MATH Notes Unit-2
MATH Notes Unit-2
2021
The general linear differential equation of the nth order is of the form
where P1 , P2, ..... , Pn and X are functions only of x. If P1, P2 , ......, Pn are all constants then it
is called a linear differential equation with constant coefficients.
Such equations are most important in the study of electro mechanical vibrations and other
engineering problems.
Examples :
d3y d2y dy
1. 3
+ 2 2 −3 = e x + sin 2 x + x 3
dx dx dx
d2y dy
2. x 2 2
+3x + 2 y = log x
dx dx
Since the general solution of a differential equation of nth order contains n arbitrary
constants it follows from the above theorem that, if y1 , y2 , ...... , yn are n independent
solutions of equation (1 ) then u = c1y1 + c2y2 + ....... + cnyn is its complete solution.
then
d nv d n−1v d n−2 v
+ P + P + ... + Pn v = X
dx n
1
dx n−1
2
dx n−2 .................................(4)
Therefore the general solution of a differential equation of nth order with constant
coefficients is of the form y = u + v where u is called the Complementary Function (C.F)
and v is called the Particular Integral (P. I) .
The Operator D
dy d 2 y
For convenience, we shall denote , , .... by D , D2 , ..... so that the general
dx dx 2
differential equation can be written as
f ( D ) y = X where
f ( D ) = D n + P1 D n −1 + ...... + Pn −1 D + Pn
is a polynomial in D.
Thus, the symbol D stands for the operation of differentiation and can be treated much the
same as an algebraic quantity. Thus, f ( D ) can be factorized by ordinary rules of algebra
and the factors may be taken in any order.
For example,
d2y dy
2
+5 + 6 y = ( D 2 + 5D + 6 ) y = ( D + 2 ) ( D + 3 ) y = ( D + 3 ) ( D + 2 ) y
dx dx
The equation
dny d n −1 y d n−2 y dy
n
+ P1 n −1
+ P2 n−2
+ ...Pn −1 + Pn y = 0
dx dx dx dx
in symbolic form is
( D n + P1 D n −1 + P2 D n − 2 ...... + Pn −1 D + Pn ) y = 0
is called the Auxiliary Equation ( AE ) . Let the roots of this equation be m1 , m2 , ..... mn.
CF = c1e m1 x + c2 e m2 x + ...... + cn e mn x
Case 3: If two of the roots are complex say α ± i β and the remaining roots are all real and
different then
CF = e x (c1 cos x + c2 sin x ) + c3e m3 x + ...... + cn e mn x
Examples:
d3y d2y dy
1. Solve the differential equation 3
+ 6 2
+ 11 + 6 y = 0
dx dx dx
( D 3 + 6 D 2 +11 D + 6 ) y = 0
Hence CF = c1 e − x + c 2 e −2 x + c3 e −3 x
( D 4 − D 3 − 9 D 2 −11 D − 4 ) y = 0
Hence CF = (c1 + c 2 x + c3 x 2 ) e − x + c 4 e 4 x
( D 4 − 4D 3 + 8 D 2 − 8 D + 4 ) y = 0
d 2x dx dx
4. Solve 2
+5 + 6 x = 0 given that x ( 0 ) = 0, and ( 0 ) = 15
dt dt dt
Therefore, CF = x = c1 e −2 t + c2 e − 3 t ....................................(1)
c1 + c2 = 0 ......................................(3)
dx
Also, = 15 when t = 0. Substituting in equation (2) we get
dt
5 Department of Science & Humanities (Mathematics) PESU
Unit IV: Higher Order Differential Equations
2021
− 2c1 − 3 c2 = 15 ......................................(4)
Thus, the function X satisfies the equation f ( D ) y = X and is therefore its Particular
f (D)
Integral.
or , f(D)y = X
PI = X / f ( D2 ) = X / f ( -a2 ) provided f (- a2 ) ≠ 0.
1
If f ( -a2 ) = 0 then PI = 𝑥 𝑋 provided f ‘ ( -a2 ) ≠ 0 and so on.
𝑓′ (−𝑎2 )
PI = xm / f ( D ) = [ f ( D ) ]-1 xm.
Step 2 : Based on the nature of the roots obtained in step 1, write the Complementary
Function ( CF )
CS = CF + PI
Note : When X = xV where V is any function of x then we can find the PI using the formula
V f ' (D)
PI = x − V
f ( D ) [ f ( D ) ]2
Example: The Particular integral of the differential equation (𝐷2 − 1)𝑦 = 𝑥𝑠𝑖𝑛𝑥 can be
found using above formula
Problems:
5. Solve : ( D 2 − 5D + 6 ) y = e 4 x + sin x + x 2
Hence CF = c1 e 2 x + c2 e 3 x
Since there are three functions on the right side of the given differential equation we break
the particular integral into three parts and evaluate them separately.
In order to get D2 function in the denominator we now multiply and divide by D+1. This
gives
− ( D + 1) sin x − D ( sin x) − sin x cos x + sin x
PI2 = = =
5 ( D − 1)
2
5 ( − 1 − 1) 10
−1
x2 x2 1 D 2 − 5D
PI3= 2 = = 1 + x
2
D − 5D + 6 D 2 − 5D 6 6
6 1 +
6
We now expand this function of D in powers of D upto D2 since the higher order derivatives
of x2 are all zero.
1
2
D 2 − 5D D 2 − 5D 1 D 2 5D 25D 2 2
PI3 = 1 − + x 2 = 1− + + x
6 6 6 6 6 6 36
1 2 5x 4
= x + +
6 3 3
6. Solve (D 4 + 2D 3 − 3D 2 ) y = 3 e x + 4 sin x + x
Therefore CF = (c1 + c 2 x) + c3 e x + c 4 e −3 x
3e x 3e x 3xe x 3xe x
PI1 = = = =
D 4 + 2 D 3 − 3D 2 1 + 2 − 3 4D 3 + 6D 2 − 6D 4
4 sin x + 2 cos x
=
5
−1
x 1 x −1 D 2 + 2D
PI3 = 4 = = 1 − x
D + 2 D − 3D
3 2
− 3D D + 2 D
2 2
3D 2 3
1 −
3
− 1 D 2 + 2D
2 3
D 2 + 2D D 2 + 2D
= 1+ + + x
3D 2 3 3 3
−1 D 2 2 D 4 D 3 4 D 2 8D 3
PI3 = 1 + + + + + x
3D 2 3 3 9 9 27
−1 1 1 2 4 D 4 8D − 1 x 3 x 2 7 x 20
= + + + + + x = + + +
3 D 2
3 3D 9 9 27 3 6 3 9 27
7. Solve : ( D 2 + 2 ) y = x 2 e 3 x
x 2e3 x x2 x2
Now, PI = = e 3x
= e 3x
D2 + 2 ( D + 3) 2 + 2 D 2 + 6 D + 11
e 3 x 2 12 50
PI = x − x+
11 11 121
is called Legendre’s DE. Such equations can be reduced to linear DE with constant
coefficients by the substitution ax + b = et or t = log ( ax + b ).
d dy dy d2y
If D=
dt
then (ax + b) = a = aDy and (ax + b) 2
= a 2 D ( D − 1) y
2
dx dt dx
d3y
Similarly (ax + b)3 3
= a 3 D( D − 1)( D − 2) y and so on.
dx
After making these substitutions in the given equation there results a linear equation with
constant coefficients which can be solved as before.
Examples :
b) 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = sin(𝑙𝑜𝑔(𝑥 2 ))
where D = d/dt
1 2
Or [ D2 − 4] y = [ t − 1]
27
PI =
1 1
27 𝐷2 −4
(𝑡 2 + 1) = 1
108
t 2 log t + 1
The Complete Solution is y = CF + PI. Where t = log( 3x + 2 )
where D = d/dt
Or [ D 2 + 1] y = sin t
1 𝑡
PI = (𝑠𝑖𝑛𝑡) = − 𝑠𝑖𝑛𝑡
𝐷2 +1 2
y2 X y1 X
It gives PI = − y1 W
dx + y 2 W
dx
y1 y2
where W = is called the Wronskian of y1 and y2.
y1 ' y2 '
Example :
a) ( D2 + 4 ) y = tan 2x.
y2 X y1 X
Hence , PI = − y1 W
dx + y2 W
dx
−1
= cos 2 x log ( sec 2 x + tan 2 x )
4
y2 X y1 X
Hence , PI = − y1 W
dx + y2 W
dx
The linear differential equations with constant coefficients find their most important
applications in the study of electrical, mechanical and other linear systems. Such equations
play a dominant role in unifying the theory of electrical and mechanical oscillatory systems.
We take up two such applications of linear differential equations in this section.
When the acceleration of a particle is proportional to its displacement from a fixed point
and is always directed towards it then the motion is said to be simple harmonic.
If the displacement of the particle at any time t from the fixed point O is x then
𝑑2𝑥
= −𝜇2 𝑥
𝑑𝑡 2
( The negative sign indicates that the force is acting on P towards O, that is in the direction
of x decreasing)
𝑑𝑥
Therefore, its velocity at P = = 𝜇 ( −𝑐1 sin 𝜇𝑡 + 𝑐2 cos 𝜇𝑡 )
𝑑𝑡
𝑑𝑥
Hence x = 𝑎 cos 𝜇 𝑡 and = −𝑎𝜇 sin 𝜇𝑡 = −𝜇√𝑎2 − 𝑥 2 which give the displacement and
𝑑𝑡
the velocity of the particle at any time t.
Nature of Motion: The particle starts from A towards O under acceleration directed towards
O which gradually decreases until it vanishes at O , when the particle has gained the maximum
velocity. On passing through O, retardation begins and the particle comes to an
instantaneous rest at A’ where OA = OA’. It then retraces its path and goes on oscillating
between the two points A and A’.
Note :
1. The amplitude or the maximum displacement from the centre is a.
2𝜋
2. The period time , that is, the time of complete oscillation is .
𝜇
𝜇
3. The frequency or the number of oscillations per second is .
2𝜋
Let 𝑖 be the current and q the charge in the condenser plate at any time t so that the voltage
𝑑𝑖 𝑑2𝑞
drop across L is 𝐿 = 𝐿 and the voltage drop across C is q / C.
𝑑𝑡 𝑑𝑡 2
which is the same as the one that we had in the previous application and hence it represents
2𝜋
free electrical oscillations of the current having period = 2𝜋√𝐿𝐶.
𝜇
Case (i) When λ > μ the roots of the auxiliary equation are real and distinct say u and v. The
solution in this case is
𝑞 = 𝑐1 𝑒 𝑢𝑡 + 𝑐2 𝑒 𝑣𝑡
Case (ii) When λ = μ the roots are real and equal each being equal to – λ. The general solution
in this case is
q = ( c1 + c2 t ) e − t
Case (iii) When λ < μ the roots are imaginary. That is D = - λ ± iα where 2 = 2 − 2
Examples:
11. Show that if the displacement of a particle in a straight line is expressed by the equation
x = a cos nt + b sin nt, it describes a simple harmonic equation with amplitude √𝑎2 + 𝑏 2 and
period 2π / n.
Solution: Since x ( t ) = a cos nt + b sin nt we have
x’(t) = - an sin nt + bn cos nt and
x ‘’ ( t ) = - n2x
𝑑2𝑥
Comparing this equation with = −𝜇2 𝑥 , we see that the motion is simple harmonic
𝑑𝑡 2
with period 2π / n.
12. A particle is executing simple harmonic motion with amplitude 20 cm and time 4
seconds. Find the time required by the particle in passing between points which are at
distances 15 cm and 5 cm from the centre of force and are on the same side of it.
Let t1 and t2 be the time in seconds when the particle is at distance 15 cm and 5 cm
respectively from the centre of force.
1 𝑥
From x = 𝑎 cos 𝜇 𝑡 , we can write 𝑡 = cos −1
𝜇 𝑎
2 1 3
Therefore the required time is t2 – t1 = [cos −1 − cos −1 ] = 0. 38 seconds.
𝜋 4 4
13. Show that the frequency of forced vibrations in a closed electrical circuit with
30
inductance L and capacitance C in series is per minute.
𝜋√𝐿𝐶
𝑑2𝑞
Solution: This case is comparable to the equation + 𝜇2 𝑞 = 0 and hence it represents
𝑑𝑡 2
free electrical oscillations of current leaving period
2𝜋
T = = 2𝜋√𝐿𝐶
𝜇
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