Saint Mary’s University

School of Engineering and Architecture

ENGINEERING MATHEMATICS DEPARTMENT

DIFFERENTIAL EQUATIONS AND Name

REVIEW MATH
ADVANCED MATH Course & Yr

DIFFERENTIAL EQUATIONS: Integrating factor: y=c1 eax cosbx +c 2 e ax sin bx

v=exp ∫ P( x)dx
Types of DE:
1. Ordinary DE – involves total differentials
or derivatives 2. Non-homogenous LDE
2. Partial DE – involves partial differentials v=exp ∫ P( y)dy or dn y d n−1 y dy
a1 n + a2 n−1 +⋯+a n−1 + an =R( x )
or derivatives
Multiply the given equation by the dx dx dx
Order of a DE – refers to the order of the highest- integrating factor. The general solution is In differential operator form
ordered derivative in the equation
yv=∫ vQ( x)dx n n−1
(a1 D +a 2 D +⋯+ an−1 D+ an ) y=R( x )
Degree of a DE – refers to the power in which the
xv=∫ vQ( y )dy
ADVANCE MATH:
highest ordered derivative is raised Vectors: A = Axi + Ayj + Azk
5. Miscellaneous Methods and Types The magnitude of a vector A
Elimination of Arbitrary Constants
Rule: Isolate the arbitrary constant, if possible.
Otherwise, get the derivative of the function a
a. Integrating Factor by Inspection
b. Bernoulli’s Equation A=
√ A 2+ A 2 + A 2
x y z
number of times equal to the number of arbitrary dy i, j, k are unit vectors in the direction of
constants in the equation, i.e. the order of the
+P (x ) y =Q( x ) y n the x, y, and z axis, respectively
dx NOTE: Bold-faced letters usually denotes the vector
resulting DE is equal to the number of arbitrary
dx while the corresponding light-faced letter
constants in the equation. +P ( y )x =Q( y ) x n represents the magnitude
dy 1. Dot Product (Scalar Product)
First Order, First Degree DE: Which can be written as AB = ABCos 
dy dy  is the angle between the two vectors
=f (x , y ) y−n +P( x ) y 1−n =Q( x )
dx dx A x i+ A y j+ A z k
A=
M ( x , y )dx +N ( x , y )dy=0 dx
1. Variables Separable x−n +P ( y )x 1−n=Q ( y ) B=
B x i+B y j+B z k
dy
M ( x , y)=f ( x)g ( y ) Let y1-n = z; (1 – n)y-ndy=dz which A B + A y B y +A z Bz
AB = x x
N (x , y)=h( x )s( y) will lead to a linear equation in z. 2. Cross Product (Vector Product)
c. Linear in Two Variables AxB=C
f ( x) g( y)dx+h( x )s( y )dy=0
(a1 x +b 1 y+c 1 )dx + Where the magnitude of C
f ( x) s( y ) C = ABSin
∫ h( x) dx+∫ g( y ) dy=C (a 2 x +b 2 y +c 2 )dy =0
i j k i j
Use the substitution
2. Homogenous Equation x = u – h; dx = du |A x A y A z| A x A y
M(x,y) and N(x,y) are both homogenous y = v – k; dy = dv
mm,to the same degree where (h, k) is the point of B By Bz Bx B y
AxB= x
Use x = vy, dx = vdy + ydv intersection of the two lines. This
If M is simpler will yield homogenous equation:
Use y = ux, dy = udx + xdu MATRICES:
If M is simpler (a1 u+b1 v )du+( a2 u+b 2 v )dv =0 Types:
NOTE: Resulting equation must be Linear Differential Equations with Constant 1. Square Matrix
variables separable. Coefficients: 2. Diagonal Matrix
3. Exact Equation 1. Homogenous LDE 3. Scalar Matrix
4. Identity Matrix
∂M ∂N dn y d n−1 y dy 5. Symmetrical Matrix
= a1 n
+ a 2 n−1
+⋯+a n−1 + an =0
dx dx dx 6. Antisymmetrical Matrix
∂ y ∂x 7. Upper Triangular Matrix
In differential operator form
F=∫ Mdx y constant
8. Lower Triangular Matrix
n n−1
(a1 D +a 2 D +⋯+ an−1 D+ an ) y=0
Transpose of a Matrix
F=∫ Ndy x constant
[ ]
Auxiliary Equation:
1 2

4.
Combine terms in the two F and the
general solution F = C.
Linear Equation
a 1 m n +a 2 mn−1 +⋯+ an−1 m+ an =0
It has n roots; m1,
Case 1: If roots are distinct
A= [ 1 −2 3 T
2 4 5
A = −2 4
3 5
]
m1 x m2 x mn x
dy y=c1 e +c 2 e +⋯+ c n e Inverse of a Matrix
+P (x ) y =Q( x ) Case 2: If roots are repeated m = m1,…,mk AA-1 = I
dx
y =c 1 e mx + c 2 xe mx +c 3 x 2 e mx +⋯ 1
dx A−1 = ( adjA )
+P ( y )x =Q( y ) |A|
dy +c k x k−1 e mx
Case3: Imaginary Roots: a  bi
 [ ]
∞
A11
A
A21
A22
⋯ An 1
⋯ An 2 infinity, that is, n→∞
S= lim S n
If the sum b) If
∫1 f ( x)dx does not exists, then
adjA = 12 ∞
⋮
A1 n
⋮
A 2n
⋱ ⋮
⋯ A nn
exists, the infinite series is said to be
convergent. Otherwise, it is called divergent. ∑ f (n)
∞ the series n=1 diverges.
Cofactor of Aij = (-1)i+j|Mij|
Minor Mij is the matrix obtained by removing the ith
row and the jth column of the original matrix.
∑ un B. Ratio Test
Theorem 1: If n=1 converges, then Given the series
∞
INFINITE SERIES lim u n
n→∞ =0. ∑ un=u1 +un+⋯+u n+⋯
Definition 1: A set of terms or numbers arranged in n=1
an order that is determined according to some Theorem 2: If un does not approach zero as n un+1
law is called a sequence. approaches infinity, then the series diverges.
, form the ratio
un of the general
Theorem 3: If a function Sn = f(n) never decreases
u1 , u2 ,u3 ,…, un as n increases but remains less than or equal term and the one preceding it.
to some constant K, then the limit of S n as n
Definition 2: The indicated sum of a sequence is approaches infinity exists and is less than or un+1
called a series. The series is finite or infinite equal to K. lim | |<1
according as the number of terms is limited or
Theorem 8: If n→∞ , the
un
unlimited. Theorem 4: If a function Sn = f(n) never increases
as n increases but remains greater than or series converges and indeed converges absolutely.
∞ equal to some constant K, then the limit of S n
u1 + u2 +u3 +…+un +…= ∑ un as n approaches infinity exists and is greater un+1
n=1
than or equal to K. lim | |>1
Theorem 9: If n→∞
un , or if
Definition 4:Absolute Convergence: An
NOTE: An infinite series is not definitely determined
unless a general expression from which any
alternating series is said to be absolutely un+1
term can be obtained is given. This general
convergent if the series formed from it by | |
term can be expressed in terms of n, the
replacing all its terms by their absolute values
is convergent.
un increases without bound, the series
number of the term. diverges.
∞
1 1 1 1
+ + +⋯+ n +⋯ ∑ |u n| un+1
2 4 8 2 Theorem 5: If the series n=1 converges, then lim | |=1
ex. ∞
Theorem 10: If n→∞
un
∑ un
, the
1 test fails.
n=1 .
where the term 2n defines the general term un+1
of the series. At times, a series can also be Theorem 6: If a series is absolutely convergent, lim | |
indicated by use of the sigma notation. Using then it is convergent.
Theorem 11: If n→∞
un
does not
this, the series above can be represented as
Test for Convergence of an Infinite Series: approach a limit and does not
∞ ∞ increase without bound, the test
1 1
∑ ∑ 2n+1 A. Integral Test fails.
n
or ∞
n=1 2 n=0 un ∑
Consider an infinite series n=1 of C. Comparison Test
If we wish to indicate that the terms alternate positive terms, such that the terms never
in sign, this can be done by introducing (-1) n or increase with increasing n , that is, Let
some other power of – 1 as part of the
indicated sum. This is called an alternating 0<u n+1 <un . u1 + u3 +u 3 +…+un +…
series. be a series of positive terms to be
tested:
ex. Theorem 7: If, for x≥1 , the function f(x) is
0 positive, continuous, and never increases with Theorem 12: (a) If a series
∑ (−1)n−1 1n! =11! −12! + 13! −14! +⋯+(−1)n−1 1n! +⋯increasing x, then: a 1 +a 2 +a3 +…+a n +…
n=1 ∞
1 1 1 1
=1− + − +⋯+(−1)n−1 +⋯ a) If
∫1 f ( x)dx exists, then the series
of positive terms, known to be
convergent, can be found such that
2 6 24 n! ∞ un ≤an , then the series to be
Convergence And Divergence Of An Infinite ∑ f (n) tested is convergent.
Series: n=1 converges.
(b) If a series
Definition 3: The sum of an infinite series is the b 1 +b2 +b3 +…+bn +…
limit, if it exists, of the sum of a finite number
of terms, as the number of terms approaches of positive terms, known to be
 divergent, can be found such that
un ≥b n , 8. Solve the equation
then the series to be
tested is divergent. 2 ( y−4 x 2 ) dx +xdy=0 .
Theorem 13: If un > 0 and an > 0 , and if a. x 4 +2 x2 y =c 4
c. x −2 x y=c
2

b. (x + y – 1)2 = c(x – y – 3)
un
lim =c≠0
n→∞ a n , then the 2 x 4 + x2 y =c d.
∞ ∞
∑ un an ∑ 2 x 4 −x 2 y=c
series n=1 and n=1 9. Solve the equation
converge or diverge together.
( 4 xy +3 y 2−x ) dx +x ( x+2 y ) dy=0
a. x ( 4 xy−4 y −x ) =c
Theorem 14: If un > 0 and an > 0 , and if 3 2
un
b. x ( 4 xy+4 y −x ) =c
lim =0 3 2
n→∞ a n , then the series
c. x ( 4 xy−4 y +x ) =c
3 2
∞ ∞
∑ un ∑ an PRACTICE EXAM: d. x ( 4 xy +4 y +x )=c
3 2
n=1 converges if n=1
converges.
1. Determine the order and degree, respectively 10. Solve the equation (x + 2y – 4)dx – (2x + y –
of the differential equation. 5)dy = 0.
Theorem 15: If un > 0 and an > 0 , and if

( )( )
3 a. (x + y – 1)2 = c(x – y – 3)
u d2 y dy 4 b. (x - y – 1)2 = c(x + y – 3)
lim n =∞ + + y=0 c. (x + y – 1)3 = c(x – y – 3)
n→∞ a n dx 2 dx
d. (x - y – 1)3 = c(x + y – 3)
, then the series
∞ ∞ a. 1 and 4 c. 4 and 1
∑ un ∑ an b. 2 and 3 d) 3 and 2 11. Find the equation of the curve which passes
through (0, 2) and has a slope of 2 if y” = 2.
n=1 diverges if n=1 2. Eliminate the arbitrary constant from the a. y = x2 + 5x + 5 c. y = x2 + 3x + 3
diverges. relation cy2 = x2 + y. b. y = x2 + 4x + 4 d. y = x2 + 2x + 2
a. (x + y – 1)2 = c(x – y – 3)
D. Alternating Series Test 12. The slope of the family of curves at any point
Theorem 16: If, after a certain point, the 3. For the equation given, determine the (x, y) is equal to (x + 1) (x + 2). Find the
terms of an alternating series never differential equation by eliminating the equation of the curve that is passing through (-
increases numerically, and if the limit of y=c1 e3 x +c 2 e−x 3, -3/2)
the nth term is zero, the series in arbitrary constants:
a. y” + 2y’ + 3y = 0 c. y” – 2y’ -3y = 0 x3 3 x2
convergent. a . y= + + 2 x +5
b. y” + 2y’ – 3y = 0 d. y” – 2y’ + 3y = 0 3 2
Laplace Transform: x3 3 x2
∞ 4. What is the differential equation of the family b . y= + +2 x +4
L[ f (t )]=F ( s)=∫0 f (t )e dt
− st
of parabolas having their vertices at the origin 3 2
and their foci on the x – axis?
General Formulas: x3 3 x2
a. 2xdx – ydy = 0 c. 2xdx + ydy = 0 c . y= + +2 x+1
b. ydx – 2xdy = 0 d. ydx + 2xdy =0 3 2
3 2
x 3x
5. Solve the equation xydx + (x + 1)dy = 0. d . y= + +2 x
a. ex = cy(x + 1) c. y = cex(x + 1) 3 2
b. yex = c(x + 1) d. yex(x + 1) = c
13. Find the equation of the orthogonal
6. Solve the equation 3(3x2 + y2)x – 2xydy = 0. trajectories of the system of parabolas y2 = 2x
a. x 2 =c ( 9 x 2 + y 2 ) + 2.
a. y = ce-x c. y = ce2x
b. x 2 =c ( 3 x 2 + y 2 ) b. y = ce x
d. y = ce-2x

c. x 3 =c ( 9 x 2 + y 2 ) 14. The population of a certain municipality

d. x 3 =c ( 3 x 2 + y 2 ) increases at a rate equal to the square of the
population. If the present population is 90,000,
how long will it take for the population to reach
7. Solve the equation (2x3 – xy2 – 2y + 3)dx – 160,000?
(x2y + 2x)dy = 0. a. 150 years c. 200 years
4 2 2 b. 180 years d. 250 years
a. x −6 x−x y −4 xy=c
4 2 2 15. At a certain time, a thermometer reading 70oF
b. x −6 x+x y −4 xy=c is taken outdoors where the temperature is
4 2 2 15oF. Five minutes later, the thermometer is
c. x +6 x +x y −4 xy=c taken back indoors where the temperature is
4 2 2 fixed at 70oF. What is the thermometer
d. x +6 x−x y −4 xy=c
 reading ten minutes after it was brought back 23. Determine the inverse Laplace transform of 30. Find the minor of A31 in the matrix

[ ]
indoors? 5 7
a. 42.9oF c. 64.3oF + −1 5 2
7 s−4
b. 58.5 F o
d. 60.4oF the function s . 3 −6 4
1 6 8 0 7
16. A tank initially contains 200 liters of fresh t + 7 e4 t
water. Brine containing 2.5 N/li of dissolved a. 144
salt runs into the tank at the rate of 8 li/min
5 6
and the mixture kept uniform by stirring runs t + 7 e4 t
out at 4 li/mmin. Find the amount of salt when b. 144
the tank contains 240 liters of brine.
1 6
a. 143.6 N c. 183.3 N t +7 e−4 t
b. 157.0 N d. 167.4 N c. 144
17. Which of the following is equivalent to (D – 3) 5 6
t +7 e−4 t
(e3xy)? 144
d.
a. 3e-3xDy c. e-3xDy
b. e3xDy d. 3e3xDy

18. Find the general solution of (D3 + 3D2 + 3D +

1)y = 0. 24. Find the size of the matrix
[25 0 4
−3 8 ] .
y=( c 1 + c2 x +c 3 x 2 ) e x a. 3 x 3 c. 3 x 2
a. b. 2 x 3 d. 2 x 2
y=( c 1 + c2 x +c 3 x 2 ) e−x
b. 25. Given the matrices. Find BA.

[ ] [ ]
y=( c 1 + c2 x +c 3 x ) e
2 2x
−3
2 8 4 10 0
c.
y=( c 1 + c2 x +c 3 x 2 ) e−2 x [ A ]= 1 5 0 [ B ] = 1 −6 2
d.
9 −2 4 −2 4 −3

[ ][ ]
19. Find the general solution of (D4 + 6D3 +9D2)y = 19 96 0 −26 −10 −20
0.
y=c1 +c 2 x+ c 3 x 2 +c 4 e 3 x
−10 45 12 9 −20 10
a. 21 −8 73 c. 26 118 −16
3x a.
y=c1 +c 2 x+(c 3 + c 4 x )e

[ ] [ ]
b. 1 12 8 −2 58 32
c.
y=c1 +c 2 x+(c 3 + c 4 x )e−3 x 2 −1 2 9 −32 16
d.
y=c1 +c 2 x+ c 3 x 2 +c 4 e−3 x b.
7 2 1 d.
−17 22 −28

20. Find the general solution of (D2 + 4)y = 0. 26. When the number of rows m and the number
y=c1 cos 2 x + c2 sin 2 x of columns n are equal, the matrix is said to
a. be:
y=c1 cos x+ c 2 sin x a. Symmetric c. identity
b. b. Square d. zero
c.
y=e2 x ( c 1 cos x+ c 2 sin x )
27. When the elements of a square matrix obey
d.
y=e−2 x ( c 1 cos 2 x+ c 2 sin2 x ) the rule aij = aji, the matrix is said to be:
a. Symmetric c. identity
b. Square d. zero
21. Find the Laplace transform of the function F(t)
= e5t. 28. When all the elements in the main diagonal of
1 5 a square matrix are equal to unity and all the
2 other elements are zero, the matrix is said to
a. s−5 c. s be:
1 5 a. Symmetric c. identity
b. Square d. zero
b. s6 2
d. s +25
22. Find the Laplace transform of the function 29. Find the minor of 4 in the matrix

[ ]
2cos 3t – 5e-4t + 6t – 9. 2 4 1
2s 5 6 9
− + 2− 1 −2 5
2
s +9 s+ 4 s s
a. 5 2 6 .
6 5 6 9
− + 2−
b.
2
s +9 s+ 4 s s |1 5| −|1 5|
2s 5 6 9 a. 5 6 c. 5 6
− + 2− −2|
c. s +9 s−4 s
2 s |1 −|1 −2|
6 5 6 9 b. 5 2 d. 5 2
− + 2−
d. s +9 s−4 s
2 s