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A Friendly Introduct...
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A Friendly Introduction to
Differential Equations

Copyright 2015 Mohammed K A Kaabar

All Rights Reserved

Copyright 2015 Mohammed K A Kaabar

All Rights Reserved

About the Author


A Friendly Introduction to
Differential Equations

2 M. Kaabar

Mohammed Kaabar has a Bachelor of Science in


Theoretical Mathematics from Washington State
University, Pullman, WA. He is a graduate student in
Applied Mathematics at Washington State University,
Pullman, WA, and he is a math tutor at the Math
Learning Center (MLC) at Washington State
University, Pullman. He is the author of A First
Course in Linear Algebra Book, and his research
interests are applied optimization, numerical analysis,
differential equations, linear algebra, and real
analysis. He was invited to serve as a Technical
Program Committee (TPC) member in many
conferences such as ICECCS 14, ENCINS 15, eQeSS
15, SSCC 15, ICSoEB 15, CCA 14, WSMEAP 14,
EECSI 14, JIEEEC 13 and WCEEENG 12. He is an
online instructor of two free online courses in
numerical analysis: Introduction to Numerical
Analysis and Advanced Numerical Analysis at Udemy
Inc, San Francisco, CA. He is a former member of
Institute of Electrical and Electronics Engineers
(IEEE), IEEE Antennas and Propagation Society,
IEEE Consultants Network, IEEE Smart Grid
Community, IEEE Technical Committee on RFID,
IEEE Life Sciences Community, IEEE Green ICT
Community, IEEE Cloud Computing Community,
IEEE Internet of Things Community, IEEE Committee
on Earth Observations, IEEE Electric Vehicles
Community, IEEE Electron Devices Society, IEEE
Communications Society, and IEEE Computer Society.
He also received several educational awards and
certificates from accredited institutions. For more
information about the author and his free online
courses,
please
visit
his
personal
website:
http://www.mohammed-kaabar.net.

Copyright 2015 Mohammed K A Kaabar

All Rights Reserved

Table of Contents
6

1 The Laplace Transform

1.1

Introduction to Differential Equations..........9

1.2

Introduction to the Laplace Transforms..14

1.3

Inverse Laplace Transforms..........24

1.4

Initial Value Problems............27

1.5

Properties of Laplace Transforms.33

1.6

Systems of Linear Equations.....45

1.7

Exercises.....49

Systems

of

Homogeneous

Equations (HLDE)

Linear

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4 Extended Methods of First and Higher Orders

Introduction

Copyright 2015 Mohammed K A Kaabar

Differential

Differential Equations

78

4.1

Bernoulli Method......78

4.2

Separable Method....................................85

4.3

Exact Method....................................87

4.4

Reduced to Separable Method.................90

4.5

Reduction of Order Method..................92

4.6

Exercises.....95

5 Applications of Differential Equations

96

5.1

Temperature Application........................96

5.2

Growth and Decay Application......100

5.3

Water Tank Application......104

51
Appendices

109

2.1

HLDE with Constant Coefficients..................51

2.2

Method of Undetermined Coefficients.60

Determinants.......................109

2.3

Exercises....65

Vector Spaces........116

Homogenous Systems.........135

3 Methods of First and Higher Orders Differential


Equations

157

Index

159

Bibliography

163

67

3.1

Variation Method.67

3.2

Cauchy-Euler Method....74

3.3

Exercises...76

4 M. Kaabar

Answers to Odd-Numbered Exercises

Copyright 2015 Mohammed K A Kaabar

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Copyright 2015 Mohammed K A Kaabar

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Introduction

Table of Laplace Transform

In this book, I wrote five chapters: The Laplace


Transform, Systems of Homogenous Linear Differential
Equations (HLDE), Methods of First and Higher Orders
Differential Equations, Extended Methods of First and
Higher Orders Differential Equations, and Applications of
Differential Equations. I also added exercises at the end of
each chapter above to let students practice additional sets of
problems other than examples, and they can also check
their solutions to some of these exercises by looking at
Answers to Odd-Numbered Exercises section at the end of
this book. This book is a very useful for college students who
studied Calculus II, and other students who want to review
some concepts of differential equations before studying
courses such as partial differential equations, applied
mathematics, and electric circuits II. According to my
experience as a math tutor, I have noticed that some
students have difficulty to understand some concepts of
laplace transforms because most authors of differential
equations books did not start with laplace transforms as a
first chapter, and they left it at the end of their books.
Therefore, I decided to start with a different approach by
choosing laplace transforms to be in the first chapter of this
book. If you have any comments related to the contents of
this
book,
please
email
your
comments
to
mohammed.kaabar@email.wsu.edu.
I wish to express my gratitude and appreciation to
my father, my mother, and my only lovely 13-year old
brother who is sick, and I want to spend every dollar in his
heath care. I would also like to give a special thanks to all
administrators and professors of mathematics at WSU for
their educational support. In conclusion, I would appreciate
to consider this book as a milestone for developing more
math books that can serve our mathematical society in the
area of differential equations.

Mohammed K A Kaabar

6 M. Kaabar

where m is a

positive integer (whole


number)

where m is a positive integer



where m is a positive where m is a positive integer


integer

10
11


12
13 Assume that is periodic with period , then:

Table 1.1.1: Laplace Transform

Copyright 2015 Mohammed K A Kaabar

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Copyright 2015 Mohammed K A Kaabar

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Chapter 1
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The Laplace Transform


In this chapter, we start with an introduction to
Differential Equations (DEs) including linear DEs,
nonlinear DEs, independent variables, dependent
variables, and the order of DEs. Then, we define the
laplace transforms, and we give some examples of
Initial Value Problems (IVPs). In addition, we discuss
the inverse laplace transforms. We cover in the
remaining sections an important concept known as the
laplace transforms of derivatives, and we mention
some properties of laplace transforms. Finally, we
learn how to solve systems of linear equations (LEs)
using Cramers Rule.

1.1 Introductions to
Differential Equations
In this section, we are going to discuss how to
determine whether the differential equation is linear
or nonlinear, and we will find the order of differential
equations. At the end of this section, we will show the
purpose of differential equations.

8 M. Kaabar

Copyright 2015 Mohammed K A Kaabar

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lets start with the definition of differential equation


and with a simple example about differential equation.
Definition 1.1.1 A mathematical equation is called
differential equation if it has two types of variables:
dependent and independent variables where the
dependent variable can be written in terms of
independent variable.
Example 1.1.1 Given that .
a) Find . (Hint: Find the general solution of )
b) Determine whether is a linear
differential equation or nonlinear differential
equation. Why?
c) What is the order of this differential equation?
Solution: Part a: To find , we need to find the general
solution of by taking the integral of both sides as
follows:

Since because the integral of derivative
function is the original function itself (In general,
), then

. Thus, the general solution is the following:


where is constant. This means that
is called dependent variable because it depends on ,
and is called independent variable because it is
independent from .
Part b: To determine whether is a linear
differential equation or nonlinear differential equation,
we need to introduce the following definition:

10 M. Kaabar

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Definition 1.1.2 The differential equation is called


linear if the dependent variable and all its derivatives
are to the power 1. Otherwise, the differential equation
is nonlinear.
According to the above question, we have the following:
where is constant. Since the
dependent variable and all its derivatives are to the
power 1, then using definition 1.1.2, this differential
equation is linear.
Part c: To find the order of this differential equation,
we need to introduce the following definition:
Definition 1.1.3 The order of differential equation is
the highest derivative in the equation (i.e. The order of
is 3).
Using definition 1.1.3, the order of is 1.
Example 1.1.2 Given that .
a) Determine whether is
a linear differential equation or nonlinear
differential equation. Why?
b) What is the order of this differential equation?
Solution: Part a: Since is called dependent variable
because it depends on , and is called independent
variable because it is independent from , then to
determine whether is a
linear differential equation or nonlinear differential
equation, we need to use definition 1.1.2 as follows:
Since the dependent variable and all its derivatives
are to the power 1, then this differential equation is
linear.
Part b: To find the order of ,
we use definition 1.1.3 which implies that the order is
3 because the highest derivative is 3.

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Example 1.1.3 Given that .


(Hint: Do not confuse between and because
means the fourth derivative of , while means
the fourth power of m).
a) Determine whether
is a linear differential equation or nonlinear
differential equation. Why?
b) What is the order of this differential equation?
Solution: Part a: Since is called dependent variable
because it depends on , and is called independent
variable because it is independent from , then to
determine whether is a
linear differential equation or nonlinear differential
equation, we need to use definition 1.1.2 as follows:
Since the dependent variable and all its derivatives
are not to the power 1, then this differential equation
is nonlinear.
Part b: To find the order of ,
we use definition 1.1.3 which implies that the order is
4 because the highest derivative is 4.
The following are some useful notations about
differential equations:
is the th derivative of .
is the th power of .
The following two examples are a summary of this
section:
Example 1.1.4 Given that
. Determine whether it
is a linear differential equation or nonlinear
differential equation.

12 M. Kaabar

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Solution: To determine whether it is a linear


differential equation or nonlinear differential equation,
We need to apply what we have learned from the
previous examples in the following five steps:
Step 1: is a dependent variable, and is an
independent variable.
Step 2: Since and all its derivatives are to the power
1, then the above differential equation is linear.
Step 3: Coefficients of and all its derivatives are in
terms of the independent variable .
Step 4: Assume that Then, must be
in terms of .
Step 5: Our purpose from the above differential
equation is to find a solution where can be written in
term of .
Thus, the above differential equation is a linear
differential equation of order 3.
Example 1.1.5 Given that
Determine whether it is a
linear differential equation or nonlinear differential
equation.
Solution: To determine whether it is a linear
differential equation or nonlinear differential equation,
We need to apply what we have learned from the
previous examples in the following five steps:
Step 1: is a dependent variable, and is an
independent variable.
Step 2: Since and all its derivatives are to the power
1, then the above differential equation is linear.
Step 3: Coefficients of and all its derivatives are in
terms of the independent variable .

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Step 4: Assume that Then, must


be in terms of .
Step 5: Our purpose from the above differential
equation is to find a solution where can be written in
term of .
Thus, the above differential equation is a linear
differential equation of order 4.

Copyright 2015 Mohammed K A Kaabar

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Step 2: Here in this example, because


.

Step 3:

By the definition of integral, we substitute

1.2 Introductions to the

with .

Laplace Transforms

It is easier to find what it is inside the above box

In this section, we are going to introduce the definition

of the laplace transforms in general, and how can we


Thus,

use this definition to find the laplace transform of any

function. Then, we will give several examples about

Step 5: We need find the limit of as follows:

the laplace transforms, and we will show how the table


1.1.1 is helpful to find laplace transforms.
Definition 1.2.1 the laplace transform, denoted by , is
defined in general as follows:

Step 4: We need to find as follows:

, and after that we can find the limit of

To check if our answer is right, we need to look at table


1.1.1 at the beginning of this book. According to table

1.1.1 section 2, we found which is the same


answer we got. Thus, we can conclude our example with the
following fact:

Example 1.2.1 Using definition 1.2.1, find .

Fact 1.2.1 .

Solution: To find using definition 1.2.1, we need to


do the following steps:
Step 1: We write the general definition of laplace
transform as follows:

Example 1.2.2 Using definition 1.2.1, find .

Solution: To find using definition 1.2.1, we need


to do the following steps:
Step 1: We write the general definition of laplace
transform as follows:

14 M. Kaabar

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Copyright 2015 Mohammed K A Kaabar

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Then, we need to keep deriving till we get zero, and we


stop integrating when the corresponding row is zero. The
following table shows the table method to find :

Step 2: Here in this example, because


.

Step 3:

By the definition of integral, we substitute

Step 4: We

with .

need to find

as follows:

It is easier to find what it is inside the above box

, and after that we can find the limit of

Thus,

Step 5: We need find the limit of as


follows:

To check if our answer is right, we need to look at table


1.1.1 at the beginning of this book. According to table

1.1.1 section 4, we found which is the same


answer we got.
The following examples are two examples about finding the
integrals to review some concepts that will help us finding
the laplace transforms.

Example 1.2.3 Find .


Solution: To find , it is easier to use a method
known as the table method than using integration by parts.
In the table method, we need to create two columns: one for
derivatives of , and the other one for integrations of .

16 M. Kaabar

Derivatives Part

Integration Part

Table 1.2.1: Table Method for


We always start with positive sign, followed by negative
sign, and so on as we can see in the above table 1.2.1.
Now, from the above table 1.2.1, we can find as
follows:

Thus, .

In conclusion, we can always use the table method to


find integrals like and
.
Example 1.2.4 Find .

Solution: To find , it is easier to use the


table method than using integration by parts. In the table
method, we need to create two columns: one for derivatives
of , and the other one for integrations of . Then,
we need to keep deriving till we get zero, and we stop
integrating when the corresponding row is zero. The
following table shows the table method to find
:

17

Copyright 2015 Mohammed K A Kaabar

Derivatives Part

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Integration Part

Table 1.2.2: Table Method for


We always start with positive sign, followed by negative
sign, and so on as we can see in the above table 1.2.2.
Now, from the above table 1.2.2, we can find
as follows:

Copyright 2015 Mohammed K A Kaabar

By the definition of integral, we substitute

with .

It is easier to find what it is inside the above box

, and after that we can find the limit of

method. In the table method, we need to create two


columns: one for derivatives of , and the other one for
integrations of . Then, we need to keep deriving till
we get zero, and we stop integrating when the
corresponding row is zero. The following table shows the
table method to find :
Derivatives Part
Integration Part

Step 2: Here in this example, because

Step 3:

18 M. Kaabar

Example 1.2.5 Using definition 1.2.1, find .

Now, we need to find using the table

Solution: To find using definition 1.2.1, we need


to do the following steps:
Step 1: We write the general definition of laplace
transform as follows:

Step 4: We need to find as follows:

Thus,

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Table 1.2.3: Table Method for


We always start with positive sign, followed by negative
sign, and so on as we can see in the above table 1.2.3.
Now, from the above table 1.2.3, we can find
as follows:

Thus,

Now, we need to evaluate the above integral from 0 to as


follows:

19

Copyright 2015 Mohammed K A Kaabar

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as follows:

To check if our answer is right, we need to look at table


1.1.1 at the beginning of this book. According to table

1.1.1 section 2 at the right side, we found

which is the same answer we got.

Example 1.2.6 Using table 1.1.1, find .


Solution: To find using table 1.1.1, we need to
do the following steps:
Step 1: We look at the transform table (table 1.1.1).
Step 2: We look at which section in table 1.1.1 contains
function.
Step 3: We write down what we get from table 1.1.1
(Section 3 at the left side) as follows:

Step 4: We change what we got from step 3 to make it


look like as follows:

Thus, .
We will give some important mathematical results
about laplace transforms.
Result 1.2.1 Assume that is a constant, and ,
are functions. Then, we have the following:
(Hint: are the laplace transforms of and
respectively).

a) (i.e. where ).
b)
c)
d) is not necessary equal to
Example 1.2.8 Using definition 1.2.1, find .

Step 4: We change what we got from step 3 to make it


look like as follows:

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Step 3: We write down what we get from table 1.1.1


(Section 3 at the right side) as follows:

Step 5: We need find the limit of

Copyright 2015 Mohammed K A Kaabar

Thus, .
Example 1.2.7 Using table 1.1.1, find .
Solution: To find using table 1.1.1, we need
to do the following steps:
Step 1: We look at the transform table (table 1.1.1).
Step 2: We look at which section in table 1.1.1 contains
function.

Solution: To find using definition 1.2.1, we need to


do the following steps:
Step 1: We write the general definition of laplace
transform as follows:

Step 2: Here in this example, because


.

Step 3:

By the definition of integral, we substitute

with .

20 M. Kaabar

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Step 4: We need to find as follows:


It is easier to find what it is inside the above box

, and after that we can find the limit of

To find , we need to use integration by parts

Because

Since we have , then using result 1.2.1

, we obtain the following:

22 M. Kaabar

.
d)
.

We conclude this example with the following results:


Result 1.2.2 Assume that is a function, and is
the laplace transform of . Then, we have the
following:
a) .
b) .
c)

Thus, .

Now, we can find the limit as follows:

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as follows:

Copyright 2015 Mohammed K A Kaabar

For more information about this result, it is


recommended to look at section 8 in table 1.1.1. If you
look at it, you will find the following:
.

Result 1.2.3 Assume that is a constant, and is a


function where is the laplace transform of .
Then, we have the following: .

23

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Copyright 2015 Mohammed K A Kaabar

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Since , then this means that

1.3 Inverse Laplace

Transforms

Solution: Using definition 1.3.1 and the left side of


section 3 in table 1.1.1, we find the following:

In this section, we will discuss how to find the inverse

Example 1.3.3 Find .

laplace transforms of different types of mathematical

is an equivalent to

functions, and we will use table 1.1.1 to refer to the

Since , then this

laplace transforms.

means that .

Definition 1.3.1 The inverse laplace transform, denoted


by is defined as a reverse laplace transform, and to
find the inverse laplace transform, we need to think
about which function has a laplace transform that
equals to the function in the inverse laplace transform.
For example, suppose that is a function where
is the laplace transform of . Then, the inverse
laplace transform is . (i.e. we need
to think which function has a laplace transform that

equals to in this case the answer is 1).

Example 1.3.1 Find .

Solution: First of all, .


Using definition 1.3.1 and table 1.1.1, the answer is 34.
Example 1.3.2 Find

Example 1.3.4 Find .


Solution: Using definition 1.3.1 and section 4 in table
1.1.1, we find the following:

is an equivalent to

Since , then this means that


.

Result 1.3.1 Assume that is a constant, and is a


function where are the laplace transforms of
.
a) .
b)

Example 1.3.5 Find .

Solution: Using definition 1.3.1 and the right side of


section 3 in table 1.1.1, we find the following:

Solution: Using result 1.3.1, . Now,

to make it look like because .

by using the left side of section 3 in table 1.1.1, we need

is an equivalent to

24 M. Kaabar

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Therefore, we do the following: ,

and is an equivalent to

Since , then by

using definition 1.3.1, this means that

Now, by using section 4 in table 1.1.1, we need to make it

Since

, then by using

definition 1.3.1, this means that .

section 3 in table 1.1.1, we need to make it look like


because

Therefore, we do the following:


from sections 1.2 and 1.3 to find the largest interval on

using definition 1.3.1, this means that

Example 1.3.8 Find .

Definition 1.4.1 Given


. Assume that for every
where

is

some
are

interval,
continuous

and
on

Suppose that for some .


Then, the solution to the differential equations is
unique which means that there exists exactly one
in terms of , and this type of mathematical problems

Since , then by

26 M. Kaabar

(IVP), and we will use it with what we have learned

Solution: . Now, by using

In this section, we will introduce the main theorem of

Example 1.3.7 Find .

and

the x-axis.

is an equivalent to

differential equations known as Initial Value Problems

because .

Therefore, we do the following:

1.4 Initial Value Problems

Solution: Using result 1.3.1, .

Solution: Using definition 1.3.1 and the right side of


section 2 in table 1.1.1, we find the following:

where is a positive integer.

Example 1.3.6 Find .

look like

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Since , then this means that .

Copyright 2015 Mohammed K A Kaabar

is called Initial Value Problems (IVP).


Example 1.4.1 Find the largest interval on the

so that has
a solution. Given .

27

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Copyright 2015 Mohammed K A Kaabar

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Solution: Finding largest interval on the


means that we need to find the domain for the solution
of the above differential equation in other words we
need to find for what values of the solution of the
above differential equation holds. Therefore, we do the
following:

Solution: Finding largest interval on the


means that we need to find the domain for the solution
of the above differential equation in other words we
need to find for what values of the solution of the
above differential equation holds. Therefore, we do the
following:

Using definition 1.4.1, we also suppose the following:

Using definition 1.4.1, we also suppose the following:




Now, we need to determine the interval of each

Now, we need to determine the interval of each

coefficient above as follows:

coefficient above as follows:

has a solution which is continuous

everywhere () except

has a solution which is continuous

has a solution
which is continuous everywhere () except and
.

everywhere ().

has a solution which is continuous on

everywhere () except .

the interval .

has a solution which is continuous

everywhere ().

everywhere ().

Thus, the largest interval on the is .

Thus, the largest interval on the is .

Example 1.4.3 Solve the following Initial Value


Problem (IVP): . Given .

Example 1.4.2 Find the largest interval on the


so that

has a

solution. Given .

28 M. Kaabar

has a solution which is continuous

has

solution

which

is

continuous

Solution: is a linear differential


equation of order 1. First, we need to find the domain
for the solution of the above differential equation in

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Copyright 2015 Mohammed K A Kaabar

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other words we need to find for what values of the


solution of the above differential equation holds.
Therefore, we do the following:

Using definition 1.4.1, we also suppose the following:

Copyright 2015 Mohammed K A Kaabar

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(It is written in terms of instead of


because we need it in terms of ).
Then, we will find by finding the derivative of
what we got above ( as follows:
.

Finally, to check our solution if it is right, we

substitute what we got from and

The domain of solution is .

in

Now, to find the solution of the above differential

as follows:

equation, we need to take the laplace transform for

both sides as follows

Thus, our solution is correct which is and

because ( ).

from result 1.2.2.



We substitute because it is given in the
question itself.


To find a solution, we need to find the inverse laplace
transform as follows:

1.1.1 section 4.

and we use table

Example 1.4.4 Solve the following Initial Value


Problem (IVP): . Given , and
.
Solution: is a linear differential
equation of order 2. First, we need to find the domain
for the solution of the above differential equation in
other words we need to find for what values of the
solution of the above differential equation holds.
Therefore, we do the following:

Using definition 1.4.1, we also suppose the following:




The domain of solution is .

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Now, to find the solution of the above differential


equation, we need to take the laplace transform for

Copyright 2015 Mohammed K A Kaabar

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both sides as follows

Now, we will find by finding the derivative of

what we got above as follows:

because ( ).

from result 1.2.2.

Finally, to check our solution if it is right, we

substitute what we got from and in

as follows:

We substitute , and because it is

given in the question itself.

Thus, our solution is correct which is

and .

1.5 Properties of Laplace



To find a solution, we need to find the inverse laplace

Transforms

transform as follows:

In this section, we discuss several properties of laplace

and we use

table 1.1.1 at the left side of section 3.


(It is written in terms of instead of

transforms such as shifting, unit step function,


periodic function, and convolution.
We start with some examples of shifting property.
Example 1.5.1 Find .

because we need it in terms of ).

Solution: By using shifting property at the left side of

Then, we will find by finding the derivative of

section 5 in table 1.1.1, we obtain:

what we got above

as follows:

Let , and .
.

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Hence,

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By using shifting property at the right side of section 5

Now, we need to substitute with as follows:

in table 1.1.1, we obtain:

Thus, .

Let , , and .

Example 1.5.2 Find .

Solution: By using shifting property at the left side of

Thus,

section 5 in table 1.1.1, we obtain:

Example 1.5.4 Find .

Let , and .
.

Solution: Since we have a shift such as , we need


to do the following:

Hence,

Now, we need to substitute with as follows:


Thus, .

By using shifting property at the right side of section 5


in table 1.1.1, we obtain:

Example 1.5.3 Find .

Solution: Since we have a shift such as , we need

Let , , and .

to do the following:

34 M. Kaabar

Thus,

Example 1.5.5 Find .

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Solution: .

 .

Since the numerator has a polynomial of degree 0

Now, we will introduce a new property from table 1.1.1

( , and the denominator a polynomial of degree

in the following two examples.

2, then this means the degree of numerator is less than

Example 1.5.6 Find .

the degree of denominator. Thus, in this case, we need

Solution: By using the left side of section 9 in table

to use the partial fraction as follows:

1.1.1, we obtain:

It is easier to use a method known as cover method

where , and .

than using the traditional method that takes long time

Hence,

to finish it. In the cover method, we cover the original,

Now, we need to find as follows: This means

say , and substitute in to find the

that we first need to find the laplace transform of ,

value of . Then, we cover the original, say , and

and then we need to find the first derivative of the

substitute in

to find the value of .

Thus, and . This implies that

result from the laplace transform.


Now, we need to do the following:

Example 1.5.7 Find .

Solution: By using the left side of section 9 in table


1.1.1, we obtain:


Hence,

36 M. Kaabar

Thus,

where , and .

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Now, we need to find as follows: This means


that we first need to find the laplace transform of ,
and then we need to find the second derivative of the
result from the laplace transform.

because .

from result 1.2.2. We substitute , and

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Thus,

Copyright 2015 Mohammed K A Kaabar

because it is given in the question itself.


.

Example 1.5.8 Solve the following Initial Value


Problem (IVP): . Given
.
Solution: is a linear
differential equation of order 2. First, we need to find
the domain for the solution of the above differential
equation in other words we need to find for what
values of the solution of the above differential
equation holds. Therefore, we do the following:

Using definition 1.4.1, we also suppose the following:

To find a solution, we need to find the inverse laplace


transform as follows:

Since the numerator has a polynomial of degree 0


( , and the denominator a polynomial of degree

3, then this means the degree of numerator is less than

the degree of denominator. Thus, in this case, we need

to use the partial fraction as follows:

The domain of solution is .

Now, to find the solution of the above differential


equation, we need to take the laplace transform for
both sides as follows

Now, we use the cover method. In the cover method,


we cover the original, say , and substitute in

38 M. Kaabar

to find the value of . We cover the original,

39

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say , and substitute in to find

Example 1.5.10 Find .

the value of . Then, we cover the original, say ,

Solution: Since is between 0 and , then by

Copyright 2015 Mohammed K A Kaabar

and substitute in

to find the value of

. Thus, , and . This implies that

.
Example 1.5.11 Find .

1.1.1, we obtain:

using definition 1.5.1, we obtain:

Solution: By using the left side of section 7 in table

Now, we need to do the following:


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Thus,

Example 1.5.12 Find

Solution: By using the right side of section 7 in table


1.1.1, we obtain:

 .
Definition 1.5.1 Given . Unit Step Function is

a) for every .



Example 1.5.13 Given

Rewrite in terms of .

b) for every .

Solution: To re-write in terms of

defined as follows:

Result 1.5.1 Given . Then, we obtain:

Thus,

Example 1.5.9 Find .

, we do the following:

Solution: Since is between and , then by

using definition 1.5.1, we obtain:

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Now, we need to check our unit step functions as

Result 1.5.3 .

follows: We choose .

Example 1.5.15 Use definition 1.5.2 to find

Solution: By using definition 1.5.2 and section 10 in

table 1.1.1, we obtain:


Thus, our unit step functions are correct.
Example 1.5.14 Find .
Solution: By using the upper side of section 6 in table
1.1.1, we obtain:

where , and .
Hence,

Definition 1.5.2 Convolution, denoted by is defined


as follows:

where and are functions. (Note: do not


confuse between multiplication and convolution).
Result 1.5.2
where and are functions. (The proof

Thus, .
Definition 1.5.3 is a periodic function on if
has a period such that for every
.
Example 1.5.16 Given is periodic on such
that the first period of is given by the following
piece-wise continuous function:


a) Find the 8th period of this function.
b) Suppose . Find .
c) Suppose . Find .
Solution: Part a: By using section 13 in table 1.1.1, we
obtain:

Since we need find the

8th

period, then this means that

, and we can apply what we got above as follows:

of this result left as an exercise 16 in section 1.7).

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Example 1.5.17 Find .

Using the given first period function, we obtain:

1.1.1, we obtain:

Solution: By using the right side of section 12 in table


Thus, .

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1.6 Systems of Linear


Equations
Most of the materials of this section are taken from
section 1.8 in my published book titled A First Course

Part b: By using definition 1.5.3, we obtain:

in Linear Algebra: Study Guide for the Undergraduate

from the given first

Linear Algebra Course, First Edition1, because it is

period function.

very important to give a review from linear algebra

Part c: By using definition 1.5.3, we obtain:

about Cramers rule, and how some concepts of linear

algebra can be used to solve some problems in

differential equations. In this section, we discuss how

from the given first

to use what we have learned from previous sections

period function.

such as initial value problems (IVP), and how to use

Definition 1.5.4 Suppose that is fixed, and

Cramers rule to solve systems of linear equations.

is chosen arbitrary. Then, we obtain:

Definition 1.6.1 Given system of linear equations.

is called Dirac Delta Function.

Let   be the matrix form of the given system:

Result 1.5.4 .

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The system has a unique solution if and only if


 . Cramers Rule tells us how to
find as follows:

Let W =

Then, the solutions for the system of

linear equations are:


















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Thus, the solutions are

Example 1.6.2 Solve for and :



Given that
Solution: First, we need to take the laplace transform
of both sides for each of the above two equations.
For We take the laplace transform of both
sides:

Example 1.6.1 Solve the following system of linear


equations using Cramers Rule:

Now, we substitute what is given in this question to

Solution: First of all, we write system in the form


  according to definition 1.6.1.

, then
Since W in this form is

Thus, .


The solutions for this system of linear equations are:

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obtain the following:



For We take the laplace transform of both
sides:

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Now, we substitute what is given in this question to


obtain the following:

Thus,

Copyright 2015 Mohammed K A Kaabar


Thus,

1. Find .

2. Find .

need to find and as follows:

3. Find .

4. Find .

Now, we use Cramers rule as follows:

6. Find .

5. Find .

Hence,

Further, we can use one of the given equations to find


as follows:
We need to find the second derivative of .
.

Now, we can find as follows:

48 M. Kaabar

1.7 Exercises

From what we got from Equation 1 and Equation 2, we

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7. Solve the following Initial Value Problem (IVP):


. Given .
8. Solve the following Initial Value Problem (IVP):
. Given , and .

9. Find .

10. Find .
11. Find .

12. Given

Rewrite in terms of .

13. Find .

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14. Solve the following Initial Value Problem (IVP):


. Given

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Chapter 2
Systems of Homogeneous

.
15. Solve the following Initial Value Problem (IVP):
where

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Linear Differential
Equations (HLDE)

In this chapter, we start introducing the homogeneous

16. Prove result 1.5.2.

linear differential equations (HLDE) with constant

17. Solve the following Initial Value Problem (IVP):

coefficients. In addition, we discuss how to find the

Given

general solution of HLDE. At the end of this chapter,

we introduce a new method called Undetermined


Coefficient Method.

18. Find .

19. Find .
20. Solve for and :



Given that
21. Solve for and :

2.1 HLDE with Constant


Coefficients
In this section, we discuss how to find the general
solution

of

the

homogeneous

linear

differential

equations (HLDE) with constant coefficients.


Given that

To give an introduction about HLDE, it is important to

22. Find such that

(Hint: Use laplace transform to solve this problem)

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start with the definition of homogeneous system.


*Definition 2.1.1 Homogeneous System is defined as a
system of linear equations that has all zero
constants. (i.e. the following is an example of

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homogeneous system):

*Definition 2.1.1 is taken from section 3.1 in my
published book titled A First Course in Linear Algebra:

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Thus, is a homogeneous
linear differential equation of order 3.
Example 2.1.3 Describe the following differential
equation: .

Study Guide for the Undergraduate Linear Algebra


Course, First Edition1.

Solution: Since the above differential equation has a

Example 2.1.1 Describe the following differential

nonzero constant, then according to definition 2.1.1, it

equation: .

is a non-homogeneous differential equation. In

Solution: Since the above differential equation has a

addition, it is linear because the dependent variable

zero constant, then according to definition 2.1.1, it is a

and all its derivatives are to the power 1. For the order

homogeneous differential equation. In addition, it is

of this non-homogeneous differential equation, since

linear because the dependent variable and all its

the highest derivative is 2, then the order is 2.

derivatives are to the power 1. For the order of this

Thus, is a non-homogeneous

homogeneous differential equation, since the highest

linear differential equation of order 2.

derivative is 2, then the order is 2. Thus,

Example 2.1.4 Find the general solution the following


Initial Value Problem (IVP): . Given:
(Hint: Use the concepts of section 1.4)

is a homogeneous linear differential

equation of order 2.

derivatives are to the power 1. For the order of this

Solution: is a homogeneous linear


differential equation of order 1. First, we need to find
the domain for the solution of the above differential
equation in other words we need to find for what
values of the solution of the above differential
equation holds. Therefore, we do the following:

Using definition 1.4.1, we also suppose the following:

homogeneous differential equation, since the highest

derivative is 3, then the order is 3.

Example 2.1.2 Describe the following differential


equation: .
Solution: Since the above differential equation has a
zero constant, then according to definition 2.1.1, it is a
homogeneous differential equation. In addition, it is
linear because the dependent variable and all its

The domain of solution is .

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Now, to find the solution of the above differential

Result 2.1.2 Assume that , , ,

equation, we need to take the laplace transform for

are independent if and only if are

both sides as follows

distinct real numbers.

Example 2.1.5 Given

because ( ).

Find the general solution for .

from result 1.2.2.

(Hint: Use results 2.1.1 and 2.1.2)

Solution: is a homogeneous linear

differential equation of order 2. In this example, we

will use a different approach from example 2.1.4

(laplace transform approach) to solve it. Since

To find a solution, we need to find the inverse laplace


transform as follows:

Thus, the general solution for some

is HLDE with constant coefficients,


then we will do the following: Let , we need
to find .
First of all, we will find the first and second derivatives
as follows:

constant . Here, .

Result 2.1.1 Assume that is a

homogeneous linear differential equation of order

Now, we substitute and in

with constant coefficients and . Then,

as follows:

a) must have exactly

independent solutions, say


b) Every solution of

is of

the form: , for

Thus, . Then, we use our values to

some constants .

substitute in our assumption which is :


at ,

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at ,

constant coefficients, then we will do the following: Let

Hence, using result 2.1.1, the general solution for

, we need to find .

is: , for some . (Note:

First of all, we will find the first, second, and third

denotes to homogeneous). Now, we need to find

derivatives as follows:

the values of as follows:


at ,

Now, we substitute , , and

Since , then

in as


at ,

follows:

Since , then

From and , and .

Thus, . Then, we use our values to

Thus, the general solution is:

substitute in our assumption which is :

at ,

Example 2.1.6 Given

at ,

Find the general solution for . (Hint: Use results

at ,

2.1.1 and 2.1.2, and in this example, no need to find

Thus, using result 2.1.1, the general solution for

the values of )

is: , for some .

Solution: is a

(Note: denotes to homogeneous).

homogeneous linear differential equation of order 3.

Example 2.1.7 Given

Since is HLDE with

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Find the general solution for . (Hint: Use results

at ,

2.1.1 and 2.1.2, and in this example, no need to find

at ,

the values of )

at ,

Solution: is a

because (Note:

homogeneous linear differential equation of order 5.

means )

Since is HLDE with

In other words is the set of all linear

constant coefficients, then we will do the following: Let

combinations of , , and .

, we need to find .

at ,

First of all, we will find the first, second, third, fourth,

at ,

and fifth derivatives as follows:

Thus, using result 2.1.1, the general solution for

is: , for some

. (Note: denotes to

homogeneous).

Example 2.1.8 Given


Are independent?

Now, we substitute , ,

Solution: We cannot write as a linear

and in

combination of and as follows:

as follows:

Thus, are independent.

Example 2.1.9 Given

Are independent?

Solution: We can write as a linear combination of

Thus, . Then, we use

and as follows:

our values to substitute in our assumption which is

. Thus, are

dependent (not independent).

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Let , we need to find .

2.2 Method of Undetermined


Coefficients
In this section, we discuss how to use what we have
learned from section 2.1 to combine it with what we

First of all, we will find the first, second, third, fourth,


and fifth derivatives as follows:

Now, we substitute in as
follows:

will learn from section 2.2 in order to find the general


solution using a method known as undetermined
coefficients method. In this method, we will find a
general solution consisting of homogeneous solution
and particular solution together.
We give the following examples to introduce the
undetermined coefficient method.
Example 2.2.1 Given Find
the general solution for . (Hint: No need to find the
value of )
Solution: Since does not have a
constant coefficient, then we need to use the
undetermined coefficients method as follows:
Step 1: We need to find the homogeneous solution by
letting equal to zero as follows:

. Now, it is a homogeneous linear


differential equation of order 1.
Since is a HLDE with constant
coefficients, then we will do the following:

60 M. Kaabar


Thus, . Then, we use our value to substitute in
our assumption which is :
at ,
Thus, using result 2.1.1, the general solution for
is: , for some . (Note:
denotes to homogeneous).
Step 2: We need to find the particular solution as
follows: Since equals , then the
particular solution should be in the following form:
because is a polynomial of the
first degree, and the general form for first degree
polynomial is .
Now, we need to find and as follows:

We substitute in .

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at , we obtain:

Since is a HLDE with constant

coefficients, then we will do the following:

Let , we need to find .

at , we obtain:

First of all, we will find the first, second, third, fourth,

and fifth derivatives as follows:

From and , we get: and .


Now, we substitute in as
follows:

Thus, .

Step 3: We need to find the general solution as follows:


Thus, .



Thus, . Then, we use our value to substitute in
our assumption which is :

Example 2.2.2 Given

at ,

Find the general solution for . (Hint: No need to

Thus, using result 2.1.1, the general solution for

find the value of )

is: , for some . (Note:

Solution: In this example, we will have the same

denotes to homogeneous).

homogeneous solution as we did in example 2.2.1 but

Step 2: We need to find the particular solution as

the only difference is the particular solution. We will

follows: Since equals , then the

repeat some steps in case you did not read example

particular solution should be in the following form:

2.2.1. Since

does not have a

constant coefficient, then we need to use the

Now, we need to find as follows:

undetermined coefficients method as follows:

Step 1: We need to find the homogeneous solution by


letting equal to zero as follows:

. Now, it is a homogeneous linear


differential equation of order 1.

62 M. Kaabar

We substitute in
.

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Example 2.2.5 Given Describe

but do not find it.

Thus,

Solution: To describe , we do the following:

Step 3: We need to find the general solution as follows:

In this example, we look at , and we write it as:

, and then we multiply it by .

Thus,

Result 2.2.1 Suppose that you have a linear differential

Example 2.2.6 Given

equation with the least derivative, say , and this

Describe but do not find it.

differential equation equals to a polynomial of degree

Solution: To describe , we do the following:

. Then, we obtain the following:

In this example, we look at , and we write it as:

, and then we multiply it by .

Result 2.2.2 Suppose that you have a linear differential

equation, then the general solution is always written


as: .
Example 2.2.3 Given

Describe

but do not find it.


Solution: To describe , we do the following:
By using result 2.2.1, we obtain the following:
.
Example 2.2.4 Given

Describe

but do not find it.


Solution: To describe , we do the following:
By using result 2.2.1, we obtain the following:

64 M. Kaabar

2.3 Exercises

1. Given Find the general


solution for . (Hint: Use results 2.1.1 and 2.1.2,
and in this exercise, no need to find the values of
)
2. Given Find the general
solution for . (Hint: No need to find the value of
)
3. Given Find the general
solution for . (Hint: No need to find the value of
)

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4. Given Find the general


solution for . (Hint: No need to find the value of
)
5. Given Find the general
solution for . (Hint: No need to find the value of
)
6. Given Describe
but do not find it.

7. Given Describe
but do not find it.

Copyright 2015 Mohammed K A Kaabar

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Chapter 3
Methods of First and
Higher Orders Differential
Equations
In this chapter, we introduce two new methods called
Variation Method and Cauchy-Euler Method in order
to solve first and higher orders differential equations.
In addition, we give several examples about these
methods, and the difference between them and the
previous methods in chapter 2.

3.1 Variation Method


In this section, we discuss how to find the particular
solution using Variation Method. For the homogeneous
solution, it will be similar to what we learned in
chapter 2.
Definition 3.1.1 Given is a
linear differential equation of order 2. Assume that
and are independent solution to the
homogeneous solution. Then, the particular solution
using Variation Method is written as:

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. To find
and , we need to solve the following two
equations:



Definition 3.1.2 Given is


a linear differential equation of order 3. Assume that
and are independent solution to the
homogeneous solution. Then, the particular solution
using Variation Method is written as:
.
To find and , we need to solve the
following three equations:




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Since is a HLDE with constant


coefficients, then we will do the following:
Let , we need to find .
First of all, we will find the first and second derivatives
as follows:


Now, we substitute and in
as follows:



Thus, and . Then, we use our values to
substitute in our assumption which is :

Example 3.1.1 Given Find the general

at ,

solution for . (Hint: No need to find the values of

at ,

and )

Notice that and are independent.

Solution: Since does not have a constant

coefficient, then we need to use the variation method


as follows:
Step 1: We need to find the homogeneous solution by
letting

equal to zero as follows:

. Now, it is a homogeneous linear


differential equation of order 2.

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Thus, using result 2.1.1, the general homogenous


solution for is: , for some
. (Note: denotes to homogeneous).
Step 2: We need to find the particular solution using

definition 3.1.1 as follows: Since equals ,

then the particular solution should be in the following


form: . To find
and , we need to solve the following two
equations:

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------

Thus,

Now, we substitute what we got above in the particular


solution form as follows:

method as follows:

Since it is impossible to integrate

to

find , then it is enough to write as:


then we do the following:

Since is a HLDE with constant


coefficients, then we will do the following:

as follows:

, .

Thus, we write the particular solution as follows:

Step 3: We need to find the general solution as follows:

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. Now, it is a homogeneous linear

First of all, we will find the first and second derivatives

letting equal to zero as follows:

Let , we need to find .

Since it is possible to integrate to find ,


Step 1: We need to find the homogeneous solution by

differential equation of order 2.

general solution for . (Hint: No need to find the

constant coefficient, then we need to use the variation

By solving and , and

Example 3.1.2 Given Find the

Solution: Since does not have a

for some

values of and )

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------

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Now, we substitute and


in as follows:


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Thus, and . Then, we use our values to

By solving and , and using Cramers rule, we

substitute in our assumption which is :

obtain:

at ,

at ,
Notice that and are independent.

Thus, using result 2.1.1, the general homogenous


solution for is: , for
some . (Note: denotes to
Step 2: We need to find the particular solution using
definition 3.1.1 as follows: Since equals
, then the particular solution should be in the
following form: .
To find and , we need to solve the following
two equations:




------
------
Now, we substitute what we got above in the particular
solution form as follows:

Since it is possible to integrate to find


, then we do the following:

Since it is possible to integrate to find


, then we do the following:

.
Thus, we write the particular solution as follows:

Step 3: We need to find the general solution as follows:


Thus,

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By substituting in to find as follows:

homogeneous).

for some

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3.2 Cauchy-Euler Method

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In this section, we will show how to use Cauchy-Euler

Thus, and . Then, we use our values to

Method to find the general solution for differential

substitute in our assumption which is :

equations that do not have constant coefficients.

at ,

To introduce this method, we start with some examples


as follows:

at ,

In the above case, we multiplied by because we

Example 3.2.1 Given Find the

had a repeating for , and in Cauchy-Euler Method, we

general solution for . (Hint: No need to find the

should multiply any repeating by natural logarithm.

values of and )

Thus, the general solution for is:

Solution: Since does not have


constant coefficients, then we need to use the CauchyEuler method by letting , and after substitution
all terms must be of the same degree as follows:
First of all, we will find the first and second derivatives

Example 3.2.2 Given Find the


general solution for . (Hint: No need to find the
values of and )
Solution: Since does not have
constant coefficients, then we need to use the Cauchy-

as follows:

Euler method by letting , and after substitution



Now, we substitute and

in as follows:

all terms must be of the same degree as follows:


First of all, we will find the first, second and third
derivatives as follows:

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, for some .

Now, we substitute , and


in as follows:

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Thus, .

Copyright 2015 Mohammed K A Kaabar

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4. Given Find the general solution


for . (Hint: No need to find the values of , and
)
5. Given Is it possible to find the
general solution for using Cauchy-Euler Method?
Why?

Then, we use our values to substitute in our


assumption which is :
Since we have two parts (real and imaginary), then by
using the Cauchy-Euler Method, we need to write our
solution as follows:




Thus, the general solution for is:
, for some
.

3.3 Exercises
1. Given Find the general solution
for . (Hint: No need to find the values of and )
2. Given Find the general solution
for . (Hint: No need to find the values of and )
3. Given Find the general solution for
. (Hint: No need to find the values of , and )

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Chapter 4
Extended Methods of First
and Higher Orders
Differential Equations

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Assume that

and

, then:


Thus, the solution using Integral Factor Method is
written in the following steps:
Step 1: Multiply both sides of by letting

In this chapter, we discuss some new methods such as

Bernulli Method, Separable Method, Exact Method,

Step 2:

Reduced to Separable Method and Reduction of Order

Step 3:
Step 4: Integrate both sides of , we obtain:

Method. We use
higher

orders

these methods to solve first and

linear

and

non-linear

differential

equations. In addition, we give examples about these


methods, and the differences between them and the
previous methods in chapter 2 and chapter 3.

4.1 Bernoulli Method


In this section, we start with two examples about using
integral factor to solve first order linear differential
equations. Then, we introduce Bernulli Method to solve
some examples of first order non-linear differential
equations.
Definition 4.1.1 Given
is a linear differential equation of
order 1. Dividing both sides by , we obtain:

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Step 5: By solving for , and substituting
we obtain:

Thus, the final solution is:


Example 4.1.1 Given Find the

general solution for . (Hint: Use integral factor


method and no need to find the value of )

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Solution: Since does not have

Solution: Since does not have

constant coefficients, and it is a first order non-linear

constant coefficients, and it is a first order non-linear

differential equation, then by using definition 4.1.1, we

differential equation, then by using definition 4.1.1, we

need to use the integral factor method by letting

need to use the integral factor method by letting

, where

, where

and

Hence,

The general solution is written as follows:

Hence,

Thus, the general solution is:


for some .
Example 4.1.2 Given Find the
general solution for . (Hint: Use integral factor
method and no need to find the value of )

80 M. Kaabar

The general solution is written as follows:


and

Thus, the general solution is:


for some .
Definition 4.1.2 Given where
and and is a non-linear differential
equation of order 1. Thus, the solution using Bernoulli
Method is written in the following steps:
Step 1: Change it to first order linear differential
equation by letting .

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Step 2: Find the derivative of both sides for


as follows:

Step 3: Solve for as follows:

Step 4: Since we assumed that , then

, and hence .
Step 5: Substitute what we got above in

as follows:

Step 6: Divide by
as follows:

Step 7: After substitution, we obtain:

Step 8: We substitute in the above equation


as follows:

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Thus, the final solution is:

In the following example, we will show how to use


Bernoulli Method, and we will explore the relationship
between Bernoulli Method and Integral Factor
Method.
Example 4.1.3 Given Find the
general solution for . (Hint: Use Bernoulli method
and no need to find the value of )
Solution: Since does not have
constant coefficients, and it is a first order non-linear
differential equation, then by using definition 4.1.2, we
need to do the following by letting , where in
this example , and and .
Since we assumed that , then

, and

We substitute what we got above in


as follows:

Now, we divide by as follows:

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Then, we substitute

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in as follows:

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The general solution for is: .


Thus, the general solution for is:

Now, we substitute in as follows:

for some .

4.2 Separable Method


In this section, we will solve some differential

Then, we solve for as follows:

equations using a method known as Separable Method.

To solve , we need to use the integral factor method:

This method is called separable because we separate

Hence,

The general solution for is written as follows:

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two different terms from each other.


Definition 4.2.1 The standard form of Separable

Method is written as follows:



Note: it does not matter whether it is the above form or
in the following form:

Example 4.2.1 Solve the following differential
equation:

Solution: By using definition 4.2.1, we need to rewrite


the above equation in a way that each term is
separated from the other term as follows:

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Now, we need to do a cross multiplication for as


follows:

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Now, we need to do a cross multiplication for as


follows:


Then, we integrate both sides of as follows:

Then, we integrate both sides of as follows:

Thus, the general solution is :

4.3 Exact Method

Thus, the general solution is :

In this section, we will solve some differential

Example 4.2.2 Solve the following differential

Derivative Method.

equation:

Solution: By using definition 4.2.1, we need to rewrite


the above equation in a way that each term is
separated from the other term as follows:

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equations using a method known as Exact Method. In


other words, this method is called the Anti-Implicit
Definition 4.3.1 The standard form of Exact Method is
written as follows:

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Then, we solve to find , and our general

Example 4.3.3 Solve the following differential

solution will be as follows: for some constant

equation:

. In other words, the standard form for exact first

Solution: First of all, we need to check for the exact


method as follows: We rewrite the above differential
equation according to definition 4.3.1:


Thus, from the above differential equation, we obtain:
and

order differential equation is: , and it is


considered exact if .
Note: is defined as the first derivative with
respect to and considering as a constant, while
is defined as the first derivative with respect to
and considering as a constant.

as follows:

Example 4.3.1 Given Find .


Solution: By using definition 4.3.1, we first find
by finding the first derivative with respect to and
considering as a constant as follows: .
Then, we find by finding the first derivative
with respect to and considering as a constant as
follows:

Thus, .

Example 4.3.2 Given


Find

Solution: By using definition 4.3.1, we first find


by finding the first derivative with respect to and
considering as a constant as follows:
.
Then, we find by finding the first derivative
with respect to and considering as a constant as
follows:

Thus,

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Now, we need to check for the exact method by finding


We first find by finding the first derivative of
with respect to and considering as a
constant as follows:

Then, we find by finding the first derivative of
with respect to and considering as a
constant as follows:

Since , then we can use the
exact method.
Now, we choose either or
and then we integrate. We will
choose and we will integrate it as
follows:

We need to find as follows:

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Since we selected previously for


integration, then we need to find for as
follows:

Now, we substitute in as
follows:


Then, we integrate both sides of as follows:

Thus, the general solution of the exact method is :


4.4 Reduced to Separable


Method

In this section, we will solve some differential


equations using a method known as Reduced to
Separable Method.
Definition 4.4.1 The standard form of Reduced to

Separable Method is written as follows:

where .

Example 4.4.1 Solve the following differential


equation:

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Solution: By using definition 4.4.1, we first let


, and then, we need to find the first
derivative of both sides of .

Now, we solve for as follows:



Then, we substitute and in

as follows:


Now, we can use the separable method to solve as
follows:
By using definition 4.2.1, we need to rewrite in a
way that each term is separated from the other term
as follows:

Now, we need to do a cross multiplication for as


follows:

Then, we integrate both sides of as follows:


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Now, let , and substitute it in as


follows:

Now, we substitute in as follows:



Hence, is written as follows:

Thus, the general solution is :

4.5 Reduction of Order

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In our example,

Method

Thus, the homogenous solution is written as follows:

In this section, we will solve differential equations

for some .

using a method called Reduction of Order Method.

Example 4.5.1 Given the following differential

Definition 4.5.1 Reduction of Order Method is valid

equation: ,

method only for second order differential equations,

and is a solution to the associated

and one solution to the homogenous part must be

homogenous part. Find ? (Hint: Find first

given. For example, given

, and then write )

and . To find , the differential equation

Solution: By using definition 4.5.1, To find , the

must be written in the standard form (Coefficient of

differential equation must be equal to zero and must

must be 1) as follows:

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also be written in the standard form (Coefficient of


must be 1) as follows:

by as follows:

Now, let

, and substitute it in

as follows:

Hence, is written as follows:


In example 4.5.1,

Since it is impossible to integrate


is enough to write it as:


Therefore,

, then it

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4.6 Exercises
1. Given

We divide both sides of


Copyright 2015 Mohammed K A Kaabar

Find the general

solution for . (Hint: Use Bernoulli method and no


need to find the value of )
2. Given Find the general solution for
. (Hint: Use Bernoulli method and no need to find
the value of )
3. Solve the following differential equation:

4. Solve the following differential equation:


5. Solve the following differential equation:

6. Solve the following differential equation:

7. Solve the following differential equation:


8. Given the following differential equation:
and is a solution
to the associated homogenous part. Find ?

Thus, the homogenous solution is written as follows:


for some

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Chapter 5

a) How long will it take for the temperature of the

Applications of Differential

b) What will be the temperature of the engine 30

engine to cool to ?
minutes from now?

Equations

Solution: Part a: To determine how long will it take for

In this chapter, we give examples of three different

to do the following:

applications of differential equations: temperature,

Assume that is the temperature of engine at the

growth and decay, and water tank. In each section, we

time , and is the constant outside air temperature.

give one example of each of the above applications, and

Now, we need to write the differential equation for this

we discuss how to use what we have learned previously

example as follows:

in this book to solve each problem.

5.1 Temperature Application

where is a constant.

In this section, we give an example of temperature


application, and we introduce how to use one of the

the temperature of the engine to cool to , we need

From , we can write as follows:



differential equations methods to solve it.

From this example, it is given the following:

Example 5.1.1 Thomas drove his car from Pullman,

, , and

WA to Olympia, WA, and the outside air temperature

From , is constant, and the dependent variable

was constant . During his trip, he took a break at

is , while the independent variable is the time .

Othello, WA gas station, and then he switched off the

By substituting in , we obtain:

engine of his car, and checked his car temperature

gauge, and it was . After ten minutes, Thomas

Since is a first order linear differential equation,

checked his car temperature gauge, and it was .

then by using definition 4.1.1, we need to use the

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integral factor method by letting , where

Copyright 2015 Mohammed K A Kaabar

By substituting in , we obtain:

and .
Hence, .

The general solution is written as follows:

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By taking the natural logarithm for both sides of ,


we obtain:

Now, we substitute in as follows:


Then, we need to find the time when by

The general solution is: for some

substituting it in as follows:

Now, we need to find by substituting in

as follows:

By taking the natural logarithm for both sides of ,


we obtain:

Thus,

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Thus, the temperature of the engine will take


approximately minutes to cool to
Part b: To determine what will be the temperature of
the engine 30 minutes from now, we need to do the
following:
We assume that , and then we substitute it in
as follows:


Thus, the temperature of the engine 30 minutes from
now will be approximately .

Copyright 2015 Mohammed K A Kaabar

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a) How long will it take to double number of WSU


students in 2013?
b) What will be the number of WSU students in
2018?
Solution: Part a: To determine how long will it take to
double number of WSU students in 2013, we need to do
the following:
Assume that is the number of WSU students at
any time .
Now, we need to write the differential equation for this
example as follows:

5.2 Growth and Decay

where is a constant.

Application

In this section, we give an example of growth and


decay application, and we introduce how to use one of
the differential equations methods to solve it.
Example 5.2.1 The rate change of number of students
at Washington State University (WSU) is proportional
to the square root of the number of students at any
time . If the number of WSU students in 2013 was
28,686 students2, and suppose that the number of

From , we can write as follows:

From this example, it is given the following:


, and .
From , the dependent variable is , while the
independent variable is the time .
To solve , we need to use separable method as
follows:
By using definition 4.2.1, we need to rewrite in a
way that each term is separated from the other term
as follows:

students at WSU after one year was 32,000 students.

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Now, we need to find by substituting


in as follows:

Now, we need to do a cross multiplication for as


follows:


Then, we integrate both sides of as follows:


Thus,

By substituting in , we obtain:

Thus, the general solution is :

for some .

Then, we rewrite as follows:

We square both sides of as follows:

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Thus,
Now, we substitute in as follows:

Then, we need to find the time when

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by substituting it in as

has a tank that contains initially 350 gallons of

follows:

purified water, given that when , the amount of


minerals is bounds. Suppose that there is a mixture


of minerals containing 0.2 bound of minerals per gallon



years

is poured into the tank at rate of 5 gallons per minute,


while the mixture of minerals goes out of the tank at
rate of 2 gallons per minute.

Thus, it will take approximately years to

a) What is the amount of minerals in the tank of

double the number of WSU students in 2013.

WSU Water Tower at any time ?

Part b: To determine what will be number of WSU

b) What is the concentration of minerals in the

students in 2018, we need to do the following:

tank of WSU Water Tower at minutes?

We assume that , and then we substitute it in


as follows:

students
Thus, the number of WSU students will be
approximately students in 2018.

5.3 Water Tank Application


In this section, we give an example of water tank
application, and we introduce how to use one of the

Solution: Part a: To determine the amount of minerals


in the tank of WSU Water Tower at any time , we
need to do the following:
Assume that is the amount of minerals at any
time , and is the concentration of minerals in the
tank at any time . is written in the following
form:

differential equations methods to solve it.

From this example, it is given the following:

Example 5.3.1 One of the most beautiful places at

, , and

Washington State University campus is known as

WSU Water Tower. Assume thatWSU Water Tower

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Now, we need to rewrite our previous equation for this

example by substituting what is given in the example


itself in as follows:

From , we can write the differential equation as


follows:

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The general solution is:

From , the dependent variable is , while the

for some .

independent variable is the time . Then, we rewrite

Now, we need to find by substituting

as follows:

bounds in as follows:

Since is a first order linear differential equation,

then by using definition 4.1.1, we need to use the

Thus,

integral factor method by letting , where

The amount of minerals in the tank of WSU Water

and .

Tower at any time is:


The general solution is written as follows:

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Part b: To determine the concentration of minerals in


the tank of WSU Water Tower at minutes, we
need to do the following:
We substitute minutes in as follows:

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Appendices
Review of Linear Algebra

Thus, the concentration of minerals in the tank of


WSU Water Tower at minutes is
approximately minutes.

Copyright 2015 Mohammed K A Kaabar

Appendix A: Determinants*
*The materials of appendix A are taken from section
1.7 in my published book titled A First Course in

Linear Algebra: Study Guide for the Undergraduate


Linear Algebra Course, First Edition1.
In this section, we introduce step by step for finding
determinant of a certain matrix. In addition, we
discuss some important properties such as invertible
and non-invertible. In addition, we talk about the
effect of row-operations on determinants.
Definition A.1 Determinant is a square matrix. Given
 , let   where A is

matrix, 
The determinant of A is

represented by  .
Hence,   . (Warning:
this definition works only for matrices).
Example A.1 Given the following matrix:



Find the determinant of A.
Solution: Using definition A.1, we do the following:

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Thus, the determinant of A is 11.
Example A.2 Given the following matrix:



Find the determinant of A.
Solution: Since A is matrix such that
  , then we cannot use definition A.1
because it is valid only for matrices. Thus, we
need to use the following method to find the
determinant of A.
Step 1: Choose any row or any column. It is
recommended to choose the one that has more zeros.
In this example, we prefer to choose the second column
or the first row. Lets choose the second column as
follows:




Step 2: To find the determinant of A, we do the
following: For , since is in the first row and
second column, then we virtually remove the first row
and second column.





For , since is in the second row and second
column, then we virtually remove the second row and
second column.

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For , since is in the third row and second


column, then we virtually remove the third row and
second column.





Step 3: Add all of them together as follows:




Thus, the determinant of A is 16.
Result A.1 Let   . Then, A is invertible
(non-singular) if and only if 

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The above result means that if  , then A is


invertible (non-singular), and if A is invertible (nonsingular), then  .
Example A.3 Given the following matrix:



Is A invertible (non-singular)?
Solution: Using result A.1, we do the following:
 
Since the determinant of A is 0, then A is noninvertible (singular).
Thus, the answer is No because A is non-invertible
(singular).

Definition A.2 Given 
. Assume that

 such that  . To find


 (the inverse of A), we use the following format that
applies only for matrices:




Example A.4 Given the following matrix:




Is A invertible (non-singular)? If Yes, Find  .
Solution: Using result A.1, we do the following:
 
Since the determinant of A is not 0, then A is invertible
(non-singular).

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Thus, the answer is Yes, there exists  according to


definition 1.7.2 as follows:




Result A.2 Let   be a triangular matrix. Then,
 = multiplication of the numbers on the main
diagonal of A.
There are three types of triangular matrix:
a) Upper Triangular Matrix: it has all zeros on the
left side of the diagonal of matrix.

(i.e. 

is an Upper Triangular Matrix).

b) Diagonal Matrix: it has all zeros on both left and


right sides of the diagonal of matrix.

(i.e. 


is a Diagonal Matrix).

c) Lower Triangular Matrix: it has all zeros on the


right side of the diagonal of matrix.

(i.e. 

is a Diagonal Matrix).

Fact A.1 Let   . Then,   .


Fact A.2 Let   . If A is an invertible (nonsingular) matrix, then  is also an invertible (nonsingular) matrix. (i.e.   ).
Proof of Fact A.2 We will show that   .

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We know from previous results that  .

* RiRk (Interchange two rows). It has no effect on

By taking the transpose of both sides, we obtain:

the determinants.



In general, the effect of Column-Operations on

Then,  

determinants is the same as for Row-Operations.

Since , then   .
Similarly,   .
Thus,   .
The effect of Row-Operations on determinants:
Suppose is a non-zero constant, and are row
numbers in the augmented matrix.
* Ri

, ( Multiply a row with a non-zero

constant ).

i.e. 

3R2 --

Assume that  where is known, then


 .
Similarly, if  then

 .

* Ri +Rk -- Rk (Multiply a row with a non-zero


constant ).

i.e.  Ri +Rk -- Rk




Then,  .

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Example A.5 Given the following matrix A with


some Row-Operations:
 2R1 -- A1 3R3 -- A2 -2R4 -- A4
If  , then find 
Solution: Using what we have learned from the effect
of determinants on Row-Operations:
  because  has the first
row of A multiplied by 2.
  because  has the
third row of  multiplied by 3.
Similarly,  
because  has the fourth row of  multiplied by -2.
Result A.3 Assume  with a given
 . Let be a number. Then,  .
Result A.4 Assume  
Then: a)   
b) Assume  exists and  exists.
Then,   
c)  
d)  

e) If  exists, then 
Proof of Result A.4 (b) We will show that
   .

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If we multiply (  ) by (AB), we obtain:

Before reviewing the concepts of set theory, it is

    B =  

recommended to revisit section 1.4, and read the

Thus,   

notations of numbers and the representation of the

Proof of Result A.4 (e) We will show that

three sets of numbers in figure 1.4.1.

Lets explain some symbols and notations of set theory:

 .
Since  , then 
  
Thus, 

Appendix B: Vector Spaces*

means that 3 is an element of

means that is not an element of

{ } means that it is a set.


{5} means that 5 is a subset of , and the set consists of
exactly one element which is 5.

*The materials of appendix B are taken from chapter 2


in my published book titled A First Course in Linear

Definition B.1.1 The span of a certain set is the set of

Algebra: Study Guide for the Undergraduate Linear


Algebra Course, First Edition1.

set.

We start this chapter reviewing some concepts of set

Solution: According to definition B.1.1, then the span

theory, and we discuss some important concepts of

of the set {1} is the set of all possible linear

vector spaces including span and dimension. In the

combinations of the subset of {1} which is 1.

remaining sections we introduce the concept of linear

Hence, Span{1} = .

independence. At the end of this chapter we discuss

Example B.1.2 Find Span{(1,2),(2,3)}.

other concepts such as subspace and basis.

Solution: According to definition B.1.1, then the span

B.1 Span and Vector Spaces

of the set {(1,2),(2,3)} is the set of all possible linear

In this section, we review some concepts of set theory,

(1,2) and (2,3). Thus, the following is some possible

and we give an introduction to span and vector spaces

linear combinations:

including some examples related to these concepts.

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all possible linear combinations of the subset of that


Example B.1.1 Find Span{1}.

combinations of the subsets of {(1,2),(2,3)} which are

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Hence,  .
Example B.1.3 Find Span{0}.
Solution: According to definition B.1.1, then the span
of the set {0} is the set of all possible linear
combinations of the subset of {0} which is 0.
Hence, Span{0} = 0.

Copyright 2015 Mohammed K A Kaabar

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B.2 The Dimension of Vector


Space
In this section, we discuss how to find the dimension of
vector space, and how it is related to what we have
learned in section B.1.
Definition B.2.1 Given a vector space , the dimension

Example B.1.4 Find Span{c} where c is a non-zero

of is the number of minimum elements needed in

integer.

so that their is equal to , and it is denoted by

Solution: Using definition B.1.1, the span of the set {c}

. (i.e. ).

is the set of all possible linear combinations of the

Result B.2.1 .

subset of {c} which is .

Proof of Result B.2.1 We will show that

Thus, Span{c} = .

Claim:

Definition B.1.2

is a set of all points where each point has exactly


coordinates.
Definition B.1.3 is a vector space if satisfies the
following:
a. For every ,
b. For every ,
(i.e. Given then
. Lets assume that
, then for some numbers
).

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Thus, is a subset of ( ).
For every ,
Therefore,
We prove the above claim, and hence
.
Fact 2B.2.1 .
Proof of Fact B.2.1 We will show that
Claim: where

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We cannot find a number such that


We prove the above claim, and hence .
Fact B.2.2 .
Fact B.2.3 .

Copyright 2015 Mohammed K A Kaabar

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Using the distribution property and algebra, we obtain:






B.3 Linear Independence

Thus, none of and is a linear combination of

In this section, we learn how to determine whether

the others which means that and are

vector spaces are linearly independent or not.

linearly independent. This is a contradiction.

Definition B.3.1 Given a vector space , we say

Therefore, our assumption that and were

are linearly independent if none of


them is a linear combination of the remaining .

linearly dependent is false. Hence, and are

(i.e. are linearly independent because


we cannot write them as a linear combination of each
other, in other words, we cannot find a number
such that and ).

Example B.3.2 Given the following vectors:

Definition B.3.2 Given a vector space , we say


are linearly dependent if at least one of
is a linear combination of the others.
Example B.3.1 Assume are linearly
independent. Show that and are linearly
independent.
Solution: We will show that and are
linearly independent. Using proof by contradiction, we
assume that and are linearly dependent.
For some non-zero number , .

120 M. Kaabar

linearly independent.



Are these vectors independent elements?
Solution: First of all, to determine whether these
vectors are independent elements or not, we need to
write these vectors as a matrix.

Each point is a row-operation. We need to

reduce this matrix to Semi-Reduced Matrix.
Definition B.3.3 Semi-Reduced Matrix is a reducedmatrix but the leader numbers can be any non-zero
number.

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Now, we apply the Row-Reduction Method to get the


Semi-Reduced Matrix as follows:




Reduced Matrix.

This is a Semi

Since none of the rows in the Semi-Reduced Matrix


become zero-row, then the elements are independent
because we cannot write at least one of them as a
linear combination of the others.
Example 2.3.3 Given the following vectors:

Copyright 2015 Mohammed K A Kaabar




Matrix.

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This is a Semi-Reduced

Since there is a zero-row in the Semi-Reduced Matrix,


then the elements are dependent because we can write
at least one of them as a linear combination of the
others.

B.4 Subspace and Basis


In this section, we discuss one of the most important

concepts in linear algebra that is known as subspace.

In addition, we give some examples explaining how to


find the basis for subspace.


Are these vectors independent elements?
Solution: First of all, to determine whether these
vectors are independent elements or not, we need to
write these vectors as a matrix.

Definition B.4.1 Subspace is a vector space but we call


it a subspace because it lives inside a bigger vector
space. (i.e. Given vector spaces and , then according
to the figure 2.4.1, is called a subspace of ).


Each point is a row-operation. We

need to reduce this matrix to Semi-Reduced Matrix.
Now, we apply the Row-Reduction Method to get the
Semi-Reduced Matrix as follows:




Figure B.4.1: Subspace of

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Fact B.4.1 Every vector space is a subspace of itself.


Example B.4.1 Given a vector space .
a. Does live in ?
b. Does equal to ?
c. Is a subspace of ?
d. Does equal to
e. Does equal to
Solution: To answer all these questions, we need first
to draw an equation from this vector space, say .
The following figure represents the graph of the above
equation, and it passes through a point .

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Part b: No; does not equal to . To show that we


prove the following claim:
Claim: where
It is impossible to find a number such that

because in this case where .
We prove the above claim, and .
Thus, does not equal to
Part c: Yes; is a subspace of because lives inside
a bigger vector space which is .
Part d: No; according to the graph in figure 2.4.2,
does not belong to .
Part e: Yes; because we can write and as a
linear combination of each other.


Assume , then we obtain:
.

Figure B.4.2: Graph of


Now, we can answer the given questions as follows:

Part a: Yes; lives in .

124 M. Kaabar

Thus, .
Result B.4.1 is a subspace of if satisfies the
following:
a. lives inside .
b. has only lines through the origin .

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Example B.4.2 Given a vector space


.
a. Does live in ?
b. Is a subspace of

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Results B.4.3 and B.4.4 tell us the following: In order


to get all , we need exactly independent points.
Result B.4.5 Assume , then
( points of the are independents).

is a three-dimensional equation, there is no need to

Definition B.4.2 Basis is the set of points that is


needed to the vector space.

draw it because it is difficult to draw it exactly. Thus,

Example B.4.3 Let .

Solution: Since the equation of the above vector space

we can answer the above questions immediately.

a. Find .

Part a: Yes; lives inside .

b. Find a basis for .

Part b: No; since , then is not a subspace


of .

Solution: First of all, we have infinite set of points, and


lives inside . Lets assume the following:

Fact B.4.2 Assume lives inside . If we can write


as a , then it is a subspace of .

Fact B.4.3 Assume lives inside . If we cannot write


as a , then it is not a subspace of .
Fact B.4.4 Assume lives inside . If is in
, then is a subspace of .
Fact B.4.5 Assume lives inside . If is
not in , then is not a subspace of .



Part a: To find , we check whether and
are dependent elements or not. Using what we have
learned so far from section 2.3: We need to write these
vectors as a matrix.

Now, we list the main results on :


Each point is a row-operation. We need to

reduce this matrix to Semi-Reduced Matrix.

Result B.4.2 Maximum number of independent points


is .

Now, we apply the Row-Reduction Method to get the


Semi-Reduced Matrix as follows:

Result B.4.3 Choosing any independent points in ,


say , then .

Result B.4.4 .

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This is a Semi-Reduced Matrix.

Since there is a zero-row in the Semi-Reduced Matrix,


then these elements are dependent because we can
write at least one of them as a linear combination of
the others. Only two points survived in the SemiReduced Matrix. Thus, .
Part b: is a plane that passes through the origin
. Since , then any two independent
points in will form a basis for . Hence, the following
are some possible bases for :
Basis for is .
Another basis for is .
Result B.4.6 It is always true that .
Example B.4.4 Given the following:
.
Find a basis for .
Solution: We have infinite set of points, and lives
inside . Lets assume the following:

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Each point is a row-operation. We

need to reduce this matrix to Semi-Reduced Matrix.
Now, we apply the Row-Reduction Method to get the
Semi-Reduced Matrix as follows:

Matrix.


This is a Semi-Reduced

Since there is no zero-row in the Semi-Reduced Matrix,


then these elements are independent. All the three
points survived in the Semi-Reduced Matrix. Thus,
. Since , then any three
independent points in from the above matrices will
form a basis for . Hence, the following are some
possible bases for :
Basis for is .
Another basis for is .

Another basis for is .

Example B.4.5 Given the following:

We check if and are dependent elements.


Using what we have learned so far from section 2.3
and example 2.4.3: We need to write these vectors as a
matrix.

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a. Show that is a subspace of .


b. Find a basis for .
c. Rewrite as a .

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Solution: We have infinite set of points, and lives


inside .

Part a: We write each coordinate of as a linear


combination of the free variables and .

Solution: We have infinite set of points, and lives


inside . We try write each coordinate of as a linear
combination of the free variables and .

is not a linear combination of and .


Since it is possible to write each coordinate of as a
linear combination of the free variables and , then
we conclude that is a subspace of .
Part b: To find a basis for , we first need to find
. To find , lets play a game called (ONOFF GAME) with the free variables

Now, we check for independency: We already have the



Thus, .
Semi-Reduced Matrix:

Hence, the basis for is .


Part b: Since we found the basis for , then it is easy
to rewrite as a as follows:

Fact B.4.6
Example B.4.6 Given the following:

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Is a subspace of ?

We assume that , and .


If , then .
Since it is impossible to write each coordinate of as a
linear combination of the free variables and , then
we conclude that is not a subspace of .
Example B.4.7 Form a basis for .
Solution: We just need to select any random four
independent points, and then we form a matrix
with four independent rows as follows:


Note: is a number.

Lets assume the following:






Thus, the basis for , and

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Example B.4.8 Form a basis for that contains the

Is ?

following two independent points:

Solution: We have infinite set of points, and lives


inside . There are two different to solve this
example:

.
Solution: We need to add two more points to the given
one so that all four points are independent. Lets

assume the following:


This is a random point.
This is a random point.
Then, we need to write these vectors as a matrix.

Each point is a row-operation. We


need to reduce this matrix to Semi-Reduced Matrix.
Now, we apply the Row-Reduction Method to get the
Semi-Reduced Matrix as follows:

This is a Semi-Reduced Matrix.


Thus, the basis for is
.
Example B.4.9 Given the following:

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The First Way: Lets assume the following:

We start asking ourselves the following question:


Question: Can we find and such that
?
Answer: Yes but we need to solve the following system
of linear equations:




Using what we have learned from chapter 1 to solve
the above system of linear equations, we obtain:

Hence, Yes:
The Second Way (Recommended): We first need to find
, and then a basis for . We have to write
as a matrix.

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Each point is a row-operation. We


need to reduce this matrix to Semi-Reduced Matrix.

Appendix C: Homogenous

Now, we apply the Row-Reduction Method to get the


Semi-Reduced Matrix as follows:

Systems*




Matrix.

This is a Semi-Reduced

*The materials of appendix C are taken from chapter 3


in my published book titled A First Course in Linear

Algebra: Study Guide for the Undergraduate Linear


Algebra Course, First Edition1.
In this chapter, we introduce the homogeneous
systems, and we discuss how they are related to what

Since there is a zero-row in the Semi-Reduced Matrix,


then these elements are dependent. Thus, .

we have learned in chapter B. We start with an

Thus, Basis for is , and

one of the most important topics in linear algebra

which is linear transformation. At the end of this

Now, we ask ourselves the following question:

chapter we discuss how to find range and kernel, and

Question: Can we find and such that


?
Answer: Yes:

their relation to sections C.1 and C.2.

C.1 Null Space and Rank


In this section, we first give an introduction to
homogeneous systems, and we discuss how to find the
null space and rank of homogeneous systems. In

addition, we explain how to find row space and column

space.

Thus, . Hence, Yes:

134 M. Kaabar

introduction to null space and rank. Then, we study

Definition C.1.1 Homogeneous System is a


system of linear equations that has all zero constants.

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(i.e. the following is an example of homogeneous


system):

Imagine we have the following solution to the
homogeneous system: .
Then, this solution can be viewed as a point of (here
is ) :
Result C.1.1 The solution of a homogeneous system
can be written as
.
Result C.1.2 All solutions of a homogeneous system
form a subset of , and it is equal to the
number of variables.
Result C.1.3 Given a homogeneous system . We



write it in the matrix-form: where is a

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is a solution. We write them in the matrix-form:





and







Now, using algebra:




By taking as a common factor, we obtain:



Thus, is a solution.
Fact C.1.1 If is a solution, and

coefficient. Then, the set of all solutions in this system

, then is a solution.

is a subspace of .

Fact C.1.2 The only system where the solutions form a

Proof of Result C.1.3 We assume that

vector space is the homogeneous system.

and are two

Definition C.1.2 Null Space of a matrix, say is a set

solutions to the above system. We will show that

of all solutions to the homogeneous system, and it is


denoted by or .

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Definition C.1.3 Rank of a matrix, say is the number


of independent rows or columns of , and it is denoted
by .
Definition C.1.4 Row Space of a matrix, say is the
of independent rows of , and it is denoted by
.
Definition C.1.5 Column Space of a matrix, say is the
of independent columns of , and it is denoted by
.
Example C.1.1 Given the following matrix:

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Step 2: Apply what we have learned from chapter 1 to


solve systems of linear equations use Row-Operation
Method.




Matrix.


This is a Completely-Reduced

Step 3: Read the solution for the above system of linear


equations after using Row-Operation.


a. Find .

Free variables are and .

b. Find .

Assuming that , . Then, the solution of the


above homogeneous system is as follows:

c. Rewrite as .
d. Find .
e. Find .
Solution: Part a: To find the null space of , we need to
find the solution of as follows:
Step 1: Write the above matrix as an AugmentedMatrix, and make all constants terms zeros.

Copyright 2015 Mohammed K A Kaabar




Thus, according to definition 3.1.2,
, .
Part b: It is always true that

Here, .

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Definition C.1.6 The nullity of a matrix, say is the

Result C.1.6 Let be matrix. The geometric

dimension of the null space of , and it is denoted by

meaning of

or .

lives inside .

Part c: We first need to find a basis for as


follows: To find a basis for , we play a game
called (ON-OFF GAME) with the free variables and

Result C.1.7 Let be matrix. Then,

.
Example C.1.2 Given the following matrix:

a. Find .

The basis for .

b. Find .

Thus, .

c. Find .

Part d: To find the rank of matrix , we just need to


change matrix to the Semi-Reduced Matrix. We
already did that in part a. Thus,
Part e: To find the row space of matrix , we just need
to write the of independent rows. Thus,

It is also a subspace of .
Result C.1.4 Let be matrix. Then,
.
Result C.1.5 Let be matrix. The geometric
meaning of lives
inside .

Solution: Part a: To find the row space of , we need to


change matrix to the Semi-Reduced Matrix as
follows:

This is a Semi-Reduced Matrix. To find the row space


of matrix , we just need to write the of
independent rows. Thus,

Part b: To find the column space of , we need to
change matrix to the Semi-Reduced Matrix. We
already did that in part a. Now, we need to locate the
columns in the Semi-Reduced Matrix of that contain
the leaders, and then we should locate them to the
original matrix .

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(i.e.

Semi-Reduced Matrix

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).

Fact C.2.3 is equivalent to as a vector space.

(i.e.

Matrix

).

After knowing the above


polynomials as follows:

Each remaining columns is a linear combination of the


first and fourth columns.

facts,

we

introduce

Thus, .

The algebraic expression of polynomials is in the


following from:

Part c: To find the rank of matrix , we just need to

are coefficients.

change matrix to the Semi-Reduced Matrix. We

are exponents that must be positive


integers whole numbers.

already did that in part a. Thus,


is a constant term.

C.2 Linear Transformation


We start

this section

with

an

introduction

to

polynomials, and we explain how they are similar to

The degree of polynomial is determined by the highest


power (exponent).
We list the following examples of polynomials:
x

(i.e.

Before discussing polynomials, we need to know the


following mathematical facts:

Fact C.2.1 is a vector space.

, , , but
).
(i.e.
).
If , then .

is not a polynomial.

as vector spaces. At the end of this section we


discuss a new concept called linear transformation.

Fact C.2.2 is equivalent to as a vector space.

Result C.2.1 is a vector space.

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Fact C.2.4 as a vector space same as


.

Then, we apply the Row-Reduction Method to get the


Semi-Reduced Matrix as follows:

Result C.2.2 is a vector space, and it is the same as


. (i.e. .
Note: The above form is in an ascending order.

Result C.2.3
Fact C.2.5
. (i.e. ).
Example C.2.1 Given the following polynomials:
.
a. Are these polynomials independent?
b. Let . Find a
basis for .


This is a Semi-Reduced


Matrix.
Since there is a zero-row in the Semi-Reduced Matrix,
then these elements are dependent. Thus, the answer
to this question is NO.
Part b: Since there are only 2 vectors survived after
checking for dependency in part a, then the basis for
.

Solution: Part a: We know that these polynomial live


in , and as a vector space is the same as . According
to result 3.2.2, we need to make each polynomial
equivalent to as follows:

Result C.2.4 Given points in where


. Choose one particular point, say , such that
where are

constants. If are unique, then


are independent.



Now, we need to write these vectors as a matrix.

Each point is a row-operation. We need



to reduce this matrix to Semi-Reduced Matrix.

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Note: The word unique in result 3.2.4 means that


there is only one value for each of .
Proof of Result C.2.4 By using proof by contradiction,
we assume that where
are constants. Our assumption means that
it is dependent. Using algebra, we obtain:

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Part c: Proof: We assume that ,

, and . We will show that is a linear

Thus, none of them is a linear combination of the

transformation. Using algebra, we start from the Left-

others which means that they are linearly

Hand-Side (LHS):

independent. This is a contradiction. Therefore, our

assumption that were linearly

dependent is false. Hence, are linearly

independent.

Now, we start from the Right-Hand-Side (RHS):

Result C.2.5 Assume are independent and


. Then, there exists unique
number such that
.

Linear Transformation:
Definition C.2.1 where is a domain and
is a co-domain. is a linear transformation if for every
and , we have the following:
.
Example C.2.2 Given where is a domain
and is a co-domain. .

Thus, is a linear transformation.

a. Find .
b. Find .
c. Show that is a linear transformation.
Solution: Part a: Since ,
then . Thus,
.
Part b: Since , then
. Thus,
.

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Result C.2.6 Given . Then,


Each coordinate is a linear
combination of the .
Example C.2.3 Given where is a domain
and is a co-domain.
a. If , is
a linear transformation?
b. If , is
a linear transformation?
Solution: Part a: Since 13 is not a linear combination of
. Thus, is not a linear transformation.
Part b: Since 0 is a linear combination of .
Thus, is a linear transformation.

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Example C.2.4 Given where is a domain


and is a co-domain. If ,
is a linear transformation?
Solution: Since is not a linear combination of
. Hence, is not a linear transformation.
Example C.2.5 Given . If , is a
linear transformation?
Solution: Since it is a linear combination of such
that . Hence, is a linear transformation.

Example C.2.6 Find the standard basis for .


Solution: The standard basis for is the rows of .

Since

, then the standard basis for is

Example C.2.7 Find the standard basis for .


Solution: The standard basis for is the rows of .

Since , then the standard basis for is

.
Example C.2.8 Find the standard basis for .
Solution: The standard basis for is .
Example C.2.9 Find the standard basis for .
Solution: The standard basis for is .

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Example C.2.10 Find the standard basis for


.
Solution: The standard basis for is

because


as a vector space where standard basis

for is the rows of that


are represented by matrices.
Example C.2.11 Let be a linear
transformation such that


Find .
Solution: The given points are and . These
two points are independent because of the following:

Every point in is a linear combination of and


. There exists unique numbers and such
that .


Now, we substitute in , we obtain:


Hence, .

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Thus, .
Example C.2.12 Let be a linear
transformation such that . Find .
Solution: Since it is a linear transformation, then
. If it is not a linear
transformation, then it is impossible to find .

C.3 Kernel and Range


In this section, we discuss how to find the standard

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a.
b.
c.
d.

Find the Standard Matrix Representation.


Find .
Find .
Find .

Solution: Part a: According to definition 3.3.1, the


Standard Matrix Representation, lets call it , here is
. We know from section 3.2 that the standard
basis for domain (here is ) is .
We assume the following:

matrix representation, and we give examples of how to

find kernel and range.

matrix.

Now, we substitute each point of the standard basis for


domain in as
follows:

Definition C.3.2 Given where is a

domain and is a co-domain. Kernel is a set of all

Our goal is to find so that .

Definition C.3.1 Given where is a


domain and is a co-domain. Then, Standard Matrix
Representation is a matrix. This means that it is

points in the domain that have image which equals to


the origin point, and it is denoted by . This
means that .
Definition C.3.3 Range is the column space of standard
matrix representation, and it is denoted by .
Example C.3.1 Given where is a domain
and is a co-domain.

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This is the Standard Matrix


Representation. The first, second and third columns
represent .

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Part b: Since , then

is equivalent to . This lives in the

co-domain. Thus, .

This is a Completely


Reduced Matrix. Now, we need to read the above
matrix as follows:

To write the solution, we need to assume that


.

Part c: According to definition 3.3.2, is a set of


all points in the domain that have image .
Hence, . This means the

following:

Since , then we need to find as


follows:

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Hence, and .

By letting , we obtain:
, and

Thus, .

Part d: According to definition 3.3.3, is the


column space of . Now, we need to locate the columns
in the Completely-Reduced Matrix in part c that
contain the leaders, and then we should locate them to
the original matrix as follows:


Completely-Reduced Matrix

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Solution:

Orignial Matrix

Thus, .
Result C.3.1 Given where is a domain
and is a co-domain. Let be a standard matrix
representation. Then,
.
Result C.3.2 Given where is a domain
and is a co-domain. Let be a standard matrix
representation. Then, =
Number of Independent Columns.
Result C.3.3 Given where is a domain
and is a co-domain. Let be a standard matrix
representation. Then, .
Result C.3.4 Given where is a domain
and is a co-domain. Let be a standard matrix
representation. Then,
.


Part a:

Part b: To find , we set equation of , and


.

Thus,

Hence,

. We also know that

because there is one free variable. In


addition, we can also find basis by letting be any
real number not equal to zero, say , as follows:

Thus, .
Part c: It is very easy to find range here.
because we linearly transform from a second degree
polynomial to a real number. For example, if we
linearly transform from a third degree polynomial to a
second degree polynomial, then the range will be .

Example C.3.2 Given . is


a linear transformation.
a. Find .
b. Find .
c. Find .

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Answers to Odd-Numbered
Exercises
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1.7 Exercises

1.

3.

5.
7.

9.
11.
13.

15. Assume . Then, we obtain:



17.

19.
21. and

2.3 Exercises
1. for some
3.
for some

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5.
for some

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Index

7. It is impossible to describe

3.3 Exercises

Applications of Differential Equations, 96

1.

for

some

3.

for some
5. It is impossible to use Cauchy-Euler Method
because the degrees of and are not equal to each
other when you substitute them in the given
differential equation.

4.6 Exercises

1.
3. for some

5. for some
7. for some

B
Basis, 123
Bernoulli Method, 78

C
Cauchy-Euler Method, 74
Constant Coefficients, 51
Cramers Rule, 46

D
Determinants, 109
Differential Equations, 9
Dimension of Vector Spaces, 119

E
Exact Method, 87

G
Growth and Decay Applications, 100

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Homogenous Linear Differential Equations (HLDE), 51

Separable Method, 85
Subspace, 123

I
Initial Value Problems (IVP), 27
Inverse Laplace Transforms, 24

T
Temperature Application, 96

Kernel and Range, 150

Undetermined Coefficients Method, 60

Laplace Transforms, 9
Linear Equations, 45
Linear Independence, 120
Linear Transformations, 142

Variation Method, 67

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W
Water Tank Application, 104

Null Space and Rank, 135

P
Properties of Laplace Transforms, 33

R
Reduced to Separable Method, 90
Reduction of Order Method, 92

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Bibliography

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[1] Kaabar, M.K.: A First Course in Linear Algebra:


Study Guide for the Undergraduate Linear Algebra
Course. CreateSpace, Charleston, SC (2014)
[2] Quick Facts. http://about.wsu.edu/about/facts.aspx
(2015). Accessed 01 Jan 2015

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