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3. ODE Problem Sheet

The document provides a comprehensive overview of ordinary differential equations (ODEs), including definitions, types, and methods of solution. It covers topics such as the formation of differential equations, initial and boundary value problems, and various methods for solving first-order and first-degree ODEs, including separable, homogeneous, and exact equations. Additionally, it includes numerous problems and examples to illustrate the concepts discussed.

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winslowwillow5
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0% found this document useful (0 votes)
6 views

3. ODE Problem Sheet

The document provides a comprehensive overview of ordinary differential equations (ODEs), including definitions, types, and methods of solution. It covers topics such as the formation of differential equations, initial and boundary value problems, and various methods for solving first-order and first-degree ODEs, including separable, homogeneous, and exact equations. Additionally, it includes numerous problems and examples to illustrate the concepts discussed.

Uploaded by

winslowwillow5
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 12

Ordinary Differential Equations

1. Introduction and formation of DE:

1. Define differential equation, ordinary differential equation, partial differential equation,


linear differential equation, non-linear differential equation with an example of each.

1. Define differential equation. What types of differential equations are there and what are
they?
2. Define ordinary differential equation and partial differential equation.
3. What do you mean by order and degree of a differential equation? Define order and degree
of a differential equation with an example of each.
4. Define initial value problem and boundary value problem of a differential equation with an
example of each.
5. What is general solution/primitive/complete solution and particular solution of a differential
equation?

Formation of DE
1. Form the differential equation from a straight line 𝑦 = 𝑚𝑥.
2. Form the differential equation from a straight line 𝑦 = 𝑎 𝑙𝑛𝑥 + 𝑏.
3. Form the differential equation from the parabolas 𝑦 2 = 4𝑎(𝑥 + 𝑎).
4. Find the differential equation of all circles through the origin and having their centers on the
x-axis.
5. Show that the differential equation of all circles touch the x-axis at the origin is
(𝑥 2 − 𝑦 2 )𝑑𝑦 − 2𝑥𝑦𝑑𝑥 = 0 and hence identify it.
6. Eliminate the constants 𝑐1 and 𝑐2 from y = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 2𝑥 and hence identify it.
7. By eliminating the constants form a differential equation from 𝑎𝑥 2 + 𝑏𝑦 2 = 1.
8. Form the differential equation from √1 − 𝑦 2 + √1 − 𝑥 2 = 𝑎(𝑥 − 𝑦).

2.Methods of solution of the First order and first degree DE


Problem to solve the First order and first degree DE
A. Problem on Separable DE
1. Define First order and first degree differential equation.
2. Define separable differential equation.
3. Find the solution of the differential equation (3 + 2sinx + cosx)dy = (1 + 2siny +
cosy)dx using the method of variable separable.
4. Identify and find the general solution of (𝑥 − 4)𝑦 4 𝑑𝑥 − 𝑥 2 (𝑦 − 3)𝑑𝑦 = 0.
5. Solve the differential equation

Page 1 of 12
(i) 𝑥√1 − 𝑦 2 𝑑𝑥 + 𝑦√1 − 𝑥 2 𝑑𝑦 = 0.
(ii) 𝑦√𝑥 2 − 1 𝑑𝑥 + 𝑥√𝑦 2 − 1 𝑑𝑦 = 0.
(iii) 𝑥 𝑙𝑛𝑥 𝑑𝑦 + √1 + 𝑦 2 𝑑𝑥 = 0.
(iv) 𝑦√𝑥 2 − 1 𝑑𝑥 + 𝑥√𝑦 2 − 1 𝑑𝑦 = 0.
(v) (𝑥𝑦 2 + 𝑥)𝑑𝑥 + (𝑥 2 𝑦 + 𝑦)𝑑𝑦 = 0.
6. Solve the differential equation
𝑑𝑦
(i) = (4𝑥 + 𝑦 + 1)2 .
𝑑𝑥
dy
(ii) (x − y)2 = a2
dx

B. Problem on Homogeneous DE
1. Define homogeneous differential equation.
2. Theorem: Show that the transformation 𝑦 = 𝑣𝑥 reduces to a homogeneous differential
equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 into a separable differential equation.
Problem:
1. Find the general solution of the homogeneous differential equation
(i) (x 2 + y 2 )dx + 2xydy = 0;
(ii) x 2 ydx − (x 3 + y 3 )dy = 0;
(iii) (x 2 + 2xy − y 2 )dx + (y 2 + 2xy − x 2 )dy = 0.
(iv) (𝑦+√𝑥 2 + 𝑦 2 ) 𝑑𝑥 − 𝑥𝑑𝑦= 0.
(v) (𝑥 + 𝑦)𝑑𝑦 + (𝑥 − 𝑦)𝑑𝑥 = 0.
(vi) (𝑥 3 +𝑦 3)𝑑𝑥 -3𝑥𝑦 2 𝑑𝑦 = 0.
(vii) Using the transformation 𝑦 = 𝑣𝑥 solve the DE (𝑥 + 𝑦)𝑑𝑦 + (𝑥 − 𝑦)𝑑𝑥 = 0.
2. Identify and solve the differential equation
𝑑𝑦 𝑑𝑦
(i) 𝑦 2 + 𝑥 2 𝑑𝑥 = 𝑥𝑦 𝑑𝑥 .
(ii) (𝑥 2 + 𝑦 2 )𝑑𝑦 = 𝑥𝑦 𝑑𝑥
(iii) (𝑥 3 + 𝑦 2√𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦√𝑥 2 + 𝑦 2 𝑑𝑦 = 0.
𝑥 𝑥
𝑥
(iv) (1 + 𝑒 𝑦 ) 𝑑𝑥 + 𝑒 𝑦 (1 − 𝑦 ) 𝑑𝑦 = 0.

(v) 𝑥𝑑𝑦 − 𝑦𝑑𝑥 − √𝑥 2 − 𝑦 2 𝑑𝑥 = 0.


𝑑𝑦 𝑦 𝑦2
(vi) 2 𝑑𝑥 = 𝑥 + 𝑥 2 .
𝑦 𝑦
(vii) 𝑥𝑐𝑜𝑠 (𝑥 ) (𝑦𝑑𝑥 + 𝑥𝑑𝑦) = 𝑥𝑐𝑠𝑖𝑛 (𝑥 ) (𝑦𝑑𝑥 − 𝑥𝑑𝑦).

C. Problem on Equation reducible to homogeneous form and then solve it.


dy a x+b y+c 𝑎1 𝑏
Type-1(non-exact): dx = a1x+b1y+c1 when ≠ 𝑏1.
2 2 2 𝑎2 2

1. Find the general solution of the homogeneous differential equation or Identify and solve the
differential equation
dy x+2y−3
(i) = 2x+y−3
dx
𝑑𝑦 2𝑥−5𝑦+3
(ii) =
𝑑𝑥 2𝑥+4𝑦−6
Page 2 of 12
𝑑𝑦 3𝑦−7𝑥+7
(iii) = .
𝑑𝑥 3𝑥−7𝑦−3

Type-2(non exact): Equation reducible to separable DE and then solve it.


dy a x+b y+c 𝑎1 𝑏
= a1x+b1y+c1 when = 𝑏1.
dx 2 2 2 𝑎2 2

2. Solve the differential equation


dy
(i) (2x − 2y + 5) = x − y + 3.
dx
(ii) (3x − 4y − 2)dx = (3x − 4y − 3)dy.
𝑑𝑦 3𝑥+2𝑦−1
(iii) = .
𝑑𝑥 6𝑥+4𝑦−1
𝑑𝑦 𝑥−𝑦+3
(iv) = .
𝑑𝑥 2(𝑥−𝑦)+5

D. Problem on Exact DE:


1. Define exact differential equation and integrating factor of a differential equation.
2. State and prove the necessary and sufficient condition for exactness of the differential
equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0. Or,
Show that the differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if and only if 𝑀𝑦 =
𝑁𝑥 .
Problem:
Type-1(direct exact):[Using general rule or grouping technique]
1. Find the general solution of
(i) (2𝑥 cos 𝑦 + 3𝑥 2 𝑦)𝑑𝑥 + (𝑥 3 − 𝑥 2 sin 𝑦 − 𝑦)𝑑𝑦 = 0.
(ii) (𝑥 + 𝑦 − 1)𝑑𝑥 + (4𝑦 + 𝑥 − 1)𝑑𝑦 = 0.
𝑎2 (𝑥𝑑𝑦−𝑦𝑑𝑥)
(iii) 𝑥𝑑𝑥 + 𝑦𝑑𝑦 = .
𝑥 2 +𝑦 2
(iv) (y 4 + 4x 3 y + 3x)dx + (x 4 + 4xy 3 + y + 1)dy = 0.
(v) (𝑥𝑦 2 − 1)𝑑𝑥 + (𝑥 2 𝑦 − 1)𝑑𝑦 = 0
(vi) (𝑦 − 𝑥 + 1)𝑑𝑥 + (𝑥 + 𝑦 + 5)𝑑𝑦 = 0.
(vii)

Type-2 (Converting into an exact DE by finding an IF):


1
If 𝑀𝑦 ≠ 𝑁𝑥 and 𝑥𝑀 + 𝑦𝑁 ≠ 0, then 𝐼𝐹 = 𝑥𝑀+𝑦𝑁

1. Identify and solve the differential equation


(i) 𝑥𝑦𝑑𝑥 − (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0.
(ii) (x 4 + y 4 )dx − xy 3 dy = 0.
(iii) 𝑦 2 (𝑦 𝑑𝑥 + 2𝑥 𝑑𝑦) − 𝑥 2 (2𝑦 𝑑𝑥 + 𝑥 𝑑𝑦) = 0.

Type-3 (Converting into an exact DE by finding an IF):


If the DE of the form 𝑦𝑓(𝑥𝑦)𝑑𝑥 + 𝑥𝜙(𝑥𝑦)𝑑𝑦 = 0 and 𝑀𝑦 ≠ 𝑁𝑥 but 𝑥𝑀 − 𝑦𝑁 ≠ 0, then 𝐼𝐹 =
1
𝑥𝑀−𝑦𝑁
Page 3 of 12
1. Identify and solve the differential equation
(i) (2𝑦 + 3𝑥𝑦 2)𝑑𝑥 + (𝑥 + 2𝑥 2 𝑦)𝑑𝑦 = 0.
(ii) (1 + 𝑥𝑦)𝑦 𝑑𝑥 + (1 − 𝑥𝑦)𝑥 𝑑𝑦 = 0
(iii)

Type-4 (Converting into an exact DE by finding an IF):


𝑀𝑦 −𝑁𝑥
If 𝑀𝑦 ≠ 𝑁𝑥 𝑏𝑢𝑡 = 𝑓(𝑥) only, then 𝐼𝐹 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥 .
𝑁

1. Identify and solve the differential equation


(i) (𝑥 2 + 𝑦 2 + 𝑥)𝑑𝑥 + 𝑥𝑦 𝑑𝑦 = 0.

Type-5 (Converting into an exact DE by finding an IF):


𝑁 −𝑀
If 𝑀𝑦 ≠ 𝑁𝑥 𝑏𝑢𝑡 𝑥 𝑦 = 𝑓 (𝑦) only, then 𝐼𝐹 = 𝑒 ∫ 𝑓(𝑦)𝑑𝑦 .
𝑀
1. Solve the differential equation
1
(i) 𝑦𝑙𝑛𝑦 𝑑𝑥 + (𝑥 − 𝑙𝑛𝑦)𝑑𝑦 = 0. [IF= 𝑦]

E. Problem on First order first degree LDE:


1. Define first order and first degree Linear DE.
2. What do you mean by linear differential equation, exact differential equation, non-exact
differential equation and integrating factor?
𝑑𝑦
3. Theorem: Show that if the DE of the type + 𝑃(𝑥)𝑦 = 𝑄(𝑥), then the integrating factor will
𝑑𝑥
be 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 .
𝑑𝑦
Or, Find a rule of general solution of DE + 𝑃(𝑥)𝑦 = 𝑄(𝑥), where 𝑃 and 𝑄 are functions of x
𝑑𝑥
only.
Problem:
Solve the following linear differential equations
dy
1. (1 + x 2 ) + y = tan−1 𝑥.
dx
dy
2. cos 2 𝑥 dx
+ y = tanx.
3. 𝑦 2 𝑑𝑥 + (3𝑥𝑦 − 1)𝑑𝑦 = 0.
𝑑𝑦 2𝑥+1
4. +( ) 𝑦 = 𝑒 −2𝑥
𝑑𝑥 𝑥
5. 𝑥𝑦 ′ + 3𝑦 = 𝑥 2 .
6. 𝑦 ′ + 𝑦 = 𝑥.
𝑑𝑦 1
7. 𝑥 𝑑𝑥 − 2𝑦 = 𝑥 2 + sin 𝑥 2
8. (1 + 𝑦 2 )𝑑𝑥 + (𝑥 − tan−1 𝑦)𝑑𝑦 = 0.
dy
9. (1 − x 2 ) − xy = 1.
dx
𝑑𝑦
10. 𝑑𝑥 − 2𝑦 𝑐𝑜𝑠𝑥 = −2 𝑠𝑖𝑛2𝑥.

Page 4 of 12
Solve the initial value problem 𝑥𝑦 ′ + 𝑦 = 𝑒 𝑥 , 𝑦(1) = 2.

F. Problem on Bernoulli’s DE:


1. Define Bernoulli’s DE.
𝑑𝑦
2. Theorem: Find the general solution of Bernoulli’s equation + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 (𝑛 ≠
𝑑𝑥
0, 1), where 𝑃 and 𝑄 are functions of x or constant.
Problem:
𝑑𝑦 2𝑦 𝑦3
1. + = 𝑥3.
𝑑𝑥 𝑥
𝑑𝑦
2. − 𝑦 = 𝑥𝑦 5.
𝑑𝑥
𝑑𝑦
3. = 𝑥 3 𝑦 3 − 𝑥𝑦.
𝑑𝑥
𝑑𝑦
4. + 𝑥𝑦 = 𝑥𝑦 2.
𝑑𝑥
5. Writing the DE (𝑥 − 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0 into Bernoulli’s differential equation form and
then solve it.
6. What is Bernoulli’s differential equation and Clairaut’s equation? Solve the differential
dy
equation dx + xy = x 3 y 3 .

G. Problem on Riccati’s DE:


1. Define Riccati’s DE.
𝑑𝑦
2. Theorem: Show that if f is any solution of the equation 𝑑𝑥 = 𝐴(𝑥)𝑦 2 + 𝐵(𝑥)𝑦 + 𝐶(𝑥), then
1
the transformation 𝑦 = 𝑓 + 𝑣 reduces to a linear differential equation in 𝑣.

Problem:
𝑑𝑦
1. Solve = (1 − 𝑥)𝑦 2 + (2𝑥 − 1)𝑦 − 𝑥, given that 𝑓(𝑥) = 1 is a solution.
𝑑𝑥
𝑑𝑦 𝑦
2. Solve 𝑑𝑥 = −𝑥 5 + 𝑥 + 𝑥 3 𝑦, given that 𝑓(𝑥) = 𝑥 is a solution.
3.

Page 5 of 12
Section-3

Trajectories (orthogonal)
1. Find the orthogonal trajectories of
(i) 𝑦 = 𝑐𝑥 2 .
(ii) 𝑦 = 𝑐𝑥 3 .
(iii) 𝑐𝑥 2 + 𝑦 2 = 1.
(iv) 𝑥2 + 𝑦 2 = 𝑐2.
(v) 𝑦 2 (𝑎 − 𝑥) = 𝑥 3 and prove that it reduces to 𝑟 2 = 𝑏2 √3 + 𝑐𝑜𝑠2𝜃.
2. Find the orthogonal trajectories of 𝑦 2 (𝑎 − 𝑥) = 𝑥 3 and prove they reduced to 𝑟 2 =
𝑏2 (3 + cos 2𝜃)
Trajectories (oblique)
1. Find a family of oblique trajectories that intersect 𝑦 = 𝑐𝑥 at angle of 450 .
2. Find a family of oblique trajectories that intersect the family of circle 𝑥 2 + 𝑦 2 = 𝑎2 at angle
of 450 . Or, Determine the 450 trajectories of the family of concentric circles 𝑥 2 + 𝑦 2 = 𝑐 2 .
3. Find a family of oblique trajectories that intersect the family of parabola curve 𝑦 2 = 𝑐𝑥 at
angle of 600 .
4. Find the family of oblique trajectories that intersect the family of curves 𝑥 + 𝑦 = 𝑐𝑥 2 at an
angle α such that tan 𝛼 = 2.

Section-4

Problem to solve the First order and higher degrees DE


1. Define first order and higher degree differential equations.
A.Problems:
Type-1[Solve able for p]
1. Solve 𝑥𝑝2 + (𝑦 − 𝑥)𝑝 − 𝑦 = 0.
2. Solve 𝑥 2 𝑝2 − 𝑥𝑦𝑝 − 2𝑦 2 = 0.
3. Solve 𝑥 + 𝑦𝑝2 = 𝑝(1 + 𝑥𝑦).
Page 6 of 12
Type-2[Solve able for y]
1. Solve 𝑦 = 2𝑝𝑥 + 𝑝2 𝑦.
2. Solve 𝑦 = 𝑝𝑥 + 𝑝2.
3. Solve 𝑦 = 𝑥 + 𝑝3 .

Type-3[Solve able for x]


1. Solve 𝑦 = 2𝑝𝑥 + 𝑝2 𝑦.
2. Solve 2𝑝𝑥 = 𝑝2 + 1.
3. Solve 𝑦 = 𝑝𝑥 + 2𝑝2 .

Type-4[ Clairauit’s DE and Lagrange’s DE]


1. Define Clairauit’s and Lagrange’s DE.

Problems:

1. Solve 𝑦 = 𝑝𝑥 + 𝑙𝑛𝑝.
2. Solve 𝑦 − 𝑝𝑥 = √1 + 𝑝2.
𝑎
3. Identify and find the general solution of 𝑦 = 𝑝𝑥 + 𝑝. If possible find the singular solution of

it.

Type-5[ Singular solution]


Define singular solution.
𝑑𝑦
1. Solve 𝑥𝑝2 − 2𝑦𝑝 + 4𝑥 = 0 and find its singular solution, where 𝑝 = 𝑑𝑥 .
2𝑝2 𝑑𝑦
2. Solve 3𝑦 = 2𝑝𝑥 − and find its singular solution, where 𝑝 = 𝑑𝑥 .
𝑥
2 𝑑𝑦
3. Solve 𝑦 = 2𝑝𝑥 − 𝑦𝑝 and find its singular solution, where 𝑝 = 𝑑𝑥 .
4. Find the singular solution of 𝑥 3 𝑝2 + 𝑥 2 𝑦𝑝 + 1 = 0.
5. Define singular solution and find the singular and general solution of 6𝑝2 𝑦 2 + 3𝑝𝑥 − 𝑦 =
0.

Section-5

Problem to solve the Higher order Linear Differential Equations with constant
coefficients
1. Define nth order Linear Differential Equations (homogeneous and non-homogeneous) with
constant coefficients.
2. Define auxiliary equation and trial solution.
Page 7 of 12
3. What is meant by the trial solution of a higher order homogeneous differential equation?
Problem on higher order Homogeneous DE:
Solve the following homogeneous differentia equations/find the general solution
Type-1 (when all of the roots of auxiliary equation are real and unequal): Solve
𝑑2𝑦 𝑑𝑦
1. + 5 𝑑𝑥 + 6𝑦 = 0.
𝑑𝑥 2
d3 y dy
2. − 13 dx − 12y = 0.
dx3
3.

Type-2 (when all or some of the roots of auxiliary equation are real and equal): Solve
1. (𝐷2 − 4𝐷 + 4)𝑦 = 0.
𝑑3𝑦 𝑑2𝑦 𝑑𝑦
2. − 𝑑𝑥 2 − 8 𝑑𝑥 + 12𝑦 = 0.
𝑑𝑥 3
3.
Type-3 (when all or some of the roots of auxiliary equation are imaginary): Solve
𝑑2𝑦 𝑑𝑦
1. 5 𝑑𝑥 2 − 2 𝑑𝑥 + 3𝑦 = 0.
2.

Problem on higher order non-homogeneous DE:


1. What do you mean by complementary function and particular integral of a differential
equation?
1
Determination of particular integral: If 𝑓(𝐷) 𝑅(𝑥) be the particular integral of 𝑓(𝐷)𝑦 = 𝑅(𝑥)
1
and it is denoted by 𝑦𝑝 then 𝑦𝑝 = 𝑓(𝐷) 𝑅(𝑥).

Method-1: Operator method


A.Determination of Particular integral when 𝑅(𝑥) = 𝑃𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛.
1 1
Rule-1: If 𝑦𝑝 = 𝑓(𝐷) 𝑅(𝑥) and 𝑅(𝑥) = 𝑥 𝑚 (𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙) that is 𝑦𝑝 = 𝑓(𝐷) 𝑥 𝑚 , then expand
[𝑓(𝐷)]−1 using binomial formula up to 𝐷𝑚 and then calculate.
Problem: Solve
1. (𝐷2 − 4)𝑦 = 𝑥 2 .
2. (𝐷2 − 4𝐷 + 4)𝑦 = 3𝑥 2 .
3. (2𝐷2 + 5𝐷 + 2)𝑦 = 5 + 2𝑥.
4. (𝐷2 − 6𝐷 + 9)𝑦 = 1 + 𝑥 + 𝑥 2 .
5. (𝐷2 − 𝐷 + 1)𝑦 = 𝑥 3 − 3𝑥 2 + 1.

Page 8 of 12
6.
B.Determination of Particular integral when 𝑅(𝑥) = 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛.
1 1 1
Rule-2(a): If 𝑅(𝑥) = 𝑒 𝑎𝑥 that is if 𝑦𝑝 = 𝑒 𝑎𝑥 and 𝑓(𝑎) ≠ 0, then 𝑦𝑝 = 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 .
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝑎)

Problem: Solve
1. (𝐷2 − 4)𝑦 = 𝑒 3𝑥 .
2. (𝐷2 + 3𝐷 + 5)𝑦 = 𝑒 2𝑥 .
1 1 1
Rule-2(b): If 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 and 𝑓(𝑎) = 0 and 𝑓′(𝑎) ≠ 0, then 𝑦𝑝 = 𝑥. 𝑓′(𝐷) 𝑒 𝑎𝑥 or 𝑦𝑝 = 𝑒 𝑎𝑥 𝑓(𝐷+𝑎) . 1
1
In general note: If 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 and 𝑓(𝑎) = 0, then

1
𝑦𝑝 = 𝑥. 𝑓′(𝐷) 𝑒 𝑎𝑥

1
= 𝑥 2 . 𝑓″(𝐷) 𝑒 𝑎𝑥 if 𝑓 ′ (𝑎) = 0

1
=𝑥 2 . 𝑓″(𝑎) 𝑒 𝑎𝑥 if 𝑓 ′′ (𝑎) ≠ 0 and so on.

Problem: Solve
1. 𝑦″ − 𝑦 = 𝑒 𝑥.
2. (𝐷2 + 4𝐷 + 3)𝑦 = 𝑒 −3𝑥 .
3. (𝐷2 − 3𝐷 + 2)𝑦 = 𝑒 𝑥 .
4. (𝐷3 + 1)𝑦 = 3 + 𝑒 −𝑥 + 5𝑒 2𝑥 .
C.Determination of Particular integral when 𝑅(𝑥) = 𝑠𝑖𝑛𝑒 𝑜𝑟 𝑐𝑜𝑠𝑖𝑛𝑒 function that is 𝑦𝑝 =
1 1
sin (𝑎𝑥 + 𝑏) 𝑜𝑟 𝑦𝑝 = 𝑓(𝐷2 ) cos (𝑎𝑥 + 𝑏).
𝑓(𝐷2 )

1 1
Rule-3(a): If 𝑓(−𝑎2 ) ≠ 0, then 𝑦𝑝 = 𝑓(𝐷2) 𝑠𝑖𝑛𝑎𝑥 = 𝑓(−𝑎2) 𝑠𝑖𝑛𝑎𝑥.

Problem: Solve
𝑑2𝑦
1. + 2𝑦 = 𝑠𝑖𝑛2𝑥.
𝑑𝑥 2
𝑑2𝑦 𝑑𝑦
2. + + 𝑦 = 𝑠𝑖𝑛2𝑥.
𝑑𝑥 2 𝑑𝑥
3. (𝐷2
+ 4𝐷 + 2)𝑦 = 𝑠𝑖𝑛 2𝑥.
2
4. (𝐷 + 4𝐷 + 2)𝑦 = 𝑐𝑜𝑠 2𝑥.
5. (𝐷 + 1)2 𝑦 = 𝑒 −𝑥 + 𝑐𝑜𝑠2𝑥.
1
Rule-3(b): If 𝑦𝑝 = 𝑓(𝐷2) sin (𝑎𝑥 + 𝑏) and if 𝑓(−𝑎 2 ) = 0, we can use exponential formula for sinax or
cosax and then apply exponential rules. [ 𝑐𝑜𝑠𝑎𝑥 = (𝑒 𝑖𝑎𝑥 + 𝑒 −𝑖𝑎𝑥 )/2.] or,
In general note: [easy]
1
If 𝑦𝑝 = 𝑓(𝐷2 ) sin (𝑎𝑥 + 𝑏) and if 𝑓(−𝑎 2 ) = 0, then

1
𝑦𝑝 = 𝑥. 2 sin (𝑎𝑥 + 𝑏)
𝑓′(𝐷 )

1
= 𝑥 2 . 𝑓″(𝐷2 ) sin (𝑎𝑥 + 𝑏) if 𝑓 ′ (−𝑎 2 ) = 0
Page 9 of 12
1
=𝑥 2 . 𝑓″(−𝑎2) sin (𝑎𝑥 + 𝑏) if 𝑓 ″ (𝑎) ≠ 0 and so on.

Problem: Solve
1. (𝐷2 + 4)𝑦 = 𝑐𝑜𝑠2𝑥.
2. (𝐷2 + 1)𝑦 = 𝑠𝑖𝑛𝑥𝑥.
D.Determination of Particular integral when 𝑅(𝑥) = 𝑒 𝑎𝑥 𝑉 when 𝑉 = sin(𝑎𝑥 +
𝑏), or cos(𝑎𝑥 + 𝑏), or 𝑥 𝑚 .
1
Rule-4: If 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 𝑉 . Firstly take out 𝑒 𝑎𝑥 and put 𝐷 + 𝑎 in the place of D and then find
1 1 1
𝑉 as usual. That is 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 𝑉=𝑒 𝑎𝑥 𝑓(𝐷+𝑎) 𝑉
𝑓(𝐷+𝑎)

Problem: Solve
1. (𝐷2 − 2𝐷 + 5)𝑦 = 𝑒 2𝑥 sin 𝑥.
2. (𝐷2 − 2𝐷 + 4)𝑦 = 𝑒 𝑥 𝑐𝑜𝑠𝑥.
3. (𝐷2 − 2𝐷 + 2)𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥.
4. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥.
5. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑥 2 𝑒 3𝑥 .
6. (𝐷2 − 2𝐷 + 5)𝑦 = 𝑒 2𝑥 (𝑥 2 + 2𝑥).
7.
E.Determination of Particular integral when 𝑅(𝑥) = 𝑥 𝑚 𝑉 when 𝑉 = sin(𝑎𝑥 +
𝑏) or cos (𝑎𝑥 + 𝑏).
1 1
Rule-5: If 𝑦𝑝 = 𝑓(𝐷) 𝑥 𝑚 𝑐𝑜𝑠𝑎𝑥, or 𝑦𝑝 = 𝑓(𝐷) 𝑥 𝑚 𝑠𝑖𝑛𝑎𝑥 (𝑛 ≥ 1), then

1 1
(i) Let X= 𝑓(𝐷) 𝑥 𝑚 𝑐𝑜𝑠𝑎𝑥, Y= 𝑓(𝐷) 𝑥 𝑚 𝑠𝑖𝑛𝑎𝑥
1 1 1
(ii) 𝑋 + 𝑖𝑌 = 𝑓(𝐷) 𝑥 𝑚 [𝑐𝑜𝑠𝑎𝑥 + 𝑖 𝑠𝑖𝑛𝑎𝑥] = 𝑓(𝐷) 𝑥 𝑚 𝑒 𝑖𝑎𝑥 = 𝑒 𝑖𝑎𝑥 𝑓(𝐷+𝑖𝑎) 𝑥 𝑚 and then find
1
𝑥 𝑚 as usual rule 4.
𝑓(𝐷+𝑖𝑎)

Note-1: If 𝑅(𝑥) = 𝑥 𝑚 𝑒 𝑎𝑥 sin(𝑎𝑥 + 𝑏) or 𝑅(𝑥) = 𝑥 𝑚 𝑒 𝑎𝑥 cos (𝑎𝑥 + 𝑏) form, Firstly take out
1 1
𝑒 𝑎𝑥 and put 𝐷 + 𝑎 in the place of D and then find 𝑓(𝐷+𝑎) 𝑥 𝑚 sin(𝑎𝑥 + 𝑏) , 𝑜𝑟 𝑓(𝐷+𝑎) 𝑥 𝑚 cos(𝑎𝑥 +
𝑏) as usual. [ Prob. 5,6,7]
Note-2: If 𝑅(𝑥) contain any hyperbolic functions, express it in exponential form and then as usual.
1
Note-3 (Special case): If 𝑦𝑝 = 𝑥𝑣, where 𝑣 = 𝑐𝑜𝑠𝑥 or 𝑠𝑖𝑛𝑥 only, then we can use the
𝑓(𝐷)
1 1 𝑓′(𝐷)
formula 𝑦𝑝 = 𝑓(𝐷) 𝑥𝑣 = 𝑥. 𝑓(𝐷) 𝑣 − {𝑓(𝐷)}2 𝑣. [Problem 7,8,9,10]

Problem: Solve
1. (𝐷2 − 1)𝑦 = 𝑥 2 cos 𝑥.
2. (𝐷2 + 1)𝑦 = 𝑥 2 cos 2𝑥.
3. (𝐷4 + 2𝐷2 + 1)𝑦 = 𝑥 2 𝑐𝑜𝑠𝑥.
4. (𝐷2 + 1)𝑦 = 𝑥 2 cos 2𝑥.
5. (𝐷2 + 1)𝑦 = 8𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛2𝑥.
6. (𝐷2 − 4𝐷 + 4)𝑦 = 3𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛2𝑥.
Page 10 of 12
7. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥.
8. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑥 𝑠𝑖𝑛𝑥.
9. (𝐷2 + 9)𝑦 = 𝑥 𝑐𝑜𝑠𝑥.
10. (𝐷2 + 𝐷)𝑦 = 𝑥 𝑐𝑜𝑠𝑥.
11.

Method-2: Method of Undetermined Co-efficient:


1. What do you mean by method of undetermined coefficient?
Problem: Solve the following DE using the method of undetermined coefficient:
1. 𝑦 ′′ + 4𝑦 = 4𝑒 2𝑥 .
2. 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 2𝑒 −2𝑥 .
3. 𝑦 ′′ + 4𝑦 ′ + 9𝑦 = 𝑥 2 + 3𝑥
4. 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 6𝑠𝑖𝑛3𝑥.
5. 𝑦 ′′ + 2𝑦 ′ + 5𝑦 = 6 sin 2𝑥 + 7 cos 2𝑥.
6. 𝑦 ′′ − 7𝑦 ′ + 12𝑦 = 3 sin 2𝑥 + 5 cos 3𝑥.
7. 𝑦 ′′ + 4𝑦 = 4 sin 2𝑥 + 8 cos 2𝑥.
8. 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 16𝑥 − 12𝑒 2𝑥 .
9. 𝑦 ′′ + 2𝑦 ′ + 10𝑦 = 5𝑥𝑒 −2𝑥 .
10. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 2𝑒 −3𝑥 .

Method-3: Method of Variation of Parameter:


1. Explain the method of Variation of parameter.
Problem: Solve the following DE using the method of Variation of parameters
1. 𝑦 ′′ + 𝑦 = tan 𝑥.
2. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥(𝑙𝑜𝑔𝑥) ;𝑥 >0
3. 𝑦 ′′ + 𝑦 = cot 𝑥.
4. 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥.
𝑑2𝑦 𝑑𝑦
5. − 2 𝑑𝑥 + 𝑦 = 𝑥𝑒 𝑥 𝑙𝑜𝑔𝑥.
𝑑𝑥 2

---------

Section-6

* Solve (𝑥 2 + 1)𝑦 ″ − 2𝑥𝑦 ′ + 2𝑦 = 0 by reducing the order given that 𝑦 = 𝑥 is a solution.

9. Homogeneous Linear Differential equations or Cauchy Euler Equations

Definition: A linear differential equation of the form

Page 11 of 12
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑥 𝑛 𝑑𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 + ⋯ . . +𝑎𝑛−1 𝑥 𝑑𝑥 + 𝑎𝑛 𝑦 = 𝑅 … … … (𝑖), where 𝑎0 , 𝑎1 , 𝑎2 , … … . , 𝑎𝑛 are
𝑑𝑥 𝑛−1

constants, and 𝑅 is either a constant or a function of 𝑥 only is called a homogeneous linear differential
equation or Cauchy-Euler equations.
Example: 𝑥 2 𝑦 ″ + 4𝑥𝑦 ′ + 2𝑦 = 4 𝑙𝑜𝑔𝑥 is a Cauchy-Euler equation.

Problems: Find the general solution of the following differential equations


1. 𝑥 2 𝑦 ″ − 3𝑥𝑦 ′ + 3𝑦 = 0.
2. 𝑥 2 𝑦 ″ + 4𝑥𝑦 ′ + 2𝑦 = 4 𝑙𝑜𝑔𝑥.
𝑑2𝑦 𝑑𝑦
3. 𝑥 2 𝑑𝑥 2 − 2𝑥 𝑑𝑥 + 2𝑦 = 𝑥 3 .
𝑑3𝑦 𝑑2𝑦 𝑑𝑦
4. 𝑥 3 − 4𝑥 2 + 8𝑥 − 8𝑦 = 4𝑙𝑜𝑔𝑥.
𝑑𝑥 3 𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 𝑑𝑦
5. 𝑥 2 +𝑥 + 4𝑦 = 2𝑥𝑙𝑜𝑔𝑥.
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 1 1
6. 𝑥 2 𝑑𝑥 2 − 6𝑦 = 𝑙𝑜𝑔𝑥; 𝑦(1) = 6 , 𝑦 ′ (1) = − 6.
7. [(3𝑥 + 2)2 𝐷2 + 3(3𝑥 + 2)𝐷 − 36]𝑦 = 3𝑥 2 + 4𝑥 + 1.

10. Series solution of Linear Differential Equations

Methods of series solution of Linear Differential Equations

10.1 Taylor’s Method:


𝑑2𝑦 𝑑𝑦
1. Find a power series of solution of the D.E + 𝑥 𝑑𝑥 + (𝑥 2 + 2)𝑦 = 0 in powers of 𝑥. (that is
𝑑𝑥 2
about 𝑥0 = 0)
2. Find a power series of solution in powers of 𝑥 of the DE 𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ − 𝑦 = 0.
3. Find power series of solution in powers of 𝑥 − 1 of the DE 𝑥𝑦 ′′ + 𝑦′ + 2𝑦 = 0, 𝑦(1) =
2; 𝑦′(1) = 4.
4. Find the power series of solution of the initial value problem 𝑦 ′′ − 𝑥𝑦 ′ − 𝑦 = 0, 𝑦(0) =
1; 𝑦′(0) = 1.
5. Find the power series of solution of the initial value problem (𝑥 2 − 1)𝑦 ′′ + 3𝑥𝑦′ + 𝑥𝑦 = 0,
𝑦(2) = 4; 𝑦′(2) = 6.
6. Find the power series of solution in powers of 𝑥 − 1 of the initial value problem 𝑥𝑦 ′′ + 𝑦′ +
2𝑦 = 0, 𝑦(1) = 2; 𝑦′(1) = 4.

10.2 Method of Frobenious


1. Define singular point and regular singular point of a second order higher degree DE.
𝑑2𝑦 𝑑𝑦
2. Use the method of Frobenious to find solution of the D.E 2𝑥 2 𝑑𝑥 2 − 𝑥 𝑑𝑥 + (𝑥 − 5)𝑦 = 0 in
some interval 0 < 𝑥 < 𝑅.
𝑑2𝑦 𝑑𝑦
3. Solve the differential equation 𝑥 2 𝑑𝑥 2 − 𝑥 𝑑𝑥 + (𝑥 2 + 1)𝑦 = 0 in series by the method of
Frobenious.
𝑑2𝑦 𝑑𝑦
4. to find solution of the D.E. 𝑥 2 𝑑𝑥 2 − 𝑥 𝑑𝑥 + (𝑥 2 + 1)𝑦 = 0.
Page 12 of 12

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