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MA1506
Mathematics II
Chapter 1
Group B
Lecturer: Chew Tuan Seng Ordinary Differential Equations
Example 1 Example 1 (cont)
get
We write
Then integrate both sides,
1
∫ e dx = ∫1 + y2dy
x
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Why –x in
Initial condition
Find the time at which the temperature of the ball T and the temp T0 of the surrounding medium.
is 31°C.
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T0=30
when t=0, T=100, when t=3, T=70
When T=31 , find t
Chew T S MA1506-09 Chapter 1 13 Chew T S MA1506-09 Chapter 1 14
Newton’s
2nd Law
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Let x(t) = vol of CO in the room at time t 0.2 m3 /min Vol: 2000 m3
0.2 m3 /min 3% CO 0.2 m3 /min
Room 2000 m3 x(t) of CO
0.2 m3 /min
3% CO
x(t) of CO
CO per m3
Example 5 (cont)
What happens when ODE is not separable?
For examples,
Set
dv
y ' = g (v) = v + x
dx
dv v 1
x = − −
dx 2 2v
Chew T S MA1506-09 Chapter 1 29 Chew T S MA1506-09 Chapter 1 30
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positive negative
Can be positive
or negative
Example 7 (cont)
Example 7: Linear Change
2 u + 5 du 4u +10
=1 du = 2dx
4 u + 11 dx 4u +11
−( x − 2 y ) − 3
y' = 1
2(( x − 2 y ) + 5 ((1− )du = 2dx
set 4u+11
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dx ∫ p(x) = p(x)
R ' = e∫
d
dx ∫
p ( x ) dx
p ( x)dx = RP Use the following example to illustrate
1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
∫ ( Ry )' = ∫ RQ
d ∫ cos xdx
=
d sin x
= cos x Ry = ∫ RQ
dx dx
R = e∫
p ( x ) dx
d ∫ cos xdx where
∴ = cos x Hence we can find the function y,
dx see the following example
Chew T S MA1506-09 Chapter 1 39 Chew T S MA1506-09 Chapter 1 40
1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
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1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
dv k Example 10
(cont) + v = g
dt m At time t = 0 a tank contains 20 lbs of salt dissolved
Integrating factor in 100 gal of water.
1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
Example 10 (cont)
Example 10 (cont)
dQ Q
= 3 × 0.25 − 3 ×
dt 100
Chew T S MA1506-09 Chapter 1
Chew T S MA1506-09 Chapter 1 45 46
1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
Nonlinear if
n > 1 or n< 0
Set
Set
Given eq multiplied by (n‐1)y‐n get
Integrating factor:
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1.3 Linear 1st order d.e 1.3 Linear 1st order d.e
has many solutions.
• Linear However if an initial condition y(x0)=y0, (very
Use integrating
g g factor often x0=0) is given,
What if neither applies? Use some clever substitution then there is one and only one solution,
i.e., the solution is unique.
a) Reduction to separable, v = y/x In the above, Q(x) may be zero function .
b) Linear change, u = ax+by +c Here we assume that P and Q are continuous
c) Bernoulli eq: z= y1-n
Chew T S MA1506-09 Chapter 1 49 Chew T S MA1506-09 Chapter 1 50
1.4 Second-order linear ODE with When R(x) is not zero function,
constant coefficients
d2y dy
The general form is 2
+ A + By = R ( x)
dx dx
d2y dy is called nonhomogenous.
2
+ A + By = R ( x)
dx dx
where A, B are constants. We shall consider homogeneous case
When R(x) is zero function, we have
first
d2y dy
2
+ A + By = 0
dx dx
This equation is called homogeneous.
Chew T S MA1506-09 Chapter 1 51 Chew T S MA1506-09 Chapter 1 52
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dy d2y
Consider a special case: when p(x) is Then
= λ eλ x and = λ 2 eλ x
constant , say B. Then the general dx dx 2
solution is
y = Ce− Bx Subst.these into the given ODE, get
y = c1eλ1 x + c2eλ2 x
Chew T S MA1506-09 Chapter 1 57 Chew T S MA1506-09 Chapter 1 58
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d2y dy
The 2nd solution is
y = xeλ1 x − 4 + 4y = 0
dx 2 dx
We can verify that Solution
The auxiliary equation is
y = c1eλ1 x + c2 xeλ1 x λ 2 − 4λ + 4 = 0
We have only one solution
is also a solution (superposition principle) λ1 = 2
In fact , we can prove that every solution is .
λ1 x λ1 x
of the form
y = c1e + c2 xe Hence the general solution is
y = c1e2 x + c2 xe2 x
Chew T S MA1506-09 Chapter 1 63 Chew T S MA1506-09 Chapter 1 64
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(cont)
Example 1 solve y''− y'− 2y = 4x
2
Now we can verify that y p = A + Bx + Cx 2
Can we guess a solution? is a solution
y p = Ax2 First ( y p )' = B + 2Cx
or
y p = A + Bx + Cx2 ( y p )'' = 2C
Subst above into y ''− y '− 2 y = 4 x 2
We can verify that y p = Ax 2
get
is NOT a solution 2C − B − 2Cx − 2 A − 2 Bx − 2Cx 2 = 4 x 2
So C = −2, B = 2, A = −3
Chew T S MA1506-09 Chapter 1 75 Chew T S MA1506-09 Chapter 1 76
(cont) Therefore
yh + y p = C1e2x + C2e−x − 3 + 2x − 2x2
Hence
y p = −3 + 2x − 2x 2
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Example 3 (cont)
Consider y ''+ py '+ qy = e
ax
We have to assume that
We guess a particular solution is a2 + pa + q ≠ 0 Case1
yp = Ae ax
ax
i.e., e is NOT a solution of the
S b t y p = Ae
Subst A ax into
i t th
the given
i ODE
ODE, gett corresponding homogeneous
equation
A(a 2 + pa + q )eax = eax
Case 2
A(a 2 + pa + q ) xeax + A(2a + p )eax = eax
Suppose that eax is a solution of
Hence A(2a + p ) = 1
y ''+ py '+ q = 0 So 1
A=
2a + p
We assume that 2a + p ≠ 0
Then we g
guess a p
particular solution is
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i off the
is h fform Ae2 x S a particular
So i l soln
l off y ''+ 2 y '+ 1 = e− x
(cont)
Example 4 Find a particular soln of
We can check that −1
y''+ y = sin x A = 0, B =
2
Hence a particular soln is
First the general soln of −1
y p = x(
y''+ y = 0
cos x)
2
The general soln of y ''+ y = sin x
Is C1sin x + C2 cos x
Is 1
As in the summary, a particular soln is of C1 sin x + C2 cos x − x cos x
the form y = x( Asin x + B cos x) 2
p
Chew T S MA1506-09 Chapter 1 89 Chew T S MA1506-09 Chapter 1 90
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Example 7
Example 6 (cont)
So a particular soln of
y '' − 4 y ' + 4 y = 2 0 x 3 e 2 x We may guess that a particular soln is of the form
x[( Ax + B)sin 2 x + (Cx + D)sin 2 x]
is of the form x ( Ax + Bx + Cx + D)e
2 3 2 2x
Whyy we have extra term x in the above?
2
Note that we have extra term above x Since sin2x and cos2x are solns of
By method used in Example 5 , we can y ''+ 4 y = o
get A=1,B=C=D=0 Again, it is not easy to find A,B,C, D.
We shall use the method in Examples
5,6 to find a particular soln.
Chew T S MA1506-09 Chapter 1 95 Chew T S MA1506-09 Chapter 1 96
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(cont) (cont)
To find a particular soln of
Remark (*) :
The imaginary part of 16 xe 2 xi
first notice that e2ix = cos(2x) +i sin(2x) is 16 x sin 2 x
So now we consider the following
g ODE So if z(x) is a complex soln of
z ''+ 4 z = 16 xe 2 xi
Why we have 2 2i
where u ( x ) = x( Ax + B) A = = 2 = −2i B =1
extra term x in u i i
A, B are complex numbers
Example 8
Now look at what we have done
As in Example 7, we consider
z ''+ 2 z '+ 5 z = 16 xe − x e 2ix
A particular soln is of the form
z ( x) = u ( x)e( −1+ 2i ) x
From the remark (*), we have where u ( x) = x( Ax + B)
As in example 6, we can find A and B. The
real part of z(x) is a particular soln of y-
equation . Why we have extra term x in u(x)?
Chew T S MA1506-09 Chapter 1 101 Chew T S MA1506-09 Chapter 1 102
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Try y p = u ( x) y1 ( x) + v( x) y2 ( x)
Chew T S MA1506-09 Chapter 1 105 Chew T S MA1506-09 Chapter 1 106
Subst the above into the given ODE, we Method of Variation of Parameters
get
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Ex 1(cont) Ex 1(cont)
See Appendix 4
+ ve − x
See Appendix 5
y p = ue x
yh
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Variation of parameters
Chew T S MA1506-09 Chapter 1 117 Chew T S MA1506-09 Chapter 1 118
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Appendix 3 Optional
Appendix 2 (cont) Caution
General soln of nonhomogeneous ODE
Appendix 4
Appendix 4 (cont)
Appendix 5 (cont)
Appendix 5
Chapter 1
END
Chew T S MA1506-09 Chapter 1 125 Chew T S MA1506-09 Chapter 1 126
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