Chapter 3 Differential Equations

3.1 INTRODUCTION

In sciences and engineering, mathematical models are developed to aid in the understanding
of physical phenomena. These model often yield an equation that contains some derivatives
of an unknown function which is called differential equation. Examples, are free fall of object,
radioactive decay, electric circuit, management, rate of change in temperature, mixing problem
in tank and many more.

Definition 3.1

An equation containing the derivatives of one or more dependent variables, with respect to
one or more independent variables, is said to be differential equation (DE).

We need to know some common terminology to begin this chapter. A differential equation
involves with one or more dependent variables with respect to an independent variable. It is
said to be ordinary differential equations (ODE). For examples,

d 2 y dy
− + ky=0 , (1)
d x 2 dx

x is the independent variable and y is the dependent variables. Another example,

∂u ∂u
− =x−2 t ,(2)
∂t ∂x

x and t are the independent variables and u is the dependent variable.

A differential equation involving partial derivatives with respect to more than one independent
variables is a partial differential equation as shown in Example 2.

The order of a differential equation is the order of the highest-order derivatives present in the
d2 y
equation. Equation (1) is a second-order equation because is the highest-order derivatives
d x2
present. Equation (2) is a first-order equation because only first-order partial derivatives occur.

DIY Questions: Classify each as an ordinary differential equation (ODE) or a partial differential
equations (PDE) and give the order.

dy y ( 2−3 x )
1. Competition between two species, ecology : =
dx x ( 1−3 y )

34
 Chapter 3 Differential Equations

∂2 u ∂2 u
2. Laplace’s equation, heat, aerodynamics : + =0
∂ x2 ∂ y2

3.2 FIRST ORDER DIFFERENTIAL EQUATION

3.2.1 Separable Equations

A simple class of first-order equations that can be solved using integration is the class of
separable equations. These are equations

dy
=f ( x , y ) =g ( x ) h( y )(3)
dx

that can be rewritten to isolate the variables x and y on opposite side of the equation as in

1
dy=g ( x ) dx (4)
h( y )

Equation (4) is said to be separable.

Then we integrate both sides :

1
∫ h( y) dy =∫ g ( x ) dx
We obtain

H ( y )+ C1=G ( x )+ C2

H ( y )=G ( x ) +C ,(5)

where we have C=C 1+C 2. Equation (5) is the general solution of Equation (3).

Example 1 Solve the nonlinear equation

dy x−5
= 2 .(6)
dx y

Solution :

Step 1 Separate Equation (6)

y 2 dy=( x−5 ) dx (7)

Step 2 Integrate Equation (7)

∫ y 2 dy=∫ ( x−5 ) dx
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 Chapter 3 Differential Equations

Step 3 The general solution is

y3 x2
= −5 x + c .
3 2

Example 2 Find the general solution of

( 1+ x ) dy− y dx=0.(8)

Solution:

Step 1 Separate Equation (8)

( 1+ x ) dy= y dx

1 1
dy= dx (9)
y 1+ x

Step 2 Integrate Equation (9)

1 1
∫ y dy =∫ ( 1+ x ) dx

ln y=ln ( 1+ x ) +c

Step 3 The general solution

y
=ec
1+ x

y= (1+ x ) e c

Example 3 Solve the initial-value problem

1 1
dy + dx=0 ; y ( 4 )=−3.
x y

Solution:

36
 Chapter 3 Differential Equations

Find the general solution of the problems below.

dy 1 { y 4=4 ln x+ c }
1 = 3
dx x y

2 dx +e 3 x dy=0 { y= 13 e −3 x
+c }
dy 1−x 2 x3
3 dx
= 2
y { ( y 3=3 x −
3
+c )}
dv 1−4 v 2
4 x
dx
=
3v {−38 ln (1−4 v )=ln x+ c } 2

dy sec y { sin y=tan t+ c }

5 =
dt 1+t 2
1
√ y dx+ (1+ x ) dy=0
6 {−ln (1+ x )=2 y +c } 2

dy 3 x+2 y 1
7 dx
=e
{−12 e −2 y
= e 3 x +c
3 }
x 2 dx +2 y dy=0 −x3
8 { 2
y=
3
+c }
dy { ln y=−cos θ+c }
9 = y sin θ
dθ
dy
10 dx
=8 x 3 e−2 y
{12 e 2y
=2 x 4 + c }

3.2.2 Solving a Non-Linear Differential Equations (Integral factor)

The linear first order differential equations can be expressed in the form

dy
a1( x ) + a ( x ) y=b ( x ) (10)
dx 0

where a 1 ( x ) , a 0 (x) and b ( x) depend only on the independent variable x.

For example, the equation

37
 Chapter 3 Differential Equations

dy
( sin x ) +¿
dx

is a linear equation because the presence of variable y in terms of (cos x) y.

However, the equation

dy
y + ( sin x ) y 3 =e x + 1
dx

dy
is not linear due to the presence of term y 3 and y .
dx

Another method to solve the linear first order differential equation is by using integrating factor.

First, we have to divide all terms in Equation (10) with a 1( x ),

a1 ( x) dy a0 (x) b( x)
+ y= (11)
a1 ( x) dx a1 (x) a1 ( x)

Equation (11) can be written as

dy
+ P ( x ) y =Q ( x ) (12)
dx

a0 (x) b(x )
as P ( x ) = and Q ( x ) = .
a1 (x) a1 (x)

Equation (12) is called the standard form of Equation (10).

Second, we need to determine the integrating factor, μ ( x ) ,

P ( x ) dx
μ ( x )=e∫ .

Third, multiply μ( x ) to both side of Equation (12) will give us

dy
μ(x) + μ ( x ) P ( x ) y =μ ( x ) Q ( x ) .(13)
dx

From left-hand side of Equation (13) will be

d
[ μ ( x ) y ]=μ ( x ) Q ( x ) (14)
dx

Then integrate both side of Equation (14) we obtain,

38
 Chapter 3 Differential Equations

d
∫ dx [ μ ( x ) y ]=∫ μ ( x ) Q ( x ) dx
Finally we will get the general solution,

1
y ( x) =
μ( x)
[∫ μ ( x ) Q ( x ) dx+C ] .

Example 4 Find the general solution of this non-linear first ODE,

dy
+3 y =1.(15)
dx

Solution

Step 1: Since Equation (15) is in the standard form then, no need to do anything.

Step 2: To find the integral factor, let P ( x ) =3.

3 dx
μ ( x )=e∫ =e 3 x .

Step 3: Multiply μ ( x )=e 3 x to both side of Equation (15),

dy
e3x +3 e 3 x y =1∙ e 3 x
dx

d 3x
[ e y ]=e 3 x (16)
dx

Step 4: Integrate Equation (16),

d
∫ dx [ e 3 x y ] dx=∫ e3 x dx
1
e 3 x y= e 3 x +C
3

Step 5: The general solution

1 C
y= + 3 x .
3 e

Example 5 Determine the general solution of this non-linear first ODE,

39
 Chapter 3 Differential Equations

dy
+ y =e 3 x .( 17)
dx

Solution

Step 1: Since Equation (17) is in the standard form then, no need to do anything.

Step 2: Let P ( x ) =1 , then integral factor is

1 dx
μ ( x )=e∫ =e x

Step 3: Multiply μ ( x )=e x to both side of Equation (17),

dy x
ex +e y=e x ∙ e3 x
dx

d x
( e y )=e4 x (18)
dx

Step 4: Integrate Equation (18),

d
∫ dx ( e x y ) dx=∫ e 4 x dx

( e x y )= 1 e4 x +c
4

Step 5: The general solution

1 c
y= e3 x + x .
4 e

Example 6 Determine the general solution of ODE,

dy
x +2 y =2 x 3 (19)
dx

Solution

Step 1: Change Equation (19) into standard form,

x dy 2 y 2 x 3
+ =
x dx x x

40
 Chapter 3 Differential Equations

dy 2
+ y=2 x 2 (20)
dx x

2
Step 2: Let P ( x ) = , then the integral factor is
x

∫ 2x dx 2

μ ( x )=e =e 2 ln x =eln x =x 2 .

Step 3: Multiply μ ( x )=x 2 to the both side of Equation (20),

dy 2 2
x2 + x ∙ y=x 2 ∙ 2 x 2
dx x

dy
x2 + 2 xy =2 x 4
dx

d 2
( x y ) =2 x 4 (21)
dx

Step 4: Integrate Equation (21),

d
∫ dx ( x 2 y ) dx=∫ 2 x 4 dx
2
x 2 y = x5 + c
5

Step 5: The general solution

2 c
y= x 3 + 2 .
5 x

Example 7 Solve this initial-value problem

dy y
− =x e x , y ( 1 )=e−1.
dx x

Solution

Step 1: Since the equation is in the standard form then, no need to do anything.

−1
Step 2: Let P ( x ) = , the integral factor is
x

∫ −1 dx 1
=e−ln x =e ln x =x −1= .
−1
x
μ ( x )=e
x

41
 Chapter 3 Differential Equations

1
Step 3: Multiply μ ( x )= to the both side of ODE,
x

1 dy 1 y 1
− ∙ = ∙ x ex
x dx x x x

1 dy y
− 2 =e x
x dx x

d y
dx x ( )
2
=e x (22)

Step 4: Integrate Equation (22),

d
∫ dx ( xy ) dx=∫ e dx
2
x

y
2
=e x + c
x

Step 5: Given that y ( 1 )=e−1 , then

e−1 1
=e + c
12

c=e−1−e=−1.

y
Therefore the particular solution is 2
=e x −1.
x

Solve these differential equations by using the integral factor method.

1 dy
dx
+3 y =e x
{ y= 14 e +c e }
x −3 x

2 1 dy
t dt
−2 y =1
{ y= −12 + c e }
−t 2

3 dy 2
+ y=14 x 2
dx x {x y= 72 x + c}
2 4

4 1 dy
x dx
+2 y=x
{ y= 12 + c e }
− x2

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 Chapter 3 Differential Equations

5 dy
dx
+2 y=e3 x
{ y= 15 e 3x
+c e−2 x }
6 dy y x2
dx
=1−
x { xy=
2
+c }
7 dx 2 1
dt
=t ( 1−3 x )
{ x= +c e−t
3
3

}
8 dy x 5 x 3 47
x( dx )
+1 =x 3−2 y ; y ( 1 ) =3
{ 2
x y= − +
5 3 15 }
9 dy 2 y 2 2
− =x 2 cos x ; y ( π ) =2
dx x { y=x 2 sin x +
π2
x
}
10 dy 2 1
− y = ; y ( 1 )=2
dx x x { y= 12 + 52 x } 2

3.3 MATHEMATICAL MODELING INVOLVING FIRST ORDER

DIFFERENTIAL EQUATIONS

Mathematical modeling is the technique of representing real world problem which is complex,
involving multiple variables and some interrelated processes. This method can be used in the
study of growth population, radioactive decay, economics problems, changes in temperature,
mixtures, chemical reactions, biological reactions, mechanics, velocity of a falling object,
electric circuits and etc.

3.3.1 Mixing Problems

Example 8

Consider a large tank holding 1000L of water into which a brine solution of salt begins to flow
at a constant rate of 6L/min. The solution inside the tank is kept well stirred and is flowing out of
the tank at a rate of 6L/min. If the concentration of salt in the brine entering the tank is 1kg/L,
determine when the concentration of salt in the tank will reach 0.5kg/L.

Solution

Step 1: Set up the mathematical model.

Let x(t) be the quantity of salt in the tank at time t.

43
 Chapter 3 Differential Equations

dx
=input rate − output rate .
The rate of change of salt in the tank is dt

Input rate = quantity of the salt  volume of the water

= (1 kg/l) (6 l/min) = 6 kg/min.

Output rate =
(1000x ) 6x
kg/l  (6 l/min) = 1000 kg/min.

dx 6x 3x
=6− =6−
Then, the rate of change is dt 1000 500 .

Step 2 : Solve the differential equation.

Initial value, when t = 0, x = 0.

dx 3000−3 x 3 (1000−x )
= =
dt 500 500

1 3
∫ 1000−x dx=∫ 500 dt

3
−ln ( 1000−x )= t +c
500
3
ln ( 1000−x )=− t +c
500

3
− t +c
ln ( 1000−x ) 500
e =e
3 3
− t+c − t
500 c 500
(1000−x)=e =e ⋅e
x=0 ,t=0:
( 1000−0 ) =e c⋅e 0
ec =1000 .
3
− t
500
( 1000−x )=1000 e
3
x=1000 1−e ( −
500
t
)
44
 Chapter 3 Differential Equations

Step 3 : Solve the particular problem in the question.

Find the time t when the concentration of the salt reach x = 0.5kg/L.

Given that the concentration of salt is 0.5 kg/L, then the quantity of salt in the tank is

0.5 kg
x ( t )= ×1000 L=500 kg .
L

−3
500=1000 (1−e )
t
500

−3
t
0.5=1−e 500

−3
t
e 500 =0.5

−3
ln (e )=ln0.5
t
500

−3
t=−0.6931
500

t=−0.6931 ( −500
3 )
=115.52 min .

Example 9 A brine solution of salt flows at a constant rate of 8 L/min into a large tank that
initially held 100 L of brine solution in which was dissolved 0.5 kg of salt. The solution
inside the tank is kept well stirred and flows out of the tank at the same rate. If the
concentration of salt in the brine entering the tank is 0.05 kg/L, determine the mass of salt in
the tank after t min. When will the concentration of salt in the tank reach 0.02 kg/L?

Solution:

3.3.2 Growth and Decay

45
 Chapter 3 Differential Equations

Example 10 A culture initially has P0 number of bacteria. At t=1 h, the number of bacteria
3
is measured to be P0. If the rate of growth is proportional to the number of bacteria P(t )
2
present at time t, determine the time necessary for the number of bacteria to triple.

Solution

Step 1: Set up the mathematical model.

Let P(t ) = the number of bacteria present at time t and

P0 = the number of bacteria initially (t =0) .

The rate growth is proportional to the number of bacteria,

dP
∝P
dt

dP
=kP , k =constant
dt

Then integrate the rate of growth,

1
∫ P dP=∫ k dt
ln P=kt+ c

P=ekt +c =e kt ∙ e c

Step 2: Use the initial condition to find the constant.

When t=0 , P=P0 ,

P0=ek ( 0)+ c =e c

P=P 0 e kt

3
When t=1 h , P= P0 ,
2

3
P0=P 0 e k (1)
2

ln e k =ln ( 32 )
46
 Chapter 3 Differential Equations

k =0.4055

P=P 0 e 0.4055t

Step 3: Find the time when the number of bacteria is triple.

When P=3 P0 ,

3 P0=P0 e 0.4055t

ln e 0.4055t =ln 3

0.4055 t=1.0986

t=2.71 h .

Example 11 The population of bacteria in a culture grows at the rate proportional to the
number of bacteria present at time t. After 3 hours, it is observed that there are 400 bacteria
present. After 10 hours, there are 2000 bacteria are present. Determine the initial number of
bacteria.

Solution

Example 12 A radioactive material decays at a rate proportional to the present amount. For a
certain radioactive substance, approximately 10% of the original quantity decomposes in 25
years. Find the half-life of this radioactive material, that is the time elapses for the quantity of
material to decay to half of its original quantity.

Solution

Step 1: Set up the mathematical model.

Let Q ( t ) =¿ the present amount of radioactive at any time t (in years)

and Q0=¿ the original amount of radioactive initially, at t=0.

Since the rate decay is proportional to present amount,

dQ
∝Q
dt

dQ
=kQ , k =constant
dt

47
 Chapter 3 Differential Equations

Integrate the rate of decay,

1
∫ Q dQ=∫ k dt
ln Q=kt+ c

Q=ekt +c =e kt e c

Step 2: Use the initial condition to find the constants.

When t=0 , Q=Q 0 ,

Q0=ek (0) ec =e c

Q=Q 0 e kt

When t=25, approximately 10% of the quantity of radioactive decomposes,

Q= (100 %−10 % ) Q 0=0.9 Q 0

Then,

0.9 Q 0=Q0 e k(25)

ln e 25 k =ln 0.9=−0.1054

−0.1054
k= =−0.0042
25

Q=Q 0 e−0.0042 t

Step 3: Find the half-life of the radioactive.

1
Half-life means the half quantity of original amount, Q= Q 0 ,
2

1
Q 0=Q 0 e−0.0042t
2

ln e−0.0042 t=ln 0.5=−0.6931

−0.6931
t= =165 years .
−0.0042

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 Chapter 3 Differential Equations

Example 13 The radioactive isotope of lead, PB-209, decays at a rate proportional to the
amount present at time t and has a half-life of 3.3 hours. If 1 gram of lead is present initially,
how long will it take for 90% of the lead to decay?

Solution:

3.3.3 Newton’s Law of Cooling/Warming

The mathematical model of Newton’s Law of cooling/warming of an object is given by

dT
=k ( T −T m )
dt

Where k is a constant of proportionality, T is the temperature of the object for t >0 and T m is
the temperature of the medium around the object.

Example 14 When a cake is removed from an oven, its temperature is measured at 300 ℉.
Three minutes later, its temperature is 200 ℉. How long will it take for the cake to cool off to a
room temperature of 70 ℉ ?

Solution Given that the room temperature is the temperature of the medium around the
cake and its constant, T m=70 ℉ .

Then, the equation is

dT
=k ( T−70 )
dt

1
∫ T −70 dT=∫ k dt
ln ( T −70 ) =kt+ c

When t=0 , T =300 ℉ ;

ln ( 300−70 )=k (0)+ c

c=ln 230

Therefore

ln ( T −70 ) =kt+ ln 230

ln ( T230
−70
)=kt
T =70+230 e kt

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 Chapter 3 Differential Equations

When t=3 , T =200 ℉ ,

200=70+230 e3 k

130
e3 k=
230

3 k =ln 0.5652

k =−0.19

T =70+230 e−0.19 t

If T =70 ℉ , then there will be no finite answer since lim

t→∞
T ( t ) =70. We can approximate the time
by using a table as below,

T (t ) t ( minutes )
75 ℉ 20.1
74 ℉ 21.3
73 ℉ 22.8
72 ℉ 24.9
71 ℉ 28.6
70.5 ℉ 32.3

It can be said that the cake will reach the room temperature in approximately 30 minutes.

1 A tank contains 200 liters of fluid in which 30 grams of salt is dissolved. Brine
containing 1 gram of salt per liter is then pumped into the tank at a rate of 4 l/min; the
well-mixed solution is pumped out at the same rate. Find the quantity of salt in the tank
−t
at time t. {x ( t ) =200−170 e ¿}
50

2 Suppose that a large mixing tank initially holds 300 L of water in which 50 kg of salt
has been dissolved. Another brine solution is pumped into the tank at rate of 3 l/min and
then when the solution is well stirred, it is pumped out at a rate of 2 l/min. If the
concentration of the solution entering is 2 kg /l, determine a differential equation for
−t
amount of salt in the tank at time t. {x ( t ) =900−850 e }
150

3 The population of a town at a rate proportional to the population present at time t. The

50
 Chapter 3 Differential Equations

initial population of 500 increases by 15% in 10 years. What will be the population in 30
years? { 760 }

4 The population of bacteria in a culture grows at a rate proportional to the number of

bacteria present at time t. After 3 hours, it is observed that 400 bacteria are present. After
10 hours, 2000 bacteria are present. Determine the initial number of the bacteria.
{ Q=e 0.2299t +5.3 }
5 Initially 100 mg of a radioactive substance was present. After 6 hours, the mass had
decreased by 3%. If the rate of decay is proportional to the amount of the substance
present at time t, find the amount remaining after 24 hours. { 88.53 g }

6 Archaeologist used pieces of burned wood, or charcoal, found at the site to date
prehistoric paintings and drawings on walls and ceilings of a cave in Lascaux, France.
Given that the half-life of C-14 is 5600 years. Determine the approximate age of a piece
of burned wood if it was found that 85.5% of the C-14 found in living trees of the same
type had decayed. { 15,572 years }

7 A thermometer is taken from an inside room to the outside where the air temperature is
5 ℉. After 1 minute the thermometer reads 55 ℉ and after 5 minutes it gave 30 ℉.
What is the initial temperature of the inside room? { 64.44 ℉ }

8 A dead body was found within a closed room of a house where the temperature was a
constant 70 ℉. At the time of discovery the core temperature of the body was determined
to be 85 ℉. One hour later, a second measurement showed that the core temperature of
the body was 80 ℉. Assume that the time of death corresponds to t=0 and that the core
temperature at the time was 98.6 ℉. Determine how many hours elapsed before the body
was found. [ Hint: Let t 1> 0 denote the time that the body was discovered.]{ 1.6 }

3.4 SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS

3.4.1 Introduction to Homogeneous 2nd ODE

Theorem 1: Existence and Uniqueness – Homogeneous Case

For any real numbers a ( a ≠ 0 ) , b , c ,t 0 ,Y 0 ∧Y 1, there exists a unique solution to the initial
value problem (IVP)

d2 y dy
a 2
+b + cy=0 ( 1 )
dx dx
' t0
( )
Subject to the initial-value : y ( t 0 )=Y 0∧ y =Y 1 .

51
 Chapter 3 Differential Equations

There are several steps to follow in order to find the general solution and the particular
solution of 2nd ODE:

d 2 d2
Step 1 : Rewrite Equation (1) into D-operator form where D= , D = 2 .
dx dx

a D2 y+ bDy+cy =0(2)

Factorize Equation (2), ( a D2 +bD+ c ) y =0

Replace D with m to obtain the auxiliary equation/ characteristic equation.

a D2 +bD+c =0

a m2 +bm+ c=0( 3)

Step 2 : Find the roots of Equation (3). There are 3 types of roots:

i. If the roots are real number and different, m1=α ∧m2=β , then the general solution
will be y ( x ) =A e αx + B e βx .
ii. If the roots are real number and repeated, m 1=m 2=α , then the general solution will
be y ( x ) =A e αx + Bx e αx .
iii. If the roots are complex number, that is m=α ± βi , then the general solution will be
y ( x ) =e αx ( A cos βx + Bsin βx ) .

Step 3 : Use the initial-value condition to find the particular solution based on the general
solution that has been obtained.

Example 15 Find the solution to the initial value problem

d2 y dy '
2
+2 −8 y =0 ; y ( 0 )=3∧ y ( 0 )=−12.
dx dx

Solution

Step 1: Rewrite into D-operator form.

D2 y+ 2 Dy−8 y=0

D2 +2 D−8=0

The auxiliary equation.

52
 Chapter 3 Differential Equations

m 2 +2 m−8=0

Step 2: Find the roots

( m+4 ) ( m−2 )=0

m=−4 @ m=2

Since the roots are real and different, then the general solution is

y= A e−4 x + B e2 x (4)

Step 3: Given that y ( 0 )=3∧ y ' ( 0 )=−12.

2(0)
When y ( 0 )=3 , 3=A e
−4 (0 )
+Be

A+ B=3(i)

Differentiate Equation (4),

dy
y'= =−4 A e−4 x +2 B e2 x (5)
dx

When y ' ( 0 )=−12,

−4 (0) 2(0)
−12=−4 A e +2 B e

2 B−4 A=−12(ii)

Solve (i) & (ii) simultaneously, B=3− A ,

2 ( 3− A )−4 A=−12

−6 A=−18 → A=3

Therefore, B=3−3=0.

Finally, the particular solution is y=3 e−4 x .

Example 16 Solve the given initial-value problem.

y -4y'+4y=0 ; y(1)=1 & y'(1)=1

Solution:

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 Chapter 3 Differential Equations

Example 17 Find the general solution and the particular solution of the IVP.

d2 x dx '
2
+ 2 +2 x=0 ; x ( 0 )=2∧x ( 0 )=1.
dt dt

Solution:

3.4.2 Non-homogeneous 2nd Order Differential Equations

There are two solution should be obtain in order or solve non-homogeneous 2 nd order
differential equation; the complementary solution ( y c ) and the particular solution ( y p ). The
complementary solution, y c is solved by the same method of solving the homogeneous part
which we can denoted as PART 1 and the particular solution, y p , need to be solved by method
of undetermined coefficients which we can called as PART 2.

Theorem 2 General Solution – Non-homogeneous Equations

Let y p be any particular solution of the homogeneous linear nth-order differential equation

dn y d n−1 y d n−2 y dy
an( x ) n
+ a n−1 ( x ) n−1
+a n−2 ( x ) n−2
+ ⋯+a1 +a 0 ( x ) y=g(x )
dx dx dx dx

on an interval I, and let y 1 , y 2 , … , y nbe a fundamental set of solutions of the associated

homogeneous differential equation

dn y d n−1 y d n−2 y dy
an x
( ) n
+ an−1 x
( ) n−1
+a n−2 x
( ) n−2
+ ⋯+a1 +a 0 ( x ) y=0
dx dx dx dx

on I. Then the general solution of the equation on the interval is

y=c1 y 1 ( x ) +c 2 y 2 ( x )+ ⋯+ cn y n ( x ) + y p = y c + y p ,

where the c i ,i=1,2, … , n are arbitrary constants.

In PART 2, the g(x) function is the hint of finding the particular solution which can be
chosen from a table containing undetermined coefficients in suggesting the general form. There
are three steps in this part, that is,

Step 1: Assume the function of the particular integral y p by the corresponding function
of g( x ) which can be chosen from Table 1.
2
Step 2: Substitute y p into the differential equation a D ( y p ) +bD ( y p ) +c y p=g ( x ) .

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 Chapter 3 Differential Equations

Step 3: Determine the relevant coefficients to find the constant. Then the general solution

y= y c + y p .

Step 4: Solve the entire solution by using the given boundary conditions.

In Table 1, there are several example of assumed particular solution y p to corresponding

function of g( x ).

TABLE 1
g( x ) Assumed particular solution, y p
1 1 ( any constants ) A
2 2 x+3 ( linear function ) Ax+ B
2
3 3 x −2 x −5 ( quadratic function ) A x 2+ Bx+ c
4 x 3−x 2+ x+3 ( cubic function ) A x 3+ B x 2+ Cx+ D
5 sin 6 x ( trigonometry function ) A sin 6 x+ B cos 6 x
6 cos 6 x ( trigonometry function ) A sin 6 x+ ¿ B cos 6 x ¿
3x
7 e ( exponential function ) A e3 x
8 ( 2 x−7 ) e 7 x ( Ax+ B ) e7 x
9 x2 e5 x ( A x 2+ Bx +C ) e 5 x
10 e 9 x sin 3 x A e 9 x sin 3 x +Be 9 x cos 3 x
11 5 x 2 cos 2 x ( A x 2+ Bx +C ) cos 2 x
12 x e x cos 5 x ( Ax+ B ) e x sin 5 x + ( Cx+ D ) e x cos 5 x

Example 18 Find a particular solution to

d2 y dy 3t
2
+3 +2 y=10 e .
dt dt

Solution:

To solve Part 1:

Step 1: Rewrite into D-operator form

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 Chapter 3 Differential Equations

D 2 y+ 3 Dy +2 y =0

D2 +3 D+2=0

The auxiliary equation m 2 +3 m+2=0.

Step 2: Find the roots.

( m+1 )( m+2 ) =0

m1=−1 @m2=−2.

Since the roots are real and different, then the complementary solution is

y c = A e−t + B e−2 t .

To solve Part 2:

Step 1: Since g ( t ) =10 e3 t , then assume the particular integral as y p=a e3 t .

2
Step 2: Substitute y p into the differential equation a D ( y p ) +bD ( y p ) +c y p=g ( x ) .

D 2 ( a e 3 t ) +3 D ( a e 3t ) +2 ( a e 3 t )=10 e 3 t
2
d ( 3t) 3t d 3t 3t
ae =3 a e , 2 ( ae ) =9 a e
dt dt

Step 3: Find the constant.

9 a e 3 t +3 ( 3 a e 3 t ) +2 a e 3 t=10 e3 t

9 a+ 9 a+2 a=10

20 a=10

1
a=
2

1 3t
Therefore the particular solution, y p= e .
2

Then the general solution,

1
y= A e−t +B e−2 t + e3 t .
2

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 Chapter 3 Differential Equations

Example 19 Solve this boundary-value problem for the given equation below.

d2 y dy 2x '
2
−3 + 4 y=2e ; y ( 0 )=1∧ y ( 0 )=3.
dx dx

Solution:

To solve Part 1

Step 1: Rewrite into D-operator form

D 2 y−3 Dy+ 4 y=0

D2−3 D+ 4=0

The auxiliary equation m 2−3 m+4=0.

Step 2: Find the roots.

( m+1 )( m−4 )=0

m1=−1 @m2=4.

Since the roots are real and different, then the complementary solution is

y c = A e 4 x + B e− x .

To solve Part 2:

Step 1: Since g ( x )=2 e2 x, then assume the particular integral as y p=a e2 x .

2
Step 2: Substitute y p into the differential equation a D ( y p ) +bD ( y p ) +c y p=g ( x ) .

D 2 ( a e 2 x )−3 D ( a e 2 x ) +4 ( a e 2 x )=2 e 2 x

d ( 2x ) 2x d2 2x 2x
ae =2 a e , 2 ( ae )=4 a e
dx dx

Step 3: Find the constant.

4 a e 2 x −3 ( 2 a e 2 x ) +4 a e2 x =2 e2 x

4 a−6 a+ 4 a=2

a=1

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 Chapter 3 Differential Equations

Therefore the particular solution, y p=e2 x .

Then the general solution,

y= A e4 x +B e− x + e2 x .

Step 4: Use the boundary-value condition to determine the constant of A & B .

When y ( 0 )=1 :
4 (0) −(0) 2(0)
1= A e +Be +e

A=−B (i)

When y ' ( 0 )=3 :

dy
y'= =4 A e 4 x −B e−x +2 e 2 x
dx
4 (0) −(0 ) 2(0)
3=4 A e −B e +2 e

4 A−B=1(ii)

Substitute (i) into (ii),

4 (−B )−B=1

−1
B=
5

1
A=
5

The final solution is

1 1
y ( x ) = e 4 x − e−x +2 e2 x .
5 5

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