Phy 158 Mathematics For Physics: Dorcas Attuabea Addo

PHY 158 MATHEMATICS FOR PHYSICS
Dorcas Attuabea Addo

Kwame Nkrumah University of Science and Technology
February 13, 2020
Dorcas Attuabea Addo (Kwame Nkrumah University

PHY 158of Science
MATHEMATICS
and Technology)
FOR PHYSICS February 13, 2020 1 / 72
Outline of Presentation
1 Introduction
2 Definition and Examples of Differential Equation
3 Classification of Differential Equations
Method of Separation of Variables
4 Example
5 Integrating Factors
Non-Exact Equations
6 Linear Equations and those Reducible to that form
7 Equations Reducible to Linear Form
8 Linear differential equation of higher order
Homogeneous Equation with Constant Coefficients
Theory of Solutions of Linear Differential Equations
Reduction Order
Linear Non-Homogeneous Equation with Constant Coefficients
Method of Undetermined Coefficients
Method of Variation of Parameters
PHY 158of Science
MATHEMATICS
and Technology)
Applications of differential equations in physics
Differential Equations regularly appear in Physics. They appear when

we have got rate of change of certain variable.
Take for example a ball released from some height. If air resistance is
ignored, for small height, we can easily find time or distance by
applying equations of motion. But consider air resistance which
varies and say, is directly proportional to velocity. Then we have
dv
m = mg − mv λ
dt

PHY 158of Science
MATHEMATICS
and Technology)
Another famous example of use of differential equations in Physics is

Oscillation of spring. It makes use of second order differential
equation.
Take a mass m suspended through a light spring. Let e be elongation

in equilibrium position and k be restoring force per unit elongation (It
is a constant).
d 2x
= mg − k(e + x) = −kx
dt 2
d 2x k
2
+ µ2 x = 0 where = µ2
dt m

PHY 158of Science
MATHEMATICS
and Technology)

PHY 158of Science
MATHEMATICS
and Technology)
Intoduction
Differential equations are an important part of the calculus, the

fundamentals of which are presented here. In developing the theory
of differential equations in a systematic manner it is helpful to classify
different types of equations.
There are two types of derivatives which usually are (and always can
dy
be) interpreted as rates. For example, the ordinary derivative is
dx
the rate of change of y with respect to x (independent variable), and
∂y
the partial derivative .
∂x

PHY 158of Science
MATHEMATICS
and Technology)
Definition and Examples of Differential Equation
Definition
A differential equation is an equation which involves one or more
derivatives, or differentials of an unknown function
Example (1)
The following are examples of differential equations involving their
respective unknown functions:
dy
= 3x 2
dx 2 2

∂v ∂ v ∂ v
= h2 + .
∂t ∂x 2 ∂y 2

PHY 158of Science
MATHEMATICS
and Technology)
Classification of Differential Equations
Differential equations are classified as to:

Type: We can place all differential equations into two types:
ordinary differential equation (ODE) and partial differential
equations (PDE).
Order: The order of a differential equation is the order of the
highest-ordered derivative appearing in the equation.
Degree: The degree of the differential equation is the power
(exponent) or the index that its highest ordered derivative is
raised, if the equation is rationalized or cleared of fractions with
regard to the dependent variable and its derivatives involve in it.

PHY 158of Science
MATHEMATICS
and Technology)
Linearity: The conditions for a linear differential equation are as
follows:
1 The dependent variable and all its derivatives occur only in the
first degree (or to the first power).
2 No product of the dependent variable, say y , and/or any of its
derivatives present
3 No transcendental function (trigonometric, logarithmic or
exponential) of the dependent variable and/or its derivatives
occurs.

PHY 158of Science
MATHEMATICS
and Technology)
Example (2)
1 3x 2 y ” + 2 ln(x)y 0 + e x y = 3x cos x.
This is a second order linear ordinary differential equation
2 4yy 000 − x 3 y 0 + cos y = e 2x .
This is not a linear differential equation because of the 4yy 000 and
the cos y term

PHY 158of Science
MATHEMATICS
and Technology)
A linear differential equation is always in the first degree of the
dependent variable.

PHY 158of Science
MATHEMATICS
and Technology)
Try
For each of the following, state whether the equations are ordinary or
partial, linear or non-linear, and give its order and degree.
d 2y
1 + kx 2 = 0
dx 2
∂ 2v ∂ 2v ∂ 2v
2 + + =0
∂x 2 ∂y 2 ∂z 2
3 y 0 + p(x)y = q(x)
∂ 2w 2
2∂ w
4 = a
∂t 2 ∂x 2

PHY 158of Science
MATHEMATICS
and Technology)
Solution to a DE
Definition
A solution of a differential equation is any function, say φ, satisfying
the given differential equation on a specified interval, I .
Example (3)
The function φ = A cos x + B sin x is a solution of the differential
d 2φ
equation + φ = 0.
dx 2

PHY 158of Science
MATHEMATICS
and Technology)
Solution
φ = A cos x + B sin x
dφ
= −A sin x + B cos x
dx
d 2φ
= −A cos x − B sin x
dx 2
d 2φ
+ φ = (−A cos x − B sin x) + (A cos x + B sin x) = 0
dx 2

PHY 158of Science
MATHEMATICS
and Technology)
Example (4)
1
Show that y = is a solution of y 0 + 2xy 2 = 0 on I = (−1, 1)
−1 x2
but not on any larger interval containing I .
Solution:
1 −2x
y= =⇒ y 0 = 2
,
x2 −1 (x − 1)2
2
0 2 −2x 1
y + 2xy = 2 +2 2 = 0.
(x − 1)2 x −1

PHY 158of Science
MATHEMATICS
and Technology)
Exercise
1 Show that y = ln x is a solution of xy 00 + y 0 = 0 on I = (0, ∞)

but is not a solution on I = (−∞, ∞)
d 2y
2 Prove that y = e −x + sin x is a solution of + y = 2e −x
dx 2
1
3 Show that the two functions y = (c 2 − x 2 ) 2 and
1
−y = (c 2 − x 2 ) 2 are both solutions of the equation
dy
x +y = 0, −c < x < c.
dx

PHY 158of Science
MATHEMATICS
and Technology)
Initial-value and Boundary-value Problems
Initial-Value Problem is the differential equation along with

subsidiary conditions on the unknown function and its
derivatives, all given at the same value of the independent
variable. The subsidiary conditions are initial conditions.
Boundary-Value Problem is the differential equation along with
subsidiary conditions on the unknown function and its
derivatives, which are given at more than one value of the
independent variable. The subsidiary conditions are boundary
conditions.

PHY 158of Science
MATHEMATICS
and Technology)
Worked Example:
Example (5)
y = c1 e −x + c2 e 3x is a general solution of the differential equation:
y 00 − 2y 0 + 3y = 0. Determine the particular solution of the initial
solution of the initial conditions y = 3 and x = 0 and y 0 = 4 when
x = 0.

PHY 158of Science
MATHEMATICS
and Technology)
Solution:
y (0) = 3, y 0 (0) = 4
let y = c1 e −x + c2 e 3x when x = 0, y = 3
=⇒ 3 = c1 e (0) + c2 e 3(0) = c1 + c2
y 0 = −c1 e −x + 3c2 e 3x when x = 0, y 0 = 4,
=⇒ 4 = c1 e (0) + 3c2 e 3(0)
5 7
=⇒ 4 = −c1 + 3c2 , thus c1 = and c2 =
4 4

PHY 158of Science
MATHEMATICS
and Technology)
General and Particular Solutions of a First Order
Ordinary Differential Equation
Method of Separation of Variables

A first order differential equation is said to be separable if it can be
written in the form:
dy
= f (x, y ) = G (x)H(y ) (1)
dx
or equivalent form:
M(x, y )dx + N(x, y )dy = 0 (2)

PHY 158of Science
MATHEMATICS
and Technology)
If (2) is separable, then:
M(x, y ) = m(x)p(y ) and N(x, y ) = n(x)q(y ) (3)

PHY 158of Science
MATHEMATICS
and Technology)
Example
Question: Solve the following differential equations by separation of

variables:
dy
(x + 1) = x(y 2 + 1)
dx

PHY 158of Science
MATHEMATICS
and Technology)
Solution:
We change to differential form, separate the variables, and integrate:
x 1
(x + 1)dy = x(y 2 + 1)dx ⇒ dx − 2 dy = 0
x +1 y +1
Integrating both side we get
x − ln(x + 1) − arctan y = c

PHY 158of Science
MATHEMATICS
and Technology)
Equations with homogeneous coefficients
A differential equation of the form (differential form):
M(x, y )dx + N(x, y )dy = 0 (4)
is homogeneous if the functions M(x, y ) and N(x, y ) are both

homogeneous functions of the same degree. Or if the equation in
standard form:
y 0 = f (x, y ) (5)
y x
depends only on the ratio or , then it is said to be homogeneous
x y

PHY 158of Science
MATHEMATICS
and Technology)
To solve homogeneous equations, turn them into separable ones
using the substitution:
y = xv (6)
where v is a function of x ; also:
dy dv
=v +x or dy = xdv + vdx (7)
dx dx

PHY 158of Science
MATHEMATICS
and Technology)
Definition
A function of two variables,f (x, y ) is said to be homogeneous of
degree n if there is constant n such that:
f (λx, λy ) = λn f (x, y ) (8)

PHY 158of Science
MATHEMATICS
and Technology)
Example:
Question: Solve the following differential equation:
(x 2 + y 2 )dx − 2xydy = 0
Solution:
Notice that the function M(x, y ) = x 2 + y 2 and N(x, y ) = −2xy are
both homogeneous of degree 2; therefore, the differential equation is
homogeneous.The substitution y = xv implies that
dy = xdv + vdx,and given is transformed into
x 2 + (xv )2 dx − 2x(xv )(xdv + vdx) = 0


PHY 158of Science
MATHEMATICS
and Technology)
After little algebra, this becomes the separable equation:
1 2v
dx = dv
x 1 − v2

PHY 158of Science
MATHEMATICS
and Technology)
Integrating both side gives: ln(x) = − ln(1 − v 2 ) + ln(c), in which we
wrote the arbitrary constant of integration as ln(c) because it makes
the next step neater:
c
ln(x) = ln( )
1 − v2
Finally, to write the solution in terms of the original variables, x and
y
y , we replace v by :
x
c
x= ⇒ x 2 + y 2 = cx
1 − (y /x)2

PHY 158of Science
MATHEMATICS
and Technology)
Exact Differential Equation and Integration Factors
Given a function f (x, y ) its total differentials, df , is defined as:
∂f ∂f
df = dx + dy (9)
∂x ∂y
This shows that the family of curves (or general solution) f (x, y ) = c
satisfies the differential equation df = 0.
∂f ∂f
dx + dy = 0 (10)
∂x ∂y
So if there exists a function f (x, y ) such that
∂f ∂f
M(x, y ) = and N(x, y ) =
∂x ∂y

PHY 158of Science
MATHEMATICS
and Technology)
M(x, y )dx + N(x, y )dy (11)
is called an exact differential, and the equation:
M(x, y )dx + N(x, y )dy = 0 (12)
is said to be an exact equation, whose solution is the family

f (x, y ) = c.

PHY 158of Science
MATHEMATICS
and Technology)
Example
Solve the differential equation (1 − 2xy )dx + (4y 3 − x 2 )dy = 0
Solution
3 2
M(x, y ) = 1 − 2xy
Z Z and N(x, y ) = 4y − x
M(x, y )dx = (1 − 2xy )dx = x − x 2 y + φ(y )
Z Z
N(x, y )dy = (4y 3 − x 2 )dy = y 4 − x 2 y + φ(x)

PHY 158of Science
MATHEMATICS
and Technology)
∂f ∂f
= M = 1 − 2xy and = N = 4y 3 − x 2 is
∂x ∂y
:f (x, y ) = x − x 2 y + y 4

PHY 158of Science
MATHEMATICS
and Technology)
Non-Exact Equations
Using Integrating factors for Non- Exact Equations

If
M(x, y )dx + N(x, y )dy = 0 (13)
is not exact, sometimes we can turn it into an exact differential
equation by multiplying the whole equation by an appropriate factor,
called an integrating factor

PHY 158of Science
MATHEMATICS
and Technology)
Some of the important rules and procedures follow.

1 ∂M ∂N R
1 f (x) = − Then u(x) = e f (x) the integrating
N ∂x ∂y
factor which
is a function
of x alone
1 ∂N ∂M R
2 f (x) = − Then u(y ) = e f (y ) the integrating
M ∂y ∂x
factor which is a function of y alone

PHY 158of Science
MATHEMATICS
and Technology)
Example
dy
Solve the differential equation (3xy + y 2 ) + (x 2 + xy ) =0
dx
Solution
The integrating factor is x. Multiply the DE by the integrating factor
will make the DE exact. Solving the exact DE we will get
x 3 y + 21 x 2 y 2 = c.

PHY 158of Science
MATHEMATICS
and Technology)
Linear Equations and those Reducible to that form
A first order linear equation is defined as a differential of the form:
A(x)y 0 + B(x)y = C (x) (14)
Then (14) in the standard form is written as
y 0 + p(x)y = q(x) (15)

R
p(x) dx
Finding the integrating factor µ = e , then multiply through
the DE and solve.

PHY 158of Science
MATHEMATICS
and Technology)
Example
dy 3
Find the solution of + y = 5x
dx x
Solution
3
R R
p(x) dx dx
µ=e =e x = e 3 log x = x 3
multiply DE through by µ = x 3
dy
x3 + 3x 2 y = 5x 4
dx
Z
3
x y= 5x 4 dx = x 5 + c ⇒ y = x 5 + cx −3

PHY 158of Science
MATHEMATICS
and Technology)
Equations Reducible to Linear Form
Other first order equations in first degree which are not linear may be
reduced to the linear form by means of appropriate transformations.
Consider
{xs(y ) + t(y )}y 0 = µ(y ) (16)
in which the coefficient of y 0 is a linear function of x and no other x

appears anywhere again.

PHY 158of Science
MATHEMATICS
and Technology)
Thus (16) can be expressed as a linear differential equation with x as
the dependent variable and y the independent variable. To be able to
dy
do this, multiply through by to obtain:
dx
dx dx
µ(y ) = xs(y ) + t(y ) or µ(y ) − s(y )x = t(y ). (17)
dy dy
Thus this is a linear differential equation of x as a function of the
independent variable y .

PHY 158of Science
MATHEMATICS
and Technology)
Example
Solve the differential equation (3x − 4y 3 )y 0 + y = 0.
Solution:
dy
Multiply through by to obtain:
dx
dy
(3x − 4y 3 )y 0 + y =0
dx
dy
y + 3x = 4y 3 .
dx
Whose standard form is:
dy 3
+ x = 4y 2
dx y

PHY 158of Science
MATHEMATICS
and Technology)
Integrating factor:
R dy 3
µ(y ) = e 3 y = e ln y = y 3
dx
=⇒ y 3 + 3y 2 x = 4y 5
dy
Z Z
4
d(xy ) = 4y 5
3
=⇒ xy 3 = y 6 + c
6
=⇒ 3xy − 2y 6 + c
3

PHY 158of Science
MATHEMATICS
and Technology)
Linear differential equation of higher order
A general nth order linear differential equation has the form:
an (x)y n + an−1 (x)y n−1 + · · · + a2 (x)y ” + a1 (x)y 0 + a0 (x)y = f (x)
This equation above is homogeneous if f (x) = 0 and

non-homogeneous if f (x) 6= 0 .
The solution of the homogeneous differential equation is called the
complimentary function (conventionally yc ) and the solution of the
non-homogeneous part is known as the particular integral
(conventionally yp ).

PHY 158of Science
MATHEMATICS
and Technology)
Homogeneous Equation with Constant Coefficients
A general homogeneous differential equation with constant
coefficients is:
an y n + an−1 y n−1 + · · · + a2 y ” + a1 y 0 + a0 y = 0 (18)
We start problem solving with second order differential equation of

the form:
a2 y ” + a1 y 0 + a0 y = 0 (19)
We consider a trial solution y = e rx . We can write (19) as
ar 2 + br + c = 0.Hence if r is root of this quadratic equation,often
called the auxiliary or characteristic equation.

PHY 158of Science
MATHEMATICS
and Technology)
There are three cases to consider:
1 If the roots are real and distinct,that is r = r1 , r = r2 and r1 6= r2
then the general solution of the differential equation is:
y = c1 e r1 x + c2 e r2 x (20)
2 If the roots are real and identical,that is r = r1 , r = r2 and

r = r1 = r2 then the general solution of the differential equation
is:
y = c1 e r1 x + c2 xe r2 x (21)

PHY 158of Science
MATHEMATICS
and Technology)
3. If the roots are not real,the roots are complex conjugates,thst is
r = α ± β general solution of the differential equation is:
y = e αx (c1 cos βx + c2 sin βx) (22)

PHY 158of Science
MATHEMATICS
and Technology)
Example
1 Solve the differential equation y ” + 2y 0 + y = 0
Solution
r 2 + 2r + 1 : r = −1
y = c1 e −x + c2 xe −x
2 Solve the differential equation y ” + 2y 0 + 5y = 0

Solution
r 2 + 2r + 5 : r = −1 ± 2i
y = e −x (c1 cos 2x + c2 sin 2x)

PHY 158of Science
MATHEMATICS
and Technology)
3. Solve the differential equation y ” + y 0 − 6y = 0
Solution
r 2 + r − 6 : r1 = 2, r2 = −3
y = c1 e −x + c2 xe −x

PHY 158of Science
MATHEMATICS
and Technology)
Theory of Solutions of Linear Differential Equations
Consider a Homogeneous second-order linear differential equation
y 00 + p(x)y 0 + q(x)y = 0 (23)
Principle of Superposition
Let y1 and y2 be two solutions of the homogeneous linear equation
(23) on the interval I . If c1 and c2 are constants, then the linear
combination
y = c1 y 1 + c2 y 2 (24)
is a solution of (23) on I .

PHY 158of Science
MATHEMATICS
and Technology)
Linear Independence of Two Functions and the Wronskian
Two functions defined on an open interval are called linearly
independent provided that neither is a constant multiple of the other.
Two functions are said to be linearly dependent if they are not
linearly independent; that is, one is a constant multiple of the other.
Given two functions
f and g , the Wronskian of f and g is the
f g
determinant : 0 0 = fg 0 − f 0 g
f g

PHY 158of Science
MATHEMATICS
and Technology)
Example

cos x sin x
W (cos x, sin x) = = cos2 x + sin2 x = 1 6= 0
− sin x cos x
if the W (f , g ) 6= 0 then f and g are linearly independent otherwise
Linearly dependent.

PHY 158of Science
MATHEMATICS
and Technology)
Reduction Order
Consider the non-constant coefficient, second order differential
equations of the form
y 00 + p(x)y 0 + q(x)y = 0 (25)
Solution of Reduction Order:

Consider
y 00 + p(x)y 0 + q(x)y = 0 (26)
Let
y2 (x) = v (x)y1 (x) (27)

PHY 158of Science
MATHEMATICS
and Technology)
Substitute (27) into (26), using the derivatives:
y20 = vy10 + v 0 y1 =⇒ y200 = vy100 + 2v 0 y10 + v 00 y1 (28)
We get
[vy100 + 2v 0 y10 + v 00 y1 ] + p[vy10 + v 0 y1 ] + qvy1 = 0 (29)

v [y100 + py10 + qy1 ] + v 00 y1 + 2v 0 y10 + pv 0 y1 = 0 (30)
But v100 + py10 + qy1 = 0 is a solution of (26).
y1 v 00 + (2y10 + py1 )v 0 = 0 (31)

PHY 158of Science
MATHEMATICS
and Technology)
If we write u = v 0 and assume that y1 never vanishes on I , then (27)
yields:
0
0 2y1
u + + p(x) u = 0 (32)
y1
An integrating factor will be:

Z 0
y1
µ = exp 2 + p(x) dx (33)
y1
Z
= exp ln |y1 | + p(x)dx (34)
Thus
R
µ = y12 e p(x)dx
(35)

PHY 158of Science
MATHEMATICS
and Technology)
R
We now integrate the equation in (26) to obtain: y12 e p(x)dx
=c
So
c − R p(x)dx
u= e . (36)
y12
Another integration gives:

R
e− p(x)dx
Z
y2
=v =c dx + k. (37)
y1 y12
With the particular choices c = 1 and k = 0, we get:

Z − R p(x)dx
e
y2 = y1 dx (38)
y12

PHY 158of Science
MATHEMATICS
and Technology)
Example
Find the general solution to 2x 2 y 00 + xy 0 − 3y = 0

Solution:
2x 2 y 00 + xy 0 − 3y = 0
1 3 1
=⇒ y 00 + y 0 + 2 = 0 where p(x) =
2x 2x 2x
Z − R p(x)dx
e
y2 = y1 x
d
Z − R 1 dx Z −1
−1 e 2x −1 x 2
=⇒ y2 = x = x dx
(x −1 )2 x −2

PHY 158of Science
MATHEMATICS
and Technology)
Z
−1 3
−1 2 5
=⇒ y2 = x x dx = x
2 x2 +c
5
2 3
let c = 0 y2 = x 2
5
3
The general solution is: y = c1 x −1 + c 2 x 2 .

PHY 158of Science
MATHEMATICS
and Technology)
Linear Non-Homogeneous Equation with Constant
Coefficients
A general linear n-n-homogeneous coefficient equation is:
d ny d n−1 dy
an = n
+ a n−1 n−1
+ · · · + a1 + a0 y = f (x) (39)
dx dx dx
f (x) is a given function of x, and a0 , a1 , · · · , an−1 , an also given
constants.

PHY 158of Science
MATHEMATICS
and Technology)
Method of Undetermined Coefficients
1 Assume a trial solution function yp (x), a family of functions that

is guaranteed to include a correct particular solution;
2 Find the image of the trial solution whose form depends on f (x)
of (39),
3 yp (x) is then substituted into (39) and the constants take values
which satisfy (39) completely.

PHY 158of Science
MATHEMATICS
and Technology)
Example
Find the particular integral of y 00 − 3y 0 + 2y = e 2x

Solution:
The auxiliary equation is:
r 2 − 3r + 2 = 0, =⇒ (r − 2)(r − 1) = 0, ∴ r = 2, 1
Hence f (x) = e 2x that is b = 2, a root.
The trial function is: yp (x) = Axe 2x
Substituting into the differential equation:
yp (x) = Axe 2x , yp0 (x) = Ae 2x + 2Axe 2x

yp00 (x) = 2Ae 2x + 2Ae 2x + 4Axe 2x

PHY 158of Science
MATHEMATICS
and Technology)
4Ae 2x + 4Axe 2x − 3Ae 2x − 6Axe 2x + 2Axe 2x = e 2x
=⇒ Ae 2x = e 2x =⇒ A = 1
∴ yp (x) = xe 2x
General solution: y = yc + yp = c1 e 2x + c2 e 2x + xe 2x

PHY 158of Science
MATHEMATICS
and Technology)
Method of Variation of Parameters
In this method, the particular integral is expressed as the modification
of the complementary solution. This is done by making of the
coefficient of the complementary solution change from the constants
to variables.
Thus we have
yp (x) = c1 (x) y1 (x) + c2 (x) y2 (x)
where y1 (x) and y2 (x) are independent solutions of the homogeneous

equations.
y 0p = c01 (x) y1 (x) + c02 (x) y2 (x)

+ c1 (x) y 01 (x) + c2 (x) y 02 (x)

PHY 158of Science
MATHEMATICS
and Technology)
assume for simplicity that
c10 (x) y1 (x) + c20 (x) y2 (x) = 0 (40)
so that
yp0 = c10 (x) y1 (x) + c20 (x) y2 (x)

=⇒ yp00 (x) = c10 (x) y1 (x) + c20 (x) y2 (x)
+ c1 (x) y100 (x) + c2 (x) y200 (x)
yp00 = c1 (x) y100 (x) + c2 (x)

+ y200 (x) + c10 (x) y10 (x) + c20 (x) y20 (x)
0
a 2 yp = c1 (x) a2 y10 + c2 (x) a2 y20
a 1 yp = c1 (x) a1 y1 + c2 (x) a2 y2

PHY 158of Science
MATHEMATICS
and Technology)
yp0 + a2 yp0 + a1 yp = c1 (x)[y100 + a2 y10 + a1 y1 ]
+ c2 (x)[y200 + a2 y20 + a2 y2 ]
+ c10 (x) y10 (x) + c20 (x) y20 (x)
= c10 (x) y10 (x) + c20 (x) y20 (x)

PHY 158of Science
MATHEMATICS
and Technology)
since
y2 + a2 y20 + a2 y1 = 0
=⇒ y20 + a2 y20 + a1 y2 = 0
y1 , y2 being solution of the homogeneous equation.
c10 (x) y10 (x) + c20 (x) y20 (x) = f (x) (41)
Note that equations (40) and (41) give the system:

0
y1 (x) y2 (x) c1 (x) 0
y10 (x) y20 (x) c20 (x) f (x)
.

PHY 158of Science
MATHEMATICS
and Technology)
Solving by means of rule, we have

0 y2 (x)

f (x) y 02 (x) −y2 (x) f (x)
c01 (x) = =
w (y1 (x, y2 (x))) w (y1 , y2 )

y1 0

y2 f (x) y1 (x) f (x)
c02 (x) = =
w (y1 (x, y2 (x))) w (y1 , y2 )
Therefore
Z
y2 (x) f (x)
c1 (x) = dx + k1
w (y1 (x), y2 (x))
Z
y1 (x) f (x)
c2 (x) = dx + k2
w (y1 (x), y2 (x))

PHY 158of Science
MATHEMATICS
and Technology)
Example:
Solve the IVP using the method of variation of parameters.
y 00 + 3y 0 + 2y = sin x
y (0) = 0, y 0(0) = 1
Solution
put y (x) = c1 (x) y1 (x) + c2 (x) y2 (x)

have y1 (x) = e −2x , y2 (x) = e −x
Thus y (x) = c1 (x) e −2x + c2 (x) e −x

PHY 158of Science
MATHEMATICS
and Technology)
Solution Cont’d
Applying the method of variation of parameters from the first
principles, we have:
y 0(x) = c01 (x) e −2x + c20 (x) e −x

− 2c1 (x) e −2x − c2 (x) e −x
We assume:
c01 (x) e −2x + c02 (x) e −x = 0 (42)
=⇒ y 0(x) = −2c1 (x) e −2x − c2 (x) e −x

=⇒ y 00(x) = −2c01 (x) e −2x − c02 (x) e −x
+ 4c1 (x) e −2x − c2 (x) e −x

PHY 158of Science
MATHEMATICS
and Technology)
=⇒ 3y 0(x) = 3(−2c1 (x) e −2x − c2 (x) e −x )
2y (x) = 2(c1 (x) e −2x − c2 (x) e −x )
y 00(x) + 3y 0(x) + 2y (x) = −2c1 (x) e −2x − c2 (x) e −x

PHY 158of Science
MATHEMATICS
and Technology)
Therefore
− 2c1 (x) e −2x − c2 (x) e −x = sin x (43)
Equations (42) and (43) in matrix notation gives:

−2x
e −x

e c01 (x) 0
=
−2e −2x −e −x c02 (x) sin x
e −x

0
sin x −e −x −e −x sin x
=⇒ c01 (x) = =
e −3x e −3x
2x
−2x = −e sin x
e 0
−2x
−2e sin x e −2x sin x
=⇒ c20 (x) = =
e −3x e −3x
x
= e sin x

PHY 158of Science
MATHEMATICS
and Technology)
Z x
c1 (x) = − e 2t sin tdt + A1
Z
= te 2x cos x − 2 cos te 2t dt + A1
Z
2x 2x 2t
c1 (x) = e cos x − 2 e sin x − 2 e sin tdt
Z x
=⇒ −5 e 2t sin tdt = e 2x cos x − 2e 2x sin x + A1
1 2x
c1 (x) = e [cos x − 2e 2x sin x] + A1
5

PHY 158of Science
MATHEMATICS
and Technology)
Similarly
Z x
c2 (x) = e t sin tdt + A2
Z x
x
= −e cos x + e t cos tdt + A2
Z
x x t
c2 (x) = −e cos x + e sin x − e sin tdt + A2
Z x
=⇒ 2 e t sin tdt = e x [sin x − cos x] + A2
1 x
=⇒ c2 (x) = e [sin x − cos x] + A2
2

PHY 158of Science
MATHEMATICS
and Technology)
Now the fundamental functions are y1 (x) = e −2x and y2 (x) = e −x
Therefore
y = c1 (x)e −2x + c2 (x)e −x + A1 e −2x + A2 e −x

1 1
= [cos x − 2 sin x] + [sin x − cos x]
5 2
2 5 4 5
= cos x − cos x − sin x + sin x
10 10 10 10
1
= [sin x − 3 cos x]
10

PHY 158of Science
MATHEMATICS
and Technology)
Thus the general solution is given by
1
y = A1 e −2x + A2 e −x + [sin x − 3 cos x]
10

PHY 158of Science
MATHEMATICS
and Technology)
Example
Find the general solution of the differential equation

π
y 00 + y = sec x 0<x <
2
Solution:
The two general solution of the homogeneous equation are:
y1 = cos x and y2 = sin x
Then
yp = u1 cos x + u2 sin x
=⇒ yp0 = u10 cos x − u1 sin x + u20 sin x + u2 cos x

PHY 158of Science
MATHEMATICS
and Technology)
u10 cos x + u20 sin x (44)
yp0 = −u1 (x) sin x + u2 (x) cos x

yp00 = −u10 sin x − u1 cos x + u20 cos x − u2 sin x.
Then the differential equation becomes:
−u10 sin x − u1 cos x + u20 cos x − u2 sin x + u1 cos x + u2 sin x = sec x
=⇒ −u10 sin x + u20 cos x = sec x (45)
Using (44) and (45), we have:
u10 cos x + u20 = 0

−u10 sin x + u20 cos x = sec x
PHY 158of Science
MATHEMATICS
and Technology)
The Cramer’s Rule for the solution of a linear system of equation
yields:

0 sin x cos x 0

sec x cos x − sin x sec x
u10 = u2
0
=
cos x sin x cos x sin x

− sin x cos x − sin x cos x
=⇒ u10 = tan x, =⇒ u20 = 1
=⇒ u1 = ln cos x, =⇒ u2 = x
Therefore, yp = (ln cos x) cos x + x sin x

General solution:
y (x) = c1 cos x + c2 sin x + (ln cos x) cos x + x sin x

PHY 158of Science
MATHEMATICS
and Technology)
THANK YOU

PHY 158of Science
MATHEMATICS
and Technology)

Phy 158 Mathematics For Physics: Dorcas Attuabea Addo

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Phy 158 Mathematics For Physics: Dorcas Attuabea Addo

Uploaded by

Copyright:

Available Formats

PHY 158 MATHEMATICS FOR PHYSICS

Dorcas Attuabea Addo

February 13, 2020

Dorcas Attuabea Addo (Kwame Nkrumah University

Differential Equations regularly appear in Physics. They appear when

Dorcas Attuabea Addo (Kwame Nkrumah University

Another famous example of use of differential equations in Physics is

Take a mass m suspended through a light spring. Let e be elongation

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Differential equations are an important part of the calculus, the

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Differential equations are classified as to:

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

1 Show that y = ln x is a solution of xy 00 + y 0 = 0 on I = (0, ∞)

Dorcas Attuabea Addo (Kwame Nkrumah University

Initial-Value Problem is the differential equation along with

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Method of Separation of Variables

M(x, y )dx + N(x, y )dy = 0 (2)

Dorcas Attuabea Addo (Kwame Nkrumah University

M(x, y ) = m(x)p(y ) and N(x, y ) = n(x)q(y ) (3)

Dorcas Attuabea Addo (Kwame Nkrumah University

Question: Solve the following differential equations by separation of

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

M(x, y )dx + N(x, y )dy = 0 (4)

is homogeneous if the functions M(x, y ) and N(x, y ) are both

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

f (λx, λy ) = λn f (x, y ) (8)

Dorcas Attuabea Addo (Kwame Nkrumah University

x 2 + (xv )2 dx − 2x(xv )(xdv + vdx) = 0

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

So if there exists a function f (x, y ) such that

Dorcas Attuabea Addo (Kwame Nkrumah University

M(x, y )dx + N(x, y )dy = 0 (12)

is said to be an exact equation, whose solution is the family

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Using Integrating factors for Non- Exact Equations

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

Dorcas Attuabea Addo (Kwame Nkrumah University

A first order linear equation is defined as a differential of the form:

A(x)y 0 + B(x)y = C (x) (14)

Then (14) in the standard form is written as

y 0 + p(x)y = q(x) (15)

Dorcas Attuabea Addo (Kwame Nkrumah University