SRI RAMAKRISHNA INSTITUTE OF TECHNOLOGY

(AN AUTONOMOUS INSTITUTION)

COIMBATORE -10

UICM002 – ENGINEERING MATHEMATICS II

Ordinary Differential Equations

History of differential equations

In mathematics, history of differential equations traces the development of

"differential equations" from calculus, itself independently invented by English physicist
Isaac Newton and German mathematician Gottfried Leibniz.
SUMMARY

(1675-1775) DATE PROBLEM DESCRIPTION MATHEMATICIAN

1690 Problem of the Finding a curve James Bernoulli
Isochrone along which a body
will fall with
uniform vertical
velocity
1694 Quadrature of the Process of finding a G.W. Leibniz
Hyperbola square equal to the
area under the curve
on a given interval
1696 Brachistochrone Finding the equation John Bernoulli
Problem of the path down
which a particle will
fall from one point
to another in the
shortest time
1698 Problem of Finding a curve John Bernoulli
Orthogonal which cuts all the
Trajectories curves of a family of
curves at right
angles
1701 Isoperimetric A problem in which Daniel Bernoulli
Problem it is required to
make one integral a
maximum or
minimum while
keeping constant the
integral of a second
given function
1728 Problem of Finding an Leonhard Euler
Reducing 2nd Order integrating factor
Equations to 1st
Order
1734 Problem of Singular Finding an equation Alexis Clairaut
Solutions of an envelope of the
family of curves
represented by the
general solution
1743 Problem of Concept of the Joseph Lagrange
determining adjoint of a
integrating factor differential equation
for the general
linear equation
1762 Problem of Linear Conditions under Jean d’Alembert
Equation with which the order of a
Constant linear differential
Coefficients equation could be
lowered
 Differential Equations are very important in engineering mathematics. A
differential equations is a mathematical equation for an unknown function of one or
several variables that relates the values of the function itself and of its derivatives of
various orders. It provides the medium for the interaction between Mathematics and
various branches of science and engineering. Most common differential equations are
radioactive decay, chemical reactions, Newton’s law of cooling, series RL, RC and RLC
circuits, simple harmonic motion etc.

Differential Equations

An equation which involves its derivative in it is called differential equations. There are
two types they are ordinary differential equations and partial differential equations.

Ordinary Differential Equations

Differential equations which involves only one independent variable are called ordinary
differential equations.

Partial Differential Equations

Differential equations which involves more than one independent variables are called
partial differential equations.

Order of differential equation

The order of the highest differential coefficient that occurs in a differential equation ia
called order of the differential equations.

Degrees of differential equation

The degree of an equation is the power of the highest differential coefficient which
occurs in it after the equation has been made rational and integer.

Example:

For the above equation the order is 3 and degree is 2.

Solution of differential equation

The general solution of a differential equation is the sum of Complementary function

and Particular integral.

Note: in this chapter we use D for

Complementary Function

To find the complementary function

Step 1. Replace in the given differential equation so we get

auxiliary equation.

Step 2. Solve the auxiliary to get the roots of m.

Case i. if ‘m’ is real and equal then

Case ii. If ‘m’ is real and distinct ie then

Case iii. If ‘m’ is complex then then

Problems

1. Find the complementary function of

Solution:
The auxiliary equation is

the roots are real and distinct

2. Find the complementary function of

Solution:
The auxiliary equation is

the roots are complex

3. Solve

Solution:
Given equation is
The auxiliary equation is

the roots are complex

4. Solve
Solution:
The auxiliary equation is

the roots are complex

5. Solve
Solution:
The auxiliary equation is
 the roots are complex

6. Solve
Solution:
The auxiliary equation is
1 1 0 0 -1
0 1 1 1
1 1 1 0
and

the roots are complex

7. Solve given
Solution:
The auxiliary equation is

The complementary function is

Applying the initial conditions,

 Substituting A & B in y,
is the solution.

To find the particular integral

When the differential equation is non homogeneous the solution is the sum of
complementary function and particular integral.

where X is an function of x.

Case i. When

And so on.

Problems

1. Solve
Solution:
The auxiliary equation is

1 1 0 0 -1
0 1 1 1
1 1 1 0

and
 the roots are complex

2. Solve
Solution:
The auxiliary equation is

The roots are real and distinct

3.
Solution:
The given equation is
 The auxiliary equation is

The roots are complex

4. Solve
Solution:
The auxiliary equation is

The roots are complex

5. Solve
Solution:
The auxiliary equation is

The roots are complex

Note:

Case ii. When

And so on.

Problems

1. Solve
Solution:
 The auxiliary equation is

The roots are complex

2. Solve
Solution:
The auxiliary equation is

The roots are complex

3. Solve
Solution:
The auxiliary equation is

The roots are complex

4. Solve
Solution:
The auxiliary equation is

The roots are real and distinct

Case iii. When

Convert

The using any one of the formula below we can solve the ODE

1.
2.
3.
4.

Note:

1. Solve
Solution:
The auxiliary equation is

The roots are complex

2. Solve
Solution:
The auxiliary equation is

The roots are real and distinct

3.

Solution:
The Auxiliary Equation is
Solving this quadratic equation,
The Complementary function is

The Particular Integral is

Case iv. When

Then proceed with case ii or case iii

1.
Solution:
The given equation is
The Auxiliary Equation is
 Solving this quadratic equation,
The Complementary function is

The Particular Integral is

2. Solve the equation

Solution:
The auxiliary equation is –

The complementary function is

3. Solve
Solution:
The Auxiliary Equation is
Solving this quadratic equation,
The Complementary function is
Case v. When
1. Solve
Solution:
The Auxiliary Equation is

The roots are complex

 Complete solution is

1. Solve
Solution:
The Auxiliary Equation is
Solving this quadratic equation,
The Complementary function is
METHOD OF VARIATION OF PARAMETERS
This method is useful in finding the general solution of the second order equation

If we know the solution of equation

(i,e) if we know the complementary Function of (1)

Let
Then
Where

Substituting (4) and (5) in (3) we get the particular integral

Hence the complete solution is

Example 1: Solve using method of variation of parameters.

Solution:
Auxilary equation is

Where
The complete solution is

2.Solve

Solution:
Auxilary equation is
The complete solution is

3.Solve

Solution:
Auxilary equation is
The complete solution is

4.Solve by the method of variation of parameter

Solution:
Auxilary equation

Where
Complete solution is

5.Solve

Solution:
Auxilary equation is
Complete Solution

6.Solve .

Solution:
Auxilary equation is

Where

Where
Complete solution is

LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS

EULER-CAUCHY EQUATION:
An equation of the form
Where are costants and f(x) is a function of x is called a linear
differentiable equation with variable coefficients
Equation (1) can be reduced to linear differential equation with constant coefficient by
putting the substitution

And so on. Substituting (2),(3),(4) in (1) we get a differential equation with constant
coefficients and can be solved by any one of the known methods

Example 1: Solve

Solution:

Put

Auxilary equation is
The complete solution is

2.Solve

Solution:

Put

Auxilary equation is
The complete solution is

3.Solve
Solution:

Put

Auxilary equation is
The complete solution is

4. Solve
Solution:

Put

Substituting (2) in (1),we get

Auxilary equation is
5.Solve
Solution:

Put

Substituting (2) in (1),we get

Auxilary equation is
6.Solve

Solution:

Put

Substituting (2) in (1),we get

Auxilary equation is
 .z

Complete solution is

7.Solve

Solution:
Put

Substituting (2) in (1),we get

Auxilary equation is

Now
Complete solution is

LEGENDRE’S LINEAR DIFFERENTIAL EQUATION

The differential equation is
called Legendre’s linear differential equation of order n with variable coefficients where
are constants and f(x) is a function of x.
Problem
1. Solve the Legender’s linear equation

Solution:

So the Legender’s equation becomes

The Auxiliary Equation is

The complementary equation is

SIMULTANEOUS DIFFERENTIAL EQUATIONS:
An equation with derivatives involving one independent variable and two dependent
variable is called Simultaneous differential equtions:
1.Solve the simultaneous equation

Solution:
Given equation can be written as

Solving equation 1&2,we get

Auxilary equation
Complementary function is given by

Particular integral

From equation (2)

2.Solve

Solution:
Given equation can be written as
(1)*2
(2)*D
Adding equation (3) and (4), we get

Now

Auxiliary equation

APPLICATIONS OF DIFFERENTIAL EQUATIONS:

The world around us is governed by differential equation .So any
scientific computing will generally rely on a differential equation and its numerical
solution in particular electrical circuits in electrical engineering, software development
in computer science engineering and various areas of Aero space Engineering, bio
engineering, Chemical engineering, Industrial engineering, Mechanical and civil
Engineering. In general, modelling variations of a physical quantity, such as
temperature, pressure, displacement, velocity, stress, strain, or concentration of a
pollutant, with the change of time t or location, such as the coordinates (x, y, z), or both
would require differential equations. Similarly, studying the variation of a physical
quantity on other physical quantities would lead to differential equations. For example,
the change of strain on stress for some viscoelastic materials follows a differential
equation. It is important for engineers to be able to model physical problems using
mathematical equations, and then solve these equations so that the behaviour of the
systems concerned can be studied. In this section, a few examples are presented to
illustrate how practical problems are modelled mathematically and how differential
equations arise in them.
MODELLING WITH DIFFERENTIAL EQUATIONS:

1. The differential equation of simple pendulum is .Where

and F are constants. If at .determine the motion when

Solution:
The differential equation is

Auxilary equation is

Complete solution of (1) is

At

And
Hence, the equation of motion is

2. A body weighing 20 kgs hung from a spring.A pull of 40 kg weight will stretch the
spring to 10 cm.The body is pulled down to 20 cm below the static equilibrium
position and then released.Find the displacement of the body from its
equilibrium position at time t seconds,the maximum velocity and the perion of
oscillation
Solution:
Since a pull of weight stretches the spring to 10 cm (i,e)0.1 m

Weight of the body,

The equation of motion is

Where

…………..(1)
The auxiliary equation is

Hence the general solution of eqn (1) is

At

i) Hence,displacement of the body from its equilibrium position at time t is

given by

ii) Amplitude=20 cm=0.2 cm

Maximum velocity=

iii) Period of oscillation=

3. Determine whether resonance occur in a system consisting of a weight
attached to a spring with constant and an exernal force of
and no damping force present.Initially

Solution:

The equation of motion is

Hence the solution of eqn(1) is

Initially,at

And

Hence

Also
Frequency of the external force

Neutral Frequency

Since both the frequencies are same, resonance occur in the system
4. Determine the transient and steady state solutions of a mechanical system with
weight, stiffness constant.damping force of 1.5 times the
instantaneous velocity,external force of and initial conditions

Solution:

Damping force
The equation of motion is

The auxiliary equation is

Which gives the transient solution

Which gives the steady state solution

Hence the solution of eqution of(1) is

Initially

And

Hence the transient solution is

And the steady state solution is

5. A tight horizontal strut AB is freely pinned at A and B.Its under the action of
equal and opposite compressive forces P at its ends and It carries a load W at its
centre.Then for

=0 also at . Prove that

where .

Solution:
The equation of action of forces is

Where

Auxilary equation
Hence the general solution of eqn (1) i

At

At

Where

6. A circuit consists of an inductance of 2 henries,a resistance of 4 ohms, and a

capacitance of 0.05 farad.
If i)find q(t) and i(t).When there is a constant emf of 100 volts.ii)Find
steady-state solutions.
Solution:
The differential equation of RLC circuit

Auxiliary equation is

The general solution is

At
Differentiating equation (1) wr to t

At

Hence

ii) The steady state solution is obtained by putting