Escolar Documentos
Profissional Documentos
Cultura Documentos
Faculty of Engineering
Engineering Mathematics
Part 1
Preface
Most complex scientific and engineering models of the real world are
Differential equations. Here are some that I know of: heat flow,
electrostatic potential, waves (radio, light, sound, water), metal beam
bending, quantum mechanics, hydrogen bombs, electrons in telegraph
wires, optics, classical mechanics, general relativity, distributions of
organisms, ice sheets, tsunamis, air flow, ocean currents, weather,
auroras, blood flow, plate tectonics, supernovas. For this reason we
introduce this notes for students in faculty of engineer.
By the end of the course the student should:
be familiar with the concept of a complex number and be able
perform algebraic operations on complex numbers, both with
numeric and symbolic entries, solve simple equations with
complex roots, and in particular describe geometrically the
roots of unity;
be familiar with the concept of a matrix and be able to perform
algebraic operations on matrices, both with numeric and
symbolic entries, be able to define a determinant and calculate
one both directly and by using row and column operations,
understand the definition and use of the inverse of a non-
Contents
Part 1
Chapter
Title
No.
Page
No.
Mathematical Numbers
Matrices
42
Calculus
74
Ordinary Differential
101
Equations
5
151
Of Higher Order
6
Laplace Transforms
190
Fourier Series
238
259
References
Contents
Part 2
Chapter
Title
No.
9
Page
No.
285
Differential Equations
10
346
11
Simultaneous Linear
389
Differential Equations
12
Special Functions
459
13
Numerical Analysis
478
Appendix
543
References
574
Chapter 1
Mathematical Numbers
1.1 Natural Numbers
Natural numbers known as counting numbers are the numbers
beginning with 1, with each successive number greater than its
predecessor by 1. If the set of natural numbers is denoted by N, then
N = { 1, 2, 3, ......}
1.2 Whole Numbers
Whole numbers are the numbers beginning with 0, with each
successive number greater than its predecessor by 1. It combines the
set of natural numbers and the number 0. If the set of whole
numbers is denoted by W, then
W = { 0, 1, 2, 3, .......}
1.3 Integer Numbers
Integers are the numbers that are in either (1) the set of whole
numbers, or (2) the set of numbers that contain the negatives of the
natural numbers. If the set of integers is denoted by I, then
I = {......, -3, -2, -1, 0, 1, 2, 3, ......}
Positive integers are the numbers in I greater than 0. Negative
numbers are the numbers in I less than 0.
The number zero is neither positive nor negative, i.e., it is both
non-positive and non -negative.
2 Mathematical Numbers
Given the above definitions, the following statements about integers
can be made:
(1) N is the set of positive integers.
(2) W is the union of N and the number 0.
(3) The set of numbers that contain the negatives of the numbers in
N is the set of negative integers.
(4) I is the union of W and the set of negative integers.
1.4 Real Number Line
The set of real numbers can be pictorially represented by the real
number line. It is a straight line, whose "origin" is designated by the
number 0, and continues in both directions. All the positive integers
are ordered, in ascending order from left to right, to the right side of
0; all the negative integers are ordered, in descending order from
right to left, to the left side of 0. Notches are marked to denote the
position of these integers in the following figure (Fig.1).
Fig.1
Every point on the line corresponds to a real number, and every
real number can be paired with a point on this number line. If the
real number is an integer, its point on the number line coincides with
one of the notches for an integer; otherwise, its point lies between
two successive notches. All real numbers represented by points to
Chapter One
3
the right of the number 0 are positive, while all real numbers
represented by points to the left of the number 0 are negative.
1.5 Absolute Values
The absolute value of a real number is the distance between its
corresponding point on the number line and the number 0. The
absolute value of the real number a is denoted by |a|.
From the diagram shown in Fig.2, it is clear that the absolute
value of non-negative numbers is the number itself, while the
absolute value of negative integers is the negative of the number.
Thus, the absolute value of a real number can be defined as follows:
For all real numbers a,
(1) If a > 0, then a = a .
(2) If a < 0, then a = a .
Fig.2
Example 1:
|2|=2
| -4.5 | = 4.5
|0|=0
4 Mathematical Numbers
1.6 Complex Numbers
1.6.1 Introduction
The solution of a second order equation ax 2 + bx + c = 0 can be
b b 2 4ac
obtained by the famous formula, x =
2a
For example, if x 2 + x 2 = 0 , then we have:
x=
(1 + 8)
2
x = 1 or
1 9 1 3
=
2
2
x=
(36 100)
10
6 64
10
And the next stage is now to determine the square root of (-64).
Is it (i) 8, (ii) -8, (iii) neither?
It is, of course, neither, since + 8 and 8 are the square roots of
64 and not of (-64). In fact,
( 64)
cannot be represented by an
( 64) = ( 1 * 64) =
1 * 64 = 8 1
Chapter One
( 1) ,
which cannot be
can replace
( 64) = ( 1) * 8 =
j8
5x 2 6x + 5 = 0
x=
(36 100)
10
x = 0.6 + j 0.8
6 64 6 j8
=
10
10
or x = 0.6 j 0.8
1.6.2 Powers of j
j = 1
j 2 = 1
( )
2
j 4 = ( j 2 ) = ( 1)2 = 1
j 3 = j 2 * j = 1 * j = j
6 Mathematical Numbers
In such an expression as x = 1 + j 4
example:
Example 2 Find the results of the following arithmetical operations.
(3 +
j 7 ) + (6 j 2 ) .
Solution :
(3 +
j 7 ) + (6 j 2 ) = 3 + j 7 + 6 j 2 = (3 + 6 ) + j (7 2 ) = 9 + j 5
So, in general, (a + jb ) + (c + jd ) = (a + c ) + j (b + d )
1.6.4 Multiplication of. Complex Numbers
(2 + j3)(5 + J 7 )
Chapter One
7
Solution: These are multiplied together in just the same way as
(2 + j3)(5 + j 7 ) = 2 * 5 +
j3 * 5 + j 2 * 7 + j 2 3 * 7
= 10 + j15 + j14 + j 2 21
= 10 + j 29 21
= 11 + j 29
If the expression contains more than two factors, we multiply the
factors together in stages:
(2 + j3)(5 +
(5 + j8)(5 j8) = 25 +
j 40 j 40 j 2 64
= 25 + 64 = 89
In spite of what we said above, here we have a result containing no
imaginary term. The result is therefore entirely real. This is rather an
exceptional case. If we look at the two complex numbers we can
8 Mathematical Numbers
find that they are identical except for the middle sign in the brackets
(a + b )(a b ) = a 2 b 2
5 j4 5
4
= j = 1.67 j1.33
3
3
3
But how do we manage with dividing complex number with other
complex one? If we could, somehow, convert the denominator into a
real number, we could divide out as in the above example. So our
problem is really, how can we convert (4 + j3) into a completely real
denominator and this is explained in the previous item. We know
that we can convert (4 + j3) into a completely real number by
multiplying it by its conjugate (4 - j3). But if we multiply the
denominator by (4 j 3) , we must also multiply the numerator by
the same factor.
7 j 4 (7 j 4)(4 j 3) 28 j 37 12 16 j 37
=
=
=
4 + j 3 (4 + j 3)(4 j 3)
16 + 9
25
16
37
j
= 0.64 j1.48
25
25
Chapter One
9
Then, to divide one complex number by another, therefore, we
(2 + j3)(1 j 2)
3 + j4
Solution:
(2 + j3)(1 j 2) = 2
3 + j4
8 j 3 j4
j +6 8 j
=
=
*
3 + j4
3 + j4 3 + j4 3 j4
24 j 35 4 20 j 35
=
=
= 0.8 j1.4
9 + 16
25
Now let us see what we can find out about two complex
numbers which we are told are equal.
Let the numbers a + jb, and c + jd are equal
a + jb = c + jd
Rearranging terms, we get a c = j (d b )
In this last statement the quantity on the left hand side is entirely
real, while that on the right hand side is entirely imaginary, i.e. a
real quantity equals an imaginary quantity. This seems contradictory
and in general it just cannot be true. But there is one special case for
which the statement can be true. That is when each side is zero.
10Mathematical Numbers
So we get this important result, If two complex numbers are equal
then,
(i) the two real parts are equal
(ii) the two imaginary parts are equal
For example, if x + jy = 5 + j 4 , then we know x = 5 and y = 4 .
1.6.6 Graphical Representation of a Complex Numbers
-3
-2
4
-1
Fig.3
A line which represents a magnitude (by its length) and direction
(by the arrow head) is called a vector. We shall be using this word
quite a lot. Any vector therefore must include both magnitude (or
size) and direction. If we multiply (+4) by the factor (-1), we get
(-4), i.e. the factor (-1) has the effect of turning the vector through
180o as shown in Fig.4.
Chapter One
11
180 o
4
-4
-4
-3
-1
-2
Fig.4
Multiplying by (-1) is equivalent to multiplying by j 2 , i.e. by the
factor j twice. Therefore multiply in a single factor j will have half
the effect and rotate the vector through only 90o . So, the factor j
always turns a vector through 90o in the positive direction
measuring angles, i.e. anticlockwise. If we now multiply j 4 by a
further factor j, we get j 2 4 , i.e. (-4) and the following diagram
(Fig.5) agrees with this result. If we multiply (-4) by a further
factor j, sketch showing this new vector ( j 4 ) is shown in Fig.6.
4
3
j4
1
-4
180
-4
-4
-3
-2
-3
-2
4
0
-1
-1
-2
-j4
4
-1
-4
j4
2
1
180
-3
Fig.5
-4
Fig.6
Let us denote the two reference lines by XX, and YY, as usual.
You will see that:
(i) The scale on the X-axis represents real numbers, XX1 is
therefore called the real axis.
12Mathematical Numbers
(ii) The scale on the Y-axis represents imaginary numbers, YY1 is
Fig.7
The two vectors, 2 and 3 are together equivalent to a single vector
drawn from the origin to the end of the final vector (giving naturally
that 2+3=5).
If we wish to represent the complex number (3 + j2), then we add
together the vectors which represent 3 and j2. Notice that the 3 is
now multiplied by a factor j which turns that vector through 90o .
The equivalent single vector to represent (2 + j3) is therefore the
vector from the beginning of the first vector (origin) to the end of
the last one. This graphical representation constitutes an Argand
2
1
2
0
Fig.8
Chapter One
13
Example 6 Draw an Argand diagram to represent the following
vectors: z1 = 3 + j 2 , z 2 = 3 + j1 , z3 = 2 j 4 , and z 4 = 4 j 4
Solution: The Argand diagram of the above vectors are shown in
z1
2
j1
z2
j2
1
3
-4
-3
j4
-2
3
-1
-1
4
j4
-2
-j4
-3
z4
-4
z3
Fig.9.
14Mathematical Numbers
z1
j2
1
3
0
-1
z1 + z2
-2
-j4
-3
-4
z2
Fig.10
Chapter One
15
Z1 Z 2 = 3 + j 2 (2 j 4) = 3 + j 2 + (2 + j 4) = 1 + j 6
6
z1 z 2
5
4
Fig.11
z2
z1
j2
1
3
3
3
-1
-2
-1
-2
-j4
-3
-4
z2
z = a + jb ,
this
can
be
written
z = r cos + jr sin
or
(a 2 + b 2 ),
b
and , = tan 1
a
16Mathematical Numbers
y
r
Fig.12
Example 8 Express z = 4 + j 3 in polar form.
Solution: First draw a sketch diagram (that always helps). We can
3
see that: r = 4 2 + 32 = 16 + 9 = 5 and = tan 1 = 36.87 o
4
Thus if z = 3 + j 4 , z = 32 + 4 2 = 9 + 16 = 5
(ii) is called the argument of the complex number and can be
abbreviated to arg ( z ) . So, if z = 5 + j 5 then arg( z ) = = 45o
Warning: In finding , there are of course two angles between 0o
Chapter One
17
Value of a
Value of b
Angle range
Quuadrant
+ve
+ve
First
-ve
+ve
Second
-ve
-ve
Third
+ve
-ve
Fourth
First
Second
Fourth
Third
Fig.13
Example 9 Find arg( z ) when z = 3 j 4
Solution: The vector has been drawn as shown in Fig. 14.
tan E =
4
= 1.3333 then E = 53.13o
3
18Mathematical Numbers
But from Fig.14. This angle is 180 o < < 270 o then we have
to add 180o to the angle E to get angle .
= 180o + E = 233.13o
Fig.14
Example 10 Find arg( z ) when z = 5 + j 2
Solution: The vector has been drawn as shown in Fig.15.
Fig.15
tan E =
2
= 0.4 E = 21.8o
5
Chapter One
19
= 158.2 .
above
Then,
(25 + 4) =
the
full
polar
form
is
(42 + 32 ) = 5
20Mathematical Numbers
xm
x 2 x3 x 4
=1+ x +
+
+
+ ......
e =
!
2
!
3
!
4
!
m
m=0
x
(1)
(1) m x 2 m
x2 x4
cos x =
=1
+
+.........
(
2
)!
2
!
4
!
m
m=0
(2)
(1) m x 2 m +1
x3 x5
sin x =
= x
+
+.........
(
2
+
1
)!
3
!
5
!
m
m=0
(3)
=1+
(
j )2 ( j )3 ( j )4 ( j )5
+
+
+
j +
2!
3!
4!
5!
(4)
j 2 ( )2 j 3 ( )3 j 4 ( )4 j 5 ( )5
= 1 + j +
+
+
+
++
2!
3!
4!
5!
= 1+
(
)2 j ( )3 ( )4 j ( )5
j
+
+
2!
3!
( )2 ( )4
= 1
+
.... +
2!
4!
4!
5!
j ( )3 j ( )5
j
+
....
3!
5!
(5)
It is clear from (2),(3) and (5) that the first bracket is in the form of
cosine and the second bracket in the form of sine.
e j = cos + j sin
(6)
Chapter One
21
obtained from the polar form quite easily since the r value is the
(Rectangular form)
(Polar form)
(iii) z = re j
(Exponential form)
And now a ward about negative angles. We know that:
e j = cos + j sin
if we replace by in this result, we get the following:
e j = cos( ) + j sin ( )
= cos j sin
So, e j = cos + j sin And e j = cos j sin
There is one operation that we have been unable to carry out with
complex numbers before this. That is to find the logarithm of a
complex number. The exponential form now makes this possible,
since the exponential form consists only of products and powers.
For, if we have z = r.e j we can say: ln z = ln r + j
Example 13 Express e1 j / 4 in the rectangular form:
Solution: Well now, we can write
e1 j / 4 = e1e j / 4 = e cos j sin
4
4
1
e
1
(1 j )
= e
j
=
2
2
2
22Mathematical Numbers
Since every complex number in polar form is of the same shape,
r=
(42 + 32 ) = 5
Fig.16
3
= 0.7, E = 36.87 o
4
= 360 o 36.87 o = 323.13o
j 323.13o
Chapter One
23
Fig.17.
But the direction of the vector, measured from OX, could be given
as 36.87 o , the minus sign showing that we are measuring the
angle in the opposite direction sense from the usual positive
( (
))
you
already
sin ( ) = sin ( ) .
( (
known
as
cos( ) = cos( )
and
))
i.e. very much like the polar form but with a minus sign in the
middle. This comes about whenever we use negative angles.
In the same way we can say the following:
) ( (
))
24Mathematical Numbers
(
) (
)
z = 4(cos 290o + j sin 290o ) = 4(cos 70 o j sin 70 o ) = 4 70 o .
the
brackets
(sin 1 cos 2 + cos 1 sin 2 ) ought to ring the bell. What are they?
(cos 1 cos 2 sin 1 sin 2 ) = cos(1 + 2 )
Chapter One
25
Example 15 Find the result of the following in the polar form:
230 * 340
Solution: It is easy to do that as we get:
z1
r (cos 1 + j sin 1 )
= 1
z 2 r2 (cos 2 + j sin 2 )
z1
r (cos 1 + j sin 1 ) (cos 2 j sin 2 )
= 1
*
z 2 r2 (cos 2 + j sin 2 ) (cos 2 j sin 2 )
z1 r1
r
= (cos(1 2 ) + j sin (1 2 )) = 1 (1 2 )
z 2 r2
r2
So, for division the rule is divide the r's and subtract the angles 's.
Example 16 Simplify the following expressions:
Solution:
1095o
244 o
= 5 95o 44 o = 551o
1095o
244 o
26Mathematical Numbers
1.6.10 DeMoivres Theorem
[3(cos110
+ j sin 110o
)]3
o 3
This is where the polar form really comes into its own. For
44o
= 322o
We have z = 944 = 9
2
Chapter One
27
The method is simply to expand the right hand side as a binomial
) (
we
wish,
we
can
replace
sin 2 = 1 cos 2
and
28Mathematical Numbers
= c 4 + 4c 3 ( js ) + 6c 2 ( js )2 + 4c( js )3 + ( js )4
= c 4 + j 4c 3 s 6c 2 s 2 j 4cs 3 + s 4
) (
= c 4 6c 2 s 2 + s 4 + j 4c 3 s 4cs 3
Equating real parts:
cos 4 = c 4 6c 2 s 2 + s 4
) (
= c 4 6c 2 1 c 2 + 1 c 2
)2
= c 4 6c 2 + 6c 4 + 1 2c 2 + c 4
= 8c 4 8c 2 + 1
= 8 cos 4 8 cos 2 + 1
(
)
= 4cs (1 s 2 ) = 4cs * c 2 = 4c 3 s
= 4cs c 2 s 2 c 2 s 2 + 1
1
= z 1 = cos j sin
z
1
1
z + = 2 cos and , z = j 2 sin
z
z
Also by DeMoivre's theorem z n = cos n + j sin n
z = cos + j sin ,
Chapter One
29
= cos n j sin n
zn
1
1
z n + n = 2 cos n And, z n
= j 2 sin n
z
zn
And,
1
= 2 cos
z
1
z n + n = 2 cos n
z
z+
1
= j 2 sin
z
1
z n n = j 2 sin n
z
z
1
1
Q z + = 2 cos z + = (2 cos )3
z
z
1 1
1
(2 cos )3 = z 3 + 3z 2 + 3z 2 + 3
z
z z
1 1
= z 3 + 3z + 3 + 3
z z
Now here is the trick: we rewrite this, collecting the terms up in
pairs from the two extreme ends, thus:
(2 cos )3 = z 3 +
1
1
+
+
3
z
z
z3
z +
1
1
= 2 cos , and z 3 +
= 2 cos 3
3
z
z
30Mathematical Numbers
( j 2 sin )
= z
z
1
1 1
1
= z 4 4 z 3 + 6 z 2 2 4 z 3 + 4
z
z
z z
1
1
= z 4 + 4 4 z 2 + 2 + 6
z
z
Now, Q z n +
1
zn
= 2 cos n
1
1
( j 2 sin )4 = z 4 + 4 4 z 2 + 2 + 6
z
z
= 2 cos 4 4 * 2 cos 2 + 6
16 sin 4 = 2 cos 4 4 * 2 cos 2 + 6
sin 4 =
1
(cos 4 4 cos 2 + 3)
8
Chapter One
31
2 radians. r n = 1
k
n
32Mathematical Numbers
= 2
k
,
n
k = 0, 1, 2, 3,.........n 1
k
,
n
k = 0, 1, 2, 3,.........n 1
zo = 1,
z1 = cos 2 / 3 + j sin 2 / 3,
z 2 = cos 4 / 3 + j sin 4 / 3
Chapter One
33
34Mathematical Numbers
Example 22 Find the solutions of the equation z 4 = j .
Solution:
+ 2k
or =
k
2
p ( x ) = an x n + an 1 x n 1 + .... + a1 x + ao
Chapter One
35
q (t ) = 5t 8 t 4 + 6t 3 1
p( x ) if p (a ) = 0 . Thus x = 1 is a root of x 2 2 x + 1 = 0
The first important result about polynomials is that a number a (real
or complex) is a root of the polynomial p ( x ) if and only if ( x a )
is a factor of p(x), in the sense that we can write p ( x ) as:
p(x ) = (x 2) x 2 + 3x 1
Note that necessarily the polynomial q has degree one less than the
degree of p. It may be the case that you can pull more than one
factor of x a out of the polynomial. For example, 2 is a root of
36Mathematical Numbers
root is called a simple root if it produces only one factor. Multiple
Q p ( x ) = x 3 x 2 8 x + 12 p( x ) = 3 x 2 2 x 8
and
p (2 ) = 0
Chapter One
37
(n 1)
distinct roots because we know that it must have n roots in all and it
cannot have any multiple roots because p( z ) = nz n 1 has only 0 as
a root and 0 is not a root of p ( z ) .
There is one other result about roots of polynomials that is worth
knowing. Suppose we have a polynomial with real , as opposed to
complex, coefficients. Suppose that the complex number z is a root
of the polynomial. Then the complex conjugate z is also a root. So
you get two roots for the price of one. You can see this in the
example of the previous paragraph. x 2 + 1 has j as a root, so it
automatically must have j as a root as well.
Example 23 Let p ( z ) = z 4 4 z 3 + 9 z 2 16 z + 20 . Given that 2 +
38Mathematical Numbers
(z (2 + j ))(z (2 j )) = z 2 4 z + 5
)(
p ( z ) = z 4 4 z 3 + 9 z 2 16 z + 20 = z 2 4 z + 5 z 2 + 4
factors.
Solution:
2
2
2
= cos + j sin
5
5
5
= exp j
)(
)(
z 5 1 = ( z 1) z 4 + z 3 + z 2 + z + 1 = ( z 1)( z ) z 2 z 3 z 4
Chapter One
39
)(
z 5 1 = ( z 1) z 2 2( ) + 1 z 2 2( ) + 1
2
4
z 5 1 = ( z 1) z 2 2 cos + 1 z 2 2 cos + 1
5
5
z+2+ j
1 + 3 j zz
40Mathematical Numbers
+z
in a
z 3 = 2 + 2 j
Express in polar z = 5 j 3
Chapter One
41
z1
giving the
z2
)
1
z3
3z
3z
4
+
=
1 j
j 3 j
)
(2 + j 3)4 .
1 j2
exponential form.
)
42Mathematical Numbers
) Obtain the expansion of sin 7 in terms of
sin .
Chapter 2
Matrices
2.1 Introduction
A matrix is, by definition, a rectangular array of numeric or
algebraic quantities, which are subject to mathematical operations.
So a real matrix is an arrangement of real numbers into rows and
columns. Matrices can be defined in terms of their dimensions
(number of rows and columns). Let us take a look at a matrix with 4
rows and 3 columns (we denote it as a 4x3 matrix and call it A):
7
5
A =
2
6
8
12
5
1
1
Chapter Two
43
considered to be matrices with only one row or one column, they
could be labeled with capital letters also. However, small letters
usually represents vectors. The element 6 is in the position a12 (read
a one two) because it is in row 1 and column 2. Also by convention,
we list the row number of the element before the column number.
An element in row i and column j would be denoted by aij . This
gives us a compact way to refer to specific elements of a matrix.
Can you represent the same information as before in a 3 by 4
matrix? Yes, you can. It would look like the matrix B which follows.
7
B = 6
8
1
12
0
9
5
AT .
Definition 2 By the transpose of the m by n matrix A, denoted by
44 Matrices
Definition 3 We say that two m by n matrices, A and B are equal
if their corresponding elements are equal.
In other words, A = B if A and B have the same dimensions and
9
2
A=
5
2 5 1
7 0 8
0 4 6
8 6 3
Notice that aij = a ji for all i and j; as is true for all symmetric
matrices. Symmetric matrices are easy to spot because if you draw a
line down the main diagonal (from 9 to 3 in this matrix), then the
two halves are mirror images of each other. Symmetric matrices
have many special qualities that will be used when you study
matrices in more detail. The matrix A, given above, has another
special property; it is a square matrix because A has the same
number of rows as columns. Notice that A is a 4 by 4 square matrix.
We said that the main diagonal for A runs from 9 to 3. For any
square matrix, the main diagonal runs from the upper left corner to
the lower right corner.
Definition 5 We say that an m by n matrix is square if m = n .
Chapter Two
45
7
5
A+ B =
2
9
Solution:
6
8
12
5
1 8
1 9
+
0 5
0 11
6
6
9
4
1
0
6+6
1 + 1 15
12
2
7+8
5+9
8+6
1 + 0 14
14
1
=
A+ B =
2+5
12 + 9
0 + 1 7
21
1
5+4
0 + 0 20
9
0
9 + 11
Think about the similarities between addition and subtraction. How
do you think matrices are subtracted?
Definition 7 Matrices of the same dimensions are subtracted by
subtracting corresponding elements.
2.3 Multiplication of Matrices
Multiplying a matrix by a scalar value involves multiplying every
element of the matrix by that value. Here we multiply our 4x3
matrix A by a scalar value k:
46 Matrices
7
5
k * A =k *
2
9
The multiplication
1 k * 7
k *6
1 k * 5
k *8
=
12 0 k * 2
k *12
5
0 k * 9
k *5
operation on matrices differs
6
8
k *1
k *1
k * 0
k * 0
significantly from
Chapter Two
47
Performing the operation product involves multiplying the cells
48 Matrices
hand will go across the row, and your right hand will go down the
column. When you reach the end of the row and column, add the
numbers you have obtained from the multiplications. This number
goes in the first row and first column of your product matrix. This is
the same as taking the inner product of the first row of first matrix
and the first column of the second matrix. Now you can move to the
first row, second column doing the same thing. This number will go
in the first row, second column of your product matrix. In short,
position ij of your product matrix consists of the inner product of the
ith row of your first matrix and the jth column of the second matrix.
This is a lot easier to do than it is to describe! Your left hand will
move across and your right hand will move down. Do this for every
row and column combination to get your product matrix.
This
2
1
If S = [1 4 3] And R = 2
4
2
2
0
1
1
3
4
1
1
3
0 Find S * R
Chapter Two
49
Solution:
2
1
2
1
3
S * R = [1 4 3] 2
0
4
4
1
2
1 1
3
1
Column 1 of S , R
= 1 * 2 + 4 * 2 + 3 * 2 = 17
4
Column 2 of S , R
= 1 * 2 + 4 * 0 + 3 *1 = 5
Column 3 of S , R
3
1
= 1 *1 + 4 * + 3 *1 = 8
3
4
Column 4 of S , R
= 1* 0 + 4 * 0 + 3 * 2 = 6
S * R = [17 5 8 6]
Example 3 Multiply the following matrices
2
1
2
4
2
2
0
1
1
3
4
1
1
3
0 17
8
0 *
13
2 4
2 * 17 + 2 * 8 + 1 * 13 + 0 * 4
63
1
3
= 2 * 17 + 0 * 8 + * 13 + 0 * 4 = 48
4
4
67 1
1
2 * 17 + 1 * 8 + 1 * 13 + 2 * 4 3
3
50 Matrices
Example 4 Multiply the following matrices
2
1
R * F = 2
4
2
2
0
1
1
3
4
1
1
3
0 17
8
0
13
2 4
510 63 1250
70
= 48 1215
90
1
120
67
1450
2.4 Equations
Solving equations is an important part of mathematics. If we are
working with more than one unknown at a time, we need to solve
systems of equations. You may already know how to solve a system
of linear equations, but matrices provide a more compact way to
arrive at the solution. Matrices are also easier to manipulate on a
computer or calculator. Both of these facts will become more
important when you work with larger systems.
Example 5
Solve the following system of equations:
5 x1 + 3 x2 = 93
4 x1 2 x2 = 66
Solution: Let's look at a system of linear equations:
5 x1 + 3 x2 = 93
4 x1 2 x2 = 66
Can be written in matrix form as AX = B where
Chapter Two
5
A=
4
51
3
x1
93
; X = , and B =
2
66
x2
x1 = a, x2 = b
52 Matrices
You would be able to solve it instantly because you only have to
read the solution. If this system were written using matrix notation,
it would look like this:
1
0
0 x1 a
The matrix
=
1 x2 b
1
0
0
is the 2 by 2 identity
1
matrix. Because you can just read of the solution when a system is
in this form, our first goal is to transform our system into this form.
Let's solve the system above using matrices. We can represent
this entire system with a 2 by 3 matrix, which looks like this:
93
. This is called an augmented matrix because we
2 66
3
Chapter Two
53
0 a
1 b
In other words, we want the identity matrix to the left of the bar and
the solution to the right of the bar.
Remark 1 The bar is not a formal part of the matrix, so it is not
necessary. It is placed there so that we can refer to the different
parts of the augmented matrix and easily move back and forth
between the augmented matrix and the linear system that it
represents. In this book, r1 represents row 1 and so on.
93
Original augment matrix
2 66
0.6 18.6
r1 5
2 66
0.6 18.6
4 r1 + r2
0. 4 8. 4
0.6 18.6
1
21
0 6
1 21
r2 0.4
0.6 * r2 + r1
54 Matrices
1x1 + 0 x2 = 6
0 x1 + 1x2 = 21
This tells us that x1 = 6 and x2 = 21 . Substitute this solution into
the system to assure yourself that we are correct. If we
systematically use elementary row operations (ERO) to obtain the
identity matrix to the left of the bar, we call this the Gauss Jordan
Elimination Method.
Example 6
Now, let's solve the system using Gauss Jordan elimination.
5 x1 + 3 x2 = 70
4 x1 2 x2 = 56
5
70
Original augmented matrix.
2 56
0.6 14
2 56
0
1
0.6 14
0. 4 0
0.6 14
1
0
r1 5
4 * r1 + r2
r2 4
0 14
1
0.6r2 + r1
0
1
0
Chapter Two
55
Ax = b
A1 Ax = A1 b
I * x = A1 b
A1
0 2 4
where A 4 2 3
1 3 6
Solution:
56 Matrices
0 2 4 1 0 0
4
2
3
0
1
0
0
0
1
0
0
1
0
0
1
0
0
3
6 0 0 1
10 21 0 1 4 4r1 + r2
2
4 1 0 0
3 6 0
0
1
0
1
3 6 0
1 2.1 0
0
Chapter 3
Calculus
3.1 Limits
The concept of limits is essential to calculus. A good understanding
of limits will help explain many theories in calculus. So, it is
recommended to start studying calculus from limits.
Consider a function f defined for values of x, as x gets close to a
number a, not necessarily true for x = a . If the value of f ( x )
approaches a number b as x approaches a, then the limit of f ( x ) as
x approaches a is equal to b, denoted as :
lim f ( x) = b
(1)
xa
1
as x approaches 5.
2 x 10
1
1
approaches which is undefined. Thus;
2 x 10
0
1
= (undefiend )
x 5 2 x 10
lim
Chapter Three
75
lim f ( x) = b or lim f ( x) = b
xa
xa +
xa +
xa
lim f ( x) = lim f ( x) = b
xa
xa +
lim f ( x) = b
xa
76 Calculus
lim
x +
f ( x) = b
or
lim
f ( x) = b
m AP =
( f (x + h ) f (x )) = ( f (x + h ) f (x ))
(x + h ) x
h
( f (x + h ) f (x ))
h 0
So,
the Differentiation
( f (x + h ) f (x ))
lim
h
h 0
of
function
h
f
at
is:
Chapter Three
77
If this limit exists, then it is called the derivative of function f
at x, which is denoted by f ( x) or
So, f ( x) or
dy
= lim
dx h 0
dy
.
dx
( f (x + h ) f (x ))
h
d tan ( x )
e
dx
78 Calculus
Solution: Put u = tan ( x ) y = eu
But from chain rule,
dy
du
= eu and
= sec 2 x
du
dx
dy dy dy
=
. ,
dx du dx
d tan ( x )
e
= e tan ( x ) * sec 2 x
dx
Example 4 Find
d 3 2
x
dx
Solution:
2
d 3 2
2 3 1
2 3
= x
x = x
3
3
dx
Example 5 Find
d 3
dx x 2 1
Solution:
1
3
3
d 3 d
2
2
=
3 * x 1 2 = * x 1 2 * 2x
2
2
dx x 1 dx
3x
3x * x 2 1
d 3
=
=
2
dx x 2 1 x 2 1 x 2 1
x2 1
Example 6
Solution:
Find
d
(5 x + 7 )4
dx
d
(5 x + 7 )4 = 4(5 x + 7)3 * 5 = 20(5 x + 7 )3
dx
Chapter Three
79
Example 7 Find
Solution:
d
(sin (5 x + 6)) = 5 cos(5 x + 6)
dx
Example 8 Find
Solution:
( ( ))
d
cos x 2
dx
( ( ))
( )
d
(ln(3 4 cos x ))
dx
d
1
4 sin x
(ln(3 4 cos x )) =
* (4 sin x ) =
dx
3 4 cos x
3 4 cos x
Example 10 Find
Solution:
( )
d
cos x 2 = sin x 2 * 2 x = 2 x * sin x 2
dx
Example 9 Find
Solution:
d
(sin (5 x + 6))
dx
d
(log10 (2 x 1))
dx
d
1
2
(log10 (2 x 1)) =
*2 =
(2 x 1) ln(10)
(2 x 1) ln(10)
dx
Example 11 Find
d 5x
e * ln (2 x 1)
dx
y = uv ,
dy
dv
du
=u +v
dx
dx
dx
1
dy
= e5 x
* 2 + ln (2 x 1) * 5 e5 x
(2 x 1)
dx
dy
2e 5 x
=
+ 5 e5 x ln (2 x 1)
dx (2 x 1)
80 Calculus
Example 12 Find
d
3 x 5 ln(sin x )
dx
y = uv ,
dy
dv
du
=u +v
dx
dx
dx
d
1
* cos x + ln (sin x ) * 3 * 5 x 4
3x 5 ln (sin x ) = 3x 5
dx
sin x
d
3x 5 ln (sin x ) = 3 x 5 cot x + 15 x 4 * ln (sin x )
dx
d e 2 x
Example 13 Find
dx ln (3x )
e2x
, u = e 2 x and v = ln(3 x )
Solution: Assume y =
ln (3x )
dv
du
u
v
dy
= dx 2 dx
dx
v
3
2x
e2x *
2 x ln (3 x ) * 2e
d e
3x
=
2
dx ln (3 x )
(ln(3x ))
1
e 2 x (2 ln ( x ) + 2 ln (3) )
e 2 x (2 x ln ( x ) + 2 x ln (3) 1)
x
=
=
2
(ln(3x ))
x(ln (3 x ))2
d x 2 sinh( 2 x)
Example 14 Find
dx cosh (3 x )
Chapter Three
81
x 2 sinh( 2 x)
Solution: Assume y =
, u = x 2 , v = sinh (2 x ) ,
cosh (3 x )
and w = cosh (3x )
d uv uv 1 du 1 dv 1 dw
Where
+
=
.
dx w w u dx v dx w dx
d x 2 sinh( 2 x) x 2 sinh( 2 x) 1
1
=
* 2 * 2x +
* 2 cosh (2 x )
dx cosh (3 x )
cosh (3 x ) x
sinh (2 x )
1
* 3 sinh (3 x )
cosh (3 x )
* +
dx cosh(3 x )
cosh(3 x ) x sinh (2 x )
cosh(3 x )
dx cosh (3 x )
cosh (3x ) x
sinh (2 x )
cosh (3x )
d x 2 sinh( 2 x) 2 x sinh(2 x) x 2 2 cosh (2 x )
=
+
dx cosh (3x )
cosh (3x )
cosh (3x )
3x 2 sinh(2 x) tanh (3x )
cosh (3x )
Example 15 Find
d 5
x sin 2 x cos 4 x
dx
Solution:
Assume y = uvw = x 5 sin 2 x cos 4 x , where u = x 5 , v = sin 2 x , and
w = cos 4 x
Take the logarithm for both sides we get:
82 Calculus
) ( )
1 dy 1
1
1
( 4 sin 4 x )
2 cos(2 x ) +
= 5 5x 4 +
( cos 4 x )
sin 2 x
y dx x
1 dy 5
= + 2 cot 2 x 4 tan 4 x
y dx x
dy
5
= x 5 sin 2 x cos 4 x * + 2 cot 2 x 4 tan 4 x
dx
Example 16 Find
d
(1 + tan 2 x )3
dx
d
(1 + tan 2 x )3 = 3(1 + tan 2 x )2 * d (1 + tan 2 x )
dx
dx
d
d
d
(1 + tan 2 x )3 = 3(1 + tan 2 x )2 * 2 * sec 2 (2 x )
dx
d
(1 + tan 2 x )3 = 6 sec 2 (2 x ) * (1 + tan 2 x )2
dx
d
2 x
1
cot
Example 17 Find
dx
3
Solution:
Solution:
1
1
2 x 2
d
2 x 1
1
cot
= 1 cot
dx
3 2
3
d
x
1 cot 2
dx
3
Chapter Three
d
2 x
1
cot
=
dx
3
83
x d x
0 2 cot * cot
3 dx 3
x
2 1 cot 2
3
d
dx
x 1
x
2 cot * csc 2
x
3 3
3
1 cot 2 =
3
x
2 1 cot 2
3
d
dx
x
x
cot * csc 2
x
3
3
1 cot 2 =
3
x
3 * 1 cot 2
3
f ( x) = 5 x + 2, then f ( x) = 5
However, not all functions are given explicitly and are only
implied by an equation.
Example 18 xy = 1 is an equation given implicitly, explicitly it is
84 Calculus
Solution: y =
1
= x 1
x
y = x 2 =
1
x2
But, not all equations are easily solved for y, as in the equation
2 y + xy 3 = 6 xy + y 2
This is where implicit differentiation is applied. Implicit
differentiation is taking the derivative of both sides of the equation
with respect to one of the variables. Most commonly, used is the
derivative of y with respect to x. or dy / dx . Since we have not
solved for y as a function of x, the derivative of y must be left as
dy / dx .
Example 19 Find the slope of 3 x + y 3 = y 2 + 4 at point (1,3)
Solution:
3 + 3y2
dy
dy
= 2y
dx
dx
y (2 3 y )
d
d 2
3x + y 3 =
y +4
dx
dx
2y
)
dy
dy
3y2
=3
dx
dx
dy
=3
dx
dy
3
=
dx y (2 3 y )
dy
3
3
1
=
=
=
dx (1,3) y (2 3 y ) (1,3) 3(2 3 * 3)
7
Chapter Three
85
3.3 Integration
3.3.1 Introduction
You are now familiar with differentiation principles and have had a
lot of examples about the differentiation in the previous sections.
Now we are going to do the same work with integration.
Integration is the reverse of differentiation. In differentiation we
start with a function and proceed to find its differential coefficient.
In integration, we start with the differential coefficient and have to
work back to find the function from which it has been derived. The
following example clearify the meaning of Integration.
d 5
x + 4 = 5x 4
dx
Therefore it is true, in this case, to say that the integral of 5x 4 , with
respect to x, is the function from which it came,
So,
5 x 4 dx = x 5 + c
dy
= f ( x ) , then y is the function whose derivative is f ( x )
dx
and is called the anti-derivative of f ( x ) or the indefinite integral of
So, if
f ( x ) , denoted by
f (x )dx .
86 Calculus
dy
= f (u ) . Since the derivative of a constant is zero, all indefinite
du
integrals differ by an arbitrary constant.
There is some important integration rules are shown in the
Appendix of this book.
3.3.2 Definite Integrals
Let f ( x ) be defined in an interval a x b . Divide the interval
into n equal parts of length x = (b a ) / n . Then the definite
integral of f ( x ) between x = a and x = b is defined as:
b
[ f (a )x + f (a + x )x + f (a + 2x )x + ..... + f (a + (n 1)x )x]
a f (x )dx = nlim
f (xi ) x
= lim
n i =1
If f ( x ) =
d
g ( x ) . Then by the fundamental theorem of the integral
dx
d
b
(
g ( x ))dx = g ( x ) a = g (b ) g (a )
a dx
f ( x )dx =
a f (x )dx = b f (x )dx
b
b
(
)
kf
x
dx
=
k
a
a f (x )dx
b
b
b
a [ f (x ) g (x )]dx = a f (x )dx a g (x )dx
b
c
b
(
)
(
)
f
x
dx
=
f
x
dx
+
a
a
c f ( x ) dx where a < c < b
Chapter Three
87
)2
2 x x 2 + 3 dx
u3
u du =
+c
3
2
Once the solution has been found in terms of u, substitute back into
terms of x, the final solution is:
3
2
(
)
3
x
+
2
+c
2 x(x + 3) dx =
2
x x 1 dx = u 2 + 1 . u . 2udu
x x 1 dx
x 1 , then u 2 = x 1 and x = u 2 + 1
Solution: Substitute u =
So, 2udu = dx
= x x 1. dx = u 2 + 1 2u 2 du = 2u 4 + 2u 2 du
2
2u 5 2u 3
=
+
+ c = u 3 3u 2 + 5 + c
5
3
15
Substitute in the above equation for u =
x 1,
88 Calculus
) (
x x 1 dx =
2
15
x x 1 dx =
2
(x 1)3 / 2 (3(x 1) + 5) + c
15
x x 1 dx =
3
2
x 1 3 x 1 + 5 + c
2
(x 1)3 / 2 (3x + 2) + c
15
sin 2 x cos x dx
sin x cos x dx =
u3
u du =
+c
3
2
sin 3 x
sin x cos x dx =
+c
3
2
Substitution
1-
a2 u2
u = a sin
2-
a2 + u2
u = a sinh
3-
u2 a2
u = a cosh
Chapter Three
89
4 x 2 dx
Solution: Assume x = 2 sin then dx = 2 cos d .
It is clear that sin =
that cos =
x
then from the following figure, it is clear
2
4 x2
,
2
4 x 2 dx =
4 x2
4 x 2 dx = 4 cos 2 d
1
(1 + cos 2 )
2
sin 2
4 x 2 dx = 2 +
+c
2
4 x 2 dx = 2( + sin cos ) + c
= 4 1 sin 2 * cos d
But cos 2 =
4 4 sin 2 * 2 cos d
x
x
, sin = , and cos =
2
2
4 x2
2
90 Calculus
4 x2
1 x x
4 x dx = 2 sin + *
2
2 2
1 x x 4 x
4 x dx = 2 sin +
4
2
+c
+c
x 4 x2
+c
4 x dx = 2 sin +
2
2
2
1 x
x 2 + 4 dx
x 2 + 4 dx =
But cosh 2 =
4 sinh 2 + 4 2 cosh d
1
(1 + cosh 2 )
2
x 2 + 4 dx = 4
1
(1 + cosh 2 ) d = 2 + sinh 2 + c
2
2
x 2 + 4 dx = 2[ + sinh cosh ] + c
Chapter Three
91
x 2 + 4 dx = 2 + sinh 1 + sinh 2 + c
x
x
x
1
x + 4 dx = 2 sinh + 1 + + c
2 2
2
x 2 4 dx
x 2 4 dx =
4 cosh 2 4 2 sinh d
x 2 4 dx = 4
cosh 2 1 2 sinh d
x 2 4 dx = 4 sinh 2 d
But sinh 2 =
1
(cosh 2 1) ,
2
x 2 4 dx = 2 (cosh 2 1) d
x 2 4 dx = 2[sinh cosh ] + c
92 Calculus
Substitute in the above equation we get:
cosh 2 1 * cosh + c
x 2 4 dx = 2
But cosh =
x
,
2
x 4 dx = 2
x x2 4
1 x
+c
x 4 dx =
2 cosh
2
2
x2
x
1 x
+c
1 * cosh
4
2
2
3- Integration By Parts
If u and v are functions of x. Then we know that:
d
(uv ) = u dv + v du
dx
dx
dx
Now integrate both sides with respect to x. On the left, we get back
to the function from which we started
d
(uv )dx = u dv dx + v du dx
dx
dx
dx
uv = u
dv
du
dx + v dx
dx
dx
dv
du
dx = uv v dx
dx
dx
Chapter Three
93
On the left-hand side, we have a product of two factors to
integrate. One factor is chosen as the function u; the other is thought
of as being the differential coefficient of some function v. To find v,
of course, we must integrate this particular factor separately. Then,
knowing u and v we can substitute in the right-hand side and so
complete the routine.
You will notice that we finish up with another product to integrate
on the end of the line, but, unless we are very unfortunate, this
product will be easier to tackle than the original one.
This is the key to the routine:
dv
du
dx = uv v dx or
dx
dx
u dv = u v v du
x cos x dx
Solution :
Assume u = x
dv = cos x
du = dx and
From this formula
v = sin x
u dv = u v v du , we get:
94 Calculus
Example 27 Find the results of the following integral
Solution:
Assume
Then,
u=x
dv = ln x
du = dx and
v = x ln x x
u dv = u v v du we get:
x ln x dx = x 2 ln x x 2 ( x ln x x )dx
x2
+c
2 * x ln x dx = x 2 ln x x 2 +
2
x2
+c
2 * x ln x dx = x ln x
2
2
x 2 ln x x 2
x ln x dx =
+c
2
4
u = x2
dv = sin x dx
Then,
du = 2 xdx and
v = cos x
u dv = u v v du we get:
dv = cos xdx
x ln x dx
Chapter Three
95
du = dx and,
From this formula
v = sin x
u dv = u v v du we get:
u = ex
dv = sin x dx
du = e x dx and
From this formula
v = cos x
u dv = u v v du we get:
dv = cos x dx
du = e x dx and
From this formula
v = sin x
u dv = u v v du we get:
96 Calculus
Add
1
e x sin x + e x sin x + c
2
u = e5 x
Solution: Assume
dv = cos 3 x dx
du = 5e5 x dx and
From this formula
v=
sin 3x
3
u dv = u v v du we get:
e 5 x sin 3 x 5
I = e cos 3 x dx =
e 5 x sin 3 x dx
3
3
u = e5 x
dv = sin 3 x dx
5x
du = 5e5 x dx and
From this formula
I=
e 5 x cos 3 x dx =
v=
cos 3x
3
u dv = u v v du we get:
e 5 x sin 3 x 5 e 5 x cos 3 x 5
*
+ e 5 x cos 3 x dx
3
3
3
3
Chapter Three
I= e
5x
97
2
e5 x sin 3 x 5 5 x
5
cos 3 x dx =
+ e cos 3 x e5 x cos 3 x dx
3
9
3 1442443
I
e
25
25
5x
1 + * I = 1 + * e cos 3 x dx =
9
9
5x
sin 3x 5 5 x
+ e cos 3x
3
9
e 5 x sin 3 x 5 5 x
34
34
5x
* I = * e cos 3 x dx =
+ e cos 3 x
3
9
9
9
I = e
5x
5x
9 e sin 3 x 5 5 x
cos 3 x dx =
+ e cos 3 x + c
3
9
34
1
I = e 5 x cos 3 x dx = 3e 5 x sin 3 x + 5e 5 x cos 3 x + c
34
1
I = e 5 x cos 3 x dx = 3e 5 x sin 3 x + 5e 5 x cos 3 x + c
34
3 sin 3 x + 5 cos 3 x
I = e 5 x cos 3 x dx = e 5 x
+c
34
7 x + 12
dx we can use
x( x + 2 )
3
4
+
dx . So that it is easy to integrate it. So,
(
)
x
x
+
2
3
4
+
dx = 3 ln x + 4 ln( x + 2) + c
x (x + 2)
98 Calculus
The method, of course, hinges on one's being able to express the
given function in terms of its partial fractions. The rules of partial
fractions are as follows:
(i) The numerator of the given function must be of lower degree
than that of the denominator. If it is not, then first of all divide out
by long division.
(ii) Factorize the denominator into its prime factors. This is
important, since the factors obtained determine the shape of the
partial fractions.
(iii) A linear factor (ax + b ) gives a partial fraction of the form
A
ax + b
A
B
+
ax + b (ax + b )2
Factors
(ax + b )3
give
partial
fractions
A
B
C
+
+
ax + b (ax + b )2 (ax + b )3
(iv) a quadratic factor
(ax 2 + bx + c)
Ax + B
ax 2 + bx + c
Example 31 Find the results of the following:
dx
(x + 1)(x + 3)
Chapter Three
99
A
B
+
(x + 1) (x + 3)
(x + 1)(x + 3)
Multiply ( x + 1)( x + 3) to both sides of the equation, Then:
1 = A( x + 3) + B( x + 1) = Ax + 3 A + Bx + b
1 = Ax + Bx + 3 A + b
1 = ( A + B )x + 3 A + B
The coefficients on both sides of the equation must be the same that
is that the coefficient of x on the left side of the equation must equal
the coefficient of x on the right side of the equation.
A + B = 0 and 3 A + B = 1
Solving the above equations for A and B,
1
A= ,
2
and B =
1
2
( 1 / 2)
dx
1/ 2
(x + 1)(x + 3) = (x + 1) + (x + 3) dx
dx
1
1
1
dx
dx
=
(x + 1)(x + 3) 2 (x + 1)
( x + 3)
dx
1
= (ln( x + 1) ln( x + 3)) + c
(x + 1)(x + 3) 2
100Calculus
Problems:
1- Find the slope of the tangent line to the following function at
(a) y = 3 x + 4 , at x = 2 (b) y =
x + 1 at x = 1
2- Find
dy
for the following functions:
dx
a)
y = (1 + tan 2 x ) 3
(b) y = sin 1 x
(a)
x3 + 2 x 2 x
dx
3 x
(c)
x 2 sin xdx
(d)
x 2 e5 x dx
(e)
e3 x sin 2 x dx
(f)
e3 x ln (5 x )dx
(g)
sin 2 x cos 3x dx
(h)
x sin 2 x dx
(i)
ln(sin 2 x ) dx
(j)
e 2 sin 5 x dx
+ sin x dx
3 cos x
(b)
Chapter 4
Ordinary Differential Equations
4.1 Definition:
Differential equation is an equation, which contains at least one
derivatives or differential of unknown function.
Many important and significant problems in the physical science
when formulated in mathematical terms require the determination of
a function satisfying a differential equation containing derivatives of
unknown function. This function can be obtained by solving the
differential equation. The following are examples of different
differential equations:
dy
= sin x
dx
d2y
+ ky = cos x
dx 2
x 3 y 7 x 2 y + 24 x y 36 y = 0
2
( y 2 e x y + 4 x 3 )dx + (2 xy e x y 3 y 2 )dy = 0
2 y
(1)
(2)
(3)
(4)
2 y
2 y
(5)
+
=
x 2 t 2 tx
Variables that denote values of a function are often called dependant
variables. The one may take on any value in the domain of the
function which the dependant variables stand for is called
independent variables. Thus in (1) and (2) y is the dependant
variable. In (3) and (4) either x or y can be the dependant variable,
the other variable then being independent.
f n (x)
dny
n
dx
+ f n1(x)
d n1y
n1
dx
+ .................f1(x)
d1 y
1
dx
+ f0 (x)
d0y
0
dx
= g(x) (6)
Chapter Four
103
- The dependant variable y and all off its derivatives are of the
first degree.
- Each coefficient depends on only the independent variable x.
y = xy
Solution: For the linear differential equation y = xy , the
isoclines are shown in Fig.1. The direction field is constructed by
drawing line segments having the appropriate slope at a number of
points on each isocline. Thus on the curve y = 1 / x , corresponding
to C = 1 , the line segments are drawn with slope one each point.
The process can be continued until the direction field is sufficiently
well exhibited. Drawing curves tangent to the direction field at each
point can show the general behavior of the integral curves. The
process is applicable in the same manner in the general equation
y = f ( x, y ) .
Chapter Four
C=4
C=3
C=2
C=1
C=1
C =2
C=3
C=4
105
C=4
C=3
C =2
C=1
C=1
C=2
C=3
C=4
dy L( x)
or
(7)
=
L( x)dx = g ( y ) dy
dx g ( y )
If y = f (x) is a solution of the equation, then by integrating both
sides of (7) we obtain: L( x)dx = g ( y ) dy
By evaluating the above integral we get the general solution of (7).
xdx + 2 y dy = 0
Solution: By integrating both sides directly we get:
xdx + 2 y dy = c1
x2
+ y 2 = c1 or x 2 + 2 y 2 = c
2
Where c = 2c1 and c, and c1 are constants.
Example 3 Solve the following differential equation:
xydx + (2 xy 2 + 4 y 2 x 2)dy = 0
Solution: The above differential equation can be reduced to be as
following: xydx + (2 y 2 1)( x + 2)dy = 0
Dividing the above equation by y ( x + 2) we get:
(2 y 2 1)
x
2
1
dx + 2 y dy = 0
dx +
dy = 0 Or 1
( x + 2)
y
y
( x + 2)
2
1
1
2
dx
+
dy = C
( x + 2)
y
x Ln( x + 2) 2 + y 2 Ln y = LnC
x + y 2 = Ln cy ( x + 2) 2 Or
e x + y = cy ( x + 2) 2
4 xy 2 dx + ( x 2 + 1)dy = 0
Solution: First, divide throughout by y 2 ( x 2 + 1) .
Chapter Four
4x
( x 2 + 1)
dx +
107
dy
y2
=0
2 Ln( x 2 + 1)
1
=C
y
dy
= 1 + x + y 2 + xy 2
dx
Solution:
dy
dy
= (1 + x ) + y 2 (1 + x ) = (1 + x )(1 + y 2 )
dx
dx
By separating variables we get the following:
dy
= (1 + x ) dx
(1 + y 2 )
By integrating both sides of the above equation we can get the
x2
1
+c
following: tan y = x +
2
2
1 x
y = tan
+ x + c
dy
dx
=
y
x ln x
or
dy
1 / x dx
=
y
ln x
ln y = ln (ln x ) + ln c or ln y = ln(c ln x )
By taking the exponential of both sides we can get the following
form: y = c ln ( x )
Example 7 Solve the following differential equation:
x dx y e x dy = 0 where, y (0) = 1
Solution: x dx y e x dy = 0 can be changed to be in the
following form: x dx = y e x dy
By integrating both sides we get the following:
ydy = xe x dx + c
y2
= xe x e x + c y 2 = 2 e x xe x + c1
2
But y (0 ) = 1 , then by substituting in the above equation we can get
2
c1 = = 1
the value of c1 , 1 = 2(1 0 ) + c1
2
y 2 = 2 e x xe x 1 y = 2 e x xe x 1
4.3.3 Equation Reducible To Separable Form
In the case of the differential equations not separable but it can be
made separable by a simple change of variable, the following
procedures can be used to solve this kind of differential equations:
Let the differential equation can be has the following form for
example:
Chapter Four
109
y
(8)
y = g
x
Where g is any given function of y / x .The form of the equation
suggests that we set:
y
=u
x
y = ux , by differentiation
(9)
y = u + u x
By substituting (10) into (8) we have:
(10)
u + u x = g (u )
(11)
du
dx
(12)
=
g (u ) u
x
If we integrate (12) as we make with normal separable equation then
replace u by y / x , we get the general solution of (8)
Example 8 Solve the following differential equation:
(y xy 2 )dx (x + x 2 y )dy = 0
(13)
xu u
x2
Substitute the values of u , y, y in the differential equation (13) we
get:
u
xu u
(1 u ) x(1 + u )
=0
x
x2
2u xu (1 + u ) = 0
2
du
(1 + u ) = 2u
dx
(1 + u ) du + c
dx
=
1
x
u
2 Ln ( x ) = Ln (u ) + u + Ln (c)
x2
=u
Ln
uc
x 2 = xyce xy
x = yce xy
Example 9 Solve the following differential equation:
dy
= ( y 4 x )2
dx
Solution: - Assume u = y 4 x Then y = u + 4 x and
dy du
du
=
+ 4, + 4 = u2
dx
dx dx
du
u2 4
= dx + c1
1
u 2
u 2
4x
Ln
= x + Ln(c2 )
= ce
4
u + 2
u + 2
But, u = y 4 x
y 4x 2
= Ce 4 x
y + 4x + 2
Chapter Four
111
1 + dx 3 dy = 0
x
x
Assume u = y / x y = ux
dy du
=
x+u
dx dx
du
1 + u 3 3u 2 x + u = 0
dx
1 + u 3 3u 3 3u 2
du
x=0
dx
1 2u 3 3u 2
du
x=0
dx
1 2u 3 = 3u 2
du
x
dx
3u 2
1 2u
du =
3
dx
+ c1
x
1 2 * 3u 2
dx
=
+ c1
du
2 1 2u 3
x
1
ln 1 2u 3 = ln x + ln c = ln (cx )
2
ln 1 2u 3 = 2 ln (cx ) = ln (cx )2
1 2u 3 = (cx )2
u3 =
1
1 kx 2
2
1
y
= 1 kx 2
2
x
y3 =
1 3
x 1 kx 2
2
y=x
(1 kx 2 )
2
M ( x, y )dx + N ( x, y )dy = 0
(14)
dF = M ( x, y )dx + N ( x, y )dy = 0
(15)
F ( x, y ) = c where c is constant.
(16)
Chapter Four
113
such
that
its
total
differential
is
exactly
M ( x, y )dx + N ( x, y )dy = 0 ,
If these conditions are satisfied, actually to determine the
function F. If there exists a function F such that
dF = M ( x, y )dx + N ( x, y )dy = 0
But from calculus (chain rule) if F ( x, y ) is total differential, then,
dF =
F
F
dx +
dy
x
y
M =
F
x
and N =
F
y
M 2 F
N 2 F
=
=
and
y yx
x yx
M N
=
y x
Thus for (14) to be exact it is necessary that (17) be satisfied.
(17)
F = M ( x, y ) dx + k ( y )
(18)
F
from (18), and equate it to N,
y
k
F
= N , Then we can get
, and integrate it with respect
y
y
to y to get k ( y ) .
In the same way we can make the above integration (18) with
respect to y to get k ( x ) as following:
If (14) is exact, the function F ( x, y ) can be found by the
following way: F ( x, y ) = N ( x, y ) dy + k ( x )
(19)
F
from (19) and equate it to M,
x
k
and integrate it with respect to x to get k ( x ).
x
Chapter Four
115
3 x( xy 2)dx + ( x 3 + 2 y )dy = 0
(20)
Solution: M = 3 x( xy 2) and N = ( x 3 + 2 y )
M N
=
= 3x 2
y x
(21)
F
= M = 3x( xy 2)
x
And
(22)
F
= N = ( x3 + 2 y)
y
(23)
F = 3 x 2 y 6 x dx + k ( y )
F = x 3 y 3x 2 + k ( y )
(24)
F
k ( y )
= x3 +
= x3 + 2 y
1
424
3
y
y
N
k ( y )
= 2y
y
k ( y ) = 2 y dy
k ( y) = y 2
F = x3 y 3x 2 + y 2 = c
F = x 3 + 2 y dy + k ( x )
F = x3 y + y 2 + k (x )
(25)
F
k ( x )
= 3x 2 y +
= 3x 2 y 6 x
1424
3
x
x
M
k ( x )
= 6 x
x
k ( x ) = 3x 2 Substitute this value in (25) we get the following
result: F = x 3 y y 2 3 x 2 = c
It is clear that we get the same solution as we get in the above
solution.
Example12 Solve the following differential equation:
2
( y 2 e x y + 4 x 3 )dx + (2 xy e x y 3 y 2 )dy = 0
1442443
1442443
M
N
2
2
M N
Solution:
=
= 2 y e x y + 2 xy 3e x y
y x
Then according to the condition (17), the equation is exact.
2
F
= M = y 2 e x y + 4 x3
x
2
F
= N = 2 xy e x y 3 y 2
And
y
(26)
(27)
(28)
Chapter Four
117
2
F = y 2 e x y + 4 x 3 dx + k ( y )
F = e x y + x 4 + k ( y)
(29)
2
F
k ( y)
= N = 2 xy e x y +
y
y
Compare the above value with the value of N in (26) we get the
value of
k ( y)
.
y
k ( y)
= 3 y 2
y
k ( y) = y 3
2
F = e x y + x4 y3 = C
Example 13 Solve the following differential equation:
dy 4 2 x cos y 2 y 3 sec 2 2 x
=
dx
3 y 2 tan 2 x x 2 sin y
(30)
dy 4 2 x cos y 2 y 3 sec 2 2 x
=
Solution:
dx
3 y 2 tan 2 x x 2 sin y
M
= 2 x sin y + 6 y 2 sec 2 2 x
y
(32)
N
= 6 y 2 sec 2 2 x 2 x sin y
x
(33)
M N
=
y x
F = y 3 tan 2 x + x 2 cos y + k ( x)
By differentiating the above equation with respect to x and then
equate it with M as in (31) we can obtain
k ( x)
. Then by
x
k ( x)
F
= 2 y 3 sec 2 2 x + 2 x cos y +
= 4 2 x cos y 2 y 3 sec 2 2 x
14444244443
x
x
k ( x)
= 4,
x
k ( x) = 4 x
y
1
3 yx 2 2 dx + x 3 + cos y + dy = 0
x
(34)
Solution:
y
1
M = 3 yx 2 2 and N = x 3 + cos y +
x
1
M N
= 3x 2 2
=
y x
x
(35)
Chapter Four
119
F
y
= M = 3 yx 2 2
x
x
And
(36)
F
1
= N = x 3 + cos y +
y
x
(37)
y
+ k ( y)
x
1 k ( y ) 3
1
F
= x3 + +
= x + cos y +
x
x
y
y
1442443
F = x3 y +
k ( y )
= cos y
y
k ( y ) = cos y dy
k ( y ) = sin y
F = x3 y +
y
+ sin y = C
x
(38)
N = e3 x
M N
=
= 3e3 x
y x
(39)
F
= M = 3e3 x y 2 x
x
And
(40)
F
= N = e3 x
y
(41)
F = 3e3 x y 2 x dx +k ( y ) = y e3 x x 2 + k ( y )
(42)
F
dk
= e3 x +
= e3 x
y
dy
k ( y )
= 0 , k ( y ) = c1
y
F = y e3 x x 2 + c1 = C
F = y e3 x x 2 = c
Example 16 Solve the following differential equation:
(43)
(44)
M N
=
= sinh x sin y
y x
Then (43) is exact. Therefore, its solution is F = c where,
F
= M = sinh x cos y
x
F
= N = cosh x sin y
And
y
(45)
(46)
(47)
Chapter Four
121
F = cosh x cos y + k ( y )
(48)
F
k ( y )
= cosh x sin y +
= cosh x sin y
14
4244
3
y
y
N
k ( y )
=0
y
k ( y ) = c1
F = cosh x cos y + c1 = C
F = cosh x cos y = c* Where c* = c c1
Example 17 Solve the following differential equation
dy = 0
(49)
and N = x sec 2 y
M N
=
= sec 2 y
y x
Then the differential equation is exact. Therefore, its solution is
F
= M = (tan y sin x )
F = c where,
x
F
= N = x sec 2 y
And
y
F
k ( y )
= x sec 2 y + 0 +
= x sec 2 y
1
424
3
y
y
k ( y )
= 0 , k ( y ) = c1
y
F = x tan y + cos x + c1 = C
dy
+ f ( x) y = r ( x)
(50)
dx
If r ( x) = 0 in (50) so it is called homogeneous, linear, first order
differential equation; otherwise it called non-homogeneous, linear,
first order differential equation.
For the homogeneous differential equation the solution is very
simple. By separating variables we have:
dy
= f ( x) dx
y
Ln( y ) = f ( x)dx + C *
y ( x) = Ce f ( x ) dx
*
Where, C = e c and c, and c * are constants.
(51)
Chapter Four
123
In case of non-homogeneous differential equation, using the
method of exact equation can solve it. Where the general solution
takes the following form:
y ( x ) = e h e h r dx + C Where h = f ( x) dx
(52)
x y + y x 4 = 0
Solution: The above differential equation can be written as:
y +
1
y = x 3 This equation in the form of (52)
x
f ( x) =
1
1
, r ( x) = x 3 and h = dx = Ln( x)
x
x
y ( x) = e Ln ( x ) e Ln ( x ) x 3 dx + C
1
y ( x) =
x
x4 C
1 x5
x dx + C = x 5 + C = 5 + x
y 2 y = x 2 e5 x
Solution: This equation is linear first order differential equation
from (50). Then we can use the general solution (52) to solve it.
f ( x) = 2 , r ( x) = x 2 e5 x
[
[ x
and h = 2 dx = 2 x
y ( x) = e 2 x e 2 x x 2 e 5 x dx + C
y ( x) = e 2 x
e3 x dx + C
e5 x
y ( x) =
3
2
2 2
2x
x 3 x + 9 + C e
xy = y + ( x + 1)2
Solution: The above equation can be reduced to be as the following
form: y
(
1
x + 1)2
y=
x
x
(
1
x + 1)2
1
1
f ( x) = , r ( x) =
And h = dx = ln x = ln
x
x
x
x
y ( x) =
1
ln
e x
1
ln
e x
(x + 1)2 dx + C
x
1 ( x + 1)2
y ( x) = x
dx + C
x
x
( x + 1)2
dx
C
y ( x) = x
+
x2
2 1
y ( x) = x 1 + + 2 dx + C
x x
y ( x) = x x + 2 ln x + C
x
y ( x) = x 2 + x ln x 2 1 + Cx
Chapter Four
125
F = ma
(53)
F =m
dv
dt
(54)
(55)
dv
dv k
= mg kv Or
+ v=g
(56)
dt
dt m
Which is linear first order differential equation and in the form of
m
f (t ) =
k
,
m
r (t ) = g and h =
k
k
dt = t
m
m
kt
t m
t
m
m
m
ge + C1
e g dt + C1 v = e
v
t
mg
v =
1 + Ce m
t
mg
But v(0) = 0 then C = 1 v =
1 e m
k
t
=e m
dx
in the
dt
above equation and integrate and use the second initial condition
x(0) = 0 , gives:
k
t
mg m 2 g
x =
t 2 1 e m
k
Chapter Four
127
By solving the above equation by using separable variable
method we get: T (t ) = 20 + Ce kt
Substitute the initial conditions [T(0)=100, T(20)=70] in the
above equation we get: T (0 ) = 100 = 20 + C e k *(t = 0 )
k =
10 y
dy
= ky (C s Ca ) = ky 0.2
= Ky ( y + 10)
100
dt
y
1
Ln
= Kt + C1
10 y + 10
y
1
= 0.02877t 0.0693
Ln
10 y + 10
1
2
Ln
= 0.02877t 0.0693
10 2 + 10
t = 3.82 hours
r=10 m
dh
dV = *102 dh
h=25m
Fig.2
dV = (.5)2 0.6 2gh dt
v = 0.6 2gh
Chapter Four
129
Solution: Assume incremental volume dV will take time dt to
escape from the tank. So from the geometry of the tank the
2
incremental volume is: dV = * r dh
(57)
dV = A.v.dt
(58)
dV = ro2 * 0.6 2 gh dt
by equating (57) and (59) we get the following equation:
(59)
* r 2 dh = ro2 * 0.6 2 gh dt
The above differential equation can be solved by separation of
ro2
dh
variables.
= 0.6 2 gh 2 dt
h
r
By integrating both sides of the above equation we get the
r2
dh
following:
= 0.6 2 gh o2 dt + c
h
r
Where c is the constant of integration,
2 h = 0.6 2 g
ro2
r
t+c
(60)
ro2
2
t + 2 Ho
r
To get the time required for tank to get empty we can substitute in
the above equation for h = 0 ,
2 Ho
te =
(61)
0.6 2 g ro2 / r 2
So, we can substitute the data in our example in the above equation
to obtain the time for the tank to get empty, t e .
te =
2 25
2
R-h
r
dh
Fig.3
opened and the water flows out. Determine the time when the tank
will
be
empty,
assuming
the
initial
height
of
water
Chapter Four
131
Solution: Let the origin be chosen at the lowest point of the tank
and let h be the instantaneous depth, V the instantaneous volume,
and r the instantaneous radius of the free surface of the water as
shown in Fig.3. Then in an infinitesimal time dt, the water level will
fall by the amount dh , and the resultant decrease in volume of the
water in the tank will be:
dV = r 2 dh
(62)
(64)
r 2 + (h R )2 = R 2 or
r 2 = 2hR h 2
(65)
(66)
14
15 / 2
t=
= 140.5 sec .
15 0.05 2 * 0.6 2 * 9.81
Example 26 The tank shown in Fig.4 is consists of two portions, the
top one is cylinder with 20 m height and 10m radius of its base and
the other portion is half sphere with 10 m radius and has 50 cm2
outlet area at the bottom. If this tank filled with water and at time
t=0 the outlet is opened and the water flows out. Determine the time
when the tank will be empty, assuming the tank was initially filled
with water. The velocity with which liquid issues from an orifice is
v = 0.6 2 gh , where ( g = 9.81m/s 2 ) is the acceleration of the
gravity.
Chapter Four
133
Solution: Let the origin be chosen at the lowest point of the tank
dV = 10 2 dh
Fig.4
20m
v = 0.6 2 gh
where g is the
10m
Area = 50 cm 2
v = 0.6 2 gh
time dt is:
dV = 0.6 2 gh * 50 * 10 4 dt
So, by equating both volumes we get the following equation:
0.6 2 gh * 50 * 10 4 dt = 10 2 dh ,
dh
= 4.23 * 10 5 dt
h
dh
= 4.23 *10 5 dt + c 2 h = 4.23 * 10 5 t + c
h
2 30 = 4.23 * 10 5 * 0 + c
c = 2 30 = 10.954
2 h = 4.23 * 10 5 t + 10.954
At the bottom of the cylinder portion h = 10m so we can obtain
the time required for the cylindrical portion to get empty if we
substitute in the solution of differential equation for h = 10m . Then,
2 10 = 4.23 * 10 5 t + 10.954
tcylinder = 30.4 hours
In the same way we can obtain the time required for spherical
portion to get empty. We use also unit element in spherical portion
dV = 20h h 2 dh
This volume will take time dt to escape from the orifice of the tank.
dV = 0.6 2 gh * 50 * 10 4 dt
Chapter Four
(
)
(20h 0.5 h1.5 )dh = 0.0042298dt + k
135
20h h 2 dh = 0.6 2 gh * 50 * 10 4 dt
20 1.5 h 2.5
h
= 0.0042298 t + k
1.5
2.5
At t = 30.4 * 3600 sec, h = 10m
20 1.5 10 2.5
10
= 0.0042298 * 30.4 * 3600 + k
1.5
2.5
Then, k = 758.055
20 1.5 10 2.5
10
= 0.0042298 * 30.4 * 3600 + 758.055
1.5
2.5
The total time required for the total tank to get empty can be
obtained by applying h = 0 in the above equation. Then,
t = 179218 sec = 49.7827hours
Another Solution
For cylindrical portion we can use (60) to get the time required for
this portion to get empty
2 h = 0.6 2 g
ro2
2
t+c
(60)
r
So, at time t = 0 h = 30m . Substitute this condition in the above
2 30 = 0 + c c = 2 30
2 h = 0.6 2 g
ro2
r2
t + 2 30
2 10 = 0.6 2 g
ro2
10 2
Q 50 *10 4 = ro2
2 10 = 0.6 2 * 9.81
tcylinder
t + 2 30
ro = 3.99cm
.0399 2
2
t + 2 30
10
= 109427 sec . = 30.4 hours
In the same way we can obtain the time required for spherical
portion to get empty. We use (67) as explained before.
4 3/ 2 2 5/ 2
Rh
h
= ro2 * 0.6 2 g t + c
3
5
Since h = R = 10 at t = 109427 sec . ,
4
2
10 * 103 / 2 105 / 2 = 0.03992 * 0.6 2 * 9.81 * 109427 + c
3
5
c = 758.135
4 3/ 2 2 5/ 2
Rh
h
= ro2 * 0.6 2 g t + 758.135
3
5
Then the time required for the hole tank to get empty is at h = 0 .
Then substitute h = 0 in the above equation to get tTotal
Chapter Four
137
cylinder
of
radius
8m
and
16m
16m
2 gh
calculate the time required for the upper half to get empty. Then we
can do the same for the lower half.
First, For upper half:
dh
h-R R
h
Fig.6
R 2 (h R )2 = 2 Rh h 2
dV = 2 * 2 Rh h 2 * L dh
(69)
(70)
2 * 2 Rh h 2 * L dh = ro2 * 0.6 2 gh dt
2
2 R h dh =
ro * 2 g dt
2L
By integrating both sides of the above equation we can get the
following equation:
2
(2 R h )3 / 2 dh = ro2 * 2 g t + c
3
2L
Where c is the constant of integration.
(71)
c =0
Substitute from (72) into (71).
(72)
2
(2 R h )3 / 2 = ro2 * 2 g t
(73)
3
2L
To obtain the time required for the upper half to get empty we have
tu =
4 LR 3 / 2
3 ro2 2 g
(74)
Chapter Four
139
dV = 2 * 2 Rh h 2 * L dh
(75)
(76)
2 * 2 Rh h 2 * L dh = ro2 * 0.6 2 gh dt
2
2 R h dh =
ro * 2 g dt
2L
L
R-h R
h
dh
Fig.7
2
(2 R h )3 / 2 = ro2 * 2 g t + c
3
2L
(77)
t = tu =
of
integration.
At
time
4 LR 3 / 2
2
(2 R h )3 / 2 = ro2 * 2 g t
3
2L
The total time required for the whole tank to get empty can be
obtained by Substituting in the above equation for h = 0 .
ttotal =
4 L(2 R )3 / 2
3
ro2
(79)
2g
So the time required for the lower portion only to get empty is given
by the following equation: t L = ttotal tu
(80)
tu =
4 * 16 * 83 / 2
3 * * 0.12 * 2 * 9.81
ttotal =
4 * 16 * (2 * 8)3 / 2
3 * * 0.12 * 2 * 9.81
Chapter Four
141
Example 28 A conical tank shown in Fig.8, filled with water and
10 m
Fig.8
out.
Determine
the
time
the
tank
was
initially
dh
20 m
v = 0. 6
Radius = 20 cm
(81)
r R
R
r = h
=
L
h L
(82)
But
Substitute the value of r in (82) into (81) we get the following result:
2
R
dV = * h dh
L
(83)
(84)
R
* h dh = ro2 * 0.6 2 gh dt
L
Lro2
3/ 2
dt
h dh = 0.6 2 g
2
L5 / 2 = 0 + c
5
c =
2 5/ 2
L
5
(86)
Lro2 2 5 / 2
2 5/ 2
t + L
= 0.6 2 g
h
5
R 5
So the time required for the tank to get empty is given by
applying for h = 0 in the above equation. So,
2
*
(87)
Lr
o
Substitute the data obtained in (87) where L = 20m , R = 5m R,
ro = 0.2m
2 L5 / 2
t =
5 * 0. 6 2 g
2 * 205 / 2
5
t =
*
= 420.68 sec . = 7.01 min .
5 * 0.6 2 * 9.81 20 * 0.2
Chapter Four
143
(88)
dt
Where k is the proportional constant. Equation (88) can be easily
solved by variable separation. y = Ce kt
(89)
y = y0 e kt
The second initial condition is
(90)
y = y0 / 2 at t = 1590 years .
y0
= y0 e k *1590
2
k = 4.36 *10 4
4
y = y0 e 4.36 *10 t
(91)
To obtain the percent disappear after one year we can do the
following:
y e 4.36 *10 4 *1
y (1)
1
* 100 = 1 0
y0
y0
* 100 = 0.0436 %
(a) E (t ) = 40 V , (b) E (t ) = 20 e
3t
E(t)
_
I(t)
RI + L
vL(t)
dI
= E (t )
dt
Fig.9
dI R
E (t )
+ I=
L
dt L
(a) I& +
10
40
I=
2
2
I& + 5 I = 20
By using the general solution of the first order linear differential
equations, (52) we can solve it.
f (t ) = 5 r (t ) = 20
I (t ) = e 5t
[ e
5t
h = 5dt = 5t
* 20dt + k I (t ) = 4 + ke 5t
But I (0) = 0 k = 4 I (t ) = 4 * 1 e 5t
(b) For E (t ) = 20 e 3t
I (t ) = e 5t
[ e
5t
*10 e 3t dt + k
Chapter Four
145
I (t ) = e 5t 5 e 2 t + k I (t ) = 5 e 3 t + ke 5t
But I (0) = 0 then k = 5
I (t ) = 5 e 3 t e 5t
(c) E (t ) = 50 sin 5 t
I (t ) = e 5t
[ e
5t
* 25 sin 5t dt + k
I (t ) =
5
(sin 5t cos 5t ) + e 5t
2
Example 31
E (t ) = 50 sin 20 t .
and
C=.02F
vR(t)
+
E(t)
_
I(t)
Solution:
RI +
1
Idt = E (t )
C
dI
1
1 dE (t )
+
I=
dt RC
R dt
1
1d
I& +
I=
50 sin 20 t
RC
R dt
Fig.10
vC(t)
I& +
1
1
I = * 50 * 20 cos 20 t I& + 10 I = 200 cos 20t
5 * .02
5
[ e * 200 cos 20 t dt + k ]
[ 4 e (cos (20 t ) + 2 sin ( 20 t )) + k ]
I (t ) = e 10t
10t
10t
1
Idt
=0
C
t =0
k 10t
e
=0
10
t =0
k = 4
1
Idt
= 100 V
C
t =0
k 10t
1
0
.
2
sin(
20
t
)
.
4
cos
(
20
t
)
e
= 100
0.02
10
t =0
k = 24
I (t ) = 4 cos (20 t ) + 8 sin ( 20 t )) 24e 10t
Chapter Four
147
Problems:
2) y = cos y
xy
1+ x
4) y = 2 y / x
y ( 0) = 1
6) y y = 1 e x ,
7) y + y 2 = 0, y (5) = 0.25 8) 9 yy + 4 x = 0,
y ( 0) = 0
y (3) = 4
dy x 2
=
9)
dx y
dy
+ y 2 sin x = 0
11)
dx
dy
x2
10)
=
dx y (1 + x 3 )
dy
12)
= cos 2 x cos 2 2 y
dx
1 y2
dy
13)
=
x
dx
dy
= y tanh x
15)
dx
dy x e x
14)
=
dx y + e y
)(
18) xdx + ye x dy = 0,
19)
dy
Ln( x)
=
,
dx (1 + y 2 )
20) y = 2e x y 3 ,
21) y = 3 x 2 e y ,
2
22) yy = xe y ,
23) xyy = y + 2,
y (0) = 1
y (1) = 0
y (0) = 0.5
y (1) = 0
y (1) = 0
y (2) = 0
(2 x + 3 y )dx + ( y x)dy = 0
( x + y )dx + (3x + 3 y 4)dy = 0
tan 2 ( x + y )dx dy = 0
)
)
)
)
)
(2 + 2 x 2 y1 / 2 )ydx + (x 2 y1 / 2 + 2)xdy = 0
dx + ((1 x 2 )cot y )dy = 0
(x 2 + y 2 )dx + (x 2 xy )dy = 0
2 x 3 ydx + (x 4 + y 4 )dy = 0
( xy y )cos (2 y / x) = 3x 4
Chapter Four
149
2
2
2 x ye x 1dx + e x dy = 0
)
)
(x 2 + y 2 + x)dx + xydy = 0
(2 x + e y )dx + xe y dy = 0
y
y sin xy dx + (Lnx x sin xy )dy = 0
44) y + 2 y = 6e x
45) y = ( y 1) cot x
46) 1 x 2 y + xy = x
2
( y + 1) 2 = x 4 ,
x
y ( ) = e + 2 /
y (1) = 2 / 3 1
following
figure.
vR(t)
Assume
E(t)
_
I(t)
_
+
in
vL(t)
vC(t)
Chapter 5
Linear Differential Equations Of Higher Order
5.1 Definition
The general linear differential equations of order n has the form
shown in (1) or (2).
f n ( x)
dny
dx
+ f n 1 ( x)
d n 1 y
dx
n 1
+ ......... f1 ( x)
d1y
1
dx
+ f 0 ( x)
d0y
dx
= r ( x) (1)
f n ( x) y (n ) + f n 1 ( x) y (n 1) + ......... f1 ( x) y + f 0 ( x) y = r ( x)
(2)
If
f 0 ( x)
are all
interval since we can find constants C3 ,.C 2 , C1 not all zero such
that: C1 2e 3 x + C 2 5e 3 x + C3e 3 x = 0
Identically, for instance, C3 = 0,.C2 = 2, and C1 = 5
Example
ex ,
xe x
are
linearly
independent
since
W ( y1, y2
, yn )
y1( x)
y1 ( x)
y 2 ( x)
y2 ( x)
.............
yn ( x )
yn ( x)
.............
0
.............
y1n 1( x) y2n 1( x) ............. ynn 1( x)
(3)
interval.
5.2 Characteristic Equation
Chapter Five
153
f n ( x)( n )( n 1 ).............( 2 )( 1 ) = 0
Which has roots n , n 1............2 , and 1 . Three cases must be
considered depending on the roots of this equation. These cases has
been analyzed in the following items:
Case 1
y = Cn e n x + C n 1e n1 x + ........ C1 e 1 x
Where C n , C n 1 ,..............C1 are constants.
(5)
y = e ax [ A cos(bx) + B sin(bx)]
(6)
y 3 y + 2 y = 0
Solution:- The auxiliary equation is
2 3 + 2 = 0
1 = 1 and 2 = 2
Then, 1 and 2 are real distinct roots. So, the general solution is
given by (5). y ( x) = C1e x + C 2 e 2 x
y = C1e x + (C2 x + C3 ) e 2 x
Example 5 Solve the following differential equation:-
y + y + y = 0
Solution:- The auxiliary equation is:
2 + + 1 = 0
1,2 = 0.5 j
3
3
y = e 0.5 x A cos
x + B sin
x
2
2
3
.
2
If r (x) in (1) is not zero, then (1) and (2) are called
nonhomogeneous, linear differential equations. The solution of
these equations takes the following form:
y ( x) = y h ( x) + y p ( x)
Where y h (x) is the solution of homogeneous equation, (sometimes
it called complementary solution). And y p (x) is the particular
solution of (1).
Chapter Five
155
The particular solution can be assumed depending on the form of
r (x )
ce px
Ae px
c cos px + k sin px
A cos px + B sin px
cn x n + cn 1 x n 1 + ......c0
An x n + An 1 x n 1 + ......A0
e px cn x n + cn 1 x n 1 + ......c0
e px An x n + An 1 x n 1 + ......A0
(
)
sin px * (k n x n + k n 1 x n 1 + ......k 0 )
(
)
sin px * (Bn x n + Bn 1 x n 1 + ......B0 )
(
)
qx
n
n 1
e sin px * (k n x + k n 1 x
+ ......k 0 )
(
)
e qx sin px * (Bn x n + Bn 1 x n 1 + ......B0 )
cos px * cn x n + cn 1 x n 1 + ......c0 +
e qx cos px * c n x n + c n 1 x n 1 + ......c0 +
cos px * An x n + An 1 x n 1 + ...... A0 +
e qx cos px * An x n + An 1 x n 1 + ...... A0 +
solutions.
y + y 2 y = 2 e 3 x
Solution:- The auxiliary equation is 2 + 2 = 0
1 = 1 and 2 = 2
Then, 1 and 2 are real distinct roots. So the general solution is
given by the following equation:
y h ( x) = C1e x + C 2 e 2 x
The particular solution takes the following form:
y p ( x) = ke3 x
y p ( x) = 3ke3 x
y p ( x) = 9ke 3 x
e 3 x (9k + 3k 2k ) = 2e 3 x
k = 0.2 ,
y p ( x) = 0.2 e 3 x
y ( x) = y h ( x) + y p ( x) = C1e x + C 2 e 2 x + 0.2 e 3 x
Example 7 Solve the following differential equation:
y + y 2 y = 2 e x + e 2 x
Solution:- The auxiliary equation is 2 + 2 = 0
1 = 1 and 2 = 2
Then, 1 and 2 are real distinct roots so the general solution is
given by the following equation y h ( x) = C1e x + C 2 e 2 x
Chapter Five
157
As we see, there are some terms in the homogeneous solution has
y p ( x) = k1 xe x + k 2 xe 2 x
y p ( x) = k1 xe x + k1e x + k 2 e 2 x 2k 2 xe 2 x
y p ( x) = 2k1e x + k1 xe x 2k 2 e 2 x + 4k 2 xe 2 x 2k 2 e 2 x
2
1
and k 2 =
3
3
2
1
y p ( x) = xe x xe 2 x
3
3
k1 =
y ( x) = y h ( x) + y p ( x) = C1e x + C 2 e 2 x +
2 x 1 2x
xe xe
]
3
3
y + 4 y = 8 sin 2 x
Solution:- The auxiliary equation is 2 + 4 = 0
1,2 = j 2
Then the general solution takes the form (6). So, the general solution
is given by y h = A cos(2 x) + B sin( 2 x )
For
the
particular
solution
we
normally
assume
y p = x sin( 2 x)
y 4 y + 4 y = e 2 x
Solution:- The auxiliary equation is 2 4 + 4 = 0
1 = 2 = 2
Because of 1 = 2 , so the homogeneous solution takes the form in
(7). Then, the general solution is given by y h ( x) = (C1 + C 2 x )e 2 x .
The
particular
solution
corresponding
to
r ( x) = e 2 x
is
Chapter Five
159
y p ( x) = kx 2 e 2 x
y p ( x) = 2kx 2 e 2 x + 2kxe 2 x
y p ( x) = 4kx 2 e 2 x + 4kxe 2 x + 4kxe 2 x + 2ke 2 x
By substituting the above values into the differential equation and
by comparing both sides of the equation we get the value of the
constant k, where k = 0.5 .
y p ( x ) = 0. 5 x 2 e 2 x
y ( x) = y h ( x) + y p ( x) = (C1 + C 2 x )e 2 x + 0.5 x 2 e 2 x
Example 10 Solve the following differential equation:-
y 5 y + 6 y = x 2 e 5 x
Solution:- The auxiliary equation is 2 5 + 6 = 0
Then, 1 = 2, and 2 = 3
y h ( x) = C1e 2 x + C2 e3 x
The particular solution corresponding to r ( x) = x 2 e 5 x takes the
following form:
y p ( x) = k 2 x 2 + k1 x + k 0 e 5 x
y p ( x) = 5 k 2 x 2 + k1 x + k 0 e 5 x + (2k 2 x + k1 ) e 5 x
y p ( x) = 25 k 2 x 2 + k1 x + k 0 e 5 x + 5(2k 2 x + k1 ) e 5 x
+5(2k 2 x + k1 ) e 5 x + (2k 2 ) e 5 x
1
5
19
k 2 = , k1 = , and k 0 =
108
6
18
5
19 5 x
1
y p ( x) = x 2 x +
e
6
18
108
5
19 5 x
1
y( x) = yh ( x) + y p ( x) = C1e 2 x + C2e3x + x 2 x +
e
6
18
108
y 5 y + 6 y = x 2 e 2 x
Solution:- The auxiliary equation is 2 5 + 6 = 0
1 = 2,
2 = 3
y h ( x) = C1e 2 x + C2 e3 x
The particular solution corresponding to
r ( x) = x 2 e 2 x
is
y p ( x) = k 2 x 2 + k1 x + k 0 e 2 x .
So we have to multiply it by x to be as following:
y p ( x) = k 2 x 2 + k1 x + k 0 x e 2 x
(
) (
)
y p ( x) = 4(k 2 x 3 + k1 x 2 + k 0 x ) e 2 x + 2(3k 2 x 2 + k1 x + k 0 ) e 2 x
+2(3k 2 x 2 + k1 x + k 0 ) e 2 x + (6k 2 x + 2k1 ) e 2 x
y p ( x) = 2 k 2 x 3 + k1 x 2 + k 0 x e 2 x + 3k 2 x 2 + k1 x + k 0 e 2 x
Chapter Five
161
By substituting the above values into the differential equation and
1
k 2 = , k1 = 1, and k 0 = 2
3
1
y p ( x ) = x 2 + x + 2 x e 2 x
3
1
y ( x) = y h ( x) + y p ( x) = C1e 2 x + C 2 e 3 x x 2 + x + 2 x e 2 x
3
Example 12 Solve the following differential equation:-
y 6 y + 12 y 8 y = x 2 + e 2 x
Solution:- The auxiliary equation is: 3 62 + 12 8 = 0
y h ( x) = C1 + C2 x + C3 x 2 e 2 x
1 = 2 = 3 = 2
is
So
we
have
to
multiply
it
by
to
be
homogeneous
solution
dependant
with
y p ( x) = k 2 x 2 + k1 x + k 0 + k3 x 3e 2 x
y p ( x) = (2k 2 x + k1 ) + 2k3 x 3 e 2 x + 3k3 x 2 e 2 x
y p ( x) = (2k 2 ) + 4k3 x 3 e 2 x + 12k3 x 2 e 2 x + 6k3 xe 2 x
yp ( x) = 8k3 x3 e 2 x + 12k3 x 2 e 2 x + 24 k3 x 2 e2 x + 12k3 x e 2 x + 6k3e 2 x
By substituting the above values into the differential equation and
by comparing both sides of the equation we get the value of the
constants k3 , k 2 , k1 , and, k 0 .
3
3
1
1
k3 = , k 2 = , k1 = , and k 0 = .
8
8
8
6
1 2
x3 2 x
y p ( x) = x + 3 x + 3 +
e
8
6
y ( x) = y h ( x) + y p ( x) = C1 + C 2 x + C3 x 2 e 2 x
1 2
x3 2x
x + 3x + 3 +
e
8
6
3 y 6 y + 36 y = e x sin (3 x )
Solution:- The auxiliary equation is: 32 6 + 36 = 0
1 , 2 = 1 11
Chapter Five
163
k1 = 0
Coefficient of e x sin 3 x = 1
1
k2 =
6
e x sin 3x
yp =
6
e x sin 3 x
y ( x ) = yh + y p =e A cos 11x + B sin 11x +
6
x
y + y = 2 sin x + 4 x cos x
Solution:- The auxiliary equation is: 2 + 1 = 0
1 , 2 = j1 y h = A cos x + B sin x
y p = k3 x 3 + k 4 x 2 + k1 x cos x + k5 x 3 + k 6 x 2 + k 2 x sin x
)
y p = [ k3 x 3 + (3k5 k 4 ) x 2 + (2k 6 k1 )x + k 2 ]sin x
+[k5 x 3 + (3k3 + k 6 )x 2 + (k 2 + 2k 4 )x + k1 ]cos x
y p = [ k3 x 3 + (3k5 k 4 ) x 2 + (2k 6 k1 )x + k 2 ]cos x
[ 3k3 x 2 + 2(3k5 k4 ) x + (2k6 k1 )]sin x
[k5 x 3 + (3k3 + k 6 )x 2 + (k 2 + 2k 4 )x + k1 ]sin x
+[3k5 x 2 + 2(3k3 + k 6 )x + (k 2 + 2k 4 )]cos x
yp = [ k3 x 3 + (6k5 k 4 ) x 2 + (4k6 + 6k3 k1 )x + 2(k 2 + k 4 )]cos x
[ k5 x3 (k6 + 6k3 )x2 + (6k5 4k4 )x + (2k6 2k1 )]sin x
+ k5 x 3 + k 6 x 2 + k 2 x cos x + 3k5 x 2 + 2k6 x + k 2 sin x
Substitute y p , y p , and
[ k x
3
[ k x
5
+ k3 x 3 + k 4 x 2 + k1 x cos x + k5 x 3 + k 6 x 2 + k 2 x sin x
= 2 sin x + 4 x cos x
Chapter Five
165
Coefficient of cos x = 0
0 = 2(k 2 + k 4 ), k 2 = k 4
Coefficient of x cos x = 4
(8)
4 = 4k 6 + 6k3 k1 + k1
2k 6 + 3k3 = 2
(9)
Coefficient of x 2 cos x = 0
6k 5 k 4 + k 4 = 0
k 5 = 0
Coefficient of x 3 cos x = 0
(10)
k3 + k3 = 0 , yield nothing
Coefficient of sin x = 2
2 = (2k6 2k1 ) , k1 k6 = 1
(11)
coefficient of x sin x = 0
(6k5 4k 4 k 2 ) + k 2 = 0 , k 4 = 0
Coefficient of x 2 sin x = 0
(12)
0 = (k 6 6k3 ) + k 6
k6 = 3k3
coefficient of x 3 sin x = 0
(13)
k5 + k5 = 0 , yield nothing
0 3 2 k1 2
1 0 6 k = 1
3
0 3 1 k6 0
By solving the above equations we get the following constants:
k1 = 5, k3 = 2 / 9, and k 6 = 2 / 3
2
2
y p = x 3 + 5 x cos x + x 2 sin x
3
9
2
2
y + y + y + y = sin 2 x * cos 3 x
Solution:-From the following rule:
1
(sin ( A B ) + cos( A + B ))
2
We can modify the right hand side of the above equation to be as
1
following:
y + y + y + y = (sin 5 x sin x )
2
3
2
The auxiliary equation is: + + + 1 = 0
sin A. cos B =
1 = 1, and 2 , 3 = j1
Chapter Five
167
y p = 25 A cos 5 x 25 B sin 5 x + (2 D C x )cos x (2C + D x )sin x
y p = 125 A cos 5 x 125 B sin 5 x (2 D C x )sin x
Coefficient of cos 5 x = 0
1
(sin 5 x sin x )
2
125B 25 A + 5B + A = 0
120 B + 24 A = 0
(14)
125 A 25 B 5 A + B = 0.5
120 A 24 B = 0.5
From (14), and (15)
(15)
A=
5
1
, and B =
1248
1248
Coefficient of cos x = 0 3C + 2 D + C + C = 0
C + 2 D = 0
(16)
D + 2C = 0.5
From (16) and (17) we get the following:
(17)
1
1
C = , and D =
10
5
yp =
1
(5 cos 5 x sin 5 x ) + 0.2 x cos x + 0.1x sin x
1248
1
(5 cos 5 x sin 5 x ) + 0.2 x cos x + 0.1x sin x
1248
Differential
(18)
y + f ( x ) y + g ( x ) y = r ( x )
We shall obtain a particular solution of (18) by using the method of
variation parameters as follows:The homogeneous differential equation of (18) is
y + f ( x ) y + g ( x ) y = 0
The general solution of this equation is:-
(19)
y h ( x) = C1 y1 ( x) + C2 y 2 ( x)
The variation parameter method consists in replacing C1 and C2 by
functions u ( x) and v( x) to be determined. So that the resulting
function is given by the following equation:
y p ( x) = u ( x) y1 ( x) + v( x) y2 ( x)
(20)
y p ( x) = u y1 + uy1 + vy 2 + vy 2
(21)
u y1 + vy 2 = 0
(22)
Chapter Five
169
y p ( x) = uy1 + vy 2
(23)
y p ( x) = u y1 + uy1 + vy 2 + vy 2
(24)
By substituting (20), (22) and (24) into (18) and collecting terms
containing u and terms containing v we obtain the following:
u ( y1 + f y1 + g y1 ) + v ( y 2 + f y 2 + g y 2 ) + u y1 + vy 2 = r
(25)
u y1 + vy 2 = r
(26)
u =
y2 r
W
and v =
y1r
W
(27)
Where W = y1 y 2 y1 y 2
y2 r
yr
dx and v = 1 dx
(28)
W
W
Substituting (28) into (20) we get the final form as following:-
u =
y p ( x) = y1
y2 r
yr
dx + y2 1 dx
W
W
e2x
x
Solution:- The auxiliary equation is 2 4 + 4 = 0
y 4 y + 4 y =
1 = 2 = 2,
y h = (c1+ c2 x ) e 2 x
(29)
y p ( x) = y1
y2 r
yr
dx + y 2 1 dx
W
W
e2x
W = 2 x
2e
xe 2 x
4x
e
=
(2 x + 1)e 2 x
y p ( x ) = e
2x
xe 2 x e 2 x / x
e4x
dx + xe
2x
e2xe2x / x
e4x
dx
y p ( x ) = e 2 x x + x e 2 x ln ( x )
= e 2 x (ln x x )
y ( x ) = (c1+ c2 x ) e 2 x + e 2 x (ln x x )
y ( x ) = (c1+ c2 x + ln x x ) e 2 x
Example 17 Solve the following differential equation:-
y + 3 y + 2 y = 2 xe x
Solution:-
1 = 1, 2 = 2
y1 ( x) = e x ,
y 2 ( x) = e 2 x
y h ( x) = C1 e x + C2 e 2 x
The particular solution can be obtained from (29). Where,
e x
e2x
W =
= e 3 x
x
2x
e
2e
y p ( x ) = e
e2x * 2x e x
e 3x
dx + e
2x
e x * 2 xe x
e 3x
dx
Chapter Five
171
2
ex
ex
x
x2
y p ( x) = e +
e +
1 + 2x
1+ x
2
x
y p ( x) = e x
1 + 3x + 2 x 2
2
2
x
y ( x) = y h + y p = C1 e x + C2 e 2 x + e x
1 + 3x + 2 x 2
y + 9 y = x cos x
Solution:- The auxiliary equation is 2 + 9 = 0
1 , 2 = j 3
y h = A cos 3 x + B sin 3 x
k1 + 9k1 = 1 , k1 = 1 / 8
(30)
Coefficient of cos x = 0
k o + 2k 2 + 9k o = 0 ,
2 k 2 + 8k o = 0
(31)
2k1 + 8k3 = 0
(32)
Coefficient of sin x = 0
2k1 k3 + 9k3 = 0 ,
8k 3 = 2 / 8 ,
k3 =
1
32
(33)
Coefficient of x sin x = 0
k 2 + 9k 2 = 0
k2 = 0
(34)
ko = 0
(35)
yp =
x cos x sin x
+
8
32
x sin x sin x
+
(36)
8
32
Another solution for obtaining y p by using Wronskian determinant.
y ( x ) = A cos 3x + B sin 3 x +
x sin 3 x cos x
x cos 3 x cos x
dx + sin 3 x
dx
3
3
Chapter Five
yp =
173
3
8
32
4
8
+
3*8
3 * 32
3* 4
cos 3x sin 2 x sin 3 x cos 4 x x sin 3x sin 4 x
+
+
3*8
3 * 32
3*8
sin 3 x cos 2 x x sin 3x sin 2 x
+
+
3*8
3* 4
x[cos 3x cos 4 x + sin 3x sin 4 x ]
yp =
3*8
sin 4 xcox3x sin 3x cos 4 x
3 * 32
x[cos 3 x cos 2 x + sin 3x sin 2 x ]
+
3* 4
sin 3x cos 2 x cos 3x sin 2 x
+
3*8
x cos x sin x x cos x sin x
yp =
+
+
3*8
3 * 32
3* 4
3*8
x cos x sin x
yp =
+
8
32
x cos x sin x
y ( x ) = A cos 3x + B sin 3x +
+
8
32
It is clear this is the same as we get in (36)
+
1 = 2,
2 = 3
y h = c1e 2 x + c2 e3 x
(37)
y p = k 2 x 2 + k1 x + k o xe 2 x
y p = k 2 x 3 + k1 x 2 + k o x e 2 x
(
) (
)
y p = 4(k 2 x 3 + k1 x 2 + k o x )e 2 x + 2(3k 2 x 2 + k1 x + k o )e 2 x
+2(3k 2 x 2 + k1 x + k o )e 2 x + (6k 2 x + 2k1 )e 2 x
y p = 2 k 2 x 3 + k1 x 2 + k o x e 2 x + 3k 2 x 2 + k1 x + k o e 2 x
+2 3k 2 x 2 + k1 x + k o e 2 x + (6k 2 x + 2k1 )e 2 x
[(
+ 6[(k x
) ]
5 2 k 2 x 3 + k1 x 2 + k o x e 2 x + 3k 2 x 2 + k1 x + k o e 2 x
2
) ]
+ k1 x 2 + k o x e 2 x = x 2 e 2 x
Coefficient of e 2 x = 0
2k o + 2k o + 2k1 5k o = 0
Then, 2k1 k o = 0
(38)
Coefficient of xe 2 x = 0
(39)
(40)
Chapter Five
175
6
,
k1 = 1
(3 * 2)
Substitute from (41) into (38) we get: ko = 2
x2
+ x + 2 x e2x
y p =
k1 =
(41)
x2
y ( x ) = c1e + c2 e
+ x + 2 x e2x
(42)
y1 = e
2x
3x
, and y 2 = e
y p = e
2x
3x
W =
e3 x x 2e 2 x
e
5x
dx + e
e2x
2e
3x
e3x
2x
3e
3x
= e5 x
e 2 x x 2e 2 x
5x
dx
x
e3 x x 2 + 2 x + 2 e x
3
3
2 x x
y p = e
+ x2 + 2x + 2
y p = e 2 x *
x3
y ( x ) = c1e + c2 e + x 2 + 2 x + 2 e 2 x
2x
3 x x
y ( x ) = (c1 2 )e + c2 e
+ x2 + 2x e2x
3
* 2x
3 x x
y ( x ) = c1 e + c2 e
+ x2 + 2x e2x
2x
3x
(43)
Where c1* = c1 2
As we see the general solution (43) is the same as we get before
in (42).
The following equations are so called second order and third order
Cauchy differential equations.
x 2 y + axy + by = 0
(44)
x 3 y + ax 2 y + bxy + cy = 0
(45)
m 2 + (a 1)m + b = 0
We have two roots of (46). So, we have three different cases,
(46)
Case 1 If m1 and m2 are two different roots of (46), then the two
functions y1 ( x) = x m1 and y 2 ( x) = x m2
(47)
(48)
(49)
takes the following form:- y ( x) = (C1 + C 2 Ln x )x
Case 3 If there are two complex conjugate roots m1 , m2 = j
m
m 3 + (a 3)m 2 + (b a + 2)m + c = 0
(51)
Chapter Five
177
Case 1 are three different roots of (51), so the general solution of
(45) is: y ( x) = C1 x m1 + C 2 x m2 + C3 x m3
(52)
+ C3 x m3 (53)
x 2 y + 3 x y + y = 0
Solution:- From (46) the auxiliary equation is
m 2 + 2m + 1 = 0 Then m1 = m2 = 1
y ( x) = (C1 + C 2 Ln x )x 1
Example 21 Solve the following differential equation:-
( x 2 ) 2 y + 5 ( x 2 ) y + 3 y = 0
Solution:-
Put t = x 2,
dt = dx
t 2 y + 5t y + 3 y = 0
From (46) the auxiliary equation is
m 2 + 4m + 3 = 0 m1 = 1,
m2 = 3 ,
(54)
x 2 y + 9 x y + 25 y = 125
Solutions:- From (46) the auxiliary equation is
m 2 + 8m + 25 = 0
m1 , m2 = 4 j 3
in
the
equation,
we
get
m 3 12m 2 + 45m 50 = 0
m1 = 2, m2 = m3 = 5
y h ( x) = C1 x 2 + (C2 + C3 Ln ( x) )x 5
5.6 Applications
5.6.1 Free Oscillation
Fig.1
Chapter Five
179
distance and then release it, it undergoes a motion. We want to
F1 = mg
Where m is the mass of the body and (g=9.81
(55)
m/sec.) is the
acceleration of gravity.
The next force to be considered is the spring force extended by
the spring. From Hook s law
F2 = ky
(56)
Where y is the stretch, the constant of proportionality k is called the
spring modulus.
The last force acting on the weight is the weight upward due to
the weight stretch the spring by an amount y0 .
Then also from Hook s law:-
F3 = ky0
It is clear that from equilibrium
(57)
mg = ky0
(58)
So that the total force acting on the weight at any position y is
FT = mg ky0 ky
(59)
Substitute (58) into (59).
FT = ky
(60)
By Newton s law, Mass*acceleration=net force on the weight
(61)
F4 = cy&
(62)
Where c is the damping constant. So the resulting force acting on
the body when stretched and released is
FT = ky cy&
(63)
So the motion of the system is governed by the following
differential equation
m&y& + cy& + ky = 0
c
k
The auxiliary equation is: 2 + + = 0
m
m
1
c
1, 2 =
c 2 4mk
2m 2m
c
1
=
and =
c 2 4mk
2m
2m
Where,
1,2 =
(64)
(65)
(66)
(67)
(68)
Chapter Five
181
Case 1 c 2 > 4mk , Then the roots of auxiliary equation are distinct
real roots (over damping).
Case 2 c 2 < 4mk , Then the roots of auxiliary equation are complex
L=20H,
for
vR(t)
C=0.002
E(t)
_
I(t)
_
+
di
1
+ RI + idt = 481cos10 t
dt
c
Differentiate both sides of the
L
VL + VR + VC = E (t )
R=160
v L ( 0) = 0
I (0) = 0 and
vL(t)
Fig.2
1
LI&& + RI& + I = 4810 sin 10t
c
20 I&& + 160 I& + 500 I = 4810 sin 10t
I&& + 8 I& + 25 I = 240.5 sin 10 t
The homogeneous solution:- 2 + 8 + 25 = 0 , = 4 j 3
(69)
vC(t)
I h (t ) = e 4 x [ A cos 3t + B sin 3t ]
(70)
and
k 2 = 1.6
(71)
Chapter Five
EIy
(1 + y )
3/ 2
2
183
= M ( x)
(73)
EIy = M (x)
(74)
shown in Fig.3. (a) Find the deflection if the beam has constant
weight W per unit length and (b) determine the maximum deflection.
x
L-x
B
x
Deflection, y(x)
Fig.3
Solution:- The total weight of the beam is WL, so each end supports
weight is
1
WL . Let x be the distance from the left end A of the
2
() Force
1
1
WL at A has moment WLx
2
2
1
and moment Wx( x / 2) = Wx 2
2
Then the total bending moment at x is
1 2 1
Wx WLx .
2
2
1
1
EIy = Wx 2 WLx
2
2
By solving this equation for y (0) = 0 and y (0) = 0 we find,
(75)
W
( x 4 2 Lx 3 + L3 x)
(76)
24 EI
(b) The maximum deflection occurs at x = L / 2 , then substitute
5WL4
in (76) for x = L / 2 we get the maximum deflection as
384 EI
y ( x) =
as shown in Fig.4. (a) Find the deflection if the beam has constant
weight 3000 Newton per meter and 30000 Newton concentrated
load at the middle of the beam (b) determine the maximum
deflection.
L-x
C
5-x
30000 N
Deflection, y(x)
Fig.4
B
x
Chapter Five
185
Solution:-(a) The total weight of the beam is 3000*10=30000
(77)
y h = c1 + c2 x
(78)
y P = x 2 A1 x 2 + A2 x + A3 = A1 x 4 + A2 x 3 + A3 x 2
y P = 12 A1 x 2 + 6 A2 x + 2 A3
Substitute (79) into (77)
(79)
EI 12 A1 x 2 + 6 A2 x + 2 A3 = 1500 x 2 30000 x
A1 =
1500 125
=
,
12 EI EI
A2 =
30000
5000
=
,
6 EI
EI
A3 = 0
y ( x) =
1
125 x 4 5000 x 3 + c2 x + c1
EI
(80)
1
375000
5000 L2 125L3 =
EI
EI
Substitute (81) into (89) we get:
c1 = 0,
c2 =
(81)
1
125 x 4 5000 x 3 + 375000 x
(82)
EI
(b) The maximum deflection occurs at x = L / 2 = 5m , then
y ( x) =
Example
28
1328125
EI
10
L-x
A
horizontally
imbedded in concrete
and a force 12000 N
B
Deflection, y(x) Fig.5
12000 N
acting on the other end as shown in Fig.5. Find (a) the deflection
and (b) the maximum deflection of the beam assuming its weight is
3000 Newton/meter.
Solution:-
a) Let x be the distance from the left end B of the beam. To find the
bending moment M at x, consider forces to the right of x
()
()
Chapter Five
187
(83)
y h = c1 + c2 x
(84)
y P = x 2 A1 x 2 + A2 x + A3 = A1 x 4 + A2 x 3 + A3 x 2
y P = 12 A1 x 2 + 6 A2 x + 2 A3
(85)
EI 12 A1 x 2 + 6 A2 x + 2 A3 = 1500 x 2 + 12000 x
A1 =
1500 125
=
,
12 EI EI
A2 =
12000 2000
=
,
6 EI
EI
A3 = 0
y ( x) =
1
125 x 4 + 2000 x 3 + c2 x + c1
EI
(86)
y (10) = 0 ,
1.1 * 10 6
c2 =
EI
(87)
y ( x) =
1
125 x 4 + 2000 x 3 1.1 * 10 6 x + 7.75 * 10 6
EI
x = 0 , then
7.75 * 10 6
deflection as
EI
(88)
y + y 2 y = 0
y + 6 y + 9 y = 0
y 4 y + 13 y = 0
y + y + 9 y 9 y = 0
y 6 y + 9 y = e 2 x
y y = 4 xe x
y y = sin 2 x
y + y = csc x
y 3 y + 2 y = sin e x
y + 4 y = sec 2 2 x
y 2 y 5 y + 6 y = e 2 x + 3
y 5 y + 8 y 4 y = e 2 x + 2e x + 3e x
y + 4 y = sin 2 x + cos 2 x
y 8 y + 25 y = 5 x 3e x 7e x
y 9 y + 14 y = 3x 2 5 sin 2 x + 7 xe 6 x
y (4 )+ y = 1 e x
y + 2 y + y = e x Ln( x)
( )
(
)2
Chapter Five
189
x 2 y + xy 4 y = 0
x 3 y 3x 2 y + 6 xy 6 y = 0
x 3 y + xy y = 0
(2 x + 1)2 y 2(2 x + 1) y 12 y = 0
v L ( 0) = 1 V
for R=20
E (t ) = 10 cosh 5 t .
) A 20 kg weight suspended from the end of a vertical spring
stretches it 10 cm. assuming no external forces, find the
position of the weight at any time if initially the weight is
pulled down 10 cm and released. (a) Without dashpot (b) If
we connect the mass m to the dashpot with damping constant
c=1, state which type of damping you have and find the
position of the weight at any time.
Chapter 6
Laplace Transforms
6.1 Definition
For any given function f (t ), t 0 we can define another function
L{ f (t )} = F ( s ) = e st f (t )dt
(1)
191
Chapter Six
f (t ) = 1
e st
Solution: F ( s ) = e st f (t )dt = e st dt =
s
0
0
=
0
0 1 1
=
s s
f (t ) = e at
Solution:
e ( s a )t
st
st at
( s a )t
F ( s ) = e f (t )dt = e e dt = e
dt =
( s a)
0
0
0
=
0
1
sa
Example3 If F ( s ) =
1
s2
Solution: Since F ( s ) =
, find f (t )
1 1
,
we
have
L
2 = t f (t ) = t
s2
s
L{c1 f1 (t ) + c2 f 2 (t )} = c1L{ f1 (t )} + c2 L{ f 2 (t )}
and
Suppose that
f (t ) is piecewise
t >T .
L{ f (t )} = sL{ f (t )} f (0)
This can be extended to be as following:
L{ f
( n)
n 1
(0) (2)
Theorem 3
If L1{F ( s )} = f (t ) ,
L1{F ( s a )} = e at f (t )
(3)
Proof:
1
L {F ( s a )} =
f (t ) e
( s a )t
dt = f (t ) e at e st dt =e at f (t )
0
Theorem 4
t
If, g (t ) = f (t ) dt
0
1
L{g (t )} = L{ f (t )}
s
Example 4 Let F ( s ) =
(4)
1
s(s 2 + w2 )
, find f (t )
193
Chapter Six
1
Solution: We know that L1 2
= sin t
( s + 2 )
1 t
L 2
= sin t dt
s ( s + 2 ) 0
1
1
[1 cos t ]
L1 2
=
s ( s + 2 ) 2
Example 5 Let F ( s ) =
1
s 2 (s 2 + 2 )
, find f (t )
1
1
[1 cos t ]
L1 2
=
s ( s + 2 ) 2
1 t
L 2 2
=
[1 cost ]dt
s ( s + 2 ) 2 0
1
1
1
L1 2 2
t
sin
s ( s + 2 ) 2
Example 6
a
2
(s + a 2 )
e jat e jat
Solution: We know that: sin at =
j2
It follows from the linear character of the transform that:
L{sin at} =
1
1
L{e jat }
L{e jat }
j2
j2
1
1
1
1
1
j 2a
a
=
=
j 2 ( s ja ) j 2 ( s + ja ) j 2 ( s 2 + a 2 ) ( s 2 + a 2 )
The same procedure can be used to proof that:
L{sin at} =
L{cos at} =
s
2
(s + a 2 )
Example 7
(a) L{ae
bt
} = ae
bt st
dt = a e ( s + b)t dt =
0
(b) L{at } = at 2 e st dt = a
2
(3)
s
s 2 + 25
s3
a * 2!
s3
a
s+b
2a
s3
4s
s 2 + 25
(1 / 2)
s1 / 2
= 3
s
s
1
1
1
L{sin 2 t} = L (1 cos 2t ) = L(1) L{cos 2t}
2
2
2
2
1
s
=
2
=
2
2 s 2 s + 4 s ( s + 4)
195
Chapter Six
} { }s = s 5 = s34!
Solution: (a) L e 5t t 3 = L t 3
=
s = s 5
(s 5)4
s
s 2 + 16 s = s + 5
s+5
( s + 5) 2 + 16
Theorem 5
For n = 1,2,3,.....
L t f (t ) = (1)
dn
ds n
F (s)
(6)
Where F ( s ) = L{ f (t )}
Example 9
{ }
(a) L te at =
d
d 1
1
L(e at ) =
=
ds
ds s a (s a )2
d
d
w
2 ws
L(sin wt ) =
=
2
2
ds
ds s + w
s 2 + w2
2 ws
d
d
(c) L t sin wt = L(t sin wt ) =
ds
ds s 2 + w 2
2
)2
6 ws 2 2 w3
) (s 2 + w2 )3
2
L te t cos t =
(d)
d
d
L(e t cos t ) = L(cos t )
ds
ds
s s +1
(
d s + 1
s + 1)2 1
=
=
ds (s + 1)2 + 1 (s + 1)2 + 1 2
(e) t 3 cos t
we know that L{cos t} =
s
s2 + 2
d3
s
L t cost = ( 1)
2
3
2
ds s +
3
d 2 s 2 + 2 2 s 2
L t cost = 2
ds s 2 + 2
)
(
2 s ) + (s 2 2 )(2 * (s 2 + 2 )* 2 s )
{
}
(s 2 + 2 )4
3
2
(
s 2 + 2 ) (6 s 2 6 2 ) 3 * 2 s (s 2 + 2 ) * (2 s 3 6 2 s )
=
(s 2 + 2 )6
2
6(s 2 + 2 ) (s 2 2 ) + 12 s 2 (s 2 3 2 )
3
L{ t cos t }=
(s 2 + 2 )5
d s2 + 2
L t cos t =
ds
Solution:
y (0) = 2,
y (0) = 4
197
Chapter Six
2s
s 2 + 2s + 5
=2
s +1
( s + 1) 2 + 2 2
2
( s + 1) 2 + 2 2
y (t ) = 2e t cos 2t e t sin 2t
y (t ) = e t (2 cos 2t sin 2t )
6.3 Partial Fractions
G ( s)
H ( s)
Where G (s ) and H (s ) are polynomials of s.
Y ( s) =
(7)
A
G(s)
A
A2
= 1 +
+ .... n + W ( s)
(8)
H ( s) s a1 s a2
s an
Where W (s ) is denotes the sum of the partial fractions
Y (s) =
(9)
s a1
s a2
An = (s an )
G( s)
H (s) s = a
(10)
n
G ( s)
2s 2 4
Y ( s) =
=
H ( s) s 3 4s 2 + s + 6
199
Chapter Six
Solution:
Y ( s) =
A3
A1
A2
G ( s)
2s 2 4
=
+
+
= 3
H ( s ) s 4 s 2 + s + 6 ( s 2) ( s + 1) ( s 3)
(s 2) * G(s)
(s 2) 2s 2 4
A1 =
=
H ( s)
s = 2 (s 2)(s + 1)(s 3)
A2 =
(s + 1) * G(s)
(s + 1) 2s 4
=
H ( s)
s=1 ( s 2)(s + 1)(s 3)
=
s =2
=
s=1
(s 3) * G(s)
(s 3) 2s 2 4
A3 =
=
H ( s)
s =3 ( s 2)(s + 1)(s 3)
G ( s) 4 / 3 1 / 6
7/2
Y ( s) =
=
+
+
H ( s ) ( s 2) ( s + 1) ( s 3)
4
4
=
3 * 1
3
1
2
=
6
3 * 4
=
s =3
14 7
=
4 2
4
1
7
y (t ) = e 2t e t + e3t
3
6
2
m
Case 2 Repeated factor ( s a ) , in this case;
Y (s) =
Am
Am 1
G(s)
A1
=
+
+
......
+ W ( s)
(s a )
H ( s ) (s a )m (s a )m 1
t m1
t m2
L {Y(s)}= e Am
+ Am1
+ ....+ A2t + A1 + L1W(s)
(m 2)!
(m 1)!
1
at
Where: Am = (s a )m
G (s )
H (s )
d m k (s a )m G ( s)
1
Ak =
H ( s)
(m k ) ! ds m k
Where, k = 1,2,...., m 1
(11)
(12)
(13)
,
s =a
(14)
y ( 0 ) = 1, y ( 0 ) = 1
Solution:
4
s2
1
s 3
G ( s ) s 4 7 s 3 + 13s 2 + 4s 12
=
Y (s) =
H (s)
s 2 ( s 3)( s 2 3s + 2)
A
A
B
C
D
= 22 + 1 +
+
+
s ( s 3) ( s 2) ( s 1)
s
12
G (s )
s 4 7 s 3 + 13s 2 + 4 s 12
=
=2
A2 = s *
=
6
H (s ) s = 0
( s 3)( s 2 3s + 2)
s =0
2
d s 4 7 s 3 + 13s 2 + 4 s 12
1
=3
A1 =
( 2 1)! ds
( s 3)( s 2 3s + 2)
s =0
B = (s 3) *
C=
1
G (s )
s 4 7 s 3 + 13s 2 + 4 s 12
=
=
2
H (s ) s = 3
s 2 ( s 2 3s + 2)
s =3
s 4 7 s 3 + 13s 2 + 4 s 12
s 2 ( s 3)( s 1)
= 2
s=2
1
G (s )
s 4 7 s 3 + 13s 2 + 4 s 12
=
D = (s 1) *
=
2
H (s ) s =1
s 2 ( s 3)( s 2)
s =1
Y (s) =
3
1/ 2
2
1/ 2
+
+
s 2 s ( s 3) ( s 2) ( s 1)
1
1
y (t ) = 2t + 3 + e3t 2e 2t et
2
2
201
Chapter Six
Y ( s) =
G(s)
As + B
=
+ W (s)
H ( s ) (s )2 + 2
L1{Y ( s)} =
(15)
1 t
e [Ta cos t + S a sin t ] + L1{W ( s)}
(16)
Where Ra ( s) = S a + jTa = ( s ) 2 + 2
] HG((ss))
(17)
s =a
y + 2 y + 5 y = 0 ,
2s
2s
G ( s)
= 2
=
H ( s ) s + 2 s + 5 ( s (1 + j 2))( s (1 j 2))
a = 1 + j 2, a = 1 j 2
= 1, = 2
G ( s)
G(s)
Ra ( s ) = S a + jTa = ( s ) 2 + 2
= ( s + 1) 2 + 4
H ( s)
H (s)
G (a)
Ra (a ) = S a + jTa = (1 + j 2 + 1) 2 + 4
= 2 s = 2 + j 4
H (a)
S a = 2, Ta = 4
1
L1{Y ( s )} = et [Ta cos t + S a sin t ] + L1{W ( s)}
Y ( s) =
[
[
1
= e t [4 cos 2 t 2 sin 2 t ]
2
= e t [2 cos 2 t sin 2 t ]
y ( 0 ) = 1, y ( 0 ) = 1
G ( s)
s 2 3s + 3
A2
A1
B
Y (s) =
=
=
+
+
H ( s ) (s 1)2 ( s 2) (s 1)2 (s 1) ( s 2)
s 2 3s + 3
A2 =
( s 2)
A1 =
s =1
d s 2 3s + 3
ds ( s 2)
B=
= 1
s =1
( s 3s + 3) ( s 2)(2 s 3)
( s 2) 2
s 2 3s + 3
Y ( s) =
( s 1)
(s 1)2
=1
s=2
1
( s 2)
y (t ) = tet + e 2t
Example 15 Find f (t ) if F (s ) equals:
F (s) =
Solution:
s 3 7 s 2 + 14s 9
( s 1) 2 ( s 2)3
=0
s =1
1
s 1
203
Chapter Six
F (s) =
A2 =
A2
( s 1) 2
B3
A1
B2
B1
+
+
+
( s 1) ( s 2)3 ( s 2) 2 ( s 2)
s 3 7 s 2 + 14 s 9
( s 2) 3
=1
s =1
d s 3 7 s 2 + 14s 9
A1 =
ds
( s 2) 3
B3 =
=0
s =1
s 3 7 s 2 + 14s 9
( s 1) 2
= 1
s=2
d s 3 7 s 2 + 14s 9
B2 =
ds
( s 1) 2
=0
s =2
1 d 2 s 3 7 s 2 + 14s 9
B1 =
2! ds 2
( s 1) 2
1
F (s) =
=0
s=2
( s 1)
( s 2) 3
1
f (t ) = te t t 2 e 2t
2
Example 16 Find f (t ) if F (s ) equals:
F (s) =
Solution:
F (s ) =
A2
s2
B3
B2
B1
A1
+
+
+
2
3
s
s2 + 2
s2 + 2
s2 + 2
) (
) (
s +1
2
s ( s 2 + 2) 3
s +1
A2 =
A1 =
( s 2 + 2) 3
=
s =0
d
s +1
ds ( s 2 + 2) 3
1
8
=
s =0
)3
Q s2 + 2 = 0
1
8
s = j 2 = + j
= 0, = 2
B3 =
s +1
s2
s= j 2
d s +1
B2 =
ds s 2 s = j
1
1
= j
2
2
=
s 2 2s (s + 1)
s4
1 d s 2 2s
B1 =
2! ds
s4
s= j
s= j 2
1 s 4 ( 2 s 2 ) + 4 s 3 s 2 + 25
=
2
s8
s = j
1
1
= j
2
2 2
= 0.75 j 0.3535
2
t 1 1 1
2
1
1
y(t ) = + +
cos 2t sin 2t
cos 2t sin 2 t
8 8
2
4
2
2 2
0.35 cos 2t 0.75sin 2t
y (t ) =
(t + 1) (cos
8
2t + 1.24 sin 2t
205
Chapter Six
Theorem 6
f (t )
L
= F ( s ) ds
t s
If L{ f (t )} = F ( s )
(18)
Proof:
By definition: L{ f (t )} = F ( s ) = f (t )e st dt
Integrate both sides of the above equation from s to , we obtain
the following equation:
(19)
F ( s ) = f (t )e st dt ds
s 0
F
s
s 0
(s )ds =
f (t )e
st
ds dt =
e st
f (t )
dt
t s
f (t ) st
f (t )
e dt = L
=
0 t
t
We can obtain the useful result from theorem 6
If L{ f (t )} = F ( s )
f (t ) = L1{F (s )} = tL1 F ( s ) ds
sin t
t
Solution: From theorem (6) we can say that:
s
sin t
L
ds = tan 1
= s L{sin t}ds = s 2
2
t
s +
s
sin t
1 s
L
= cot 1
= tan
t 2
function:
(s 2 1)2
1 1
f (t )
2 2 ds = tL 2 s 2 1
s 1
1 sinh t
f (t ) = tL1 2
=t
2
s
2
1
= tL1
s
(
(
)s
function: F (s ) =
s+2
(s 2 + 4s + 5)2
s+2
s
2t 1
Solution: L {F (s )} = L
=e L
2
2
2
2
(s + 2 ) + 1
s + 1
1
2t 1
2t 1 1
ds = t e L 2
L {F (s )} = t e L
2
s 2
2
s
1
+
s + 1
1 t e 2t sin t
L1{F (s )} = t e 2t L1 2
=
2
+
s
2
1
207
Chapter Six
t < c,
tc c0
0,
uc (t ) = 1
(20)
Fig.1
t
t=c
L{uc (t )} = e
st
L{uc (t )} =
uc (t )dt = e
0
st
(0)dt + e
c
st
e cs
(1)dt =0 +
s
e cs
s
This
function
8e 3s
L{8 * u3 (t )} =
s
has
the
following
shape
Fig.2
t=3
Fig.2
Example
22
Find
Laplace transform of the
following
function
2t3
2
f (t ) =
Otherwise
0
Solution:
The function f (t ) is
shown in Fig.3. This
function can expressed in
terms
of
the
f (t )
2
f 1 (t )
f 2 (t )
u 2 (t )
2
3
u 3 (t )
two
f1 ( x ) ,and,
functions
Fig.3
f 2 ( x ) where :
f ( x ) = f1 ( x ) + f 2 ( x ) = 2u 2 (t ) 2u3 (t )
2e 2 s 2e 3s 2 e 2 s e 3s
=
F (s ) = L{ f (t )} = L{2u 2 (t ) 2u3 (t )} =
s
s
s
We can check the above solution by using the elementary Laplace
transform principles as following:
3 st
e dt
2
L{ f (t )} = 2 *
e st
= 2*
s
3
2
e 3s e 2 s 2 e 2 s e 3s
=
= 2
s
s
209
Chapter Six
f (t ) = 2
0
0t 2
2t 6
Otherwise
Fig.4
Solution:
O
-1
E
1
-2
shown in Fig.4 we can see that, this function consists of four unit
step functions as following: 3uo (t ),
5u 2 (t ) , and, 2u6 (t ) ,
Jump
Direction Sign
Amplitude time
Equivalent
OA
UP
+ve
t =0
3uo (t )
BC
DOWN
-ve
t=2
5u 2 (t )
DE
UP
+ve
t =6
2u6 (t )
f (t ) = 3uo (t ) 5u 2 (t ) + 2u6 (t )
3 5e 2 s + 2e 6 s
L{ f (t )} = {3uo (t ) 5u 2 (t ) + 2u6 (t )} =
s
Example 24 Find Laplace transform of the following function
f (t ) = 0
1
Solution:
The function
0t 3
3t 4
Otherwise
3
2
B
E
1
f (t ) is
shown in Fig.5. As
explained in details in
O
-1
2
C
1
4D 5 6
Fig.5
Direction Sign
UP
+ve
Amplitude time
2
t =0
BC
DOWN
-ve
t =3
2u3 (t )
DE
UP
+ve
t=4
u 4 (t )
f (t ) = 2uo (t ) 2u3 (t ) + u 4 (t )
Equivalent
2uo (t )
2 2e 3s + e 4 s
L { f (t )} = L{2uo (t ) 2u3 (t ) + u 4 (t )} =
s
211
Chapter Six
L{uc (t ) f (t c)} = e cs F ( s )
(21)
L1{e cs F ( s )} = uc (t ) f (t c)
(22)
of uc (t ) f (t c) . Clearly
L{uc (t ) f (t c)} = e
st
uc (t ) f (t c)dt = e st f (t c)dt
c
L{uc (t ) f (t c)} = e s ( + c ) f ( )d
0
e cs e s f ( )d = e cs F ( s )
0
t2
0<t <3
Solution: The function f (t ) Is show inFig.6.
d 2 1 e 3s
2 s
s
ds
d 1 s 3e 3s e 3s
L{F (t )} = 2
ds s
s2
d 3se 3s + e 3s 1
F (s ) =
ds
s2
F (s ) =
F (s ) =
F (s ) =
s 2 9se 3s + 3e 3s 3e 3s 2s (3se 3s + e 3s 1)
s4
9s 2 e 3s 6se 3s 2e 3s + 2
e 3s
s3
s3
Fig.6
uo (t ) u3 (t )
t 2 (uo (t ) u3 (t ))
Another solution:
213
Chapter Six
6 9 3s
2
+
+ e
s3 s3 s 2 s
Which is clear, the same result that we got from previous solution.
et
0 < t <1
Solution: As explained in the previous example the above
s 1 (s 1)
Another solution:
This equation, f (t ) = et [uo (t ) u1 (t )] can be modified to be in the
et 1
form of (21). e [uo (t ) u1 (t )] = e uo (t ) 1 u1 (t )
e
e ( s 1)
e s
e t 1
1
1
L e uo (t ) 1 u1 (t ) =
* e =
s
1
s
1
s
1
s
1
Which is clear, the same result that we got from previous solution.
Example 27 Find Laplace transform of the following function:
k sin t
0 < t < /
with
F (s ) =
ke
k
s2 + 2
s2 + 2
s
k
F (s ) = 2
1+ e
2
s +
sin t ,
0 t < 2 ,
f (t ) =
sin t + cos t t 2
Solution: Laplace transform of f (t ) can be easily computed once
we recognize that f (t ) can be written in the form:
f (t ) = sin t + u 2 (t ) cos (t )
To put the above equation in the form of (21), we have to replace
L{ f (t )} =
1
s2 + 1
+e
2s
s
s2 + 1
1 + s e 2s
s2 + 1
f (t ) = t 2 u 2 (t )
215
Chapter Six
obtain L t 2 u 2 (t ) as following:
Q L{u 2 (t )} =
e 2s
s
d 2 e 2 s
4 4
2s 2
e
=
+
+
L t u 2 (t ) = ( 1)
3
ds 2 s
s2 s
s
The second method: We can modify t 2 u2 (t ) to take the form in
2
{ } {(
) }
2e 2 s 4e 2 s 4e 2 s
L{t 2u 2 (t )}=
+ 2 +
3
s
s
s
4 4
2
L{t 2u 2 (t )}= 3 + 2 + e 2 s
s
s
s
L t 2u 2 (t ) = L (t 2 )2 + 4(t 2) + 4 u 2 (t )
1 e s
s2
f (t ) =
1 e s 1 1 1 e s
1
L 2 = L 2 L 2
s
s
s
f (t ) = t (t 1)u1 (t )
Hence f (t ) may also be given in the form:
t,
f (t ) = 1
0 t < 1,
t 1
y + 4 y = r (t )
1,
Where, r (t ) =
0
y (0) = 1, y (0) = 0
t < 2 ,
otherwise
(23)
(24)
r (t ) = u (t ) u2 (t )
Then the Laplace transform of equation (23) is:
(25)
s
s
s
s
e
e 2s
+
(26)
Y ( s) = 2
( s + 4) s ( s 2 + 4) s ( s 2 + 4)
To compute y (t ) we must obtain the inverse transform of each term
2
on the right side of equation (26). The inverse transform of the first
term of (26) is:
s
y1 (t ) = L1
= cos 2t
2
( s + 4)
The inverse transform of the second term of (26) is:
e s
1 s A1 A2 s + A3
=
+
L
L
e
2
s
s ( s 2 + 4)
+
(
s
4
)
A1 =
e s
( s 2 + 4) s = 0
1
4
(27)
Chapter Six
217
u (t ) u (t )
y2 (t ) = + [Ta cos 2 (t ) + S a sin 2 (t )]
4
2
(28)
Where Ra ( s ) = S a + jTa = ( s ) 2 + 2
]HG((ss)) = S1
=
s= j2
1
j2
1
1
S a + jTa = j , then Ta =
2
2
Substitute (29) into (28) we get:
(29)
u (t ) u (t ) 1
y 2 (t ) =
+
cos 2 (t )
4
2 2
u (t )
y2 (t ) = [1 cos 2 (t )]
(30)
4
Similarly, the inverse transform of the third term of (26) is:
u 2 (t )
[1 cos 2 (t 2 )]
4
Combining (27), (30) and (31) we obtain finally:
y3 (t ) =
y (t ) = y1 (t ) + y 2 (t ) + y3 (t )
u (t )
u (t )
= cos 2t + [1 cos 2 (t )] 2 [1 cos 2 (t 2 )]
4
4
(31)
(32)
f (t ) e
L{ f (t )} = 0
1 e
st
ks
dt
s>0
(33)
in Fig.7.
f (t )
1
t
b
2b
Fig.7 Rectangular wave.
The period of the given function is 2b. Hence from (33) we can get
the Laplace transform as following:
L{ f (t )} =
1
1 e
L{ f (t )} =
2b
2bs 0
f (t )e st dt
b1 * e st dt + 2b ( 1)e st dt
1 e 2bs 0
st
e
L{ f (t )} =
1 e 2bs s
b
0
e st
2b
b
)2
1 2e bs + e 2bs
1 e bs
L{ f (t )} =
=
s 1 e bs 1 + e bs
s
1 e 2bs
L{ f (t )} =
)(
(ebs / 2 e bs / 2 ) = 1 tanh bs
2
s (1 + e bs ) s (e bs / 2 + e bs / 2 ) s
1 e bs
219
Chapter Six
Fig.8
f(x)
k
x
k
2k
3k
Fig.8 Saw tooth waveform.
L{ f (t )} =
1
1 e
{ f (t )} =
k st
te dt
ks 0
1 (1 + ks )e ks
s 2 1 e ks
1
1 e ks
e st
st
1
)
2
s
0
(
1 + ks ) (1 + ks )e ks ks
=
s 2 1 e ks
(
1 + ks )(1 e ks ) ks (1 + ks )
=
L{ f (t )} =
2
ks
2
s 1 e
s
s 1 e ks
Example 34 What is the Laplace transform of the staircase function
shown in Fig.9?
f(t)
4
Fig.9
3
2
1
k
2k
3k
4k
f(t)
4
Fig.10
3
2
1
k
2k
3k
4k
t+k
k
2
1
2k
4k
3k
The required transform can easily be found by direct calculation.
However, it is even simpler to obtain it by considering f (t ) to be
the difference between the two functions shown in Fig.10. The
transform of the sawtooth function ( f1 (t )) can be obtained as in the
previous example as following:
L{ f1 (t )} =
1
1 e
k t st
e dt
ks 0 k
1/ k
1 e ks
e st
(
)
st
1
2
s
0
221
Chapter Six
L{ f (t )} =
L{ f (t )} =
1 (1 + ks )e ks
ks 2 1 e ks
(1 + ks ) (1 + ks )e ks ks
ks 2 1 e ks
(1 + ks )(1 e ks ) ks = (1 + ks )
ks 2 1 e ks
ks 2
s 1 e ks
t + k
The transform of the linear function f 2 (t ) =
can be found
k
(t + k ) 1 1 k
as following: L
= +
k k s2 s
Then Laplace transform of the staircase function is:
L{ f (t )} =
1 1 k 1 (1 + ks )
k
1
2 + 2
=
ks
ks
k s
s k s
s 1 e
s 1 e
) (
ay + by + cy = r (t )
(34)
Where r (t ) is very high during the short interval 0 < t < , and
otherwise zero. In particular let us suppose that r (t ) is given by:
1 ,
r (t ) =
0
0 t <,
= (t )
otherwise
(35)
(t )dt = 1
Where
(36)
L{ (t )} = e
st
(t )dt = lim
st
1 e s
=1
dt = lim
0 s
(37)
(t t0 ) = 0
t t0
(38)
And
(t t0 ) dt = 1
t t0
(39)
L{ (t t 0 )} = e st0
(40)
y + 2 y + 2 y = (t )
y(0) = 0
y (0) = 0,
(41)
Solution:
Y (s) =
e s
( s 2 + 2 + 2)
= e s
1
( s + 1) 2 + 1
y (t ) = u (t ) e (t ) sin(t )
223
Chapter Six
6.7 Applications
6.7.1 Electric circuits
Example 36 By using Laplace transform, Find the current I (t ) in
vR(t)
From KVL
E(t)
VL + VR + VC = E (t )
I(t)
Differentiate
both
sides
of
the
above
vL(t)
Fig.11
1
LI&& + RI& + I = 500 sin 5t
c
I&& + 4 I& + 5 I = 100 sin 5t
I ( 0 ) = 1, V L ( 0 ) = L I& ( 0 ) = 1 I& ( 0 ) = 0 .2
s 2 I ( s ) s 0.2 + 4[ sI ( s ) 1] + 5 I ( s ) =
100 * 5
( s 2 + 25)
1 = 0, 1 = 5
di
1
+ RI + idt = 100 cos 5t
dt
c
_
_
Solution:
vC(t)
Ra ( s ) = S a + jTa = ( s 1 ) 2 + 12
=
]HG((ss)) = [s + 5]HG((ss))
2
500
= 12.5 + j12.5
(25 + j 20 + 5)
S a = 12.5, Ta = 12.5
1 t
e [Ta cos 1 t + S a sin 1 t ] + L1{W ( s )}
L1{I1 ( s)} =
=
1
[12.5 cos 5 t + 12.5 sin 5 t ] + L1{W ( s)}
5
a2 = 2 + j1, a2 = 2 j1 , 2 = 2, 2 = 1
Ra ( s ) = S a + jTa = ( s 2 ) 2 + 2 2
=
]HG((ss))
s = 2 + j1
L1{I 2 ( s)} =
1 t
e [Ta cos 2 t + S a sin 2 t ] + L1{W ( s)}
225
Chapter Six
Fig.12
E(t)
Solution:
100
From KVL
0.1
VL + VR + VC = E (t )
L
0.2
0.3
di
1
+ RI + idt = E (t )
dt
c
1
LI&& + RI& + I = E (t )
c
R
1
1 d
(E (t ))
I&& + I& +
I=
L
Lc
L dt
1
I&& + 3I& + 2 I = * 1000
50
1
I&& + 3I& + 2 I = * 1000
50
Q v L = LI&, vL (0 ) = 5
50 I&(0 ) = 5
I&(0 ) = 0.1
s 2 I ( s ) 0.1 + 3sI ( s ) + 2 I (s ) =
I ( s ) s 2 + 3s + 2 =
20
s
20
20 + 0.1s
+ 0.1 =
s
s
t,sec
I (s) =
G ( s)
20 + 0.1s
0.1s + 20
=
=
H ( s ) s ( s 2 + 3s + 2) s ( s + 1)(s + 2 )
Let I ( s ) =
G(s) A
B
C
= +
+
H ( s ) s ( s + 1) (s + 2 )
A=
0.1s + 20
= 10
( s + 1)(s + 2 ) s = 0
B=
0.1s + 20
= 19.9
s (s + 2 ) s = 1
C=
0.1s + 20
= 9.9
s ( s + 1) s = 2
I (s ) =
10 19.9 9.9
+
s s +1 s + 2
I (t ) = 10 19.9e t + 9.9e 2t
Example 38 Find the current in the RLC circuit in Fig.11. Assume
500 sin 5t
E (t ) =
500
0t
t>
2
5
2
5
1
di
+ RI + Idt = E (t )
dt
c
227
Chapter Six
R
1
1
I& + I +
Idt = E (t )
L
LC
L
u
1
u
I&& + 3I& + 2 I = 50 cos 5t 2 (50 cos 5t )
5
50s 1 e 5
2
I (s ) s + 3s + 2 0.1 =
s 2 + 25
2
s
5
I (s ) =
I (s ) =
A
B
C
+
+ 2
(s + 1) (s + 2 ) s + 25
A=
(s + 2)(s 2 + 25)
2
s
5
= 4.934
s = 1
50 s
s 2 + 25
50.s.e
2
s
5
s 2 + 25
B =
0.1s 2 + 50 s + 2.5 50 s e
(s + 1)(s
+ 25
2
s
5
= 39.2217
s = 2
For s + 25 , = 0, = 5
S a + jTa =
2
s
5
= 0 + j0
s = j5
I (s ) =
4.934 39.2217
(s + 1) (s + 2 )
i (t ) = 4.934 e t 39.2217 e 2t
t
-
E (t )
100
t
-
229
Chapter Six
From KVL VL + VR + VC = E (t )
L
di
1
+ RI + idt = E (t )
dt
c
v L (0 ) = 5
50 I&(0 ) = 5
I&(0 ) = 0.1
s 2 I ( s ) 0.1 + 3sI ( s ) + 2 I (s ) =
1
L{E (t )}
50
L{E (t )} =
100 * cos t e
st
dt
1 e s
s
100s / tanh
100 s 1 + e
2
L{E (t )} = 2
=
s
2
s +1 1 e
s +1
(
)(
s
100s / tanh
1
2
s 2 I ( s ) 0.1 + 3sI ( s ) + 2 I (s ) =
2
50
s +1
s
2 s / tanh
2
I ( s ) s 2 + 3s + 2 = 0.1 +
s2 + 1
s
2 s / tanh
0.1
2
I (s) = 2
+ 2
s + 3s + 2
s + 1 s 2 + 3s + 2
) (
)(
s
2 s / tanh + 0.1 s 2 + 1
2
I (s) =
s 2 + 1 s 2 + 3s + 2
I ( s) =
)(
A
B
Cs + D
+
+ 2
(s + 1) (s + 2) s + 1
s
2 s / tanh + 0.1 s 2 + 1
2
A=
2
s + 1 (s + 2 )
= 1.19
s = 1
s
2s / tanh + 0.1 s 2 + 1
2
B =
2
s + 1 (s + 2 )
(
)
= 0.903
s = 2
s
2s / tanh + 0.1 s 2 + 1
2
S a + jTa =
s 2 + 3s + 2
=0
s = j1
I (s ) =
1.19 0.903
s +1 s + 2
I (t ) = 1.19e t 0.903e 2t
231
Chapter Six
An
external
force
instantaneous
Assuming
that
velocity.
is
the
y
m
dy
. The restoring force is
dt
d2y
dy
= B ky + F (t )
dt
dt
d2y
dy
+ B + ky = F (t )
dt
dt
(42)
(43)
Y (s) =
=
G ( s)
F ( s)
=
H ( s ) ms 2 + Bs + k
F ( s)
2
2
s B + B k s B B k
2m
m 2m
m
2m
2m
Y ( s) =
G(s)
=
H (s)
F (s)
(44)
2
B
m s +
+ R
2
m
k
B2
Where R =
m 4m 2
Then we have three cases which can be summarized as following:
Case 1 R > 0
Bt
1
sin wt
1
L
= e 2m
2
w
B
m s + 2m + R
Then using the convolution theorem, we find from (44)
t
1
y (t ) =
F (u )e
wm 0
B (t u )
2m
Case 2 R=0
Bt
1
1
In this case L
= te 2 m
2
B
m
s
+
m
2
233
Chapter Six
1 t
y (t ) =
F
(
u
)(
t
u
)
e
wm 0
B (t u )
2m
Case 3 R<0
Bt
2 m sinh t
1
1
L
=e
2
B
2
m s + 2m
And by convolution form in (44) yields:
t
1
y (t ) =
F
(
u
)
e
m 0
B (t u )
2m
sinh (t u )du
as shown in Fig.4. (a) Find the deflection if the beam has constant
weight 3000 Newton per meter and 30000 Newton concentrated
load at the middle of the beam (b) determine the maximum
deflection.
x
L-x
C
5-x
30000 N
B
x
Deflection, y(x)
Fig.3
60000
= 30000 Newton. Let x be the
2
distance from the left end A of the beam. To find the bending
moment M at x, consider forces to the left of x
() Force 30000 N at A has moment
30000 x
() Force due to weight of the beam to left of
x has magnitude 3000x and moment
3000 x( x / 2) = 1500 x 2
Then the total bending moment at x is 1500 x 2 30000 x . Thus,
EIy = 1500 x 2 30000 x
(45)
EI s 2Y ( s ) sy (0) y (0) =
Y ( s) =
1500 * 2
s3
4
EI s 5
s
s
30000
s2
1
125 x 4 5000 x 3 + y (0) x
EI
But y (L = 10 ) = 0 , then substitute in (46), we get:
y (t ) =
(46)
235
Chapter Six
1
125 x 4 5000 x 3 + 375000 x
EI
Problems
[I] Find the Lapalce transform of the following functions f(t) where
c,k, and w are constants
)
t 2 + 3t + 4
t 2 e 2t
e t cos 2t
sin( wt + k )
cosh 2 (3t )
3t sin wt + wt 2 cos wt
t 3 sin wt
t 2 sinh wt
1 ct
e e kt
t
4 y 8 y + 5 y = 0, y (0) = 0, y (0) = 1
y + y = 3 cos 2t , y (0) = 0,
y(0) = 0
y 4 y = 8t 2 4, y (0) = 5, y (0) = 10
4 y + 2 y + 2 y = 0, y (0) = 1, y (0) = 3
4 y + 2 y + y = e 2t , y (0) = 0, y (0) = 0
y + 4 y + 4 y = f (t ) , y (0 ) = y (0 ) = 0
1
f (t ) =
0
0 < t <1
1< t < 2
f (t )
is
periodical
function.
)
y + y = f (t ) , y (0 ) = y (0 ) = 0
1
f (t ) =
0
0<t <
< t < 2
, f (t ) is periodical function.
y + 2 y + 2 y = (t ), y ( 0) = 1,
y + 4 y = (t ) (t 2 ), y ( 0) = 0,
y + 2 y + y = (t ) + u 2 (t ), y ( 0) = 0,
y ( 0 ) = 0
y ( 0 ) = 0
y ( 0 ) = 1
237
Chapter Six
y y = 2 (t 1), y ( 0) = 1,
y + 2 y = (t / ), y ( 0) = 1,
y + 2 y + 3 y = sin t + (t ), y ( 0) = 0,
y + y = (t ) cos t , y ( 0) = 0,
y ( 0 ) = 0
y ( 0 ) = 0
y ( 0 ) = 1
y ( 0 ) = 1
5s 2 15s + 7
( s + 1)( s 2) 3
s2 + 2
( s 2 + 10)( s 2 + 20)
0<t<2
t2
0<t <3
et
0 < t <1
k sin wt
0 < t < /w
k cos wt
0 < t < /w
k cos wt
0 < t < 2 / w
1 e t
0<t <
)
)
)
)
2e 0.5s
s
s
se
s2 + 4
e s
s 2 + 2s + 2
s (1 + e s )
s2 +1
farads
E (t ) = 10 cosh 5 t
for
(a)
E (t ) = te t
, L=20H,
(b)
Chapter 7
Fourier Series
7.1 Introduction
An important mathematical question raised by Joseph Fourier in
1807, arising from his practical work on heat conduction, is whether
an arbitrary function f (x) with period 2 L can be represented in the
form of a Fourier series:
f ( x ) = a0 +
an
n =1
nx
nx
cos
+ bn sin
L
L
(1)
( L, L) if f ( x) = f ( x) .
This means that this function is symmetric about the y axis.
239
Chapter Seven
( L, L )
if
L
2 f ( x)dx
L
f ( x) dx 0
L
0
if f ( x) is even
, So,
if f ( x) is odd
n x
m x
1- cos
cos
dx =
L 3
4L42
44
4
0
L 14
L
even
for m = n
for m n
2-
m x n x
cos
sin
dx {= 0 for all m and n
L
L
L 144424443
odd
L
n x
mx
3- sin
dx
* sin
L
L
0
L 1444
424444
3
even
for m = n
for m n
240
Fourier Series
L
nx
nx
=
f ( x) sin
dx
a
dx +
0 sin
L
L
L 1424
3
odd
L
nx
nx
a
n sin L cos L dx + bn
n =1
L 144424443
odd
nx nx
sin L sin L dx
L 14442444
3
even
L
nx
f ( x) sin
dx = bn * L
L
1 2L
nx (2)
or bn = f ( x) sin
dx
L 0
L
1 L
nx
bn = f ( x) sin
dx,
L L
L
f ( x) cos
dx = a0 cos
dx +
L
L
L 1424
3
even
L
nx
nx
a
n cos L cos L dx + bn
n=1
L 144424443
even
By applying theorem 4,
n
x
n
x
sin
cos
dx
L L
L 14
4424443
odd
nx
f ( x) cos
dx = a0 * 2 L + a n * L
L
241
Chapter Seven
1 L
1 2L
f ( x) dx, or a0 =
f ( x) dx
a0 =
2L L
2L 0
1 L
1 2L
nx
nx
an = f ( x) cos
dx, or an = f ( x) cos
dx
L L
L0
L
L
(3)
Let
0
f ( x) =
k
f(x)
-L
Fig.1
Solution:-
1 L
k L
k
a0 =
f ( x) dx =
dx =
2L L
2L 0
2
1 L
k L nx
nx
an = f ( x) cos
dx = cos
dx = 0
L0
L L
L
L
242
Fourier Series
1 L
k L nx
nx
bn = f ( x) sin
dx = sin
dx
L L
L0 L
L
0 , n even
kL
(1 cos n )
=
Ln
2 k , n odd
n
k 2k
f ( x) = +
2 L
f ( x) =
1 nx
sin
n
L
n =1, 3, 5,.......
k 2 k x 1 3x 1 5x
+
sin + sin
+ sin
+ ...........
2 L 3 L 5 L
Fig.2 shows that the partial sum of Fourier series do approach f (x)
as n increases.
0.8
0.8
terms=2
0.6
0.4
0.4
0.2
0.2
-0.2
-3
-2
-1
terms=3
0.6
-0.2
-3
-2
-1
243
Chapter Seven
1
1
0.8
terms=4
0.6
0.8
0.4
0.4
0.2
0.2
-0.2
terms=10
0.6
-3
-2
-1
-0.2
-3
-2
-1
0.8
terms=10
0.6
0.4
0.2
-0.2
-10
-8
-6
-4
-2
10
Fig.2 continue
Theorem 5 If f ( x ) is an odd function of x , i.e. f ( x ) = f ( x )
an = 0
, n = 0,1,2,3,4,.......
2L
nx
and bn = f ( x) sin
dx
L0
L
(4)
(5)
bn = 0,
n = 1, 2, 3, 4,.......
2L
nx
and an = f ( x) cos
dx,
L0
L
1L
a0 = f ( x) dx
L0
(6)
(7)
244
Fourier Series
L
x
L
-L
Fig.3
Solution:- Since f (x) is an odd periodic function, its Fourier
coefficients are: an = 0, n = 0,1,2,............................
2L
2L
nx
bn = f ( x) sin
(1) n +1,
dx =
L0
n
L
n = 1,2,3,.............
n x
(1) n +1
f ( x) =
sin
n =1 n
L
2L
Fig.4
245
Chapter Seven
Solution:-
1 L
1 2 2
4 2
a0 =
f ( x) dx =
x dx =
2 0
3
2 L L
1 2L
1 2 2
nx
nx
an = f ( x) cos
dx = x cos
dx
0
L 0
L
2
cos nx
sin nx
1 sin nx
4
an = x 2
2x
+
=
2
n
n2
n3 0
n2
1 L
1 2 2 nx
nx
bn = f ( x) sin
dx = x sin
dx
L L
L
0
2
1 cos nx
sin nx
cos nx
4
bn = x 2
2x
+
2
=
n
n
n2
n3 0
4 2 4
4
+ 2 cos nx
f ( x) = x =
sin nx
3
n
n =1 n
2
the period is 2 .
f(x)
x
-
Fig.5
246
Fourier Series
bn = 0 for n = 1, 2, 3,..............
1L
1
2
a0 = f ( x) dx = sin x dx =
0
L0
2L
2
nx
nx
an = f ( x) cos
dx
dx = sin x cos
L
L0
0
=
1 cos(n + 1) x cos(n 1) x
+
=
n +1
n 1 0
1 cos(n + 1) x cos(n 1) x
+
=
n +1
n 1 0
=
1 1 cos(n + 1) cos(n 1) 1
+
n +1
n 1
1 1 + cos(n ) 1 + cos(n )
+
n +1
n 1
an =
2(1 + cos(n ))
n2 1
, if n 1
a1 = 0
f ( x) =
f ( x) =
n=2
2
(1 + cos(n ))
(n 2 1)
cos nx
+ 2
+ 2
+ ............
2
2 1 4 1 6 1
247
Chapter Seven
Fig.6
x
-2
bn = 0 . Also,
1L
12
a0 = f ( x) dx = x dx = 1
20
L0
2L
22
nx
nx
an = f ( x) cos
dx
dx = x cos
20
L0
2
L
2
2
n x
n x 4
= x
sin
2 2 cos
L 0
2 n
n
4
2 2
(cos n 1)
f ( x) = 1 +
f ( x) = 1
4
n 2
(cos n 1) cos
2
nx
2
8
3x 1
x 1
5x
+
+
+
cos
cos
cos
......
2 32
2
2
52
2
248
Fourier Series
directly after and before the jump at x s . Then f may have jumps at
J s = Jumps for f at xs
an =
n x s
1 m
L
J s sin
n s =1
L
n
J s cos
s =1
n xs
+
L
n x s L
n x s
L
+
+
sin
cos
...
J
J
+
L
L
n s =1
n s =1
m
m
n x s
n x s
1
L
J s cos
bn =
J s sin
n s =1
L
n s =1
L
2 m
3 m
n x s L
n x s
L
cos
sin
.....
J
J
+
+
+
L
L
n s =1
n s =1
2 m
3 m
(10)
(11)
249
Chapter Seven
an =
1
n
m
1 m
J s sin n xs J s cos n xs +
n s =1
s =1
1
n2
1
bn =
n
s =1
n3
J s sin n xs +
s =1
J s cos n xs + +.....
m
1 m
J s cos n xs J s sin n xs
n s =1
s =1
1
1
+
+
+
+
J
cos
n
x
J
sin
n
x
.....
s
s
2 s
3 s
n s =1
n s =1
(12)
(13)
J1
-
J2
Fig.7
250
Fourier Series
Solution:-
a0 =
Jumps at x1 = 0
Jumps at x2 =
J1 =
J 2 =
f ( x) dx = x dx =
2
0
0
1
an =
n
an =
s =1
1
(sin n 0 + sin n ) = 0 for all n.
n
1
bn =
n
bn =
1
m
J s cos n x s =
(J cos n x1 + J 2 cos n x2 )
n 1
s =1
1
(cos n 0 + cos n ) = 2 ,
n
n
n = 2, 4, 6, 8,.....
Otherwise bn = 0 .
1
1
1
f ( x) = 2 sin 2 x + sin 4 x + sin 6 x + ......
4
6
2
251
Chapter Seven
waveform f ( x) = x,
Solution:-
a0 =
Jumps at x1 = 0
Jumps at x2 =
J1 = 0
J2 = 0
J1 = 2
J 2 = 2
f ( x) dx = x dx =
2
0
0
x
-
f(x)
1
-1
Fig.8
252
Fourier Series
m
m
J s sin n x s 1 J s cos n x s
n s =1
s =1
1
1
an =
J1 sin n x1 J 2 sin n x2 ( J1 cos n x1 + J 2 cos n x2 )
n
n
1
an =
n
waveform f ( x) = x,
Solution:-
Jumps at x1 = 0
Jumps at x2 =
J1 = 0
J 2 = 2
J1 = 0
J 2 = 0
f(x)
1
m
n +1 2
J s cos n xs =
(
)
(
)
n
2
cos
1
n
n
s =1
1
1
1
bn =
1
n
Fig.9
253
Chapter Seven
Fig.10
Io
Io
Jumps
7
6
11
6 2
5
6
at Jumps
at Jumps
at Jumps
at
x1 = / 6
x2 = 5 / 6
x3 = 7 / 6
x4 = 11 / 6
J1 = I o
J 2 = Io
J3 = Io
J 4 = Io
and
I
m
n
5n
7 n
11n
J s cos n x s = o cos
cos
cos
+ cos
n
6
6
6
6
s =1
2 3I o
bn =
, n = 5, 7, 17, 19
n
1
n
Otherwise bn = 0
f ( x) =
2 3 Io
1
1
1
1
11
13
5
7
254
Fourier Series
f (x)
cos x
Fig.11
x
f (x )
/ 2
/2
/6
5 / 6
7 / 6
11 / 6
J1 = I o
J 2 = Io
J3 = Io
J 4 = Io
3 / 2
ao = a n = 0
bn =
=
1 m
J s cos nxs
n s =1
Io
5n
7 n
11n
n
....
cos
cos
+ cos
cos
6
6
6
6
n
bn =
2 3
I o , n = 1, 11, 13, 23, 25,
n
bn =
2 3
I o , n = 5, 7, 17, 19,....
n
2 3I o
1
1
1
1
255
Chapter Seven
1 L
a0 =
f ( x) dx
2 L L
1 L
nx
an = f ( x) cos
dx.
L L
L
(14)
1 L
nx
bn = f ( x) sin
dx
L L
L
If we change n to -n in the above definition for an and bn , we will
find: a n = an , and b n = bn
Therefore we can rewrite the following
f ( x) =
an
n=0
0
nx
nx
cos
+ bn sin
L
L
nx
nx
a n cos
bn sin
L
L
n =
1
nx
nx
f ( x) = an cos
+ bn sin
L
L
n =
f ( x) =
(15)
(16)
L
L
n =
f ( x) =
1
nx
nx
an cos
+ bn sin
L
L
2 n =
(17)
256
Fourier Series
f ( x) = cn e
n =
n x
L
, L < x < L
(18)
n x
i
1 L
L dx
Where cn =
f
(
x
)
e
2L L
The form (18) is equivalent to normal Fourier series form but this
cn =
1
(an + jbn )
2
-L
Fig.12
257
Chapter Seven
k L
k
1 L
Solution:- a0 =
=
=
f
x
dx
dx
(
)
2 L L
2 L 0
2
1 L
cn =
f ( x) e
2 L L
k
cn = j
1 e
2n
cn = j
n x
L dx =
jn
kL
e
L 0
n x
L
dx =
n x L
j
L
ke
L j n
L
x =0
k
1 (cos n + j sin
n3
)
=j
1
2
2n
=0, for all n
2k
, Otherwise cn = 0
n
L
f ( x ) = cn e
n =
x
3 x
5 x
2k j L 1 j L 1 j L
= j e
+ e
+ e
+
3
5
n x
j
L = j 2k cos x j sin x
f ( x ) = cn e
L
L
n =
1
3 x
3 x 1
5 x
5 x
+ cos
j sin
j sin
+ cos
+ ...
L
L 5
L
3
L
f ( x) =
k 2 k x 1 3x 1
5x
+
sin + sin
+ sin
+ +.......
2 L 3 L 5
L
258
Fourier Series
Problems
/ 2 < x < 0
1 if
f ( x) = 1
if
0< x < /2
0
if
/2< x <
< x < 0
if
0
f ( x) = 1 if
0< x < /2
1
if
/2< x <
f ( x) = x
< x <
f ( x) = x 2
)
)
f ( x) = x 3
f ( x) = x
)
)
)
)
)
)
)
< x <
< x <
< x <
if
/ 2 < x < 0
+ x
f ( x) =
if
0< x <
x
if
/ 2 < x < / 2
x
f ( x) =
/ 2 < x < 3 / 2
x if
x 2
if
/ 2 < x < / 2
f ( x) = 2
/ 4
if
/ 2 < x < 3 / 2
0 < x <
sin x if
f ( x) =
if
< x < 2
0
f ( x) = sin x
< x <
0< x <
cos x if
f ( x) =
if
< x < 2
0
f ( x) = cos x
< x <
Chapter 8
Least Square Technique
8.1 Introduction
Suppose you are in a science class and you receive these
instructions:
Find the temperature of the water at the times 1, 2, 3, 4, and 5
seconds after you have applied heat to the container. Conduct your
experiment carefully. Graph each data point with time on the x-axis
and temperature on the y-axis. Your data should follow a straight
line. Find the equation of this line. The data from the experiment
looks like this when charted and graphed:
260
Notice that our data points don't fall exactly on a straight line as
they were supposed to, so how are we going to find the slope and
intercept of the line?
This is a common problem with experimental sciences because
the data points that we measure seldom fall on a straight line.
Therefore, scientists try to find an approximation. In this case, they
would try to find the line that best fits the data in some sense. The
first problem is to define "best fit." It is convenient to define an error
as a distance from the actual value of y for x (the value that was
measured in the experiment) to the predicted value of y for x.
Therefore, it seems reasonable that the "best fit" line would
somehow minimize the errors, but how? You could minimize the
sum of the absolute values of the errors; this is called the l1 fit. It
would also be reasonable to find the biggest error for each line and
choose the line that minimizes this quantity; this is called the l fit.
However, the fit that is used most often is the l2 fit which is called
the least squares fit. This method is called the least squares fit
because it finds the line that minimizes the sum of the squares of the
errors. Gauss developed this method to solve a problem when he
was a young man (15 years old!!) to help his friend solve a
chemistry problem. This is the fit that is most often used because it
is the only one that can be found by solving a system of linear
equations.
Chapter Eight
261
Therefore, the sum of the squares of the errors is 27. Do you think
that we can do better than this?
If we choose the line that goes through the points when x = 3 and
4, we get the line y = 4 + x . Will we get a better fit? Let's look at it.
262
The sum of the squares of the error is 18. That is a better fit, but can
we do even better?
Let's try the line that is half way between these two lines. The
equation would be y = 2.5 + x . It looks like this:
263
Chapter Eight
The sum of the squares of the error is 11.25 with this line, so this is
the best line yet. Can we do better? It doesn't seem very scientific or
efficient to keep guessing at which line would give the best fit.
Surely there is a methodical way to determine the best fit line. Let's
think about what we want.
A line in slope-intercept form looks like c0 + c1 x = y where c0 is
the y -intercept and c1 is the slope. We want to find c0 and c1 such
that c0 + c1 xi = yi is true for all our data points:
c0 + 1c1 = 2
c0 + 2c1 = 3
c0 + 3c1 = 7
c0 + 4c1 = 8
c0 + 5c1 = 9
We know that there may not exist c0 and c1 that fit all these
equations, so we try to find the best fit. We can write these
equations in the form X c = y (these are just new letters for our
familiar equation Ax = b ) where
1
1
X = 1
1
1
1
2
3
2
c0
3 , c = , and, y = 7
c1
4
8
9
5
264
then
the
solution
to
the
normal
equations,
265
Chapter Eight
1
1
1 1 1 1 1
1 2 3 4 5 1
1
1
1
2
4
5
2
3
c0 1 1 1 1 1
c = 1 2 3 4 5 7
1
8
9
5 15 c0 29
15 55 c = 106
1
Using Cramer s rule or Gauss elimination can easily solve the above
equation. c0 = 0.1 ,
and, c1 = 1.9
266
X =
1
1
M
1
1
x1
x2
xn 1
xn
c0
c=
c1
y1
y
2
y= M
yn 1
yn
What if we are told that our data is not supposed to fit a straight
line, but instead falls in the shape of a parabola? Consider the
following data from another experiment:
We can find the curve that best fits our data in a similar manner. The
general equation for a parabola is c0 + c1 x + c2 x 2 = y . Therefore,
267
Chapter Eight
c0 + 1c1 + 1c2 = 3
c0 + 0c1 + 0c2 = 1
c0 + 1c1 + 1c2 = 1
c0 + 2c1 + 4c2 = 1
c0 + 3c1 + 6c2 = 3
Let us use the normal equations with
1
1
X =1
1
1
1
0
1
2
3
1
0
1 ,
4
9
c0
c = c1 ,
c2
3
1
y = 1
1
3
X T Xc = X T y
1
1
1
0
0
5 5
5 15
15 35
1
1
1
1 1
1
2
3 1
1
4 9 1
1
15 c0 7
35 c1 = 7
99 c2 33
1
0
1
2
3
1
0 c0
1 c1
4 c2
9
268
19
c0 35
c = 1 5
1 7
c2 6
7
These coefficients indicate that the curve we want is
y=
5 6
19
1 + x2
35 7 7
269
Chapter Eight
Expected y
error
(error) 2
4
35
4
35
16
1225
19
35
16
35
256
1225
-1
11
35
24
35
576
1225
19
35
16
35
256
1225
4
35
4
35
16
1225
-1
32
. Using our
35
definition of least squares "best fit," you will not be able to find a
parabola that fits the data better than this one. In general, to find the
parabola that best fits the data, you use the normal equations
X T X c = X T y with
X =
x1
1
M
x2
M
1
1
xn 1
xn
x12
x22
M
xn21
xn2
c0
c = c1
c2
y1
y
2
y= M
1
n
yn
Notice that the normal equations used to find the best fit line and
the best fit parabola have the same form. Do you think that we could
270
X =
1
1
x1
x2
M
1
1
M
xn 1
xn1
x12
x22
K
K
O
K
K
xn21
xn2
c0
x1m
y1
c
m
y
x2
1
2
, y = M
M , c = M
c
xnm1
1
m
y
1
n
cm
yn
xnm
"best
fit"
curve
for
these
equations
is
271
Chapter Eight
y = a0 + xa1 + e
(1)
e = y a0 xa1
(2)
s=
i =1
i =1
ei = yi a0 a1xi
(3)
272
Sr =
i =1
ei2
i =1
(4)
( yi a0 a1xi )2
i =1
This strategy has many advantages including the fact that it gives a
unique line for any given data.
8.3.1 Lest Square Fit Of Straight Line Methodology
As we explained before we have get the minimum sum of squares of
results between data and points this can be obtained by differentiate
the sum of residuals with straight line coefficient and equate it with
zero.
n
S r
= 2 ( yi a0 a1 xi ) = 0
a0
i =1
(5)
n
S r
= 2 [( yi a0 a1 xi )xi ] = 0
a1
i =1
(6)
273
Chapter Eight
i =1
i =1
i =1
yi a0 a1xi = 0
n
i =1
i =1
i =1
yi xi a0 xi a1xi2 = 0
(7)
(8)
The above two equations (7) and (8) can be further simplified to be
as following:
n
n
na0 + xi a1 = yi
i =1
i =1
(9)
n
n
n
xi a0 + xi2 a1 = xi yi
i =1
i =1
i =1
(10)
i =1
i =1
i =1
n xi yi xi * yi
a1 =
n xi2 xi
i =1 i =1
n
a0 = y a1 x
(11)
(12)
y = a0 + a1x + a2 x 2 + e
For this case the sum of squares of the residuals is:
(13)
274
Sr =
(14)
i =1
[(
)]
(16)
[(
) ]
(17)
n
S r
= 2 yi a0 a1 xi a2 xi 2 = 0
a0
i =1
(15)
n
S r
= 2 yi a0 a0 xi a2 xi 2 xi = 0
a1
i =1
n
S r
= 2 yi a0 a0 xi a2 xi 2 xi2 = 0
a2
i =1
na0
n
(xi ) a0
i =1
n
(xi 2 )a0
i =1
( )
i =1
i =1
i =1
n
n
n
+ (xi 2 )a1 + (xi 3 )a2 = xi yi
i =1
i =1
i =1
n
n
n
3
4
+ (xi )a1 + (xi )a2 = xi 2 yi
n
+ ( xi ) a1
i =1
+ x a2 = yi
i =1
i =1
(18)
275
Chapter Eight
Note that the above three equation are linear and have three
unknowns a0 , a1 , a2 . The coefficients of the unknowns can be
calculated directly from the observed data.
Example 1
For the following data determine a second order equation fits this
data
xi
yi
Solution:-
xi
yi
xi * yi
xi2
xi3
xi4
xi2 yi
16
12
15
27
81
45
24
16
64
256
96
40
25
125
625
200
42
36
216
1296
252
63
49
343
2401
441
192
140
784
4676
1048
Then,
28 40
276
7 a0
28a0
28a1
140a1
140a2 = 40
140a2 = 192
140a0
a0 = 3.6 *10 12
a1 = 1.90476
a2 = 0.095238
Then the required polynomial is:
y = a0 + a1 cos( t ) + b1 sin( t ) + e
(19)
Where we will take only the first three terms for simplicity and
later we can extend this technique for n terms.
From least square technique we can say the square of errors is
n
S r = ( yi a0 a1 cos( t ) b1 sin( t ) )2
(20)
i =1
277
Chapter Eight
n
+ cos( t ) a1
na0
i =1
n
sin( t ) a0
i =1
i =1
i =1
n
+ cos 2 ( t ) a1
+ cos( t )b1
= cos( t ) yi
+ cos( t ) + sin( t ) a1
+ sin 2 ( t )b1
= sin( t ) y i
cos( t ) a0
i =1
n
+ sin( t )b1 = yi
i =1
i =1
i =1
n
i =1
i =1
n
i =1
yi
i =1 n
a0 =
(21)
2 n
a1 = yi * cos( t )
n i =1
(22)
2 n
b1 = yi * sin( t )
n i =1
(23)
(24)
yi
i =1 n
a0 =
(25)
2 n
a j = yi * cos( j t )
n i =1
(26)
2 n
b j = yi * sin( j t )
n i =1
(27)
278
2 n
a1 = yi * cos( t ) = 16.17
n i =1
2 n
yi * sin( t ) = 102.2
n i =1
If we use the exact Fourier transform will get:
0.18
100 0.08
1 2L
a0 =
f ( x ) dx =
dt dt = 0
.02 0.02
2 L 0
0.12
b1 =
2L
200 0.08
t
t
a1 = f (t ) cos dt =
cos
dt = 0
L0
.01 0.02
0.01
L
279
Chapter Eight
2L
200 0.08 t
x
b`1 = f ( x) sin dx =
sin
dt = 127.324
L0
.01 0.02 0.01
L
The following computer program can be used to get m terms of
Fourier series, where we divided the number of points to n=200
points then m = (200 1) / 2 = 99 . Then we can get the following
coefficients.
xi
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
sum
0
0.001
0.002
0.003
0.004
0.005
0.006
0.007
0.008
0.009
0.01
0.011
0.012
0.013
0.014
0.015
0.016
0.017
0.018
0.019
0.19
0
0
100
100
100
100
100
100
0
0
0
0
-100
-100
-100
-100
-100
-100
0
0
0
cos
0
0
80.90161308
58.77834693
30.90141996
-0.000367321
-30.90211865
-58.77894126
0
0
0
0
80.90118126
58.77775259
30.90072128
-0.001101962
-30.90281733
-58.7795356
0
0
161.796153
sin x i
0
0
58.7786441
80.90182898
95.10574244
100
95.10551542
80.90139717
0
0
0
0
58.77923843
80.90226079
95.10596945
99.99999999
95.1052884
80.90096535
0
0
1021.586851
280
281
Chapter Eight
b( 47 )=-2.539027 b( 49 )= .559677
282
A(0)=SUMY/N
SUMY=0, WO=2*.14*f
For J=1 to M
If M>(N-1)/2
M=(N-1)/2
For I=1 to N
SUMY=SUMY+Y(I)
For j=1 to m
Is Abs(B(J)) > 0.1
A(J)=A(J)+2/N*Y(I)*cos(J*Wo*t(I))
B(J)=B(J)+2/N*Y(I)*sin(J*Wo*t(I))
Print B(J)
Next J,I
Next J
End
1v
shown
in
the
1ms
2ms
283
Chapter Eight
t,ms
0.00
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
0.50
0.55
0.60
0.65
0.70
0.75
0.80
0.85
0.90
0.95
1.00
f (t ) sin
f (t )
f (t ) cos o t
0.00
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
0.50
0.55
0.60
0.65
0.70
0.75
0.80
0.85
0.90
0.95
1.00
0.000000
0.047553
0.080903
0.088171
0.061810
0.000012
-0.092689
-0.205706
-0.323589
-0.427964
-0.500000
-0.523098
-0.485449
-0.382124
-0.216398
-0.000104
0.247101
0.499509
0.728027
0.903452
1.000000
0.000000
0.015450
0.058777
0.121350
0.190209
0.250000
0.285322
0.283169
0.235138
0.139093
0.000046
-0.169906
-0.352617
-0.525815
-0.665711
-0.750000
-0.760882
-0.687743
-0.529128
-0.293725
-0.000185
10.50
0.50
-3.16
284
a0 =
yi 10.5
=
= 0.525
20
n
i =1
a1 =
2 n
2
yi * cos( t ) =
* 0.5 = 0.05
n i =1
20
b1 =
2 n
2
yi * sin( t ) =
* (3.16) = 0.316
n i =1
20
If we use the exact Fourier transform will get the following results
1 2L
a0 =
f ( x) dx
2L
0
0.001
1 0.001
1 1000t 2
=
=
1000
t
dt
.001 0
.001 2 0
= 0.5
1 2L
1 0.001
t
t
a1 = f (t ) cos dt =
1000
t
*
cos
dt = 0
L 0
0.05 0
0.0005
L
1 2L
t
b1 = f (t ) sin dt =
L 0
L
1 0.001
t
1000 t * sin
=
dt = 0.16
0.05 0
0.0005
Problems
Solve problems of Chapter 7 numerically and compare the results.
Chapter 9
Power Series Solution Of Differential Equations
9.1 Introduction
In chapter five we consider solving the linear differential equation
with constant coefficients. Caushy equation was the only equation in
that chapter has non-constant coefficients and has been solved by
special manner. In this chapter, we shall consider solving
differential equations by so-called power series method, which
yields solution in the form of power series. This is a very efficient
standard procedure in connection with linear differential equations
whose variable coefficients.
We start by showing some examples of power series of famous
functions:
1
= x m = 1 + x + x 2 + x 3 + x 4 + ......
1 x m=0
xm
x 2 x3 x 4
e =
=1+ x +
+
+
+ ......
m
!
2
!
3
!
4
!
m=0
x
cos x =
(1) m x 2m
x2 x4
=
1
+
+.........
(2m)!
2
!
4
!
m=0
(1) m x 2m +1
x3 x5
sin x =
= x
+
+.........
m
(
2
+
1
)!
3
!
5
!
m=0
following form:
cm ( x a) m = c0 + c1 ( x a) + c2 ( x a) 2 + c3 ( x a)3 + .......
(1)
m=0
cm x m = c0 + c1x + c2 x 2 + c3 x 3 + .......
(2)
m=0
d2y
dx
+ P( x)
dy
+ Q( x) y = 0
dx
(3)
y=
cm x m = c0 + c1x + c2 x 2 + c3 x 3 + .......
(4)
m =0
y =
m=0
(5)
287
Chapter Nine
y =
m=0
Insert (4), (5) and (6) into (3) and collecting like powers of x, we
may write the relating equation in the following form:
k0 + k1 x + k 2 x 2 + k3 x 3 + ....... = 0
(7)
k0 = 0, k1 = 0, k 2 = 0, k3 = 0 .......
(8)
cm x m = c0 + c1x + c2 x 2 + c3 x 3 + .......
(9)
m=0
c
Coefficients of x 0 = 0 , 2c2 + c0 = 0, c2 = 0 ,
2!
c
Coefficients of x1 = 0 , 3 * 2 c3 + c1 = 0 , c3 = 1 ,
3!
c
c
Coefficients of x 2 = 0 , 4 * 3 c4 + c2 = 0 , c4 = 2 = 0 ,
4 * 3 4!
c
c
Coefficients of x 3 = 0 , 5 * 4 c5 + c3 = 0 , c5 = 3 = 1 ,
5 * 4 5!
c
c
Coefficients of x 4 = 0 , 6 * 5 c6 + c4 = 0 , c6 = 4 = 0 ,
6*5
6!
c
c
Coefficients of x 5 = 0 , 7 * 6 c7 + c5 = 0 , c7 = 5 = 1 ,
7*6
7!
Coefficients of x 6 = 0 , 8 * 7 c8 + c6 = 0 , c8 = c0 / 8! ,
Substitute the values of c0 , c1 , c2 ,...... into (9) we get the final form
for the solution of the differential equation as following:
y=
cm x
m=0
x 2 x 4 x 6 x8
= c0 1
+
+
+........
2! 4! 6! 8!
x3 x5 x 7 x9
+ c1 x
+
+
+........
3! 5! 7! 9!
y = c0 cos x + c1 sin x
Example 2 Solve the following differential equation by using power
series method:
y 2 xy = 0
289
Chapter Nine
Solution: Assume, y =
cm x m = c0 + c1x + c2 x 2 + c3 x 3 + ...
m=0
2c
Coefficients of x1 = 0 , 3 * 2 c3 2c0 = 0 , c3 = 0 ,
3* 2
2c
Coefficients of x 2 = 0 , 4 * 3 c4 2c1 = 0 , c4 = 1 ,
4*3
3
Coefficients of x = 0 , 5 * 4 c5 2c2 = 0 , c5 =
2c2
= 0,
5*4
Coefficients of x 4 = 0 , 6 * 5 c6 2c3 = 0 ,
c6 =
2c3
2 * 2c0
=
,
6 *5 6 *5*3* 2
Coefficients of x 5 = 0 , 7 * 6 c7 2c4 = 0 ,
c7 =
2c4
2 * 2c1
=
,
7*6 7*6*4*3
2c
Coefficients of x 6 = 0 , 8 * 7 c8 2c5 = 0 , c8 = 5 = 0 ,
8*7
Coefficients of x 7 = 0 , 9 * 8 c9 2c6 = 0 ,
2*2
23
2
2
c9 =
c6 =
*
c0 =
c0 ,
9*8
9*8 6*5*3* 2
9 *8* 6 *5*3* 2
Coefficients of x 8 = 0 , 10 * 9 c10 2c7 = 0 ,
c10
2
2
2*2
23
=
c7 =
*
c1 =
c1 ,
10 * 9
10 * 9 7 * 6 * 5 * 3
10 * 9 * 7 * 6 * 5 * 3
Coefficients of x 9 = 0 ,
2c8
= 0,
11 * 10
2 3
22
23
6
y = c0 1 +
x +
x +
x 9 + ...
6*5*3* 2
9 *8* 6 *5*3* 2
3 * 2
2 4
22
23
7
+ c1 x +
x +
x +
x10 + ..
4*3
7*6*4*3
10 * 9 * 7 * 6 * 5 * 3
y + (cos( x )) y = 0
Solution:
(1) m x 2m
x 2 x 4 x 6 x8
Q cos x =
=1
+
+
+.........
(
2
)!
2
!
4
!
6
!
8
!
m
m=0
Assume, y =
cm x m = c0 + c1x + c2 x 2 + c3 x 3 + .......
m=0
291
Chapter Nine
x 2 x 4 x 6 x8
m2
m
(
m
1
)
c
x
+
1
+
+.....
m
2! 4! 6! 8!
m=0
cm x m = 0
m=0
c
Coefficients of x 0 = 0 , 2c2 + c0 = 0, c2 = 0 ,
2
c
Coefficients of x1 = 0 , 6 c3 + c1 = 0 , c3 = 1 ,
6
c
c
Coefficients of x 2 = 0 , 12c4 + c2 0 = 0 , c4 = 0 ,
2
4*3
c
2c1
Coefficients of x 3 = 0 , 5 * 4 c 5 + c 3 1 = 0 c5 =
,
2
5*4*3
Substitute the values of c0 , c1 , c2 ,...... into the assumed solution.
y=
cm x
m=0
x2
1 4
1 6
= c0 1
+
x
x + .......
2 4*3
6*5
x3
1
+ c1 x
+
x 5 +.......
3* 2 5*3* 2
y ( x) = c0 y1 ( x) + c1 y 2 ( x)
Example 4 Solve the following differential equation by using power
series method:
Solution:
y xy = 0
cm x m
(4)
m=0
m(m 1)cm x m 2 x
m=0
2c2 + (3 * 2c3 )x +
cm x m 1 = 0
m=0
m(m 1)cm x m 2 co x cm x m +1 = 0
m
1 243
m
4 442444
1=4
3
1=4
assume n = m +1
(n + 1)cn + 2 x n cn 1 x n =
n=2
assume n = m 2
(2c2 ) + (3 * 2c3 c0 )x + (n + 2)
n=2
c2 = 0 , c3 =
co
c
= o
3 * 2 3!
n=2
cn + 2 =
cn 1
(n + 2)(n + 1) n = 2,3,4,....
c
c0
c2
= 0 , c6 = 3 =
,
6 * 5 6 * 5 * 3!
5*4
c4 =
c1
,
4*3
c7 =
c4
c1
c1
=
=
,
7 * 6 7 * 6 * 4 * 3 7 * 3 * 4!
c9 =
c5 =
c8 =
c6
co
co
,
=
=
9 * 8 9 * 8 * 6 * 5 * 3! 9 * 2 * 6!
c10 =
c7
c1
c1
=
=
,
10 * 9 10 * 9 * 7 * 3 * 4! 9 * 7 * 6!
c5
= 0,
8*7
293
Chapter Nine
c11 =
c8
c9
co
= 0 , c12 =
=
11 * 10
12 * 11 12 * 11 * 9 * 2 * 6!
x3 x6
x9
x12
+
+
+
+ ......
y ( x ) = co 1 +
3! 180 12960 12 * 11 * 9 * 2 * 6!
x4
x7
x10
+ c1 x +
+
+
+ ........
12 7 * 3 * 4! 9 * 7 * 6!
Solution: Assume y =
cm x m
(4)
m=0
m(m 1)cm x
m2
m=0
m(m 1)cm x
mcm x
m 1
m=0
m2
m =0
2c2 + (3 * 2c3 )x +
cm x m = 0
m=0
(m + 1)cm x m = 0
m=0
4 442444
m
1=4
3
assume n = m 2
(m + 1)cm x m = 0
1 42443
m
1=4
assume n = m
2c 2 c 0 = 0 , c 2 =
c0
c
, 3 * 2 * c3 2c1 = 0 c3 = 1
2!
3
n=2
cn + 2 =
(n + 1)cn
(n + 2)(n + 1) n = 2,3,4,....
c4 =
c
c2
= o ,
4 4*2
c7 =
c5
c1
c1
,
=
=
7 7 * 5 * 3 7 * 3 * 4!
c9 =
c7
c1
=
,
9 9*7*5*3
c5 =
cn + 2 =
cn
(n + 2) n = 2,3,4,....
c3
c0
c
c
= 1 , c6 = 4 =
5 5*3
6 6*4*2
c8 =
c10 =
c6
co
=
8 8*6*4*2
c8
co
=
10 10 * 8 * 5 * 4 * 2
x2
x4
x6
x8
x10
+ 2
+ 3
+ 4
+ 5
+ ......
y ( x ) = co 1 +
2! 2 * 2! 2 * 3! 2 * 4! 2 * 5!
x3
x5
x7
x9
+ c1 x +
+
+
+
........
3 5*3 7*5*3 9*7*5*3
Solution: Assume y =
cm x m
(4)
m=0
m(m 1)cm x
m=0
m2
m(m 1)cm x
m =0
m2
cm x m = 0
m=0
295
Chapter Nine
m(m 1)cm x
m2
m=0
m(m 1)cm x
m 1
m=0
cm x m = 0
m=0
c
2c2 + c0 = 0 , c2 = 0
2!
c3 =
n=m
3 * 2 * c3 2c2 + c1 = 0 ,
co c1
6 6
n=2
cn + 2 =
cn
(n + 1) c
(n + 2)(n + 1) n +1 (n + 2)(n + 1) n = 2,3,4,....
cn + 2 =
cn
n
cn +1
(n + 2)
(n + 2)(n + 1) n = 2,3,4,....
c4 =
c
c
c
2c3
c
c
c
2 = o 1 + o = o 1,
4
4*3
12 12 24
24 12
c5 =
co
3c0
c1
3c4 3c3
3c1
+
+
,
5
5 * 4 5 * 24 5 * 12 6 * 5 * 4 6 * 5 * 4
c5 =
co
c
1,
5 * 4 * 3 24
co
2c 0
4c5
c
c1
2c1
4 =
+
+
,
6
6 * 5 3 * 5 * 4 * 3 3 * 24 6 * 5 * 24 6 * 5 * 12
7c0 11c1
c6 =
720
420
x 2 x3 x 4 x5 7 x 7
+ ......
y ( x ) = co 1
2
6 24 60 720
c6 =
x 3 x 4 x 5 11x 6
+ c1 x
........
6 12 24 420
Solution: Assume y =
cm x m
m=0
(4)
m(m 1)cm x
m2
m =0
m(m 1)cm x m
m=0
mcm x m 1 + 4 cm x m = 0
m=0
m=0
m=0
m=0
(m 2 2m + 4)c m x m
2 44
m
1=4
424444
3
assume n = m
=0
297
Chapter Nine
c 2 = co
c
Coefficient of x1 = 0 12c3 + 3C1 = 0, c3 = 1
4
[n(n 2 ) + 4]cn
Coefficient of x n = 0 cn + 2 =
2(n + 2 )(n + 1) 2,3,4,....
c4 =
c5 =
4c
c
4c 2
= o = o,
2*4*3
4!
3!
7c3
7c1
=
,
2 * 5 * 4 10 * 16
c7 =
(5 * 3 + 4)c5
2*7*6
c6 =
(4 * 2 + 4)c4
2*6*5
co
,
30
19c1
1920
x4 x6
2
+ ......
y ( x ) = co 1 x +
3! 30
x 3 7 x 5 19 x 7
+ c1 x
+
........
4 160 1920
Example 8
cm x m
(4)
m=0
m(m 1)cm x m 2 2 x
m=0
mcm x m 1 +
m=0
cm x m = 0
m=0
m(m 1)cm x m 2
4 442444
m
1=4
3
assume m = n + 2
m 1
2 x mcm x
+ cm x m = 0
2 44
= 244
m =4
14
4244m4
3
assume m = n
2 ncn x +
n=2
(n + 2)(n + 1)cn + 2 x n
n=2
cn x n = 0
n=2
n=2
c
Coefficients of x 0 = 0 , then, 2c2 + c0 = 0, c2 = 0
2
Coefficients
c3 =
of
x1 = 0 ,
3 * 2 c3 2c1 + c1 = 0 ,
(2 )
c1 ,
3* 2
299
Chapter Nine
cn + 2 =
2n
c
(n + 2)(n + 1) n
cm x m = c0 1 2! x 2 +
(4 )( ) 4 (8 )(4 ) 6
x +
x + .... +
4!
6!
c1 x +
x +
x +
x + ..
3!
5!
7!
m=0
y ( x) = c0 y1 ( x) + c1 y 2 ( x)
Example 9 Solve the following differential equation by using power
series method: x 2 + 9 y ( x + 1) y + x 4 y = 0
Solution: Assume y =
cm x m
(4)
m=0
m(m 1)cm x m + 9
m =0
mcm x
m 1
m=0
c1 x +
m(m 1)cm x m 2
m=0
mcm x m
m=0
cm x m + 4 = 0
m=0
2 4
m
1=4
42444
3
assume n = m
+9
assume n = m 1
assume n = m + 4
n ( n 2) c n x
n=2
+ 9 (n + 2 )(n + 1)cn + 2 x n
n=2
(n + 1)cn +1x n + cn 4 x n = 0
n=2
n=4
Coefficient of x o = 0 c2 = c1 / 9 * 2
Coefficient of x1 = 0 c3 =
c1
2c 2
5c
+
= 51
9 *3* 2 9 *3* 2 3
cn 4 x n = 0
n=4
n=2
n=4
cn 4 x n = 0
n=4
n=4
Coefficient of x 2 = 0 c4 =
3c3
5
= 2 7 c1
(9 * 4 * 3) 2 * 3
4c 3c3
13
Coefficient of x 3 = 0 c5 = 4
=
c
9 1
(9 * 5 * 4)
2*3
Coefficient of x n = 0
cn + 2 =
301
Chapter Nine
5c5 4 * 2c4 co
72
1
= 2 12 c1
c6 =
co
9*6*5
2 *3
2 * 5 * 32
6c 5 * 3c5 c1
181 * 487
1
c7 = 6
c1
co
= 14
9*7*6
3 *7
2 * 5 * 7 * 34
7 c 6 * 4c 6 c 2
23 * 4363
43
c8 = 7
c
= 14 4 c1 + 4
6 o
9 *8* 7
3 *2
2 *7*3
6
7
x
x
x8
y ( x ) = co 1
......
+
+
2
2 * 5 * 7 * 34 2 4 * 7 * 36
2 * 5 * 3
x2
5x3
5x 4
13 x 5
72 x6
+ c1 x +
+ 5 + 2 7
2 12
9
9
*
2
3
2
*
3
2
*
3
2 *3
181 * 487 x 7
314 * 7
23 * 4363 x 8
2 4 * 316
.......
Solution: Assume y =
cm x m
m=0
(4)
m(m 1)cm x
m=0
m(m 1)cm x m
m=0
mcm x m + 6 cm x m = 0
m=0
m2
m=0
m=0
m=0
2c2 + (3 * 2c3 )x +
4 442444
m
1=4
3
assume n = m 2
(m 2 5m + 6) cm x m = 0
2 44
m
1=4
424444
3
assume n = m
c1
3
n=2
(
n 2 5n + 6 )
cn
cn + 2 =
(n + 2)(n + 1)
n = 2,3, 4,....
c4 = 0 , c5 = 0 , and, cn + 2 = 0
x3
2
y ( x ) = co 1 3x + c1 x
3
( x 2 + 1) y + x y y = 0
Solution: Assume, y =
cm x m
(4)
m=0
( x + 1)
m(m 1)cm x
m=0
m2
+x
mcm x
m=0
m 1
cm x m = 0
m=0
303
Chapter Nine
m(m 1)cm x
m=0
mcm x m
m=0
m(m 1)cm x m 2
m=0
cm x m = 0
m=0
(2c2 c0 ) + (3 * 2c3 + c1 c1 )x +
m(m 1)cm x m
m
2 4
1=4
42444
3
assume m = n
(2c2 c0 ) + 6c3 x +
assume m = n
n=2
(2c2 c0 ) + 6c3 x +
n=2
c
Coefficients of x 0 = 0 , 2c2 c0 = 0, c2 = 0 and
2
1
Coefficients of x = 0 , 6 c3 = 0 , c3 = 0 ,
Coefficients of x n = 0 , (n + 1)(n 1)cn + (n + 2)(n + 1)cn + 2 = 0 ,
1 n
cn
2+n
Substitute the values of c0 , c1 , c2 ,...... into (4) we get:
cn + 2 =
y=
cm x m = c1x +
m=0
2
x
1
1 * 3 6 1 * 3 * 5 8 1 * 3 * 5 * 7 10
2
c0 1 +
x4 + 3
x 4
x +
x ....
5
2
!
2
*
2
!
2
*
3
!
2
*
4
!
2
*
5
!
y ( x) = c0 y1 ( x) + c1 y 2 ( x)
(10)
+ v2
dy
4 vy = 0
dx
(11)
Assume, y =
(12)
m=0
m(m 1)cm v m 2 +
m=0
mcm v m +1 4
m=0
m(m 1)cm v m 2 +
m=0
cm v m +1 = 0
m =0
(m 4)cm v m +1 = 0
m=0
m = n 1
n=2
305
Chapter Nine
2c
Coefficients of v1 = 0 , 6 c3 = 4c0 , c3 = 0 ,
3
Coefficients of v n = 0 , (n 5)cn 1 + (n + 2)(n + 1)cn + 2 = 0 ,
cn + 2 =
5n
cn 1
(n + 1)(n + 2)
c4 =
c
c
c0
c1
Also, c6 = 0 , c9 = 0 , c12 =
4
45
324
42768
y=
cm v
m=0
v6
v9
v12
v 4
= c0 1 +
+
+... + c1 v +
45 324 42768
( x 1) 6 ( x 1)9 ( x 1)12
+
+...
y = cm ( x 1) = c0 1 +
45
324
42768
m=0
( x 1) 4
+ c1 ( x 1) +
y ( x) = c0 y1 ( x) + c1 y 2 ( x)
cn ( x a ) n
lim
m n =0
convergence.
A power series represents a continuous function within its
interval of convergence.
A power series can be differentiated (Integrated) term wise
within its interval of convergence.
Two power series with a common interval of convergence
can be added term by term.
The function (solution) is analytic at x = a if it can be
expand in a power series having the form:
y ( x) =
cm ( x a) m = c0 + c1 ( x a) + c2 ( x a) 2 + c3 ( x a)3 + .......
m=0
307
Chapter Nine
cm ( x a ) m .
A series
m=0
d2y
dx 2
+x
dy
+ ( x 2 + 4) y = 0
dx
d2y
dx 2
+ ex
dy
+ sin( x) y = 0
dx
d2y
+ ( Ln( x)) y = 0
dx 2
This differential equation has a singular point at x = 0 . Because
Q ( x) = Ln( x) possesses no power series in x.
Example 16 Consider the following differential equation
( x 2 1)
d2y
d2y
dx 2
+ 2x
dy
+ 6y = 0
dx
dy
6
y=0
+
dx 2 ( x 2 1) dx ( x 2 1)
2x
6
We have P ( x) =
and
Q
(
x
)
=
( x 2 1)
( x 2 1)
2x
which are
For x = 1
2x
= 1 Also,
x 2 1 x 1 x = 1
6
6( x + 1)
=
= 1
Q( x ) = ( x + 1)2 * 2
1
x
x 1
x = 1
(x + 1) P(x ) = (x + 1) *
(x + 1)2
2x
309
Chapter Nine
For x = 1
2x
= 1 Also,
2
+
1
x
x 1
x =1
( x 1)2 Q( x ) = ( x 1)2 * 26 = 6( x 1) = 1
x + 1 x =1
x 1
(x 1) P(x ) = (x 1) *
2x
( x 4)
d2y
d2y
dx 2
+ ( x 2)
dy
+y=0
dx
dy
1
y=0
+
2
2 dx
2
2
dx
( x 2)( x + 2)
( x 2) ( x + 2)
1
1
We have P ( x) =
and
Q
(
x
)
=
( x 2)( x + 2) 2
( x 2) 2 ( x + 2) 2
( x + 2) P ( x ) =
1
1
and ( x + 2) 2 Q ( x) =
( x 2)( x + 2)
( x 2) 2
( x 2) P ( x ) =
1
( x + 2) 2
and ( x 2) 2 Q( x) =
1
( x + 2) 2
are analytic
311
Chapter Nine
y ( x) = ( x a )
cm ( x a )
m=0
cm ( x a ) m + r
(13)
m =0
y +
1
1
y
y=0
3x
3x
(14)
Solution:
From (14) we have P( x ) =
analytical
x 2Q( x ) =
at
point
1
1
and Q( x ) =
which are not
3x
3x
x=0
but
xP( x ) =
1
3
and
x
= 0 at x = 0 . So, It is clear that x = 0 is a regular
3
y=
cm x m + r ,
m =0
(15)
(m + r )cm x m + r 1 ,
y =
(16)
m=0
(m + r )(m + r 1)cm x m + r 2
y =
(17)
m =0
3 (m + r )(m + r 1)cm x m + r 1
m =0
( m + r )cm x
m + r 1
m=0
cm x m + r
m=0
(m + r )(3m + 3r 3 + 1)cm x
m + r 1
m=0
r (3r 2)c0 x r 1 + x r
=0
cm x m + r
=0
m =0
(m + r )(3m + 3r 2)cm x m 1
m
1 44442444443
1=4
n = m 1
xr
cm x m = 0
m
= 024
14
3
n=m
(18)
n = 0, 1, 2, 3,......
r (3r 2) = 0 .
313
Chapter Nine
cn +1 =
cn
(n + r + 1)(3n + 3r + 1)
n = 0, 1, 2, 3,..
(19)
2
and r2 = 0 , when
3
2
, substitute in (19) we get:
3
cn +1 =
cn
n = 0, 1, 2, 3,......
(3n + 5)(n + 1)
c1 =
c0
,
5 *1
c3 =
c0
c2
=
11 * 3 3!*5 * 8 * 11
c4 =
c3
c0
=
14 * 4 4!*5 * 8 * 11 * 14
cn =
c0
n = 1,2,3,......
n!*5 * 8 * 11 * ......(3n + 2)
c2 =
(20)
c0
c1
=
8* 2 2 *5*8
1
y1 ( x) = co x 2 / 3 1 +
xn
n =1n!*5 * 8 * 11 * ......(3n + 2)
(21)
cn +1 =
cn
n = 0, 1, 2, 3,......
(n + 1)(3n + 1)
(22)
c0
c0
c
, c2 = 1 =
1 *1
2 * 4 2!*1 * 4
c
c0
c4 = 3 =
4 * 10 4!*1 * 4 * 7 * 10
c0
cn =
n!*1 * 4 * 7 * ......(3n 2)
c1 =
, c3 =
c0
c2
=
3 * 7 3!*1 * 4 * 7
n = 1, 2, 3,......
1
y 2 ( x) = co x 0 1 +
xn
(23)
!*
1
*
4
*
7
*
......(
3
2
)
n
n
n =1
By the ratio test it can be demonstrated that both (21) and (23)
converges for all finite values of x. Also, it should be clear from the
form (21) and (23) that neither series is a constant multiple of the
other and therefore, y1 ( x) and y 2 ( x ) are linearly independent
solution on the x-axis. Hence, by the superposition principle we get:
y ( x) = C1 y1 ( x) + C2 y2 ( x)
1
y ( x) = C1 x 2 / 3 1 +
xn +
n =1n!*5 * 8 * 11 * ......(3n + 2)
0
1
C2 x 1 +
x n , x <
n =1n!*1 * 4 * 7 * ......(3n 2)
fined two solution so readily, or for that matter, find two solutions
which are infinite series consisting entirely of power of x.
315
Chapter Nine
2
and r2 = 0 are called the indicial roots or
3
xP( x) = p0 + p1 x + p2 x 2 + ..........
x 2Q( x) = q0 + q1x + q2 x 2 + ..........
After substituting y =
cm x m + r
m=0
r (r 1) + p0 r + q0 = 0
(24)
We then solve the latter equation for the two values of the
exponents and substitute these values into a recurrence relation such
as (19).
Example 19 Solve the following differential equation:
x y + 3 y y = 0
x = 0 . Then, assume y =
cm x m + r ,
(15)
m=0
x r (r + 2)c0 x
+x
n=0
r1 = 0, r2 = 2 , respectively.
Since (n + r + 1)(n + r + 3)cn +1 cn = 0 , n = 0, 1, 2, ........
It follows that, when r1 = 0 , cn +1 =
(25)
cn
(n + 1)(n + 3)
c1 =
2c0
2c
c0
c
c
, c2 = 1 =
, c3 = 2 = 0
1* 3
2 * 4 2!*4!
3 * 5 3!*5!
c4 =
2c
c3
= 0
4 * 6 4!*6!
cn =
2c 0
, n = 1, 2, 3,......
n!*(n + 1)!
1
y1 ( x) = c0 x 1 +
xn
n =1n!*(n + 2)!
Or y1 ( x) = c0
n!*(n + 2)! x n
n=0
x <
(26)
317
Chapter Nine
(27)
cn +1 =
cn
n = 2, 3, .....
(n 1)(n + 1)
c3 =
c2
1* 3
cn =
2c 0
, n = 2, 3, 4,......
(n 2)!*n!
, c4 =
c3
c
2c
2c
= 2 , c5 = 4 = 2
2 * 4 2!*4!
3 * 5 3!*5!
(28)
y 2 ( x ) = c2 x
2
xn
n = 2 ( n 2)! * n!
x <
(29)
Let us suppose that r1 and r2 are the real solutions of the indicial
equation and that, when appropriate, r1 denotes the largest root. So,
we have the following three cases:
Case I
Case II
Case III
If r1 = r2
there exist two linearly independent solutions of (3) of the form (30)
and (31) and as explained in Example 18 and the following example.
y1 =
y2 =
cm x m + r1 ,
c0 0,
(30)
bm x m + r2 ,
b0 0,
(31)
m =0
m=0
2 x y + (1 + x ) y + y = 0
Solution: If y =
cm x m + r
(15)
m=0
319
Chapter Nine
m=0
(m + r )(m + r 1)cm x
( m + r ) cm x m + r +
m =0
m=0
m + r 1
(m + r )cm x m + r 1
m =0
cm x m + r = 0
m =0
(m + r )(2m + 2r 1)cm x m + r 1 +
r (2r 1)c 0 x r 1 + x r
(m + r + 1)cm x m + r
=0
m =0
(m + r )(2m + 2r 1)c m x m1
m
1 44442444443
1=4
n = m 1
+ xr
(m + r + 1)c m x m
=0
m
0 442444
1=4
3
n=m
1
, and r2 = 0
2
c1 =
cn
1
: cn +1 =
n = 2, 3, .....
2(n + 1)
2
c0
c
c1
, c2 =
= 20
2 *1
2*2 2 *2
c3 =
c
c2
= 3 0 ,
2 * 3 2 * 3!
cn =
(1) n c0
n = 1,2,3,......
2 n * n!
Thus from (30) and (31) we can write the final solution as:
1/ 2
y1 ( x) = c0 x
(1) n
(1) n
x = c0 n
x n +1 / 2
1 + n
n = 02 * n!
n = 02 * n!
cn +1 =
cn
n = 2, 3, .....
2n + 1
c1 =
c0
1
c3 =
c0
c2
=
5
1* 3 * 5
, c2 =
c
c1
= 0
3
1* 3
, c4 =
(1) n c0
cn =
1 * 3 * 5 * 7.....(2n 1)
c3
c0
=
7
1* 3 * 5 * 7
n = 1, 2, 3,......
(1) n c0
y2 ( x) = c0 1 +
xn
n =11 * 3 * 5 * 7.....(2n 1)
321
Chapter Nine
2 x y + (1 + x ) y 2 y = 0
Solution: It is clear that this equation has singular point at x = 0 .
y=
cm x m + r
(15)
m =0
2
+
m=0
(m + r )(m + r 1)cm x m + r 1 +
( m + r ) cm x
m+r
m=0
m=0
2 cm x m + r = 0
m=0
(m + r )(2m + 2r 1)cm x
m + r 1
m =0
r (2r 1)c0 x
(m + r )cm x m + r 1
r 1
+x
( m + r 2) c m x m + r = 0
m =0
(m + r )(2m + 2r 1)cm x m 1
m
1 44442444443
1=4
n = m 1
+x
( m + r 2) c m x m = 0
m
0 442444
1=4
3
n=m
r1 =
1
, r2 = 0
2
For r1 =
1
:
2
n c n
2
cn +1 =
3
n + ( 2 n + 2)
2
n = 2, 3, .....
c
At n = 0 c1 = 0
2
c
c
, At n = 1 c2 = 1 = 0
20 40
At n = 2 c3 =
c2 c0
=
42 1680
At n = 4 c5 =
co
c4
=
22
887040
, At n = 3 c4 =
c3
co
=
24
40320
x x2
x3
x4
x5
y1 ( x) = c0 x1 / 2 1 + +
+ .......
cn +1 =
(2 n )cn
(n 2 )cn
=
n = 0, 1, 2, 3, .....
(2n + 1)(n + 1) (2n + 1)(n + 1)
At n = 0 c1 = 2co ,
c
c
At n = 1 c2 = 1 = o , At n = 2 c3 = 0
6
3
At n = 2 c4 = 0
323
Chapter Nine
cn = 0, for n = 3,4,5,6,....
x2
y2 ( x) = c0 1 + 2 x +
3
y ( x) = C1 y1 ( x) + C2 y 2 ( x)
Case II If r1 r2 = N , where N is a positive integer number.
equation when the roots of the auxiliary equation are equal. The
solution of this kind of equation is shown in the following examples.
Example 22 Solve the following differential equation:
x y + ( x 6 ) y 3 y = 0
Solution: If y =
cm x m + r
(15)
m =0
(m + r )(m + r 1)cm x
m=0
m + r 1
( m + r ) cm x m + r
m=0
m=0
m=0
(m + r )cm x m + r 1 3 cm x m + r = 0
+ xr
(m + r 3)cm x m = 0
m
0 442444
1=4
3
n=m
r 1
r ( r 7 ) c0 x
r (r 7) = 0,
r1 = 7, r2 = 0, r1 r2 = 7 , and
325
Chapter Nine
c9 =
4
c7
8 *1
5
4*5
c8 =
c7
9*2
2! 8 * 9
c10 =
,
,
6
4*5*6
c9 =
c7
10 * 3
3! 8 * 9 * 10
() n +1 4 * 5 * 6......(n 4)
cn =
c7 n = 8, 9, 10, ..... ,
(n 7)! 8 * 9 * 10...n
If we choose c7 = 0 and c0 0 we obtain the polynomial solution:
1
1 3
1
y1 ( x) = c0 1 x + x 2
x ,
2
10
120
y2 ( x) = c7 x 7 +
xn
n = 8 ( n 7)! 8 * 9 * 10.....n
Finally, for x > 0 the general solution of the differential equation is
y ( x) = C1 y1 ( x) + C2 y 2 ( x)
1
1 3
1
y ( x) = C1 1 x + x 2
x
10
120
2
7 (1) n +1 4 * 5 * 6.....(n 4) n
x
+ C2 x +
n
n
(
7
)!
8
*
9
*
10
.....
n =8
It is interesting to observe that in the proceeding example the
larger root r1 = 7 was not used.
x y ( 4 + x ) y + 2 y = 0
Solution: If y =
cm x m + r
(15)
m =0
(m + r )(m + r 1)cm x m + r 1 4
m=0
( m + r ) cm x
m+r
m =0
(m + r )cm x m + r 1
m =0
+ 2 cm x m + r = 0
m=0
(m + r )(m + r 5)cm x
m=0
m + r 1
+2
(m + r 2)cm x m + r
=0
m=0
( m + r 2) c m x m = 0
m
0 442444
1=4
3
n=m
r (r 7)c0 x 1
xr
n = 0
+ (n + r + 1)(n + r 6)cn +1 + (n + r + 1)cn x
n=0
n =0
So, Coefficient of x 1 r (r 5) = 0, r1 = 5, r2 = 0, r1 r2 = 5 ,
Coefficient of x n = 0
327
Chapter Nine
cn +1 =
(n + r 2)
cn n = 0, 1, 2, 3,......
(n + r + 1)(n + r 4)
At r2 = 0 cn +1 =
( n 2)
cn n = 0, 1, 2, 3,......
(n + 1)(n 4)
At n = 0 , c1 =
2co co
c
c1
= , At n = 1 , c2 =
= o
4
2
2 * 3 4 * 3
At n = 2 , c3 =
(2 2)c2
3 * ( 2)
At n = 4 , c5 =
At n = 3 , c4 =
= 0,
2c4
0
=
5 * (4 4 ) 0
c3
=0
5 *1
Undefined number
Assume c5 = c5*
3c5* c5*
4c6 c5*
At n = 5 , c6 =
=
=
, At n = 6 , c7 =
6 *1 2
7*2 7
At n = 7 ,
5c7
5c5*
=
c8 =
8*3 8*7*3
6c8
5c5*
At n = 8 , c9 =
=
9 * 4 6 * 7 *8*3
At n = 9 , c10
7c8
c5*
=
=
10 * 5 10 * 6 * 8 * 3
x x2
x6 x7
5 x8
5x9
+
+
+
+ ...
y ( x) = co 1 + + + c5* x 5 +
2
7 8 * 21 42 * 24
2 12
different methods. x 2 y + 5 x y + 3 y = 0
Solution: It is clear the above differential equation in the form of
2
m1 = 3,
m2 = 1 ,
y ( x) = C1 x 3 + C2 x 1
m=0
+ 3 cm x m + r = 0
xr
m=0
m =0
329
Chapter Nine
r
m
x r (r + 4 ) + 3 + ((m + r )(m + r + 4) + 3)cm x = 0
m
1 4444
1=4
42444444
3
n=m
x
n =1
r (r + 4 ) + 3 = 0, or , r 2 + 4r + 3 = 0
r1 = 1, and, r2 = 3 , It is clear that r1 r2 = 2
This is the second case of the indicial equation, so,
At r1 = 3 , x
x 3
n =1
m =1
=0
0
0
Then, c2 is undefined number, so we can get the solution in terms
At n = 2, ((2 3)(2 + 1) + 3)c2 = ( 1 * 3 + 3)c2 = 0, or , c2 =
c1 = c3 = c4 = c5 = c6 = c7 = c8 = ............ = 0
Substitute the values of constants in the solution form we get:
y ( x ) = x 3 co + c2 x 2 , or y ( x ) = co x 3 + c2 x 1
It is clear we get the same solution in both methods.
y1 ( x ) =
cm x m + r1 ,
m=0
c0 0, and y2 ( x ) = y1 ( x) Ln x
(32)
x( x 1) y"+(3 x 1) y '+ y = 0
Solution: It is clears the above differential equation has regular
cm x m + r
(15)
m=0
(m + r )(m + r 1)cm x m + r
m=0
+ 3 (m + r )cm x
m=0
m+r
(m + r )(m + r 1)cm x m + r 1
m=0
(m + r )cm x
m + r 1
m=0
cm x m + r
=0
m =0
x r ((m + r )(m + r 1 + 3) + 1)cm x m
m = 0
m =0
(m + r )(m + r 1 + 1)cm x m 1 = 0
331
Chapter Nine
r
x ((m + r )(m + r + 2) + 1)cm x m
m
0 44442444443
1=4
n=m
2
1
m 1
r co x (m + r )(m + r 1 + 1)cm x
=0
=14444
1m4
42444444
3
n = m 1, or , m = n +1
x r ((n + r )(n + r + 2) + 1)cn x n (n + r + 1) 2 cn +1 x n = 0
n =0
n = 0
Substitute in the above equation for r = 0 we get:
[(n(n + 2) + 1)cn (n + 1) 2 cn +1 ]x n = 0
n=0
[(n + 1) 2 cn (n + 1) 2 cn +1 ]x n = 0
n=0
(n + 1) 2 cn (n + 1) 2 cn +1 = 0
cn +1 = cn , or co = c1 = c2 = c3 = c4 = c5 = c6 = c6 = ....cn
y1 ( x ) = co 1 + x + x 2 + x 3 + x 4 + x 5 + ........
1
But,
= 1 + x + x 2 + x 3 + x 4 + x 5 + .......
1 x
c ln ( x )
c
So, y1 ( x ) = o , and y2 ( x ) = y1 ( x ) ln ( x ) = o
1 x
1 x
1
y ( x ) = C1 y1 ( x ) + C2 y 2 ( x ) =
C1* + C2* ln ( x )
1 x
different methods x 2 y + 3 x y + y = 0
Solution: It is clear the above differential equation in the form of
m 2 + 2m + 1 = 0 , m1 = m2 = 1 y ( x) = (C1 + C2 Ln x )x 1
The second solution:
cm x m + r
(15)
m =0
m =0
(m + r )(m + r 1)cm x
cm x m + r
m=0
=0
m+r
+ 3 ( m + r )cm x m + r
m=0
333
Chapter Nine
m=0
r
m
x r (r + 2) + 1 + ((m + r )(m + r + 2) + 1)cm x = 0
m
1 44442444443
1=4
n=m
x
n =1
r (r + 2 ) + 1 = 0, or r 2 + 2r + 1 = 0
r1 = r2 = 1
It is clear that this is the third case of the indicial equation, so,
At r = 1 , x
n =1
y ( x ) = C1 y1 ( x ) + C2 y 2 ( x ) = C1* + C2* ln ( x ) x 1
x 2 y + x y + ( x 2 v 2 ) y = 0
(33)
If we assume y =
cm x m + r
(15)
m =0
m=0
(m + r )(m + r 1)cm x
m+r
( m + r )c m x m + r
m=0
cm x m + r + 2 v 2
m=0
(r 2 r + r v 2 )c0 x r +
x
[(m + r )(m + r 1) + (m + r ) v
m =1
]c
)
mx
cm x m + r
=0
m=0
+x
cm x m + 2 = 0
m=0
(r 2 v 2 )c0 x r + x r cm (m + r ) 2 v 2 x m + cm x m+ 2 = 0
m=0
m=1
Chapter Nine
335
r 2 v2 = 0
(34)
x v c m m ( m + 2v ) x m + c m x m + 2 = 0
m=0
m =1
v +1
v
m
m+2
=0
(1 + 2v)c1 x
+ x c m m ( m + 2v ) x + c m x
m
2 442444
0
1=4
3 m
1=42
43
n=m
n=m+2
v
n
x (1 + 2v)c1 x + x (n + v) 2 v 2 cn + cn 2 = 0
n=2
(n + v) 2 v 2 cn + cn 2 = 0 n = 2, 3,4,5,......
cn =
cn 2
2
(n + v) v
= 0 n = 2, 3,4,5,......
(35)
, k = 1,2,3,4,......
2 2 k (k + v)
co
c0
c2
=
c2 =
, c4 =
,
2
2
4
2 1(1 + v)
2 * 2(2 + v) 2 * 1 * 2(1 + v)(2 + v)
c0
c4
c6 = 2
= 6
,
2 * 3(3 + v)
2 * 1 * 2 * 3(1 + v)(2 + v)(3 + v)
c2 k =
(1) k co
c2 k =
, k = 1,2,3,....
2 2k k! (1 + v)(2 + v)(3 + v)....(k + v)
(36)
(1 + v + 1) = (1 + v)(1 + v)
(1 + v + 2) = (2 + v)(2 + v)
= (2 + v)(1 + v)(1 + v)
(1 + v + k ) = (k + v)(k 1 + v).....(3 + v)(2 + v)(1 + v)(1 + v)
(k + v)(k 1 + v).....(3 + v)(2 + v)(1 + v) =
(1 + v + k )
(1 + v)
c2 k =
(1) k (1 + v)co
2
2k
k! (1 + v + k )
, k = 1,2,3,....
co =
1
2 v (1 + v)
So that finally: c2 k =
(1) k
2 2k + v k! (1 + v + k )
, k = 0,1,2,3,....
(37)
337
Chapter Nine
y ( x) =
c2 k x 2 k + v
k =0
(1) k
x
y ( x) =
!
(
1
)
+
+
k
v
k
2
k =0
2k + v
(38)
(1) k
x
J v ( x) =
!
(
1
)
+
+
k
v
k
2
k =0
2k + v
(39)
(1) k
x
J v ( x) =
k
v
k
!
(
1
)
+
2
k =0
2k v
(40)
y ( x) = C1 J v ( x) + C2 J v ( x)
(41)
Yv ( x) =
cos v J v ( x) J v ( x)
sin v
(42)
y ( x) = C1 J v ( x) + C2Yv ( x)
(43)
1
x 2 y + x y + ( x 2 ) y = 0
4
on 0<x<
v integer, so y ( x) = C1 J v ( x) + C2Yv ( x)
339
Chapter Nine
And, Yv ( x) =
cos v J v ( x) J v ( x)
sin v
(44)
J1 / 2 ( x ) =
2
sin x
x
2
cos x
x
cos v J1 / 2 ( x) J 1 / 2 ( x)
sin v
2
2
cos
sin x
cos x
2
x
x
Y1 / 2 ( x) =
sin
2
2
Y1 / 2 ( x) =
cos x
x
2
2
y ( x) = C1
sin x + C2
cos x
x
x
If v is an integer, say v = m, the situation is somewhat different.
Y1 / 2 ( x) =
(1) k
x
(45)
J m ( x) =
+
!
(
1
)
2
k
m
k
k =m
In this, let the variable of summation be changed from k to j by
the substitution k = j + m .
2 ( j + m ) m
(1) ( j + m )
x
J m ( x) =
j = 0( j + m )! (1 m + ( j + m )) 2
(1) j * (1) m x
J m ( x) =
(
)
!
(
1
)
+
+
j
m
j
2
j =0
2 j+m
(1) j
x
J m ( x) = (1)
(
)
!
(
1
)
2
+
+
j
m
j
j = 0 123
1
424
3
= ( j + m +1)
!j
m
(1) j
j! ( j + m + 1)
(1) k
k! (k + m + 1)
2 j+m
2 j+m
x
J m ( x) = (1)
2
j =0
In the above summation, assume the index j = k .
m
J m ( x) = (1)
k =0
x
2
2k + m
(1) k
x
But we know that, J v ( x) =
!
(
1
)
+
+
k
v
k
2
k =0
2k + v
Chapter Nine
341
So, J m ( x) = (1) m J m ( x )
(46)
cos v J v ( x) J v ( x)
sin v
(47)
(b) Yn ( x ) = lim
{ Yv ( x )
(48)
vn
( 1)m 1 (hm + hm + n ) 2m
x
2m + n
(
)
2
!
!
+
m
m
n
m=0
(49)
n n 1
(n m 1)! x 2m
x
2m n
n
x
x
Yn ( x ) = J n ( x ) ln + +
m=0
m!
1 1
1
+ + .... + , (s = 1,2,....)
s
2 3
(50)
(51)
x 2 y + x y + ( x 2 4 ) y = 0
Solution: It is clear that v 2 = 4,
on 0<x<
and v1 = 2, v2 = 2
J n +1 ( x ) =
J n ( x ) =
2n
J n ( x ) J n 1 ( x )
x
1
[J n 1 (x ) J n +1 (x )]
2
xJ n ( x ) = nJ n ( x ) xJ n +1 ( x )
xJ n ( x ) = xJ n 1 ( x ) nJ n ( x )
343
Chapter Nine
2 sin x x cos x
and
x
x
(b) J 3 / 2 ( x ) =
Solution: (a) Q J n +1 ( x ) =
2 x sin x + cos x
x
x
2n
J n ( x ) J n 1 ( x )
x
1
1
J 3 / 2 ( x ) = J1 / 2 ( x ) J 1 / 2 ( x )
x
2
2
2
Q J1 / 2 ( x ) =
sin x and Q J 1 / 2 ( x ) =
cos x
x
x
1 2
2
J 3 / 2 (x ) =
sin x
cos x
x
x x
Let n =
J 3 / 2 (x ) =
2 sin x
2 sin x x cos x
cos x =
x x
x
x
(b) Q J n +1 ( x ) =
Let n =
2n
J n ( x ) J n 1 ( x )
x
1
1
J1 / 2 ( x ) = J 1 / 2 ( x ) J 3 / 2 ( x )
2
x
J 3 / 2 ( x ) = J1 / 2 ( x )
Q J1 / 2 ( x ) =
1
J 1 / 2 ( x )
x
2
2
sin x and Q J 1 / 2 ( x ) =
cos x
x
x
2
1 2
sin x
cos x
x
x x
2
cos x
2 x sin x + cos x
J 3 / 2 (x ) =
sin x +
=
x
x
x
x
J 3 / 2 (x ) =
y xy y = 0
x 4 y xy + 2 y = 0
(1 + x 2 ) y 2 y = 0
(1 + 2 x 2 ) y + 3 xy 6 y = 0
(1 x 2 ) y 10 xy 18 y = 0
3 x 2 y + xy (1 + x) y = 0
2 xy + (1 + 2 x 2 ) y xy = 0
2 xy + (1 + 2 x) y + 4 y = 0
2 x 2 y + x(4 x 1) y + 2(3 x 1) y = 0
2 x(1 x) y + (1 2 x) y + 8 y = 0
2 x 2 y 3 x(1 x) y + 2 y = 0
x 2 y + 3 xy + (1 2 x) y = 0
xy + (1 x 2 ) y xy = 0
4 x 2 y + (3 x + 1) y = 0
x 2 y + x( x 1) y + (1 x) y = 0
4 x 2 y 2 x(2 + x) y + (3 + x) y = 0
x( x 1) y 3 y + 2 y = 0
345
Chapter Nine
1
x 2 y + xy + ( x 2 ) y = 0
9
x 2 y + xy + (9 x 2 4) y = 0
2 x 2 y + 2 x 2 + x y y = 0
(
)
2 x 2 y + (2 x 2 3 x )y + ( x + 2 ) y = 0
4 x 2 y + (4 x + 1) y = 0
xy + (1 + x ) y + y = 0
x 2 y xy + (1 + x ) y = 0
9 x 2 y + 9 x 2 + x y + (12 x 1) y = 0
3 x 2 y + 3 x 2 + 5 x y + (6 x 1) y = 0
x 2 y + x 2 x y + y = 0
xy + y + xy = 0
x 2 y + 3 xy + (1 + x ) y = 0
x 2 y x(2 x ) y + (2 x ) y = 0
x 2 y + xy 2 x 2 y = 0
x 2 y x(4 x ) y + (6 2 x ) y = 0
x 2 y + xy 6 x 2 y = 0
x 2 y + 3 xy + (1 + x ) y = 0
x 2 y 2 x 2 y + x 4 + x 2 6 y = 0
xy y + 4 x 5 y = 0
( )
x y + xy + (x + 9 )y = 0
x ( x + 1) y (5x + 8x + 3)xy + (9 x
Find J1 / 2 and J 1 / 2
)
)
x 2 y + xy 6 x 2 y = 0
2
+ 11x + 4 y = 0
Chapter 10
Partial Differential Equations
10.1 Definition
A partial differential equation (PDE) is any equation involving a
function of more than one independent variable and at least one
partial derivative of that function. The order of a PDE is the order
of the highest order derivative that appears in the PDE
10.2 Partial Derivatives Of Function Of Two Variables
Let f be a function of two independent variables. Then the first
partial derivatives of f with respect to x and y are the functions f x
and f y defined by the following equations:
f ( x + x, y ) f ( x, y )
f
= lim =
x
x x 0
f
f ( x, y + y ) f ( x, y )
fy =
= lim =
y y 0
y
fx =
(1)
347
Chapter Ten
Solution:
(a) f x =
f
= 4 x 3 y 2 , and
x
(b) f x =
f
= e x sin( 2 x + y ) + 2e x cos(2 x + y )
x
fy =
fy =
f
= 2x4 y
y
f
= e x cos(2 x + y )
y
f ( x, y ) = cosh ( x 6 y ) + e xy
Solution:
(a) f x =
fx =
fy =
f
= sinh ( x 6 y ) ye xy
x
f
= sinh (2 6) e 2 = sinh 4 e 2
x ( 2,1)
f
= 6 sinh ( x 6 y ) xe xy
y
fy =
f
= 6 sinh (4) 2e 2 = 6 sinh 4 2e 2
y ( 2,1)
Example 3 If u = x y
Solution:
Show that
x u
1 u
+
= 2u
y x Ln x y
348
u
x u
= y x y 1 ,
= xy = u
x
y x
(2)
u
1 u
= x y Ln x ,
= xy = u
y
Ln x y
(3)
x u
1 u
+
= 2u
y x Ln x y
f
f ( x + x, y, z ) f ( x, y, z )
= lim =
x
x x 0
f ( x, y + y, z ) f ( x, y, z )
f
= lim =
fy =
y
y y 0
f
f ( x, y, z + z ) f ( x, y, z )
fz =
= lim =
z z 0
z
fx =
(4)
349
Chapter Ten
df =
f
f
f
dx + dy + dz = f x dx + f y dy + f z dz
z
x
y
(5)
f xx
f xy
f 2 f
= = 2
x x x
f 2 f
= =
y x yx
(6)
(7)
f yx
f 2 f
= =
x y xy
(8)
f yy
f 2 f
= = 2
y y y
(9)
2 f
f
or
means that we
yx
y x
350
f ( x, y, z ) = xe y cos z
Solution:
f x = e y cos z ,
f y = xe y cos z and
f z = xe y sin z
f xx = 0 ,
f yy = xe y cos z and
f zz = xe y cos z
f xy = e y cos z
f xz = e y sin z
f yz = xe y sin z
dy dy dx
= *
dt dx dt
For, y = Y ( x ), and , x = X (t )
Example 6 If y = 2 x 2 , and , x = 5t 2 Find
(10)
dy
dt
dy dy dx
=
*
= 4 x * 10t = 40 xt
dt dx dt
dy
= 200t 3
But, x = 5t 2
dx
351
Chapter Ten
dz z d x z d y
*
*
+
=
dt x dt y dt
(11)
x = t3,
and
y = t2
dz z d x z d y
+
*
*
=
dt x dt y dt
= 2 xy * 3t 2 + x 2 * 2t
= 2 t 3 t 2 * 3t 2 + t 6 * 2t = 8 t 7
z z x z y
+
=
s x s y s
(12)
z z x z y
+
=
t x t y t
(13)
352
z
z
and
s
t
z z x z y
+
=
s x s y s
= (e x sin y ) t 2 + (e x cos y ) 2 st
z z x z y
+
=
t x t y t
= (e x sin y ) 2 st + (e x cos y ) s 2
It can be easily to extend case 2 of Chain rules to the function f
which contains three variables f = f ( x, y, z )
Where x = x( s, t ), y = y ( s, t ), z = z ( s, t ) .
Then we have the extension of case 2 of Chain rules
f f x f
=
+
s x s y
f f x f
=
+
t x t y
y f z
+
s z s
y f z
+
t z s
(14)
(15)
f f x f y f z
=
+
+
s x s y s z s
f
where r = 2, s = 1, t = 0
s
353
Chapter Ten
)( ) (
)(
)(
)(
f
= 4 x 3 y ret + x 4 + 2 y z 3 2rse t + 3 y 2 z 2 r 2 sin t
s
When r = 2, s = 1, t = 0 we have x = 2, y = 2, z = 0
f
= 64 * 2 + 16 * 4 + 0 * 0 =192
s
Fy
F
z
z
= x and
=
x
Fz
Fz
y
Example 10 If
x2
a2
y2
b2
z2
c2
(16)
= 1,
Solution:
Let
x2
2
y2
2
z2
2
1 = 0
a
b
c
Fx
z
2x / a2
c2 x
=
=
= 2
x
Fz
2z / c2
a z
Fy
z
2 y / b2
c2 y
=
=
= 2
2
y
Fz
2z / c
b z
Find
z
z
and
x
y
354
10.8 Applications
In this section we will drive the differential equations which governs
the conduction of heat in solids.
In the following sections some
x0
x 0 + x
kA T2 T1
(17)
d
Where the positive proportionality factor k is called the thermal
H=
355
Chapter Ten
lim (T2 T1 ) / d by
d 0
H ( x0 , t ) = kA u x ( xo , t )
(18)
The minus sign appears in this equation since there will be positive
flow of heat from left to right only if the temperature is greater to
the left of x = x0 than to the right; in this case u x ( xo , t ) will be
negative. In a similar manner the rate at which heat passes from left
to right through the cross section x = x0 + x is given by:
H ( x0 + x, t ) = kA u x ( x0 + x, t )
(19)
The net rate of heat at which heat flows into the segment of the bar
between x = x0 and x = x0 + x is thus given by:
Q = H ( x0 , t ) H ( x0 + x, t ) = kA[ u x ( x0 + x, t ) u x ( x0 , t )] (20)
The average change in temperature u is proportional to the
amount of heat Q t introduced, and inversely proportional to the
mass m of the element. Thus;
356
u =
Qt
1 Qt
=
s m s Ax
(21)
u ( x0 + x, t + t ) u ( x0 + x, t ) =
Q t
s A x
(22)
u x ( x0 + x, t ) u x ( x0 , t )
=
x
u ( x0 + x, t + t ) u ( x0 + x, t )
s A
t
Ak
(23)
2u xx = ut
(24)
2 =
(25)
357
Chapter Ten
u (0, t ) = T or
u ( L, t ) = T
(26)
ux = 0
(27A)
(27B)
358
2u
2u
2u
u
u
+C 2 +D
+E
+ Fu = G
A 2 +B
xy
x
y
x
y
(28)
2z
= x 2 y where, z ( x,0) = x 2 , z (1, y ) = cos y
xy
359
Chapter Ten
z
= x 2 y
x y
z 1 3
= x y + F (y)
y 3
where F ( y ) is arbitrary.
1 3 2
x y + F ( y )dy + G ( x )
where G ( x ) is arbitrary.
6
The above results can be written in the following form:
z=
1 3 2
x y + H ( y ) + G(x )
6
The above equation has two arbitrary functions and is therefore a
z=
general solution.
Since z ( x,0 ) = x 2 we have from the general solution
x 2 = 0 + H (0 ) + G ( x ) Or, G ( x ) = x 2 H (0 )
z=
1 3 2
x y + H ( y ) + x 2 H (0)
6
cos y =
1 2
y + H ( y ) + 1 H (0)
6
1 2
y 1 + H (0 )
6
1
1
z = x 3 y 2 + cos y y 2 + x 2 1
6
6
H ( y ) = cos y
360
2u
u
Example 13 Solve t
= x2
+2
x
xt
Solution: Write the equation as
+ 2u = x 2
t
x t
1
u
+ 2u = x 3 + F (t )
t
3
u 2
1 x 3 F (t )
+ u=
+
t t
3 t
t
This is a linear first order ordinary differential equation
u =e
ln t 2
ln t 2 1 x 3 F (t )
dt + H ( x )
* e
+
3 t
2 1 x 3 F (t )
dt + H ( x )
+
t u = t
3 t
1
t 2u = t 2 x 3 + G (t ) + H ( x )
6
10.9.1 Separation of Variables
In this section we will describe a method for solving the problem of
heat conduction in a rod of uniform material with insulated lateral
surface and will use the method of separation of variables to solve
this initial value problem. The idea behind the method of
separation of variables is to convert the given partial differential
equation into several ordinary differential equations.
361
Chapter Ten
2u xx = ut , 0 < x < L,
t>0
(29)
u ( x,0) = f ( x),
0< x<L
(30)
u (0, t ) = 0, t > 0
(31A)
u ( L, t ) = 0, t > 0
(31B)
The choice of the boundary condition (31A) and (31B) may appear
unnecessarily restrictive, however this problem is sufficiently
general to fully illustrate the method of solution.
The mathematical solution of equations (29) to (31) can be
carried out by technique known as the method of separation of
variables. This method is based on the idea of finding certain
solutions of the differential equation (29) which are two functions
one of the in x which is X ( x) and the another one in t which is
u ( x, t ) = X ( x) T (t )
(32)
362
2 X ( x )T (t ) = X ( x )T (t )
(33)
X ( x ) 1 T (t )
=
X ( x ) 2 T (t )
(34)
In which the variables are separated in each side of equal sign, that
is, the left hand side depends only on x and the right hand side only
on t. In order for equation (34) to be valid for 0 < x < L, t > 0 , it is
necessary that both sides of (34) be equal to same constant.
Otherwise by keeping one independent variable (say x) fixed and
varying the other, one side (the left in this case) of (34) would
remain unchanged while the other varied, thus violating the equality.
This constant Called separation constant 2 , then equation (34)
becomes:
X ( x ) 1 T (t )
= 2
= 2
(35)
X ( x ) T (t )
From (35) we then obtain the following two ordinary differential
equations for X ( x) and T (t ) :
X ( x ) + 2 X ( x ) = 0
(36)
T (t ) + 2 2T (t ) = 0
(37)
The partial differential equation (29) has thus been replaced by two
ordinary differential equations (36) and (37). Equations (36) and
(37) are second and first order linear homogeneous ordinary
Chapter Ten
363
2 = 0
Case 1 If 2 > 0
2 2
X ( x) = k1 sin x + k 2 cos x , and T (t ) = e t
2 2
u ( x, t ) = X ( x) T (t ) = e t (k1 sin x + k 2 cos x)
(38)
364
n = 1,2,3,......
(39)
u n ( x,0) = cn sin
4 x
L
n x
= f ( x)
L
n = 1,2,3,......
365
Chapter Ten
u 2u
,
=
t x 2
where u x (0, t ) = 0, u (2, t ) = 0 , and, u ( x,0 ) = 8 cos
3x
9x
6 cos
4
4
Solution:
Assume u ( x, t ) = X ( x) T (t )
u 2u
=
Q
t x 2
X ( x )T (t ) = X ( x )T (t )
X ( x ) T (t )
=
= 2
X ( x ) T (t )
X ( x ) + 2 X ( x ) = 0
(40)
T (t ) + 2T (t ) = 0
(41)
X ( x ) = k1 cos x + k 2 sin x
By solving equation (41) we get the following:
T (t ) = ce
Q u ( x, t ) = X ( x) T (t )
u ( x, t ) = e
u x ( x, t ) = e
( K1 sin x + K 2 cos x )
366
u x ( x, t ) = e
(K 2 cos x K1 sin x )
(K 2 ) = 0
Q u x (0, t ) = 0
u x (0, t ) = e
K2 = 0
Q u (2, t ) = 0
u (2, t ) = e
2 =
( K1 cos 2 ) = 0
n
for n=1, 3, 5,.
2
n
for n=1, 3, 5,.
4
2
n
u ( x, t ) = e t K1 cos
x
4
n
u ( x,0) = K1 cos
x
4
3x
9x
Q u ( x,0 ) = 8 cos
6 cos
4
4
n
9x
3x
6 cos
x = 8 cos
4
4
4
From the first term we get the following: K1 = 8 and n = 3
K1 cos
u ( x, t ) = 8e
9 2
t
3
16
cos
81
t
9
x 6e 16 cos
x
4
4
367
Chapter Ten
2 y
t 2
=4
2 y
x 2
Solution: Assume u ( x, t ) = X ( x) T (t )
2 y
t
=4
2u
x
X ( x )T (t ) = 4 X ( x )T (t )
X ( x ) T (t )
=
= 2
X ( x ) 4T (t )
X ( x ) + 2 X ( x ) = 0
(42)
T (t ) + 42T (t ) = 0
(43)
X ( x ) = k1 cos x + k 2 sin x
By solving the equation (43) we get the following:
T (t ) = k3 cos 2t + k 4 sin 2t
Q u ( x, t ) = X ( x) T (t )
y ( x, t ) = (k1 cos x + k 2 sin x ) * (k3 cos 2t + k 4 sin 2t )
368
k3 = 0
y ( x, t ) = (k 2 sin x ) * (k 4 sin 2t )
yt ( x, t ) = (k 2 sin x ) * (k 4 * 2 * cos 2t )
Q yt ( x,0 ) = 5 sin x
k2 k4 =
5
2
y ( x, t ) =
5
(sin x * sin 2 t )
2
2 y
(c)
=4
2 y
x
where
2 y
t 2
=4
2u
x 2
X ( x )T (t ) = 4 X ( x )T (t )
X ( x ) T (t )
=
= 2
X ( x ) 4T (t )
y (0, t ) = 0, y ( x,0 ) = 0,
and
Chapter Ten
369
X ( x ) + 2 X ( x ) = 0
(44)
T (t ) + 42T (t ) = 0
(45)
X ( x ) = k1 cos x + k 2 sin x
By solving equation (45) we get the following:
T (t ) = k3 cos 2t + k 4 sin 2t
Q u ( x, t ) = X ( x) T (t )
y ( x, t ) = (k1 cos x + k 2 sin x ) * (k3 cos 2t + k 4 sin 2t )
Q y ( x ,0 ) = 0
y ( x,0 ) = (k 2 sin x ) * (k3 ) = 0
k3 = 0
y ( x, t ) = (k 2 sin x ) * (k 4 sin 2t )
yt ( x, t ) = (k 2 sin x ) * (k 4 * 2 * cos 2t )
(k 2 ) * (k 4 * 4 ) = 3 k 2 k 4 =
3
4
= 5
370
2
10
3
(sin 2x * sin 4 t ) 1 (sin 5x * sin 10 t )
y ( x, t ) =
4
5
(k 2 ) * (k 4 * 10 ) = 2 k 2 k 4 =
x
L
+ ........ + bm sin
m x
L
n x
and also
L
nx
n 2 2 2 t / L2
sin
....
b
e
n
L
n =1
Which satisfies the desired initial condition.
u ( x, t ) =
(46)
u ( x , 0) =
bn sin
n =1
nx
= f ( x)....
L
(47)
371
Chapter Ten
2L
nx
bn = f ( x) sin
dx
L0
L
(48)
u (0, t ) = u ( L, t ) = 0,
t>0
u ( x, t ) =
bn e n
2 t / L2
n =1
sin
nx
....
L
(49)
x
(b) u ( x,0) =
100 x
Where ( 2 = 1.14 cm 2 / sec )
372
u ( x, t ) =
bn e n
2 t / L2
sin
n =1
nx
.... ,
L
50
L=100 cm
-L=-100 cm
2L
2 100
nx
nx
50 sin
bn = f ( x) sin
dx =
dx
100 0
L0
L
100
100
100
nx
=
cos
n
100 0
=
100(1 cos n )
n
200
n n =1,3,5,7,..........
u( x, t ) =
373
Chapter Ten
L=100 cm
2L
nx
bn = f ( x) sin
dx
L0
L
100
2 50
nx
nx
=
dx + (100 x) sin
dx
x sin
100 0
100
100
50
400 sin( n / 2)
n 2 2
2
2
2
2
400
3x
x 1
u ( x, t ) = 2 e 1.14 t / 10000 sin e 9 1.14 t / 10000 sin
L 9
L
2
2
1
5x
u 2u
u x (0, t ) = u x ( , t ) = 0, u ( x,0 ) = (1 x ) ,
=
t x 2
where 0 < x < , t > 0
Solution: Assume u ( x, t ) = X ( x ) * T (t )
374
u 2u
Q
= 2 X ( x ) * T (t ) = X ( x ) * T (t )
t x
X ( x ) T (t )
=
= 2
X ( x ) T (t )
X ( x ) + 2 X ( x ) = 0
(50)
T (t ) + 2T (t ) = 0
(51)
X ( x ) = k1 sin x + k 2 cos x
By solving equation T (t ) + 2T (t ) = 0 we get the following:
T (t ) = ce
Q u ( x, t ) = X ( x) T (t )
u ( x, t ) = e
(52)
It is clear from (52) that we need to compare with cosine terms, so,
assume u ( x,0 ) is even function. So, bn = 0 .
u ( x ,0 )
375
Chapter Ten
ao =
an =
an =
(1 x )dx =
(1 x ) cos
nx
dx
(1 x ) cos nxdx
u = (1 x )
dv = cos nx
du = dx
v=
sin nx
n
(1 x ) sin nx 1
+ sin nxdx
an = 2
n
n0
1
2
4
an = 2 2 ( cos nx ) = 2 (1 cos nx ) = 2
n
n
0 n
1
2
+ 4cos x + cos 3x +
u ( x,0 ) =
2
9
+
u ( x ,0 ) =
n = 1, 3, 5,....
1
1
k 2 cos x
=0
u ( x, t ) =
+ 4e t cos x + e 9t cos 3x +
2
9
1
1
376
u
2u
(a)
= 2 2 , u (0, t ) = u (4, t ) = 0, u ( x,0 ) = 25 x
t
x
where 0 < x < 4, t > 0
Solution: Assume u ( x, t ) = X ( x ) * T (t )
u
2u
Q
= 2 2 X ( x ) * T (t ) = 2 X ( x ) * T (t )
t
x
X ( x ) T (t )
=
= 2
X ( x ) 2T (t )
X ( x ) + 2 X ( x ) = 0
(53)
T (t ) + 22T (t ) = 0
(54)
X ( x ) = k1 sin x + k 2 cos x .
By solving equation (54) we get the following:
T (t ) = ce 2
Q u ( x, t ) = X ( x) T (t )
u ( x, t ) = e 2
Q u (0, t ) = 0
u (0, t ) = e 2
Q u (4, t ) = 0 u (4, t ) = e 2
(K 2 ) = 0
(K1 sin 4 ) = 0
K2 = 0
n
4
377
Chapter Ten
u ( x, t ) = e
n 2 2
t
8 K sin
1
Qu ( x,0) = 25 x = K1 sin
n
4
n x
4
(55)
4
4
2L
nx
bn = 25 x sin
dx
L0
L
50 4
nx
x
sin
dx
bn =
4 0
4
4
25 4 2
nx
nx 4
sin
x cos
bn =
2 n 2 2
4
n
4 0
bn =
200
cos n
n
bn =
200
, n = 2, 4, 6, ......
n
bn =
200
, n = 1, 3, 5, ......
n
378
u ( x ,0 ) =
200 x 1
2x 1
3x 1
4x
+ sin
sin
+ ......
sin sin
4 2
4
3
4
4
4
9 2
2
2 t
t
x 1 2
200 8
2x 1
3x
8
e
u ( x, t ) =
+ e
sin e
sin
sin
4 2
4
3
4
2
1
4x
e 2 t sin
+ ......
4
4
u 2u
= 2 u x (0, t ) = u x ( , t ) = 0, u ( x,0) = x 2
t x
where 0 < x < , t > 0
Solution: Assume u ( x, t ) = X ( x ) * T (t )
u 2u
Q
=
t x 2
X ( x ) * T (t ) = X ( x ) * T (t )
X ( x ) T (t )
=
= 2
X ( x ) T (t )
X ( x ) + 2 X ( x ) = 0
(56)
T (t ) + 2T (t ) = 0
(57)
X ( x ) = k1 sin x + k 2 cos x .
379
Chapter Ten
T (t ) = ce
Q u ( x, t ) = X ( x) T (t )
u ( x, t ) = e 2
u x ( x, t ) = e 2
Q u x (0, t ) = e 2
(K1 ) = 0 K1 = 0
u x ( , t ) = e 2
( K 2 sin ) = 0
= n
u ( x, t ) = e 2
(K 2 cos nx )
(58)
u ( x ,0 ) = x 2
380
1 L
ao =
f ( x )dx
2 L L
1 L
an = f ( x ) cos nx dx
L L
3 2
ao = x dx =
=
3
3
0
2
an =
x
0
cos nx dx
2 2x
2
x2
an = 2 cos nx 3 sin nx +
sin nx
n
n
n
0
an =
an =
an =
2 2
cos
nx
n 2
4
cos n
n2
4
for n = 2, 4,6,....
n2
an =
for n = 1,3,5,....
n2
u ( x, o ) =
1
1
u ( x, t ) =
1
1
381
Chapter Ten
u
2u
following boundary value problem:
=4 2
t
x
Where u (0, t ) = 0, u (3, t ) = 0, u ( x,0 ) = 10 sin 2x 6 sin 4x
Solution: Taking the Laplace transform of the given differential
equation with respect to t, we have:
st u
e dt
0
t
2
st u
e
4 2 dt
0
x
Which can be written as:
st
e udt
0
u ( x,0 ) = 4
Or sU u ( x,0 ) = 4
st
x 2 0
u dt
2U
(59)
x2
2U
x 2
sU = 6 sin 4x 10 sin 2x
(60)
(61)
U (3, s ) = 0
L{u (3, t )} = 0
(62)
382
42 s = 0
1 =
s / 2 and 2 = s / 2
U h ( x, s ) = C1e
s /2 x
+ C2e
s /2 x
U p ( x, s ) = 4 A sin 4x + 4 B cos 4x
2D sin 2x + 2F cos 2x
U p ( x, s ) = 4 2 2 A cos 4x 4 2 2 B sin 4x
2 2 2 D cos 2x 2 2 2 F sin 2x
A = 0 , D = 0 64 2 B sB = 6 B =
And 16 2 F sF = 10 F =
U ( x, s ) = U h + U P = C1e
s /2x
s + 64 2
10
s + 16 2
+ C2 e
s /2 x
6 sin 2x
s + 16 2
C1 + C2 = 0 And, U (3, s ) = 0
C1e3
s /2
+ C2e 3
But, C 2 = C1
s /2
+0=0
C1 e3
s /2
e 3
s /2
=0
6 sin 4x
s + 64 2
383
Chapter Ten
Then must be C1 = 0
C2 = 0
10 sin 2x 6 sin 4x
U ( x, s ) =
s + 16 2 s + 64 2
By taking the inverse Laplace transform we find:
u ( x, t ) = 10e 16
sin 2x 6e 64
sin 4x
U ( x, s ) =
10 sin 2x
6 sin 4x
s + 16 2 s + 64 2
By taking the inverse Laplace transform we find the required
solution as following:
u ( x, t ) = 10e 16
sin 2x 6e 64
sin 4x
u 2u
,
=
t x 2
u ( x,0 ) = 6 sin
where
x
2
u (0, t ) = 0, u (4, t ) = 0 ,
and
+ 3 sin x
sU u ( x,0) =
2U
x
(63)
u ( x ,0 ) = 6 sin
x
2
+ 3 sin x , (63)
384
2U
x 2
sU = 6 sin
x
2
+ 3 sin xx
(64)
L{u (0, t )} = 0,
L{u (4, t )} = 0
Or U (0, s ) = 0,
U (4, s ) = 0
(65)
2 s = 0
1 = s and 2 = s
U h ( x, s ) = C1e s x + C 2 e s x
U p ( x, s ) = A cos
U p ( x, s ) =
x + B sin
A sin
x+
x + D cos x + F sin x
B cos
2
2
2
2
D sin x + F cosx
U p ( x, s ) =
A cos x
B sin x
4
2
4
2
2 D cosx 2 F sinx
A cos
B sin
x 2 D cos x 2 F sin x
4
2
4
2
x
= 6 sin 3 sin
2
385
Chapter Ten
following constants: A = 0, D = 0
B sB = 6
and 2 F sF = 3
2
s+
4
U ( x, s ) = U h + U P = C1e
+
s /2x
6
s + 2 4
+ C2 e
sin
x
2
s /2 x
3
s + 2
QU (0, s ) = 0,
C1 + C 2 = 0
And , QU (4, s ) = 0
C1e 4
F =
+ C2 e 4
sin x
+0=0
But, C 2 = C1 C1 e 4 s e 4 s = 0
Then must be C1 = 0
C2 = 0
U ( x, s ) = U h + U P =
6
s +
sin
x
2
3
s +
sin x
) sin x + 3e
4t
sin x
s + 2
386
Problems
1)
If
f ( x, y ) = x 2 sin y, and
g ( x, y ) = e y sin( x + y )
Find f x , f y , g x , g y
2)
If
3)
Find , f x , f y , f z
f ( x, y, z ) = e 2 x sinh y cosh z
4)
Suppose that:
y
z = sin( xy ) cos ,
x
x = te t ,
If z = x Ln y,
Find
6)
y = sinh t
dz
dt
x = st 2 , y = s 2 t
z
z
and
t
s
z
z
and
x
y
387
Chapter Ten
u 2u
(a)
, where u x (0, t ) = 0, u (2, t ) = 0 , and
=
t x 2
u ( x,0 ) = 8 cos
(b)
2 y
t 2
=4
3x
9x
6 cos
4
4
2 y
x 2
, where
2 y
t
=4
2 y
x
, where
and
u
2u
= 2 2 , u (0, t ) = u (4, t ) = 0, u ( x,0 ) = 25 x
(a)
t
x
where 0 < x < 4, t > 0
388
u 2u
= 2 u x (0, t ) = u x ( , t ) = 0, u ( x,0) = x 2
(b)
t x
where 0 < x < , t > 0 , and
u 2u
(a)
, where u (0, t ) = 0, u (4, t ) = 0 , and
=
t x 2
u ( x,0 ) = 6 sin
x
2
+ 3 sin x
u 2u
, where u x (0, t ) = 0, u x (2, t ) = 0 , and
(a)
=
t x 2
u ( x,0 ) = 4 cos x 2 cos 3x
Chapter 11
Simultaneous Linear Differential Equations
11.1 Characteristic Value Problems
A variety of practical problems having to do with mechanical
vibrations, alternating currents and voltages, and other oscillatory
phenomena lead to linear algebraic systems of the following type:
(1)
AX = X
(2)
(I A)X
=0
(3)
det (I A) =
a11
a12
a21
......
a1n
.............................................
an1
an 2
ann
=0
(4)
390
p ( ) = det (I A)
(5)
For values of which satisfy (4), and for these values only, the
matrix equation (3) has nontrivial solution vectors. The n roots of
a jb .
Chapter Eleven
391
Let us find the characteristic values and the characteristic vectors
4 5
characteristic vectors of the following matrix: A =
1 2
Solution: The characteristic equation of A is:
det (I A) =
+2
= 2 2 3 = ( + 1)( 3) = 0
So the characteristic values of A are 1 = 1 and 2 = 3 .
If = 1 , the equation det (I A) X = 0 is equivalent to the
following linear system:
5 x1 + 5 x2 = 0
x1 + x2 = 0
or to: x1 + x2 = 0
1
An obvious solution of the last equation is X 1 = and, of course,
1
this vector multiplied by any number is also a solution. Thus, for all
1
nonzero numbers c1 , X = c1 is a characteristic vector of A
1
corresponding to 1 = 1 .
392
5
x1 + 5 x2 = 0 , which has X 2 = as an obvious solution. Thus,
1
5
for every nonzero number c2 , X = c2 is a characteristic vector
1
of A corresponding to 2 = 3 .
As a check on the characteristic values and vectors just found, we
observe that:
5 5 1 0
= and that:
1 1 1 0
[1I A] =
1
5 1 5 5 0
= 1 5 1 = 0
1
[2 I A]
3 2 5
A = 4 1 5
2 1 3
Solution:
det (I A) = 4
2
+1
1
5
5 = 3 + 2 16 + 20
+3
= ( + 5)( 2)2 = 0
Chapter Eleven
393
8 x1 + 2 x2 + 5 x3 = 0
4 x1 4 x2 + 5 x3 = 0
2 x1 + x2 2 x3 = 0
which is equivalent to
Setting
3x3 = 0
4 x1
x3 = 0
2 x2
x3 = 4c1 , we find
x2 = 2c1 , and
x1 = 3c1 . All
3
given by X = c1 2 , where c1 can be any nonzero number.
4
The equivalent component form of the matrix equation
(2 I A)X
x1 + 2 x2 + 5 x3 = 0
= 0 is:
4 x1 + 3x2 + 5 x3 = 0
2 x1 + x2 + 5 x3 = 0
+ x3
x1
x2
=0
+3 x3 = 0
1
corresponding to 2 = 2 are given by X = c2 3 , c2 0
1
6
6
4
1
3
2
1 5 2
Solution:
6
4 6
det (I A) = 1 3 2 = 0
1
+ 2
5
( 4 )( 3)( + 2 ) + 10 + 6( ( + 2 ) + 2 ) 6( 5 ( 3)) = 0
3 2 + 4 42 + 4 16 + 12 = 0
3 52 + 8 4 = 0
The roots of the above equations (eigen values) are:
1 = 1 and 2,3 = 2
For 1 = 1
3 x1 6 x2 6 x3 = 0
x1 2 x2 2 x3 = 0
x1 + 5 x2 + 3 x3 = 0
3 x2 + x3 = 0
Let x2 = c1
x3 = 3 x2 = 3c1
x1 + 5c1 9c1 = 0
Chapter Eleven
395
x1 4c1 = 0
x1 = 4c1
x1
4
x2 = c1 1
3
x
3
For = 2
2 x1 6 x2 6 x3 = 0
x1 x2 2 x3 = 0
x1 + 5 x2 + 4 x3 = 0
4 x2 + 2 x3 = 0
x3 = 2x2
Let x2 = c2
x3 = 2c2
x1 = 3c2
x1
3
=
x
c
2
2 1
2
x
3
Example 4 Find the characteristic values and the corresponding
characteristic vectors of each of the following matrix:
7 2 4
3 0 2
6 2 3
7 2
det (I A) = 3
2 =0
2 +3
3 42 + 5 2 = 0
1,2 = 1 and 3 = 2
Eigen vectors for 1, 2 = 1 :
6 x1 + 2 x2 + 4 x3 = 0
3x1 + x2 + 2 x3
=0
6 x1 + 2 x2 + 4 x3 = 0
From subtracting the last two equations we get the following
equation:
x3 = 0 6 x1 + 2 x2 = 0
Then, if x1 = c1
x2 = 3c1
x1
1
x
c
=
2 1 3
0
x
3
Eigen vectors for 3 = 2
5 x1 + 2 x2 + 4 x3 = 0
3x1 + 2 x2 + 2 x3 = 0
6 x1 + 2 x2 + 5 x3 = 0
Chapter Eleven
397
From subtracting the last two equations we get the following
equation 3 x1 3 x3 = 0
x1 = x3 = c2
1
x1
1
x 2 = c2
2
x
3
1
Example 5 Find the characteristic values and the corresponding
characteristic vectors of each of the following matrix:
4
6
2
4
2
6
6 6 15
Solution:
det (I A) = 4
6
2
6
6
6 =0
+ 15
4 x1 4 x2 + 6 x3 = 0
(6)
4 x1 4 x2 + 6 x3 = 0
(7)
6 x1 + 6 x2 + 13 x3 = 0
(8)
398
2 x1 2 x2 + 3 x3 = 0
(9)
6 x1 6 x2 + 9 x3 = 0
(10)
22 x3 = 0
Let x1 = c1
x3 = 0 , and x1 = x2
x2 = c1
x1
1
x2 = c1 1
0
x
3
Eigen vectors for 2 = 9
7 x1 4 x2 + 6 x3 = 0
(11)
4 x1 + 7 x2 + 6 x3 = 0
(12)
6 x1 + 6 x2 + 24 x3 = 0
(13)
11x1 11x2 = 0
x1 = x2 = c2
1
c2
2
Chapter Eleven
399
x1
2
1
x 2 = c2 2
x 2 1
3
Eigen vectors for 3 = 18
20 x1 4 x2 + 6 x3 = 0
4 x1 20 x2 + 6 x3 = 0
6 x1 + 6 x2 3x3 = 0
From subtracting the first two equations we get the following
equation:
16 x1 + 16 x2 = 0
x1 = x2 = c3
20c3 4c3 + 6 x3 = 0
x3 = 4c3
x1
1
x2 = c3 1
4
x
3
Example 6 Find the characteristic values and the corresponding
characteristic vectors of each of the following matrix:
11 4 7
7 2 5
10 4 6
11
det (I A) = 7
10
+2
4
7
5 =0
+6
3 32 + 2 = 0
1 = 0 , 2 = 1 and 3 = 2
Eigen vectors for 1 = 0
11x1 + 4 x2 + 7 x3 = 0
(14)
7 x1 + 2 x2 + 5 x3 = 0
(15)
10 x1 + 4 x2 + 6 x3 = 0
(16)
x1 x3 = 0
x1 = x3 = c1
7c1 + 2 x2 + 5c1 = 0
x2 = c1
x1
1
x2 = c1 1
1
x
3
Eigen vectors for 2 = 1
10 x1 + 4 x2 + 7 x3 = 0
(17)
7 x1 + 3x2 + 5 x3 = 0
(18)
Chapter Eleven
401
10 x1 + 4 x2 + 7 x3 = 0
(19)
70 x1 + 28 x2 + 49 x3 = 0
(20)
70 x1 + 30 x2 + 50 x3 = 0
(21)
2 x2 + x3 = 0
Let x2 = c2
x3 = 2c2
7 x1 + 3c2 10c2 = 0
x1 = c2
x1
1
x 2 = c 2 1
2
x
3
Eigen vectors for 3 = 2
9 x1 + 4 x2 + 7 x3 = 0
(22)
7 x1 + 4 x2 + 5 x3 = 0
(23)
10 x1 + 4 x2 + 8 x3 = 0
(24)
2 x1 + 2 x3 = 0
(25)
x1 = x3 = c3
9c3 + 4 x2 + 7c3 = 0
(26)
402
x2 =
c3
2
x1
2
x2 = c3 1
2
x
3
Example 7 Find the characteristic values and the corresponding
characteristic vectors of each of the following matrix:
6
6
4
1
3
2
1 4 3
Solution:
det (I A) = 1
1
3
4
6
2 =0
+3
3 42 + 4 = 0
1 = 4 , 2 = 1 , and 3 = 1
Eigen vectors for 1 = 4
6 x2 6 x3 = 0
(27)
x1 + x2 2 x3 = 0
(28)
x1 + 4 x2 + 7 x3 = 0
(29)
5 x2 + 5 x3 = 0
(30)
Chapter Eleven
403
x2 = c1 and x3 = c1
x1 + 4c1 7c1 = 0
(31)
x1 = 3c1
x1
3
x2 = c1 1
1
x
3
Eigen vectors for 2 = 1
3 x1 6 x2 6 x3 = 0
(32)
x1 2 x2 2 x3 = 0
(33)
x1 + 4 x2 + 4 x3 = 0
(34)
2 x2 + 2 x3 = 0
(35)
x2 = c2 and x3 = c2
x1 + 4c2 4c2 = 0
(36)
x1 = 3c1
x1
0
x2 = c2 1
1
x
3
Eigen vectors for 3 = 1
5 x1 6 x2 6 x3 = 0
(37)
x1 4 x2 2 x3 = 0
(38)
x1 + 4 x2 + 2 x3 = 0
(39)
3 x1 + 12 x2 + 6 x3 = 0
(40)
2 x1 + 6 x2 = 0 x1 = 3x2
Let x2 = c3
x1 = 3x2
3c3 + 4c3 + 2 x3 = 0
x3 =
(41)
7
c3
2
x1
6
1
x2 = c3 2
x 2 7
3
Example 8 Find the characteristic values and the corresponding
characteristic vectors of the following matrix:
2
3
1 1
A=
1 2
1 2
1
6
2 2
2 6
1
6
Chapter Eleven
2
3
1 1
1 2
1 2
405
1
6
2 2
2 6
1
6
We first add the third row of det (I A) to its fourth row, which
permits us to factor 4 out of the new fourth row. In the
remaining determinant, we subtract column 4 from column 3 and
then expand. This gives us the following result:
1
1
3 2
1
1 6
6
= ( 4 )2 ( 2)2 + 1 = 0
1
2 2
2
2
2 6
1
From the last equation, we see that 1 = 4 , 2 = 2 + j1 , and,
406
1
1 + j1 2 1
1
1 + j1 6
6
[(2 + j1)I A] =
1
2
j1
2
2
2 4 + j1
1
x1 +
x4 = 0
x2 +
x3 +
With
1
( 1 + j1)x 4 = 0
2
+ x4 = 0
2
1 + j1
, c2 0 .
X = c2
2
Having found these vectors, we know from Theorem 1 that the
characteristic vectors corresponding to the characteristic value
2
1 j1
, c3 0
3 = 2 j1 of A are the vectors x = c3
2
Chapter Eleven
407
nonhomogenous otherwise.
Li1 x1 + Li 2 x2 + ..............Lin xn = f i , 1 i m
(42)
A solution of a linear differential system (42) on an interval I is a
vector function which satisfies each equation of the system for every
t in I. A linear differential system is consistent or inconsistent on I
according as it has, or does not have, a solution on I, and one system
is equivalent to another if, and only if, every solution of either
system is a solution of the other.
In particular, the constant coefficient systems we consider will all
be expressible in the following form:
408
(43)
...........................................................................
pn1 (D )x1 + pn 2 (D )x2 + ...... + pnn (D )xn = f n (t )
d
Where pij is a polynomial operator in D = , for 1 i, j n
dt
To solve a system like this, or to determine its inconsistency, we
try to find elementary operations that will reduce it to an equivalent
system of the following form:
= g1 (t )
.........................................................................
qnn (D )xn = g n (t )
(44)
dx
dy
+ 2x +
+ 6 y = 2e t ,
dt
dt
2
dx
dy
+ 3x + 3 + 8 y = 1
dt
dt
Solution: As a rule, the steps in a reduction of a constantcoefficient linear differential system to form (44) are easier to detect
when each system in the reduction process is written in operator
form, rather than in derivative form. The operator form of the given
system is:
Chapter Eleven
409
(D + 2)x + (D + 6) y = 2et ,
(45)
(2 D + 3)x + (3D + 8) y = 1
(46)
x + (D 4) y = 1 4et
(47)
(D + 2 )x + (D + 6 )y = 2et
(48)
x ( D 4 ) y = 1 + 4e t
(49)
(D 2 D 2)y = 2 10et
(50)
y = c1e t + c2 e 2t + 5et + 1
(51)
(52)
410
(53)
x
5 t
2 2t 11 t 3
y = c1 1 e + c2 1 e + 5 e + 1
(54)
t
1
e
2t
2 2 t 2e
x2 (t ) = e =
2
t
1
dx
dy
+ 2x +
+ 6 y = 2e t ,
dt
dt
dx
dy
+ 3x + 3 + 8 y = 1
dt
dt
e + 1 =
t
5
5e + 1
satisfies
the
non-
Chapter Eleven
411
Example 10 Find a complete solution of the differential system
(55)
(D + 1)x + (D + 2)y = 8e 2t
(56)
Solution:
During the first stage of a reduction process, it is sometimes
convenient to eliminate an unknown other than the leading one from
all but one equation of a reduced system. To indicate what happens
when this is done, we shall eliminate y, instead of x, from one
equation of the present system, although there is no particular
advantage in doing so.
To begin the elimination process, we operate on (56) with
( D 5) ,
( D 5)
as an operational
(D + 5)(D + 2) y = (D 2 + 7 D + 10)y
from
(D 2 + 7 D 14)y
will
(D 2 3D 14)x 24 y = 4 + 56e2t
(57)
(58)
412
(D 2 3D 14)x 24 y = 4 + 56e2t
(D3 D 2 + 4D 4)x = 8 + 32e2t
(59)
(60)
)(
y =
1
(3c1 + c2 ) cos 2t + 1 (c1 3c2 ) sin 2t 2 c3et + 1 5e 2t
4
4
3
k1 = c1 / 4, k 2 = c2 / 4, and
Chapter Eleven
413
4 cos 2t
4 sin 2t
x
(61)
3
2
4
+ k 3 e t + + e 2t
2
1 5
But, (55) and (56) are equivalent systems; hence (61) is also a
p11 (D )
p21 (D )
....
p12 (D ) ....
p22 (D ) ....
....
....
p1n (D )
p2 n (D )
....
(62)
2 D 2 + 3D 9 D 2 + 7 D 14
D +1
D+2
D3 D 2 + 4D 4
in
D . Hence, according to
(D 1)x
(D + 1)x
+ (D 1) y
+ (D + 2)z = 2et
+ Dy
+ (D 2)z = aet
+ (D 2) y + (D + 6)z = et
Solution: It is readily verified that the determinant of the
operational coefficients of this system is identically zero. Hence,
according to Theorem 1, the system may have no solution or it may
have solutions containing any number of arbitrary constants. Let us
apply elementary operations to the system and find out what the
case might be.
Chapter Eleven
415
By subtracting the second equation from both the first and third
equations, and then adding 2 times the new first equation to the
new third equation, we get the following system:
(D 1)x
+ 4z
+ (D 2 )z
= (2 a )et
= aet
0
= (a 3) et
Of course, this reduced system is equivalent to the given one.
+ Dy
0 = 0 , to obtain:
x y + 4 z = et
(63)
(64)
x = Ax + f (t )
(65)
x = Ax
(66)
x = ke t
(67)
(I A)k = 0
(68)
Chapter Eleven
417
Thus, (67) will be a nontrivial solution of (66) if, and only if, is a
characteristic value of A and k is a corresponding characteristic
vector. The remaining steps required to find a complementary
function of (65) may differ somewhat according as:
. All characteristic values of A are real and distinct.
.
Perhaps, the best way of learning how to handle these three cases
is by means of specific examples. Our first example (Example 12)
involves a first order system whose coefficient matrix has only
distinct real characteristic values.
x2
+ x3
x2
4 x3
x3 = 3x1
x2
+4 x3
Solution:
As (67) suggests, we seek solutions of (69) of the type:
x1 a
x = b e t
2
x3 c
where a , b, c are constants
(69)
418
+
b
4a +( + 1)b
3a
c =0
4c = 0
(70)
+( 4 )c = 0
4 +1
4 = 4( 1)
+5
4
3
1
4 ( 1)( 3) 3 4
4 +5
= ( 1)( 3)
= ( + 1)( 1)( 3) = 0
1
1
Clearly 1 = 1, 2 = 1, and 3 = 3 are the characteristic values
of the following coefficient matrix:
0
A= 4
3
If = 1
1
1 4
1 4
= 1 system (70) becomes linear system as following:
a+bc =0
ac =0
4a +4c = 0 which is equivalent to
b 2c = 0
3a + b 5c = 0
Chapter Eleven
419
1
Setting c = 1 we fiend that 2 is a characteristic vector of A
1
1
corresponding to 1 = 1 . By the same procedure, we fiend 0 and
1
1
1 to be characteristic vectors of A corresponding to the
2
respective characteristic values 2 = 1 and 3 = 3 respectively. It
follows that:
1
1
1
2 e t ,
0 e t
, and 1 e3t
1
1
2
are particular solutions of (69). Since, for every real number t, the
Wronskian W of these three solutions has the nonzero value
1
1
1
t
t
X = c1 2 e + c2 0 e + c3 1 e3t
1
1
2
Our next example involves a simple first order system whose
coefficient matrix has a repeated characteristic value. Although the
system has only two unknowns, it serves to illustrate how complete
solutions of more general systems can be found when repeated
characteristic values occur.
x1 = x1 2 x2
x2 = 2 x1 3 x2
(71)
1 2
Solution: The coefficient matrix of this system is A =
.
2 3
a
Since we are seeking solutions of (71) of the type e t , where
b
a and b are constants, the characteristic value problem to be solved
is:
2 a 0
1
2 + 3 b = 0
and the characteristic equation is
(72)
2
1
2
2
2 + 3 = + 2 + 1 = ( + 1) = 0
which is equivalent to
a b = 0
1
Clearly, is a characteristic vector of A corresponding to
1
1 = 1 , and
1
X = e t
1
is a particular solution of (71)
(73)
Chapter Eleven
421
Strict analogy with a single differential equation, having -1 as a
1
But, te t does not satisfy (73) Furthermore, the Wronskian of
1
this vector function and (73) is a trivial function over all real values
of t. This is no insurmountable problem, however for variation of
parameters, which enabled us to cope with repeated roots of
characteristic equations in the first al place, is still applicable. To
a
apply the method, we take = 1, as we must if e t is to be a
b
solution of (71). Then, we vary the parameters a and b and attempt
to find a solution of (71) of the following type:
u t
v e
(74)
e t
e t
ue t
to be a fundamental matrix of (71).
t
ve
422
u = 2(u v )
v = 2(u v )
(75)
(76)
k1 + k 2 + 2k1t t
e
k 2 + 2k1t
(77)
The Wronskian of this vector function and (73) has the following
value:
k1 + k 2 + 2k1t
k 2 + 2k1t
1 2t
e
= k1e 2t 0
e t
(1 + 2t )e t
t
2te
1
(1 + 2t ) t
X = c1 e t + c2
e
t
1
2
Chapter Eleven
423
Looking back on (63) and (64), a shorter method of finding a
b e + d te =
(b + dt )e
x1 = 2 x1 3 x2
x2 = 3 x1 + 2 x2
(78)
a t
b e
(79)
2
3
3 a 0
=
2 b 0
2 3
3
= 2 4 + 13 = 0
(80)
424
2
characteristic values of the coefficient matrix A =
3
3
.
2
ja + b = 0
a + jb = 0
which is obviously equivalent to ja + b = 0
Taking a equal to the coefficient of b, and b equal to minus the
1
coefficient of a, in the last equation, we obtain as a
j
characteristic vector of A corresponding to the characteristic value
1 = 2 + j 3 .
Substituting these values of a, b, and into (79), gives us the
complex vector function
(2 + j 3)t
e
j
(81)
j 3t
2t cos 3t + j sin 3t
2t
2t j 3t e
e
=
e
e
=
j (cos 3t + j sin 3t ) e
j
t
3
j
je
Chapter Eleven
425
2t
2t j 3t e cos 3t
e e =
+
2
t
j
e sin 3t
e 2t sin 3t
j
2
t
e cos 3t
sin 3t 2t
cos 3t 2t
e
and
cos 3t e
sin 3t
Form a basis for all real solutions of system (78). Thus, we are
able to write a complete solution:
cos 3t 2t
X = c1
e + c2
sin
3
t
sin 3t 2t
cos 3t e of the given differential
x1 = 2 x1 13x2
x2 = x1 + 4 x2
Solution:
2 13
A=
4
1
det (I A) =
+2
13
=0
( + 2 )( 4 ) + 13 = 0
2 2 + 5 = 0
For 1 = 1 + j 2
1,2 = 1 j 2
426
13 a 0
3 + j 2
1
b = 0
3
+
j
2
(3 +
j 2 )a + 13b = 0
(3 + j 2)a = 13b
Let a = C1 .!
1+ j 2
t 1 13
=
X 1 = C1 1
e
C
1
3 j 2 e
13
(
)
+
j
3
2
13
13
1+ j 2
e
= c1
3 j2
13
0
X 1 = c1e t cos 2t sin 2t
2
3
13
X 2 = c2 et cos 2t + sin 2t
3
2
13
0
X = X 1 + X 2 = c1et cos 2t sin 2t
2
0
13
+ c2 et cos 2t + sin 2t
3
2
Example 16 Find a complete solution of the following first order
systems.
x1 = 3x1 4 x 2
x 2 = 2 x1 + x 2
Chapter Eleven
427
Solution:
3 4
A=
2 1
det (I A) =
+3
=0
( + 3)( 1) + 8 = 0
2 + 2 + 5 = 0
1,2 = 1 j 2
For 1 = 1 + j 2
4 a 0
2 + j 2
2
b = 0
j
2
+
2
= c1
1
b
1
1
= , and, =
1
0
1
1
X 1 = c1e t cos 2t sin 2t
0
1
1
X 2 = c2 e t cos 2t + sin 2t
1
0
428
cos 2t sin 2t
X = X 1 + X 2 = c1e t
cos 2t
cos 2t sin 2t
+ c2 e t
sin 2t
x1 = 3 x1 2 x2
x2 = 2 x1 + x2
Solution:
3 2
A=
1
2
det (I A) =
+3
( + 3)( 1) + 4 = 0
2 + 2 + 1 = 0
1 = 2 = 1
Eigen values For 1 = 1
2a + 2b = 0
a = b
Let a = c1 , and b = c1
x
1
1 = c1 e t
1
x2
=0
Chapter Eleven
429
x u
1 = e t
x2 v
ue t = u e t = ( 3u 2v )e t
u = 2(u + v )
ve t + ve t = (2u + v )e t
v = 2(u + v )
Let u + v = c2
u = 2c2 ,
u = 2c2t + c3
v = c2 u = c2 + 2c2t c3
2c2t + c3
W =
c2 + 2c2t c3
1
= 2c2t c3 (c2 + 2c2t c3 ) = 0
1
c3 = 0
u = 2c2t , and v = 2c2t + c2
1
2t t
e
X = c1 e t + c2
t
+
1
2
1
x1 = 4 x1 2 x2
10
, x(0 ) =
x2 = 25 x1 10 x2
40
4 2
QA=
25 10
det (I A) =
25
+ 10
=0
( 4)( + 10) + 50 = 0
2 + 6 + 10 = 0
1, 2 = 3 j1
Eigen values For 1 = 1
( 7 + j1)a + 2b = 0
Let a = c1
b =
1
c1 ( 7 + j1)
2
a
1 2
= c1 7
1 = c1
b
j
7
1
2
j
2
2
2
= , and
7
=
1
0
X 1 = c1e 3t cos t sin t
1
7
2
X 2 = c2 e 3t cos t + sin t
7
1
2 cos t
3t 2 sin t
+
X = c1e 3t
c
e
2
7 cos t + sin t
cos t + 7 sin t
Chapter Eleven
431
10 2c
Q X (0 ) = = 1
40 7c1 c2
2c1 = 10 and, 7c1 c2 = 40
c1 = 5 and, c2 5
x
cos t sin t
X = 1 = 10e 3t
x
4
cos
t
3
sin
t
2
Example19 Find a complete solution of the following first order
systems.
x1 = 3 x1
x3
1
x2 = 2 x1 + 2 x2 + x3 x(0 ) = 2
8
x3 = 8 x1
3 x3
Solution:
3 0 1
A = 2 2 1
8 0 3
3
der (I A) =
2
8
2
0
1 = 0
+3
3 22 + 2 = 0
1 = 1 , 1 = 1 , and 3 = 2
Eigen values for 1 = 1
2a
2a
8a
+c = 0
b
c = 0
+4c = 0
432
x1
1
X 1 = x2 = c1 0 et
2
x
3
Eigen values for 2 = 1
4a
2a
8a
3b
+c = 0
c = 0
+2c = 0
Let a = C2 c = 4C2
Substitute values of a and c into the second equation we get the
following:
3b = 2C2 4C2
b =
2
C2
3
x1
3
X 2 = x2 = c2 2 e t
12
x
3
Eigen values for 3 = 2
+c = 0
2a
c = 0
8a
+5c = 0
a = c = 0
Let b = c3
Chapter Eleven
433
x1
0
X 2 = x2 = c3 1 e 2t
0
x
3
x1
1
3
0
t
t
X = x2 = c1 0 e + c2 2 e + c3 1 e 2t
2
12
0
x
3
1
Q x(0) = 2
8
1
1
3
0
2 == c1 0 + c2 2 + c3 1
2
12
0
8
1 = c1 + 3c2
(82)
2=
2c2 + c3
(83)
8 = 2c1 + 12c2
(84)
6 = 6c2 c2 = 1
c1 = 2 , and, c3 = 0
x1 2
3
t t
X = x 2 = 0 e 2 e
12
x 4
3
It is not always necessary, nor advantageous, to reduce a linear
differential system with constant coefficients
434
(85)
where 1 i n
to a first-order system before solving. For a system like (85) can
usually be solved in the same manner as a first-order system. The
concepts of complementary function and particular integral carry
over and, can even be extended to far more general linear systems.
If we define a matrix operator P(D ) , and vector functions x and f
by:
(
)
(
)
p
D
p
D
....
21
22
2
n
P(D ) =
..............................................
pn 2 (D ).... pnn (D )
pn1 (D )
x1
f1
x
f
2
2
x = .. f = ...
..
...
xn
f n
where the pij ' s are polynomial operators in D, which, of course,
have constant coefficients, system (85) can be written in the
compact matrix form:
P(D )x = f (t )
The associated homogeneous equation is:
(86)
P(D )x = 0
(87)
Chapter Eleven
435
As with first order systems, a complete solution of (87) is called a
x = ke t
just like we did for first order systems. Since D r e t = r e t , it
( )
P( )k = 0
We will have a nontrivial solution if, and only if,
(88)
P( ) = 0
(89)
This equation is called the characteristic equation of both the
algebraic system (88) and the original differential system. It is
nothing but the determinant of the operational coefficients of (85)
equated to zero, with D replaced by .
For each root j of the characteristic equation (89) there will be
a solution vector k j of (88) determined to within an arbitrary scalar
factor c j . If (89) is a polynomial equation in of degree N, and if
its root 1 , 2 ,... N are all distinct real numbers, a complete
solution of (87), i.e., a complementary function of (86), is then:
x = c1k1e 1t + c2 k 2e 2 t + ....... + c N k N e N t
(D + 1)x + (D + 2) y + (D + 3)z
= e t
(D + 2)x + (D + 3) y + (2 D + 3)z
= et
(4 D + 6)x + (5D + 4) y + (20 D 12)z = 7e t
(90)
a
solutions b e t of the homogeneous system exist if, and only if,
c
=0
=0
=0
The characteristic equation of this system is:
( + 1)
( + 2)
(4 + 6)
( + 2)
( + 3)
(5 + 4)
( + 3)
(2 + 3)
(20 12)
(91)
=0
( 1)( 2 )( 3) = 0
Substituting the roots 1 = 1, 2 = 2, and 3 = 3 of this equation
into (52), one at a time, we obtain the three linear systems
2a + 3b + 4c = 0
3a + 4b + 5c = 0
10a + 9b + 8c = 0
3a + 4b + 5c = 0
4a + 5b + 7c = 0
14a + 14b + 28c = 0
Chapter Eleven
437
4a + 5b + 6c = 0
5a + 6b + 9c = 0
18a + 19b + 48c = 0
When the coefficient matrices of these systems are reduced to
row echelon form the systems themselves are transformed,
respectively, into
ac =0
,
b + 2c = 0
a + 3c = 0
,
bc =0
a + 9c = 0
b 6c = 0
1
3
9
t
2t
c1 2 e + c2 1 e + c3 6 e3t
1
1
1
(92)
1
in the non-homogeneous term f (t ) = 1 e t of (90), and the
7
scalar factors et , e 2t and e3t in the terms of the complementary
function are linearly independent functions, we choose a trial
solution of (90) as following:
438
a
v = b e t
(93)
c
Substituting (93) into (90), collecting terms, and canceling a
factor of e t , we find:
b + 2c = 1
a+
2b + c = 1
2a b 32c = 7
which is equivalent to the following:
a=3
b = 1
c=0
3
Hence, a particular integral of (51) is 1 e t and a complete
0
solution of the original system is:
1
3
9
3
x = c1 2 et + c2 1 e 2t + c3 6 e3t + 1 e t
1
1
1
0
As with first order systems and single equations, if the set of roots
Chapter Eleven
439
nontrivial solution vector of (88) corresponding to the root
= p + jq , so that P( )k = p( p + jq )k = 0
Then, since all the coefficients in (88) are real, it follows by
taking conjugates throughout the last equation that k is a solution
vector of (88) corresponding to = p jq Therefore, in a complex
sense, both ke( p + jq )t and k e ( p jq )t are particular solutions of (87).
By combining these as follows and applying the Euler formulas, we
obtain the two independent real solutions as following:
k +k
ke ( p + jq )t + k e ( p jq )t
k k
= e pt
cos qt
sin qt
2
j2
2
= e pt [ (k ) cos qt (k ) sin qt ]
(94a)
k k
ke ( p + jq )t k e ( p jq )t
k k
= e pt
cos qt +
sin qt
j2
2
j2
= e pt [ (k ) cos qt + (k ) sin qt ]
(94b)
where . (k ) and (k ) denote the column vectors whose
components are, respectively, the real parts of the components of k
and the imaginary parts of the components of k.
If p( ) = 0 has a double root, say = r , and if a is a specific
nontrivial solution vector of the equation P(r )k = 0 then, of course,
440
b1te rt + b2 e rt
(95)
ae rt
b1te rt + b2 e rt
c1t 2 e rt + c2te rt + c3e rt
.........................................................
k1t m 1e rt + k 2t m 2 e rt + .......k m 1te rt + k m e rt
(96)
Chapter Eleven
441
(D 2 + D + 8)x1 + (D 2 + 6D + 3)x2 = 0
(D + 1)x1 + (D 2 + 1)x2 = 0
(97)
2 + + 8 2 + 6 + 3
= 4 + 22 8 + 5 = 0
2
+1
+1
(98)
4 j 2 6 + j8 k1 0
j2
k = 0
j
(99)
1 + j 2
Taking k1 = 1 + j 2 and k 2 = j , we have
j
1
(k ) = and (k ) = .
0
1
Thus, from (94), two particular solutions of the given differential
system are:
1
2
x1 = e t cos 2t sin 2t
1
2
1
x2 = e t cos 2t + sin 2t
0
1
For the repeated root = 1 , and a trial solution ae t , (88)
becomes:
442
10 a1 0
=
2 a2 0
10
P(1)a =
2
a1 1
so we can take a = =
a2 1
From (56), another trial solution is b1tet + b2 et or since b1 = a
(as we observed earlier, without proof)
1 t b12 t
1te + b e
22
(100)
1
.
2
1
x3 = aet = et
1
0
1 t t
and x4 = b1te + b2 e = te + 1 e
1
2
t
x = c1 x1 + c2 x2 + c3 x3 + c4 x4
To find a particular integral of a non-homogeneous system (86),
or (65), in the usual case in which f (t ) is a vector function having
only a finite number of linearly independent derivatives, we proceed
Chapter Eleven
443
very much as in the case of a single scalar differential equation. At
the outset, it is convenient to identify the independent functions
f (t ) = f1 1 (t ) + f 2 2 (t ).............. + f m m (t )
(101)
xh (t ) = h1 u1 (t ) + h2 u 2 (t ).............. + hm u m (t )
in
which
the
h' s
are
constant
(102)
vectors
and
0
2
f (t ) = e 2t + et
1
2
(104)
c1 + 2c2 t
2c1 + c2 t
+
xh =
e
t
cos
2
c
e sin 2t
c
2
1
c3
et + c4 e t cos 2t
+
1
c
c3 + c4
4
(105)
Chapter Eleven
445
e t cos 2t
e t sin 2t
et
tet
0
integral, corresponding to the first term e 2t of f (t ) , Simply
1
a1
v1 = ae 2t = e 2t
a2
where a1 , a2 constants
Then, substituting, we have:
1
5
2
1
or, dividing out e 2t ,
10 5 a1 0
1 5 a = 1
2
1
2
1 1
1 1
It follows that a1 = , a2 = and a = . Thus, e 2t is
9
9
9 2
9 2
one term in the particular integral we are seeking.
To find a particular, integral corresponding to the second term
2 t
t
t
2 e of f (t ) , we note that, since both e and te occur in terms of
b1
c1
Where b = c =
b2
c2
d
d = 1 are constant vectors to be
d 2
2
equation P(D )x = et and using the following equations:
2
( )
If D m te t = m te t + mm 1e t
p(D )t 2 e t = p( )t 2 e t + 2 p( )te t + p( )e t
and
Chapter Eleven
447
P(1)b = 0
P(1)c + 2 P(1)b = 0
2
P(1)d + P(1)c + P(1)b =
2
Expanding these equations, and simplifying slightly, we obtain
the linear system
b1 + b2
=0
b1 + b2
=0
3b1 + 8b2
+5c1 +5c2
=0
b1 +
+ c1
=0
2b2
2b1 + 2b2
2b2
+ c2
+3c1 +8c2
+10d1
+10d 2
=2
+ c1
+2d1
+2d 2
=2
+2c2
(103)
1
0
0
0
0 0 0
0 0 0
0 1 0
0 0 1
0 0 0
0 0 0
1
0
0
1
2 2 2
2
2
1
0
0
0
0
0
0
0
b1
0 1
0
b
0 1
0
2
c1
2 2
2
= k1 + k 2 +
c 2
2 1
2
d1
0 0
1
d 2
1 0
0
as a complete solution of (103). In particular, taking k1 = k 2 = 0 ,
we have
1
2
0
b= c= d =
1
1
0
Finally, putting our results together, we get the entire particular
solution:
1 1 2t 1 2 t 2 t
e
+ t e + te
9 2
1
1
In the following there are some different examples to help
v=
(D + 2 )x + (D + 4 )y = 1
(D + 1)x + (D + 5) y = 2
(104)
(105)
x y = 1
Multiply (3) by (D + 1)
(106)
Chapter Eleven
(D + 1)x (D + 1) y = (D + 1)
(D + 1)x (D + 1) y = 1
449
(107)
(2 D + 6 ) y = 3
2
dy
+ 6y = 3
dt
1
+ c1e 3t
2
y (t ) =
x y = 1
x =
1
+ c1e 3t
2
x
=
y
1
1 1
+ c1 e 3t
2 1
1
(D + 1)x + (4 D 2) y = t 1
(108)
(D + 2 )x + (5D 2 )y = 2t 1
(109)
x + ( Dy ) = t
(110)
(D + 1)x + D 2 D y = 1 t
(111)
( D 2 + 3D 2)y = 2
(D 2 3D + 2)y = 2
y h (t ) = c1e t + c2 e 2t
y p (t ) = 1
y (t ) = y h + y p = c1et + c2 e 2t + 1
Substitute in (110) we get the following:
x c1et 2c2 e 2t = t
x = t c1e t 2c2 e 2t
x
1
2
t
= c1 et + c2 e 2t +
y
1
1
1
The above example can be solved by another technique as
following:
+ 1 4 2
+ 2 5 2 = 0
Chapter Eleven
451
2 3 + 2 = 0
1 = 1 , and 2 = 2
For 1 = 1
a = b
Let b = c1 , a = c1
x
1
X 1 = = c1 et
y
1
For 2 = 2
3a + 6b = 0
a = 2b
Let b = c2 , a = 2c2
x
2
X 2 = = c2 e 2t
y
1
t 1 0t
Q f (t ) =
e
2
1
t
= 0
a 2b = t 1
(112)
2a 2b = 2t 1
(113)
x
1
2
t
= c1 et + c2 e 2t +
y
1
1
1 / 2
(114)
(D 2)x + (D 1) y + Dz
(115)
= 2et
(116)
Solution:
2 + 11 + 3 2
2 1
= 0
+ 1 3 2 4
3 + 62 + 11 + 6 = 0
1 = 1 , 2 = 2 , and 3 = 3
For 1 = 1
9a + 2b 3c = 0
3a 2b c = 0
4b 6c = 0
Let c = c1
b =
3
c1
2
4
x
1 t
X 1 = y = c1 9 e
z 6 6
For 2 = 2
7 a + b 4c = 0
4a 3b 2c = 0
a 5b 8c = 0
a =
2
c1
3
Chapter Eleven
453
After simplification of the above equation we get the following:
Let c = c2 b =
30
14
c2 and a = c2
17
17
x
14
1
X 2 = y = c2 30
z 17 17
For 3 = 3
5a 5c = 0
Let a = c = c3
5a 4b 3c = 0
b = 2c3
1
x
X 3 = y = c3 2 e 3t
1
z
14e t
Q f (t ) = 2et
t
4e
= 1
13a + 4b c = 14
a
+ c = 2
2a 2b 2c = 4
After simplification of the above equation we get the following:
a = 1, b = 0 , and c = 1
454
x 1
X 4 = y = 0 e t
z 1
X = X1 + X 2 + X 3 + X 4
Example 26: Find a complete solution of each of the following
system:
(2 D + 1)x + (D + 2 )y = sin t
(3D + 1)x + (3D + 5) y = cos t
(117)
(118)
(119)
Multiply (3) by (D + 2) ).
3D 2 8D 4 x (D + 2 ) y = 7 sin t cos t
(120)
(
)
(3D 2 + 6 D + 3)x = 6 sin t + cos t
3D 2 6 D 3 x = 6 sin t cos t
(121)
xh (t ) = (c1 + c2t )e t
x p (t ) = A cos t + B sin t
xp (t ) = A sin t + B cos t
Chapter Eleven
455
xp (t ) = A cos t B sin t
Coefficient of sin t = 6
6 = 3B 6 A + 3B
A = 1
Coefficient of cos t = 1
1 = 3 A + 6 B + 3 A
B = 1/ 6
x p (t ) = 1 / 6 sin t cos t
4 5 5
5 6 5
5 5 6
2- Find a complete solution of each of the following first order
systems. Also fiend the solution that satisfies the given condition
when one is given
a)
x1 = 3x1 + 2 x2
x2 = 2 x1 x2
3
x1 2 x2
2
b)
5
x2 = 2 x1 + x2
2
x1 =
c)
x1 = 3 x1 2 x2
x2 = 5 x1 3 x2
d)
x1 = 3 x1 + 2 x2
x2 = 2 x1 x2
e)
x1 = x1 x2
x2 = x1 + 3 x2
f)
x1 = 2 x1 + x2
3
X (0 ) =
x2 = 3x1 + 2 x2 + 2 sin t
4
Chapter Eleven
x1 = 3 x1
2 x3
3
g) x2 = x1 + 2 x2 + x3 , X (0 ) = 1
3
x3 = 4 x1
3 x3
x1 = 4 x1 2 x2 10 x3
3
X (0 ) = 2
x2
h) x2 =
1
x3 = 2 x1 x2 5 x3
x1 = x1 2 x2 x3
i) x2 = x1 + 2 x2 + e t
x3 = x1 3x2 1
3- Find a complete solution of each of the following system:
a)
(2 D + 1)x + (D + 2) y = 0
(D + 3)x + (D + 6) y = 3et
b)
(2 D + 1)x + (D 1) y = 3 cos t
(D + 2)x + (D + 3) y = 5 sin t
c)
(2 D + 1)x + (D + 2) y = 6et
(D + 2)x + (D + 4) y = 4e t
2t
d) (D + 5)x + (D + 7 ) y = 4e
(2 D + 1)x + (3D + 1) y = 0
e)
(2 D + 1)x + (D 2 + 6 D + 1)y = 0
(D + 2)x + (D 2 + 2 D + 5)y = 6 2t
457
458
f)
g)
(2 D + 1)x + (D + 1) y = 0
(D 2)x + (D 1) y = 0
h)
(D + 5)x + (2 D + 1) y = e t + et
(D + 7 )x + (3D + 1) y = 0
i)
(D + 5)x + (D + 7 ) y = 2et
(2 D + 1)x + (3D + 1) y = et
j)
(2 D + 1)x + (D + 2) y = e t
(3D 7 )x + (3D + 1) y = 0
k)
(2 D + 1)x + (D + 2) y = 8e t
(D 2 + D + 9)x + (D 2 2D + 12)y = 6
l)
(3D + 1)x + (D + 7 ) y = e t
(2 D + 1)x + (D + 5) y = e t
m)
(D + 1)x + (D + 2) y = et
(3D + 1)x + (4 D + 7 ) y = 7et
n)
(D + 2)x + (D + 3) y = 4
(2 D 6)x + (3D 4) y = 2
o)
(D + 1)x + (D + 2) y = t + 1
(5D + 1)x + (6 D + 3) y = 2t + 1
Chapter 12
Special Functions
12.1 Gamma Function
The Gamma function (q ) is defined by the following integral
(q ) = x q 1e x dx , Where q>0
(1)
(q + 1) = q(q)
Proof:
(2)
(q + 1) = x q e x dx
0
(q + 1) =
e x x q
0
+ q x q 1 e x dx = q(q )
0
(q + 1) = q!
q = 1, 2, 3, 4,........
(3)
460
Special Functions
(1)
Example 1 Find
=1
(1 / 2)
Example 2 Find
Solution:
(1 / 2) = x (1 / 2 )1e x dx
(4)
Assume x = u 2
(1 / 2) = 2 e u du
(5)
(6)
((1 / 2) )
= 2e
u 2
du * 2 e v dv
(7)
((1 / 2) )2 = 4 e (u
+v2 )
du dv
(8)
00
((1 / 2) )
/2
=4
0 0
r 2
r dr d = 4 * / 2 e r r dr
((1 / 2) ) = 4 * / 2 e
2
r 2
1 r 2
r dr = 2 * e (2r ) dr
20
461
Chapter Twelve
((1 / 2) ) = e
2
r 2
(1 / 2) =
Example 3 Find
(9)
(7 )
2(4)
Solution
(7 )
6!
=
= 60
2(4) 2 * 3!
Example 4 Find (4.8)
Solution:
q
1.00
1.05
1.10
1.15
1.20
1.25
1.30
1.35
1.40
1.45
1.50
(q)
1.0000
0.9735
0.9514
0.9330
0.9182
0.9064
0.8975
0.8912
0.8873
0.8857
0.8863
q
1.55
1.60
1.65
1.70
1.75
1.80
1.85
1.90
1.95
2.00
(q)
0.8889
0.8935
0.9001
0.9086
0.9191
0.9314
0.9456
0.9618
0.9799
1.0000
462
Special Functions
( 0.4 )
( 2.4 )
( 1.4 )
=
=
( 3.4)( 2.4) ( 3.4)( 2.4)( 1.4)
3. 4
(0.6 )
=
( 3.4)( 2.4)( 1.4)( 0.4)
(1.6 )
=
( 3.4)( 2.4)( 1.4)( 0.4)(0.6)
0.894
=
= 0.32607
( 3.4)( 2.4)( 1.4)( 0.4)(0.6)
(3.4) =
(2) =
(1)
( 0)
=
=
( 2) 2 * 1
(2n )!
1
n + = 2 n *
2 2
n!
(10)
463
Chapter Twelve
Proof:
1
1
3
5 3 1 1
n + = n n n ..... *
2
2
2
2 2 2 2
3 1
2n 1 2n 3 2n 5
=
...... * *
2 2
2 2 2
=
=
=
=
(2n )!
2 2n (n )!
1
(2n )!
Q n + = 2 n
(n )!
2 2
1
(6)! 15
(3.5) = 3 + = 6
=
2 2 (3)!
8
3 x
dx
464
Special Functions
Solution:
3 x
dx = x 4 1e x dx = (4) = 3! = 6
0
6 2x
dx
6 2x
dy 1
1
6!
45
y
dx = e y
= 7 ( y )6 e y dy = 7 (7) = 7 =
2
2 2 0
8
2
2
0
x 6 e 2 x dx =
0
45
8
x
e dx
Solution:
Let t = x 4 , x = t1 / 4 ,
1
dx = t 3 / 4 dt
4
x
e
1
1 +
1
1 1 1 4
dx = t 3 / 4e t dt = =
40
4 4 4 1
4
= (1.25) = 0.96785
e x dx = 0.96785
0
465
Chapter Twelve
Ln( x ) dx
Solution:
Assume Ln( x ) = t ,
x = e t , dx = e t dt
x = 0 t =
x =1
t = 0
When,
Ln( x ) dx =
t e
) dt = (t )1 / 2 (et ) dt
= (3 / 2 ) =
1 1
=
2 2
2
4 x
dx
Solution:
Assume u =
x = u2
dx = 2udu
Then at x = 0,
x=
u = 0 and
u=
466
Special Functions
4
x e
dx =
(u
2 1 / 4 u
(2udu ) = 2 u 3 / 2e u du
0
q 1 = 3 / 2
4 x e
q = 5/ 2
x
dx = 2.65868
4 x e
0
x3
dx
Solution:
Assume x 3 = u x = u1 / 3
1
dx = u 2 / 3du
3
Substitute in the above integral we get the following:
x3
e
0
x3
dx = e u u 2 / 3du
3
0
1 2 / 3 u
dx = u
e du
30
467
Chapter Twelve
q 1 = 2 / 3 , q = 1 / 3
3
1
1 (4 / 3)
e x dx = (1 / 3) =
= 0.8933
3
3
1
/
3
x 3
x dx
Solution:
x
It is clear that 3 x = e ln 3 = e x ln 3 = e x e ln 3 = 3e x
x 3
x dx = 3 e x x 3dx
0
q 1 = 3
q = 4
3 x x 3dx = 3(4 ) = 18
0
(x e
e
Solution:
)dx
468
Special Functions
Assume e x = u
e x dx = du
dx =
du
e x
du
u
At x =
u = 0 and,
At x =
u = and,
(
x e )
ln (u ) u du
ln (u ) u du
e
dx = e
e
= e
x
(
x e )
e
dx = u 2 e u du
x
q a = 2 q = 1
( 1) =
(x e
e
(0 )
=
1
)dx =
469
Chapter Twelve
B (m, n) = x m 1 (1 x )n 1 dx
(11)
( m) ( n )
( m + n)
B(m, n) =
(12)
Proof
Q (m) = t m 1e t dx
(13)
(m) = x 2m 2e x 2 x dx
(14)
= 2 x 2 m 1e x dx
0
Similarly,
(n) = 2 y 2 n 1e y dy
0
(15)
470
Special Functions
(m) (n) = 4 x 2 m 1 y 2 n 1e ( x
+ y2 )
dx dy
00
x = r cos ,
y = r sin , x 2 + y 2 = r 2 , dx dy = rdr d
/ 2
( m) ( n) = 4
2 m 1
2 n 1 r
(r cos ) (r sin ) e
0 0
2 m + 2 n 2 r 2
e 2r dr
(m) (n) = (r )
0
/2
*2 (cos )2 m 1 (sin )2 n 1 d
0
2( m + n 1) r 2
(m) (n) = (r )
e
dr 2
0
/2
*2 (cos )2 m 1 (sin )2 n 1 d
0
( m + n 1) t
( m) ( n) = t
e dt
0
/2
*2 (cos )2 m 1 (sin )2 n 1 d
0
( m) ( n)
( m + n)
r dr d
471
Chapter Twelve
B (m, n) = B (n, m)
(16)
Proof:
Substitute in (1) by
1 x = t , Then x = 1 t ,
dx = dt
x = 0 t =1
x =1 t = 0
So we have
1
B ( m, n ) = x
m 1
(1 x )
0
1
n 1
dx = (1 t )m 1 (t )n 1 ( dt )
1
= (t )n 1 (1 t )m 1 (dt ) = B (n, m)
0
B(m, n) = B(n, m)
Example 17 Evaluate the following integral
1
3
4
x (1 x ) dx
Solution:
1
472
Special Functions
1/ 2
2
t (4 t ) dt
Solution
4
t (4 t )
1/ 2
1/ 2
t
dt = 2 t 1
4
0
dt
t =0 x=0
t = 4 x =1
4
t (4 t )
1/ 2
dt = 2 (4 x )2 (1 x )1 / 2 4dx
0
= 2 * 4 * 4 ( x )2 (1 x )1 / 2 dx
2
(3) * (3 / 2)
3
= 2 7 * B 3, = 2 7
(9 / 2)
2
= 27
2!*[1 / 2 * (1 / 2)]
= 19.505
[7 / 2 * 5 / 2 * 3 / 2 * 1 / 2 * (1 / 2)]
(8 x3 ) dx
Solution:
2
(8 x )
3
x 3
dx = 2 x1 dx
2
0
473
Chapter Twelve
3
x
Assume that = u , then x = 2 u1 / 3
2
x = 0, u = 0 And x = 2, u = 1
1
0
1/ 3 2
I = 2 * 2u1 / 3 (1 u )
I=
u
3
2 / 3
du
1/ 3
8 1 1 / 3
(
)
u
1
u
du
3 0
2 4
8 2 4 8 3 3
I = B , =
3 3 3 3
(2 )
4
= (1.333)
3
We know that (1.3) = 0.8975 and (1.35) = 0.8912
0.8975
0.0063
x
0.8
912
0.02
1.3
1.33
1.35
474
Special Functions
x
0.02
=
0.0063 0.05
x = 0.0021
(1.33) = 0.8912 + x = 0.8912 + 0.0021 = 0.8933
The same way
5
= (1.6667 ) = 0.903
3
Also,
2 3 5 3
= = * 0.903 = 1.3545
3 2 3 2
2
(8 x3 ) dx = 83 * 0.89331*1.3545 = 3.2266
x 3 1 x 2 dx
Solution:
Assume x 2 = u , x = u and,
1
x3
x3
0
1
0
dx =
1 1 / 2
u
du
2
(1 x )
2
1 1 1 / 4
(1 u )1 / 3 du
dx = u
20
475
Chapter Twelve
m 1 = 1 / 4 and n 1 = 1 / 3
m = 3 / 4 and n = 4 / 3
x 3 1 x 2 dx =
0
1 3 4 1 (3 / 4 ) * (4 / 3)
B , =
= 0.527
2 4 3 2
(25 / 12 )
dx
x 4 + x2
Solution:
Assume u
4
4 + x2
x2 =
4
4
u
1/ 2
x = 4
u
dx = 2u
2 4
4
u
1 / 2
At x = 0 ,
u = 1 , and,
At x = ,
u=0
dx
x 4 + x2
du
1 / 2 1 / 2
= 4
u
2 4
2u 4
4
u
1 / 2
du
476
Special Functions
dx
x 4+ x
dx
x 4 + x2
21
4
= u 1 4
40
u
x 4 + x2
2 1 1 4
= u 4
40
u
dx
dx
x 4+ x
3 / 4
3 / 4
1 1 1 4
du = u (1 u )
20
u
11
4
du = u 1 (1 u )
20
u
3 / 4
du
3 / 4
du
1 3 / 4 1 1 3 / 4
= 4
u u (1 u ) 3 / 4 du
2
0
1
2*4
3/ 4
1 / 4
(1 u ) 3 / 4 du
m 1 = 1 / 4 and n 1 = 3 / 4
m = 3 / 4 and n = 1 / 4
dx
x 4 + x2
dx
x 4 + x2
dx
x 4+ x
B (3 / 4,1 / 4 )
= 0.785398
2 * 43 / 4
(3 / 4 ) * (1 / 4 )
2 * 43 / 4 (1)
(1.75) * (1.25)
2 * 43 / 4 * 0.75 * 0.25
0.9191 * 0.9064
2 * 43 / 4 * 0.75 * 0.25
Ln x dx
477
Chapter Twelve
Solution:
1
Assume ln = u
x
x =
1
eu
ln x = u or
= eu
1
= eu
x
dx = e u du
At x = 0 u = and
At x =
u=0
( )
1
Ln dx = u eu du = ue u du
x
0
0
It is clear that the above integral is in the form of Gamma function,
where,
q 1 = 1 q = 2
1
1
Ln dx = (2 ) = 1(1) = 1
x
0
Problems
(6.4 ) ,
( 4.3) ,
( 2 )
(4.5) (2.3)
( 2 ),
(0.7 ),
1)
dx
1 x
2)
x3
(1 x ) dx
2
3)
q x
dx
Chapter 13
Numerical Analysis.
13.1 Numerical Solution Of Equations
13.1.1 Introduction
Equations of various kinds arise in a range of physical applications
and a substantial body of mathematical research is devoted to their
study. Some equations are rather simple: in the early of our
mathematical education we all encountered the simple linear
equation ax + b = 0 , where a and b are real numbers and a 0 ,
whose solution is given by the formula x = b / a . Many equations,
however, are nonlinear: a simple example is ax 2 + bx + c = 0 ,
involving a quadratic polynomial with real coefficients a, b, c . The
two solutions to this equation, labeled x1 and x2 , are found in terms
of the coefficients of the polynomial form the familiar formulae:
b + b 2 4ac
,
x1
2a
b b 2 4ac
x2
2a
It is easy likely that you have seen the more intricate formula for the
solution of cubic and quadratic polynomial equations. But
unfortunately there is no any closed formula for finding roots for 5th
order polynomial or any nonlinear equations.
Our goal is to develop simple numerical methods for the
approximate solution of the equation f ( x ) = 0 . Methods of the kind
Chapter Thirteen
479
xn +1 = g ( xn )
(3)
x2 + 2
rearranged to be like this: x =
3
If we chose x0 = 0 , then we can do the following iterations:
x02 + 2
x1 =
= 0.666 666 666
3
x12 + 2
x2 =
= 0.814 814 815
3
x22 + 2
x3 =
= 0.887 974 394
3
x32 + 2
x4 =
= 0.929 499 508
3
and so on till
x10
x92 + 2
=
= 0.994 366 675
3
The results are very clear, where are going to the first root x = 1 .
To get the other root, assume x0 = 5 .
x02 + 2
x1 =
= 9.0
3
x12 + 2
x2 =
= 27.666 666 667
3
x22 + 2
x3 =
= 255.814 815
3
It is clear that, these results diverge and we can not get the solution.
If we use another value for x0 to be between 1 and 2 the results will
converge to the same root x = 1 . Then we have to try to rearrange
our equation in different manner as following:
x = 3x 2
481
Chapter Thirteen
2
because of the root will give
3
x1 = 3 x0 2 = 2.645 751 31
x2 = 3 x1 2 = 2.436 648 09
x3 = 3 x2 2 = 2.304 331 634
x4 = 3 x3 2 = 2.216 527 668
and so on till
x = 2.
Convergence theory:
x2 + 2
Q x = g (x ) =
3
g ( x ) =
2x
3
g ( x0 ) =
10
> 1,
3
so
divergence
occurs.
x = g (x ) = 3x 2
g ( x ) =
3
<1
2 3x 2
9
< 3x 2
4
3x >
9
2
4
x >
9 2
12 3
x >
1
12
1
for convergence.
12
Also
xo = 5
when
483
Chapter Thirteen
c0 =
a0 + b0
2
(4)
(5)
Obliviously,
signs
of
and
sign
of
ck =
ak + bk
2
Chapter Thirteen
485
(6)
(7)
x * ck
ba
(8)
k +1
a = a0
a1
a2
a3
b3
b2
b = b0
b1
If
we
look
to
the
previous
f (x ) = x 2 3x + 2 = 0
Assume a0 = 0 , and, b0 = 1.5
a0 + b0 0 + 1.5
=
= 0.75
2
2
f (c0 ) = 0.3125
c0 =
c1 =
a1 + b1
= 1.125
2
c2 =
a2 + b2 0.75 + 1.125
=
= 0.937 5
2
2
example
487
Chapter Thirteen
c3 =
a3 + b3
= 1.031 25
2
f(a)
f(b)
f(c )
489
Chapter Thirteen
bn an
.
2
Line joining (a, f (a )), (b, f (b )) :
y = f (a ) +
xa
( f (b ) f (a ))
ba
y = 0 x1 = a
c=
(9)
ba
af (b ) bf (a )
f (a ) =
f (b ) f (a )
f (b ) f (a )
af (b ) bf (a )
f (b ) f (a )
(10)
c=
a+b
2
average of a and b
False Position
c=
af (b ) bf (a )
f (b ) f (a )
f (x )
f (x )
(xn xn 1 )
xn
491
Chapter Thirteen
f(a)
f(b)
f(x )
1
2i 1
493
Chapter Thirteen
f(a)
f(b)
f(x )
495
Chapter Thirteen
At
the
point
(x1 , f (x1 )) ,
Taylor
expansion:
f ( x1 ) + f ( x1 )( x x1 ) = 0
x = x1
f ( x1 )
this is the root of F ( x ) = 0
f ( x1 )
f ( x1 )
Regard it as a good approximation to x* . So, let x2 = x1
f ( x1 )
Repeating the process, we have
f ( xn )
(11)
xn +1 = xn
f ( xn )
f ( x ) 0 in the neighborhood of
x* .
evaluations).
Example 5 Find the solution of the following equation by using
Newtons method: f ( x ) = x 2 3 x + 2 = 0
Solution:
xn
f(xn)
f '(xn)
0.000000000
2.000000000
-3.000000000
0.666666667
0.444444444
-1.666666667
0.933333333
0.071111111
-1.133333333
0.996078431
0.003936947
-1.007843137
0.999984741
0.000015259
-1.000030518
1.000000000
0.000000000
-1.000000000
497
Chapter Thirteen
f ( xn ) as follows:
f ( xn )
f ( xn ) f ( xn 1 )
xn xn 1
x n +1 = x n
x f ( xn ) xn f ( xn 1 )
f ( xn )
= n 1
f ( xn ) f ( xn 1 )
f ( xn ) f ( xn 1 )
xn xn 1
(12)
(13)
Secants method: f ( x ) = x 2 3 x + 2 = 0
Solution: Applying the Secants methodology to the above
499
Chapter Thirteen
xn
f(xn)
0.000000000
2.000000000
0.500000000
0.750000000
0.800000000
0.240000000
0.941176471
0.062283737
0.990654206
0.009433138
0.999485332
0.000514933
0.999995237
0.000004763
0.999999998
0.000000002
1.000000000
0.000000000
Some comments:
Two initial guesses are needed, but does not require f (a ) * f (b ) < 0
unlike bisection. But there might be problems if the root lies outside
the convergence range.
Must have
f ( xn ) f ( xn 1 ) (similar to f ( x ) 0 in Newtons
could estimate the values in between the given values. This is called
the interpolation of these given points. Fig.8 shows general example
of an interpolation.
Chapter Thirteen
501
( x0 , y0 ),
( x1, y1 ),
M
( xn , yn ),
Pn ( x0 ) = y0 a0 + a1 x0 + ....... + an x0n = y0
Pn ( x1 ) = y1 a0 + a1 x1 + ....... + an x1n = y1
Pn ( xn ) = yn a0 + a1 xn + ....... + an xnn = yn
In the above, a0 , a1 , ........, an are unknowns, and {xi } and {yi } are
known values. We can find the polynomial, if we solve the above
for a0 , a1 , ........, an
P1 ( x )
P1 ( x ) = a0 + a1 x
(14)
P1 ( x0 ) = a0 + a1 x0 = y0
a1 ( x0 x1 ) = y0 y1
P1 ( x1 ) = a0 + a1 x1 = y1
a1 =
y0 y1
x0 x1
if x0 x1
a0 = y0 a1 x0 = y0
P1 ( x ) =
y0 y1
x y x y
x0 = 0 1 1 0
x0 x1
x0 x1
x0 y1 x1 y0 y0 y1
+
x
x0 x1
x0 x1
(15)
Pn ( x )
which
passes
This
can
be
through
proved
by
503
Chapter Thirteen
Pn ( x ) = 0
i.e.,
interpolates
a0 = a1 = ....... = an = 0 .
Why?
Pn ( x ) = 0
From (15)
P1 ( x ) =
x0 y1 x1 y0 y0 y1
x
+
x0 x1
x0 x1
P1 ( x ) =
2*6 5*3 3 6
+
x
25
25
P1 ( x ) = 1 + x
We can check if this equation passing through the given points or
not as following:
P1 (2 ) = 1 + 2 = 3 = y1
P1 (5) = 1 + 5 = 6 = y 2
l0n ( x0 ) = 1
l0n ( xi ) = 0, i 0
l1n ( x1 ) = 1
l0n ( xi ) = 0, i 1
l2n ( x ) ( x0 , 0 ), ( x1 , 0 ), ( x2 , 1),........, ( xn , 0 )
l0n ( x2 ) = 1 l0n ( xi ) = 0, i 2
lnn ( x ) ( x0 , 0 ), ( x1 , 0 ), ( x2 , 0 ),........, ( xn , 1)
l0n ( xn ) = 1 l0n ( xi ) = 0, i n
{ }
505
Chapter Thirteen
i j
0
lin ( x ) =
1
i= j
l01 ( x0 ) = 1,
l01 ( x1 ) = 0
l11 ( x0 ) = 0, l11 ( x1 ) = 1
See Fig.12 for a picture of l01 ( x ) and l11 ( x ) .
l0n ( x )
0
degree n n =
1
at x1 , x2 , ........, xn
at x0
qn ( x )
= ( x x1 )( x x2 ).....( x xn )
=
qn ( x )
at x1 , x2 , ........, xn
(x x1 )(x x2 ).....( x xn )
qn ( x )
=
qn ( x0 ) ( x0 x1 )( x0 x2 ).....( x0 xn )
and is a degree n polynomial.
l0n ( x ) =
(x x1 )(x x2 ).....(x xn )
qn ( x )
=
qn ( x0 ) ( x0 x1 )( x0 x2 ).....( x0 xn )
(17)
lin ( x ) =
j = 0 (x x j )
n
lin ( x ) =
j i
n
j =0
j i
(xi x j )
(19)
( x0 , y0 ), ( x1, y1 ), ........, ( xn , yn )
507
Chapter Thirteen
yi lin (x )
(20)
i =0
{xi },
of
Pn ( xi ) = f ( xi ),
x0 , x1 , .........., xn .
i.e.
i = 0, 1, 2,........, n
Pn ( x ) =
f ( xi )lin (x )
i =0
xi
f ( xi )
0
0
3
1
1
2
2
3
1
3
4
0
(x 1)(x 3)(x 4)
( 1)( 3)( 4)
(x 0)(x 3)(x 4)
l13 ( x ) =
(1 0)(1 3)(1 4)
(x 0)(x 1)(x 4)
l23 ( x ) =
(3 0)(3 1)(3 4)
(x 0)(x 1)(x 3)
l33 ( x ) =
(4 0)(4 1)(4 3)
l03 ( x ) =
509
Chapter Thirteen
P3 ( x ) =
( x3 + 6 x 2 17 x + 36)
12
(
(2.5)3 + 6(2.5)2 17(2.5) + 36 )
P3 (2.5) =
= 1.281 25
12
f (2.5) 1.281 25
13.2.4 Newton Divided Differences
There are two problems with Lagranges form for the unique
interpolating formula:
1. It is expensive computationally.
2. If we have Pn ( x ) , we cant use it to find Pn +1 ( x )
The Lagrange formulation Pn ( x ) =
i =0
Pn ( x ) = A0 + A1 ( x x0 ) + A2 ( x x0 )( x x1 ) + ....
+ An ( x x0 )( x x1 )......( x xn 1 )
(22)
( xo , f (x0 ))
(x1 , f (x1 ))
(x2 , f (x2 ))
Pn ( x0 ) = f ( x0 )
Pn ( x1 ) = f ( x1 )
Pn ( x2 ) = f ( x2 )
A0 = f ( x0 )
(23)
f ( x1 ) = f ( x0 ) + A1 ( x1 x0 )
(24)
f ( x1 ) f ( x0 )
A
=
1
x1 x0
f ( x2 ) f ( x1 ) f ( x1 ) f ( x0 )
x2 x1
x1 x0
(25)
A2 =
x2 x0
New Notation:
f [x0 ] = f ( x0 )
f [x0 , x1 ] =
f [x1 ] f [x0 ]
x1 x0
f [x0 , x1 , x2 ] =
f [x1 , x2 ] f [x0 , x1 ]
x2 x0
We call f [x0 , x1 ] =
A0 = f [x0 ]
(26)
A1 = f [x0 , x1 ]
(27)
A2 = f [x0 , x1 , x2 ]
(28)
f [x1 ] f [x0 ]
divided difference at [x1 , x2 ],
x1 x0
511
Chapter Thirteen
Pn ( x ) = Pn 1 ( x ) + f [x0 , x1 ,...., xn ] ( x xi )
(29)
(30)
i =0
Where,
f [ x0 ]
= f ( x0 )
f [x0 , x1 ]
f [x0 , x1 , x2 ]
f [x0 , x1 , ....., xi ]
f [x0 , x1 , ....., xi ]
f [x1 ] f [x0 ]
x1 x0
f [x1 , x2 ] f [x0 , x1 ]
x 2 x0
f [x0 ]
f [x1 ]
f [x 2 ]
f [x3 ]
f [x 4 ]
f [x0 , x1 ]
f [x0 , x1 , x2 ]
f [x0 , x1 , x2 , x3 ]
f [x1 , x2 ]
f [x0 , x1 , x2 , x3 , x4 ]
f [x1 , x2 , x3 ]
f [x1 , x2 , x3 , x4 ]
f [x2 , x3 ]
f [x2 , x3 , x4 ]
f [x3 , x4 ]
1.
xi
f [xi ]
0
1
3
2
3
4
1
0
1
1/ 2
1
1/ 6
1/ 6
1 / 12
2.
P3 ( x ) = 3 + ( 1)( x 0 ) +
1
(x 0)( x 1) + 1 (x 0)(x 1)(x 3)
6
12
Consider if the points {xi } are evenly spaced. Let h be the fixed
distance between the points. Then we can define:
f ( xi ) = f ( xi + h ) f ( xi )
= f ( xi +1 ) f ( xi )
Or f i = f i +1 f i
This quantity is called the forward difference of f ( x ) at xi . Since
the points are evenly spaced, xi = x0 + ih,
For r 0 we can further define
i = 0, 1, 2, ......, n .
513
Chapter Thirteen
r +1 f i = r f i +1 r f i
With 0 f i = f i For example,
2 f i = (f i ) = ( f i +1 f i ) = f i +1 f i
= ( f i + 2 f i +1 ) ( f i +1 f i ) = f i + 2 2 f i +1 + f i
f [x0 , x1 ] =
f1 f 0 1
= f 0
x1 x0 h
f [x0 , x1 , x2 ] =
f [x1 , x2 ] f [x0 , x1 ]
x2 x0
1 1
1
f1 f 0
2h h
h
1
= 2 2 f 0
2h
=
f [x0 , x1 , ..., xk ] =
1
k! h k
k f 0
(31)
x x0
h
(32)
x xi = x0 + h x0 ih = ( i )h
which leads to the following form for the interpolating formula
Pn ( x ) =
i i
i = 0
f0
(33)
( 1)........( i + 1)
=
,
i
!
i
i>0
(34)
and = 1
0
(35)
For example, n = 1
P1 ( x ) = f 0 + f 0
As with Newton divided differences, we can easily construct tables
to evaluate the forward differences.
xi
fi
x0
f0
x1
x2
x3
f1
f2
f3
x4
M
f4
M
f i
f 0
f1
f 2
f 3
2 f i
2 f 0
2 f1
2 f 2
3 f i
3 f 0
3 f1
515
Chapter Thirteen
Example 12. Find the interpolating function for the following table
i
xi
f ( xi )
0
0
3
1
1
2
2
3
0
3
4
-1
1.
xi
fi
1
3
2
0
4
2.
f i
1
2
1
2 f i
3 f i
1
1
P3 ( x ) = 3 + ( 1)( ) + ( 1)
( )( 1) + (2) ( )( 1)( 2)
2
6
Note: forward differences of order greater than three are almost
entirely the result of differencing the rounding errors in the table
entries; therefore, interpolation in this table should be limited to
polynomials of degree less than four.
As you can see, there is nothing particularly special about forward
differences.
We can equally define backward difference interpolating functions
based on
f i = f i f i 1
(36)
a f ( x )dx , or
x
example:
b
a
I = xdx =
b
a
I = Pn ( x )dx
b
a
1 2
b a2
2
or
more
generally
517
Chapter Thirteen
a f ( x )dx cannot
b
a
f ( x )dx
xi +1
xi
f ( x )dx ( xi +1 xi )
f ( xi ) + f ( xi +1 )
2
h
( f i + f i +1 )
2
The integral is thus approximately, for n + 1 points,
I ( f ) Tn ( f ) =
n 1h
2 ( fi +
i =0
h n 1
f i +1 )
n 1
= ( f i ) + ( f i +1 )
2 i =0
i =0
h
[( f 0 + f1 + f 2 + ..... + f n 2 + f n 1 ) + ( f1 + f 2 + ..... + f n 2 + f n )]
2
h
= [( f 0 + 2 f1 + 2 f 2 + ..... + 2 f n 2 + 2 f n 1 + f n )]
2
I ( f ) Tn ( f ) =
n 1
+
+
f
2
f
f
0
i n
2
i =1
(37)
Where f 0 = f (a ) and f n = f (b )
Discretization Error
519
Chapter Thirteen
f ( x ) = P1 ( x ) + R2 ( x0 )
(
x x0 )2
= P1 ( x ) +
(
x x0 )3
f ( x0 ) +
f ( x0 ) + O h 4
(
x x0 )2
P1 ( x ) +
(
x x0 )3
f ( x0 ) +
f ( x0 )
( )
and in particular
f ( x1 ) P1 ( x ) +
h2
h3
f ( x0 ) +
f ( x0 )
2
6
E (R )
(x x0 )2
2
f ( x0 )dx
f ( x0 ) x1
(x x0 )2 dx
x
0
2
f ( x0 ) ( x x0 )3
2
3
E (R )
x1
x0
f ( x0 )
(x1 x0 )3
6
(38)
Thus, the total error is the Trapezoid Rule minus the integral of
P1 ( x ) minus E (R )
h
h2
h3
E (R ) ( f ( x0 ) + f ( x1 )) hf ( x0 )
f ( x0 )
f ( x0 ) E (R )
2
2
6
h3
h3
E (R )
f ( x0 ) =
M2
12
12
(39)
M 2 h3
Tn ( f ) I ( f )
12
i =1
(40)
M 2 h 3n
=
12
( )
M 2 (b a )h 2
= O h2
12
Therefore,
M 2 (b a )h 2
Tn ( f ) I ( f )
12
(41)
ba
=
n
4
Such that x0 = 0, x1 =
, x2 =
, x3 =
3
, x4 =
4
521
Chapter Thirteen
f ( x4 )
f ( x0 )
T4 ( f ) = h
+ f ( x1 ) + f ( x2 ) + f ( x3 ) +
2
2
=
+ 1.5509 + 0 + ( 7.4605) +
4 2
n=8
n = 64
n = 512
( 23.141) = 13.336
2
T8 ( f ) = 12.382
T64 ( f ) = 12.075
T512 ( f ) = 12.070
(x xi +1 )(x xi + 2 )
(xi xi +1 )(xi xi + 2 )
(x xi +1 )(x xi + 2 )
l12 ( x ) =
(xi +1 xi )(xi +1 xi + 2 )
(x xi )( x xi +1 )
l22 ( x ) =
(xi + 2 xi )( xi + 2 xi +1 )
l02 ( x ) =
523
Chapter Thirteen
I (P2 ) =
xi + 2
P2 (x )dx
x1
I (P2 ) = f ( xi )
xi + 2
(xi + 2 xi )
6
f ( x )dx I (P2 ) =
x1
+ f ( xi +1 )
4( xi + 2 xi )
x
xi
+ f ( xi + 2 ) i + 2
6
6
h
( f i + 4 f i +1 + f i + 2 )
3
(47)
where h = xi +1 xi
To get the sum over the entire interval [a, b] we sum over all the
panels, noting that the end points of the panels are have even
numbered indicies, with h =
Sn ( f ) =
n2
i =0
i = even
ba
n
h
( f 0 + 4 f1 + f 2 ) + h ( f 2 + 4 f 3 + f 4 ) + ... + h ( f n 2 + 4 f n 1 + f n )
3
3
3
n / 2 1
h
( f i + 4 f i +1 + f i + 2 ) = h ( f 2i + 4 f 2i +1 + f 2i + 2 )
3
i =0 3
h
( f 0 + 4 f1 + 2 f 2 + 4 f 3 + 2 f 4 + 4 f 5 + .... + 4 f n 3 + 2 f n 2 + 4 f n 1 + f n )
3
Sn ( f ) =
n / 2 1
n / 22
h
f 0 + 4 f 2i +1 + 2 f 2i + 2 + f n
3
i =0
i =0
(48)
M4
(49)
90
with M 4 being the bound on f (4 ) ( x ) . For the composite Simpsons
I (P2 ) I ( f ) h 5
Rule over the entire domain the upper bound on the error is
M 4 (b a ) 1 M 4 (b a )5
Sn ( f ) I ( f ) h
= 4
180
180
n
4
(50)
ba
= such that:
n
4
3
x0 = 0, x1 = , x2 = , x3 =
, x4 =
4
2
4
h
C.S .R. = [ f ( x0 ) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + f ( x4 )]
3
n = 4, h =
12
525
Chapter Thirteen
magnitude of error as the result using n = 512 with the CTR. Since
our goal is to have an accurate a result with a few a number of
function evaluations as possible, the CSR is a marked improvement
for this function.
13.3.3 Composite Rules
Divide
[a, b]
into
subintervals
(panels)
ba
, and xi = a + ih . For
n
I = f ( x )dx
t2
t1
I = f ( x )dx +
tp
t p 1
f ( x )dx + ..... +
f ( x )dx
xi +1
xi
f ( x )dx =
f ( x )dx
h
[ f (xi ) + f (xi +1 )]
2
(51)
b
a
I = f ( x )dx
I =
p 1
t
tii+1 f (x )dx
i =0
h n 1
[ f (xi ) + f (xi +1 )]
2 i =0
f ( xn )
f ( x0 )
+ f ( x1 ) + ... + f ( xn 1 ) +
I = h
2
2
I =
(52)
I = f ( x )dx =
I =
p 1
n
1
2
x2i+2
x
i = 0 2i
t
tii+1 f (x )dx =
i =0
f ( x )dx
n
1
2 h
i =0
n
n
1
2
2
2
h
I =
f 0 + 4 f 2i +1 + 2 f 2i + 2 + f n
3
i =0
i =0
(53)
527
Chapter Thirteen
h=
ba
=
such that x0 = 0, x1 = ,
n
4
4
x2 =
3
, and x4 =
4
f ( x4 )
f ( x0 )
C.T .R. = h
+ f ( x1 ) + f ( x2 ) + f ( x3 ) +
2
2
=
( 23.141) = 13.336
+
+
+
+
1
.
5509
0
7
.
4605
4 2
2
n=8
n = 64
n = 512
CTR = 12.382
CTR = 12.075
CTR = 12.070
f (x )dx i f (xi )
i =0
(54)
{xi }
determined by xi
In trapezoid: 0 =
h
= 1
2
i f (xi )
i =0
I =
i =0
i f (xi )
if f ( x ) is a polynomial of some
i =0
529
Chapter Thirteen
Example 16
n = 1, [a, b] = [ 1,1]
x0 , x1 , 0 , 1 are to be determined such that
Pm ( x )dx = 0 Pm ( x0 ) + 1 Pm ( x1 )
(55)
P0 ( x ) = 1
1
11dx = 0 + 1 0 + 1 = 2
2. Exact for polynomial of degree 1, i.e., 55 holds for
P0 ( x ) = x
1
P0 ( x ) = x 2
1
2
3
P0 ( x ) = x 3
1
x0 =
Thus
3
3
, x1 =
, 0 = 1, 1 = 1
3
3
(
)
f
x
dx
f
1
3 +
f
3
3
+
f
3
3
is exact if
f
3
f = 1, x, x 2 , x 3 .
Is it exact for all polynomials of degree 3 ? Yes:
1
2
2
3
3
3
3
3 3
3 3
= a0 [1 + 1] + a1
+
+ a2
+ 3 + a3 3 + 3
3
3
3
2
3
3
3
3
+ a 2
+ a3
+
= a0 + a1
3
3
3
2
3
3
3
3
a0 + a1
3 + a 2 3 + a3 3
531
Chapter Thirteen
3
+
= f1
3
f
3
polynomials of degree 3
Example 17 Evaluate
1 (3 + 4 x + 8 x
1
+ 2 x 3 dx Via Gaussian
Quadrature:
2
3
3 3
3
3 + 4 x + 8 x + 2 x dx = 3 + 4 3 + 8 3 + 2 3
2
3
3 3
3
+ 8
+ 2
+ 3 + 4
3
3
3
1
1
3 34
=
= 23 + 8
3
1
1
(3 + 4 x + 8x 2 + 2 x3 )dx = 23 + 83 = 343
4 x 2 8x3
8x 4
+
++
3 + 4 x + 8 x 2 + 2 x 3 dx = 3x +
2
3
3
f ( x )dx
i f (xi )
i =0
1, x, x 2 ,........, x m
where m is as large as possible. What is the largest possible m for a
fixed n The number of unknowns are: 2n + 2 and also m + 1
functions m + 1 equations.
Unknown = Eqns m + 1 = 2n + 2
i.e., m = 2n + 1
Conclusion: Gaussian quadrature with n + 1 nodes (function
evaluations) is exact for a polynomial of degree 2n + 1 . In
comparison, a Newton-Cotes rule of degree n with n + 1 nodes is
exact for polynomials of degree n .
When we have to determine i , xi , we have to solve a non-linear
system.
533
Chapter Thirteen
y = f ( x , y ) , y ( x0 ) = y 0
(59)
h>0
y ( n )
(xn +1 xn )2
2
for n between xn and xn +1 , n = 0, 1, 2,....N 1 . Since
y ( xn ) = f ( xn , y ( xn )) and xn +1 xn = h , it follows that:
y ( n ) 2
y ( xn +1 ) = y ( xn ) + f ( xn , y ( xn ))h +
h
2
y ( xn +1 ) = y ( xn ) + y ( xn )( xn +1 xn ) +
(60)
(61)
y n +1 = yn + hf ( xn , yn ) ,
(62)
( )
y ( n ) 2
h
2
called the local truncation error.
The algorithm for Euler's method is as follows.
y n +1 = yn + hf ( x0 + nh, y n )
Then, y n is as an approximation to y ( xn ) .
Example 18 Use Euler's method with h = 0.1 to approximate the
y ( x ) = 0.2 xy,
y (1) = 1
(63)
535
Chapter Thirteen
Solution: We have:
x0 = 1 , x f = 1.5 , y0 = 1 , f ( x, y ) = 0.2 xy
xn = x0 + nh = 1 + 0.1n , N =
1.5 1
=5
0.1
xn
yn
y ( xn )
Absolute
Relative
error
error
y ( x ) = 2 xy,
y (1) = 1
(64)
x0 = 1
, x f = 1.5 , y0 = 1 ,
xn = x0 + nh = 1 + 0.1n , N =
and
y n +1 = yn + 2(1 + 0.1n ) yn
1.5 1
=5
0.1
With
y0 = 1
xn
yn
y ( xn )
Absolute
Relative
error
error
537
Chapter Thirteen
The improved Euler's method takes the average if the slopes at the
left and right ends of each step. It is, here, formulated by means of a
predictor and a corrector:
( )
h
y nC+1 = ynC + [ f (xn , ynC ) + f (xn +1 , y nP+1 )],
2
y nP+1 = ynC + hf xn , y nC ,
(65)
(66)
y ( x ) = 2 xy,
Solution: We have
n = x0 + hn = 1 + 0.1n , n = 0, 1, ...,5.
The approximation y n to y ( xn ) is given by the predictor-corrector
scheme:
y0C = 1 ,
y nP+1 = ynC + 0.2 xn yn ,
xn
yn
y ( xn )
Absolute
Relative
error
error
k1 = hf ( xn , y n )
(67)
k 2 = hf ( xn + h, yn + k1 )
(68)
1
(k1 + k 2 )
2
(69)
y n +1 = y n +
539
Chapter Thirteen
k1 = hf ( xn , y n )
(70)
1
1
k 2 = hf xn + h, y n + k1
2
2
(71)
1
1
k3 = hf xn + h, y n + k 2
2
2
(72)
k 4 = hf ( xn + h, y n + k3 )
(73)
y n +1 = yn +
1
(k1 + 2k 2 + 2k3 + k 4 )
6
(74)
Solution:
We have f ( x, y ) = 2 xy and
y n +1 = yn +
0.1
(k1 + 2k 2 + 2k3 + k 4 )
6
where
xn
yn
y ( xn )
Absolute
error
Relative
error
y = ( y x 1)2 + 2,
y (0) = 1
Compute y 4 by means of Runge-Kutta's method of order 4 with
step size h = 0.1.
541
Chapter Thirteen
xn
yn
Exact value
y ( xn )
Global error
y ( xn ) y n
0.0
0.1
0.2
0.000 000157
0.3
0.000 000181
0.4
y at x = 0.6 if y =
Solution:
1
1
1
1
1
(k1 + 2k 2 + 2k3 + k 4 )
6
y = 1 , x = 0, 0.2
x = 0,
y = 0.5,
x = 0.1, 0.5
)1 / 2 ,
x = 0,
y = 1 x = 0.1, 0.2
3- y = ( x + y ) / xy,
x = 1,
y = 1,
2- y = y x 2
x = 1.0, 1.2
Runge-Kuttas method
1- y = (2 x + y )1 / 2 ,
x = 1, y = 2,
2- y = 1 x 3 / y , x = 0, y = 1,
3- y = ( x y ) / ( x + y ),
x = 1.0, 1.4
x = 0, 0.2
x = 0, y = 1 x = 0.2, 0.4
References
[1] Advanced Engineering Mathematics by C. Ray Wyle and