Differential Equations Schemel

DI FFERENTI AL EQUATI ONS LESSON 1
Differential equations are equations relating two variables and one or more derivatives of one with respect to
the other. e.g. x,t,
dx
dt
and
d
2
x
dt
2
Theyarisefromtwomainsources.
1. Thedescriptionof physical situationsinvolvingratesof change.
Example A hot object iscoolingat aratethat isproportional tothedifferencebetweenits
temperatureandthat of thesurroundingmedium.
Let denotethetemperatureof theobject at timet.,
0
that of thesurroundingmedium, assumedto
remainconstant. Therateof changeof temperatureisgivenby
d
dt
, then
d
dt
k
0
wherek isapositiveconstant of proportionality.
Note that the negative sign is necessary because the temperature is decreasing with time.
2. To describe properties of families of curves.
Example. . y ax
2
bx describesthefamilyof parabolaspassingthroughtheorigin
Wecanformadifferential equationbyeliminatingthearbitraryconstantsa andb bydifferentiation.
dy
dx
2ax b,
d
2
y
dx
2
2a sob
dy
dx
2ax
dy
dx
x
d
2
y
dx
2
hence, y ax
2
bx
1
2
d
2
y
dx
2
x
2
dy
dx
x
d
2
y
dx
2
x 2y x
dy
dx
x
2
d
2
y
dx
2
or x
2
d
2
y
dx
2
x
dy
dx
2y 0
Sometimesthereisaneasier wayof eliminatingthearbitraryconstants.
Example y e
t
(
A sin2t B cos2t
)
rearrangingwehavee
t
y A sin2t B cos2t e
t
dy
dt
e
t
y 2A cos2t 2B sin2t
Using product rule and implicit differentiation on left hand side.
Differentiatingagain, e
t
d
2
y
dt
2
2e
t
dy
dt
e
t
y 4A sin2t 4B cos2t 4e
t
y
sosincee
t
cannot bezero,
d
2
y
dt
2
2
dy
dt
5e
t
y 0
Differential equations are classified by order and degree. The order is that of the highest order derivative in
the equation. The degree is the power of the highest order derivative. So in the previous examples
d
dt
k
0
isfirst order, first degreewhilex
2
d
2
y
dx
2
x
dy
dx
2y 0and
d
2
y
dt
2
2
dy
dt
5e
t
y 0
aresecondorder first degree.
In this course we are only concerned with these two types of differential equation.
Note that in general n differentiations are required to eliminate n arbitrary constants.
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EXERCISE 1.
1. Form differential equations to describe the following physical situations.:-
(a) An object of mass m kgisdroppedfromrest andexperiencesaresistingforcethat isproportional to
itsvelocityat anygiventime. Formtwodifferent differential equationstodescribethissituation. One
shouldbefirst order andtheother secondorder.
(b) Anobject of massm kgismovinginastraight lineinsuchawaythat itsaccelerationisproportional
toitsdisplacement x mfromafixedpoint of thelineandisdirectedtowardsthat point.
(c) A raindropof mass5 10
4
kg fallsverticallyfromrest. Theforcesactingonit areitsweight andair
resistanceof magnitude4 10
4
v Newtonswherev ms
1
isthevelocityof theraindrop.
Showthat themotionmaybemodelledby5
dv
dt
49 4v
2. During the decay of a radioactive substance, the rate at which mass is lost is proportional to the mass
present at that instant. Write down a differential equation to describe this relationship.
3. A disease spreads so that the rate at which people are infected is proportional to the square root of the
number infected. When 100 people are known to be infected, new cases are appearing at a rate of 20 per day.
Find an expression for
dN
dt
4. The area of a circle is increasing at a rate proportional to its radius. Write down expressions for
dA
dt
,
dA
dr
and
dr
dt
5. Form differential equations by eliminating the arbitrary constants from the following equations:-
(a) y x
2
A (b) Ay x 1(c) y A sinx (d) y Ae
x
Be
x
(e) y
AxB
sinx
6. If y A sin
1
x B provethat 1 x
2
d
2
y
dx
2
x
dy
dx
0
7. If y e
2x
(
A sin3x B cos3x
)
provethat
d
2
y
dx
2
4
dy
dx
13y 0
EXERCISE 1 SOLUTIONS
1. (a) Force mass accelerationsokv m
dv
dt
or
dv
dt

k
m
v 0 OR m
d
2
x
dt
2
k
dx
dt
0
(b) m
d
2
x
dt
2
kx
(c) 5 10
4
g 4 10
6
v 5 10
4
dv
dt
5
dv
dt
49 4v
2. Let mass of substance at time t bem then
dm
dt
km
3. If N isthenumber infectedat timet then
dN
dt
k N and
dN
dt
20whenN 100 20 10k sok 2
hence,
dN
dt
2 N
4.
dA
dt
kr , A r
2
dA
dr
2r so
dr
dt

dr
dA

dA
dt

2r
kr

2
k
5. (a) y x
2
A
dy
dx
2x
(b) Ay x 1 A
dy
dx
1
dy
dx

1
A

y
x1
(c) y A sinx
dy
dx
A cosx
y cosx
sinx
y cotx
(d) y Ae
x
Be
x
dy
dx
Ae
x
Be
x
d
2
y
dx
2
Ae
x
Be
x
y
(e) y
AxB
sinx
y sinx Ax B sosinx
dy
dx
y cosx A sinx
d
2
y
dx
2
2cosx
dy
dx
y sinx 0
6. y A sin
1
x B
dy
dx

A
1x
2
1 x
2
dy
dx
A 1 x
2
d
2
y
dx
2

x
1x
2
dy
dx
0
1 x
2
d
2
y
dx
2
x
dy
dx
0
7. y e
2x
(A sin3x B cos3x) e
2x
y A sin3x B cos3x
e
2x
dy
dx
2e
2x
y 3A cos3x 3B sin3x e
2x
d
2
y
dx
2
4e
2x
dy
dx
4e
2x
y 9A sin3x 9B cos3x
i.e. e
2x
d
2
y
dx
2
4e
2x
dy
dx
4e
2x
y 9e
2x
y
d
2
y
dx
2
4
dy
dx
13y 0
LESSON 2
As has already been said, a great variety of physical situations are described by differential equations. If we
then wish to find a direct relationship between the two variables we must solve the differential equation.
To do this we must eliminate the derivatives by some form of integratioin, each integration introducing an
arbitrary constant.
The general solution or complete primitive of a differential equation of order n must contain n arbitrary
constants.
If sufficient initial (or other) conditions are given, such as the values of y and
dy
dx
for agivenvalueof x,
thenit ispossibletoevaluatetheseconstantsandobtainaparticular solution.
SOLVI NG DI FFERENTI AL EQUATI ONS
A. First Order Equations.
1. Equations of the form
dy
dx
f
(
x
)
This type should need no explanation. Simply integrate with respect to x toobtainy f
(
x
)
dx constant.
2. Type
dy
dx
g
(
y
)
1
g
(
y
)
dy
dx
1
Recall themethodof implicit differentiationwhere
d
dx
(
f
(
y
))
f
y
dy
dx
reversingtheprocess
1
g
(
y
)
dy
dx
dx
1
g
(
y
)
dy
Example
dy
dx
y 3
1
y3
dy
dx
1
1
y3
dy 1dx lny 3 x A whereA isaconstant
soy 3 e
xA
e
x
e
A
ke
x
wherek e
A
i.e. y ke
x
3
3. Type2isreallyjust aspecial caseof amoregeneral formof equationknownasvariableseparable
. becausetheycanberearrangedsothat thereisonlyonevariableoneachside.
i.e. equationswhichmayberearrangedintotheformg
(
y
)
dy
dx
f
(
x
)
when, integratingbothsideswith
respect tox wehaveg
(
y
)
dy f
(
x
)
dx constant
Examples
(i)
dy
dx

y
2
1x

1
y
2
dy
dx

1
1x

1
y
2
dy
1
1x
dx
1
y
ln|1x|A
wemaywriteA aslnk for somek so
1
y
ln
k
1x
or y ln
k
1x
(ii) cos
2
x
dy
dx
secy cosy
dy
dx
sec
2
x cosydy sec
2
xdx siny tanx A
(iii) Sometimesamorecomplexequationcanbeconvertedintoavariableseparabletypebyasimple
substitution.
consider
dy
dx

xy
x
whichisclearlynot variableseparable.
Put y vx so
dy
dx
v x
dv
dx
(product rule)
substitutingintodifferential equationgivesv x
dv
dx

xvx
x
1 v i.e. x
dv
dx
1whichclearlyisv.s.
givingus 1dv
1
x
dx A i.e. v A lnx or v lnk x
y
x
lnk x or y x lnk x
Particular Solutions
Example
(i) Findthesolutionof
dy
dx

e
y
y
suchthat y 2whenx 0
separatingthevariableswehaveye
y
dy
dx
1 ye
y
dy dx x A
Integrationbypartsontheleft givesye
y
e
y
dy x A ye
y
e
y
x A
i.e. (1 y) e
y
(B x) andy 2whenx 0 3 B e
2
soB 3e
2
hence, 1 y e
y
3e
2
x
EXERCISE 2
1. Solve the following differential equations:-
(a)
dy
dx
xy (b) x
dy
dx
x
2
1(c) y
dy
dx
x 1(d)
dy
dx

x1
y1
(e)
dy
dx
e
xy
(f) tany
dy
dx
tanx
2.
dy
dx
e
y
sin2x giventhat y 0whenx 0
3. An object is projected horizontally on a surface with an initial speed of 20ms
1
. Itsspeedis
modelledbythedifferential equation
dv
dt

v
2
10
(i) Find the particular solution that corresponds to the given initial condition.
(ii) How long does it take for the speed to drop to 10% of its original value?
4. Usethesubstitutiony vx tosolve
dy
dx

y
2
xy
x
2
xy
,
5. Showthat thesubstitutionx y z reducestheequation
dy
dx

(
x y
)
2
toavariableseparableform
* 6. A particle of mass m, travelling through air, experiences a resistive force proportional to its speed v.
The resistance is such that in freee fall it would reach a terminal speed V.
(i) Determine the value of the constant of proportionality.
The particle is now projected vertically upwards with a speed U.
(ii) Showthat at timet after projectionitsspeedsatisfiesthedifferential equation
dv
dt
1
v
V
g
(iii) Using
dv
dt
v
dv
dx
, wherex istheheight abovethepoint of projection, showthat theparticlereaches
amaximumheight of H whereH
V
2
g
U
V
ln 1
U
V
(iv) Showthat if U ismuchsmaller thanV thenH
U
2
2g
1
2U
3V
Comment on the significance of this result in terms of the situation being modelled.
[Omit (iv) if you have not yet covered the Maclaurin expansion of ln]
1. (a)
dy
dx
xy
1
y
dy
dx
x
1
y
dy xdx lny
1
2
x
2
A y Be
1
2
x
2
B e
A
(b) x
dy
dx
x
2
1
dy
dx

x
2
1
x
x
1
x
y
1
2
x
2
lnx A
(c) y
dy
dx
x 1 ydy
(
x 1
)
dx
1
2
y
2
1
2
x
2
x A or y
1
2
x 1
2
A
(d)
dy
dx

x1
y1

(
y 1
)
dy
dx
x 1 y 1dy x 1dx
1
2
y 1
2
1
2
x 1
2
A
y 1 x 1
2
2A y x
2
2x B 1
(e).
dy
dx
e
xy
e
y
dy
dx
e
x
e
y
e
x
A e
y
B e
x
y ln
(
B e
x
)
y ln
1
Be
x
(f) tany
dy
dx
tanx lncosy lncosx A lnB cosx cosy B cosx y arccosB cosx
2.
dy
dx
e
y
sin2x e
y
dy sin2xdx e
y

1
2
cos2x A
y 0whenx 0 1 A
1
2
soA
3
2
andy ln
3
2
1
2
cos2x
3. (i)
dv
dt

v
2
10

1
v
2
dv
1
10
dt
1
v

t
10
A andv 20whent 0 A
1
20
so
1
v

t
10
1
20
v
20
2t1
(ii) v 2
20
2t1
2 4t 2 20 t 4.5seconds.
4. y vx
dy
dx
v x
dv
dx
(product rule) so
dy
dx

y
2
xy
x
2
xy
becomesv x
dv
dx

v
2
x
2
vx
2
x
2
vx
2

v
2
v
1v
x
dv
dx

v
2
v
1v
v
v
2
vv1v
1v

2v
2
1v

1v
v
2
dv
dx

2
x
v
2
v
1
dv 2lnx A

1
v
lnv 2lnx A
x
y
ln
y
x
2lnx A i.e.
x
y
lny lnx 2lnx A
so
x
y
lny lnx A (Not convenient totrytoexpressy intermsof x
5. x y z 1
dy
dx

dz
dx
so
dy
dx

(
x y
)
2
becomes
dz
dx
1 z
2
dz
dx
z
2
1whichisv.s.
6. (i) Resistiveforce kv. At terminal speedkV mg sok
mg
V
(ii) at timet, m
dv
dt
mg kv
dv
dt
g
kv
m
g
vg
V
1
v
V
g asrequired
(iii)
dv
dt
v
dv
dx
v
dv
dx
1
v
V
g v
dv
dx

Vv
V
g
v
Vv
dv
g
V
dx
v
Vv
dv
VvV
Vv
dv 1
V
Vv
dv sov V lnV v
gx
V
C
v U whenx 0soC U V lnV U andv V ln
Vv
VU

gx
V
U
at maximumheight v 0 V ln
V
VU

gH
V
U 0 H
V
g
U V ln
V
VU

V
2
g
U
V
ln 1
U
V
sinceln
V
VU
ln
VU
V
(iv) If U ismuchsmaller thanV thenwemayusetheapproximationln 1
U
V

U
V

U
2
2V
2

U
3
3V
3
soH
V
2
G
U
V

U
V

U
2
2V
2

U
2
3V
2

V
2
g

U
2
2V
2

U
3
3V3

U
2
2g

U
3
3V

u
2
2g
1
2U
3V
LESSON 3
First Order Linear Equations
A linear differential equation is one in which the independent variable only appears to the power of 1.
e.g.
dy
dx
x
2
xy or
d
2
y
dx
2
5
dy
dx
y 3or
d
2
y
dx
2
5x
2
dy
dx
xy 0
Thesecondoneisanexampleof asecondorder linear equationwithconstant coefficients.
Thegeneral formof afirst order linear equationis
dy
dx
Py Q whereP andQ maybefunctionsof x.
e.g.
dy
dx
x
2
xy maybewrittenas
dy
dx
xy x
2
soP x andQ x
2
Somefirst order linear equationsmaybesolvedbycareful inspection.
Example.
Solve cosx
dy
dx
y sinx x
2
Thislooksprettyawful until younoticethat theleft handsideisthederivativeof y cosx
sotheequationcanberewrittenas
d
dx
(
y cosx
)
x
2
y cosx
1
3
x
3
A soy
x
3
B
3cosx
Inthisexamplewesaythat theleft handsideisaperfect derivative.
It isnot usuallyveryeasytorewritealinear equationsothat theleft handsideisaperfect derivative, so
weproceedasfollows:-
Start fromthegeneral form
dy
dx
Py Q andmultiplybothsidesbyR (afunctionof x
sowehaveR
dy
dx
RPy QR andwechooseR sothat R
dy
dx
RPy istheperfect derivativeof Ry
i.e. werequirethat R
dy
dx
RPy R
dy
dx
y
dR
dx
whichistrueif PR
dR
dx
i.e. if
1
R
dR
dx
P lnR Pdx or R e
Pdx
Thismeansthat anyfirst order linear equationwritteninstandardformcanbemultipliedbyan
I NTEGRATI NG FACTOR R e
Pdx
toconvert it intotheform
d
dx
(
Ry
)
RQ
Examples
(i) solvex
dy
dx
2y
4
x
for x 0
Wemust first dividebyx toconvert it tostandardform
dy
dx

2
x
y
4
x
2
soP
2
x
Our integratingfactor ise
2
x
dx
e
2lnx
e
lnx
2
x
2
(Notethat e
lnf
(
x
)
f
(
x
)
hence,
d
dx
x
2
y 4dx x
2
y 4x A or y
4
x

A
x
2
(ii) Solvecosx
dy
dx
sinxy x
2
standardising,
dy
dx

sinx
cosx
y
x
2
cosx
soI.F. ise

sinx
cosx
dx
e
lncosx
cosx
socosxy x
2
dx
1
3
x
3
A asbefore.
EXERCISE 3
1. FindtheI.F. for eachof thefollowingdifferential equations:-
(i)
dy
dx
x
2
y x (ii)
dy
dx
y sinx x (iii) 4x
dy
dx
y x
2
(iv)
dy
dx
7y 1(v) cosx
dy
dx
y sinx e
2x
2. Find the particular solution of each of the following differential equations:-
(i) x
dy
dx
2y x
2
giveny 0whenx 1, (ii)
dy
dx
xy 4x giveny 2whenx 0
* 3. (i) Use the substitution x e
u
toshowthat
1
x
lnx
n
dx
1
n1
lnx
n1
C for n 1andfindthe
correspondingresult for n 1.
Thedifferential equation
dy
dx

y
x lnx

1
x
, withy 1whenx eistobesolvedusinganI.F.
(ii) Find the integrating factor
(iii) Solve the differential equation.
(iv) Sketch the solution curve for x 1.
* 4. The differential equation 1 x
dy
dx

2
1x
y 1 x
2
istobesolvedfor valuesof x intheinterval
1 x 1.
(i) Solvethedifferential equationfor y intermsof x. Youmayassumethat
2
1x
2

1
1x

1
1x
(ii) Find the solutions in the cases (a) y 0whenx 0, (b) y 1whenx 0
In each case state the behaviour of the solution as x 1
(iii) Show that there is one solution for which y tends to a finite limit as x tendsto1. Statethissolution
andsketchitsgraph.
1. (i) e
x
2
dx
e
1
3
x
3
(ii) e
sinxdx
e
cosx
(iii) e

1
4x
dx
e
1
4
lnx
e
lnx
1
4

1
4
x
(iv) e
7dx
e
7x
(v) e
sinx
cosx
dx
e
lncosx
e
lnsecx
secx
2. (i) x
dy
dx
2y x
2
dy
dx

2y
x
x hasI.F. e
2
x
dx
e
2lnx
x
2
sox
2
y x
3
dx
1
4
x
4
A andy 0whenx 1A
1
4
soy
x
4
1
4x
2
(ii)
dy
dx
xy 4x hasI.F. e
xdx
e
1
2
x
2
soye
1
2
x
2
4xe
1
2
x
2
4e
1
2
x
2
A andy 2whenx 0
A 2soy 42e
1
2
x
2
3. (i) x e
u
dx
du
e
u
so
1
x
lnx
n
dx
1
e
u
u
n
.e
u
du u
n
du
1
n1
u
n1
C
1
n1
lnx
n1
C
but if n 1thenwehave
1
x
lnx
1
dx
1
e
u
u 1.e
u
du u
1
du lnu lnlnx C
(ii) I.F. (by previous part) e
1
x lnx
dx
e
lnlnx
lnx
(iii) solutionisthusy lnx
1
x
lnxdx
1
2
lnx
2
C by(i) i.e. y
1
2
lnx
C
lnx
y 1whenx e 1
1
2
C soC
1
2
andy
1
2
lnx
1
lnx
(iv) asx 1
y andasx increasesy
1
2
lnx,
dy
dx
0wheny lnx lnx
1
lnx
lnx 1or x e
4. (i) 1 x
dy
dx

2
1x
y 1 x
2
dy
dx

2
1x
2
y 1 x
I.F. e
2
1x
2
dx
e
(
1
1x
1
1x
)
dx
e
ln1xln1x
e
ln
(
1x
1x
)

1x
1x
so
1x
1x
y 1 xdx
1
2
1 x
2
A y
1
2
1 x
2

1x
1x
A
(ii) (a) y 0whenx 0 A
1
2
soy
1
2
1 x
2
1x
1x
asx 1, y
(b) y 1whenx 0 A
1
2
soy
1
2
1 x
2
1x
1x
asx 1, y
(iii) If A 0, y
1
2
1 x
2
0asx 1
1
e
1
1 0
1
2
LESSON 4
Numerical Solution of First Order Equations. Eulers Method.

This is the simplest numerical method for solving differential equations.
The idea is to approximate the solution curve by a sequence of short straight line segments. It is best
illustrated by an example.
Consider
dy
dx
x
2
y
2
withinitial conditiony 1whenx 1
Thegradient of thesolutioncurveat theinitial point isclearlyx
2
y
2
2
Wenowmoveashort distancetotheright (thestepsize) alongthistangent toarriveat our secondpoint.
(seediagram)
Supposeour stepsizeh, is0.2
thenA
B 0.4andsoour secondpoit is1.2,1.4

Our next short segment startsat B andhasgradient
1.2
2
1.4
2
3.4sothethirdpoint isat 1.4, 2.08
Eachstepintroducesanerror whichcanbereduced
by taking a smaller step size.
It may seem a rather laborious process but the advantage
of Eulers method is that you can formulate a simple
rule to generate the successive points and so the process
can easily be programmed into a spread sheet or a computer.
It is a good idea to lay out your working in a table as in the next example.
Example. Use Eulers method to estimate the value at x 1of theparticular solutionof
dy
dx
x
2
y
2
whichpassesthroughthepoint 0,0.5. Useasteplengthof 0.25andworkto4dec. places
Soweestimatethevalueof y at x 1tobe1.1396.
Note. A steplengthof 0.1(i.e. 10steps) givesavalueof 1.3447
To see how the step size affects the error, consider the equation
dy
dx
y whichweknowhasthe
solutiony e
x
Theformulafor Eulersmethodisy
n1
y
n
hf
(
x
n
,y
n
)
andinthiscasef
(
x,y
)
y
soy
n1
y
n
hy
n
Startingwithy 1whenx 0, Eulersmethodgivesthefollowingvaluesfor x 1
h
A
B
C
A'
Error produced
by first step
1
1
1.1396 1 4
1.1396 0.3119 1.2476 0.8277 0.75 3
0.8277 0.1705 0.6819 0.6572 0.5 2
0.6572 0.0947 0.3789 0.5625 0.25 1
0.5625 0.0625 0.25 0.5 0 0
y
n1
y
n
hf x
n,y
n
hf
(
x
n
,y
n
)
f
(
x
n
,y
n
)
y
n
x
n
n
0 2.72 10,000 0.0001
0.05 2.72 1,000 0.001
0.5 2.7 100 0.01
4.58 2.59 10 0.1
% Error Numerical
solution
Number of steps h
EXERCISE 4
1. Estimatethevalueof y whenx 1for
dy
dx
y e
x
sinx withinitial conditionx 0,y 1
usingasteplengthof 0.1
2. Estimatethevalueof y whenx 1.5for
dy
dx
1 x siny withinitial conditionx 0,y 0.5
usingasteplengthof 0.25
* 3. A numerical solutionissought tothedifferential equation
dy
dx

y
x
tanx usingEulersmethod.
Thealgorithmisgivenbyx
n1
x
n
h, y
n1
y
n
hf
(
x
n
,y
n
)
whereh isthesteplengthand
f
(
x,y
)
dy
dx
(i) Giventhat y 1whenx 1, useasteplengthof 0.2toestimatethevalueof y whenx 1.4
(ii) Explainwhyit wouldbeinappropriatetocontinuethisprocessanyfurther.
*4 . Thedifferential equationx
dy
dx
y 2 xy x , x 0istobeinvestigatednumericallyusingEulers
method. Thealgorithmisgivenby x
r 1
x
r
h, y
r 1
y
r
hy
r
wherey
r
isthevalueof
dy
dx
at x
r
, y
r
Thetableshowsthesolutioncalculatedfromtheinitial conditionsx 1, y 2
(i) Calculate the values for the missing entries in the table.
(ii) Sketchthegraphof y against x for 1 x2
(iii) Explainwhythegraphsuggeststhat y
0. Aretheestimatesfor y over-extimatesor under-

estimates?Explainyour answer.
The algorithm may be used to generate solutions to this differential equation from different starting
points.
(iv) Whywill thealgorithmfail if at anystagey
r
x
r
?
(v) Giventhat h 0, showthat if y
r
x
r
0theny
r
1, andhencethat ty
r 1
xr 1 0.
8.1539 7.0275 7.4512 2
7.4512 6.7688 6.7743 1.9
6.7743 6.5021 6.1241 1.8
6.1241 6.2269 1.7
1.6
1.5
5.3431 3.3081 1.4
3.8081 5.0267 3.3054 1.3
3.3054 4.698 2.8356 1.2
2.8356 4.356 2.4 1.1
2.4 4 2 1
y
r 1
y
r
y
r
x
r
1.
soy 2.9155whenx 1.
2.
soy 2.804whenx 1.5
* 3. (i)
y 1.441whenx 1.4
(ii)
dy
dx
asx

2
and1.4isgettingcloseto

2
*4. (i)
(ii)
(iii) The graph clearly shows that y
isincreasing y
0
The estimates are over-estimates as the tangents at the various points are all below the curve.
(iv) If y
r
x
r
thenx
r
y
r
x
r
0 y
r
doesnot exist
(v) y
r
x
r
0 y
r

y
r
x
r
1soy
r 1
y
r
h
y
r
x
r

y
r
x
r
(
x
r
h
)
x
r
h x
r 1
0
2.91545 1 10
2.91545 2.93993 2.62146 0.9 9
2.62146 2.67617 2.35384 0.8 8
2.35384 2.43068 2.11077 0.7 7
2.11077 2.20059 1.89071 0.6 6
1.89071 1.98318 1.69239 0.5 5
1.69239 1.77584 1.51481 0.4 4
1.51481 1.57613 1.3572 0.3 3
1.3572 1.38169 1.21903 0.2 2
1.21903 1.19033 1.1 0.1 1
1.1 1 1 0 0
y
r 1
y
r
y
r
x
r
n
2.80405 1.5 6
2.80405 1.90961 2.32665 1.25 5
2.32665 1.96521 1.83535 1 4
1.83535 1.73916 1.40056 0.75 3
1.40006 1.43186 1.0426 0.5 2
1.0426 1.17041 0.75 0.25 1
0.75 1 0.5 0 0
y
r 1
y
r
y
r
x
r
n
1.44066 1.4 2
1.44066 1.64592 1.11148 1.2 1
1.11148 0.55741 1 1 0
y
r 1
y
r
y
r
x
r
n
5.5042 1.7
5.5042 5.9704 4.9072 1.6
4.9072 5.6481 4.3424 1.5
4.3424 1.4
y
n1
y
n
y
n
x
n
7
2
1 2
LESSON 5
B. Linear Equations with constant coefficients
We defined these to be equations which contain no powers of the independent variable greater than 1.
We consider first the first order equation
dy
dx
ay 0
1
y
dy
dx
a lny ax C or y Ae
ax
Consider now5
dy
dx
y 0
Webeginbyassumingthat thereisasolutionof theformy Ae
x
If thisisasolutionthenit must satisfythedifferential equation, i.e. 5Ae
x
Ae
x
0
sincee
x
cannot bezerothisgives5 1 0or
1
5
sosolutionisy Ae
1
5
x
Ingeneral, if a
dy
dx
by 0thenputtingy Ae
x
givesAae
x
Abe
x
0 a b 0so
b
a
Theequationa b 0iscalledtheauxiliaryequationandisobtainedbysimplywriting for
dy
dx
andputtingy 1. It iscalledtheauxiliaryequationmethodandisanalternativetothevariable
separablemethodor theintegratingfactor method.
Now consider the equivalent second order equation a
d
2
y
dx
2
b
dy
dx
cy 0
Supposeweassumethat thishasasolutionof theformy Ae
x
thenwemust have
aA
2
e
x
bAe
x
cAe
x
0 a
2
b c 0
Let therootsof thisquadraticequationbe
1
and
2
theny Ae
1
x
andy Be
2
x
arebothsolutions
of thegivenequation. Neither canbeageneral solutionhowever asthat wouldrequiretwoarbitrary
constants.
But consider the sum of these two solutions i.e. y Ae
1
x
Be
2
x
dy
dx
A
1
e
1
x
B
2
e
2
x
and
d
2
y
dx
2
A
1
2
e
1
x
B
2
2
e
2
x
sosubstitutinginthedifferential equation
wehavea A
1
2
e
1
x
B
2
2
e
2
x
b A
1
e
1
x
B
2
e
2
x
c Ae
1
x
Be
2
x
aAe
1
x
bA
1
1
x
ecAe
1
x
aA
2
2
e
2
x
bA
2
2
x
cAe
2
x
0
soy Ae
1
x
Be
2
x
isasolutionandsinceit contains2arbitraryconstantsit isageneral solution.
Againa
2
b c 0istheauxil iaryequation.
y Ae
1
x
andy Be
2
x
aretheCOMPLEMENTARY FUNCTIONSof thedifferential equation.
Example Find the general solution of the differential equation 2
d
2
y
dx
2

dy
dx
1 0
Auxiliaryequationis2
2
1 0 2 1 1 0 1or
1
2
General solutionisthusy Ae
x
Be
1
2
x
Example Find the solution of
d
2
y
dx
2
4
dy
dx
3y 0giventheinitial conditionsy 0and
dy
dx
1at x 0
Auxiliaryequationis
2
4 3 0 1 3 0 1or 3
sogeneral solutionisy Ae
x
Be
3x
dy
dx
Ae
x
3Be
3x
y 0and
dy
dx
1at x 0 A B 0andA 3B 1 2B 1soB
1
2
, A
1
2
andsolutionis
y
1
2
e
x
e
3x
EXERCISE 5
1. Use the auxiliary equation method to find the general solutions of:-
(i)
dy
dx
3y 0(ii)
dy
dx
x 0(iii) 5
dz
dt
z 0(iv)
dp
dt
0.02p
2. Find the particular solutions of:
(i)
dy
dx
2y 0giveny 3whenx 0(ii)
dP
dt
kP givenP P
0
whent 0
3. Find the general solution of
dy
dx
5y 0using
(i) the method of separation of variables
(ii) the integrating factor method
(iii) the auxiliary equation method.
Show that in each case the answer can be written in the same form.
4. All of the following differential equations can be solved by at least one of the methods:
Separation of variables, integrating factor or auxiliary equation.
In each case state which method (or methods) can be used and use it (or them) to solve the equation.
(i)
dy
dx
17y 0(ii)
dy
dx
y
2
0(iii)
dy
dx
xy 0(iv)
dy
dx
3y 0(v) y
dy
dx
y
2
0
5. In each case, state what can be said about the function h
(
x,y
)
whenthedifferential equation
dy
dx
h
(
x,y
)
canbesolvedusing:
(i) the method of separation of variables
(ii) the integrating factor method
(iii) the auxiliary equation method.
6. Find the general solution of each of the following differential equations:
(i)
d
2
y
dx
2
3
dy
dx
2y 0(ii) 6
d
2
y
dx
2
5
dy
dx
y 0(iii)
d
2
y
dx
2
4y 0(iv)
d
2
x
dt
2

dx
dt
6x 0
7. Find the particular solution of each of the following:
(i)
d
2
y
dx
2
5
dy
dx
6y 0giveny 1and
dy
dx
0whenx 0
(ii)
d
2
y
dx
2
9y 0giveny 0and
dy
dx
1whenx 0
(iii)
d
2
x
dt
2
6
dx
dt
5x 0givenx 0whent 0andx 2whent 1
1. (i)
dy
dx
3y 0hasauxiliaryequation 3 0 3sog.s. isy Ae
3x
(ii)
dx
dt
x 0hasauxiliaryequation 1 0 1sog.s. isy Ae
t
(iii) 5
dz
dt
z 0hasauxiliaryequation5 1 0
1
5
sog.s. isy Ae
1
5
t
(iv)
dp
dt
00.2p hasauxiliaryequation 0.02 0 0.02sog.s. isy Ae
0.02t
2. (i)
dy
dx
2y 0hasauxiliaryequation 2 0 2sog.s. isy Ae
2x
y 3whenx 0 A 3sosolutionisy 3e
2x
(ii)
dP
dt
kP hasauxiliaryequation k 0 k sog.s. isP Ae
kt
P P
0
whent 0 A P
0
sosolutionisy P
0
e
kt
3.
dy
dx
5y 0
(i) by separation of variables
1
y
dy
dx
5
1
y
dy 5dx lny 5x C y Ae
5x
(ii) by integrating factor, I.F. is e
5dx
e
5x
soye
5x
0dx A y Ae
5x
(iii) by auxiliary equation, auxiliaryequationis 5 0 5sog.s. isy Ae
5x
4. (i) Any method. Solution is y Ae
17x
(ii) only separation of variables.
dy
dx
y
2
1
y
2
dy x A
1
y
x A or y
1
Ax
(iii) separation of variables or integrating factor, I.F. is e
xdx
e
1
2
x
2
soe
1
2
x
2
y A y Ae
1
2
x
2
(iv) Any method y Ae
3x
(v) Any method y
dy
dx
y
2
0
dy
dx
y 0soy Ae
x
or y 0
5. (i) h
(
x,y
)
must havetheformf
(
x
)
g
(
y
)
(ii) h
(
x,y
)
must belinear iny, i.e. of theformay b
(iii) h
(
x,y
)
must beof theformcy
6. (i)
d
2
y
dx
2
3
dy
dx
2y 0hasauxiliaryequation
2
3 2 0
(
2
)(
1
)
0 1or 2
soy Ae
x
Be
2x
(ii) 6
d
2
y
dx
2
5
dy
dx
y 0hasauxiliaryequation6
2
5 1 0
(
2 1
)(
3 1
)
0
1
2
or
1
3
soy Ae
1
2
x
Be
1
3
x
(iii)
d
2
y
dx
2
2
4 0
(
2
)(
2
)
0 2
soy Ae
2x
Be
2x
(iv)
d
2
x
dt
2

dx
dt
6x 0hasauxiliaryequation
2
6 0
(
2
)(
3
)
0 2or 3
soy Ae
2t
Be
3t
7. (i)
d
2
y
dx
2
5
dy
dx
2
5 6 0
(
2
)(
3
)
0 2or 3
soy Ae
2x
Be
3x
,
dy
dx
2Ae
2x
3Be
3x
y 1and
dy
dx
0whenx 0 A B 1and2A 3B 0soB 2, A 3andy 3e
2x
2e
3x
(ii)
d
2
y
dx
2
2
9 0
(
3
)(
3
)
0 3
soy Ae
3x
Be
3x
,
dy
dx
3Ae
2x
3Be
3x
y 0and
dy
dx
1whenx 0 A B 0and3A 3B 1soA
1
6
, B
1
6
andy
1
6
e
3x
e
3x
(iii)
d
2
x
dt
2
6
dx
dt
2
6 5 0
(
1
)(
5
)
0 1or 5
sox Ae
t
Be
5t
, x 0whent 0 A B 0andx 2whent 1 Ae
1
Be
5
2
B A soA e
1
e
5
2 A
2
e
1
e
5

2e
1e
4
sox
2e
1e
4
e
2t
e
5t
LESSON 6
What if theauxiliaryequationdoesnot havereal roots?
e.g.
d
2
y
dx
2
4y 0withauxiliaryequation
2
4 0 2j
general solutionisy Ae
2jx
Be
2jx
complexexponentialscanbewrittenintermsof sineandcosinefunctionsusingtherelationships
, (for an explanation, see FP2) e
j
cos jsin ande
j
cos jsin
sowemaywritey A
(
cos2x j sin2x
)
B
(
cos2x j sin2x
)
A B cos2x
(
A B
)
jsin2x
NowdefinenewconstantsbyC A B, D A Bj theny C cos2x D sin2x whichisthe
requiredgeneral solution(asiseasilyverifiedbydifferentiation)
Example Find the solution of
d
2
y
dx
2
16y 0giventhat y 0and
dy
dx
2whenx 0
auxiliaryequationhassolutions 4j sogeneral solutionisy A cos4x B sin4x
y 0whenx 0 A 0soy B sin4x
dy
dx
4B cos4x
so
dy
dx
2whenx 0 4B 2 B
1
2
andsolutionisy
1
2
sin4x
Consider now the more general case when the solutions of the auxiliary equation are p qj
general solutionisnowy Ae
pqj
Be
pqj
e
p
Ae
qj
Be
qj
e
p
(
C cosqx D sinqx
)
Example Solve
d
2
y
dx
2
2
dy
dx
5y 0giventhat y 0and
dy
dx
1whenx 0
auxiliaryequationis
2
2 5 0
1
2
(
2 4 20
)
1 2j
g.s. isthusy e
x
(
A cos2x B sin2x
)
andy 0whenx 0givesA 0
soy B e
x
sin2x
dy
dx
Be
x
sin2x 2Be
x
cos2x and
dy
dx
1whenx 0 2B 1
andsolutionisy
1
2
e
x
sin2x
Finally we consider the case of the auxiliary equation having a repeated root
e.g.
d
2
y
dx
2
6
dy
dx
9y 0withauxiliaryequation
2
6 9 0
(
3
)
2
0so 3(repeated)
Thisonlygivesy Ae
3x
whichcannot beageneral solution
Let ustryy f
(
x
)
e
3x
so
dy
dx
f
xe
3x
3fxe
3x
and
d
2
y
dx
2
f
xe
3x
6f
xe
3x
9fxe
3x
substitutingback inthedifferential equationwehave
f
xe
3x
6f
xe
3x
9fxe
3x
6 f
xe
3x
3fxe
3x
9f(x)e
3x
0
i.e. f
xe
3x
0 f
(x) A f(x) Ax B soC.F. isy Ax Be

3x
Summarizing our results for equations with constant coefficients,
To solve a
d
2
y
dx
2
b
dy
dx
cy 0wewritedowntheauxiliaryequationa
2
b c 0andsolveit
The three possible cases are:
(1)
1
,
2
real anddistinct givesC.F. Ae
1
x
Be
2
x
(2) rootscomplex, p qj givesC.F. e
px
(
A cosqx B sinqx
)
(3)
1

2
, rootsreal andequal, givesC.F. Ax Be
x
EXERCISE 6
Find the particular solution of each of the following equations for the conditions given.
1.
d
2
x
dt
2
4x 0givenx 1whent

4
andx 0whent

2
2.
d
2
x
dt
2
12x 0givenx 0whent 0andx 3whent 1
3.
d
2
y
dx
2
2
dy
dx
2y 0giveny 0and
dy
dx
2whenx 0
4. 4
d
2
y
dx
2
8
dy
dx
5y 0giveny 2and
dy
dx
0whenx 0
5.
d
2
y
dx
2
2
dy
dx
5y 0giveny 0whenx 0andy 3whenx

4
6.
d
2
x
dt
2
3
dx
dt
4x 0givenx 1and
dx
dt
0whent 0
7. Find the general solution of the following differential equations:
(i)
d
2
y
dx
2
16y 0(ii)
d
2
y
dx
2

2
x 0( isaconstant) (iii)
d
2
y
dx
2

dy
dx
5y 0(iv)
d
2
x
dt
2
8
dx
dt
16x 0
(v) 7
d
2
y
dx
2
2
dy
dx
0(vi) 9
d
2
y
dx
2
12
dy
dx
4y 0(vii) m
d
2
y
dx
2
r
dy
dx
ky 0wherem,r andk areconstants
consider all possiblecases.
8. For each of the following differential equations, find the particular solution that fits the given conditions:
(i)
d
2
y
dx
2
2
dy
dx
y 0giveny 0whenx 0andy 2whenx 1
(ii) 4
d
2
y
dx
2
4
dy
dx
y 0giveny 4whenx 0andy 0whenx 2
(iii)
d
2
y
dx
2
2k
dy
dx
k
2
y 0giveny 0whenx 0and
dy
dx
2whenx 0
1.
d
2
x
dt
2
4x 0x A cos2t Bsin2t, x 1whent

4
andx 0whent

2
B 1andA 0sox sin2t
2.
d
2
x
dt
2
12x 0x A cos2 3t B sin2 3t, x 0whent 0andx 3whent 1
A 0, 3 B sin2 3 3 B
3
0.317
9.78sox 9.78sin2 3t
3.
d
2
y
dx
2
2
dy
dx
2y 0
1
2
(
2 4
)
1j soy e
x
(
A cosx B sinx
)
y 0and
dy
dx
2whenx 0 A 0, y Be
x
sinx so
dy
dx
Be
x
sinx Be
x
cosx
2 B soy 2e
x
sinx
4. 4
d
2
y
dx
2
8
dy
dx
5y 0
1
8
(
8 16
)
1
1
2
j, soy e
x
A cos
1
2
x B sin
1
2
x
x 2whenx 0 A 2soy e
x
2cos
1
2
x B sin
1
2
x
dy
dx
e
x
2cos
1
2
x B sin
1
2
x e
x
sin
1
2
x
B
2
cos
1
2
x so
dy
dx
0whenx 0 2
B
2
0 B 4
hence, y e
x
2cos
1
2
x 4sin
1
2
x
5.
d
2
y
dx
2
2
dy
dx
5y 0
1
2
(
2 16
)
1 2j soy e
x
(
A cos2x B sin2x
)
y 0whenx 0 A 0andy 3whenx

4
Be
4
3soB 3e
4
hence, y e
x
3e
4
sin2x 3e
(
4
1
)
sin2x
6.
d
2
x
dt
2
3
dx
dt
4x 0
1
2
(
3 7
)
3
2
7
2
j sox e
3
2
t
A cos
7
2
t B sin
7
2
t
givenx 1whent 0 A 1sox e
3
2
t
cos
7
2
t B sin
7
2
t
dx
dt

3
2
e
3
2
t
cos
7
2
t B sin
7
2
t e
3
2
t
7
2
sin
7
2
t
7
2
B cos
7
2
t
so
dx
dt
0whent 0 0
3
2
7
2
B B
3
7
andx e
1.5t
cos
7
2
t
3
7
sin
7
2
t
7. (i)
d
2
y
dx
2
2
16 0 4j soy A cos4x B sin4x
(ii)
d
2
y
dx
2

2
x 0 hasauxiliaryequation
2

2
0 j soy A cosx B sinx
(iii) so
d
2
y
dx
2

dy
dx
2
5 0
1
2
(
1 21
)
x e
1
2
x
(
Acos 21x Bsin 21x
)
(iv)
d
2
x
dt
2
8
dx
dt
2
8 16 0
(
4
)
2
0so 4
andx At B e
4t
(v) 7
d
2
y
dx
2
2
dy
dx
0hasauxiliaryequation7
2
2 0 0or
2
7
soy A Be
2
7
x
(vi) 9
d
2
y
dx
2
12
dy
dx
4y 0hasauxiliaryequation9
2
12 4 0 3 2
2
0
2
3
andy Ax B e
2
3
x
(vii) m
d
2
y
dx
2
r
dy
dx
ky 0hasauxiliaryequationm
2
r k 0
1
2m
r r
2
4km
(a) r
2
4km y A e
1
2m
r r
2
4km
B e
1
2m
r r
2
4km
(b) r
2
4km y Ax B e
r
2m
(c) r
2
4km y e
r
2m
A cos r
2
4km x B sin r
2
4km x
8. (i)
d
2
y
dx
2
2
dy
dx
y 0hasauxiliaryequation
2
2 1 0 1
2
0 1
soy Ax B e
x
y 0whenx 0 B 0andy 2whenx 1 2 Ae
x
soA 2e
x
andy Ax B e
x
2e
x
(ii) 4
d
2
y
dx
2
4
dy
dx
y 0hasauxiliaryequation4
2
4 1 0 2 1
2
0
1
2
soy Ax Be
1
2
x
y 4whenx 0 B 4andy 0whenx 2 2A 4e
1
0 A
1
2
e4 andy
1
2
e 4x 4 e
1
2
x
(iii)
d
2
y
dx
2
2k
dy
dx
k
2
y 0hasauxiliaryequation
2
2k k
2
0 k
2
0 k
soy Ax Be
kx
y 0whenx 0 B 0soy Axe
kx
dy
dx
Ae
kx
kAxe
kx
and
dy
dx
2whenx 0 A 2
soy 2xe
kx

LESSON 7
Non-homogeneous equations
All theequationswehavemet sofar havebeenhomogeneousequations. Inmodellingreal siuations
weoftenget equationswithanon-zeroright handside. Wethenhaveanon-homogeeousequation.
Consider
dy
dx
2y 3x 1, bytheintegratingfactor methodwehaveye
2x
3x 1e
2x
dx
i.e. ye
2x
3x 1
1
2
e
2x

3
2
e
2x
dx
3
2
xe
2x
1
2
e
2x
3
2
e
2x
A y Ae
2x
3
2
x
3
4
or
dy
dx
2y e
3x
ye
2x
e
5x
dx
1
5
e
5x
A soy Ae
2x
1
5
e
3x
Notethat, ineachcasethefirst terminthesolutionistheComplementaryfunctionof thehomogeneous
equation
dy
dx
2y 0whilst theremainder of thesolutionisaParticular solutionof theoriginal equation
(ascaneasilybechecked) Thispart of thesolutioniscalledaPARTICULARINTEGRAL.
So, providing we can find a Particular Integral (usually abbreviated to P.I.) We can solve the equation
without havingtodoanyintegration. But howdowefindaP.I.?
The usual procedure is to try a function of the same form as that on the right hand side, including appropriate
arbitrary constants as follows:
Example Find P.I.s in each of the following: (i)
dy
dx
3y 2x (ii)
dy
dx
4y 3e
x
(iii)
dy
dx
2y x
2
(i) Tryy ax b (notethat wemust allowfor thepossibilityof aconstant term)
dy
dx
a so
dy
dx
3y a 3ax 3b 2x a
2
3
, b
2
9
soP.I. is
2
3
x
2
9
(ii) Tryy ae
x
dy
dx
ae
x
so
dy
dx
4y 3ae
x
3e
x
a 1soP.I. isy e
x
(iii) Tryy ax
2
bx c so
dy
dx
2ax b
dy
dx
2y 2ax b 2ax
2
bx c x
2
sowemust havea
1
2
, 2a 2b 0andb 2c 0 b
1
2
andc
1
4
soP.I. is
1
2
x
2
1
2
x
1
4
Second Order Equations
Summarising., tosolveanequationof theform
dy
dx
ay f
(
x
)
we
(i) Find the C.F. (Complementary Function) for
dy
dx
ay 0
(ii) Find, byusing a suitable trial function, a P.I. .
(iii) Add the C.F. And the P.I. to produce a general solution.
For first order equations this is simply an alternative to the integrating factor method but its great advantage
is that it can be applied to second and higher order equations as well.
Example Find the general solution of
d
2
y
dx
2
2
dy
dx
3y 6e
2x
Auxiliaryequationis
2
2 3 0 ( 3)( 1) 0 1or 3soC.F. isAe
x
Be
3x
For aP.I. tryy ae
2x
so
dy
dx
2ae
2x
and
d
2
y
dx
2
4ae
2x
sosubstitutingback intheequationwehave
4ae
2x
4ae
2x
3ae
2x
6e
2x
a 2soP.I. isy 2e
2x
andy Ae
x
Be
3x
2e
2x
Trial Functions
If f
(
x
)
isalinear function, theP.I. isalsoalinear function.
If f
(
x
)
isanexponential function, theP.I. isalsoanexponential function.
If f
(
x
)
isatrigonometricfunction, theP.I. isalsoatrigonometricfunction.
Function Trial function
polynomial of order n a
n
x
n
a
n1
x
n1
a
n2
x
n2
... a
1
x a
0
trigfunctioninvolvingsinpx and/or cospx a sinpx q cospx
exponential functioninvolvinge
px
ae
px
Example
d
2
h
dt
2

dh
dt
6h 3t e
t
auxiliaryequationis
2
6 0 ( 3) 2 0 3or 2
C.F. isAe
3t
Be
2t
andfor aP.I. wetryh at b ce
t
dh
dt
a ce
t
and
d
2
h
dt
2
ce
t
soce
t
(
a ce
t
)
6
(
at b ce
t
)
3t e
t
sowerequire6at 3t, a 6b 0andc c 6c 1 a
1
2
, b
1
12
andc
1
4
hence, h Ae
3t
Be
2t

1
2
t
1
12

1
4
e
t
Example
d
2
x
dt
2
9 3cos2t
C.F. isA cos3t B sin3t andfor aP.I. wetryx a cos2t b sin2t
dx
dt
2a sin2t 2b cos2t and
d
2
x
dt
2
4a cos2t 4b sin2t
sowerequire4a cos2t 4b sin2t 3cos2t a
3
4
, b 0
andx A cos3t B sin3t
3
4
cos2t
EXERCISE 7
Find a P.I. For each of the following differential equations:
(1).
d
2
y
dx
2
4
dy
dx
y 2x 3(2)
d
2
y
dx
2
4y x 2(3) 4
d
2
y
dx
2

dy
dx
3y cos3x (4)
d
2
y
dx
2
4
dy
dx
y e
x
.
Find the general solutions of the following differential equations:
(5)
d
2
y
dx
2
4y e
x
e
2x
(6)
d
2
y
dx
2
2y 3e
x
sinx (7) 5
d
2
y
dx
2
2
dy
dx
y sinx 2cosx
(8)
d
2
y
dx
2
5
dy
dx
6y 4e
3x
(What happenshere?)
*(9) The second order linear differential equation y
tanxy
e
x
cosx , y0 1, y
0
1
2
istobesolved. It maybereducedtoalinear first order equationbythesubstitutionv y
.
(i) Write down the first order equation for v
(ii) Solve this equation to find v as a finction of x.
(iii) Hence, find y as a function of x.
(iv) Determine the value of y when x
1
4
.
Theresult e
x
cosxdx
1
2
(
sinx cosx
)
e
x
maybeassumed
*(10) A solution is sought to the differential equation
d
2
y
dx
2
2
dy
dx
10y 18e
x
(a) Find the general solution.
You are given that when x 0, y 0and
dy
dx
0
(b) Find the solution subject to these conditions.
(c) Calculate the smallest two positive values of x for whichy 0. Sketchthesolution, clearlymarking
thesevalues.
(d) Find the general solution of
d
3
y
dx
3
2
d
2
y
dx
2
10
dy
dx
0
(1) y ax b
dy
dx
a and
d
2
y
dx
2
0so0 4a ax b 2x 3 a 2and4a b 3 b 11
P.I. is11 2x
(2) y ax b
dy
dx
a and
d
2
y
dx
2
0so0 4ax 4b x 2 a
1
4
andb
1
2
P.I. is
1
4
x 2
(3) y a cos3x b sin3x
dy
dx
3a sin3x 3b cos3x and
d
2
y
dx
2
9a cos3x 9b sin3x
so36a cos3x 36b sin3x 3a sin3x 3b cos3x 3a cos3x 3b sin3x cos3x 33a 3b 1and
33b 3a 0 a 11b so363b 3b 1 b
1
366
anda
11
366
P.I. is
11
366
cos3x
1
366
sin3x
(4) y ae
x
dy
dx

d
2
y
dx
2
ae
x
soae
x
4ae
x
ae
x
e
x
a
1
6
andP.I. isy
1
6
e
x
(5)
d
2
y
dx
2
4y e
x
e
2x
C.F. isA cos2x B sin2x andfor aP.I. wetryy ae
x
be
2x
dy
dx
ae
x
2be
2x
and
d
2
y
dx
2
ae
x
4be
2x
soae
x
4be
2x
4 ae
x
be
2x
e
x
e
2x
5a 1and8b 1 a
1
5
, b
1
8
andy A cos2x B sin2x
1
5
e
x
1
8
e
2x
(6)
d
2
y
dx
2
2y 3e
x
sinx hasC.F. A cos 2x B sin 2x andfor aP.I. wetryy ae
x
b cosx c sinx
dy
dx
ae
x
b sinx c cosx and
d
2
y
dx
2
ae
x
b cosx c sinx so
ae
x
b cosx c sinx 2
(
ae
x
b cosx c sinx
)
3e
x
sinx a 1, b 0, c 1andso
y A cos 2x B sin 2x e
x
sinx
(7) 5
d
2
y
dx
2
2
dy
dx
y sinx 2cosx hasauxiliaryequation5
2
2 1 0
1
10
(
2 16
)
i.e.
1
5
2
5
j soC.F. ise
1
5
x
Acos
2
5
x B sin
2
5
x andfor aP.I. wetryy a cosx bsinx
dy
dx
a sinx b cosx and
d
2
y
dx
2
a cosx b sinx
so5
(
a cosx b sinx
)
2
(
a sinx b cosx
)
a cosx b sinx sinx 2cosx
hence, 4a 2b 2and4b 2a 1 10a 5soa
1
2
andb 0
andy e
1
5
x
A cos
2
5
x B sin
2
5
x
1
2
cosx
(8)
d
2
y
dx
2
5
dy
dx
6y 4e
3x
hasauxiliaryequation
2
5 6 0
(
2
)(
3
)
0so 2or 3
C.F. isthusAe
2x
Be
3x
andfor aP.I. wetryy ae
3x
dy
dx
3ae
3x
and
d
2
y
dx
2
9ae
3x
sowerequire9ae
3x
15ae
3x
6ae
3x
4e
3x
0 4????
(9) (i) Puttingy
v assuggested, y
tanxy
e
x
cosx becomes
dv
dt
tanxv e
x
cosx whichhasI.F.
(ii) e
tanxdx
e
lncosx
secx sosolutionisv secx e
x
dx e
x
A v A cosx e
x
cosx
y
0
1
2
A
3
2
sov
3
2
cosx e
x
cosx
(iii) hence,
dy
dx

3
2
cosx e
x
cosx y
3
2
cosx e
x
cosx dx
3
2
sinx
1
2
(
sinx cosx
)
e
x
B
y0 1 B
1
2
soy
3
2
sinx
1
2
(
sinx cosx
)
e
x
1
2
(iv) x
1
4
y
3 2
4

1
2
(10) (a)
d
2
y
dx
2
2
dy
dx
10y 18e
x
2
2 10 0
1
2
(
2 36
)
1 3j
C.F. ise
x
(
A cos3x B sin3x
)
, for aP.I. tryy ae
x
thenae
x
2ae
x
10ae
x
18e
x
a 2
general solutionisy e
x
(
A cos3x B sin3x
)
2e
x
(b) y
dy
dx
0whenx 0 A 2soy e
x
(
B sin3x 2cos3x 2
)
dy
dx
e
x
(
3B cos3x 6sin3x B sin3x 2cos3x 2
)
0 B 0soy e
x
(
2 2cos3x
)
(c) y 0 2cos3x 2socos3x 1 x
2
3
or
4
3
(d)
d
3
y
dx
3
2
d
2
y
dx
2
10
dy
dx
0hasauxiliaryequation
3
2
2
10 0 0or 1 3j
sogeneral solutionisy A e
x
(
B cos3x C sin3x
)
LESSON 8
Why did the method fail in question 8 of the last exercise?
It was because our trial integral was already part of the C.F. And the method will always fail in this case.
Consider
d
2
y
dx
2
3
dy
dx
10y 3e
2x
whichhasC.F. A e
2x
B e
5x
Again y ae
2x
will fail asaP.I. sotryy P e
2x
whereP isafunctionof x.
y
e
2x
2P e
2x
andy
e
2x
4P
e
2x
4Pe
2x
sowerequire
P
e
2x
4P
e
2x
4Pe
2x
3 P
e
2x
2Pe
2x
10P e
2x
3e
2x
P
7P
3
SinceANY solutionwill do, wemaytake7P
3soP
3
7
x C andour P.I. isy
3
7
x C e
2x
WemayignoretheC sinceCe
2x
will beabsorbedintotheC.F. andsoingeneral wemaytakey axe
2x
As our P.I.
The general rule is:
If the function on the right hand side is exactly the same form as part of the C.F. Then multiply the usual trial
integral by the independent variable to give a new trial function.
Example
d
2
y
dx
2
2
dy
dx
y 3e
2x
theC.F. isA Bxe
x
sothistimebothae
x
andaxe
x
wouldfail astrial
functionsandwemust nowtryy ax
2
e
x
togive
dy
dx
2ax ax
2
e
x
and
d
2
y
dx
2
2a 4ax ax
2
e
x
so 2a 4ax ax
2
e
x
2 2ax ax
2
e
x
ax
2
e
x
3e
x
2a 4ax Aax
2
4ax 2ax
2
ax
2
3
a
3
2
andsoy A Bx
3
2
x
2
e
x
EXERCISE 8
Find the general solutions of the following differential equations:
(1)
d
2
y
dx
2
4y e
x
e
2x
(2)
d
2
x
dt
2
2
dx
dt
3x 5e
2t
10e
4t
(3)
d
2
y
dx
2
2y 3e
x
sinx
(4)
d
2
y
dx
2

dy
dx
y cosx 4
*(5) A biological population of size P at time t is growing in an environment which can support a maximum
population which is subject to seasonal variation. The growth of the population is described by the first order
linear differential equation . Find
dP
dt
P 100 50sint
(i) the complimentary function of this differential equation
(ii) the particular integral
(iii) the complete solution given that initially P 20
(iv) the mean size of the population after a long time has elapsed
(v) the amplitude of the oscillations of the population.
* (6) Find the general solution of the differential equation y
3y
2y 2x 1
(ii) Findtheparticular solutionfor whichy 1, y
0whenx 0
(iii)
Showthat y
0when2u
2
u 1 0whereu e
x
. Deducethat y
0onlywhenx 0. Findthevalue
f x for whichy
0. Henceor otherwiseshowthat y

9
8
for all valuesof x.
(iv) Hence sketch the graph of y against x.
* (7) (i) Giventhat p
(
x
)
isaparticular integral of thedifferential equationy
by
cy f
(
x
)
andthat q
(
x
)
isaparticular integral of thedifferential equationy
by
cy g
(
x
)
showthat aparticular integral of the
differential equationy
by
cy f
(
x
)
g
(
x
)
isp
(
x
)
q
(
x
)
(ii) ThevoltageV inacircuit at imet ismodelledbythedifferential equationV
2V
.
5V t e
t
(a) Find a complementary function as the sum of two linearly independent functions.
(b) Using the results of part (i) find a particular integral of the differential equation.
(c) Write down a general solution containing two arbitrary constants.
(1)
d
2
y
dx
2
4y e
x
e
2x
hasC.F. A cos2x B sin2x andfor aP.I wetryy ae
x
be
2x
sowerequirethat ae
x
4be
2x
4ae
x
4be
2x
e
x
e
2x
a
1
5
, b
1
8
G.S. isy A cos2x B sin2x
1
5
e
x
1
8
e
2x
(2)
d
2
x
dt
2
2
dx
dt
3x 5e
2t
10e
4t
2
2 3 0
(
3
)
1 0 1or 3
soC.F. isAe
t
Be
3t
andfor aP.I wetryx ae
2t
be
4t
dx
dt
2ae
2t
4be
4t
and
d
2
x
dt
2
4ae
2t
16be
4t
sowerequire4ae
2t
16be
4t
4ae
2t
8be
4t
3ae
2t
3be
4t
5e
2t
10e
4t
5a 5and5b 10soa 1. b 2andG.S. isx Ae
t
Be
3t
e
2t
2e
4t
(3)
d
2
y
dx
2
2y 3e
x
sinx hasC.F. A cos 2x B sin 2x andfor aP.I. wetryy ae
x
b cosx c sinx
dy
dx
ae
x
b sinx c cosx and
d
2
y
dx
2
ae
x
b cosx c sinx so
ae
x
b cosx c sinx 2ae
x
2b cosx 2c sinx 3e
x
sinx a 1, b 0andc 1
soG.S. isy A cos 2x B sin 2x e
x
sinx
(4) has auxiliary equation
d
2
y
dx
2

dy
dx
y cosx 4
2
1 0
1
2
(
1 3
)

1
2
3
2
j
C.F. isthuse
1
2
x
A cos
3
2
x B sin
3
2
x
y 4shouldbeanobviousP.I. for
d
2
y
dx
2

dy
dx
y 4andsoweneedonlyfindaP.I. of theform
a cosx b sinx for
d
2
y
dx
2

dy
dx
y cosx. i.e.werequire
a cosx b sinx a sinx b cosx a cosx b sinx cosx 2a b 1anda 0soa 0, b 1
andG.S. isy e
1
2
x
A cos
3
2
x B sin
3
2
x cosx 4
(5) (i)
dP
dt
P 100 50sint hasC.F. Ae
t
(ii)For a P.I. we try P 100 a sint b cost andrequirea cost b sint 100 a sint b cost 100 50sint
a b 0anda b 50soa 25, b 25andP.I. isP 25sint cost 100
(iii) G.S. isP Ae
t
25sint cost 100andP 20at t 0soA 55
CompletesolutionisthusP 100 25sint cost 55e
t
(iv) Whent isverylargeP 100 25sint cost andsint cost oscillatesbetween 2 someansizeof
populatonis100.
(v) Amplitudeof oscillationof populationis25 2
(6) (i) y
3y
2y 2x 1hasauxilliaryequation
2
3 2 0 ( 1)( 2) 0 1or 2
For aP.I. tryy ax b so3a 2ax 2b 2x 1 a 1, b 1
sogeneral solutionisy Ae
x
Be
2x
x 1
(ii) y
Ae
x
2Be
2x
1soy 1, y
0whenx 0 A B 1 1sA B 0andA 2B 1 0

hence, A 1, B 1andsolutionisy e
2x
e
x
x 1
(iii) y
2e
2x
e
x
1 0if 2e
2x
e
x
1 0i.e. 2u
2
u 1 0whereu e
x
y
4e
2x
e
x
0if e
x
0or
1
4
but e
x
cannot bezerosox ln4 x ln4 1.39
y
8e
2x
e
x

1
2
1
4

1
4
whenx ln4soy
hasamaximumvaluewhenx ln4
hence, y

1
8
1
4
1
9
8
(iv)
x 0 y 1, y
0andy
0sominimumturningpoint at 0,1
asx , y x 1soy x 1isanasymptote
asx takesincreasinglylargenegativevaluesy increases
(7) (i)
Substitutingy p
(
x
)
q
(
x
)
intoy
by
cy givesp
x q
x bp
x bq
x cp
(
x
)
cq
(
x
)
i.e. p
x bp
x cp
(
x
)
q
x bq
x cq
(
x
)
f
(
x
)
g
(
x
)
(ii) (a) V
2 5V t e
t
2
2 5 0
1
2
(
2 16
)
1 2j
soC.F. ise
t
(
A cos2t B sin2t
)
(b) For aP.I. wetryV at b ce
t
V
.
a ce
t
andV
ce
t
soce
t
2a ce
t
5at b ce
t
t e
t
2a 5b 0, 5a 1and4c 1soa
1
5
, b
2
25
, c
1
4
P.I. isV
1
5
t
2
25
1
4
e
t
(c) General solutionisV e
t
(
A cos2t B sin2t
)
1
5
t
2
25
1
4
e
t
LESSON 9
Systems of Differential Equations
There are two types of system.
1.
dx
dt
f
(
t
)
;
dy
dt
g
(
x, t
)
;
dz
dt
h
(
x,y,t
)
wesimplysolvethefirst equationfor x intermsof t, substitutefor x inthesecondandsolvefor y intermsof t,
thenagainsubstitutefor x andy inthethirdandsolvefor z intermsof t.
Ex.
dx
dt
2t;
dy
dt
3x e
t
;
dz
dt
x 2y
dx
dt
2t x t
2
A so
dy
dt
3t
2
3A e
t
y t
3
3At e
t
B and
dz
dt
t
2
A 2t
3
6At 2e
t
2B
andsofinallyz
1
2
t
4
1
3
t
3
3At
2
A 2Bt 2e
t
C
If wearegiventhevaluesof x,y andz for someparticular valueof t thenwecanobviouslycalculatethe
valuesof A,B andC
2.
dx
dt
f
(
x,y,t
)
;
dy
dt
g
(
x,y, t
)
Themethodhereistoeliminateeither x or y whichresultsinasecondorder equationintheother variable.
Ex .Consider thepair of equations
dx
dt
2x 4y and
dy
dt
x y
We eliminate y toproduceasecondorder equationinx andt.
From
dx
dt
2x 4y wehavey
1
4
dx
dt
2x sosubstitutingin
dy
dt
x y wehave
dy
dt
x
1
4
dx
dt
2x
3
2
x
1
4
dx
dt
Differentiating
dx
dt
2x 4y withrespect tot gives
d
2
x
dt
2
2
dx
dt
4
dy
dt
2
dx
dt
6x
dx
dt
so
d
2
x
dt
2

dx
dt
6x 0whichhasauxiliaryequation
2
6 0
( 2) 3 0so 2or 3andG.S. isx Ae
2t
Be
3t
soy
1
4
dx
dt
2x
1
4
2Ae
2t
3Be
3t
2Ae
2t
2Be
3t
Ae
2t
1
4
Be
3t
If wearegiveninitial conditionsx 2, y 2whent 0then
A B 2andA
1
4
B 2so
5B
4
0 B 0, A 2
hence, solutionsarex 2e
2t
, y 2e
2t
fromwhichwecouldalsowritex y 0
Note that the solution curve of y against x isthestraight linesegment startingat 2, 2 andendingat 0,0
sincex andy bothtendtozeroast increases.
ManysystemssettletoanEQUILIBRIUMPOINT, suchas0,0 intheaboveexample. Sometimesthe
wholefamilyof solutioncurvessettletothesamepoint, but thisisnot alwaysthecase.
Intheaboveexample, if theinitial conditionshadbeenx y 2whent 0thenwewouldhavehad
A B 2andA
1
4
B 2givingB
16
5
, A
6
5
i.e. x
1
5
16e
3t
6e
2t
, y
1
5
6e
2t
4e
3t
andbothx andy increaswithout limit ast increases.
For AUTONOMOUSsystems(whicharewhere
dx
dt
and
dy
dt
areindependent of t, theequilibriumpoint(s)
maybefoundbyequating
dx
dt
and
dy
dt
tozeroandsolvingsimultaneously.
Example. Find the equilibrium point of the system
dx
dt
3x 2y,
dy
dt
x 2y 4
setting
dx
dt
and
dy
dt
0wehave3x 2y 0andx 2y 4 0 2x 4 0sox 2, y 3andthe
equilibriumpoint of thesystemis2,3
EXERCISE 9
* (1) In a radioactive decompositon, 1 gm of an unstable isotope X decays into an unstable isotope Y which in
turn decays into a stable isotope Z. Assuming the loss of mass in each decomposition is negligible the
decomposition process may be modelled by the three simultaneous differential equations
dx
dt
0.5x,
dy
dt
0.5x 0.3y and
dz
dt
0.3y wherex,y andz arethemassesof X,Y andZ respectivelyat timet.
(i) Solve the first differential equaton to find x as a function of the time.
(ii) Use the result of part (i) in the second differential equation to find y as a function of time
(iii) Use the results of parts (i) and (ii) to deduce z as a function of time.
(iv) Briefly describe how the masses of vary with time. X,Y andZ
* (2 )In a predator - prey environment the rate of growth of the predator population is found to be
proportional to the size of the prey poopulation. The rate of change of the prey population, however, is found
to depend upon the sizes of both the predator and prey populations. The population dynamics are modelled
by assuming that both populations vary continuously. The differential equations governing the relationships
between the populations are
respectivly and t is the 100
dx
dt
y and100
dy
dt
2y x, wherex andy arethenumbersof predator andprey
time in years. Initially the predator population is 10 thousand and the prey population 5 million.
(i) Byeliminatingy betweenthetwoequationsshowthat thepredator population, x, satisfiesthe
differenial equation10000
d
2
x
dt
2
200
dx
dt
x 0
(ii) Solve this equation to find the predator population as a function of time.
(iii) Find the prey poplation as a function of time.
(iv) Determine he size of each population after 5 years.
* (3) Each of two competing species of insect reproduce at a rate proportional to its own number and is
adversely affected by the other species at a rate proportional to the number of that other species. At time t,
measured in centuries, the populations of the two species are x million and y million. The situation is modelled
by the pair of simultaneous equations
dx
dt
2x 3y and
dy
dt
y 2x, where, initially, at timet 0,
x 15andy 10.
(i) Findtheinitial ratesof changeof bothx andy.
(ii) Differentiatethefirst differential equationwithrespect tot, andusethistogether withthetwooriginal
equationstoeliminatey andobtainasecondorder differential equationfor x.
(iii) Solvethissecondorder equationtofindx asafunctionof t
(iv) Hencefindy asafunctionof t.
(v) Show that one of the species becomes extinct and determine the time at which this occurs.
* (4) A radioactive substance P decays and changes (without loss of mass) into a substance Q, which itself
similarly changes into a third substance R. R suffers no further change. The massesof P,Q and R present at
time t are given by The rates of change are such that p,q abdr respectively.
dp
dt
2pa and
dr
dt
q
Showthat
dq
dt
2p q
Initially(at timet 0 thereis1gof substanceP andnoneof substanceQ. Integratethefirst equationand
henceshowthat q satisfiesthedifferential equation
dq
dt
q 2e
2t
. Showthat thisequationmaybewritten
intheform
d
dt
(
qe
t
)
2e
t
andintegratetofindq asafunctionof t. Henceprovethat, at anysubsequent time,
thereisnever morethan
1
2
gof Qpresent.
(1) (i)
dx
dt
0.5x x Ae
0.5t
andx 1whent 0 A 1sox e
0.5t
(ii)
dy
dt
0.5x 0.3y 0.5e
0.5t
0.3y
dy
dt
0.3y 0.5e
0.5t
withI.F. e
0.3dt
e
0.3t
soye
0.3t
0.5e
0.2t
dt 2.5e
0.2t
B y Be
0.3t
2.5e
0.5t
andy 0whent 0B 2.5
soy 2.5 e
0.3t
e
0.5t
(iii)
dz
dt
0.3y 0.75 e
0.3t
e
0.5t
z 2.5e
0.3t
1.5e
0.5t
C andz 0whent 0 C 1
soz 1.5e
0.5t
2.5e
0.3t
1
(iv) X decaysexponentiallyfromavalueof 1tozerobut never actuallybecomeszero.
Y startswithvalue0, increasesgraduallytoamaximumandthendecreasesagaintowardszero
Z startswithvalue0andincreasesslowlytoavalueof 1
2. (i) 100
dx
dt
y and100
dy
dt
2y x,100
d
2
x
dt
2

dy
dt

y
50
x
100
i.e. 10000
d
2
x
dt
2
2y x 200
dx
dt
x or 10000
d
2
x
dt
2
200
dx
dt
x 0
(ii) auxiliaryequationis10000
2
200 1 0 (100 1)
2
0 0.01
solutionisthusx A Bte
0.01t
andx 10000whent 0 A 10000
also
dx
dt

y
100
50000whent 0so0.01A Bte
0.01t
Be
0.01t
50000whent 0
0.01A B 50000 B 49900andsox e
0.01t
(10000 49900t )
(iii) y 100
dx
dt
100
(
49900 100 499t
)
e
0.01t
i.e. y
(
5000000 49900t
)
e
0.01t
(iv) t 5 x 27300andy 5520000
(3) (i) At timet 0,
dx
dt
2x 3y 30 30 0and
dy
dt
y 2x 10 30 20
(ii)
d
2
x
dt
2
2
dx
dt
3
dy
dt
2
dx
dt
3
(
y 2x
)
2
dx
dt
6x
dx
dt
2x
d
2
x
dt
2
3
dx
dt
4x 0
(iii) Auxiliaryequationis( 4)( 1) 0 Ae
t
Be
4t
dx
dt
Ae
t
4Be
4t
sousinginitial conditionsA B 15and4B A 0 B 3, A 12
sox 12e
t
3e
4t
(iv) hence, y
1
3
2x
dx
dt
8e
t
2e
4t
43e
t
4e
4t
i.ey 12e
t
2e
4t
(v) x cannever bezerobut y 0whene
4t
6e
t
e
5t
6 t
1
5
ln6 0.358
So the second species becomes extinct after approximately 36 years
(4) Since there is no loss of mass in either change we must have p q q 1at anytimet
dp
dt

dq
dt

dr
dt
0
dq
dt

dp
dt

dr
dt
or
dq
dt
2p q asrequired.

dp
dt
2p p Ae
2t
andp 1atimet 0sop e
2t
hence,
dq
dt
q 2e
2t
d
dt
(
qe
t
)
e
t
dq
dt
qe
t
e
t
dq
dt
q e
t
2e
2t
2e
t
so
dq
dt
q 2e
2t
isequivalent to
d
dt
(
qe
t
)
2e
t
integratingqe
t
2e
t
C andq 0whent 0 C 2soq 2e
t
2e
2t
consider q
1
2

1
2
2q 1
1
2
4X 4X
2
1 whereX e
t
q
1
2

1
2
(
2X 1
)
2
0for all X q
1
2
LESSON 10
Oscillations
We consider two typical oscillating systems.
1. A weight suspended from an elastic string or spring.
Let e betheextensionof thestringwhenmassisin
equilibrium. Let stiffnessof stringbek then
mg ke e
mg
k
Nowsupposemassispulleddownashort distanceand
released. It will nowoscillateupanddown. Consider
whenit isadistancex belowtheequilibriumposition
Theextensionisnowe x, sotensioniske x
Hence, byequationof motionindirectionof x
ncreasing, mg ke x m
d
2
x
dt
2

d
2
x
dt
2

kx
m
sinceke mg. i.e.
d
2
x
dt
2

k
m
x 0
2. Our second system is a simple pendulum, i.e a heavy
massm ontheendof alight rod, swingingtoandfro
throughanangle small enoughfor theapproximation
sin tobevalid.(accurateto2d.p. if 17
o
Let thelengthof thependulumbel andconsider when

it makesanangle withthevertical.
Byequationof motionalongpathof massindirection
of increasingwehavemg sin ml
d
2
dt
2
d
2
dt
2

g
l
sin 0or usingsmall angleapproximation
d
2
dt
2

g
l
0
Noticethat boththeseequationshavethesameform, i.e.
d
2
x
dt
2
x 0
since,
k
m
and
g
l
must alwaysbepositiveweusuallywritetheequationas
d
2
x
dt
2

2
x 0
SuchsystemsaresaidtoexecuteSIMPLE HARMONIC MOTION (S.H.M.)
Thesolutionof thes.h.m. equationisobviouslyx A sint B cost A
2
B
2
sint
wheretan
B
A
sothegeneral solutionof thes.h.m. equationmaybeexpressedasasinglesinefunction.
A
2
B
2
iscalledtheamplitude andisusuallydenotedbya soweseethat x oscillatesbetweena
and Sincethesinefunctionisperiodicwithperiod2 it followsthat thes.h.m. functionhasperiod
2
frequency
2
per sec. TheS.I. unit of frequencyistheHertz (1cycleper sec)
thevelocityat timet isgivenby
dx
dt
acos
(
t
)
andtheaccelerationby
d
2
x
dt
2
a
2
sin
(
t
)
Notealsothat startingfromx a sin(t ), v acos(t ) a 1 sin
2
(t ) a
2
x
2
andacceleration
2
x. Theseresultsmayusuallybequotedwithout proof.
Example A pendulum has a bob of mass 0.25 kg. The period of the pendulum is 2 seconds. The amplitude of
its swing is 3
o
.
(i) Find the length of the pendulum.
(ii) State the effect (if any) on the period of the pendulum of:
(a) Making the mass of the bob 0.75 kg.
(b) doubling he length of the pendulum
(c) halving the amplitude of its swing
Natural length
Extension e
mg
T
mg
mg sin
cos

l
T
(d) moving it to the moon where the acceleration due to gravity is
1
6
g.
(i) period
2
2 so
g
l

2
l
g
2
0.993m.
(ii) (a) No effect, period is independent of mass.
(b) period 2
l
g
sodoublingthelengthwill increasetheperiodbyafactor of 2
(c) No effect
(d) Period will be increased by a facor of 6
A perfect s.h.m. as described by the equation
d
2
x
dt
2

2
x 0hasconstant amplitudeandgoesonfor ever.
Of course, most practical situations do not, the amplitude usually decreases and the oscillations die away. So
we must question our assumptions. The main questionable assumption is the neglect of any resisting forces
such as air resistance. Real oscillatng systems are almost always damped
In many cases the resisting force is proportional to the speed of the object giving rise to the general equation
for damped simple harmonic motion
d
2
x
dt
2

dx
dt

2
x 0whichhasthesolutionx Ae
1
t
Be
2
t
where
1
,
2
1
2

2
4
2
andthedampingeffect dependsonthevalueof
2
4
2
(i)
2
4
2
0systemdoesnot oscillate. Thisisanoverdamped system
(ii)
2
4
2
0oscillationsoccur but dieawayexponentially. Thisisanunderdamped system
(iii)
2
4
2
0Thisisacriticallydamped system
EXERCISE 10
1. Thepointer onaset of kitchenscalesoscillatesbeforesettlingdownat itsfinal reading. If x isthereading
at timet thentheoscillationof thepointer ismodelledbythedifferential equation
d
2
x
dt
2
3
dx
dt
10x 0.5
(i) Find the general solution of the equation for x.
(ii) Giventhat x 0.1and
dx
dt
0whent 0. findtheparticular solution.
At what reading will the pointer settle?
(iii) What length of time will elapse before the amplitude of the oscillations of thepointer is less than 20% of
the final value of x.
2. The angular displacement from its equilibrium position of a swing door fitted with a damping device is
modelled by the differential equation
d
2
dt
2
4
d
dt
5 0
The door starts from rest at an anle of
4
fromitsequilibriumposition.
(i) Find the general solution of the differential equation.
(ii) Find the particular solution for the given initial conditions.
(iii) Sketch a graph of the particular solution, and hence describe the motion of the door.
(iv) What does your model predict as t becomes large?
*3. A ball is suspended vertcally from one end of a spring. The other end is made to oscillate vertically and
the ball is subject to air resisance. The differential equation modelling the motion is
d
2
y
dt
2
4
dy
dt
29y 26sin5t wherey isthedisplacement andt isthetime.
(i) Find the general solution of the differential equation.
You are now given that, when t 0, y
5
6
and
dy
dt
0
(ii) Find the solution subject to these conditions. Show that this solution can be expressed in the form
y
1
12
3 e
2t
((
sin5t 5cos5t
))
(iii) What is the smallest positive value of t for whichy 0?
(iv) Find the approximate amplitude of the oscillaions for large values of t.
(1) (i) Auxiliary equation is
2
3 10 0
1
2
(
3 31
)

3
2
1
2
31j
C.F isAe
3t
2
cos
31
2
t andx 0.05isanobviousP.I. sogeneral solutionis
x Ae
3t
2
cos
31
2
t 0.05
(ii) x 0.1whent 0 A cos 0.05
dx
dt

3
2
Ae
3t
2
cos
31
2
t A
31
2
e
3t
2
sin
31
2
t
so
dx
dt
0whent 0 A
3
2
cos
31
2
sin 0 0.075
31
2
A sin 0
soA cos 0.05andA sin
0.15
31
A
2
0.0007258 0.0025 A 0.058
andtan
3
31
0.5388 0.494sosolutionisx 0.058e
1.5t
cos
(
2.78t 0.49
)
0.05
Pointer will settleat areadingof 0.05
(iii) Amplitude of oscilations is 0.058e
1.5t
0.01when1.5t ln
0.01
0.058
1.758 t 1.17
2
4 5 0
1
2
(
4 4
)
2j
sogeneral solutionis Ae
2t
cos
(
t
)
d
dt
2Ae
2t
cos
(
t
)
Ae
2t
sin
(
t
)
(ii)

4
and
d
dt
0whent 0soA cos

4
and2A cos A sin 0 A sin
2
soA
2

2
16

2
4
3.084 A 1.756and tan
1
2 1.107
particular solutionis 1.76e
2t
cos(t 1.11)
(iii)
(iv) The motion effectively ends when cost 1.11 0 t 2.7
2
4 29 0
1
2
(
4 100
)
2 5j
C.F. isAe
2t
cos(5t ) andfor aP.I. wetryy a sin5t b cos5t
so25a sin5t 25b cos5t 20a cos5t 20b sin5t 29a sin5t 29b cos5t 26sin5t
4a 20b 26and20a 4b 0 104a 26 a
1
4
, b
5
4
sogeneral solutionisy e
2t
A cos5t B sin5t
1
4
sin5t
5
4
cos5t
(ii)
dy
dt
2e
2t
A cos5t B sin5t 5Ae
2t
sin5t 5Be
2t
cos5t
5
4
cos5t
25
4
sin5t
y
5
6
and
dy
dt
0whent 0 A
5
4

5
6
and2A 5B
5
4
0 A
5
12
, B
1
12
soy
1
12
e
2t
sin5t
5
12
e
2t
cos5t
1
4
sin5t
5
4
cos5t
i.e. y
1
12
3 e
2t
(
sin5t 5cos5t
)
(iii) y 0whensin5t 5cos5t t
1
5
tan
1
5 0.275
(iv) For largevaluesof t, amplitude
1
4
26 1.27
LESSON 11
Forced Oscillations
All structures have natural frequencies of vibration. If an external agent causes them to vibate at or near one
of these frequencies large oscilations are seen to buld up often with disasrous consequences. This
phenomenon is called RESONANCE.
Consider the simplest case of an object suspended by a light spring with the point of suspension caused to
vibrate. If the natural length of the spring is
l
0,
thestiffnessk andtheobect hasmassm thentheextensione is
givenbye
mg
k
. At ageneral timet, let thepoint of suspensionbedistancey belowitsinitial position, and
themassbedistncex belowtheequilibriumposition. ByNewtonssecondlawm
d
2
x
dt
2
mg T whereT isthe
tensioninthespring. Theextensionof thespringise x y soT ke x y andtheequationof motionis
m
d
2
x
dt
2
mg ke x y i.e.
d
2
x
dt
2

k
m
x
k
m
y or, writing
k
m

2
,
d
2
x
dt
2

2
x
2
f
(
t
)
wherey f
(
t
)
isthe
equationdescribingtheoscillationof thepoint of support.
Supposey a sint. ThisisFORCEDHARMONICMOTION and

2
istheforcingfrequency.
sowehave
d
2
x
dt
2

2
x a
2
sint withC.F. A sint B cost
for aP.I. wetryx p sint q cost sop
2
sint q
2
cost p
2
sint q
2
cost a
2
sint
hence, p
2
p
2
a
2
p

2
2
andq 0sosolutionisx A sint B cost

2
2
sint
providingof coursethat
Resonance occurs when andthedifferential equationbecomes
d
2
x
dt
2

2
x a
2
sint
C.F. isstill A sint B cost but our trial P.I. mustnowbex t
(
p sint q cost
)
dx
dt
p sint q cost t
(
p cost q sint
)
d
2
x
dt
2
p cost q sint p cost q sint
2
p sint
2
q cost
so 2p t
2
q cost 2q t
2
p sint
2
t(p sint q cost ) a
2
sint
sop 0, q
1
2
a andsox A sint B cost
1
2
at cost
Note that as t increases the forcing term dominates the solution. It represents an oscillation whose amplitude
is proportional to t and so grows linearly with time. This is a mathematical description of resonance and
occurs when the forcing frequency is identical to the natural frequency of the system.
Consider aparticular casewherek 20Nm
1
, m 0.2kg, a 0.02mandg 10ms
2
If we assume that initially, the system is stationary and in equilibrium so x 0and
dx
dt
0at t 0thenthe
solutionisx
1
(
100
2
)
(
2sint 0.2sin10t
) (
10
)
The graphs on the next page show the variation of x with t for various values of
Inthecasewhen thegeneral solutionwasfoundtobex A sint B cost
at
2
cost
Thegraphof thissolutionisalsoonthenext page

EXERCISE 11
(1) Anelectrical circuit consistsof a1henryinductor anda10
4
F capacitor inserieswithasinusoidal
power sourcs. Thechargeq, incoulombs(C), storedinthecapacitor isgivenbythedifferential equation
d
2
q
dt
2
10000q 1000sint wheret isthetimeinseconds. Initiallythechargeq andcurrent
dq
dt
inthe
circuit arebothzero.
(i) Find the particular solution for the charge q.
(ii) Statethevalueof for whichresonanceoccurs. Findtheparticular solutionfor q
(
t
)
inthiscase.
Calculatethetimeat whichthechargefirst exceeds10000C
(2) An oscillatory system with negligible damping is forced to vibrate by a periodic force of constant
amplitude F and frequency
p
2
. Thedisplacement y of thesystemfromitsequilibriumpositionsatisfies
thedifferential equation
d
2
y
dt
2

2
y
2
F sinpt
(i) Find the general solution of this equation.
(ii) Obtain the particular solution for which y 12and
dy
dt
0whent 0.
(1) (i) C.F. isA cos100t B sin100t andfor aP.I. wetryq a cost b sint sowerequire
a
2
cost b
2
sint 10000a cost 10000b sint 1000sint
10000a a
2
a 0(if 100 and10000b b
2
1000b
1000
10000
2
sogeneral solutionisq A cos100t B sin100t
1000
10000
2
sint
q 0whent 0 A 0
dq
dt
100B cos100t
1000
10000
2
cost
and
dq
dt
0whent 0100B
1000
10000
2
B
10
10000
2
soq
10
10000
2
sin100t
1000
10000
2
sint
10
10000
2
(
100sint sin100t
)
(ii) Resonanceoccurswhen 100inwhichcaseour trial P.I. must beq t
(
a cos100t b sin100t
)
dq
dt
a cos100t b sin100t t
(
100b cos100t 100a sin100t
)
d
2
q
dt
2
200a sin100t 200b cos100t t10000a cos100t 10000b sin100t
so200a sin100t 200b cos100t t10000a cos100t 10000b sin100t 10000t
(
a cos100t b sin100t
)
1000sin100t
200a 1000and200b 0 a 5, b 0
general solutionisq A cos100t B sin100t 5t cos100t
q 0whent 0 A 0
dq
dt
100B cos100t 5cos100t 500t sin100t and
dq
dt
0whent 0 100B 5 0 B 0.05
particular solutionisq 0.05sin100t 5t cos100t
q first exceeds10000when0.05sin100t 5t cos100t 10000
0.05sin100t isnegligiblecomparedwith5t cos100t sowerequire5t 10000 t 2000
(2) (i) C.F. isA sint B cost andfor aP.I. wetryy a sinpt b cospt
( soap
2
sinpt bp
2
cospt a
2
sinpt b
2
cospt
2
F sinpt b 0anda

2
F
2
p
2
p
general solutionisy A sint B cost

2
F
2
p
2
sinpt
(ii) y 1whent 0B 1so
dy
dt
Acost sint
p
2
F
2
p
2
cospt 0whent 0A
pF
2
p
2
particular solutionisy cost

2
F
2
p
2
sinpt
pF
2
p
2
sint cost
F
2
p
2
(sinpt p sint )
LESSON 12
Tangent Fields
A solutioncurvecanoftenbesketchedwithout solvingtheequationbymakinguseof atangent field.
Example. Consider theequation
dy
dx
x
2
y
2
. Wecanconstruct atableof valuesof
dy
dx
for variousvalues
of x andy asfollows:
Onagraphwecannowdrawashort line(directionindicator) torepresent thegradient at eachpoint.
Using these tangent lines as a guide we can sketch the solution which passes throught the point 0,1 asin
diagramabove.
It can be very time consuming to draw an accurate tangent field but the process can be helped by looking for
curves along which the direction indicatoers have the same gradient These curves are called ISOCLINES
Example For the equation
dy
dx
2y,
dy
dx
hasthesamevaluefor anygivenvalueof y andsoall linesparallel
tothex axisareisoclines.
For theexampleabove, theisoclinesareconcentriccirclescentredat theorigin.
When a differential equation has no analytical solution, such as the one above, the use of a tangent field has
nonetheless allowed us to learn a great deal about the solution curves and so it provides us with a useful and
powerful method.
0
1
2
1
2
1 2 1 2
8 5 4 5 8 2
5 2 1 2 5 1
4 1 0 1 4 0
5 2 1 2 5 1
8 5 4 5 8 2
2 1 0 1 2 y\
x
EXERCISE 12
(1) (i) where Construct atablefor integer valuesof x andy from2to2givingthevaluesof
dy
dx
dy
dx

1x
y
(ii) Sketch the tangent field
(iii) Superimposeparticular solutionsthat passthrough0, 1, 1,0 and0, 0
(iv) Find the equation of the line joining the points at which the gradient is
1
2
(v) Describe the isoclines for the tangent field.
(2) Giventhat
dy
dx
y x
(i) State the equation of the isocline joining points at which the gradient is m.
(ii) Drawthetangent fieldfor 2 x 2, 2 y 2
(iii) On your diagram draw the isocline which joins points at which the gradient is zero
(iv) Sketchinthecurveswhichpassthrough(a) 1,2 (b) 2,1
*(3) Bothx andy arefunctionsof t andsatisfythesimultaneousdifferential equations
dx
dt
x y,
dy
dt
3y x
Before finding an analytic solution, a graphical description of the solution curves of y against x isobtained,
using the tangent field method. By eliminating t fromtheaboveequations, weobtain
dy
dx

3yx
yx
(i) For any solution curve, write down the gradient at points where it crosses each of the co-ordinate axes,
excluding the origin.
(ii) Find the equations of the straight lines on which the gradient of the solution curves is either zero or
infinite.
(iii) Findthevalueof theconstant m for whichy mx isasolutionof thedifferential equation.
(iv) By using the information you have found on a tangent field diagram ,.sketch the solution curve which
passes through the point On the same diagram sketch the three curves which represent solutions 0,1.
through one of thethreepoints0,1 and1, 0
(v) Indicate by arrows the directions in which each of these solution curves is described as the parameter t
increases.
(1) (i)
dy
dx

1x
y
(ii)
(iii)
1x
y

1
2
y 2 2x
(iv) The isoclines are straight lines through the point 1,0 thecentreof thesolutioncircles.
(2) (i)
dy
dx
y x
(ii) (iii) Red line is the isocline
(iv) Green line is (a)
Purple line is (b)
0.5 0 0.
5
1 1.
5
2
1 0 1 2 3 1
n.d. 0
1 0 1 2 3 1
0.
5
0 0.5 1 1.5 2
2 1 0 1 2
y
\
x
2
1
0
1
2
2 1
1
2
4 3 2 1 0 2
3 2 1 0 1 1
2 1 0 1 2 0
1 0 1 2 3 1
0 1 2 3 4 2
2 1 0 1 2
y
\
x
2
1
0
1
2
2 1
1
2
(3) (i) crossesx axiswithgradient 1andy axiswithgradient 3
(ii) gradient iszeroon3y x 0andinfiniteony x 0
(iii) if y mx isasolutionthen
3yx
yx
m 3mx x m
2
x mx m
2
2m 1 0 m 1
(iv)
(v) x andy 0 x increasing
x 0andy 0 y decreasing
1 2
1 2
1
2
1
2

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DI FFERENTI AL EQUATI ONS LESSON 1

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0. Aretheestimatesfor y over-extimatesor under-

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0whenx 0 A B 1 1sA B 0andA 2B 1 0

Let thelengthof thependulumbel andconsider when

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