Lecture-11&12 Mathematics-II(Differential Equation)

Lecture Check In-

➢ Solution of Differential Equation of First Order but Higher Degrees

➢ Solution of General Linear Equations of Second Order
➢ Solution of General Linear Equations of Higher Orders with Constant Co-efficient

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Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU

Lecture-11&12 Mathematics-II(Differential Equation)

The Characteristic Equation / The Auxiliary Equation:

Consider the differential equation

𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0 …………… (1)

In which 𝑎1 𝑎𝑛𝑑 𝑎0 are constant.

Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of (1)

∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥

∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥

(1)⇛

𝑚2 𝑒 𝑚𝑥 + 𝑎1 𝑚𝑒 𝑚𝑥 + 𝑎0 𝑒 𝑚𝑥 = 0

⇒ 𝑒 𝑚𝑥 (𝑚2 + 𝑎1 𝑚 + 𝑎0 ) = 0

⇒ (𝑚2 + 𝑎1 𝑚 + 𝑎0 ) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0]

⇒ 𝑚2 + 𝑎1 𝑚 + 𝑎0 = 0 …………….(2)

The equation (2) is called the Characteristic Equation or the Auxiliary Equation of (1).

The characteristic equation can be factored into

(𝑚 − 𝑚1 )(𝑚 − 𝑚2 ) = 0

∴ 𝑚 − 𝑚1 = 0 𝑜𝑟 𝑚 − 𝑚2 = 0

⇒ 𝑚 = 𝑚1 , 𝑚2

So, 𝑦 = 𝑒 𝑚1 𝑥 𝑎𝑛𝑑 𝑦 = 𝑒 𝑚2 𝑥 be solution of the DE (1).

Example:
i. The characteristic equation or auxiliary equation of 𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 0 𝑖𝑠 𝑚2 + 3𝑚 − 4 = 0
ii. The characteristic equation or auxiliary equation of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 𝑖𝑠 𝑚2 − 2𝑚 + 1 = 0
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Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU

Lecture-11&12 Mathematics-II(Differential Equation)

The General Solution

Case-I: Distinct Real Roots (𝑚1 ≠ 𝑚2 )

If 𝑚1 𝑎𝑛𝑑 𝑚2 both real and distinct (𝑚1 ≠ 𝑚2 ), two linearly independent solution are 𝑒 𝑚1 𝑥 𝑎𝑛𝑑 𝑒 𝑚2 𝑥 ,
and the general solution is

𝑦 = 𝑐1 𝑒 𝑚1𝑥 + 𝑐2 𝑒 𝑚2 𝑥

In general,

Consider the nth-order homogeneous linear differential equation with constant coefficient. If the auxiliary
equation has the n distinct real roots m1 , m2 , … … , mn , then the general solution is

y = c1 em1 x + c2 em2 x + ⋯ … . +cn emn x

Where c1 , c2 , … … , cn are arbitrary constants.

Case-II: Repeated Real Roots (𝑚1 = 𝑚2 )

If 𝑚1 = 𝑚2 , two linearly independent solution are 𝑒 𝑚1 𝑥 𝑎𝑛𝑑 𝑥𝑒 𝑚1 𝑥 , and the general solution is

𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑥𝑒 𝑚1𝑥

Case-III: Conjugate Complex Roots (𝒎 = 𝑎 ± 𝑖𝑏)

Consider the nth-order homogeneous linear differential equation with constant coefficient. If the auxiliary
equation has the conjugate complex roots 𝑎 ± 𝑖𝑏, neither repeated, then the corresponding part of the
general solution may be written

y = eax (c1 sin bx + c2 cos bx)

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Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU

Lecture-11&12 Mathematics-II(Differential Equation)

Example-11.1
Find the General Solution (G.S.) of the DE 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0
Solution
Given that,
𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0 …………… (1)
This is a second order homogeneous linear differential equation with constant co-efficient.
Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)
∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 The auxiliary equation is
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚2 − 5𝑚 + 6 = 0
(1)⇛ ⇒ 𝑚2 − 3𝑚 − 2𝑚 + 6 = 0
𝑚2 𝑒 𝑚𝑥 − 5𝑚𝑒 𝑚𝑥 + 6𝑒 𝑚𝑥 = 0 ⇒ 𝑚(𝑚 − 3) − 2(𝑚 − 3) = 0
⇒ 𝑒 𝑚𝑥 (𝑚2 − 5𝑚 + 6) = 0 ⇒ (𝑚 − 3)(𝑚 − 2) = 0
⇒ (𝑚2 − 5𝑚 + 6) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0] ∴ 𝑚 = 3, 2
Then the general solution is
𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 2𝑥 , where 𝑐1 𝑎𝑛𝑑 𝑐2 are arbitrary constant.

Example-11.2
Find the General Solution (G.S.) of the DE 𝑦 ′′ − 2𝑦 ′ − 3𝑦 = 0
Solution
Given that,
𝑦 ′′ − 2𝑦 ′ − 3𝑦 = 0 …………… (1)
This is a second order homogeneous linear differential equation with constant co-efficient.
Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)
∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 The auxiliary equation is
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚2 − 2𝑚 − 3 = 0
(1)⇛ ⇒ 𝑚2 − 3𝑚 + 𝑚 − 3 = 0
𝑚2 𝑒 𝑚𝑥 − 2𝑚𝑒 𝑚𝑥 − 3𝑒 𝑚𝑥 = 0 ⇒ 𝑚(𝑚 − 3) + 1(𝑚 − 3) = 0
⇒ 𝑒 𝑚𝑥 (𝑚2 − 2𝑚 − 3) = 0 ⇒ (𝑚 − 3)(𝑚 + 1) = 0
⇒ (𝑚2 − 2𝑚 − 3) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0] ∴ 𝑚 = 3, −1
Then the general solution is
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𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −𝑥 , where 𝑐1 𝑎𝑛𝑑 𝑐2 are arbitrary constant.

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Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU

Lecture-11&12 Mathematics-II(Differential Equation)

Example-11.3
Find the General Solution (G.S.) of the DE 𝑦 ′′ − 8𝑦 ′ + 16𝑦 = 0
Solution

Given that,
𝑦 ′′ − 8𝑦 ′ + 16𝑦 = 0 …………… (1)
This is a second order homogeneous linear differential equation with constant co-efficient.
Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)

The auxiliary equation is

∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 𝑚2 − 8𝑚 + 16 = 0
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 ⇒ 𝑚2 − 4𝑚 − 4𝑚 + 16 = 0
(1)⇛ ⇒ 𝑚(𝑚 − 4) − 4(𝑚 − 4) = 0
𝑚2 𝑒 𝑚𝑥 − 8𝑚𝑒 𝑚𝑥 + 16𝑒 𝑚𝑥 = 0 ⇒ (𝑚 − 4)(𝑚 − 4) = 0
⇒ 𝑒 𝑚𝑥 (𝑚2 − 8𝑚 + 16) = 0 ∴ 𝑚 = 4, 4
⇒ (𝑚2 − 8𝑚 + 16) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0]

Then the general solution is

𝑦 = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑥𝑒 4𝑥 , where 𝑐1 𝑎𝑛𝑑 𝑐2 are arbitrary constant.

Example-11.4
Find the General Solution (G.S.) of the DE 𝑦 ′′ + 9𝑦 = 0
Solution
Given that,
𝑦 ′′ + 9𝑦 = 0 …………… (1)
This is a second order homogeneous linear differential equation with constant co-efficient.
Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)
∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 The auxiliary equation is
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚2 + 9 = 0
(1)⇛ ⇒ 𝑚2 = −9
𝑚2 𝑒 𝑚𝑥 + 9𝑒 𝑚𝑥 = 0 ⇒ 𝑚2 = 9(−1)
⇒ 𝑒 𝑚𝑥 (𝑚2 + 9) = 0 ⇒ 𝑚2 = 9. 𝑖 2 [∴ 𝑖 2 = −1]
⇒ (𝑚2 + 9) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0] ⇒ 𝑚2 = 9𝑖 2
∴ 𝑚 = ±3𝑖 = 0 ± 3𝑖
Hence the roots are complex conjugate, where 𝑎 = 0, 𝑏 = 3
Then the general solution is
𝑦 = 𝑒 𝑎𝑥 [𝑐1 sin 𝑏𝑥 + 𝑐2 cos 𝑏𝑥] ⇒ 𝑦 = 1. [𝑐1 sin 3𝑥 + 𝑐2 cos 3𝑥]
⇒ 𝑦 = 𝑒 0𝑥 [𝑐1 sin 3𝑥 + 𝑐2 cos 3𝑥] ⇒ 𝑦 = [𝑐1 sin 3𝑥 + 𝑐2 cos 3𝑥]
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where 𝑐1 𝑎𝑛𝑑 𝑐2 are arbitrary constant.

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Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU

Lecture-11&12 Mathematics-II(Differential Equation)

Example-11.5
Find the General Solution (G.S.) of the DE 𝑦 ′′ − 4𝑦 ′ + 13𝑦 = 0
Solution
Given that,
𝑦 ′′ − 4𝑦 ′ + 13𝑦 = 0 …………… (1)
This is a second order homogeneous linear differential equation with constant co-efficient.
Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)
∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 The auxiliary equation is
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚2 − 4𝑚 + 13 = 0
(1)⇛ −𝑏 ± √𝑏 2 − 4𝑎𝑐
[𝑎𝑥 2 + 𝑏𝑥 + 𝑐 = 0 𝑡ℎ𝑒𝑛, 𝑥 = ]
𝑚2 𝑒 𝑚𝑥 − 4𝑚𝑒 𝑚𝑥 + 13𝑒 𝑚𝑥 = 0 2𝑎
⇒ 𝑒 𝑚𝑥 (𝑚2 − 4𝑚 + 13) = 0 −(−4) ± √(−4)2 − 4.1.13
∴𝑚=
⇒ (𝑚2 − 4𝑚 + 13) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0] 2.1
4 ± √16 − 52 4 ± √−36
= =
2 2
4 ± √36𝑖 2 4 ± 6𝑖
= = = 2 ± 3𝑖
2 2
Hence the roots are complex conjugate, where 𝑎 = 2, 𝑏 = 3
Then the general solution is
𝑦 = 𝑒 𝑎𝑥 [𝑐1 sin 𝑏𝑥 + 𝑐2 cos 𝑏𝑥] ⇒ 𝑦 = 𝑒 2𝑥 [𝑐1 sin 3𝑥 + 𝑐2 cos 3𝑥]
where 𝑐1 𝑎𝑛𝑑 𝑐2 are arbitrary constant.

Example-11.6
Solve the IVP
𝑦 ′′ − 𝑦 ′ − 12𝑦 = 0, 𝑦(0) = 3, 𝑦 ′ (0) = 5
Solution
Given that,
𝑦 ′′ − 𝑦 ′ − 12𝑦 = 0 …………… (1)
This is a second order homogeneous linear differential equation with constant co-efficient.
Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)
∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 The auxiliary equation is
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚2 − 𝑚 − 12 = 0
(1)⇛ ⇒ 𝑚2 − 4𝑚 + 3𝑚 − 12 = 0
𝑚2 𝑒 𝑚𝑥 − 𝑚𝑒 𝑚𝑥 − 12𝑒 𝑚𝑥 = 0 ⇒ 𝑚(𝑚 − 4) + 3(𝑚 − 4) = 0
⇒ 𝑒 𝑚𝑥 (𝑚2 − 𝑚 − 12) = 0 ⇒ (𝑚 − 4)(𝑚 + 3) = 0
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⇒ (𝑚2 − 𝑚 − 12) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0] ∴ 𝑚 = 4, −3
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Lecture-11&12 Mathematics-II(Differential Equation)

Then the general solution is

𝑦 = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑒 −3𝑥 , where 𝑐1 𝑎𝑛𝑑 𝑐2 are arbitrary constant.
∴ 𝑦 = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑒 −3𝑥 ……………….. (2)
∴ 𝑦 ′ = 4𝑐1 𝑒 4𝑥 − 3𝑐2 𝑒 −3𝑥 ……………. (3)
Now, using the initial condition, 𝑦(0) = 3, 𝑖. 𝑒. , 𝑥 = 0 𝑎𝑛𝑑 𝑦 = 3 in (2) we get,
3 = 𝑐1 𝑒 0.𝑥 + 𝑐2 𝑒 0.𝑥
⇒ 3 = 𝑐1 + 𝑐2 …………… (4)
And 𝑦 ′ (0) = 5, 𝑖. 𝑒. , 𝑥 = 0 𝑎𝑛𝑑 𝑦 ′ = 5 in equation (3) we get
5 = 4𝑐1 𝑒 0.𝑥 − 3𝑐2 𝑒 0.𝑥
⇒ 5 = 4𝑐1 − 3𝑐2 ……………… (5)
Now, from (4) and (5) we get
𝑐1 = 2 𝑎𝑛𝑑 𝑐2 = 1
Hence the particular solution is
𝑦 = 2𝑒 4𝑥 + 𝑒 −3𝑥
Higher Order Linear Homogeneous Differential Equation with Constant Co-efficient:

Example-12.1
Find the General Solution (G.S.) of the DE 𝑦 ′′′ − 3𝑦 ′′ − 𝑦 ′ + 3𝑦 = 0
Solution

Given that,

𝑦 ′′′ − 3𝑦 ′′ − 𝑦 ′ + 3𝑦 = 0 …………… (1)

This is a 3rd order homogeneous linear differential equation with constant co-efficient.

Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)

∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 The auxiliary equation is

∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚3 − 3𝑚2 − 𝑚 + 3 = 0
∴ 𝑦 ′′′ = 𝑚3 𝑒 𝑚𝑥 ⇒ 𝑚 − 𝑚2 − 2𝑚2 + 2𝑚 − 3𝑚 + 3 = 0
3

(1)⇛ ⇒ 𝑚2 (𝑚 − 1) − 2𝑚(𝑚 − 1) − 3(𝑚 − 1) = 0

𝑚3 𝑒 𝑚𝑥 − 3𝑚2 𝑒 𝑚𝑥 − 𝑚𝑒 𝑚𝑥 + 3𝑒 𝑚𝑥 = 0 ⇒ (𝑚2 − 2𝑚 − 3)(𝑚 − 1) = 0
⇒ 𝑒 𝑚𝑥 (𝑚3 − 3𝑚2 − 𝑚 + 3) = 0 ⇒ (𝑚2 − 3𝑚 + 𝑚 − 3)(𝑚 − 1) = 0
⇒ (𝑚3 − 3𝑚2 − 𝑚 + 3) = 0, [∴ 𝑒 𝑚𝑥 ≠ 0] ⇒ {𝑚(𝑚 − 3) + 1(𝑚 − 3)}(𝑚 − 1) = 0
⇒ (𝑚 − 3)(𝑚 + 1)(𝑚 − 1) = 0
∴ 𝑚 = 3, −1, 1
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Then the general solution is

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𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −𝑥 + 𝑐3 𝑒 𝑥 , where 𝑐1 , 𝑐2 𝑎𝑛𝑑 𝑐3 are arbitrary constant.

Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU

Lecture-11&12 Mathematics-II(Differential Equation)

Example-12.2

𝑑5 𝑦
Find the General Solution (G.S.) of the DE 𝑑𝑥 5 = 0

Solution

Given that,

𝑑5 𝑦
𝑑𝑥 5
= 0 …………… (1)

This is a 5th order homogeneous linear differential equation with constant co-efficient.

Let, 𝑦 = 𝑒 𝑚𝑥 be the trail solution of (1)

∴ 𝑦 ′ = 𝑚𝑒 𝑚𝑥 (1)⇛
∴ 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 𝑚5 𝑒 𝑚𝑥 = 0
∴ 𝑦 ′′′ = 𝑚3 𝑒 𝑚𝑥 ⇒ 𝑚 = 0, [∴ 𝑒 𝑚𝑥 ≠ 0]
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∴ 𝑦 𝑖𝑣 = 𝑚4 𝑒 𝑚𝑥 The auxiliary equation is

∴ 𝑦 𝑣 = 𝑚5 𝑒 𝑚𝑥 𝑚5 = 0
∴ 𝑚 = 0, 0, 0, 0, 0
Then the general solution is

𝑦 = 𝑐1 𝑒 0.𝑥 + 𝑐2 𝑥𝑒 0.𝑥 + 𝑐3 𝑥 2 𝑒 0.𝑥 + 𝑐4 𝑥 3 𝑒 0.𝑥 + 𝑐5 𝑥 4 𝑒 0.𝑥

⇒ 𝑦 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑥 2 + 𝑐4 𝑥 3 + 𝑐5 𝑥 4

where 𝑐1 , 𝑐2 , 𝑐3 , 𝑐4 𝑎𝑛𝑑 𝑐5 are arbitrary constant.

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Lecture-11&12 Mathematics-II(Differential Equation)

Lecture Check Out-

Problem-11.1: Find the General Solution (G.S.) of the DE

4𝑦 ′′ − 12𝑦 ′ + 5𝑦 = 0
1 5
1 5
Hints: A.E.:4𝑚2 − 12𝑚 + 5 = 0, 𝑚 = 2 , 2 , 𝐺. 𝑆. : 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 2𝑥

Problem-11.2: Find the General Solution (G.S.) of the DE

4𝑦 ′′ + 4𝑦 ′ + 𝑦 = 0

1 1 1 1
𝑯𝒊𝒏𝒕𝒔: 𝐴. 𝐸. : 4𝑚2 + 4𝑚 + 1 = 0; 𝑚 = − , − ; 𝐺. 𝑆. , 𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑥𝑒 −2𝑥
2 2

Problem-11.3: Find the General Solution (G.S.) of the DE

4𝑦 ′′ + 𝑦 = 0

1 1 1 1
𝑯𝒊𝒏𝒕𝒔: 𝐴. 𝐸. : 4𝑚2 + 1 = 0; 𝑚 = ± 𝑖; 𝑎 = 0, 𝑏 = ; 𝐺. 𝑆. : 𝑦 = [𝑐1 sin 𝑥 + 𝑐2 cos 𝑥]
2 2 2 2

Problem-11.4: Find the General Solution (G.S.) of the DE

𝑦 ′′ + 6𝑦 ′ + 25𝑦 = 0

𝑯𝒊𝒏𝒕𝒔: 𝐴. 𝐸. : 𝑚2 + 6𝑚 + 25; 𝑚 = −3 ± 4𝑖; 𝑎 = −3, 𝑏 = 4; 𝐺. 𝑆. : 𝑦 = 𝑒 −3𝑥 [𝑐1 sin 4𝑥 + 𝑐2 cos 4𝑥]

Problem-11.5: Solve the IVP

𝑦 ′′ + 7𝑦 ′ + 10𝑦 = 0, 𝑦(0) = −4, 𝑦 ′ (0) = 2

𝑯𝒊𝒏𝒕𝒔: 𝐴. 𝐸.: 𝑚2 + 7𝑚 + 10 = 0 , 𝑚 = −5, −2; 𝐺. 𝑆. 𝑦 = 𝑐1 𝑒 −5𝑥 + 𝑐2 𝑒 −2𝑥 ;

𝑐1 = 2, 𝑐2 = −6; 𝑃. 𝑆. : 𝑦 = 2𝑒 −5𝑥 − 6𝑒 −2𝑥

Problem-12.1: Find the General Solution (G.S.) of the DE

𝑦 ′′′ − 6𝑦 ′′ + 5𝑦 ′ + 12𝑦 = 0

𝑯𝒊𝒏𝒕𝒔: 𝐴. 𝐸. : 𝑚3 − 6𝑚2 + 5𝑚 + 12 = 0; 𝑚 = −1, 3, 4 ; 𝐺. 𝑆. , 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 4𝑥

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Md. Monuar Hossain Assistant Professor, Dept. of Civil Engineering, UU