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### Differential Equations in Engineering Calculus: Master Notes for Exam Success
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## **Introduction to Differential Equations**
A **differential equation** (DE) is an equation that involves a function and its derivatives. These equations describe physical phenomena like motion, heat flow, electrical circuits, and more.
### **Key Terms to Know**
- **Order**: The highest derivative in the equation (e.g., \( \frac{d^2y}{dx^2} \) makes it second-order).
- **Degree**: The power of the highest derivative after clearing fractions and radicals (e.g., \( (\frac{dy}{dx})^2 \) has a degree of 2).
- **Linear DE**: No product of the dependent variable and its derivatives (e.g., \( \frac{d^2y}{dx^2} + 3\frac{dy}{dx} + 2y = 0 \)).
- **Nonlinear DE**: Contains products or powers of the dependent variable or its derivatives.
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## **Types of Differential Equations**
1. **Ordinary Differential Equations (ODEs)**: Involve one independent variable (e.g., time).
Example: \( \frac{dy}{dx} + 3y = 0 \).
2. **Partial Differential Equations (PDEs)**: Involve multiple independent variables.
Example: \( \frac{\partial^2u}{\partial x^2} + \frac{\partial^2u}{\partial y^2} = 0 \).
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## **First-Order Differential Equations**
### **Form**:
\[ \frac{dy}{dx} = f(x, y) \]
#### **Methods to Solve First-Order ODEs**
1. **Separable Variables**:
- Form: \( \frac{dy}{dx} = g(x)h(y) \).
- Steps:
1. Rearrange as \( \frac{1}{h(y)}dy = g(x)dx \).
2. Integrate both sides.
3. Solve for \( y \).
**Example**: Solve \( \frac{dy}{dx} = xy \).
- Rearrange: \( \frac{1}{y}dy = xdx \).
- Integrate: \( \ln|y| = \frac{x^2}{2} + C \).
- Solution: \( y = e^{\frac{x^2}{2} + C} = Ce^{\frac{x^2}{2}} \).
2. **Linear First-Order ODE**:
- Form: \( \frac{dy}{dx} + P(x)y = Q(x) \).
- Use **integrating factor (IF)**:
\[ IF = e^{\int P(x)dx} \]
- Solution:
\[ y \cdot IF = \int Q(x) \cdot IF \, dx \]
**Example**: Solve \( \frac{dy}{dx} + y = e^x \).
- \( P(x) = 1 \), \( Q(x) = e^x \).
- \( IF = e^{\int 1dx} = e^x \).
- Solution: \( y \cdot e^x = \int e^x \cdot e^x dx = \int e^{2x}dx = \frac{e^{2x}}{2} + C \).
- Final: \( y = \frac{e^x}{2} + Ce^{-x} \).
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## **Second-Order Linear Differential Equations**
### **Form**:
\[ a\frac{d^2y}{dx^2} + b\frac{dy}{dx} + cy = f(x) \]
- **Homogeneous**: \( f(x) = 0 \).
- **Non-Homogeneous**: \( f(x) \neq 0 \).
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### **Homogeneous Case**
#### **Solve Using the Characteristic Equation**:
\[ ar^2 + br + c = 0 \]
1. **Distinct Real Roots** (\( r_1, r_2 \)):
\[ y = C_1e^{r_1x} + C_2e^{r_2x} \]
2. **Repeated Roots** (\( r_1 = r_2 = r \)):
\[ y = (C_1 + C_2x)e^{rx} \]
3. **Complex Roots** (\( r = \alpha \pm \beta i \)):
\[ y = e^{\alpha x}(C_1\cos(\beta x) + C_2\sin(\beta x)) \]
#### **Example**: Solve \( \frac{d^2y}{dx^2} - 5\frac{dy}{dx} + 6y = 0 \).
- Characteristic Equation: \( r^2 - 5r + 6 = 0 \).
- Roots: \( r = 2, 3 \).
- Solution: \( y = C_1e^{2x} + C_2e^{3x} \).
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### **Non-Homogeneous Case**
#### **Method of Undetermined Coefficients**:
1. Solve the complementary equation (\( f(x) = 0 \)).
2. Assume a form for the particular solution \( y_p \).
3. Substitute \( y_p \) into the DE to find coefficients.
#### **Example**: Solve \( \frac{d^2y}{dx^2} + 3\frac{dy}{dx} + 2y = e^x \).
- Complementary Solution:
\( r^2 + 3r + 2 = 0 \), roots \( r = -1, -2 \).
\( y_c = C_1e^{-x} + C_2e^{-2x} \).
- Particular Solution:
Assume \( y_p = Ae^x \).
Substitute: \( A(e^x) + 3A(e^x) + 2A(e^x) = e^x \).
Solve: \( 6A = 1 \), so \( A = \frac{1}{6} \).
- General Solution:
\( y = y_c + y_p = C_1e^{-x} + C_2e^{-2x} + \frac{1}{6}e^x \).
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## **Practice Questions**
1. Solve \( \frac{dy}{dx} = \frac{x}{y} \).
2. Solve \( \frac{d^2y}{dx^2} + 4\frac{dy}{dx} + 4y = 0 \).
3. Solve \( \frac{dy}{dx} + 2y = x^2 \).
4. Solve \( \frac{d^2y}{dx^2} - 2\frac{dy}{dx} + y = e^x \).
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## **Quick Revision Guide**
- **Must-Know Formulas**:
- \( IF = e^{\int P(x)dx} \).
- Homogeneous solutions depend on the characteristic equation.
- Non-homogeneous: \( y = y_c + y_p \).
- **Key Tips**:
- Always simplify the DE first.
- For repeated roots, multiply \( x \) with \( e^{rx} \).
- Use guessing methods (polynomials, exponentials, trigonometric functions) for \( y_p \).
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