رياضيات مرحله ثانيه

‫بسم هللا الرحمن الرحيم‬
Engineering Analysis and

Numerical Methods
Stage: Third
Civil Engineering Department

Tikrit University -Civil Engineering
Department-Third Stage Eng. Anal.&
Num. Meth. Dr. Adnan Jayed Zedan
Text Book
Advanced Engineering
Mathematics
By
C.R. Wylie

References
- Advanced Engineering Mathematics by

Kreyszig
- Differential Equation by Iyengar
- Advanced Mathematics by Agarwal , et .al
- Integral Calculus and Differential Equations
by Chatterjee

Syllabus
Ordinary Differential Equations of First order (16 hrs)

Linear Differential Equations with Constant Coefficient (12 hrs)
Simultaneous Linear Differential Equations (12 hrs)
Numerical Solutions of Ordinary Differential Equations (8 hrs)
Finite Differences (4 hrs)
Interpolation (4 hrs)
Numerical Differentiation (8 hrs)
Numerical Integration and Computer Application (4 hrs)
Fourier Series (16 hrs)
Partial Differential Equation and Boundary Value problems (12 hrs)
Numerical Solution for Partial Differential Equations (8 hrs)
Matrices and its Applications Tikrit University -Civil Engineering
(16 hrs)
Ordinary Differential Equations of First Order
**Definitions:
Differential equation (DE) : An equation involves one or
more derivatives or differentials.
**Type: Ordinary or Partial:

Ordinary derivatives occur when the dependent variable "y"
is a function of one independent variable "x";
Partial derivatives occur when the dependent variable "y" is
a function of two or more independent variables ; i.e.
**Order : (highest derivative)
**Degree: (power of highest derivative)

Example (1)
Ordinary, Order 2, Degree 1
Ordinary, Order 3, Degree 2

Example (2)
Partial, Order 4, Degree 1
Partial, Order 2, Degree 1

Linear and non-Linear differential equations
If a differential equation is of first degree in the
dependent variable y and its derivatives (consequently ,
there cannot be any term involving the product of y and
its derivatives) then it is called a linear differential
equation otherwise it is non -linear .

OR
A linear differential equation (of y = f(x) ) is of the form :
(1)
Or
A non linear D.E. ,cannot be put in form (1) .

Examples:
linear
non linear because (
non linear because (

A solution of D.E.; is a relation between the dependent and
independent variables, and it satisfies the equation identically:
is a general solution of:
The general solution of D.E. of nth order, is one contains n essential

constants (parameters). By essential we mean that the n constants
cannot be replaced by a smaller number.
For example,
contains 3 constants and can be reduced
Where d = a + b and e = b - c

However, there are equations such that;
(which has only the single solution y=0)
(which has no solutions at all)
Also, there are differential equations which posses solutions,

containing more essential parameters than the order of the
equation.

C1=1 C1=1
C1=0.5 C1=0.5
C1=0.25 C1=0.25
C1=-1 C1=-1
C1=-.5 C1=-.5
C1=-.25 C1=-.25

Both can be pieced together to give a D.E.
2y
y for all values of x
x
y 2y
c1  2 , y  2c1 x 
x x
y 2y
c2  2 , y  2c2 x 
x x
2y
Also y for y  cx 2
x
Any solution found from the general solution by assigning particular
values to the constants is called a particular solution.
y  a cos x  b sin x general solution
a  1 and b  0
y  cos x particular solution
Solution which cannot be obtained from any general solution by

assigning specific values to the constants are called singular solution.

If a general solution has the property that every solution of the
differential equation can be obtained from it by assigning
suitable values to its arbitrary constants, it is said to be a
complete solution.
Example: Show y  ae  x  be 2 x is a solution of

y  y  2 y  0 for all values of a and b.
Solution:
y  y  2 y  (ae  x  4be 2 x )  (ae  x  2be 2 x )

 2(ae  x  be 2 x )
x x x
 (e  e  2e )a  (4e  2e  2e )b 2x 2x 2x
 0a  0b  0 o.k.
Note:
x
y1  ae or y2  be 2x
y1 y1   y1   0
Satisfies 2
yy   y  0
2
y2 y2   y2   0
2

But;
x
y  y1  y2  ae  be 2x
Is not solution of
yy   y  0
2
yy   y  0
Since 2
Is not linear, while;
y  y  2 y  0 Is linear
Example: Given y  ae x  b cos x (1)
Find second-order differential equation.
Solution:
If the given function has n constants, differentiate nth
times and then eliminate the constants.
y  ae x  b sin x (2)
y  ae x  b cos x (3)

By adding and subtract equations (1) and (3)
y  y
y  y  2ae x a
2e x
y  y
y  y   2b cos x b
2 cos x
Substitute a and b into Eq. (2)
y  y x y  y
y  x
e  sin x
2e 2 cos x
2 y  y  y  y tan x  y tan x
(1  tan x) y  2 y  (1  tan x) y  0

ae  b cos x  y  0
x
(1)
ae  b sin x  y  0
x (2)
ae  b cos x  y  0
x (3)
1  cos x y
1  sin x  y  0
1  cos x  y 
( y sin x  y cos x)  ( y cos x  y cos x)

 ( y cos x  y sin x)  0
y(cos x  sin x)  2 y cos x  y(cos x  sin x)  0
Divide by cos x getting:
y  y tan x  2 y  y  y tan x  0
(1  tan x) y  2 y  (1  tan x) y  0

This is only second-order D.E., but there are other D.E.
Differentiate Eq. (3) 

y  ae  b cos x
x
twice more,
y  ae  b cos x
iv x
y yiv and since it is a 4th order D.E. we expect the

solution to contain 4 constants and we can
x
show that:
y  ae  b cos x  ce  d sin x
x
Satisfied
y y
iv for all values of a, b, c and d.

Separable First-Order D.E.
Often a first order D.E. can be reduce to
f ( x)dx  g ( y)dy (1)
And such an equation is said to be separable;
The general solution is:
 f ( x)dx   g ( y)dy  C (2)

Other forms:
f ( x)G( y)dx  F ( x) g ( y)dy (3)
dy (4)
 M ( x) N ( y )
dx Tikrit University -Civil Engineering
Solution of Eq. (3) is:
f ( x) g ( y)
 F ( x)dx   G( y)dy  C
And the solution of Eq. (4) is:
dy
 N ( y) 
 M ( x )dx  C

Example: Solve xy  y  1
Solution: y 1

y 1 x
dy dx

y 1 x
ln( y  1)  ln( x)  c
 ln( x)  ln( a)
y 1  xa Tikrit University -Civil Engineering
Particular solution curve means one-member
For all values of a straight lines pass through (0,-1)
b.) Find the orthogonal trajectories curves.

dy
Slope of straight line   y  a
dx
Or y 1
y 
x
Hence, the slope of the orthogonal trajectories
x
y  
y 1
x
y  
y 1
( y  1)dy   xdx
2 2
y x
 y   c
2 2
x  y  2 y  2c
2 2
x  ( y  2 y  1)  2c  1
2 2
x  ( y  1)  R
2 2 2

y
Circle
2 2 2
x+y=R P(x,y)
R
y
x
x

-2 - 2 2 y -
y
x+y=R
-
x
k
x
2 2 2
(x-k) +(y-h) = R h

y
y+1=ax

Example: Solve
xy (2dx  dy)  2(3xdx  ydy )

Solution:
(2 xy  6 x)dx  ( xy  2 y)dy  0
2 x( y  3)dx  y( x  2)dy  0
2x y
dx  dy  0
x2 y 3
4 3
(2  )dx  (1  )dy  0
x2 y 3
2 x  4 ln( x  2)  y  3 ln( y  3)  c

ln ( x  2) ( y  3)  c  2 x  y
4 3

c 2 x  y c 2 x  y
( x  2) ( y  3)  e
4 3
e e
2 x y
( x  2) ( y  3)  ke
4 3

Example: Solve
(4  y )dx  (1  x )dy  0
2 2
Solution:
dx dy
 0
1 x 2
4 y 2
1 1 1 y
tan x  tan  c1
2 2
1 y 1
2 tan x  tan  2c1
2
In simpler form: y 1 1
tan(2 tan x  tan )  tan 2c1
2
1 y
tan 2 tan x 
2 c
2
y 1
1  tan 2 tan x 2x y
2 
1 x 2 C 2
y 2x
1
2 1 x 2
4 x  y (1  x ) 2
C
2(1  x )  2 xy
2
Example: Solve
dx  xydy  y dx  ydy 2
Solution:
Best first step:
(1  y )dx  y(1  x)dy
2
dx y
 dy
1 x 1 y 2
1
 ln(1  x)   ln(1  y )  c
2
ln(1  x)  ln(1  y )  C
2 2
(1  x)
2
ln C
(1  y )
2
(1  x)2
e k
C 2
e kC 2
is necessarily +ve
(1  y )
2
(1  x)  k (1  y )
2 2 2
(1  x)2
 (1  y ) k 
2 2
2
k
(1  x) 2
 (1  y ) 2
0

The general solution defines the family of conics:
( x  1) 2
 y 1
2
(a) general solution

If =1 , ( x  1)  y  1
2 2
, the solution is a circle
If >0 , the solutions are ellipse

If <0 , the solutions are hyperbolas

7 13
Particular solution curve which passes through point ( , )
5 5
7
(  1) 2
13 2
5  ( ) 1 =-1
 5
Hence, particular solution is:
y  1  ( x  1)
2 2
(b)

y

 
x


The upper branch of any curve of Eq. (a) for x>0, can be associated
with the upper branch of curve Eq. (b) for x≤1. In the D.E. we divided
by (1-x) and (1-y2), hence x = 1, y =±1 were implicitly ruled out.
Had we desired the particular solution through (1,yo), (xo,1) or (xo,-1),
we could not have found it from the general solution, even if it is
existed.
So we return to the original D.E. and search for the solution by some
methods other than separating the variables.

x=1 can be calculated from (1  x)   (1  y
2 2
)
by putting =0, So y = 1, y = -1 are singular solutions.
,
,
( x  1) 2
General,  y 1 2
0

Particular,
y  1  ( x  1)
2 2
D.E., dx ydy
x 1  y  1
(1  x) (1  y )
2
x=1
y (1, y )
o
y=1 (xo ,1)
x
y=-1 (xo ,-1)

Homogeneous First-Order D.E.
If all terms in M(x,y) and N(x,y) in:
M ( x, y)dx  N ( x, y)dy
are all of the same degree in x and y then either of
the substitution of y  ux or x  vy will reduce
the D.E. to a separable equation.
But, generally if the substitution of
x  x and y  y
will convert M ( x, y) int o n M ( x, y) and
N ( x, y) int o n N ( x, y) , then M(x,y) and N(x,y)
are called homogeneous function of n
degree.
The D.E. M ( x, y)dx  N ( x, y)dy is said
homogeneous when M(x,y) and N(x,y) are
homogeneous functions of the same degree.
Example:
x
Is F ( x, y)  x(ln x 2  y 2  ln y)  ye hom ogeneous ? y
Solution:
Substitute x  x and y  y
x
F (x, y)  x(ln  x   y  ln y)  ye

2 2 2 2 y
 x[(ln x 2  y 2  ln   (ln   ln y)]  ye y

x
 [ x(ln x  y  ln y)  ye ]
2 2 y
  F ( x, y)
Hence, homogeneous, degree (1)
OR Subst. either y  vx F ( x, y)  x F (v)
or x  vy F ( x, y)  y F (v)
Example: Solve ( x  3 y )dx  2 xydy  0
2 2
Solution:
Is not separable
Is homogeneous of degree (2)
M and N both are of degree (2)
Substitute y  vx dy  vdx  xdv
( x  3v x )dx  2 x vx(vdx  xdv)  0
2 2 2
x (1  3v )dx  2 x v(vdx  xdv)  0

2 2 2

dx  3v dx  2v dx  2vxdv  0
2 2
(1  v )dx  2vxdv  0
2
1 2v
dx  dv  0
x 1 v 2
ln x  ln(v  1)  c
2
x
ln 2 c
v 1 Tikrit University -Civil Engineering
x
e c
v 1
2
x
2
k
 y
  1 x
x k
y x
2 2
2
x
3
x
 k
y x
2 2
x  k( y  x )
3
2 2
x dt  ( x  xt  t )dx  0
Example: Solve 2 2 2
Solution: Not separable, but homogeneous.
Substitute t  vx dt  vdx  xdv

Easier rather than x  vt
x (vdx  xdv)  ( x  vx  v x )dx  0

2 2 2 2 2
vdx  xdv  dx  vdx  v dx  0 2

xdv  (1  v )dx  0 2
dv dx
  0
1 v 2
x
1
tan v  ln x  c
1
ln x  c  tan v
c  tan 1 v
xe
t
c  tan 1 v  tan 1
xe e xke x
y
dy 
Example: Solve
x  y  xe x
dx
Solution: Homogeneous.
Substitute y  vx dy  vdx  xdv

vx

x(vdx  xdv )  (vx  xe x
)dx
v
vdx  xdv  vdx  e dx  0
v
xdv  e dx  0 Tikrit University -Civil Engineering
dx dv
 v  0
x e
dx v
 e dv  0
x
ln x  e  c v

ln x  e  c
x
Example: Solve
( x  y)dx  (3x  y)dy  0
Solution:
Homogeneous
Substitute
y  vx dy  vdx  xdv
( x  vx)dx  (3x  vx)(vdx  xdv)  0
(1  v)dx  (3  v)(vdx  xdv)  0
(1  v)dx  (3vdx  3xdv  v dx  vxdv)  0 2

(1  v  3v  v )dx  (3x  vx)dv  0
2
(v  2v  1)dx  x(v  3)dv  0

2
dx v 3
 2 dv  0
x v  2v  1
dx dv 2
  dv  0
x v  1 (v  1) 2
2
ln x  ln(v  1)  c
(v  1)
2
ln x(v  1)  c
(v  1)
y 2
ln x(  1)  c
x y
(  1)
2x x
ln( y  x)  c
yx
2x
ln( y  x)  c 
yx
2x
c
yx
yxe 2x
x y
y  x  ke
Exact D.E. of First-Order
If f(x,y) is differentiable, then there is a total
differential : f f
df  dx  dy
x y
Conversely if M(x,y) dx+N(x,y) dy=0 which can be

written in the form;
f f
dx  dy  df  0
x y
f f
With M ( x, y)  and N ( x, y ) 
x y
Then f ( x, y)  k is a solution.
This D.E. is said to be exact.
But there is a test, in general, for a first
order D.E. when it is exact, although
sometimes it is not difficult to tell by
inspection if the D.E. is exact.

Theorem
M N
If y and are continuous, then
x
M ( x, y)dx  N ( x, y)dy  0
is exact if and only if M N

y x

Proof:
Assume equation is exact, so there is a
and N  f
f
function f, such that M 
x y
M  2 f N  2
f
 and 
y xy x yx
 f
2
 f
2
 order is immaterial for
xy yx
continuous equations.
f
Then show that there is a function f; M
x
x
f ( x, y )   M ( x, y ) dx  c( y )
a
f 
x
  M ( x, y ) dx  c ( y )
y y a
M
(but  and  are interchangeable, since
x
is continuous)

f M
x
 dx  c ( y )
y a y
f N
x
M N
 dx  c ( y ) Since ,
y

x
y a x
f
 N ( x, y )  N (a, y)  c ( y )
y
f
 N ( x, y ) If N ( a , y )  c ( y )
y
y
Hence, c( y )   N
Tikrit(University
a, y )-Civil
dyEngineering
bNum. Meth. Dr. Adnan Jayed Zedan
So,
x y
f ( x, y )   M ( x, y ) dx   N (a, y )dy
a b
Is a function
Note :
M
x
c ( y)  N   dx
a
y
M
x
f ( x, y )   M ( x, y )dx   [ N   dx]dy
a
y
Corollary:
If M ( x, y )dx  N ( x, y )dy  0 is exact ,
x y
Then, 
a
M ( x , y ) dx   N ( a , y
b
) dy  c

Example :
Solve; (2 x  3 y  2)dx  (3x  4 y  1)dy  0
Solution :
(1);
M N
3 and 3
y x
 exact
x y
 (2 x  3 y  2) dx   (3a  4 y  1)dy  c
a b
( x  3 yx  2 x) a  (3ay  2 y  y) c
2 x 2 y
b
( x  3 yx  2 x)  (a  3 ya  2a)
2 2
 (3ay  2 y 2  y )  (3ab  2b 2  b)  c
x  3 yx  2 x  2 y  y  c  a  2a  3ab  2b  b
2 2 2 2
x  3 yx  2 x  2 y  y  k
2 2
 Solution is x  2 y  3xy  2 x  y  k
2 2
(2);
x  3 yx  2 x   N ( with no x)dy  c
2
x  3 yx  2 x   (4 y  1)dy  c
2
x  3 yx  2 x  2 y  y  c
2 2

(3);
x  3 yx  2 x   [(3x  4 y  1)   3dx]dy  c
2
x  3 yx  2 x   (4 y  1)dy  c
2
x  3 yx  2 x  2 y  y  c
2 2

Example :
2
x y
Solve; x x  y dx 
2 2
dy  0
y x  y 2 2
Solution :
M xy

y x y
2 2
N xy
and 
x x y 2 2
 exact
f ( x, y )   M ( x, y )dx  c( y )
1
  x( x  y ) dx  c( y )
2 2 2
3
1 2 2
 ( x  y )   c( y ) 2 2
2 3
3
1 2
 ( x  y )  c( y )
2 2

M
c ( y)  N   dx
y
x y 2
xy
  dx
y  x2  y2 x2  y2
 x2 y 1 2x
  y dx
y x  y
2 2 2 x y
2 2
x y 2 1
1 
  y  2 x( x 2  y 2 ) dx 2
y  x2  y2 2

x y 2 1
1 2
c ( y)   y( x  y ) 
2 2 2
y x  y
2 2 2 1
x y 2
  y x2  y2
y x  y 2 2
x 2
 y[  x y ] 2 2
y  x2  y2
 x 2  { y x 2  y 2  ( x 2  y 2 )}
 y[ ]
y  x2  y2
x y x  y x  y
2 2 2 2 2
 y[ ]
y  x2  y2
 x y y 2 2
c ( y)  y [
2
] ,
,
y x  y 2 2
c ( y )  y 2
3
y
c( y )   k
3
3 3
1 2 y
(x  y ) 
2 2
k
3 3
3
 (x  y )  y  k
2 2 2 3
D.E. which is not exact can be made exact by
multiplying by an integrating factor. For example;
2 xy dx  3x y dy  0
3 2 2
is exact, and if it simplified by dividing by (xy2), the

equation : 2 ydx  3xdy 0
is not exact and can be restored to its original form
by multiplying it by factor (xy2). Sometimes the
integrating factor can be found by inspection.

Example :
1
( x  y  x)dx  ydy  0, show 2
2 2
x y 2
is a factor , and solve.

Solution :
x y
(1  2 )dx  2 dy  0
x y 2
x y 2
M 2 xy
 2
y ( x  y 2 ) 2
N 2 xy
and  2
x ( x  y 2 ) 2
 exact Department-Third Stage Eng. Anal.&
Simpler ;
x y
dx  ( 2 dx  2 dy )  0
x y 2
x y 2
1 2 xdx  2 ydy
dx  0
2 x y
2 2
1
x  ln ( x  y )  c
2 2
2
x  ln x  y  c
2 2

Example : ydx  ( x y  x)dy  0, 2 3
find the factor , and solve.

Solution
ydx  xdy  x y dy  0 2 3
1
The factor is 2
( xy )
ydx  xdy x y 2 3
2
 2
dy  0
( xy ) ( xy )
ydx  xdy
2
 ydy  0, or
( xy )
d ( xy )
2
 ydy  0
( xy )
2
1 y
  c
xy 2
Example : xdy  ydx  (4 x  y )dy, 2 2
find the int egration factor , and solve.

Solution
1
The factor is 2
x
xdy  ydx y 2
2
 (4  2 )dy
x x
xdy  ydx
2
 dy
y
x (4  2 )
2
x Department-Third Stage Eng. Anal.&
y xdy  ydx
u  , du  2
x x
du
 dy
(4  u )
2
du
 dy
u 2
4[1  ( ) ]
2
1 1 u
tan  yc
2 2
1 1 y
tan  yc
2 2x
Notes on the Integratio n Factor :
1 2 
(1) If Eq. contains xdx  ydy   d ( x  y )
2
2 
Try ( x 2  y 2 ) as a multiplier
 y 
(2) If Eq. contains xdy  ydx  d ( )
 x 
1 1
Try 2 or 2
as a multiplier
x y
(3) If Eq. contains xdy  ydx  d ( xy )
Try xy as a multiplier
Notes :
f f
(1) d ( xy )  xdy  ydx , f  dx  dy
x y
y xdy  ydx x ydx  xdy
( 2) d ( )  2
, d( ) 
x x y y2
(3)d ( x 2  y 2 )  2 xdx  2 ydy
y
1 xdy  ydx
(4) d (tan ) 2
x x  y2
1 y xdy  ydx
(5) d (sin )
x x x2  y2
(6) d ( x m y n )  mx m 1 y n dx  ny n 1 x m dy
2 xdx  2 ydy
(7) d [ln( x  yDepartment-Third
2 2
 Stage
)]University
Tikrit -Civil Engineering
x 
2 Eng. Anal.&
y
2
Linear first-order equations
dy
F ( x)  G ( x) y  H ( x)
dx
Divide by F ( x) and rename the coefficien ts;
dy
 P( x) y  Q( x) ..............................(1)
dx
d dy d( x)
[ ( x ) y ]   ( x )  y ........(2)
dx dx dx

Multiply Eq. (1) by  ( x);
dy
 ( x)   ( x) P( x) y   ( x)Q( x) .....(3)
dx
d ( x)
If   ( x) P( x) ;
dx
This is a simple separable Eq.

d( x)
 P( x) dx
 ( x)
ln  ( x)   P( x)dx
 ( x)  exp[  P( x)dx]  e  P ( x ) dx
 P ( x ) dx
e is a factor

Multiply Eq. (1) by the factor e  P ( x ) dx
;
e  P ( x ) dx dy
[  P ( x ) y ]  Q ( x )e  P ( x ) dx
dx
d  P ( x ) dx  P ( x ) dx
[e * y ]  Q ( x )e
dx
Integrate the above equation ;
ye  P ( x ) dx
  Q ( x )e  P ( x ) dx
dx  c, and finally ;
ye  
 P ( x ) dx   P ( x ) dx

P ( x ) dx
Q ( x )e dx  c e ......(4)
Steps to solve the linear first-order
equations:
1-Compute the integration factor e  P ( x ) dx
2-Multiply the given equation by this factor.

3-Integrate both sides of the resulting
equation.
4-Solve the integrated equation for y.

Example : Solve;
(1  x )(dy  dx)  2 xydx
2
which y  1 when x  0
Solution :
Divide the equation by 1  x 2

2 xy
dy  dx  dx
1 x 2

dy 2 xy
1 
dx 1 x 2
dy 2x
 y 1
dx 1  x 2
2x
  1 x 2 dx
 ( x)  e
1
 ln(1 x )
ln 1
e e 
2
1 x 2
1 x 2

1 dy 2x 1
 y
1  x dx (1  x )
2 2 2
1 x 2
By int egrating ;
1 1
y dx  c
1 x 2
1 x 2
1 1
y  tan x  c
1 x 2

1
y  (1  x ) tan x  c(1  x )
2 2
y 1 x0
1  0  c(1  0)
c  1
1
 y  (1  x ) tan x  (1  x )
2 2

Example : Solve;
ydx  ( xy  2 x  2 y )dy  0
Solution :
ydx  xydy  2 xdy  2 ydy  0
dx
y  xy  2 x  2 y
dy
dx
y  ( y  2) x  2 y
dy
dx y  2
 x2
dy y Tikrit University -Civil Engineering
y2
 dy
y  2 ln y
( y)  e y
e e yy 2
y e x   2 y e dy
2 y 2 y
 2( y e  2 ye  2e )  c
2 y y y
y
xy  2 y  4 y  4  ce
2 2

The Bernoulli's Equation:
D.E. of the form dy
 Py  Q y n
dx
is said to be a Bernoulli's equation. (P
and Q are functions of x (or
constants) and do not contain y)

dy
 Py  Q y n
dx
n
By dividing both sides by y
1 dy 1 n
n
 Py  Q
y dx
1 n dv 1 dy
v y  (1  n) n
dx y dx
1 dv
 Pv  Q
1  n dx
dv
 (1  n) Pv  Q(1  n)
dx
If n  0  linear first order
If n  1  separable first order
Bernoulli ' s Eq. n  0 and 1

dy y
Example : Solve;  y 3
dx x
Solution :
dy y
 y 3
is Ber . Eq.
dx x
1 dy 1
3
 2 1
y dx xy
1 2 dy dv
Put 2  v   3 
y y dx dx
1 dy 1 dv
 3 
y dx 2 dx
1 dv v
  1
2 dx x
dv 2
 v  2 linear in v
dx x
dx
 P ( x ) dx  2
 2 ln x
 ( x)  e e x
e
ln x 2 1
e  2
x
1
v 2    2e  P ( x ) dx
dx  c
x
1 2
v 2   2 dx  c
x x
1 2
v 2  c
x x
1 2
2 2
  c
y x xTikrit University -Civil Engineering
2
y  2 x  cx 2 ,
,
1  xy (2  cx )
2
 x y (2  cx )  1
2

dy y
Example : Solve;  e y
x 3
dx x  1
Solution :
dy y
 e y
x 3
is Ber . Eq.
dx x  1
1 dy 1 1
 e x
y dx x  1 y
3 2
1 2 dy dv
Put 2  v   3 
y y dx dx
1 dy 1 dv
 3  Tikrit University -Civil Engineering
y dx 2 dx
1 dv v
  e x
2 dx x  1
dv 2
 v  2e linear in v
x
dx x  1
dx
 P ( x ) dx  2
2 ln( x 1)
 ( x)  e e x 1
e
ln( x 1) 2
e  ( x  1) 2

v( x  1)    2e ( x  1) dx  c
2 x 2
 2  ( x  1) e dx  c 2 x
v( x  1) 2  2[( x  1) 2 e x  2( x  1)e x  2e x ]  c
v( x  1)  2( x  1) e  4( x  1)e  4e  c
2 2 x x x
x x
4e 4e c
v  2e x
 
x  1 ( x  1) 2
( x  1) 2
x x
1 4e 4e c
 2  2e 
x
 
y x  1 ( x  1) 2
( x  1) 2

x2
dy
Example : Solve;  xy  y e sin x
2 2
dx
Solution :
x2
dy
 xy  y e sin x
2 2
is Ber . Eq.
dx
x2
1 dy 1
2
 x  e sin x
2
y dx y
1 1 dy dv
Put v   2 
y y dx dx
1 dy dv
 2  Tikrit University -Civil Engineering
y dx dx
x2
dv
  xv  e sin x 2
dx
x2
dv
 xv  e sin x linear D.E. with v
2
dx
x2
 ( x)  e   xdx
e

2
x2 x2 x2
 
e 2
v  e 2
(e sin x)dx  c
2
x2

e 2
v    sin xdx  c
x2

e 2
v  cos x  c
x2
 1
e 2
 cos x  c
y
x2
1
  e (cos x  c) 2
y
When to  0 , Q  100 lb
100  200  c
 c  100
t

Q  200  100 e 20
When Q  150 lb;

t

150  200  100 e 20
 t  13.86 min
Orthogonal Trajectori es
dy dy
Slope  ( ) original  ( ) orthogonal  1
dx dx
dy 1
( ) orthogonal 
dx dy
( ) original
dx
Example : Given;
y2  4 c x
Find orthogonal trajectori es.
Solution :
2
y
y  4cx  c 
2
4x
2 2
y y
2 yy  4c  4 
4x x
y
 y 
2x
Slope of orthogonal :
 2x
y  Tikrit University -Civil Engineering
y Department-Third Stage Eng. Anal.&

 2x
y 
y
dy 2x

dx y
ydy  2 xdx
2
y
 x  c
2
2
2
y
 x c
2
2 Tikrit University -Civil Engineering

Example: A hemispherical tank of radius; R,
is initially filled with water. At the bottom
of the tank there is a hole or radius; r,
through which water drains under the
influence of gravity. Find the depth of the
water at any time; t, and determine how
long it will be taken the tank to drain
completely.

Solution :
Decrease in the volume of water ;
dV   x dy2
Volume of water with int erval dt , stream

of water dt and A   r 2
dV  Adt
  2 gh from orifice Torricelli law 
g  accelarati on gravity
h  ins tan tan eous height (head )
y
R
x
dy
r x

dV   x dy2
.....................(1)
dV   r 2
2 gy dt .................(2)
Equating Eqs. (1) & (2)
 x dy    r
2 2
2 gy dt
(2 yR  y )dy  r
2 2
2 gy dt
1 3
(2 y R  y )dy  r
2 2 2
2 g dt
3 5
4 2
y R  y  r 2 g t  c
2 2 2
3 5
When t  0, y  R
5 5
4 2
R  R 0 c
2 2
3 5
5
14 2
c R
15 Tikrit University -Civil Engineering
3 5 5
4 2 14
y R  y  r
2 2 2
2g t  R 2
3 5 15
No water ; y  0, t  ??
5
14
0  r 2
2g t  R 2
15
5
2
14 R
t
15 r 2 2 g Tikrit University -Civil Engineering
Example: The rate at which a solid substance dissolves
varies directly as the amount of undissolved solid
presented in the solvent and as the difference between
the instantaneous concentration and the saturation
concentration of the substance. Twenty pounds of solute
is dumped into a tank containing 120 lb of solvent, and
at the end of 12 min. the concentration is observed to be
1 part in 30. Find the amount of solute in solution at any
time; t, if the saturation concentration is 1 part of solute
to 3 parts of solvent.
Solution :
If Q is the amount of the material in solution
at time; t ,
 (20  Q) is the amount of undissolved material
at that time
Q
is the corresponding concentrat ion
120
dQ
 undissolved material  ( saturation  concentrat ion )
dt
120 lb
Q
20 lb
dQ 1 Q ,
 k (20  Q) (  ) ,
dt 3 120
dQ k
 (20  Q) (40  Q)
dt 120
dQ k
 dt
(20  Q) (40  Q) 120
1 1 k
 [ 20(20  Q)  20(40  Q) ] dQ   120 dt  c

1 1 k
 [ 20(20  Q)  20(40  Q) ] dQ   120 dt  c
1 1 1 1 k
 [ 
20 (20  Q) (40  Q)
] dQ   dt  c
20 6
k
 ln( 20  Q)  ln( 40  Q)  t  c
6
40  Q k
ln  tc
20  Q 6

40  Q k
ln  tc
20  Q 6
When t  0 , Q  0
40  0 k
ln  (0)  c  c  ln 2
20  0 6
40  Q k
 ln  t  ln 2, or
20  Q 6
40  Q k
ln  t
2(20  Q) 6
40  Q k
ln  t
2(20  Q) 6
1 Q
After 12 min . concet .    Q4
30 120
40  4 k
ln  (12)  k  0.05889
2(20  4) 6
40  Q
 ln  0.0098 t
2(20  Q)
40  Q
e 0.0098t
40  2Q
 0.0098t
40(1  e )
Q 
2  e  0.0098t

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‫بسم هللا الرحمن الرحيم‬

Engineering Analysis and

Civil Engineering Department

Tikrit University -Civil Engineering

- Advanced Engineering Mathematics by

Tikrit University -Civil Engineering

Ordinary Differential Equations of First order (16 hrs)

**Type: Ordinary or Partial:

**Order : (highest derivative)

**Degree: (power of highest derivative)

Ordinary, Order 2, Degree 1

Ordinary, Order 3, Degree 2

Tikrit University -Civil Engineering

Partial, Order 4, Degree 1

Partial, Order 2, Degree 1

Tikrit University -Civil Engineering

If a differential equation is of first degree in the

dependent variable y and its derivatives (consequently ,

there cannot be any term involving the product of y and

its derivatives) then it is called a linear differential

equation otherwise it is non -linear .

Tikrit University -Civil Engineering

A non linear D.E. ,cannot be put in form (1) .

Tikrit University -Civil Engineering

non linear because (

non linear because (

Tikrit University -Civil Engineering

is a general solution of:

The general solution of D.E. of nth order, is one contains n essential

contains 3 constants and can be reduced

Tikrit University -Civil Engineering

(which has only the single solution y=0)

(which has no solutions at all)

Also, there are differential equations which posses solutions,

Tikrit University -Civil Engineering

Tikrit University -Civil Engineering

Solution which cannot be obtained from any general solution by

Tikrit University -Civil Engineering

Example: Show y  ae  x  be 2 x is a solution of

y  y  2 y  (ae  x  4be 2 x )  (ae  x  2be 2 x )

Tikrit University -Civil Engineering

y  ae x  b cos x (3)

(1  tan x) y  2 y  (1  tan x) y  0

( y sin x  y cos x)  ( y cos x  y cos x)

y  y tan x  2 y  y  y tan x  0

(1  tan x) y  2 y  (1  tan x) y  0

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y yiv and since it is a 4th order D.E. we expect the

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 f ( x)dx   g ( y)dy  C (2)

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b.) Find the orthogonal trajectories curves.

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xy (2dx  dy)  2(3xdx  ydy )

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If >0 , the solutions are ellipse