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dy
f (x) + g(y) dx = 0;
dy
dx = f ( xy ), and others
d2 y d2 y dy
dx2
= f (x); a dx2
+b dx + cy = 0, among others.
by
kirk r. morgan
2010
Department of Mathematics
Mona Campus
Preface
This guide, first and second order Ordinary Differential equations, is to assist
second and third year students with any courses that involve forms of differential
equations. Furthermore, students who are taking Partial Differential equations can
The material used was taken from my notes for Advanced level Mathematics and
After each subtopic, examples are used to illustrate the concept of the application.
Each section also includes an exercise set for your practice with solutions. Please
note that the solution number will not, however, correspond to the example number.
Students should recognize that once you have done one of the questions, it is as if
It is my intention that after using this book, you will grow five feet taller in
knowledge.
I must express thanks to my brothers Daniel and Samuel and also to my colleagues
Sam and Peter for inspiring me to prepare this workbook for UWI students.
i
Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . i
0.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
0.2.3 Homogeneous . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
a polynomial of degree n ] . . . . . . . . . . . . . . . . . . . . 22
ii
0.3.11 Case (iii) - f (x) = k cos rx or k sin rx where k and r are
constants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
iii
Chapter 0, Section 1 Introduction
0.1 Introduction
dy d2 y
x, , ,
dx dx2
etc.
For example,
dy d2 y
x − y 2 = 0; xy 2 − y 2 sin x = 0
dx dx
that a differential equation of the first order (i.e. an equation in which the high-
dy
est derivative appearing is the first, ) always results from the elimination of an
dx
arbitrary constant A from an equation containing x, y and A.
y = x + A,
1
Chapter 0, Section 2 Introduction
For example, if
y = A sin x + B cos x,
dy
= A cos x − B sin x,
dx
d2 y
= −A sin x − B cos x = −y.
dx2
Hence, if
d2 y
y = A sin x + B cos x, + y = 0.
dx2
y = A sin x + B cos x,
where A and B are any constants, is called the complete primitive or general solution
The complete primitive or general solution of an equation of the first order will
2
Chapter 0, Section 2 Introduction
dy
f (x) + g(y) = 0,
dx
and
dy
f (x) + g(y) = 0.
dx
Example 0.2.1.
Solution 0.2.2.
dy
y = x2
dx
So,
∫ ∫
y dy = x2 dx
Therefore,
y2 x3 2
= + c ⇒ y 2 = x3 + c.
2 3 3
School is over!
Exercise 0.2.3.
3
Chapter 0, Section 2 Introduction
dy
(ii) cos2 x = cos2 y
dx
dy
(iii) ex+y =1
dx
x2 − 1 dy
(iv) = xy
y−1 dx
0.2.3 Homogeneous
A homogeneous equation of the first order is one which can be written in the form
dy (y)
=f .
dx x
(y)
f ,
x
dy dv
=v+x
dx dx
Example 0.2.4.
4
Chapter 0, Section 2 Introduction
Solution 0.2.5.
Let y = vx to give:
dy x + vx x(1 + v)
= = = 1 + v.
dx x x
So,
dv
v+x = 1 + v;
dx
that is,
dv dv
x =1+v−v ⇒x = 1.
dx dx
1
dx = dv.
x
Integrating, we obtain
∫ ∫
1
dx = dv.
x
So, we get
ln x = v + c;
that is,
ln x = v + ln A,
where
c = ln A.
Therefore,
x
v = ln x − ln A = ln .
A
But,
y
v= .
x
5
Chapter 0, Section 2 Introduction
So,
y x
= ln .
x A
Therefore,
y x
ex = .
A
School is over!
Exercise 0.2.6.
dy x − 2y
(i) =
dx x
dy x2 + y 2
(ii) =
dx x2
dy √
(iii) x = y + x2 − y 2
dx
where P and Q are functions of x, but not of y, is said to be linear of the first order.
∫
P dx
e ,
This gives:
∫ dy ∫ ∫
P dx
e + P ye P dx = Qe P dx .
dx
6
Chapter 0, Section 2 Introduction
But, the left hand side is an exact differential coefficient being equal to
d ( ∫ P dx )
ye .
dx
Therefore,
d ( ∫ P dx ) ∫
ye = Qe P dx .
dx
Hence,
∫
∫ ∫
P dx P dx
ye = Qe dx + c.
Example 0.2.7.
Solution 0.2.8.
P = −1, Q = x.
∫
−dx
e = e−x
dy
e−x − y e−x = x e−x .
dx
So,
dy
(y e−x ) = x e−x .
dx
Integrating, we have:
∫
−x
ye = x e−x dx.
7
Chapter 0, Section 2 Introduction
u=x
and
dv = e−x dx.
So,
du = 1dx
and
v = −e−x .
So, we have:
∫ ∫
−x −x −x −x
ye = −x e − −e dx = −x e + e−x dx = −x e−x − e−x + c.
Therefore,
−x e−x − e−x + c
y= = −x − 1 + cex .
e−x
Therefore,
y = cex − x − 1.
School is over!
Example 0.2.9.
A particle falls freely from rest under gravity in a resisting medium, the resistance
varying as the velocity. Find the velocity after it has fallen for t seconds. At time
t after the start, let the velocity be v. The forces acting on the particle are mg
8
Chapter 0, Section 2 Introduction
downwards and the resistance kmv upwards (the resistance per unit mass being
Solution 0.2.10.
dv
= g − kv.
dt
That is,
dv
+ kv = g,
dt
Therefore,
∫
kt g kt
ve = gekt dt + c = e + c.
k
That is,
g
v= + c e−kt ,
k
Therefore,
g −g
0= + c; c = .
k k
Therefore,
g( )
v= 1 − e−kt .
k
As
e−kt → 0
9
Chapter 0, Section 2 Introduction
as
t → ∞,
g
,
k
as t increases.
School is over!
Exercise 0.2.11.
1.
dy y 1
(i) + =
dx x x
dy
(ii) x − y = x2
dx
dy
(iii) + 3y = e2x
dx
dy π
2. If + 2y tan x = sin x and y = 0 when x = ,
dx 3
find y in terms of x.
10
Chapter 0, Section 3 Introduction
d2 y
(i) = f (x);
dx2
d2 y
(ii) = f (y);
dx2
d2 y dy
(iii) a 2
+b + cy = 0 or f (x), where a, b, c are constants and f (x) is some
dx dx
simple function of x.
d2 y
0.3.2 Equations of the form dx2 = f (x)
Example 0.3.1.
Solution 0.3.2.
that is,
dy
= x3 + A,
dx
11
Chapter 0, Section 3 Introduction
so we obtain
x4
y= + Ax + B,
4
Example 0.3.3.
y=0
and
dy
=0
dx
Solution 0.3.4.
Now, we have
d2 y
B = w(l − x).
dx2
Integrating, we have
dy wx2
B = wlx − + c.
dx 2
But
dy
=0
dx
when
x = 0,
12
Chapter 0, Section 3 Introduction
hence,
c = 0.
Therefore,
dy wx2
B = wlx − .
dx 2
Integrating, we have
wlx2 wx3
By = − + D.
2 6
Therefore,
wx2
y= (3l − x).
6B
School is over!
Exercise 0.3.5.
d2 y
(i) x2 =1
dx2
d2 y
(ii) 2
cos2 x = 1
dx
d2 y
(iii) = −g(a constant)
dx2
d2 y
(iv) = f sin nt
dx2
13
Chapter 0, Section 3 Introduction
d2 y
0.3.3 Equations of the form dx2 = f (y)
dy
2 ,
dx
giving
dy d2 y dy
2 = 2f (y) .
dx dx2 dx
But
( )2
dy d2 y d dy
2 2
= ,
dx dx dx dx
d2 y 1
= .
dx2 y3
dy
2
dx
Therefore,
√
dy Ay 2 − 1
=+ .
dx y
14
Chapter 0, Section 3 Introduction
That is,
y
√ = ± dx.
Ay 2 − 1
Integrating, we have
1√ 2
Ay − 1 = ± x + B;
A
that is,
Ay 2 − 1 = A2 (B ± x)2 ,
School is over!
Exercise 0.3.8.
1.
d2 y dy dy
(i) 2
=2 ( let = p)
dx dx dx
d2 v 1 dv
(ii) + =0
dr2 r dr
d2 y dy √
(iii) = y 3
− y, giving that = 0 when y = 1 and y = 2 when x = 2.
dx2 dx
15
Chapter 0, Section 3 Introduction
d2 y dy
a 2
+b + cy = 0,
dx dx
y = emx
if
am2 + bm + c = 0 (0.3.1)
There are three cases to consider according as the roots of (0.3.1) are real and
different, real and equal or imaginary. The equation (0.3.1) is usually called the
auxiliary equation.
m = m1 , m 2 .
Then
y = em1 x , y = em2 x
are solutions of the differential equation and the general solution will be
y = Aem1 x + Bem2 x ,
16
Chapter 0, Section 3 Introduction
d2 y dy
2 2
+5 + 2y = 0.
dx dx
2m2 + 5m + 2 = 0.
So, we have
(2m + 1) (m + 2) = 0;
that is,
1
m = − , −2.
2
School is over!
Exercise 0.3.11.
d2 y
(i) − 4y = 0
dx2
d2 y dy
(ii) 2
− − 2y = 0
dx dx
d2 y dy
(iii) 3 + 2 −y =0
dx2 dx
d2 y dy
(iv) 3 2
−4 +y =0
dx dx
17
Chapter 0, Section 3 Introduction
m = m1 , m 1 .
d2 y dy
2
−4 + 4y = 0.
dx dx
m2 − 4m + 4 = 0.
So, we have
(m − 2) (m − 2) = 0;
that is,
m = 2, 2.
School is over!
18
Chapter 0, Section 3 Introduction
Exercise 0.3.14.
d2 y dy
(i) 2
− 2y +y =0
dx dx
d2 y dy
(ii) 4 2 + 4 +y =0
dx dx
d2 y dy
(iii) a2 2
− 2a +y =0
dx dx
m = p ± iq,
√
where i is the complex number −1 and p and q are real numbers.
In this case, the general solution of the differential equation can be shown to be
d2 y dy
− 2 + 4y = 0.
dx2 dx
m2 − 2m + 4 = 0.
√
2± −12 √
m= = 1 ± i 3.
2
19
Chapter 0, Section 3 Introduction
√ √
y = ex (A cos 3x + B sin 3x).
School is over!
Exercise 0.3.17.
d2 y
(i) + 9y = 0
dx2
d2 y
(ii) = −y
dx2
d2 y dy
(iii) 2
+ +y =0
dx dx
d2 y
(iv) + m2 y = 0
dx2
d2 y dy
a 2
+b + cy = f (x),
dx dx
where a, b and c are constants and f (x) is a simple function of x, has various de-
compositions.
Suppose that
y = u(x)
is the general solution of this equation when f (x) is replaced by 0 and that
y = v(x)
20
Chapter 0, Section 3 Introduction
is any particular solution of the given equation obtained, for example, by inspection.
y = u(x) + v(x)
Moreover, as
y = u(x),
is the general solution of a second order differential equation, the function u(x) will
y = u(x) + v(x)
of the given equation will contain two arbitrary constants and hence it will be the
general solution.
d2 y dy
a + b + cy = f (x)
dx2 dx
is made up of the sum of two parts, one being the general solution of the allied
equation
d2 y dy
a 2
+b + cy = 0,
dx dx
usually called the complementary function, and the other being any particular so-
The method used for the determination of the complementary function has already
been discussed and the method of determining particular integrals in a few simple
21
Chapter 0, Section 3 Introduction
the constants
a0 , a1 , a2 , ..., an
d2 y
+ 4y = x2 + 2
dx2
Solution 0.3.19.
Let
y = a0 x2 + a1 x + a2 .
Then
dy d2 y
= 2a0 x + a1 ; = 2a0 .
dx dx2
2a0 + 4(a0 x2 + a1 x + a2 ) = x2 + 2.
Equating coefficients,
1
4a0 = 1; a0 = .
4
22
Chapter 0, Section 3 Introduction
Therefore,
4a1 = 0;
so,
a1 = 0.
Also,
2a0 + 4a2 = 2;
so,
3
a2 = .
8
1 3
y = x2 + .
4 8
d2 y
+ 4y = 0,
dx2
and is
1 3
y = A cos 2x + B sin 2x + x2 + ,
4 8
School is over!
Exercise 0.3.20.
23
Chapter 0, Section 3 Introduction
d2 y
(i) 4 − y = x2 − 3x
dx2
d2 y dy
(ii) 2
−2 + 2y = 1 − x2
dx dx
d2 y dy
(iii) 2 2
− = 4x + 1
dx dx
y = p emx ;
emx
sary to try
y = p x emx
or possibly
y = px2 emx .
d2 x dx
(i) − − 2x = e3t ;
dt2 dt
d2 x dx
(ii) − − 2x = e2t .
dt2 dt
Solution 0.3.22.
In both cases, the complementary function is the general solution of the equation
d2 x dx
− − 2x = 0;
dt2 dt
24
Chapter 0, Section 3 Introduction
that is,
x = A e2t + B e−t .
x = p e3t .
that is,
4p = 1.
So,
1
p= .
4
1 3t
x = A e2t + B e−t + e .
4
To find a particular integral of equation (ii), where the function e2t is already
x = p t e2t .
So,
dx d2 x
= p e2t + 2p t e2t ; = 4p e2t + 4p t e2t .
dt dt2
25
Chapter 0, Section 3 Introduction
That is,
1
3p = 1; p = .
3
1 2t
x= te ,
3
1 2t
x = A e2t + B e−t + te .
3
School is over!
Exercise 0.3.23.
d2 y dy
(i) 2
−2 + 5y = 80 e3x
dx dx
d2 y
(ii) 2
− 9y = 2 ex
dx
d2 y dy
(iii) − 6 − 16y = e−x
dx2 dx
26
Chapter 0, Section 3 Introduction
are constants
cos rx
and
sin rx
d2 y
+ y = 12 sin 2x.
dx2
Solution 0.3.25.
y = A cos x + B sin x.
So,
dy d2 y
= −2p sin 2x + 2q cos 2x; = −4p cos 2x − 4q sin 2x.
dx dx2
27
Chapter 0, Section 3 Introduction
Therefore,
A particular integral is
y = −4 sin 2x,
School is over!
Exercise 0.3.26.
d2 y
(i) + 9y = 3 cos 2x − sin 2x
dx2
d2 y
(ii) + 16y = 3 sin 4x
dx2
28
Chapter 0, Section 3 Introduction
A particular integral will be the sum or difference of the particular integrals of the
separate functions.
d2 y dy
2
− 2 + y = x2 − 3x + 2 sin x,
dx dx
dy
for which y = 0, = 1 when x = 0.
dx
Solution 0.3.28.
y = ex (Ax + B).
y = a0 x2 + a1 x + a2 + p cos x + q sin x.
So
dy d2 y
= 2a0 x + a1 − p sin x + q cos x; = 2a0 − p cos x − q sin x.
dx dx2
2a0 −p cos x−q sin x−2(2a0 x+a1 −p sin x+q cos x)+a0 x2 +a1 x+a2 +p cos x+q sin x = x2 −3x+2 sin x.
Therefore,
2a0 − 2a1 + a2 = 0.
So,
−4a0 + a1 = −3,
29
Chapter 0, Section 3 Introduction
that is,
a0 = 1.
Also,
−p − 2q + p = 0
and
−q + 2p + q = 2.
That is,
a0 = 1, a1 = 1, a2 = 0, q = 0, p = 1.
y = x2 + x + cos x,
y = ex (Ax + B) + x2 + x + cos x.
But when
x = 0, y = 0
and
dy
= 1,
dx
we have
0=B+1
and
1 = A + B + 1.
30
Chapter 0, Section 3 Introduction
That is,
A=1
and
B = −1.
y = ex (x − 1) + x2 + x + cos x.
School is over!
31
Chapter 0, Section 3 Introduction
Solutions
Exercise 0.2.3
(i) x3 + 3x = 3y + c
(iii) ey = A − e−x
x2 y3 y2
(iv) − ln x = − +c
2 3 2
Exercise 0.2.6
(i) x3 − 3yx2 = c
2 2y − x
(ii) √ tan−1 √ = ln x + c
3 3x
y
(iii) sin−1 = ln x + c
x
Exercise 0.2.11
1.
(i) xy = x + c
(ii) y = x2 + cx
2. y = cos x − 2 cos2 x
32
Chapter 0, Section 3 Introduction
Exercise 0.3.5
(i) y + ln x = Ax + B
(ii) y = ln sec x + Ax + B
1
(iii) x = − gt2 + At + B
2
f
(iv) x = − sin nt + At + B
n2
Exercise 0.3.8
1.
(i) y = Ae2x + B
(ii) v = A ln r + B
( )
1 3(y − 1) x
(iii) ln =± √ −1
2 y+1 2
µ
2. u = ± A sin(θ + B)
h2
Exercise 0.3.11
(iii) y = Ae 3 + Be−x
x
x
(iv) y = Aex + Be 3
33
Chapter 0, Section 3 Introduction
Exercise 0.3.14
(i) y = ex (Ax + B)
−x
(ii) y = e 2 (Ax + B)
x
(iii) y = e a (Ax + B)
Exercise 0.3.17
−x
√ √
3x 3x
(iii) y = e 2 (A cos 2
+ B sin 2
)
Exercise 0.3.20
x −x
(i) y = Ae 2 + Be 2 − x2 + 3x − 8
1 1 1
(ii) y = ex (A cos x + sin x) − x2 − x +
2 2 2
x
(iii) y = A + Be 2 − 2x2 − 9x
Exercise 0.3.23
2 2x
(ii) y = Ae3x + Be−3x − e
5
1 −x
(iii) y = Ae8x + Be−2x − e
9
34
Chapter 0, Section 3 Introduction
Exercise 0.3.26
3 1
(i) y = A cos 3x + B sin 3x + cos 2x − sin 2x
5 5
3
(ii) y = A cos 4x + B sin 4x − x cos 4x
8
35