495

LINEAR DFFERENTIAL EoUATIONS

y=e, (2r-i) +e, (2x-1-"+ 5 (2x-1 + (2x -1) log (2x-1)-2.

which is the required solution.

PROBLEMS 13.4

Solve :

d
+6y =, 2. -2x dy -4y
de dx

dx
+4y =( 1 ) (S.V.TU., 2007) 4. d'y_2yg+
dx
(V.TU, 2005 S)

+rdu
5. The radial displacement u in a rotating dise at a distance r from the axis is given by
d d r -uhr =0,
where isaconstant. Solve the equation under the conditions u =0 when r0, u=0 whenr=a.
Solve

6. 2 y (Bhopal, 2009) 7. 3x2ds y=x+log (Bhopal, 2008)

dx +2y =log x
8. a'y xy' +y= 2eos (log x). (V.TU, 2011)

(S.V.T.U, 2006: P.T.U., 2003)

da?
1,2dy
10. ds
sy
dy
a (P.T.U., 2003) E t 5 4 y x log x (U.P.TU, 2004)

12. -12y = log x. (Bhopal, 2008)

13. (2r +3P dy 7(2r+3) dy -12y a .

d2 (V.TU, 2007; Kerala, 2005; Anna, 2002 8)
da

14. a-19dy, 2x-1-46-1) dy +4y4log (r-1), (Nagpur, 2009)

d
16. (1+xP. dy (1+)dy +y dx
sin (2 log (1 +)) (P.TU, 2006; V.T.U,, 2004)

16. (3x+ 2 5 (3x + 2) 3y *+x+1. (Mumbai, 2006)

13.10 (1) LINEAR DEPENDENCE OF SOLUTIONS

Consider the initial value problem consisting of the homogeneous linear equation
y + py' +qy =0 ..(1)
with variable coefficients p (x) andq (x) and two initial conditions y() = kg y(ko) =k, ..(2)
Let its general solution be y= ,y +Cy .(3)
which is made up of two linearly dependent solutions y, and y,*
If p(*) and q) are continuous functions on some open interval I and x is any fixed point onI, then the
above initial value problem has a unique solution y(x) on the interval I.

* As in $2.12, y,, Y, are said to be linearly dependent in an interval I, if and only if there exist numbers ,. , not both zero
such that h, +y, =0 for all x in I.
If no such numbers other than zero exist, then y, y, are said to be linearly independent.
 496 HiGHER ENGINEERING MATHEMATICS
(2) Theorem. Ifp(x) and qr) are continuous on an open interval 1, then the solutions y, andy, of (1) are
linearly dependent in I ifand only if the Wronskian' WY, yg) = =0 for some x, on I. If there is an x=
*, in IProof.
at which W(, Ya) *0, then y, Y, are linearly independent on i.
Ify,.y, are linearly dependent solutions of (1) then there exist two constants c,,c, not both zero, such that
CPt,=0 ...4)
Differentiating w.r.t. z, cy,'+ y=0 .5)
Eliminating c,, e, from (4) and (5), we get

Conversely, suppose WY, y) = 0 for somex= x on I and show that y, y, are linearly dependent.
Consider the equation

...(6)

which, on eliminating e,, C, give W, y)= |n) 40) =0

Hence the system has a solution in which c,,, are not both zero.
Now introduce the funetion F («) =cy,a) +ey)
Then yr) is a solution of (1) on I. By (6), this solution satisfies the initial conditions y (x) =0 and
p ) and qr) are continuous on 1, this solution must be unique. But y =0 is obviously another solution ya)=0. Also since
of () satisfying the
given initial conditions. Hence ù -y ie., cy, +e,y, =0 in 1. Now since c, e, are not both zero, it implies that y, and y,
linearly dependent on I. are

ExampBe 13,37. Shou that the tuo functions sin 2x, cos 2x are independent solutions ofy*4y =0.
Solution. Substituting y, =sin 2x (ory, =cos 2x) in the given equation we find that y,, y, are its solutions.
Also sin 2x cos 2x
=-2+0
2cos 2x -2 sin 2x
for any value of x. Hence the solutions y,, are linearly independent.

PROBLEMS 13.5
Solve :
1, Show that e.xe are independent solutions ofy" +2y' +y0 in any interval.
2. Show that e cos z, e sin x are independent solutions of the equation xy-2y =0.
3. Ify,,y, be two solutions ofy+pl)y +q)y =0, show that the Wronskian can be expressed as Wyy,)= ce

13.11 SIMULTANEOUS LINEAR EQUATIONS WITH CONSTANT cOEFFICIENTS

Quite often we come across linear differential equations in which there are two or more dependent
variables and a single independent variable. Such equations are known as simultaneous linear equations. Here
we shall deal with systems of linear equations with constant coefficients only. Such a system of equations is
solved by eliminating all but one of the dependent variables and then solving the resulting equations as before.
Each of the dependent variables is obtained in a similar manner.
Example 13.38. Solve the simultaneousequations :
da
dt
+5x-2y=t, dy +2x +y0
dt
being given à=y =O when t 0. (S.V.T.U, 2009;Kurukshetru, 2005)

t See footnote onp. 486.

 LINEAR DrFERENTAL EoUATIONS 497

Solution. Taking d/ dt = D, the given equations become

(D +5) x-2y =t ...)
2x + (D + 1)y = 0 ...(ü)
Eliminate x as ifD were an ordinary algebraic multiplier. Multiplying () by 2 and operating on (ii) by
D+5 and then subtracting, we get
-4-D + 5) (D + 1)ly = 2t or (D + 6D + 9)y = -2t
Its auxiliary equation is D² + 6D +9 = 0, i.e., (D +3 = 0
whence D=-3, -3 C.F. =(c, + c,)e
1
and P.I. =
(D+3
2 4
y= c, ...üü)
Hence
+cf)e9 27
Now to findx, either eliminate yfrom () and (ii) and solve the resulting equation or substitute the value
ofy in (ii), Here, it is more convenient to adopt the latter method.
From (ii), Dy =c+ (e, +c) (-3) -
. Substituting for y and Dy in (ü), we get
...(iv)

Hence (iii) and (iv) constitute the solutions of the given equations.
Since x =y = 0 when t = 0, the equations (üüi) and (iv) give
4 1 1 4
0=c,+ 27 and e, - t 0whence c, = - =
Hence the desired solutions are
1
**-+6) eM+30),
27 y=-2+
27 30) e 2-4).
dx
Example 13,39. Soloe the simultaneous equations 2y +sin t =0, dt
2x-cost=0given that
x=0and y= I when t=0.
Solution. Given equations are
Dx + 2y =- sin t ..); -2x + Dy = cos t ...(ü)
Eliminating x by multiplying (i) by 2 and (iü) by D and then adding, we get
4y + D'y =-2 sin t - sin t or D²+ 4)y =-3 sin t
Its A.E. is D= +2i : C.F. =c cos 2t + e, sin 2t
1 1
PI. =-3 n2.sin t=- 3 sin t=- sin t
y=C cos 2t + c, sin 2t- sin t ...(üü)
and dyldt =2 sin 2t + 2c, cos 2t- cos t ...(iv)
Substituting (üi) in (ü), we get
2x = Dy - cos t - 2c, sin 2t + 2c, cos 2 -2 cos t
or x=-C sin 2t + C, cos 2t +t- cos t .0)
When t =0,x =0,y = 1, (ü) and (v) give 1=C,, 0 =e, -1
Hence x= cos 2!- sin 2t- cos t, y= cos 2t + sin 2t- sin t.
Example 13.40. Solve the simultaneous equations
dy
dttdt 2y =2 cost-7sin t, d 2x=4cos t-3 sin t. (UP.TU., 2001)
 498 HisHER ENGINEERING MATHEMATICcs

Solution. Given equations are

Dx + (D-2y = 2 cos t-7 sin t ...)
(D+2) x-Dy = 4 cos t-3 sin t ...ü)
Eliminate yby operating on (i) by D and () by (D -2) and then adding, we get
D²x + (D-2)(D+ 2)x=-2 sin t-7 cos t+ 4 (-sin t-2 cos t) -3 (cos t-2sin t)
or 2(D- 2) x =-18 cos t or (D²-2) =-9 cos t
Its A.E. is D²-2 = 0 or D = * 2.
1 -9 cos t
P.I. = (-9) Cos t =3 cos t.
D²-2 -1-2

Hence x= qe +e 3 cos t.
Now substituting this value of xin (ii), we get
Dy =(D +2) (oe t cyeV+ 3 cos t) - 4 cos t +3 sint
= 9/2e + 2c,e +,-2e)+ 20, e -3 sin t+6 cost-4 cos t +3 sin t
- (2+ V2)e +(2- V2) ,e +2 cos t
Hence y= (V2+D ae -(2- ) e +2 sin t +C¡
Example 13,41. The small oscillations of u certain system with two degrees of freedom are given by the
equations
Dx +3x- 2y = 0
D'x +Dy-3x +5y=0
where D=d/dt. Ifx=0, y=0, Dx =3, Dy =2 when t =0, find xand ywhen t= 1/2.
Solution. Given equations are (D +3) x-2y =0 ...i)
(D-3)x+ (D + 5y =0 ...ü)
To eliminate x, operate these equations by D²-3 and D² +3 respectively and subtract (i) from (iü), Then
I(D +3XD² +5) + 2D-3)) y=0 or (D + 10D +9)y =0
Its auxiliary equation is D + 10D + 9 =0 whence D= ti, t 3i
Thus y=c,cost + e, sint+, cos 3t +c, sin 3t .(iüi)
To find x, we eliminate y from (i) and (iü).
. operating (i) by D +5 and multiplying (iü) by 2 and adding, we get
(D'+ 10D2+ 9) x= 0. Thus x=k, cost +k, sin t+k, cos 3t +k, sin 3t ..iv)
To find the relations between the constants in (üüi) and (iv), substitute these values of xand y either of the
given equations, say (i). This gives
2(k, -c)cos t +2(kz-,) sin t-2 (3k, +C_) cos 3t -2 (3k, +c) sin 3t =0
which must hold for all values of t.
: Equating to zero the coefficients of cos t, sin t, cos 3t and sin 3t, we get
k =C, k, =C, ky =-c/3, k, =-cf3
Thus x=c, cost+ e, sin t- e , cos 3t +c, sin 30) ....0)

Hence (üiü) and (iv) constitute the solutions of (i) and (ü).
Since x=y =0, when t=0; . (ü) and (u) give
0=e, +e, and e,-,=0 ie. c, =e,=0
Thus (iüü) and (o) reduce to
y=C sin t + c, sin 3t
and ..oi)
x= sint 4 i n 34
3
 LINEAR DIFFERENTAL EQUATIONS
499
Dx= c, cos t-c, cos 3t and Dy =c, cos t +3c, cos 3t.
Since Dx =3 and Dy = 2 when t =0

3=c,-c, and 2=e, + 3e,, whence c, =114,c, =-.

Hence equation (vi) becomes x = 4 (11 sin t+, sin 3t), y= (11 sin t -sin 3)
..(vii)
s when t =12,r-11sin (0.5)+sin (1.5)=104794+0.9979)L4015
and y= 4 [11 sin (0.5) sin (1.5)| =1.069.

Example 13.42. Solve the simultaneous equations: dx dy de

=2x.
dt dt
(S.V.T.U., 2006 S; UP.T.U, 2004)
Solution. Differentiating first equation w.r.t. t, d'x - 2 (22)
di d

Again differentiating w.r.t. t, d 4dz 4(2x)

dt
or
(D-8)x=0
Its A.E. is D-8 =0 or (D- 2) (D²+2D + 4) = 0
or
D= 2,-1+iv3
. the solution of () is x= c,e+ et (c, cos v3t +,sin V3e) .iü)
From the first equation, we have y= 1dt
dr

y=12e,e" +(-1e* (e, cos V3t +c, sin V3t) +e-3 sin V3t +N3 e cos V3t))
or
...üü)

From the second equation, we have z = 1 dy

2 dt

+e(Vsle, -Vãe,) sin V3t - /3(ey +Wãc,) cos Va)

-cee{- 26, -2 Vão,) cos Vst -(2/3 e, - 20,) sin v3t
or
z=ce-{ws-)sinVat +(e, + Wss) cos Vr ...(iv)
Hence the equations (i), (ü) and (iw) taken together give the required solution.
PROBLEMS 13.6

Solve the following simultaneous equations 1

d dydt 3-4x.

2.
dx +y= sin t, dy
tx= co8 t; given that x=2 and y=0whent=0.
(Bhopal, 2009; J.N.T.U,2006; Kerala, 2005)
500 HiGHER ENGINEERING MaTHEMATICs

3. dy
+2r+3y =0, 3t + dt +2y= 2e Delhi, 2002) 4. 7x+y = 0, dy
dt dt dt 2-5y= 0.
(Bhopal, 2002 S) dx 3x+ 2y=
dt 2-3y=d (Nagpur, 2009)
7. (D-1)x+ Dy =2t +1,(2D+1x + 2Dy 8. (D+1)* +(2D +1)y =e,(D- 1)x+(D1)y =1
9. Dx +Dy + 3x =sin 4, Dx +y-* cos 4. (U.PTU. 2003)

10.
dx
Wdy
0, x=0 given x(1) =1,yG1)=0. 11.
dx dy
+ 3x =sint. d x=cost.

di -3k-4y =0di²
, x y 0.
12. (UPTU, 2005)

13. a t =sin t , 2 cos t. UP.T.U., 2004)

14. A mechanical system with two degrees of freedonm satisfies the equations
2 +82
d-
3dt0 .
Obtain expression for x and yin terms of t, given x,y. dxldt, dyldt all vanish att=0.

13.12 OBJECTIVE TYPE OF QUESTIONS

PROBLEMS 13.7

Fill up the blanks or choose the correct answerin the following problems:
1. The complementary function of (D -at)y =0 is .
2. Pl. of thedifferential equation (D +D+ 1)y= sin 2x is ...
3. P.I ofy-3y 2y 12 is . . 4. The Wronskian ofx and e is. .
5. The C.F. ofy-2y y=x sin xis
(a) CeC (6) (C+Ce c) (C+Ce (d) None of these. (VTU, 2010)
6. The general solution of the differential equation (D-6D + 120D²- 8D) y0 is..
7. The particular integral of (D +a)y =sin ax is
x
(a) 2a cos ax (6) 2aCOs ax c)- cOs ax (d)
8, The solution ofthe difflerential equation (D220 +5y =0, is ...
9. The solution ofthe diferential equation y +y =0 satistying the conditions y(0) =1 andyn2) =2, is
10. o cos V3x +o sin v3r)+ee 2x is the general solution of
(a) d'ylds+4y =0 6) yld-8y =0
(e)dylds+8y 0 (d) d'yld-2dylddyldx -2=0.
11. The solution of the differential equation (D + 1y 0is....
12. The particular integral of d'yld? +y cos h 3r is .....
13. The solution of xy+y'0 is ... 14. The general solution of (D-2.y 0 is....
1
15. PI.of (D+1y-xis ..... 16. If fD) = D- 2. rU) e
17. IffD)= D 5,sin 2 =,.. 18. The particular integral of (D+1y=e is
19, The general solution of(4D + 4D+ Dy =0 is . .