Beruflich Dokumente
Kultur Dokumente
Equation
Sometimes a differential equation which is not exact
may become so, on multiplication by a suitable
function known as the Integrating Factor.
∂M ∂N
−
∂y ∂x
Rule 1. If is a function of x alone, say f(x) then
N
I .F . = e ∫ f ( x )dx
∂M ∂N
= 2, = 2(1 + log x ) − y
∂y ∂x
∂M ∂N
−
∂y ∂x 2 − 2 − 2 log x + y − (2 log x − y ) 1
Now, = = = − = f (x )
N 2 x log x − xy x(2 log x − y ) x
1
∫ − x dx
I .F . = e ∫
f ( x )dx 1
=e = e −log x =
x
1
On multiplying the given differential equation (1) by , we get
x
2y 2y
dx + (2 log x − y )dy = 0 ⇒∫ dx + ∫ − ydy = c
x x
1 2
⇒ 2 y log x − y =c
2
∂N ∂M
−
∂x ∂y
Rule 2. If is a function of y alone, say f(y) then
M
I .F . = e ∫
f ( y )dy
∂M ∂N
= 4 y 3 + 2, = y3 − 4
∂y ∂x
∂N ∂M
−
∂x ∂y
=
( =
) (
y3 − 4 − 4 y3 + 2 − 3 y3 + 2
= −
3
= f (y)
) ( )
Now, M 4
y + 2y 3
y y +2 y ( )
3
∫ − y dy
I .F . = e ∫
f ( y )dy 1
=e = e −3log y =
y3
1
On multiplying the given differential equation (1) by 3 , we get the
y
exact differential equation,
2 4x 2
y + 2 dx + x + 2 y − 3 dy = 0 ⇒ ∫ y + 2 dx + ∫ 2 ydy = c
y y y
2 1
⇒ x y + 2 + y 2 = c
y 2
1 1 1
I .F . = = = 2 2
Mx − Ny xy (1 + 2 xy ) − xy(1 − xy ) 3x y
1
On multiplying (2) by 2 2
, we get an exact differential equation
3x y
Rule 4. For this type of x m y n (aydx + bxdy ) + x m ' y n ' (a' ydx + b' xdy ) = 0
The I.F. is x h y k
m + h +1 n + k +1 m'+ h + 1 n'+ k + 1
where = and =
a b a' b'
Ex. 1. Solve (y 3
) ( )
− 2 x 2 y dx + 2 xy 2 − x 3 dy = 0
Solution:
y 2 ( ydx + 2 xdy ) + x 2 (− 2 ydx − xdy ) = 0
(1)
Here m = 0, n = 2, a = 1, b = 2, m' = 2, n' = 0, a ' = −2, b' = −1
0 + h +1 2 + k +1 2 + h +1 0 + k +1
= and =
1 2 −2 −1
or , 2h + 2 = 2 + k + 1 and h + 3 = 2k + 2
or , 2h − k = 1 and h − 2k = −1 ⇒ h = k = 1
I.F. = x1 y1
Multiplying the equation (1) by xy, we get
(xy 4
) ( )
− 2 x 3 y 2 dx + 2 x 2 y 3 − x 4 y dy = 0
⇒ x 2 y 4 − x 4 y 2 = c' ( )
⇒ x 2 y 2 x 2 − y 2 = c'
Rule 5. Homogeneous equation : If Mdx + Ndy = 0 be homogeneous
equation in x and y, then 1
I .F . =
Mx + Ny
Ex. Solve dy x 3 + y 3
=
dx xy 2
Solution: (x 3
)
+ y 3 dx − xy 2 dy = 0 (1)
Here M = x 3 + y 3 , N = − xy 2
1 1 1
I .F . = = 3 =
Mx + Ny ( ) (
x + y 3 x + − xy 2 y x 4 )
Multiplying (1) by 14 we get
x
2
1 3 xy
x 4
x(+ y 3
x
)
dx − 4 dy = 0
Or 1 y3 y2
+ 4 dx − 3 dy = 0
x x x
The symbol D for the differential operator d/dx is such that when it
operates on y, the result is the derivate of y. We write
dy d2y 2 dny
= Dy, 2 = D y .........., n = D n y.
dx dx dx
Equation (1) becomes
(D n
)
+ a1 D n −1 + a2 D n − 2 + ..... + an y = X . f (D )Y = X
Where f (D ) = D n + a1D n−1 + a2 D n −2 + ......... + an is a polynomial in D. The
operator D can be treated as an ordinary algebraic quantity.
Auxiliary Equation:
(D n
)
+ a1 D n −1 + a2 D n − 2 + ..... + an y = 0 (1)
(D 3
)
− 2D 2 − D + 2 y = 0
Its A. E. is D3 − 2D 2 − D + 2 = 0
(D 4
)
− 5D 2 + 4 y = 0
Its A. E. is D 4 − 5D 2 + 4 = 0
Or, (D 2
)(
− 4 D2 −1 = 0 )
Its roots are D = −1, 1, − 2, 2
y ' ' '−6 y ' '+11y '−6 y = 0, y (0) = 0, y ' (0) = −4, y ' ' (0) = −18
(D 3
)
− 6 D 2 + 11D − 6 y = 0
Its A. E. is D 3 − 6 D 2 + 11D − 6 = 0
1. If X is a function of x, then
1
X = eα x ∫ Xe −α x dx.
D −α
1
X = e −α x ∫ Xeα x dx.
D +α
Ex. 1. Solve (D 2 + a 2 )y = tan ax.
1
Now, P.I . = tan ax = e iax ∫ e −iax tan ax dx
D − ai
= e ∫ (cos ax − i sin ax )
iax sin ax
dx
= e ∫ sin ax − i
iax (
1 − cos 2 ax ) dx
cos ax
cos ax
cos ax i π ax sin ax
= e iax − − log tan + + i
a a 4 2 a
e iax π ax
=− (cos ax − i sin ax ) + i log tan +
a 4 2
e iax −iax π ax
=− e + i log tan +
a 4 2
Thus 1 1 π ax (2)
tan ax = − 1 + ie iax log tan +
D − ia a 4 2
1 1 −iax π ax
tan ax = − 1 − ie log tan + (3)
D + ia a 4 2
From (1), (2) and (3), we get
1 i iax −iax π ax
P.I . = − e + e( log tan )
+
2ia a 4 2
1 π ax
P.I . = − 2
cos ax log tan +
a 4 2
The required solution is
y = C.F . + P.I .
1 π ax
y = c1 cos ax + c2 sin ax − 2 cos ax log tan +
a 4 2
Ex.2. Solve (D 2
)
+ a 2 y = sec ax.
Ans .
y = c1 cos ax + c2 sin ax + x ( a )sin ax + ( 1a )cos ax log cos ax
2
The Inverse Operator and the Particular Integral
1
1. X is the Particular Integral of f (D ) y = X
f (D )
1
2. X = ∫ Xdx
f (D )
General Method
1. Method of Factors:
1 1
P.I . = X= X
f (D ) (D − m1 )(D − m2 )....................(D − mn )
1
We know that X = e mn x ∫ e − mn x X dx
(D − mn )
1 1 1 1 1
P.I . = X= . ..... . X
f (D ) (D − m1 ) (D − m2 ) (D − mn−1 ) (D − mn )
1 1 1 1
P.I . = X= . ..... .e mn x ∫ e − mn x X dx
f (D ) (D − m1 ) (D − m2 ) (D − mn−1 )
General Method
Ex.1. d2y dy 4x
− 5 + 6 y = e
dx 2 dx
Solution : Given equation in symbolic form is
(D 2
)
− 5D + 6 y = e 4 x
Its A. E. is D 2 − 5D + 6 = o
Or, (D − 2)(D − 3) = o
Its roots are 2 and 3
2x 3xe4 x
y = c1e + c2 e +
2
General Method
Ex.2. Find the particular Integral of (D 2
)
− 4 D + 4 y = x 3e 2 x
Solution: The particular Integral is
1 1
P.I . = X= x 3e 2 x = 1 e 2 x e − 2 x x 3e 2 x dx
( )
f (D ) (D − 2)(D − 2) (D − 2 ) ∫
−2 x e . x
1 1 e2 x . x 4 2x 4
= e ∫ x dx =
2x 3
= e ∫ e
2x
dx
(D − 2 ) (D − 2 ) 4 4
x 5 .e 2 x
=
20
1 A1 A2 An
P.I . = X = + + .......... X
f (D ) (D − m1 ) (D − m2 ) (D − mn )
1 1 1
= A1 X + A2 X + ..........An X
(D − m1 ) (D − m2 ) (D − mn )
Using
1
X = e m x ∫ Xe − m x dx.
D−m
Solution: A.E. is D 2 − 4 D + 3 = 0
Or, (D − 1)(D − 3) = 0 ⇒ D = 1, 3
∴ C.F . = c1e x + c2 e3 x
1 1 1 1
P.I . = (2 x + 5) = − (2 x + 5)
(D − 1)(D − 3) 2 (D − 3) (D − 1)
1 1
= (2 x + 5) − 1 (2 x + 5)
2 (D − 3) (D − 1)
=
2
[
1 3 x −3 x
e ∫ e (2 x + 5)dx − e x ∫ e − x (2 x + 5)dx ]
Integrating by parts, we have
General Method
=
2
[
1 3 x −3 x
e ∫ e (2 x + 5)dx − e x ∫ e − x (2 x + 5)dx ]
Integrating by parts, we have
1 3 x e −3 x (2 x + 5) 2 −3 x 1 x e − x (2 x + 5)
= e + ∫ e dx − e + 2 ∫ e − x dx
2 −3 3 2 −1
1
=− (2 x + 5) − 1 + 1 (2 x + 5) + 1
6 9 2
6 x + 23
P.I . =
9
Hence, the general solution is
6 x + 23
y = c1e x + c2 e3 x +
9
General Method
Solve the following:
d2y dy ex y = c1e x + c2 e − x + e −2 x .e e
x
1. 2
+ 3 + 2y = e Ans.
dx dx
2. d 2 y dy
+ =
1
Ans. y = c1 + c 2 e −x
+ x − 1 + e −x
(log 1 + e x
) ( )
dx 2 dx 1 + e x
3. (D 2
)
+ 5D + 6 y = e −2 x sec 2 x(1 + 2 tan x )
Ans. y = c1e −2 x + c2 e −3 x + e −2 x (tan x − 1)
4. (D 2
) ( )
+ 3D + 2 y = sin e x
Ans. y = c1e − x + c2 e −2 x − e −2 x sin e x ( )
5. (D 2
)
− 2D + 1 y = x 2 − 1
Ans. y = (c1 + c2 x )e x + x 4 + 4 x + 1
Short cut Method
Case-I When X = e ax
1 ax 1 ax provided f (a ) ≠ 0
∴ e = e
f (D ) f (a )
Case of Failure: if f (a ) = 0 , (D-a) will be a factor of f(D).
1 ax 1 ax e ax
Then ∴ f (D ) e = (D − a )ϕ (a ) e = x. ϕ (a )
1 x 2 e ax
If f (D ) = (D − a ) ϕ (D ) then
2 ax
e = .
(D − a ) ϕ (a )
2
2! ϕ (a )
In general ,
1 x r e ax
f (D ) = (D − a ) ϕ (D ) then
r
If ax
e = . ( r = 1, 2, 3......)
(D − a ) ϕ (a )
r
r! ϕ (a )
Short cut Method
Ex. 1. d 3 y + y = 3 + e − x + 5e 2 x
dx 3
x
3 3 xe − x 5 2 x
Ans. y = c1e + e c2 cos
−x 2
x + c3 sin x + 3 + + e
2 2 3 9
Short cut Method
Case II. When X = sin ax or cos ax Then
1 1
(1) P.I . = cos ax = cos ax
f D 2
( ) f −a(2
)
1 1
(2) P.I . = cos(ax + b ) = cos(ax + b )
f D ( )
2
(
f −a 2
)
1 1
(3) P.I . = sin ax = sin ax
f D 2
( ) f −a(2
)
1 1
(4) P.I . = sin ax = sin ax
( )
f D 2
f −a(2
)
Provided f (a ) ≠ 0
2
Short cut Method
d 3 y d 2 y dy
Ex. 1. 3
+ 2 − − y = cos 2 x (1)
dx dx dx
Solution: Given equation in symbolic form is
(D 3
)
+ D 2 − D − 1 y = cos 2 x (2)
D3 + D 2 − D − 1 = 0 (3)
2 cos 2 x
= − sin 2 x −
25 25
Hence the general solution is
2 cos 2 x
y = c1e x + (c2 + c3 x )e − x − sin 2 x −
25 25
Short cut Method
Ex. 2. (D 3
)
− 3D 2 + 9 D − 27 y = cos 3x
−1
Ans. y = c1e + c2 cos 3x + c3 sin 3x (cos 3 x + sin 3x )
3x
36
Ex.3. (D 2
)
− 4 D + 3 y = sin 3 x cos 2 x
1 1
Ans. x
y = c1e + c2 e + (10 cos 5 x − 11sin 5 x + (2 cos x + sin x )
3x
)
884 20
Short cut Method
Case III. When X = xm where m is a positive integer.
1 1
x m = [1 + φ (D )] x m
m −1
P.I . = x =
f (D ) 1 + φ (D )
(1 + x )n = 1 + nx + n(n − 1) x 2 + ...... + x n
2!
Ex.1. Solve (D 2
)
+ 5D + 4 y = x 2 + 7 x + 9
1 5D D 2
2 2
5D D
= 1 − + + + − ..... ( x 2 + 7 x + 9)
4 4 4 4 4
1 5 D 21 2 2
= 1 − + D ..... ( x + 7 x + 9)
4 4 16
1 5 21
.... = ( x 2 + 7 x + 9) − D( x 2 + 7 x + 9) + D 2 ( x 2 + 7 x + 9)
4 4 16
Short cut Method
1 5 21
= ( x 2 + 7 x + 9) − D( x 2 + 7 x + 9) + D 2 ( x 2 + 7 x + 9)
4 4 16
1 5 21
= ( x 2 + 7 x + 9) − (2 x + 7) + (2)
4 4 16
1 9 23
= x2 + x +
4 2 8
Hence the required solution (general solution) is given as
1 9 23
y = c1e − 4 x + c2 e − x + x 2 + x +
4 2 8
Ex. 2. Solve (D 3
)
+ 3D 2 + 2 D y = x 2
1
Ans. y = c1 + c2 e − x + c3e − 2 x +
12
[ ]
x 2 x 2 − 9 x + 21
Short cut Method
Case IV. When X = e axV , where V is a function of x .
1 ax ax 1
P.I . = e V =e V
f (D ) f (D + a )
x
4 e
Ex.1. Solve ( )
D 2 − 2D + 1 y = 2
x
Solution: A.E. D 2 − 2 D + 1 = 0
(D − 1)2 = 0 ∴ D = 1,1
C.F . = (c1 + c2 x )e x
Short cut Method
1 4e x 1 x 1
P.I = =4 e 2
(D − 1)2 x 2 (D − 1) x
2
1 x 1 1 1
=4 e = 4 ex
(D − 1)2 x 2 (D + 1 − 1)2 x 2
1 1 1 1
= 4 ex 2 2 = 4 ex −
D x D x
= −4 e x log x
Hence, the general solution is
y = (c1 + c2 x )e x − 4 e x log x
Short cut Method
Ex. 2. Solve (D 2
)
− 1 y = cosh x cos x
1
Ans. y = c1e x + c2 e − x + [2 sinh x sin x − cosh x cos x]
5
Ex.3. (D 4
)
− 1 y = e x cos x
1
Ans. y = c1e x + c2 e − x + c3 cos x + c4 sin x − e x cos x
5
Short cut Method
Case V. When X = xn V , where n is a positive integer and V is
any function of x .
Ex.1. Solve (D 2
+ 4)y = x cos x
Solution: A.E. (D 2
)
+ 4 = 0 ∴ D = ± 2i
1 2 2
= R.P. of x cos x + sin x + i x sin x − cos x
3 3 3
Short cut Method
1 2
∴ P.I . = x cos x + sin x
3 3
1 2
y = c1 cos 2 x + c2 sin 2 x + x cos x + sin x
3 3
Short cut Method
Ex. 2. Solve (D 4 + 2 D 2 + 1)y = x 2 sin x
x 3
Ans. (c1 + c2 x ) cos x + (c3 + c4 x )sin x − cos x − x(4
− 9 x 2
)
24 48
Ex.3. (D 2
)
− 2 D + 1 y = xe x sin x
Ans. (c1 + c 2 x )e x
− e x
(x sin x + 2 cos x )
Method of Variation of Parameters
Variation of Parameters
A.E. D2 + a2 = 0 ∴ D = ± ai
y1 y2 cos ax sin ax
∴W = ' '
= =a
y1 y2 − a sin ax a cos ax
Variation of Parameters
cos ax x sin ax
=− log cos ax +
a2 a
The general solution
cos ax x sin ax
y = c1 cos ax + c2 sin ax − log cos ax +
a2 a
Variation of Parameters
Solve: e3 x
y ' '−6 y '+9 y = 2
x
.......... d 2
y d 1 dy 1 dy 1 d 2
y dz 1 dy 1 d 2 y
= =− 2 + =− 2 + 2 2
dx 2 dx x dz x dz x dz 2 dx x dz x dz
d 2
y d 2
y dy dz 1
x2 2 = 2 − = D 2 y − Dy = D(D − 1) y Q =
dx dz dz dx x
d3y
Similarly x3
3
= D(D − 1)(D − 2 ) y
dx
n
d y
x n n = D(D − 1)(D − 2 ).............(D − n + 1) y
dx
Cauchy’s Homogeneous Linear Equation
1
3 2
Ex.1. d y d y
x 3 3 + 2 x 2 2 + 2 y = 10 x +
dx dx x
dz 1
Put x = ez i.e. z = log x ∴ =
dx x
dy dy d
x = = Dy, where D =
dx dz dz
2 3
d y d y
x 2 2 = D(D − 1) y x 3 3 = D (D − 1)(D − 2) y
dx dx
Substituting these values in given equation, we get
d2y d a dy a2 dy a d 2 y dz
= =− +
dx 2
dx (ax + b ) dz (ax + b ) dz (ax + b ) dz 2 dx
2
dz a
Q =
dx ax + b
d2y 2
(ax + b ) 2 = a 2 2y − dy = a 2 D 2 y − Dy = a 2 D(D − 1) y
2 d
dx dz dz
d3y
Similarly (ax + b ) 3 = a 3 D(D − 1)(D − 2 ) y
3
dx
dny
(ax + b ) n = a n D(D − 1)(D − 2).............(D − n + 1) y
n
dx
Ligendre’s Homogeneous Linear Equation
d2y dy
Ex.1. x2
2
+ x + y = log x sin (log x )
dx dx
1 1
Ans. y = c1 cos(log x ) + c2 sin (log x ) − (log x )2 cos(log x ) + log x sin (log x )
4 4
d2y dy
( ) ( ) + y = 2 cos[log(1 + x )]
2
Ex.2. x + 1 2
+ x + 1
dx dx
d2y dy
Ex.3. (2 x + 3) 2 − 2(2 x + 3) − 12 y = 6 x
2
dx dx
c2 3x 3
y = c1 (2 x + 3) +
3
Ans. − +
(2 x + 3) 8 16
Simultaneous Differential Equations
dx dy
+ 4y = t , + 2 x = et
dt dt
ω 2 y + D 2 y = 0 ⇒ (D 2 + ω 2 )y = 0 .........(5)
Simultaneous Differential Equations
ω 2 y + D 2 y = 0 ⇒ (D 2 + ω 2 )y = 0 .........(5)
A.E. is D 2 + ω 2 = 0 ⇒ D 2 = −ω 2 ⇒ D = ±ω
D 2 x − Dy = D.1 ........(3)
(D 2
) ( )
− 1 x = 1 ⇒ D 2 − 1 x = e0 .........(5)
Simultaneous Differential Equations
(D 2
) ( )
− 1 x = 1 ⇒ D 2 − 1 x = e0 .........(5)
A.E. is D 2 − 1 = 0 ⇒ D = ±1
∴ C.F . = c1et + c2 e −t .......(6)
1
P.I . = 2 .e 0 = − 1
D −1
∴ x = C.F . + P.I . = c1e t + c2 e − t − 1
dx
From (1), y= − 1 = c1e t − c2 e −t − 1
dt
Simultaneous Differential Equations