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COURSE CODE: MAT202

COURSE TITLE: Elementary Differential Equations I
NUMBER OF UNITS: 3Units
COURSE DURATION: Three hours per week

COURSE DETAILS:
Course Coordinator: Dr. O.S. Odetunde
Email: [email protected]

Office Location: Departmental Office

Other Lecturers: Dr. S.A. Onitilo

COURSE CONTENTS:

First-order ordinary differential equations. Existence and uniqueness of solution.

Second-order ordinary differential equations with constant coefficients. General theory
of nth-order linear ordinary differential equations. The Laplace transform. Solution of
initial and boundary-differential equations in two independent variable. Applications of
ordinary and partial differential equations to physical life and social sciences.

COURSE REQUIREMENTS:

This is a compulsory course for Mathematics, Statistics, Computer Science, Physics,

Chemistry and Science Education students in the University. In view of this, students
are expected to participate in all the course activities and have minimum of 75%
attendance to be able to write the final examination.

READINGLIST:

1. Stroud, K.A. Engineering Mathematics. 6th Edition, Palgrave Macmillan, New

York 2007.

2. Codington E.A. and Levinson, N. Theory of Ordinary Differential Equations.

3. Perko, K. Differential Equations and Dynamical Systems.

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COURSE CONTENTS

DIFFERENTIAL EQUATION

1.1. Introduction

A differential equation is any equation involving differential coefficients. It involves

the derivatives of a dependent variable with respect to an independent variable or

variables.

Example

dy d3y d2y
(a).  2 x 2  3x  6 (b).   y  2x
dx dx 3 dx 2

u  2u u
(c).  3 x 2  6 xy  4 (d ). 3 0
x xy y

2 3
 dy  d2y  d 2 y   dy 
(e).    y0 ( f ). x  2      2 xy
 dx  d 2x  dx   dx 

1.2. Types of Differential Equations

Differential equations can be broadly divided into two:

(i). Ordinary Differential Equation (O.D.E)

(ii). Partial Differential Equation (P. D. E)

1.2.1. Ordinary Differential Equation (O. D. E)

This is a differential equation in which the dependent variable depends only on one

independent variable.

Example
2
dy d2y  dy 
(ii ). x (ii ).  2x  0 (iii ).    x  0
dx dx 2  dx 
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1.2.2. Partial Differential Equation (P. D. E)

This is a differential equation in which the dependent variable depends on several

independent variables.

Example

 2u u  3u u
(i ). 3 0 (ii ). 
xy y xyz x

 2u  2u  2u u
(iii ).  4 (iv). 4
x y 2 x 2
y

1.3. Order and Degree

1.3.1. Order of a Differential Equation

The order of a differential equation is the order of the highest differential coefficient

contained in the equation.

Examples:

dy
(a).  2 x 2  3 x  6 is of order 1
dx

d3y d2y
(b).   y  2 x is of order 3
dx 3 dx 2

3
 dy  d2y
(c).    2  y  0 is of order 2
 dx  dx

 2u u
(d).  3  0 is of order 2
xy y

1.3.2. Degree of differential equation

The degree of a differential equation is the power to which the highest order differential

coefficient is raised.

NOTE: For equation with fractional power, the fraction must be removed.

Examples:

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2
 dy 
(a).    y 3  x is of degree 2
 dx 

5
d3y  dy 
(b). 3  4   0 is of degree 5
dx  dx 

3 4
  2 u   u 
(c).       4u  0 is of degree 3
2 
 x   x 

4
 2 u   dy  
2

(d). 2  1     is of degree 4
x   dx  

Exercises

State the order and degree of the following differential equations.

d2y
(i). 2
 a2x  0
dx
3
  dy  2 
2
d2y
(ii). 1     
  dx   dx 2

3 4
d2y  dy 
(iii). x  2   y   y 4  0
2

 dx   dx 

d2y
(iv). y  y2 1
dx 2

2
 dy 
(v). y   x 2  1
 dx 

d2y dy
(vi). 2
 3  2y  x2
dx dx

1.4. Formation of Differential Equation

Differential equations can be formed by differentiating the Ordinary differential

equation and eliminating the arbitrary constants. To form an ordinsry differential

equation from a given primitive function, eliminate any arbitrary constant (s) by

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differentiating as many times as there are distinct arbitrary where applicable. Thus, if

y is expressed as a function of x which contains n arbitrary constants, then n

differentiations are just sufficient to eliminate the constants and reduce the relation

between y and x to an ordinary differential equation of order n.

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Examples:

Form the differential equation in the following cases

(a). y  Ax  A 2 (b). y  A cos x  B sin x

(c). y 2  Ax 2  Bx  c

Solution

(a ). y  Ax  A 2 (1)

Differentiating equation (1) with respect to x

dy
A (2)
dx

Putting equation (2) into (1)

2
dy  dy 
yx  
dx  dx 

The differential equation formed is

2
dy  dy 
x    y  0 order 1
dx  dx 
(b). y  A cos x  B sin x (i)
Differentiating with respect to x
dy
  A sin x  B cos x (ii )
dx
d2y
  A cos x  B sin x (iii )
dx 2
Putting equation (iii) into (i)

d2y
y
dx 2
d2y
  y
dx 2
d2y
y0
dx 2

The differential equation formed is

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d2y
y0 Order 2
dx 2

(c). y 2  Ax 2  Bx  c (i)

Differentiate with respect to x

d2y dy dy
2y 2
2  2A
dx dx dx

Differentiating it with respect x

d3y dy d 2 y dy d 2 y
2y  2  4 0
dx 3 dx dx 2 dx dx 2
d 3 y dy d 2 y dy d 2 y
y 3   2 0
dx dx dx 2 dx dx 2

The differential equation formed is

d3y dy d 2 y
y  3 0 Order 3
dx 3 dx dx 2

Example

Obtain the differential equation of the following:

(i ). y  Ae 4 x  Bxe 4 x (ii ). y  Axex

Solution

(1). y  Ae 4 x  Bxe 4 x (1)

dy
 4 Ae 4 x  Be 4 x  4 Bxe 4 x ( 2)
dx
d2y
Then, 2
 16 Ae 4 x  4 Be 4 x  4 Be 4 x  16 Bxe 4 x (3)
dx
d2y
2
 16 Ae 4 x  8 Be 4 x  16 Bxe 4 x
dx
multiplying equation (2) by 4
dy
4  16 Ae 4 x  4 Be 4 x  16 Bxe 4 x ( 4)
dx

Subtracting equation (4) from equation (3)

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d2y dy
2
4  4 Bxe 4 x (5)
dx dx

Multiplying Equation (1) by 16

16 y  16 Ae 4 x  16 Bxe 4 x ( 6)

Subtracting equation (6) from equation (4)

dy
4  16 y  4 Bxe 4 x (7 )
dx

Since equation (5) and equation (7) are equal

d2y dy dy
 2
4  4  16 y
dx dx dx

The differential equation formed is

d2y dy
2
 8  16 y  0
dx dx

(ii ). y  Axe x       (1)

dy
 Ae x  Axe x       ( 2)
dx
Then xy  Ax 2 e x       (3)
dy
x  Axe x  Ax 2 e x       (4)
dx
dy
x  y  xy
dx
dy
x  xy  y  0
dx
dy
x  ( x  1)  0
dx

The differential equation formed is

dy
x  y ( x  1)  0 Order 1
dx

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NOTE:

The number of constant present in any equation will determine the order of the

differential equation formed i.e. the number of constant is equal to the order of the

differential equation.

Exercises

(1). Obtain the differential equation for the equation y 2  4a ( x  a ) .

(2). Find the differential equation corresponding to

(i ). y  ae 3 x  be x (ii ). y  ae x  b cos x
(iii ). y  px  x 2 (iv ). y  A  Be 3 x

(3). Obtain the differential equation having a basis for its solution as cosh6x and

sinh6x.

d3y dy
(4). Show that 2
 6  13 y  0 has a general solution given by
dx dx

y  e 3 x A cos 2 x  B sin 2 x  where A and B are constant.

(5). Show that the general solution of the equation 1  x 2   

dy
 1  y 2  0 can be
dx

A x
written in the form y . Hence find the particular solution for which
1  Ax

y2 when x  1 .
3

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SOLUTION OF FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

2.0. Introduction

The solution of an Ordinary Differential Equation (ODE) is a relation between the

dependent and independent variable with constant and containing no derivatives.

A general solution is usually obtained first and a particular solution may then be

obtained when additional information / details are called initial conditions or boundary

conditions.

There are several / methods of solving first Order Ordinary Differential Equation.

2.1. Direct Integration

dy
If the equation can be arranged in the form  f (x) , then the equation can be solved
dx

by simple integration.

Example (2.0)

dy
1.  3x 2  6 x  5
dx

Solution

dy
 3x 2  6 x  5
dx
Integrating both Sides

 dy   3x 
 6 x  5 dx
2

3x 3 6 x 2
y   5x  C
3 2
y  x 3  3x 2  5 x  C

Where C is the constant of Integration

dy
2. Solve x  5x 3  4
dx

Solution

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dy
x  5x 3  4
dx

Divide through by x

dy 4
 5x 2 
dx x

Integrating both sides

 4
 dy    5 x  dx
2

x
5x 3
y  4 Inx  C
3

where C is the constant of Integration.

dy
3. Obtain the solution of the equation e x  4 given that y  3 when x  0
dx

Solution

dy
ex 4
dx

Divide through by e x

dy 4

dx e x
dy
Then,  4e  x
dx

Integrating both sides

 dy   4e
x
dx
y  4e  x  C

Applying the condition given

y  3 when x  0
3   4e  0  C
3   4e 0  C

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Since e 0  1
 3  4  C
 C7
 y  4e x  7

2.2. Variable Separable

If it is possible to rearrange the terms of a differential equation two groups each

containing only one variable then the differential equation of the variable separable

type.

Variable separable are of the following forms

i . dy  f ( x)dx (ii ). g ( y )dy  dx

(iii ). g ( y )dy  f ( x)dx (iv). g ( y )dy  f ( x )dx  0

(v). dy  f ( x) g ( y )dx

Where f (x) is a function of x and g ( y ) is a function of y only.

NOTE: dy  f ( x) dx  g ( y ) dx is not a variable separable equation.

Example (2.1)

dy
(1). Solve the equation  1  x 1  y 
dx

Solution

dy
 (1  x)(1  y )
dx
Separating the variables
1
dy  (1  x)dx
1 y
Integrating both sides
1
 1  y dy   (1  x)dx
x2
In(1  y )  x  C
2

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dy x 1
2. Solve  4
dx y  1

Solution

Separating the variables

y 
 1 dy  ( x  1)dx
4

Integrating both sides

 y 
 1 dy   ( x  1)dx
4

y5 x2
y  xC
5 2
y5 x2
 y xC
5 2

dy
3. Solve  y 2 x3
dx

Solution

dy
 y 2 x3
dx
Separating the var iables
dy
 x 3 dx
dx
Integrating both sides
1
y 2
dy   x 3 dx

1 x4
  C
y 4

Taking the Inverse of both sides

4
y
x  4C 4

4
y 4 Let k  4C
x  4C
4
y 4
x k

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dy y 2  xy 2
4. solve 
dx x 2 y  x 2

Solution

dy y 2 1  x 

dx x 2 ( y  1)
then, separating the var iables
y 1 1 x
2
dy  2 dx
y x
Integrating both sides
y 1 1 x
 y 2
dy   2 dx
x
1 
  y  y
2
 
dy   x  2  x 1 dx

Iny  y 1   x 1  Inx  C
1 1
Iny   Inx   C
y x

dy y  1
5. Solve the equation  given the boundary conditions y  1 when x  0 .
dx x  1

Solution

dy y  1

dx x  1

Separating the variables

dy dx

y 1 x 1

Integrating both sides

dy dx
 y 1   x 1
In( y  1)  In( x  1)  InC
In( y  1)  In( x  1)C
y  1  ( x  1)C
y 1
C
x 1

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Applying the boundary conditions

y  1 when x  0

11
C
0 1
2

1
C  2
 y  1  ( x  1)  2
y  1  2 x  2
y  2 x  2  1
y  2 x  1

Exercise

Solve:

dy
(i). x 2 ( y  1)  y 2  x  1 0
dx

dy
(ii). x 3  ( y  1) 2 0
dx

(iii). cos y  1  e  x sin y

dy
 0 , given that y   when x  0
dx 4

(iv). 1  y dy  1  y 2 dx

(v). 1  x 2 
dy
  x  xy  given that y  1, when x  0
dx

dy
(vi). 1  2 x   1 x
dx

 dy 
(vii). x 2 y    x 1
 dx 

dy 1 y2
(viii). 
dx 1 x2

(ix). 3e x tan ydx  1  e x sec 2 ydy  0

(x). e y  1cos xdx  e y sin xdy  0

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dx
(xi). 4 x  y 2 1
dy

2.3. HOMOGENEOUS EXPRESSION

An expression in x and y in which the combined degree of x and y in each terms

is the same, is said to be a homogeneous expression.

Given g x, y , if g kx, ky   k n g  x, y  then g  x, y  is homogenous of degree n .

EXAMPLE (2.2):

Show that each expression g  x, y  is homogeneous state also the degree of homogeneity,

(a). g  x, y   xy 2  5 x 2 y  8 y 3

(b). g  x, y   8 x 2  5 xy  5 y 2

(c). g  x, y   3 x  5 y  x 2  3 y 2

3y2  x2
(d). g  x, y  
2 xy

(e). g  x, y   6 xy  x 4  5 x 2 y 2

Solution

(a). g  x, y   xy 2  5 x 2 y  8 y 3

g kx, ky   kx ky   5kx  kx   kx 

2 2 3

 k 3 xy 3  5k 3 x 2 y  8k 3 y 3


 k 3 xy 2  5 x 2 y  8 y 3 
 k 3 g  x, y 

The degree of homogeneity is 3

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(b). g  x, y   8 x 2  5 xy  5 y 2
g kx, ky   8(kx) 2  3(kx)(ky )  5( xy ) 2
 8k 2 x 2  3k 2 xy  5k 2 y 2

 k 2 8 x 2  3 xy  5 y 2 
 k g  x, y 
2

The degree of homogeneity is 2

(c). g  x, y   3 x  5 y  x 2  3 y 2

g kx, ky   3kx  5ky  kx   3ky 

2 2

 3kx  5ky  k 2  x 2  3 y 2  

 3kx  5ky  k x 2  3 y 2


 k 3x  5 y  x 2 3 y 2 
 kg  x, y 

The degree of homogeneity is 1

3y 2
 x2
(d ). g  x, y  
2 xy

3ky   kx 
2 2
g kx, ky  
2kx ky 

3k 2 y 2  k 2 x 2

2k 2 xy



k 2 3y2  x2 
k 2 2 xy 

g kx, ky   k 2 g  x, y 

The degree of homogeneity is 2

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(e). g  x, y   6 xy  x 4  5 x 2 y 2

g kx, ky   6(kx)(ky )  (kx) 4  5(kx) 2 (ky) 2

 6k 2 xy  k 4 x 4 5k 2 x 2 k 2 y 2

 6k 2 xy  k 4 ( x 4  5 x 2 y 2 )

 6k 2 xy  k 2 x 4  5 x 2 y 2


 k 2 6 xy  x 4  5 x 2 y 2 
g kx, ky   k 2 g  x, y 

Exercises

State the degree of homogeneity of the following equations

dy
(i ). (2 y  x )  2x  y
dx
(ii ). xy  y   x
2 2
 xy  dy
dx
0

(iii ). x 3

 y 3  3 xy 2
dy
dx

(iv). x 3
 3 xy 2  dy
dx
y 3
 3y2

dy 2 xy  3 y 2
(v).  2
dx x  2 xy

2.4. Homogeneous Differential Equation

A differential equation of the form pdx  Qdy  0 where P and Q are homogeneous

function of the same degree in x and y is called a first Order homogenous

differential equation.

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Such is made separable by using substitution y  vx to obtain variable separable in

v and x . Then the solution are in terms of v and x.

By substituting backward v  y x , the solution are obtained in terms of y and x .

Example (2.3)

dy x 2  y 2
(1). Solve     (i )
dx xy

Solution

dy x 2  y 2

dx xy

x2  y2
g ( x, y ) 
xy

k  x   ky 
2 2
g (kx, ky ) 
kx ky 

k 2x2  k 2 y2

k 2 xy

 x2  y2 
 k 2  
 xy 

g (kx, ky )  k 2 ( x, y )

Its is homogenous of degree 2.

We then substitute y  vx   (ii )

dy dy
 vx   (ii )
dx dx

Putting equation (ii) and (iii) into (i)

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dv x 2  vx 
2
vx 
dx x(vx)

dv x 2  v 2 x 2
vx 
dx vx 2

The equation now becomes

dv 1  v 2
x  v
dx v

dv 1  v 2  v 2
x 
dx v

dv 1
x 
dx v

Now using variable separable

1
vdv  dx
x

Integrating both sides

1
 vdv   x dx
v2
 Inx  C
2

Now to express v back in terms of x and y using the substitution y  vx  v y x

1  y2

   Inx  C
2  x 2

y  2 x 2 Inx  C 
2

2 xy  3 y 2
2. Solve the equation
x 2  2 xy

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Solution

It is homogeneous of degree 2

dy 2 xy  3 y 2
 2 (a)
dx x  2 xy
Now, putting y  vx (b)
dy dv
vx (c )
dx dx

dy 2 x (vx)  3(vx) 2
vx 
dx x 2  2 x(vx)

dy 2vx 2  3 x 2 v 2
vx 
dx x 2  2vx 2

vx

dy x 2 2v  3v 2
 2

dx x (1  2v )

dy 2v  3v 2
Then, x 
dx 1  2v

2v  3v 2  v  2v 2

1  2v
dv v  v 2
x 
dx 1  2v

Applying variable separation and Integrating

1  2v 1
vv 2
  dx
x
In(v  v )  Inx  C
2

In(v  v 2 )  Inx  A
In(v  v 2 )  InxA
v  v 2  xA
SInce y  vx v y
x
2
y  y
     Ax
x  x
xy  y 2  Ax 3

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3. Obtain the solution of x 2  y 2 

dy
 xy
dx

Solution

x 2
 y2  dy
dx
 xy

It is homogeneous of degree 2

dy xy
 2
dx x  y 2

Putting y  vx
dy dy
Thus , vx
dx dx
dy xvx 
Then, v  x  2
dx x  vx 2
dy vx 2
vx  2

dx x  1  v 2 
dy v
x  v
dx 1 v2
dy v  v  v3
x 
dx 1 v2
dy  v3
x 
dx 1 v2

Applying variable separation method and integrating both sides.

1 v2 1
 v 3 fv   x dx
1
 2  Inv   Inx  InA
2v
1
Inv  Inx  InA  2
2v
Let  InA  Inp
1
Inv  Inx  InP 
2v 2
1
Inkvx 
2v 2
Since y  vx  v y
x

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1
Inky  2
2 y 
 x
x2
Inky 
2y2
2 y 2 Inky  x 2

Exercise

Solve the following differential equations

(i). x 2  y 2 dy  xdx

(ii). y 2  xy  x 2 
dy
0
dx

(iii). 2 xy  x 2 
dy
 3 y 2  2 xy
dx

dy
(iv). x  y log y  log x  1
dx

dy y  x  y
2 2
(v). 
dx x

(vi). 2 xy 2 dx  1x 3  2 y 3 dx  0

(vii). x 2  xy 
dy
 xy  y 2
dx

(viii). x 3  3 xy 2 
dy
 y 3  3x 2 y
dx

dy
(ix). 2 y  x   2 x  y , given that y  3 when x  2
dx

(x).  y 2  3 xy 2 dy  x 3  y 3 dx , given that y  1 when x  2

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2.5. Non Homogeneous Equation Reducible to Homogeneous Form

dy ax  by  C
The equation of the form  can be reduced to the homogeneous form
dx dx  ex  g

by substituting: x  X  h y Y k

dy dY
 
dx X

dY a X  h   bY  k C
The differential equation reduces to 
dX d  X  h   eY  k   g

We obtain the values of h, k such that

ah  bk  C  0, dh  ek  g  0

Then the given equation becomes homogeneous

dY aX  bY

dX dX  eY

a b
Note: In case of failure. If  then the values of h, k will not be finite.
A B

a b 1
  d  am, e  bm
d e m

The given equation becomes

dy ax  by  C

dx max  by   C

Example (2.4)

dy x  y  3
Solve 
dx x  y  5

Solution

Then ah  bk  c  0  h  k  0 - - - (i)
dh  ck  g  0  hk 5  0   (ii )

Solving equation (i) and (ii) simultaneously

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We obtain h  1, k  4

dy 1  x    y  4   3

dx 1  x    y  4  5

dy 1  x  y  4  3
     (iii )
dx 1  x  y  4  5

dy x  y
     (iv)
dx x  y

Now, using homogeneous method to solve

dy dv
Let y  vx. vx (v )
dx dx

Putting equation (v) into (iv)

dv x  vx
vx 
dx x  vx

dv 1  v
x  v
dx 1  v

dv 1  v  v  v 2
x 
dx 1 v

dv 1  v 2
x 
dx 1  v

Applying variable separation method and integrating both sides

1 v dx
1 v 2
dv  
x


In 1  v 2   1
2
 
In 1  v 2  Inx  InA

 
1
In 1  v 2 2  InxA

 
1
In 1  v 2 2  xA

Squaring both sides

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1  v 2  x 2 A2
Let A2  P
1 v2  x2P
But y  vx  v  y
x
2
1   y   x 2 P
 x
x  y2  x4P
2

y2  x4 P  x2

Example

dy x  2 y  3
Solve 
dx 2 x  y  3

dy x  2 y  3

dx 2 x  y  3
Then, ah  bk  c  0  h  2k  3  0       (i )
dh  ek  g  0  2h  k  3  0       (ii)

Solving equation (i) and (ii) simultaneously

We obtain h  1, k 1

dy 1  x   2 y  1  3

dx 21  x    y  1  3

dy 1  x  2 y  2  3

dx 2  2 x  y  1  3

dy x  2 y
         (iii )
dx 2 x  y

Now, using homogeneous method to solve (iii)

dy dv
Let y  vx. v x (iv )
dx dx

Putting equation (iv) into (iii)

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dv x1  2v 
vx 
dx x2  v 

dv 1  2v
x  v
dx 2  v

dv 1  2v  2v  v 2
x 
dx 2v

dv 1  v 3
x 
dx 2  v

Applying variable separation method and integrating both sides

2v dx
1 v 2
dv  
x
 (v )

Using Integration by Partial Fraction

2v  A B 
1 v 2
dv     dv
1 v 1 v 

2  v A1  v   B 1  v 

1 v2 1  v2

2  v  A1  v   B1  v 
Setting v 1
3  2B  B 3
2
Setting v  1
2  (1)  A(1  (1))  B1  1
1
1  2A  A 
2
2v 1 3
1 v 2
dv  
21  v 
dv  
21  v 
dv

1 3
 In1  v   In1  v 
2 2

Thus, equation (iv) becomes

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1 3
In1  v   In1  v   Inx  InA
2 2
1 3
In1  v  2  In1  v  2  InxA
1

In
1  v  2  InxA
3
1  v  2
1


1  v  2  InxA
3
1  v  2

Squaring both sides we have

1 v
 x 2 A2
1  v 3

Then, 1  v  1  v  x 2 P
3
Let A 2  P
y
But y  vx  v 
x
3
y  y
Thus , 1   1   x 2 P
x  x
x  y x  y 
3

x x3

x y 
x  y 3 x 3 P
x3
x  y  x  y  P
3

Example (2.6)

dy
Solve the equation 3 x  y  1   y  x  2
dx

Solution

3x  y  1 dy   y  x  2
dx
dy  x  y  2

dx 3 x  y  2

ah  bk  c x y2
Then, comparing with
dh  ek  g 3x  y  2

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 a  1, b  1, c2
d  3, e  1, g  2
h  k  2 (i )
3h  k  2 (ii )

Solving equation (i) and (ii) simultaneously

h  1, k  1

dy  1  x   1 y  1  2

dx 31  x   1 y  1  2
 1   x   y  1  2

3  3x  y  1  2
dy yx
     (iii )
dx 3 x  y

Now using homogeneous method to solve equation (iii)

dy dv
Let y  vx vx   (iv)
dx dx

Putting equation (iv) into equation (iii)

dv vx  x
vx 
dx 3 x  vx
dv xv  1
x 
dx x3  v 
dv v  1
Thus x 
dx 3  v

Apply variable separation method and Integrating both sides.

3v dx
 v  1 dv   x

From the principle of polynomial and division algorithm.

3v 4
 1
v 1 v 1
 4  dx
  1  v  1 dv   x

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v  4 Inv  1  Inx  c Let c  InA

v  4 Inv  1  Inx  InA

sin ce y  vx v y
x
y  4 In y  1  InxA
x  x 
4
y  yx
 In   InxA
x  x 

In
 y  x 4  InxA  
y
4
x x
  y  x 4 
 
In x
4
y
 xA  x
 
 

In
 y  x
4
y
5
x A x
Taking Natural Antilog of both sides we have
 y  x 4 e
y
x

x5 A
y
 y  x 4  x 5 Ae  x

Exercises

Reduce the following differential equations to homogeneous form and then solve

completely.

dy 2 x  3 y  4
(a ). 
dx 4 x  3 y  2
dy 2 x  9 y  20
(b). 
dx 6 x  2 y  10
dy y  2 x  1
(c). 
dx y x5
dy 2 x  5 y  3
(d ). 
dx 4 x  4 y  6
dy y  x  1
(e). 
dx y  x  5

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2.6. Exact First Order Differential Equations

A differential Equation

M x, y dx  N  x, y dy  0 (i )

is said to be an exact differential equation if and only if

M  x, y  N  x, y 
 (ii )
y y

Where M x, y  and N  x, y  are continuous first partial derivatives.

Method of Solution

To solve equation (i), assuming that it is exact  a function g  x, y  such that

dg x, y   M x, y dx  N  x, y dy (iii )

Then we will solve the equations

g  x, y 
 M  x, y  (iv )
x
g  x, y 
 N  x, y  (v )
x

For g x, y  ; the solution to equation (i) is then given implicit by g x, y   c (vi)

Which is the family of curves

Example (2.5)

Solve the equation

3x 2
  
y  y 3 dx  x 3  3 y 2 x  1 dy  0 (i )

Solution
Let M  x, y   3 x 2 y  y 3
N  x, y   x 3  3 y 2  1

Then
M
y


y

3x 2 y  y 3 
 3x 2  3 y 2

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N

x x
 3

x  3y 2  1 
 3x 2  3 y 2
M N
Since 
y x

Therefore, the equation is exact.

g
Then, since  M  3x 2 y  y 3 (ii )
x

g
Also,  N  x3  3y 2 1 (iii )
x

Integrating both sides of equation (ii) with respect to x, we have

g
 x dx   3x 
y  y 3 dx
2

3x 2
g  x, y   y  xy  h y  (iv )
3

Differentiating equation (iv) with respect to y

g 3 x 3 dh
  3 xy 2 
y 3 dy
g dh
 x 3  3 xy 2 
y dy
g
But ,  x3  3y 2 x  1
y
dh
 x 3  3 xy 2   x3  3y 2 x  1
dy

Comparing the result, we can deduce that

dh
1
dy

Now h y   y  c1 and equation (iv) becomes g  x, y   x 3 y  xy 3  y  c1

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Example

Determine whether the differential equation

2 y 2
  
x  2 y 3 dx  4 y 3  6 y 2 x  2 x 2 y dy  0 is exact. Hence solve the differential

equation.

Solution

2 y 2
  
x  2 y 3 dx  4 y 3  6 y 2 x  2 x 2 y dy  0
M  x, y   2 y 2 x  2 y 3 , N  x, y   4 y 3  6 y 2 x  2 x 2 y
M N
 4 yx  6 y 2 ,  6 y 2  4 yx
y y
M N
Since, 
y y

Hence the equation is exact

g
The, since  M  2y2 x  2 y3 (ii )
x
g
 N  4 y 3  6 y 2 x  2 yx 2 (iii )
y

Integrating both sides of equation (ii) with respect to x

g
 x dx   2 y 
x  2 y 3 dx
2


g  x, y   x 2 y 2  2 xy 3  h y   (iv )

Differentiating equation (iv) with respect to y

g dh
 2 x 2 y  6 xy 2 
y dy
g
Since,  4 y 3  6 y 2 x  2 yx 2
y
dh
 4 y 3  6 y 2 x  2 yx 2  2 x 2 y  6 xy 2 
dy
dh
 4y3
dy

Now g ( h y )  y 4  c1 and equation (iv) becomes

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g  x, y   x 2 y 2  2 xy 3  y 4  c1

 2
 y 3  xy  c1

Integrating Factor

M N
In general, when the differential equation is not exact i.e. when  it is
y y

possible to transform the equation into an exact differential equation by a judicious

multiplication.

A function J  x, y  which transforms a non-exact equation into an exact equation and

is integrable is called an Integrating factor. If the equation

J  x, y M x, y dx  N  x, y dy   0 is exact. The solution is now obtained by solving the

exact differential equation.

Methods of constructing Integrating factor

1  M N 
  g ( x), a function of x then J  x, y   e 
g ( x ) dx
1. If  
N  y y 

1  N M 
  h( y ), a function of y then J x, y   e 
h ( y ) dy
2. If  
M  y y 

1
3. If M  y f  x, y  and N  xg  x, y , then J x, y  
xM  yN

Example (2.6)

Solve the equation 3 xy  2ay 2 dx  x 2  2axy dy  0 (i )

Solution

3xy  2ay dx  x

2 2

 2axy dy  0
M  3 xy  2ay 2 N  x 2  2axy

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M N
 3 x  4ay,  2 x  2ay
y y
M N
 
y y

i.e. the equation is not exact

the condition for the equation to be exact is

1  M N 
g x   
N  y x 
1
 3x  4ay   2 x  2ay 
x  2axy
2

x  2ay

x 2  2axy
x  2ay

x x  2ay 
1
g x  
x
1
 x dx
J  x, y   e  e Inx  x

Now, multiplying equation (i) by x i.e. the Integrating factor

 
 x 3 xy  2ay 2 dx  x 2  2axy dy  0  
3x 2
y  2axy 2 dx  x  2ax y dy  0
3 2

Now to text for the exactness

M
 3 x 2  4axy, M  3 x 2 y  2axy 2
y
N
 3 x 2  4axy, N  x 3 y  2ax 2 y
x
M N
  i.e. it is exact
y x

Using exact method to solve the equation

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g
Since  M  3 x 2 y  2axy 2
x

 x dx   3x 
g 2
 y  2axy 2 dx

g  x, y   x 3 y  ax 2 y 2  h( y )

Differentiating g  x, y  with respect to y

g dh
 x 3  2ax 2 y 
y dy
g
Since,  N  x 3  2ax 2 y
y
dh
x 3  2ax 2 y  x 3  2ax 2 y 
dy
dh
 0
dy
By Integration h y   c1

 g  x, y   x 3 y  ax 2 y 2  c1

Example (2.7)

dy xy 2  y
Convert  into an exact differential equation and then solve
dx x

Solution

dy xy 2  y

dx x

Rearranging the equation, we have

y 1  xy dx  xdy  0
M  y 1  xy  Nx
N N
 1  xy, 1
y x
M N
 
y x

i.e. it is not exact

to make it exact we need to obtain the Integrating factor.

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By Inspection M  y f  x, y  and N  x g  x, y  .

1
Therefore using the integrating factor of the form J  x, y  
xM  yN

1
J  x, y  
 
x y  xy 2  yx
1

xy  x y 2  yx
2

1

x y2
2

1
J  x, y  
 yx 2
Multiplying equation (i) by the Integrating factor

  xy   y 1  xy dx  xdy   0
2

  y  xy 2  x
 dx  2 2 dy  0
  xy  
2
x y
xy  1 1
2
dx  2 dy  0
x y xy
Now to test for the exactness
xy  1 M 1
M ,  2 2
x2 y y x y
1 N 1
N ,  2 2
y2 x x y
M N
Since, 
y x
 it is exact

Now solving the exact equation

g xy  1
Since M  2
x x y
g xy  1
  x dx   x2 y
dx

 xy 1 
   2  2 dx
x y x y

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1
g  x, y   Inx   h y 
xy

Differentiating g  x, y  with respect to y

g  1 dh
 2 
y xy dy
g 1
Since N 2
y xy
1  1 dh
 2
 2 
xy xy dy
dh
 0
dy

By Integration h y   c1

1
 g x, y Inx   c1
xy

Exercises

(a). Test whether the following differential equations are exact and solve those that are exact

(i ). y  2 xy dx  1  3x y  x dy  0
3 2 2

(ii ). e 3 x y  x dx  e dy  0
x3 2 2 x3

(iii ).  y sin x  xy cos x dx  x sin x  1dy  0

 2y 1
(iv). 3
dx  2 dy  0
x x
(v). 
3 x 2 y 2 dx  2 x 3 y  4 y 2 dx  0 
y 1 1
(vi). 2
dx  2 dy  0
y xy
(vii ). x 2

 y 2 dx  2 xy  y dy  0

(b). find an appropriate Integration factor for each differential equation and solve

(i ). y  x y dx  xdy  0
4 2

(ii ). y  x y dx  xdy  0

3 3

(iii ). 3x y  x dx  dy  0

2 2

(iv). xy dx  x y  x y dy  0
2 2 2 2

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 x 
(v).  2 xy 2  2 dx  4 x 2 ydy  0
 y 

2.7. Linear First Differential Equation

An equation where y and its derivative(s) occur only in linear combinations and their

coefficients are constants or functions of x only is called a linear equation. A first Order

dy
Linear Differential equations has the form  p  x  y  Q x      (i )
dx

The equation (i) can be written as

 px  y  Qx dx  dy  0

Which is of the form

M  x, y dx  N  x, y dy  0

Which is exact when


P( x) y  Q( x)    (1)
y y
i.e. Px   0

Then equation (i) possesses an Integration factor which is a function of x alone.

  x Px  y   x Qx dx   x dy  0


is exact iff  x P x    x 
x

  P x dx

 In    P x dx
P  x dx
   e

If the equation

y
 Px  y
x

is multiplied through by this Integrating factor it becomes

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y
Px  y  e Q x 
 P  x  dx  P  x  dx  P  x  dx
e e
x


x
e 
  P  x dx
y  Q x e 
 P  x  dx

e
 P  x  dx

y   Q  x e
 P  x  dx
dx
y  e
 P  x  dx
 Qxe  P  x  dx
c 
Where c is an arbitrary constant

Examples (2.8)

Find the general solution of the differential equation

dy
x  2 x  1 y  xe  2 x
dx

Solution

dy
x  2 x  1 y  xe  2 x
dx

We can rewrite the given differential as

dy 2 x  1 y
  xe  2 x
dx x

dy
Which is of the form  Px  y  Qx 
dx

2x  1
Where P x   , Qx   e  2 x
x

 2x  1 
Now  Px dx    x 
dx

 1
   2 x dx
 x
 2 x  Inx
 P  x  dx
The Integrating factor e  e 2 x  Inx

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 e 2 x  e Inx
if  xe 2 x

The solution is given by

P  x dx P  x dx
ye    Q x   e  c

y  xe 2 x   e  2 x  xe 2 x dx  e

y  xe 2 x   xdx  e

x2
y  xe 2 x  c
2
1  x2 
y   c
xe 2 x 2 

Example (2.9)

Solve the differential equation

x 2
1  dy
dx
 4 xy  x

Solution

x 2
1  dy
dx
 4 xy  x

We can now write the given differential equations as

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dy 4x x
 2 y which is of the form
dx x  1 x 1
dy
 P ( x) y  Q ( x)
dx
4x x
where P( x)  , Q ( x) 
x 1
2
x 1
4x
 P( x)dx   x 2
1
dx

The Integrating factor  e  P ( x ) dx  e 2 In x 1

2

Integrating factor  e 2 In x 1

2 2

The solution is given by

y  e 2 In x 1   Q ( x )  e 2 In x 1 dx  C
2 2 2 2


y  x2 1   
2 x
  2
 x 2  1 dx  C
x 2
1 2

 
2

y  x 2  1   x x 2  1 dx  C 
  x 3
 x dx  C


y  x2 1  
2 x4 x2
4

2
C

1  x4 x2 
y 2 
  C
 x 1  4
2
 2 
 x4 x2 

y  x2 1 
2
   C
4 2 

Example (2.10)

Solve the differential equation

dy
 3 y  3 x 2 e 3 x
dx

Solution

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dy
 3 y  3 x 2 e 3 x
dx
P( x)  3, Q ( x )  3 x 2 e 3 x
Integrating Factor  e  P ( x ) dx
 e  3dx
Integrating Factor  e 3 x

Then, y  e 3 x   Q x   e 3 x dx  C

y  e 3 x   3 x 2 e 3 x  e 3 x dx  C

y  e 3 x   3 x 2 dx  C

y  e3x   x 3  C


y  e 3 x x 3  C 
Exercise

Solve the following Linear Differential equations

dy
(1). x  1  y  e x  x  1
2

dx

dy
(2). sin x  2 y cos x  1
dx

dy
(3). x  1  2 y   x  1
3

dx

dy 1
(4).  y  x3  3
dx x

dy
(5). cos 2 x  y  tan x
dx

dy
(6). x  y  x 3  3x 2  2 x
dx

dy
(7).  y tan x  sin x
dx

dy
(8). x  y  x 3 cos x, that y  0 when x  
dx

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dy
(9).  y cot x  5e cos x , given that y  4, when x  
dx 2

dy
(10). If  2 y tan x  sin x and y  0 for x   show that the maximum value of
dx 3

1
y .
8

2.8. BERNOULI EQUATION

dy
An equation of the form  Px  y  Qx  y n    (i ) is called a Bernoulli
dx

differential equation.

Theorem

The transformation V  y 1 n reduces the Bernoulli equation to a linear form if

n  0 or 1 .

Proof

Multiply through the equation (i) by y  n

dy
y n  P x  y  n y  Q( x ) y n y  n
dx
dy
y n  P x  y  n  Q ( x)
dx
Let v  y 1 n
dv dy
  1  n  y  n
dx dx
dv dy
if  1  n  y  n
dx dx
dy 1 dv
y n 
dx 1  n dx

Then, the Bernoulli equation is then written as

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1 dv
 P x V  Q x 
1  n dx
dv
 1  n P x V  1  n Qx 
dx

Example

dy
Solve  y  xy 3
dx

Solution

dy
 y  xy 3
dx
n3

Multiply through by y 3 to obtain

dy
y 3  y  y 3  xy 3 y 3
dx
dy
y 3  y 2  x
dx
Let V  y 2

dv dy
 2 y  3
dx dx
dy 1 dv
 y 3 
dx 2 dx
1 dv
  v  x
2 dx
dv
 2v  2 x
dx

Now, applying the linear equation method

P x   2, Q  x   2 x
P  x dx
The Integrating factor is e 

 e
 2dx

 e 2 x

The solution is then obtain as

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 
v  e 2 x    2 xe 2 x dx  C

 2 xe  2 x e2 x
v  e 2 x     2
2 2
v  e  2 x  xe  2 x  e  2 x  C
 e 2 x 
v  e 2 x  xe  2 x   C
 2 
1
v  x  Ce 2 x
2
But v  y 2
1
 y 2  x   Ce 2 x
2
 1
y  2   x    Ce 2 x
 2
1  1
2
  x    Ce 2 x
y  2
1  2x 1 
Hence    Ce
2x

y2  2 

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Example

Solve the differential equation

dy
x  y log y  xye x
dx

Solution

dy
x  y log y  xye x
dx
Divide through by x
dy y
 log y  ye x
dx x
Since n  1
Multiply through by y 1
dy 1
y 1  log y  e x
dx x
Let v  log y
dv 1 dy

dx x dx
dy dv
y 1 
dx dx
dv 1
  log y  e x
dx x

Now, applying the linear equation method

1
Px   , Q x   e x
x

P  x dx
Then, the Integrating factor  e 
1
 x dx
Integrating factor  e
 e Inx
Integrating factor  x

 v  x   Q x   xdx  C

v  x   e x  xdx  C

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Using Integration by part we obtain

v  x  xe x  e x  C
Since v  log y
we have
log y  x  xe x  e x  C
 x log y  xe x  e x  C

Example

dy
 tan x tan y  cos x sec y
dx

Solution

Reducing it to linear equation

Multiply through by cos y

dy
cos y  tan x tan y  cos x
dx
Then, let v  sin y
dv dy
 cos y
dx dx
dy dv
cos 
dx dx
This implies that
dv
 tan x tan y  cos x
dx
Now, applying the linear equation method
P x   tan x, Q( x)  cos x

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The Integratin factor is e 

P ( x ) dx

 e
tan xdx

 e  In cos xdx
1
In
e cos x

 e In sec x
Integratin factor  sec x

Then,

v  sec x   Q x   sec x  C

v  sec x   cos x  sec xdx  C

1
v  sec x   cos x  dx  C
cos x
v  sec x   dx  C

v  sec x  x  C

But v  sin y
 sin y sec x  x  C

Exercise

Solve the following differential equation by reducing it to linear equation and then

solve completely

dy y x 2
(i).  
dx x y 2

dy
(ii). tan y  tan x  cos y cos 2 x
dx

dy
(iii). y log y  x  log y  0
dx

dy
(iv).  2 y tan x  y 2 tan x 2 x
dx

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dy
(v).  y  y 4e x
dx

dy
(vi).  y  xy 3
dx

dy
(vii). 2  y  y 3  x  1
dx

2.9. Existence and Uniqueness of Solution

Definition

A function f : I   n   n is said to be Lipchitz continuous in some domain  of

I  n if  constant L  0 such that.

f t , y   f t , x   L y  x for t , x , t , y   

where L is the Lipchitz constant

Example

Show that the function f satisfy the Lipchitz condition in the domain  and compute

the value of L.

f t , x   t 2 x 2  x 4 ,   t , x  : t  1, x  2  3

f t , x   t 2 x 2  x 4 ,   t , x  : t  1, x  2  3

  
 t 2 x2  x4  t 2 x2  x4 
 t 2 x2  y4  t 2 x2  x4

 t 2 x2  t 2 x2  y4  x4

  
 t 2 y2  x2  y2  x2 y2  x2  
 t 2 y  x y  x  y  x y  x y2  x2

t  1, 1  x  5

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
 y  x t 2 y  x  y  x y2  x2 
 y  x  y  x t 2
 y2  x2 
  
 10  1  5 2  5 2 y  x 
 510 y  x

Hence f satisfies the Lipchitz condition

L  510

Exercise

Show that the following functions satisfy the Lipchitz condition and compute the

value L.

(i). f t , x   2 x 2 cos 2 t  x sin t ,   t , x  : t  1, x  0  1

(ii). f t , x   y 2  x 2 ,   t , x  : t  1, x  1  1

Existence of Solution

Requirement for existence of solution is that f t , x  should be Lipchitz continuous.

Recall: f t , x  is Lipchitz continuous if there exist a constant L, 0  L   such that

f t1 , x1   f t1 , x 2   L x1 , x 2

Example

x   x, x0   1
f t , x   x

To check for Lipchitz continuous

f t1 , x1   f t1 , x 2   x1 , x 2

 x1 , x 2
taking k  2
x1  x 2  2 x1  x 2

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Infact k  1 is 0k
we have
x1  x 2  x1  x 2
 k 1

Example

D  x, t  t  t 0  a, x  x0  b


D

Recall that t  t 0  a
 a  t  t0  a
t0  a  t  a  t0

Given a differential equation

X   X 2  6, X (0)  2
dx
 X2 t
dt

Separation of variables is not possible in this case. There is no easy integration we use

a formula that is valid in all cases when f  x, t  is Lipchitz continuous we form the

Picard iteration.

X n t   n  1, 2,........
X   f  x, t 

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The iteration is as follows

X 1  X 0   f x 0 , s ds
t

t0

X 2  X 0   f x1 , s ds
t

t0

t
X 3  X 0   f x 23 , s ds
t0
 
.
.
.


X n t   x 0   f x n 1(3) , s ds
t

t0

Example

X  X, X 0   1

X n  X 0   f x 0 , s ds
t

t0

t
X 1  1   1 ds
0

t
 1 s 0
X1  1 t
t
X 2  X 0   f x1( s ) , s ds
t0
 
 1   1  s  ds
t

t
 s2 
 1  s  
 2 0

t2
X 2  1 t 
2

t

X 3  X 0   f X 2( s ) , s ds
0

t  s2 
 1   f 1  s  ds
0
 2
t
 s2 s3 
 1  1   
 2 3 0

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t2 t3
X0  1 t  
2 3
t2 t3 tn
X n  1 t    . . .
21 3! n!
as n  
t2 t3 tn
X  1 t  t   . . .   et
2 ! 3! n!
Hence X  et

Example

Find  for X 1  X 2 , X 0   1
D   x, t  : t  t 0  1, x  x0  2
t 0  0, X0 1
D   x, t  : t  1, x  1  2
D   x, t  :   t  1,  2  1  x  2  1
D   x, t  :   t  1,  1  x  3
Here a  1, b  2
M  final upper bound for f  x, t 

f  x, t   X 2
M  32  9
 2 2
  min 1, 
 9 9
2

9

Existence Theorem

Let f  x, t  be Lipchitz continuous in X with Lipchitz constant L on the Legion D of

all point x, t  satisfying the inequalities t  t 0  a, x  x0  b . Then there exist a

number   0 with the property that the mutual value problem x1  f  x, t , X t 0   X 0 has

a solution X t  on the integral t  t 0   .


In fact   min a, b M ,  M  max f  x, t 

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Proof

We form the Picard iteration

t
X 1  X 0   f x0( s ) , s ds
t0
 
t
X 2  X 0   f x1( s ) , s ds
t0
 
. .
. .

X n t   X 0   f x n 1( s ) , s ds
t

t0
 
1. We show that X n t  is continuous and satisfy the inequality X n t   X 0  b

X 0  cons tan t (a cons tan t function is always continuous) .

X 1  X 0   f x0 ( s), s ds

t

t0

Since x0 is continuous, f x, t  is continuous

 f x ( s ), s ds is continuous
t
 0
t0

 x1 (t ) is continuous
x n (t ) is continuous

x n  x0   f x n 1 ( s ), s ds
t

t0

 f x ( s), s ds
t
x n  x0  n 1
t0

 f x ( s), s  ds
t
 n 1
t0

t
M  ds
t0

 M
b

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2. We show by induction that

n
t  t0
x n t   x n1 t   Mk n 1

n!
Mk n 1 n

n!

By Mathematical Induction

when n  1
Mk 11 1
x1  x0  
1!
x1  x0  M 1

Thus, it is time for n  1

We assume that it is time for n  M

To show that it is time for n  M  1

f ( s), x m s ds   f ( s ), x m 1 s 
t t
X k 1  X k  
t0 t0

  f ( s), x m s    f ( s), x m 1 s ds

t t

t0 t0

  L x m s   x m 1 ( s ) ds sin ce f is Lipschitz
t

t0

t MLm 1 m
 L s  t 0 ds
t0 m
MLm t

m
 s   ds
m! t0

t
MLm  s   
m 1

  
m!  m  1 
  t0

MLm m 1
 st
m  1! 0
 it is time for n  m  1

By induction hypothesis, it is time for all n  

We next prove that X n t  is uniformly continuous by Weierstrass M-test

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The series


 X
m 1
m (t )  X m 1 (t ) converges absolutely and uniformly on t  t 0  

lim
But y t   X n (t )  X 0 (t )
n
lim
 X n (t )  X 0 (t )
n

(4). It remains to show that X t  is a solution X n t  exist and converges to X t  .

Since f  x, t  is continuous and X n t   X t 

lim lim
X t   X n t   x0    X s , s ds
t

n n t0

 x 0    X s , s ds
t

t0

Gromwell’s Inequality

Let X t  be a continuous non-negative function and suppose that

X t   A  B  X s  ds
t

t0

Where A and B are non negative constants for all values of t  t 0  

Then X t   Ae
B t t 0

For all t in the integral t  t 0  

Uniqueness of Solution

Let x  x0   f s, x( s ) ds

t
be a solution of the
t0

IVP x   f  x, t 

Suppose not that there exist another function y  y (t ) with y t 0   y 0

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Then, xt   x0   f s, x( s ) ds

t

t0

y (t )  y 0   f s, y ( s) ds
t

t0

then,

y (t )  x(t )  y 0  x0   f s, y ( s )  f s, x( s) ds

t t

t0 t0

 y (t 0 )  x(t 0 )   L  y ( s ), x( s)  ds
t

t0

f is Lipschitz

From the Gromwell’s Inequality we have

L t  t 0 
y (t )  x(t )  y (t 0 )  x(t 0 ) e

but y (t 0 )  x(t 0 )  0
because y t 0   x(t 0 )
 y t   xt   0

y t   xt   0
 y t   xt 

Therefore xt  is the unique solution

Example

Examine the existence and uniqueness of solution of the IVP y   1  ty 2 , y 0  1 and

approximate its solution using the picard method.

Solution
f t , y   1  ty 2
Let t  t 0  1

 1t  1

and y  1  1, 0  y  2

t      min a, b  m

f t , x   M  s

1  t2  1  1  22

5

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   min 1, 1  5

y n t   t 0   f s, y n 1 s ds
t

t0


 1   1  sy n21 s  ds
t

0

 y 0 t   1

y1 t   1   1  s ds
t

t2
 1 t 
2
  s 2  
2

y 2 t   1   1  s1  t   ds
t

0 2 
  
t  s 4 
 1   1  s1  2  2 s 2  s 3  ds
0
  4 

t s4 s5 
 1   1  2 s 2  s 3   s  2 s 2  2 s 3  s 4  ds
0
 4 4

t 5 s5 
 1   1  3s  4 s 2  3s 3  s 4  ds
0
 4 4
t
 3s 2 4 s 3 3s 4 5  s 5 s 6 
 1  s      
 2 3 4 4  5 24  0

3t 2 4t 3 3t 4 1 5 1 6
y 2 t   1  t     t  t
2 3 4 4 24

f t , y   f t 2 , y   1  t1 y 2  1  t 2 y 2 
 y 2 t1  t 2 

 4 t1  t 2

 48 for t1  t 2  

 4
4

f t1 , y   f t 2 , y   

F is continuous in the variable t for y

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
f t1 , y   f t 2 , y   1  ty12  1  ty 22 

 t y12  y 22 
 t y12  y 22

 4 y2  y2

 4 1 , 1  
4
 4  4


 f is continuous in y

For Lipchitz continuous


f t1 , y   f t 2 , y   1  ty12  1  ty 22 
 t y1  y 2 y1  y 2
 y1  y 2 y1  y 2
 4 y1  y 2
L4
 f is Lipchitz

SECOND ORDER HOMOGENEOUS LINEAR EQUATIONS

3.0. Introduction

The general second order linear ordinary differential equation is of the form

dy dy
a 0  x d 2 y  a1  x   a2  a 2 x y  f x 
dx dx
xI         (3.1)

Where a0 , a1 , a2 , and I are given function of x in the interval I   . When

a 0 , a1 , and a 2 are constants and f  x   0 for all x  I , then equation (3.1) is called

homogeneous second order linear ordinary differential equation with constant coefficients.

Thus we have

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d2y dy
a0 2
 a1  a2 y  0       (3.2)
dx dx

If y  y1 ( x) and y  y 2 ( x) are solution of equation (3.2), so also is the sum

y  y1 ( x )  y  y 2 ( x) . This follows from the fact that if y1 is a solution then,

d 2 y1 dy1
a0 2
 a1  a 2 y1  0       (3.3)
dx dx

Also if y 2 is a solution then,

d 2 y2 dy 2
a0 2
 a1  a2 y 2  0       (3.4)
dx dx

Adding equation (3.3) and (3.4) we have

 d 2 y2 d 2 y2 
  a1  1  2   a 2  y1  y 2   0
dy dy
a 0  2
 a1      (3.5)
 dx dx 2   dx dx 

Notice that by the linearity of the differential operator, the last equation can be written

as

d2  d 2 y2 d 2 y2  d
a0  y1  y 
2   a1
  a1  y1  y 2   a 2  y1  y 2   0
     (3.6)
dx 2  dx
2
dx 2  dx

Equation (3.6) is the original equation with y replaced by y1  y 2 . Therefore y1  y2 is

also a solution.

3.1 Procedures for solution

To solve equation (3.2) we need a function such that its derivatives are constant

multiples of itself such a function is the exponential function.

Notice that if a 0  0 , we obtain the first order equation of the same family. That is for

a1  0, a 2  0 , we have

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dy
a1  a2  0
dx
dy a1
 ky  0 when K 
dx a2

Solving this by the method of separating variable we have,

dy
 dx    Ky
i.e Iny   Kx  c
y  e  Kx  c  e  Kx  e c
y  Ae  kx (sin ce e c is a cons tan t )

Let m represent  K ; we have

y  e mx

Therefore y  Ae mx will be a solution of the second order equation

d2y dy
a 0 2  a1  a2 y  0
dx dx

If it satisfies this equation,

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Now if y  Ae mx
dy
y   mAe mx
dx
d2y
y   2
 m 2 Ae mx
dx

Substitute these expression for the differential coefficient in the left side of the

equation we get,

a 0 mA 2 e mx  a1 Ame mx  a 2 Ame mx  0

Dividing both sides by A e mx , we have

a 0 m 2  a1 m  a 2  0

which is a quadratic equation giving two variable for m . The quadratic equation is

called the auxiliary equation and is obtained directly from the equation

d2y dy
a0 2
 a1  a2 y  0
dx dx

Case I: Distinct Real Roots m1  m2 

The solution is of the form

y  Ae mx  Be m 2 x

Example solve the equations

(1). y   3 y   40 y  0

(2). 2 y   ay   10 y  0

Solution

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y   3 y   40 y  0 OR
d2y dy
2
 3  40 y  0
dx dx
m 2  3m  40  0
m  5 m  8  0
m  5  0 or m  8  0
m  5 or m  8
 y  Ae 5 x  Be 8 x

(2). 2 y   ay   10 y  0
d2y dy
2 2
 a  10 y  0
dx dx
2m 2  9m  10  0
2m  5 m  2
2m  5  0 or m  2  0

m5 or m  2
2
5
y  Ae 2x
 Be 2 x

Case 2: Equal / Repeated Roots m  m1  m2 

The solution is of the form

y  Ae mx  Bxe mx
y  e mx  A  Bx 

Example Solve the equations

1. y   6 y   9 y  0
2. y   10 y   25 y  0

Solution

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1. y   6 y   9 y  0
m 2  6m  9  0
m  3 m  3  0
m  32  0
m  3 twice
i.e m1  3 and m 2  3
we write
y  Ae 3 x  Bxe 3 x
y  e 3 x  A  Bx 

2. y   10 y   25 y  0
m 2  10m  25  0

m  52  0
m  5 twice
y  A 5 x  Bxe 5 x
y  e 5 x  A  Bx 

Example: Find the power series solution about x  2 of the value problem

4 y   4 y   y  0
1
y 2   0, y 2   Express the solution in closed form
2

Solution

4 y  4 y  y  0

The auxiliary equation is

4 m 2  4m  1  0

2m  12 0
1
m twice
2
1 1
i.e m  ,
2 2

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 A  Bx 
x
Thus y  e 2
      (1)
y 2  0
 0  e A  2 B 
 A  2B  0       2 

Differentiating equation (1) above, we have

1
 A  Bx e 2
x x
y   Be 2

2
1
But y 2  
e
1 1
  Be   A  2 B e         3
e 2

Putting equation (2) in (3), we have

1 1
 Be  0 
e 2
1
B
e2

Putting the value of B in equation (2) we have

A  2B  0
 1 
 A  2 2   0
e 
2
 A
e

Putting the value of A in equation (2) we have

0  A  2B
2

e
2
 2B 
e
1
B
e

Substituting the value of A and B in equation (1) we get

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x  2 x
y  e 2   
 e e

 y   2  x e
x 1
2

Case 3: Complex Conjugate Roots

If the auxiliary equation

m 2  am  b  0

has complex roots

m1    i , m2    i

Where  and  are real numbers and   0 . The solutions are of the form

y1  x   e   i  x 

and 

y 2 x   e  i  x 

The general solution will be of the form

y  x   Ae   i  x  Be  i  x
y  x   Ae x  e ix  Be x  e ix

y  x   Ae x Ae ix  Be ix      (*)

Applying Euler formula

i.e e i  cos   i sin 

e i  cos   i sin 

Thus from equation (*) we get

y1  x   e   i x  e x cos x  i sin x 
and
y 2 x   e  i  x  ex cos  x  i sin x 

From equation (**), we have

y  x   ex  Acos  x  i sin x   Bcos x  i sin x 

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Where

C  A B and D  i A  B 

The corresponding general solution is

y x   e x C cos x  D sin x 

Where C and D are arbitrary constant

Example

Find the general solution of the differential equation y   2 y   10 y  0

Solution

y   2 y   1 y  0

We first from the associated auxiliary equation given by,

m 2 2m  10  0

Solving we have

2  4  40
m
2
m  1  3i
Thus , m1  1  3i, m2  1  3i
In this case,   1,   3

The general solution is given by

y x   e x C cos 3 x  D sin 3 x 

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SECOND ORDER NON-HOMOGENEOUS DIFFERENTIAL EQUATION

4.0. Introduction

We have so fair considered the homogeneous differential equation of the form,

a 0  x  y   a1  x  y   a 2  x  y  0     (4.1)

Where the solution in general was of the form

y  x   Ae
m1 x m2 x
 Be         (4.2)

Where m1 , m 2 are the roots of the auxiliary equation. Now consider the following non

homogeneous differential equation.

a 0  x  y   a1  x  y   a 2  x  y  f x      4.3

Substituting for y  x  in equation (4.3) using equation (3.2) will make the left hand side of

equation (4.3) equal to zero. Therefore there must be further term in equation (4.2) that will

make the left hand side equal to f  x  . The general solution to equation (4.3) can be written

in the form.


y  x   Ae
m1 x
 Be
m2 x
 y p x          (3.4)

Where y p  x  is called the particular integral and the term in the square bracket is called the

complimentary function general solution of the homogeneous differential equation (4.1)

4.2. Method of Undetermined Coefficient

The method of undetermined coefficient is a technique for solving equation (4.3) if f  x 

takes a particular form. Let Pn  x  be a polynomial of degree n , then we shall consider when

the function f  x  is of the general form.

1. Pn  x 

2. Pn  x e x
3. Pn  x sin  x or Pn x  cos x
4. Pn  x sinh x or p n x  cosh x

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The technique is to guess that there is a solution to equation (4.3) in some basic

formulas f x  and then substitute the unknown coefficients. This is called the method

of undetermined equation

a 0 y   a1 y   a 2 y  f  x 

by the method of undetermined coefficients, the following procedure are followed;

(a). The complimentary function is obtained by solving the equation with f x   0 this

should give one of the following:

1. y  x   Ae m x  Be m x (real and distinct roots of the auxiliary equation)

1 2

2. y  x   e ax  A cos x  B sin x  (complex and conjugate equation)

3. y  x   e ax  A  Bx  (Real and repeating roots)

4. y  x   A cos x  B sin x

5. y  x   A cosh x  B sinh x

(b). The particular integral is found by assuming the general form of the function f  x 

as indicated above, substituting this in the given equation and solve for the unknown

coefficients by forming algebraic equations in the unknowns. The algebraic equations

are formed by equating coefficients of the powers of the independent variables that

appear on both sides of the equation.

We present the following examples for illustration:

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Example: Solve the differential equation

y  x   5 y   6 y  x 2       (4.5)

(a). To find the complimentary function, solve the auxiliary equation;

m 2  5m  6  0

to get

m  2  m  3  0

So that m1  2, m2  3

Therefore,

y  Ae 2 x  Be 3 x         ( 4. 6)

(b). To find the particular integral we assume the general form of the right hand side

which is a second degree polynomial function,

y p ( x)  Cx 2  Dx  E       (4.7)

where C , D; E are to be determined

differentiating (4.7), we have

dy
 2Cx  D
dx
d2y
 2C Substituting in the given equation (4.5), we have
dx 2

2C  52Cx  D   6 Cx 2  Dx  E  x 2 
that is
6Cx 2  6 D  10C x  2C  5 D  6 E   x 2     (4.8)

Next, equate the coefficients in equation (4.8) to get

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6C  1

C  1
6
6 D  10C  0

D5
18
2C  5 D  6 E  0
19
E
108

The particular integral for equation (4.5) is therefore given by

19
y p x   1 x 2  5 x 
6 18 108

The general solution of the non homogeneous problem (4.5) is

y  x   Ae 2 x  Be 3 x  y p x 
19
y  x   Ae 2 x  Be 3 x  1 x 2  5 x 
6 18 108

where A and B are arbitrary constants

Example 2: Solve the differential equation

y   y  xe 2 x       (4.9)

Here f  x  is of the form Pn x e ax where Pn  x  is a polynomial of degree one. We

try a particular solution of the form.

y p  x   e 2 x a  bx 

y p  x   e 2 x 2a  b  2bx 

y p  x   e 2 x 4a  4b  4bx 

Substituting in equation (4.9) we have

e 2 x 4a  4b  4bx   e 2 x a  bx   xe 2 x

Dividing through by e 2 x and equating coefficients we have,

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4b  b  1
5b  1

b 1
5
4a  a  0
4b  5a  0

5a   4
5
4
a
25

Example: Consider the equation

y   y  2e x       4.10 

to get,

y C  x   Ae x  Be  x

Notice that f  x  is a solution to the homogeneous equation. A function of the form

y p  x   Ce x

Will not be a particular integral since

y p  x   Ce x

and by substituting with equation (4.10) yields

Ce x  Ce x  2e x
0  2e x

which is impossible since 2  0 and e x  0 for all x   . Let us assume guess that

there is a solution of the form

y p  x   Cxe x

Then y p  x   Ce x  x  1
\ and
y p  x   Ce x  x  2 

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Substituting with equation (4.10), we have

Ce x x  2   Ce x x  1  2e x

Dividing through by e x , we have

2C  2
C 1

Therefore, y p  x   xe x

The general solution of equation (4.10) is

y  x   Ae x  Be  x  xe x

Remarks: if in the given second order differential equation

y  x   ay x   by x   f  x 

The function f x  can be written as the sum,

f x   f 1 x   f 2 x 

where f 1 and f 2 are both one of the forms above, then we now use the principle of

superposition to solve the problem. That is we may separately solve the equations

y  x   ay  x   by  x   f 1  x 

with a particular solution y p  x  and 1

y x   ay x   by x   f 2  x 

with a particular solution y p  x  . Then the particular solution to the given equation
2

y  x   ay  x   by  x   f  x   f 1  x   f 2  x 
is y p  x   y p1 x   y p2 x 

Summary: We summarize the procedure as follows, consider the non-homogeneous

equation

y   ay   by  f  x        (4.11)

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and the homogeneous part

y   ay   by  0       (4.12)

Case I: If no terms of f x  is a solution of equation (4.12) then a particular solution

of equation (4.11) will have the form y p  x  according to the following table.

f x  y p x 

1 Pn  x  a 0  a1 x  a 2 x 2  ......  a n x n

2 Pn  x e ax a 0  a1 x  a 2 x 2  ......  a n x n e ax
3 Pn  x e ax sinh x a 0 
 a 1 x  a 2 x 2  ......  a n x n e ax sinh x 

C 0 
 C1 x  C2 x 2  ......  Cn x n e ax cosh x

4 Pn x e ax cosh x a0 
 a1 x  a2 x 2  ......  an x n e ax sinh x 

C 0 
 C1 x  C 2 x 2  ......  C n x n e ax cosh x

Case 2: If any form of f  x  is a solution of equation (4.12) then we multiply the

appropriate function y p  x  of case 1 by x k , where K is the smallest integer such that no

term in x k y p  x  is a solution of equation (4.12).

4.3. Method of Variation of Constants / Parameters

The method of undetermined coefficient should be used only when the function f  x 

is in a correct form indicated above. The more general method is the variation of

constants. We again consider the equation.

y   ay   by  f x        (3.13)

and assume that we have found two linearly independent solutions y1 and y 2 of the

homogeneous equation
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y   ay   by  0

so that a general solution is given by

y  x   C1 y1  x   C 2 y 2  x        (4.14)

Thus any particular solution y p  x  of equation (4.13) must have the property that

y p x  y p x 
and
y1  x  y 2 x 

are not constants. this suggests that we replace the constants C1 and C 2 in equation

(4.14) in two functions C1  x  and C 2  x  and then look for particular solution of

equation (4.13) in the form.

y p  x   C1  x  y1  x   C 2  x  y 2  x        (4.15)

Differentiating equation (4.15) and dropping the subscript in y p  x  , we have

y  x   C1  x  y11  x   C 2 x  y 12 x   C11 x  y1  x   C 21  x  y 2  x 

To simplify the expression, it is convenient to set

C11  x  y1  x   C 21  x  y 2  x   0       4.16 

Then y  x   C1  x  y11  x   C 2 x  y 12 x 

Differentiating again

y  x   C1  x  y1 x   C 2  x  y 2  x   C1 x  y1  x   C 2  x  y 2  x 

Substituting in equation (4.13) yields

y  x   a y1x   b y 2  x   C1  x  y1 x   C 2  x  y 2  x   C1  x  y1  x  

C 2  x  y 2  x   aC1  x  y1 x   C 2 x  y 2 x   bC1  x  y1 x   C 2 x  y 2  x 
C1  x  y1  x   ay1 x   by1 x   C 2  x  y 2  x   ay 2 x   by 2  x  
C1  x  y1 x   C 2 x  y 2  x   f  x 

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Since y1 and y 2 are solutions to the homogeneous equation, then the equation

above reduces to

C1  x  y1  x   C 2  x  y 2  x   f  x        (4.17)

Thus, we have the two conditions on C1  x  and C 2  x  described by the simultaneous

equations

y1C1  y 2 C 2  0 
         4.18
y1C1  y 2 C 2  f  x 

Multiply the first equation by y 2 and the second equation by y2 and subtract to obtain

an expression for C1  x  . The second derived function C 2  x  can be determined in a similar

way. Solving equation (3.18) we have,

f x  y 2 x  
C1  x   
y1  x  y 2  x   y 2  x  y1  x 
     (4.19)
f  x  y1  x  
C 2  x  
y1  x  y 2  x   y 2  x  y1  x  
 

The denominator in equation (4.19) must not be zero. Finally, we integrate equation

(4.19) to obtain C1  x  and C 2  x  and substitute there in (4.15) to obtain y p  x  .

We remark that it can be shown that the denominations

W  y1 , y 2   x   y1  x  y 2  x   y 2  x  y1  x  in equation (4.19)

f x  y 2 x 
C1  x     dx
y1  x  y 2  x   y 2  x  y1  x 
f  x  y1  x 
C 2 x    dx
y1  x  y 2  x   y 2 x  y1  x 

General solution = complementary function + particular integral

Example 1: Solve the differential equation

y   y  cos ec x         ( 4.20)

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Solution

The homogeneous equation of y   y  cos ec x is

m2 1 0
m 2  1
m  i
 y c  x   A cos x  B sin x
Here y1  cos x, y 2  sin x
Also, the function
W  y1 , y 2   1  0
Thus , form equation 4.19
1
  sin x
cos ec x  sin x
C1  x     sin x
cos xcos x    sin x sin x  cos 2 x  sin 2 x
C1  x   1

 C1  x     dx   x

1
 sin x
cos ec x sin x
C 2  x    sin x
cos xcos x    sin x sin x  cos 2 x  sin 2 x
C 2  x   cos x
cos x
C 2  x    cot xdx   dx  In sin x
sin x

The particular integral is

y p  x   C1  x  y 1  x   C 2  x  y 2  x 
y p  x    x cos x   Insin x sin x 
y p  x    x cos x  sin x In sin x 

The general solution of equation (4.20) is therefore given by

yx   y c x   y p x 
 y  x   A cos x  B sin x  x cos x  sin x In sin x 

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Are non zero for linearly independent solutions y1 and y 2 of the homogeneous

problem.

Example 2: Solve the differential equation

y   y  tan x     4.21

The solution to the homogeneous equation are y1  cos x and y 2  sin x

i.e m2  1  0
m 2  1

m   1  i
y c  x   A cos x  B sin x
Also, the function
W  y1 , y 2   1  0
Thus form equation 4.19
tan x sin x  tan x sin x
C1  x    
cos x  cos x   sin x sin x  cos 2 x  sin 2 x
sin x cos 2 x  1
C1  x      cos x  sec x
cos x cos x
C 2  x   tan x cox  sin x

Integrating, we find that C1  x   sin x  In sec x  tan x and C 2  x    cos x

Thus form (4.15), the particular solution is

y p  x   C1  x  y1  x   C 2  x  y 2  x 

 cos x sin x  cos xIn sec x  tan x  sin x cos x

  cos xIn sec x  tan x

The general solution of equation (4.20) is therefore given by

yx   y c x   y p x 

y  x   A cos x  B sin x  cos xIn sec x  tan x

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4.4 Higher Order Linear Equation

Most of the result of the preceding sections can be immediately generalized for

application to equation of order higher than two. Consider the nth order linear

differential equation.

y n  a1  x  y n 1  a 2  x  y n  2  . . .a n 1  x  y   a n  x  y  f  x    (4.22)

and the associated homogenous equation

y n  a1  x  y n 1  a 2  x  y  n  2   . . .a n 1  x  y   a n  x  y  0     (4.23)

where the functions a i  x , i  1, 2, . . .n are assumed to be continuous.

Definition: we say that the functions y1 , y 2 , .... y n are linearly independent are internal

I  x 0 , x1    if the conduction.

C1 y1  x   C 2 y 2  x   . . .  C n y n  x   0

Implies that

C1  C 2  . . .  C n  0  x  x 0 , x1 

We define the function (called the Wouskian) by

y1 y2 yn
W  y1 , y 2 , . . . y n   x   y1 y 2 y n     (4.24)
y1n 1 y 2n 1 y nn 1

It can be proved that

W  y1 , y 2 , . . . y n   x   0

If and only if the function y1 , y2 , . . . yn are linearly dependent solutions of equation (4.23).

we can also prove that,

 a1  x dx
W  y1 , y 2 , . . . y n   x   Ce 

For some constant C . Formula (4.23) is known as the Abel formula.

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Furthermore, we can show that y1 , y2 , . . . yn are linearly independent solutions of equation

(4.23) then the solution y  x  of equation (4.23) can be written as

y  x   C1 y1  x   C 2 y 2  x   . . .  C n y n  x      (4.25)

where C i , i  1, 2, . . . n are constants Equation (4.22) may be called the general solution

of (4.22).

finally if y p1 and y p2 , are two linearly independent solution of non homogenous equation

(4.22) the difference

y  x   y p1  x   y p2  x  is a solution of the homogeneous equation (4.23).

Exercises

1. Solve the following differential equations

(a ). y   8 y   15 y  0 (d ). y   N 2 y  0
(b). y   4 y   5 y  0
(c). y   3 y   2 y  0

2. Find the power series solution about x  2 , of the initial value problem

1
4 y   4 y   y  0, y 2   0, y 2   . Express the solution in closed form.
e

3. Solve the initial value problem y   6 y   11y   6 y  0, y 0  1, y 0  1

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4. Solve the following differential equations

(a ). y   3 y   2 y  e 3 x
(b). y   2 y   2 y  sinh x
(c). y   4 y   5 y  2 cosh x
(d ). y   3 y   5 y   y  e  x
(e). y   y   6 y  e x cosh 2 x
( f ). y   y   y  cos 2 x
( g ). y   2 y   5 y  sin 2t
(h). y   4 y  e x  sin 2 x
(i ). y   2 y   3 y  2e 2 x  10 sin 2 x, given that y 0   2 and y 0  4

5. Solve the following equations by variation of parameters method.

(a ). y   y  sec x
(b). y   4 y  e 2 x
(c). y   y  sin x
(d ). y   y  sec x tan x
(e). y   5 y   6 y  3e 2 x  e 3 x
( f ). x 2 y   xy   y  x 2 e x

6. Find the general solution of the following differential equations

(a). y   2 y   3 y  5e  x by the method of variation of parameters.

(b). y   y  1  x 2  tan x by any suitable method

7. Solve the following differential equations using Laplace Transformation method

(a). y   y   2 y  3e 2 x , given that y 0   0 and y (0)  2

(b). y   3 y   2 y  0 given that y (0)  3, y (0)  4

(c). y   5 y   4 y  e 2 x given that y (0)  1, y (0)  0

(d). y   4 y   5 y  cos x  sin x, Subject to the initial conditions y (0)  1, y (0)  3

(e). 2 y   9 y   10 y  3e x , Subject to the initial conditions y (0)  1, y (0)  2

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METHOD OF VARIATION OF PARAMETERS

d2y dy
To find particular integral of a 2
b  cy  X (1) .
dx dx

Let Complement function  Ay1  By 2 so that y1 and y 2 satisfy,

d2y dy
a 2
b  cy  0 ( 2)
dx dx

Let us assume particular integral  Uy1  Vy 2 (3)

Where U and V are unknown function of x .

Differentiating (3) with respect to x we have

y   Uy1  Vy 2  U y1  Vy 2

Assuming U 1 V satisfy the equation U y1  V y 2  0 ( 4)

Then y   Uy1  Vy 2 (5)

Differentiating (5) with respect x we have

y   Uy1  U y 2  Vy1  V y 2

Substituting the values of y , y  and y  in (1), we get

a uy1  u y1  Vy 2  V y 2   buy1  Vy 2   cuy1  Vy 2   X

u ay1  by1  cy1   vay 21  by 2  cy 2   au y1  V y 2   X

U y1  V y 2  X ( 6)

Since y1 and y 2 satisfy (2)

Solving (5) and (6) we get

0 y2 y1 y2  Xy 2
U1   
X y 2 y1 y 2 y1 y   y1 y 2

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y1 0 y1 y2 X y1
V1   
y1 X y1 
y 2 y1 y 2  y1 y 2


y2 X y1 X
U  dx , V
y1 y 2  y1 y 2 y1 y 2  y1 y 2

General Solution = Complimentary function + Particular Integral

d2y
Example: Solve  y  cos ecx
dx 2

Solution:

D 2

 1 y  cos ecx
D2 1 0  D 2  1; D   1
D  i

yc  A cos x  B sin x

y1  cos x, y2  sin x

y p  y1u  y2v
X  cos ecx, y1  cos x, y1   sin x
 y2 X
where u   y2  sin x, y2  cos x
y1 y2  y1 y2
1
 sin x  dx
 sin x cos ecxdx sin x
u 
cos x(cos x)  ( sin x)(sin x) cos 2 x  sin 2 x
dx
u      dx   x
1

y1 X cos x  cos ecxdx

v dx  
y1 y 2  y1 y 2 cos x(cos x)  ( sin x)(sin x)
1
cos x  dx
sin x cot xdx cos x
v   dx
cos x  sin x
2 2
1 sin x
v  Insin x 

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y p   x cos x  sin xIn(sin x)

y p   x cos x  sin x(in sin x)
y  yc  y p
y  A cos x  sin x  cos x sin x( In sin x)

Example 2: Apply the method of variation of parameter to solve

d2y
 y  tan x (1) .
dx 2

Solution

D 2

1  0
D2 1 0  D 2  1 D i
y c  A cos x  B sin x ( 2)

Assume that A and B are some functions of x , say A x  and B (x)

We assume that the particular Integral of (1) as

y  A( x) cos x  B ( x) sin x (3)

On differentiating (1) we get

y   A( x) sin x  B ( x) cos x  A cos x  B ( x) sin x ( 4)

We apply the condition, A( x) cos x  B ( x) sin x  0 (5)

Equation (4) becomes, y    A( x) sin x  B( x) cos x (6 )

Differentiating (6) we get

y    A( x) cos x  B( x) sin x  A( x) sin x  B ( x) cos x (7 )

Substituting the values of y and y  from (3) and (7) in (1) we find that

d2y
 y  tan x
dx 2

 A( x) cos x  B( x) sin x  A( x) sin x  B ( x) sin x  A( x) cos x  B( x) sin x  tan x

A( x) sin x  B ( x) sin x  tan x (8)

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Solve equation (5) and (8) simultaneous we get

A( x) cos x  B ( x) sin x  0 (5) and x sin x

 A( x) sin x  B ( x) cos x  tan x (5) and x cos x
A( x) sin x cos x  B ( x) sin 2 x  0
A( x) sin x cos x  B ( x) cos 2 x  cos x tan x  sin x
 
B ( x) cos 2 x  cos 2 x  sin x
sin x
B ( x)   sin x
1
Susbstitute B ( x) int o
A( x) sin x cos x  sin x  sin 2 x  0
sin 3 x sin 2 x
A( x)   
sin x cos x cos x

Hence by integral we get

sin 2 x
A( x)  
cos x
A( x)  sin x  logsec x  tan x 
B ( x)   sin xdx   cos x

We are not using here constants of integration because it is particular integral. Now

we frame our particular Integral as follows.

y c  A( x) cos x  B( x) sin x
P.I  cos xsin x  log sec x  tan x   sin x cos x
y p  cos x sin x  cos x logsec x  tan x 
Hence the complete solution is
y  A cos x  B sin x- cos x logsec x  tan x 

(1). State the method to use solving the following differential equation and solve

them.

(a). 2 xy  x 2 
dy
 3 y 2  2 xy
dx

dy dy y
(b). x  1  y  e x ( x  1) 2  Integer factor   x sin  y 
dx dx x  x

(c). x dy dx  y log y  xye x ( Bernouli )

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(d).  y 2 e x y 2  4 x 3 dx  2 xye x y 2  3 y 2 dy  0 ( Exact )

(2). Solve the following differential equation

dy
(a). x  cot y  0, given y   where x  2
dx 4

(3). A moving body is opposed by a force per unit mass of value Cx and resistance

per unit mass of value bv 2 where x and v are the displacement and velocity of the

particle at that instant. Find the velocity of the particle in terms of x , if it starts rest.

d2y
(4). Solve  y  cos ecx using V. O. P method
dx 2

d2y
(5). Solve by method of V O P  4 y  e7x
dx 2

(6). Using Laplace Transform technique, solve the following initial value problem

d2y dy
2
2  2 y  5 sin t , y (0)  y (0)  0
dx dx
2 y   5 y   2 y  e  2t , y (0)  1, y (0)  1

Application

1. A particle falls in a vertical line under gravity (supposed constant) and the force of

air resistance to its motion is proportional to its velocity. Show that its velocity cannot

exceed a particular limit.

Solution

Let V be the velocity when the particle has fallen a distance S in time t from rest. If

the resistance is kv, then the equation of motion is

kv
 g  kv ( Separate the var iable)
dt

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dv
 dt (int egrating )
g  kv
dv
 g  kv   dt
1
 In( gkv)  t  c
k
Initial condition v  0 at t  0
1
 In( g  0)  0  c
k
1
c   Ing
k
The equation becomes
1 1
 In( g  kv)  t   Ing
k k
1 1
 In( g  kv)  Ing  t
k k
1
 In( g  kv)  Ing  t
k
1   g  kv 
  In   t
k   g 
1 g  kv
t   In
k g
g  kv
  tk  In
g
g  kv
 e tk
g
g  kv  ge  kt
g  ge  kt
g  ge  kt  kv

v
1
k

g  ge  kt 
g

v  1  e  kt
k


t is always positive; therefore 1  1  e  kt

g
v
k

2. A moving body is opposed by a force per unit mass of value cx and resistance per

unit mass of value bv 2 where x and v are the displacement and velocity of the
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particle at that instant. Find the velocity of the particle in terms of x , if it starts from

rest.

Solution

By Newton’s law of motion, the equation of motion of the body is:

dv
v   cx  bv 2
dx
dv
v  bv 2  cx
dx
Putting v 2  z , 

dv dz Substitute
2v  
dx dx 
1 dz
z  bz  cx
2v dx
z dz
 bz  cx
2 z dx
1 dz
 bz  cx
2 dx
dz
 2bz  2cx
dx
If e  dx  c
2bdx

z    2cxe 2bx dx  c

ze 2bx  2c  xe 2bx dx  c

x 1 
ze 2bx  2c  e 2bx 
 2b 2b  e 2bx dx   c

2 x 2bx 2c 2bx
ze 2bx   xe  e c
2b 2b 2
c c
ze 2bx   xe 2bx  2 e 2bx  c
2b 2b
c c
z   x  2 ce  2bx
b 2b
cx c
v 2    2  ce  2bx
b 2b

d2y dy
Solve 2
2  y  2 x by the method of VOP
dx dx

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D 2

 2D  1  0    
y1 y 2  y1 y 2  e x  xe x  e x  e x xe x
D 2  2D  1  0  xe 2 x  e 2 x  xe 2 x
D  1 D  1  0  e 2x
D  1 twice 
y c   A  Bx e x  Ae x  Bxe x
y1  e x and y2  x e x
y1  e x and y 2  xe x  e x x  2x
y p  uy1  vy 2
 y2 x  xe x  2 x x 2e x
u dx   dx  2  e 2 x dx
y1 y 2  y1 y 2 e 2x

u  2  x 2 e  x dx  2  x 2 e  x  2 x e  x dx 
  
u  2  x 2 e  x   xe  x  e  x   x 2 e  x  4 xe  x  4e  x
u  2 x 2 e  x  4 x e  x  4e  x
y1 x e x  2x
v dx   2 x dx   2e  x dx
y1 y 2  y1 y 2 e

v  2  xe  x dx  2  x e  x   e  x dx 
 
 2  x e  x  e  x  2 x e  x  2 e  x
y p  uy1  vy 2  2 x 2
  
e  x  4 xe  x  4e  x e x   2 xe  x  2e  x xe x
y p  2 x 2 e 0  4 xe 0  4e 0  2 x 2 e 0  2 xe 0
y p  2 x 2  4 x  4  2 x 2  2 x  4 x 2  6 x  4
 y   A  Bx e x  4 x 2  6 x  4

d 2 x dx dx
Solve the equation 2
  2 x  0 given that x0   1 and 0  0
dt dt dt

d 2 x dx
  2x  0
dt 2 dt
m2  m  2  0
m  1m  2  0
m  1 or m  2
x c  Ae x  Be  2 x
xt   Ae t  Be  2t

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x0   1 i.e t  0, x  1
 20 
1  Ae  Be
0

1 A  B (i )
xt   Ae  Be
t  2t

xt   Ae t  2 Be  2t
x 0   0
i.e 0  Ae 0  2 Be 0
0  A  2B (ii)
Solving (i ) and (ii)
A  B 1
A  2B  0
( )
3B  1
1
B
3
A 1 B
1 2
A 1 
3 3
2 1
 xt   e t  e  2t
3 3

d2y
VOP :  y  sin x
dx 2
D2 1 0
Di
y c  A cos x  B sin x
y p  uy1  vy 2
 y2 x
u dx
y1 y 2  y1 y 2
y1  cos x, y 2  sin x
y1   sin x, y 2  cos x
x  sin x
y1 y 2  y1 y 2  cos x  cos x  sin x sin x
 cos 2 x  sin 2 x  1
 sin x  sin xdx
u
1
u    sin 2 xdx
y1 xdx
v
1

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v   cos x sin xdx

1
2
v 1

d2y dy
2
 3  2 y  sin x
dx dx
D  3D  2  0
2

D  10  2  0
D  1 or 2
y c  Ae x  Be 2 x
y1  e x and y 2  e 2 x
y1  e x and y 2  2e 2 x
x  sin x
y1 y 2  y1 y 2  e x  2e 2 x  e x  e 2 x
 2e 3 x  e 3 x  e 3 x
 y2 x e 2 x  sin x
u dx    dx
y1 y 2  y1 y 2 e 3x
u    e  x sin x dx
Substitute x  e t
d  2 dy 
x   nn  1 y  0
dx  dx 
d2y 1
2 x 2  nn  1 y0
dx 2x
Substitute x  e t
d2y 1
2
 nn  1e t y  0
dx 2

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y dy
dx
Fn dF
nF n 1
dx
aF n dF
a  nF n 1
dx
sin F dF
cos F
dx
cos F dF
sin F
dx
tan F dF
sec 2 F
dx
eF dF
eF
dx

3.

d2y
(1).  y  2x
dx 2
m 2  2m  1  0
m  1 m  1  0
m  1 twice
y c  Ae x  Bxe x
y c   A  Bx e x
y p  k1  k 2
y p  k1
y p  0
Substituting y p and y p
0  2( k )  k 1 x  k 2 x  2 x
 2k 1  k1 x  k  2 x
x  : k 1  2
CT  : 2k1  k 2  0
4  k 2  0
k2  4

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 y p  2x  4
 y ycyp
y  e x  A  Bx   2 x  b

d2y dy
ii . 2
2  2 y  e x sin x
dx dx
m 2  2m  2  0
2  4  412 
m
2
2   4 2  2i 1  i
m  
2 2 2
y c  e  A cos x  B sin x 
x

y p  k1e x  k 2 cos x  k 3 sin x

d2y
4. Solve by method of VOP  4 y  e7x
dx 2

d2y
2
 4 y  e7x
dx
 
D 2  4 y  e7x
D 40
2

D 2  4  D  4  2
y c  Ae 2 x  Be  2 x
y1  e 2 x and y 2  e  2 x
y1  2e 2 x and y 2  2e  2 x
y p  uy1  vy 2
 y2 x
u dx
y1 y 2  y1 y 2
 e 2 x  e 7 x
u dx
4
e 5x 1
u dx   e 5 x dx
4 4
5x
1 e 1 5x
u   e
4 5 20
y p  uy1  vy 2
1 5x 1 9 x 2 x
yp  e  e 2x  e e
20 36

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1 7x 1 7x
yp  e  e
20 36
1 7x 1 7x
y  Ae 2 x  Be  2 x  e  e
20 36
y1 y 2  y1 y 2
 
 e 2 x  2e  2 x  2e 2 x e  2 x 
2 x2 x 2 x2 x
 2e  2e
 2  2  4
x  e7x

y1 x
v
y1 y 2  y1 y 2
e 2x  e7x
v dx
4
e9x
v  dx
4
1
v    e 9 x dx
4
1 e 9x 1
v   e 9x
4 4 36

Exercises

1. A moving body is opposed by a force per unit mass of value cx and resistance per

unit mass of value bv 2 where x and v are the displacement and velocity of the in

terms of x , if starts from rest.

d 2 x dx dx
2. Solve the equation 2   2 x  0 given that x0  1 and 0  0x 0  0 .
dt dt dt

dy
3. Solve the equation x  y  x4 y3
dx

d2y dy
4. Find the general solution of the equation 2
2  y  25 x 2  12 using the
dx dx

method of undetermined coefficient.

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Question: Obtain the differential equation of what y 2  4  a u  a  is a solution.

Solution

y 2  4  a x  a   4ax  4a 2

Differentiating, we get.

dy d2y dy dy
2y  4a 2y 2   0
dx dx 2 dx dx
2
dy 4a d2y  dy 
  2y  2   0
dx 2y dx 2  dx 
Differentiating again we get
2
d2y  dy 
2y  2   0
dx 2  dx 
2
d2y  4a 
2y  2   0
dx 2  2y 
2
d2y  8a 
2y  2   0
dx 2  2y 2 
 
d2y 4a 2
2y   0
dx 2 y2
Multiply through by y 2 , we have
d2y dy
2y 3 
dx 2 dx
dy
2y  4a y 2 4ax  4a 2
dx
dy 4a 2a
 
dx y y
dy y2
2y 
dx xa
dy
2 yx  a   y2
dx
dy dy
2 xy  2ay y2
dx dx
dy 1
 y y2  0
dx x

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2
dy 1  1 du   1 du 
    0
dx x  u dx   u dx 
2
1 d 2 u 1 dy 1  du 
    0 (multiply by u )
u dx 2 ux dx u 2  dx 
2
d 2 u 1 dy 1  du 
    0
dx 2 x dx u  dx 

Find the general solution of the equation by the method of undetermined coefficient

d2y dy
2
2  y  25 x 2  12
dx dx
m  2m  1  0
2

m  1  m  1  0
m  1 twice
y c   A  Bx e x
y p  C1 x 2  C 2 x  C 3
y p  2C1 x  C 2
y p  2C1
Substitution gives
2C1  22C1 x  C 2   C1 x 2  C 2 x  C 3  25 x 2  12
2C1  4C1 x  2C 2  C1 x 2  C 2 x  C 3  25 x 2  12
C T  : 2C1  2C 2  C 3  12
x :  4C1  C 2  0
x :
2
C1  25
 4C1  C 2  0
C 2  4C1
C 2  425  100
2C1  2C 2  C 3  12
225  2100  C 3  12
50  200  C 3  12
 150  C 3  12
C 3  12  150  162
 y p  25 x 2  100 x  162
y  yc  y p
y   A  Bx e x  25 x 2  100 x  162

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dy
Solve the equation x  y  x4 y3
dx

Divide through by x , we have

dy 1
 y  x3 y3
dx x
1  x2  c

xy 2 1
xy 2  x 2  c   1
1
xy 2 
c  x2
1
x2 y2 
c  x2
1
y2  2
cx  x 4
dy 1  2
y 3  y  x2 (*)
dx x
2
y
dz dy
 2 y  3
dx dx
multiply (*) by  2
dy 2  2
 2 y 3  y  2 x 3
dx x
dy 2
 z  2 x 3
dx x
2
 x dx
1f  e
pdx 
e
1
2  x dx
1 f  e  e  2 Inx
1
1  f  e  2 Inx 
x2
z  1 f   Q  1 fdx
1 1
z 2
 2  x 2  2 dx
x x
z
 2  xdx
x2
z x2
 2   C
x2 2
z
 x 2  C
x2

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y 2
2
 x 2  C
x
1 1
 x 2  C
y2  x2
1
 x 2  C
xy  2

LAPLACE TRANSFORMATION

Let f t  be function defined for all positive values of t , then


L f t   F s   0 e  st f t dt

Provided the integral exists, is called the Laplace Transformation of f t  .

 
1. L t
n n!
, where n and s are positive
s n1

Proof L t   
n   st
0
e f t dt

x dx
Putting st  x or t  or dt 
s s

  
n
n   s xs x  dx
Thus, we have, L t
0
e  
s s

1  x x n 1
 0
e n
dx  n 1  e  x x n dx
s s s

 
L tn 
1
n 1
 n  1 Note n  1  n !
s

 
L tn 
1
n 1
n ! 
n!
s s n1
s  e at  e at 
2. Lcosh at    Note cosh at  
s2  a2  2 
 

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Proof

Lcosh at   L
e at  e  at 1
2
1
 
 L e at  L e at
2 2
 
1 1 1  1 sasa 
     
2 s  a s  a 2  s  a s  a  

1  2s  s
  2  
2  s  a2  s2  a2

a
3. L sinh at  
s  a2
2

Proof

1
 
Lsin hat   L  e at  e at  
2 


1
2
     1  2a 
L e at  L e at   2 
2  s  a2 

2a

s2  a2

a e iat  e iat
4. Lsin at   Note sin at 
s2  a2 2i

Proof

 e iat  e iat 
Lsin at   L 

 2i 


1
2i
    
L e iat  L e iat

1 1 1  1  s  ia  s  ia 
    
2i  s  ia s  ia  2i  s 2  a 2 


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1  2ia  a
  2  2
2i  s  a  s  a 2
2

s  e iat  e iat 
5. Lcos at   Note cos at  
s2  a2  2 
Proof
 e iat  e iat
Lcos at   L
2
 1
    
  L e iat  L e iat
 2
 

1 1 1  1  s  ia  s  ia 
     
2  s  ia s  ai  2  s2  a2 

1  2s  s
  2  2
2  s  a  s  a2
2

6. Find the Laplace Transformation of t sin at

Solution
 e iat  e iat 
Lt sin at   L t 

 2i 


1
2i
  
L t  e iat  L t  e iat 


1
2i
 
e  st t  e iat dt   e  st t  e iat dt 


1
2i
 t  e 

0
t ia  s 
dt  0 t  e t s a dt


 
1  te ia  s t  e
ia  s t te ia  s t   e
 s  a t
 
2i  ia  s 
  0 ia  s dt 
ia  s 
  0  a  s  dt
0 0

 
1  1 e s  a t  1 e s ia t  
      
2i  ia  s ia  s  0 s  ia  s  ia  0 


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1 1 1 
   
2i  ia  s 2 ia  s 2 

Find the Laplace Transformation of each of the following.

b .
3
( a). 3t 4  2t 2
6 33 t  4e 2t

Solution

  6Lt 
 
 3L t 4  2 L t
3
2

35 2 2  6
5
  
s5
5
s 2 s

3 1 1
2     
3  4! 2 2 2 6
 5  5

s s 2 s

72 3 a 6
  
s5
5
2s 2 s

b . 33 t  4e 2t  3L t   4Le 
1
3 2t

4
3   
  3  4 1
4
s 3 s  2 
1 1 1
3    
3 3 4 4
 4  
3
 
s2 s2
4
s 3
s 3

Inverse Laplace Transform

 5   4s  3 
Find ( a). L1   b. L1  2 
 s  2  s  4

 2s  5 
c . L1  2 
 s 

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Solution

 5  1  5 
( a). L1  5 L    5e
 2t
s  2  s  2

 4s  3  1  s  3 1  s 
b . L1  2   4L  2  L  2 
 s  4  s  4 2  s  4

3
 4 cos 2t  sin 2t
2

 2s  5  1  1 
c . L1  2   2 L1    5 L1  2 
 s  s s 

 2s 5 
i.e. L1  2  2 
s s 

1  1 
 2 L1    5 L1  2 
s s 

 2  5t
 4  5s   1 
Find a . L1  3  b. L1  2 
 s 2   s  2s 
Solution
 4  5s   1   s 
a . L1  3   4 L1  3   5L1  3 
 s 2  s 2  s 2 

 1   s 
 4 L1  3   5L1  1 
s 2  s 2 

t 2
1 1
t 2
 4  5
3
2
  1
2
 
5t  2 8t 2 5t  2
1 1 1 1
4t 2
   
1  1
2 2
  x x x

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Properties of Laplace Transform

S/N Property f t  f s 
1 Scaling f iat  1 s
F  a0
a a
2 Derivative df t  SF s   f 0 s  0
dt

d 2 f t 
dt 2 s 2 F s   sf 0   f 0 s  0

d 3 f t  s 3 F s   s 2 f 0   sf 0   f 0 s  0
dt 3
3 Integral
0 f t dt
t 1
F s  s0
x
4 Initial Value lim t t  lim sF s 
t0 t
5 Final Value lim t t  lim sF s 
t  t 0
6 First Shifting e  at f t  F s  a 

7 Second Shifting f t u t  a  e  as Lf t  a 
8 Multiplication by t f t  d
 F s 
t ds

dn
t n
f t   1n F s 
ds n
9 Division by t 
s F s ds
1
f t 
t
10 Periodic function f t  e  st f (t )
f t  T   f (t )
T
0 1  e  st
11 convolution f (t )  g (t ) f ( s ) G s 

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Formulae of Laplace Transformation

S/N f t  F s 
1 e at 1
sa
2 tn n  1 n
or
s n1 s n1
3 sin at a
s2  a2
4 cos at s
s2  a2
5 sin hat a
s2  a2
6 cos hat s
s2  a2
7 u t  a  e  as
s
8  t  a  e  as

9 e bt sin at a
s  b 2  a 2
10 e bt cos sat sb
s  b 2  a 2
11 t s b
sin at
2a s 2
 a2  2

12 t cos sat s2  a2
s 2
 a2  2

13 1 1
sin at  at cos at 
2a 3 s 2
 a2  2

14 1 s2
sin at  at cos at 
2a
s 2
 a2  2

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Inverse Laplace Transforms

Example: Find the inverse Laplace transform of the following:
1 1 s 1 s
a . b. c . d . e .
s2 2
s a 2
s  16 2
s  25 2
s a
1 1 1 s2
 f . g . h . i .
s  2  2
1 s  2  2
4 s  3 2
4 s  22  25
1
 j .
25  7
Solution

 1 
( a). L1  e
2t
 s  2

 1  1 1 3 1
b . L1  2 L  2  sinh 3t
s a 3 s  3 2 3

 s  5
(c). L1  2 1
L 2  cosh 4t
 s  16  s  4 2

 s  1 1 5 1
( d ). L1  2 L  sin 5t
 s  25  5 s  5
2 2 5

 s  1  s 
(e). L1  2   L  2   cos 3t
2
s a  s  3 
1
( f ). L1  e 2t sin t
s  2  2
1
s 1
( g ). L1  e t cos 2t
s  1 2
4
1 1 2 1 3t
( h). L1  L1  e sinh 2t
s  32  4 3 s  32  22 2

(i ). L1
s2
 L1
s  2  e 2t cosh 5t
s  2  2
 25 s  22  52

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1  1  1 7
1 1    e 2t
L L
25  7  s7  2
 2
2. Find the inverse Laplace Transform of

s2  s  2 2s  5 s2
( a). b  c 
9 s 2  25 6 s 2  20
3
s 2

Solution

s2  s  2 2
1
 L1s  L1s  2  L1
1 1
( a). L 3
2
3
s 2
s 2

1 1 2
 L1 1
 L1 1
 L1 3
s 2
s 2
s 2

1 1 3
 1 t 2  1 2t 2  1
t 2
  
 1  1 3
2 2 2
1 1 4 t
  
  1 t 2  t 
3

2
SOLUTION OF DIFFERENTIAL EQUATION BY LAPLACE TRANSFORMS
Ordinary linear differential equations with constant coefficient can be easily solved by
the Laplace Transform method, without finding the general solution and the arbitrary
constants.
Example 1. Using Laplace transforms, find the solution of the initial value problem
y   4 y   4 y  64 sin 2t , y 0  0, y 0   1
Solution
y   4 y   4 y  64 sin 2t      1, y 0  0, y 0   1
Taking Laplace transform of both sides of the equation (1) we have
642
s 2
 
y  sy 0  y 0  4 s y  y 0   4 y  
s2  4
     2 

Putting the values of y 0   0 and y 0  in (2) we get

128
s 2 y  1  4s y  4 y 
s2  4

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s 2
 4s  4 y  1  128
s2  4
128
s  22 y  1 
s2  4
1 128
y 
s  2  2
s  22 s 2  4
1 8 16 8s
y    2
s  2  2
s  2 s  22
s 4  
8 17 8s
y   2
s  2 s  22
s 4

 8 17 8s 
y  L1    
 s  2 s  2 
2
s2  4 

 1  1  1  1  1 
y  8L1    17 L    8 L  
 s 2  s  2  2
  s 2
 4 

y  8e 2t  17te 2t  8 cos 2t

128 A B cs
  
s 

 2 2 s 2  4 s 2 s  2 2 s2  4

128  A  s  2 s 2
  
 4  B s 2  4  css  2  2

put s  2, we have

128
128  8b  B   16
8
exp and we have

 
128  A s 3  4 s  2 s 2  8  Bs 2  4 B  cs s 2  4s  4  
128  As 3  4 As  2 As 2  8 A  Bs 2  4 B  cs 3  4cs 2  4cs

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s : 0  A  c
3

s : 0  2 A  B  4c
2

s  : 0  4 A  c
cT  128  8 A  4 B
128  8 A  416 
128  8 A  64

128  64  8 A
64
64  8 A  A    8
8
4A
c  A  8
4
2. Using the Laplace transforms, find the solution of the initial value problem;
y   25 y  10 cos 5t , y 0   2, y 0   0
Solution
Taking Laplace transform of the given differential equation, we get

s 2

y  sy 0  y 0   25 y  10  2
s
s  25
Substiyute y 0  2, y 0   0

10 s
s 2 y  2s  25 y 
s 2  25

s 2

 25 y  2 s 
10 s
s 2  25
2s 10 s
y 
s 2  25 s 2

 25 s 2  25 
2s 10 s
y 
2
s  25 s 2
 25 2

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 2s  1  10 s 
y  L1  2 L
 s  25   2 2
 s  25   
 
1  s 1  s 
y  2L  2   10 L
 s  25   2 2
 s  25 

 
d  5 
y  2 cos 5t  L1  
dt  s 2  25 
y  2 cos 5t  t sin 5t

y  2e t cos t  sin t  2 cos t  sin t

3. Solve the initial value problem

2 y   5 y   2 y  e 2t ; y 0   1, y 0   1
Using the Laplace Transform
Solution

2 y   5 y   2 y  e 2t ; y 0   1, y 0   1
Taking the Laplace transform of both sides, we get

  
2 s 2 y  sy 0  y 0  5 s y  y 0  2 y   1
s2  2
Substitute the values of y 0  and y 0  we get

  
2 s2 y  s 1  5 s y 1  2 y   1
s2
1
2s 2 y  s  2  5 y  5  2 y 
s2

2s 2

 5s  2 y  2 s  2  5 
1
s2
2s  7 1
y 
2 s 2  5s  2 2s 2

 5s  2 s  2

y
2s  7 s  2  1  2s 2  4s  7 s  14  1
2s 2  5s  2s  2 2s 2  5s  2s  2

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2 s 2  11s  15
y u sin g partial fraction 
2s 2

 5 s  2 s  2 

2 s 2  11s  15 2 s 2  11s  15 A B C
   
2s 2

 5s  2 s  2  2s  1s  2 2 25  1 s  2 s  2 2

2 s 2  11s  15  As  2 2  B 2 s  1s  2   C 2 s  1

put s  2
1
8  22  15  0  3c  1  3c  c  
3

s : 2  A  2B
2

s  : 11  4 A  5B  2c  11  4 A  5 B  2  5B  35 (*)
3 3

CT  : 15  4 A  2 B  C  15  4 A  2 B  1  4 A  2 B  46 (**)
3 3
11 11 1 11
subtract (**) from (*) we get 3B    B  
3 3 3 9
46
4 A  2B 
3
 11  46
4 A  2   
 3 3
46 22
4A  
3 9
138  22 160 160 1 40
4A   A  
9 9 9 4 9

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40
11 1
y 9  9  3  40  1  1  11  1  1  1
2 s  1 2 s  1 s  2  2 9 2 1 9 s  2 2 s  2 2
s
2
 
20 1  1  11 1  1  1 1  1 

y L   L   L  
s1 9 s 2 3  s  2 
9 2
  
 2
20  1 2 t 11  2 t 1  2 t
y e  e  te
9 9 3

d2y dy
4. Solve 2  5 y  e  x sin x where y 0  0, y 0   1
dx 2 dx
Solution

d2y dy
2
2  5 y  e  x sin x
dx dx
Taking the Laplace Transform of both sides, we get

s 2
  
y  sy 0  y 0  2 s y  sy 0   5 y  L e  x sin x  
s 2
  
y 1  2 s y  5y 
1
s  12  1
1
s 2 y  1  2s y  5 y 
s  12  1
s 2
 2s  5 y  1   1
 1
1
s  12  1 s 2  2s  2

s 2
 2s  5 y   s 2  2s  2  1

s 2  2s  3
s 2  2s  2 s 2  2s  2

s 2  2s  3
y
s 2

 2s  5 s 2  2s  3 
Resolve into partial fraction, we get

s 2  2s  3 As  B Cs  D
 
s 2

 2s  5 s 2  2s  3  s 2  2s  5 s 2  2s  2

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   
s 2  2s  3   As  B s 2  2s  2  Cs  B s 2  2s  5

s 2  2s  3  As3  2 As2  2 As  Bs2  2Bs  2B  Cs3  2Cs2  5Cs  Ds2  2Ds  5D

s : 0  A  C  A  C
3

s :1  2A  B  2C  D 1  2C  B  2C  D 1  B  D  B 1  D
2

s: 2  2A  2B  5C  2D  2  2C  2B  5C  2D  2  2B  3C  2D
CT: 3  2B  5D
3  21  D  5D

3  2  2D  5D

3  2  3D

3  2  3D

1  3D  D  1
3
 1
from B  1  D D  
 3
1 2
B  1 
3 3
from 2  2 B  3C  2 D

222  3  3C  21 3 
4 2
2  3x 
3 3
4 2
2   3C
3 3
642
 3C
3
0
 3C  C  0
3
2 1
2
s  2s  3
 2 3  2 3
 2 2

s  2s  5 s  2s  2 
s  2s  5 s  2s  2

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2 1  1  1 1  1 
y L  2  L  2 
3  s  2s  5  3  s  2s  2 

2 1  2  1 1 
 L  2 

y L 
3  s  12  2 2  3  s  12  12 

1 1
y  e  x sin 2 x  e  x sin x OR
3 3
1
y  e  x sin x  sin 2 x 
3
5. Solve the Cauchy Problem

y   y   y  3e t , y 0  y 0   0
Solution

y   y   y  3e t , y 0   y 0  0

s 2
  
y  sy 0  y 0  s y  y 0 y  L 3e t  
3
s2 y  s y  y 
s 1

s 2

 s 1 y 
3
s 1
3 3
y 
s  1s 2
 s 1  s  1s 2  s  1
U sin g partial fraction

3 A Bs  C
  2
s  1s 2
  s 1  
s 1 s  s 1

3  As  s  1  Bs  C s  1

2

put s  1

3  3A  A  1
put s  0

3 AC

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A  1  3  1  C  C  1  3  2

Expansion we get

3  As 2  As  A  Bs 2  Cs  Bs  C

s : 0  A  B
2

put A  1, 0  1  B, B  1

3

1 s2
 2 
1 s  2
 2
s  1s 2
 s 1  s 1 s  s 1 s 1 s  s 1

y
1 s  2 
 2
s 1 s  s 1
1 s2
y  L1  L1 2
s 1 s  s 1

y e Lt 1
s  12   3 2
s  12   34 2

3 3
y  et  e  t  3e  2t sin
3
2t
1
cos t
2 2
6. Solve the two point boundary value problem
2 y   3 y   2 y  0, y 0   1, y t   0 at t  
Solution
Assuming y 0   x and taking the Laplace transform of both sides, we have

   
2 s 2 y  sy 0   y 0  3 s y  y 0  2 y  0

2s 2 y  2 sy  2 x  3s y  3  2 y  0

 
y 2 s 2  3s  2  2 s  2 x  3
2s  2 x  3
y
2 s 2  3s  2
2s  2 x  3 2s  2 x  3 A B
  
2s 2  3s  2 s  22s  1 s  2 2s  1

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2s  2 x  3  A2 s  1  Bs  2

put s  2, we have

 4  2 x  3  5 A

2x 1 1  2x
2 x  1  5 A A 
5 5

put s  1
2
5 5 24  2 x 
1  2x  3  B  4  2x  B : B
2 2 5
44  2 x 
B
5
2s  2 x  3 1  2 x 44  2 x 
 
2s 2  3s  2 5s  2 52 s  1
Taking the inverse transform

1  2 x 4 4  2 x 
y  
5s  2  5 2 s  1
1  2 x 4 1 x  2
y  L1  L   4 L1 x  2
5s  2 5 2s  1 5 2s  1
2
1  2 x  2t 2
 e   A  2e  2t
1
y
5 5
Since y    0, A  2

Hence finally, y t   e  2t
1

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