Engineering

Mathematics
2 Week 4
Ordinary Differential Equation
Higher Order

(BEng in CE / CSE / CGE Intake 14)

Lecture Contents
Euler

differential equation
Variation of Parameters

Euler differential equation

a 2 x 2 y a1 xy a 0 y 0

General Form:
We have variable coefficients.
Method

of solution: Reduce to constant coefficients ODE

dx
dz 1 1
ez , z
dz
dx e
x
dy dy dz dy 1
. .
dx dz dx dz x
d 2 y d dy
d dy 1
1 dy 1 d dy dz
1 dy 1 d 2 y 1

. 2

2

2
2
dx dx
dx dz x
dx
x dz x dz dz dx
x dz x dz x
2
d 2 y dy
2 d y
2

x
y

y
dx 2
dz 2 dz

Let

x ez ,

Substituting

these results into the given equation we get

a y a1 a 2 y a 0 y 0

Now

we can solve as in the method of constant coefficients.

Euler differential equation

Example:

2
Solve 2 x y 3xy 3 y 0

Use x e , a 2 2, a1 3, a 0 3
z

The

given equation reduces to

2 y 3 2 y 3 y 0
2 y 5 y 3 y 0

Auxiliary

equation is2m 2 5m 3 0

2m 1 m 3 0
1
m ,3
2

C.F . y z Ae

1
z
2

e x, y x Ax
z

Be
1
2

3z

Bx 3

Ae

1
z 2

B ez

Summary:
So far we have dealt with :
Linear homogenous constant Differential Equation
General form:
ay by cy 0, a 0
Euler Differential Equation
General form:
ax 2 y bxy cy 0, a 0
The solution of these Differential Equation has given us the general
solution known as the
COMPLEMENTARY FUNCTION (CF). y c

If we have a non-homogeneous linear constant coefficient D.E or nonhomogeneous Euler D.E , Then finding the complementary function
(CF) does not give a complete general solution.
Therefore, need to find the additional solution known as the
PARTICULAR INTEGRAL (PI) y .
p
How to find this PI ? Empiral rules or intellectual inspiration.
**So far, we have obtained the particular integral
y p inspection
trough
(using the trial method). However, this technique is limited. There is
more systematic approach method.

Variation Of Parameters Method

method is used to find the particular integral, y p by
using the answers from the complementary function y c .
Where y p u1 y1 u 2 y 2
where y1 and y2 form a fundamental set of solutions of
the associated homogeneous equation of the given
equation.
W1 W2
u1
, u2
W
W
This

where

The

y1

y2

y1'

y2'

,W1

y2

f ( x)

y2'

,W2

y1

y1'

f ( x)

(iii )

functions u1 and u2 are found by integrating the

results in (iii).

General Solution using Variation

Of Parameters Method
y '' 4 y ' 4 y ( x 1)e 2 x
Solution: From the auxiliary equation m2 4m +4
= (m-2)2 = 0 we have
yc = c1e2x + c2xe2x
Solve:

2x

2x

W (e , xe )
W1
W2
u1'

e2 x

xe 2 x

2e2 x

e2 x 2 xe2 x

xe 2 x

( x 1)e 2 x

e 2 x 2 xe2 x

e2 x

2e2 x

( x 1)e2 x

e4 x

( x 1) xe 4 x

( x 1)e 4 x

( x 1) xe4 x
( x 1)e 4 x
2
'

x x, u2
x 1
4x
4x
e
e

It follows that
1 3 1

1
u1 x x 2 , u2 x 2 x
3
2
2
1
1
1
1
1
y p ( x3 x 2 )e 2 x . ( x 2 x) xe 2 x x 3e 2 x x 2e 2 x
3
2
2
6
2

1
1
y yc y p c1e 2 x c2 xe 2 x x3e 2 x x 2e 2 x
and .
6
2

Another Examples of VoP Method

Solve y y sec x
Solution: Auxiliary equation is
Example:

m 2 1 0, m i
Therefore

the general solution is

y c A cos x B sin x,
y1 cos x, y 2 sin x

cos x sin x
0
sin x
cos x
0
W
1, W1
sin x sec x tan x, W2
1
sin x cos x
sec x cos x
sin x sec x

W
W
u1 1 tan x, u 2 2 1
W
W
u1 ln cos x, u 2 x
y p ln cos x cos x x sin x

y y c y p A cos x B sin x ln cos x cos x x sin x

Next Lecture
Algebraic

and transcendental equations

Linear interpolation and Newton - Raphson
method.