Ordinary Diff Erential Equations: Chapter Highlights
Ordinary Diff Erential Equations: Chapter Highlights
Ordinary Differential
Equations
CHAPTER HIGHLIGHTS
IntroDuction d3 y d 2 y dy
6. + 8 + + 9 y = 16 x 2
Familiarity with various methods used in evaluating indefi- dx 3 dx 2 dx
nite integrals or finding anti-derivatives of functions [or, in ∂u ∂u
other words, evaluating ∫ f(x) dx] is a pre-requisite. 7. x + y = 8u
∂x ∂y
Differential EQuations 8.
∂2u ∂2u
+ = 10
An equation involving derivatives of a dependent variable ∂y 2 ∂x 2
with respect to one or more independent variables is called ∂2u ∂2u
a differential equation. The equation may also contain the 9. = 25 2
∂y 2 ∂x
variables and/or their functions and constants. If there is
only one independent variable, the corresponding equation ∂4u ∂2u ∂4u
is called an ordinary differential equation. If the number of 10. + 6 2 2 + 4 = e3 xy
∂x 4 ∂x ∂y ∂y
independent variables is more than one, the corresponding
equation is called a partial differential equation. We note that in the given examples, Eqs. (1) to (6) are
ordinary differential equations while Eqs. (7) to (10) are
Examples: partial differential equations. We refer to these examples
dy later on in next chapter.
1. = x 4 + e− x + y
dx
2
Certain Geometrical Results may also be
d2 y dy Expressed as Differential Equations
2. x2 + 3 + 3 y 4 x = sin x + 6
dx 2 dx
Illustration 1 Consider a family of parallel lines. All these
dy lines have the same slope. If k represents the slope, we may
3. + 5 y = x 3 − tan x
dx interpret the family of parallel lines as curves having the
d2 y dy
4. + 4y = 0 same slope. As represents the slope of the tangent to
dx 2 dx
2 4 a curve at any point (x, y), we may say that the differential
d3 y dy dy
5. 3 + 5 + e 2 xy = 6 equation = k represents a family of parallel lines.
dx dx dx
dy dn y d n −1 y d n−2 y
Illustration 2 The differential equation y = k (a constant) P0 + P1 n −1 + P2 n − 2 +
dx dx n
dx dx
may be said to represent the family of curves having the
dy
length of subnormal equal k at every point (x, y) on the + Pn −1 + Pn y = Q
curve. (We may note that the family of curves is the family dx
of parabolas). Our study is confined to ordinary differential where P0, P1, P2, . . ., Pn, Q are functions of x or constants.
equations. In what follows, differential equation means If an equation is not linear, it is called a non-linear differ-
ordinary differential equations. ential equation. In examples, 1, 3, 4, 6 are linear differential
equations, while examples 2 and 5 are non-linear differential
equations.
Order of a Differential Equation
It is defined as the order of the highest derivative present in Solution of a Differential Equation
the equation. Examples (1), (3) are of first order; (2), (4) are A function y = f(x) or F(x, y) = 0 is called a solution of
of second order and (5), (6) are of third. a given differential equation if it is defined and differenti-
able (as many times as the order of the given differential
Degree of a Differential Equation equation) throughout the interval where the equation is
The degree of a differential equation is defined as the degree valid, and is such that the equation becomes an identity
of the highest order derivative present in the equation. (It dy d 2 y
when y, , 2 ,… are replaced by f(x), f ′(x), f ″(x), …
is assumed that the various order differential co-efficients dx dx
or derivatives present in the equation are made free from respectively.
dy d 2 y
fractional powers). [In the case of F (x, y) = 0 one has to get , , … by
dx dx 2
Examples (1), (2), (3), (4), (6) are of first degree while successive differentiation of F(x, y) = 0 with respect to x].
Example (5) is of second degree.
Examples:
Consider the differential equation,
dy
1. y = e7x is a solution of = 7 y, since on substitution
dy 2 5/ 2 dx
d3 y
1 + =4 . of y = e7x, both left and right sides of the differ-
dx dx 3 ential equation become identical. We find that
−1
Taking the square on both sides (to free it from fractional y = e 7 x , 3e 7 x , e 7 x or, in general, y = Ce7x, where
powers), the differential equation is 2
C is an arbitrary constant represents solutions of
5
dy 2 d3 y
2 dy
= 7 y.
1 + = 16 3 . dx
dx dx
2. y – x = 4 is a solution of the differential equation
2 2
y = e7x, y = 3e7x, … are its particular solutions. The general solu- SOLVED EXAMPLES
tion represents a family of exponential curves.
In Example (2) y2 – x2 = C represents the general solu- Example 1
dy x
tion of the differential equation = and the solutions Form the differential equation representing the one-
dx y parameter family of curves
y2 – x2 = 4, y2 – x2 = 5, … are its particular solutions. The
general solution in this case represents a family of rectan- x3 – Ay = 0.
gular hyperbolas.
Solution
3. y = 2e–3x + 5e6x is a solution of the second order differ-
d2 y dy Given, x3 – Ay = 0 (1)
ential equation − 3 − 18 y = 0. Ay = x3
dx 2 dx
(which can be verified by actual substitution). Also, dy 3x 2
y = 4e–3x – 10e6x, e–3x + e6x, … or, in general, y = Ae–3x A = 3x 2 ⇒ A= (2)
dx dy
+ Be6x where A and B are arbitrary constants represents dx
d2 y dy
solution of 2
− 3 − 18 y = 0. Substituting A in the Eq. (1),
dx dx we have
4. y = 2 cos 4x + 3 sin 4x or, in general, y = A cos 4x + B
sin 4x where A and B are arbitrary constants represents 3x 2 dy
x3 − ⋅y=0 ⇒ x − 3 y = 0.
d2 y dy dx
solutions of + 16 y = 0.
dx 2 dx
In Example (3), the general solution is y = Ae–3x + Be6x and
in Example (4), the general solution is y = A cos 4x + B sin 4x. Example 2
By assigning particular values to the arbitrary constants Obtain the differential equation of all the circles in the first
one can generate particular solutions. quadrant, which touch the co-ordinate axes.
From Examples (3) and (4), we infer that the general
solution of a second order differential equation is a relation Solution
between x and y involving two arbitrary constants such that The equation of any circle in the first quadrant, which
the differential equation is satisfied by this relation or the touches the co-ordinate axes may be represented as (x – h)2
general solution of a second order differential equation is + (y – h)2 = h2.
a two-parameter family of curves where the parameters are Differentiating with respect to x,
the arbitrary constants.
dy
To sum up, the general solution of an nth order differ- 2( x − h) + 2( y − h) =0
ential equation is a relation between x and y involving n dx
dy
arbitrary constants, such that the differential equation is sat- x+ y
isfied by this relation or the general solution of an nth order or h = dx
differential equation is an n-parameter family of curves dy
1 + dx
where the parameters are the arbitrary constants. For the
first and second order differential equations, we have Substituting the above expression for h in the equation
First Order Equation of the circle
One parameter family of curves: dy
2
dy
2
dy
2
Example 3
1
3∫
− dt = ∫ x 2 dx
dy 1 + y2
Solve: = .
dx 1 + x2 −1 x3
t= +c
Solution 3 3
dy 1 + y2 1 3 x3
= − e− y = + c.
dx 1 + x2 3 3
1 1 Given: When x = 1, y = 0;
dy = dx
1 + y2 1 + x2 1 1
− e° = + c
3 3
Integrating on both sides,
2
1 1 c=−
∫ 1+ y2
dy = ∫
1 + x2
dx. 3
1 3 x3 2
∴ The solution is − e − y = − .
sinh y = sinh x + c.
–1 –1
3 3 3
Example 4 x3 + e–y3 – 2 = 0.
dy
Solve: ( x − xy 2 ) + ( y + x 2 y ) = 0. Homogeneous Differential Equations
dx
Homogeneous differential equation will be of the form f (x,
Solution y)dy = g(x, y)dx, where f (x, y) and g(x, y) are homogeneous
dy functions in x and y of the same degree.
( x − xy 2 ) + ( y + x 2 y) = 0
dx
(x – xy2) dy + (y + x2y) dx = 0 Definition
A function F(x, y) in x and y is a homogeneous function in
x(1 – y2) dy + y (1 + x2) dx = 0
x and y of degree n(n, a rational number), if F(x, y) can be
1 − y2 1 + x2 y x
dy + dx = 0 expressed as x nφ or y nψ .
y x x y
4 y y3 Solution
1. x 3 + 4 x 2 y − y 3 = x 3 1 + − is a homogeneous
x x3 dy y
Given: x = y + x sin
function in x and y of degree 3. dx x
y dy y y
2. x 3 tan is a homogeneous function in x and y of = + sin (1)
x
dx x x
degree 3. dy dv
Put y = vx, =v+x .
x+ y dx dx
3. is a homogeneous function in x and y of
2x − 3y Substituting in (1) we get,
degree 0. We change the dependent variable y to v by
dv
dy dv v+x = v + sin v
the substitution y = vx. Then, =v+x . dx
dx dx
dy xdv 1 1
On substitution y and in the given homogeneous ⇒ = sin v ⇒ dv = dx
dx dx sin v x
equation, it reduces to the variables separable form. 1
= ∫ cosec v dv = ∫ dx
x
Example 6 ⇒ log (cosec v – cot v) = log x + log c
dy ⇒ cosec v – cot v = cx
Solve: x 2 = x 2 + 7 xy + 9 y 2 .
dx
y y
cosec − cot = cx.
Solution x x
dy
x2 = x 2 + 7 xy + 9 y 2
dx Example 8
2
dy 7y y Solve 3y2 dx + (2xy + 3x2) dy = 0.
= 1+ + 9
dx x x
Solution
dy dv
Put y = xv ⇒ =v+ 3y2 dx + (2xy + 3x2) dy = 0.
dx dx
dy −3 y 2
dv =
v+ = 1 + 7v + 9v 2 dx 2 xy + 3 x 2
dx
dy dv
dv Put y = vx ⇒ =v+x
x = 9v 2 + 6 v + 1 dx dx
dx
dv −3v 2
v+x =
1 1 dx 2v + 3
dv = dx
9v + 6 v + 1
2 x dv −3v 2
x = −v
Integrating on both sides, dx 2v + 3
1 1 dv −3v 2 − 2v 2 − 3v
x =
∫ 9v 2 + 6v + 1 dv = ∫ x dx dx 2v + 3
1 1 1 2v + 3 1
dv = dx
∫ (3v + 1)2 dv = ∫ x dx − 3(3v + 1) = log x + log c −5v − 3v
2 x
2v + 3 1
1 −x ⇒ dv + dx = 0
=− = loge cx = = loge cx v(5v + 3) x
3y 9 y + 3x
3 + 1 Integrating on both sides,
x
1 3 1
where C is an arbitrary constant. ⇒ ∫ v − 5v + 3 dv + ∫ x dx = 0
Example 7 3
⇒ log v − log (5v + 3) + log x = log c.
dy y 5
Solve x = y + x sin
dx x ⇒ 5 log v –3 log (5v + 3) + 5 log x = 5 log c.
v5 Example 10
⇒ log x 5 = log c5 Find the solution of (ey + 1) cot x dx + ey log(sin x) dy = 0.
(5v + 3)3
y5 Solution
⇒ 3
= c1 , where c1 = c5
y Given (e y + 1)cot x dx + e y log (sin x)dy = 0
5 x + 3
Let M = (e y + 1)cot x and N = e y log (sin x)
y5 x3 ∂M ∂N
⇒ = c1 ⇒ x 3 y 5 = c1 (5 y + 3 x )3 = e y cot x and = e y cot x
(5 y + 3 x )3 ∂y ∂x
x + 2y y − 2x 1 ∂M ∂N 1
2 dx + 2 dy = 0 − = [−2 y − 2 y ]
x +y
2
x +y
2
N ∂y ∂x 2 xy
−2
The solution is U + ∫ φ ( y ) dy = C = = f ( x)
x
x Integrating factor (IF)
x + 2y
U = ∫ M1dx, where M1 =
x2 + y2 = e ∫ f ( x ) dx
−2 1
1
= e∫
dx log
= e∫ −
2 log x
x
x + 2y x =e x2 =
=∫ 2 dx x2
x + y2 1
∴ Multiplying the given equation with 2 , we get
x 1 x
=∫ dx + 2 y ∫ 2 dx x2 − y2 2 xy
x2 + y2 x + y2 2 dx + dy = 0
x x2
1 1 x x2 − y2 y
= log( x 2 + y 2 ) + 2 y tan −1 2 dx + 2 dy = 0 (2)
2 y y x x
x2 − y2 2y
1 x M1 = and N1 =
= log ( x 2 + y 2 ) + 2 tan −1 x2 x
2 y ∂M1 −2 y ∂N1 −2 y
y − 2x = 2 , and = 2
Since in N1 = 2 there is no term independent of x, ∂y x ∂x x
x + y2
the solution is ∂M1 ∂N1
=
∂y ∂x
1 x
log ( x 2 + y 2 ) + 2 tan −1 = C ∴ Eq. (2) is an exact equation and its solution is
2 y x
Method 2
∫ M1dx + ∫ (the terms of N1 not containing x) dy = C
x 2
x − y2
If the differential equation Mdx + Ndy = 0 is of the form ∫
x2
dx + ∫ 0 dy = C
1 x
y2 y2
y, f(xy)dx + x g(xy)dy = 0 and Mx – Ny ≠ 0, then is ⇒ ∫ 1 − 2 dx = C ⇒ x + = C.
Mx − Ny x x
an integrating factor of Mdx + Ndy = 0.
Example 13
Method 3 Find the solution of xy 2dx + ( y + y2)dy = 0.
In the equation Mdx + Ndy = 0, Solution
1 ∂M ∂N Given xy2dx + ( y + y2)dy = 0 (1)
= f ( x ), then e ∫
f ( x ) dx
if − is an integrating
⋅
Mdx + Ndy = 0
N ∂y ∂x
factor of the given equation. M = xy2; N = y + y 2
∂M ∂N
1 ∂N ∂M = 2 xy and =0
Similarly if − = g ( y ) then e ∫g ( y ) dy is an ∂y ∂x
M ∂x ∂y
∂M ∂N
integrating factor of the given equation. ≠
∂y ∂x
Example 12 1 ∂N ∂M 1
− = [−2 xy ]
Find the solution (x2 – y2)dx + 2xy dy = 0. M ∂x ∂y xy 2
Solution −2
= = g( y)
Given (x2 – y2)dx + 2xy dy = 0 (1) y
M = x – y and N = 2xy
2 2 Integrating factor is e∫g(y)dy
−2 1
∂M ∂N ∫ dy log 1
= −2 y and = 2y =e y = e −2 log y dy = e y2 =
∂y ∂x y2
∂M ∂N 1 xy 2 dx y + y 2
≠ Multiplying Eq. (1) by , we get + 2
dy = 0
∂y ∂x y2 y2 y
d
Now, ( ye ∫ Pdx ) = 0 General solution
dx
dy Pdx dy y ⋅ IF = ∫Q ⋅ IF dx + c.
That is, e ∫ Pdx + ye ∫ × P = 0 or e ∫ + Py = 0.
Pdx
dx dx sin 3 x
y(1 + x 4 ) = ∫ (1 + x 4 ) dx + c
This means that if we multiply both sides of Eq. (2) by 1 + x4
e∫Pdx, the product 3 sin x − sin 3 x
= ∫ sin 3 x dx + C = ∫ dx + c
dy d
e ∫ Pdx + Py is {ye ∫Pdx}. The factor e ∫Pdx is called 4
dx dx cos 3 x 3
an integrating factor of Eq. (2). y(1 + x 4 ) = − cos x + c
12 4
Suppose we multiply both sides of Eq. (1) by e ∫Pdx, it is 12y(1 + x ) = cos3 x – 9 cos x + c
4
2 x2
x− 1
IF = = e ∫ Pdx e x = 3 + Ce 2
y
General solution is y ⋅ IF = ∫Q ⋅ IFdx + c 1
2 2 y=
x− 8 x− x2
ye x = ∫ 4 + 2 e x dx + c 3 + Ce 2
x
2
2 x− Example 18
= 4 ∫ 1 + 2 e x dx + c
x dy y y
x−
2 Solve + log y = 3 (log y ) 2 .
(Put e x =t dx x x
2
x− 2 Solution
⇒ 1 + 2 dx = dt )
e x
x dy y log y y(log y ) 2
= 4 ∫ dt + c = 4t + c Given + =
dx x x3
The general solution is
1 dy 1 1 1
x−
2
x−
2 ⇒ 2
+ ⋅ = 3 (1)
ye x = 4e x +c y(log y ) dx x (log y ) x
1
Let = u,
Bernoulli’s Linear Equations log y
dy
An equation of the form + Py = Qy n is called Bernoulli’s Differenting wrt x
dx −1 1 dy du
linear equation, where P, Q are continuous functions in x. 2
⋅ =
(log y ) y dx dx
Example 17
∴ Eq. (1) becomes
dy
Solve + xy = − (3 xy 2 ). −du 1 1 du 1 −1
dx ⇒ + u= 3 ⇒ − u= 3
dx x x dx x x
Solution
It is a linear equation in u.
dy
Given + xy = − (3 xy 2 ) −1 −1
dx Here P = and Q = 3
Throughout the equation dividing with y2 we get x x
1
dy − ∫ dx 1
y −2 + xy −1 = −3 x (1) IF = e ∫ Pdx = e x = e − log x =
dx x
dy du ∴ Solution is u . IF = ∫QIFdx + c
Let y −1 = u ⇒ − y −2 =
dx dx 1 −1 1
u = ∫ 3 ⋅ dx + c
−du x x x
The Eq. (1) becomes + xu = −3 x
dx 1
u = − ∫ x − 4 dx + c
du x
− xu = 3 x
dx 1 1
= 3 +c
The above equation is a linear differential equation in u. (log y ) x 3 x
− x2
∴ IF = e ∫ Pdx = e − ∫ xdx = e 2
Second Order Linear Differential Equations
with Constant Co-efficients
∴ Solution is u ⋅ IF = ∫ QIF dx
The standard form of a second order linear differential equa-
− x2 − x2 tion with constant co-efficients is
u⋅e 2 =∫ 3 xe 2 dx.
d2 y dy
a02
+ a1 + a2 y = F ( x )(1)
−x2 dx dx
= − ∫ 3e −t dt when t = where a0, a1, a2 are real constants and F(x) is a function of
2
only x. The second order equation,
−3e −t
= = 3e −t d2 y dy
−1 a0 + a1 + a2 y = 0(2)
− x2 − x2 dx 2 dx
u⋅e 2 = 3e 2 +C represents the corresponding homogeneous equation.
Let y = u (x) represent the general solution of Eq. (2) Since the roots of the auxiliary equation are equal and
[u(x) will contain two arbitrary constants]. This means that each equal to m1, this reduces to
a0(D – m1)2 y = 0 or (D – m1)2 y = 0 (7)
d 2u du (since a0 ≠ 0)
a0 2
+ a1 + a2 u = 0 (3)
dx dx Let (D – m1)y = Y1(8)
Let y = v (x) represent a particular solution of the given Then, Eq. (7) becomes (D – m1)Y1 = 0. (9)
equation of Eq. (1). We have, then,
dY
d 2v dv Now, Eq. (9) is reduced to 1 − m1Y1 = 0, giving Y1 =
a0 2 + a1 + a2 v = F ( x )(4) C1em1x as the solution. dx
dx dx dy
Substituting in Eq. (8), − m1 y = c1e m1 x is a linear
Substituting y = u(x) + v(x) in Eq. (1), dx
equation. The general solution is given by ye–m1x = c2 + ∫c1em1x
d2 d × e − m1 x dx = c2 + c1 x
a0 2
(u + v ) + a1 (u + v ) + a2 (u + v )
dx dx
or y = c2 e m1 x + c1 xe m1 x = e m1 x (c2 + c1 x )
d 2u du d 2v dv where c1 and c2 are arbitrary constants.
= a0 2 + a1 + a2 u + a0 2 + a1 + a2 v
dx dx dx dx Case 3: Let the roots of (V) be complex. Let us assume the
= 0 + F(x) (by Eqs. (3) and (4)) roots as the conjugate pairs a ± ib. (The co-efficients a0, a1,
a2 being real, roots occur in conjugate pairs).
= F(x).
The general solution is y = c1e(α + iβ ) x + c2 e(α −iβ ) x
We infer that y = u(x) + v(x) is the general solution of
the Eq. (1). Thus, the general solution of Eq. (2) is the sum = c1eα x (cos β x + i sin β x ) + c2 eα x (cos β x − i sin β x )
of the general solution of the corresponding homogeneous
equation (2) and a particular solution of the given equation = ea x{(c1 + c2) cos b x + i(c1 – c2) sin b x}
(1). y = u(x) is called the complementary function of Eq. (2) = ea x{A1 cos b x + A2 sin b x).
and y = v(x) is called a particular integral of Eq. (1). The where A and B are arbitrary constants. We may now
general solution of Eq. (1) is given by y = u(x) + v(x). summarize the nature of the complementary function of
= [Complementary function] + [Particular integral] Eq. (1) as follows:
= CF + PI (in short). Roots of the Auxiliary Complementary Function of
Equation a0m 2 + a1m + a2 = 0 (1), or General Solution of (2)
To find the complementary function of Eq. (1) or to
obtain the general solution of the homogeneous equation Roots, real and distinct, say y = c1em1x + c2em2x
m1, m2
dy
(2): As y = emx is a solution of − my = 0, we assume y = Roots, real and equal, say y = (c1 + c2 x)em1x
dx each equals m1
emx (for some value of m) to be a solution of Eq. (2).
Roots, complex, say a ± ib y = ea x{c1cos bx + c2 sin bx}
d2 d
Then, a0 2 (e mx ) + a1 (e mx ) + a2 e mx must be equal Roots, complex and y = e a x[(c1 + c2x) cos bx + (c3 +
dx dx repeated, say m1 = m2 = a + c4 x) sin b x
to zero (or) emx{a0 m2 + a1 m + a2} = 0. ib and m3 = m4 = a – ib
Since emx cannot be equal to zero, a0 m2 + a1 m + a2 = 0 (5)
Eq. (5) is called the auxiliary equation corresponding to Example 23
(1) [or (2)]. Eq. (5) is quadratic in m and gives two values
Obtain the complementary function of the equation
for m, which may be real or complex.
d 2 y 7dy
Case 1: Let the roots of Eq. (5) be real and distinct, say m1 − + 6 y = x4 .
= dx 2 dx
and m2 (m1 ≠ m2). Then, y e=m1 x and y e m2 x are two distinct
solutions of (2) or y = C1e 1 + C2 e 2
mx mx
(6) Solution
(C1 and C2 are arbitrary constants) is the general solution d2 y dy
of (2) or the complementary function of (1). − 7 + 6 y = x4
dx 2 dx
Case 2: Let the roots of (5) be real and equal and each ⇒ (D – 7D + 6) y = x
2 4
Example 25 1
Let e kx = X1
Obtain the complementary function of the equation (D − k)
d2 y dy dX1
2
− 6 ⋅ + 10 y = e3 x . Then ( D − k ) X1 = e kx or − kX 1 = e kx
dx dx dx
This is a linear equation and the particular solu-
Solution tion of the above equation is xekx. Therefore, particular
d2 y dy 1
Given: − 6 ⋅ + 10 y = e3 x integral = xe kx .
dx 2 dx a0 ( k − m0 )
⇒ (D2 – 6D + 10)y = e3x 2. Suppose both the roots of the auxiliary equation are k.
Auxiliary equation is m2 – 6m + 10 = 0 Then, particular integral
1
6 ± 36 − 40 6 ± 2i = [e kx ]
m= = = 3±i a0 ( D − k ) 2
2 2
1 1
∴ The complementary function is given by yc = e3x(c1cos x = e kx
+ c2sin x). a0 ( D − k ) ( D − k )
1
To find a particular integral of Eq. (1) or to find a particular = [ xe kx ],
solution of the Eq. (1): a0 ( D − k )
1
d2 y dy Use the result in (1) . Now, let ( xe kx ) = X 2
a0 2
+ a1 + a2 y = F ( x ) D−k
dx dx
dX 2
We have, therefore, (D – k) X2 = xekx or − kX 2 = xe kx
We may write the above as (a0D2 + a1D + a2) y = F(x) or dx
f (D) y = F(x) where f (D) stands for (a0D2 + a1D + a2). which is a linear equation.
Particular integral y is that function of x independent of x 2 kx
Particular solution is X 2 = e or, particular inte-
arbitrary constants such that f (D) on y or f (D) y yields F(x). 2
1 x 2 kx
This is symbolically represented as y = {F ( x )}. gral in this case is given by y = e .
f ( D) 2
Example 26
Case 1: F(x) = ekx where k is a constant. Solve the differential equation:
We have D(ekx) = kekx, D2(ekx) = k2ekx … or, in general,
(D2 + 5D + 6)y = e–4x
Complementary function is c1e–3x + c2e–2x. Case 2: F(x) = sin kx or cos kx where k is a constant.
1 We have D{sin kx} = k cos kx
Particular integral = ⋅ e− 4 x
D 2 + 5D + 6 D2{sin kx} = – k2 sin kx
−4x
1 e
= e− 4 x = Similarly, D2{cos kx} = – k2 cos kx
(− 4) 2 + 5( − 4) + 6 2
If g(D2) is a polynomial in D2,
∴ General solution is
e− 4 x g(D2) {sin kx or cos kx} = g(–k2) sin kx or g(–k2) cos kx.
y= c1e −3 x + c2 e −2 x + .
2 1 1 1
Hence, sin kx = sin kx and cos kx
2
g( D ) g ( −k )
2 g( D 2 )
Example 27
1
Solve (3D2 – D – 10)y = 6e2x = cos kx, provided g(–k2) ≠ 0.
g ( −k 2 )
Solution We shall illustrate the above technique by considering
Given (3D2 – D – 10)y = 6e2x two examples.
Auxiliary equation 3m2 - m - 10 = 0
−5 Example 29
m = 2, .
3 Find the particular integral of the equation (D2 + 16)y
∴ Complementary function is = cos 3x.
−5
x
CF = c1e 2 x + c2 e 3 Solution
1 1 1 cos 3 x
PI = 6e 2 x PI = cos 3 x = cos 3 x =
3D 2 − D − 10 D2 + 16 − (3) + 16
2 7
1
= 6e 2 x Example 30
( D − 2) (3D + 5)
Find the particular integral of the equation (D2 – 5D + 6) y
1 1 1 1 2x
=6 e2 x = 6 e 1 = sin 3x.
D − 2 3D + 5 ( D − 2) 11
Solution
6 1 6
= e 2 x = xe 2 x 1
11 ( D − 2) 11 PI = sin 3 x
D 2 − 5D + 6
∴ General solution is
1
5
− x 6 = sin 3 x
y = c1e 2x
+ c2 e 3 + xe 2 x . −3 − 5 D + 6
2
11
1
Example 28 sin 3 x
−5 D − 3
Solve (D2 – 12D + 36)y = e6 x
5D − 3
Solution =− sin 3 x
(5 D + 3) (5 D − 3)
Given: (D 2 – 12D + 36) y = e6 x
Auxiliary equation is m2 – 12m + 36 = 0. (5 D − 3) 3 − 5D
= sin 3 x = sin 3 x
m2 – 12m + 36 = 0. − ( 25 D − 9)
2 25 × ( −9) − 9
m = 6, 6 1
Complementary function (CF) = (c1 + c2x)e6x = [(3 − 5 D ) sin 3 x ]
−234
1 1
PI = e6 x = e6 x −1
D2 − 12 D + 36 ( D − 6) 2 = [3 sin 3 x − 5 D(sin 3 x )]
234
x2 6x
= e −1
2! = [3 sin 3 x − 15 cos 3 x ]
234
∴ General solution is y = CF + PI
x2 6 x0 15 cos 3 x 3 sin 3 x
= (c1 + c2 x ) e6 x + e PI = −
2! 234 234
1 dz 1
Similarly, if we have to find [cos kx ]. ⇒ =
D2 + k2 dx x
1 dy dy dz
We write it as the real part of (eikx ) = ⋅
D + k2
2 dx dz dx
1 dy dy 1
= Real part of (eikx ) = ⋅
( D − ik )( D + ik ) dx dz x
x dy dy
= Real part of ( − i cos kx + sin kx ) =x
2k dz dx
x sin kx
= . d 2 y d dy d 1 dy
2k = = ⋅
dx 2 dx dx dx x dz
1 −x
sin kx = cos kx −1 dy 1 d dy
D2 +k 2 2k = +
x 2 dz x dx dx
1 x −1 dy 1 d dy dz
cos kx = sin kx = 2 +
D2 +k 2 2k
x dz x dz dz dx
d 2 y −1 dy 1 d 2 y
Example 31 = +
dx 2 x 2 dz x 2 dz 2
Solve the equation (D2 + 16) y = sin 4x.
d 2 y d 2 y dy d dy
Solution x2 2
= 2 − = − y
dx dz dz dz dz
Given: (D2 + 16) y = sin 4x
Auxiliary equation is m2 + 16 = 0 dy dy d2 y
Let =θ y ⇒ x = θ y, x 2 2 = θ (θ −1) y
m = ± 4i dz dx dx
−1
d3 y e2 z θ 3 + 9θ 2 + 28θ
Similarly x 3 = θ (θ −1)(θ − 2) y, and so on.
dx 3 1 + z
30 30
Then Eq. (1) is changed into a linear differential equation.
e 2 z θ 3 + 9θ 2 + 28θ
We solve this by methods discussed earlier. = 1 − z
30 30
Example 32
e2 z 28 2 z
d2 y dy = z− e
Solve x 2 2 + 3 x − 3 y = 0 30 (30) 2
dx dx
y = CF + PI
Solution
e2 z 28 2 z
Let x = ez or z = log x = C1e–z + e–z(C2 cos z + C3 sin z) + z− e
30 (30) 2
dy d2 y
Then x = θ y; x 2 2 = θ (θ −1) y C1 1 x 2 log x 28 2
dx dx = + (C2 cos(log x ) + C3 sin(log x )) + − x
x x 30 900
The above equation becomes
[θ (θ −1) + 3θ − 3] y = 0 Example 34
θ 2 + 2θ − 3 y = 0 d2 y dy
Solve ( 2 x − 1) + 2( 2 x − 1) − 100 y = 32( 2 x − 1) 2
dx 2 dx
Auxiliary equation is m2 + 2m – 3 = 0
⇒ (m + 3)(m – 1) = 0 Solution
⇒ m = –3, 1 Let 2x – 1 = u
∴ y = c1e–3z + c2ez du
2=
= c1x–3 + c2x. dx
dy dy du dy
Example 33 = ⋅ =2
dx du dx du
d3 y 2
2 d y + 8 dy + 2 = 2 log .
Solve x 3 + 6 x y x x d 2 y d dy d dy
dx 3 dx 2 dx = = 2
dx 2 dx dx dx du
Solution
d dy du d2 y
Put x = ez or z = log x. Then =2 ⋅ = 22 2
du du dx du
dy d2 y ∴ The given equation becomes
x = θ y, x 2 2 = θ (θ −1) y,
dx dx
d2 y dy
22 u 2 + 2 ⋅ 2u − 100 y = 32u 2
d3 y du 2 du
x3 = θ (θ −1)(θ − 2) y
dx 3 d2 y dy
u2 2 + u − 25 y = 8u 2
The given equation becomes du du
dy d2 y
[q(q – 1) (q – 2) + 6q(q – 1) + 8q + 2]y = e2z ⋅ z Let u = e , u
z = 0; x 2 2 = θ (θ −1)
dx dx
(q 3 + 3q 2 + 4q + 2)y = e2z ⋅ z
AE = m3 + 3m2 + 4m + 2 = 0 [θ (θ −1) + θ − 25] y = 8e 2 z
(m + 1)(m2 + 2m + 2) = 0 θ 2 − 25 y = 8e 2 z
m = – 1 or m = –1 ± i
AE = m2 – 25 = 0 ⇒ m = ±5
CF = C1e–z + e–z (C2cos z + C3sin z )
1 CF = C1e–5z + C2e5z
PI = ⋅ e2 z z
3 2
θ + 3θ + 4θ + 2 1 1 −8 2 z
PI = ⋅ 8e 2 z = 8.e 2 z 2 = e
θ 2 − 25 2 − 25 21
1
= e2 z z
(θ + 2 + 3(θ + 2) 2 + 4(θ + 2) + 2
)3 8 2z
y = CF + PI = C1e5z + C2e5z – e
21
1 8 2
= e2 z ⋅z = C1u −5 + C2 u 5 − u where u = (2x – 1).
θ3 + 9θ 2 + 28θ + 30 21
2 ∞
k = ∫ e − st dt + ∫ e − st ⋅ tdt
3. (a) Let k be a constant L {k } =
s 1 2
2 ∞ ∞
1 e − st e − st e − st
(b) L {1} = , s > 0 = ]∫ + t ⋅ ]∫ − ∫ ⋅ dt
s −s 1
−s 2 2 −s
n!
{ }
∞
4. L t n = ,s>0 e −2 s e − s 2e −2 s 1 e − st
s n +1 =− + + +
s s s s −s 2
s
5. L {cos at} = ,s>0 −e −2 s e − s e −2 s 1 −2 s
s2 + a2 = + +2 + 2e
s s s s
a
6. L {sin at} = ,s>0 e −2 s 1 e − s
s2 + a2 = 1 + + .
s s s
s
7. L {cosh at} = ,s> a
s2 − a2 Example 39
a Find the Laplace transform of the function
8. L {sinh at} = ,s> a
e − st e − st
2 ∞ ∞ − st
s2 − a2 e
f (t) = sin 2t, 0 < t < p = ∫ +t ⋅ ∫ −∫ ⋅ dt
− s 1 − s 2 2 − s
n!
9. L{t n ⋅ e at } = , n∈ Z+
( s − a) n +1 = 0, t > p
∞
1 Solution
10. L f (t ) = ∫ F ( s) ds ∞
t s
L{f (t)} = ∫ e − st f (t )dt
0
Example 37 π ∞
Find the Laplace transform of the function = ∫ e − st ⋅ sin 2tdt + ∫ e − st ⋅ 0 dt
0 π
f ( x ) = 5e 2 x + 7e −3 x π
= ∫ e − st sin 2tdt
Solution 0
L{ f ( x )} = L(5e 2 x + 7e −3 x ) e − st
= [− s sin 2t − 2 cos 2t ]]π0
= 5L(e2x) + 7L(e–3x) s2 + 4
1 1 2(1 − e −π s )
L{ f (t )} = 5 ⋅ + 7⋅ = .
s−2 s+3 s2 + 4
5 7
= + ⋅
s−2 s+3 Example 40
Example 37 Find the Laplace transform of the function f (t) = (sin t + cos t)2
Find L{f (t)} where Solution
f (t) = 0, 0 < t < 1 L{(sint + cost)2} = L{1 + sin2t} = L{1} + L{sin2t} =
= 1, 1 < t <2 1 2
+ 2
= t, t > 2. s s +4
u
du.
s 0
s NOTE
6. L−1 2 = cos at This is also called as Heavisides unit function
s + a2
s 4. Periodic function: If f(t) is a periodic function with
7. L−1 2 = cos hat period a i.e., f (t + a) = f(t), then
s − a2
a
1 1
8. L−1 2
s − a2
= sin hat
a
∫ e − st f (t )dt
0
L{ f(t)} =
1 1 at 1 − e − sa
9. L−1 2
= e sin bt G ( s)
( s − a ) 2
+ b b 5. Using partial fractions: If F(s) is of the from
H ( s)
s−a
10. L−1 2 + 2
= e at cos bt where G and H are polynomials in S then break F(s)
( s − a ) b into partial fractions and manipulate term by term.
1 1 6. Heavisides expansion formula: Let F(s) and G(s)
11. L−1 2 2 2 = 3 (sin at – at cos at) be two polynomials in ‘s’ where F(s) has degree less
( s + a ) 2a
than that of G(s). If G(s) has n distinct zeros ar, r = 1,
s 1 2, 3, …., n
12. L−1 2 2 2 = t sin at
( s + a ) 2a i.e., G(s) = (s – a1)(s – a2)…(s – an), then
To find the inverse Laplace transform we use the following F ( S ) n F (α r ) α t
methods.
L−1 =∑ e r
G ( S ) r =1 G ′(α r )
1. Using the following properties
(a) If L−1{F ( s)} = f (t ), than L−1{F ( s − a)} = e at f (t ) Transform of Special Functions
(b) If L−1{F ( s)} = f (t )) and f (0) = 0; then 7. Bessel function:
d x2 x4 x6
(i) L−1{sF ( s)} = ( f (t )) J0 (x) = 1 -
+ 2 2 − 2 2 2 +
dt 2 2 ⋅4 2 ⋅ 4 ⋅6
dn
(ii) L−1{s n F ( s)} = n ( f (t )) if f (0) = f 1(0) = 1
dt then L {J0 (x)} =
f (n-1)(0) = 0 s2 +1
1 −2t −1 1
L−1 = e L 5/ 2 t t
x
( s + 2) = ∫ f 2 ( x ) f1 (t − x )dx = ∫ sin 2 x (t − x )dx
5 / 2
s
0 0 4
5 3
−1 t t
t2 4t 2 e −2t t 1
= e −2t
5
=
3 π
=
40∫ x sin 2 xdx − ∫ x 2 sin 2 xdx
40
Γ
2 t
t x 1
= − cos 2 x + sin 2 x
e 2 −3s e −3 s
4 2 4 0
\ L−1 5/ 2
= e 2 L−1
( s + 2) ( s + 2)
5 / 2
t
1 x2 x 1
− − cos 2 x + sin 2 x + cos 2 x
4 4 2 2 4 0
= (t − 3)3/ 2 e −2( t − 4 ) ⋅ H (t − 3)
3 π 1
= (1 − t sin 2t − cos 2t )
(when expressed in terms of Heaviside’s unit step function) 16
Exercises
d2 y 4. Find the solution of tan y sec2 x dx + tan x sec2ydy = 0
1. The order and degree of the DE 2 = n2y respectively π
dx when x = y = .
are
⋅
4
(A) 1, 2 (B) 1, 1 (A) tan x tan y = 1
(C) 2, 2 (D) 2, 1 (B) cot x tan y = 1
2. The differential equation whose solution is y = mx + (C) tan x cot y = 1
4 (D) cot x cot y = 1
, where ‘m’ is parameter is
m 5. The general solution of the DE, (ex + 1)ydy = (y + 1)
dy dy dy
2 exdx is
x − y + 4
(A) = 0. (A) log (ex + 1) - log (y + 1) + c = 0
dx dx dx
2 (B) log (ex + 1) = y - log (y + 1) + c
dy dy
dx − dx + 4 = 0.
(B) (C) log (ex - 1) + log (y + 1) + c = 0
ex
dy
x − y + 4 = 0.
(D) log =c
(C)
dx y +1
2
dy dy dy
(D) x + + 4 = 0. 6. Solve = | x|
dx dx dx
3. If y = c1 log x + c2 log c3 + c4 ex + c5 is the general solu- x2 x2
tion of a homogeneous linear differential equation, then y=
(A) + c (B) y= + x+c
2 2
the order of the equation is
−x | x | x | x|
(A) 2 (B) 3 (C) y= + c (D)
y= +c
(C) 4 (D) 5 2 2
2
3 3
(C) tan-1 (3x + y + 1) = x + c π +2
y cosec x - x =
(A)
2
2 2x − y +1
(D) tan-1 = x+c cosec x π +2
3 3 (B) +x=
y 2
dy x − y
9. The general solution of = is
dx x + y π −2
y cosec x + x =
(C)
x2 + xy + y2 = k (B)
(A) x2 - y2 = k 2
x - 2xy - y = k (D)
(C) 2 2
x2y2 = k cosec x π +2
(D) −x=
dy x − 2 y +1 y 2
10. The general solution of = is
dx 2 x − 4 y + 3 dy
(A) x2 - 4xy - 6y = c 18. The general solution of x + y = y2logx is
dx
(B) x2 - 4xy + 4y2 + 2x - 6y = c
y = log x + cx (B)
(A) y = x + c log x
(C) x2 + 4xy + 4y2 + 2x - 6y = c
(D) x2 + 4xy - x + 6y = c 1 1
(C) = 1 + cx (D) = 1 + cx + log x
11. The solution of the differential equation 2xy dy + (x2 + y y
y2 +1)dx = 0 is dy
(A) x3 + xy2 + 3x = c 19. Consider the differential equation cos y + 3 x 2 sin y
dx
(B) x3 + 3xy2 + x = c = x2.
x3 To convert the above equation into linear form the sub-
(C) + xy2 + x = c
3 stituted variable is
(D) 3x2 + y2 + 2x = c (A) z = cos y (B) z = cosec y
12. The general solution of yexydx + (xexy + 2y)dy = 0 is (C) z = sin y (D) z = sec y
(A) ex + y2 = c (B) exy + y2 = c 20. The solution of (aD + bD + c) y = 0 whose auxiliary
2
22. The general solution of the differential equation 30. Solve the equation
d4x d2x d2 dy
+ 13 + 36 x = 0 is ______. 3x 2 2 + x − y = x 2 .
dt 4 dt 2 dx dx
x = (c1 + c2t) cos2t + (c3 + c4t) sin 3t
(A) y = C1x–3 + C2 x–1 + x3/7
(A)
x = c1e2t + c2e-2t + c3e3t + c4e-3t
(B) y = C1x3 + C2x + x2/7
(B)
x = (c1 + c2t) e2t + (c3 + c4t) e3t
(C) y = C1x1/3 + C2x-1 + x/7
(C)
x = c1 cos 2t + c2 sin 2t + c3cos 3t + c4 sin 3t
(D)
(D) y = C1x–1/3 + C2x + x2/7
23. The particular integral of (D2 - 4D + 3)y = e3x is 31. Laplace transform of 2sin2 2t = ______.
xe3 x 1 1 s
(A) (B)
e3x (A) + 2 (B)
2 s s + 16 s + 16
2
1
(C) e3x (D) xe2x 1 1 1 1
2 (C) − 2 (D) + 2
s s + 16 s s + 16
24. The particular integral of (D3 - 4D2)y = 6 is 32. The Laplace transform of (t + 1) is ______.
3
3 2
(A)
x2 (B) x 6 − 6 s + 3s 2 − s3 6 + 6 s + 3s 2 + s3
4 (A) 3
(B)
s s
3 −x 2
(C) - x2 (D) 6(1 + s + s 2 + s3 ) 6 + 6 s + 3s 2 + s3
4 4 (C) (D) 4
s 4
25. The particular of integral of (D2 + 3D + 2)y = cos 2x is s
33. The value of L {sinh 3tcos 3t} ______.
3 sin 2 x − cos 2 x
(A) 3 sin 2x - cos 2x (B) s 2 + 18 s 2 + 18
20 (A) 4 (B)
s + 81 s 4 + 324
cos 2 x − 3 sin 2 x cos x − sin 2 x
(C) (D)
10 40 3( s 2 − 18) 3( s 2 + 18)
(C) 4 (D)
2 6. The particular integral of (D2 - D) y = x2 - 2x + 4 is s + 324 s 4 − 324
(A) x3 - 8x + 4 (B) -x3 + 4x - 4 34. The value of L{t2cos 3t} is ______.
x3 −x 3 s 2 − 27 2 s( s 2 − 27)
(C) + 8x - 4 (D) - 4x - 4 (A) 2 (B)
3 3 ( s + 9) 4 ( s 2 + 9)3
0
16 t 8 t7 (t - x)dx is _______.
(C) (D)
35 π
⋅
105 π
⋅
1 t
(A) cos t (B) sin t
8 4 + 2s 2 2
4 1. The value of L-1 − is ______.
3s − 2 16 s 2 − 25 t t
(C)
t sin (D)
t cos
8 5t 5t 2 2
(A) sin h − cos h
3 4 4
47. Solve (D4 - 16)y = 1, y = y′ = y″ = y″′ = 0.
8 5t 5t
(B) e 2 / 3t − sin h − cos h −1
3 4 4 y=
(A) − [cos h 2t + sin h 2t ]
16
8 1 5t 1 5t
(C) e 2 / 3t − sin h − cos h
3 5 4 8 4 1
(B) y= (1 − cos h 2t + cos 2t )
(D) None of these 32
1
42. The inverse Laplace transform of is _____. −1 1
s2 − 8s + 20 (C) y= + (cos h 2t − sin t )
16 32
e 2t e 4t
(A) sin 2t (B) sin 2t
−1 1
2 2 y=
(D) + (cos h 2t + cos 2t )
(C)
e4t sin 2t (D)
e4t sin 4t 16 32
Answer Keys
Exercises
1. D 2. A 3. B 4. A 5. B 6. D 7. C 8. B 9. C 10. B
11. C 12. B 13. B 14. B 15. B 16. A 17. B 18. D 19. C 20. C
21. B 22. D 23. A 24. C 25. B 26. D 27. A 28. B 29. B 30. D
31. C 32. D 33. C 34. B 35. D 36. A 37. C 38. A 39. D 40. A
41. C 42. B 43. A 44. C 45. C 46. B 47. D 48. B