Chapter 08.

01 Primer for Ordinary Differential Equations

After reading this chapter, you should be able to: 1. define an ordinary differential equation, 2. differentiate between an ordinary and partial differential equation, and 3. solve linear ordinary differential equations with fixed constants by using classical solution and Laplace transform techniques. Introduction An equation that consists of derivatives is called a differential equation. Differential equations have applications in all areas of science and engineering. Mathematical formulation of most of the physical and engineering problems leads to differential equations. So, it is important for engineers and scientists to know how to set up differential equations and solve them. Differential equations are of two types (A) ordinary differential equations (ODE) (B) partial differential equations (PDE) An ordinary differential equation is that in which all the derivatives are with respect to a single independent variable. Examples of ordinary differential equations include dy d2y dy + 2 + y = 0, (0) = 2, y (0) = 4 , 2 dx dx dx dy d3y d2y dy d2y + 3 2 + 5 + y = sin x, (0) = 12, (0) = 2 , y (0) = 4 3 2 dx dx dx dx dx Ordinary differential equations are classified in terms of order and degree. Order of an ordinary differential equation is the same as the highest derivative and the degree of an ordinary differential equation is the power of highest derivative.

Thus the differential equation, d3y d2y dy x 3 3 + x 2 2 + x + xy = e x dx dx dx

08.01.1

08.01.2 is of order 3 and degree 1, whereas the differential equation

Chapter 08.01

dy 2 dy = sin x + 1 + x dx dx is of order 1 and degree 2. An engineers approach to differential equations is different from a mathematician. While, the latter is interested in the mathematical solution, an engineer should be able to interpret the result physically. So, an engineers approach can be divided into three phases: a) formulation of a differential equation from a given physical situation, b) solving the differential equation and evaluating the constants, using given conditions, and c) interpreting the results physically for implementation.
Formulation of differential equations

As discussed above, the formulation of a differential equation is based on a given physical situation. This can be illustrated by a spring-mass-damper system.

M
x

Figure 1 Spring-mass damper system.

Above is the schematic diagram of a spring-mass-damper system. A block is suspended freely using a spring. As most physical systems involve some kind of damping - viscous damping, dry damping, magnetic damping, etc., a damper or dashpot is attached to account for viscous damping. Let the mass of the block be M , the spring constant be K , and the damper coefficient be b . If we measure displacement from the static equilibrium position we need not consider gravitational force as it is balanced by tension in the spring at equilibrium. Below is the free body diagram of the block at static and dynamic equilibrium. So, the equation of motion is given by (1) Ma = FS + FD where FS is the restoring force due to spring.

Primer for Ordinary Differential Equation

08.01.3

FD is the damping force due to the damper. a is the acceleration. The restoring force in the spring is given by FS = Kx as the restoring force is proportional to displacement and it is negative as it opposes motion. The damping force in the damper is given by FD = bv as the damping force is directly proportional to velocity and also opposes motion. Therefore, the equation of motion can be written as Ma = Kx bv

(2) the (3)

(4)

Static

Dynamic

FS

FD

Mg

Ma

Figure 2 Free body diagram of spring-mass-damper system. Since

dx d 2x and v = 2 dt dt from Equation (4), we get d 2x dx M = Kx b 2 dt dt 2 d x dx M 2 + b + Kx = 0 dt dt This is an ordinary differential equation of second order and of degree one.
a=

(5)

08.01.4 Solution to linear ordinary differential equations

Chapter 08.01

In this section we discuss two techniques used to solve ordinary differential equations (A) Classical technique (B) Laplace transform technique Classical Technique The general form of a linear ordinary differential equation with constant coefficients is given by dny d n 1 y d2y dy + k n n 1 + ......... + k 3 2 + k 2 + k1 y = F ( x ) (6) n dx dx dx dx The general solution contains two parts (7) y = yH + yP where y H is the homogeneous part of the solution and y P is the particular part of the solution. The homogeneous part of the solution y H is that part of the solution that gives zero when substituted in the left hand side of the equation. So, y H is solution of the equation dny d n 1 y d2y dy + k n n 1 + ......... + k 3 2 + k 2 + k1 y = 0 n dx dx dx dx The above equation can be symbolically written as D n y + k n D n 1 y + ................. + k 2 Dy + k1 y = 0 (8)

(9)
(10) (11)

( D n + k n D n 1 + ................. + k 2 D + k1 ) y = 0 where, Dn = D n 1 . . . operating on y is the same as ( D r1 ), ( D r2 ) , ( D rn ) operating one after the other in any order, where ( D r1 ), ( D r2 ),............, ( D rn ) are factors of D n + k n D n 1 + ............... + k 2 D + k1 = 0 To illustrate ( D 2 3D + 2) y = 0 is same as dn dx n d n 1 = dx n 1

(12)

Primer for Ordinary Differential Equation

08.01.5

( D 2)( D 1) y = 0 ( D 1)( D 2) y = 0 Therefore, ( D n + k n D n 1 + .................... + k 2 D + k1 ) y = 0 is same as ( D rn )( D rn 1 )..................( D r1 ) y = 0 operating one after the other in any order.

(13) (14)

Case 1: Roots are real and distinct The entire left hand side becomes zero if (D r1 ) y = 0 . Therefore, the solution to (D r1 ) y = 0 is a solution to a homogeneous equation. (D r1 ) y = 0 is called Leibnitzs linear differential equation of first order and its solution is (D r1 ) y = 0 (15) dy (16) = r1 y dx dy = r1 dx (17) y Integrating both sides we get ln y = r1 x + c (18) y = ce r1 x (19) Since any of the n factors can be placed before y , there are n different solutions corresponding to n different factors given by C n e rn x , C n 1e rn 1x ,.............., C 2 e r2 x , C1e r1x where rn , rn 1 ,..........., r2 , r1 are the roots of Equation (12) and

C n , C n 1 ,......, C 2 , C1 are constants. We get the general solution for a homogeneous equation by superimposing the individual Leibnitzs solutions. Therefore y H = C1e r1 x + C 2 e r2 x + ............. + C n 1e rn 1 x + C n e rn x (20) Case 2: Roots are real and identical If two roots of a homogeneous equation are equal, say r1 = r2 , then ( D rn )( D rn 1 )......................( D r1 )( D r1 ) y = 0 Lets work at ( D r1 )( D r1 ) y = 0 If then
( D r1 ) z = 0 ( D r1 ) y = z

(21) (22) (23)

08.01.6 z = C 2 e r1x Now substituting the solution from Equation (24) in Equation (23) ( D r1 ) y = C 2 e r1 x dy r1 y = C 2 e r1x dx dy e r1 x r1e r1x y = C 2 dx r1 x d (e y ) = C2 dx d (e r1x y ) = C 2 dx Integrating both sides of Equation (25), we get e r1 x y = C 2 x + C1 y = (C 2 x + C1 )e r1 x Therefore the final homogeneous solution is given by y H = (C1 + C 2 x )e r1 x + C 3 e r3 x + ... + C n e rn x Similarly, if m roots are equal the solution is given by y H = C1 + C 2 x + C3 x 2 + ....... + C m x m 1 e rm x + C m +1e rm +1x + ... + C n e rn x

Chapter 08.01 (24)

(25)

(26)

(27)

(28)

Case 3: Roots are complex If one pair of roots is complex, say r1 = + i and r2 = i , where i = 1 then (29) y H = C1e ( +i )x + C 2 e ( i )x + C 3 e r3 x + ...... + C n e rn x Since e ix = cos x + i sin x , and (30a) e ix = cos x i sin x (30b) then y H = C1e x (cos x + i sin x ) + C 2 ex (cos x i sin x ) + C 3 e r3 x + ......... + C n e rn x = (C1 + C 2 )ex cos x + i (C1 C 2 )ex sin x + C 3 e r3 x + ......... + C n e rn x = ex ( A cos x + B sin x ) + C 3 e r3 x + ........ + C n e rn x (31)

where
A = C1 + C 2 and B = i (C1 C 2 ) (32) Now, let us look at how the particular part of the solution is found. Consider the general form of the ordinary differential equation D n + k n D n 1 + k n 1 D n 2 + .......... + k1 y = X (33)

The particular part of the solution y P is that part of solution that gives X when substituted for y in the above equation, that is,

Primer for Ordinary Differential Equation

08.01.7

(D

+ k n D n 1 + k n 1 D n 2 + ...... + k1 )y P = X

(34)

Sample Case 1 When X = e ax , the particular part of the solution is of the form Ae ax . We can find A by substituting y = Ae ax in the left hand side of the differential equation and equating coefficients.
Example 1

Solve
3
Solution

dy + 2 y = e x , y (0) = 5 dx

The homogeneous solution for the above equation is given by (3D + 2) y = 0 The characteristic equation for the above equation is given by 3r + 2 = 0 The solution to the equation is r = 0.666667 y H = Ce 0.666667 x The particular part of the solution is of the form Ae x d (Ae x ) 3 + 2 Ae x = e x dx 3 Ae x + 2 Ae x = e x Ae x = e x A = 1 Hence the particular part of the solution is y P = e x The complete solution is given by y = yH + yP = Ce 0.666667 x e x The constant C can be obtained by using the initial condition y (0) = 5 y (0) = Ce 0.6666670 e 0 = 5 C 1 = 5 C=6 The complete solution is y = 6e 0.666667 x e x
Example 2 Solve dy 2 + 3 y = e 1.5 x , y (0) = 5 dx

08.01.8 Solution

Chapter 08.01

The homogeneous solution for the above equation is given by (2 D + 3) y = 0 The characteristic equation for the above equation is given by 2r + 3 = 0 The solution to the equation is r = 1.5 y H = Ce 1.5 x Based on the forcing function of the ordinary differential equations, the particular part of the solution is of the form Ae 1.5 x , but since that is part of the form of the homogeneous part of the solution, we need to choose the next independent solution, that is, y P = Axe 1.5 x To find A , we substitute this solution in the ordinary differential equation as d Axe 1.5 x 2 + 3 Axe 1.5 x = e 1.5 x dx 1.5 x 2 Ae 3 Axe 1.5 x + 3 Axe 1.5 x = e 1.5 x 2 Ae 1.5 x = e 1.5 x A = 0.5 Hence the particular part of the solution is y P = 0.5 xe 1.5 x The complete solution is given by y = yH + yP

= Ce 1.5 x + 0.5 xe 1.5 x The constant C is obtained by using the initial condition y (0) = 5 . y (0) = Ce 1.5( 0) + 0.5(0)e 1.5( 0) = 5 C+0=5 C =5 The complete solution is y = 5e 1.5 x + 0.5 xe 1.5 x
Sample Case 2 When X = sin(ax) or cos(ax) , the particular part of the solution is of the form A sin( ax) + B cos(ax) . We can get A and B by substituting y = A sin( ax) + B cos(ax) in the left hand side of the differential equation and equating coefficients.
Example 3

Solve

Primer for Ordinary Differential Equation

08.01.9

2 Solution

dy d2y dy + 3 + 3.125 y = sin x , y (0) = 5, ( x = 0) = 3 2 dx dx dx

The homogeneous equation is given by (2 D 2 + 3D + 3.125) y = 0 The characteristic equation is 2r 2 + 3r + 3.125 = 0 The roots of the characteristic equation are
3 3 2 4 2 3.125 2 2 3 9 25 = 4 3 16 = 4 3 4i = 4 = 0.75 i Therefore the homogeneous part of the solution is given by y H = e 0.75 x ( K 1 cos x + K 2 sin x) The particular part of the solution is of the form y P = A sin x + B cos x r=

d2 ( A sin x + B cos x ) + 3 d ( A sin x + B cos x ) + 3.125( A sin x + B cos x ) = sin x 2 dx dx d 2 ( A cos x B sin x ) + 3( A cos x B sin x) + 3.125( A sin x + B cos x) = sin x dx 2( A sin x B cos x) + 3( A cos x B sin x) + 3.125( A sin x + B cos x) = sin x (1.125 A 3B) sin x + (1.125B + 3 A) cos x = sin x Equating coefficients of sin x and cos x on both sides, we get 1.125 A 3B = 1 1.125 B + 3 A = 0 Solving the above two simultaneous linear equations we get A = 0.109589 B = 0.292237 Hence y P = 0.109589 sin x 0.292237 cos x The complete solution is given by y = e 0.75 x ( K 1 cos x + K 2 sin x) + (0.109589 sin x 0.292237 cos x) To find K1 and K 2 we use the initial conditions dy y (0) = 5, ( x = 0) = 3 dx From y (0) = 5 we get

08.01.10 5 = e 0.75( 0) ( K 1 cos(0) + K 2 sin(0)) + (0.109589 sin(0) 0.292237 cos(0)) 5 = K 1 0.292237 K 1 = 5.292237 dy = 0.75e 0.75 x ( K 1 cos x + K 2 sin x) + e 0.75 x ( K 1 sin x + K 2 cos x) dx + 0.109589 cos x + 0.292237 sin x From dy ( x = 0) = 3, dx

Chapter 08.01

we get 3 = 0.75e 0.75( 0 ) ( K 1 cos(0) + K 2 sin(0)) + e 0.75( 0 ) ( K 1 sin(0) + K 2 cos(0)) + 0.109589 cos(0) + 0.292237 sin(0) 3 = 0.75 K 1 + K 2 + 0.109589 3 = 0.75(5.292237) + K 2 + 0.109589 K 2 = 6.859588 The complete solution is y = e 0.75 x (5.292237 cos x + 6.859588 sin x) + 0.109589 sin x 0.292237 cos x
Example 4

Solve 2
Solution

d2y dy dy + 6 + 3.125 y = cos( x) , y (0) = 5, ( x = 0) = 3 2 dx dx dx

The homogeneous part of the equations is given by (2 D 2 + 6 D + 3.125) y = 0 The characteristic equation is given by 2r 2 + 6r + 3.125 = 0
6 6 2 4(2)(3.125) r= 2( 2)

6 36 25 4 6 11 = 4 = 1.5 0.829156 = 0.670844,2.329156 Therefore, the homogeneous solution y H is given by y H = K1e 0.670845 x + K 2 e 2.329156 x The particular part of the solution is of the form y P = A sin x + B cos x =

Primer for Ordinary Differential Equation Substituting the particular part of the solution in the differential equation, d2 d 2 2 ( A sin x + B cos x) + 6 ( A sin x + B cos x) dx dx + 3.125( A sin x + B cos x) = cos x d 2 ( A cos x B sin x) + 6( A cos x B sin x) dx + 3.125( A sin x + B cos x) = cos x 2( A sin x B cos x) + 6( A cos x B sin x)

08.01.11

+ 3.125( A sin x + B cos x) = cos x (1.125 A 6 B) sin x + (1.125 B + 6 A) cos x = cos x Equating coefficients of cos x and sin x we get 1.125 B + 6 A = 1 1.125 A 6 B = 0 The solution to the above two simultaneous linear equations are A = 0.161006 B = 0.0301887 Hence the particular part of the solution is y P = 0.161006 sin x + 0.0301887 cos x Therefore the complete solution is y = yH + yP y = ( K1e 0.670845 x + K 2 e 2.329156 x ) + 0.161006 sin x + 0.0301887 cos x Constants K1 and K 2 can be determined using initial conditions. From y (0) = 5 , y (0) = K 1 + K 2 + 0.0301887 = 5 K 1 + K 2 = 5 0.0301887 = 4.969811 Now dy = 0.670845K 1e ( 0.670845) x 2.329156 K 2 e ( 2.329156) x dx + 0.161006 cos x 0.0301887 sin x dy ( x = 0) = 3 From dx 0.670845 K 1 2.329156 K 2 + 0.161006 = 3 0.670845 K 1 + 2.329156 K 2 = 3 + 0.161006 0.670845 K 1 + 2.329156 K 2 = 2.838994 We have two linear equations with two unknowns K 1 + K 2 = 4.969811 0.670845 K 1 + 2.329156 K 2 = 2.838994 Solving the above two simultaneous linear equations, we get K 1 = 8.692253 K 2 = 3.722442 The complete solution is

08.01.12

Chapter 08.01

y = (8.692253e 0.670845 x 3.722442e 2.329156 x ) + 0.161006 sin x + 0.0301887 cos x. Sample Case 3 When X = e ax sin bx or e ax cos bx , the particular part of the solution is of the form e ax ( A sin bx + B cos bx) , we can get A and B by substituting y = e ax ( A sin bx + B cos bx) in the left hand side of differential equation and equating coefficients.
Example 5

Solve 2
Solution

dy d2y dy + 5 + 3.125 y = e x sin x , y (0) = 5, ( x = 0) = 3 2 dx dx dx

The homogeneous equation is given by (2 D 2 + 5 D + 3.125) y = 0 The characteristic equation is given by 2r 2 + 5r + 3.125 = 0
5 5 2 4(2)(3.125) r= 2(2)

5 25 25 4 50 = 4 = 1.25,1.25 Since roots are repeated, the homogeneous solution y H is given by y H = ( K 1 + K 2 x)e ( 1.25) x The particular part of the solution is of the form y P = e x ( A sin x + B cos x) Substituting the particular part of the solution in the ordinary differential equation =

Primer for Ordinary Differential Equation

08.01.13

d 2 x d {e ( A sin x + B cos x)} + 5 {e x ( A sin x + B cos x)} 2 dx dx x + 3.125{e ( A sin x + B cos x)} = e x sin x d 2 {e x ( A sin x + B cos x) + e x ( A cos x B sin x)} dx + 5{e x ( A sin x + B cos x) + e x ( A cos x B sin x)} + 3.125e x ( A sin x + B cos x) = e x sin x

2{e x ( A sin x + B cos x) e x ( A cos x B sin x) e x ( A cos x B sin x) e x ( A sin x + B cos x)} + 5{e x ( A sin x + B cos x) + e x ( A cos x B sin x)} + 3.125e x ( A sin x + B cos x) = e x sin x

1.875e x ( A sin x + B cos x) + e x ( A cos x B sin x) = e x sin x 1.875( A sin x + B cos x) + ( A cos x B sin x) = sin x (1.875 A + B) sin x + ( A 1.875B) cos x = sin x

Equating coefficients of cos x and sin x on both sides we get A 1.875 B = 0 1.875 A + B = 1 Solving the above two simultaneous linear equations we get A = 0.415224 and B = 0.221453 Hence, y P = e x (0.415224 sin x + 0.221453 cos x) Therefore complete solution is given by y = yH + yP y = ( K 1 + xK 2 )e 1.25 x e x (0.415224 sin x + 0.221453 cos x) Constants K1 and K 2 can be determined using initial conditions, From y (0) = 5, we get K 1 0.221453 = 5 K 1 = 5.221453 Now dy = 1.25 K 1e 1.25 x 1.25 K 2 xe 1.25 x + K 2 e 1.25 x dx e x (0.415224 cos x 0.221453 sin x) + e x (0.415224 sin x + 0.221453 cos x) dy (0) = 3, we get From dx 1.25K 1e 1.25( 0 ) 1.25K 2 (0)e 1.25( 0) + K 2 e 1.25( 0 )
e 0 (0.415224 cos(0) 0.221453 sin(0)) + e 0 (0.415224 sin(0) + 0.221453 cos(0) = 3 1.25K 1 + K 2 + 0.221453 0.415224 = 3 1.25K 1 + K 2 = 3.193771 1.25(5.221453) + K 2 = 3.193771 K 2 = 9.720582 Substituting K 1 = 5.221453 and K 2 = 9.720582

08.01.14

Chapter 08.01

in the solution, we get y = (5.221453 + 9.720582 x)e 1.25 x e x (0.415224 sin x + 0.221453 cos x) The forms of the particular part of the solution for different right hand sides of ordinary differential equations are given below

X a0 + a1 x + a 2 x 2
e ax

y P (x )

b0 + b1 x + b2 x 2

Ae ax

sin(bx)
e ax sin(bx) cos(bx) e ax cos(bx)
Laplace Transforms

A sin(bx) + B cos(bx)
e ax ( A sin(bx) + B cos(bx) ) A sin(bx) + B cos(bx) e ax ( A sin(bx) + B cos(bx) )

If y = f (x) is defined at all positive values of x , the Laplace transform denoted by Y (s ) is given by
Y ( s ) = L{ f ( x)} = e sx f ( x)dx
0

(35)

where s is a parameter, which can be a real or complex number. We can get back f (x) by taking the inverse Laplace transform of Y (s ) . (36) L1{Y ( s )} = f ( x) Laplace transforms are very useful in solving differential equations. They give the solution directly without the necessity of evaluating arbitrary constants separately. The following are Laplace transforms of some elementary functions 1 L(1) = s n! L( x n ) = n +1 , where n = 0,1,2,3.... s 1 L(e ax ) = sa a L(sin ax) = 2 s + a2 s L(cos ax) = 2 s + a2 a L(sinh ax) = 2 s a2

Primer for Ordinary Differential Equation

08.01.15

s s a2 The following are the inverse Laplace transforms of some common functions 1 L1 = 1 s 1 ax L1 =e sa x n 1 1 , where n = 1,2,3...... L1 n = s (n 1)! L(cosh ax) =
2

(37)

1 e ax x n 1 L1 (s a )n = (n 1)! 1 1 L1 2 = sin ax 2 s +a a s = cos ax L1 2 2 s +a 1 1 L1 2 = sinh ax 2 s a a s = cosh at L1 2 2 s a 1 ax 1 L1 (s a )2 + b 2 = b e sin bx

sa ax L1 (s a )2 + b 2 = e cos bx 1 s = L1 x sin ax 2 s2 + a2 2a

(38)

Properties of Laplace transforms

Linear property If a, b, c are constants and f ( x), g ( x), and h(x) are functions of x then L[af ( x) + bg ( x) + ch( x)] = aL( f ( x)) + bL( g ( x)) + cL(h( x)) Shifting property If L{ f ( x)} = Y ( s ) then L{e at f ( x)} = Y ( s a) Using shifting property we get

(39)

(40) (41)

08.01.16
L e ax x n =

Chapter 08.01

(s a )n +1

n!

, n0

L e ax sin bx = L e ax cos bx =

(s a )2 + b 2

sa (s a )2 + b 2 b L e ax sinh bx = (s a )2 b 2 sa L e ax cosh bx = (s a )2 b 2 Scaling property If L{ f ( x)} = Y ( s ) then 1 s L{ f (ax)} = Y a a

(42)

(43) (44)

Laplace transforms of derivatives

If the first n derivatives of f (x) are continuous then

L{ f ( x)} = e sx f n ( x)dx
n 0

(45)

Using integration by parts we get

e
0

sx

e sx f n 1 ( x) ( s)e sx f n 2 ( x) f ( x)dx = 2 sx n 3 n 1 n 1 sx + ( s ) e f ( x) + ...... + (1) ( s) e f ( x) 0

n

+ (1) ( s )
n

e
0

sx

f ( x)dx

=f

n 1

(0) sf

n 2

( 0) s f
2

n 3

(0) ............. s

n 1

f ( 0) + s

e
0

sx

f ( x )dx

= s nY ( s ) f n 1 (0) sf n 2 (0) s 2 f n 3 (0) ........ s n 1 f (0) Laplace transform technique to solve ordinary differential equations

(46)

The following are steps to solve ordinary differential equations using the Laplace transform method (A) Take the Laplace transform of both sides of ordinary differential equations. (B) Express Y ( s ) as a function of s . (C) Take the inverse Laplace transform on both sides to get the solution. Let us solve Examples 1 through 4 using the Laplace transform method.

Primer for Ordinary Differential Equation

08.01.17

Example 6 Solve

3
Solution

dy + 2 y = e x , y (0) = 5 dx

Taking the Laplace transform of both sides, we get dy L 3 + 2 y = L e x dx 1 3[ sY ( s ) y (0)] + 2Y ( s) = s +1 Using the initial condition, y (0) = 5 we get 1 3[ sY ( s ) 5] + 2Y ( s) = s +1 1 (3s + 2)Y ( s) = + 15 s +1 15s + 16 (3s + 2)Y ( s) = s +1 15s + 16 Y (s) = ( s + 1)(3s + 2) Writing the expression for Y ( s ) in terms of partial fractions A B 15s + 16 = + ( s + 1)(3s + 2) s + 1 3s + 2 15s + 16 3 As + 2 A + Bs + B = ( s + 1)(3s + 2) ( s + 1)(3s + 2) 15s + 16 = 3 As + 2 A + Bs + B Equating coefficients of s 1 and s 0 gives 3 A + B = 15 2 A + B = 16 The solution to the above two simultaneous linear equations is A = 1 B = 18 1 18 Y (s) = + s + 1 3s + 2 1 6 = + s + 1 s + 0.666667 Taking the inverse Laplace transform on both sides 6 1 1 L1{Y ( s )} = L1 +L s + 1 s + 0.666667 Since

( )

08.01.18

Chapter 08.01

1 at L1 =e s+a The solution is given by y ( x) = e x + 6e 0.666667 x

Example 7 Solve dy 2 + 3 y = e 1.5 x , y (0) = 5 dx Solution

Taking the Laplace transform of both sides, we get dy L 2 + 3 y = L e 1.5 x dx 1 2[ sY ( s ) y (0)] + 3Y ( s ) = s + 1.5 Using the initial condition y (0) = 5 , we get 1 2[ sY ( s ) 5] + 3Y ( s ) = s + 1.5 1 (2s + 3)Y ( s ) = + 10 s + 1.5 10s + 16 (2 s + 3)Y ( s) = s + 1.5 10s + 16 Y (s) = ( s + 1.5)(2s + 3) 10 s + 16 = 2( s + 1.5)( s + 1.5) 10s + 16 = 2( s + 1.5) 2 5s + 8 = ( s + 1.5) 2 Writing the expression for Y (s ) in terms of partial fractions 5s + 8 A B = + 2 s + 1.5 ( s + 1.5) 2 ( s + 1.5) As + 1.5 A + B 5s + 8 = 2 ( s + 1.5) ( s + 1.5) 2 5s + 8 = As + 1.5 A + B Equating coefficients of s1 and s 0 gives A=5 1.5 A + B = 8 The solution to the above two simultaneous linear equations is

Primer for Ordinary Differential Equation

A=5 B = 0 .5

08.01.19

Y (s) =

5 0.5 + s + 1.5 ( s + 1.5) 2

Taking the inverse Laplace transform on both sides 0.5 5 1 L1{Y ( s )} = L1 + L ( s + 1.5) 2 s + 1.5 Since 1 1 ax 1 ax L1 = e and L ( s + a ) 2 = xe s+a The solution is given by y ( x) = 5e 1.5 x + 0.5 xe 1.5 x
Example 8

Solve 2
Solution

dy d2y dy + 3 + 3.125 y = sin x , y (0) = 5, ( x = 0) = 3 2 dx dx dx

Taking the Laplace transform of both sides d2y dy L 2 2 + 3 + 3.125 y = L(sin x ) dx dx and knowing d2y dy L 2 = s 2Y (s ) sy (0) ( x = 0) dx dx

dy L = sY (s ) y (0 ) dx 1 L(sin x) = 2 s +1 we get 1 dy 2 s 2Y ( s) sy (0) ( x = 0) + 3[sY ( s) y (0)] + 3.125Y ( s ) = 2 dx s +1 1 2 s 2Y ( s) 5s 3 + 3[sY ( s ) 5] + 3.125Y ( s) = 2 s +1 1 [s(2s + 3) + 3.125]Y ( s) 10s 21 = 2 s +1 [s(2s + 3) + 3.125]Y (s) = 2 1 + 10s + 21 s +1

08.01.20

Chapter 08.01

[2s

+ 3s + 3.125 Y ( s ) =

22 + 10 s 3 + 10 s + 21s 2 ( s 2 + 1)

10s 3 + 21s 2 + 10s + 22 s 2 + 1 2 s 2 + 3s + 3.125 Writing the expression for Y (s ) in terms of partial fractions Y (s) =

)(

As + B Cs + D 10s 3 + 21s 2 + 10 s + 22 + 2 = 2 (2s 2 + 3s + 3.125) (s + 1) (s + 1)(2s 2 + 3s + 3.125) As 3 + As + Bs 2 + B + 2Cs 3 + 3Cs 2 + 3.125Cs + 2 Ds 2 + 3Ds + 3.125D (2s 2 + 3s + 3.125)(s 2 + 1)
=

( A + 2C )s 3 + (B + 3C + 2 D )s 2 + ( A + 3.125C + 3D )s + (B + 3.125D )

10s 3 + 21s 2 + 10 s + 22 (s 2 + 1)(2s 2 + 3s + 3.125)

(s

+ 1 2s 2 + 3s + 3.125

)(

10s 3 + 21s 2 + 10s + 22 (s 2 + 1)(2s 2 + 3s + 3.125)

Equating terms of s 3 , s 2 , s 1 and s 0 gives A + 2C = 10 B + 3C + 2 D = 21 A + 3.125C + 3D = 10 B + 3.125 D = 22 The solution to the above four simultaneous linear equations is A = 10.584474 B = 21.657534 C = 0.292237 D = 0.109589 Hence 10.584474s + 21.657534 0.292237 s + 0.109589 Y (s) = + 2 s 2 + 3s + 3.125 s2 +1 (2s 2 + 3s + 3.125) = 2{(s 2 + 1.5s + 0.5625) + 1} = 2{(s + 0.75) 2 + 1} 10.584474( s + 0.75) + 13.719179 0.292237 s + 0.109589 Y (s) = + s2 +1 2{( s + 0.75) 2 + 1} 5.292237( s + 0.75) 6.859589 0.292237 s 0.109589 = + + 2 2 {( s + 0.75) + 1} {( s + 0.75) + 1} ( s 2 + 1) ( s 2 + 1) Taking the inverse Laplace transform of both sides 5.292237( s + 0.75) 6.859589 1 L1{Y ( s )} = L1 {( s + 0.75) 2 + 1} + L {( s + 0.75) 2 + 1
0.292237 s 1 0.109589 L1 + L 2 2 s +1 s +1

Primer for Ordinary Differential Equation

s + 0.75 1 1 L1{Y ( s )} = 5.292237 L1 {( s + 0.75) 2 + 1} + 6.859589 L {( s + 0.75) 2 + 1 1 s 1 0.292237 L1 2 + 0.109589 L 2 s + 1 s + 1

08.01.21

Since
s+a ax L1 2 (s + a ) + b 2 = e cos bx b ax L1 (s + a )2 + b 2 = e sin bx 1 L1 2 = sin ax 2 s +a s L1 2 = cos ax 2 s +a The complete solution is y ( x) = 5.292237e 0.75 x cos x + 6.8595859e 0.75 x sin x

0.292237 cos x + 0.109589 sin x = e 0.75 x (5.292237 cos x + 6.859589 sin x ) 0.292237 cos x + 0.109589 sin x
Example 9

Solve 2
Solution d2y dy dy + 6 + 3.125 y = cos x , y (0) = 5, ( x = 0) = 3 2 dx dx dx

Taking the Laplace transform of both sides d2y dy L 2 2 + 6 + 3.125 y = L(cos x ) dx dx and knowing d2y dy L 2 = s 2Y (s ) sy (0) ( x = 0) dx dx
dy L = sY (s ) y (0 ) dx s L(cos x) = 2 s +1 we get dy s 2 s 2Y ( s) sy (0) ( x = 0) + 6[sY ( s) y (0)] + 3.125Y ( s ) = 2 dx s +1 s 2 s 2Y ( s ) 5s 3 + 6[sY ( s ) 5] + 3.125Y ( s ) = 2 s +1

08.01.22

Chapter 08.01

s + 10s + 36 s +1 36 + 10s 3 + 11s + 36 s 2 2 2 s + 6 s + 3.125 Y ( s ) = s2 +1 10s 3 + 36s 2 + 11s + 36 Y (s) = 2 s + 1 2 s 2 + 6 s + 3.125 Writing the expression for Y (s ) in terms of partial fractions

[s(2s + 6) + 3.125]Y ( s) =

)(

As + B Cs + D 10s 3 + 36 s 2 + 11s + 36 + 2 = 2 (2s 2 + 6s + 3.125) (s + 1) (s + 1)(2s 2 + 6s + 3.125) As 3 + As + Bs 2 + B + 2Cs 3 + 6Cs 2 + 3.125Cs + 2 Ds 2 + 6 Ds + 3.125D (2s 2 + 6s + 3.125)(s 2 + 1)
=

( A + 2C )s 3 + (B + 6C + 2 D )s 2 + ( A + 3.125C + 6 D )s + (B + 3.125D )

10s 3 + 36 s 2 + 11s + 36 (s 2 + 1)(2s 2 + 6s + 3.125)

(s

+ 1 2 s 2 + 6s + 3.125

)(

10s 3 + 36s 2 + 11s + 36 (s 2 + 1)(2s 2 + 6s + 3.125)

Equating terms of s 3 , s 2 , s 1 and s 0 gives A + 2C = 10 B + 6C + 2 D = 36 A + 3.125C + 6 D = 11 B + 3.125 D = 36 The solution to the above four simultaneous linear equations is A = 9.939622 B = 35.496855 C = 0.0301886 D = 0.161006 Then 9.939622s + 35.496855 0.0301886s + 0.161006 Y (s) = + 2s 2 + 6s + 3.125 s2 +1 (2s 2 + 6s + 3.125) = 2{(s 2 + 3s + 2.25) 0.6875} = 2{(s + 1.5) 2 0.829156 2 } 9.939622( s + 1.5) + 20.587422 0.0301886s + 0.161006 Y ( s) = + s2 +1 2{( s + 1.5) 2 0.829156 2 } 4.969811( s + 1.5) 10.293711 = + 2 2 {( s + 1.5) 0.829156 } {( s + 1.5) 2 0.829156 2 } 0.0301886s 0.161006 + + s2 +1 s2 +1 Taking the inverse Laplace transform on both sides

Primer for Ordinary Differential Equation

08.01.23

4.969811( s + 1.5) 10.293711 1 L1{Y ( s )} = L1 {( s + 1.5) 2 0.829156 2 } + L {( s + 1.5) 2 0.829156 2 0.0301886s 1 0.161006 + L1 + L 2 2 s +1 s +1 ( s + 1.5) 1 1 = 4.969811L1 ( s + 1.5) 2 0.829156 2 + 10.293711L ( s + 1.5) 2 0.829156 2
s 1 1 + 0.0301886 L1 2 ( s + 1) + 0.161006 L ( s 2 + 1)

Since
s+a ax L1 (s + a )2 b 2 = e cosh bx 1 ax 1 L1 (s + a )2 b 2 = b e sinh bx 1 1 L1 2 = sin ax 2 s +a a s L1 2 = cos ax 2 s +a The complete solution is

y ( x) = 4.969811e 1.5 x cosh(0.829156 x) +

10.293711 1.5 x e sinh(0.829156 x) 0.829156 + 0.0301886 cos x + 0.161006 sin x e 0.829156 x e 0.829156 x e 0.829156 x + e 0.829156 x + 12.414685 = e 1.5 x 4.969811 2 2
+ 0.030188 cos x + 0.161006 sin x

= e 1.5 x 8.692248e 0.829156 x 3.722437e 0.829156 x + 0.0301886 cos x + 0.161006 sin x

Example 10

Solve

dy d2y dy 2 2 + 5 + 3.125 y = e x sin x , y (0) = 5, ( x = 0) = 3 dx dx dx Solution Taking the Laplace transform of both sides d2y dy L 2 2 + 5 + 3.125 y = L(e x sin x ) dx dx knowing

08.01.24
d2y dy L 2 = s 2Y (s ) sy (0) ( x = 0) dx dx dy L = sY (s ) y (0 ) dx 1 L(e x sin x) = ( s + 1) 2 + 1

Chapter 08.01

we get

dy 1 2 s 2Y ( s ) sy (0) ( x = 0) + 5[sY ( s ) y (0)] + 3.125Y ( s ) = dx ( s + 1) 2 + 1 1 2 s 2Y ( s ) 5s 3 + 5[sY ( s ) 5] + 3.125Y ( s ) = ( s + 1) 2 + 1 1 [s(2s + 5) + 3.125]Y ( s) 10s 31 = ( s + 1) 2 + 1 1 [s(2s + 5) + 3.125]Y ( s) = + 10 s + 31 ( s + 1) 2 + 1

[2s

63 + 10 s 3 + 82 s + 51s 2 s 2 + 2s + 2 10 s 3 + 51s 2 + 82s + 63 Y (s) = 2 (s + 2s + 2)(2s 2 + 5s + 3.125)

2

+ 5s + 3.125 Y ( s ) =

Writing the expression for Y (s ) in terms of partial fractions

As + B Cs + D 10s 3 + 51s 2 + 82s + 63 = 2 + 2 2s 2 + 5s + 3.125 s + 2s + 2 (s + 2 s + 2 )(2s 2 + 5s + 3.125) 2Cs 3 + 5Cs 2 + 3.125Cs + 2 Ds 2 + 5 Ds + 3.125D + As 3 + 2 As 2 + 2 As + Bs 2 + 2 Bs + 2 B (2s 2 + 5s + 3.125)(s 2 + 2s + 2)
=

10s 3 + 51s 2 + 82s + 63 (s 2 + 2s + 2)(2s 2 + 5s + 3.125)

(2C + A)s 3 + (5C + 2 D + 2 A + B )s 2 + (3.125C + 5D + 2 A + 2 B )s + (3.125D + 2 B )

(s

+ 2s + 2 2s 2 + 5s + 3.125

)(

10 s + 51s + 82 s + 63 (s + 2s + 2)(2s 2 + 5s + 3.125)

3 2 2

Equating terms of s 3 , s 2 , s 1 and s 0 gives four simultaneous linear equations 2C + A = 10 5C + 2 D + 2 A + B = 51 3.125C + 5 D + 2 A + 2 B = 82 3.125 D + 2 B = 63 The solution to the above four simultaneous linear equations is

Primer for Ordinary Differential Equation

A = 10.442906 B = 32.494809 C = 0.221453 D = 0.636678

08.01.25

Then

10.442906s + 32.494809 0.221453s 0.636678 + s 2 + 2s + 2 2s 2 + 5s + 3.125 2 s 2 + 5s + 3.125 = 2{( s 2 + 2.5s + 1.5625)} = 2( s + 1.25) 2 10.442906( s + 1.25) + 19.441176 0.221453( s + 1) 0.415225 + Y (s) = 2( s + 1.25) 2 ( s + 1) 2 + 1 5.221453( s + 1.25) 9.720588 0.221453( s + 1) 0.415225 = + ( s + 1.25) 2 ( s + 1.25) 2 ( s + 1) 2 + 1 ( s + 1) 2 + 1 Taking the inverse Laplace transform on both sides 5.221453 1 9.720588 L1{Y ( s )} = L1 ( s + 1.25) + L ( s + 1.25) 2 Y (s) =

0.221453( s + 1) 1 0.415225 L1 ( s + 1) 2 + 1 L ( s + 1) 2 + 1 1 1 1 = 5.221453L1 ( s + 1.25) + 9.720588L ( s + 1.25) 2

( s + 1) 1 1 0.221453L1 ( s + 1) 2 + 1 0.415225 L ( s + 1) 2 + 1 Since

s+a ax L1 (s + a )2 + b 2 = e cos bx b ax L1 (s + a )2 + b 2 = e sin bx 1 ax L1 =e s+a 1 e ax x n 1 L1 ( s + a ) n = (n 1)! The complete solution is y ( x) = 5.221453e 1.25 x + 9.720588e 1.25 x x 0.221453e x cos x

0.415225e x sin x = e 1.25 x (5.221453 + 9.720588 x ) + e x (0.221453 cos x 0.415225 sin x)

08.01.26

Chapter 08.01

ORDINARY DIFFERENTIAL EQUATIONS Topic A Primer on ordinary differential equations Summary Textbook notes of a primer on solution of ordinary differential equations Major All majors of engineering Authors Autar Kaw, Praveen Chalasani Date April 24, 2009 Web Site http://numericalmethods.eng.usf.edu