MATH2352 Differential Equations and Applications

Tutorial Notes 2
Samsung, SUM Sung Fung
22 June, 2012

5 More Example on Exact Equations

Example:

 dy 4x+3y
dx= 3x+5y
y(0) = 1
After some rearrangements, the DE can be expressed as

(4x + 3y) dx + (3x + 5y) dy = 0

| {z } | {z }
M N

Check:
M y = 3 = Nx
The function (x, y) can be found by direct integrations:
5
2x2 + 3xy + f (y) = 3xy + y 2 + g(x)
| R
{z } | 2{z }
= M dx+f (y) R
= N dy+g(x)
5
(x, y) = 2x2 + 3xy + y 2 + C
2
so the general solution is 2x2 + 3xy + 25 y 2 = D.
Substituting y(0) = 1 into the result yields D = 52 , hence the solution of the IVP is

5 5
2x2 + 3xy + y 2 = 0
2 2

6 Integrating Factor for Exact Equations

Given a first order linear equation and an IC, of the following form:

y (x) = F (x, y)
y(x0 ) = C

where x0 , C are some numbers.

Suppose the DE can be manipulated into the following form

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

but if we found that

My (x, y) 6= Nx (x, y)
then we can try a trick to make this differential equation exact.

1
Procedures:
1. Multiply both sides of the DE by some function (x, y).

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

2. Assume (M )y = (N )x , so that the new DE becomes exact.

3. Solve M y N x + (My Nx ) = 0:
My Nx
If N contains only x, then = (x) and

d M y Nx
=
dx N
My Nx
If M contains only y, then = (y) and

d Nx M y
=
dy M

Otherwise, will be hard to find.

4. Solve (x, y)M (x, y) dx + (x, y)N (x, y) dy = 0 as an exact equation.

Example:

( 2
y = 3xy+y
x2 +xy where x 6= 0
y(1) = 1
After some rearrangements, the DE can be expressed as

(3xy + y 2 ) dx + (x2 + xy) dy = 0

| {z } | {z }
M N

Check:
My = 3x + 2y 6= 2x + y = Nx
so we need to find some such that (M )y = (N )x .
My Nx
Since N = x1 , so = (x) and
d 1
=
dx x
which is separable and upon integrations gives = x.
The new exact equation is (3x2 y + xy 2 ) dx + (x3 + x2 y) dy = 0, which can be solved by finding
a function (x, y):

x2 y 2 x2 y 2
x3 y + + f (y) = x3 y + + g(x)
| 2
{z } | 2
{z }
R R
= M dx+f (y) = N dy+g(x)

x2 y 2
(x, y) = x3 y + +C
2
2 2
so the general solution is x3 y + x 2y = D.
Substituting y(1) = 1 into the result yields D = 32 , hence the solution of the IVP is

x2 y 2 3
x3 y + =0
2 2

2
7 Wronskian Determinant
For n given functions {y1 (t), y2 (t), , yn (t)}, one can test the linear dependence of them via calculating
the Wronskian Determinant W as
 
 y1 (t) y2 (t) yn (t) 

 y1 (t) y2 (t) yn (t) 

W (t) =  .. .. .. .. 
 . . . . 
 (n1) (n1) (n1)

 y
1 (t) y2 (t) yn (t) 

If W (t) is non-zero at some points on an interval I, then the set of functions {y1 (t), y2 (t), , yn (t)}
are linear independent on I; however, if W (t) 0 on I, the functions may or may not be linearly
independent.

Example:
For y1 = tet , y2 = et , the Wronskian Determinant is
 
 tet et 
W (t) = 

(t + 1)et et 
= te2t (t + 1)e2t
= e2t 6= 0

so they are LI on R.

8 Superposition Principle
For Linear Homogeneous Equation ONLY!!
Given
N
X
L[f (t)] = n (t)f (n) (t) = 0
n=0

is a linear homogeneous differential equation, y1 (t) and y2 (t) are solutions to this equation, then any
linear combination of the form
c1 y1 (t) + c2 y2 (t)
with constants c1 and c2 , is also a solution, i.e. L[c1 y1 (t) + c2 y2 (t)] = 0.

Example:
1. y + 5y + 6y = 0y1 (t) = e2t , y2 (t) = e3t
2
1
2. 2t y + 3ty y = 0 (t > 0) y1 (t) = t, y2 (t) = t

9 Homogeneous 2nd Order Equations with Constant Coeffi-

cients
To solve the IVP of the form
ay (t) + by (t) + cy(t) = 0
y(t0 ) = C0

y (t0 ) = C1
where a, b, c are constants, we can make use of the Superposition Principle to develop a technique called
Characteristic Equation Method, which can be summarized as follows.

3
Procedures:
1. Let y = ert be a test solution, and substitute it into the differential equation to obtain


ar2 + br + c ert = 0

2. Since ert is always non-zero and thus can be eliminated, we get the Characteristic Equation

ar2 + br + c = 0

which has a solution of

b b2 4ac
r=
2a
3. For different values of discriminant = b2 4ac:
If = 0, r has repeated root, the general solution is
b b
y(t) = A1 e 2a t + A2 te 2a t

If > 0, r has real roots, the general solution is

b2 4ac b2 4ac
b+
t b
t
y(t) = A1 e 2a + A2 e 2a

If < 0, r has complex roots, the general solution is

b
2a t 4ac b2 b
2a t 4ac b2
y(t) = A1 e cos t + A2 e sin t
2a 2a
4. Get the final solution by finding out the constants A1 and A2 with the two given ICs.

Example:

y +
2y + 2y = 0
y =2
4

y 4 = 2
The characteristic equation of the given DE is

r2 + 2r + 2 = 0

of which the discriminant is 4 < 0 and the roots are 1 i, therefore the general solution
is
y(t) = A1 et cos t + A2 et sin t
To find the unknowns A1 and A2 , we use the initial conditions together with the fact that
y (t) = A1 ( cos t sin t)et + A2 (cos t sin t)et :
 
2 2
2=y = A1 e 4 + A2 e 4
4 2 2
  !
2 2
2 = y = A1 e 4
4 2 2

Solving these two equations gives A1 = A2 = 2e 4 , so the solution to the IVP is

y(t) = 2e 4 t (cos t + sin t)