MAT225

Ordinary and Partial Differential Equations

submitted by
Name: Md. Shahinoor Arafat
Student Id: 18STA013
Year: 2nd
Semester:1st
Session: 2018-2019
Department of Statistics
BSMRSTU, Gopalganj-8100
Submitted to
Name: Most. Rozina Khatun
Lecturer
Department of Mathematics
BSMRSTU, Gopalganj-8100

Submission Date: 07-11-2020

 Ordinary and Partial Differential Equation
Differential Equation

ODE [Ordinary Differential Equation] PDE [Partial Differential Equation]

Differential Equation: A differential equation involving derivatives of one or more dependent

variable with respect to one or more independent variable is called differential equation.

Exam: dy = (x + sinx) dx

ODE [Ordinary Differential Equation]: A differential equation involving derivatives with respect to a
single independent variable is called ordinary differential equation.
𝑑2 𝑦 𝑑𝑦
Exam: i) + =0
𝑑𝑥 2 𝑑𝑥

𝑑3 𝑥 𝑑2 𝑥 𝑑𝑥
ii) + + =0
𝑑𝑡 3 𝑑𝑡 2 𝑑𝑡

PDE [Partial Differential Equation]: A differential equation involving partial derivatives with respect to
more than one independent variable is called a partial differential equation.

Exam:
2
𝜕2 𝑣 𝜕2 𝑣
i. (𝜕𝑥 2 ) + 𝜕𝑦2 = 0

𝜕𝑢 𝜕𝑢
ii. +c =0
𝜕𝑡 𝜕𝑥

𝜕𝑢 𝜕2 𝑢
iii. 𝜕𝑡 = D 𝜕𝑥 2 [ Diffusion Equation]

Order of a Differential Equation: The order of the highest order derivate involved in a differential
equation is called the order of differential equation.

Exam:
𝑑4 𝑥 𝑑2 𝑥 𝑑𝑥 5
𝑑𝑡 4
+ 𝑑𝑡 2
+ ( 𝑑𝑡 ) = et it is a 4th order equation.

Degree of a Differential Equation: The degree of the highest order derivative is called the degree of a
differential equation.
 2
𝜕2 𝑣 𝜕2 𝑣
Εxam: (𝜕𝑥 2 ) + 𝜕𝑦2 = 0 it is an equation of 2nd degree.

Solution of 1st order 1st degree ODE:

1. Formation of differential equation.

2. Exact equation.

3. Homogeneous equation.

4. Linear and Bernoulli’s equation.

1. Formation of differential equation:

𝑑𝑦
a. 𝑑𝑥 = f(x,y) [ separation of variable]

b. M(x,y)dx + N(x,y)dy =0

Homework:
𝑑𝑦 1+𝑦 2
1. 𝑑𝑥 =1+𝑥 2
𝑑𝑦 𝑑𝑥
⇒ =
1+𝑦 2 1+𝑥 2

𝑑𝑦 𝑑𝑥
⇒∫ =∫ ⇒ tan−1 𝑦 = tan−1 𝑥 + tan−1 𝑐 ⇒ tan−1 𝑦 - tan−1 𝑥 = tan−1 𝑐
1+𝑦 2 1+𝑥 2

𝑦−𝑥
⇒ tan−1 1+𝑥𝑦 = tan−1 𝑐
𝑦−𝑥
⸫ 1+𝑥𝑦 = c

2. 8 cos2y dx + cosec2x dy = 0

⇒ 8 cos2y dx = - cosec2x dy
1 −1
−𝑐𝑜𝑠𝑒𝑐 2 𝑥 8𝑐𝑜𝑠 2 𝑦 −𝑐𝑜𝑠𝑒𝑐 2 𝑥 8.
𝑑𝑥 𝑠𝑒𝑐2 𝑦 𝑠𝑖𝑛2 𝑥 8 −1
⇒ 𝑑𝑦 = 8𝑐𝑜𝑠 2 𝑦
⇒ 𝑑𝑦
= 𝑑𝑥
⇒ 𝑑𝑦
= 𝑑𝑥
⇒ 𝑠𝑒𝑐 2𝑦 𝑑𝑦 = 𝑠𝑖𝑛2 𝑥 𝑑𝑥

⇒ 8 𝑠𝑖𝑛2 𝑥 𝑑𝑥 = −𝑠𝑒𝑐 2 𝑦 𝑑𝑦 ⇒ ∫ 8 𝑠𝑖𝑛2 𝑥 𝑑𝑥 = - ∫ 𝑠𝑒𝑐 2 𝑦 𝑑𝑦

⇒ 4 ∫ 2 𝑠𝑖𝑛2 𝑥 𝑑𝑥 = - ∫ 𝑠𝑒𝑐 2 𝑦 𝑑𝑦
sin 2𝑥
⇒ 4 ∫ (1 − 𝑐𝑜𝑠2𝑥) 𝑑𝑥 = - tan y + c ⇒ 4 (x - 2
) = - tan y + c
⇒ 4x – 2 sin2x = - tan y + c
⸫ tan y = -4x + 2 sin2x + c
𝑑𝑦 𝑑𝑦
3. y-x. 𝑑𝑥 = a (y2 + 𝑑𝑥 )
𝑑𝑦
⇒ y – ay2 = 𝑑𝑥 (a + x)
𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑥 1 𝑎
⇒ 𝑦−𝑎𝑦2 = 𝑎+𝑥
⇒ 𝑦(1−𝑎𝑦) = 𝑎+𝑥
⇒ ∫ 𝑎+𝑥 = ∫ (𝑦 + 1−𝑎𝑦) dy

⇒ ln (a+x) = ln y – ln(1-ay) + ln c
𝑐𝑦
⇒ ln (a+x) = ln ( )
1−𝑎𝑦

⇒ (x+a) (1-ay) = cy

Homogenous Equation:
dy
M (x, y) dx + N(x,y)dx = 0 is Homogenous equations if dx
= f(x,y).

∎ Example 01: (x 2 + y 2 ) dx+2xydy=0

⇒ 2xy dy = - (x 2 + y 2 ) dx Let,
dy (x2 +y2 )
⇒ =- y=vx
dx 2xy
dv (x2 +v2 x2 )
⇒ v+x. =- dy dv
=v+x. dx
dx 2x.vx
dx
dv x2 (1+v2 )
 v+ x =-
dx 2vx2
dv (1+v2 )
 x. dx = - 2v
-v
dv − 1−v2 −2v2
 x. dx = 2v
dv −( 1+3v2 )
 x. dx = 2v
dv 2v
 ∫ dx
= -∫ ( 1+3v2 )
dv
1 2
 lnx = - ln(1+3v )+lnc
3
1
 lnx + ln(1 + 3v 2 ) 3 =lnc
1
 x.(1 + 3v 2 ) 3 = c
y2 1
 x.(1 + 3 x2 ) 3 = c

∎ Solve : (2xy +3y 2 )dx – (2xy+x 2 )dy =0

Solution:

(2xy +3y 2 )dx – (2xy+x 2 )dy =0

 (2xy +3y 2 )dx – (2xy+x 2 )dy =0

 (2xy +3y 2 )dx = (2xy+x 2 )dy
dy 2xy +3y2
Let,
 =
dx 2xy+x2
dv 2x2 v +3v2 x2
y=vx
 v+x. dx= 2x2 v+x2 dy dv
dv x2 (2v +3v2) =v+x. dx
 v+x. dx = x2 (2v+1)
dx

dv (2v +3v2 )
 x. dx = (2v+1)
–v
dv (2v +3v2−2v2−v)
 x. dx = (2v+1)
dv v +v2
 x. dx = 2v+1

Separating Variables:
dx 2v+1
x
= v2 +vdv

By integrating,
dx 2v+1
 ∫ = ∫ 2 dv
x v +v
 lnx+lnc = ln (v 2 + v)
 lnc = ln (v 2 + v) – lnx
v2+v
 lnc = ln x
y2 y
+
x2 x
 lnc = ln( x
)
y2 +xy
x2
 c= x
2
 c= y x+xy
3

 y 2 + xy = cx 3

Linear differential equation:

A differential equation is said to be linear if
(i) dependent variable and it’s differential co-efficient are not multiplied together.
(ii) it’s occurred only in the 1st degree.
dy
dx
+py =Q, where P & Q are function of x, y or constants.

Example: 𝑑𝑦
= Integrating factor = e∫ pdy [ dy
𝑑𝑥
dy
 (1 − x 2 ) – xy = 1 dependent variable & dx independent
dx
dy x 1 variable]
 dx
- 1−x2 . y= 1−x2
𝑑𝑦
= I.F = e∫ pdy
𝑑𝑥

I.F = e∫ pdy The General solution: dv ×1. F = ∫ Q×1.Fdx +c

−x
dx
=e∫1−x2
1 2)
= e2ln (1−x
2
= eln√1−x

= ln√1 − x 2

The General solution:

 dv ×1. F = ∫ Q×1.Fdx + c
1
 y×√1 − x 2 = ∫ 1−x2 . √1 − x 2 dx + c
1
 y×√1 − x 2 = ∫ dx + c
1−x2
−1
 y×√1 − x 2 = sin x+ c

∎ y log y dx + ( x- log y ) dy =0
 y log y dx = - x + log y dy
dx − x + log y
 dy
= y log y
dx x log y
 dy
=- +
y log y y log y
dx 1 1
 dy
+ y log yx = y

I.F = e∫ pdy let, log y = z

1
∫y log ydy
=e 1
1 ⇒ y = dz
∫z dz
=e
= elnz
 eln(logy)
 logy
The general solution:

 d.v × 1.f=∫ Q × 1.fdy+c

1
 x × logy = ∫ . logy dy + c let, logy = z
y
1
 x logy =∫ zdz+c ⇒ y=dz
(z)2
 x logy = ∫ 2
+c
(logy)2
 x logy = ∫ +c
2

∎ Exact solution:
δM δN
M(x,y)dx + N(x,y)dy=0 if δy δx

Then the solution is extract

Working rule:

∫ M(x, y)dx + ∫ N(x, y)dy = 0

y as constant Free form x term

❖ Solve: {y (1+ 1/x ) + cosy} dx + (x+ logx – xsiny)dy =0

Solution:
𝝏𝑴 𝝏
𝝏𝒚
= 𝝏𝒚 { y(1+ 1/x ) + cos y} = 1+ 1/x - siny

𝜕𝑁
𝜕𝑦
= 1 + 1/x – sin y

𝝏𝑴 𝝏𝑵
⸫ 𝝏𝒚
= 𝝏𝒚

𝑦
⸫ ∫ 𝑀 𝑑𝑥 = ∫ (𝑦 + 𝑥
+ cos 𝑦) 𝑑𝑥

= xy + y lnx + x cos y [ keeping y is constant]

⸫∫ 𝑁 𝑑𝑦 = ∫(𝑥 + log 𝑥 − 𝑥 sin 𝑦) 𝑑𝑦

= xy + y log x + x cos y

∫ 𝑀 𝑑𝑥 + ∫ 𝑁 𝑑𝑦 = 0

⇒ xy + y ln x + x cos y + 0 = c
∎ Solve: y sin2xdx - (y 2 + cos2 x)dy=0

Solution:

Comparing the given equation with Mdx + Ndy=o

We get,
M= y sin2x
N = - (y 2 + cos2 x)
𝜕M
⸫ 𝜕y
= sin2x

𝜕𝑁
⸫ = 2 cosx . sinx = sin2x
𝜕x

𝜕𝑀 𝜕𝑁
So 𝜕y
= 𝜕x
, Hence the given solution is exact

Now,

∫ M dx = ∫ y sin2x dx

= - 12 y cosx 2x

Again,

∫ N dy = - ∫(y 2 + cos2 x)
y3
=- 3
– y cos2 x [ keeping x is constant ]….(1)
−1 3 1
= y - y(1+cos2x)
3 2
−1 3 1 1
= 3 y - 2y [- 2ycos2x already obtained ] ………(2)

Hence the required solution from (1) and (2) is

1 1 1
 - 2ycos2x - 3 y 3 - 2y = ci
2
 ycos2x + 3 y 3 +y=c [where c=(-2,0)is an arbitrary
constant ]
∎ (ax+hy+g)dx+(hx+by+f)dy=0

Solution:
Here: M=ax+hy+g , N= hx+by+f
𝜕M
So, 𝜕y
=h

𝜕N
𝜕x
=h
𝜕M 𝜕N
.’. 𝜕y
= 𝜕x , Hence the solution is exists.

Now,

∫ M dx = ∫(ax + hy + g )dx
1
= 2
ax2 + hxy + gx …………….. (i)

∫ N dx = ∫(hx + by + f ) dx

= hxy + ½ by2 + fy
1
= 2
by2 + fy [ hxy already obtain ] …………………… (ii)

Therefore, the required solution (i) & (ii) is 12 ax2 + hxy + gx + 12 by2 + fy = c’

⇒ ax2 + 2hxy + 2gx + by2 + 2fy = c

Linear Dependent:
𝑑𝑦
i) ( 1-x2 ) 𝑑𝑥 + 2xy = x√1−𝑥 2
𝑑𝑦 2𝑥 𝑥
⇒ 𝑑𝑥 + 1−𝑥 2 . 𝑦 = √1−𝑥 2
2𝑥
𝑑𝑥
let, 1-x2 = z
∫
I.F = 𝑒 ∫ 𝑝 𝑑𝑥 =𝑒 1−𝑥2
⇒ -2x dx = dz
1
∫𝑧 𝑑𝑧 − ln(𝑧)
=𝑒 =𝑒
2) 2 )−1
= 𝑒 −ln (1−𝑥 = 𝑒 𝑙𝑛(1−𝑥
1
= 1−𝑥 2
1 𝑥 1
The general solution: y. 1−𝑥 2 = ∫ √1−𝑥 2 . 1−𝑥 2 . dx let, 1-x2 = t
3 3
1
= -2 ∫ 𝑡 −2 𝑑𝑡+c = 𝑡 −2 + c ⇒ -2x dx = dt
 𝑦 1 1
⇒ = +c= +c
1−𝑥 2 √𝑡 √1−𝑥 2

ii) (1 +y2 ) dx = (tan−1 𝑦 – x) dy

𝑑𝑥 𝑥 tan−1 𝑦
⇒ 𝑑𝑦 + 1+𝑦2 = 1+𝑦 2

1
So, ∫ 𝑝 𝑑𝑦 = ∫ 𝑑𝑦 = tan−1 𝑦
1+𝑦 2

−1 𝑦
I.F = 𝑒 ∫ 𝑝 𝑑𝑦 = 𝑒 tan
−1 𝑦 tan−1 𝑦 tan−1 𝑦
The required solution: x. 𝑒 tan = ∫ 𝑒𝑒 . 1+𝑦 2
𝑑𝑦+ c
Let, tan−1 𝑦 = t
tan−1 𝑦
⇒ x. 𝑒 = ∫ 𝑒 𝑡 . 𝑡. 𝑑𝑡 + c 𝑑𝑦
⸫ = dt
tan−1 𝑦 1+𝑦 2
⇒ x. 𝑒 = t𝑒 𝑡 - 𝑒 𝑡 + c
−1 𝑦
= 𝑒 tan (tan−1 𝑦 -1) + c
−1 𝑦
⇒ x = tan−1 𝑦 + c. 𝑒 tan

Hogogenous Equation:
i) x dy – y dx = √𝑥 2 + 𝑦 2 dx
𝑑𝑦 𝑦
ii) 𝑑𝑥 = y/x +tan 𝑥

i) x dy – y dx = √𝑥 2 + 𝑦 2 dx
Let, y = vx ⇒ y/x = v
𝑑𝑦 𝑦+√𝑥 2+𝑦 2 𝑦 𝑦 2
⇒ 𝑑𝑥 = = 𝑥 + √1 + (𝑥 ) 𝑑𝑦 𝑑𝑣
𝑥
𝑑𝑥
= v + x. 𝑑𝑥
𝑑𝑣
⇒ v + x 𝑑𝑥 = v + √1 + 𝑣 2
𝑑𝑥 𝑑𝑣
⇒∫ 𝑥
= ∫ √1+𝑣 2 ⇒ ln x + ln c = ln [ v + √1 + 𝑣 2 ]

⇒ xc = v + √1 + 𝑣 2

𝑦 𝑦2
= 𝑥 + √𝑥 2 + 1

⇒ cx3 = y + √𝑥 2 + 𝑦 2
 𝑑𝑦 𝑦
ii) 𝑑𝑥 = y/x +tan 𝑥
𝑑𝑣
⇒ v + x. 𝑑𝑥 = v + tan v
Let, y = vx ⇒ y/x = v
𝑑𝑣 sin 𝑣
⇒ x. 𝑑𝑥 = cos 𝑣 𝑑𝑦 𝑑𝑣
𝑑𝑥
= v + x. 𝑑𝑥
𝑑𝑥 cos 𝑣
⇒∫ 𝑥
= ∫ sin 𝑣 𝑑𝑣

⇒ ln x = ln (sin v) + ln c

⇒ ln x = ln (c. sin v)

⇒ x = c. sin v
𝑦
= c. sin 𝑥

❖ Bernoulli Deferential Equation:

𝑑𝑦
+ P(x) y = Q(x) yn Here, P & Q are functions of x or constants.
𝑑𝑥

𝑑𝑥
❖ 𝑑𝑦
= (x2y3 + xy)

𝑑𝑥
⇒ 𝑑𝑦 - xy = x2y3

1 𝑑𝑥 𝑦𝑥
⇒ 𝑥 2 𝑑𝑦 - 𝑥 2 = y3 [ working xn or yn diving by]

1 𝑑𝑥 𝑦
⇒ - = y3 ………. (i)
𝑥 2 𝑑𝑦 𝑥
1
Let, − 𝑥 = v

Putting the value: 1 𝑑𝑥 𝑑𝑣

⇒ 𝑥 2 𝑑𝑦 = 𝑑𝑦
𝑑𝑣
𝑑𝑦
+ vy = y3

which is linear in v ang y

P = y, Q= y3
𝑦2
I.F = 𝑒 ∫ 𝑃𝑑𝑦 = 𝑒 ∫ 𝑦𝑑𝑦 =𝑒 2

General Solution:
𝑦2 𝑦2
3
 V. 𝑒 2 =∫ 𝑦 𝑒 dy 2
 Let,
𝑦2 𝑦2
−1 𝑦2
 𝑥
𝑒 2 = ∫ 𝑦. 𝑦 2 𝑒 dy 2
2
=𝑧
1
= 2∫ 𝑧𝑒 𝑧 dz 2
. 2. 𝑦 dy=dz

= 2(𝑧𝑒 𝑧 - 𝑒 𝑧 )+c ydy=dz

𝑦2 𝑦2
𝑦2
=2( 2 𝑒 2 - 𝑒 2 ) + c

𝒅𝒚
(i) =𝒙𝟑 𝒚𝟑 − 𝒙𝒚
𝒅𝒙

Solution:
𝑑𝑦
 =𝑥 3 𝑦 3 − 𝑥𝑦
𝑑𝑥
𝑑𝑦
 + 𝑥𝑦 = 𝑥 3 𝑦 3
𝑑𝑥

Dividing both side by 𝑦 3 , we gate,

1 𝑑𝑦 1
. + 𝑦2 x = 𝑥 3
𝑦 3 𝑑𝑥

1
𝐿𝑒𝑡, 𝑦 2 = v

1 𝑑𝑦 𝑑𝑣
 −2 𝑦 3 . 𝑑𝑥 = 𝑑𝑥

1 𝑑𝑦 1 𝑑𝑣
.’. 𝑦 3 . 𝑑𝑥 = - 2 𝑑𝑥

So that,
1 𝑑𝑣
 + vx = 𝑥 3
2 𝑑𝑥
𝑑𝑣
 − 2vx = −2𝑥 3
𝑑𝑥

Here,
P= -2x
Q= −2𝑥 3

.’.I.F=𝑒 ∫ −2𝑥𝑑𝑥
2
=𝑒 −𝑥
 2 2
.’. V. 𝑒 −𝑥 = ∫ −2𝑥 3 𝑒 −𝑥 𝑑𝑥 + 𝑐
2 2
 V. 𝑒 −𝑥 = − ∫ 𝑥 3 𝑒 −𝑥 𝑑𝑥 + 𝑐
Let,
 −𝑥 2 = 𝑧
 −2xdx = dz
2 2
.’. V. 𝑒 −𝑥 = − ∫ 2𝑥. 𝑥 2 𝑒 −𝑥 𝑑𝑥 + 𝑐
2
 V. 𝑒 −𝑥 = − ∫ 𝑧𝑒 𝑧 𝑑𝑧 + 𝑐
2 𝑑𝑧
 V. 𝑒 −𝑥 = −𝑧 ∫ 𝑒 𝑧 𝑑𝑧 − ∫ 𝑒𝑧
𝑑𝑧
2
 V. 𝑒 −𝑥 = - [ 𝑧𝑒 𝑧 − 𝑒 𝑧 ]+c
1 2
 𝑦 2 . 𝑒 −𝑥 = 𝑒 𝑧 − 𝑧𝑒 𝑧 +c
1 2 2 2
 . 𝑒 −𝑥 = 𝑒 −𝑥 +𝑥 2 𝑒 −𝑥
𝑦2

𝒅𝒚
(ii) 𝒅𝒙 +y log y = xy 𝒆𝒙

Solution:
Dividing by xy, the given equation reduces to
1 𝑑𝑦 1
 + log y =𝑒 𝑥 let, log y = v
𝑦 𝑑𝑥 𝑥
𝑑𝑣 1 1 𝑑𝑦 𝑑𝑣
 + 𝑥.v =𝑒 𝑥 = 𝑑𝑥
𝑑𝑥 𝑦 𝑑𝑥

Here,
1
P= 𝑥 ; Q= 𝑒 𝑥

Since ∫ 𝑝 𝑑𝑥
1
=∫ 𝑥 𝑑𝑥

= log x

I.F= 𝑒 ∫ 𝑝 𝑑𝑥

= 𝑒 log 𝑥

=x

General solution:

 V.IF = ∫ 𝑄. (𝐼. 𝐹)𝑑𝑥 + 𝑐

 Vx =∫ 𝑥𝑒 𝑥 𝑑𝑥 + 𝑐
  X log = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐
 X log = 𝑒 𝑥 (𝑥 − 1) + 𝑐

𝒅𝒚
(iii) 𝒅𝒙 = 1- x(y-x) - 𝒙𝟑 (𝒚 − 𝒙)𝟑

Solution:
Let,
 y-x = v
𝑑𝑦 𝑑𝑣
 𝑑𝑥
− 1= 𝑑𝑥
𝑑𝑦
 𝑑𝑥
− 1 = −𝑥( y − x) − 𝑥 3 (𝑦 − 𝑥)3
𝑑𝑣
 𝑑𝑥
= −𝑥𝑣 − 𝑣 3 𝑥 3
𝑑𝑣
 +vx = −𝑣 3 𝑥 3
𝑑𝑥

Dividing both Side by 𝑣 3

1 𝑑𝑣 1 1
 + 𝑣 2 x = −𝑥 3 let, 𝑣 2=t
𝑣 3 𝑑𝑥
1 𝑑𝑡 1 𝑑𝑣 𝑑𝑡
 − 2 𝑑𝑥 + tx =−𝑥 3 −2 𝑣 3 𝑑𝑥 = 𝑑𝑥
𝑑𝑡 1 𝑑𝑣 1 𝑑𝑡
 − 2𝑡𝑥 = 2𝑥 3 =− 2 𝑑𝑥
𝑑𝑥 𝑣 3 𝑑𝑥

Here,
P= -2x
Q= 2𝑥 3

I.F = 𝑒 ∫ −2𝑥 𝑑𝑥
2
= 𝑒 −𝑥
General solution:
2 2
 t . 𝑒 −𝑥 = ∫ −2𝑥 3 𝑒 −𝑥 𝑑𝑥 + c
1 2
 2 𝑒 −𝑥 = ∫ −2𝑥. 𝑥 2 𝑒 −𝑥 𝑑𝑥 + c
𝑣
1 2 2 2
 𝑒 −𝑥 =𝑒 −𝑥 + 𝑥 2 𝑒 −𝑥 +c
(𝑦−𝑥)2
2
=𝑒 −𝑥 (1 + 𝑥 2 )
 ∎𝐋𝐢𝐧𝐞𝐚𝐫 𝐬𝐞𝐜𝐨𝐧𝐝 𝐚𝐧𝐝 𝐇𝐢𝐠𝐡𝐞𝐫 𝐎𝐫𝐝𝐞𝐫 𝐃. 𝐄∎

𝑑𝑛 𝑦 𝑑𝑛−1𝑦 𝑑𝑛−2 𝑦
+ 𝑎1 𝑑𝑥 𝑛−1 + 𝑎2 𝑑𝑥 𝑛−2 +. … … + 𝑎𝑛 𝑦 =x
𝑑𝑥 𝑛

Where,
𝑎1 , 𝑎2 , … 𝑎𝑛 𝑎𝑟𝑒 constant And x is a function of x only
Where,
𝑑
=D
𝑑𝑥

Here,
Auxiourary equation (A.E) =>(𝑑 𝑛 + 𝑎1 𝑑 𝑛−1 + 𝑎2 𝑑 𝑛−2 +. … … . +𝑎𝑛 )= 0

C.F = complementary Function

Case I:
where m1 , m2 , … m𝑛 are real roots and au are
different?

Case II:
m1 = m2 = m𝑛
C.F=𝑒 m1 𝑥 (𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑥 2 +. … )

Case III:
α+𝑖𝛽
C.F = 𝑒 αx (𝑐1 cos 𝛽𝑥 + 𝑐2 sin 𝛽𝑥)

𝑑2 𝑦 𝑑𝑦
Ex: 𝑑𝑥 2 −3𝑑𝑥 +2y=0

A.E is 𝐷2 − 3𝐷 + 2 = 0
.’. d=2,1
C.F=𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥
 𝒅𝟐 𝒚 𝒅𝒚
Ex: 𝒅𝒙𝟐 −3𝒅𝒙+2y= 𝒆𝒙

A.E⇒ 𝐷2 − 3𝐷 + 2 = 0
⇒ D=2,1 Rule 1:
1 1
Particular Integral: 𝑒 𝑎𝑥 =𝑓(𝑎) 𝑒 𝑎𝑥
𝑓(𝐷)

1
R.H.S If its case of fails then
𝐴.𝐸
1
=𝐷2 −3𝐷+2. 𝑒 𝑥 multiplying x and differential
1
=𝑥 . 𝑒𝑥 the denominator W.R to x
2𝐷−3

𝑥𝑒 𝑥
= −1

=−𝑥𝑒 𝑥
The general solution:
=(C.F+P.I)
=𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 − 𝑥𝑒 𝑥

∎ Solve (𝑫𝟐 − 𝟐𝑫 + 𝟏)𝒚=cos 3x

A.E=𝐷2 − 2𝐷 + 1=0
D=1,1
C.F=𝑒 𝑥 (𝑐1 𝑥+𝑐2 𝑥 2 )

Rule 2:
1 1
P.I = 𝐷2 −2𝐷+1. cos 3x ( sinax or cosax)
𝑓(𝐷2 )

1 1
= . cos 3x sinax or cosax
−9−2𝐷+1 𝑓(−𝑎 2)

1
=−2(4+𝐷). cos 3x

1 (4−𝐷)
=− . cos 3x
2 16−𝐷2
 1 4 cos 3𝑥+3 sin 3𝑥
=− 2 . 16+9
1
=− 50 (4 cos 3𝑥 + 3 sin 3𝑥)

The general solution:

C.F+P.I
1
=𝑒 𝑥 (𝑐1 𝑥+𝑐2 𝑥 2 ) − (4 cos 3𝑥 + 3 sin 3𝑥)
50

∎ 𝑫𝟑 − 𝟑𝑫𝟐 + 𝟒𝑫 − 𝟐= 𝒆𝒙 + cos x
Solution:
 𝐷3 − 3𝐷2 + 4𝐷 − 2 = 0
 𝐷3 − 𝐷2 − 2𝐷2 +2D+2D-2=0
 (𝐷 − 1)( 𝐷2 -2D+2)=0
−(−2)±√(−2)2−4.1.2
.’.D=1 , D= 2.1

2±√4−8
= 2

=1+i
α=1 , β=1
C.F=𝑐1 𝑒 𝑥 +𝑒 𝑥 (𝑐2 cos 𝑥 + 𝑐3 sin 𝑥)
1
P.I= 𝐷3 −3𝐷2 +4𝐷−2.( 𝑒 𝑥 + cos x)
1 1
=𝐷3 −3𝐷2 +4𝐷−2 𝑒 𝑥 +𝐷3 −3𝐷2 +4𝐷−2 cos x
1 1
=x𝐷3 −3𝐷2 +4𝐷−2 𝑒 𝑥 +−𝐷+3+4𝐷−2 cos x
1
=x𝑒 𝑥 + 3𝐷+1 cos x
3𝐷−1
= x𝑒 𝑥 +9𝐷2 −1 cos x
−3 sin 𝑥−cos 𝑥
= x𝑒 𝑥 + −10
The general solution:
C.F + P.I
−3 sin 𝑥−cos 𝑥
=𝑐1 𝑒 𝑥 +𝑒 𝑥 (𝑐2 cos 𝑥 + 𝑐3 sin 𝑥)+ x𝑒 𝑥 + −10

∎ (𝑫𝟑 − 𝟕𝑫 − 𝟔)y=𝒆𝟐𝒙 . 𝒙𝟐
1
A.E=> 𝐷3 − 7𝐷 − 6=0 𝑒 𝑎𝑥 . 𝑉
𝑓(𝐷)

1
.’.D=-1,-2,3 =𝑒 𝑎𝑥 . .v
𝑓(𝐷+𝑎)

C.F=𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 − 𝑐3 𝑒 3𝑥
1
P.I= 𝐷3 −7𝐷−6 𝑒 2𝑥 . 𝑥 2
1
=𝑒 2𝑥 𝑥2
(𝐷+2)3−7(𝐷+2)−6

1
=𝑒 2𝑥 𝑥2
𝐷3+6𝐷2 +5𝐷−12
1
=𝑒 2𝑥 5 6 2 1 3 𝑥2
−12(1− 𝐷 − 𝐷 − 𝐷 )
12 12 12

𝑒 2𝑥 5 1 1
=−12 {1 − (12 𝐷 + 𝐷2 + 12 𝐷 3 )}−1 𝑥 2
2

𝑒 2𝑥 5 1 25
=−12(1+12 𝐷 + 2 𝐷2 + 144 𝐷2 ) 𝑥 2

𝑒 2𝑥 5 1 25
=−12(𝑥 2 + 12 . 2𝑥 + 2 . 2 + 144 . 2)

𝑒 2𝑥 5 25
=−12(𝑥 2 + 6 𝑥 + 1 + 72)

The general solution:

Y= C.F + P.I
𝑒 2𝑥 5 25
Y= 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 − 𝑐3 𝑒 3𝑥 + −12(𝑥 2 + 6 𝑥 + 1 + 72)
∎ (𝑫𝟑 − 𝟐𝑫 + 𝟒)y=𝒆𝒙 cos x
Solution:
A.E⇒ 𝐷3 − 2𝐷 + 4 = 0
⇒ 𝐷3 + 2𝐷2 − 2𝐷2 − 4𝐷 + 2𝐷 + 4 = 0
⇒ 𝐷2 (D+2)-2D(D+2)+2(D+2)=0
⇒(D+2)( 𝐷2 − 2𝐷 + 2)=0
.’. ( 𝐷 2 − 2𝐷 + 2)=0 , D=2
−(−2)±√(−2)2−4.1.2
D= 2.1

2±√4−8
=
2

=1+i
α=1 , β=1
C.F= 𝑐1 𝑒 −2𝑥 +𝑒 𝑥 (𝑐2 cos 𝑥 + 𝑐3 sin 𝑥)
1
P.I=𝐷3 −2𝐷+4 𝑒 𝑥 cos x
1
=𝑒 𝑥 (𝐷+1)3 −2(𝐷+1)+4cosx

1
=𝑒 𝑥 𝐷3 +3𝐷2 +3𝐷−2𝐷−2+4cosx
1
=𝑒 𝑥 𝐷3 +3𝐷2 +𝐷+3cosx
1
=𝑒 𝑥 𝐷(−1)+3(−1)+𝐷+3cosx

1
=𝑒 𝑥 0 cosx [ case of failure]
1
=𝑒 𝑥 x3𝐷2 +6𝐷+1 cos 𝑥
1
=𝑒 𝑥 x3(−1)+6𝐷+1 cos 𝑥

1
=𝑒 𝑥 x cos 𝑥
6𝐷−2
6𝐷+2
=𝑒 𝑥 x36𝐷2 −4 cos 𝑥
6𝐷+2
=𝑒 𝑥 x36(−1)−4 cos 𝑥
 6𝐷 cos 𝑥+2 cos 𝑥
=𝑒 𝑥 x −40

−6 sin 𝑥+2 cos 𝑥

=𝑒 𝑥 x −40
1
=20x𝑒 𝑥 (3sinx – cos x)

The general solution:

Y= C.F + P.I
1
Y=𝑐1 𝑒 −2𝑥 +𝑒 𝑥 (𝑐2 cos 𝑥 + 𝑐3 sin 𝑥) + 20x𝑒 𝑥 (3sinx–cos x)

(ii) (D2 + 3D + 2) y = e2x.sin x

A. E ⇒ D2 + 3D + 2 = 0

D = -2, -1.

C. F = c1e-2x + c2 e-x
1
P.I = 𝐷 2 +3𝐷+2 e2x.sin x
1
= e2x. sin x
(𝐷+2)2 +3(𝑑+2)+2

1
= e2x. 𝐷2 +7𝐷+12sin x
1
= e2x. −1+7𝐷+12
sin x
11−7𝐷 11 sin 𝑥−7 cos 𝑥 1
= e2x. 121−49𝐷 2
sin x = e2x. 121+49
= 170 e2x. (11 sin 𝑥 − 7 cos 𝑥)

The general solution: y = C.F + P.I

1
= c1e-2x + c2 e-x + 170 e2x. (11 sin 𝑥 − 7 cos 𝑥)

(iii) (D4 – 2D3 + 5D2 – 8D + 4) y = ex

A.E ⇒ D4 – 2D3 + 5D2 – 8D + 4 = 0

⇒ D4 – D3 -D3 + D2 + 4D2 -4D – 4D + 4 = 0

⇒ D3 (D-1) – D2 (D-1) + 4D (D-1) – 4(D-1) = 0

⇒ (D-1) (D2 +4) (D-1) = 0

⇒ D = 1, 1, ± 2i

C. F = ex (C1 + C2 x) + C3 cos 2x + C4 sin 2x

1
P.I = 𝐷 4 −2𝐷3+5𝐷2 −8𝐷+4 ex

𝑥𝑒 𝑥 𝑥 2𝑒 𝑥 𝑥2𝑒 𝑥
= 4𝐷3 −6𝐷2+10𝐷−8 = 12𝐷2−12𝐷+10 = 10

𝑥2𝑒 𝑥
The solution is: y = ex (C1 + C2 x) + C3 cos 2x + C4 sin 2x + 10

(iv) (D2 + D + 1) y = sin 2x

A. E ⇒ D2 + D + 1 = 0
−1±√12 −4.1.1 −1±√3𝑖 √3
⇒D= 2.1
= 2
=-½± 2
𝑖
𝑥
𝑥√3 𝑥√3
C.F = 𝑒 −2 [ C1 cos ( 2
) + C2 sin( 2
)]
1 sin 2𝑥 1 𝐷+3 2 cos 2𝑥+3 sin 2𝑥
P.I = .sin 2x = = . sin 2x = . sin 2x =
𝐷 2 +𝐷+1 −4+𝐷+1 𝐷−3 𝐷 2−9 −4−9

2 cos 2𝑥+3 sin 2𝑥

= −13

𝑥
𝑥√3 𝑥√3 2 cos 2𝑥+3 sin 2𝑥
The solution is: y = 𝑒 −2 [ C1 cos ( ) + C2 sin( )] +
2 2 −13

Variable Co-efficient
𝒅𝟐 𝒚 𝒅𝒚
❖ 𝒙𝟐 𝒅𝒙𝟐 – 3x𝒅𝒙 + 3y = 0

Solve:

Let x = et, then assuming x>0.

We have, t = ln x
𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦
= . = .
𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑥 𝑑𝑡

𝑑𝑦 𝑑𝑦
⇒x = = Dy
𝑑𝑥 𝑑𝑡
Again:
𝑑 𝑑𝑦 𝑑 1 𝑑𝑦
( )= ( . )
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑥 𝑑𝑡

1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= . ( )+ . ( )
𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑡 𝑑𝑥 𝑥

1 𝑑 𝑑𝑦 𝑑𝑡 𝑑𝑦 1
= 𝑥 . 𝑑𝑥 ( 𝑑𝑡 ). 𝑑𝑥 + 𝑑𝑡 . (− 𝑥 2 )

1 𝑑2𝑦 1 𝑑𝑦
= 𝑥2 . 𝑑𝑡 2
− 𝑥 2 . 𝑑𝑡

𝑑2 𝑦 1 𝑑2 𝑑
⇒ 𝑑𝑥 2 = 𝑥 2 (𝑑𝑡 2 - 𝑑𝑡 ) y

𝑑2 𝑦 𝑑
⇒ x2𝑑𝑥 2 = (D2 – D) y ; D = 𝑑𝑡

𝒅𝟐 𝒚 𝒅𝒚
❖ 𝒙𝟐 – 5x + 8y = 𝟐𝒙𝟑
𝒅𝒙𝟐 𝒅𝒙

Solve: Let, x = et, x>0

t = ln x
𝑑𝑦
x𝑑𝑥 = Dy

𝑑2 𝑦
𝑥 2 𝑑𝑥 2 = D(D-1) y

⇒ D(D-1) y – 5Dy + 8y = 2x3

⸫ A.E ⇒ D2- D – 5D + 8 = 0

⸫ D = 2,4

C.F = C1 e2x + C2 e4x

1 2
P.I = 𝐷 2 −6𝐷+8.2𝑒 3𝑡 = 17−18 𝑒 3𝑡 = -2𝑒 3𝑡

The general solution is: y = C.F + P.I

y = C1 e2x + C2 e4x -2𝑒 3𝑡

 𝒅𝟐 𝒚 𝒅𝒚
❖ 𝒙𝟐 𝒅𝒙𝟐 + x𝒅𝒙 + 4y = 2x ln x

𝑑2 𝑦 𝑑𝑦
Solve: Given solution is 𝑥 2 𝑑𝑥 2 + x𝑑𝑥 + 4y = 2x ln x

𝑑2𝑦
⇒ 𝑥 2 𝑑𝑥 2 = D(D-1)
𝑑𝑦
⇒x = Dy
𝑑𝑥

Here, Let, x=et, t= ln x

Now, (D2 – D) y + Dy + 4y = 2x ln x

A.E ⇒ D2 – D + D + 4 = 0

D = ± 2i

C.F = ex (C1 cos 2x + C2 sin 2x)

1
P.I = 𝐷 2 +4 . 2𝑒 𝑡 . 𝑡
1
= 𝑒 𝑡 (𝐷+1)2+4 . 2𝑡

−1
1 1 𝑒𝑡 𝐷2 2𝐷
= 𝑒𝑡 2𝑡 = 𝑒𝑡 𝐷2 2𝐷
2𝑡 = {1 + ( + )} . 2𝑡
𝐷 2+2𝐷+5 5 ( + +1) 5 5 5
5 5

𝑒𝑡 2𝐷
= (1 − ) . 2𝑡
5 5

𝑒𝑡 4
= (2𝑡 − )
5 5

2.𝑒 𝑡 .𝑡 4𝑒 𝑡
= 5
- 25

2𝑥 ln 𝑥 4
= − 𝑥
5 25

2𝑥 ln 𝑥 4
The general solution is: y = ex (C1 cos 2x + C2 sin 2x) + 5
− 25
𝑥

𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
❖ 𝒙𝟑 −𝒙𝟐 + 2x - 2y = 𝒙𝟑
𝒅𝒙𝟑 𝒅𝒙𝟐 𝒅𝒙

Solution: Let, x = et

We have, t= ln x
𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦
𝑑𝑥
= 𝑑𝑡 𝑑𝑥
. = 𝑥 . 𝑑𝑡
𝑑𝑦 𝑑𝑦
⸫ x𝑑𝑥 = 𝑑𝑡
= Dy
 𝑑 𝑑𝑦 𝑑 1 𝑑𝑦
Again, 𝑑𝑥 (𝑑𝑥 ) = 𝑑𝑥 (𝑥 . 𝑑𝑡 )

𝑑2 𝑦 1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
⇒ 𝑑𝑥 2 = 𝑥 𝑑𝑥 ( 𝑑𝑡 ) + 𝑑𝑡 𝑑𝑥 𝑥
( )

1 𝑑 𝑑𝑦 𝑑𝑡 1 𝑑𝑦
= 𝑥 𝑑𝑡 ( 𝑑𝑡 ) . 𝑑𝑥 − 𝑥 2 ( 𝑑𝑡 )

1 𝑑2𝑦 1 𝑑𝑦
= - ( )
𝑥 2 𝑑𝑡 2 𝑥2 𝑑𝑡

𝑑2 𝑦 𝑑2 𝑦 𝑑𝑦
⇒ 𝑥2 ( )= - = (D2 – D) y = D(D-1) y
𝑑𝑥 2 𝑑𝑡 2 𝑑𝑡

𝑑 𝑑2𝑦 𝑑 1 𝑑2 𝑦 𝑑 1 𝑑𝑦
Again, 𝑑𝑥 (𝑑𝑥 2 ) = 𝑑𝑥 (𝑥 2 . 𝑑𝑡 2 ) - 𝑑𝑥 (𝑥 2 . 𝑑𝑡 )

1 𝑑 𝑑2 𝑦 𝑑2 𝑦 𝑑 1 1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= . ( )+ . ( )- . ( )- . ( )
𝑥2 𝑑𝑥 𝑑𝑡 2 𝑑𝑡 2 𝑑𝑥 𝑥 2 𝑥 2 𝑑𝑥 𝑑𝑡 𝑑𝑡 𝑑𝑥 𝑥 2

1 𝑑 𝑑2 𝑦 𝑑𝑡 𝑑2 𝑦 1 1 𝑑2 𝑦 1 𝑑𝑦
= . ( ). −2 . - + 2 3.
𝑥 2 𝑑𝑡 𝑑𝑡 2 𝑑𝑥 𝑑𝑡 2 𝑥 3 𝑥 3 𝑑𝑡 2 𝑥 𝑑𝑡

𝑑3 𝑦 1 𝑑3𝑦 1 𝑑2 𝑦 1 𝑑2 𝑦 1 𝑑𝑦
⇒ 𝑑𝑥 3 = 𝑥 3 . ( 𝑑𝑡 3 ) − 2 𝑥 3 . 𝑑𝑡 2 - 𝑥 3 𝑑𝑡 2
+ 2𝑥 3 . 𝑑𝑡

𝑑3 𝑦
⇒ 𝑥 3 . 𝑑𝑥 3 = D3y – 2D2y – D2y + 2Dy = { D(D-1) (D-2)} y

The equation: D(D-1) (D-2) y – D(-1) y + 2DY – 2y = x3

A.E ⇒ D (D-1) (D-2) – D(D-1) + 2D -2 =0

⇒ D3 – 3D2 + 2D – D2 + D + 2D -2 = 0

⇒ D2 (D-1) – 3D(D-1) + 2(D-1) = 0

⇒ (D-1) (D2 – 3D + 2) = 0

⇒ (D-1) (D-1) (D-2) = 0

⸫ D = 1, 1, 2

C.F: C1 e2t + et (C2 + C3 t) = C1 .2x + x(C2 + C3 lnx )

1 1 1
P.I = (𝐷−1)(𝐷2−3𝐷+2) . 2𝑥 3 = 2. 2.(9−9+2) . 𝑥 3 = 2 𝑥3

The solution is: y = C.F + P.I

1
= C1 e2t + et (C2 + C3 t) = C1 .2x + x(C2 + C3 lnx ) + 2 𝑥 3
 Integration in Series

❖ Ordinary and singular points, Regular and irregular singular points:

Defn: A point x = x0 is called an ordinary point of the equation

y" + P(x)y' +Q(x)y=0 ……………… (i)

if the both functions P(x) and Q (x) are analytic at x = x0. If the point x = x0 is not on ordinary

point of the differential eqn (i), then it is called a singular point of the differential equation (i). There are
two types of singular points,

A singular point x = x0 of the differential eqn (i) is called a regular singular point of the differential eqn (i) if
both (x = x0) P(x) & (n) and (x = x0 )2 Q(x) are analytic x = x0.

A singular point, which is not regular is called an irregular singular point.

𝑑2 𝑦 𝑑𝑦
❖ Determine wheatear x = x0, is an ordinary or point of d.e 2x2( ) + 7x(x+1) -3y = 0
𝑑𝑥 2 𝑑𝑥

𝑑2 𝑦 7𝑥(𝑥+1) 𝑑𝑦 3𝑦
⇒ + - =0
𝑑𝑥 2 2𝑥 2 𝑑𝑥 2𝑥 2

7(𝑥+1) 3𝑦
P(x) = 2𝑥
, Q(x) = -2𝑥 2

P(x) and Q(x) are undefined at x0. So, it is not an ordinary point it is a singular point.

❖ Legendre's equation:

The differential equation of the form (1-x2) y’’ – 2xy’ + n(n+1) y = 0 is called Legendre equation, where n
is a positive integer.

❖ Bessel's equation:

The differential equation of the form y" + (1/x) y’ + (1-n2/x2) y = 0 or x2y’’ + xy’ + (x2 – n2) y = 0 is called
Bessel's equation of order n, n being a non-negative constant.

❖ Hermite equation:
𝑑2 𝑦 𝑑𝑦
Hermite equation is (𝑑𝑥 2 ) 2x (𝑑𝑥 ) + 2ny = 0 where n is a constant.

❖ Laguerre’s equation:
 𝑑2𝑦 𝑑𝑦
Laguerre’s equation of order n is x(𝑑𝑥 2 ) + (1-x) (𝑑𝑥 ) + ny = 0. where n is a positive integer.

❖ Pochhammer symbol:

Let n be a positive integer. Then Pochhammer symbol is denoted and defined by

(∞)n = ∞(∞ + 1) … … … … (∞ + 𝑛 − 1)

(∞)0 = 1

❖ General hypergeometric function:

The general hypergeometric function is denoted and defined by

(∞1 )𝑟 (∞2 )𝑟……….(∞𝑚 )𝑟 𝑋 𝑟
mFn ( ∞1 , ∞2 , ……... ∞𝑚 ; 𝛽1 , 𝛽2 ,…… 𝛽𝑛 ;x) = ∑∞
𝑟=1 (𝛽1)𝑟 (𝛽2 )𝑟……….(𝛽𝑛 )𝑟 𝑟!

Definition:

Hypergeometric function is denoted by: 2F1 (∞; 𝛽; 𝛾, 𝑥) or simply F (∞, 𝛽; 𝛾, 𝑥) and defined by
(∞)𝑟(𝛽)𝑟 𝑋 𝑟
F (∞, 𝛽; 𝛾, 𝑥) = ∑∞
𝑟=0 (𝛾)𝑟
. 𝑟!

Power Series: An infinite series of the form

∑∞ 𝑛
𝑛=0 𝐶𝑛 (𝑥 − 𝑥0 ) = C0 + C1(x-x0) + C2(x-x0) + ……….is called a power series in (x-x0).
2

∑∞ 𝑛 2
𝑛=0 𝐶𝑛 𝑥 = C0 + C1x + C2x + ………… [In particular series of x]

𝑥𝑛 𝑥2 𝑥3
ex = ∑ ∞
𝑛=0 =1+x+ + + ……………... [exponential function]
𝑛! 2! 3!

Analytic function:

A function f(x) defined on an internal containing the point x=x0 is called analytic at x0 if its Taylor's Series
𝑓 𝑛(𝑥0 )
∑∞
𝑛=0 (𝑥 − 𝑥0 ) exists and converges to f(x) all x in the interval of convergence.
𝑛!

∎Solve in series:
(1-𝑥 2 ) 𝑦 ′′ - x𝑦 ′ +4y=0

Solution:
𝑥 4
𝑦 ′′ - 𝑦 ′ + 1−𝑥 2 𝑦 = 0
1−𝑥 2
𝑥 4
P= - ,Q=
1−𝑥 2 1−𝑥 2

Clearly, x=0 is a ordinary point. then the solution is

 ∞

𝑦 = ∑ 𝑐m 𝑥 𝑘+m , 𝑐0 ≠ 0 … … … (𝑖)
m=0
∞

𝑦 = ∑ 𝑐m (𝑘 + m)𝑥 𝑘+m−1 , 𝑐0 ≠ 0 … … … … (𝑖𝑖)

′

m=0
∞

𝑦 = ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−2 , 𝑐0 ≠ 0. . (𝑖𝑖𝑖)

′′

m=0

In equation:
∞ ∞ ∞

⇒ (1 − x 2 ) ∑ cm (k + m)(k + m − 1)x k+m−2 − x ∑ cm (k + m)x k+m−1 + 4 ∑ cm x k+m

m=0 m=0 m=0
=0
∞

⇒ ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−2

m=0
∞ ∞

− ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−1 − 𝑥 ∑ 𝑐m (𝑘 + m)𝑥 𝑘+m

m=0 m=0
∞

+ 4 ∑ 𝑐m 𝑥 𝑘+m = 0
m=0

∞ ∞
𝑘+m−2
⇒ ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 − ∑ 𝑐m [(𝑘 + m)(𝑘 + m − 1) + (𝑘 + m) − 4]x = 0
m=0 m=0
∞ ∞
𝑘+m−2
⇒ ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 − ∑ 𝑐m [(𝑘 + m)2 − 4] 𝑥 𝑘+m = 0. … … (𝐴)
m=0 m=0

Equating to zero the co-efficient of the smallest power of x , namely 𝑥 𝑘−2

Then, (A) gives,
 𝑐0 k(k-1)=0 , 𝑐0 ≠0
 k(k-1)=0
⸫k=0,1

To get the recurrence relation, we equate to zero the co-efficient of 𝑥 𝑘+m−2

 𝑐m (𝑘 + m)(𝑘 + m − 1)- 𝑐m -2{(𝑘 + m − 1)2 − 4}=0

(𝑘+m−2+2)(k+m−2−2)
 𝑐m = 𝑐m − 2
(𝑘+m)(k+m−1)
(k+m−4)
 𝑐m = 𝑐 −2
(k+m−1) m

When, when,
K=0 k=1
m−4 m−3
𝑐m = 𝑐 −2 𝑐m = 𝑐m − 2
m−1 m m
−3
If m = 1; 𝑐1 = 𝑐−1 =∞ If m = 1; 𝑐1 =−2𝑐−1
0
−1
m =2; 𝑐2 =−2𝑐0 m =2; 𝑐2 = 2 𝑐0
−1
m =3; 𝑐 3 = 2 𝑐1 m =3; 𝑐 3 =0=𝑐 5 = 𝑐 7 … …
1 −1
m =4; 𝑐4 =0 m =4; 𝑐4 =4 𝑐2 = 𝑐0
8
1 −1
m =5; 𝑐5 =4 𝑐3 = 𝑐1
8
2
m =6; 𝑐6 =5 𝑐4

and so on…
Putting k=0 and these values in (i).
 Y=𝑥 𝑘 (𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 +. … … … … . )
 Y=𝑥 0 (𝑐0 +𝑐2 𝑥 2+𝑐4 𝑥 4 +. … … )+𝑥 0 (𝑐1 𝑥+𝑐3 𝑥 3 ,………)
𝑥3 𝑥5 𝑥7
 Y=𝑐0 (1-2𝑥 2 )+ 𝑐1 (𝑥 − - + 16 …. … )
2 8

Which is the required series solution, 𝑐0 and 𝑐1 being two arbitrary constants.

Putting k=1 and these values in (i)

 ∞

𝑦 = ∑ 𝑐m 𝑥 𝑘+m
m=0

=𝑥 𝑘 (𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 + 𝑐4 𝑥 4 + ⋯ . )
1 1
=𝑥 𝑘 (𝑐0 + 𝑐1 𝑥 − 2 𝑐0 𝑥 2 − 8 𝑥 4 + ⋯ . )
1 1
= x (𝑐0 + 𝑐1 𝑥 − 2 𝑐0 𝑥 2 − 𝑐0 - 2 𝑥 4 ………)
1 1
=x𝑐0 (1 − 2 𝑥 2 − 𝑥 4 …….) +𝑐1 𝑥
2

Forbenius Method
∎ Solve in series: 9x(1-x) 𝑦 ′′ - 12𝑦 ′ +4y =0
Solution:

Given equation: 9x(1-x) 𝑦 ′′ - 12𝑦 ′ +4y =0 …. … …. (1)

4 4
 𝑦 ′′ - 3𝑥(1−𝑥) 𝑦 ′ + 9𝑥(1−𝑥)y = 0

4
Here: p(x)= - 3𝑥(1−𝑥)

4
Q(x) = 9𝑥(1−𝑥)

Since p(x) and Q(x) are not both analytic at x=0, so x=0 is not ordinary point of (1)
4𝑥
Again xp(x)= -4\[3(1-x)] and 𝑥 2 Q(x)= 9(1−x),

Showing that both p(x) and Q(x) are analytic at x=0. So, x=0 is a regular singular point of (1).

To find solution of (1), we gate ,

𝑦 = ∑ 𝑐m 𝑥 𝑘+m , 𝑐0 ≠ 0 … … … (𝐴)
m=0
∞

𝑦 ′ = ∑ 𝑐m (𝑘 + m)𝑥 𝑘+m−1 , 𝑐0 ≠ 0
m=0
∞

𝑦 = ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−2 , 𝑐0 ≠ 0.

′′

m=0
Putting the values in equation:
∞ ∞ ∞

⇒ 9𝑥(1 − 𝑥) ∑ 𝑐m (𝑘 + m − 1)𝑥 𝑘+m−2 − 12 ∑ 𝑐m (𝑘 + m)𝑥 𝑘+m−1 + 4 ∑ 𝑐m 𝑥 𝑘+m = 0

m=0 m=0 m=0
∞

⇒ 9𝑥 ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−2

m=0
∞

− 9𝑥 ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−2

2

m=0
∞ ∞
𝑘+m−1
− 12 ∑ 𝑐m (𝑘 + m)𝑥 + 4 ∑ 𝑐m 𝑥 𝑘+m = 0
m=0 m=0
∞ ∞

⇒ ∑ 𝑐m {9(𝑘 + m)(𝑘 + m − 1) − 12((𝑘 + m)}𝑥 𝑘+m−1 + ∑ 𝑐m {4 − 9(𝑘 + m)(𝑘 + m − 1)}𝑥 𝑘+m

m=0 m=0
= 0 … … (2)
But: 9(𝑘 + m)(𝑘 + m − 1)- 12(𝑘 + m)

= 3(𝑘 + m){3k+3m-3-4}

= 3(k+m)(3k+3m-7)………….(3)

And:

4-9(𝑘 + m)(𝑘 + m − 1)

= 4 - 9(𝑘 + m)2 +9(𝑘 + m)

= - {9(𝑘 + m)2 − 9(𝑘 + m) − 4}

= - {9(𝑘 + m)2 −12(𝑘 + m) + 3(𝑘 + m) − 4}

= - [3(𝑘 + m){3(𝑘 + m) − 4}+1{3(𝑘 + m) − 4}]

= - [{3(𝑘 + m) + 1}{3(𝑘 + m) − 4}]

= - (3k+3m+1)( 3k+3m-4)………………………(4)

Using (3) and (4),(2) can be re-written as:

∞ ∞
𝑘+m−1
⇒ 3 ∑ 𝑐m (𝑘 + m)(3𝑘 + 3m − 7)𝑥 − ∑ 𝑐m (3𝑘 + 3m − 4)(3𝑘 + 3m + 1)𝑥 𝑘+m = 0 … … (5)
m=0 m=0

Which is an independent in x, Equating to zero the co-efficient of the smallest power of x, normally in (5)
gives the indicial equation

 3𝑐0 k(3k-7) =0
 k(3k-7) =0
 7
⸫k=0, 3

which are unequal and not differing by an integer. To obtain the recurrence relation, we equate to
zero the co-efficient of 𝑥 𝑘+m−1 and obtain.

 3𝑐m (𝑘 + m)(3𝑘 + 3m − 7) - 𝑐m−1 [3k+3(m -1)-4] ×[3k+3(m -1)+1]=0

3𝑘+3m−2
 𝑐m = 3(𝑘+m)
𝑐m−1 ………………………… (6)

𝑐 3𝑘+1
Taking m = 1; 𝑐1 = 30 × 𝑘+1
3𝑘+4 𝑐 (3𝑘+1)(3𝑘+4)
Taking m = 2; 𝑐2 =3(𝑘+2) 𝑐1 =302 × (𝑘+1)(𝑘+2)

…………………………………………………………..

Putting these values in (A) i.e,

 y=𝑥 𝑘 (𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 +. … … … . )
1 3𝑘+1 1 (3𝑘+1)(3𝑘+4)
 y=𝑐0 𝑥 𝑘 [1+ . + . 𝑥 2 +…] ……...(7)
3 𝑘+1 32 (𝑘+1)(𝑘+2)

putting k=0 and replacing 𝑐0 by a in (7)

1 1.4
 y=𝑎(1+ 𝑥 + 𝑥 2 +. … … … . )=au(say)
3 3.6

Next,
7
Putting k=2 and replacing 𝑐0 by b in (7),
7
8 8.11
y=𝑏𝑥 3 (1+ 10 𝑥 + 10.13 𝑥 2 +. … … … . )=bv(say)

the required solution Is given by

 y=au+bv
7
1 1.4 8 8.11
 y= 𝑎(1+ 3 𝑥 + 3.6 𝑥 2 +. … )+ 𝑏𝑥 3 (1+ 10 𝑥 + 10.13 𝑥 2 +. … )

∎ Verify that the origin is a regular singular point of

2 𝒙𝟐 𝒚′′ - x𝒚′ -(x+1) y=0 and find two independent Frobenius series solution of it.
Solution:

Given 2 𝑥 2 𝑦 ′′ - x𝑦 ′ -(x+1) y=0…………...(1)

1
 𝑦 ′′ +( ) 𝑦 ′ - {(x+1)/ 2 𝑥 2 }y=0
2𝑥

1
Here, P(x)= x, Q(x)= - (x+1)/ 2 𝑥 2
2
 1
So that xp(x)= , and 𝑥 2 Q(x)= - (x+1)/ 2. Since xp(x) and 𝑥 2 Q(x) are both analytic, so x=0 is a regular
2
singular point of x. then solved we take,
∞

𝑦 = ∑ 𝑐m 𝑥 𝑘+m , 𝑐0 ≠ 0 … … … (2)
m=0
∞

𝑦 = ∑ (𝑘 + m)𝑐m 𝑥 𝑘+m−1 , 𝑐0 ≠ 0
′

m=0
∞

𝑦 = ∑ (𝑘 + m)(𝑘 + m − 1)𝑐m 𝑥 𝑘+m−2 , 𝑐0 ≠ 0.

′′

m=0

Putting values in (1)

∞ ∞ ∞
2 𝑘+m−2 𝑘+m−1
⇒ 2𝑥 ∑ (𝑘 + m)(𝑘 + m − 1)𝑐m 𝑥 + 𝑥 ∑ (𝑘 + m)𝑐m 𝑥 − (x + 1) ∑ 𝑐m 𝑥 𝑘+m
m=0 m=0 m=0

∞ ∞ ∞ ∞
𝑘+m 𝑘+m 𝑘+m+1
⇒ ∑ 2(𝑘 + m)(𝑘 + m − 1)𝑐m 𝑥 + ∑ (𝑘 + m)𝑐m 𝑥 − ∑ 𝑐m 𝑥 − ∑ 𝑐m 𝑥 𝑘+m = 0
m=0 m=0 m=0 m=0
∞ ∞

⇒ ∑ {2(𝑘 + m)(𝑘 + m − 1) + (𝑘 + m) − 1}𝑐m 𝑥 𝑘+m − ∑ 𝑐m 𝑥 𝑘+m+1 = 0

m=0 m=0
∞ ∞

⇒ ∑ {2(k + m )2 − (k + m) − 1}cm x k+m

− ∑ cm x k+m+1 = 0
m=0 m=0

∞ ∞
k+m
⇒ ∑ {2(k + m) + 1}(𝑘 + m − 1)cm x − ∑ cm x k+m+1 = 0 … (3)
m=0 m=0

Equating to zero the co-efficient of the smallest power of x, namely 𝑥 𝑘 ,the above identity (3) in x gives
the indicial equation, namely

 c0 (2k+1) (k+1)=0
−1
 K= 1, 2

The different of those roots are not and integer.

We equate to zero the co-efficient of x k+m (3) and obtain the recurrence relation
{2(k+m) +1}( k+m-1) cm -cm − 1=0
1
So that, cm = c − 1………………(4)
(2k+2m+1)( k+m−1) m

Putting m= 1,2, 3… in (4)

1
c1 = { }c0
𝑘(2𝑘+3)

1 1
c2 = (2𝑘+5)(𝑘+1) c1 = (2𝑘+5)(𝑘+1)𝑘(2𝑘+3) c0

….. . .. . . . . . .. . . . .. . . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . . . . .. . .. . . . . . . . . . .. . . ..

Putting those values in (2), we get

𝑥 𝑥2
Y=c0 𝑥 𝑘 [1+(2𝑘+3) + (2𝑘+5)(𝑘+1)𝑘(2𝑘+3)+………]……….(5)

Putting k=1 and replacing c0 by a in (5)

𝑥 𝑥2
Y=ax(1+5 + 70 +. ….]=au.(say)
−1
Putting k= 2
and replacing c0 by b
−1
𝑥2
Y=b𝑥 2 [1- x - ( 2 )+.. ….] = bv. (say)

The required solution is y=au+bv

a and b being arbitrary constant.

∎ 2 𝒙𝟐 𝒚′′ − 𝒙𝒚′ + (𝟏 − 𝒙𝟐 )y=0

Solution:

Given,

 2 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + (1 − 𝑥 2 )y=0 .. ………… (1)

1 (1−𝑥 2 )
 𝑦 ′′ - 2𝑥 𝑦 ′+ 2𝑥 2
y=0

Comparing it with 𝑦 ′′ + p(x) 𝑦 ′ + Q(x)y=0, here

 −1 (1−𝑥 2 )
P(x)= 2𝑥 and Q(x)= 2𝑥 2
so that

−1 (1−𝑥 2 )
x p(x)= , and 𝑥 2 Q(x)=
2 2

The both P(x) and Q(x) are the analytic at x=0 and x=0 is a regular singular point. Let the series solution
of (1) be of the from,
∞

𝑦 = ∑ 𝑐m 𝑥 𝑘+m , 𝑐0 ≠ 0 … … … (2)
m=0
∞

𝑦 = ∑ 𝑐m (𝑘 + m)𝑥 𝑘+m−1 ,
′
𝑐0 ≠ 0
m=0
∞

𝑦 = ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 𝑘+m−2 , 𝑐0 ≠ 0 … … … . (3)

′′

m=0

Substitution for y, 𝑦 ′ , 𝑦 ′′ in (1), we have,

∞ ∞ ∞
2 𝑘+m−2 𝑘+m
⇒ 2𝑥 ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 − 𝑥 ∑ 𝑐m (𝑘 + m)𝑥 + (x + 1) ∑ 𝑐m 𝑥 𝑘+m = 0
m=0 m=0 m=0
∞ ∞ ∞ ∞
𝑘+m 𝑘+m 𝑘+m
⇒ 2 ∑ 𝑐m (𝑘 + m)(𝑘 + m − 1)𝑥 − ∑ 𝑐m (𝑘 + m)𝑥 + ∑ 𝑐m 𝑥 − ∑ 𝑐m 𝑥 𝑘+m+2
m=0 m=0 m=0 m=0
=0
∞ ∞
𝑘+m
⇒ ∑ 𝑐m {2(𝑘 + m)(𝑘 + m − 1) − (𝑘 + m) + 1}𝑥 − ∑ 𝑐m 𝑥 𝑘+m+2 = 0
m=0 m=0

∞ ∞
2 𝑘+m
⇒ ∑ 𝑐m {2(𝑘 + m) − 3(𝑘 + m) + 1}𝑥 − ∑ 𝑐m 𝑥 𝑘+m+2 = 0
m=0 m=0
∞ ∞
𝑘+m
⇒ ∑ 𝑐m (2𝑘 + 2m − 1)(𝑘 + m − 1)𝑥 − ∑ 𝑐m 𝑥 𝑘+m+2 = 0 … … . … . … (4)
m=0 m=0

(4) is an identity. Equating to zero the co-efficient of the smallest power of x namely 𝑥 𝑘 . (4) gives the
indicial equation,

 𝑐0 (2𝑘 − 1)(𝑘 − 1) = 0
 (2𝑘 − 1)(𝑘 − 1) =0

So that,
 1
K=1,
2

Which is are unequal and not differing by and integer. To obtain the recurrence relation we equate to
zero the coefficient of 𝑥 𝑘+m we obtain

 𝑐m (2𝑘 + 2m − 1)(𝑘 + m − 1) − 𝑐m−2=0

1
 𝑐m = (2𝑘+2m−1)(𝑘+m−1) 𝑐m−2 ………………(6)

To obtain 𝑐1 , we gate now equate to zero the coefficient of 𝑥 𝑘+1 and get 𝑐1 (2k+1)k=0
1
So that 𝑐1 =0 for both roots k=1 and k= of the indicial equation. Then from (6) and 𝑐1 =0 we have,
2

𝑐1 =𝑐3 = 𝑐5 =0
1
Again m=2 in (6) gives, 𝑐2 = (2𝑘+3)(𝑘+1) 𝑐0

Next m=2 in (6)

1
𝑐4 = (2𝑘+5)(𝑘+3) 𝑐2

1
=(𝑘+1)(𝑘+3)(2𝑘+3)(2𝑘+5) 𝑐0

………………………………..

Putting these values in (2) i.e.

 Y= 𝑥 𝑘 (𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 … ..)
𝑥2 𝑥4
 Y=𝑐0 𝑥 𝑘 (1 + (𝑘+1)(2𝑘+3) + (𝑘+1)(𝑘+3)(2𝑘+3)(2𝑘+5) … … ..(7)

Putting k=1 and replacing 𝑐0 by a in (7)

𝑥2 𝑥4
Y=𝑎𝑥 [1 + 2.5 + 2.4.5.9 +. … … ..]=au (say)
1
Next, putting k= 2 and replacing 𝑐0 by b in (7)
1
𝑥2 𝑥4
Y=b𝑥 2 [1+2.3 + 2.3.4.7 +. … … ..]=bv (say)

The required series is given by y=au+bv

Where a and b are the arbitrary constants.

 Method of Variation of Parameter
Ex.1. Apply the method of variation of parameters to solve y2 + n2y = sec nx

Sol: y2 + n2y = sec nx …………. (i)

𝑑 Working Role:
⇒ (D2 + n2) y = sec nx [ where D= ] ……..(ii)
𝑑𝑥
𝑣𝑅
f(x) = - ∫ 𝑊 𝑑𝑥
A.E of (ii)
𝑢𝑅
D2 + n2 = 0 ⇒ D2 = -n2 = i2n2 ⸫ D= ±ni g(x) = ∫ 𝑊 𝑑𝑥

C.F is = C1 cos nx + C2 sin nx 𝑢 𝑣

W= |𝑢 𝑣1 |
1
Let, u = cos nx , v= sin nx , R= sec nx

Soln: y = C.F + P.I

where,

P.I = u f(x) + vg(x)

𝑢 𝑣
Now, W= |𝑢 𝑣1 |
1

cos 𝑛𝑥 sin 𝑛𝑥
=| | = (n cos2 nx + n sin2 nx) = n ≠0
−𝑛𝑠𝑖𝑛𝑛𝑥 𝑛𝑐𝑜𝑠𝑛𝑥
𝑣𝑅 sin 𝑛𝑥.sec 𝑛𝑥 sin 𝑛𝑥 1
f(x) =- ∫ 𝑊 𝑑𝑥 = - ∫ 𝑛
𝑑𝑥 = − ∫ 𝑛 𝑐𝑜𝑠𝑛𝑥 𝑑𝑥 = 𝑛2 ln(cos nx)
𝑢𝑅 cos 𝑛𝑥.sec 𝑛𝑥 𝑥
g(x) = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 =
𝑊 𝑛 𝑛
1 𝑥
⸫P.I = u f(x) + v g(x) = cos nx . 𝑛2 ln(cos nx)+ sin nx. 𝑛
1 𝑥
The general solution y = C.F + P.I = C1 cos nx + C2 sin nx + cos nx . 𝑛2 ln(cos nx)+ sin nx. 𝑛

Ex.2. Apply the method of variation of parameters to solve y 2 + 4y = 4 tan 2x

Solve: y2 + 4y = 4 tan 2x ……. (i)

𝑑
⇒ (D2 + 4) y = 4tan 2x [ where D= ] ……..(ii)
𝑑𝑥

A.E of (ii)

D2 + 4 = 0 ⇒ D= ±2i
C.F is = C1 cos 2x + C2 sin 2x

Let, u = cos 2x , v= sin 2x , R= 4 tan 2x

Soln: y = C.F + P.I

where,

P.I = u f(x) + vg(x)

𝑢 𝑣
Now, W= |𝑢 𝑣1 |
1

cos 2𝑥 sin 2𝑥
=| |=2≠0
−2𝑠𝑖𝑛2𝑥 2𝑐𝑜𝑠2𝑥
𝑣𝑅 sin 2𝑥.tan 2𝑥 1−𝑐𝑜𝑠 2 2𝑥
f(x) =- ∫ 𝑑𝑥 = - 4 ∫ 𝑑𝑥 = −2 ∫ 𝑑𝑥
𝑊 2 𝑐𝑜𝑠2𝑥

= 2 ∫( cos 2𝑥 − sec 2𝑥)𝑑𝑥 = sin 2x – log (sec 2x+tan 2x)

𝑢𝑅 cos 2𝑥.tan 2𝑥
g(x) = ∫ 𝑊 𝑑𝑥 = ∫ 2
𝑑𝑥 = - cos 2x

⸫P.I = u f(x) + v g(x) = cos 2x {sin 2x – log (sec 2x+tan 2x)} + (sin 2x) (- cos 2x)

= – cos 2x log (sec 2x+tan 2x)

The general solution y = C.F + P.I = C1 cos nx + C2 sin nx - cos 2x log (sec 2x+tan 2x)

Ex.3. Apply the method of variation of parameters to solve y 2 - y = 2/(1+ex)

Sol: y2 - y = 2/(1+ex) ………… (i)

𝑑
⇒ (D2 -1) y = 2/(1+ex) [ where D= ] ……...(ii)
𝑑𝑥

A.E of (ii)

D2 - 1 = 0 ⇒ D= ±1

C.F is = C1 ex + C2 e-x

Let, u = ex, v= e-x, R2/(1+ex)

Soln: y = C.F + P.I

where,

P.I = u f(x) + vg(x)

𝑢 𝑣 𝑒𝑥 𝑒 −𝑥 |= -2 ≠0
Now, W= |𝑢 𝑣1 | = |
1 𝑒𝑥 −𝑒 −𝑥
let, ex= z

so that, ex dx = dz

or, dx= (1/z) dz

 𝑣𝑅 𝑒 −𝑥 {2/(1+𝑒 𝑥)} 𝑑𝑥
f(x) =- ∫ 𝑑𝑥 = - ∫ 𝑑𝑥 =∫
𝑊 −2 𝑒 𝑥(𝑒 𝑥 +1)

𝑑𝑥 1 1 1
= ∫ 𝑧 2 (1+𝑧) = ∫ (𝑧 2 − 𝑧 + 𝑧 ) 𝑑𝑧

= - z-1 – log z + log(1+z) = - e-x – x +log(1+ex), [ putting the vales of ex = z]

𝑣𝑅 𝑒 𝑥 {2/(1+𝑒 𝑥)}
g(x) =- ∫ 𝑊 𝑑𝑥 = ∫ −2
𝑑𝑥 = - log(1+ex)

⸫P. I = u f(x) + v g(x)= ex {- e-x – x +log(1+ex)} + e-x{- log(1+ex)}

Partial Differential Equation (P.D.E)

Partial Differential Equation (P.D.E):

Definition: An equation containing one or more partial derivatives of an unknown function of two or
more independent variable is known as a partial differential equation.

For example, of partial differential equation, we list the following:

𝜕𝑧 𝜕𝑧 𝜕𝑧 2 𝜕3 𝑦 𝜕𝑧
+ = z + xy ……………. (1) ( ) + = 2x( ) …………...(2)
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦 3 𝜕𝑥
1
𝜕𝑧 𝜕𝑧 𝜕2 𝑦 1+𝜕𝑧 2
z ( )+ = x ……………… (3) 2 =
( ) ……………………..(4)
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥

Order of a Partial Differential Equation:

Definition: The order of a partial differential equation is defined as the order of the highest partial
derivative of occurring in the partial differential equation.

Exam: Here: x, y independent & z

𝜕𝑧 𝜕𝑧 dependent
1) 1st order: 𝜕𝑥 + 𝜕𝑦 = z + xy
𝜕𝑧 𝜕𝑧
1 p= 𝜕𝑥 & q= 𝜕𝑦
𝜕2 𝑦 1+𝜕𝑧 2
2) 2nd order: 𝜕𝑥 2 = ( 𝜕𝑥
)
𝜕𝑥
𝜕𝑦
=0
rd 𝜕𝑧 2 𝜕3 𝑦 𝜕𝑧
3) 3 order: (𝜕𝑥 ) + 𝜕𝑦3 = 2x(𝜕𝑥 )

Degree of a Partial Differential Equation:

Definition: The degree of a partial differential equation is the degree of the highest order derivative
which occurs in it after the equation has been rationalized, i.e., made free from radicals and fractions so
far as derivatives are concerned. or [the degree of a differential equation is the power of its highest
derivative, after the equation has been made rational and integral in all of its derivatives.]
Exam:

𝜕𝑧 2 𝜕3 𝑦 𝜕𝑧
1) 1st degree: (𝜕𝑥 ) + 𝜕𝑦3 = 2x(𝜕𝑥 )

4 2
𝜕2 𝑦 𝜕𝑦 2 𝜕3 𝑦
2) 2nd degree: [𝜕𝑥 2 + ( 𝜕𝑥 ) ] = k2(𝜕𝑥 3 )

Formation of Partial Differential Equations:

i) By the elimination of arbitrary constants.

ii) By the elimination of arbitrary functions.

Ex. 1: From the partial differential equation by eliminating arbitrary constant from the equation (x-h)2
+ (y-k)2 + z2 = r2

Soln:

(x-h)2 + (y-k)2 + z2 = r2 …………… (i)

Differentiating (i) partially w.r.t x

𝜕𝑧 𝜕𝑧
2(x-h) + 2z𝜕𝑥 = 0 ⇒ (x-h) = -z𝜕𝑥

Differentiating (i) partially w.r.t y

𝜕𝑧 𝜕𝑧
2(y-k) + 2z𝜕𝑦 = 0 ⇒ (y-k) = -z𝜕𝑦

Putting the values in (i)

𝜕𝑧 𝜕𝑧
(-z𝜕𝑥 )2 + (-z𝜕𝑦 )2 + z2 = r2

𝜕𝑧 𝜕𝑧 𝑟2
⇒z2[(𝜕𝑥 )2 + (𝜕𝑦 )2 + 1] = r2 ⇒ p2+q2+1= 𝑧 2 [ Soln]

Ex. 2: From the partial differential equation by eliminating the arbitrary constant a and b from the
𝒙𝟐 𝒚𝟐
following equation: 2z = +
𝒂𝟐 𝒃𝟐

Soln:
𝑥2 𝑦2
2z = + ……………. (i)
𝑎2 𝑏2

Differentiating (i) partially w.r.t x

 𝜕𝑧 2𝑥
2(𝜕𝑥 ) = 𝑎2
𝑥 𝑥
⇒ p = 𝑎2 ⇒ a2 = 𝑝

Differentiating (i) partially w.r.t y

𝜕𝑧 2𝑦 𝑦
2(𝜕𝑦 ) = 𝑏2 ⇒ b2 = 𝑞

Putting the values in (i)

𝑥2 𝑦2
2z = .p + .q ⇒ 2z = px + qy, which is the required partial differential equation.
𝑥 𝑦

H.W

Ex. 1: From the partial differential equation by eliminating arbitrary constant from the equation x 2 + y2
+ (z-c)2 = a2

Soln:

x2 + y2 + (z-c)2 = a2 ………………. (i)

Differentiating (i) partially w.r.t x

𝜕𝑧
2x + 2(z-c)𝜕𝑥 = 0 ⇒ x + (z-c) p = 0 ……………... (ii)

Differentiating (i) partially w.r.t y we get,

𝜕𝑧
2y + 2(z-c) = 0 ⇒ y + (z-c) q = 0 ………………... (iii)
𝜕𝑦

𝒙𝟐 𝒚𝟐
Ex. 2: From the partial differential equation by eliminating arbitrary constant from the equation 𝒂𝟐 + 𝒃𝟐
𝒛𝟐
+ 𝒄𝟐 = 1

Soln:
𝑥2 𝑦2 𝑧2
+ + = 1 ……………………. (i)
𝑎2 𝑏2 𝑐2

Differentiating (i) partially w.r.t x

𝜕𝑧 𝜕𝑧
2𝑥 2𝑧 𝜕𝑧 𝑐 2 𝑥+ 𝑧𝑎 2 . 𝜕𝑧 𝑧𝑎 2 .
2 + 2. =0 ⇒ 𝜕𝑥
= 0 ⇒ 𝑐 2 𝑥 + 𝑧𝑎2 . =0 ………….(ii) ⇒ 𝑐 2 = - 𝜕𝑥
…………. (iii)
𝑎 𝑐 𝜕𝑥 𝑎2 𝑐 2 𝜕𝑥 𝑥

Again Differentiating (ii) partially w.r.t x

 𝜕𝑧 2 𝜕2 𝑧
𝑐 2 + 𝑎 2 . (𝜕𝑥 ) + 𝑎2 𝑧. 𝜕𝑥 2 = 0 ……………... (iv)

𝑧 𝜕𝑧 𝜕𝑧 2 𝜕2 𝑧
Putting this value of c2 in (ii) and dividing by a2, we obtain − . + ( ) + 𝑧. =0
𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥 2

𝜕2 𝑧 𝜕𝑧 2 𝜕𝑧
⇒ 𝑧𝑥. 𝜕𝑥 2 +x.(𝜕𝑥 ) - z𝜕𝑥 ………………… (v)

Differentiating (i) partially w.r.t y, we get,

𝜕𝑧
2𝑦 2𝑧 𝜕𝑧 𝜕𝑧 𝑧𝑏 2 .
𝜕𝑦
𝑏2
+ 𝑐 2 .𝜕𝑦 = 0 ⇒ 𝑐 𝑦 + 2
𝑧𝑏2 . 𝜕𝑦=0 ……………… (vi) ⇒𝑐 =-
2
𝑦
…………………. (vii)

Again Differentiating (vi) partially w.r.t y

𝜕𝑧 2 𝜕2 𝑧
𝑐 2 + 𝑏2 . (𝜕𝑦 ) + 𝑏2 𝑧. 𝜕𝑦2 = 0

𝑧 𝜕𝑧 𝜕𝑧 2 𝜕2 𝑧
Putting this value of c2 in (v) and dividing by b2, we obtain − . + (𝜕𝑦 ) + 𝑧. 𝜕𝑦2 = 0
𝑦 𝜕𝑦

𝜕2 𝑧 𝜕𝑧 2 𝜕𝑧
⇒ 𝑧𝑦. 𝜕𝑦2 +y.(𝜕𝑦 ) - z𝜕𝑦 = 0 ……. (viii)

𝜕𝑧 𝜕𝑧 𝜕2 𝑧 𝜕𝑧 𝜕𝑧 𝜕2 𝑧
Differentiating (ii) partially w.r.t y, 0+ a2 {(𝜕𝑦 ). (𝜕𝑥 )+ z(𝜕𝑥𝜕𝑦 )} = 0 ⇒ (𝜕𝑦 ). (𝜕𝑥 )+ z(𝜕𝑥𝜕𝑦 )= 0 …….(ix)

(v), (viii) & (ix) are three possible forms of the required partial differential equations.

Find the Lagrange’s subsidiary equation from the standard from:

𝜑(u, v) = 0 …………………(i)

u, v are the function of x, y and z. z dependent and x, y is independent variable.

Lagrange subsidiary
differentiating (i) w.r.t x we get, equation:
𝜕𝜑 𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢 𝜕𝑧 𝜕𝜑 𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣 𝜕𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
( . + . + . )+ ( . + . + . )=0 𝑃
= 𝑄
= 𝑅
𝜕𝑢 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑧 𝜕𝑥

𝜕𝜑 𝜕𝑢 𝜕𝑢 𝜕𝜑
⇒ 𝜕𝑢 ( 𝜕𝑥 + 𝑝 𝜕𝑧 ) + 𝜕𝑣 (𝜕𝑥 + 𝑞 𝜕𝑧 ) = 0
𝜕𝑣 𝜕𝑣 Pp+ Qq = R ⇒ Standard from

𝜕𝜑 𝜕𝜑 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑢
⇒ 𝜕𝑢 / 𝜕𝑣 = - (𝜕𝑥 + 𝑞 𝜕𝑧 ) / ( 𝜕𝑥 + 𝑝 𝜕𝑧 ) ……………… (ii)

Similarly differentiating (i) w.r.t y we get,

𝜕𝜑 𝜕𝜑 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑢
𝜕𝑢
/ 𝜕𝑣 = - (𝜕𝑦 + 𝑞 𝜕𝑧 ) / (𝜕𝑦 + 𝑝 𝜕𝑧 ) …………….. (iii)

From (ii) & (iii)

𝜕𝑣 𝜕𝑣 𝜕𝑣 𝜕𝑣
( +𝑞 ) ( +𝑞 )
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧
𝜕𝑢 𝜕𝑢 = 𝜕𝑢 𝜕𝑢
( +𝑝 ) ( +𝑝 )
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧
 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
⇒ 𝜕𝑥 . 𝜕𝑦 + 𝜕𝑥 . 𝑞. 𝜕𝑧 + 𝑝. 𝜕𝑧 . 𝜕𝑦 + pq 𝜕𝑧 . 𝜕𝑧 = 𝜕𝑥 . 𝜕𝑦 + 𝑞. 𝜕𝑥 . 𝜕𝑧 + 𝑝. 𝜕𝑧 . 𝜕𝑦 + pq 𝜕𝑧 . 𝜕𝑧

𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑢
⇒ p (𝜕𝑧 . 𝜕𝑦 - 𝜕𝑧 . 𝜕𝑦 ) + q (𝜕𝑥 . 𝜕𝑧 - 𝜕𝑥 . 𝜕𝑧 ) = 𝜕𝑥 . 𝜕𝑦 - 𝜕𝑥 . 𝜕𝑦

𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑢
⇒ Pp + Qq = R Where, P= . - . , Q= . - . , R= . - .
𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

2nd Part: u= c1 & v = c2 are two solution total differentiation

𝜕𝑢 𝜕𝑢 𝜕𝑢
𝜕𝑥
. dx + 𝜕𝑦 . dy + 𝜕𝑧 . dz = 0 ………………… (iv)

𝜕𝑣 𝜕𝑣 𝜕𝑣
And 𝜕𝑥
. dx + 𝜕𝑦 . dy + 𝜕𝑧 . dz = 0 ………………… (v)

Now from (iv) & (v)

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 = 𝜕𝑣 𝜕𝑢 𝜕𝑢 𝜕𝑣 = 𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑢 ⇒ = =
. − . . − . . − . 𝑃 𝑄 𝑅
𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦

Exam-01: Solve yzp + zxq = xy

Soln: Here P = yz, Q = zx, R = xy

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
We know the Lagrange subsidiary equation are 𝑃
= 𝑄
= 𝑅
⇒ 𝑦𝑧 = 𝑧𝑥
= 𝑥𝑦

From the fraction,

𝑑𝑥 𝑑𝑦
= ⇒ ∫ 𝑥 𝑑𝑥 = ∫ 𝑦 𝑑𝑦 [ By intrigating]
𝑦𝑧 𝑧𝑥

⇒ x2 -y2 = a

Let, u = x2 -y2 = a
𝑑𝑦 𝑑𝑧
Again, from the fraction, = 𝑥𝑦 ⇒ y2 – z2 = b Let, v = y2 – z2 = b
𝑧𝑥

The required solution is 𝜑(u, v) = 𝜑(x2 -y2, y2 – z2) =0

Exam-02: Solve y2p - xyq = x(z-2y)

Soln: Here P = y2, Q = -xy, R = x(z-2y)

𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧
We know the Lagrange subsidiary equation are 𝑃
= 𝑄
= 𝑅
⇒ 𝑦2 = −𝑥𝑦 = x(z−2y)

From the fraction,

𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦
= ⇒ = ⇒ x2 + y2 = a Let, u = x2 + y2 = a
𝑦2 −𝑥𝑦 𝑦 −𝑥

Again, from the fraction

𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑧 𝑦2
−𝑥𝑦
= x(z−2y) ⇒ −𝑦 = (z−2y) ⇒ z dy – 2y dy = - dz ⇒ z dy + y dz - 2 2 = b

⇒ d(xy) – y2 = b ⇒ zy – y2 = b [ let, v= zy – y2 = b]

The required solution is 𝜑(u, v) = 𝜑(x2 + y2, zy – y2) = 0 .

❖ Find the general integral of ( mz – ny)p + (nx – lz)q = ly -mz by the using multiplier method.

𝑑𝑥 𝑑𝑦 𝑑𝑧
Soln: Lagrange subsidiary equation are 𝑚𝑧−𝑛𝑦
= 𝑛𝑥−𝑙𝑧 = 𝑙𝑦−𝑚𝑧 ……………………. (i)

choosing l, m & n as multipliers of equation (i)

𝑙 𝑑𝑥+𝑚 𝑑𝑦+𝑛 𝑑𝑧 𝑙 𝑑𝑥+𝑚 𝑑𝑦+𝑛 𝑑𝑧
=
𝑙𝑚𝑧 −𝑙𝑛𝑦+𝑚𝑛𝑥−𝑚𝑙𝑧+𝑙𝑛𝑦−𝑚𝑛𝑥 0

𝑑𝑥 𝑙 𝑑𝑥+𝑚 𝑑𝑦+𝑛 𝑑𝑧
Now from the fraction, = ⇒ 𝑙 𝑑𝑥 + 𝑚 𝑑𝑦 + 𝑛 𝑑𝑧 = 0 ⇒ 𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧 = 0
𝑚𝑧−𝑛𝑦 0

let u = 𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧 = a

Again, choosing x, y & z as multipliers of each fraction equation (i)

𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧 𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧
𝑚𝑧𝑥−𝑛𝑥𝑦+𝑛𝑥𝑦−𝑙𝑧𝑦+𝑙𝑧𝑦−𝑚𝑧𝑥
= 0

𝑑𝑦 𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧 𝑥2 𝑦2 𝑧2
Now from the fraction, 𝑛𝑥−𝑙𝑧 = 0
⇒ 𝑥 𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧 = 0 ⇒ 2
+ 2
+ 2
= b’

⇒ x2 + y2 + z2 = b

Let, v = x2 + y2 + z2 = b

The required general integral is 𝜑(u, v) = 𝜑(𝑙𝑥 + 𝑚𝑦 + 𝑛𝑧, x2 + y2 + z2) = 0.

❖ Find the general integral of (y - z) p + (z – x) q = x-y to represent a surface pushing through the
curve z=0 & y = 2x
𝑑𝑥 𝑑𝑦 𝑑𝑧
Soln: Lagrange subsidiary equation are 𝑦−𝑧
= 𝑧−𝑥 = 𝑥−𝑦 ……………………. (i)

choosing x, y & z as multipliers of equation (i)

𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧 𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧
𝑥𝑦−𝑥𝑧+𝑦𝑧−𝑥𝑦+𝑥𝑧−𝑧𝑦
= 0

𝑑𝑥 𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧
Now from the fraction, 𝑦 − 𝑧 = 0
⇒ 𝑥 𝑑𝑥 + 𝑦 𝑑𝑦 + 𝑧 𝑑𝑧 = 0 ⇒ x2 + y2 + z2 = a ………. (ii)

Again, choosing 1, 1 & 1 as multipliers of equation (i)

 𝑑𝑥+𝑑𝑦+𝑑𝑧 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧
(𝑦−𝑧)+(𝑧−𝑥) +(𝑥−𝑦)
= 0
⇒ 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 = 0 ⇒ x + y + z = b ………………. (iii)

when z= 0 & y = 2x

⇒ x2 + y 2 = a x+y=b

⇒ x2 = a/5 …...(iv) x = b/3 ⇒ x2 = b2 / 9 …………... (v)

From (iv) & (v) ⇒ a/5 = b2 / 9 ⇒ 9a = 5b2 ⇒ 9(x2 + y2 + z2) = ( x + y + z)2

❖ Solve (y2 + z2 – x2) p – 2xyq = - 2xz the general integral.

𝑑𝑥 𝑑𝑦 𝑑𝑧
Soln: Lagrange subsidiary equation are 𝑦 2 +𝑧 2 −𝑥 2
= −2𝑥𝑦 = −2𝑥𝑧 ……………………. (i)

Taking the last two fractions of (i), we have

𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑧
−2𝑥𝑦
= −2𝑥𝑧 ⇒ 𝑦
= 𝑧
⇒ log y – log z = log c1 ⇒ y/z = c1 ………………. (ii)

choosing x, y & z as multipliers of equation (i)

𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧 𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧
𝑥𝑦 2 +𝑥𝑧 2 −𝑥 3−2𝑥𝑦 2 −2𝑥𝑧 2
= −𝑥(𝑥 2 +𝑦 2 +𝑧 2 )

𝑥 𝑑𝑥+𝑦 𝑑𝑦+𝑧 𝑑𝑧 𝑑𝑧 2𝑥 𝑑𝑥+2𝑦 𝑑𝑦+2𝑧 𝑑𝑧 𝑑𝑧

Now from the fraction, = ⇒ - =0
−𝑥(𝑥 2 +𝑦 2 +𝑧 2 ) −2𝑥𝑧 𝑥 2 +𝑦 2 +𝑧 2 𝑧

⇒ log 𝑥 2 + 𝑦 2 + 𝑧 2 – log z = log c2 ⇒ (𝑥 2 + 𝑦 2 + 𝑧 2 )/z = c2

The required general integral is 𝜑(u, v) = 𝜑{y/z, (𝑥 2 + 𝑦 2 + 𝑧 2 )/z} = 0.

❖ Find the general integral of (y-z) {2xyp + (x2 – y2) q} + z (x2 – y2) = 0 when x = t2, y=0, z= t3
𝑑𝑥 𝑑𝑦 𝑑𝑧
Soln: Lagrange subsidiary equation are 2𝑥𝑦(𝑦−𝑧)
= (𝑦−𝑧)(𝑥 2− 𝑦2 ) = −𝑧(𝑥 2 − 𝑦2 ) ……………………. (i)

Charpit’s Method
Definition: A method for finding a complete integral of the general first-order partial differential
equation in two independent variables; it involves solving a set of five ordinary differential equations.

or, It is a general method for solving (finding the complete solution) of Non- Linear first order partial
equation.
Let he given partial equation differential of first order and non-linear i p & q be

f(x, y, z, p, q)=0

We know that dz = p dx + q dy

Charpit’s auxiliary equation:

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 = 𝜕𝑓 = 0
+𝑝 +𝑞. −𝑝( )−𝑞( ) − −
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞 𝜕𝑝 𝜕𝑞

❖ Find a complete integral of z = px + qy + p 2 + q2

Sol. : Let, f(x, y, z, p, q) = z - px - qy - p2 - q2

𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
Here, = -p, = 1, = -q, = -2p-x, = -y – 2q.
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑝 𝜕𝑞

We know the Charpit’s auxiliary equation:

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 = 𝜕𝑓 = 0
+𝑝 +𝑞. −𝑝( )−𝑞( ) − −
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞 𝜕𝑝 𝜕𝑞

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
⇒ = = = = =
−𝑝+𝑝 −𝑞+𝑞 −𝑝(−2𝑝−𝑥)−𝑞(−𝑦−2𝑞) 𝑥+2𝑝 𝑦+2𝑞 0

From fraction From fraction

𝑑𝑝 𝑑𝑥 𝑑𝑞 𝑑𝑦
0
= 𝑥+2𝑝 0
= 𝑦+2𝑞

⇒ (x+2p) dp = 0 ⇒ (y+2q) dq = 0

⇒ ∫ 𝑑𝑝 = ∫ 0 ⇒ ∫ 𝑑𝑞 = ∫ 0

⇒p=a ⇒q=b

putting the values of p & q in the equation: z = ax + by + a2 + b2

❖ p – 3x2 = q2 – y

Sol. Let, f (x, y, z, p, q) = p – 3x2 – q2 + y ………………. (i)

𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
Here, 𝜕𝑥 = -6x, 𝜕𝑧
= 0, 𝜕𝑦
= 1, 𝜕𝑝
= 1, 𝜕𝑞
= – 2q.
We know the Charpit’s auxiliary equation:
𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 = 𝜕𝑓 =
+𝑝 +𝑞. −𝑝( )−𝑞( ) − − 0
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞 𝜕𝑝 𝜕𝑞

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
⇒ −6𝑥+𝑝.0 = 1+𝑞.0 = −𝑝.1−𝑞(−2𝑞) = −1 = 2𝑞 = 0

𝑑𝑝 𝑑𝑥
From the fraction −6𝑥 = −1 ⇒ dp = 6x dx ⇒ p = 3x2 + a

putting this value in (i) ⇒ 3x2 + a – 3x2 – q2 + y = 0

⇒ q2 = a + y ⸫ q = ±√𝑎 + 𝑦

Now, dz = p dx + q dy

⇒ ∫ 𝑑𝑧 = ∫(3𝑥 2 + 𝑎) 𝑑𝑥 ± ∫ √𝑎 + 𝑦 𝑑𝑦
3
𝑥3 2
⇒ z = 3. 3 + ax ± 3 (𝑎 + 𝑦)2 + b
3
2
⇒ z = x3 + ax ± 3 (𝑎 + 𝑦)2 + b Ans.

❖ q = 3p2

Sol. Let, f (x, y, z, p, q) = q – 3p2 = 0 ………………. (i)

𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
Here, 𝜕𝑥 = 0, 𝜕𝑧
= 0, 𝜕𝑦
= 0, 𝜕𝑝
= -6p, 𝜕𝑞
= 1.

We know the Charpit’s auxiliary equation:

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 𝜕𝑓 = 𝜕𝑓 = 𝜕𝑓 = 0
+𝑝 +𝑞. −𝑝( )−𝑞( ) − −
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞 𝜕𝑝 𝜕𝑞

𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝐹
⇒ 0+𝑝.0 = 0+𝑞.0 = −𝑝.(−6𝑝)−𝑞.1 = 6𝑝 = −1 = 0

𝑑𝑝 𝑑𝑥
From the fraction = ⇒ 6p dp = 0 ⇒ dp = 0 ⇒p=a
0 6𝑝

putting this value in (i) ⇒ q – 3a2 = 0 ⇒ q = 3a2

Now, dz = p dx + q dy

⇒ ∫ 𝑑𝑧 = ∫ 𝑎 𝑑𝑥 + ∫ 3𝑎2 𝑑𝑦

⇒ z = ax + 3a2y + b [Ans.]