CorePure2 Chapter 7 ::

Methods in Differential Equations

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Last modified: 13th August 2018

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Intro
 Differential equations are equations which relate and with derivatives. e.g.

The rate of temperature loss is

proportional to the current   𝑑𝑇
=− 𝑘𝑇
temperature.
𝑑𝑡
 The rate of population change is
proportional to where is the current  𝑑𝑃 𝑃
population and is the limiting size of
the population 𝑑𝑡
=𝑘𝑃 1−
𝑀 ( )
(the Verhulst-Pearl Model)

 Suppose is GDP (Gross Domestic Product).   𝑑𝑥

= 𝑘𝑥
Rate of change of GDP is proportional to
current GDP.
𝑑𝑡

As
  you might imagine, they’re used a lot in physics and engineering, including modelling radioactive
decay, mixing fluids, cooling materials and bodies falling under gravity against resistance.

A ‘first order’ differential equation means the equation contains the first derivative () but not the
second derivative or beyond.
Pure Year 2 Recap
 and are said to be ‘separated’ because we can express the
RHS as a product of two separate expressions: one in terms of
just and one in terms of just .

 
Divide through by
and times through
by , and slap an
integral on the
front!
Examples
 Find general solutions to
Why is it called the general solution?
  ? 𝑥+ 𝐶
𝑦 =2 We have a ‘family’ of solutions as the
? varies.
constant of integration

 Find general solutions to

 𝑦
  So the ‘family of
If we let , we get circles’ satisfies this
differential equation.

?
𝑥 
Examples
 Find general solutions to  Find general solutions to

Known as ‘separating
  the variables’.  
where (a family of “rectangular
hyperbolae” [see FP1])

? ?
Using reverse product rule
  will see in a bit how to solve equations of the form (where and are functions
We
of ). We’ll practice a particular part of this method before going for the full whack.

 Find general solutions of the equation

  can’t separate the variables. But do you notice anything

We
about the LHS?
It’s !
?
Quickfire Questions:

 
𝑑 2 ?𝟐 𝒅𝒚
( 𝑥 𝑦 )=𝒙 +𝟐 𝒙𝒚
 
𝑑𝑦 3 𝒅 𝟒
4
?
𝑑𝑥 𝒅𝒙? 𝑥 +4 𝑥 𝑦→ ( 𝒙 𝒚 ) ?
 So it appears whatever term ends up on
front of the will be on the front of the in
𝑑𝑥 𝒅𝒙?
the integral.
Using reverse product rule
 Find general solutions of the equation

 
𝑑 3 ?
( 𝑥 𝑦 )=sin 𝑥
𝑑𝑥
Test Your Understanding
 Find general solutions of the equation  Find general solutions of the equation

 
𝑑 𝑦  
𝑑
𝑑𝑥 𝑥 ( )
? =𝑒
𝑥

𝑑𝑥
2
( 2𝑥 𝑦 ) =𝑥
? 2
 

But what if we can’t use the product rule backwards?

 Find the general solution of

  can multiply through by the integrating factor . This then produces an equation where
We
we can use the previous reverse-product-rule trick (we’ll prove this in a sec).

  ∫ − 4 𝑑𝑥 ? −4 𝑥
𝐼 . 𝐹 .=𝑒 =𝑒
Then multiplying through by the integrating factor:
  −4 𝑥 𝑑𝑦 −4𝑥 −3 𝑥
𝑒 − 4 𝑒 ? 𝑦=𝑒
𝑑𝑥
Then we can solve in the usual way:
 
𝑑 −4𝑥 −3 𝑥
( 𝑦 𝑒 ? ) =𝑒
𝑑𝑥
Proof that Integrating Factor works
 Solve the general equation , where are functions of .

 Suppose is the Integrating Factor. As usual we’d multiply by it:

If we can use the reverse product rule trick on the LHS, then it would be
of the form:

Thus comparing the coefficients of the

? two LHSs:
Dividing by and integrating:
?

?
 
When there’s something on front of the
 Find the general solution of

What shall we do first so that we have an equation like before?

𝑑𝑦
   STEP 1: Divide by anything
? on front of

3
+2 𝑦 tan 𝑥=cos 𝑥
? STEP 2: Determine IF
You could skip to
here provided STEP 3: Multiply through

𝑑𝑥
? you don’t forget
to multiply the
by IF and use product rule
RHS by the IF. backwards.

STEP 4: Integrate and

? simplify.
Test Your Understanding
Edexcel FP2(Old) June 2011 Q3
 Find the general solution of the differential equation

?
Exercise 7A
Pearson Core Pure Year 2
Pages 151-153
Second Order Differential Equation Intro
 
We’ve already seen that differential equations are equations which relate and with
derivatives. Unsurprisingly, second order differential equations involve the second
derivative.

Shock absorbers as part of suspension

of car subject to force down of car   𝑑2 𝑥   𝑑𝑥  
acting under acceleration, and forces 𝑚Acc 2 =−Dmp
𝑏 −𝑐𝑥
Rst
up: damping force (proportional to 𝑑𝑡 𝑑𝑡
velocity) and restoring force
(proportional to extension of spring)
Simple second order differential equations
  know from the previous chapter that the solution of is .
We
Let’s ‘guess’ that the solution of is similar, and of the form
Are the any restrictions on the constants?

 
Let
Then and
? ?
Thus
?
?
 Since thus ?

This is known as an auxiliary equation.

An auxiliary equation is (by definition) is an
equation on which the solutions of a differential
equation depend.
Simple second order differential equations
  The equation is called the auxiliary equation, and if is a root of the
auxiliary equation then is a solution of the differential equation

 When the auxiliary equation has two real distinct roots and , the general
solution of the differential equation is , where and are arbitrary
constants.

Find
  the general solution of the equation

 Auxiliary equation:

General solution is ?

This is known as a homogeneous second-order differential equation

because the RHS is 0. We will encountered nonhomogeneous
equations later in the chapter.
 
Variants:
  the previous examples, the auxiliary equation had distinct roots,
In
i.e. . What if we have equal roots?

  When the auxiliary equation has two equal roots , the general solution is

This
  is because the root of the auxiliary equation is 3.
 Show that satisfies

3𝑥 3𝑥
 

𝑦=( 𝐴+𝐵𝑥 ) 𝑒 =𝐴+𝐵𝑥𝑒 ?

 Fro Side Note: The reason we have
to use instead of is similar to why
in Pure Year 2 partial fractions, we
have to use if we had a repeated
denominator .
 
Variants:
This is actually exactly the same as when we usually have distinct real roots!

 Find the general solution of the differential equation

 Auxiliary equation:
?
General solution is ?
This can be rewritten as (using Chapter 1 knowledge):

  the auxiliary equation has two imaginary roots , the

If
general solution is where and are arbitrary
constants.
 
Variants:
 So what about more general complex roots ?

 Find the general solution of the differential equation

 Auxiliary equation: ?
?
General solution is
?
This can be rewritten as (using Chapter 1 knowledge):

  the auxiliary equation has two complex roots , the

If
general solution is

where and are arbitrary constants.

Quickfire Questions!
 
Find solutions to differential equations of the form with the following auxiliary
equations (and helpfully provided roots).

Auxiliary Equation Roots General Solution

?
?
?
?
?
?
?
?
Exercise 7B
Pearson Core Pure Year 2
Pages 156-157
Particular Integrals
  far we’ve always had 0 in the RHS of the differential equation.
So
What if we have some function in terms of ?

  𝑑2 𝑦 𝑑𝑦
𝑎 2
+𝑏 +𝑐𝑦 =𝒇 ( 𝒙 )
𝑑𝑥 𝑑𝑥
When the RHS is not 0, we have a
non-homogeneous second order
differential equation.

Solve
  first to obtain what is known  
Then solve which can be found using
as the complementary function. appropriate substitution and
(C.F.) comparing coefficients. Solution
known as particular integral. (P.I.)

 
This is because for the C.F. is 0 and
for the P.I., which sum to
Examples
 Find the particular integral of the differential equation

 If is a constant, let the particular integral be a constant too.

Substituting in to differential equation:

? ?

?
 Hence find the general solution of the differential equation

 Find complementary function:

Auxiliary equation:
Roots of aux eq: ?
C.F.
General solution:
Examples
 Find the general solution of the differential equation

 is a linear function, so makes sense to try a linear function for the particular
integral.

? ? ?
Substituting in:

Comparing coefficients: ?

General solution:
?

?
Examples
 Find the general solution of the differential equation

 is a quadratic function, so makes sense to try a quadratic function for the
particular integral!

? ? ?
…

General solution:

?
Examples
 Find the general solution of the differential equation

 
… ? ? ?
General solution:

?
 Find the general solution of the differential equation

 
…
? ?
General solution:
?

?
Examples
But
  be warned!!!
Your particular integral can’t be part of your complementary function. This is just like how we
weren’t allowed to use for the complementary function if the two roots of the auxiliary
equation were equal.

 Find the general solution of the differential equation

 
The difference to when we had is that now the matches the term in the
complementary function.

Suppose we did use for the particular integral. What goes wrong?
Then the general solution might appear to be

But is still just an arbitrary constant, so we have exactly the same as the
?
complementary function, which we know gives 0 when subbed into . Thus we end up
with . Oh dear!

So let
?
This ends up giving
So general solution:
?
?
Examples
But
  be warned!!!
Your particular integral can’t be part of your complementary function. This is just like how we
weren’t allowed to use for the complementary function if the two roots of the auxiliary
equation were equal.

 Find the general solution of the differential equation

 Auxiliary equation:
?
Complementary function: ?
So particular integral? We know we can’t use as CF contains a constant term.
Instead use ?
General solution:
?

  it seems we add a “cheeky little ” to the front of the

So
Particular Integral in any case where the particular integral
is part of the complementary function.
Summary So Far

Form of Form of particular integral

(But need to modify if term is same as one of the

terms in the complementary function. You will
probably be given this in an exam if the case)
Test Your Understanding
 It’s that cheeky little .
June 2010 Q8
 (a) Find the value of for which is a particular integral of the differential equation
(4 marks)

(b) Using your answer to part (a), find the general solution of the differential equation
(3 marks)

?
Test Your Understanding
  warned: is being
Be
June 2012 Q4 used here as was
previous used.
 Find the general solution of the differential equation

?
Exercise 7C
Pearson Core Pure Year 2
Pages 161-162
Boundary Conditions
Sometimes you’re given certain conditions, which allows us to find
constants (just as we could with first order differential equations).

 Find in terms of , given that , and that and at .

 General solution: ?
Now substituting in boundary conditions into solution:
?
We want to use , so let’s differentiate general solution:
?
Substituting in again:

Solving simultaneously: ?
Therefore solution is
?
?
Test Your Understanding
June 2010 Q8 (revisited!)
 
(c) Given that at and , find the particular solution to this differential equation, giving
your solution in the form (5)
(d) Sketch the curve with equation for (2)

 You previously found the general solution in (b) as

?
Exercise 7D
Pearson Core Pure Year 2
Pages 164-165