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Engineering Analysis

The document outlines the syllabus for the Engineering Analysis course at the University of Misan for the 2024-2025 academic year, taught by Asst. Prof. Dr. Mustafa Chasib Jasim. It includes course structure, grading criteria, references, and a detailed schedule of topics covering various types of differential equations and their applications. Students are expected to engage with provided resources and maintain communication with the instructor for support.

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2ahmedcivil002
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0% found this document useful (0 votes)
64 views95 pages

Engineering Analysis

The document outlines the syllabus for the Engineering Analysis course at the University of Misan for the 2024-2025 academic year, taught by Asst. Prof. Dr. Mustafa Chasib Jasim. It includes course structure, grading criteria, references, and a detailed schedule of topics covering various types of differential equations and their applications. Students are expected to engage with provided resources and maintain communication with the instructor for support.

Uploaded by

2ahmedcivil002
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Engineering Analysis

2024-2025

University of Misan
College of Engineering
Civil Engineering Department

Asst. Prof. Dr. Mustafa Chasib Jasim


Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Syllabus

ENGINEERING ANALYSIS
UNIVERSITY OF MISAN
COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING
2024-2025

• Instructor: Asst. Prof. Dr. Mustafa Chasib Jasim


Ph.D. Civil Engineering/Structural, M.Sc. Mathematics, University of Iowa.
M.Sc. Civil Engineering/Structural, B.Sc. Civil Engineering, University of Basrah.
• Email: [email protected]
• Course website: https://classroom.google.com/c/Njk3NzI3NDMwMjU1?cjc=tpjggl6

Google Classroom class code: tpjggl6

Join the class using your first, middle, and last name.

• References: Advanced Engineering Mathematics by C. R. Wylie


Advanced Engineering Mathematics by H. K. Dass
Advanced Engineering Mathematics by E. Kreyszig
Advanced Engineering Mathematics by Dennis G. Zill
• Instructor office hours: by appointment.
• Exams: the initial exams and quizzes dates are shown in the course schedule.
• Homework: homework problems will be assigned by the instructor on the class’s page. Please, solve your
assignments on the assignment sheet and upload them on the designated page.
• Course grades are based on one mid-term exam(s), quiz(es), attendance, homework, and final exam.
• This course is given by the College of Engineering. This means that class policies on matters such as
requirements, grading, and sanctions for academic dishonesty are governed by the College of Engineering.
During the class period, please, do not use your cell phone for any reason.
Students are not allowed to be late more than 10 minutes for more than one time during the semester.
• Course Organization: This course is arranged into 30 lectures. Each lecture has some associated readings and
homework assignments.
• Expectations: 1. There are a variety of resources available to help learn the material: (i) the textbooks; (ii) the
lecture notes and solved example problems; and (iii) interactions with the instructor during office hours (iv)
the internet. Use those resources that you find most helpful to your learning of the subject matter. 2. If you
are putting time and effort into the course, and are using the resources provided, but are struggling with the
material, please let the instructor know. 3. Perior good knowledge of calculus. The following topics in
particular: differentiating, integrating, trigonometric manipulation, and partial derivative.
• Communications and suggestions. Students can communicate with the instructor through e-mails only.
Students are welcome to send suggestions to enhance the class.
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. I
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Syllabus

COURSE SCHEDULE
Week Period Lecture Topic
1 Introduction
1
2 ODE: Standard Form & Separable 1st-Order DEs
3 ODE: Homogeneous DEs
2
4 ODE: Exact DEs
5 ODE: Equations Reducible to The Exact DEs (μ is a function of x only)
3
6 ODE: Equations Reducible to The Exact DEs (μ is a function of y only)
7 ODE: Equations Reducible to The Exact DEs (Integrating Factor by Inspection)
4
8 ODE: Linear DEs/Quiz 1
9 ODE: Reducible to Linear DEs
5
10 2nd-order DE reduced to 1st-order DE: without the dependent variable
11 2nd-order DE reduced to 1st-order DE: without the independent variable
6 Applications on 1st-Order DEs: Population Growth and Decay & Orthogonal
12
Trajectories
13 Applications on 1st-Order DEs: Suspended Cables & Flow through orifices
7
14 2nd & Higher Order Linear ODEs: Introduction
15 2nd & Higher Order Linear ODEs: Homogeneous with constant coefficients
8
16 nth-Order Homogeneous Linear DE with Constant Coefficients
17 Exam 1
9 Non-homogeneous Linear DE with Constant Coefficients/Undetermined
18
Coefficients
Non-homogeneous Linear DE with Constant Coefficients/Variation of
19
10 Parameters
20 Euler-Cauchy Equation & Legendre Equation
Applications on 2nd & Higher Order Linear ODEs: Forced Oscillations and
21
11 Resonance
22 Applications on 2nd & Higher Order Linear ODEs: Beam Deflection
23 Applications on 2nd & Higher Order Linear ODEs: Buckling of columns
12
24 System of Differential Equations
Laplace Transforms: Introduction/First Shifting Theorem/Linearity of the
25
13 Laplace Transform/Quiz 2
26 Laplace Transforms: Inverse Laplace Transforms
27 Laplace Transforms: Transforms of Derivatives/ Solving Linear ODEs
14
28 Partial Differential equations
29 Partial Differential equations
15
30 Exam 2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. II
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Civil Engineering Department
Introduction

Introduction
1. Modeling
If we want to solve an engineering problem (usually of a physical nature), we first have to formulate the
problem as a mathematical expression in terms of variable functions and equations. Such an expression is
known as a mathematical model of a given problem. The process of setting up a model, solving it
mathematically, and interpreting the result in physical or other terms is called mathematical modeling, briefly,
modeling.
Modeling examples

Physical system

Mathematical Model 𝑦 ′′ = 𝑔 (𝑐𝑜𝑛𝑠. ) 𝑚𝑦 ′′ + 𝑘𝑦 = 0 𝐸𝐼𝑦 𝑖𝑣 = 𝑓(𝑥)


Mathematical Solution
Physical Interpterion

2. Differential Equations
An equation that relates one or more unknown functions and their derivatives is called a differential
equation (DE). In practical applications, the derivatives signify the rates of change of physical quantities, the
functions often reflect those values, and the differential equation establishes the relationship between the two.
Examples of differential equations are:
𝑑𝑦
= 𝑒 𝑥 + 𝑠𝑖𝑛 𝑥 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑐𝑜𝑠 𝑥
𝑑𝑥
𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢
2 + =
2
3𝑥 𝑑𝑥 + 2𝑦 𝑑𝑦 = 0
𝜕𝑥 𝜕𝑦 2 𝜕𝑡

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor . 1
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Civil Engineering Department
Introduction

3. Classification of Differential Equations


3.1 Type

3.1.1 Ordinary differential equation (ODE)


ODE are equations where the derivatives are taken with respect to only one variable. Namely, there is
only one independent variable. Examples of ODE are:
𝑑𝑦
= 𝑘𝑦 (Exponential growth)
𝑑𝑥
𝑑𝑢
= 𝑘(𝐴 − 𝑢) (Newton's law of cooling)
𝑑𝑡
𝑑𝑦 𝑑𝑧
+ =0
𝑑𝑥 𝑑𝑥
𝑑2𝑥 𝑑𝑥
𝑚 +𝑐 + 𝑘𝑥 = 𝑓(𝑥) (Mechanical vibrations)
𝑑𝑡 2 𝑑𝑡
3.1.2 Partial differential equation (PDE)
PDE are equations that depend on partial derivatives of several variables. That is, there are several
independent variables. Examples of PDE are:
𝜕𝑦 𝜕𝑦
+𝑐 =0 (Transport equation)
𝜕𝑡 𝜕𝑥
𝜕𝑢 𝜕2 𝑢
= (Heat equation)
𝜕𝑡 𝜕𝑥 2
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
= + (Wave equation in 2 dimensions)
𝜕𝑡 2 𝜕𝑥 2 𝜕𝑦 2
3.2 Order
The order of the differential equation is the order of the highest derivative that appears in that
equation. Examples of higher-order differentiation equations are:

𝑦 ′′ − 2 𝑦 ′ + 𝑦 = 𝑐𝑜𝑠 𝑥 (second-order ordinary differential equation (2nd order ODE))


𝜕3 𝑢 𝜕2 𝑢
+ =0 (third order partial differential equation (3rd order PDE))
𝜕𝑥 3 𝜕𝑦 2
3.3 Degree
The degree of the differential equation is the power of the highest derivative that appears in that equation.
Examples of higher-degree differentiation equations are:

(𝑦 ′′ )2 − 𝑐𝑜𝑠 𝑥 = 0 (2nd order, 2nd degree, ODE)


(𝑦 ′′ )2 + (𝑦 ′ )4 − 𝑐𝑜𝑠 𝑥 = 0 (2nd order, 2nd degree, ODE)
3.4 Linearity
A differential equation is linear in a set of one or more of its dependent variables if and only if each term
of the equation that contains a variable of the set or any of their derivatives is of the first degree in those
variables and their derivatives. Namely, DE is linear if:

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor . 2
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Civil Engineering Department
Introduction

i- The dependent variable and all its derivatives appear in a linear form.
ii- There is no production of a dependent variable with one of its derivatives or one of its derivatives with
another derivative.
Examples of nonlinear DE are:
𝑑𝑦
+ 𝑦2 = 1
𝑑𝑥
𝑑2𝑦
+ 𝑠𝑖𝑛 𝑦 = 0
𝑑𝑥 2
𝑦 + (𝑦 ′ )2 = 𝑥
𝑣

𝜕3 𝑢 𝜕𝑢
=𝑢
𝜕𝑥 3 𝜕𝑦
𝑑4𝑦 𝑑2 𝑦 𝑑𝑦
+ =0
𝑑𝑥 4 𝑑𝑥 2 𝑑𝑥

4. Solution of differential equations


A solution to an algebraic (e.g. 𝑥 2 − 𝑥 = 0) or transcendental (e.g. 𝑥 = 𝑒 𝑥 ) equation in a single variable
(e.g. 𝑥 ) is a number that satisfies the equation. On the other hand, solutions for differential equations are
functions that satisfy the equation.
i- General solution (GS): The general solution of the differential equation is the relation between the variables
𝑥 and 𝑦 which is obtained after removing the derivatives (i.e., integration) where the relation contains arbitrary
𝑑3 𝑦
constants to denote the order of an equation. For example, for the DE = 0, 𝑦1 = 𝐴, 𝑦2 = 𝐵𝑥, and 𝑦3 =
𝑑𝑥 3

𝐶𝑥 2 satisfy the DE. Thus, 𝑦 = 𝑦1 + 𝑦2 + 𝑦3 = 𝐴+ 𝐵𝑥 + 𝐶𝑥 2 is a GS.


ii- Particular solution (PS): The particular solution of a DE is one obtained from the general solution of
that DE by assigning specific values to the arbitrary constants. For instance, 𝑦 = 2 + 3𝑥 + 5𝑥 2 is a PS to
the above DE.

5. Higher Derivatives
If 𝑦 = 𝑓(𝑥) is differentiable, its derivative 𝑦 ′ is also called the first derivative of 𝑓 . Derivatives may
appear in different notations:
𝑑𝑦
First derivative: 𝑦′ = 𝑓′ = = 𝐷𝑥 𝑦
𝑑𝑥

𝑑𝑦
Second derivative: 𝑦 ′′ = 𝑓 ′′ = = 𝐷𝑥2 𝑦
𝑑𝑥

𝑑𝑛 𝑦
nth derivative: 𝑦 (𝑛) = 𝑓 (𝑛) = = 𝐷𝑥𝑛 𝑦
𝑑𝑥 𝑛

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor . 3
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Civil Engineering Department
Introduction

the partial derivative notations of 𝑓 that are a function of 𝑥, 𝑦, and 𝑧:


𝜕𝑓
First derivative: 𝑓𝑥′ = = 𝜕𝑥 𝑓
𝜕𝑥

′′ 𝜕2 𝑓
Second derivative: 𝑓𝑥𝑥 = = 𝜕𝑥2 𝑓 = 𝜕𝑥𝑥 𝑓
𝜕𝑥 2

(𝑛) 𝜕𝑛 𝑓
nth derivative: 𝑓𝑥𝑛 = = 𝜕𝑥𝑛 𝑓 = 𝜕𝑥𝑛 𝑓
𝜕𝑥 𝑛

𝜕2 𝑓 𝜕 𝜕𝑓
mixed derivatives: (𝑓𝑥′ )′𝑦 = 𝑓𝑥𝑦
′′
= = ( ) = 𝜕𝑦𝑥 𝑓 = 𝜕𝑦𝜕𝑥𝑓
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

Assignment 1
I- Classify the following DEs (𝑎 and 𝑏 are constants):

1. 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑥 4 2. 𝑦 ′′ + (𝑎 + 𝑏 cos 2𝑥)𝑦 = 0 3. 𝑦 ′′′ + 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑎𝑏𝑦 = 𝑒 𝑥

4. 𝑦 iv + 𝑥𝑦 ′′ + 𝑦 2 = 0 5. 𝑑(𝑥𝑦 ′ )/𝑑𝑥 + 𝑥𝑦 = 0 6. (𝑥 + 𝑦)𝑑𝑦 = (𝑥 − 𝑦)𝑑𝑥

7. 𝑎2 𝜕 2 𝑢/𝜕𝑥 2 = 𝜕 2 𝑢/𝜕𝑡 2 8. 𝜕𝑢/𝜕𝑡 + 𝑥𝑢 = 𝑑 2 𝑥/𝑑𝑡 2 9. 𝜕 2 𝑢/𝜕𝑥 2 = 𝑢𝜕𝑢/𝜕𝑡

𝜕 2 𝑢/𝜕𝑥 2 + 𝜕 2 𝑢/𝜕𝑦 2 𝜕 2 (𝑥 2 𝜕 2 𝑢/𝜕𝑥 2 )/𝜕𝑥 2 𝜕𝑢/𝜕𝑥 + 𝑢𝜕𝑣/𝜕𝑦


10. 11. 12.
+ 𝜕 2 𝑢/𝜕𝑧 2 = 𝜙(𝑥, 𝑦, 𝑧) = 𝜕 2 𝑢/𝜕𝑡 2 = 𝑣𝜕 2 𝑣/𝜕𝑥𝜕𝑦

II- Show that each of the following DE has the indicated GS that satisfies it:
1. 𝑦 ′′ + 4𝑦 = 0 𝑦 = 𝑎 cos 2𝑥 + 𝑏 sin 2𝑥
2. 𝑦 ′′ − 4𝑦 = 0 𝑦 = 𝑎𝑒 2𝑥 + 𝑏𝑒 −2𝑥
3. 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 12𝑒 2𝑥 𝑦 = 𝑎𝑒 −𝑥 + 𝑏𝑒 −2𝑥 + 𝑒 2𝑥
4. 𝑦 ′′ − 6𝑦 ′ + 9𝑦 = 0 𝑦 = 𝑎𝑒 3𝑥 + 𝑏𝑥𝑒 3𝑥
5. (cos 2𝑥)𝑦 ′ + (2 sin 2𝑥)𝑦 = 2 𝑦 = 𝑎cos 2𝑥 + sin 2𝑥
6. 2𝑥𝑦 ′ 𝑑𝑦 = (𝑦 ′2 − 𝑥)𝑑𝑥 𝑦 = 𝑦1 , or 𝑦 = 𝑦2 , where 𝑦1 ≠ 𝑦2 and 𝑦12 = 𝑦22 = 𝑎𝑥 − 𝑥 ln𝑥
7. 𝑦 ′′ + (𝑦 ′ )2 + 1 = 0 𝑦 = ln cos (𝑥 − 𝑎) + 𝑏
8. ∂2 𝑢/ ∂𝑥 2 = ∂𝑢/ ∂𝑡 𝑢 = 𝑎𝑒 −9𝑡 cos (3𝑥 + 𝑏)
9. 4 ∂2 𝑢/ ∂𝑥 2 = ∂2 𝑢/ ∂𝑡 2 𝑢 = 𝑎𝑓(𝑥 + 2𝑡) + 𝑏𝑔(𝑥 − 2𝑙); 𝑓 and 𝑔 twice differentiable on (−∞, ∞)

III- Determine all values of 𝑚 for which 𝑦 = 𝑥 𝑚 is a solution of the DE: 3𝑥 3 𝑦 ′′′ − 𝑥 2 𝑦 ′′ + 2𝑥𝑦 ′ − 2𝑦 = 0.

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor . 4
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Ordinary Differential Equations of the First Order


1. Standard Form
The standard form for the first-order ODE in the unknown function 𝑦(𝑥) is:

𝑦 ′ = 𝑓(𝑥, 𝑦) (the slop form)

where the derivative 𝑦 ′ appears only on the left side. Many, but not all, first-order differential equations can
be written in standard form by algebraically solving for 𝑦 ′ and then setting 𝑓(𝑥, 𝑦) equal to the right side of
the resulting equation.

The right side of the above equation can always be written as a quotient of two other functions 𝑀 (𝑥, 𝑦)
and −𝑁(𝑥, 𝑦). Then the equation becomes 𝑑𝑦/𝑑𝑥 = 𝑀(𝑥, 𝑦)/−𝑁(𝑥, 𝑦), which is equivalent to the
differential form:

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 (the exact form)


for example, the following DE which is the standard form:
2𝑥 − 𝑦
𝑦′ =
𝑦 − 3𝑥
can be rewritten in the exact form as:

(2𝑥 − 𝑦)𝑑𝑥 − (𝑦 − 3𝑥)𝑑𝑦 = 0.

2. Separable First-Order Differential Equations


If we can separate the dependent variable and its differential from the independent variable and its
differential in a DE, then this DE is called separable DE. For example:

𝑔(𝑥)𝑑𝑥 + ℎ(𝑦)𝑑𝑦 = 0
is separable DE. The solution to this equation is:

∫ 𝑔(𝑥)𝑑𝑥 + ∫ ℎ(𝑦)𝑑𝑦 = 𝑐

where 𝑐 is an arbitrary constant.

Example 1
Solve 𝑥𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0

1/3
3𝑥 2
𝑦=( + 𝐶) (𝐶 = 3𝑐 )
2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 5
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Example 2
𝑑𝑦 𝑥 2 +2
Solve =
𝑑𝑥 𝑦

2 2
𝑦 = √ 𝑥 3 + 4𝑥 + 𝐶 and 𝑦 = −√ 𝑥 3 + 4𝑥 + 𝐶
3 3

Example 3
Solve 𝑦′ = 𝑥𝑦 − 𝑥, 𝑦(0) = 3

2 /2
𝑦 = 1 + 𝐶𝑒 𝑥 (GS)
apply the given condition, at 𝑥 = 0, 𝑦 = 3
2 /2
3 = 1 + 𝐶𝑒 0 ⇒𝐶=2
2 /2
𝑦 = 1 + 2𝑒 𝑥 (PS)

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 6
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Assignment 2
I- Write the following DEs in standard forms (if possible):

1. 𝑥𝑦 ′ − 𝑦 2 = 0 2. 𝑒 𝑥 𝑦 ′ + 𝑒 2𝑥 𝑦 = sin 𝑥 3. (𝑦 ′ + 𝑦)5 = sin(𝑦 ′ /𝑥)


′ +𝑦)
4. 𝑥𝑦 ′ + 𝑦 2 = 0 5. 𝑒 (𝑦 =𝑥 6. (𝑦 ′ )3 + 𝑦 2 + 𝑦 = sin𝑥
7. (𝑦 ′ )3 + 𝑦 2 + 𝑦 = sin𝑥 8. (𝑦 ′ )3 + 𝑦 2 + 𝑦 = sin𝑥 9. 𝑑𝑦 + 𝑑𝑥 = 0
𝑥+𝑦
10. (𝑥 − 𝑦)𝑑𝑥 + 𝑦 2 𝑑𝑦 = 0 11. 𝑑𝑥 + 𝑑𝑦 = 0 12. 𝑑𝑦 + 𝑑𝑥 = 0
𝑥−𝑦

II- Solve the following DEs:


𝑥+1 𝑑𝑥
1. 𝑦′ = 2. 𝑑𝑦 = 2𝑡(𝑦 2 + 9)𝑑𝑡 3. = 𝑥 2 − 2𝑥 + 2
𝑦4 + 1 𝑑𝑦
𝑑𝑥 𝑑𝑥 𝑥 𝑥𝑒 𝑥
4. = 8 − 3𝑥; 𝑥(0) = 4 5. = 6. 𝑦′ =
𝑑𝑡 𝑑𝑡 𝑡 2𝑦
2
cos 𝑥 𝑑𝑥 + (1 − sin𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑥𝑒 𝑥 𝑑𝑥 + (𝑦 5 − 1)𝑑𝑦
7. 8. 9.
6𝑦 5 )𝑑𝑦 = 0, 𝑦(𝜋) = 0 = 0; 𝑦(0) = −2 = 0; 𝑦(0) = 0
1 1 4 𝑦−3 𝑑𝑦
10. 𝑑𝑥 − 𝑑𝑦 = 0 11. 𝑑𝑡 − 𝑑𝑦 = 0 12. = 𝑦2
𝑥 𝑦 𝑡 𝑦 𝑑𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 7
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

3. Homogeneous Differential Equations


A differential equation in standard form (𝑦 ′ = 𝑓(𝑥, 𝑦)) is homogeneous of degree 𝑛 if:

𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡 𝑛 𝑓(𝑥, 𝑦)


2𝑥𝑦
for every real number 𝑡. For example, 𝑦 ′ = is not separable. Instead, it has the form 𝑦 ′ = 𝑓 (𝑥, 𝑦)
𝑥 2 −𝑦 2

with
2𝑥𝑦
𝑓 (𝑥, 𝑦) =
𝑥 2 −𝑦 2

Is it homogeneous?
Replace 𝑥 and 𝑦 with 𝑡𝑥 and 𝑡𝑦, respectively.

Example 4
2(𝑡𝑥)(𝑡𝑦) 𝑡 2 (2𝑥𝑦) 2𝑥𝑦
𝑓(𝑡𝑥, 𝑡𝑦) = 2 2
= = 2 = 𝑓(𝑥, 𝑦)
(𝑡𝑥) − (𝑡𝑦) 𝑡 (𝑥 − 𝑦 ) 𝑥 − 𝑦 2
2 2 2

thus, it is homogenous with a degree of 0 (𝑡 0 ). The homogeneous DE can be always reduced to separable
variables DE by the substitution 𝑦 = 𝑥𝑢 or 𝑥 = 𝑦𝑢. Therefore, for the above DE, say:
𝑑𝑦 𝑑𝑢
𝑦 = 𝑥𝑢 and 𝑦 ′ = =𝑥 +𝑢
𝑑𝑥 𝑑𝑥

we now have:
𝑑𝑢 2𝑥(𝑥𝑢) 𝑑𝑢 𝑢(𝑢2 +1)
𝑥 +𝑢 = ⇒ 𝑥 =− (separable DE)
𝑑𝑥 𝑥 2 −(𝑥𝑢)2 𝑑𝑥 𝑢2 −1

1 𝑢2 − 1
𝑑𝑥 + 𝑑𝑢 = 0
𝑥 𝑢 (𝑢 2 + 1)
1 1 2𝑢
𝑑𝑥 + (− + 2 ) 𝑑𝑢 = 0
𝑥 𝑢 𝑢 +1
𝑙𝑛 𝑥 − 𝑙𝑛 𝑢 + 𝑙𝑛(𝑢2 + 1) = 𝑐 (exp both sides)
1 𝑦
𝑥 (𝑢2 + 1) = 𝑒 𝑐 (𝑢 = )
𝑢 𝑥

1 𝑦 2
𝑥 𝑦 (( ) + 1) = 𝑒 𝑐 ⇒ 𝑥 2 + 𝑦 2 = 𝐶𝑦 (𝑒 𝑐 =C)
𝑥
𝑥

Example 5
𝑥
Solve 𝑑𝑥 + (𝑦 cos2 ( ) − 𝑥)𝑑𝑦 = 0
𝑦

The given DE is homogeneous of degree 1 (prove it). Let:


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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

this DE is separable
𝑑𝑢 𝑑𝑦 𝑑𝑦
+ =0 ⇒ 𝑠𝑒𝑐 2 𝑢𝑑𝑢 + =0 ⇒ 𝑡𝑎𝑛 𝑢 + 𝑙𝑛 𝑦 = 𝐶
𝑐𝑜𝑠 2 𝑢 𝑦 𝑦
𝑥
𝑡𝑎𝑛 ( ) + 𝑙𝑛 𝑦 = 𝐶
𝑦

Example 6
Solve 2(2𝑥2 + 𝑦2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
The given DE is homogeneous of degree 2 (prove it). Let:

(4𝑥 2 + 𝑢2 𝑥 2 )𝑑𝑥 − 𝑢𝑥 3 𝑑𝑢 = 0 ⇒ (4 + 𝑢2 )𝑑𝑥 − 𝑢𝑥𝑑𝑢 = 0 (separable DE)

𝑥 4 = 𝐶 (4𝑥 2 + 𝑦 2 )
Solve the problem using 𝑥 = 𝑢𝑦

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 9
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Assignment 3
I- Determine if the following DEs are homogenous (find the degree):

𝑦+𝑥 𝑦2 2𝑥𝑦𝑒 𝑥/𝑦


1. 𝑦 =′ 2. 𝑦′ = 3. 𝑦′ = 𝑥
𝑥 𝑥 𝑥 2 + 𝑦 2 sin 𝑦

𝑥2 + 𝑦
4. ′
𝑦 = 5. 𝑥(𝑦 + 𝑥)𝑑𝑥 = 𝑦 2 𝑑𝑦 6. (𝑥𝑦 + 𝑥)𝑑𝑥 = (𝑦 2 − 𝑥 2 )𝑑𝑦
𝑥3
7. (𝑥𝑦 + 𝑥)𝑑𝑥 = (𝑦 2 − 𝑥 2 )𝑑𝑦 8. 𝑦(ln𝑦 − ln𝑥 − 1)𝑑𝑥 + 𝑥𝑑𝑦 9. 𝑦(ln𝑦 − 1)𝑑𝑥 + 𝑥𝑑𝑦 = 0

II- Solve the following DEs:

(𝑦 2 − 𝑥𝑦)𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0 (𝑥 2 − 𝑦 2 ) 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
1. 𝑥 2.
Ans: 𝑦 = ln 𝑥 + 𝐶 Ans: 𝑥 2 + 𝑦 2 = 𝐶𝑥

𝑑𝑦
𝑥(𝑦 − 𝑥) = 𝑦(𝑦 + 𝑥)
3. 𝑑𝑥 4. 𝑥(𝑥 − 𝑦)𝑑𝑦 + 𝑦 2 𝑑𝑥 = 0
𝑦
Ans: 𝑥 − ln 𝑥𝑦 = 𝐶 Ans: 𝑦 = 𝑥 ln 𝐶𝑦
𝑑𝑦 𝑥−2𝑦 𝑑𝑦 𝑦 𝑦
+ 2𝑥−𝑦=0 = tan ( ) +
5. 𝑑𝑥
6. 𝑑𝑥 𝑥 𝑥
3 𝑦
Ans: 𝑦 − 𝑥 = 𝐶(𝑥 + 𝑦) Ans: sin 𝑥 = 𝐶𝑥

(𝑥 2 + 𝑦 2 )𝑑𝑦 = 𝑥𝑦𝑑𝑥 (𝑦 2 + 2𝑥𝑦)𝑑𝑥 + (2𝑥 2 + 3𝑥𝑦)𝑑𝑦 = 0


7. 𝑥2 8.
Ans: − 2𝑦 2 + ln 𝑦 = 𝐶 Ans: 𝑥𝑦 2 (𝑥 + 𝑦) = 𝐶

(𝑥 3 − 3𝑥𝑦 2 )𝑑𝑥 + (𝑦 3 − 3𝑥 2 𝑦)𝑑𝑦 = 0, 𝑦 𝑦


𝑥sin 𝑑𝑦 = (𝑦 sin − 𝑥) 𝑑𝑥
𝑥 𝑥
9. 𝑦(0) = 1 10.
𝑦
Ans: 𝑥 4 − 6𝑥 2 𝑦 2 + 𝑦 4 =1 Ans: cos 𝑥 = ln 𝑥 + 𝐶
𝑥 𝑥
𝑑𝑦 𝑦 + √𝑥 2 + 𝑦 2 𝑥𝑦ln 𝑑𝑥 + (𝑦 2 − 𝑥 2 ln ) 𝑑𝑦 = 0, 𝑦(1) = 0
= 𝑦 𝑦
11. 𝑑𝑥 𝑥 12.
𝑥2 𝑥 𝑥2 3
Ans: 𝑦 + √𝑥 2 − 𝑦2 = 𝐶𝑥 2 Ans: 2𝑦2 ln 𝑦 − 4𝑦2 + ln 𝑦 = 1 − 4𝑒 2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 10
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

4. Exact Differential Equations


A differential equation in the exact form (𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0) is 𝑒𝑥𝑎𝑐𝑡 if:

𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
=
𝜕𝑦 𝜕𝑥
Such that for a function 𝑔(𝑥, 𝑦):

𝑑𝑔(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦


To solve an exact DE, we use the following procedure:
𝜕𝑔(𝑥,𝑦) 𝜕𝑔(𝑥,𝑦)
i- Set = 𝑀(𝑥, 𝑦) and = 𝑁(𝑥, 𝑦) where 𝑔(𝑥, 𝑦) = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡.
𝜕𝑥 𝜕𝑦

𝜕𝑔(𝑥,𝑦)
ii- Solve = 𝑀(𝑥, 𝑦) by integrating both sides with respect to 𝑥:
𝜕𝑥

𝜕𝑔(𝑥, 𝑦)
∫ 𝑑𝑥 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ℎ(𝑦)
𝜕𝑥

∫ 𝜕𝑔(𝑥, 𝑦) = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ℎ(𝑦) ⇒ 𝑔(𝑥, 𝑦) = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ℎ(𝑦)

iii- To find ℎ(𝑦) differentiate the last equation with respect to 𝑦:


𝜕𝑔(𝑥, 𝑦) 𝜕
= ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ℎ′ (𝑦)
𝜕𝑦 𝜕𝑦
𝜕𝑔(𝑥,𝑦)
but = 𝑁(𝑥, 𝑦), then:
𝜕𝑦

𝜕
𝑁(𝑥, 𝑦) = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + ℎ′ (𝑦)
𝜕𝑦
𝜕
ℎ′ (𝑦) = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 − 𝑁(𝑥, 𝑦)
𝜕𝑦
𝜕
ℎ (𝑦 ) = ∫ [ ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 − 𝑁(𝑥, 𝑦)] 𝑑𝑦
𝜕𝑦
𝜕𝑔(𝑥,𝑦)
We can also solve an exact DE using the same procedure but by setting = 𝑁(𝑥, 𝑦).
𝜕𝑦

Example 7
2+𝑦𝑒 𝑥𝑦
Solve 𝑦 ′ =
2𝑦−𝑥𝑒 𝑥𝑦

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 11
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

∂𝑀 ∂𝑁
Since ∂𝑦
= ∂𝑥
, then the given DE is exact

2𝑥 + 𝑒 𝑥𝑦 − 𝑦 2 = 𝐶 (𝐶 = 𝑐2 − 𝑐1 )

Example 8
Solve (3𝑥2 𝑦 + 2𝑥𝑦)𝑑𝑥 + (𝑥3 + 𝑥2 + 2𝑦)𝑑𝑦 = 0
𝜕𝑀
𝑀 (𝑥, 𝑦) = 3𝑥 2 𝑦 + 2𝑥𝑦 ⇒ = 3𝑥 2 + 2𝑥
𝜕𝑦
𝜕𝑁
𝑁(𝑥, 𝑦) = 𝑥 3 + 𝑥 2 + 2𝑦 ⇒ = 3𝑥 2 + 2𝑥
𝜕𝑥
∂𝑀 ∂𝑁
Since ∂𝑦
= ∂𝑥
, then the given DE is exact

Method 1
𝜕𝑔
𝑀(𝑥, 𝑦) = = 3𝑥 2 𝑦 + 2𝑥𝑦 ⇒ 𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + ℎ(𝑦)
𝜕𝑥
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 12
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝜕𝑔 𝜕𝑔
= 𝑥 3 + 𝑥 2 + ℎ ′ (𝑦 ), 𝑏𝑢𝑡 = 𝑁(𝑥, 𝑦)
𝜕𝑦 𝜕𝑦
𝑥 3 + 𝑥 2 + ℎ′ (𝑦) = 𝑁(𝑥, 𝑦) = 𝑥 3 + 𝑥 2 + 2𝑦 ⇒ ℎ′ (𝑦) = 2𝑦 ⇒ ℎ(𝑦) = 𝑦 2 + 𝑐1
𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 , 𝑏𝑢𝑡 𝑔 = 𝑐2
𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 = 𝐶 (𝐶 = 𝑐2 − 𝑐1 )
Method 2
𝜕𝑔
𝑁(𝑥, 𝑦) = = 𝑥 3 + 𝑥 2 + 2𝑦 ⇒ 𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 + 𝑞(𝑥)
𝜕𝑦
𝜕𝑔 𝜕𝑔
= 3𝑥 2 𝑦 + 2𝑥𝑦 + 𝑞′ (𝑥), 𝑏𝑢𝑡 = 𝑀(𝑥, 𝑦)
𝜕𝑥 𝜕𝑥
3𝑥 2 𝑦 + 2𝑥𝑦 + 𝑞′ (𝑥) = 𝑀(𝑥, 𝑦) = 3𝑥 2 𝑦 + 2𝑥𝑦 ⇒ 𝑞′ (𝑥) = 0 ⇒ 𝑞(𝑥) = 𝑐1
𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 + 𝑐1 , 𝑏𝑢𝑡 𝑔 = 𝑐2
𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 + 𝑐1 = 𝑐2 ⇒ 𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 = 𝐶 (𝐶 = 𝑐2 − 𝑐1 )
Method 3
𝜕𝑔
𝑀(𝑥, 𝑦) = = 3𝑥 2 𝑦 + 2𝑥𝑦 ⇒ 𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + ℎ(𝑦)
𝜕𝑥
𝜕𝑔
𝑁(𝑥, 𝑦) = = 𝑥 3 + 𝑥 2 + 2𝑦 ⇒ 𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2 + 𝑞(𝑥)
𝜕𝑦
comparing the above two expressions of 𝑔 (𝑥, 𝑦) yields:

ℎ (𝑦 ) = 𝑦 2 𝑎𝑛𝑑 𝑞 (𝑥 ) = 0
𝑔(𝑥, 𝑦) = 𝑥 3 𝑦 + 𝑥 2 𝑦 + 𝑦 2
𝑏𝑢𝑡 𝑔(𝑥, 𝑦) = 𝐶
𝑥3𝑦 + 𝑥2𝑦 + 𝑦2 = 𝐶

Example 9
Solve (𝑥 2 𝑐𝑜𝑠𝑥𝑦 + 𝑒 𝑦 )𝑑𝑦 + (𝑥𝑦 𝑐𝑜𝑠𝑥𝑦 + 𝑠𝑖𝑛𝑥𝑦)𝑑𝑥 = 0.
𝑀(𝑥, 𝑦) = 𝑥𝑦𝑐𝑜𝑠𝑥𝑦 + 𝑠𝑖𝑛𝑥𝑦
𝜕𝑀
= 𝑥 [𝑦(−𝑠𝑖𝑛𝑥𝑦)𝑥 + 𝑐𝑜𝑠𝑥𝑦] + 𝑐𝑜𝑠𝑥𝑦(𝑥) = −𝑥 2 𝑦 𝑠𝑖𝑛𝑥𝑦 + 2𝑥 𝑐𝑜𝑠𝑥𝑦
𝜕𝑦
𝑁(𝑥, 𝑦) = 𝑥 2 𝑐𝑜𝑠𝑥𝑦 + 𝑒 𝑦
𝜕𝑁
= 𝑥 2 (−𝑠𝑖𝑛𝑥𝑦)𝑦 + 𝑐𝑜𝑠𝑥𝑦 (2𝑥) + 0 = −𝑥 2 𝑦 𝑠𝑖𝑛𝑥𝑦 + 2𝑥 𝑐𝑜𝑠𝑥𝑦
𝜕𝑥
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 13
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

∂𝑀 ∂𝑁
since = , then the given DE is an exact
∂𝑦 ∂𝑥

𝑥 𝑠𝑖𝑛𝑥𝑦 + 𝑒 𝑦 = 𝐶

Assignment 4
I- Determine whether the following differential equations are exact:

1. 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0 2. (𝑥 + sin 𝑦)𝑑𝑥 + (𝑥 cos 𝑦 − 2𝑦)𝑑𝑦 = 0


3. (𝑦 + 2𝑦 3 )𝑑𝑥 + (1 + 3𝑥 2 𝑦 2 + 𝑥)𝑑𝑦 = 0 4.
3
𝑒 𝑥 (3𝑥 2 𝑦 − 𝑥 2 )𝑑𝑥 + 𝑒 𝑥 𝑑𝑦 = 0
3

5. (𝑦 sin𝑥 + 𝑥𝑦 cos𝑥)𝑑𝑥 + (𝑥 sin𝑥 + 1)𝑑𝑦 2𝑦 1


6. − 3 𝑑𝑡 + 2 𝑑𝑦 = 0
=0 𝑡 𝑡
7. (4𝑡 3 𝑦 3 − 2𝑡𝑦)𝑑𝑡 + (3𝑡 4 𝑦 2 − 𝑡 2 )𝑑𝑦 = 0 8. (cos𝑥 + 𝑥 cos𝑡)𝑑𝑡 + (sin𝑡 − 𝑡 sin𝑥)𝑑𝑥 = 0

II- Solve the following exact DE:

(𝑥 + 𝑦 − 10)𝑑𝑥 + (𝑥 − 𝑦 − 2)𝑑𝑦 = 0 (𝑦 2 − 𝑥 2 )𝑑𝑥 + 3𝑥𝑦𝑑𝑦 = 0


1. 𝑥2 𝑦2 2. 𝑥3
Ans: + 𝑥𝑦 − 10𝑥 −−𝑦 =𝐶 Ans: = 𝑥𝑦 2 + 𝐶
2 2 3
𝑥 𝑥 𝑥
(1 + 3𝑒 𝑦 ) 𝑑𝑥 + 3𝑒 𝑦 (1 − ) 𝑑𝑦 = 0 (𝑦 sec 2 𝑥 + sec𝑥 tan𝑥)𝑑𝑥 + (tan𝑥 + 2𝑦)𝑑𝑦
3. 𝑦 4. =0
𝑥
Ans: 𝑥 + 3𝑦𝑒 = 𝐶 𝑦 Ans: 𝑦 𝑡𝑎𝑛𝑥 + 𝑠𝑒𝑐𝑥 + 𝑦 2 = 𝐶
3𝑥𝑦
5. 3𝑦𝑒 − 1 + (2𝑦𝑒 3𝑥𝑦 + 3𝑥𝑦 3 𝑒 3𝑥𝑦 )𝑦 ′ = 0
6. cos𝑦 𝑑𝑥 + ( 𝑦2 – 𝑥 sin𝑦 ) 𝑑𝑦 = 0
Ans: 𝑦 2 𝑒 3𝑥𝑦 − 𝑥 = 𝐶
1 2𝑡𝑦
[𝑦 (1 + ) + cos𝑦] 𝑑𝑥 − 2𝑡 − (2 − ln(𝑡 2 + 1))𝑦 ′ = 0, 𝑦(5) = 0
7. 𝑥 8. 𝑡2 +1
+ (𝑥 + ln𝑥 − 𝑥 sin𝑦) 𝑑𝑦 = 0 𝑡 2 −25
Ans: 𝑦(𝑡) = 𝑙𝑛(𝑡 2+1)−2
Ans: 𝑦(𝑥 + ln𝑥) + 𝑥 cos𝑦 = 𝐶

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 14
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

5. Equations Reducible to The Exact Differential Equations


𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
Sometimes a DE that is not exact ( ≠ ) may become so, on multiplication by a suitable
𝜕𝑦 𝜕𝑥

function (𝜇(𝑥, 𝑦)) known as the integrating factor (IF) such that:

𝜇𝑀𝑑𝑥 + 𝜇𝑁𝑑𝑦 = 0
then
𝜕(𝜇𝑀) 𝜕(𝜇𝑁) 𝜕𝑀 𝜕𝜇 𝜕𝑁 𝜕𝜇
= ⇒ 𝜇 +𝑀 =𝜇 +𝑁
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕x
There are two methods to find IF: integration and inspection.

5.1 Integrating Factor by Integration

5.1.1 𝝁 is a function of 𝒙 only


1 𝜕M 𝜕N
If
𝑁
( 𝜕𝑦 − 𝜕𝑥 ) is a function of 𝑥 only which means 𝜇 is a function of 𝑥 only, then:

𝜕M 𝜕𝜇 𝜕N 𝜕𝜇 𝜕M 𝜕N 𝜕𝜇
𝜇 +𝑀 =𝜇 +𝑁 ⇒ 𝜇 =𝜇 +𝑁
𝜕𝑦 𝜕𝑦 𝜕x 𝜕x 𝜕𝑦 𝜕x 𝜕x
𝜕𝑀 𝜕𝑁 𝑑𝜇 𝑑𝜇 1 ∂𝑀 ∂𝑁
𝜇( − )=𝑁 ⇒ = ( − ) 𝑑𝑥
𝜕𝑦 𝜕x 𝑑𝑥 𝜇 𝑁 ∂y ∂x
1 𝜕𝑀 𝜕𝑁 1 𝜕𝑀 𝜕𝑁
∫𝑁 ( 𝜕𝑦 − 𝜕x )𝑑𝑥
ln 𝜇 = ∫ ( − ) 𝑑𝑥 ⇒ 𝜇=e
N 𝜕𝑦 𝜕x
But whenever there is integration an arbitrarily constant is added! Why doesn’t 𝜇 have a constant?

Example 10
Solve (2𝑥 ln 𝑥 − 𝑥𝑦)𝑑y + 2𝑦𝑑x = 0
𝜕𝑀
𝑀 = 2𝑦 ⇒ =2
𝜕𝑦
𝜕𝑁
𝑁 = 2𝑥 𝑙𝑛 𝑥 − 𝑥𝑦 ⇒ = 2 + 2 𝑙𝑛 𝑥 − 𝑦
𝜕𝑥
𝜕𝑀 𝜕𝑁
then ≠ . Therefore, the DE is not exact in its current form.
𝜕𝑦 𝜕𝑦

𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑦 2 − 2 − 2ln 𝑥 + 𝑦 − 2ln 𝑥 + 𝑦 −1
= = =
𝑁 𝑥 (2ln 𝑥 − 𝑦) 𝑥(2 ln 𝑥 − 𝑦) 𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 15
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

1 𝜕𝑀 𝜕𝑁 −1 1
∫𝑁 ( 𝜕𝑦 − 𝜕𝑥 )𝑑𝑥 −1
𝜇=e = e∫ 𝑥 𝑑𝑥 = e− ln 𝑥 = eln 𝑥 = 𝑥 −1 =
𝑥
multiplying the DE by 1/𝑥:

𝑦2
2𝑦 ln 𝑥 − =𝐶
2

Example 11
Solve (𝑥 + 3𝑦2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0

∂𝑀
𝑀(𝑥, 𝑦) = 𝑥 + 3𝑦 2 ⇒ = 6𝑦
∂𝑦
∂𝑁
𝑁(𝑥, 𝑦) = 2𝑥𝑦 ⇒ = 2𝑦
∂𝑥
∂𝑀 ∂𝑁
since ≠ , then the given DE is not exact
∂𝑦 ∂𝑥
1 𝜕𝑀 𝜕𝑁 2
( − )=
𝑁 𝜕𝑦 𝜕𝑥 𝑥
1 𝜕𝑀 𝜕N 2
∫𝑁 ( 𝜕𝑦 − 𝜕𝑥 )𝑑𝑥 2
𝜇=e = 𝑒∫𝑥𝑑𝑥 = 𝑒2ln𝑥 = 𝑒ln𝑥 = 𝑥 2
multiplying the given DE by the above IF gives:

𝑥 2 (𝑥 + 3𝑦 2 )𝑑𝑥 + 𝑥 2 (2𝑥𝑦)𝑑𝑦 = 0 ⇒ (𝑥 3 + 3𝑥 2 𝑦 2 )𝑑𝑥 + 2𝑥 3 𝑦𝑑𝑦 = 0


∂𝑀
𝑀(𝑥, 𝑦) = 𝑥 3 + 3𝑥 2 𝑦 2 ⇒ = 6𝑥 2 𝑦
∂𝑦
∂𝑁
𝑁(𝑥, 𝑦) = 2𝑥 3 𝑦 ⇒ = 6𝑥 2 𝑦
∂𝑥
𝜕𝑀 𝜕𝑁
the current form on the DE is exact ( = )
𝜕𝑦 𝜕𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 16
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝜕𝑔 𝑥4
𝑀= = 𝑥 3 + 3𝑥 2 𝑦 2 ⇒ 𝑔= + 𝑥 3 𝑦 2 + ℎ (𝑦 )
𝜕𝑥 4
𝜕𝑔 𝜕𝑔
= 2𝑥 3 𝑦 + ℎ′ (𝑦), 𝑏𝑢𝑡 =𝑁
𝜕𝑦 𝜕𝑦
2𝑥 3 𝑦 + ℎ′ (𝑦) = 𝑁 = 2𝑥 3 𝑦 ⇒ ℎ ′ (𝑦 ) = 0 ⇒ ℎ(𝑦) = 𝑐1
𝑥4
𝑔= + 𝑥 3 𝑦 2 + 𝑐1 , 𝑏𝑢𝑡 𝑔 = 𝑐2
4
𝑥4 𝑥4
+ 𝑥 3 𝑦 2 + 𝑐1 = 𝑐2 ⇒ + 𝑥 3 𝑦 2 = 𝐶, (𝐶 = 𝑐2 − 𝑐1 )
4 4
Example 12
Solve (𝑠𝑖𝑛𝑦 + 𝑥 2 + 2𝑥)𝑑𝑥 = 𝑐𝑜𝑠𝑦𝑑𝑦
(𝑠𝑖𝑛𝑦 + 𝑥 2 + 2𝑥)𝑑𝑥 − 𝑐𝑜𝑠𝑦𝑑𝑦 = 0
𝜕𝑀
𝑀(𝑥, 𝑦) = 𝑠𝑖𝑛𝑦 + 𝑥 2 + 2𝑥, = 𝑐𝑜𝑠𝑦
𝜕𝑦
𝜕𝑁
𝑁(𝑥, 𝑦) = −𝑐𝑜𝑠𝑦, =0
𝜕𝑥
𝜕𝑀 𝜕𝑁
since ≠ , then the given DE is not exact
𝜕𝑦 𝜕𝑥

1 𝜕𝑀 𝜕𝑁 1
( − )= (𝑐𝑜𝑠𝑦 − 0) = −1
𝑁 𝜕𝑦 𝜕𝑥 −𝑐𝑜𝑠𝑦
1 𝜕𝑀 𝜕𝑁
∫ ( − )𝑑𝑥
𝜇= 𝑒 𝑁 𝜕𝑦 𝜕𝑥 ⇒ 𝜇 = 𝑒 ∫ (−1)𝑑𝑥 = 𝑒 −𝑥
multiplying the given DE by the above IF gives:

𝑒 −𝑥 (𝑠𝑖𝑛 𝑦 + 𝑥 2 + 2𝑥)𝑑𝑥 − 𝑒 −𝑥 𝑐𝑜𝑠 𝑦 𝑐𝑑𝑦 = 0


𝜕𝑔
𝑁= = −𝑒 −𝑥 𝑐𝑜𝑠 𝑦 ⇒ 𝑔 = −𝑒 −𝑥 𝑠𝑖𝑛 𝑦 + ℎ(𝑥)
𝜕𝑦
𝜕𝑔 𝜕𝑔
= 𝑒 −𝑥 𝑠𝑖𝑛 𝑦 + ℎ′(𝑥) , 𝑏𝑢𝑡 =𝑀
𝜕𝑥 𝜕𝑥
𝑒 −𝑥 𝑠𝑖𝑛 𝑦 + ℎ′ (𝑥) = 𝑀 = 𝑒 −𝑥 (𝑠𝑖𝑛 𝑦 + 𝑥 2 + 2𝑥)
ℎ′ (𝑥) = 𝑥 2 𝑒 −𝑥 + 2𝑥𝑒 −𝑥 (solve this using ∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢)
ℎ = −𝑥 2 𝑒 −𝑥 − 2𝑥𝑒 −𝑥 − 2𝑒 −𝑥 − 2𝑥𝑒 −𝑥 − 2𝑒 −𝑥 ⇒ ℎ(𝑥) = −𝑥 2 𝑒 −𝑥 − 4𝑥𝑒 −𝑥
𝑔 = −𝑒 −𝑥 𝑠𝑖𝑛 𝑦 − 𝑥 2 𝑒 −𝑥 − 4𝑥𝑒 −𝑥 − 4𝑒 −𝑥 , 𝑏𝑢𝑡 𝑔=𝐶
−𝑒 −𝑥 𝑠𝑖𝑛 𝑦 − 𝑥 2 𝑒 −𝑥 − 4𝑥𝑒 −𝑥 − 4𝑒 −𝑥 = 𝐶 (× 𝑒 𝑥 )
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 17
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑥 2 + 4𝑥 + 4 + 𝑠𝑖𝑛 𝑦 = 𝐶𝑒 𝑥

5.1.1 𝝁 is a function of 𝒚 only


1 𝜕𝑀 𝜕𝑁
If ( − ) is a function of x only which means 𝜇 is a function of y only, then:
𝑀 𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝜇 𝜕𝑁 𝜕𝜇 𝜕𝑀 𝜕𝜇 𝜕𝑁
𝜇 +𝑀 =𝜇 +𝑁 ⇒ 𝜇 +𝑀 =𝜇 +𝑁
𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁 𝑑𝜇 𝑑𝜇 −1 𝜕𝑀 𝜕𝑁
𝜇( − ) = −𝑀 ⇒ = ( − ) 𝑑𝑦
𝜕𝑦 𝜕𝑥 𝑑𝑦 𝜇 𝑀 𝜕𝑦 𝜕𝑥
−1 𝜕𝑀 𝜕𝑁 −1 𝜕𝑀 𝜕𝑁
∫ 𝑀 ( 𝜕𝑦 − 𝜕𝑥 )𝑑𝑦
𝑙𝑛 𝜇 = ∫ ( − ) 𝑑𝑦 ⇒ 𝜇=𝑒
𝑀 𝜕𝑦 𝜕𝑥

Example 13
Solve 𝑦 2 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0
𝜕𝑀
𝑀 = 𝑦2 ⇒ = 2𝑦
𝜕𝑦
𝜕𝑁
𝑁 = 𝑥𝑦 ⇒ =𝑦
𝜕𝑥
∂𝑀 ∂𝑁
since ≠ , then the given DE is not exact
∂𝑦 ∂𝑥
1 𝜕𝑀 𝜕𝑁 2𝑦 − 𝑦 1
( − )= =
𝑁 𝜕𝑦 𝜕𝑥 𝑥𝑦 𝑥
1 𝜕𝑀 𝜕𝑁 2𝑦 − 𝑦 1
( − )= =
𝑀 𝜕𝑦 𝜕𝑥 𝑦2 𝑦
−1 𝜕𝑀 𝜕𝑁 −1 1
∫ 𝑀 ( 𝜕𝑦 − 𝜕𝑥 )𝑑𝑦 ∫ 𝑦 𝑑𝑦
𝜇=𝑒 =𝑒 =
𝑦
multiplying the given DE by the above the IF gives:
𝑦 𝑑𝑥 + 𝑥𝑑𝑦 = 0 (exact DE and it is also separable DE)
𝐶
𝑦=
𝑥
Example 14
Solve cos𝑦𝑑𝑥 + (2𝑥 sin𝑦 − cos3 𝑦)𝑑𝑦 = 0
𝜕𝑀
𝑀 = 𝑐𝑜𝑠𝑦 ⇒ = −𝑠𝑖𝑛𝑦
𝜕𝑦
𝜕𝑁
𝑁 = 2𝑥 𝑠𝑖𝑛𝑦 − 𝑐𝑜𝑠 3 𝑦 ⇒ = 2𝑠𝑖𝑛𝑦
𝜕𝑥
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 18
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

∂𝑀 ∂𝑁
since ≠ , then the DE is not exact.
∂𝑦 ∂𝑥

𝑥
−𝑦 =𝐶 or 𝑥 = (𝑦 + 𝐶 )𝑐𝑜𝑠 2 𝑦
𝑐𝑜𝑠 2 𝑦

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 19
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Example 15
Solve (𝑒 𝑥+𝑦 + 𝑦𝑒 𝑦 ) 𝑑𝑥 + (𝑥𝑒 𝑦 − 1) 𝑑𝑦 = 0, 𝑦(0) = −1
𝜕𝑀 𝜕 𝑥+𝑦
= (𝑒 + 𝑦𝑒 𝑦 ) = 𝑒 𝑥+𝑦 + 𝑒 𝑦 + 𝑦𝑒 𝑦
𝜕𝑦 𝜕𝑦
𝜕𝑁 𝜕
= (𝑥𝑒 𝑦 − 1) = 𝑒 𝑦
𝜕𝑥 𝜕𝑥
1 𝜕𝑀 𝜕𝑁 1 1
( − )= 𝑦 (𝑒 𝑥+𝑦 + 𝑒 𝑦 + 𝑦𝑒 𝑦 − 𝑒 𝑦 ) = 𝑦 (𝑒 𝑥+𝑦 + 𝑦𝑒 𝑦 )
𝑁 𝜕𝑦 𝜕𝑥 𝑥𝑒 − 1 𝑥𝑒 − 1
1 𝜕𝑀 𝜕𝑁 1
( − ) = 𝑥+𝑦 (𝑒 𝑥+𝑦 + 𝑦𝑒 𝑦 ) = 1.
𝑀 𝜕𝑦 𝜕𝑥 𝑒 + 𝑦𝑒 𝑦
1 𝜕𝑀 𝜕𝑁
−∫ ( − )𝑑𝑦
𝜇=𝑒 𝑀 𝜕𝑦 𝜕𝑥

𝜇 = 𝑒 −∫ 𝑑𝑦 = 𝑒 −𝑦
multiplying the DE by the IF gives:

(𝑒 𝑥 + 𝑦)𝑑𝑥 + (𝑥 − 𝑒 −𝑦 )𝑑𝑦 = 0

𝑒 𝑥 + 𝑥𝑦 + 𝑒 −𝑦 = 𝐶
apply the given condition, at 𝑥 = 0, 𝑦 = −1

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 20
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑒 𝑥 + 𝑥𝑦 + 𝑒 −𝑦 = 3.72
5.2 Integrating Factor by Inspection
When the integrating factor is predictable and simple, inspection may be used. This occurs when the DE
can be rewritten as one of the following forms:

Group of terms Integration Factor Exact differential


𝑥𝑑𝑦 + 𝑦𝑑𝑥 1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(𝑥𝑦)
𝑥𝑑𝑦 + 𝑦𝑑𝑥 1 𝑥𝑑𝑦 + 𝑦𝑑𝑥
= 𝑑(𝑙𝑛 𝑥𝑦)
𝑥𝑦 𝑥𝑦
𝑥𝑑𝑦 + 𝑦𝑑𝑥 1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 1
2 2
= −𝑑 ( )
𝑥 𝑦2
2 𝑥 𝑦 𝑥𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
2
= 𝑑( )
𝑥2 𝑥 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑥
2
= −𝑑 ( )
𝑦2 𝑦 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦 𝑥
= 𝑑 (𝑙𝑛 ) = −𝑑 (𝑙𝑛 )
𝑥𝑦 𝑥𝑦 𝑥 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 2 2𝑥𝑑𝑦 − 2𝑦𝑑𝑥 𝑥+𝑦 𝑥−𝑦
= 𝑑 (𝑙𝑛 ) = −𝑑 (𝑙𝑛 )
𝑥 − 𝑦2
2 2
𝑥 −𝑦 2 𝑥−𝑦 𝑥+𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦 𝑥
= 𝑑 (𝑡𝑎𝑛−1 ) = −𝑑 (𝑡𝑎𝑛−1 )
𝑥2 + 𝑦 2 2
𝑥 +𝑦 2 𝑥 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
= 𝑑 (𝑠𝑖𝑛ℎ−1 )
𝑥√𝑥2 + 𝑦 2 𝑥√𝑥2 + 𝑦 2 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑥
= −𝑑 (𝑠𝑖𝑛ℎ−1 )
𝑦√𝑥2 + 𝑦 2 𝑦√𝑥2 + 𝑦 2 𝑦
𝑥𝑑𝑥 + 𝑦𝑑𝑦 2 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦 = 𝑑 (𝑥2 + 𝑦 2 )
𝑥𝑑𝑥 + 𝑦𝑑𝑦 2 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦
= 𝑑(𝑙𝑛(𝑥2 + 𝑦 2 ) )
𝑥2 + 𝑦 2 2
𝑥 +𝑦 2

𝑥𝑑𝑥 + 𝑦𝑑𝑦 1 𝑥𝑑𝑥 − 𝑦𝑑𝑦


= 𝑑 (√𝑥2 + 𝑦 2 )
√𝑥2 + 𝑦 2 2
√𝑥 + 𝑦 2

𝑥𝑑𝑥 − 𝑦𝑑𝑦 1 𝑥𝑑𝑥 − 𝑦𝑑𝑦


= 𝑑 (√𝑥2 − 𝑦 2 )
√𝑥2 − 𝑦 2 2
√𝑥 − 𝑦 2

𝑥𝑑𝑦 + 𝑦𝑑𝑥 1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 −1


,𝑛 > 1 𝑛 = 𝑑( )
(𝑥𝑦)𝑛 (𝑥𝑦) (𝑛 − 1)(𝑥𝑦)𝑛−1
𝑥𝑑𝑦 + 𝑦𝑑𝑥 1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 −1
𝑛,𝑛 > 1 𝑛 = 𝑑 ( )
(𝑥2 + 𝑦 2 ) (𝑥 2 + 𝑦2 ) 2(𝑛 − 1)(𝑥 2 + 𝑦2 )𝑛−1
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 21
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Example 16
𝑥𝑦 2 −𝑦
Solve 𝑦 ′ =
𝑥

𝑦(1 − 𝑥𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0


𝜕𝑀
𝑀 = 𝑦(1 − 𝑥𝑦) ⇒ = 1 − 2𝑦
𝜕𝑦
𝜕𝑁
𝑁=𝑥 ⇒ =1
𝜕𝑥
∂𝑀 ∂𝑁
since ≠ , then the DE is not exact.
∂𝑦 ∂𝑥

𝑦(1 − 𝑥𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0 ⇒ 𝑦𝑑𝑥 − 𝑥𝑦 2 𝑑𝑥 + 𝑥𝑑𝑦 = 0 (÷ 𝑥 2 𝑦 2 )


𝑥𝑦𝑑 + 𝑦𝑑𝑥 𝑑𝑥 1 𝑑𝑥
− =0 ⇒ −𝑑 ( )− =0
𝑥2 𝑦2 𝑥 𝑥𝑦 𝑥
1
− 𝑙𝑛 𝑥 = 𝐶
𝑥2 𝑦 2

Example 17
Solve 𝑦𝑑𝑥 − (𝑥 2 + 𝑥𝑦 2 + 𝑥)𝑑𝑦 =0
𝑦𝑑𝑥 − (𝑥 2 + 𝑦 2 + 𝑥)𝑑𝑦 = 0 ⇒ −𝑥𝑑𝑦 + 𝑦𝑑𝑥 − (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0
𝑥𝑑𝑦 − 𝑦𝑑𝑥 + (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0 ⇒ −𝑥𝑑𝑦 + 𝑦𝑑𝑥 − (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0
𝑦 𝑦
𝑑 (𝑡𝑎𝑛−1 ) + 𝑑𝑦 = 0 ⇒ 𝑡𝑎𝑛−1 + 𝑦 = 𝐶
𝑥 𝑥

Example 18
Solve 𝑦(2𝑥𝑦 + 1)𝑑𝑥 − 𝑥𝑑𝑦 = 0
2𝑥𝑦 2 𝑑𝑥 + 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0 ⇒ 2𝑥𝑦 2 𝑑𝑥 + (𝑦𝑑𝑥 − 𝑥𝑑𝑦) = 0 (÷ 𝑦 2 )
𝑦𝑑𝑥 − 𝑥𝑑𝑦 𝑥 𝑥
2𝑥𝑑𝑥 + =0 ⇒ 2𝑥𝑑𝑥 + 𝑑 ( ) ⇒ 𝑥2 + =𝐶
𝑦2 𝑦 𝑦

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 22
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Assignment 5
I- Find whether the DEs are exact and solve those that are:
3 3
1. (𝑦 + 2𝑥𝑦 3 )𝑑𝑥 + (1 + 3𝑥 2 𝑦 2 + 𝑥)𝑑𝑦 = 0 2. 𝑒 𝑥 (3𝑥 2 𝑦 − 𝑥 2 )𝑑𝑥 + 𝑒 𝑥 𝑑𝑦 = 0
2𝑦 1
3. (𝑦 𝑠𝑖𝑛𝑥 + 𝑥𝑦 𝑐𝑜𝑠𝑥)𝑑𝑥 + (𝑥 𝑠𝑖𝑛𝑥 + 1)𝑑𝑦 = 0 4. − 𝑡 3 𝑑𝑡 + 𝑡 2 𝑑𝑦 = 0, 𝑦(2) − 2

5. (4𝑡 3 𝑦 3 − 2𝑡𝑦)𝑑𝑡 + (3𝑡 4 𝑦 2 − 𝑡 2 )𝑑𝑦 = 0 6. (𝑡 2 − 𝑥)𝑑𝑡 − 𝑡𝑑𝑥 = 0


7. 2𝑥𝑒 2𝑡 𝑑𝑡 + (1 + 𝑒 2𝑡 )𝑑𝑥 = 0, 𝑥(1) = −2 8. (𝑐𝑜𝑠𝑥 + 𝑥 𝑐𝑜𝑠𝑡)𝑑𝑡 + (𝑠𝑖𝑛𝑡 − 𝑡 𝑠𝑖𝑛𝑥)𝑑𝑥 = 0

II- Find an appropriate IF and solve the following DE:

1. (𝑦 + 1)𝑑𝑥 − 𝑥𝑑𝑦 = 0 2. 𝑥𝑦 2 𝑑𝑥 + (𝑥 2 𝑦 2 + 𝑥 2 𝑦)𝑑𝑦 = 0


3. (𝑦 + 𝑥 4 𝑦 2 )𝑑𝑥 + 𝑥𝑑𝑦 = 0 4. 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
𝑥
5. 𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 0 6. (2𝑥𝑦 2 + 2
) 𝑑𝑥 + 4𝑥 2 𝑦𝑑𝑦 = 0
𝑦
7. (𝑦 + 𝑥 3 + 𝑥𝑦 2 )𝑑𝑥 − 𝑥𝑑𝑦 = 0 8. 3𝑥 2 𝑦 2 𝑑𝑥 + (2𝑥 3 𝑦 + 𝑥 3 𝑦 4 )𝑑𝑦 = 0

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 23
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

6. Linear Differential Equations


A first-order linear differential equation has the form:

𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)
the exact form of the equation is:
[𝑝(𝑥)𝑦 − 𝑞(𝑥)]𝑑𝑥 + 𝑑𝑦 = 0

if this is not exact then multiplying it by a suitable integration factor would make it exact.
𝜕𝑀
𝑀 = 𝑝(𝑥)𝑦 − 𝑞(𝑥) ⇒ = 𝑝(𝑥)
𝜕𝑦

𝜕𝑁
𝑁=1 ⇒ =0
𝜕𝑥
1 𝜕𝑀 𝜕𝑁
( − ) = 𝑝(𝑥)
𝑁 𝜕𝑦 𝜕𝑥
1 𝜕𝑀 𝜕𝑁
∫ ( − )𝑑𝑥
𝜇=𝑒 𝑁 𝜕𝑦 𝜕𝑥 ⇒ 𝜇 = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥
𝑒 ∫ p(x)𝑑x 𝑝(𝑥)𝑦 − 𝑒 ∫ p(x)𝑑x 𝑞(𝑥)𝑑𝑥 + 𝑒 ∫ p(x)𝑑x 𝑑𝑦 = 0

𝑑[𝑒 ∫ p(x)𝑑x 𝑦] = 𝑞(𝑥)𝑒 ∫ p(x)𝑑x 𝑑𝑥

𝑒 ∫ p(x)𝑑x 𝑦 = ∫ 𝑞(𝑥)𝑒 ∫ p(x)𝑑x 𝑑𝑥 + 𝐶

Example 19
Solve 𝑦 ′ − 2𝑥𝑦 = 𝑥
𝑝(𝑥) = −2𝑥, 𝑞(𝑥) = 𝑥
2
𝜇 = 𝑒 ∫ p(x)𝑑x = 𝑒 ∫ −2𝑥𝑑x = 𝑒 −𝑥
1 2
1 ∫ 𝑥𝑒 −𝑥 2
𝑑𝑥 𝐶 − 2 𝑒 −𝑥 𝐶
𝑦= ∫ 𝑞(𝑥)𝑒 ∫ p(x)𝑑x 𝑑𝑥 + 𝐶 = 2 + 2 = 2 + 2
𝑒 ∫ p(x)𝑑x 𝑒 −𝑥 𝑒 −𝑥 𝑒 −𝑥 𝑒 −𝑥
2 1
𝑦 = 𝐶𝑒 𝑥 − 2 (see Example 3)

Example 20
Solve 𝑦 ′ + 𝑦 = sin 𝑥 , y(π) = 1
𝑝(𝑥) = 1, 𝑞(𝑥) = 𝑠𝑖𝑛 𝑥
𝜇 = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑑𝑥 = 𝑒 𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 24
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

1 𝑥
∫ 𝑞(𝑥)𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑑𝑥 = ∫ 𝑠𝑖𝑛 𝑥 𝑒 𝑥 𝑑𝑥 = 𝑒 (𝑠𝑖𝑛 𝑥 − 𝑐𝑜𝑠 𝑥)
2
1
𝑦 = (𝑠𝑖𝑛 𝑥 − 𝑐𝑜𝑠 𝑥 ) + 𝐶𝑒 −𝑥 (GS)
2

apply the given condition, at 𝑥 = π, 𝑦 = 1


1 1 1 𝜋
1= (𝑠𝑖𝑛 𝜋 − 𝑐𝑜𝑠 𝜋) + 𝐶𝑒 −𝜋 = + 𝐶𝑒 −𝜋 ⇒ 𝐶= 𝑒
2 2 2
1 1
𝑦 = (𝑠𝑖𝑛 𝑥 − 𝑐𝑜𝑠 𝑥 ) + 𝑒 𝜋 𝑒 −𝑥 (PS)
2 2

Example 21
Solve (𝑥 2 + 𝑥)𝑑𝑦 = (𝑥 5 + 3𝑥𝑦 + 3𝑦)𝑑𝑥


3 𝑥4
𝑦 − 𝑦=
𝑥 𝑥+1
3
𝜇 = 𝑒 ∫ −𝑥𝑑𝑥 = 𝑒 −3 𝑙𝑛 𝑥 = 𝑥 −3
𝑥 4 −3
3
1
𝑦=𝑥 ∫ 𝑥 𝑑𝑥 + 𝐶 𝑥3 = 𝑥3 ∫(1 − )𝑑𝑥 + 𝐶 𝑥3
𝑥+1 𝑥+1
𝑦 = 𝑥3 (𝑥 − 𝑙𝑛(𝑥 + 1) + 𝐶)

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 25
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Assignment 6
Solve the following linear DEs:

𝑑𝑦
+ 𝑦 𝑐𝑜𝑡 𝑥 = 𝑐𝑜𝑠 𝑥 (2𝑦 − 3𝑥)𝑑𝑥 + 𝑥𝑑𝑦 = 0
1. 𝑑𝑥 2.
𝑐𝑜𝑠 2 𝑥 Ans: 𝑦𝑥 2 = 𝑥 3 + 𝐶
Ans: 𝑦 𝑠𝑖𝑛 𝑥 = +𝐶
2

𝑑𝑦 𝑑𝑦
𝑐𝑜𝑠 2 𝑥 + 𝑦 = 𝑡𝑎𝑛 𝑥 (𝑥 + 𝑎 ) − 3𝑦 = (𝑥 + 𝑎)5
3. 𝑑𝑥 4. 𝑑𝑥
Ans: 𝑦 = 𝑡𝑎𝑛 𝑥 − 1 + 𝐶𝑒 − 𝑡𝑎𝑛 𝑥 Ans: 2𝑦 = (𝑥 + 𝑎)5 + 2𝐶 (𝑥 + 𝑎)3
𝑑𝑦 𝑑𝑦
𝑥 𝑙𝑛 𝑥 + 𝑦 = 2 𝑙𝑛 𝑥 𝑠𝑒𝑐 𝑥 = 𝑦 + 𝑠𝑖𝑛 𝑥
5. 𝑑𝑥 6. 𝑑𝑥
2
Ans: 𝑦 𝑙𝑛 𝑥 = (𝑙𝑛 𝑥) + 𝐶 Ans: 𝑦 = − 𝑠𝑖𝑛 𝑥 − 1 + 𝐶𝑒 𝑠𝑖𝑛 𝑥
7. 𝑦 ′ − 7𝑦 = 14𝑥 8. 𝑦 ′ − 7𝑦 = 𝑠𝑖𝑛 2𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 26
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

7. Reducible to Linear Differential Equations


A Bernoulli DE has the form:

𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦 𝑛

where 𝑛 is a real number that is not 0 nor 1 (why?).

Let 𝑧 = 𝑦1−𝑛 , then:


𝑑𝑧 𝑑𝑦 𝑑𝑦 1 𝑑𝑧
= (1 − 𝑛)𝑦−𝑛 ⇒ = −𝑛
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑦 (1 − 𝑛) 𝑑𝑥
1 𝑑𝑧
+ 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦𝑛
𝑦−𝑛 (1 − 𝑛) 𝑑𝑥
1 𝑑𝑧 1 𝑑𝑧
(1−𝑛) 𝑑𝑥
+ 𝑝(𝑥)𝑦𝑦−𝑛 = 𝑞(𝑥)𝑦𝑛 𝑦−𝑛 ⇒ (1−𝑛) 𝑑𝑥
+ 𝑝(𝑥)𝑦1−𝑛 = 𝑞(𝑥)

z ′ + (1 − 𝑛)𝑝(𝑥)𝑧 = (1 − 𝑛)𝑞(𝑥) (linear DE)

Example 22
Solve 𝑦 ′ + x𝑦 = 𝑥𝑦 2

his is a Bernoulli DE with 𝑛 = 2. Thus, let 𝑧 = 𝑦 −1 . The DE becomes:

z ′ + (1 − 2)𝑥𝑧 = −𝑥
z ′ − 𝑥𝑧 = −𝑥

2 /2
𝑧 = 𝐶 𝑒𝑥 +1
1
𝑦= 𝑥2 /2
𝐶𝑒 +1

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 27
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Example 23
3
Solve 𝑦 ′ − 𝑦 = 𝑥 4 3√𝑦
𝑥

This is a Bernoulli DE with 𝑛 = 1/3. Thus, let 𝑧 = 𝑦1−1/3 = 𝑦 2/3 . The DE becomes:

2 3 2 2 2
z′ + 𝑧 = 𝑥4 ⇒ z′ + 𝑧 = 𝑥4
3 x 3 x 3

2 5
𝑦 2/3 = 𝐶𝑥 2 + 𝑥
27

2 5 3
𝑦 = √(𝐶𝑥 2 + 𝑥 )
27

Example 24
Solve 𝑥 2 dx − (sin y cos 2 y + 𝑥 3 tan y)𝑑𝑦 = 0
𝑑𝑦 𝑥2
= (nonlinear DE)
𝑑𝑥 sin 𝑦 cos2 𝑦+𝑥 3 tan 𝑦

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 28
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑑𝑥 𝑠𝑖𝑛 𝑦 𝑐𝑜𝑠 2 𝑦 + 𝑥 3 𝑡𝑎𝑛 𝑦 𝑑𝑥 𝑥 3 𝑠𝑖𝑛 𝑦 𝑐𝑜𝑠 2 𝑦


= ⇒ − 𝑡𝑎𝑛 𝑦 =
𝑑𝑦 𝑥2 𝑑𝑦 𝑥 2 𝑥2
𝑑𝑥
− 𝑡𝑎𝑛 𝑦 𝑥 = 𝑠𝑖𝑛 𝑦 𝑐𝑜𝑠 2 𝑦 𝑥 −2 (Bernoulli DE 𝑛 = −2)
𝑑𝑦

let 𝑧 = 𝑥 3 . The DE becomes:

𝑑𝑧
− 3 𝑡𝑎𝑛 𝑦 𝑧 = 3 𝑠𝑖𝑛 𝑦 𝑐𝑜𝑠 2 𝑦
𝑑𝑦

1
𝑥 3 = 𝐶 sec 3 𝑦 − cos 3 𝑦
2

Assignment 7
Solve the following Bernoulli DEs:

1 𝑑𝑦 1 𝑑𝑦
− = 2𝑥𝑒 −𝑥 = 𝑦 𝑡𝑎𝑛 𝑥 − 𝑦 2 𝑠𝑒𝑐 𝑥
1. 𝑦 2 𝑑𝑥 𝑦 2. 𝑑𝑥
Ans: 𝑥 2 𝑦 + 𝐶𝑦 + 𝑒 𝑥 = 0 Ans: 𝑠𝑒𝑐 𝑥 = (𝑡𝑎𝑛 𝑥 + 𝐶)𝑦
𝑑𝑦 (𝑥 2 + 𝑦 2 + 𝑥)𝑑𝑥 = −𝑥𝑦𝑑𝑦
+ 𝑡𝑎𝑛 𝑥 𝑡𝑎𝑛 𝑦 = 𝑐𝑜𝑠 𝑥 𝑠𝑒𝑐 𝑦
3. 𝑑𝑥 4. 𝑥4 2𝑥 3
Ans: 𝑥 2 𝑦 2 = − − +𝐶
Ans: 𝑠𝑖𝑛 𝑦 𝑠𝑒𝑐 𝑥 = 𝑥 + 𝐶 2 3

2
5. 𝑦′ + 𝑦 = 𝑦2𝑒 𝑥 6. 𝑦 ′ + 𝑦 = −𝑥 9 𝑦 5 , 𝑦(−1) = 2
𝑥
7. 𝑦 ′ + 𝑥𝑦 = 6𝑥 √𝑦 8. 𝑦′ + 𝑦 = 𝑦2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 29
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 30
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

8. Second order Differential Equations reduced to first order Differential Equations


8.1 Second‐order equations without the dependent variable
This equation can be reduced to a first-order DE if the dependent variable does not appear in a second-
order DE as follows:
𝑑𝑦 𝑑 𝑑 𝑑𝑦 𝑑2 𝑦
𝑤= then 𝑤= =
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 2

this will reduce the 2nd-order DE to a 1st-order DE that can be solved using one of the methods described in
the previous sections.

Example 25
Solve 𝑦 ′′ + 𝑦 ′ = 𝑥

𝑤 = 𝑦′ and 𝑤 ′ = 𝑦 ′′
𝑤′ + 𝑤 = 𝑥 (linear DE)

1
𝑦 = 𝑥 2 − 𝑥 + 𝐶1 𝑒 −𝑥 + 𝐶2
2

Example 26
Solve 𝑥𝑦 ′′ − 2𝑦 ′ = 2𝑥 4

𝑤 = 𝑦′ and 𝑤 ′ = 𝑦 ′′
2
𝑥𝑤 ′ − 2𝑤 = 2𝑥 4 ⇒ 𝑤 ′ − 𝑥 𝑤 = 2𝑥 3 (linear DE)

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 31
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑥 5 𝐶1 3
𝑦= + 𝑥 + 𝐶2
5 3

Example 27
Solve 𝑦 ′′ = −(𝑦 ′ )2 , 𝑦(0) = 1, 𝑦 ′ (0) = 1

𝑤 = 𝑦′ and 𝑤 ′ = 𝑦 ′′
𝑤 ′ = −𝑤 2 (separable)
𝑑𝑤 1 1 1
− = 𝑑𝑥 ⇒ = 𝑥 + 𝐶1 ⇒ 𝑤= ⇒ 𝑦′ =
𝑤2 𝑤 𝑥 + 𝐶1 𝑥 + 𝐶1
𝑦 = ln(𝑥 + 𝐶1 ) + 𝐶2 (GS)

apply the given conditions, at 𝑥 = 0, 𝑦 ′ = 1


1
0= ⇒ 𝐶1 = 1
0 + 𝐶1
at 𝑥 = 0, 𝑦 = 1

1 = ln(0 + 1) + 𝐶2 ⇒ ln(1) + 𝐶2 = 1 ⇒ 𝐶2 = 1

𝑦 = ln(𝑥 + 1) + 1 (PS)

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 32
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

8.2 Second‐order equations without the independent variable


This equation can be reduced to a first-order DE if the independent variable does not appear in a second-
order DE as follows:
𝑑𝑦 𝑑 𝑑𝑦 𝑑𝑤 𝑑𝑤 𝑑𝑦 𝑑𝑤
𝑤= then 𝑦 ′′ = 𝑑𝑥 𝑑𝑥 = = = 𝑤
𝑑𝑥 𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦

this will reduce the 2nd-order DE to a 1st-order DE that can be solved using one of the methods described in
the previous sections.

Example 28
Solve 𝑦 2 𝑦 ′′ − (𝑦 ′ )3 = 0
𝑑𝑤
𝑦 ′ = 𝑤 and 𝑦 ′′ = 𝑤
𝑑𝑦

𝑑𝑤 𝑑𝑤
𝑦2 𝑤 − 𝑤3 = 0 ⇒ 𝑤(𝑦2 − 𝑤2 ) = 0
𝑑𝑦 𝑑𝑦
i-

𝑤 = 0 ⇒ 𝑦′ = 0
𝑦=𝐶
ii-
𝑑𝑤 𝑑𝑤 𝑑𝑦 𝑑𝑤
𝑦2 − 𝑤2 = 0 ⇒ 𝑦2 = 𝑤2 ⇒ = (separable)
𝑑𝑦 𝑑𝑦 𝑦2 𝑤2

1 𝐶1 1
− − =−
2𝑦 2 2𝑤
1 1
= + 𝐶1
𝑤 𝑦
𝑑𝑥 1 𝑑𝑦
= + 𝐶1 ⇒ 𝑑𝑥 = + 𝐶1 𝑑𝑦
𝑑𝑦 𝑦 𝑦

𝑥 = 𝑙𝑛 𝑦 + 𝐶1 𝑦 + 𝐶2

Example 29
Solve 4𝑦(𝑦 ′ )2 𝑦 ′′ = (𝑦 ′ )4 + 3
𝑑𝑤
𝑦 ′ = 𝑤 and 𝑦 ′′ = 𝑤
𝑑𝑦

𝑑𝑤 4𝑤 3 𝑑𝑤 𝑑𝑦
4𝑦 𝑤 2 𝑤 = 𝑤4 + 3 ⇒ = (separable)
𝑑𝑦 (𝑤 4 +3) 𝑦

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 33
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑙𝑛(𝑤 4 + 3) = 𝑙𝑛 𝑦 + 𝐶 ⇒ 𝑤 4 + 3 = 𝐶1 𝑦 ⇒ 𝑤 4 = 𝐶1 𝑦 − 3
𝑑𝑦 4 𝑑𝑦
= √𝐶1 𝑦 − 3 ⇒ = 𝑑𝑥 ⇒ (𝐶1 𝑦 − 3)−1/4 𝑑𝑦 = 𝑑𝑥
𝑑𝑥 4
√𝐶1 𝑦 − 3
4
(𝐶 𝑦 − 3)3/4 = 𝑥 + 𝐶2
3𝑐1 1

Example 30
Solve 𝑦𝑦 ′′ + (𝑦 ′ )2 = 𝑦𝑦 ′
𝑑𝑤
𝑦 ′ = 𝑤 and 𝑦 ′′ = 𝑤 𝑑𝑦

𝑑𝑤 𝑑𝑤
𝑦𝑤 + 𝑤 2 = 𝑦𝑤 ⇒ 𝑦 +𝑤 =𝑦
𝑑𝑦 𝑑𝑦

𝑑 𝑦2
(𝑦𝑤) = 𝑦 ⇒ 𝑑(𝑦𝑤) = 𝑦𝑑𝑦 ⇒ 𝑦𝑤 = + 𝑐1
𝑑𝑥 2
𝑑𝑦 𝑦2
𝑦= + 𝑐1 (separable)
𝑑𝑥 2

𝑦𝑑𝑦 𝑦2 𝑦2
𝑑𝑥 ⇒ ln ( + 𝑐1 ) = 𝑥 + 𝑐2 ⇒ + 𝑐1 = 𝑒𝑥 𝑒𝑐2
𝑦2 2 2
2 + 𝑐1
𝑦 2 = 𝐶2 𝑒 𝑥 + 𝐶1
What happens when a DE missing the dependent and independent variable?

Assignment 8
Solve the following DEs:

𝑦𝑦 ′′ + (𝑦 ′ )2 = 0 𝑦 ′′ = 2𝑦𝑦 ′
1. 2.
Ans: 𝑦 2 = 𝐶1 𝑥 + 𝐶2 Ans: 𝑦 = 𝐶2 𝑡𝑎𝑛(𝑥 + 𝐶1 )
x𝑦 ′′ = 𝑦 ′ 𝑥𝑦 ′′ + 𝑦 ′ = 4𝑥
3. 4.
Ans: 𝑦 = 𝐶1 𝑥 2 + 𝐶2 Ans: 𝑦 = 𝐶1 𝑙𝑛 𝑥 + 𝑥 2 + 𝐶2
𝑥𝑦 ′′ + 2𝑦 ′ = 6𝑥
5.
2 𝐶1 6. 𝑦 3 𝑦 ′′ = 1
Ans: 𝑦 = 𝑥 + + 𝐶2
𝑥

𝑦 ′′ + 4𝑦 = 0 𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ = 2
7. 8. 𝐶1
Ans: 𝑦 = 𝐶1 𝑠𝑖𝑛(2𝑥 + 𝐶2 ) Ans: 𝑦 = 𝑙𝑛 𝑥 + + 𝐶2
𝑥2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 34
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

9. Applications on First-Order Ordinary Differential Equations


Most of the important problems studied in engineering and the physical sciences involve continuously
changing quantities such as time, distance, force, temperature, or voltage. The following examples illustrate
how the mathematical formulation of problems involving continuously changing quantities leads to
differential equations.

9.1 Population Growth and Decay


Modeling population increase or decline is one of the most popular uses of first-order differential
equations. The models offer insights into the ways in which immigration, emigration, births, and deaths affect
population dynamics throughout time. The Exponential Growth Model, which is based on the assumption of
an infinite resource environment, is the most basic population growth model. The differential equation is used
to represent it:
𝑑𝑃(𝑡)
= 𝑘𝑃
𝑑𝑡
where 𝑃 is the population size, and 𝑘 is the constant of proportionality. The DE is separable and the solution
is:

𝑃(𝑡) = 𝑃𝑜 𝑒 𝑘𝑡

Example 31
Assume that a community's population grows at a pace that is proportionate to the total number of
residents at time 𝑡. If the population doubles after 7 years, how long will it take to triple? Calculate the starting
population and forecast the population in 40 years if it is known that the community has 12,000 residents
after 5 years.

𝑃(𝑡) = 𝑃𝑜 𝑒 𝑘𝑡

If the population doubles after 7 years


ln 2
𝑃(7) = 𝑃𝑜 𝑒 7𝑘 = 2𝑃𝑜 ⇒ 𝑒 7𝑘 = 2 ⇒ 𝑘= = 0.09902
7
𝑃(𝑡) = 𝑃𝑜 𝑒 0.09902𝑡
how long will it take to triple?
ln 3
𝑃(𝑡) = 𝑃𝑜 𝑒 0.09902𝑡 = 3𝑃𝑜 ⇒ 𝑒 0.09902𝑡 = 3 ⇒ 𝑡= = 11.095 years
0.09902

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 35
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

calculate the starting population

12,000 = 𝑃𝑜 𝑒 0.09902∗5 ⇒ 𝑃𝑜 = 7314

forecast the population in 40 years

𝑃(𝑡) = 7314 𝑒 0.09902∗40 = 383980

9.2 Orthogonal Trajectories


Finding a family of curves that intersects a given family of curves at right angles is an important kind of
issue in geometry or physics. Orthogonal trajectories refer to the new curves. The following example explains
the steps to find orthogonal trajectories. The slope of orthogonal trajectories is:
𝑑𝑦 1
( ) =−
𝑑𝑥 2 𝑑𝑦
( )
𝑑𝑥 1

Example 32
Find the orthogonal trajectories of the set: 𝑦 = 𝐶𝑥 2 .
𝑑𝑦
i- Find the slope ( ) of the set:
𝑑𝑥

𝑑𝑦 𝑦
= 2𝑐𝑥 (but 𝑐 = 𝑥2 )
𝑑𝑥
𝑑𝑦 𝑦 2𝑦
=2 2𝑥 =
𝑑𝑥 𝑥 𝑥
ii- Find the slope of the orthogonal trajectories set:
𝑑𝑦 1 𝑑𝑦 −𝑥
( ) =− ⇒ ( ) =
𝑑𝑥 2 𝑑𝑦 𝑑𝑥 2 2𝑦
( )
𝑑𝑥 1
ii- Find the orthogonal trajectories:
𝑑𝑦 −𝑥
= (separable)
𝑑𝑥 2𝑦

−𝑥 2
2𝑦𝑑𝑦 = −𝑥𝑑𝑥 ⇒ 𝑦 2 = +𝐶 ⇒
2

−𝑥 2
𝑦=√ +𝐶
2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 36
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

9.3 Suspended Cables

Example 33
Drive the differential equation of the curve of a perfectly flexible cable suspended between two points
subjected to its own self-weight, 𝑤.

Take a cable segment of length 𝑥 from point 𝐶 and apply the


equilibrium equations:

∑ 𝐹𝑥 = 0 ⇒ 𝑇 𝑐𝑜𝑠 𝜃 = 𝐻

∑ 𝐹𝑦 = 0 ⇒ 𝑇 𝑠𝑖𝑛 𝜃 = 𝑤𝑠

𝑇 𝑠𝑖𝑛 𝜃 𝑤𝑠 𝑤𝑠
= ⇒ 𝑡𝑎𝑛 𝜃 =
𝑇 𝑐𝑜𝑠 𝜃 𝐻 𝐻
𝑑𝑦
𝑡𝑎𝑛 𝜃 =
𝑑𝑥
𝑑𝑦 𝑤𝑠
=
𝑑𝑥 𝐻
differentiate both sides with respect to 𝑥:

𝑑2 𝑦 𝑤 𝑑𝑠
=
𝑑𝑥 2 𝐻 𝑑𝑥

𝑑𝑠 𝑑𝑦 2
𝑑𝑠 = √(𝑑𝑥)2 + (𝑑𝑦)2 ⇒ = √1 + ( )
𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑤 2
= √1 + (𝑑𝑦) (2nd-Order DE)
𝑑𝑥 2 𝐻 𝑑𝑥

𝑦 ′ = 𝑧 and 𝑧 ′ = 𝑦 ′′
𝑑𝑧 𝑤
𝑑x
=
𝐻
√1 + 𝑧 2 (separable)

𝑑𝑧 𝑤
= dx
√1 + 𝑧 2 𝐻
𝑤 𝑤
sinh−1 𝑧 = 𝑥 + 𝐶1 ⇒ 𝑧 = 𝑠𝑖𝑛ℎ ( 𝑥 + 𝐶1 )
𝐻 𝐻
𝑑𝑦 𝑤
= sinh ( x + C1 )
𝑑𝑥 𝐻
𝐻 𝑤
𝑦 = 𝑊 cosh (𝐻 𝑥 + 𝐶1 ) + 𝐶2 (GS)

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 37
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑑𝑦
applying the boundary conditions: = 0 at 𝑥 = 0 and 𝑦 = 0 at 𝑥 = 0
𝑑𝑥

𝑤
0 = 𝑠𝑖𝑛ℎ ( 0 + 𝐶1 ) ⇒ 𝐶1 = 0
𝐻
𝐻 𝑤 𝐻
0 = 𝑐𝑜𝑠ℎ ( 0 + 0) + 𝐶2 ⇒ 𝐶2 = −
𝑤 𝐻 𝑤
𝐻 𝑤 𝐻
𝑦= cosh ( 𝑥 − ) (PS)
𝑊 𝐻 𝑤

9.4 Flow through orifices


Think of a tank that holds any kind of liquid and has a hole or orifice at the bottom through which the
liquid drains as a result of gravity. Consequently, the water's depth varies throughout time (𝑑𝑡). The water
level will fall by the amount 𝑑𝑦 and the volume of liquid drained outside the tank equals the change in volume
of liquid inside the tank.

𝑉𝑜𝑙𝑖𝑛 = 𝑉𝑜𝑙𝑜𝑢𝑡 ⇒ 𝐴 𝑑𝑦 = −𝑄 𝑑𝑡
𝐴 is the cross-sectional area of the tank.

𝑄 is the discharge of liquid through the orifice (= 𝐶𝑑 𝑎 𝑣 )

𝐶𝑑 is the coefficient of discharge.

𝑎 is the area of the orifice (= 𝜋𝑟 2 ).

𝑣 is the velocity of liquid leaving the orifice (= √2𝑔𝑦).

Example 34
As seen in the figure, an inverted right circular conical tank is originally filled with water. Gravity
causes the water to drain through a tiny hole at the bottom with a radius of 𝑟. Determine the time it takes for
the tank to empty fully and the height of water as a function of time.

A 𝑑𝑦 = −𝑄 𝑑𝑡
A 𝑑𝑦 = −𝐶𝑑 𝑎 𝑣 dt

𝜋𝑥2 𝑑𝑦 = −𝐶𝑑 𝜋𝑟 2 √2𝑔𝑦𝑑𝑡 ⇒ 𝑥2 𝑑𝑦 = −𝐶𝑑 𝑟 2 √2𝑔𝑦𝑑𝑡

𝑅𝑦
𝑥=

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 38
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑅2 𝑦 2 2
𝑦2 −𝐶𝑑 ℎ2 𝑟 2 √2𝑔
𝑑𝑦 = −𝐶𝑑 𝑟 √2𝑔𝑑𝑡 ⇒ 𝑑𝑦 = 𝑑𝑡
ℎ2 √𝑦 √𝑦 𝑅2
2 −𝐶𝑑 ℎ 2 𝑟 2 √2𝑔
𝑦 5/2 = 𝑡 + 𝐶 (GS)
5 𝑅2

applying the initial condition: 𝑦 = ℎ at 𝑡 = 0.

2 5 2 5
ℎ2 = 0 + 𝐶 ⇒ 𝐶= ℎ2
5 5

−5𝐶𝑑 ℎ2 𝑟 2 √2𝑔 5
𝑦 5/2 = 𝑡 + ℎ2
2𝑅 2

When will the tank be empty?

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 39
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Assignment 9
I- Consider a population that grows according to the function 𝑓(𝑡) = 500𝑒 0.05𝑡 , where 𝑡 is measured in
years. How many are present in the population after 4 years? When does the population reach 100 million?
Ans: 81,377,396; 244 years

II- Find the orthogonal trajectories of the following family of curves:

𝑦2 = 𝑐𝑥 3 𝑥2 − 𝑦 2 = 𝑐
1. 2.
Ans: (𝑥 + 1)2 + 𝑦 2 = 𝐶 Ans: 𝑥𝑦 = 𝐶

III- A suspended cable is hung between two points, of the same level, and is subjected to a horizontal uniformly
distributed load, attached to the cable by vertical hangars, as shown in the figure. Drive the differential
equation for the cable (Neglect self-weight of the
cable).

𝑑2 𝑦 𝑞 𝑤 𝑑𝑦 2
Ans: = + √1 + ( )
𝑑𝑥 2 𝐻 𝐻 𝑑𝑥

IV- A water tank, rectangular in cross-section, has the dimensions 20 × 12 𝑚 at the top and 6 × 10 𝑚 at the
bottom and is 3 𝑚 in height. It is filled with water and has a circular orifice of 5 𝑐𝑚 diameter at its bottom.
Assuming 𝐶𝑑 = 0.6 for the orifice, find the equation of the height of water in the tank with time, then compute
the time required for emptying the tank.
2 5 4 3 1
Ans: 𝑦 2 + 𝑦 2 + 6𝑦 2 = −2.61 × 10−4 𝑡 + 19.4
15 3

𝑡 = 20.65 ℎ𝑟

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 40
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Second and Higher Order Linear Ordinary Differential


Equations
Standard Form
The standard form for the second and higher order linear ODE in the unknown function 𝑦(𝑥) is:

𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 𝑔(𝑥)

Where 𝑎𝑛 , 𝑎𝑛−1 , … , 𝑎1 , and 𝑎0 are the coefficients for the DE and they are, in general, functions of 𝑥. When
there are constants, the DE is called linear DE with constant coefficients. 𝑔(𝑥) is a function of 𝑥. When
𝑔(𝑥) = 0 the DE is called homogeneous linear DE.

Linearly Independent Solutions


A set of functions {𝑦1 (𝑥), 𝑦2 (𝑥), … , 𝑦𝑛 (𝑥)} is linearly dependent on 𝑎 ≤ 𝑥 ≤ 𝑏 if there exist
constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 not all zero, such that:

𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) + … + 𝑦𝑛 (𝑥) = 0

Example 35
Show that the set of functions: 𝑦1 = 3𝑒 2𝑥 , 𝑦1 = 2𝑒 2𝑥 , and 𝑦1 = 𝑒 −𝑥 are linearly dependent for
𝑐1 = 2, 𝑐2 = 3, and 𝑐3 = 0.
𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) + … + 𝑦𝑛 (𝑥) = 2 × 3𝑒 2𝑥 + 3 × 2𝑒 2𝑥 + 0 × 𝑒−𝑥 = 0
Therefore, the set is linearly dependent.
The Wrońskian
One may show that a set of DEs is linearly independent on an interval by showing that their Wrońskian
does not vanish identically. Namely, the Wrońskian determinant is not zero.
𝑦1 𝑦2 … 𝑦𝑛
𝑦′ 𝑦2′ … 𝑦𝑛′
𝑤(𝑦1 (𝑥), 𝑦2 (𝑥), … , 𝑦𝑛 (𝑥)) = | ⋮1 |
⋮ ⋮ ⋮
𝑦1𝑛−1 𝑦2𝑛−1 ⋯ 𝑦𝑛𝑛−1
Note that the set must have the property that each function possesses 𝑛 − 1 derivatives. If
w(y1 (x), y2 (x), … , yn (x)) = 0, then the set is linearly dependent. When w ≠ 0, then the set is linearly
independent.

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 41
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 36
Show that the set of functions: 𝑦1 = 3𝑒 2𝑥 , 𝑦1 = 2𝑒 2𝑥 , and 𝑦1 = 𝑒 −𝑥 are linearly dependent using the
Wrońskian determinant.
𝑦1 𝑦2 … 𝑦𝑛
𝑦′ 𝑦2′ … 𝑦𝑛′ 3𝑒 2𝑥 2𝑒 2𝑥 𝑒−𝑥
𝑤 = | ⋮1 | = | 6𝑒 2𝑥 4𝑒 2𝑥 −𝑒−𝑥 |
⋮ ⋮ ⋮
𝑦1𝑛−1 𝑦2𝑛−1 ⋯ 𝑦𝑛𝑛−1 12𝑒 2𝑥 8𝑒 2𝑥 𝑒−𝑥
2𝑥 −𝑥 2𝑥 −𝑥 2𝑥 2𝑥
= 3𝑒 2𝑥 |4𝑒 2𝑥 −𝑒−𝑥 | − 2𝑒 2𝑥 | 6𝑒 2𝑥 −𝑒−𝑥 | + 𝑒−𝑥 | 6𝑒 2𝑥 4𝑒 2𝑥 |
8𝑒 𝑒 12𝑒 𝑒 12𝑒 8𝑒
= 3𝑒 2𝑥 (4𝑒 2𝑥 × 𝑒−𝑥 − 8𝑒 2𝑥 × −𝑒−𝑥 ) − 2𝑒 2𝑥 (6𝑒 2𝑥 × 𝑒−𝑥 − 12𝑒 2𝑥 × −𝑒−𝑥 )
+ 𝑒−𝑥 (6𝑒 2𝑥 × 8𝑒 2𝑥 − 12𝑒 2𝑥 × 4𝑒 2𝑥 ) = 36𝑒3𝑥 − 36𝑒3𝑥 + 0 = 0
thus, the set is linearly dependent.

Assignment 10
I- State the order of the following DEs and determine whether any are linear and/or homogenous:

1. 2𝑥𝑦 ′′ + 𝑥 2 𝑦 ′ − 𝑦 𝑠𝑖𝑛 𝑥 = 2 2. y𝑦 ′′′ + 𝑥𝑦 ′ + 𝑦 = 𝑥 2 3. 2𝑒 𝑥 𝑦 ′′′ + 𝑒 𝑥 𝑦 ′′ = 1

II- Find the Wrońskian determinant of the following sets of equations:

1. {𝑥, 𝑥2 , 𝑥2 } 2. {1 − 𝑥, 1 + 𝑥, 1 − 3𝑥 } 3. {𝑠𝑖𝑛 𝑥, 2 𝑐𝑜𝑠 𝑥, 3 𝑠𝑖𝑛 𝑥 + 𝑐𝑜𝑠 𝑥}

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 42
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Second-order Homogeneous Linear DE with Constant Coefficients


Any homogeneous linear DE of 𝑛th order has a general solution (full solution) that is the linear
combination of 𝑛 linearly independent solutions (𝑤(𝑦1 (𝑥), 𝑦2 (𝑥), … , 𝑦𝑛 (𝑥)) ≠ 0). Since there is one
constant in each linearly independent solution, there will be n constants in the general solution.
Let’s start with 2nd-order homogeneous linear DE with constant coefficients. The general form:

𝑎𝐷𝑥2 𝑦 + 𝑏𝐷𝑥 𝑦 + 𝑐𝑦 = 0
(𝑎𝐷 2 + 𝑏𝐷 + 𝑐)𝑦 = 0
let the solution be 𝑦 = 𝑒 𝑚𝑥 ⇒ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 ⇒ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
substituting in the DE:

𝑎𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0
(𝑎𝑚2 + 𝑏𝑚2 + 𝑐)𝑒 𝑚𝑥 = 0
𝑒 𝑚𝑥 ≠ 0 then 𝑎𝑚2 + 𝑏𝑚2 + 𝑐 = 0 (characteristic equation)
−𝑏 ± √𝑏2 − 4𝑎𝑏
𝑚1,2 =
2𝑎
There are three roots.

4.1 Real and Unequal Roots


𝑏2 − 4𝑎𝑏 > 0

Thus, the solution:

𝑦1 = em1 x and 𝑦2 = em2 x

𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 ⇒ 𝑦 = 𝐶1 𝑒𝑚1𝑥 + 𝐶2 𝑒𝑚2𝑥

Example 37
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0

𝑦 = 𝑒 𝑚𝑥 ⇒ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 ⇒ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
the characteristic equation: 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 ⇒ 𝑚2 − 𝑚 − 2 = 0

𝑦 = 𝐶1 e−x + 𝐶2 e2x

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 43
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 38
Solve 𝑦 ′′ − 7𝑦 ′ = 0

the characteristic equation: 𝑚2 − 7𝑚 = 0 ⇒ 𝑚 (𝑚 − 7) = 0


𝑚1 = 0 and 𝑚2 = 7
𝑦 = 𝐶1 𝑒 0 + 𝐶2 𝑒 7𝑥
𝑦 = 𝐶1 + 𝐶2 𝑒 7𝑥

Example 39
𝑑2𝑦 𝑑𝑦
Solve − 10 + 21𝑦 = 0
𝑑𝑥 2 𝑑𝑥

the characteristic equation: 𝑚2 − 10𝑚2 + 21 = 0


(𝑚 + 3)(𝑚 + 7) = 0

𝑚1 = −3 and 𝑚2 = −7
𝑦 = 𝐶1 e−3x + 𝐶2 e−7x

4.2 Real and Equal Roots


𝑏2 − 4𝑎𝑏 = 0
−𝑏
𝑚1,2 = 𝑚 =
2𝑎
𝑦1 = 𝑦2 = 𝑒𝑚𝑥
but there must be two solutions. 𝑦1 = 𝑒 𝑚𝑥 is one solution. The other solution is:

𝑦2 = 𝑥𝑒 𝑚𝑥
Thus, the solution:

𝑦 = 𝐶1 𝑒 𝑚𝑥 + 𝐶2 𝑥𝑒 𝑚𝑥

Example 40
Solve 𝑦 ′′ − 8𝑦 ′ + 16𝑦 = 0

the characteristic equation: 𝑚2 − 8𝑚2 + 16 = 0


(𝑚 − 4) 2 = 0
𝑚=4
𝑦 = 𝐶1 𝑒 4𝑥 + 𝐶2 𝑥𝑒 4𝑥
𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 4𝑥
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 44
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

4.2 Complex Roots


𝑏2 − 4𝑎𝑏 < 0

−𝑏 ± √𝑏2 − 4𝑎𝑐 −𝑏 √𝑏2 − 4𝑎𝑐


𝑚1,2 = = ± 𝑖 = 𝛼 ± 𝛽𝑖
2𝑎 2𝑎 2𝑎
−𝑏 √𝑏2 −4𝑎𝑐
𝛼=
2𝑎
and 𝛽=
2𝑎

𝑦1 = 𝑒 (𝛼+𝛽𝑖)𝑥 and 𝑦2 = 𝑒 (α−β𝑖)𝑥


The solution:

𝑦 = 𝑒 𝛼𝑥 (𝐶1 𝑐𝑜𝑠 𝛽𝑥 + 𝐶2 𝑠𝑖𝑛 𝛽𝑥)

Example 41
Solve 𝑦 ′′ + 4𝑦 ′ + 7𝑦 = 0

the characteristic equation: 𝑚2 + 4𝑚 + 7 = 0 (𝑏2 − 4𝑎𝑏 = 16 − 28 = −12 < 0)

𝑚1 = −2 + √3𝑖, 𝑚2 = −2 − √3𝑖
𝛼 = −2, 𝛽 = √3
𝑦 = 𝑒 −2𝑥 (𝐶1 𝑐𝑜𝑠 √3𝑥 + 𝐶2 𝑠𝑖𝑛 √3𝑥)

Example 42
Solve 𝑦 ′′ + 4𝑦 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 1

𝑚2 + 4 = 0 ⇒ 𝑚2 = −4 ⇒ 𝑚1,2 = ±√4 = ±2
𝛼 = 0, 𝛽=2
𝑦 = 𝐶1 𝑐𝑜𝑠 2𝑥 + 𝐶2 𝑠𝑖𝑛 2𝑥 (GS)
apply the given conditions, at 𝑥 = 0, 𝑦 = 1
1 = 𝐶1 𝑐𝑜𝑠 0 + 𝐶2 𝑠𝑖𝑛 0 ⇒ 𝐶1 = 1
at 𝑥 = 0, 𝑦 ′ = 1
1
𝑦 ′ = −2𝐶1 𝑠𝑖𝑛 2𝑥 + 2𝐶2 𝑐𝑜𝑠 2𝑥 ⇒ 1 = −2 × 1 × 𝑠𝑖𝑛 0 + 2𝐶2 𝑐𝑜𝑠 0 ⇒ 𝐶2 =
2
1
𝑦 = 𝑐𝑜𝑠 2𝑥 + 𝑠𝑖𝑛 2𝑥 (PS)
2

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 45
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Assignment 11
I- Prove that the second solution for homogeneous linear DE with constant coefficient and real equal roots is
𝑦2 = 𝑥𝑦1. Start the proof with 𝑦2 = 𝑧(𝑥)𝑦1.

II- Prove that for complex roots: 𝑦 = 𝑒 𝛼𝑥 (𝐶1 𝑐𝑜𝑠 𝛽𝑥 + 𝐶2 𝑠𝑖𝑛 𝛽𝑥).
e𝑖𝑥 +e−𝑖𝑥
Use the Euler formula 𝑒 ±𝑖𝑥 = cos x ± (sin x)i, cos , and
2

III- Solve the following initial-value DEs:

𝑑2𝑦
1. 𝑦 ′′ + 16𝑦 = 0, 𝑦(0) = 2, 𝑦 ′ (0) = −2 2. + 𝑦 = 0, 𝑦(𝜋/3) = 0, 𝑦 ′ (𝜋/3) = 2
𝑑𝜃 2
3. 4𝑦 ′′ − 4𝑦 ′ − 3𝑦 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 5 4. 𝑦 ′′ + 𝑦 ′ + 2𝑦 = 0, 𝑦(0) = 𝑦 ′ (0) = 0
𝑑2𝑦 𝑑𝑦
5. −4 − 5𝑦 = 0, 𝑦(1) = 0, 𝑦 ′ (1) = 2 6. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0, 𝑦(0) = 5, 𝑦 ′ (0) = 10
𝑑𝑡 2 𝑑𝑡

nth-Order Homogeneous Linear DE with Constant Coefficients


The characteristic equation of nth-order homogeneous linear DE with constant coefficients is:

𝑎𝑛 𝑚𝑛 + 𝑎𝑛−1 𝑚𝑛−1 + ⋯ + 𝑎1 𝑚𝑐 + 𝑎0 = 0
thus, there are n roots which means n solutions.

Example 43
Solve 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0

𝑦 = 𝐶1 ex + 𝐶2 e2x + 𝐶3 e3x

Example 44
Solve 𝑦 ′′′ − 6𝑦 ′′ + 2𝑦 ′ + 36𝑦 = 0

𝑚3 − 6𝑚2 + 2𝑚 + 36 = 0

𝑚1 = −2, 𝑚2 = 4 + 𝑖√2, and 𝑚3 = 4 − 𝑖√2

𝑦 = 𝐶1 e−2x + 𝐶2 e4x cos √2 x + 𝐶3 e4x sin √2 x

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 46
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 45
Solve 2𝑦 ′′′ − 𝑦 ′′ + 36𝑦 ′ − 18𝑦 = 0

𝑦 = 𝐶1 𝑒 𝑥/2 + 𝐶2 𝑐𝑜𝑠3√2𝑥 + 𝐶3 𝑠𝑖𝑛3√2𝑥

Example 46
Solve 𝑦 ′′′ + 7𝑦 ′′ + 11𝑦 ′ + 5𝑦 = 0

𝑚3 + 7𝑚2 + 11𝑚 + 5 = 0
by trial and error, 𝑚 = −1 (𝑚 + 1 = 0)
(𝑚 + 1)(𝑚2 + 6𝑚 + 5) = 0 ⇒ (𝑚 + 1)(𝑚 + 1)(𝑚 + 5) = 0
𝑚1 = −1, 𝑚2 = −1, and 𝑚3 = −5
𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 −𝑥 + 𝐶3 𝑒 −5𝑥

Example 47
𝑑4𝑦 𝑑2𝑦
Solve + 18 + 81𝑦 = 0
𝑑𝑥 4 𝑑𝑥 2

𝑚4 + 18𝑚2 + 81 = 0 ⇒ (𝑚2 + 9)(𝑚2 + 9) = 0

𝑚1,2 = ±√9 = ±3𝑖 and 𝑚3,4 = ±√9 = ±3𝑖

𝑦 = 𝑒 0×𝑥 (𝐶1 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑠𝑖𝑛3𝑥 ) + 𝑒 0×𝑥 𝑥(𝐶3 𝑐𝑜𝑠3𝑥 + 𝐶4 𝑠𝑖𝑛3𝑥)


𝑦 = 𝐶1 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑠𝑖𝑛3𝑥 + 𝑥 (𝐶3 𝑐𝑜𝑠3𝑥 + 𝐶4 𝑠𝑖𝑛3𝑥)

Example 48
𝑑5 𝑥 𝑑3 𝑥
Solve 5
−4 =0
𝑑𝑡 𝑑𝑡 3

𝑚5 − 4𝑚3 = 0 ⇒ 𝑚3 (𝑚2 − 4) = 0
𝑚1,2,3 = 0, 𝑚4,5 = ±2
𝑥 = 𝐶1 + 𝐶2 𝑡 + 𝐶3 𝑡 2 + 𝐶4 𝑒 2𝑡 + 𝐶5 𝑒 −2𝑡

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 47
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Assignment 12
Solve the following DEs:

1. 𝑦(5) − 3𝑦(4) + 3𝑦′′′ − 𝑦′′ = 0 2. 𝑦 ′′′ + 25𝑦 ′ = 0


3. 𝑦 𝑖𝑣 + 2𝑦 ′′ + 𝑦 = 0 4. 𝑦 𝑖𝑣 + 4𝑦 ′′ = 0
5. (𝐷 3 − 𝐷 2 − 𝐷 + 𝐼 ) 𝑦 = 0 6. (𝐷 4 + 10𝐷 2 + 9𝐼)𝑦 = 0
7. (𝐷 5 + 8𝐷 3 + 16𝐷 )𝑦 = 0 8. 𝑦 (4) − 2𝑦 ′′ + 𝑦 = 0

Non-homogeneous Linear DE with Constant Coefficients


We now turn from homogeneous to nonhomogeneous linear ODEs of nth order. We write
them in standard form:

𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 𝑔(𝑥)

where 𝑔(𝑥) ≠ 0. Here we find two solutions:

i- Complementary solution or general solution, 𝑦𝑐 , for the homogeneous linea DE:

𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 0
This solution has 𝑛 constants.

ii- Particular solution, 𝑦𝑝 , this solution has no constant. Therefore, the complete solution is:

𝑦 = 𝑦𝑐 + 𝑦𝑝
The complementary solution is not a complete solution for the nonhomogenous linear DE with constant
coefficients. Take for example the DE 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑥. It has 𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥 . Then:
𝑦𝑐′ = −𝐶1 𝑒 −𝑥 + 2𝐶2 𝑒 2𝑥 and 𝑦𝑐′′ = 𝐶1 𝑒 −𝑥 + 4𝐶2 𝑒 2𝑥

pluge them in the DE:


𝐶1 𝑒 −𝑥 + 4𝐶2 𝑒 2𝑥 − (−𝐶1 𝑒 −𝑥 + 2𝐶2 𝑒 2𝑥 ) − 2(𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥 ) = 0

but 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑥. Thus, 𝑦𝑐 = 𝐶1 𝑒−𝑥 + 𝐶2 𝑒2𝑥 is not a complete solution.

6.1 Method of Undetermined Coefficients


With this approach, we assume that there is a trial solution with unknown constants that need to be found
via substitution in the provided DE. Each case's supposed trial solution is contingent upon the unique form of
𝑔(𝑥).

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 48
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

𝑔(𝑥) 𝑦𝑝
𝑎 𝐴
𝑎𝑥 𝑛 𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + +𝐴𝑛 𝑥 𝑛
𝑎𝑒 𝑚𝑥 𝐴𝑒 𝑚𝑥
𝑎 𝑐𝑜𝑠 𝛼𝑥 or 𝑎 𝑠𝑖𝑛 𝛼𝑥 𝐴 𝑐𝑜𝑠 𝛼𝑥 + 𝐵 𝑠𝑖𝑛 𝛼𝑥
𝑎 𝑐𝑜𝑠ℎ 𝛼𝑥 or 𝑎 𝑠𝑖𝑛ℎ 𝛼𝑥 𝐴 𝑐𝑜𝑠ℎ 𝛼𝑥 + 𝐵 𝑠𝑖𝑛ℎ 𝛼𝑥
𝑎𝑥 𝑛 𝑒 𝑚𝑥 (𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + 𝐴𝑛 𝑥 𝑛 ) 𝑒 𝑚𝑥
(𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + 𝐴𝑛 𝑥 𝑛 ) 𝑐𝑜𝑠 𝛼𝑥 + (𝐵𝑜 + 𝐵1 𝑥
𝑛 𝑛
𝑎𝑥 𝑐𝑜𝑠 𝛼𝑥 or 𝑎𝑥 𝑠𝑖𝑛 𝛼𝑥
+ 𝐵2 𝑥 2 + ⋯ + 𝐵𝑛 𝑥 𝑛 ) 𝑠𝑖𝑛 𝛼𝑥
𝑎𝑒 𝑚𝑥 𝑐𝑜𝑠 𝛼𝑥 or 𝑎𝑒 𝑚𝑥 𝑠𝑖𝑛 𝛼𝑥 (𝑐𝑜𝑠 𝛼𝑥 + 𝐵 𝑠𝑖𝑛 𝛼𝑥)𝑒 𝑚𝑥
𝑎𝑥 𝑛 𝑒 𝑚𝑥 𝑐𝑜𝑠 𝛼𝑥 or [(𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + 𝐴𝑛 𝑥 𝑛 ) 𝑐𝑜𝑠 𝛼𝑥 + (𝐵𝑜 +
𝑎𝑥 𝑛 𝑒 𝑚𝑥 𝑠𝑖𝑛 𝛼𝑥 𝐵1 𝑥 + 𝐵2 𝑥 2 + ⋯ + 𝐵𝑛 𝑥 𝑛 ) 𝑠𝑖𝑛 𝛼𝑥 ] 𝑒 𝑚𝑥
We must multiply the particular solution by the smallest positive integer power of 𝑥 that is large
enough to ensure that none of the terms that are then present appear in the complementary solution if any term
of the presumed trial solution exists in the complementary solution (linearly dependent).

Example 49
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑥

the complementary solution: 𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥

the particular solution:

𝑦𝑝 = 𝐴𝑜 + 𝐴1 𝑥
𝑦𝑝′ = 𝐴1 and 𝑦𝑝′′ = 0
substituting 𝑦𝑝 and its derivatives in the DE, yields: −𝐴1 − 2𝐴𝑜 − 2𝐴1 𝑥 = 𝑥

−𝐴1 − 2𝐴𝑜 = 0 and −2𝐴1 𝑥 = 𝑥


−2𝐴1 = 1 ⇒ 𝐴1 = −1/2
1
−𝐴1 − 2𝐴𝑜 = 0 ⇒ − (− ) − 2𝐴𝑜 = 0 ⇒ 𝐴𝑜 = 1/4
2
𝑦𝑝 = 1/4 − 1/2𝑥
𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥 − 1/2𝑥 + 1/4

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 49
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 50

Solve 𝑦′′ − 2𝑦 − 3𝑦 = 5 𝑐𝑜𝑠 2𝑥 − 9

the complementary solution: 𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 3𝑥


the particular solution:
𝑦𝑝 = 𝐴 𝑐𝑜𝑠 2𝑥 + 𝐵 𝑠𝑖𝑛 2𝑥 + 𝐶
𝑦𝑝′ = −2𝐴 𝑠𝑖𝑛 2𝑥 + 2𝐵 𝑐𝑜𝑠 2𝑥 and 𝑦𝑝′′ = −4𝐴 𝑐𝑜𝑠 2𝑥 − 4𝐵 𝑠𝑖𝑛 2𝑥

substituting 𝑦𝑝 and its derivatives in the DE, yields:

−4𝐴 𝑐𝑜𝑠 2𝑥 − 4𝐵 𝑠𝑖𝑛 2𝑥 + 4𝐴 𝑠𝑖𝑛 2𝑥 − 4𝐵 𝑐𝑜𝑠 2𝑥 − 3𝐴 𝑐𝑜𝑠 2𝑥 − 3𝐵 𝑠𝑖𝑛 2𝑥 − 3𝐶 = 5 𝑐𝑜𝑠 2𝑥 − 9


(−7𝐴 − 4𝐵) 𝑐𝑜𝑠 2𝑥 + (4𝐴 − 7𝐵) 𝑠𝑖𝑛 2𝑥 − 3𝐶 = 5 𝑐𝑜𝑠 2𝑥 − 9
(−7𝐴 − 4𝐵) 𝑐𝑜𝑠 2𝑥 = 5 𝑐𝑜𝑠 2𝑥
4𝐴 − 7𝐵 = 0
−3𝐶 = −9
𝐴 = −7/13, 𝐵 = −4/13, and 𝐶 = 3
7 4
𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 3𝑥 − 𝑐𝑜𝑠 2𝑥 − 𝑠𝑖𝑛 2𝑥 + 3
13 13
Example 51
Solve 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥

the complementary solution: 𝑦𝑐 = (𝐶1 + 𝐶2 𝑥)𝑒 −𝑥

the particular solution: 𝑦𝑝 = (𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥)𝑒 𝑥

𝑦′𝑝 = (𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 )𝑒 𝑥 + (−𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥)𝑒 𝑥 = (𝐴 + 𝐵)𝑒 𝑥 𝑐𝑜𝑠𝑥 + (𝐵 − 𝐴)𝑒 𝑥 𝑠𝑖𝑛𝑥


𝑦 ′′ = (𝐴 + 𝐵)(−𝑒 𝑥 𝑠𝑖𝑛𝑥 + 𝑒 𝑥 𝑐𝑜𝑠𝑥) + (𝐵 − 𝐴)(𝑒 𝑥 𝑐𝑜𝑠𝑥 + 𝑒 𝑥 𝑠𝑖𝑛𝑥) = 2𝐵𝑒 𝑥 𝑐𝑜𝑠𝑥 − 2𝐴𝑒 𝑥 𝑠𝑖𝑛𝑥
substituting yp and its derivatives in the DE, yields:

(2𝐵𝑒 𝑥 𝑐𝑜𝑠𝑥 − 2𝐴𝑒 𝑥 𝑠𝑖𝑛𝑥) + 2[(𝐴 + 𝐵)𝑒 𝑥 𝑐𝑜𝑠𝑥 + (𝐵 − 𝐴)𝑒 𝑥 𝑠𝑖𝑛𝑥] + (𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 )𝑒 𝑥
= 𝑒 𝑥 𝑠𝑖𝑛𝑥
(4𝐵 + 3𝐴)𝑒 𝑥 𝑐𝑜𝑠𝑥 + (−4𝐴 + 3𝐵)𝑒 𝑥 𝑠𝑖𝑛𝑥 = 𝑒 𝑥 𝑠𝑖𝑛𝑥
(4𝐵 + 3𝐴)𝑒 𝑥 𝑐𝑜𝑠𝑥 = 0 ⇒ 4𝐵 + 3𝐴 = 0
(−4𝐴 + 3𝐵)𝑒 𝑥 𝑠𝑖𝑛𝑥 = 𝑒 𝑥 𝑠𝑖𝑛𝑥 ⇒ 3𝐵 − 4𝐴 = 1
𝐴 = −4/25, and 𝐵 = 3/25
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 50
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

𝑦𝑝 = (−4/25𝑐𝑜𝑠𝑥 + 3/25𝑠𝑖𝑛𝑥)𝑒 𝑥
4 3
𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 −𝑥 + (− 𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥) 𝑒 𝑥
25 25

Example 52
𝑡 𝑡
Solve 𝑦̈ − 6𝑦̇ + 25𝑦 = 2𝑠𝑖𝑛 − 𝑐𝑜𝑠
2 2

the complementary solution: 𝑦𝑐 = 𝐶1 𝑒 3𝑡 𝑐𝑜𝑠4𝑡 + 𝑐2 𝑒 3𝑡 𝑠𝑖𝑛4𝑡


the particular solution: 𝑦𝑝 = A cos 4𝑡 + B sin 4𝑡
𝐴 𝑡 𝐵 𝑡
𝑦̇𝑝 = − 𝑠𝑖𝑛 + 𝑐𝑜𝑠
2 2 2 2
𝐴 𝑡 𝐵 𝑡
𝑦̈𝑝 = − 𝑐𝑜𝑠 − 𝑠𝑖𝑛
4 2 4 2
substituting yp and its derivatives in the DE, yields:

56 𝑡 20 𝑡
𝑦 = 𝐶1 𝑒 3𝑡 𝑐𝑜𝑠4𝑡 + 𝐶2 𝑒 3𝑡 𝑠𝑖𝑛4𝑡 + 𝑠𝑖𝑛 − 𝑐𝑜𝑠
663 2 663 2
Example 53
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑒 2𝑥

the complementary solution: 𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥

the particular solution:


𝑦𝑝 = 𝐴𝑥𝑒 2𝑥
𝑦′𝑝 = 𝐴(1 + 2𝑥)𝑒 2𝑥 and 𝑦𝑝′′ = 4𝐴(𝑥 + 1)𝑒 2𝑥
substituting 𝑦𝑝 and its derivatives in the DE, yields:

4𝐴(𝑥 + 1)𝑒 2𝑥 − (1 + 2𝑥)𝑒 2𝑥 − 2𝐴𝑥𝑒 2𝑥 = 𝑒 2𝑥


3𝐴𝑒 2𝑥 + 3𝐴𝑥𝑒 2𝑥 = 𝑒 2𝑥
3𝐴𝑒 2𝑥 = 𝑒 2𝑥 ⇒ 𝐴 = 1/3

−𝑥 2𝑥
𝑥𝑒 2𝑥
𝑦 = 𝐶1 𝑒 + 𝐶2 𝑒 +
3
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 51
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Assignment 13
I- Find the form of the particular solutions to 𝑦𝑐 = 𝐶1 + 𝐶2 𝑒 𝑥 +𝐶3 𝑥𝑒 𝑥

1. 𝑔(𝑥) = 2𝑒 3𝑥 2. 𝑔(𝑥) = −23𝑒 5𝑥


3. 𝑔(𝑥) = 5𝑐𝑜𝑠√2𝑥 4. 𝑔(𝑥) = −𝑐𝑜𝑠3𝑥
5. 𝑔(𝑥) = 31𝑒 −𝑥 𝑐𝑜𝑠3𝑥 6. 𝑔(𝑥) = 𝑥𝑒 3𝑥
7. 𝑔(𝑥) = 2𝑠𝑖𝑛4𝑥 − 𝑐𝑜𝑠7𝑥 8. 𝑔(𝑥) = 31𝑒 −𝑥 𝑐𝑜𝑠3𝑥

II- Solve the following DEs:

1. 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 2𝑥𝑒 𝑥 2. 𝑦 ′ − 5𝑦 = (𝑥 − 1) 𝑠𝑖𝑛 𝑥 + (𝑥 + 1) 𝑐𝑜𝑠 𝑥


3. 𝑦′′ − 2𝑦′ + 𝑦 = 3𝑒2𝑥 4. 𝑦′ − 𝑦 = 𝑒𝑥
5. 𝑦′′ + 4𝑦 = 𝑠𝑖𝑛2𝑥 6. 𝑦 ′ − 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠2𝑥
7. 𝑦(4) + 4𝑦 = 𝑥 4 8. 𝐷 2 (𝐷 2 + 4)𝑦 = 96𝑥 2

6.2 Variation of Parameters Method


This method unlike undetermined coefficients, is not limited to cases where the input function is a
combination of the four types of functions. The particular solution to be found is:

𝑦𝑝 = 𝑢1 (𝑥)𝑦𝑐1 + 𝑢2 (𝑥)𝑦𝑐2 + ⋯ + 𝑢𝑛 (𝑥)𝑦𝑐𝑛


where n is the order of the DE. Then, the assumed particular solution is substituted into the DE, and imposing
conditions on the resulting equation leads to the following equations
𝑢̇ 1 𝑦𝑐1 + 𝑢̇ 2 𝑦𝑐2 + ⋯ + 𝑢̇ 𝑛 𝑦𝑐𝑛 = 0

𝑢̇ 1 𝑦̇𝑐1 + 𝑢̇ 2 𝑦̇𝑐2 + ⋯ + 𝑢̇ 𝑛 𝑦̇𝑐𝑛 = 0

𝑢̇ 1 𝑦𝑐1 (𝑛−1) + 𝑢̇ 2 𝑦𝑐2 (𝑛−1) + ⋯ + 𝑢̇ 𝑛 𝑦𝑐𝑛 (𝑛−1) = 𝑔(𝑥)

In the matrix form:

𝑦𝑐1 𝑦𝑐1 … 𝑦𝑐1 𝑢̇ 1 0


𝑦̇𝑐1 𝑦̇𝑐2 … 𝑦̇𝑐𝑛 𝑢̇ 2 0
[ ]=[ 0 ]
⋮ ⋮ ⋮ ⋮ ⋮
[𝑦𝑐1
(𝑛−1)
𝑦𝑐2 (𝑛−1) … 𝑦𝑐𝑛 (𝑛−1) ] 𝑢̇ 𝑛 𝑔(𝑥)

Note the matrix is the Wrońskian. To find 𝑢̇ 1 , 𝑢̇ 2 , …, 𝑢̇ 𝑛 , the system of equations must be solved.

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 52
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 54
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑥
the complementary solution: 𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥

the particular solution:


𝑦𝑝 = 𝑢1 (𝑥)𝑦𝑐1 + 𝑢2 (𝑥)𝑦𝑐2 = 𝑢1 𝑒 −𝑥 + 𝑢2 𝑒 2𝑥
−𝑥
[ 𝑒 −𝑥 𝑒 2𝑥 ] [𝑢̇ 1 ] = [0]
−𝑒 2𝑒 2𝑥 𝑢̇ 2 𝑥
using Cramer’s rule to solve the matrix:

|0 e2x |
𝑥 2e 2x 0 × 2e2x − 𝑥 × e2x −𝑥e2x −𝑥ex
𝑢̇ 1 = −x 2x = −x 2x − e2x × −e−x
= x x
=
e e e × 2e 2e + e 3
| −x 2x
|
−e 2e
−𝑥ex 1
𝑢1 = ∫ 𝑑𝑥 = ex (1 − x)
3 3
e−x 0
| | −x −x
𝑥e−x 𝑥e−2x
𝑢̇ 2 = − e−x 𝑥 = e × 𝑥 − 0 × −e = =
−x 2x −x 2x 2x −x
| e −x e 2x | e × 2e − e × −e 2 ex + ex 3
−e 2e
𝑥 e−2x 1
𝑢2 = ∫ 𝑑𝑥 = − e−2x (2x + 1)
3 12
1 1 x 1
yp = ex (1 − x)e−x − e−2x (2x + 1)e2x = − +
3 12 2 4
𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥 − 1/2𝑥 + 1/4

Example 55
Solve (𝐷 2 + 1)𝑦 = 𝑠𝑒𝑐 𝑥

the complementary solution: 𝑦𝑐 = 𝐶1 𝑐𝑜𝑠 𝑥 + 𝐶2 𝑠𝑖𝑛 𝑥

the particular solution:

𝑦𝑝 = 𝑢1 𝑐𝑜𝑠 𝑥 + 𝑢2 𝑠𝑖𝑛 𝑥
𝑐𝑜𝑠 𝑥 𝑠𝑖𝑛 𝑥 𝑢̇ 1 0
[ ][ ] = [ ]
− 𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 𝑥 𝑢̇ 2 𝑠𝑒𝑐 𝑥
using Cramer’s rule to solve the matrix:

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 53
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

0 𝑠𝑖𝑛 𝑥
| | 𝑠𝑖𝑛 𝑥
𝑢̇ 1 = 𝑠𝑒𝑐 𝑥 𝑐𝑜𝑠 𝑥 =−
𝑐𝑜𝑠 𝑥 𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 𝑥
| |
− 𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 𝑥
𝑠𝑖𝑛 𝑥
𝑢1 = − ∫ 𝑑𝑥 = 𝑙𝑛 𝑐𝑜𝑠 𝑥
𝑐𝑜𝑠 𝑥
𝑐𝑜𝑠 𝑥 0
| |
𝑢̇ 2 = − 𝑠𝑖𝑛 𝑥 𝑠𝑒𝑐 𝑥 = 1
𝑐𝑜𝑠 𝑥 𝑠𝑖𝑛 𝑥
| |
− 𝑠𝑖𝑛 𝑥 𝑐𝑜𝑠 𝑥

𝑢1 = ∫ 𝑑𝑥 = 𝑥

𝑦𝑝 = 𝑙𝑛 𝑐𝑜𝑠 𝑥 𝑐𝑜𝑠 𝑥 + 𝑥 𝑠𝑖𝑛 𝑥


𝑦 = 𝐶1 𝑐𝑜𝑠 𝑥 + 𝐶2 𝑠𝑖𝑛 𝑥 + 𝑙𝑛 𝑐𝑜𝑠 𝑥 𝑐𝑜𝑠 𝑥 + 𝑥 𝑠𝑖𝑛 𝑥

Assignment 14
Solve the following DEs using the variation of parameters method

1. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 2𝑒 𝑥 2. 𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 𝑥 − 1
3. 𝑦′′ − 𝑦 = 2𝑒2𝑥 + 𝑒𝑥 4. 𝑦 ′′ + 𝑦 = 𝑐𝑜𝑠𝑥 + 3𝑠𝑖𝑛𝑥
5. (𝐷2 + 1)𝑦 = 𝑒𝑥 𝑠𝑖𝑛 𝑥 6. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑐𝑜𝑠 2 𝑥
7. 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 𝑐𝑜𝑠ℎ 𝑥 8. (𝐷 2 + 4𝐷 + 4)𝑦 = 𝑥𝑒 −𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 54
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Euler-Cauchy Equation
This chapter has focused on the analysis of linear differential equations with constant coefficients up to
this point. But before we go any further, let's talk about one particular kind of linear equation with variable
coefficients. This kind of equation can always be changed into a linear equation with constant coefficients by
just changing the independent variable. This equation is known as the Euler-Cauchy equation. The general
form is:

𝑎𝑛 𝑥 𝑛 𝑦 (𝑛) + 𝑎1−1 𝑥 𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑥𝑦 ′ + 𝑎0 𝑦 = 𝑔(𝑥)


in which the coefficient of each derivative is a constant multiple of the corresponding power of the
independent variable. As we shall soon see, the change of independent variable is defined by:

𝑧 = 𝑙𝑛 𝑥 or 𝑥 = 𝑒 𝑧 (𝑥 ≠ 0)
This will always convert the DE into a linear equation with constant coefficients

Example 56
Solve 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 9𝑦 = 0
𝑑𝑧 1
Let 𝑧 = 𝑙𝑛 𝑥 or 𝑥 = 𝑒 𝑧 ⇒ =
𝑑𝑥 𝑥

𝑑𝑦 𝑑𝑦 𝑑𝑧 1 𝑑𝑦
𝑦′ = = =
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑥 𝑑𝑧

′′
1 𝑑𝑦
𝑑 𝑑𝑦 1 𝑑2 𝑦 𝑑𝑧
𝑑 𝑑𝑦 1 1 𝑑2 𝑦 𝑑𝑦
𝑦 = ( )= ( )= ( 2 )+ (− 2 ) = 2 ( 2 − )
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑥 𝑑𝑧 𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑥 𝑥 𝑑𝑧 𝑑𝑧
substituting in the DE:

2
1 𝑑2 𝑦 𝑑𝑦 1 𝑑𝑦
𝑥 ( 2 ( 2 − )) + 𝑥 ( ) + 9𝑦 = 0
𝑥 𝑑𝑧 𝑑𝑧 𝑥 𝑑𝑧

𝑑2𝑦 𝑑𝑦 𝑑𝑦 𝑑2𝑦
2
− + + 9𝑦 = 0 ⇒ + 9𝑦 = 0 (Homogeneous Linear DE with Constant Coe.)
𝑑𝑧 𝑑𝑧 𝑑𝑧 𝑑𝑧 2

𝑚2 + 9 = 0 ⇒ 𝑚 = ±3𝑖
𝑦 = 𝐶1 𝑐𝑜𝑠 3𝑧 + 𝐶2 𝑠𝑖𝑛 3𝑧
replacing z by ln x:

𝑦 = 𝐶1 𝑐𝑜𝑠 3 𝑙𝑛 𝑥 + 𝐶2 𝑠𝑖𝑛 3 𝑙𝑛 𝑥

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 55
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 57
3 6
Solve 𝑦 ′′′ + 𝑦 ′′ =
𝑥 𝑥

Multiplying the DE by 𝑥 3 gives:

𝑥 3 𝑦 ′′′ + 3𝑥 2 𝑦 ′′ = 6𝑥 2 (Euler-Cauchy Equation)


𝑑𝑧 1
Let 𝑧 = 𝑙𝑛 𝑥 or 𝑥 = 𝑒 𝑧 ⇒ =
𝑑𝑥 𝑥

𝑑𝑦 𝑑𝑦 𝑑𝑧 1 𝑑𝑦
𝑦′ = = =
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑥 𝑑𝑧

′′
1 𝑑𝑧
𝑑 𝑑𝑦 1 𝑑2 𝑦 𝑑𝑧 𝑑𝑦
𝑑 1 1 𝑑2 𝑦 𝑑𝑦
𝑦 = ( )= ( )= ( 2 )+ (− 2 ) = 2 ( 2 − )
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑥 𝑑𝑥 𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑧 𝑥 𝑥 𝑑𝑧 𝑑𝑧

𝑑3 𝑦 𝑑 1 𝑑 2 𝑦 𝑑𝑦 1 𝑑 3 𝑦 𝑑𝑧 𝑑 2 𝑦 𝑑𝑧 𝑑 2 𝑦 𝑑𝑦 −2
= [ ( − )] = 2 ( 3 − ) + ( 2 − )( 3) =
𝑑𝑥 3 𝑑𝑥 𝑥 2 𝑑𝑧 2 𝑑𝑧 𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑧 2 𝑑𝑥 𝑑𝑧 𝑑𝑧 𝑥
1 𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
= 3( 3 −3 2 +2 )
𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑧

substituting in the DE:

1 𝑑3𝑦 𝑑2 𝑦 𝑑𝑦 1 𝑑 2 𝑦 𝑑𝑦
𝑥 [ 3 ( 3 − 3 2 + 2 )] + 3𝑥 [ 2 ( 2 − )] = 6(𝑒 𝑧 )2
3 2
𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑧 𝑥 𝑑𝑧 𝑑𝑧
𝑑3 𝑦 𝑑𝑦
− = 6𝑒 2𝑧 (Non-homogeneous Linear DE with Constant Coe.)
𝑑𝑧 3 𝑑𝑧

𝑑3𝑦 𝑑𝑦
substituting in − = 6𝑒 2𝑧 yields:
𝑑𝑧 3 𝑑𝑧

8𝐴𝑒 2𝑧 − 2𝐴𝑒 2𝑧 = 6𝑒 2𝑧 ⇒ 6𝐴𝑒 2𝑧 = 6𝑒 2𝑧 ⇒ 𝐴=1


𝑦𝑝 = 𝑒 2𝑧

𝑦 = 𝑦𝑐 + 𝑦𝑝 ⇒ 𝑦 = 𝐶1 + 𝐶2 𝑒 𝑧 + 𝐶3 𝑒 −𝑧 + 𝑒 2𝑧
replacing 𝑧 by ln 𝑥:

𝑦 = 𝐶1 + 𝐶2 𝑒 𝑙𝑛𝑥 + 𝐶3 𝑒 −𝑙𝑛𝑥 + 𝑒 2𝑙𝑛𝑥


𝑦 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 −1 + 𝑥 2
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 56
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Legendre Equation
The general form of Legendre DE is:

𝑎𝑛 (𝐴𝑥 + 𝐵)𝑛 𝑦 (𝑛) + 𝑎𝑛−1 (𝐴𝑥 + 𝐵)𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎1 (𝐴𝑥 + 𝐵)𝑦 ′ + 𝑎0 𝑦 = 𝑔(𝑥)
in which the 𝑎n , 𝑎n−1 , and 𝑎0 are constants. As we shall soon see, the change of independent variable is
defined by:

𝑧 = 𝑙𝑛(𝐴𝑥 + 𝐵) or (𝐴𝑥 + 𝐵) = 𝑒 𝑧 ((𝐴𝑥 + 𝐵) ≠ 0)

Example 58
Solve (𝑥 − 2)2 𝑦 ′′ + 2(𝑥 − 2)𝑦 ′ − 6𝑦 = 0
𝑑𝑧 1
𝑧 = 𝑙𝑛(𝑥 − 2) or 𝑥 − 2 = 𝑒 𝑧 ⇒ =
𝑑𝑥 𝑥−2

𝑑𝑦 𝑑𝑦 𝑑𝑧 1 𝑑𝑦
𝑦′ = = =
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑥 − 2 𝑑𝑧
2 2
′′
1 𝑑𝑧
𝑑 𝑑𝑦 1𝑑 𝑑 𝑦 𝑑𝑧 𝑑𝑦 1 1 𝑑 𝑦 𝑑𝑦
𝑦 = ( )= ( )= ( 2 )+ (− ) = ( − )
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑥 − 2 𝑑𝑥 𝑥 − 2 𝑑𝑧 𝑑𝑥 𝑑𝑧 (𝑥 − 2)2 (𝑥 − 2)2 𝑑𝑧2 𝑑𝑧

substituting in the DE:

2
𝑑2 𝑦 𝑑𝑦
1 1 𝑑𝑦
(𝑥 − 2) ( − ) + 2 ( 𝑥 − 2 ) − 6𝑦 = 0
(𝑥 − 2)2 𝑑𝑧2 𝑑𝑧 𝑥 − 2 𝑑𝑧
𝑑2 𝑦 𝑑𝑦
+ − 6𝑦 = 0 (Homogeneous Linear DE with Constant Coe.)
𝑑𝑧 2 𝑑𝑧

𝑚2 + 𝑚 − 6 = 0
𝑚1 = −3 and 𝑚2 = 2
𝑦 = 𝐶1 𝑒 −3𝑧 + 𝐶2 𝑒 2𝑧
replacing 𝑧 by 𝑙𝑛(𝑥 − 2):

𝑦 = 𝐶1 𝑒 −3 𝑙𝑛(𝑥−2) + 𝐶2 𝑒 2 𝑙𝑛(𝑥−2)
𝑦 = 𝐶1 (𝑥 − 2)−3 + 𝐶2 (𝑥 − 2)2

Example 59
Solve (𝑥 + 1)2 𝑦 ′′ + (𝑥 + 1)𝑦 ′ + 𝑦 = 𝑠𝑖𝑛 2 𝑙𝑛(𝑥 + 1)

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 57
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

substituting in the DE:

1 𝑑 2 𝑦 𝑑𝑦 1 𝑑𝑦
(𝑥 + 1)2 ( − ) + ( 𝑥 + 1 ) + 𝑦 = 𝑠𝑖𝑛 2𝑧
(𝑥 + 1)2 𝑑𝑧 2 𝑑𝑧 𝑥 + 1 𝑑𝑧
𝑑2 𝑦
+ 𝑦 = 𝑠𝑖𝑛 2𝑧 (Non-homogeneous Linear DE with Constant Coe.)
𝑑𝑧 2

𝑚2 + 1 = 0 ⇒ 𝑚1,2 = ±𝑖
𝑦𝑐 = 𝐶1 𝑐𝑜𝑠 𝑧 + 𝐶2 𝑠𝑖𝑛 𝑧
the particular solution: 𝑦𝑝 = 𝐴 𝑐𝑜𝑠 2𝑧 + 𝐵 𝑠𝑖𝑛 2𝑧

𝑦𝑝′ = −2𝐴 𝑠𝑖𝑛 2𝑧 + 2𝐵 𝑐𝑜𝑠 2𝑧 and 𝑦𝑝′′ = −4𝐴 𝑐𝑜𝑠 2𝑧 − 4𝐵 𝑠𝑖𝑛 2𝑧

substituting 𝑦𝑝 and its derivatives in the DE, yields:

−4𝐴 𝑐𝑜𝑠 2𝑧 − 4𝐵 𝑠𝑖𝑛 2𝑧 + 𝐴 𝑐𝑜𝑠 2𝑧 + 𝐵 𝑠𝑖𝑛 2𝑧 = 𝑠𝑖𝑛 2𝑧


1
−3𝐴 𝑐𝑜𝑠 2𝑧 − 3𝐵 𝑠𝑖𝑛 2𝑧 = 𝑠𝑖𝑛 2𝑧 ⇒ 𝐴 = 0 and 𝐵 = −
3

1
𝑦𝑝 = − 𝑠𝑖𝑛 2𝑧
3
1
𝑦 = 𝐶1 𝑐𝑜𝑠 𝑧 + 𝐶2 𝑠𝑖𝑛 𝑧 − 𝑠𝑖𝑛 2𝑧
3
replacing 𝑧 by ln(𝑥 + 1):

1
𝑦 = 𝐶1 𝑐𝑜𝑠 𝑙𝑛(𝑥 + 1) + 𝐶2 𝑠𝑖𝑛 𝑙𝑛(𝑥 + 1) − 𝑠𝑖𝑛 2𝑙𝑛(𝑥 + 1)
3
Assignment 15
Solve the following DEs:

(3𝑥 + 2)2 𝑦 ′′ + 3(3𝑥 + 2)𝑦 ′ − 36𝑦


1. 2. 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 𝑥 5
= 3𝑥 + 2
3. (2𝑥 + 1)2 𝑦 ′′ + (2𝑥 + 1)𝑦 ′ + 𝑦 = 2𝑥 + 1 4. 𝑥 2 𝑦 ′′ − 6𝑦 = 1 + 𝑙𝑛 |𝑥|
5. (𝑥 2 𝐷2 + 𝑥𝐷 + 1)𝑦 = 0, 𝑦(1) = 1, 𝑦 ′ (1) = 1 6. 𝑥 3 𝑦 ′′′ + 2𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0
7. 𝑥 3 𝑦 ′′ − 3𝑥 2 𝑦 ′′ + 7𝑥𝑦 ′ − 8𝑦 = 0 8. 3𝑦 ′′′ + 4𝑥 2 𝑦 ′′ − 5𝑥𝑦 ′ − 15𝑦 = 𝑥 4
9. 2𝑥 2 𝑦 ′′ + 5𝑥𝑦 ′ + 𝑦 = 3𝑥 + 2 10. 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 𝑦 = 0

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 58
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Applications on Second & Higher Order Linear ODEs


9.1 Oscillations of a Mass–Spring System
We take an ordinary coil spring that resists extension as well as compression. We suspend it vertically
from fixed support and attach a body at its lower end, for instance, an iron ball, as shown in the figure below.

Mechanical mass-spring system


When the damping is small and the motion of the system is considered over a relatively short time we
may disregard damping. Thus, the governing equation is:
𝑚𝑦 ′′ + 𝑘𝑦 = 0
This is a homogeneous linear ODE with constant coefficients. A general solution is:

𝑦(𝑡) = 𝐴 cos 𝜔0 𝑡 + 𝐵 sin 𝜔0 𝑡

𝑣(𝑡) = −𝐴 𝜔0 sin 𝜔0 𝑡 + 𝐵 𝜔0 cos 𝜔0 𝑡

𝑎(𝑡) = −𝐴𝜔0 2 cos 𝜔0 𝑡 − 𝐵𝜔0 2 sin 𝜔0 𝑡

𝑘
𝜔0 = √
𝑚

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 59
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 60
If a mass-spring system with an iron ball of weight 𝑊 = 98 𝑁 (about 22 𝑙𝑏) can be regarded as
undamped, and the spring is such that the ball stretches it 1.09 𝑚 (about 43 𝑖𝑛.), how many cycles per minute
will the system execute? What will its motion be if we pull the ball down from rest by 16 𝑐𝑚 (about 6 𝑖𝑛.)
and let it start with zero initial velocity?
𝑊𝑒𝑖𝑔ℎ𝑡 98 𝑁 𝑘𝑔
𝑘= = = 90 ( 2 )
𝑑𝑖𝑠𝑝𝑙𝑎𝑐𝑒𝑚𝑒𝑛𝑡 1.09 𝑚 𝑠𝑒𝑐
𝑊 98
𝑚= = = 10 𝑘𝑔
𝑔 9.81

𝑘 90 1
𝜔0 = √ =√ =3
𝑚 10 𝑠𝑒𝑐
𝜔0 3
= = 0.48 𝐻𝑧 = 29 𝑐𝑦𝑐𝑙𝑒𝑠/𝑚𝑖𝑛
2𝜋 2𝜋
𝑦(𝑡 ) = 𝐴 𝑐𝑜𝑠 𝜔0 𝑡 + 𝐵 𝑠𝑖𝑛 𝜔0 𝑡 ⇒ 𝑦(𝑡 ) = 𝐴 𝑐𝑜𝑠 3𝑡 + 𝐵 𝑠𝑖𝑛 3𝑡
Initial conditions:

i- 𝑦(0) = 0.16 𝑚
0.16 = 𝐴 𝑐𝑜𝑠 3 × 0 + 𝐵 𝑠𝑖𝑛 3 × 0 ⇒ 𝐴 = 0.16
ii- 𝑣 (0) = 0

0 = −𝐴 𝜔0 𝑠𝑖𝑛 3 × 0 + 𝐵 𝜔0 𝑐𝑜𝑠 3 × 0 ⇒ 𝐵=0


𝑦(𝑡 ) = 0.16 𝑐𝑜𝑠 3𝑡

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 60
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

9.2 Beam Deflection


The DE of deflection is:

𝑑2 𝑦
𝐸𝐼 2 = −𝑀(𝑥)
𝑑𝑥
𝑑𝑀 𝑑3 𝑦
𝑉 (𝑥 ) = ⇒ 𝐸𝐼 = −𝑉(𝑥)
𝑑𝑥 𝑑𝑥 3
𝑑𝑉 𝑑4 𝑦
𝑤 (𝑥 ) = − ⇒ 𝐸𝐼 4 = 𝑤(𝑥)
𝑑𝑥 𝑑𝑥
where 𝑦 is the deflection, 𝑀 , 𝑉 , and 𝑤are the bending moment (BM), shear force (SF), and uniformly
distributed load (UDL) at a section at distance x, respectively, and 𝐸𝐼 is the rigidity of the cross-section of the
beam. The table below shows the boundary conditions according to the supporting type.

Support Boundary conditions


Hing/pin/roller 𝑦 = 0 and 𝑦 ′′ = 0
Fixed (clamped) 𝑦 = 0 and 𝑦 ′ = 0
Free end 𝑦 ′′ = 0 and 𝑦 ′′′ = 0

Example 61
The simply supported beam shown in the figure below is subjected to the concentrated force at B.
Determine the maximum deflection of the beam. 𝐸𝐼 is constant.

𝑀1 = 2𝑥1
𝑑2 𝑦
𝐸𝐼 2 = 2𝑥1
𝑑𝑥
𝑑𝑦
𝐸𝐼 = 𝑥12 + 𝐶1
𝑑𝑥
𝑥13
𝐸𝐼𝑦 =+ 𝐶1 𝑥1 + 𝐶2
3
𝑀2 = 2𝑥2 − 6(𝑥2 − 2) = 4(3 − 𝑥2 )
©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 61
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

𝑑2 𝑦
𝐸𝐼 2 = 4(3 − 𝑥2 )
𝑑𝑥
𝑑𝑦 𝑥22
𝐸𝐼 = 4 (3𝑥2 − ) + 𝐶3
𝑑𝑥 2
3𝑥22 𝑥23
𝐸𝐼𝑦 = 4 ( − ) + 𝐶3 𝑥2 + 𝐶4
2 6
boundary conditions:

i- 𝑦(0) = 0 ⇒ 𝐶2 = 0
3×32 33
ii- 𝑦(3) = 0 ⇒ 0 = 4 ( 2 − 6 ) + 3𝐶3 + 𝐶4
continuity conditions:
i- 𝑦1 = 𝑦2 at 𝑥 = 2
23 3 × 22 22
+ 2𝐶1 + 𝐶2 = 4 ( − ) + 2𝐶3 + 𝐶4
3 2 6
𝑑𝑦 𝑑𝑦
ii- ( ) = ( ) at 𝑥 = 2
𝑑𝑥 1 𝑑𝑥 2

2
22
2 + 𝐶1 = 4 (3 × 2 − ) + 𝐶3
2
solving the four equations:
8 44
𝐶1 = − , 𝐶2 = 0, 𝐶3 = − , 𝐶4 = 8
3 3
by inspection of the elastic curve (the figure below), the maximum deflection occurs at D, somewhere within
region AB. Here the slope must be zero:

𝑥12 + 𝐶1 = 0 ⇒ 𝑥1 = 1.633 𝑚
substituting into the defection equation:
1.6333 2.9 𝑘𝑁. 𝑚3
𝐸𝐼𝑦 = + 1.633𝐶1 + 𝐶2 ⇒ 𝑦=−
3 𝐸𝐼

©These lecture notes may NOT be used, reproduced, or distributed in any form without a prior permission from the instructor. 62
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 62
Find the deflection curve equation and the reactions for the beam shown in the figure below (ignore the
beam’s self-weight).

𝑑4 𝑦
𝐸𝐼 4 = 𝑤𝑥 . 𝐻𝑒𝑟𝑒 𝑤𝑥 = 𝑤
𝑑𝑥
𝑑4 𝑦 𝑑4 𝑦 𝑤
𝐸𝐼 4 = 𝑤 𝑜𝑟 =
𝑑𝑥 𝑑𝑥 4 𝐸𝐼
𝑑 3 𝑦 𝑤𝑥
= + 𝐶1
𝑑𝑥 3 𝐸𝐼
𝑑 2 𝑦 𝑤𝑥 2
= + 𝐶1 𝑥 + 𝐶2
𝑑𝑥 2 2𝐸𝐼
𝑑𝑦 𝑤𝑥 3 𝐶1 𝑥 2
= + + 𝐶2 𝑥 + 𝐶3
𝑑𝑥 6𝐸𝐼 2
𝑤𝑥 4 𝐶1 𝑥 3 𝐶2 𝑥 2
𝑦= + + + 𝐶3 𝑥 + 𝐶4
24𝐸𝐼 6 2
boundary conditions:

𝑦 (0) = 0 ⇒ 0 = 0 + 𝐶4 ⇒ 𝐶4 = 0
𝑦 ′′ (0) = 0 ⇒ 0 = 0 + 𝐶2 ⇒ 𝐶2 = 0
𝑤𝐿4 𝐶1 𝐿3
𝑦 (𝐿 ) = 0 ⇒ 0= + + 𝐶3 𝐿
24𝐸𝐼 6
′(
𝑤𝐿3 𝐶1 𝐿2
𝑦 𝐿) = 0 ⇒ 0= + + 𝐶3
6𝐸𝐼 2
3𝑤𝐿 𝑤𝐿3
𝐶1 = − 𝑎𝑛𝑑 𝐶3 =
8𝐸𝐼 48𝐸𝐼
𝑤𝑥 4 𝑤𝐿𝑥 3 𝑤𝐿3 𝑥
𝑦= − +
24𝐸𝐼 16𝐸𝐼 48𝐸𝐼
3𝑤𝐿 3𝑤𝐿
𝑉𝐴 = −𝐸𝐼𝑦 ′′ (0) = −𝐸𝐼 (− )=
8𝐸𝐼 8
𝑤𝐿 3𝑤𝐿 5𝑤𝐿
𝑉𝐵 = −𝐸𝐼𝑦 ′′′ (𝐿) = −𝐸𝐼 ( − )=−
𝐹𝐼 8𝐹𝐼 8

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Second and Higher Order Linear Ordinary Differential Equations

′′ (
𝑤𝐿2 3𝑤𝐿2 𝑤𝐿2
𝑀𝐵 = −𝐸𝐼𝑦 𝐿) = −𝐸𝐼 ( − )=−
2𝐹𝐼 8𝐹𝐼 8
Another way to solve the problem

𝐷 4 𝑦 = 0 ⇒ 𝑚4 = 0 ⇒ 𝑚1,2,3,4 = 0, 𝑦𝑐 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + 𝐶4 𝑥 3
𝑦𝑝 = 𝐴𝑜 (𝑥 4 ) ⇒ 𝑦𝑝 = 𝐴𝑜 𝑥 4
𝑦𝑝′ = 4𝐴𝑜 𝑥 3 ⇒ 𝑦𝑝′′ = 12𝐴𝑜 𝑥 2 ⇒ 𝑦𝑝′′′ = 24𝐴𝑜 𝑥 ⇒ 𝑦𝑝𝑖𝑣 = 24𝐴𝑜
𝑤 𝑤 𝑤𝑥 4
24𝐴𝑜 = ⇒ 𝐴𝑜 = ⇒ 𝑦𝑝 =
𝐸𝐼 24𝐸𝐼 24𝐸𝐼
2
𝑤𝑥 4 3
𝑦 = 𝑦𝑐 + 𝑦𝑝 ⇒ 𝑦 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 + 𝐶4 𝑥 +
24𝐸𝐼
9.3 Buckling of columns
The abrupt change in shape (deformation) of a structural component under load, such as a column bending
under compression, is referred to as buckling in structural engineering. When a structural component
experiences an abrupt change in shape, it is referred to as buckling. This occurs when the load applied to the
component exceeds a critical threshold.

The DE of buckling is:

𝑑2 𝑦
𝐸𝐼 2 = −𝑀(𝑥)
𝑑𝑥

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

Example 63
Determine the critical buckling load of a hinged-hinged column shown in the figure.

𝑑2 𝑦
𝐸𝐼 2 = −𝑀(𝑥)
𝑑𝑥
𝑀 = 𝑃𝑦

𝑑2 𝑦
𝐸𝐼 = −𝑃𝑦
𝑑𝑥 2
𝑑2 𝑦
𝐸𝐼 2 + 𝑃𝑦 = 0
𝑑𝑥
𝑃
let 𝛽2 =
𝐸𝐼

boundary conditions
i- 𝑦(0) = 0 ⇒ 𝐶1 = 0
𝑦 = 𝐶2 𝑠𝑖𝑛 𝛽𝑥
ii- 𝑦(𝐿) = 0 ⇒ 0 = 𝐶2 𝑠𝑖𝑛 𝛽𝐿
either 𝐶2 = 0 or 𝑠𝑖𝑛 𝛽𝐿 = 0

𝑠𝑖𝑛 𝛽𝐿 = 0 ⇒ 𝛽𝐿 = 𝑛𝜋 (𝑛 = 0,1,2, … )

2
𝑃 𝑛2 𝜋 2 𝐸𝐼
𝛽 = ⇒ 𝑃=
𝐸𝐼 𝐿2
𝜋 2 𝐸𝐼
𝑛=1 ⇒ 𝑃𝑐𝑟 = 2
𝐿
𝜋𝑥
𝑦 = 𝐶2 𝑠𝑖𝑛
𝐿

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Second and Higher Order Linear Ordinary Differential Equations

𝑃 < 𝑃𝑐𝑟 Stable

𝑃 = 𝑃𝑐𝑟 Neutral
𝑃 > 𝑃𝑐𝑟 Unstable

Example 64
Determine the critical buckling load of a hinged-hinged column shown in the figure.

𝑑2 𝑦
𝐸𝐼 2 = −𝑀(𝑥)
𝑑𝑥
𝑀 = −𝑃(𝑑 − 𝑦)
𝑑2 𝑦
𝐸𝐼 = −[−𝑃(𝑑 − 𝑦)]
𝑑𝑥 2
𝑑2 𝑦
𝐸𝐼 2 + 𝑃𝑦 = 𝑃𝑑
𝑑𝑥
𝑃
let 𝛽2 =
𝐸𝐼

𝑑2 𝑦
+ 𝛽2 𝑦 = 𝛽2 𝑑
𝑑𝑥 2
𝑚2 + 𝛽2 = 0
𝑦𝑐 = 𝐶1 𝑐𝑜𝑠 𝛽𝑥 + 𝐶2 𝑠𝑖𝑛 𝛽𝑥
let 𝑦𝑝 = 𝐴
𝛽2 𝐴 = 𝛽2 𝑑
𝐴=𝑑 ⇒ 𝑦𝑝 = 𝑑
𝑦 = 𝐶1 𝑐𝑜𝑠 𝛽𝑥 + 𝐶2 𝑠𝑖𝑛 𝛽𝑥 + 𝑑
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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Second and Higher Order Linear Ordinary Differential Equations

boundary conditions

i- 𝑦(0) = 0 ⇒ 𝐶1 = −𝑑
𝑦 = −𝑑 𝑐𝑜𝑠 𝛽𝑥 + 𝐶2 𝑠𝑖𝑛 𝛽𝑥 + 𝑑
ii- 𝑦 ′ (𝐿) = 0
𝑦 ′ = −𝛽𝐶1 𝑠𝑖𝑛 𝛽𝑥 + 𝛽𝐶2 𝑐𝑜𝑠 𝛽𝑥 ⇒ 0 = 0 + 𝛽𝐶2 ⇒ 𝐶2 = 0

𝑦 = −𝑑 𝑐𝑜𝑠 𝛽𝑥 + 𝑑
iii- 𝑦(L) = d

𝑑 = −𝑑 𝑐𝑜𝑠 𝛽𝐿 + 𝑑
0 = −𝑑 𝑐𝑜𝑠 𝛽𝐿
𝑐𝑜𝑠 𝛽𝐿 = 0
(2𝑛 − 1) (2𝑛 − 1)
𝛽𝐿 = 𝜋 ⇒ 𝛽= 𝜋 (𝑛 = 1,2,3, … )
2 2𝐿
𝑃 (2𝑛 − 1)
= 𝜋
𝐸𝐼 2𝐿
(2𝑛 − 1)2 𝜋 2 𝐸𝐼
𝑃=
4𝐿2
𝜋 2 𝐸𝐼
𝑃𝑐𝑟 =
4𝐿2
Assignment 16
I- What are the frequencies of vibration of a body of mass 𝑚 = 5 𝑘𝑔 (i) on a spring of modulus 𝑘 =
20 𝑁/𝑚, (ii) on a spring of modulus 𝑘 = 45 𝑁/𝑚, (iii) on the two springs in parallel as shown in the
figure below?

II- For the beam shown in the figure below find:1- The displacement equation. 2- Maximum deflection.
3- Maximum rotation.

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Second and Higher Order Linear Ordinary Differential Equations

III- Find the critical load P for the fixed-fixed column shown in the figure.

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Ordinary Differential Equations of the First Order

Simultaneous Linear Ordinary Differential Equations


1. Standard Form
The standard form for a linear system of 𝑛 first-order ODEs in 𝑛 unknown is:

𝑦1′ = 𝑎11 𝑦1 + 𝑎12 𝑦2 + ⋯ + 𝑎1𝑛 𝑦𝑛


𝑦2′ = 𝑎21 𝑦1 + 𝑎22 𝑦2 + ⋯ + 𝑎2𝑛 𝑦𝑛


𝑦𝑛′ = 𝑎𝑛1 𝑦1 + 𝑎𝑛2 𝑦2 + ⋯ + 𝑎𝑛𝑛 𝑦𝑛

2. Systems of ODEs as Vector Equations


𝑦1′ 𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑦1
𝑦′ 𝑎 𝑎22 ⋯ 𝑎2𝑛 𝑦2
[ 2 ] = [ 21 ][ ⋮ ]
⋮ ⋮ ⋮ ⋮ ⋮
𝑦𝑛′ 𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛 𝑦𝑛

Example 65
Solve the following simultaneous DEs:
𝑑𝑦 𝑑𝑦
𝑑𝑥
+ 𝑑𝑥 − 3𝑡 = 0
𝑑𝑦
2 +𝑦 =0
𝑑𝑥
D-opetator:

𝐷𝑦 + 𝐷𝑥 = 3𝑡
2𝐷𝑥 + 𝑦 = 0
matrix form:
𝐷 𝐷 𝑦 3𝑡
[ ][ ] = [ ]
1 2𝐷 𝑥 0
using Cramer‟s rule
3𝑡 𝐷
| | 2𝐷 (3𝑡 ) − 𝐷 (0) 6
𝑦= 0 2𝐷 = =
𝐷 𝐷 2𝐷(𝐷 ) − 1(𝐷 ) 2𝐷 2 − 𝐷
| |
1 2𝐷
(2𝐷 2 − 𝐷 )𝑦 = 6
2𝑚2 − 𝑚 = 0

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

𝑚1 = 0 and 𝑚2 = 1/2
𝑦𝑐 = 𝐶1 + 𝐶2 𝑒𝑡/2
𝑦𝑝 = 𝐴𝑡 𝑦′𝑝 = 𝐴 𝑦′′𝑝 = 𝐴
2(0) − 𝐴 = 6 𝐴 = −6
𝑦 = 𝐶1 + 𝐶2 𝑒 𝑡/2 − 6𝑡

3
𝑥 = 𝐶3 + 𝐶4 𝑒 𝑡/2 + 6𝑡 + 𝑡 2
2
𝑑𝑦
submitting 𝑥 and 𝑦 in 2 +𝑦=0
𝑑𝑥

1
𝐶1 + 𝐶2 𝑒 𝑡/2 − 6𝑡 + 2 ( 𝐶4 𝑒 𝑡/2 + 6 + 3𝑡) = 0
2
𝑡
𝐶1 + 12 + (𝐶2 + 𝐶4 )𝑒 2 = 0
𝐶1 + 12 = 0 ⇒ 𝐶1 = −12
𝐶2 + 𝐶4 = 0 ⇒ 𝐶2 = −𝐶4
3
𝑦 = −12 − 𝐶4 𝑒 𝑡/2 − 6𝑡 and 𝑥 = 𝐶3 + 𝐶4 𝑒 𝑡/2 + 6𝑡 + 𝑡 2
2

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

Example 66
Solve the following simultaneous DEs:
𝑑𝑦 𝑑𝑥
+ + 3𝑦 + 5𝑥 − 𝑒 −𝑡 = 0 ,
𝑑𝑡 𝑑𝑡
𝑑𝑥 𝑑𝑦
2 + +𝑥+𝑦−3=0
𝑑𝑡 𝑑𝑡

or (𝐷 2 + 𝐷 − 2)𝑦 = −𝑒 −𝑡 − 15 (Non-homogeneous LODE with constant coefficients)


𝑚2 + 𝑚 − 2 = 0 ⇒ (𝑚 + 2)(𝑚 − 1) = 0 ⇒ 𝑚1 = −2 𝑎𝑛𝑑 𝑚2 = 1
𝑦𝑐 = 𝐶3 𝑒 −2𝑡 + 𝐶4 𝑒 𝑡 .
𝑦𝑝 = 𝐴1 + 𝐴2 𝑒 −𝑡 ⇒ 𝑦𝑝′ = −𝐴2 𝑒 −𝑡 ⇒ 𝑦𝑝′′ = 𝐴2 𝑒 −𝑡

substituting

𝐴2 𝑒 −𝑡 − 𝐴2 𝑒 −𝑡 − 2(𝐴1 + 𝐴2 𝑒 −𝑡 ) = −𝑒 −𝑡 − 15 ⇒ −2𝐴1 − 2𝐴2 𝑒 −𝑡 = −𝑒 −𝑡 − 15

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Ordinary Differential Equations of the First Order

15
−2𝐴1 = −15 ⇒ 𝐴1 =
2
1
−2𝐴2 = −1 ⇒ 𝐴2 =
2
1 15
𝑦𝑝 = 𝑒 −𝑡 +
2 2
1 15
𝑦 = 𝑦𝑐 + 𝑦𝑝 ⇒ 𝑦 = 𝐶3 𝑒 −2𝑡 + 𝐶4 𝑒 𝑡 + 𝑒 −𝑡 +
2 2

Substituting 𝑥 and 𝑦 in Eq.(1) gives,


9 1
−2𝐶1 𝑒 −2𝑡 + 𝐶2 𝑒 𝑡 + 5 (𝐶1 𝑒 −2𝑡 + 𝐶2 𝑒 𝑡 − ) − 2𝐶3 𝑒 −2𝑡 + 𝐶4 𝑒 𝑡 − 𝑒 −𝑡 + 3(𝐶3 𝑒 −2𝑡 +
2 2
1 15
𝐶4 𝑒 𝑡 + 𝑒 −𝑡 + ) = 𝑒 −𝑡 .
2 2
45 45
(3𝐶1 + 𝐶3 )𝑒 −2𝑡 + (6𝐶2 + 4𝐶4 )𝑒 𝑡 − + + 𝑒 −𝑡 = 𝑒 −𝑡 .
2 2
3𝐶1 + 𝐶3 = 0 ⇒ 𝐶3 = −3𝐶1
3𝐶1 + 𝐶3 = 0 ⇒ 𝐶3 = −3𝐶1
3
6𝐶2 + 4𝐶4 = 0 ⇒𝐶4 = − 𝐶2
2
9 3 1 15
𝑥 = 𝐶1 𝑒 −2𝑡 + 𝐶2 𝑒 𝑡 − 𝑎𝑛𝑑 𝑦 = −3𝐶1 𝑒 −2𝑡 − 𝐶2 𝑒 𝑡 + 𝑒 −𝑡 +
2 2 2 2
Assignment 17
Solve the following simultaneous DEs:
I-
𝑑𝑥
= 3𝑥 + 8𝑦
𝑑𝑡
𝑑𝑦
= −𝑥 − 3𝑦
𝑑𝑡
𝑥 (0) = 2 and 𝑦(0) = −2
II-
𝐷 2 𝑥 + 𝑦 = 𝑠𝑖𝑛𝑡
𝑥 + 𝐷 2 𝑦 = 𝑐𝑜𝑠𝑡

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University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms

Laplace Transforms
1. Introduction
Laplace transforms are invaluable for any engineer’s mathematical toolbox as they make solving linear
ODEs and related initial value problems, as well as systems of linear ODEs, much easier. Applications abound
in electrical networks, springs, mixing problems, signal processing, and other areas of engineering and
physics. The process of solving an ODE using the Laplace transform method consists of three steps, shown
schematically in the figure below.

Solving an IVP by Laplace transforms


The Laplace transform method has two main advantages over the methods discussed:
1- Problems are solved more directly: Initial value problems are solved without first determining a general
solution. Nonhomogeneous ODEs are solved without first solving the corresponding homogeneous ODE.
2- The use of the unit step function makes the method particularly powerful for problems with inputs (driving
forces) that have discontinuities or represent short impulses or complicated periodic functions.

2. First Shifting Theorem (s-Shifting)


Roughly speaking, the Laplace transform, when applied to a function, changes that function into a new
function by using a process that involves integration.

If 𝑓(𝑡) is a function defined for all 𝑡 ≥ 0, its Laplace transform is the integral of 𝑓(𝑡) times 𝑒 −𝑠𝑡 from
𝑡 = 0 to ∞. It is a function of s such as:

𝐹 (𝑠) = ℒ (𝑓(t)) = ∫ 𝑓 (𝑡 )𝑒 −𝑠𝑡 𝑑𝑡
0

𝑓 (𝑡 ) = ℒ −1 (F)

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University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms

Example 67
Find ℒ (𝑓) for 𝑓 (𝑡 ) = 1

−𝑠𝑡
1 −𝑠𝑡 ∞ 1 1 1
ℒ (𝑓 ) = ℒ (1) = ∫ 𝑒 𝑑𝑡 = − 𝑒 | = − (𝑒 −𝑠×∞ − 𝑒 −𝑠×0 ) = − (𝑒 −∞ − 𝑒 0 ) =
0 𝑠 0 𝑠 𝑠 𝑠
1
𝑓 (𝑡 ) = ℒ −1 ( ) = 1
𝑠
Example 68
Find ℒ (𝑓) for 𝑓 (𝑡 ) = 𝑒 𝑎𝑡
∞ ∞ ∞
1 1
ℒ (𝑓) = ℒ (𝑒 𝑎𝑡 ) = ∫ 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑒 (𝑎−𝑠)𝑡 𝑑𝑡 = 𝑒 (𝑎−𝑠)𝑡 | =
0 0 𝑎−𝑠 0
𝑠−𝑎
1
𝑓 (𝑡 ) = ℒ −1 ( ) = 𝑒 𝑎𝑡
𝑠−𝑎
3. Linearity of the Laplace Transform
The Laplace transform is a linear operation

ℒ {𝑎𝑓 (𝑡 ) + 𝑏𝑔(𝑡)} = 𝑎ℒ (𝑓) + 𝑏ℒ (𝑔)

Example 69
Find ℒ (𝑓) for 𝑐𝑜𝑠ℎ 𝑎𝑡 and 𝑠𝑖𝑛ℎ 𝑎𝑡
1 𝑎𝑡
(𝑒 + 𝑒 −𝑎𝑡 )
𝑐𝑜𝑠ℎ 𝑎𝑡 =
2

1 1 1 1 𝑠
ℒ (𝑐𝑜𝑠ℎ 𝑎𝑡 ) = ∫ (𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 )𝑒 −𝑠𝑡 𝑑𝑡 = ( + )= 2
2 0 2 𝑠−𝑎 𝑠+𝑎 𝑠 − 𝑎2
1 𝑎𝑡
(𝑒 − 𝑒 −𝑎𝑡 )
𝑠𝑖𝑛ℎ 𝑎𝑡 =
2
1 ∞ 𝑎𝑡 1 1 1 𝑎
ℒ (𝑠𝑖𝑛ℎ 𝑎𝑡 ) = ∫ (𝑒 − 𝑒 −𝑎𝑡 )𝑒 −𝑠𝑡 𝑑𝑡 = ( − )= 2
2 0 2 𝑠−𝑎 𝑠+𝑎 𝑠 − 𝑎2

Example 70
Find ℒ (𝑓) for 𝑐𝑜𝑠 𝑎𝑡 and 𝑠𝑖𝑛 𝑎𝑡
∞ ∞
−𝑠𝑡
−𝑒 −𝑠𝑡 𝑎 ∞ 1 𝑎
ℒ (𝑐𝑜𝑠 𝑎𝑡 ) = ∫ 𝑐𝑜𝑠 𝑎𝑡 𝑒 𝑑𝑡 = 𝑐𝑜𝑠 𝑎𝑡| − ∫ 𝑠𝑖𝑛 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = − ℒ (𝑠𝑖𝑛 𝑎𝑡 )
0 𝑠 0
𝑠 0 𝑠 𝑠

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Laplace Transforms

𝑎
ℒ (𝑠𝑖𝑛 𝑎𝑡 ) =
𝑠 2 + 𝑎2

𝑠
ℒ (𝑐𝑜𝑠 𝑎𝑡 ) =
𝑠 2 + 𝑎2

Some function and their Laplace transforms

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Laplace Transforms

Assignment 17
Find Laplace transforms for the following:

1. 𝑐𝑜𝑠 2 𝜋𝑡 2. 𝑒 −𝑡 𝑐𝑜𝑠ℎ 4𝑡
3. 𝑥𝑒 4𝑥 4. 𝑒 𝑡+7
5. (𝑒𝑡 − 𝑒−𝑡 )2 6. 𝑡𝑒 4𝑡
7. 5 𝑠𝑖𝑛 3𝑥 − 17 𝑒 −2𝑥 8. 𝑠𝑖𝑛(𝑤𝑡 + 𝜋)
9. 𝑒 −2𝑦 𝑠𝑖𝑛 5𝑦 10. 𝑒 7/2
𝑥
𝑠𝑖𝑛 3𝑥
11 12 ∫ 𝑠𝑖𝑛ℎ 2𝑡 𝑑𝑡
𝑥 0

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University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms

4. Inverse Laplace Transforms

Example 71
1
Find ℒ −1 ( )
𝑠+8

From the table we have


1
𝑒 𝑎𝑡 =
𝑠−𝑎
1
If 𝑎 = −8 then ℒ (𝑒 −8𝑡 ) = , thus:
𝑠+8

1
ℒ −1 ( ) = 𝑒 −8𝑡
𝑠+8
Example 72
𝑠
Find ℒ −1 ( )
𝑠 2 +6

𝑎 = √6
𝑠
ℒ(𝑐𝑜𝑠 √6𝑡 ) =
𝑠2 +6
𝑠
ℒ −1 ( ) = 𝑐𝑜𝑠 √6𝑡
𝑠2 + 6
Example 73
𝑠
Find ℒ −1 ( )
(𝑠−2)2 +9

𝑠 2 2𝑡
ℒ −1 ( ) = 𝑒 2𝑡
𝑐𝑜𝑠 3𝑡 + 𝑒 𝑠𝑖𝑛 3𝑡
(𝑠 − 2)2 + 9 3

Example 74
𝑠+3
Find ℒ −1 ((𝑠−2)(𝑠+1))

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Laplace Transforms

2
𝑠 + 3 5/3 5 2
ℒ −1 ( ) = ℒ −1 ( ) − ℒ −1 ( 3 ) = 𝑒 2𝑡 − 𝑒 −𝑡
(𝑠 − 2)(𝑠 + 1) 𝑠−2 𝑠+1 3 3

Assignment 18
Find inverse Laplace transforms for the following:

2 2
1. 2.
𝑠3 (𝑠 − 2)2 + 9
𝑠+3 −2𝑠 + 6
3. 3.
𝑠2 + 2𝑠 + 5 𝑠2 + 4
1 𝑠2 + 6𝑠 + 9
5. 6.
(𝑠 + 1)(𝑠 2 + 1) (𝑠 − 1)(𝑠 − 2)(𝑠 + 4)
5𝑠 + 1 1
7. 8.
𝑠2 − 25 (𝑠 + √2)(𝑠 − √3)

5. Transforms of Derivatives
Our immediate goal is to use the Laplace transform to solve differential equations. To that end, we need

to evaluate quantities such as ℒ (𝑓 ′ ) and ℒ (𝑓 ′′ ) such that:


∞ ∞

ℒ (𝑓 (t)) = ∫ 𝑓 (𝑡)𝑒 ′ −𝑠𝑡
𝑑𝑡 = = 𝑒 −𝑠𝑡
𝑓(𝑡)|∞
0 + 𝑠 ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝑠𝐹(𝑠) − 𝑓 (0)
0 0

similarly,
ℒ (𝑓 ′ ′(𝑡)) = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓 (0) − 𝑓 ′ (0)
and

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University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms

ℒ (𝑓 ′ ′′(𝑡)) = 𝑠 3 𝐹 (𝑠) − 𝑠 2 𝑓(0) − 𝑠𝑓 ′ (0) − 𝑓 ′ ′(0)


The gernral form:

ℒ(𝑓 (𝑛) (𝑡)) = 𝑠 𝑛 𝐹 (𝑠) − 𝑠 𝑛−1 𝑓(0) − ⋯ − 𝑓 (𝑛−1) (0)

where 𝐹 (s) = ℒ (𝑓(𝑡))

6. Solving Linear ODEs


The transforms of derivatives show that the Laplace transform is ideally suited for solving linear initial-
value problems in which the differential equation has constant coefficients. Such a differential equation is
simply a linear combination of terms 𝑦, 𝑦 ′ , … , 𝑦 𝑛 .

𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 𝑔(𝑥)


the Laplace transform of this linear combination is a linear combination of Laplace transforms:

𝑎𝑛 ℒ(𝐷 𝑛 𝑦) + 𝑎𝑛−1 ℒ(𝐷 𝑛−1 𝑦) + ⋯ + 𝑎1 ℒ(𝐷𝑦) + 𝑎0 ℒ(𝑦) = ℒ(𝑔(𝑥))


𝑎𝑛 [𝑠 𝑛 𝑌(𝑠) − 𝑠 𝑛−1 𝑦(0) − ⋯ − 𝑦 (𝑛−1) (0)] + 𝑎𝑛−1 [𝑠 𝑛−1 𝑌(𝑠) − 𝑠 𝑛−2 𝑦(0) − ⋯ − 𝑦 (𝑛−2) (0)] +
⋯ + 𝑎1 [𝑠𝑌(𝑠) − 𝑦(0)] + 𝑎0 𝑌(𝑠) = 𝐺 (𝑥)
where 𝑌(𝑠) = ℒ (𝑦(𝑥)) and 𝐺 (𝑠) = ℒ (𝑔(𝑥)).

Example 75
Use the Laplace transform to solve the initial-value problem:
𝑑𝑦
+ 3𝑦 = 13 𝑠𝑖𝑛 2𝑡 , 𝑦(0) = 6
𝑑𝑡
𝑑𝑦
ℒ ( + 3𝑦) = ℒ(13 𝑠𝑖𝑛 2𝑡)
𝑑𝑡

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms

𝑦(𝑡 ) = −2 𝑐𝑜𝑠 2𝑡 + 3 𝑠𝑖𝑛 2𝑡 + 8𝑒 −3𝑡

Example 76
Use the Laplace transform to solve the initial-value problem:
𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 𝑒 −4𝑡 , 𝑦(0) = 1, 𝑦 ′ (0) = 5

16 𝑡 25 2𝑡 1 −4𝑡
𝑦 (𝑡 ) = − 𝑒 + 𝑒 + 𝑒
5 6 30

Example 77
Use the Laplace transform to solve the initial-value problem:
𝑦 ′′ − 𝑦 = 𝑡, 𝑦(0) = 1, 𝑦 ′ (0) = 1
𝑠 2 𝑌 − 𝑠𝑦(0) − 𝑦 ′ (0) − 𝑌 = 1/𝑠 2
(𝑠 2 − 1)𝑌 = 𝑠 + 1 + 1/𝑠 2
𝑠+1 1
𝑌= +
𝑠 2 − 1 𝑠 2 (𝑠 2 − 1)
1 1 1
𝑌= +( 2 − 2)
𝑠−1 𝑠 −1 𝑠
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University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms

1 1 1
𝑦(𝑡 ) = ℒ −1 (𝑌) = ℒ −1 ( ) + ℒ −1 ( 2 ) − ℒ −1 ( 2 )
𝑠−1 𝑠 −1 𝑠
𝑦(𝑡) = 𝑒 𝑡 + 𝑠𝑖𝑛ℎ𝑡 − 𝑡

Assignment 19
I- Show that:

ℒ (𝑓 ′ ′(𝑡)) = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓 (0) − 𝑓 ′ (0)


II- Use the Laplace transform to solve the initial-value problems:
𝑑𝑦 𝑑𝑦
−𝑦=1 2 +𝑦 =0
1. 𝑑𝑡 2. 𝑑𝑡
𝑦 (0) = 0 𝑦(0) = −3
𝑦 ′ + 6𝑦 = 𝑒 4𝑡 𝑦 ′ − 𝑦 = 2𝑐𝑜𝑠5𝑡
3. 4.
𝑦 (0) = 2 𝑦 (0) = 0
𝑦 ′′ + 5𝑦 ′ + 4𝑦 = 0 𝑦 ′′ − 4𝑦 ′ = 6𝑒 3𝑡 − 3𝑒 −𝑡
5. 6.
𝑦(0) = 1, 𝑦 ′ (0) = 0 𝑦(0) = 1, 𝑦 ′ (0) = −1
𝑦 (4) − 𝑦 = 0
𝑦″ + 𝑦 = √2𝑠𝑖𝑛√2𝑡
7. 8. 𝑦(0) = 0, 𝑦 ′ (0) = 0
′(0)
𝑦(0) = 10, 𝑦 =0
𝑦 ′′ (0) = 0, 𝑦 ′′′ (0) = 2

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Partial Differential Equations

Partial Differential Equations


1. Introduction
A partial differential equation (PDE) is a differential equation in which the unknown function depends
on two or more independent variables. For example:

𝑢𝑥 − 𝑢𝑦 = 0
PDEs have many applications much like ODE. Three important PDEs are:
i- Heat equation:

𝜕2 𝑢 1 𝜕𝑢
=
𝜕𝑥2 𝑘 𝜕𝑡

ii- Wave equation:

𝜕2 𝑢 1 𝜕2 𝑢
=
𝜕𝑥2 𝑘2 𝜕𝑡2

iii- Laplace’s equation:

𝜕2 𝑢 𝜕2 𝑢
+ =0
𝜕𝑥2 𝜕𝑦2

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Partial Differential Equations

Example 78
Verify that 𝑢 (𝑥, 𝑡 ) = sin 𝑥 cos 𝑘𝑡 satisfy the wave equation.
𝜕𝑢 𝜕2𝑢
= cos x cos 𝑘𝑡 = − sin 𝑥 cos 𝑘𝑡
𝜕𝑥 𝜕𝑥 2

𝜕𝑢 𝜕2𝑢
= −𝑘 sin 𝑥 sin 𝑘𝑡 = −𝑘 2 sin 𝑥 cos 𝑘𝑡
𝜕t 𝜕t2

𝜕 2𝑢 1 𝜕 2𝑢
=
𝜕𝑥 2 𝑘 2 𝜕t 2
1
− sin 𝑥 cos 𝑘𝑡 = (−𝑘 2 sin 𝑥 cos 𝑘𝑡)
𝑘2

Example 79
Verify that 𝑢 (𝑥, 𝑡 ) = 𝑒 −k𝑡 sin 𝑥 satisfy the wave equation.
𝜕𝑢 𝜕2 𝑢
= 𝑒 −𝑘𝑡 𝑐𝑜𝑠 𝑥 = −𝑒 −𝑘𝑡 𝑠𝑖𝑛 𝑥
𝜕𝑥 𝜕𝑥 2

𝜕𝑢
= −𝑘𝑒 −𝑘𝑡 𝑠𝑖𝑛 𝑥
𝜕𝑡
𝜕2 𝑢 1 𝜕𝑢
2
=
𝜕𝑥 𝑘 𝜕𝑡
1
−𝑒 −𝑘𝑡 𝑠𝑖𝑛 𝑥 = (−𝑘𝑒 −𝑘𝑡 𝑠𝑖𝑛 𝑥)
𝑘
Example 80
Verify that 𝑢(𝑥, 𝑡) = (5𝑥 − 6𝑥5 + 𝑥9 )𝑡6 satisfies the PDE 𝑥 3 𝑡 2 𝑢𝑥𝑥𝑡 − 9𝑥 2 𝑡 2 𝑢tt = 𝑡𝑢𝑥𝑥𝑡 + 4𝑢𝑥𝑥

𝑢𝑥𝑡𝑡 = (5 − 30𝑥 4 + 9𝑥 8 )(30𝑡 4 ), 𝑢𝑥𝑥 = (−120𝑥 3 + 72𝑥 7 )(𝑡 6 ), 𝑢𝑥𝑥𝑡


= (−120𝑥 3 + 72𝑥 7 )(6𝑥 5 ), 𝑎𝑛𝑑 𝑢𝑡𝑡 = (5𝑥 − 6𝑥 5 + 𝑥 9 )(30𝑥 4 )
𝑥 3 𝑡 2 (5 − 30𝑥 4 + 9𝑥 8 )(30𝑡 4 ) − 9𝑥 2 𝑡 2 (5𝑥 − 6𝑥 5 + 𝑥 9 )(30𝑡 4 )
= 𝑡(−120𝑥 3 + 72𝑥 7 )(6𝑡 5 ) + 4(−120𝑥 3 + 72𝑥 7 )(𝑡 6 )

Assignment 20
I- Verify that 𝑢 (𝑥, 𝑡 ) = (55 + 22𝑥 6 + 𝑥 12 ) sin 2𝑡 satisfies the PDE 12𝑥 4 𝑢𝑡𝑡 − 𝑥 5 𝑢𝑥𝑡𝑡 = 4𝑢𝑥𝑥

II- Afunction 𝑢(𝑥, 𝑡 ) is called harmonic if it satisfies Laplace’s equation. Which of the following
functions are harmonic: (1) 3𝑥 + 4𝑦 + 1 (2) 𝑒 3𝑥 cos 3𝑦 (3) 𝑒 3𝑥 cos 4𝑦 (4) ln(𝑥 2 + y 2 ) (5)
sin(𝑒 𝑥 ) cos(𝑒 𝑦 )

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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering

Differntiation and intergration


Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering

Integrating Factor by Inspection


Group of terms Integration Factor Exact differential
𝑥𝑑𝑦 + 𝑦𝑑𝑥 1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(𝑥𝑦)
1 𝑥𝑑𝑦 + 𝑦𝑑𝑥
𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(𝑙𝑛 𝑥𝑦)
𝑥𝑦 𝑥𝑦
1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 1
𝑥𝑑𝑦 + 𝑦𝑑𝑥 = −𝑑 ( )
𝑥2𝑦2 2
𝑥 𝑦 2 𝑥𝑦
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑( )
𝑥2 𝑥 2 𝑥
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = −𝑑 ( )
𝑦2 𝑦 2 𝑦
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 (𝑙𝑛 ) = −𝑑 (𝑙𝑛 )
𝑥𝑦 𝑥𝑦 𝑥 𝑦
2 2𝑥𝑑𝑦 − 2𝑦𝑑𝑥 𝑥+𝑦 𝑥−𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 (𝑙𝑛 ) = −𝑑 (𝑙𝑛 )
𝑥2 − 𝑦2 2
𝑥 −𝑦 2 𝑥−𝑦 𝑥+𝑦
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 −1
𝑦 −1
𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 (𝑡𝑎𝑛 ) = −𝑑 (𝑡𝑎𝑛 )
𝑥2 + 𝑦2 𝑥2 + 𝑦2 𝑥 𝑦
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 𝑑 (𝑠𝑖𝑛ℎ−1 )
𝑥√𝑥 2 + 𝑦 2 𝑥√𝑥 2 + 𝑦 2 𝑥
1 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑥
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = −𝑑 (𝑠𝑖𝑛ℎ−1 )
𝑦√𝑥 2 + 𝑦 2 𝑦√𝑥 2 + 𝑦 2 𝑦

𝑥𝑑𝑥 + 𝑦𝑑𝑦 2 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦 = 𝑑(𝑥 2 + 𝑦 2 )


2 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦
𝑥𝑑𝑥 + 𝑦𝑑𝑦 = 𝑑(𝑙𝑛(𝑥 2 + 𝑦 2 ) )
𝑥2 + 𝑦2 𝑥2 + 𝑦2
1 𝑥𝑑𝑥 − 𝑦𝑑𝑦
𝑥𝑑𝑥 + 𝑦𝑑𝑦 = 𝑑 (√𝑥 2 + 𝑦 2 )
√𝑥 2 + 𝑦 2 √𝑥 2 + 𝑦 2
1 𝑥𝑑𝑥 − 𝑦𝑑𝑦
𝑥𝑑𝑥 − 𝑦𝑑𝑦 = 𝑑 (√𝑥 2 − 𝑦 2 )
√𝑥 2 − 𝑦 2 √𝑥 2 − 𝑦 2
1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 −1
𝑥𝑑𝑦 + 𝑦𝑑𝑥 ,𝑛 > 1 = 𝑑 ( )
(𝑥𝑦)𝑛 (𝑥𝑦)𝑛 (𝑛 − 1)(𝑥𝑦)𝑛−1
1 𝑥𝑑𝑦 + 𝑦𝑑𝑥 −1
𝑥𝑑𝑦 + 𝑦𝑑𝑥 ,𝑛 > 1 = 𝑑( )
(𝑥 2 + 𝑦 2 )𝑛 2 2
(𝑥 + 𝑦 ) 𝑛 2(𝑛 − 1)(𝑥 2 + 𝑦 2 )𝑛−1
Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering

Method of Undetermined Coefficients

𝑔(𝑥) 𝑦𝑝
𝑎 𝐴
𝑎𝑥 𝑛 𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + +𝐴𝑛 𝑥 𝑛
𝑎𝑒 𝑚𝑥 𝐴𝑒 𝑚𝑥
𝑎 𝑐𝑜𝑠 𝛼𝑥 or 𝑎 𝑠𝑖𝑛 𝛼𝑥 𝐴 𝑐𝑜𝑠 𝛼𝑥 + 𝐵 𝑠𝑖𝑛 𝛼𝑥
𝑎 𝑐𝑜𝑠ℎ 𝛼𝑥 or 𝑎 𝑠𝑖𝑛ℎ 𝛼𝑥 𝐴 𝑐𝑜𝑠ℎ 𝛼𝑥 + 𝐵 𝑠𝑖𝑛ℎ 𝛼𝑥
𝑎𝑥 𝑛 𝑒 𝑚𝑥 (𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + 𝐴𝑛 𝑥 𝑛 ) 𝑒 𝑚𝑥
𝑎𝑥 𝑛 𝑐𝑜𝑠 𝛼𝑥 or 𝑎𝑥 𝑛 𝑠𝑖𝑛 𝛼𝑥 (𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + 𝐴𝑛 𝑥 𝑛 ) 𝑐𝑜𝑠 𝛼𝑥 + (𝐵𝑜 + 𝐵1 𝑥
+ 𝐵2 𝑥 2 + ⋯ + 𝐵𝑛 𝑥 𝑛 ) 𝑠𝑖𝑛 𝛼𝑥
𝑎𝑒 𝑚𝑥 𝑐𝑜𝑠 𝛼𝑥 or 𝑎𝑒 𝑚𝑥 𝑠𝑖𝑛 𝛼𝑥 (𝑐𝑜𝑠 𝛼𝑥 + 𝐵 𝑠𝑖𝑛 𝛼𝑥)𝑒 𝑚𝑥
𝑎𝑥 𝑛 𝑒 𝑚𝑥 𝑐𝑜𝑠 𝛼𝑥 or [(𝐴𝑜 + 𝐴1 𝑥 + 𝐴2 𝑥 2 + ⋯ + 𝐴𝑛 𝑥 𝑛 ) 𝑐𝑜𝑠 𝛼𝑥 + (𝐵𝑜 +
𝑎𝑥 𝑛 𝑒 𝑚𝑥 𝑠𝑖𝑛 𝛼𝑥 𝐵1 𝑥 + 𝐵2 𝑥 2 + ⋯ + 𝐵𝑛 𝑥 𝑛 ) 𝑠𝑖𝑛 𝛼𝑥] 𝑒 𝑚𝑥

Laplace Transform
Engineering Analysis: 2024-2025 Instructor: Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Student’s Name: Assignment No.:
Engineering Analysis: 2024-2025 Instructor: Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Student’s Name: Assignment No.:
Academic Calendar 2024 to 2025

Sep 2024 Oct 2024 Nov 2024


S M T W T F S S M T W T F S S M T W T F S
1 2 3 4 5 6 7 1 2 3 4 5 1 2
8 9 10 11 12 13 14 6 7 8 9 10 11 12 3 4 5 6 7 8 9
15 16 17 18 19 20 21 13 14 15 16 17 18 19 10 11 12 13 14 15 16
22 23 24 25 26 27 28 20 21 22 23 24 25 26 17 18 19 20 21 22 23
29 30 27 28 29 30 31 24 25 26 27 28 29 30

Dec 2024 Jan 2025


S M T W T F S S M T W T F S
1 2 3 4 5 6 7 1 2 3 4
8 9 10 11 12 13 14 5 6 7 8 9 10 11
15 16 17 18 19 20 21 12 13 14 15 16 17 18
22 23 24 25 26 27 28 19 20 21 22 23 24 25
29 30 31 26 27 28 29 30 31

Total studying hours: /120


Quiz I grade: /10
Quiz II grade: /10
Mid-term exam I grade: /20
Mid-term exam II grade: /20

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