Engineering Analysis
Engineering Analysis
2024-2025
University of Misan
College of Engineering
Civil Engineering Department
ENGINEERING ANALYSIS
UNIVERSITY OF MISAN
COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING
2024-2025
Join the class using your first, middle, and last name.
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
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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
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
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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Civil Engineering Department
Introduction
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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
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
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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Civil Engineering Department
Introduction
′′ 𝜕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):
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
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:
𝑔(𝑥)𝑑𝑥 + ℎ(𝑦)𝑑𝑦 = 0
is separable DE. The solution to this equation is:
∫ 𝑔(𝑥)𝑑𝑥 + ∫ ℎ(𝑦)𝑑𝑦 = 𝑐
Example 1
Solve 𝑥𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0
1/3
3𝑥 2
𝑦=( + 𝐶) (𝐶 = 3𝑐 )
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 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)
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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
Assignment 2
I- Write the following DEs in standard forms (if possible):
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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
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
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:
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):
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
(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
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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
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
=
𝜕𝑦 𝜕𝑥
Such that for a function 𝑔(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
𝜕
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
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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
∂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
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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
∂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:
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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
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.
𝜕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
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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
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:
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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
𝜕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:
𝑥 2 + 4𝑥 + 4 + 𝑠𝑖𝑛 𝑦 = 𝐶𝑒 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
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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
∂𝑀 ∂𝑁
since ≠ , then the DE is not exact.
∂𝑦 ∂𝑥
𝑥
−𝑦 =𝐶 or 𝑥 = (𝑦 + 𝐶 )𝑐𝑜𝑠 2 𝑦
𝑐𝑜𝑠 2 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
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:
Example 16
𝑥𝑦 2 −𝑦
Solve 𝑦 ′ =
𝑥
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
©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
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
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
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
𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦 𝑛
Example 22
Solve 𝑦 ′ + x𝑦 = 𝑥𝑦 2
z ′ + (1 − 2)𝑥𝑧 = −𝑥
z ′ − 𝑥𝑧 = −𝑥
2 /2
𝑧 = 𝐶 𝑒𝑥 +1
1
𝑦= 𝑥2 /2
𝐶𝑒 +1
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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 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
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
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)
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
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
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
©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
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
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.
∑ 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
𝑉𝑜𝑙𝑖𝑛 = 𝑉𝑜𝑙𝑜𝑢𝑡 ⇒ 𝐴 𝑑𝑦 = −𝑄 𝑑𝑡
𝐴 is the cross-sectional area of the tank.
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
𝑅𝑦
𝑥=
ℎ
©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
2 5 2 5
ℎ2 = 0 + 𝐶 ⇒ 𝐶= ℎ2
5 5
−5𝐶𝑑 ℎ2 𝑟 2 √2𝑔 5
𝑦 5/2 = 𝑡 + ℎ2
2𝑅 2
©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
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
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.
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:
©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
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.
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
Example 39
𝑑2𝑦 𝑑𝑦
Solve − 10 + 21𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑚1 = −3 and 𝑚2 = −7
𝑦 = 𝐶1 e−3x + 𝐶2 e−7x
𝑦2 = 𝑥𝑒 𝑚𝑥
Thus, the solution:
𝑦 = 𝐶1 𝑒 𝑚𝑥 + 𝐶2 𝑥𝑒 𝑚𝑥
Example 40
Solve 𝑦 ′′ − 8𝑦 ′ + 16𝑦 = 0
Example 41
Solve 𝑦 ′′ + 4𝑦 ′ + 7𝑦 = 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
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
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
©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
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
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:
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
©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
𝑦𝑝 = 𝐴𝑜 + 𝐴1 𝑥
𝑦𝑝′ = 𝐴1 and 𝑦𝑝′′ = 0
substituting 𝑦𝑝 and its derivatives in the DE, yields: −𝐴1 − 2𝐴𝑜 − 2𝐴1 𝑥 = 𝑥
©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
(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
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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
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
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
−𝑥 2𝑥
𝑥𝑒 2𝑥
𝑦 = 𝐶1 𝑒 + 𝐶2 𝑒 +
3
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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
Assignment 13
I- Find the form of the particular solutions to 𝑦𝑐 = 𝐶1 + 𝐶2 𝑒 𝑥 +𝐶3 𝑥𝑒 𝑥
Note the matrix is the Wrońskian. To find 𝑢̇ 1 , 𝑢̇ 2 , …, 𝑢̇ 𝑛 , the system of equations must be solved.
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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 54
Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 𝑥
the complementary solution: 𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥
|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
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:
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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
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
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
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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
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:
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
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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 57
3 6
Solve 𝑦 ′′′ + 𝑦 ′′ =
𝑥 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
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
𝑦 = 𝑦𝑐 + 𝑦𝑝 ⇒ 𝑦 = 𝐶1 + 𝐶2 𝑒 𝑧 + 𝐶3 𝑒 −𝑧 + 𝑒 2𝑧
replacing 𝑧 by ln 𝑥:
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:
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
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)
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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
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
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:
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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
𝑘
𝜔0 = √
𝑚
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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 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
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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
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.
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 )
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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
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
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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 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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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
′′ (
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.
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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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
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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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
III- Find the critical load P for the fixed-fixed column shown in the figure.
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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
⋮
𝑦𝑛′ = 𝑎𝑛1 𝑦1 + 𝑎𝑛2 𝑦2 + ⋯ + 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
substituting
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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
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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
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.
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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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
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
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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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms
𝑎
ℒ (𝑠𝑖𝑛 𝑎𝑡 ) =
𝑠 2 + 𝑎2
𝑠
ℒ (𝑐𝑜𝑠 𝑎𝑡 ) =
𝑠 2 + 𝑎2
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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
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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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
Laplace Transforms
Example 71
1
Find ℒ −1 ( )
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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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
University of Misan/College of Engineering/Department of Civil Engineering
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
similarly,
ℒ (𝑓 ′ ′(𝑡)) = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓 (0) − 𝑓 ′ (0)
and
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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
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
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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Engineering Analysis: 2024-2025 Asst. Prof. Dr. Mustafa Chasib Jasim
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:
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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
𝑢𝑥 − 𝑢𝑦 = 0
PDEs have many applications much like ODE. Three important PDEs are:
i- Heat equation:
𝜕2 𝑢 1 𝜕𝑢
=
𝜕𝑥2 𝑘 𝜕𝑡
𝜕2 𝑢 1 𝜕2 𝑢
=
𝜕𝑥2 𝑘2 𝜕𝑡2
𝜕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
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
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