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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

CHAPTER 3 DIFFERENTIAL EQUATIONS

3.1 Definition of A Differential Equation


A differential equation is an equation involving derivatives or differentials. The following are some
examples of differential equations.

Example 1:

( y' ')2 + 3x = 2( y ')3

where y ' =

dy
d2y
, y' ' =
dx
dx 2

Example 2:

dy y
+ = y2
dx x

Ordinary Differential
Equations : involving
only one independent
variable

Example 3:

d 2Q
dQ
3
+ 2Q = 4 sin 2t
2
dt
dt
Example 4:

dy x + y
=
or ( x + y )dx + ( y x )dy = 0
dx x y
Example 5:

2V 2V
+
=0
dx 2 y 2

Partial Differential Equations:


involving two or more independent

3.2 First Order Differential Equations (solution of differential equation)


The order of a differential equation is given by the highest derivative involved in the equation.

x
xy

dy
y2 = 0
dx

d2y
y 2 sinx = 0
2
dx

d3y
dy
y
+ e 4x = 0
3
dx
dx

is called first - order differential equation.


is called second - order differential equation.

is called third - order differential equation.

To solve a differential equation, we have to find the function for which the equation is true. This means
that we have to manipulate the equation so as eliminate all the differential coefficients and leave a
relationship between y and x. The rest of this part is devoted to two methods of solving first order

differential equations.
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WLB 10102 / MATHEMATICS 2

3.2.1

Chapter 3 Differential Equations

Solution of First Order Differential Equations by Separation of Variables


Other Form:

General Form:

dy
= f (x )
dx
dy
= g(y)
dx

dy
= f ( x )g ( y )
dx

f ( x ) = term of x

f (x ) + g ( y )

g ( y ) = term of y

f (x )

dy
=0
dx

dy
+ g(y) = 0
dx

To solve this type of equation, all the functions x are gathered with dx and all the functions y are
gathered with

dy. Then, solve the equation by direct integration.


dy
= f ( x )g ( y )
dx

g ( y ) dy = f (x )dx
1

F ( y ) + c1 = F ( x ) + c2
F ( y ) = F (x ) + c

where c = c 2 c1 and
c, c 2 , c1 are constants

Therefore F ( y ) = F ( x ) + c is the general solution for this differential equation.

Caution:
The general solution, F ( y ) = F ( x ) + c must only has an arbitrary constant, c even though initially
there are two arbitrary constants, c1 , c2 .

I. The solution of equations of the form


A diferential equation of the form

dy
= f ( x)
dx

dy
= f ( x) is solved by direct integration, i.e.
dx
y = f ( x)dx

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Example 7:
Determine the general solution of x

dy
= 2 4 x3
dx

Solution:
Rearranging x

dy
= 2 4 x 3 gives:
dx

dy 2 4 x 3 2 4 x 3 2
=
=
= 4x2
dx
x
x
x
x
Integrating both sides gives:

y = 4 x 2 dx
x

i.e. y = 2 ln x

4 3
x + c, which is the general solution.
3

Example 8:
Find the particular solution of the differential equation 5
given the boundary conditions y = 1

dy
+ 2 x = 3,
dx

2
when x = 2.
5

Solution:
Since 5

dy
dy 3 2 x 3 2x
+ 2 x = 3 then
=
= dx
dx
5
5 5

Hence y =

i.e.

2x
dx
5

3x x 2
y=
+ c, which is the general solution.
5
5

Substituting the boundary conditions y = 1

2
and x = 2 to evaluate c gives:
5

2 6 4
1 = - + c, from which, c = 1.
5 5 5
Hence the particular solution is y =

3x x 2
+ 1.
5
5

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Example 9:

Solve the equation 2t t

d
= 5, given = 2 when t = 1.
dt

Solution:
Rearranging gives:

d 5
d
5
=
and
=t
dt 2t
dt
2t

Integrating gives:

= t dt
2t

t2 5
i.e. = ln t + c, which is the general solution.
2 2
When = 2, t = 1, thus 2 =

1 5
3
ln 1 + c from which, c = .
2 2
2

Hence the particular solution is =

1 2
t 5 ln t + 3 .
2

Example 10:
The bending moment M of the beam is given by
Determine M in terms of x given: M =

dM
= w(l x), where w and x are constants.
dx

1 2
wl when x = 0.
2

Solution:

dM
= w(l x) = wl + wx
dx
Integrating with respect to x gives:

M = wlx +
When M =

Thus

wx 2
+ c, which is the general solution.
2

1 2
wl , x = 0.
2

1 2
w(0) 2
1
wl = wl (0) +
+ c from which, c = wl 2 .
2
2
2

Hence the particular solution is:

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

M = wlx +

wx 2 1 2
+ wl
2
2

1
w l 2 2lx + x 2
2
1
2
or M = w(l x )
2

i.e. M =

Exercise 1 Further problems on equations of the form

dy
= f (x)
dx

1) In Problems (a) to (b), solve the differential equations.


a)

dy
= cos 4 x 2 x
dx

b) 2 x
c)

dy
+ x = 3, given y = 2 when x = 1.
dx

d) 3
e)

dy
= 3 x3
dx

dy
2

+ sin = 0, given y = when = .


d
3
3

dy
1
+ 2 = x 3 , given y = 1 when x = 0.
x
e
dx

2) The gradient of a curve is given by:

dy x 2
+
= 3x
dx 2
1
3

Find the equation of the curve if it passes through the point 1, .

II. The solution of equations of the form


A differential equation of the form

dx =

dy
= f ( y)
dx

dy
= f ( y ) is initially rearranged to give
dx

dy
and then the solution is obtained by direct integration, i.e.
f ( y)
dy
dx = f ( y)

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Example 11: Find the general solution of

dy
= 3 + 2 y.
dx

Solution:
Rearranging

dy
= 3 + 2 y gives:
dx

dx =

dy
3+ 2y

Integrating both sides gives:

dy

dx = 3 + 2 y
Thus, by using the substitution u = (3 + 2 y ), we have

x=

1
ln(3 + 2 y ) + c
2

Example 12: Determine the particular solution of ( y 2 1)

dy
1
= 3 y given that y = 1 when x = 2 .
dx
6

Solution:
Rearranging gives:

y2 1
y 1
dy = dy
dx =
3 3y
3y
Integrating gives:

dx = 3 3 y dy

y2 1
i.e. x =
ln y + c, which is the general solution.
6 3
1
6

When y = 1, x = 2 , thus 2

1 1 1
= ln 1 + c, from which, c = 2.
6 6 3

Hence the particular solution is:

y2 1
x=
ln y + 2
6 3
Example 13:
At time t minutes, the rate of change of temperature of a cooling body is proportional to the temperature

T oC of that body at that time. Initially, T = 72 oC . Show that T = 72 e kt where k is a constant.

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Given also that T = 32 oC when t = 10 , find how much longer it will take the body to cool to 27 oC
under these conditions.

Solution:
We can form the differential equation

dT
= kT
dt
Separating the variables and solving give
t
dT
=

72 T 0 k dt
T

[ln T ]T72 = [ kt ]t0

ln T ln 72 = kt

T
ln = kt
72

T
= e kt
72

T = 72e kt

as required.
When t = 10, T = 32o C . Substituting into T = 72e kt gives the value of the constant k .

32 = 72e 10 k
32 4
=
72 9

e 10 k =

4
10k = ln
9

k =

1 4
ln
10 9

Now if t is the time it takes the body to cool to 27 o C , we have

27 = 72e kt

e kt =

27 3
=
72 8

Hence

Page 7 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

3
kt = ln
8

1 4
3
ln t = ln
10 9
8

3
ln
8
t = 10 = 12.1
4
ln
9

So it will take the body 12.1 10 = 2.1 minutes longer to cool to 27 o C .

Exercise 2 Further problems on equations of the form

dy
= f ( y)
dx

1) In Problems (a) to (c), solve the differential equations.


a)

dy
= 2 + 3y
dx

b)

dy
= 2 cos 2 y
dx

c)

(y

+2

1
) dy
= 5 y, given y = 1 when x = .
dx
2

2) The velocity of a chemical reaction is given by

dx
= k (a x), where x is the amount transfered in time t ,
dt
k is a constant and a is the concentration at time t = 0 when x = 0. Solve the equation and
determine x in terms of t.

III. The solution of equations of the form


A differential equation of the form

dy
= f ( x) f ( y )
dx

dy
= f ( x) f ( y ) where f (x) is a function of
dx

only and f ( y ) is a function of y only, may be rearranged as

dy
= f ( x)dx, and then the solution is obtained by direct integration, i.e.
f ( y)
dy
f ( y ) = f ( x)dx

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Example 13:
Solve the equation 4 xy

dy
= y2 1
dx

Solution:
Seperating the variable gives:

4y
1
2 dy = dx
x
y 1
Integrating both sides gives:

4y
1
dy = dx
2
1
x

Using the substitution u = y 2 1, the general solution is:

2 ln y 2 1 = ln x + c

Example 14: Determine the particular solution of

d
= 2e3t 2 , given that t = 0 when = 0.
dt

Solution:

d
= 2e3t 2 = 2(e3t )(e 2 ),
dt
by the laws of indices.
Seperating the variable gives:

d
= 2e3t dt ,
2
e
i.e. e 2 d = 2e3t dt
Integrating both sides gives:

d = 2e 3t dt

Thus the general solution is:

1 2 2 3t
e = e +c
2
3
When t = 0, = 0, thus :

1 0 2 0
1 2
1
e = e + c , from which, c = = .
2
3
2 3
6

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Hence the particular solution is:

1 2 2 3t 1
e = e
2
3
6

3e 2 = 4e3t 1 .

or

Example 15:

Find the curve which satisfies the equation xy = 1 + x 2

) dy
dx

and passes through the point (0, 1).

Solution:
Seperating the variables gives:

x
dy
dx =
2
1+ x
y

Integrating both sides gives:

1
ln 1 + x 2 = ln y + c
2
When x = 0, y = 1 thus

1
ln 1 = ln 1 + c, from which, c = 0.
2

Hence the particular solution is

i.e. ln 1 + x 2

1
2

1
ln 1 + x 2 = ln y.
2

= ln y, from which, 1 + x 2

Hence the equation of the curve is y =

1
2

= y.

(1 + x ) .
2

Example 16:
For an adiabatic expansion of a gas C v

n=

Cp
Cv

dP
dV
+ Cp
= 0, where C p and C v are constants. Given
P
V

, show that pV n = constants.

Solution:
Seperating the variables gives:

Cv

dP
dV
= C p
P
V

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Integrating both sides gives:

Cv

dP
dV
== C p
P
V

i.e. C v ln p = C p ln V + k .
Dividing throughout by constant C v gives:

ln p =

Since

Cp
Cv

Cp
Cv

= n, then ln p + n ln V = K , where K =

ln V +

k
Cv

k
.
Cv

i.e. ln p + ln V n = K or ln pV n = K , by the laws of logarithms.


Hence pV n = e K , i.e. pV n = constant.

Exercise 3 Further problems on equations of the form

dy
= f ( x) f ( y )
dx

1) In Problems (a) to (d), solve the differential equations.


a)

dy
= 2 y cos x
dx

b) (2 y 1)
c)

dy
= (3 x 2 + 1) , given x = 1 when y = 2.
dx

dy
= e 2 x y , given x = 0 when y = 0.
dx

d) 2 y (1 x) + x(1 + y )

3.2.2

dy
= 0 , given x = 1 when y = 1.
dx

The Linear First Order Differential Equations


General Form:

dy
+ P ( x ) y = Q( x )
dx

P( x ), Q( x ) are the function of x

1st step:
To solve this type of equation, Firstly we have to find the integral factor, V ( x ) .

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

V (x ) = e

For example:

a) If P ( x) =

P ( x )dx

1 dx
1
, V ( x ) = e x = e ln x = x
x

V ( x ) = x

e ln x = x
e 2 ln x = e ln x = x 2
1
1
e ln x = e ln x =
x
2

2nd step:
Multiply both side of differential equation with integral factor, V ( x ) . Then integrate the equation.

dy

V ( x ) + P ( x ) y = V ( x )Q( x )
dx

dy
V ( x ) + V ( x )P( x ) y = V ( x )Q( x )
dx
dy d
V ( x ) + [V ( x )]y = V ( x )Q( x )
dx dx
d
[V (x )]y = V (x )Q(x )
dx

Integrate

dx [V(x )]y dx = V(x )Q(x ) dx


d

V (x )y = V (x )Q (x ) dx is a general solution.

Example 17:
Solve

dy 3x 2
y = x 2 .Express y in terms of x .
+ 3
dx x + 1

Solution:
Given,

dy 3x 2
y = x 2 . (linear differential equation)
+
dx x 3 + 1

Find the integral factor:


Page 12 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

3x 2
P( x ) = 3 , Q( x ) = x 2
x +1
V ( x ) = e

x33x+1 dx

= e ln (x +1)
3

= x3 + 1
To find the general solution, use the formula

V ( x ) y = V ( x )Q( x ) dx

x 3 + 1 y = x 3 + 1 x 2 .dx

= x 2 x 3 + 1 .dx

y=

1 3
x +1 + C
3

(
(

)
) (

1 x3 +1
C
+ 3
3
3 x +1
x +1

1
C
y= + 3
3 x +1

Example 18:
Solve x

dy
2
+ 3 y = x 2 if given y = when x = 1 .
dx
5

Solution:

dy
+ 3y = x2
dx
dy 3
+ y=x
..................linear differential equation
dx x

Find the integral factor:

P(x ) =

3
, Q(x ) = x
x

V (x ) = e

x dx

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

= e

3 ln x dx

= e ln x

= x3
To find the general solution, use the formula

V ( x ) y = V ( x )Q( x ) dx
x 3 y = x 3 xdx
= x 4 dx

x5
=
+c
5
when x = 1, y =

2
5

2 ( 1)5
( 1)3 =
+c
5
5
c =

1
5

x5 1
3
x y =

5
5

Example 19:
Solve the following differential equation

dy 2
1
+ y=
dx x
x 1
Solution

dy 2
1
+ y=
dx x
x 1

linear differential equation

Find the integral factor

P(x ) =

2
1
, Q(x ) =
x
x 1

V (x ) = e

x dx

Page 14 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

= e 2 ln x

= e ln x

= x2
To find the general solution, use the formula

V ( x ) y = V ( x )Q( x ) dx

x2
x y=
dx
x 1
2

= x +1+
dx
x-1

x2 y =

x2
+ x + ln( x 1) + c
2

Example 20:
a) Find the general solution of the equation

( x 2)

dy 3( x 1)
+
y =1
dx ( x + 1)

b) Given the boundary conditions that y = 5 when x = 1 , find the particular solution of the equation
given in (a).

Solution
a)
i)

Rearranging gives:

P=

ii)

dy
3( x 1)
1
dy
+ Py = Q, where
+
y=
which is of the form
dx ( x + 1)( x 2)
( x 2)
dx

3( x 1)
1
and Q =
.
( x + 1)( x 2)
( x 2)
3( x 1)

Pdx = ( x + 1)( x 2) dx, which is integrated using partial fractions.


Let

3( x 1)
A
B

+
( x + 1)( x 2) ( x + 1) ( x 2)
A( x 2) + B ( x 1)

( x + 1)( x 2)
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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

from which, 3 x 3 = A( x 2) + B ( x + 1).


When x = 1,
6 = 3 A, from which, A = 2.
When x = 2,
3 = 3b, from which, b = 1.
Hence

3( x 1)

( x + 1)( x 2) dx = x + 1 + x 2 dx
= 2 ln( x + 1) + ln( x 2)

= ln ( x + 1) 2 ( x 2)

iii) Integrating factor

V ( x) = e

Pdx

= e ln [( x +1)

( x 2)

] = ( x + 1) 2 ( x 2)

iv) Substituting in equation V ( x ) y = V ( x )Q( x ) dx gives:

( x + 1) 2 ( x 2) y = ( x + 1) 2 ( x 2)

1
dx = ( x + 1) 2 dx
( x 2)

v) Hence the general solution is ( x + 1) 2 ( x 2) y =

1
( x + 1) 3 + c.
3

b) When x = 1, y = 5 thus 5(0)(3) = 0 + c, from which, c = 0.


Hence ( x + 1) 2 ( x 2) y =

i.e y =

1
( x + 1) 3
3

( x + 1) 3
3( x + 1) 2 ( x 2)

and hence the particular solution is


y=

( x + 1)
3( x 2)

Example 21 ( Mixing Problem)


Consider a large tank holding 1000L of water into which a brine solution of salt begins to flow at a
constant rate of 6L/min. The solution inside the tank is kept well stirred and is flowing out of the tank at a
rate of 6L/min. If the concentration of salt in the brine entering the tank is 1kg/L, determine when the
concentration of salt in the tank will reach 0.5kg/L.
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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Solution :
Step 1: Set up the mathematical model.
Let x(t) be the quantity of salt in the tank at time t.
The rate of change of salt in the tank is

dx
= input rate output rate.
dt

Input rate = quantity of the salt volume of the water


= (1 kg/l) (6 l/min) = 6 kg/min.

6x
x
kg/min.
kg/l (6 l/min) =
1000
1000

Output rate =

Then, the rate of change is

dx
6x
3x
= 6
= 6
.
dt
1000
500

Step 2 : Solve the differential equation.


Initial value, when t = 0, x = 0.

dx 3000 3 x 3(1000 x )
=
=
dt
500
500
1

1000 x dx = 500 dt
ln (1000 x ) =

3
t+c
500
3
ln (1000 x ) =
t+c
500

ln (1000 x )

=e

3
t +c
500

(1000 x) = e
x = 0, t = 0 :

3
t +c
500

= e e
c

3
t
500

(1000 0) = e c e 0
e c = 1000.

(1000 x ) = 1000e

3
t
500

x = 10001 e 500

Equation 1

Step 3 : Solve the particular problem in the question.


Find the time t when the concentration of the salt reach x = 0.5kg/L.

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

t
500
= 1 e 500
1000

3
t
500

= 1 0 .5 = 0 .5

3
t
500
= ln(0.5)
ln e

t = 0.6931
500
500
t = 0.6931
= 115.52 min .
3

Example 22 : (Radioactive decay)


Radioactive material decays at a rate proportional to the amount present For a certain radioactive
substance, approximately 10% of the original quantity decomposes in 25 years. Find the half-life of this
radioactive material, that is find the time that elapses for the quantity of material to decay to one-half of
its original quantity.

Solution:
Step 1: Set up the mathematical model.
Let Q0 represent the original quantity present and Q is the amount present at any time t (in years). The
observed rate of decay process is

dQ
Q
dt
dQ
= kQ .
dt
Step 2 : Solve the differential equation.

dQ
= kQ
dt
1
dQ = kdt
Q
Then, we have

Q dQ = kdt
ln Q = kt + C
When t = 0, Q = Q0,

ln Q0 = k (0) + C
C = ln Q0
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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Then, the equation is,

ln Q = kt + ln Q0
ln Q ln Q0 = kt
Q
ln = kt
Q0
Q
= e kt
Q0
Q = Q0 e kt .

Equation 2

Step 3 : Solve the particular problem in the question.


First, we have to find the value of the constant k. Given that after 25 years, 10% of the material has
decayed.
That is, for t = 25, Q = (1 0.10)Q0 = 0.9Q0 .
Put inside Equation 1,

0.9Q0 = Q0 e k ( 25)
0.9 = e 25k
ln 0.9 = ln e 25 k
25k = ln 0.9
k=

ln 0.9
= 0.00421.
25

Now to determine the half-life of the radioactive represents which is represent the time for the material to
decay to one-half of its original quantity, that is Q =
Then, Q =

Q0
put inside Equation 2,
2
Q0
= Q0 e kt
2
1
= e kt
2
ln 2 = kt
t=

0.00421
= 165 years.
ln 2

Page 19 of 29

Q0
.
2

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Example 23:
The current I in a series circuit with constant inductance L, constant resistance R and a constant voltage
V applied is described by the differential equation

dI
+ RI = V .
dt

Find the equation for the current I as a function of time t.

t
V
Answer : I = 1 e L

Exercise 4 Further problems on linear first order differential equations


1) Solve the following differential equations.

2)

dy
= 3 y
dx

a)

b)

dy
= x(1 2 y )
dx

c) t

dy
5t = y
dt

d)

1 dy
+ y =1
x dx

e)

dy
+ x = 2y
dx

dy
x + 1 = x 3 2 y , given x = 1 when y = 3.
dx

3) Solve

1 dy
+ 4 y = 2 given the boundary conditions x = 0 when y = 4.
x dx

dy
y
3 x2
4) Show that the solution of the equation
+ 1 = is given by y =
, given x = 1 when
dx
x
2x

y = 1.
5) Determine the particular solution of
6) Given the equation x

dy
x + y = 0 , given that x = 0 when y = 2.
dx

dy
2
2
=
y show that the particular solution is y = ln( x + 2), given the
dx x + 2
x

boundary conditions that x = 1 when y = 0.

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WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

3.3 Second Order Differential Equations


3.3.1

d2y
dy
+ cy = 0
Second Order Differential Equations of the form a 2 + b
dx
dx
(homogeneous differential equations)

Procedure to solve differential equations of the form a

d2y
dy
+ b + cy = 0
2
dx
dx

a) Rewrite the differential equation

d2y
dy
a 2 + b + cy = 0
dx
dx
as (aD 2 + bD + c) y = 0

b) Substitute m for D and solve the auxiliary equation am 2 + bm + c = 0 for m.


c) If the roots of the auxiliary equation are:
i)

real and different, say m = and m = , then the general solution is

y = Ae x + Be x
ii) real and equal, say m = twice, then the general solution is

y = ( Ax + B )e x
iii) complex, say m = j, then the general solution is

y = e x ( A cos x + B sin x )
d) Given boundary conditions, constants A and B, may be determined and the particular solution of
the differential equation obtained.

Example 24:
Determine the general solution of 2

d2y
dx

when x = 0, y = 4 and

+5

dy
3 y = 0. Find also the particular solution given that
dx

dy
= 9.
dx

Solution:
a)

d2y
dx

+5

dy
d
3 y = 0 in D- operator form is (2 D 2 + 5 D 3) y = 0, where D .
dx
dx
Page 21 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

b) Substituting m for D gives the auxiliary equation

2 m 2 + 5m 3 = 0.
Factorizing gives: (2m 1)( m + 3) = 0, from which, m =

1
or m = 3.
2

c) Since the roots are real and different the general equation is y =

1
x
Ae 2

+ Be 3 x .

d) When x = 0, y = 4,
Hence 4 = A + B .. equation (1)
1
x
Since y = Ae 2 + Be 3 x then

When x = 0,

x
dy 1
= Ae 2 3Be 3 x
dx 2

dy
1
= 9 thus 9 = A 3B .. equation (2)
dx
2

Solving the simultaneous equations (1) and (2) gives A = 6 and B = -2.
Hence the particular solution is y =

1
x
6e 2

2e 3 x

Example 25:
Find the general solution of 9

d2y
dt 2

24

boundary conditions that when t = 0, y =

dy
+ 16 y = 0 and also the particular solution given the
dt

dy
= 3.
dt

Solution:
a) 9

d2y
dt 2

24

d
dy
+ 16 y = 0 in D- operator form is (9 D 2 24 D + 16) y = 0, where D .
dt
dt

b) Substituting m for D gives the auxiliary equation

9m 2 24m + 16 = 0.
Factorizing gives: (3m 4)(3m 4) = 0, i.e. m =

4
twice.
3

4
t
c) Since the roots are real and equal, the general equation is y = ( At + B )e 3 .

d) When t = 0, y = 3, then

3 = (0 + B)e 0 , i.e. B = 3.

Page 22 of 29

WLB 10102 / MATHEMATICS 2

Since y = ( At

When t = 0,
i.e. 3 =

Chapter 3 Differential Equations

4
4
4t
t
t
dy
4

+ B)e 3 then
= ( At + B) e 3 + Ae 3 , by the product rule.

dt

dy
4
= 3 thus 3 = (0 + B ) e 0 + Ae 0
dt
3

4
B + A from which, A = -1, since B = 3.
3

4
4
t
t
Hence the particular solution is y = (t + 3)e 3 or y = (3 t )e 3

Example 26:
Solve the differential equation

d2y
dx

+6

dy
dy
+ 13 y = 0 , given that when x = 0, y = 3, and
= 7.
dx
dx

Solution:
a)

d2y
dx

+6

d
dy
+ 13 y = 0 in D-operator form is ( D 2 + 6 D + 13) y = 0, where D .
dx
dx

b) Substituting m for D gives the auxiliary equation

m 2 + 6m + 13 = 0.
Using the quadratic formula:

6 6 2 4(1)(13)
m=
2(1)

6 (16) 6 4i
=
= 3 2i
2
2

c) Since the roots are complex, the general equation is y = e 3 x ( A cos 2 x + B sin 2 x).
d) When x = 0, y = 3, hence 3 = e 0 ( A cos 0 + B sin 0), i.e. A = 3.
Since y = e 3 x ( A cos 2 x + B sin 2 x) then

dy
= e 3 x ( 2 A sin 2 x + 2 B cos 2 x ) 3e 3 x ( A cos 2 x + B sin 2 x ),
dt
by the product rule,

dy
= e 3 x [(2 B 3 A) cos 2 x (2 A + 3B )sin 2 x ]
dt
When x = 0,

dy
= 7, hence 7 = e 0 [(2 B 3 A) cos 0 (2 A + 3B ) sin 0]
dx

Page 23 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

i.e. 7 = 2 B 3 A, from which, B = 8, since A = 3.


Hence the particular solution is y = e 3 x (3 cos 2 x + 8 sin 2 x)

Exercise 5 Further problems on differential equations of the form a

d2y
dy
+ b + cy = 0
2
dx
dx

1) In Problems (a) to (b), determine the general solution of the given differential equations.
2
1

t
t
y = Ae 3 + Be 2

d2y

dy

2y = 0
a) 6
2
dt
dt

t
= ( At + B )e 2

d 2

d
b) 4
+4 + = 0
2
dt
dt
c)

d2y
dx

+2

dy
+ 5y = 0
dx

[ y = e 3 x ( A cos 2 x + B sin 2 x) ]

2) In problems (a) to (d), find the particular solution of the given differential equations for the stated
boundary conditions.
2
3

x
x
dy
dy
a) 6
+ 5 6 y = 0; when x = 0, y = 5 and
= 1. y = 3e 3 + 2e 2

dx
dx
dx 2

d2y

t
y = 4e 4 3e t

d2y

dy
dy
b) 4
5 + y = 0; when t = 0, y = 1 and
= 2.
2
dt
dt
dt

x
dy

c) (9 D + 30 D + 25) y = 0, when x = 0, y = 0 and


= 2. y = 2 xe 3

dx

d)

d 2x
dt

e)

f)

d2y
dx 2

[x = 2(1 3t )e ]

dx
dx
+ 9 x = 0; when t = 0, x = 2 and
= 0.
dt
dt

+6

dy
dy
+ 13 y = 0; when x = 0, y = 4 and
= 0. y = 2e 3 x (2 cos 2 x + 3 sin 2 x)
dx
dx

3t

(4 D 2 + 20 D + 125) = 0, when t = 0, = 3 and


Page 24 of 29

d
= 2.5. = e 2.5t (3 cos 5t + 2 sin 5t )
dt

WLB 10102 / MATHEMATICS 2

3.3.2

Chapter 3 Differential Equations

d2y
dy
+ cy = Q( x)
Second Order Differential Equations of the form a 2 + b
dx
dx
(non-homogeneous differential equations)

Procedure to solve differential equations of the form a

d2y
dx

+b

dy
+ cy = Q( x)
dx

a) Rewrite the differential equation

d2y
dx 2

+b

dy
+ cy = Q( x)
dx

as (aD 2 + bD + c) y = Q ( x)

b) Substitute m for D and solve the auxiliary equation am 2 + bm + c = 0 for m.

c) Obtain the complementary solution, yc , which is achieved using the same procedure as in
Section 3.3.1(c) , page 19.
d) To determine the particular solution, y p , firstly assume a particular integral which is suggested
by Q (x) , but which contains undetermined coefficients. Table 3.1 provides some guidance on
choosing the general form of the particular solution to a nonhomogeneous differential equation.

e) Substitute the suggested P.I. into the differential equation ( aD 2 + bD + c) y = Q ( x) and equate
relevant coefficients to find the constants introduced.
f) The general solution is given by y = y c + y p

g) Given boundary conditions, arbitrary constants in the complementary solution, may be


determined and the particular solution of the differential equation obtained.

Page 25 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Example 27:
Solve the differential equation

d2y
dx 2

dy
2 y = 4.
dx

Solution:
a)

d2y
dx

dy
d
2 y = 4 in D-operator form is ( D 2 + D 2) y = 4, where D .
dx
dx

b) Substituting m for D gives the auxiliary equation

m 2 + m 2 = 0.
Factorizing gives:

(m 1)(m + 2) = 0 , from which m = 1 or m = 2.


c) Since the roots are real and different, the complementary solution, y c = Ae x + Be 2 x .
d) Since the term on the right hand side of the given equation is a constant, i.e. Q ( x) = 4, let the
particular solution also be a constant, say y p = k .
e) Substituting

yp = k

into

( D 2 + D 2) y p = 4,

gives

( D 2 + D 2) k = 4.

Since

D (k ) = 0 and D 2 (k ) = 0 then 2k = 4, from which k = 2. Hence the the particular solution


y p = 2.
f) The general solution is given by y = y c + y p i.e. y = Ae x + Be 2 x 2

Example 28:
Determine the particular solution of the equation
when x = 0, y = 0 and

d2y
dy
3
= 9, given the boundary conditions that
2
dx
dx

dy
= 0.
dx

Solution:
a)

d2y
dy
d
3 = 9 in D-operator form is ( D 2 3D ) y = 9. where D .
2
dx
dx
dx

b) Substituting m for D gives the auxiliary equation

m 2 3m = 0.
Factorizing gives:

m(m 3) = 0 , from which m = 0 or m = 3.


c) Since the roots are real and different, the complementary solution, y c = A + Be 3 x .

Page 26 of 29

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

d) Since the complementary solution contains a constant (i.e. A ) then let the particular solution,

y p = kx.
y p = kx

e) Substituting

into

( D 2 3D) y p = 9,

gives

( D 2 3D)kx = 9.

Since

D(kx) = k and D 2 (kx) = 0 then 0 3k = 9, from which k = 3. Hence the particular solution
y p = 3x.
f) The general solution is given by y = y c + y p i.e. y = A + Be 3 x 3 x.
g) When x = 0, y = 0, thus 0 = A + Be 0 0,
i.e. 0 = A + B

dy
= 3Be 3 x 3;
dx

.. equation (1)

dy
= 0 when x = 0, thus 0 = 3Be 0 3 from which, B = 1. From equation
dx

(1), A = 1.
Hence the particular solution is

y = 1 + 1e 3 x 3 x,
i.e. y = e 3 x 3 x 1

Example 29:
Solve the differential equation 2

d2y
dy
11 + 12 y = 3 x 2.
2
dx
dx

Solution:
a)

d2y
dy
11 + 12 y = 3 x 2
2
dx
dx

in D-operator form is

(2 D 2 11D + 12) y = 3 x 2. where

d
.
dx

b) Substituting m for D gives the auxiliary equation

2m 2 11m + 12 = 0.
Factorizing gives:

(2m 3)(m 4) = 0, from which, m =

3
or m = 4.
2

c) Since the roots are real and different, the complementary solution, y c = Ae

3
x
2

d) Since Q ( x) = 3 x 2 is a polynomial, let the particular solution , y p = ax + b.


e) Substituting y p = ax + b into (2 D 2 11D + 12) y p = 3 x 2 gives:

Page 27 of 29

+ Be 4 x .

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

(2 D 2 11D + 12)(ax + b) = 3 x 2 ,
i.e. 2 D 2 (ax + b) 11D (ax + b) + 12(ax + b) = 3 x 2,
i.e. 0 11a + 12ax + 12b = 3 x 2
Equating the coefficient of x gives: 12a = 3, from which, a =

1
.
4

Equating the constant terms gives:

11a + 12b = 2

1
4

i.e. 11 + 12b = 2 , from which, 12b = 2 +


Hence the particular solution is y p = ax + b =

11 3
1
= b = .
4 4
16

1
1
x+ .
4
16

f) The general solution is given by y = y c + y p i.e. y = Ae

3
x
2

+ Be 4 x +

1
1
x+

4
16

Example 30:
Solve

the

x = 0, y =

equation

d2y
dy
2 + y = 3e 4 x
2
dx
dx

given

the

boundary

conditions

2
dy
1
and
=4 .
3
dx
3

Solution:
a)

d2y
dy
d
2 + y = 3e 4 x in D-operator form is ( D 2 2 D + 1) y = 3e 4 x where D .
2
dx
dx
dx

b) Substituting m for D gives the auxiliary equation

m 2 2 m + 1 = 0.
Factorizing gives:

(m 1)(m 1) = 0, , from which, m = 1 twice.


c) Since the roots are real and equal, the complementary solution, y c = ( Ax + B )e x .
d) Since Q ( x) = 3e 4 x is an exponential function, let the particular solution , y p = ke 4 x .
e) Substituting y p = ke 4 x into ( D 2 2 D + 1) y = 3e 4 x gives:

( D 2 2 D + 1)ke 4 x = 3e 4 x ,
i.e. D 2 ( ke 4 x ) 2 D ( ke 4 x ) + 1( ke 4 x ) = 3e 4 x
i.e. 16ke 4 x 8ke 4 x + ke 4 x = 3e 4 x

Page 28 of 29

that

when

WLB 10102 / MATHEMATICS 2

Chapter 3 Differential Equations

Hence 9ke 4 x = 3e 4 x , from which, k =

1
.
3

Hence the particular solution is y p = ke 4 x =

1 4x
e .
3

f) The general solution is given by y = y c + y p i.e. y = ( Ax + B )e x +

2
3

g) When x = 0, y = , thus

1 4x
e
3

2
1
= (0 + B )e 0 + e 0 , from which, B = 1.
3
3

dy
4
= ( Ax + B )e x + e x ( A) + e 4 x .
dx
3
When x = 0 ,

dy
1
13
4
= 4 , thus
= B+ A+
from which, A = 4, since B = 1. Hence the
dx
3
3
3

particular solution is

1
y = (4 x 1)e x + e 4 x
3

Page 29 of 29