MAT 211: ORDINARY AND PARTIAL DIFFERENTIAL

EQUATIONS
3 CREDITS

DISTANCE LEARNING CENTRE,

UNIVERSITY OF ILORIN, ILORIN, NIGERIA
TABLE OF CONTENTS

Title Page . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Table of Contents i

MODULE 1 1

FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS 1

Unit 1: Existence and Uniqueness of Solution . . . . . . . . . 2
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 5
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 6
Unit 2: Method of Solutions of First Order Ordinary Differ-
ential Equation . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 13
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 13
Unit 3: Solution of other forms of first order ordinary differ-
ential equation . . . . . . . . . . . . . . . . . . . . . . . . . . 14
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 20
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 20
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 21

i
 Unit 4: Applications of first-Order Equations . . . . . . . . . 22
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 28
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 28
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 29
Unit 5: Second order differential equation . . . . . . . . . . . 30
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 37
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 37
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 37
Unit 6: General Theory of nth order linear differential equation 39
Self Assessment Question . . . . . . . . . . . . . . . . . . . . 61
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 61
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 64

MODULE 2 65

LAPLACE TRANSFORM 65
Unit 1: Laplace Transforms . . . . . . . . . . . . . . . . . . . 66
Student-marked Assignment . . . . . . . . . . . . . . . . . . . 72
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 73
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 73
Unit 2: Important theorem/ properties of laplace transform . 74
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 79
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 79
Unit 3: Inverse Transforms . . . . . . . . . . . . . . . . . . . 81
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 83
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 84

ii
 Unit 4: Solution of Differential Equations by Laplace Trans-
forms Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
Student-marked Assignment . . . . . . . . . . . . . . . . . . . 89
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 90
Further Readings . . . . . . . . . . . . . . . . . . . . . . . . . 90
Unit 5: Solving the systems of ordinary DE with constant
coefficient by Laplace transform . . . . . . . . . . . . . . . . . 91
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 95
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 96

MODULE 3 97

PARTIAL DIFFERENTIAL EQUATIONS 97

Unit 1: Basic Treatment of PDE in Two Independent variables 98
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 112
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 112
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 115
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 115
Self Assessment Questions . . . . . . . . . . . . . . . . . . . . 119
Tutor Marked Assignment . . . . . . . . . . . . . . . . . . . . 119

iii
 MODULE 1

FIRST ORDER ORDINARY

DIFFERENTIAL
EQUATIONS

1
Unit 1: Existence and Uniqueness of Solution

Introduction
An equation involving derivatives (or differentials) of differential of one or
more dependent variables with respect to one or more independent variables
is called a Differential Equation (DE). If the dependent variable depends on
only one independent variable, then such a differential equation is called or-
dinary differential equation whereas when two or more independent variables
are involved, it has known as a partial differential equation. In this unit, ef-
fort shall be directed toward
Learning Outcomes At the end of this unit, you should be able to:

1. define a DE, state and distinguish between the types of DE

2. define the order and degree of a DE; and

3. state and prove the existence and uniqueness of solution of a DE

DIFFERENTIAL EQUATIONS

The first and most basic example of a differential equation is the one we are
already familiar with from calculus. That is
dy
dx
= f (x) . . . . . . . . . (i)
In this situation, we will eliminate the derivative by integrating f . That is,
Rx
y(x) = a f (x)dx + c . . . . . . . . . (ii)
Rx
Recall from the fundamental theorem of calculus, that a f (x)dx is an anti-
derivative for f (x) for any choice of a. Note that there is an arbitrary constant
c and so we get a family of solutions, one for each choice c.

2
 Therefore, this will make us to encounter initial value problems. These
are problems where we will be asked to find a solution to an ordinary differ-
ential equation that passes through some initial point (x0 , y0 ) where x0 is the
independent and y0 the dependent variable. To find which solution passes
through this point, one simply plugs x0 into the equation for x and y0 for
y(x0 ). This allows one to make a specific choice for c which normally would
be arbitrary.
R x0
y0 = f (x)dx + c . . . . . . . . . (iii)
a
Rx
c = y0 − a 0 f (x)dx . . . . . . . . . (iv)
Substituting (iii) into (ii), we have
Rx Rx
y(x) = a f (x)dx + y0 − a 0 f (x)dx
Rx
y(x) = y0 + x0 f (x)dx . . . . . . . . . (v)

The final equation is really a statement of the fundamental theorem cal-

culus.

Definition I
An equation which expresses a relationship between an independent variable,
a dependent variable and one or more differential coefficient of the dependent
variable is called an ORDINARY DIFFERENTIAL EQUATION (ODE).

Examples
d2 y dy 2
(a) dx2
+ xy( dx ) =0
d y 2 dy 3x
(b) xy dx2 + y dx + exp =0
dy
(c) dx
= 2sin2 x

3
Definition II
The Order of an ODE is the order of the highest derivative involved in the
equation. Thus,
d2 y dy
dx2
− 4 dx − 3y = 27x2 is a second order ordinary differential equation while
d2 y
dx2
− 4x2y = sinx is a first order ODE
However, the degree of an ODE is the degree of the highest derivative
after removing the radical sign and fraction. In order words, it is the index
(or power) on the highest derivative after eliminating the radical index from
the equation

Examples
d y 2 dy 2 dy 2 3 d y 22
cosx dx 2 + sinx( dx ) + 8y = tanx . . . . . . . . . (I) [1 + ( dx ) ] = ( dx2 ) . . . . . . . . .

(II)
The degree of equation (1) is 1 and the degree of equation (II) is 2

Definition III
An ODE is said to be linear if;
(I) Every dependent variable and every derivatives involved in the equation
occur to the first degree only.
(II) No product of dependent variable and/or its derivative occur. Other-
wise, the differential equation is said to be non-linear.

4
Activity
d3 y d y2
4 dy
(a) dx3
+ x2 dx 2 + x dx = xexp3x.

d2 y dy 2
(b) dx2
+ ( dx ) = 0.

d y2 dy
(c) y dx 2 + y dx + exp3x = 0

d2 y
(d) dx2
= 2sin2 x

Examples (b) and (c) are non-linear while (a) and (d) are Linear

Summary
In this unit, basic definitions of terms used in differential equation were
discussed.

Self Assessment Question

(1) Define Order of a differential equation

(2) When is a differential equation said to be non-linear, give four examples

Tutor Marked Assignment

1 Classify the following according to the order:

d2 y dy 2
(a). dx2
+ ( dx ) − 4y = 0.
2
d y 2 3
(b). ( dx2) − y
2 = 2sinx

d2 y 2
dy 3
(c). dx2
= (4y − dx )
d2 y dy 3


(d). dx2
+ 5 dx + 6y = 0.

2 What is the degree of each DE in (1)

5
Further Readings
Stroud K. A., and Dexter J. B., (2001). Engineering Mathematics. Fifth
Edition. Palgrave Publishers Ltd. New York.

6
Unit 2: Method of Solutions of First Order
Ordinary Differential Equation

Introduction
Solving a first order differential equation is simple but not always straight
forward. In this unit, we shall consider techniques for solving some first order
ordinary differential equation using variable separable and method of inte-
grating factor methods.

Learning objectives/outcomes
At the end of this unit, you should be able to:

1. solve first order ordinary differential equations using variable separable

and integrating factor methods

2. insert initial conditions to a solution of first order ordinary differential

equation and obtain the value of the constant.

Main Content
A general form of first order ordinary differential equation is the form:
dy
dx
+ P (x)y = Q(x) where P (x) and Q(x) can be a constant, functions of x
and/or functions of x and y respectively. If Q(x) = 0, then the equation is
said to be homogeneous first order DE.
Method of Solution

7
Variable Separable
A differential equation of the form f (x)dx + g(y)dy = 0 or it is an equation
that can be changed to this form is said to belong to the family of variable
separable equations. Integrating this equation directly leads us to a given
solution.
It is important to know that the constant of integration can be replaced by
various constants like k, logk, ln k, e−k , tan−1 k and so on.
Note: We say that variables are separable if y is put on the left sides and
x on the right hand. In other, the two variables can maintain the different
sides of the equation.
Activity 2
Find the general solution of each of the following differential equations.

(1).
dy
y 2 + x2 =0
dx
(2).
ds t(1 + s2 )
s − =0
dt 1 + t2

Solution
(1).
dy
y 2 + x2 =0
dx
dy
y 2 = −x2
dx
y 2 dx = −x2 dy
1 1
dx = − dy
x2 y2

8
 Z Z Z Z
1 1 −2
dy + dx = c ⇒ y dy + x−2 dx = c
y2 x2
1 1 1
−y −1 + x−1 = c ⇒ + = .
y x c
Thus, x + y = cxy.

(2).
ds t(1 + s2 )
s − =0
dt 1 + t2
ds t(1 + s2 )
s − =0
dt 1 + t2
   
s t
ds − dt = 0
1 + s2 1 + t2
1 1
ln(1 + s2 ) − (1 + t2 )dt = lnk
2 2

 12  12
1 + s2 (1 + s2 )
 
ln = Ink ⇒ = k.
1 + t2 (1 + t2 )
Thus,
 12
(1 + s2 )

⇒ = k.
(1 + t2 )

Integrating Factor
A differential equation of the form

dy
+ Py = Q (1)
dx
is called a Linear differential equation, where P and Q are functions of x (but
not of y) or constants.

9
 R
P dx
In such a case, multiply both sides of (1) by e to have

Z
R
P dx dy R
P dx
e [ + P y] = Qe (2)
dx
That gives

d R R
[ye P dx ] = Qe P dx (3)
dx
Separating variables to get

R R
P dx P dx
d[ye ] = Qe (4)
R R
P (x)dx P (x)dx
ye = Qe +c (5)
R
Z R
 R
y = e− P (x)dx
Qe P (x)dx
dx + ce− P (x)dx
(6)

This is the required solution

R
NOTE: e P dx is called the Integrating factor.
R
yI.F = Q[I.F ]dx + c

Activity 1
dy 2
Solve dx
+ 2xy = e−x given y(0) = 0
Solution
dy 2
dx
+ 2xy = e−x
2
P = 2x, Q = e−x
R
P dx
Integrating factor I(x) = e
2
R
2xdx
I(x) = e = ex
Multiply the problem by the integrating factor
2 dy 2 2
ex [ dx + 2xy] = e−x ex

10
 d 2
dx
[yex ] =1
2
d[yex ] = dx
Integrate both sides to get
2
yex = x + c
2 2
y = xe−x + ce−x
using y(0) = 0
0 = 0e−0 + ce−0
c=0
2
Therefore, y = xe−x

A solution or an integral of a differential equation is said to be general

or complete if the number of arbitrary constants in the solution is equal to
order of the differential equation.
For example:
d2 y
+ y = 0.
dx2
The solution then must contain two arbitrary constants because it is a second
order.
The solution that is not general such solution is called a particular.
Activity 1
Find the general solution and the particular solution

dy
= 3x2
dx
at point (1, 2)

11
Solution
Z Z
2
dy = 3x dx ⇒ dy = 3x2 dx + c

y = x3 + c.

For the particular solution at point (1, 2), y = 2, x = 1.

2 = (1)3 + c ⇒ c = 1.

y = x3 + 1 is a particular solution.

Equation of First Order and Degree

dy
If M (x, y) + N (x, y) dx = 0 and it is written as M (x, y)dx + N (x, y)dy = 0.

E.g
dy
x + 3y =0
dx
Z Z
3ydy = −xdx ⇒ 3ydy = − xdx

3y 2 −x2
= +k
2 2
3y 2 + x2 = 2k 2

where c = 2k 2
This can also be written as

x2 y 2
+ 2 =1
a2 b

where a2 = 2k 2 and b2 = 2k 2 .

12
Summary
Two techniques of obtaining solution of first order ordinary differential equa-
tions were discussed with examples.

Self Assessment Questions

Solve the following differential equations.
1
dy
(a) (1 − x2 ) 2 dx + (1 + y 2 ) = 0
dy
(b) xy(1 + x2 ) dx − (1 + y 2 ) = 0
(c) 6xydx + (x2 + 1)dy = 0

Tutor Marked Assignment

Solve the following differential equation.
dy
(i) xy 2 dx −x=1
(ii) xyy 0 − lnx = 0
(iii) (1 + x)y 0 + y = 1 + x
(iv) (xlnx)y 0 + y = xex
(v) y 0 − x
y
=0

13
Unit 3: Solution of other forms of first order
ordinary differential equation
Introduction: Having laid the foundation for solution of first order ordinary
differential equations, we shall be interested in solving some other forms of
first order equations. These forms include exact, homogeneous, Bernoulli
types etc.

Learning objectives/outcomes
At the end of this unit, you should be able to:

1. identify and solve an exact equation

2. identify and solve an homogeneous equation

3. identify and solve an homogeneous equation.

Exact Differential Equation

Exact equation: This differential equation can be put in the form:
A(x)dx + B(y)dy = 0 . . . . . . . . . (I)
A set of solution can be obtained simply by integration. Such idea can be
extended to solve first order differential equation of the form:
M (x, y)dx + N (x, y)dy = 0

For which variable separable may not be possible. Suppose we have a

function F (x, y) = c in which all its total derivative give the expression
M (x, y)dx + N (x, y)dy

14
That is, dF (x, y) = M (x, y)dx + N (x, y)dy . . . . . . . . . (II).
Then, F (x, y) = c . . . . . . . . . (III).

Equation (III) defines explicitly the solution of equation (I). From equa-
tion (III), it follows that dF = 0 as we have from equation (II)

Note: Two things are needed:

(i). To find out under what conditions on M and N does function ”F ”

exists such that its total derivative is exactly M dx + N dy.

(ii). If those conditions are satisfied, we are to determine the function ”F ”.

if such a function f exists such that M dx + N dy is its total
Then (IV) is called an exact equation: M (x, y)dx + N (x, y)dy = 0.. . .
(IV ).

If this equation is exact by definition, it shows that there is a particular

function F that exist such that

dF = M dx + N dy

so that
∂F ∂F
dF = dx + dy
∂x ∂y
∂F ∂F
= M; =N
∂x ∂y
∂ 2F
 
∂M ∂F ∂F
= =
∂y ∂x∂y ∂y ∂x

∂ 2F
 
∂N ∂F ∂F
= = .
∂x ∂x∂y ∂x ∂y

15
 ∂2F ∂2F
From calculus, ∂x∂y
= ∂y∂x
provided M dx + N dy = 0 is continuous.

∂M ∂N
Hence, = (7)
∂y ∂x

Activity 2
Solve this equation 3x(xy − 2)dx + (x3 + 2y)dy = 0.
Solution
3x(xy − 2)dx + (x3 + 2y)dy = 0

M dx + N dy = 0

M = 3x(xy − 2) = 3x2 y − 6x; N = x3 + 2y

∂M ∂N
= 3x2 , = 3x2
∂y ∂x
∂M ∂N
Since ∂y
= ∂x
= 3x2 , then the equation is exact. Now

∂F
M= = 3x2 y − 6x
∂x

∂F
N= = x3 + 2y
∂y
On integration,
Z Z Z
∂F
dx = M dx = (3x2 y − 6x)dx
∂x

F (x, y) = x3 y − 3x2 + c(y)

∂F
= x3 + c0 (y) = N = x3 + 2y.
∂y

16
By comparison, c0 (y) = 2y
Z Z
0
c (y)dy = 2ydy ⇒ c(y) = y 2

Therefore
F (x, y) = x3 y − 3x2 + c(y)

becomes
F (x, y) = x3 y − 3x2 + y 2 .

Therefore the solution of F (x, y) = c gives

F = x3 y + y 2 − 3x2 = c

Bernoulli Equation
The Bernoulli equation is of the form:

dy
+ P y = Qy n (8)
dx

where P and Q are constants or function of x and can be reduced to the

linear form on dividing by y n and substituting

1
=z (9)
y n−1
Dividing both sides of (8) by y n , we get

1 dy 1
n
+ n−1 P = Q (10)
y dx y
1 1−n dy dz
But y n−1
= z, so that y n dx
= dx

1 dy 1 dz
= (11)
y n dx 1 − n dx

17
it is seen that (10) becomes
1 dz
1−n dx
+ Pz = Q
dz
Isolating dx
to obtain
dz
dx
+ P (1 − n)z = Q(1 − n)
which is a linear equation.
Activity
Solve x2 dy + y(x + y)dx = 0
Solution
dy y −y 2
dx
+ x
= x2
1 dy 1
y 2 dx
+ xy
= − x12
1 dy
Put y
= z, so that − y12 dx = dz
dx

The given equation reduces to a linear differential equation in z

dz z
− dx + x
= − x12
− x1
R
Integrating factor = e dx
e− log x = 1
x

Hence the solution is

z × x1 = x12 × x1 dx + c
R

z
= x−3 dx + c
R
x
−1 −2
xy
= + x2 + c
1
xy
= − 2x12 + c

Homogenous Equation
A differential equation M (x, y)dx + N (x, y)dy = 0 is said to be homogeneous
if M (x, y) and N (x, y) are homogeneous expressions of the same degree. Any-
time we have homogeneous differential equation in x and y, a substitution of

18
the form:
y x
z= x
or z = y
immediately reduces the homogeneous differential equation
to the variable separable form.
M (x, y)dx+N (x, y)dy = 0 is said to be homogeneous if M (Sx , Sy ) = S n M (x, y)
and N (Sx , Sy ) = S n N (x, y)
that is, if M and N are homogeneous of the same degree n.

Example
Determine the given equation is homogeneous or not. Hence solve it:
(x2 + y 2 )dx + 2xydy = 0
Solution
M (x, y) = x2 + y 2 ; N (x, y) = 2xy
For x = Sx , y = Sy
S 2 M (x, y) = S 2 x2 + S 2 y 2 = S 2 (x2 + y 2 )
S 2 N (x, y) = 2Sx Sy = 2S 2 xy
Thus, the differential equation is homogeneous since M and N are of the
same degree 2
Substitute z = xy ; x = zy
dx = zdy + ydz
(x2 + y 2 )dx + 2xydy = 0
(z 2 y 2 + y 2 )(zdy + ydz) + 2(zy)ydy = 0
y 2 (z 2 + 1)(zdy + ydz) + 2zy 2 dy = 0
(z 2 + 1)(zdy + ydz) + 2zdy = 0
z(z 2 + 1)dy + y(z 2 + 1)dz + 2zdy = 0
(z 3 + 3z)dy + y(z 2 + 1)dz = 0

19
 z 2 +1 dy
z 3 +3z
dz + y
=0
z 2 +1 1
R R
z 3 +3z
+ y
=0
1
3
ln(z 3 + 3z) + ln y = − ln k
1
ln[(z 3 + 3z) 3 y] = − ln k
1
ln[(z 3 + 3z) 3 yk] = 0
1
(z 3 + 3z) 3 yk = 1
1
(z 3 + 3z)y 3 = c3 where c = k
x3 3x 3
y3
+ y
y = c3
x3 3x c3
y3
+ y
= y3

x3 + 3xy 2 = A where c3 = A

Summary
Three special forms of first order ordinary differential equations were intro-
duced together with methods of solution.

Tutor Marked Assignment

dy 2
1. Solve dx
+ 2xy = xe−x y 3

2. Solve ydx − 2xdy = yx4 dy

Tutor Marked Assignment

dy
1. Solve the differential equation (2xy + x2 ) dx = 3y 2 + 2xy

dy y
2. Solve the differential equation dx
= x
+ x sin xy

20
References

Further Readings

21
Unit 4: Applications of first-Order Equations
Introduction: Some practical applications of first order ordinary differential
equations shall be discussed in this unit.

Learning objectives/outcomes
At the end of this unit, you should be able to:

1. solve orthogonal and oblique trajectories problem ; and

2. solve some problems in mechanics leading to first order ordinary differ-

ential equation.

Main Contents
(A) Orthogonal and Oblique Trajectories
Let
F (x, y, c) = 0 (12)

be a given one-parameter family of curves in the xy plane. A curve which

intersects the curve of the family (12) at right angles is called an orthogonal
trajectory of the given family.
The problem of finding the orthogonal trajectories of a given family of
curves arises in many physical situations. For example, in a two-dimensional
electric field, the lines of force (flux lines) and the equipotential curves are
orthogonal trajectories of each other.
Activity 1
Find the orthogonal trajectories of the family of circles
x 2 + y 2 = c2 .

22
Solution
Differentiating the equation with respect to x to obtain
dy
2x + 2y dx =0
dy −x
⇒ dx
= y

Since an orthogonal trajectory intersects the family of curves at right angle

then,

dy y
=
dx x
(m2 = − m11 where m1 and m2 are gradients)
is the orthogonal trajectories to the family of curves x2 + y 2 = c.
dy dx
⇒ y
= x

⇒ lny = lnx + lnk

⇒ ln( xy ) = lnk
⇒ y = kx
which represents the family of orthogonal trajectories of the given family of
circles (except for a line x = 0)

Figure 3.1

Figure 3.1 shows several members of the family of circles and several
members of the family of straight lines drawn with dashes.
B. Oblique Trajectories
Let
F (x, y, c) = 0 (13)

be a one-parameter family of curves. A curve which intersects the curves of

23
the family (13) at a constant angle α 6= 90o is called an oblique trajectory.
Suppose the differential equation of a family is

dy
= f (x, y) (14)
dx

then, the curve of the family (14) through the point (x,y) has the slope f (x, y)
at (x,y) and hence, its tangent line has angle of inclination tan−1 f (x, y) there.
The tangent line of an oblique trajectory which intersects this curve at the
angle α will thus have angle of inclination
tan−1 [f (x, y)] + α
at the point (x,y).
Hence, the slope of this trajectory is given by

f (x, y) + tanα
tan[f (x, y) + α] =
1 − f (x, y)tanα

The differential equation of such a family of oblique trajectory is given by

dy f (x,y)+tanα
dx
= 1−f (x,y)tanα
.
Problems in Mechanics
Newton’s Second Law
The time rate of change of momentum of a body is proportional to the re-
sultant force acting on the body and it is in the direction of this resultant
force.
In Mathematical language, this states that
d(M V )
dt
= K1 F
where M is the mass of the body , V is its velocity F is the resultant force
acting upon it and K1 is the constant of proportionality.

24
 M dV
⇒ dt
= k1 F (if M is constant)
k1 F
⇒a= M
1M a
⇒F = k1

⇒ F = kM a
1 dv
(where k = k1
and a = dt
) is the acceleration of the body.
The simplest system of units are those for which k = 1, hence
F = Ma
Activity 2
A body weighing 60 kg fall from rest towards the earth from a great height.
As it falls, air resistance acts upon it, and assume that this resistance is
numerically equal to 2v, where v is the velocity (m/s). Find the velocity and
distance fallen at time t seconds.
Solution
Chose the positive x axis vertically downward along the path of the body B
and the origin at the point from which it fell. The forces acting on the body
are
i. F1 , its weight 60 kg, which acts downward and hence it is positive.
ii. F2 , the air resistance (2v) which acts upward and hence it is negative.

Newton’s Second Law

F = ma (15)
M dV
⇒ dt
= F1 + F2
DIAGRAM

25
 Earth

Taking g = 10M/s2 and using W = mg

W 60
M= g
= 10
=6

6dV
dt
= 60 − 2V
3dV
dt
= 30 − 2V

Since the body was initially at rest, the initial condition is

V (0) = 0
dV 1
30−V
= 3dt

Integrating
t
−ln|30 − V | = 3
+ c1
t
⇒ 30 − V = c1 e− 3
c1 = 30 from the initial condition
−t
⇒ V = 30 − 30e 3

t
V = 30(1 − e− 3 ) (16)

Also,
dX
dt
=V
dX = V dt
t
X(t) = 30(t + 3e− 3 ) + c2
Note that X(0) = 0
⇒ 0 = 90 + c2 ⇒ c2 = −90

Hence, the distance fallen is given by

26
 −t
X = 30(t + 3e 3 ) − 90

−t
X = 30(t + 3e 3 − 3) (17)

Interpretation

Equation (16) shows that as t → ∞, the velocity V approaches the lim-

iting velocity 30m/s. This limiting velocity is approximately attained in a
very short time.
Equation (17) shows that as t → ∞, X → ∞. It does not imply that the
body will flow through the earth and continue for ever. When the body
reaches the earth’s surface, equation (17) no longer apply.
Rate of Change Problem
In certain problems, the rate at which a quantity changes is a known function
of the amount present and/or the time, and it is desired to find the quantity
dx
itself. If X denotes the rate at which the quantity present at time t, then dt

denotes the rate at which the quantity changes and we are at once led to a
differential equation.

Summary
Some real life problems leading to first order ordinary differential equation
were solved in this section.

27
Self Assessment Questions
1. Find the orthogonal trajectories of each given family of curves. In each
case, sketch several members of the family and several of the orthogonal
trajectories on the same set of axes.
(i). y = cX 3
(ii). y 2 = cX
(iii). cX 2
(iv). y = ecX
(v). y = x − 1 + ce−X

2. Find the value of k such that the parabolas y = c1 x2 + k are the

orthogonal trajectories of the family of ellipseS x2 + 2y 2 − y = c2 .

3. A ball weighing 1 kg is thrown vertically upwards from a point 10m

above the surface of the earth with an initial velocity of 15m/s. As it
rises, it is acted upon by air resistance which is numerically equal to
1
64
v, where v is the velocity(m/s). How high will the ball rise?

4. The population of the city of Bingville increases at the rate proportional

to the number of its inhabitants present at any time t. If the population
of Bingville was 30,000 in 1950, and 35,000 in 1960, what will be the
population of Bingville in 1970?

Tutor Marked Assignment

1. Apply the existence and uniqueness theorem to show that each of the
following initial value problem has a unique solution defined on some
sufficiently small interval |x − 1| ≤ h about x0 = 1

28
 dy
(i). dx
= x2 siny, y(1) = −2
dy y2
(ii). dx
= x−2
, y(1) =0

2. A chemical reaction converts a certain chemical into another chemical,

and the rate at which the first chemical is converted is proportional to
the amount of this chemical present at any time. At the end of one
hour, 50 grammes of the first chemical remain while at the end of three
hour s, only 25 grammes remain. (a). How many grammes of the first
chemical were present? (b). How many grammes of the first chemical
will remain at the end of five hours? (c). In how many hours will only
2 grammes of the first chemical remain?

References

Further Readings

29
Unit 5: Second order differential equation
Introduction: A second order differential equation is one in which the high-
d2 y
est derivative present in it is dx2
. In this unit, we shall study the general form
of second order ordinary differential equation and present method of solution
to homogeneous second order ordinary differential equation with constant
coefficient.

Learning objectives/outcomes
At the end of this unit, you should be able to:

(i) identify and solve homogeneous second order differential equation with
constant coefficients.

Main Content
The general form of a second order linear differential equations is:

d2 y dy
P (x) + Q(x) + R(x)y = G(x) (18)
dx2 dx

where P , Q, R and G are continuous functions. The equation (18) is said to

be homogeneous if G(x) = 0
That is,
d2 y dy
P (x) 2
+ Q(x) + R(x)y = 0 (19)
dx dx
Otherwise, it is non-homogeneous. In this unit, our interest lies in the equa-
tion of the form (19) above where P (x),Q(x) and R(x) are constants.
That is, P, Q, R ∈ < where P 6= 0.
Every second order linear differential equation has two linearly independent

30
solutions that satisfy the given equation. Indeed, if y1 (x) and y2 (x) are inde-
pendent solutions of the linear homogeneous equation (19), then the function
y = k1 y1 (x) + k2 y2 (x) is also a solution of the differential equation for all con-
stants k1 and k2 .
Given a second order linear differential equation

d2 y dy
a + b + cy = 0 (20)
dx2 dx
where a, b, c ∈ <. Then, we can assume that y = emx is a solution (since ex-
ponential function has the property that its derivative is a constant multiple
of itself).
Thus, y 0 = memx , y 00 = m2 emx
Substituting y, y 0 , y 00 into equation (20), we have
am2 emx + bmemx + cemx = 0
(am2 + bm + c)emx = 0
Since emx can never be zero, then

am2 + bm + c = 0 (21)

Equation (21) above is called the characteristics equation (or auxiliary equa-
tion) of the differential equation (20). The nature of roots of the quadratic
equation (21) determines the nature of the two independent solutions of the
differential equation. Let us take time to study the three possible form of
roots of the quadratic equation (21). The two possible roots of (21) are ob-
√
b2 −4ac
tained by using the quadratic formula m1,2 = −b ± 2a

Case 1: when m1 and m2 are real and unequal, that is: m1 6= m2 , m1 , m2 ∈

<. In this case, b2 − 4ac > 0, the general solution of differential equation

31
(20) under this scenario is
y(x) = k1 em1 x + k2 xem2 x
Case 2: when m1 and m2 are real and equal, that is: m1 = m2 , m1 , m2 ∈ <.
In this case b2 − 4ac = 0, the general solution of differential equation (24)
under this scenario is
y1 (x) = k1 emx + k2 emx
Case 3: when m1 and m2 are complex roots and conjugate of each other.
In this scenario, b2 − 4ac ≤ 0 and
√ √
−b+i b2 −4ac −b−i b2 −4ac
m1 = 2a
and m2 = 2a

or m1 = α + iβ and m2 = α − iβ
Then, the general solution is given as:
y(x) = k1 e(α+iβ)x + k2 e(α−iβ)x
y(x) = eαx (c1 cosβx + c2 sinβx)
Activity 1:
d y 2 dy
Solve the differential equation 4 dx2 + 3 dx − y = 0

Solution
The characteristics equation is:
4m2 + 3m − 1 = 0
4m2 + 4m − m − 1 = 0
4m(m + 1) − 1(m + 1) = 0
(4m − 1)(m + 1) = 0
4m − 1 = 0 or m + 1 = 0
1
m= 4
or −1
The solution of the differential equation is
1
y(x) = k1 e 4 x + k2 e−x

32
Activity 2:
Solve the differential equation y 00 − 6y 0 + 9y = 0
Solution
m2 − 6m + 9 = 0
(m − 3)(m − 3) = 0
m = 3 twice
y = c1 e3x + c2 xe3x
Activity 3: Solve 2y 00 − 2y 0 + 5y = 0
Solution

2m2 − 2m + 5 = 0

p
2± 4 − 4(2)(5)
m1,2 =
4

√
2± 4 − 40
m1,2 =
4

√
2± −36
m1,2 =
4

2 ± 6i
m1,2 =
4

1 ± 3i
m1,2 =
2

1 + 3i 1 − 3i
m1 = , m2 =
2 2

33
 1 3 3
y(x) = e 2 x (c1 cos x + c2 sin x)
2 2

Initial Value Problems

An initial value problem of second order differential equation with constant
coefficients consists of finding a solution that satisfies the initial conditions
y(x0 ) = y0 and y 0 (x0 ) = y0
Activity 3:
Solve the initial value problem
y 00 + 4y 0 − 5y = 0
Given that y(0) = 1, y 0 (0) = 0
Solution
The characteristics equation is
m2 + 4m − 5 = 0
m2 + 5m − m − 5 = 0
m(m + 5) − 1(m + 5) = 0
(m − 1)(m + 5) = 0
m = 1 or m = −5
The general solution of the differential equation is
y(x) = c1 ex + c2 e−5x
Using y(0) = 1
1 = c1 + c2 (22)

y 0 (x) = c1 ex − 5c2 e−5x

y 0 (0) = 0
c1 − 5c2 = 0 (23)

34
Solving the equation (22) and (23) simultaneously to obtain
c1 = 56 , c2 = 1
6

y(x) = 65 ex + 16 e−5x
Activity 4: Solve the initial value problem y 00 − y = 0
y(0) = 3, y 0 (0) = 2
Solution
The auxilliary equation is
m2 − 1 = 0
m2 = 1
m = ±1
y(x) = k1 ex + k2 e−x
y(0) = 3
k1 + k2 = 3 (24)

y 0 (x) = k1 ex − k2 e−x
y 0 (0) = 2
k1 − k2 = 2 (25)

Adding equation (24) and (25) to obtain

2k1 = 5
5
k1 = 2
1
Also, k2 = 2

y(x) = 52 ex + 12 e−x

Boundary Value Problem

A boundary value problem of second order Ordinary differential equation
with constant coefficients satisfies the boundary condition of the form y(x0 ) =

35
y0 , y(x1 ) = y1
The difference between an initial value problem and a boundary value prob-
lem is that while an initial value problem has one fixed point x0 , a boundary
value problem has two ends x0 and x1 .
Activity 5:
Solve the boundary value problem
y 00 − 6y 0 + 25y = 0 where y(0) = 1, y( Π8 ) = 2
Solution
The characteristics equation is
m2 − 6m + 25 = 0
√
6± 36−4(1)(25)
m1,2 = 2

= 3 ± 4i
m1 = 3 + 4i, m2 = 3 − 4i
y(x) = e3x (c1 cos4x + c2 sin4x)
y(0) = 1 gives
c1 = 1
y( π8 ) = 2 gives
3π
2 = e 8 (cos π2 + c2 sin π2 )
3π
2 = e 8 c2
−3π
c2 = 2e 8

−3π
y(x) = e3x (cos4x + 2e 8 sin4x)

Summary
Solutions of second order homogeneous differential equation with constant
coefficients was considered in this unit. Initial and boundary value problems

36
were also presented and solved.

Self Assessment Questions

Solve the following ordinary differential equations

(i) 4y 00 + y 0 = 0

(ii) 16y 00 + 24y 0 + 9y = 0

(iii) y 00 + 12y 0 + 36y = 0, y(1) = 0, y 0 (1) = 1

d2 y dy
(iv) dx2
+ dx
+y =0

(v) y 00 − 2y 0 + 5y = 0, y(0) = 1, y(3) = 0

Tutor Marked Assignment

Solve the following ordinary differential equation

(a) y 00 − 6y 0 + 8y = 0

(b) y 00 − 4y 0 + 8y = 0

(c) y 00 − 2y 0 + y = 0

(d) y 00 + 16y = 0, y( π4 ) = −3, y 0 ( π4 ) = 4

(e) y 00 + 100y = 0, y(0) = 1, y 0 (π) = −4

References
James Stewart (2011)
Calculus 8th Edition
Early Transcendents

37
Further Reading

38
Unit 6: General Theory of nth order linear dif-
ferential equation
Introduction: The subject of ordinary differential equations is one great
theoretical and practical importance because of its variety applications in
Sciences and Engineering.

Learning outcomes/Objectives
At the end of this unit, you should be able to:

(i) identify and classify an nth order linear differential equation as homo-
geneous or non-homogeneous

(ii) solve a nth order linear differential equation with constant coefficients.

Main Content
Basic Theory of Linear Differential Equations
A linear differential equation of order n is an equation of the form:

dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = F (x) (26)
dx dx dx
where a0 is not identically zero. Assume that a0 , a1 , . . . , an and F are contin-
uous real functions on a real interval a ≤ x ≤ b and that a0 (x) 6= 0 for any x
on a ≤ x ≤ b. The right hand side is called the non-homogeneous term.
If F is identically zero, the equation reduces to:
dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = 0 (27)
dx dx dx
and it is called homogeneous.

39
 Examples
d2 y dy
dx2
+ 3x dx + x3 y = ex is a linear differential equation of second order.
while
d3 y d y 2
2 dy
dx3
+ x dx 2 + 3x dx − 5y = sinx is a linear differential equation of the third

order.

Now, there is need to state the basic existence theorem for the initial
value problems associated with an nth order linear differential equation.
Theorem 4.01

Consider
dn y dn−1 y dy
a0 (x) + a 1 (x) + · · · + a n−1 (x) + an (x)y = 0 (28)
dxn dxn−1 dx
where a0 , a1 , . . . , an and F are continuous real functions on a real interval
a ≤ x ≤ b.
Let x0 be any point of the interval a ≤ x ≤ b and c0 , c1 , . . . , cn−1 be n
arbitrary real constants. Then, there exists a unique solution of (28) such
that f (x0 ) = c0 , f 0 (x0 ) = c1 , . . . , f n−1 (x0 ) = cn−1 and this solution is defined
over the entire interval a ≤ x ≤ b.

Consider the initial value problem

d2 y dy
dx2
+ 3x dx + x3 y = e x
y(1) = 2
y 0 (1) = −5
The coefficients 1, 3x and x3 as well as the non-homogeneous term ex , in
this second order differential equation are all continuous for all values of x,

40
−∞ ≤ x ≤ ∞. The point x0 here is the point 1, which certainly belongs to
this interval; and the real numbers c0 and c1 are 2 and -5 respectively. This
tells us that a solution of the given problem exists is unique, and is defined
for all x, −∞ ≤ x ≤ ∞.
Also, consider the initial value problem
3
d y d y 2
2 dy
2 dx2 + x dx2 + 3x dx − 5y = sinx

y(4) = 3
y 0 (4) = 5
y 00 (4) = − 27
Here, the coefficients 2, x, 3x2 and −5 as well as the non-homogeneous
term sinx are all continuous fr all x, −∞ ≤ x ≤ ∞. The point x0 = 4 belongs
to the interval.; the real numbers c0 , c1 and c2 are 3,5 and − 27 respectively.
Therefore, this problem also has a unique solution which is defined for all x,
−∞ ≤ x ≤ ∞.
Theorem
Let f1 , f2 . . . , fm be any m solutions of the homogeneous linear differential
equation
n
d y dn−1y dy
a0 (x) dxn + a1 (x) dxn−1 + · · · + an−1 (x) dx + an (x)y = 0.

Then,
c1 f1 +c2 f2 +· · ·+cm fm (a linear combination of f1 , f2 , . . . , fm ) is a solution
of the differential equation where c1 , c2 , . . . , cm are m arbitrary constants.
Definition
The n functions f1 , f2 , . . . , fn are said to be linearly dependent on
a ≤ x ≤ b if there exists constants c1 , c2 , . . . , cn , not all zero, such that
a ≤ x ≤ b such that c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) = 0 for all x such that

41
a ≤ x ≤ b.
As an example, x and 2x are are linearly dependent on the interval 0 ≤
x ≤ 1 for there exist constants c1 and c2 , not both zero such that
c1 (x) + c2 (2x) = 0 for all x on the interval 0 ≤ x ≤ 1. For example, let
c1 = 2, c2 = −1
Definition
The n functions f1 , f2 , . . . , fn are said to be linearly independent on
the interval a ≤ x ≤ b if they are not linearly dependent. That is, the
functions f1 , f2 , . . . , fn are linearly independent on a ≤ x ≤ b if the relation
c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) = 0 for all x such that a ≤ x ≤ b implies
that c1 = c2 = · · · = cn = 0.
Definition
If f1 , f2 , . . . , fn are linearly independent solutions of the nth order homo-
geneous linear differential equation (28) on a ≤ x ≤ b, then the function f
defined by c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x), a ≤ x ≤ b where c1 , c2 , . . . , cn
are arbitrary constants is called a general solution of (28) on a ≤ x ≤ b.
d2 y
For example, sinx and cosx are solutions of dx2
+ y = 0 for all x; −∞ ≤
x ≤ ∞.
One can show that the two solutions are linearly independent. Thus, the
general solution may be expressed as the linear combination
y = c1 sinx + c2 sinx where c1 and c2 are arbitrary constants.
Definition
Let f1 , f2 , . . . , fn be real functions each of which has an (n−1) derivatives
on a real interval a ≤ x ≤ b, the determinant

42
 f1 f2 ... fn
f10 f20 ... fn0
W (f1 , f2 , . . . , fn ) = ..
.
(n−1) (n−1) (n−1)
f1 f2 . . . fn
in which primes denote derivatives is called the Wronskian of these n
functions.
Theorem
The n solution f1 , f2 , . . . , fn of the nth order homogeneous differential
equation (28) are linearly independent on a ≤ x ≤ b if and only if the
Wronskian of f1 , f2 , . . . , fn is different from zero for some x on the interval
a ≤ x ≤ b.
Activity 1
d2 y
Show that the solutions sinx and cosx of dx2
+ y = 0 are linearly inde-
pendent.

sinx cosx
W (sinx, cosx) = = −sin2 x − cos2 x = −1 6= 0
cosx −sinx

Since W (sinx, cosx) 6= 0, the solutions of sinx and cosx are linearly
independent.
Activity 2
d3 y 2
d y dy
The solutions ex , e−x and e2x of dx3
− 2 dx2 − dx
+ 2y = 0 are linearly
independent for

43
 ex e−x e2x 1 1 1
W (ex , e−x , e2x ) = ex −e−x 2e2x = e2x 1 −1 2 = −6e2x 6= 0
ex e−x 4e2x 1 1 4

Theorem
Let f be a nontrivial solution of the nth homogeneous linear differential
equation

dn y dn−1 y dy
a0 (x) + a 1 (x) + · · · + a n−1 (x) + an (x)y = 0 (29)
dxn dxn−1 dx
This reduces the equation (29) to an (n − 1)th order homogeneous linear
du
differential equation in the dependent variable w = dx
.
Consider the nontrivial solution of the second order homogeneous linear
equation

d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = 0 (30)
dx dx
Let the transformation be

y = fu (31)

then,

dy f du udf
= + (32)
dx dx dx

d2 y d2 u df du d2 f
= f + 2 + u (33)
dx2 dx2 dx dx dx2
Substitute equations (31), (32) and (33) into (30) to obtain

44
 h 2 i
df du d2 f df
a0 f ddxu2 + 2 dx + a1 f du
 
dx
+ u dx2 dx
+ u dx + a2 f u = 0
h i
d2 u df du d2 f df
 
= a0 f dx2 + 2a0 dx + a1 f dx + a0 dx2 + a1 dx + a2 f U = 0
Since f is a solution of (13), the coefficient of u is zero.
2 df
 dy
⇒ a0 f ddxu2 + 2a0 dx

+ a1 f dx =0
Let
du
w=
dx

 
dw df
⇒ a0 f + 2a0 + a1 f w = 0
dx dx

 0 
dw 2f a1
=− + dx
w f a0

Z
2 a1
ln |w| = − ln nf + − dx + ln c
a0
R a1 dx
−
ce a0
w=
f2
Since
du
=w
dx
,

R a1 dx
Z −
e a0
dx
U=
f2
R a1 dx
Z −
e a0
dx
y = fU = f
f2
which is the solution of the original second order differential equation
(30).

45
 Activity 3
Given that y = x is a solution of

d2 y dy
(x2 + 1) 2
− 2x + 2y = 0, (34)
dx dx
find a linearly independent solution by reducing the order.
Solution
Let
y = xu (35)

dy du
=x +u (36)
dx dx
2 2
dy d u du du d2 u du
2
= x 2
+ = x 2
+2 (37)
dx dx dx dx dx dx
Substitute (35), (36) and (37) into (34) to obtain
2
(x2 + 1)(x ddxu2 + 2 du
dx
) − 2x(x du
dx
+ u) + 2xu = 0
2
⇒ x(x2 + 1) ddxu2 + (x2 + 1) du
dx
) − 2x2 du
dx
− 2xu + 2xu = 0
2
⇒ x(x2 + 1) ddxu2 + 2 du
dx
=0
du
Let W = dx
, then,
x(x2 + 1) dw
dx
+ 2W = 0
dW dx
⇒ W
= x(x2 +1)
dW
 −2 2x

⇒ W
= x
+ x2 +1
dx
Integrating both sides to obtain
ln |W | = −2 ln |x| + In + (x2 + 1) + ln c
ln |W | = ln |x2 | + ln (x2 + 1) + ln c (Where c is a constant)
ln |W | = In |x−2 + (x2 + 1)c|
2
W = c (x x+1)
2

46
 du
Now, recall that dx
=W
du (x2 +1)
dx
=c x2

u = cx − x−2+1 + c2
1
u = cx − x
+ c2 (where c2 is a constant)
g(x) = y = xu = cx2 − 1 + xc2
The general solution is the linear combination of the solutions
yG = a1 x + a2 [cx2 − 1 + xc2 ]
Definition
Consider the nth-order (non-homogeneous) linear differential equation

dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = F (x) (38)
dx dx dx
the corresponding equation
dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = 0 (39)
dx dx dx
The general solution of (39) is called the complementary equation of
equation (38). Let this be denoted by yc . Any particular equation of (38)
involving no arbitrary constants is called a particular integral of (38). This
can be denoted as yp .
Solution y = yc + yp of (38) is called the general solution of (38).

1. Find the general solution of the corresponding homogeneous equation.

2. Make sure that the function g(t) belongs to the class of functions dis-
cussed in this section, that is, it involves nothing more than exponential
functions, sines, cosines, polynomials, or sums or products of such func-
tions. If this is not the case, use the method of variation of parameters
(discussed in the next section).

47
 3. If g1 (t) + · · · + gn (t), that is, if g(t) is a sum of n terms, then form n sub
problems, each of which contains only one of the terms g1 (t)+· · ·+gn (t).
The ith sub problem consists of the equation

ay 00 + by 00 + cy = gi (t), (40)

where i runs from 1 to n.

4. For the ith sub problem assume a particular solution Yi (t) consisting
of the appropriate exponential function, sine, cosine, polynomial, or
combination thereof. If there is any duplication in the assumed form
of Yi (t) with the solutions of the homogeneous equation (found in step
1), then multiply Yi (t) by t, or (if necessary) by t2 , so as to remove the
duplication. See Table 3.6.1.

5. Find a particular solution Yi (t) for each of the sub problems. Then the
sum Y1 (t) + · · · + Yn (t) is a particular solution of the non homogeneous
equation.

6. Form the sum of the general solution of the homogeneous equation

(step 1) and the particular solution of the non homogeneous equation
(step 5). This is the general solution of the non homogeneous equation.

7. Use the initial conditions to determine the values of the arbitrary con-
stants remaining in the general solution.

For some problems this entire procedure is easy to carry out by hand, but
in many cases it requires considerable algebra. Once you understand clearly
how the method works, a computer algebra system can be of great assis-
tance in executing the details. The method of undetermined coefficients is

48
self correcting in the sense that if one assumes too little for Y (t), then a
contradiction is soon reached that usually points the way to the modification
that is needed in the assumed form. On the other hand, if one assumes too
many terms, then some necessary work is done and some coefficients turn
out to be zero, but at least the correct answer is obtained.
Notes. Here s is the smallest non negative integer (s = 0, 1, 2) that will
ensure that no term in Yi (t) is a solution of the corresponding homogeneous
equation. Equivalently, for the three cases, s is the number of times 0 is a
root of the characteristic equation, α is a root of the characteristic equation
respectively, and α + iβ is a root of the characteristic equation respectively.
If g(t) is a sum of terms, it is usually easier in practice to compute sep-
arately the particular solution corresponding to each term in g(t). From the
principle of superposition (since the differential equation is linear), the par-
ticular solution of the complete problem is the sum of the particular solutions
of the individual problems. This is illustrated in the following example.
We shall be concerned with the equation
dn y dn−1 y dy
ao n
+ a 1 n−1
+ · · · + an−1 + an y = 0 (41)
dx dx dx
where a0 , a1 , · · · , an−1 , an are real constants.
We shall seek solutions of (41) of the form y = emx where m will be chosen
such that emx does satisfy the equation

y = emx
0
y = memx
00
y = m2 emx (42)
..
.
y n = mn emx

49
substituting (42) in (41), we obtain

a0 mn emx + a1 mn−1 emx + · · · + an−1 memx + an emx = 0

⇒ emx (a0 mn + a1 mn−1 + · · · + an−1 m + an ) = 0 (43)
⇒ a0 mn + a1 mn−1 + · · · + an−1 m + an = 0

since emx 6= 0
This equation (43) is called auxiliary equation or characteristic equation of
the given differential equation (41). We write the auxiliary equation (43)
and solve for m. Observe that (43) is formally obtained from (41) by merely
replacing the k th derivative in (41) by mk , (k = 0, 1, 2, ..., n). Three cases
arise, according as the roots of (43) are real and distinct,real and repeated,
or complex.
Consider the nth -order homogeneous linear differential equation (41) with
constant coefficients.If the auxiliary equation (2) has:

1. the n distinct real roots m1 , m2 , · · · , mn ,then the general solution of

(1) is
y = c1 em1 x + c2 em2 x + c3 em3 x + · · · + cn emn x

2. the real root m occurring k times,then the general solution of (1) corre-
sponding to the K-fold repeated roots is emx (c1 +c2 x+c3 x2 +· · ·+ck xk−1 )
and remaining roots are the distinct real numbers mk+1 , · · · , mn then
the general solution of (41)

3. The conjugate complex roots (a + bi) and (a − bi), neither repeated,

then the corresponding part of the general solution of may be written

eax (c1 sin bx + c2 cos bx)

50
 and if (a + bi) and (a − bi) are k-fold repeated roots, then the corre-
sponding part of the general solution is y = eax (c1 + c2 x + c3 x3 + · · · +
ck xk−1 ) sin bx + ck+1 + ck+2 x + · · · + c2k xk−1 cos bx

Activity 1
d2 y dy
Solve dx2
− 3 dx + 2y = 0
solution
let y = emx
y 0 = memx
y 00 = m2 emx
The auxiliary equation is
m2 − 3m + 2 = 0
(m − 1)(m − 2) = 0
m1 = 1, m2 = 2
The roots are real and distinct
Thus ex and e2x are solutions and the general solution may be written as
y = c1 ex + c2 e2x
We verify that ex and e2x are indeed linearly independent. Their wronskian
ex e2x
is w(ex , e2x ) = = e3x 6= 0
x 2x
e 2e
Therefore, we are assured of their linear independence
Activity 2
d2 y dy
Solve dx2
− 6 dx + 9y = 0
Solution
let y = emx
y 0 = memx

51
y 00 = m2 emx
The auxiliary equation is
m2 − 6m + 9 = 0
(m − 3)2 = 0
The roots of this equation are
m1 = 3, m2 = 3 (not distinct)
y = (c1 + c2 x)e3x
Activity 3
d2 y
Solve dx2
+y =0
The auxiliary equation is m2 + 1 = 0
m1 = i, m2 = −i
The general solution is c1 eix + c2 e−ix
Using Euler’s formula
eiθ = cosθ + isinθ and e−iθ = cosθ − isinθ
y = c1 (cosx + isinx) + c2 (cosx − isinx) = (c1 + c2 )cosx + i(c1 − c2 )sinx
y = Acosx + Bsinx
where A and B are arbitrary constants.
Activity 4
d2 y dy
Find the general solution of dx2
− 6 dx + 25y = 0
The characteristics (auxiliary) equation is
m2 − 6m + 25 = 0
√
6± 36−100 6+8i
m= 2
= 2
= 3 + 4i
m1 = 3 + 4i, m2 = 3 − 4i
The general solution is
y = c1 e(3+4i)x + c2 e(3−4i)x

52
y = c1 e3x e4ix + c2 e3x e−4ix
y = e3x (c1 e4ix + c2 e−4ix )
y = e3x [c1 (cos4x + isin4x) + c2 (cos4x − isin4x)]
y = e3x [(c1 + c2 )cos4x + (c1 − c2 )isin4x]
y = e3x (k1 cos4x + k2 sin4x)

Activity 5
d2 y dy
Solve the initial value problem dx2
− 6 dx + 25y = 0
y(0) = −3, y 0 (0) = −1
From activity (4), the solution is

y = e3x (k1 cos4x + k2 sin4x) (44)

dy
dx
= e3x (k1 (4)sin4x + k2 (4)cos4x) + (k1 cos4x + k2 sin4x)3e3x

dy
= e3x [(3k1 − 4k2 )sin4x + (4k1 + 3k2 )cos4x] (45)
dx
Applying the condition y(0) = −3 to equation (44)
−3 = e0 (k1 sin0 + k2 cos0)
k2 = −3 (46)

Applying the condition y 0 (0) = −3 t o equation (45)

−1 = e0 [(3k1 − 4k2 )sin0 + (4k1 + 3k2 )cos0]

4k1 + 3k2 = −1 (47)

Substituting equation (46) into (47), we have

k1 = 2
Therefore, k1 = 2, k2 = −3

53
The general equation (44) becomes
y = e3x [2cos4x − 3sin4x]

The Method of Undetermined Coefficients

We now consider the (non homogeneous) differential equation.

dn y dn−1 y dy
a0 n
+ a 1 n−1
+ · · · + an−1 = F (x) (48)
dx dx dx

where the coefficients a0 , a1 , · · · , an are constants but where the non homo-
geneous term F is (in general) a non constant function of x. The general
solution may be written as
y = yc + yp
where yc is the complementary function, that is the general solution of the
corresponding homogeneous equation (48) with F replaced by 0 and yp is
a particular integral, that is, any solution of (48) containing no arbitrary
constants.
The method of Undetermined Coefficients applies when the on homogeneous
function F in the differential equation is a finite linear combination of Un-
determined Coefficients (U.C) functions.

A function is called a U.C function if it is either (44) a function defined

by one of the following

(i) xn where n is a positive integer or zero

(ii) eax where a is a constant 6= 0

(iii) sin(b x + c) where b and c are constants b 6= 0

54
(iv) cos(b x + c) where b and c are constants b 6= 0

or (45) is a function defined as a finite product of two or more functions of

these four types.
Illustrative Examples

(1) Solve
d2 y dy
2
− 2 − 3y = 2ex − 10sinx (49)
dx dx
solution
The homogeneous equation is

d2 y dy
2
− 2 − 3y = 0 (50)
dx dx

The characteristic equation is m2 − 2m − 3 = 0

(m − 3)(m + 1) = 0
m1 = 3, m2 = −1
The complementary function is

yc = c1 e3x + c2 e− x (51)

We now form the U.C set for each of the two functions 2ex and −10sinx
S1 = {ex }
S2 = {sinx, cosx}
Note that neither of these sets is identical with non included in the
other and also by examining the complementary function, none of the
functions ex , sinx, cosx of S1 and S2 with the undetermined coefficients
A, B, C.
We determine these unknown coefficients by substituting the linear

55
 combination formed into equation (49)

yp = Aex + Bsinx + Ccosx (52)

yp0 = Aex + Bcosx − Csinx (53)

yp00 = Aex − Bsinx − Ccosx (54)

Substituting (52), (53) and (54) int o equation (49)

y = [Aex − Bsinx − Ccosx] − 2[Aex + Bcosx − Csinx] − 3[Aex +
Bsinx + Ccosx] = 2ex and − 10sinx
= −4Aex + [−4B + 2C]sinx + [−4C − 2B]cosx = 2ex − 10sinx
Equating coefficients of like terms
−4A = −2
−4B + 2C = −10
−4C − 2B = 0
A = − 21 , B = 2, C = −1
The particular integral
yp = − 12 ex + 2sinx − cosx
The general solution is
y = yc + yp = C1 e3x + C2 ex − 21 ex + 2sinx − cosx

d2 y dy
(2) Solve dx2
− 3 dx + 2y = 2x2 + ex + 2xex + 4e3x
Solution
d2 y dy
Consider dx2
− 3 dx + 2y = 0
The complementary function is
yc = C1 ex + C2 e2x

56
The non-homogeneous term 2x2 + ex + 2xex + 4e3x form the U.C set
S1 = {x2 , x, 1}
S2 = {ex }
S3 = {xex , ex }
S4 = {e3x }
These sets reduced to S1 , S3 , S4 since S2 is contained in S3 .
Note that S3 = {xex , ex } includes ex which is included in the comple-
mentary function. Each member of S3 was multiplied by x to obtain
S30
S30 = {x2 ex , xex }
The linear combinations are
yp = Ax2 + Bx + C + De3x + Ex2 ex + F xex
yp0 = 2Ax + B + 3De3x + Ex2 ex + 2Exex + F xex + F ex
yp00 = 2A + 9De3x + Ex2 ex + 4Exex + 2Eex + F xex + 2F ex
Substituting yp , yp0 , yp00 into the original differential equation, we have
(2A − 3B + 2C) + (2B − 6A)x + 2Ax2 + 2De3x + (−2E)xex +
(2E − F )ex = 2x2 + ex + 2xex + 4e3x
Equating the coefficients
2A − 3B + 2C = 0
2B − 6A = 0
2A = 2
2D = 4
−2E = 2
2E − F = 1
A = 1, B = 3, C = 27 , D = 2, E = −1, F = 3

57
 Th general solution is
y = yc + yp = C1 ex + C2 e2x + x2 + 3x + 27 + 2e3x − x2 ex − 3xex

d4 y d2 y
(3) dx4
+ dx2
= 3x2 + 4sinx − 2cosx
Solution
d4 y d2 y
dx4
+ dx2
=0
The complementary function is
yc = C1 + C2 x + C3 sinx + C4 cosx
The U.C sets for each of the three functions in the non homogeneous
term are
S1 = {x2 , x, 1}
S2 = {sinx, cosx}
Since S1 = {x2 , x, 1} includes 1 and x which are found in the com-
plementary function. We multiply each member of this set S1 by x2
since multiplying it by x will still include a member or term in the
complementary function. Also, each member of set x2 is multiplied by
x. then, we obtain
S1 = {x4 , x3 , x2 }
S2 = {xsinx, xcosx}
yp = Ax4 + Bx3 + Cx2 + Dxsinx + Excosx
Substituting yp , yp0 , yp00 into the original differential equation, we have
24A + Dxsinx − 4Dcosx + Excosx + 4Esinx + 12Ax2 + 6Bx +
2C − D.xsinx + 2Dcosx − Excosx − 2Esinx = 3x2 + 4sinx − 2cosx
Equating the coefficients, we have
24A + 2C = 0
6B = 0

58
 12A = 3
−2D = −2
2E = 4
A = 41 , B = 0, C = −3, D = 1, E = 2
The particular integral is
yp = 41 x4 − 3x2 + xsinx + 2xcosx
The general solution is
y = yc +yp = C1 +C2 x+C3 sinx+C4 cosx+ 41 x4 −3x2 +xsinx+2xcosx

d2 y dy
(4) Solve the initial value problem dx2
− 2 dx − 3y = 2ex − 10sinx y(0) = 2
y 0 (0) = 4
Solution
The general solution (following the normal procedures) is
y = C1 e3x + C2 e−x − 21 ex + 2sinx − cosx
y 0 = 3C1 e3x − C2 e−x − 21 ex + 2cosx + sinx
Applying the initial conditions y(0) = 2 and y 0 (0) = 4
2 = C1 e0 + C2 e0 − 21 e0 + 2sin0 − cos0
4 = 3C1 e0 − C2 e0 + 2cos0 + sin0
7
C1 + C2 = 2
5
3C1 − C2 = 2

C1 = 32 , C2 = 2
The final solution is
y = 23 e3x + 2e−x − 12 ex + 2sinx − cosx

Variation of Parameters

59
 While the process of carrying out the method of undetermined coefficients
is actually straight forward, the method applied is general to a rather class of
problems. For example, it would not apply to the apparently simple equation
d2 y
dx2
+ y = tanx
We thus seek a method of finding a particular integral which applies in all
cases (including variable coefficients) in which the complementary function
is known. Such method is the method of variation of parameters. We now
develop this method in connection with the general second order linear dif-
ferential equation with variable coefficients.

d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = F (x) (55)
dx dx
Suppose that y1 and y2 are linearly independent solution of the correspond-
ing homogeneous equation

d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = 0 (56)
dx dx
The complementary function of equation (55) is
c1 y1 + c2 y2
where c1 and c2 are arbitrary constants. The procedure in the method of
variation of parameters is to replace the arbitrary constants c1 and c2 by
respective functions v1 and v2 which will be determined. Now
v1 y1 + v2 y2
will be a particular integral of equation (55). We thus assume

yp = v1 y1 + v2 y2 (57)

yp0 = v1 y10 + v2 y20 + v10 y1 + v20 y2 (58)

60
At this point we impose equation (57), we then simplify yp0 by demanding
that
v10 y1 + v20 y2 = 0
With this condition imposed.

Summary
The general nth order linear differential equation was presented with some
methods of solution which include Wronskian and variation of parameter etc.

Self Assessment Question

Solve:

d2 y dy
1. dx2
− 5 dx + 6y = 0

d2 y dy
2. dx2
− 2 dx − 3y = 0

d y 2 dy
3. 4 dx2 − 12 dx + 5y = 0

d y 2 dy
4. 3 dx2 − 14 dx − 5y = 0

d2 y dy
5. dx2
− 8 dx + 16y = 0

d y 2 dy
6. 4 dx2 + 4 dx + y = 0

d2 y dy
7. dx2
+ 6 dx + 25y = 0

Tutor Marked Assignment

1. Given that e−x , e3x and e4x are all solutions of

61
 d3 y 2
d y dy
dx3
− 6 dx2 + 5 dx + 12y = 0

Show that they are linearly independent on the interval −∞ < x < ∞.
Write the general solution.

d y2 dy
2. Show that y = e2x is a solution of (2x + 1) dx2 − 4(x + 1) dx + 4y = 0 is

linearly independent solution by reducing the order. Write the general

solution.

d y 2 dy
3. Given that y = x2 is a solution of (x3 − x2 ) dx 3 2
2 − (x + 2x − 2x) dx +

(2x2 + 2x − 2)y = 0, find a linearly independent solution by reducing

the order.

(4) Write the general solution of the following:

d2 y dy
(a) dx2
− 3 dx + 2y = 4x2

d2 y dy
(b) dx2
− 2 dx − 8y = 4e2x − 21e−3x

d2 y dy
(c) dx2
+ 2 dx + 5y = 6sin2x + 7cos7x

d2 y dy
(d) dx2
+ 2 dx + 2y = 10sin4x

d2 y dy
(e) dx2
+ 2 dx + 4y = cos4x

(5) Solve the initial value problems:

d2 y dy
(a) dx2
− 4 dx + 3y = 9x2 + 4

y(0) = 6, y 0 (0) = 8

62
 d2 y dy
(b) dx2
+ 4 dx + 13y = 5sin2x

y(0) = 1, y 0 (0) = −2

d2 y
(c) dx2
+ y = 3x2 − 4sinx

y(0) = 1, y 0 (0) = 1

(6) Solve

d2 y dy
(a) dx2
+ 6 dx + 25y = 0

d2 y
(b) dx2
+ 9y = 0

d y2
(c) 4 dx2 + y = 0

d3 y d y 2 dy
(d) dx3
− 5 dx2 + 7 dx − 3y = 0

(7) Solve the initial value problems

d2 y dy
(a) dx2
− dx
− 12y = 0

y(0) = 3, y 0 (0) = 5

d y2 dy
(b) 9 dx2 − 6 dx + y = 0

y(0) = 3, y 0 (0) = −1

d2 y dy
(c) dx2
− 4 dx + 29y = 0

y(0) = 0, y 0 (0) = 5

d2 y dy
(d) dx2
+ 4 dx + 37y = 0

y(0) = 2, y 0 (0) = −4

63
References

Further Readings

64
 MODULE 2

LAPLACE TRANSFORM

65
Unit 1: Laplace Transforms

Introduction
The standard methods of solving second-order differential equations with
constant coefficients i.e ay 00 + by 0 + cy = f (x) are either by substitution of an
assumed solution or by using operator D methods. In each case ,the general
solution is first obtained and the arbitrary constants evaluated by using the
initial conditions.
A much neater and less tedious method is by the use of Laplace transform, in
which the solution of the differential equation is obtained largely by algebraic
processes.

Learning outcomes/objectives
At the end of this unit, you should be able to:

(i) define a Laplace transform; and

(ii) solve problem on Laplace transform

Main content
The Laplace transform of a function F (t) is denoted by `{F (t)} and is defined
by Z ∞
F (s) = `{f (t)} = f (t)e−st dt,
0

t > 0 where constant parameter s is assumed to be positive and large enough

to ensure that the product F (t)e−st converges to zero as t → ∞. The result

66
will be a function of s .Since the limits are substituted for t. ∴
Z ∞
F (s) = `{f (t)} = f (t)e−st dt
0

Activity 1
Find the Laplace transform of f (t) = a (constant)
Solution:

Z ∞
`(a) = ae−st dt
0

∞
est

=a
−s 0

−a
= (0 − 1)
s

a
=
s
Activity 2
Find the Laplace transform of f (t)=1
Solution: Z ∞
`(1) = e−st dt
0
∞
e−st
=
−s 0
−1
= (0 − 1)
s

1
=
s
67
Activity 3
Find the Laplace transform of f (t) = eat (a constant)
Solution:

Z ∞
at
`(e ) = eat e−st dt
0
Z ∞
= e(a−s)t dt
0
∞
e(a−s)t
=
(a − s) 0
1  − ∞
= e (s − a)t 0
a−s
1
= (0 − 1)
a−s

−1
=
a−s

1
=
s−a

Activity 4
If F (t) = Sinbt for t > 0

Z ∞
`(Sinbt) = e−st Sinbtdt
0

∞
−e−st
= 2 (sSinbt + bCosbt)
s + b2 0

68
 b
=
s 2 + b2
for all s > 0

Activity 5
If F (t) = Cosbt

Z ∞
`(Cosbt) = Cosbte−st dt
0
−st ∞
−e
= (−sCosbt + bSinbt)
s 2 + b2 0
s
= 2
s + b2
for all s > 0

Activity 6
If f (t) = tn where n is a positive integer.

Z ∞
n
`(t ) = tn e−st dt
0

−st ∞ Z ∞
ne n
t + tn−1 e−st dt
−s 0 s 0

n ∞ n−1 −st
Z
(0 − 0) + t e dt
s 0
n ∞ n−1 −st
Z
t e dt
s 0

69
Similarly

∞ ∞
n−1
Z Z
n−1 −st
t e dt = tn−2 e−st dt
0 s 0
Therefore

n n−1 n−2 1
`(tn ) = . . · · · . `(1)
s s s s

n(n − 1)(n − 2) · · · 2.1 1

= .
sn s

n!
=
sn+1

Activity 7
If f (t) = Sinhat

 
1 at −at
`(Sinhat) = ` (e − e )
2
1 ∞ at
Z
= (e − e−at )e−st dt
2 0
1 ∞ −(s−a)t
Z
= (e − e−(s+a)t dt
2 0
 
1 1 1
= −
2 s−a s+a
a
= 2
s − a2
Similarly
If f (t) = Coshat

 
1 at
`(Coshat) = ` (e + e−at )
2

70
 1 ∞ at
Z
= (e + e−at )e−st dt
2 0
1 ∞ (a−s)t
Z
= (e + e−(a+s)t dt
2 0
1 ∞ −(s−a)t
Z
= (e + e−(s+a)t dt
2 0
 
1 1 1
= +
2 s−a s+a
s
= 2
s − a2

Activity 8
Evaluate ` {2Sin3t} + ` {4Sinh3t}

= ` {2Sin3t} + ` {4Sinh3t}
2.3 4.3
= + 2
s2
+3 2 s − 32
6 12
= 2 2
+ 2
s +3 s − 32
6(s2 − 9) + 12(s2 + 9)
=
(S 4 − 81)
18s2 + 54
= 4
S − 81
18(s2 + 3)
=
(S 4 − 81)

71
Standard Transform

f (t) = `−1 {F (s)} F (s) = `{f (t)}

1
1 s>0
s
1
eat s>a
s−a
b
Sinbt s>b
s − b2
2
s
Cosbt s>b
s − b2
2

Activity 9
−d
`(tSin3t) = (` {Sin3t})
ds
 
−d 3
=
ds s2 + 32
= 3(s2 + 32 )−2 .2s
6s
=
(s2 + 9)2

Summary
Definition of Laplace transform with derivation of some basic results and
tables of standard Laplace transform were presented in this unit.

Student Marked Questions

1. Define a Laplace Transform

2. Find the Laplace transform of F (t) = e4t

72
 3. Determine the following:
(i)F (t) = t3
(ii)F (t) = Cos4t

4. Find the Laplace transform of F (t) = 2sSin3t + 4Sinh3t

Tutor Marked Assignment

1. Find the Laplace transforms of the following functions: (i) tCosh4t
(ii) t2 Cost (iii) e3t Cos5t

2. Find the Laplace Transform of F (t) = (t − 3)3

References

Further Readings

73
Unit 2: Important theorem/ properties of laplace
transform
Introduction: Our attention in this unit shall be directed towards some im-
portant theorems on Laplace transform that makes the problem a lot easier.
Having understood the basics of laplace transform we shall be dealing with
some properties which include shifting property etc. that makes a seemingly
complicated function to be easily solved.

Learning Outcomes/Objectives
At the end of this unit, you should be able to:

(i) state shifting properties of Laplace transform; and

(ii) apply the properties to solve Laplace transform problems

Theorem
ˆ If ` {F (t)} = f (s),then ` {e−at F (t)} = f (s + a)

ˆ If ` {F (t)} = f (s),then ` {tF (t)} = −d

ds
{f (s)}

n o R
∞
ˆ If ` {F (t)} = f (s),then ` F (t)
t
= 0 f (s)ds
n o
provided limt→0 F (t) t
exists

d n
In general, ` {tn F (t)} = (−1)n ds n {f (s)}

74
Main Content:

Property 1:
Laplace transform is linear, given c, k ∈ < (scalars) and f (t) and g(t) are
two functions of t, then
`{cf (t) + kg(t)} = c`(f (t)) + k`(g(t))
The proof of this is trivial

Property 2:
First shifting property. Multiplying f(t) by eat replaces s by s − a
That is, `{f (t)} = F (s), then
`{eat .f (t)} = F (s − a)
Activity 1: Find the laplace transform of f (t) = e−3t t3
solution
Note that
n!
`{tn } = sn+1
3! 6
`{t3 } = s4
= s4

`{e−3t t3 } = 3!
(s−(−3))4
= 6
(s+3)4

Property 3: The s-differentiation rule:

If `{f (t)} = F (s), then
d
`{tf (t)} = − ds F (s)
d n
Indeed, `{tn f (t)} = (−1)n ds n F (s)

Activity 2: Find the Laplace transform of `{f (t)} = tsin3t

Solution
3
`{sin3t} = s2 +9

75
 d
`{tsin3t} = − ds [ s23+9 ] = − (s2−6s
+9)2
6s
= (s2 +9)2

Activity 3:
Find the Laplace transform of f (t) = t2 e4t
solution
We shall attempt this example using the properties 2 and 3
Property 2:
f (t) = t2 e4t
2!
`{t2 } = s3
2!
`{t2 e4 t} = (s−4)3

Property 3:
1
`{e4t } = s−4
d 1 2
`{t2 e4 t} = (−1)2 ds 2 [ s−4 ]

d2
= [ 1 ]
ds2 s−4
= d
[ −1 ]
ds (s−4)2
2
(s−4)3

Property 4:
Second Shifting Rule

(a) `{f (t − a)H(t − a)} = e−as `{f (t)}

(b) `{g(t)H(t − a)} = e−as `{f (t + a)}

Activity 4: Find the Laplace transform of f (t) = sintH(t − π)

Solution
1
`{sint} = s2 +1

`{sintH(t − π)} = e−πs `{sin(t + π)}

76
 = e−πs `{−sint}
e−πs [ s2−1
+1
]
Property 5: Laplace transform of a derivative
Let f (t) = y 0 (t), then
R∞
`{f (t)} = `{y 0 (t)} = 0
y 0 (t)e−st dt
= S`{y(t)} − y(0)
Indeed, if f (t) = y n (t), then
`{y n (t)} = S n `{y(t)} − S n−1 y(0) − S n−2 y 0 (0) − · · · − y n−1 (0)
d2 y
Activity 5: Find the laplace transform of f (t) = dt2

Solution
R∞
`{y 0 (t)} = 0
y 00 (t)e−st dt
Using integration by parts
Choosing u = e−st ; du
dt
= −se−st
dv = y 00 (t) ; v = y 0 (t)
∞
= |y 0 (t)e−st |0 − y 0 (t)e−st dt
R

= 0 − y 0 (0) + S y 0 (t)e−st dt
R

∞
= −y 0 (0) + S |y(t)e−st |0 − y(t)e−st dt
R

= −y 0 (0) + S[0 − y(0) + S y(t)e−st dt]

R

= −y 0 (0) − Sy(0) + S 2 y(t)e−st dt

R

= −y 0 (0) − Sy(0) + S 2 `{y(t)}dt

= S 2 `{y(t)}dt − Sy(0) − y 0 (0)
Property 6:
Time scaling property
Let `{f (t)} = F (s), then
`{f (at)} = a1 F [ as ]

77
Activity 6:
Find `{cos3t}
Solution
s
Since `{cost} = s2 +1
s
Then, `{cos3t} = 31 [ s 23+1 ]
3
s
= 13 [ s23+9 ] = s
s2 +32
9
Property 7:
Rt
Let f (t) = 0 g(τ )dτ
Then,
F (s)
`{f (t)} = s
= 1s `{g(t)}
Activity 7:
Show that
Rt F (s)
`{ 0 g(τ )dτ } = s

Solution (or Proof)

Rt R∞ Rt
`{ 0 g(τ )dτ } = 0 [ 0 g(τ )dτ ]e−st dt
R∞ Rt −st
= 0 [ 0 g(τ )dτ ] dtd [ e−s ]
Using integration by parts
R R
udv = uv − vdu
Rt d e−st
u = 0 g(τ )dτ and dv = [
dt −s
]
We have
Rt ∞
Rt e−st 0 g(τ )dτ
R∞ Rt
`{ 0
g(τ )dτ } = [ −s
] + 1s [ 0
e−st d[ 0 g(τ )dτ ]]
0
By fundamental theorem of calculus,
d
Rx
[ f (u)du] = f (x)
dx 0
Rx
Also, d[ 0 f (u)du] = f (x)dx
Thus,

78
 Rt R∞
`{ 0
g(τ )dτ } = 1
s 0
e−st g(t)dt
= 1s F (s)
Other properties include:

R∞
(i) t-division frequency integration `[{ f (t)
t
}] = s
F (s)ds
Rt
(ii) Convolution rule: `[{(f og)(t)}] = 0
f (x)g(t − x)dx

Summary:
Properties of Laplace transform were considered in this unit with worked
examples

Self Assessment Questions

Find the Laplace transform of the following using the appropriate property

(i) t3 e6t

(ii) cos4t

(iii) tsin2t

Tutor Marked Assignment

Find the Laplace transform of the following

(i) cosh4t

(ii) e2t sin3t

(iii) t2 e−3t

(v) e−2t [cos2t + 25 sin2t]

79
References:
C.K. Alexander, M.N.O Sadiku(2012); Fundamentals of electric circuits,
Available online: angms.science—doc—math—transforms—math trans 3Lproperty.pdf
Alexei Vyssotski (2016); Basic of instrumentation, measurement and analy-
sis. Available online at https:——www.vyssotskioch—Basics of instrumen-
tation—Laplace transform.pdf

Further Reading:

80
Unit 3: Inverse Transforms
Introduction: The reverse process of obtaining the initial function from its
transform shall be discussed in this unit. It is expected that you are familiar
with transform functions as well as techniques of partial fraction in some
cases.

Learning Outcomes/Objectives:
At the end of this unit, you should be able to:
(i) find the laplace inverse of F (s)

Main content:
Now consider the reverse process. That is given a Laplace transform F (s), to
find a function f (t) whose Laplace transform is the given f (s).We introduce
the notation `−1 {F (s)} to denote such a function f (t) . i.e

f (t) = `−1 {F (s)}

Suppose that `{f (t)} = F (s)

Then, f (t) = `−1 {F (s)}

Z γ+iτ
1
= lim est F (s)ds
2πi T →∞ γ−iτ

The algorithm for finding the Laplace inverse is not by using the above
formula but by using the Laplace transform table.

Activity 1
 
−1 a
` = Sinat
s + a2
2

81
since
a
`(Sinat) =
s 2 + a2

Activity 2
Determine `−1 5s+1

s2 −s−12

Solution: We shall adopt partial fraction method to simplify the expression

5s + 1 5s + 1
=
s2 − s − 12 (s − 4)(s + 3)

5s + 1 A B
= +
(s − 4)(s + 3) (s − 4) (s + 3)
5s + 1 ≡ A(s + 3) + B(s − 4)

Put s = 4 we have
5(4) + 1 = 7A
A=3
Put s = −3,we have
5(−3) + 1 = B(−3 − 4)
−14 = −7B
B=2
Hence ,  
−1 5s + 1
` 2
s − s − 12
 
−1 3 2
=` +
(s − 4) (s + 3)
= 3e4t + 2e−3t

82
Activity 3
Determine `−1 1

s2 +6s+13

Now,

1 1 1
= =
s2 + 6s + 13 2
(s + 3) + 4 (s + 3)2 + 22
 
−1 1
=`
s2 + 6s + 13
 
1 −1 2
= `
2 (s + 3)2 + 22
1
= e−3t Sin2t
2

Summary
Techniques of finding the inverse Laplace transform were discussed in this
unit.

Self Assessment Questions

Find the function f (t) whose laplace transform is given by:

(A)
s 4 s+1
F (s) = + + 3
s2 +9 s−3 s

(B)
6
X s n
F (s) = + 2
n=0
s2 +n2 s + n2

83
Tutor Marked Assignment
Find the function f (t) whose laplace transform is given by:

1.
2
F (s) =
(s + 3)3

2.
e−πs
F (s) =
s2 + 1

3.
s 2 − a2
F (s) =
(s2 + a2 )2

References:
C.K. Alexander, M.N.O Sadiku(2012); Fundamentals of electric circuits,
Available online: angms.science—doc—math—transforms—math trans 3Lproperty.pdf
Alexei Vyssotski (2016); Basic of instrumentation, measurement and analy-
sis. Available online at https:——www.vyssotskioch—Basics of instrumen-
tation—Laplace transform.pdf

Further Reading:

84
Unit 4: Solution of Differential Equations by
Laplace Transforms Method
Introduction: Application of Laplace transform to solving ordinary differ-
ential equation shall be discuss in this unit. We shall be using the knowledge
of Laplace transform as well as its inverse to solve differential equation of
any order, initial value problem and boundary value problem.

Learning Outcome/Object
At the end of this unit, you should be able to solve any order differential
equation using Laplace transform.

Main Content
Let F 0 (t) be the first derivative of F (t) with respect to t and F 00 (t) be the
second derivative of F (t) with respect to t
Then

Z ∞
0
` {F (t)} = e−st F 0 (t)dt
0

Integrating by parts, we have

Z ∞
−st
= |e F (t)|∞
0 − F (t)(−se−st )dt
0
Z ∞
= 0 − F (0) + s F (t)(e−st )dt
0
Z ∞
= −F (0) + s F (t)(e−st )dt
0

= −F (0) + s` {F (t)}

85
Similarly
` {F 00 (t)} = −F 0 (0) + s` {F 0 (t)}

= −F 0 (0) + s(−F (0) + s` {F (t)}

= −F 0 (0) + −sF (0) + s2 ` {F (t)}

= s2 f (s) − sf (0) − F 0 (0)

Also
F 000 (t) = s3 f (s) − s2 f (0) − sf 0 (0) − f ”(0)

Theorem
Let F be a real function having a continuous (n − 1)st derivative F n−1 and
hence F, F 0 , · · · , F n−1 are all of exponential order eat . Suppose F n is piece-
wise continuous in every finite closed interval 0 ≤ t ≤ b, then ` {F n } existS
for s > α and

` {F n (t)} = sn ` {F (t)} − sn−1 F (0) − sn−2 F 0 (0) − sn−3 F 00 (0) − · · · − F n−1 (0)

Activity 1
dy
Solve the initial value problem dt
− 2y = e5t , y(0) = 3
Solution
Taking the Laplace transform of both sides

 
dy
− 2` {y} = ` e5t

`
dt
1
⇒ sy(s) − y(0) − 2y(s) =
s−5

86
where y(s) = `(y)

1
(s − 2)y(s) − 3 =
s−5
since y(0)=3.

1 1 + 3(s − 5)
(s − 2)y(s) = +3=
s−5 (s − 5)
3s − 14
(s − 2)y(s) =
(s − 5)
3s − 14
y(s) =
(s − 5)(s − 2
3s − 14
`(y) =
(s − 5)(s − 2
 
−1 3s − 14
y=`
(s − 5)(s − 2
This implies

3s − 14 A B
≡ +
(s − 5)(s − 2 s−2 s−5
3s − 14 ≡ A(s − 5) + B(s − 2)
8 1
A= 3
and B = 3

Therefore

     
−1 3s − 14 8 1 1 1
` = `−1 + `−1
(s − 5)(s − 2 3 s−2 3 s−5
8 1
= e2t + e5t
3 3

87
Activity 11
d2 y 2dy
Solve the initial value problem dt2
− dt
− 8y = 0 at y(0) = 3, y 0 (0) = 6
Solution:
Taking the Laplace transform of both sides

` {y 00 } − 2` {y 0 } − 8` {y} = ` {0}

s2 y(s) − sy(0) − y 0 (0) − 2(sy(s) − y(0) − 8y(s))

s2 y(s) − 3s − 6 − 2sy(s) + 6 − 8y(s) = 0

where ` {y} = ys

(s2 − 2s − 8)y(s) − 3s = 0
3s
y(s) =
(s2 − 2s − 8)y(s)
3s
=
(s − 4)(s + 2)
Resolving it to partial fractions

 
3s A B
= +
(s − 4)(s + 2) s−4 s+2
⇒ A = 2, B = 1
 
3s 1 1
= 2`−1 + `−1
(s − 4)(s + 2) s−4 s+2
∴
y = 2e4t + e−2t

88
Activity 2
Solve y 00 = 3 + 2t y(0) = y 0 (0) = 0
solution Taking the Laplace transform of both sides

3 2
s2 Y (s) − sy(0) − y 0 (0) = + 2
s s

Using the initial conditions, we have

3 2
s2 Y (s) = + 2
s s
3 2
Y (s) = 3
+ 4
s s
3 2
y(t) = L−1 Y (s) = L−1 ( 3
+ 4)
S s
= 3t2 + 2t3

Summary
Laplace transform solution of differential equation present an easy method
of solving DE . We were ask to solve some DEs (most especially initial value
problem) using Laplace transform and its inverse in this unit.

Student Marked Questions

dy
1. dt
− y = e3t at y(0) = 2

dy
2. dt
+ y = 2Sint at y(0) = −1

d2 y dy
3. dt2
− dt
− 2y = 18e−t + Sin3t at y(0) = 0, y 0 (0) = 3

89
Tutor Marked Assignment
1. Find the Laplace transforms of the following functions: (i)tCosh4t
(ii)t2 Cost (iii) e3t Cos5t

2. Find the Laplace Transform of F (t) = (t − 3)3

3. Solve the following initial value problem

(a)
5
y 00 − e−2t (cos2t + sin2t) = 0 y(0) = y 0 (0) = 0
2

(b)
d3 y d2 y dy
3
+ 3 2
+ − 5y = sinx y(0) = y 0 (0) = y 00 (0) = 0
dx dx dx

References

Further Readings

90
Unit 5: Solving systems of ordinary DE with
constant coefficient by Laplace transform
.
Introduction: We shall be discussing solution to system of ordinary differ-
ential equations using Laplace transform method. Majorly, the steps involved
are the same as when it is only one equation; the difference is the simple ma-
nipulation invovled.

Learning Outcome/Objective
At the end of this unit, you should be able to solve system of differential
equations using Laplace transform.

Main Content
A system of equations consists several equations in some unknown variables.
A typical example of system of differential equations with constant coeffi-
cients is of the form
dy1
= c11 y1 + c12 y2 + · · · + c1n yn + f1 (t)
dt
dy2
= c21 y1 + c22 y2 + · · · + c2n yn + f2 (t)
dt
···························

·····················
dyn
= cn1 y1 + cn2 y2 + · · · + cnn yn + fn (t) (1)
dt
The system of (1) is homogenous if all fi (t) = 0 while it is non-homogenous
when fi (t) 6= 0.

91
The simplest method to solving system of (1) is by reducing it to an nth
order DE. We shall illustrate the approach using examples.

Activity 1
Solve the equation
dy1
= 4y1 − y2 + et y1 (0) = y10 (0) = 0 1(a)
dt
dy2
= 2y1 + y2 + (t + 1) y2 (0) = y20 (0) = 0 1(b)
dt
Soln
From (1a), we have
dy1
y2 = − + 4y1 + et
dt
2
dy2 d y1 dy1
=− 2 +4 + et (2)
dt dt dt
Substituting (2) and (1b) into (1a)
d2 y1 dy1 t dy1 t d2 y1 dy1
− +4 +e = 2y1 +(− +4y1 +e )+(t+1) = +5 −6y1 = t+1 (3)
dt2 dt dt dt2 dt
Applying Laplace transform to both sides of (3)
1 1
S 2 Y1 (s) − sy1 (0) − y10 (0) + 5(SY (s) − y1 (0)) − 6Y1 (s) = +
s2 s
s+1
Y 1 (s)(s2 + 5s − 6) =
s2
s+1
Y 1 (s) =
s2 (s
+ 6)(s − 1)
31 1 1 1 5 1 2 1
Y 1 (s) = − ( ) − ( 2) + ( )+ ( )
252 s 6 s 252 s + 6 7 s−1
Taking Laplace inverse of both sides, we have
31 1 5 −6t 2 t
y1 (t) = − − t+ e + e
252 6 252 7
92
But
dy1
+ 4y1 + et
y2 = −
dt
1 5 2 31 1 5 −6t 2 t
= −[− − e−6t + et ] + 4[− − t+ e + e ] + et
6 42 7 252 6 252 7
1 5 2 31 2 5 8
= + e−6t − et − − t + e−6t + et + et
6 42 7 63 3 63 7

Activity 2
Solve the initial value problem
2y 0 − 6y + 3x = 0, 3x0 − 3x − 2y = 0, y(0) = 3, x(0) = 1

Solution
Taking the Laplace transform of both sides

2(sy(s) − y(0) − 6y(s) + 3x(s) = 0

3(sx(s) − x(0) − 3x(s) − 2y(s) = 0

Using the initial conditions

2sy(s) − 6 − 6y(s) + 3x(s) = 0

3sx(s) − 3 − 3x(s) − 2y(s) = 0

3x(s) + (2s − 6)y(s) = 6 (59)

(3s − 3)x(s) − 2y(s) = 3 (60)

we now solve the equation simultaneously, multiply (60) by (s − 3)

3x(s) + (2s − 6)y(s) = 6 (61)

93
 (s − 3)(3s − 3)x(s) − (2s − 6)y(s) = 3(s − 3) (62)

Adding (61) and (62), we have

3x(s) + (3s − 3)(s − 3)x(s) = 6 + 3(s − 3)

(3 + 3s2 − 9s − 3s + 9)x(s) = 3s − 3

(3s2 − 12s + 12) = 3s − 3 (63)

s−1
x(s) =
s2 − 4s + 4
s−1 A B
= +
(s − 2)2 s − 2 (s − 2)2
A(s − 2) + B
=
(s − 2)2
s − 1 = A(s − 2) + B

Put s = 2
B = 1, s = 0
−1 = −2A + B
2A = 2
A=1
s−1 1 1
x(s) =) = = +
s2 − 4s + 4 s − 2 (s − 2)2
x(s) = e2t + te2t

Multiply (61) by −(s − 1) to have

−(3s − 3)x(s) − (2s − 6)(s − 1)y(s) = −6(s − 1) (64)

Adding (60) and (64) gives

−((2s − 6)(s − 1) + 2)y(s) = −6(s − 1) + 3

94
 −(2s2 − 2s − 6s + 6 + 2)y(s) = −6s + 6 + 3
−3(2s − 3)
y(s) =
(2s2 − 8s + 8)
−3(2s − 3)
y(s) =
−2(s − 2)2
 
3 A B
+
2 s − 2 (s − 2)2
2s − 3 = A(s − 2) + B

∴ A = 2 and B = 1
 
3 2 1
y(S) = +
2 s − 2 (s − 2)2

 
3 2 1
y = `−1 +
2 s − 2 (s − 2)2
3
y = {2e2t + te2t
2
3t
y = 3e2t + e2t
2

Summary
Laplace transform method was used to solve system of ordinary differential
equations with constant coefficients.

Self Assessment Questions

Solve the system of equations by Laplace transform method:
dx1
dt
= 2x1 + x2 + (t − 1)
dx2
dt
= 4x1 − x2 + (t − 1)

95
Tutor Marked Assignment
Find the general solution by using Laplace transform
dy
dt
= 3y + x + t3 , y(0) = 0
dx
dt
= x − y + t3 , x(0) = 1

References:
Carloi Enrique Frasser (2019); Laplace transform and systems of ordinary
differential equation. Available online at Research gate.

Further Readings:

96
 MODULE 3

PARTIAL DIFFERENTIAL EQUATIONS

97
Unit 1: Basic Treatment of PDE in Two In-
dependent variables
Introduction: Partial differential equations are equations satisfied by deriva-
tives of functions of two or more independent variables. They describe all
types of physical phenomenon in engineering and science, ranging from tran-
sient heat conduction through vibrations of strings and plates. In this unit,
we shall be introducing the basics of Partial differential equations.

Learning outcomes/Objectives:
At the end of this unit, you should be able to:

(i) define a partial differential equation; and

(i) identify and classify partial differential equations.

Main Content:
Definitions: A Partial Differential Equation (PDE) is an equation for same
quantity v (dependent variable) which depends on the independent variables
x1 , x2 , x3 , · · · , xn ≥ 2, and involves derivatives of v with respect to at least
some of the independent variables.
F (x1 , · · · , xn , ∂x1 v, · · · , ∂xn v, ∂ 2 x1 v, ∂ 2 x1 x2 v, · · · , ∂ n x1 , · · · xn v) = 0

v = f (x1 , x2 , x3 , · · · , xn )
Thus,given a first order PDE is of the form:

98
 ∂v ∂v ∂v
c1 (x1 , x2 , x3 , · · · , xn ) +c2 (x1 , x2 , x3 , · · · , xn ) +· · ·+cn (x1 , x2 , x3 , · · · , xn ) +kv(x1 , x2 , x3 , · ·
∂x1 ∂x2 ∂xn
(65)
which can compactly be written as:

c1 (x1 , x2 , · · · , xn , v, vx1 , vx2 , · · · , vxn ) = α(x1 , x2 , · · · , xn ) (66)

Equation (65) above is a first order non-homogeneous partial differential

equation while it will be homogeneous if α(x1 , x2 , · · · , xn ) = 0. The expres-
sion in (65) are too general to be directly useful, so only some important
special cases will be examined. We consider the two special cases of (i) linear
(ii) Semilinear and quasilinear type of partial differential equation.
Definition
Linear first order partial differential equation for v(x, y) is denoted as:

c1 (x, y)Ux + c2 (x, y)Uy + c3 (x, y)U = c4 (x, y) (67)

where all ci (x, y) are arbitrary functions of x and y (which can be ordinary
constant) and the term c4 (x, y) is the non-homogeneous term if c4 (x, y) = 0,
then equation (66) is homogeneous. When c1 , c2 and c3 (x, y) are all constants,
the partial differential equation (66) becomes a constant coefficient partial
differential equation. Examples of linear equations includes:
∂v ∂v
∂t
+ c ∂x =0
Ux + xUy = U + 2
NOTE: (i) In applications, xi are often space variables (e.g x, y, z) and
a solution may be required in some region Ω of space. In this case, there
will be some conditions to be satisfied on the boundary ∂Ω; there are called

99
boundary conditions
(ii) Also. in application, one of the independent variables can be time (t say)
then these will be some initial conditions to be satisfied (i.e v is given at
t = 0 everywhere in Ω).
(iii) Again, in applications, system of PDEs can arise involving the indepen-
dent variables v1 , v2 , v3 , · · · , vm , m ≥ 1
The order of the PDE is the order of the highest (partial) differential coeffi-
cient in the equation

∂v ∂v
+c = 0; F irst order linear P DE [simplest wave equation]
∂t ∂x

∂ 2v ∂ 2v
+ = f (x, y); Second order linear P DE [P oison]
∂x2 ∂y 2
Definition ii: A non-linear equation is semilinear if the coefficients of the
highest derivative are functions of the independent variables only.

∂v ∂v
(x + 3) + xy 2 = v3
∂x ∂y

Definition iii: A non-linear PDE of order m is Quasilinear if it is linear in

the derivative of order m with coefficients depending only on x, y, · · · and
derivatives of order less that m
" 2 # "  2 # 2
∂ 2v ∂v ∂v ∂ 2 v

∂v ∂v ∂ v
1+ 2
−2 + 1+ =0
∂y ∂x ∂x ∂y ∂x∂y ∂x ∂y 2
Wave Equations
Waves in a string, sound waves, waves on stretch membrane

∂ 2v 1 ∂ 2v 1 ∂ 2v
2
= 2 2 or 2 2 = ∇2 v
∂x c ∂t c ∂t

100
 Heat Conduction Equations

∂v ∂ 2v
=k 2
∂t ∂x

or

∂v
= (k∇v) · ∇
∂t

where k is a constant (diffusion coefficient or thermometric conductivity)

Laplace’s Equation

∂ 2v ∂ 2v
+ = 0 [Second order linear equation]
∂x2 ∂y 2
or more generally
∇2 v = 0

Existence and Uniqueness

Before attempting to solve a problem involving PDE, it is needed to know if
a solution exists, and if it exists is the solution unique. Also, in a problem
wih respect to time, whether a solution exists for t > 0 (global existence) or
only up to a given value of t. That is, only for 0 < t < t0 (finte time blow
up, shock formation).
However, we say that the PDE with boundary or initial condition is well-
formed (or well-posed) if its solution exits (globally), is unique and depends
continuously on the assigned data. If any of the properties (existence, unique-
ness and stability) is not satisfied, the problem (PDE, boundary conditions
and initial conditions) is said to be ill-posed.

101
Example: A simple example of showing uniqueness is provided by:

∇2 v = F in Ω (P oisson0 s equation)

with v = 0 on ∂Ω, the boundary of Ω, and F in some given function of x.

Solution
Suppose v1 and v2 are two solutions satisfying the equation and the boundary
conditions. Then consider w = v1 − v2 ; ∇2 w = 0 in Ω and w = 0 on ∂Ω.
Now the divergence theorem gives,
Z Z
w∇w · nds = ∇ · (w∇w)dv,
∂Ω Ω
Z
w∇2 w + (∇w)2 dv


=
Ω

where n is a unit normal outwards from Ω

Z Z
2 ∂w
(∇w) dv = Ωw ds = 0
Ω ∂ ∂n
2
Now the integrand (∇w) is non-negative in Ω and hence for the equality to
hold we must have ∇w = 0; that is, w=constant in Ω. Since w = 0 on ∂Ω
and the solution is smooth, we must have w = 0 in Ω; i.e w1 = w2 . The same
∂v
proof works if ∂n
is given on ∂Ω or for mixed conditions.

Method of Forming Partial Differential Equa-

tion
A PDE is formed by two methods.
(i) By eliminating arbitrary constants

102
(ii) By eliminating arbitrary functions

Method of Eliminating Arbitrary Constants

Example
Form a partial differential equation from 4x2 + y 2 + (z − c)2 = a2

Solution

x2 + y 2 + (z − c)2 = a2 (68)

The above equation contains two arbitrary constants a and c.

∂z
Differentiating equation (68) with respect to x, we obtain 2x+2(z −c) ∂x =0

2x + 2(z − c)p = 0 (69)

∂z
where p = ∂x
.
Also, differentiating equation (68) with respect to y, we obtain 2y + (z −
∂z
c) ∂y =0

2y + (z − c)q = 0, (70)
∂z
where q = ∂y
.
Let us eliminate c from equations (69) and (70), we have from equation (69),
(z − c) = − xp .
Putting this value of z − c in equation (70), we have
y − xp q = 0 or yp − xq = 0

103
Substituting for p and q, we have our PDE as
∂z ∂z
y ∂x − x ∂y =0

Method of Elimination of Arbitrary Function

Example: Form the partial differential equations from z = f (x2 − y 2 )

solution

z = f (x2 − y 2 ) (71)

Differentiating equation (71) with respect to x and y we have

∂z
p= = f 0 (x2 − y 2 ) · 2x (72)
∂x

∂z
q= = f 0 (x2 − y 2 ) · −2y (73)
∂y
Dividing equation (72) by (73), we have
p
q
= − xy or py = −qx

Tutor Marked Assessment

Form the partial differential equations from
(i) ax2 + by 2 + z 2 = 1
(ii) (x − h)2 + (y − k)2 + z 2 = a2
(iii) 2z = (ax + y)2 + b
(iv) f (x + y + z, x2 + y 2 + z 2 ) = 0
(v) f (x2 + y 2 ) = z

104
References:

Further Reading:

Lagrange’s Linear Equation

Consider an equation in the form: P p + Qq = R
∂z ∂z
where P, Q and R are the functions of x, y, z and p = ∂x
, q= ∂y
.
Consider equation
Pp + Q q = R (74)

This form of equation is obtained by eliminating an arbitrary function f

f (u, v) = 0 (75)

where u and v are functions of x, y and z.

Differentiating equation (75) partially with respect to x and y, we have
   
∂f ∂u ∂u ∂z ∂f ∂v ∂v ∂z
+ + + =0 (76)
∂u ∂x ∂z ∂x ∂v ∂x ∂z ∂x
   
∂f ∂u ∂u ∂z ∂f ∂v ∂v ∂z
+ + + =0 (77)
∂u ∂y ∂z ∂y ∂v ∂y ∂z ∂y
∂f ∂f
Let us eliminate ∂u
and ∂v
from equations (76) and (77)

   
∂f ∂u ∂u ∂f ∂v ∂v
+ ·p =− + ·p (78)
∂u ∂x ∂z ∂v ∂x ∂z
   
∂f ∂u ∂u ∂f ∂v ∂v
+ ·q =− + ·q (79)
∂u ∂y ∂z ∂v ∂y ∂z
Dividing equation (78) by equation (79), we get
     
∂u ∂u ∂v ∂v ∂u ∂u ∂v ∂v
+ ·p + ·q = + ·q + ·p (80)
∂x ∂z ∂y ∂z ∂y ∂z ∂x ∂z

105
    
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
· − · p+ · − · q= · − · (81)
∂x ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x
If equation (78) and (79) are the same then the coefficients of p and q are
equal.
∂u ∂v ∂u ∂v
P = · − ·
∂x ∂z ∂z ∂y
∂u ∂v ∂u ∂v
Q= · − · (82)
∂z ∂x ∂x ∂z
∂u ∂v ∂u ∂v
R= · − ·
∂x ∂y ∂y ∂x
Now suppose u = c1 and v = c2 are two solutions, where a and b are con-
stants.
Differentiating u = c1 and v = c2 , we obtain

∂u ∂u ∂u
· dx + · dy + · dz = 0 (83)
∂x ∂y ∂z
∂v ∂v ∂v
· dx + · dy + · dz = 0 (84)
∂x ∂y ∂z
Solving equations (83) and (84), we get

dx dy dz
∂u ∂v
= = (85)
∂x
· ∂z
− ∂u
∂z
· ∂v
∂y
∂u
∂z
· ∂v
∂x
− ∂u
∂x
· ∂v
∂z
∂u
∂x
· ∂v
∂y
− ∂u
∂y
· ∂v
∂x

From equations (85), we have

dx dy dz
P
= Q
= R

Solutions of these equations are u = c1 and v = c2

Therefore, f (u, v) = 0 is the required solution.

106
WORKING RULE
First step: Write down the auxiliary equations
dx dy dz
P
= Q
= R

Second step: Solve the above auxiliary equations

Let the two solutions be u = c1 and v = c2
Third step: Then f (u, v) = 0 or u = φ(v) is the required solution of
Pp + Q q = R
Examples

∂z
(1) Solve the following differential equation yq − xp = z where p = ∂x
∂z
q= ∂y

Solution
yq − xp = z
Here are the auxiliary equations are:
dx dy dz
−x
= y
= z

− ln x = ln y − ln a
xy = a (86)

ln y = ln z + ln b
y
=b (87)
z
From equation (86) and (87), the solution is f (xy, yz )

(2) Solve (x2 − yz)p + (y 2 − zx)q = z 2 − xy

The auxiliary equations are:

107
 dx dy dz
x2 −yz
= y 2 −zx
= z 2 −xy

dx−dy dy−dz dz−dx

x2 −yz−y 2 +zx
= y 2 −zx−z 2 +xy
= z 2 −xy−x2 +yz

dx−dy dy−dz dz−dx

(x−y)(x+y+z)
= (y−z)(x+y+z)
= (z−x)(x+y+z)

dx−dy dy−dz dz−dx

(x−y)
= (y−z)
= (z−x)

By integrating, we have
log(x − y) = log(y − z) + log c1
log x−y
y−z
= log c1 or x−y
y−z
= c1
Similarly, from the above expression, we have
y−z
z−x
= c2
The required solution is
h i
x−y y−z
f y−z , z−x = 0

METHOD OF MULTIPLIERS
Let the auxiliary equations be:
dx dy dz
P
= Q
= R

Let l, m, n may be constants or functions of x, y and z, then we have

dx dy dz ldx+mdy+ndz
P
= Q
= R
= lP +mQ+nR

where l, m and n are chosen in such a way that

lP + mQ + nR = 0
ldx + mdy + ndz = 0

108
Solving this differential equation, a choice is made by taking u = c1 and
v = c2
Therefore, required solution is f (u, v) = 0

Examples
∂z ∂z
1. Solve (mz − ny) ∂x + (nx − lz) ∂y = ly − mx
Here, the auxiliary equations are:
dx dy dz
mz−ny
= nx−lz
= ly−mx

Using multipliers x, y and z,we get

xdx+ydy+zdz xdx+ydy+zdz
Each fraction = x(mz−ny)+y(nx−lz)+z(ly−mx)
= 0

xdx + ydy + zdz = 0

which on integration gives x2 + y 2 + z 2 = c1
Again using multipliers; l, m and n, we get
xdx+ydy+zdz ldx+mdy+ndz
Each fraction = l(mz−ny)+m(nx−lz)+n(ly−mx)
= 0

ldx + mdy + ndz = 0

which on integration gives
lx + my + nz = c2
Hence, the required solution is:
x2 + y 2 + z 2 = f (lx + my + nz)

∂z ∂z
2. Find the general solution of x(z 2 − y 2 ) ∂x + y(x2 − z 2 ) ∂x = z(y 2 − x2 )
Solution
The auxiliary simultaneous equations are:
dx dy dz
x(z 2 −y 2 )
= y(x2 −z 2 )
= z(y 2 −x2 )

Using multipliers x, y and z, we get

109
 Each term will give

xdx+ydy+zdz xdx+ydy+zdz
x2 (z 2 −y 2 )+y 2 (x2 −z 2 )+z 2 (y 2 −x2 )
= 0

xdx + ydy + zdz = 0

On integration, x2 + y 2 + z 2 = c1

The above expression can be written as

dx/x dy/y dz/z dx/x+dy/y+dz/z dx/x+dy/y+dz/z

(z 2 −y 2 )
= (x2 −z 2 )
= (y 2 −x2 )
= (z 2 −y 2 )+(x2 −z 2 )+(y 2 −x2 )
= 0
=
dx dy dz
x
+ y
+ z
=0
log x + log y + log z = log c2
log xyz = log c2 = xyz = c2
The general solution is xyz = f (x2 + y 2 + z 2 )

3. Solve (x2 − y 2 − z 2 )p + 2xyq = 2xz

Solution
(x2 − y 2 − z 2 )p + 2xyq = 2xz (88)

Here the auxiliary equations are:

dx dy dz
x2 −y 2 −z 2
= 2xy
= 2xz

Then, we have
dy dz
y
= z

which on integration gives

log y = log z + log a or log yz = log a

y
=a (89)
z
110
 Using multipliers x, y and z; we have
dx dy dz xdx+ydy+zdz
x2 −y 2 −z 2
= 2xy
= 2xz
= x(x2 +y 2 +z 2 )
2xdx+2ydy+2zdz dz
x2 +y 2 +z 2
= z

which on integration gives

log(x2 + y 2 + z 2 ) = log z + log b
The required solution is
x2 + y 2 + z 2 = zf yz

4. Solve px(z − 2y 2 ) = (z − qy)(z − y 2 − 2x3 )

Solution
px(z − 2y 2 ) = (z − qy)(z − y 2 − 2x3 )
px(z − 2y 2 ) + qy(z − y 2 − 2x3 ) = z(z − y 2 − 2x3 )
dx dy
Here, the auxiliary equations are: x(z−2y 2 )
= y(z−y 2 −2x3 )
=
dz
z(z−y 2 −2x3 )

Considering the first and last expressions, we have

dx dz
x(z−2y 2 )
= z(z−y 2 −2x3 )

Put y = az
dx dz
x(z−2a2 z)
= z(z−a2 z 2 −2x3 )

zdx − a2 z 2 dx − 2x3 dx = xdz − 2a2 xzdz

xdz − zdx − a2 (2xzdz − z 2 dx) + 2x3 dx = 0
On integrating, we have
z 2
x
− a2 zx + x2 = b
The required solution is
y a2 z 2
z
= f ( xz − x
+ x2 )

111
Self Assessment Questions
Solve the following partial differential equations

(1) x2 p + y 2 q + z 2 = 0

∂z ∂z
(2) zx ∂x − zy ∂y = y 2 − x2

(3) (y − z)p + (x − y)q = z − x

(4) (z 2 − 2yz − y 2 )p + (xy + zx)q = xy − zx

Tutor Marked Assignment

∂z ∂z
(1) y ∂x + y ∂y = z2 + 1

(2) zp + yq = x

∂z ∂z
(3) x ∂x + y ∂y + t ∂z
∂t
= xyt

∂z ∂z
(4) x2 ∂x + y 2 ∂y = (x + y)z

LINEAR HOMOGENEOUS PARTIAL DIF-

FERENTIAL EQUATIONS OF A N T H OR-
DER WITH CONSTANTS COEFFICIENTS
An equation of the type

∂ nz ∂ nz ∂ nz
a0 + a 1 + · + a n = F (x, y) (90)
∂xn ∂xn−1 ∂y ∂y n

112
is called a Homogeneous linear P.D.E of nth order with constant coefficients.
Putting ∂
∂x
= D and ∂
∂x
= D0
The equation (90) becomes

0
(a0 Dn + a1 Dn−1 + · · · + an D n )z = F (x, y) (91)

RULES FOR FINDING THE COMPLEMENTARY FUNC-

TION
Consider the equation:
2
∂ z 2
∂ z ∂ z 2
a0 ∂x2 + a1 ∂x∂y + a2 ∂y 2 = 0

0
or (a0 D2 + a1 DD0 + a2 D 2 )z = 0
First step: Put D = m and D0 = 1
a0 m2 + a1 m + a2 = 0
This is the auxiliary equation
Second step: Solve the auxiliary equation
Case 1: If the roots of the auxiliary equation are real and different, say m1
and m2
The the complementary function = f1 (y + m1 x) + f2 (y + m2 x)
Case 2: If the roots are equal, say m
The the complementary function = f1 (y + mx) + xf2 (y + mx)

RULES FOR FINDING THE PARTICULAR INTE-

GRAL
Given the PDE as:
f (D, D0 )z = F (x, y)

113
 1
Particular integral = f (D,D0 )
F (x, y)

1 epx+qy
(i) When F (x, y) = epx+qy ; Particular integral = f (D,D0 )
epx+qy = f (p,q)
Put
D = p, D0 = q

(ii) When F (x, y) = sin(px + qy) or cos(px + qy)

1
Particular Integral = f (D2 ,DD0 ,D0 2 )
sin(px + qy) or cos(px + qy)
sin(px+qy) or cos(px+qy)
= f (−p2 ,−pq,−q 2 )
0
Put D = −p2 , DD0 = −pq and D 2 = −q 2

(iii) When F (x, y) = xm y n

Particular integral = 1
f (D,D0 )
xm y n = [f (D, D0 )]−1 xm y n

SECOND ORDER LINEAR PARTIAL DIF-

FERENTIAL EQUATION
This section illustrates worked examples on second order linear PDE as given
below Examples
∂2z ∂2z
Solve ∂x2
− ∂x∂y
= sinxcos2y
Solution
∂2z ∂2z
∂x2
− ∂x∂y
= sinxcos2y
This can be written in the form: [D2 − DD0 ]z = sinxcos2y
where D = ∂
∂x
, D0 = ∂
∂y

Writing D = m and D0 = 1, the auxiliary equation is

m2 − m = 0 = m(m − 1) = 0
m = 0, 1

114
Complementary function = f1 (y) + f2 (y + x)
1 1 1
Particular integral = D2 −DD0
sinxcos2y = D2 −DD0 2
[sin(x + 2y) + sin(x − 2y)]
1 1 1 1
2 D2 −DD0
sin(x + 2y) + 2 D2 −DD0
sin(x − 2y)
Put D2 = −1, DD0 = −2 in the first integral and D2 = −1, DD0 = −2 in
the second integral
1 sin(x+2y) 1 sin(x−2y)
Particular integral = 2 −1−(−2)
+ 2 −1−(2)

= 21 sin(x + 2y) − 16 sin(x − 2y)

Hence, the complete solution is z = f1 (y)+f2 (y +x)+ 21 sin(x+2y)− 16 sin(x−
2y)

Self Assessment Questions

0
(1) Solve: (D2 + DD0 − 6D 2 )z = cos(2x + y)

∂2z 2
∂ z ∂2z
(2) Solve: ∂x2
− 2 ∂x∂y + ∂y 2
= sinx

Tutor Marked Assignment

∂2z 2
∂ z ∂ z2
2x+3y
(1) Solve: ∂x2
− 3 ∂x∂y + 2 ∂y 2 = e + sin(x + 2y)

∂2z 2
∂ z ∂ z2
(2) Solve: ∂x2
+ 3 ∂x∂y + 2 ∂y 2 = x + y

115
APPLICATIONS OF ORDINARY DIFFER-
ENTIAL EQUATIONS AND PARTIAL DIF-
FERENTIAL EQUATIONS TO PHYSICAL,
LIFE AND SOCIAL SCIENCES
To solve a physical problem mathematically, it is commonly necessary to re-
solve a differential equation. The differential equation expresses the relevant
physical law and the particular integral applies to the specific situation.
The following are the applications of Ordinary Differential Equation in real
life situation:

(a) Through electric circuits

(b) Heat Conduction

(c) Vertical motion

(d) Chemical action

Examples The rate at which ice melts is proportional to the amount of

ice at the instant. Find the amount of ice left after two hours if half of the
quantity melts in 30 minutes.
Solution
Let m be the amounts of ice at any time t
dm
dt
= km
Using variable separable, we have
dm
m
= kdt

116
 dm
R R
m
=k dt + c
log m = kt + c, t = 0, m = M (92)

log M = 0 + c = log M = c
On putting the value of c, (92) becomes

log m = kt + log M (93)

M
m= 2
; when t = 12 hour
log M2 = K
2
+ log M = log 12 = k
2

k = 2 log 12
On putting the value of k in (93), we have

1
log m = (2 log )t + log M (94)
2

On putting t = 2hours in (94), we have

4 log 21 + log M
m
log M = log[ 12 ]4 = m
M
= 1
16
m = M
16
1
Therefore after two hours, amount of ice left = 16
of the amount of ice at
the beginning.

APPLICATIONS OF PARTIAL DIFFERENTIAL EQUA-

TIONS
(a) Conduction of heat in bars and solids

(b) Slow motion in hydrodynamics

(c) Diffusion of vorticity in viscous fluid flow

(d) Diffusion of neutrons in atomic piles

117
 (e) Wave equations

(f) Vibrating strings.

EXAMPLES Consider an elastic string tightly stretched between two points

O and A. Let O be the origin and OA as x axis. Let y be the displacement
at the point P (x, y) at any time. The wave equation
∂2y ∂ y 2

∂t2
= c2 ∂x2

Let y = XT where X is a function of x only and T is a function of t only.

∂y
∂t
= X ∂T
∂t
∂y
and ∂x
= T ∂X
∂x

Since T and X are functions of a single variable only.

∂2y 2
∂t2
= X ∂∂tT2
∂2y 2
and ∂x2
= T ∂∂xX2
Substituting these values in the given equation, we get
2 2
X ∂∂tT2 = c2 T ∂∂xX2
By separating the variables, we get
∂2T ∂2X
∂t2
/c2 T = ∂x2
/X =k
1 ∂2T 1 ∂2X
c2 T ∂t2
= X ∂x2
∂2T ∂2X
∂t2
− kc2 T = 0 and ∂x2
−k =0
√
Auxiliary equations are: m2 − kc2 = 0 = m = ±c k
√
m2 − k = 0 = m = ± k
case 1
√ √
If k > 0; T = c1 ec kt
+ c2 e−c kt
√ √
X = c3 ec kx
+ c4 e−c kx

case 2
√ √
If k < 0; T = c5 cos c kt + c6 sin c kt

118
 √ √
X = c7 cos c kx + c8 sin c kx
case 3
If k = 0; T = c9 t + c10
X = c11 x + c12
These are 3 cases depending upon the particular problems. Here, we are
dealing with wave motion (k < 0)
y = TX
√ √ √ √
y = [c5 cos c kt + c6 sin c kt][c7 cos c kx + c8 sin c kx]

Self Assessment Questions

(a) A tightly stretched string with fixed end points x = 0 and x = π is
initially at rest in its equilibrum position. If it is set vibrating by giving
each point at a velocity [ ∂u ] = 0.03 sin x − 0.04 sin 3x, then find the
∂t t=0

displacement y(x, t) at any point of the string at any time t

(b) A string of length L is initially at rest in equilibrum position at each

points given velocity, [ ∂y ] = b sin3
∂t t=0
πx
L
. Find the displacement y(x, t).

Tutor Marked Assignment

(a) The acceleration and velocity of a body falling in the air approximately
satisfy the equation. Acceleration = g − kv 2 , where v is the velocity
of the body at any time t and g, t are constants. Find the distance
travelled as a function of the time, if the body falls from rest. Show
that the value of v will never extended kg
p

119
References:
H.K Dass (2008); Advanced Engineering Mathematics. S.Chand Publishing
Limited: Univesity of Hull, England.

Further Readings:

120