Kuliah Diff Eq WS

DIFFERENTIAL EQUATIONS
(DE)
Definitions and Terminology

DEFINITION: differential equation
An equation containing the derivative of

one or more dependent variables, with
respect to one or more independent
variables is said to be a differential
equation (DE).
Differential Equations
A differential equation is an algebraic equation

that contains some derivatives:
dy
5 y 3t
dt
d2y
dy
7 3y 0
2
dx
dx
Recall that a derivative indicates a change in a

dependent variable with respect to an
independent variable.
In these two examples, y is the dependent
variable and t and x are the independent
variables, respectively.
Why study differential equations?
Many descriptions of natural phenomena are

relationships (equations) involving the rates at
which things happen (derivatives).
Equations containing derivatives are called

differential equations.
Ergo, to investigate problems in many fields of

science and technology, we need to know
something about differential equations.
Why study differential equations?
Some examples of fields using differential

equations in their analysis include:
Solid mechanics & motion

heat transfer & energy balances
vibrational dynamics & seismology
aerodynamics & fluid dynamics
electronics & circuit design
population dynamics & biological systems
climatology and environmental analysis
options trading & economics
Examples of Fields Using Differential

Equations in Their Analysis
dh
A
C d Ao 2 gh
dt
d2x
dx
dy
m 2 c
kx c ky
dt
dt
dt
dH
k H 70
dt
d2x
dx
m 2 c
kx 0
dt
dt
Hot
Bath
Cool
Bath
d2x
dx
m 2 c
kx k f i
dt
dt

Recall Calculus
Definition of a Derivative
If y f (x) , the derivative of y or f (x)

With respect to x is defined as
dy
f ( x h) f ( x )
lim
dx h 0
h
The derivative is also denoted by
'
y ,
df
or f ' ( x)
dx

Recall the Exponential function
y f ( x) e
2x
dependent variable: y
independent variable: x
dy d (e 2 x )
2 x d (2 x)
2x
2
e
2y
dx
dx
dx

Differential Equation:
Equations that involve dependent variables and
their derivatives with respect to the independent
variables.
Differential Equations are classified by

type, order and linearity.

Differential Equations are classified by
type, order and linearity.
TYPE
There are two main types of differential
equation: ordinary and partial.

Ordinary differential equation (ODE)
Differential equations that involve only
ONE independent variable are called
ordinary differential equations.
Examples:
dy
x
,
5y e
dx
d2y
dy
, and
6
y
0
dx 2 dx
only ordinary (or total ) derivatives
dx dy
2x y
dt dt
ordinary differential equations

Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
Examples:.
1.
dy
2x 3
dx
2.
d2y
dy
3
ay 0
2
dx
dx
3.
d 3 y dy
3
dx
dx
6y 3
y is dependent variable and x is independent variable,

and these are ordinary differential equations

Partial differential equation (PDE)
Differential equations that involve
two or more independent variables are called
partial differential equations.
Examples:
2u
2u
u and
2 2
2
t
x
t
only partial derivatives
u
v
y
x
Partial Differential Equation

Examples:
1.
2u 2u
2 0
2
x
y
u is dependent variable and x and y are independent variables, and is

partial differential equation.
2.
4u 4u
4 0
4
x
t
3.
2 u 2 u u
2
2
t
x
t
u is dependent variable and x and t are independent variables
Derivatives
Derivatives
Ordinary Derivatives
dy
dx
y is a function of one
independent variable
Partial Derivatives
u
y
u is a function of
more than one
independent variable
Differential Equations
Heat transfer
d ( C pT )
qz

A
dz
ODE
Mass transfer
J AZ DAB
dC A
dz
Conservation of momentum, thermal energy or mass
2
2 R
t
z
PDE

ORDER
The order of a differential equation is the
order of the highest derivative found in the
DE.
2
dy
5
2
dx
dx
d y
second order
4y e
first order
xy y e
'
first order
Written in differential form:
y x
''
F ( x, y , y ' ) 0
M ( x, y )dx N ( x, y )dy 0
second order
F ( x, y , y , y ) 0
'
''

LINEAR or NONLINEAR
An n-th order differential equation is said to be linear
'
(n)
F
(
x
,
y
,
y
,......
y
)0
if the function
'
( n 1)
y
,
y
,...
y
is linear in the variables
a n ( x)
dny
dx n
an 1 ( x)
d n 1 y
dx n 1
... a1 ( x)
dy
a0 ( x) y g ( x )
dx
there are no multiplications among dependent variables and

their derivatives. All coefficients are functions of
independent variables.
A nonlinear ODE is one that is not linear, i.e. does not have the
above form.

LINEAR or NONLINEAR
dy
( y x)dx 4 xdy 0
4 x ( y x) 0
or
dx
linear first-order ordinary differential equation
''
'
y 2y y 0
linear second-order ordinary differential equation
d3y
dx 3
3x
dy
5y ex
dx
linear third-order ordinary differential equation

LINEAR or NONLINEAR
(1 y ) y ' 2 y e xcoefficient depends on y

nonlinear first-order ordinary differential equation
d2y
dx
sin( y ) 0
nonlinear function of y
nonlinear second-order ordinary differential equation

d4y
dx
y 0
power not 1
nonlinear fourth-order ordinary differential equation
Differential Equation
An equation relating a dependent variable to one or more
independent variables by means of its differential coefficients with
respect to the independent variables is called a differential
equation.
d 3 y dy 2
x
(
)
4
y
4
e
cos x
3
dx
dx
ordinary differential equation :
only one independent variable involved: x
T
2T 2T 2T
C p
k( 2 2 2 )
x
y
z
partial differential equation:
more than one independent variable involved: x, y, z,
Order and Degree

The order of a differential equation is equal to the order of the
highest differential coefficient that it contains. The degree of a
differential equation is the highest power of the highest order
differential coefficient that the equation contains after it has been
rationalized.
3
d y dy 2
x
(
)
4
y
4
e
cos x
3
dx
dx
dy 2
( ) 4 y 4e x cos x
dx
3rd order O.D.E.

1st degree O.D.E.
1st order O.D.E.
2nd degree O.D.E.
Linear or Non-Linear
Differential equations are said to be non-linear if any products exist
between the dependent variable and its derivatives, or between the
derivatives themselves.
d 3 y dy 2
x
(
)
4
y
4
e
cos x
3
dx
dx
product between two derivatives ---- non-linear
dy
4 y 2 cos x
dx
product between the dependent variable themselves ---- non-linear
Differential equations
First order differential equations
Terminologies:
1) Ordinary vs. partial differential equations
An ordinary differential equation (ODE) involves only one independent variable and
contains only total differentials.
dy ( x)
x 2 y ( x) 4 x
dx
A partial differential equation (PDE) involves more than one independent variable and
contains partial differentials.
( x, y )
( x, y )
5 xy
( x, y ) 0
x
y
2) Linear vs. nonlinear differential equations
A linear differential equation contains only terms that are linear in the dependent variable
or its derivatives.
dy ( x)
x 2 y ( x) 4 x
dx
A nonlinear differential equation contains nonlinear function of the dependent variable.

d 2 y ( x)
d 2 y ( x)
d 2 y ( x)
2
2
2 dy ( x )
2 dy ( x )
y
(
x
)
0
,
x
y
(
x
)
0
,
x
sin y
2
2
2
dx
dx
dx
dx
dx
3) Order of a differential equation

The order of a differential equation is determined by the highest derivative in the equation.
dy ( x)
x 2 y ( x) 4 x, first order
dx
d 2 y ( x)
2 dy ( x )
x
4 xy( x) 0, second order
dx 2
dx
4) Homogeneous vs. inhomogeneous differential equations
A linear differential equation is homogeneous if every term contains the dependent variable
or its derivatives.
d 2 y ( x)
2 dy ( x )
x
4 xy( x) 0
2
dx
dx
A homogeneous differential equation can be written asL y ( x) 0, where L is a linear

differential operator.
d2
d
e.g., L 2 x 2
4x
dx
dx
A homogeneous differential equation always has a trivial solution y(x) = 0.
Superposition principle: If y1(x) and y2(x) are solutions to a linear homogeneous
differential equation, then ay1(x) +by2(x) is a solution to the same equation.
An inhomogeneous differential equation has at least one term that contains no dependent
variable.
dy ( x)
x 2 y ( x) 4 x
dx
Inhomogeneous equations are often called driven equations. They describe the
response of the system to an external force.
x x 02 x A sin t
The general solution to a linear inhomogeneous differential equation can be written as the
sum of two parts:
y ( x) yh ( x) y p ( x)
Here yh(x) is the general solution of the corresponding homogeneous equation, and yp(x)
is any particular solution of the inhomogeneous equation.

Solutions of ODEs
DEFINITION: solution of an ODE
Any function , defined on an interval I and possessing at

least n derivatives that are continuous
on I, which when substituted into an n-th order ODE
reduces the equation to an identity, is said to be a
solution of the equation on the interval.
(Zill, Definition 1.1, page 8).

Namely, a solution of an n-th order ODE is a
function which possesses at least n
derivatives and for which
F ( x, ( x), ' ( x), ( n ) ( x )) 0 for all x in I
We say that satisfies the differential equation on I.

Verification of a solution by substitution
''
'
x
y
2
y
0
;
y
xe
Example:
y ' xe x e x , y '' xe x 2e x
left hand side:
y '' 2 y ' y ( xe x 2e x ) 2( xe x e x ) xe x 0
right-hand side: 0
The DE possesses the constant y=0
trivial solution
ODE
independent
Definition
f t , (t ), ' (t ),..., ( n ) (t ) 0
Example
(4.4)
dependent
2e t
'''
''
'
A 3rd order differential equation for = (t)

Solution
dQ
kQ
dt
Q(t ) ce kt , t
(4.5)
(4.6)
(4.7)
Linear Equation (1)

an (t ) ( n ) an 1 (t ) ( n 1) ... a2 (t ) ' a1 (t ) ( 0 ) a0 (t ) g (t ) (4.8)
a2 (t ) ' a1 (t ) a0 (t ) g (t )
1.
2.
(4.9)
Rewrite 4.9
g (t ) a0 (t )
a1 (t )
'
; a2 (t ) 0
a2 (t )
a2 (t )
for all t
(4.10)
Determine
a1 (t )
(t ) exp
dt
a2 (t )
where (t) is called an integrating factor
(4.11)
Linear Equation (2)

3.
Multiply both sides of equation 4.10 by (t)
a1 (t )
g (t ) a 0 (t )
'
(
t
)
(t )
a2 (t )
a2 (t )
(4.12)
Observe that the left-hand side of eqn 4.12 can be written as
d
(t )
dt
or
a1 (t )
a1 (t )
dt
exp
a2 (t )
a2 (t )
' exp
a1 (t )
d
a2 (t ) dt dt (t )
(4.13)
Linear Equation (3)

Equation (4.12) can be rephrase as:
d
exp
dt
4.
a1 (t )
g (t ) a0 (t )
a2 (t ) dt a2 (t ) exp
a1 (t )
a2 (t ) dt
(4.14)
Integrate both sides of Equation (4.14) with respect to the

independent variable:
g (t ) a0 (t )
a1 (t )
dt
exp
a2 (t )
a2 (t )
exp
a1 (t )
(t ) exp
dt
a2 (t )
a1 (t )
a2 (t ) dt dt c
g (t ) a0 (t )
a2 (t ) exp
where c is the constant of integration
a1 (t )
a1 (t )
a2 (t ) dt dt c exp a2 (t ) dt (4.15)
Higher ODE Reduces to 1st Order

d2y
dy
q
(
x
)
r ( x)
2
dx
dx
dy
Define z , we have
dx
dy
dx z
dz r ( x) q ( x) z
dx
y '''( x ) y ( x ) y ''( x ) 2( y '( x)) 2 y ( x) 0
Define y1 y,
y2 y ',
y3 y '', we have
dy1
y2
dx
dy2
y3
dx
dy3
y1 y3 2( y2 ) 2 y1
dx
In general, it is sufficient to solve first-order ordinary differential equations

of the form
dyi
fi ( x, y1 ,L , y N ), i 1, 2,L , N
dx
Nonlinear equations can be reduced to linear ones

by a substitution. Example:
(4.16)
y + p(x)y = q(x)yn
and if n 0,1 then

(x) = y1-n(x)
(4.17)
reduces the above equation to a linear equation.
First Order Differential Equations

No general method of solutions of 1st O.D.E.s because of their
different degrees of complexity.
Possible to classify them as:
-exact equations
-equations in which the variables can be separated
-homogenous equations
-equations solvable by an integrating factor
First order linear differential equations occasionally arise in
chemical engineering problems in the field of heat transfer,
momentum transfer and mass transfer.
First Order Ordinary Differential equation
First-order ordinary differential equation

(1) The order of ODE: the order of the highest derivative
2
e.g., dy (first order), d y (second order)
dx
dx 2
(2) The degree of ODE: After the equation has been rationalized, the power of
the highest-order derivative.
d y
dy 3 / 2
dy 3 / 2
dy 3
d3y
d3y 2
2
x ( ) x y 0 ( ) ( ) and 3 ( 3 )
e.g.,
dx 3
dx
dx
dx
dx
dx
the third order and second degree ODE
3
(3) The general solution of ODE contains constants of integration, that may
be determined by the boundary condition.
(4) Particular solution: The general solution contains the constants which are
found by the boundary condition.
(5) Singular solution: Solutions contain no arbitrary constants and cannot be
found from the general solution.

General form of solution
y f ( x , a1 , a 2 , a 3 ,....., a n ) with n parameters satisfies an nth-order ODE in
general. The boundary conditions on the solutions determine the parameters.
Ex: Consider the group of functions y a1 sin x a 2 cos x

dy
a1 cos x a 2 sin x
dx
d2y
a1 sin x a 2 cos x
2
dx
d2y
2 y 0 second - order equation
dx

Exact equations
For a function U ( x , y ) which satisfies

U ( x , y )
U ( x , y )
dx
dy
x
y
U ( x , y )
U ( x , y )
A( x , y )
and B( x , y )
x
y
U ( x , y )
U ( x , y )
A( x , y ) B( x , y )
(
)
(
)
dU ( x , y ) 0
y
x
x
y
y
x
so, U ( x , y ) c is the solution of ODE
A( x , y )dx B( x , y )dy dU ( x , y )
U ( x , y ) A( x , y )dx F ( y ) and F ( y ) can be determined by

U ( x , y )
dF ( y )
B( x , y ) [ A( x , y )dx ]
y
y
dy

Ex : x
dy
3x y 0
dx
( 3 x y )dx xdy 0 A( x , y ) 3 x y , B( x , y ) x
A
B
1,
1 the equation is exact
y
x
3x2
U ( x , y ) ( 3 x y )dx F ( y ) c1
yx F ( y ) c1
2
dF
dF
x
x
0 F ( y ) c2
dy
dy
3x2
3x2
yx c2 c1
xy c is the solution
2
2
Exact differential equations

A first-order ordinary differential equation can be generally written as
P( x, y )dx Q( x, y )dy 0
The differential is exact if we can find (x, y) so that
d
dx
dy P( x, y )dx Q ( x, y )dy 0, or
P ( x, y ),
Q( x, y ).
x
y
x
y
The solution of the differential equation is thus simply
x
y
( x, y ) P ( x, y )dx f ( y ) Q ( x, y )dy g ( x)
x
P(t , y )dt f ( y ) Q( x, t )dt g ( x) C.

P Q
2
The condition for the differential to be exact is
. (consideri ng
).
y
x
xy
Example 1 :
dy
3x 2 2 y 2
dx
4 xy
P Q
Since
4 y, the differenti al is exact.

y
x
3x 2 2 y 2 dx f ( y ) 4 xy dy g ( x) x 3 2 xy2 C.
x
Exact Equations
Exact?
M ( x, y )dx N ( x, y )dy 0
F
F
dx
dy dF
x
y
General solution: F (x,y) = C
For example
dy
x y0
dx
xy C
M N
y
x
Exact Equations Example

dy
x y sin x (cos x 2 y )
0
dx
3
F
F
dF
dx
dy
x
y
F
1 4
3
F x y cos x f ( y )
x y sin x
x
4
F
cos x 2 y
y
f ( y) y 2 C '
F
cos x f ' ( y )
y
x 4 4 y cos x 4 y 2 C
First-order differential equations

A first-order ordinary differential equation can be generally written as
dy
P ( x, y )
dx
Q ( x, y )
Separable variables
If the equation has the form
P( x)dx Q ( y ) dy 0
dy
P( x)
, then
dx
Q( y )
P( x )dx Q ( y )dy 0 f ( x, y ) 0.
Example 1 :
dy cos x
dx
y
cos xdx ydy 0 y 2 2 sin x c

First-degree first-order equation
dy
F ( x , y ) or A( x , y )dx B( x , y )dy 0
dx
Separable-variable equation
dy
dy
f ( x ) g( y )
f ( x )dx
dx
g( y )
dy
x xy x (1 y )
dx
dy
x2
1 y xdx ln( 1 y ) 2 C
Ex :
x2
x2
1 y exp( C ) A exp( )
2
2
x2
y A exp( ) 1
2
Separable-variables Equations
In the most simple first order differential equations, the independent
variable and its differential can be separated from the dependent
variable and its differential by the equality sign, using nothing more
than the normal processes of elementary algebra.
For example
dy
y
sin x
dx
ydy sin xdx
1 2
y cos x C
2
Solve
3x y 9
y'
x y 1
Exampl
e
Let x X n, y Y m
3(X n) (Y m) 9 3 X Y (3n m 9)
Y '
(X n) (Y m) 1
X Y (n m 1)
3X Y 3 Y / X
Y'
X Y 1 Y / X
1 v
dX
dv
2
X
3 2v v
v
y3
x2
Let v Y / X
Y' v Xv'
3n m 9 0
n m 1 0
3v
v Xv'
1 v
n 2
m3
1
ln( v 2 2v 3) ln X ln C'
2
3( x 2) 2 2( x 2)( y 3) ( y 3) 2 C

Homogeneous equations
dy A( x , y )
y
F( )
dx B( x , y )
x
(1) Where A( x , y ) and B( x , y ) homogeneou s functions of the same
degree, e.g., A x 2 y xy 2 and B x 3 y 3 with the third degree.
(2) f ( x , y ) is a function of homogeneou s degree n. If for any , it
obeys f (x , y ) n f ( x,y )
Making the substituti on y vx
dy
dv
dv
v x
F (v ) x
F (v ) v
dx
dx
dx
dv
dx
F (v ) v
x
Homogeneous Equations
Homogeneous/nearly homogeneous?
A differential equation of the type,
dy
y
f
dx
x
is termed a homogeneous differential equation of the first order.

Such an equation can be solved by making the substitution y=vx
and thereafter integrating the transformed equation.
dy
dv
vx
f (v)
dx
dx
ln x
dv
C
f (v ) v

Ex :
dy y
y
tan( )
dx x
x
y
dy
dv
v
v x
v tan( v )
x
dx
dx
dx
cot vdv
ln x c1
x
cos v
dv ln(sin v ) c2 ln x c1
sin v
y
y
ln(sin ) ln( Ax ) sin( ) Ax y x sin 1 ( Ax )
x
x
set
Equations Solved by Integrating Factor

There exists a factor by which the equation can be multiplied so
that the one side becomes a complete differential equation. The
factor is called the integrating factor.
dy
Py Q
dx
where P and Q are functions of x only
Assuming the integrating factor R is a function of x only, then
dy
d
dy
dR
yRP RQ ( Ry ) R y
dx
dx
dx
dx
dR
PR
dx
d ( Ry )
RQ
dx
R exp Pdx is the integrating factor
y e P(x)dx Q ( x)e P(x)dxdx Ce P(x)dx
Linear first order ODEs

First-order differential equations
Linear first order ODEs:
The general form of a linear first order ODE is
dy
p( x ) y q( x) p ( x) y q ( x) dx dy 0
dx
dy
p ( x) y q ( x).
dx
Let ( x) be the intergrati ng factor , then d ( x, y ) ( x) p ( x) y q ( x) dx ( x)dy 0

d d
d
( x) p ( x) y q ( x) ( x) p( x)
p( x)dx ( x) C1 exp
dx dy
p(t )dt
C2 (t ) p(t ) y q(t ) dt f ( y ) (t ) p (t ) dt y (t )q (t )dt f ( y )

x
( x)dt g ( x) ( x) y g ( x)
f ( y) 0
All linear first order ODEs

have a formulated solution.
g ( x) (t )q (t )dt
x
(t )q(t )dt C
y ( x)
( x)
x
exp p (t )dt
exp
p (t )dt q ( s) ds C
x
dy
p ( x) y q ( x) y ( x) exp p (t )dt

dx
Example 1 :
dy
dy 2
x 2 y x3 ,
y x2
dx
dx x
x 2
( x) exp dt exp( 2 ln x) x 2 .
t
1 x 2 2
x3 C
y ( x) 2 s s ds C 2
x
5 x
Example 2 :
dy
y ex
dx
x
( x) exp dt e x .
y ( x) e x
1
e s e s ds C e x Ce x .
2
exp
p (t ) dt q ( s )ds C
Example 3 :
dy y
x

dx x 1 x
x
1
1
( x) exp dt .
x
t
x1 s
y ( x ) x
ds C x ln( 1 x) C .
s 1 s
Exampl
e
dy
3
x
4
Solve xy
y exp
dx
2
Let z = 1/y3
dz
3
4
dy
y
dz
3 dy
4
dx
y dx
3x 2
1
3x C
exp
3
y
2
3x 2
integral factor exp 3xdx exp 2
3 x 2 dz
3x 2
exp
3
3 xz exp
2 dx
2
3x 2
z exp
2
3x 2
dz
3 xz
3 exp
dx
2
3x C
3x 2
d
z exp
dx
2
Solve
Exampl
M sin y
e
sin ydx cos ydy 0
integral factor = F(x)
M N
y
x
N cos y
( F sin y ) ( F cos y )
y
x
sin ydx cos ydy 0
F'
F'
dF'
dx
dy
x
y
dF
F cos y cos y
dx
e x sin ydx e x cos ydy 0

F'
e x sin y
x
F'
e x cos y
y
F ' e x sin y C
dF
dx
F
F ex

M ( x, y )dx N ( x, y )dy 0
( FM) ( FN )
y
x
M N
dF
N
F
dx
y x
F(x)
F ( x) M ( x, y )dx F ( x) N ( x, y )dy 0
M
N
dF
F
F
N
y
x
dx
1 M N
dF
dx
N y x
F
1 M N
function ( x)
N y x

M ( x, y )dx N ( x, y )dy 0
(GM) (GN )
y
x
N M
dG
M
G
dy
x y
G(y)
G ( y ) M ( x, y )dx G ( y ) N ( x, y )dy 0
M
dG
N
G
M
G
y
dy
x
1
M
1
M
N M
dG
dy
G
x y
N M
function ( y )
x y
Exampl
e
Solve ( y 2 6 xy)dx (3 xy 6 x 2 )dy 0

M y 2 6 xy
N 3xy 6 x 2
1
M
M
2 y 6x
y
N
3 y 12 x
x
M N
y
x
N M (3 y 12 x) (2 y 6 x)
y 6x
1
2
y ( y 6 x) y
y 6 xy
x y
1
dG
dy
y
G
G(y) y
Exampl
e
( y 2 6 xy)dx (3 xy 6 x 2 )dy 0
F'
y(y 2 6 xy)
x
F'
3xy2 6 x 2 y
y
y ( y 2 6 xy)dx y(3 xy 6 x 2 )dy 0
F'
F'
dF'
dx
dy
x
y
F ' y(y 2 6 xy)dx f ( y ) xy3 3 x 2 y 2 f ( y )
F'
df(y)
2
2
3 xy 6 x y
y
dy
df(y)
0 f ( y) C
dy
xy3 3 x 2 y 2 C

Bernoullis equation
dy
P ( x ) y Q( x ) y n where n 1 or n 1
dx
make a substituti on v y 1 n nonlinear linear
dv
dy
y n dv
n dy
(1 n) y
dx
dx
dx 1 n dx
y n dv
y
(
) P ( x ) y Q( x )
1 n dx
v
dv
y 1 n
1 n
(1 n) P ( x ) y (1 n)Q( x )
dx
v
dv
(1 n) P ( x )v (1 n)Q( x ) linear ODE

dx

Ex :
dy y
2 x3 y4
dx x
dv
dy y 4 dv
4 dy
let v y y
3 y
dx
dx
dx
3 dx
y 4 dv y
1 dv y 3
3 4
2x y
2x3
3 dx x
3 dx
x
dv 3
3
v 6 x 3 linear ODE with P ( x )

, Q ( x ) 6 x 3
dx x
x
3
1
I .F . ( x ) exp{ P ( x )dx } exp{
dx } 3
x
x
1
1 1 1
3
3
3
3
v( x )
(
x
)
Q
(
x
)
dx
(
)
(
6
x
)
dx
6
x
cx
y
( x)
x3 x3
1 4
the solution is y 3 6 x 4 cx 3
Bernoulli Equation
P( x) y 'Q( x) y R( x) y
(Q( x) y R( x) y )dx P( x)dy 0
F(x, y) f ( x) y b
f ( x) y b (Q( x ) y R( x) y )dx f ( x) y b P( x)dy 0

F'
F'
dF'
dx
dy
x
y
b 1
b
[f ( x)Q( x) y f ( x ) R ( x) y ] [f ( x ) P ( x) y b ]
y
x
(b 1)f ( x )Q( x) y b (b ) f ( x) R ( x) y b 1 f' ( x ) P ( x) y b f ( x) P' ( x) y b
(1 )f ( x)Q( x) f' ( x) P ( x) f ( x) P' ( x)
Bernoulli Equation
f' ( x)
P' ( x )
Q( x)
(1 )
f ( x)
P ( x)
P( x)
Q( x)
ln f ( x) ln P ( x) (1 )
dx
P( x)
Q( x)
1 (1 ) P ( x ) dx
f ( x)
e
P( x)
Q( x)
1 (1 ) P ( x ) dx
F ( x, y )
e
y
P( x)
Exampl
e
Solve xy'2 xy 3 y 2
1
f ( x)
e
P( x)
(1 )
P( x) x, Q( x) 2 x, R ( x) 3, 2
Q( x)
dx
P( x)
1 (12)
e
x
2x
dx
x
1 2 x
e
x
1 2 x 2
e y [( 2 xy 3 y 2 ) dx xdy] 0
x
F'
e 2 x y 2
y
F'
3
2 x
1
e (2 y )
x
x
F ( x, y )
1 2 x 2
e y
x
F'
F'
dF'
dx
dy
x
y
F' e 2 x y 2 dy f ( x) e 2 x y 1 f ( x)
F'
df ( x)
2 x 1
2e y
x
dx
Exampl
e
df ( x)
3e 2 x
dx
x
2 x
3
e
F' e 2 x y 1
dx
x
2 x
3e 2 x
y
dx C
x
1
3e 2 x
f ( x)
dx
x
Riccati Equation
y ' P ( x) y 2 Q( x) y R ( x )
1
y S ( x)
z
1
1
S ' ( x) 2 z' P ( x) S ( x)
z
z
Q( x) S ( x) R ( x)
z
1
S ' ( x) 2 z' [ P( x ) S ( x) 2 Q( x) S ( x) R( x)]
z
1
1
1

P ( x ) 2 2 P ( x) S ( x) Q( x)
z
z
z
y S (x)
S(x)' P( x) S(x) 2 Q ( x) S(x) R ( x)
Riccati Equation
1
1
1
1
2 z' P ( x) 2 2 P ( x) S ( x) Q( x)
z
z
z
z
z' (2 P ( x) S ( x) Q( x)) z P ( x)
int egrating f actor
f ( x) e
[ 2 P ( x ) S ( x ) Q ( x )]dx
1
C
z(x)
P ( x) f ( x)dx
f ( x)
f ( x)
x 2
x
y
'
e
y
e
Solve
Exampl
e
S ( x ) e
P( x) e x , Q( x) 1, R ( x) e x
1
1
x
y S ( x ) e
z
z
int egrating f actor f ( x) e
x
x
[
2
e
(
e
) 1]dx
3dx
e
e3 x
1
C
1 x
3 x
z(x)
P
(
x
)
f
(
x
)
dx
Ce
f ( x)
f ( x) 2
y(x) e x
1 x
e Ce 3 x
2

Linear equations
dy
P ( x ) y Q( x ) multiply integratin g factor ( x )
dx
dy
( x ) ( x ) P ( x ) y ( x )Q( x ) (1)
dx
dy
( x)
( x )(Q( x ) P ( x ))
dx
( x )dy ( x )( P ( x ) y Q( x ))dx 0 is an exact ODE
d ( x )
( x ) P ( x ) ( x ) exp{ P ( x )dx }
dx
dy
dy
d ( x ) d
Eq. (1) ( x ) ( x ) P ( x ) y ( x ) y
[ ( x ) y ] ( x )Q( x )
dx
dx
dx
dx
1
( x ) y ( x )Q( x )dx y
( x )Q( x )dx is the solution
( x)

Ex :
dy
2 xy 4 x
dx
(1) ( x ) exp{ 2 xdx } exp( x 2 )

y exp( x 2 ) 4 x exp( x 2 )dx 2 exp( x 2 ) c
y 2 c exp( x 2 )
(2) Variable - separated method
dy
dy
dy
2 x(2 y )
2 xdx
2 xdx
dx
2 y
2 y
ln( 2 y ) x 2 c 2 y exp( ( x 2 c )) k exp( x 2 )
y 2 k exp( x 2 )

Isobaric equations
dy A( x , y )
dx B( x , y )
The equation is dimensiona lly consistent if y and dy are each given a
weight m relative to x and dx , then make a substituti on y vx m
Ex :
dy
1 2 2
(y )
dx 2 yx
x
2
)dx 2 yxdy 0 the dimensiona lity is 2m 1, 0, 2m 1, respectively
x
m 1 / 2 y vx 1 / 2 dy x 1 / 2 dv x 3 / 2 vdx / 2
( y2
dy
1 3 / 2
1 v2 2
1 / 2 dv
LHS
x v x
RHS
( )
dx
2
dx
2vx 1 / 2 x x
dv 2 v 2
dv 1
dx
1
x v2
vdv
dx
x
dx vx
x
1
1
1
v 2 ln x c ( yx 1 / 2 ) 2 ln x c y 2 x ln x c
2
2
2

Miscellaneous equations
(1)
dy
F (ax by c )
dx
make a substituti on v ax by c
dv
dy
ab
a bF ( x )
dx
dx
Ex :
dy
( x y 1) 2
dx
dv
dy
v x y 1
1
1 v2
dx
dx
dv
dx tan 1 v x c1
2
1 v
tan 1 ( x y 1) x c1

dy ax by c
let x X and y Y RHS is homogeneou s

dx ex fy g
(2)
a ( X ) b(Y ) c aX bY a b c 0
e( X f (Y ) g eX fY e f g 0
Ex :
dY aX bY
a homogeneou s ODE
dX eX fY
dy 2 x 5 y 3
let x X , y Y
dx 2 x 4 y 6
2 5 3 0 and 2 4 6 0 1
dY 2 X 5Y
dY
dv
dv 2 X 5vX 2 5v
let Y vX
v X
v X
dX 2 X 4Y
dX
dx
dX 2 X 4vX 2 4v
dv 2 7v 4v 2
2 4v
4
dv
2 dv
dX
X
dv
dX
2 4v
2 7 v 4v 2
3 4v 1 3 v 2 dX
1
2
ln X ln( 4v 1) ln( v 2) c1 X 3 (4v 1)( v 2) 2 exp(3c1 )
3
3
y 1
y 1
( x 1) 3 (4
1)(
2) 2 c2 (4 y x 3)( y 2 x 3) c2
x 1
x 1
Second Order Differential Equations

d2y
f ( x)
2
dx
Purpose: reduce to 1st O.D.E.
Likely to be reduced equations:
-Non-linear
Equations where the dependent variable does not occur explicitly
Equations where the independent variable does not occur explicitly
Homogeneous equations
-Linear
The coefficients in the equation are constant
The coefficients are functions of the independent variable
Second order Ordinary Differential

Equation

Higher-degree first-order equation
p n a n 1 ( x , y ) p n1 ........... a1 ( x , y ) p a0 ( x , y ) 0 for p
dy
dx
( p F1 )( p F2 )........( p Fn ) 0
Fi Fi ( x , y ) and p Fi ( x , y )
dy
Fi ( x , y ) for i 1,2,...n
dx
The general solution is G1 ( x , y )G2 ( x , y )G3 ( x , y ).....Gn ( x , y ) 0
Gi ( x , y ) 0 is the solution of equation p
Ex : ( x 3 x 2 x 1) p 2 ( 3 x 2 2 x 1) yp 2 xy 2 0 for p
dy
dx
[( x 1) p y ][( x 2 1) p 2 xy ] 0
(1) ( x 1)
dy
dy
dx
y 0
ln y ln (x 1 ) c1 y k1 ( x 1) 0
dx
y
x1
(2) ( x 2 1)
dy
dy 2 xdx
2 xy 0
2
ln y ln( x 2 1) c2 y k 2 ( x 2 1) 0
dx
y
x 1
The general solution is [ y k1 ( x 1)][ y k 2 ( x 2 1)] 0

Equation soluable for x
dy
dx 1 F F dp
x F ( y , p) for p
dx
dy p y p dy
Ex : 6 y 2 p 2 3 xp y 0 for p dy / dx
y
dx 3 1
y dp
dp
dp
3x 6 y2 p 3
2
6 y2
12 yp (1 6 yp 2 )( 2 p y ) 0
p
dy p p p dy
dy
dy
dp
dp
dp 2
(1) 2 p y
0 y
2 p
dy
dy
dy
p
y
1
k
ln p 2 ln y c ln p ln 2 c py 2 k p 2
y
y
k
k
6 y 2 ( 2 ) 2 3 x 2 y 0 6k 2 3kx y 3 0 y 3 3kx 6k 2 general solution
y
y
(2) 1 6 yp 2 0 p 2 1 / 6 y
Change the origional equation. (6 y 2 p 2 y ) 2 ( 3 xp) 2 y 2 (6 yp 2 1) 2 9 x 2 p p
4 y 2 9 x 2 ( 1 / 6 y ) 8 y 3 3 x 2 0 singular solution

Equation soluable for y
dy
F F dp
y F ( x , p)
p
dx
x p dx
Ex : xp 2 2 xp y 0
dy
dp
dp
p p 2 2 xp
2 p 2x
dx
dx
dx
dp
dp
p2 2 x
( p 1) p 0 p( p 1) 2 x ( p 1) 0
dx
dx
dp
( p 1)( p 2 x ) 0
dx
dp
2dp
dx
1
(1) p 2 x
0
ln p 2 ln c
dx
p
x
x
y xp 2 2 xp
p 2 x k put into the origion eq. ( k y ) 2 ( 2 xp ) 2 4kx

( y k )2 4kx general solution
(2) p 1 x 2 x y 0 x y 0 singular solution

Clairauts equation y px F ( p)
dy
dp dF dp
dp dF
p p x
(
x) 0
dx
dx dp dx
dx dp
dp d 2 y
(1)
0 y c1 x c 2
2
dx dx
dy
p
c1 put into the origional eq. c1 x c2 c 2 x F (c1 )
dx
c2 F (c1 ) y c1 x F (c1 ) general solution
(2)
dF
x 0 G ( x , p) 0 eliminate p in the origional ODE
dp
Ex : y px p 2
dy
dp
dp
dp
p x
2p
p
( x 2 p) 0
dx
dx
dx
dx
(1) F ( p ) p 2 y ( x F (c )) cx c 2 general solution
x
x2 x2
x2
(2) x 2 p 0 p y
y
x 2 4 y 0 singular solution
2
2
4
4
Non-linear 2nd O.D.E.

- Equations where the dependent variables does not occur explicitly
They are solved by differentiation followed by the p substitution.
When the p substitution is made in this case, the second derivative
of y is replaced by the first derivative of p thus eliminating y
completely and producing a first O.D.E. in p and x.
dy
p
dx
dp d 2 y
2
dx dx
Solve
Let
Exampl
e
d2y
dy
x
ax
2
dx
dx
dy
p
dx
and
dp d 2 y
therefore 2
dx dx
dp
xp ax
dx
integral factor
1 2
x
2
exp
1 2
1 2
x
x
dp 12 x 2
2
2
e xpe axe
dx
1 2
1 2
x
x
d
2
2
( pe ) axe
dx
1 2
dy
p a C exp( x )
2
dx
1 2
y ax C exp x dx
2
x
y ax Aerf
B
2
error function

- Equations where the independent variables does not occur explicitly
They are solved by differentiation followed by the p substitution.
When the p substitution is made in this case, the second derivative
of y is replaced as
Let
dy
p
dx
d 2 y dp dp dy
dp
2
p
dx
dx dy dx
dy
Solve
Let
Exampl
e
dy
d2y
y 2 1 ( )2
dx
dx
dy
p
dx
and therefore
d2y
dp
p
dx 2
dy
dp
yp
1 p2
dy
Separating the variables
p
1
dp dy
2
p 1
y
1
ln y ln a ln( p 2 1)
2
dy
p
(a 2 y 2 1)
dx
x
dy
(a 2 y 2 1)
x 1 sinh 1 (ay ) b
a
1
y sinh( ax c )
a

- Homogeneous equations
The homogeneous 1st O.D.E. was in the form:
dy
y
f
dx
x
The corresponding dimensionless group containing the 2nd differential

2
coefficient is x d y
dx 2
In general, the dimensionless groupncontaining the nth coefficient is

x n 1
d y
dx n
The second order homogenous differential equation can be expressed in

a form analogous to
d2y
y dy
x 2 f ,
dx
x dx
If in this form, called homogeneous 2nd ODE

d2y
dv
d 2v
2 x 2
y=vx
2
dx
dx
dx
2
2
dv
d
v
dv
d
v
dv
2
2
2x x
f1 v, v x
x
f 2 v, x
2
2
dx
dx
dx
dx
dx
dv dv dt 1 dv
dv dv
t
x=e or t=lnx
dx dt dx x dt
dx dt
dy
dv
vx
dx
dx
d 2v
1
2
2
dx
x
1
2
x
dv 1 d dv
dt x dx dt
dv 1 dt d dv
dt x dx dt dt
1 dv 1 d 2v
2
2 2
x dt x dt
2
2
d
v
d
v dv
2
x
2
2
dt
dx
dt
d 2 v dv
dv
f 2 v,
2
dt
dt
dt
Solve
Exampl
e dy
2
2 d y
2x y 2 y 2 x2
dx
dx
d 2 v dv
2v 2
dt
dt
Dividing by 2xy
d 2 y 1 y 1 x dy
x 2
dx
2 x 2 y dx
homogeneous
Let
d2y
y dy
x
f
,
dx 2
x
dx
y vx
d v
dv
dv
2vx2 2 2vx x 2
dx
dx
dx
Let
x et
dv
dt
dp
2vp p 2
dv
dp
2v
porp
dv
y Ax Singular solution
y x( B ln x C ) 2
General solution
2nd Order Linear Differential Equations

They are frequently encountered in most chemical engineering fields
of study, ranging from heat, mass, and momentum transfer to
applied chemical reaction kinetics.
The general linear differential equation of the nth order having
constant coefficients may be written:
dny
d n 1 y
dy
P0 n P1 n 1 ... Pn 1
Pn y ( x)
dx
dx
dx
where (x) is any function of x.
2nd Order Linear Differential Equations

The general equation can be expressed in the form
d2y
dy
P
Q
Ry ( x )
2
dx
dx
where P, Q and R are constant coefficients

Let the dependent variable y be replaced by the sum of the two new
variables: y = u + v
Therefore
d 2u
du
d 2v
dv
Q
Ru P
Q
Rv ( x )
P
2
2
dx
dx
dx
dx
If v is a particular solution of the original differential equation
purpose
d 2u
du
Q
Ru 0
P
2
dx
dx
The general solution of the linear differential equation will be the

sum of a complementary function and a particular solution.
The Complementary Function

d2y
dy
P 2 Q Ry 0
dx
dx
mx
Let the solution assumed to be: y Am e
dy
Am memx
dx
d2y
2 mx
A
m
e
m
2
dx
Am e m x ( Pm 2 Qm R) 0
auxiliary equation (characteristic equation)
Unequal roots
Equal roots
Real roots
Complex roots
Unequal Roots to Auxiliary Equation

Let the roots of the auxiliary equation be distinct and of values m1
and m2. Therefore, the solutions of the auxiliary equation are:
y A1e m1x
y A2 e m2 x
The most general solution will be
y A1e m1x A2 e m2 x
If m1 and m2 are complex, it is customary to replace the complex
exponential functions with their equivalent trigonometric forms.
Solve
d2y
dy
5
6y 0
2
dx
dx
m1 2
m2 3
m 2 5m 6 0
y Ae 2 x Be 3 x
Equal Roots to Auxiliary Equation

Let the roots of the auxiliary equation equal and of value m1 = m2 = m.
Therefore, the solution of the auxiliary equation is:
Let y Ve
mx
dy
e mx
dx
where V is a function of x
y Ae mx
2
2
dV
d
V
mx d y
mx
mx dV
2
mx
mVe
2
me
m
Ve
dx
dx 2
dx 2
dx
d2y
dy
P 2 Q Ry 0
dx
dx
Pm 2 Qm R 0
2 Pm Q 0
d 2V
0
2
dx
V Cx D
y (Cx D)e m x
Solve
Exampl
e
Solve
d y
dy
6
9y 0
2
dx
dx
auxiliary equation
m 6m 9 0
2
m1 m2 3
d2y
dy
4 5y 0
2
dx
dx
auxiliary equation
m 2 4m 5 0
m 2i
y Ae( 2i ) x Be ( 2i ) x
y ( A Bx )e 3 x
y e 2 x ( E cos x F sin x)
Particular Integrals
Two methods will be introduced to obtain the particular solution of a
second order linear O.D.E.
The method of undetermined coefficients
~confined to linear equations with constant coefficients and
particular form of (x)
The method of inverse operators
~general applicability
d2y
dy
P
Q
Ry ( x )
2
dx
dx
Method of Undetermined Coefficients

d2y
dy
P 2 Q Ry ( x)
dx
dx
When (x) is constant, say C, a particular integral of equation is
yC/R
When (x) is a polynomial of the form a0 a1 x a2 x ... an x
where all the coefficients are constants. The form of a particular
integral is
2
y 0 1 x 2 x 2 ... n x n
Solve
Exampl
e
d y
dy
4 4 y 4x 8x
2
dx 2
complementary function
dx
dy
q 2rx 3sx 2
dx
d2y
2r 6sx
2
dx
y p qx rx 2 sx 3
d2y
dy
4
4y 0
dx
dx 2
m 2 4m 4 0
auxiliary equation
(2r 6 sx ) 4(q 2rx 3sx 2 ) 4( p qx rx 2 sx 3 ) 4 x 8 x 3
equating coefficients of equal powers of x

2r 4q 4 p 0
m2
yc ( A Bx )e 2 x
6 s 8r 4 q 4
4r 12 s 0
4s 8
y yc y p
y p 7 10 x 6 x 2 x
2
( A Bx )e x 7 10 x 6 x 2 2 x 3
Method of Undetermined Coefficients

When (x) is of the form Terx, where T and r are constants. The
form of a particular integral is
y e rx
T
2
Pr Qr R
When (x) is of the form Gsinnx + Hcosnx, where G and H are
constants, the form of a particular solution is
y L sin nx M cos nx
( R n 2 P)G nQH
L
( R n 2 P ) 2 n 2Q 2
( R n 2 P ) H nQG
M
( R n 2 P ) 2 n 2Q 2
Solve
d2y
dy
3 2 6
18
dx
dx
y Cx
dy
C
dx
d2y
0
2
dx
Exampl
e
d2y
dy
3 2 6 0
dx
dx
3m 2 6m 0
auxiliary equation
3(0) 6(C) 18
m 0 andm 2
C 3
yc A Be 2 x
y yc y p
y p 3x
3 x A Be 2 x
Exampl
e
2
dy
Solve d y
3 2 10 8 y 7e 4 x
dx
dx
y Cxe4 x
dy
(1 4 x)Ce4 x
dx
d2y
4 x
(
16
x
8
)
Ce
dx 2
24C 10C 7
1
2
1
y p xe 4 x
2
d2y
dy
3 2 10 8 y 0
dx
dx
3m 2 10m 8 (3m 2)( m 4) 0
auxiliary equation
m 2 / 3andm 4
yc Ae 2 x / 3 Be 4 x
y yc y p
1 4 x
xe Ae2 x / 3 Be 4 x
2
Exampl
e
2
Solve d y dy
6 y 52 cos 2 x
2
dx
dx
dy
2(C sin 2 x D cos 2 x)
dx
y C cos 2 x D sin 2 x d 2 y
4(C cos 2 x D sin 2 x)
dx 2
10C 2 D 52
2C 10 D 0
C 5
D 1
d 2 y dy
6y 0
2
dx
dx
m 2 m 6 (m 2)( m 3) 0
auxiliary equation
m 2 andm 3
yc Ae2 x Be 3 x
y yc y p
y p 5 cos 2 x sin 2 x
Ae 2 x Be 3 x 5 cos 2 x sin 2 x
d 2 y dy
6 y 52 cos 2 x
2
dx
dx
y p ke2ix
dy
2ike2ix
dx
d2y
4ke2ix
2
dx
Exampl
e
d 2 y dy
2 ix
6
y
52
e
dx 2 dx
4ke2ix 2ike2ix 6ke2ix 52e 2ix
(10 2i )ke2ix 52e 2ix
(10 2i )k 52
52
52(10 2i )
52(10 2i )
k
5 i
(10 2i ) (10 2i )( 10 2i )
100 4
y p ( 5 i ) e
2 ix
(5 i )(cos 2 x i sin 2 x)
y p 5 cos 2 x sin 2 x
Particular Integrals
Two methods will be introduced to obtain the particular solution of a
second order linear O.D.E.
d2y
dy
P 2 Q Ry ( x)
dx
dx
The method of undetermined coefficients
~confined to linear equations with constant coefficients and
particular form of (x)
The method of inverse operators
~general applicability
Method of Inverse Operators

Sometimes, it is convenient to refer to the symbol D as the
differential operator:
dy
Dy
dx
d2y
D( Dy ) D y 2
dx
...
2
n
d
y
n
D y n
dx
d2y
dy
3 2y
2
dx
dx
But,
dy
dx
( Dy ) 2
D 2 y 3Dy 2 y ( D 2 3D 2) y ( D 1)( D 2) y
Method of Inverse Operators

The differential operator D can be treated as an ordinary algebraic
quantity with certain limitations.
(1) The distribution law:
A(B+C) = AB + AC
which applies to the differential operator D
D(u+v+w)=Du+Dv+Dw
(2) The commutative law:

AB = BA
which does not in general apply to the differential operator D
Dxy xDy (D+1)(D+2)y = (D+2)(D+1)y
(3) The associative law:

(AB)C = A(BC)
which does not in general apply to the differential operator D
D(Dy) = (DD)y D(xy) = (Dx)y + x(Dy)
Differential Operator Properties

De
...
px
pe
D( ye px ) e px Dy yDe px e px ( D p ) y
px
D 2 ( ye px ) e px ( D p) 2 y
...
D n e px p n e px
f ( D )e
px
f ( p )e
px
More convenient!
D n ( ye px ) e px ( D p ) n y
f ( D)( ye px ) e px f ( D p ) y
( D 2 3D 2)e px ( p 2 3 p 2)e px
e ipx cos px i sin px
D n (sin px) D n Im e ipx Im D n eipx Im( ip ) n e ipx
where Im represents the imaginary
part of the function which follows it.
D 2 n (sin px) ( p 2 ) n sin px

D 2 n 1 (sin px ) ( p 2 ) n p cos px
D 2 n (cos px ) ( p 2 ) n cos px
D 2 n 1 (cos px) ( p 2 ) n p sin px
Inverse Operator
The operator D signifies differentiation, i.e.
D f ( x)dx f ( x)
f ( x)dx D 1 f ( x )
D-1 is the inverse operator and is an integrating operator.

It can be treated as an algebraic quantity in exactly the same manner as D
dy
2x
4
y
e
Solve dx
Exampl
e
differential operator
( D 4) y e
f ( D )e px f ( p )e px
2x
p2
1
e2 x
(2 4)
1
y e2x
2
1
y
e2 x
( D 4)
binomial expansion
1
y
e2x
1
4(1 D)
4
1
1
1 2 1 3
y [1 ( D) ( D) ( D) ...]e 2 x
4
4
4
4
1
1
1
1
1
y e 2 x [1 ( ) ( ) 2 ( )3 ...] e 2 x
4
2
2
2
2
Solve
Exampl
y
dy
e
8 16 y 6 xe
d2
dx 2
4x
dx
d2y
dy
8 16 y 0
2
dx
dx
( D 2 8D 16) y ( D 4) 2 y 6 xe4 x
m 2 8m 16 0
yp
6
4x
xe
( D 4) 2
f(p) = 0
m4
yc ( A Bx )e 4 x
f ( D )e px e px f ( D p )
y p 6e 4 x D 2 x
integration
4x
1 2
3 4x
y p 3e D x x e
y yc y p
( A Bx x 3 )e 4 x
Exampl
e
y
dy
8 16 y 6 xe
d2
dx 2
y Cx 2e 4 x
4x
dx
dy
2Cxe4 x 4Cx 2 e 4 x
dx
C 1
d2y
4x
4x
2 4x
2
Ce
16
Cxe
16
Cx
e
2
dx
2Ce 4 x 6 xe4 x
y Cx3e 4 x
dy
3Cx 2 e 4 x 4Cx3e 4 x
dx
d2y
4x
2 4x
3 4x
6
Cxe
24
Cx
e
16
Cx
e
2
dx
6Cxe4 x 6 xe4 x
y p x 3e 4 x
Solve
Exampl
y dy
e
6 y 4 x 3x
d2
dx 2
dx
d 2 y dy
6y 0
2
dx
dx
m2 m 6 0
( D 2 D 6) y ( D 3)( D 2) y 4 x 3 3 x 2
m 3and 2
1
yp
(4 x 3 3x 2 )
( D 3)( D 2)
1
1
1
3
2
yp
(
4
x
3
x
)
5 (3 D ) ( 2 D )
expanding each term by binomial theorem
yc Ae3 x Be 2 x
1
yp
5
1 D D 2 D3
1 D D2 D3
...
...
8 16
3 9 27 81
2 4
y yc y p
Ae3 x Be 2 x
(72 x 3 18 x 2 66 x 5) / 108

3
2
(4 x 3x )
4 x 3 3 x 2 12 x 2 6 x 7(24 x 6) 13 24
yp
0...
6
36
216
1296
Exampl
y e dy
d2
3
2
6
y
4
x
3
x
dx 2 dx
y p qx rx 2 sx 3
dy
q 2rx 3sx 2
dx
d2y
2r 6sx
2
dx
equating coefficients of equal powers of x

6s 4
3s 6r 3
6 s 2r 6 q 0
2r q 6 p 0
y p (72 x 3 18 x 2 66 x 5) / 108
nth order linear differential equation

1. nth order linear differential equation with constant coefficients.
dny
d n 1 y
d2y
dy
a n n a n 1 n 1 .... a 2 2 a1
a0 y g x
dx
dx
dx
dx
2. nth order linear differential equation with variable coefficients
dy
d n 1 y
d2y
dy
an x
a n 1 x
......
a
x
a
x
a0 x y g x
2
1
n
2
dx
dx
dx
dx
Higher-order ordinary differential equation

A linear ODE of order n is
dny
d n 1 y
dy
a0 ( x ) y f ( x )
n
n 1
dx
dx
dx
If f ( x ) 0 then the ODE is homogeneou s; otherwise is inhomogene ous
an ( x )
a n 1 ( x )
..... a1 ( x )
1. For complement ary equation yc ( x ) with f ( x ) 0

dny
d n 1 y
dy
a0 ( x ) y 0
dx
dx n
dx n1
Find n linearly independen t functions satisfy it, so
yc ( x ) c1 y1 ( x ) c2 y2 ( x ) ..... cn yn ( x )
an ( x )
a n 1 ( x )
....... a1 ( x )
For n functions to be linearly independen t over an interval, there

must exist constants c1 , c2 , c3 ,........cn
c1 y1 ( x ) c2 y2 ( x ) c3 y3 ( x ) ...... cn yn ( x ) 0
and c1 c2 c3 ...... cn 0

An equal statements are
c1 y1 ( x ) c2 y2 ( x ) ....... cn yn ( x ) 0
c1 y1' ( x ) c2 y2' ( x ) ....... cn yn' ( x ) 0
.
c1 y1( n1) ( x ) c2 y2( n1) ( x ) .... cn yn( n1) ( x ) 0

for c1 c2 c3 ....... cn 0, the n functions yi ( x ) are
linearly independen t such that
y1
W ( y1 , y2 ,... yn )
y1'
y2
...
yn
y2'
...
yn'
...
...
...
...
y1( n1)
...
...
yn( n1)
W is called the Wronskian of the set of functions

* Note : W 0 does not guarantee that the functions are linearly dependent.
2. For particular integral y p ( x ) with f ( x ) 0
Genaral solution y(x) yc ( x ) y p ( x )

Linear equations with constant coefficients
dny
d n 1 y
dy
a0 y f ( x )
n
n1
dx
dx
dx
Finding the complemenr ary function yc ( x ) from
an
an
dny
dx n
a n 1
a n 1
d n 1 y
dx n1
........a1
......... a1
dy
a0 y 0
dx
Set the trial solution y( x ) Ae x to obtain auxiliary equation

a nn an1n1 ........ a1 a0 0
(i) All roots real and distinct
yc ( x ) c1e 1 x c 2e 2 x ....... cn e n x
(ii) Some roots complex
If one root is i , then its complex conjugate i is also a root
c1e ( i ) x c2 e ( i ) x ex (d1 cos x d 2 sin x )
Aex sin( x )
or Aex cos( x ) A and are arbitrary constants
15 Higher-order ordinary differential equation

(iii) Some roots repeated
If 1 occurrs k times, by direct substituti on we find that
xe 1 x , x 2e 1 x , ......... x k 1e 1 x are also solutions, except e 1 x
yc ( x ) (c1 c2 x ..... ck x k 1 )e 1 x ck 1e k 1 x ... cn e n x
If 1 is a k-fold root, 2 is a l-fold root
yc ( x ) (c1 c2 x ...... ck x k 1 )e 1 x
(ck 1 ck 2 x ....... ck l x l 1 )e 2 x
ck l 1e k l 1 x ........... cn e n x
Ex: Find the complementary function of the equation

d2y
dy
x
e
dx
dx 2
d2y
dx 2
dy
y0
dx
try y Ae x 2 2 1 0 1 yc (c1 c2 x )e x

Finding the particular integral y p ( x )
For linear ODE with constant coefficients ans a simple f ( x ), y p ( x )
can often be found by inspection or by assuming a parameteri zed from
similar to f ( x ) . (method of undetermined coefficients)
Standard trial functions are as follows
(i) If f ( x ) ae rx then try y p ( x ) be rx
(ii) If f ( x ) a1 sin rx a2 cos rx (a1 or a 2 may be zero) then
try y p ( x ) b1 sin rx b2 cos rx
(iii) If f ( x ) a0 a1 x ..... a N x N (some am may be zero)
then try y p ( x ) b0 b1 x ...... bN x N
(iv) If f ( x ) is the the sum or product of any of the above, then try
y p ( x ) as the sum or product of the correspond ing individual trial function.
Note : If the trial function is also contained within the complement ary function
yc ( x ), the trial function should be multiplied by the smallest integer power of x .

Ex: Find the particular integral of the equation
d2y
dx 2
dy
y ex
dx
Set y p ( x ) be x , but yc ( x ) (c1 c2 x )e x

Try y p ( x ) bx 2e x
b
d
( 2 xe x x 2e x ) 2b( 2 xe x x 2e x ) bx 2e x e x
dx
x 2 (b 2b b) x (4b 4b) 2b 1
1
2b 1 b
2
1
y p ( x ) x 2e x
2

Ex : Solve
(i ) for
d2y
d2y
dx 2
dx 2
4 y x 2 sin 2 x
4 y 0 the trial solution y Ae x
2 4 0 2i yc ( x ) c1e 2 ix c2e 2ix d1 cos 2 x d 2 sin 2 x

(ii) set y p ( x ) (ax 3 bx 2 cx )( d sin ex e cos 2 x ) y1 ( x ) y2 ( x )
d2
dx
2
''
''
' '
2
(
y
y
)
4
(
y
y
)
x
sin
2
x
for
y
4
y
y
y
2
y
y
x
sin 2 x
1 2
1 2
2
2
1 2
1 2
2
(6ax 2b )( d sin 2 x e cos 2 x ) 2( 3ax 2 2bx c )( 2d cos 2 x 2e sin 2 x ) x 2 sin 2 x

for the sin 2 x term : 6adx 2bd ( 4)e( 3ax 2 2bx c ) x 2
ae 1 / 12
6ad 8be bd 2ec
for the cos 2 x term : e(6ax 2b ) 4d ( 3ax 2 2bx c ) 0

ad 0 ae 4bd / 3 be 2dc bd 1 / 16 be 0 ec bd / 2 1 / 32
y p ( x ) x 3 cos 2 x / 12 x 2 sin 2 x / 16 x cos 2 x / 32
y yc ( x ) y p ( x ) d1 cos 2 x d 2 sin 2 x x 3 cos 2 x / 12 x 2 sin 2 x / 16 x cos 2 x / 32

Laplace transform method
f ( s ) f ( x )e sx dx
0
f ( n ) ( s ) s n f ( s ) s n1 f (0) s n 2 f ' (0)..... sf ( n 2 ) (0) f ( n1) (0)
Ex :
d2y
dx 2
dy
2 y 2e x
dx
Sol : s 2 y( s ) sy (0) y ' (0) 3[ sy( s ) y(0)] 2 y( s )

( s 2 3 s 2) y ( s ) 2 s 5
2
s1
2
s1
2s 2 3s 3
1
2
1
y( s )
( s 1)( s 1)( s 2) 3( s 1) s 1 3( s 2)
1
1
y( x ) e x 2e x e 2 x
3
3
15 Higher-order ordinary differential equation

Linear equation with variable coefficients
Legendres linear equation:
n
dy
n d y
a n (x )
.......
a
(
)
a0 y f ( x )
1
n
dx
dx
dy dt dy
dy
dy
Let x e t
e t
dx dx dt x dt
dt
d2y
2
d
dt d
2
d d
t dy
t dy
t 2 d y dy
e
)
e
)
e
)
[
( 1) y
2
2
2
dx
dt
dx dt
dt
dt
dx
dt
(x ) dt dt
d3y
2
3
dt d
d2y
dy
2 2 t d y dy
3 3t d y
e
[
]}
e
(
2
)
3
2
3
2
dx
dt
dt
dt
dx
dt
dt
dt
3
d d
d
d
1
)(
2
).........
.(
n 1) y
3 dt dt
dt
dt
(x )
dny
n
d d
d
d
n
(
1
)(
2
).....(
n 1) y
n dt dt
dt
dt
dx
(x )
d d
d
d
dy
et
a n
( 1)( 2)...( n 1) y ... a1
a0 y f (
)
dt dt
dt
dt
dt

Eulers equation for 1 and 0
n
dy
n d y
an x
.........
a
x
a0 y f ( x )
1
n
dx
dx
d2y
dy
4y 0
2
dx
dx
dy dy dt
dy
Sol : let x e t
e t
dx dt dx
dt
Ex : x
d2y
2
d t dy
dt d t dy
t
t dy
t d y
(e
)
(e
) e (e
e
)
2
2
dx
dt
dx
dt
dt
dt
dx
dt
d2y
dt 2
2t
2
dy
2t d y
e
dt
dt 2
4 y 0 try y e t 2 4 0 2
y( t ) c1e 2 t c2e 2 t y ( x ) c1 x 2 c 2 x 2

The n - th order linear ODE
an ( x )
dny
dx n
......... a1 ( x )
dy
a0 ( x ) y f ( x ) is exact , if
dx
dy
d
d n1 y
dy
a n ( x ) n .......... a1 ( x ) a0 ( x ) y
[bn1 ( x ) n1 ..... b1 ( x ) b0 y ]
dx
dx
dx
dx
dx
dny
a n bn1
a5( 5 ) b4( 5)
a n1 bn' 1 bn 2
a4( 4 ) b4( 5 ) b3( 4 )
a n 2
bn' 2
bn 3
n5
a3( 3 ) b3( 4 ) b2( 3 ) a0 a1(1) a 2( 2 ) a 3( 3 ) a4( 4 ) a5( 5 ) 0
......
a 2( 2 ) b2( 3) b1( 2 )
......
a1(1) b1( 2 ) b0(1)
a 2 b2' b1
a0 b0(1)
a1 b1' b0
a0 b0'

a0 ( x ) a1' ( x ) a2'' ( x ) ....... ( 1) n an( n ) ( x )
( 1)nan( n) ( x ) 0
n 0
Ex:
(1 x )
d2y
dx 2
3x
dy
y1
dx
a 2 1 x a1 3 x a0 1
(1)nan( n) ( x ) 0
n 0
d
dy
d2y
dy
' dy
[b1 ( x ) b0 ( x ) y ] 1 b1
b1 2 b0' y b0
1
dx
dx
dx
dx
dx
d
dy
dy
[(1 x 2 ) xy ] 1 (1 x 2 )
xy x c1
dx
dx
dx
dy
x
x c1
first order linear ODE

2
2
dx (1 x )
1 x

dy
x
x c1
P ( x ) y Q( x ) P ( x )
Q
(
x
)
dx
1 x2
1 x2
x
2
integratin g factor ( x ) exp{ P ( x )dx } exp{
dx
}
x
1 x2
( x ) y( x ) ( x )Q( x )dx
2 1/ 2
(1 x )
y( x )
(1 x 2 )1 / 2 ( x c1 )
2
dx
2 1/ 2
1 x
(1 x )
x
1
dx
c
dx
1
2 1/ 2
2 1/ 2
(1 x )
(1 x )
(1 x 2 )1 / 2 c1 sin 1 x c 2
y( x )
x c1
c1 sin 1 x c2
2 1/ 2
(1 x )
dx

Partially known complementary function
nth - order linear ODE
dny
dy
an ( x )
......... a1 ( x ) a0 ( x ) y f ( x )
dx
dx
As f ( x ) 0, u( x ) is one part of the complement ary function,
making the substituti on y( x ) u( x )v ( x ), we can transform
dv
the above into an equation of order n - 1 in
.
dx
Ex :
d2y
2
y csc x
dx
yc ( x ) c1 sin x c2 cos x let u( x ) cos x (or sin x )
y ( x ) u( x )v ( x ) cos xv ( x )
d 2v
d '
(v ( x ) cos x v ( x ) sin x ) v ( x ) cos x csc x
dx
dv
d 2v
dv csc x
cos x 2 2 sin x
csc x
2
tan
x
dx
dx cos x
dx
dx 2

( x ) exp{2 tan xdx } exp{2 ln scex } exp{ln cos 2 x } cos 2 x
d 2v
dv
cot x is a exact linear ODE
2
dx
dx
d
dv
dv
(cos 2 x ) cot x cos 2 x

cot xdx ln sin x c1
dx
dx
dx
2
cos x
2 sin x cos x
v ( x ) sec2 x ln sin xdx c1 sec2 xdx

integral by part u ln sin x u' cos x / sin x v ' sec2 x v tan x
sec2 x ln sin xdx tan x ln sin x
and
sec
cos
tan xdx tan x ln sin x x
sin x
xdx tan x
v ( x ) tan x ln sin x x c1 tan x c2

general solution y( x ) cos xv ( x )
c1 sin x c2 cos x sin x ln sin x x cos x

Variation of parameters
dny
dy
a0 y f ( x )
n
dx
dx
For f ( x ) 0, the complement ary function yc ( x ),
an ( x )
......... a1 ( x )
yc ( x ) c1 y1 ( x ) c 2 y2 ( x ) ........... cn yn ( x ) all yi ( x ) i 1,...n are known

Assume a particular integral y p ( x ) is
y p ( x ) k1 ( x ) y1 ( x ) k 2 ( x ) y2 ( x ) ...... k n ( x ) yn ( x )
y 'p ( x ) k1 y1' ...... k n yn' ( k1' y1 ....... k n' yn )
* * we choose the constraint : k1' y1 ...... k n' yn 0
y 'p' ( x ) k1 y1'' ....... k n y n'' ( k1' y1' ...... k n' yn' )
For m n
Assumed to
be zero
y (pm ) k1 y1( m ) ..... k n y n( m ) ( k1' y1( m 1) .... k n' yn( m 1) )

y (pn ) k1 y1( n ) ....... k n y n( n ) ( k1' y1( n1) ...... k n' yn( n1) )
Not zero

n
am (k1 y1( m ) ..... kn yn( m ) ) an (k1' y1( n1) ..... kn' yn( n1) )
f ( x)
m 0
am k j y (jm ) an ( k1' y1( n1) .... kn' yn( n1) )
m 0
f ( x)
j 1
k j (a n y (jn ) ...... a1 y 'j a0 y j ) an ( k1' y1( n1) .... k n' y n( n1) ) f ( x )

j 1
For complement ary solution y j ( x ) : an y (jn ) ........ a1 y 'j a0 y j 0

a n ( k1' y1( n1) ........ k n' yn( n1) ) f ( x )
k1' ( x ) y1 ( x ) ............. k n' ( x ) yn ( x ) 0
k1' ( x ) y1' ( x ) .............. k n' ( x ) yn' ( x )
n constraints to be used to
solve k n ( x )
y ( x ) yc ( x ) y p ( x )
....
....
k1' ( x ) y1( n 2 ) ( x ) ..... k n' ( x ) y n( n 2 ) ( x ) 0
k1' ( x ) y1( n1) ( x ) ...... k n' ( x ) yn( n1) ( x )
f ( x ) / an ( x )
[cm km ( x )] ym ( x )
m 1

Ex :
d2y
csc
x
y
(
0
)
y
(
)0
2
2
dx
yc ( x ) c1 sin x c2 cos x
y p ( x ) k1 ( x ) sin x k 2 ( x ) cos x
Constraint s :
k1' ( x ) sin x k 2' ( x ) cos x 0
k1' ( x ) cos x k 2' ( x ) sin x csc x
k1' ( x ) cos x / sin x cot x k1 ( x ) ln sin x
k 2' ( x ) sin x csc x 1
k2 ( x ) x
y ( x ) (c1 ln sin x ) sin x (c2 x ) cos x
y (0) y( ) 0 c1 c 2 0
2
y ( x ) (ln sin x ) sin x x cos x

Greens functions
dny
dy
a0 ( x ) y f ( x )
n
dx
dx
can be written as operator equation Ly( x ) f ( x )
an ( x )
........ a1 ( x )
Suppose a function G ( x , z ) exists and obey some boundary conditions

in the range a x b.
b
y( x ) G ( x , z ) f ( z )dz
a
Ly( x ) [ LG( x , z )] f ( z )dz f ( x )
LG( x , z ) ( x z )
(I) G ( x , z ) obeys the boundary conditions

if y(a ) y(b) 0 G (a , z ) G (b, z ) 0
(II) The continuity or discontinu ity of G ( x , z ) and
its derivative s at x z
n
lim
0 m 0 z
am ( x )
d mG ( x , z )
dx
dx lim
0 z
( x z )dx 1

d nG
( x z ) exists,but its value is infinite

dx n
(2) (n - 1)th - order derivative must have a finite discontinu ity at x z
(1)
(3) all the lower - order derivative
d mG
dx
for m n 1 must be
continuous at this point

For m 0 to n 1
lim
am ( x )
0 z
d mG ( x , z )
dx
dx 0
For m n
lim
an ( x )
0 z
lim {an ( x )
d n1G ( x , z )
dx n1
dx
d n1G ( x , z )
d nG ( x , z )
dx
n 1
|zz
dx
|zz
1
an ( x )
d
a n' ( x )
n1
G( x, z )
dx
n1
dx } 1

Ex :
d2y
csc
x
y
(
0
)
y
(
)0
2
2
dx
d 2G ( x , z )
2
G( x, z ) ( z x )
dx
Assume G ( x , z ) A( z ) sin x B( z ) cos x for x z
C ( z ) sin x D( z ) cos x for x z
(1) boundary conditions G (0, z ) G ( / 2, z ) 0
B( z ) C ( z ) 0
G ( x , z ) A( z ) sin x for x z
D( z ) cos x for x z
(2) G ( x , z ) is continuous at x z and
dG z
1
| z
1
dx
a2 ( z )
A( z ) sin z D( z ) cos z 0
D( z ) sin z A( z ) cos x 1 A( z ) cos z
G ( x , z ) cos z sin x for x z
sin z cos x for x z
D( z ) sin z

general solution :
y( x )
/2
G ( x , z ) csc zdz
x
/2
cos x sin z csc zdz sin x
cos z csc zdz
x cos x sin x ln sin x
Note : Green' s function method is also usefyl for finding

a particular integral
Ex :
d2y
dx
y f ( x)
x
y p ( x ) cos x sin zf ( z )dz sin x cos zf ( z )dz

Ex :
d2y
y f ( x ) for y(0) y ' (0) 0
dx 2
G ( x , z ) A( z ) sin x B( z ) cos x for x z

G (0, z ) G ' (0, z ) 0 A( z ) B( z ) 0
G( x, z ) 0
for x z

at x z C ( z ) sin z D( z ) cos z 0
C ( z ) cos z D( z ) sin z 1
C ( z ) cos z
D( z ) sin z
G( x, z ) 0
for x z
cos z sin x sin z cos x for x z
x
y( x ) G ( x , z ) f ( z )dz sin( x z ) f ( z )dz

Note : for inhomogene ous boundary condition
y(a ) , y(b ) or y(0) y ' (0)
Make a change of variable, such that in the new
variable u, the boundary conditions are homogeneou s
u(a ) u(b) 0 or u(0) u' (0) 0
For example : consider the second - order case
(1) y(a ) , y(b )
set u y ( mx c )
u(a ) ( ma c ) 0 and u(b ) ( mb c ) 0
a b
and c
ab
ab
(2) y(0) y ' (0)
set u y ( mx c ) thriugh the point (0, )
mc
m
u(0) 0 and u' (0) y ' (0) 0

Canonical form for second-order equation
d2y
dx 2
a1 ( x )
dy
a0 ( x ) y f ( x )
dx
u'' a1u' a0 u
2u'
f
'
Let y ( x ) u( x )v ( x ) v (
a1 )v (
)v
u
u
u
''
* * If there was no term in v ' ( x )

2 u'
1
d 2v
a1 0 u( x ) exp{ a1 ( z )dz } 2 g ( x )v h( x )
u
2
dx
u' 1
1 '
u''
1 ' a1 u'
1
1
''
'

a1 and u
(a1u a1u )
a1
a1' a12
u
2
2
u
2
2 u
2
4
u'' a1u' a0 u
1
1
g( x )
a0 ( x ) [a1 ( x )]2 a1' ( x )
u
4
2
1
h( x ) f ( x ) / u( x ) f ( x ) exp{ a1 ( z )dz }
2

Ex : 4 x
d2y
dx 2
4x
dy
( x 2 1) y 0
dx
d2y
1 dy x 2 1
y 0 set y( x ) u( x )v ( x )
2
2
x dx
dx
4x
1
a1 ( x )
x
a0 ( x )
x2 1
4x2
1 1
1
u( x ) exp{ dz }
2 z
x
1
1
1
1
1
d 2v ( x ) 1
g( x ) 2 2 2
v( x ) 0
2
4 4x
4
4
4x
2x
dx
1
1
v ( x ) c1 sin x c2 cos x
2
2
1
1
y( x ) (c1 sin x c2 cos x ) / x
2
2

General ordinary differential equations
(I)
Dependent variable absent : An ODE does not contain

variables y, but only dy/dx, change variable p=dy/dx
d2y
dy
4x
2
dx
dx
dy
dp
Sol : Let p
2 p 4x
dx
dx
Ex :
( x ) exp( 2dx ) e 2 x
1
1
( x ) p( x ) 4 xe 2 x dx 4[ xe 2 x e 2 x dx c1
2
2
2 xe 2 x e 2 x c1
p( x ) 2 x 1 c1e 2 x
dy
dx
y( x ) c1e 2 x x 2 x c2

(II) Independent variable absent: An ODE does not contain independent
variable x, except in d/dx, d2/dx2, making a substitution dy/dx=p
d 2 y dp dy dp
dp
p
dy
dx 2 dx dx dy
d3y
2
d
dp
dy d
dp
dp 2
2d p
(
p
)
(
p
)
p
(
)
3
2
dx dy
dx dy dy
dy
dx
dy
d2y
dy
Ex : 1 y 2 ( ) 2 0
dx
dx
dy
d2y
dp
dp
dp
2
2
Let p
yp
yp
(
p
1)
2
dx
dy
dy
dy
dx
p
dy
1
- 2
dp
ln
ln( c1 y ) (1 p 2 ) y 2 c 2
y
p 1
p2 1
dy
c2 y2 1/ 2
y
p
(
)
dy dx
2
2
2
dx
y
c y
- (c 2 y 2 )1 / 2 x A ( x A) 2 y 2 c 2

Non-linear exact equation
d3y
dy d 2 y
Ex : 2 y 3 6
x
2
dx
dx
dx
d
d2y
d3y
dy d 2 y
(1)
(2 y 2 ) 2 y 3 2
dx
dx dx 2
dx
dx
d
dy 2
dy d 2 y
(2) [2( ) ] 4
dx dx
dx dx 2
d
d2y
d
dy
(1) ( 2)
( 2 y 2 ) [2( ) 2 ] x
dx
dx dx
dx
d2y
dy 2 x 2
2 y 2 2( )
c1
dx
2
dx
d
dy
x2
(2 y )
c1
dx
dx
2
dy x 3
x 4 c1 2
2
2y
c1 x c2 y
x c2 x c3
dx
6
24 2

Isobaric or homogeneous equations
(1) y vx m
(2) x e t
Weight : (a) y (W m ) (b) x (W 1) (c)d n y / dx n : y(W m ), x (W n)
Ex : x
d2y
dx 2
( x 2 xy )
d2y
dy
( y 2 xy ) 0
dx
dy
dy
2
xy
y
xy 0
2
dx
dx
dx
Weight : (3 - 2 m), (2 - 1 m), 2m, 2m, m 1
m 1,
m 1,
2m, 2m, m 1
x2
dy
dv
for equal weihght m 1 set y vx
v x
dx
dx
x
d 2v
dx 2
(1 v )
d2y
dx 2
d 2v
dx 2
dv
0 homogeneou s equation
dx
2
dv
d 2v
d 2v
dv
t dv
2t d v
2 t dv
Let x e
e
and
v
0
2
2
2
dx
dt
dt
dt
dx
dt
dt
t
dv
dx

d 2v
dv
dv
d v2
v2
dt 2 dt v dt dt dt dt ( 2 )dt 2 c1
dv 1 2
1
v c1 (v 2 d12 )
dt 2
2
1
dv
t
1
1 v
dt 2
tan
( )
2
2
2
2
d
d1
v d1
1
for t ln x
d1
y
ln x d1d 2 tan 1 (
)
2
xd1
1
y d1 x tan( d1 ln x d1d 2 )
2

Equation homogeneous in x or y alone
Ex : x
d2y
dx
dy 2
3 0
dx y
homogeneou s in x
2
dy dt dy
d2y
t dy
2 t d y dy
Let x e dx e dt
e
and 2 e ( 2 )
dx dx dt
dt
dt
dx
dt
t
d2y
dy
d 2 y dp dy dp
dp
0
Set
p
p
dt
dt dt dy
dy
dt 2 y 3
dt 2
dp 2
dp 2
2
p 3 0 p
3 pdp 3 dy
dy y
dy y
y
1 2
1
dy
1
p 2 c1 p
2(c1 2 )
2
dt
y
y
dy
2(c1
1
y
t c2
ydy
2
2(1 c1 y )
t c2
1 c1 y 2
2c1
t c 2 ln x c2

Equations having y Ae x as a solution:
If any general nth-order ODE is satisfied identically by assuming
y dy / dx d 2 y / dx 2 ...... d n y / dx n then y A exp( x ) is a solution
dy d 2 y
dy 2
2 dy
Ex : ( x x )
x
y
x
(
) 0
2
dx dx
dx
dx
2
dy d 2 y
2
2
2 2
2
Set y
(
x
x
)
y
x
y
xy
0
dx dx 2
Which is satisfied identicall y. y Ae x is a solution
Simultaneous Diffusion and Reaction

A tubular reactor of length L and 1 m2 in cross section is employed to
carry out a first order chemical reaction in which a material A is
converted to a product B,
A B
The specific reaction rate constant is k s-1. If the feed rate is u m3/s,
the feed concentration of A is Co, and the diffusivity of A is assumed
to be constant at D m2/s. Determine the concentration of A as a
function of length along the reactor. It is assumed that there is no
volume change during the reaction, and that steady state conditions
are established.

L
u
C0
The concentration will vary in the entry section

due to diffusion, but will not vary in the section
following the reactor. (Wehner and Wilhelm, 1956)
u
C
x
section
x
x
Bulk flow of A
Diffusion of A
uC
D
dC
dx
x+x
dC
x
dx
dC d
dC
D
D
x
dx dx
dx
uC u
A material balance can be taken over the element of length x at a distance x from the inlet
Input - Output -Reaction = Accumulation
uC D dC
dx
dC
dC d
dC
uC u dx x D dx dx D dx x kCx 0

uC
dC
dx
dC
dC d
dC
uC
x kCx 0

dx
dx dx
dx

dividing by x
dC d
dC
u

D
dx
dx dx
kC 0

In the entry section
rearranging
d 2C
dC
D 2 u
kC 0
dx
dx
auxiliary equation
Dm 2 um k 0
ux
1 a B exp ux 1 a
2D
2D
C A exp
d 2C '
dC '
D 2 u
0
dx
dx
auxiliary equation
Dm 2 um 0
1 4kD / u
2
ux
C ' exp

ux
1 a B exp ux 1 a
2D
2D
C A exp
ux
C ' exp
B. C.
dC dC '
dx
dx
dC
xL
0
dx
x0
B. C.
x C ' C0
x 0 C' C
C0
A B
2 A(1 a ) B (1 a )
2C0 A(1 a ) B (1 a )
ux
1 a B(1 a) exp ux 1 a 0
2D
2D
A(1 a ) exp

A
2C0 (a 1)
uLa
exp
K
2
D
2C0 (a 1)
uLa
exp
K
2D
K a 1 exp uLa / 2 D a 1 exp uLa / 2 D

2
C
2
ux
ua
L x a 1 exp ua L x
exp
a 1 exp
C0 K
2D
2D
2D

if diffusion is neglected (D0)
C0 C
kx
1 exp
C0
u
Continuous Hydrolysis of Tallow

1.017 kg/s of a tallow fat mixed with 0.286 kg/s of high pressure hot water
is fed into the base of a spray column operated at a temperature 232 C
and a pressure of 4.14 MN/m2. 0.519kg/s of water at the same temperature
and pressure is sprayed into the top of the column and descends in the
form of droplets through the rising fat phase. Glycerine is generated in the
fat phase by the hydrolysis reaction and is extracted by the descending
water so that 0.701 kg/s of final extract containing 12.16% glycerine is
withdrawn continuously from the column base. Simultaneously 1.121 kg/s
of fatty acid raffinate containing 0.24% glycerine leaves the top of the
column. If the effective height of the column is 22 m and the diameter 0.66
m, the glycerine equivalent in the entering tallow 8.53% and the
distribution ratio of glycerine between the water and the fat phase at the
column temperature and pressure is 10.32, estimate the concentration of
glycerine in each phase as a function of column height. Also find out what
fraction of the tower height is required principally for the chemical
reaction. The hydrolysis reaction is pseudo first order and the specific
reaction rate constant is 0.0028 s-1.

fatty acid (raffinate)
L kg/s
L kg/s
xH
zH
hot water
G kg/s
x+x
z+z
h
tallow fat
x
z
G kg/s
yH
y+y
h
y
hot water
G kg/s
glycerine (extract)
x0
z0
y0

x = weight fraction of glycerine in raffinate
y = weight fraction of glycerine in extract
y*= weight fraction of glycerine in extract in equilibrium with x
z = weight fraction of hydrolysable fat in raffinate
Consider the changes occurring in the element of column of height h:
glycerine transferred from fat to water phase, KaS ( y * y )h
kSzh
rate of destruction of fat by hydrolysis,
rate of production of glycerine by hydrolysis, kSzh / w
S: sectional area of tower
k: specific reaction rate constant
a: interfacial area per volume of tower : mass of fat per unit volume of column (730 kg/m3)
K: overall mass transfer coefficient
w: kg fat per kg glycerine

A glycerine balance over the element h is:
kSzh KaS y * y h
dx
Lx L x
h
in the fat phase
dh
w
dy
in the extract phase

G y
h Gy KaS y y *h
dh
A glycerine balance between the element and the base of the tower is:
Lz0
Lz
Gy Lx
Gy0
w
w
The glycerine equilibrium between the phases is:
y* mx
L kg/s
xH
zH
x+x
z+z
G kg/s
yH
y+y
h
x
z
x0
z0
y0

kSzh KaS y * y h
dx
Lx L x
h
dh
w
dy
G y
h Gy KaS y y *h
dh
Lz0
Lz
Gy Lx
Gy0
w
w
z z0 G
( y y0 ) x
w w L
dy
G y
h Gy KaS y y *h
dh
multiply by KaSm/LG
x
kSz
dx
dy
L
G
w
dh
dh
KaSmx KaSy G
dy
dh
dx
dy
z0 G
y y0 x L
G
dh
dh
w L
kS
1
G dy
y
m
KaSm dh
kS 2 Ka mz0 mG
dy KaS dy d 2 y KaSm dy
kS KaS
y y0
y
2
0
LG w
L
L
G
dh
G
dh
dh
L
dh

kS 2 Ka mz0 mG
dy KaS dy d 2 y KaSm dy
kS KaS
y y0
y
2
0
LG w
L
L
G
dh
G
dh
dh
L
dh
mG
r
kS
L
p
L
KaS
q
(r 1)
G
mz0
d2y
dy
pq
( p q ) pqy
ry0
2
dh
dh
r 1
w
Complementary function
2nd O.D.E. with constant coefficients
Particular solution
m 2 ( p q )m pq 0
Constant at the right hand side
yc A exp( ph) B exp( qh)
mz0
pq
yp
ry0
/ pq C
r 1
w

y A exp( ph) B exp( qh)
1
mz0
ry
r 1
w
B.C.
h 0, x 0
h H, y 0
mx y
r 1 dy
q dh
h 0, x 0
h H, y 0
q rp p
kG
v
1
q
KaL
=C
KaSmx KaSy G
mx y
dy
dh
r 1
pA exp( ph) qB exp( qh)
q
r 1
( pA qB) C 0
q
pH
Ae
Be qH C 0
A B
B (ve pH re pH ) C (e pH v)
A(ve pH re pH ) C (r e qH )

y (veqH re pH )
h 0, y y0
mz
1
qH ph
pH
v )e qh veqH re pH
ry0 0 (r e )e (e
r 1
w
y0
mz0
r 1 pH v 1 qH
1
e
e
pH
w(r e )
r
r
mz0 ph e pH v qh veqH re pH
e
y
e
qH
qH
w(r v)
r
e
r
1.017 1.121
m 10.32
1.069
2
k 0.0028
0.286 0.519
G~
0.403
S 0.66 2
2
4
0.701 0.1216
y0 ~
0.2115 730
0.403
L~
kS
p
L
mG
r
L
H=22 m
y=0
KaS
(r 1) ~~~ tryander ror
G
Ka=0.0632 kg glycerine per sec per m3

mz0 ph e pH v qh veqH re pH
e
y
e
qH
w(r v)
r e qH
r e
y* mx y
r 1
pA exp( ph) qB exp( qh)
q
z z0 G
( y y0 ) x
w w L
It shows that the chemical

reaction is virtually completed in
the bottom 9 m of the column, or
40%
of the column.
Variation of Parameters
d2y
dy
P 2 Q Ry ( x)
dx
dx
yc c1 y1 ( x) c2 y2 ( x)
y p u1 ( x) y1 ( x) u2 ( x) y2 ( x)
u1 ' y1 u2 ' y2 0
y p ' u1 y1 'u1 ' y1 u2 y2 'u2 ' y2
y p ' u1 y1 'u2 y2 '

y p ' ' u1 y1 ' 'u2 y2 ' 'u1 ' y1 'u2 ' y2 '
P(u1 y1 ' 'u2 y2 ' 'u1 ' y1 'u2 ' y2 ' ) Q(u1 y1 'u2 y2 ' ) R (u1 y1 u2 y2 ) ( x)
P(u1 ' y1 'u2 ' y2 ' ) ( Py1 ' 'Qy1 ' Ry1 )u1 ( Py2 ' 'Qy 2 ' Ry 2 )u2 ( x)
Py1 ' 'Qy1 ' Ry1 0
Py2 ' 'Qy 2 ' Ry 2 0
Variation of Parameters
u1 ' y1 u2 ' y2 0
u1 ' y1 'u2 ' y2 ' ( x) / P
0
y2 ( x )
( x) / P y2 ( x)'
[ ( x) / P ] y2 ( x)
u1 ' ( x)
y1 ( x) y2 ( x)
W ( y1 , y2 )
y1 ( x)' y2 ( x)'
y1 ( x)
0
y1 ( x)' ( x) / P [ ( x) / P ] y1 ( x)
u2 ' ( x)
y1 ( x) y2 ( x)
W ( y1 , y2 )
y1 ( x)' y2 ( x)'
[ ( x) / P] y2 ( x)
u1 ( x)
dx
W ( y1 , y2 )
[ ( x) / P ] y1 ( x)
u2 ( x)
dx
W ( y1 , y2 )
Solve
Exampl
y
9 y 3 sec(3 xe)
d2
dx 2
y1 ( x) cos 3 x
d2y
9y 0
2
dx
y2 ( x) sin 3 x
m 2 9m 0
cos 3 x
sin 3 x
W ( y1 , y2 )
3
3 sin 3 x 3 cos 3 x
m 3i
yc A cos 3 x B sin 3 x
3 sec 3 x sin 3 x
1
dx ln cos 3 x
3
3
3 sec 3x cos 3 x
y yc y p
u2 ( x)
dx x
3
u1 ( x)
1
y p ln cos 3 x cos 3 x x sin 3 x
3
A cos 3 x B sin 3 x
1
ln cos 3 x cos 3 x x sin 3 x
3
Euler Equation
2
d y
dy
x
Ax By 0
2
dx
dx
2
y ( x) x m
m(m 1) x Amx Bx 0
y ( x)' mx m 1
y ( x)' ' m(m 1) x m 2
m1 m2
y ( x) c1 x m c2 x m
1
m 2 ( A 1)m B 0
m1 m2
y ( x) [c1 c2 ln x]x m
m m1 , m 2
Simultaneous Differential Equations

These are groups of differential equations containing more than one
dependent variable but only one independent variable. In these
equations, all the derivatives of the different dependent variables are
with respect to the one independent variable.
Our purpose: Use algebraic elimination of the variables until only
one differential equation relating two of the variables remains.
Independent variable or dependent variables?
dx
f1 ( x, y )
elimination of independent variable
dt
dy
f 2 ( x, y )
dt
dx f1 ( x, y )
dy f 2 ( x, y )
Elimination of one or more dependent variables

It involves with equations of high order and it
would be better to make use of matrices.
Elimination of Dependent Variable

Solve
( D 2 D 6) y ( D 2 6 D 9) z 0
and
( D 2 3D 10) y ( D 2 3D 2) z 0
( D 3)( D 2) y ( D 3) 2 z 0
and
( D 2)( D 5) y ( D 2)( D 1) z 0
( D 5)
( D 3)
( D 3)( D 2)( D 5) y ( D 5)( D 3) 2 z 0

and
( D 3)( D 2)( D 5) y ( D 3)( D 2)( D 1) z 0
( D 5)( D 3) 2 z ( D 3)( D 2)( D 1) z 0
( D 3)(11D 13) z 0
( D 3) ( D 2 8 D 15) ( D 2 3D 2) z 0
Elimination of Dependent Variable

( D 3)(11D 13) z 0
z Ae
13
x
11
13
4 x
y Ae 11 Je 3 x He 2 x
7
z Ae
13
x
11
( D 2 3D 10) y ( D 2 3D 2) z 0
Be 3 x
J=2B
Be 3 x
( D 2 D 6) y ( D 2 6 D 9) z 0
13
( D 2 D 6) y
11
6 13
9 Ae
11
13
x
11
=E
13
x
1
yp 2
Ee 11
( D D 6)
13
px
px
p
f ( D ) e f ( p )e
11
yc He 2 x Je 3 x
13
4 11x
y Ae
Je 3 x He 2 x
7
13
4 11x
y Ae
2 Be 3 x He 2 x
7
yp
1
13
13
(( ) 2 ( ) 6)
11
11
13
Ee
13
x
11
13
121 11x 4 11x

yp
Ee
Ae
700
7
Example of Simultaneous O.D.E.s

1.25 kg/s of sulphuric acid (heat capacity 1500 J/kg C) is to be cooled in a two-stage
counter-current cooler of the following type. Hot acid at 174 C is fed to a tank where it
is well stirred in contact with cooling coils. The continuous discharge from this tank at 88
C flows to a second stirred tank and leaves at 45 C. Cooling water at 20 C flows into
the coil of the second tank and thence to the coil of the first tank. The water is at 80 C as
it leaves the coil of the hot acid tank. To what temperatures would the contents of each
tank rise if due to trouble in the supply, the cooling water suddenly stopped for 1h? On
restoration of the water supply, water is put on the system at the rate of 1.25 kg/s.
Calculate the acid discharge temperature after 1 h. The capacity of each tank is 4500 kg
of acid and the overall coefficient of heat transfer in the hot tank is 1150 W/m2 C and in
the colder tank 750 W/m2 C. These constants may be assumed constant.
Tank 1
Tank 2
80 C
40 C
20 C0.96 kg/s
88 C
1.25 kg/s
174 C
45 C

When water fails for 1 hour, heat balance for tank 1 and tank 2:
Tank 1
Tank 2
dT1
dt
dT
MCT1 MCT2 VC 2
dt
MCT0 MCT1 VC
dT1
dt
dT
T1 T2 2
dt
T0 T1
M: mass flow rate of acid

C: heat capacity of acid
V: mass capacity of tank
Ti: temperature of tank i
B.C.
t = 0, T1 = 88
dT
174 86e t T2 2
dt
T1 174 86e t
t = 1, T1=142.4 C
integral factor, et
T2 174 (86t 129)e t
B.C.
t = 0, T2 = 45
t = 1, T2 = 94.9 C

When water supply restores after 1 hour, heat balance for tank 1 and tank 2:
Tank 1
Tank 2
WCwt 2 MCT0 WCwt1 MCT1 VC dT1
dt
WC wt3 MCT1 WC wt2 MCT2 VC dT2
dt
t1
T0
t2
1
t3
2
T1
T2
W: mass flow rate of water

Cw: heat capacity of water
t1: temperature of water leaving tank 1
t2: temperature of water leaving tank 2
t3: temperature of water entering tank 2
Heat transfer rate equations for the two tanks:
(T1 t1 ) (T1 t 2 )
ln(
T
t
)
ln(
T
t
)
1
1
1
2
WC w (t1 t 2 ) U1 A1
(T2 t 2 ) (T2 t3 )
ln( T2 t 2 ) ln( T2 t3 )
WC w (t 2 t3 ) U 2 A2
4 equations have to be
solved simultaneously

dt
dt
(T1 t1 ) (T1 t 2 )
WC w (t1 t 2 ) U1 A1
ln(
T
t
)
ln(
T
t
)
1
1
1
2
(T2 t 2 ) (T2 t3 )
WC w (t 2 t3 ) U 2 A2
ln(
T
t
)
ln(
T
t
)
2
2
2
3
U1 A1
W Cw
T1 (1 ) t1 t 2
U 2 A2
W Cw
T2 (1 ) t 2 t3
t1 t 2 T1 (1 )
t 2 t3 T2 (1 )

Cwt2 CT0 CT1 Cw (1 )T1 Cwt2 C
dT1
dt
Cw (1 )(1 )T2 Cw (1 ) t3 CT0 CT1 Cw (1 )T1 C

C wt3 CT1 CT2 C w (1 )T2 C w t3 C
dT1
dt
dT2
dt
dT1
d 2T2
dT
dT2
C
C 2 (Cw C w C ) 2
CT1 C
(Cw Cw C )T2 Cw (1 )t3
dt
dt
dt
dt
2
d T2
dT2
C2
(
2
C
2
C
C
)
C
w
w
w
2
dt
dt
Eliminating T1
C 2 CCw (1 ) Cw2 (1 )(1 ) T2
C (1 ) C w (1 )(1 )Cwt3 C 2T0
d 2T2
dT2
6
.
08
7.75T2 309
dt 2
dt
T2 Ae4.26t Be 1.82t 39.9
B.C. t = 0, T1=142.4 C, T2 = 94.9 C
A=0.6; B=54.4
t = 1, T2 = 48.8 C

Kuliah Diff Eq WS

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DIFFERENTIAL EQUATIONS

Definitions and Terminology

An equation containing the derivative of

A differential equation is an algebraic equation

Recall that a derivative indicates a change in a

Why study differential equations?

Many descriptions of natural phenomena are

Equations containing derivatives are called

Ergo, to investigate problems in many fields of

Why study differential equations?

Some examples of fields using differential

Solid mechanics & motion

Examples of Fields Using Differential

Definitions and Terminology

If y f (x) , the derivative of y or f (x)

Definitions and Terminology

Definitions and Terminology

Differential Equations are classified by

Definitions and Terminology

Definitions and Terminology

only ordinary (or total ) derivatives

ordinary differential equations

y is dependent variable and x is independent variable,

Definitions and Terminology

only partial derivatives

Partial Differential Equation

u is dependent variable and x and y are independent variables, and is

u is dependent variable and x and t are independent variables

Conservation of momentum, thermal energy or mass

Definitions and Terminology

Definitions and Terminology

Written in differential form:

Definitions and Terminology

there are no multiplications among dependent variables and

Definitions and Terminology

linear third-order ordinary differential equation

Definitions and Terminology

(1 y ) y ' 2 y e xcoefficient depends on y

nonlinear second-order ordinary differential equation

nonlinear fourth-order ordinary differential equation

Order and Degree

3rd order O.D.E.

A nonlinear differential equation contains nonlinear function of the dependent variable.

3) Order of a differential equation

A homogeneous differential equation can be written asL y ( x) 0, where L is a linear

Definitions and Terminology

Any function , defined on an interval I and possessing at

Definitions and Terminology

Definitions and Terminology

A 3rd order differential equation for = (t)

Linear Equation (1)

Linear Equation (2)

Multiply both sides of equation 4.10 by (t)

Observe that the left-hand side of eqn 4.12 can be written as

Linear Equation (3)

Integrate both sides of Equation (4.14) with respect to the

where c is the constant of integration

Higher ODE Reduces to 1st Order

y '''( x ) y ( x ) y ''( x ) 2( y '( x)) 2 y ( x) 0

In general, it is sufficient to solve first-order ordinary differential equations

Nonlinear equations can be reduced to linear ones

and if n 0,1 then

reduces the above equation to a linear equation.

First Order Differential Equations