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7/23/2019 Chap 3 Differential Equations
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 1 of 29
3.1 Definition of A Differential Equation
A differential equation is an equation involving derivatives or differentials. The following are some
examples of differential equations.
Example 1:
( ) ( )32'23'' y x y =+ where
dx
dy y =' ,
2
2
''dx
yd y =
Example 2:
2
y x
y
dx
dy
=+
Example 3:
t Qdt
dQ
dt
Qd 2sin423
2
2
=+−
Example 4:
y x
y x
dx
dy
−
+= or ( ) ( ) 0=−++ dy x ydx y x
Example 5:
02
2
2
2
=∂
∂+
∂
y
V
dx
V
3.2 First Order Differential Equations (solution of differential equation)
The order of a differential equation is given by the highest derivative involved in the equation.
equation.aldifferentiorder- thirdcalledis 04x
edx
dyy
3dx
y3
d
equation.aldifferentiorder-second calledis 0sinx2
y2
dx
y2
d xy
equation.aldifferentiorder-first calledis 0 2
=+−
=−
=− ydx
dy x
To solve a differential equation, we have to find the function for which the equation is true. This means
that we have to manipulate the equation so as eliminate all the differential coefficients and leave a
relationship between y and x. The rest of this part is devoted to two methods of solving first order
differential equations.
CHAPTER 3 DIFFERENTIAL EQUATIONS
Ordinary Differential Equations : involving
only one independent
variable
Partial Differential Equations: involvin two or more inde endent
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 2 of 29
3.2.1 Solution of First Order Differential Equations by Separation of Variables
( ) x f = term of x
( ) yg = term of y
To solve this type of equation, all the functions x are gathered with dx and all the functions y are
gathered with dy. Then, solve the equation by direct integration.
( ) ( ) yg x f dx
dy=
( ) ( )∫∫ = dx x f dy
yg
1
( ) ( ) 21 c xF c yF +=+
( ) ( )
tsconstanare1c,2cc,
and1
c2
cc where −=+=∴ c xF yF
Therefore ( ) ( ) c xF yF += is the general solution for this differential equation.
Caution:
The general solution, ( ) ( ) c xF yF += must only has an arbitrary constant, c even though initially
there are two arbitrary constants, 21,cc .
I. The solution of equations of the form )( x f dx
dy=
A diferential equation of the form )( x f dx
dy= is solved by direct integration, i.e.
∫= dx x f y )(
General Form:
( ) ( ) yg x f dx
dy=
Other Form:
( )
( )
( ) ( )
( ) ( ) 0
0
=+
=+
=
=
ygdx
dy x f
dx
dy yg x f
ygdx
dy
x f dx
dy
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 3 of 29
Example 7:
Determine the general solution of342 x
dx
dy x −=
Solution:
Rearranging342 x
dx
dy x −= gives:
233
424242
x x x
x
x x
x
dx
dy−=−=
−=
Integrating both sides gives:
∫
−= dx x
x y
242
i.e. ,3
4ln2 3
c x x y +−= which is the general solution.
Example 8:
Find the particular solution of the differential equation ,325 =+ xdx
dy
given the boundary conditions5
21= y .2when = x
Solution:
Since 325 =+ xdx
dy then
5
2x-
5
3
5
23=
−=
x
dx
dy
Hence5
2
5
3∫
−= dx
x y
i.e. ,
55
3 2
c x x
y +−= which is the general solution.
Substituting the boundary conditions 2and 5
21 == x y to evaluate c gives:
c,5
4-
5
6
5
21 += from which, c = 1.
Hence the particular solution is .155
3 2
+−= x x
y
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 4 of 29
Example 9:
Solve the equation .1 when2θgiven,5θ
2 ===
− t
dt
d t t
Solution:
Rearranging gives:
2
5θ and
2
5θ
t t
dt
d
t dt
d t −==−
Integrating gives:
∫
−= dt
t t
2
5θ
i.e. ,ln2
5
2θ
2
ct t
+−= which is the general solution.
When ct +−=== 1ln2
5
2
12 thus,1 ,2θ from which, .
2
3=c
Hence the particular solution is ( ).3ln52
1θ 2
+−= t t
Example 10:
The bending moment M of the beam is given by xw xlwdx
dM and where),( −−= are constants.
Determine M in terms of x given:2
2
1wl M = when .0= x
Solution:
wxwl xlw
dx
dM +−=−−= )(
Integrating with respect to x gives:
,2
2
cwx
wlx M ++−= which is the general solution.
When .0 ,2
1 2== xwl M
Thus cw
wlwl ++−=2
)0()0(
2
1 22
from which, .2
1 2wlc =
Hence the particular solution is:
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 5 of 29
( )
( )2
22
22
21or
22
1 i.e.
2
1
2
xlw M
xlxlw M
wlwx
wlx M
−=
+−=
++−=
Exercise 1 Further problems on equations of the form )( x f dx
dy=
1) In Problems (a) to (b), solve the differential equations.
a) x xdx
dy24cos −=
b) 332 xdxdy x −=
c) .1 when2given,3 ===+ x y xdx
dy
d) .3
πθ when
3
2given,0θsin
θ3 ===+ y
d
dy
e) .0 when1given,321
==−=+ x ydx
dy x
e x
2) The gradient of a curve is given by:
x x
dx
dy3
2
2
=+
Find the equation of the curve if it passes through the point .3
1 ,1
II. The solution of equations of the form )( y f dx
dy=
A differential equation of the form )( y f dx
dy= is initially rearranged to give
)( y f
dydx = and then the solution is obtained by direct integration, i.e.
∫ ∫=)( y f
dydx
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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Example 11: Find the general solution of .23 ydx
dy+=
Solution:
Rearranging ydx
dy23+= gives:
y
dydx
23+=
Integrating both sides gives:
∫ ∫ +
= y
dydx
23
Thus, by using the substitution ),23( yu += we have
c y x ++= )23ln(2
1
Example 12: Determine the particular solution of ydx
dy y 3)1( 2
=− given that .6
12 when1 == x y
Solution:
Rearranging gives:
dy y
ydy
y
ydx
−=
−=
3
1
33
12
Integrating gives: ∫ ∫
−= dy
y
ydx
3
1
3
i.e. ,ln3
1
6
2
c y y
x +−= which is the general solution.
When .2which,from ,1ln31
61
612 thus,
612 ,1 =+−=== cc x y
Hence the particular solution is:
2ln3
1
6
2
+−= y y
x
Example 13:
At time t minutes, the rate of change of temperature of a cooling body is proportional to the temperature
C T o of that body at that time. Initially, C T o 72= . Show that kt eT −= 72 where k is a constant.
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 7 of 29
Given also that C T o 32= when 10=t , find how much longer it will take the body to cool to C
o 72
under these conditions.
Solution:
We can form the differential equation
kT dt
dT −=
Separating the variables and solving give
dt k T
dT t T
⋅−= ∫∫ 072
∴ [ ] [ ]
t T
kt T 072ln −=
∴ kt T −=− 72lnln
∴ kt T
−=
72ln
∴ kt
eT −
=72
∴ kt
eT −
= 72
as required.
When C T t o32,10 == . Substituting intokt
eT −
= 72 gives the value of the constant .k
k e
107232 −
=
∴ 9
4
72
3210==
− k e
∴
=−
9
4ln10k
∴
−=
9
4ln
10
1k
Now if t is the time it takes the body to cool to C o27 , we have
kt e−
= 7227
∴ 8
3
72
27==
−kt e
Hence
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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=−
8
3lnkt
∴
=
8
3ln9
4ln10
1t
∴ 1.12
9
4ln
8
3ln
10 =
=t
So it will take the body 12.1 – 10 = 2.1 minutes longer to cool to C o27 .
Exercise 2 Further problems on equations of the form )( y f dxdy =
1) In Problems (a) to (c), solve the differential equations.
a) ydx
dy32 +=
b) ydx
dy 2cos2=
c) ( ) .
2
1 when1given,522
===+ x y y
dx
dy y
2) The velocity of a chemical reaction is given by
,in timensferedamount tratheis where),( t x xak dt
dx−=
andconstantais ak ionconcentrattheis at time .0 when0 == xt Solve the equation and
determine .of in terms t x
III. The solution of equations of the form )()( y f x f dx
dy⋅=
A differential equation of the form )()( y f x f dx
dy⋅= where )( x f is a function of x
only and )( y f is a function of y only, may be rearranged as
,)()(
dx x f y f
dy= and then the solution is obtained by direct integration, i.e.
∫∫ = dx x f y f
dy)(
)(
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 9 of 29
Example 13:
Solve the equation 14 2−= y
dx
dy xy
Solution:
Seperating the variable gives:
dx x
dy y
y 1
1
42
=
−
Integrating both sides gives:
∫ ∫
=
−dx
x
dy
y
y 1
1
42
Using the substitution ,12−= yu the general solution is:
( ) c x y +=− ln1ln2 2
Example 14: Determine the particular solution of ,2θ θ23 −=
t e
dt
d given that .0θ when0 ==t
Solution:
),)((22θ θ23θ23 −−
== eeedt
d t t
by the laws of indices.
Seperating the variable gives:
,2θ 3
θ2 dt e
e
d t =
−
i.e. dt ed e t 3θ22θ =
Integrating both sides gives:
∫ ∫= dt ed e t 3θ2 2θ
Thus the general solution is:
cee t +=
3θ2
3
2
2
1
When : thus,0θ ,0 ==t
cee +=00
3
2
2
1, from which, .
6
1
3
2
2
1−=−=c
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 10 of 29
Hence the particular solution is:
6
1
3
2
2
1 3θ2−=
t ee or 143
3θ2−=
t ee .
Example 15:
Find the curve which satisfies the equation ( )dx
dy x xy
21+= and passes through the point (0, 1).
Solution:
Seperating the variables gives:
( ) y
dydx
x
x=
+21
Integrating both sides gives:
( ) c y x +=+ ln1ln2
1 2
When x = 0, y = 1 thus ,1ln1ln2
1c+= from which, .0=c
Hence the particular solution is ( ) .ln1ln2
1 2 y x =+
i.e. ( ) ,ln1ln 2
1
2 y x =+ from which, ( ) .1 2
1
2 y x =+
Hence the equation of the curve is ( )21 x y += .
Example 16:
For an adiabatic expansion of a gas ,0=+V
dV C
P
dPC pv where pC and vC are constants. Given
,v
p
C C n = show that constants.=
n pV
Solution:
Seperating the variables gives:
V
dV C
P
dPC pv −=
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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Integrating both sides gives:
∫ ∫−==V
dV C
P
dPC pv
i.e. k V C pC pv +−= lnln .
Dividing throughout by constant vC gives:
vv
p
C
k V
C
C p +−= lnln
Since . where,lnln then,vv
p
C
k K K V n pn
C
C ==+=
i.e. ,lnorlnln K pV K V p nn==+ by the laws of logarithms.
Hence constant.i.e. ,eK
==
nn
pV pV
Exercise 3 Further problems on equations of the form )()( y f x f dx
dy⋅=
1) In Problems (a) to (d), solve the differential equations.
a) x ydx
dycos2=
b) )13()12( 2+=− x
dx
dy y , given 1= x when .2= y
c) y xe
dx
dy −=
2, given 0= x when .0= y
d) 0)1()1(2 =++−dx
dy y x x y , given 1= x when .1= y
3.2.2
The Linear First Order Differential Equations
( ) ( ) xQ xP , are the function of x
1st step:
To solve this type of equation, Firstly we have to find the integral factor, ( ) xV .
General Form:
( ) ( ) xQ y xPdx
dy=+
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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( ) ( )∫
= dx xP
e xV
For example: a) If ( ) xee xV x
xP xdx x ==
∫==
ln1
,1
)(
( ) x xV =∴
2nd step:
Multiply both side of differential equation with integral factor, ( ) xV . Then integrate the equation.
( ) ( ) ( ) ( ) xQ xV y xPdx
dy xV =
+
( ) ( ) ( ) ( ) ( ) xQ xV y xP xV dx
dy xV =+
⇒ ( ) ( )[ ] ( ) ( ) xQ xV y xV dx
d
dx
dy xV =+
⇒ ( )[ ] ( ) ( ) xQ xV y xV dx
d =
( )[ ] ( ) ( )∫∫ ⋅=⋅ dxxQxVdxyxVdx
d Integrate
Example 17:
Solve2
3
2
1
3 x y
x
x
dx
dy=
++ .Express y in terms of x .
Solution:
Given,2
3
2
1
3 x y
x
x
dx
dy=
++ . (linear differential equation)
Find the integral factor:
xee
xee
xe
x x
x x
x
11
2
lnln
2lnln2
ln
==
==
=
−−
( ) ( ) ( ) solution.generalaisdxxQxVyxV ∫ ⋅=∴
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 13 of 29
( ) ( )
( ) ∫=∴
=
+=
⋅
+
dx x
x
e xV
x xQ x
x xP
13
23
2
3
2
,1
3
( )
( )13
1ln 3
+=
= +
x
e x
To find the general solution, use the formula
( ) ( ) ( ) dx xQ xV y xV ∫ ⋅=
( ) ( ) dx x x y x .11 233
∫ +=+∴
( )dx x x .132
∫ +=
( ) C x ++= 13
1 3
( )( ) ( )11
1
3
133
3
++
+
+=
x
C
x
x y
∴ ( )13
13+
+= x
C y
Example 18:
Solve23 x y
dx
dy x =+ if given
5
2= y when 1−= x .
Solution:
equationaldifferentilinear.................. 3
3 2
x y xdx
dy
x y
dx
dy x
=+
=+
Find the integral factor:
( ) ( )
( ) ∫=∴
==
⋅dx xe xV
x xQ x
xP
3
,3
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 14 of 29
3
ln
ln3
3
x
e
e
x
dx x
=
=
∫= ⋅
To find the general solution, use the formula
( ) ( ) ( ) dx xQ xV y xV ∫ ⋅=
xdx x y x ⋅=∴ ∫33
dx x∫=4
c x
+= 5
5
5
2,1 =−= y x when
( ) ( )
c+−
=−∴5
51
5
231
5
1−=∴ c
5
1
5
53
−=∴ x
y x
Example 19:
Solve the following differential equation
1
12
−=+
x y
xdx
dy
Solution
1
12
−=+
x y
xdx
dy …… linear differential equation
Find the integral factor
( ) ( )
( ) ∫=∴
−==
⋅dx xe xV
x xQ
x xP
2
1
1,
2
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 15 of 29
xe ln2
=
2ln x
e=
2 x=
To find the general solution, use the formula
( ) ( ) ( ) dx xQ xV y xV ∫ ⋅=
∴ dx x
x y x ∫
−=
1
22
dx x-
x∫
++=
1
11
∴ ( ) c x x x y x +−++= 1ln2
22
Example 20:
a) Find the general solution of the equation
1)1(
)1(3)2( =
+
−+− y
x
x
dx
dy x
b) Given the boundary conditions that 5= y when 1−= x , find the particular solution of the equation
given in (a).
Solution
a)
i) Rearranging gives:)2(
1
)2)(1(
)1(3
−=
−+
−+
x y
x x
x
dx
dy which is of the form ,QPy
dx
dy=+ where
.)2(
1
and )2)(1(
)1(3
−=
−+
−=
xQ x x
x
P
ii) ∫ ∫ −+
−= ,
)2)(1(
)1(3dx
x x
xPdx which is integrated using partial fractions.
Let
)2)(1(
)1()2(
)2()1()2)(1(
)1(3
−+
−+−
≡
−+
+≡
−+
−
x x
x B x A
x
B
x
A
x x
x
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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from which, ).1()2(33 ++−=− x B x A x
When ,1−= x
,36 A−=− from which, .2= A
When ,2= x
,33 b= from which, .1=b
Hence
[ ])2()1(ln
)2ln()1ln(2
2
1
1
2
)2)(1(
)1(3
2−+=
−++=
−+
+=
−+
−
∫∫
x x
x x
dx x x
dx x x
x
iii) Integrating factor
[ ] )2()1()( 2)2()1(ln 2
−+==∫
= −+
x xee xV x xPdx
iv) Substituting in equation ( ) ( ) ( ) dx xQ xV y xV ∫ ⋅= gives:
dx xdx x
x x y x x ∫∫ +=−
−+=−+222 )1(
)2(
1)2()1()2()1(
v) Hence the general solution is .)1(31)2()1( 32
c x y x x ++=−+
b) When .0which,from ,0)3)(0(5 thus5 ,1 =+=−=−= cc y x
Hence32 )1(
3
1)2()1( +=−+ x y x x
i.e)2()1(3
)1(2
3
−+
+=
x x
x y
and hence the particular solution is
)2(3
)1(
−
+=
x
x y
Example 21 ( Mixing Problem)
Consider a large tank holding 1000L of water into which a brine solution of salt begins to flow at a
constant rate of 6L/min. The solution inside the tank is kept well stirred and is flowing out of the tank at a
rate of 6L/min. If the concentration of salt in the brine entering the tank is 1kg/L, determine when theconcentration of salt in the tank will reach 0.5kg/L.
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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Solution :
Step 1: Set up the mathematical model.
Let x(t) be the quantity of salt in the tank at time t.
The rate of change of salt in the tank is .rateoutput rateinput dt
dx−=
Input rate = quantity of the salt × volume of the water
= (1 kg/l)× (6 l/min) = 6 kg/min.
Output rate =
1000
xkg/l × (6 l/min) =
1000
6 xkg/min.
Then, the rate of change is
500
36
1000
66
x x
dt
dx−=−= .
Step 2 : Solve the differential equation.
Initial value, when t = 0, x = 0.
( )500
10003
500
33000 x x
dt
dx −=
−=
∫∫ =−
dt dx x 500
3
1000
1
( )
( ) ct x
ct x
+−=−
+=−−
500
31000ln
500
31000ln
( )
( )
( )
−=
=−
=
⋅=−
==
⋅==−
=
−
−
−+−
+−−
t
t
c
c
t c
ct
ct x
e x
e x
e
ee
t x
eee x
ee
500
3
500
3
0
500
3
500
3
500
3
1000ln
11000
10001000
.1000
01000
:0,0
)1000(
Step 3 : Solve the particular problem in the question.
Find the time t when the concentration of the salt reach x = 0.5kg/L.
Equation 1
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Page 18 of 29
.min52.1153
5006931.0
6931.0500
3
)5.0ln(ln
5.05.01
11000
500
500
3
500
3
500
3
=
−−=
−=−
=
=−=
−=
−
−
−
t
t
e
e
e
t
t
t
Example 22 : (Radioactive decay)
Radioactive material decays at a rate proportional to the amount present For a certain radioactivesubstance, approximately 10% of the original quantity decomposes in 25 years. Find the half-life of this
radioactive material, that is find the time that elapses for the quantity of material to decay to one-half of
its original quantity.
Solution:
Step 1: Set up the mathematical model.
Let Q0 represent the original quantity present and Q is the amount present at any time t (in years). The
observed rate of decay process is
dt
dQ∝ Q
kQdt
dQ= .
Step 2 : Solve the differential equation.
kdt dQQ
kQdt
dQ
=
=
1
Then, we have
C kt Q
kdt dQQ
+=
=∫ ∫ln
1
When t = 0, Q = Q0,
0
0
ln
)0(ln
QC
C k Q
=
+=
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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Then, the equation is,
.
ln
lnln
lnln
0
0
0
0
0
kt
kt
eQQ
eQ
Q
kt Q
Q
kt QQ
Qkt Q
=
=
=
=−
+=
Step 3 : Solve the particular problem in the question.
First, we have to find the value of the constant k. Given that after 25 years, 10% of the material has
decayed.
That is, for t = 25, 00 9.0)10.01( QQQ =−= .
Put inside Equation 1,
.00421.025
9.0ln
9.0ln25
ln9.0ln
9.0
9.0
25
25
)25(
00
−==
=
=
=
=
k
k
e
e
eQQ
k
k
k
Now to determine the half-life of the radioactive represents which is represent the time for the material to
decay to one-half of its original quantity, that is .2
0QQ =
Then,2
0QQ = put inside Equation 2,
.1652ln
00421.0
2ln
2
1
20
0
yearst
kt
e
eQQ
kt
kt
=−
−=
=−
=
=
Equation 2
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Example 23:
The current I in a series circuit with constant inductance L, constant resistance R and a constant voltage
V applied is described by the differential equation
V RI dt
dI
L =+
.
Find the equation for the current I as a function of time t .
Answer :
−=
− t
L
R
e R
V I 1
Exercise 4 Further problems on linear first order differential equations
1) Solve the following differential equations.
a) ydx
dy x −= 3
b) )21( y xdx
dy−=
c) yt dt
dyt −=− 5
d) 11
=+ ydx
dy
x
e) y xdx
dy2=+
2) y xdx
dy x 21 3
−=
+ , given 1= x when .3= y
3) Solve 241
=+ ydx
dy
x given the boundary conditions 0= x when .4= y
4) Show that the solution of the equation x
y
dx
dy
−=+1 is given by ,2
3 2
x
x y
−
= given 1= x when
.1= y
5) Determine the particular solution of 0=+− y xdx
dy, given that 0= x when .2= y
6) Given the equation y xdx
dy x −
+=
2
2 show that the particular solution is ),2ln(
2+= x
x y given the
boundary conditions that 1−= x when .0= y
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3.3 Second Order Differential Equations
3.3.1 Second Order Differential Equations of the form 02
2
=++ cydx
dyb
dx
yd a
(homogeneous differential equations)
Procedure to solve differential equations of the form 02
2
=++ cydx
dyb
dx
yd a
a) Rewrite the differential equation
02
2
=++ cydx
dyb
dx
yd a
as 0)( 2=++ ycbDaD
b) Substitute m for D and solve the auxiliary equation .for02
mcbmam =++
c) If the roots of the auxiliary equation are:
i) real and different, say α=m and β=m , then the general solution is
x x Be Ae y βα+=
ii) real and equal, say α=m twice, then the general solution is
xe B Ax y α)( +=
iii) complex, say ,βα jm ±= then the general solution is
( ) x B x Ae y x βsinβcosα+=
d) Given boundary conditions, constants A and B, may be determined and the particular solution of
the differential equation obtained.
Example 24:
Determine the general solution of .03522
2
=−+ ydx
dy
dx
yd Find also the particular solution given that
when and 4 ,0 == y x .9=dx
dy
Solution:
a) 0352 2
2
=−+ ydx
dy
dx
yd in D- operator form is ,0)352(
2
=−+ y D D where .dx
d D ≡
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b) Substituting m for D gives the auxiliary equation
.0352 2=−+ mm
Factorizing gives: ,0)3)(12( =+− mm from which, .3or2
1−== mm
c) Since the roots are real and different the general equation is .32
1
x x
Be Ae y −+=
d) When x = 0, y = 4,
Hence B A +=4 ……………….. equation (1)
Since x
x Be Ae y 32
1
−+= then
x x
Be Aedx
dy 32
1
32
1 −−=
When 9 ,0 ==dx
dy
x thus B A 32
1
9 −=
……………….. equation (2)
Solving the simultaneous equations (1) and (2) gives A = 6 and B = -2.
Hence the particular solution is x
xee y
32
1
26 −−= ■
Example 25:
Find the general solution of 0162492
2
=+− ydt
dy
dt
yd and also the particular solution given the
boundary conditions that when .3 ,0 ===dt
dy yt
Solution:
a) 0162492
2
=+− ydt
dy
dt
yd in D- operator form is ,0)16249( 2
=+− y D D where .dt
d D ≡
b) Substituting m for D gives the auxiliary equation
.016249 2=+− mm
Factorizing gives: ,0)43)(43( =−− mm i.e.3
4=m twice.
c) Since the roots are real and equal, the general equation is .)( 3
4t
e B At y +=
d) When t = 0, y = 3, then
,)0(3 0e B+= i.e. B = 3.
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
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Sincet
e B At y 3
4
)( += then ,3
4)( 3
4
3
4t t
Aee B At dt
dy+
+= by the product rule.
When 3 ,0 == dt
dy
t thus00
3
4
)0(3 Aee B ++=
i.e. A B +=3
43 from which, A = -1, since B = 3.
Hence the particular solution ist
et y 3
4
)3( +−= ort
et y 3
4
)3( −= ■
Example 26 :
Solve the differential equation 01362
2
=++ ydxdy
dx yd , given that when .7and ,3y ,0 ===
dxdy x
Solution:
a) 01362
2
=++ ydx
dy
dx
yd in D-operator form is ,0)136( 2
=++ y D D where .dx
d D ≡
b) Substituting m for D gives the auxiliary equation
.01362
=++ mm
Using the quadratic formula:
)1(2
)13)(1(466 2−±−
=m
ii
232
46
2
)16(6±−=
±−=
−±−=
c) Since the roots are complex, the general equation is ).2sin2cos(3 x B x Ae y x+=
−
d) When x = 0, y = 3, hence ),0sin0cos(3 0 B Ae += i.e. A = 3.
Since )2sin2cos(3 x B x Ae y x+=
− then
( ) ( ),2sin2cos32cos22sin233
x B x Ae x B x Aedt
dy x x+−+−=
−−
by the product rule,
( ) ( )[ ] x B A x A Bedt
dy x 2sin322cos323+−−=
−
When ,7 ,0 ==
dx
dy x hence ( ) ( )[ ]0sin320cos327 0
B A A Be +−−=
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i.e. ,327 A B −= from which, B = 8, since A = 3.
Hence the particular solution is )2sin82cos3(3 x xe y x
+= −
■
Exercise 5 Further problems on differential equations of the form 02
2
=++ cydx
dybdx
yd a
1) In Problems (a) to (b), determine the general solution of the given differential equations.
a) 0262
2
=−− ydt
dy
dt
yd
+=
− t t
Be Ae y 2
1
3
2
b) 0θθ4θ42
2
=++dt d
dt d
+=
− t
e B At 2
1
)(θ
c) 0522
2
=++ ydx
dy
dx
yd [ )2sin2cos(3
x B x Ae y x
+= −
]
2) In problems (a) to (d), find the particular solution of the given differential equations for the stated
boundary conditions.
a) ;06562
2=−+ y
dx
dy
dx
yd when and 5 ,0 == y x .1−=
dx
dy
+=
− x x
ee y 23
32
23
b) ;0542
2
=+− ydt
dy
dt
yd when and 1 ,0 == yt .2−=
dt
dy
−=
t t
ee y 34 4
1
c) ,0)25309( 2=++ y D D when and 0 ,0 == y x .2=
dx
dy
=
− x
xe y 3
5
2
d) ;0962
2
=+− xdt
dx
dt
xd when and 2 x,0 ==t .0=
dt
dx
t et x3)31(2 −=
e) ;01362
2
=++ ydx
dy
dx
yd when and 4 ,0 == y x .0=
dx
dy )2sin32cos2(2 3
x xe y x
+= −
f) ,0θ)125204( 2 =++ D D when and 3θ ,0 ==t .5.2θ =dt d )5sin25cos3(θ 5.2 t t e t += −
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3.3.2 Second Order Differential Equations of the form )(2
2
xQcydx
dyb
dx
yd a =++
(non-homogeneous differential equations)
Procedure to solve differential equations of the form )(2
2
xQcydx
dyb
dx
yd a =++
a) Rewrite the differential equation
)(2
2
xQcydx
dyb
dx
yd a =++
as )()( 2 xQ ycbDaD =++
b) Substitute m for D and solve the auxiliary equation .for02
mcbmam =++
c) Obtain the complementary solution, c y , which is achieved using the same procedure as in
Section 3.3.1(c) , page 19.
d) To determine the particular solution, p y , firstly assume a particular integral which is suggested
by )( xQ , but which contains undetermined coefficients. Table 3.1 provides some guidance on
choosing the general form of the particular solution to a nonhomogeneous differential equation.
e) Substitute the suggested P.I. into the differential equation )()( 2 xQ ycbDaD =++ and equate
relevant coefficients to find the constants introduced.
f) The general solution is given by pc y y y +=
g) Given boundary conditions, arbitrary constants in the complementary solution, may be
determined and the particular solution of the differential equation obtained.
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Example 27 :
Solve the differential equation .422
2
=−+ ydx
dy
dx
yd
Solution:
a) 422
2
=−+ ydx
dy
dx
yd in D-operator form is ,4)2( 2
=−+ y D D where .dx
d D ≡
b) Substituting m for D gives the auxiliary equation
.022
=−+ mm
Factorizing gives:
0)2)(1( =+− mm , from which .2or1 −== mm
c) Since the roots are real and different, the complementary solution, .2 x x
c
Be Ae y −+=
d) Since the term on the right hand side of the given equation is a constant, i.e. ,4)( = xQ let the
particular solution also be a constant, say .k y p =
e) Substituting k y p = into ,4)2( 2=−+ p y D D gives .4)2( 2
=−+ k D D Since
0)( and 0)( 2== k Dk D then ,42 =− k from which .2−=k Hence the the particular solution
.2−= p y
f) The general solution is given by pc
y y y += i.e. 22−+=
− x x Be Ae y ■
Example 28:
Determine the particular solution of the equation ,932
2
=−dx
dy
dx
yd given the boundary conditions that
when .0 and 0 ,0 ===dx
dy y x
Solution:
a) 932
2
=−dx
dy
dx
yd in D-operator form is .9)3( 2
=− y D D where .dx
d D ≡
b) Substituting m for D gives the auxiliary equation
.032=− mm
Factorizing gives:
0)3( =−mm , from which .3or0 == mm
c) Since the roots are real and different, the complementary solution, .3 x
c Be A y +=
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d) Since the complementary solution contains a constant (i.e. A ) then let the particular solution,
.kx y p =
e) Substituting kx y p = into ,9)3( 2=− p y D D gives .9)3( 2
=− kx D D Since
0)( and )( 2 == kx Dk kx D then ,930 =− k from which .3−=k Hence the particular solution
.3 x y p −=
f) The general solution is given by pc y y y += i.e. .33 x Be A y x−+= ■
g) When ,0 ,0 == y x thus ,00 0−+= Be A
i.e. B A +=0 ……………….. equation (1)
;33 3−=
x Be
dx
dy ,0 when0 == x
dx
dy thus 330
0−= Be from which, .1= B From equation
(1), .1−= A
Hence the particular solution is
,311 3 xe y x
−+−=
i.e. 133−−= xe y x
■
Example 29:
Solve the differential equation .2312112 2
2
−=+− x ydx
dy
dx
yd
Solution:
a) 23121122
2
−=+− x ydx
dy
dx
yd in D-operator form is .23)12112( 2
−=+− x y D D where
.dx
d D ≡
b) Substituting m for D gives the auxiliary equation
.0121122
=+− mm
Factorizing gives:
,0)4)(32( =−− mm from which, .4or2
3== mm
c) Since the roots are real and different, the complementary solution, .42
3
x x
c Be Ae y +=
d) Since 23)( −= x xQ is a polynomial, let the particular solution , .bax y p +=
e) Substituting bax y p += into 23)12112( 2 −=+− x y D D p gives:
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23))(12112( 2−=++− xbax D D ,
i.e. ,23)(12)(11)(2 2−=+++−+ xbaxbax Dbax D
i.e. 231212110 −=++− xbaxa
Equating the coefficient of x gives: ,312 =a from which, .41=a
Equating the constant terms gives:
21211 −=+− ba
i.e. 2124
111 −=+
− b , from which,
4
3
4
11212 =+−=b .
16
1=∴b
Hence the particular solution is .16
1
4
1+=+= xbax y p
f) The general solution is given by pc y y y += i.e.16
1
4
142
3
+++= x Be Ae y x x
■
Example 30:
Solve the equation xe y
dx
dy
dx
yd 4
2
2
32 =+− given the boundary conditions that when
.3
14 and
3
2 ,0 =−==
dx
dy y x
Solution:
a) xe y
dx
dy
dx
yd 4
2
2
32 =+− in D-operator form is xe y D D 42 3)12( =+− where .
dx
d D ≡
b) Substituting m for D gives the auxiliary equation
.0122
=+− mm
Factorizing gives:
,0)1)(1( =−− mm , from which, 1=m twice.
c) Since the roots are real and equal, the complementary solution, ( ) . x
c e B Ax y +=
d) Since xe xQ 43)( = is an exponential function, let the particular solution , .4 x
p ke y =
e) Substituting x
p ke y4
= into xe y D D 42 3)12( =+− gives:
x x eke D D 442 3)12( =+− ,
i.e. x x x x ekeke Dke D 44442 3)(1)(2)( =+−
i.e. x x x x ekekeke 4444 3816 =+−
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WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations
Hence ,39 44 x x eke = from which, .3
1=k
Hence the particular solution is .3
1 44 x x
p eke y ==
f) The general solution is given by pc y y y += i.e. ( ) x x ee B Ax y4
3
1++= ■
g) When ,3
2 ,0 −== y x thus ,
3
1)0(
3
2 00ee B ++=− from which, .1−= B
.3
4)()( 4 x x x
e Aee B Axdx
dy+++=
0When = x , ,3
14=
dx
dy thus
3
4
3
13++= A B from which, ,4= A since .1−= B Hence the
particular solution is
x xee x y
4
3
1)14( +−= ■