives
(2x −2 − x −3 y 2 )dx + x −2 ydy = 0
which is exact.
Since the differential equation is exact, there exists a function u(x, y ) such
that
ux = 2x −2 − x −3 y 2 , uy = x −2 y .
I leave it as an exercise to verify that a potential function for this equation
is
1
u(x, y ) = x −2 y 2 − 2x −1 .
2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 67 / 182
· · · Cont’d

Exercises:
1. Solve the first-order ODE

y (2x − y + 2)dx + 2(x − y )dy = 0

2. Solve the first-order ODE

y (cos 3 x + ysinx)dx + cosx(sinxcosx + 2y )dy = 0

3. Solve a nonlinear first-order ODE

xydx + (2x 2 + 3y 2 − 20)dy = 0

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 68 / 182


Linear first-order non-homogeneous Equations

Definition 16
A first order differential equation is called linear if it can be written in
the form
dy
+ a(x)y = f (x) (20)
dx
where a(x) and f (x) are constants or functions of x alone (i.e., not of y).

Linear first-order equations occur in many engineering applications and are


of the form equation (20) it can also be written in the form

Mdx + Ndy = 0 :

[a(x)y − f (x)]dx + dy = 0 (21)


in which
M(x, y ) = a(x)y − f (x), N(x, y ) = 1.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 69 / 182


· · · Cont’d
Test for exactness:
My = a(x), Nx = 0 =⇒ differential equation (21) is not exact for
a(x) ̸= 0.
However, since
1 ∂M ∂N
( − ) = a(x)
N ∂y ∂x
is a function of x alone, there exists an integrating factor that is a function
of x alone given by
1 ∂M
− ∂N
R R
( )dx a(x)dx
I (x) = e N ∂y ∂x =e
Integrating factor: R
a(x)dx
I (x) = e
Multiplying equation (21) by the integrating factor I (x) yields
R R
a(x)dx a(x)dx
[a(x)y − f (x)]e dx + e dy = 0
R R
=⇒ (e a(x)dx
y )′ = e a(x)dx
f (x).
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 70 / 182
· · · Cont’d
Then the general solution is
Z
y (x) = I −1 f (x)I (x)dx + CI −1

R Z R R

y (x) = e a(x)dx
f (x)e a(x)dx
dx + Ce − a(x)dx

Working procedures for solving linear equations:


First put the given equation in the standard form:
dy
+ a(x)y = f (x).
dx
Next find an integrating factor I by using formula
R
a(x)dx
I (x) = e
Lastly, the required solution is obtained by using the result
R Z R R
− a(x)dx
y (x) = e f (x)e a(x)dx dx + Ce − a(x)dx

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 71 / 182


· · · Cont’d
Example 0.28
Find the general linear ODE
dy
− y = e 2x (22)
dx
Solution. Here
a(x) = −1, f (x) = e 2x ,
Thus, R
I (x) = e a(x)dx
= e −x
Multiply (22) by I (x) = e −x , we obtain
dy
e −x − e −x y = e x
dx
d −x
=⇒ (e y ) = e x =⇒ d(e −x y ) = e x dx
dx Z Z
=⇒ d(e −x y ) = e x dx + C
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 72 / 182
· · · Cont’d

Z
−x
=⇒ e y= e x dx + C

Then we obtain the general solution


Z 
x 2x −x
y (x) = e e e dx + C
 Z 
= ex e x dx + C

= e x (e x + C ) = e 2x + Ce x

=⇒ y (x) = e 2x + Ce x
is a general solution.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 73 / 182


···
Example 0.29
Solve the initial value problem:
dy 1
x2 + 3xy = , y (1) = −1
dx x
Solution. Write in standard form: Dividing by x, we get
dy 3 1
+ y = 3. (23)
dx x x
From this form we identify a(x) = x3 and f (x) = x13 and further observe
that a and f are continuous on (0, ∞). Hence the integrating factor is
3
R
dx
I (x) = e x = x 3.
Now we multiply (23) by x 3 and rewrite
dy 3
x3 + x3 y = 1
dx x
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 74 / 182
· · · Cont’d

d(x 3 y ) = 1dx
Z Z Z
d(x 3 y ) = 1dx + C =⇒ x 3 y = 1dx + C

y (x) = x −2 + cx −3
is a general solution defined on (0, ∞).
Example 0.30
Find the general solution of

(x 2 − 9)y ′ − xy = 0.

Example 0.31
Solve the initial value problem:
(
′ 1, 0 ≤ x ≤ 1
y + y = f (x), y (0) = 0, where f (x) =
0 = 0, x > 1
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 75 / 182
· · · Cont’d
Solution.We solve the DE for y (x) first on the interval [0, 1] and then on
the interval (1, ∞).
For 0 ≤ x ≤ 1, we have
y ′ + y = 1, y (0) = 0
For x > 1, we have
y′ + y = 0
Hence we can write the solution as
(
1 − e −x , 0 ≤ x ≤ 1
y (x) =
ce −x , x > 1.
It is possible to determine c so that the foregoing function is continuous at
x = 1. The requirement that limx→1+ y (x) = y (1) implies that
ce −1 = 1 − e −1
or c = e − 1.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 76 / 182
· · · Cont’d

(
1 − e −x , 0 ≤ x ≤ 1
y (x) =
(e − 1)e −x , x > 1.
is continuous on (0, ∞).
Example 0.32
Find the general solution of

dx x + 2y 3
=
dy y
dx
Solution. Write in standard form: dy − y1 x = 2y 2 . Here
−1
R
dy
a(y ) = −1 2
y , f (y ) = 2y . Thus, I (y ) = e
y = e −lny = y1 .
Hence, the required solution is x(y ) = y 3 + cy , where c is an arbitrary
constant.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 77 / 182


· · · Cont’d

Exercises:
1. Find the general solution of
dy
x + 4y − x 3 = 0.
dx
2. Find the general solution of
dy
x2 + x 3 (y − sinx) = 0.
dx
3. Solve the IVP
dy
ex = 20 + 3e x y , y (0) = 7.
dx
4. Solve the IVP
dy
2 + 3y = 20x 2 , y (1) = 10.
dx

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 78 / 182


Non-linear first order ODE
Bernoulli Differential Equations:Reading assignment
Many applications can be modeled by nonlinear ODEs. One of the most
useful ones of these is the Bernoulli Differential Equations is :

dy
+ a(x)y = f (x)y n , (24)
dx
where n is any real number, and n ̸= 0, 1. This equation is nonlinear.
How to solve ? We use transformation:
Certain non-linear ODE can be transformed to linear form in terms of new
variables. For n ̸=, 0, 1. y (x) = 0 is clearly a solution.
Dividing both sides of the equation by y n yields
dy
y −n
+ a(x)y 1−n = f (x).
dx
Letting u = y 1−n . Differentiating w.r.t x, we get
dy du dy 1 du
(1 − n)y −n = =⇒ y −n =
dx dx dx 1 − n dx
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 79 / 182
· · · Cont’d

1 du
+ a(x)u = f (x) =⇒ u ′ + (1 − n)a(x)u = (1 − n)f (x).
1 − n dx
Hence, a Bernoulli differential equation is transformed to a linear
first-order equation in the new variable u.
Example 0.33
Solve the following Bernoulli Equations
dy
= Ay − By 2
dx
Solution. Rewrite in the form
dy
− Ay = −By 2
dx
Dividing both sides of the equation by y 2 yields
dy
y −2 − Ay −1 = −B
dx
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 80 / 182
· · · Cont’d

Let u = y −1 . Differentiating both sides w.r. t x, we get


dy du du
−y −2 = =⇒ + Au = B
dx dx dx
which is linear first order equation.
Example 0.34
Solve the initial value problem of nonlinear equation
dy
x + y = x 2 y 2 , y (1) = 2, x ̸= 0.
dx

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 81 / 182


· · · Cont’d
Riccati Equation:Reading assignment

y ′ = a(x)y 2 + b(x)y + c(x)

How to solve ?
If y1 (x) is a known particular solution to Riccati equation, then
substituting u = y − y1 into equation will transform the Riccati equation
into Berenuolli equation of new variable u.

y (x) = u + y1 =⇒ y ′ (x) = u ′ (x) + y1′

y ′ (x) = u ′ + y1′ = a(x) u + y1 )2 + b(x) u + y1 ) + c(x)


 

= au 2 + 2auy1 + ay12 + bu + by1 + c


= au 2 + 2auy1 + bu

=⇒ u ′ = au 2 + (2ay1 + b)u =⇒ u ′ − (2ay1 + b)u = au 2


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 82 / 182
· · · Cont’d
Example 0.35
Solve
1
y ′ = (y − x)2 + 1, y (0) = ,
2
given that y1 (x) = x is a particular solution.

Solution. Make the change of variables: u = y − x


Simplify to a Bernoulli equation: u ′ = u 2
1
Solve the Bernoulli equation for u: u = c−x
Reverse the substitution: y = u + x
1
y= + x, y = x
c −x
are the solutions.
Finally, we use the initial condition. The solution y = x can not satisfy the
initial condition y (0) = 12 , so we use the general solution. Then, we have
1
y (x) = 2−x +x
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 83 / 182
Some applications

Heating and Cooling:


Newton’s Law of Cooling: The rate of change in the temperature T (t), dT
dt
of a body in a medium of temperature Tm is proportional to the
temperature difference between the body and the medium, that is ,
dT
= −k(T (t) − Tm ),
dt
where k > 0 is a constant of proportionality.
Example 0.36
A body cools in air of constant temperature Tm = 20◦ C . If the
temperature of the body changes from 100◦ C to 60◦ C in 20 minutes,
determine how much more time it will need for the temperature to fall to
30◦ C .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 84 / 182


· · · Cont’d
Solution. Newton’s Law of Cooling requires that
dT
= −k(T (t) − Tm ), T (0) = 100◦ , T (20) = 60◦ .
dt
The general solution is
Z Z
dT
dt = −k dt + C =⇒ ln|T − Tm | = −kt + C
T − Tm

=⇒ T (t) = Tm + ce −kt
At t = 0, T (0) = 100◦ C :

=⇒ T (0) = 20 + ce −k.0 =⇒ 100 = 20 + ce −k.0 =⇒ c = 80

At t = 20min, T (20) = 60◦ C :


1 1
=⇒ T (20) = 20 + 80e −k.20 =⇒ 60 = 20 + 80e −k.20 =⇒ k = − ln
20 2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 85 / 182
· · · Cont’d

Hence
1 1
T (t) = 20 + 80e − 20 ln 2 .t
When T = 30◦ C : t = 60min
Hence, it will need another 60 − 20 = 40 minutes for the temperature to
fall to 30◦ C .
Motion of a Particle in a Resisting Medium
Example 0.37
A bullet is fired perpendicularly into a plate at an initial speed of
v0 = 100m/sec. When the bullet exits the plate, its speed is
v1 = 80m/sec. It is known that the thickness of the plate is b = 0.1m and
the resistant force of the plate on the bullet is proportional to the square
of the speed of the bullet, i.e., R = βv 2 . Determine the time T that the
bullet takes to pass through the plate.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 86 / 182


· · · Cont’d

Solution. Applying Newton’s Second Law to the bullet as shown yields


X
F = ma

=⇒ −βv 2 = ma
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 87 / 182
· · · Cont’d

dv dv
a(t) = =⇒ m = −βv 2 ,
dt dt
first order nonlinear ODE.
The general solution is given by
Z Z
dv β 1
− 2 = kdt + C , k = =⇒ = kt + C
v m v
1
=⇒ v (t) =
kt + C
At t = 0, v = v0 :
1 1
v0 = v (0) = =
k.0 + C C

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 88 / 182


· · · Cont’d
Hence
1
v (t) = 1
.
kt + v0
At t = T , v = v1 :
1
v1 = v (T ) = 1
.
kT + v0
But
dx 1
v= = 1
dt kt + v0
dx 1
=⇒ = 1
dt kt + v0
is the first linear order ODE with unknown variable x.
The general solution is given by
1  1
x(t) = ln kt + +D
k v0
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 89 / 182
· · · Cont’d
At t = 0, x = 0 :
1  1 1 1
0 = x(0) = ln k.0 + + D =⇒ D = − ln
k v0 k v0
Hence
1  1 1 1
x(t) = ln kt + − ln .
k v0 k v0
At t = T , x = b :

1  1  1  1  1  1  1  1  1  v0 
b = x(T ) = ln kT + − ln = ln − ln = ln .
k v0 k v0 k v1 k v0 k v1
1  v0  1
=⇒ k = ln , v1 = v (T ) = v  .
b v1 1
ln
0
T + 1
b v1 v0

b  1 1 
T = v  − = 0.000819sec
ln
0 v1 v0
v1
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 90 / 182
· · · Cont’d

Mixture problems:
Suppose that a large mixing tank initially holds V0 gallons of a solution in
which x0 pounds of a substance is dissolved. Let another solution,
lb gal
containing xi gal of substance, flows into the tank at a given rate ri min .
When the solution in the tank is well stirred, it pumped out at a given rate
gal
r0 min according to the following figure.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 91 / 182


· · · Cont’d

Let
x(t) = the amount of substance (measured in pounds) in the tank at
time t.
V (t) = the volume of a solution at any time t.
ri = in flow rate of solution and r0 = out flow rate of solution
Ri = input rate of solution and R0 = output rate of solution
Ci (t) = concentration of substance into the tank and
Co (t) =concentration of substance out of the tank
According to balance Law, the rate at which x changes with time t is
given by
dx
= (input rate of substance) − (output rate of substance) = R1 − R2 ,
dt

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 92 / 182


· · · Cont’d
Now, the input rate of substance
lb gal lb
Ri = xi × ri = xi ri
gal min min
=⇒ Ri = xi ri
and
dV
= ri − ro , V (0) = V0 .
dt
From this we get,
V (t) = (ri − ro )t + V0 .
Then the concentration of substance in the tank, as well as in the
x lb
outflow, is Co (t) = gal at any time t.
V
Hence the output rate of substance
x lb gal xro lb
Ro = × ro =
V gal min V min
xro xro
=⇒ Ro = =
V (ri − ro )t + V0
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 93 / 182
· · · Cont’d

Therefore, we have
dx xro
= xi ri −
dt (ri − ro )t + V0

which is a first order differential equation.


On solving the above differential equation, we obtain the amount of
substance in the tank at any time t. That is x(t).
Note:
If r1 = r2 , then clearly V (t) = V0 constant value.
When r1 > r2 then the number of gallons of solution in the tank is
increasing.
When or r1 < r2 , then the number of gallons of solution in the tank is
decreasing .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 94 / 182


· · · Cont’d

Example 0.38
A tank initially contains 50 gallons of pure water. Starting at t = 0 a brine
containing 2lb of dissolved salt per gallon flows into the tank at the rate of
gal
3 min . The mixture is kept uniform by stirring and the well-stirred mixture
simultaneously flows out of the tank at the same rate. Then
i. Derive a mathematical model describing the problem.
ii. How much salt is in the tank at any time t > 0
iii. How much salt is present at the end of 25 minutes?
iv. How much salt is present after a long time?

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 95 / 182


· · · Cont’d
Solution. i) Let x denote the amount of salt (measured in pounds) in the
tank at any time t.
lb gal gal
V (0) = 50, x(0) = 0, Ci = 2 , ri = 2 , , ro = 2
gal min min
dV
= ri − ro = 0 =⇒ V (t) = V0
dt
Therefore,
x(t) x(t)
Co (t) =
=
V0 50
Then the rate at which x changes with time t is given by
dx
= Ci ri − Co ro = Ri − Ro .
dt
Now, the input rate of substance
lb gal lb
Ri = 2 ×3 =6 .
gal min min
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 96 / 182
· · · Cont’d

The output rate of substance


x lb gal 3x lb
Ro = ×3 = .
50 gal min 50 min
Therefore,
dx 3x
=6−
dt 50
dx 3x
=⇒
+ = 6, x(0) = 0
dt 50
is mathematical model describing the result.
ii) The particular solution is
−3t
x(t) = 100(1 − e 50 )

is the amount of sal at any time t.


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 97 / 182
· · · Cont’d

iii) Let x1 be the amount of the salt present in the tank at the end of 25
minutes. That is, x(25) = x1 . Then we get
−3×25 −3
x1 = x(25) = 100(1 − e 50 ) = 100(1 − e 2 )

iv) Here we require to find out the amount of salt present in the tank as
t → ∞.
To find this value,
−3t
lim x(t) = lim 100(1 − e 50 ) = 100.
x→∞ x→∞

left in the tank after a longe time.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 98 / 182


· · · Cont’d
Example 0.39
A large tank initially contains 50 gallons of brine in which there is 10lb of
salt. Brine containing 2lb of dissolved salt per gallon flows into the tank at
gal
the rate of 5 min . The mixture is kept uniform by stirring, and stirred
gal
mixture simultaneously flows out at the slower rate 3 min . How much salt
is in the tank at time t > 0?
Solution. i) Let x denote the amount of salt (measured in pounds) in the
tank at any time t.
lb gal gal
V (0) = 50, x(0) = 10, Ci = 2 , ri = 5 , , ro = 3
gal min min
dV
= ri − ro = 5 − 3 = 2 =⇒ V (t) = 2t + V0 = 2t + 50
dt
Now, the input rate of solution
lb gal lb
Ri = 2 ×5 = 10 .
gal min min
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 99 / 182
· · · Cont’d

The output rate of solution


x lb gal 3x lb
Ro = ×3 =
50 + 2t gal min 50 + 2t gal
Therefore,
dx 3
= 10 − x
dt 50 + 2t
dx 3
=⇒ + x = 10, x(0) = 10
dt 50 + 2t

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 100 / 182


Second Order Linear ODE
In general, an nth -order linear ordinary differential equation is of the form

d ny d n−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = f (x)
dx dx dx

Definition 17
Second order linear ODE (standard form) for the function y is

y ′′ + a(x)y ′ + b(x)y = f (x), (25)

where a, b, f are given functions on the interval I ⊂ R. Equation(25)


above:
a. is homogeneous iff the source f (x) = 0 for all x ∈ R;
b. has constant coefficients iff a and b are constants;
c. has variable coefficients iff either a or b is not constant.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 101 / 182


· · · Cont’d
Fundamental theorem for homogeneous linear ODE
Theorem 2
(Superposition). For a homogeneous linear ODE(25), any linear
combination of two solutions on an open interval I is again a solution of
(25) on I.

Proof. Let y1 and y2 be solutions of the homogeneous equations. Then we


want to show y (x) = c1 y( x) + c2 y2 (x) is also a solution .
 ′′  ′
y ′′ + a(x)y ′ + b(x)y = c1 y( x) + c2 y2 (x) + a(x) c1 y( x) + c2 y2 (x) +
= c1 y1′′ (x) + c2 y2′′ (x) + c1 a(x)y1′ (x) + c2 a(x)y2′ (x) +
  
= c1 y1′′ (x) + a(x)y1′ (x) + b(x)y1 (x) + c2 y2′′ (x) +
= c1 .0 + c2 .0 = 0

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 102 / 182


· · · Cont’d
This result is not true for non-homogeneous linear equations and for
non-linear equation in general.
eg. y1 = 1 + cosx and y2 = 1 + sin are the solutions of non-homogeneous
ODE
y ′′ + y = 1,
but their linear combination is not a solution.
eg. y = x 2 and y = 1 are the solutions of non-linear ODE

y ′′ y + xy ′ = 0,

but their linear combination is not a solution.


Definition 18
Two functions y1 , y2 are called linearly dependent iff they are proportional.
Otherwise, the functions are linearly independent. That is

y1 (x) = cy (x)2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 103 / 182
· · · Cont’d

Theorem 3
(General Solution). If y1 and y2 are linearly independent solutions of the
equation
y ′′ + ay ′ + by = 0, (30)
on an interval I ⊂ R, and a, b are continuous functions on I , then there
are unique constants c1 , c2 such that every solution y of the differential
equation (30) on I can be written as a linear combination

y (x) = c1 y1 (x) + c2 y2 (x)

which is called a general solution.

Note that y = 0 is a solution of any linear homogeneous differential


equation.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 104 / 182


· · · Cont’d
Question: Given two solutions, y1 (x) and y2 (x) of an linear second-order
homogeneous differential equation.
When will it be the case that the two coefficients in the general solution

y (x) = c1 y1 (x)+ c2 y( x)

may be used to satisfy any given initial conditions?


Consider an initial value problem :
(
y ′′ + ay ′ + by = 0,
y (x0 ) = k0 , y ′ (x0 ) = k1 , on I .

Assume that y1 (x) and y2 (x) are solutions. From the principle of
superposition, because the equation is linear and homogeneous, then

y (x) = c1 y1 (x) + c2 y2 (x)

also satisfies the differential equation.


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 105 / 182
· · · Cont’d
Now solving y (x0 ) = k0 and y ′ (x0 ) = k1 for c1 and c2 gives

y (x0 ) = c1 y1 (x0 ) + c2 y2 (x0 ) = k0

ẏ (x0 ) = c1 ẏ1 (x0 ) + c2 ẏ2 (x0 ) = k1


which gives

k1 y2 (x0 ) − k0 ẏ2 (x0 )) k1 y1 (x0 ) − k0 ẏ1 (x0 ))


c1 = , c2 =
y1 (x0 )ẏ2 (x0 ) − y2 (x0 )ẏ1 (x0 ) y1 (x0 )ẏ2 (x0 ) − y2 (x0 )ẏ1 (x0 )

So the problem with solving for the coefficients is when the denominator is
equal to zero.
Observe that the denominator is the Wronskian for the two functions,
y1 (x) and y2 (x),

W12 (x) = y1 (x)y2′ (x) − y1′ (x)y2 (x).

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 106 / 182


· · · Cont’d

Definition 19
A set of functions, {y1 (x), y2 (x)} is linearly dependent on an interval I if
there exists a set of constants, c1 , c2 that are not all zero such that

c1 y1 (x) + c2 y2 (x) = 0, x ∈ I .

If the functions are not linearly dependent, then they are linearly
independent.

A necessary condition for linear independence is easy to construct.


Differentiating the above equation 1− times gives the system of algebraic
equations
c1 y1 (x) + c2 y2 (x) = 0
c1 y1′ (x) + c2 y2′ (x) = 0

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 107 / 182


· · · Cont’d
which may written as
    
y1 (x) y2 (x) c1 0
=
y1′ (x) y2′ (x) c2 0
Introducing the matrix valued function
 
y (x) y2 (x)
A(x) = 1′
y1 (x) y2′ (x)
From basic linear algebra, in order for this to have a nonzero solution, the
determinant of the matrix must be zero. Hence, if the determinant is
nonzero, then the set of functions is not linearly dependent; that is, the set
of functions is linearly independent. This determinant is called the
Wronskian.
We denote the Wronskian of y1 (x) and y2 (x) by
W12 (x) = y1 (x)y2′ (x) − y1′ (x)y2 (x).
W12 (x) = detA(x).
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 108 / 182
· · · Cont’d

Thus, we conclude that if


W12 (x) = 0, then y1 and y2 are linearly dependent.
W12 (x0 ) ̸= 0 at a point x0 ∈ I , then the functions y1 , y2 defined on I
are linearly independent.
the Wronskian is nonzero over an interval, then the two functions
form a fundamental set of solutions on that interval.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 109 / 182


· · · Cont’d

Theorem 4
If y1 (x) and y2 (x) satisfy

y ′′ + ay ′ + by = 0 (31)

and if
W12 (x) = y1 (x)y2′ (x) − y1′ (x)y2 (x) ̸= 0,
then
y (x) = c1 y1 (x) + c2 y2 (x)
is the general solution to the initial value problem
(
y ′′ + ay ′ + by = 0,
y (x0 ) = k0 , y ′ (x0 ) = k1 , on I ,

where c1 and c2 are given as above.


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 110 / 182
Homogenous constant coefficients Equations
How to solve?
All solutions to a second order linear homogeneous equation can be
obtained from any pair of non-proportional solutions. We look for two
linearly independent solutions. Such problem reduces to solve for the roots
of a degree-two polynomial called the characteristic equation.
How do we find any pair of linearly independent solutions?
Theorem 5
Second-order linear homogeneous differential equations:

y ′′ + ay ′ + by = 0

with constant coefficient have solutions of the form

y = ce rx (32)

where c and r are constants.


By Feyissa Kebede (PhD)(ASTU) January 15, 2024 111 / 182
· · · Cont’d
Proof. To verify the form of the solution, substitute y = ce rx into the
equation
y ′′ + ay ′ + by = cr 2 e rx + care rx + cbe rx = 0
Note that c = 0 results in y (t) = 0, which is a solution to homogeneous
equation. But it only satisfies the initial value problem where y (0) = 0.
For the case where c ̸= 0, we have
 
r 2 + ar + b ce rx = 0

because ce rx is never zero, we get

r 2 + ar + b = 0.

Assuming exponential solutions for second-order linear homogeneous


equations with constant coefficients result in a quadratic characteristic
equation called characteristic equation or auxiliary equation to this
equation.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 112 / 182
· · · Cont’d

Hence if r is a solution of the characteristics equation(or auxiliary


equation)
r 2 + ar + b = 0, (33)
then the exponential function (32) is a solution of ODE (31).
The roots of the Characteristic equation:
We only need to find two linearly independent solutions to second order
linear homogeneous equations. Every other solution is a linear combination
of the former two.
This algebraic equation(33), will give two roots r1 ,and r2 , which are roots
of quadratic equation.
Roots of this quadratic equation are :
1 p 
r1,2 = − a ± a2 − 4b
2

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 113 / 182


· · · Cont’d

This quadratic equation(33) may have three kinds of roots, depending on


the sign of the discriminant a2 − 4b:
(Case 1) Two real roots if a2 − 4b > 0,
(Case 2) A real double roots if a2 − 4b = 0,
(Case 3) Complex conjugate roots if a2 − 4b < 0.
Case1: Two distinct real roots r1 , r2
A basis solutions (32) of (31) on any interval are:

y1 = e r1 x , and y2 = e r2 x .

Check the Wronskian!


The corresponding general solution is

y (x) = c1 e r1 x + c2 e r2 x .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 114 / 182


· · · Cont’d

Example 0.40
Find the general solutions to the equation

y ′′ + 5y ′ + 6y = 0.

Solution.
We try now with the test function y (x) = e rx . If we introduce this
function in the differential equation we get

(r 2 + 5r + 6)e rx = 0 ⇐⇒ r 2 + 5r + 6 = 0.

So we look for the appropriate values of r , which are the roots of


quadratic equation,
1 1
r1,2 = (5 ± 1) =⇒ r1,2 = (5 ± 1), r1 = −2, r2 = −3.
2 2

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 115 / 182


· · · Cont’d

We obtained two distinct roots,r1 = −2, r2 = −3. A basis solutions are

y1 (x) = e −2x , y2 (x) = e −3x .

Check the Wronskian!


The general solution is

y (x) = c1 e −2x + c2 e −3x , c1 , c2 ∈ R

Example 0.41
Find the general solutions to the equation

2y ′′ − 5y ′ − 3y = 0.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 116 / 182


· · · Cont’d
Initial value problem:
There is a unique solution to the initial value problem with the initial
conditions y (x0 ) = y0 and y ′ (x0 ) = y1 .
Example 0.42
1. Find the solution to the initial value problem

y ′′ + 5y ′ + 6y = 0, y (0) = 1, y ′ (0) = −1.

2. Find the solution to the initial value problem


5
9y ′′ + 6y ′ + y = 0, y (0) = 1, y ′ (0) =
3
3. Find the general solution of the equation

y ′′ − 2y ′ + 6y = 0.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 117 / 182


· · · Cont’d
−a
Case 2: Real double root r = 2
a
y1 (x) = e − 2 x
To obtained a second independent solution y2 , we use the method of
reduction of order .
This second solution can be chosen to be not proportional to the known
solution. To find second solution, we assume a solution of the form
y2 = v (x)y1 .
Substituting this and its derivatives y2′ = v ′ y1 + vy1′ and
y2′′ = v ′′ y1 + 2v ′ y1′ + vy1′′ into (25), we first have
0 = (v ′′ y1 + 2v ′ y1′ + vy1′′ ) + a(v ′ y1 + vy1′ ) + bvy1
= y1 v ′′ + (2y1′ + ay1 )v ′ + (y1′′ + ay1′ + by1 )v .
The function y1 is solution to the original differential equation,
y1′′ + ay1′ + by1 = 0,
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 118 / 182
· · · Cont’d
then, the equation for v is given by
y1 v ′′ + (2y1′ + a1 y1 )v ′ = 0.
Also
−a −a x
2y1′ + a1 y1 = 2( e 2 ) + ay1 = −ay1 + ay1 = 0
2
=⇒ v ′′ y1 = 0 =⇒ v ′′ = 0, y1 ̸= 0.
By integration, we have
v = c1 x + c2
To get the second independent solution y2 = vy1 , we can simply choose
c1 = 1, c2 = 0. Then
y2 = xy1 .
Since these solutions are not proportional, they form a basis.
Hence in the case of a double root of (33) a basis of solution (25) on any
interval is
a a
y1 = e − 2 x , y2 = xe − 2 x .
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 119 / 182
· · · Cont’d
The corresponding general solution is
a
y (x) = (c1 + c2 x)e − 2 x .

Example 0.43
Solve the ODE
y ′′ + 6y ′ + 9y = 0.

Solution. r 2 + 6r + 9 = (r + 3)2 = 0 is a characteristic equation which has


a double root r = 3. Hence a basis are y1 = e −3x and y2 = xe −3x .
The corresponding general solution is
y (x) = (c1 + c2 x)e −3x .

Example 0.44
Solve the IVP
1 −7
y ′′ + y ′ + y = 0, y (0) = 3, y ′ (0) =
4 2
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 120 / 182
· · · Cont’d

Case 3: Complex conjugate roots: r1 = α + iβ, r2 = α − iβ


Therefore the basis solutions are

y1 (x) = e (α+iβ)x , and y2 = e (α−iβ)x


The corresponding general complex solution is

y (x) = c̃1 e (α+iβ)x + c̃2 e (α−iβ)x , c̃1 , c̃2 ∈ C.

This formula for the general solution includes real valued and complex
valued solutions. Knowing the real valued solutions could be important in
physical applications.
How to obtain a corresponding real solution?
Using Euler’s formula

e iθ = cosθ + i sinθ, e −iθ = cosθ − i sinθ

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 121 / 182


· · · Cont’d

y (x) = c̃1 e (α+iβ)x + c̃2 e (α−iβ)x


h i
= e αx c̃1 (cosβx + i sinβx) + c̃2 (cosβx − i sinβx)
h i
= e αx (c̃1 + c̃2 )cosβx + i(c̃1 − c̃2 ) sinβx)
h i
= e αx 2acosβx + 2b sinβx)
where
c1 = 2a = c̃1 + c̃2 , c2 = 2b = i(c̃1 − c̃2 ), c̃1 = a + ib, c̃1 = a − ib
A basis real solutions are
y1 (x) = e αx cos(βx), y2 (x) = e αx sin(βx).
So the real valued general solution is given by
y (x) = c1 e αx cos(βx) + c2 e αx sin(βx),
where c1 and c2 are real constants.
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 122 / 182
· · · Cont’d
Example 0.45
Determine a general solution to

y ′′ + 2y ′ + 3y = 0

Solution. a = 2, b = 3. Then the corresponding characteristic equation is

r 2 + 2r + 3 = 0.

So we look for the appropriate values of r , which are the roots of


quadratic equation,
1 √ √ √
r1,2 = (−2 ± 2 2i), =⇒ r1 = −1 − 2i, r2 = −1 + 2i.
2
Therefore, the general real solution is
 √ √ 
y (x) = e −t c1 cos 2t + c2 sin 2t

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 123 / 182


· · · Cont’d

Example 0.46
Find the general solution to

y ′′ + 2y ′ + 5y = 0

Example 0.47
Solve
y ′′ + 0.4y ′ + 9.04y = 0, y (0) = 0, y ′ (0) = 3

Example 0.48
Find the general solution to

25y ′′ − 20y ′ + 4y = 0

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 124 / 182


Non-homogeneous Equations with Constant
Coefficients
How to solve?
To solve a nonhomogeneous linear differential equation L(y ) = f
we must do two things:
find the complementary function yh and
find any particular solution yp of the nonhomogeneous equation.
(General Solution). Every solution y of the non-homogeneous equation

L(y ) = f ,

with L(y ) = y ′′ + ay ′ + by , where a, b , and f are continuous functions, is


given by
y = c1 y1 + c2 y2 + yp ,
where the functions y1 and y2 are fundamental solutions of the
corresponding homogeneous equation, L(y1 ) = 0, L(y2 ) = 0, and yp is any
solution of the non-homogeneous equation L(yp ) = f .
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 125 / 182
· · · Cont’d

Definition 20
The general solution of the non-homogeneous equation L(y ) = f is a
two-parameter family of functions

ygen (x) = c1 y1 (x) + c2 y2 (x) + yp (x) = yh (x) + yp (x),

where the functions y1 and y2 are fundamental solutions of the


homogeneous equation, L(y1 ) = 0, L(y2 ) = 0, and yp is any solution of the
non-homogeneous equation L(yp ) = f .

The Undetermined Coefficients Method.


We now present a method to find such particular solution, called the
undetermined coefficients method. This method works for linear operators
L with constant coefficients and for simple source functions f .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 126 / 182


· · · Cont’d

Here is a summary of the undetermined coefficients method:


(Step1.) Find fundamental solutions y1 , y2 of the homogeneous
equation L(y ) = 0.
(Step2.) Given the source functions f , guess the solutions yp using
the table below.
(Step3.) If the function yp given by the table satisfies L(yp ) = 0, then
change the guess to xyp . If xyp satisfies L(xyp ) = 0 as well, then
change the guess to x 2 yp and so on.
(Step4.) Find the undetermined constants k in the function yp using
the equation L(y ) = f , where y is yp , or xyp or x 2 yp .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 127 / 182


· · · Cont’d

Number Source function f (x) Guess solution yP


1. Polynomial of degree k Polynomial of degree k
2. e αx Ce αx
3. sinβx, cosβx Acosβx + Bsinβx

Remark. The essence of the method of undetermined coefficients is to


assume a form for a particular solution, with coefficients to be determined,
according to the form of the source function of the differential
equation.The coefficients are then determined by substituting the assumed
particular solution into the differential equation.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 128 / 182


· · · Cont’d

Example 0.49
Find solutions to the non-homogeneous equation

y ′′ − 3y ′ − 4y = 3e 2x .

Solution: From the problem we get L(y ) = y ′′ − 3y ′ − 4y and f (x) = 3e 2x


.
Find fundamental solutions y1 , y2 to the homogeneous equation
L(y ) = 0. Since the homogeneous equation has constant coefficients
we find the characteristic equation

r 2 − 3r − 4 = 0 =⇒ r1 = 4, r2 = −1, =⇒ y1 (x) = e 4x , y2 (x) = e −x .

The table says: For f (x) = 3e 2x guess yp (x) = ke 2x . The constant k


is the undetermined coefficient we must find.

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 129 / 182


· · · Cont’d

Since yp (x) = ke 2x is not solution of the homogeneous equation, we


do not need to modify our guess.
Introduce yp into L(yp ) = f and find k. So we do that,

1
(22 − 6 − 4)ke 2x = 3e 2x =⇒ −6k = 3 =⇒ k =
2
We have obtained
1
yp = e 2x
2
The general solution of the non-homogeneous equation is
1
ygen (x) = c1 e 4x + c2 e −x + e 2x
2

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 130 / 182


· · · Cont’d

Example 0.50
Find all solutions to the non-homogeneous equation

y ′′ − 3y ′ − 4y = 3e 4x .

Solution: f (x) = 3e 4x . So the solutions of the homogeneous equation


L(y ) = 0, are the same as in the above example. The source function is
f (x) = 3e 4x , so the Table above says that we need to guess yp (x) = ke 4x
. However, this function yp is solution of the corresponding homogeneous
equation, because
yp = ky1 =⇒ L(yp ) = 0.
We have to change our guess, as indicated in the undetermined
coefficients method, step (3)

yp (x) = kxe 4x .

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 131 / 182


· · · Cont’d
This new guess is not solution of the homogeneous equation. So we
proceed to compute the constant k. We introduce the guess into
L(yp ) = f ,
yp′ = (1+4x)ke 4x , yp′′ = (8+16x)ke 4x =⇒ [8−3+(16−12−4)x]ke 4x = 3e 4x ,
therefore, we get that
3 3
5k = 3 =⇒ k = =⇒ yp (x) = xe 4x .
5 5
The general solution for non-homogneneous equations says that
3
ygen (x) = c1 e 4x + c2 e −x + xe 4x .
5
Example 0.51
Find all the solutions to the non-homogeneous equation

y ′′ − 3y ′ − 4y = 2sin(x).
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 132 / 182
· · · Cont’d
Example 0.52
Find all solutions to the non-homogeneous equation

y ′′ − 3y ′ − 4y = 3e 2x + 2sin(x).

Solution: The solutions of the homogeneous equation L(y ) = 0, are the


same as in above examples, The source function f (x) = 3e 2x + 2sin(x)
does not appear in Table above, but each term does, f1 (x) = 3e 2x and
f2 (x) = 2sin(x). So we look for a particular solution of the form
yp = yp1 + yp2 , where L(yp1 ) = 3e 2x , L(yp2 ) = 2sin(x).
1 1
yp1 = − e 2x , yp2 = 3cos(x) − 5sin(x)
2 17
Therefore, the particular solution for the equation is
1 1
yp (x) = − e 2x + 3cos(x) − 5sin(x).
2 17
By Feyissa Kebede (PhD)(ASTU) January 15, 2024 133 / 182
· · · Cont’d

Exercises
1. y ′′ − 2y ′ − 3y = e 2x
2. y ′′ − 2y ′ − 3y = 3x 2 + 4x − 5
3. y ′′ − 2y ′ − 3y = 5cos2x
4. y ′′ − 2y ′ − 3y = xe 3x
5. y ′′ − 5y ′ + 4y = 8e x
6. y ′′ − 2y ′ + y = e x
7.y ′′ − 2y ′ + 5y = e x cos2x

f (x) = xe 3x , yp (x) = (Ax + B)e 3x


f (x) = e x cos2x, yp (x) = (Acos2x + Bsin2x)e x

By Feyissa Kebede (PhD)(ASTU) January 15, 2024 134 / 182

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