ANWER H.

MJILY
 Chapter Two Engineering Mathematics-II
Differential Equations second year

2-1 Introduction
A differential equation is an equation involving one or more derivatives
of an unknown function. The unknown function is denoted by 𝑦 = 𝑦(𝑥) .
The order of a differential equation is the order of highest derivative that
it contains. The variable x is called independent variable while 𝑦 is called
dependent variable.
The exponent of the highest-order derivative is called the degree of the
differential equation.
EXAMPLE 1 𝑦 ′ = 𝑥 2 + 5𝑦 → 𝑜𝑟𝑑𝑒𝑟 (1)
𝑑2𝑦 𝑑𝑦
EXAMPLE 2 −3 + 5𝑦 = 0 → 𝑜𝑟𝑑𝑒𝑟 (2)
𝑑𝑥 2 𝑑𝑥

The differential equation which involves one or several derivatives of an

unspecified function y of x, is called ordinary differential equation.
The equation which involves partial derivative with respect to two or more
independent variables, is called the partial differential equation.
EXAMPLE 3
6
𝜕4𝑧 𝜕2𝑧
+( ) =𝑥
𝜕𝑥 4 𝜕𝑥𝜕𝑦
An equation which is linear in the dependent variable and its derivatives
is called a linear differential equation.
The ordinary linear differential equation of order n is of the form,
𝑝0 (𝑥 )𝑦 (𝑛) + 𝑝1 (𝑥 )𝑦 (𝑛−1) + ⋯ + 𝑝𝑛−1 (𝑥 )𝑦 ′ + 𝑝𝑛 (𝑥 )𝑦 = 𝑟(𝑥 ) … … (∗)
Then, a differential equation which is not linear is said to be nonlinear
differential equation, i.e. cannot be put in the form (*).
𝑦 ′′ − 4𝑦 ′ − 5𝑦 = 𝑒 3𝑥 𝑙𝑖𝑛𝑒𝑎𝑟, 𝑦 ′′ + sin(𝑦) = 0 𝑛𝑜𝑛𝑙𝑖𝑛𝑒𝑎𝑟

1
Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

Solution of a differential equation

Solution of DE is a relation between the variables which is free of
derivatives and which satisfies the differential equation identically.
A solution which contains at least one arbitrary constant is called general
solution.
EXAMPLE 4 𝑦 = 𝑥 2 + 𝑐1 𝑥 + 𝑐2 has two arbitrary constants and
satisfies the 2nd order DE 𝑦 ′′ = 2.
A solution obtained from the general solution by assigning specific values
to the arbitrary constants is called particular solution.
EXAMPLE 5 𝑦 = 𝑥 2 − 3𝑥 + 2 is a particular solution of 𝑦 ′′ = 2 and
obtained from general solution 𝑦 = 𝑥 2 + 𝑐1 𝑥 + 𝑐2 by putting 𝑐1 = −3, 𝑐2 = 2.
A solution which cannot be obtained from the general solution by
assigning specific values to its arbitrary constants is called singular solution.
2
EXAMPLE 6 the general solution of 𝑥𝑦 ′ − 𝑦 ′ = 𝑦 is 𝑦 = 𝑐𝑥 − 𝑐 2 .
However, as soon by substituting another solution 𝑦 = 𝑥 2 ⁄4 which cannot be
obtained from the general solution for any constant c.
The second solution 𝑦 = 𝑥 2 ⁄4 is a singular solution.
2-2 First-Order Differential Equations
2-2-1 Separable First-Order Equations
A 1st order separable DE is one that can be written in the form
𝑑𝑦
𝑔 (𝑦 ) = 𝑓(𝑥)
𝑑𝑥
Then 𝑔(𝑦)𝑑𝑦 = 𝑓 (𝑥 )𝑑𝑥, and by integrating on both sides we obtain the general
solution
∫ 𝑔(𝑦)𝑑𝑦 = ∫ 𝑓(𝑥 )𝑑𝑥 + 𝐶
EXAMPLE 7 Find the general solution of
𝑑𝑦 2 + sin (𝑥)
=
𝑑𝑥 3(𝑦 − 1)2

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

solution
3(𝑦 − 1)2 𝑑𝑦 = (2 + sin(𝑥 ))𝑑𝑥 → ∫ 3(𝑦 − 1)2 𝑑𝑦 = ∫(2 + sin(𝑥 ))𝑑𝑥 + 𝐶
1
(𝑦 − 1)3 = 2𝑥 − cos(𝑥 ) + 𝐶 → 𝑦 = (2𝑥 − cos(𝑥 ) + 𝐶)3 + 1 𝐺. 𝑆.
𝑑𝑦
H.W. 1) (4𝑥 + 𝑥𝑦 2 )𝑑𝑥 + (𝑦 + 𝑥 2 𝑦)𝑑𝑦 = 0 2) 𝑦 ′ − 2𝑦 = 5 3)𝑥 +𝑦 =𝑥
𝑑𝑥

2-2-2 Equations Reducible to Separable Form

The 1st order DE which is not separable, can be made separable by a simple
𝑦
change of variables. For example, the equations of the form 𝑦′ = 𝑔 ( )
𝑥
𝑦
, where 𝑔 is any function of , can be reduced to separable form by substituting
𝑥
𝑦
𝑢 = , then
𝑥

𝑦 = 𝑢𝑥 → 𝑦 ′ = 𝑢 + 𝑥𝑢′ → 𝑢 + 𝑥𝑢′ = 𝑔(𝑢)

𝑑𝑢 𝑑𝑥
= … … (∗)
𝑔 (𝑢 ) − 𝑢 𝑥
𝑦
By integration the two sides, then replace 𝑢 by , we obtain the general
𝑥

solution of equation (*) above.

EXAMPLE 8 Solve the equation
𝑑𝑦
𝑥2 = 𝑦 2 + 𝑥𝑦 + 𝑥 2
𝑑𝑥
Solution
𝑑𝑦 𝑦 2 𝑦 𝑦
= 2 + + 1 → 𝑙𝑒𝑡 = 𝑢 → 𝑦 = 𝑢𝑥 → 𝑦 ′ = 𝑢 + 𝑥𝑢′
𝑑𝑥 𝑥 𝑥 𝑥
𝑑𝑢 𝑑𝑢 𝑑𝑢 𝑑𝑥
∴𝑥 + 𝑢 = 𝑢2 + 𝑢 + 1 → 𝑥 = 𝑢2 + 1 → 2 =
𝑑𝑥 𝑑𝑥 𝑢 +1 𝑥
𝑑𝑢 𝑑𝑥
∫ 𝑢2+1 = ∫ + 𝐶 → 𝑡𝑎𝑛−1 (𝑢) = ln(𝑥 ) + 𝐶
𝑥

𝑢 = tan (ln(𝑥 ) + 𝐶)
𝑦
= tan(𝑙𝑛(𝑥 ) + 𝐶 ) → 𝑦 = 𝑥 tan(𝑙𝑛(𝑥 ) + 𝐶 ) 𝐆. 𝐒
𝑥
𝑑𝑦 𝑦−𝑥
H.W.1) = 2) (𝑥 2 + 3𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0 3) 𝑦 ′ = 𝑒 (2𝑥+𝑦−1) − 2
𝑑𝑥 𝑦+𝑥

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

2-2-3 Exact Differential Equations

A first-order DE of the form 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is said to be
exact if the left-hand side is the total or exact differentiation of a function
𝑢(𝑥, 𝑦).
Therefore, 𝐝𝐮(𝐱, 𝐲) = 𝟎 → 𝐮(𝐱, 𝐲) = 𝐂 is the general solution.
The general solution can be obtained by two methods (by inspection or by
analysis).
1- By Inspection
EXAMPLE 9 2𝑥 sin(3𝑦) 𝑑𝑥 + 3𝑥 2 cos (3𝑦)𝑑𝑦 = 0 → 𝑑 (𝑥 2 sin(3𝑦)) = 0
∴ 𝑥 2 sin(3𝑦) = 𝐶 𝐺. 𝑆.
2- By Analysis
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 → 𝑑𝑢(𝑥, 𝑦) = 0
𝜕𝑢 𝜕𝑢 𝜕𝑢
But 𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦 → = 𝑀(𝑥, 𝑦) … (1) ,
𝜕𝑥 𝜕𝑦 𝜕𝑥

𝜕𝑢
= 𝑁(𝑥, 𝑦) … (2)
𝜕𝑦
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
= 𝐓𝐡𝐞 𝐃𝐄 𝐢𝐬 𝐞𝐱𝐚𝐜𝐭
𝜕𝑦 𝜕𝑥
By integrating (1) with respect to x:

𝑢(𝑥, 𝑦) = [∫ 𝑀(𝑥, 𝑦)𝑑𝑥] + 𝑘(𝑦) →

𝜕𝑢(𝑥, 𝑦) 𝜕 𝜕𝑘(𝑦)
= [ ∫ 𝑀(𝑥, 𝑦)𝑑𝑥] +
𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕𝑘 (𝑦) 𝜕
∴ = 𝑁(𝑥, 𝑦) − ∫ 𝑀(𝑥, 𝑦)𝑑𝑥]
𝜕𝑦 𝜕𝑦
𝜕
∴ 𝑘 (𝑦) = ∫ {𝑁(𝑥, 𝑦) − ∫ 𝑀(𝑥, 𝑦)𝑑𝑥]} 𝑑𝑦
𝜕𝑦
Or by integrating (2) with respect to y: 𝑢(𝑥, 𝑦) = [∫ 𝑁(𝑥, 𝑦)𝑑𝑦] + 𝑘(𝑥)
𝜕
∴ 𝑘(𝑥 ) = ∫ {𝑀(𝑥, 𝑦) − ∫ 𝑁(𝑥, 𝑦)𝑑𝑦]} 𝑑𝑥
𝜕𝑥
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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
Chapter Two Engineering Mathematics-II
Differential Equations second year

EXAMPLE 10 Solve the equation

(3𝑥 2 𝑦 + 8𝑥𝑦 2 )𝑑𝑥 + (𝑥 3 + 8𝑥 2 𝑦 + 12𝑦 2 )𝑑𝑦 = 0
Soution
𝑀(𝑥, 𝑦) = 3𝑥 2 𝑦 + 8𝑥𝑦 2 , 𝑁(𝑥, 𝑦) = 𝑥 3 + 8𝑥 2 𝑦 + 12𝑦 2
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
= 3𝑥 2 + 16𝑥𝑦 , = 3𝑥 2 + 16𝑥𝑦 → 𝐷𝐸 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡
𝜕𝑦 𝜕𝑥

𝑢(𝑥, 𝑦) = [∫ 𝑀(𝑥, 𝑦)𝑑𝑥] + 𝑘(𝑦) = [∫(3𝑥 2 𝑦 + 8𝑥𝑦 2 )𝑑𝑥] + 𝑘(𝑦)

= 𝑥 3 𝑦 + 4𝑥 2 𝑦 2 + 𝑘(𝑦)
𝜕𝑢(𝑥, 𝑦) 𝜕𝑘(𝑦)
= 𝑥 3 + 8𝑥 2 𝑦 + = 𝑁(𝑥, 𝑦) = 𝑥 3 + 8𝑥 2 𝑦 + 12𝑦 2
𝜕𝑦 𝜕𝑦
𝜕𝑘(𝑦)
∴ = 12𝑦 2 → 𝑘(𝑦) = ∫ 12𝑦 2 𝑑𝑦 = 4𝑦 3
𝜕𝑦
𝑢(𝑥, 𝑦) = 𝑥 3 𝑦 + 4𝑥 2 𝑦 2 + 4𝑦 3 → 𝑥 3 𝑦 + 4𝑥 2 𝑦 2 + 4𝑦 3 = 𝐶 𝐺. 𝑆.
H.W.
1) (3𝑦 + 𝑒 𝑥 )𝑑𝑥 + (3𝑥 + cos(𝑦))𝑑𝑦 = 0
𝑑𝑦 1+𝑦 2 +3𝑥 2 𝑦
2) =
𝑑𝑥 1−2𝑥𝑦−𝑥 3

3) 𝑒 𝑥 (𝑦𝑑𝑥 + 𝑑𝑦) + 𝑒 𝑦 (𝑑𝑥 + 𝑥𝑑𝑦) = 0

(1+𝑥 2 )
4) 2𝑥 ln(𝑦) 𝑑𝑥 + 𝑑𝑦 = 0
𝑦

2-2-4 Integrating Factors

Sometimes a given DE 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is not exact but can be
made exact by multiplied by a suitable function 𝐹(𝑥, 𝑦) ≠ 0 . This function is
then called an integrating factor.
EXAMPLE 11 Find the general solution of 2𝑑𝑥 + sec(𝑥 ) cos(𝑦) 𝑑𝑦 = 0.
Solution Multiplying the DE by cos(𝑥)
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
2 cos(𝑥 ) 𝑑𝑥 + cos(𝑦) = 0 → = =0
𝜕𝑦 𝜕𝑥

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

𝑢(𝑥, 𝑦) = [∫ 2 cos(𝑥 ) 𝑑𝑥] + 𝑘 (𝑦) = 2 sin(𝑥 ) + 𝑘(𝑦)

𝜕𝑢 𝜕𝑘(𝑦)
= 𝑁(𝑥, 𝑦) = cos(𝑦) = → 𝑘 (𝑦) = sin(𝑦) + 𝑐1
𝜕𝑦 𝜕𝑦
∴ 𝑢(𝑥, 𝑦) = 2 sin(𝑥 ) + sin(𝑦) + 𝑐1 → 2 sin(𝑥 ) + sin(𝑦) = 𝐾 𝐆. 𝐒.
H.W. 1) 𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 0 2) 𝑥𝑐𝑜𝑠ℎ(𝑦)𝑑𝑦 − sinh(𝑦) 𝑑𝑥 = 0
3)2𝑑𝑥 − 𝑒 𝑦−𝑥 𝑑𝑦 = 0 4) 𝑥𝑦 ′ + 𝑦 = 𝑥𝑦𝑦 ′ 5) 𝑦 ′ (𝑥𝑦 − 𝑦) = 1
6) 𝑦 = (𝑦𝑒 𝑦 − 2𝑥)𝑦 ′ 7) 𝑦 − 𝑥𝑦 = 𝑦𝑦 ′ 8) (𝑥𝑦 2 + 𝑦) + (𝑥 2 𝑦 − 𝑥 )𝑦 ′ = 0
9) 3(𝑦 4 + 1)𝑑𝑥 + 4𝑥𝑦 3 𝑑𝑦 = 0 10) 2𝑦𝑑𝑥 + (3𝑦 − 2𝑥 )𝑑𝑦 = 0
2-2-5 Linear Differential Equations
A first-order DE is said to be linear if it can be written as:
𝑦 ′ + 𝑓(𝑥 )𝑦 = 𝑟(𝑥)
• If r(x) = 0, the DE is said to be homogeneous linear DE
• If r(x)  0, the DE is said to be non-homogeneous linear DE
2-2-5-1 Homogeneous Linear DE
It can be solve by separating variables,
𝑑𝑦 𝑑𝑦
+ 𝑓 (𝑥 )𝑦 = 0 → ∫ = − ∫ 𝑓(𝑥 )𝑑𝑥 + 𝑐 → ln(𝑦) = − ∫ 𝑓(𝑥 )𝑑𝑥 + 𝑐
𝑑𝑥 𝑦
𝑦(𝑥 ) = 𝑒 − ∫ 𝑓(𝑥)𝑑𝑥 𝑒 𝑐 → 𝑦(𝑥 ) = 𝑘𝑣(𝑥 ) 𝐺. 𝑆. , 𝑤ℎ𝑒𝑟𝑒 𝑣 (𝑥 ) = 𝑒 − ∫ 𝑓(𝑥)𝑑𝑥
2-2-5-2 Non-Homogeneous Linear DE
There are two methods to solve this type of DE:
1- By Integrating Factor
𝑦 ′ + 𝑓 (𝑥 )𝑦 = 𝑟 (𝑥 ) →
𝑑𝑦 + {𝑓 (𝑥 )𝑦 − 𝑟(𝑥 )}𝑑𝑥 = 0 … … … … … . . (1)
𝜕𝑀 𝜕𝑁
𝑀 (𝑥, 𝑦) = 𝑓(𝑥 )𝑦 − 𝑟(𝑥 ) , 𝑁(𝑥, 𝑦) = 1 → = 𝑓 (𝑥 ), = 0 → 𝑛𝑜𝑡 𝑒𝑥𝑎𝑐𝑡
𝜕𝑦 𝜕𝑥
Multiplying (1) by integrating factor to convert DE to exact:
𝐹(𝑥)𝑑𝑦 + 𝐹(𝑥){𝑓(𝑥 )𝑦 − 𝑟(𝑥 )}𝑑𝑥 = 0

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

𝜕𝑀 𝜕𝑁 𝜕𝐹 (𝑥 ) 𝜕𝐹 (𝑥 )
= 𝐹 (𝑥 )𝑓 (𝑥 ) , = → = 𝑓(𝑥 )𝑑𝑥 →
𝜕𝑦 𝜕𝑥 𝜕𝑥 𝐹 (𝑥 )

ln(𝐹 (𝑥 )) = ∫ 𝑓(𝑥 )𝑑𝑥 → 𝐹 (𝑥 ) = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥 𝐼. 𝐹.

Or 𝐹 (𝑥 ) = 𝑒 ℎ(𝑥) , where ℎ(𝑥 ) = ∫ 𝑓(𝑥 )𝑑𝑥

𝑑
∴ 𝑒 ℎ(𝑥) (𝑦 ′ + 𝑓(𝑥 )𝑦) = 𝑒 ℎ(𝑥) 𝑟(𝑥 ) → (𝑦𝑒 ℎ(𝑥) ) = 𝑒 ℎ(𝑥) 𝑟(𝑥 )
𝑑𝑥

𝑦𝑒 ℎ(𝑥) = ∫ 𝑒 ℎ(𝑥) 𝑟(𝑥 )𝑑𝑥 + 𝑐 → 𝑦(𝑥 ) = 𝑒 −ℎ(𝑥) [∫ 𝑒 ℎ(𝑥) 𝑟(𝑥 )𝑑𝑥 + 𝑐]

∴ 𝑦(𝑥 ) = [𝑒 −ℎ(𝑥) ∫ 𝑒 ℎ(𝑥) 𝑟(𝑥 )𝑑𝑥] + 𝑐𝑒 −ℎ(𝑥) = 𝑦𝑝 (𝑥 ) + 𝑦ℎ (𝑥 ) 𝐺. 𝑆.

Where 𝑦𝑝 (𝑥 ): particular solution, 𝑦ℎ (𝑥 ): homogeneous solution

EXAMPLE 12 Find the general solution of 𝑦 ′ − 𝑦 = 𝑒 2𝑥
Solution 𝐹 (𝑥 ) = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥 = 𝑒 ∫ −𝑑𝑥 = 𝑒 −𝑥 = 𝑒 ℎ(𝑥)
𝑦𝑝 (𝑥 ) = 𝑒 𝑥 ∫ 𝑒 −𝑥 𝑒 2𝑥 𝑑𝑥 = 𝑒 2𝑥 , 𝑦ℎ (𝑥 ) = 𝑐𝑒 𝑥 → 𝑦(𝑥 ) = 𝑒 2𝑥 + 𝑐𝑒 𝑥 𝐺. 𝑆.
2- By Variation of Parameters
𝑦 ′ + 𝑓(𝑥 )𝑦 = 𝑟(𝑥 ) … (1)
𝑙𝑒𝑡 𝑟(𝑥 ) = 0 𝑠𝑜 𝑡ℎ𝑎𝑡 𝑣 (𝑥 ) = 𝑒 − ∫ 𝑓(𝑥)𝑑𝑥 → 𝑐𝑣 (𝑥 ) 𝑡ℎ𝑒 𝐺. 𝑆. 𝑜𝑓 ℎ𝑜𝑚. 𝑒𝑞𝑢.
To solve non-homogeneous, the attempt consists replacing the constant c by a
variable u(x) [By Laxgrange] ∴ 𝑦(𝑥 ) = 𝑢(𝑥 )𝑣 (𝑥 ) … (2) →
𝑦 ′ = 𝑢𝑣 ′ + 𝑢′ 𝑣 … (3)
From (2) and (3) into (1):
𝑢𝑣 ′ + 𝑢′ 𝑣 + 𝑓(𝑥 )[𝑢𝑣 ] = 𝑟(𝑥) → 𝑢′ 𝑣 + 𝑢[𝑣 ′ + 𝑓(𝑥 )𝑣 ] = 𝑟(𝑥)
Since cv(x) is the solution of homogeneous → 𝑢[𝑣 ′ + 𝑓(𝑥 )𝑣 ] = 0
𝑑𝑢 𝑟(𝑥) 𝑟(𝑥)
𝑢 ′ 𝑣 = 𝑟 (𝑥 ) → = → 𝑢 (𝑥 ) = ∫ 𝑑𝑥 + 𝑐
𝑑𝑥 𝑣(𝑥) 𝑣(𝑥)
𝑟 (𝑥 )
∴ 𝑦 (𝑥 ) = 𝑣 (𝑥 ) ∫ 𝑑𝑥 + 𝑐𝑣 (𝑥 ) = 𝑦𝑝 (𝑥 ) + 𝑦ℎ (𝑥 ) 𝐺. 𝑆.
𝑣 (𝑥 )

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year
2
EXAMPLE 13 Solve 𝑦 ′ − 𝑦 = 𝑥 2 cos(3𝑥 )
𝑥
2 2)
Solution 𝑣 (𝑥 ) = 𝑒 − ∫ 𝑓(𝑥)𝑑𝑥 = 𝑒 − ∫ −𝑥𝑑𝑥 = 𝑒 2 ln(𝑥) = 𝑒 ln (𝑥 = 𝑥2
𝑥 2 cos(3𝑥) 𝑥2
𝑦(𝑥) = 𝑥 2 ∫ 𝑑𝑥 + 𝑐𝑥 2 = sin(3𝑥) + 𝑐𝑥 2 𝐺. 𝑆.
𝑥2 3
H.W.
1) 𝑥𝑦 ′ + (1 − 𝑥)𝑦 = 𝑥𝑒 𝑥 2) (𝑥 2 − 1)𝑦 ′ + 2y = (𝑥 + 1)2
3) 𝑦 ′ + 𝑦 = cos(𝑒 𝑥 ) 4) 𝑦 ′ + 𝑦 𝑡𝑎𝑛(𝑥) = sec(𝑥 )
2-2-6 Bernulli Equation:-
The form of this equation is
𝑑𝑦
+ 𝑓 (𝑥 )𝑦 = 𝑔 (𝑥 )𝑦 𝑎 , 𝑎 ∶ 𝑟𝑒𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟
𝑑𝑥
• If a = 0 : Bernulli equation constant into linear non-homogeneous DE
• If a  0 : Bernulli equation constant into linear homogeneous DE
Otherwise
𝑑𝑦 𝑑𝑤 𝑑𝑦
𝑦 −𝑎 + 𝑓 (𝑥 )𝑦1−𝑎 = 𝑔(𝑥 ) → 𝑙𝑒𝑡 𝑦1−𝑎 = 𝑤 → = (1 − 𝑎)𝑦 −𝑎
𝑑𝑥 𝑑𝑥 𝑑𝑥
1 𝑑𝑤
→ + 𝑓 (𝑥 )𝑤 = 𝑔 (𝑥 )
(1 − 𝑎) 𝑑𝑥
𝑑𝑤
𝑜𝑟 + (1 − 𝑎 )𝑓 (𝑥 )𝑤 = (1 − 𝑎 )𝑔 (𝑥 ) 𝑙𝑖𝑛𝑒𝑎𝑟 𝐷𝐸(𝑛𝑜𝑛 − ℎ𝑜𝑚. )
𝑑𝑥
sin(𝑥)
EXAMPLE 14 Solve 𝑦 ′ = 𝑦[3 − − 𝑦]
2+cos(𝑥)
sin(𝑥) sin(𝑥)
Solution 𝑦 ′ − [3 − ] 𝑦 = −𝑦 2 → 𝑦 −2 𝑦 ′ − [3 − ] 𝑦 −1 = −1
2+cos(𝑥) 2+cos(𝑥)

Let 𝑦 −1 = 𝑤 → −𝑦 −2 𝑦 ′ = 𝑤 ′
sin(𝑥 ) sin(𝑥 )
−𝑤 ′ − [3 − ] 𝑤 = −1 → 𝑤 ′ + [3 − ]𝑤 = 1
2 + cos(𝑥 ) 2 + cos(𝑥 )
H.W. Complete the solution

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

2-3 Second-Order Differential Equations:-

Second-order linear DE can be written as:
𝑦 ′′ + 𝑓(𝑥 )𝑦 ′ + 𝑔(𝑥 )𝑦 = 𝑟(𝑥 ) … (∗)
• If f(x) and g(x) are constants, DE with constant coefficients. Otherwise,
DE with variable coefficients
• If r(x) = 0, homogeneous form
• If r(x)  0, non-homogeneous form
2-3-1 Homogeneous Second-Order DE with Constant Coefficients:-
It can be written as 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 … (1)
Let the solution of equ. (1) is 𝑦 = 𝑒 𝜆𝑥 → 𝑦 ′ = 𝜆𝑒 𝜆𝑥 → 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
𝜆2 𝑒 𝜆𝑥 + 𝑎𝜆𝑒 𝜆𝑥 + 𝑏𝑒 𝜆𝑥 = 0 → 𝑒 𝜆𝑥 (𝜆2 + 𝑎𝜆 + 𝑏) = 0
𝑒 𝜆𝑥 ≠ 0 → (𝜆2 + 𝑎𝜆 + 𝑏) = 0 … (2) characteristics equ. or auxiliary equ.
1 1
𝜆1 = [−𝑎 + √𝑎2 − 4𝑏] , 𝜆2 = [−𝑎 − √𝑎2 − 4𝑏]
2 2
Case 1 Two Distinct Real Roots (𝐚𝟐 > 𝟒𝐛)
In this case 𝜆1 , 𝜆2 are both real, 𝜆1 ≠ 𝜆2
𝑦(𝑥 ) = 𝑘1 𝑦1 (𝑥 ) + 𝑘2 𝑦2 (𝑥 ) = 𝑘1 𝑒 𝜆1𝑥 + 𝑘2 𝑒 𝜆2𝑥 𝐺. 𝑆.
Case 2 Two Complex Conjugate Roots (𝟒𝐛 > 𝐚𝟐 )
1 1
𝜆1 = [−𝑎 + 𝑗√4𝑏 − 𝑎2 ] , 𝜆2 = [−𝑎 − 𝑗√4𝑏 − 𝑎2 ]
2 2
−𝑎 1
∴ 𝜆1 = 𝛼 + 𝑗𝛽 , 𝜆2 = 𝛼 − 𝑗𝛽 where 𝜆1 = , 𝜆2 = √4𝑏 − 𝑎2
2 2

𝑦1 (𝑥 ) = 𝑒 𝜆1𝑥 = 𝑒 (𝛼+𝑗𝛽)𝑥 = 𝑒 𝛼𝑥 𝑒 𝑗𝛽𝑥 = 𝑒 𝛼𝑥 [cos(𝛽𝑥 ) + 𝑗𝑠𝑖𝑛(𝛽𝑥 )]

𝑦2 (𝑥 ) = 𝑒 𝛼𝑥 [cos(𝛽𝑥 ) − 𝑗𝑠𝑖𝑛(𝛽𝑥 )] , where 𝑒 ±𝑗𝜃 = cos (𝜃) ± 𝑗𝑠𝑖𝑛(𝜃)
𝑦(𝑥 ) = 𝑘1 𝑒 𝛼𝑥 cos(𝛽𝑥 ) + 𝑘2 𝑒 𝛼𝑥 sin(𝛽𝑥 ) 𝐺. 𝑆.
Case 3 Real Double Roots (𝐚𝟐 = 𝟒𝐛)
−𝑎 −𝑎
𝜆1 = 𝜆2 = → 𝑦1 (𝑥 ) = 𝑒 𝜆1𝑥 = 𝑒 2 𝑥
2
The second solution can be obtained by using the variation of parameters
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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

𝑦2 (𝑥 ) = 𝑢(𝑥 )𝑦1 (𝑥 ) → 𝑦2 ′ = 𝑢𝑦1 ′ + 𝑢′ 𝑦1 → 𝑦2 ′′ = 𝑢𝑦1 ′′ + 2𝑢′ 𝑦1 ′ + 𝑢′′ 𝑦1

Into equ. (1):
𝑢𝑦1 ′′ + 2𝑢′ 𝑦1 ′ + 𝑢′′ 𝑦1 + 𝑎[𝑢𝑦1 ′ + 𝑢′ 𝑦1 ] + 𝑏𝑢𝑦1 = 0
𝑢[𝑦1 ′′ + 𝑎𝑦1 ′ + 𝑏𝑦1 ] + 𝑢′ [2𝑦1 ′ + 𝑎𝑦1 ] + 𝑢′′ 𝑦1 = 0
𝑦1 ′′ + 𝑎𝑦1 ′ + 𝑏𝑦1 = 0 because 𝑦1 is the first solution of the DE and satisfies
the equation
−𝑎 −𝑎 −𝑎 −𝑎 −𝑎
2𝑦1 ′ + 𝑎𝑦1 = 2 ( 𝑒 2 𝑥 ) + 𝑎𝑒 2 𝑥 = −𝑎𝑒 2 𝑥 + 𝑎𝑒 2 𝑥 = 0
2
𝑢′′ 𝑦1 = 0 → 𝑦1 ≠ 0 → 𝑢′′ = 0 → 𝑢 = 𝑐1 𝑥 + 𝑐2 → 𝑦2 = (𝑐1 𝑥 + 𝑐2 )𝑦1
−𝑎
𝑥
∴ 𝑦(𝑥 ) = (𝑘1 𝑥 + 𝑘2 )𝑒 2 𝐺. 𝑆.
EXAMPLE 15 Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 0
Solution 𝑦 = 𝑒 𝜆𝑥 → 𝑦 ′ = 𝜆𝑒 𝜆𝑥 → 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
𝜆2 + 𝜆 − 2 = 0 → (𝜆 + 2)(𝜆 − 1) = 0 → 𝜆1 = −2, 𝜆2 = 1
𝑦(𝑥 ) = 𝑘1 𝑒 −2𝑥 + 𝑘2 𝑒 𝑥 𝐺. 𝑆.
EXAMPLE 16 Solve 𝑦 ′′ − 2𝑦 ′ + 10𝑦 = 0
Solution 𝑦 = 𝑒 𝜆𝑥 → 𝑦 ′ = 𝜆𝑒 𝜆𝑥 → 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
𝜆2 − 2𝜆 + 10 = 0 → 𝜆1,2 = 1 ± 𝑗3
𝑦(𝑥 ) = 𝑘1 𝑒 𝑥 cos(3𝑥 ) + 𝑘2 𝑒 𝑥 sin(3𝑥 ) 𝐺. 𝑆.
EXAMPLE 17 Solve 𝑦 ′′ + 8𝑦 ′ + 16𝑦 = 0
Solution 𝑦 = 𝑒 𝜆𝑥 → 𝑦 ′ = 𝜆𝑒 𝜆𝑥 → 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
𝜆2 + 8𝜆 + 16 = 0 → (𝜆 + 4)(𝜆 + 4) = 0 → 𝜆1 = 𝜆2 = −4
𝑦(𝑥 ) = (𝑘1 𝑥 + 𝑘2 )𝑒 −4𝑥 𝐺. 𝑆.
H.W. 1) 𝑦 ′′ − 𝑦 ′ − 6𝑦 = 0 2) 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0
Note By an operator we mean a transformation which transforms a function
into another function. Let the operator D denote differentiation with respect to
𝑑 𝑑𝑦
x, then; 𝐷 = → 𝐷𝑦 = = 𝑦 ′ → 𝐷(𝑥 2 ) = 2𝑥
𝑑𝑥 𝑑𝑥

𝐷 (𝐷𝑦) = 𝐷 (𝑦 ′ ) = 𝐷2 𝑦 → 𝐷 𝑛 𝑦 = 𝑦 (𝑛)

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

2-3-2 Homogeneous Second-Order DE with Variable Coefficients:-

𝐱 𝟐 𝐲 ′′ + 𝐚𝐱𝐲 ′ + 𝐛𝐲 = 𝟎 … (𝟏) 𝐂𝐚𝐮𝐜𝐡𝐲 𝐞𝐪𝐮. 𝐨𝐫 𝐄𝐮𝐥𝐞𝐫 𝐞𝐪𝐮.
𝑦′ 𝑦
𝑦 + 𝑎 + 𝑏 2 = 0 → 𝑙𝑒𝑡 𝑦 = 𝑥 𝑚 → 𝑦 ′ = 𝑚𝑥 𝑚−1 →
′′
𝑥 𝑥
𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2
Into equ.(1) → 𝑥 2 [𝑚(𝑚 − 1)𝑥 𝑚−2 ] + 𝑎𝑥[𝑚𝑥 𝑚−1 ] + 𝑏𝑥 𝑚 = 0
𝑚(𝑚 − 1)𝑥 𝑚 + 𝑎𝑚𝑥 𝑚 + 𝑏𝑥 𝑚 = 0 → 𝑥 𝑚 [𝑚2 − 𝑚 + 𝑎𝑚 + 𝑏] = 0
𝐦𝟐 + (𝐚 − 𝟏)𝐦 + 𝐛 = 𝟎 𝐜𝐡𝐚𝐫𝐚𝐜𝐭𝐞𝐫𝐢𝐬𝐭𝐢𝐜𝐬 𝐞𝐪𝐮.
1 1
𝑚1 = [(1 − 𝑎) + √(1 − 𝑎)2 − 4𝑏] , 𝑚2 = [(1 − 𝑎) − √(1 − 𝑎)2 − 4𝑏]
2 2
Case 1 𝑚1 ≠ 𝑚2 → 𝑦(𝑥 ) = 𝑘1 𝑥 𝑚1 + 𝑘2 𝑥 𝑚2 𝐺. 𝑆.
(1−𝑎)2
Case 2 𝑚1 = 𝑚2 (double roots) → 𝑏 =
4
1−𝑎 1−𝑎
𝑚1 = → 𝑦1 (𝑥) = 𝑥 𝑚1 = 𝑥 ( 2 )
2
𝑦2 (𝑥 ) = 𝑢(𝑥 )𝑦1 (𝑥 ) → 𝑦2 ′ = 𝑢𝑦1 ′ + 𝑢′ 𝑦1 → 𝑦2 ′′ = 𝑢𝑦1 ′′ + 2𝑢′ 𝑦1 ′ + 𝑢′′ 𝑦1
Into equ. (1):
𝑥 2 [𝑢𝑦1 ′′ + 2𝑢′ 𝑦1 ′ + 𝑢′′ 𝑦1 ] + 𝑎𝑥[𝑢𝑦1 ′ + 𝑢′ 𝑦1 ] + 𝑏𝑢𝑦1 = 0
′′
𝑢[𝑥 2 𝑦1 + 𝑎𝑥𝑦1 ′ + 𝑏𝑦1 ] + 𝑢′ [2𝑥 2 𝑦1 ′ + 𝑎𝑥𝑦1 ] + 𝑥 2 𝑢′′ 𝑦1 = 0
′′
𝑥 2 𝑦1 + 𝑎𝑥𝑦1 ′ + 𝑏𝑦1 because 𝑦1 is the 1st solution of the DE and satisfies the
equation
1 − 𝑎 (−1−𝑎) 1−𝑎 3−𝑎
2𝑥 2 𝑦1 ′ + 𝑎𝑥𝑦1 = 2𝑥 2 ( ) 𝑥 2 + 𝑎𝑥𝑥 ( 2 ) = 𝑥 ( 2 )
2
3−𝑎 5−𝑎 3−𝑎
∴ 𝑥( 2 ) 𝑢′ + 𝑥( 2 ) 𝑢" = 0 ÷ 𝑥( 2 ) 𝑢′ → 𝑢′ + 𝑥𝑢′′ = 0
𝑑𝑧 −𝑑𝑥 1
𝑙𝑒𝑡 𝑢′ = 𝑧 → 𝑢′′ = 𝑧 ′ → 𝑧 + 𝑥𝑧 ′ = 0 → = → ln(𝑧) = ln ( )
𝑧 𝑥 𝑥
1 𝑑𝑥 1−𝑎
∴𝑧= = 𝑢′ → 𝑑𝑢 = → 𝑢 = ln(𝑥 ) → 𝑦2 = ln (𝑥)𝑥 ( 2 )
𝑥 𝑥
1−𝑎
𝑦 (𝑥 ) = 𝑥 ( )
2 [𝑘1 + 𝑘2 ln(𝑥 )] 𝐺. 𝑆.

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

EXAMPLE 18 Solve (𝑥 2 𝐷2 − 3𝑥𝐷 + 4)𝑦 = 0

Solution 𝑙𝑒𝑡 𝑦 = 𝑥 𝑚 → 𝑦 ′ = 𝑚𝑥 𝑚−1 → 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2
𝑥 2 [𝑚(𝑚 − 1)𝑥 𝑚−2 ] − 3𝑥𝑚𝑥 𝑚−1 + 4𝑥 𝑚 = 0
(𝑚2 − 𝑚)𝑥 𝑚 − 3𝑚𝑥 𝑚 + 4𝑥 𝑚 = 0 → 𝑚2 − 4𝑚 + 4 = 0
𝑚1 = 𝑚2 = 2 → 𝑦(𝑥 ) = 𝑥 2 [𝑘1 + 𝑘2 ln(𝑥 )] 𝐺. 𝑆.
EXAMPLE 19 Solve (𝑥 2 𝐷2 − 𝑥𝐷 + 4)𝑦 = 0
Solution 𝑙𝑒𝑡 𝑦 = 𝑥 𝑚 → 𝑦 ′ = 𝑚𝑥 𝑚−1 → 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2
𝑥 2 [𝑚(𝑚 − 1)𝑥 𝑚−2 ] − 𝑥𝑚𝑥 𝑚−1 + 4𝑥 𝑚 = 0 → 𝑚2 − 2𝑚 + 4 = 0
(𝑚2 − 𝑚)𝑥 𝑚 − 𝑚𝑥 𝑚 + 4𝑥 𝑚 = 0 → 𝑚2 − 2𝑚 + 4 = 0

𝑚1,2 = 1 ± 𝑗√3 → 𝑦(𝑥 ) = 𝑘1 𝑥 1+𝑗√3 + 𝑘2 𝑥 1−𝑗√3 𝐺. 𝑆.

2-3-3 Non-Homogeneous Linear Second-Order DE
𝑦 ′′ + 𝑓 (𝑥 )𝑦 ′ + 𝑔(𝑥 )𝑦 = 𝑟(𝑥 ) … (1)
Theorem: A general solution y(x) of linear non-homogeneous DE is the sum
of a general solution of the corresponding homogeneous equation and all
arbitrary particular solutions.
𝑦(𝑥 ) = 𝑦ℎ (𝑥 ) + 𝑦𝑝 (𝑥 ) → 𝑦 ′ = 𝑦ℎ′ + 𝑦𝑝′ → 𝑦 ′′ = 𝑦ℎ′′ + 𝑦𝑝′′
Into equ.(1)
𝑦ℎ′′ + 𝑦𝑝′′ + 𝑓(𝑥 )[𝑦ℎ′ + 𝑦𝑝′ ] + 𝑔(𝑥 )[𝑦ℎ + 𝑦𝑝 ] = 𝑟(𝑥 )
[𝑦ℎ′′ + 𝑓(𝑥 )𝑦ℎ′ + 𝑔(𝑥 )𝑦ℎ ] + [𝑦𝑝′′ + 𝑓(𝑥 )𝑦𝑝′ + 𝑔(𝑥 )𝑦𝑝 ] = 𝑟(𝑥)
𝑦ℎ′′ + 𝑓 (𝑥 )𝑦ℎ′ + 𝑔(𝑥 )𝑦ℎ = 0 because is the homogenous solution of DE
To complete the solution, we can use the following:
❖ Method of undetermined coefficients
This method depends on assuming an expression similar to 𝑟(𝑥) containing
unknown coefficients which are to be determined by inserting 𝑦𝑝 and its
derivatives into equ. (1).
𝑦𝑝 can be selected as the following:

12
Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

𝑟(𝑥) yp (x)
𝑘𝑒 𝑝𝑥 𝐴𝑒 𝑝𝑥
𝛼𝑥 𝑛 (𝑛 = 0,1,2, … ) 𝐴𝑛 𝑥 𝑛 + 𝐴𝑛−1 𝑥 𝑛−1 + ⋯ + 𝐴1 𝑥 + 𝐴0
𝑘𝑐𝑜𝑠(𝑞𝑥 ) 𝐴1 𝑐𝑜𝑠(𝑞𝑥 ) + 𝐴2 𝑠𝑖𝑛(𝑞𝑥 )
}
𝑘𝑠𝑖𝑛(𝑞𝑥)
EXAMPLE 20 Solve 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 8𝑥 − 10
Solution 𝜆2 + 4𝜆 + 4 = 0 → (𝜆 + 2)(𝜆 + 2) = 0 → 𝜆1 = 𝜆2 = −2
𝑦ℎ (𝑥 ) = 𝑘1 𝑒 −2𝑥 + 𝑘2 𝑥𝑒 −2𝑥
Let 𝑦𝑝 (𝑥 ) = 𝐴1 𝑥 + 𝐴0 → 𝑦𝑝 ′ = 𝐴1 → 𝑦𝑝 ′′ = 0
4𝐴1 + 4𝐴1 𝑥 + 4𝐴0 = 8𝑥 − 10 → 4𝐴1 𝑥 + (4𝐴1 + 4𝐴0 ) = 8𝑥 − 10
4𝐴1 = 8 → 𝐴1 = 2, 4𝐴1 + 4𝐴0 = −10 → 𝐴0 = −4.5
𝑦(𝑥 ) = 𝑘1 𝑒 −2𝑥 + 𝑘2 𝑥𝑒 −2𝑥 + 2𝑥 − 4.5 𝐺. 𝑆.
EXAMPLE 21 Solve 𝑦 ′′ + 5𝑦 ′ + 4𝑦 = 2 cos(𝑥 )
Solution 𝜆2 + 5𝜆 + 4 = 0 → (𝜆 + 4)(𝜆 + 1) = 0 → 𝜆1 = −4, 𝜆2 = −1
𝑦ℎ (𝑥 ) = 𝑘1 𝑒 −4𝑥 + 𝑘2 𝑒 −𝑥
Let 𝑦𝑝 (𝑥 ) = 𝐴1 cos(𝑥 ) + 𝐴2 sin(𝑥 ) → 𝑦𝑝 ′ = −𝐴1 sin(𝑥 ) + 𝐴2 cos(𝑥 ) →
𝑦𝑝 ′′ = −𝐴1 cos(𝑥 ) − 𝐴2 sin(𝑥 )
−𝐴1 cos(𝑥 ) − 𝐴2 sin(𝑥 ) −5𝐴1 sin(𝑥 )
+ 5𝐴2 cos(𝑥 )+4𝐴1 cos(𝑥 ) + 4𝐴2 sin(𝑥 ) = 2 cos(𝑥 )
3 5
𝐴1 = , 𝐴2 =
17 17
3 5
𝑦(𝑥 ) = 𝑘1 𝑒 −4𝑥 + 𝑘2 𝑒 −𝑥 + cos(𝑥 ) + sin(𝑥 ) 𝐺. 𝑆.
17 17
H.W. Solve 1) 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑒 𝑥
2) 𝑦 ′′ + 𝑦 ′ − 1 = 3 cos(𝑥 )
3) (𝐷2 + 4)𝑦 = 8 sin(2𝑥 )
4) 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 6𝑥𝑒 𝑥
5) 𝑦 ′′ + 9𝑦 = 3𝑥 + 𝑒 𝑥

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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

❖ Modification Rule
EXAMPLE 22 Solve 𝑦 ′′ + 𝑦 = cos(𝑥 ) + 3 sin(2𝑥 )
Solution 𝜆2 + 1 = 0 → 𝜆1,2 = ±𝑗 → 𝑦ℎ (𝑥 ) = 𝑘1 cos(𝑥 ) + 𝑘2 sin(𝑥 )
Let 𝑦𝑝 (𝑥 ) = 𝐴1 cos(𝑥 ) + 𝐴2 sin(𝑥 ) + 𝐵1 cos(2𝑥 ) + 𝐵2 sin(2𝑥 )
𝐴1 cos(𝑥 ) + 𝐴2 sin(𝑥 ) is a part of homogeneous solution
∴ 𝑦𝑝 (𝑥 ) = 𝐴1 𝑥 cos(𝑥 ) + 𝐴2 𝑥 sin(𝑥 ) + 𝐵1 cos(2𝑥 ) + 𝐵2 sin(2𝑥 )
H.W.: Complete the solution
2-3-4 General Method for Solving Non-Homogeneous Equation (Variation
of Parameters
𝑦 ′′ + 𝑓 (𝑥 )𝑦 ′ + 𝑔(𝑥 )𝑦 = 𝑟(𝑥 ) … (1)
The hom. form 𝑦 ′′ + 𝑓(𝑥 )𝑦 ′ + 𝑔(𝑥 )𝑦 = 0 → 𝑦ℎ (𝑥 ) = 𝑘1 𝑦1 (𝑥 ) + 𝑘2 𝑦2 (𝑥 )
Let 𝑦𝑝 (𝑥 ) = 𝑢(𝑥 )𝑦1 (𝑥 ) + 𝑣 (𝑥 )𝑦2 (𝑥 ) →
𝑦𝑝′ = 𝑢′ 𝑦1 + 𝑢𝑦1′ + 𝑣 ′ 𝑦2 + 𝑣𝑦2′ = [𝑢′ 𝑦1 + 𝑣 ′ 𝑦2 ] + 𝑢𝑦1′ + 𝑣𝑦2′
𝑦𝑝′′ = [𝑢′ 𝑦1 + 𝑣 ′ 𝑦2 ]′ + 𝑢′ 𝑦1′ + 𝑢𝑦1′′ + 𝑣 ′ 𝑦2′ + 𝑣𝑦1′′
Into equ. (1)
[𝑢′ 𝑦1 + 𝑣 ′ 𝑦2 ]′ + 𝑢′ 𝑦1′ + 𝑢𝑦1′′ + 𝑣 ′ 𝑦2′ + 𝑣𝑦1′′ + 𝑓[𝑢′ 𝑦1 + 𝑢𝑦1′ + 𝑣 ′ 𝑦2 + 𝑣𝑦2′ ]
+ 𝑔[𝑢𝑦1 + 𝑣𝑦2 ] = 𝑟
𝑢[𝑦1′′ + 𝑓𝑦1′ + 𝑔𝑦1 ] + 𝑣 [𝑦2′′ + 𝑓𝑦2′ + 𝑔𝑦2 ] + [𝑢′ 𝑦1 + 𝑣 ′ 𝑦2 ]′ + 𝑢′ 𝑦1′ + 𝑣 ′ 𝑦2′
=𝑟
𝑦1′′ + 𝑓𝑦1′ + 𝑔𝑦1 = 0 and 𝑦2′′ + 𝑓𝑦2′ + 𝑔𝑦2 = 0 because y1 and y2 are solution
of hom. form.
𝑢′ 𝑦1 + 𝑣 ′ 𝑦2 = 0
Choose u and v such that: ′ ′ } … (2)
𝑢 𝑦1 + 𝑣 ′ 𝑦2′ = 𝑟
The solution of the above equation is obtained by Gramer's rule
−𝑦2 𝑟 ′ 𝑦1 𝑟
∴ 𝑢′ = ,𝑣 = 𝑤ℎ𝑒𝑟𝑒
𝑊 𝑊
𝑦1 𝑦2
𝑊 = |𝑦 ′ 𝑦 ′ | = 𝑦1 𝑦2′ − 𝑦2 𝑦1′ ; 𝑊 ≠ 0
1 2

14
Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year

Note If W=0, the functions are linearly dependent

𝑦2 𝑟 𝑦1 𝑟
𝑢 = −∫ 𝑑𝑥 , 𝑣 = ∫ 𝑑𝑥
𝑊 𝑊
𝑦𝑝 (𝑥 ) = 𝑢(𝑥 )𝑦1 (𝑥 ) + 𝑣(𝑥 )𝑦2 (𝑥 ) → 𝑦(𝑥 ) = 𝑦ℎ (𝑥 ) + 𝑦𝑝 (𝑥 )
EXAMPLE 23 Solve 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 4𝑒 −𝑥 ln(𝑥 )
Solution 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0 → 𝜆2 + 2𝜆 + 1 = 0 → (𝜆 + 1)2 = 0
→ 𝜆1,2 = −1
𝑦ℎ (𝑥 ) = 𝑘1 𝑒 −𝑥 + 𝑘2 𝑥𝑒 −𝑥 → 𝑦1ℎ = 𝑒 −𝑥 , 𝑦2ℎ = 𝑥𝑒 −𝑥
𝑦1 𝑦2 𝑒 −𝑥 𝑥𝑒 −𝑥
𝑊 = |𝑦 ′ 𝑦 ′ | = | −𝑥 | = 𝑒 −2𝑥
1 2 −𝑒 −𝑥𝑒 −𝑥 + 𝑒 −𝑥
′
−𝑥𝑒 −𝑥 ∗ 4𝑒 −𝑥 ln(𝑥 )
𝑢 = −2𝑥
= −4𝑥 𝑙𝑛(𝑥 ) → 𝑢 = 𝑥 2 − 2𝑥 2 ln (𝑥)
𝑒
′
𝑒 −𝑥 ∗ 4𝑒 −𝑥 ln(𝑥 )
𝑣 = = 4 𝑙𝑛(𝑥 ) → 𝑣 = 4𝑥 ln(𝑥 ) − 4𝑥
𝑒 −2𝑥
∴ 𝑦𝑝 = (𝑥 2 − 2𝑥 2 ln(𝑥 )) ∗ 𝑒 −𝑥 + (4𝑥 ln(𝑥 ) − 4𝑥 ) ∗ 𝑥𝑒 −𝑥
= 𝑥 2 𝑒 −𝑥 [2 ln(𝑥 ) − 3]
𝑦(𝑥 ) = 𝑘1 𝑒 −𝑥 + 𝑘2 𝑥𝑒 −𝑥 + 𝑥 2 𝑒 −𝑥 [2 ln(𝑥 ) − 3] 𝐺. 𝑆.
H.W.
1) 𝑦 ′′ + 4𝑦 = 4 sec(2𝑥 ) 2) 𝑦 ′′ + 𝑦 = csc(𝑥 )
2-3-5 Transformation of DE to Linear with Constant Coefficients
This is done by using the assumptions
EXAMPLE 24 Solve 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 4𝑦 = 1
Solution Let 𝑥 = 𝑒 𝑧 → 𝑧 = ln (𝑥)
𝑑𝑦 𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑦′ = = ∗ = 𝑒 −𝑧 → 𝑥𝑦 ′ = 𝑒 𝑧 ∗ 𝑒 −𝑧 =
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑧
𝑑2𝑦 𝑑 𝑑 𝑑𝑦 𝑑 𝑑𝑦 𝑑𝑧 𝑑 𝑑𝑦
𝑦 ′′ = = (𝑦 ′ ) = (𝑒 −𝑧 )= (𝑒 −𝑧 )∗ = 𝑒 −𝑧 ∗ (𝑒 −𝑧 )=
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑑𝑧
𝑑2𝑦 𝑑𝑦 𝑑2𝑦 𝑑𝑦 𝑑2𝑦 𝑑𝑦
𝑒 −𝑧 ∗ [𝑒 −𝑧 2
− 𝑒 −𝑧 ] = 𝑒 −2𝑧 ∗ [ 2
− ] → 𝑥 2 𝑦 ′′ = −
𝑑𝑧 𝑑𝑧 𝑑𝑧 𝑑𝑧 𝑑𝑧 2 𝑑𝑧

𝑑2 𝑦 𝑑𝑦 𝑑𝑦 𝑑2 𝑦
∴ 2− + + 4𝑦 = 1 → + 4𝑦 = 1
𝑑𝑧 𝑑𝑧 𝑑𝑧 𝑑𝑧 2
15
Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah
 Chapter Two Engineering Mathematics-II
Differential Equations second year
1
The general solution is 𝑦(𝑧) = 𝑘1 cos(2𝑧) + 𝑘2 sin(2𝑧) +
4
1
𝑦(𝑥 ) = 𝑘1 cos(2ln (𝑥)) + 𝑘2 sin(2ln (𝑥)) +
4
2-4 General Linear Differential Equations of Order n
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎0 (𝑥 ) 𝑛 + 𝑎1 (𝑥 ) 𝑛−1 + ⋯ + 𝑎𝑛−1 (𝑥 ) + 𝑎𝑛 (𝑥 )𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑥𝑦 ′′ + 3𝑦 ′ − 2𝑥𝑦 = sin(𝑥 ) 2nd order linear DE
𝑦𝑦 ′′ − 𝑥(𝑦 ′ )2 + 𝑥 2 𝑦 = 𝑒 −𝑥 2nd order non-linear DE

EXAMPLE 25
Solve 𝑦 ′′′ − 2𝑦 ′′ − 𝑦 ′ + 2𝑦 = 0
Solution
let 𝑦 = 𝑒 𝜆𝑥
𝜆3 − 2𝜆2 − 𝜆 + 2 = 0 → 𝜆2 (𝜆 − 2) − (𝜆 − 2) = 0 → (𝜆2 − 1)(𝜆 − 2) = 0
(𝜆 − 1)(𝜆 + 1)(𝜆 − 2) = 0 → 𝜆1 = 1, 𝜆1 = −1, 𝜆1 = 2
𝑦(𝑥 ) = 𝑘1 𝑒 𝑥 + 𝑘2 𝑒 −𝑥 + 𝑘3 𝑒 2𝑥
EXAMPLE 26
Solve 𝑦 (5) − 3𝑦 (4) + 3𝑦 ′′′ − 𝑦 ′′ = 0
Solution
let 𝑦 = 𝑒 𝜆𝑥
𝜆5 − 3𝜆4 + 3𝜆3 − 𝜆2 = 0 → 𝜆2 [𝜆3 − 3𝜆2 + 3𝜆 − 1] = 0 → 𝜆2 (𝜆 − 1)3 = 0
𝜆1 = 𝜆2 = 0, 𝜆3 = 𝜆4 = 𝜆5 = 1
𝑦(𝑥 ) = 𝑘1 + 𝑘2 𝑥 + 𝑘3 𝑒 𝑥 + 𝑘4 𝑥𝑒 𝑥 + 𝑘5 𝑥 2 𝑒 𝑥
H.W.
1) 𝑦 (4) − 𝑦 = 0
2) (𝐷5 − 𝐷2 − 𝐷 + 1)𝑦 = 0
3) (𝐷 − 7)(2𝐷2 + 5𝐷 + 2)𝑦 = 0
4) (𝐷3 − 3𝐷2 + 9𝐷 + 13)𝑦 = 0
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Anwer Hammadi Mjily – Department of Electrical Engineering - University of Basrah