UNIVERSITY OF WATERLOO

DEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING

CivE 222: Differential Equations S2018

Professor Wei-Chau Xie

Office: CPH-2373E
Phone: 519-888-4567, ext.33988
Email: [email protected]
Office Hours: 12:30 pm – 1:30 pm, Mondays and Fridays

Special Notes
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relates to plagiarism and academic discipline. For details, see
https://uwaterloo.ca/engineering/current-undergraduate-students/academic-support/academic-integrity
A document approved by the Department of Civil and Environmental Engineering on Academic Integrity can be
found at
http://www.civil.uwaterloo.ca/pages/undergrad/Academic_Integrity.pdf
 The AccessAbility Services, located in Needles Hall, Room 1132, collaborates with all academic departments to
arrange appropriate accommodations for students with disabilities without compromising the academic integrity
of the curriculum. If you require academic accommodations to lessen the impact of your disability, please register
with the OPD at the beginning of each academic term.

Course Outline
Textbook: Wei-Chau Xie, 2010, Differential Equations for Engineers, Cambridge University Press,
ISBN 978-0-521-19424-2, TA347.D45X54 2010.
1. Introduction, p.1
1.1 Motivating Examples, p.1
1.2 General Concepts and Definitions, p.6
2. First-Order and Simple Higher-Order Differential Equations, p.16
2.1 The Method of Separation of Variables, p.16
2.2 The Method of Transformation of Variables, p.20
2.2.1 Homogeneous Equations, p.20
2.3 Exact Differential Equations and Integrating Factors, p.31
2.3.1 Exact Differential Equations, p.32
2.3.2 Integrating Factors, p.39
2.4 Linear First-Order Equation, p.55
2.4.1 Linear First-Order Equations, p.55
2.4.2 Bernoulli Differential Equations, p.58
2.6 Simple Higher-Order Differential Equations, p.68
2.6.1 Equations Immediately Integrable, p.68
2.6.2 The Dependent Variable Absent, p.70
2.6.3 The Independent Variable Absent, p.72

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3. Applications of First-Order Differential Equations, p.87
3.1 Heating and Cooling, p.87
3.2 Motion of a Particle in a Resisting Medium, p.91
3.3 Hanging Cable, p.97
3.3.1 The Suspension Bridge, p.97
3.3.2 Cable under Self-Weight, p.102
3.5 Various Application Problems, p.120

4. Linear Differential Equations, p.140

4.1 General Linear Ordinary Differential Equations, p.140
4.2 Complementary Solutions, p.143
4.2.1 Characteristic Equation Having Real Distinct Roots, p.143
4.2.2 Characteristic Equation Having Complex Roots, p.147
4.2.3 Characteristic Equation Having Repeated Roots, p.151
4.3 Particular Solutions, p.153
4.3.2 Method of Operators, p.162
4.3.3 Method of Variation of Parameters, p.173
5. Applications of Linear Differential Equations, p.188
5.1 Vibration of a Single Degree-of-Freedom System, p.188
5.1.1 Formulation—Equation of Motion, p.188
5.1.2 Response of a Single Degree-of-Freedom System, p.193
5.3 Various Application Problems, p.223
7. Systems of Linear Differential Equations, p.300
7.1 Introduction, p.300
7.2 The Method of Operator, p.304
7.2.1 Complementary Solutions, p.304
7.2.2 Particular Solutions, p.307
8. Applications of Systems of Linear Differential Equations, p.357
8.2 Vibration Absorbers or Tuned Mass Dampers, p.366
11. Partial Differential Equations, p.457
11.1 Simple Partial Differential Equations, p.457
11.2 Method of Separation of Variables, p.458
11.3 Application—Flexural Motion of Beams, p.465
11.3.1 Formulation—Equation of Motion, p.465
11.3.2 Free Vibration, p.466
11.3.3 Forced Vibration, p.471
11.4 Application—Heat Conduction, p.473
11.4.1 Formulation—Heat Equation, p.473
11.4.2 Two-Dimensional Steady-State Heat Conduction, p.476
11.4.3 One-Dimensional Transient Heat Conduction, p.480

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Assignments
Assignment No. 1 Due: 6:00 p.m., Friday, May 18, 2018
Separation of variables; homogeneous equations, transformation of variables
2.2, 2.3, 2.7; 2.10, 2.12, 2.16
Assignment No. 2 Due: 6:00 p.m., Friday, May 25, 2018
Exact D.E.’s; integrating factors; linear first-order equations
2.26; 2.32, 2.34, 2.37; 2.63, 2.68;
Assignment No. 3 Due: 6:00 p.m., Friday, June 1, 2018
Bernoulli’s D.E.’s; simple higher-order D.E.’s
2.73, 2.79; 2.99, 2.100, 2.102, 2.107
Assignment No. 4 Due: 6:00 p.m., Friday, June 8, 2018
Applications of first-order and simple higher-order D.E.’s
3.2, 3.6, 3.8, 3.13, 3.25, 3.27
Assignment No. 5 Due: 6:00 p.m., Friday, June 29, 2018
Complementary solutions; method of operators
4.7, 4.8, 4.10; 4.27, 4.30, 4.35
Assignment No. 6 Due: 6:00 p.m., Friday, July 6, 2018
Method of operators; method of variation of parameters
4.39, 4.44, 4.51; 4.57, 4.59, 4.62
Assignment No. 7 Due: 6:00 p.m., Friday, July 13, 2018
Applications of linear D.E.’s
5.3, 5.7, 5.10, 5.15, 5.16, 5.18
Assignment No. 8 Due: 6:00 p.m., Friday, July 20, 2018
Systems of linear D.E.’s; applications of systems of linear D.E.’s
7.7, 7.13, 7.15; 8.2, 8.4, 8.6
Assignment No. 9 Due: 6:00 p.m., Wednesday, July 25, 2018
Partial differential equations and applications
11.1, 11.5, 11.7, 11.8, 11.10
Marking Schemes
Scheme 1 Scheme 2
ASSIGNMENTS 20% 20%
MIDTERM EXAM 20% 0%
FINAL EXAM 60% 80%
100% 100%

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 Table of Trigonometric Identities
Trigonometric Functions Hyperbolic Functions
1. sin2 θ + cos2 θ = 1 cosh2 x − sinh2 x = 1
=⇒ 1 + tan2 θ = sec2 θ =⇒ 1 − tanh2 x = sech2 x
=⇒ 1 + cot2 θ = csc2 θ =⇒ coth2 x − 1 = csch2 x

1 − cos 2θ cosh 2x − 1
2. sin2 θ = sinh2 x =
2 2
1 + cos 2θ cosh 2x + 1
3. cos2 θ = cosh2 x =
2 2

4. sin 2θ = 2 sin θ cos θ sinh 2x = 2 sinh x cosh x

5. cos 2θ = cos2 θ − sin2 θ cosh 2x = cosh2 x + sinh2 x
= 2 cos2 θ −1 = 2 cosh2 x−1
= 1−2 sin2 θ = 1 + 2 sinh2 x

6. sin(A ± B) = sin A cos B ± cos A sin B

7. cos(A ± B) = cos A cos B ∓ sin A sin B

1
8. sin A sin B = − 2 [ cos(A+B) − cos(A−B)]
1
9. cos A cos B = 2 [ cos(A+B) + cos(A−B)]
1
10. sin A cos B = 2 [ sin(A+B) + sin(A−B)]
1
11. cos A sin B = 2 [ sin(A+B) − sin(A−B)]

A+B A−B
12. sin A + sin B = 2 sin cos
2 2
A+B A−B
13. sin A − sin B = 2 cos sin
2 2
A+B A−B
14. cos A + cos B = 2 cos cos
2 2
A+B A−B
15. cos A − cos B = −2 sin sin
2 2

16. Euler’s Formula: ei θ = cos θ + i sin θ

17. zn = a cos θ + i sin θ

√n
 θ +2kπ θ +2kπ 
=⇒ z = a cos + i sin , k = 0, 1, . . . , n−1
n n

1
 Table of Derivatives
d n
1. x = nxn−1
dx
d x d x
2. e = ex =⇒ a = ax ln a, ∵ ax = ex ln a
dx dx
d 1 d 1 ln x
3. ln x = =⇒ loga x = , ∵ loga x =
dx x dx x ln a ln a

Trigonometric Functions Hyperbolic Functions

d d
4. sin x = cos x sinh x = cosh x
dx dx
d d
5. cos x = − sin x cosh x = sinh x
dx dx
d 1 d 1
6. tan x = = sec2 x tanh x = 2
= sech2 x
dx cos2 x dx cosh x
d 1 d 1
7. cot x = − 2 = − csc2 x coth x = − 2
= −csch2 x
dx sin x dx sinh x
d sin x d sinh x
8. sec x = = tan x sec x sech x = −
dx cos2 x dx cosh2 x
= − tanh x sech x
d cos x d cosh x
9. csc x = − 2 csch x = −
dx sin x dx sinh2 x
= − cot x csc x = − coth x csch x

Inverse Trigonometric Functions

d 1 d 1
10. sin−1 x = √ cos−1 x = − √
dx 1−x2 dx 1−x2
d 1 d 1
11. tan−1 x = cot−1 x = −
dx 1+x2 dx 1+x2
d 1 d 1
12. sec−1 x = √ csc−1 x = − √
dx x x2 −1 dx x x2 −1

2
 Table of Integrals
xn+1
Z
1. xn dx = , n 6= −1
n+1
1
Z Z
 

2. dx = lnx, x 6= 0 ln x dx = x ln x − 1 , x >0
x
1 bax
Z Z
3. e dx = eax
ax
bax dx = , b >0
a a ln b

Trigonometric Functions Hyperbolic Functions

Z Z
4. sin xdx = − cos x sinh xdx = cosh x
Z Z
5. cos xdx = sin x cosh xdx = sinh x
Z Z
 
6. tan xdx = − ln cos x tanh xdx = ln cosh x
Z Z
   
7. cot xdx = ln sin x coth xdx = ln sinh x
Z Z
sech xdx = tan−1 sinh x
 

8. sec xdx = ln sec x + tan x
  π x    π x 
= ln tan +  = ln cot − 
   
4 2 4 2
x 
Z Z 
 
9. csc xdx = ln csc x − cot x csch xdx = ln tanh 

2
 x 
= ln tan 

2
x 1 1 x
Z Z
10. sin2 xdx = − sin 2x sinh2 xdx = sinh 2x −
2 4 4 2
x 1 1 x
Z Z
11. cos2 xdx = + sin 2x cosh2 xdx =
sinh 2x +
2 4 4 2
 
1  tanh x + 1 
Z Z
12. tan2 xdx = tan x − x 2
tanh xdx = − tanh x + ln
2 tanh x − 1 
 
1  coth x + 1 
Z Z
13. cot2 xdx = − cot x − x 2
coth xdx = − coth x + ln
2 coth x − 1 
Z Z
14. sec2 xdx = tan x sech2 xdx = tanh x
Z Z
15. 2
csc xdx = − cot x csch2 xdx = − coth x

3
 1 x
Z
16. x sin ax dx = 2
sin ax − cos ax
a a
2x a2 x2 −2
Z
17. x2 sin ax dx = sin ax − cos ax
a2 a3
3a2 x2 −6 a2 x3 −6x
Z
18. x3 sin ax dx = sin ax − cos ax
a4 a3
4a2 x3 −24x a4 x4 −12a2 x2 +24
Z
19. x4 sin ax dx = sin ax − cos ax
a4 a5

x 1
Z
20. x cos ax dx = sin ax + 2 cos ax
a a
a2 x2 −2 2x
Z
21. x2 cos ax dx = 3
sin ax + 2 cos ax
a a
a2 x3 −6x 3a2 x2 −6
Z
22. x3 cos ax dx = sin ax + cos ax
a3 a4
a4 x4 −12a2 x2 +24 4a2 x3 −24x
Z
4
23. x cos ax dx = sin ax + cos ax
a5 a4

b sin ax − a cos ax
Z
24. ebx sin ax dx = ebx
a 2 + b2
a sin ax + b cos ax
Z
25. ebx cos ax dx = ebx
a 2 + b2
ax−1 ax
Z
26. xeax dx = e
a2
a2 x2 −2ax+2 ax
Z
27. x2 eax dx = e
a3
a3 x3 −3a2 x2 +6ax−6 ax
Z
3 ax
28. x e dx = e
a4
a4 x4 −4a3 x3 +12a2 x2 −24ax+24 ax
Z
4 ax
29. x e dx = e
a5
a5 x5 −5a4 x4 +20a3 x3 −60a2 x2 +120ax−120 ax
Z
5 ax
30. x e dx = e
a6

1 1 −1 x
Z
31. dx = tan , a>0
a2 + x2 a a
1 1 a+x 1 x
Z
32. dx = ln or tanh−1 , |x| < |a|
a2 −x2 2a a − x a a

4
 1 1 x−a 1 x
Z
33. dx = ln or − coth−1 , |x| > |a|
x2 −a 2 2a x + a a a
1 x x
Z
34. √ dx = sin−1 or − cos−1
a2 − x2 a a
1 x
Z p
dx = cosh−1
 
35. √ or lnx + x2 − a2 
x2 − a2 a
1 x
Z p
dx = sinh−1


36. √ or ln x + x2 + a2
x2 + a2 a
xp 2 a2 −1 x
Z p
37. 2 2
a − x dx = 2
a − x + sin
2 2 a
xp 2 a2 x
Z p
38. x2 + a2 dx = x + a2 + sinh−1
2 2 a
xp 2 a 2 p

or x + a2 + ln x + x2 + a2
2 2
xp 2 a2 x
Z p
39. x2 − a2 dx = x − a2 − cosh−1
2 2 a
x 2
p 2
a  p 
or x − a2 − lnx + x2 − a2 
2 2
 a + √a2 − x2 
 
1 1 a 1
Z
40. √ dx = − cosh−1 or − ln
 
a x a  x

x a2 − x2 
 a + √x2 + a2 
 
1 1 a 1
Z
41. √ dx = − sinh−1 or − ln
 
a x a x

x x +a2 2  

1 1 a 1 x
Z
42. √ dx = cos−1 or sec−1
x x2 − a2 a x a a
1 x x
Z  
43. √ dx = cos−1 1 − or sin−1 −1
2ax − x2 a a
x − ap a2 −1  x
Z p 
44. 2
2ax − x dx = 2
2ax − x + sin −1
2 2 a

Z π ( sinn θ ) 1
2 (n−1)!!  2 π , if n is an even integer
45. dθ = ×
0 cosn θ n!!  1, if n is an odd integer

Z π 1
2
n m (n−1)!! (m−1)!!  2 π , n, m even integers
46. sin θ cos θ dθ = ×
0 (n+m)!!  1, otherwise

 n · (n−2)· · · 5 · 3 · 1,
 n >0 odd integer
n!! = n · (n−2)· · · 6 · 4 · 2, n >0 even integer

1, n=0
