AECH4102 - Applied Differential Equations

Unit 2 - Analytical Solution Techniques for ODEs

www.udst.edu.q
 Differential Equations
• Equations which are composed of an unknown function
and its derivatives are called differential equations.

• Differential equations play a fundamental role in

engineering because many physical phenomena are best
formulated mathematically in terms of their rate of
change.
• One of the most important application of calculus is
differential equations, which often arise in describing
some phenomenon in engineering, physical science etc.
2
Some applications of differential equations

3
 Basic definitions of DEs:
◼ Order
◼ Linearity
◼ Initial conditions
◼ Solution
 Classify DEs based on:
◼ Order, linearity, and conditions.
 Classify the solution methods.

4
Derivatives
Derivatives

Partial Derivatives
Ordinary Derivatives

dv u
dt y
u is a function of
v is a function of one
more than one
independent variable
independent variable

5
Differential Equations
Differential
Equations

Ordinary Differential Equations Partial Differential Equations

2
d v u u
2 2

+ 6tv = 1 − 2 =0
dt 2 y x
2
involve one or more involve one or more
Ordinary derivatives of partial derivatives of
unknown functions unknown functions

6
Ordinary Differential Equations
Ordinary Differential Equations (ODEs) involve one or
more ordinary derivatives of unknown functions with
respect to one independent variable

Examples :
dv(t )
− v(t ) = et x(t): unknown function
dt
d 2 x(t ) dx(t )
2
−5 + 2 x(t ) = cos(t )
dt dt
t: independent variable

7
Example of ODE:
Model of Falling Parachutist
The velocity of a falling
parachutist is given by:

dv c
= 9.8 − v
dt M
M : mass
c : drag coefficient
v : velocity

8
Definitions
Ordinary
differential
equation
dv c
= 9. 8 − v
dt M

9
Definitions (Cont.)

dv c
= 9.8 − v (Dependent
dt M variable)
unknown
function to be
determined

10
Definitions (Cont.)

dv c
= 9.8 − v
dt M
(independent variable)
the variable with respect to which
other variables are differentiated

11
12
Classification of ODEs
ODEs can be classified in different ways:
 Order
◼ First order ODE
◼ Second order ODE
◼ Nth order ODE
 Linearity
◼ Linear ODE
◼ Nonlinear ODE
 Auxiliary conditions
◼ Initial value problems
◼ Boundary value problems

13
Order of a Differential Equation
The order of an ordinary differential equation is the order
of the highest order derivative.

Examples :
dx(t )
− x(t ) = et First order ODE
dt
d 2 x(t ) dx(t )
2
−5 + 2 x(t ) = cos(t ) Second order ODE
dt dt
3
 d x(t )
2
 dx(t )
 2
 − + 2 x 4 (t ) = 1 Second order ODE
 dt  dt

14
Linear ODE
An ODE is linear if
The unknown function and its derivatives appear to power one
No product of the unknown function and/or its derivatives

Examples :
dx(t )
− x(t ) = et
dt Linear ODE
d 2 x(t ) dx(t )
2
− 5 + 2t 2
x(t ) = cos(t ) Linear ODE
dt dt
3
 d 2 x(t )  dx(t )
 2
 − + x(t ) = 1 Non-linear ODE
 dt  dt

15
Nonlinear ODE
An ODE is linear if
The unknown function and its derivatives appear to power one
No product of the unknown function and/or its derivatives

Examples of nonlinear ODE :

dx(t )
− cos( x(t )) = 1
dt
d 2 x(t ) dx(t )
2
− 5 x(t ) = 2
dt dt
d 2 x(t ) dx(t )
2
− + x(t ) = 1
dt dt
16
Exercise:

Independent Dependent
Equation Variable Variable Order Linearity

𝑑𝑦 2
( ) +2 = 0
𝑑𝑥
𝑑 2 𝑦 𝑑𝑦
2
+ = 𝑒𝑥
𝑑𝑥 𝑑𝑥
𝑧 (𝑖𝑣) + 𝑧" = −y
𝑦 ′ + 𝑎𝑦 = 𝑏𝑡
𝑓" + 𝑓′ + 𝑔(𝑡)𝑓 = ℎ(𝑡)

17
Solution of a Differential Equation
A solution to a differential equation is a function that
satisfies the equation.

Example : −t
Solution x(t ) = e
dx(t )
+ x(t ) = 0 Proof :
dt
dx(t )
= −e −t
dt
dx(t ) −t −t
+ x(t ) = −e + e = 0
dt

18
Solutions of Ordinary Differential Equations
General Solution: Solutions obtained from integrating the
differential equations are called general solutions. The general
solution of a order ordinary differential equation contains
arbitrary constants resulting from integrating times.

Particular Solution: Particular solutions are the solutions

obtained by assigning specific values to the arbitrary constants in
the general solutions.

Singular Solutions: Solutions that can not be expressed by the

general solutions are called singular solutions.

19
:

20
Solutions of Ordinary Differential Equations
Explicit Solution: Any solution that is given in the form
y = y (independent variable).

Examples: 𝐴 𝑟 = 𝜋𝑟 2 + 𝑐, 𝑦 𝑡 = 𝑒 −𝑡 + 𝑐 etc.

Implicit Solution: Any solution that isn’t in explicit form.

Examples: 𝑦 2 𝑥 2 = 𝑐, sin 𝑥𝑦 = 𝑐, 𝑥𝑒 𝑦 = 𝑐 etc.

21
Solutions of Ordinary Differential Equations

x(t ) = cos( 2t )
is a solution to the ODE
d 2 x(t )
2
+ 4 x(t ) = 0
dt
Is it unique?
All functions of the form x(t ) = cos( 2t + c)
(where c is a real constant) are solutions.
22
Exercise:
Check whether the given expression a solution of the corresponding equation?

Equation Solution to Check

𝑦′′ + 4𝑦 = 0 𝑦(𝑥) = 𝑐1 sin 2𝑥 + 𝑐2 cos2𝑥
(𝑦′)4 + 𝑦 2 = −1 𝑦 = 𝑥2 − 1
𝑦′ = 𝑎𝑦, 𝑦(0) = 1 𝑦(𝑡) = 𝑒 𝑎𝑡
𝑦′ + 𝑦 = 10 𝑦 𝑡 = 10 − 𝑐𝑒 − 𝑡
𝑤𝑡 + 3𝑤𝑥 = 0 𝑤(𝑥, 𝑡) = 1/(1 + (𝑥 − 3𝑡)2 )
𝑥’’ + 4x = 0 𝑥 = cos(2𝑡) + sin(2𝑡) + 𝑐

23
Uniqueness of a Solution
In order to uniquely specify a solution to an nth
order differential equation we need n conditions.

d 2 x (t )
+ 4 x ( t ) = 0 Second order ODE
dt 2
x (0) = a Two conditions are
x (0) = b needed to uniquely
specify the solution

24
Auxiliary Conditions
Auxiliary Conditions

Initial Conditions Boundary Conditions

 All conditions are at one  The conditions are not at

point of the independent one point of the
variable independent variable

25
Boundary-Value and
Initial value Problems
Initial-Value Problems Boundary-Value Problems

 The auxiliary conditions  The auxiliary conditions are

are at one point of the not at one point of the
independent variable
independent
More difficult to solve than
variable 
initial value problems

−2 t
x + 2 x + x = e x + 2 x + x = e −2t
x(0) = 1, x (0) = 2.5 x(0) = 1, x(2) = 1.5
same different

26
Analytical Solutions
 Analytical Solutions to ODEs are available
for linear ODEs and special classes of
nonlinear differential equations.

 We focus on solving first order linear ODE

and second order linear ODE and Euler
equation

27
Numerical Solutions
 Numerical methods are used to obtain a
graph or a table of the unknown function.

 Most of the Numerical methods used to

solve ODEs are based directly (or
indirectly) on the truncated Taylor series
expansion.

28
Solution for First Order Differential
Equations

29
Solution for First Order Differential Equations

 No general method of solutions of 1st

O.D.E.s because of their different degrees
of complexity.

 Possible to classify them as:

◼ equations in which the variables can be
separated
◼ homogenous equations
◼ equations solvable by an integrating factor

30
 Solution for First Order Differential Equations
 Def: A first order differential equation is said to
be linear if it can be written:

y + p ( x) y = g ( x) 1
Method (1): Integrating factor
called an integrating factor

 ( x) = e  p ( x ) dx (2
8)
The solution to a linear first order differential equation is then

y ( x) =
  ( x) g ( x)dx + c
(93)
e
p ( x ) dx

31
Example 1:
y − y = e 2x

Sol:
y ( x) = e 
− p ( x ) dx e  p ( x ) dx g ( x)dx + c 
  
−  ( −1) dx   ( −1) dx 2 x 
=e   e e dx + c 

= e x  e − x e 2 x dx + c 

= ex ex + c 
= ce x + e 2 x

32
Example 2: xy'+2 y = x 2 − x, y (1) = 1
2
Sol: 2
 y '+ y = x −1
x
 y ( x) = e   e  p ( x ) dx g ( x)dx + c 
− p ( x ) dx
  
−  dx  
 
2 2
 dx
 
−2
=e x
e x
( x − 1) dx + c  = x x 2
( x − 1)dx + c
 
−2  1 4 1 3  1 2 1
= x  x − x + c  = x − x + cx − 2
4 3  4 3
Apply the initial condition to get c,
1 1 1 7
 = − +cc = .
2 4 3 12
33
 Solution for First Order Differential Equations
Method (2): Separable Equations

Form of Equation: 𝒇 𝒙 𝒅𝒙 = 𝒈 𝒚 𝒅𝒚

Method of Solution:
Integrate both sides will give the solution of such type of
equations.

34
Examples
Example 3: Solve Example 4: Solve
𝑑𝑦 𝑦 𝒅𝒛 𝟏
= =
𝑑𝑥 𝑥 𝒅𝒕 𝒛𝒆𝒕
Solution: Solution:
𝑑𝑦 𝑦 𝑑𝑧 1
= =
𝑑𝑥 𝑥 𝑑𝑡 𝑧𝑒 𝑡
𝑑𝑦 𝑑𝑥 𝑑𝑡
= 𝑧𝑑𝑧 = 𝑡
𝑦 𝑥 𝑒
𝑑𝑦 𝑑𝑥 𝑑𝑡
න =න න 𝑧𝑑𝑧 = න 𝑡
𝑦 𝑥 𝑒
ln 𝑦 = ln 𝑥 + 𝑐 𝑧2
= −𝑒 −𝑡 + 𝑐
2

𝑑𝑝 1−𝑝2
Exercise: Solve = .
𝑑𝑡 𝑡

35
Method (3): Homogeneous Equations (of degree zero)
𝑑𝑦
Form of Equation: = 𝑓 𝑥, 𝑦
𝑑𝑥

𝑓 𝑥, 𝑦 is a function homogeneous of degree zero, i.e.:

𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 0 𝑓 𝑥, 𝑦 = 𝑓 𝑥, 𝑦 .

A function homogeneous of degree n can be defined as

𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 𝑛 𝑓 𝑥, 𝑦 .

𝑑𝑦 𝑑𝑣
Method of Solution: Substituting 𝑦 = 𝑣𝑥, =𝑣 +𝑥 , reduces
𝑑𝑥 𝑑𝑥
the equation in form separable in variables v and x. Integrate both
sides and then substituting the value of v will give the solution.
36
Example 5: Solve
𝑑𝑦 𝑦
=
𝑑𝑥 𝑥
Solution:
𝑦
𝑓 𝑥, 𝑦 =
𝑥
𝑡𝑦 𝑦
𝑓 𝑡𝑥, 𝑡𝑦 = = = 𝑓 𝑥, 𝑦
𝑡𝑥 𝑥
𝑑𝑦 𝑑𝑣
Put 𝑦 = 𝑣𝑥, 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 .
𝑑𝑣
𝑣+𝑥 = 𝑣,
𝑑𝑥
𝑑𝑣
𝑥 = 0,
𝑑𝑥
𝑑𝑣
=0
𝑑𝑥
Integrating we get
𝑣=𝑐
or
𝑦
= 𝑐 , 𝑦 = 𝑐𝑥.
𝑥
Exercise: Solve
𝒅𝒚 𝒙
=
𝒅𝒙 𝒚
37
Method (4): Bernoulli Equations (nonlinear )
𝑑𝑦
Form of Equation: + 𝑢 𝑥 𝑦 = 𝑤 𝑥 𝑦 𝑛 , 𝑛 ∈ ℝ.
𝑑𝑥

Method of Solution:

The substitution 𝑧 = 𝑦1−𝑛 transform the Bernoulli’s

equation into a linear equation in z.

This linear equation, after solving and back substituting

the value of z gives the solution of the Bernoulli’s
equation.
38
Example 6: Solve Example 7: Solve
𝑑𝑦 𝑑𝑦
+ 3𝑦 = 𝑥𝑦 2 + 𝑥𝑦 = 𝑥𝑦 2
𝑑𝑥 𝑑𝑥
1 1 1 1
Solution: Put 𝑧 = 𝑦1−2 = ⟹𝑦= , Solution: Put 𝑧 = 𝑦1−2 = ⟹𝑦= ,
𝑦 𝑧 𝑦 𝑧
𝑑𝑦 1 𝑑𝑧 𝑑𝑦 1 𝑑𝑧
=− =−
𝑑𝑥 𝑧 2 𝑑𝑥 𝑑𝑥 𝑧 2 𝑑𝑥
𝑑𝑧 𝑑𝑧
− 3𝑧 = −𝑥 − 𝑥𝑧 = −𝑥
𝑑𝑥 𝑑𝑥
𝑝 𝑥 = −3 𝑞 𝑥 = −𝑥. 𝑝 𝑥 = −𝑥, 𝑞 𝑥 = −𝑥.

Substituting values in Substituting values in

𝑧𝑒 − ‫ ׬‬3𝑑𝑥 = න −𝑥𝑒 − ‫ ׬‬3𝑑𝑥 𝑑𝑥
𝑧𝑒 − ‫ = 𝑥𝑑𝑥 ׬‬න −𝑥𝑒 − ‫𝑥𝑑 𝑥𝑑𝑥 ׬‬
𝑒 −3𝑥
= − න 𝑥𝑒 −3𝑥 𝑑𝑥 −𝑥 2 −𝑥 2
𝑦
𝑦𝑒 2 =න −𝑥𝑒 2 𝑑𝑥
𝑥𝑒 3𝑥 𝑒 3𝑥
𝑦𝑒 3𝑥 = 1/( + )+𝑐 −𝑥2 −𝑥2
3 9 𝑦𝑒 2 =𝑒 2 +c

39
Solution for Second Order
Differential Equations

42
Second Order Linear Differential Equations
• Homogeneous Second Order Linear
Differential Equations
o real roots, complex roots and repeated roots

• Non-homogeneous Second Order Linear

Differential Equations
o Undetermined Coefficients Method

• Euler Equations
43
 Second Order Linear Differential Equations
The general equation can be expressed in the form:

ay ' '+by '+cy = g ( x)

where a, b and c are constant coeff icients

➢ Initially we will make our life easier by looking at differential

equations with 𝑔 𝑡 = 0.

➢ When 𝑔 𝑡 = 0 we call the differential

equation homogeneous and when 𝑔 𝑡 ≠ 0 we call the
differential equation nonhomogeneous.

44
 Second Order Linear Differential Equations

ay ' '+by '+cy = g ( x)

Let the dependent variable y be replaced by the sum of the

two new variables: y = u + v

Therefore
au' '+bu'+cu+ av' '+bv'+cv = g ( x)

If v is a particular solution of the original differential equation

au' '+bu'+cu = 0
Purpose:
The general solution of the linear differential equation will be the
sum of a “complementary function (u)” and a “particular solution (v)”
45
 The Complementary Function
(solution of the homogeneous equation)

ay ' '+by '+cy = 0

Let the solution assumed to be: y = e rx

dy d2y
= re rx 2
= r 2 rx
e
dx dx
erx (ar 2 + br + c) = 0
characteristic equation
1) Real, distinct roots

2) Double roots

3) Complex roots
46
1) Real, Distinct Roots to Characteristic Equation
• Let the roots of the characteristic equation be real, distinct and
of values r1 and r2. Therefore, the solutions of the characteristic
equation are:
y=e r1 x rx
y=e2
• The general solution will be

y = c1e + c2e
r1x r2 x

• Example
y ' '−5 y '+6 y = 0 r 2 − 5r + 6 = 0

r1 = 2
y = c1e 2 x + c2e3 x
r2 = 3
47
2) Equal Roots to Characteristic Equation
• Let the roots of the characteristic equation equal and of value r1
= r2 = r. Therefore, the solution of the characteristic equation is:
y=e rx

Let y = Ve  y' = e rxV '+rVerx and y' ' = e rxV ' '+2re rxV '+r 2Verx
rx

where V is a
function of x
ay ' '+by '+cy = 0

ar 2 + br + c = 0 2ar + b = 0

V ' ' ( x) = 0 V = cx + d

y = berx + (cx + d )e rx = c1erx + c2 xerx

48
Example:
Solve y ' '+6 y '+9 y = 0
characteristic equation

r 2 + 6r + 9 = 0

r1 = r2 = −3

y = (c1 + c2 x)e−3 x

49
3) Complex Roots to Characteristic Equation
Let the roots of the characteristic equation be complex in the
form r1,2 =λ±µi.
Therefore, the solution of the characteristic equation is:

( +  i ) x x
y1 = e = e (cos( x) + i sin( x)),
y2 = e( − i ) x = ex (cos( x) − i sin( x)).

1 1
u ( x) = ( y1 + y2 ) = e x cos( x), v( x) = ( y1 − y2 ) = e x sin( x)
2 2i
It is easy to see that u and v are two solutions to the differenti al
equation. Therefore, the geneal solution t o the d.e. is :
y(x) = c1e λx cos (x) + c2 e λx sin( x).

50
Example:

Solve y ' '−4 y '+5 y = 0

characteristic equation

r 2 − 4r + 5 = 0

r1, 2 = 2  i

y = e2 x (c1 cos x + c2 sin x)

51
Example: Find two solutions to 𝑦 ′′ − 9𝑦 = 0.

Solution: The characteristic equation is

𝑟 2 − 9 = 0 ⇒ 𝑟 = ±3.

The two roots are 3 and -3. Therefore, two solutions are 𝑦1 𝑡 =
𝑒 3𝑡 and 𝑦2 𝑡 = 𝑒 −3𝑡 .

The general solution is 𝑦𝑐 𝑡 = 𝑐1 𝑒 3𝑡 + 𝑐2 𝑒 −3𝑡

52
Example: Solve the following IVP

𝑦 ′′ + 11𝑦 ′ + 24𝑦 = 0, 𝑦 0 = 0, 𝑦 ′ 0 = −7.

Solution: The characteristic equation is

𝑟 2 + 11𝑟 + 24 = 0 ⇒ 𝑟 + 8 𝑟 + 3 = 0 ⇒ 𝑟 = −8, −3.
The general solution and its derivative is
𝑦𝑐 𝑡 = 𝑐1 𝑒 −3𝑡 + 𝑐2 𝑒 −8𝑡
𝑦′𝑐 𝑡 = −3𝑐1 𝑒 −3𝑡 − 8𝑐2 𝑒 −8𝑡

Putting the initial conditions, we have the following system of

equations
0 = 𝑦𝑐 0 = 𝑐1 + 𝑐2
−7 = 𝑦′𝑐 0 = −3𝑐1 − 8𝑐2
−7 7
Solving we get 𝑐1 = and 𝑐2 = . Thus the solution is 𝑦𝑐 𝑡
5 5
−7 7
= 𝑒 −3𝑡 + 𝑒 −8𝑡
5 5 53
Example: Solve the following IVP

𝑦 ′′ − 4𝑦 ′ + 9𝑦 = 0, 𝑦 0 = 0, 𝑦 ′ 0 = −8.

Solution: The characteristic equation is 𝑟 2 − 4𝑟 + 9 = 0 ⇒ 𝑟1,2 = 2 ± 5𝑖.

The general solution and its derivative is

𝑦𝑐 𝑡 = 𝑐1 𝑒 2𝑡 cos 5𝑡 + 𝑐2 𝑒 2𝑡 sin 5𝑡

Putting the initial conditions, we have the following system of equations

0 = 𝑦𝑐 0 = 𝑐1
so
𝑦𝑐 𝑡 = 𝑐2 𝑒 2𝑡 sin 5𝑡
𝑦′𝑐 𝑡 = 2𝑐2 𝑒 2𝑡 sin 5𝑡 + 5𝑐2 𝑒 2𝑡 cos 5𝑡
−8
𝑦′𝑐 0 = 5𝑐2 ⇒ −8 = 5𝑐2 ⇒ 𝑐2 =
5
−8 2𝑡
Thus the solution is 𝑦 𝑡 = 𝑒 sin 5𝑡
5
54
Example: Solve the following IVP

𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0, 𝑦 0 = 12, 𝑦 ′ 0 = −3.

Solution: The characteristic equation is

𝑟 2 − 4𝑟 + 4 = 0 ⇒ 𝑟 − 2 2
= 0 ⇒ 𝑟 = 2,2.

The general solution and its derivative is

𝑦𝑐 𝑡 = 𝑐1 𝑒 2𝑡 + 𝑐2 𝑡𝑒 2𝑡
𝑦′𝑐 𝑡 = 2𝑐1 𝑒 2𝑡 + 𝑐2 𝑒 2𝑡 + 2𝑐2 𝑡𝑒 2𝑡

Putting the initial conditions, we have the following system of equations

12 = 𝑦𝑐 0 = 𝑐1
−3 = 𝑦 ′ 𝑐 0 = 2𝑐1 + 𝑐2

Solving we get 𝑐1 = 12 and 𝑐2 = −27.

Thus the solution is 𝑦 𝑡 = 12𝑒 2𝑡 − 27𝑡𝑒 2𝑡

55
Exercises: Solve the following IVPs

𝑦 ′′ + 3𝑦 ′ − 10𝑦 = 0, 𝑦 0 = 4, 𝑦 ′ 0 = −2

3𝑦 ′′ − 2𝑦 ′ − 8𝑦 = 0, 𝑦 0 = −6, 𝑦 ′ 0 = −18
4𝑦 ′′ − 5𝑦 ′ = 0, 𝑦 −2 = 0, 𝑦 ′ −2 = 7

𝑦 ′′ − 6𝑦 ′ − 2𝑦 = 0
𝑦 ′′ − 8𝑦 ′ + 17𝑦 = 0, 𝑦 0 = −4, 𝑦 ′ 0 = −1

4𝑦 ′′ − 24𝑦 ′ + 37𝑦 = 0, 𝑦 𝜋 = 1, 𝑦 ′ 𝜋 = 0
𝜋 𝜋
𝑦 ′′ + 16𝑦 = 0, 𝑦 = −10, 𝑦 ′ =3
2 2
9
16𝑦 ′′ − 40𝑦 ′ + 25𝑦 = 0, 𝑦 0 = 3, 𝑦 ′ 0 = −
4
𝑦 ′′ + 14𝑦 ′ + 49𝑦 = 0, 𝑦 −4 = −1, 𝑦 ′ −4 = 5
56
 Euler Equations
•Def: Euler equations:

ax y' '+bxy'+cy = 0
2

• Assuming x>0 and all solutions are of the form y(x) = xr

• Plug into the differential equation to get the

characteristic equation:

ar (r − 1) + b(r ) + c = 0.
57
Solving Euler Equations: (Case I)
• The characteristic equation has two different real solutions r1
and r2.
• In this case the functions y = xr1 and y = xr2 are both solutions
to the original equation. The general solution is:

y( x) = c1 x + c2 x
r1 r2

Example:
2 x 2 y ' '+3 xy'−15 y = 0, the characteri stic equation is :
5
2r(r-1 ) + 3r-15 = 0  r1 = , r2 = −3.
2
5
 y(x) = c1 x + c2 x −3.
2
58
Solving Euler Equations: (Case II)
• The characteristic equation has two equal roots r1 = r2=r.

• In this case the functions y = xr and y = xr lnx are both solutions

to the original equation. The general solution is:

y( x) = x (c1 + c2 ln x)
r

Example:

x 2 y' '−7 xy'+16 y = 0, the characteri stic equation is :

r(r-1 ) − 7r + 16 = 0  r = 4.
 y(x) = c1 x 4 + c2 x 4 ln x.

59
Solving Euler Equations: (Case III)
• The characteristic equation has two complex roots r1,2 = λ±µi.

x  +  i = e(  +  i ) ln x = x  cos(  ln x) + ix  sin(  ln x)
So, in the case of complex roots, the general solution w ill be :
y(x) = x λ(c1 cos (μ ln x) + c2 sin (μ ln x))

Example:

x 2 y ' '+3 xy'+4 y = 0, the characteri stic equation is :

r(r-1 ) + 3r + 4 = 0  r1, 2 = −1  3i.
 y(x) = c1 x −1 cos( 3 ln x) + c2 x −1 sin( 3 ln x).

60
 Second Order Non-Linear Differential Equations

Non-linear 2nd O.D.E.- Homogeneous equations

• The homogeneous 1st O.D.E. was in the form: dy dx

 y
= f 
 x
• The corresponding dimensionless group containing the 2nd
2

differential coefficient is: x ddx y 2

• In general, the dimensionless group containing the nth

n
d y
n −1
coefficient is x dx n

• The second order homogenous differential equation can be

 y
expressed in a form analogous to dy dx
= f   , viz.
x

d2y  y dy  Assuming u = y/x x 2 d u = f  u, x du 

2 Assuming x = et
x = f ,   
 
2
dx 2  x dx  dx dx
d 2u du  du 
− = f  u, 
 dt 
2
dt dt

If in this form, called homogeneous 2nd ODE 61

Example:

2
d2y 2  dy 
Solve 2x y 2
+ y 2
= x  
dx 2  dx 

Dividing by 2xy
2
d2y 1 y 1 x  dy 
x + =  
dx 2 2 x 2 y  dx 
homogeneous
d2y  y dy 
x = f , 
 x dx 
2
dx

Let y = ux y = Ax Singular solution

2
y = x( B ln x + C ) 2
2  du 
2
2 d u du
2ux + 2ux = x   General solution
dx 2 dx  dx 
Let x = et

du
2 p=
d u  du 
2
dp
2u =  dt
2up = p2
dt 2  dt  du
62
 Second Order Non-Linear Differential Equations

Non-linear 2nd O.D.E – Non-Homogeneous

- Equations where the dependent variables does not occur explicitly

• They are solved by differentiation followed by the p-substitution.

dy d2y dp dp dy dp
Let p=  = = = p
dx dx 2 dx dy dx dy

• When the p-substitution is made, the second derivative of

y is replaced by the first derivative of p thus eliminating y
completely and producing a first O.D.E. in p and x.

63
Example:

d2y dy 2
Solve y + 1 = ( )
dx 2 dx

dy d2y dp
p=
and therefore = p
Let dx dx 2 dy

dp
yp +1 = p2
dy

Separating the variables dy

p= = ( a 2 y 2 + 1)
dx
p 1
dp = dy
p2 −1 y
dy
x=  (a 2 y 2 + 1)
ln y + ln a =
1
2
ln( p 2 − 1) x= 1 ( a )sinh −1
(ay ) + b

64
Thank you
+974 4495 2222

[email protected]

Location
University of Doha for Science &
Technology
68 Al Tarfa, Duhail North
P.O. Box 24449 Doha, Qatar