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DIRECT INTEGRATION
Graham S McDonald
A Tutorial Module introducing ordinary
differential equations and the method of
direct integration
Table of contents
Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk
Table of contents
1.
2.
3.
4.
5.
6.
Introduction
Theory
Exercises
Answers
Standard integrals
Tips on using solutions
Full worked solutions
Section 1: Introduction
1. Introduction
d2 y
+
dx2
dy
dx
3
= x7
dy
dx
The above example is a second order equation since the highest ord2 y
der of derivative involved is two (note the presence of the dx
2 term).
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Section 1: Introduction
An o.d.e. is linear when each term has y and its derivatives only
appearing to the power one. The appearance of a term involving the
dy
product of y and dx
would also make an o.d.e. nonlinear.
dy
dx
3
The general solution of an nth order o.d.e. has n arbitrary constants that can take any values.
In an initial value problem, one solves an nth order o.d.e. to find
the general solution and then applies n boundary conditions (initial values/conditions) to find a particular solution that does not
have any arbitrary constants.
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Section 2: Theory
2. Theory
An ordinary differential equation of the following form:
dy
= f (x)
dx
can be solved by integrating both sides with respect to x:
Z
y=
f (x) dx .
This technique, called DIRECT INTEGRATION, can also be applied when the left hand side is a higher order derivative.
In this case, one integrates the equation a sufficient number of times
until y is found.
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Section 3: Exercises
3. Exercises
Click on Exercise links for full worked solutions (there are 8
exercises in total)
Exercise 1.
Show that y = 2e2x is a particular solution of the ordinary
d2 y
dy
differential equation:
2y = 0
dx2
dx
Exercise 2.
Show that y = 7 cos 3x 2 sin 2x is a particular solution of
d2 y
+ 2y = 49 cos 3x + 4 sin 2x
dx2
Section 3: Exercises
Exercise 3.
Show that y = A sin x + B cos x, where A and B are arbitrary
d2 y
constants, is the general solution of
+y =0
dx2
Exercise 4.
Derive the general solution of
Exercise 5.
Derive the general solution of
dy
= 2x + 3
dx
d2 y
= sin x
dx2
Exercise 6.
Derive the general solution of
d2 y
= a, where a = constant
dt2
Section 3: Exercises
Exercise 7.
Derive the general solution of
d3 y
= 3x2
dx3
Exercise 8.
Derive the general solution of ex
d2 y
=3
dx2
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Section 4: Answers
4. Answers
2
dy
d y
1. HINT: Work out dx
2 and dx and then substitute your results,
along with the given form of y, into the differential equation ,
2
d y
2. HINT: Show that dx
2 = 63 cos 3x + 8 sin 2x and substitute
this, along with the given form of y, into the differential
equation ,
d2 y
dx2
= A sin x B cos x ,
4. y = x2 + 3x + C ,
5. y = sin x + Ax + B ,
6. y = 12 at2 + Ct + D ,
7. y =
1 5
20 x
+ C 0 x2 + Dx + E ,
8. y = 3ex + Cx + D .
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10
5. Standard integrals
f (x)
n
1
x
x
e
sin x
cos x
tan x
cosec x
sec x
sec2 x
cot x
sin2 x
cos2 x
f (x)dx
xn+1
n+1
(n 6= 1)
ln |x|
ex
cos x
sin x
ln
|cos x|
ln tan x2
ln |sec x + tan x|
tan x
ln |sin x|
x
sin 2x
2
4
x
sin 2x
2 +
4
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f (x)
n
[g (x)] g (x)
g 0 (x)
g(x)
x
a
sinh x
cosh x
tanh x
cosech x
sech x
sech2 x
coth x
sinh2 x
cosh2 x
II
f (x)dx
[g(x)]n+1
n+1
(n 6= 1)
ln |g (x)|
ax
(a > 0)
ln a
cosh x
sinh x
ln cosh x
ln tanh x2
2 tan1 ex
tanh x
ln |sinh x|
sinh 2x
x2
4
sinh 2x
+ x2
4
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f (x)
1
a2 +x2
1
a2 x2
a2 x2
11
f (x) dx
f (x)
1
a
tan1
1
a2 x2
(a > 0)
1
x2 a2
f (x) dx
a+x
1
2a ln ax (0 < |x| < a)
xa
1
ln
2a
x+a (|x| > a > 0)
sin1
x
a
1
a2 +x2
2
2
ln x+ aa +x (a > 0)
(a < x < a)
1
x2 a2
2
2
ln x+ xa a (x > a > 0)
a2
2
1
sin
+x
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x
a
x
a
a2 x2
a2
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a2 +x2
a2
2
x2 a2
II
a2
2
h
h
sinh1
cosh1
x
a
x a2 +x2
2
a
i
2
2
+ x xa2a
x
a
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12
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Solutions to exercises
13
2 2e2x = 4e2x
d2 y
dx2
2 4e2x = 8e2x .
2y
(8 8)e2x
RHS
We need:
d2 y
dx2
dy
dx
Return to Exercise 1
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Solutions to exercises
14
Exercise 2.
To show that y = 7 cos 3x 2 sin 2x is a particular solution of
d2 y
dx2 + 2y = 49 cos 3x + 4 sin 2x, work out the following:
dy
dx
d2 y
dx2
d2 y
dx2
+ 2y
= 21 sin 3x 4 cos 2x
= 63 cos 3x + 8 sin 2x
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Solutions to exercises
15
y is of the form
a cos 3x + b sin 2x
a=7
b = 2
Return to Exercise 2
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Solutions to exercises
16
Exercise 3.
dy
dx
We need:
A cos x + B ( sin x)
d y
dx2
A sin x B cos x
+y
RHS
d y
dx2
Since the differential equation is second order and the solution has
two arbitrary constants, this solution is the general solution.
Return to Exercise 3
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Solutions to exercises
17
Exercise 4.
dy
This is an equation of the form
= f (x), and it can be solved by
dx
direct integration.
Integrate both sides with respect to x:
Z
Z
dy
dx =
(2x + 3)dx
dx
Z
Z
i.e.
dy =
(2x + 3)dx
i.e.
i.e.
1
2 x2 + 3x + C
2
2
= x + 3x + C,
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Solutions to exercises
18
Exercise 5.
This is of the form
integration.
d2 y
dx2
Z
=
sin xdx
= ( cos x) + A
Integrate again:
y
sin x + Ax + B
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Solutions to exercises
19
Exercise 6.
Integrate both sides with respect to t:
Z
dy
dt
dy
i.e.
dt
a dt
= at + C
Integrate again:
Z
y
(at + C)dt
i.e. y
1 2
at + Ct + D ,
2
where C and D are the two arbitrary constants required for the
general solution of the second order differential equation.
Return to Exercise 6
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Solutions to exercises
20
Exercise 7.
Integrate both sides with respect to x:
d2 y
dx2
d2 y
i.e.
dx2
d2 y
i.e.
dx2
Z
=
3x2 dx
1
3 x3 + C
3
= x3 + C
Integrate again:
i.e.
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dy
dx
dy
dx
II
Z
=
(x3 + C)dx
x4
+ Cx + D
4
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Solutions to exercises
21
x4
+ Cx + D dx
4
1
1 1 5
x + C x2 + Dx + E
4 5
2
1 5
0 2
x + C x + Dx + E
20
Z
Integrate again:
i.e.
i.e.
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Solutions to exercises
22
Exercise 8.
Multiplying both sides of the equation by ex gives:
d2 y
= ex 3
dx2
d2 y
i.e.
= 3ex
dx2
d2 y
x
This is now of the form dx
2 = f (x), where f (x) = 3e , and the
solution y can be found by direct integration.
ex ex
Integrate again:
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Solutions to exercises
23
i.e. y = 3ex + Cx + D ,
where C and D are the two arbitrary constants of the general
solution of the original second order differential equation.
Return to Exercise 8
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