ENGINEERING ANALYSIS

Faculty of Engineering
Petroleum Engineering

Fourth year
seven semesters
Engineering analysis Lecture 1

Chapter 1
Basic Concepts of Differential Equations
1.1 Definition of Differential Equation:
An equation containing the derivatives of one or more unknown functions (or dependent
variables), with respect to one or more independent variables, is said to be a differential
equation (DE).
Examples:
𝑑2𝑦
1) = −𝑘𝑥
𝑑𝑥 2

𝜕2 𝑣 𝜕2 𝑣 𝜕2 𝑣
2) 2
+ 2
+ =0
𝜕𝑥 𝜕𝑦 𝜕𝑧 2

3) 𝑥𝑦 ′′ + 𝑦 ′ + 𝑥𝑦 = 0
𝜕4 𝑢 𝜕4𝑢 𝜕4 𝑣
4) 4
+2 + = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 4

1.2 There are two type of differential equation:

1. Ordinary Differential Equation
If a differential equation contains only ordinary derivatives of one or more unknown
functions with respect to a single independent variable, it is said to be an ordinary
differential equation (ODE).
Examples:
𝑑2𝑦 𝑑𝑦
1. + 2𝑥 =0
𝑑𝑥 2 𝑑𝑥
𝑑2𝑣 𝑑𝑣 𝑑4𝑣
2. 2
− + =0
𝑑𝑥 𝑑𝑥 𝑑𝑥 4

3. 𝑥 2 𝑦 ′′ + 𝑥 3 𝑦 ′" = 0
2. Partial Differential Equation
An equation involving partial derivatives of one or more unknown functions of two or
more independent variables is called a partial differential equation (PDE).

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Engineering analysis Lecture 1

Examples:
𝜕𝑢 𝜕2 𝑢
1) =𝑘
𝜕𝑡 𝜕𝑥 2
𝜕2 𝑣 𝜕2 𝑣
2) 2
+ =0
𝜕𝑥 𝜕𝑦 2
𝜕𝑧 𝜕𝑧
3) 𝑦 2 − 𝑎𝑦 = 𝑏𝑥𝑧
𝜕𝑥 𝜕𝑦

1.3 The order of a differential Equation:

The order of a differential equation is the number of the highest derivative that appears
in the equation.
1.4 The Degree of a differential Equation.
The degree of a differential equation is the degree of the highest order derivative
involving in the equation, When the equation is free from radicals and fractional powers.
Examples:
1. 𝑦 ′′′ + 𝑦 ′ 𝑠𝑖𝑛( 𝑥) + 𝑦 = 𝑐𝑜𝑠( 𝑥) order 3 degree 1
𝑑𝑦 𝑑2𝑦
2. ( )4 + = −𝑥 3 order 2 degree1
𝑑𝑥 𝑑𝑥 2

𝑑3𝑦 4 𝑑𝑦
3. ( ) − ( )4 + 2𝑦 = 0 order 3 degree 4
𝑑𝑥 3 𝑑𝑥

4. 𝑦 ′ = √𝑦
(𝑦 ′ )2 = 𝑦 order 1 degree 2
1
5. + 5𝑦 = 5
𝑦 ′′
1 + 5𝑦𝑦 ′′ − 5𝑦 ′′ = 0 order 2 degree 1
1.5 Linear Differential Equations
A general linear differential equation of order n, in the dependent variable y and
the independent variable x, is an equation that can be expressed in the form :
𝑎0 (𝑥)𝑦 (𝑛) + 𝑎2 (𝑥)𝑦 (𝑛−1) + 𝑎3 (𝑥)𝑦 (𝑛−2) +. . . . +𝑎𝑛−1 (𝑥)𝑦 ′ + 𝑎𝑛 (𝑥)𝑦 = 𝑓(𝑥)
where 𝑎0 is not identically 0.

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Engineering analysis Lecture 1

Properties of a linear differential equations

1. The function y and its derivatives occur in the equation up to first degree only
2. No products of y and / or any its derivatives are present.
3. No transcendental functions (trigonometric or logarithmic …) of y or any of its
derivatives occur.
Example
1. 𝑦 ′′ + 𝑦 = 0 linear
2. 𝑦 ′′ + 2𝑦 ′ + 𝑥 = 0 linear
1
3. 𝑦 ′ + = 0 not linear
𝑦

4. 𝑦 ′′ + 𝑠𝑖𝑛( 𝑦) = 0 not linear

5. 𝑦𝑦 ′′ = 1 not linear
6. 𝑠𝑖𝑛( 𝑥)𝑦 + 𝑐𝑜𝑠( 𝑥)𝑦 ′ = 𝑠𝑖𝑛( 𝑥) linear
H. W:
For each of the following
A) State the equation is linear or not
B) Find the order and degree
1. 𝑑𝑦 + (𝑥𝑦 − 𝑐𝑜𝑠( 𝑥))𝑑𝑥 = 0
2. 𝑦 ′′′ + 𝑥𝑦 ′′ + 2(𝑦 ′ )2 + 𝑥𝑦 = 0

𝑑2𝑦 𝑑𝑦
3. = √𝑦 + ( )2
𝑑𝑥 2 𝑑𝑥

4. √𝑦 ′′ + 𝑦 = (𝑦 ′ )2

5. 𝑡(𝑦 ′′′ )3 + (𝑦 ′ )4 − 𝑦 = 0 4

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Engineering analysis Lecture 1

1.6 Solution of differential equation

A solution of a differential equation is a relation between the variables (independent and
dependent), which is free of derivatives of any order, and which satisfies the
differential equation identically.
−3
Example: Show that 𝑦(𝑥) = 𝑥 2 is a solution of 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0
Solution:
−3
𝑦(𝑥) = 𝑥 2
−5
−3
𝑦′ = 𝑥2
2
−7
−15
𝑦(𝑥) = 𝑥2
4

sub these as well as the function into the differential equation, we get
−7 −5 −3
15 −3
4𝑥 ( 𝑥 2 ) + 12𝑥 ( 𝑥 2 ) + 3 (𝑥 2 ) = 0
4 2
−3 −3 −3
15𝑥 2 − 18𝑥 2 − 3𝑥 2 =0
0=0
−3
So, 𝑦(𝑥) = 𝑥 2 does satisfy the differential equation and hence is a solution.

1.7 Type of Solution of Differential equation:

1) General Solution of a Differential Equation
A General Solution of an nth order differential equation is one that involves n necessary
arbitrary constants.
𝑑𝑦
Ex: = 𝑥 + 𝑠𝑖𝑛( 𝑥)
𝑑𝑥

∫ 𝑑𝑦 = ∫ 𝑥 + 𝑠𝑖𝑛( 𝑥) 𝑑𝑥
𝑦 = 𝑥 2 − 𝑐𝑜𝑠( 𝑥) + 𝑐
2) Particular Solution of a Differential Equation
A Particular Solution of a differential equation is a solution obtained from the General
Solution by assigning specific values to the arbitrary constants.

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Engineering analysis Lecture 1

1.8 Initial Value Problem

An Initial Value Problem (or IVP) is a differential equation along with an appropriate
number of initial conditions.
4𝑥 2 −7𝑥
Example: Solve 𝑦 ′ = , 𝑦(1) = 1
3𝑦 2 +2

Solution:
𝑑𝑦 4𝑥 2 −7𝑥
=
𝑑𝑥 3𝑦 2 +2
∫(3𝑦 2 + 2)𝑑𝑦 = ∫(4𝑥 2 − 7𝑥)𝑑𝑥
4 7
𝑦 3 + 2𝑦 = 𝑥 3 − 𝑥 2 + 𝑐
3 2
∵ 𝑦(1) = 1
4 7
13 + 2 ∗ 1 = ∗ 13 − ∗ 12 + 𝑐
3 2
31
𝑐=
6
𝑑𝑦
Example: solve the Differential equation = 𝑥 2 + 3, 𝑦(−1) = 2
𝑑𝑥

Solution:
𝑑𝑦
= 𝑥2 + 3 ∗ 𝑑𝑥
𝑑𝑥

𝑑𝑦 = (𝑥 2 + 3)𝑑𝑥
∫ 𝑑𝑦 = ∫(𝑥 2 + 3)𝑑𝑥
𝑥3
𝑦= + 3𝑥 + 𝑐
3
(−1)3
𝑦(−1) = + 3(−1) + 𝑐
3
−1
2= −3+𝑐
3
16
𝑐=
3
𝑥3 16
𝑦= + 3𝑥 +
3 3

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Engineering analysis Lecture 1

1.9 Homogeneous function

A homogeneous function of two variables x and y is a real-valued function that satisfies
the condition 𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑓(𝑥, 𝑦)𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑓(𝑥, 𝑦) for some constant 𝑛 and
all real numbers𝜆 . The constant n is called the degree of homogeneity.
Examples:
𝑥
1. 𝑓(𝑥, 𝑦) = 𝑦𝑒 + 3𝑥
𝑦

𝜆𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦𝑒 𝜆𝑦 + 3𝜆𝑥 = 𝜆𝑓(𝑥, 𝑦)
 𝑓(𝑥, 𝑦) is homogeneous function of degree 1
𝑥 2 −2𝑥𝑦+𝑦 2
2. 𝑓(𝑥, 𝑦) =
𝑥 2 +𝑦 2

𝑥 2 −2𝑥𝑦+𝑦 2
𝑓(𝜆𝑥, 𝜆𝑦) = = 𝜆0 𝑓(𝑥, 𝑦)
𝑥 2 +𝑦 2

 𝑓(𝑥, 𝑦) is homogeneous function of degree 0

Exercise:
1. Determine whether or not each of the following functions is homogeneous, and if so
of what degree.
a) 𝑓(x,y) = 2x2 + xy
b) 𝑓(x,y) = 30x1/2 𝑦 3/2 - 2x3 /y
𝑑𝑦
2. Find the general solution of = 𝑠𝑖𝑛2 ( 𝑥)
𝑑𝑥

3. Solve the given initial value problem.

𝑦 ′ = 𝑥𝑒 𝑥 , 𝑦(0) = 3