Sa`adiah Saad JMSK, POLIMAS Page 1
4.1 INTRODUCTION TO DIFFERENTIAL EQUATIONS
A differential equation is an equation which relates an unknown function of a
single variable with one or more of its derivatives.
Example:
dy
x y cos x 0
dx
+ =
The order of a differential equation is the highest derivative involved in the
equation, and the degree is the power of the highest derivative in the
equation.
Example :
a.
2
1
1
y
x
dx
dy
+
+
= is a DE of order 1 and degree 1.
b. x y
dx
dy
x sin
2
+ is a DE of order 1 and degree 1.
c.
2
2
2
2 4 x y
dx
dy
dx
y d
= ÷ + is a DE of order 2 and degree 1.
d. x xy
dx
dy
xy
2
= ÷ is a DE of order 1 and degree 1.
e.
2
2
1 
.

\

= +
dx
dy
x y is a DE of order 1 and degree 2
f.
2
2
2
d y dy
2 10y cos 2x
dx
dx
 
+ ÷ =

\ .
is a DE of order 2 and degree 2.
Independent variable
Derivative of y wrt x
Dependent variable
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
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Example 1
State the dependent variable, the independent variable, the order and degree for each
differential equation.
i.
t
s
dt
ds
= ii. 0 2 = ÷ mn
dn
dm
iii.
3
2
4
x
x
dx
dy +
= 
.

\

iv. 0 sin
2
= + t
dt
ds
t
v. ( ) yt
dt
dy
t 1
2
= ÷ vi. 1
2
+ = + y xy
dx
dy
x
vii. 0 2 4
2
2
= + + xy
dx
dy
dx
y d
x viii. ( ) u uv
du
dv
u 1
2 3
= ÷ +
ix. 0 2 3
2
2
2
= + +


.

\

y
dx
dy
dx
y d
x. 0 2 4
2
2
= + + xy
dx
dy
dx
y d
x
Answer
Dependent Variable
Independent
variable
Order Degree
i. s t 1 1
ii. m n 1 1
iii. y x 1 2
iv. s t 1 1
v. y t 1 1
vi. y x 1 1
vii. y x 2 1
viii. v u 1 1
ix. y x 2 2
x. y x 2 1
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
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4.2 Formation of Differential Equations
If
2
y 10x A = + ; Differential Equation is formed when the arbitrary constant A
is eliminated from this equation.
Example 2
i. If
2
y 10x A = +
Differentiate with respect to x,
x
dx
dy
20 =
0 20 = ÷ x
dx
dy
ii. If
2
Ax x y + = 
Differentiate with respect to x, gives,
Ax
dx
dy
2 1 + = 
From ,
2
x
x y
A
÷
=
Subtituting
2
x
x y
A
÷
= into
Then, x
x
x y
dx
dy
2 1
2

.

\
 ÷
+ =
2 1 
.

\
 ÷
+ =
x
x y
2 2 1 ÷ + =
x
y
Multiply both sides with x.
So, x y x
dx
dy
x 2 2 ÷ + =
x y
dx
dy
x ÷ = 2
Differential equation.
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
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iii. If x Bx Ax y + ÷ =
2

Differentiate with respect to x, gives,
1 2 + ÷ = B Ax
dx
dy

Differentiate
dx
dy
with respect to x.
A
dx
y d
2
2
2
= 
From ,
2
2
2
1
dx
y d
A = 
Substituting into to get B.
1
2
1
2
2
2
+ ÷


.

\

= B x
dx
y d
dx
dy
1
2
2
+ ÷


.

\

= B
dx
y d
x
1
2
2
+ ÷


.

\

=
dx
dy
dx
y d
x B 
Then, substitute and into .
y x x
dx
dy
dx
y d
x x
dx
y d
+


.

\

+ ÷ ÷


.

\

= 1
2
1
2
2
2
2
2
x x
dx
dy
x
dx
y d
x
dx
y d
x + ÷ + ÷ =
2
1
2
2
2
2
2
2
2
1
2
2
2
dx
dy
x
dx
y d
x + ÷ =
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EXERCISE 1
Form differential equation of the following:
i.
2 3
Ax x y + = iv. A Bx y + = 4
ii. x Ax y 7
2
+ = v. x kos B x A y + = 2 sin
iii. Ex Dx y + =
2
vi.
x x
De Ce y 2 + =
÷
Answer
i. ) ( 2 3
3 4 2
x y x
dx
dy
x ÷ ÷ = iv x y
dx
dy
x 7 2 ÷ =
ii.


.

\

÷ =
2
2 2
2 dx
y d x
dx
dy
x y v. 0
2
2
=
dx
y d
iii. 0 4
2
2
= + y
dx
y d
vi 0
2
2
= ÷ y
dx
y d
4.3 SOLUTIONS OF FIRST ORDER DIFFERENTIAL EQUATIONS (DE)
We already know that DE is one that contains differential coefficient.
Example: i.
dy
4x
dx
=  1
st
order DE
ii.
2
2
d y dy
2 4y 0
dx
dx
+ ÷ =  2
nd
order DE
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4.3.1
dy
f(x)
dx
=  Solve By Direct Integration; i.e. y f(x)dx =
}
Example 3: Find the general solution of the DE
2
dy
3x sin2x
dx
= ÷
Answer
2 3
dy cos2x
dx (3x sin2x)dx so y = x c
dx 2
= ÷ + +
} }
Example 4: Find the particular solution of de
dy
5 2x 3
dx
+ = , given the boundary
conditions
2
y 1 when x = 2
5
= .
Answer
dy dy dy 3 2x 3 2x
5 2x 3 5 3 2x
dx dx dx 5 5 5
÷
+ = ¬ = ÷ ¬ = = ÷
Hence
2
3 x
y x c
5 5
= ÷ +
Substituting the boundary conditions;
2
7 3 2 7 6 4 7 6 4 5
(2) c c c = 1
5 5 5 5 5 5 5 5 5 5
= ÷ + ¬ = ÷ + ¬ ÷ + = =
The particular solution,
2
3 x
y x 1
5 5
= ÷ +
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4.3.2 Solve By Variable Separable;
4.3.2.1
dy
f(y)
dx
=  rearranged to give
dy
dx
f(y)
= and then solve by direct
integration; i.e.
dy
dx
f(y)
=
} }
Example 5: Find the general solution of de
2
dy
5 sin 3y
dx
= .
Answer
2 2
dy dy
5 dx dx = 5
sin 3y sin 3y
= ¬
} }
2
cot3y
x = 5 cosec 3y dy = 5[ ] +c
3
}
i.e.
5
x =  cot3y +c
3
Example 6: Find the particular solution of de
2
dy
(y 1) 3y
dx
÷ = given that y = 1 when
13
x
6
=
Answer
2 2
2
(y 1) 1 y 1 1 1
dy dx dx = dy dx = (y ) dy
3y 3 y 3 y
1 y
x = (  ln y) + c
3 2
÷ ÷
= ¬ ¬ ÷
} } } }
Substituting y=1 and
13
x
6
= ;
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13 1 1 13 1
= (  ln 1) + c c =  = 2
6 3 2 6 6
¬
2
1 1
The particular solution is x = y lny 2
6 3
÷ +
4.3.2.2
dy
f(x)g(y)
dx
=  rearranged to give
dy
f(x)dx
g(y)
= and then solve
by direct integration
Example 7: Solve
3
dy 2x 1
dx 3 2y
÷
=
÷
Answer
Separating the variables gives: (3 2y)dy = (2x
3
– 1)dx
4
3 2
x
(3 2y)dy (2x 1)dx 3y  y = x c
2
÷ = ÷ ¬ ÷ +
} }
Example 8: The current in an electric circuit containing resistance R and inductance L
in series with a constant voltage source E is given by the de
di
E L Ri
dt
÷ = .
Solve the equation and find i in terms of time t given that when t = 0 and i
= 0.
Answer
di di 1
L E Ri dt
dt ERi L
= ÷ ¬ =
} }
¬ +
} }
Let u = ERi , du = Rdi
1 du 1 1 1
 = dt  ln (E  Ri) = t c
R u L R L
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When t = 0, i= 0;
1 1
 ln E = c ; c =  ln E
R R
÷ ÷
÷
= ¬ = ¬
Rt Rt Rt
L L L
1 1 1
 ln (E  Ri) = t ln E
R L R
1 1 t
= ln E  ln (E  Ri) =
R R L
E Rt E ERi
ln ( ) = e e ERi = Ee
ERi L ERi E
Rt

L
E
i = ( 1 e )
R
Example 9: Solve the Des:
a.
+
=
+
2
dy 2x xy
dx
y 1
d.
÷
=
+
dy y(2 3x)
dx x(1 3y)
b.
+ +
=
2
2
ds s 6s 9
dt
t
e.
÷ +
=
+
2
y
dy 6t 2t 1
dt
cosy e
c. =
+
dy sech y
dx 2 x
4.3.3 Homogeneneous First Order DEs
An equation of the form
dy
P Q
dx
= , where P and Q are function of both x and y of the
same degree – said to be homogenous in y and x.
Example;
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f(x,y) Homogeneous degree
1 x
2
+ 3xy + y
2
yes 2
2
÷
+
x 3y
2x y
yes 1
3
+
2 2
4x 3y
2xy
yes 2
4
÷
+
2
2 2
x y
2x y
no
y – 1
x  2
Procedure to solve DE of the form
dy
P = Q
dx
i. Rearrange
dy
P Q
dx
= into the form
dy Q
dx P
=
ii. Make the substitution y =vx, from
dy dv
= v (1) + x
dx dx
, by the product rule.
iii.
Substitute for both y and
dy
dx
in the equation
dy Q
dx P
= . Simplify, by
cancelling, and on equation result in which the variables are separable.
iv. Separate the variable and solve as direct integrating.
v. Substitute
y
v
x
=
to solve in terms of the original variables.
Example 10: Solve the DE
dy
y x x
dx
 = , given x = 1 when y = 2.
Answer
i. Rearranging;
dy y x
dx x

=
ii.
dy dv
Let y = vx, = v + x
dx dx
iii. Substitute for both y and
dy
dx
gives:
dv v x  x
v + x =
dx x
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dv x(v  1) dv
v + x = x v  1  v
dx x dx
dv dx
x  1 dv= v =  ln x +c
dx x
y
=  ln x +c Subtitute x =1 and y = 2
x
2
c c = 2
1
or
¬ =
= ¬ ¬
¬
= ¬ ¬
} }
y
=  ln x + 2 y =  x ( ln x  2 )
x
Example 11: Find the particular solution of DE;
+
=
2 2
dy x y
x
dx y
given the boundary
conditions that y = 4 when x = 1.
Answer
i. Rearranging;
+ +
= ¬ =
2 2 2 2
dy x y dy x y
x
dx y dx yx
ii.
dy dv
Let y = vx, = v + x
dx dx
iii. = =
2 2 2 2 2 2
2 2
dv x + v x x (1 + v ) (1 + v )
v + x =
dx v
vx vx
÷
= ÷ = =
2 2 2
dv (1 + v ) 1 + v v 1
x v
dx v v v
} }
1
vdv = dx
x
2
v
= ln x + c
2
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¬ = +
= ¬ ¬
2
2 2
2
y
= ln x + c y 2x (lnx c)
2x
16
c c = 8
2
2 2
y = 2x (lnx +8)
4.3.4 Linear First Order DEs
If P = P(x) and Q = Q(x) are functions of x only, then
dy
Py Q
dx
+ = is called a linear
differential equation order 1. We can solve these linear DEs using an integrating
factor. For linear DEs of order 1, the integrating factor is: e
∫Pdx
The solution for the DE is given by multiplying y by the integrating factor (on the left)
and multiplying Q by the integrating factor (on the right) and integrating the right side
with respect to x, as follows:
Pdx Pdx
y e Qe K
ò ò
= +
ò
Example 12: Solve for
dy 3
y 7.
dx x
 =
Answer
dy 3 3
y 7. thenP(x) and Q(x) 7
dx x x
 = =  =
Now for the integrating factor:
IF=
3 3
dx dx
Pdx
3lnx 3
x x
e e e e x
 
 
ò ò
ò
= = = =
For the left hand side of the formula
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 13
Pdx Pdx
ye Qe dx
ò ò
=
ò
we have ye
∫Pdx
= yx
3
For the right hand of the formula, Q = 7 and the IF = x
3
, so:
Pdx
3
Qe 7x
 ò
=
Applying the outer integral:
Pdx
3 2 7
Qe dx 7x dx x K
2
  ò
= =  +
ò ò
Now, applying the whole formula;
Pdx Pdx
ye Qe dx
ò ò
=
ò
we have ;
3 2 7
yx x K
2
 
=  +
Multiplying throughout by x
3
gives:
3 7
y =  x +Kx
2
Example 13: Solve ( )
dy
cot x y cosx
dx
+ =
Answer
( )
dy
cot x y cosx
dx
+ =
Here, thenP(x) cot x andQ(x) cosx = =
Determine Pdx cot xdx lnsinx = =
ò ò
IF =
Pdx
lnsinx
e e sinx
ò
= =
Now
Pdx
Qe cosxsinx
ò
=
Apply the formula:
Pdx cot xdx
ye Qe dx
ò ò
=
ò
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ysinx cosxsinxdx =
ò
The integral needs a simple substitution: u = sin x, du = cos x dx
2
sin x
ysinx K
2
= +
Divide throughout by sin x:
sinx
y = = +Kcosecx
2
sinx K
+
2 sinx
Example 14: Solve
3x
dy 3ydx e dx

+ =
Answer
Dividing throughout by dx to get the equation in the required form, we get:
3x dy
3y e
dx

+ =
In this example, P(x) = 3 and Q(x) = e
3x
.
Now e
∫Pdx
= e
∫3dx
= e
3x
and
Pdx
3x 3x
Qe e e dx 1dx x
 ò
= = =
ò ò
Using
Pdx Pdx
ye Qe dx K
ò ò
= +
ò
, we have:
ye
3x
= x + K
or we could write it as:
3x
x +K
y =
e
Example 15: Solve 2(y  4x
2
)dx + x dy = 0
Answer
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Sa`adiah Saad JMSK, POLIMAS Page 15
We need to get the equation in the form of a linear DE of order 1.
Expand the bracket and divide throughout by dx:
2 dy
2y 8x x 0
dx
 + =
Rearrange:
2 dy
x 2y 8x
dx
+ =
Divide throughout by x:
dy 2
y 8x
dx x
+ =
Here,
2
P(x) and Q(x) 8x
x
= =
IF
2
2
dx
Pdx
2ln x ln x 2
x
e e e e x
ò
ò
= = = = =
Now
Pdx
2 3
Qe 8xx 8x
ò
= =
Applying the formula:
Pdx Pdx
ye Qe dx K
ò ò
= +
ò
gives:
2 3 4
yx 8x dx K 2x K = + = +
ò
Divide throughout by x
2
:
2
2
K
y 2x
x
= +
Example 16: Solve
6 x dy
x 4y x e
dx
 =
Answer
Divide throughout by x:
5 x dy 4
y x e
dx x
 =
Here,
5 x 4
P(x) and Q(x) x e
x
=  =
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 16
4
4
dx
P(x)dx
lnx 4
x
IF = e e e x
 

ò
ò
= = =
Now
P(x)dx
5 x 4 x
Qe x e x xe
 ò
= =
Applying the formula:
Pdx Pdx
ye Qe dx K
ò ò
= +
ò
gives
4 x
yx xe dx K

= +
ò
This requires integration by parts, with
x
x
u x dv=e
du dx v=e
=
=
So
4 x x
yx xe e K

=  +
Multiplying throughout by x
4
gives:
5 x 4 x 4
y = x e  x e +Kx
Example 17: Solve
x
dy
e 2y
dx
÷
= ÷ , x 0 > , subject to the initial condition y = 2
when x = 0
Answer
The differential equation can be expressed in the proper form by adding
2y to both sides:
x
dy
2y e
dx
÷
+ = for x 0 >
We have P(x) = 2 and Q(x) =
x
e
÷
An integrating factor is given by IF = e
P(x)dx 2dx
2x
e e
} }
= = for x 0 >
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Next, use the firstorder linear differential equation theorem, where IF =
x
e
2
and Q(x) =
x
e
÷
, to find y:
y =
2x x
2x
1
e e dx C
e
÷ (
+
(
¸ ¸
}
=
x x 2x
2x
1
e C e e C
e
÷ ÷ (
+ = +
(
¸ ¸
}
for x 0 >
To find C, insert y = 2 when x = 0, to obtain C = 1
Thus y =
x 2x
e e
÷ ÷
+ , x 0 >
Example 18: Solve
2
dy 2xy
sinx
dx
1 x
+ =
+
with y = 1 when x = 0
Answer
P(x) =
2
2x
1 x +
; Q(x) = sin x
IF = e
2x
dx
1 x
2
(
(
(
¸ + ¸
}
= e
ln(x 1) 2
2
x 1
+
= +
y =
2
2
1
(x 1)sinxdx C
1 x
(
+ +
(
¸ ¸
+
}
=
2
2
1
x sinxdx sinxdx C
1 x
(
+ +
(
¸ ¸
+
} }
=
2
2
1
2xsinx (2 x )cosx cosx C
1 x
(
+ ÷ ÷ +
¸ ¸
+
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Sa`adiah Saad JMSK, POLIMAS Page 18
=
2
2
1
2xsinx (1 x )cosx C
1 x
(
+ ÷ +
¸ ¸
+
Since y = 1 when x = 0,
1 =
 
1
0 1 C
1
+ + implies C = 0
y =
(
¸ ¸
2
2
1
2xsinx +(1 x )cosx
1+ x
Example 19:
a. Solve the DE
dy
= sec θ + y tan θ
dθ
, given the boundary conditions y=1 when θ = 0.
[Ans: y = (θ + 1) sec θ]
b. Solve the DE
dy
t 5 t = y
dt
. [ ans: = +
5 c
y t
2 t
]
c. Consider a simple electric circuit with the resistance of 3O an inductance of 2H. If a
battery gives a constant voltage of 24V and the switch is closed when t = 0, the
current, I(t), after t seconds is given by
dI 4
+ t = 15, I(0) = 0
dt 3
i) Obtain I(t) [ans:
÷
= ÷
4
t
3
45
I(t) (1 e )
4
]
ii) Determine the difference in the amount of current flowing through the circuit from
the fourth to eight seconds. Give your answer to 3 d.p.
[ans: 0.05 A]
iii) If the current is allowed to flow through the circuit for a very long period of time,
estimate I(t).
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 19
[ans:
45
A
4
]
4.4 SECOND ORDER DIFFERENTIAL EQUATION
The general form of the second order differential equation with constant coefficients is
2
2
( ) + + =
d y dy
a b cy Q x
dx
dx
where a, b, c are constants with a > 0 and Q(x) is a function of x only.
4.4.1 Homogeneous Equation
In this section, most of our examples are homogeneous 2nd order linear DEs (that is, with
Q(x) = 0):
2
2
0
d y dy
a b cy
dx
dx
+ + = , where a, b, c are constants.
Method of Solution
The equation am
2
+ bm + c = 0 is called the Auxiliary Equation (A.E.) (or
Characteristic Equation)
The general solution of the differential equation depends on the solution of the A.E. To
find the general solution, we must determine the roots of the A.E. The roots of the A.E.
are given by the wellknown quadratic formula:
2
b± b  4ac
m=
2a
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Summary:
If Differential Equation: ay'' + by' + c = 0 and Associated auxiliary equation is:
am
2
+ bm + c = 0
Nature of roots Condition General Solution
4.4.1. Real and distinct roots,
m
1
, m
2
b
2
− 4ac > 0 y = Ae
m
1
x
+ Be
m
2
x
4.4.2. Real and equal roots, m b
2
− 4ac = 0 y = e
mx
(A + Bx)
4.4.3. Complex roots
m
1
= α + jω
m
1
= α − jω
b
2
− 4ac < 0 y = e
αx
(A cos ωx + B sin ωx)
Example 20
The current i flowing through a circuit is given by the equation
2
60 500 0
d i di
i
dt dt
+ + =
,
Solve for the current i at time t > 0.
Answer
The auxiliary equation arising from the given differential equations is:
A.E.:
2
60 500 0 ( 50)( 10) 0 m m m m + + = = + + =
So
1 2
m 50 and m 10 =  =  and
We have 2 distinct real roots, so we need to use the first solution from the table above
(y = Ae
m
1
x
+ Be
m
2
x
), but we use i instead of y, and t instead of x.
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 21
So
 
= +
10t 50t
i Ae Be
We could have written this as:
 
= +
10t 50t
1 2
i C e C e
Since we have 2 constants of integration. We would be able to find these constants if
we were given some initial conditions.
Example 21
Solve the following equation in which s is the displacement of a object at time t.
2
2
d s ds
4 4s 0
dt
dt
 + = , given that s = 1,
ds
3
dt
= when t = 0
(That is, the object's position is 1 unit and its velocity is 3 units at the beginning of the
motion.)
Answer
The auxiliary equation for our differential equation is:
A.E.
2 2
m 4m 4 0 (m 2) 0  + = =  =
In this case, we have: m 2 = (repeated root or real equal roots)
We need to use the second form from the table above (y = e
mx
(A + Bx)), and once again
use the correct variables (t and i, instead of x and y).
So
2
S(t) ( )
t
A Bt e = + .
Now to find the values of the constants:
(0) 1 1 s A = Þ =
So we can write
2
S(t) (1 )
t
Bt e = +
' 2t 2t
S (t) =2(1+Bt)e +Be
'(0) 3 2 3 1 s B B = Þ + = Þ =
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 22
So
2t
s(t) =(1+ t )e
The graph of our solution is as follows:
Example 22
Solve the equation
2
2
2 4 0
d y dy
y
dx
dx
 + =
Answer
This time the auxiliary equation is:
2
m 2m 4 0  + =
Solving for m, we find that the solutions are a complex conjugate pair:
1 2
m 1 j 3 and m 1 j 3 =  = +
The solution for our DE, using the 3rd type from the table above:
y = e
αx
(A cos ωx + B sin ωx)
we get:
x
y(x) = e (Acos 3 x +Bsin 3 x)
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 23
Example 23
In a RCL series circuit, R = 10 Ω, C = 0.02 F, L = 1 H and the voltage source is E = 100
V. Solve for the current i(t) in the circuit given that at time t = 0, the current in the circuit
is zero and the charge in the capacitor is 0.1 C.
[Note: Damping and the Natural Response in RLC Circuits
Consider a series RLC circuit (one that has a resistor, an inductor and a capacitor) with
a constant driving electromotive force (emf) E. The current equation for the circuit is
1 1
+ + = + + =
ò
di di
L Ri idt E or L Ri q E
dt C dt C
Differentiating, we have
2
2
d i di 1
L +R + i = 0
dt C
dt
; This is a second order linear homogeneous equation.]
Answer
2
2
10 50 0
d i di
i
dt
dt
+ + =
AE :
2
m 10m 50 0 + + = ,
B5001 Engineering Mathematics DIFFERENTIAL EQUATION
Sa`adiah Saad JMSK, POLIMAS Page 24
The factors are:
1 2
m 5 j5 and m 5 j5 =   =  +
So,
5
i ( cos5 sin5 )
t
e A t B t

= +
;
0
i 0
t
A
éù
êú
ëû
=
= =
;
(This means at t = 0, i = A = 0 in this
case.)
Then
5
i sin5
t
e B t

=
,
We need to find the value of B.
Differentiating gives:
5 5 5
(5 cos5 ) ( sin5 )( 5 ) 5 (cos5 sin5 )
t t t di
e B t B t e Be t t
dt
  
= +  = 
At t = 0, 5 =
di
B
dt
Returning to equation 10 50 100 + + =
di
i q
dt
Now, at time t = 0,
0
10(0) 50(0.1) 100
=
+ + =
t
di
dt
; So
0
95 5
=
= =
t
di
B
dt
, so B = 19.
Therefore,
5t
i =19e sin5t