Steven Broom

CHEN10072
Engineering Mathematics 2
What will we study

• Matrices. Week 1 (Lectures 1-2)

• Systems of equations. Weeks 2-3 (Lectures 3-6)

• Analytic ordinary differential equations. Week 4 (Lectures 7-8)

• Laplace Transforms. Weeks 5-6 (Lectures 9-12)

• Numerical ordinary differential equations. Weeks 7-8 (Lectures 13-16)

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Objective

• Understand what a differential equation is

• Solve 1st order differential equations by

• Separating variable

• Substitutio

• Integrating facto

• Solve basic 2nd order differential equations.

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CHEN10072 Engineering Mathematics 2

Week 4: Ordinary Differential

Equations
 ODEs
dy d 2y
An ODE is a relation between x, y, , 2 , …
dx dx

Solving an ODE means nding y in terms of x.

dy
x − y2 = 0 First order
dx
d 2y
xy 2 − y 2 sin(x) = 0 Second order
dx
fi
 Simple ODEs
dy 2
Ex1 =x −2 given y=1 when x=0
dx
 Simple ODEs
dy 2
Ex1 =x −2 given y=1 when x=0
dx

dy
∫ dx ∫
. dx = x 2 − 2.dx
 Simple ODEs
dy 2
Ex1 =x −2 given y=1 when x=0
dx

dy
∫ dx ∫
. dx = x 2 − 2.dx

3
x
y= − 2x + C
3
 Simple ODEs
dy 2
Ex1 =x −2 given y=1 when x=0
dx

dy
∫ dx ∫
. dx = x 2 − 2.dx

3
x
y= − 2x + C but y=1 when x=0
3
 Simple ODEs
dy 2
Ex1 =x −2 given y=1 when x=0
dx

dy
∫ dx ∫
. dx = x 2 − 2.dx

3
x
y= − 2x + C but y=1 when x=0
3
so C=1
 Simple ODEs
dy 2
Ex1 =x −2 given y=1 when x=0
dx

dy
∫ dx ∫
. dx = x 2 − 2.dx

3
x
y= − 2x + C but y=1 when x=0
3
so C=1
x3
y= − 2x + 1
3
 Variables Separable
dy
In the previous example we had = f(x)
dx
dy
But what if = f(x, y)
dx

dy
= 2xy 2
dx
2 dy
(x − 1) =y
dx
dy
−y=x
dx
 Variables Separable
dy 2 1
Ex2 = 2xy x = 0,y =
dx 2
 Variables Separable
dy 2 1
Ex2 = 2xy x = 0,y =
dx 2
1
dy = 2x . dx
y2
 Variables Separable
dy 2 1
Ex2 = 2xy x = 0,y =
dx 2
1
dy = 2x . dx
y2

∫ ∫
y −2dy = 2x . dx
 Variables Separable
dy 2 1
Ex2 = 2xy x = 0,y =
dx 2
1
dy = 2x . dx
y2

∫ ∫
y −2dy = 2x . dx

1
− = x2 + C
y
 Variables Separable
dy 2 1
Ex2 = 2xy x = 0,y =
dx 2
1
dy = 2x . dx
y2

∫ ∫
y −2dy = 2x . dx

1
− = x2 + C
y
1
y=− 2
x +C
 Variables Separable
dy 2 1
Ex2 = 2xy x = 0,y =
dx 2
1
dy = 2x . dx
y2

∫ ∫
y −2dy = 2x . dx

1
− = x2 + C
y
1 1
y=− 2 y=− 2
x +C x −2
 Variables Separable
2 dy
Ex3 (x − 1) =y Find the general solution.
dx
 Variables Separable
2 dy
Ex3 (x − 1) =y Find the general solution.
dx
1 1
dy = 2 . dx
y x −1
 Variables Separable
2 dy
Ex3 (x − 1) =y Find the general solution.
dx
1 1
dy = 2 . dx
y x −1
1 1
∫y ∫ x2 − 1
dy = . dx
 Variables Separable
2 dy
Ex3 (x − 1) =y Find the general solution.
dx
1 1
dy = 2 . dx
y x −1
1 1
∫y ∫ x2 − 1
dy = . dx

1 1 1
2∫ x−1 x+1
ln(y) = − . dx
 Variables Separable
2 dy
Ex3 (x − 1) =y Find the general solution.
dx
1 1
dy = 2 . dx
y x −1
1 1
∫y ∫ x2 − 1
dy = . dx

1 1 1
2∫ x−1 x+1
ln(y) = − . dx

1
ln(y) = (ln(x − 1) − ln(x + 1)) + C
2
Variables Separable
 Variables Separable
1
ln(y) = (ln(x − 1) − ln(x + 1)) + C
2
 Variables Separable
1
ln(y) = (ln(x − 1) − ln(x + 1)) + C
2
2ln(y) = (ln(x − 1) − ln(x + 1)) + 2C
 Variables Separable
1
ln(y) = (ln(x − 1) − ln(x + 1)) + C
2
2ln(y) = (ln(x − 1) − ln(x + 1)) + 2C

2ln(y) = (ln(x − 1) − ln(x + 1)) + ln(A)

 Variables Separable
1
ln(y) = (ln(x − 1) − ln(x + 1)) + C
2
2ln(y) = (ln(x − 1) − ln(x + 1)) + 2C

2ln(y) = (ln(x − 1) − ln(x + 1)) + ln(A)

2 A(x − 1)
ln(y ) = ln[ ]
x+1
 Variables Separable
1
ln(y) = (ln(x − 1) − ln(x + 1)) + C
2
2ln(y) = (ln(x − 1) − ln(x + 1)) + 2C

2ln(y) = (ln(x − 1) − ln(x + 1)) + ln(A)

2 A(x − 1)
ln(y ) = ln[ ]
x+1
2 A(x − 1)
y =
x+1
 Variables Separable
Try this
 Variables Separable
Try this dy
= y + ye x
dx
 Variables Separable
Try this dy
= y + ye x y(0) = e 2
dx
 Homogeneous Type

If we have a rst order differential equation

which can be written…

dy f(x, y)
= and O( f ) = O(g)
dx g(x, y)
then…
dy y
= h( )
dx x
y
so let v=
x
fi
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y
=
dx x2
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y Order 2
=
dx x2
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y Order 2
=
dx x2 Order 2
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y Order 2
=
dx x2 Order 2

y
v=
x
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y Order 2
=
dx x2 Order 2

y
v= y = vx
x
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y Order 2
=
dx x2 Order 2

y dy dv
v= y = vx =x +v
x dx dx
 Homogeneous Type
2 dy
Ex4 x + y 2 − xy = 0
dx
2
dy xy − y Order 2
=
dx x2 Order 2

y dy dv
v= y = vx =x +v
x dx dx

dv x 2v − x 2v 2
x +v=
dx x2
Homogeneous Type
Homogeneous Type
dv x 2v − x 2v 2
x +v=
dx x2
Homogeneous Type
dv x 2v − x 2v 2
x +v=
dx x2
dv 2
x +v=v−v
dx
Homogeneous Type
dv x 2v − x 2v 2
x +v=
dx x2
dv 2
x +v=v−v
dx
dv 2
x =−v
dx
Homogeneous Type
dv x 2v − x 2v 2
x +v=
dx x2
dv 2
x +v=v−v
dx
dv 2
x =−v
dx
1 1
− 2 dv = dx
v x
Homogeneous Type
dv x 2v − x 2v 2
x +v=
dx x2
dv 2
x +v=v−v
dx
dv 2
x =−v
dx
1 1
− 2 dv = dx
v x
1 1
∫v ∫x
− 2 dv = dx
Homogeneous Type
Homogeneous Type
1 1
∫v ∫x
− 2 dv = dx
Homogeneous Type
1 1
∫v ∫x
− 2 dv = dx

1
= ln(x) + c
v
Homogeneous Type
1 1
∫v ∫x
− 2 dv = dx

1
= ln(x) + c
v
x
= ln(x) + c
y
Homogeneous Type
1 1
∫v ∫x
− 2 dv = dx

1
= ln(x) + c
v
x
= ln(x) + c
y
y 1
=
x ln(x) + c
Homogeneous Type
1 1
∫v ∫x
− 2 dv = dx

1
= ln(x) + c
v
x
= ln(x) + c
y
y 1
=
x ln(x) + c
x
y=
ln(x) + c
 Homogeneous Type
Try this
 Homogeneous Type
Try this
dy x2 + y2
=
dx 2xy
 Integrating Factor

We have a rst order differential equation

which can be written…

dy
+ Py = Q where P & Q are functions of x
dx
y′ + Py = Q

Multiply through by Integrating Factor

∫ Pdx
IF = e

fi
Integrating Factor
dy
+ Py = Q IF = e ∫ Pdx
dx
d
(y . IF) = Q . IF
dx

Integrate
 Integrating Factor
Ex5
 Integrating Factor
dy 2
Ex5 x −y=x
dx
 Integrating Factor
dy
Ex5 x −y=x 2 y(1) = 3
dx
 Integrating Factor
dy
Ex5 x −y=x 2 y(1) = 3
dx

dy y
− =x
dx x
 Integrating Factor
dy
Ex5 x −y=x 2 y(1) = 3
dx

dy y
− =x
dx x
1
P=−
x
 Integrating Factor
dy
Ex5 x −y=x 2 y(1) = 3
dx

dy y
− =x
dx x
1
y′ + Py = Q P=−
x

 Integrating Factor
dy
Ex5 x −y=x 2 y(1) = 3
dx

dy y
− =x
dx x
1
y′ + Py = Q P=−
x

∫
−1
P = − ln(x) = ln(x )

 Integrating Factor
dy
Ex5 x −y=x 2 y(1) = 3
dx

dy y
− =x
dx x
1
y′ + Py = Q P=−
x

∫
−1
P = − ln(x) = ln(x )

IF = e ∫ Pdx = x −1

Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
 Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
1 dy y
− 2 =1
x dx x
 Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
1 dy y
− 2 =1
x dx x
d 1
(y . ) = 1
dx x
 Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
1 dy y
− 2 =1
x dx x
d 1
(y . ) = 1
dx x
y
=x+C
x
 Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
1 dy y
− 2 =1
x dx x
d 1
(y . ) = 1
dx x
y
=x+C y(1) = 3
x
 Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
1 dy y
− 2 =1
x dx x
d 1
(y . ) = 1
dx x
y
=x+C y(1) = 3
x
C=2
 Integrating Factor
dy y
− =x IF = e ∫ Pdx
=x −1
dx x
1 dy y
− 2 =1
x dx x
d 1
(y . ) = 1
dx x
y
=x+C y(1) = 3
x
y = x(x + 2) C=2
 Integrating Factor
Try this
 Integrating Factor
Try this dy
y=x − 3x
dx
 Integrating Factor
Aside: Integration by parts
 Integrating Factor
Aside: Integration by parts

∫
x cos(x) . dx
 Integrating Factor
Aside: Integration by parts

∫
x cos(x) . dx

∫
x 2e x . dx
 Integrating Factor
Aside: Integration by parts

∫
x cos(x) . dx

∫
x 2e x . dx

∫
e x sin(x) . dx
Integration by Parts (reminder)
Try this
Integration by Parts (reminder)
Try this π

∫0
2
x cos(x) . dx
 Second Order ODEs
Second Order Linear Homogeneous Differential Equations
with Constant Coef cients
2
d y dy
a 2 +b + cy = 0
dx dx

ay′′ + by′ + cy = 0

“Characteristic polynomial”

am 2 + bm + c = 0



fi
 Second Order ODEs
“Characteristic polynomial” am 2 + bm + c = 0

Two distinct real roots p, q

px qx
y = Ae + Be

Repeated real root p

y = (A + Bx)e px

Complex roots: p ± jq
y = e px(A cos(qx) + B sin(qx))
 Second Order ODEs
Ex6 y′′ − y = 0

d 2 x dx
Ex7 + + x = 0
dt 2 dt

d 2y dy
Ex8 − 6 + 9y = 0
dx 2 dx