M20_CROF5939_04_SE_C20.

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20 986 Block 1 Basic concepts of differential equations

expression that satisfies the differential equation. Note that a solution is an expres-
sion of the dependent variable in terms of the independent variable.
Example 1.6
d2y dy
Show that y = 5e2x is a solution of the equation 2
- = 2y.
dx dx
Solution
We are given an expression for y in terms of x, namely y = 5e2x. We need to substi-
dy
tute this into both sides of the given equation. To do this we need the derivatives
d2y dx
and 2 .
dx
dy d2y
Write expressions for and 2 .
dx dx

dy
= 10e2x
dx

d2y
= 20e2x
dx2

Now substitute these expressions into the left-hand side of the given equation
d2y dy
2
- :
dx dx

20e2x - 10e2x which equals 10e2x

Now substitute y = 5e2x into the right-hand side of the given equation, 2y:

2y = 10e2x

Note that both the left- and right-hand sides are the same and equal to 10e2x when
y = 5e2x. We conclude that y = 5e2x is a solution of the equation.

Example 1.7 dy
Show that y = ex is not a solution of = 2y.
dx
Solution
Differentiate the given expression and substitute into the left-hand side:
dy
= ex
dx
Substitute for y on the right-hand side:
2y = 2ex
So the left-hand side is ex and the right-hand side is 2ex. But ex is not the same as 2ex and
so the given expression does not satisfy the equation and is therefore not a solution.
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1.3 The solution of a differential equation 987 20

There are many different expressions that can satisfy a differential equation: that is,
there are many solutions. A solution from which all possible solutions can be found
is called the general solution.
dy
The general solution of the equation = y is y = Cex, where C is any constant.
dx
C is called an arbitrary constant. By choosing different values of C, different
solutions are obtained. Every solution of the equation can be obtained from this
general solution.

Conditions
To determine a particular value for the constant C we need to be given more informa-
tion in the form of a condition. For example, if we are told that at x = 0, y = 4 then
from y = Cex we have
4 = Ce0
= C
so that C = 4. Therefore y = 4ex is the solution of the differential equation that
additionally satisfies the condition y(0) = 4. This is called a particular solution.
When the solution of a differential equation is sought, and a condition is to be sat-
isfied at the leftmost point of the interval of interest, such a condition is called an
initial condition. The problem of solving a differential equation subject to an initial
condition is often referred to as an initial value problem.

Example 1.8
Show that x(t) = 2e3t is a solution of the initial value problem
dx
- 2x = 2e3t, x(0) = 2
dt
Solution
The solution requires us to do two things. Firstly we must check that x = 2e3t satis-
fies the differential equation, and secondly we must check that it satisfies the initial
condition: that is, x must equal 2 when t = 0.
Differentiate x(t) = 2e3t.

6e3t
dx
Substitute for and x in the left-hand side of the given equation.
dt
dx
- 2x = 6e3t - 2(2e3t )
dt

which simplifies to 2e3t, the same as the right-hand side. Thus x = 2e3t is a solution
of the differential equation.
We now check that the initial condition is satisfied. x(0) = 2e0 = 2 and so the
condition is indeed satisfied.
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20 988 Block 1 Basic concepts of differential equations

Exercises

1 Verify that y = 3 sin 2x is a solution of 5 The general solution of the equation

2
dy
+ 4y = 0 d2x dx
dx2 2
- 3 + 2x = 0
dt dt
2 Verify that 3ex, Axex, Axex + Bex, where A, B
are constants, all satisfy the differential equation is given by
dy2
dy x = Aet + Be2t
- 2 + y = 0
dx2 dx
Find the particular solution that satisfies
3 Verify that x = t2 + A ln t + B is a solution dx
x = 3 and = 5 when t = 0.
of dt
d2x dx 6 The general solution of
t 2
+ = 4t
dt dt
d2y dy
4 Verify that y = A cos x + B sin x satisfies the 2
- 2 + y = 0
dx dx
differential equation
d 2y is y = Axex + Bex. Find the particular solution
+ y = 0 dy
dx2 satisfying y(0) = 0, (0) = 1.
dx
Verify also that y = A cos x and y = B sin x
each individually satisfy the equation.

Solutions to exercises

5 x = et + 2e2t 6 y = xex

1.4 Solving a differential equation by direct integration

When a differential equation has a particularly simple form it is easy to solve it by

integration.
Suppose we have a first-order equation of the form
dy
= f (x)
dx
dy dy dy
Examples include = 3x4 and = 4 sin 2x + 3 cos 2x. That is, is equal to a
dx dx dx
function of x only. Then y is given by

y= 冮 f (x)dx
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1.4 Solving a differential equation by direct integration 989 20

Key point
冮 f (x) dx
dy
if = f (x) then y =
dx

Consider the following example.

Example 1.9
Obtain the general solution of the equation
dy
= cos x + sin x
dx
Solution
Here, the right-hand side is a function of x only.

y = 冮 cos x + sin x dx
= sin x - cos x + c
This is the general solution. Notice that it contains one arbitrary constant.

The same method can be applied to second-order equations of the form

d2y
= f (x)
d x2
Here again, the right-hand side is a function of x only.

Example 1.10
Obtain the general solution of the equation
d2y
= 5e2x
dx2

Solution
Integrating once gives

冮 5e
dy 2x
= dx
dx
dy 5e2x
= + A
dx 2
dy
where A is an arbitrary constant. This gives . We must integrate again to find y.
dx
5e2x
y = 冮 a
2
+ Ab dx

5e2x
= + Ax + B
4
where B is another arbitrary constant.
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20 990 Block 1 Basic concepts of differential equations

This is the general solution. Notice that it contains two arbitary constants. This is
because the differential equation is second order.

The technique described in this section is applicable only when the right-hand side is
a function of the independent variable only. If the dependent variable appears on the
right, such as in the equation

dy
= xy
dx

you will need to apply other techniques such as those described in Blocks 2 and 3.

Example 1.11 Dynamics – The vertical motion of a projectile

When a projectile such as a ball is travelling vertically under the action of gravity its
motion is described by the differential equation

d2y
= -g
dt 2

where g is a constant called the acceleration due to gravity. The dependent variable
y is the vertical displacement of the projectile, and the independent variable is time t.
This equation is a statement of Newton’s second law of motion. Solving the equation
gives y in terms of t, that is the displacement as a function of time.
(a) Integrate the differential equation twice, to obtain the general solution for y.
dy
(b) Apply the following initial conditions: y = 0 at t = 0, = v0 at t = 0, in
order to obtain a particular solution. dt

Solution
(a) Integrate once:

dy
= -gt + A
dt

Integrate again:

gt2
y = - + At + B
2
This is the general solution.
(b) Apply the condition y = 0 when t = 0 to obtain a value for B.

B = 0

gt2 dy
So y = - + At. If this is differentiated, = -gt + A, which is a result
2 dt