Lecture 1: Differential Equations (D.

E’s)
* Intruduction:
Definition: A differential equation is an equation that contains one or
several derivatives of an unknown function y (x) or f (x ) with one or more
independent variables.
The D.E’s can be classified as follows
1- Type:
a) Ordinary D.E’s (ODE’s): if the unknown function with one
independent variable, such as y  f (x) here y is dependent and x is
independent, because x can take any value within its domain and the
value of y depends on x by its value, i.e. give me a value of x to get a
value of y . Therefore, to find the derivative in this case we write
dy
 f (x) , that is we differentiate the dependent with respect to
dx

independent.
b) Partial D.E’s (PDE’s): if the unknown function with two or more
independent variable, such as z  f ( x, y ) here x and y are independent
and z is dependent. Therefore, to find the derivative we find it with
z z
respect to x or y , i.e. or .
x y

2- Order: It is the highest derivative occurs in the D.E.

3- Degree: It is the power of the highest derivative appears in the D.E.
4- Linear and nonlinear: A D.E. is linear in y if we can write it in the form

dny d n 1 y d2y dy
p n ( x) n
 p n 1 ( x ) n 1
   p 2 ( x ) 2
 p1 ( x)  p0 ( x) y  R( x).
dx dx dx dx
- in front of y (the dependent) and its derivatives, pure functions of x (the
independent) only.
- y and its derivatives are all to the first power.
Ex: Classify the following D.E’s
1- e x y   y   x 3 y   y  sin( x 2 ) . 3 rd order, 1st degree and linear.
2- xy   yy   y  3 . 2 nd order, 1st degree and nonlinear.
3- xy   x 2 y   y  y . 2 nd order, 1st degree and linear.

4- ( y) 2  x 2 ( y) 4  y  x . 3 rd order, 2 nd degree and nonlinear.

First Order ODE’s:
These equations are of the form F ( x, y, y )  0 or often in the form
y   f ( x, y ) ……………… (1)
A solution of an ODE is a relation between the dependent and independent
variables, that is a function y  h(x) that satisfies the given D.E. identically,
for example the solution for equation (1) is
h( x)  f ( x, h( x)) .

There are two types of solution of an n th order OD.E. one of them is called
the general solution (g.s.) which is an expression for the dependent variable
in terms of the independent one and satisfies the relation that includes all
possible solutions and includes n arbitrary constants. For example, the g.s. of
(1) is of the form y  h( x)  c , i.e. contains one arbitrary constant c because it
is of order one. The other solution is called the particular solution (p.s.)
which is a solution obtained from the general solution by assigning specific
values to the arbitrary constants using what are called initial values or initial
conditions associated with the given D.E. For example, to find the p.s. of (1)
we need only one initial condition in the form y ( x0 )  y 0 to find a specific
value of c, i.e the D.E. of the form
y   f ( x, y ) , y ( x 0 )  y 0 is called initial value problem ( I.V.P.).
Prof. Jafar Al-Omari
 Lecture 2: Differential Equations (D.E’s)
* Types of First order D.E’s:
There are different types of first order D.E’s we will study some of them in
this course.
1- Separable D.E’s :
If the right hand side (R.H.S.) of equation (1) i.e. y   f ( x, y ) can be written
as a product of two continues functions one with respect to x ( g (x) ) and the
other with respect to y (h( y )) , that is can be written in the form
f ( x, y )  g ( x)h( y ) . In this case the given D.E. becomes y   g ( x)h( y ) we call
this equation separable D.E. To solve this type of D.E’s we do the following
dy 1
 g ( x)h( y )  dy  g ( x)h( y )dx  dy  g ( x)dx .
dx h( y )

Note that there is only function of x with dx and only function of y with dy .
Therefore, to find the solution we must integrate both sides of the last
equation, i.e.
1 1
dy  g ( x)dx   dy   g ( x)dx .
h( y ) h( y )

Where we will have a relation between the dependent and independent

variables.
y
Ex 1: Solve the following D.E. y   .
x

Solution: Note that when I asked you to solve a D.E. this means that I am
asking you to find the general solution. To solve the given D.E. we do the
same procedures we have done above.
dy y y 1 1 1 1
  dy  dx  dy  dx   dy   dx  ln y  ln x  c
dx x x y x y x

 y y
 ln y  ln x  c  ln   c   e c  c  y  cx .
x x

This is the g.s., which represent lines.

 1 y2
Ex 2: Solve the I.V.P. y   , y(1)  0 .
1 x2

Solution: Note that I am asking you in this example to solve the I.V.P. which
means you have to find the particular solution.
dy 1  y 2 1 y2 1 1 1 1
  dy  dx  dy  dx   dy   dx
dx 1 x2 1 x2 1 y 2
1 x2 1 y 2
1 x2
 tan 1 y  sin 1 x  c ,

this is the g.s. but we have to apply the given initial condition on the g.s. to
get a specific value of c in order to have the p.s. that is, we substitute in the
g.s. instead of x by 1 instead of y by 0, i.e.
 
tan 1 0  sin 1 1  c  0  cc   .
2 2

  
Therefore, the p.s. is  tan 1 y  sin 1 x   y  tan  sin 1 x   .
2  2

x2 y  y  x2 1
Ex 3: Solve the I.V.P. y   , y (0)  1 .
x2 1

Solution:
dy x 2 y  y  x 2  1 dy y ( x 2  1)  x 2  1 dy x 2  1 y  1 dy
       y 1
dx x 1
2
dx x 1
2
dx x 1
2
dx
1
 dy  dx  ln( y  1)  x  c  y  1  e x c  e x e c  ce x  y  ce x  1 , g.s.
y 1

Now, apply the initial condition on the g.s. we have 1  ce 0  1  2  c . Thus

the p.s. is y  2e x  1 . Note that I would ask you in this example to find y (2)
which equals y  2e 2  1 .
Exercises: Solve the following D.E’s
1- y   ( x  1)e  x y 2 2- y   sec2 y 3- y   e 2 x1 y 2 4- y  sin(2x)  y cos(2x)
5- ( xy  x)dx  ( x 2 y  x 2 )dy  0 6- (1  x 2 ) y   (1  x) y, y(0)  1 7- y e x  y  e 2 x
xy  3x  y  3
8- y   , y (1)  1 9- y ( y ) 3  x  1
xy  2 x  4 y  8

Prof. Jafar Al-Omari

 Lecture 3: Differential Equations (D.E’s)
2- Reduction to Separable Form (Homogeneous D.E’s) :

If the R.H.S. of y   f ( x, y ) can be expressed as a function of the ratio y

x

in the form f ( x, y )  g   . In this case the given D.E. becomes y   g   .

y y
x x
Then to solve this type of D.E’s we let u  y  y  ux  y   u  xu  , thus we
x

substitute these equations into the given D.E. which will reduce it to
separable D.E. as follows
 y du 1 dx 1
y   g    u  xu   g (u )  xu   g (u )  u  x  g (u )  u  
x dx x du g (u )  u

1 1
 dx  du .
x g (u )  u

The last D.E. is separable between x and u which can be solved as we have
discussed in type (1).
Definition: A function f ( x, y ) is called homogeneous of degree n if it can be
written in the form
f (tx, ty)  t n f ( x, y ), t  0 .

Ex: Determine whether the following functions are homog. or not

1- f ( x, y)  x 3  xy 2  y 3 we could use the above definition to decide the
homogeneity of the given function,
 
f (tx, ty)  t 3 x 3  t 3 xy 2  t 3 y 3  t 3 x 3  xy 2  y 3  t 3 f ( x, y ) .

Note that there is a common factor t 3 in all terms and the remaining part is
the original function. Therefore, it is homog. of degree 3.
2- f ( x, y)  x 2  y 2  4  f (tx, ty)  t 2 x 2  t 2 y 2  4 . Note that there is no
common factor in all terms in terms of t, thus it is nonhomog.
3- f ( x, y )  3x  y  f (tx, ty)  3tx  ty  t (3x  y )  3x  y  f ( x, y ) . Homog. of
x y tx  ty t ( x  y) x y
degree zero.
* Any D.E. of the form M ( x, y)dx  N ( x, y)dy  0 is called homog. if M ( x, y )
and N ( x, y ) are two homog. functions of the same degree, and its solution
y
can be found by letting u .
x

Ex 1: Solve the following D.E. 2 xyy   y 2  x 2 .

Solution: From now on to solve any first order D.E. we have to decide its
type. As you notice the given D.E. is not separable, but it is homog. or
reduction to separable form. Thus to find the solution we let
y
u  y  ux  y   u  xu  and then we substitute these equations into the
x

given D.E. as follows

dy y 2  x 2 u2 x2  x2 u 2 1 u 2 1
  u  xu    u  xu    xu   u
dx 2 xy 2ux 2 2u 2u
du u 2  1  2u 2  u 2  1  1  dx 2u 1 2u
x       dx  du
 x  du  (u  1)  (u 2  1)
2
dx 2u 2u x

1 2u
 dx    2 du  ln x   ln(u 2  1)  c  ln x  ln(u 2  1)  c
x u 1

 y2   y2 
 ln( x(u 2  1)  c  x(u 2  1)  e c  c  x ( 2 )  1  c    x   c
 x   x 

y2
  c  x  y 2  cx  x 2 . The g.s.
x

 y
y  2 x sin 2  
Ex 2: Solve y    x   y  2 sin 2  y  .
 
x x x

Solution: Note that this D.E. is homog. Therefore,

y du
u  y  ux  y   u  xu   u  xu   u  2 sin 2 u  x  2 sin 2 u
x dx
  1  dx 1 1 1 1 1
    dx  du   dx   csc2 udu
 x  du 2 sin u
2 2
x 2 sin u x 2
1 1  y
 ln x  cot u  c  ln x  cot   c .
2 2 x

Exercises: Solve the following D.E’s

y
y
1- xy   x  y 2- y   ex 3- ( x 2  3xy  y 2 )dx  x 2 dy  0
x

x 2  xy  y 2 y  4x
4- xy   y  x 2  y 2 , x  0 5- y   , y (1)  1 6- y  
x2 x y

Prof. Jafar Al-Omari

 Lecture 4: Differential Equations (D.E’s)
3- Transform to Separable Form :
If the R.H.S. of y   f ( x, y ) can be written as a function of ax  by ,

where a and b are constants, that is f ( x, y )  g (ax  by) . In this case the given
D.E. becomes y   g (ax  by) . Then the substitution
1
z  ax  by  z   a  by   y   ( z   a ) , will transform it to separable one as
b
follows
1 dz
y   g (ax  by)  ( z   a )  g ( z )  z   a  bg ( z )  z   bg ( z )  a   bg ( z )  a
b dx
1
 dz  dx .
bg ( z )  a

Note that the last D.E. is separable between x and z .

Ex 1: Solve the I.V.P. ( x  y )dx  dy  0 or y   ( x  y ), y (0)  3 .

Solution: As you notice the given D.E. is not separable and nonhomog..
Thus to find the solution we let z  x  y  z   1  y   y   z   1
and then we substitute these equations into the given D.E. we have
dz 1
y   ( x  y )  z   1   z  z    z  1   1 z  dz  dx
dx 1 z
1
 dz   dx   ln(1  z )  x  c  ln(1  z )   x  c  1  z  e  x  c  ce  x
1 z

 z  1  ce  x  x  y  1  ce  x  y  1  x  ce  x . This is the g.s. we apply the

initial condition on the g.s. to get a specific value of c,
3  1  0  c  c  2  y  1  x  2e  x
. This is the p.s. May be I would ask
you to find find y (1) which equals y(1)  2e 1 .
Ex 2: Solve y   sin( x  y ) .
Solution: This D.E. is not separable and nonhomog. but it is transform to
separable form. So let z  x  y  z  1  y  y  1  z . Thus
 dz 1
y   sin( x  y )  1  z   sin z  z   1  sin z   1  sin z  dz  dx
dx 1  sin z
1 1  sin z 1  sin z
 dz   dx   dz  x  c   dz  x  c
1  sin z (1  sin z )(1  sin z ) 1  sin 2 z

1  sin z 1 sin z
 2
dz  x  c   2
dz   dz  x  c   sec2 zdz   sec z tan zdz  x  c
cos z cos z cos2 z
 tan z  sec z  x  c  tan( x  y )  sec(x  y )  x  c .

Exercises: Solve the following D.E’s

1- y   ( x  y  2) 2 , y(0)  2 2- y   ( x  y) 2  1 3- y   ( y  4 x ) 2
4- Exact D.E’s :
Any D.E. of the form M ( x, y)dx  N ( x, y)dy  0 is called exact if
M N
 and the solution of the exact D.E’s can be found by doing
y x

the following steps:

1- Find F ( x, y)   M ( x, y)dx  g ( y) , or F ( x, y)   N ( x, y)dy  g ( x) .

F F
2- Find  N ( x, y ) or  M ( x, y ) .
y x

3- Then find g ( y ) or g (x) . 4- The g.s. is F ( x, y )  c .

Ex 1: Solve ( x  2 y)dx  (2 x  y 2 )dy  0 .
Solution: This equation is not separable, nonhomog. and not transform
to separable form, therefore we have to check if it is exact or not. Note that
M N 1
2 and  2 . Then F ( x, y )   ( x  2 y )dx  g ( y )  x 2  2 xy  g ( y ) ,
y x 2

F 1 3
Now find  2 x  g ( y )  N ( x, y )  2 x  y 2  g ( y )   y 2  g ( y )  y . Thus
y 3
1 2 1
the g.s. is x  2 xy  y 3  c  3 x 2  12xy  2 y 3  c
2 3

Prof. Jafar Al-Omari

 Lecture 5: Differential Equations (D.E’s)

Ex 2: Solve the I.V.P. cos(x  y )dx  (2 y  3 y 2  cos(x  y ))dy  0, y   0 .
2

Solution: This equation is not separable, nonhomog. and not transform

to separable form, therefore we have to check if it is exact or not. Note that
M N
  sin( x  y ) and   sin( x  y ) . So it is exact, therefore let
y x

F ( x, y)   cos(x  y)dx  g ( y)  sin( x  y)  g ( y) , Now find

F
 cos(x  y )  g ( y )  N ( x, y )  2 y  3 y 2  cos(x  y )  g ( y )  2 y  3 y 2 
y

g ( y)  y 2  y 3 . Thus the g.s. is sin( x  y)  y 2  y 3  c . Now we substitute the

Initial condition into the g.s. to get the value of c we will have
 
sin  0   0  0  c  c  1 . Thus the p.s. is sin( x  y)  y 2  y 3  1 .
2 

Ex 3: Solve ye xy  2 y 3 dx  xe xy  6 xy 2  2 y dy  0 .

Solution: Note that
M N
 xyexy  e xy  6 y 2 and  xye xy  e xy  6 y 2 . So it is exact, therefore let
y y

 
F ( x, y)   xe xy  6 xy 2  2 y dy  g ( x)  e xy  2 xy 3  y 2  g ( x) , Now find

F
 ye xy  2 y 3  g ( x)  M ( x, y )  ye xy  2 y 3  g ( x)  0  g ( x)  c1 .
x

Thus the g.s. is e xy  2 xy 3  y 2  c1  c  e xy  2 xy 3  y 2  c .

Exercises: Solve the following D.E’s
1- cos y sinh x  1dx  sin y cosh xdy  0, y(1)  2 .
2- cos x cos y  cot xdx  sin x sin ydy  0 .
3- (2 x  y cos(xy))dx  x cos(xy)dy  0 .
 4- 1  y 2  xy 2 dx  x 2 y  y  2 xydy  0 .
5- 2 xy  tan y dx  x 2  x sec2 y dy  0
Remark: If M ( x, y )dx  N ( x, y )dy  0 is both homogeneous and exact, then
the g.s. will be of the form xM ( x, y )  yN ( x, y )  c .
Ex : Solve 2x  3 y dx  4 y  3xdy  0 .
Solution: This equation is homogeneous and exact, therefore it can be
solved using either by any one of these methods. But the g.s. can be found
using the above remark as follows
2 x 2  3xy  4 y 2  3xy  c  2 x 2  6 xy  4 y 2  c .

4- Not Exact D.E’s. ( Integrating Factors)

P Q
We say that the D.E. P( x, y )dx  Q( x, y )dy  0 is not exact if  . Then
y x
to solve this type of equations we have to find first something called the
integrating factor denoted by  (Mu) and then multiply it by the given D.E.
which convert it to exact D.E. Thus our problem now is how to find  .
* How to find the integrating Factors (  ):
There are different methods to find  some of these methods are
1  P Q 
1- If     f ( x) ( a function of x only), then the integrating factor
Q  y x 

  e or   exp f ( x)dx.
f ( x ) dx

1  P Q 
2- If     f ( y) ( a function of y only), then the integrating factor
P  y x 

 e 
 f ( y ) dy

or   exp   f ( y)dy . 
Prof. Jafar Al-Omari
 Lecture 6: Differential Equations (D.E’s)
4- Not Exact D.E’s. ( Integrating Factors)
P Q
We say that the D.E. P( x, y )dx  Q( x, y )dy  0 is not exact if  . Then
y x
to solve this type of equations we have to find first something called the
integrating factor denoted by  (Mu) and then multiply it by the given D.E.
which convert it to exact D.E. Thus our problem now is how to find  .
* How to find the integrating Factors (  ):
There are different methods to find  some of these methods are
1  P Q 
1- If     f ( x) ( a function of x only), then the integrating factor
Q  y x 

  e or   exp f ( x)dx.
f ( x ) dx

1  P Q 
2- If     f ( y) ( a function of y only), then the integrating factor
P  y x 

 e 
 f ( y ) dy

or   exp   f ( y)dy . 
Ex 1: Solve (2 x 2  y)dx  ( x 2 y  x)dy  0 .
Solution: This equation is not separable, nonhomog. and not transform
to separable form, therefore we have to check if it is exact or not. Note that
P Q
1 and  2 xy  1 . So it is not exact, therefore we have to find the
y x

integrating factor  by one of the ways above, as follows

P Q
  1  2 xy  1  2  2 xy . Now we can divide this value on Q or P to get
y x

either a function with respect to x or with respect to y , respectively.

1  P Q 
    2
1
2  2 xy  2(1  xy)   2 . Note that we have a function
Q  y x  ( x y  x) x( xy  1) x
of x only, thus we can apply method (1) above. Therefore,
2 1

  e  x dx
dx 2 2
x
e  e 2 ln x  e ln x
Thus to continue the solution we  x 2 .
multiply this  by the given D.E. which must become exact, as follows
(2  yx 2 )dx  ( y  x 1 )dy  0 , in this case

M
 x 2 and N  x 2 . So it becomes exact, therefore let
y x

 2  yx dx  g ( y)  2 x  x  g ( y) Now find

2 y
F ( x, y ) 

F  1 1 1
  g ( y )  N ( x, y )  y   g ( y )  y  g ( y )  y 2
y x x 2

Thus the g.s. is 2 x  y  1 y 2  c  4 x 2  2 y  xy 2  2cx  cx .

x 2

Ex 2: Solve 3x 2 y 4  2 xydx  2 x 3 y 3  x 2 dy  0 .

P Q
Solution: Note that  12x 2 y 3  2 x and  6 x 2 y 3  2 x . So it is not
y x

P Q
exact, therefore, we find first   12x 2 y 3  2 x  6 x 2 y 3  2 x  6 x 2 y 3  4 x ,
y x

1  P Q  2(3x 2 y 3  2 x) 2
now,    
1
P  y x  (3x 2 y 4  2 xy)
6 x 2 3
y  4 x    ,(  a function
y (3x 2 y 3  2 x) y

of y only). Therefore, the integrating factor is

2 1
  y dy 2  y dy
 e e  y 2 . Multiply it by the given D.E. we have
3x 2
 
y 2  2 xy 1 dx  2 x 3 y  x 2 y 2 dy  0 
M N
 6 x 2 y  2 xy  2 and  6 x 2 y  2 xy  2 . So it is exact, and continue the
y y
solution the same procedures we have done before.
Ex3: Solve the I.V.P. xy  y 2 dx  x  2 y  1dy  0, y(0)  1
P Q
Solution:  x  2y and  1 . So it is not exact, therefore, we find
y x
 P Q
  x  2 y  1 , now,
y x
1  P Q 
   
1
x  2 y  1  1  f ( x) , ( a function of x only).
Q  y x  ( x  2 y  1)
Therefore, the integrating factor is

  e
dx
 e x . Continue the solution.

Exercises: Solve the following D.E’s

1- cosh y sin x  1dx  sinh y cos xdy  0 . 2- 2 sin( y 2 )dx  xy cos(y 2 )dy  0 .

3- dy   2 y  
2y
 3 dx  0 . 4- ( x  2) sin ydx  x cos ydy  0
 x 

Prof. Jafar Al-Omari

 Lecture 7: Differential Equations (D.E’s)
6- Linear D.E’s.
The general form of this type of equations is y   P( x) y  Q( x) , note that the
coefficient of y  must be one and the coefficient of y is a function of x
only. To solve this type of equations we have to write it in the form
dy  P( x) y  Q( x)dx  0 and then solve it as a not exact D.E. Then,

M N
M ( x, y )  P( x) y  Q( x) , N ( x, y )  1 , thus  P (x) , 0 so it is not
y x

M N
exact, therefore, we have to find  as follows   P(x) , thus
y x

 M N  P ( x)
yields to   e 
1
 
P ( x ) dx
  P ( x) , this . By continuing the
N  y x  1

solution we find that the general solution of linear D.E. is of the form
1
y (  Q( x)dx  c)


1 2y
Ex 1: Solve y   2  x cos x, x  0 .
x x

Solution: This equation is linear , but we have to write it in its general

2y 2
form as y    x 2 cos x , note that P( x)  we need now to find the
x x
2
integrating factor   e  x
dx 2
 e 2 ln x  e ln x  x 2 . We apply now the rule of the
general solution above, to get

x 2 cos xdx  c  x 2  cos xdx  c  x 2 sin x  c   x 2 sin x  cx 2

1
x
2
y .
x 2

Ex 2: Solve x 2 y   2 xy  x  1  0, y(1)  0 .
2 x 1 2 
2
dx
Solution: y   y  2 , P ( x )  , then   e x  e 2 ln x  e ln x  x 2 .
2

x x x
Therefore, the g.s. is
1 x 1 1  1 1
y x dx  c  x  2  ( x  1) dx  c  x  2  x 2  x  c     cx  2 .
2

x2 2  2 x
2
x

1 1 1 1 1
Now to find the p.s. 0   1  c  c  . Thus, the p.s. is y    x  2 .
2 2 2 x 2

Ex3: Solve y   1  3 y tan x

Solution: y   3 y tan x  1 , P( x)  3 tan x , then

  e
3 tan xdx
 e 3 ln cos x  e ln cos  cos3 x
3
x

Therefore, the g.s. is

y  cos3 x  cos3 xdx  c  cos3 x  cos2 x cos xdx  c  cos3 x  (1  sin 2 x) cos xdx  c

 1 
 cos3 x  (cos x  sin 2 x cos x) dx  c  cos3 x sin x  sin 3 x  c  .
 3 

Exercises: Solve the following D.E’s

1- cos2 ( x) y   y  tan x . 2- xy   2 xy  2 y  xe2 x
y
3- sin( x) y   2 cos(x) y  sin( x) y  e  x cos x 4- y   2 xy  2 x 2 e  x  .
2

7- Bernoulli’s D.E’s. ( Nonlinear)

The general form of this type of equations is y   P( x) y  Q( x) y n , note that the
coefficient of y  must be one and the coefficient of y is a function of x only.
To solve this equation we convert it to linear, as follows
Let u  y1n , then substitute it into the given D.E. we get
u   (1  n) P( x)u  (1  n)Q( x) . Note that this equation is linear between u and
x . Therefore,   e 
(1 n ) P ( x ) dx
for this linear equation we continue the solution
to have a general solution between u and x , so we must substitute in the
general solution instead of u by u  y1n .
 1 2
x
Ex 1: Solve y   xy  4e 4
y.

1
Solution: This equation is nonlinear (Bernoulli’s equation), note that n 
2
1
so we let u  y1n  y 2 and then after some steps we have a linear D.E.
1 1 2 1

between u and x in the form u   xu  2e 4 . Thus   e  2  e 4 . Then

1 x2 xdx x

2
1 1 1 1 1 1
x2 x2 x2 x2 x2 x2
the g.s. is u  e 4 (  2e 4 e 4 dx  c)  e 4 ( 2dx  c)  2 xe 4  ce 4 . Therefore
2
1 2
x
1 2
x  1 2
x
1 2
x 
y  2 xe 4
 ce 4 
 y   2 xe 4
 ce 4  .

 

5 2 3 5 3
Ex 2: Solve x 2 y   5 x 2 y  x y  y  5 y  y .
2 2

Solution: This equation is nonlinear (Bernoulli’s equation), note that

n  3 so we let u  y 1n  y 2 and then after some steps we have a linear D.E.
between u and x in the form u  10u  5 . Thus   e 
10 dx
 e10 x . Then

the g.s. is u  e 10 x  5e 10 x

 1  1
dx  c  e 10 x  e10 x  c    ce 10 x .
2  2
Therefore,

1 1  2ce 10 x 2
y 2   ce 10 x   y2 
2 2 1  2ce 10 x

 1 1  3 3
Exercises: 1- Solve y    y  y .
 2 2x  x

2- When we solve the nonlinear (Bernoulli) D.E. xy   y  x 3 y 2 , we convert

it to L.D.E., then find the integrating factor (  ) of the resulting Linear D.E.
3- When we solve the Bernoulli D.E. xy   x 2 y  x 3 y 2 , we convert it to
L.D.E., by the substitution u  y1n , then find the resulting Linear D.E.

Prof. Jafar Al-Omari

 Lecture 8: Differential Equations
* Higher Order L.D.E.’s:
They are of the form

pn ( x) y (n)  pn1 ( x) y (n1)    p2 ( x) y  p1 ( x) y  p0 ( x) y  R( x)......... .........(1)

Equ. (1) is classified as: n th order linear D.E. but it has another classification
nonhomogeneous and with variable coefficients.

But if we put R( x)  0 and replace the coefficients variables Pi ( x), i  0,1,2,..., n

by constants ai , i  0,1,2,..., n. , then equ. (1) becomes

an y ( n)  an1 y ( n1)    a2 y  a1 y  a0 y  0.......... ........( 2)

Equ. (2) is n th order linear D.E. homogeneous and with constant coefficients.
We are going to study now equ.(2) ( which is n th order H.L.D.E. with
x
constant coefficients), that is we want to solve it and to do so we let y  e
to be a solution to equ. (2) where  is a parameter that has to be determined.
Therefore, the last solution satisfies equ.(2) , i.e. y   e , y    e , . . . ,
x 2 x

y ( n )  n e x . Now if we substitute these values in equ.(2) we get

an n e x  an1n1e x    a2 2 e x  a1e x  a0 e x  0

Now we take a factor e x from the last equ. We get

e x (an n  an1n1    a2 2  a1  a0 )  0 . We denote

F ( )  an n  an1n1    a2 2  a1  a0 . Then the last equ. Becomes

e x F ( )  0.......... .......... ....( 3)

This means that either e x  0 which is impossible because e x  0 always,

therefore, we must have F ( )  0.......... .......... ....( 4)
Equ. (4) is a polynomial of degree n with respect to  and it is called the
characteristic equation of equ. (2) and it has n roots and these roots may be
distinct, repeated or complex conjugate. Before I continue I would like to
discuss to you the two roots of the squared equation which has the standard
form
ax 2  bx  c  0

The discriminant is denoted by   b 2  4ac

1- if   0, then the squared equ. has two distinct roots x1  x2
2- if   0, then the squared equ. has two repeated roots x1  x2 .
3- if   0, then the squared equ. has two complex conjugate roots in the
form    i .

b 
The general rule of finding the roots of the squared equ. is x  .
2a

Now I want to describe to you the meaning of complex roots:

 16   1 16  4i , where 1  i .  4   1 4  2i .

2  4  40 2   36 2  6i
The roots of x 2  2 x  10  0 are x     1  3i .
2 2 2

Now we come back to equ. (4) as we said it has n roots because it is a

polynomial of degree n. Therefore, we have three cases
Case 1. If the roots of the characteristic equation are all distinct, say
1  2  .  n , this means that we have n distinct solutions

y1  e 1x , y2  e 2 x ,, yn  e n x . Then the general solution

y  c1e 1x  c2 e 2 x    cn e n x .

Ex: Solve the I.V.P. y   2 y   3 y  0, y (0)  1, y (0)  2

Solution: To find the general solution we have to find the characteristic equ.
for the given DE which will be of the form 2  2  3  0 . Note that
  4  12  16  0 . then it has two distinct roots. Therefore,
2  2  3  (  3)(  1)  0 , thus the roots are   1,   3 . We have two
solutions y1  e x , y 2  e 3 x and the general solution is y  c1e x  c2 e 3 x . Note that
we have two solutions and two arbitrary constants, this is why we have two
initial conditions in the given D.E. and the solution we get in this case is the
particular solution. Now, we substitute into the g.s. by x  0, y  1 to get
1  c1  c2 (1) . We then find y   c1e x  3c2 e 3 x from the g.s. and then
substitute instead of x  0, y   2 , we have 2  c1  3c2 (2) . Finally, we solve
5 1
equations (1) and (2) to find the values of c1  and c 2 . We substitute
4 4
these values in the g.s. to get
5 x 1 3 x
y e  e , this is the p.s.
4 4

Prof. Jafar Al-Omari

 Lecture 9: Differential Equations
Ex: Solve the following D.E. y  2 y  y  2 y  0 .
Solution: we first find the characteristic equation of the given DE
which is   2    2  0 , this equation has three roots one of these roots
3 2

must be one of the divisor of the number 2 and these numbers are  1,2 .
Then by experimenting, substitute one of these numbers into the
characteristic equation to find that the number 1 satisfies it. Then we will
have (  1)(  3  2)  0  (  1)(  1)(  2)  0    1,1,2 .
2

Therefore, we have three solutions and since the three roots are distinct
x 2 x
then we have to use case 1 above, i.e. y1  e , y2  e , y3  e . Then the
x

general solution is y  c1e x  c2e x  c3e2 x .

Case 2: If the roots of the characteristic equation are all repeated, say
1  2  .  n   , this means that we have n distinct solutions

y1  ex , y2  xex , y3  x 2ex ,, yn  x n1en x . Then the general solution

y  c1ex  c2 xex  c3 x 2ex   cn x n1ex .

Ex: Solve the IVP y  6 y  9 y  0, y(0)  1, y(0)  1 .

Solution: The characteristic equation is
  6  9  0  (  3)(  3)  0    3,3 . As you see the two roots are
2

repeated, then we have two solution using case 2 in the form

y1  e 3 x , y2  xe3 x ,then the general solution is y  c1e 3 x  c2 xe3 x . Then we
must find the particular solution using the initial conditions given in the
problem, i.e. we substitute y  1, x  0 into the general solution to get the first
equation, and then substitute y   1, x  0 to get the second equation.
Therefore, 1  c1  c2 (0)  c1  1. We now differentiate the general solution to
get y  3c1e 3 x  3c2 xe3 x  c2 e 3 x . Then we will have  1  3  c2  c2  2 ,
thus the particular solution is y  e 3 x  2 xe3 x . May be I ask you to find
y (1)  e 3  2e 3  3e 3 .
Ex: Solve y   2 y   0
Solution: The characteristic equation is
  22  0  2 (  2)  0    0,0,2 . We have three roots two of them are
3

repeated and the third one is distinct. Therefore, we have three

solutions two of them can be found using case 2 (repeated roots) and the
third using case 1 (distinct). That is, y1  e (0) x  1, y2  xe(0) x  x , but the third
solution is y3  e 2 x . Then the general solution is y  c1  c2 x  c3e2 x .
Case 3: If the roots of the characteristic equation are complex conjugate in
the form      i , then we have two solutions in the form

y1  ex cos x , y2  ex sin x , and the general solution is

y  c1ex cos x  c2 ex sin x  ex (c1 cos x  c2 sin x) .

 
Ex: Solve the IVP y  4 y  0, y ( )  2, y( )  2
2 2

Solution: The Characteristic equation is 2  4  0 , which has 2 roots

2  4  0  2  4    2i . We know that if x 2  a  x   a .
y1  e ( 0) x cos 2 x  cos 2 x and y2  e ( 0) x sin 2 x  sin 2 x , and the g.s. is

y  c1 cos 2 x  c2 sin 2x . Now we want to find the particular solution

 
2  c1 cos 2( )  c2 sin 2( )  2  c1 cos( )  c1  c1  2 and
2 2

y  2c1 sin 2x  2c2 cos 2x  2  2c2  c2  1 ,then the P.S. is

y  2 cos 2 x  sin 2 x .

Prof. Jafar Al-Omari

 Lecture 10: Differential Equations
Ex: Solve D.E. y   3 y   9 y   13 y  0 .
Solution: The characteristic equation of the given DE is
3  32  9  13  0  (  1)(2  4  13)  0 . This means that   1 and
4   36
2  4  13  0     2  3i .
2

Note that there are 3 roots   1,2  3i , which means there are 3 solutions
y1  e x , y2  e2 x cos3x, y3  e2 x sin 3x then the g.s. is

y  c1e x  c2e2 x cos3x  c3e2 x sin 3x .

Ex: If the roots of the characteristic equation of a H.L.D.E. with constant

coefficients are   1,1,2. Find the DE.
Solution: Note that it is given in the example that the DE we want to find
is homog. linear and with constant coefficients, and the roots of the
characteristic .equation are given. Therefore, we can find the characteristic
equation as follows

(  1)(  1)(  2)  0  (  1)(2    2)  0  3  3  2  0.

Now we replace 3 by y ,  2 by y  and  by y , then the DE we are
looking for is y  3 y  2 y  0.
Ex: If the roots of the characteristic equation of a H.L.D.E with constant
coefficients are   1 2i . Find the DE.
Solution: To find the DE in this case we use the following rule
(   ) 2   2  0 , in the example   1 and   2 , then we have

(  1) 2  4  0  2  2  5  0 . This means the DE we are looking for is

y  2 y  5 y  0 .
Exercises:
1- Solve y  y  4 y  4 y  0

2- Solve the IVP y   6 y   13 y  0, y (0)  2, y (0)  1.

3- Solve y  9 y   0
( 4)

4- If the roots of the characteristic equation of a H.L.D.E. are   2,1  3i .

Find the DE.
5- If the roots of the characteristic equation of a H.L.D.E. are   2,2,3 .

Find the DE.

Prof. Jafar Al-Omari

 Lecture 11: Differential Equations
* A second Solution From A known Solution:
Assume we have the following DE y  p( x) y  q( x) y  0 , such that y1 is a
solution, then the second solution is

dx , where h( x)  e 
h( x )  p ( x ) dx
y 2  y1  2 . Note that the given DE is H.L.D.E.
( y1 )
with variable coefficients. Note that the coefficient of y ' ' must be one.

Ex: Solve ( x 2  1) y  2 xy  2 y  0 , such that y  x is a solution.

Solution: we must first make the coefficient of y  to be 1. That is
2x 2
y   y  2 y  0 . This equation is 2 nd order H.L.D.E.
x 1
2
x 1
 2x
with variable coefficients. Then p( x)  , we want to find first
x2  1
2 x
  x2 1dx
h( x)  e  eln(x 1)  x 2  1, therefore,
2

x2  1 1
y2  x  2 dx  x  (1  x 2 )dx  x( x  )  x 2  1 , then the G.S. is
x x
y  c1 x  c2 ( x 2 1) .

Ex: Find the second solution for x 2 y  xy  y  0 , such that y  x is
a solution.
Solution: we divide the given equation by x2 we have
1
1
  x dx
1 1
y   y   2 y  0 , then p( x)  , thus h( x)  e  e ln x  x ,
x x x

x 1
y2  x  dx  x  dx  x ln x
x2 x

Exercises: 1- Solve x 2 y  2 xy  4 y  0 , such that y  x 4 is a solution.

2- Solve 4 x 2 y  8xy  y  0 , such that y  1 is a solution.

x
 * Cauchy-Euler DE.’s:
They are of the form

a3 x 3 y  a2 x 2 y  a1 xy  a0 y  0.......... .......... (1)

This equation is 3 rd order H.L.D.E. with variable coefficients. To solve it

we let y  x to be a solution. That is, y  mx , y  m(m  1) x ,

m m1 m2

y  m(m  1)(m  2) x m3 . Now if we substitute these values into equation (1)
we get
a3m(m  1)(m  2) x m  a2 m(m  1) x m  a1mx m  a0 x m  0

Now we take a factor x m from the last equation. We get

x m (a3m(m  1)(m  2)  a2 m(m  1)  a1m  a0 )  0.......... .......... (2) .

We denote F (m)  a3m(m  1)(m  2)  a2 m(m  1)  a1m  a0

Then equation (2) Becomes x F (m)  0.......... .......... ....( 3)

m

This means that either x m  0 which is impossible because x m  0 always,

unless x  0 , but x  0 . Therefore, we must have F (m)  0.......... ...( 4)
Equ. (4) is a polynomial of degree 3 with respect to m and it is called the
characteristic equation of equ. (1) and it has 3 roots and these roots may be
distinct, repeated or complex conjugate.
Case 1. If the roots of the characteristic equation are all distinct, say
m1  m2  m3 , this means that we have 3 distinct solutions

y1  x m1 , y2  x m2 , y3  x m3 . Then the general solution y  c1 x m1  c2 x m2  c3 x m3 .

Ex: Solve x 2 y  2 xy  4 y  0

Solution: The characteristic equation of the given DE is
m(m  1)  2m  4  0  m 2  3m  4  0  (m  4)(m  1)  0 .
 Thus the two roots are m  4,1 and they are distinct, then using
1
Case 1 above there are two solutions y1  x 4 , y2  x 1  , and the G.S. is
x
y  c1 x 4  c2 x 1 .

Ex: Solve x 3 y  x 2 y  6 xy  6 y  0

Solution: The characteristic equation is
m(m  1)(m  2)  m(m  1)  6m  6  0  m3  2m 2  5m  6  0

Now we will find the three roots by the previous ways

m3  2m 2  5m  6  0  (m  1)(m 2  m  6)  0  (m  1)(m  2)(m  3)  0

Then the three roots are m  1,3,2 and the three solutions are

y1  x, y2  x3 , y3  x 2 and the g.s. is y  c1 x  c2 x3  c3 x 2 .

 Lecture 12 : Cauchy-Euler DE’s
Case 2. If the roots of the characteristic equation are all repeated, say
m1  m2  m3  m , this means that we have 3 distinct solutions

y1  x m , y2  x m ln x, y3  x m (ln x) 2 . Then the g.s is y  c1 x  c2 x ln x  c3 x (ln x)

m m m 2

Ex: Solve 4 x 2 y  8xy  y  0 .

Solution: The characteristic equation is
4m(m  1)  8m  1  0  4m 2  4m  1  0  (2m  1)(2m  1)  0
1 1
Which means there are two roots m  , and the three solutions
2 2
1 1
1 ln x c c ln x
y1  x 2
 , y 2  x 2 ln x  and the g.s. is y  1  2
x x x x

Case 3. If the roots of the characteristic equation are complex conjugate,

m    i , then we have two solutions in the form

y1  x cos( ln x) , y2  x sin( ln x) , and the general solution is

y  c1 x cos  ln x  c2 x sin  ln x  x (c1 cos  ln x  c2 sin  ln x) .

Ex: Solve x 2 y  3xy  3 y  0 .

Solution: The characteristic equation is
m(m  1)  3m  3  0  m 2  2m  3  0 , and since the discriminant is   8 ,
 2   8  2  2 2i
then the roots are m  2m  3  0  m    1  2i , thus
2

2 2
  1 ‫ و‬  2. Therefore, the two solutions are y1  x 1 cos( 2 ln x)

y2  x 1 sin( 2 ln x) and the g.s. is y  c1 x 1 cos 2 ln x  c2 x 1 sin 2 ln x .

Ex: Solve x 3 y  5 x 2 y  7 xy  8 y  0 .

Solution: The characteristic equation is
m(m  1)(m  2)  5m(m  1)  7m  8  0  m3  2m 2  4m  8  0
 (m  2)(m 2  4)  0  m  2,2i , and the three solutions are
y1  x 2 , y2  cos 2 ln x, y3  sin 2 ln x and the g.s. is
y  c1 x 2  c2 cos 2 ln x  c3 sin 2 ln x .

Ex: If the G.S. of a DE is y  x 3 (c1 cos 2 ln x  c2 sin 2 ln x) . Find the DE.

Solution: Note that from the given g.s. we can decide the type of the DE
either if it is with constant or variable coefficients. In this example it is with
variable coefficients because there is ln x and also we have x 3 . Thus, the DE
we are looking for is C-E.H.L.D.E. and the roots are complex conjugate with
  3,   2 . Then to find the D. E. we use the rule
(m   ) 2   2  0  (m  3) 2  4  0  m 2  6m  13  0

‫ كذلك نعوض عن‬m(m  1)(m  2)  m3  3m 2  2m ‫ ب‬x 3 y  ‫الحظ اننا كنا نعوض عن‬
‫ لذلك بما انه لدينا معادله تربيعيه يجب‬. m ‫ ب‬xy  ‫ ونعوض غن‬m(m  1)  m 2  m ‫ ب‬x 2 y
‫ لذلك نقوم بما يلي‬. m 2  m ‫ان يكون لدينا‬
m 2  6m  13  0  m 2  m  5m  13  0  x 2 y  5 xy  13y  0 .

Ex: If the roots of the characteristic equation of a C-E.H.L.D.E. are

m  1,1,2. Find the D.E.

Solution: (m  1)(m  1)(m  2)  0  (m  1)(m 2  m  2)  0  m3  2m 2  m  2  0.

Since we have a third degree polynomial, then we must have first
m 3  3m 2  2m ,

m3  2m 2  m  2  0  m3  3m 2  2m  5m 2  3m  2  0  x 3 y  5m 2  3m  2  0

Second, we must have m 2  m , as

x 3 y  5m 2  3m  2  0  x 3 y  5m 2  5m  2m  2  0  x 3 y  5(m 2  m)  2m  2  0
x 3 y  5(m 2  m)  2m  2  0  x 3 y  5 x 2 y  2 xy  2 y  0 .

Ex: If the g.s. of a D.E. is y  c1e x  c2e2 x cos3x  c3e2 x sin 3x . Find the D.E.

Solution: The DE we are looking for is with constant coefficients where the
roots are   1,2  3i . Then
(  1)[(  2) 2  9]  0  (  1)(2  4  13)  0  3  32  9  13  0 ,

therefore, the DE is y   3 y   9 y   13 y  0.

Exercises:
1- Solve x 2 y  2 xy  6 y  0
2- Solve x 3 y  2 x 2 y  7 xy  15 y  0
3- Solve x 3 y  xy  y  0
c1
4- If the G.S. of a DE is y   x(c2 cos ln x  c3 sin ln x) . Find the D.E.
x

5- If the G.S. of a DE is y  c1 x  c2 x3  c3 x 2 . Find the D.E.

6- If the roots of the characteristic equation of a H.L.D.E. with variable
coefficients are m  2,2,1. Find the D.E.
 Lecture 13: Differential Equations
Theorem (Existence and Uniqueness Theorem): Consider the following IVP

pn ( x) y (n)  pn1 ( x) y (n1)    p2 ( x) y  p1 ( x) y  p0 ( x) y  R( x) ……(1)

y( x0 )  y0 , y' ( x0 )  y1 , y' ' ( x0 )  y2 ,..., y ( n1) ( x0 )  yn1 . Such that

1- pn( ( x), pn1 ( x),..., p1 ( x), p0 ( x) and R(x) are all continuous in an
open interval, say I  (a, b) .
2- p n ( x)  0 for all x  (a, b) .
3- x0  I  (a, b) . Then there exists a unique solution of (1).
Revision of Functions continuity:
1- Polynomial functions are continuous every where, i.e. on
(, ) .
2- Rational functions are continuous every where except
where the denominator equals zero. Such as
sin x
a) tan x  continuous except where
cos x
 3 n
cos x  0  x   , ,... , that is x   , n  1,3,5,...
2 2 2
cos x
b) cot x  continuous except where x   n , n  0,1,2,3,...
sin x
x 1
c) 2 continuous except where x  2,2 , and so on.
x 4
3- Radical Functions in the form n f ( x) if n is even then
is continuous if f ( x)  0 , but if n is odd then it is
continuous every where. For example
a) x  3 is continuous when ( x  3)  0  x  3 .
b) 3 x 2  1 is continuous on x  (, )
c) x 2  1 is continuous on x  (, ) , because x 2  1  0 for
all values of x .
4- Any functions of the form ln( f ( x)) is continuous where
f ( x)  0 . For example
a) ln( x  3) is continuous where ( x  3)  0  x  3 .
b) ln( x  2) is continuous where ( x  2)  0  x  2.
5- Any function of the form sin( f ( x)), cos( f ( x)), e f ( x ) are
continuous when f (x ) is continuous. For example
a) sin( x ) is continuous when x continuous, that is when
x  0.
b) e x 3 is continuous every where since x  3 is a polynomial.

Ex: Find the largest possible interval in which the IVP

4 y' ' x 2 y'3xy  2 x  4, y (0)  1, y' (0)  5 has a unique solution.

Solution: 1- p2 ( x)  4, p1 ( x)   x 2 , p0 ( x)  3x, R( x)  2x  4 all of them are

continuous on x  (, ) because they are polynomials.

2- p2 ( x)  4  0 for all x  (, ) . 3- x0  0  (, ) .

Then there exists a unique solution on x  (, ) .

Ex: Find the largest possible interval in which the IVP
( x  3) y ' ' x 2 y ' tan( x) y  ln( x  4), y (2)  3, y ' (2)  1 has a unique solution.

Solution: 1- p2 ( x)  x  3, p1 ( x)  x 2 , p0 ( x)  tan x, R( x)  ln( x  4) the first two

Functions are continuous on x  (, ) because they are polynomials.

 3
But p0 ( x)  tan x is discontinuous when x    1.57, x    4.71 ,…
2 2

Also R( x)  ln( x  4) is continuous when x  4 .


2- p2 ( x)  x  3  0 when x  3 . 3- x0  2  ( ,3)
2

Then there exists a unique solution on x  ( ,3) .
2
  
If x0  0  ( , ) or x 0  3  (4, )
2 2 2

Ex: Find the largest possible interval in which the IVP

Ex: Find the largest possible interval in which the IVP
x
( x 2  4) y ' ' y ' sin( x) y  x, y (1)  3, y ' (1)  2 has a unique solution.
x 9
2

x
Solution: 1- p 2 ( x)  x 2  4, p1 ( x)  , p 0 ( x)  sin x, R( x)  x . Note that
x 9
2

p2 ( x)  x 2  4, p0 ( x)  sin x, R( x)  x are continuous on x  ( , ) . But

x
p1 ( x )  is discontinuous when x  3 .
x 92

2- p 2 ( x)  x 2  4  0 when x  2 . 3- x0  1  (2,2)

Then there exists a unique solution on x  (2,2) .

If x0  4  (,3) or x0  2.5  (2,3)

Xₒ Xₒ Xₒ

2.5

Exercises: Find the largest possible interval in which the following D.E.
have a unique solution
1- ( x  2) y ' '( x  1) y ' cot(x) y  ln( x  5) . x0  1, x0  4, x0  2

Answers: (0,2) , (5, ) , ( ,0) .

2- ln( x  3) y' ' xy' sec(x) y  3 x . x0  2.5, x0  2, x0  1.8

Answers: (3,2) , (  , 3 ) , (2,   ) .

2 2 2

3- x 2 y' ' xy' cos(x) y  4 . x0  2 Answers: (0, ) .

Prof. Jafar Al-Omari

 Lecture 14: Differential Equations
* Non-Homogeneous L.D.E.’s:
Consider the nth order linear D.E
pn ( x) y ( n)  pn1 ( x) y ( n1)    p2 ( x) y  p1 ( x) y  p0 ( x) y  R( x)......... .........(1)

The general solution of equ. (1) contains two parts the first one is the
complementary solution denoted by y c , which is the general solution of the
homogeneous part of equ.(1) , i.e. it contains n arbitrary constants and n
distinct solutions. That is, it is of the form
yc  c1 y1  c2 y2    cn yn

(Note that this solution is the general solution we have had when we solve
n th order H.L.D.E. with constant coefficients, which was denoted by y , but
here we give it another symbol to distinguish it from another solution).
The other solution is any particular solution that satisfies equ.(1) and
denoted by y p which contains no arbitrary constants. Thus the general
solution of equ.(1) is y  yc  y p

Ex: Assume that the g.s. of a D.E. is y  c1e x  c2e  x  2 x  3 . Find the DE.
Solution: Note that the given g.s. contains two parts and you have to
distinguish between y c ; the solution of the homogeneous part; and y p ,
where y c contains the arbitrary constant c1 ,c2 , i.e. yc  c1e x  c2 e  x and the
particular solution must be y p  2x  3 . From y c we can find the roots of the
characteristic equation of the homogeneous part of the DE we want to find,
and these roots are   1,1 . Then
(  1)(  1)  0  2  1  0  y  y  0 . Now we want to find R(x) . Since we
know that y p  2x  3 satisfies y  y  R(x) , then we find yp  2  yp  0
we substitute these values in y  y  R(x) to get
0  (2 x  3)  R( x)  R( x)  2 x  3 . Therefore, the DE we are looking for is
y  y  2 x  3 .
Exercise: 1- Assume that the G.S. of a DE is y  c1e2 x  c2 xe2 x  x 2  1 . Find the
D.E.
2- Assume that the G.S. of a DE is y  c1 x  c2 x 3  2 x  2 . Find the DE.
* How to Find y p : There are different methods to find y p some of them are

1- The Method of Undetermined Coefficients (MUC):

This method can be applied on DE with constant coefficients to use this
method to find y p the nonhomogeneous term ( R(x) ) must be one of the

following functions:
(a) - Exponential functions, i.e. R( x)  eax
(b)- Polynomial functions, i.e. R( x)  bn xn  bn 1xn 1    b0
𝑐𝑜𝑠𝑏𝑥
(c)- }
𝑠𝑖𝑛𝑏𝑥
(d)- Any linear combination (product) of two or more functions from
(a),(b),(c).
Before we use this method we have to know the following facts
3e 2 x    2 ,  3xe2 x    2,2 , 3x 2e 2 x  4e 2 x  (3x 2  4)e 2 x    2,2,2

1    0 , 2 x    0,0 , 3x 2    0,0,0 , 3x 2  4 x  5    0,0,0 .

2  3x  3xe x    0,0,1,1 , 2  3e 4 x    0,4 .

3e 2 x cos3 x    2  3i , e  x sin 2 x    1  2i , e 2 x cos x  e 2 x sin x    2  i

5  2e3 x  3e 2 x cos x    0,3,2  i , xex cos 2 x    1  2i,1  2i

2 x 2  4 cos3x    0,0,0,3i

Ex: Solve y  3 y  2 y  10 .

Solution: Note that the given DE is nonhomogeneous with constant
coefficients and R(x) is constant (polynomial with degree zero). Therefore,
we can use MUC. First we have to find the G.S. of the homogeneous part of
the given DE , that is
 2  3  2  0  (  1)(  2)  0    1,2 . So we have two solutions

y1  e  x , y2  e 2 x , then yc  c1e x  c2e2 x . Now we want to find y p as follows:

then the roots of the constant is   0 and since there are no
R ( x )  10 ,
common roots between  and   then y p will be of the same shape as R(x) (
constant), i.e. y p  A and from the definition of y p it satisfies the given
nonhomogeneous DE, that is, yp  0  yp  0 . We then substitute these
values in the given DE to find y p , we get 0  0  2 A  10  A  5  y p  5 .
Thus the G.S. is y  c1e x  c2e2 x  5
Ex: Solve y  3 y  2 y  2e x  3x
Solution: We first find the G.S. of the homogeneous part
2  3  2  0  (  1)(  2)  0    1,2 . So we have two solutions

y1  e  x , y2  e 2 x , then yc  c1e x  c2e2 x . Now we want to find y p as follows:

R( x)  2e  x  3x , then the roots of this function are    1,0,0 and since

there are common roots between  and   then we let *  1,1,2,0,0 ( we
combine the roots of  and   ) where the solutions in this case
e , xe x , e 2 x ,1, x we delete now from these solutions the common solutions
x

with yc , i.e., we must delete e  x , e 2 x and the remaining equations represent

y p  Axe x  B  Cx , as we know y p satisfies the given nonhomogeneous DE,
that is, yp   Axe x  Ae x  C  yp  Axe x  2 Ae  x . We then substitute these
values in the given DE to find y p ,

Axe x  2 Ae  x  3 Axe x  3 Ae  x  3C  2 Axe x  2 B  2Cx  2e  x  3x

3 9
Ae  x  3C  2 B  2Cx  2e  x  3x  A  2,2C  3  C  ,3C  2 B  0  B  .
2 4

EX: Solve y  4 y  3 cos 2 x  5 .

Solution: 3  4  0   (2  4)  0    0,2i . The solutions are
cos 2 x, sin 2 x,1 . Now the roots of R( x)  3 cos 2 x  5     2i,0 ,

then *  2i,2i,0,0 where the solutions are

 𝑐𝑜𝑠2𝑥 𝑥𝑐𝑜𝑠2𝑥
}, } , 1, x . Then delete the common solutions we have
𝑠𝑖𝑛2𝑥 𝑥𝑠𝑖𝑛2𝑥
y p  Ax  Bx cos2x  Cx sin 2x this is called the suitable form of y p .

Exercises: 1- Solve y  6 y  9 y  2 xe3 x  3  2 x 2

2- y ( 4)  2 y  4e2 x  2  2 x  x 2
3- y  9 y  2e x  3 sin 2 x .
4- y  3 y  4e3 x  2  x 2 . 5- y  5 y  4 y  4 xex  2e x  2 x cos3x

Prof. Jafar Al-Omari

 Lecture 15: Differential Equations
* Before we take the second method to find y p we review some important

information we need:
1- The determinant of matrices A22 and A33 are defined as
a b
A  ad  bc .
c d

a11 a12 a13

a22 a23 a21 a23 a21 a22
A  a21 a22 a23  a11  a12  a13 .
a32 a33 a31 a33 a31 a32
a31 a32 a33

2 4
EX: A   2  3  1  4  10 .
1 3

2 1 3
3 1 2 1 2 3
A  2 3 1 2 1 3  2(12)  (8  1)  3(3)  6 .
0 4 1 4 1 0
1 0 4

2- The Wronskian’s of y1 , y2 ,, yn is

y1 y2 . . . yn
y1 y2 . . . yn
y1 y2 . . . yn
W ( x)  . . . . . .
. . . . . .
. . . . . .
( n 1) ( n 1) ( n 1)
y 1 y2 . . . yn

2- The Variation of Parameters Method (VPM):

This method is more general than MUC because it is applicable for any
continuous function R(x) and it can be applied on DE’s with variable
coefficients. To use this method to find y p we do the following:

1- find yc  c1 y1  c2 y2    cn yn
2- find
n
R ( x )Wm ( x) R ( x )W1 R ( x)W2 R ( x )Wn
y p   ym  dx  y1  dx  y2  dx    yn  dx ,
m 1 W ( x) W W W

which can be written in the form

y p  y1u1  y2 u2    yn un

where W (x ) is the Wronskian’s of the solutions y1 , y2 ,, yn and Wm (x) is the

determinant that can be obtained from W (x ) by replacing the mth column by
0 0 0 . . . 1 . We can use this method only when the coefficients of
the highest derivative is one. If we have the following DE
y  p( x) y  q ( x) y  R( x) , and since this
equation is nonhomogeneous and
with variable coefficients then to solve it we have to use only (VPM) as
follows
1- We find first yc  c1 y1  c2 y2 using Cauchy-Euler or Second solution from
known solution if the DE is with variable coefficients.
2
2- y p   ym  R( x)Wm ( x) dx  y1  R( x)W1 dx  y2  R ( x)W2 dx  y1u1  y2u2 .
m 1 W ( x) W W

where u1   R( x)W1 dx and u2  

R( x)W2
dx such that
W ( x) W ( x)

y1 y2 0 y2 y 0
W ( x)   y1 y2  y2 y1 and W1 ( x)    y2 , W2 ( x)  1  y1 .
y1 y2 1 y2 y1 1

EX: solve y  y  sec x tan x .

Solution: We first find yc . Since this DE is with constant coefficients,
then 2  1  0    i  y1  cos x, y2  sin x  yc  c1 cos x  c2 sin x .

Now, we find y p  y1u1  y2u2 , where u1,u2 are defined above.

cos x sin x
W ( x)   cos2 x  sin 2 x  1 , W1 ( x)   sin x , W2 ( x)  cos x .
 sin x cos x

sec x tan x( sin x) sin2 x

u1   dx    dx    tan 2 xdx   (1  sec2 x)dx 
(1) cos2 x
 sec x tan x(cos x)
u1  x  tan x , u2   dx   tan xdx   ln(cos x)  ln(sec x) .
(1)

y p  cos x( x  tan x)  sin x ln(sec x)  y  yc  y p .

Ex: Solve y  y  tan x .

Solution:
3    0   (2  1)  0    0,i  y1  1, y2  cos x, y3  sin x  yc  c1  c2 cos x  c3 sin x
and y p  y1u1  y2u2  y3u3 such that

1 cos x sin x
 sin x cos x
W ( x)  0  sin x cos x  (1) 1
 cos x  sin x
0  cos x  sin x

0 cos x sin x
cos x sin x
W1 ( x)  0  sin x cos x  (1)  1,
 sin x cos x
1  cos x  sin x
1 0 sin x
0 cos x
W2 ( x)  0 0 cos x  (1)   cos x .
1  sin x
0 1  sin x

1 cos x 0
 sin x 0
W3 ( x)  0  sin x 0  (1)   sin x .
 cos x 1
0  cos x 1

tan x(1) tan x( cos x)

u1   dx   ln(cos x) , u2   dx  cos x ,
(1) (1)
tan x( sin x) sin2 x 1  cos2 x
u3   dx    dx    dx    (sec x  cos x)dx
(1) cos x cos x

u3   ln sec x  tan x  sin x  y p  y1u1  y 2 u2  y3u3  y  yc  y p .

Ex: solve x 2 y  xy  y  2 x .

Solution: m2  m  m  1  0  (m  1)(m  1)  0  m  1,1
y1  x, y2  x ln x  yc  c1 x  c2 x ln x . Now since the coefficient of the

highest derivative is not one then we have to divide the DE by x 2 , it

 1 1 2
becomes y  y  2
y  . Then y p  y1u1  y2u2 , such that
x x x

x x ln x
W ( x)   x  x ln x  x ln x  x , W1 ( x)   x ln x , W2 ( x)  x ,
1 (1  ln x)

 2 x ln x 1 2x 1
u1   2
dx  2 ln xdx  (ln x) 2 , u2   2 dx  2  dx  2 ln x
x x x x

y p   x(ln x)2  2 x(ln x) 2  x(ln x) 2  y  yc  y p .

1
*  ( f ( x))
n
f ( x)dx  ( f ( x))n 1  c *  e f ( x ) f ( x)dx  e f ( x )  c
n 1

f ( x)
*  f ( x)
dx  ln( f ( x))  c .

Exercises: 1- Solve x 2 y  2 xy  4 y  x 3 . 2- Solve 1 .

y  2 y  y 
xex

3- Solve y  y  x .

Prof. Jafar Al-Omari

 Lecture 16: Differential Equations (prof. Jafar Al-Omari)
* Power Series Solutions:
It is the standard basic method of solving DE with variable coefficients.
* The power series of x  x0 is


 a (x  x )
n 0
n 0
n
 a0  a1 ( x  x0 )  a2 ( x  x0 ) 2  

* The power series of x is



a x
n0
n
n
 a0  a1 x  a2 x 2  a3 x 3  

  
Now, if f ( x)   an x n , then f ( x )   nan x n 1  f ( x )   n( n  1) an x n  2 .
n0 n 1 n2

  
a n n 1
Also,  f ( x) dx    a n x dx    a n x dx   x , we have used the fact
n n

n 0 n 0 n 0 n  1

that integration of summation equals summation of integration.

Definition1: The Taylor series of a function f (x ) at x  x0 is

f ( n ) ( x0 ) f ( x0 ) f ( x0 )
f ( x)   ( x  x0 ) n  f ( x0 )  ( x  x0 )  ( x  x0 ) 2  
n 0 n! 1! 2!

Definition 2: The Maclaurine series (MS) of a function f (x ) at x  0 is


f ( n ) (0) n f (0) f (0) 2 f (0) 3
f ( x)   x  f (0)  x x  x 
n 0 n! 1! 2! 3!

Ex: Find the MS of f ( x)  e x .

Solution: we find the following values : f (0)  e0  1 , f ( x)  e x  f (0)  1 ,
f ( x)  e x  f (0)  1 , and so on. Thus we have
 
f ( n ) (0) n 1 1 1 1 1
f ( x)   x  1  x  x 2  x3    x n     x n . Therefore,
n 0 n! 1! 2! 3! n! n  0 n!

1 n
ex   x . This will be the standard form for finding MS for exponential
n  0 n!

functions.
Ex: Find MS for the following functions

1- e x   1 ( x)n   (1) x n . 2- e x   1 ( x 2 ) n   1 x 2 n
  n  
2

n 0 n! n 0 n! n0 n! n0 n!

3- e x   1 ( x 2 )n   (1) x 2 n .
  n
2

n 0 n! n 0 n!

Ex: Find the MS of f ( x)  1 .

1 x

1
Solution: f (0)  1 , f ( x)   f (0)  1 ,
(1  x) 2
2(1  x) 2 6(1  x) 2 6
f ( x)    f 
 ( 0)  2 , f 
( x )    f (0)  6 ,
(1  x) 4
(1  x) 3
(1  x) 6
(1  x) 4

Then f ( x)  1  1  x  x 2  x 3    x n     x n . (Standard)
1 x n 0

 
Ex: Find the MS of 1- f ( x)  1  1
  (  x) n   ( 1) n x n .
1 x 1  ( x) n  0 n0

1  x n 1  xn 
xn
2- f ( x)  1  1
  ( )   n   n 1 .
2 x x
2(1  ) 2 n0 2 2 n0 2 n0 2
2
 
1
3- f ( x)   
1  x2 n 0
( x 2 n
)  
n0
x2n .

* cos x   (1) x 2 n , sin x   (1) x 2 n 1

 n  n

n 0 (2n)! n 0 (2n  1)!

Ex: cos3x   (1) (3x)2 n   (1) 32n x 2n   (1) 9n x 2 n .

 n  n n

n 0 (2n)! n 0 (2n)! (2n)!


(1) n 
(1) n
sin x 2   ( x 2 )( 2 n 1)   x4n  2 .
n  0 ( 2n  1)! n  0 ( 2n  1)!

Ex: Find the MS of f ( x)  tan 1 x .

Solution: we know that
1   
(1) n 2 n 1
f ( x)  tan 1 x  
1  x2
dx  ( 
 n 0 ( 1) n 2n
x ) dx  
n 0
 ( 1) n 2n
x dx  
n  0 2n  1
x

Exercises: Find MS for 1- f ( x)  ln( x  1) 2- f ( x)  cos(x  3) .

 Lecture 17: Differential Equations
* Power Series Solutions (continued):
Definition: A point x  x0 is called an ordinary point of
p2 ( x) y  p1 ( x) y  p0 ( x) y  R( x) if p2 ( x0 )  0 . Otherwise, it is called singular
point.
Ex: The singular points of ( x 2  1) y  x 2 y  xy  sin x are 1,1 and all other
points are ordinary points  \ {1,1} .

To solve any DE with variable coefficients (not C-E D.E.) we do the

following steps:

1- Let y   an x n  a0  a1 x  a2 x 2  a3 x 3   be the general solution.
n0

2- Find y, y, y,... according to the order of the given DE, where
 
y   nan x n 1  y   n( n  1) an x n  2 and so on.
n 1 n2

3- Substitute these expressions into the DE.

Ex: Solve using power series solution of the y  2 xy  0 .

Solution: Note that this is first order separable DE , thus we can solve it
as follows
dy 1
 2 xy  dy  2 xdx  ln y   x 2  c  y  e  x  c  e  x ec  ce  x .
2 2 2

dx y

Now, to solve it using power series we let y   an x n be the g.s., then
n0

y   nan x n 1 , substitute into the DE, we have,
n 1

   

 nan x n 1  2 x an x n  0 
n 1 n0
 nan x n 1   2an x n 1  0 .
n 1 n0

Here we have sum of two series, but we want to make them one series using
the fact
   

 an   bn   an  bn 
n 0 n0 n0

So we want first make the power of x in the two series the same, that is we
have to assume that m  n  1 and m  n  1 , which means that n  m  1 in the
first series and n  m  1 in the second one. Therefore, we have
 

 (m  1)a
m0
m 1 x m   2am 1 x m  0 .
m 1

We must now make the indices of the two series the same. We substitute
m  0 in the first series and it will already be started from m  1 . This means
 
that a1   ( m  1) am 1 x m   2am 1 x m  0  a1  0 , and
m 1 m 1

  

 (m  1)am 1 x m   2am 1 x m  0   (m  1)am 1  2am 1 x m  0 

m 1 m 1 m 1

 2am 1
( m  1)am 1  2am 1  0  am 1  m  1 . This is called the recurrence
m 1
relation. Now, from the recurrence relation we can find the values of
 2a0  2a1
a2 , a3 , a4 ,... That is, m  1  a2    a0 , m  2  a3   0,
2 3
 2a2 2a0 1
m  3  a4    a0 and so on, where we will have
4 4 2
1
a5  0, a6  a0 ,… We get the g.s.
6

a0 4 a0 6
y   an x n  a0  a1 x  a2 x 2  a3 x 3    a0  a0 x 2  x  x 
n0 2 6


(1) n 2 n
 a0  x  a0e  x
2
.
n 0 n!

This is the same result we have had at the beginning of the solution.
Ex: Solve y  xy  ( x 2  2) y  0 .
Solution: Note that this DE is with variable coefficients and not Cauchy-
Euler DE, thus we must use power series solution. Let the general solution

be y   an x n  a0  a1 x  a2 x 2  a3 x 3   , then
n0
 
y    nan x n 1  y    n( n  1) a n x n  2 .
n 1 n2
Substitute into the DE y  xy  x 2 y  2 y  0 we have
   

 n(n  1)an x n  2  x nan x n 1  x 2  an x n   2an x n  0 

n2 n 1 n 0 n 0

   

 n(n  1)a x
n2
n
n2
  nan x n   an x n  2   2an x n  0
n 1 n0 n0

Let m  n  2  n  m  2 , m  n , m  n  2  n  m  2 . Then it becomes

   

 (m  2)(m  1)am  2 x m   mam x m   am  2 x m   2am x m  0 .

m0 m 1 m2 m0
We have made
all the exponents the same. Now we want to make the indices the same.
(2)(1)a2  (3)(2)a3 x  (1)a1 x  2a0  2a1 x 
   

 (m  2)(m  1)a
m2
m2 x m   mam x m   am  2 x m   2am x m  0 .
m2 m2 m2

(2)(1)a2  (3)(2)a3 x  (1)a1 x  2a0  2a1 x 



 (m  2)(m  1)a

m2
m2  mam  am  2  2am x m  0

Now we equate the coefficients from the left side with their corresponding
from the right side. That is,
1
(2)(1)a2  2a0  0  a2  a0 . (3)(2)a3  3a1  0  a3  a1 . Also,
2

 (m  2)am  am  2
(m  2)(m  1)am  2  (m  2)am  am  2  0  am  2  m  2 .
(m  2)(m  1)

This is called the recurrence relation. Now, from the recurrence relation we
can find the values of a4 , a5 , a6 ,... That is,
5
 4a2  a0 4a0  a0 1 a  a1
 5a3  a1 2 1 3
m  2  a4    a0 , m  3  a5    a1
(4)(3) 12 4 20 20 40
The general solution is

a1 3 a0 4 3a1 5
y   an x n  a0  a1 x  a2 x 2  a3 x 3    a0  a1 x  a0 x 2  x  x  x 
n0 2 4 40

1 4 1 3 5
 a0 (1  x 2  x  )  a1 ( x  x 3  x  )  a0 y1  a1 y2 .
4 2 40
Exercises:
1- solve y  xy  y  0
2- solve y   4 y  0 using power series.
3- If the general solution of a D.E., using the power series solution, is
 
y  a 0  (1) n (3 x) n  a1  x n , then this solution can be represented as y 
n o n 0

Prof. Jafar Al-Omari

 Lecture 18: Differential Equations
* System of L.D.E’s :
* Some important facts:
1- Anm  Bmr  Cnr . 2- Anm  Bnm  Cnm .

1 2  2  1 4   8 3 6  1 2    2 3  1 5 
      ,        
  1  3  3 2 1    11  5  7    1  3   3 5    4 2 

Consider we have the following system of L.D.E’s.

x(t )  a11x(t )  a12 y(t )  b1 (t )
} … … … … . . . . … … … . . (∗)
y(t )  a21x(t )  a22 y(t )  b2 (t )

We can write (  ) in matrices form as follows

X (t )  AX (t )  B(t )......... .......(1)

 x(t )  a a12 
where X (t )    , A   11  which is called the coefficients matrix
 y (t )   a21 a22 
 b1 (t ) 
and B(t )    . In equation ( 1 ) if B(t )  0 , then ( 1 ) becomes
 b2 (t ) 
and this equation is called homogeneous S.L.D.E’s.
X (t )  AX (t )......... .......( 2)
and it can be written in the form
 x(t )   a11 a12  x(t ) 
     
 y(t )   a21 a22  y (t ) 

v 
To solve ( 2 ) ( i.e. to find the g.s.) we let X (t )  Ve t where V   1  is a
 v2 
column vector and  is a parameter that have to be determined. Then
X (t )  Ve t , now we substitute into equation ( 2 ) to have

Ve t  AVe t  AVe t  Ve t  0  et  AV  V   0  AV  V  0

1 0
 ( A  I )V  0.......... .....( 3) , where I    is the identity matrix.
0 1

Equation (3) can be written in the form

  a11 a12    0   v1   0   a11   a12  v1   0 
                . Thus
 a
  21 a22   0    v2   0   a21 a22    v2   0 

(a11   )v1  a12v2  0

} … … … … … . (3).
a21v1  (a22   )v2  0

We have two equations with two unknowns v1 and v2 . Equation (3) has a
nontrivial solution (not zero solution) iff
| A  I | 0.......... .......... (4) . Equation (4) can be written in the form
a11   a12
 0  (a11   )(a22   )  a12 a21  0
a21 a22  

 2  (a11  a22 )  a11a22  a12a21  0.......... .......... ......( 4) .

Equation (4) is the characteristic equation of A which is a polynomial of

2nd degree. Therefore, it has two roots 1 and 2 and these roots are called
eigenvalues and the corresponding vectors for these eigenvalues are called
eigenvectors. These eigenvalues may be distinct or repeated or complex
conjugates.
Case 1: if the eigenvalues are distinct, say 1  2 . Then we have two
u  v 
solutions X 1 (t )  Ue t and X 2 (t )  Ve  t where U   1  and V   1  are the
1 2

 u2   v2 

corresponding eigenvectors of 1 and 2 respectively. Thus the general

solution is
X (t )  c1Ue1t c2Ve 2t , which can be written in the form

 u1  1t  v1  2t  x(t )   c1u1e1t  c2v1e2t 

X (t )  c1  e c2  e      1t

2t 
 2
u  2
v  y (t )   1 2c u e  c v
2 2 e 

1  x(t )   4  1
Ex: Solve X (t )  AX (t ) such that X (0)    where X (t )    , A   
 2  y (t )   4 4 
 x(t )   4  1 x(t ) 
or       or x(t )  4 x(t )  y (t ) , y(t )  4 x(t )  4 y (t )
 y(t )    4 4  yt ) 

Solution: We must first find the eigenvalues using equation (4). That is
 4 1
 0  (4   )(4   )  4  0  2  8  12  0
4 4

 (  2)(  6)  0    2,6 . These are called eigenvalues.

Now we want to find the corresponding eigenvectors using equation (3).
For   2 :
 2  1 u1   0 
       2u1  u2  0,4u1  2u2  0 . Note that we have two
  4 2  u2   0 
equations but in reality they are one equation; because any one of them can
be multiplied by a constant to get another one. Thus, we have only one
equation with two unknowns, which means we have infinitely many
solutions. We take only the first equation or the second one because they are
1
the same. 2u1  u2  0  u1  u2 . Take u2  2  u1  1. Substitute we get the
2
1
eigenvector corresponding to   2 . i.e. U    which is called the
 2
1
eigenvector, then the first solution is X 1 (t )   e 2t .
 2

For   6 :
  2  1  u1   0 
       2u1  u2  0,4u1  2u2  0 . We do the same we have
  4  2  u2   0 
1
done above.  2u1  u2  0  u1  u2 . If u2  2  u1  1, then the eigenvector
2
  1   1
is V    . The second solution is X 2 (t )   e 6t . The general solution
 2 2

1   1  x(t )   c1e 2t  c2e6t   1   c1  c2 

X (t )  c1  e 2t c2  e6t      .
6t 
    
 y (t )   2c1e  2c2e   2   2c1  2c2 
2t
 2 2

c1  c2  1 and 2c1  2c2  2 , then we have c1  1, c2  0 . Then we find the P.S.

Prof. Jafar Al-Omari

 Lecture 19: Differential Equations
* System of L.D.E’s (continued):
Case 2: If the eigenvalues are repeated 1  2   , then we have two
u 
solutions X1 (t )  Uet and X 2 (t )  Utet  Vet where U   1  is the eigenvector
 u2 
v 
for  and V   1  is the vector that can be obtained from ( A  I )V  U . The
 v2 
g.s. is X (t )  c1Uet c2 (Utet  Ve t ) .
 x(t )   0 1
Ex: Solve X (t )  AX (t ) where X (t )    , A    .
 y (t )    4 4

 1
Solution:  0  ( )(4   )  4  0  2  4  4  0
4 4

 (  2)(  2)  0    2,2 . These are called eigenvalues, and they are

repeated. Now, for   2 :
  2 1  u1   0  1
       2u1  u2  0  u1  u2 , take u2  2  u1  1 . Therefore,
  4 2  u2   0  2

1
U    which is called the eigenvector for   2 , then the first solution is
 2

1 1
X 1 (t )   e 2t . The other solution is X 2 (t )   te2t  Ve 2t , we find vector V
 2  2
using
  2 1  v1   1  0
       2v1  v2  1 , take v1  0  v2  1 , then V    , thus
  4 2  v2   2  1

1 0
X 2 (t )   te2t   e 2t . The G.S. is X (t )  c1 X1  c2 X 2 .
 2 1

 1  2t  1  2t  0  2t   x(t )   c1e 2t  c2te2t 

     
X (t )  c1  e c2  te   e       2c e 2t  2c te2t  c e 2t  .
  
 2  2   1    y (t )   1 2 2 

Case 3: If the eigenvalues are complex conjugate      i . Then we find

the eigenvector for      i only which will be of the form
    1i   1   1 
U   1       i  (ReU )  (ImU )i . Then the two solutions are
  2   2i    2    2 

X 1 (t )  et ReU cos t  ImU sin t  , X 2 (t )  et Im U cos t  Re U sin t  .

The general solution is X (t )  c1 X1  c2 X 2 .

 x(t )   2  5
Ex: Solve X (t )  AX (t ) where X (t )    , A    .
 y (t )   2  4

2 5
Solution:  0  (2   )(4   )  10  0  2  2  2  0
2 4

2 48
  1  i . We find the eigenvector for   1  i .
2

 2  (1  i ) 5  u1   0   3  i  5  u1   0 
            
 2  4  (1  i )  u2   0   2  3  i  u2   0 

5
(3  i )u1  5u2  0  u1  u2 . Take u2  3  i  u1  5 , then
3i

 5   5  0   5  0 
U         i      i
 3  i   3    1  3    1

  5 0   0   5 
X 1 (t )  e t    cost    sin t  , X 2 (t )  e t    cost    sin t  .
  3   1     1  3 

The general solution is X (t )  c1 X1  c2 X 2 .

 x(t )   2 3  x(t )   4 1  x 
Exercises: 1- Solve       2- Solve X      .
 y(t )    1  2  y (t )    1 2  y 

 0 4
4- If X     X , such that the eigenvalues are   2i , then
 1 0
X1 
 Lecture 20: Differential Equations
* Laplace Transforms:
Def. If f (t ) is defined for all t  0 . Then the Laplace transform of f (t ) is

denoted by { f (t )}  F ( s ) and is defined as { f (t )}   e  st f (t )dt  F ( s ) .
0

Ex: Find {a} where a is constant.


 a  st   a  s (  )
Solution: {a}   e st adt 
s
e ] 
0 s
e  a

 1   F ( s ), s  0 .
s
0

We have used the fact that e   0 and e   .

Ex: Find {eat } where a is a constant.
Solution:
 
{e at }   e  st e at dt   e( a  s )t dt 
1 ( a  s )t 
as
e ]0

1
as

e( a  s )(  )  1  1
sa
 F ( s), s  a .
0 0

* {af (t )  bg (t )}  a{ f (t )}  b{g (t )}.

Ex: Find
2 4 2( s  3)  4s  6  2s
1- {2  4e3t }  {2}  4{e3t }      F (s) , s  3 .
s s 3 s( s  3) s( s  3)

e e
2- {e1 2t }  {ee 2t }  e{e  2t }  , s  2 . If I ask you to find F (0)  .
s2 2

a s
* {sin at}  ,s  0 and {cos at}  ,s  0.
s  a2
2
s  a2
2

2 s
Ex: 1- {sin 2t}  . 2- {cos3t}  .
s 42
s 9
2

1 s2  4  s2
3- {sin2 t}  { 1  cos 2t }  ( 
1 1 1 s 2
)  ( )  F (s) .
2 2 s s 4
2
2 s( s  4)
2
s( s  4)
2

1 1
4- {sin t cost}  {sin 2t}  . We have used sin 2t  2sint cost .
2 s 4
2

e at  e at 1 1 1  1 s  a  s  a a
{sinh at}  { }        2 .
2 2 s  a s  a 2  s  a
2 2
 s a
2
 e at  e  at s n!
* {cosh at}  { } 2 * {t n }  n 1 where n is a positive integer.
2 s a 2
s

e 2t  e 2t 2 e3t  e 3t s

Ex: 1- {sinh 2t}  { } 2 . 2- {cosh3t}  { } 2 .
2 s 4 2 s 9

(e 2t  e 2t ) 2
3- {sinh 2 2t}  {
4
1
 
1 1
}   e 4t  2  e  4t  
4
2
 
1 
4  s  4 s s  4 
 F ( s)

2! 4!
4- {t 2 }  . 5- {t 4 }  .
s3 s5

* First Shifting Theorem:

If { f (t )}  F ( s ) , then {eat f (t )}  F (s  a) .
3
Ex: 1- {e2t sin 3t}  F ( s  2) , so we have to find {sin 3t}   F ( s) . Then
s 9
2

3
{e 2t sin 3t}  F ( s  2)  .
( s  2) 2  9

s
2- {e3t cosh 2t}  F (s  3) , now we find {cosh 2t}   F ( s ) . Then
s 4
2

s3
{e  3t cosh 2t}  F ( s  3)  .
( s  3) 2  4

6 6
3- {e2t t 3}  F (s  2) , where {t 3}   F ( s ) . Then {e 2t t 3}  F ( s  2) 
s 4
( s  2) 4

* If { f (t )}  F ( s ) , then {t n f (t )}  (1)n F ( n ) (s) .

1
Ex: 1- {t sin t}  (1) F ( s) , then we have to find {sin t}   F ( s ) . Then
s 1
2

 2s 2s
F ( s )  . Thus {t sin t}  (1) F ( s)  2  F1 ( s ) .
( s  1)
2 2
( s  1) 2

s ( s 2  4)  2s 2
2- {t cosh 2t}  (1) F ( s) . Then {cosh 2t}   F ( s )  F ( s ) 
s2  4 ( s 2  4) 2

 4  s2 4  s2
 F ( s)  . Thus {t cosh 2t}  ( 1) F ( s )  .
( s 2  4) 2 ( s 2  4) 2
* Laplace of Derivatives:
If { y (t )}  Y ( s) , then
1- { y(t )}  s{ y (t )}  y (0)  sY ( s)  y (0) .
2- { y(t )}  s 2{ y(t )}  sy(0)  y(0)  s 2Y (s)  sy(0)  y(0) .
3- { y(t )}  s3{ y(t )}  s 2 y(0)  sy(0)  y(0)  s3Y (s)  s 2 y(0)  sy(0)  y(0) .
4- { y ( n) (t )}  s n{ y(t )}  s n 1 y(0)  s n  2 y(0)    y ( n 1) (0)
Ex: If y  y  2 y  0, y (0)  0, y(0)  1 and { y (t )}  Y ( s) . Then Y (s ) 
Solution: We want to find the Laplace transform for the given DE
{ y}  { y}  2{ y}  0  s 2Y ( s)  sy(0)  y(0)  sY ( s)  y (0)  2Y ( s)  0

1
 
 s 2Y ( s)  1  sY ( s)  2Y ( s)  0  Y ( s ) s 2  s  2  1  Y ( s ) 
s s2
2
.

Ex: y  y  t 2 , y(0)  1, y(0)  0 and { y (t )}  Y ( s) . Then Y (s ) 

Solution:

{ y}  { y} 
2
s 3
2
 2
 s 2Y ( s )  sy(0)  y(0)  Y ( s )  3  Y ( s ) s 2  1  3  s
s s

2  s4 2  s4

 Y ( s) s 2  1  s3
 Y ( s ) 
s 3 ( s 2  1)
.

Exercises: Find Laplace transform for the following functions:

1- f (t )  cos2 3t 2- f (t )  et sinh 2t 3- f (t )  t 3e4t 4- f (t )  cosh2 3t
5- If y  y  e2t , y(0)  y(0)  0 and { y (t )}  Y ( s) , then Y (s ) 
6- If y  4 y  sin 2t , y (0)  y(0)  0 and { y (t )}  Y ( s) , then Y (s ) 
7- f (t )  t sin 4t 8- f (t )  e3t cos 2t 9- f (t )  3  e 2t  sinh 5t 10- f (t )  ty .

Prof. Jafar Al-Omari

 Lecture 21: Differential Equations
* Laplace Transforms (continued):
t  F ( s)
* If { f (t )}  F ( s ) , then  f ( )d   .
0  s

t  F (s) 3
Ex: 1-  sin(3 )d   , we have to find {sin 3t}  2  F ( s ) . Then
0  s s 9

t  3 3
 sin(3 )d    F1 ( s) . May be I’ll ask you to find F1 (1)  .
0  s ( s 2
 9) 10

 t 2  F (s)
2-  e cosh( )d   . We need {e 2t cosht}  s  22  F ( s) . Thus
0  s ( s  2)  1

 t 2  s2
 e cosh( )d   .
 s((s  2)  1)
2
0

t  F ( s)
3-  e 2 3d   . Then {e 2t t 3}  6 4  F ( s) . Therefore,
0  s ( s  2)

t  6
 e 2 3d   .
0  s[( s  2) 4
]

* Laplace Inverse:
If { f (t )}  F (s)  f (t )   1{F (s)}.

1-  1    1 3-  1 
2 
2-  1  4-  1  3   t 2
1 2  2
  2e   sin 2t
3t

s  s  3  s  4
2
s 

5-  1 
s 
6-  1  4   t 3  t 3 7-  1 
3 3 1 2  2
  cosh 3t  sinh 5t
 s  3 s  s  5
2 2
3! 2 5

s  2  2 
8-  1  1 2 1 2
5 
  1  4  5   t 3  t 4 9-  1  3
 et t 2
 s  s s  3! 4!  ( s  1) 

 5  5  2t 3  3 
10-  1  4
 e t 11-  1    e sin 3t
2t

 ( s  2)  3!  
2
 ( s 2) 9 
  2  2 t  s2 
12-  1   e sinh 3t 13-  1    e cosh 3t
2t

 ( s  1)  3   ( s  2)  3 
2 2
3

 s 1  1  s 3 4  1  s3  1  4 
14-  1        
 ( s  3)  16   ( s  3)  16   ( s  3)  16   ( s  3)  16 
2 2 2 2

 e3t cos 4t  e3t sin 4t  e3t (cos4t  sin 4t ) .

 s2  s  3  5  1  1  5  1 3t 3 5 3t 4
15-  1  5
  1  5 
  1  4
  5
 e t  e t .
 ( s  3)   ( s  3)   ( s  3)   ( s  3)  3! 4!

 1 1
* We know that tf (t )  (1) F ( s)  tf (t )   1{F ( s)}  f (t )   {F ( s )}
t

16-  1ln(s  2)  f (t )

 1 1
Solution: Let F (s)  ln(s  2). Therefore, f (t )   {F ( s )} . Thus
t

1  1 1  1   1 2t
F ( s )   f (t )     e .
s2 t s  2 t

17-  1tan 1 s  f (t ) . Then F ( s)  tan 1 s F ( s) 

1
.
s 1
2

 1 1  1   1
 f (t )    2  sin t .
t  s  1 t

Exercises: Find 1-  1 
4 
3-  1 
s 
2-  1  4-  1  6 
4  3
  
s  5  s  3 s  6 s 
2 2

 s2   s3   2   s3 

5-  1   6-  1   7-  1  4
8-  1  5
 ( s  2)  9   ( s  1)  5   ( s  3)   ( s  3) 
2 2

 s 1  s3 
9-  1ln(s  3) 10-  1 ln 
 11-  1  
s3
   s  9
2

* Unit Step Function (Second Shifting Theorem)

Def: If a is a constant, then the unit step function is defined as
0 , t  a 0 , t  0
u (t  a )   , and thus u (t )   . Therefore,
1 , t  a 1 , t  0
 
 0 ,t  a 
e  st  e as
f (t  a )u (t  a )   . Then u (t  a)   e dt 
 st
  .
 f (t  a) , t  a a
 s a s

*  f (t  a)u (t  a)  e  as F ( s) where F ( s )  { f (t )}.

e 2 s 5e 2 s
Ex: 1- u (t  2)  . 2- 5 sin(t  2)u (t  2)  5e 2 s F ( s)  .
s s2 1

e 3s
3- (t  3)u (t  3)  e 3s F ( s)  . 4- cos(t )u(t   )  {cos(t     )u(t   )} 
s2
But we know sin( x  y )  sin x cos y  cos x sin y and
cos(x  y )  cos x cos y  sin x sin y . Thus
 se s
{cos(t     )u (t   )}  {cos(t   ) cos( )u (t   )}  .
s2 1
 Lecture 22: Differential Equations
* Laplace Transforms (continued):
* Now, we denote u (t )  u 0  1 and u(t  )  u  0 . This means that

u (t  a)  u a . Thus if

 g (t ) ,0  t  a
f (t )   , then we can represent f (t ) using unit step
 h(t ) ,t  a

function as f (t )  g (t )u 0  u a   h(t )u a  u    g (t )1  u a   h(t )u a .

*  f (t )u (t  a)  e  as { f (t  a)} .
Ex: Find u (t  3)t 2 
Solution:

   2 6 9
 u (t  3)t 2  e 3 s {(t  3) 2 }  e 3 s {t 2  6t  9}  e 3 s  3  2   .
s s s

 2 ,0  t  4
Ex: If f (t )   5 ,4  t  7 , find { f (t )}
3 ,7  t  


Solution: We want first to represent f (t ) using unit step function as we did

above.
f (t )  2u 0  u 4   5u 4  u 7   3u 7  u    2  3u 4  2u 7 . Thus

 f (t ) 
2 3  4 s 2 7 s
 e  e .
s s s

sin t ,t  
Ex: If f (t )   , find { f (t )} .
 t ,t  

Solution: f (t )  sin t u 0  u   t u  u    sin t  u t  sin t  . Then

 f (t )   e s (t   )  (sin(t   )   2  e s (sin t )  (t   ) 

1 1
s 1
2
s 1

1  1 1 
  e s  2  2  .
s 12
s 1 s s
 2 2e 2 s 4e 2 s se s
Ex: 1- If F ( s)     2 , find  1{F ( s)} .
s s 2
s s 1

Solution:  1{F (s)}  2t  2(t  2)u (t  2)  4u (t  2)  cos(t   )u(t   )

 2t  2tu (t  2)  4u (t  2)  cos(t )u (t   ) .

e s 1
2-  1{ }  sin(3(t  1))u (t  1) .
s 9
2
3

* Dirac’s Delta Function:

 , t  a 
 (t  a)  
 0 , o.w
such that   (t  a)dt  1.
0

* { (t  a)}  e  as , and  1{e  as }   (t  a) .