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Mathematics-I
NOTES
LESSON - 1
FIRST ORDER FIRST DEGREE
DIFFERENTIAL EQUATIONS I
1.1
Objective:
After studying this lesson, the student will be in a position to
know about formation of differential equation, solution of
differential equation, Homogeneous differential equations and
how to solve them.
1.2
Structure:
This lesson has the following components.
1.3. Introduction.
1.4 Definitions
1.5 Formation of a differential equation
1.6 Solution of a differential equation
1.7 Geometrical meaning of a differential equation
1.8 Equations of first order first degree.
1.9 Variables separable.
Mathematics-I
NOTES
1.10 Homogeneous equations
1.11 Equation reducible to homogeneous forms.
1.12 Summary
1.13 Technical terms
1.14 Exercise.
1.13 Introduction
Many practical problems in science and engineering are
formulated by finding how one quantity is related to one or more
quantities defined in the problem. Often, it is easier to model a relation
between the rates of changes in the variables rather than between the
variables themselves. The study of this relation ship gives rise to
differential equations. Many physical laws and relations appear
mathematically in the form of differential equations.
1.4 . Definitions
1.4.1. def: A differential equation is an equation which involves
differential coefficients or differentials.
Thus (i) exdx +eydy = 0
dy
x
(iii) y x
dx dy / dx.
(v)
(ii)
d 2x
n2 x 0
2
dt
dy 2
(iv) 1
dx
dx
dy
wy a cos pt , wx a sin pt
dt
dt
3/ 2
(vi) x
d2y
c
dx 2
u
u
y
2u
x
y
Mathematics-I
NOTES
(vii)
2
2 y
2 y
c
are all examples of differential equations.
t 2
t 2
Mathematics-I
NOTES
(iii) Written as y
dy
dy
x x is clearly of the first order but of
dx
dx
second degree;
3
2
dy 2
2d y
and (iv) written as 1 c 2 is of the second order
dx
dx
2
1.5.1 example:
Mathematics-I
NOTES
d 2x
Thus 2 n 2 x 0
dt
Is the desired
.(i)
a are the
constants.
Differentiating it twice, we have
2
x h ( y k)
dy
d 2 y dy
0 and1 ( y k ) 2 0
dx
dx dx
Then y k
And
1 (dy / dx) 2
d 2 y / dx 2
x h ( y h)dy / dx
dy dy
1
dx dx
d 2 y / dx 2
Mathematics-I
NOTES
+ 2 = 0
dy
2a 2 x y
dx
2 xy dy / dx y 2 x 2 c 2
.(i)
dy
2 Ae2 x 2 Be 2 x
dx
.(2)
Mathematics-I
NOTES
d2y
4 Ae 2 x 4 Be 2 x 4( Ae 2 x Be2 x ) 4 y
2
dx
d2y
4y 0
dx 2
(1)
2 x 4a
2x
dy
. 4a
dy
dx
dx
x2
2x
y
dy
dx
Or x
dy
2y 0
dx
x2
dy
dy
2 xy x 2 y
dx
dx
Mathematics-I
NOTES
Is a solution of
x = A cos (nt +)
d 2x
n 2 x 0 ..2
2
dt
y1 (x) and y2
Mathematics-I
NOTES
d2 y
dy
a1 ( x) a2 ( x) y 0
2
dx
dx
. (3)
(i)
y y1 c2 e x
Again differentiating (ii) w. r. to x, we obtain
Y1 -y 2 = -c 2 e x
Subtracting (iii) from (ii), we get
10
Mathematics-I
NOTES
y y1 ( y1 y2 ) 0 or y 2 y1 y2 0
Which is the desired differential equation.
1. 7. Geometrical meaning of a differential equation.
Consider any differential equation of the first order and first degree
dy
f ( x, y )
dx
.(1)
Fig. 1.1
11
Mathematics-I
NOTES
near one
12
Mathematics-I
NOTES
(ii) Homogenous
1.9.1 Example
Solve dy / dx
x(2log x 1)
sin y y cos y
x2
1 x2 x2
Or 2 log x. . dx coy y sin y sin y.1 dy c
2
x 2 2
Or 2 x 2 log x
x2 x2
cos y y sin y cos y c
2 2
Mathematics-I
13
NOTES
1.9.2 Example
solve
dy
e3 x2 y x 2e 2 y
dx
dy
e 2 y (e3 x x 2 )
dx
or e 2 y dy (e3 x x 2 )dx
e 2 y e3 x x 3
c or 3e 2 y 2(e3 x x3 ) 6c
2
3
3
or
1.93 . Example
Solve
dy
sin( x y ) cos( x y ).
dx
Or
dt
1 sin t cos t
dx
dt / dx =1 + sin t + cos t
dt
dx = 1 sin t cos t c.
2d
c
1 sin 2 cos 2
[putting t = 2]
2d
sec 2
c
1 tan d c
2cos 2 2sin cos
14
Mathematics-I
NOTES
= log ( 1+ tan ) + c
1
Hence the solution is x log[1 tan ( x y )] c
2
1.9.4
Example
Solve dy/dx = (4x + y +1)2 , if y(0) =1.
Or
dy dt
4
dx dx
dt
dt
4 t 2or
4 t2
dx
dx
dt
4t
dx c
1
t
1
1
tan 1 x c. or tan 1 (4 x y 1) x c
2
2
2
2
Or 4x + y + 1 = 2 tan 2 (x + c)
Where x = 0, y =1
1
tan 1 (1) c i.e.c / 8
2
Mathematics-I
15
NOTES
1.9.5
Example
y dy
x2 y2 1
0.
solve x dx 2( x 2 y 2 ) 1
Sol.
Putting
x2
y2
t,
we
get
2x
dy dt
y dy 1 dt
or
1
dx dx
x dx 2 x dx
Or
1 dt
t 1
1
0
2 x dx
2t 1
1 dt
t 1 t 2
2t 1
1
or 2 xdx
dt
t2
2 x dx
2t 1 2t 1
Or 2 x dx 2
dt
t2
x 2 2 y 2 3log( x 2 y 2 2) c 0
[ t = x2 + y2]
dy f ( x, y )
dx ( x, y )
2y
16
Mathematics-I
Where f(x,y) and (x,y) are homogenous functions of the same degree
in x and y
(i)
dy
dy
vx
dx
dx,
1.10.1 example
solve (x2 y2) dx xydy = 0.
dx x 2 y 2
which is homogenous in x
dy
xy
and y.
Or x
dx
dv
dv 1 v 2
v x . (i )becomes v x
dy
dx
dx
v
dv 1 v 2
1 2v 2
v
.
dx
v
v
Or
v
dx
dv
2
1 2v
x
v dv
1 2v
dx
c
x
1 4v
dx
1
dv c or log(1 2v 2 ) log x c
2
4 1 2v
x
4
NOTES
17
Mathematics-I
NOTES
Or
x 4 (1 2 y 2 / x 2 ) e 3c c '
1.10.2 Example:
Solve ( x tan y/x-y sec2 y/x)dx x sec2 y /x dy =0.
Sol. The given equation may be rewritten as
dy y 2 y
y
sec tan cos 2 y / x .(i)
dx x
x
x
Which is a homogenous equation. Putting y = vx, (i) becomes
v x
dv
(v sec 2 v tan v) cos 2 v
dx
Or x
dv
v tan v cos 2 v v
dx
sec 2 v
dx
dv
tan v
x
18
Mathematics-I
NOTES
1.10.3 Example
Sol. The
dy
1 ex / y
v y
Or
dv
e v (1 v)
dy
1 ev
dv
ev (1 v)
v ev
v
dy
1 ev
1 ev
dy 1 ev
d (v e v )
dv
y v ev
v ev
or x ye x / y c ' ( say )
dy
ax by c
.. (1)
19
Mathematics-I
NOTES
a b
Case I. When
a' b'
Putting
So that
dy
aX bY (ah bk c)
.. (2)
ah + bk + c =0, and ah + bk + c = 0
So that
h
k
1
bc ' bc '
ca ' c ' a
,k
ab ' ba '
ab ' ba '
. (3)
dY
aX bY
which is
dX a ' X b 'Y
a b
a' b'
20
Mathematics-I
NOTES
a b 1
Now
( say )
a' b' m
.(4)
dx m(ax by ) c '
Putting ax + by = t, so that a+ b
dy dt
dx dx
Or
dy 1 dt
1 dt
tc
a (4)becomes a
.dx b dx
b dx
mt c '
Or
dt
bt bc (am b)t ac ' bc
a
dx
mt c '
mt c '
1.11.1 Example
Solve
dy y x 2
dx y x 4
dy y x 2
dx y x 4
a b
. (i)
dY Y X (k h 2)
dX Y X (k h 4)
.. (ii)
21
Mathematics-I
NOTES
(ii ) becomes
put y=vx,then
dY Y X
which is homogeneous in X and Y.
dX Y X
dy
dv
=v+x
dx
dx
(iii ) becomes v X
Or
dv v 1
dv v 1
1 2v v 2
or X
v
dX v 1
dX v 1
v 1
v 1
dX
.
dv
2
1 2v v
X
1
2 2v
dX
dv
c
2
2 1 2v v
X
Or
1
log(1 2v v 2 ) log X c
2
Or
2Y Y 2
log 1
2 log X 2 2c
X
X
( v y / x)
Or
22
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NOTES
1.11.2 Example
dy (2 x 3 y ) 4
dx 2(2 x 3 y ) 5
(i)
Putting 2x + 3y = t so that 2 + 3
dy dt
1 dt
t4
(i ) becomes 2
dx dx
3 dx
2t 5
dt
3t 12 7t 22
2t 5
2
or
dt dx
dx
2t 5
2t 5
7t 22
Or
Or
7 7 . 7t 22 dt x c
or
2
9
t log(7t 22) x c
7 49
putting
or
2t 5
dt dt c
7t 22
solution.
1.12. Summary:
In this lesson we discussed formation of differential equation, solution
of a differential equation by variables separable, homogeneous
method and the related problems.
Mathematics-I
23
NOTES
1.13 Technical terms.
Homogeneous differential equation
General solution
Particular solution
1.14. EXERCISE
Form the differential equations form the following equations.
1.14.1.
x = a sin (at + b)
1.14.2.
y=ax3 + bx2
1.14.4.
1 x 2 dy x 1 y 2 dx 0
1.14.5.
solve y
1.14.6.
1.14.7.
Solve
y dy
(1 x 2 y 2 x 2 y 2 )
x dx
24
Mathematics-I
NOTES
1.14.8.
dy
Solve
e 2 x3 y 4 x 2e3 y
dx
1.14.9.
Solve (x+1)
dy
1 2e y
dx
1.14.10. Solve ( x y 1) 2
dy
1
dx
1.14.14.
dy
x y 1
dx 2 x 2 y 3
25
Mathematics-I
NOTES
LESSON - 2
FIRST ORDER FIRST DEGREE DIFFERENTIAL
EQUATIONS - II
2.1 OBJECTIVE:
After studying this lesson, the student will be in a position to know
about linear differential equations, Bernoulls equations, exact
differential equations integrating factors and how to solve them.
Mathematics-I
26
NOTES
2.3 Introduction :
Linear differential equations occur in the study of many
problems in science and model the physical systems. The systems
which change with time are called dynamic systems. Therefore the
differential equations provide a tool for studying the phenomena which
varies continuously.
2.4 LINEAR EQUATIONS
A differential equation is said to be lenear if the dependent
variable and its differential coefficients occur only in the first degree
and not multiplied together.
pdx
so that we get
dy
d
,e pdx y (e pdx P ) Qe pdx i.e ( ye pdx) Qe pdx
dx
dx
pdx
Mathematics-I
27
NOTES
e pdx
p1dy
Q.e
p1dy
.dy c
2.4.1 Example
Solve ( x 1)
dy
y e3 x ( x 1) 2.
dx
Here P
1
dx
and pdx
log( x 1) log( x 1) 1
x 1
x 1
I .F . e pd x elog( x1)
1
1
x 1
[e
3x
( x 1)]( I .F .)dx c
Or
y
1
1
e3 x dx c e3 x c or y=( e3 x c)( x 1).
x 1
3
3
Example:2.42
e 2 x
y dx
Solve
1
x
x dy
28
Mathematics-I
NOTES
2
I.F=e dx e 2
x1/2
Or
ye 2
Or
ye 2
dy
y
e x
dx
x
x
e2 x
( I .F )dx c
x
e 2 x 2 x
.e dx c
x
x 1/ 2 dx c or ye 2
x(1 x 2 )
2 x c.
dy
(2 x 2 1) y 3 ax 3
dx
dy dz
, thegivenequationbecomes.
dx dx
dz
(2 x 2 1) z ax3,
dx
dz 2 x 2 1
ax3
dx x x3
x x3
Or
2x 2 1
I.F.=exp
dx
3
xx
Now
2x2 1
1 1
1
1
1 1 1
x x3 dx x 2 1 x 2 .1 x dx log x 2 log(1 x) 2 log(1 x)
log[ x (1 x 2 )]
I.F.=e-log[x
(1-x 2 )]
[ x (1 x 2 )]1
29
Mathematics-I
NOTES
ax3
( I .F .) dx+c
x x3
z ( I .F .)
Or
z
[ x (1 x 2 )]
1
x3
.
dx c a x(1 x 2 ) 3/ 2 dx
2
2
x(1 x ) x (1 x )
a
(2 x)(1 x 2 ) 3/ 2 dx c a (1 x 2 ) 1/ 2 c
y 3 ax cx (1 x 2 )
Example: 2.4.4 Solve y (log y )dx ( x log y )dy 0
Sol. We have
dx
x
1
dy log y y
I.F.=e
logy dx
elog(log y ) log y
1
Thus the Solution of (i) is x (I.F)= ( I .F )dy c
y
1
1
x log y log y dy c (log y ) 2 c
y
2
i.e
1
x log y+c(logy)-1
2
y2and tan-1 y and is, therefore,not alinear in y;but since only x occurs, it can be written as
Mathematics-I
30
NOTES
dx
dx
x
tan 1 y
(1 y 2 ) tan 1 y x or
dy
dy 1 y 2 1 y 2
I .F . e Pdy e
1
dy
1 y 2
Or
xe
tan 1
e tan y
tan 1
( I .F .)dy c
1 y2
put tan 1 y t
dy dt
1 y 2
tan 1 y tan 1 y
y
dy c
.e
1 y2
x tan 1 y 1 ce
(Integrating by parts)
tan 1y
tan 1 y
sin
d 1
(1 2r 2 ) cos r 2
dr r
(i)
dy 1
dy
1
2r y r 2or 2r y r 2
dr r
dr
r
2
1 2
Which is a Lebnitzs equation I .F . e (2r 1/ r )dr e r log r e r
r
2 1
1 2
Thus its solution is y e r r 2 .er . dr c
r
r
Mathematics-I
31
NOTES
2
1
1 2
ye / r e r 2rdr c er c
2
2
r2
Or
Or
dy
Py Qy n
dx
dy
Py1n Q
dx
1 dz
Pz Q
1 n dx
or
dz
P(1 n) z Q (1 n),
dx
solve x
dy
y x3 y 6
dx
Or
dy dz
dx dx
dy y 5
x2
dx
x
(i ) becomes
1 dy z
x2
5 dx x
dz 5
z 5 x 2 which is Leibnitzs linear in z.
dx x
5
(5/ x ) dx
I.F. = e
e5log x elog x x 5
(ii)
Mathematics-I
32
NOTES
2
1 2
( x 1) ce x which is the
2
required solution.
2.5.4 Example solve
dz z
z
log z (log z ) 2
dx x
x
1 dz 1
1
log z (log z ) 2
z dx x
x
Put log z = t so that
dt t t 2
dx x x
1 dz dt
(i) becomes
z dx dx
or
1 dt 1 1 1
.
t 2 dx x t x
dv v 1
dx x x
or
dv 1 1 1
.
dx x t x
1/ xdx
1
.
x
1
1 1
1
the solution is v. . dx c c
x
x x
x
33
Mathematics-I
NOTES
M N
y
x
Condition is necessary:
The equation Mdx + Ndy = 0 will be exact, if
Mdx + Ndy du..(1)
du =
u
u
dx dy .(2)
x
y
M
2u
N
2u
and
y yx
x xy
But
2u
2u
yx xy
(Assumption)
M N
which is necessary condition for exactness.
y
x
M N
, then Mdx + Ndy = 0 is exact
y
x
Mathematics-I
34
NOTES
Let
integration.
Then
M N
y x ( given)
(3)
2
2
and u u
yx xy
Mdx ux , i, e.M ux
M
2u
N
2u
u
or
y yx
x xy x y
u
f ( y ), where f ( y ) is a funtion of y alone...............(4)
y
Mdx Ndy
[
u
dx f ( y) dy
x
y
u
u
dx y] f ( y)dy du f ( y)dy d[u f ( y)dy] 0................(5)
x
y
d[u+ f(y)dy]=0
Mathematics-I
35
NOTES
But u ( yconst )
( yconst )
y
x
Provided
solve ( y 2e xy 4 x 3 ) dx (2 xy e xy 3 y 2 ) dy 0
2
2.6.4 Example
2
2
M
N
2 ye xy y 2e xy .2 xy
y
x
i.e
(y e
yconst )
2 y2x
4 x 3 ) dx ( 3 y 2 )dy c or e xy x 4 y 3 c
2
(y const.)
2.6.5 Example
M
N
1 1/ x sin y
y
x
Then the equation is exact and its solution is
( yconst )
36
Mathematics-I
NOTES
i.e.,
yconst
or
2.6.7 Example
solve
dy y cos x sin y y
0.
dx sin x x cos y x
M
N
cos x cos y 1
y
x
Thus the equation is exact and its solution is
yconst
ydy 2 x 2 3 y 2 7
xdx 3 x 2 2 y 2 8
ydy xdx 5( x 2 y 2 3
ydy xdx x 2 y 2 1
Or
xdx ydy
xdx ydy
5. 2
2 2
x y 3
x y2 1
37
2 xdx 2 ydy
2 xdx 2 ydy
x 2 y 2 3 5 x 2 y 2 1
or
or
x2 +y2 3 = c(x2 y2 1) 5
2
2
y
x
x x y
xdy - ydx 1
x+y
=d log
2
2
x y
x-y
2
2.7.2 Example solve y(2xy ex) dx = ex dy.
Mathematics-I
NOTES
38
Sol. It is easy to note the terms yexdx and exdy should be put
together.
ex
ye x dx e x dy
xdx
or
d
2
0
2 xdx 0
y2
y
Integrating, we get
ex
x 2 c which is the required solution.
y
I .F .
1
1
1
2
2 2
2
3
2
Mx Ny ( x y 2 xy ) x ( x 3 x y ) y x y
1
, the equation becomes
x y2
2
1 2
x 3
dx 2 dy 0 which is exact
y
y x
y
the solution is
N not containingx)dy c
Mathematics-I
NOTES
39
Mathematics-I
NOTES
2.7.5 I.F. for an equation of the type f1 (xy) ydx + f2 (xy) xdy = 0
If the equation Mdx + Ndy = 0 be of this form, then 1/(Mx-Ny) is
an integrating factor (Mx Ny 0)
2.7.6
Example
M = (1+xy) y, N = (1-xy) x.
I .F .
1
1
1
2 2
Mx Ny (1 xy ) yx (1 xy ) xy 2 x y
1
1
1
1
2 dx
dy 0 , which is an exact equation.
2
2x y 2x
2 xy 2 y
The solution is
N not containingx)dy c
1 1 1
1
log x log y c
2y x 2
2
Or
log
x 1
c '.
y xy
f ( x ) dx
y x
(a )if
be a function of x only = f(x) say, then e
is an
N
integrating factor.
40
Mathematics-I
N M
f ( y ) dy
x y
(a )if
be a function of y only = F (y) say, then e
is an
M
intrgrating factor.
M N
4
y x 2 xy (2 xy )
I .F . e
4
dx
x
e 4log x x 4
3
y2 1
y
Multiplying thorugh out by x-4, we get 3 4 e1/ x dx 2 dy 0
x
x
x
The solution is
Or
Or
N not containing x) dy c s
y 2 1 1/ x3
x3 x 4 e dx 0 c
y 2 x 2 1 x3
1 3 1 y 2
e (3x 4 )dx c or e x
c
2
3
3
2 x2
2.7.9 Example
NOTES
Mathematics-I
41
NOTES
1 N M
1
1
(4 xy 2 2 3 xy 2 1) , which is a function
2
M x y y ( xy 1
y
of y alone.
I .F . e
1/ y dy
Multiplying
elog y y
throughout
by
y,
it
becomes
(xy4
y2)dx
Its solution is
Or
yconst ( xy
yconst M dx (terms of
y )dx
2
2 y 5 dy c
or
1 2 4
1
x y xy 2 y 6 c
2
3
a h 1 b k 1 a ' h 1 b ' k 1
m
n
m'
n'
2.7.11. Example
1
M
N M
x y
1
1
(1 log y 1) , which is a function of y
y
y log y
alone.
I .F e
y dy
e log y
1
y
42
Mathematics-I
NOTES
1
log y dx ( x log y )dy 0
y
[
its solution is
M dx (terms of
log y
log y dx
dy c
y
Or
2.7.12 Example
x log y
(log y )
y
y
x
N not corresponding x) dy c
1
or x log y - (log y ) 2 c
2
I .F . x h y k .
Where
i.e
or
a h 1 b k 1 a ' h 1 b ' k 1
,
m
n
m'
n'
1 h 1 1 k 1 2 h 1 2 k 1
,
1
1
1
2
h k = 0, h+ 2k + 9 = 0
Solving these, we get h = k = -3. I .F . 1/ x3 y 3 .
1
1
2
1
2 dx 2 dx 0, which is an exact equation.
y
x y x
xy
The solution is
yconst M dx (terms of
43
Mathematics-I
NOTES
Or
1 1
2log x log y c
y x
Or
2.8
2.9
Technical terms;
Linear equation
Bernoullis equation
Exact differential equation
Integrating factors
2.10. EXERCISE
Solve the following differential equations
2.10.1 cos 2 x
dy
y tan x
dx
2.10.2 x log x
dy
y log x 2
dx
2.10.3
dy
y sin x
dx
44
2.10.6. Solve xy +xy2 = x
2.10.7 Solve y + y = y2
2.10.8 Solve
dy
y
dx x xy
Mathematics-I
NOTES
45
Mathematics-I
NOTES
LESSON 3
LINEAR DIFFERENTIAL EQUATIONS OF
HIGHER ORDER WITH CONSTANT
COEFFICIENTS.
3.1 Objective :
After studying this lesson, the student will be in a position to know
about linear differential equations of higher order with constant
coefficients, complementary function particular integral, Rules for
finding the particular integral and working procedure to solve
differential equation
3.2 Structure:
This lesson has the following components.
3.3 Introduction
3.4. Definitions
3.5 Rules for finding the complementary function.
3.6 Inverse operator
3.7. Rules for finding the particular integral
3.8 working procedure to solve the equation
3.9 Summary
3.10. Technical terms
3.11 Exercise
46
Mathematics-I
NOTES
3.3 Introduction:
Linear differential equations occur in the study of many practical
problems in science and engineering. Constant coefficient equations
arise in the theory of electric circuits, vibrations etc. the solution of
constant coefficient equations can be obtained in terms of known
standard functions
3.4 DEFINITIONS
3.4.1 Linear differential equations are those in which the dependent
variable and its derivatives occur only in the first degree and are not
multiplied together. Thus the general linear differential equation of the
nth order is of the form
n2
dny
d n1 y
y
2 d
p
...... pn y X ,
1
n
n 1
n2
dx
dx
dx
dny
d n1 y
d n 2 y
k
k
...... kn y X
1
2
dx n
dx n1
dx n2
Where k1, k2, .,kn are constants.
3.4.3 THEOREM
If y1, y2 are only two solutions of the equation
47
Mathematics-I
NOTES
dny
d n1 y
d n 2 y
k
k
...... kn y 0 ..(1)
1
2
dx n
dx n1
dx n2
Then c1y1 + c2y2 (=u) is also its solution
dny
d n1 y
d n2 y
k
k
...... kn y1c 0
1
2
dx n
dx n1
dx n2
and
(2)
dny
d n1 y
d n2 y
...... kn y2 0
k
k
1
2
dx n
dx n1
dx n2
(3)
d n (c1 y1 c2 y2 )
d n1 (c1 y1 c2 y2 )
k
......kn (c1 y1 c2 y2 )
1
dx n
dx n1
dny
dny
d n1 y
d n1 y
c1 n1 k1 n11 ...... kn y1 c2 n2 k1 n12 ...... kn y2
dx
dx
dx
dx
c1 (0) c2 (0) 0
i.e
d nu
d n1u
...... kn y 0
k
1
dx n
dx n1
by [(2)and (3) ]
(4)
48
Mathematics-I
NOTES
dny
d n1 y
k
...... kn y X
1
dx n
dx n1
Then
(5)
d nv
d n1v
k
...... knv X
1
dx n
dx n1
(6)
d n (u v)
d n1 (u v)
...... kn (u v) X
k
1
dx n
dx n1
3.4.4. OPERATOR D
Denoting
d d2 d3
,
,
etc.byD, D 2 , D3 etc., so that
dx dx 2 dx3
dy
d2y
d 3x
Dy, 2 D 2 y, 3 D 3 y etc., the equation (5) above can be
dx
dx
dx
written in the symbolic form
( D n k1D n1 ...... kn ) y X ,
i.e.
f(D)y=X,
49
Mathematics-I
NOTES
d2y
dy
2 3 y ( D 2 2 D 3) y ( D 3)( D 1) y or ( D 1)( D 3) y.
2
dx
dx
solve
the
homogeneous
equation
dny
d n1 y
d n 2 y
k1 n1 k2 n2 ...... kn y 0 (1)
n
dx
dx
dx
Where ks are constants.
The equation (1) in symbolic form is
( D n k1D n1 k2 D n2 ...... kn ) y 0
(2)
D n k1D n1 k2 D n2 ...... kn 0
Is called the auxillary equation (A.E). let m1, m2,mn be its roots.
Case I. If all the roots be real and different, then (2) is equivalent to
( D m1 )( D m2 )......( D mn ) y 0
Now
(3)
will
( D mn ) y 0, i.e.by
be
satisfied
dy
mn y 0.
dx
by
the
solution
of
50
Mathematics-I
NOTES
ye m n x cn ,i.e. y cn em n x
Its solution is
Similarly, since the factors in (3) can be taken in any order, it will be
satisfied by the solutions of
[ (d m1 ) y 0,(d m2 ) y 0etc.i.e.byy c1e m1x , y c2em 2 etc. ]
x
dz
m1 z 0
dx
Thus
m1 x.
Itssolutionisze
( D m1 ) y z c1e m1x or
m1 x.
c1orz (c1e
m1 x
dy
m1 y c1e m1x ...(5)
dx
51
Its I.F.being (e
ye
m1 x.
Mathematics-I
NOTES
Case
III.
If
one
pair
of
roots
be
imaginary,
i.e
y c1e( i ) x c2 e( i ) x c3e
m3x
.... cn emn x
52
Mathematics-I
Solve
d2x
dx
dx
5 6 x 0, given x(0)=0, (0) 15.
2
dt
dt
dt
dx
2ae 2t 3c2e3t
dt
Example 3.5.2
Solve
Sol.
d2x
dx
6 9 x 0.
2
dt
dt
Given
equation
in
symbolic
form
is
Example : 3.5.3 .
solve ( D3 D 2 4 D 4) 0
Sol. Here the A.E is
( D 2 6 D 9) 0
NOTES
53
Mathematics-I
NOTES
Example3.5.4 Solve(i )( D 2 2 D 4) 2 y 0
D=
2 4-16
(twice), D 1 3i, 1 3i
2
Hence the C.S is y e x [(c1 c2 x) cos 3x (c3 c4 x) sin 3x) [Roots being
repeated complex]
D i, i, i.
Hence the C.S. is y=eax [(c1 c2 x c3 x 2 ) cos x (c4 c5 x c6 x 2 )sin x]
i.e y=(c1 c2 c3 x 2 ) cos x (c4 c5 x c6 x 2 )sin x.
Example:3.5.5 Solve
d 4x
4 x 0.
dt 4
(D 2 2 D 2)( D 2 2 D 2) 0
either D 2 2 D 2 0 or D2 2 D 2 0
54
Mathematics-I
NOTES
-2 (-4)
2 (4)
Whence D=
and
i.e.D 1 iand1 i.
2
2
Hence the required solution is
1
X is that function of x , not containing arbitrary
f ( D)
3.6.1 Definition
i.e f(D)
X X
f(D)
Thus
1
X satisfies the equation f(D)y=x and is, therefore, its
f ( D)
particular integral. Obviously, f(D) and I/f (D) are inverse operators.
Proof. Let
1
X Xdx
D
1
xy
D
Operating by D, D
1
dy
x Dyi.e. X
D
dx
1
X Xdx, ,
D
55
Mathematics-I
NOTES
1
3.6.3. Theorem: prove that
X e ax Xe ax dx.
Da
Let
1
X y. (ii)
Da
Operating by D a, ( D a ).
0r
X=
1
X ( D a ) y.
Da
dy
dy
ay, i.e. ay X which is a Leibnitzs linear equation.
dx
dx
Thus
1
X y e ax Xe ax dx.
D-a
dny
d n1 y
d n 2 y
k
k
....kn y X
1
2
dx n
dx n1
dx n2
P.I.=
D k1D
n
n 1
1
X.
k2 D n2 .... kn
Deax ae ax
D 2eax a 2e ax
.
.
56
Mathematics-I
NOTES
D neax a ne ax
1
1
1
1
,
f ( D)e ax
f (a )eax 0r e ax f (a)
e ax
f ( D) f ( D)
f ( D)
f ( D)
Dividing by f(a),
1
1 ax
e ax
e Pr ovidedf (a) 0 ....(i)
f ( D)
f (a)
If f(a)=0, the above rule fails and we proceed further.
Since is a root of A.E. f ( D) D n k1D n1 .... kn 0.
1
1
1 ax ax ax
e ax
e e .e dx [by13.5(3)]
.
(a) D a
(a)
1 ax
1 ax
e dx x
e
(a)
(a)
i.e
1
1 ax
e ax
e
f ( D)
f '(a )
...(2)
[ f '( D) ( D a ) ( D) 1. ( D)
f '(a ) 0 '(a) (a)
If f '(a)=0, then applying (2) again, we get
and so on .
1 ax, 2 1 ax
e x
e , providedf '(a) 0...(3)
f (a)
f(D)
57
Mathematics-I
NOTES
3.7.2
Sol.
P.1
1
1
ex
x
x
e
putD
e
[
1]
.
D 2 5D 6
12 5.1 6
12
P.I
1
1
[e 2 x 2sinh x]
[e 2 x e x e x ]
2
( D 2)( D 1)
( D 2)( D 1) 2
1
x r ax
ax
e
e .
r
r1
D a)
1
1 1
e 2 x
e 2 x
2
2
( D 2)( D 1)
D 2 ( D 1)
1
1
1 1 2 x
e 2 x .
e
.
2
D 2 (2 1)
9 D2
1 1
x
d
.x. e 2 x e 2 x [
( D 2) 1
9 1
9
dD
1
1
1
1 2 1 x x2 x
d2
x
x
e
e .x . e e [ 2 ( D 1) 2 2
.
2
2
dD
( D 2)( D 1)
1 2 ( D 1)
3
2
6
And
1
1
e x
x
x
e
e
( D 2)( D 1) 2
(1 2)(1 1) 2
4
x
x2
1
Hence the P.I= e2 x e x e x .
9
6
4
3.7.3 Rule ii. When X= Sin(ax b)or cos(ax b).
Since
DSin(ax b) a cos(ax+b)
58
Mathematics-I
NOTES
1
1
f (a 2 ) Sin(ax b)
. f ( D 2 ) Sin(ax b)
2
2
f (D )
f (D )
Or
Sin(ax b) f (a 2 )
Dividingbyf (a2 ).
1
Sin(ax b).
f (D2 )
1
1
Sin(ax b)
Sin(ax b) providedf (a2 ) 0 ...(4)
2
2
f (D )
f (a )
1
1
Sin(ax b) I .P.of
ei ( axb )
2
f(D )
f (D2 )
= I .P.of x
1
ei ( ax b )
f '(D 2 )
[Since f (a 2 ) 0 by(2)
WhereD2 a 2
1
1
Sin(aX b) X
Sin(aX b) provided f '(a 2 ) 0 ...(5)
2
2
f '(a )
f(D )
59
Mathematics-I
NOTES
1
1
If f ' (a ) 0,
.Sin(aX b) X 2
Sin(aX b), provided f''(-a 2 ) 0,
2
2
f (D )
f ''(a )
2
and so on.
1
1
cos(ax b)
cos(ax b), providedf (a 2 ) 0,
2
2
f (D )
f (a )
Similarly,
1
1
cos(aX b) X .
cos(aX b), provided f'(-a 2 ) 0.
2
f (D )
f '(a 2 )
If f(-a 2 ) 0,
If
1
1
cos(aX b) X 2
cos(aX b) providedf ''(a2 ) 0
2
f (D )
f ''(a 2 )
f '(a 2 ) 0,
and so on.
3.7.4 Example Find the P.I of (D3 +1)y=cos(2x-1)
sol: P.I=
1
cos(2 x 1)
D 1
3
1
cos(2 x 1)
D(4) 1
(1 4 D)
1
cos(2 x 1) (1 4 D).
cos(2 x 1)
(1 4 D)(1 4 D)
1 16 D 2
[put
D 2 =-2 2 =-4]
= (1+4D)
1
1
cos(2 x 1) = [cos(2 x 1) 4 D cos(2 x 1)]
1 16(4)
65
1
[cos(2 x 1) 8sin(2 x 1)]
65
put
60
Mathematics-I
NOTES
d3y
dy
4 sin 2 x.
3
dx
dx
P.I
=x
=x
1
sin 2 x [ D 2 4 0 forD 2 22 , Apply (5)above
D( D 2 4)
1
3D 4
2
sin 2 x
d
[ D 3 4 D ] 3D 2 4
dD
1
x
sin 2 x sin 2 x. [putD 2 22 4
3(4) 4
8
1 m
x [ f ( D)]1 x m.
f(D)
d 2 y dy
x 2 2 x 4.
2
dx
dx
P.I=
1
1
( x 2 2 x 4) (1 D) 1 ( x 2 2 x 4)
D
D(D+1)
1
1
(1 D D 2 ....)( x 2 2 x 4) [ x 2 2 x 4 (2 x 2) 2]
D
D
( x 2 4)dx
x3
4 x.
3
61
Mathematics-I
NOTES
3.7.8 Rule IV
f(D)(eax u ) e ax f ( D a )u
Operating both sides by 1/ f ( D),
1
1
. f ( D)(e axu )
[eax f ( D a )u ]
f ( D)
f ( D)
eaxu
1
[e ax f ( D a )u ]
f ( D)
Now put
f ( D a )u v, i.u
i.e
1
1
1
v, soe that eax
v
(eaxv)
f ( D a)
f ( D a)
f ( D)
1
1
v.
(eax v) e ax
f ( D)
f ( D a)
3.7.9 Example
Sol. P.I=
....(6)
FindP.Iof ( D 2 2 D 4) y e x cos x.
1
e x cos x [ReplaceDbyD+1]
D 2D 4
2
62
Mathematics-I
NOTES
i
1
cos x e x 2
cos x [putD 2 12 1
=e
2
( D 1) 2( D 1) 4
D 3
x
ex
1
1
cos x e x cos x.
1 3
2
1
X.
f ( D)
1
A2
An
1
.....
f ( D) D m1 D m2
D mn
A1
A2
An
P.I
....
X
D mn
D m1 D m2
A1
1
1
1
X A2
X ... An
X
D m1
D m2
D mn
[by13.5(3)]
Obs. This method is a general one and can, therefore, be employed to
obtain a particular integral in any given case
63
Mathematics-I
NOTES
dny
d n1 y
dy
k
..... kn1 kn y X
1
n
n 1
dx
dx
dx
Of which the symbolic form is
( D n k1D n1 .... kn1D kn ) y . X .
Roots of A.E.
C.F
4.
5.
64
Mathematics-I
NOTES
D k1D
n
n 1
1
1
1
X
or
X
f ( D) ( D 2 )
... kn1D kn
When X = eax
(i)
P.I =
1
eax , put D a,
f '( D)
x2
1
e ax , put D a,
f ''( D)
1
e ax , put D a,
f ( D)
[f(a) 0 ]
[f(a)=0,f(a) 0 ]
[ f(a)=0, f (a ) 0]
And so on
Where
1
sin(ax b)[or cos(ax +b)],putD2 =-a 2
(D2 )
[ (-a 2 ) 0.
1
sin(ax b)[or cos (ax +b)],putD 2 a 2 [ (a 2 ) 0, '(a 2 ) 0
2
'( D )
x2
1
sin( ax b)[or cos(ax b)], putD 2 a 2 [ '(-a 2 ) 0, ''(a 2 ) 0
''( D 2 )
and so on
65
Mathematics-I
NOTES
P.I
1
x m [ f ( D )]1 x m .
f ( D)
1
1
eaxV e ax
V
f ( D)
f ( D a)
1
V as in (i),(ii), and (iii).
f ( D a)
P.I
Resolve
1
X.
f ( D)
1
into partial fractions and operate each partial fraction on
f ( D)
X remembering that
1
X e ax Xe ax , dx.
Da
66
Mathematics-I
NOTES
d 2 y dy
y (1 e x ) 2
2
dx
dx
1
Its A.E is D 2 D 1 0, D (1 3i )
2
3
3
Thus C.F. e x / 2 c1 cos
x c2 sin
x
2
2
P.I
1
1
(1 2e x e 2 x ) 2
(e0 x 2e x e 2 x )
D D 1
D D 1
2
1
1
1
2 x e2 x
ox
x
2x
e
e
e
e
2.
1
02 0 1
12 1 1
22 2 1
3
7
3
3
2
e2 x
x c2 sin
x 1 e x
(iii)Hence the C.S.isy=e x / 2 c1 cos
2
2
3
7
Example 3.8.2 Solve y '' 4 y ' 4 y 3sin x 4cos x, y (0) 1andy '(0) 0
Given equation in symbolic form is
Sol.
P.I
1
1
(3sin x 4cos x)
(3inx 4cos x)
1 4 D 4
D 4D 4
2
67
Mathematics-I
NOTES
4D 3
(4 D 3)
(3sin x 4cos x)
(3sin x 4cos x)
2
16 D 9
16 9
1
{3(4cos x 3sin x) 4(4sin x 3cos x)} sin x
25
1=c1
When x=0,y=0,
0 c2 2c1 1, i.e c2 1.
68
Mathematics-I
NOTES
1
1
sin 2 x
P.I 8
e2 x
x2
2
2
2
( D 2)
( D 2)
( D 2)
Now
1
1 2x
e2 x x 2
e [ by putting D=2, (D-2) 2 0, 2( D 2) 0
2
( D 2)
2(1)
x 2e 2 x
.
2
1
1
1
sin 2 x 2
sin 2 x
sin 2 x
2
2
( D 2)
(2 ) 4 D 4
D 4D 4
1
1 cos 2 x 2 1
sin 2 xdx
x cos 2 x
4
4
2
8
And
2
2
2
1
1 D 2 1
D (2)(3) D
2
x 1 x 1 (2)
... x
2
( D 2)
4
2
4
2! 2
2
1
3D 2
1
3
= 1 D
... x 2 x 2 2 x
4
4
4
2
69
Mathematics-I
NOTES
2 (4 8)
1 i
Its A.E.is D 2 2 D 2 0. D
2
Thus C.F.= e x (c1 cos x c2 sin x)
(ii)
To find P.I
P.I
1
1
( x) 2
(e x cos x)
D 2D 2
D 2D 2
2
1
D2
1
x
= 1 D
(cos x)
( x) e
2
2
2
( D 1) 2( D 1) 2
1
D2
1
x
1 D
x e 2 cos x
2
2
D 1
[case of failure]
1
1
cos x
( x 1 0) e x .x
2
2D
1
xe x
1
xe x
cos
(
1)
sin x
( x 1)
xdx
2
2
2
2
1
xe x
sin x
(iii)Hence the C.S is y e x (c1 cos x c2 sin x) ( x 1)
2
2
Example 3.8.5
Solve
d2y
dy
3 2 y xe3 x sin 2 x
2
dx
dx
Mathematics-I
70
NOTES
Sol
Given
equation
in
symbolic
form
( D 2 3D 2) y xe3 x sin 2 x
1
( xe3 x sin 2 x)
D 3D 2
2
1
1
(e3 x .x ) 2
(sin 2 x)
D 2 3D 2
D 3D 2
e3 x .
1
1
( x)
(sin 2 x)
( D 3) 3( D 3) 2
4 3D 2
e3 x .
1
3D 2
( x)
(sin 2 x)
2
( D 3D 2)
9D2 4
e3 x 3D D 2
(3D 2)
. 1
(sin 2 x)
x
2
2
9 (4) 4
is
71
Mathematics-I
NOTES
e3 x 3D
1
. 1
... x (6 cos 2 x 2sin 2 x)
2
2
40
e3 x
3 1
x (3cos 2 x sin 2 x)
2
2 20
x 3 1
(iii)Hence the C.S is y c1e x c2 e 2 x e3 x (3cos 2 x sin 2 x)
2 4 20
Example
3.8.6 Solve
d2y
4 y x sinh x.
dx 2
(i)
To find C.F
(ii)
To find P.I
P.I .
e x e x 1 1
1
1
1
sinh
x
x
x
e x .x 2
e x .x
2
2
2
D 4
D 4 2 2 D 4
D 4
72
Mathematics-I
NOTES
1
1
1
1
1
1
ex
x e x
x ex 2
x e x 2
x
2
2
2 (D 1) 4
D 2D 3
(D 1) 4 2 D 2D 3
1
1
1 e x 2 D D 2
e x 2 D D 2
= 1
1
.x
.x
3 3
2 3 3
3
3
1 2D
1
2
2
2D
= e x 1
... x e x 1
... x e x x e x x
6
3
3
6
3
3
x e x e x 2 e x e x
x
2
=
sinh x cosh x.
3 2 9 2
3
9
x
2
(iii) Hence the C.S. is y= c1e 2 x c2e 2 x sinh x cosh x.
3
9
73
Mathematics-I
NOTES
1
1
1
P.I. = 2 ( x sin 3 x cos x) 2
x( I .P.of e3ix ) 2 cos x
D 1
D 1
D 1
I .Pof
1
1
cos x
e3ix .x
2
(1 ) 1
D 1
2
cos x
1
I .P. of e3ix
x
[Replacing D by D+3i
2
( D 3i ) 1
2
cos x
I .P.of e3ix 2
x
D 6iD 10
2
1 3iD D2 cos x
3ix
I .P. of e .
x
[Expand by Binomial theorem
1..
10 5 10
2
1 3iD
cos x
I .P.of e3ix .
... x
I .P.of
1
10
5
2
e3ix 3i cos x
10 x 5 2
-1
3i cos x
10
3sin 3 x
3
cos x
x cos3 x 5 i x sin 3 x 5 cos3 x 2
1
I .P.of
10
1
3
cos x
.
x sin 3 x cos3 x
10
5
2
74
Mathematics-I
NOTES
(iii)
y= c1e x c2e x
1
(5 x sin 3 x 3cos3 x 25cos x).
50
3.8.8.Example Solve
d2y
dy
2 y xe x sin x.
2
dx
dx
(i)
To find C.F.
1
1
x 2 cos x 2
x 2 (Re. p.ofeix )
2
2
( D 1)
( D 1)
2
1
Re.P.of 2
eix .x 2 Re.P.of
2
( D 1)
ix
1
x2
e
2
2
[( D i ) 1]
ix 1 i 2 2
ix
1
2
x Re.of e
1 D x
Re.P.of e
2
2
2
( D 2iD)
4 D 2
2
1 ix 1
iD
iD
Re P.of e . 2 1 2 3 .. x 2
2
D
2
4
1
1
3
Re.P.of eix . 2 x 2 2ix Re P.of
2
D
4
1 ix 1 x3
3
2
e . ix x
2
D 3
4
75
Mathematics-I
NOTES
x4 ix3 3 1
1
Re Pof
. eix x2 Re.P.of (cos x i sin x)( x4 4ix3 9x2 )
4
12 3 4 48
1
[( x 4 9 x 2 ) cos x 4 x3 sinx]
48
(ii)
1
[4 x3 sin x x 2 ( x 2 9) cos x]
48
(iii)
P.I=
To find P.I
1
1
(8 x 2e 2 x sin 2 x) 8e 2 x
( x 2 sin 2 x)
2
2
( D 2)
( D 2 2)
76
Mathematics-I
NOTES
1 2
1
( x sin 2 x) 8e 2 x . x 2 sin 2 xdx
8e
2
D
D
2x
8e2 x .
1 2 cos 2 x
cos 2 x
x
2x
dx
D
2
2
8e 2 x
1 x2
sin 2 x
sin 2 x
1.
dx
cos 2 x x
D 2
2
2
x2
x
cos 2 x
8e 2 x cos 2 x sin 2 x
dx
2
4
2
x 2 sin 2 x
sin 2 x x
sin 2 x
8e 2 x
( x)
dx sin 2 xdx
2
2
8
2
2
x 2 1
1 x 2
cos 2 x
cos 2 x
8e2 x sin 2 x x
1.
dx
2
2
8 4
1 x 2
x cos 2 x sin 2 x
8e2 x sin 2 x
2
4
8 2
e2 x [(3 2 x 2 )sin 2 x 4 x cos 2 x]
77
Mathematics-I
NOTES
3.8.11.Example
d2y
a 2 y sec ax.
2
dx
Solve
(i)
To find C.F.
To find P.I.
1
1
sec ax
sec ax
2
D a
( D ia )( D ia )
2
fractions]
1 1
1
1 1
1
sec ax
sec ax
sec ax .
2ia D ia D ia
2ia D ia
D ia
Now
1
1
sec ax eiax sec ax.e iax dx [
X e ax Xe ax dx
D-a
D ia
= eiax
cos ax i sin ax
i
Changing i to i, we have
78
Mathematics-I
NOTES
1
i
Thus P.I=
1 iax
i
i
2ia
a
x eiax e iax 1
eiax e iax x
1
1
1
x sin ax 2 .cos ax.log cos ax
a
a
3.9. Summary:
In this lesson we discussed linear differential equation of nth
order
with
constant
coefficients,
homogenous
equations,
79
Mathematics-I
NOTES
d3y
y 0.
dx3
3.11.3 Solve
d4y
d2y
8
16 y 0.
dx 4
dx 2
3.11.4 Solve
d2y
dy
6 9 y 6e3 x 7e 2 x log 2
2
dx
dx
3.11.5 Solve
d 2x
n 2 x k cos(nt x).
dt 2
3.11.6 Solve
3.11.7
d 2x
dx
2 3 x sin t.
2
dt
dt
3.11.8 Solve
d2 y
dy
2 y e 2 x cos 2 x
2
dx
dx
( D 2 a 2 ) y tan ax
3.11.14 Solve
( D 2 3D 2) y e x .
3.11.15 Solve
( D 2 2 D 1) y x cos x.