INTRODUCTION v – Dependent variable and x, y, z – independent variables.

A differential equation is an equation that involves one or more Equation (3) and (4) are partial differential equations.
derivatives e.g.
d 2 y dy DEFINITIONS
2
  xy 2  cos 5 x (1) a) Order of a differential equation
dx dx
The order of a differential equation is the order of the highest
ordered derivative which occurs in the equation e.g.
d3y dy
 6  x 2  ln x (2) d 2 y dy
dx 3
dx   y  5x Order 2
dx 2 dx
v v d3y d2y
 0 (3)   y  x4 Order 3
s t dx3 dx 2

There are two types of differential equations namely b) degree of a differential equation
The degree of the differential equation is the degree of the highest
1. Ordinary Differential equations (ODE) ordered derivative which occurs in the equation e.g.
4
These are differential equations in which there is only one d 2 y  dy 
independent variable.     y  2cos x Degree 2
dx 2  dx 
They are ordinary derivatives of one or more dependent variable
w.r.t. a single independent variable e.g.
Equation Order Degree
d 2 y dy
 y2 d4y d2y 4 1
dx 2 dx   6y  0
dx 4 dx 2
y – Dependent variable and x – independent variable 4
 d 2 y   dy 
5 2 4
Equation (1) and (2) are ordinary differential equations
 2      3y  e
x

 dx   dx 
2. Partial differential equation (PDE)
d3y 3 1
These are equation in which dependent variable depend on more  5ln x
than one independent variable. The derivatives involved are partial dx3
 2v  2v  2v 7 4
4 5
 d7y  d3y  d2y 
   x y  7  5    8y  0
x 2 y 2 z 2  dx  dx3  dx 2 

1
 d3y dy
CLASSIFICATION OF ORDINARY DIFFERNTIAL i. 3
 5  6 y2  9
dx dx
EQUATIONS 2
d2y  dy 
Ordinary equation are classified into two groups ii.  7   4y  0
 dx 
2
a) Linear differential equations dx
A linear differential equation of order n in the dependent variable x d2y dy
is one which can be expressed in the form iii. 2
 8y  3y  0
dx dx
dny d n1 y dy
an  x  n  an1  x  n1  ................a1  x   a0  x  y  r  x 
dx dx dx
Where an  x   0 ORIGIN OF DIFFERENTIAL EQUATIONS
and which is such that Differential equations occur in connection to numerous problems
i. Dependent variable y and its derivatives a are in their first that one encounters in various branches of science and engineering.
degree i. e. differential equations may arise from
ii. No product of y or its derivatives are present a) Geometric problems
iii. No transcendental functions of y and its derivatives occur. b) Physical problems
e.g. c) Primitive.
2
d y dy
2
 7  3y  0 Examples
dx dx i. A falling stone from the top of a building if x is time and y is
(1) displacement then
acc  y
4 3
d y d y d2y
x 4  x 2 3  x3 2  x
dx dx dx Hence we can write a model
(2) y  g
By integrating we get y  gx  v0
NB
By integrating once more we get the displacement as
Equation (1) is a linear equation with constant coefficient while
equation (2) is a linear equation with variable coefficient y   gx  v0 dx
1 2
b) Non-linear differential equations  gx  v0 x  y0
2
If the O.D.E. is not linear then it is non-linear.
Identify if the equation is linear or non - linear
2
 Where v0 is the initial velocity and y0 is the displacement when t = NB: Arbitrary constant are said to be essential if they cannot be
0 replaced by smaller numbers of constants for example given
ii. Determination of motion of a projectile. e.g. rocket y  Ax 4  Bx  Cx
iii. Determination of the charge or current in an electric circuit A, B and C are not all essential constants because they can be
If charge q  t  and charge i  t  at time t are related by reduced to 2 constants
dq y  Ax 4  Bx  Cx
i
dt  Ax 4   B  C  x
di  Ax 4  Kx
E  iR  L0
dt Where k = B+C and therefore there are only 2 essential
Where E is voltage, L inductance and R resistor constants
The general solution is A primitive involving n-essential arbitrary constant gives rise to
differential equations of order n free of arbitrary constant.
E  Rt
i t    Ke L We obtain equation by eliminating the n contest by differentiating n
R times

iv. Determining of the vibration of a wire or a membrane Example 1

v. Heat condition in a rod or in a slab Obtain the differential equation associated with y  Ae2x  Be x  C
vi. Population growth in human, animal and bacteria e.t.c
Solution
The mathematical formulation of such problems gives rise to
y  2 Ae2 x  Be x ........................................................ (i)
different equations
y  4 Ae2 x  Be x ........................................................ (ii)
Primitive y  8 Ae2 x  Be x ........................................................ (iii)
A primitive is a relation between variables which involve n – Subtracting (i) from (ii) we get
essential arbitrary constant e.g.
y  y  2 Ae2 x
y  x3  ax
Subtracting (ii) from (iii) we get
y  Ax 4  Bx
y  y  4 Ae2 x
 y  y  2  y  y 
3
 y  3 y  2 y  0 d2y dy
2
 2  3y  0
dx dx
Example 2 3. Show that a function defined by
2 xy 3  3x 2 y 2
dy
 3x 2 y 5  5 x3 y 4
dy
0 g  x   c1e3 x  c2 xe3 x  c3e3 x where c1 , c2 and c3 are arbitrary
dx dx constants associated with the differential equation of the form
2 xy 3  3x 2 y 5   3x 2 y 2  5 x 3 y 4   0
dy
d3y d2y dy
dx 3
 3 2  9  27 y  0
dx dx dx
NB: The equation is a first order since there is only one essential 4. Show that a function defined by f ( x)  c1e 2 x  c 2 e 2 x  c3 e 4 x
arbitrary constant we can also write the equation as where c1 , c2 and c3 are arbitrary constants associated with the
 2xy3  3x2 y5  dx  3x2 y 2  5x3 y 4  dy  0 differential equation of the form
d3y d2y dy
3
4 2 4  16 y  0
Example 3 dx dx dx
Show that a function defined by f  x   a1e2 x  a2e x where a1 and
a2 arbitrary constants is associated with a differential equation of the
SOLUTION OF DIFFERENTIAL EQUATIONS
form y  y  2 y  0 A solution of a differential equation is any function satisfying the
equation .In other words the solution of a differential equation is the
primitive associated with it.
Exercise:
1. Obtain a differential equation associated with the primitive Types of Solutions
a) y  a1e3 x  a2e x  a3e x General solution
b) y  Ax 2 This is the primitive associated with the differential equation. The
number of arbitrary constant in the solution is equal to the order of
c) x 2  9 y 2  B
the differential equation. It is the primitive
Particular solution
2. Show that a function defined by f  x   b1e3 x  b2e x where This is obtained from the general solution by giving numerical
b1 and b2 are arbitrary constants associated with the differential values of the arbitrary constant e.g.
equation of the form
4
 d2y In such a case we can separate the variables and write
y  A sin x  B cos x is a general solution of  y0 dy
dx 2  A x B  y
 2   2 then
If one is given initial condition, say y  0   3 and y 
1
dx

we would get the particular solution as y  2sin x  3cos x dy  A  x  dx

B y
Then solve by integration
Singular Solution
Addition solution which cannot be obtained from the general
Example 1
solution (e g primitive)
Given that y  y 2e x find the general solution
Exercise Solution
Verify that the given function is a solution of the corresponding dy
 y 2e x
differential equations and determine value of c using given initial dx
conditions 1
dy  e x dx y0
y2
a) y  y  1 y  Ce x  1 On integrating we get
y  0   2.5 1
 y 2 dy   e dx
x

b) xy  2 y y  Cx 2
y  2   12 1
  e  x  C Or y   x
1
c) yy  x y e K
y 2  x2  C
This is the general equation.
y  0  1
Example 2
Solve the differential equation x 2 y  1  y
SEPARABLE EQUATIONS
A differential equation is called separable if it can be written in the Solution
form dy 1  y
y  A  x  B  y   2
dx x

5
 1 1 Example 5
dy  2 dx
1 y x Solve the initial value problems y 
x
y 1  3
On integrating we get y
1 1
 1  y dy   x 2 dx Solution
1 y 2  x2  8
ln 1  y     C
x
1
C
Exercise
1
1 y  e x
 Ae x 1. Find the general solution of the following equation
1 a) y   x  1 y3  0
Or y  Ae x  1
This is the general equation. b) y   x  1 1  y 2 
1
Example 3 c) y 
x tan y
Given that  x  3 y 4 dx  x 4  y 2  3 dy  0 find the general solution d) y  e2 x cos2 y
e) x sin y dx   x 2  1 cos y dy  0
Solution
1 1 1 1 2. Solve the following initial value problems
  3    3 C a) y  x3e y y  2  0
y y 2x x
b) yy  x  0 y  0   2
Example 4 1 x
c) y  y 1  1
Solve the initial value problem y  5x 4 y 2  0 y  0  1 y
EXACT DIFFERENTIAL EQUATIONS
Solution 1. A 1st order differential equation of the form
1
   x5  C dy
y P  x, y   Q  x , y 
 0 is called an exact equation if there exists a
dx
function f  x, y  such that

6
P  x, y   f x  x, y  and Q  x, y   f y  x, y  PROOF
If M  x, y  dx  N  x, y  dy  0 is exact in D then
2. A differential equation M  x, y  dx  N  x, y  dy  0 is said to be M  x, y  dx  N  x, y  dy is an exact differential in D, and by
exact if the LHS is a total differential of some function say f  x, y  definition there exists a function F such that
F ( x, y )
i.e.  M ( x, y) (i)
M  x, y  dx  N  x, y  dy  0 .......................................................... (1) x

is a differential of f  x, y   C
F ( x, y)
f f And  N ( x, y) (ii)
df  dx  dy ......................................................................... (2) y
x y
The differential equation (1) can be written as df  0 for all ( xy )  D on differentiating (i) and (ii) w.r.t. y and x
f f
 dx  dy  M  x, y  dx  N  x, y  dy respectively we have
x y
f f
  M  x, y  and  N  x, y   2 f ( x, y ) M ( x, y )  2 f ( x, y ) N ( x, y )
x y  and  .
yx y xy x
TEST TO DETERMINE EXACT DIFFERENTIAL
EQUATIONS Using the continuity of first order partial derivatives of M and N
Consider the differential equation M  x, y  dx  N  x, y  dy  0 then
Where M and N have continuous first order partial derivatives at all
points  x, y  in a domain D then this equation is exact in D iff  2 f ( x, y)  2 f ( x, y ) M ( x, y ) N ( x, y)
M N   
 yx xy y x
y x
Which implies that M ( x, y)dx  N ( x, y)dy  0 is exact.

7
Conversely f ( x, y )  d h y
  M ( x, y )dx  (4)
dy y dy
M  x, y  N  x, y 
Assume that  for all ( xy )  D we need to
y dx Differentiating h( y ) partially w.r.t y is the same as total
show M ( x, y)dx  N ( x, y)dy  0 is exact
differentiating w.r.t. y since h( y ) as a function of y alone. Further
i.e. to prove that there exists a function f such that
f ( x, y ) f ( x, y) must also satisfy (2) then.
 M ( x, y ) (1)
x
f ( x, y)  d h y
f ( x, y )  N ( x, y)   M ( x, y)dx  (5)
 N ( x, y ) (2) dy y dy
y
 d h y
For all ( x, y)  D suppose f ( x, y) satisfies (1) then Hence N ( x, y ) 
y  M ( x, y )dx 
dy
(6)

F ( x, y )
 M ( x, y) integrating w.r.t y and x partially we have
x This equation holds or h( y ) exists if

F ( x, y)   M ( x, y)dx  h  y  (3) 
y 
( N ( x, y )  M ( x, y )dx ) (7)

Where h  y  is an arbitrary function of y alone. (Since f is a

is independent of x.
function of x and y).
Now differentiating (7) w.r.t. x yields
Now (3) represents all functions (solutions) of (1). Differentiating N ( x, y )    
   M ( x, y )dx   0
(3) partially with respect to y we have x x  y 
or

8
N ( x, y )     THE SOLUTION OF AN EXACT DIFFERENTIAL
   M ( x, y)dx   0
x y  x  EQUATION

N ( xy ) M ( xy ) From the definition, if the equation M x, y dx  N x, y dy  0 is

which implies  0
x y
f ( x, y )
and thus (7) is independent of x for all ( x, y)  D exact then there exists a function f such that  M ( x, y ) and
x
d h y 
thus  N ( x, y )   M ( x, y )dx holds and on integrating f ( x, y )
dy y  N ( x, y ) for all ( x, y)  D . Thus the equation may be
we have y
   F ( x, y) F ( x, y)
h  y     N ( x, y )   M ( x, y )dx dy written as dx  dy  0 or simply df ( x, y)  0 . Then
 y  x y
the relation f ( x, y)  C where C is an arbitrary constant is a solution
This implies that  ( y) exists and therefore
of the exact equation
 M ( x, y ) 
f ( x, y )   M ( x, y )dx   N ( x, y )   dx dy (8) . Then a one parameter family of solutions of this equations is given
 y 
by f ( x, y)  C where f is a function such that
f ( xy ) f ( xy )
Satisfies both  M ( xy ) and  N ( xy ) thus
x y f ( x, y ) f ( x, y )
 M ( x, y ) And  N ( x, y ) for all ( xy )  D and
x y
M x, y dx  N x, y dy  0 is exact which completes the proof.
C is an arbitrary.

Example 1
Show the differential equation is exact and hence solve it
 x2  y  dx   y 2  x  dy  0
9
Solution x3 y3
The general solution is   xy  C
M   x 2  y  and N   y2  x 3 3
M N
1 1 Example 2
y x
Show the differential equation is exact and hence solve it
M N
Hence
y

x
the equation is exact.  x3  3xy2  dx  3x2 y  y3  dy  0
By definition M   x3  3xy 2  and N   3x 2 y  y 3 
f f M N
M and N   6 xy  6 xy
x y y x
f M N
 M  x2  y Hence  the equation is exact.
x y x
 f   x 2  y dx By definition
f f
x3 M and N 
  xy  h  y  x y
3
f
f
 x  h  y  ................................................................. (i)  M   x3  3xy 2 
y x
But  f    x3  3xy 2  dx
f x4 3 2 2
 N  y 2  x .............................................................................(ii)   x y  h y
y 4 2
f
So comparing (i) and (ii)  h  y   y 2  3x 2 y  h  y  ....................................................................... (i)
y
y3 But
h y  C
3 f
 N  3x 2 y  y 3 .................................................................... (ii)
x3 y3 y
 f  x, y    xy   C
3 3
So comparing (i) and (ii)  h  y   y 3
10
 y4 b) y3 dx  3xy 2 dy  0
h y  C
4 c) cosh y cos y dx  sinh x sin x dy
x4 3 2 2 y 4
 f  x, y    x y   C d)  2x  e  dx  x e dy  0
y y

4 2 4
x 3 2 2 y4
4
2. a) State whether the differential equation is exact or not
The general solution is   x y  C
4 2 4 b) Solve the initial value problem
i. x dx  y 2 dy  0 y 1  0.2
Example 3 2
  1  ii.  y  1 dx   x  3 dy  0 y  0 
Solve  y 1    cos y  dx   x  ln x  x sin y  dy  0 3
  x  iii. 2 xy dy   x 2  y 2  dx y 1  2
1
iv. sinh x dx  cosh x dy  0 y 0  
The general solution y
xy  y ln x  x cos y  C y
e x
v.   y dx  x dy   0 y 1  0
x2

Example 4 INTEGRATING FACTOR

Solve the equation 3x2  4xy  dx   2x2  2 y  dy  0 Most differential equations are not exact. However it is possible to
multiply a non-exact differential equation by a non-zero function
F  x, y  chosen so that the resulting differential equation is exact
The general solution P  x, y  dx  Q  x, y  dy  0 is a non-exact equation, we multiply
x3  2 x 2 y  y 2  C
with F  x, y 
 FP  x, y  dx  FQ  x, y  dy  0 is an exact equation
Exercise The function F  x, y  is called an integrating factor
1. show that the following differential equation are exact and solve
them
a) y dx  x dy  0
11
Example 1 f y
Show that the differential equation y dx  x dy  0 is not exact but M  2
x x
 f    yx 2  dx
has an integrating factor
1 2 And solve the equation
x y
  h y
x
Solution
P  x, y   y and Q  x, y    x f 1
   h  y  ..............................................................................
dP
1
dQ
 1 y x
dy dx (i)
dP dQ f 1
   the equation is not exact  N   ................................................................................ (ii)
dy dx y x
y dx  x dy
FP  x, y  dx  FQ  x, y  dy 
x2 So comparing (i) and (ii)  h  y   0
y 1
 2 dx  dy h y  C
x x y
y 1  f  x, y    C
M  2 and N  x
x x The general solution is  y  Kx
M 1 N 1
 2 
y x x x 2 Example 2
M N Verify that f  x   x3 is the integrating factor of
Hence  the equation is exact.
y x 2sin  y 2  dx  xy cos  y 2  dy  0 and then find the general solution
By definition
f f
M and N  Solution
x y
If f  x   x3 is the integrating factor then
FP  x, y  dx  FQ  x, y  dy  0 is an exact equation

12
FP  x, y  dx  FQ  x, y  dy  2 x3 sin  y 2  dx  x 4 y cos  y 2  dy  0 The general solution is  x 4 sin  y 2   K

M  2 x3 sin  y 2  and N  x 4 y cos  y 2 

HOW TO FIND THE INTEGRATING FACTOR
The non exact equation P  x, y  dx  Q  x, y  dy  0 is made exact by
M N
 4 x3 y cos  y 2   4 x3 y cos  y 2  multiplying with the integrating factor F  x, y  to get
y x
M N FP  x, y  dx  FQ  x, y  dy  0
Hence  the equation is exact.
y x (1)
By definition M  x, y  dx  N  x, y  dy  0 is an exact equation then
f f M  FP  x. y  and N  FQ  x. y 
M and N 
x y M N
f For exact equations 
 M  2 x 3 sin  y 2  y x
x FP FQ

 f   2 x sin  y
3 2
  dx 
y

x
(2)
x sin  y 2   h  y 
2 4
 or
4
f F P F Q
 x 4 y cos  y 2   h  y  ......................................................... (i) PF  QF
y y y x x
(3)
f
 N  x 4 y cos  y 2  .................................................................... (ii) Assuming integrating factor only depends on one variable say
y F
F  F  x  Then 0
y
So comparing (i) and (ii)  h  y   0 Equation (3) becomes
h y  C P F Q
F  QF
y x x
x sin  y 2   C
1 4
 f  x, y  
2
13
Dividing through by FQ Dividing through by FP

1 P 1 F 1 Q 1 F 1 P 1 Q
   
Q y F x Q x F y P y P x
Or or
1 F 1  P Q  1 F 1  Q P 
       
F x Q  y x  F y P  x y 

Let R.H.S. be R  x  Let R.H.S. be R  y 

1 F 1 F
  R  x   R  y
F x F y
1
dF  R  x  dx 1
dF  R  y  dy
F F
1
 F dF   R  x dx
1
 F dF   R  y  dy
ln F   R  x dx ln F   R  y  dy

 F  e
R  x dx
 F  e
R  y  dy

This is the integrating factor This is the integrating factor in terms of

NB Example 1
F Find the integrating factor of 2sin( y 2 ) dx  xy cos( y 2 ) dy  0
If F  F  y  then 0
x P  2sin  y 2  And Q  xy cos  y 2 
Equation (3) becomes
P Q
P
F
F
P
F
Q  4 cos  y 2   y cos  y 2 
y y x y x

14
 1
R  x   4 cos( y 2 )  y cos( y 2 ) 
xy cos( y 2 )  1
 x dx
F  x  e
4 1 3
  
x x x  eln x  x

2 xy dx  x2 dy  0 is an exact equation
3
F  x   e x
dx

M  2 xy and N  x 2
 e3ln x  x 3 By definition
f f
M and N 
Example 2 x y
Solve 2 y dx  x dy  0 f
 M  2 xy
x
Solution
To check whether exact  f   2 xy dx
M  2 y and N  x  x2 y  h  y 
M N f
2 1 Now  x 2  h  y  ............................................................... (i)
y x y
M N f
 hence not exact But  N  x 2 .................................................................... (ii)
y x y

P  2 y and Qx
So comparing (i) and (ii)  h  y   0
P Q
2 1 h y  C
y x
1  f  x, y   x y  C
2

R  x    2  1
x The general solution is  x 2 y  C
1

x
15
Example 3 1st ORDER LINGAR DIFFERENTIAL EQUATION
Find the integrating factor of the differential equation A first order differential equation is said to be linear if it can be
3 y dx  2 x dy  0 hence solve written as
The general solution y  P  x  y  Q  x 
3
x 2y  K (1)
If Q  x  is zero for all x in the interval in which we consider the
equations, the equations is said to be homogenous otherwise it is
Example 4 said to be non-homogenous
Solve the initial value problem
2 xy dx   3x 2  4 y  dy  0 y  0.2   1.5 HOMOGENEOUS EQUATION
1. A differential equation is homogeneous if it has the form
 y
The general solution y  f  
x
x2 y3  y 4  C
e.g.
x  y
y  cos  
Exercise y x
y
Solve the differential equations y  which may be written as
a)  2 xe x  y 2  dx  2 y dy  0 y  0  2 x y
y y
b)  2 y  xy  dx  2x dy  0 y  x  x x0
c)  y  1 dx   x  1 dy  0 x y
x x
1 y
x
d) ay dx  bx dy  0
e) y 2
 3x  dx  xy dy  0 Solution of homogeneous equations
y
Substituting the variable u  always transform a homogeneous
x
into a separable one
If we write y  ux then y  u  ux
Thus the general homogeneous equation
16
  y  du 
y  f   Becomes u  u  x   1 u2
x  dx 

u  ux  f  u  du
ux 1
or dx
du 1
x  u  f u   u du   x dx
dx
This is a separable equation 1 2
u  ln x  ln C
du
x  f u   u 2
dx  y
2

u  2 ln Cx
2
    ln Ax 2
x
1 1
du  dx
f u   u x Example 2
dy
Solve the homogeneous equation x 2  x 2  xy  y 2
This can be integrated to give the solution dx
Solution
Example 1 Diving the equation through by x 2
Solve the homogeneous equation 2
dy y  y
dy  1   
xy  x2  y 2 dx x x
dx
dy du
Let u  y  y  ux  ux
Solution x dx dx
Diving the equation through by x 2 On substituting in equation
du
ux  1 u  u2
2
y dy  y
 1   dx
x dx x
dy du
Let u  y  y  ux  ux
x dx dx
On substituting in equation
17
 x
du
dx
 1 u2 e) xy
dy
dx
 y2  x x 2
 y2 

du 1
 1  u 2   x dx
NON- HOMOGENEOUS EQUATION
tan 1 u  ln x  ln C  tan 1 u  ln Cx These are the equations of the form
y  P  x  y  Q  x  Where Q  x   0
 y
 tan 1    ln Cx They are solved using the integrating factor
x Let F  x  be the integrating factor then
dy
F  FP  x  y  FQ  x  (1)
Example 3 dx
dy
Solve the homogeneous equation xy  x2  y 2 is an exact equation. We can write from the first terms on the LHS
dx
d dy dF
 Fy   F  y (2)
Solution dx dx dx
x2  x2  2 y 2   A
Thus (1) may also be written as
dy dF
Exercise F y  FQ (3)
dx dx
Solve the following homogeneous equation
dy Comparing (1) and (3)
a) 3x 2  y2
dx dF dF
y  FPy   FP
b)  x 2  y 2   xy
dy dx dx
dx By separation of variables
dy
c) x  x y
dx
dy
d)  4 x  y   4 x
dx

18
 1 x0 y6  6  1 C  C 1
 F dF   P  x  dx 5 5 5
1 2 x 3 x
ln F   P  x  dx y  e e
5
F  e
P  x  dx
Example 2
dy
Solve the initial value problem  2 xy  x given that y  0    1
This is the integrating factor dx 2
Solution
Example 1 dy
dy  2 xy  x
Solve the differential equation  3 y  e2 x given that y  0   6 dx
5
 F  e
dx
P  x   2x
2 x dx
 ex
2

Solution
dy
 3 y  e2 x dy
 2 xe x y  xe x
2 2 2
dx ex
 F  e
dx
P  x  3
3 dx
 e3 x

e3 x
dy
 3e3 x y  e5 x
d
dx
 
ye x  xe x
2 2

dx  ye   xe x dx
x2 2

 ye3 x   e5 x
d 1 2
 ex  C
dx 2
 ye   e5 x dx
3x
The general solution is given by
1 2
y  e x  Ce x
2

2
1
 e5 x  C
5 x0 y1   1  1 C  C  1
1 2 2 2
The general solution is given by y  e2 x  Ce3 x 1 2
 y  e x  e x
2
5
2
19
Example 3
dy Exercise
Solve  y tan x  sin 2 x given that y  0   1 1. Solve the initial value problems
dx
a) y  3 y  12 y  0  6
b) y  2 xy  4 x y  0  3
Solution
c) y  ky  e  kx
y  0  5
y  3cos x  2cos2 x
2. Find the general solution on the differential equation
dy
 y tan x  sin 2 x a) y  4 y  0.8
dx
b) y  3 y  e3 x
P  x   tan x  F  e
tan x dx
 elnsec x  sec x c) xy  2 y  9 x
d) xy  2 y  4e x
2

dy
sec x  y sec x tan x  sec x sin 2 x e) xy  2 y  x3e x
dx
f) xy  3 y  5x
d
 y sec x   sec x sin 2 x
dx
BERNOULLI EQUATIONS
 y sec x   sec x sin 2 x dx An equation of the form
  sec x  2 cos x sin x dx dy
 P  x y  Q  x yn Where n is any real number
dx
  2sin x dx Is known as a Bernoulli equation
 2 cos x  C If n = 0 or 1 the equation is linear otherwise it is non-linear
The general solution is given by
Theorem
y  2cos2 x  C cos x
If n  0 or 1 the transformation v  y1n reduces the Bernoulli
equation to a linear equation
x0 y 1  1  2  C C 3
 y  3cos x  2cos2 x

20
Proof 3. Get y  by differentiating v w.r.t x then substitute in the
dy
 P  x y  Q  x yn (1) Bernoulli equation to make it linear
dx
Multiplying (1) by y  n Example 1
dy
yn
dy
 P  x  y1n  Q  x  (2) Solve the equation  y  xy 3
dx dx
Let v  y1n then
Solution
dv dy dy y n dv This is a Bernoulli equation with n  3 multiplying the equation by
 1  n  y  n   (3)
dx dx dx 1  n dx y 3 we get
dy
Substituting (3) in (2) y 3  y 2  x .................................................. (A)
dx
y n dv
 P  x v  Q  x dy y 3 dv
1  n dx v  y1n  y 2  
dx 2 dx
Or
dv
 1  n  P  x  v  1  n  Q  x  (4) Substituting in the equation (A) yields
dx
1 dy
Let M  x   1  n  P  x  and N  x   1  n  Q  x  then (4) may v  x
2 dx
be written in the form dy
 2v  2 x
dx
dv
 M  x  v  N  x  This is linear in v This is linear
dx
F  x   e
2 dx
Solution of Bernoulli equation  e2 x
Steps dy
e2 x  2ve2 x  2 xe2 x
1. Multiply the equation by y  n dx
2. Define and substitute v  y1n

21
 d
dx
 ve2 x   2 xe2 x 
dy
dx
 v  1 2x

ve2 x    2 xe2 x  dx dy
 v  2x 1
Integrating by parts dx
This is linear
  2 xe  dx  xe   e 2 x dx
2 x 2 x

F  x   e
 dx
 e x
1 2 x
 xe2 x  xe  C dy
2 e x  ve  x  2 xe  x  e  x
1 dx
 ve 2 x   xe 2 x  xe 2 x  C
2
d
dx
 ve x   2 xe x  e x
1
 v   2 x  1  Ce 2 x ve 2 x    2 xe  x  e  x  dx
2
1 1
 2   2 x  1  Ce 2 x  2 xe x   2e x dx  e x  C
y 2
 2 xe x  2e x  e x  C
Example 2  2 xe x  e x  C
Solve the Bernoulli equation 4 y  y  1  2 x  y 5  v  2 x  1  Ce x
Solution 1
This is a Bernoulli equation with n  5 multiplying the equation by  4
 Ce x  2 x  1
y
y 5 we get
4 y 5 y  y 4  1  2 x  ................................................ (A) Example 3
1
5
Solve the Bernoulli equation y  y  6 x 2 y 2
dy y dv x
v  y1n  y 4  
dx 4 dx Solution
y 2  3x3  Cx 3
Substituting in the equation (A) yields

22
Exercise
d2y dy
Solve the differential equations a2 ( x) 2  a1 ( x)  a0 ( x) y  F ( x)
a) y  xy  xy 2 dx dx
1
b) y  y  x 4 y 2
x If F  x   0 then the equation corresponds to second order is a
1 2 homogeneous equation otherwise it is a second order non
c) y   y 2  y
x x homogeneous equation.
d) 2 xy  y  10 x3 y 5
A SECOND ORDER HOMOGENEOUS LINEAR EQUATION
dy
e) x 4  2 x3 y  1 A homogeneous linear differential equation is of the form
dx y  p  x  y  q  x  y  0 (1)

SECOND ORDER LINEAR DIFFERENTIAL EQUATIONS An important property of equation (1) is that its solution is given by
Linear differential equations with constant coefficients a linear combination of two solutions y1  x  and y2  x  . The solution
A linear ordinary equation of order n and in the dependent variable y is given as a sum of constant multiples of these functions i.e.
and independent variable x of the form y  C1 y1  x   C2 y2  x 
dny d n1 y dy
an ( x) n  an1 ( x) n1  .....a1 (n)  a0 ( x) y  F ( x) Theorem
dx dx dx
(1) Let y1  x  and y2  x  be solutions of the equation
y  p  x  y  q  x  y  0 on an interval I, then for any constants
Where an ( x)  0 a0 , a1 , a2 , a3 ................an and F  x  are assumed to C1 and C2 , C1 y1  x   C2 y2  x  it also a solution on I
be continuous real functions
If F  x   0 then the equation is a homogeneous equation otherwise Proof
it is non homogeneous. Substitute y  C1 y1  C2 y2 into the differential equation to get

For n = 2 the equation (1) reduces to a second order linear equation.  C1 y1  C2 y2  " p  x  C1 y1  C2 y2   q  x  C1 y1  C2 y2  y  0
i.e.

23
C1 y1  C2 y2 " p  x  C1 y1  C2 y2   q  x  C1 y1  C2 y2  y  0
Substituting in (1) yields
  m2emx  ame mx  be mx  0
m 2
 am  b  e mx  0
C1  y1  p  x  y1  q  x  y1   C2  y2  p  x  y2  q  x  y2   0
    Hence (2) is a solution of (1) if m is a solution of the quadratic
equation
But y1 and y2 are solutions of the equation m2  am  b  0
y1  p  x  y1  q  x  y1  0 and y2  p  x  y2  q  x  y2  0
This equation is called a characteristic equation or auxiliary equation
 C1  0   C2  0   0 of (1) its roots are
And hence y  C1 y1  C2 y2 is also a solution.
1 1
m1  a  a 2  4b  and m2  a  a 2  4b 
2   2  
A Second Order Homogeneous equation
Consider the equation with constant coefficients
y  a y  b y  0 (1)  y1  em1x and y2  em2 x
Where a and b are constants  y  C1 em1x  C2 em2 x
Consider a first order differential equation
y  ky  0 Depending on the signs of the discriminant we may know that the
Integrating factor F  x   e  ekx
k dx nature of the root
This may be in three cases
dy 2 real roots if a 2  4b  0
e kx  kye kx  0 CASE 1
dx CASEE double roots if a 2  4b  0
d
dx
 ye kx   0 CASE 3 complex roots if a 2  4b  0

 ye kx  C CASE 1: DISTINCT REAL ROOTS

Or y  Ce  kx If the roots are distinct real numbers m1 and m2 then y1  em1x and
This gives the idea that y1  emx (2) y2  em2 x are the distinct solution of (1) and they are independent
y1  memx And y1  " m2emx

24
Example 1 Example 3
2
d y dy Solve the differential equation y  2 y  8 y  0
Solve the differential equation 2
3  2y  0
dx dx
The general solution
Solution y  C1 e2 x  C2 e4 x
The auxiliary equation is
m2  3m  2  0
 m  2  m  1  0 CASSE II: REAL DOUBLE ROOTS
 m1  2 And m2  1 If roots are double m1  m2 this implies that solution will be

 y1  e 2x
And y2  e x y1  em1x and y2  em1x

The general solution is y  C1 e2 x  C2 e x  y  C1 em1x  C2 em1x

NB
i. This is not a combination of two lineally independent solutions
Example 2 because they are equal.
Solve the differential equation y " y  2 y  0 ii. This solution has only one essential arbitrary constant since we
can write
Solution  y   C1  C2  em1x
The auxiliary equation is  Aem1x
m2  m  2  0 This is not the case for a second order differential equation which
 m  2  m  1  0 should have two essential constants
 m1  2 and m2  1 We need to find y2

 y1  e 2 x
and y2  e x Let y2  V  x  y1 where V is to be determined.
Then
The general solution is y  C1 e2 x  C2 e x
y2  V  y1  V y1
y2  V  y1  V  y1  V  y1  V y1  V  y1  2V  y1  V y1
Substituting in (1) gives

25
  
V  y1  2V  y1  V y1  a V  y1  V y1  by1  0 m2 8m  16  0
 m  4 0
2

V  y1  V   2 y1  ay1   V  y1  a y1  by1   0 (A)

 m1  m2  4
Since y1 is a solution  y1  a y1  by1  0 (i)  y1  e4 x and y2  xe4 x
For double roots a 2  4b  0 The general solution is y  C1 e4 x  C2 x e4 x

1 1
a  a 2  4b  and m2   a  a 2  4b 
Example 2
m1 
2  2  Solve the differential equation
a a x a a x y  4 y  4 y  0 y  0  3 y  0   1
 m1  m2    y1  e 2 and y1   e 2
2 2
 2y1  a y1 or 2 y1  a y1  0 (ii) Solution
The auxiliary equation is
Substituting (i) and (ii) in (A) yields m 2  4m  4  0
V  y1  0 Or V  0  m  2
2
0
On integrating we get
 m1  m2  2
V  a1 x  b1 Where a1  1, 2,3............. and b1  0,1, 2..........
Taking the simplest form of V  y1  e2 x and y2  xe2 x
V x  y2  x y1 The general solution is y  C1 e2 x  C2 x e2 x
This forms the basis of the solution y1  em1x and y2  xem1x
Y = 3 when x = 0  3  C1
 y  C1 em1x  C2 x em1x

y  2C1 e2 x  C2 e2 x  2C2 x e2 x
Example 1
Solve the differential equation y  8 y  16 y  0  1  2C1  C2
Y = 1 when x = 0
1  6  C2  C2  5
Solution  y  3 e2 x  5x e2 x
The auxiliary equation is
y   3  5x  e2 x
26
Example 3 The general solution corresponding to a complex root a  ib is
Solve the differential equation y  eax C1 cos bx  C2 sin bx
y  6 y  9 y  0 y  0   4 y  0   14
Example1
Solution Given y  2 y  10 y  0 find the general solution
y   2 x  4  e3 x
Solution
CASE III COMPLEX ROOTS m2  2m  10  0
This is when a 2  4b  0 2  4  40 2  6i
m   1  3i
Suppose the auxiliary equation has complex roots a  ib as non 2 2
repeated roots where a, b are real numbers and b  0  a  1 and b  3
Then the corresponding part of the general solution is
y  C1e a ib x  C2e a ib x y  e x C1 cos3x  C2 sin 3x

From theory of complex numbers Example 2

ei  cos  i sin  and ei  cos  i sin  Solve the initial value problem
y  2 y  5 y  0 y  0  1 y  0   5
 a ib  x  a ib  x  ib x
C1e  C2 e  C1e e
ax ib x
 C2 e e
ax

 ea x  C1 eib x  C2 eib x  Solution

m 2  2m  5  0
 eax C1  cos bx  i sin bx   C2  cos bx  i sin bx  
2  4  20 2  4i
 eax  C1  C2 cos bx  i  C1  C2 sin bx  m   1  2i
2 2
 a  1 And b  2
 eax  K1 cos bx  K2 sin bx 
Where K1  C1  C2 and K2  i  C1  C2  y  e x C1 cos 2 x  C2 sin 2 x

27
 y 1 When x0  1  C1
y  e x C1 cos 2 x  C2 sin 2 x  e x  2C1 sin 2 x  2C2 cos 2 x 
NON HOMOGENEOUS EQUATIONS
A non-homogeneous equation is an equation of the form
y  p  x  y  q  x  y  r  x 
y  5 When x  0  5  C1  2C2 C2  3 (1)
Where r  x   0
y  e x  cos 2 x  3sin 2 x
A general solution of the non homogeneous on some open interval L
Example 3 is a solution of the form
Solve the differential equation
d2y dy
 6  25 y  0 y  x   yh  x   y p  x 
2
dx dx (2)
Where yh  x   C1 y1  x   C2 y2  x  is the general solution of a
Solution
y  e3 x C1 cos 4 x  C2 sin 4 x  homogeneous equation
y p is a solution obtained by considering the RHS of the given
Exercise equation
1. find the general solution of
a) y  25 y  0 Example 1
Find the general solution of
b) y  2 y  0
y  y  3e2 x
c) y  8 y  16 y  0
d) y  25 y  0 Solution
e) 8 y  2 y  y  0 Find the general solution of homogeneous equation
y  y  0
2. Solve the initial value problems The auxiliary equation is
a) y  9 y  0 y    2 y     3 m2  1  0  m  1
b) y  4 y  4 y  0 y  0  3 y  0   10 The general solution is yh  C1 e x  C2 e x
c) y  11y  24 y  0 y  0  1 y  0   4
To find y p consider RHS
d) y  16 y  0 y    1 y    4

28
Since e2 x has derivative e2 x times some constant, we try 4 Ae2 x  4  2 Ae2 x   3 Ae2 x  10e2 x
y p  Ae2 x  yp  2 Ae2 x yp  "4 Ae2 x 10 2
4 A  8 A  3 A  10  A 
15 3
Substituting in the equation it gives
4 Ae2 x  Ae2 x  3e2 x 2
y p  e2 x

3A  3  A 1 3
 y p  e2x General solution of the non homogeneous equation is
2
General solution of the non homogeneous equation is y  yh  y p  C1 e3 x  C2 e x  e2 x (3)
y  yh  y p  C1 e x  C2 e x  e2 x 3
Particular equation satisfying the initial conditions by differentiation
4
Example 2 y  3C1 e3 x  C2 e x  e2 x (4)
3
Solve the initial value problem
From (3) and (4) and the given initial conditions
y  4 y  3 y  10e2 x y  0  1 y  0   3 4
y  0   3C1  C2   1
3
Solution 4
Find the general solution of homogeneous equation y  0   3C1  C2   2
y  4 y  3 y  0 3
4
The auxiliary equation is This gives C1  and C2  1
3
m 2  4m  3  0
4 2
 m  1 m  3  0  y  e x  e3 x  e2 x
3 3
 m1  3 and m2  1
The general solution is yh  C1 e3 x  C2 e x Example 3
To find y p Solve the differential equation y  3 y  4 y  5e x

Let y p  Ae2 x  yp  2 Ae2 x yp  "4 Ae2 x Solution

Substituting in the equation it gives y  C1e x  C2e4 x  xe x

29
Exercise Rules
Find the general solution of 1. If r  x  in (1) is one of the function in the first column of above
a) y  y  e3x table choose corresponding function in second column
2. If term of choice is in the solution of homogeneous equation then
b) y  6 y  9 y  2e3 x y  0  0 y  0   1 multiply choice by x or by x 2 if this solution is a double root
e.g. y p  c1e x  c2e2 x then r  x   e2x  choice will
SOLUTION OF UNDETERMINED COEFFICIENT
y p  Axe2x
General solution of a non-homogeneous linear equation
y  p  x  y  q  x  y  r  x  3. If r  x  is sum of functions listed in several lines of tables then
(A) choice for y p will be the sum of the function in the
is a sum of the form corresponding lines in second column.
y  x   yh  x   y p  x 
Undetermined coefficient method is used when the RHS ie. r  x  , is Consider,
d2y dy
 2  3 y  2e4 x
2
an exponential function, trigonometric function, a polynomial or dx dx
sum or product of such functions Solution must satisfy the above equation
The desired particular solution might be a constant multiple of e4 x
How to choose the undetermined coefficient Let y p  Ae4x
Given by table below A is the undetermined coefficient
Term in r  x  Choice of y p y p  Ae4 x  yp  4 Ae4 x yp  16 Ae4 x
1 K em x A em x
2 K x n (n = 0, 1, 2 Kn xn  Kn1 x n1..............K1 x1  K0 Substituting in the equation it gives
............) 16 Ae4 x  2  4 Ae4 x   3 Ae4 x  2e4 x
3 K cos bx or K sin bx A cos bx  B sin bx
2
4 Kea x cos bx or ea x  A cos bx  B sin bx  5A  2  A
5
Kea x cos bx 2
 y p  e4 x
5

30
NB This is a case of a double root. A solution linearly independent of
If given a differential equation e m x is xem x therefore we assume a particular solution of the form
d2y dy
 a1  a0 y  Kem x y p  Axe3 x  yp  Ae3 x  3 Axe3 x yp  3 Ae3 x  3 Ae3 x  9 Axe3 x
2
dx dx
Such that e m x is in the solution of corresponding homogeneous Substituting in the equation it gives
equation and then taking y p  Aem x will reduce reduces equation to 3 Ae3 x  3 Ae3 x  9 Axe3 x  2  Ae3 x  3 Axe3 x   3 Axe3 x  2e3 x
zero i.e. A = 0
3 Ae3x  3 Ae3x  9 Axe3x  2 Ae3x  6 Axe3x  3 Axe3x  2e3x
Example
If given a differential equation 1
d2y dy 4A  2  A
2
 2  3 y  2e3 x 2
dx dx 1
 y p  xe3 x
2
The auxiliary equation is
m 2  2m  3  0 General solution of is
 m  1 m  3  0 1
y  yh  y p  C1 e3 x  C2 e x  xe3 x
 m1  3 and m2  1 2
The general solution is yh  C1 e3 x  C2 e x
Example 1
If we let y p  Ae3x , d2y
Solve the equation  4 y  8x2
y p  Ae3 x  yp  3 Ae3 x yp  9 Ae3 x dx 2

Substituting in the equation it gives Solution

9 Ae3 x  2  3 Ae3 x   3 Ae3 x  2e3 x For yh The auxiliary equation is
m2  4  0  m   2i
0 A  2e3 x
This is an impossible solution. The general solution is yh  C1 cos 2 x  C2 sin 2 x

31
For y p choose yh  K2 x 2  K1 x  k0 For y p in case of double root we choose A x 2e x
yh  2 K 2 x  K1 For the polynomial K1 x  K0
yh  2 K 2  y p  A x 2e x  K1 x  K0
yp  2 Axe x  Ax 2 e x  K1
Substituting in equation we get
2 K 2  4  k0 x 2  K1 x  K 0   8 x 2 yh  2 Ae x  2 Axe x  2 Axe x  Ax 2 e x

4k0 x 2  4 K1 x  2 K 2  4 K 0   8 x 2 Substituting in equation we get

Comparing coefficients 2 Ae x  4 Axe x  Ax 2 e x  2  2 Axe x  Ax 2 e x  K1   A x 2e x  K1x  K 0  e x  x
 4K2  8  K2  2
2 Ax 2 e x  Ax 2 e x  A x 2e x  4 Axe x  4 Axe x  2 Ae x  K1x  2K1  K 0  e x  x
4 K1  0  K1  0
2K2  4K0  8 4 K 0  4 K 0  1
 y p  2 x2  1 2 Ae x  K1 x  2K1  K0  e x  x
y  C1 cos 2 x  C2 sin 2 x  2 x 2  1 Comparing coefficients
1
 2A  1 A
Example 2 2
Solve the initial value problem K1  1
y  2 y  y  e x  x y  0  1 y  0   0  2 K1  K 0  8 K 0  2 K1 K 0  2
1
Solution  y p  x 2e x  x  2
2
For yh The auxiliary equation is 1
y  C1 e x  C2 x e x  x 2e x  x  2
m  2m  1  0   m  1  0
2 2
2
m 1 1
Now y  C1 e x  C2 e x  C2 x e x  xe x  x 2e x  1
2
The general solution is yh  C1 e x  C2 x e x y  0   C1  2  1  C1  1
y  0  C1  C2  1  C2  1  C1  0

32
 1 2 x
 y  e x  x e x2 METHOD OF VARIATION OF PARAMETER
2
The method of variation of parameter is a method for finding
Example 3 particular solution nth order non – homogeneous linear differential
equation
Solve y  3 y  2 y  e x
Consider a second order differential equation
d2y dy
Solution a2  x  2  a1  x   a0  x  y  Q  x  (1)
y  C1 e x  C2 e2 x  xe x dx dx
Let y1 and y2 be two independent solutions of the corresponding
homogeneous equation
d2y dy
a2  x  2  a1  x   a0  x  y  0 (2)
Example 4 dx dx
Solve y  2 y  5 y  16e x  sin 2 x
Whose solution is yh  C1 y1  C2 y2
Solution
In variation of parameter the arbitrary constants C1 and C2 are
4 1
y  e x  C1 cos 2 x  C2 sin 2 x   2e x  cos 2 x  sin 2 x replace by functions V1 and V2 which are to be determined such that
17 17 V1  x  y1  V2  x  y2 (3)
(3) is a solution of (2)
Exercise
We assume a solution of the form
Find the general solution
y p  V1  x  y1  V2  x  y2 (4)
y  y  3x2
y  y  2 y  e x  x yp  V1 x  y1  V1  x  y1  V2  x  y2  V2  x  y2 (5)
y  2 y  5 y  5x 2  4 x  2
y  9 y  cos3x We impose a second condition we simplify yp by demanding that
y  2 y  y  2e x V1 x  y1  V2  x  y2  0 (6)
yp  V1  x  y1  V2  x  y2 (7)
33
yp  V1 x  y1  V1  x  y1 V2  x  y2  V2  x  y2 (8) 0 y2 0 y2
Q  x Q  x
y2 y2
Substituting (4), (7) and (8) in (1) a2  x  a2  x 
a2  x  V1 x  y1  V1  x  y1 V2  x  y2  V2  x  y2 V1 x   and V2  x  
y1 y2 y1 y2
 a1 V1  x  y1  V2  x  y2  (9) y1 y2 y1 y2
 a0  x  V1  x  y1  V2  x  y2   Q  x 
Or Then obtain the function V1  x  and V2  x 
V1  x   a2  x  y1 a1  x  y1  a0  x  y1 
Example 1
 V2  x   a2  x  y'2  a1  x  y2  a0  x  y2  (10) Solve the differential equation
 a2  x  V1 x  y  V2  x  y2   Q  x  d2y dy
 5  6 y  ex
2
dx dx
Since y1 and y2 are solutions of the equation (2), (10) becomes Solution
Q  x
V1 x  y  V2  x  y2  d2y dy
5  6y  0  m2  5m  6  0
a2  x  For yh dx 2
dx
Therefore the two imposed conditions require that the function V1  x  m1  2 m2  3
and V2  x  be chosen such that the system of equation
 yh  C1 e2 x  C2e3 x
V1 x  y1  V2  x  y2  0
We assume
Q  x y p  V1 e2 x  V2e3 x
V1 x  y  V2  x  y2 
a2  x  The system of equations
Solve the system of equations using Crammers rule
V1 x  y1  V2  x  y2  0
Q  x
V1 x  y1  V2  x  y2 
a2  x 

34
 1 
From the solution of homogeneous equation  y p    e  x  C3  e 2 x   e 2 x  C4  e3 x
2 
y1  e2 x and y2  e3 x y1  2e2 x and y2  3e3 x
1
Substituting in the system of equations   e x  e x  C3e 2 x  C4e3 x
2
3
V1 x  e2 x  V2  x  e3 x  0   e x  C3e 2 x  C4e3 x
2

2V1 x  e2 x  3V2  x  e3 x  e x 3
y  yh  y p  C1e 2 x  C2e3 x  e x  C3e 2 x  C4e3 x
On solving the equation 2
3
0 e3 x  Ae2 x  Be3 x  e x
2
ex 3e3 x e4 x
V1 x     e x
e2 x e3 x 3e5 x  2e5 x Where A  C1  C3 and B  C2  C4
2e2 x 3e3 x
Example 2
Solve the equation
V1  x    e x dx   e x  C3
d2y
e 2x
0  y  tan x
dx 2
2e2 x ex e3 x
V2  x     e 2 x
e2 x e3 x 3e5 x  2e5 x Solution: The auxiliary equation is m2  1  0 thus the roots are
2e2 x 3e3 x 1  the solution to homogeneous equation is

1 yh  C2 cos x  C2 sin x
V2  x    e 2 x
dx   e x  C4
2
Assume y p  V1 ( x)sin( x)  V2 ( x) cos x..................(a)

35
Where V1 ( x) and V2 ( x) as above are chosen such that The general solution is

V1( x)sin( x)  V2( x) cos x  0 y  yh  y p  A sin x  B cos x  cos x ln sec x  tan x

V1( x) cos( x)  V2( x)sin x  tan x Where A  C1  C3 and b  C2  C4

Which on solving gives EXERCISE

0 cos x 1. Find the general solution of each of the following using method
tan x sin x of variation of parameter:
v1( x)    cos x tan x  sin x
sin x cos x
cos x  sin x d2y
a)  y  cot x
dx 2
sin x 0
d2y dy
cos x tan x b)  4  5 y  e2 x sec x
v2 ( x)   sin x tan x   sin x tan ax  cos x  sin x dx 2
dx
1

d2y dy e3 x
Thus v1 ( x)   sin x dx   cos x  C3 c)  6  9y  3
dx 2 dx x

v2 ( x)   ( cos sec x)dx  sin x  ln(sec x  tan x1  C4 ) d2y dy 1

d)  3  2y 
dx 2
dx 1  e2 x
 y p  ( cos x  c3 )sin x  (sin x  ln sec x  tan x) cos x
 C3 sin x  C4 cos x  cos x ln sec x  tan x

36
 DIFFERENTIAL OPERATORS 2. In this case D n D n 1 … D does not represent quantities to be
Let r be an n-times differentiable function of independent variable t, multiplied by x but indicate operations (differentiation) to be
then the operation of differentiation with respect r is denoted by D carried on the function x.
d Definition: a0 D n  a1 D n1  ............  an1 D  an where
i.e. D  , D is known as the differential operator. The derivative
dt i  1, 2...............n are constants is known as a linear differential
2
dx dx d x operator of order n with constant coefficients
is denoted by Dx i.e. Dx  likewise D 2 x  2 and the P th
dt dt dt
d px e.g 3D2  4D  6 is a linear operator of order 2 with constant
derivative of x with respect to t is denoted by D p x  p . (p=1 2 coefficients.
dt
…….)
d 2x
NB.  3D  4 D  6  x  3 2  4  6 x
2 dx
This operator notation can be extended to dt dt

dx d nx d mx Example
(D  C)x   cx And (aD  bD  c) x  a n  m  cx
n m

Solve  D2  4D  3 y  7 x 2  4 y  0  6 y  0   8
dt dt dt

Solution
Note
The auxiliary equation is m2  4m  3  0 m  1 and m  3
1. In this notation the general linear differential expression with
constant coefficients a0 a1 ….. an  yh  C1e x  C2e3 x

 y p  K2 x 2  K1 x  K0  yp  2K2 x  K1 and yp  2 K 2

n n 1
d x d x dx
a0 n
 a1 n1  ......  an1  an x is written as
dt dt dt Substituting in equation

(a0 D n  a1D n1  ........  an1D  an ) x

37
 2 K 2  8K 2 x  4 K1  3K 2 x 2  3K1 x  3K 0  7 x 2  4
INVERSE DIFFERENTIAL OPERATOR
3K 2 x 2   3K1  8K 2  x   2 K 2  4 K1  3K 0   7 x 2  4
A particular integral of a linear differential equation F  D  y  Q  x 
1
Comparing coefficients with constant coefficient is given by y  Q  x
F  D
7
 3K 2  7  K2  Consider an exponential function
3 y  ea x Dy  aea x D2 y  a 2ea x ...............Dr y  a r ea x
8 7 56 F  D  ea x  F  a  ea x Da
3K1  8K 2  0  K1   
3 3 9
1 1
Hence y  ea x  ea x
112 76 F  D F a
2 K1  4 K 2  3K0  4  K0  4  
9 9 Example 1
Solve  D2  3D  2  y  e3 x
7 2 56 76
 yp  x  x
3 9 9
Solution
7 56 76 The auxiliary equation is m2  3m  2  0 m  1 and m  2
 y  C1e x  C2e3 x  x 2  x 
3 9 9
 yh  C1e x  C2e2 x
Exercise
Da 3
Solve
1 1
Hence y p  e3 x 
a) D 2
 2D  7  y  5e 4x
 D  1 D  2   3  1 3  2 
e3 x

b) D 2
 2D  8 y  4  e2 x  e3 x  1
 y p  e3 x
2
c) D 2
 5D  14  y  16 x  20e x
38
 1 1 1
 y  C1e x  C2e2 x  e3 x Hence y  cos  ax  b   cos  ax  b 
2 F D 
2
F  a 2 

Example 2
Solve  D2  2D  7  y  5e4 x
Example 1
Solve  D2  3D  4  y  sin 2 x
Solution:
5
 y  C1e2 x  C2e5 x  e4 x Solution
6 The auxiliary equation is m2  3m  4  0 m  1 and m  4

 yh  C1e x  C2e4 x

Example 3 D2  a 2  4 Hence
Solve  D2  5D  6  y  2  e x  e2 x 
1
yp  sin 2 x
Solution:  D  1 D  4 
 y  C1e2 x  C2e3 x  2e x 
1 2 x
e

 D  1 D  4  sin 2 x
10
D 2
 1 D 2  16 
CASE 2
For trigonometric functions
y  cos  ax  b  Dy  a sin  ax  b  D2 y  a 2 cos  ax  b 
D 2 y  a 2 y  D 2  a 2

39
 D 2  3D  4 1
 yp  sin 3 x
 D  4
sin 2 x
 4  1 4  16  2


D 2
 3D  4  sin 2 x 
1
sin 3 x
20 9  4
D  sin 2 x   3D  sin 2 x   4sin 2 x
2

1
sin 3 x  yp 
1
sin 3 x
 5 5
20
4sin 2 x  6 cos 2 x  4sin 2 x

20  y  C1 cos 2 x  C2 sin 2 x
1
 y p    4sin 2 x  3cos 2 x 
50 Example 3
Find particular integral of  D3  1 y  cos  2 x  1
1
 y  C1e x  C2e4 x   4sin 2 x  3cos 2 x  1
50 yp  cos  2 x  1
Example 2 D  D2   1
Solution:
Solve  D2  4  y  cos3x 1
 y p  cos  2 x  1  8sin  2 x  1 
65
Solution
The auxiliary equation is m2  4  0 m   2i For a polynomial

 yh  C1 cos 2 x  C2 sin 2 x When Q  x   an x n  an1 x n1  ............a1 x1  a0

1
D2  a 2  9 Hence yp  Q  x
F  D
  F  D  Q  x 
1

40
We expand this binomial up to the term raised to power n then 1 3 3
operate on the function tem by term.  y p    x2  x  
4 4 8
1 3 3
Example 1  yh  C1e2 x  C2e2 x  x 2  x 
Solve  D2  4  y  x 2  3x  1
4 4 8

Solution
The auxiliary equation is m2  4  0 m  2
Example 2
 yh  C1e2 x  C2e2 x Solve  D2  2D  3 y  x 2  1

Q  x    F  D  Q  x 
1 1
yp  Solution
F  D The auxiliary equation is m2  2m  3  0 m  1 and m  3
 yp  2
1
D 4
 x 2  3x  1
 yh  C1e x  C2e3 x

y p   D2  4 x  3x  1 Q  x    F  D  Q  x 
1 1 1
y
2

F  D
1
 D2 
  x  3x  1
1 1
 4 1  Q  x
2
y 2
 4  D  2D  3
 D2 
 41 1   .......  x 2  3x  1
y   D 2  2 D  3 x  1
1 2
 4 
D 2  x 2  3x  1 
1
1 2  2 1 
 3 1   D  D 2    x 2  1
   x  3x  1 
1

4

4   3 3 
1  2 
2
1 2 2 1 2
1 2
   x 2  3x  1    1   D  D    D  D   ...   x 2  1
4 4 3   3 3  3 3  


41
 1 2 
 1  D  D 2  D 2   x 2  1
1 4 Exercise
3 3 Find particular integral
3 9 
a)  D2  1 y  e x
1 2 1 
 1  D  D 2   x 2  1 b)  D  D  1 y  e  3e  5
2 3x 2 x

3 3 9 
1 
c)  D  4 y  sin 2x
2

   x 2  1  D  x 2  1  D 2  x 2  1 
2 1
3 3 9  d)  D  5D  6  y  x
2 2

1 
   x 2  1   2 x    2  
2 1 e)  D  2 y  sin x
2

3 3 9  f)  2 D  2 D  3 y  x  2 x  1
2 2

1 1 4 2
 x2   x 
3 3 9 27
1 4 11 EQUATION WITH VARIABLE COEFFICIENTS
 y  C1e x  C2e3 x  x 2  x 
3 9 27 In the case of differential equation with variable coefficients there is
no general method for solving them unless the equation is of special
Example 3
Solve  D2  1 y  x 2 kind e.g. Euler type of differential equation. In others the method of
Solution: approximations e.g. power series e.t.c are applied.
 y  C1e x  C2e x  x 2  2
The Euler type of equation are in the form.
n n 1
n d y n 1 d y dy
K n  ax  b  n
 K n 1  ax  b  n 1
 ...................  K1  ax  b   K 0 y  Q  x 
Example 4 dx dx dx
Solve  D2  2  y  2 x  1
Where Kn Kn1...................K0 are constants
This equation can be reduced to a linear differential equation with
Solution:
1 constant coefficients by putting ax  b  et or t  ln  ax  b 
 y  C1e 2x
 C2e 2x
x
2
Theorem
42
 The transformation ax  b  et reduces the equation the second order Note
differential equation a) This result can be generalized to a n th order differential
2
2 d y dy equation.
K 2  ax  b   K1  ax  b   K 0 y  Q  x  ........................... (A)
b) The leading coefficients K n  ax  b  in (A) is zero for
2 n
dx dx
to a linear equation with constant coefficients. ax  b  0 thus the theorem does not include ax  b  0
c) In the above prove assumption is that  ax  b   0 . If
Proof:
Let ax  b  et  t  ln  ax  b   ax  b   0 the substitution  ax  b   et is the correct
dt a one. In general unless stated we assume  ax  b   0 in order
  a et
dx ax  b to obtain a general solution of Cauchy Euler equation.
dy dy dt dy
    a et (a) Example 1:
dx dt dx dt
d y d  t dy  d  t dy  dt
2 d2y dy
 ae  ae Obtain the general solution of x 2  2 x  2 y  x3
dx 2 dx  dt  dt  dt  dx
2
dx dt
Solution: This equation is Euler’s equation with n  2 assuming
 d2y dy 
  a et 2  a et  a et x  0 let x  et thus t  ln x
 dt dt  dy dy
  et
2 2 t  d y dy 
2
dx dt
a e  2   (b)
2 t  d y dy 
2 2
 dt dt  d y
e  2  
Substituting (a) and (b) in (A) dt  dx dt 
 d 2 y dy  dy d2y
 K0 y  F t 
dy
K 2e2t a 2 e2t  2    K1et a et Substituting in the equation we have  3  2 y  e3t (since
 
2
dt dt dt dt dt
d2y dy x  et )
A1 2  A2  K0 y  F  t  ............................................ (B) The auxiliary equation is m2  3m  2  0 whose roots are m  2 and
dt dt
Where A1  K 2 a 2 and A2  K1a  K2 a 2 m 1
 yh  c1e2t  c2et
Equation (B) is a second order linear differential equation with
constant coefficients.
43
To find y p let y p  Ae3t  yp  3 Ae3t yp  9 Ae3t thus substituting To find y p let
1 1 y p  At cos t  Bt sin t
in the equation we have A  thus y p  e3t the general solution
2 2 yp  A cos t  At sin t  B sin t  Bt cos t
1
is y  c1e  c2e  e3t
2t t
yp   A sin t  A sin t  At cos t  B cos t  B cos t  Bt sin t
2
t
Replacing e by, x we have the general solution as yp  2 A sin t  At cos t  2 B cos t  Bt sin t
1 Substituting in the equation
y  c1 x 2  c2 x  x3 2 A sin t  At cos t  2 B cos t  Bt sin t  2 A sin t  At cos t  Bt sin t  2sin t
2

Example 2:  2 At sin t  2 Bt cos t   2sin t

Obtain the general solution of
2
2 d y dy
 x  1 2  2  x  1  2 y  2sin sin  x  1
dx dt  2 A  2  A  1
x  1  e thus t  ln  x  1
t
a 1 b 1 2B  0 B0

dy
 aet
dy
 et
dy y p  t cos t
dx dt dt
2
d y  d y dy 
2
 d 2 y dy  Solution is  y  C1 cos t  C2 sin t  t cos t
 a 2 e 2t  2    e 2t  2  
dt  dx dt   dx dt  Replacing t by ln  x  1 , we have the general solution as
 y  C1 cos ln  x  1  C2 sin ln  x  1   ln  x  1  cos ln  x  1
Substituting in the equation we have
d2y
 y  2sin t
dt 2
Find the general solution
The auxiliary equation is m2  1  0 whose roots are m   i 2
2 d y dy
 yh  C1 cos t  C2 sin t x 2
 5 x  8 y  4ln x
dx dx
Solution
1 3
y  c1 x 2  c2 x 4  ln x 
2 8

44
EXERCISE F  L  f  t  s G  L  g  t  s Or H  L h  t   s
1. Find the general solution
Example
d2y dy
a) x 2
2
 x  4y  0 Find the Laplace transform of
dx dx (i) a (ii) e a t (iii) cosbt (iv) sin bt (v) t
2
2 d y dy
b) 1  2 x   1  2 x   2 y  ln 1  2 x 
at
(vi) t e
2
dx dx

d2y dy Solution
c) 3x 2  4x  3 y  0
dx 2
dx i. f  t   1 when t  0

2. Solve the initial value problems L  f  t    L  a    e  s t  a dt
d2y dy 0
a) x 2 2  2 x  10 y  0 y(1)  5 y1  4 
dx dx  a 
2    e s t 
d y dy
b) x 2 2  5 x  3 y  0 y(1)  1 y1  5  s 0
dx dx a

s
THE LAPLACE TRANSFORM
ii. f  t   eat when t  0
Suppose f  t  is defined for t  0
The Laplace transform L  f  t   of f  t  is a function defined by

L  f  t   s   e st f  t  dt
0

For all s such this improper integral converges

We use t as the independent variable of a function defined by a
lower case letter such as f, g, or h.
The Laplace transform of such function is denoted by

45
 
 b2    s t 1 st
L  f  t    L e at    e  s t  e at dt 1  2   e cos bt dt   e  cos bt  sin bt 
0  s 0 s
 
 s 2  b2    s t  1 st 
  e  s  a  t dt    e cos bt dt    e  cos bt  sin bt  
 s 0
2
0  s 0
 
 1  s t  1  s2 
 0
st
e  e cos bt dt   
s a 0 s  s 2  b2 


1 1  s2 
sa   2 
s  s  b2 

iii. f  t   cos bt when t  0

s
  L  cos bt  
L  f  t    L  cos bt    e st  cos bt dt s  b2
2

0
b
Using integration by parts L sin bt  
u  cos bt dv  e st s  b2
2

1
du  b sin bt v   e st a
s L  at  
s2
  1
1 b L t eat  
 e  st
 cos bt dt   e  st cos bt   e  st  sin bt dt s  a
2

0
s s0
b  1  st 

1  st b  st
  e cos bt    e sin bt   e cos bt dt 
s s s s0  LINEARITY
1  st b  st b 2  st
 if L  f  t   and L  g  t   are defined for s  a and  and  are
  e cos bt  2 e sin bt  2  e cos bt dt
s s s 0 any number then
L  f   g   s    L  f    L  g 

46
Proof  4 7
 iv. L1     4e5t  7
L  f   g    e  st  f   g  dt s 5 s 
0
 
e  st
f  t  dt    e  st g  t  dt  1 
2. Evaluate L1  2
0 0
 s  4 
  L  f  t     L  g  t   1 1 A B
  
s  4  s  2  s  2  s  2 s  2
2

INVERSE LAPLACE TRANSFORM

The Laplace transform of a function is unique for continuous 1 A  s  2  B  s  2
functions 1
s  2  1  4 A A  
If L  F  t    F  s  4
1
Then s2 1  4B A 
4
L1  F  t   f  t  and we call f  t  the inverse Laplace transform.
 1  1  1  1 1  1 
L1  2    L1   L  
Examples s  4 4  s2 4  s2
1. Evaluate 1 1
  e2t  e2t
 1  3t 4 4
i. L1  e
 s  3  Find the inverse Laplace transform of
 3s  7 
L1  2
 2   s  9 
ii. L1  2  sin 2t
 s  4 
3s  7 A B
 1  3t  
iii. L1  e s 9 s 3 s 3
 s  3 
2

3s  7  A  s  3  B  s  3

47
 2 1 Proof
s3  9  7  6A A    
6 3
L  f   t     e  st  f   t  dt
16 8
s  3  9  7  6 B A    0
6 3 

 e  st
f  t     s e  st  f  t  dt
0
 3s  7  1 1  1  8 1  1  0
L1  2  L   L  
 s  4  3  s  3  3  s  3 

  f  0   s  e  st  f  t  dt
1 8
 e3t  e3t
0

3 3   f  0   s L  f  t  

 2s  5   2s  1  15 
L1  2   L1  2 L  2  L  f   t   s L  f  t   f  0 
 s  25   s  25   s  25 
LAPLACE TRANSFORM OF HIGHER DERIVATIVE
 2 cos 5 x  3sin 5 x Suppose f f  f  f ................... f  n1 are continuous on  0,   and
that f n is piecewise continuous on  0, k  for every positive
number k
LAPLACE TRANSFORM OF DERIVATIVES Then
Suppose that f  t  is continuous for all t  0 , the Laplace transform L  f  n  s   s n f  0   s n1 f   0   s n2 f   0   s n3 f   0  '.......  s f n2  0   s f n
of the derivative f   t  exist and is given by
For case n=1
L  f   t   s f  t   f  0  L  f   t   s F  s   f  0 
But F  s    f  t 
 L  f   t   s L  f  t   f  0 

48
For case n=2 1 s A B
 
L  f   t   s 2 F  s   s f  0   s 0 f   0  s  s  4 s s  4
1  s  A  s  4   Bs
 L  f   t   s 2 L  f  t   s f  0   f   0  1
If s = 0 1  4 A  A
4
For case n=3 5
S=4 5  4B  A
L  f   t   s3 L  f  t   s 2 f  0  s f   0  f   0  4
1 5
And so on.  L  y  
We consider second order differential equations only. 4s 4  s  4 

Example 1
1 1  5  1 
Solve the initial value problem  y   L1    L1  
y  t   4 y  t   1 y  0  1 4 s 4   s  4 
1 5
y    e 4t
Solution 4 4
 e  1
Using Laplace transform 1 4t
 y
L  y  t   4L  y  t   L 1 4
 L  y  s L  y   y  0  s L  y   1
Example 2
1
s L  y 1  4 L  y  Solve the initial value problem
s y  2 y  e2t y  0  3
1
L  y  s  4  1 
s Solution
1 1 s Using Laplace transform
L  y  s  4   1 
s s L  y  2L  y   L e2t 
1 s  L  y  s L  y   y  0  s L  y   3
L  y 
s  s  4

49
s L  y   3  2 L  y   L e 2t  Example 3
Use Laplace transform to solve the initial value problem
1
L  y  s  2  3  y  3 y  12 y  0  6
s2
1 3s  7
L  y  s  2  3 Solution
s2 s2
y  4  2e3t
3s  7
L  y 
 s  2
2

Example 4
3s  7 A B Solve y  4 y  1 y  0   3
 
 s  2 s  2  s  2 2
2

3s  7  A  s  2   B Solution:
y  1  13e4t 
1
S=-2. 1 B  B 1
4
s=0 7  2 A  B  A3
3 1
 L  y  
s  2  s  2 2 Example 5
y  y  t y  0  1 y  0   0
 3  1  1  Solution
 y  3L1  L  2
 s  2 
Using Laplace transform
  s  2   L  y  L  y   L t 
y  3e2t  te 2t
L  y  s 2 L  y   s y  0  y  0  s 2 L  y   s

 y   3  t  e2t

50
s 2 L  y   s  L  y   L  0 12  4s
 L  y 
 s  3
2
 s 2  1 L  y   s  0
 s 2  1 L  y   s 4 3  s 
12  4s 4
 
L  y 
s  s  3  s  3 s3
2 2

s 1 2
4
 L  y 
s3
 1 
y  L1  2 
 s  1  1 
 y  4 L1 
 y  sin t  s  3 
y  4e3t
Example 6
Solve the initial value problem
y  6 y  9 y  0 y  0  4 y  0   12 Example 7
Solve y  4 y  3 y  et y  0  0 y  0   2
Solution
Using Laplace transform Solution:
L  y  6L  y  9L  y   L 0 1 3 7
y  et  et  e3t
L  y  s L  y   y  0  s L  y   4 8 4 8
L  y  s 2 L  y   s y  0  y  0   s 2 L  y   4s  12
Exercise
s 2 L  y   4s  12  6s L  y   24  9 L  y   L 0 a) y  2 y  1  t y  0  4
 s 2  6s  9 L  y   4s  12  0 b) y  4 y  4 y  0 y  0  3 y  0   4
 s 2  6s  9 L  y   12  4s c) y  y  t y  0  1 y  0   0
d) y  y  1  x y  0  3
51
 e) y  y  2e x y  0  2 y  0   2 (1)
f) y  11y  24 y  0 y  0  1 y  0   4

We restrict ourselves to a system of this type with a constant

SYSTEMS OF DIFFERENTIAL EQUATIONS coefficient e.g.
A general 1st order system is given by
dx dx dy
 f1  t1 x1 x2 ...............xn  2  3  2x  y  t 2
dt dt dt
(2)
dx dx dy
 f 2  t1 x1 x2 ...............xn   2  3 x  4 y  et
dt dt dt
.
.
. Definition: The ordered pair of real functions ( f , g ) is said to be a
dx solution of (1) if x  f (t ) , y  g (t ) simultaneously satisfy both
 f n  t1 x1 x2 ...............xn 
dt equations of system (1) on same real interval a  t  b

e.g Example 1
dx1
 2 x1  x2  t 2 Solve the system:
dt
dx2
 3x1  4 x2  sin t 2
dx dy
  2 x  4 y  et
dt dt dt
dx dy
A general type of linear system of two first order differential   e 4t
dt dt
equations in two unknown functions x and y is of the form.
Solution
dx dy
a1 (t )  a2 (t )  a3 (t ) x  a4 (t ) y  f1 (t )
dt dt Introducing the differential operator notation we have
dx dy
b1 (t )  b2 (t )  b3 (t ) x  b4 (t ) y  f 2 (t ) 52
dt dt
( D  2) x  ( D  4) y  et 1
x  et  C
2
Dx  Dy  e4t
Similarly to solve for y apply D and D  2 to the first and second
To solve for x multiply the first equation with D and the second equations respectively
with  D  4  to have
D( D  2) x  D( D  4) y  Det ............................................. (i)
D( D  2) x  D( D  4) y  Det ............................................. (i)
D  D  2 x  D  D  2  y   D  2  e4t ................................ (ii)
D  D  4 x  D  D  4  y   D  4  e4t ................................ (ii)
Subtracting the resulting equations we have
Adding (ii) and (ii) we have  D  D  4   D  D  2  y  Det   D  2  e4t
 D  D  2   D  D  4  x  Det   D  4  e4t
Or
Or  D2  4D  D2  2D  x  Det  De4t  2e4t
 D2  2D  D2  4D  x  Det  De4t  4e4t
2Dy  et  4e4t  2e4t
2Dx  et  4e4t  4e4t Or
Or dy
2  et  2e4t
dx dt
2  et
dt Which on solving yields
Which on solving yields 1 1
y   et  e 4 t  C
2 4

53
 (8D 2  16D  24) x  2  8t  0

Example 2 finally
Solve the system: 1
( D 2  2 D  3) x  t 
dx dy 4
2  2  3x  t
dt dt Or
dx dy
2  2  3x  8 y  2
dt dt d 2x dx 1
2
 2  3x  t 
dt dt 4
Solution
Which on solving yields
Introducing the differential operator notation we have
1 11
(2D  3) x  2Dy  t xh  c1et  c2e3t and x p   t 
3 36
(2D  3) x  (2D  8) y  2 1 11
Thus the general solution is x  c1e t  c2e3t  t 
To eliminate y multiply the first equation with (2D  8) and the 3 36
second wiht 2D to have Similarly to solve for y apply 2D  3 and 2D  3 to the first and
second equations respectively
(2D  8)(2D  3) x  2D(2D  8) y  (2D  8)t ................................ (i)
(2D  3)(2D  3) x  2D(2D  3) y  (2D  3)t .....................................
2D(2D  3) x  2D(2D  8) y  2D(2) ............................................ (ii)
........ (i)
Adding (ii) and (ii) we have
 2D  3 (2D  3) x   2D  3 (2D  8) y   2D  3 (2) ........................
[(2D  8)(2D  3)  2D(2D  3)]x  (2D  8)t  2D(2) ....... (ii)

Or Subtracting the resulting equations we have

54
[2D(2D  3)  (2 D  8)(2 D  3)] y  (2 D  3)t   2 D  3 (2) Solution:
5
x  c1e 6t
 c2e 6t
 2t 
3 6
D 2 y  2 Dy  3 y  t 1 5 1
8 y  c1e 6t
 c2e 6t
 t
6 3
Which on solving yields Exercise
1 5
y p  t  and yc  c1et  c2e3t Q1: Find the general solution for each of the following linear system
8 12
dx dy
1
Thus the general solution is y  c1et  c2e3t  t 
5 i.   2 x  4 y  et
8 12 dt dt

Therefore the general solution of the system dx dy

  e4t
dt dt
1 11
x  c1e t  c2e3t  t 
3 36 dx dy
ii.   x  3 y  3t
dt dt
1 5
y  c1et  c2e3t  t 
8 12 dx dy
 2  2x  3 y  1
dt dt
Example 3
dx dy dx dy
  x  6 y  3t iii.   x  6 y  3t
dt dt dt dt
Solve
dx dy
 2  2x  6 y  t
dt dt dx dy
 2  2x  6 y  t
dt dt

55
56
POWER SERIES SOLUTION OF LINEAR O.D.E d 2 y a1  x  dy a0  x 
  y0
In this case the solution of the linear equation is obtained in infinite dx 2 a2  x  dx a2  x 
series form about a certain part.
(2)
Where a2  x   0
BASIC CONCEPTS This is called, normalized form of the equation
1. A power series in power of ( x  x0 ) is an expression of the form a  x a  x
Let P1  x   1 and P2  x   0
a2  x  a2  x 

a0  a1 ( x  x0 )1  a2 ( x  x0 )2  ...........  an ( x  x0 )   an ( x  x0 ) n Then equation (2) becomes
n 0 d2y dy
2. f  x  is said to be analytic at a point x  x0 if the Taylor series 2
 P1  x   P2  x  y  0
dx dx
about x  x0 exists and converges to f  x  in any interval
containing x0 i.e. The function is single valued and possesses
derivatives of all orders at that point.

A rational function is analytic everywhere except at values of x at

which denominator is equal to zero
Eg
1
The function 2 is analytic except at x  1 and x  2
x  3x  2
Consider a second order homogeneous difference equation of the
form
d2y dy
a2  x  2  a1  x   a0  x  y  0
dx dx
(1)
This may be written as

57
ORDINARY POINTS d2y x dy 1
A point x  x0 is said to be an ordinary if both P1  x  and P2  x  are   y0
dx 2
x  1 dx x  x  1
analytic at x  x0
x 1
P1  x   and P2  x  
Example x 1 x  x  1
d2y
  x3  4  y  0 P1  x  is analytic at all points except when x  1
dy
a) 2
 x2
dx dx
P2  x  is analytic at all points except when x  0 or 1
P1  x   x 2 and P2  x   x3  4  P1  x  and P2  x  are analytic The points x  0 and x  1 are singular point
everywhere therefore all points are ordinary points
REGULAR SINGULAR POINTS
d2y dy 1
x  y0 For any point x  x0 if both  x  x0  P1  x  and  x  x0  P2  x  are
2
b) 2
dx dx x
analytic at x  x0 .then x0 is said to be a regular singular points
1 In the example 1 above for x  1
P1  x   x and P2  x    P1  x  is analytic at all points but
x
x
 x  x0  P1  x    x  1  x this is analytic
P2  x  is not analytic at x  0 therefore all points except x  0 are  x  1
ordinary points 1 x 1
 x  x0  P2  x    x  1

2 2
this is analytic at the point
x  x  1 x
 x  1 is a regular singular point.
SINGULAR POINTS
If either 1 or both P1  x  and P2  x  is not analytic at x  x0 . Then we
IRREGULAR SINGULAR POINT
say that they point x  x0 is a singular point of the differential Let x0 be a singular point if either  x  x0  P1  x  and
equation
 x  x0 P2  x  is not analytic at x  x0 then x0 is said to be an
2
Example 1
irregular singular point
In the example 1 above for x  0
58
 x x2 Example 3
 x  x0  P1  x    x  0   this is analytic
 x  1  x  1 Find the regular and irregular singular points of the differential
equations
1 x
 x  x0  P2  x    x  0  
2 2
4
this is analytic at the x  x  2  y   x  2  y  2 y  0
2
x  x  1  x  1 x
point
 x  0 is a regular singular point. Solution
Singular point x  0 and x  2
x  0 is an irregular point
Example 2 x  2 is a regular point
Find the regular and irregular singular points of the differential
equations
2 x3 y  xy   x  5 y  0 SOLUTION ABOUT AN ORDINARY POINT
Solution If x si an ordinary point of the differential equation
dny d n1 y dy
an  x  n  an1  x  n1  ................a1  x   a0  x  y  0
Normalized form of the equation
x
y  3 y 
 x  5 y  0 dx dx dx
2x 2 x3 The solution is given in powers of  x  x0  such a solution is
denoted by
P1  x  
x 1
 2 and P2  x  
 x  5 
y  c0  c1  x  x0   c2  x  x0   ..........................   cn  x  x0 
2 n

2x 3
2x 2 x3 n 0
(A)
Equation has singular points at x  0
x 1
 x  x0  P1  x   2  this is not analytic at x  0
2x 2x
x 5 x 5 Method of solution
 x  x0  P2  x   x 2 3 
2
this is not analytic at the point 
2x 2x y   cn  x  x0 
n
Let
 x  0 is an irregular singular point. n 0

59
 n  n  1 cn  4cn2   0
 
n2
y   n cn  x  x0  y   n  n  1 cn  x  x0 
n 1 n2
Then find
n 1 n2 4cn  2
Or cn  (B)
Substitute in the equation (A) , find the values of n  n  1
c0 , c1 , c2 .................cn then write out the solution
Equation (B) is a recurrence solution and is used to find cn for n  2
Example 1
Solve y  4 y  0 near the ordinary point x  0 4c0
For n  2 c2   2c0
2 1
Solution 4c0 2
For n  3 c3   c1
Let the solution be a power series of the form 3 2 3
  
y   cn x n y   n cn x n 1 and y   n  n  1 cn x n 2 4c2 2
For n  4 c4   c0
n 0 n 1 n2
4  3 3
4c3 2
Substituting in the given difference equation For n  5 c5   c1
  5  4  15
 n  n  1 cn xn2  4 cn xn  0 4c4 4
n2 n 0
For n  6 c6   c0
We now change the indexing so that the series has a general term 6  5 45
x n 2 by putting n  n  2 in the 2nd summation 4c5 4
For n  7 c7   c1
 
7  6  315
 n  n  1 c x
n2
n
n2
 4 cn2 x n2  0
n2 2 2 2 4 4
  y  c0  c1 x  c0 x 2  c1 x3  c0 x 4  c1 x5  c0 x 6  c1x 7 ................
 n  n  1 c x
n2
n
n2
 4cn 2 x n 2  0 3 3 15 15 315

 n  n  1 c
n2
n  4cn2 x n 2  0 Or
 2 4   2 2 4 7 
For the power series to vanish identically over any interval then each y  c0 1  2 x 2  x 4  x 6 ........   c1  x  x3  x5  x ........ 
coefficient over the series must be zero  3 15   3 15 315 

60
Example 2    

Use power series method to solve the different equation near the   n  2 n  1 c
n 0
n2 x n   n cn x n   cn 2 x n   cn x n  0
n 1 n2 n 0
(A)
ordinary point x  0
y  xy   x 2  2  y  0 In (A) power of x are the same but ranges of n in each of the
summaries are not the same.
Solution
Let the solution be a power series of the form
   Now writing (A) as
y   cn x n
y   n cn x n 1
and y   n  n  1 cn x n2

n 0 n 1 n2

  
2c2  6 xc3    n  2  n  1 cn  2 x n  c1 x   ncn x n   Cn 2 x n
Substituting in the given difference equation
  

 n  n  1 cn xn2  x n cn xn1   x2  2  cn xn  0 n2 n2 n2


 2C0  2C1 x  2 Cn x n  0
n2 n 1 n 0

n2
   

 n  n  1 c x
n2
n
n2
  n cn x  x
n 1
n 2
c x  c x
n 0
n
n

n 0
n
n
0

on combining like powers of x we have

   

 n  n  1 c x n
n2
  n cn x n   cn x n 2   cn x n  0 
2(C0  C2 )  (3C1  6C3 ) x   [(n  2)(n  1)Cn  2  (n  2)Cn  Cn 2 ]x n  0
n2 n 1 n 0 n 0

n2
We now change the indexing so that the series has a general term
x n by putting n  n  2 in the 1st summation

   

  n  2 n  1 cn2 xn   n cn xn   cn x n2   cn x n  0

n 0 n 1 n 0 n 0
for this to be valid for all x in the interval of convergence coefficient
of each power of x in left must be equal to zero i.e.
We now change the indexing so that the series has a general term
x n by putting n  n  2 in the 3rd summation
61
 2  c0  c2   0  c2  c0 similarly all even coefficients and odd coefficients can be expressed
1 interms of c0 and c1 respectively. Now substituting values of c2, c3,
 3c1  6c3   0  c3   c1
2 c4 and c5 interms of c0 and c1 in to the assumed we have

and 1
y  c0  c1 x  c0 x 2  c1 x 3  1 c0 x 4  3 x 5  ............
2 4 40
 n  2 n  1 cn2   n  2 cn  cn2  0
Or
Which gives the recurrence formula

  n  2  cn  cn2 
 4
 

1
2 40

y  c0 1  x 2  1 x 4  ...........  c1  x  x 3  3 x 5  ...............

 cn  2  for n  2
 n  2  n  1
which gives the solution of the differential equation.
for n = 2
The two series in brackets are the power series expansion of the two
1
4c2  c0    1  4c0  c0 
linearly independent solutions of the equation and c0, c1 are the
c4 
12 12 arbitrary constants. The given expression of y is the required general
1
 c0 solution in powers of x.
4

for n = 3

c5  
5c3  c1   3 c1
20 40
Example 3
Use power series method to solve the different equation near the
ordinary point x  0
62
1  x  y  6xy  4 y  0
2
x
d 2 y dy
  2y  0 y (1)  2 y(1)  4
dx 2 dx
Solution

 
y  c0 1  2 x 2  3x 4  4 x 6 ...........  c1  x  x3  x5  3x 7 ............... 
5 7
 3 3  SOLUTIONS ABOUT SINGULAR POINTS

THE METHOD OF FROBENIUS

Exercise THEOREM: If x0 is a singular point of the equation.

1. Find the power series solution of the initial value problem d2y dy
a0 ( x) 2  a1 ( x)  a2 ( x) y  0 then this equation has at
dx dx
d2y
x 2
 1
dx 2
dy
 3x  xy  0
dx
y  0  4 y(0)  6 least one non – trivial solution of the form.


2. Find the power series solutions in x of the following x  x0 r  cn ( x  x0 ) n where r is a definite real or complex
n 0
equations.
constant which can be determined and the solution is valid in the
d2y dy interval.
i  2
 6x  4 y  0
dx dx
2
d y dy 0  x  x0  R ( R  0) about x0 for instance x = 0 is
 ii  2
 2 x   2 x  3 y  0
dx dx
d2y dy
regular singular point of 2 x 2 2
 4 x  ( x  c)  0, thus this
3. Find the power series solution in powers of x – 1 of the initial dx dx

value problem

63
equation has at least one non – trivial solution of the form Then substitute (c) (d) and (e) in (a)


c x (3) Simplify the resulting expression to form

r n
x n valid in 0 < |n| <R about x = 0
n 0

METHOD OF FROBENIUS OUTLINE b0 ( x  x0 ) r k  b1 ( x  x0 ) r  k 1  ........  0 ……………(f)

(1) Suppose x 0 is a regular singular point of the equation
where k is a certain integer bi (i  01.....) are functions of r
d2y dy
a0 ( x) 2  a1 ( x)  a2 ( x) y  0 ………...(a) and certain functions of c n of solution (a)
dx dx
then we seek a solution valid in 0 | x  x0 | R and assume a
(4) For expression (f) to be valid k  b0  b1  ..................  0
solution of the form
 (5) Equating coefficients b0 to zero, i.e. the coefficient of the
y  ( x  x0 ) r  cn ( x  x0 ) n ………………………(b)
n 0
lowest power r  k of x  x0 give rise to a quadratic
equation in r known as the indicial equation of (a) whose two
where c0  0 . This solution can be written in the form roots are called exponents of (1) and are the only possible
values of constant r, in the assumed solution (1). Denoting
 the roots of the indicial equation by r1 and r2 .
y   cn ( x  x0 )n  r …..…..…………….(c) (6) Equating the coefficients to zero gives sets of conditions
n 0
involving r of which all c n s in the series must satisfy.
(2) Assume term-by-term differentiation is valid then
(7) Equating the coefficients to zero gives sets of conditions
involving r of which all c n s in the series must satisfy.
dy 
  cn (n  r )( x  x0 )n  r 1 ………….(d)
dx n0
(8) Substitute root r1 for r into conditions obtained in (6) and
choose c n to satisfy this condition so chosen c n give rise to a
d2y 
and   cn (n  r )(n  r  1)( x  x0 )n r 2 …..(e) series with r  r1 which is a solution of desired form.
dx 2 n0

64
N/B if r1 and r2 are real and unequal, then r1 is the larger of the two. dy 
  cn (n  r ) x n  r 1 and
(9) If r1  r2 step (f) may be repeated using r  r2 which gives rise dx n 0
to a second desired solution in the case where r2 and r1 are d2y 
real and unequal the second solution may not be linearly  
dx 2 n0
cn ( n  r )( n  r  1) x nr 2
(2)
independent to the one obtained at step (f).

Substituting in the differential equations we have

Example:
  

Use the method of Frobenius to find the solutions of the 2 x 2  (n  r )(n  r  1)cn x n r 2  x (n  r )cn x n r 1  ( x  5) cn x n r  0
n 0 n 0 n 0
difference equation

d2y dy    
2 x2 2
 x  ( x  5) y  0 in some interval 0  x  R 2 (n  r )(n  r  1)cn x n r   (n  r )cn x n r   cn x n r 1  5 cn x n r  0
dx dx n 0 n 0 n 0 n 0

Solution:
Change the indexing in the 3rd summation by putting
x  0 is a regular singular point of the given equation and since
n  n  1and simplifying yields
the solution is required for the interval 0  x  R the n assume a
solution of the form:  

[2(n  r )(n  r  1)  (n  r )  5]cn xnr   cn1x nr  0

n 0 n 1

y c n 0
n x nr
(1)
or ( Evaluating the summation in 1st term by using
c0  0
n 0)

65
  let r  s 2 then we have
(2r (r  1)  r  5)c0 nr  [2(n  r )n  r  1  n  r  5]cn  cn1 ) x n r  0
n 1
n(2n  7)cn  cn1  0 n 1

Equating the coefficients to zero we have or

 cn 1
cn  n 1
n( n  7)
2r (r  1)  r  5  0
(3) which is the recurrence for cn thus

by assumption c0  0 c0 c1 c0

c1  c2  
9 22 198
(3) is the indicial equation of the differential equation. i.e.
2r  3r  5  0
2
c2 c0
c3  
39 7722
whose roots are
Substituting these values in the assumed solution we have
r1  5 2 , r2  1

1 7 1 92 1 312
y   cn x n  r  c0 ( x 2  x 2  x  x  .....)
5

r1 and r2 are the exponents of the equation and are the only 9 198 7722
n 0
possible values of r. 1 1 2 1 3
 c0 x 2 (1  x  x  x  .....
5

now, equating to zero coefficients of higher powers of r we 9 198 7722

have which the solution corresponding to the larger root r1

Let r  r2  1 putting r  1 in the recurrence relation above we

2(n  r )(n  r  1)   n  r   5 cn  cn1  0 n  1 have

66
  cn 1 EXERCISE
cn  n 1
n( 2n  7)
1. outline the method of Frobenious hence of otherwise find
Using this we have solutions near x  0 of

 c0 1 the differential equation

c1   c0
 5 30
d2y dy
c 1 2 x2  x  ( x 2  1) y  0
c2  1  c0 dx 2
dx
6 5
c 1
c3  2  c0
 7 90

Using these values of c1 c 2 c3 …we have

y  c0 ( x 1  1 x  1 x 1 x 2  .....)
5 30 90

Which is a solution corresponding to the smaller root r  1 . These

two solutions corresponding to r1 and r2 are linearly independent
thus the general solution is

1 1 2 1 3 1 1 1
y  c0 x 2 (1  x  x  x  .....  c2 x 1 (1  x  x  x 2  .....)
5

9 198 7722 5 30 90

Where c1 and c2 are arbitrary constants.

67