Mechanical Engineering Dept. MSc.

Course 23-24

Advanced Engineering Mathematics

Advanced Engineering Mathematics MSc course

REFERENCES:-
i- Advanced Engineering Mathematics by C. Ray Wylie
ii -Advanced Engineering Mathematics by Erwin Kreyszig

The General Linear Second – Order Differential Equation

The general linear ordinary differential equation of the second order can be written in the
standard form

( ) + ( ) + ( ) = ( ) ⋯ ⋯ ⋯ ⋯ (1)

Where = and = y = dependent variable, and x = independent

variable

The ( ), ( ) ( ) are coefficient. Equation (1) is said to be nonhomogeneous. If

( ) is identically zero, we have the so-called homogeneous equation.

( ) + ( ) + ( ) =0 (homogeneous)

Homogeneous Second Order Differential Equations with Constant

Coefficients
Consider the following homogeneous second order Differential Equations
y   ay  by  0 (1)
Where a and b are constants. Let y = eλx is the solution of equation (1)

 y    e x , and y  2 e x

Substituting y , y  , and y into eq. (1) (2  a  b)e x  0

Then eλx  0 2  a  b  0  called Characteristic Equation

The solution of equation (1) depends on the roots of characteristic equation
Case I : characteristic equation have two distinct real roots
Then the general solution of equation (1) is y(x) = C1 e 1x + C2 e  2 x
Case II : characteristic equation have double real roots (λ1 = λ2 = λ)
Then the general solution of equation (1) is y(x) = eλx(C1 + xC2)
Case III :characteristic equation have two complex conjugate roots ( 1,2    iq

Then the general solution of equation (1) is y(x) = eαx(C1 cosqx + C2 sinqx)

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Mechanical Engineering Dept. MSc. Course 23-24

Example:- Solve y  2y  10y  0

Solution:- first write the characteristic equation of given D.E (the simplest way is by using D-
d d2 dn
operation notation) where D , D2  , Dn 
dx dx 2 dx n
Then the D.E can be written as (D2 - 2D + 10)y = 0
Replace D by λ and rewrite the above equation without y we obtain the characteristic equation
λ2 - 2λ +10 = 0, 1,2  1  i3 (Case III)

 α=1 , q=3
y(x) = ex(C1 cos3x + C2 sin3x)

Example:- Solve y  4 y  4 y  0

Solution:- similarly (D2 - 4D + 4)y = 0  λ2 - 4λ + 4 = 0
λ1 = λ2 = λ = 2 (Case II)
y(x) = e2x(C1 + x C2)

The Euler – Cauchy Differential Equation

There are one type of linear equation with variable coefficients, by simple change of
independent variable it can always be transformed into linear equation with constant
coefficients.
The equation
a o x n y ( n )  a 1 x n 1 y ( n 1)    a n 1 xy   a n y  f ( x )

is called Euler – Cauchy Equation.

Note : The coefficient of each derivative is a constant multiple of the corresponding power of
the independent variable.
d
Using the transformer x  e z or z = ln x and operation notation ( D  ), for example
dx
dx dy
Dx = or Dy = and so on, we obtain elegant formulas for the various derivative
dz dz
which make the transformation of the D.E a very simple matter.
dz 1
Now , since =  = ln  
dx x
Note that = ( ) and = ( )

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Mechanical Engineering Dept. MSc. Course 23-24

dy dy dz 1 dy 1 dy
Then y    . = . = Dy or x  Dy (a )
dx dz dx x dz x dx
d2y 1 dy 1 d 2 y dz 2 d y
2
y  =    x  D(D  1) y (b)
dx 2 x 2 dz x dz 2 dx dx 2
dn y
Generally x n n  D( D  1)( D  2) (D-n+1)y ()
dx

Example:- Solve x 2 y  4xy  6y  0

Solution:- from equations (a) and (b) the given D.E can be transformed

D(D  1) y  4 Dy + 6y = 0 where y = f(z)

Simplifying (D2 – 5D + 6) y =0 , the characteristic equation is λ2 - 5λ +6 =0
 λ1 = 2 λ2=3
 the general solution is y(z) = C1e2z + C2e3z
Then y(x) = C1 e 2 (ln x ) + C2 e 3(ln x )  y(x) = C1 x2 + C2 x3
H.W
Solve x 2 y  3xy  4 y  0

Answer y(x) = (C1 + C2 lnx) x2

The Nonhomogeneous Second – Order Differential Equation with Constant

Coefficients
Consider the following nonhomogeneous Equation

( ) + ( ) + ( ) = ( ) ⋯ ⋯ ⋯ ⋯ (1)

Dividing both sides of equation (1) by ( ) the equation reduced to

+ ( ) + ( ) = ( ) ⋯ ⋯ ⋯ ⋯ (2)

The solution of nonhomogeneous equation (2) is

( )= +

Where = + is a general solution of the homogeneous ODE (2) and

is a particular solution of (2)

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Mechanical Engineering Dept. MSc. Course 23-24

There are two methods to find particular solution .

1- Undetermined Coefficients
2- Variation of Parameter

Particular Solutions by the Method of Variation of Parameter

Let ( ) , ( ) be two homogeneous solutions of equation (2) and be a particular

solution of (2)

The fundamental idea behind the process is this. Instead of using two arbitrary constants and
to combined two independent solutions of the homogeneous equation (2)

+ ( ) + ( ) =0

as we do in constructing the homogeneous solutions, we attempt to find two functions of x, say

, and , such that

= +

By differentiation, =( + )+( + )=( + )+

( + )

For simplicity, let + =0 ⋯ ⋯ ⋯ ⋯ (3)

∴ = +

and =( + )+( + )

substituting , , and into equation we obtain

( + + + )+ ( )( + ) + ( )( + )= ( )

or + ( ) + ( ) + + ( ) + ( ) + + = ( )

+ = ( ) ⋯ ⋯ ⋯ ⋯ (4)

Equations (3) and (4) can be written in matrix form

0
=
( )

Then by grammar rule

=− ( ) and = ( )

( ) ( )
Since =− and =

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Mechanical Engineering Dept. MSc. Course 23-24

( )=
( ) ( )
= − where − =
Wronskian
( ) ( )
or = +

Example Find a complete solution of the equation + = sec

Solution By inspection = +

= =

= − sin = cos

then − = + =1 , ( ) = sec

∴ = sin − = −

= + | |

Finally ( )= + + + | |

H.WS

Find a complete solution of each of the following equations:

a- − = ℎ Answer ( )= cosh + ℎ +

b- +2 + = Answer ( )= + + −

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Mechanical Engineering Dept. MSc. Course 23-24

Gamma Function
The Gamma function Γ(α) is defined by the integral

Γ(α) = ∝
∝> 0

Integrating by part let = ⇒ =−

∝
= ∝
⇒ = ∝

∝ ∝
= − ⇒ ∴ Γ(∝) = ∝
+ ∝

∝ (∝ )
But ∝
=0 then Γ(∝) = ∝ ∝
= ∝

PROOF
∝ ∝ ∝ ∝(∝ ) ∝
Since ∝
= using L’opital rule lim → = lim → = ⋯⋯ =
∝(∝ )(∝ )⋯⋯(∝ ) ∝
lim → =0 for >∝
now integrating by part twice and more
(∝ ) (∝ ) (∝ )
Γ(∝) = ∝
= ∝(∝ )
= ⋯ ⋯ ⋯ ⋯ ⋯ = ∝(∝ )(∝ )⋯⋯(∝ )
⋯ ⋯ ⋯ ⋯ (∗)

Where k = times of integration -1

Note that Γ(∝) → ∞ when (∝) = 0 , −1, −2, −3, −4, ⋯

when ∝= 1 , Γ(1) = =− =− =1

Now from Γ(∝ +1) = ∝ Γ(∝) let ∝= 1 Γ(2) = 1Γ(1) = 1!

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Mechanical Engineering Dept. MSc. Course 23-24

let ∝= 2 Γ(3) = 2Γ(2) = 2!

let ∝= 3 Γ(4) = 3Γ(3) = 3!

let ∝= 4 Γ(5) = 4Γ(4) = 4!

⋮ ⋮

let ∝= Γ( + 1) = !

So the Gamma function may be regarded as generalization of the factorial function.

Example:- Evaluate ⁄

Solution since = + 1 − 1 = 1.5 − 1 then ⁄

= .
=
Γ(1.5) = 0.886227

Example:- Evaluate ⁄

Solution since = + 1 − 1 = 2.5 − 1 then ⁄

= .

then .
= Γ(2.5) to find Γ(2.5) we use equation (∗)
(∝ )
Γ(∝) = ∝

∝ Γ(∝) = Γ(∝ +1) let ∝= 1.5 then = Γ(2.5) = 1.5 Γ(1.5) = 1.5 ×
0.886227

so Γ(2.5) = 1.32934

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Mechanical Engineering Dept. MSc. Course 23-24

Example:- What is Γ(−2.7)

(∝ )
Solution From general form of equation (∗) which is Γ(∝) = ∝(∝ )(∝ )⋯⋯(∝ )

( . )
let ∝= −2.7 and =3 then Γ(−2.7) = . ( . )( . )( . )

Γ(1.3) 0.897471
= = = −0.93108
−0.9639 −0.9639

Example:- Prove that Γ =√

Solution from the definition of Gamma function Γ(α) = ∝

if ∝= then Γ( ) = ⇒ Γ( ) = ⋯ ⋯ ⋯ ⋯ (1)

let = then =2 equation (1) becomes to

Γ( ) = 2 ⇒ Γ( ) = 2 ⋯⋯⋯⋯( )

and let = then =2 ⇒ Γ( ) = 2 ⋯⋯⋯⋯( )

now multiplying equations (a) and (b)

Γ( ) =4 = 4 ( )

Using polar coordinates , where + = and =

⁄
Γ( ) =4 =4 = − =

∴ Γ = √

Example:- Evaluate √

Solution let = ⇒ = ⁄

=3 ⇒ =

then √ = ⁄ =

∴ = = Γ =
√
√

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Mechanical Engineering Dept. MSc. Course 23-24

Euler Beta Function

The Beta function ( , ) is defined by the integral

( , )= (1 − ) >0 , >0

The Euler Beta function can be represented in terms of Gamma function as:-
( ) ( )
( , )= ( )

( ) ( )
Prove that ( , ) = ( )

Since Γ( ) = let = ⇒ =2

then Γ( ) = 2 =2

similarly Γ( ) = let = ⇒ =2

then Γ( ) = 2 =2

multiplying Γ( ) ∙ Γ( )

Γ( ) ∙ Γ( ) = 4

= r sin
( )

By transformation this integral to the polar coordinates where

ϕ
= cos ϕ , = sin ϕ =
= rcos ϕ
⁄
Γ( ) ∙ Γ( ) = 4 ( cos ϕ) ( sin ϕ)

since ∙ ∙ = ( )
∙ = ( )

⁄
⇒ Γ( ) ∙ Γ( ) = 4 ( )
(cos ϕ) (sin ϕ)
⁄
Or Γ( ) ∙ Γ( ) = 4( (cos ϕ) (sin ϕ) )( ( )
)
⁄
Now, (cos ϕ) (sin ϕ) ⋯⋯⋯⋯( )

let = sin when =0, =0 , and when = , =1

Since sin + cos =1 ⇒ cos ϕ = (1 − ) ⁄

= 2 sin cos ⇒ = = ⁄ ( ) ⁄

Substitution these values into integral (a)

⁄
(cos ϕ) (sin ϕ) = (1 − ) ( ) ⁄ ( ) ⁄

⁄
(cos ϕ) (sin ϕ) = (1 − ) ( ) = ( , )

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Mechanical Engineering Dept. MSc. Course 23-24

( )
⋯⋯⋯⋯( )

Let = ⇒ 2 =

∴ =
( )
so ( )
√

∴ ( )
= Γ( + )

Γ( ) ∙ Γ( ) = 4 ∙ Γ( + ) ∙ ( , )

( ) ( )
Or ( , )= ( )

Example:- Evaluate .
(1 − ) .

Solution

(1.3,1.9) =
( . ) ( . ) ( . ) ( . )
.
(1 − ) .
= ( . . )
= ( . )

but 1.2(1.2 + 1)Γ(1.2) = Γ(1.2 + 1 + 1) = Γ(3.2)

so Γ(3.2) = 1.2 ∙ 2.2 ∙ 0.9182 = 2.424

. ∙ .
∴ .
(1 − ) .
= .
= 0.3562

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Mechanical Engineering Dept. MSc. Course 23-24

Error Function
2
erf =
√

From Equation ( ) pp-9

1 √
Γ =2 =√ ⟹ =
2 2

From Maclaurin series of

2 2 (−1)
erf = − + − +−⋯ =
√ 1! 3 2! 5 3! 7 √ (2 + 1) !

Graph of Error Function

erf(0) = 0

2 2 2
lim ( erf ) = lim = =− = −1
→ → √ √ √
√ ⁄

Similarly

2 2 2
lim ( erf ) = lim = = =1
→ → √ √ √
√ ⁄

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Mechanical Engineering Dept. MSc. Course 23-24

erf erf
0.0 0.0000 2.0 0.9953

0.2 0.2227 2.2 0.9981

0.4 0.4284 2.4 0.9993

0.6 0.6039 2.6 0.9998

0.8 0.7421 2.8 0.9999

1.0 0.8427 3.0 1.0000

1.2 0.9103 3.2 1.0000

1.4 0.9523 3.4 1.0000

1.6 0.9763 3.6 1.0000

1.8 0.9891 3.8 1.0000

2.0 0.9953 4.0 1.0000

Complementary Error Function

2
erfc = 1 − erf =
√

H.W:- prove that

erfc = erf +
√

H.W:- Prove that

1
Φ √2 = (erf + 1)
2

where Φ( ) = is probability integral of mathematical statistics.

√

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