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Ordinary Diff Erential Equations: Chapter Highlights

1) The document introduces ordinary differential equations and partial differential equations. It provides examples of first, second, and third order differential equations. 2) Key concepts discussed include the order, degree, and linear/non-linear nature of differential equations. The document also discusses solving differential equations by finding functions whose derivatives satisfy the given equation. 3) Methods for expressing geometric problems as differential equations are demonstrated, such as representing families of parallel lines through their common slope.

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0% found this document useful (0 votes)
204 views25 pages

Ordinary Diff Erential Equations: Chapter Highlights

1) The document introduces ordinary differential equations and partial differential equations. It provides examples of first, second, and third order differential equations. 2) Key concepts discussed include the order, degree, and linear/non-linear nature of differential equations. The document also discusses solving differential equations by finding functions whose derivatives satisfy the given equation. 3) Methods for expressing geometric problems as differential equations are demonstrated, such as representing families of parallel lines through their common slope.

Uploaded by

PRABHAKAR KUMAR
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 2

Ordinary Differential
Equations

CHAPTER HIGHLIGHTS

☞ Introduction ☞ Laplace transforms


☞ Differential equations

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

Chapter 02.indd 33 5/31/2017 12:38:48 PM


2.34  |  Part II  ■  Engineering Mathematics

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

This is a third order second degree differential equation. dy x


= . Also, y2 – x2 = 5, y2 – x2 = –10, … or, in gen-
dx y
Linear Differential Equation eral, y2 – x2 = C where C is an arbitrary constant repre-
If, in a differential equation, the dependent variable and the dy x
sents solutions of = .
derivatives appear only in the first degree and there is no dx y
term involving products of the above or containing func- In both the above examples, we could represent the solu-
tions of the dependent variable, it is called linear differen- tions of the differential equations which involve an arbitrary
tial equation. constant denoted by C. We now define the general solution
dy of a first order differential equation.
1. + Py = Q (where P and Q are functions of only x) is
dx The general solution of a first order differential equa-
an example of a first order linear differential equation. tion is a relation between x and y involving one arbitrary
d2 y dy constant such that the differential equation is satisfied by
2. + P + Qy = R ,where P, Q, R are functions of this relation or, the general solution of a first order differen-
dx 2 dx
2 tial equation is a one parameter family of curves where the
d y dy
only x; 2 + a1 + a2 y = f ( x ),where a1, a2 are con- parameter is the arbitrary constant. By assigning particu-
dx dx lar values to the arbitrary constant, we generate particular
stants and f (x) is a function of x are examples of sec- solutions of the equation.
ond order linear differential equations. In Example (1) y = Ce7x represents the general solu-
Similarly, we can have nth order linear differential dy
tion of the differential equation = 7 y and the solutions
equation. dx

Chapter 02.indd 34 5/31/2017 12:38:49 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.35

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

Representation: Relation between x and y involving one  x+ y   x+ y   x + y dx 


dx dx
arbitrary constant, say C. x−  + y−  = 
 dy   dy   dy 
1+   1 +   1 + 
Eliminate: Eliminate C to obtain a DE representing the  dx   dx   dx 
given curve. 2 2
 dy   dy 
Second Order Equation or ( x − y)2   + ( x − y)2 =  x + y 
 dx   dx 
Two-parameter family of curves:
Representation: Relation between x and y involving two   dy 2    dy  
2
or ( x − y ) 2 1 +    =  x + y    .
arbitrary constants, say A and B   dx     dx  
Elimination: Eliminate A and B to obtain a DE representing
the two-parameter family of curves. Initial Value Problems  A first order differential equation
We shall work out a few examples to illustrate the forma- with a condition that y = y0 when x = x0 [written as y(x0)
tion of differential equations. = y0] is known as an initial value problem. For example,

Chapter 02.indd 35 5/31/2017 12:38:51 PM


2.36  |  Part II  ■  Engineering Mathematics

dy x Integrating on both sides,


=
1. = ; y ( 0) 1
dx y
1  1 
2.
dy
+ 2 xy = x 3 ; y(1) = 6
∫  y − y  dy + ∫  x + x  dx = 0
dx
y2 x2
dy 3 y log y − + log x + = log C
3. + = e x ; y ( 0) = 4 2 2
dx x
 y2 − x2 
To solve such problems, we first obtain the general solu- xy y 2 − x 2 xy  
loge = ⇒ = e 2 
tion and find that particular value of the arbitrary constant in   C 2 C
the general solution which satisfies the condition y(x0) = y0.  y2 − x2 
This means that the solution of an initial value problem is a  
⇒ xy = Ce 2 
particular solution of the given differential equation.
First Order First Degree Equations  The general form of Example 5
dy Solve the initial value problem
the equation will be = f ( x, y ).
dx dy
=
y2 x=
2 y3 ,
e y(1) (0)
Separable Equations (or Variables Separable Type)  Here, dx
the given differential equation can be reduced to the form Solution
dy
f (y)dy = g(x)dx. [Recall that may be thought as the ratio dy
Given: y 2 = x 2e y
3
dx
of the differential of y to the differential of x]. Direct inte- dx
gration of the relation with respect to the variable on each y 2 e − y dy = x 2 dx.
3

side gives general solution or, in other words, the general


∫ y 2 e − y dy = ∫ x 2 dx
3
solution of the differential equation above may be written as
∫f(y) dy = ∫g(x) dx + C, where C is an arbitrary constant.
Let e − y = t ⇒ e − y ⋅ − 3 y 2 dy = dt
3 3

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

Chapter 02.indd 36 5/31/2017 12:38:54 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.37

 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.

Chapter 02.indd 37 5/31/2017 12:38:58 PM


2.38  |  Part II  ■  Engineering Mathematics

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

Exact Differential Equations ∂M ∂N


∴ =
If M, as well as N, is a function in x and y, then the equation ∂y ∂x
Mdx + Ndy = 0 is said to be an exact differential equation if  ∴  The given equation is exact.
there exists a function f (x, y) such that The solution is
x
d(f (x, y)) = Mdx + Ndy.
∂f ∂f ∫ Mdx + ∫ (the terms of N not containing x)dy = C
That is,   dx + dy = Mdx + Ndy x
∂x ∂y
Example:  3x ydx + x dy = 0 is an exact differential equation
2 3
∴ ∫ (e y + 1) cot x dx + ∫ 0 dy = C
since there exists a function x3y such that     (ey + 1) log (sin x) = C
d(x3 y) = 3x2ydx + x3dy Integrating factors: Let us say M(x, y)dx + N(x, y) dy = 0
The necessary and sufficient condition for an equa- be a non-exact differential equation. If it can be made exact
tion of the form Mdx + Ndy = 0 to be an exact equation is by multiplying it by a suitable function µ(x, y), then µ(x, y)
∂M ∂N is called an integrating factor.
= .
∂y ∂x
The solution of the exact differential equation Methods to Find the Integrating Factors
Mdx + Ndy = 0 is U + ∫ φ ( y ) dy = C Method 1
If Mdx + Ndy = 0 is a homogeneous differential equation
∂u
where U = ∫ Mdx and φ ( y ) = N − 1
∂y and Mx + Ny ≠ 0, then  is an integrating factor of
x Mx + Ny
Or ∫ Mdx + ∫  (terms of N not containing x)dy = C Mdx + Ndy = 0
x
Here ∫ Mdx denotes integration of M with respect to x Example 11
treating y as a constant. Find the solution of (x + 2y)dx + (y – 2x) dy = 0.
Example 9
Solution
Find the solution of
Here M = x + 2y and N = y – 2x
(3x – 2y + 5) dx + (3y – 2x + 7)dy = 0.
∂M ∂N
Solution =2 = −2
∂y ∂x
M = 3x – 2y + 5, N = 3y – 2x + 7
∂M ∂N
∂M ∂N ∂M ∂N ≠
= −2 = −2. = ∂y ∂x
∂y ∂x ∂y ∂x
∴ The given equation is exact. The above equation is not an exact equation.
But M and N are homogeneous functions
The solution is
x
1
∫ Mdx + ∫(the terms of N not containing x) dy = C ∴ The integrating factor =
Mx + Ny
x
(x + 2y)x + (y – 2x)y = x2 + y2 (1)
∫ (3x − 2 y + 5) dx + ∫ (3 y + 7) dy = C
3x 2 3y2 1
− 2 yx + 5 x + + 7y = C Now by multiplying Eq. (1) by , it become an
2 2 x2 + y2
exact equation.

Chapter 02.indd 38 5/31/2017 12:39:00 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.39

 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 

Chapter 02.indd 39 5/31/2017 12:39:04 PM


2.40  |  Part II  ■  Engineering Mathematics

1  Here, P = cot x, Q = cosec x.


xdx +  + 1 dy = 0
y  ∫ Pdx = ∫cot x dx = log (sin x)
x2  IF = e ∫Pdx = elog sin x = sin x.
Integrating on both sides we get  + log y + y = C ∴ The general solution is y ⋅ IF = ∫QIF dx + c
2
y sin x = ∫cosec x . sin x dx + c
Linear Equations y sin x = ∫dx + c
dy y sin x = x + c.
Consider the linear differential equation + Py = Q (1)
dx
Example 15
where P and Q are functions of only x. We explain below,
how such equations can be solved. Consider the equation dy
Solve (1 + x 4 ) + 4 x 3 y = sin 3 x.
dx
dy
   + Py = 0 (2) Solution
dx
The Eq. (2) is called the homogeneous linear equation corre- dy
Given: (1 + x 4 ) + 4 x 3 y = sin 3 x
sponding to Eq. (1). We find the general solution of Eq. (2). dx
Eq. (2) is a variables separable type. We write it as dy 4 x 3 sin 3 x
+ y=
dy dx 1 + x 4
1 + x4
= − Pdx.
y It is a linear differential equation in y.
Integrating the above equation given. 4 x3 sin 3 x
Here, P = and Q =
log y = – ∫Pdx+ log C or y = Ce–∫Pdx(3) 1 + x4 1 + x4
4 x3
This represents the general solution of Eq. (2). ∫ Pdx = ∫ 1 + x 4 dx = log(1 + x 4 )
Eq. (3) may also be written as ye ∫Pdx = c.
IF = e ∫ pdx = e log(1+ x ) = 1 + x 4
4

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

d d  d ∫ Pdx dx )Example 16


re­duced to ( ye ∫ Pdx ) = ( ∫ Qe ∫ Pdx dx ),since dx ( ∫ Qe = Qe ∫ Pdx  .
dx dx   dy 
Solve x 2  + y  = 4 x 2 + 8 − 2 y.
 d   dx 
since dx ( ∫ Qe
∫ Pdx
dx ) = Qe ∫ Pdx  . Hence, we get the general solution of Eq. (1) as
  ∫ Pdx
ye ∫ Pdx = C + ∫ Qe dx. Solution
 dy 
Given: x 2  + y  = 4 x 2 + 8 − 2 y
Example 14  dx 
dy dy 8 2y
Solve sin x + y cos x = 1. + y = 4+ 2 − 2
dx dx x x
Solution dy  2  8
+ y 1 + 2  = 4 + 2
dy dx  x  x
sin x+ y cos x = 1 2 8
dx Here, P = 1 + 2 and Q = 4 + 2
dy x x
+ (cot x ) y = cosec x. 2 2
dx
∫ Pdx = ∫ 1 + x 2 dx = x − x
This is a linear equation in y

Chapter 02.indd 40 5/31/2017 12:39:08 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.41

 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.

Chapter 02.indd 41 5/31/2017 12:39:12 PM


2.42  |  Part II  ■  Engineering Mathematics

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

equals to m1. Auxiliary equation is m2 – 7m + 6 = 0


d d2 m = 1, 6.
Let ≡ D, ≡ D2 .
dx dx 2 ∴ The complementary function of the given equation.
Then Eq. (2) may be expressed as (a0 D2 + a1 D + a2) y = 0. y = c1 ex + c2 e6x.

Chapter 02.indd 42 5/31/2017 12:39:14 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.43

Example 24 provided f (k) ≠ 0. f (k) reduces to zero when one or both


Obtain the general solution of the equation the roots of the auxiliary equation a0 m2 + a1m + a2 = 0, is k.
d2 y dy
− 10 ⋅ + 25 y = 0. 1. Suppose one of the roots is k. Then, f (D) = a0(D – k)
dx 2 dx (D – m0), where m0 ≠ k. Particular integral
Solution 1
= e kx
d2 y dy a0 ( D − k ) ( D − m0 )
Given:  − 10
+ 25 y = 0
dx 2 dx
1  1 
⇒ (D2 – 10 D + 25)y = 0 =  e kx 
D − k  a0 ( D − m0 ) 
Auxiliary equation is m2 – 10 m + 25 = 0
The roots are (m) = 5, 5 1 1
= e kx
a0 ( k − m0 ) ( D − k )
∴ The general solution of the equation is (c1 + c2x)e5x.

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

g(D) (ekx) = g(k) ekx where g(D) is a polynomial in D, in


particular, f (D) {ekx} = f (k) ekx. Solution
(D2 + 5D + 6)y = e–4x
1
Since e kx is that function of x which when oper- Auxiliary equation is m2 + 5m + 6 = 0.
f ( D)
1 1 kx (m + 3) (m + 2) = 0.
ated by f (D) gives ekx, it is clear that e kx = e
f ( D) f (k ) ∴ Roots are m = –3, –2.

Chapter 02.indd 43 5/31/2017 12:39:17 PM


2.44  |  Part II  ■  Engineering Mathematics

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

Chapter 02.indd 44 5/31/2017 12:39:20 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.45

NOTE ∴ CF = c1 cos 4x + c2 sin 4x


Suppose g(– k2) = 0. 1
PI = sin 4 x.
Let us discuss the technique of finding particular inte- D 2 + 16
gral in this case.
1 x
Suppose we have to find 2 [sin kx ]. =− cos 4 x
D + k2 2⋅4
By Euler’s formula, eikx = cos kx + i sin kx or sin kx
 1 x 
= imaginary part of eikx. ∵ 2 sin kx = − cos kx 
1  D +k 2 2kx 
Particular integral = 2 [sin kx ].
D + k2 x
1 = − cos 4 x
= Imaginary part of 2 (eikx ) 8
D + k2
General solution is y = CF + PI
1
= Imaginary part of eikx x
( D − ik ) ( D + ik ) = c1 cos 4 x + c2 sin 4 x − cos 4 x.
8
1  eikx 
= Imaginary part of  
D − ik  2ik  Cauchy’s Homogeneous Linear Equations
xeikx An equation of the form
= Imaginary part of
2ik n −1
dn y n −1 d y
x xn + p1 x +  pn y = Q( x ) (1)
= Imaginary part of (cos kx + i sin kx ) dx n
dx n −1
2ki
x where p1, p2, . . ., pn are constants is called Cauchy’s linear
= Imaginary part of ( − i cos kx + sin kx ) equation. To convert the above equation into linear differen­
2k
tial equation with constant co-efficients, we substitute x = ez
− x cos kx or z = log x.
= .
2k ∴ z = log x,

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

Chapter 02.indd 45 5/31/2017 12:39:25 PM


2.46  |  Part II  ■  Engineering Mathematics

−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

Chapter 02.indd 46 5/31/2017 12:39:29 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.47

Method of Variation of Parameters ∴ y = yc + y p = C1 cos 2 x + C2 sin 2 x +


d2 y dy 1 1
An equation of the form 2
+ P( x)
+ Q( x ) y = R( x ), [log(cos 2 x )]cos 2 x + x sin 2 x.
dx dx 4 2
where P(x), Q(x) and R(x) are real valued functions of x, is
called the linear equation of the second order with variable Example 36
co-efficients. Solve the differential equation y″ + 4y′ + 4y = x3e2x
The above equation is solved by the method of variation
of parameters. Solution
The method is explained below: Given equation
d2 y dy (D2 + 4D + 4) y = x3 e2x
1. Find the solution of  2 + P + Qy = 0  and let the The auxiliary equation is
dx dx
solution be yc = C1U(x) + C2V(x) m2 + 4m + 4 = 0
(m + 2)2 = 0  ⇒  m = –2
2. Write particular solution as follows:
yC = C1 e–2x + C2xe–2x
yp = AU(x) + BV(x) Let U(x) = e–2x and V(x) = xe–2x
−VR yp = AU(x) + BV(x)
where A = ∫ dx
W VR UR
UR A = −∫ dx, B = ∫ dx
and B = ∫ dx W W
W dv du d d −2 x
W = u −v = e −2 x ( xe −2 x ) − xe −2 x (e )
U V dx dx dx dx
dV dU
where W = dU dV = U −V is called the = e −2 x e −2 x − 2 xe −2 x  + 2 xe −2 x e −2 x = e −4 x
dx dx
dx dx UR xe −2 x x 3 ⋅ e 2 x
Wronskian of U and V. A = −∫ dx = − ∫ dx
udv vdu e −4 x
3. Then the solution is yc + yp −
dx dx
i.e., y = C1U(x) + C2V(x) + AU(x) + BV(x) = − ∫ x 4 e 4 x dx
Example 35
e 4 x x 3e 4 x x 2e4 x xe 4 x e4 x
Solve the differential equation (D2 + 4)y = sec 2x by varia- = −x4 + −3 +6 −6
4 4 16 16 × 4 16 × 16
tion of parameters.
UR e −2 x x 3e 2 x
Solution B=∫ dx = ∫ dx = ∫ x 3e 4 x dx
W e −4 x
Given (D2 + 4)y = sec 2x e4 x 3  2 e4 x xe 4 x e 4 x 
AE = m2 + 4 = 0  ⇒  m = ±2i = x3 − x −2 + 
4 4 4 16 32 
CF = yc = C1cos 2x + C2 sin 2x
y = yc + yp = AU(X) + BV(x) + C1e–2x + C2xe–2x
∴ U(x) = cos 2x; V(x) = sin 2x
e 2 x x 3e 2 x 3x 2 e 2 x
yp = AU(x) + BV(x) = C1e–2x + C2xe–2x – x4 + −
4 4 16
dV dU
W =U −V 6 xe 2 x 3e 2 x x 4 e 2 x 3 x 3e 2 x 3 3
dx dx + − + − + x 2e 2 x− x e2 x
d 64 3128 4 16 32 128
d
= cos 2 x (sin 2 x ) − sin 2 x ⋅ (cos 2 x )
dx dx 1 3 2 x 3 2 2 x 9 xe 2 x 9 2x
= C1e −2 x + C2 xe −2 x − x e − xe − + e
= 2cos2 2x + 2 sin2 2x = 2 16 32 128 128 128
VR sin 2 x ⋅ sec 2 x
A = −∫ dx = − ∫ dx
  W 2 Laplace Transforms
tan 2 x 1 Let f(t) be a given function defined for all t ≥ 0. The Laplace
= −∫ dx = log(cos 2 x )
2 4 transform of F(t) is denoted by L{f(t)} or L{f} and is defined

UR cos 2 x ⋅ sec 2 x 1
B=∫ dx = ∫ dx = x as L{f(t)} = ∫ e − st f (t )dt = F ( s).
     W 2 2
0
1 1 Here L is Laplace transform operator. f(t) is the deter-
∴ y p = [log(cos 2 x )] ⋅ cos 2 x + x sin 2 x
4 2 mining function depends on it. F(s) is the function to be

Chapter 02.indd 47 5/31/2017 12:39:34 PM


2.48  |  Part II  ■  Engineering Mathematics

determined called generating function. e − st is called kernel Solution


of the transform. As the given function is not defined at t = 0, 1 and 2
Some standard results of Laplace transforms are given ∞
below. L{ f (t )} = ∫ e − st ⋅ F (t )dt
1
{ }
0
1. L e at = ,s>a
s−a 1 2 ∞
 = ∫ e − st ⋅ 0 dt + ∫ e − st ⋅1dt + ∫ e − st ⋅ tdt
1
{ }
2. L e − at =
s+a
, 0 1 2

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

Chapter 02.indd 48 5/31/2017 12:39:38 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.49

Some important (theorems) properties of Laplace (using multiplication theorem)


transforms:
−1  −1 ( s 2 + 4) − s( 2 s) 
1. Linear property: Let f and g be any two functions of  L{t sin2t} =  − 
2  s2 ( s 2 + 4) 
t and a1, a2 are constants, then L{a1f(t) + a2g(t)} = a1L
{f(t)} + a2L{g(t)} 1 4 − s2
 = +
2s 2 2( s 2 + 4) 2
2. First shifting property: If L {f(t)} = F(s) then L {eat
f (t) = F(s – a) 1 4 − ( s + 2) 2
L{e −2t ⋅ t sin 2 t} = +
s−a 2( s + 2) 2
2[( s + 2) 2 + 4]2
Example: L {eat cos ct} =
( s − a) 2 + c 2 (using shifting property)
3. Change of scale property: If L{ f(t)} = F(s) then 1 4s + s2
1 s = − .
L{f(at)} = F   2( s + 2) 2 2( s 2 + 4 s + 8) 2
a a
Example: We know Example 42
1 sin 2t − cos 2t
L{e at } =
= F ( s) Find the Laplace transform of .
s−a t
1 s 1 1 1 b
Then L{be at } = F = = ⋅ Solution
|b|  b  b s b s − ab
−a 2 s
b L {sin2t – cos2t} = − 2
s2 +4 s +4
4. Differentiation theorem: If derivatives of f(t) are
continuous and L{f(t)} = F(s) then L {f ′(t)}= sF(s) – ∞
sin 2t − cos 2t  2 s 
f(0) and L{ }  = ∫  2 − 2 ds
t s
s +4 s +4
L{f  n(t)} = snF(s) – sn – 1 f(0) – sn–3 f ″(0)…. f  n–1(0) = (using division property)
n −1
snF(s) – ∑ s n −1− r ⋅ f r (0) (  f  r represents rth derivative 2  −1 s  1


r =0 =  tan  − [log( s + 4)]s
2
of f) 2 2 s 2
5. Multiplication theorem: If L{f(t)} = F(s) then L{t ⋅ π s 1
f(t)} = –F ′(s) = − tan −1 + log( s 2 + 4)
2 2 2
dn
and L{tn ⋅ f (t)} = ( −1) n n [ F ( s) ] s 1
= cot −1 + log( s 2 + 4).
ds 2 2
1 
6. Division theorem: If L{f(t)} = F(s), then L  f (t )  = Example 43
t 
∞ t
sin 2u
∫ F ( s)ds Find the Laplace transform of ∫

u
du.
s 0

7. Transforms of integrals (theorem) Solution


t
1 2
If L{f(t)} = F(s), then L{∫ f (u )du} = F ( s) L{sin 2u} =
s s2 + 4
0

 sin 2u  2
Example 41
and  = ∫ 2 ds
 u  s s +4
Find the Laplace transform of te–2t sin2t.
(using division theorem)
Solution 2 −1 s 

π s s
tan = − tan −1 = cot −1
1 1 1 s  2 2  s 2 2 2
L{sin 2 t} = L{1 − cos 2t} =  − 2 
2 2 s s + 4  t sin 2u  1 s
\   L ∫ du  = cot −1
d  1 1 s   0 u  s 2
\ L{t ⋅ sin 2 t} = ( −1)   − 2 
ds  2  s s + 4   (using transform of integral theorem).

Chapter 02.indd 49 5/31/2017 12:39:42 PM


2.50  |  Part II  ■  Engineering Mathematics

Inverse Laplace Transforms (c)  If L−1{F ( s)} = f (t ), then


If F(s) is the Laplace transform of the function f(t) i.e., L t
 F ( s) 
{f(t)} = F(s) then f(t) is called the inverse Laplace transform (i) L−1   = ∫ f (t )dt
of the function F(s) and is written as f(t) = L–1{F(s)}. Here  s  0
L–1 is called inverse Laplace transformation operator.
Some important standard results for inverse Laplace  F (S ) 
t t 
    (ii)  L−1  2  = ∫ ∫ f (t )dt  dt
transform.  s  00 
1 2. Convolution theorem: Let f(t) and g(t) be two
1. L−1   = 1
s functions and
L−1{F ( s)} = f (t ) and L−1{G ( s)} = f (t ), then
 1  tn
2. L−1  n +1  = where n is a positive integer t
 s  n!
L−1{F ( s) ⋅ G ( s)} = ∫ f ( x ) g (t − x )dx
 1  t n −1 0
or L−1  n  =
 s  ( n − 1)! It is denoted by f(t) * g(t) here * represents convolution.
 1  3. Unit step function: This function is defined as
3. L−1  =e
at
 s−a 0 t < a
u(t – a) = H(t – a) =  the Laplace transform
 1  e at t n −1 1 t ≥ a
4. L−1   = ( n − 1)! of H(t – a) = L {H(t – a)}
 ( s − a)
n
 ∞
e − as
 1  1 = ∫ e − st u(t − a)dt =
5. L−1  2  = sin at s
 s + a2  a 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

Chapter 02.indd 50 5/31/2017 12:39:47 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.51

8. Error function: Error function is denoted as er f (t) Example 45


x  3s + 7 
2 Evaluate L-1  2 
er f ( x ) = ∫ e −t dt ,
2
 s − 2s − 3 
π 0
Solution
1
then L {er f ( x ) =  3( s − 1) + 10 
s s +1 L−1  
 ( s − 1) − 4 
2
9. Complex inversion (theorem) formula: If f(t) has a
continuous derivative and is of exponential order and  3( s − 1) 10 
= L−1  + 
 ( s − 1) − 4 ( s − 1) − 4 
2 2
L{f(t)} = F(s) then L-1 {F(s)} is given by
r + i∞  s −1  −1  1 
1 = 3L−1   + 10 L  ( s − 1) 2 − 4 
2π i r −∫i∞
f (t) = e st F ( s)ds, t > 0 and f (t) = 0 for t < 0
 ( s − 1) 2
− 4   
 s  t −1  1 
= 3et L−1  2  + 10e L  2 .
NOTES  s − 22   s − 22 
 1. The above result is also known as Bromwich’s = 3et cosh 2t + 5et sinh 2t = 4e3t - e-t
integral formula
 2. The integration is to be performed along a line Example 46
s = r in the complex plane where s = x + iy. The  1 
real number r is chosen so that p = r lies to the Evaluate L−1  2 
 s( s + 4 ) 
2
right of all the singularities.
Solution
10. The Gamma function: If n > 0, then the gamma 1 s 
∞ L−1  2 ⋅ 2 
 s ( s + 4) 
2
function is defined by G (n) = ∫ u n−1eu du
0 1 s
11. Exponential Integral: The exponential integral is Let F1(s) = and F2(s) = 2 so that
s 2 ( s + 4) 2
denoted by
∞ 1
e −u L-1 {F1(s)} = L-1  2  = t = f1(t)
Ei(t) = = ∫ du s 
t
u
 s 
and L-1{F2(s)} = L-1  2
Example 44  ( s 2 + 4 ) 
 e 2 −3s  t ⋅ sin 2t
Evaluate L−1  5/ 2 
= = = f 2 (t ) (say)
 ( s + 2)  4
\By convolution theorem, we have
Solution
1 s 
We have L−1  2 ⋅ 2 −1
 = L {F1 ( s) ⋅ F2 ( s)}
 s ( s + 4) 
2

 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

Chapter 02.indd 51 5/31/2017 12:39:52 PM


2.52  |  Part II  ■  Engineering Mathematics

Application of Laplace transforms to solutions of dif- 9


ferential equations: Solution of ordinary differential equa- or  s2L{y} + s - 9 + 6s L{y} + 6 + 9L{y} =
s+3
tions with constant co-efficients:
Consider a linear differential equation with constant 9
co-efficients ⇒ (s2 + 6s + 9) L{y} = −s+3
s+3
(Dn + C1Dn-1 + C2Dn-2 +…+ (Cnt)y = F(t)(1)
where F(t) is a function of the independednt variable t 18 − s 2
Let y(0) = A1, y1 (0) = A2,..., y n-1 (0) = An-1(2) ( s + 3) 2 L{ y} =
s+3
be the given initial or boundary conditions where A1, A2 ...
An-1 are constants. 18 − s 2
L{ y} =
By taking the Lapalce transform on both sides of (1) and ( s + 3)3
using the conditions (2), we obtain an algebraic equation
known as subsidiary equation from which y(s) = L {y(t)} is  9 − ( s + 3) 2 + 6( s + 3) 
determined. The required solution is obtained by finding the ∴   y = L−1  
 ( s + 3)3 
inverse Laplace transform of y(s).
 9 − s2 + 6s 
Example 47   = e −3t L−1  
 s3 
Solve (D + 3)2 y = 9e-3t, y(0) = -1 and y′(0) = 9.
 9 1   1 
Solution   = e −t  L−1  3  − L−1   + 6 L−1  2 
   s  
s  s 
The given equation can be written as
(D2 + 6D + 9)y = 9e-3t  t2 
  y = e −3t  9 ⋅ − 1 + 6t 
applying Laplace transform we get  2! 

\ L{y″} + 6L{y′} + 9L{y} = 9L{e-3t} \ The required solution is


9 e −3t ( 2
or s2L{y} - sy(0) - y′(0) + 6[sL{y} - y (0)] + 9L{y} = y= 9t + 12t − 2 ) .
s+3 2

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

Chapter 02.indd 52 5/31/2017 12:39:55 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.53
dy
7. Solve ( x + y ) 2 −
= k2. dy
dx 15. The solution of (1 + x) - xy = 1 - x satisfying the
dx
y = tan–1 (x + y)
(A)
initial conditions at x = 0 and y = 1 is
x+ y (A) 1 + x = y + ex (B) y(1 + x) = x + ex
y = sin–1 
(B) +c
 k  (C) x + y = ex (D) x(1 + y) = cex
x+ y
y = k tan–1 
(C) +c Direction for questions 16 to 17:
 k 
dy
x+ y Consider the differential equation + y cot x = y 2 sin x
(D) y = cot–1  +c dx
 k 
dy 16. The integrating factor of the above equation is
8. The general solution of the DE, = (3 x + y + 1) 2 is (A) cosec x (B) sin x
dx
(C) cos x (D) sec x
(A) sec-1 (3x + y + 1) = x + c
π
1  3x + y + 1  17. The solution of the above equation when x = , y = 1 is
(B) tan-1   = x+c

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

2 equation has its discriminant as zero and has 5 as one


(C) e y + xy = c (D) ey + xy = c
of its roots is
13. The solution of the differential equation (3xy + 2y2)dx
(A) y = c1e5x + c2e5x (B) y = c1ex+ c2ex
+ (x2 + 2xy)dy = 0 is
(A) x3y + x2y = c (B) x3y + x2y2 = c y = (c1 + c2x)e5x (D)
(C) y = c1 + c2 x
(C) x y +xy = c (D)
2 2
2xy(x + y) = c d3 y d2 y
21. Find the general solution of + 3 - 4y = 0.
14. The integrating factor of the equation (x2 + xy - y2)dx + dx 3 dx 2
(xy - x2)dy = 0 is
y = (c1 + c2x)ex + c3e–2x
(A)
1 1
(A) 2 (B) y = (c1 + c2x)e–2x + c3ex
(B)
x x3
y = (c1 + c2x)e2x + c3e–x
(C)
(C)
x2 (D) x3
y = (c1 + c2x)e–x + c3e2x
(D)

Chapter 02.indd 53 5/31/2017 12:39:59 PM


2.54  |  Part II  ■  Engineering Mathematics

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

27. If y1 = e2x and y2 = xe2x are two solutions of a second s3 − 27 s( s3 − 27)


order linear differential equation, then the Wronskian (C) 2 (D)
( s + 9) 4 ( s 2 + 9)3
W of y1 and y2 is _______.
(A) e4x (B) xe4x cos 4t
35. Laplace transform of ______.
(C) 2e4x (D) 2xe4x t

28. The complementary function of the differential equa- 64 16


(A) 2 (B) 2 + 16) 2
d2 y dy s + 16 ( s
tion 2
+ 5 + 6 y = 5e3x is yc = c1e–2x + c2e–3x using
dx dx
the method of variation of parameters, its particular is 8
(C) 2 (D) Does not exist
found to be yp = A(x) e–2x + B(x) e–3x. Then A(x) = ( s + 16) 2
(A) 5e5x (B)
e5x 36. The Laplace transform of the function defined by
1 2, 0 < t < 1
(C) e–5x (D)
e–5x f (t ) = is ______.
5 1, t >1
29. The solution of the DE (D2 + 1)y = 0 given x = 0, y 2 − e−s 2 − e−s
π (A) (B)
= 2 and x = , y = - 2 is s 2
2
(A) y = sin x - cos x (B) y = 2(cos x - sin x) 2 + e−s 2 + e−s
(C) (D)
(C) y = 2cos x sin x (D) y = 2(ex + e-x) s 2

Chapter 02.indd 54 5/31/2017 12:40:04 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.55

37. If f (t) = t; 0 < t < 3 and f (t + 3) = f (t), then L{ f (t)} is 1


43. The inverse Laplace transform of is
1 s3 ( s 2 + 4)
(A) 2 [1 + e3s + e −3s ]
s (1 − e −3s )
1
(A) ( 2t 2 + cos 2t − 1) (B) 2t2 - cos2t - 1
1 16
(B) [1 − e −3s + se −3s ]
s(1 − e −3s )
1 1
(C) (1 − cos 2t − 4t 2 ) (D) ( 2 + cos 2t − 4t 2 )
1 16 8
(C) 2 [1 − e −3s − 3se −3s ]
s (1 − e −3s )
e −3s
44. The inverse Laplace transform of when
1 ( s − 4 )5
(D) [1 − e −3s − se −3s ]
s(1 − e −3s ) expressed in terms of Heaviside unit step function is
______.

e −4t − e −8t
38. The value of ∫ t
dts is ______. 1
(A) t 4 e 4( t −3) H(t - 3)
0 16
(A) log 2 (B) log 4 1
(C) log 8 (D) log 6 (B) (t − 3) 4 e 4t H (t − 3)
24

1
39. ∫ t ⋅ e −2t sin 3tdt = ______. (C) (t − 3) 4 e 4( t −3) H (t − 3)
24
0
1
5 10 (D) t 4 e 4t H (t − 3)
(A) (B) 24
169 169
 s − 4
6 12 45. The value of L−1 log  is
(C) (D)  s + 3
169 169
1 4t
(A) e 4t − e −3t (B) (e − e −3t )
 1  t
4 0. The inverse Laplace transform of  9 / 2  is ______.
S  1
(C) (e −3t − e 4t ) (D)
t (e −3t − e 4t )
t
16 t 7 8 t5
(A) (B) t
105 π 15 π
⋅ ⋅

46. Using convolution theorem, the value of ∫ sin x cos


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

Chapter 02.indd 55 5/31/2017 12:40:11 PM


2.56  |  Part II  ■  Engineering Mathematics

48. Solve (D2 - 5D + 6)y = 1 - e-2t, y = 1, y′ = 0 when t = 0. 1 1 2t 11 −2t 59 3t


(C) y= − e + e + e
1 −2t 11 2t 59 3t 6 20 4 30
(A) y= e + e − e
20 4 30
1 1 2t 11 −2t 59 3t
1 1 11 28 y=
(D) − e − e + e
(B) y = − e −2t + e 2t − e3t 6 20 4 30
6 20 4 15

Previous Years’ Questions


dy (A) 3 and 2 (B) 2 and 3
1. The solution for the differential equation = x2y (C) 3 and 3 (D) 3 and 1
dx
with the condition that y = 1 at x = 0 is [GATE, 2007] 7. The solution to the ordinary differential equation
1 d 2 y dy
x3 + − 6 y = 0 is [GATE, 2010]
y = e 2x
(A) (B) ln(y) = +4 dx 2 dx
3
x3 y = c1ex + c2e–2x
(A)
x2
(C) ln(y) = y= e3
(D) y = c1e3x + c2e2x
(B)
2
y = c1e–3x + c2e2x
(C)
d2 y
2. The general solution of + y = 0 is  y = c1e–3x+ c2e–2x
(D)
dx 2
 [GATE, 2008] dy y
8. The solution of the differential equation + = x,
dx x
(A) y = P cos x + Q sin x with the condition that y = 1 at x = 1, is 
(B) y = P cos x  [GATE, 2011]
(C) y = P sin x 2 x x 1
(A) y = 2 + (B) y= +
(D) y = P sin2x 3x 3 2 2x
dy x 2 x 2 x2
3. Solution of = − at x = 1 and y = 3 is y= + (D)
y= +
dx y (C)
3 3 3x 3
 [GATE, 2008]
(A) x - y2 = -2 (B) x + y2 = 4 dy
9. The solution of the ordinary differential equation
(C) x2 - y2 = -2 (D) x2 + y2 = 4 dx
dy + 2y = 0 for the boundary condition, y = 5 at x = 1 is
4. Solution of the differential equation 3 y + 2x = 0  [GATE, 2012]
dx
represents a family of  [GATE, 2009] (A) y=e –2x

(A) ellipses (B) circles y = 2e–2x


(B)
(C) parabolas (D) hyperbolas y = 10.95e–2x
(C)
5. Laplace transform for the function f (x) = cosh(ax) is y = 36.95e–2x
(D)
 [GATE, 2009]
10. The integrating factor for the differential equation
a s
(A) (B) dp
s −a
2 2 s − a2
2
+ k2P = k1L0ekt is  [GATE, 2014]
dt

a s (A) e − k1t (B) e 2 k t
(C) 2 (D)
s + a2 s2 + a2 (C) e − k1t (D) e k2 t
11. Consider the following differential equation:
6. The order and degree of the differential equation
3 y y
d3 y  dy  x(ydx + xdy)cos = y(xdy - ydx) sin
+ 4   + y 2 = 0 are respectively x x
dx 3  dx  Which of the following is the solution of the above
 [GATE, 2010] equation (c is an arbitrary constant)? [GATE, 2015]

Chapter 02.indd 56 5/31/2017 12:40:16 PM


Chapter 2  ■  Ordinary Differential Equations  |  2.57

x y x y (A) c1 + c2 x + c3 sin 3 x + c4 cos 3 x  and


(A) cos = C (B) sin = C  
y x y x
3 x 4 − 12 x 2 + c 
y y
(C)
xy cos = C (D)
xy sin = C  2 x + c3 sin 3 x + c4 cos 3 x  and
x x (B) c
 
12. Consider the following second order linear differen- 5 x 4 − 12 x 2 + c 
d2 y
tial equation = -12x2 + 24x - 20.
dx 2  1 + c3 sin 3 x + c4 cos 3 x  and
(C) c
 
The boundary conditions are: at x = 0, y = 5 and at x =
2, y = 21 3 x 4 − 12 x 2 + c 
The value of y at x = 1 is ________. [GATE, 2015]
 1 + c2 x + c3 sin 3 x + c4 cos 3 x  and
(D) c
13. The respective expressions for complimentary func-  
tion and particular integral part of the solution of the 5 x 4 − 12 x 2 + c 
differential equation are  [GATE, 2016]

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

Previous Years’ Questions


1. D 2. A 3. D 4. A 5. B 6. A 7. C 8. D 9. D 10. D
11. C 12. 18 13. A

Chapter 02.indd 57 5/31/2017 12:40:18 PM

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