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You are on page 1of 77

Engineering III

Norton University

Year 2010

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

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

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

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

Example 2

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

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

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

Limit of a Function of Two Variables

The limit statement

lim

f ( x, y ) = L

( x , y )( x0 , y0 )

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

y

y0

0<

then

( x x0 ) + ( y y0 )

2

<

x0

f ( x, y ) L <

or

lim

( x , y )( x0 , y0 )

( x x0 ) + ( y y0 )

2

<

f ( x, y ) L <

N.b: If the

lim

( x , y )( x0 , y0 )

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 ) =

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

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 )

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

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

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 ) =

by

f

f

= f x ( a, b ) and

y

x ( a , b )

= f y ( a, b )

( a,b)

Example 2

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 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

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

12

f x ( x, y ) =

9

x

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

4

2 x+ y

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

2 f

means just the opposite (differentiate with respect to y

xy

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

f xy ( 3, 2 ) = 2 .

Remark

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 .

4.1 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

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

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

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

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

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

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

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:

( 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

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

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

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

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

2 f 2 f

+

= 0 is said to be

x 2 y 2

23

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

24

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

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 )

b. f y ( 0,1,1)

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

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

x 2 ( 4 ct )

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

Supplementary Exercise

x

y

2

2

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

u = arctan

y

2u 2u

+

=0

satisfies Laplace equation

x 2 y 2

x

12

Lecture Note

Partial Differentiation

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 )

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

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

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

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

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

z

r

20

Let r =

a

and

r = 2, = 6

if

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

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

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

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

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

(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

15

Lecture Note

Multiple Integral

R

R

R1

R2

R1

R2

(i) Over Rectangular Region

If f ( x, y ) is continuous over

therectangle R : a x b, c y d , then the double

integral

y

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

d b

b d

c a

a c

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

R

7

18

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

T

4

.

3

Example 4

Evaluate

x , x = 2, x = 4 .

Answer:

11

6

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

J=

x

u

y

u

x

v

y

v

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

3a 4

4

Example 6

R

2 Triple Integral

17

Lecture Note

Multiple Integral

2.1 Definition

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

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

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

z2 = f2

(x, y )

V

z1 = f1 ( x , y )

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

20

.

3

18

Lecture Note

Multiple Integral

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

V

x

u

y

J =

u

z

u

x

v

y

v

z

v

x

w

y

w

z

w

x = r cos

y = r sin

z = z

( r , , z )

x

v

y

v

z

v

O

r

( r , , 0 )

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

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

z

x = sin cos

y = sin sin

z = cos

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

R

2

38

3

Example 5

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

V

a4

Example 6

Compute

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 .

(i). The volume of a solid defined by

the surface z = f ( x, y ) , xy-plane where

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

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

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

z = f ( x, y )

lies over R has surface area S and is found by

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 .

1

24

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

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

Moments

R

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

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

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

R

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

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)

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

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

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}

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

c.

9 y 2

2 0

1 x

2a 3

( x + y ) dydx (Answer: )

3

f. y x 2 y 2 dydx =

0 0

1

12

R

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

2

x (1 + y )

2 1 2

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

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

(

)

14

1 + x

1

2

+ 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

(Answer:

1 x 2

9 x2

1 0

1 x 2 y 2

x2 + y 2 + z 2

) dzdydx

32

(1 e ) )

1

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

+

2

a. Show that I 2 =

x2 + y2

) dxdy

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

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:

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

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

Chapter 3

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

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

dy

d2y

y = , y = 2 , and so on

dx

dx

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

31

Lecture Note

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.

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 .

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

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.

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

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

n)

) = 0 we generally

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

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

1

dy

dy = h ( x ) dx

dx so

g ( y)

dx

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 )

(iii). The solution is

1

dy = h ( x ) dx

g ( y)

g ( y ) dy = h ( x ) dx

Example1

dy

= y2 +1

dx

Solution

35

Lecture Note

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

dy

x

= , y ( 0) = 1

dx

y

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

Example3

dy 1 + x + x 3

=

dx 2 + y 2 + y 6

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

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.

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

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 )

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

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

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

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

3

x 3 y '+ y = sin x

x

d 3

( x y ) = sin x

dx

by integration we obtain

38

Lecture Note

x3 y = cos x + C

Thus

C cos x

3

x3

x

y ( x) =

Since x =

, y = 1 , then 1 =

( 2 )

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

dy

= y + y3

dx

Solution

The equation can be rewritten as

dy

y = y3

dx

39

Lecture Note

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 =

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

( ve ) = 2e

2x

2x

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

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

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

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)

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

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

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

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

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

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

x2 y + y 4 + x2 + x = C

43

Lecture Note

Example 2

Solve y =

2 + ye xy

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

xy

2 y xe

Integrating Factor Method

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

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.

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

=

( )

( 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.

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 )

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

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

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 )

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

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

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 )

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

Example 2

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

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

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

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

Chapter 3

(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

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

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

( )

'

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

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

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

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

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)

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

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

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

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

(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

53

Lecture Note

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

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

have auxiliary equations since the auxiliary equation concept applies only

to linear homogeneous equation with constant coefficients.

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

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.

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

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

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

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

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

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

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

Coefficients

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

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

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

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

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

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

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

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

59

Lecture Note

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

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 :

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

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

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

+ Am x m ) e x where k is the

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 .

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

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

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

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

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

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

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

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

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

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

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

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

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

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 :

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

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

(h) x (1 + e x )

63

Lecture Note

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

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 )

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 )

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

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

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

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

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

Chapter 5

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

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)

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)

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

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)

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

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

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

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.

71

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