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Differential Equations
Differential Equations
DIFFERENTIAL EQUATIONS
A Simplified Text in Ordinary Differential Equations
for Engineering and Sciences
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Author/Publisher
iii
Author: Harold Jan R. Terano, ECE, MET
PREFACE
ALL RIGHTS RESERVED. No part of this book may be reproduced, photocopied or distributed,
or stored in a database or retrieval system in any form or by any means, electronic, mechanical,
recording or scanning without the prior written permission of the author.
iv
Author: Harold Jan R. Terano, ECE, MET
PREFACE
Preface
Differential equations is one of the oldest field in the modern mathematics. It is
consider being the mathematics of applications in the fields of engineering, physics, life
sciences and other areas in the field of mathematical modeling.
v
Author: Harold Jan R. Terano, ECE, MET
PREFACE
ACKNOWLEDGMENTS
I would like to express my sincere gratitude and thanks to all my colleagues from
the Camarines Sur Polytechnic Colleges, Nabua, Camarines Sur, to my students,
friends and relatives, to my family and most of all to the Almighty God for their continual
supports and encouragement for the completion of this work. Without them, this work
will never be in reality.
vi
Author: Harold Jan R. Terano, ECE, MET
TABLE OF CONTENTS
Table of Contents
Page
Preface v
vii
TABLE OF CONTENTS
Chapter 8: APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS 65
8.1 Population Growth 66
8.2 Radioactive Decay 68
8.3 Continuous Compound Interest Problems 70
8.4 Cooling and Heating Problems 72
Chapter Exercise 74
Chapter 9: APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS 77
9.1 Mechanics Problems 78
9.2 Flow Problems 82
9.3 Electrical Circuits 85
9.4 Velocity of Escape 89
9.5 Equation of Rectangular Curves 91
9.6 Isogonal Trajectories 92
9.7 Orthogonal Trajectories 93
Chapter Exercise 95
viii
TABLE OF CONTENTS
References 153
ix
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Chapter INTRODUCTION TO
1 DIFFERENTIAL
EQUATIONS
Outline:
1.1 Basic Definition
1.2 Types of Differential Equations
1.3 Order of a Differential Equation
1.4 Degree of a Differential Equation
1.5 Types of Solutions to a Differential Equation
1.6 Elimination of Arbitrary Constant
ISAAC NEWTON (December 25, 1642 – March 20, 1727) was an
English physicist and mathematician and regarded to be as one of the most
influential scientist of all time. He published his book “Philosophiae Naturalis
Principia Mathematica” (Mathematical Principles of Natural Philosophy) in
1687. This work laid the foundations for most of classical mathematics. He
made great contribution in the field of physics and shares credit with Gottfried
Leibniz for the discovery of the infinitesimal calculus.
In 1671, Newton wrote The Method of Fluxions and Infinite Series
that was published in 1736 in which he first order differential equations,
known to him as fluxional equations, into three classes. The first two classes
contain only ordinary derivatives of one or more dependent variables, with
respect to a single independent variable, and are known today as "ordinary
differential equations"; the third class involves the partial derivatives of one
dependent variable and today is called "partial differential equations".
Overview:
Differential equations is the mathematics of applications that is very important in
understanding sciences and engineering in which many of the phenomena in nature can
be expressed in terms of the language of differential equations.
At start, it is important to know the main definition and important terms in the
study of differential equations that will be used throughout the discussion of the topics in
this text. It is important so that the user of this material will guide him as he proceeds
progressively throughout the whole chapters.
This chapter will introduce the basic definition of a differential equation, the types,
the order and the degree of a differential equation and the types of solutions to a
differential equation.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define differential equations.
2. Identify the different types, order and degree of a differential equation.
3. Differentiate general solution from a particular solution.
4. Show that a given solution is the solution to a differential equation.
5. Find the differential equations of a given solution by elimination of
arbitrary constant.
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Examples:
a. 𝑦 2 = 𝑥 - + 2
b. 𝑦 22 = 4𝑥 + 𝑦 -
')
c. '*
+ 3𝑥 + 𝑡 = 5
'(/
d. ') (
= 4𝑥 + 5𝑦 -
'4) '() ')
e. '* 4
+ '* ( + '* = 5
Examples:
.) .)
a. ./
+ .0 = 5
.( ) .( ) .( )
b. ./ (
+ .7 ( = .0 (
.( * .( * .*
c. .) (
+ ./ ( = .0
.8 .8 .8
d. .)
+ ./ + .7 = 0
2
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Examples:
1. 𝑦 ′ = 4𝑥 - - First order
'(/ '/
2. ') (
+ ') = 𝑥𝑦 - Second order
.( * .*
3. .) (
+ 𝑥𝑡 = ./ - Second order
Examples:
-
'(/ '/
1. :') ( ; + ') = 3𝑥 - Second degree
-
'(/ '/ <
2. :') ( ; + :'); = 4𝑥 + 𝑦 - Second degree
'*
3. ')
+ 5𝑥𝑡 = 0 - First degree
𝑑𝑦 = (𝑥 - + 3)𝑑𝑥
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
∫ 𝑑𝑦 = ∫(𝑥 - + 3)𝑑𝑥
)4
𝑦= <
+ 3𝑥 + 𝑐
𝑐 = −17
Thus the particular solution is,
)4
𝑦= <
+ 3𝑥 − 17
Example(a).
Show that 𝑦 = 𝑥𝑒 ) is a solution of 𝑦 ′′ − 𝑦 ′ − 𝑒 ) = 0.
Solution:
First, get the first and second derivatives of the given solution.
𝑦 ′ = 𝑥𝑒 ) + 𝑒 )
𝑦 ′′ = 𝑥𝑒 ) + 𝑒 ) + 𝑒 )
𝑦 ′′ = 𝑥𝑒 ) + 2𝑒 )
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
2𝑒 Q* + 2(−2𝑒 Q* ) + (1 + 2𝑒 Q* ) = 1
1=1
Example(d).
Show that 𝑦 = 𝑒 ) is a solution of 8𝑦 ′′′ + 6𝑦 ′′ − 15𝑦 ′ + 𝑦 = 0.
Solution:
Get the first to third derivatives of the function.
𝑦′ = 𝑒 )
𝑦 ′′ = 𝑒 )
𝑦 ′′′ = 𝑒 )
Substitute to the differential equation.
8𝑦 ′′′ + 6𝑦 ′′ − 15𝑦 ′ + 𝑦 = 0
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
8𝑒 ) + 6𝑒 ) − 15𝑒 ) + 𝑒 ) = 0
0=0
Example(e).
Show that 𝑦 = sin- 𝑥 is a solution of 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 2 cos - 𝑥 + sin 2𝑥.
Solution:
Get the first and second derivatives of the function.
𝑦 ′ = 2 sin 𝑥 cos 𝑥
𝑦 ′′ = −2 sin- 𝑥 + 2 cos - 𝑥
Substitute to the differential equation.
𝑦 ′′ + 𝑦 ′ + 2𝑦 = 2 cos - 𝑥 + sin 2𝑥
(−2 sin- 𝑥 + 2 cos - 𝑥) + (2 sin 𝑥 cos 𝑥) + 2 sin- 𝑥 = 2 cos - 𝑥 + sin 2𝑥
2 cos - 𝑥 + 2 sin 𝑥 cos 𝑥 = 2 cos - 𝑥 + sin 2𝑥
Since 2 sin 𝑥 cos 𝑥 = sin 2𝑥, therefore,
2 cos - 𝑥 + sin 2𝑥 = 2 cos - 𝑥 + sin 2𝑥
Example(f).
Show that 𝑦 = 𝑒 ) cos 𝑥 is a solution of 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0.
Solution:
Get the first and second derivatives of the function.
𝑦 ′ = −𝑒 ) sin 𝑥 + 𝑒 ) cos 𝑥
𝑦 ′′ = −𝑒 ) cos 𝑥 − 𝑒 ) sin 𝑥 − 𝑒 ) sin 𝑥 + 𝑒 ) cos 𝑥
= −2𝑒 ) sin 𝑥
Substitute to the differential equation.
𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0
(−2𝑒 ) sin 𝑥) − 2(−𝑒 ) sin 𝑥 + 𝑒 ) cos 𝑥) + 2(𝑒 ) cos 𝑥) = 0
0=0
Example(g).
(
Show that 𝑦 = 2 + 𝑒 Q) is a solution of 𝑦 ′ + 2𝑥𝑦 = 4𝑥.
Solution:
Get the first derivative of the function.
(
𝑦 ′ = −2𝑥𝑒 Q)
Substitute to the differential equation.
𝑦 ′ + 2𝑥𝑦 = 4𝑥
( (
−2𝑥𝑒 Q) + 2𝑥@2 + 𝑒 Q) B = 4𝑥
4𝑥 = 4𝑥
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
7
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Example(g).
Find the differential equation of the family of ellipses having their center at the
origin.
Solution:
The general equation of an ellipse having their vertices at the origin
is,
)( /(
`(
+ a( = 1
𝑏 - 𝑥𝑑𝑥 + 𝑎- 𝑦𝑑𝑦 = 0
Therefore, the differential equation is 𝑏 - 𝑥𝑑𝑥 + 𝑎- 𝑦𝑑𝑦 = 0.
Chapter Exercise
I. Show that the following solutions are the solutions to the differential equations
indicated.
XYZ )
1. sin 𝑦 = cos 𝑥; 𝑦 ′ = − efX /
2. 𝑦 = 𝑥 + 𝑒 ) + 𝑒 Q) ; 𝑦 ′′ − 𝑦 = −𝑥
V '/
3. 𝑦 = gZ(VQ)) ; (1 − 𝑥) ') = 𝑦 -
'/ Vk/ (
4. Arctan 𝑦 = Arctan 𝑥 ; ') − Vk) ( = 0
5. 𝑦 = sin 2𝑡 + cos 2𝑡 ; 𝑦 ′′ + 4𝑦 = 0
II. Find the particular solutions of the given general solutions satisfying the given
conditions.
1. 𝑒 ) − 4𝑦 - = 𝑐; 𝑦(ln 2) = 1 Ans: 𝑒 ) − 4𝑦 - = −2
2. 𝑥 - + 𝑦 - = 𝑐; 𝑦(1) = 1 Ans: 𝑥 - + 𝑦 - = 2
3. 𝑐𝑦 - = 𝑥 < + 𝑥𝑦 - ; 𝑦(2) = 1 Ans: 10𝑦 - = 𝑥 < + 𝑥𝑦 -
4. 𝑦 = tan 𝑥 + 𝑐; 𝑦(0) = 0 Ans: 𝑦 = tan 𝑥
5. 2𝑥 + sin 𝑥 = 𝑐 + (1 + 𝑦 - )- ; 𝑦(0) = 1 Ans: 2𝑥 + sin 𝑥 = −4 + (1 + 𝑦 - )-
1. 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q) Ans: 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0
2. 𝑦𝑒 -) − 2 cos 𝑥 = 𝑐 Ans: 2(𝑦𝑒 -) + sin 𝑥)𝑑𝑥 + 𝑒 -) 𝑑𝑦 = 0
3. (𝑦 − 𝑥)< = 𝑐𝑥 Ans: 3𝑥𝑑𝑦 − (2𝑥 + 𝑦)𝑑𝑥 = 0
V
4. 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -) Ans: 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -)
9
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
IV. Find the differential equations described by the following family of curves.
10
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS
Chapter SEPARABLE
2 DIFFERENTIAL
EQUATIONS
Outline:
2.1 Separable Differential Equations
2.2 Solutions to Separable Differential Equations
Overview:
We had already discussed the types of solutions to differential equations in
chapter 1. For this chapter, the first method of finding the solution for a differential
equation will be covered.
The solution of a first order differential equation that will be discussed in this
chapter is the solution of a variable separable differential equation. Differential
equations that can be easily separated in which terms of same variables of the equation
can be combined are considered to be separable differential equations. This method
applies direct integration on the separated terms.
Objectives:
11
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS
∫ 𝑔(𝑦)𝑑𝑦 = ∫ 𝑓(𝑥)𝑑𝑥 + 𝑐
'/ n(/)
5. ')
= 8())
'/ ')
∫ n(/) = ∫ 8()) + 𝑐
12
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS
Example(a).
Obtain the general solution of 𝑦 ′ + 4𝑥 = 5.
Solution:
'/
𝑦′ can be written in the form ') .
'/
')
+ 4𝑥 = 5
'/
')
= 5 − 4𝑥
Example(c).
Obtain the general solution of sin 𝑥 cos 𝑦 𝑑𝑦 = sin 𝑦 cos 𝑥 𝑑𝑥.
Solution:
Separating the variables,
sin 𝑥 cos 𝑦 𝑑𝑦 = sin 𝑦 cos 𝑥 𝑑𝑥
efX / efX )
XYZ /
𝑑𝑦 = XYZ )
𝑑𝑥
cot 𝑦 𝑑𝑦 = cot 𝑥 𝑑𝑥
Integrating both sides,
∫ cot 𝑦 𝑑𝑦 = ∫ cot 𝑥 𝑑𝑥
ln sin 𝑦 = ln sin 𝑥 + 𝑐
The general solution is already in a correct form, but the presence of two
logarithmic terms suggests that we take also the logarithm of the arbitrary
constant to better simplify the solution.
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS
Thus,
ln sin 𝑦 = ln sin 𝑥 + ln 𝑐
Simplifying the terms, we get,
ln sin 𝑦 − ln sin 𝑥 = ln 𝑐
By the properties of logarithm, we obtain,
XYZ /
ln XYZ ) = ln 𝑐
𝑒 Q) sin 𝑥 𝑑𝑥 = 𝑒 Q/ cos 𝑦 𝑑𝑦
Integrating both sides,
∫ 𝑒 Q) sin 𝑥 𝑑𝑥 = ∫ 𝑒 Q/ cos 𝑦 𝑑𝑦
From integral calculus,
V
∫ 𝑒 Q) sin 𝑥 𝑑𝑥 = − - 𝑒 Q) (sin 𝑥 + cos 𝑥) and
V
∫ 𝑒 Q/ cos 𝑦 𝑑𝑦 = - 𝑒 Q/ (sin 𝑦 − cos 𝑦)
Therefore,
∫ 𝑒 Q) sin 𝑥 𝑑𝑥 = ∫ 𝑒 Q/ cos 𝑦 𝑑𝑦
V V
− - 𝑒 Q) (sin 𝑥 + cos 𝑥) = - 𝑒 Q/ (sin 𝑦 − cos 𝑦) + 𝑐
V V
− - 𝑒 Q) (sin 𝑥 + cos 𝑥) − - 𝑒 Q/ (sin 𝑦 − cos 𝑦) = 𝑐
14
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS
Example(e).
Obtain the general solution of (1 + 𝑥 - )𝑑𝑦 = (1 + 𝑦 - )𝑑𝑥.
Solution:
Separating the variables,
(1 + 𝑥 - )𝑑𝑦 = (1 + 𝑦 - )𝑑𝑥
'/ ')
(Vk/ ( )
= (Vk) ()
Arctan 𝑦 = Arctan 𝑥 + 𝑐
Example(f).
Obtain the particular solution of 𝑥 tan 𝑦 𝑑𝑥 = 𝑒 Q) 𝑑𝑦, that satisfies the condition
u
𝑦(0) = - .
Solution:
Separating the variables,
𝑥 tan 𝑦 𝑑𝑥 = 𝑒 Q) 𝑑𝑦
) '/
t vs
𝑑𝑥 = wxZ /
𝑥𝑒 ) 𝑑𝑥 = cot 𝑦 𝑑𝑦
Integrating both sides,
∫ 𝑥𝑒 ) 𝑑𝑥 = ∫ cot 𝑦 𝑑𝑦
From integral calculus,
∫ 𝑥𝑒 ) 𝑑𝑥 = 𝑥𝑒 ) − 𝑒 ) and
∫ cot 𝑦 𝑑𝑦 = ln sin 𝑦
Therefore, the general solution is,
∫ 𝑥𝑒 ) 𝑑𝑥 = ∫ cot 𝑦 𝑑𝑦
𝑥𝑒 ) − 𝑒 ) = ln sin 𝑦 + 𝑐
To get the particular solution, get the value of the arbitrary constant 𝑐,
u
using the condition 𝑦(0) = - , therefore,
𝑒 ) (𝑥 − 1) − ln sin 𝑦 = 𝑐
u
when 𝑥 = 0 and 𝑦 = - , 𝑐 = −1 thus, the particular solution is,
𝑒 ) (𝑥 − 1) − ln sin 𝑦 = −1
Example(g).
Obtain the particular solution of 𝑦𝑑𝑦 + 2𝑥𝑑𝑥 = 𝑒 ) 𝑑𝑥 that satisfies the condition
𝑦𝑦(0) = 1.
Solution:
The equation is already separated, thus, direct integration can be
executed.
15
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 2 SEPARABLE
DIFFERENTIAL EQUATIONS
𝑦 - + 2𝑥 - = 2𝑒 ) − 1
Chapter Exercise
I. Obtain the general solutions of the given differential equations.
16
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Chapter HOMOGENEOUS
3 DIFFERENTIAL
EQUATIONS
Outline:
3.1 Homogeneous Polynomials
3.2 Differential Equations with Homogeneous Coefficients
Overview:
This chapter deals on the second method of solving first order ordinary
differential equations. This method is a substitution method of a certain differential
equation known as homogeneous differential equation. By the use of another variable in
substitution, the equation will be reduced eventually to a separable differential equation
that can be easily solved by the solution of a separable differential equation.
Objectives:
17
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Example(a).
For the function 𝑓(𝑥, 𝑦) = 𝑥 A − 𝑥 - 𝑦 < , determine whether homogeneous or not.
Determine also the degree of the function.
Solution:
𝑓(𝑥, 𝑦) = 𝑥 A − 𝑥 - 𝑦 <
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆A 𝑥 A − 𝜆- 𝑥 - 𝜆< 𝑦 <
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆A 𝑥 A − 𝜆A 𝑥 - 𝑦 <
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆A (𝑥 A − 𝑥 - 𝑦 < )
The function is homogeneous of degree 5.
Example(b).
For the function 𝑓(𝑥, 𝑦) = 𝑥 < − 5𝑦 - z𝑥 - + 𝑦 - , determine whether homogeneous
or not. Determine also the degree of the function.
Solution:
𝑓(𝑥, 𝑦) = 𝑥 < − 5𝑦 - z𝑥 - + 𝑦 -
18
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
z•( () ( k/ ( )
𝑓(𝜆𝑥, 𝜆𝑦) =
z•( () ( Q/ ( )
•z) ( k/ (
𝑓(𝜆𝑥, 𝜆𝑦) =
•z) ( Q/ (
z) ( k/ (
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆‚
z) ( Q/ (
•4 ) 4 ky•( ) ( •/
𝑓(𝜆𝑥, 𝜆𝑦) = •)k-•/
•4 @) 4 ky) ( /B
𝑓(𝜆𝑥, 𝜆𝑦) = •()k-/)
•( @) 4 ky) ( /B
𝑓(𝜆𝑥, 𝜆𝑦) = )k-/
19
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Solution:
𝑓(𝑥, 𝑦) = 𝑦 ln 𝑦 − 𝑦 ln 𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦 ln 𝜆𝑦 − 𝜆𝑦 ln 𝜆𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦(ln 𝜆𝑦 − ln 𝜆𝑥)
•/
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦 :ln •) ;
/
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦 :ln ) ;
20
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
-√< -ˆkV
ln 𝑦 − <
tanQV Š ‹=𝑐
√<
)
Then, substitute 𝑣 = /, thus, the general solution is,
s
-√< -: ;kV
QV r
ln 𝑦 − <
tan • ‘=𝑐
√<
21
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Example(c).
Obtain the general solution of 3𝑥𝑑𝑦 − (2𝑥 + 𝑦)𝑑𝑥 = 0.
Solution:
The differential equation is homogeneous of degree 1.
Use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣, then,
3𝑥𝑑𝑦 − (2𝑥 + 𝑦)𝑑𝑥 = 0
3𝑥(𝑣𝑑𝑥 + 𝑥𝑑𝑣) − (2𝑥 + 𝑣𝑥)𝑑𝑥 = 0
3𝑣𝑥𝑑𝑥 + 3𝑥 - 𝑑𝑣 − 2𝑥𝑑𝑥 − 𝑣𝑥𝑑𝑥 = 0
2𝑣𝑥𝑑𝑥 − 2𝑥𝑑𝑥 + 3𝑥 - 𝑑𝑣 = 0
2(𝑣 − 1)𝑑𝑥 + 3𝑥𝑑𝑣 = 0
- <
)
𝑑𝑥 + ˆQV 𝑑𝑣 = 0
2 ln 𝑥 + 3 ln(𝑣 − 1) = ln 𝑐
ln 𝑥 - + ln(𝑣 − 1)< = ln 𝑐
ln[𝑥 - (𝑣 − 1)< ] = ln 𝑐
𝑥 - (𝑣 − 1)< = 𝑐
/
Then, substitute 𝑣 = ) , thus, the general solution is,
/ <
𝑥 - :) − 1; = 𝑐
(𝑦 − 𝑥)< = 𝑐𝑥
Example(d).
s
Obtain the general solution of Ž𝑦𝑒 + 𝑥• 𝑑𝑦 = 𝑦𝑑𝑥. r
Solution:
The differential equation is homogeneous of degree 1.
Use 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣, then,
s
Ž𝑦𝑒 r + 𝑥• 𝑑𝑦 = 𝑦𝑑𝑥
”r
Ž𝑦𝑒 r + 𝑣𝑦• 𝑑𝑦 = 𝑦(𝑣𝑑𝑦 + 𝑦𝑑𝑣)
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Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
ln 𝑦 = −𝑒 Qˆ + 𝑐
𝑒 Qˆ + ln 𝑦 = 𝑐
)
Then, substitute 𝑣 = /, thus, the general solution is,
s
Q
𝑒 + ln 𝑦 = 𝑐 r
Example(e).
Obtain the general solution of 𝑦 - 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0. Solve in two ways.
Solution:
The equation is separable as well as homogeneous differential
equations.
By separating the variables, we have,
𝑦 - 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0
') /
)
+ / ( 𝑑𝑦 = 0
') '/
)
+ /
=0
') '/
∫ )
+∫ /
=∫0
ln 𝑥 + ln 𝑦 = ln 𝑐
ln 𝑥𝑦 = 𝑐
𝑥𝑦 = 𝑐
By homogeneous transformation, use 𝑥 = 𝑣𝑦 and 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣,
then we have,
𝑦 - (𝑣𝑑𝑦 + 𝑦𝑑𝑣) + (𝑣𝑦)𝑦𝑑𝑦 = 0
𝑣𝑑𝑦 + 𝑦𝑑𝑣 + 𝑣𝑑𝑦 = 0
2𝑣𝑑𝑦 + 𝑦𝑑𝑣 = 0
- 'ˆ
/
𝑑𝑦 + ˆ
=0
'/ 'ˆ
2∫ /
+∫ ˆ
=∫0
2 ln 𝑦 + ln 𝑣 = ln 𝑐
ln 𝑦 - + ln 𝑣 = ln 𝑐
ln 𝑣𝑦 - = ln 𝑐
𝑣𝑦 - = 𝑐
)
Substitute 𝑣 = /, thus, the general solution is,
)
:/ ; 𝑦 - = 𝑐
𝑥𝑦 = 𝑐
The same answers obtained.
23
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Example(f).
Obtain the particular solution of 𝑥 - 𝑑𝑦 = (𝑥 - + 𝑥𝑦 + 𝑦 - )𝑑𝑥 that satisfies the
condition, 𝑦(1) = 0.
Solution:
The differential equation is homogeneous of degree 2.
Use 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣, then,
𝑥 - 𝑑𝑦 = (𝑥 - + 𝑥𝑦 + 𝑦 - )𝑑𝑥
𝑥 - (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = [𝑥 - + 𝑥(𝑣𝑥) + (𝑣𝑥)- ]𝑑𝑥
𝑣𝑥 - 𝑑𝑥 + 𝑥 < 𝑑𝑣 = 𝑥 - 𝑑𝑥 + 𝑣𝑥 - 𝑑𝑥 + 𝑣 - 𝑥 - 𝑑𝑥
𝑥 < 𝑑𝑣 = (1 + 𝑣 - )𝑥 - 𝑑𝑥
'ˆ ')
Vkˆ (
= )
'ˆ ')
∫ Vkˆ ( = ∫ )
QV
tan 𝑣 = ln 𝑥 + 𝑐
/
Substitute 𝑣 = ) , thus, the general solution is,
/
tanQV :) ; = ln 𝑥 + 𝑐
24
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
/
Substitute 𝑣 = ) , thus, the general solution is,
/
ln 𝑥 − cot :) ; = 𝑐
u
To get the particular solution, set 𝑥 = 1 and 𝑦 = y , to find the value
of 𝑐.
u
When 𝑥 = 1 and 𝑦 = y , 𝑐 = −1, therefore the particular solution is,
/
ln 𝑥 − cot :) ; = −1
Chapter Exercise
I. Obtain the general solutions of the given differential equation.
1. (𝑥 - + 𝑦 - )𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0 Ans: 𝑥 - (𝑥 - + 2𝑦 - ) = 𝑐
s
)
2. 𝑦 ′ + / = −2 Ans: (𝑥 + 𝑦)𝑒 s•r = 𝑐
s
3. (𝑥 - + 𝑦 - − 𝑥𝑦)𝑑𝑦 − 𝑥𝑦𝑑𝑥 = 0 Ans: (𝑥 − 𝑦)𝑒 r = 𝑐
4. (2𝑥𝑦 + 𝑥 - )𝑑𝑦 + 𝑦 - 𝑑𝑥 = 0 Ans: 𝑥𝑦 < = 𝑐(𝑥 + 3𝑦)
/
5. (𝑥 − 𝑦)𝑑𝑥 + (𝑥 + 𝑦)𝑑𝑦 = 0 Ans: ln(𝑥 - + 𝑦 - ) + 2 Arctan :) ; = 𝑐
25
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 3 HOMOGENEOUS
DIFFERENTIAL EQUATIONS
26
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
Chapter EXACT
4 DIFFERENTIAL
EQUATIONS
Outline:
4.1 Exact Differential Equations
4.2 Solutions to Exact Differential Equations
Overview:
This chapter deals with another type of differential equation. This differential
equation is called exact differential equation. In solving this kind of equation, it is
important to know the method of partial differentiation because it will be useful in the
determination of the exactness of an equation. Also, partial integration is also applicable
as part of the solution in solving this kind of differential equation.
Objectives:
27
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
Example(a).
Test the differential equation (3𝑥 - + 𝑦)𝑑𝑥 + (𝑥 − 3𝑦)𝑑𝑦 = 0, if it is exact or not.
Solution:
To test for the exactness of a given differential equation, it should satisfy
.… .†
the condition ./ = .) .
From the given differential equation, set 𝑀 = (3𝑥 - + 𝑦) and
𝑁 = (𝑥 − 3𝑦).
.… .†
Using the condition ./ = .) ,
.… . .† .
./
= ./ (3𝑥 - + 𝑦) .)
= .) (𝑥 − 3𝑦)
.… .†
./
=1 .)
=1
28
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
.… .†
./
= 2𝑥 .)
= 2𝑦
29
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
First Method:
If the equation is exact, its solution is 𝑓(𝑥, 𝑦) = 𝑐 where,
.8 .8
.)
= 𝑀(𝑥, 𝑦) and ./
= 𝑁(𝑥, 𝑦)
Second Method:
To solve exact differential equation using the second method, follow the steps
below.
1. Take all the direct integrable terms in 𝑀 and 𝑁, e.g., 𝑓(𝑥)𝑑𝑥, 𝑔(𝑦)𝑑𝑦, etc.
and choose only one non-direct integrable term (if there are two terms) either in 𝑀 or
𝑁, e.g., 𝑓(𝑥, 𝑦)𝑑𝑦, 𝑔(𝑥, 𝑦)𝑑𝑥, etc.
2. Integrate the direct integrable and non-integrable terms. By partial integration,
we can integrate the non-integrable terms with respect to any variable taking the other
variable as constant.
∫(𝐷𝑖𝑟𝑒𝑐𝑡 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑏𝑙𝑒) + ∫(𝑁𝑜𝑛 − 𝐷𝑖𝑟𝑒𝑐𝑡 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑏𝑙𝑒) = ∫ 0 or
∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼. = 𝑐
Example(a).
Obtain the general solution of (3𝑥 - + 𝑦)𝑑𝑥 + (𝑥 − 3𝑦)𝑑𝑦 = 0.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 3𝑥 - + 𝑦 - equation(1)
.8
𝑁 = ./ = 𝑥 − 3𝑦 - equation(2)
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Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
Using equation(1):
Integrate both sides of the equation.
∫ 𝜕𝑓 = ∫(3𝑥 - + 𝑦) 𝜕𝑥
𝑓 = 𝑥 < + 𝑥𝑦 + 𝑔(𝑦) - equation(3)
Differentiate equation(3) with respect to 𝑦,
. .
(𝑓) = [𝑥 < + 𝑥𝑦 + 𝑔(𝑦)]
./ ./
.8
./
= 𝑥 + 𝑔′ (𝑦) - equation(4)
2𝑥 < + 2𝑥𝑦 − 3𝑦 - = 𝑐
Using equation(2):
Integrate both sides of the equation,
∫ 𝜕𝑓 = ∫(𝑥 − 3𝑦) 𝜕𝑦
<
𝑓 = 𝑥𝑦 − - 𝑦 - + 𝑔(𝑥) - equation(3)
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CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
2𝑥 < + 2𝑥𝑦 − 3𝑦 - = 𝑐
The same answers obtained using either of the two equations.
Using the Second Method:
(3𝑥 - + 𝑦)𝑑𝑥 + (𝑥 − 3𝑦)𝑑𝑦 = 0
Take all direct integrable and non-direct integrable functions in 𝑀 and
𝑁.
From the equation, the direct integrable terms are, 3𝑥 - 𝑑𝑥 and
−3𝑦𝑑𝑦 and the non-direct integrable terms are 𝑦𝑑𝑥 and 𝑥𝑑𝑦, therefore,
integrating all the direct integrable terms and choose only one non-direct
integrable terms, the general solution is,
∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0
∫(3𝑥 - 𝑑𝑥 − 3𝑦𝑑𝑦) + ∫ 𝑦𝑑𝑥 = ∫ 0
<
𝑥 < − - 𝑦 - + 𝑥𝑦 = 𝑐
2𝑥 < − 3𝑦 - + 2𝑥𝑦 = 𝑐
Using either of the two methods will lead to the same general
solutions.
Example(b).
Obtain the general solution of (4𝑥 + 𝑦 < )𝑑𝑥 + (3𝑥𝑦 - + 𝑦)𝑑𝑦.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 4𝑥 + 𝑦 < - equation(1)
.8
𝑁 = ./ = 3𝑥𝑦 - + 𝑦 - equation(2)
32
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
4𝑥 - + 𝑦 - + 2𝑥𝑦 < = 𝑐
Example(c).
Obtain the general solution of (cos 𝑥 + sin 𝑦)𝑑𝑥 + (𝑥 cos 𝑦 + 𝑦)𝑑𝑦 = 0.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = cos 𝑥 + sin 𝑦 - equation(1)
.8
𝑁 = ./ = 𝑥 cos 𝑦 + 𝑦 - equation(2)
2 sin 𝑥 + 2𝑥 sin 𝑦 + 𝑦 - = 𝑐
2(sin 𝑥 + 𝑥 sin 𝑦) + 𝑦 - = 𝑐
Using the Second Method:
Direct integrable: cos 𝑥 𝑑𝑥, 𝑦𝑑𝑦
Non-direct integrable: sin 𝑦 𝑑𝑥, 𝑥 cos 𝑦 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(cos 𝑥 𝑑𝑥 + 𝑦𝑑𝑦) + ∫ sin 𝑦 𝑑𝑥 = ∫ 0
V
sin 𝑥 + - 𝑦 - + 𝑥 sin 𝑦 = 𝑐
33
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
V
sin 𝑥 + 𝑥 sin 𝑦 + - 𝑦 - = 𝑐
2 sin 𝑥 + 2𝑥 sin 𝑦 + 𝑦 - = 𝑐
2(sin 𝑥 + 𝑥 sin 𝑦) + 𝑦 - = 𝑐
Example(d).
Obtain the general solution of (𝑒 ) + 2𝑥𝑦)𝑑𝑥 − (𝑒 / − 𝑥 - )𝑑𝑦 = 0.
Solution:
Arrange the equation in standard form 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0.
(𝑒 ) + 2𝑥𝑦)𝑑𝑥 + (−𝑒 / + 𝑥 - )𝑑𝑦 = 0
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 𝑒 ) + 2𝑥𝑦 - equation(1)
.8
𝑁 = ./ = −𝑒 / + 𝑥 - - equation(2)
𝑥 - + 𝑔′ (𝑦) = −𝑒 / + 𝑥 -
𝑔′ (𝑦) = −𝑒 /
∫ 𝑔′ (𝑦) = ∫ −𝑒 /
𝑔(𝑦) = −𝑒 /
𝑓 = 𝑒 ) + 𝑥-𝑦 − 𝑒/
𝑒 ) + 𝑥-𝑦 + 𝑒/ = 𝑐
Using the Second Method:
Direct integrable: 𝑒 ) 𝑑𝑥, −𝑒 / 𝑑𝑦
Non-direct integrable: 2𝑥𝑦𝑑𝑥, 𝑥 - 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(𝑒 ) 𝑑𝑥 − 𝑒 / 𝑑𝑦) + ∫ 2𝑥𝑦𝑑𝑥 = ∫ 0
𝑒 ) − 𝑒/ + 𝑥-𝑦 = 𝑐
𝑒 ) + 𝑥-𝑦 − 𝑒/ = 𝑐
Example(e).
Obtain the general solution of (𝑦 sec - 𝑥 + 𝑥 - )𝑑𝑥 + (tan 𝑥 + 𝑦)𝑑𝑦 = 0.
34
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 𝑦 sec - 𝑥 + 𝑥 - - equation(1)
.8
𝑁 = ./ = tan 𝑥 + 𝑦 - equation(2)
6𝑦 tan 𝑥 + 3𝑦 - + 2𝑥 < = 𝑐
Using the Second Method:
Direct integrable: 𝑥 - 𝑑𝑥, 𝑦𝑑𝑦
Non-direct integrable: 𝑦 sec - 𝑥 𝑑𝑥, tan 𝑥 𝑑𝑦
By ∫ 𝐷. 𝐼 + ∫ 𝑁. 𝐷. 𝐼 = ∫ 0, the general solution is,
∫(𝑥 - 𝑑𝑥 + 𝑦𝑑𝑦) + ∫ tan 𝑥 𝑑𝑦 = ∫ 0
V V
<
𝑥 < + - 𝑦 - + 𝑦 tan 𝑥 = 𝑐
V V
𝑦 tan 𝑥 + - 𝑦 - + < 𝑥 < = 𝑐
6𝑦 tan 𝑥 + 3𝑦 - + 2𝑥 < = 𝑐
Example(f).
Obtain the particular solution of (3𝑥 - 𝑦 + 2𝑥)𝑑𝑥 + (𝑥 < − 2𝑦)𝑑𝑦 = 0, that satisfies
the condition 𝑦(1) = −2.
Solution:
The differential equation is exact.
Using the First Method:
Take,
.8
𝑀 = .) = 3𝑥 - 𝑦 + 2𝑥 - equation(1)
.8
𝑁 = ./ = 𝑥 < − 2𝑦 - equation(2)
35
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
36
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
Chapter Exercise
I. Obtain the general solutions of the following differential equations.
sin 𝑥𝑦 = −2
3. 𝑦𝑑𝑥 + (𝑥 + 𝑦 - )𝑑𝑦 = 0, 𝑦(−1) = 1 Ans: 𝑦 < + 3𝑥𝑦 = −2
4. (𝑥 + 𝑥𝑦 - − 𝑦)𝑑𝑥 + (𝑥 - 𝑦 − 𝑥 + 𝑦)𝑑𝑦 = 0, 𝑦(0) = 1 Ans: 𝑥 - + 𝑦 - + 𝑥 - 𝑦 - −
2𝑥𝑦 = 1
( ( (
5. @𝑦 - 𝑒 )/ + 4𝑥 < B𝑑𝑥 + @2𝑥𝑦𝑒 )/ − 3𝑦 - B𝑑𝑦 = 0, 𝑦(0) = −2 Ans: 𝑥 y − 𝑦 < + 𝑒 )/ = 9
37
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 4 EXACT
DIFFERENTIAL EQUATIONS
38
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
Chapter NON-EXACT
5 DIFFERENTIAL
EQUATIONS
Outline:
5.1 Non-Exact Differential Equations
5.2 Solutions to Non-Exact Differential Equations
Overview:
This chapter extends the solution of the exact differential equations. Another type
of differential equations is the non-exact differential equations. If a differential equation
tends to be not exact, this equation may be considered as non-exact differential
equation. The concept of integrating factors will be introduced as a useful way in the
reduction of these equations into exact differential equations. Therefore, these
equations can be solved using the solution of exact differential equations. Special cases
of non-exact differential equations will be discussed as well as methods of inspection.
Objectives:
39
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
Example:
Obtain the general solution of (2𝑦 - + 𝑥)𝑑𝑥 + (𝑥𝑦)𝑑𝑦 = 0.
Solution:
Set,
.…
𝑀 = (2𝑦 - + 𝑥) ; ./
= 4𝑦
.†
𝑁 = 𝑥𝑦 ; .)
=𝑦
40
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
Now, the differential equation is exact, therefore, the solution for exact
differential equation can be used to obtain the general solution.
∫ 𝜕𝑓 = ∫(2𝑥 < 𝑦 - + 𝑥 y ) 𝜕𝑥
V V
𝑓 = - 𝑥 y 𝑦 - + A 𝑥 A + 𝑔(𝑦)
.8
./
= 𝑥 y 𝑦 + 𝑔2 (𝑦)
𝑥 y 𝑦 + 𝑔2 (𝑦) = 𝑥 y 𝑦
𝑔2 (𝑦) = 0
∫ 𝑔2 (𝑦) = ∫ 0
𝑔(𝑦) = 𝑐
5𝑥 y 𝑦 - + 2𝑥 A = 𝑐
𝝏𝑵 𝝏𝑴
Q
𝝏𝒙 𝝏𝒚
II. If 𝑴
= 𝒈(𝒚), a function of 𝒚 alone, then 𝒆∫ 𝒈(𝒚)𝒅𝒚 is the integrating factor.
Example:
Obtain the general solution of 𝑦𝑑𝑥 + (𝑦 < − 𝑥)𝑑𝑦 = 0.
Solution:
Set,
.…
𝑀=𝑦 ; ./
=1
.†
𝑁 = 𝑦< − 𝑥 ; .)
= −1
41
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
') )
/
+ :𝑦 − / (; 𝑑𝑦 = 0
Now, the differential equation is exact, therefore the solution for exact
differential equation can be used to obtain the general solution.
V
∫ 𝜕𝑓 = ∫ :/; 𝜕𝑥
)
𝑓 = + 𝑔(𝑦)
/
.8 )
./
= − / ( + 𝑔2 (𝑦)
) )
− / ( + 𝑔2 (𝑦) = 𝑦 − / (
𝑔2 (𝑦) = 𝑦
∫ 𝑔2 (𝑦) = ∫ 𝑦
V
𝑔(𝑦) = - 𝑦 -
2𝑥 + 𝑦 < = 𝑐𝑦
𝟏
a. If the combination is (𝒙𝒅𝒚 − 𝒚𝒅𝒙), use 𝒙𝟐
as the integrating factor with an
equivalent exact differential of
𝒙𝒅𝒚Q𝒚𝒅𝒙 𝒚
Š 𝒙𝟐
= 𝒅 :𝒙; . ‹
Example:
Obtain the general solution of 𝑥(1 + 𝑥𝑦)𝑑𝑦 − 𝑦𝑑𝑥 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 − 𝑦𝑑𝑥).
𝑥𝑑𝑦 + 𝑥 - 𝑦𝑑𝑦 − 𝑦𝑑𝑥 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑦 = 0
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CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
V
Multiply both sides of the equation by its integrating factor )(
, thus,
we have,
V
[(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑦 = 0] : ( ;
)
()'/Q/'))
)(
+ 𝑦𝑑𝑦 = 0
/
The first group of terms has an equivalent exact differential of 𝑑 :) ;,
then,
/
𝑑 :) ; + 𝑦𝑑𝑦 = 0
2𝑦 + 𝑥𝑦 - = 𝑐𝑥
𝟏
b. If the combination is (𝒚𝒅𝒙 − 𝒙𝒅𝒚), use 𝒚𝟐
as the integrating factor with an
equivalent exact differential of
𝒚𝒅𝒙Q𝒙𝒅𝒚 𝒙
Š 𝒚𝟐
= 𝒅 :𝒚;‹.
Example:
Obtain the general solution of (𝑦 + 𝑥𝑦 - )𝑑𝑥 − 𝑥𝑑𝑦 = 0.
Solution:
Arrange and get the combination (𝑦𝑑𝑥 − 𝑥𝑑𝑦).
𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑥 − 𝑥𝑑𝑦 = 0
(𝑦𝑑𝑥 − 𝑥𝑑𝑦) + 𝑥𝑦 - 𝑑𝑥 = 0
V
Multiply both sides of the equation by its integrating factor /(
, thus, we
have,
V
[(𝑦𝑑𝑥 − 𝑥𝑑𝑦) + 𝑥𝑦 - 𝑑𝑥 = 0] : ( ;
/
(/')Q)'/)
/(
+ 𝑥𝑑𝑥 = 0
)
The first group of terms has an equivalent exact differential of 𝑑 :/ ;,
then,
)
𝑑 :/; + 𝑥𝑑𝑥 = 0
2𝑥 + 𝑥 - 𝑦 = 𝑐𝑦
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CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
𝟏
c. For the combination (𝒙𝒅𝒚 − 𝒚𝒅𝒙) an integrating factor 𝒙𝒚
can be use. It
has an equivalent exact differential of
𝒙𝒅𝒚Q𝒚𝒅𝒙 𝒚
• 𝒙𝒚
= 𝒅 Š𝐥𝐧 :𝒙;‹‘ .
Example:
Obtain the general solution of (𝑥 + 𝑥𝑦 - )𝑑𝑦 − (𝑦 + 𝑥𝑦)𝑑𝑥 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 − 𝑦𝑑𝑥).
𝑥𝑑𝑦 + 𝑥𝑦 - 𝑑𝑦 − 𝑦𝑑𝑥 − 𝑥𝑦𝑑𝑥 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥𝑦 - 𝑑𝑦 − 𝑥𝑦𝑑𝑥 = 0
V
Multiply both sides of the equation by its integrating factor )/
, thus, we
have,
V
[(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥𝑦 - 𝑑𝑦 − 𝑥𝑦𝑑𝑥 = 0] : ;
)/
()'/Q/'))
)/
+ 𝑦𝑑𝑦 − 𝑑𝑥 = 0
/ -
ln :) ; + 𝑦 - − 2𝑥 = 𝑐
Example:
Obtain the general solution of (𝑥 - 𝑦 + 𝑦 < + 𝑥)𝑑𝑦 − 𝑦𝑑𝑥 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 − 𝑦𝑑𝑥).
𝑥 - 𝑦𝑑𝑦 + 𝑦 < 𝑑𝑦 + 𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑦 + 𝑦 < 𝑑𝑦 = 0
(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑦(𝑥 - + 𝑦 - )𝑑𝑦 = 0
V
Multiply both sides of the equation by its integrating factor ) ( k/ (
, thus, we
have,
V
[(𝑥𝑑𝑦 − 𝑦𝑑𝑥) + 𝑦(𝑥 - + 𝑦 - )𝑑𝑦 = 0] : ( ( ;
) k/
)'/Q/')
) ( k/ (
+ 𝑦𝑑𝑦 = 0
44
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
/
𝑑 ŠArctan :);‹ + 𝑦𝑑𝑦 = 0
𝟏
d. If the combination is (𝒙𝒅𝒚 + 𝒚𝒅𝒙) an integrating factor 𝒙𝒚
can be use. It
has an equivalent exact differential of
𝒙𝒅𝒚k𝒚𝒅𝒙
• 𝒙𝒚
= 𝒅[𝐥𝐧(𝒙𝒚)]‘.
Example:
Obtain the general solution of (𝑥 - 𝑦 + 𝑦)𝑑𝑥 + (𝑥𝑦 - + 𝑥)𝑑𝑦 = 0.
Solution:
Arrange and get the combination (𝑥𝑑𝑦 + 𝑦𝑑𝑥).
𝑥 - 𝑦𝑑𝑥 + 𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑦 + 𝑥𝑑𝑦 = 0
(𝑥𝑑𝑦 + 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑦 = 0
V
Multiply both sides of the equation by its integrating factor )/
, thus, we
have,
V
[(𝑥𝑑𝑦 + 𝑦𝑑𝑥) + 𝑥 - 𝑦𝑑𝑥 + 𝑥𝑦 - 𝑑𝑦 = 0] : ;
)/
)'/k/')
)/
+ 𝑥𝑑𝑥 + 𝑦𝑑𝑦 = 0
ln(𝑥𝑦)- + 𝑥 - + 𝑦 - = 𝑐
𝟏
e. If the combination is (𝒙𝒅𝒙 + 𝒚𝒅𝒚) an integrating factor 𝒙𝟐 k𝒚𝟐
can be use. It
has an equivalent exact differential of
𝒙𝒅𝒙k𝒚𝒅𝒚 𝟏
• 𝒙𝟐 k𝒚𝟐
= 𝒅 Š𝟐 𝐥𝐧(𝒙𝟐 + 𝒚𝟐 )‹‘.
Example:
Obtain the general solution of (𝑥 + 𝑥 - cos 𝑥 + 𝑦 - cos 𝑥)𝑑𝑥 + 𝑦𝑑𝑦 = 0.
45
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
Solution:
Arrange and get the combination, (𝑥𝑑𝑥 + 𝑦𝑑𝑦).
[𝑥 + (𝑥 - + 𝑦 - ) cos 𝑥]𝑑𝑥 + 𝑦𝑑𝑦 = 0
(𝑥𝑑𝑥 + 𝑦𝑑𝑦) + (𝑥 - + 𝑦 - ) cos 𝑥 𝑑𝑥 = 0
V
Multiply both sides of the equation by its integrating factor ) ( k/ (
,
thus, we have,
V
[(𝑥𝑑𝑥 + 𝑦𝑑𝑦) + (𝑥 - + 𝑦 - ) cos 𝑥 𝑑𝑥 = 0] : ( ( ;
) k/
)')k/'/
) ( k/ (
+ cos 𝑥 𝑑𝑥 = 0
V
The first group of terms has an equivalent exact differential of, 𝑑 Š- ln(𝑥 - +
𝑦 - )‹, then,
V
𝑑 Š- ln(𝑥 - + 𝑦 - )‹ + cos 𝑥 𝑑𝑥 = 0
ln(𝑥 - + 𝑦 - ) + 2 sin 𝑥 = 𝑐
Chapter Exercise
I. Obtain the general solution of the following differential equations.
46
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
47
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 5 NON-EXACT
DIFFERENTIAL EQUATIONS
48
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
FIRST-ORDER
Chapter LINEAR
6 DIFFERENTIAL
EQUATIONS
Outline:
6.1 First-Order Linear Differential Equations
6.2 Solutions to First-Order Linear Differential Equations
Overview:
Another type of differential equation is the first-order linear differential equation.
With the aid of integrating factor, the solution of this differential equation is obtained.
Objectives:
49
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
Then,
'
')
@𝑦𝑒 ∫ °())') B − 𝑄(𝑥)𝑒 ∫ °())') 𝑑𝑥 = 0
50
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
Example(a).
Obtain the general solution of (𝑥 < + 𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/ /
')
− ) = 𝑥-
Example(b).
Obtain the general solution of 𝑥 < 𝑑𝑦 + 𝑥 A 𝑦𝑑𝑥 = 4𝑥 A 𝑑𝑥.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/
')
+ 𝑥 - 𝑦 = 4𝑥 -
51
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
Example(c).
/
Obtain the general solution of :)kV − 𝑒 ) ; 𝑑𝑥 + 𝑑𝑦 = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/ /
')
+ )kV = 𝑒 )
Example(d).
Obtain the general solution of sec 𝑥 𝑑𝑦 + (𝑦 csc 𝑥 − 1)𝑑𝑥 = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/
+ 𝑦 cot 𝑥 = cos 𝑥
')
52
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
Example(e).
Obtain the general solution of 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 𝑦 ln 𝑦 𝑑𝑦.
Solution:
')
For this example, we can also use the form '/
+ 𝑥𝑃(𝑦) = 𝑄(𝑦) and
the formula will be 𝑥(𝐼𝐹) = ∫ 𝑄(𝑦) (𝐼𝐹)𝑑𝑦 + 𝑐, therefore,
') )
'/
− /
= ln 𝑦
Example(f).
Obtain the particular solution of 𝑥𝑑𝑦 = (𝑦 + 𝑥 - sin 𝑥)𝑑𝑥, that satisfies the
u
condition, 𝑦 : - ; = 0.
Solution:
'/
Write the equation in the form ') + 𝑦𝑃(𝑥) = 𝑄(𝑥), therefore,
'/ /
')
− ) = 𝑥 sin 𝑥
𝑦 = −𝑥 cos 𝑥 + 𝑐𝑥
u
To find the particular solution, set, 𝑥= -
and 𝑦 = 0, then solve for
𝑐.
u
When 𝑥 = -
and 𝑦 = 0, 𝑐 = 0.
53
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
To find the particular solution, set 𝑥=0 and 𝑦 = 1, then solve for
𝑐.
¶
When 𝑥 = 0 and 𝑦 = 1, 𝑐 = µ.
Chapter Exercise
I. Obtain the general solution of the following differential equations.
'/ / V W
1. ')
+ ) = 𝑥µ Ans: 𝑦 = · 𝑥 ¶ + )
V (
2. 𝑦 ′ + 2𝑥𝑦 = 𝑥 Ans: 𝑦 = - + 𝑐𝑒 Q)
V
3. 𝑦 ′ + 𝑦 = 𝑒 -) Ans: 𝑦 = < 𝑒 -) + 𝑐𝑒 Q)
'/
4. sin 𝑥 ') + 𝑦 cos 𝑥 = 1 Ans: 𝑦 sin 𝑥 = 𝑥 + 𝑐
V '/ V (
5. ) ')
+ 6𝑦 = 2 Ans: 𝑦 = < + 𝑐𝑒 Q<)
54
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
'/ V (
6. ')
− 𝑥(1 − 2𝑦) = 0 Ans: 𝑦 = - + 𝑐𝑒 Q)
'/
7. 𝑥 < ') + 3𝑥 - 𝑦 = 1 Ans: 𝑥 < 𝑦 = 𝑥 + 𝑐
'/
8. ')
= 𝑒 -) + 3𝑦 Ans: 𝑦 + 𝑒 -) = 𝑐𝑒 <)
55
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 6 FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
56
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
Chapter BERNOULLI’S
7 DIFFERENTIAL
EQUATIONS
Outline:
7.1 Bernoulli’s Differential Equations
7.2 Solutions to Bernoulli’s Differential Equations
Overview:
This chapter deals with the solution to first order non-linear differential equations.
These equations are called as the Bernoulli’s differential equations. This equation is
non-linear and is reducible to a linear form by a method of substitution and thus,
solution to a first-order linear differential equation is applicable.
Objectives:
57
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
Therefore, the new equation formed was now a linear differential equation.
By the solution of linear differential equation, set 𝑃(𝑥) = (−𝑛 + 1)𝑃(𝑥) and
𝑄(𝑥) = 𝑄(𝑥)(−𝑛 + 1), thus, the integrating factor is,
𝑒 ∫ °())') = 𝑒 ∫(Q€kV)°())')
= 𝑒 (Q€kV) ∫ °())')
Then, the general solution is,
𝑣𝑒 (Q€kV) ∫ °())') = (−𝑛 + 1) ∫ 𝑄(𝑥) 𝑒 (Q€kV) ∫ °())') 𝑑𝑥 + 𝑐
where, 𝑣 = 𝑦 Q€kV .
Example(a).
'/
Obtain the general solution of ') + 𝑦 = 𝑥𝑦 y .
Solution:
Divide both sides of the equation by 𝑦 y , therefore,
'/
𝑦 Qy ') + 𝑦 Q< = 𝑥
'ˆ '/
Then, set 𝑣 = 𝑦 Q< and ')
= −3𝑦 Qy ') , and substitute to the above
equation, thus,
V 'ˆ
− < ') + 𝑣 = 𝑥
'ˆ
')
− 3𝑣 = −3𝑥
58
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
Example(b).
Obtain the general solution of 𝑥𝑑𝑦 − [𝑦 + 𝑥𝑦 - (1 + ln 𝑥)]𝑑𝑥 = 0.
Solution:
'/
Writing the equation in the form ') + 𝑦𝑃(𝑥) = 𝑦 € 𝑄(𝑥), we have,
'/ /
')
− ) = 𝑦 - (1 + ln 𝑥)
59
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
4𝑥 = −𝑥 - 𝑦 − 2𝑥 - 𝑦 ln 𝑥 + 𝑐𝑦
𝑥 - 𝑦(1 + ln 𝑥 - ) = 𝑐𝑦 − 4𝑥
Example(c).
'/
Obtain the general solution of ') + 𝑦 = 𝑦 - cos 𝑥.
Solution:
Divide both sides of the equation by 𝑦 - , therefore,
'/ V
𝑦 Q- ') + / = cos 𝑥
V 'ˆ '/
Then, set 𝑣=/ and ')
= −𝑦 Q- ') , and substitute to the above
equation, thus,
'ˆ
− ') + 𝑣 = cos 𝑥
'ˆ
')
− 𝑣 = − cos 𝑥
60
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
Example(d).
Obtain the general solution of 𝑑𝑦 + 𝑦 tan 𝑥 𝑑𝑥 = 𝑦 - sec 𝑥 𝑑𝑥.
Solution:
𝑑𝑦 + 𝑦 tan 𝑥 𝑑𝑥 = 𝑦 - sec 𝑥 𝑑𝑥
'/
+ 𝑦 tan 𝑥 = 𝑦 - sec 𝑥
')
61
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
62
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
𝑥 - (2𝑦 + 1 + 𝑐𝑒 -/ ) = 2
To find the particular solution, set 𝑥=1 and 𝑦 = 0, then solve for
𝑐.
When 𝑥 = 1 and 𝑦 = 0, 𝑐 = 1.
Then, the particular solution is,
𝑥 - (2𝑦 + 1 + 𝑒 -/ ) = 2
Example(g).
'/
Obtain the particular solution of ') − 𝑦 cos 𝑥 = 𝑦 - cos 𝑥, that satisfies the
condition 𝑦(𝜋) = 2.
Solution:
Divide both sides of the equation by 𝑦 - , therefore,
'/ efX )
𝑦 Q- ') − /
= cos 𝑥
V 'ˆ '/
Then, set 𝑣 = −/ and ')
= 𝑦 Q- ') , and substitute to the above
equation, thus,
'ˆ
')
+ 𝑣 cos 𝑥 = cos 𝑥
𝑦@2 − 3𝑒 Q XYZ ) B = −2
63
Author: Harold Jan R. Terano, ECE
CHAPTER 7 BERNOULLI’S
DIFFERENTIAL EQUATIONS
Chapter Exercise
I. Obtain the general solution of the following differential equations.
1. 𝑦 ′ + 2𝑦 = 𝑦 - Ans: 𝑦(1 + 𝑐𝑒 -) ) = 2
'/ /
2. ')
− ()kV) = (𝑦𝑒 ) )- Ans: 𝑦(2𝑥𝑒 -) + 𝑒 -) + 𝑐) = −4(𝑥 + 1)
V
3. 𝑦 ′ + 𝑥𝑦 = 𝑥𝑦 - Ans: 𝑦 = s(
VkWt (
'/ /
4. ')
+ ) = 𝑦 Q- Ans: 𝑥 < (4𝑦 < − 3𝑥) = 𝑐
} ( -
'/
5. ')
+ 𝑥𝑦 = 𝑥 z𝑦 Ans: 𝑦 = :1 + 𝑐𝑒 Q‰) ;
64
Author: Harold Jan R. Terano, ECE
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
APPLICATIONS:
Chapter EXPONENTIAL
8 GROWTH AND
DECAY PROBLEMS
Outline:
8.1 Population Growth
8.2 Radioactive Decay
8.3 Continuous Compound Interest Problems
8.4 Cooling and Heating Problems
Overview:
Problems on applications of the first-order differential equation is an important
thing to be consider after all the theoretical works taken up in the previous chapters.
The previous topics on the solutions to a differential equation are now ready to use in
some practical applications.
This chapter deals with the applications on the law of exponential change. This
can be an exponential growth or its opposite process known as exponential decay.
Problems on these natures will be taken up in this chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Solve applications of first order differential equations on exponential
growth and decay.
2. Solve cooling and heating problems by applying the Newton’s Law
of Cooling.
65
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
Example(a).
The present population of a certain country is 10,000,000. Five years ago, the
population is 9,560,000. What will be the population of the country in the next 20
years?
Solution:
We can initially assign 𝑃‚ = 9,560,000, 𝑃 = 10,000,000 and 𝑡 = 5 years
to find 𝑘.
From the formula 𝑃 = 𝑃‚ 𝑒 º* , assign the values and find 𝑘, thus,
10,000,000 = 9,560,000𝑒 º(A)
-A‚
-<¿
= 𝑒 Aº
V -A‚
𝑘 = A ln :-<¿;
66
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
When 𝑡 = 20 years,
} ({À
𝑃 = 10,000,000𝑒 Š{ gZ:(4Á;‹(-‚)
𝑃 = 11,972,048 inhabitants
Example(b).
A certain bacteria are being grown in a culture. At start, there are 50 bacteria
and after 1 hour, there are 600 bacteria, how many will there be at the end of one
day?
Solution:
We can initially assign 𝑃‚ = 50, 𝑃 = 600 and 𝑡 = 1 hour to find 𝑘.
From the formula 𝑃 = 𝑃‚ 𝑒 º* , assign the values and find 𝑘, thus,
600 = 50𝑒 º(V)
12 = 𝑒 º
𝑘 = ln(12)
The number of bacteria at any time 𝑡 is
𝑃 = 50𝑒 [gZ(V-)]*
After 1 day (24 hours), the bacteria is,
𝑃 = 50𝑒 [gZ(V-)](-y)
𝑃 = 3.975 × 10-¶ bacteria
Example(c).
In 1990, the population of a country doubles compared to that of 1970. In what
year will the population treble?
Solution:
From 1970 to 1990, 𝑡 = 20 years and 𝑃 = 2𝑃‚ . Using the
following values 𝑘 will be,
º*
𝑃 = 𝑃‚ 𝑒
2𝑃‚ = 𝑃‚ 𝑒 º(-‚)
V
𝑘 = -‚ ln(2)
67
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
Example(a).
A certain radioactive material decays at a rate proportional to the amount
present. If initially, there are 500 mg of the material present and after 3 years, it is
observed that 10 percent of the original amount has decayed. How many years it
would take to decay 50 percent of the original amount of the material?
Solution:
Initially 𝑡 = 3 years, 𝑅‚ = 500 mg and 𝑅 = 450 mg, since 10% of
the material decayed, then find 𝑘.
𝑅 = 𝑅‚ 𝑒 º*
450 = 500𝑒 º(<)
V ¿
𝑘 = < ln :V‚;
68
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
Example(b).
Cobalt 60 has a half-life of 5.7 years. Initially, there are 100 grams of Cobalt 60,
how much will be left after 5 years?
Solution:
Initially, 𝑡 = 5.7 years, 𝑅‚ = 100 grams and 𝑅 = 50 grams, since after
5.7 years, the substance remains only half of its total amount, then find 𝑘.
𝑅 = 𝑅‚ 𝑒 º*
50 = 100𝑒 º(A.¶)
V V
𝑘 = A.¶ ln :-;
69
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
<‚
𝑅= -
= 15
𝐴 = 𝑐𝑒 º*
When, 𝐴 = 𝐴‚ and 𝑡 = 0,
𝐴‚ = 𝑐𝑒 ‚
𝑐 = 𝐴‚
Therefore,
𝑨 = 𝑨𝟎 𝒆𝒌𝒕
The amount at any time 𝑡 is 𝐴 = 𝐴‚ 𝑒 º* .
Example(a).
A man places 𝑃ℎ𝑝 10,000.00 in an account. Assuming no additional deposits or
withdrawals, how much will the man have after 10 years if the bank pays 4.5% interest
per annum compounded continuously for the entire period?
70
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
Solution:
Initially 𝐴‚ = 𝑃ℎ𝑝 10,000.00, 𝑘 = 4.5% = 0.045 and 𝑡 = 10 years.
From the formula,
𝐴 = 𝐴‚ 𝑒 º*
𝐴 = 10,000𝑒 ‚.‚yA(V‚)
𝐴 = 𝑃ℎ𝑝 15,683.12
After 10 years, the amount will be 𝑃ℎ𝑝 15,683.12.
Example(b).
Initially, there is 𝑃ℎ𝑝 20,000.00 in an account. If, after 20 years, the amount
grows up to 𝑃ℎ𝑝 50,000.00, considering no additional deposits or withdrawals, what is
the interest per annum compounded continuously for the entire period? In how many
years will the amount be 𝑃ℎ𝑝 100,000.00?
Solution:
From the formula,
𝐴 = 𝐴‚ 𝑒 º*
When 𝐴‚ = 𝑃ℎ𝑝 20,000.00, 𝐴 = 𝑃ℎ𝑝 50,000.00 and 𝑡 = 20 years,
then,
50,000 = 20,000𝑒 º(-‚)
V A
𝑘 = -‚ ln :-; = 0.0458 = 4.58%
71
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
where, 𝑇a , is the temperature of the body at any time 𝑡, 𝑇Ï , is the temperature of the
medium and (𝑇a − 𝑇Ï ) is the difference in temperature.
Going back to the above equation,
'ÌÍ
'*
= 𝑘(𝑇a − 𝑇Ï )
72
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
73
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
Chapter Exercise
Solve the following problems.
1. The population of a community will be treble by the year 2009. If the population in
the year 1998 initially has 2,025, find the year when the population will be doubled.
What is the population in the year 2012?
Ans: 2005; 8,198
5. A thermometer reading of 500C was plunged into a tub of frozen water. If the
thermometer reads 300 after 5 seconds, what will be the reading after 10 seconds? How
long will it take for the thermometer reading to drop to 200C?
Ans: 180C; 8.97 seconds
6. The Bureau of Census record in 1975 shows that the population in the country
doubles compared to that of 1955. In what year will the population quadruple?
Ans: 1995
74
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
8. The man puts a total amount of 𝑃ℎ𝑝 30,000.00 to an account. For the first three
years, the bank pays 4% compounded continuously and for the succeeding 7 years,
the bank pays 5.5%, compounded continuously. How much will he have for the first 10
years?
Ans: Php 49,709.57
11. Many scientists believe that large asteroid struck the earth that kill off dinosaurs.
Fragment of asteroid had found out and contain 97.7% of its original uranium-238. How
old is the fragment of the asteroid? The half-life of uranium-238 is 4.5 billion years.
Ans: 151.06 million years
12. A thermometer reading of 350C is plunged into a tub of boiling water. If the
thermometer reads 450C after 6 seconds, what will it read after 10 seconds?
Ans: 50.80C
13. Consider a woman puts 𝑃ℎ𝑝 20,000.00 in an account. After 3 years, she has a
total amount of 𝑃ℎ𝑝 36,000.00. How long will it take to have 𝑃ℎ𝑝 50,000?
Ans: 4.68 years
14. A certain artifact was found in 2010 to contain presently 90% of its original carbon-
14? In what year do the artifact existed? The half-life of carbon-14 is approximate 5,740
years.
Ans: 1137
15. A steel bar initially 1200C is immersed into a body of water where the temperature is
50C. After 10 seconds, the temperature of the bar drops to 700C. How long will it take for
the bar to reach the temperature of 250C? What will be the temperature of the bar after
1 minute?
Ans: 30.66min.; 8.750C
75
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 8 APPLICATIONS:
EXPONENTIAL GROWTH AND DECAY PROBLEMS
76
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
APPLICATIONS:
Chapter PHYSICAL AND
9 GEOMETRICAL
PROBLEMS
Outline:
9.1 Mechanics Problems
9.2 Flow Problems
9.3 Electrical Circuits
9.4 Velocity of Escape
9.5 Equation of Rectangular Curves
9.6 Isogonal Trajectories
9.7 Orthogonal Trajectories
JOHANN BERNOULLI (August 6, 1667 – January 1, 1748; also
known as Jean or John) was a Swiss mathematician and was one of the
many prominent mathematicians in the Bernoulli family. He is known for
his contributions to infinitesimal calculus and educated Leonhard Euler in
his youth.
Bernoulli was hired by Guillaume de L'Hôpital for tutoring in
mathematics. Bernoulli and L'Hôpital signed a contract which gave
l'Hôpital the right to use Bernoulli’s discoveries as he pleased. L'Hôpital
authored the first textbook on infinitesimal calculus, Analyse des
Infiniment Petits pour l'Intelligence des Lignes Courbes in 1696, which
mainly consisted of the work of Bernoulli, including what is now known as
L'Hôpital's rule.
In 1698, John Bernoulli solved the problem of determining the
orthogonal trajectories of a one-parameter family of curves - finding a
curve which cuts all the curves of a family of curves at right angles. With
this solution was laid to rest the problem of oblique trajectories as well.
Overview:
This chapter deals with the second part of the applications of the first-order
differential equations which include problems on physical and geometrical applications.
Problems on physics, mechanics, electricity and geometry will be covered in this
chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine physical and geometrical applications of ordinary
differential equations.
2. Solve problems on mechanics and fluids applications.
3. Solve problems on electrical networks and velocity of escape.
4. Solve problems on geometrical applications.
77
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CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
𝒎𝒈
Then,
'ˆ º
'*
+Ï𝑣 = 𝑔
78
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Therefore,
×
Ïn Ïn
𝑣= º
− º
𝑒 Q Ð*
𝒌
𝒎𝒈
𝒗= 𝒌
Ž𝟏 − 𝒆Q𝒎𝒕 •
Therefore, the velocity of the body at any time 𝑡 given an initial velocity 𝑣‚ is,
×
Ïn Ïn
𝑣= º
−: º
− 𝑣‚ ; 𝑒 QÐ*
𝒌
𝒎𝒈 𝒎𝒈Q𝒌𝒗𝟎
𝒗= 𝒌
−: 𝒌
; 𝒆Q 𝒎 𝒕
Example(a).
A certain object with a mass 𝑚 is dropped with zero initial velocity. Assuming no
air resistance, what is the expression of the velocity of the body at any time 𝑡. Find the
expression of the vertical distance traveled 𝑠 at any time 𝑡?
Solution:
'ˆ º
Since '* = 𝑔 − Ï 𝑣 and 𝑘 = 0, thus,
'ˆ
'*
=𝑔
At 𝑡 = 0, 𝑠 = 0, thus, 𝑐 = 0, therefore,
V
𝑠 = - 𝑔𝑡 -
79
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Notice that the above derived expressions are the equations for free-
falling bodies.
Example(b).
An object has a mass of 4 kg is dropped from a building 20 meters with no
V
velocity. As it falls, the object encounters air resistance that is equal to - 𝑣. What is the
velocity at any time 𝑡 ? What is the velocity after 2 seconds?
Solution:
V V
The given are 𝑚 = 4 kg, ℎ = 20 meters and 𝑘𝑣 = - 𝑣, thus, 𝑘 = -,
therefore, the velocity at any time 𝑡 is,
×
Ïn
𝑣= º
Ž1 − 𝑒 QÐ* •
}
(y)(¿.·V) Q(*
𝑣= } à1 − 𝑒 ‰ á
(
}
𝑣 = 78.48 :1 − 𝑒 Qâ* ;
After 𝑡 = 2 seconds,
}
𝑣 = 78.48 :1 − 𝑒 Qâ(-) ;
𝑣 = 17.36 m/s
Example(c).
A metal ball weighing 8 pounds is dropped from the top of a 1,000 ft building
V
with no velocity. As it falls, the object encounters air resistance that is equal to y 𝑣.
What is the velocity at any time 𝑡 ? What is the limiting velocity? What is the time
required for the ball to reach the ground?
Solution:
V V
The given are 𝑤 = 8 lb, ℎ = 1,000 ft and 𝑘𝑣 = y 𝑣, thus, 𝑘 = y and
V
the mass is 𝑤 = 𝑚𝑔 @8 = 𝑚(32)B, 𝑚 = y slugs, therefore, the velocity at any
time 𝑡 is,
×
Ïn
𝑣= º
Ž1 − 𝑒 QÐ* •
}
}
(<-) Q ‰} *
𝑣= ‰
} ã1 − 𝑒 ‰ ä
‰
𝑣 = 32(1 − 𝑒 Q* )
For the limiting velocity,
Ïn
𝑣Ú = lim 𝑣 = º
*→∞
}
(<-)
𝑣Ú = ‰
} = 32 m/s
‰
For the time required to reach the ground, find for an expression that
'R
represents the distance as a function of time, since 𝑣 = '* , thus,
𝑣 = 32(1 − 𝑒 Q* )
80
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
'R
'*
= 32 − 32𝑒 Q*
81
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
𝒅𝑸 𝑽𝒐 (gal or liters)
Ž •
𝒅𝒕 𝒐𝒖𝒕
𝒂 (lb or kg)
𝒇 (gal/min
or liters/min)
Therefore,
'ç ç
'*
= 𝑏𝑒 − 𝑓 :ë kt*Q8*;
À
'ç 8
'*
+ ë kt*Q8* 𝑄 = 𝑏𝑒
À
'ç 8
'*
+ ë k(tQ8)* 𝑄 = 𝑏𝑒
À
82
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Example(a)
A tank initially contains 50 gal of brine solution with 10 lb of salt. At 𝑡 = 0,
another brine solution containing 2 lb of salt per gallon is poured into the tank at the rate
of 5 gal/min, while the well-stirred mixture leaves the tank at the same rate. What is the
amount of salt in the tank at any time 𝑡. What is the amount of salt at the end of 5
minutes?
Solution:
From the problem, 𝑉‚ = 50 gal, 𝑎 = 10 lb, 𝑏 = 2 lb/gal and 𝑒=
𝑓 = 5 gal/min, thus,
'ç 8
'*
+ ë k(tQ8)* 𝑄 = 𝑏𝑒
À
'ç A
'*
+ A‚k(AQA)* 𝑄 = 2(5)
'ç V
'*
+ V‚ 𝑄 = 10
'ç -
'*
+ A‚k(AQ-)* 𝑄 = 3(5)
83
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
'ç -
'*
+ A‚k<* 𝑄 = 15
'ç A
'*
+ VA‚k(·QA)* 𝑄 = 5(8)
'ç A
'*
+ VA‚k<* 𝑄 = 40
84
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
E L
For the circuit above, the equation governing the 𝑅𝐿 circuit is given by,
𝒅𝑰 𝑹 𝑬
𝒅𝒕
+𝑳𝑰= 𝑳
where 𝐼 is the amount of current (in A, amperes), 𝑅 is the resistance (in Ω, ohms), 𝐿
is the inductance (in H, henries) and 𝐸 is the electromotive force (in V, volts).
85
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
E C
where 𝐶 is the capacitance (in F, farads) and 𝑞 is the charge (in C, Coulombs).
The relation between 𝑞 and 𝐼 is given by,
'ü
𝐼 = '*
Example(a)
An RL circuit has an emf of 10 volts, a resistance of 20 ohms, an inductance of 4
henries and zero initial current. Find the current in the circuit at any time 𝑡. What is the
current after 0.05 seconds?
Solution:
From the problem, 𝐸 = 10 volts, 𝑅 = 20 ohms and 𝐿 = 4 henries,
thus,
'ý Ã þ
'*
+ Ú
𝐼 = Ú
'ý -‚ V‚
'*
+ y
𝐼= y
'ý A
'*
+ 5𝐼 = -
𝐼. 𝐹. = 𝑒 A ∫ '* = 𝑒 A*
The solution is,
A
𝐼𝑒 A* = - ∫ 𝑒 A* 𝑑𝑡 + 𝑐
V
𝐼𝑒 A* = - 𝑒 A* + 𝑐
V
𝐼 = - + 𝑐𝑒 QA*
At 𝑡 = 0, 𝐼 = 0,
V
0 = - + 𝑐𝑒 ‚
V
𝑐 = −-
86
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
𝐼 = 0.11 amperes
Example(b).
An RL circuit has an emf given by 4 sin 𝑡 volts, a resistance of 15 ohms, an
inductance of 1 henry and an initial current of 3 amperes. Find the current in the circuit
at any time 𝑡. What is the current at the end of 0.03 seconds?
Solution:
From the problem, 𝐸 = 4 sin 𝑡 volts, 𝑅 = 15 ohms and 𝐿 = 1 Henry
thus,
'ý Ã þ
'*
+Ú𝐼 = Ú
'ý
+ 15𝐼 = 4 sin 𝑡
'*
87
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
- <‚
𝐼𝑒 VA* = − VV< 𝑒 VA* cos 𝑡 + VV< 𝑒 VA* sin 𝑡 + 𝑐
- <‚
𝐼 = − VV< cos 𝑡 + VV< sin 𝑡 + 𝑐𝑒 QVA*
At 𝑡 = 0, 𝐼 = 3 amperes,
- <‚
3 = − VV< cos(0) + VV< sin(0) + 𝑐𝑒 QVA(‚)
<yV
𝑐 = VV<
𝐼 = 1.91 amperes
Example(c).
An RC circuit has an emf given by 300 cos 2𝑡 volts, a resistance of 150 ohms and
a capacitance of 10 microfarad. Initially, the charge of the capacitor is zero. Find the
current in the circuit at any time 𝑡.
Solution:
From the problem, 𝐸 = 300 cos 2𝑡 volts, 𝑅 = 150 ohms and
𝐶 = 10 × 10Qµ farad, thus,
'ü V þ
'*
+ Ã! 𝑞 = Ã
'ü V <‚‚ efX -*
'*
+ (VA‚)(V‚×V‚vÕ ) 𝑞 = VA‚
'ü -‚‚‚
'*
+ <
𝑞 = 2 cos 2𝑡
88
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Therefore,
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * V‚‚‚ *
∫𝑒 4 sin 2𝑡 𝑑𝑡 = − - 𝑒 4 cos 2𝑡 + <
∫𝑒 4 cos 2𝑡 𝑑𝑡
And,
(ÀÀÀ (ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * V‚‚‚ V * V‚‚‚ *
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 − <
:− - 𝑒 4 cos 2𝑡 + <
∫𝑒 4 cos 2𝑡 𝑑𝑡;
(ÀÀÀ (ÀÀÀ (ÀÀÀ (ÀÀÀ
* V * A‚‚ * V,‚‚‚,‚‚‚ *
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 + <
𝑒 4 cos 2𝑡 − ¿
∫𝑒 4 cos 2𝑡 𝑑𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
V,‚‚‚,‚‚‚ * V * A‚‚ *
:1 + ¿
;∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 + <
𝑒 4 cos 2𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
V,‚‚‚,‚‚¿ * V * A‚‚ *
¿
∫𝑒 4 cos 2𝑡 𝑑𝑡 = - 𝑒 4 sin 2𝑡 + <
𝑒 4 cos 2𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* ¿ * V,A‚‚ *
∫ 𝑒 4 cos 2𝑡 𝑑𝑡 = -,‚‚‚,‚V· 𝑒 4 sin 2𝑡 + V,‚‚‚,‚‚¿ 𝑒 4 cos 2𝑡 + 𝑐
Thus,
(ÀÀÀ (ÀÀÀ
* *
𝑞𝑒 4 = 2∫𝑒 4 cos 2𝑡 𝑑𝑡
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* ¿ * V,A‚‚ *
𝑞𝑒 4 = 2 :-,‚‚‚,‚V· 𝑒 4 sin 2𝑡 + V,‚‚‚,‚‚¿ 𝑒 4 cos 2𝑡; + 𝑐
(ÀÀÀ (ÀÀÀ (ÀÀÀ
* ¿ * <,‚‚‚ *
𝑞𝑒 4 = V,‚‚‚,‚‚¿ 𝑒 4 sin 2𝑡 + V,‚‚‚,‚‚¿ 𝑒 4 cos 2𝑡 + 𝑐
(ÀÀÀ
¿ <,‚‚‚
𝑞 = V,‚‚‚,‚‚¿ sin 2𝑡 + V,‚‚‚,‚‚¿ cos 2𝑡 + 𝑐𝑒 Q 4
*
At 𝑡 = 0, 𝑞 = 0,
(ÀÀÀ
¿ <,‚‚‚ (‚)
0 = V,‚‚‚,‚‚¿ sin 2(0) + V,‚‚‚,‚‚¿ cos 2(0) + 𝑐𝑒 Q 4
<,‚‚‚
𝑐 = − V,‚‚‚,‚‚¿
'ü
Since 𝐼 = '*
, then, the current at any time 𝑡 is,
(ÀÀÀ
'ü V· µ,‚‚‚ µ,‚‚‚,‚‚‚
𝐼= '*
= V,‚‚‚,‚‚¿ cos 2𝑡 − V,‚‚‚,‚‚¿ sin 2𝑡 + <,‚‚‚,‚-¶ 𝑒 Q 4
*
(ÀÀÀ
'ü
𝐼= '*
= 18 × 10Qµ cos 2𝑡 − 6 × 10Q< sin 2𝑡 + 2𝑒 Q 4
*
89
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
'ˆ
Since 𝑎 = '*
, then,
'ˆ º
𝑎= '*
= "(
𝑘 = −𝑔𝑅-
Substitute 𝑘 = 𝑎𝑟 - , thus,
𝑎𝑟 - = −𝑔𝑅-
nà (
𝑎=− "(
'ë '"
And 𝑎 = '*
and 𝑉 = '*
, then,
'ë '"
`
= ë
'ë
𝑎 = 𝑉 '"
nà (
Substitute 𝑎 = − "(
,
nà ( 'ë
− "(
= 𝑉 '"
90
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Solution:
The radius is 𝑅 = 6,400,000 m and 𝑔 = 9.81 m/s2, thus,
𝑉 = z2𝑔𝑅
𝑉 = z2(9.81)(6,400,000)
𝑉 = 11,205.71 m/sec or 11.21 km/sec
The velocity of escape in the earth’s surface is 11.21 km/sec.
Example(b)
The radius of the moon is approximately 1,737 km and its surface gravitational
acceleration is about one-sixth than that of the earth’s gravitational acceleration, what is
moon surface velocity of escape?
Solution:
V
The radius is 𝑅 = 1,737,000 m and 𝑔 = µ (9.81) = 1.635 m/s2, thus,
𝑉 = z2(1.635)(1,737,000)
𝑉 = 2,383.27 m/sec or 2.38 km/sec.
For normal lines (or perpendicular lines), the slope is equal to the negative
reciprocal of the tangent line, thus,
V ')
𝑚† = − Ï or 𝑚† = − '/
#
Example(a)
Find the equation of the curve passing through the point (0,1) and having a
) ( k/
slope at any point (𝑥, 𝑦) equal to / ( Q)
.
Solution:
'/
Since 𝑚 Ì = ') , thus,
'/ ) ( k/
')
= / ( Q)
91
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Example(a)
V
Find the isogonal trajectories of the family of curves 𝑥 - − 𝑦 - = 𝑐 if tan 𝜃 = -.
Solution:
𝑥- − 𝑦- = 𝑐
'/
By implicit differentiation, find ') ,
2𝑥 − 2𝑦𝑦 ′ = 0
)
𝑦′ = /
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Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Thus,
'/ )
:'); = /
'
Then, from,
ór ór
: ; Q: ;
ós 0 ós 1
𝜃 = Arctan ór ór
Vk: ; : ;
ós 0 ós 1
ór ór
: ; Q: ;
ós 0 ós 1
tan 𝜃 = ór ór
Vk: ; : ;
ós 0 ós 1
V '/ )
Substitute tan 𝜃 = - and :') ; = /, therefore,
'
ór s
V Q
ós r
-
= ór s
Vk : ;
ós r
V ) '/ '/ )
-
+ -/ :') ; = ') − /
) '/ ) V
:-/ − 1; :') ; = − / − -
)Q-/ '/ Q-)Q/
: -/
; :') ; = -/
'/ -)k/
')
= − )Q-/
93
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
Example(a).
Find the orthogonal trajectories of the family of curves 𝑦 = 𝑐𝑥 - .
Solution:
𝑦 = 𝑐𝑥 -
First is to isolate 𝑐, thus
/
𝑐 = )(
'/
Then, by implicit differentiation, find ')
,
) ( / ′ Q/(-))
0= () ( )(
'/ -/
𝑦 ′ = ') = )
'/ V
Since the orthogonal trajectories is the solution to :') ; = − ór , thus,
& : ;
ós 1
'/ V
')
= − (r
s
'/ )
')
= − -/
2𝑦 - + 𝑥 - = 𝑘
Example(b).
Find the orthogonal trajectories of the family of curves 𝑥 - − 𝑦 - = 𝑐.
Solution:
𝑥- − 𝑦- = 𝑐
By implicit differentiation, find 𝑦′,
2𝑥 − 2𝑦𝑦 ′ = 0
'/ )
𝑦 ′ = ') = /
'/ V
Since the orthogonal trajectories is the solution to :') ; = − ór , thus,
& : ;
ós 1
'/ V
')
=−s
r
'/ /
')
= −)
ln 𝑦 = − ln 𝑥 + ln 𝑘
94
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
º
ln 𝑦 = ln :) ;
º
𝑦=)
𝑥𝑦 = 𝑘
Chapter Exercise
Solve the following problems.
1. An object has a mass of 2 kg is dropped from the top of a building 30 meters tall.
The initial velocity is zero. As it falls, the object encounters air resistance that is equal to
V
<
𝑣. What is the velocity and altitude of the object after 1.5 seconds?
Ans: 13.02m/s; 19.83 m
3. Given an RC series circuit that has an emf source of 50 volts, a resistance of 20 kilo-
ohms, a capacitance of 6 microfarad and the initial charge of the capacitor is 1 micro
coulomb. What is the charge in the capacitor at the end of 0.01 second? What is the
current in the circuit at the end of 0.05 seconds?
Ans: 24.91µC; 1.64mA
4. Initially a tank holds 100 gal of a brine solution containing 20 lb of salt. At t = 0, fresh
water is poured into the tank at the rate of 5 gal/min, while the well-stirred mixture
leaves the tank at the rate of 3 gal/min. What is the amount of salt in the tank after 1
hour? How long will it take for the tank to contain 10 lb of salt?
Ans: 6.12 lb; 29.37 min.
5. The radius of the planet Mars is approximately 3,396 km and has a gravitational
acceleration equal to three-eighths times than that of the earth. What is the velocity of
escape?
Ans: 5 km/s
6. An object weighing 16 pounds is dropped from the top of a 1,000 ft building with an
initial velocity of 10 ft/sec. As it falls, the object encounters air resistance that is equal to
V
y
𝑣. What is the velocity of the object at the end of 5 seconds? What is the limiting
velocity?
Ans: 59.57 ft/s; 64 ft/s
7. A certain planet has an average surface area that is 2.5% larger than the earth and a
gravitational acceleration that is one-fifth times than that of the earth’s gravitational
acceleration. What is the velocity of escape on that planet?
Ans: 5.04 km/s
95
Author: Harold Jan R. Terano, ECE, M
CHAPTER 9 APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS
8 Find the equation of the curve at every point that passes through the point (0, −1)
V
and which the normal line at any point (𝑥, 𝑦) has a slope of − -()kV).
Ans: 𝑦 = 𝑥 - + 2𝑥 − 1
9. Given the family of curves 𝑥 - + 𝑦 - = 𝑐𝑥, find the family of curves of the orthogonal
trajectories.
Ans: 𝑥 - + 𝑦 - = 𝑘𝑦
11. Initially a tank holds 75 gal of a brine solution containing 12 lb of salt. At t = 0, fresh
water is poured into the tank at the rate of 3 gal/min, while the well-stirred mixture
leaves the tank at the rate of 2 gal/min. What is the amount of salt in the tank after 1
hour?
Ans: 3.70 lb
12. Given an RC series circuit that has an emf source of 100 volts, a resistance of 30
kilo-ohms, a capacitance of 5 microfarad and the initial charge of the capacitor is 1
coulomb. What is the current in the circuit at the end of 0.03 seconds?
Ans: -5.455 A
13. Consider that an object weighing 50 lb is dropped from a height of 1,000 ft with zero
initial velocity. Assume that the air resistance is proportional to the velocity of the body.
If the limiting velocity is known to be 200 ft/sec, find the time it would take for the object
to reach the ground?
Ans: 9.985 sec.
14. A certain planet has an average surface area that is 2.25% larger than the earth and
a gravitational acceleration that is three-fifth times than that of the earth’s gravitational
acceleration. What is the velocity of escape on that planet?
Ans: 8,728.33 m/s
96
Author: Harold Jan R. Terano, ECE, M
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
LINEAR
Chapter DIFFERENTIAL
10 EQUATIONS OF
HIGHER ORDER
Outline:
10.1 Linear Differential Equations of Higher Order
10.2 Linearly Independent Solutions
10.3 The Wronskian
10.4 The Differential Operator 𝑫
10.5 Linear Differential Equations in Operator Form
Overview:
This chapter is the start of the discussion on higher-ordered differential
equations. The concept of the differential operator will be introduced in this chapter
since it is important in the solution of the linear equations.
Objectives:
97
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
98
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
sin 2𝑥 cos 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = ; ;
2 cos 2𝑥 −2 sin 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = (sin 2𝑥)(−2 sin 2𝑥) − (2 cos 2𝑥)(cos 2𝑥)
𝑊(sin 2𝑥 , cos 2𝑥) = −2 sin- 2𝑥 − 2 cos - 2𝑥
𝑊(sin 2𝑥 , cos 2𝑥) = −2(sin- 2𝑥 + cos - 2𝑥)
𝑊(sin 2𝑥 , cos 2𝑥) = −2
The Wronskian of this set is −2. Since it is nonzero for atleast one point
in the interval, therefore the set is linearly independent.
Example(b).
Find the Wronskian of the set {𝑥, 2𝑥 − 1,3𝑥 + 2} and determine whether it is
linearly dependent or linearly independent on (−∞, ∞).
Solution:
𝑥 2𝑥 − 1 3𝑥 + 2
𝑊(𝑥, 2𝑥 − 1,3𝑥 + 2) = <1 2 3 <
0 0 0
𝑥 2𝑥 − 1 3𝑥 + 2 𝑥 2𝑥 − 1
𝑊(𝑥, 2𝑥 − 1,3𝑥 + 2) = <1 2 3 <1 2 <
0 0 0 0 0
𝑊(𝑥, 2𝑥 − 1,3𝑥 + 2) = 0
The Wronskian is identically zero, therefore apply the first test.
The equation is,
𝑐V 𝑥 + 𝑐- (2𝑥 − 1) + 𝑐< (3𝑥 + 2) = 0
(𝑐V + 2𝑐- + 3𝑐< )𝑥 + (−𝑐- + 2𝑐< ) = 0
The linear equation can be satisfied for all 𝑥 only if both coefficients
are zero. Thus,
𝑐V + 2𝑐- + 3𝑐< = 0 and −𝑐- + 2𝑐< = 0
Setting 𝑐V = 1 (or any nonzero number), then,
2𝑐- + 3𝑐< = −1 and −𝑐- + 2𝑐< = 0
Solve the equations simultaneously, we obtain,
- V
𝑐- = − ¶ and 𝑐< = − ¶
99
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
- V
The set of constants are 𝑐V = 1, 𝑐- = − ¶ and 𝑐< = − ¶, therefore, the
set of functions is linearly dependent.
Example(c).
Find the Wronskian of the set {𝑒 Q) , 𝑒 -) } and determine whether it is linearly
dependent or linearly independent on (−∞, ∞).
Solution:
𝑒 Q) 𝑒 -)
Q) -) )
𝑊(𝑒 ,𝑒 = :'(t vs ) '(t (s ):
') ')
Q)
𝑊(𝑒 Q) , 𝑒 -) ) = ; 𝑒 Q) 𝑒 -) ;
−𝑒 2𝑒 -)
𝑊(𝑒 Q) , 𝑒 -) ) = (𝑒 Q) )(2𝑒 -) ) − (−𝑒 Q) )(𝑒 -) )
𝑊(𝑒 Q) , 𝑒 -) ) = 2𝑒 ) + 𝑒 )
𝑊(𝑒 Q) , 𝑒 -) ) = 3𝑒 )
The Wronskian is in general a nonconstant function. Since it is
nonzero for at least one point in the interval, then, the set is linearly independent.
Example(d)
Find the general solution of 𝑦 ′′ − 4𝑦 = 0 if it is known that two solutions are
𝑦V (𝑥) = 𝑒 -) and 𝑦- (𝑥) = 𝑒 Q-) .
Solution:
The Wronskian is,
𝑒 -) 𝑒 Q-)
-) Q-) )
𝑊(𝑒 , 𝑒 = :'(t ) '(t v(s ):
(s
') ')
-)
𝑊(𝑒 -) , 𝑒 Q-) ) = ; 𝑒 -) 𝑒 Q-) ;
2𝑒 −2𝑒 Q-)
𝑊(𝑒 -) , 𝑒 Q-) ) = (𝑒 -) )(−2𝑒 Q-) ) − (2𝑒 -) )(𝑒 Q-) )
𝑊(𝑒 -) , 𝑒 Q-) ) = −2 − 2 = −4
Since 𝑊 = −4 ≠ 0, then, the two particular solutions are linearly
independent and the general solution is 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 Q-) .
Example(e).
Two solutions of 𝑦 ′′ − 3𝑦 + 2 = 0 are 𝑒 -) and 𝑒 ) . Is the general solution 𝑦 =
𝑐V 𝑒 -) + 𝑐- 𝑒 ) ?
Solution:
The Wronskian is,
𝑒 -) 𝑒)
-) ))
𝑊(𝑒 , 𝑒 =: '(t (s ) '(t s ):
') ')
-)
𝑊(𝑒 -) , 𝑒 ) ) = ; 𝑒 -) 𝑒 );
2𝑒 𝑒)
𝑊(𝑒 -) , 𝑒 ) ) = (𝑒 -) )(𝑒 ) ) − (2𝑒 -) )(𝑒 ) )
100
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
Example(f).
Two solutions of 𝑦 ′′ + 2𝑦 + 1 = 0 are 2𝑒 ) and 𝑒 ) . Is the general solution 𝑦 =
2𝑐V 𝑒 + 𝑐- 𝑒 ) ?
)
Solution:
The Wronskian is,
2𝑒 ) 𝑒)
-) ))
𝑊(𝑒 , 𝑒 =: '(-t s ) '(t s ):
') ')
) )
2𝑒 𝑒
𝑊(𝑒 -) , 𝑒 ) ) = ; ) ;
2𝑒 𝑒)
𝑊(𝑒 -) , 𝑒 ) ) = (2𝑒 ) )(𝑒 ) ) − (2𝑒 ) )(𝑒 ) )
𝑊(𝑒 -) , 𝑒 ) ) = 2𝑒 -) − 2𝑒 -)
𝑊(𝑒 -) , 𝑒 ) ) = 0
Since 𝑊 = 0, the particular solutions are linearly dependent,
therefore 𝑦 = 2𝑐V 𝑒 ) + 𝑐- 𝑒 ) is not the general solution.
101
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CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
4. 𝐷y (sin 𝑥) = sin 𝑥
5. 𝐷- (𝑥 < − 2𝑥 - + 3𝑥 − 1) = 6𝑥 − 4
Differential operators are not algebraic terms but they obey the fundamental laws
of algebra such as the laws of exponents and the fundamental operations of terms.
Examples:
1. (𝐷A + 𝐷< )𝑥 = (𝐷< + 𝐷A )𝑥
2. (𝐷A 𝐷< )𝑥 = (𝐷< 𝐷A )𝑥
3. (𝐷A 𝐷< )𝑥 = (𝐷Ak< )𝑥 = (𝐷· )𝑥
4. 𝐷A (𝑐𝑥) = 𝑐𝐷A 𝑥 where 𝑐 is constant
102
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CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
Chapter Exercise
I. Find the Wronskian of the following functions and determine whether it is
linearly dependent or linearly independent on (−∞, ∞).
1. 𝐷(𝑥 - + 2𝑥 − 3) Ans: 2𝑥 + 2
2. 𝐷- (𝑥𝑒 <) − 𝑒 y) ) Ans: 9𝑥𝑒 <) + 6𝑒 <) − 16𝑒 y)
()kV)( ·
3. 𝐷- : )QV
; Ans: ()QV)4
-
4. 𝐷(ln(𝑥 - − 2𝑥 + 1)) Ans: )QV
< (sin
5. 𝐷 4𝑥 − sin 𝑥 cos 𝑥) Ans: 4(cos 2𝑥 − 16 cos 4𝑥)
III. Let 𝜽(𝑫) operates on the function 𝒇(𝒙). Determine the result of the operation.
103
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 10 LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER
104
Author: Harold Jan R. Terano, ECE, MET
CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
HOMOGENEOUS
LINEAR
Chapter DIFFERENTIAL
11 EQUATIONS WITH
CONSTANT
COEFFICIENTS
Outline:
11.1 Homogeneous Second Order Linear Differential Equations
11.2 nth-order Homogeneous Linear Differential Equations
Overview:
This chapter will introduce the solution to a homogeneous linear differential
equation with constant coefficients. The solution to this differential equation is called the
complementary function which contains the arbitrary constants.
The complementary functions can be solved either by any of the four cases that
will be presented.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine the auxiliary or characteristic equation of a given
differential equation.
2. Identify the roots of an auxiliary equation.
3. Solve higher-order homogeneous linear differential equations.
105
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(a).
Solve 𝑦 ′′ + 5𝑦 ′ − 6𝑦 = 0.
Solution:
The equation is equal to (𝐷- + 5𝐷 − 6)𝑦 = 0 and the auxiliary equation is
𝑚- + 5𝑚 − 6 = 0 and the roots are 𝑚V = 1 and 𝑚- = −6, therefore, the general
solution is,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Qµ)
Example(b).
Solve 𝑦 ′′ + 7𝑦 ′ + 10𝑦 = 0.
Solution:
The equation is equal to (𝐷- + 7𝐷 + 10)𝑦 = 0. The auxiliary equation is
𝑚- + 7𝑚 + 10 = 0 and the roots are 𝑚V = −2 and 𝑚- = −5, therefore, the
general solution is,
𝑦 = 𝑐V 𝑒 Q-) + 𝑐- 𝑒 QA)
Example(c).
Solve 2𝑦 ′′ − 𝑦 ′ − 3𝑦 = 0
106
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Solution:
The equation is equal to (2𝐷- − 𝐷 − 3)𝑦 = 0. The auxiliary equation is
<
2𝑚- − 𝑚 − 3 = 0 and the roots are 𝑚V = - and 𝑚- = −1, therefore, the general
solution is,
4
𝑦 = 𝑐V 𝑒 () + 𝑐- 𝑒 Q)
107
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Replacing 𝑒 ) by 𝑒 è) , we have,
(è))( (è))4
𝑒 è) = 1 + (𝑖𝑥) + -!
+ <!
+⋯
𝑒 è) = cos 𝑥 + 𝑖 sin 𝑥
Going back to the solution,
𝑦V = 𝑒 (`kaè)) = 𝑦V = 𝑒 `) 𝑒 aè) = 𝑒 `) (cos 𝑏𝑥 + 𝑖 sin 𝑏𝑥)
𝑦- = 𝑒 (`Qaè)) = 𝑦V = 𝑒 `) 𝑒 Qaè) = 𝑒 `) (cos 𝑏𝑥 − 𝑖 sin 𝑏𝑥)
By the general solution,
𝑦 = 𝑐V 𝑦V + 𝑐- 𝑦-
𝑦 = 𝑐V 𝑒 `) (cos 𝑏𝑥 + 𝑖 sin 𝑏𝑥) + 𝑐- 𝑒 `) (cos 𝑏𝑥 − 𝑖 sin 𝑏𝑥)
Simplifying the solution, we have,
𝑦 = 𝑒 `) (𝑐V cos 𝑏𝑥 + 𝑐V 𝑖 sin 𝑏𝑥 + 𝑐- cos 𝑏𝑥 − 𝑐- 𝑖 sin 𝑏𝑥)
𝑦 = 𝑒 `) [(𝑐V + 𝑐- ) cos 𝑏𝑥 + (𝑐V − 𝑐- )𝑖 sin 𝑏𝑥]
Considering a real values solution, the general solution is,
𝑦 = 𝑒 `) (𝑐V cos 𝑏𝑥 + 𝑐- sin 𝑏𝑥)
Example(a).
Solve 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0.
Solution:
The equation is equal to (𝐷- − 2𝐷 + 2)𝑦 = 0. The auxiliary equation is
-
𝑚 − 2𝑚 + 2 = 0, by quadratic equation,
-±√yQ·
𝑚= -
=1±𝑖
108
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(a).
Solve 𝑦 ′′′ − 7𝑦 ′′ + 14𝑦 ′ − 8𝑦 = 0.
Solution:
The equation is equal to (𝐷< − 7𝐷- + 14𝐷 − 8)𝑦 = 0. The auxiliary
equation is 𝑚< − 7𝑚- + 14𝑚 − 8 = 0, then the factors are,
(𝑚 − 1)(𝑚 − 2)(𝑚 − 4) = 0
The equation has distinct real roots and 𝑚V = 1, 𝑚- = 2 and
𝑚< = 4, therefore the general solution is,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 y)
109
Author: Harold Jan R. Terano, ECE, ME
CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(b).
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0.
Solution:
The equation is equal to (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 0. The auxiliary equation
is 𝑚< − 𝑚- − 4𝑚 + 4 = 0, then the factors are,
(𝑚 − 1)(𝑚 − 2)(𝑚 + 2) = 0
The equation has the roots 𝑚V = 1, 𝑚- = 2 and 𝑚< = −2, the roots
are distinct real, therefore,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
Example(c).
Solve 𝑦 ′′′ − 4𝑦 ′′ + 5𝑦 ′ − 2𝑦 = 0.
Solution:
The equation is equal to (𝐷< − 4𝐷- + 5𝐷 − 2)𝑦 = 0. The auxiliary
equation is 𝑚< − 4𝑚- + 5𝑚 − 2 = 0, then the factors are,
(𝑚 − 2)(𝑚 − 1)(𝑚 − 1) = 0
The equation has a distinct real root 𝑚V = 2 and double roots 𝑚 = 1,
therefore, the general solution is,
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 ) + 𝑐< 𝑥𝑒 )
Example(d).
Solve 𝑦 ′′′ − 𝑦 ′ = 0
Solution:
The equation is equal to (𝐷< − 𝐷)𝑦 = 0. The auxiliary equation is 𝑚< −
𝑚 = 0, then the factors are,
𝑚(𝑚- − 1) = 0
The equation has three distinct roots, 𝑚V = 0, 𝑚- = 1 and 𝑚< = −1,
therefore, the general solution is,
𝑦 = 𝑐V + 𝑐- 𝑒 ) + 𝑐< 𝑒 Q)
Example(e).
Solve 𝑦 ′′′′ − 5𝑦 ′′ + 4𝑦 = 0.
Solution:
The equation is equal to (𝐷y − 5𝐷- + 4)𝑦 = 0. The auxiliary equation is
𝑚 − 5𝑚- + 4 = 0, then the factors are,
y
(𝑚- − 1)(𝑚- − 4) = 0
(𝑚 − 1)(𝑚 + 1)(𝑚 − 2)(𝑚 + 2) = 0
The equation has distinct real roots 𝑚V = 1, 𝑚- = −1, 𝑚< = 2 and 𝑚y =
−2, therefore, the general solution is,
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 -) + 𝑐y 𝑒 Q-)
Example(f).
Solve 𝑦 ′′′ − 6𝑦 ′′ + 13𝑦 ′ − 20𝑦 = 0.
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CHAPTER 11 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Solution:
The equation is equal to (𝐷< − 6𝐷- + 13𝐷 − 20)𝑦 = 0. The auxiliary
equation is 𝑚< − 6𝑚- + 13𝑚 − 20 = 0, then the factors are,
(𝑚 − 4)(𝑚- − 2𝑚 + 5) = 0
The factor (𝑚- − 2𝑚 + 5) has a complex roots 𝑚 = 1 ± 2𝑖, therefore
the general solution is,
𝑦 = 𝑐V 𝑒 y) + 𝑒 ) (𝑐- cos 2𝑥 + 𝑐< sin 2𝑥)
Example(g).
Solve 𝑦 ′′′′ + 4𝑦 ′′′ − 2𝑦 ′′ + 12𝑦 ′ + 24𝑦 = 0.
Solution:
The equation is equal to (𝐷y + 4𝐷< − 2𝐷- + 12𝐷 + 24)𝑦 = 0. The
auxiliary equation is 𝑚y + 4𝑚< − 2𝑚- + 12𝑚 + 24 = 0, then the factors are,
(𝑚- + 6𝑚 + 6)(𝑚- − 2𝑚 + 4) = 0
By quadratic equation, the roots are,
𝑚V = −3 + √3 and 𝑚- = −3 − √3
𝑚< = 1 ± √3 𝑖
The general solution is,
𝑦 = 𝑐V 𝑒 @Q<k√< B) + 𝑐- 𝑒 @Q<Q√< B) + 𝑒 ) @𝑐< cos √3 𝑥 + 𝑐y sin √3 𝑥B
For special cases in which the complex roots of the auxiliary equation are
repeated, then we can consider the fourth case.
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Chapter Exercise
I. Solve the following linear differential equations.
} }
8. 4𝑦 ′′ − 4𝑦 ′ + 𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 () + 𝑐- 𝑥𝑒 ()
9. 𝑦 ′′′ − 9𝑦 ′′ + 27𝑦 ′ − 27𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 <) + 𝑐- 𝑥𝑒 <) + 𝑐< 𝑥 - 𝑒 <)
10. 𝑦 ′′′ + 2𝑦 ′′ − 13𝑦 ′ + 10𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 QA) + 𝑐- 𝑒 -) + 𝑐< 𝑒 )
11. 𝑦 ′′′ − 4𝑦 ′ = 0 Ans: 𝑦 = 𝑐V + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
12. 𝑦 ′′′ + 3𝑦 ′′ + 4𝑦 ′ − 8𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑒 Q-) (𝑐- cos 2𝑥 + 𝑐< sin 2𝑥)
13. 𝑦 (y) − 4𝑦 ′′ = 0 Ans: 𝑦 = 𝑐V + 𝑐- 𝑥 + 𝑐< 𝑒 -) + 𝑐y 𝑒 Q-)
14. 𝑦 (y) + 8𝑦 ′′ + 16𝑦 = 0 Ans: 𝑦 = (𝑐V + 𝑐- 𝑥) cos 2𝑥 + (𝑐< + 𝑐y 𝑥) sin 2𝑥
15. 𝑦 (y) + 4𝑦 ′′ + 4𝑦 = 0 Ans: 𝑦 = (𝑐V + 𝑐- 𝑥) cos √2 𝑥 + (𝑐< + 𝑐y 𝑥) sin √2 𝑥
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
NON-HOMOGENEOUS
LINEAR
Chapter DIFFERENTIAL
12 EQUATIONS WITH
CONSTANT
COEFFICIENTS
Outline:
12.1 Non-Homogeneous Linear Differential Equations
12.2 The Method of Reduction of Order
12.3 The Method of Undetermined Coefficients
12.4 The Method of Variation of Parameters
12.5 Short Methods
12.6 Initial Value Problems for Linear Differential Equations
JEAN-BAPTISTE LE ROND D'ALEMBERT (November 16,
1717 – October 29, 1783) was a French mathematician, mechanician,
physicist, philosopher and music theorist. D’Alembert’s Formula was
named after him that is useful for obtaining solutions to the wave
equation. The wave equation is sometimes known as D’Alembert’s
equation.
He found the conditions under which the order of a linear
differential equation could be lowered. By deriving a method of dealing
with the exceptional cases, d'Alembert solved the problem of linear
equations with constant coefficients, and initiated the study of linear
differential systems. In a treatise written in 1747, devoted to vibrating
strings, d'Alembert was led to partial differential equations where he did
his main work in the field.
Overview:
The solution of a non-homogeneous linear differential equation with constant
coefficients is a combination of the particular integral and the complementary function.
The complementary function of a differential equation is already discussed in the
previous chapter. It is the general solution of the associated homogeneous differential
equation. The particular integral will be discussed in this chapter.
Objectives:
Upon completion of this chapter, the students will be able to:
1. Define non-homogeneous linear differential equations.
2. Determine non-homogeneous linear differential equations.
3. Differentiate complementary function and particular integral.
4. Solve non-homogeneous linear differential equations using the method of
reduction of order, method of undetermined coefficients, method of variation of
parameters and short methods.
5. Solve linear differential equations given an initial or boundary conditions.
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
The differential equation reduces to first-order linear differential equation and can
be solve using the solution for this type of differential equation, such that, the solution
will be,
𝑧 = 𝑔(𝑥)
Then, substitute the obtained solution 𝑧 = 𝑔(𝑥) to (𝐷 − 𝑚- )(𝐷 − 𝑚< ) … (𝐷 −
𝑚€ )𝑦 = 𝑧, and reduces to,
(𝐷 − 𝑚- )(𝐷 − 𝑚< ) … (𝐷 − 𝑚€ )𝑦 = 𝑔(𝑥)
Once more, let (𝐷 − 𝑚< )(𝐷 − 𝑚y ) … (𝐷 − 𝑚€ )𝑦 = 𝑣 and reduces to,
(𝐷 − 𝑚- )𝑣 = 𝑔(𝑥)
And again, the resulting differential equation is a first-order linear differential
equation and can be solve using the solution for this type of differential equation.
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Repeat the procedure until the last factor is reached, such as,
(𝐷 − 𝑚€ )𝑦 = 𝜗(𝑥)
and give the solution 𝑦 = 𝑦C = 𝐹(𝑥).
Example(a).
Solve 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 2𝑥.
Solution:
The equation is equal to (𝐷- − 4𝐷 + 4)𝑦 = 2𝑥.
The auxiliary equation is,
(𝑚- − 4𝑚 + 4) = 0
(𝑚 − 2)(𝑚 − 2) = 0
The roots are 𝑚V = 𝑚- = 2.
The complementary function 𝑦W is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -)
The factored form of the equation is,
(𝐷 − 2)(𝐷 − 2)𝑦 = 2𝑥
To find the particular integral 𝑦° by the method of reduction of order, let
𝑧 = (𝐷 − 2)𝑦 and (𝐷 − 2)𝑧 = 2𝑥.
The resulting differential equation is,
(𝐷 − 2)𝑧 = 2𝑥
'7
− 2𝑧 = 2𝑥
')
The equation is a first-order linear equation with 𝑃(𝑥) = −2 and
𝑄(𝑥) = 2𝑥, then 𝐼. 𝐹 = 𝑒 Q- ∫ ') = 𝑒 Q-) , therefore, the solution is,
𝑧𝑒 Q-) = 2 ∫ 𝑥 𝑒 Q-) 𝑑𝑥
For 2 ∫ 𝑥 𝑒 Q-) 𝑑𝑥, by integration by parts,
V
Let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 Q-) 𝑑𝑥, thus, 𝑑𝑢 = 𝑑𝑥 and 𝑣 = − - 𝑒 Q-) ,
therefore,
V V
2 ∫ 𝑥 𝑒 Q-) 𝑑𝑥 = 2 :− - 𝑥𝑒 Q-) + - ∫ 𝑒 Q-) 𝑑𝑥;
V
= −𝑥𝑒 Q-) − - 𝑒 Q-) + 𝑐
Then,
V
𝑧𝑒 Q-) = −𝑥𝑒 Q-) − - 𝑒 Q-) , (𝑐 is omitted)
V
𝑧 = −𝑥 − -
Substitute the obtained solution to 𝑧 = (𝐷 − 2)𝑦, thus,
V
−𝑥 − - = (𝐷 − 2)𝑦
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(b)
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 Q) .
Solution:
The equation is equal to (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 3𝑒 Q) .
The auxiliary equation is,
(𝑚< − 𝑚- − 4𝑚 + 4) = 0
(𝑚 − 1)(𝑚 − 2)(𝑚 + 2) = 0
The roots are 𝑚V = 1, 𝑚- = 2 and 𝑚< = −2.
The complementary function 𝑦W is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
The factored form of the equation is,
(𝐷 − 1)(𝐷 − 2)(𝐷 + 2)𝑦 = 3𝑒 Q)
To find the particular integral 𝑦° by the method of reduction of order,
let 𝑧 = (𝐷 − 1)(𝐷 − 2)𝑦 and (𝐷 + 2)𝑧 = 3𝑒 Q) .
The resulting differential equation is,
(𝐷 + 2)𝑧 = 3𝑒 Q)
'7
')
+ 2𝑧 = 3𝑒 Q)
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(c).
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 2𝑒 Qy) + 3𝑥.
Solution:
The equation is equal to (𝐷- − 𝐷 − 2)𝑦 = 2𝑒 Qy) + 3𝑥.
The auxiliary equation is,
(𝑚- − 𝑚 − 2) = 0
(𝑚 − 2)(𝑚 + 1) = 0
The roots are 𝑚V = 2 and 𝑚- = −1.
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(a).
Solve 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 2𝑥.
Solution:
The equation is equal to (𝐷- − 4𝐷 + 4)𝑦 = 2𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -)
For the particular integral, since 𝑓(𝑥) = 𝑥, a first-degree polynomial,
the assumption is,
𝑦° = 𝐴V 𝑥 + 𝐴‚
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 𝐴V
𝑦°′′ = 0
Substitute to the differential equation,
0 − 4𝐴V + 4(𝐴V 𝑥 + 𝐴‚ ) = 2𝑥
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Case 2: For 𝒇(𝒙) = 𝒌𝒆𝒂𝒙 where 𝑘 and 𝑎 are known constants. The particular
integral is
𝑦° = 𝐴𝑒 `)
where 𝐴 is a constant to be determined.
Example(a).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) .
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑒 -) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
For the particular integral, since 𝑓(𝑥) = 𝑒 -) , the assumption is,
𝑦° = 𝐴𝑒 -)
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 2𝐴𝑒 -)
𝑦°′′ = 4𝐴𝑒 -)
Substitute to the differential equation,
4𝐴𝑒 -) + 2(2𝐴𝑒 -) ) − 3𝐴𝑒 -) = 𝑒 -)
5𝐴𝑒 -) = 𝑒 -)
V
𝐴=A
Thus,
V
𝑦° = A 𝑒 -)
Therefore, the solution is,
𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<) + A 𝑒 -)
Example(b).
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 Q) .
Solution:
The equation is (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 3𝑒 Q) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
For the particular integral, since 𝑓(𝑥) = 3𝑒 Q) , the assumption is,
𝑦° = 𝐴𝑒 Q)
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = −𝐴𝑒 Q)
𝑦°′′ = 𝐴𝑒 Q)
𝑦°′′′ = −𝐴𝑒 Q)
Substitute to the differential equation,
−𝐴𝑒 Q) − 𝐴𝑒 Q) − 4(−𝐴𝑒 Q) ) + 4(𝐴𝑒 Q) ) = 3𝑒 Q)
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
V
𝐴=-
Thus,
V
𝑦° = - 𝑒 Q)
Therefore, the solution is,
𝑦 = 𝑦! + 𝑦°
V
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-) + - 𝑒 Q)
Case 3: For 𝒇(𝒙) = 𝒌𝟏 𝐬𝐢𝐧 𝒂𝒙 + 𝒌𝟐 𝐜𝐨𝐬 𝒂𝒙 where 𝑘V , 𝑘- and 𝑎 are known constants.
The particular integral is,
𝑦° = 𝐴 sin 𝑎𝑥 + 𝐵 cos 𝑎𝑥
where 𝐴 and 𝐵 are constants to be determined.
Example(a).
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥.
Solution:
The equation is equal to (𝐷- − 5𝐷 + 6)𝑦 = sin 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 <)
For the particular integral, since 𝑓(𝑥) = sin 3𝑥 the assumption is,
𝑦° = 𝐴 sin 3𝑥 + 𝐵 cos 3𝑥
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 3𝐴 cos 3𝑥 − 3𝐵 sin 3𝑥
𝑦°′′ = −9𝐴 sin 3𝑥 − 9𝐵 cos 3𝑥
Substitute to the differential equation,
−9𝐴 sin 3𝑥 − 9𝐵 cos 3𝑥 − 5(3𝐴 cos 3𝑥 − 3𝐵 sin 3𝑥) + 6(𝐴 sin 3𝑥 + 𝐵 cos 3𝑥) = sin 3𝑥
(−3𝐴 + 15𝐵) sin 3𝑥 + (−15𝐴 − 3𝐵) cos 3𝑥 = sin 3𝑥
Equating the coefficients of like terms, we have,
−3𝐴 + 15𝐵 = 1
−15𝐴 − 3𝐵 = 0
Solving the two equations,
V A
𝐴 = − ¶· and 𝐵 = ¶·
Thus,
V A
𝑦° = − ¶· sin 3𝑥 + ¶· cos 3𝑥
Therefore, the solution is,
𝑦 = 𝑦! + 𝑦°
V A
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Case 4: For 𝒇(𝒙) = 𝒆𝒂𝒙 𝒑𝒏 (𝒙), a product of polynomial and exponential function, where
𝑎 is a known constant. The particular integral is,
𝑦° = 𝑒 `) (𝐴€ 𝑥 € + 𝐴€QV 𝑥 €QV + ⋯ + 𝐴V 𝑥 + 𝐴‚ )
where 𝐴 is a constant to be determined.
Example(a).
Solve 𝑦 ′′ − 9𝑦 = 𝑥 - 𝑒 -) .
Solution:
The equation is equal to (𝐷- − 9)𝑦 = 𝑥 - 𝑒 -) .
The complementary solution is,
𝑦! = 𝑐V 𝑒 <) + 𝑐- 𝑒 Q<)
For the particular integral, since 𝑓(𝑥) = 𝑥 - 𝑒 -) , the assumption is,
𝑦° = 𝑒 -) (𝐴- 𝑥 - + 𝐴V 𝑥 + 𝐴‚ )
𝑦° = 𝐴- 𝑥 - 𝑒 -) + 𝐴V 𝑥𝑒 -) + 𝐴‚ 𝑒 -)
Then, find 𝑦°′ and 𝑦°′′ , thus,
𝑦°′ = 2𝐴- 𝑥 - 𝑒 -) + 2𝐴- 𝑥𝑒 -) + 2𝐴V 𝑥𝑒 -) + 𝐴V 𝑒 -) + 2𝐴‚ 𝑒 -)
𝑦°′′ = 4𝐴- 𝑥 - 𝑒 -) + 8𝐴- 𝑥𝑒 -) + 2𝐴- 𝑒 -) + 4𝐴V 𝑥𝑒 -) + 4𝐴V 𝑒 -) + 4𝐴‚ 𝑒 -)
Substitute to the differential equation,
(𝐷- − 9)𝑦 = 𝑥 - 𝑒 -)
4𝐴- 𝑥 - 𝑒 -) + 8𝐴- 𝑥𝑒 -) + 2𝐴- 𝑒 -) + 4𝐴V 𝑥𝑒 -) + 4𝐴V 𝑒 -) + 4𝐴‚ 𝑒 -) −
9[𝐴- 𝑥 - 𝑒 `) + 𝐴V 𝑥𝑒 `) + 𝐴‚ 𝑒 `) ] = 𝑥 - 𝑒 -)
−5𝐴- 𝑥 - + 8𝐴- 𝑥 + 2𝐴- − 5𝐴V 𝑥 + 4𝐴V − 5𝐴‚ = 𝑥 -
Equating the coefficients of like terms, we have,
−5𝐴- = 1
V
𝐴- = − A
8𝐴- − 5𝐴V = 0
V
8 :− A; − 5𝐴V = 0
·
𝐴V = − -A
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
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WITH CONSTANT COEFFICIENTS
Then, find for 𝑣V and 𝑣- by integrating 𝑣V′ and 𝑣-′ with respect to 𝑥,
thus,
V V
𝑣V = y ∫ 𝑒 ) 𝑑𝑥 = y 𝑒 )
V V
𝑣- = − y ∫ 𝑒 A) 𝑑𝑥 = − -‚ 𝑒 A)
Then, find for 𝑣V and 𝑣- by integrating 𝑣V′ and 𝑣-′ with respect to 𝑥,
thus,
- V V V
𝑣V = < ∫ 𝑒 Qµ) 𝑑𝑥 + ∫ 𝑥𝑒 Q-) 𝑑𝑥 = − ¿ 𝑒 Qµ) − - 𝑥𝑒 Q-) − y 𝑒 Q-)
- -
𝑣- = − < ∫ 𝑒 Q<) 𝑑𝑥 − ∫ 𝑥𝑒 ) 𝑑𝑥 = ¿ 𝑒 Q<) − 𝑥𝑒 ) + 𝑒 )
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(c).
Solve 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 3𝑥.
Solution:
The equation is equal to (𝐷< + 2𝐷- − 𝐷 − 2)𝑦 = 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 Q-)
For the particular integral, by variation of parameters, we have
𝑦° = 𝑣V 𝑒 ) + 𝑣- 𝑒 Q) + 𝑣< 𝑒 Q-)
Since, 𝑦V = 𝑒 ) , 𝑦- = 𝑒 Q) and 𝑦< = 𝑒 Q-) , thus,
𝑦V′ = 𝑒 ) , 𝑦-′ = −𝑒 Q) and 𝑦<′ = −2𝑒 Q-) , and
𝑦V′′ = 𝑒 ) , 𝑦-′′ = 𝑒 Q) and 𝑦<′′ = 4𝑒 Q-)
Substituting to the systems of equation for 𝑛 = 3,
𝑣V′ 𝑒 ) + 𝑣-′ 𝑒 Q) + 𝑣<′ 𝑒 Q-) = 0
𝑣V′ 𝑒 ) + 𝑣-′ (−𝑒 Q) ) + 𝑣<′ (−2𝑒 Q-) ) = 0
𝑣V′ 𝑒 ) + 𝑣-′ 𝑒 Q) + 𝑣<′ (4𝑒 Q-) ) = 3𝑥
Solving the equation simultaneously, we have,
V
𝑣V′ = - 𝑥𝑒 Q)
<
𝑣-′ = − - 𝑥𝑒 )
𝑣<′ = 𝑥𝑒 -)
Then, find for 𝑣V , 𝑣- and 𝑣< by integrating 𝑣V′ , 𝑣-′ and 𝑣<′ with
respect to 𝑥, thus,
V V V
𝑣V = - ∫ 𝑥𝑒 Q) 𝑑𝑥 = − - 𝑥𝑒 Q) − - 𝑒 Q)
< < <
𝑣- = − - ∫ 𝑥𝑒 ) 𝑑𝑥 = − - 𝑥𝑒 ) + - 𝑒 )
V V
𝑣< = ∫ 𝑥𝑒 -) 𝑑𝑥 = - 𝑥𝑒 -) − y 𝑒 -)
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WITH CONSTANT COEFFICIENTS
Example(a)
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑒 -) .
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑒 -) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
The particular integral is,
V
𝑦° = (HQV)(Hk<) 𝑒 -)
V V
𝑦° = (-QV)(-k<) 𝑒 -) = A 𝑒 -)
Example(b).
Solve 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 Q) .
Solution:
The equation is equal to (𝐷< − 𝐷- − 4𝐷 + 4)𝑦 = 3𝑒 Q) .
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 -) + 𝑐< 𝑒 Q-)
The particular integral is,
<
𝑦° = (HQV)(HQ-)(Hk-) 𝑒 Q)
< V
𝑦° = (QVQV)(QVQ-)(QVk-) 𝑒 Q) = - 𝑒 Q)
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(a)
Solve 𝑦 ′′ + 4𝑦 = cos 4𝑥.
Solution:
The equation is equal to (𝐷- + 4)𝑦 = cos 4𝑥.
The complementary function is,
𝑦! = 𝑐V cos 2𝑥 + 𝑐- sin 2𝑥
The particular integral is,
V
𝑦° = (H( ky) cos 4𝑥
V
𝑦° = [Q(y( )ky] cos 4𝑥
V
𝑦° = − V- cos 4𝑥
Example(b)
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥.
Solution:
The equation is equal to (𝐷- − 5𝐷 + 6)𝑦 = sin 3𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 -) + 𝑐- 𝑒 <)
The particular integral is,
V
𝑦° = (HQ-)(HQ<) sin 3𝑥
V
The operator is not of the form '(H ( )
, thus, we can manipulate the
denominator to obtain the desired operator, thus, we can multiply the
numerator and denominator by (𝐷 + 2)(𝐷 + 3).
Therefore,
V (Hk-)(Hk<)
𝑦° = (HQ-)(HQ<) ∙ (Hk-)(Hk<) sin 3𝑥
H ( kAHkµ
𝑦° = (H( Qy)(H( Q¿) sin 3𝑥
Then,
H ( kAHkµ
𝑦° = [Q(<( )Qy][Q(<()Q¿] sin 3𝑥
V
𝑦° = -<y (𝐷- + 5𝐷 + 6) sin 3𝑥
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
V
𝑦° = -<y {[𝐷- (sin 3𝑥)] + [5𝐷(sin 3𝑥)] + 6 sin 3𝑥}
V
𝑦° = -<y [−9 sin 3𝑥 + 5(3 cos 3𝑥) + 6 sin 3𝑥 ]
V A V
𝑦° = − sin 3𝑥 + cos 3𝑥 + sin 3𝑥
-µ ¶· <¿
V A
𝑦° = − ¶· sin 3𝑥 + ¶· cos 3𝑥
Then,
V V <
𝑦° = :− - − y 𝐷 − · 𝐷- ; 𝑥 -
V V <
𝑦° = − - 𝑥 - − y 𝐷(𝑥 - ) − · 𝐷- (𝑥 - )
V V <
𝑦° = − - 𝑥 - − y (2𝑥) − · (2)
V V <
𝑦° = − - 𝑥 - − - 𝑥 − y
Example(b).
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 2𝑒 Qy) + 3𝑥.
Solution:
The equation is equal to (𝐷- − 𝐷 − 2)𝑦 = 2𝑒 Qy) + 3𝑥.
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Then,
- < <
𝑦° = (QyQ-)(QykV) 𝑒 Qy) + :− - + y 𝐷; 𝑥
V < <
𝑦° = ¿ 𝑒 Qy) − - 𝑥 + y 𝐷(𝑥)
V < <
𝑦° = ¿ 𝑒 Qy) − - 𝑥 + y
Example(a).
Solve 𝑦 ′′ − 9𝑦 = 𝑥 - 𝑒 -) .
Solution:
The equation is equal to (𝐷- − 9)𝑦 = 𝑥 - 𝑒 -) .
The complementary solution is,
𝑦! = 𝑐V 𝑒 <) + 𝑐- 𝑒 Q<)
The particular integral is,
V V
𝑦° = H( Q¿ 𝑥 - 𝑒 -) = 𝑒 -) (Hk-)( Q¿ 𝑥 -
V
𝑦° = 𝑒 -) H( kyHQA 𝑥 -
V V V y -V
Then, the expansion of H ( kyHQA
= QAkyHkH( is :− A − -A 𝐷 − V-A 𝐷- ;,
thus,
V y -V
𝑦° = 𝑒 -) :− A − -A 𝐷 − V-A 𝐷- ; 𝑥 -
V y -V
𝑦° = 𝑒 -) Š− A 𝑥 - − -A 𝐷(𝑥 - ) − V-A 𝐷- (𝑥 - )‹
V y -V
𝑦° = 𝑒 -) Š− A 𝑥 - − -A (2𝑥) − V-A (2)‹
V · y-
𝑦° = 𝑒 -) Š− A 𝑥 - − -A 𝑥 − V-A‹
V · y-
𝑦° = − A 𝑥 - 𝑒 -) − -A 𝑥𝑒 -) − V-A 𝑒 -)
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Example(a).
Solve 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 𝑥 cos 2𝑥.
Solution:
The equation is equal to (𝐷- + 2𝐷 − 3)𝑦 = 𝑥 cos 2𝑥.
The complementary function is,
𝑦! = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q<)
The particular integral is,
V V -Hk-
𝑦° = H( k-HQ< 𝑥 cos 2𝑥 = 𝑥 H( k-HQ< cos 2𝑥 − (H( k-HQ<)( cos 2𝑥
V -Hk-
𝑦° = 𝑥 Q(-( )k-HQ< cos 2𝑥 − H‰ kyH4 Q-H( QV-Hk¿ cos 2𝑥
V -Hk-
𝑦° = 𝑥 -HQ¶ cos 2𝑥 − H‰ kyH4 Q-H( QV-Hk¿ cos 2𝑥
V -Hk¶ -Hk-
𝑦° = 𝑥 -HQ¶ ∙ -Hk¶ cos 2𝑥 − H( H( kyH( HQ-H( QV-Hk¿ cos 2𝑥
-Hk¶ -Hk-
𝑦° = 𝑥 yH( Qy¿ cos 2𝑥 − [Q(-()][Q(-( )]ky[Q(-()]HQ-[Q(-( )]QV-Hk¿ cos 2𝑥
-Hk¶ -Hk-
𝑦° = 𝑥 y[Q(-( )]Qy¿ cos 2𝑥 − Q-·Hk<< cos 2𝑥
-Hk¶ V
𝑦° = 𝑥 cos 2𝑥 + [2𝐷(cos 2𝑥) + 2 cos 2𝑥]
QµA -·HQ<<
) V
𝑦° = − µA [2𝐷(cos 2𝑥) + 7 cos 2𝑥] + -·HQ<< [2(−2 sin 2𝑥) + 2 cos 2𝑥 ]
) V
𝑦° = − µA [2(−2 sin 2𝑥) + 7 cos 2𝑥 ] + -·HQ<< (−4 sin 2𝑥 + 2 cos 2𝑥)
)
𝑦° = − µA (−4 sin 2𝑥 + 7 cos 2𝑥) +
V -·Hk<<
∙ (−4 sin 2𝑥 + 2 cos 2𝑥)
-·HQ<< -·Hk<<
y ¶ -·Hk<<
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + ¶·yH( QV,‚·¿ (−4 sin 2𝑥 + 2 cos 2𝑥)
y ¶ -·Hk<<
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + ¶·y[Q(-()]QV,‚·¿ (−4 sin 2𝑥 + 2 cos 2𝑥)
y ¶ -·Hk<<
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + (−4 sin 2𝑥 + 2 cos 2𝑥)
Qy,--A
y ¶ V
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 − y,--A [28𝐷(−4 sin 2𝑥 + 2 cos 2𝑥) +
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
y ¶ --y VV-
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + y,--A cos 2𝑥 + y,--A sin 2𝑥 +
V<- µµ
y,--A
sin 2𝑥 − y,--A cos 2𝑥
y ¶ VA· -yy
𝑦° = µA 𝑥 sin 2𝑥 − µA 𝑥 cos 2𝑥 + y,--A cos 2𝑥 + y,--A sin 2𝑥
V -
𝑦° = µA 𝑥(4 sin 2𝑥 − 7 cos 2𝑥) + y,--A (79 cos 2𝑥 + 122 sin 2𝑥)
Example(b).
Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 - , 𝑦(0) = 1 and 𝑦 ′ (0) = 4.
Solution:
The general solution is,
V V <
𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q-) − - 𝑥 - − - 𝑥 − y
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Then,
V
𝑦 ′ = 𝑐V 𝑒 ) − 2𝑐- 𝑒 Q-) − 𝑥 − -
Example(c).
V
Solve 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = sin 3𝑥 , 𝑦(0) = 2, 𝑦 ′ (0) = -.
Solution:
The general solution is,
V A
𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑒 <) − ¶· sin 3𝑥 + ¶· cos 3𝑥
Then,
V A
𝑦′ = 2𝑐V 𝑒 -) + 3𝑐- 𝑒 <) − -µ cos 3𝑥 − -µ sin 3𝑥
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Chapter Exercise
I. Solve the following non-homogeneous linear differential equations using any of
the methods.
V
1. 𝑦 ′′ − 6𝑦 ′ + 8𝑦 = 4𝑒 Q-) Ans: 𝑦 = 𝑐V 𝑒 y) + 𝑐- 𝑒 -) + µ 𝑒 Q-)
·V
2. 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 3 sin 5𝑥 Ans: 𝑦 = 𝑐V 𝑒 Q) + 𝑐- 𝑒 -) − ¶Ay sin 5𝑥
VA
+ ¶Ay cos 5𝑥
V
3. 𝑦 ′′ + 9𝑦 = sin 5𝑥 Ans: 𝑦 = 𝑐V cos 3𝑥 + 𝑐- sin 3𝑥 − Vµ sin 5𝑥
V
4. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑥𝑒 Q) Ans: 𝑦 = 𝑐V 𝑒 Q) + 𝑐- 𝑥𝑒 Q) + µ 𝑥 < 𝑒 Q)
y <
5. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 5 cos 𝑥 Ans: 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -) − A sin 𝑥 + A cos 𝑥
V
6. 𝑦 ′′′ − 𝑦 ′ = 𝑥 Ans: 𝑦 = 𝑐V + 𝑐- 𝑒 ) + 𝑐< 𝑒 Q) − - 𝑥 -
V -
7. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 3𝑥𝑒 Q-) Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑥𝑒 ) + < 𝑥𝑒 Q-) + ¿ 𝑒 Q-)
y
8. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 4𝑥 - Ans: 𝑦 = 𝑐V 𝑒 Q-) cos 𝑥 + 𝑐- 𝑒 Q-) sin 𝑥 + A 𝑥 -
<- ··
− -A 𝑥 + V-A
V
9. 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 y) Ans: 𝑦 = 𝑐V 𝑒 ) + 𝑐- 𝑒 Q) + 𝑐< 𝑒 Q-) + ¿‚ 𝑒 y)
V
10. 𝑦 ′′′ − 4𝑦 ′′ + 𝑦 ′ + 6𝑦 = 3𝑥 + 4𝑒 A) Ans: 𝑦 = 𝑐V 𝑒 Q) + 𝑐- 𝑒 -) + 𝑐< 𝑒 <) + - 𝑥
V V
+ ¿ 𝑒 A) − V-
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
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CHAPTER 12 CHAPTER 12NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
136
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS
LAPLACE
TRANSFORMS
Chapter SOLUTIONS TO
13 LINEAR
DIFFERENTIAL
EQUATIONS
Outline:
13.1 The Laplace Transforms
13.2 Inverse Laplace Transforms
13.3 Solutions to Linear Differential Equations using Laplace
Transforms
Overview:
Laplace transforms is a powerful method for solving mathematical solutions
which involves solutions to differential equations. This chapter will introduced an
introduction to Laplace transforms, method of finding the Laplace transforms of a certain
function, inverse Laplace transforms and its solution to problems in differential
equations.
Objectives:
137
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS
Since 𝑒 Q∞ = 0, therefore,
V
ℒ{1} = 𝐹(𝑠) = (0) − Š− R 𝑒 QR(‚) ‹
V
ℒ{1} = 𝐹(𝑠) = R
Example(b).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑥.
Solution:
By the Laplace integral,
∞
ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{𝑥 } = 𝐹(𝑠) = ∫‚ 𝑥 𝑒 QR) 𝑑𝑥
For ∫ 𝑥 𝑒 QR) 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 QR) 𝑑𝑥, then
V
𝑑𝑢 = 𝑑𝑥 and 𝑣 = − R 𝑒 QR)
V V
∫ 𝑥 𝑒 QR) 𝑑𝑥 = − R 𝑥𝑒 QR) − :− R ; ∫ 𝑒 QR) 𝑑𝑥
V V
= − R 𝑥𝑒 QR) − R( 𝑒 QR)
Thus,
∞ V V ∞
∫‚ 𝑥 𝑒 QR) 𝑑𝑥 = ;− R 𝑥𝑒 QR) − R( 𝑒 QR) ;
‚
Q∞
Since 𝑒 = 0, therefore,
V V
= (0) − Š− R (0)𝑒 QR(‚) − R( 𝑒 QR(‚) ‹
V
= R(
Therefore,
V
ℒ{𝑥 } = 𝐹(𝑠) = R(
Example(c).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑒 -) .
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Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS
Solution:
By the Laplace integral,
∞
ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{𝑒 -) } = 𝐹(𝑠) = ∫‚ 𝑒 -) 𝑒 QR) 𝑑𝑥
∞
ℒ{𝑒 -) } = 𝐹(𝑠) = ∫‚ 𝑒 Q(RQ-)) 𝑑𝑥
V ∞
ℒ{𝑒 -) } = 𝐹(𝑠) = ;− RQ- 𝑒 Q(RQ-)) ;
‚
Since 𝑒 Q∞ = 0, therefore,
V
ℒ{𝑒 -) } = 𝐹(𝑠) = (0) − Š− RQ- 𝑒 Q(RQ-)(‚) ‹
V
ℒ{𝑒 -) } = 𝐹(𝑠) = RQ-
Example(d).
Find the Laplace transform of the function 𝑓(𝑥) = sin 3𝑥
Solution:
By the Laplace integral,
∞
ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{sin 3𝑥 } = 𝐹(𝑠) = ∫‚ (sin 3𝑥) 𝑒 QR) 𝑑𝑥
For ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = sin 3𝑥 𝑑𝑥, then
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = − < cos 3𝑥
V R
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − < ∫ 𝑒 QR) cos 3𝑥 𝑑𝑥
For ∫ 𝑒 QR) cos 3𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = cos 3𝑥 𝑑𝑥, then
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = < sin 3𝑥
V R
∫ 𝑒 QR) cos 3𝑥 𝑑𝑥 = < 𝑒 QR) sin 3𝑥 + < ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥
Thus,
V R V R
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − < :< 𝑒 QR) sin 3𝑥 + < ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥;
V R R(
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − ¿ 𝑒 QR) sin 3𝑥 − ¿
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥
R( V R
:1 + ¿ ; ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − ¿ 𝑒 QR) sin 3𝑥
¿kR ( V R
: ¿
; ∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − < 𝑒 QR) cos 3𝑥 − ¿ 𝑒 QR) sin 3𝑥
< R
∫ 𝑒 QR) sin 3𝑥 𝑑𝑥 = − (¿kR() 𝑒 QR) cos 3𝑥 − (¿kR( ) 𝑒 QR) sin 3𝑥
Thus,
< R ∞
ℒ{sin 3𝑥 } = 𝐹(𝑠) = ;− (¿kR( ) 𝑒 QR) cos 3𝑥 − (¿kR() 𝑒 QR) sin 3𝑥;
‚
139
Author: Harold Jan R. Terano, ECE, M
CHAPTER 13 LAPLACE TRANSFORMS SOLUTIONS TO
LINEAR DIFFERENTIAL EQUATIONS
Since 𝑒 Q∞ = 0, therefore,
< R
= (0) − Š− (¿kR() 𝑒 QR(‚) cos 3(0) − (¿kR( ) 𝑒 QR(‚) sin 3(0)‹
< <
ℒ{sin 3𝑥 } = 𝐹(𝑠) = ¿kR( = R( k¿
Example(e).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑥 - .
Solution:
By the Laplace integral,
∞
ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{𝑥 - } = 𝐹(𝑠) = ∫‚ 𝑥 - 𝑒 QR) 𝑑𝑥
For ∫ 𝑥 - 𝑒 QR) 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑥 - and 𝑑𝑣 = 𝑒 QR) 𝑑𝑥, then
V
𝑑𝑢 = 2𝑥𝑑𝑥 and 𝑣 = − R 𝑒 QR)
V -
∫ 𝑥 - 𝑒 QR) 𝑑𝑥 = − R 𝑥 - 𝑒 QR) + R ∫ 𝑥 𝑒 QR) 𝑑𝑥
For ∫ 𝑥 𝑒 QR) 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑥 and 𝑑𝑣 = 𝑒 QR) 𝑑𝑥, then
V
𝑑𝑢 = 𝑑𝑥 and 𝑣 = − R 𝑒 QR)
V V
∫ 𝑥 𝑒 QR) 𝑑𝑥 = − R 𝑥𝑒 QR) + R ∫ 𝑒 QR) 𝑑𝑥
V V
= − R 𝑥𝑒 QR) − R( 𝑒 QR)
Thus,
V - V V
∫ 𝑥 - 𝑒 QR) 𝑑𝑥 = − R 𝑥 - 𝑒 QR) + R :− R 𝑥𝑒 QR) − R( 𝑒 QR) ;
V - -
= − R 𝑥 - 𝑒 QR) − R( 𝑥𝑒 QR) − R4 𝑒 QR)
Therefore,
V - - ∞
ℒ{𝑥 - } = 𝐹(𝑠) = ;− R 𝑥 - 𝑒 QR) − R( 𝑥𝑒 QR) − R4 𝑒 QR) ;
‚
Since 𝑒 Q∞ = 0, therefore,
V - -
= (0) − Š− R (0)- 𝑒 QR(‚) − R( (0)𝑒 QR(‚) − R4 𝑒 QR(‚) ‹
-
ℒ{𝑥 - } = 𝐹(𝑠) = R4
Example(f).
Find the Laplace transform of the function 𝑓(𝑥) = cos 𝑎𝑥.
Solution:
By the Laplace integral,
∞
ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = ∫‚ (cos 𝑎𝑥) 𝑒 QR) 𝑑𝑥
For ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = cos 𝑎𝑥 𝑑𝑥, then
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = ` sin 𝑎𝑥
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V R
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − :− `; ∫ 𝑒 QR) sin 𝑎𝑥 𝑑𝑥
V R
= ` 𝑒 QR) sin 𝑎𝑥 + ` ∫ 𝑒 QR) sin 𝑎𝑥 𝑑𝑥
For ∫ 𝑒 QR) sin 𝑎𝑥 𝑑𝑥, use integration by parts,
let 𝑢 = 𝑒 QR) and 𝑑𝑣 = sin 𝑎𝑥 𝑑𝑥, then,
V
𝑑𝑢 = −𝑠𝑒 QR) 𝑑𝑥 and 𝑣 = − ` cos 𝑎𝑥
V R V R
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 + ` :− ` 𝑒 QR) cos 𝑎𝑥 − ` ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥;
V R R(
= ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥 − `( ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥
Thus,
V R R(
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥 − `( ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥
R( V R
:1 + `(; ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥
` ( kR ( V R
: `(
; ∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = ` 𝑒 QR) sin 𝑎𝑥 − `( 𝑒 QR) cos 𝑎𝑥
` R
∫ 𝑒 QR) cos 𝑎𝑥 𝑑𝑥 = `( kR( 𝑒 QR) sin 𝑎𝑥 − `( kR( 𝑒 QR) cos 𝑎𝑥
Therefore,
` R ∞
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = ;`( kR( 𝑒 QR) sin 𝑎𝑥 − `( kR( 𝑒 QR) cos 𝑎𝑥;
‚
Q∞
Since 𝑒 = 0, therefore,
` R
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = (0) − Š`( kR( 𝑒 QR(‚) sin 𝑎(0) − `( kR( 𝑒 QR(‚) cos 𝑎(0)‹
R R
ℒ{cos 𝑎𝑥 } = 𝐹(𝑠) = `( kR( = R( k`(
Example(g).
Find the Laplace transform of the function 𝑓(𝑥) = 𝑒 a) sin 𝑎𝑥.
Solution:
By the Laplace integral,
∞
ℒ{𝑓(𝑥)} = 𝐹(𝑠) = ∫‚ 𝑓(𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{𝑒 a) sin 𝑎𝑥} = 𝐹(𝑠) = ∫‚ (𝑒 a) sin 𝑎𝑥) 𝑒 QR) 𝑑𝑥
∞
ℒ{𝑒 a) sin 𝑎𝑥} = 𝐹(𝑠) = ∫‚ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥
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Then,
V
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥
(RQa) V (RQa)
− `
Š` 𝑒 Q(RQa)) sin 𝑎𝑥 + `
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥‹
V
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥
(RQa) (RQa)(
− `(
𝑒 Q(RQa)) sin 𝑎𝑥 − `(
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥
(RQa)( V (RQa)
Š1 + `(
‹ ∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥 − `(
𝑒 Q(RQa)) sin 𝑎𝑥
` ( k(RQa)( V (RQa)
Š `(
‹ ∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − ` 𝑒 Q(RQa)) cos 𝑎𝑥 − `(
𝑒 Q(RQa)) sin 𝑎𝑥
` (RQa)
∫ 𝑒 Q(RQa)) sin 𝑎𝑥 𝑑𝑥 = − `( k(RQa)( 𝑒 Q(RQa)) cos 𝑎𝑥 − `( k(RQa)( 𝑒 Q(RQa)) sin 𝑎𝑥
Thus,
` (RQa) ∞
ℒ {𝑒 a) sin 𝑎𝑥 } = 𝐹(𝑠) = ;− `( k(RQa)( 𝑒 Q(RQa)) cos 𝑎𝑥 − `( k(RQa)( 𝑒 Q(RQa)) sin 𝑎𝑥;
‚
Since 𝑒 Q∞ = 0, therefore,
` (RQa)
ℒ {𝑒 a) sin 𝑎𝑥 } = 𝐹(𝑠) = (0) − Š− `( k(RQa)( 𝑒 Q(RQa)(‚) cos 𝑎(0) − `( k(RQa)( 𝑒 Q(RQa)(‚) sin 𝑎(0)‹
` `
ℒ {𝑒 a) sin 𝑏𝑥 } = 𝐹(𝑠) = `( k(RQa)( = (RQa)( k`(
𝑥 cos 𝑎𝑥 𝑠 - − 𝑎-
(𝑠 - + 𝑎- )-
𝑥 € 𝑒 `) 𝑛!
(𝑠 − 𝑎)€kV
𝑒 a) sin 𝑎𝑥 𝑎
(𝑠 − 𝑏)- + 𝑎-
𝑒 a) cos 𝑎𝑥 𝑠−𝑏
(𝑠 − 𝑏)- + 𝑎-
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Example(a).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 4𝑥 - .
Solution:
From the table,
€!
ℒ{𝑥 € } = R=•}
Thus,
ℒ{4𝑥 - } = 4 L [𝑥 - ]
-! ·
ℒ {4𝑥 - } = 4 ŠR(•}‹ = R4
Example(b).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 𝑒 Qy) .
Solution:
From the table,
V
ℒ{𝑒 `) } = RQ`
Thus,
V V
ℒ{𝑒 Qy) } = [RQ(Qy)] = Rky
Example(c).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = sin 8𝑥.
Solution:
From the table,
`
ℒ{sin 𝑎𝑥} = R( k`(
Thus,
· ·
ℒ{sin 8𝑥 } = R( k(·)( = R( kµy
Example(d).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 𝑥 y 𝑒 Q<) .
Solution:
From the table,
€!
ℒ{𝑥 € 𝑒 `) } = (RQ`)=•}
Thus,
y! -y
ℒ{𝑥 y 𝑒 Q<) } = [RQ(Q<)]‰•} = (Rk<){
Example(e).
Use the table to find the Laplace transform of the function
𝑓(𝑥) = 𝑒 <) sin 4𝑥.
Solution:
From the table,
`
ℒ{𝑒 a) sin 𝑎𝑥} = (RQa)( k`(
Thus,
y y
ℒ{𝑒 <) sin 4𝑥} = (RQ<)( k(y)( = (RQ<)( kVµ
Example(f).
Use the table to find the Laplace transform of the function 𝑓(𝑥) = 𝑥 sin 2𝑥.
Solution:
From the table,
-`R
ℒ{𝑥 sin 𝑎𝑥 } = (R( k`()(
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Thus,
-(-)R yR
ℒ{𝑥 sin 2𝑥} = [R( k(-)( ]( = (R( ky)(
Example(g).
Use the table to find the Laplace transform of the function
𝑓(𝑥) = 2 cos 4𝑥 − 5𝑒 Qy) .
Solution:
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = ℒ[2 cos 4𝑥 ] − ℒ [5𝑒 Qy) ]
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = 2 ℒ [cos 4𝑥] − 5 ℒ [𝑒 Qy) ]
R V
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = 2 ŠR( k(y)(‹ − 5 ŠRQ(Qy)‹
-R A
ℒ{2 cos 4𝑥 − 5𝑒 Qy) } = R( kVµ − Rky
Example(a).
V
Find ℒ QV PRkµQ.
Solution:
From the table,
V
ℒ{𝑒 `) } = RQ`
Thus,
V
ℒ QV PRkµQ = 𝑒 Qµ)
Example(b).
R
Find ℒ QV PR( kAQ.
Solution:
From the table,
R
ℒ {cos 𝑎𝑥 } = R( k`(
𝑎- = 5 and 𝑎 = √5 , thus,
R
ℒ QV PR( kAQ = cos √5 𝑥
Example(c).
V
Find ℒ QV PR( kyRk¿Q.
Solution:
No function of this form appears in the table, thus, by manipulating the
denominator by completing the square, we have,
V V
ℒ QV PR( kyRk¿Q = ℒ QV P(Rk-)( kAQ
V
= ℒ QV R ( S
(Rk-)( k@√A B
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Example(d).
Rk<
Find ℒ QV PR( k-RkyQ.
Solution:
By completing the square of the denominator,
Rk< Rk<
ℒ QV PR( k-RkyQ = ℒ QV P(RkV)( k<Q
- √<
= ℒ QV R ( S
√< (RkV)( k@√< B
-
= 𝑒 Q) sin √3 𝑥
√<
Therefore,
Rk< -
ℒ QV PR( k-RkyQ = 𝑒 Q) cos √3 𝑥 + 𝑒 Q) sin √3 𝑥
√<
Example(e).
(RQV)
Find ℒ QV PR( Qy Q.
Solution:
(RQV) (RQV)
ℒ QV PR( Qy Q = ℒ QV P(RQ-)(Rk-) Q
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Example(f).
V
Find ℒ QV PR4 k<R( k-RQ.
Solution:
V V
ℒ QV PR4 k<R( k-RQ = ℒ QV PR(RkV)(Rk-)Q
By partial fraction decomposition,
V Ç T !
R(RkV)(Rk-)
= R + RkV + Rk-
1 = 𝐴(𝑠 + 1)(𝑠 + 2) + 𝐵𝑠(𝑠 + 2) + 𝐶𝑠(𝑠 + 1)
V
When 𝑠 = 0, 𝐴 = -,
When 𝑠 = −1, 𝐵 = −1,
V
When 𝑠 = −2, 𝐶 = -.
Then,
V V V V V V
ℒ QV PR(RkV)(Rk-)Q = - ℒ QV PR Q − ℒ QV PRkVQ + - ℒ QV PRk-Q
V V
= - − 𝑒 Q) + - 𝑒 Q-)
Example(g).
V
Find ℒ QV PR(R( kV)Q.
Solution:
By partial fraction decomposition,
V Ç TRk!
R(R ( kV)
= R + R( kV
1 = 𝐴(𝑠 - + 1) + 𝐵𝑠 - + 𝐶𝑠
When 𝑠 = 0, 𝐴 = 1,
Taking the coefficients of 𝑠 - , we have,
0 = 𝐴(1) + 𝐵(1) + 𝐶(0)
𝐵 = −1
Taking the coefficients of 𝑠, we have,
0 = 𝐴(0) + 𝐵(0) + 𝐶(1)
𝐶=0
Thus,
V V R
ℒ QV PR(R( kV)Q = ℒ QV PR Q − ℒ QV PR( kVQ
= 1 − cos 𝑥
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where 𝑌(𝑠) is denoted as ℒ [𝑦(𝑥)] and 𝑦(0), 𝑦 ′ (0), … are the given initial conditions.
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RQy
(𝑠 + 3)𝑌(𝑠) =
RQ<
RQy
𝑌(𝑠) = (Rk<)(RQ<)
Taking the inverse Laplace transforms,
RQy
ℒ QV {𝑌(𝑠)} = ℒ QV P(Rk<)(RQ<)Q
𝑠 − 4 = 𝐴(𝑠 − 3) + 𝐵(𝑠 + 3)
¶
when 𝑠 = −3, 𝐴 = µ
V
when 𝑠 = 3, 𝐵 = − µ
Taking the inverse Laplace transforms,
¶ V V V
ℒ QV {𝑌(𝑠)} = µ ℒ QV PRk<Q − µ ℒ QV PRQ<Q
Then,
¶ V
𝑦(𝑥) = µ 𝑒 Q<) − µ 𝑒 <)
Example(c).
Solve 𝑦 ′ + 𝑦 = cos 𝑥, that satisfies the initial condition 𝑦(0) = 1.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ W + ℒ {𝑦} = ℒ {cos 𝑥 }
R
[𝑠𝑌(𝑠) − 𝑐‚ ] + 𝑌(𝑠) = (
R kV
Since 𝑐‚ = 1, then,
R
[𝑠𝑌(𝑠) − 1] + 𝑌(𝑠) =
R ( kV
R
(𝑠 + 1)𝑌(𝑠) = 1 +
R ( kV
R ( kRkV
𝑌(𝑠) = (RkV)(R( kV)
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V
𝐶=-
Thus,
V V V R V V
ℒ QV {𝑌(𝑠)} = - ℒ QV PRkVQ + - ℒ QV PR( kVQ + - ℒ QV PR( kVQ
V V V
𝑦(𝑥) = - 𝑒 Q) + - cos 𝑥 + - sin 𝑥
Example(d).
Solve 𝑦 ′′ + 5𝑦 ′ − 6𝑦 = 0.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ ′W + 5 ℒ {𝑦′} − 6 ℒ {𝑦} = ℒ {0}
[𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V ] + 5[𝑠𝑌(𝑠) − 𝑐‚ ] − 6𝑌(𝑠) = 0
(𝑠 - + 5𝑠 − 6)𝑌(𝑠) − 𝑐‚ (𝑠 + 5) − 𝑐V = 0
(𝑠 - + 5𝑠 − 6)𝑌(𝑠) = 𝑐‚ (𝑠 + 5) + 𝑐V
W (RkA)kW
𝑌(𝑠) = (RÀ ( kARQµ)}
By partial fraction decomposition,
WÀ (RkA)kW} Ç T
(R ( kARQµ)
= (Rkµ) + (RQV)
𝑐‚ (𝑠 + 5) + 𝑐V = 𝐴(𝑠 − 1) + 𝐵(𝑠 + 6)
QWÀ kW}
when 𝑠 = −6, 𝐴 = Q¶
µW kW
when 𝑠 = 1, 𝐵 = À¶ }
Thus, taking the inverse Laplace,
QWÀ kW} QV V µW kW V
ℒ QV {𝑌(𝑠)} = Q¶ ℒ P(Rkµ)Q + À¶ } ℒ QV P(RQV)Q
QW kW
} Qµ) µW kW
𝑦(𝑥) = Q¶ À
𝑒 + À¶ } 𝑒 )
Since the coefficients are constants, therefore,
𝑦(𝑥) = 𝑐V 𝑒 Qµ) + 𝑐- 𝑒 )
Example(e).
Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 𝑥 - that satisfies the initial condition 𝑦(0) = 1 and 𝑦 ′ (0) =
4.
Solution:
Taking the Laplace transforms of the equation, we have,
ℒ V𝑦 ′ ′W + ℒ {𝑦′} − 2ℒ {𝑦} = ℒ {𝑥 - }
-
[𝑠 - 𝑌(𝑠) − 𝑐‚ 𝑠 − 𝑐V ] + [𝑠𝑌(𝑠) − 𝑐‚ ] − 2𝑌(𝑠) =
R4
-
[𝑠 - 𝑌(𝑠) − 𝑠 − 4] + [𝑠𝑌(𝑠) − 1] − 2𝑌(𝑠) =
R4
-
(𝑠 - + 𝑠 − 2)𝑌(𝑠) − 𝑠 − 5 = R4
-
(𝑠 - + 𝑠 − 2)𝑌(𝑠) = +𝑠+5
R4
R ‰ kAR 4 k-
(𝑠 - + 𝑠 − 2)𝑌(𝑠) =
R4
R ‰ kAR 4 k-
𝑌(𝑠) = R4(RQV)(Rk-)
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Chapter Exercise
I. Find the Laplace transforms of the following functions by using the Laplace
integral.
Z
1. 𝑓(𝑥) = cos 5𝑥 Ans: 𝐹(𝑠) = R( k-A
<
2. 𝑓(𝑥) = 𝑒 <) sin 3𝑥 Ans: 𝐹(𝑠) = R( QµRkV·
y
3. 𝑓(𝑥) = 2𝑥 - 𝑒 <) Ans: 𝐹(𝑠) = (RQ<)4
R
4. 𝑓(𝑥) = cosh 3𝑥 Ans: 𝐹(𝑠) = R( Q¿
Rk-
5. 𝑓(𝑥) = 𝑒 Q-) cos 3𝑥 Ans: 𝐹(𝑠) = R( kyRkV<
II. Find the Laplace transforms of the following functions by using the table of the
Laplace transforms.
-
1. 𝑓(𝑥) = 𝑥 - 𝑒 Q-) Ans: 𝐹(𝑠) = (Rk-)4
- y y
2. 𝑓(𝑥) = (𝑥 + 2)- Ans: 𝐹(𝑠) = R4 + R( + R
<(R ( Q-A) <‚R
3. 𝑓(𝑥) = 𝑥 (3cos 5𝑥 − 5 sin 3𝑥) Ans: 𝐹(𝑠) = (R( − (R(
k-A)( k¿)(
V
4. 𝑓(𝑥) = sin 𝑥 cos 𝑥 Ans: 𝐹(𝑠) = R( ky
Vµ Rk<
5. 𝑓(𝑥) = 𝑒 Q<) (4 sin 4𝑥 − cos 2𝑥) Ans: 𝐹(𝑠) = R( kµRk-A − R( kµRkV<
IV. Solve the following linear differential equations using Laplace transforms.
V V
1. 𝑦 ′ + 3𝑦 = 𝑥 Ans: 𝑦 = < 𝑥 − ¿ + 𝑐𝑒 Q<)
2. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 Ans: 𝑦 = 𝑐V 𝑒 -) + 𝑐- 𝑥𝑒 -)
V
3. 𝑦 ′ − 5𝑦 − 𝑒 -) = 0 Ans: 𝑦 = − < 𝑒 -) + 𝑐𝑒 A)
- V <
4. 𝑦 ′ + 2𝑦 = cos 𝑥 , 𝑦(0) = 1 Ans: 𝑦 = A cos 𝑥 + A sin 𝑥 + A 𝑒 Q-)
5. 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 <) ,
< < V V
𝑦(0) = 𝑦 ′ (0) = 𝑦 ′′ (0) = 0 Ans: 𝑦 = V‚ 𝑒 <) − y 𝑒 -) − -‚ 𝑒 Q-) + - 𝑒 )
152
Author: Harold Jan R. Terano, ECE, M
REFERENCES
References
Clyde Love, Earl Rainville, Differential and Integral Calculus, 6th ed., (USA:
Macmillan Publishing Co., Inc., 1981).
John Bird, Higher Engineering Mathematics, 4th ed., (Great Britain: Elsevier
Ltd., 2006).
153
Author: Harold Jan R. Terano, ECE, MET