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Mathematics for

Engineering III

Norton University
Year 2010

Mathematics for Engineering III

Contents
Page
Chapter 1
Partial Differentiation
1
Functions of Two or More Variables ....................................................................1
2
Limits and Continuity ...........................................................................................2
3
Partial Derivatives .................................................................................................3
4
Directional Derivatives and Gradients ..................................................................7
4.1 Directional Derivatives and Gradients of Two-Variable Funct ...................7
4.2 Directional Derivatives and Gradients of Three-Variable Function ............8
5
Total Differential ..................................................................................................9
6
Chanin Rule ........................................................................................................10
Chapter Exercises .......................................................................................................11
Chapter 2
Multiple Integral
1
Double Integral ...................................................................................................15
1.1 Definition ...................................................................................................15
1.2 Properties of double integrals ....................................................................15
1.3 The Computation of Double Integral .........................................................16
1.4 Change of Variables in Double Integrals ...................................................17
2
Triple Integral .....................................................................................................17
2.1 Definition ...................................................................................................18
2.2 The Computation of Triple Integral ...........................................................18
2.3 A z-Simple Region .....................................................................................18
2.4 Change of Variables in Triple Integrals .....................................................19
3
Applications ........................................................................................................20
3.1 Computation of a Plane Area .....................................................................20
3.2 The Volume of a Solid ...............................................................................20
3.3 Surface Area as a Double Integral .............................................................21
3.4 Mass and Center of Mass ...........................................................................22
3.5 Moments of Inertia .....................................................................................24
Chapter Exercises
.............................................................................................25
Chapter 3
Ordinary Differential Equation I
1
Introduction .........................................................................................................31
1.1 What is a differential Equation? ................................................................31
1.2 Order of a Differential Equation .......................................................... 31
1.3 Linear and Nonlinear Differential Equations.............................................31
1.4 Solutions ............................................................................................ 32
1.5 Implicit/Explicit Solution...........................................................................32
1.6 Initial-Value Problem (IVP) ......................................................................33
1.7 General Solution of a Differential Equation ..............................................34
2
Separable Equations ............................................................................................35
3
First Order Linear Equations ..............................................................................37
4
Bernoulli Equations ............................................................................................39
5
Riccati Equation ..................................................................................................41
6
Exact Equations ..................................................................................................42
7
Homogeneous Equations ....................................................................................45

Chapter 4
Ordinary Differential Equation II
1
Second Order Nonlinear Equations ....................................................................49
2
Homogeneous Linear Differential Equation .......................................................51
2.1 Linear Independence ...................................................................................51
2.2 Wronskian ...................................................................................................52
3
Reduction of Order .............................................................................................53
4
Homogeneous Linear Equation with Constant Coefficients ...............................54
4.1 Auxiliary Equation with Distinct Real Roots ............................................54
4.2 Auxiliary Equation with Repeated Real Roots ..........................................56
5
Non-homogeneous Linear Differential Equation with constant Coefficients.....57
5.1 Using the Method of Reduction of Order to Find a Particular Solution ....58
5.2 Method of undetermined coefficients ........................................................59
5.3 Variation of Parameters .............................................................................64
Chapter 5

Linear System of ODEs .....................................................67

Bibliography ................................................................................................................71

Lecture Note

Partial Differentiation

Chapter 1

Partial Differentiation
1 Functions of Two or More Variables
Definition
A function of two real variables, x and y is a rule that assigns a unique real
number f ( x, y ) to each point ( x, y ) in some set D of the xy-plane.
A function of three variables, x, y, and z is a rule that assigns a unique real
number f ( x, y, z ) to each point ( x, y, z ) in some set D of three-dimensional

space.
The set D in these definitions is the domain of the function; it is the set of
points at which the function is defined.
In general, a function of n real variables, x1 , x2 , , xn , is regarded as a rule that

assigns a unique real number f ( x1 , x2 , , xn ) to each point ( x1 , x2 , , xn ) in some set

of n-dimensional space.
Example 1
f : ( x, y )
f ( x, y ) = 2 x 2 y is a function of 2 variables. If x=1 and y=3, then the
value of the function is f (1,3) = 2 12 3 = 6 .
Note

We can denote z = f ( x1 , x2 ,..., xn ) and we call z the dependent variable and

x1 , x2 ,..., xn the independent variables.


For the function of two variables z = f ( x, y ) , its domain is a set of point ( x, y ) of the

xy-plane, on which f ( x, y ) is defined. The set of point P ( x, y, z = f ( x, y ) ) represents

the graph of z = f ( x, y ) . It is a surface in 3-space.


Example 2

State the domain of z = f ( x, y ) = 1 x y


2

1
2

Solution
f is defined if1 x 2 y 2 0 x 2 + y 2 1 . Hence the
domain of f is the points on the disc with radius of unity. (Fig. 1)
Fig.1
1

Example 3

Find the domain of z = f ( x, y ) =

1
1 x 1 y
2

1
2

Solution
1

Fig. 2

Lecture Note

Partial Differentiation

1 x 2 > 0 x < 1
z is defined if

. Hence the domain is the set of points


2
1 y > 0 y < 1
inside of the rectangle. (See fig. 2)
Level Curves
Each horizontal plane z = C intersects the surface z = f ( x, y ) in a curve. The
projection of this curve on xy-plane is called a level curve.
The surface z = f ( x, y )
Plane z = c

The level curve

2 Limits and Continuity


Limit of a Function of Two Variables
The limit statement
lim
f ( x, y ) = L
( x , y )( x0 , y0 )

means that for each given number > 0 , there exists a


number > 0 so that whenever ( x, y ) is a point in the

y
y0

domain D of f such that


0<

then

( x x0 ) + ( y y0 )
2

<

x0

f ( x, y ) L <

or

lim

( x , y )( x0 , y0 )

f ( x, y ) = L > 0, > 0 : ( x, y ) D, 0 <

( x x0 ) + ( y y0 )
2

<

f ( x, y ) L <
N.b: If the

lim

( x , y )( x0 , y0 )

f ( x, y ) is not the same for all approaches or paths within

the domain of f then the limit does not exist.


Example 1
x 2 + x xy y
Evaluate lim
( x , y )( 0,0 )
x y
Solution
x 2 + x xy y ( x + y )( x y )
For x y f ( x, y ) =
=
= x +1
x y
x y

Lecture Note

Partial Differentiation

lim

( x , y )( 0,0 )

f ( x, y ) =

lim

( x , y )( 0,0 )

( x + 1) = 1

Example 2

2 xy
, show that lim f ( x, y ) doesnt exist by evaluating this limit
( x , y )( 0,0 )
x + y2
along the x-axis, the y-axis, and along the line y = x .
Solution
First note that the denominator is zero at ( 0, 0 ) , so f ( 0, 0 ) is not defined. If we
If f ( x, y ) =

approach the origin along the x-axis (where y = 0 ), we find that


2x ( 0)
f ( x, 0 ) = 2
=0
x +0
So f ( x, y ) 0 as ( x, y ) ( 0, 0 ) along y = 0 (and x 0 ). If we approach the origin
along the y-axis (where x = 0 ), we find that
2 (0) y
f ( x, 0 ) =
=0
0 + y2
So f ( x, y ) 0 as ( x, y ) ( 0, 0 ) along x = 0 (and y 0 ).
However, along the line y = x , the functional values are
2x2
f ( x , y ) = f ( x, x ) = 2
= 1 for x 0
x + x2
so f ( x, y ) 1 as ( x, y ) ( 0, 0 ) along y = x . Because f ( x, y ) tends toward different
numbers as ( x, y ) ( 0, 0 ) along the different paths, it follows that f has no limit at the
origin ( 0, 0 ) .
Example 3
Assuming each limit exists, evaluate:
a.

lim

( x , y )( 3, 4

(x
)

+ xy + y 2 (ans: 13) b.

2 xy
4
(ans: )
2
( x , y )(1,2 ) x + y
5
lim

Continuity of a Function of Two Variables


The function f ( x, y ) is continuous at the point ( x0 , y0 ) if

(i). f ( x0 , y0 ) is defined.
(ii).
(iii).

lim

f ( x, y ) exists.

lim

f ( x, y ) = f ( x0 , y0 )

( x , y )( x0 , y0 )
( x , y )( x0 , y0 )

The function f is continuous on a set S if it is continuous at each point in S.


Limit and Continuity for function of three variables
The limit statement
lim
f ( x, y , z ) = L
( x , y , z )( x0 , y0 , z0 )

Lecture Note

Partial Differentiation

means that for each > 0, > 0 such that f ( x, y, z ) L < whenever
f ( x, y, z ) is a point in the domain of f such that

( x x0 ) + ( y y0 ) + ( z z0 ) <
The function f ( x, y, z ) is continuous at the point P0 ( x0 , y0 , z0 ) if
(i). f ( x0 , y0 , z0 )
lim
f ( x, y , z )
(ii).
( x , y , z ) ( x , y , z )
2

0<

(iii).

lim

( x , y , z )( x0 , y0 , z0 )

f ( x, y, z ) = f ( x0 , y0 , z0 )

3 Partial Derivatives

If z = f ( x, y ) then the partial derivatives of f with respect to x and y are the function
f x and f y , respectively defined by
f x ( x, y ) = lim

x 0

f y ( x, y ) = lim

f ( x + x, y ) f ( x, y )
x
f ( x, y + y ) f ( x, y )

y 0

provided the limits exist.


Example 1
f ( x, y ) = x3 y + x 2 y 2 . Find f x , f y

Solution

f x ( x, y ) = 3 x 2 y + 2 xy 2
f y ( x, y ) = x 3 + 2 x 2 y

Alternative Notations for Partial Derivatives


For z = f ( x, y ) , the partial derivatives f x , f y are denoted by

f z
f ( x, y ) = z x = Dx ( f )
=
=
x x x
f z
f y ( x, y ) =
f ( x, y ) = z y = D y ( f )
=
=
y y y

f x ( x, y ) =

The values of the partial derivatives of f ( x, y ) at the point ( a, b ) are denoted


by

f
f
= f x ( a, b ) and
y
x ( a , b )

= f y ( a, b )
( a,b)

Example 2

Let z = x 2 sin 3x + y 3 . Evaluate

z
x ( 3,0 )

Solution

Lecture Note

Partial Differentiation

z
= 2 x sin ( 3x + y 3 ) + x 2 cos ( 3 x + y 3 ) ( 3)
x
= 2 x sin ( 3x + y 3 ) + 3x 2 cos ( 3 x + y 3 )
Thus,
z


= 2 sin + 3 cos
x ( 3,0)
3
3
2

2
2
2
( 0 ) + ( 1) =
3
3
3

Example 3
Let f ( x, y, z ) = x 2 + 2 xy 2 + yz 3 . Determine: f x , f y and fz .

Solution

We treat y, z as constants, then f x ( x, y, z ) = 2 x + 2 y 2


We treat x, z as constants, then f y ( x, y, z ) = 4 xy + z 3
We treat x, y as constants, then f z ( x, y, z ) = 3 yz 2

Example 3
Let z be defined implicitly as a function of x and y by the equation x 2 z + yz 3 = x
Determine z x and z y

Solution
Differentiate implicitly with respect to x, treating y as a constant:
z
z
2 xz + x 2 + 3 yz 2
=1
x
x
Then solve this equation for z x :
z
1 2 xz
= 2
x x + 3 yz 2
Similarly, holding x constant and differentiating implicitly with respect to y,
we find
z
z
x2
+ z 3 + 3 yz 2
=0
y
y
So that
z
z3
=
y x 2 + 3 yz 2
Partial Derivative as a slope
The line parallel to the xz-plane and tangent to the surface z = f ( x, y ) at the

point P0 ( x0 , y0 , z0 ) has slope f x ( x0 , y0 ) . Likewise, the tangent line to the surface at


P0 that parallel to the yz-plane has slope f y ( x0 , y0 ) .
Example 4
Find the slope of the line that is parallel to the xz-plane and tangent to the surface
z = x x + y at the point P (1,3, 2 )

Solution

Lecture Note

Partial Differentiation

If f ( x, y ) = x x + y = x ( x + y ) then the required slope is f x (1,3)


12

f x ( x, y ) =

9
x
+ x + y . Thus, f x (1,3) =
4
2 x+ y

Higher-Order Partial Derivatives


Given z = f ( x, y ) , then
Second order partial derivatives
2 f
f
= = ( f x ) x = f xx
2
x
x x
2
f
f
= = ( f y ) = f yy
2
y
y
y y
Mixed second-order partial derivatives
2 f
f
= = ( f y ) = f yx
x
xy x y

Note

2 f
f
= = ( f x ) y = f xy
yx y x
The notation f xy means that we differentiate first with respect to x and then

with respect to y, while

2 f
means just the opposite (differentiate with respect to y
xy

first and then


with respect to x).
Example 5
For z = f ( x, y ) = 5 x 2 2 xy + 3 y 3 , determine these higher-order partial derivatives.
a.

2 f
xy

b.

2 f
yx

c.

2 z
x 2

d. f xy ( 3, 2 )

Solution
a. First differentiate with respect to y, then to x
f
= 2 x + 9 y 2
y
2 f
f
= = ( 2 x + 9 y 2 ) = 2
xy x y x
b. Differentiate first with respect to x and then with respect to y.
f
= 10 x 2 y
x
2 f
f
= = (10 x 2 y ) = 2
yx y x y
c. Differentiate with respect to x twice:
2 f
f
= = (10 x 2 y ) = 10
2
x
x x x

Lecture Note

Partial Differentiation

d. Evaluate the mixed partial found in part b at the point ( 3, 2 )


f xy ( 3, 2 ) = 2 .

Remark

If the function f ( x, y ) has mixed second-order partial

derivatives f xy and f yx that are continuous in an open disk containing ( x0 , y0 ) ,


then
f yx ( x0 , y0 ) = f xy ( x0 , y0 )
In fact this remark is a theorem with the proof omitted here.
Example 6
Determine f xy , f yx , f xx , f xxy where f ( x, y ) = x 2 ye y

Solution
We have the partial derivatives
f x = 2 xye y
f y = x 2 e y + x 2 ye y
The mixed partial derivatives are
f xy = ( f x ) y = 2 xe y + 2 xye y
f xx = ( f x ) x = 2 ye y

f yx = x 2 e y + x 2 ye y

and f xxy = ( f xx ) y = 2e y + 2 ye y

Example 7
By direct calculation, show that f xyz = f yzx = f zyx for the function
f ( x, y, z ) = xyz + x 2 y 2 z 4 .

4 Directional Derivatives and Gradients


4.1 Directional Derivatives and Gradients of Two-Variable Function
Directional Derivative
Let f be a function of two variables, and let u = u1i + u2 j be a unit vector. The
directional derivative of f at P0 (x0 , y 0 ) in the direction of u is given by

Du f ( x0 , y0 ) = lim
h 0

f ( x0 + hu1 , y0 + hu2 ) f ( x0 , y0 )
h

provided the limit exists.


Let f ( x, y ) be a function that is differentiable at P0 ( x0 , y 0 ) . Then f has a
directional derivative in the direction of the unit vector u = u1 i + u2 j given by
Du f ( x0 , y0 ) = f x ( x0 , y0 ) u1 + f y ( x0 , y0 ) u2

Example 1
Find the derivative of f ( x, y ) = 3 2 x 2 + y 3 at the point P (1, 2 ) in the direction of the

1
3
unit vector u = i
j
2
2
Solution
The partial derivative f x ( x, y ) = 4 x and f y ( x, y ) = 3 y 2 . Then since
u1 =

1
3
and u 2 =
, we have
2
2

Lecture Note

Partial Differentiation

3
1
Du f (1, 2 ) = f x (1, 2 ) + f y (1, 2 )

2
2
= 2 6 3
The Gradient
Let f be a differential function at ( x, y ) and let f ( x, y ) have partial derivatives
f x ( x, y ) and f y ( x, y ) . Then the gradient of f , denoted by f , is a vector
given by

f ( x, y ) = f x ( x, y ) i + f y ( x , y ) j

The value of the gradient at the point P0 ( x0 , y 0 ) is denoted by


f 0 = f x ( x0 , y0 ) i + f y ( x0 , y0 ) j
Example 2
Find the gradient of the function f ( x, y ) = x 2 y + y 3
Solution

f x ( x, y ) = ( x 2 y + y 3 ) = 2 xy
f y ( x, y ) = ( x 2 y + y 3 ) = x 2 + 3 y 2
x
y
then
f ( x, y ) = 2 xyi + ( x 2 + 3 y 2 ) j
Theorem:
If f is a differentiable function of x and y, then the directional derivative of
f at the point P0 ( x0 , y0 ) in the direction of the unit vector u is
Du f ( x0 , y0 ) = f 0 u

(The proof is consider an exercise)

Example 3
Find the directional derivative f ( x, y ) = ln ( x 2 + y 3 ) at the point P0 (1, 3) in the

direction of v = 2i 3 j .
Solution
f x ( x, y ) =

2x
2
, so f x (1, 3) =
3
x +y
26
2

3y2
27
, so f y (1, 3) =
3
2
x +y
26
2
27
Thus, f 0 = f (1, 3) = i
j
26 26
A unit vector in the direction of v is
v
2i 3 j
1
u= =
2i 3 j
=
2
13
v
2 2 + ( 3 )
f y ( x, y ) =

Thus
2 2 27 3
Du ( x, y ) = f 0 u =
+

26 13 26 13

4.2 Directional Derivatives and Gradients of Three-Variable Function


8

Lecture Note

Partial Differentiation

Directional Derivatives
Let f ( x, y, z ) be a differentiable function at the point P0 ( x0 , y0 , z0 ) , and let
u = ( u1 , u2 , u3 ) be a unit vector. The directional derivative of f at the point P0 in

the direction of u is given by


Du f ( x0 , y0 , z0 ) = f x ( x0 , y0 , z0 ) u1 + f y ( x0 , y0 , z0 ) u2 + f z ( x0 , y0 , z0 ) u3
Gradient
The gradient of the the function of three variable x, y, and z
f = f x ( x , y , z ) i + f y ( x , y , z ) j + f z ( x, y , z ) k

and, hence, at any point P ( x, y, z ) , the directional derivative of f in the


dirction of a unit vector u is

Du f = f ( x, y, z ) u

Example 4
Find the directional derivative of f ( x, y, z ) = x 2 y yz 3 + z at the point (1, 2,0 ) in the

direction of the vector a = 2i + j 2k .


Solution
We can find
f x ( x, y, z ) = 2 xy, f y ( x, y, z ) = x 2 z 2 , f z = 1 3 yz 2
Basic Properties of the gradient
Let f and g be differentiable functions. Then
Constant rule:
Linearity rule:

c = 0 for any constant c


( af + bg ) = af + bg for constant a and b

Product rule :

( fg ) = f g + g f

Quotient rule :
Power rule

f g f f g
=
,g 0
g2
g
( f n ) = nf n 1f

(The proof are considered exercises)

5 The Total Differential

For a function of one variable, y = f ( x ) , we defined the differential dy to be

dy = f ( x ) dx . For the two-variable case, we make the following analogous

definition.
Definition
The total differential of the function f ( x, y ) is

f
f
dx + dy = f x ( x, y ) dx + f y ( x, y ) dy
x
y
where dx and dy are independent variables. Similarly, for a function of three
variables w = f ( x, y, z ) the total differential is
df =

df =

f
f
f
dx + dy + dz
x
y
z

Lecture Note

Partial Differentiation

Example
Determine the total differential of the given functions:
a. f ( x, y, z ) = 2 x 3 + 5 y 4 6 z
b. f ( x, y ) = x 2 ln ( 3 y 2 2 x )

Solution
a. df =

f
f
f
dx + dy + dz = 6 x 2 dx + 20 y 3dy 6dz
x
y
z

6 Chain Rules
The Chain rule for one independent parameter
Let f ( x, y ) be a differentiable function of x and y,

z
x

and let x = x ( t ) and y = y ( t ) to be differentiable


functions of t. Then z = f ( x, y ) is a differentiable

z
y
y

x
dx
dt
u

function of t, and
dz z dx z dy
=
+
dt x dt y dt

dy
dt

Example 1

1
dz
Let z = x 2 + y 2 , where x = and y = t 2 . Compute
in two ways:
dt
t
a. by first expressing z explicitly in terms of t.
b. by using the chain rule.
Solution
1
a. By substituting x = and y = t 2 , we find that
t
2

2
1
z = x + y = + t 2 = t 2 + t 4 for t 0
t
dz
Thus,
= 2t 3 + 4t 3
dt
b. Sine z = x 2 + y 2 and x = t 1 , y = t 2 , then
dx
dy
z
z
= 2 x, = 2 y, = t 2 , = 2t
x
y
dt
dt
Use the chain rule for one independent parameter:
2

( )

z
x

z
y
y

x
x
u

x
v

y
u

y
u

dz z dx z dy
=
+
= ( 2 x ) t 2 + 2 y ( 2t ) = 2t 3 + 4t 3
dt x dt y dt
Extensions of the Chain Rule
Suppose z = f ( x, y ) is differentiable at ( x, y ) and that the partial derivatives of
x = x(u , v ) and y = y (u , v ) exist at (u, v ) . Then the composite
function z = f [x(u , v ), y (u , v )]is differentiable at (u, v ) with
z z x z y
z z x z y
=
+
and
=
+
u x u y u
v x v y v
Example 2

10

Lecture Note

Partial Differentiation

Let z = 4 x y 2 , where x = uv 2 and y = u 3 v. Find

z
z
and
u
v

Solution
First find the partial derivatives
z
=
4x y 2 = 4
x x
x

=
uv 2 = v 2
u u
x
uv 2 = 2uv
=
v v
Therefore
z z x z y
=
+
u x u y u

=
4 x y 2 = 2 y
y y
y
3
=
u v = 3u 2 v
u u
y 3
= u v = u3
v

( )

( )

( )

= 4v 2 + ( 2 y ) 3u 2 v

( )

= 4v 2 6u 5 v 2

EXERCISES
Find the domain of the following function

z = 1 x2 y 2

z = 1+ ( x y)

z = ln ( x + y )

z = 1 x2 + 1 y2

Find all first partial derivatives of each of function

c z = ln x + y
d z=

x2 4 + 4 y 2

f ( x, y ) = ( 4 x y 2 )

x2 y2
xy

f ( x, y ) = e x cos y

f ( x, y ) = e y sin x

f ( x, y ) = x 2 y 2

f ( x, y ) = e xy

f ( x, y ) = arctan ( 4 x 7 y )

10

f ( r , ) = 3r 3 cos 2

f ( x, y ) = ( 2 x y )

f ( x, y ) =

f ( x, y ) = y cos ( x 2 + y 2 )

Verify that

2 f
2 f
=
yx xy

11

f ( x, y ) = 2 x 2 y 3 x 3 y 5

12

f ( x, y ) = ( x 3 + y 2 )

13

f ( x, y ) = 3e 2 x cos y

14

f ( x, y ) = arctan xy

21 If

32

F ( x, y ) =

2x y
, find Fx ( 3, 2 ) and Fy ( 3, 2 ) .
xy

22 If F ( x, y ) = ln x + xy + y
2

) , find F ( 1, 4 ) and F ( 1, 4 ) .
x

11

Lecture Note

Partial Differentiation

A function of two variables that satisfies Laplaces Equation

2 f 2 f
+
= 0 is said to be
x 2 y 2

harmonic. Show that the following functions are harmonic functions.


23

f ( x, y ) = x 3 y xy 3

24

f ( x, y ) = ln ( 4 x 2 + 4 y 2 )

25 If f ( x, y , z ) = 3 x y xyz + y z find each of the following:


2

a.

2 2

f x ( x, y , z )

b. f y ( 0,1, 2 )

26 If f ( x, y, z ) = x + y + z
2

a. f x ( x, y , z )

, find each of the following

b. f y ( 0,1,1)

27 The heat equation

c. f xy ( x, y , z )

c. f zz ( x, y , z )

2u u
=
is the important equation in physics (c is a constant). It is called
x 2 t

partial differential equation. Show that the functions

u = e ct sin x and u = t 1 2 e

x 2 ( 4 ct )

satisfy the heat equation.


28 Find the indicated limit or state that it does not exist.
a.

d.

lim

( x , y )( 1,2 )

xy y 3

( x + y + 1)

b.

x2 + y 2
( x , y )( 0,0 ) x 4 y 4
lim

c.

lim

( x , y )( 0,0 )

sin ( x 2 + y 2 )
3x 2 + 3 y 2

c.

lim

tan ( x 2 + y 2 )

( x , y )( 0,0 )

x2 + y 2

x4 y 4
( x , y )( 0,0 ) x 2 + y 2
lim

xy
does not exit by considering one path to the origin along the x-axis
( x , y )( 0,0 ) x + y 2
and another path along the line y = x .

29 Show that

lim

xy + y 3
30 Show that lim
doesnt exist.
( x , y )( 0,0 ) x 2 + y 2
x2 y
x4 + y2
a. Show that f ( x, y ) 0 as ( x, y ) ( 0, 0 ) along any straight line y = mx .

31 Let f ( x, y ) =

b. Show that

f ( x, y )

1
2
as ( x, y ) ( 0, 0 ) along the parabola y = x .
2

c. What conclusion do you draw?

Supplementary Exercise

) satisfies the equation y xz x yz = 0

Show that the function z = x + y

Find the second order partial derivatives of the function z = arctan

x
y
2
2
Find the total differential of the function of f ( x, y ) = 2 x 3 xy y

Show that the function

u = arctan

y
2u 2u
+
=0
satisfies Laplace equation
x 2 y 2
x

12

Lecture Note

Partial Differentiation

Find the first order partial derivatives of the following functions


5
6
7

z
z
= 2 x sin 2 y ,
= x 2 sin 2 y
x
y
2
2
2
z
z
= y 2 x y 1 ,
= x y 2 y ln x
z = x y , answer:
x
y
2
2
2
2
2
2
2
2
2
2
2
2
u
u
u
= 2 xe x + y + z ,
= 2 ye x + y + z ,
= 2 ze x + y + z
u = e x + y + z answer:
x
y
z
z = x 2 sin 2 y , answer:

u = x2 + y 2 + z 2

z = arcsin ( x + y )

Find the total differential of the following functions


10

z = f ( x, y ) = x 2 + xy 2 + sin y

11

z = ln ( xy )

z = ex + y
2
2
13 Find f x ( 2,3) and f y ( 2,3) if f ( x, y ) = x + y . Answer: f x ( 2,3) = 4, f y ( 2,3) = 6
2

12

14 Let f ( x, y ) = e

xy 2

, find f xyx , f xxy , f yxx

15 Find dz dt using chain rule

z = 3x 2 y 3 , x = t 4 , y = t 2

z = ln ( 2 x 2 + y ) , x = t , y = t 2 3

z = 3cos x sin xy, x = 1 t , y = 3t


z
z
and
by the chain rule
16 Find
u
v
z = 8 x 2 y 2 x + 3 y, x = uv, y = u v
a
c

z = x 2 y tan x, x = u v , y = u 2v 2
x
z = , x = 2 cos u, y = 3sin v
c
y
2
d z = 3 x 2 y, x = u + v ln u , y = u v ln v
dz
z = x 2 y, x = t 2 , y = t + 7
17 Use chain rule to find
dt t =3
b

18

Use chain rule to find the value of

f
f
,
if
u u =1, v =2 v u =1, v =2

f ( x, y ) = x 2 y 2 x + 2 y, x = u , y = uv3
19

Use chain rule to find the value of

z
r
20

Let r =
a

and
r = 2, = 6

if

z = xye x y , x = r cos , y = r sin .

r = 2, = 6

x + y , show that
2

r x
=
x r

r y
=
y r

2r y2
=
x 2 r 3

2r x2
=
y 2 r 3

13

Lecture Note

21

Partial Differentiation

Show that the following function satisfies Laplace equation

2 f 2 f
+
=0
x 2 y 2

a f ( x, y ) = e sin y + e cos x
x

b f ( x, y ) = ln x + y
2

c f ( x, y ) = arctan

2 xy
x y2
2

22 Find the gradient f


a. f ( x, y ) = x 2 y + 3 xy
b.

f ( x, y ) = x 3 y y 3

c. y = xe xy
d. f ( x, y ) = x 2 y cos y
e.

f. f ( x, y, z ) = x 2 + y 2 + z 2
g. f ( x, y, z ) = x 2 y + y 2 z + z 2 x
h. f ( x, y, z ) = x 2 ye x y

f ( x, y ) = x 2 y ( x + y )

23 Find the gradient vectors of the given function at the given point
a. f ( x, y ) = x 2 y xy 2 ; ( 2,3)

b. f ( x, y ) = x 2 y + 3 xy; ( 2, 2 )
c.

f ( x, y ) =

x2
; ( 2, 1)
y

14

Lecture Note

Multiple Integral

Chapter 2

Multiple Integral
1 Double Integral
z

z = f ( x, y )

(x

, y k

Area Ak

1.1 Definition

Let R be a region in the xy-plane and f ( x, y ) 0 . In xy-plane, we draw the lines


parallel to x-axis and y-axis so that we get n sub-rectangles in the region R. The sum
of the area of each sub-rectangle is approximate to the area of the region R. Any kth
sub-rectangle whose area is defined by Ak = x y is the base of a solid with the

altitude f ( xk , yk ) . Then the volume of this kth solid is defined by

Vk = f ( xk , yk ) Ak

Hence the volume of the solid whose base is the region R and bounded above by the
function f ( x, y ) is approximate to
V = Vk = f ( xk , yk )Ak
n

k =1

k =1

This sum is called Riemann sums, and the limit of the Riemann sums is denoted by

f ( x, y )dA = lim

n +

f (x
n

k =1

, y k Ak

which is called double integral of z = f ( x, y ) over the region R.

1.2 Properties of double integrals


(i). Linearity rule: for constants a and b
[af (x, y ) + bg (x, y )]dA = a f (x, y )dA + b g (x, y )dA
R

(ii). Dominance rule: if f (x, y ) g (x, y ) throughout a region R, then


15

Lecture Note

Multiple Integral

f (x, y )dA g (x, y )dA


R

(iii). Subdivision rule: If the region R is subdivided in two R1 and R2 , then

f (x, y )dA = f (x, y )dA + f (x, y )dA


R

R1

R2

R1

R2

1.3 The Computation of Double Integral


(i) Over Rectangular Region

If f ( x, y ) is continuous over
therectangle R : a x b, c y d , then the double
integral

f ( x, y )dA may be evaluated by either iterated

y
R = [ a, b ] [ c, d ]

integral; that is,


d b

b d

c a

a c

f (x, y )dA = f (x, y )dxdy = f (x, y )dydx


R

Example 1
compute (2 y )dA , where R is the rectangle with vertices (0, 0 ), (3, 0 ), (3, 2 ) and
R

(0, 2) . Answer: 6
Example 2

Evaluate x 2 y 5 dA where R is the rectangle 1 x 2, 0 y 1 . Answer:


R

7
18

(ii) Over Nonrectangular Regions


Type I region
This region can be described by the inequalities
R : a x b, g1 ( x ) y g 2 ( x )
y

y = g2 ( x )

R
y = g1( x)

x
b

b g2 ( x )

f ( x, y )dA = f ( x, y )dydx
R

a g1 ( x )

Type II region
This region can be described by the inequalities
R : c y d , h1 ( y ) x h2 ( y )

d h2 ( y )

f ( x, y )dA = f ( x, y )dxdy
R

c h1 ( y )

x = h1( y)

x = h2 ( y)

c
x
16

Lecture Note

Multiple Integral

Example 3
Evaluate the double integral

(x + y )dA where T is the triangular region enclosed by


T

the lines y = 0, y = 2 x, x = 1 . Answer:

4
.
3

Example 4

Evaluate

xydA over the region R enclosed between y = 2 x, y =

x , x = 2, x = 4 .

Answer:

11
6

1.4 Change of Variables in Double Integrals


Let and R be the regions in xy-plane ( \ 2 ) where is the new region. A point in
this region is defined by ( u, v ) where x = x ( u , v ) , y = y ( u , v ) . If z = f ( x, y ) is
continuous over the region R , then
f ( x, y ) dxdy = f x ( u, v ) , y ( u, v ) J dudv

where J is called Jacobian and is defined by


J=

x
u
y
u

x
v
y
v

Special Case: Change from Cartesian Coordinates to Polar Coordinates

x = r cos

y = r sin

M ( x, y )
M ( r , )

then,
J=

x
u
y
u

x
v
y
v

cos
sin

r sin
=r
r cos

Hence we obtain
f ( x, y )dxdy = f ( r cos , r sin ) rdrd

Example 5
Compute I = ( x 2 + y 2 ) dxdy , R is a region defined by hemi circle
R

x 2 + y 2 = 2ax, a > 0, y 0 . Answer:

3a 4
4

Example 6

Compute I = ( x 2 + y 2 ) dxdy , R = {( x, y ) \ 2 : x 2 + y 2 1, y 0} .Answer:


R

2 Triple Integral
17

Lecture Note

Multiple Integral

2.1 Definition

Let V be a solid and f ( x, y, z ) be a three-

variable function defined in \ 3 . Every plane


parallel to each of the three coordinate planes
cut the solid V in to n small parallelepipeds, say,
v k (see the figure) whose volume is defined by
v k = dxdydz .
Then the triple integral of the function
dx
f ( x, y, z ) over the solid region V is defined as
x
follows:

dz

f ( x, y, z )dxdydz = lim

n +

V
M ( xk , yk , zk )

Vk

dy

f ( x , y , z ) v
k =1

2. 2 The Computation of Triple Integrals

Let V be a parallelepiped defined by the inequality a x b, c y d , m z n


then

n d b

f ( x, y, z )dV = f ( x, y, z )dxdydz
m c a

Example 1
Compute z 2 ye x dV where V = {( x, y, z ) \ 3 :0 x 1,1 y 2, 1 z 1} .
V

Ans: e 1
Example 2
Compute 8 xyzdV where V = [ 0,1] [ 0, 2] [1,3] . Answer: 32
V

2.3 A z-Simple Region

Suppose V is a solid region that is bounded


above by the surface z1 = f1 ( x, y ) and below

z2 = f2

by the surface z2 = f 2 ( x, y ) . The projection of

(x, y )

V
z1 = f1 ( x , y )

this solid region on xy-plane results in region R


in the plane. If w = f ( x, y, z ) is a continuous
function over the solid region V, then we obtain

R
x

f2 ( x , y )

f ( x, y, z ) dV = ( x, y, z ) dz dA

R f1 ( x , y )

Example 3
Compute xdV where V is a solid in the first octant and bounded by
V

cylinder x 2 + y 2 = 4 and the plane 2 y + z = 4 . Answer:

20
.
3

18

Lecture Note

Multiple Integral

2.4 Changes of variables in Triple Integrals

Let V be a new solid region, and x = x ( u , v, w ) , y = y ( u , v, w ) , z = z ( u , v, w ) . Then

f ( x, y, z ) dV = f x ( u, v, w) , y ( u, v, w) , z ( u, v, w) J dudvdw
V

where J is called Jacobian and is defined by


x
u
y
J =
u
z
u

x
v
y
v
z
v

x
w
y
w
z
w

2.4.1 From Cartesian to Cylindrical Coordinate System


x = r cos

y = r sin
z = z

( r , , z )

x
v
y
v
z
v

O
r

( r , , 0 )

The Jacobian is defined by


x
u
y
J =
u
z
u

x
w
co s
y
= sin
w
0
z
w

r sin
r co s
0

0
0 = r
1

2.4.2 From Cartesian coordinate to Spherical Coordinate System


We have x = r cos , y = r sin and r = sin , hence we can find
z
x = sin cos

y = sin sin
z = cos

and furthermore we can obtain the relation


x2 + y 2 + z 2 = 2
Now we compute the Jacobian.

( , , )

y
J =

sin co s
y
= sin sin

co s
z

sin sin

sin co s
0

co s co s
co s sin = 2 sin
sin

Hence J = 2 sin

19

Lecture Note

Multiple Integral

Example 4

Compute x 2 + y 2 dxdy , where R is the region in xy-plane, enclosed between the


R

circle x + y 2 = 4 and x 2 + y 2 = 9 . Answer:


2

38
3

Example 5
Compute dxdydz where V is a solid above xy-plane, inside the
V

cylinder x 2 + y 2 = a 2 , but below the parabola z = x 2 + y 2 . Answer:

a4

Example 6

Compute

dxdy where R is the region enclosed in the ellipse


R

(Hint: let u =

x2 y 2
+
= 1.
a 2 b2

x
y
, v = . Answer: ab )
a
b

Example 7
Use spherical coordinate system to compute
2

4 x2

4 x2 y 2

2 4 x 2

z 2 x 2 + y 2 + z 2 dzdydx Answer:

64
9

3 Applications
3.1 Computation of a Plane Area
The area of the region D in \ 2 is found by

A = dxdy

Example 1
Find the area of the region enclosed between y = cos x and
y = sin x where 0 x 4 .

Answer:

2 1 .

3.2 The Volume of a Solid


(i). The volume of a solid defined by
the surface z = f ( x, y ) , xy-plane where

( x, y ) D (see the figure) , f ( x, y ) 0 and


f ( x, y ) is continuous over D, is found by

z = f ( x, y )

V = f ( x, y ) dxdy

Example 2
Find the volume of a tetrahedron generated by
the three coordinate planes and the
plane z = 4 4 x 2 y . Answer: 43 .
Example 3

20

Lecture Note

Multiple Integral

Find the volume of the solid generated by z = 2 x 2 + y 2 + 1 , x + y = 1 and the three


coordinate planes. Answer: 34
(ii). Le S be the solid region in the space \ 3 , then the volume of this solid can
be found by

V = dxdydz
S

Example 4
Find the volume of a solid enclosed in sphere x 2 + y 2 + z 2 = 4 and paraboloid
19
x 2 + y 2 = 3z . Answer:
6

3.3 Surface Area as a Double Integral

Assume that the function f ( x, y ) has continuous


partial derivatives f x and f y in a region R of the xy-

z = f ( x, y )

plane. Then the portion of the surface z = f ( x, y ) that


lies over R has surface area S and is found by

[ f x (x, y )]2 + [ f y (x, y )]2 + 1dA

S =

Example 5
Find the surface area of the portion of the plane x + y + z = 1 that lies in the first
octant (where x 0, y 0, z 0 )
Solution
Let z = f ( x, y ) = 1 x y , then f x ( x, y ) = 1 and f y ( x, y ) = 1 . Then
1 1 x

S=

0 0

1 1 x

( 1) + ( 1) + 1dydx = 3
2

dydx =

0 0

3
2

Example 6
Find the surface area of that part of the paraboloid x 2 + y 2 + z = 5 that lies above the

plane z = 1 .ans:

(17
6

32

1)

Example 7

21

Lecture Note

Multiple Integral

Find the surface area of the portion of the cylinder y 2 + z 2 = 9 that lies above the
rectangle R = {( x, y ) \ 2 :0 x 2, 3 y 3} . Answer: 6

3.4
Mass and Center of Mass
3.4.1 Mass of a Planar Lamina of Variable Density
A planar lamina is a flat plate that occupies a region R in the plane and is so thin that
it can be regarded as two dimensional.
If is a continuous density function on the lamina corresponding to a plane region R,
then the mass m of the lamina is given by
m = ( x, y )dA
R

Example 8
Find the mass of the lamina of density ( x, y ) = x 2 that occupies the
region R bounded by the parabola y = 2 x 2 and the line
y=x
Solution
We find the domain of integral. By substitution we have
x = 2 x 2 Then x = 2,1
Thus,

m = x dA =
2

1 2 x2

x 2 dydx =

63
20

Example 9
A triangle lamina with vertices ( 0, 0 ) , ( 0,1) , (1, 0 ) has density function ( x, y ) = xy .

Find its total mass. Answer:

1
24

3.4.2 Moment and Center of Mass


The moment of an object about an axis measures the tendency of
the object to rotate about that axis. It is defined as the product of
the object's mass and the signed distance from the axis.
If ( x, y ) is a continuous density function on a lamina
corresponding to a plane region R, then the moments of mass with respect to the xaxis and y-axis, respectively,
defined by
M x = y ( x, y )dA and
M y = x ( x, y )dA
R

Furthermore, if m is the mass of the lamina, the center of mass is (x, y ) , where
My
M
y= x
and
x=
m
m
If the density is constant, the point (x , y ) is called the centroid of the region.
Example 10

22

Lecture Note

Multiple Integral

Locate the center of mass of the lamina of density ( x, y ) = x 2 that occupies the
region R bounded by the parabola y = 2 x 2 and line y = x .
Solution
M x = y ( x, y )dA =

We have

M y = x ( x, y )dA =
R

1 2 x 2

yx

dydx =

2 x

1 2 x 2

9
7

18

x dydx = 5
3

2 x

From previous example we found mass m =

63
. Then,
20

18
9

M
8
20
y= x = 7 =
= 5 =
x=
63
63
m
m
7
49
20
20
8 20
Hence the center of mass is ,
7 49
My

We can use the triple integral to find the mass and center of mass of a solid in \ 3 with
density (x, y, z ) . The mass m, moments M yz , M xz , M xy about the yz, xz, and xyplans, respectively, and coordinates x , y , z of the center of mass are given by:
m = ( x, y, z )dV

Mass

M yz = x ( x, y, z )dV , x is the distance to the yz-plane

Moments

M xz = y ( x, y, z )dV , y is the distance to the xz-plane


R

M xy = z ( x, y, z )dV , z is the distance to the xy-plane


R

M yz M xz M xy
,
,
m
m
m

(x , y , z ) =

Center of mass

Example 11
A solid tetrahedron has vertices (0, 0, 0 ) , (1, 0, 0 ) , (0,1, 0 ) and (0, 0,1) and constant
density = 6 . Find the centroid.
Solution
The tetrahedron can be described as the region in the first octant that lies
beneath the plane x + y + z = 1 . Then
1 1 x

1 x y

0 0

m = dV =
R

6dzdydx = 1

Then we find that

23

Lecture Note

Multiple Integral

M yz = 6 xdV =

1 1 x

1 x y

0 0

M xz = 6 ydV =

1 1 x

1 x y

0 0

1 1 x

1 x y

0 0

M xy = 6 zdV =
R

Thus, x =

6 xdzdydx =

1
4

6 ydzdydx =

1
4

6 zdzdydx =

1
4

M xy 1
M
1
1
= , y = xz = , z =
=
4
4
m
m
m
4

M yz

3.5 Moments of Inertia

In general, a lamina of density ( x, y ) covering region R in the first quadrant of the

plane has first moment about a line L given by the integral M L = sdm where
R

dm = ( x, y ) dA and s = s ( x, y ) is the distance from a typical point P ( x, y ) in R to L.

Similarly, the second moment of moment of inertia of R about L is defined by


I L = s 2 dm .
R

In physics, the moments of inertia measure the tendency of the lamina to resist a
change in rotational motion about axis L.
The moments of inertia of a lamina of density covering the plane region R about x-,
y-, z-axis, respectively, are given by
z

I x = y 2 ( x, y ) dA
R

s = x2 + y2

I y = x ( x, y ) dA
2

s=x

I z = x 2 + y 2 ( x, y ) dA = I x + I y
R

s=y

( x, y ) R

Example 12
A lamina occupies the region R in the plane that is bounded by the parabola y = x 2
and the lines x = 2 , and y = 1 . The density of the lamina at each point ( x, y ) is

( x, y ) = x 2 y . Find the moments of inertia of the lamina about the x-axis and y-axis.
Solution
I x = y 2 dm = y 2 ( x, y ) dA =

x2

x 2 y 3dydx =

y 2 x 2 ydydx

1516
33

I y = x 2 dm = x 2 x 2 ydA =
R

x2

x2

x 4 ydydx =

1138
45
24

Lecture Note

Multiple Integral

Example 13
A lamina with density ( x, y ) = xy is bounded by the x-axis, the line x = 8 and the

curve y = x 2 3 . Find the moment of inertia about the 3 axes.


Solution
8 x2 3
6144
I x = xy 3dA = xy 3 dydx =
0 0
7
R
I y = x3 ydA =

x2 3

x3 ydydx = 6144

Iz = Ix + Iy

We can calculate the moments of inertia of the solid in \ 3 which are defined as
follows:
I x = y 2 + z 2 ( x, y, z ) dV
R

I y = x 2 + z 2 ( x, y, z ) dV
R

I z = ( x 2 + y 2 ) ( x, y, z ) dV
R

Example 14
Find the moment of inertia about the z-axis of the solid tetrahedron S with vertices
( 0, 0, 0 ) , ( 0,1, 0 ) , ( 0, 0,1) , (1, 0, 0 ) and density ( x, y, z ) = x

Solution

I z = x 2 + y 2 ( x, y, z ) dV
R

1 1 x

1 x y

0 0

=
=

x x 2 + y 2 dzdydx

1
90

Exercises
1

Let R = {( x, y ) :1 x 4, 0 y 2} . Evaluate

f ( x, y ) dA where
R

2,
a. f ( x, y ) =
3,
2,

b. f ( x, y ) = 1,
3,

1 x < 3, 0 y 2
3 x 4, 0 y 2

(Answer: 14)

1 x < 3, 0 y < 1
1 x < 3,1 y 2
3 x 4, 0 y 2

(Answer: 12)

Evaluate the following integral


1 2

a. xy dxdy (Answer: )
2

0 1

1
2

1 1

b. ye xy dxdy (Answer: e 2 )
0 0

25

Lecture Note

Multiple Integral

1 2 2

c.

1 1

y sin xydxdy (Answer:

0 0
1 1

( xy

e.

0 1
1 2

1
20

i.
0

d.

0 ( xy + 1)

dydx

x dxdy
2

(Answer:

1 1
2 1

1
x 2 y ) dxdy (Answer: )
3

y dxdy (Answer:

f.

1 0
ln 3 ln 2

8
)
3

h.

(Answer: 1 ln 2 )

j.

g. ( x 2 + y 2 ) dxdy (Answer:
0 1
1 1

x+ y

xye

y2 x

0 0
ln 2 1

4
)
3

ln 2
)
2

dydx (Answer: 2)

dydx (Ans: 12 (1 ln 2 ) )

0 0

Evaluate the double integral over the rectangular region R.


a. x 1 x 2 dA
R

b.

(Answer: 13 )

cos ( x + y ) dA

R = {( x, y ) : 4 x 4, 0 y 4} (Answer: 1)

4 xy dA

R = {( x, y ) : 1 x 1, 2 y 2} (Answer: 0)

c.

R = {( x, y ) :0 x 1, 2 y 3}

Evaluate the following integrals


1 x

1
a. xy dydx (Answer:
)
40
2
0 x
2

2 x 3

b.

d.

e.
5

a x

ydxdy (Answer: 9)

x2

sin x dydx (Answer: 2 )

c.

9 y 2

x cos x dydx (Answer: 1)

2 0

1 x

2a 3
( x + y ) dydx (Answer: )
3

f. y x 2 y 2 dydx =
0 0

6 xydA , where R is the region bounded by

1
12

y = 0, x = 2, and y = x 2 (Ans: 32)

x cos xydA , where R is the region enclosed by


R

x = 1, x = 2, y = 2, and y = 2 x . (Answer:

x dA where R is the region bounded by


2

y = 16 x , y = x and x = 8 . (Ans: 576)

x (1 + y )

2 1 2

dA , where R is the region in the first quadrant, enclosed by

1
y = 4 and y = x 2 . (Answer: 17 1 )
2
1
R 1 + x 2 dA , where R is a triangular region with vertices ( 0, 0 ) , (1,1) and ( 0,1) .
1
(Answer: ln 2 )
4 2

26

Lecture Note

Multiple Integral

10 Compute ( x 1) dA , R is the region enclosed between y = x and y = x 3 .


R

1
)
2

(Answer:

11

12
13

a sin

1
r cos drd (Answer: )
6

sin x


2
0

r 2 drd (Answer: 0)

x2 + y2

) dA , where R enclosed by the circle x 2 + y 2 = 1 (Answer: 1 e1 )


(
)

14

1 + x

1
2

dA where R is the sector in the first quadrant that is bounded by

+ y2

y = 0, y = x and x 2 + y 2 = 4 . (Answer:

(x

1 x 2

+ y 2 ) dydx (Answer:

ln 5 ).

)
8
2
2 x x2
16
16
x 2 + y 2 dydx (Answer: )
0 0
9
a
a2 x2

dydx
1
17
, ( a > 0 ) (Answer: 1

3
2
0 0
2
2
2
2
1
a
+

+
+
1
x
y
(
)
15

18
19
20

0 0

4 y2

1 + x2 + y2

dxdy (Answer:

5 1

(1 e ) )

8
sin ( y ) dA , R is the region bounded by
1

e y dydx (Answer:

0 4x

16

y = x , y = 2, x = 0 (Answer:
21
22
23
24

(x
1

1 0

y2

9 z 2

4 x

+ y 2 + z 2 )dxdydz (Answer: 8)

yzdxdzdy (Answer: 7)

3 x 2 y 2

1
(1 cos8) )
3

xydydxdz (Answer:
2

5 + x + y

81
)
5

xdzdydx (Answer:

128
)
15

25 Use spherical coordinate to compute

(Answer:

1 x 2

9 x2

1 0

1 x 2 y 2

x2 + y 2 + z 2

) dzdydx
32

(1 e ) )
1

26 Use spherical coordinate to compute

3 9 x 2

9 x2 y2

9 x2 y 2

x 2 + y 2 + z 2 dzdydx

(Answer: 81 )

27

Lecture Note

Multiple Integral

27 Use double integral to find the volume of the solid tetrahedron that lies in the first
octant that is bounded by the three coordinate planes and the plane z = 5 2 x y .
125
(Answer:
)
12
28 Find the volume of the solid that is bounded above by the plane z = x + 2 y + 2
56
below by the xy-plane and laterally by y = 0 and y = 1 x 2 . (Answer: )
15
29 Use double integral to find the volume of the solid that is bounded above by the
paraboloid z = 9 x 2 + y 2 , below by the plane z = 0 and laterally by the planes
z = 0, y = 0, x = 3 and y = 2 . (Answer: 170)
30 Use double integral to find the volume of the wedge cut from the cylinder
27
4 x 2 + y 2 = 9 by the plane z = 0 and z = y + 3 . (Answer:
)
2
31 Use double integral in the first octant bounded by the three coordinate planes and
20
the plane x + 2 y = 4 and x + 8 y 4 z = 0 (Answer: )
3
32 Find the volume of the solid bounded above by the paraboliod z = 1 x 2 y 2 and

)
2
33 Use double integral to find the volume of the solid common to the cylinders
2000
)
x 2 + y 2 = 25 and x 2 + z 2 = 25 . (Answer:
3
34 Find the volume of the solid enclosed by the sphere x 2 + y 2 + z 2 = 9 and the
3
4
27 8 2
cylinder x 2 + y 2 = 1 . (Answer:
3
below by the xy-plane. (Answer:

35 Volume of the solid that is bounded above by the cone z = x 2 + y 2 , below by the
32
)
xy-plane, and laterally by the cylinder x 2 + y 2 = 2 y . (Answer:
9
36 The integral

e x dx which arises in probability theory, can be evaluated using a

trick. Let the value of the integral be I. Thus


+

I = e x dx = e y dy since the letter used for the variable of integration


2

in a definite integral does not matter,


a. Show that I 2 =

x2 + y2

) dxdy

b. Evaluate I 2 by converting to polar coordinate and find I .


37 Find the surface area of the portion of the paraboloid z = x 2 + y 2 below the

plane z = 1 . (Answer:

5 5 +1 )
6
38 Find the surface area of the portion of the cone z 2 = 4 x 2 + 4 y 2 that is above the
region in the first quadrant bounded by the line y = x and parabola y = x 2 .
(Answer:

5
)
6

28

Lecture Note

Multiple Integral

39 Find the surface area of the portion of the paraboloid z = 1 x 2 y 2 that is above

5 5 +1 )
6
40 Find the surface area of the portion of the surface z = xy that is above the sector in

xy-plane. (Answer:

the

the first quadrant bounded by the line y = x

3 , y = 0 and the circle x 2 + y 2 = 9 .

10 10 1
18
41 Find the surface area of the portion of the sphere x 2 + y 2 + z 2 = 16 between the
plane z = 1 and z = 2 . (Answer: 8 )
42 Find the surface area of the portion of x 2 + z 2 = 16 that lies inside the circular
cylinder x 2 + y 2 = 16 . (Answer: 128)
(Answer:

43 Compute xy sin yzdV , G is the rectangular box defined by the


G

inequalities 0 x , 0 y 1, 0 z 6 . (Answer: ( 2 ) 2 )
44 Use triple integral to find the volume of the solid in the first octant bounded by the
coordinate planes and the plane 3x + 6 y + 4 z = 12 . (Answer: 4).
45 Use triple integral to find the volume of the solid bounded by the surface
y = x 2 and planes x + z = 4 and z = 0 . (Answer: 256 15 ).
46 Use triple integral to find the volume of the solid enclosed between the elliptic
cylinder x 2 + 9 y 2 = 9 and the planes z = 0 and z = x + 3 . (Answer: 9 )
47 Use triple integral to find the volume of the solid bounded by the paraboloid
z = 4 x 2 + y 2 and parabolic cylinder z = 4 3 y 2 . (Answer: 2 ).
48 Use triple integral to find the volume of the solid that is enclosed between the
sphere x 2 + y 2 + z 2 = 2a 2 and the paraboloid az = x 2 + y 2 . (Answer:

a 3 8 2 7 ).

6
49 Let G be the tetrahedron in the first octant bounded by the coordinate planes and
x y z
the planes + + = 1, ( a > 0, b > 0, c > 0 ) .
a b c
a. List six different iterated integrals that represent the volume of G.
1
b. Evaluate any one of the six to show that the volume of G. (Answer: abc ).
6
50 A lamina with density ( x, y ) = x + y is bounded by the x-axis, the line x = 1 and
13
190 6
,( x, y ) =
, )
20
273 13
51 A lamina with density ( x, y ) = xy is in the 1st quadrant and is bounded by the
the curve y = x . Find its mass and center of mass. ( m =

circle x 2 + y 2 = a 2 and coordinates axes. Find the mass and center of mass.
a4
8a 8a
,( x, y ) = ,
8
15 15
52 A triangular lamina is bounded by y = x and x = 1 , and x-axis. Its density is = 1 .
2 1
Find centroid of the lamina. ( ( x , y ) = , )
3 3

(m =

29

Lecture Note

Multiple Integral

53 A lamina of density 1 occupies the region above x-axis and between the circles
x 2 + y 2 = a 2 and x 2 + y 2 = b 2 ( a < b ). Answer:
4 ( b3 a 3 )

m = ( b a ) ( x , y ) = 0,
3 ( b 2 a 2 )
2

54 A cube is defined by the three inequalities 0 x a, 0 y a, 0 z a , has


density ( x, y, z ) = a x . Find its mass and center of mass. Answer:

m=

a a a
a4
( x , y , z ) = , , .
2
3 2 2

30

Lecture Note

Ordinary Differential Equation I

Chapter 3

Ordinary Differential Equation I


1 Introduction
1.1 What is a differential Equation?
A differential equation is any equation, which contains derivatives, either ordinary
derivatives or partial derivatives. If the unknown function depends on a single real
variable, the differential equation is called an ordinary differential equation. The
followings are the ordinary differential equations.
2
dy
d2y
dy
2 d y
2
=
xy
x
+ x + ( x2 4) y = 0
,
+y=y ,
2
2
dx
dx
dx
dx
In the differential equations, the unknown quantity y = y ( x ) is called the dependent
variable, and the real variable, x , is called the independent variable.
dy
d2y
d3y
dny
n

,
,
,
y
y
= y,
=
=

= y( )
In here we define
2
3
n
dx
dx
dx
dx

1.2 Order of a Differential Equation


The order of a differential equation is the order of the highest derivative that occurs in
the equation.
For example,
dy
3 y = 2 1st order
dx
d2y
dy
+ x 3 y = 0 2nd order
2
dx
dx
4
d y
y = 0 4th order
4
dx
Definition: Ordinary Differential Equation
An nth-order ordinary differential equation is an equation that has the general form

F x, y, y ', y ",..., y (

n)

)=0

where the primes denote differentiation with respect to x , that is,


dy
d2y
y = , y = 2 , and so on
dx
dx

1.3 Linear and Nonlinear Differential Equations


A linear differential equation is any differential equation that can be written in the

31

Lecture Note

Ordinary Differential Equation I

dny
d n 1 y
dy
+
+ + a1 ( x ) + a0 ( x ) y = f ( x )
a
x
(
)
n 1
n
n 1
dx
dx
dx
with an ( x ) not identical zero. The ai ( x ) are known functions of x called coefficients. An

form an ( x )

equation that is not linear is called nonlinear. When the coefficients are constant
functions, the differential equation is said to have constant coefficients. Furthermore, the
differential equation is said to be homogeneous if f ( x ) 0 and non-homogeneous if
f ( x ) is not identically zero.

Examples of classification of Differential Equations:

Differential equation

dy
+ xy = 1
dx
d2y
dy
+y +y=x
2
dx
dx

Linear or
Nonlinear

Constant or
variable
coefficients

Linear

Non-homogeneous

Variable

Nonlinear

Non-homogeneous

Variable

Homogeneous

Constant

Non-homogeneous

Constant

d2y
dy
+ 3 + 2 y = 0 Linear
2
dx
dx
d4y
+ 3 y = sin x
dx 4

Order

Homogeneous or nonhomogeneous

Linear

1.4 Solutions
A function is a solution of a differential equation on an interval if, when substituted into
the differential equation, the resulting equality is true for all values of x in the domain of
y ( x) .
Example 1
Verify that y ( x ) = sin x + x 2 is a solution of the second order linear equation

y + y = x 2 + 2
Example 2
Verify that the function y ( x ) = 3e2 x is a solution of the differential equation

dy
2y = 0
dx

for all x .

1.5 Implicit/Explicit Solution

An explicit solution is any solution that is given in the form y = y ( x ) . In some


occasions, it is impossible to deduce an explicit representation for y in term of x . Such
solutions are called implicit solutions.
Example 3

32

Lecture Note

Ordinary Differential Equation I

The relation x = e y + y implicitly defines y as a function of x . Verify that this implicitly


defined function is a solution of the differential equation
dy
1
=
dx x y + 1
Solution
Differentiating x = e y + y with respect to x gives
dy dy
+
1 = ey
dx dx
dy
1 = ey +1
dx
Thus
dy
1
= y
dx e + 1
x
Substitute this and x = e + y into the equation gives
1
1
= y
y
e + 1 e + y y + 1

or
1
1
= y
e +1 e +1
y

which is true.

1.6 Initial-Value Problem (IVP)


An initial-value problem for an nth-order equation

dy d 2 y
dny
F x, y , , 2 , , n = 0
dx dx
dx

consists in finding the solution to the differential equation on an interval I that also
n 1
satisfies the n initial conditions y ( x0 ) = y0 , y ( x0 ) = y1 , , y ( ) ( x0 ) = yn 1 where x0 I
and y0 , y1 , , yn 1 are given constants.
Example 4
Verify that y ( x ) = sin x + cos x is a solution of the initial value problem

y + y = 0, y ( 0 ) = 1, y ( 0 ) = 1
Solution
We have

y ( x ) = cos x sin x
y ( x ) = sin x cos x

Substituting into the equation gives


y + y = ( sin x cos x ) + ( sin x + cos x ) = 0 Hence y ( x ) satisfies the differential
equation. To verify that y ( x ) also satisfies the initial conditions, we observe that

33

Lecture Note

Ordinary Differential Equation I

y ( 0 ) = sin 0 + cos 0 = 1, y ( 0 ) = cos 0 sin 0 = 1

1.7 General Solution of a Differential Equation

In general case when solving an nth-order equation F x, y, y, , y (

n)

) = 0 we generally

obtain n-parameter family of solutions G ( x, y, c1 , c2 , , cn ) = 0 . A solution of a


differential equation that is free of arbitrary parameters is called a specific or particular
solution.
Example 5
3 c
The function y ( x ) = + 2 is the general solution to 2 xy + 4 y = 3 . From this example
4 x
3
9
the function y ( x ) = 2 is the particular solution when applying the initial
4 4x
condition y (1) = 4 on the equation 2 xy + 4 y = 3 ; that is, it is the solution to the initial
value problem 2 xy + 4 y = 3, y (1) = 4 .
Exercises

Show that each function is a solution of the given differential equation. Assume that a
and c are constants.
dy
y = e ax
1.
= ay
dx
dy
y = xe x
2.
= y + ex
dx
d2y
+ a2 y = 0
3.
y = c sin ax
dx 2
2

1 d2y
dy
y = x2
4. 2 x + y = 1 x 2
dx
4 dx
Show that the following relation defines an implicit solution of the given differential
equation
y 2 = e2 x
5. yy ' = e 2 x

y 2 = x 2 cx
6. 2 xyy ' = x 2 + y 2
Verify that the specified function is a solution of the given initial-value problem
Differential Equation
1. y '+ y = 0

Initial Condition(s)

Function

y ' = y2
3. y "+ 4 y = 0

y (0) = 0

y ( x) = 0

y (0) = 1 y '(0) = 0

y ( x ) = cos 2 x

5. y "+ 3 y '+ 2 y = 0

y (0) = 0 y '(0) = 1

y ( x ) = e x e 2 x

2.

y (0) = 2

y ( x ) = 2e x

34

Lecture Note

Ordinary Differential Equation I

2 Separable Equations
A differential equation
dy
= f ( x, y )
dx
is called separable if it can be written as
dy
= h ( x) g ( y)
dx
That is, f ( x, y ) factors into a function of x times a function of y . Either h ( x ) or g ( y )
may be constant so that every differential equation of the form
dy
dy
= h ( x ) or
= g ( y)
dx
dx
is separable.
Some examples of such functions are
e x+ y = e x e y , x2 y = x2 y

xy + 2 x + y + 2 = ( x + 1)( x + 2 )

3y 3 (Here h ( x ) = 1 )

If f ( x, y ) has been factored so that the differential equation is written as in the above
examples, then we divide by g ( y ) to get
1 dy
= h ( x)
g ( y ) dx
Next we anti-differentiate both sides with respect to x
1 dy
g ( y ) dx dy = h ( x ) dx

By the chain rule dy =

1
dy
dy = h ( x ) dx
dx so
g ( y)
dx

Solution by Separation of Variables


dy
To solve
= f ( x, y ) by separations of variables, we proceed by the following:
dx
(i). Factor f ( x, y ) = h ( x ) g ( y )

(ii). Rewrite dy dx = h ( x ) g ( y ) in differential form as


(iii). The solution is

1
dy = h ( x ) dx
g ( y)

g ( y ) dy = h ( x ) dx

Example1

Solve the differential equation

dy
= y2 +1
dx

Solution

35

Lecture Note

Ordinary Differential Equation I

Rewrite the differential equation in differential form as


1
dy = dx
2
y +1
So that

y
Then

1
dy = dx
+1

Arc tan y = x + C

Hence

y = tan ( x + C )

Example2

Solve the initial-value problem

dy
x
= , y ( 0) = 1
dx
y

In differential form we obtain

ydy = xdx

So

ydy = xdx
1 2
1
y = x2 + C
2
2
1 2 1 2
x + y =C
2
2
By substitute the initial condition x = 0, y = 1 into this equation gives C =

1
.
2

Hence the implicit solution is x 2 + y 2 = 1 .


Example3

Solve the differential equation

dy 1 + x + x 3
=
dx 2 + y 2 + y 6

Exercises for section 2


Solve the given differential equations
dy
1.
= x x2
dx
dy 2 y
2.
=
dx
x
dy
3.
= e x+ y
dx
dy 2 x ( y + 1)
=
4.
dx
y
dy
1
5.
=
dx x x 3

dy
= y y2
dx
dy
x
=
7.
2
dx y 1 + x 2
dy
8.
= x2 2 x + 5
dx
dy
y
9.
=
, y (0) = 1
dx 1 + x

6.

36

Lecture Note

Ordinary Differential Equation I

dy x + xy 2
=
, y (1) = 0
dx
4y
dy
11. x y = 2 x 2 y, y (1) = e
dx
dy
12.
= y2 4
dx
10.

dy
= x 2 y 2 + y 2 + x 2 + 1, y ( 0 ) = 2
dx
du t 2 + 1
=
14.
dt u 2 + 4

13.

First Order Linear Equations

The first order linear equation is of the form


dy
a1 ( x ) + a0 ( x ) y = h ( x )
dx
with a1 ( x ) 0 .
The equation can be rewritten as
dy
+ p ( x) y = g ( x)
dx
where p ( x ) = a0 ( x ) a1 ( x ) and g ( x ) = h ( x ) a1 ( x ) .

We now solve the later equation. We will try to find a function u ( x ) , called an
integrating factor, such that

dy
d ( uy )
u ( x) + p ( x) y =
dx
dx

To find u ( x ) , we proceed as follows:


u ( x ) y + u ( x ) p ( x ) y = u ( x ) y + u ( x ) y
If we assume that y ( x ) 0 , we arrive at
u ( x ) = p ( x ) u ( x )

We can find a solution u ( x ) > 0 by separating variables, getting


u ( x )
= p ( x)
u ( x)

ln u ( x ) = p ( x )dx
u ( x ) = e

p ( x ) dx

dy
d ( uy )
or u ( x ) ( y + p ( x ) y ) = ( uy )
we have u ( x ) + p ( x ) y =
dx
dx

but
u ( x ) ( y + p ( x ) y ) = u ( x ) g ( x )
then

( uy ) = u ( x ) g ( x ) uy = u ( x ) g ( x ) dx + C

37

Lecture Note

Ordinary Differential Equation I

Summary of First Order Linear Procedure


dy
a. Rewrite the differential equation as
+ p ( x) y = g ( x)
dx
p ( x ) dx
b. Compute the integrating factor u = e
d
( uy ) = ug
dx
d. Anti-differentiate both sides with respect to x,
uy = ug dx + C

c. Multiply both sides by u ( x ) to get

e. If there is initial condition, use it to find C.


f. Solve for y.
Example1
Find all solutions of xy ' y = x 2 , x > 0
Solution
The equation can be rewritten as
y '

1
y=x
x

1
then p ( x ) = . Thus
x
u ( x) = e

dx

= e ln x = e ln x = x 1

Multiplying each side of the differential equation by the integrating factor, we get
1

x 1 y ' y = 1
x

d 1
x y ( x ) = x 1 x = 1
dx
x 1 y ( x ) = x + C

y ( x ) = x 2 + Cx
Example2

Solve the initial value problem

dy 3
sin x
+ y = 3 , ( x > 0 ) , y ( 2 ) = 1
dx x
x

Solution
Since p ( x ) = 3 x , the integrating factor is

( x ) = e

( 3 x )dx

= e3ln x = x3

Multiplying both sides of equations by integral factor give


3

x 3 y '+ y = sin x
x

d 3
( x y ) = sin x
dx
by integration we obtain

38

Lecture Note

Ordinary Differential Equation I

x3 y = cos x + C
Thus
C cos x
3
x3
x

y ( x) =

Since x =

, y = 1 , then 1 =

( 2 )

Hence the solution is y ( x ) =

3
8x

, that is C =

( x > 0)

3
8

cos x
, ( x > 0)
x3

4 Bernoulli Equations
A Bernoulli Equations is a first-order differential equation in the form
dy
(1)
+ p ( x) y = q ( x) yn
dx
If n = 0 or n = 1 , then the Bernoulli equation is already first order linear and can be
solved by the method of the previous section. If n 0 and n 1 then the substitution
v = y1n will change the Bernoulli equation to a linear equation in v and x .
Let v = y1n , then
v
y n v
v = (1 n ) y y or y =
=
(1 n ) y n 1 n
n

or

dy y n dv
=

dx 1 n dx
Substituting this into (1) yields

y n dv
+ p ( x) y = q ( x) yn
1 n dx
n
By dividing both sides by y (1 n ) and use y1n = v , we obtain
dv
+ (1 n ) p ( x ) v = (1 n ) q ( x )
dx
which is a linear first-order differential equation in v .

Example1

Solve the differential equation

dy
= y + y3
dx

Solution
The equation can be rewritten as
dy
y = y3
dx

39

Lecture Note

Ordinary Differential Equation I

with n = 3, p = 1 and q = 1
13

Let v = y

( y 2 ) 2 yy
1
2 y
= y = 2 , then v =
=
= 3
2
4
y
y
y
( y2 )
2

So

y 3 v
2
By the substitution of y into the equation, we obtain
y 3 v
y = y3
2
y 3 dv
y = y3
2 dx
3
y
Dividing both sides by
gives
2
dv 2
+
= 2
dx y 2
1
Substitute v = 2 in the equation we obtain
y
dv
+ 2 v = 2
dx
2 dx
We have p ( x ) = 2 then u ( x ) = e = e 2 x
y =

Multiplication of the equation by the integral factor gives


e 2 x ( v + 2v ) = 2e2 x

( ve ) = 2e
2x

2x

Anti-differentiating with respect to x gives


ve 2 x = e 2 x + C
Solving for v , we obtain
v = 1 + Ce 2 x
1
= Ce 2 x 1
2
y
y = Ce 2 x 1

Exercises for section 3 and 4


dy
+ 2y = 0
1.
dx
dy
+ 2 y = 3e x
2.
dx
dy
y = e3x
3.
dx

1 2

dy
+ y = sin x
dx
dy
1
5.
+y=
dx
1 + e2 x
dy
+ 2 xy = x
6.
dx
4.

40

Lecture Note

Ordinary Differential Equation I

13. ( x 2 + 9 )

dy
+ 3x 2 y = x 2
dx
dy 1
1
8.
+ y= 2
dx x
x
dy
9. x + y = 2 x
dx
dy
10. cos x + y sin x = 1
dx
dy 2 y
11.

= x 2 cos x
dx x
dy
12. (1 + e x ) + e x y = 0
dx
Solve the initial-value problem
dy
20.
y = 1 y (0) = 1
dx
dy
21.
+ 2 xy = x 3 y (1) = 1
dx
dy 3
22.
y = x 3 y (1) = 4
dx x
dy
23.
+ 2 xy = x y ( 0 ) = 1
dx

dy
+ xy = 0
dx
dy 2 x + 1
2 x
14.
+
y=e
dx x
15. xy '+ y = xy 3

7.

16. y '+ y = y 2
17. y '+ y = y 2e x
18. y '+ xy = 6 x y
2
19. y '+ y = y

24. (1 + e x )

dy
+ ex y = 0 y (0) = 1
dx
25. y '+ y = sin x, y ( ) = 1
2
y = x 9 y 5 , y ( 1) = 2
x
27. y ' = y 4 y , y ( 0 ) = 1

26. y '+

Riccati Equation

The nonlinear differential equation


dy
= f ( x ) + g ( x ) y + h ( x ) y 2 (1)
dx
is called Riccati equation. In order to solve a Riccati equation, one will need a particular
solution. Let y0 ( x ) , then the substitution
y = y0 ( x ) +

1
w( x)

converts the equation to


dw
+ g ( x ) + 2h ( x ) y0 ( x ) w + h ( x ) = 0
dx
which is a linear differential equation of first order with respect to the function w = w ( x ) .

Proof

1
. Differentiating with respect to x, yields
w( x)
dy dy0 1 dw
=

dx dx w2 dx
dy
into (1), yields
Substituting y and
dx
We have y = y0 ( x ) +

41

Lecture Note

Ordinary Differential Equation I

dy0 1 dw
1
1

2
= f ( x ) + g ( x ) y0 + + h ( x ) y0 +
dx w dx
w
w

dy0 1 dw
1
1
1
2
= f ( x ) + g ( x ) y0 + g ( x ) + y02 h ( x ) + 2 y0 h ( x ) + 2 h ( x )
dx w dx
w
w
w
1 dw
dy
1
1
1
2
= 0 + f ( x ) + g ( x ) y0 + g ( x ) + y02 h ( x ) + 2 y0 h ( x ) + 2 h ( x )
w dx
dx
w
w
w
1 dw
dy0
1
1
1
2
=
+ f ( x ) + g ( x ) y0 + g ( x ) + y02 h ( x ) + 2 y0 h ( x ) + 2 h ( x )
w dx
dx
w
w
w
dy0
Since
= f ( x ) + g ( x ) y0 + h ( x ) y0 2 , we obtain
dx
1 dw
dy dy
1
1
1
2
= 0 + 0 + g ( x ) + 2 y0 h ( x ) + 2 h ( x )
w dx
dx dx
w
w
w
1 dw
1
1
1
+ g ( x ) + 2 y0 h ( x ) + 2 h ( x ) = 0
w2 dx
w
w
w
dw
+ g ( x ) + 2 y0 h ( x ) w + h ( x ) = 0
dx
Example
dy
Solve the Riccati Equation = 2 y + y 2 , given that y0 = 2 is a particular solution.
dx
Solution
1
Substituting y = 2 + converts the equation to
w
dw
+ 3w = 1
dx
which is a first order linear equation. Its integrating factor is
3 dx
= e = e3 x

Multiplying both sides of the equation by integrating factor, yields


dw

e3 x
+ 3w = e 3 x
dx

1
e3 x w = e3 x dx = e3 x + c
3
1
w = + ce 3 x
3
Finally the general solution to the equation is
1
y = 2+ 1
3 + ce 3 x

Exact Equations

A differential equation

M ( x, y ) dx + N ( x, y ) dy = 0

42

Lecture Note

Ordinary Differential Equation I

is exact if there exists a function F ( x, y ) such that


dF ( x, y ) = M ( x, y ) dx + N ( x, y ) dy

If M ( x, y ) and N ( x, y ) are continuous functions and have continuous first partial


derivatives on some domain, then the equation is exact if and only if
M y = Nx
To solve the exact equation, first solve the equations Fx = M and Fy = N for F ( x, y ) . The
solution is given implicitly by F ( x, y ) = C , where C represents an arbitrary constant.
Method for Solution of Exact Equations
a. Write the differential equation in the form M ( x, y ) dx + N ( x, y ) dy = 0
b. Compute M y and N x . If M y N x , the equation is not exact and this technique

will not work. If M y = N x , the equation is exact and this technique will work.
c. Either anti-differentiate Fx = M with respect to x or Fy = N with respect to y .
Anti-differentiating will introduce an arbitrary function of the other variable.
d. Take the result for F from step c. and substitute for F to find the arbitrary function.
e. The solution is F ( x, y ) = C .
Example 1
Solve ( 2 x + 1 + 2 xy ) dx + ( x 2 + 4 y 3 ) dy = 0

Solution
In this problem, M = 2 x + 1 + 2 xy and N = x 2 + 4 y 3 . Since M y = N x = 2 x , the

equation is exact. Then Fx = M = 2 x + 1 + 2 xy, Fy = M = x 2 + 4 y 3


Either equation can be anti-differentiated. We shall anti-differentiate the second one:
F = Fy dy = ( x 2 + 4 y 3 )dy = x 2 y + y 4 + k ( x ) , where k ( x ) is the unknown
function of x . We then substitute this expression for F in the other equation
Fx = M = 2 x + 1 + 2 xy in other to find k ( x ) .

( x2 y + y4 + k ( x ) )
x

Then
or

= 2 x + 1 + 2 xy

2 xy + k ( x ) = 2 x + 1 + 2 xy
k ( x ) = 2 x + 1 and k ( x ) = x 2 + x

Thus F ( x, y ) = x 2 y + y 4 + x 2 + x and the general solution is

x2 y + y 4 + x2 + x = C

43

Lecture Note

Ordinary Differential Equation I

Example 2

Solve y =

2 + ye xy
(The solution is F ( x, y ) = 2 x + e xy y 2 = C )
xy
2 y xe

Some non-exact equations can be made exact by the following procedure.


Integrating Factor Method
For differential equation M ( x, y ) dx + N ( x, y ) dy = 0 , first compute M y and N x

1a. If ( M y N x ) N cannot be expressed as a function of x only, then we do not

have an integrating factor that is a function of x only. If


Q( x )
M N
N = Q ( x ) is a function of x, then u ( x ) = e dx is an integrating

factor.
1b. If ( N x M y ) M cannot be expressed as a function of y only, then we do not
have an integrating factor that is a function of y only. If
R ( y )dy
is an integrating
M N
N = R ( y ) is a function of y, then u ( y ) = e

2.

factor.
Multiply M ( x, y ) dx + N ( x, y ) dy = 0 by integrating factor

3.

Solve the exact equation u ( x, y ) M ( x, y ) dx + u ( x, y ) N ( x, y ) dy = 0

Example 3
Solve the differential equation ( 3 y 2 + 4 x ) dx + ( 2 xy ) dy = 0

Solution
In this example,
M = 3 y2 + 4x
N = 2 xy
so M y = 6 y , N x = 2 y and the equation is not exact. How ever
M y Nx

6y 2y 2
=
2 xy
x
N
is a function of x. Thus there is an integrating factor
2
dx
2ln x

u x = e x = e( ) = x 2
=

( )

Multiplying the differential equation by x 2 gives the new differential equation


( 3 x 2 y 2 + 4 x3 ) dx + ( 2 x3 y ) dy = 0
which is exact. The solution of this equation can be found to be F = x3 y 2 + x 4 = C
Exercises
Solve the differential equation
1. ( y + 2 xy 3 ) dx + (1 + 3 x 2 y 2 + x ) dy = 0, y (1) = 5
2.

e x 3x 2 y x 2 dx + e x dy = 0, y ( 0 ) = 1
3

44

Lecture Note

3.

Ordinary Differential Equation I

( y sin x + xy cos x ) dx + ( x sin x + 1) dy = 0

4.

( 4t

5.

( x y ) dx + ( x + y ) dy = 0

6.

3 x 2 y 2 dx + 2 x3 y + 4 y 3 dy = 0

7.

( x + sin y ) dx + ( x cos y 2 y ) dy = 0

8.
9.
10.

y 3 2ty dt + 3t 4 y 2 t 2 dy = 0

( 3x + 2 xy + y ) dx + ( x + 3xy + cos y ) dy = 0, y ( 0 ) = 0
( sin y + e ) dx + ( x cos y 2 y ) dy = 0
x ydx + ( ln x + 3 y ) dy = 0
2

Find an appropriate integrating factor for each differential equation and then solve
11. ( y + 1) dx xdy = 0
16. ( 3 x 2 y x 2 ) dx + dy = 0
12. ydx + (1 x ) dy = 0
13.
14.
15.

17. dx 2 xydy = 0
18. 2 xydx + y 2 dy = 0
19. ydx + 3 xdy = 0

( x + y + y ) dx xdy = 0
( y + x y ) dx + xdy = 0
( y + x y ) dx + xdy = 0
2

Homogeneous Equations

In this section we develop a substitution technique that can sometimes be used when
other techniques fail. Suppose that we have the differential equation
dy
(1)
= f ( x, y )
dx
and the value of f ( x, y ) depends only on the ratio v = y x , so that we can think of
f ( x, y ) as a function F of y x ,
f ( x, y ) = F ( y x ) = F ( v )

Examples of such functions are:


x + 3 y 1 + 3( y x)
1/.
=
2x + y 2 + ( y x)
2/. e y

F (v) =

1 + 3v
2+v

F ( v ) = ev

1+ ( y x)
x2 + y2
3/.
=
3 xy + y 2 3 ( y x ) + ( y x )2
2

1 + v2
F (v) =
3v + v 2

Using F , we can rewrite (1) as


dy
y
(2)
= F
dx
x
A differential equation in the form (1) that may be written in the form (2) is sometimes
called homogenous.
Let y = xv so that (2) becomes

45

Lecture Note

Ordinary Differential Equation I

d ( xv )
dv
= f ( v ) or v + x = F ( v )
dx
dx
which may always be solved by separation of variables (separable equation)
dv
dx
F (v) v = x
There is an alternative definition of homogeneous that is easier to verify:
dy
= f ( x, y )
dx
is homogeneous equation if
f ( tx, ty ) = f ( x, y )
(3)
for all t such that ( x, y ) and ( tx, ty ) are in the domain of f .
Definition
A function f ( x, y ) is said to be homogeneous of degree n in x and y if, for every k,

f ( kx, ky ) = k n f ( x, y )

where k is a real parameter.


Example 1
(i). f ( x, y ) = x 2 + xy is homogeneous of degree 2 since

f ( kx, ky ) = ( kx ) + ( kx )( ky ) = k 2 ( x 2 + xy ) = k 2 f ( x, y )
2

(ii). f ( x, y ) = e x y is homogeneous of degree zero since


f ( kx, ky ) = ekx ky = k 0 e x y

(iii). f ( x, y ) = x 2 + y 2 + 5 is not homogeneous.


Summary of Method for Homogeneous Equations
(i). Verify that the equation is homogeneous.
(ii). Let y = xv to get x ( dv dx ) + v = F ( v )

(iii). Solve the separable equation


(iv). Let v = y x to get the answer in terms of y and x
Example 2

Solve the differential equation

dy 2 x + 5 y
=
dx
2x + y

Solution
The equation is homogeneous since
2tx + 5ty 2 x + 5
f ( tx, ty ) =
=
= f ( x, y )
2tx + ty
2x + y
Let y = xv , the equation becomes

46

Lecture Note

Ordinary Differential Equation I

dv 2 x + 5 xv 2 + 5v
=
=
dx
2 x + xv
2+v
dv 2 + 5v
x =
v
dx
2+v
dv 2 + 3v v 2
1
x =
=
2
+v
dx
2+v
2
v 3v + 2
By separation of variables
2+v
1
v 2 3v + 2 dv = x dx
3
1
4
v 2 v 1 dv = x dx
v+x

4ln v 2 3ln v 1 = ln x + C
Taking the exponential of both sides of the last equation yields
4ln v 2 3ln v 1
C ln x
e
=e

( v 2)
3
( v 1)

C
x

where the absolute values have been dropped by allowing C to take on negative or
positive value. Let v = y x to get

( y 2x)

= C( y x)

Example 3

Solve the differential equation y =

f ( tx, ty ) =

2 ( ty ) + ( tx )
4

( tx )( ty )

2 y 4 + x4
xy 3

t 4 2 y 4 + x4

( )

t 4 xy 3

) = 2y

+ x4
= f ( x, y ) , so the equation is
xy 3
4

homogeneous.
4
dv 2 ( xv ) + x
v+ x
=
3
dx
x ( xv )
4

dv v 4 + 1
= 3
dx
v
Separating variables yields
v3
dx
dv =
4
v +1
x
1
ln v 4 + 1 = ln x + C
4
x

ln 4 v 4 + 1 ln x = C
eln

v 4 +1 ln x

= eC
47

Lecture Note

Ordinary Differential Equation I

eln v +1
= eC
ln x
e
4

v4 + 1
= eC
x
v 4 + 1 4C
=e
x4
v 4 + 1 = kx 4 ,

(k = e )
4C

But v = y x , then
4

y
4
+ 1 = kx
x
y 4 + x 4 = kx8
Exercises
Verify that the differential equation is homogeneous and solve it
2 xy
dy 2 x + y
=
1. y ' = 2
6.
2
dx x + 2 y
x y
dy x + y
x2 + y 2
=
7.
2. y ' =
dx x y
xy
y
dy
y
= ex +
3.
dx
x
dy 2 x + 4 y
=
4.
dx
x+ y
dy x + 3 y
=
5.
dx
x+ y

dy x 2 + 2 y 2
=
8.
dx 2 xy + y 2

dy y 4 + x3 y
=
dx
x4
dy y 2 + xy + x 2
=
10.
dx
x2
9.

48

Lecture Note

Ordinary Differential Equation II

Chapter 3

Ordinary Differential Equations II


(Higher-Order)
1 Second Order Nonlinear Equations
In general, second-order nonlinear differential equations are hard to solve. This
section will present two substitutions which allow us to solve several important
equations of the form
d2y
dy

= f x, y ,
2
dx
dx

by solving two first order equations.


Case1: Dependent variable missing
Suppose the differential equation involves only the independent variable x and
derivatives of the dependent variable y:
d2y
dy
= f x,
2
dx
dx
dy
dv
then let v =
and the equation becomes a first order equation = f ( x, v ) in v which
dx
dx
can be solved by using previous techniques.
Example 1
2
Solve the initial value problem y " = 2 x ( y ' ) , y ( 0 ) = 2, y ' ( 0 ) = 1
Solution
Note that the dependent variable y doesnt appear explicitly in the
equation. Let v = y ' . The initial condition y ' ( 0 ) = 1 is then v ( 0 ) = 1 and the
differential equation is
dv
= 2 xv 2
dx
which can be solved by separation of variable.
dv
v 2 = 2 xdx
1
or = x 2 + C1
v
Applying the initial condition, we obtain C1 = 1 . Then
1
dy
1
or
v=
=
2
1 x
dx 1 x 2
1 1+ x
dy
dx
y = dx =
= ln
+ C2
2
1 x
2 1 x
dx

49

Lecture Note

Ordinary Differential Equation II

where C2 is a new arbitrary constant. By the initial condition y ( 0 ) = 2 it implies


that C2 = 2 and hence the solution is
y=

1 1+ x
ln
+2
2 1 x

Example 2
Solve the differential equation y "

y'
= 0, x > 0
x

Solution
Again the dependent variable y is missing from the equation. Let v = y ' . The equation
becomes
dv v
=0
dx x
which can be considered a first order linear equation. The integrating factor is
dx

x = e x = e ln x = x 1

( )

Multiplying the equation by the integrating factor to get


'

1
v = 0
x
Anti-differentiate and solve for v to obtain
v = C1 x or y ' = C1 x
Anti-differentiate again to find y:
x2
y = C1 + C2
2
Case 2: Independent Variable Missing

d2y
dy
= f y, ; that is, it involves
2
dx
dx
only the dependent variable and its derivatives.
Again let v = dy dx to get
dv
= f ( y, v )
dx
In order to reduce this to an equation in just y and v, observe that, by the chain rule,
dv dv dy dv
=
= v
dx dy dx dy
Thus we can obtain
dv
v
= f ( y, v )
dy
which is the first-order equation in v and y.
In this case the equation is of the form

Example 3
3
Solve the initial-value problem y " = ( y ') y, y ( 0 ) = 1, y ' ( 0 ) = 2
Solution
Note that the independent variable is missing from the equation. Let

50

Lecture Note

Ordinary Differential Equation II

dy dv d 2 y
,v =
dx dy dx 2
When x = 0 , then y =1, v = 2 so v (1) = 2 . The initial value problem becomes
v=

dv
= v 3 y, v (1) = 2
dy
Proceed by separation of variables, assuming that v 0 .
1
dv = ydy
v2
and anti-differentiate, getting
1 y2
=
+ C1
v 2
Applying the initial condition, we get C1 = 0 , then
v

v = 2 / y 2
Thus
dy
2
= 2
dx
y
This can be solved by separation of variables.
2
y dy = 2 dx
and anti-differentiation,
y3
= 2 x + C2
3
1
The initial condition y ( 0 ) = 1 implies C2 = and the final result is
3
3
y
1
1/ 3
= 2 x + or y = (1 6 x )
3
3
Exercises
Solve the given second-order differential equation
3
d2y
dy
6. y = ( y ) + y
1.
+
3
=
2
2
dx 2
dx
7. y = 2 x ( y ) , y ( 0 ) = 0, y ( 0 ) = 1
x
2. y y = e
3. y + y = 0, y ( 0 ) = 1, y ( 0 ) = 0
8. y = 2 yy, y ( 0 ) = 0, y ( 0 ) = 1
4. y + y = 0, y ( 0 ) = 0, y ( 0 ) = 1
9. y 2 y = y
3
2
5. y = ( y ) ( y ) , y ( 0 ) = 3, y ( 0 ) = 1
10. x + yy = 0, y (1) = 0, y (1) = 1

Homogeneous Linear Differential Equation

2.1 Linear Independence


A Linear differential equation is one of the general forms
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) + + a0 ( x ) y = R ( x )

51

Lecture Note

Ordinary Differential Equation II

and if an ( x ) 0 , it is said to be of order n. It is called homogeneous if R ( x ) = 0 and


non-homogenous if R ( x ) 0 . First we focus attention on the homogeneous case and
next the non-homogeneous one.
Definition
The function y1 ( x ) , y2 ( x ) , , yn ( x ) are said to be linear independent if the
equation
C1 y1 + C2 y2 + + Cn yn = 0 for constants C1 , , Cn has only the trivial solution
C1 = C2 = = Cn = 0 for all x in the interval I. Otherwise they are said to be
linearly dependent.
Example 1
The function y1 = cos x and y2 = x are linearly independent for the only one way we
can have C1 cos x + C2 x = 0 for all x is for C1 and C2 both to be 0. However, the
functions y1 = 1, y2 = sin 2 x and y3 = cos 2 x are linear dependent, because

C1 (1) + C2 ( sin 2 x ) + C3 ( cos 2 x ) = 0 for C1 = 1, C2 = 2, C3 = 1 , which is not the trivial

solution.
Example 2
The function y1 = e x , y2 = 4e x are linearly dependent on the interval ( , + ) since
4 y1 + y2 = 4e x + 4e x = 0 .

2.2 Wronskian
Suppose the coefficients a0 ,, an are continuous functions of x on the interval
a x b and y1 , y2 , , yn are solutions of the homogeneous linear differential
equation
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) + + a0 ( x ) y = 0
then the function y1 , y2 , , yn are linearly independent on [ a, b] if and only if
the determinant

W ( x) =

y1
y1
y1(

n 1)

y2
y2
y2(

n 1)

yn
yn

yn(

n 1)

for some x on [ a, b] . The determinant is called the Wronskian function of the


n functions on [ a, b] .
Example 3
The functions y1 = e x , y2 = xe x , y3 = e3 x are solutions of a certain homogeneous
linear differential equation with constant coefficients. Show that these solutions are
linear independent.
Solution

52

Lecture Note

Ordinary Differential Equation II

e x

W e x , xe x , e3 x = e x
e x

xe x

(1 x ) e x
( x 2 ) e x

e3 x
3e3 x = 16e x
9e 3 x

Hence the functions are linearly independent.


Example 4
The functions y1 = sin 2 x and y2 = cos 2 x are solutions of the second-order equation
y + 4 y = 0 . Show that they form a linearly independent set of functions.
Theorem
If a0 ,, an are continuous functions of x if an ( x ) 0 on the interval [ a, b] ,
then the nth order homogeneous linear differential equation
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) + + a0 ( x ) y = 0

has n linearly independent solutions y1 ,, yn on [ a, b] and, by the proper


choice of constants c1 ,, cn every solution of the equation can be expressed as
c1 y1 + c2 y2 + + cn yn
Example 5
(a) Show that y = e 2 x and y = e 3 x are solutions of y + y 6 y = 0
(b) Show that y = 3e 2 x + 5e 3 x is also a solution of this equation.
(c) Show that y = xe 2 x is not a solution.

3 Reduction of Order
Theorem
If y1 is a nontrivial solution of the nth order homogeneous linear differential
equation
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) + + a0 ( x ) y = 0
then the substitution y2 = y1v , followed by theq substitution w = v , reduced
the equation to (n-1)th order equation.
Example 1
(a) Show that y1 = e x is a solution of y + 3 y + 2 y = 0 .
(b) Use the method of reduction of order to find a second linearly independent
solution of this differential equation and write the general solution.
Solution
(a) Substituting y1 = e x , y1 = e x , y1 = e x into the given equation yields
e x + 3 ( e x ) + 2 ( e x ) = 0

which shows that y1 = e x is a solution of the given equationl.


(b) Using the method of reduction of orderw, we let y2 = ve x ,which
differentiated twicew, yields
y2 = ve x ve x
y2 = ve x 2ve x + ve x
Substituting into the given differential equation, we get
( ve x 2ve x + ve x ) + 3 ( ve x ve x ) + 2ve x = 0

Expanding and collecting terms yields

53

Lecture Note

Ordinary Differential Equation II

ve x + ve x = 0
or
Letting w = v , this becomes
w + w = 0
Separating variables on this equation yields
dw
= dx
w
ln Cw = x

v + v = 0

w = Ce x
Since w = v , it follows by taking the antiderivative of e x that v = ce x
Ignoring the coefficient, a second solution is
y2 = ve x = e x e x = e 2 x
The general solution of the given second order equation is then
y = c1e x + c2e 2 x
Exercises
Show that the given function is a solution of the diferential equation, use the method
of reduction of oreder to find a second linearly independent solution, and write the
general solution.
1. 2 x 2 y + xy y = 0; y1 = x
2. y 4 y = 0; y1 = e 2 x
3. y 4 y = 0; y1 = cosh 2 x
4. y 9 y = 0; y1 = e3 x
5. y + y 6 y = 0; y1 = e 3 x

6. y + 4 y = 0; y1 = sin 2 x

7. xy + y = 0; y1 = 1

8. x 2 y 6 y = 0; y1 = 1 / x 2

9. (1 x ) y + xy y = 0; y1 = e x

10. x 2 y 3 xy + 4 y = 0; y1 = x 2

4 Homogeneous Linear Equation with Constant Coefficients


It has the general form
n
n 1
bn y ( ) + bn 1 y ( ) + + b1 y + b0 y = 0
where b0 , b1 ,, bn are real constants. The euation
bn r n + bn 1r n 1 + + b1r + b0 = 0
is called the characteristic or auxiliary equation associated with the given
homogeneous linear equation with constant coefficients.
Example 1
(a) The auxiliary equation for y 3 y = 0 is r 3 = 0 .
(b) The auxiliary equation for y + 5 y 7 y = 0 is r 2 + 5r 7 = 0

(c) Equation such as y + yy = 0, y + y + x 2 = 0,or x 2 y + y + xy = 0 do not


have auxiliary equations since the auxiliary equation concept applies only
to linear homogeneous equation with constant coefficients.

4.1 Auxiliary Equation with Distinct Real Roots


If the auxiliary eqution for
n
n 1
bn y ( ) + bn 1 y ( ) +

+ b1 y + b0 y = 0

has n distinct real roots r1 , r2 , , rn then n solutions e r1x , er2 x , , e rn x are linearly
independent and the general solution of the differential equation is given by
y = c1e r1x + c2e r2 x + + cn e rn x
54

Lecture Note

Ordinary Differential Equation II

where c1 ,, cn are arbitrary constants.


Example 2
d3y
d2y
dy
Solve the differential equation 2 3 9 2 5 = 0
dx
dx
dx
Solution
The auxiliary equation for the given differential equation is
2 r 3 9 r 2 5r = 0
1
The roots of this equation are r = 0, ,5 ; therefore the general solution is
2
y = c1 + c2 e x 2 + c3e5 x
Example 3
Solve the initial-value problem y + 3 y + 2 y = 0, y ( 0 ) = 1, y ( 0 ) = 2
Solution
The auxiliary equation in this case is
r 2 + 3r + 2 = 0
whose roots are r = 1, and 2 . Therefore the general solution is
y = c1e x + c2e 2 x
To find c1 and c2 , we use the condition x = 0, y = 1 in the general solution to
obtain
1 = c1 + c2
Differentiating the general solution yields
y = c1e x 2c2 e 2 x
Using x = 0, y = 2 in this equation,
2 = c1 2c2
Solving the system for c1 and c2

1 = c1 + c2

2 = c1 2c2
we get c1 = 4, c2 = 3 .
Hence the solution is y = 4e x 3e 2 x .
Exercises
Find the general solution
1. y 3 y + 2 y = 0

d2y
4y = 0
dx 2
d 2i
8. 2 9i = 0
dt
9. y 16 y = 0
10. y 4 y = 0
11. y + 9 y + 8 y = 0
12. 3 y + 5 y 2 y = 0
7.

d2y
dy
+ 5 + 6y = 0
2
dx
dx
2
d s ds
3. 2 + = 0
dt
dt
2
d y
dy
4. 2 + 5 + 4 y = 0
dx
dx
5. 2 y 3 y = 0
6. 3 y 4 y = 0
Find the particular solution corresponding to the given conditions.
2.

55

Lecture Note

13.

Ordinary Differential Equation II

d 2s
ds
4s = 0; s ( 0 ) = 0,
=2
2
dt
dt t =0

14. y 2 y 3 y = 0, y ( 0 ) = 0, y ( 0 ) = 4
15. y y = 0, y ( 0 ) = 1, y ( 0 ) = 1
17. y + 3 y = 0, y ( 0 ) = 2, y ( 0 ) = 6

4.2 Auxiliary Equation with Repeated Real Roots


If the auxiliary equation for

bn y ( ) + bn 1 y ( ) + + b1 y + b0 y = 0
has n repeated real roots r1 = r2 = = rn = r , then the general solution is given
by
y = ( c1 + c2 x + c3 x 2 + + cn x n 1 ) e rx
n 1

where c1 ,, cn are arbitrary constants.

Example 4
Solve the equation y = 0 .
Solution
The auxiliary equation is r 3 = 0 which gives roots m=0,0, and 0.
Therefore the general solution is
y = c1 + c2 x + c3 x 2

Example 5
Solve the equation y + 4 y + 4 y = 0
Solution
The auxiliary equation is
r 3 + 4r 2 + 4r = 0

which has roots 0, -2, -2. Therefore the general solution is


y = c1 + c2 e 2 x + c3 xe 2 x

4.3 Auxiliary Equation with Complex Roots


If the auxiliary equation for

n
n 1
bn y ( ) + bn 1 y ( ) + + b1 y + b0 y = 0
has the complex roots r = a ib then for each such pair of roots the general
solution contains terms of the form
y = eax ( c1 cos bx + c2 sin bx )

Example 6
Solve the equation

d 3s
ds
+4 =0
3
dt
dt

Solution
The auxiliary equation is r 3 + 4r = 0 , which has the roots
r1 = 0, r2 = 2i, r3 = 2i . Therefor the general solution is
y = c1 + c2 cos 2 x + c3 sin 2 x

Example 7
Solve the equation y ( 4) + 8 y + 16 y = 0

56

Lecture Note

Ordinary Differential Equation II

Solution
2
The auxiliary equation is r 4 + 8r 2 + 16 = 0 or ( r 2 + 4 ) = 0 . The roots are
r1 = r2 = 2i, r3 = r4 = 2i . Therefore the general solution is
y = c1 cos 2 x + c2 sin 2 x + c3 x cos 2 x + c4 x sin 2 x

Exercises for 4.2 and 4.3


Find the general solution of the given differential equation
1. y + 8 y + 16 y = 0
d 4s d 2s
6.

=0
2. 4 y 4 y + y = 0
dt 4 dt 2
2
1
7. y ( 4) + 18 y + 81 y = 0
3. y + y + y = 0
3
9
8. 9 y ( 4) + 6 y + y = 0
4. y + 5 y + 4 y
9. 4 y 3 y + y = 0
( 5)
( 3)
5. y y = 0
10. y 3 y 2 y = 0
Solve the initial- value problem
11. y 8 y + 16 y = 0, y ( 0 ) = 0, y ( 0 ) = 1
12. y 2 y + 1 = 0, y ( 0 ) = 1, y ( 0 ) = 2
13. y 6 y + 9 y = 0, y ( 0 ) = 1, y ( 0 ) = 1
14. y + 3 y = 0, y ( 0 ) = 3, y ( 0 ) = 0, y ( 0 ) = 9
15. y + 4 y = 0, y ( 0 ) = 0, y ( 0 ) = 1
16. y + y = 0, y ( 0 ) = 0, y ( 0 ) = 1
17. y + 4 y + 5 y = 0, y ( 0 ) = 1, y ( 0 ) = 0
18. y 6 y + 10 = 0, y ( 0 ) = 2, y ( 0 ) = 1

Non-homogeneous Linear Differential Equation with constant


Coefficients

The nth-oder nonhomogeneous linear differential equation can be expressed in the


form
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) + + a0 ( x ) y = f ( x )
where a ( x ) and f ( x ) are not identically zero on some interval a x b . The
function f ( x ) is often called the driving function of the equation.
Any function y p that is free of arbitrary constants and satisfies the equation is called a
particular solution of the equation.
Example 1
(a) y p = 5 x is a particular solution of y + y = 5
(b) y p = 2e3 x is a particular solution of y 2 y + y = 8e3 x
Associated with the equation
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) +

+ a0 ( x ) y = f ( x )

57

Lecture Note

Ordinary Differential Equation II

is the homogeneous linear differential equation


an ( x ) y ( n ) + an1 ( x ) y ( n 1) + + a0 ( x ) y = 0
which is called the corresponding homogeneous equation.
Example 2
(a) The corresponding homogeneous equation for y 2 y 3 y = sin x is
y 2 y 3 y = 0 .
(b) The corresponding homogeneous equation for y + y = 25 is y + y = 0

The general solution of the corresponding homogeneous equation, denoted by yc is


called the complementary solution of the nonhomogeneous equation.
Let y p be any particular solution of the nth-order constant-coefficient linear
differential equation
bn y ( n ) + bn 1 y ( n 1) + + b1 y + b0 y = f ( x )
( )
and let yc be the general solution of the corresponding homogeneous equation

bn y ( ) + bn 1 y ( ) + + b1 y + b0 y = 0
Then the general solution of the equation () is y = yc + y p .
n

n 1

5.1 Using the Method of Reduction of Order to Find a Particular Solution


Example 3
Solve the differential equation y + 2 y + y = e3 x using the method of reduction of
order to find a y p .

Solution

The corresponding homogeneous equation is y "+ 2 y + y = 0 . The auxiliary


exquation is r 2 + 2r + 1 = 0 , which has repeated roots -1,-1, yields the
complementary solution
yc = c1e x + c2 xe x
To find y p by reduction of order, we let y p = vy1 , where y1 is any particular
solution of the corresponding homogeneous equation. Here we choose
y1 = e x . Thus,

y p = ve x
yp = ve x ve x
yp = ve x 2ve x + ve x
Substituting into the given equation, we get
( ve x 2ve x + ve x ) + 2 ( ve x ve x ) + ve x = e3 x
This reduces to
ve x = e3 x or v = e 4 x

whence
v=

1 4x
e
16

58

Lecture Note

Ordinary Differential Equation II

(Note: We omit the arbitrary constants because were finding a particular


solution)
Substitute the value of v in y p = ve x , a particular solution of the given
differential equation is
1
1
y p = e 4 x e x = e3 x
16
16
Finally, the general solution is
1
y = yc + y p = c1e x + c2 xe x + e3 x
16
Example 4
Solve the differential equation y + 2 y = 3 x using the method of reduction of order to
find a y p . Answer: y = c1 + c2 e 2 x + 34 x 2 34 x .
Exercises
Determine the complementary Solution of the homogeneous equation
1. y + 3 y + 2 y = 12e x
5. y + 4 y = e x
2. y + 2 y 8 y = 4
6. y + 16 y = 2 sin 3 x
3. y + 6 y + 9 y = 9 x + 2
4. y 4 y + 4 y = 5 x 2 + e x
7. Verify that y p = 2e x is a particular solution of y + 3 y + 2 y = 12e x and then

find the general solution.


8. Verify that y p = x 94 is a particular solution of y + 6 y + 9 y = 9 x + 2 and then
find the general solution.
1
9. Verify that y p = e x is a particular solution of y + 4 y = e x and then find the
5
general solution.
2
10. Verify that y p = sin 3 x is a particular solution of y + 16 y = 2 sin 3 x and then
7
find the general solution.
Find the general solution of the differential equations. In determining y p , use the
method of reduction of order
11. y 4 y = 3
12. y y = x
13. y + 4 y + 4 y = e2 x
14. y + 3 y = e x
15. y + 3 y + 2 y = 25

16.
17.
18.
19.
20.

y + 4 y = e2 x
y y = sin x
y y = e3 x
y y 6 y = 5
y + y = x

5.2 Method of undetermined coefficients


We use this method to find a particular solution y p of the constant-coefficient
nonhomogeneou linear equation
bn y ( n ) + bn 1 y ( n 1) + + b1 y + b0 y = f ( x )
nIf f ( x ) is an mth-degree polynomial p ( x ) , we assume

y p = x k A0 + A1 x +

+ Am x m

where k is the multiplicity of the root 0 of the auxiliary equation.

59

Lecture Note

Ordinary Differential Equation II

Example 5
Find the general solution of y " 3 y ' = 2 x 2 + 1 .
Solution
The characteristic equation is r 2 3r = 0 has the roots r1 = 0 and r2 = 3 .Hence
yc = c1e 0 x + c2 e3 x = c1 + c2 e3 x

Here f ( x ) = 2 x 2 + 1 , 0 is a root of the multiplicity 1, so k = 1 .

Thus y p = x ( Ao + A1 x + A2 x 2 ) = A0 x + A1 x 2 + A2 x3

yp = A0 + 2 A1 x + 3 A2 x 2
yp = 2 A1 + 6 A2 x
Substituting these into the Eq. gives
2 A1 + 6 A2 x 3 ( A0 + 2 A1 x + 3 A2 x 2 ) = 2 x 2 + 1
2 A1 + 6 A2 x 3 A0 6 A1 x 9 A2 x 2 = 2 x 2 + 1
Equating coefficients of like powers of x,
1:
2 A1 3 A0 = 1
6 A2 6 A1 = 0

x:

9 A2 = 2
2
2
13
We get A2 = , A1 = , A0 = . Thus the particular solution is
9
9
27
13
2
2
yp =
x x 2 x3
27
9
9
and the general solution is
13
2
2
y = y p + yc =
x x 2 x 3 + c1 + c2 e3x
27
9
9
x
oIf f ( x ) is of the form of Ee , then y p has the form of x k Ae x , where k is
x2 :

the multiplicity of the root of the auxiliary equation.


Example 6
Find the general solution of y 5 y 6 y = 4e 2 x
Solution
The related homogeneous equation is y 5 y 6 y = 0 . The characteristic
equation is r 2 5r 6 = 0 and has roots 6, 1 . Thus, yc = c1e6 x + c2 e x . Here
= 2 so k = 0 since 2 is not a root of characteristic equation.
Thus we assign y p = Ae2 x . Substituting this into the equation gives,

( Ae ) 5 ( Ae ) 6 ( Ae ) = 4e
2x

2x

2x

2x

4 Ae2 x 10 Ae2 x 6 Ae2 x = 4e2 x


12 Ae 2 x = 4e2 x
1
1
So A = . Thus y p = e 2 x . Hence, the general solution is
3
3
1 2x
y = y p + yc = e + c1e6 x + c2 e x
3

60

Lecture Note

Ordinary Differential Equation II

pCase3: If f ( x ) has the form of p ( x ) e x p ( x ) is an mth-degree polynomial,

then y p is assigned to be x k ( A0 + A1 x +

+ Am x m ) e x where k is the

multiplicity of the root of the auxiliary equation.


Example 7
Write the form of y p , given that y y = x3 + x + e x 2 xe x

Solution
The characteristic equation is r 2 r = 0 which has the roots 0, 1 . So yc = c1 + c2 e x .

Here f ( x ) = ( x 3 + x ) + (1 2 x ) e x . The first term is a third-degree polynomial. Since 0

is a root of multiplicity 1 of the characteristic equation, y p must include a term of the


form x k ( A0 + A1 x + A2 x 2 + A3 x 3 ) with k = 1 .The second term is the form p ( x ) e x

where p ( x ) = 1 2 x is the first-degree polynomial and = 1 which is also the root of


the characteristic equation. So y p must also include a term of the form

x k ( A4 + A5 x ) e x with k = 1 . So y p has the form

y p = x A0 + A1 x + A2 x 2 + A3 x 3 + x ( A4 + A5 x ) e x

Example 8
Give the form for y p if y 2 y + y = 7 xe x is to be solved by the method of
undetermined coefficients.
Solution
The characteristic equation is r 2 2r + 1 = 0 which has root 1 of multiplicity 2. Thus
yc = c1e x + c2 xe x .

Here f ( x ) has the form p ( x ) e x where p ( x ) = 7 x is a first-degree polynomial and

= 1 . Since = 1 is a root of multiplicity 2, we obtain k = 2 . So the form for y p is


x 2 ( A0 + A1 x ) e x
qCase 4: If f ( x ) = E1 cos x + E2 sin x , where at least one of the constants

E1 , E2 is nonzero, then y p has the form x k ( A0 cos x + B0 sin x ) where k is


the multiplicity of i as a root of the auxiliary equation.
Example 9
Write the form of y p , if y + 2 y + 2 y = 3e x + 4 cos x is to be solved by the method of

undetermined coefficient.
Solution
The characteristic equation is r 2 + 2r + 2 = 0 with the roots r = 1 i .
Thus
yh = c1e x cos x + c2 e x sin x

Here f ( x ) = 3e x + 4cos x . Consider the first term 3e x . Since = 1 is not the root of

the characteristic equation, by case 2, we have k = 0 . So y p includes a term of A1e x .


Now consider the second term 4 cos x . Since i is not a root of the characteristic
equation, k=0. Hence y p includes terms of the form A2 cos x + A3 sin x

61

Lecture Note

Ordinary Differential Equation II

Thus y p = A1e x + A2 cos x + A3 sin x , where A1 , A2 , A3 are constants to be determined.


Example 10
Give the form for y p if y + 4 y = sin 2 x is to be solved by the method of undetermined
coefficients.
Solution
The characteristic equation is r 2 + 4 = 0 with the roots 2i .
So yh = c1 cos 2 x + c2 sin 2 x . f ( x ) = sin 2 x , that is = 2 . Since 2i is a roots of the

characteristic equation of multiplicity 1, we have k = 1 .


Hence
y p = x ( A0 cos 2 x + B0 sin 2 x )
rCase 5: If f ( x ) = p ( x ) sin x + q ( x ) cos x , where p ( x ) is an mth-degree

polynomial in x and q ( x ) is an nth-degree polynomial in x , then


y p = x k ( A0 + A1 x + + As x s ) cos x + ( B0 + B1 x + + Bs x s ) sin x
where k is the multiplicity of i as a root of the auxiliary polynomial and s
is the larger of m, n .
Example 11
Give the form for y p if y + 4 y = x 2 cos 2 x x sin 2 x + sin 2 x is to be solved by the
method of undetermined coefficients.
Solution
The characteristic equation is r 2 + 4 = 0 which has the roots 2i .
So
yh = c1 cos 2 x + c2 sin 2 x .

Here f ( x ) = x 2 cos 2 x x sin 2 x + sin 2 x = x 2 cos 2 x + (1 x ) sin 2 x , that is, it has the
form of

p ( x ) cos x + q ( x ) sin x

where p ( x ) = x 2 is a second-degree polynomial and q ( x ) = 1 x is a 1stdegree


polynomial, and = 2 . Since 2i is a root of the characteristic equation of multiplicity
1, we obtain k = 1 . Hence
y p = x ( A1 + A2 x + A3 x 2 ) cos 2 x + ( A4 + A5 x + A6 x 2 ) sin 2 x
sCase 6: If f ( x ) = E1e x cos x + E2e x sin x , where E1 , E2 are constants at

least one of which is nonzero, then


y p = x k A0 e x cos x + B0 e x sin x

where k is the multiplicity of + i as a root of the auxiliary polynomial.

Example 12
Give the form for y p if y + 2 y + 2 y = 5 x x cos x is to be solved by the method of
undetermined coefficients.

62

Lecture Note

Ordinary Differential Equation II

Solution
The roots of the characteristic equation r 2 + 2r + 2 = 0 are 1 i . So
yh = c1e x cos x + c2 e x sin x

Here f ( x ) = 5e x cos x which is of the form e x cos x , where = 1, = 1 . Since

1 + i is a root of the characteristic equation of multiplicity 1, we obtain k = 1 . Thus


y p = x ( A0 e x cos x + B0 e x sin x ) .
We can summary the 6 cases as in the table below:
If f ( x ) is of the form

k is the
multiplicity
of the root

y p then includes

1. p ( x ) , an mth-degree

x k A0 + A1 x +

polynomial
2. Ee x
3. p ( x ) e x , p ( x ) is an

+ Am x m

x k Ae x

+ Am x m e x

x k A0 + A1 x +

th

m -degree polynomial
4. E1 cos x + E2 sin x

x k ( A0 cos x + B0 sin x )
x k ( A0 + A1 x + + As x s ) cos x +

5. p ( x ) cos x + q ( x ) sin x

where p ( x ) is an mth-degree
polynomial and q ( x ) is n degree polynomial
6. E1e x cos x + E2 e x sin x
th

x k B0 + B1 x +

+ Bs x s sin x

s is larger of m, n

x k e x ( A0 cos x + B0 sin x )

+ i

Example 13
Give the form for y p if y + 2 y + 2 y = e x cos 2 x + e x sin 2 x + e x 3cos x

is to be solved by undetermined coefficients


Solution
The characteristic equation is r 2 + 2r + 2 = 0 which has roots 1 i
Here f ( x ) is the some of 3 groups of terms
e x cos 2 x + e x sin 2 x :
e x :
3cos x :

since 1 + 2i is not a root, we include


A0 e x cos 2 x + B0 e x sin 2 x (by case 6)
Since 1 is not a root, we include A2 e x
since i is not a root, we include
A1 cos x + B1 sin x

Hence

y p = A0e x cos 2 x + B0e x sin 2 x + A1 cos x + B1 sin x + A2 e x


Exercises for 5.2
1. Consider the differential equation y + 2 y + y = f ( x ) . Determine the y p to be
used if f ( x ) equals each of the following:
(a) x
(b) x + 2
(c) sin x + x

(d) e x
(e) xe x
(f) sinh x

(g) sinh x + cosh x


(h) x (1 + e x )

63

Lecture Note

Ordinary Differential Equation II

Solve the following equations


2. y 4 y + 4 y = e x
3. y 4 y + 4 y = e x +1
4. y 4 y + 4 y = e2 x
5. y 4 y + 4 y = sin x
6. y 4 y + 4 y = xe 2 x + e2 x
7. y 4 y + 4 y = xe2 x
8. y + y = sin 2 x

9.
10.
11.
12.
13.
14.

y + 4 y = sin 2 x
y + 4 y = sin 2 x
y 2 y + 5 y = sin 2 x
y 2 y + 5 y = e x cos 2 x
y 3 y 2 y = sin 2 x
y + y = 1

5.3 Variations of Parameters


This method can be used to seek for the particular solution of nth-order equation
an ( x ) y ( n ) + an 1 ( x ) y ( n 1) + + a0 ( x ) y = f ( x ) where y1 , y2 , , yn are n linearly
independent solution of the homogeneous equation are known, we seek a solution of
the form y p = v1 ( x ) y1 ( x ) + v2 ( x ) y2 ( x ) + + vn ( x ) yn ( x )
To find vi ( i = 1,..., n ) , first solve the following linear equations simultaneously for vi :
v1 y1

v1 y1

v y ( n 2 )
1 1
v y ( n 1)
1 1

v2 y2
v2 y2

+
+

+ v2 y2(

n2)

n 1
v2 y2( )

vn yn
vn yn

+ vn yn(

n2)

n 1
vn yn( )

f ( x ) an ( x )

Then integrate each vi to obtain vi , disregarding all constants of integration. This is


permissible because we are seeking only one particular solution.
Example 14
1. For the special case n = 1 , the system reduces to
v1 y1 = f ( x ) a1 ( x )
2. For the case n=2, it becomes
0
v1 y1 + v2 y2 =

v1 y1 + v2 y2 = f ( x ) a2 ( x )
3. For the case n=3:
v1 y1 + v2 y2 + v3 y3 =

v1 y1 + v2 y2 + v3 y3 =
v y + v y + v y =
2 2
3 3
1 1

0
0
f ( x ) a3 ( x )

Scope of the Method


The method of variation of parameters can be applied to all linear differential
equation. It is therefore more powerful than the method of undetermined coefficients,
which is restricted to linear differential equations with constant coefficients and
particular forms of f ( x ) . Nonetheless, in those cases where both methods are

64

Lecture Note

Ordinary Differential Equation II

applicable, the method of undetermined coefficients is usually the more efficient and,
hence, preferable.
As a practical matter, the integration for vi may be impossible to perform. In such an
event, other methods must be employed.
Example 15

Solve y 2 y + y =

ex
x

Solution
Here n=2 and yc = c1e x + c2 xe x ; and hence y p = v1e x + v2 xe x
Since y1 = e x , y2 = xe x and f ( x ) = e x x , it follows that

v1e x +
v2 xe x
= 0

x
ex
x
x
=
v1e + v1 e + xe
x

By solving the system, we obtain v1 = 1 and v2 = 1 x . Thus,


dx
v1 = v1dx = dx = x
= ln x
v2 = v2 dx =
x
Hence is y p = xe x + xe x ln x . The general solution is therefore

y = yc + y p = c1e x + c2 xe x xe x + xe x ln x
= c1e x + c3 xe x + xe x ln x , (c3 = c2 1)
Example 16
Solve y y = e x using the method of variation of parameters.
Solution
The characteristic equation is r 3 r 2 = 0 with roots 0, 0 and 1. Hence homogeneous
solution is yc = c1 + c2 x + c3e x , implying that
y p = v1 y1 + v2 y2 + v3 y3
So we have, here,
y1 = 1, y2 = x, y3 = e x and f ( x ) = e x

Thus we must solve the system below for v1 , v2 , v3


v1 1 +

v2 x

+ v3 e x

v1 0 +

v2 1 + v3 e

v1 0 + v2 0 + v3 e = e x
From the system, we obtain
v3 = 1, v2 = e x , v1 = xe x e x
It implies that
v3 = x, v2 = e x , v1 = xe x 2e x
Therefore
y p = v1 y1 + v2 y2 + v3 y3 = xe x 2e x 1 + e x x + x e x = xe x 2e x
x

) ( )

( )

65

Lecture Note

Ordinary Differential Equation II

The general solution is


y = y p + yc = xe x 2e x + c1 + c2 x + c3e x
= c1 + c2 x + xe x + c4 e x , (c4 = c3 2)
Exercises for 5.3
Solve the following equation using the method of variation of parameters
1. y y 2 y = e2 x
e2 x

7. y 4 y + 4 y =
x
e x
2. y + 2 y + y =
e 3 x
x
8. y + 6 y + 9 y = 2
3. y + 4 y = tan 2 x
x +1
x
2
9. y + 2 y + y = e ln x
4. y + 4 y = tan 2 x
5. y + 4 y = sin 2 2 x

10. y + 2 y + y =

6. y 3 y + 2 y = cos ( e x )

e x
x3

11. Verify that x and 1/x are solutions to the differential equation
x 2 y + xy y = 0 on ( 0, ) . Solve the equation x 2 y + xy y = x 2 ln x
12. Use exercise 11 to solve the equation x 2 y + xy y = x 2
13. Verify that y1 = x and y2 = x ln x are solution of the corresponding
1
homogeneous equation of x 2 y xy + y = and then solve the differential
x
equation.
14. Verify that x and e x are solution to (1 x ) y + xy y = 0 on (1, ) . Solve the

equation (1 x ) y + xy y = ( x 1) e x .
2

66

Lecture Note

Linear System of ODEs

Chapter 5

Linear System of ODEs


In some situation, we are required to find the function
y1 = y1 ( x ) , y2 = y2 ( x ) , , yn = yn ( x ) that satisfy a system of differential equations
containing the variable x, the unknown functions y1 , y2 , , yn and their derivatives.
Consider the system of first order differential equations
dy1
dx = f1 ( x, y1 , y2 , , yn )

dy2 = f ( x, y , y , , y )

n
2
1
2
(1)
dx
........................................

dyn = f x, y , y , , y
n(
n)
1
2
dx
where y1 , y2 , , yn are unknown functions and x is a variable. Such a system, to be
solved by first derivative, is called a normal system.
Solving the system is to determine the function y1 , y2 , , yn satisfying (1) and the
initial conditions
y1 ( x0 ) = y10 , y2 ( x0 ) = y20 , , yn ( x0 ) = yn 0
(2)
if there exist.
Now let solve the system (1).
Differentiate the first equation of the system (1) with respect to x we obtain
d 2 y1 f1 f1 dy1
f dy
=
+
+ + 1 n
2
dx
x y1 dx
yn dx
dy
dy dy
Replacing derivatives 1 , 2 , , n by the expressions f1 , f 2 , , f n from (1), we
dx dx
dx
obtain the equation
d 2 y1
= F2 ( x, y1 , y2 , , yn )
dx 2
Differentiating the equation obtained and following the above procedure to get
d 3 y1
= F3 ( x, y1 , y2 , , yn )
dx3
.........................................

d n y1
= Fn ( x, y1 , y2 , , yn )
dx n
Hence we obtain the following system

67

Lecture Note

Linear System of ODEs

dy1
dx = f1 ( x, y1 , y2 , , yn )
2
d y1
2 = F2 ( x, y1 , y2 , , yn )
dx
..........................................
n
d y1
dx n = Fn ( x, y1 , y2 , , yn )

(3)

Suppose we can obtain y2 , y3 , , yn in functions of x, y1 , and the derivative


dy1 d 2 y1
d n 1 y1
,
, , n 1 as follows
dx dx 2
dx
y2 = 2 x, y1 , y1, , y1( n 1)

y = x, y , y, , y ( n 1)
3
3
1
1
1
(4)

.........................................

( n 1)
yn = n x, y1 , y1, , y1
Substituting these expressions in the last equation in (3) we obtain
d n y1
(5)
= x, y1 , y1, , y1( n 1)
n
dx
We can find y1 by solving (5)

(
(

)
)

y1 = 1 ( x1 , C1 , C2 , , Cn )

(6)

Differentiating this expression ( n 1) times with respect to x, we will find


dy1 d 2 y1
d n 1 y
, 2 , , n 11
dx dx
dx
as function of x, C1 , C2 , , Cn .
By substituting these functions into (4), we can determine y2 , y3 , , yn

y2 = 2 ( x, C1 , C2 , Cn )

......................................

(7)

yn = n ( x, C1 , C2 , , Cn )
Example: Solve the system
dy
dx = y + z + x ( a )

dz = 4 y 3z + 2 x
(b )
dx
with the initial condition y ( 0 ) = 1 and z ( 0 ) = 0

Solution:
First differentiate the first equation with respect to x to obtain

68

Lecture Note

Linear System of ODEs

d 2 y dy dz
=
+ +1
dx 2 dx dx
dy
dz
and
from (a) and (b) into this above expression we obtain
Substitute
dx
dx
d2y
= ( y + z + x ) + ( 4 y 3z + 2 x ) +1
dx 2
d2y
= 3 y 2 z + 3x + 1
(c)
dx 2
dy
From equation (a), we have z =
y x (d)
dx
The substitution of this expression into (c) gives
d2y
dy

= 3 y 2 y x + 3 x + 1
2
dx
dx

2
d y
dy
+ 2 + y = 5x + 1
(e)
2
dx
dx
We find the general solution of (e) as
y = ( c1 + C2 x ) e x + 5 x 9
(f)
and we can also find
z = ( C2 2C1 2C2 x ) e x 6 x + 14

(g)

Now, by applying initial conditions y ( 0 ) = 1 and z ( 0 ) = 0 , we will find C1 and C2 .


Since y ( 0 ) = 1 , then from (f) we obtain 1 = C1 9 , implying that C1 = 10
and z ( 0 ) = 0 , then from (g) we obtain 0 = C2 2C1 + 14 , C2 = 6
Hence, the solution is given by
y = (10 + 6 x ) e x + 5 x 9 , z = ( 14 12 x ) e x 6 x + 14
Example: Solve the system
dx
dt = y + z

dy
= x+z
dt
dz
dt = x + y

Solution:
Differentiating the first equation give
d 2 x dy dz
=
+
dt 2 dt dt
Then we obtain
d 2x
= x+z+x+ y
dt 2
or
d 2x
= 2x + y + z
dt 2

69

Lecture Note

Linear System of ODEs

dx
dx
= y + z , we can obtain z =
y , then
dt
dt
d 2x
dx
= 2x + y + y
2
dt
dt
2
d x dx
2x = 0
dt 2 dt
This equation gives the general solution x = C1e t + C2 e2t . From this, we get
dx
= C1e t + 2C2 e2t
dt
dx
x = C1e t + 2C2 e2t z
From the third equation we have y =
dt
Substituting x and y into the third equation we get
dz
+ z = 3C2 e2t
dt
which has the solution
z = C3e t + C2 e2t

From the equation

Thus, y = C1e t + 2C2 e 2t ( C3e t + C2 e2t ) = ( C1 + C3 ) e t + C2 e 2t

Therefore, the general solution is give as


x = C1e t + C2 e 2t

2t
t
y = ( C1 + C3 ) e + C2 e

2t
t
z = C3e + C2 e
Exercises
Solve the following systems
y1 y2 = x 2
1.
y2 + 4 y2 = x
y1 = y2
2.
y2 = y1
y1 = 3 y1 + 2 y2
3.
y2 = y1 5 y2
y1 = 4 y1 + 3 y2
4.
y2 = y1
y1 = y1 + y2
5.
y2 = 3 y1 y2

6.
7.

y1 = 5 y1 4 y2
y2 = y1 + 2 y2
y1 + y2 = 3

y1 y2 = x
y1 = y2 + 1
8.
y2 = y1 1
y1 y2 = x 2
9.
y2 + 2 y1 = x
y1 + y2 = 1
10.
y1 + y1 + y2 y2 = 0

70

Bibliography
1
2

Howard Anton, Calculus with Analytic Geometry, 4th edition


Piskounov, Calcul Diffrentiel et Intgral, 2edition revue, Moscou, dition Mir,
1966.
3 Richard Bronson, Differential Equations, 2nd edition, McGraw-Hill In., 1994.
4 Stephen L. Campbell, An Introduction to Differential Equations and their
Applications, 2nd edition, The United States of America, 1990
5 Strauss, Bradley, Smith, Calculus, 3rd edition, The United States of America,
Prentice Hall, Inc., 2002.
6 Varberg, Purcell and Rigdon, Calculus, 8th edition, The United States of
America, Prentice-Hall, Inc., 2002.

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