Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics

Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 1
Dr. Emily Chan Page 1

Some basic derivatives and integrals:

Standard Derivatives Standard Integrals
( )= ∫ = + , ≠ −1
(ln ) = ∫ = ln | | +
( )= ∫ = +
(sin ) = cos ∫ cos = sin +
(cos ) = − sin ∫ sin = −cos +
(tan ) = sec ∫ sec = tan +
(cot ) = − csc ∫ csc = − cot +
(sec ) = sec tan ∫ sec tan = sec +
(csc ) = −csc cot ∫ csc cot = − csc +
(sin )= ∫√ = sin +
√

(cos )=
√
(tan )= ∫ = tan +
where is an arbitrary constant.
Techniques of differentiation:
Let = ( ) and = ( ) be functions of .
1. Product rule: ( )= + .

2. Quotient rule: = .
Let = ( ) be a function of , and = ( ) be a function of .
3. Chain rule: ( ( )) = ∙
Examples:
(a) ( cos 2 ) = ∙ (cos 2 ) + cos 2 ∙ ( ) (Product rule)
= ∙ (−2 sin 2 ) + cos 2 ∙ 3 = −2 sin 2 + 3 cos 2
(b) (ln(sin )) = ∙ (sin ) = = cot (Chain rule)
Techniques of integration:
1. General results
If ∫ ( ) = ( ) + , then ∫ ( + ) = ( + )+ .
2. Partial fraction
( )
Example: ∫ ( )
=∫ ( )
=∫ − = ln| | − ln| + 1| +
3. Integration by substitution
∫ ( ( )) ′( ) =∫ ( ) by letting = ( ) so that = ′( ) .
Example: ∫ 2 .
Let = + 1. Then =2 and thus
∫2 =∫ 2 =∫ = + = + .

4. Integration by parts ∫ = −∫
Example: ∫ cos .
Take = and = cos .
Then = and =∫ = ∫ cos = sin .
Thus, ∫ cos = ∫ ⏟ (sin ) = ⏟ sin − ∫ sin = sin + cos + .
∫
Review on Properties of Logarithms:

The following properties of natural logarithm will be useful in this chapter:
1. ln( )= , for any real number .
2. = , for any real number > 0.
3. ln( ) = ln + ln , for any real numbers > 0 and > 0.
4. ln = ln − ln , for any real numbers > 0 and > 0.
5. ln( ) = ln , for any real numbers and > 0.

Here are some terminologies:

 A differential equation (DE) is an equation that involves one or more derivatives of
an unknown function.
 An ordinary differential equation (ODE) is a relationship between a single

independent variable (such as ), a dependent variable (such as ) and one or more
ordinary derivatives of with respect to .
 Solving the differential equation means finding the unknown function (or every
such function) that satisfies the differential equation.
 If the differential equation contains more than one independent variable, we call this
a Partial Differential Equation (PDE). For example, = (for some given
constant ) is a partial differential equation, where and are independent

variables; and is a dependent variable. However, topics on PDE will NOT be

covered in this course.
 The order of a differential equation is the order of the highest derivative of the
dependent variable with respect to the independent variable appearing in the
equation.
 The degree of a differential equation is the algebraic degree of its derivative of

highest order in the equation.
 A differential equation is said to be linear if it is linear in its unknown function (i.e. )
and all its derivatives (i.e. , , etc.). In other words, products of the unknown
function and its derivatives are not allowed if the differential equation is linear
(though products of independent variable are allowed). A differential equation that is
not linear is said to be non-linear.
Examples (Classification of differential equations):

(a) = 1+ + +
This is a non-linear ODE of order 1 and degree 1. (Why?)
(b) + (1 + cot ) = sin

This is a linear ODE of order 1 and degree 1. (Why?)
(c) − 27 =0
(d) ( − 1) =2

A simple example:
= − 3 is a first order linear ordinary differential equation, where is an
independent variable and is a dependent variable.
Then = −3 + is the general solution of the above differential equation, where
is an arbitrary constant.
If the initial condition (or boundary condition), e.g. (0) = 1, is given, the value of the
constant can be determined.
In the above example, putting = 0 and = 1 into the general solution gives
1= − 3(0) +  = 1.
Hence, = − 3 + 1 is the particular solution of the above differential equation,
given that (0) = 1.

dny
 f (x )
dx n
Note that this is a differential equation with order n, and ( ) is a function in . To solve
this type of differential equations, we integrate both sides of the differential equation n
times with respect to . Each time when an integration is performed, a constant of
integration should be added. Therefore, the general solution of the differential equation of
order should contain arbitrary constants.
In the following examples, we use the notations = , ′′ = and ′′′ = to
denote the derivatives of .

Examples:
1. Solve the differential equation = sin( ).
Solution: (Since the R.H.S. of the differential equation is a function of only, one can
obtain the general solution of the DE by integrating both sides once with respect to .)
The general solution is
=∫ sin( ) = ∫ sin( )∙ ( ) = − cos( )+ ,
2. Solve the differential equation = .

Solution: (Integrate both sides twice with respect to .)
=∫ =− + , and hence the general solution is
=∫ − + =− ( )
+ + = + + ,
where and are arbitrary constants.

3. Solve the differential equation ′= .

Solution: (Integrate both sides three times with respect to .)
=∫ = + ,
=∫ + = + + ,
and hence the general solution is
=∫ + + = + + + ,
where , and are arbitrary constants.
In the rest of this chapter, we will only consider first order differential equations.

If a first-order ordinary differential equation can be expressed in the form

dy
 f ( x) g ( y) ,
dx
then we can solve this type of differential equation by arranging the equation first so that
one side contains only while the other side contains only ; that is, we separate the
1
variables, dy  f ( x) dx ,
g ( y)
and then we integrate both sides to get

1
 g ( y) dy   f ( x) dx  C .
Remarks:
1. A constant of integration is added immediately when an integration is performed.
1
2. On the L.H.S., we integrate g ( y ) w.r.t. . On the R.H.S., we integrate ( ) w.r.t. .

3. We should not separate the variables in this way: ( )

= ( ) , because we
cannot integrate both sides (∫ ( )

=? ? , ∫ ( ) =? ?) if and appears in
the denominator.
Differential equations which can be expressed as = ( ) ( ) are called separable

equations, and the method of solving such separable equations is called “separation of
variables”.
Examples (Solving separable equations):

1. Solve the differential equation +3 = 0.
Solution:
This is a separable equation because the differential equation can be rearranged as

= (−3 ) ( ),
so that we can separate the variables as = −3 .
Integrate both sides to get ∫ = ∫ −3  − =− + .
Thus, the general solution is = , where =− is an arbitrary constant.
(Since “integration” is the reverse operation of “differentiation”, one may check whether
the above answer is correct or not by differentiating the answer and see if the original
differential equation can be obtained.)
CHECK: Differentiate = with respect to and substitute into the DE.
Since =( )
, then
(LHS of DE): +3 = +3 = 0 (= RHS of DE) 

( )

( )
2. Solve the differential equation = .
Solution:
( )
First note that = is a separable equation.
Rewrite the differential equation as = .
Integrate both sides to get ∫ =∫ 1+  2 ln| | = + ln | | + ,

| | | |
Take exponentials on both sides: =
| | | |
 = ∙ ∙
 y 2  e x  x  eC1
Set C  eC1 if x  0 ; and C  eC1 if x  0 .

C
Then x  e 1  Cx and the absolute value sign can be omitted.
Hence, the general solution is = .
Exercise:
Solve the differential equation (4 − ) − = 0.
The initial condition (or boundary condition), e.g. ( )= , can be used to determine
the particular solution once the general solution is obtained.
(Recall: ( )= means that = when = , where and are given
numbers.)
Example:
Solve = 2( + 1) subject to the initial condition (0) = .
Solution:
First note that it is a separable equation. Rewrite the differential equation as

= 2( + 1) .
Integrate both sides to get ∫ = ∫ 2( + 1) .
LHS = ∫ =− + .
RHS = ∫ 2( + 1) = −2 ∫( + 1) ( )
= −2[( + 1)( )−∫ ( + 1)], using integration by parts
= −2[( + 1) −∫ ]
= −2[( + 1) + ]+
= −2( + 2) + .
Therefore, the general solution of the differential equation is − = −2( + 2) + ,
where = − is an arbitrary constant.

Applying the initial condition (0) = gives

− = −2(0 + 2) +  −6 = −2(2) +  = −2.
Hence, the particular solution is − = −2( + 2) −2  = ( )

.
Exercise:
Solve =1+ + + subject to the initial condition (0) = 1.
A first-order ordinary differential equation is said to be homogeneous of degree 0 if it has

dy  y
the form  f   , ------------- (**)
dx x
where the right hand side of the above differential equation is a function of .
To solve such type of differential equations, we use the change of variables =
(i.e. = ) to transform equation (**) into a separable one.
By using the product rule to differentiate = with respect to , we have

= + . Then equation (**) becomes
+ = ( )  = ( )−  ( )
=  (a separable equation)

Then we integrate both sides of the above equation and finally substitute back = .
Don’t forget to add a constant immediately after integration is performed.
Example:
Solve = +2 subject to the boundary condition (1) = 4.
Solution:
The differential equation can be written as =

= +2 . The RHS of the
differential equation can be expressed as a function of . Hence it is a homogeneous

differential equation of degree 0.

Use the substitution = . Then = + and the differential equation becomes

+ = +2  = +
 =  (a separable equation).
Integrating both sides of the equation, we get
∫ =∫ .
( )
LHS = ∫ =∫ ( )
=∫ ( )
=∫ − = ln | | − ln| + 1| +
RHS = ∫ = ln | | +
Hence, we have ln | | − ln| + 1| = ln| | + ln where ln = −
 ln = ln | |.
By taking exponentials on both sides, we obtain = where is an arbitrary
constant.
Replacing = , we have =  = , which is the general solution.

Applying the boundary condition (1) = 4 (i.e. = 4 when = 1):

= ∙1  = .
Substituting = into the general solution, we obtain
=  5 =4 ( + )  (5 − 4 ) = 4  = .
Therefore, the particular solution is = .
Exercise:
Solve the differential equation = + subject to the boundary condition
(2) = 4.

Consider the following first order differential equation:

dy a1x  b1 y  c1

dx a2 x  b2 y  c2 ,
where a1, a2 , b1, b2 , c1, c2 are given constants and at least one of c1 and c2 must be
non-zero. Clearly, due to the existence of the non-zero constants c1 and/or c2 , the
above differential equation is non-homogeneous, and so we cannot apply the method
described in Section 1.5 to solve this type of differential equation. However, we can solve
this type of ODE by using a suitable change of variables to transform the differential
equation into a separable or homogeneous equation.
There are two cases to consider:

(i) a1b2  a 2b1  0 , and (ii) a1b2  a2b1  0 .

For case (i), we use the change of variables v  a1x  b1 y or v  a2 x  b2 y  to

transform the original differential equation into a separable equation.
Explanation: Assume ≠ 0.
If − = 0, i.e. = , then + = + = ( + ).
( )
 = = . The term ( + ) appears in both the
( )
numerator and denominator, so we may let = + .
Then = +  = − , and the DE becomes
− = , which is a separable equation (see section 1.3).
Note: Similarly, one can also show that + appears in both the numerator and
denominator of the original DE, so we may take = + .

For case (ii), we use the change of variables  x  X  h, y  Y  k  and choose ℎ and
ℎ+ + =0
so that to transform the differential equation into a
ℎ+ + =0
homogeneous equation and then use the change of variables = to reduce it to a
separable equation.
Remember to substitute back the variables after integrations so that your final solution
should be in terms of and .
Explanation:
If − ≠ 0, we cannot find any common term of and in both numerator
and denominator.
Let = + ℎ and = + . Then we have = and = , and therefore
= .

The original DE
+ +
=
+ +
could be written as
( + )+ ( + )+ + +( + + )
= = .
( + )+ ( + )+ + +( + + )
In order to eliminate the terms + + and + + , we choose ℎ and
+ + =
so that .
+ + =
Then the DE becomes
+ +
= =
+ +
which is homogeneous of degree 0 (see Section 1.5).

Example 1
Solve the differential equation = .
Solution
For this differential equation, we have a1b2  a2b1  ( 4)(1)  ( 2)(2)  0 [case (i)]. Then
( )
we write the differential equation as = ( )
---------------- (*).
Let = 2 + . Then =2+ , i.e. = − 2, and equation (*) becomes

dv  2v  1 dv  2v  1 3
2    2   (v  1) dv  3 dx which is separable.
dx v 1 dx v 1 v 1
Integrating both sides, we have ∫( + 1) = ∫3  + =3 + .
Substituting back v  2 x  y , we obtain the general solution
(2 x  y ) 2
 ( 2 x  y )  3 x  C1  ( 2 x  y ) 2  2 y  2 x  C where C  2C1 .
2

Example 2
Solve the differential equation = .
Solution
First note that a1b2  a 2b1  (1)( 4)  (1)(1)  5  0 [case (ii)].
Let = + ℎ, = + and choose ℎ, so that
h  k  1  0  (1)

h  4k  4  0  (2)
(1)  ( 2) gives 5k  5  0  k  1 . Substituting k  1 into (1) gives h  1  1  0  h  0 .
dy dY
Also, note that dx  dX . Then the original differential equation becomes
Y 
1  
dY X Y X
 
dX X  4Y  Y  , which is a homogeneous equation of degree 0.
1  4 
X

Y dY dv
Let Y  vX , i.e. v   v  X
X . Then dX dX by product rule, and the differential
dv 1  v dv 1  v 1  4v 2
equation becomes v  X dX  1  4v  X dX  1  4v  v  1  4v , which is separable.
Separating the variables and then integrating both sides of the equation, we have
1  4v 1
 1  4v 2 dv   dX .
X
1  4v 1 4v
LHS   2
dv   2
dv   2
dv
1  4v 1  4v 1  4v
1 1 8v
 2
dv   2
dv
1  (2v) 2 1  4v
1 1 1
 tan 1 (2v)   2
d (1  4 v 2
)
2 2 1  4v
1 1
 tan 1 (2v)  ln(1  4v 2 )  constant
2 2
1
RHS   dX  ln X  constant
X
1 1 1
Thus, we have 2 tan ( 2 v )  ln(1  4v 2 )  ln X  C1 ,
2
1 2 2
 tan (2v)  ln(1  4v )  2 ln X  2C1  ln( X )  C , where C  2C1 is a constant.
Y
Replacing v  X  x  h  x and Y  y  k  y  1 , we obtain the general
X , where
solution

2( y 1)
tan 1 x  
 ln1  4

    ln( x )  C ,
y 1 2 
x 
2
i.e. tan 1 


2( y 1) 
x 
 
 ln x 2 
 4 y  12  C .
Consider the first order linear ODE which can be written in the form
dy
 P( x) y  Q( x) ,
dx
where P (x ) and Q(x) are any integrable functions of x .

Step 1: Make sure you have rearranged the first order linear ODE so that it is written in
dy
the form dx  P( x) y  Q( x) ----------- (**).
 P ( x ) dx
Step 2: Find the integrating factor: I ( x)  e .
(Note: The constant of integration can be omitted when calculating I (x ) .)
Step 3: Multiply both sides of equation (**) by the integrating factor I (x ) :
dy
I ( x)  I ( x) P( x) y  I ( x) Q ( x) .
dx
d
The LHS of the above equation is dx I ( x ) y  . Then we have
d
 I ( x ) y   I ( x ) Q ( x) .
dx
Step 4: Integrate both sides of the above equation with respect to :
I ( x) y   I ( x) Q( x) dx  C , where C is an arbitrary constant.

Why is ( ) = ∫ ( ) ?
If we multiply both sides of equation (**) by ( ), the equation becomes
( ) + ( ) ( ) = ( ) ( ).
We want to find a function ( ) so that the LHS of the above equation can be expressed
as [ ( ) ].
[ ( )]
By using product rule, [ ( ) ] = ( ) + .
Therefore, ( ) must be a function which satisfies
[ ( )]
( ) + = ( ) + ( ) ( )
[ ( )]
 = ( ) ( ) which is separable.
[ ( )]
 ∫ =∫ ( )
( )
 ln | ( )| = ∫ ( )
i.e. ( ) = ∫ ( ) .

Example
dy
Solve dx  y (sin x )  e cos x
subject to y 2    .
Solution
dy cos x
 y (sin x)  e is a first order linear ODE.
First note that dx 
P( x) Q( x)
 P ( x ) dx sin x dx
The integrating factor is I ( x)  e  e  ecos x .
 cos x
Multiplying both sides of the differential equation by e , we obtain
dy
e  cos x  e  cos x (sin x ) y  e  cos x  e cos x  1.
  dx 

d
dx

I ( x ) y  d e  cos x y
dx


d  cos x
Thus, we have dx e y  1. 

Integrating both sides with respect to x , we have e  cos x y   1 dx  x  C .
Therefore, the general solution is y  ecos x  x  C  .

 2    C 
cos  
Applying the boundary condition y    :

2
 e 
2
  C .
 2
 
Hence, the particular solution is y  ecos x  x   .
 2
Exercise:
Solve the differential equation =2 + .

dy n
The Bernoulli’s equation has the form dx  P ( x ) y  Q ( x ) y ,
where ( ) and ( ) are functions of and (≠ 0, 1) is a constant.
Multiplying both sides by y  n , we obtain

dy
y n
 P( x) y1 n  Q( x) -------------- (***)
dx
1 n dv  n dy  n dy 1 dv
Use the substitution v  y . Then dx  (1  n ) y  y 
dx dx 1  n dx
and the differential equation (***) becomes
1 dv dv
 P ( x) v  Q ( x )   (1  n) P ( x) v  (1  n) Q ( x )
1  n dx dx
which is a first order linear ODE. Then use the method discussed in Section 1.7 to solve the
1 n
above differential equation and finally replace v  y .

Example
dy
Solve 2
dx
 y cot x  y 3 cos x subject to the boundary condition y   1 .
2

Solution
Multiplying both sides of the differential equation by y 3 , we have
dy
2 y 3 y  2 cot x  cos x
 
dx
let this
------------- (1).
be v
2 dv 3 dy 3 dy dv
Use the substitution v  y . Then we have dx   2 y 2 y  
dx and the
dx
 dx
differential equation (1) becomes
dv dv
  v cot x  cos x   v cot x   cos x , --------------- (2)
dx dx
which is a first order linear ODE.
cos x d (sin x )
The integrating factor is I ( x )  e  cot x dx  e sin x dx  e sin x  eln sin x   sin x .

Multiplying both sides of equation (2) by the integrating factor sin x , we obtain
dv
sin x  v cot x sin x   cos x sin x .
dx 
d
 (sin x ) v 
dx
d
That is, dx (sin x) v    cos x sin x .
Integrating both sides with respect to , we get
1 sin x C
(sin x ) v    cos x sin x dx   sin 2 x  C  v 
2 2 sin x
2
Replace v  y . Therefore, the general solution is
sin x C
y 2   
2 sin x .

Applying the boundary condition y 2  1 :
12  
sin 
2  C 3
C
2 sin 2 
2.

Hence, the particular solution is

sin x 3
y 2   
2 2 sin x .
Exercise:
Solve the differential equation 3 = (1 − 2 ) − with initial condition (0) = .

Summary of the methods for solving first order ODEs:

In this chapter, we have learnt how to solve the following types of first order ODEs:
dy
  f  x  g ( y) Section 1.3 (Separable equations)
dx
dy  y
  f  Section 1.5 (Homogeneous equations of degree 0)
dx x
dy a1x  b1 y  c1
  Section 1.6 (Equations reducible to homogeneous equations)
dx a2 x  b2 y  c2
 Case (i): a1b2  a2b1  0
 Case (ii): a1b2  a 2b1  0
dy
  P ( x ) y  Q ( x) Section 1.7 (First order linear ODE)
dx
dy
  P( x ) y  Q( x) y n Section 1.8 (Bernoulli’s equations)
dx

More exercises on first order ODEs

For each of the following first order ODEs, identify its type and then find its general
solution:
dy
(a) (2 x  y )2 ( x  2 y)2  0 Answer: ( x  y )3  C ( x 2  xy  y 2 )
dx
dy x  y  3
(b)  Answer: y  x  ln( x  y  1)2  C
dx x  y  1
dy
(c)  ( y  1) cot x Answer: y  1  C sin x
dx
3 1
dy 1
(d)  4 y  xy 2 Answer: y 2   ( 2 x  1)  Ce  2 x
dx 8
2
dy 4 x  2 y  4  y  2  y  2 C1
(e)  Answer:    4   4 
dx 2 x  y  2  x   x  x2
x cos x C
(f) tan x dy  2 y  x csc x Answer: y  
dx sin x sin 2 x sin 2 x

Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics

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Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics

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Semester A, 2015-16 MA2177 Engineering Mathematics and Statistics Chapter 1

Dr. Emily Chan Page 1

Some basic derivatives and integrals:

Dr. Emily Chan Page 2

where is an arbitrary constant.

(b) (ln(sin )) = ∙ (sin ) = = cot (Chain rule)

Dr. Emily Chan Page 4

Review on Properties of Logarithms:

Dr. Emily Chan Page 5

Here are some terminologies:

 An ordinary differential equation (ODE) is a relationship between a single

a Partial Differential Equation (PDE). For example, = (for some given

constant ) is a partial differential equation, where and are independent

variables; and is a dependent variable. However, topics on PDE will NOT be

 The degree of a differential equation is the algebraic degree of its derivative of

 A differential equation is said to be linear if it is linear in its unknown function (i.e. )

Examples (Classification of differential equations):

(b) + (1 + cot ) = sin

This is a non-linear ODE of order 1 and degree 3. (Why?)

This is a non-linear ODE of order 2 and degree 1. (Why?)

Dr. Emily Chan Page 8

Then = −3 + is the general solution of the above differential equation, where

Hence, = − 3 + 1 is the particular solution of the above differential equation,

given that (0) = 1.

In the following examples, we use the notations = , ′′ = and ′′′ = to

denote the derivatives of .

Dr. Emily Chan Page 10

2. Solve the differential equation = .

where and are arbitrary constants.

3. Solve the differential equation ′= .

where , and are arbitrary constants.

Dr. Emily Chan Page 12

If a first-order ordinary differential equation can be expressed in the form

and then we integrate both sides to get

Dr. Emily Chan Page 13

3. We should not separate the variables in this way: ( )

cannot integrate both sides (∫ ( )

Differential equations which can be expressed as = ( ) ( ) are called separable

Examples (Solving separable equations):

Dr. Emily Chan Page 14

so that we can separate the variables as = −3 .

Integrate both sides to get ∫ = ∫ −3  − =− + .

Thus, the general solution is = , where =− is an arbitrary constant.

(LHS of DE): +3 = +3 = 0 (= RHS of DE) 

Dr. Emily Chan Page 15

Rewrite the differential equation as = .

Integrate both sides to get ∫ =∫ 1+  2 ln| | = + ln | | + ,

where is an arbitrary constant.

Set C  eC1 if x  0 ; and C  eC1 if x  0 .

Dr. Emily Chan Page 17

Integrate both sides to get ∫ = ∫ 2( + 1) .

Therefore, the general solution of the differential equation is − = −2( + 2) + ,

where = − is an arbitrary constant.

Dr. Emily Chan Page 18

− = −2(0 + 2) +  −6 = −2(2) +  = −2.

Hence, the particular solution is − = −2( + 2) −2  = ( )

A first-order ordinary differential equation is said to be homogeneous of degree 0 if it has

By using the product rule to differentiate = with respect to , we have

The differential equation can be written as =

differential equation can be expressed as a function of . Hence it is a homogeneous

Dr. Emily Chan Page 20

Use the substitution = . Then = + and the differential equation becomes