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1 Solving Differential Equations – FP 2 | 28/3/2011 Ismail Samee Uddin

1st Order Differential Equations


Linear 1st Order Differential Equations

( ) ( )}

Solving Linear 1st Order Differential Equations


1. Write the differential equation in standard form.
2. Find the integrating factor ∫ ( ) .

3. Multiply the standard form differential equation by the integrating factor.


4. Integrate both sides with respect to .

∫ * + ∫ ( )

Example

∫ { } ∫

Solving non-linear 1st Order Differential Equations

Example
Solve the differential equation by using the substitution below:

∫ * + ∫ ( )( ) ∫


2 Solving Differential Equations – FP 2 | 28/3/2011 Ismail Samee Uddin

Solving Differential Equations – Method II (Applicable to SODE)

( )}

Reduced equation

Particular integral

𝑓(𝑥) 𝑝𝑥 𝑞 𝑓(𝑥) 𝑐𝑒 𝑥 𝑓(𝑥) 𝜇


𝑷𝑰 𝒚𝒑 𝝀𝒙 𝝁 𝑷𝑰 𝒚𝒑 𝒂𝒆𝒙 𝑷𝑰 𝒚𝒑 𝝀

𝒅𝒚
𝒂 𝒃𝒚 𝒇(𝒙)
𝒅𝒙

𝑓(𝑥) 𝑝𝑥 𝑞𝑥 𝑟 𝑓(𝑥) 𝑝 si 𝑥 𝑞 cos 𝑥


𝑷𝑰 𝒚𝒑 𝝀𝒙𝟐
𝝁𝒙 𝑷𝑰 𝒚𝒑 𝝀 𝐬𝐢𝐧 𝒙 𝝁 𝐬𝐢𝐧 𝒙
𝒏

Example

( )

( )
3 Solving Differential Equations – FP 2 | 28/3/2011 Ismail Samee Uddin

2nd Order Differential Equations

Auxiliary equation

Complementary Function

𝒂𝒌𝟐 𝒃𝒌 𝒄 𝟎
Equal roots 𝑘 Complex roots 𝑝 𝑞𝑖
𝒚𝒄 𝒆𝒌𝒙 (𝑨 𝑩𝒙) 𝒚𝒄 𝒆𝒑𝒙 (𝑨 𝐜𝐨𝐬 𝒒𝒙 𝑩 𝐬𝐢𝐧 𝒒𝒙)

Real and unequal roots 𝑘 𝑘


𝒚𝒄 𝑨𝒆𝒌𝟏𝒙 𝑩𝒆𝒌𝟐𝒙

Special Case

cos si

Example

Complementary Function Particular Integral


( )

( )( )
* +

( ) ( )
( )
4 Solving Differential Equations – FP 2 | 28/3/2011 Ismail Samee Uddin

Example II

cos

Complementary Function Particular Integral


cos si
si cos
√ ( )
( ) cos si
( cos si )

( cos si ) ( si cos ) ( cos si ) cos

( )

( )
5 Solving Differential Equations – FP 2 | 28/3/2011 Ismail Samee Uddin

Differential Eqns with variable coefficients


Four key results

, ( )- , ( )-

, ( )- , ( )-

Example

Let

( )

→ { }

{ } { }

Use result in differential equation:

( ) ( )

( ) ( )

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