MTH312 ADVANCED CALCULUS
MTH312 ADVANCED CALCULUS
MTH312 ADVANCED CALCULUS
constant.
(1) Exact differential equation: If M and N are
functions of x and y, the equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is Step (iii): Integrate N with respect to y treating x as
called exact when there exists a function 𝑓(𝑥, 𝑦) of x constant and omit those terms which have been already
and y such that obtained by integrating M.
𝑑[𝑓(𝑥, 𝑦) = 𝑀𝑑𝑥 + 𝑁𝑑𝑦 Step (iv): On adding the terms obtained in steps (ii)
and (iii) and equating to an arbitrary constant, we get
i.e., the required solution.
𝜕𝑓 𝜕𝑓
𝑑𝑥 + 𝑑𝑦 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦 In other words, solution of an exact differential
𝜕𝑥 𝜕𝑦
equation
where
∫ 𝑀𝑑𝑥 + ∫ 𝑁𝑑𝑦 = 𝑐
𝜕𝑓
= Partial derivative of 𝑓(𝑥, 𝑦)
𝜕𝑥
with respect to x (keeping y constant) . Regarding y as constant Only those terms not
𝜕𝑓
= Partial derivative of 𝑓(𝑥, 𝑦) with respect to y
𝜕𝑦 containing x
(treating x as constant)
An exact differential equation can always be derived Definition: An equation involving independent
from its general solution directly by differentiation variable, dependent variable and its derivatives
without any subsequent multiplication, elimination is said to be differential equation.
etc.
e.g. An equation of the form of ∴ 𝑦 = 𝑓(𝑥, 𝑦, 𝑝)
(2) Integrating factor: If an equation of the form
𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is not exact, it can always be made is said to be differential equation, where, 𝑝 =
𝑑𝑦
exact by multiplying by some function of x and y. Such 𝑑𝑥
a multiplier is called an integrating factor. e.g.
𝑑𝑦 3
(3) Working rule for solving an exact differential (1) 𝑦 = (𝑑𝑥 ) + 5
equation:
𝑑2 𝑦 𝑑𝑦
Step (i): Compare the given equation with 𝑀𝑑𝑥 + (2) 𝑥 2 𝑑𝑥 2 + 𝑦 𝑑𝑥 = 5𝑦 + 𝑐 etc.
𝜕𝑀
𝑁𝑑𝑦 = 0 and find out M and N. Then find out 𝜕𝑦 and
𝜕𝑁 𝜕𝑀 𝜕𝑁
. If = , the given equation is exact.
𝜕𝑥 𝜕𝑦 𝜕𝑥
Order and Degree of differential Equation: 𝜕 2𝑢 𝜕 2𝑢 𝜕 2𝑢
+ + =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
The order of highest order derivative occurred in
differential equation is said to be the order of the
differential equation whereas power/exponent of the
highest order derivative term in the different equation Methods for solving First Order, First
whereas power/exponent of the highest order Degree Differential equations:
derivative term in the differential equation is said to be
the degree of the differential equation. 𝑑𝑦 𝑀
An equation of the form 𝑑𝑥 = 𝑁 , where M and N be
e.g. the functions of x and y or any constant value, is said
to be the first order, first degree differential equation.
2
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦 6
(1) 𝑑𝑥 3 + 2 (𝑑𝑥 2 ) + 6 (𝑑𝑥 ) + 7𝑦 = 0 This type of differential equation consists of following
types of function
Here order of differential equation be 3
1. Separable function
Degree of differential equation = 1 2. Reducible separable function
3. Homogeneous function and Non-Homogeneous
3
function
𝑑𝑦 2 2 𝑑3 𝑦
(2) [1 + (𝑑𝑥 ) ] = 𝑑𝑥 3 4. Linear Differential equation
5. Reducible linear differential equation
6. Exact differential equation
Order of this differential equation = 3
𝑑2 𝑦 𝑑𝑦 𝒅𝒚
(2) + 2 𝑑𝑥 + 6𝑦 = 0 = (𝟏 + 𝑥 2 ). (𝟏 + 𝑦 2 )
𝑑𝑥 2
𝒅𝒙
𝒅𝒚
2. Partial Differential Equation: A differential ⇒ = (𝟏 + 𝑥 2 )𝒅𝒙
𝟏 + 𝑦2
equation having two or more than two
independent variables is said to be a partial
Integrating both sides, we get
differential equation.
Solved Example Step 1: First of all, find the integrating factor (I.F.)
∴ Hence the general solution will be Where P and Q are the functions of x, which do not
𝑦. (𝐼. 𝐹) = ∫ 𝑄. (𝐼. 𝐹). 𝑑𝑥 appear directly to be of linear form, but can be easily
𝑦. 𝑥 = ∫ 𝑥 3 . 𝑥. 𝑑𝑥 = ∫ 𝑥 4 . 𝑑𝑥 reduced into the linear form by a suitable
𝑥5 transformation.
⇒ 𝑦𝑥 = +𝑐
5
⇒ 5𝑥𝑦 = 𝑥 5 + 𝐾
Method for solving Bernoulli Equations
which is the required solution.
Step 1: Divide both sides of equation (1) by 𝑦 𝑛 , we get
1 𝑑𝑦 1
Linear Differential Equation in the form of + 𝑃. 𝑦 𝑛−1 = 𝑄 (2)
𝑦 𝑛 𝑑𝑥
𝒅𝒙
: Sometimes, we see that the given linear
𝒅𝒚 1
𝑑𝑦 Step 2: Then put 𝑦 𝑛−1 = 𝑦 −𝑛+1 = 𝑧
differential equation is not in the form of (𝑑𝑥 ).
𝑑𝑦
But it is linear in (𝑑𝑥 ). After the certain
𝑑𝑧 𝑑𝑦
manipulations in such case the linear equation ⇒ = (−𝑛 + 1). 𝑦 −𝑛 .
𝑑𝑥 𝑑𝑥 𝑑𝑥
can be derived in the form of 𝑑𝑦 as shown 𝑛
𝑑𝑦 𝑑𝑧
⇒ (1 − 𝑛)𝑦 . =
below: 𝑑𝑥 𝑑𝑥
2
Now the equation (1) reduces to 𝐼. 𝐹. = 𝒆∫ 𝑷.𝒅𝒙 = 𝒆∫ 𝟐/𝒙.𝒅𝒙 = 𝑒 ln 𝑥 = 𝑥 2
𝑑𝑦
Dividing by x on both sides, we get 𝑑𝑥 + 2𝑦𝑥 = 𝑥𝑙𝑜𝑔𝑥 .
3 √(t) √π/2s(3/2)
4 𝑠𝑖𝑛(𝑎𝑡) 𝑎
Standard notation: Where the notation is clear, we 𝑠2 + 𝑎2
will use an uppercase letter to indicate the Laplace 5 𝑡 𝑠𝑖𝑛(𝑎𝑡) 2𝑎𝑠
transform, e.g, L(f; s) = F(s). (𝑠 + 𝑎2 )2
2
∞. 8 𝑒 (𝑎𝑡) 𝑠𝑖𝑛(𝑏𝑡) 𝑏
(𝑠 − 𝑎)2 + 𝑏 2
Properties of Laplace Transform 9 e𝑒 (𝑐𝑡) 𝑓(𝑡) 𝐹(𝑠 − 𝑐)
10 𝑓′(𝑡) 𝑠𝐹(𝑠) – 𝑓(0)
Some of the Laplace transformation properties are: 11 𝑒 (𝑎𝑡) 1
𝑠 − 𝑎
If f1 (t) ⟷ F1 (s) and [note: ⟷ implies Laplace 12 𝑡 𝑝 , 𝑎𝑡 𝑝 > −1 Γ(p+1)/s(p+1)
Transform] 13 𝑡 (𝑛−1/2) at 𝑛 = (1.3.5…(2n-1)√π)/(2n
1,2, .. s(n+1/2)
f2 (t) ⟷ F2 (s), then 14 𝑐𝑜𝑠(𝑎𝑡) 𝑠
𝑠 + 𝑎2
2
Linearity Property 𝐴 𝑓1 (𝑡) + 𝐵 𝑓2 (𝑡) 15 𝑡 𝑐𝑜𝑠(𝑎𝑡) 𝑠 2 − 𝑎2
⟷ 𝐴 𝐹1 (𝑠) (𝑠 2 + 𝑎2 )2
+ 𝐵 𝐹2 (𝑠) 16 𝑐𝑜𝑠(𝑎𝑡 + 𝑏) (𝑠𝐶𝑜𝑠(𝑏) − 𝑎𝑆𝑖𝑛(𝑏)
Frequency Shifting e 0 f(t)) ⟷ F(s – s0)
s t
𝑠 2 + 𝑎2
Property 17 𝑐𝑜𝑠ℎ(𝑎𝑡) 𝑠
Integration 𝑡
𝑠 2 − 𝑎2
∫ 𝑓(𝜆) 𝑑𝜆 ⟷ 1⁄𝑠 𝐹(𝑠) 18 𝑒 (𝑎𝑡) 𝑐𝑜𝑠(𝑏𝑡) 𝑠−𝑎
0 (𝑠 − 𝑎)2 + 𝑏 2
Multiplication by 𝑇 𝑓(𝑡) ⟷ (−𝑑 𝐹(𝑠) ⁄ 𝑑𝑠) 19 𝑡 𝑛 𝑓(𝑡) at 𝑛 = (−1)𝑛 𝐹 𝑛 𝑠
Time 1,2,3..
Complex Shift 𝑓(𝑡) 𝑒 −𝑎𝑡 ⟷ 𝐹(𝑠 + 𝑎) 20 𝑓”(𝑡) 𝑠 2 𝐹(𝑠) − 𝑠𝑓(0) − 𝑓′(0)
Property
Time Reversal 𝑓 (−𝑡) ⟷ 𝐹(−𝑠) Laplace Transform of Differential Equation
Property
Time Scaling 𝑓 (𝑡 ⁄ 𝑎) ⟷ 𝑎 𝐹(𝑎𝑠) The Laplace transform is a well-established
Property mathematical technique for solving a differential
equation. Many mathematical problems are solved
Laplace Transform Table using transformations. The idea is to transform the
problem into another problem that is easier to solve.
The following Laplace transform table helps to solve On the other side, the inverse transform is helpful to
the differential equations for different functions: calculate the solution to the given problem.
5a) Solve the following using the D-operator method Now, for the interval in which temperature falls from
120 to 80oC.
2𝑦 ′′ + 5𝑦 ′ − 12𝑦 = 2𝑥𝑒 2𝑥
5b) Solve the following homogeneous equation (80– 50) = (120 – 50) 𝑒 −𝑘.20
𝑑𝑦 4𝑦 − 3𝑥 30 3
= 𝑒 −20𝑘 = =
𝑑𝑥 2𝑥 − 𝑦 70 7
6a) Solve the following initial value problem by the −𝑙𝑛( )
3
7
Laplace transform method 𝑘 = . . . . (a)
20
𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 2𝑒 −4𝑥
Now, for the next interval;
𝑦(0) = 0, 𝑦′(0) = 1
(65 – 50) = (80 – 50)𝑒 −𝑘𝑡
6b) Using the method of variation of parameters,
obtain the solution of the following equation: 𝑦 ′′ − 15 1
3𝑦′ + 2𝑦 = 𝑥 2 𝑒 −𝑘𝑡 = =
30 2
1
−𝑙𝑛( )
2
𝑘= . . . . (b)
Solutions 𝑡
𝜕𝑁 Let,
(𝑘+3)
= 𝜆; 𝐾 = 4𝜆 − 3
= 2𝑥 4
𝜕𝑥
𝜕𝑀 𝜕𝑁 The characteristics solution
If = , the given equation is exact.
𝜕𝑦 𝜕𝑥
𝑦𝑝 = 𝐴1 𝑒 𝜆𝑥−(4𝑦−3)𝑦
∴ 𝑘𝑥 = 2𝑥
𝑥
𝑘=2 𝑦𝑝 = 𝑒 3𝜆 𝐴1 𝑒 4𝜆[4−𝑦]
𝜕2 𝑧 𝑥
2(b) = 5𝑥 2 𝑦 2 𝑦𝑝 = 𝑒 3𝜆 𝐴1 𝑒 𝑢1 [4−𝑦]
𝜕𝑥𝜕𝑦
𝜕2 𝑧
Consider, The general solution;
𝜕𝑥𝜕𝑦
𝑥 𝑥
𝜕 2𝑧 𝜕 𝜕𝑧
= ( ) 𝑦 = 𝑒 3𝜆 𝐴1 𝑒 𝑢1 [4−𝑦] + 𝑒 3𝜆 𝐴2 𝑒 𝑢2 [4−𝑦]
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝑦(0) = 𝑒 3𝜆 𝐴1 𝑒 −𝑢1 𝑦 + 𝑒 3𝜆 𝐴2 𝑒 −𝑢2 𝑦
= 10𝑥 2 𝑦
𝜕𝑦
Now I check this against the initial value given as
𝜕 𝜕𝑧 𝜕 𝑢 = 3𝑒 −𝑦 − 𝑒 −5𝑦 when 𝑥 = 0
( )= (10𝑥 2 𝑦) = 20𝑥𝑦
𝜕𝑥 𝜕𝑦 𝜕𝑥
The final answer also (obviously) has two
𝜕 2𝑧 components 𝑢 = 3𝑒 𝑥−𝑦 − 𝑒 2𝑥−5𝑦
𝑇ℎ𝑢𝑠, = 20𝑥𝑦
𝜕𝑥𝜕𝑦
3(b) 𝑓(𝑥, 𝑦) = 𝑥 2 − 2𝑦 3 + 6𝑦
3(a) Solve the following P.D.E. by the method of
separation of variables
Our main task is to seek and solve the relative
𝜕𝑢 𝜕𝑢 extrema if it exist.
4 + = 3𝑢
𝜕𝑥 𝜕𝑡
We know that relative extrema occurs in conjunction
Let 𝑢 = 𝑋(𝑥)𝑌(𝑦). So, 4𝑋′𝑌 + 𝑋𝑌′ = 3𝑋𝑌 with the following two condition,
If, 𝑓(𝑥, 𝑦) = 𝑥 2 − 2𝑦 3 + 6𝑦 𝜕 2𝑓
=2
𝜕𝑓 𝜕𝑥 2
,then 𝜕𝑥 = 2𝑥
𝜕 2𝑓
= −12𝑦
Onto partial derivative with respect to y 𝜕𝑦 2
-constant, 𝜕 2𝑓
=0
𝜕𝑓 𝜕𝑥𝜕𝑦
If, 𝑓(𝑥, 𝑦) = 𝑥 2 − 2𝑦 3 + 6𝑦, then 𝜕𝑦 = −6𝑦 2 + 6
𝜕 2𝑓
𝜕𝑓 =0
Now let's set = 0; 2𝑥 = 0 𝜕𝑦𝜕𝑥
𝜕𝑥
With fundamental theorem of algebra: an equation of Test with the first set of order pairs,
x unknown with power n−th has exactly nth solutions
and some may repeat. I) (0,1)
We have three set of order pairs now. (0, ±1) II) (0, −1)
2 𝐷 = 24 > 0
𝜕 2𝑓 𝜕 2𝑓 𝜕 2𝑓
𝐷 = 2. 2−( )
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 So, it is relative minimum
2
(𝑠 2 𝑌(𝑠) − 1) − (𝑠𝑌 ′ (𝑠) + 𝑌(𝑠)) + 2𝑌(𝑠) = ,
𝑠−4
and thus