M4
M4
Introduction:
Differential Equations are extremely helpful to solve complex mathematical problems
in almost every domain of Engineering, Science and Mathematics. Engineers will be
integrating and differentiating hundreds of equations throughout their career, because
these equations have a hidden answer to a really complex problem. Mathematicians and
Researchers like Laplace, Fourier, Hilbert etc., have developed such equations to make
our life easier. Various Transforms from Time Domain to Frequency Domain or vice
versa in Engineering is only possible because of Differential Equations. In real life
situations, people use such equations for solving complex fluid dynamics problems, and
finding the right balance of weights and measures to build stuff like a Cantilever Truss.
Other applications include free vibration analysis, Simple mass-spring system, Damped
mass-spring system, forced vibration analysis, Resonant vibration analysis, simple
harmonic motion, simple pendulum, pressure Change with altitude, velocity profile in
fluid flow, vibration of springs, Discharge of a capacitor, Newton‟s second law of motion
and many more.
dn y d n-1y d n-2 y
Definition: An equation of the form + P1 (x) + P2 (x) +…+ Pn (x)y = Q(x)
dx n dx n-1 dx n-2
where P1 (x), P2 (x), P3 (x)…Pn (x) and 𝑄(𝑥) (functions of 𝑥) are continuous is called a linear
differential equation of order n.
dy d2 y dn y
𝐷𝑦 = ; 𝐷2𝑦 = 2 ;…………………… 𝐷n 𝑦 =
dx dx dx n
1
2.Operator Q = Qdx i e 𝐷-1𝑄 is called the integral of 𝑄.
D
To find the general solution of 𝒇(𝑫). 𝒚 = 𝟎 :
Here f(D) = D n + P1D n-1 + P2 D n-2 +…+ Pn is a polynomial in 𝐷.
Solved Problems
𝒅𝟑 𝒚 𝒅𝒚
1. Solve 𝒅𝒙𝟑 − 𝟑 𝒅𝒙 + 𝟐𝒚 = 𝟎
𝑦𝑐 = 𝑐1 + 𝑐2 𝑥 𝑒 𝑥 + 𝑐3 𝑒 −2𝑥
2. Solve (𝑫4−𝟐𝑫3−𝟑𝑫2+𝟒𝑫 + 𝟒)𝒚 = 𝟎
Sol : Given 𝑓(𝐷) = (𝑫4−𝟐𝑫3−𝟑𝑫2+𝟒𝑫 + 𝟒)𝒚 = 𝟎 …(1)
Auxiliary equation is 𝑓(𝑚) = 0
(m +1) 2 (m - 2) 2 = 0
m = -1, -1, 2, 2
Hence general solution of (1) is
y = (c1 + c 2 x)e -x + (c3 + c 4 x)e 2x
3 ± 9 -16 3 ± i 7
m= =
2 2
3 7
α ± iβ i
2 2
3
2
7 7
y = e (c1cos x + c2sin x)
2 2
To Find General solution of 𝒇(𝑫) 𝒚 = 𝑸(𝒙)
It is given by 𝑦 = 𝑦c + 𝑦p
i.e. 𝑦 = 𝐶. 𝐹 + 𝑃. 𝐼
Where the P.I consists of no arbitrary constants and P.I of 𝑓 (𝐷) 𝑦 = 𝑄(𝑥)
1
Is evaluated as 𝑃. 𝐼 = 𝑓 𝑄(𝑥)
𝐷
= e-x (xe x - e x )
=𝑥−1
General methods of finding Particular integral :
1
P.I of 𝑓(𝐷)𝑦 = 𝑄(𝑥), when is expressed as partial fractions.
f(D)
1 1 1 1
yp = secax = - secax …(3)
2
D +a 2
2ai D - ai D + ai
1 cosax - isinax
secax = eiax secaxdx = eiax dx
D - ai cosax
i
= eiax (1- itanax)dx = eiax x + logcosax …(4)
a
1 i
Similarly we get secax = e-iax x - logcosax …(5)
D + ai a
From (3),(4) and (5), we get
1 iax i i
yp = e x + logcosax - e-iax x - logcosax
2ai a a
Case 2: If 𝑓(𝑎) = 0 then the above method fails. Then if f D = D - a D (i.e „𝑎‟ is
k
Type 2: P.I of f(D)y = Q(x) where 𝑄(𝑥) = 𝑠𝑖𝑛𝑎𝑥 or 𝑄(𝑥) = 𝑐𝑜𝑠𝑎𝑥 where „𝑎‟ is
1
constant then 𝑃. 𝐼 = Q(x) .
f(D)
Working Rule :
𝑠𝑖𝑛𝑎𝑥
Case 1: In 𝑓(𝐷) put D2 = -a 2 f(-a 2 ) 0 then 𝑃. 𝐼 = 𝑓(−𝑎 2 )
Type 3: P.I for 𝑓(𝐷)𝑦 = 𝑄(𝑥) where 𝑄(𝑥) = 𝑥k where 𝑘 is a positive integer, 𝑓(𝐷) can
be expressed as f(D) = [1 (D)]
1 1
Express [1 (D)]1
f(D) [1 (D)]
1
Hence 𝑃. 𝐼 = Q(x)
[1 (D)]
= [1 (D)]1 x k
Type 4: P.I of 𝑓(𝐷)𝑦 = 𝑄(𝑥) when 𝑄(𝑥) = 𝑒ax 𝑉 where „𝑎‟ is a constant and 𝑉 is
function of 𝑥. where 𝑉 = 𝑠𝑖𝑛𝑎𝑥 or 𝑐𝑜𝑠𝑎𝑥 or 𝑥k
1
Then 𝑃. 𝐼 = Q(x)
f(D)
1 ax
= e V
f(D)
1 1
= eax V & V is evaluated depending on 𝑉.
f(D + a) f(D + a)
Type 5: P.I of 𝑓(𝐷)𝑦 = 𝑄(𝑥) when 𝑄(𝑥) = 𝑥𝑉 where 𝑉 is a function of 𝑥.
1
Then P.I = Q(x)
f(D)
1
= V
f(D)
1 1
= x - f'(D) V
f(D) f(D)
Type 6: P.I. of 𝑓(𝐷)𝑦 = 𝑄(𝑥) where 𝑄(𝑥) = 𝑥m 𝑣 where 𝑣 is a function of 𝑥.
1 1 m
When P.I. = ×Q(x) = x v, where v = cosax or sinax
f(D) f(D)
1 m 1 m iax
i. P.I. = x sinax = I.P.of x e
f(D) f(D)
1 m 1 m iax
ii. P.I. = x cosax = R.P.of x e
f(D) f(D)
Formulae
1. = (1 – 𝐷)-1 = 1 + 𝐷 + 𝐷2 + 𝐷3 + − − − − − − − − − − − − −
2. = (1 + 𝐷)-1 = 1 − 𝐷 + 𝐷 2 − 𝐷3 + − − − − − − − − − −
-2
4. = 1 + 𝐷 = 1 − 2𝐷 + 3𝐷2 − 4𝐷3+ − − − − − − − −
-3
5. = 1– 𝐷 = 1 + 3𝐷 + 6𝐷2 + 10𝐷 3 + − − − − −
1 e2x + e-2x
= 2 + 7e0
D +4 2
1 e2x 1 e-2x e0
= . 2 + + 7
2 D + 4 2 D2 + 4 (D 2 + 4)
e2x e-2x 7
= + +
2(4 + 4) 2(4 + 4) (0 + 4)
e2x + e-2x 7 1 7
= + = sinh2x + …(2)
16 4 8 4
y = yc + yp
1 7
= c1cos2x + c 2sin2x + sinh2x +
8 4
e-2x
Now y p1 =
(D + 2)(D -1) 2
e-2x x xe-2x
yp1 = =
9 9
ex
and y p2 = . Here f(1)=0
(D + 2)(D -1) 2
ex x 2 x 2ex
= =
(3)2! 6
e-x
and y p3 =
(D + 2)(D -1) 2
e-x e-x
Putting 𝐷 = −1, we get y p3 = =
(1)(-2) 2 4
Sol : A.E is m2 + m +1 = 0
-1± 1- 4 -1± 3i
m= =
2 2
-x
x 3 x 3
yc = e c1cos
2
+ c 2sin …(1)
2 2
sin2x sin2x
yp = 2
=
D + D +1 -4 + D +1
sin2x (D + 3)sin2x (D + 3)sin2x
To find P.I : = = =
D-3 D2 - 9 -4 - 9
Dsin2x + 3sin2x 2cos2x + 3sin2x
= =
-13 -13
-x
x 3 x 3 1
y = yc + y p = e 2 c1cos + c 2sin - (2cos2x + 3sin2x)
2 2 13
5. Solve (D2 - 4)y = 2cos 2 x
1 1
P.I = y p = (2cos 2 x) = 2 (1+ cos2x)
2
D -4 D -4
e0x cos2x
= 2
+ 2 = P.I1 + P.I 2
D -4 D -4
e0x e0x 1
P.I1 = y p1 = 2
[Put D=0] = =-
D -4 -4 4
cos2x cos2x
P.I 2 = y p2 = 2
= [Put D2 = -22 = -4 ]
D -4 -8
The general solution of (1) is y = yc + y p + y p1 2
1 cos2x
y = c1e 2x + c 2e -2x - -
4 8
6. Solve (D2 + 1)y = sinxsin2x
A.E is m2 +1 = 0 m = ±i
The roots are complex conjugate numbers.
C.F is yc = c1cosx + c2sinx
w.k.t 2sinAsinB=cos(A-B)–cos(A+B)
sinxsin2x 1 cosx - cos3x
P.I = = = P.I1 + P.I 2
(D2 +1) 2 (D2 +1)
1 cosx
Now P.I1 =
2 D 2 +1
Put D2 = -1 we get D2 +1 = 0
1 xsinx xsinx cosax x
P.I1 = = Case of failure : D2 + a = 2a sinax
2 2 4
1 cos3x
and P.I 2 = -
2 D 2 +1
Put D 2 = -9, we get
1 cos3x cos3x
P.I 2 = - =
2 -9 +1 16
xsinx cos3x
General solution is y = y c + y p1 + y p2 = c1cosx + c 2sinx + +
4 16
7. Solve the differential equation (D3 - 3D2 -10D + 24)y = x + 3 .
⟹m=2 is a root.
The other two roots are given by m2 - m - 2 = 0
(m - 2)(m +1) = 0
⟹m=2 (or) m = -1
One root is real and repeated, other root is real.
C.F is y c = e 2x (c1 + c 2 x) + c3e -x
x +3 1 x3 + 3
yp = =
3 2
(D - 3D -10D + 24) 24 D3 - 3D 2 -10D
1+
24
-1
1 1+ D3 - 3D 2 -10D
24 (x + 3)
=
24
1 D3 - 3D 2 -10D
= 1- (x + 3)
24 24
1 10 24x + 82
= x +3+ =
24 24 576
General solution is y = y c + y p
24x + 82
y = e 2x (c1 + c 2 x) + c3e -x +
576
8. Solve the differential equation (D2 - 4D + 4)y = e2x + x 2 + sin3x .
2x x 2 2x x 2 x 3 (12cos3x - 5sin3x)
y = yc + yp = (c1 + c2 x)e + = e + + + +
2 4 2 8 169
9. Solve the differential equation (D2 + 4)y = xsinx .
1- Di x D (x) = 0, etc
2
= I.P of
3 3
1 2
= I.P of (cosx + isinx) x - i
3 3
1 2
= - cosx + xsinx
3 3
Hence the general solution is
1 2
y = yc + y p = c1cos2x + c 2sin2x + xsinx - cosx
3 3
Where c1 and c2 are constants.
1
Other Method (using type 5): y p = 2
xsinx
D +4
2D sinx
= x - 2 2
D + 4 D + 4
xsinx 2(Dsinx) xsinx 2cosx
= - = -
3 3(D2 + 4) 3 9
Hence the general solution is
1 2
y = yc + y p = c1cos2x + c 2sin2x + xsinx - cosx
3 3
10. Solve the Differential equation(𝑫2+𝟓𝑫 + 𝟔)𝒚 = 𝒆x
1
Particular Integral= 𝑦p= Q(x)
f(D)
1 1
= 2
ex = ex
D + 5D + 6 (D + 2)(D + 3)
Put 𝐷 = 1 𝑖𝑛 𝑓(𝐷)
1
𝑃. 𝐼 = ex
(3)(4)
1 x
Particular Integral = 𝑦p = e
12
General solution is y = y c + y p
ex
y = c1e-2x + c2e-3x +
12
11. Solve y''- 4y' + 3y = 4e3x , y(0) = -1, y'(0) = 3
d 2 y dy
i.e 2
- 4 + 3y = 4e3x it can be expressed as
dx dx
D2 y - 4Dy + 3y = 4e3x
1
P.I= yp = Q(x)
f(D)
1
= 2
4e3x
D - 4D + 3
1
= 4e3x
(D -1)(D - 3)
Put 𝐷 = 3
4e3x 4 e3x x'
yp = = = 2 e3x = 2xe3x
3-1 D - 3 2 D - 3 1!
General solution is 𝑦 = 𝑦c+𝑦p
y = c1e3x + c 2e x + 2xe3x …(3)
Equation (3) differentiating with respect to „𝑥‟
y' = 3c1e3x + c 2e x + 2e3x + 6xe3x …(4)
By data, 𝑦(0) = −1 , 𝑦′(0) = 3
From (3), −1 = 𝑐1 + 𝑐2 …(5)
From (4), 3 = 3𝑐1 + 𝑐2 + 2
3𝑐1 + 𝑐2 = 1 …(6)
Solving (5) and (6) we get 𝑐1 = 1 and 𝑐2 = −2
𝑦 = −2𝑒x + (1 + 2𝑥) 𝑒3x
12. Solve y'' + 4y' + 4y = 4cosx + 3sinx, y(0) = 0, y'(0) = 0
Sol : Given differential equation in operator for
(D2 + 4D + 4)y = 4cosx + 3sinx
A.E is 𝑚2+4𝑚 + 4 = 0
(𝑚 + 2)2= 0 then 𝑚 = −2, −2
C.F is yc = (c1 + c 2 x)e-2x
4cosx + 3sinx
P.I is= yp = 2
put D2 = -1
(D + 4D + 4)
given y'(0) = 0
Substitute in (2) −2𝑐1 + 𝑐2 + 1 = 0 𝑐2 = −1
Required solution is y = -xe-2x + sinx
13.Solve (𝑫2+𝟗)𝒚 = 𝒄𝒐𝒔𝟑𝒙
Sol : Given equation is (𝐷2+9)𝑦 = 𝑐𝑜𝑠3𝑥
A.E is 𝑚2+9 = 0
m = ±3i
yc = C.F = c1cos3x + c2sin3x
cos3x cos3x
y p = P.I = 2
= 2 2
D +9 D +3
x x
= sin3x = sin3x
2(3) 6
x
General equation is 𝑦 = 𝑦c+𝑦p y = c1cos3x + c 2sin3x + sin3x
, 6
14.Solve y''' + 2y'' - y' - 2y = 1- 4x 3
Sol : Given equation can be written as
(D3 + 2D2 - D - 2)y = 1- 4x 3
A.E is m3 + 2m2 - m- 2 = 0
(m2 -1)(m + 2) = 0
m 2 = 1 or m = -2
𝑚 = 1, −1, −2
C.F= c1e x + c 2e-x + c3e-2x
1 -1
P.I = (1- 4x 3 ) =
3 2
(D + 2D - D - 2) (D + 2D 2 - D)
3
3
2 1- (1- 4x )
2
-1
-1 (D3 + 2D2 - D)
= 1- (1- 4x 3 )
2 2
e x cos2x
P.I=
(D3 - 7D 2 +14D -8)
1
= ex cos2x
(D +1) - 7(D +1)2 +14(D +1) -8
3
1 ax 1
P.I = e v = eax v
f(D) f D + a
1
= ex cos2x
(D - 4D2 + 3D)
3
1
= ex cos2x
(D - 4D2 + 3D)
3
1
= ex cos2x (Replacing 𝐷2 with -22)
(-4D + 3D +16)
1
= ex cos2x
(16 - D)
16 + D
= ex cos2x
(16 - D)(16 + D)
16 + D
= ex cos2x
256 - D 2
16 + D
= ex cos2x
256 - (-4)2
ex
= (16cos2x - 2sin2x)
260
2e x ex
= 8cos2x - sin2x = 8cos2x - sin2x
260 130
General solution is 𝑦 = 𝑦c + 𝑦p
ex
y = c1e x + c2e2x + c3e4x + 8cos2x - sin2x
130
16.Solve (D2 - 4D + 4)y = x 2sinx + e2x + 3
A.E is (m 2 - 4m + 4) = 0
(m - 2) 2 =0 then m=2,2
x 2sinx + e2x + 3 1 1 1
P.I= 2
= 2
(x 2sinx) + 2
e2x + (3)
(D - 2) (D - 2) (D - 2) (D - 2) 2
1 1
Now 2
(x 2sinx) = 2
(x 2 ) (I.P of eix )
(D - 2) (D - 2)
1
= I.P of 2
(x 2 )eix
(D - 2)
1
= I.P of (eix ) 2
(x 2 )
(D + i - 2)
1
I.P of (eix ) 2
(x 2 )
(D + i - 2)
On simplification, we get
1 1
2
(x 2sinx) = (220x + 244)cosx + (40x + 33)sinx
(D + i - 2) 625
1 2x x 2 2x
and e = e ,
(D - 2) 2 2
1 3
2
(3) =
(D - 2) 4
1 x2 3
P.I= (220x + 244)cosx + (40x + 33)sinx + e2x +
625 2 4
y=yc+yp
1 x2 3
y = (c1 + c2 x)e2x + (220x + 244)cosx + (40x + 33)sinx + e2x +
625 2 4
17.Solve the differential equation 𝑫𝟑 + 𝟏 𝒚 = 𝒄𝒐𝒔(𝟐𝒙 − 𝟏).
Sol : Given D.E is 𝐷3 + 1 𝑦 = 𝑐𝑜𝑠(2𝑥 − 1)
The A.E is 𝑚3 + 1 = 0
⟹ 𝑚 + 1 𝑚2 − 𝑚 + 1 = 0 𝑎3 + 𝑏 3 = 𝑎 + 𝑏 (𝑎2 − 𝑎𝑏 + 𝑏 2 )
1±𝑖 3
⟹ 𝑚 = −1,
2
𝑥 3 3
𝐶. 𝐹 = 𝑐1 𝑒 −𝑥 + 𝑒 2 [𝑐2 𝑐𝑜𝑠 𝑥 + 𝑐3 𝑠𝑖𝑛 𝑥]
2 2
1
𝑃. 𝐼 = cos
(2𝑥 − 1)
𝐷3 +1
Putting 𝐷2 = 𝑎2 = −4 then we have
1 1+4𝐷
P.I= 1−4𝐷 cos 2𝑥 − 1 = 1−16𝐷2 [cos 2𝑥 − 1 ]
∴ General solution is = 𝐶. 𝐹 + 𝑃. 𝐼
𝑥 3 3 1
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑒 2 𝑐2 𝑐𝑜𝑠 𝑥 + 𝑐3 𝑠𝑖𝑛 𝑥 + [cos 2𝑥 − 1 − 8sin
(2𝑥 − 1)]
2 2 65
18. Solve 𝑫𝟐 − 𝟒𝑫 + 𝟒 𝒚 = 𝟖𝒙𝟐 𝒆𝟐𝒙 𝒔𝒊𝒏𝟐𝒙.
Solution: Given equation is 𝐷2 − 4𝐷 + 4 𝑦 = 8𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛2𝑥
Let 𝑓 𝐷 = 𝐷2 − 4𝐷 + 4 . A.E. is 𝑓 𝑚 = 0 𝑚2 − 4𝑚 + 4 = 0 (𝑚 − 2)2 = 0
∴ 𝑚 = 2,2. Hence C.F. is 𝑦𝑐 = 𝑐1 + 𝑐2 𝑥 𝑒 2𝑥
8𝑒 2𝑥 𝑥 2 sin 2𝑥 𝑥 2 𝑠𝑖𝑛 2𝑥
Now P.I. = = 8𝑒 2𝑥
𝐷 2 −4𝐷+4 𝐷+2)2 −4(𝐷+2)+4
𝑥 2 𝑠𝑖𝑛2𝑥 1 2 2𝑖𝑥
∴ 𝑦𝑝 = 8𝑒 2𝑥 = 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 8𝑒 2𝑥
𝑥 𝑒
𝐷2 𝐷2
𝑥2 1 1
= 8𝑒 2𝑥 𝐼. 𝑃. 𝑜𝑓 𝑒 2𝑖𝑥 2
𝑆𝑖𝑛𝑐𝑒 𝑃. 𝐼. = 𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 𝑉
𝐷+2𝑖 𝑓 𝐷 𝑓 𝐷+𝑎
𝑥2 𝑒 2𝑖𝑥 𝐷 −2
= 8𝑒 2𝑥 𝐼. 𝑃. 𝑜𝑓 𝑒 2𝑖𝑥 𝐷 2
= 8𝑒 2𝑥 𝐼. 𝑃. 𝑜𝑓 1 + 2𝑖 (𝑥 2 )
4𝑖 2 1+ −4
2𝑖
𝑒 2𝑖𝑥 2𝐷 3𝐷 2
= 8𝑒 2𝑥 𝐼. 𝑃. 𝑜𝑓 1− + … 𝑥2
−4 2𝑖 4𝑖 2
2𝑥
𝑒 2𝑖𝑥 2 2𝑥 3
= 8𝑒 𝐼. 𝑃. 𝑜𝑓 𝑥 − + 2
−4 𝑖 2𝑖
𝑒 2𝑖𝑥 3
= 8𝑒 2𝑥 𝐼. 𝑃. 𝑜𝑓 𝑥 2 + 2𝑖𝑥 − 2 = −2𝑒 2𝑥 𝐼. 𝑃. 𝑜𝑓 cos 2𝑥 +
−4
d2 y
1.Apply the method of variation of parameters to solve + y = cosecx
dx2
Sol : Given equation in the operator form is (D2 +1)y = cosecx …(1)
A.E is (m 2 +1) = 0
m = ±i
The roots are complex conjugate numbers.
C.F is yc = c1cosx + c2sinx
Let 𝑦p= 𝐴 𝑐𝑜𝑠𝑥 + 𝐵 𝑠𝑖𝑛𝑥 be P.I. of (1)
dv du
u -v = cos 2 x + sin 2 x = 1
dx dx
𝐴 𝑎𝑛𝑑 𝐵 are given by
vRdx sinxcosecx
𝐴 = - = - dx = - dx = -x
uv' - vu' 1
uRdx
𝐵= uv 1
- vu1
= cosx.cosecxdx = cotxdx = log(sinx)
y p = -xcosx + sinx.log(sinx)
Sol : A.E is m2 - 2m + 2 = 0
2 ± 4 -8 2 ± i2
m = = = 1± i
2 2
We have yc = e x (c1cosx + c 2sinx) = c1e x cosx + c 2e x sinx
= c1 (u) + c 2 (u)
uR
B = dx
dv du
u -v
dx dx
ex cosx.ex tanx
= dx = sinxdx = -cosx
e2x
General solution is given by 𝑦 = 𝑦𝑐 + 𝐴𝑢 + 𝐵𝑣
i.e y = c1e x cosx + c 2e x sinx +[log(secx + tanx) - sinx]e x cosx - e x cosxsinx
or y = c1e x cosx + c 2e x sinx +[log(secx + tanx) - 2sinx]e x cosx
𝑙𝑜𝑔 𝑐𝑜𝑠 2𝑥
⇒A= 4
𝑢𝑅 𝑐𝑜𝑠 2𝑥 𝑠𝑒𝑐 2𝑥 1 𝑥
B= 𝑑𝑣 𝑑𝑢 dx = 𝑑𝑥 = 𝑑𝑥 = 2
𝑢 −𝑣 2 2
𝑑𝑥 𝑑𝑥
𝑙𝑜𝑔 𝑐𝑜𝑠 2𝑥 𝑥
∴ yp = P. I = (cos2x) + 2 (sin2x)
4
2
𝑒 −𝑥 1 + 𝑒 𝑥 𝑒 −𝑥 1
∴𝐴= − 𝑑𝑥 = − 𝑑𝑥 = − 𝑑𝑥
−2 1 + 𝑒𝑥 𝑒𝑥 1 + 𝑒𝑥
1 1
=− − 𝑑𝑥 = 𝑒 −𝑥 − log 1 + 𝑒 𝑥
𝑒𝑥 1 + 𝑒𝑥
2
𝑢𝑅 𝑒𝑥
1+𝑒 𝑥
And 𝐵 = − 𝑑𝑣 𝑑𝑢 𝑑𝑥 = (1 + 𝑒 𝑥 )
𝑑𝑥 = −log
𝑢 −𝑣 −2
𝑑𝑥 𝑑𝑥
∴ 𝑦𝑝 = −1 + 𝑒 𝑥 log 1 + 𝑒 −𝑥 − 𝑒 −𝑥 log
(𝑒 𝑥 + 1)
∴ The general solution is 𝑦 = 𝑦𝑐 + 𝑦𝑝
i.e.𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 − 1 + 𝑒 𝑥 log 1 + 𝑒 −𝑥 − 𝑒 −𝑥 log
(𝑒 𝑥 + 1)
Equations reducible to linear ODE with constant coefficients :
Cauchy-Euler Equations (Homogenous Linear Differential Equation)
A linear differential equation of the form
𝑑𝑛 𝑦 𝑑𝑛 −1 𝑦 𝑑𝑦
𝑎0 𝑥 𝑛 𝑑𝑥 𝑛 + 𝑎1 𝑥 𝑛 −1 𝑑𝑥 𝑛 −1 + …… + 𝑎𝑛−1 𝑥 𝑑𝑥 + 𝑎𝑛 𝑦 = 𝑋 -- (1)
Substituting the above values of 𝑥, 𝑥𝐷, 𝑥 2 𝐷2 , 𝑥 3 𝐷3 … … . 𝑥 𝑛 𝐷𝑛 in (1) and thus changing the
independent variable from 𝑥 𝑡𝑜 𝑧 , we have
𝑎0 𝐷1 𝐷1 − 1 … . 𝐷1 − 𝑛 + 1 + ⋯ + 𝑎𝑛−2 𝐷1 𝐷1 − 1 + 𝑎𝑛−1 𝐷1 + 𝑎𝑛 𝑦 = 𝑍
𝑜𝑟 𝑓 𝐷1 𝑦 = Z ……..(7)
Where Z is now a function of Z only .
Working rule for solving linear homogenous differential equation
𝑎0 𝑥 𝑛 𝐷𝑛 + 𝑎1 𝑥 𝑛 −1 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝑥 𝐷 + 𝑎𝑛 𝑦 = 𝑋 ………(1)
Step I:Put 𝑥 = 𝑒 𝑧 𝑜𝑟 𝑧 = log 𝑥 , 𝑤𝑒𝑟𝑒 𝑥 > 0
𝑑 𝑑
Step II: Assume that 𝐷1 = 𝑑𝑧 𝑎𝑛𝑑 𝐷 ≡ . Then we have
𝑑𝑥
𝑥𝐷 = 𝐷1 , 𝑥 2 𝐷 2 = 𝐷1 𝐷1 − 1 , 𝑥 3 𝐷3 = 𝐷1 𝐷1 − 1 𝐷1 − 2 and so on.
Then (1) reduces to 𝑓 𝐷1 𝑦 = 𝑍, where Z is now function of z only ………(2)
Step III : (2) gives the general solution 𝑦= ∅ 𝑧 ………(3)
Since 𝑧 = log 𝑥 , the desired solution is 𝑦 = ∅ log 𝑥 𝑥 > 0 ………(4)
Solved Problems:
1. Solve the following differential equations:
i) 𝒙 𝟐 𝒚𝟐 + 𝒚 = 𝟑 𝒙 𝟐
ii) 𝒙𝒚𝟑 + 𝒚𝟐 = 𝟏 𝒙
iii) (𝒙𝟐 𝑫𝟐 − 𝟑𝒙𝑫 + 𝟒)𝒚 = 𝟐𝒙𝟐
iv) 𝒙𝟐 𝑫𝟐 − 𝟐𝒚 = 𝒙𝟐 + 𝟏 𝒙
∴ (1) ⇒ 𝐷1 𝐷1 − 1 + 1 𝑦 = 3𝑒 2𝑧 𝑜𝑟 𝐷1 2 − 𝐷1 + 1 𝑦 = 3𝑒 2𝑧
Its auxiliary equation is 𝐷1 2 − 𝐷1 + 1 = 0 so that 𝐷1 = 1 ± 𝑖 3 /2
1
𝑐1 cos(𝑧 3 2) + 𝑐2 sin( 𝑧 3 2) 𝑐1 cos(𝑧 3 2) +
𝑧
C.F = 𝑒 2 = 𝑒𝑧 2
𝑐2sin(𝑧32)
1
3 3
= 𝑥 2 𝑐1 cos log 𝑥 + 𝑐2 sin log 𝑥 as 𝑥 = 𝑒 𝑧
2 2
……(1)
𝑑
Let 𝑥 = 𝑒 𝑧 (or 𝑧 = log 𝑥) and 𝐷1 ≡ 𝑑𝑧
𝑧2
= 𝑒𝑧
2!
= 𝑥 2 log 𝑥 2
, since 𝑥 = 𝑒 𝑧 𝑎𝑛𝑑 𝑧 = log 𝑥
𝐷1 𝐷1 − 1 − 2 𝑦 = 𝑒 2𝑧 + 𝑒 −𝑧 or 𝐷1 2 − 𝐷1 − 2 𝑦 = 𝑒 2𝑧 + 𝑒 −𝑧
Its auxiliary equation is 𝐷1 2 − 𝐷1 − 2 = 0 so that 𝐷1 = 2 , −1
∴ 𝐶. 𝐹 = 𝑐1 𝑒 2𝑧 + 𝑐2 𝑒 −𝑧 = 𝑐1 𝑒 𝑧 2
+ 𝑐2 𝑒 𝑧 −1
= 𝑐1 𝑥 2 + 𝑐2 𝑥 −1 ,as 𝑥 = 𝑒 𝑧
1 1 1
P.I = 𝐷 2 −𝐷 −2 𝑒 2𝑧 + 𝑒 −𝑧 = 𝑒 2𝑧 + 𝑒 −𝑧
1 1 𝐷1 −2 𝐷1 +1 𝐷1 −2 𝐷1 +1
1 1 1 1 1 𝑧 1 𝑧 1
=𝐷 𝑒 2𝑧 + 𝑒 −𝑧 = 3 1! 𝑒 2𝑧 − 𝑒 −𝑧 = log 𝑥 𝑥 2 + 𝑥 −1 , 𝑎𝑠 𝑥 = 𝑒 𝑧
1 −2 2+1 𝐷1 +1 −1−2 3 1! 3
1
∴Solution is 𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 −1 + 3 log 𝑥 𝑥 2 + 𝑥 −1 , where
1 3 3
𝑐2 cos log 𝑥+ 𝑐3 sin log 𝑥
= 𝑐1 𝑥 −1 + 𝑥 2 2 2
1 1 1 1 −1
P.I = (𝐷 3 (𝑧 + 𝑒 𝑧 ) = 𝐷 3 𝑒𝑧 + 3 𝑧 = 13 +1 𝑒 𝑧 + 1 + 𝐷1 3 𝑧
1 +1) 1 +1 𝐷1 +1
1 𝑒𝑧 𝑥
= 2 𝑒 𝑧 + 1 − 𝐷1 3 + ⋯ . . 𝑧 = +𝑧 = + log 𝑥
2 2
3. Solve 𝑥 2 𝐷 2 − 𝑥𝐷 + 2 𝑦 = 𝑥 log 𝑥
𝐷1 𝐷1 − 1 − 𝐷1 + 2 𝑦 = 𝑧𝑒 𝑧 or 𝐷1 2 − 2𝐷1 + 2 𝑦 = 𝑧𝑒 𝑧
−1
= 𝑒 𝑧 1 + 𝐷1 2 . 𝑧 = 𝑒 𝑧 1 − 𝐷1 2 + ⋯ 𝑧 = 𝑒 𝑧 . 𝑧 = 𝑥 log 𝑥 , using (1)
∴ The required solution is y= C.F+ P.I
𝑦 = 𝑥 𝑐1 cos log 𝑥 + 𝑐2 sin log 𝑥 + 𝑥 log 𝑥
𝑑3𝑦 𝑑2𝑦
4. Solve 𝑥 3 + 2𝑥 2 + 2𝑦 = 10 𝑥 + 1 𝑥
𝑑𝑥 3 𝑑𝑥 2
𝐷1 𝐷1 − 1 𝐷2 − 2 + 2𝐷1 𝐷1 − 1 + 2 𝑦 = 10 𝑒 𝑧 + 𝑒 −𝑧
(𝐷1 3 − 𝐷1 2 + 2)𝑦 = 10𝑒 𝑧 + 10𝑒 −𝑧 …………(2)
A. E of 2 is 𝐷1 3 − 𝐷1 2 + 2 = 0 giving 𝐷1 = −1 , 1 ± 𝑖
∴ C.F = 𝑐1 𝑒 −𝑧 + 𝑒 𝑧 𝑐2 cos 𝑧 + 𝑐3 sin 𝑧 = 𝑐1 𝑥 −1 + 𝑥 𝑐2 cos log 𝑥 + 𝑐3 sin log 𝑥
1 1
P. I coressponding to 10 𝑒 𝑧 = 10 2 𝑒 𝑧 = 10 𝑒 𝑧 = 5𝑥
(𝐷1 +1) 𝐷1 −2𝐷1 +2 2(1−2+2)
1 1 1
P. I coressponding to 10 𝑒 −𝑧 = 10 (𝐷 𝑒 −𝑧 = 10 . 1+2+2 𝑒 −𝑧
1 +1) 𝐷1 2 −2𝐷1 +2 (𝐷1 +1)
1 1 1
= 2 (𝐷 𝑒 −𝑧 = 2𝑒 −𝑧 𝐷 .1 = 2𝑒 −𝑧 𝐷 .1 = 2𝑒 −𝑧 𝑧
1 +1) 1 −1+1 1
−1
=2𝑥 log 𝑥
∴ The required solution is y = C.F+ P.I
𝑦 = 𝑐1 𝑥 −1 + 𝑥 𝑐2 cos log 𝑥 + 𝑐3 sin log 𝑥 + 5𝑥 + 𝑥 −1 log 𝑥
𝑏2 𝑑𝑦 𝑏 𝑑 𝑑𝑦 𝑏2 𝑑𝑦 𝑏 𝑑 𝑑𝑦 𝑑𝑧
=− 2 𝑑𝑧
+ = − 2
+
𝑎 + 𝑏𝑥 𝑎 + 𝑏𝑥 𝑑𝑥 𝑑𝑧 𝑎 + 𝑏𝑥 𝑑𝑧 𝑎 + 𝑏𝑥 𝑑𝑧 𝑑𝑧 𝑑𝑥
𝑏2 𝑑𝑦 𝑏 𝑑2𝑦 𝑏
=− 2
+ 𝑎+𝑏𝑥 , using 4
𝑎 +𝑏𝑥 𝑑𝑧 𝑑𝑧 2 𝑎+𝑏𝑥
𝑑2 𝑦 𝑑2 𝑦 𝑑𝑦
⇒ 𝑎 + 𝑏𝑥 2
= 𝑏 2
− ⇒ 𝑎 + 𝑏𝑥 2 𝐷2 𝑦 = 𝑏 2 𝐷12 − 𝐷1 𝑦
𝑑𝑥 2 𝑑𝑧 2 𝑑𝑧
∴ 𝑎 + 𝑏𝑥 2 𝐷2 = 𝑏 2 𝐷1 𝐷1 − 1 ……… 7
Similarly, 𝑎 + 𝑏𝑥 3 𝐷3 = 𝑏 3 𝐷1 𝐷1 − 1 𝐷1 − 2 … … … . . 8 and so on.
Proceeding likewise, we finally have
𝑎 + 𝑏𝑥 𝑛 𝐷𝑛 = 𝑏 𝑛 𝐷1 𝐷1 − 1 𝐷1 − 2 … … . 𝐷1 − 𝑛 + 1
Substituting the above values of 𝑎 + 𝑏𝑥 𝑛 𝐷𝑛 , … … . 𝑎 + 𝑏𝑥 2 𝐷2 , 𝑎 + 𝑏𝑥 𝐷 etc in 1 ,
we have
𝑎0 𝑏 𝑛 𝐷1 𝐷1 − 1 𝐷1 − 2 … … . 𝐷1 − 𝑛 + 1 + ⋯ . +𝑎𝑛−1 𝑏𝐷 + 𝑎𝑛 𝑦 = 𝑍,………. 9
Which is a linear differential equation with constant coefficients in variables y and z; Z is
𝑒 𝑧 −𝑎
now function of z only and is obtained by using transformation 2 by replacing x by .
𝑏
𝑎 + 𝑏𝑥 𝐷 = 𝑏𝐷1 , 𝑎 + 𝑏𝑥 2 𝐷2 = 𝑏 2 𝐷1 𝐷1 − 1 , 𝑎 + 𝑏𝑥 3 𝐷 3 = 𝑏 3 𝐷1 𝐷1 − 1 𝐷1 − 2
and so on.
As a particular case , when 𝑏 = 1, we have
𝑎 + 𝑥 𝐷 = 𝐷1 , 𝑎 + 𝑥 2 𝐷2 = 𝐷1 𝐷1 − 1 , 𝑎 + 𝑥 3 𝐷3 = 𝐷1 𝐷1 − 1 𝐷1 − 2 and so
on.
Then (1) reduces to 𝑓 𝐷1 𝑦 = 𝑍, where Z is now function of z only. … … … … . (3)
Step III : We now use the methods of Chapter 5 to slove (3) and get a solution of form
𝑦 = 𝐹 𝑍 ……… 4
Using (2), the required solution is given by 𝑦 = 𝐹 𝑙𝑜𝑔 𝑎 + 𝑏𝑥 ……….. 5
Solved Problems:
2
2𝑑 𝑦 𝑑𝑦
1. Solve 1 + 𝑥 2 + 1+𝑥 + 𝑦 = 4𝑐𝑜𝑠𝑙𝑜𝑔 1 + 𝑥
𝑑𝑥 2 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦
Sol. Given 1 + 𝑥 2 + 1+𝑥 + 𝑦 = 4𝑐𝑜𝑠𝑙𝑜𝑔 1 + 𝑥
𝑑𝑥 2 𝑑𝑥
𝑑
1 + 𝑥 2 2 𝐷2 + 1 + 𝑥 𝐷 + 1 𝑦 = 4𝑐𝑜𝑠𝑙𝑜𝑔 1 + 𝑥 , 𝐷= …… 1
𝑑𝑥
𝑑
Let 1 + 𝑥 = 𝑒 𝑧 or log 1 + x = z. Also, let 𝐷1 = 𝑑𝑧 … … … . 2
𝑒 𝑖𝑧 1 𝐷1 −1 𝑒 𝑖𝑧 1 𝐷1
=R.P. of 1+ 4 =R.P. of 1− + ⋯ … 4n
2𝑖 𝐷1 2 2𝑖 𝐷1 2𝑖
1 1
= R.P. of 𝑒 𝑖𝑧 4𝑧 = 𝑅. 𝑃. 𝑜𝑓 −2𝑖𝑧 𝑐𝑜𝑠𝑧 + 𝑖𝑠𝑖𝑛𝑧 , as 𝑖 = −𝑖
2𝑖
𝑑
Sol. Let 𝐷 = 𝑑𝑥
Then 𝑥 + 1 𝐷 = 𝐷1 and 𝑥 + 1 2 𝐷2 = 𝐷1 𝐷1 − 1
Hence, 1 gives
𝐷1 𝐷1 − 1 + 𝐷1 𝑦 = 4 𝑒 𝑧 − 1 2
+ 14 𝑒 𝑧 − 1 + 12
𝐷1 2 𝑦 = 4𝑒 2𝑧 + 6𝑒 𝑧 + 2 … … . . 3
Auxiliary equation of 3 𝑖𝑠 𝐷1 2 = 0. giving 𝐷1 = 0,0.
∴ C.F. = 𝑐1 + 𝑐2 𝑧 𝑒 0𝑧 = 𝑐1 + 𝑐2 𝑧 = 𝑐1 + 𝑐2 𝑙𝑜𝑔 𝑥 + 1 , using 𝑧 = 𝑙𝑜𝑔 𝑥 + 1
P.I. = 𝐷12 4𝑒 2𝑧 + 6𝑒 𝑧 + 2 = 𝐷1 2𝑒 2𝑧 + 6𝑒 𝑧 + 2𝑧 = 𝑒 2𝑧 + 6𝑒 𝑧 + 𝑧 2 = 𝑒 𝑧 2 + 6𝑒 𝑧 + 𝑧 2
1 1
2 2
= 𝑥+1 + 6 𝑥 + 1 + 𝑙𝑜𝑔 𝑥 + 1
Thus, P.I. = 𝑥 2 + 8𝑥 + 7 + 𝑙𝑜𝑔 𝑥 + 1 2
𝑑
Sol. Let 𝐷 = 𝑑𝑥 Given equation reduces to
𝑥 + 1 2 𝐷2 − 4 𝑥 + 1 𝐷 + 6 𝑦 = 6 𝑥 + 1 … . 1
𝑑
Let 𝑥 + 1 = 𝑒 𝑧 or 𝑧 = 𝑙𝑜𝑔 𝑥 + 1 Also let 𝐷1 = ………. 2
𝑑𝑧
1 1
P.I. = 𝐷 2 −5𝐷 6𝑒 𝑧 = 6 12 − 5𝑥1 𝑒 𝑧 = 3𝑒 𝑧 = 3 𝑥 + 1 , 𝑎𝑠 𝑥 + 1 = 𝑒 𝑧
1 1 +6 +6
2 3
∴ Solution is 𝑦 = 𝑐1 𝑥 + 1 + 𝑐2 𝑥 + 1 +3 𝑥+1 .
Where 𝑐1 and 𝑐2 are A.C .
𝑑
4. Solve 3𝑥 + 2 2 𝐷2 + 3 3𝑥 + 2 𝐷 − 36 𝑦 = 3𝑥 2 + 4𝑥 + 1, 𝐷 = 𝑑𝑥 .
Sol. Given 3𝑥 + 2 2 𝐷2 + 3 3𝑥 + 2 𝐷 − 36 𝑦 = 3𝑥 2 + 4𝑥 + 1 … … 1
𝑑
Let 3𝑥 + 2 = 𝑒 𝑧 or 𝑙𝑜𝑔 3𝑥 + 2 = 𝑧. Also let 𝐷1 = … … … . 2
𝑑𝑧
1 1 1 1 1 1 1 1 1
P.I. corresponding to 27 𝑒 2𝑧 = 27 𝐷 2 −4 𝑒 2𝑧 = 27 𝐷 𝑒 2𝑧 = 27 𝐷 𝑒 2𝑧
1 1 −2 𝐷1 +2 1 −2 2+2
1 1 1 𝑧 1 𝑧𝑛
= 𝑒 2𝑧 = 𝑒 2𝑧 , as 𝑛
𝑒 𝑎𝑧 = 𝑒 𝑎𝑧
108 𝐷1 −2 108 1! 𝐷1 −𝑎 𝑛!
1 1
= 108 𝑧 𝑒 𝑧 2
= 108 3𝑥 + 2 2 𝑙𝑜𝑔 3𝑥 + 2 , using 2
1 1 1 1 1 1 1 1
P.I. corresponding to − 27 = − 27 𝐷 2 −4 . 1 = − 27 𝐷 2 −4 𝑒 0𝑧 = − 27 02 −4 𝑒 0𝑧 = 108
1 1
2 −2 1
∴ Solution is 𝑦 = 𝑐1 3𝑥 + 2 + 𝑐2 3𝑥 + 2 + 108 3𝑥 + 2 2 𝑙𝑜𝑔 3𝑥 + 2 + 1