ADVANCED ENGINEERING MATHEMATICS

INTRODUCTION

This course introduces students of engineering, physics, mathematics, and

computer science to those areas of mathematics, which are most important in
connection with practical problems.
The content and character of mathematics needed in applications are
changing rapidly. In recent years the number of topics in mathematics required of
engineers and scientists has greatly increased. Linear algebra – especially matrices
– and numerical methods for computers are of increasing importance. Real
analysis (ordinary and partial differential equations) and complex analysis remain
indispensable. This is to be expected since mathematics plays a vital role as a
language in the formulation and solution of problems involving science and
engineering and as these problems become more complex it is natural that the
mathematical methods needed for their solution should increase in number and
complexity.
The purpose of this course is to provide important advanced mathematical
concepts and methods needed by engineers, scientists, physicists, as well as
mathematicians who are interested in the applications of their field. This course
will help pave the way for the present development and will prepare students for
the present situation and the future by a modern approach to the areas that are
presently causing basic changing.
The general trend seems clear. Details are more difficult to predict. Students
need solid knowledge of basic principles, methods, and results, and a clear
perception of what engineering mathematics is all about.

Three phases of solving problems:

1) MODELING – translating given physical or other information and data
into mathematical form, into a mathematical model (a differential
equation, a system of equations or some other expression). This is of
great importance to the engineer, physicist, and computer scientist.
2) SOLVING – obtaining the solution by selecting and applying suitable
mathematical methods, and in most cases doing numerical work on a
computer.
3) INTERPRETING – understanding the meaning and the implications of
the mathematical solution for the original problem.

Note: It is important that students become familiar with ways to think

mathematically, recognize the need for applying mathematical methods to
engineering problems, realize that mathematics is a systematic science built on
relatively few basic concepts and involving powerful unifying principles, and get a
firm grasp for the interrelation between theory, computing, and experiment.

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References:
1) Advanced Engineering Mathematics
By: C R Wylie and L C Barrett
2) Elementary Differential Equations
By: Rainville and Bedient
3) Advanced Engineering Mathematics
By: Erwin Kreysig
4) Advanced Mathematics (Schaum Outline Series)
By: Spiegel

Course Objectives:
1. To teach the theory and analytic solution methods for ordinary
and partial differential equations.
2. To apply the solution methods to engineering problems.

Class Requirements:
1. Three (3) Exams
Exam 1 - Bessel Functions, Legendre Polynomials,
Power Series Method
Exam 2 - Sturm-Liouville Problems,
PDE by Separation of Variables
Exam 3 - PDE Solution by Laplace Transform
2. One (1) Final Exam
3. Assignments

Grading System:
Exams - 40 %
F Exam - 40 %
Assignments - 20 %

Based: 50
Passing: 75

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COURSE OUTLINE

1. Review
2. Bessel Functions
a) Power Series Solution
- Near Ordinary Point
- Near Regular Singular Point
b) Bessel Equation
- Power Series Solution
- Gamma Function
- Bessel Functions
c) Modified Bessel Functions
d) Equation Solvable with Bessel Functions
e) Identities for Bessel Functions
3. Legendre Polynomials
a) Legendre Equation
b) Legendre Polynomials
4. Sturm-Liouville Problem
a) Definition
b) Orthogonality
c) Special Cases
- Trigonometric Functions
- Bessel Functions
- Legendre Polynomials
- Laguerre Polynomials
- Hermite Polynomials
5. Partial Differential Equations
a) Characteristics and Classification of PDE’s
b) Derivation of PDE’s
c) D’Alembert Solution of Wave Equation
d) Separation of Variables Method
- Wave Equation
- Heat Flow Equation
- Other PDE’s
e) Laplace Transforms
- Review of Laplace Transform
- Application of ODE
- Application of PDE

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SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

ODE

LINEAR NON-
LINEAR

HOMOGENEOUS NON
HOMOGENEOUS

Linearity is determined by the way the dependent variable y and its

derivatives are of the first degree.

Reasons for Studying Second-Order Equations

1) They have important applications in mechanics and in
electric circuit theory, which make them more important than higher order
linear equations.
2) Their theory is typical of that of linear differential
equations of any order (but with simpler formulas than in higher order cases),
so that the transition to higher order equations involves only very few new
ideas.

I. HOMOGENEOUS EQUATIONS
A. Homogeneous Equations with Constant Coefficients
y   ay   by  0
where: a and b are constants
This equation has important applications, especially in connection with
mechanical and electrical vibrations.
Solution:
1) Get the characteristic equation (or auxiliary equation)
i.e., 2  a  b  0
2) Case I –Two Distinct Real Roots  1 and  2 [(a 2  4b)  0]
y  c 1e 1x  c 2 e  2 x
a
Case II –Real Double Root    [(a 2  4b)  0]
2
ax ax
 
y  c 1e 2  c 2 xe 2

or y  c 1x 0 e x  c 2 xe x
Case III –Complex Roots [(a 2  4b)  0]

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Pattern: [(   a) 2  b 2 ]y  0
y  c 1e ax cos bx  c 2 e ax sin bx

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Example 1: Solve the initial value problem
y   y   2y  0, y(0)  4, y (0)  -5
Example 2: Solve the initial value problem
y   4 y   4 y  0, y(0)  3, y (0)  1
Example 3: Solve the initial value problem
y   2y   5 y  0, y(0)  1, y (0)  5

Boundary Value Problems – these are boundary conditions, which refer to the
endpoints (boundary points) of an interval.

Example 4: Solve the boundary value problem

y   y  0, y(0)  3, y( )  -3

PROBLEM SET
1. Find the general solution of the following DE:
a) y   3 y   2y  0 c) y   9 y  0
b) y 
  4 y   0 d) y   6 y   9 y  0
2. Solve the following initial value problems:
a) y   9y  0, y(0)  5, y (0)  9
b) y   9y  0, y()  -2, y ( )  3
c) y   4 y   4 y  0, y(0)  3, y (0)  10
3. Solve the following boundary value problems:
a) y   16 y  0, y(0)  5, y( 41 )  5e

b) y   2y   2y  0, y(0)  -3, y( )  0
2

B. Euler-Cauchy Equation
x 2 y   axy   by  0 (a, b constant)
Auxiliary Equation:
m 2  (a  1)m  b  0

CASE I (Distinct Real Roots)

y 1 ( x )  x m1 y 2 ( x )  x m2
y  c 1x m1  c 2 x m2

Example 5: Solve the Euler-Cauchy equation

x 2 y   2.5 xy   2.0 y  0

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 CASE II (Double Root)
y 1 ( x )  x (1a ) / 2 y 2 ( x )  x (1a ) / 2 ln x
y  (c 1  c 2 ln x )x (1a ) / 2

Example 6: Solve x 2 y   3 xy   4 y  0

CASE III (Complex Conjugate Roots)

m1    i m 2    i

y 1 ( x )  x cos( ln x ) y 2 ( x )  x  sin( ln x )

y  x   A cos( ln x )  B sin(  ln x )

Example 7: Solve x 2 y   7 xy   13 y  0

PROBLEM SET
1. Find the general solution of the following DE:
a) xy   4 y   0
b) x 2 y   2xy   2y  0
c) x 2 y   xy   y  0
2. Solve the initial value problem
x 2 y   4 xy   4 y  0, y(1)  4, y (1)  13

II. NONHOMOGENEOUS EQUATIONS

y   p( x )y   q( x )y  r ( x )

General Solution:
y( x )  y h ( x )  y p ( x )
where: y h ( x )  c 1y 1 ( x )  c 2 y 2 ( x ) {Gen Soln of Homogeneous Eqtn}
y p (x)            {Par Soln of Non-Homogeneous
Eqtn}
Method for finding yp (Method of Undetermined Coefficients)
1) Basic Rule. If r(x) is one of the functions in the first column in the
Table below, choose the corresponding function y p in the second column
and determine its undetermined coefficients by substituting yp and its
derivatives.
2) Modification Rule. If a term in your choice for y p happens to be a
solution of the homogeneous equation corresponding to the equation (
y   ay   by  r( x ) ), then multiply your choice of yp by x (or by x2 if this

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 solution corresponds to a double root of the characteristic equation of
the homogeneous equation).
3) Sum Rule. If r(x) is the sum of functions listed in several lines of
Table below, first column, then choose for y p the sum of the functions in
the corresponding lines of the second column.
Term in r(x) Choice for yp
ke x Ce x
kx n (n  0,1,2,...) K n x n  K n 1x n 1  ...  K 1x  K 0
k cos x K cos x  M sin x
k sin x K cos x  M sin x
ke x cos x e x (K cos x  M sin x )
ke x sin x e x (K cos x  M sin x )

Example 8: Solve the equation y   4 y  8 x 2

Example 9: Solve y   3 y   2y  e x

PROBLEM SET
1. Find the general solution
1) y   y  3 x 2
2) y   6y   9y  18 cos 3x
3) y   4 y  e 2 x
4) y   2y   5 y  5 x 2  4 x  2