Math Lec1

CE H1000 Analytical Methods of CE
Lecture 1
Prof. Dr. Rafea Al-Suhili
City College of New York- Groove School of Eng. Civil Eng.
Department
Email:ralsuhili@ccny.cuny.edu
1) Lecture 1: Ordinary Differential Equations (ODE)

Basic concepts of differential equations. General and particular
solutions. Boundary and initial conditions .Classification of
DE. Solution of first order ODE. Variable separable method.
Homogeneous first order ODE. Exact ODE. Linear ODE.
Bernoulli's ODE. Second order ODE reducible to first order.
2) Lecture 2: Application of First order ODE
Water tank problems. Water quality problems. Heat transfer
problems. Growth and decay problems. Elasticity problems.
Solution of second order ODE, Homogeneous.
NonHomogeneous second order ODE, method of determined
coefficients. Method of variation of parameters.
3) Lecture3 : Ordinary Differential Equations
Solution of higher order ordinary ODE. The Euler-Cauchy
ODE. Application of second order ODE. Vibration of solid
bodies. Beams deflection. Simultaneous ordinary differential
equations.
4) Lecture 4: Laplace transform
Definition and properties. Transform of special functions.
Theorems. Transform of periodic functions. Introduction to
inverse Laplace transform.
5) Lecture 5: Inverse Laplace Transformation
Methods of finding Inverse Laplace Transforms.Solution of
ordinary differential Equations using Laplace transform.
Solution of simultaneous ODE by Laplace transform.
Convolution.
6) Lecture 6: Fourier Analysis
Fournier series. Periodic functions. Euler coefficients. Half
range expansions. Application of Fourier series.
7) Lecture 7: Linear Algebra.
The Algebra of Matrices. Addition, subtraction, and
multiplication of matrices. Special Matrices. Determinants.
System of linear algebraic equations. Characteristic Value
problems.

Lecture 1
Department
8) Lecture 8: Vectors Analysis
The Algebra of vectors. Dot product. Cross product.

Vector
functions of one variable.
9) Lecture 9: Partial D.E. Equations. PDE
Classification of PDE. Review of some well-known PDE in
Engineering Application. Separation of variables method of
solution. One dimensional wave equation (string vibration
problem ). One dimensional heat equation. Laplace equation.
10) Lecture 10: Partial Differential Equation
Solution of P.D.E using Laplace transforms.
11) Lecture 11: Numerical methods
Methods of root finding . Solution of a system of linear
simultaneous Eqs ( determinants, gauss elimination method
gauss-gorden method ). Jacobi method, gauss-sidle method.
Solution of non-linear simultaneous Eqs.
12) Lecture 12: Finite differences
Concept of differences (forward, backward, and central
differences). F.D. solution of ordinary O.D.E. Finial differences
solution of P.D.E.
13) Lecture 13: Optimization
Definition of optimization problems. Linear optimization.

Graphical methods of solution. Simplex method. Non-linear
optimization methods Lagrange method. Genetic algorithm
method.
References:
1- Text book: Advanced Engineering Mathematics, by Erwin
Kreyszig , 10th edition, ISBN 978-0-470-45836-5
2- Advanced Engineering Mathematics, C. Ray Wylie, and Louis C.
Barrett
3- Advanced Calculus for Applications, Francis B. Hildebrand

Lecture 1
Department
4- Advanced Engineering mathematics Erwin Kreyszic

5- Fundamentals of Engineering numerical Analysis Parviz Moin
Basic Concept of Differential Equations:
What is the difference between these two equations:
+1=0
= = 3
The first one is an algebraic equation , while the second one is a

differential equation (DE)
Definition: A differential equation is an equation that contains either a
derivative of a variable with respect to another variable, or contains
derivatives of two or more variables
Example:
= 2
Is a differential equation that contains a derivative of y w.r.t. x

3 + 4 = 0
Is a differential equation that contains a differential of x (dx) and a
differential of y (dy).
Why we need to solve differential equations for an engineering
problem?
Because when we deal with an engineering phenomenon (problem), we
cannot directly express the variation of the dependent variable(s), as a
function of the independent variable(s), but we can easily set a
differential equation that represent or govern the variation of the
phenomenon. For example if a ball is heated to 100 Co, and dropped in a
water tank of a temperature of 20 Co which is controlled to be kept in this

Lecture 1
Department
temperature, then if we observe that after 2 sec the measured temperature

of the ball is 90 Co , and then we set that:
T : is the ball temperature at any time t, and t is the time since the ball is
dropped into the water, then we cannot find the temperature of the ball as
a function of time , T(t)=f(t), directly, but we easily can say that:
( 20)
That is the rate of change of the ball temperature with respect to time is
proportional to the instantaneous difference in temperature between the
ball and the surrounding (water), hence;
dT
= k (T 20)
dt
, DE
Question 1: is the rate of change of the ball temperature with time is

constant or variable?, if variable what do you expect is it decrease or
increase with time ?
Question 2: what is the expected temperature of the ball after a long
time?
Ball at T=100 Co
Water at T= 20 Co

Lecture 1
Department
Rearrange the above DE
=
( 20)
Integrate both sides
( 20) = + ln
Where Ln C is the arbitrary constant of integration and Ln is the natural
logarithm function :
Then since Ln A-Ln B= Ln (A/B) we got:
20
=
Now taking e (exponential) to both sides of the equation:
20
Since e is the inverse function of the Ln function:

20 =
Which is the general solution(GS) of the DE (a solution that contains an

unknown constants of integration), to obtain the Particular solution (PS),
we use the known conditions of the problem:
At t=0, T=100 Co
(Initial Condition, the value of T at t=0)

100 20 = 0 = = 80
Since 0 = 1, then the new solution is

= 20 + 80

Lecture 1
Department
The solution still have unknown constant k, which the proportionality

coefficient , to obtain k use the observed temperature value T=90 C o, at
t=2 sec
90 = 20 + 80 2
2 =
7
8
Taking the Ln for both sides,

( 2 ) =
7
8
Hence k=-0.0667
Question: What is the unit of k ?justify the negative sign of k?
Hence the solution is :
= 80 0.0667 + 20
Where t in sec, and T in Co , if t is long (large number

) , 0,0667 = 0, and the ball final temperature is 20, if we take the
derivative w.r.t t,
= 5.336 0.0667
The rate of change of T w.r.t. t is negative, what dose that mean?

If t is large then
= 0, what dose that mean?

Lecture 1
Department
Ball Temperature Variation with time

100
90
Ball Temperature in C
80
70
60
50
40
30
20
10
20
30
40
50
Time in sec
60
70
80
90
100
70
80
90
100
Variation of rate of ball temp. with time

0
rate of change of ball temp. with time
-1
-2
-3
-4
-5
-6
10
20
30
40
50
Time in sec
60
MatLab program for drawing the variation of ball temperature and rate of
change of ball temperature with time
clc
t(1)=0; % initial time value
dt=0.02; %time interval
n=5000;
for i=1:n
Te(i)=80*exp(-0.0667*t(i))+20;
dTt(i)=-5.336*exp(-0.0667*t(i));
t(i+1)=t(i)+dt;
end
Te(n+1)=80*exp(-0.0667*t(n+1))+20;
dTt(n+1)=-5.336*exp(-0.0667*t(n+1));
%plot(t,Te)
plot(t,dTt)

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Department
General and Particular Solutions:

Consider the following simple DE:
= 2
If we integrate to solve , the solution will be :

= 2 +
Where c, is the arbitrary constant of integration. This solution is called
the general solution(GS) of the DE, since it contains an unknown constant
of integration. Now if we have a given point y(1)=1,i.e, at x=1, y=1, then:
1 = 12 +
= 0
And the solution is:

= 2
Which the particular solution PS:
If the given point is y(1)=2, then :
2 = 12 +
= 1
Then the particular solution is

= 2 + 1
Hence the general solution is that solution that contains the unknown
arbitrary constants of integration , while the particular solution is that
solution that contains the known value of these constants obtained using a
given known point. Observe that the PS has the same form of the GS but
with different C values.
Boundary and Initial Conditions:
The given points is either called the initial conditions IC, or called the
boundary conditions BC. If the problem is an initial value problem IVP,

Lecture 1
Department
which is a problem associated with time variation, then we call the

condition that defines the value of the dependent variable at time =0, as
an initial condition. When the problem contains variation with an axis, for
example this axis represent location and the conditions give the value of
the dependent variable at the starting location (x=0) or at the end location
x=L, then we call it boundary condition, and the problem is a boundary
value problem BVP.
Example:
Consider :
= 2,
= 0, = 3
The GS is:
= 2 +
Using the given IC, t=0, T=3, then c=3 and the PS is
= 2 + 3
This problem is an IVP.
Example:
Consider the following DE:
2
2
= 3, (0) = 0, (10) = 0,
Integrate once;
= 3 + 1
Integrate again;
3 2
=
+ 1 + 2
2
0 <=x<=10

Lecture 1
Department
Where c1 and c2 are the two arbitrary constants of integration and the
solution above is the GS; to obtain the particular solution use the first
boundary condition, x=0, y=0
3(0)2
0=
+ 1 (0) + 2
2
Hence, c2=0 and the solution will be

3 2
=
+ 1
2
To obtain the value of c1 use the second boundary condition , x=10, y=0
3(10)2
0=
+ 1 (10)
2
C1=-15; and
3 2
=
15
2
This problem is a boundary value problem.
Classification of Differential Equations:
The differential equations can be classified according to different criteria:
1- Type:
- Ordinary Differential Equation: ODE
- Partial Differential Equation:
PDE

Lecture 1
Department
Example:
= = 1
2
+
=0
2
The ODE contains normal or total derivative, while the PDE contains
partial derivatives.
Notes:
For engineering problems if we analyze:
- A one to one problem (one dependent and one independent
variable), we get ODE
Example: the example of the ball, the temperature T is the dependent
variable, while the time t is the independent variable T(t)=f(t)
- A one to many problem (one dependent variable and many
independent variables), we get PDE
Example: If it is required to find the temperature in a rectangular steel
plate as a function of the horizontal distance along the length and the
other horizontal distance along the width of the plate T(x,y)=f(x,y)
y
T=50
T=100
T=20
x
T=0

Lecture 1
Department
- What about Many to one problem, we get a set of simultaneous

ODEs
Example: two vibrating bodies
If this system is excited then y1=f(t), y2=f(t)
Spring 1
Body 1
Spring 2
Body 2
K1
M1
K2
y1
M2
y2
- What about a many to many problem, we get a simultaneous

PDEs
Example: consider the outfall of a sewage water to a river as
shown, the river is subjected to seepage losses and the pollutant is
non -conservative :
outfall, Qo= 3 m3/sec, C=100 mg/lit
x=0
River , Qr= 20 m3/ses
C= 5 mg/lit
Q=f(x,t),C=g(x,t)
x

Lecture 1
Department
Then both the flow Q and the concentration C are function of time t and
distance x, Q=f(x,t), C=g(x,t)
2- Order:
The order of the DE is the highest derivative that exist in it.
Examples:
+ 1 = 0
+ 2 + 3 = 0,
2
2
=0
, 2
, ,
3- Degree: The degree of a DE is the power of the highest derivative

Example:
+ = 0, , 2 , 1
2 2
+
= 0, , 2 , 1
2
4- Linear or non linear:
If the dependent variable found multiplied by one of it's
derivatives, we call the DE non linear
Example:
+ 1 = 0, , 1 , 1 ,
+ 1 = 2 , , 1 , 1 ,

Lecture 1
Department
Assignment 1-1: Classify the following DEs:

a- + + 2 = 4
b-
( )
c-
+ = 0,
2
2
2
( )
= +
2
2
d- ( + ) = ( )
Solution of First order DE.
The types of the first order ODE are, variable separable,
Homogeneous, exact, linear, and Bernoulli's ODE.
1- Variable separable ODE.
Any first order ODE that can be put in the following form is known
as variable seperable.
() = ()
Example: Solve the following ODE
+ = 2 +
Solution:
(1 + 2 ) = (1 )

=
(1 ) (1 + 2 )

= ln

2
= 0.5
(1 )
(1 + 2 )
2 ln(1 ) = ln(1 + 2 ) + ln

Lecture 1
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Since ln = ln , ln + ln = ln
ln(1 )2 = ln (1 + 2 )
Taking the inverse of the ln function of both sides that the e function,
Then the solution is:
1
= (1 + 2 )
(1 )2
Example: solve = (1 + ) 2
Solution:
= (1 + ) 2
2 = (1 + )
2 = (1 + )
For the right side use =
Let u=(1+x), =
Then du=dx, and =
Then (1 + ) = (1 + ) +
The left side is integrated to 1
Then the solution is 1 = (1 + ) +
2- Homogeneous first order ODE

Lecture 1
Department
If the ODE is not separable it may be homogeneous, how to know

if the ODE is homogeneous, it is if
(, ) = (, )
Where
= (, )
Then the ODE changes to variable separable using the

transformations;
= , = +
Example: solve ( 2 + 3 2 ) 2 = 0
Solution: It is obvious that the ODE cannot be separated ,i.e, not
variable separable, then let us check if it is homogeneous,
( 2 + 3 2 )
(, ) =
=
2
()2 + 3()2
( 2 + 3 2 )
0
(, ) =
=
= 0 (, )
2
2
Hence it is homogeneous, then by using the transformations above
+ ( 2 + 3()2 )
=
2
(1 + 3 2 )
+
=
2
(1 + 2 )
(1 + 3 2 )
=
=
2
2
2
=
(1 + 2 )
Which is now separable, integration both sides

Lecture 1
Department
ln = ln(1 + 2 ) + = ln (1 + 2 )
Taking e to both sides;
= (1 + 2 ) = (1 + ( )2 )
Example: Solve the following ODE.
( + ) = 0
Solution: we cannot separate this ODE , so let us check if it is

homogeneous or not.
= (, ) =
( + )
Then
(, ) =
+ cot
= (, )
Hence it is homogeneous then we use y=vx, and dy=v dx+x dv,

+
=
=
1
1
( + ) (1 + )
1
2 cot
=
=
1
(1 + 1)
+ )
(1
1
1
2 sin
(1 + )
+
=
=
1
1
2 cot

Lecture 1
Department
1
And since (cos ) = sin . ( 2 ). = v 2 sin
So for the first term in the right hand side of the above DE we need to
multiply and divide by 2
1
( )
=
+
1

1
ln = ln( ) + ln +
ln
1
1
= ln ( ( ) )
= ( )
3) Exact first order ODE

Any first order ODE can be put in the form
(, ) + (, ) =
+
=
Then if

=
We can solve following these steps:

a- Find by integrating w.r.t x
(, ) = (, ) + ()

Lecture 1
Department
b- Find
and equate it to N(x,y), and find ()
c- Integrate () w.r.t to y find ()

d- Set (, ) =
Example: solve the following ODE
( 3 + 2) + (3 2 + 1) = 0
Solution: The ODE given is not variable Separable, let us check if it is
homogeneous;
( 3 + 2)
(, ) =
=
(3 2 + 1)
(()3 + 2)
(, ) =
(, )
(3()2 + 1)
Hence it is not homogeneous, let us check if it is exact
(, ) = ( 3 + 2), (, ) = (3 2 + 1)
Then
= 3 2
And
= 3 2 ,
(, ) = (, ) + () = ( 3 + 2) + ()
(, ) = 3 + 2 + ()
Now take derivative of f (x,y), w.r.t. y and equate to N(x,y)
= 3 2 + () = (, ) = (3 2 + 1)
Hence () = 1, () =

Lecture 1
Department
Then the solution is

3 + 2 + =
4) Linear First order ODE
Any first order ODE that can be put in the form of
+ () = ()
Is called linear where P(x), and Q(x) are functions of x only. Then we can
solve using the following steps.
a- Find the integrating factor IF
= ()
b- The solution will be
= () +
(1 + 2 )( ) = 2 , = 1, = 0
Solution: This ODE is not variable Separable, let us check if it is
homogeneous,
1 + 2 + 2
(, ) =
=
1 + 2
1 + ()2 + 2
(, ) =
(, )
1 + ()2
Hence not homogeneous, let us check if exact
(1 + 2 + 2) (1 + 2 ) = 0
Hence
(, ) = (1 + 2 + 2),

Lecture 1
Department
(, ) = (1 + 2 )
Then
= 2
And
= 2
And since they are not equal the ODE is not exact. Let us check if it is
linear
1 + 2 + 2
2
=
=
1
+
1 + 2
1 + 2
Or
=1
1 + 2
Compare with linear form
It is linear with () =
2
1+ 2
= () =
, () = 1
1+ 2
= ln(1+
Hence use
= () +
1+ 2
1
1+ 2
. 1 +
2)
1
1 + 2

Lecture 1
Department
= 1 +
1 + 2
For x=0, y=1 then
1
1+02
= 1 0 + = 0 + , hence
c=1, and the particular
solution is
= 1 + 1
2
1+
5) Bernoulli's ODE
Any first order ODE that can be put in the form of
+ () = ()
Can be called Bernoulli's ODE and can be solved by the following

transformation:
=
Which is transformed to linear in x and z.
3 + + 2 4 = 0
Solution: rearranging
1
+
= 4
3
3
Hence Bernoulli's type with n=4, and
1
() =
() =
3
3
Using the above transformation
= 1 = 14 = 3
Then = 3 4

Lecture 1
Department
Multiplying the rearranged ODE by 3 4
3 4
+ (3 4 ) = (3 4 ) 4
3
3
Simplifying
1
+ ( ) =
Which is linear in x and z with

1
() = () =
Hence
1
= = ln =
= () +
1
= + = +
Now substitute for,

= 3
The solution is
3
=+
Notes:
1- Sometimes we have ODE that can be solved by two methods of the
above explained ones.
2- Sometimes we have ODE that can be in the form of linear equation
but with exchanging x and y as;

Lecture 1
Department
+ () = ()
So we can solve it as linear by :

= ()
And
= () +
( 2 ) = 0
solution : The given ODE is not Separable, not homogeneous, let
us check if it is exact
(, ) = , (, ) = ( 2 )
= 1,
=1
Hence Exact: Assignment 2-1: Solve it as Exact

However if we rearrange
1
+ =

Linear with P(y)=1/y and Q(y)=y
()
1
( )
= =
= () +
= () +

Lecture 1
Department
3
=
+
3
3- Sometimes no method is good to solve the ODE, but a useful

transformation could do
3 + 2 + 1
=
+2
Solution: Not any of the types above
Use the following transformations:
= + , = + , = , =
Substitute into the numerator:
3( + 1) + 2( + 2) + 1 = 3 + 2 + 31 + 22 + 1
Substitute into the denominator
( + 1) ( + 2) + 2 = + 1 2 + 2
Now the ODE is:
3 + 2 + 31 + 22 + 1
=
+ 1 2 + 2
In order for this ODE to be homogeneous then ;
31 + 22 + 1 = 0
1 2 + 2 = 0
Solving these two simultaneous equations get c1=-1, and c2=1, and
3 + 2
=
Which is homogenous solved using

= , = +

Lecture 1
Department
+ 3 + 2
3 + 2
=
=

1
+
3 + 2
=
3 + 2
3 + 2 (1 )
=
=
1
1 2
3 + 2 (1 ) 2 + + 3
=
=
1 2
1 2
(12)
2 ++3
Integrating both sides:
(1 2 )
= 2
++3
Assignment 3-1: solve the integral and substitute for = + , =
+
or = 1 = (1) = + 1, = 2 = 1
4) Integrating Factor
Occasionally it is possible to transform
(, ) + (, ) =

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Department
To exact ODE if it is not Exact by multiplying it by I(x,y), found as

follows:
1
( ) = (), (, ) = ()

a- If
( ) = (), (, ) = ()

b- If
c- If = (, ), = (, ), (, ) =
A table of integrating Factors is to be submitted to students.

Example: solve ydx-xdy=0
Solution: M(x,y)=y, N(x,y)=-x
= 1,
= 1,
( ) = ( 1 + 1) = 2/

(, ) =
()
1
2

=0
2
(, ) =
1
,
(,
)
=
2
1
1
= 2,
= 2 ,

Assignment 4-1: Solve the following ODE

1-
= 2 + 3
2- 3 = ln + 1 ,
3-
+ 2 = 3 ,
(1) = 2
(2) = 1

Lecture 1
Department
4- ( + 1)
5678-
2( 2 + ) =
+1
, > 1, (0) = 5
+ = 2
(sin sin ) + ( cos sin ) = 0
(1 + ) + (2 ) = 0
= sec +
, (2) =
9- + cot = sin 2
Second order ODE reducible to first order
Type 1: The dependent variable is not explicitly in the second order ODE
In this case we use:
=
= , = =

2
+ + 1 = 0
Solution: using the substitution above the ODE
+ 2 + 1 = 0
= 2 + 1
=
2 + 1
Which integrates to
1 = 1
= tan(1 ) =
=
sin(1 )
=
(1 )
sin(1 )
(1 )

Lecture 1
Department
As
cos(1 ) = sin(1 ) . (1) = sin(1 )
Then
= ln(cos(1 )) + 2
Type 2: The independent variable dose not appear explicitly in the ODE
In this case we use :

=
=
=
=
=


= 2 + 2 3 , (0) = 0, (0) = 1
Solution:
= 2 + 2 3
Integrate
2
1
= 1 2 + 4
2
2
2
= 21 2 2 + 4
Substitute
(0) = 1, 1 = 1/2
And
2
= 1 2 2 + 4 = (1 2 )2
= +(1 2 ), = (1 2 )

Lecture 1
Department
To be consistent with the data given (0) = 1, = 0, = 0

We must take the positive sign
= +(1 2 )
Integrate
1 = + 2
At x=0, y=0, hence c2=0, and
= tanh
Optional Assignments:
Text Book:
Set 1.1: Q2,Q8,Q11
Set 1.3:Q6,Q16
Set 1.4:Q7,Q12
Set 1.5:Q6,Q23

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CE H1000 Analytical Methods of CE

1) Lecture 1: Ordinary Differential Equations (ODE)

CE H1000 Analytical Methods of CE

8) Lecture 8: Vectors Analysis

The Algebra of vectors. Dot product. Cross product.

Definition of optimization problems. Linear optimization.

CE H1000 Analytical Methods of CE

4- Advanced Engineering mathematics Erwin Kreyszic

The first one is an algebraic equation , while the second one is a

Is a differential equation that contains a derivative of y w.r.t. x

CE H1000 Analytical Methods of CE

temperature, then if we observe that after 2 sec the measured temperature

Question 1: is the rate of change of the ball temperature with time is

CE H1000 Analytical Methods of CE

Rearrange the above DE

Now taking e (exponential) to both sides of the equation:

Since e is the inverse function of the Ln function:

Which is the general solution(GS) of the DE (a solution that contains an

(Initial Condition, the value of T at t=0)

Since 0 = 1, then the new solution is

CE H1000 Analytical Methods of CE

The solution still have unknown constant k, which the proportionality

Taking the Ln for both sides,

Where t in sec, and T in Co , if t is long (large number

The rate of change of T w.r.t. t is negative, what dose that mean?

= 0, what dose that mean?

CE H1000 Analytical Methods of CE

Ball Temperature Variation with time

Variation of rate of ball temp. with time

rate of change of ball temp. with time

CE H1000 Analytical Methods of CE

General and Particular Solutions:

If we integrate to solve , the solution will be :

And the solution is:

Then the particular solution is

CE H1000 Analytical Methods of CE

which is a problem associated with time variation, then we call the

CE H1000 Analytical Methods of CE

Hence, c2=0 and the solution will be

CE H1000 Analytical Methods of CE

CE H1000 Analytical Methods of CE

- What about Many to one problem, we get a set of simultaneous

- What about a many to many problem, we get a simultaneous

CE H1000 Analytical Methods of CE

3- Degree: The degree of a DE is the power of the highest derivative

CE H1000 Analytical Methods of CE

Assignment 1-1: Classify the following DEs:

CE H1000 Analytical Methods of CE

2- Homogeneous first order ODE

CE H1000 Analytical Methods of CE

If the ODE is not separable it may be homogeneous, how to know

Then the ODE changes to variable separable using the

Which is now separable, integration both sides

CE H1000 Analytical Methods of CE

Example: Solve the following ODE.

Solution: we cannot separate this ODE , so let us check if it is

Hence it is homogeneous then we use y=vx, and dy=v dx+x dv,

CE H1000 Analytical Methods of CE