Sie sind auf Seite 1von 67

Equation Reducible to the Exact

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

Ex.1. Solve (2 x log x − xy )dy + 2 ydx = 0


Solution: Here M = 2 y , N = 2 x log x − xy

∂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

Ex.1. Solve (y 4 + 2 y )dx + (xy 3 + 2 y 4 − 4 x )dy = 0


Solution: Here M = y 4 + 2 y , N = xy 3 + 2 y 4 − 4 x

∂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

Ex. 3. Solve (x 2 + y 2 + 2 x )dx + 2 ydy = 0


Ans: e x (x 2 + y 2 ) = c
Ex. 4. Solve (x 3 − 2 y 2 )dx + 2 xydy = 0
Ans: x + ( y 2
/ x 2
)= c
Ex.5. Solve (xy 2 − x 2 )dx + (3x 2 y 2 + x 2 y − 2 x 3 + y 2 )dy = 0
Ans: e 6 y [(x 2 y 2 ) / 2 − (1 / 3)x 3 + (1 / 6)( y 2 − ( y / 3) + 1 / 18)] = c
Rule 3. If M is of the form M = yf1 (xy ) and N is of the form
N = xf 2 ( xy )
1
Then I .F . =
Mx − Ny

Ex.1. Solve y (xy + 2 x y )dx + x(xy − x y )dy = 0


2 2 2 2
(1)
Solution: Dividing (1) by xy, we get, Here
y (1 + 2 xy )dx + x(1 − xy )dy = 0 (2)
Now, M = yf1 ( xy ), N = xf 2 ( xy )

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

Which is an exact differential equation


x2 y 4 2x4 y 2
∫ (xy ) ⇒
4 3 2
− 2 x y dx = c − =c
2 4

⇒ 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

Which is an exact equation.


 1 y3  y3
∫  x + x 4 dx = c ⇒ log x − 3x3 = c
( ) ( )
Ex. Solve x 2 y − 2 xy 2 dx − x 3 − 3x 2 y dy = 0
Ans: (x / y ) − 2 log x + 3 log y = c
Solution of Linear Differential Equation
with constant coefficients

A Linear Differential Equation is that in which the dependent variable


and its derivatives occur only in the first degree and are not multiplied
together. Thus the general differential equation of the nth order and
first degree is of the form
dny d n −1 y dy
n
+ P1 n −1 + P2 + ........... + Pn y = X
dx dx dx
Where P1 , P2 , ..... Pn and X are constants or functions of x.
A linear differential equation with constant coefficients is of the form
dny d n −1 y dy
n
+ a1 n −1
+ a 2 + ........... + an y = X (1)
dx dx dx
Where a1, a2, ..........an are constants and X is a function of x or
constant.

The Differential Operator D

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.

The Complimentary Function, The Particular Integral, The


General Solution:

Theorem 1: If y = y1 , y = y2 ,........ y = yn are n linearly independent


solutions of the differential equation
(D n
)
+ a1 D n −1 + a2 D n − 2 + ..... + an y = X . f (D )Y = X

then u = c1 y1 + c2 y2 + .......... + cn yn is also its solution.

Where c1 , c2 , ..... ,cn are arbitrary constants.


Theorem 2: If y=u is the general solution containing equal number of
arbitrary constants to the order of the equation f(D)y=0 and y = v
is a particular integral (free from arbitrary constants) of the
equation f(D)y = X, then the general solution of the equation f(D)y
= X is y = u + v.

Here y = u is called the Complimentary Function (C.F.)

and y = v is called the Particular Integral (P.I.)

Auxiliary Equation:
(D n
)
+ a1 D n −1 + a2 D n − 2 + ..... + an y = 0 (1)

The auxiliary equation of (1) is given by


D n + a1 D n −1 + a2 D n − 2 + ..... + an = 0
Types of the Roots of the Auxiliary Equation and the
Complimentary Function

Case Roots of A.E. General Solution of (1)

I Distinct real m1, m2, ... y = c1e m1 x + c2 e m2 x + ..........

II Real and equal y = (c1 + c2 x )e m1x + ........


m1 = m2 , m3 ,......
m1 = m2 = m3 , m4 ...... ( )
y = c1 + c2 x + c3 x 2 e m1x + ........

III Complex conjugate


m1 = α + iβ , m2 = α − iβ ,
m3 ,...... y = eαx (c1 cos βx + c2 sin βx ) + .......

IV Pair of complex conjugate y = eαx [(c1 + c2 x ) cos β x +


m1 = m2 = α + iβ ,
(c3 + c4 x )sin βx] + .......
m3 = m4 = α − iβ , m5 ......
d3y d 2 y dy
Ex.1. Solve 3
− 2 2 − + 2y = 0
dx dx dx
Solution : Given equation in symbolic form is

(D 3
)
− 2D 2 − D + 2 y = 0

Its A. E. is D3 − 2D 2 − D + 2 = 0

Or, (D + 1)(D − 1)(D − 2) = 0


Its roots are D = −1,1, 2

Hence the general solution is


y = c1e − x + c2 e x + c3e 2 x
d4y d2y
Ex.2. Solve 4
− 5 2 + 4y = 0
dx dx
Solution : Given equation in symbolic form is

(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

Hence the general solution is


y = c1e − x + c2 e x + c3e 2 x + c4 e −2 x
Ex.3. Solve the initial value problem

y ' ' '−6 y ' '+11y '−6 y = 0, y (0) = 0, y ' (0) = −4, y ' ' (0) = −18

Solution : Given equation in symbolic form is

(D 3
)
− 6 D 2 + 11D − 6 y = 0

Its A. E. is D 3 − 6 D 2 + 11D − 6 = 0

Or, (D − 1)(D − 2)(D − 3) = 0


Its roots are D = 1, 2, 3

Hence the general solution is y = c1e x + c2 e 2 x + c3e3 x

substituting the initial conditions, we get


y (0) = 0 = c1 + c2 + c3 , y ' (0) = −4 = c1 + 2c2 + 3c3 ,
y ' ' (0 ) = −18 = c1 + 4c2 + 9c3
Solving, we obtain c1 = 1, c2 = 2, and c 3 = −3

Hence , the particular solution is y = e x + 2e 2 x − 3e 3 x

Q.1. Solve d3y dy


3
−3 − 2y = 0
dx dx
Ans. y = (c1 + c2 x )e − x + c3e 2 x
Q.2. Solve y iv + 5 y ' '+4 y = 0
Ans. c1 cos x + c2 sin x + c3 cos 2 x + c4 sin 2 x
Q.3. Solve (D 4
)
− 81 y = 0
Ans. c1e 3 x + c2 e −3 x + c3 cos 3x + c4 sin 3 x
Determination of the Particular Integral (P.I.)

Let the given differential equation be f (D ) y = X


1
Then P.I . = X
f (D )
General Method of getting P.I.

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.

Solution: here auxiliary equation is D 2 + a 2 = o So D = ± a,


∴ C.F . = c1 cos ax + c2 sin ax.
1 1
Now P.I . = 2 tan ax = tan ax
D +a 2
(D + ai )(D − ai )
1  1 1 
P.I . =  −  tan ax
2ia  D − ai D + ai 

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 

= e iax ∫ [sin ax − i(sec ax − cos ax )]dx


= e iax ∫ [sin ax − i(sec ax − cos ax )]dx

 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 

Replacing i by –i in (2), we get

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

Hence the general solution is∴ C.F . = c1e 2 x + c2 e3 x


General Method
1 1 1
P.I . = X= e4 x = e 3 x ∫ e −3 x e 4 x dx
f (D ) (D − 2)(D − 3) (D − 2 )
1 1
= e3 x e x = e4 x = e 2 x ∫ e −2 x e 4 x dx
(D − 2 ) (D − 2 )
e2 x e4 x
2x
=e =
2 2

Hence the general solution is

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

Which is the required solution.


General Method
Method of Partial Fraction

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

P.I . = A1e m1 x ∫ Xe − m1 x dx + A2 e m2 x ∫ Xe − m2 x dx + ....... + An e mn x ∫ Xe − mn x dx


General Method
Ex.1. Find the solution of (D 2 − 4 D + 3)y = 2 x + 5

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)

or, (D + 1)2 (D − 1) = 0, Hence, D = 1,−1,−1 (4)

C.F . = c1e x + (c2 + c3 x )e − x


1 1 1
P.I .= 3 cos 2 x = cos 2 x
2
D + D − D −1 (
(D + 1) D − 1
2
)
1 1 2 2
= cos 2 x replacing D by − 2
(
(D + 1) − 22 − 1 )
Short cut Method
Or, = − 1 (D − 1) cos 2 x =
− 1 (D − 1)
cos 2 x
2
5 D −1( ) ( 2
5 − 2 −1 )
1 1
= (D − 1) cos 2 x = (D cos 2 x − cos 2 x )
25 25

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 )

now apply binomial theorem

(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

Solution: A.E. D 2 + 5D + 4 = 0 Or (D + 4)(D + 1) = 0


D = − 4, − 1 C.F . = c1e −4 x + c2 e − x
Short cut Method
1 1 2
P.I = 2 ( x 2 + 7 x + 9) = ( x + 7 x + 9)
D + 5D + 4  5D D  2
41 + + 
 4 4 
−1
1   5 D D 2 
= 1 +  +  ( x 2 + 7 x + 9)
4  4 4 

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

C.F . = c1 cos 2 x + c2 sin 2 x


Short cut Method
1
P.I = 2 x cos x
(
D +4 )
1 ix ix
= R.P. of xe where e = cos x + i sin x
(2
D +4 )
1 1
= R.P. of eix x = R.P. of eix x
(D + i ) + 4
2
( 2
D + 2 Di + 3)
−1
ix 1 1  2 Di + D 2

= R.P. of e x = R. P. of e ix
1 +  x
 2 Di + D 
2
3  3 
31 + 
 3 
1 ix  2 Di  1 ix  2i 
= R.P. of e 1 − − .... x = R.P. of e  x −  x
3  3  3  3

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 

Hence the general solution is Method

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

Consider the second order linear differential equation


y ' '+ py '+ qy = 0 (1)

Where p, q and X are functions of x.


y2 X yX
y p ( x ) = − y1 ∫ dx + y2 ∫ 1 dx (2)
W W
Where y1 and y2 are the solution of (1)
y1 y2
and W= ' '
= y y
1 2
'
− y '
1 y2 ≠ 0
(3)
y1 y2

is called Wronskian of y1 and y2 .


Variation of Parameters

Ex.1. y ' '+ a 2 y = sec ax

Solution: Given equation in symbolic form is


(D 2
+ a 2 )y = sec ax

A.E. D2 + a2 = 0 ∴ D = ± ai

C.F . y = c1 cos ax + c2 sin ax

To find P.I. Here y1 = cos ax, y2 = sin ax and X = sec ax

y1 y2 cos ax sin ax
∴W = ' '
= =a
y1 y2 − a sin ax a cos ax
Variation of Parameters

Hence by choosing the constants of integration to be zero, we get the


particular integral
y2 X yX
y p ( x ) = − y1 ∫ dx + y2 ∫ 1 dx
W W
sin ax sec ax cos ax sec ax
= − cos ax ∫ dx + sin ax ∫ dx
a a
cos ax sin ax
=−
a ∫ tan axdx +
a ∫ dx

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

Using the method of variation of parameters.

Solve: e3 x
y ' '−6 y '+9 y = 2
x

Ans. y = ( A + 3 x − log x )e3 x . where c1 − 1 = A and c2 = B


Equations Reducible to linear
Differential Equations with Constant
Coefficients
Cauchy’s Homogeneous Linear Equation

An equation of the form


n n −1 n −2
d y d y d y dy
x n n + a1 x n −1 n −1 + a2 x n − 2 n − 2 + ........... + an −1 x + an y = X
dx dx dx dx
Where a1 , a2 ,......, an are constants and X is a function of x, is called
Cauchy’s homogeneous linear equation. This equation can be
reduced to linear differential equations with constant coefficients
by the substitution.
x = ez i.e. z = log x
dy dy dz 1 dy dy dy d
Now, = = x = = Dy, where D =
dx dz dx x dz dx dz dz
d 2 y d  1 dy  1 dy 1 d 2 y dz
2
=   =− 2 +
dx dx  x dz  x dz x dz 2 dx
Cauchy’s Homogeneous Linear Equation

.......... 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

[D(D − 1)(D − 2) + 2 D(D − 1) + 2]y = 10(e z + e − z )


[D 3
] (
− D 2 + 2 y = 10 e z + e − z )
Which is a linear equation with constant coefficients.
Ligendre’s Homogeneous Linear Equation

An equation of the form


n−1 n−2
dn y n−1 d y n−2 d y dy
(ax+ b) n + a1(ax+b) n−1 + a2 (ax+ b)
n
n−2
+ ..........
. + an−1 (ax + b) + an y = X
dx dx dx dx
Where a1 , a2 ,......, an are constants and X is a function of x, is called
Cauchy’s homogeneous linear equation. This equation can be
reduced to linear differential equations with constant coefficients
by the substitution.
(ax + b ) = e z i.e. z = log(ax + b )
dy dy dz a dy
Now, = =
dx dz dx (ax + b ) dz (ax + b ) dy = a dy = aDy, where D =
d
dx dz dz
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
Ligendre’s Homogeneous Linear Equation

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

Ans. y = c1 cos[log(1 + x )] + c2 sin[log(1 + x )] + log(1 + x )sin[log(1 + x )]

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

If two or more dependent variables are functions of a single


independent variable, the equations involving their derivatives are
called simultaneous equation, e.g.

dx dy
+ 4y = t , + 2 x = et
dt dt

The method of solving these equations is based on the process of


elimination, as we solve algebraic simultaneous equations.
Simultaneous Differential Equations

Ex.1. The equation of motions of a particle are given by


dx dy
+ ωy = 0 , − ωx = 0
dt dt
Find the path of the particle and show that it is a circle.
d
Solution: on putting D = in the equations, we have
dt
Dx + ωy = 0 ........(1)
− ωx + Dy = 0 ........(2)
On multiplying (1) by w and (2) by D, we get
ωDx + ω 2 y = 0 ........(3)
− ωDx + D 2 y = 0 ........(4)
On adding (3) and (4), we obtain

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)

Now, we have to solve (5) to get the value of y.

A.E. is D 2 + ω 2 = 0 ⇒ D 2 = −ω 2 ⇒ D = ±ω

∴ y = A cos ωt + B sin ωt .......(6)

On putting the value of Dy in (2), we get


− ωx − Aω sin ωt + Bω cos ωt = 0
ωx = − Aω sin ωt + Bω cos ωt = 0
x = − A sin ωt + B cos ωt = 0 .....(7)

On squaring (6) and (7) and adding, we obtain


( ) (
x 2 + y 2 = A2 cos 2 ωt + sin 2 ωt + B 2 cos 2 ωt + sin 2 ωt )
x 2 + y 2 = A2 + B 2
This is the equation of circle.
Simultaneous Differential Equations

Ex.2. Solve the following differential equation


dx dy
= y + 1, = x +1
dt dt
d
Solution: on putting D = in the equations, we have
dt
Dx − y = 1 ........(1)
− x + Dy = 1 ........(2)
On multiplying (1) by D, we get

D 2 x − Dy = D.1 ........(3)

On adding (2) and (3), we obtain

(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)

Now, we have to solve (5) to get the value of y.

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

Ex.3. Solve the following differential equation


dx dy
+ y = sin t , + x = cos t when y (0 ) = 0, x(0 ) = 2
dt dt
Ans: x = et + e −t
y = −et + e −t + sin t
Ex.4. Solve the following differential equation
dx dy
+ 4x + 3y = t , + 2 x + 5 y = et
dt dt
Ans:
5 31 1 t
x = c1e − 2t + c2 e −7 t + t− − e
14 196 8
− 2 − 2t −7t 1 9 5 t
y= c1e + c2 e − t + + e
3 7 98 24
Questions
1. y ' '+4 y '+3 y = x sin 2 x
1
Ans. y = Ae − x + Be −3 x − [65 x(8 cos 2 x + sin 2 x ) − 188 cos 2 x − 316 sin 2 x]
4225
2. y IV + 3 y ' '+2 y = 16 x 2 cos x

Das könnte Ihnen auch gefallen