Applied Mathematics III

(Advanced Engineering Mathematics)

(Math 2042)

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 Content
PART 1: Ordinary Differential Equations (ODE)
0. Introduction
1. First Order ODE
2. Second Order ODE
3. System of ODE
PART 2: Vector Analysis
1. Vector valued functions and curves in space
2. Vector Differential Calculus
3. Vector Integral Calculus
PART 3: Complex Analysis
1. Complex valued functions
2. Analytic functions
3. Contour Integrals
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 PART I
Ordinary Differential Equations (ODE)
Introduction - Basic Concepts
• Derivative is about a rate of change
• Many practical problems undertake changes

For instance:
1. Population, p, at different time t :- p = p(t)
(p is dependent variable; t independent variable)
• Instantaneous rate of change of population is:
dp
p '(t ) 
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dt 3
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 2. Position, y, of a moving object at different time t:
y = y(t) ( Here, y is dep. var.; t indep. Var.)
• Instantaneous rate change of position, velocity,
is
dy
y '(t ) 
dt
• Instantaneous rate of change of velocity,
acceleration, is 2
d y
y ''(t )  2
dt
Ordinary Differential Equation (ODE) is an equation
relating a dependent variable and its ordinary
derivatives to its independent variable.
That is, a ODE is an equation containing one or more
ordinary derivatives.
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 Examples of ODE:
dp
1.  rp. p(t )  ?
dt
d2y dy
2. m 2  v  ky  f (t ), y (t )  ?
dt dt

Notation: We will represent a dependent variable

by y and independent variable by x.
So, y := y(x) and
dy d2y
y'  , y ''  2
, ...
dx dx
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 The order of a differential equation is the
order of the highest derivative that
appears in the equation.
Thus, a first order ODE of y(x) is an
equation involving x, y and y :
F(x, y, y) = 0
Example: y ' + 2xy = x.

And, a second order ODE is

F(x, y, y, y ) = 0
Example: y '' 2 y ' y  e x
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 • A solution of a given ODE, over an interval I,
is a function y = (x)
that satisfies the equation for all x I.
Examples:
1. Consider y'  2y =0.
You can check that y = e2x is a solution of
the DE. In fact, y = ce2x , for any c R is
solution of the equation.
2. Consider y + 4y =0.
y = sin(2x) is a solution. Also, y=cos(2x) is a
solution. In fact, y = c1sin(2x)+ c2cos(2x), for
any c1,c2 R is solution of the equation.
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 Solution of some simple differential equations,
say, of the form y' = f(x), can be obtained by
directly applying integration (indefinite integral).
Examples:
1. y' - 6x = 0
 y' = 6x (Apply dx to both sides)
 y = 3x2 + c, for any cR,
2. y" - 6x = 0 . Let v= y.
 v' = 6x  v = 3x2 + c1, for any c1R
i.e., y = 3x2 + c1 (Apply again dx to both sides)
 y = x3 + c1x + c2, for any c1, c2  R,

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 • In general, solution of n-order ODE involves
n arbitrary constants, called general solution.
• For example, for the above ODEs,
the general solution of y' - 6x =0 is
 y = 3x2 + c, for any cR.
And, the general solution of y" - 6x = 0 is
y = x3 + c1x + c2, for any c1, c2  R,

• Particular value of a constant that appeared

in the general solution of an ODE depends
on initial condition (IC) of the problem.

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 • If the value of y(x) (and its derivatives ) is specified at
some point (say, y(0) =), then this value is called the
Initial Condition (IC).

• DE together with IC is called initial value problem (IVP).

- First order IVP: We need only one IC, say at x=0.

F( x, y, y ) = 0 ( DE )
( IC )
y(0) = α.

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 - Second order IVP: we need two IC , say at x=0:
F( x, y, y', y" ) = 0 ( DE )
y(0) = α, y' (0) = β. ( IC )

• A solution of an IVP must be a solution of the DE

that also satisfies the initial conditions.

- Such solution of an IVP is known as particular

solution of the IVP.

• Particular solution of an IVP is determined from the

general solution of the DE by fixing involving
constants so as the ICs are fulfilled.

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 Examples:
1. Consider the following IVP: y'  6x =0, y(0)=2

General solution of the DE: y = 3x2 + c

Then, y(0)=2  2= 3(02) + c  c=2.
Hence, particular solution of the IVP
y = 3x2 + 2
2. Consider the IVP: y"  6x = 0
y(0) = 1, y' (0) = 2
From the general solution , y = x3 + c1x + c2, we
get c1=2 and c2=1. Hence, particular solution of
the IVP is y = x3 + 2x + 1.

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 Chapter 1. First order ODE
• General form of first order ODE: y'  f ( x , y )
• Equivalently, this can be written as:

M(x,y)dx + N(x,y) dy = 0
1.1 Separable DE
• A first order ODE is said to be separable if it
can be written as
y '  g ( x ) h( y ) or M(x)dx + N(y) dy = 0
• Such ODE can be solved by applying integral
directly. That is, its general solution is given by

∫M(x)dx + ∫N(y)dy = 0
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 Example:
y ' 2 xy  2 x, y(0)  3
dy
  2 x(1  y )
dx
dy
  2 xdx
1 y
dy
  1  y   2 xdx
 ln|1  y|  x  c2

x2
 y  Ce  1, C  R , is gen. sol.
Then, y (0)  3  C  1  3  C  4
x2
 y  4e  1, is part. sol.
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 Exercise 1: Transform each of the following ODE
into separable form and find its general solution.

1. y' + yx = x

2. y' = x2y2 + x2

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 1.2 Homogenous First Order ODE
• A first order ode is homogeneous if it has the form
y x y
y'  f ( ) Example: y '  sin( )
x y x
• That is, y and x does not appear separately, but in
combination as a ratio y/x or x/y.
• Such homogenous equation can be transformed into
separable DE using the following substitution:
y dz
z  . i.e., y  xz and y'  z  x
x dx
y dz
• So, y '  f ( )  z  x  f ( z)
x dx ( x & z are
1 1
 dz  dx
f ( z)  z x separated )
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 2
• Example: xy '  y
 y
x
2
 y y
 y'     (Homogeneous)
x x
So, putting y = zx and y = zx + z, the DE becomes
zx + z = z2 + z or zx = z2
1 1
 2
dz  dx   1z  ln | x |  c
z x
or, z  1
ln| x| c

• Hence, general solution is:

 x
y  ln|x| c
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-Also if y = f(ax+by), then the substitution z = ax+by
changes it to separate form.
Exa: y = (x+y)2 (Let z = x+y )

Exercise 2: Rewrite each of the following DE in the

form of homogeneous equation and solve.
1. Find the particular solution of
2
x y ' 2 xy  y ,
2
y (1)  2.
2. Find the general solution of
y
y' 
x y
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 1.3 Exact DE
• A first order ode, M(x,y)dx + N(x,y)dy = 0,
is exact if there is a function u(x,y) s.t.
u u
 M, and N (1)
x y
• Such function u(x,y) is called potential of the DE
• If so, then u(x,y) = c is its general solution. (c any constant)
• In this case, a potential function u(x,y) can be obtained
from the two equations in (1).
• Note: An ode, written as above, is exact if

M N
 ( Test for exactness)
y x
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 Exa: 3x 2 y + 2xy + ( x3 + x2 + 2y ) y' = 0
 (3x 2 y + 2xy) dx + ( x3 + x2 + 2y ) dy = 0
M(x,y) N(x,y)

M N
and,  3x  2 x 
2
 Exact .
y x
• Next, find a potential function u = u(x,y) from:
u
(1)  M(x, y )  3 x 2 y  2 xy
x
u
(2)  N(x, y )  x 3  x 2  2 y
y
 u ( x, y )  x 3 y  x 2 y  y 2

 x y  x y  y  c,
3 2 2
c  R.
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 Caution! A potential u(x,y) itself is not a solution
of its exact DE; but, the general solution
the DE is given implicitly by the equation
u(x,y)= c, for cR.

Exercise 3: Consider the following IVP:

 xy 2
y'  , y (1)  2.
2 x y2

(a) Show that the DE is exact.

(b) Find the potential of the DE.
(c) Determine the particular solution of the IVP.

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 1.4: Integrating Factor
• Suppose a given de
M(x,y)dx + N(x,y)dy = 0, (1)
is not exact.
• If there is a nonzero function μ = μ(x,y) such that
μ M dx + μ N dy = 0, (2)
is exact, then μ is called integrating factor of (1).
• If so, a solution of (2) is a solution of also (1).
• Note that μ is an integrating factor of (1) iff
( M ) ( N )

y x
1     M N
  N M    (3)
  x y  y x
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 Special cases for integrating factor:
1) An integrating factor μ = μ(x), function of x
alone, exists only if
1  M N 
   : g ( x)
N  y x 
is a function of x alone. In this case, (3) yields
 g ( x ) dx
 ( x) e ,
is an integrating factor of (1).

1  M N 
2) Similarly, if     : h( y ) , function of y
M  y x  alone, then

 h ( y ) dy
 ( y)  e
is an integrating factor of (1)
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 Example: Consider the de

( x + 3x 3 sin y ) dx + ( x 4 cos y ) dy= 0.

Then,
M(x,y) N(x,y)

M N
y
= 3x 3 cos y ≠ = 4x 3 cos y . So, Not Exact.
x

1 (  M   N ) =  x 3 cos y
But, = 1/x
N y x x cos y
4

Therefore,  ( x)  e   (1/ x )dx

e  ln x
 1/ x
is an integrating factor of the de.
So, multiplying the de by 1/x, we get exact de :

( 1+ 3x 2 sin y ) dx + ( x 3 cos y ) dy= 0.

Solving this, we get the general solution of the DE :
x + x 3sin y = c , for any cR.
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 Exercise 4:
Determine integrating factor and find the general
solution of the following DEs:

1. x2 y+ 2y = 5x
2. ( 3x y + y2 ) dx + (x 2 + xy )dy = 0.

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 1.5: Linear ODE of first order
• Form of first order linear de: y ' p ( x) y  r ( x)
• This can be rewritten as
[ p ( x) y  r ( x) ]dx  dy  0
M(x,y) N(x,y) = 1
Then,
M = p(x) ≠  N = 0
y x Thus, Not Exact.

But, 1 (M  N )
N y x
= p(x)

• Hence, always exists an integrating factor of function x alone

which is given by:

 p ( x )dx
 ( x)  e
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 • Thus, for every first order linear ode of the form
y ' p ( x) y  r ( x)

an integrating factor is  ( x)  e  p ( x )dx

And its general solution given by
1  
y
 ( x) 
c   r ( x )  ( x ) dx 

Example: Find general solution of

y ' + 2xy = x.
Solution:
 2 xdx  x2
y  ce  12
2
 ( x)  e e x
 gen.sol:
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 1.6 Bernoulli Equations
• First order DE of the form
y ' p ( x) y  r ( x ) y ,n
n  0,1.

is called Bernoulli equation.

• The substitution z = y1n transforms Bernoulli

equation into first order linear ODE.

• Details - Reading Assignment!

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Exercise 5 (Review Exercise)
1. Find the general solution of
(a) (x2y2 + x2)dx  dy = 0
(b) y + 3x2y = x2
(c) y' + 2xy = xy2
2. Find the particular solution of the following IVP
y
(a) y '  , y (2)  1
x y
(b) y ' 1
x
y  3 x 2 y 3 , y (1)  1
2

(c) (3xy  y 2 )dx  ( x 2  xy )dy  0, y (1)  1

Group Assignment.
Ch. 1: Exercises 1 to 5.
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