OLABISI ONABANJO UNIVERSITY

OPEN AND DISTANCE LEARNING CENTRE,

AGO-IWOYE.

MAT202: Elementary Differential Equations I

Dr. O.S. Odetunde - Lecturer in Charge

Dr. S.A. Onitilo – Lecturer in Charge

 MAT202: Elementary Differential Equations I

Course Study Guide

Introduction

Elementary Differential Equations I is a compulsory course for Mathematics, Statistics, Computer

Science, Physics, Chemistry and Science Education students in the University. The course is
divided into 5 study sessions. It will first introduce students to differential equations, types of
differential equations, methods of solving first and second ordinary differential equations. Finally,
the student is introduced to and Laplace transform as a method of solving ordinary differential
equation.

The course guide, therefore, gives you an overview of what MAT202 is all about, the textbooks
and other materials; what you are expected to know in each study session and how to work through
the course materials.

Recommended Study Time

This course is a 3-unit course divided into 5 study sessions. You are to spend at least 3 hours to
study the content of each study session.

What you are about to learn in this course

The overall aim of this course, MAT202 is to introduce you to differential equations. At the end
of this course, you will be introduced to the following: first-order ordinary differential equations.
Existence and uniqueness of solution. Second-order ordinary differential equations with constant
coefficients. General theory of nth-order linear ordinary differential equations. The Laplace
transforms. Solution of initial and boundary-differential equations in two independent variables.
Applications of ordinary and partial differential equations to physical life and social sciences.

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 MAT202: Elementary Differential Equations I

Course Aim

This course aims to introduce students to the differential equations. Both basic theory and
applications are taught. It is expected that the learners will learn about ordinary differential
equations as well as partial differential equations.

Course Objectives

It is important to note that each session has specific objectives. Students should study them
carefully before proceeding to subsequent sessions. Therefore, it may be useful to refer to these
objectives in the course of your study of the session to assess your progress. You should always
look at the unit objectives after completing a session. In this way, you can be sure that you have
done what is required of you by the end of the study session.

Below are the overall objectives of this course. On completing this course, you should clearly
understand the concept and application of:

1. Understand what differential equation is

2. The two types of differential equations
3. The order and degree of differential equations
4. The formation of differential equation
5. First order differential equation
6. Various methods of solution of first order differential equation
7. Direct integration of first order differential equation
8. Homogeneous and non-homogeneous differential equations
9. Linear first order differential equation
10. Bernoulli equation
11. Existence and uniqueness of solution
12. Second order homogeneous linear equation
13. Different methods of solving second order homogeneous equation
14. Second order homogeneous linear equation
15. Different methods of solving second order homogeneous equation
16. The Laplace transform

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 MAT202: Elementary Differential Equations I

17. Definition and properties of Laplace transform

18. Inverse Laplace transform
19. Using Laplace transform to solve differential equation

Working through this course

In order to have a thorough understanding of the course units, you will need to read and understand
the contents and practise all the discussions in this module.

This course covers approximately ten (10) weeks and it will require your devoted attention. You
should do the exercises in the Tutor-Marked Assignments and submit to your tutors via the LMS.

The major components of the course are.

1. Course Guide
2. Printed Lecture materials
3. Textbooks
4. Interactive DVD
5. Electronic Lecture materials via LMS
6. Tutor Marked Assignments

Recommended Texts

The following texts and Internet resource links will be of enormous benefit to you in learning this
course:

1. Stroud, K.A. Engineering Mathematics. 6th Edition, Palgrave Macmillan, New York
2007.
2. Codington E.A. and Levinson, N. Theory of Ordinary Differential Equations.
3. Perko, K. Differential Equations and Dynamical Systems.
4. Other Relevant Microeconomics Textbooks

Assessment

There are two aspects to the assessment of this course. First, there are tutor-marked assignments
and second the written examination. Therefore, you are expected to take note of the facts,
information and problem-solving procedure gathered during the course. The tutor-marked
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 MAT202: Elementary Differential Equations I

assignments must be submitted to your tutor for formal assessment in accordance with the deadline
given. The work submitted will count for 30% of your total course mark.

At the end of the course, you will need to sit for a final written examination. This examination will
account for 70% of your total score. You will be required to submit some assignments by uploading
them to MAT202 page on the LMS.

1.1.1. Tutor-Marked Assignment (TMA)

There are TMAs in this course. You need to submit all the TMAs. The best 10 will be counted.
When you have completed each assignment, send it to your tutor as soon as possible and be certain
that it gets to your tutor on or before the stipulated deadline. If for any reason you cannot complete
your assignment on time, contact your tutor before the assignment is due to discuss the possibility
of extension. Extension will not be granted after the deadline unless an extraordinary case can be
established.

1.1.2. Final Examination and Grading

The final examination for MAT202 will last for a period not more than 2hours and has a value of
70%. The examination will consist of questions which reflect the Self-Assessment Questions
(SAQs), In-text Questions (ITQs) and tutor- marked assignments that you have previously
encountered. Furthermore, all areas of the course will be examined. It would be better to use the
time between finishing the last unit and sitting for the examination to revise the entire course. You
might find it useful to review your TMAs and comment on them before the examination. The final
examination covers information from all parts of the course. Most examinations will be conducted
via Pen-On Paper (POP) and Computer-Based Testing (CBT) modes.

Tutors and Tutorials

There are a few hours of face-to-face tutorials provided in support of this course. You will be
notified of the dates, time and location together with the name and phone number of your tutor as
soon as you are allocated a tutorial group. Your tutor will mark and comment on your assignments,
keep a close watch on your progress and on any difficulties, you might encounter and provide

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 MAT202: Elementary Differential Equations I

assistance to you during the course. You must submit your tutor- marked assignments to your tutor
well before the due date. At least two working days are required for this purpose. They will be
marked by your tutor and returned as soon as possible via the same means of submission.

Do not hesitate to contact your tutor by telephone, e-mail or discussion board if you need help.
The following might be circumstances in which you would find help necessary. Contact your tutor
if:

• You do not understand any part of the study units or the assigned readings.
• You have difficulty with the self-test or exercise.
• You have questions or problems with an assignment, with your tutor’s comments on an
assignment or with the grading of an assignment.

You should endeavour to attend the tutorials. This is the only opportunity to have face-to-face
contact with your tutor and ask questions which are answered instantly. You can raise any problem
encountered in the course of your study. To gain the maximum benefit from the course tutorials,
have some questions handy before attending them. You will learn a lot from participating actively
in discussions.

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 MAT202: Elementary Differential Equations I

Table of Contents

Course Study Guide ........................................................................................................................ 2

Introduction ................................................................................................................................. 2

Recommended Study Time ......................................................................................................... 2

What you are about to learn in this course .................................................................................. 2

Course Aim ................................................................................................................................. 3

Course Objectives ....................................................................................................................... 3

Working through this course ....................................................................................................... 4

Recommended Texts ................................................................................................................... 4

Assessment .................................................................................................................................. 4

Tutor-Marked Assignment (TMA) ......................................................................................... 5

Final Examination and Grading .............................................................................................. 5

Tutors and Tutorials .................................................................................................................... 5

Table of Contents ............................................................................................................................ 7

Study Session 1: Introduction to Differential Equations ........................................................ 11

1.0. Introduction .................................................................................................................... 11

1.1. Learning Outcomes for Study Session 1 ........................................................................ 11

1.2. Types of Differential Equations ..................................................................................... 11

Ordinary Differential Equation (O. D. E) ............................................................................. 12

Partial Differential Equation (P. D. E) .................................................................................. 12

1.3. Order and Degree ........................................................................................................... 13

Order of a Differential Equation ........................................................................................... 13

Degree of differential equation ............................................................................................. 13

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 MAT202: Elementary Differential Equations I

In-text Exercise ..................................................................................................................... 14

1.4. Formation of Differential Equation ................................................................................ 15

In-text Exercise ..................................................................................................................... 15

Summary of Study Session 1 .................................................................................................... 19

Self-Assessment Questions (SAQs) for Study Session 1 ......................................................... 19

Study Session 2: First Order Ordinary Differential Equation ....................................................... 20

2.0. Introduction .................................................................................................................... 20

2.1. Learning Outcomes for Study Session 2 ........................................................................ 20

2.2. Direct Integration ........................................................................................................... 20

2.3. Variable Separable ......................................................................................................... 23

2.3.1. In-text Exercise ........................................................................................................... 26

2.4. Homogeneous Expression .............................................................................................. 27

2.4.1. In-text Exercise ........................................................................................................... 30

2.5. Homogeneous Differential Equation .............................................................................. 30

2.5.1. In-text Exercise ........................................................................................................... 35

2.6. Non Homogeneous Equation Reducible to Homogeneous Form .................................. 36

2.6.1. In-text Exercise ........................................................................................................... 43

2.7. Exact First Order Differential Equations ....................................................................... 44

2.7.1. In-text Exercise ........................................................................................................... 52

2.8. Linear First Differential Equation .................................................................................. 53

2.8.1. In-text Exercise ........................................................................................................... 57

2.9. Bernoulli Equation ......................................................................................................... 58

2.9.1. In-text Exercise .......................................................................................................... 64

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 MAT202: Elementary Differential Equations I

2.10. Existence and Uniqueness of Solution ....................................................................... 65

Existence of Solution ............................................................................................................ 66

Existence Theorem................................................................................................................ 70

Gromwell’s Inequality .......................................................................................................... 73

Uniqueness of Solution ......................................................................................................... 73

Summary of Study Session 2 .................................................................................................... 78

Study Session 3: Second Order Homogeneous Linear Equations ................................................ 79

3.0. Introduction .................................................................................................................... 79

3.1. Learning Outcomes for Study Session 3 ........................................................................ 80

3.2. Procedures for solution................................................................................................... 80

3.2.1. Case I: Distinct Real Roots (m1  m2 ) ................................................................... 81

3.2.2 Case 2: Equal / Repeated Roots m = m1 = m2  ..................................................... 83

3.2.3. Case 3: Complex Conjugate Roots ............................................................................. 85

Summary of Study Session 3 .................................................................................................... 87

Study Session 4: Second Order Non-Homogeneous Differential Equation ................................. 88

4.0. Introduction ........................................................................................................................ 88

4.1. Learning Outcomes for Study Session 4 ........................................................................ 88

4.2. Method of Undetermined Coefficient ............................................................................ 89

4.3. Method of Variation of Constants / Parameters ............................................................. 95

4.4. Higher Order Linear Equation...................................................................................... 100

Self-Assessment Questions (SAQs) ........................................................................................ 101

4.5. Method of Variation of Parameters .............................................................................. 103

Summary of Study Session 4 .................................................................................................. 123

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 MAT202: Elementary Differential Equations I

Study Session 5: Laplace Transformation .................................................................................. 124

5.0. Introduction .............................................................................................................. 124

5.1. Learning Outcomes for Study Session 5 ...................................................................... 124

➢ Using Laplace transform to solve differential equation ...................................................... 124

5.2. Definitions and Properties of the Forward and Inverse Laplace Transforms .............. 124

5.3. Inverse Laplace Transforms ......................................................................................... 133

5.4. Solution of Differential Equation by Laplace Transforms ........................................... 135

Summary of Study Session 5 .................................................................................................. 147

➢ Using Laplace transform to solve differential equation ...................................................... 147

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 MAT202: Elementary Differential Equations I

Study Session 1: Introduction to Differential Equations

1.0. Introduction

A differential equation is any equation involving differential coefficients. It involves the

derivatives of a dependent variable with respect to an independent variable or variables.

Example

𝑑𝑦 2
𝑑3 𝑦 𝑑2 𝑦
(𝑎). = 2𝑥 + 3𝑥 − 6(𝑏). 3 + 2 + 𝑦 = 2𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝜕𝑢 𝜕2𝑢 𝜕𝑢
(𝑐). = 3𝑥 2 − 6𝑥𝑦 + 4(𝑑). +3 =0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦
3
𝑑𝑦 2 𝑑 2 𝑦 𝑑2 𝑦 𝑑𝑦
(𝑒). ( ) + 2 + 𝑦 = 0(𝑓). 𝑥 ( 2 ) + ( ) = 2𝑥𝑦
𝑑𝑥 𝑑 𝑥 𝑑𝑥 𝑑𝑥

1.1. Learning Outcomes for Study Session 1

On completion of this study session, you should be able to:

➢ Understand what differential equation is

➢ The two types of differential equations
➢ The order and degree of differential equations
➢ The formation of differential equation

1.2. Types of Differential Equations

Differential equations are called partial differential equations (PDE) or ordinary differential

equations (ODE) according to whether or not they contain partial derivatives. Differential

equations can be broadly divided into two:

i. Ordinary Differential Equation (O.D.E)

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 MAT202: Elementary Differential Equations I

ii. Partial Differential Equation (P. D. E)

1.2.1. Ordinary Differential Equation (O. D. E)

This is a differential equation in which the dependent variable depends only on one independent

variable.

Example

2
dy d2y  dy 
(ii). =x (ii). + 2x = 0 (iii).   − x = 0
dx dx 2  dx 

1.2.2. Partial Differential Equation (P. D. E)

This is a differential equation in which the dependent variable depends on several independent

variables.

Example

 2u u  3u u
(i ). +3 =0 (ii). +
xy y xyz x

 2u  2u  2u u
(iii). + =4 (iv). −4
x y 2 x 2
y

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 MAT202: Elementary Differential Equations I

1.3. Order and Degree

1.3.1. Order of a Differential Equation

The order of a differential equation is the order of the highest differential coefficient contained in

the equation. A solution (or particular solution) of a differential equation of order n consists of a

function defined and 𝑛 times differentiable on a domain D having the property that the functional

equation obtained by substituting the function and its n derivatives into the differential equation

holds for every point in 𝐷.

Examples:

dy
(a). = 2 x 2 + 3 x − 6 is of order 1
dx

d3y d2y
(b). + + y = 2 x is of order 3
dx 3 dx 2

3
 dy  d2y
(c).   + 2 + y = 0 is of order 2
 dx  dx

 2u u
(d). + 3 = 0 is of order 2
xy y

1.3.2. Degree of differential equation

The degree of a differential equation is the power to which the highest order differential coefficient

is raised.

NOTE: For equation with fractional power, the fraction must be removed.

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 MAT202: Elementary Differential Equations I

Examples:

2
 dy 
(a).   + y 3 = x is of degree 2
 dx 

5
d3y  dy 
(b). + 4  = 0 is of degree 5
 dx 
3
dx

3
  2 u   u 
4

(c).  2  +   − 4u = 0 is of degree 3
 x   x 

4
 2 u   dy  
2

(d). = 1 +    is of degree 4
x 2   dx  

1.3.3. In-text Exercise

State the order and degree of the following differential equations.

d2y
(i). 2
+ a2 x = 0
dx
3
  dy  2 
2
d2y
(ii). 1 +    =
  dx   dx 2

3
d2y
4
 dy 
(iii). x  2  + y  + y 4 = 0
2

 dx   dx 

d2y
(iv). y 2
= y2 +1
dx

2
 dy 
(v). y  = x 2 + 1
 dx 

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 MAT202: Elementary Differential Equations I

d2y dy
(vi). 2
− 3 + 2y = x2
dx dx

1.4. Formation of Differential Equation

Differential equations can be formed by differentiating the Ordinary differential equation and

eliminating the arbitrary constants. To form an ordinary differential equation from a given

primitive function, eliminate any arbitrary constant (s) by differentiating as many times as there

are distinct arbitrary where applicable. Thus, if y is expressed as a function of x which contains n

arbitrary constants, then n differentiations are just sufficient to eliminate the constants and reduce

the relation between y and x to an ordinary differential equation of order n.

1.4.1. In-text Exercise

Form the differential equation in the following cases

(a). y = Ax + A 2 (b). y = A cos x + B sin x

(c). y 2 = Ax 2 + Bx + c

Solution

(a). y = Ax + A 2 (1)

Differentiating equation (1) with respect to x

dy
=A (2)
dx

Putting equation (2) into (1)

2
dy  dy 
y=x + 
dx  dx 

The differential equation formed is

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 MAT202: Elementary Differential Equations I

2
dy  dy 
x +  − y = 0 order 1
dx  dx 

(b). y = A cos x + B sin x (i)

Differentiating with respect to x

𝑑𝑦
= −𝐴 𝑠𝑖𝑛 𝑥 + 𝐵 𝑐𝑜𝑠 𝑥 (𝑖𝑖)
𝑑𝑥

𝑑2𝑦
= −𝐴 𝑐𝑜𝑠 𝑥 − 𝐵 𝑠𝑖𝑛 𝑥 (𝑖𝑖𝑖)
𝑑𝑥 2

Putting equation (iii) into (i)

d2y
y=− 2
dx
2
d y
 2 = −y
dx
d2y
+y=0
dx 2

The differential equation formed is

d2y
+y=0 Order 2
dx2

(c). y 2 = Ax 2 + Bx + c (i)

Differentiate with respect to x

d2y dy dy
2y 2
+2 = 2A
dx dx dx

Differentiating it with respect x

d3y dy d 2 y dy d 2 y
2y + 2 + 4 =0
dx 3 dx dx 2 dx dx 2
d 3 y dy d 2 y dy d 2 y
y 3 + +2 =0
dx dx dx 2 dx dx 2

The differential equation formed is

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 MAT202: Elementary Differential Equations I

d3y dy d 2 y
y + 3 =0 Order 3
dx 3 dx dx 2

Example

Obtain the differential equation of the following:

(i). y = Ae 4 x + Bxe 4 x (ii). y = Axex

Solution

(1). y = Ae 4 x + Bxe 4 x (1)

dy
= 4 Ae 4 x + Be 4 x + 4 Bxe 4 x (2)
dx
d2y
Then, 2
= 16 Ae 4 x + 4 Be 4 x + 4 Be 4 x + 16Bxe 4 x (3)
dx
d2y
= 16 Ae 4 x + 8Be 4 x + 16Bxe 4 x
dx 2
multiplying equation (2) by 4
dy
4 = 16 Ae 4 x + 4 Be 4 x + 16Bxe 4 x (4)
dx

Subtracting equation (4) from equation (3)

d2y dy
2
−4 = +4 Bxe 4 x (5)
dx dx

Multiplying Equation (1) by 16

16 y = 16 Ae 4 x + 16Bxe 4 x (6)

Subtracting equation (6) from equation (4)

dy
4 − 16 y = 4 Bxe 4 x (7)
dx

Since equation (5) and equation (7) are equal

d2y dy dy
 2
−4 = 4 − 16 y
dx dx dx

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 MAT202: Elementary Differential Equations I

The differential equation formed is

d2y dy
2
− 8 + 16 y = 0
dx dx

(ii). y = Axe x − − − − − − (1)

dy
= Ae x + Axe x − − − − − − (2)
dx
Then xy = Ax 2 e x − − − − − − (3)
dy
x = Axe x + Ax 2 e x − − − − − − (4)
dx
dy
x = y + xy
dx
dy
x − xy − y = 0
dx
dy
x − ( x + 1) = 0
dx

The differential equation formed is

dy
x − y ( x + 1) = 0 Order 1
dx

NOTE:

The number of constant present in any equation will determine the order of the differential equation

formed i.e. the number of constant is equal to the order of the differential equation.

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 MAT202: Elementary Differential Equations I

Summary of Study Session 1

In this study session, you have learned the following:

➢ What differential equation is

➢ The two types of differential equations

➢ The order and degree of differential equations

➢ The formation of differential equation

Self-Assessment Questions (SAQs) for Study Session 1

Having completed this study session, you can measure how well you have achieved its learning

outcomes by answering these questions. You can check your answers with the Notes on Self-

Assessment Questions at the end of this Module.

(1). Obtain the differential equation for the equation y 2 = 4a( x + a) .

(2). Find the differential equation corresponding to

(i ). y = ae3 x + be x (ii). y = ae x + b cos x

(iii). y = px + x 2 (iv). y = A + Be −3 x

(3). Obtain the differential equation having a basis for its solution as cosh6x and sinh6x.

d3y
− 6 + 13 y = 0 has a general solution given by y = e 3 x A cos 2 x + B sin 2 x
dy
(4). Show that 2
dx dx

where A and B are constant.

(5). Show that the general solution of the equation 1 + x 2 ( ) dy

dx
+ (1 + y ) = 0 can be written in the
2

A− x
form y . Hence find the particular solution for which y = 2 when x = 1 .
1 + Ax 3

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 MAT202: Elementary Differential Equations I

Study Session 2: First Order Ordinary Differential Equation

2.0. Introduction

The solution of an Ordinary Differential Equation (ODE) is a relation between the dependent and

independent variable with constant and containing no derivatives. A general solution is usually

obtained first and a particular solution may then be obtained when additional information / details

are called initial conditions or boundary conditions. There are several / methods of solving First

Order Ordinary Differential Equation.

2.1. Learning Outcomes for Study Session 2

On completion of this study session, you should be able to understand:

➢ First order differential equation

➢ Various methods of solution of first order differential equation

➢ Direct integration of first order differential equation

➢ Homogeneous and non-homogeneous differential equations

➢ Linear first order differential equation

➢ Bernoulli equation

➢ Existence and uniqueness of solution

2.2. Direct Integration

dy
If the equation can be arranged in the form = f (x) , then the equation can be solved by simple
dx
integration.

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 MAT202: Elementary Differential Equations I

Example

dy
1. = 3x 2 − 6 x + 5
dx

Solution

dy
= 3x 2 − 6 x + 5
dx
Integrating both Sides

 dy =  (3x − 6 x + 5)dx
2

3x 3 6 x 2
y= − + 5x + C
3 2
y = x 3 − 3x 2 + 5 x + C

Where C is the constant of Integration

dy
2. Solve x = 5x 3 + 4
dx

Solution

dy
x = 5x 3 + 4
dx

Divide through by x

dy 4
= 5x 2 +
dx x

Integrating both sides

 4
 dy =   5 x + dx
2

x
5x 3
y= + 4 Inx + C
3

where C is the constant of Integration.

dy
3. Obtain the solution of the equation e x = 4 given that y = 3 when x = 0
dx

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 MAT202: Elementary Differential Equations I

Solution

dy
ex =4
dx

Divide through by e x

dy 4
=
dx e x
dy
Then, = 4e − x
dx

Integrating both sides

 dy =  4e
−x
dx
y = −4e − x + C

Applying the condition given

y = 3 when x = 0
3 = −4e −0 + C
3 = −4e 0 + C

Since e 0 = 1
 3 = −4 + C
 C=7
 y = −4e −x + 7

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 MAT202: Elementary Differential Equations I

2.3. Variable Separable

If it is possible to rearrange the terms of a differential equation two groups each containing only

one variable then the differential equation of the variable separable type.

Variable separable are of the following forms

(i ). dy = f ( x)dx (ii). g ( y )dy = dx

(iii). g ( y )dy = f ( x)dx (iv). g ( y )dy + f ( x)dx = 0

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

Where f (x ) is a function of x and g ( y ) is a function of y only.

NOTE: dy = f ( x)dx + g ( y )dx is not a variable separable equation.

Example

= (1 + x )(1 + y )
dy
(1). Solve the equation
dx

Solution

dy
= (1 + x)(1 + y )
dx
Separating the variable s
1
dy = (1 + x)dx
1+ y
Integrating both sides
1
 1 + y dy =  (1 + x)dx
x2
In (1 + y ) = x + +C
2

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 MAT202: Elementary Differential Equations I

dy x +1
2. Solve = 4
dx y + 1

Solution

Separating the variables

(y )
+ 1 dy = ( x + 1)dx
4

Integrating both sides

 (y )
+ 1 dy =  ( x + 1)dx
4

y5 x2
+y= + x+C
5 2
y5 x2
+ y− −x=C
5 2

dy
3. Solve = y 2 x3
dx

Solution

dy
= y 2 x3
dx
Separating the var iables
dy
= x 3 dx
dx
Integrating both sides
1
 y 2 dy =  x dx
3

1 x4
− = +C
y 4

Taking the Inverse of both sides

4
−y=
x + 4C 4

−4
y= 4 Let k = 4C
x + 4C
−4
y= 4
x +k

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 MAT202: Elementary Differential Equations I

dy y 2 + xy 2
4. solve =
dx x 2 y − x 2

Solution

dy y 2 (1 + x )
=
dx x 2 ( y − 1)
then, separating the var iables
y −1 1+ x
2
dy = 2 dx
y x
Integrating both sides
y −1 1+ x
 y 2 dy =  x 2 dx
1 
  y − ydy =  (x − 2 + x −1 )dx
−2


Iny + y = − x −1 + Inx + C
−1

1 1
Iny + = Inx − + C
y x

dy y + 1
5. Solve the equation = given the boundary conditions y = 1 when x = 0 .
dx x − 1

Solution

dy y + 1
=
dx x − 1

Separating the variables

dy dx
=
y +1 x −1

Integrating both sides

Page 25 of 147
 MAT202: Elementary Differential Equations I

dy dx
 y +1 =  x −1
In ( y + 1) = In ( x − 1) + InC
In ( y + 1) = In ( x − 1)C
y + 1 = ( x − 1)C
y +1
C=
x −1

Applying the boundary conditions

y = 1 when x = 0

1+1
C=
0 −1
2
=
−1
C = −2
 y + 1 = ( x − 1) − 2
y + 1 = −2 x + 2
y = −2 x + 2 − 1
y = −2 x + 1

2.3.1. In-text Exercise

Having completed this study session, you can measure how well you have achieved its learning

outcomes by solving the following.

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

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

( )
(iii). cos y + 1 + e − x sin y
dy
dx
= 0 , given that y = 
4
when x = 0

(
(iv). (1 − y )dy = 1 + y 2 dx )
(
(v). 1 − x 2 ) dy
dx
= ( x + xy ) given that y = 1, when x = 0

Page 26 of 147
 MAT202: Elementary Differential Equations I

(vi). (1 + 2 x )
dy
= 1− x
dx

 dy 
(vii). x 2 y  = x + 1
 dx 

dy 1− y2
(viii). =
dx 1− x2

( )
(ix). 3e x tan ydx + 1 − e x sec2 ydy = 0

( )
(x). e y + 1 cos xdx + e y sin xdy = 0

(xi). (4 x + y )
dx
=1
2

dy

2.4. Homogeneous Expression

An expression in x and y in which the combined degree of x and y in each terms is the same,

is said to be a homogeneous expression.

Given g (x, y ), if g (kx, ky) = k n g (x, y ) then g (x, y ) is homogenous of degree n .

Example:

Show that each expression g (x, y ) is homogeneous state also the degree of homogeneity,

(a). g (x, y ) = xy 2 − 5 x 2 y + 8 y 3

(b). g (x, y ) = 8 x 2 + 5 xy − 5 y 2

(c). g (x, y ) = 3x + 5 y + x 2 + 3 y 2

3y 2 − x2
(d). g (x, y ) =
2 xy

(e). g (x, y ) = 6 xy + x 4 + 5x 2 y 2

Page 27 of 147
 MAT202: Elementary Differential Equations I

Solution

(a). g ( x, y ) = xy 2 − 5 x 2 y + 8 y 3

g (kx, ky ) = (kx)(ky ) − 5(kx) (kx) + (kx)

2 2 3

= k 3 xy 3 − 5k 3 x 2 y + 8k 3 y 3

(
= k 3 xy 2 − 5 x 2 y + 8 y 3 )
= k 3 g ( x, y )

The degree of homogeneity is 3.

(b). g (x, y ) = 8 x 2 − 5 xy − 5 y 2
g (kx, ky) = 8(kx) 2 + 3(kx)(ky) − 5( xy) 2
= 8k 2 x 2 + 3k 2 xy − 5k 2 y 2
(
= k 2 8 x 2 + 3xy − 5 y 2 )
= k g ( x, y )
2

The degree of homogeneity is 2

(c). g ( x, y ) = 3 x + 5 y + x 2 + 3 y 2

g (kx, ky ) = 3kx + 5ky + (kx ) + 3(ky)

2 2

= 3kx + 5ky + k 2 + x 2 + 3 y 2( )

= 3kx + 5ky + k x 2 + 3 y 2

(
= k 3x + 5 y + x 2 3 y 2 )
= kg (x, y )

The degree of homogeneity is 1

Page 28 of 147
 MAT202: Elementary Differential Equations I

3y 2 − x2
(d ). g ( x, y ) =
2 xy

3(ky) − (kx)
2 2
g (kx, ky ) =
2(kx)(ky)

3k 2 y 2 − k 2 x 2
=
2k 2 xy

=
(
k 2 3y 2 − x2 )
k 2 (2 xy)

g (kx, ky ) = k 2 g (x, y )

The degree of homogeneity is 2

(e). g (x, y ) = 6 xy + x 4 + 5 x 2 y 2

g (kx, ky ) = 6(kx)(ky) + (kx) 4 + 5(kx) 2 (ky) 2

= 6k 2 xy + k 4 x 4 5k 2 x 2 k 2 y 2

= 6k 2 xy + k 4 ( x 4 + 5 x 2 y 2 )

= 6k 2 xy + k 2 x 4 + 5 x 2 y 2

(
= k 2 6 xy + x 4 + 5 x 2 y 2 )
g (kx, ky ) = k 2 g (x, y )

Page 29 of 147
 MAT202: Elementary Differential Equations I

2.4.1. In-text Exercise

State the degree of homogeneity of the following equations

dy
(i ). (2 y − x) = 2x + y
dx
(ii). (xy + y ) + (x
2 2
− xy ) dy
dx
=0

(iii). (x 3
)
+ y 3 = 3 xy 2
dy
dx

(iv). (x 3
+ 3 xy 2 ) dy
dx
=y 3
+ 3y 2

dy 2 xy + 3 y 2
(v). = 2
dx x + 2 xy

2.5. Homogeneous Differential Equation

A differential equation of the form pdx + Qdy = 0 where P and Q are homogeneous function

of the same degree in x and y is called a first Order homogenous differential equation.

Such is made separable by using substitution y = vx to obtain variable separable in v and x .

Then the solution are in terms of v and x .

y
By substituting backward v = x , the solution are obtained in terms of y and x .

Page 30 of 147
 MAT202: Elementary Differential Equations I

Example

dy x 2 + y 2
(1). Solve = − − − (i)
dx xy

Solution

dy x 2 + y 2
=
dx xy

x2 + y2
g ( x, y ) =
xy

k ( x ) + (ky )
2 2
g (kx, ky) =
(kx)(ky)

k 2x2 + k 2 y2
=
k 2 xy

 x2 + y2 
= k  2

 xy 

g (kx, ky) = k 2 ( x, y )

Its is homogenous of degree 2.

We then substitute y = vx − − −(ii)

dy dy
 =v+x − − −(ii)
dx dx
Putting equation (ii) and (iii) into (i)
dv x 2 + (vx)
2
v+x =
dx x(vx)

dv x 2 + v 2 x 2
v+x =
dx vx 2
The equation now becomes

Page 31 of 147
 MAT202: Elementary Differential Equations I

dv 1 + v 2
x = −v
dx v

dv 1 − v 2 − v 2
x =
dx v

dv 1
x =
dx v
Now using variable separable
1
vdv = dx
x
Integrating both sides
1
 vdv =  x dx
v2
= Inx + C
2

y
Now to express v back in terms of x and y using the substitution y = vx  v x

1  y2 
  = Inx + C
2  x 2 
y 2 = 2 x 2 (Inx + C )

Page 32 of 147
 MAT202: Elementary Differential Equations I

2 xy + 3 y 2
2. Solve the equation
x 2 + 2 xy

Solution

It is homogeneous of degree 2

dy 2 xy + 3 y 2
= 2 (a)
dx x + 2 xy
Now, putting y = vx (b)
dy dv
=v+x (c )
dx dx

dy 2 x(vx) + 3(vx) 2
v+x =
dx x 2 + 2 x(vx)

dy 2vx 2 + 3x 2 v 2
v+x =
dx x 2 + 2vx 2

v+x
(
dy x 2 2v + 3v 2
= 2
)
dx x (1 + 2v)

dy 2v + 3v 2
Then, x =
dx 1 + 2v

2v + 3v 2 − v − 2v 2
=
1 + 2v
dv v + v 2
x =
dx 1 + 2v

Applying variable separation and Integrating

Page 33 of 147
 MAT202: Elementary Differential Equations I

1 + 2v 1
v+v =  dx
2
x
In (v + v ) = Inx + C
2

In (v + v 2 ) = Inx + A
In (v + v 2 ) = InxA
v + v 2 = xA
SInce y = vx v= y
x
2
y  y
 +   = Ax
x x
xy + y 2 = Ax 3

(
3. Obtain the solution of x 2 + y 2 ) dy
dx
= xy

Solution

(x 2
+ y2 ) dy
dx
= xy

It is homogeneous of degree 2

dy xy
= 2
dx x + y 2

Putting y = vx
dy dy
Thus, =v+x
dx dx
dy x(vx)
Then, v + x + 2
dx x + (vx)2
dy vx 2
v+x + 2
(
dx x + 1 + v 2 )
dy v
x = −v
dx 1+ v2
dy v − v − v3
x =
dx 1− v2
dy − v3
x =
dx 1− v2

Page 34 of 147
 MAT202: Elementary Differential Equations I

Applying variable separation method and integrating both sides.

1+ v2 1
 v 3 fv = −  x dx
1
− 2 + Inv = − Inx + InA
2v
1
Inv + Inx − InA = 2
2v
Let − InA = Inp
1
Inv + Inx + InP = 2
2v
1
Inkvx = 2
2v
Since y = vx  v y
x

1
Inky = 2
2 y 
 x
x2
Inky = 2
2y
2 y 2 Inky = x 2

2.5.1. In-text Exercise

Solve the following differential equations

( )
(i). x 2 + y 2 dy = xdx

(
(ii). y 2 + xy + x 2 ) dy
dx
=0

(
(iii). 2 xy + x 2 ) dy
dx
= 3y 2
+ 2 xy

= y (log y − log x + 1)
dy
(iv). x
dx

dy y + x + y
2 2
(v). =
dx x

Page 35 of 147
 MAT202: Elementary Differential Equations I

( )
(vi). 2 xy 2 dx − 1x 3 + 2 y 3 dx = 0

(
(vii). x 2 + xy ) dy
dx
= xy − y 2

(
(viii). x 3 + 3 xy 2 ) dy
dx
=y 3
+ 3x 2 y

(ix). (2 y − x )
dy
= 2 x + y , given that y = 3 when x = 2
dx

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

2.6. Non-Homogeneous Equation Reducible to Homogeneous Form

dy ax + by + C
The equation of the form = can be reduced to the homogeneous form by
dx dx + ex + g

substituting: x = X + h y =Y +k

dy dY
 =
dx X

dY a( X + h ) + b(Y + k )C
The differential equation reduces to =
dX d ( X + h ) + e(Y + k ) + g

We obtain the values of h, k such that

ah + bk + C = 0, dh + ek + g = 0

Then the given equation becomes homogeneous

dY aX + bY
=
dX dX + eY

a b
Note: In case of failure. If = then the values of h, k will not be finite.
A B

Page 36 of 147
 MAT202: Elementary Differential Equations I

a b 1
= = d = am, e = bm
d e m

The given equation becomes

dy ax + by + C
=
dx m(ax + by ) + C

Example
dy x + y + 3
Solve =
dx x − y − 5

Solution

Then ah + bk + c = 0  h + k+ = 0 - - - (i)
dh + ck + g = 0  h−k −5 = 0 − − −(ii)

Solving equation (i) and (ii) simultaneously

We obtain h = 1, k = −4

dy (1 + x ) + ( y − 4 ) + 3
=
dx (1 + x ) − ( y − 4 ) − 5

dy 1 + x + y − 4 + 3
= − − − − (iii)
dx 1 + x − y − 4 − 5

dy x + y
= − − − − (iv)
dx x − y

Now, using homogeneous method to solve

dy dv
Let y = vx. =v+x (v )
dx dx

Putting equation (v) into (iv)

Page 37 of 147
 MAT202: Elementary Differential Equations I

dv x + vx
v+x =
dx x − vx

dv 1 + v
x = −v
dx 1 − v

dv 1 + v − v + v 2
x =
dx 1− v

dv 1 + v 2
x =
dx 1 − v

Applying variable separation method and integrating both sides

1− v dx
1+ v 2
dv = 
x

(
In 1 + v 2 − ) 1
2
( )
In 1 + v 2 = Inx + InA

( )
1
In 1 + v 2 2 = InxA

( )
1
In 1 + v 2 2 = xA

Squaring both sides

1 + v 2 = x 2 A2
Let A2 = P
1+ v2 = x2P
But y = vx  v = y
x
2
1 +  y  = x 2 P
 x
x + y2 = x4P
2

y2 = x4P − x2

Page 38 of 147
 MAT202: Elementary Differential Equations I

Example

dy x + 2 y − 3
Solve =
dx 2 x + y − 3

dy x + 2 y − 3
=
dx 2 x + y − 3
Then, ah + bk + c = 0  h + 2k − 3 = 0 − − − − − − −(i )
dh + ek + g = 0  2h + k − 3 = 0 − − − − − − −(ii)

Solving equation (i) and (ii) simultaneously

We obtain h = 1, k =1

dy (1 + x ) + 2( y + 1) − 3
=
dx 2(1 + x ) + ( y + 1) − 3

dy 1 + x + 2 y + 2 − 3
=
dx 2 + 2 x + y + 1 − 3

dy x + 2 y
= − − − − − − − − −(iii)
dx 2 x + y

Now, using homogeneous method to solve (iii)

dy dv
Let y = vx. =v+x (iv)
dx dx

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

dv 1 + 2v
x = −v
dx 2 + v
Putting equation (iv) into (iii)
dv 1 + 2v − 2v − v 2
x =
dx 2+v

dv 1 + v 3
x =
dx 2 + v

Page 39 of 147
 MAT202: Elementary Differential Equations I

Applying variable separation method and integrating both sides

2+v dx
1− v 2
dv = 
x
− (v )

Using Integration by Partial Fraction

2+v  A B 
1− v 2
dv =   + dv
1+ v 1− v 

2 + v A(1 − v ) + B(1 + v )
=
1− v2 1− v2

2 + v = A(1 − v ) + B(1 + v )
Setting v = 1
3 = 2B  B 3
2
Setting v = −1
2 + (−1) = A(1 − (−1)) + B(1 − 1)
1
1 = 2A  A =
2
2+v 1 3
 1 − v 2 dv =  2(1 − v )dv +  2(1 − v )dv
= In (1 + v ) − In (1 − v )
1 3
2 2

Thus, equation (iv) becomes

In (1 + v ) − In (1 − v ) = Inx + InA
1 3
2 2

In (1 + v ) 2 − In (1 − v ) 2 = InxA
1 3

(1 + v ) 2
1

In = InxA
(1 − v ) 2
3

(1 + v ) 2
1

 = InxA
(1 − v ) 2
3

Squaring both sides we have

Page 40 of 147
 MAT202: Elementary Differential Equations I

1+ v
= x 2 A2
(1 − v )3

Then, 1 + v = (1 − v ) x 2 P Let A 2 = P
3

y
But y = vx  v =
x
3
y  y
Thus, 1 + = 1 −  x 2 P
x  x
x + y (x − y )
3
=
x x3

x+ y =
( x − y) 3
3
x P
x3
x + y = (x − y ) P
3

Example
Solve the equation (3 x + y − 1) = ( y − x + 2)
dy
dx

Solution

(3x + y − 1) dy = ( y − x + 2)
dx
dy − x + y + 2
=
dx 3x + y − 2

ah + bk + c −x+ y+2
Then, comparing with
dh + ek + g 3x + y − 2

 a = −1, b = 1, c=2
d = 3, e = 1, g = −2
h + k = −2 (i )
3h + k = 2 (ii)

Solving equation (i) and (ii) simultaneously

h = 1, k = −1

Page 41 of 147
 MAT202: Elementary Differential Equations I

dy − (1 + x ) + 1( y − 1) + 2
=
dx 3(1 + x ) + 1( y − 1) − 2
− 1 + (− x ) + y − 1 + 2
=
3 + 3x + y − 1 − 2
dy y−x
= − − − − (iii)
dx 3x + y

Now using homogeneous method to solve equation (iii)

dy dv
Let y = vx =v+x − − −(iv)
dx dx

Putting equation (iv) into equation (iii)

dv vx − x
v+x =
dx 3 x + vx
dv x(v − 1)
x =
dx x(3 + v )
dv v − 1
Thus x =
dx 3 + v

Apply variable separation method and Integrating both sides.

3+v dx
 v − 1 dv =  x

From the principle of polynomial and division algorithm.

3+v 4
= 1+
v −1 v −1
 4  dx
  1 + v − 1 dv =  x

Page 42 of 147
 MAT202: Elementary Differential Equations I

v + 4 In (v − 1) = Inx + c Let c = InA

v + 4 In (v − 1) = Inx + InA

sin ce y = vx v= y
x
y + 4 In  y − 1 = InxA
x  x 
 y− x
4
y
+ In   = InxA
x  x 

In
( y − x)
4
− InxA = −
y
4
x x
 ( y − x )4 
 
In  x 4
=−y
 xA  x
 
 

In
( y − x)
4
=−y
x5 A x
Taking Natural Antilog of both sides we have
( y − x )4 =e
−y
x
5
x A

( y − x )4 = x 5 Ae −
y
x

2.6.1. In-text Exercise

Reduce the following differential equations to homogeneous form and then solve completely.

dy 2 x + 3 y − 4
(a ). =
dx 4 x + 3 y + 2
dy 2 x + 9 y − 20
(b). =
dx 6 x + 2 y − 10
dy y − 2 x + 1
(c). =
dx y+ x+5
dy 2 x − 5 y + 3
(d ). =
dx 4 x + 4 y − 6
dy y − x + 1
(e). =
dx y + x + 5

Page 43 of 147
 MAT202: Elementary Differential Equations I

2.7. Exact First Order Differential Equations

A differential Equation

M (x, y )dx + N (x, y )dy = 0 (i)

is said to be an exact differential equation if and only if

M (x, y ) N (x, y )
= (ii)
y y

Where M (x, y ) and N (x, y ) are continuous first partial derivatives.

Method of Solution

To solve equation (i), assuming that it is exact  a function g (x, y ) such that

dg(x, y ) = M (x, y )dx + N (x, y )dy (iii)

Then we will solve the equations

g ( x, y )
= M ( x, y ) (iv)
x
g ( x, y )
= N ( x, y ) (v )
x

For g (x, y ) ; the solution to equation (i) is then given implicit by g (x, y ) = c (vi)

Which is the family of curves

Page 44 of 147
 MAT202: Elementary Differential Equations I

Example

Solve the equation

(3x 2
) ( )
y + y 3 dx + x 3 + 3 y 2 x + 1 dy = 0 (i)

Solution

Let M ( x, y ) = 3 x 2 y + y 3
N ( x, y ) = x 3 + 3 y 2 + 1

Then
M
=

y y
3x 2 y + y 3 ( )
= 3x 2 + 3 y 2

N
=
x x
 3
(
x + 3y 2 + 1 )
= 3x 2 + 3 y 2
M N
Since =
y x

Therefore, the equation is exact.

g
Then, since = M = 3x 2 y + y 3 (ii)
x

g
Also, = N = x3 + 3y 2 + 1 (iii)
x

Integrating both sides of equation (ii) with respect to x, we have

g
 x dx =  (3x )
y + y 3 dx
2

3x 2
g ( x, y ) = y + xy + h( y ) (iv)
3

Differentiating equation (iv) with respect to y

Page 45 of 147
 MAT202: Elementary Differential Equations I

g 3x 3 dh
= + 3xy 2 +
y 3 dy
g dh
= x 3 + 3xy 2 +
y dy
g
But, = x3 + 3y 2 x + 1
y
dh
 x 3 + 3xy 2 + = x3 + 3y 2 x + 1
dy

Comparing the result, we can deduce that

dh
=1
dy

Now h( y ) = y + c1 and equation (iv) becomes g (x, y ) = x y + xy + y + c1

3 3

Example

Determine whether the differential equation

(2 y 2
) ( )
x − 2 y 3 dx + 4 y 3 − 6 y 2 x + 2 x 2 y dy = 0 is exact. Hence solve the differential equation.

Solution

(2 y 2
) ( )
x − 2 y 3 dx + 4 y 3 − 6 y 2 x + 2 x 2 y dy = 0
M ( x, y ) = 2 y 2 x − 2 y 3 , N ( x, y ) = 4 y 3 − 6 y 2 x + 2 x 2 y
M N
= 4 yx − 6 y 2 , = −6 y 2 + 4 yx
y y
M N
Since, =
y y

Hence the equation is exact

g
The, since = M = 2y2 x − 2y3 (ii)
x
g
= N = 4 y 3 − 6 y 2 x + 2 yx 2 (iii)
y

Integrating both sides of equation (ii) with respect to x

Page 46 of 147
 MAT202: Elementary Differential Equations I

g
 x dx =  (2 y )
x − 2 y 3 dx
2

(
g (x, y ) = x 2 y 2 − 2 xy 3 + h( y ) ) (iv)

Differentiating equation (iv) with respect to y

g dh
= 2 x 2 y − 6 xy 2 +
y dy
g
Since, = 4 y 3 − 6 y 2 x + 2 yx 2
y
dh
 4 y 3 − 6 y 2 x + 2 yx 2 = 2 x 2 y − 6 xy 2 +
dy
dh
= 4y3
dy

Now g ( h( y )) = y 4 + c1 and equation (iv) becomes

g (x, y ) = x 2 y 2 − 2 xy 3 + y 4 + c1

( )
= y 3 − xy + c1
2

Integrating Factor

M N
In general, when the differential equation is not exact i.e. when  it is possible to
y y

transform the equation into an exact differential equation by a judicious multiplication.

A function J (x, y ) which transforms a non-exact equation into an exact equation and is integrable

is called an Integrating factor. If the equation J (x, y )M (x, y )dx + N (x, y )dy = 0 is exact. The

solution is now obtained by solving the exact differential equation.

Methods of constructing Integrating factor

1  M N 
 = g ( x), a function of x then J (x, y ) = e 
g ( x ) dx
1. If  −
N  y y 

Page 47 of 147
 MAT202: Elementary Differential Equations I

 N M 
 = h( y), a function of y then J (x, y ) = e 
1 h ( y ) dy
2. If  −
M  y y 

3. If M = y f (x, y ) and N = xg(x, y ), then J (x, y ) =

1
xM − yN

Example

( ) (
Solve the equation 3xy − 2ay 2 dx + x 2 − 2axy dy == 0 (i) )
Solution

(3xy − 2ay )dx + (x

2 2
)
− 2axy dy == 0
M = 3xy − 2ay 2 N = x 2 − 2axy

M N
= 3x − 4ay, = 2 x − 2ay
y y
M N
 
y y

i.e. the equation is not exact

the condition for the equation to be exact is

1  M N 
g (x ) = −
N  y x 

=
1
(3x − 4ay) − (2 x − 2ay)
x − 2axy
2

x − 2ay
=
x 2 − 2axy
x − 2ay
=
x(x − 2ay )

g (x ) =
1
x
1
 x dx
J ( x, y ) = e = e Inx = x

Now, multiplying equation (i) by x i.e. the Integrating factor

Page 48 of 147
 MAT202: Elementary Differential Equations I

( ) (
 x 3xy − 2ay 2 dx + x 2 − 2axy dy = 0) 
(3x 2
y − 2axy )dx + (x − 2ax y )dy = 0
2 3 2

Now to text for the exactness

M
= 3x 2 − 4axy, M = 3x 2 y − 2axy 2
y
N
= 3x 2 − 4axy, N = x 3 y − 2ax 2 y
x
M N
 = i.e. it is exact
y x

Using exact method to solve the equation

g
Since = M = 3x 2 y − 2axy 2
x

 x dx =  (3x )
g
 2
y − 2axy 2 dx

g (x, y ) = x 3 y − ax 2 y 2 + h( y )

Differentiating g (x, y ) with respect to y

g dh
= x 3 − 2ax 2 y +
y dy
g
Since, = N = x 3 − 2ax 2 y
y
dh
x 3 − 2ax 2 y = x 3 − 2ax 2 y +
dy
dh
 =0
dy
By Integration h( y ) = c1
 g ( x, y ) = x 3 y − ax 2 y 2 + c1

Example

dy xy 2 − y
Convert = into an exact differential equation and then solve
dx x

Page 49 of 147
 MAT202: Elementary Differential Equations I

Solution

dy xy 2 − y
=
dx x

Rearranging the equation, we have

y (1 − xy )dx  xdy = 0
M = y (1 − xy ) N=x
N N
= 1 − xy, =1
y x
M N
 
y x

i.e. it is not exact

to make it exact we need to obtain the Integrating factor.

By Inspection M = y f (x, y ) and N = x g (x, y ) .

Therefore using the integrating factor of the form J (x, y ) =

1
xM − yN

J ( x, y ) =
1
( )
x y − xy 2 − yx
1
=
xy − x y 2 − yx
2

1
=
x y2
2

J ( x, y ) =
1
( yx)2
Multiplying equation (i) by the Integrating factor

Page 50 of 147
 MAT202: Elementary Differential Equations I

 ( xy )  y (1 − xy )dx + xdy = 0
2

 − y + xy 2  x
 
 ( xy )2 dx − x 2 y 2 dy = 0
 
xy − 1 1
2
dx − 2 dy = 0
x y xy
Now to test for the exactness
xy − 1 M 1
M= , = 2 2
x2 y y x y
1 N 1
N= , = 2 2
y2 x x y
M N
Since, =
y x
 it is exact

Now solving the exact equation

g xy − 1
Since =M = 2
x x y
g xy − 1
  x =dx =  x2 y
dx

 xy 1 
=   2 − 2 dx
x y x y

g ( x, y ) = Inx + + h( y )
1
xy

Differentiating g (x, y ) with respect to y

Page 51 of 147
 MAT202: Elementary Differential Equations I

g − 1 dh
= +
y xy 2 dy
g −1
Since =N= 2
y xy
−1 − 1 dh
 2
= 2 +
xy xy dy
dh
 =0
dy

By Integration h( y ) = c1

g (x, y )Inx +
1
 + c1
xy

2.7.1. In-text Exercise

(a). Test whether the following differential equations are exact and solve those that are exact

(i ). (y + 2 xy )dx + (1 + 3x y + x )dy = 0
3 2 2

(ii). e (3x y − x )dx + e dy = 0

x3 2 2 x3

(iii). ( y sin x + xy cos x )dx + (x sin x + 1)dy = 0

− 2y 1
(iv). 3
dx + 2 dy = 0
x x
(v). (
3x 2 y 2 dx + 2 x 3 y − 4 y 2 dx = 0 )
y −1 1
(vi). 2
dx − 2 dy = 0
y xy
(vii). (x 2
)
− y 2 dx + (2 xy − y )dy = 0

(b). find an appropriate Integration factor for each differential equation and solve

(i ). (y − x y )dx + xdy = 0
4 2

(ii). (y + x y )dx + xdy = 0

3 3

(iii). (3x y − x )dx + dy = 0

2 2

(iv). xy dx + (x y + x y )dy = 0
2 2 2 2

Page 52 of 147
 MAT202: Elementary Differential Equations I

 x 
(v).  2 xy 2 + 2 dx + 4 x 2 ydy = 0
 y 

2.8. Linear First Differential Equation

An equation where y and its derivative(s) occur only in linear combinations and their coefficients

are constants or functions of x only is called a linear equation. A first Order Linear Differential

+ p(x ) y = Q(x )
dy
equations has the form − − − − (i )
dx

The equation (i) can be written as

( p(x)y − Q(x))dx + dy = 0
Which is of the form

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

Which is exact when


(P( x) y − Q( x)) =  (1)
y y
i.e. P( x ) = 0

Then equation (i) possesses an Integration factor which is a function of x alone.

 ( (x )P(x ) y −  (x )Q(x ))dx +  (x )dy = 0


is exact iff  ( x )P( x ) =  (x )
x

 = P(x )dx

 In  =  P(x )dx

  = e  P ( x )dx

If the equation

Page 53 of 147
 MAT202: Elementary Differential Equations I

y
+ P(x )y
x

is multiplied through by this Integrating factor it becomes

y
P(x ) y = e Q(x )
 P ( x ) dx  P ( x ) dx  P ( x ) dx
e +e
x


x
e 
  P ( x )dx
y = Q(x )e 
 P ( x ) dx

e
 P ( x ) dx

y =  Q(x )e
 P ( x ) dx
dx
y = e−
 P ( x ) dx
 Q(x)e  P ( x ) dx
+c 
Where c is an arbitrary constant

Examples

Find the general solution of the differential equation

+ (2 x + 1) y = xe − 2 x
dy
x
dx

Solution

+ (2 x + 1) y = xe − 2 x
dy
x
dx

We can rewrite the given differential as

dy (2 x + 1) y
+ = xe − 2 x
dx x

+ P(x ) y = Q(x )
dy
Which is of the form
dx

2x + 1
Where P ( x ) = , Q(x ) = e −2 x
x

Page 54 of 147
 MAT202: Elementary Differential Equations I

 2x + 1 
Now  P(x )dx =   x 
dx

 1
=   2 x dx
 x
= 2 x + Inx
 P ( x ) dx
The Integrating factor e = e 2 x + Inx

= e 2 x  e Inx
if = xe 2 x

The solution is given by

P ( x )dx P ( x )dx
ye  =  Q(x )  e  +c

y  xe 2 x =  e − 2 x  xe 2 x dx + e

y  xe 2 x =  xdx + e

x2
y  xe 2 x = +c
2
1  x2 
y = 2 x  + c
xe  2 

Page 55 of 147
 MAT202: Elementary Differential Equations I

Example

Solve the differential equation

(x 2
) dy
+1
dx
+ 4 xy = x

Solution

(x 2
+1 ) dy
dx
+ 4 xy = x

We can now write the given differential equations as

dy 4x x
+ 2 y= which is of the form
dx x + 1 x +1
dy
+ P( x) y = Q( x)
dx
4x x
where P( x) = , Q( x) =
x +1
2
x +1
4x
 P( x)dx =  x 2
+1
dx

The Integrating factor = e  P ( x ) dx = e 2 In (x +1)

2

Integrating factor = e 2 In (x +1)

2 2

The solution is given by

y  e 2 In (x +1) =  Q( x)  e 2 In (x +1) dx + C
2 2 2 2

(
y  x2 +1 =  )
2 x
( ) 2
 x 2 + 1 dx + C
(x 2
+1 )2

Page 56 of 147
 MAT202: Elementary Differential Equations I

( )
y  x 2 + 1 =  x x 2 + 1 dx + C
2
( )
=  (x 3
+ x )dx + C

(
y  x2 +1 = )
2 x4 x2
4
+
2
+C

 x4 x2
1 
y=  + + C 
(2
x2 +1  4 2 )
 x4 x2 
(
y = x +1 2
)
−2
 + + C
4 2 

Example

Solve the differential equation

dy
+ 3 y = 3 x 2 e −3 x
dx

Solution

dy
+ 3 y = 3 x 2 e −3 x
dx
P( x) = 3, Q ( x ) = 3 x 2 e −3 x
Integrating Factor = e  P ( x ) dx
= e  3dx
Integrating Factor = e 3 x

Then, y  e 3 x =  Q( x )  e 3 x dx + C

y  e 3 x =  3 x 2 e −3 x  e 3 x dx + C

y  e 3 x =  3 x 2 dx + C

y  e3x =  x 3 + C

(
y = e −3 x x 3 + C )
2.8.1. In-text Exercise

Solve the following Linear Differential equations

Page 57 of 147
 MAT202: Elementary Differential Equations I

(1). ( x + 1) − y = e x (x + 1)
dy 2

dx

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

(3). ( x + 1) − 2 y = ( x + 1)
dy 3

dx

dy 1
(4). + y = x3 − 3
dx x

dy
2
(5). cos x + y = tan x
dx

dy
(6). x − y = x 3 + 3x 2 − 2 x
dx

dy
(7). + y tan x = sin x
dx

dy
(8). x − y = x 3 cos x, that y = 0 when x = 
dx

+ y cot x = 5e cos x , given that y = −4, when x = 

dy
(9). 2
dx

+ 2 y tan x = sin x and y = 0 for x =  show that the maximum value of y =

dy 1
(10). If 3
dx 8

2.9. Bernoulli Equation

+ P(x ) y = Q(x ) y n
dy
An equation of the form − − − −(i ) is called a Bernoulli differential
dx
equation.

Page 58 of 147
 MAT202: Elementary Differential Equations I

Theorem

The transformation V = y1−n reduces the Bernoulli equation to a linear form if n  0 or 1 .

Proof

Multiply through the equation (i) by y − n

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

+ P(x ) y − n = Q( x)
dy
y −n
dx
Let v = y 1− n

= (1 − n ) y − n
dv dy

dx dx

= (1 − n ) y − n
dv dy
if
dx dx
dy 1 dv
y −n =
dx 1 − n dx

Then, the Bernoulli equation is then written as

+ P( x )V = Q( x )
1 dv
1 − n dx

+ (1 − n )P( x )V = (1 − n )Q( x )
dv
dx

Example

dy
Solve + y = xy 3
dx

Solution

dy
+ y = xy 3
dx
n=3

Multiply through by y −3 to obtain

Page 59 of 147
 MAT202: Elementary Differential Equations I

dy
y −3 + y  y −3 = xy 3 y −3
dx
dy
y −3 + y −2 = x
dx
Let V = y −2

dv dy
= −2 y −3
dx dx
dy 1 dv
 y −3 =−
dx 2 dx
1 dv
 − +v = x
2 dx
dv
− 2v = −2 x
dx

Now, applying the linear equation method

P(x ) − 2, Q(x ) = −2 x
P ( x )dx
The Integrating factor is e 

= e
− 2dx

= e −2 x

The solution is then obtained as

Page 60 of 147
 MAT202: Elementary Differential Equations I

 
v  e −2 x =  − 2 xe−2 x dx + C

− 2 xe− 2 x e −2 x
ve −2 x
= −  (− 2 )
−2 −2
v  e − 2 x = xe− 2 x + e − 2 x + C
 e −2 x 
v = e 2 x  xe− 2 x + + C
 −2 
1
v = x+ + Ce 2 x
2
But v = y −2
1
 y −2 = x + + Ce 2 x
2
 1
y − 2 =  x +  + Ce 2 x
 2
1  1
=  x +  + Ce 2 x
 2
2
y
1  2x +1 
Hence =  + Ce
2x

 2 
2
y

Page 61 of 147
 MAT202: Elementary Differential Equations I

Example

Solve the differential equation

dy
x + y log y = xyex
dx

Solution

dy
x + y log y = xyex
dx
Divide through by x
dy y
+ log y = ye x
dx x
Since n = 1
Multiply through by y −1
dy 1
y −1 + log y = e x
dx x
Let v = log y
dv 1 dy
=
dx x dx
dy dv
y −1 =
dx dx
dv 1
 + log y = e x
dx x

Now, applying the linear equation method

P(x ) = Q(x ) = e x
1
,
x

P ( x )dx
Then, the Integrating factor = e 
1
 x dx
Integrating factor = e
= e Inx
Integrating factor = x

Page 62 of 147
 MAT202: Elementary Differential Equations I

 v  x =  Q(x )  xdx + C

v  x =  e x  xdx + C

Using Integration by part we obtain

v  x = xe x − e x + C
Since v = log y
we have
log y  x = xe x − e x + C
 x log y = xe x − e x + C

Example

dy
+ tan x tan y = cos x sec y
dx

Solution

Reducing it to linear equation

Multiply through by cos y

dy
cos y + tan x tan y = cos x
dx
Then, let v = sin y
dv dy
= cos y
dx dx
dy dv
cos =
dx dx
This implies that
dv
+ tan x tan y = cos x
dx
Now, applying the linear equation method
P(x ) = tan x, Q( x) = cos x

Page 63 of 147
 MAT202: Elementary Differential Equations I

The Integratin factor is e 

P ( x ) dx

= e
tan xdx

= e − In cos xdx
1
In
=e cos x

= e In sec x
Integratin factor = sec x

Then,

v  sec x =  Q(x )  sec x + C

v  sec x =  cos x  sec xdx + C

1
v  sec x =  cos x  dx + C
cos x
v  sec x =  dx + C

v  sec x = x + C

But v = sin y
 sin y sec x = x + C

2.9.1. In-text Exercise

Solve the following differential equation by reducing it to linear equation and then solve

completely

dy y x 2
(i). + =
dx x y 2

dy
(ii). tan y + tan x = cos y cos2 x
dx

dy
(iii). y log y + x − log y = 0
dx

dy
(iv). − 2 y tan x = y 2 tan x 2 x
dx
Page 64 of 147
 MAT202: Elementary Differential Equations I

dy
(v). + y = y 4e x
dx

dy
(vi). + y = xy 3
dx

+ y = y 3 ( x − 1)
dy
(vii). 2
dx

2.10. Existence and Uniqueness of Solution

Definition

A function f : I  n → n is said to be Lipchitz continuous in some domain  of I   n if 

constant L  0 such that.

f (t , y ) − f (t , x )  L y − x for (t , x ), (t , y )  

where L is the Lipchitz constant

Example

Show that the function f satisfy the Lipchitz condition in the domain  and compute the value

of L.

f (t , x ) = t 2 x 2 + x 4 ,  = (t , x ) : t  1, x − 2  3

f (t , x ) = t 2 x 2 + x 4 ,  = (t , x ) : t  1, x − 2  3

( ) (
= t 2 x2 + x4 − t 2 x2 + x4 )
= t 2 x2 + y4 − t 2 x2 − x4

 t 2 x2 − t 2 x2 + y4 + x4

( ) (
 t 2 y2 − x2 + y2 − x2 y2 + x2 )( )
 t 2 y − x y + x + y − x y + x y2 + x2

t  1, −1  x  5

Page 65 of 147
 MAT202: Elementary Differential Equations I


 y − x t 2 y + x + y + x y2 + x2 
 y − x  y + x (t 2
+ y2 + x2 )
( (
 (10) 1 + 5 2 + 5 2 y − x) )
 510 y + x

Hence f satisfies the Lipchitz condition

L = 510

Exercise

Show that the following functions satisfy the Lipchitz condition and compute the value L.

(i). f (t , x ) = 2 x 2 cos2 t + x sin t ,  = (t , x ) : t  1, x − 0  1

(ii). f (t , x ) = y 2 − x 2 ,  = (t , x ) : t  1, x − 1  1

Existence of Solution

Requirement for existence of solution is that f (t , x ) should be Lipchitz continuous.

Recall: f (t , x ) is Lipchitz continuous if there exist a constant L, 0  L   such that

f (t1 , x1 ) − f (t1 , x2 )  L x1 , x2

Example

x  = x, x(0 ) = 1
f (t , x ) = x

To check for Lipchitz continuous

f (t1 , x1 ) − f (t1 , x 2 ) = x1 , x 2

 x1 , x 2
taking k = 2
x1 − x 2  2 x1 − x 2

Page 66 of 147
 MAT202: Elementary Differential Equations I

Infact k = 1 is 0k
we have
x1 − x 2 = x1 − x 2
 k 1

Example

D = (x, t ) t − t 0  a, x − x0  b

Recall that t − t 0  a
− a  t − t0  a
t0 − a  t  a + t0

Given a differential equation

X  = X 2 + 6, X (0) = 2
dx
= X2 +t
dt

Separation of variables is not possible in this case. There is no easy integration we use a formula

that is valid in all cases when f (x, t ) is Lipchitz continuous we form the Picard iteration.

X n (t ) = n = 1, 2,........
X  = f ( x, t )

The iteration is as follows

Page 67 of 147
 MAT202: Elementary Differential Equations I

X 1 = X 0 +  f (x0 , s )ds
t

t0

X 2 = X 0 +  f (x1 , s )ds
t

t0

t
X 3 = X 0 +  f x 23 , s ds
t0
( )
.
.
.

(
X n (t ) = x0 +  f x n −1(3) , s d s
t

t0
)

Example

X = X, X (0 ) = 1

X n = X 0 +  f (x0 , s )ds
t

t0

t
X 1 = 1 +  1 ds
0

= 1+ s 0
t

X1 = 1+ t
t
X 2 = X 0 +  f x1( s ) , s ds
t0
( )
= 1 +  (1 + s ) ds
t

t
 s2 
= 1 + s + 
 2 0

t2
X 2 = 1+ t +
2

Page 68 of 147
 MAT202: Elementary Differential Equations I

t
(
X 3 = X 0 +  f X 2 ( s ) , s ds
0
)
t  s2 
= 1+  f 1 + s + ds

 2
0

t
 s2 s3 
= 1 + 1 + + 
 2 3 0

t2 t3
X 0 = 1+ t + +
2 3
t2 t3 tn
X n = 1+ t + + + . . .+
21 3! n!
as n → 
t2 t3 tn
X = 1+ t + t + + . . . + = et
2! 3! n!
Hence X = et

Example

Find  for X 1 = X 2 , X (0 ) = 1
D = ( x, t ) : t − t 0  1, x − x0  2
t 0 = 0, X0 =1
D = ( x, t ) : t  1, x − 1  2
D = ( x, t ) : −  t  1, − 2 + 1  x  2 + 1
D = ( x, t ) : −  t  1, − 1  x  3
Here a = 1, b = 2
M = final upper bound for f ( x, t )

f ( x, t ) = X 2
M = 32 = 9
 2 2
 = min 1, =
 9 9
2
=
9

Page 69 of 147
 MAT202: Elementary Differential Equations I

Existence Theorem

Let f (x, t ) be Lipchitz continuous in X with Lipchitz constant L on the Legion D of all point

(x, t ) satisfying the inequalities t − t 0  a, x − x0  b . Then there exist a number   0 with the

property that the mutual value problem x1 = f (x, t ), X (t 0 ) = X 0 has a solution X (t ) on the

integral t − t 0   .

In fact  = min a, b  M
, M = max f (x, t )

Proof

We form the Picard iteration

t
(
X 1 = X 0 +  f x0( s ) , s ds
t0
)
t
(
X 2 = X 0 +  f x1( s ) , s ds
t0
)
. .
. .

(
X n (t ) = X 0 +  f x n −1( s ) , s d s
t

t0
)
1. We show that X n (t ) is continuous and satisfy the inequality X n (t ) − X 0  b

X 0 = cons tan t (a cons tan t function is always continuous) .

X 1 = X 0 +  f (x0 ( s ), s )ds
t

t0

Since x0 is continuous, f (x, t ) is continuous

Page 70 of 147
 MAT202: Elementary Differential Equations I

 f (x ( s ), s )ds is continuous
t
 0
t0

 x1 (t ) is continuous
x n (t ) is continuous

x n = x0 +  f (x n −1 ( s ), s )ds
t

t0

 f (x ( s ), s )ds
t
x n − x0 = n −1
t0

 f (x ( s ), s ) ds
t
 n −1
t0

t
M  ds
t0

 M
=b

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 MAT202: Elementary Differential Equations I

2. We show by induction that

n
t − t0
x n (t ) − x n −1 (t )  Mk n −1

n!
Mk n −1 n

n!

By Mathematical Induction

when n = 1
Mk 1−1 1
x1 − x0  
1!
x1 − x0  M 1

Thus, it is time for n = 1

We assume that it is time for n = M

To show that it is time for n = M + 1

f ( s ), x m (s )ds −  f ( s ), x m −1 (s )
t t
X k +1 − X k =  t0 t0

  f ( s ), x m (s ) −  f ( s ), x m −1 (s )ds
t t

t0 t0

  L x m (s ) − x m −1 ( s ) ds sin ce f is Lipschitz
t

t0

t MLm −1
 L
m
s − t 0 ds
t0 m
MLm t
  s −  ds
m

m! t0

t
ML  s −  
m m +1

  
m!  m + 1 
  t0

MLm m +1
 s −t
(m + 1)! 0
 it is time for n = m + 1

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 MAT202: Elementary Differential Equations I

By induction hypothesis, it is time for all n  

We next prove that X n (t ) is uniformly continuous by Weierstrass M-test

The series

 X
m =1
m (t ) − X m−1 (t ) converges absolutely and uniformly on t − t 0  

lim
But y (t ) = X n (t ) − X 0 (t )
n→
lim
= X n (t ) − X 0 (t )
n→

(4). It remains to show that X (t ) is a solution X n (t ) exist and converges to X (t ) .

Since f (x, t ) is continuous and X n (t ) → X (t )

lim lim
X (t ) = X n (t ) = x0 +  ( X (s ), s )ds
t

n→ n→ t0

= x0 +  ( X (s ), s )ds
t

t0

Gromwell’s Inequality

Let X (t ) be a continuous non-negative function and suppose that

X (t )  A + B  X (s ) ds
t

t0

Where A and B are non negative constants for all values of t − t 0  

Then X (t )  Ae
B t −t 0

For all t in the integral t − t 0  

Uniqueness of Solution

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 MAT202: Elementary Differential Equations I

Let x = x0 +  f (s, x( s) )ds

t
be a solution of the
t0

IVP x  = f (x, t )

Suppose not that there exist another function y = y (t ) with y (t 0 ) = y 0

Then, x(t ) = x0 +  f (s, x( s ) )ds

t

t0

y (t ) = y 0 +  f (s, y ( s ) )ds
t

t0

then,

y (t ) − x(t ) = y 0 − x0 +  f (s, y ( s ) ) f (s, x( s ) )ds

t t

t0 t0

 y (t 0 ) − x(t 0 ) +  L ( y ( s ), x( s ) ) ds
t

t0

f is Lipschitz

From the Gromwell’s Inequality we have

L (t − t 0 )
y (t ) − x(t )  y (t 0 ) − x(t 0 ) e

but y (t 0 ) − x(t 0 ) = 0
because y (t 0 ) = x(t 0 )
 y (t ) − x(t )  0
y (t ) − x(t ) = 0
 y (t ) = x(t )

Therefore x(t ) is the unique solution

Example

Examine the existence and uniqueness of solution of the IVP y = 1 + ty 2 , y(0) = 1 and

approximate its solution using the picard method.

Solution

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 MAT202: Elementary Differential Equations I

f (t , y ) = 1 + ty 2
Let t − t 0  1

 1t  1
and y − 1  1, 0  y  2

t −    = min a, b  
m
f (t , x )  M = s

1 + t2  1 + 1 + 22

5

Page 75 of 147
 MAT202: Elementary Differential Equations I

  = min 1, 1  5

y n (t ) = t 0 +  f (s, y n −1 (s ))ds
t

t0

(
= 1 +  1 + syn2−1 (s ) ds
t

0
)
= y 0 (t ) = 1

y1 (t ) = 1 +  (1 + s )ds
t

t2
= 1+ t +
2
  s 2  
2

y 2 (t ) = 1 +  1 + s1 + t +  ds
t

0 2 
  
t  s 4 
= 1 +  1 + s1 + 2 + 2s 2 + s 3 + ds
0
  4 

t s4 s5 
= 1 +  1 + 2s 2 + s 3 + + s + 2s 2 + 2s 3 + s 4 + ds
 4 4
0

t 5 s5 
= 1 +  1 + 3s + 4s 2 + 3s 3 + s 4 + ds
 4 4
0

t
 3s 2 4s 3 3s 4 5  s 5 s 6 
= 1 + s + + + + + 
 2 3 4 4  5 24  0

3t 2 4t 3 3t 4 1 5 1 6
y 2 (t ) = 1 + t + + + + t + t
2 3 4 4 24
(
f (t , y ) − f (t 2 , y ) = 1 + t1 y 2 − 1 + t 2 y 2 )
= y 2 (t1 − t 2 )

 4 t1 − t 2

 48 for t1 − t 2  

 4
4

f (t1 , y ) − f (t 2 , y )  

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 MAT202: Elementary Differential Equations I

F is continuous in the variable t for y

(
f (t1 , y ) − f (t 2 , y ) = 1 + ty12 − 1 + ty 22 )
(
= t y12 − y 22 )
 t y12 − y 22

 4 y2 − y2

 4 1 , 1 = 
4
 4 ( 4)


 f is continuous in y

For Lipchitz continuous

(
f (t1 , y ) − f (t 2 , y ) = 1 + ty12 − 1 + ty 22 )
= t y1 − y 2 y1 + y 2
 y1 − y 2 y1 + y 2
 4 y1 − y 2
L=4
 f is Lipchitz

Page 77 of 147
 MAT202: Elementary Differential Equations I

Summary of Study Session 2

In this study session, you should have understood the following:

➢ First order differential equation

➢ Various methods of solution of first order differential equation

➢ Direct integration of first order differential equation

➢ Homogeneous and non-homogeneous differential equations

➢ Linear first order differential equation

➢ Bernoulli equation

➢ Existence and uniqueness of solution

Page 78 of 147
 MAT202: Elementary Differential Equations I

Study Session 3: Second Order Homogeneous Linear Equations

3.0. Introduction

The general second order linear ordinary differential equation is of the form

a0 (x )d 2 y + a1 (x ) + a 2 (x ) y = f (x )
dy dy
+ a2
dx dx
xI   − − − − − − −(3.1)

Where a0 , a1 , a2 , and I are given function of x in the interval I   . When a0 , a1 , and a 2

are constants and f (x ) = 0 for all x  I , then equation (3.1) is called homogeneous second order

linear ordinary differential equation with constant coefficients.

Thus we have

d2y dy
a0 2
+ a1 + a2 y = 0 − − − − − − −(3.2)
dx dx

If y = y1 ( x) and y = y 2 ( x) are solution of equation (3.2), so also is the sum

y = y1 ( x) + y = y 2 ( x) . This follows from the fact that if y1 is a solution then,

d 2 y1 dy1
a0 2
+ a1 + a 2 y1 = 0 − − − − − − −(3.3)
dx dx

Also if y 2 is a solution then,

d 2 y2 dy2
a0 2
+ a1 + a2 y2 = 0 − − − − − − −(3.4)
dx dx

Adding equation (3.3) and (3.4) we have

 d 2 y2 
 + a1  1 + 2  + a 2 ( y1 + y 2 ) = 0
d 2 y2 dy dy

a0  + a1 − − − − −(3.5)
2
dx 2   dx dx 
 dx 

Notice that by the linearity of the differential operator, the last equation can be written as

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 MAT202: Elementary Differential Equations I

d2  d 2 y2 d 2 y2 
a0 ( y1 + y )
2  + a1
 + a1 d ( y1 + y 2 ) + a 2 ( y1 + y 2 ) = 0
 − − − − −(3.6)
dx 2  dx
2
dx 2  dx

Equation (3.6) is the original equation with y replaced by y1 + y 2 . Therefore y1 + y2 is also a

solution.

3.1. Learning Outcomes for Study Session 3

On completion of this study session, you should be able to understand:

➢ Second order homogeneous linear equation

➢ Different methods of solving second order homogeneous equation

3.2. Procedures for solution

To solve equation (3.2) we need a function such that its derivatives are constant multiples of itself

such a function is the exponential function.

Notice that if a 0 = 0 , we obtain the first order equation of the same family. That is for

a1  0, a 2  0 , we have

dy
a1 + a2 = 0
dx
dy a1
+ ky = 0 when K =
dx a2

Solving this by the method of separating variable we have,

dy
 dx = − Ky
i.e Iny = − Kx + c
y = e − Kx+ c = e − Kx  e c
y = Ae − kx (sin ce e c is a cons tan t )

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 MAT202: Elementary Differential Equations I

Let m represent − K ; we have

y = e mx

Therefore y = Ae mx will be a solution of the second order equation

d2y dy
a0 2
+ a1 + a2 y = 0
dx dx

If it satisfies this equation,

Now if y = Ae mx
dy
y = = mAe mx
dx
d2y
y  = 2 = m 2 Ae mx
dx

Substitute these expression for the differential coefficient in the left side of the equation we get,

a0 mA 2 e mx + a1 Ame mx + a2 Ame mx = 0

Dividing both sides by A emx , we have

a0 m 2 + a1m + a2 = 0

which is a quadratic equation giving two variable for m . The quadratic equation is called the

auxiliary equation and is obtained directly from the equation

d2y dy
a0 2 + a1 + a2 y = 0
dx dx

3.2.1. Case I: Distinct Real Roots (m1  m2 )

The solution is of the form

y = Ae mx + Be m2 x

Example solve the equations

(1). y  + 3 y  − 40 y = 0
Page 81 of 147
 MAT202: Elementary Differential Equations I

(2). 2 y  − ay  − 10 y = 0

Solution

y  + 3 y  − 40 y = 0 OR
d2y dy
2
+ 3 − 40 y = 0
dx dx
m 2 + 3m − 40 = 0
(m − 5) (m + 8) = 0
m − 5 = 0 or m + 8 = 0
m = 5 or m = −8
 y = Ae 5 x + Be −8 x

(2). 2 y  − ay  − 10 y = 0
d2y dy
2 2
− a + 10 y = 0
dx dx
2m 2 − 9m + 10 = 0
(2m − 5) (m − 2)
2m − 5 = 0 or m − 2 = 0

m=5 or m = 2
2
y = Ae + Be 2 x
5
2x

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 MAT202: Elementary Differential Equations I

3.2.2 Case 2: Equal / Repeated Roots m = m1 = m2 

The solution is of the form

y = Ae mx + Bxe mx
y = e mx ( A + Bx )

Example Solve the equations

1. y  − 6 y  + 9 y = 0
2. y  + 10 y  + 25 y = 0

Solution

1. y  − 6 y  + 9 y = 0
m 2 − 6m + 9 = 0
(m − 3) (m − 3) = 0
(m − 3)2 = 0
m = 3 twice
i.e m1 = 3 and m2 = 3
we write
y = Ae 3 x + Bxe 3 x
y = e 3 x ( A + Bx )

2. y  + 10 y  + 25 y = 0
m 2 + 10m + 25 = 0
(m + 5)2 = 0
m = −5 twice
y = A −5 x + Bxe −5 x
y = e −5 x ( A + Bx )

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 MAT202: Elementary Differential Equations I

Example: Find the power series solution about x = 2 of the value problem

4 y  − 4 y  + y = 0

y (2) = 0, y (2) =
1
Express the solution in closed form
2

Solution

4 y − 4 y + y = 0

The auxiliary equation is

4m 2 − 4m + 1 = 0
(2m − 1)2 = 0
1
m= twice
2
1 1
i.e m = ,
2 2

Thus y = e ( A + Bx ) − − − − − − (1)
x
2

y (2) = 0
 0 = e( A + 2 B )
 A + 2B = 0 − − − − − − −(2)

Differentiating equation (1) above, we have

1
( A + Bx )e 2
x x
y  = Be 2
+
2

But y (2) =
1
e

= Be + ( A + 2 B )e − − − − − − − − (3)
1 1

e 2

Putting equation (2) in (3), we have

= Be + (0 )
1 1
e 2
1
B=
e2
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 MAT202: Elementary Differential Equations I

Putting the value of B in equation (2) we have

A + 2B = 0
 1 
 A + 2 2  = 0
e 
2
 A=−
e

Putting the value of A in equation (2) we have

0 + A + 2B
2
−=−
e
2
 2B =
e
1
B=
e

Substituting the value of A and B in equation (1) we get

x  2 x
y = e 2 − + 
 e e

 y = (− 2 + x )e
x −1
2

3.2.3. Case 3: Complex Conjugate Roots

If the auxiliary equation

m 2 + am + b = 0

has complex roots

m1 =  + i , m2 =  − i

Where  and  are real numbers and   0 . The solutions are of the form

y1 ( x ) = e ( +i ) x 

and 

y 2 ( x ) = e ( −i ) x 
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 MAT202: Elementary Differential Equations I

The general solution will be of the form

y (x ) = Ae ( +i )x + Be ( +i )x
y (x ) = Ae x  e ix + Be x  e −ix
(
y (x ) = Ae x Ae ix + Be −ix ) − − − − −(*)

Applying Euler formula

i.e e i = cos + i sin 

e −i = cos − i sin 
Thus from equation (*) we get
y1 (x ) = e ( +i )x = e x (cos x + i sin x )
and
y 2 (x ) = e ( −i )x = e x (cos x − i sin x )
From equation (**), we have
y(x) = ex A(cos x + i sin x) + B(cos x − i sin x)
Where

C = A+ B and D = i( A − B)

The corresponding general solution is

y(x) = ex (C cos x + D sin x)

Where C and D are arbitrary constant

Example

Find the general solution of the differential equation y  − 2 y  + 10 y = 0

Solution

y  − 2 y  + 1 y = 0

We first from the associated auxiliary equation given by,

m2 2m + 10 = 0

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 MAT202: Elementary Differential Equations I

Solving we have

2  4 − 40
m=
2
m = 1  3i
Thus, m1 = 1 + 3i, m2 = 1 − 3i
In this case,  = 1,  = 3

The general solution is given by

y(x) = e x C cos3x + D sin 3x

Summary of Study Session 3

In this study session, you should have understood the following:

➢ Second order homogeneous linear equation

➢ Different methods of solving second order homogeneous equation

Page 87 of 147
 MAT202: Elementary Differential Equations I

Study Session 4: Second Order Non-Homogeneous Differential

Equation

4.0. Introduction

We have so fair considered the homogeneous differential equation of the form,

a0 (x ) y  + a1 (x ) y  + a 2 (x ) y = 0 − − − − −(4.1)

Where the solution in general was of the form

y(x) = Ae + Be − − − − − − − − −(4.2)
m1x m2 x

Where m1 , m2 are the roots of the auxiliary equation. Now consider the following non

homogeneous differential equation.

a0 (x ) y  + a1 (x ) y  + a 2 (x ) y = f (x ) − − − − −(4.3)

Substituting for y (x ) in equation (4.3) using equation (3.2) will make the left hand side of equation

(4.3) equal to zero. Therefore there must be further term in equation (4.2) that will make the left

hand side equal to f (x ) . The general solution to equation (4.3) can be written in the form.


y ( x ) = Ae
m1 x
+ Be
m2 x
+ y p (x ) − − − − − − − − (3.4)

Where y p (x ) is called the particular integral and the term in the square bracket is called the

complimentary function general solution of the homogeneous differential equation (4.1)

4.1. Learning Outcomes for Study Session 4

On completion of this study session, you should be able to understand:

➢ Second order homogeneous linear equation

➢ Different methods of solving second order homogeneous equation

Page 88 of 147
 MAT202: Elementary Differential Equations I

4.2. Method of Undetermined Coefficient

The method of undetermined coefficient is a technique for solving equation (4.3) if f (x ) takes a

particular form. Let Pn ( x ) be a polynomial of degree n , then we shall consider when the function

f (x ) is of the general form.

(1). Pn (x )

(2). Pn (x )ex
(3). Pn (x )sin x or Pn (x ) cos x
(4). Pn (x )sinh x or p n (x ) cosh x

The technique is to guess that there is a solution to equation (4.3) in some basic formulas f (x )

and then substitute the unknown coefficients. This is called the method of undetermined equation

a0 y  + a1 y  + a 2 y = f (x )

by the method of undetermined coefficients, the following procedure are followed;

(a). The complimentary function is obtained by solving the equation with f (x ) = 0 this should

give one of the following:

1. y(x) = Ae m1x + Be m2 x (real and distinct roots of the auxiliary equation)

2. y(x) = e ax ( A cos x + B sin x ) (complex and conjugate equation)

3. y(x) = e ax ( A + Bx ) (Real and repeating roots)

4. y(x ) = A cosx + B sinx

5. y(x ) = A cosh x + B sinh x

(b). The particular integral is found by assuming the general form of the function f (x ) as indicated

above, substituting this in the given equation and solve for the unknown coefficients by forming

Page 89 of 147
 MAT202: Elementary Differential Equations I

algebraic equations in the unknowns. The algebraic equations are formed by equating coefficients

of the powers of the independent variables that appear on both sides of the equation.

We present the following examples for illustration:

Example: Solve the differential equation

y(x) − 5 y + 6 y = x 2 − − − − − − −(4.5)

(a). To find the complimentary function, solve the auxiliary equation;

m 2 − 5m + 6 = 0

to get

(m − 2) (m − 3) = 0
So that m1 = 2, m2 = 3

Therefore,

y = Ae 2 x + Be 3 x − − − − − − − − (4.6)

(b). To find the particular integral we assume the general form of the right hand side which is a

second degree polynomial function,

y p ( x) = Cx 2 + Dx + E − − − − − − (4.7)

where C , D; E are to be determined

differentiating (4.7), we have

dy
= 2Cx + D
dx
d2y
= 2C Substituting in the given equation (4.5), we have
dx 2
(
2C − 5(2Cx + D ) + 6 Cx 2 + Dx + E = x 2 )
that is
6Cx 2 + (6 D − 10C )x + (2C − 5D + 6 E ) = x 2 − − − − −(4.8)

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 MAT202: Elementary Differential Equations I

Next, equate the coefficients in equation (4.8) to get

6C = 1

C = 1
6
6 D − 10C = 0

D=5
18
2C − 5 D + 6 E = 0
19
E=
108

The particular integral for equation (4.5) is therefore given by

y p (x ) = 1 x 2 + 5 x +
19
6 18 108

The general solution of the non homogeneous problem (4.5) is

y(x ) = Ae 2 x + Be 3 x + y p (x )

y(x ) = Ae 2 x + Be 3 x + 1 x 2 + 5 x +
19
6 18 108

where A and B are arbitrary constants

Page 91 of 147
 MAT202: Elementary Differential Equations I

Example 2: Solve the differential equation

y  + y = xe2 x − − − − − − (4.9)

Here f (x ) is of the form Pn (x )e ax where Pn (x ) is a polynomial of degree one. We try a

particular solution of the form.

y p (x ) = e 2 x (a + bx)

y p (x ) = e 2 x (2a + b + 2bx)

y p (x ) = e 2 x (4a + 4b + 4bx)

Substituting in equation (4.9) we have

e 2 x (4a + 4b + 4bx) + e 2 x (a + bx) = xe2 x

Dividing through by e 2 x and equating coefficients we have,

4b + b = 1
5b = 1

b= 1
5
4a + a = 0
4b + 5a = 0

5a = − 4
5
4
a=−
25

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 MAT202: Elementary Differential Equations I

Example: Consider the equation

y  − y = 2e x − − − − − − (4.10)

to get,

y C (x ) = Ae x + Be − x

Notice that f (x ) is a solution to the homogeneous equation. A function of the form

y p ( x ) − Ce x

Will not be a particular integral since

y p ( x ) = Ce x

and by substituting with equation (4.10) yields

Ce x − Ce x = 2e x
0 = 2e x

which is impossible since 2  0 and e x  0 for all x   . Let us assume guess that there is a

solution of the form

y p (x ) = Cxe x

Then y p (x ) = Ce x (x + 1)
\ and
y p (x ) = Ce x (x + 2)

Substituting with equation (4.10), we have

Ce x (x + 2) − Ce x (x + 1) = 2e x

Dividing through by e x , we have

2C = 2
C =1

Page 93 of 147
 MAT202: Elementary Differential Equations I

Therefore, y p ( x ) = xe x

The general solution of equation (4.10) is

y(x) = Ae x + Be − x + xe x

Remarks: if in the given second order differential equation

y (x ) + ay (x ) + by(x) = f (x)

The function f (x ) can be written as the sum,

f (x ) = f 1 (x ) + f 2 (x )

where f 1 and f 2 are both one of the forms above, then we now use the principle of superposition

to solve the problem. That is we may separately solve the equations

y (x ) + ay (x ) + by(x ) = f 1 (x )

with a particular solution y p1 (x ) and

y(x ) + ay(x ) + by(x ) = f 2 (x )

with a particular solution y p2 ( x ) . Then the particular solution to the given equation

y (x ) + ay (x ) + by(x ) = f (x ) + f 1 (x ) + f 2 (x )

is y p (x ) = y p1 (x ) + y p2 (x )

Summary: We summarize the procedure as follows, consider the non-homogeneous equation

y  + ay  + by = f (x) − − − − − − (4.11)

and the homogeneous part

y  + ay  + by = 0 − − − − − − (4.12)

Case I: If no terms of f (x ) is a solution of equation (4.12) then a particular solution of equation

(4.11) will have the form y p (x) according to the following table.

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 MAT202: Elementary Differential Equations I

f (x ) y p (x )

1 Pn ( x ) a 0 + a1 x + a 2 x 2 + ...... + a n x n

2 Pn (x )e ax (a 0 + a1 x + a 2 x 2 + ...... + a n x n e ax)
3 Pn (x )e ax sinh x (a 0 )
+ a1 x + a 2 x 2 + ...... + a n x n e ax sinh x +

(C 0 )
+ C1 x + C2 x 2 + ...... + Cn x n e ax cosh x

4 Pn (x )e ax cosh x (a 0 )
+ a1 x + a2 x 2 + ...... + an x n e ax sinh x +

(C 0 )
+ C1 x + C 2 x 2 + ...... + C n x n e ax cosh x

Case 2: If any form of f (x ) is a solution of equation (4.12) then we multiply the appropriate

function y p (x) of case 1 by x k , where K is the smallest integer such that no term in x k y p ( x ) is

a solution of equation (4.12).

4.3. Method of Variation of Constants / Parameters

The method of undetermined coefficient should be used only when the function f (x ) is in a correct

form indicated above. The more general method is the variation of constants. We again consider

the equation.

y  + ay  + by = f (x) − − − − − − (3.13)

and assume that we have found two linearly independent solutions y1 and y 2 of the

homogeneous equation

y  + ay  + by = 0

so that a general solution is given by

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 MAT202: Elementary Differential Equations I

y (x ) = C1 y1 (x ) + C 2 y 2 (x ) − − − − − − (4.14)

Thus any particular solution y p (x) of equation (4.13) must have the property that

y p (x ) y p (x )
and
y1 (x ) y 2 (x )

are not constants. this suggests that we replace the constants C1 and C 2 in equation (4.14) in

two functions C1 (x ) and C 2 (x ) and then look for particular solution of equation (4.13) in the

form.

y p (x) = C1 (x)y1 (x) + C2 (x)y 2 (x) − − − − − − (4.15)

Differentiating equation (4.15) and dropping the subscript in y p (x) , we have

y (x ) = C1 (x ) y11 (x ) + C 2 (x ) y 12 (x ) + C11 (x ) y1 (x ) + C 21 (x ) y 2 (x )

To simplify the expression, it is convenient to set

C11 (x ) y1 (x ) + C 21 (x ) y 2 (x ) = 0 − − − − − − (4.16)

Then y (x ) = C1 (x ) y11 (x ) + C 2 (x ) y 12 (x )

Differentiating again

y (x ) = C1 (x ) y1(x ) + C 2 (x ) y 2 (x ) + C1 (x ) y1 (x ) + C 2 (x ) y 2 (x )

Substituting in equation (4.13) yields

y (x ) = a y1(x ) + b y 2 (x ) = C1 (x ) y1 (x ) + C 2 (x ) y 2 (x ) + C1 (x ) y1 (x ) +

C 2 (x ) y 2 (x ) + aC1 (x ) y1 (x ) + C 2 (x ) y 2 (x ) + bC1 (x ) y1 (x ) + C 2 (x ) y 2 (x )
C1 (x ) y1 (x ) + ay1 (x ) + by1 (x ) + C 2 (x ) y 2 (x ) + ay 2 (x ) + by2 (x ) +
C1 (x ) y1 (x ) + C 2 (x ) y 2 (x ) = f (x )

Since y1 and y 2 are solutions to the homogeneous equation, then the equation above reduces

to

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 MAT202: Elementary Differential Equations I

C1 (x ) y1 (x ) + C 2 (x ) y 2 (x ) = f (x ) − − − − − − −(4.17)

Thus, we have the two conditions on C1 (x ) and C 2 (x ) described by the simultaneous equations

y1C1 + y 2 C 2 = 0 
 − − − − − − − − (4.18)
y1C1 + y 2 C 2 = f (x )

Multiply the first equation by y 2 and the second equation by y2 and subtract to obtain an

expression for C1 ( x ) . The second derived function C 2 (x ) can be determined in a similar way.

Solving equation (3.18) we have,

f (x ) y 2 (x ) 
C1 (x ) = −
y1 (x ) y 2 (x ) − y 2 ( x ) y1 ( x ) 
 − − − − −(4.19)
f ( x ) y1 ( x ) 
C 2 ( x ) =
y1 (x ) y 2 (x ) − y 2 (x ) y1 ( x ) 

The denominator in equation (4.19) must not be zero. Finally, we integrate equation (4.19) to

obtain C1 (x ) and C 2 (x ) and substitute there in (4.15) to obtain y p (x) .

We remark that it can be shown that the denominations

W ( y1 , y 2 ) (x ) = y1 (x ) y 2 (x ) − y 2 (x ) y1 (x ) in equation (4.19)

f (x ) y 2 (x )
C1 (x ) =  − dx
y1 (x ) y 2 (x ) − y 2 (x ) y1 (x )
f (x ) y1 (x )
C 2 (x ) =  dx
y1 (x ) y 2 (x ) − y 2 (x ) y1 (x )

General solution = complementary function + particular integral

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 MAT202: Elementary Differential Equations I

Example 1: Solve the differential equation

y  + y = cos ec x − − − − − − − − (4.20)

Solution

The homogeneous equation of y  + y = cos ec x is

m2 + 1 = 0
m 2 = −1
m = i
 y c ( x ) = A cos x + B sin x
Here y1 = cos x, y 2 = sin x
Also, the function
W ( y1 , y 2 ) = 1  0
Thus, form equation (4.19)
1
−  sin x
cos ec x  sin x
C1 ( x ) = − = sin x
cos x(cos x ) − (− sin x )(sin x ) cos2 x + sin 2 x
C1 ( x ) = −1

 C1 (x ) = −  dx = − x

1
 sin x
cos ec x sin x
C 2 (x ) = = sin x
cos x(cos x ) − (− sin x )(sin x ) cos2 x + sin 2 x
C 2 (x ) = cos x

C 2 (x ) =  cot xdx = 
cos x
dx = In sin x
sin x

The particular integral is

y p (x ) = C1 (x ) y1 (x ) + C 2 (x ) y 2 (x )
y p (x ) = (− x )(cos x ) + In (sin x )(sin x )
y p (x ) = − x cos x + sin x In (sin x )

The general solution of equation (4.20) is therefore given by

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 MAT202: Elementary Differential Equations I

y(x ) = y c (x ) + y p (x )
 y (x ) = A cos x + B sin x − x cos x + sin x In (sin x )

Are non zero for linearly independent solutions y1 and y 2 of the homogeneous problem.

Example 2: Solve the differential equation

y  + y = tan x − − − − −(4.21)

The solution to the homogeneous equation are y1 = cos x and y 2 = sin x

i.e m2 + 1 = 0
m 2 = −1

m = − 1 = i
y c (x ) = A cos x + B sin x
Also, the function
W ( y1 , y 2 ) = 1  0
Thus form equation (4.19)
tan x sin x − tan x sin x
C1 ( x ) = − =
cos x  (cos x ) − (sin x )(sin x ) cos2 x + sin 2 x
sin x cos2 x − 1
C1 ( x ) = − = = cos x − sec x
cos x cos x
C 2 (x ) = tan x cox − sin x

Integrating, we find that C1 (x ) = sin x − In sec x + tan x and C 2 (x ) = − cos x

Thus form (4.15), the particular solution is

y p (x ) = C1 (x ) y1 (x ) + C 2 (x ) y 2 (x )

= cos x sin x − cos xIn sec x + tan x − sin x cos x

= − cos xIn sec x + tan x

The general solution of equation (4.20) is therefore given by

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 MAT202: Elementary Differential Equations I

y(x ) = y c (x ) + y p (x )

y ( x ) = A cos x + B sin x − cos xIn sec x + tan x

4.4. Higher Order Linear Equation

Most of the result of the preceding sections can be immediately generalized for application to

equation of order higher than two. Consider the nth order linear differential equation.

y n + a1 (x ) y n −1 + a 2 (x )y n −2 + . . .a n −1 (x )y  + a n (x ) y = f (x ) − − −(4.22)

and the associated homogenous equation

y n + a1 (x ) y n −1 + a 2 (x ) y (n − 2 ) + . . .a n −1 (x ) y  + a n (x )y = 0 − − − − (4.23)

where the functions a i (x ), i = 1, 2, . . .n are assumed to be continuous.

Definition: we say that the functions y1 , y 2 , .... y n are linearly independent are internal

I = x 0 , x1    if the conduction.

C1 y1 (x ) + C 2 y 2 (x ) + . . . + C n y n (x ) = 0

Implies that

C1 = C 2 = . . . = C n = 0  x  (x 0 , x1 )

We define the function (called the Wouskian) by

y1 y2 yn
W ( y1 , y 2 , . . . y n ) (x ) = y1 y 2 y n − − − − −(4.24)
y1(n −1) y 2(n −1) y n(n −1)

It can be proved that

W ( y1 , y 2 , . . . y n ) (x ) = 0

If and only if the function y1 , y2 , . . . yn are linearly dependent solutions of equation (4.23). we can

also prove that,

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 MAT202: Elementary Differential Equations I

− a1 ( x )dx
W ( y1 , y 2 , . . . y n ) (x ) = Ce 

For some constant C . Formula (4.23) is known as the Abel formula.

Furthermore, we can show that y1 , y2 , . . . yn are linearly independent solutions of equation (4.23)

then the solution y (x ) of equation (4.23) can be written as

y(x ) = C1 y1 (x ) + C 2 y 2 (x ) + . . . + C n y n (x ) − − − − (4.25)

where C i , i = 1, 2, . . . n are constants Equation (4.22) may be called the general solution of (4.22).

finally if y p1 and y p2 , are two linearly independent solution of non homogenous equation (4.22)

the difference

y(x ) = y p1 (x ) − y p2 (x ) is a solution of the homogeneous equation (4.23).

Self-Assessment Questions (SAQs)

1. Solve the following differential equations

(a). y  − 8 y  + 15 y = 0 (d ). y  + N 2 y = 0
(b). y  + 4 y  + 5 y = 0
(c). y  − 3 y  + 2 y = 0

2. Find the power series solution about x = 2, of the initial value problem

y (2 ) = 0, y (2 ) =
1
4 y  − 4 y  + y = 0, . Express the solution in closed form.
e

3. Solve the initial value problem y  + 6 y  + 11y  + 6 y = 0, y (0) = 1, y (0) = −1

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 MAT202: Elementary Differential Equations I

4. Solve the following differential equations

(a). y  − 3 y  + 2 y = e 3 x
(b). y  + 2 y  + 2 y = sinh x
(c). y  + 4 y  + 5 y = −2 cosh x
(d ). y  + 3 y  + 5 y  + y = e − x
(e). y  − y  − 6 y = e x cosh 2 x
( f ). y  + y  + y = cos 2 x
( g ). y  + 2 y  + 5 y = sin 2t
(h). y  + 4 y = e x + sin 2 x
(i ). y  − 2 y  − 3 y = 2e 2 x + 10 sin 2 x, given that y (0) = 2 and y (0) = 4

5. Solve the following equations by variation of parameters method.

(a ). y  + y = sec x
(b). y  − 4 y = e 2 x
(c). y  + y = sin x
(d ). y  + y = sec x tan x
(e). y  + 5 y  + 6 y = 3e 2 x + e 3 x
( f ). x 2 y  + xy  − y = x 2 e x

6. Find the general solution of the following differential equations

(a). y  = 2 y  + 3 y = 5e − x by the method of variation of parameters.

(b). y  + y = 1 + x 2 + tan x by any suitable method

7. Solve the following differential equations using Laplace Transformation method

(a). y  − y  − 2 y = 3e 2 x , given that y (0) = 0 and y (0) = −2
(b). y  − 3 y  − 2 y = 0 given that y (0) = 3, y (0) = 4

(c). y  − 5 y  + 4 y = e 2 x given that y (0) = 1, y (0) = 0

(d). y  + 4 y  + 5 y = cos x + sin x, Subject to the initial conditions y (0) = 1, y (0) = 3

(e). 2 y  − 9 y  + 10 y = 3e x , Subject to the initial conditions y (0) = 1, y (0) = 2

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4.5. Method of Variation of Parameters

d2y dy
To find particular integral of a 2 + b + cy = X (1) .
dx dx

Let Complement function = Ay1 + By 2 so that y1 and y 2 satisfy,

d2y dy
a 2 + b + cy = 0 (2)
dx dx

Let us assume particular integral = Uy1 + Vy 2 (3)

Where U and V are unknown function of x .

Differentiating (3) with respect to x we have

y  = Uy1 + Vy 2 + U y1 + Vy 2

Assuming U 1 V satisfy the equation U y1 + V y 2 = 0 (4)

Then y  = Uy1 + Vy 2 (5)

Differentiating (5) with respect x we have

y  = Uy1 + U y 2 + Vy1 + V y 2

Substituting the values of y, y  and y  in (1), we get

a(uy1 + u y1 + Vy 2 + V y 2 ) + b(uy1 + Vy 2 ) + c(uy1 + Vy 2 ) = X

u (ay1 + by1 + cy1 ) + v(ay 21 + by 2 + cy 2 ) + a(u y1 + V y 2 ) = X

U y1 + V y 2 = X (6)

Since y1 and y 2 satisfy (2)

Solving (5) and (6) we get

0 y2 y y2 − Xy 2
U1 = − 1 =
X y 2 y1 y 2 y1 y  − y1 y 2

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 MAT202: Elementary Differential Equations I

y1 0 y y2 X y1
V1 = − 1 =
y1 X y1 y 2 y1 y 2 − y1 y 2

y2 X y1 X
U = dx , V
y1 y 2 − y1 y 2 y1 y 2 − y1 y 2

General Solution = Complimentary function + Particular Integral

d2y
Example: Solve + y = cos ecx
dx 2

Solution:

(D 2
)
+ 1 y = cos ecx
D2 +1= 0  D 2 = −1; D =  −1
D = i

yc = A cos x + B sin x

y1 = cos x, y2 = sin x

y p = y1u + y2v
X = cos ecx, y1 = cos x, y1 = − sin x
− y2 X
where u =  y2 = sin x, y2 = cos x
y1 y2 − y1 y2
1
− sin x  dx
− sin x cos ecxdx
u= = sin x
cos x(cos x) − (− sin x)(sin x) cos2 x + sin 2 x
dx
u = − = −  dx = − x
1

y1 X cos x  cos ecxdx

v= dx = 
y1 y 2 − y1 y 2 cos x(cos x) − (− sin x)(sin x)
1
cos x  dx
cot xdx cos x
v= sin x = = dx
cos x + sin x
2 2
1 sin x
v = In (sin x )

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 MAT202: Elementary Differential Equations I

y p = − x cos x + sin xIn(sin x)

y p = − x cos x + sin x(in sin x)
y = yc + y p
y = A cos x + sin x − cos x sin x( In sin x)

d2y
Example 2: Apply the method of variation of parameter to solve + y = tan x (1) .
dx 2

Solution

(D 2
+ 1) = 0
D2 +1= 0  D 2 = −1 D= i
y c = A cos x + B sin x (2)

Assume that A and B are some functions of x , say A(x) and B(x)

We assume that the particular Integral of (1) as

y = A( x) cos x + B( x) sin x (3)

On differentiating (1) we get

y  = A( x) sin x + B( x) cos x + A cos x + B ( x) sin x (4)

We apply the condition, A( x) cos x + B ( x) sin x = 0 (5)

Equation (4) becomes, y  = − A( x) sin x + B( x) cos x (6)

Differentiating (6) we get

y  = − A( x) cos x − B( x) sin x − A( x) sin x + B ( x) cos x (7)

Substituting the values of y and y  from (3) and (7) in (1) we find that

d2y
+ y = tan x
dx 2

− A( x) cos x − B( x) sin x − A( x) sin x − B ( x) sin x + A( x) cos x + B( x) sin x = tan x

A( x) sin x − B ( x) sin x = tan x (8)

Solve equation (5) and (8) simultaneous we get

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 MAT202: Elementary Differential Equations I

A( x) cos x + B ( x) sin x = 0 (5) and x sin x

− A( x) sin x + B ( x) cos x = tan x (5) and x cos x
A( x) sin x cos x + B ( x) sin 2 x = 0
A( x) sin x cos x + B ( x) cos2 x = cos x tan x = sin x
(
B ( x) cos2 x + cos2 x = sin x)
sin x
B ( x) = = sin x
1
Susbstitute B ( x) int o
A( x) sin x cos x + sin x  sin 2 x = 0
sin 3 x sin 2 x
A( x) = − =−
sin x cos x cos x

Hence by integral we get

sin 2 x
A( x) = −
cos x
A( x) = sin x − log(sec x + tan x )
B( x) =  sin xdx = − cos x

We are not using here constants of integration because it is particular integral. Now we frame our

particular Integral as follows.

y c = A( x) cos x + B( x) sin x
P.I = cos xsin x − (log sec x + tan x ) − sin x cos x
y p = cos x sin x − cos x log(sec x + tan x )
Hence the complete solution is
y = A cos x + B sin x- cos x log(sec x + tan x )

(1). State the method to use solving the following differential equation and solve them.

(
(a). 2 xy + x 2 ) dy
dx
= 3y 2
+ 2 xy

(b). ( x + 1) + x sin y 
dy dy y
− y = e x ( x + 1) 2 − Integer factor =
dx dx x  x

dy
(c). x dx + y log y = xye x ( Bernouli)

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 MAT202: Elementary Differential Equations I

( ) ( )
(d). y 2 e x y 2 + 4 x 3 dx + 2 xye x y 2 − 3 y 2 dy = 0 ( Exact)

(2). Solve the following differential equation

dy
(a). x + cot y = 0, given y =  where x = 2
dx 4

(3). A moving body is opposed by a force per unit mass of value Cx and resistance per unit mass

of value bv 2 where x and v are the displacement and velocity of the particle at that instant. Find

the velocity of the particle in terms of x , if it starts rest.

d2y
(4). Solve + y = cos ecx using V. O. P method
dx 2

d2y
(5). Solve by method of V O P 2
+ 4 y = e7x
dx

(6). Using Laplace Transform technique, solve the following initial value problem

d2y dy
2
+2 + 2 y = 5 sin t , y (0) = y (0) = 0
dx dx
2 y  + 5 y  + 2 y = e − 2t , y (0) = 1, y (0) = 1

Application

1. A particle falls in a vertical line under gravity (supposed constant) and the force of air resistance

to its motion is proportional to its velocity. Show that its velocity cannot exceed a particular limit.

Solution

Let V be the velocity when the particle has fallen a distance S in time t from rest. If the resistance

is kv, then the equation of motion is

kv
= g − kv ( Separate the var iable)
dt

𝑑𝑣
= 𝑑𝑡(𝑖𝑛𝑡 𝑒 𝑔𝑟𝑎𝑡𝑖𝑛𝑔)
𝑔 − 𝑘𝑣

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 MAT202: Elementary Differential Equations I

𝑑𝑣
∫ = ∫ 𝑑𝑡
𝑔 − 𝑘𝑣

1
− 𝐼𝑛(𝑔𝑘𝑣) = 𝑡 + 𝑐
𝑘

𝐼𝑛𝑖𝑡𝑖𝑎𝑙𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑣 == 0𝑎𝑡𝑡 = 0

1
− 𝐼𝑛(𝑔 − 0) = 0 + 𝑐
𝑘

1
𝑐 = − 𝐼𝑛𝑔
𝑘

𝑇ℎ𝑒𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑏𝑒𝑐𝑜𝑚𝑒𝑠

1 1
− 𝐼𝑛(𝑔 − 𝑘𝑣) = 𝑡 − − 𝐼𝑛𝑔
𝑘 𝑘

1 1
− 𝐼𝑛(𝑔 − 𝑘𝑣) + 𝐼𝑛𝑔 = 𝑡
𝑘 𝑘
1
− {𝐼𝑛(𝑔 − 𝑘𝑣) + 𝐼𝑛𝑔} = 𝑡
𝑘

1 𝑔 − 𝑘𝑣
− {𝐼𝑛 ( )} = 𝑡
𝑘 𝑔

1 𝑔 − 𝑘𝑣
𝑡 = − 𝐼𝑛
𝑘 𝑔

𝑔 − 𝑘𝑣
∴ −𝑡𝑘 = 𝐼𝑛
𝑔

𝑔 − 𝑘𝑣
= 𝑒 −𝑡𝑘
𝑔

𝑔 − 𝑘𝑣 = 𝑔𝑒 −𝑘𝑡

𝑔 − 𝑔𝑒 −𝑘𝑡

𝑔 − 𝑔𝑒 −𝑘𝑡 = 𝑘𝑣

1
𝑣= (𝑔 − 𝑔𝑒 −𝑘𝑡 )
𝑘

Page 108 of 147

 MAT202: Elementary Differential Equations I

𝑔
𝑣= (1 − 𝑒 −𝑘𝑡 )
𝑘

t is always positive; therefore 1  1 − e − kt

g
v=
k

2. A moving body is opposed by a force per unit mass of value cx and resistance per unit mass of

value bv 2 where x and v are the displacement and velocity of the particle at that instant. Find the

velocity of the particle in terms of x , if it starts from rest.

Solution

By Newton’s law of motion, the equation of motion of the body is:

𝑑𝑣
𝑣 += −𝑐𝑥 − 𝑏𝑣 2
𝑑𝑥

𝑑𝑣
𝑣 + 𝑏𝑣 2 = −𝑐𝑥
𝑑𝑥

𝑃𝑢𝑡𝑡𝑖𝑛𝑔𝑣 2 = 𝑧,
𝑑𝑣 𝑑𝑧 } 𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒
2𝑣 =
𝑑𝑥 𝑑𝑥

1 𝑑𝑧
√𝑧 ⋅ + 𝑏𝑧 = −𝑐𝑥
2𝑣 𝑑𝑥

√𝑧 𝑑𝑧
+ 𝑏𝑧 = −𝑐𝑥
2√𝑧 𝑑𝑥

1 𝑑𝑧
+ 𝑏𝑧 = −𝑐𝑥
2 𝑑𝑥

𝑑𝑧
+ 2𝑏𝑧 = −2𝑐𝑥
𝑑𝑥

𝐼𝑓𝑒 ∫ 2𝑏𝑑𝑥 𝑑𝑥 + 𝑐

Page 109 of 147

 MAT202: Elementary Differential Equations I

𝑧 = − ∫ 2𝑐𝑥𝑒 2𝑏𝑥 𝑑𝑥 + 𝑐

𝑧𝑒 2𝑏𝑥 = −2𝑐 ∫ 𝑥𝑒 2𝑏𝑥 𝑑𝑥 + 𝑐

𝑥 2𝑏𝑥 1
𝑧𝑒 2𝑏𝑥 = −2𝑐 { 𝑒 − ∫ 𝑒 2𝑏𝑥 𝑑𝑥} + 𝑐
2𝑏 2𝑏

2𝑥 2𝑏𝑥 2𝑐 2𝑏𝑥
𝑧𝑒 2𝑏𝑥 = − 𝑥𝑒 + 𝑒 +𝑐
2𝑏 (2𝑏)2

𝑐 𝑐
𝑧𝑒 2𝑏𝑥 = − 𝑥𝑒 2𝑏𝑥 + 2 𝑒 2𝑏𝑥 + 𝑐
2𝑏 2𝑏
𝑐 𝑐
𝑧 = − 𝑥 + 2 𝑐𝑒 −2𝑏𝑥
𝑏 2𝑏
𝑐𝑥 𝑐
𝑣2 = − + 2 + 𝑐𝑒 −2𝑏𝑥
𝑏 2𝑏

d2y dy
Solve 2
− 2 + y = 2 x by the method of VOP
dx dx

(𝐷2 − 2𝐷 + 1) = 0𝑦1 𝑦2′ − 𝑦1′ 𝑦2 = 𝑒 𝑥 ⋅ (𝑥𝑒 𝑥 + 𝑒 𝑥 ) − 𝑒 𝑥 (𝑥𝑒 𝑥 )

𝐷2 − 2𝐷 + 1 = 0 = 𝑥𝑒 2𝑥 + 𝑒 2𝑥 − 𝑥𝑒 2𝑥

(𝐷 − 1)(𝐷 − 1) = 0 = 𝑒 2𝑥

𝐷 = 1(𝑡𝑤𝑖𝑐𝑒)

𝑦𝑐 = (𝐴 + 𝐵𝑥)𝑒 𝑥 = 𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥

𝑦1 = 𝑒 𝑥 𝑎𝑛𝑑𝑦2 = 𝑥𝑒 𝑥

𝑦1′ = 𝑒 𝑥 𝑎𝑛𝑑𝑦2′ = 𝑥𝑒 𝑥 + 𝑒 𝑥 𝑥 = 2𝑥

𝑦𝑝 = 𝑢𝑦1 + 𝑣𝑦2

−𝑦2 𝑥 −𝑥𝑒 𝑥 ⋅ 2𝑥 𝑥2𝑒 𝑥

𝑢=∫ 𝑑𝑥 = ∫ 𝑑𝑥 = −2 ∫ 𝑑𝑥
𝑦1 𝑦2′ − 𝑦1′ 𝑦2 𝑒 2𝑥 𝑒 2𝑥

𝑢 = −2 ∫ 𝑥 2 𝑒 −𝑥 𝑑𝑥 = −2 {−𝑥 2 𝑒 −𝑥 + 2 ∫ 𝑥𝑒 −𝑥 𝑑𝑥}

Page 110 of 147

 MAT202: Elementary Differential Equations I

𝑢 = 2{−𝑥 2 𝑒 −𝑥 + (−𝑥𝑒 −𝑥 − 𝑒 −𝑥 )} = −𝑥 2 𝑒 −𝑥 + 4𝑥𝑒 −𝑥 − 4𝑒 −𝑥

𝑢 = −2𝑥 2 𝑒 −𝑥 − 4𝑥𝑒 −𝑥 − 4𝑒 −𝑥

𝑦1 𝑥 𝑒 𝑥 ⋅ 2𝑥
𝑣=∫ ′ ′
𝑑𝑥 = ∫ 2𝑥
𝑑𝑥 = ∫ 2𝑒 −𝑥 𝑑𝑥
𝑦1 𝑦2 − 𝑦1 𝑦2 𝑒

𝑣 = 2 ∫ 𝑥𝑒 −𝑥 𝑑𝑥 = 2 {−𝑥𝑒 −𝑥 + ∫ 𝑒 −𝑥 𝑑𝑥}

= 2{−𝑥𝑒 −𝑥 − 𝑒 −𝑥 } = −2𝑥𝑒 −𝑥 − 2𝑒 −𝑥

𝑦𝑝 = 𝑢𝑦1 + 𝑣𝑦2 = (2𝑥 2 𝑒 −𝑥 − 4𝑥𝑒 −𝑥 − 4𝑒 −𝑥 )𝑒 𝑥 + (−2𝑥𝑒 −𝑥 − 2𝑒 −𝑥 )𝑥𝑒 𝑥

𝑦𝑝 = −2𝑥 2 𝑒 0 − 4𝑥𝑒 0 − 4𝑒 0 − 2𝑥 2 𝑒 0 − 2𝑥𝑒 0

𝑦𝑝 = 2𝑥 2 − 4𝑥 − 4 − 2𝑥 2 − 2𝑥 = −4𝑥 2 − 6𝑥 − 4

∴ 𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑥 − 4𝑥 2 − 6𝑥 − 4

d 2 x dx
− 2 x = 0 given that x(0 ) = 1 and (0) = 0
dx
Solve the equation 2
+
dt dt dt

d 2 x dx
+ − 2x = 0
dt 2 dt
m2 + m − 2 = 0
(m − 1)(m + 2) = 0
m = 1 or m = −2
x c = Ae x + Be − 2 x
x(t ) = Ae t + Be − 2t

Page 111 of 147

 MAT202: Elementary Differential Equations I

x(0 ) = 1 i.e t = 0, x = 1
1 = Ae 0 + Be − 2(0 )
1+ A + B (i )
x(t ) = Ae + Be
t − 2t

x(t ) = Ae t + 2 Be − 2t
x (0 ) = 0
i.e 0 = Ae 0 − 2 Be 0
0 = A − 2B (ii)
Solving (i ) and (ii)
A + B =1
A − 2B = 0
( −)
3B = 1
1
B=
3
A =1− B
1 2
A =1− =
3 3
 x(t ) = e t + e − 2t
2 1
3 3

Page 112 of 147

 MAT202: Elementary Differential Equations I

d2y
VOP : + y = sin x
dx 2
D2 +1= 0
D=i
y c = A cos x + B sin x
y p = uy1 + vy2
− y2 x
u= dx
y1 y 2 − y1 y 2
y1 = cos x, y 2 = sin x
y1 = − sin x, y 2 = cos x
x = sin x
y1 y 2 = y1 y 2 = cos x  cos x + sin x sin x
= cos2 x + sin 2 x = 1
− sin x  sin xdx
u=
1
u = −  sin xdx
2

y1 xdx
v=
1

v =  cos x sin xdx

1
2
v= 1

Page 113 of 147

 MAT202: Elementary Differential Equations I

d2y dy
2
− 3 + 2 y = sin x
dx dx
D − 3D + 2 = 0
2

(D − 1)(0 − 2) = 0
D = 1 or 2
y c = Ae x + Be 2 x
y1 = e x and y 2 = e 2 x
y1 = e x and y 2 = 2e 2 x
x = sin x
y1 y 2 − y1 y 2 = e x  2e 2 x − e x  e 2 x
= 2e 3 x − e 3 x = e 3 x
− y2 x e 2 x  sin x
u= dx = −  dx
y1 y 2 − y1 y 2 e 3x
u = −  e − x sin x dx
Substitute x = e t
d  2 dy 
x  − n(n + 1) y = 0
dx  dx 
d2y
2 x 2 − n(n + 1)
1
y=0
dx 2x
Substitute x = e t
d2y 1
2
− n(n + 1)e −t y = 0
dx 2

Page 114 of 147

 MAT202: Elementary Differential Equations I

y dy
dx

Fn nF n −1
dF
dx

aF n dF
a  nF n −1
dx

sin F dF
cos F
dx

cos F dF
sin F
dx

tan F dF
sec 2 F
dx

eF dF
eF
dx

Page 115 of 147

 MAT202: Elementary Differential Equations I

d2y
(1). + y = 2x
dx 2
m 2 − 2m + 1 = 0
(m − 1) (m − 1) = 0
m = 1 twice
y c = Ae x + Bxe x
y c = ( A + Bx )e x
y p = k1 + k 2
y p = k1
y p = 0
Substituting y p and y p
0 − 2( k ) + k 1 x + k 2 x = 2 x
− 2k 1 + k 1 x + k = 2 x
x : k1 = 2
CT  : −2k1 + k 2 = 0
−4 + k 2 = 0
k2 = 4

 y p = 2x + 4
 y =yc+yp
y = e x ( A + Bx ) + 2 x + b

d2y
(ii ). 2
−2
dy
+ 2 y = e x sin x
dx dx
m − 2m + 2 = 0
2

2  4 − 4(1)(2 )
m=
2
2  − 4 2  2i 1  i
m= = =
2 2 2
y c = e ( A cos x + B sin x )
x

y p = k1 e x + k 2 cos x + k 3 sin x

d2y
4. Solve by method of VOP 2
− 4 y = e7x
dx

Page 116 of 147

 MAT202: Elementary Differential Equations I

d2y
− 4 y = e7x
dx 2
( )
D 2 − 4 y = e7x
D −4=0
2

D 2 = 4  D = 4 = 2
y c = Ae 2 x + Be − 2 x
y1 = e 2 x and y 2 = e − 2 x
y1 = 2e 2 x and y 2 = −2e − 2 x
y p = uy1 + vy 2
− y2 x
u= dx
y1 y 2 − y1 y 2
− e −2 x  e 7 x
u= dx
−4
e5x 1
u= dx =  e 5 x dx
4 4
5x
1 e 1 5x
u=  = e
4 5 20
y p = uy1 + vy 2
1 5x 1
yp = e − e 2 x − e 9 x  e −2 x
20 36

1 7x 1 7x
yp = e − e
20 36
1 7x 1 7x
y = Ae 2 x + Be − 2 x + e − e
20 36
y1 y 2 − y1 y 2
( ) (
= e 2 x − 2e − 2 x − 2e 2 x e − 2 x )
2 x−2 x 2 x−2 x
= −2e − 2e
= −2 − 2 = −4
x = e7x

Page 117 of 147

 MAT202: Elementary Differential Equations I

y1 x
v=
y1 y 2 − y1 y 2
e 2x  e7x
v= dx
−4
e9x
v = − dx
4
1
v = −  e 9 x dx
4
1 e9x 1
v=− = − e9x
4 4 36

Exercises

1. A moving body is opposed by a force per unit mass of value cx and resistance per unit mass of

value bv 2 where x and v are the displacement and velocity of the in terms of x , if starts from

rest.

d 2 x dx
− 2 x = 0 given that x(0 ) = 1 and (0) = 0(x (0) = 0) .
dx
2. Solve the equation 2
+
dt dt dt

dy
3. Solve the equation x + y = x4 y3
dx

d2y dy
4. Find the general solution of the equation 2
− 2 + y = 25x 2 + 12 using the method of
dx dx

undetermined coefficient.

Page 118 of 147

 MAT202: Elementary Differential Equations I

Question: Obtain the differential equation of what y 2 = 4  a(u + a ) is a solution.

Solution

y 2 = 4  a(x + a ) = 4ax + 4a 2

Differentiating, we get.

𝑑𝑦 𝑑2𝑦 𝑑𝑦 𝑑𝑦
2𝑦 = 4𝑎2𝑦 2 + 2 ⋅ =0
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑦 4𝑎 𝑑 2 𝑦 𝑑𝑦 2
∴ = 2𝑦 + 2( ) = 0
𝑑𝑥 2𝑦 𝑑𝑥 2 𝑑𝑥

𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑖𝑛𝑔𝑎𝑔𝑎𝑖𝑛𝑤𝑒𝑔𝑒𝑡

𝑑2𝑦 𝑑𝑦 2
2𝑦 + 2 ( ) =0
𝑑𝑥 2 𝑑𝑥

𝑑2𝑦 4𝑎 2
2𝑦 + 2 ( ) =0
𝑑𝑥 2 2𝑦

𝑑2𝑦 8𝑎 2
2𝑦 2 + 2 ( 2 ) = 0
𝑑𝑥 2𝑦

𝑑2 𝑦 4𝑎2
2𝑦 + =0
𝑑𝑥 2 𝑦 2

𝑀𝑢𝑙𝑡𝑖𝑝𝑙𝑦𝑡ℎ𝑟𝑜𝑢𝑔ℎ𝑏𝑦𝑦 2 , 𝑤𝑒ℎ𝑎𝑣𝑒

𝑑2 𝑦 𝑑𝑦
3
2𝑦 +
𝑑𝑥 2 𝑑𝑥

𝑑𝑦
2𝑦 = 4𝑎𝑦 2 4𝑎𝑥 + 4𝑎2
𝑑𝑥

𝑑𝑦 4𝑎 2𝑎
= =
𝑑𝑥 𝑦 𝑦

𝑑𝑦 𝑦2
2𝑦 =
𝑑𝑥 𝑥 + 𝑎

𝑑𝑦
2𝑦(𝑥 + 𝑎) = 𝑦2
𝑑𝑥
Page 119 of 147
 MAT202: Elementary Differential Equations I

𝑑𝑦 𝑑𝑦
2𝑥𝑦 + 2𝑎𝑦 − 𝑦2
𝑑𝑥 𝑑𝑥

𝑑𝑦 1
+ 𝑦 + 𝑦2 = 0
𝑑𝑥 𝑥
2
dy 1  1 du   1 du 
+  +  =0
dx x  u dx   u dx 
2
1 d 2 u 1 dy 1  du 
+ +   =0 (multiplyby u )
u dx 2 ux dx u 2  dx 
2
d 2 u 1 dy 1  du 
+ +   =0
dx 2 x dx u  dx 

Find the general solution of the equation by the method of undetermined coefficient

𝑑2𝑦 𝑑𝑦
2
−2 + 𝑦 = 25𝑥 2 + 12
𝑑𝑥 𝑑𝑥

𝑚2 − 2𝑚 + 1 = 0

(𝑚 − 1) + (𝑚 − 1) = 0

𝑚 = 1𝑡𝑤𝑖𝑐𝑒

𝑦𝑐 = (𝐴 + 𝐵𝑥)𝑒 𝑥

𝑦𝑝 = 𝐶1 𝑥 2 + 𝐶2 𝑥 + 𝐶3

𝑦𝑝′ = 2𝐶1 𝑥 + 𝐶2

𝑦𝑝″ = 2𝐶1

𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛𝑔𝑖𝑣𝑒𝑠

2𝐶1 − 2(2𝐶1 𝑥 + 𝐶2 ) + 𝐶1 𝑥 2 + 𝐶2 𝑥 + 𝐶3 = 25𝑥 2 + 12

2𝐶1 − 4𝐶1 𝑥 − 2𝐶2 + 𝐶1 𝑥 2 + 𝐶2 𝑥 + 𝐶3 = 25𝑥 2 + 12

[𝐶𝑇]: 2𝐶1 − 2𝐶2 + 𝐶3 = 12

[𝑥]: −4𝐶1 + 𝐶2 = 0

[𝑥 2 ]: 𝐶1 = 25

Page 120 of 147

 MAT202: Elementary Differential Equations I

−4𝐶1 + 𝐶2 = 0

𝐶2 = 4𝐶1

𝐶2 = 4(25) = 100

2𝐶1 − 2𝐶2 + 𝐶3 = 12

2(25) − 2(100) + 𝐶3 = 12

50 − 200 + 𝐶3 = 12

−150 + 𝐶3 = 12

𝐶3 = 12 + 150 = 162

∴ 𝑦𝑝 = 25𝑥 2 + 100𝑥 + 162

𝑦 = 𝑦𝑐 + 𝑦𝑝

𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑥 + 25𝑥 2 + 100𝑥 + 162

dy
Solve the equation x + y = x4 y3
dx

Divide through by x , we have

Page 121 of 147

 MAT202: Elementary Differential Equations I

dy 1
+ y = x3 y3
dx x
1 − x2 + c
=
(xy)2 1
(xy)2 (− x 2 + c ) = 1
(xy)2 = 1
c − x2
1
x2 y2 =
c − x2
1
y2 = 2
cx − x 4
dy 1 − 2
y −3 + y = x2 (*)
dx x
−2
=y
dz dy
= −2 y −3
dx dx
multiply (*) by − 2
dy 2 − 2
− 2 y −3 − y = −2 x 3
dx x
dy 2
− z = −2 x 3
dx x
2
 x dx
1f = e
pdx −
=e
1
−2  x dx
1 f = e = e − 2 Inx
1
1  f = e − 2 Inx = 2
x
z  1 f =  Q  1 fdx
1 1
z 2
= −2  x 2  2 dx
x x
z
= −2  xdx
x2
z x2
= −2  = +C
x2 2
z
= −x 2 + C
x2

Page 122 of 147

 MAT202: Elementary Differential Equations I

y −2
2
= −x 2 + C
x
1 1
= −x 2 + C
y2  x2
1
= −x 2 + C
(xy) 2

Summary of Study Session 4

In this study session, you should have understood the following:

➢ Second order non-homogeneous differential equation

➢ Various methods of solving second order non-homogeneous differential equation

Page 123 of 147

 MAT202: Elementary Differential Equations I

Study Session 5: Laplace Transformation

5.0. Introduction

The Laplace transform is most useful for solving linear, constant-coefficient ode’s when the

inhomogeneous term or its derivative is discontinuous. Although ode’s with discontinuous

inhomogeneous terms can also be solved by adopting already learned methods, we will see that

the Laplace transform technique provides a simpler, more elegant solution.

The main idea is to Laplace transform the constant-coefficient differential equation for 𝑥(𝑡) into a

simpler algebraic equation for the Laplace-transformed function 𝑋(𝑠), solve this algebraic

equation, and then transform 𝑋(𝑠) back into 𝑥(𝑡). The correct definition of the Laplace transforms

and the properties that this transform satisfies makes this solution method possible.

5.1. Learning Outcomes for Study Session 5

On completion of this study session, you should be able to understand:

➢ The Laplace transform

➢ Definition and properties of Laplace transform

➢ Inverse Laplace transform

➢ Using Laplace transform to solve differential equation

5.2. Definitions and Properties of the Forward and Inverse Laplace Transforms

Let f (t ) be function defined for all positive values of t , then

The Laplace transform of 𝑓(𝑡), denoted by 𝐹(𝑠) = 𝐿(𝑓(𝑡)), is defined by the integral transform
∞
𝐿(𝑓(𝑡)) = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0

Provided the integral exists, is called the Laplace Transformation of f (t ) .

Page 124 of 147
 MAT202: Elementary Differential Equations I

( )
1. L t n =
n!
, where n and s are positive
s n+1

( )= 
Proof L t
n  − st
0
e f (t )dt

x dx
Putting st = x or t = or dt =
s s

( )= 
n
n  − s xs x  dx
Thus, we have, L t e  
0
s s

1  −x x n 1
= 0 e n
dx = n +1  e − x x n dx
s s s

( )
L tn =
1
n +1
 (n + 1) Note (n + 1) = n !
s

( )
L tn =
1
n +1
n ! =
n!
s s n+1

 − at 
 Note cosh at = e + e
at
s
2. L(cosh at ) = 
s2 − a2  2 
 

Proof

𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 1 1
𝐿(𝑐𝑜𝑠ℎ 𝑎 𝑡) = 𝐿 = 𝐿(𝑒 𝑎𝑡 ) + 𝐿(𝑒 −𝑎𝑡 )
2 2 2

1 1 1 1 𝑠+𝑎+𝑠−𝑎
= { + }= ( )
2 𝑠−𝑎 𝑠−𝑎 2 (𝑠 − 𝑎)(𝑠 + 𝑎)

1 2𝑠 𝑠
= ( 2 2
)= 2
2 𝑠 −𝑎 𝑠 − 𝑎2

a
3. L(sinh at ) =
s2 − a2

Proof

Page 125 of 147

 MAT202: Elementary Differential Equations I

1
2
( 
L(sin hat ) = L  e at − e −at 

)

=
1
2
 ( ) ( ) 1  2a 
L e at − L e −at =  2 
2  s − a2 

2a
=
s2 − a2

a e iat − e −iat
4. L(sin at ) = Note sin at =
s2 − a2 2i

Proof

 e iat − e −iat 
L(sin at ) = L 

 2i 

=
1
2i
 ( ) ( )
L e iat − L e −iat

1 1 1  1  s + ia + s + ia 
= − =  
2i  s − ia s + ia  2i  s 2 + a 2 

1  2ia  a
=  2 = 2
2i  s + a  s + a 2
2

s  e iat + e −iat 
5. L(cos at ) = Notecos at = 
s2 + a2  2 

Proof

Page 126 of 147

 MAT202: Elementary Differential Equations I

 e iat + e −iat
L(cos at ) = L
2
 1
 ( ) ( )
 = L e iat − L e −iat
 2
 

1 1 1  1  s + ia + s − ia 
=  + =  
2  s − ia s + ai  2  s2 + a2 

1  2s  s
=  2  =
2  s + a2  s2 + a2

6. Find the Laplace Transformation of t sin at

Solution

 e iat − e −iat 
L(t sin at ) = L t 

 2i 

=
1
2i
( ) (
L t  e iat − L t  e −iat )

=
1
2i
 
e − st t  e iat dt −  e − st t  e −iat dt 

=
1
2i
 0

t  e t (ia − s )dt − 0 t  e −t (s −a )dt


 
1  te (ia − s )t  e
(ia − s )t te (ia − s )t   e
(s + a )t
=   − 0 dt +  + dt
2i  ia − s  ia − s ia − s  0 0 − (a + s )
0

 
1  1 e (s + a )t  1 e (s +ia )t  
= −  −   
2i  ia − s (ia − s ) 0 (s + ia ) s + (ia ) 0 


1 1 1 
=  + 
2i  (ia − s )2 (ia + s )2 

Page 127 of 147

 MAT202: Elementary Differential Equations I

Find the Laplace Transformation of each of the following.

(b).
3
(a). 3t 4 − 2t 2
+6 33 t + 4e 2t

Solution

( )+ 6L(t )
( )
= 3L t 4 − 2 L t
3
2

3(5) 2( 2 ) 6
5
= − + 5
s5 s 2 s

3 1 1
2     
3  4! 2 2 2 6
= 5 − 5
+
s s 2 s

72 3 a 6
= − +
s5 2 s 52 s

(b ). 33 t + 4e 2t = 3L t ( )+ 4L(e )
1
3 2t

4
3   
=  3 + 4 1
4
s 3 (s − 2 )
1 1 1
3    
3  3
= 4  +
4 3 4
= +
s
4
3 s−2 s 3 s−2

Page 128 of 147

 MAT202: Elementary Differential Equations I

Inverse Laplace Transform

 5   4s − 3 
Find (a). L−1   (b ). L−1  2 
 s + 2  s + 4

 2s − 5 
(c ). L−1  2 
 s 

Solution

 5  −1  5 
(a). L−1  =5 L   = 5e
− 2t
 s + 2  s + 2

 4s − 3  −1  s  3 −1  s 
(b ). L−1  2  = 4L  2 − L  2 
 s + 4  s + 4 2  s + 4

3
= 4 cos 2t − sin 2t
2

 2s − 5  1  1 
(c ). L−1  2  = 2 L−1   − 5L−1  2 
 s  s s 

 2s 5 
i.e. L−1  2 − 2 
s s 

1  1 
= 2 L−1   − 5L−1  2 
s s 

= 2 − 5t

 4 − 5s   1 
Find (a ). L−1  3  (b). L−1  2 
 s 2   s + 2s 

Solution

Page 129 of 147

 MAT202: Elementary Differential Equations I

 4 − 5s   1   s 
(a ). L−1  3  = 4 L−1  3  − 5L−1  3 
 s 2  s 2  s 2 

 1   s 
= 4 L−1  3  − 5L−1  1 
s 2  s 2 

t− 2
1 1
t 2
= 4 − 5
3
2
( ) 1
2
( )
5t − 2 8t 2 5t − 2
1 1 1 1
4t 2
= − = −
1  1
2 2
( ) x x x

Properties of Laplace Transform

S/N Property f (t ) f (s )

1 Scaling f (iat ) 1 s

F  a0
a a

2 Derivative df (t ) SF (s ) − f (0) s  0
dt

d 2 f (t )
dt 2 s 2 F (s ) − sf (0) − f (0) s  0

d 3 f (t ) s 3 F (s ) − s 2 f (0) − sf (0) − f (0) s  0

dt 3

0 f (t )dt
3 Integral t 1
F (s ) s0
x

lim t (t ) sF (s )
4 Initial Value lim
t→0 t →

Page 130 of 147

 MAT202: Elementary Differential Equations I

5 Final Value lim t (t ) lim sF (s )

t→ t →0

6 First Shifting e − at f (t ) F (s + a )

7 Second Shifting f (t )u(t − a ) e −as Lf (t + a )

8 Multiplication by t t f (t ) d
− F (s )
ds

dn
t n
f (t ) (− 1) n
F (s )
ds n

s F (s )ds
9 Division by t 1
f (t )
t

10 Periodic function f (t ) e − st f (t )
f (t + T ) = f (t )
T
0 1 − e − st

11 convolution f (t )  g (t ) f (s) G(s )

Page 131 of 147

 MAT202: Elementary Differential Equations I

Formulae of Laplace Transformation

S/N f (t ) F (s )

1 e at 1
s−a

2 tn n + 1 n
n+1
or
s s n+1

3 sin at a
s2 + a2

4 cos at s
s + a2
2

5 sin hat a
s2 + a2

6 cos hat s
s2 + a2

7 u (t − a ) e − as
s
8  (t − a ) e−as
9 ebt sin at a
(s − b)2 + a 2
10 ebt cos sat s −b
(s − b)2 + a 2
11 t s −b
sin at
2a (s 2
+ a2 )2

Page 132 of 147

 MAT202: Elementary Differential Equations I

12 t cos sat s2 − a2
(s 2
+ a2 ) 2

13 1
(sin at − at cos at ) 1
2a 3
(s 2
+ a2 ) 2

14 1 s2
(sin at − at cos at )
2a
(s 2
+ a2 ) 2

5.3. Inverse Laplace Transforms

Example: Find the inverse Laplace transform of the following:

1 1 s 1 s
(a ). (b ). (c ). (d ). (e).
s−2 s2 − a s 2 − 16 s 2 − 25 s2 − a
1 1 1 s+2
( f ). (g ). (h ). (i ).
(s − 2)2 + 1 (s − 2)2 + 4 (s − 3)2 + 4 (s − 2)2 − 25
1
( j ).
25 − 7
Solution

1
(𝑎). 𝐿−1 ( ) = 𝑒 2𝑡
𝑠−2

1 1 3 1
(𝑏). 𝐿−1 ( 2 ) = 𝐿−1 ⋅ 2 2
= 𝑠𝑖𝑛ℎ 3 𝑡
𝑠 −𝑎 3 𝑠 − (3) 3

𝑠 5
(𝑐). 𝐿−1 ( ) = 𝐿−1 2 = 𝑐𝑜𝑠ℎ 4 𝑡
𝑠2 − 16 𝑠 − (4)2

𝑠 1 5 1
(𝑑). 𝐿−1 ( ) = 𝐿−1 2 = 𝑠𝑖𝑛 5 𝑡
𝑠2 − 25 5 𝑠 − (5) 2 5

Page 133 of 147

 MAT202: Elementary Differential Equations I

𝑠 𝑠
(𝑒). 𝐿−1 ( ) = 𝐿−1
( ) = 𝑐𝑜𝑠 3 𝑡
𝑠2 + 𝑎 𝑠 2 − (3)2

1
(𝑓). 𝐿−1 = 𝑒 2𝑡 𝑠𝑖𝑛 𝑡
(𝑠 − 2)2 + 1

𝑠−1
(𝑔). 𝐿−1 = 𝑒 𝑡 𝑐𝑜𝑠 2 𝑡
(𝑠 − 1)2 + 4

1 1 2 1
(ℎ). 𝐿−1 2
= 𝐿−1 2 2
= 𝑒 −3𝑡 𝑠𝑖𝑛ℎ 2 𝑡
(𝑠 + 3) − 4 3 (𝑠 + 3) − (2) 2

𝑠+2 (𝑠 + 2)
(𝑖). 𝐿−1 2
= 𝐿−1 = 𝑒 2𝑡 𝑐𝑜𝑠ℎ 5 𝑡
(𝑠 + 2) − 25 (𝑠 + 2)2 − (5)2

 1  1 7
−1 1 −1   = e 2t
L =L
25 − 7 s−7  2
 2

Page 134 of 147

 MAT202: Elementary Differential Equations I

2. Find the inverse Laplace Transform of

s2 + s + 2 2s − 5 s−2
(a). (b) (c )
9s 2 − 25 6s 2 + 20
3
s 2

Solution

s2 + s + 2 2
(a ). L−1 = L−1s + L−1s − 2 + L−1
1 1
2
3 3
s 2
s 2

1 1 2
= L−1 −1
+ L−1 1
+ L−1 3
s 2
s 2
s 2

3
− 1 t 2 − 1 2t 2 − 1
1 1
t 2
= + +
− 1 − 1
2 − 2
3
2
1 1 4 t
= + +
 − 1 t 2  t 
3

5.4. Solution of Differential Equation by Laplace Transforms

Ordinary linear differential equations with constant coefficient can be easily solved by the Laplace

Transform method, without finding the general solution and the arbitrary constants.

Example 1. Using Laplace transforms, find the solution of the initial value problem

y − 4 y + 4 y = 64 sin 2t , y(0) = 0, y(0) = 1

Solution

y − 4 y + 4 y = 64 sin 2t − − − − − (1), y(0) = 0, y(0) = 1

Taking Laplace transform of both sides of the equation (1) we have

64(2)
s 2
 
y − sy(0) − y (0) − 4 s y − y(0) + 4 y = 
s2 + 4
− − − − − (2)

Page 135 of 147

 MAT202: Elementary Differential Equations I

Putting the values of y(0) = 0 and y(0) in (2) we get

128
s 2 y − 1 − 4s y + 4 y =
s2 + 4

(s 2
)
− 4s + 4 y = 1 +
128
s2 + 4
128
(s − 2)2 y = 1 +
s2 + 4
1 128
y= +
(s − 2)2 (s − 2)2 (s 2 + 4)
1 8 16 8s
y= + + + 2
(s − 2 )2
s − 2 (s − 2 )2
(
s +4 )
−8 17 8s
y= + + 2
s − 2 (s − 2 ) s + 4
2

 −8 17 8s 
y = L−1  + + 
 s − 2 (s − 2 ) s + 4 
2 2

 1  −1  1  −1  1 
y = −8L−1   + 17 L  2
+ 8 L  
 s −2  ( s − 2 )   s 2
+ 4 

y = −8e 2t + 17te 2t + 8 cos 2t

128 𝐴 𝐵 𝑐𝑠
≡ + +
(𝑠 − 2)2 (𝑠 2 + 4) 𝑠 − 2 (𝑠 − 2)2 𝑠 2 + 4

128 ≡ 𝐴 ⋅ (𝑠 − 2)(𝑠 2 + 4) + 𝐵(𝑠 2 + 4) + 𝑐𝑠(𝑠 − 2)2

𝑝𝑢𝑡𝑠 = 2, 𝑤𝑒ℎ𝑎𝑣𝑒

128
128 = 8𝑏 ⇒ 𝐵 = = 16
8

exp and we have

Page 136 of 147

 MAT202: Elementary Differential Equations I

128 = 𝐴(𝑠 3 + 4𝑠 − 2𝑠 2 − 8) + 𝐵𝑠 2 + 4𝐵 + 𝑐𝑠(𝑠 2 − 4𝑠 + 4)

128 = 𝐴𝑠 3 + 4𝐴𝑠 − 2𝐴𝑠 2 − 8𝐴 + 𝐵𝑠 2 + 4𝐵 + 𝑐𝑠 3 − 4𝑐𝑠 2 + 4𝑐𝑠

s : 0 = A + c
3

s : 0 = −2 A + B − 4c
2

s  : 0 = 4 A + c
cT  128 = −8 A + 4 B
128 = −8 A + 4(16)
128 = −8 A + 64
128 − 64 = −8 A
64
64 = −8 A  A = − = −8
8
4A
c=− = −A = 8
4

Page 137 of 147

 MAT202: Elementary Differential Equations I

2. Using the Laplace transforms, find the solution of the initial value problem;

y + 25 y = 10 cos 5t , y(0) = 2, y(0) = 0

Solution

Taking Laplace transform of the given differential equation, we get

(s 2
)
y − sy(0) − y (0) + 25 y = 10 
s
s + 25
2

Substiyute y (0) = 2, y (0) = 0

10s
s 2 y − 2s + 25 y =
s 2 + 25

(s 2
)
+ 25 y = 2s +
10s
s + 25
2

2s 10s
y= +
s 2 + 25 (s 2
)(
+ 25 s 2 + 25 )
2s 10s
y= +
s 2 + 25 (s 2
+ 25 )2

 −1  10s 
−1  2s
y=L  2 +L
 s + 25   2
 s + 25
2
 ( )
 
−1  s −1  s 
y = 2L  2  + 10 L
 s + 25   2
 s + 25 
2 
( )
d  −5 
y = 2 cos 5t + L−1  
dt  s 2 + 25 
y = 2 cos 5t + t sin 5t

y = 2e −t cos t + sin t − 2 cos t + sin t

3. Solve the initial value problem

Page 138 of 147

 MAT202: Elementary Differential Equations I

2 y  + 5 y  + 2 y = e −2t ; y(0) = 1, y (0) = 1

Using the Laplace Transform

Solution

2 y  + 5 y  + 2 y = e −2t ; y(0) = 1, y (0) = 1

Taking the Laplace transform of both sides, we get

( ) 
2 s 2 y − sy(0) − y (0) + 5 s y − y(0) + 2 y =  1
s2 + 2

Substitute the values of y(0) and y (0) we get

( ) (
2 s2 y − s −1 + 5 s y −1 + 2 y = ) 1
s+2
1
2s 2 y − s − 2 + 5 y − 5 + 2 y =
s+2

(2s 2
)
+ 5s + 2 y = 2 s + 2 + 5 +
1
s+2
2s + 7 1
y= +
2 s + 5s + 2
2
(2s 2
)
+ 5 s + 2 (s + 2 )

y=
(2s + 7 )(s + 2) + 1 2s 2 + 4s + 7 s + 14 + 1
(2s 2 + 5s + 2)(s + 2) = (2s 2 + 5s + 2)(s + 2)

2𝑠 2 + 11𝑠 + 15
𝑦= (𝑢 𝑠𝑖𝑛 𝑔 𝑝𝑎𝑟𝑡𝑖𝑎𝑙𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛)
(2𝑠 2 + 5𝑠 + 2)(𝑠 + 2)

2𝑠 2 + 11𝑠 + 15 2𝑠 2 + 11𝑠 + 15 𝐴 𝐵 𝐶
2
≡ 2
= + +
(2𝑠 + 5𝑠 + 2)(𝑠 + 2) (2𝑠 + 1)(𝑠 + 2) 25 + 1 𝑠 + 2 (𝑠 + 2)2

2𝑠 2 + 11𝑠 + 15 = 𝐴(𝑠 + 2)2 + 𝐵(2𝑠 + 1)(𝑠 + 2) + 𝐶(2𝑠 + 1)

put 𝑠 = −2
Page 139 of 147
 MAT202: Elementary Differential Equations I

1
8 − 22 + 15 = 0 − 3𝑐 ⇒ 1 = −3𝑐 ⇒ 𝑐 = −
3

[𝑠 2 ]: 2 = 𝐴 + 2𝐵

2 35
[𝑠]: 11 = 4𝐴 + 5𝐵 + 2𝑐 ⇒ 11 = 4𝐴 + 5𝐵 − ⇒ +5𝐵 = (∗)
3 3

1 46
[𝐶𝑇]: 15 = 4𝐴 + 2𝐵 + 𝐶 ⇒ 15 = 4𝐴 + 2𝐵 − ⇒ 4𝐴 + 2𝐵 = (∗∗)
3 3

11 11 1 11
𝑠𝑢𝑏𝑡𝑟𝑎𝑐𝑡(∗∗)𝑓𝑟𝑜𝑚(∗)𝑤𝑒𝑔𝑒𝑡3𝐵 = − ⇒𝐵− ⋅ =−
3 3 3 9

46
4𝐴 + 2𝐵 =
3
11 46
4𝐴 + 2 (− )=
3 3

46 22
4𝐴 = +
3 9
138 + 22 160 160 1 40
4𝐴 = = ⇒𝐴 ⋅ =
9 9 9 4 9

40 11 1
y= 9 − 9 − 3 = 40  1  1
−
11 1

1
− 
1
2 s + 1 2 s + 1 (s + 2 )2 9 2 1 9 s + 2 2 ( s + 2 )2
s+
2
 
20 −1  1  11 −1  1  1 −1  1 

y= L  − L  − L  
9 s+ 1 9
 
 s + 2 3  ( s + 2 )2

 2
20 − 12t 11 −2t 1 −2t
y= e − e − te
9 9 3

d2y dy
4. Solve +2 + 5 y = e − x sin x where y (0) = 0, y (0) = 1
dx 2 dx

Solution

Page 140 of 147

 MAT202: Elementary Differential Equations I

d2y dy
+2 + 5 y = e − x sin x
dx 2 dx

Taking the Laplace Transform of both sides, we get

s 2
  
y − sy(0 ) − y (0 ) + 2 s y − sy(0 ) + 5 y = L e − x sin x ( )
(s 2
) ( )
y −1 + 2 s y + 5y =
1
(s + 1)2 + 1
1
s 2 y − 1 + 2s y + 5 y =
(s + 1)2 + 1
(s 2
)
+ 2s + 5 y = 1 +
1
= 1+
1
(s + 1) 2
+1 s + 2s + 2
2

(s 2
+ 2s + 5 y = ) s 2 + 2s + 2 + 1
=
s 2 + 2s + 3
s 2 + 2s + 2 s 2 + 2s + 2

s 2 + 2s + 3
y=
(s 2
)(
+ 2s + 5 s 2 + 2s + 3 )
Resolve into partial fraction, we get

s 2 + 2s + 3 As + B Cs + D
 +
(s 2
)(
+ 2s + 5 s 2 + 2s + 3 ) s 2 + 2s + 5 s 2 + 2s + 2

Page 141 of 147

 MAT202: Elementary Differential Equations I

( ) (
s 2 + 2s + 3  ( As + B ) s 2 + 2s + 2 + (Cs + B ) s 2 + 2s + 5 )
s 2 + 2s + 3 = As 3 + 2 As 2 + 2 As + Bs 2 + 2 Bs + 2 B + Cs 3 + 2Cs 2 + 5Cs + Ds 2 + 2 Ds + 5D

s : 0 = A + C  A = −C
3

s :1 = 2 A + B + 2C + D  1 = −2C + B + 2C + D  1 = B + D  B = 1 − D
2

s: 2 = 2 A + 2B + 5C + 2D  2 = −2C + 2B + 5C + 2 D  2 = 2 B + 3C + 2 D
CT : 3 = 2 B + 5D
3 = 2(1 − D ) + 5D
3 = 2 − 2 D + 5D
3 = 2 + 3D
3 − 2 = 3D

1 = 3D  D = 1
3

 1
from B = 1 − D D = 
 3

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 MAT202: Elementary Differential Equations I

1 2
B = 1− =
3 3
from 2 = 2 B + 3C + 2 D

2=22 ( 3 )+ 3C + 2(13 )
4 2
2= + 3x +
3 3
4 2
2− − = 3C
3 3
6−4−2
= 3C
3
0
= 3C  C = 0
3
2 1
s + 2s + 3
2
= 2 3 + 2 3
( )(
s + 2s + 5 s + 2s + 2
2 2
)
s + 2s + 5 s + 2s + 2

2 −1  1  1 −1  1 
y= L  2 + L  2 
3  s + 2s + 5  3  s + 2s + 2 

2 −1  2  1 −1 
+ L  2 

y= L 
3  (s + 1)2 + (2)2  3  (s + 1)2 + (1)2 

1 1
y = e − x sin 2 x + e − x sin x OR
3 3
1
y = e − x (sin x + sin 2 x )
3
5. Solve the Cauchy Problem

y  + y  + y = 3e t , y(0) = y (0) = 0

Solution

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 MAT202: Elementary Differential Equations I

y  + y  + y = 3e t , y (0) = y (0) = 0

s 2
 
y − sy(0) − y (0) + s y − y (0) y = L 3e t  ( )
3
s2 y + s y + y =
s −1

(s 2
+ s +1 y =) 3
s −1
3 3
y= =
(s − 1)(s 2
+ s +1 ) (s − 1)(s 2 + s + 1)
U sin g partial fraction
3 A Bs + C
= + 2
(s − 1)(s 2 + s + 1) (
s −1 s + s +1 )
( )
3 = A s 2 + s + 1 + (Bs + C )(s − 1)
put s = 1
3 = 3A  A = 1
put s = 0
3= A=C

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 MAT202: Elementary Differential Equations I

A = 1  3 = 1 − C  C = 1 − 3 = −2
Expansion we get

3 = As 2 + As + A + Bs 2 + Cs − Bs − C

s : 0 = A + B
2

put A = 1, 0 = 1 + B, B = −1
3
=
1 −s−2
+ 2 =
1 (s + 2 )
− 2
(s − 1)(s 2 + s + 1) s −1 s + s +1 s −1 s + s +1

y=
1 (s + 2 )
− 2
s −1 s + s +1
1 s+2
y = L−1 − L−1 2
s −1 s + s +1

y=e −Lt −1
(s + 12 )+ 3 2
(s + 12 ) + 43
2

3 3
y = et − e − t − 3e − 2t sin
3 1
2t
cos t
2 2
6. Solve the two point boundary value problem

2 y + 3 y − 2 y = 0, y(0) = 1, y(t ) → 0 at t → 

Solution

Assuming y (0) = x and taking the Laplace transform of both sides, we have

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 MAT202: Elementary Differential Equations I

   
2 s 2 y − sy(0) − y (0) + 3 s y − y (0) − 2 y = 0

2s 2 y − 2sy − 2 x + 3s y − 3 − 2 y = 0

( )
y 2s 2 + 3s − 2 = 2s + 2 x + 3
2s + 2 x + 3
y=
2s 2 + 3s − 2
2s + 2 x + 3 2s + 2 x + 3 A B
  +
2s 2 + 3s − 2 (s + 2)(2s − 1) s + 2 2s − 1
2𝑠 + 2𝑥 + 3 = 𝐴(2𝑠 − 1) + 𝐵(𝑠 + 2)

𝑝𝑢𝑡𝑠 = −2, 𝑤𝑒ℎ𝑎𝑣𝑒

−4 + 2𝑥 + 3 = −5𝐴

2𝑥 − 1 1 − 2𝑥
2𝑥 − 1 = −5𝐴𝐴 = =
−5 5

𝑝𝑢𝑡𝑠 = 1⁄2

5 5 2(4 + 2𝑥)
1 + 2𝑥 + 3 = 𝐵 ⇒ 4 + 2𝑥 = 𝐵: 𝐵 =
2 2 5

4(4 + 2𝑥)
𝐵=
5

2𝑠 + 2𝑥 + 3 1 − 2𝑥 4(4 + 2𝑥)
2
= +
2𝑠 + 3𝑠 − 2 5(𝑠 + 2) 5(2𝑠 − 1)

𝑇𝑎𝑘𝑖𝑛𝑔𝑡ℎ𝑒𝑖𝑛𝑣𝑒𝑟𝑠𝑒𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚

1 − 2𝑥 4 (4 + 2𝑥)
𝑦= + ⋅
5(𝑠 + 2) 5 (2𝑠 − 1)

1 − 2𝑥 4 𝑥+2 4 𝑥+2
𝑦 = 𝐿−1 + 𝐿−1 ( ) 𝐿−1
5(𝑠 + 2) 5 2𝑠 − 1 5 2𝑠 − 1⁄2

1 − 2𝑥 −2𝑡 2 1
𝑦= ⋅𝑒 + (𝐴 + 2)𝑒 − ⁄2𝑡
5 5

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 MAT202: Elementary Differential Equations I

𝑆𝑖𝑛𝑐𝑒𝑦(∞) = 0, 𝐴 = −2
1⁄ 𝑡
𝐻𝑒𝑛𝑐𝑒𝑓𝑖𝑛𝑎𝑙𝑙𝑦, 𝑦(𝑡) = 𝑒 − 2

Summary of Study Session 5

In this study session, you should have understood the following:

➢ The Laplace transform

➢ Definition and properties of Laplace transform

➢ Inverse Laplace transform

➢ Using Laplace transform to solve differential equation

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