Engineering Mathematics 2 (SSB 10203)

Appendix

Summary of Strategies for First-Order Differential Equations

Form of Equation Method Solution

dy g( x )
=
dx f ( y )
Separate the variables
∫ f ( y)dy=∫ g( x)dx

() dv dx
dy y Homogeneous – use a
dx
=f
x y ∫ f ( v)−v =∫ x
v=
x
change of variable

dy Use the integrating factor d

+ p( x ) y=q ( x )
∫ p( x )dx
[ v ( x ). y =v ( x ).Q( x ) ]
dx dx
v( x)=e

M (x , y )dx+N ( x, y)dy =0 , Exact- use partial

integration to find f, where
∂M ∂ N f (x , y)=C
= ∂f ∂f
∂ y ∂x =M =N
where ∂x ∂y
and

Homogeneous Second Order DE

am2 +bm+c=0 y h( x )
Roots for Solution

m1 , m2 y h ( x )=c 1 e
m1 x
+ c2 e
m2 x

a) real and difference

m1 , m2 y h ( x )=c 1 e
m1 x
+ c 2 xe
m1 x

b) real and same

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 Engineering Mathematics 2 (SSB 10203)
Appendix
m1 , m2 px
y h ( x )=e ( c1 cos qx+ c 2 sin qx )
c) complex

where p is real part, q is imaginary part

Nonhomogeneous Second Order DE

F( x) Roots for y p (x )
2
am +bm+c=0 Choice of solution

n
an x +.. .+a 1 x + a0 m 1≠0 m 2≠0 n
A n x + .. .+A 1 x+ A 0
i. and i.

m1=0 m 2=0 n
x ( A n x +. ..+ A 1 x+ A 0 )
ii. or ii.
m1=0 m 2=0 2 n
x ( An x + .. .+A 1 x + A 0 )
iii. and
iii.

αx m1≠α m 2≠α αx
ke Ae
i. and i.

m1=α m 2=α Axe αx

ii. or ii.

m1=α m2=α 2 αx
Ax e
iii. and iii.

k cos αx k sin αx m1≠iα m2≠iα A cos αx +B sin αx

or i. and i.

m1=iα m2=iα x ( A cos αx+ B sin αx)

ii. or ii.

Growth and Decay dI R E

+ I=
1. dt L L
dP dP
=kP =− kP dq 1 E
1. dt or dt + q=
2. dt RC R
Electrical Circuits dq
I=
3. dt

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 Engineering Mathematics 2 (SSB 10203)
Appendix
Resistance Proportional to Velocity 2. The body’s position at time t ,

(
−( )t
)
k
dv k v0 m m
=− v s(t )= 1−e
1. dt m k
v0 m
3. Distance coasted = k
Cooling system

dT
=kT
1. dt
dT
=k (T −M )
2. dt where M is room temperature

Table 1 Table of Laplace Transform

f ( t )=L
−1
{ F ( s) } F ( s )=L { f ( t ) } f ( t )=L
−1
{ F ( s) } F ( s )=L { f ( t ) }
1 at 1
1. 1
s
2. e s−a
n n! p Γ ( p+1 )
3. t , n= 1, 2, 3, … s n+1
4. t , p>−1
s p+1
√π 1 1⋅3⋅5⋅⋯⋅( 2 n−1 ) √ π
5. √t 2s
3
2
6. t
n− 2
, n= 1, 2, 3, …
2 ns
n+ 12

a s
7. sin ( at ) 8. cos ( at )
s +a2
2
s +a2
2

2 2
2 as s −a
9. t sin ( at ) 10. t cos ( at )
( s 2 +a 2 )2 ( s 2 +a 2 )2
3 2
2a 2 as
11. sin ( at )−at cos ( at ) 12. sin ( at )+at cos ( at )
( s 2 +a 2 )2 ( s 2 +a 2 )2
s ( s2 −a2 ) s ( s2 +3 a2 )
13. cos ( at )−at sin ( at ) 14. cos ( at ) +at sin ( at )
( s 2+a 2)2 ( s2 +a2 )2
s sin ( b )+ a cos ( b ) s cos ( b )−a sin ( b )
15. sin ( at+b ) 16. cos ( at +b )
s 2 + a2 s2 + a2
a s
17. sinh ( at ) 18. cosh ( at )
s −a2
2
s −a2
2

b at s−a
19. e at sin ( bt ) ( s−a )2 +b2
20. e cos ( bt ) ( s−a )2 +b2
b at s−a
21. e at sinh ( bt ) ( s−a )2 −b 2
22. e cosh ( bt ) ( s−a )2 −b 2

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 Engineering Mathematics 2 (SSB 10203)
Appendix

()
n at
t e n! 1 s
23. , n= 1, 2, 3, 24. f ( ct ) F
… ( s−a ) n+1 c c
−cs
e −cs
25. uc ( t )=u ( t −c ) 26. δ ( t−c ) e
s
Heaviside Function Dirac Delta Function
−cs
e L { g (t +c ) }
-cs
27. uc ( t ) f ( t−c ) e F (s) 28. uc ( t ) g ( t )

29. e ct f ( t ) F ( s−c ) 30. t n f ( t ) , n= 1, 2, 3, … (−1 )n F ( n ) ( s )

1 ∞ t F (s)
31.
t
f (t ) ∫s F (u ) du 32. ∫0 f ( v ) dv s
T
t ∫0 e−st f ( t ) dt
33. ∫0 f ( t−τ ) g ( τ ) dτ F ( s) G ( s ) 34. f (t +T )=f ( t )
−sT
1−e
35. f ' (t) s F ( s )−f ( 0 ) 36. f '' ( t ) s 2 F ( s ) −sf ( 0 )−f ' ( 0 )
( n) ( n− 2 )
37. f (t ) s n F ( s )−s n−1 f ( 0 )−s n−2 f ' ( 0 ) ⋯sf ( 0 )−sf ( n−1 ) ( 0 )

PARTIAL FRACTION DECOMPOSITION TABLE

Factor in denominator Term in Partial Fraction Decomposition

ax +b A
ax+b

( ax +b ) k A1
+
A2
+ .. .+
Ak
ax+ b ( ax +b ) 2
( ax+b )k

2 Ax+ B
ax +bx +c
ax 2 + bx+ c

k A1 x +B 1 A2 x + B2 A k x+ B k
( ax 2 +bx +c ) + +. . .+
ax 2 + bx+ c ( ax 2 +bx +c ) k
( ax 2 + bx+ c )k

LAPLACE TRANSFORM OF THE FIRST TWO DERIVATIVES

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 Engineering Mathematics 2 (SSB 10203)
Appendix

1. L { y }=Y (s)

2. L { y ' }=sY (s)− y (0)

2
3. L { y '' }=s Y (s)−sy(0 )− y '(0 )

EULER’S METHOD IMPROVED EULER’S METHOD

1. x n+1 =x n + h , x n+1 =x n + h
y n+1 = y n +f ( x n , y n ) h
k 1=f ( x n , y n ) ,
x n+1 =x n + hf ( t n , x n , y n ) k 2=f ( x n + h , y n +hk 1 ) ,
y n+1= y n +hg ( t n , x n , y n )
2.
y n+1= y n +h ( k1+ k2
2 )
where t n+1 =t n +h

RUNGE-KUTTA METHOD

1.
x n+1 =x n + h ,

( k 1 +2 k 2 +2 k 3 +k 4 )
y n+1= y n +h
6 where

k 1 =f ( x n , y n ) ,

( h
k 2 =f x n + , y n +h
2
k1
2
, )
( h k
k 3 =f x n + , y n +h 2 ,
2 2 )
k 4 =f ( xn +h , y n + hk 3 ) ,

2.

h
x n+1 =x n + [ F +2 F 2 +2 F3 + F 4 ] ,
6 1
h
y n+1= y n + [ G 1 + 2G2 + 2G3 +G 4 ]
6

with t n+1=t n + h

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 Engineering Mathematics 2 (SSB 10203)
Appendix

where the values of F1 , F2 , F3 and F 4 of the function f are

F 1=f ( t n , x n , y n ) ,

( 1
2
1
2
1
F 2=f t n + h , x n + hF1 , y n + hG1
2 )
( 1
2
1
2
1
F 3 =f t n + h , x n + hF 2 , y n + hG2 ;
2 )
F 4 =f ( t n +h , x n +hF 3 , y n +hG 3 ) ;

G1 , G2 , G3 and G4 are the similarly defined values of the function g .

FURTHER MATRICES

 Homogeneous System

X ' =AX

 Nonhomogeneous System

X ' =AX + F

 Eigenvalues

P ( λ )=det ( A−λ I )

 System of linear equations

( A− λ I ) X =0

 Solving 2x2 Matrix

o Distinct Real Eigenvalues

General solution:

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 Engineering Mathematics 2 (SSB 10203)
Appendix
λ1t λ2 t
X =c 1 K 1 e +c 2 K 2 e

o Repeated Eigenvalues

General solution:

X =c 1 K 1 e
λ1 t
[
+c 2 K 1 t e
λ 1t
+ Pe
λ1t
] where ( A− λ I ) P=K

o Complex Eigenvalues

General solution:

X =c 1 [ B1 cos β t−B2 sin β t ] eα t + c 2 [ B 2 cos β t+ B1 sin β t ] e α t where

λ=α+ β i

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