TOPIC 7 : DIFFERENTIAL EQUATIONS

Reference: text book, chapter : 10.1, 10.3, 10.6, 18.1, 18.2.

dy d 2 y 2 an equation in which at least one term contains dx , dx , etc. dy x + 4 = 5y first order differential equation dx examples :
- it contains only first-order derivatives - it is called linear differential equation

d 2 y dy 2 2 + + 2 y = x2 second order differential equation dx dx

- it contains a second order derivatives - this is not a linear differential equation Note : The order of a differential equation is the order of the highest derivative that it contains. Any differential equation represents a relationship between two variables, x and y.

FIRST-ORDER DIFFERENTIAL EQUATIONS

Type I : Separation of Variables is used when the equation is in the simplest first-order form of equation e.g.

h( y )

dy = g( x) dx

(Basic form)

To solve it : 1. Separate the variables y from x, i.e., by collecting on one side all terms involving y together with dy, while all terms involving x together with dx are put on the other side. 2. Integrate both sides. 3. If the solution can be defined explicitly, i.e., it can be solved for y as a function of x, then do it. If not, the solution can be defined implicitly, i.e., it cannot be solved for y as a function of x.

Examples.

Solve the following differential equations:

1.

dy = ex dx y dy = e x dx y
x y dy = e dx

( separate the var iables) (int egrate both sides)

y2 = ex + C 2 y = 2e x + 2C or y = 2e x + C1 2. (4 y cos y ) dy = 3x 2 dx (4 y cos y )dy = 3x 2 dx

2 (4 y cos y) dy = 3x dx

2 y 2 sin y = x 3 + C
Note : 1. Solutions for the above examples are called the general solutions. 2. The general solution for example 1 is defined explicitly, where as, the general solution for example 2 is defined implicitly. 3. If C is to be evaluated, then the solution is called the solution of the initial-value problem. Type II : Integrating Factors this method is used when the equation is in the form of linear equation in which the variables cannot be separated, e.g. :

dy + p( x ) y = q ( x ) dx (Basic form) where p(x) and q(x) continuous functions

- may or may not be constants Some other examples :

1.

dy + x2 y = ex dx

p( x ) = x 2 ; q ( x ) = e x

2.

dy + (sin x ) y + x 3 = 0 p( x ) = sin x ; q ( x ) = x 3 dx dy + 5y = 2 dx p( x ) = 5 ; q( x) = 2

3.

Procedures to solve the differential equations using this method : 1. Must remember the basic form :

dy + p( x ) y = q ( x ) dx
2. Multiply both sides by

gives :

dy + p( x ) y = q ( x ) dx p ( x ) dx where = e - is called the integrating factor.

- this is what you have to calculate first - can take the constant of integration to be zero at this step. 3. Integrate both sides of the equation obtained in (2) and the result obtained is :

y = q ( x ) dx

4. Finally, solve for y. Be sure to include the constant of integration in this step.

Examples :

Solve the following differential equations :

1.

dy + 3y = e 3x dx Compared with the basic form, p( x ) = 3 so = e

p ( x ) dx

= e

3 dx

= e3x

dy + 3 y = e 3x dx

y = q ( x ) dx e 3 x y = e 3 x e 3 x dx e 3 x y = dx e3x y = x + C x+C y = 3x e

2.

dy = x xy dx Basic form:

and y = 0 when x = 0 dy + p( x ) y = q ( x ) dx

dy + xy = x dx p( x ) = x = e
p ( x ) dx

= e

x dx

=e

x2 2

dy + xy = x dx

y = q ( x ) dx e y = e x dx e y=e
x2 2 x2 2 x2 2 x2 2

+C

y = 0 when x = 0 C = 1 y= e
x2 2

1
x2 2 x2 2

y = 1 e

SECOND-ORDER DIFFERENTIAL EQUATIONS

Second-order linear differential equation has the following basic equation :

d2y dy + p ( x ) + q( x) y = r ( x) dx dx 2
or in alternative notation,

y + p( x ) y + q ( x ) y = r ( x )
where p(x), q(x), and r(x) are continuous functions. If r(x) = 0 for all x, then, the equation

d2y dy + p ( x ) + q ( x) y = 0 2 dx dx is said to be homogeneous.

If r ( x ) 0 for all x, then, the equation

d2y dy + p( x ) + q ( x ) y = r ( x ) 2 dx dx is said to be nonhomogeneous.

Examples of second-order homogeneous differential equations :

d 2 y dy + 2y = 0 dx 2 dx y + e x y = 0
Examples of second-order nonhomogeneous differential equations :

d2y 2 dy + x xy = e x 2 dx dx y + y 3 y = sin x

Solving Second-Order Linear Homogeneous Differential Equations With Constant Coefficients Two continuous functions f and g are said to be linearly dependent if one is a constant multiple of the other. If neither is a constant multiple of the other, then they are called linearly independent. Examples:

f(x) = sin x and g(x) = 3 sin x f(x) = x

and

=> =>

linearly dependent linearly independent

g( x) = x 2

The following theorem is central to the study of second-order linear differential equations: Theorem : If y1 = y1 ( x ) and y2 = y2 ( x ) are linearly independent solutions of the homogeneous equation

then

d2y dy + p( x ) + q ( x ) y = 0 2 dx dx y ( x ) = c1 y1 ( x ) + c2 y2 ( x )

(1) (2)

is the general solution of (1) in the sense that every solution of (1) can be obtained from (2) by choosing appropriate values for the arbitrary constants c1 and c2 ; conversely, (2) is a solution of (1) for all choices of c1 and c2 .

At this level, we restrict our attention to second-order linear homogeneous differential equations with constant coefficients only, i.e.

d2y dy + p + qy = 0 dx dx 2

(basic form of equation)

where p and q are constants.

or I can rewrite :

d2y dy a 2 + b + cy = 0 dx dx

(basic form)

where a, b, and c are constants.

d2y dy 2 2 1 0 Replacing dx with m , dx with m , and y with m will result am2 + bm + c = 0

=> is called auxiliary quadratic equation or auxiliary equation.

Thus, the general solution of the 2nd order linear differential equation

d2y dy a 2 + b + cy = 0 dx dx where a, b, and c are constants

depends on the roots of the auxiliary quadratic equation

am2 + bm + c = 0

such that

2 i) if b 4ac > 0 (2 distinct real roots m1 and m2 )

then y = c1e ii) if b 4ac = 0

2

m1 x

+ c2 e m2 x
(1 real repeated root m1 = m2 ( = m) )

then y = c1e

mx

+ c2 xe mx

2 iii) if b 4ac < 0 (2 complex roots m1 = + i and m2 = i ) x then y = e (c1 cos x + c 2 sin x)

Note :

Each of these solutions contains two arbitrary constants c1 and c2 since solution of 2nd order differential involves 2 integrations. Examples. Solve the following differential equations :

1.

d2y dy 2 2 + 5 3y = 0 dx dx Auxiliary eqn. : 2m2 + 5m 3 = 0 (2m 1)(m + 3) = 0 1 m= or m = 3 2 the general solution, y = c1e
1 x 2

+ c2 e 3 x

2.

d2y dy 4 + 4y = 0 dx dx 2 Auxiliary eqn. : m2 4m + 4 = 0 (m 2)(m 2) = 0 m=2 the general solution, y = c1e 2 x + c2 xe 2 x

3.

d2y dy 2 + 4y = 0 2 dx dx Auxiliary eqn. : m2 2m + 4 = 0 2 4 16 2 m = 1 3i m= a = 1, b= 3

the general solution, y = e x (c1 cos 3x + c2 sin 3x )

Solving Second-Order Linear Nonhomogeneous Differential Equations With Constant Coefficients Now, we consider 2nd order differential equation of the form

d2y dy + p + qy = r ( x ) 2 dx dx
where p and q are constants and r(x) is a continuous function. Theorem :

The general solution of y + py + qy = r ( x ) is

y ( x ) = c1 y1 ( x ) + c2 y2 ( x ) + y p ( x )
where c1 y1 ( x ) + c2 y2 ( x ) is the general solution of the homogeneous equation

y + py + qy = 0

p and is any solution of y + py + qy = r ( x ) . In short, what is meant from the above theorem is that, the general solution for 2nd

y ( x)

order differential equation of the form y + py + qy = r ( x ) is y = Complementary equation (C.E.) + Particular solution (P.S.) where the C.E. is the solution of the differential equation of the form

(homogeneous) and the P.S. is any solution of the complete differential equation. It is determined by trial solution or initial guessing based on the form of r(x).

y + py + qy = 0

Equation y + py + qy = k y + py + qy = ke ax

yp = A

Initial guess for

yp

y p = Ae ax

y + py + qy = a0 + a1 x +...+ an x n y p = A0 + A1 x +...+ An x n y + py + qy = a1 cos bx + a2 sin bx y p = A1 cosbx + A2 sin bx

Modification rule : If any term in the initial guess is a solution of the C.E. , then the correct form for p is obtained by multiplying the initial guess by the smallest positive integer power of x required so that no term is a solution of the C.E.
ax y + py + qy = ke In summary, a P.S. of an equation of the form can be

obtained as follows : Step 1. Step 2. Step 3. Start with as an initial guess. Determine if the initial guess is a solution of the C.E.

y p = Ae ax

y + py + qy = 0 . y p = Ae ax

If the initial guess is not a solution of the C.E. , then is the correct form of a P.S.

Step 4.

If the initial guess is a solution of the C.E., then multiply it by the smallest positive integer power of x required to produce a function that is not a solution of the C.E. . This will yield either or

y p = Axe ax

y p = Ax 2 e ax

Examples. Solve the following differential equations :

1. C. E .

d2y dy 6 + 5y = 3 2 dx dx y = C . E + P. S .

Auxiliary eqn. : m2 6m + 5 = 0 (m 5)(m 1) = 0 m = 5 or m = 1 the general solution for C. E , y = c1e5 x + c2 e x P. S . r ( x) = 3 the initial guess : y p = A u sin g y = A dy d2y = 0, =0 dx dx 2 substitute these values int o the original eqn. d2y dy 6 + 5y = 3 dx dx 2 0 6(0) + 5 A = 3 3 A= 5 the general solution for P. S ., y p = Thus, the general solution is y = c1e5 x + c2 e x + 3 5 3 5

2.

d2y dy 2 2 + 2 + 5 y = cos x 5 sin x dx dx y = C . E + P. S .

C. E . Auxiliary eqn. : 2m2 + 2m + 5 = 0 2 36 4 1 3 m= i 2 2 m= the gen. sol. for C. E , y = e P. S . r ( x ) = cos x 5 sin x the initial guess : y p = A1 cos x + A2 sin x u sin g y = A1 cos x + A2 sin x dy = A1 sin x + A2 cos x dx d2y = A1 cos x A2 sin x dx 2
1 x 2

3 3 (c1 cos x + c2 sin x ) 2 2

substitute these values int o the original eqn. d2y dy 2 2 + 2 + 5 y = cos x 5 sin x dx dx 2( A1 cos x A2 sin x ) + 2( A1 sin x + A2 cos x ) + 5( A1 cos x + A2 sin x ) = cos x 5 sin x cos x (3 A1 + 2 A2 ) + sin x ( 2 A1 + 3 A2 ) = cos x 5 sin x compare coefficients of sin x and cos x: 3 A1 + 2 A2 = 1 2 A1 + 3 A2 = 5 solve for A1 & A2 yields

A1 = 1, A2 = 1 the general solution for P. S ., y p = cos x sin x Thus, the general solution is y=e
1 x 2

3 3 ( c1 cos x + c2 sin x ) + cos x sin x 2 2