Professional Documents
Culture Documents
Krishnas - Differential Equations Vector Calculus by
Krishnas - Differential Equations Vector Calculus by
By
A. R. Vasishtha
Retired Head, Dep’t. of Mathematics
Meerut College, Meerut (U.P.)
(Allahabad Edition)
Dedicated
to
Lord
Krishna
Authors & Publishers
Preface
This book on Differential Equations & Vector Calculus has been specially
written according to the latest Allahabad State University Syllabus to meet the
requirements of the B.A. and B.Sc. Part-II Students of Allahabad State
University in Uttar Pradesh.
The subject matter has been discussed in such a simple way that the students
will find no difficulty to understand it. The proofs of various theorems and
examples have been given with minute details. Each chapter of this book
contains complete theory and a fairly large number of solved examples.
Sufficient problems have also been selected from various university examination
papers. At the end of each chapter an exercise containing objective questions has
been given.
We have tried our best to keep the book free from misprints. The authors
shall be grateful to the readers who point out errors and omissions which, inspite
of all care, might have been there.
The authors, in general, hope that the present book will be warmly received
by the students and teachers. We shall indeed be very thankful to our colleagues
for their recommending this book to their students.
The authors wish to express their thanks to Mr. S.K. Rastogi, M.D.,
Mr. Sugam Rastogi, Executive Director, Mrs. Kanupriya Rastogi, Director and
entire team of KRISHNA Prakashan Media (P) Ltd., Meerut for bringing
out this book in the present nice form.
The authors will feel amply rewarded if the book serves the purpose for
which it is meant. Suggestions for the improvement of the book are always
welcome.
— Authors
Syllabus
D ifferential E quations
& Vector Calculus
As per Allahabad State University
(w.e.f. 2018-19)
B.A./B.Sc. Paper-II M.M. : 50
Unit-4: Vector differentiation and integration, gradient, divergence and curl, and their
properties.
Unit-5: Line integrals, surface and volume integrals, Gauss, Green and Stokes
theorems and problems based on these.
B rief C ontents
Dedication.........................................................................(v)
Preface ...........................................................................(vi)
Syllabus ........................................................................(vii)
Brief Contents ...............................................................(viii)
First Degree..........................................................................D-55—D-82
Coefficients......................................................................D-173—D-214
DIFFERENTIAL EQUATIONS
AND VECTOR CALCULUS
C hapters
1. Orthogonal Trajectories
3.
1. Differentiation of Vectors
8.
1. Integration of Vectors
10.
1. Line Integrals
11.
1
D ifferential E quations of
F irst O rder and F irst D egree
1 Definitions
differential equation is an equation containing the dependent and independent
A variables and different derivatives of the dependent variables w.r.t. one or more
independent variables.
The order of a differential equation is the order of the highest derivative (or
differential coefficient) occurring in the equation.
(Lucknow 2007; Meerut 09B, 10B; Bundelkhand 10)
The degree of a differential equation is the degree of the highest derivative (or diff.
coeff.) which occurs in it, after the differential equation has been rationalized (i. e.,
made free from radicals and fractions so far as derivatives are concerned). A
differential equation is called ordinary, if the unknown function depends on only one
argument (independent variable).
(Lucknow 2007; Meerut 09B, 10B; Bundelkhand 10)
A differential equation is said to be partial if there are two or more independent
variables.
A differential equation is said to be linear if the dependent variable, say, ‘ y ' and all its
derivatives occur in the first degree, otherwise it is non-linear.
D-4
Example 1: Find the differential equation of the family of curves y = Ae x + ( B / e x ), for different
values of A and B. (Kanpur 2015)
x −x
Solution: We have y = Ae + Be . …(1)
To obtain the required differential equation the constants A and B are to be
eliminated with the help of the given equation (1) and the two equations obtained by
differentiating (1) once and twice. Thus differentiating (1), we get
dy
= Ae x − Be − x . …(2)
dx
Now differentiating (2), we get
d2 y
= Ae x + Be − x . …(3)
dx2
d2 y
Eliminating A and B between (1), (2) and (3), we obtain = y, which is the
dx2
required differential equation.
Example 2: Find the differential equation of all circles of radius a, or By the elimination of the
constants h and k, find the differential equation of which ( x − h)2 + ( y − k )2 = a2 , is a solution.
dy
2 ( x − h) + 2 ( y − k ) = 0. …(2)
dx
Differentiating (2), we get
2
d2 y dy
1 + ( y − k) + = 0. …(3)
dx2 dx
From (2) and (3), we obtain
[1 + (dy / dx)2 ]
( x − h) = − ( y − k ) (dy / dx) and ( y − k ) = − .
d2 y / dx2
Substituting these values in (1) and simplifying, we obtain
3 2
dy 2 2
2 d y
1 + = a 2 ,
dx dx
Comprehensive Exercise 1
A nswers 1
d2 y d3 y dy
1. 2
=4y 2. 3
−7 +6y =0
dx dx dx
2
d y dy d2 y dy
3. 2
−2 +2y =0 4. x 2
+2 − xy + x2 − 2 = 0
dx dx dx dx
3
dy dy
5. 8 y2 = 4 xy −
dx dx
To solve such a differential equation integrate the two sides and add an arbitrary constant
of integration to any one of the two sides.
Thus, integrating both the sides of (1), we get its solution as
∫ f1 ( x) dx = ∫ f2 ( y) dy + c,
where c is an arbitrary constant. The arbitrary constant can be chosen in any form
suitable for the answer, i. e., we can replace it by log c, tan−1 c, sin c , e c , etc.
y ex
Solution: Here dy = dx, (the variables being separated)
y +1 1+ ex
1 ex
or 1 − dy = dx.
y + 1 1+ ex
∴ integrating, we get
y − log ( y + 1) = log (1 + e x ) + log c , (c being an arbitrary constant)
or y = log [c ( y + 1) (1 + e x )]
or c ( y + 1) (1 + e x ) = e y, which is the required solution.
Solution: Here the variables are not separable but some suitable substitution will
reduce the differential equation to a form in which the variables are separable. Here we
put x + y = v.
Differentiating both sides w.r.t., ‘x ’, we have
dy dv dy dv
1+ = or = − 1.
dx dx dx dx
By these substitutions the given equation reduces to
dv dv dv
− 1 = v2 , or = v2 + 1, or 2
= dx.
dx dx v +1
D-8
or tan−1 ( x + y) = x + c, [∵ v = x + y]
Comprehensive Exercise 2
A nswers 2
1. (i) xy = ce y− x
1 2 1 2
(ii) log{ x (1 − y)2 } = x − y −2y + c
2 2
1 2
2. (i) ( x + y2 ) + ( x − y) + log { c ( x − 1)( y + 1)} = 0
2
(ii) y = c (a + x) (1 − ay)
1 3
3. (i) tan x tan y = c (ii) e y = ex + x +c
3
4. (i) sin x (e y + 1) = c (ii) tan y = c (1 − e x )3
3
5. (i) (e3 s − 1) = c1 e(3 s + x ), where c1 = e3 c (ii) sec y = c − 2 cos x
− by ax
6. (i) − (1/ b) e = (1/ a) e +c
1
(ii) log (1 + y2 ) = log x + tan−1 x + log c
2
a x − y − a
7. (i) y = −1 (ii) y+c= log
2 x − y + a
1 1
8. (i) y = c + tan ( x + y) (ii) tan ( x + y) = x + c
2 2
1
9. (i) [− 2 /( x + c )] = 1 + tan ( x + y)] (ii) ( x + c ) e( x + y) + 1 = 0
2
D-10
dv v2 − 1 v2 − 1 − 2 v2 −1 − v2
or x = −v= =
dx 2v 2v 2v
2 v dv dx
or =− , in which the variables have been separated.
v2 + 1 x
∴ integrating, we get
log (v2 + 1) = − log x + log c
or log {(v2 + 1) ⋅ x} = log c or x (v2 + 1) = c
or x {( y / x)2 + 1} = c [putting v = y / x]
2 2
or ( y + x ) = cx, which is the required solution.
dv v2 v2 + v2 + v 2 v2 + v
or x =− −v=− =− ,
dx v +1 v +1 v +1
Integrating, we get
v +1
− log x + log c =
∫ v (2v + 1) dv , where c is an arbitrary constant.
v +1 A B
Now let = + . Then A = 1, B = − 1.
v (2 v + 1) v 2 v + 1
v +1 1 1 1
∴
∫ v (2v + 1) dv = ∫ v − 2v + 1 dv = log v − 2 log (2v + 1) .
Hence the solution is
1
− log x + log c = log v − log (2 v + 1)
2
1
or log (2 v + 1) = log v + log x − log c
2
or log (2 v + 1)1 /2 = log (vx / c )
or {2 ( y / x) + 1}1 /2 = y / c [∵ v = y / x]
2 2 2 2
or (2 y + x) / x = y / c or c (2 y + x) = xy .
D-12
Example 9: Solve x2 y dx − ( x3 + y3 ) dy = 0 .
(Gorakhpur 2007; Garhwal 07; Agra 08; Kumaun 08; Kanpur 15)
Solution: The given equation can be written as
dy x2 y
= 3 . …(1)
dx x + y3
This is a homogeneous equation as each term in the N r and Dr on the R.H.S. is of the
same degree (3rd degree).
dy dv
∴ putting y = vx and =v+ x in (1), we get
dx dx
dv x2 . vx v dv v v4
v+ x = 3 3 3
= or x = − v = −
dx x + v x 1 + v3 dx 1 + v3 1 + v3
dx (1 + v3 ) dv dx 1 1
or =− or = − 4 dv − dv .
x v4 x v v
∴ integrating, we get
log x + log c = 1/(3 v3 ) − log v
or log (cxv) = 1/(3 v3 )
or 3 log (cxv) = 1/ v3 or log (cxv)3 = 1/ v3
3 3
/ y3
or c 3 x3 v3 = e1 / v or c 3 y3 = e x [∵ v = y / x]
3 3
or y3 = ke x / y
, which is the required solution.
Comprehensive Exercise 3
6. x2 dy + y ( x + y) dx = 0 .
7. x ( x − y) dy = y ( x + y) dx.
dy y2
8. x + = y.
dx x
9. x dy − y dx = √ ( x2 + y2 ) dx. (Meerut 2008; Lucknow 10)
A nswers 3
1
1. log ( y − x) = c + x /( y − x) 2. log ( x2 + y2 ) + tan−1 ( y / x) = log c
2
2
/(2 y2 )
3. x2 − y2 = cx 4. cy = e x
5. y = ke y / x 6. ( y + 2 x) = c 2 x2 y
7. c 2 xy = e − x / y
8. cx = e x / y
9. y + √ ( y2 + x2 ) = cx2 10. x + ye x / y
=c
y
13. e − y / x + log x = c 14. sin + log x = c
x
15. y = x sinh ( x + c ) 16. log ( x + y) + 2 xy ( x + y)−2 = c
D-15
can be reduced to homogeneous form by taking new variables X and Y such that
x = X + h and y = Y + k , where h and k are constants to be so chosen as to make the
given equation homogeneous. With the above substitutions we get dx = dX and
dy = dY , so that dy / dx = dY / dX . Hence the given equation becomes
dY a ( X + h) + b (Y + k ) + c aX + bY + (ah + bk + c )
= = .
dX a1 ( X + h) + b1 (Y + k ) + c1 a1 X + b1Y + (a1h + b1k + c1)
To solve such a differential equation put v = a1 x + b1 y, get rid of y and then the
transformed equation will be such that the variables are separable.
dy y − x +1
Example 12: Solve = .
dx y + x +5 (Kumaun 2011)
a b
Solution: Here ≠ i. e., the coefficients of x and y in the numerator and
a1 b1
denominator of the expression for (dy / dx) are not proportional. Such equations can be
reduced to homogeneous form by taking new variables X and Y such that x = X + h
and y = Y + k . where h and k are constants to be taken at our choice. With these
substitutions the given equation reduces to
dY Y + k − X − h + 1 Y − X + (k − h + 1)
= = . …(1)
dX Y + k + X + h + 5 Y + X + (k + h + 5)
Choose h and k such that
k − h + 1= 0 and k + h + 5 = 0.
D-16
Integrating, we have
log (v2 + 1) + 2 tan−1 v = − 2 log X + c
or log {(v2 + 1) X 2 } = − 2 tan−1 v + c
or log (Y 2 + X 2 ) = − 2 tan−1 (Y / X ) + c , [∵ v = Y / X ]
or log [( y + 3)2 + ( x + 2)2 ] + 2 tan−1 {( y + 3) / ( x + 2)} = c ,
[∵ Y = y − k = y + 3, X = x − h = x + 2 ]
which is the required solution.
dy 2 x + 2 y − 2
Example 13: Solve = ⋅
dx 3x + y − 5 (Lucknow 2005)
4 1
= − dv , by resolving into partial fractions
3 (v − 1) 3 (v + 2)
dX 1 4
or 3 = − dv.
X
v + 2 v − 1
Integrating, we get
3 log X = log (v + 2) − 4 log (v − 1) + log c
or log { X 3 (v − 1)4 } = log { c (v + 2)}
or X 3 [(Y / X ) − 1]4 = c {(Y / X ) + 2}, [∵ v = Y / X ]
4
or (Y − X ) = c (Y + 2 X )
or {( y + 1) − ( x − 2)}4 = c {( y + 1) + 2( x − 2)}
or ( y − x + 3)4 = c (2 x + y − 3), which is the required solution.
Example 14: Solve (2 x + y + 1) dx + (4 x + 2 y − 1) dy = 0 .
(Lucknow 2011; Kanpur 12, 15)
dy 2x + y + 1
Solution: We have =− .
dx 4x + 2 y − 1
a b
Here = .
a1 b1
∴ let 2 x + y = v so that 2 + (dy / dx) = dv / dx.
With these substitutions the given equation reduces to
dv v +1
−2= − ,
dx 2v − 1
dv v + 1 3v − 3
or =2− =
dx 2v − 1 2v − 1
2v − 1 2 (v − 1) + 1 1
or 3 dx = dv = dv = 2 + dv.
v −1 v −1 v − 1
∴ integrating, we have
3 x + c = 2 v + log (v − 1)
or 3 x + c = 2 (2 x + y) + log (2 x + y − 1), [∵ v = 2 x + y]
or x + 2 y + log (2 x + y − 1) = c , which is the required solution.
Comprehensive Exercise 4
9. (2 x + 4 y + 1) dy = (2 y + x + 1) dx.
10. (2 x + y + 1) dx + (4 x + 2 y − 1) dy = 0 . (Lucknow 2011)
A nswers 4
1. ( x + y − 2) = c 2 ( x − y)3
2. (5 y − 7)2 + (5 x − 1) (5 y − 7) − (5 x − 1)2 = c
3. 3 x2 + 4 xy + 3 y2 − 10 x − 10 y = c
e∫
P dx
(dy / dx) + Pye ∫ P dx = Qe ∫ P dx
d
or
dx
{ ye∫ P dx} = Qe∫ P dx .
Integrating both sides w.r.t., ‘x’, we get
ye ∫ P dx = P dx
∫ Qe∫ dx + c ,
Working Rule :
(i) Write the given equation in the form
dy dx
+ Py = Q or + Px = Q as the case may be.
dx dy
(ii) Find the integrating factor e ∫ P dx or e ∫ P dy.
(iii) The solution of the differential equation is either
y ⋅ (I. F. ) =
∫ {Q ⋅ (I. F. )} dx + c
or
∫
x ⋅ (I. F. ) = { Q ⋅ (I. F. )} dy + c as the case may be.
dy 2
Example 15: Solve + 2 xy = e − x .
dx (Meerut 2001, 03, 10B; Kumaun 06)
dy 2
Solution: The given differential equation is + 2 xy = e − x , which is linear with y as
dx
the dependent variable.
2
Here P = 2 x, and Q = e − x .
1 2
= x2 .
We have
∫ P dx =
∫ 2 x dx = 2 ⋅ 2 x
2
P dx
Therefore I.F. = e ∫ = ex .
2
P dx
∴ integrating factor (I.F.) = e ∫ = e log ( x − 1)
= ( x2 − 1).
1 1
the solution is y. ( x2 − 1) = 2
∴
∫ ( x2 − 1) ⋅ ( x − 1) dx + c , ∵ Q = 2
( x − 1)
y ( x2 − 1) =
or
∫ dx + c = x + c.
Hence y ( x2 − 1) = x + c is the required solution.
y (I. F. ) =
∫ Q ⋅ (I. F. ) dx + c
yx2 = 2 [∵ Q = x log x]
i. e.,
∫ ( x log x) x dx + c,
yx2 = x3 log x dx + c
or
∫
1 x4 x4 [integrating by parts]
yx2 = (log x) ⋅
or ⋅
x 4
dx + c ,
4
−
∫
1 1 1
or yx2 = x4 log x − ⋅ ( x4 ) + c
4 4 4
1
Hence 4 yx2 = x4 log x − x4 + k is the required solution.
4
Example 18: Solve cos2 x (dy / dx) + y = tan x.
(Meerut 2003, 13; Avadh 05; Garhwal 06)
dy
Solution: The given equation can be written as + sec2 x . y = tan x sec2 x, which is
dx
linear with y as the dependent variable.
Here P = sec2 x, and Q = tan x sec2 x.
2
We have
∫ P dx = ∫ sec x dx = tan x.
D-21
∴ I. F. = e ∫ P dx = e tan x .
ye tan x t 2
or =
∫ t e dt + c, putting tan x = t and sec x dx = dt
= [t e t − e t dt] + c , integrating by parts
∫
= t e t − e t + c = tan x e tan x
− e tan x
+c
tan x tan x
or ye =e (tan x − 1) + c .
Example 19: Solve (1 + y2 ) dx = (tan−1 y − x) dy. (Agra 2005; Avadh 07; Rohilkhand 10;
Bundelkhand 03, 04; Meerut 13B; Garhwal 11)
Solution: The given equation can be written as
dx tan−1 y − x dx 1 tan−1 y
= or + ⋅x = .
dy 1 + y2 dy 1 + y 2
1 + y2
−1
P dy
Hence I.F. = e ∫ = e tan y
.
Example 20: Solve (dy / dx) + 2 y tan x = sin x, given that y = 0 when x = π / 3.
dy
Solution: We have + 2 tan x . y = sin x, which is linear with y as dependent
dx
variable.
2
Here P = 2 tan x and so
∫ P dx = ∫ 2 tan x dx = 2 log sec x = log sec x.
sec2 x
∴ I.F. = e ∫ P dx = e log = sec2 x.
D-22
Comprehensive Exercise 5
A nswers 5
1. xy = x n + 2 / (n + 2) + c 2. y = 1 + ce1 / x
D-23
3. 6 xy = 2 x3 + 9 x2 + 12 x + c
1 1 1 1
4. y tan3 ( x) = 2 tan ( x) − x − tan3 ( x) + c
2 2 3 2
2 4 3
5. y (1 + x ) = x + c 6. y (1 + x2 ) = sin x + c
3
1 1
7. y ( x2 + 1) = cx + x3 log x − x3
2 4
1
8. yx2 = − x2 cos x + 2 x sin x + 2 cos x + c 9. yx = − cos x2 + c
2
10. y sec x = tan x + c 11. y = tan x + c √ (tan x)
12. y (1 + x) = x + ce x 13. x = y3 + cy
−1 1 2 tan −1
14. x = ce y − y − 2 15. xe tan y
= e y
+c
2
1 dy φ ( y)
⋅ + P⋅ = Q.
f ( y) dx f ( y)
φ ( y)
Now we try the substitution = v⋅
f ( y)
dv d φ ( y) 1 dy
If = = K⋅ ,
dx dx f ( y) f ( y) dx
1 dv
where K is some constant, the equation reduces to the form + Pv = Q, or
K dx
dv
+ K Pv = KQ, which is a linear differential equation, with v as the dependent
dx
variable.
dy 1
Example 21: Solve + y = x2 y6 .
dx x
Solution: The given equation on dividing out by y6 , becomes
1 dy 1 1
+ ⋅ = x2 . …(1)
y6 dx x y5
1
Put = v, so that
y5
5 dy dv 1 dy 1 dv
− = or =− .
y6 dx dx y 6 dx 5 dx
With these substitutions the equation (1) becomes
1 dv 1 dv 5
− + ⋅ v = x2 or − v = − 5 x2 .
5 dx x dx x
This is a linear equation with v as the dependent variable. Here P = − 5 / x and
Q = − 5 x2 .
We have
−5
= log (1/ x5 ).
∫ P dx = ∫ (− 5 / x) dx = −5 log x = log x
5
∴ I.F. = e ∫ P dx = e log (1 / x )
= 1/ x5 .
∴ the solution is
v ⋅ (I. F. ) =
∫ {Q ⋅ (I. F. )} dx + c
v ⋅ (1/ x5 ) = − 5 x2 ⋅ (1/ x5 ) dx + c = −5 x −3 dx + c
i. e.,
∫ ∫
5 −2
i. e., (1/ y5 ) ⋅ (1/ x5 ) = x + c. [Note that v = 1/ y5 ]
2
5
Hence 1/( x5 y5 ) = ⋅ (1/ x2 ) + c is the required solution.
2
D- 25
dy x
Example 22: Solve + y = x √ y.
dx 1 − x2
Solution: Dividing both sides of the given equation by 2 y1 /2 , we have
1 dy 1 x 1
+ √ y = x. …(1)
2 √ y dx 2 1 − x2 2
1 −1 / 2
Now put y1 /2 = v, so that y (dy / dx) = (dv / dx).
2
With these substitutions the equation (1) becomes
dv 1 x 1
+ 2 ⋅ v = x,
dx 2 1 − x 2
which is linear with v as the dependent variable.
1 1
Here P = { x /(1 − x2 )} and Q = x.
2 2
1 x 1 − 2x
We have
∫
P dx =
∫
2 1 − x2
dx = −
4 1 − x2
dx
∫
1
=− log (1 − x2 ) = log (1 − x2 )−1 /4 = log{1/(1 − x2 )1 /4 }.
4
2 1 /4
∴ I.F. = e ∫ P dx = e log{1 /(1− x ) }
= 1/(1 − x2 )1 /4 .
∴ the solution is
1
v /(1 − x2 )1 /4 = { x /(1 − x2 )1 /4 } dx + c
2 ∫
1 −1 / 4 putting (1 − x2 ) = t so that − 2 x dx = dt
v /(1 − x2 )1 /4 = −
or
4
t dt,
∫
1 4 [∵ v = √ y]
or √ y /(1 − x2 )1 /4 = − ⋅ t3 /4 + c ,
4 3
1 [∵ t = (1 − x2 )]
or √ y /(1 − x2 )1 /4 = − (1 − x2 )3 /4 + c .
3
dividing throughout by y2 .
dv 1 log x
or − ⋅v= − .
dx x x
This is linear with v as the dependent variable.
Here P = − 1/ x and Q = − (log x) / x.
∴ I.F. = e ∫ P dx = e ∫ (−1 / x) dx = e − log x
= e log (1 / x) = (1/ x).
Hence the solution is
v (1/ x) =
∫ {− (log x) / x} ⋅ (1/ x) dx + c
v / x = − (1/ x2 ) log x dx + c
or
∫
∫
= − [(− 1/ x) log x − (1/ x)(−1/ x) dx] + c,
dy y y
Example 24: Solve + log y = 2 (log y)2 .
dx x x (Kumaun 2011)
2
Solution: Dividing both sides of the given equation by y (log y) , we have
1 dy 1 1 1
+ ⋅
2
= 2 …(1)
y (log y) dx x log y x
Now put 1/ log y = v, so that
− {1/(log y)2 } ⋅ (1/ y) ⋅ (dy / dx) = dv / dx.
With these substitutions the equation (1) becomes
dv v 1 dv 1 1
− + =+ 2 or − ⋅v= − 2 .
dx x x dx x x
This is linear with v as the dependent variable.
Here P = − 1/ x and Q = − 1/ x2 ,
∴ I.F. = e ∫ P dx = e − ∫ (1 / x)dx = e − log x
= e log(1 / x) = 1/ x.
2
∴ the solution is v / x =
∫ (−1/ x ).(1/ x)dx + c
(1/ log y)(1/ x) = − x −3 dx + c ,
or
∫ [∵ v = 1/ log y]
1 1
or = + c.
x log y 2 x2
dy 1 e y
Example 25: Solve + = .
dx x x2
Solution: On dividing out by e y, the given equation becomes
D- 27
dy 1 1
e− y + e− y ⋅ = 2 . …(1)
dx x x
Now put e − y = v, so that − e − y (dy / dx) = (dv / dx).
With these substitutions equation (1) becomes
dv 1 1 dv 1 1
− + ⋅v= 2 or − ⋅v= − 2 .
dx x x dx x x
This is linear with v as the dependent variable.
Here P = − 1/ x and Q = − 1/ x2 .
∴ I.F. = e ∫ P dx = e ∫ −(1 / x) dx = e − log x
= e log (1 / x) = 1/ x.
Comprehensive Exercise 6
dy
14. (1 − x2 ) + xy = xy2 .
dx (Purvanchal 2006)
dy
15. x + y log y = xye x .
dx (Bundelkhand 2005)
2 3 3
16. Solve xy (dy / dx) − 2 y = 2 x , given that y = 1 when x = 1.
dy dφ dφ
17. Solve + y = φ ( x) , where φ is some function of x only.
dx dx dx
A nswers 6
1. xy (c − log x) = 1
2 3
2. y2 /3 ( x − 1)2 /3 = x ( x − 1)5 /2 − ( x − 1)8 /3 + c
5 20
1 2
1 2 − x 2
3. 1 = 2 y (1 − x ) − cy e 2 4. (1/ y2 ) = ce x + x2 + 1
2
1 2 1
5. y3 ( x + 1)2 = x6 + x5 + x4 + c 6. e x + y (c + x2 ) = 0
6 5 4
3 x
7. 3 y2 = 2 x2 e1 / x + 3 cx2 8. e y = e x − 1 + ce −(e )
16. y3 = − 2 x3 + 3 x6 17. ye φ = φ
∫φe dφ + c
∂M / ∂y = ∂N / ∂x .
The condition is necessary: Suppose the differential equation
M dx + N dy = 0 …(1)
D- 29
is exact. Let the primitive of (1) be u = c , where u is some function of x and y and c is an
arbitrary constant.
Since u is a function of x and y, therefore from partial differentiation, we have
∂u ∂u
du = dx + dy .
∂x ∂y
∂u ∂u
Now u = c ⇒ du = 0 ⇒ dx + dy = 0. …(2)
∂x ∂y
Since the equation (1) is exact, therefore equation (2) must be identical with (1),
therefore, we have
∂u
=M …(3)
∂x
∂u
and = N. …(4)
∂y
Differentiating (3) and (4) partially with respect to y and x respectively, we obtain
∂2 u ∂M ∂2 u ∂N
= , = .
∂y ∂x ∂y ∂x ∂y ∂x
∂2 u ∂2 u ∂M ∂N
But = . Therefore = .
∂y ∂x ∂x ∂y ∂y ∂x
Hence the condition is necessary.
The condition is sufficient: We have to show that if ∂M / ∂y = ∂N / ∂x, then
M dx + N dy = 0 must be an exact differential equation. Let
∫ M dx = P , then
∂P ∂2 P ∂M ∂N
= M, so that = = , by hypothesis.
∂x ∂y ∂x ∂y ∂x
∂N ∂2 P ∂N ∂2 P ∂N ∂ ∂P
Now = ⇒ = ⇒ =
∂x ∂x ∂y ∂x ∂x ∂y ∂x ∂x ∂y
∂P
⇒ N = + f ( y), where f ( y) is some function of y alone.
∂y
∂P ∂P
Now putting M = and N = + f ( y) in M dx + N dy, we have
∂x ∂y
∂P ∂P
M dx + N dy = dx + + f ( y) dy
∂x ∂y
∂P ∂P
= dx + dy + f ( y) dy = dP + f ( y) dy
∂x ∂y
∫ M dx +
∫ N dy =c
∫ M dx +
∫ N dy =c
i. e.,
∫ (ax + hy + g) dx +
∫ (by + f ) dy = c
treating y as a constant
1 2 1
i. e., ax + hxy + gx + by2 + fy = c
2 2
i. e., ax2 + 2 hxy + by2 + 2 gx + 2 fy + c = 0 ,
We have
∂M ∂N ∂M ∂N
= − a and = − a i. e., =
∂y ∂x ∂y ∂x
…(1)
and
∫ N dy (taking in N only those terms which do not contain x)
2 1 3
=
∫y dy =
3
y s …(2)
x dy − y dx
Example 29: Solve x dx + y dy + =0 .
x2 + y2 (Bundelkhand 2007)
Here
y x
M=x− 2 2
and N = y + .
x + y x + y2
2
D-32
We have
∂M 1 ⋅ ( x2 + y2 ) − y ⋅ 2 y x2 − y2 y2 − x2
=0 − = = ,
∂y ( x2 + y2 )2 ( x2 + y2 )2 (x2 + y2 )2
∂N 1 ⋅ ( x2 + y2 ) − x ⋅ 2 x y2 − x2
and =0 + = .
∂x ( x2 + y2 )2 ( x2 + y2 )2
Thus ∂M / ∂y = ∂N / ∂x and hence the given equation is exact. Therefore its solution is
y
∫ x − x2 + y2 dx +
∫ y dy =c
or x2 − 2 tan−1 ( x / y) + y2 = 2 c = k .
Comprehensive Exercise 7
A nswers 7
1. x2 − y2 − xy + 5 y = c . 2. ayx2 + bxy2 = c
3. x + 2 x2 y + 2 xy2 + y = c 4. x2 + y2 + 2 a2 tan−1 ( x / y) = c
D- 33
5. x + y ex / y
=c 6. (e y + 1) sin x = c
1 2x 2 3
7. e − cos x cos y + log sec y = c 8. y cos 2 x + 2 y + y =c
2 3
9. y ( x + log x) + x cos y = c
3 Integrating Factors
(Lucknow 2007)
A differential equation which is not exact can sometimes be made exact by multiplying
by some suitable function of x and y. Such a function is called an integrating factor
(I.F.) of the equation.
Methods used to find the integrating factors:
Method 1: Integrating factor found by inspection: Sometimes integrating factors
are found by inspection.
The students should remember the following exact differentials. These help us in
finding the integrating factors.
x y dx − x dy
(i) d ( xy) = x dy + y dx , (ii) d = ,
y y2
y x dy − y dx x2 2 yx dx − x2 dy
(iii) d = , (iv) d = ,
x x2 y y2
y2 2 xy dy − y2 dx x y dx − x dy
(v) d = , (vi) d tan−1 = ,
x x2 y x2 + y2
y x dy − y dx x y dx − x dy
(vii) d tan−1 = , (viii) d log = ,
x x2 + y2 y xy
y x dy − y dx ex ye x dx − e x dy
(ix) d log = , (x) d = ,
x xy y y2
x dx + y dy
(xi) d {log √ ( x2 + y2 )} = .
x2 + y2
d ( yx) 1 1
2 2
+ dx − dy = 0 . …(1)
x y x y
Now putting xy = v in (1), we have
(1/ v2 ) du + (1/ x) dx − (1/ y) dy = 0 .
Now integrating each term, we get
− (1/ v) + log x − log y = c , where c is a constant
or −(1/ xy) + log x − log y = c [∵ v = xy]
or log ( x / y) = c + (1/ xy), is the required solution.
Comprehensive Exercise 8
8. x dx + y dy + ( x2 + y2 ) dy = 0 .
A nswers 8
1. yx2 + 2 x = 2 cy . 2. y + x3 = cx .
1 2
3. e x + ( x2 / y) = c . 4. ax + (e x / y) = c .
2
2 3 1 2 1 3
5. x − y + (e x / y) = c . 6. − y cos2 x = y + y +c.
3 2 3
7. tan−1 ( y / x) = x + c . 8. x2 + y2 = e c − 2 y.
9. ( x2 + y2 )2 + 2 a2 ( y2 − x2 ) = c .
Solution: Here
Mx − Ny = ( x3 y3 + x2 y2 + xy + 1) y ⋅ x − ( x3 y3 − x2 y2 − xy + 1) xy
= 2 ( x3 y3 + x2 y2 ) = 2 x2 y2 ( xy + 1).
∴ I.F. = 1 / {2 x2 y2 ( xy + 1)}.
The given equation may be written as
[ x2 y2 ( xy + 1) + ( xy + 1)] y dx + [( x3 y3 + 1) − xy ( xy + 1)] x dy = 0 .
Now multiplying by I.F. this becomes
[ x2 y2 ( xy + 1) + ( xy + 1)] y dx [( xy + 1){( x2 y2 − xy + 1) − xy}] x dy
+ =0
2 x2 y2 ( xy + 1) 2 x2 y2 ( xy + 1)
x2 y2 + 1 ( x2 y2 − 2 xy + 1)
or 2 2 y dx + x dy = 0
x y x2 y2
y dx + x dy 2 x2 y
or ( y dx + x dy) + − dy = 0
x2 y2 x2 y
D-36
d ( xy) 2
or d ( xy) + 2 2
− dy = 0 .
x y y
Now integrating each term, we get
xy + (−1/ xy) − 2 log y = c .
Comprehensive Exercise 9
A nswers 9
1. x2 = cy e1 /( xy) 2. xy + log x − log y − 1/( xy) = c
3. x sec ( xy) = cy
Solution: Here Mx + Ny = x3 y − x3 y − y4 = − y4 ≠ 0
dy 1 x3
or = d .
y 3 y3
1 x3
log y = + log c
3 y3
3
/3 y3
or y = ce x .
1 ∂M ∂N
Method 4: If − is a function of x alone, say f ( x), then the integrating
N ∂y ∂x
f ( x) dx
factor for M dx + N dy = 0 is e ∫ .
1 3 1 2 1
Example 34: Solve ( y + y + x ) dx + ( x + xy2 ) dy = 0 .
3 2 4 (Lucknow 2007)
1 3 1 2 1
Solution: Here M = y + y + x and N = ( x + xy2 ) .
3 2 4
∂M ∂N 1
∴ = 1 + y2 and = (1 + y2 ) .
∂y ∂x 4
1 ∂M ∂N 4 1
∴ − = {(1 + y2 ) − (1 + y2 )}
N ∂y ∂x x (1 + y2 ) 4
4 3 3
= ⋅ (1 + y2 ) = ,
x (1 + y2 ) 4 4
which is a function of x alone, say f ( x).
f ( x) dx x3
∴ I.F. = e ∫ = e ∫ (3 / x) dx = e3 log x
= e log = x3 .
Multiplying the given diff. equation by the I.F. x3 , we get
1 1 1
( x3 y + x3 y3 + x5 ) dx + ( x4 + x4 y2 ) dy = 0 ,
3 2 4
which is an exact diff. equation and its solution is
∫ M dx (treating y as a constant)
∫
+ N dy (taking in N terms without x) = c
x4 y x4 y3 x6
i. e., + + = c,
4 12 12
or 3 x4 y + x4 y3 + x6 = 12 c = k .
1 ∂N ∂M
Method 5: If − is a function of y alone, say f ( y), then the integrating
M ∂x ∂y
f ( y) dy
factor for M dx + N dy = 0 is e ∫ .
D-38
f ( y) dy
∴ I.F. = e ∫ = e ∫ (1 / y) dy
= e log y
= y.
Multiplying the given equation with the I.F. y, we have
( xy4 + y2 ) dx + 2 ( x2 y3 + xy + y5 ) dy = 0 ,
which is an exact differential equation and its solution is
∫ M dx (treating y as a constant)
∫
+ N dy (taking in N only those terms which do not contain x)
= c, (a constant)
4 2 5
i. e.,
∫ ( xy + y ) dx ( y constant) +
∫2 y dy = c
1 2 4 1 6
or x y + xy2 + y =c.
2 3
Comprehensive Exercise 10
4. ( xy2 − x2 ) dx + (3 x2 y2 + x2 y − 2 x3 + y2 ) dy = 0 .
D- 39
A nswers 10
1. ( x / y) − 2 log x + 3 log y = c 2. x2 − y2 = cx
3. x3 y2 + ( x2 / y) = c
1 1 1 1 1
4. e6 y[ x2 ( y2 − x) + ( y2 − y+ )] = 0
2 3 6 18 108
This equation is of the form (A) , as mentioned above. So let the possible integrating
factor be x h y k .
Multiplying the given equation by the proposed I.F. x h y k , we have
( x h y k + 2 + 2 x h + 2 y k +1) dx + (2 x h + 3 y k − x h +1 y k +1) dy = 0. …(1)
h k +1 h+2 k
Now (∂M / ∂y) = (k + 2) x y + 2 (k + 1) x y
and (∂N / ∂x) = 2 (h + 3) x h + 2 y k − (h + 1) x h y k + 1.
If the equation (1) is exact, then
(∂M / ∂y) = (∂N / ∂x).
∴ equating the coefficients of x h y k +1 and x h + 2 y k on both sides, we get
k + 2 = − h −1 i. e., h+ k +3=0
and 2k + 2 = 2h + 6 i. e., h− k +2=0.
Solving these, we get h = − 5 / 2 and k = − 1/ 2.
∴ the integrating factor is x h y k = x −5 /2 y − 1 /2 .
∫ M dx (treating y as a constant)
∫
+ N dy (taking in N only those terms which do not contain x)
= c, (a constant)
2 −3 / 2 3 / 2
i. e., − x y + 4 x1 /2 y1 /2 + 0 = c .
3
2 −3 / 2 3 / 2
Hence − x y + 4 x1 /2 y1 /2 = c is the required solution.
3 (Gorakhpur 2007)
Comprehensive Exercise 11
A nswers 11
1. x2 y3 + 2 x3 y4 = c 2. x3 y4 + x2 y6 = c 3. x3 y2 + 4 y6 x2 = c
4 Change of Variables
In some cases a suitable substitution (change of variable) reduces a given differential
equation to one or the other of the forms already discussed and hence the equation can
be solved.
x dx + y dy a2 − x2 − y2
Example 37: Solve = 2 2
.
x dy − y dx x + y
(Rohilkhand 2005; Purvanchal 09; Avadh 09; Bundelkhand 03; Garhwal 10)
x2 + y2 = r2 , …(1)
and y / x = tan θ. …(2)
Differentiating (1), we get
2 x dx + 2 y dy = 2 r dr or x dx + y dy = r dr .
Differentiating (2), we get
x dy − y dx
= sec2 θ dθ
x2
or x dy − y dx = x2 sec2 θ dθ = r2 cos2 θ sec2 θ dθ = r2 dθ.
Integrating, we get
sin−1(r / a) = θ + c
or r = a sin (θ + c )
or √ ( x2 + y2 ) = a sin {tan−1( y / x) + c }.
5 Geometrical Problems
Remember the following formulae of the differential calculus:
Length of the tangent = y √ {1 + (dx / dy)2 } .
Example 38: Find the curves in which the polar subnormal is of constant length.
Solution: Let the constant length of the polar subnormal be a.
But the length of the polar subnormal = dr / dθ .
∴ as given in the question, dr / dθ = a .
This is the differential equation of the required curves.
To solve, put it into the form dr = a dθ. [Separating the variables]
∴ integrating, we get r = aθ + c , where c is an arbitrary constant.
This is the polar equation of the required family of curves.
Example 39: Find the curves for which the sum of the reciprocals of the radius vector and the polar
subtangent is constant.
Solution: The polar subtangent = r2 (dθ / dr).
1 1 dr
∴ as given in the question, + = λ , where λ is a constant.
r r2 dθ
This is the differential equation of the required curves. This equation may be written
as
dr 1
= r2 λ − = r (λr − 1)
dθ r
dr λ 1
or dθ = = − dr. [Separating the variables]
r (rλ − 1) λr − 1 r
∴ integrating, we have
θ + c = log (λr − 1) − log r , where c is an arbitrary constant
or θ + c = log {(λr − 1) / r}, or (λr − 1) / r = e θ + c .
Hence λr − 1 = re θ + c is the equation of the required family of curves.
Example 40: Find the curves in which the cartesian subtangent varies as the abscissa.
Solution: The cartesian subtangent is y /(dy / dx).
∴ as given in the question y /(dy / dx) = λx, where λ is a constant
or λ dx = λx dy
or (dx / x) = λ (dy / y), separating the variables.
∴ integrating, we have
log x = λ log y + log c , where c is an arbitrary constant
Hence log x = log ( y λ . c )
or x = cy λ , is the required family of curves.
D- 43
Example 41: Show that the curve in which the angle between the tangent and the radius vector at
every point is half of the vectorial angle is a cardioid.
1
Solution: As given, φ = θ, where θ is the vectorial angle.
2
1
∴ tan φ = tan θ .
2
But tan φ = r (dθ / dr).
1 1
∴ r (dθ / dr) = tan θ or (dr / r) = (cot θ) dθ ,
2 2
in which the variables have been separated.
1
∴ integrating, we have log r = 2 log (sin θ) + log c ,
2
where c is an arbitrary constant
1 1
or log r = log (sin2 θ) + log c , or log (r / c ) = log (sin2 θ)
2 2
1 1 1
or (r / c ) = sin2 θ = (1 − cos θ) , or r = c (1 − cos θ)
2 2 2
1
or r = a (1 − cos θ), where a = c . This is a cardioid.
2
Example 42: Find the curve for which the tangent at each point makes a constant angle α with the
radius vector.
Solution: As given φ = α (a constant)
or tan φ = tan α .
But tan φ = r (dθ / dr) .
∴ r (dθ / dr) = tan α or (dr / r) = (cot α) dθ .
Now the variables have been separated. Therefore integrating, we have
log r = θ cot α + log c , where c is an arbitrary constant
or log r − log c = θ cot α
or log (r / c ) = θ cot α
or r / c = e θ cot α .
Hence r = ce θ cot α is the required curve.
Example 43: Show that the curve in which the slope of the tangent at any point equals the ratio of
the abscissa to the ordinate of the point is a rectangular hyperbola.
Solution: The slope of the tangent at any point ( x, y) = tan ψ = dy / dx .
dy abscissa x
∴ as given, = =
dx ordinate y
or y dy = x dx , in which the variables have been separated.
1 1
∴ integrating, we have y2 = x2 + c , where c is an arbitrary constant.
2 2
D-44
Example 44: Find the family of curves whose tangent forms an angle π / 4 with the hyperbola
xy = c .
Solution: Let m1 and m2 be the gradients of the tangents of the required family of curves
and the given hyperbola respectively. Since the angle between these tangents is given
1
to be π , therefore
4
m − m2 m − m2
tan (π / 4) = 1 or 1= 1
1 + m1m2 1 + m1m2
or 1 + m1m2 = m1 − m2 or m1 = (1 + m2 ) / (1 − m2 ) . …(1)
Now m1 = gradient of the tangent of the required family of curves = dy / dx
and m2 = (dy / dx) for hyperbola xy = c .
d c c ∵ y = c
∴ m2 = =− 2 ,
dx x x x
Hence from (1), we have
dy 1 + (− c / x2 ) x2 − c 2c
= 2
= 2 = 1 − 2
dx 1 − (− c / x ) x + c x + c
2c
or dy = 1 − 2 dx, in which the variables have been separated.
x + c
2c x
∴ integrating, we have y = x − tan−1 + c1,
√c √ c
where c1 is an arbitrary constant. This is the required family of curves.
Comprehensive Exercise 12
7. Show that the curve for which the normal at every point passes through a fixed
point is a circle.
8. Find the equation of the curve in which the perpendicular from the origin on
any tangent is equal to the abscissa of the point of contact.
9. The normal PN to a curve meets the x-axis in N. If the distance of N from the
origin is twice the abscissa of P, prove that the curve is a rectangular hyperbola.
10. The tangent of any point P of a curve meets the x-axis in Q. If Q is on the
positive side of the origin O and OP = OQ , show that the family of curves
having this property are parabolas whose common axis is the x-axis.
A nswers 12
1
1. tan−1 {( y2 + x) / x} − log { x2 + ( y2 + x)2 } = log c
2
2. r (θ + c ) + a = 0 3. θ = λr − log r + c
2 2 2 1
4. y − x = c 5. λ log y = x3 + c
3
6. y2 = 2 λ { x + (c / 2 λ )} 8. y2 + x2 = cx
dy
7. The differential equation ( x2 + y2 + a2 ) y + x ( x2 + y2 − a2 ) = 0 is
dx
(a) variables separable (b) linear
(c) homogeneous (d) exact (Rohilkhand 2007)
2 4
d2 y dy
8. The order and degree of differential equation 2 + y =
dx dx
(a) 2, 4 (b) 4, 4
(c) 2, 2 (d) 4, 2 (Garhwal 2009, 13)
2 3 /2
dy d2 y
9. The order and degree of the differential equation 1 + =k
dx
dx2
(a) 3, 1 (b) 3, 2
(c) 3, 3 (d) 2, 2 (Garhwal 2010)
4
d4 y d2 y
10. The order and degree of the differential equation + 2 k 2 + k 4 y = 0 is
dx4 dx
(a) 4, 4 (b) 4, 2
(c) 4, 1 (d) 1, 4 (Garhwal 2009)
−1
11. Order and degree of differential equation y ′′ + 2 sin ( y ′) − 3 y = 0 is
(a) order = 2, degree = 1
(b) order = 2, degree does not exist
(c) order does not exist and degree exists
(d) none of these (Garhwal 2012)
D- 47
d4 y d2 y
12. Degree of the differential equation 4
+ 2 k 2 2 + k 4 y = 0 is
dx dx
(a) 4 (b) 2
(c) 1 (d) 0 (Garhwal 2014)
2 3
d2 y dy 2
13. Degree of the differential equation 2 − 1 + = 0 is
dx
dx
(a) 2 (b) 3
(c) 4 (d) 5
(Kumaun 2006, 14; Garhwal 15)
dy 2
19. The solution of the differential equation + 2 xy = e − x is
dx
2 2
(a) ye − x = x + c (b) ye x = x + c
2 2
(c) xe x = y + c (d) xe y = x + c (Garhwal 2010)
D-48
−1 dy
22. The integrating factor in the differential equation (1 + y2 ) + ( x − e tan y
) =0
dx
is
1
−1 −1
(a) e tan x
(b) e tan x
tan−1 y
(c) e (d) 1 (Garhwal 2010)
dy
23. Integrating factor of differential equation x log x + y = 2 log x is
dx
1
(a) (b) x log x
x
1
(c) (d) log x
log x (Garhwal 2012)
dy
24. Integrating factor of the differential equation ( x + 2 y3 ) = y is
dx
(a) y (b) 1/ y
(c) 1 (d) −1/ y (Garhwal 2013)
dy
25. Solution of the differential equation + y2 = 0 is
dx
1 x3
(a) y = (b) y = − +c
x+c 3
(c) y = c e x (d) y = x2 (Kumaun 2015)
23
d2 y dy
26. The degree of the differential equation + 1 + = 0 is
dx2
dx
(a) 1 (b) 2
(c) 3 (d) 4 (Kumaun 2011)
2
27. The differential equation x dx + 2 y dy = 0 is
(a) exact (b) non-exact
(c) partial (d) homogeneous (Kumaun 2014)
D- 49
dy 3 sin x
28. Integrating factor for the differential equation + y = 3 will be
dx x x
(a) x2 (b) x3
(c) x (d) log x (Kumaun 2014)
3
d2 y dy
29. The order of the differential equation + + y4 = e − t is
dt2 dt
(a) 1 (b) 2
(c) 3 (d) none of these (Kumaun 2015)
dx
30. Which of the following is a solution of the differential equation + 3x = 0 ?
dt
(a) x = 3 e − t (b) x = 2 e − 3 t
3
(c) x = − t 2 (d) x = 3 t 2
2 (Kumaun 2015)
dy y
31. Solution of the differential equation = will represent
dx x
(a) family of circles (b) family of straight lines
(c) family of hyperbolas (d) none of these (Kumaun 2015)
dy x 2
32. The differential equation + y = x is
dx 1 − x2
(a) linear (b) homogeneous
(c) exact (d) total (Kumaun 2013)
2
dy
33. The differential equation + 5 y1 /3 = x is
dx
(a) linear of order 2
(b) non-linear of order 1 and degree 2
(c) non-linear of order 1 and degree 6
(d) none of these (Kanpur 2016)
2
d y dy
34. The degree of differential equation + 1+ = 0 is
dx2 dx
(a) 0 (b) 1
(c) 2 (d) 4 (Kanpur 2016)
35. The differential equation whose solution is of the form
y = A cos x + B sin x is
d2 y d2 y
(a) 2
+ y =0 (b) − y =0
dx dx2
d2 y d2 y
(c) + y = A cos x (d) + y = B sin x
dx2 dx2 (Kanpur 2016)
D-50
dy
36. The integrating factor of ( x + 1) − y = e3 x (1 + x)2 is
dx
(a) x + 1 (b) log ( x + 1)
1
(c) (d) e x +1
x +1 (Kanpur 2016)
37. The solution of y ′ + y tan x = cos x, y (0 ) = 0 is
(a) cos x (b) sin x
(c) x cos x (d) x sin x (Kanpur 2016)
38. Which one is the homogeneous equation ?
dy x2 + 2 y2 dy x3 + 2 y3
(a) = 2 (b) = 2
dx 3 x + 2 y3 dx 3 x + 2 y2
dy x2 + 2 y2 dy x2 + 2 y2
(c) = 2 (d) =
dx 3 x + 4 y2 dx 3 x2 + 2 y (Kanpur 2016)
x x 2
39. Solution of differential equation 3 e tan y dx + (1 − e )sec y dy = 0 is
x 3 x 2
(a) tan y = c (1 − e ) (b) tan y = c (1 − e )
x 2
(c) sin y = c (e − 1) (d) tan−1 y = c (1 − e x )3
(Kanpur 2016)
dy 3 y 1
40. Solution of differential equation + = 4 is
dx x x
(a) y x3 = log x + c (b) y x3 = x log x + c
c
(c) y x −3 = log x + (d) y x2 = log x + c
x (Kanpur 2016)
41. In solving (2 x − y + 2) dx + (6 x − 3 y + 4) dy = 0 substitution used is
(a) 2 x − y = z (b) 2 x + y = z
(c) x − y = z (d) x + y = z (Kanpur 2016)
2 2
42. The differential equation ( y2 e x y + 6 x) dx + (2 xye x y − 4 y) dy = 0 is
(a) non-linear, non-homogeneous and not exact
(b) non-linear, non-homogeneous and exact
(c) non-linear, homogeneous and exact
(d) linear, homogeneous and exact
∂M ∂N
43. If M dx + N dy = 0 and = then differential equation is
∂y ∂x
(a) linear (b) homogeneous
(c) non-homogeneous (d) exact differential equation
44. The differential equation M dx + N dy = 0 can be reduced to exact if
1 ∂M ∂N
− is
N ∂y ∂x
(a) a function of x and y (b) a function of x alone
(c) a function of y alone (d) none of these
D- 51
1 ∂N ∂M
45. The differential equation − is
M ∂x ∂y
(a) a function of x and y (b) a function of x alone
(c) a function of y alone (d) none of these
46. The differential equation (ay + x + x ) dx + ( y8 − y + bxy) dy = 0 is exact if
2 8
(a) 2a = b (b) a = b
(c) 2a ≠ b (d) a ≠ b
dy − x2
47. The integrating factor of + 2 xy = e is
dx
2 2
(a) e − x (b) e x
(c) e − x (d) e x
dy
48. The integrating factor of cos2 x + y = tan x is
dx
(a) e tan x (b) e − tan x
cot x
(c) e (d) e − cot x
dy 1
49. The integrating factor of + y = x2 y6 is
dx x
(a) x5 (b) x −5
1 1
(c) 5 (d) − 5
x x
dy
8. The integrating factor of the differential equation + Py = Q , where P and Q
dx
are functions of x only, is …… .
dy
9. The integrating factor of the differential equation ( x2 − 1) + 2 xy = 1 is …… .
dx
dy
10. The integrating factor of the differential equation + 2 y tan x = sin x is …… .
dx
(Kumaun 2009)
11. The ordinary differential equation M dx + N dy = 0 , where M and N are
functions of x and y, is exact if and only if …… .
(Meerut 2003; Bundelkhand 08; Rohilkhand 10)
12. A differential equation which is not exact can sometimes be made exact by
multiplying by some suitable function of x and y. Such a function is called an
…… of the equation.
dx 1 tan−1 y
13. The differential equation + 2
⋅x=
dy 1 + y 1 + y2
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The differential equation y2 dx + ( xy + x2 ) dy = 0 is homogeneous.
2
d3 y dy
2. The order of the differential equation − 7 + 6 y = 0 is 2.
dx3 dx
2
d2 y dy
3. The degree of the differential equation + 4 − 5 y = 0 is 2.
dx2 dx
dy
4. The differential equation x2 + y = 1 is linear with y as dependent variable.
dx
dy
5. The integrating factor of the differential equation + y sec x = tan x is
dx
(sec x + tan x).
D- 53
dy
6. The differential equation ( x + y + 1) = 1 is linear with y as dependent
dx
variable.
∫ M dx +
∫ N dy = c.
treating y as constant taking only those
terms in N which
do not contain x (Meerut 2003)
A nswers
True or False
1. T 2. F 3. F 4. T 5. T
6. F 7. T 8. F 9. F 10. T
11. T 12. T
¨
D-55
2
D ifferential E quations of
T he F irst O rder B ut N ot of
T he F irst D egree
1 Introduction
n the present chapter we shall discuss the solutions of differential equations which
I are of the first order but are of degree higher than one. Such differential equations
will contain only the first differential coefficient dy / dx but it will occur in a degree
higher than one. It is usual to denote dy / dx by p. The general form of such a differential
equation is then
pn + A1 pn − 1 + A2 pn − 2 + … + An − 1 p + An = 0 ,
We can equate each factor to zero and the resulting differential equations of the first
order and first degree can be solved. Let their solutions be
φ1 ( x, y, c1) = 0 , φ2 ( x, y, c2 ) = 0 , ..., φn( x, y, c n) = 0 ,
where c1, c2 , … , c n are arbitrary constants. There is no loss of generality if we replace the
arbitrary constants c1, c2 , … , c n by a single arbitrary constant c because in any of the
above n solutions c is free to take any real value. Thus the n solutions of the given
differential equation are
φ1 ( x, y, c ) = 0 , φ2 ( x, y, c ) = 0 , … , φn ( x, y, c ) = 0 .
Combining the above equations, we get a single composite solution as
φ1 ( x, y, c ) φ2 ( x, y, c ) … φn ( x, y, c ) = 0 .
Solution: Resolving into linear factors, the given differential equation can be written as
( p − 3) ( p − 4) = 0 .
Its component equations are p = 3, p = 4 .
Solving the differential equation p = 3 i. e., dy / dx = 3, we get y = 3 x + c . Also the
solution of the differential equation p = 4 is y = 4 x + c .
So the solutions of the given differential equation are
y = 3 x + c, y = 4 x + c .
The single combined solution is
( y − 3 x − c) ( y − 4 x − c) = 0 .
Example 2: Solve p2 + 2 py cot x = y2 . (Gorakhpur 2005; Rohilkhand 09; Kanpur 08;
Bundelkhand 04)
dy
= (− cot x + cosec x) dx .
y
Integrating, we get
1
log y − log c = − log sin x + log tan x
2
tan 1 x sin 1 x / cos 1 x
y 2 2 2
or log = log = log
c sin x 1 1
2 sin x cos x
2 2
1 1
= log = log .
2 1 1 + cos x
2 cos x
2
∴ y / c = 1/(1 + cos x)
or y = c /(1 + cos x). …(3)
From (2), separating the variables, we have
dy
= − (cot x + cosec x) dx .
y
Integrating, we get
1
log y − log c = − (log sin x + log tan x)
2
1
or log ( y / c ) = − log{(sin x)(tan
x)}
2
1 1 1 1 1
= − log {2 sin x cos x ⋅ (sin x /cos x)} = − log (2 sin2 x)
2 2 2 2 2
= − log (1 − cos x) = log (1 − cos x)−1 = log {1/(1 − cos x)} .
∴ y / c = 1/(1 − cos x)
or y = c /(1 − cos x). …(4)
Thus the solutions of the given differential equation are given by (3) and (4). The
single combined solution is
c c
y− y− =0.
1 + cos x 1 − cos x
Integrating, we get
1 2
log y = x + log c
2
1
or log ( y / c ) = x2
2
1 2
x
or y / c = e2
1 2
x
or y= ce 2 . …(4)
From (2),
p = x2 or dy / dx = x2 or dy = x2 dx .
Integrating, we get
1 3 1
y= x + c
3 3
or 3 y − x3 = c . …(5)
From (3), p = y2
or dy / dx = y2
or (1/ y2 ) dy = dx.
Integrating, we have
− (1 / y ) = x + c
or xy + cy + 1 = 0 . …(6)
Now (4), (5) and (6) are the solutions of the given differential equation. The single
combined solution is
1 x2
y − ce2 (3 y − x3 − c ) ( xy + cy + 1) = 0 .
Example 4: Solve p ( p − y) = x ( x + y) .
Solution: The given differential equation can be written as
p2 − py − ( x2 + xy) = 0 .
Solving for p, we get
dy y ± √ ( y2 + 4 x2 − 4 xy) y ± √ {( y + 2 x)2 } y ± ( y + 2 x)
p= = = = .
dx 2 2 2
Thus the component equations are
dy / dx = { y + ( y + 2 x)} / 2 = y + x, …(1)
and dy / dx = ( y − y − 2 x) / 2 = − x . …(2)
From (1), we have (dy / dx) − y = x , which is a linear differential equation with y as
the dependent variable.
Integrating factor is
− dx
e∫ = e− x .
D-59
ye − x = − xe − x − −x
or
∫ (− e ) dx + c , integrating by parts
or ye − x = − xe − x − e − x + c
or ye − x = − e − x ( x + 1) + c
or y = − ( x + 1) + ce x
or y + x + 1 − ce x = 0 . …(3)
From (2), we have
dy = − x dx .
Integrating, we get
1 2 1
y=− x + c
2 2
or 2 y + x2 − c = 0 . …(4)
Thus (3) and (4) are the required solutions of the differential equation. The single
combined solution is
( y + x + 1 − ce x ) (2 y + x2 − c ) = 0 .
y4 2 y y2
Example 5: Solve 1 − y2 + 2
p −2 p+ 2 =0 .
x x x
1 dx x ± y √ ( x2 − y2 )
or = = .
p dy y
Putting x = vy so that (dx / dy) = v + y (dv / dy), we have
dv vy ± √ (v2 y2 − y2 )
v+ y = = v ± y √ (v2 − 1)
dy y
dv
or y = ± y √ (v2 − 1)
dy
dv
or = ± √ (v2 − 1)
dy
or dy = ± [1/ √ (v2 − 1)] dv, separating the variables.
D-60
Comprehensive Exercise 1
A nswers 1
1. ( y − 2 x − c) ( y − 3 x − c) = 0
2. ( y2 − c x1+√5 )( y2 − c x1−√5 ) = 0
3. ( x2 − y2 − c ) ( y − cx) = 0
4. ( y − cx2 ) ( y2 + 3 x2 − c ) = 0
5. ( y − x − c ) ( xy − c ) = 0
6. ( y − x − c ) ( x2 + y2 − c 2 ) = 0
dp
p = φ x, p, , …(2)
dx
which is a differential equation in two variables x and p. Suppose it is possible to solve
the differential equation (2). Let its solution be
F ( x, p, c ) = 0, …(3)
where c is the arbitrary constant.
Eliminating p between (1) and (3), we get the required solution of (1) in the form
ψ ( x, y, c ) = 0 .
If it is not easily practicable to eliminate p between (1) and (3), we may solve (1) and
(3) to get x and y in terms of p and c in the form
x = f1 ( p, c ), y = f2 ( p, c ) , …(4)
which give us the required solution of (1) in the form of parametric equations, the
parameter being p.
Special case: Equations that do not contain x: In this case the equation has the
form f ( y, p) = 0 . If it is solvable for p, it will give
p = φ ( y) i. e., dy / dx = φ ( y) ,
which can be easily solved by separating the variables.
If it is solvable for y, it will give y = ψ ( p), which can be solved by the method just
explained in article 3.
Example 6: Solve y + px = p2 x4 .
(Rohilkhand 2006; Avadh 08; Agra 08; Purvanchal 11; Lucknow 11; Garhwal 10)
and 1 − 2 x3 p = 0 .
From (2), dp / dx = −2 p / x
or dp / p = −(2 / x) dx .
Integrating, we get
log p = − 2 log x + log c
or log px2 = log c
or px2 = c or p = c / x2 .
Substituting this value of p in (1), we get
y = − x (c / x2 ) + (c 2 / x4 ). x4
or y = − (c / x) + c 2
or xy = c 2 x − c , as the required solution of (1).
Note: If we eliminate p between (1) and (3), we get
y = − (1/ 2 x3 ) x + (1/ 4 x6 ). x4 = − (1/ 2 x2 ) + (1/ 4 x2 ) = −1/ 4 x2 ,
which is also a solution of (1) because it satisfies (1). This solution itself does not
contain any arbitrary constant. Also it cannot be obtained from the general solution
xy = c 2 x − c by giving any particular value to c. Such a solution is called the singular
solution and we shall discuss it in details later on.
Example 7: Solve y = 2 px − p2 . (Meerut 2001, 04B; Kanpur 07, 15; Kumaun 09, 11)
2
or x= p + cp−2 …(3)
3
D-63
Here it is not easily practicable to eliminate p between (1) and (3). So putting the value
2
of x from (3) in (1), we get y = 2 p ( p + cp−2 ) − p2
3
1 2
or y = p + 2 cp−1. …(4)
3
The equations (3) and (4), which express x and y in terms of a parameter p, constitute
the required solution of (1).
2
dy dy
Example 8: Solve y − x = x + .
dx dx (Meerut 2008; Kumaun 08)
or x e p = −2 ( pe p − e p ) + c , integrating by parts
or x e p = − 2 e p ( p − 1) + c
or x = − 2 ( p − 1) + ce − p . …(3)
Substituting this value of x in (1), we get
y = (1 + p) { − 2 ( p − 1) + ce − p } + p2
or y = c (1 + p) e − p + 2 − p2 . …(4)
The equations (3) and (4), which express x and y in terms of a parameter p, constitute
the required solution of (1).
Example 9: Solve y = a √ (1 + p2 ).
Integrating, we get
x = a log { p + √ (1 + p2 )} + c . …(2)
Now from (1),
y2 = a2 + a2 p2 or a2 p2 = y2 − a2 or p = √ ( y2 − a2 ) / a .
Putting √ (1 + p2 ) = y / a and p = √ ( y2 − a2 ) / a in (2), we get
√ ( y2 − a2 ) y
x = a log + +c
a a
or x = a log { y + √ ( y2 − a2 )} − a log a + c
or x = a log { y + √ ( y2 − a2 )} + c ,
writing c for − a log a + c because c is an arbitrary constant.
Hence the required solution is
x = log { y + √ ( y2 − a2 )} + c .
Comprehensive Exercise 2
3. x2 + p2 x = yp .
A nswers 2
1. ( y − c 2 )2 = 4 cx
12 2 8
2. x=− p + cp−3 /2 , y = − p3 + 3 cp−1 /2
7 7
1 1 1
3. x = − p3 + cp1 /2 , y = (− p2 + cp1 /2 )2 / p + p2 (− p2 + cp1 /2 )
3 3 3
4. y = 2 c √ x + f (c 2 )
5. x2 + y2 − 2 xc = 0
D-65
y y2 p2
or x= − . …(1)
2p 2
Differentiating (1) w.r.t. y and writing 1/p for dx / dy, we obtain
1 1 y dp 2 yp2 y2 dp
= − 2 − − ⋅2p
p 2 p 2 p dy 2 2 dy
1 y dp
or + yp2 + 2 + py2 =0
2p 2 p dy
1 1 dp
or p 2 + py + y 2 + py =0
2 p 2 p dy
1 dp
or + py p + y = 0 .
2 dy
2 p
dp 1
∴ p+ y =0 or + py = 0 .
dy 2 p2
1
The equation + py = 0 will give us the singular solution of (1).
2 p2
dp
From p + y = 0, we have
dy
dp p
=− or (1/ p)dp = −(1/ y) dy.
dy y
Integrating, we get
log p = − log y + log c or log py = log c
or py = c or p = c / y.
Substituting this value of p in the given differential equation, we get
y = 2 x ⋅ (c / y) + y2 (c 3 / y3 ) or y = 2 cx / y + c 3 / y
or y2 = 2 cx + c 3 , which is the required solution.
dp p 2 y p2 1
or − 2 = −
dy 2 y 2 p
p 4 y
D-67
dp p 2 y p p 2 y
or − 2 = − 2
dy 2 y p 2y 2 y p
dp p cancelling the common factor on either side which
or = ,
dy 2 y corresponds to the singular solution of (1)
or (2 / p) dp = (1/ y) dy, separating the variables.
Integrating, we get
2 log p = log y + log c or log p2 = log cy
or p2 = cy . …(2)
Now we shall eliminate p between the given differential equation and the equation (2).
From the given differential equation, we have
8 y2 = p (4 xy − p2 )
or 8 y2 = (cy)1 /2 (4 xy − cy), substituting for p from (2)
or 8 y2 = c1 /2 y3 /2 (4 x − c ) or 8 y1 /2 = c1 /2 (4 x − c )
1 2
or 64 y = c (4 x − c )2 or 64 y = 16 c ( x − c) ,
4
1 1 1
or y= c ( x − c )2 or y = c ( x − c ) , writing c for c.
4 4 4
Hence the required solution is y = c ( x − c )2 .
1
= − 2 a √ ( p2 − 1) +
∫
2 dp + c
√ ( p − 1)
1 1
= − 2 a [ p √ ( p2 − 1) − cosh −1 p + cosh −1 p] + c
2 2
= − ap √ ( p2 − 1) − a cosh −1 p + c
c − a cosh −1 p
or y= − ap. …(3)
√ ( p2 − 1)
Substituting this value of y in (1), we get
c − a cosh −1 p p (c − a cosh −1 p)
x = p 2
− ap + ap2 or x= . …(4)
√ ( p − 1) √ ( p2 − 1)
The equations (3) and (4) constitute the parametric equations of the required
solution.
Comprehensive Exercise 3
A nswers 3
1. log y = cx + c 2 2. y2 − 2 cx + c 2 = 0
3. y = 4 c ( xyc + 1) 4. ac 2 + (2 x − b) c − y2 = 0
5. x = (a / p3 ) + (b / p2 ), y = (3 a / 2 p2 ) + (2 b / p) + c
6. x = p /(1 + p2 ) + tan−1 p, y = c − 1/(1 + p2 ) 7. ( x − a)2 + ( y + c )2 = 1
5 Clairaut’s Equation
(Meerut 2004; Lucknow 08)
(a) The differential equation
y = px + f ( p) , …(1)
D-69
Example 13: Solve y = x (dy / dx) + (dy / dx)2 . (Meerut 2011; Kumaun 14; Kanpur 15)
D-70
Example 14: Solve p = log ( px − y). (Gorakhpur 2007; Lucknow 09; Garhwal 09)
xp2 = − n pn dp + c = − n pn +1 /(n + 1) + c
or
∫
or x = cp−2 − { n /(n + 1)} pn −1. …(3)
Substituting this value of x in (1), we get
y = 2 p [cp−2 − { n / (n − 1)} pn −1] + pn
2n n n −1 n
or y = 2 cp−1 + pn − p = 2 cp−1 − p. …(4)
n +1 n +1
The equations (3) and (4), which express x and y in terms of a parameter p, constitute
the required solution.
Comprehensive Exercise 4
A nswers 4
1. y = cx + a / c 2. y = cx + ac (1 − c )
3. y = cx + c − c 3 4. ( y − cx) (c − 1) = c
5. ( x − a) c 2 + ( x − y) c − y = 0 6. c 2 ( x2 − a2 ) − 2 cxy + y2 + a2 = 0
7. ( y − cx)2 = 4 / c 2 8. y = cx − cos −1 c
1 1
9. x = p2 + c p−1, y = − xp log p + (2 + 3 log p) p3
3 9
10. y2 = cx2 + c 2 11. e y = ce x + c 3
For each real value of c the equation (2) represents a curve. Thus (2) is the equation of a
family of curves; c being the parameter for the family. Hence every differential equation of
the first order represents a family of curves.
Let us take any point ( x1, y1) in the plane. If we substitute the coordinates of this point
in (1) and (2) and solve the resulting equations in p and c, the values of c so obtained are
the values of the parameter for the curves of the family (2) which pass through ( x1, y1)
and the values of p are the slopes of the tangents to these curves at the point ( x1, y1).
Naturally the degree of c in (2) must be equal to the degree of p in (1).
8 Singular Solutions
(Gorakhpur 2009)
Sometimes a differential equation (for degree higher than one) possesses a solution
which does not contain any arbitrary constant and which cannot be derived from the
general solution of the differential equation by giving a particular value to the
arbitrary constant. Such a solution is called a singular solution and it is generally not
included in the general solution of the differential equation.
The singular solution of a differential equation is given by the envelope of
family of curves represented by that differential equation.
Whenever the envelope of the family of curves
φ ( x, y, c ) = 0 , …(1)
represented by the general solution of the differential equation
f ( x, y, p) = 0 …(2)
exists, the equation of the envelope is the singular solution of the differential equation (2).
Suppose that the family of curves (1) possesses an envelope. For any point P ( x, y) on
the envelope, there exists a curve of the family (1), say φ ( x, y, c ) = 0, which touches the
envelope at ( x, y). The values of x, y, dy / dx for the curve at P satisfy the differential
equation (2). But the values of x, y, dy / dx at P for the envelope are the same as for the
curve. Hence the values of x, y, dy / dx at each point of the envelope satisfy the
differential equation (2). Consequently the envelope of (1) is also a solution of (2).
This solution does not contain any arbitrary constant and in general, cannot be
obtained from (1) by giving any particular value to the arbitrary constant c. Hence this
envelope is the singular solution of (2).
Note 1: From the above discussion it is clear that if p occurs only in the first degree in the
differential equation, there will be no singular solution.
( y − px)2 = p2 + m2
or y − px = ± √ ( p2 + m2 ) or y = px ± √ ( p2 + m2 ) ,
which is obviously also the p-discriminant relation. Since the c-discriminant relation
contains only one locus, therefore it gives us the envelope of the family of curves (1).
Hence the singular solution is x2 − y2 = 1 .
3 2− y
or dx = ± dy , separating the variables.
2 √ (3 − y)
Integrating, we have
3 2− y 3 2 − (3 − t2 )
x+c=±
2 ∫ √ (3 − y)
dy = ±
2 ∫ t
(−2 t) dt ,
putting 3 − y = t2 so that − dy = 2 t dt
1
= ± 3 (t2 − 1) dt = ± 3 ( t3 − t) = ± t (t2 − 3)
∫ 3
= ± √ (3 − y) (− y), [∵ 3 − y = t2 ]
∴ ( x + c )2 = y2 (3 − y), …(1)
or ( x2 P − y2 ) (1 − P) = 2 P or (u P − v) (1 − P) = 2 P
or u P − v = 2 P /(1 − P)
D-78
or v = uP − 2 P /(1 − P),
which is in Clairaut’s form.
Hence its general solution is v = uc − 2 c /(1 − c )
or y2 = x2 c − 2 c /(1 − c ) or y2 (1 − c ) = x2 c (1 − c ) − 2 c
or c 2 x2 − c ( x2 + y2 − 2) + y2 = 0 . …(1)
Now (1) is a quadratic in c. So the c-discriminant relation is
( x2 + y2 − 2)2 − 4 x2 y2 = 0
or ( x2 − 2 xy + y2 − 2) ( x2 + 2 xy + y2 − 2) = 0
or {( x − y)2 − 2} {( x + y)2 − 2} = 0
or ( x − y − √ 2)( x − y + √ 2)( x + y − √ 2)( x + y + √ 2) = 0 .
All the four equations x − y − √ 2 = 0 , x − y + √ 2 = 0 , x + y − √ 2 = 0 and
x + y + √ 2 = 0 satisfy the given differential equation and are therefore the singular
solutions.
Comprehensive Exercise 5
5. Solve and examine for singular solution the equation xp2 − ( x − a)2 = 0 .
A nswers 5
1. y = cx + √ (b2 + a2 c 2 ); x2 / a2 + y2 / b2 = 1
2. y = cx + a / c ; y2 = 4 ax
3. c 2 + cxy + a3 x = 0 ; x = 0 , xy2 − 4 a3 = 0
4. y2 = ( x + c )3 , y = 0
5. 9 ( y + c )2 = 4 x ( x − 3 a)2 , x = 0
6. (a) ( y − cx)2 + a2 c = 0 ; xy = a2 / 4 (b) (3 y + 2 c )2 = 4 cx3 ; x3 − 6 y = 0
(c) y = cos ( x + c ) ; y = ± 1
7. y2 + ( x + c )2 = r2 ; y = ± r
8. xy = cy + c 2 , y = 0 , y + 4 x = 0
9. c 2 ( x + y) − cxy − 1 = 0 ; x2 y2 + 4 ( x + y) = 0
4 3
10. y2 = cx + c 3 / 8 ; 27 y4 + 32 x3 = 0 11. y = c ( x − c )2 ; y = 0 , y = x
27
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. Every differential equation of the first order represents a family of curves.
A nswers
Multiple Choice Questions
1. (b) 2. (a) 3. (b) 4. (c) 5. (c)
6. (b) 7. (a) 8. (b) 9. (a) 10. (a)
11. (b) 12. (c) 13. (c) 14. (a) 15. (c)
16. (a) 17. (b) 18. (b) 19. (a)
True or False
1. T 2. T 3. F
¨
D-83
3
O rthogonal T rajectories
1 Trajectory
(Lucknow 2005; Gorakhpur 06; Bundelkhand 08; Meerut 13, 13B)
efinition:. A trajectory of a given system of curves is defined to be a curve which cuts all the
D members of the family according to a given law. Here we propose to find the equation of
the trajectories (a family of curves) each member of which cuts each member of a given
family of curves at a constant angle. If the angle is a right angle, the trajectories are
called orthogonal trajectories, when it is other than a right angle they are called to be
oblique trajectories.
2 Trajectories
Cartesian Co-ordinates: To find the trajectories which cut every member of a given family of
curves at a constant angle.
Let the equation of the given family of curves be
f ( x, y, c ) = 0 , …(1)
c being the arbitrary parameter. Let the required trajectories cut the given curves (1) at
a constant angle α.
Differentiating (1) with respect to x, we have
D-84
Y
∂f ∂f dy
+ ⋅ =0. …(2)
∂x ∂y dx
Eliminating c between (1) and (2), we get the
differential equation of the given family of curves
(1). Let it be (x, y) Trajectory
dy rve
Cu α
φ x, y, = 0 . …(3)
dx ψ1
ψ2
Let ( x, y) be the coordinates of a point of O X
3 Orthogonal Trajectories
Polar Co-ordinates: Let the equation of the given family of curves be
f (r, θ, c ) = 0 , …(1)
c being the parameter i. e., c can take any real value. Differentiating (1) w.r.t. θ and then
eliminating c, let the differential equation of the given family (1) be
dr
φ r, θ, = 0 . …(2)
dθ
Now if at a point of intersection P (r, θ), the tangents to the trajectory and the given
curve make angles φ1 and φ2 with the common radius vector OP of that point, then
tan φ1 − tan φ2
tan 90 ° = tan (φ1 − φ2) =
1 + tan φ1 tan φ2
Curve
Trajectory
and therefore tan φ1 tan φ2 = − 1 .
dθ P (r, θ)
Now r given by (2)
dr α
φ2 φ1
1
= tan φ2 = − ⋅
tan φ1
O X
∴ dr / dθ given by (2) = − r tan φ1 .
∴ putting this value of dr / dθ in (2), we have
φ (r, θ, − r tan φ1) = 0
dθ
But tan φ1 = r for the trajectory.
dr
∴ the differential equation of the required orthogonal trajectories is
dθ
φ r, θ, − r2 =0.
dr
Solving this we shall get the required equation of the orthogonal trajectories.
Remember: The differential equation of the orthogonal trajectories is obtained from the
differential equation (in polar co-ordinates) of a given family of curves by writing
dθ dr dθ 1 dr
− r2 for or −r for
dr dθ dr r dθ
1 dr dθ
or − for r ⋅
r dθ dr
Example 2: Find the orthogonal trajectories of the family of parabolas y2 = 4 ax, where ‘a’ is the
variable parameter. (Meerut 2013B; Kanpur 09)
(Meerut 2003; Rohilkhand 06, 07; Kanpur 07, 12; Bundelkhand 09; Avadh 10, 11)
Example 4: Find the orthogonal trajectories of the family of parabolas y2 = 4 a ( x + a), where ‘a’
is the parameter. (Meerut 2006; Purvanchal 06; Lucknow 06; Avadh 07, 09)
which is the differential equation of the given family of parabolas. So to obtain the
differential equation of the orthogonal trajectories, write − dx / dy for dy / dx in (3).
Thus the differential equation of the required family of orthogonal trajectories is
y = 2 x (− dx / dy) + y (− dx / dy)2
or y (dy / dx)2 + 2 x (dy / dx) = y. …(4)
Now we observe that the differential equation (4) of the orthogonal trajectories is the
same as the differential equation (3) of the given family of parabolas. Therefore the
given family of parabolas (1) is self-orthogonal i. e., the orthogonal trajectories of the
system belong to the system itself. Hence the equation of the orthogonal trajectories
of (1) is y2 = 4 c ( x + c ), c being the parameter.
Example 5: Find the orthogonal trajectory of the family of circles x2 + y2 = 2 ax, a being the
parameter. (Meerut 2005, 10)
Solution: Differentiating
x2 + y2 = 2 ax …(1)
with respect ot x, we get
2 x + 2 y (dy / dx) − 2 a = 0
or x + y (dy / dx) − a = 0. …(2)
Eliminating ‘a’ between (1) and (2), we get
D-88
x2 + y2 = 2 x { x + y (dy / dx)}
or x2 + 2 xy (dy / dx) − y2 = 0 , …(3)
which is the differential equation of the given family of circles. So to obtain the
differential equation of the orthogonal trajectories, write − dx / dy for dy / dx in (3).
Thus the differential equation of the required family of orthogonal trajectories is
x2 + 2 xy (− dx / dy) − y2 = 0
or dx / dy = ( x2 − y2 ) / 2 xy. …(4)
This is a homogeneous differential equation. To solve it putting x = vy, so that
dx / dy = v + y (dv / dy), in (4), we get
v + y (dv / dy) = y2 (v2 − 1) /(2 vy2 )
dv v2 − 1 1 + v2
or y = −v=−
dy 2v 2v
2 v dv dy
or =− .
1 + v2 y
Integrating, we have
log (1 + v2 ) = − log y + log b
or 1 + v2 = b / y
or 1 + ( x2 / y2 ) = b / y, since v = x / y.
where λ is the parameter. (Meerut 2007B, 09B; Lucknow 10; Rohilkhand 10;
Gorakhpur 11; Purvanchal 07, 09, 11)
Solution: Differentiating the given equation with respect to x, we get
2 x /(a2 + λ ) + {2 y /(b2 + λ )} ⋅ (dy / dx) = 0
or x (b2 + λ ) + y (dy / dx)(a2 + λ ) = 0
or λ { x + y (dy / dx)} = − { b2 x + a2 y (dy / dx)} .
∴ λ = − { b2 x + a2 y (dy / dx)} ÷ { x + y (dy / dx)}.
Thus a2 + λ = (a2 − b2 ) x / { x + y (dy / dx)}
and b2 + λ = − (a2 − b2 ) y (dy / dx) ÷ { x + y (dy / dx)} .
Substituting these values of (a2 + λ ) and (b2 + λ ) in the given equation, we get the
differential equation of the given family of curves as
x2 { x + y (dy / dx)} y2 { x + y(dy / dx)}
− =1
(a2 − b2 ) x (a2 − b2 ) y (dy / dx)
D-89
dy 1
or x2 − y2 + xy − = a2 − b2 . …(1)
dx dy / dx
Hence putting − dx / dy for dy / dx in (1), the differential equation of the orthogonal
trajectories is
dx dy
x2 − y2 + xy − + = a2 − b2
dy dx
dy 1
or x2 − y2 + xy − = a2 − b2 ,
dx dy / dx
which is the same as (1). Therefore solving it we shall get
x2 / (a2 + µ ) + y2 (b2 + µ ) = 1 ,
µ being the parameter of the orthogonal trajectories. In other words the system of
given confocal conics x2 / (a2 + λ ) + y2 / (b2 + λ ) = 1 is self-orthogonal.
Example 7: Find the orthogonal trajectories of the cardioids r = a (1 − cos θ), a being the
parameter. (Meerut 2006B; Gorakhpur 05; Lucknow 11; Kashi 11)
1 1
or r / c = cos2 θ = (1 + cos θ)
2 2
1
or r= c (1 + cos θ)
2
or r = k (1 + cos θ),
which is the required family of orthogonal trajectories.
Example 8: Find the orthogonal trajectories of the system of curves r n = a n cos n θ, a being the
parameter. (Meerut 2007, 10B; Bundelkhand 05; Gorakhpur 06; Lucknow 08; Kanpur 08)
Solution: The given family of curves is r n = a n cos nθ , …(1)
or r n = c n sin nθ,
Comprehensive Exercise 1
1. Find the equation of the family of curves orthogonal to the family y = ax3 .
(Avadh 2005; Rohilkhand 09; Kanpur 11)
2. Find the orthogonal trajectories of the semi-cubical parabolas ay2 = x3 , where a
is the variable parameter. (Gorakhpur 2007; Kashi 13; Kumaun 15)
D-91
Obtain the differential equation of its orthogonal trajectories and solve it.
8. Show that the orthogonal trajectories of the family of conics
y2 − x2 + 4 xy − 2 cx = 0 consist of a family of cubics, with the common
asymptote x + y = 0 . (Meerut 2009)
2 2
9. Find the orthogonal trajectories of the family of circles x + y + 2 fy + 1 = 0 .
where f is the parameter. ( Meerut 2004; Gorakhpur 08, 11)
10. Find the orthogonal trajectories of the family of curves
x2 y2
+ = 1 , λ being parameter.
a2 b2 + λ
(Lucknow 2005; Meerut 05B; Purvanchal 14)
11. Find the orthogonal trajectories of the family of coaxial circles
x2 + y2 + 2 gx + c = 0 , where g is a parameter and c is a constant. (Agra 2007)
12. Find the orthogonal trajectories of
(i) rθ = a , (ii) r = a θ . (Rohilkhand 2008)
13. Find the orthogonal trajectories of the family of cardioids r = a (1 + cos θ) .
(Rohilkhand 2006; Lucknow 06; Purvanchal 08, 10; Gorakhpur 10)
14. Find the orthogonal trajectories of r = e aθ . (Kumaun 2009)
15. Find the orthogonal trajectories of r n sin nθ = a n. (Meerut 2001, 04B)
A nswers 1
3 2
1. x2 + 3 y2 = c 2 2. x2 + y = c2
2
3. x = cy 4. x4 /3 − y4 /3 = c 4 /3
2
+ y2 ) 9 2
5. y2 = ce( x 6. ( x3 /2 + c 3 /2 )2 = ay
4
1 2
7. ( x + y2 )2 + y2 − x2 = c 2 8. y3 + 3 x2 y + 4 x3 = k 3
2
9. y2 + x2 − 1 = c x 10. x2 + y2 − 2 a2 log x = c
D-92
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A family of curves is said to be self orthogonal if the differential equation of the
orthogonal trajectories is the same as the differential equation of the given
family of curves.
2. Family of curves { x2 / (a2 + λ )} + { y2 / (b2 + λ )} = 1 , where λ is the parameter,
is self orthogonal.
D-94
A nswers
Multiple Choice Questions
1. (c) 2. (a) 3. (b) 4. (a) 5. (c)
6. (b) 7. (b) 8. (c) 9. (a) 10. (b)
11. (a)
True or False
1. T 2. T
¨
D-95
4
L inear D ifferential E quations
with C onstant C oefficients
1 Definitions
linear differential equation is an equation in which the dependent variable and its
A derivatives appear only in the first degree.
A linear differential equation of order n of the form
dn y d n −1 y dn − 2 y dy
n
+ a1 n −1
+ a2 n−2
+ ... + an−1 + an y = Q , …(1)
dx dx dx dx
where a1, a2 , … , an−1, an are constants and Q is any function of x is called a linear
differential equation with constant coefficients.
d d2 d3 dn
For convenience, the operators , 2 , 3 , … , n are also denoted by D,
dx dx dx dx
D2 , D3 , … , Dn respectively.
Thus the equation (1) can also be written as
Dn y + a1 Dn −1 y + ... + an −1 Dy + an y = Q
or [ Dn + a1 Dn −1 + … + an −1 D + an] y = Q . …(2)
and y = φ ( x) is any particular solution of the equation (2) not containing any arbitrary
constant, then
y = f ( x) + φ ( x) ,
is the general solution of (2).
Thus the method of solving a linear equation is divided into two parts :
First, we find the general solution of the equation (3).
It is called the complementary function (C.F.). It must contain as many arbitrary
constants as is the order of the given differential equation.
Next, we find a solution of (2) which does not contain an arbitrary constant. This is
called the particular integral (P.I.).
If we add (C.F.) and (P.I.), we get the general solution of (2). Thus the general solution
of (2) is
y = C. F. + P. I. (Gorakhpur 2005)
This is equivalent to
[( D − m1) ( D − m2 ) … ( D − mn)] y = 0 . …(2)
The solution of any one of the equations
( D − m1) y = 0 , ( D − m2 ) y = 0 , … , ( D − mn) y = 0 …(3)
is also a solution of (2) and we know that the general solution of ( D − m1) y = 0 is
y = Ae m1 x .
Hence we can assume that a solution of the equation (2) is of the form y = e mx . Then,
substituting e mx for y in (1), so that Dy = me mx , D2 y = m2 e mx , … , Dn y = m ne mx , we get
e mx (m n + a1m n − 1 + a2 m n − 2 + … + an) = 0
or m n + a1m n − 1 + a2 m n − 2 + … + an = 0 , because e mx ≠ 0 .
Hence e mx will be a solution of (1) if m has the value obtained from the equation
m n + a1m n − 1 + … + an = 0 . …(4)
The equation (4) is called the auxiliary equation (A.E.) and is obtained by putting
D = m in f ( D) = 0 .
It will give in general n roots, say, m1, m2 , m3 , … , mn .
D-97
Case I: If all the roots of the Auxiliary equation (A.E.) are distinct:
If the roots m1, m2 , m3 , …, mn are all distinct, then e m1 x , e m2 x , … , e mn x are all distinct and
linearly independent. So the general solution of (1) in this case is
y = c1e m1 x + c2 e m2 x + … + c n e mn x . …(5)
Case II: Auxiliary equation having equal roots :
If two roots are equal say m1 = m2 , then the solution (5) becomes
y = c1e m1 x + c2 e m1 x + c3 e m3 x + … + c ne mn x
or y = (c1 + c2 ) e m1 x + c3 e m3 x + … + c ne mn x .
Now (c1 + c2 ) can be replaced by single constant say c.
Therefore this solution has only (n − 1) arbitrary constants and so it is not the general
solution.
To obtain the general solution, consider the differential equation ( D − m1)2 y = 0 in
which the two roots are equal.
This can be written as ( D − m1) [( D − m1) y] = 0 . …(6)
Now putting ( D − m1) y = v, we get ( D − m1) v = 0 ,
or dv / dx = m1v or dv / v = m1 dx, (variables being separated).
∴ integrating,
log v = m1 x + log c1 or log (v / c1) = m1 x or v = c1 e m1 x .
Thus ( D − m1) y = v = c1 e m1 x
and putting it in (6), we get ( D − m1) y = c1e m1 x
dy ∵ D ≡ d
or Dy − m1 y = c1e m1 x or − m1 y = c1e m1 x .
dx dx
This is a linear equation of the first order. Hence the I. F. = e ∫ − m1 dx = e − m1 x .
∴ The solution of this equation is
y ⋅ e − m1 x = m1 x − m1 x
∫ c1e ⋅ e dx + c2
∫
= c1 dx + c2 = c1 x + c2
or y = (c1 x + c2 ) e m1 x or y = (c2 + c1 x) e m1 x .
Hence the general solution of f ( D) y = 0 in this case is
y = (c1 + c2 x) e m1 x + c3 e m3 x + … + c ne mn x .
Similarly if three roots of the auxiliary equation are equal say, m1 = m2 = m3 , the
general solution of f ( D) y = 0 will be
y = (c1 + c2 x + c3 x2 ) e m1 x + c4 e m4 x + … + c ne mn x
and so on.
Case III: Auxiliary equation having complex roots: (Meerut 2003)
Let the two roots of the auxiliary equation be complex, say m1 = α + iβ and m2 = α − iβ ,
(where i = √ − 1).
D-98
and so on.
Note 1: The expression e αx (c1 cos βx + c2 sin βx) can also be written as
d2 y dy
Example 1: Solve 2
−7 + 12 y = 0 .
dx dx
Solution: The given differential equation is ( D2 − 7 D + 12) y = 0 .
or (m − 3) (m − 4) = 0 . ∴ m = 3, 4 .
Hence the solution is
y = c1e3 x + c2 e4 x .
or (m + 1) (m2 + 5 m + 6) = 0
or (m + 1) (m + 2) (m + 3) = 0 .
D-99
∴ m = − 1, − 2, − 3 .
Hence the solution is
y = c1e − x + c2 e −2 x + c3 e −3 x .
d2 x dx
Example 3: Solve 2
−3 + 2 x = 0 , given that when t = 0 , x = 0 and dx / dt = 0 .
dt dt
(Gorakhpur 2008)
2
Solution: The auxiliary equation is m − 3 m + 2 = 0
or (m − 1) (m − 2) = 0 or m = 1, 2 .
t 2t
Hence the solution is x = c1e + c2 e , …(1)
where c1 and c2 are arbitrary constants.
Now x = 0 when t = 0 ;
∴ 0 = c1 + c2 . …(2)
t 2t
Also dx / dt = c1 e + 2 c2 e , and dx / dt = 0 when t = 0 .
∴ 0 = c1 + 2 c2 . …(3)
Solving (2) and (3), we get c1 = 0 , c2 = 0 .
Now putting the values of c1 and c2 in (1), we get the required solution as x = 0 .
Example 4: Solve ( D3 − 3 D + 2) y = 0 .
d3 y
Example 5: Solve −8y =0.
dx3 (Meerut 2010B)
3
Solution: The auxiliary equation is m − 8 = 0
d4 y d3 y dy
Example 6: Solve 4
−2 3
−2 − y =0.
dx dx dx
Solution: The auxiliary equation is
m4 − 2 m3 − 2 m − 1 = 0
or (m4 − 1) − 2 m (m2 + 1) = 0
or (m2 + 1) (m2 − 1) − 2 m (m2 + 1) = 0
D-100
or (m2 + k 2 )2 − 2 k 2 m2 = 0
or (m2 + k 2 )2 − (√ 2 km)2 = 0
or (m2 + k 2 − √ 2 km) (m2 + k 2 + √ 2 km) = 0
or m2 − √ 2 km + k 2 = 0 and m2 + √ 2 km + k 2 = 0
√ 2 k ± √ (2 k 2 − 4 k 2 ) − √ 2 k ± √ (2 k 2 − 4 k 2 )
or m= and m =
2 2
k k k k
or m= ±i and − ±i ⋅
√2 √2 √2 √2
Hence the solution is
y = e kx / √2 { c1 cos (kx / √ 2) + c2 sin (kx / √ 2)}
Comprehensive Exercise 1
1
11. Solve (d2 y / dx2 ) + y = 0 , given y = 2 for x = 0 and y = − 2 for x = π.
2
A nswers 1
1. y = c1 e − ax + c2 e − bx
2. y = c1e − x + c2 e4 x
3. y = c1e x + c2 e −2 x + c3 e −5 x
4. y = (c1 + c2 x) e2 x
5. y = (c1 + c2 x) e x + c3 e2 x
6. y = (c1 + c2 x) e x + (c3 + c4 x) e −2 x
7. (i) y = e x / √2 { c1 cos ( x / √ 2) + c2 sin ( x / √ 2)}
+ e − x / √2 { c3 cos ( x / √ 2) + c4 sin ( x / √ 2)} .
(ii) y = c1e kx + c2 e − kx + c3 cos kx + c4 sin kx
8. y = (c1 + c2 x) cos 2 x + (c3 + c4 x) sin 2 x
9. y = c1 cos µx + c2 sin µx and y = c3 e µx + c4 e − µx
10. y = (c1 + c2 x) e2 x + c3 e −2 x
1
11. y = 2 √ 2 cos x + π
4
or F ( D) y = Q is y = C. F. + P. I.,
where the C.F. consists of the general solution of the differential equation
F ( D) y = 0 .
In article 2 we have discussed different methods of finding the complementary
function by taking the differential equation as F ( D) y = 0 . Methods of finding the
particular integral will be discussed now.
1
The particular integral of the differential equation F ( D) y = Q is Q. It is
F ( D)
obviously a function of x which when operated by F ( D) gives Q.
1 1
Now as F ( D) Q = Q, therefore can be regarded as the inverse operator of
F ( D) F ( D)
F ( D). Similarly D and 1/ D are inverse operations. If D stands for differentiation then
1/ D will stand for integration.
D-102
D2 (e ax ) = a2 e ax ; D3 (e ax ) = a3 e ax , … , Dn (e ax ) = a ne ax .
It suggests that F ( D) e ax = F (a) e ax . …(1)
Let F (a) ≠ 0 .
Operating on both sides of (1) with 1 / F ( D), we have
1 1
F ( D) e ax = { F (a) e ax }
F ( D) F ( D)
1
or e ax = F (a) ⋅ e ax , because F (a) is a constant
F ( D)
1 1
or e ax = e ax , because F (a) ≠ 0
F (a) F ( D)
1 1 ax
∴ P.I. = e ax = e , provided F( a) ≠ 0.
F ( D) F (a)
Working Rule : If P.I. = {1/ F ( D)} e ax , then put a for D in F ( D) and we get the P.I.,
provided F (a) ≠ 0 .
Examples on case I:
d2 y dy
Example 8: Solve 2
−3 + 2 y = e5 x .
dx dx
(Kumaun 2006; Avadh 08; Garhwal 10B; Purvanchal 11; Kanpur 12)
Solution: The given equation can be written as
( D2 − 3 D + 2) y = e5 x , where d / dx ≡ D.
Here F ( D) = D2 − 3 D + 2 and Q = e5 x .
∴ m = 1, 2 .
D-103
∴ auxiliary equation is m2 − 7 m + 6 = 0
or (m − 1) (m − 6) = 0 or m = 1, 6.
∴ C. F. = c1e x + c2 e6 x .
1 1 e2 x
and P. I. = 2
e2 x = 2
e2 x = − ⋅
D − 7D + 6 2 − 7 ⋅2 + 6 4
∴ the general solution is y = (C. F. ) + (P. I. )
1
i. e., y = c1e x + c2 e6 x − e2 x . …(1)
4
Now when y = 0 , x = 0 ;
1
∴ 0 = c1 + c2 − , from (1)
4
1
so that c2 = − c1 .
4
D-104
Comprehensive Exercise 2
A nswers 2
2 2x
1. y = (c1 + c2 x) e kx + e x /(1 − k )2 2. y = (c1 + c2 x) e − x + e
9
1 1 1
3. y = e − x /2 { c1 cos ( x √ 3) + c2 sin ( x √ 3)} + e x
2 2 3
4. y = c1e − x /2 cos { x (√ 3 / 2) + c2 } + e − x
1 2x 1 2x
5. y = c1e − x + c2 e −2 x + c3 e −3 x + e 6. y= e + e x +1
60 9
Case II: To find P.I. when Q is of the form sin ax or cos ax and F ( − a2 ) ≠ 0 .
By simple differentiation we know that
D (sin ax) = a cos ax ; D2 (sin ax) = − a2 sin ax ;
D3 (sin ax) = − a3 cos ax ; D4 (sin ax) = (− a2 )2 sin ax,
......,( D2 )n sin ax = (− a2 )n sin ax.
It suggests that
F ( D2 ) sin ax = F (− a2 ) sin ax. …(1)
D-105
Let F (− a2 ) ≠ 0 .
Now operating both sides of (1) with 1/ F ( D2 ), we get
1 1
F ( D2 ) sin ax = { F (− a2 ) sin ax}
F ( D2 ) F ( D2 )
1
or sin ax = F (− a2 ) ⋅ sin ax.
F ( D2 )
1 1
Thus 2
sin ax = sin ax, provided F (− a2 ) ≠ 0 .
F( D ) F( − a2 )
1 1
Similarly cos ax = cos ax, provided F (− a2 ) ≠ 0 .
F( D2 ) F ( − a2 )
Working Rule: If P.I. = {1 / F ( D)} sin ax or cos ax, put − a2 for D2 , − a2 D for D3 ,
(− a2 )2 i. e., a4 for D4 , a4 D for D5 , − a6 for D6 etc. in F ( D) and calculate the P.I.
∴ auxiliary equation is m2 − m − 2 = 0
or (m + 1) (m − 2) = 0 ; ∴ m = − 1, 2 .
−x 2x
∴ C. F. = c1e + c2 e .
1 1
And P. I. = sin 2 x = sin 2 x,
D2 − D − 2 −4− D−2
1 1 3
= (2 cos 2 x − 6 sin 2 x) = cos 2 x − sin 2 x .
40 20 20
∴ the complete solution is y = (C. F. ) + (P. I. )
1 3
or y = c1e − x + c2 e2 x + cos 2 x − sin 2 x .
20 20
Example 12: Solve ( D2 − 5 D + 6) y = sin 3 x . (Kanpur 2015)
2
Solution: Here the auxiliary equation is m − 5 m + 6 = 0 .
or (m − 2) (m − 3) = 0 ; ∴ m = 2, 3.
2x 3x
∴ C. F. = c1e + c2 e .
1 1 1
And P. I. = 2
sin 3 x = 2
sin 3 x = sin 3 x
D − 5D + 6 − 3 − 5D + 6 − 9 − 5D + 6
−1 − (5 D − 3) − (5 D − 3)
= sin 3 x = sin 3 x = sin 3 x
5D + 3 (5 D + 3)(5 D − 3) 25 D2 − 9
− (5 D − 3) 1
= 2
sin 3 x = {5 D (sin 3 x) − 3 sin 3 x}
25 ⋅ (− 3 ) − 9 234
1 1
= (5 ⋅ 3 cos 3 x − 3 sin 3 x) = (5 cos 3 x − sin 3 x) .
234 78
∴ the complete solution is y = (C. F. ) + (P. I. )
or y = c1e2 x + c2 e3 x + (1/ 78) (5 cos 3 x − sin 3 x) .
d2 y
Example 13: Solve + 9 y = cos 2 x + sin 2 x .
dx2
Solution:. The auxiliary equation is
m2 + 9 = 0 , ∴ m = ± 3i .
Comprehensive Exercise 3
A nswers 3
1
1. (i) y = c1 cos 3 x + c2 sin 3 x − cos 4 x
7
1
(ii) y = c1 cos 2 x + c2 sin 2 x − sin 3 x
5
1
2. (i) y = c1e x + c2 e2 x + (9 cos 3 x − 7 sin 3 x)
130
(ii) y = e2 x (c1 cos 2 x + c2 sin 2 x) + (1/ 26)(3 cos 3 x − 2 sin 3 x)
1
3. (i) y = c1e x + c2 e2 x − (7 cos 3 x + 9 sin 3 x)
130
(ii) y = (c1 + c2 x) e − x + c3 e x − (1/ 25) (2 sin 2 x + cos 2 x)
1
4. y = (c1 + c2 x) e x − (3 sin 3 x + 4 cos 3 x)
50
5
5. y = c1e4 x cosh ( x √ 7 + c2 ) + (5 cos 5 x − 2 sin 5 x)
29
6. y = c1e2 x cosh (√ 3 x + c2 ) + (1 / 73) a (8 cos 2 x − 3 sin 2 x)
37
7. y = e − x (c1 cos 3 x + c2 sin 3 x) + (2 cos 2 x − 3 sin 2 x)
26
x √ 3 x √ 3 1
8. y = c1e − x + e x /2 c2 cos + c3 sin + (cos 2 x − 8 sin 2 x)
2 2 65
x √ 3 x √ 3 1
9. y = c1e − x + e3 x /2 c2 cos + c3 sin + (5 cos x − sin x)
2 2 26
Case III: To find P.I. when Q is of the form x m, where m is a positive integer.
Consider first {1/( D − a)} x m . We have
D-108
1 1 1
xm = − xm = − xm
( D − a) (a − D) a {1 − ( D / a)}
−1
1 D
=− 1 − xm
a a
1 D D2
=− 1 + + 2 + … x m , expanding by the binomial theorem
a a a
1 m 1 1
=− x + mx
m −1
+ 2 m (m − 1) x m − 2 + … .
a a a
Here we observe that in the expansion by the binomial theorem, the terms of the
expansion beyond the mth power of D need not be written since Dm + 1 x m = 0 ,
Dm + 2 x m = 0, etc.
Working Rule: In order to evaluate {1 / F ( D)} x m , bring out common the lowest degree
term in D from F ( D) so that remaining factor in the denominator is of the form
[1 + f ( D)] or [1 − f ( D)] which is taken in the numerator with a negative index. Next we
expand [1 ± f ( D)]−1 in powers of D by the binomial theorem and operate upon x m
with the expansion obtained.
This expansion should be done upto the term Dm , since Dm + 1 x m = 0 and all higher
differential coefficients of x m are zero. The whole process will be clear from the
following examples.
The following binomial expansions should be remembered well.
(i) (1 − x)−1 = 1 + x + x2 + x3 + x4 + …
(ii) (1 + x)−1 = 1 − x + x2 − x3 + x4 − …
(iii) (1 − x)−2 = 1 + 2 x + 3 x2 + 4 x3 + …
(iv) (1 + x)−2 = 1 − 2 x + 3 x2 − 4 x3 + …
∴ C. F. = c1e2 x + c2 e −2 x .
−1
1 1 1 1 2
And P. I. = x2 = x2 = − 1− D x2
2
D −4 − 4 [1 − 1 2
D ] 4 4
4
1 1 2
=− 1 + D + … x2 ,
4 4
expanding by binomial theorem upto the terms containing D2
D-109
1
x2 + 1 D2 ( x2 ) , because all the remaining terms vanish
=−
4 4
1 1 1 1
= − x2 + ⋅ 2 = − x2 + .
4 4 4 2
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1
or y = c1e2 x + c2 e −2 x − ( x2 + ) .
4 2
d3 y d2 y dy
Example 15: Solve 3
− −6 = 1 + x2 .
dx dx2 dx (Gorakhpur 2006; Avadh 06)
m3 + 8 = 0 or (m + 2) (m2 − 2 m + 4) = 0 .
∴ m = − 2, 1 ± i √ 3
Hence C.F. = c1e −2 x + e x { c2 cos ( x √ 3) + c3 sin ( x √ 3)} .
1 1
And P.I. = 3
( x4 + 2 x + 1) = ( x4 + 2 x + 1)
D +8 1 3
8 1+ D
8
1
= [1 + 1
8
D3 ]−1( x4 + 2 x + 1)
8
1
= [1 − 1
8
D3 + …] ( x4 + 2 x + 1),
8
the other terms in the expansion being of no need
1 1
= [( x4 + 2 x + 1)] − D3 ( x4 + 2 x + 1)
8 8
1 1
= [ x4 + 2 x + 1 − 3 x] = ( x4 − x + 1) .
8 8
Hence the complete solution is y = (C. F. ) + (P. I. )
1 4
or y = c1e −2 x + e x { c2 cos ( x √ 3) + c3 sin ( x √ 3)} + ( x − x + 1) .
8
or (m − 1) (m + 2) = 0 .
∴ m = 1, − 2 . ∴ C.F. = c1e x + c2 e −2 x .
1 1 1
And P.I. = 2 ( x + sin x) = x+ 2 sin x
D + D−2 ( D2 + D − 2) D + D−2
1 1
= x+ 2
sin x
1 1
− 2 1 − D − D2 −1 + D − 2
2 2
−1
1 1 D + 1 D2 ( D + 3)
=−
2 1 −
2 2
x+
( D − 3) ( D + 3)
sin x
=−
1 1 + 1 D + … x + ( D + 3) sin x = − 1 x + 1 + D + 3 sin x
2
2 D2 − 9 2 2 − 1 − 9
1 1 1
=− (x + ) − { D (sin x) + 3 sin x} .
2 2 10
1 1 1
=− x− − {cos x + 3 sin x} .
2 4 10
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1 1 3
or y = c1e x + c2 e −2 x − x − − cos x − sin x.
2 4 10 10
d2 y dy
Example 18: Solve −4 + 4 y = x2 + e x + cos 2 x .
dx2 dx (Meerut 2001)
D-111
∴ m = 2, 2 .
Hence C. F. = (c1 + c2 x) e2 x ,
1
and P. I. = 2
( x2 + e x + cos 2 x) = P1 + P2 + P3 , (say),
( D − 4 D + 4)
−2
1 1 1 1 − 1 D
where P1 = x2 = x2 = x2
D2 − 4 D + 4 ( D − 2)2 4 2
1 1 + D + 3 D2 + … x2 = 1 x2 + 2 x + 3 ,
=
4 4 4 2
1 ex ex
P2 = 2
ex = 2
= = e x,
( D − 4 D + 4) 1 − 4 ⋅1 + 4 1
1 1 1
and P3 = 2
cos 2 x = 2
cos 2 x = − cos 2 x
( D − 4 D + 4)] − 2 − 4D + 4 4D
1 1 1 1
=−
4 ∫ cos 2 x dx = − 4 ⋅ 2 sin 2 x = − 8 sin 2 x. (Rohilkhand 2008)
Comprehensive Exercise 4
1. ( D2 + D − 6) y = x . (Bundelkhand 2007)
3 3 2 2 2
2. (d y / dx ) + 3(d y / dx ) + 2(dy / dx) = x . (Bundelkhand 2001)
3 2
d y d y dy
3. 3
−4 2
+5 − 2 = 0.
dx dx dx
4. ( D + 2 D + 1) y = 2 x + x2 .
2
(Kumaun 2007)
5. ( D2 + 3 D + 2) y = x2 . (Bundelkhand 2001)
8. ( D2 − 4 D + 3) y = e − x + 5 .
d3 y d2 y dy
11. 3
+2 2
+ = e2 x + x2 + x .
dx dx dx (Meerut 2009; Gorakhpur 10)
4 3 2 3
12. ( D − 2 D + D ) y = x . (Garhwal 2007)
A nswers 4
1
1. y = c1e2 x + c2 e −3 x − (6 x + 1)
36
1
2. y = c1 + c2 e − x + c3 e −2 x + x (2 x2 − 9 x + 21)
12
2
3. y = c1 + c2 e2 x cos ( x + c3 ) + x
5
4. y = (c1 + c2 x) e − x + ( x2 − 2 x + 2)
1 2 3 7
5. y = c1 e − x + c2 e − 2 x + x − x+ ⋅
2 2 4
3 3 127
6. y = c1 e −(1 /2)√7. x sin x + c2 + c3 e(1 /2)√7 x sin x + c4 + x2 +
2 2 8
1 5 1
7. y = c1e2 x + c2 e3 x + x + − (3 sin 3 x − 15 cos 3 x)
6 6 234
1 −x 5
8. y = c1 e x + c2 e3 x + e +
8 3
1 1
9. y = c1e2 x + c2 e −2 x − + cos 2 x
8 16
1 2 4 2 1
10. y = e x [c1 cos √ 2 x + c2 sin √ 2 x] + x + x+ + (cos x − sin x)
3 9 27 4
1 2x 1 3 3 2
11. y = c1 + (c2 + c3 x) e − x + e + x − x + 4x
18 3 2
1 5 1 4
12. y = c1 + c2 x + (c3 + c4 x) e x + x + x + 3 x3 + 36 x2
20 2
Dn (e ax V ) = e ax ( D + a)nV .
∴ F ( D) (e axV ) = e ax F ( D + a) V . …(1)
1
The result (1) is true for any function V of x. Taking V in place of V in (1), we
F ( D + a)
have
1 1
F ( D) e ax V = e ax F ( D + a) V
F ( D + a) F ( D + a)
1
i. e., F ( D) e ax V = e axV . …(2)
F ( D + a)
1
Operating by on both sides of (2), we get
F ( D)
1 1
e ax V = (e ax V ).
F ( D + a) F ( D)
1 1
Thus, (e axV ) = e ax V.
F ( D) F ( D + a)
Working Rule: Replace D by ( D + a) and take out e ax before the operator1 / F ( D). Then
determine {1 / F ( D + a)} V by the methods discussed in 4.
This method also enables us to find {1 / F ( D)} e ax when F (a) is zero. We shall discuss it
later on in article 6.
1 3x 1 1
= e 1 − 2 ⋅ D + 3 ⋅ D2 + … x2 ,
4
2 4
expanding by binomial theorem
1 3
1 − D + D2 + … x2
= e3 x
4 4
1 3x x2 − 2 x + 3 ⋅ 2 = 1 e3 x x2 − 2 x + 3 .
= e
4 4 4 2
Hence the required solution is y = (C. F. ) + (P. I. )
1 3
or y = (c1 + c2 x) e x + e3 x x2 − 2 x + .
4 2
∴ m = {2 ± √ (4 − 20 )} / 2 = 1 ± 2 i.
Hence C.F. = e x (c1 cos 2 x + c2 sin 2 x) .
1
And P. I. = 2
e2 x sin x
D − 2D + 5
1 1
= e2 x sin x = e2 x 2 sin x
( D + 2)2 − 2 ( D + 2) + 5 D + 2D + 5
1
= e2 x sin x, putting − 12 for D2
(− 12 + 2 D + 5)
1 2x 1 1 D−2
= e sin x = e2 x sin x
2 D+2 2 ( D − 2) ( D + 2)
1 2x D − 2 1 D−2
= e 2
sin x = e2 x sin x
2 ( D − 4) 2 − 1− 4
1 2x 1 2x
=− e ( D − 2) sin x = − e { D (sin x) − 2 sin x}
10 10
1 2x
=− e (cos x − 2 sin x) .
10
Hence the complete solution is y = (C.F.) + (P.I.)
1 2x
or y = e x (c1 cos 2 x + c2 sin 2 x) − e (cos x − 2 sin x) .
10
Comprehensive Exercise 5
3. ( D2 + 2 D + 1) y = e − x /( x + 2).
4. ( D2 − 3 D + 2) y = xe x . (Bundelkhand 2008)
2 2 2x
5. ( D − 2 D + 1) y = x e . (Purvanchal 2007)
2 2x
6. ( D − 4 D + 4) y = e sin 3 x. (Purvanchal 2006)
4 x
7. ( D − 1) y = e cos x. (Lucknow 2010)
2 x
8. ( D − 2 D + 4) y = e cos x . (Garhwal 2001)
2 2x
9. ( D + 4 D − 12) y = ( x − 1) e .
10. ( D2 − 5 D + 6) y = e2 x sin 2 x.
11. ( D2 − 4 D + 3) y = e2 x sin 3 x. (Garhwal 2008)
2 x
12. ( D + 2 D + 2) y = xe .
13. ( D2 − 1) y = e x cos x.
A nswers 5
1 5 −x
1. y = (c1 + c2 x + c3 x2 ) e − x + x e
60
1 4 x
2. y = (c1 + c2 x) e x + x e
12
3. y = (c1 + c2 x) e − x + e − x { x log ( x + 2) − x + 2 log ( x + 2)}
1
4. y = c1e x + c2 e2 x − e x x2 + x
2
5. y = (c1 + c2 x) e x + e2 x ( x2 − 4 x + 6)
1 2x
6. y = (c1 + c2 x) e2 x − e sin 3 x
9
1 x
7. y = c1 e x + c2 e − x + c3 cos x + c4 sin x − e cos x
5
1 x
8. y = e x (c1 cos √ 3 x + c2 sin √ 3 x) + e cos x
2
1 2 9
9. y = e2 x (c1 + x − x) + c2 e −6 x
16 64
1 2x
10. y = c1e2 x + c2 e3 x + e (cos 2 x − 2 sin 2 x)
10
1 2x
11. y = c1e x + c2 e3 x − e sin 3 x
10
1 4
12. y = e − x (c1 cos x + c2 sin x) + e x x −
5 5
1
13. y = c1e x + c2 e − x − e x (cos x − 2 sin x)
5
D-116
d2 y dy
Example 21: Solve 2
−3 + 2 y = e x.
dx dx (Garhwal 2003, 05)
2
Solution: The auxiliary equation is m − 3 m + 2 = 0
or (m − 1) (m − 2) = 0 . ∴ m = 1, 2 .
x 2x
Hence C. F. = c1e + c2 e .
1 1 1
And P. I. = ex = ex = ex
D2 − 3 D + 2 ( D − 2) ( D − 1) (1 − 2) ( D − 1)
[putting 1 for D in the factor D − 2 because
it does not vanish by doing so]
1
=− e x ⋅1
D −1
[Note that D − 1 becomes zero by putting 1 for D ; so
here we shall apply the method for e axV by taking 1 for V.]
1 1
= − ex 1= − ex 1= − ex x .
( D + 1) − 1 D
Hence the complete solution is y = (C. F. ) + (P. I. )
or y = c1e x + c2 e2 x − x e x .
Note: While finding P.I. in the case of e ax if F ( D) becomes zero by putting a for D, we
factorise F ( D) . Then we put D = a in the factors which do not vanish by doing so. The
remaining operator is then dealt with by using the method for e axV on taking 1 for V.
∴ C. F. = c1e x + c2 e2 x + c3 e −3 x .
1 1
And P. I. = 3
e2 x = e2 x
( D − 7 D + 6) ( D − 1) ( D − 2) ( D + 3)
1
= e2 x ,
(2 − 1) ( D − 2) (2 + 3)
putting 2 for D in all the factors except D − 2
1 1 1 1 1 1 1
= e2 x ⋅ 1 = e2 x 1 = e2 x 1 = xe2 x .
5 D−2 5 ( D + 2) − 2 5 D 5
Hence the complete solution is
1 2x
y = (C. F. ) + (P. I. ) or y = c1e x + c2 e2 x + c3 e −3 x + xe .
5
Example 23: Solve ( D2 + 4 D + 4) y = e2 x − e −2 x
∴ m = − 2, − 2.
Hence C. F. = (c1 + c2 x) e −2 x .
1 1 1
And P. I. = 2
(e2 x − e −2 x ) = 2
e2 x − e −2 x .
( D + 2) ( D + 2) ( D + 2)2
1 e2 x 1 2x
Now 2
e2 x = 2
= e . [∵ Here, F (a) ≠ 0]
( D + 2) (2 + 2) 16
1 1
Also e −2 x = e −2 x ⋅ 1, [∵ Here F (a) = 0]
( D + 2)2 ( D + 2)2
1 1 1 1
= e −2 x 2
1 = e −2 x 2
1 = e −2 x x = x2 e −2 x .
{( D − 2) + 2} D D 2
1 1 e x + e− x
And P. I. = cosh x =
D2 − 3 D + 2 ( D2 − 3 D + 2) 2
1 1 1 1
= ex + e− x .
2 D2 − 3 D + 2 2 D2 − 3 D + 2
D-118
1 1 1 1
Now 2
ex = ex
2 D − 3D + 2 2 ( D − 1) ( D − 2)
1 1 1 1
= ex = − e x ⋅1
2 ( D − 1) (1 − 2) 2 D −1
1 x 1 1 1 1
=− e 1= − ex 1 = − xe x .
2 D + 1− 1 2 D 2
1 1 1 1
Also e− x = e − x , putting −1 for D
2 D2 − 3 D + 2 2 (− 1)2 − 3 (− 1) + 2
1 −x
= e .
12
1 x 1 −x
∴ P. I. = − xe + e .
2 12
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1 −x
or y = c1e x + c2 e2 x − xe x + e .
2 12
Comprehensive Exercise 6
3. ( D2 − 4 D + 3) y = 2 e3 x .
4. ( D3 + 3 D2 + 3 D + 1) y = e − x .
5. ( D2 − a2 ) = cosh ax .
6. ( D3 − 5 D2 + 7 D − 3) y = e2 x cosh x . (Rohilkhand 2005)
2 2 2x
7. ( D − 4 D + 4) y = 8 ( x + e + sin 2 x) .
A nswers 6
1 2 x 1 2x
1. y = (c1 + c2 x) e x + x e 2. y = c1e2 x + c2 e −3 x + xe
2 5
1 3 −x
3. y = c1e x + c2 e3 x + xe3 x 4. y = (c1 + c2 x + c3 x2 ) e − x + x e
6
5. y = c1e ax + c2 e − ax + ( x / 2 a)sinh ax
1 1
6. y = (c1 + c2 x) e x + c3 e3 x + xe3 x − x2 e x
8 8
3
7. y = (c1 + c2 x) e2 x + 2 ( x2 + 2 x + ) + 4 x2 e2 x + cos 2 x
2
d2 y
Example 26: Solve + a2 y = cos ax .
dx2 (Meerut 2003)
1
= the real part in e iax ,
D + a2
2
1
= the coefficient of i in (cos ax + i sin ax)
D2 + a2
1
= the coefficient of i in e iax .
D + a2
2
1 x x
Now 2 2
e iax = − i cos ax + sin ax . [Proceed as in Example 26]
D +a 2a 2a
1
∴ sin ax
D + a2
2
x x x
= the coefficient of i in − i cos ax + sin ax = − cos ax .
2a 2a 2a
Hence the complete solution is y = (C. F. ) + (P. I. )
or y = c1 cos ax + c2 sin ax − ( x / 2 a)cos ax.
1 x x
Remember : 2
D +a 2
sin ax = −
2a
cos ax =
2
sin ax dx .
∫
Example 28: Solve ( D2 + 4) y = sin2 x .
(Rohilkhand 2007; Gorakhpur 10; Avadh 11)
2
Solution: The auxiliary equation is m + 2 = 0 .
∴ m = 0 ± 2i .
Hence C. F. = c1 cos 2 x + c2 sin 2 x. [∵ e0 x = 1]
1 1 1 1 1
And P. I. = sin2 x = (2 sin2 x) = (1 − cos 2 x)
D2 + 4 D2 + 4 2 2 ( D2 + 4)
1 1 1 1
= 2
1− 2
cos 2 x .
2 D +4 2 D +4
−1
1 1 1 1 1 1 2 1
Now 1 = 1 + D2 1=
1 − D + … 1 = ⋅
2 D2 + 4 8 4 8 4 8
1 1 1 1
Again cos 2 x = ⋅ x sin 2 x. [Refer Example 26]
2 D2 + 4 2 4
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1
or y = c1 cos 2 x + c2 sin 2 x + − x sin 2 x .
8 8
Example 29: Solve ( D2 + 1) y = sin x sin 2 x .
∴ C. F. = c1 cos x + c2 sin x .
D-122
1 11
And P. I. = 2
(sin x sin 2 x) = 2
(2 sin x sin 2 x)
D +1 D +12
1 1 1 1 1 1
= (cos x − cos 3 x) = cos x − cos 3 x .
2 D2 + 1 2 D2 + 1 2 D2 + 1
1 1
Now 2
cos x = the real part in 2
e ix
D +1 D +1
1
= the real part in e ix
( D + i) ( D − i)
1
= the real part in e ix
(i + i) ( D − i)
1 1 1
= the real part in e ix ⋅ 1 = the real part in e ix 1
2 i ( D − i) 2i D + i− i
1 ix 1 1
= the real part in e 1 = the real part in e ix x
2i D 2i
x
= the real part in (cos x + i sin x)
2i
1
= the real part in − xi (cos x + i sin x)
2
1 1 1
= the real part in − i x cos x + x sin x = x sin x.
2 2 2
1 1 1
Again 2
cos 3 x = 2
cos 3 x = − cos 3 x .
D +1 − 3 +1 8
1 1 1 1 1 1
∴ the P.I. = ⋅ x sin x − ⋅ (− cos 3 x) = x sin x + cos 3 x .
2 2 2 8 4 16
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1
or y = c1 cos x + c2 sin x + x sin x + cos 3 x .
4 16
Comprehensive Exercise 7
d2 y
7. Find the solution of the equation + 4 y = 8 cos 2 x, given that y = 0 and
dx2
dy
= 2 when x = 0.
dx
A nswers 7
1
1. (i) y = c1 cos 2 x + c2 sin 2 x − x cos 2 x
4
x
(ii) y = c1 cos 2 x + c2 sin 2 x + sin 2 x
4
2. y = c1 + c2 cos ax + c3 sin ax − (1/ 2 a2 ) x sin ax
1
3. y = c1 cos 3 x + c2 sin 3 x + c3 cos x + c4 sin x − x sin 3 x
48
x
4. y = c1e mx + c2 e − mx + c3 cos mx + c4 sin mx + cos mx
4 m3
1 1
5. y = c1 cos 3 x + c2 sin 3 x − x cos 3 x + x sin 3 x.
3 6
x2
6. y = (c1 + c2 x)cos ax + (c3 + c4 x)sin ax − 2 cos ax
8a
7. y = sin 2 x + 2 x sin 2 x
Note: The method of article 8 cannot be used when V is of the form cos ax or sin ax and
F (− a2 ) = 0 i. e., F ( D2 ) vanishes by putting − a2 for D2 . In that case P.I. is found by
the method discussed in article 7.
d2 y dy
Example 30: Solve −2 + y = x sin x .
dx2 dx (Rohilkhand 2010)
Therefore m = 0 ± 2 i .
∴ C. F. = c1 cos 2 x + c2 sin 2 x . [∵ e0 x = 1]
1 1 2D
And P. I. = x sin x = x sin x − sin x, by article 8
D2 + 4 D2 + 4 ( D2 + 4)2
x sin x 2D
= 2
− sin x, putting − 12 for D2
−1 + 4 (− 1 + 4)2
2
1 2 1 2
= x sin x − D (sin x) = x sin x − cos x .
3 9 3 9
Hence the complete solution is y = (C.F.) + (P.I.)
D-125
1 2
or y = c1 cos 2 x + c2 sin 2 x + x sin x − cos x .
3 9
Example 32: Solve ( D4 − 1) y = x sin x . (Lucknow 2006)
4 2 2
Solution: The auxiliary equation is m − 1 = 0 or (m − 1) (m + 1) = 0 .
∴ m = 1, − 1, 0 ± i .
∴ C. F. = c1e x + c2 e − x + e0 x (c3 cos x + c4 sin x) .
1
And P. I. = 4
x sin x .
D −1
Here we cannot use the method given in 8 because D4 − 1vanishes by putting − 12 i. e.,
−1 for D2 . So here we shall proceed by the method given in article 7.
1 [∵ e ix = cos x + i sin x]
∴ P.I. = Imaginary part of 4 x e ix ,
D −1
1
= I. P. of e ix x, by using the method for e ax V
{( D + i)4 − 1}
1
= I. P. of e ix x
( D + 4 iD + 6 i D2 + 4 i3 D + i4 − 1)
4 3 2
1
= I. P. of e ix 4 3 2
x, [∵i2 = − 1]
D + 4 iD − 6 D − 4 iD
1
= I. P. of e ix x
− 4 iD [1 + (3 D / 2 i) − D2 − ( D3 / 4 i)]
−1
e ix 1 3 D − ....
= I. P. of ⋅ 1 + x
−4i D 2i
e ix 1 3D
= I. P. of ⋅ 1 − + ... x
−4i D 2i
e ix 1 3 ∵ D ≡ d
= I. P. of x − ,
− 4i D 2 i dx
e ix x2 3 x
= I. P. of − , [∵ (1/ D) stands for integration w.r.t. x]
− 4i 2 2i
1 ix 1 2 3
= I. P. of i e x + i x ; [∵ i2 = − 1 ⇒ 1/ i = − i]
4 2 2
1 1 3
= I. P. of i (cos x + i sin x) x2 + ix
4 2 2
1 1 2 3
= x cos x − x sin x
4 2 2
1 2
= ( x cos x − 3 x sin x) .
8
Hence the complete solution is y = (C. F. ) + (P. I. )
D-126
1 2
or y = c1e x + c2 e − x + c3 cos x + c4 sin x + ( x cos x − 3 x sin x).
8
Example 33: Solve ( D4 + 2 D2 + 1) y = x2 cos x .
(Gorakhpur 2010; Purvanchal 07, 08; Garhwal 09, 11)
1
= Real part of x2 e ix , [∵ e ix = cos x + i sin x]
{( D2 + 1)2
1
= R. P. of e ix x2 , by article 5
{( D + i)2 + 1}2
1
= R. P. of e ix 2 2
x2 , [∵ i2 = − 1]
( D + 2 iD)
1
= R. P. of e ix x2
4 i2 D2 [1 + ( D / 2 i)]2
−2
1 ix 1 D
= R. P. of − e 2
1+ x2 , [∵ i2 = − 1]
4 D 2 i
1 ix 1 1 ∵ 1 = − i
= R. P. of − e [1 − iD]−2 x2 ,
4 D2 2 i
1 ix 1 1 1
= R. P. of − e 1 + 2 ⋅ iD + 3 ⋅ i2 D2 + … x2 ,
4 2
D 2 4
1 ix 1 x4 1 3
= R. P. of − e + i x3 − x2 + terms in x1 , x 0 ,
4 3 4 3 4
(∵ 1/ D stands for integration w.r.t. x)
1 1 4 1 3 3 2
= R. P. of − (cos x + i sin x) x + ix − x + terms in x1, x0
4 12 3 4
1 1 4 3 2 1 1 x3 sin x
=− x − x cos x +
4 12 4 4 3
+ terms already included in the C.F.
D-127
1 4 1 3
=− ( x − 9 x2 ) cos x + x ⋅ sin x ,
48 12
neglecting the terms already included in the C.F.
Hence the complete solution is y = (C. F. ) + (P. I. )
1 4 1 3
or y = (c1 + c2 x) cos x + (c3 + c4 x) sin x − ( x − 9 x2 ) cos x + x sin x .
48 12
Example 34: Solve ( D2 − 2 D + 1) y = xe x sin x ..
(Purvanchal 2010; Kanpur 12; Avadh 13; Kumaun 13)
Comprehensive Exercise 8
A nswers 8
1 1
1. y = c1 cos 3 x + c2 sin 3 x + x sin x − cos x
8 32
1 1 1
2. y = (c1 + c2 x) e − x + x sin x − sin x + cos x
2 2 2
3. y = (c1 + c2 x) e2 x + e2 x (− 2 x2 sin 2 x + 3 sin 2 x − 4 x cos x)
1 2 1
4. y = c1 cos 2 x + c2 sin 2 x − x cos 2 x + x sin 2 x
8 16
1 1
5. y= c1 + c2 e − x − x (cos x − sin x) + cos x + sin x
2 2
x −x 1 2
6. y= c1e + c2 e − ( x − 1) cos x + x sin x
2
1
7. y= c1 cos x + c2 sin x − [24 x cos 2 x − (9 x2 − 26) sin 2 x]
27
1 32
8. y= c1 e x + c2 e − x + c3 cos x + c4 sin x + cos 2 x + x sin 2 x
15 15
9. y = c1 cos mx + c2 sin mx + ( x / 4 m2 ) cos mx + ( x2 / 4 m)sin mx
1 1 x
10. y = c1e x + c2 e − x − (cos x + x sin x) + e (2 x3 − 3 x2 + 9 x)
2 12
1 1
9 The Operator and , α being a Constant
D −α D+α
d2 y
Example 35: Solve + a2 y = sec ax .
dx2
(Garhwal 2002; Agra 06; Bundelkhand 07; Purvanchal 07, 08; Lucknow 09)
∴ C. F. = c1 cos ax + c2 sin ax .
1 1
And P. I. = 2 2
sec ax = sec ax
D +a ( D + ia) ( D − ia)
1 1 1
= − sec ax [by resolving into partial fractions]
2 ia D − ia D + ia
1 1 1
= sec ax − sec ax
2 ia D − ia D + ia
1 iax − iax
sec ax dx − e − iax e iaxsec ax dx , by article 9
=
2 ia
e
∫e ∫
1 1
And P.I. = 4 tan 2 x = 4 tan 2 x
D2 + 22 ( D + 2 i)( D − 2 i)
1 1 1 1 1 1
= − tan 2 x = tan 2 x − tan 2 x
i D − 2 i D + 2 i
i D − 2i D + 2i
1 sin 2 x
tan 2 x = e2 ix e −2 ix tan 2 x dx = e2 ix (cos 2 x − isin 2 x)
Now
D − 2i ∫ ∫ cos 2 x
dx
= e2 ix 2 ix −2 ix
∫ {sin 2 x − isec 2 x + icos 2 x} dx = e i ∫ (e − sec 2 x) dx
e −2 ix 1
= ie2 ix − log (sec 2 x + tan 2 x)
− 2 i 2
1 ie2 ix
=− − log (sec 2 x + tan 2 x).
2 2
1 −1 ie2 ix
Similarly, tan 2 x = + log (sec 2 x + tan 2 x)
D + 2i 2 2
1 e2 ix + e −2 ix
P.I. = − i log (sec 2 x + tan 2 x)
i 2
= − cos 2 x log (sec 2 x + tan 2 x).
Hence the complete solution is
y = C.F. + P.I.
= c1 cos 2 x + c2 sin 2 x − cos 2 x log (sec 2 x + tan 2 x).
Comprehensive Exercise 9
A nswers 9
1 1
1. y = c1 cos 3 x + c2 sin 3 x + x sin 3 x + cos 3 x log (cos 3 x)
3 9
D-131
1 x
(a) e (b) 3e x
3
(c) e x (d) none of these.
(Avadh 2005; Garhwal 11)
1
3. For the differential equation F ( D) y = e ax , if F (a) = 0, then P.I. = e ax is
F ( D)
given by
1 1
(a) e ax (b) e ax
F (a) F (− a)
1
(c) e ax 1 (d) none of these
F ( D + a) (Rohilkhand 2005; Kumaun 11)
1
4. For the particular integral sin ax when f (− a2 ) = 0 , which one of the
f ( D2 )
following is correct
1 1 1 x
(a) sin ax = sin ax (b) sin ax = − cos ax
f ( D2 ) f (− a2 ) D2 + a2 2a
1 x
(c) 2 2
sin ax = cos ax (d) none of these
D +a 2a
(Bundelkhand 2001; Agra 08; Kumaun 12)
D-132
d2 y dy
5. The solution of the differential equation −3 + 2 y = e x is
dx2 dx
(a) y = c1e x + c2 e3 x + x (b) y = (c1 + c2 ) e x − xe x
(c) y = c1 e x + c2 e2 x − xe x (d) y = c1 x + c2 e x − e2 x .
d2 y
12. A part of the C.F. of the differential equation + a2 y = cos ax is
dx2
(a) c1 sin ax − c2 cos ax (b) − (c1 sin ax + c2 cos ax)
(c) c1 cos ax + c2 sin ax (d) − c1 sin−1 ax + c2 cos −1 ax
(Garhwal 2015)
D-133
d3 y d2 y dy
13. The solution of the differential equation 3
−2 −4 + 8 y = 0 is
dx dx2 dx
(a) y = c1e2 x + c2 e −2 x (b) y = c1e x + c2 e2 x
(c) y = c1 x + c2 e −2 x (d) y = (c1 + c2 x) e2 x + c3 e −2 x
14. The particular integral of the differential equation y ′′ − 5 y ′ + 4 y = 0 is
(a) 0 (b) y = 4 e x + e4 x
(c) y = c1 e 4 x + c2 e x (d) y = 2 x (Kumaun 2014)
ax
15. For the differential equation F ( D) y = e if F (a) ≠ 0 , then the value of the
1
particular integral e ax is
F ( D)
e ax e − ax
(a) − (b)
F (a) F (a)
e ax
(c) (d) none of these
F (a) (Kumaun 2013)
1
16. The value of particular integral sin ax of the differential equation
D2 + a2
( D2 + a2 ) y = sin ax is
x
∫
(a) x sin ax dx (b)
2 ∫
sin ax dx
x
2∫
(c) cos ax dx (d) none of these
(Kumaun 2013)
17. The general solution of the differential equation y ′′ − 2 y ′ + 5 y = 0 will be
(a) y = e x (c1 cos 2 x + c2 sin 3 x) (b) y = c1 e x + c2 e3 x
(c) y = e x (c1 cos 2 x + c2 sin 2 x) (d) y = c1 cos 2 x + c2 sin 3 x
(Kumaun 2014)
18. The particular integral of ( D2 + 4) y = cos 2 x is
x x
(a) cos 2 x (b) sin 2 x
4 4
1
(c) x cos 2 x (d) sin 2 x
4 (Kanpur 2016)
2
d y
19. The solution of differential equation + y = 0 satisfying the initial
dx2
condition y (0 ) = 1, y (π / 2) = 2 is
(a) y = 2 cos x + sin x (b) y = cos x + 2 sin x
(c) y = cos x + sin x (d) y = 2 cos x + 2 sin x
(Kanpur 2016)
d2 y dy
20. Particular integral of + + y = x2 is
dx2 dx
2
(a) x − 2 x (b) x2 + 2 x
(c) x2 + 2 (d) x2 − 2 (Kanpur 2016)
D-134
1
21. x n cos ax is equal to
f ( D)
1
(a) real part of e iax xn
f ( D + ia)
1
(b) imaginary part of e iax xn
f ( D + ia)
1
(c) e iax xn
f ( D + ia)
(d) none of these (Kanpur 2016)
2
22. The solution of ( D + 2 D + 2) y = 0 , y (0 ) = 0 , y ′ (0 ) = 1 is
(a) e x sin x (b) e − x cos x
−x
(c) e sin x (d) e x cos x (Kanpur 2016)
23. The roots of the auxiliary equation of the differential equation
d2 y dy
2
−6 + 9 y = 4 e3 t are
dt dt
(a) 3, − 3 (b) 3, 3
(c) −3, − 3 (d) none of these (Kanpur 2016)
24. Complete solution of the differential equation y ′′ + y = sec ax is
(a) y = c1 cos x + c2 sin x + cos x log cos x + x sin x
(b) y = c1 cos x + c2 sin x + x sin x
(c) y = c1 cos x − c2 sin x
x2
(d) y = c1 cos x + c2 sin x +
2 (Kanpur 2016)
2
d y
25. Particular integral of + 9 y = sin 3 x is
dx2
x x
(a) − cos 3 x (b) cos 3 x
6 6
x x
(c) sin 3 x (d) − sin 3 x
6 6 (Kanpur 2016)
3 2
26. Solution of ( D + 2 D + D) y = 0 is
(a) c1 e − x + c2 (b) (c1 + c2 x) e − x
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A linear differential equation is an equation in which the dependent variable
and its derivatives appear only in the first degree.
d4 y d3 y dy
2. 4
−5 3
−2 + 4 xy = 0 is a linear differential equation with constant
dx dx dx
coefficients. (Meerut 2003)
A nswers
Multiple Choice Questions
1. (b) 2. (a) 3. (c) 4. (b) 5. (c)
6. (c) 7. (b) 8. (c) 9. (c) 10. (c)
11. (d) 12. (c) 13. (d) 14. (a) 15. (c)
16. (b) 17. (c) 18. (b) 19. (b) 20. (a)
21. (a) 22. (c) 23. (b) 24. (a) 25. (a)
26. (d) 27. (b) 28. (c) 29. (d) 30. (c)
31. (a) 32. (c) 33. (b)
True or False
1. T 2. F 3. T
¨
D-137
5
H omogeneous L inear
D ifferential E quations
( C auchy- E uler E quations)
2 Method of Solution
To solve such equations, we introduce a new independent variable z such that
x = e z or log x = z , so that 1/ x = dz / dx.
dy dy dz 1 dy
We have = ⋅ = ⋅
dx dz dx x dz
D-138
dy dy d d
∴ x = so that x ≡ ≡ D , say.
dx dz dx dz
d n−1 d n−1 y n
nd y n−1 d
n−1
y
Now x x
n−1
= x n
+ (n − 1) x n−1
dx dx dx dx
dn y d d n−1 y
or xn = x − n + 1 x n−1 n−1
dx n dx dx
d n−1 y
= ( D − n + 1) x n−1 ⋅ …(2)
dx n−1
Putting n = 2, 3, 4,… etc. in (2), we have
d2 y dy ∵ x d ≡ D
x2 = ( D − 1) x = ( D − 1) Dy
dx 2 dx dx
or y = c1 x m1 + c2 x m2 + … + c n x mn . [∵ e z = x]
(ii) In case there are r roots alike, each equal to m, and the rest all different, then the
C.F. = (c1 + c2 z + … + c r z r −1) e mz + c r +1e mr +1z + ... + c ne mn z
= [c1 + c2 log x + … + c r (log x)r −1] x m + c r +1 x mr +1 + ... + c n x mn .
(iii) In case the roots are imaginary, say of the form α ± iβ, then the
C. F. = e α x (c1 cos βz + c2 sin βz ) = x α [c1 cos (β log x) + c2 sin (β log x)] .
In this case we can also write the
C. F. = c1e α z cos (βz + c2 ) = c1 x α cos (β log x + c2 ) .
(iv) In case the roots α ± iβ occur r times, the C.F. corresponding to these roots will
be
e α z [(c1 + c2 z + … + c r z r −1)cos βz + (c1 ′ + c2 ′ z + … + c r ′ z r −1)sin βz ]
= x α [{ c1 + c2 log x + … + c r (log x)r −1} cos (β log x)
+ { c1 ′ + c2 ′ log x + … + c r ′ (log x)r −1} sin (β log x)].
To find the Particular integral. (P.I.):
The particular integral (P.I.) of (3) is given by
1
Q.
f ( D)
If α is a constant, we have
1 1
Q= { e α z (e − αz Q)}
D−α D−α
1
= eα z e−α z Q
( D + α) − α
1 − αz
= eα z e Q = e α z e − α z Q dz .
D ∫
Methods to find the P.I:
General Methods:
(i) We resolve the operator f ( D) into linear factors. Thus we write
f ( D) = ( D − m1) ( D − m2 ) … ( D − mn) . Then the
1 1
P. I. = Q= Q
f ( D) ( D − m1) ( D − m2 ) .. ( D − mn−1)( D − mn)
1
e mn z − mn z
=
( D − m1) ( D − m2 ) … ( D − mn−1) ∫e Q dz ,
1
by operating upon Q as explained above.
D − mn
Similarly we operate with other remaining factors in succession and thus we find the
P.I.
D-140
(ii) First we resolve f ( D) into linear factors as in (i) and then we break up
{ f ( D)} −1 into partial fractions. Then the
1 A1 A2 An
P. I. = Q= + + ... + Q
f ( D) D − m1 D − m2 D − mn
(ii) When Q is of the form cos az or sin az, then the P.I. is given by
1 1
cos az = cos az ,
f ( D2 ) f (− a2 )
1 1
and sin az = sin az , [Provided f (− a2 ) ≠ 0]
f ( D2 ) f (− a2 )
1
(iii) If Q is of the form z m , we have P.I. = z m.
f ( D)
We expand { f ( D)} −1 in ascending powers of D retaining terms as far as Dm and
operate each term on z m .
(iv) If Q is of the form e a zV , where V is any function of z, we have the
1 1
P.I. = e a zV = e a z V.
f ( D) f ( D + a)
(v) If Q is of the form zV, where V is any function of z, we have the
1 1 d 1
P.I. = (zV ) = z V + V.
f ( D) f ( D) dD f ( D)
or y = (c1 + c2 z ) (e z )−2
or y = (c1 + c2 log x) x −2 .
dy d2 y
x Dy = x = D ′ y, x2 D2 y = x2 = D ′ ( D ′ − 1) y
dx dx2
d3 y
and x3 D3 y = x3 = D ′ ( D ′ − 1) ( D ′ − 2) y.
dx3
∴ the given differential equation transforms to
[ D ′ ( D ′ − 1) ( D ′ − 2) + 3 D ′ ( D ′ − 1) − 2 D ′ + 2] y = 0
or [ D ′ ( D ′ − 1) ( D ′ − 2) + 3 D ′ ( D ′ − 1) − 2 ( D ′ − 1)] y = 0
or ( D ′ − 1) [ D ′ ( D ′ − 2) + 3 D ′ − 2] y = 0
or ( D ′ − 1) ( D ′2 + D ′ − 2) y = 0
or ( D ′ − 1) ( D ′ + 2) ( D ′ − 1) y = 0
or ( D ′ − 1)2 ( D ′ + 2) y = 0 .
d3 y d2 y dy
Example 3: Solve x4 3
+ 2 x3 2
− x2 + xy = 1 .
dx dx dx (Garhwal 2011)
D-142
[ D ( D − 1) ( D − 2) + 2 D ( D − 1) − D + 1] y = e − z
or ( D − 1)2 ( D + 1) y = e − z .
∴ auxiliary equation is
(m − 1)2 (m + 1) = 0 , giving m = 1, 1, − 1 .
∴ C. F. = (c1 + c2 z ) e z + c3 e − z
= (c1 + c2 log x) x + c3 x −1. [∵ e z = x and z = log x]
1
And P. I. = 2
e−z
( D − 1) ( D + 1)
1 1
= 2
e−z
( D + 1) ( D − 1)
1 1
= ⋅ e−z
( D + 1) 4
1 1
= e−z ⋅ 1
4 D +1
1 −z 1
= e 1
4 D − 1+ 1
1 −z 1
= e 1
4 D
1 1
= ze − z = log x.
4 4x
Hence the complete solution is
c3 1
y = (c1 + c2 log x) x + + log x .
x 4x
d3 y 2
2 d y dy
Example 4: Solve x3 3
+ 2 x 2
+ 3x − 3 y = x2 + x.
dx dx dx
(Meerut 2001, 07; Gorakhpur 05, 08; Kanpur 15)
z
Solution: Putting x = e and denoting d / dz by D, the given differential equation
becomes
[ D ( D − 1) ( D − 2) + 2 D ( D − 1) + 3 D − 3] y = e2 z + e z
or [ D ( D − 1) ( D − 2) + 2 D ( D − 1) + 3 ( D − 1)] y = e2 z + e z
or ( D − 1) { D ( D − 2) + 2 D + 3} y = e2 z + e z
D-143
or ( D − 1) ( D2 + 3) y = e2 z + e z .
1 1
Also P. I. = e2 z + ez
( D − 1) ( D2 + 3) ( D − 1) ( D2 + 3)
e2 z 1
= + ez ⋅ 1
(2 − 1) ( D2 + 3) (12 + 3) ( D − 1)
1 2z 1 z 1
= e + e 1
7 4 D + 1− 1
1 2z 1 z 1
= e + e 1
7 4 D
1 1
= e2 z + e z . z .
7 4
∴ the complete solution is
1 2z 1 z
y = c1 e z + c2 cos √ 3 z + c3 sin √ 3 z + e + ze
7 4
1 1
or y = c1 x + c2 cos (√ 3 log x) + c3 sin (√ 3 log x) + x2 + x log x .
7 4
[∵ e z = x and z = log x]
d2 y dy
Example 5: Solve x2 2
−x − 3 y = x2 log x .
dx dx
(Meerut 2004B, 10; Gorakhpur 07; Kanpur 07, 14; Lucknow 09, 11;
Avadh 08; Bundelkhand 04; Garhwal 07, 10; Kumaun 09)
[ D ( D − 1) − D − 3] y = e2 z . z
or ( D2 − 2 D − 3) y = e2 z . z .
∴ auxiliary equation is
(m2 − 2 m − 3) = 0
or (m − 3) (m + 1) = 0 i. e., m = − 1, 3 .
∴ C.F. = c1e3 z + c2 e − z .
1
And P. I. = 2
e2 z . z
( D − 2 D − 3)
1
= e2 z . 2
z
[( D + 2) − 2( D + 2) − 3]
D-144
1
= e2 z 2
z
( D + 2 D − 3)
1
= e2 z z
− 3 [1 − 2
3
D− 1
3
D2 ]
−1
1 2 1
= e2 z − 1 − D + D2 z
3 3 3
1 2z 2 1
=− e 1 + D + D2 + … z
3 3 3
1 2z 2
=− e (z + ).
3 3
∴ complete solution is
1 2z 2
y = c1 e3 z + c2 e − z − e (z + )
3 3
1 2 2
or y = c1 x3 + c2 x −1 − x (log x + ).
3 3
Comprehensive Exercise 1
10. x2 (d2 y / dx2 ) − x (dy / dx) + 4 y = cos (log x) + x sin (log x). (Garhwal 2009)
D-145
A nswers 1
1
1. y = c1 x2 + c2 x3 + x
2
1
2. y = c1 x2 + c2 x3 + x4
2
1
3. y = c1 x + c2 x2 + ⋅ (1/ x)
6
1 2
4. y = c1 x2 + (c2 / x2 ) + x log x
4
1 2 1 1
5. y = c1 x4 + c2 x −5 − x − x−
14 9 20
6. y = (c1 / x) + (c2 / x2 ) + (e x / x2 )
1 6
7. y = c1 {cos (log x2 + c2 )} / x3 + log x −
13 169
8. (i) y = c1 x cos (log x + c2 ) + x log x
1 3
(ii) y = c1 x −1 + c2 √ x cos {(√ 3 / 2) log x + c3 } + x log x − x
2 4
1
9. y = c1 x − 1 + c2 √ x cos {(√ 3 / 2) log x + c3 } + x + log x
2
10. y = x [c1 cos (√ 3 log x) + c2 sin (√ 3 log x)]
1 1
+ [3 cos (log x) − 2 sin (log x)] + x sin (log x)
13 2
11. y = c1 x −1 + c2 x cos (log x + c3 ) + 5 x + 2 x −1 log x
1
12. y = x2 (c1 x √3 + c2 x −√3 ) +
6x
1 (5 sin log x + 6 cos log x) 382 cos log x + 54 sin log x
+ log x ⋅ +
x 61 3721
D-146
1 1 x
13. y = (c1 + c2 log x) + log
x x 1− x
d2 y dy
Example 6: Solve ( x + a)2 2
− 4 ( x + a) +6y = x.
dx dx (Meerut 2001, 06, 11; Kanpur 11)
[ D ( D − 1) − 4 D + 6] y = e z − a
or ( D − 3) ( D − 2) y = e z − a .
∴ auxiliary equation is (m − 3) (m − 2) = 0 , giving m = 3, 2 .
∴ C. F. = c1e3 z + c2 e2 z = c1 (e z )3 + c2 (e z )2
= c1 ( x + a)3 + c2 ( x + a)2
1 1
and P. I. = ez − ae0 z , [∵ e0 z = 1]
( D − 3) ( D − 2) ( D − 3) ( D − 2)
1 1
= ez − a e0 z ,
( D − 3) ( D − 2) ( D − 3) ( D − 2)
D-147
1 1
= ez − a e0 z
(1 − 3) (1 − 2) (0 − 3) (0 − 2)
1 z 1
= e − a
2 6
1 1
= ( x + a) − a .
2 6
Hence the complete solution is y = C. F. + P. I.
1 1
or y = c1 ( x + a)3 + c2 ( x + a)2 + ( x + a) − a .
2 6
Comprehensive Exercise 2
A nswers 2
1
1. y = c1 (3 x + 2)2 + c2 (3 x + 2)−2 + [(3 x + 2)2 log (3 x + 2) + 1]
108
2. y = c1 cos log (1 + x) + c2 sin log (1 + x) + 2 log (1 + x) sin log (1 + x)
d2 y dy
2. C.F. of the differential equation x2 + 4x + 2 y = e x is
dx2 dx
(a) c1 + c2 x (b) c1 x −1 + c2 x −2
(c) c1 e − x + c2 e x (d) none of these
d3 y d2 y dy
3. C.F. of the differential equation x4 3
+ 2 x3 2
− x2 + xy = 1 is
dx dx dx
x −x
(a) (c1 + c2 x) e + c3 e (b) c1e x + c2 e − x + c3 e2 x
c3 1
(c) (c1 + c2 log x) x + + log x (d) none of these
x 4x
d2 y dy
4. C.F. of the differential equation ( x + a)2 − 4 ( x + a) + 6 y = x is
dx2 dx
(a) c1 x2 + c2 x3 (b) c1 ( x + a)3 + c2 ( x + a)2
(c) c1 e3 x + c2 e2 x (d) none of these
6. The substitution z = log x transforms the differential equation into the following :
d2 y dy
x2 2
− 3x +4y =0
dx dx
d2 y dy d2 y
dy
(a) −4 +4y =0 (b) 4 +4y =0
−
dz 2 dz dz 2
dz
d2 y dy d2 y dy
(c) −3 +4y =0 (d) z 2 2 − 3 z +4y =0
dz 2 dz dz dz
(Garhwal 2009)
D-149
d2 y dy
7. The general solution of the differential equation x2 −x + y =0
dx2 dx
(a) Ax + Bx2 (b) Ax + B log x
(c) Ax + Bx2 log x (d) Ax + Bx log x
where A and B are constants. (Kumaun 2015)
d2 y dy
8. On putting x = e z , the transformal differential equation of x2 2
+x + y=x
dx dx
is
d2 y d2 y
(a) 2
+ y = ez (b) 2
− y = ez
dz dx
2
d y d2 y
(c) + y = ex (d) − y = e−z
dx2 dx2 (Kumaun 2016)
True or False
Write ‘T’ for true and ‘F’ for false statement.
d2 y dy
1. x2 −x − 3 y = x2 log x is a linear homogeneous differential equation of
dx2 dx
order two. (Meerut 2003)
d3 y d2 y dy
2. x4 3
+ 2 x3 2
− x2 + xy = 1 is not a linear homogeneous differential
dx dx dx
equation of order 3.
d3 y d2 y dy
3. x3 3
+ 4 x2 2
+ 2x + xy = x2 is a linear homogeneous differential
dx dx dx
equation of order 3.
A nswers
Multiple Choice Questions
1. (b) 2. (b) 3. (c) 4. (b) 5. (c)
6. (a) 7. (d) 8. (a) 9. (c) 10. (c)
True or False
1. T 2. F 3. F
¨
D-151
6
O rdinary S imultaneous
D ifferential E quations
1 Introduction
n the present chapter, we shall discuss differential equations containing one
I independent variable and two or more than two dependent variables. To
completely solve such equations we need as many simultaneous equations as there are
dependent variables.
If ∆ vanishes then the system is dependent. Here we shall not consider such cases.
D-153
and x + ( D2 + 1) y = 0 . …(2)
Let us eliminate y from (1) and (2). Multiplying both sides of (2) by 4 and operating
on both sides of (1) by D2 + 1 and adding, we get
{( D2 + 1) ( D2 − 3) + 4} x = 0
or ( D4 − 2 D2 + 1) x = 0 . …(3)
D-154
1 1
− 4
(1 + cos 2 t)
2
D + 5D + 6 2
1 1 3t
= 10 e3 t t+ e
132 + 138 D + 52 D2 + … 22
1
1 1 1 cos 2 t
− 2
− 4 42
6 + 5D + D 2 D + 5 D + 6 2
D-155
−1
1 23 1 3t
= 10 e3 t ⋅ 1 + D + … t + e
132 22 22
1 1 1 cos 2 t
− ⋅ e0 t −
2 6 + 5 D2 + D4 2 (− 4)2 + 5 (− 4) + 6
5 e3 t 23 e3 t 1 1
= t − + − − cos 2 t .
66 22 22 12 4
∴ x = (c1 cos √ 3 t + c2 sin √ 3 t) + (c3 cos √ 2 t + c4 sin √ 2 t)
5 3t 49 3 t 1 1
+ te − e − cos 2 t − ⋅ …(4)
66 1452 4 12
dx d2 x
Now from (4), we find and 2 .
dt dt
Putting the values of x and d2 x / dt2 in (1), we get
d2 x
y=− 2
− 4 x + te3 t
dt
or y = − (c1 cos √ 3 t + c2 sin √ 3 t) − 2 (c3 cos √ 2 t + c4 sin √ 2 t)
1 33 3 t 1
+ t . e3 t − e + ⋅ …(5)
66 2452 3
The required solution consists of the equations (4) and (5).
dy
∴ from (1), we get z = − x = − c1 x + c2 x −1. …(5)
dx
The required solution consists of the equations (4) and (5).
1
or t + c1 t −2 .
x= …(3)
3
Now adding (1) and (2), we get
dx + dy
t (dx + dy) = t ( x + y) dt or = dt .
x+ y
Integrating, log ( x + y) = t + log c2 .
∴ x + y = c2 e t or y = c2 e t − x . …(4)
Putting in (4) the value of x found in (3), we get
1
y = c2 e t − t − c1t −2 . …(5)
3
The equations (3) and (5) give the required general solution of the given equations.
∴ m2 − 2 m + 2 = 0 or m2 + 2 m + 2 = 0 .
2 ± √ (4 − 8) − 2 ± √ (4 − 8)
∴ m= and m =
2 2
i. e., m = 1 ± i, − 1 ± i .
∴ x = e z (c1 cos z + c2 sin z ) + e − z (c3 cos z + c4 sin z ) …(3)
dx
∴ = e z (c1 cos z + c2 sin z ) + e z (− c1 sin z + c2 cos z )
dz
− e − z (c3 cos z + c4 sin z ) + e − z (− c3 sin z + c4 cos z )
d2 x
and = e z (c1 cos z + c2 sin z ) + 2 e z (− c1 sin z + c2 cos z )
dz 2
− e z (c1 cos z + c2 sin z ) + e − z (c3 cos z + c4 sin z )
− 2 e − z (− c3 sin z + c4 cos z ) − e − z (c3 cos z + c4 sin z )
= 2 e z (− c1 sin z + c2 cos z ) − 2 e − z (− c3 sin z + c4 cos z ) .
From (1), we have
1 2 1 d2 x
y=− D x=− ⋅
2 2 dz 2
∴ y = e z (c1 sin z − c2 cos z ) + e − z (− c3 sin z + c4 cos z ) . …(4)
Now changing the variable z into t in the equations (3) and (4) by the relation t = e z or
z = log t, we get
x = t (c1 cos log t + c2 sin log t) + t −1 (c3 cos log t + c4 sin log t)
and y = t (c1 sin log t − c2 cos log t) + t −1 (− c3 sin log t + c4 cos log t) .
These equations give the required general solution of the given equations.
dx dy dz
Example 8: Solve = ny − mz , = lz − nx , = mx − ly.
dt dt dt (Kanpur 2012)
Comprehensive Exercise 1
A nswers 1
4 t 1 2t 7 2t 1 t
1. x = (c1 + c2 t) e −4 t + e − e , y = − (c1 + c2 + c2 t) e −4 t + e + e
25 36 36 25
1 2t 3 t 15 t
2. x = e − e + c1 e −6 t /5 , y = e − 8 c1 e −6 t /5 + c2 e − t
2 11 22
3 2t 2 13 4 3 12
3. x = c1 e −5 t + c2 e t + e − t− , y = − c1e −5 t + c2 e t + e2 t − t −
7 5 25 7 5 25
D-161
3 3t 5
4. x = c1 e t + c2 e −5 t − e , y = − c1e t + c2 e −5 t + e3 t
8 8
1 1
5. x = c1 cos t + c2 sin t, y = (c2 − 3 c1) cos t − (c1 + 3 c2 ) sin t
2 2
1
6. x = c1e m1t + c2 e m2 t , y = (m1 − a) c1 e m1t + (m2 − a) c2 e m2 t , where
{ }
b
(a + b ′ ) + √ [(a − b ′ )2 + 4 a ′ b] (a + b ′ ) + √ [(a − b ′ )2 + 4 a ′ b]
m1 = and m2 =
2 2
7. x = c1 cos ωt + c2 sin ωt, y = c1 sin ωt − c2 cos ωt
5 1 31
8. x = c1e −2 t + c2 e −7t + t − et − ,
14 8 196
1 3 −2 t 5 27
y= − t − 2 c1 e + 3 c2 e −7t + e t +
3 7 8 98
Taking z as the independent variable, the equations (1) and (2) can be written in the
form
dx dy
P1 + Q1 + R1 = 0
dz dz
dx dy
P2 + Q2 + R2 = 0 .
dz dz
Solving these equations for dx / dz and dy / dz by the method of cross- multiplication, we
get
dx / dz dy / dz 1
= =
Q1 R2 − Q2 R1 R1 P2 − R2 P1 P1Q2 − P2 Q1
dx dy dz
or = = ,
Q1 R2 − Q2 P1 R1 P2 − R2 P1 P1Q2 − P2 Q1
x dx dy dz
Example 10: Solve 2 = = ⋅
z − 2 yz − y2 y+z y−z
(Meerut 2001, 04; Avadh 08; Garhwal 08; Kumaun 13)
Solution: Taking the last two members of the given equations, we get
( y − z ) dy = ( y + z ) dz or y dy − z dz − ( y dz + z dy) = 0
or 2 y dy − 2 z dz − 2 ( y dz + z dy) = 0 .
Integrating, we get
y2 − z 2 − 2 yz = c1 . …(1)
D-164
dx dy dz
Example 11: Solve = = ⋅
y2 + z 2 − x2 − 2 xy − 2 xz (Garhwal 2002; Kumaun 10)
Solution: Taking the last two members of the given equations, we get
dy dz
= ⋅
y z
Integrating, we get
log y = log z + log c1
or log y = log (c1 z ) or y = c1z . …(1)
Again choosing x, y, z as multipliers, we get
dx dy dz x dx + y dy + z dz
2 2 2
= = = ⋅
y +z −x − 2 xy − 2 xz − x ( x2 + y2 + z 2 )
Taking the last two fractions, we get
dz 2 x dx + 2 y dy + 2 z dz
= ⋅
z x2 + y2 + z 2
Integrating, log z + log c2 = log ( x2 + y2 + z 2 )
or x2 + y2 + z 2 = zc2 . …(2)
The required solution consists of the equations (1) and (2).
dx dy dz
Example 12: Solve = = ⋅
1 − 2 3 x2 sin ( y + 2 x)
∴ dz = 3 x2 sin c1 dx .
dx dy dz
Example 13: Solve = = ⋅
x ( y2 − z 2 ) − y (z 2 + x2 ) z ( x2 + y2 ) (Meerut 2005, 11)
1 1 1
Solution: Choosing , − , − as multipliers, we have
x y z
dx dy dz
− −
x y z
each fraction = ⋅
0
dx dy dz dx dy dz
∴ − − =0 ⇒ = + ⋅
x y z x y z
Integrating, log x + log c1 = log y + log z
or yz = c1 x. …(1)
Again choosing x, y, z as multipliers, we get
x dx + y dy + z dz
each fraction = ⋅
0
∴ x dx + y dy + z dz = 0 .
Integrating, x2 + y2 + z 2 = c2 . …(2)
The equations (1) and (2) give the required solution of the given equations.
dx dy dz
Example 14: Solve = = ⋅
cos ( x + y) sin ( x + y) z
(Meerut 2006, 07B; Gorakhpur 08, 11; Garhwal 11)
dx dy dz
Example 15: Solve = = ⋅
x y z − a √ ( x2 + y2 + z 2 ) (Meerut 2005B, 10B)
Solution: From the first two members of the given differential equations, we have
x = c1 y. …(1)
Again choosing x, y, z as multipliers, we have
dx dy dz x dx + y dy + z dz
= = =
x y z − a √ ( x2 + y2 + z 2 ) x2 + y2 + z 2 − az √ ( x2 + y2 + z 2 )
dy dz u du
or = = , putting x2 + y2 + z 2 = u2
y z − au u2 − azu
dy dz du du + dz
or = = = ⋅
y z − au u − az (u + z ) (1 − a)
Taking the first and the last members and integrating, we get
(1 − a) log y = log (u + z ) + log c2 or y(1− a) = (u + z ) c2
or y(1− a) = c2 { √ ( x2 + y2 + z 2 ) + z } . …(2)
The required solution consists of the equations (1) and (2).
dx dy dz
Example 16. Solve = = ⋅
y3 x − 2 x4 2 y4 − x3 y 9 z ( x3 − y3 )
Solution: From the first two members of the given differential equations, we get
(2 y4 − x3 y) dx = ( y3 x − 2 x4 ) dy
2 y 1 1 2x
or
3
− 2 dx = 2 − 3 dy , dividing by x3 y3
x y x y
1 2y 1 2x
or 2 dy − 3 dx + 2 dx − 3 dy = 0 .
x x y y
y x
Integrating, + 2 = c1 . …(1)
x2 y
1 1 1
Again taking , , as multipliers, we get
x y 3z
1 1 1 1 1 1
dx + dy + dz dx + dy + dz
x y 3z x y 3z
each fraction = 3 = ⋅
( y − 2 x3 ) + (2 y3 − x3 ) + 3 ( x3 − y3 ) 0
1 1 1
∴ dx + dy + dz = 0 .
x y 3z
1
Integrating, log x + log y + log z = log c2
3
or xyz1 /3 = c2 . …(2)
dx dy dz
Example 17: Solve = 2 = ⋅
xy y zxy − 2 x2 (Purvanchal 2006; Garhwal 09)
Solution: From the first two members of the given differential equations, we get
dx dy
= ⋅
x y
Integrating, log x = log y + log c1
or x = c1 y. …(1)
Again taking the last two members, we get
dy dz dy dz
2
= 2
or 2
= [∵ x = c1 y]
y xyz − 2 x y c1 y z − 2 c12 y2
2
dz dz
or dy = or c1 dy = ⋅
c1z − 2 c12 z − 2 c1
or 2 y = c1 ( x2 − y2 ) …(1)
Taking the first and the last members, we have
dx + dy dz dx + dy dz
2
= or = ⋅
( x + y) ( x + y) z x+ y z
dx dy dz
Example 19: Solve 2 = 2 = ⋅
x y nxy
dx dy
Solution: We have 2 = 2 .
x y
1 1
Integrating, = + c1 or y − x = c1 xy. …(1)
x y
Also using 1/ x, − 1/ y and c1 / n as multipliers, we have
(1/ x) dx − (1/ y) dy + (c1 / n) dz
each fraction =
x − y + c1 xy
(1/ x) dx − (1/ y) dy + (c1 / n) dz
= , using (1).
0
∴ (1/ x) dx − (1/ y) dy + (c1 / n) dz = 0 .
Integrating, log x − log y + (c1 / n) z = c2
c1 y nxy y
or z = log + c2 or z = log + c2 . …(2)
n x y−x x
The required solution consists of the equations (1) and (2).
Comprehensive Exercise 2
dx dy dz
8. = = ⋅
1 3 5 z + tan ( y − 3 x) (Meerut 2006B; Gorakhpur 08, 11)
dx dy dz
9. = = ⋅
x ( y − z ) y (z − x) z ( x − y)
dx dy dz
10. 2 2
= 2 2
= ⋅
x(y − z ) y (z − x ) z ( x − y2 )
2
(Gorakhpur 2005, 09)
dx dy dz
11. = = ⋅
1+ y 1+ x z
dx dy dz
12. 2 2
= 2 2
= ⋅
y + yz + z z + zx + x x + xy + y2
2
(Avadh 2007)
dy − dx dz − dy dz − dx
Hint. = =
( x − y ) ( x + y + z ) ( y − z ) ( x + y + z ) ( x − z ) ( x + y + z )
dx dy dz
13. = = ⋅
x2 − yz y2 − zx z 2 − xy (Gorakhpur 2006; Garhwal 01, 10B; Kumaun 15)
dx − dy dy − dz dz − dx
Hint. = = ⋅
( x − y) ( x + y + z ) ( y − z ) ( x + y + z ) (z − x) ( x + y + z )
dx dy dz
14. 2 2
= 2 2
= ⋅ (Kanpur 2009)
x + y + yz x + y − xz z ( x + y)
dx − dy dz x dx + y dy
Hint. = =
z ( x + y) z ( x + y) ( x + y) ( x2 + y2 )
dx dy dz
15. = = ⋅
y+z z+x x+ y
dx − dy dy − dz dx + dy + dz
Hint. = = .
y−x z−x 2 ( x + y + z )
A nswers 2
1. x2 − y2 = c1, x2 − z 2 = c2
2. lx + my + nz = c1, x2 + y2 + z 2 = c2
These equations constituting the general solution of the given differential
equations represent a family of circles.
3. x + y = c1, log { z 2 + ( x + y)2 } − 2 x = c2
5. xy = c1, (z 2 + xy)2 − x4 = c2
D-170
6. x2 − y2 − z 2 = c1, 2 xy − z 2 = c2
7. xy = c1, x2 + y2 + ( x + y) z = c2
8. y − 3 x = c1, 5 z + tan ( y − 3 x) = c2 e5 x
9. x + y + z = c1, xyz = c2
10. x2 + y2 + z 2 = c1, xyz = c2
11. z ( x − y) = c1, z = c2 ( x + y + 2)
12. ( y − x) = c1 (z − y), ( y − x) = c2 (z − x)
13. ( x − y) = c1 ( y − z ), ( y − z ) = c2 (z − x)
14. x − y − z = c1, x2 + y2 = z 2 c2
15. ( y − x) = c1 (z − y), ( x − y)2 ( x + y + z ) = c2
dx dy dz
5. Solution set of the equations = = is
x y z
e−6 t e 6t
(c) (c 1 cos t + c2 sin t) (d) (c 1 cos t + c2 sin t)
2 2
x dx dy dz
12. Solution set of the equations 2
= = 2 is
y z xz y
(a) x3 + y3 = c 1, x2 − z 2 = c2 (b) x3 − y3 = c 1, x2 + z 2 = c2
(c) x3 − y3 = c 1, x2 − z 2 = c2 (d) x3 + y3 = c 1, x2 + z 2 = c2
D-172
dx dy dz
13. Solution set of the equations = = is
1 − 2 3 x2 sin ( y + 2 x)
(a) 2 x + y = c 1, z − x3 sin ( y + 2 x) = c2
(b) 2 x − y = c 1, z − x3 sin ( y + 2 x) = c2
(c) 2 x + y = c 1, z + x3 sin ( y + 2 x) = c2
(d) 2 x − y = c 1, z + x3 sin ( y + 2 x) = c2
dx dy
14. Solving the equations − y = t, + x = 1 for x, we get x =
dt dt
(a) c 1 e − 2 t + c2 e 2 t (b) (c 1 + c2 x) e t
A nswers
Multiple Choice Questions
1. (a) 2. (b) 3. (c) 4. (a) 5. (b)
6. (c) 7. (a) 8. (a) 9. (a) 10. (b)
11. (a) 12. (c) 13. (a) 14. (c)
¨
D-173
7
L inear E quations of S econd
O rder with V ariable C oefficients
where P, Q, R are functions of x only, is called the ‘linear equation of second order’.
There is no general method for solving such equations. Here we shall discuss certain
methods by which the solutions of such equations can be found.
d2 y dy
+P + Qy = R …(1)
dx2 dx
i. e., it is a solution of
d2 y dy
2
+P + Qy = 0 .
dx dx
d2 u du
∴ +P + Qu = 0 . …(2)
dx2 dx
Let y = uv be the solution of (1).
dy du dv
Putting y = uv, we get =v +u
dx dx dx
d2 y d2 u
du dv d2 v
and 2
=v 2
+2
+u 2 ⋅
dx dx dx dx dx
Substituting these values the equation (1) becomes
d2 u du dv d2 v du dv
v 2 + 2 + u 2 + P v + u + Q vu = R
dx dx dx dx dx dx
d2 v dv 2
2 du + Pu + v d u + P du + Qu = R
or u 2
+ 2
dx dx dx dx dx
d2 vdv du
or u + 2 + Pu + v. 0 = R , using (2)
dx2 dx dx
d2 v 2 du dv R
or + P + = ⋅ …(3)
dx2 u dx dx u
dv d2 v dp
Putting = p, 2 = , (3) becomes
dx dx dx
dp 2 du R
+ P + p= , …(4)
dx u dx u
which is linear with p as dependent variable.
2 du 2
∫ P + dx ∫ P dx + du
I. F. = e u dx =e u = e2 log u + ∫ P dx
= u2 e ∫ P dx .
Hence solution of (4) is
pu2 e ∫ P dx = R 2
e ∫ P dx dx + c1.
∫ u u
…(5)
dv c1e − ∫ P dx e − ∫ P dx P dx
∴ p=
dx
=
u2
+
u2 ∫ u Re ∫ dx.
It contains the given solution y = u and since it contains two arbitrary constants so it is
the complete primitive or the general solution of (1). It is evident from (6) that the
second part of the complementary function is
e − ∫ P dx
u
∫ u2
dx and the particular integral is
e − ∫ P dx P dx
u
∫ u2
⋅
∫ u Re ∫ dx dx.
d2 y dy
Example 1: Solve ( x + 2) 2
− (2 x + 5) + 2 y = ( x + 1) e x .
dx dx
(Gorakhpur 2009; Lucknow 07;
Rohilkhand 09; Kanpur 07, 09; Garhwal 09; Kumaun 11)
Solution: The given equation can be written as
d2 y (2 x + 5) dy 2 ( x + 1) x
2
− + y= e . …(1)
dx x + 2 dx x + 2 x +2
Comparing (1) with the standard form
d2 y dy
2
+ Qy = R, we have
+P
dx dx
2x + 5 2 x +1 x
P=− ,Q = ,R= e .
x +2 x +2 x +2
Here 22 + 2 P + Q = 0 ,
∴ y = e2 x is a part of the C.F. of the solution of the equation (1).
dy dv d2 y d2 v dv
Putting y = ve2 x , = e2 x + 2 v e2 x , and 2 = e2 x 2 + 4 e2 x + 4 v e2 x in (1), we
dx dx dx dx dx
get
d2 v 2 x + 3 dv x + 1 − x
2
+ = e
dx x + 2 dx x + 2
dp 2 x + 3 x + 1 −x where p = dv
or + p= e ,
dx x +2 x +2 dx
which is a linear equation with p as dependent variable.
2 x +3 1
∫ dx ∫ 2 − dx
e2 x
x +2 x + 2
I. F. = e =e
= e2 x − log ( x +2) =
x +2
e2 x x + 1 − x e2 x
∴ p⋅
x +2
=
∫ x +2
e ⋅
x +2
dx + c1
x +1 1 1 x
e x dx + c1 =
=
∫ ( x + 2) 2 ∫ −
x + 2 ( x + 2)
2
e dx + c1
1 1 1
ex + ex ⋅ ex
=
x +2 ∫ ( x + 2)2
dx −
∫ ( x + 2)2
dx + c1 ,
d2 y dy
Example 3: Solve x2 2
− ( x2 + 2 x) + ( x + 2) y = x3 e x .
dx dx
(Bundelkhand 2001; Garhwal 02;
Gorakhpur 06; Purvanchal 07; Kumaun 09; Meerut 2010B)
Solution: The standard form of the given equation is
d2 y 2 dy 1 2
2
− 1 + + + x
y = xe . …(1)
dx x dx x x2
2 1 2
Here P + Qx = − 1 + + + 2 x = 0 ,
x x x
∴ y = x is a part of the C.F. of the solution of (1).
dy dv d2 y d2 v dv
Putting y = vx, =x + v, 2
= x 2
+2 in (1), we get
dx dx dx dx dx
d2 v dv dp where p = dv
2
− = e x or − p = e x,
dx dx dx dx
which is linear in p.
I. F. = e ∫
− dx
∴ = e− x .
pe − x = x
⋅ e − x dx + c1 = x + c1.
∴
∫e
dv
∴ p= = x e x + c1 e x .
dx
D-178
d2 y dy
Example 4: Solve 2
− cot x − (1 − cot x) y = e x sin x .
dx dx (Meerut 2007B)
dy dv d2 y d2 v dv
Putting y = v x, =x + v and 2 = x 2 + 2 in (1), we have
dx dx dx dx dx
d2 v dv dp where p = dv
2
−2 = 1 or − 2 p = 1,
dx dx dx dx
which is linear in p.
− 2 dx
I. F. = e ∫ = e −2 x .
1 −2 x
pe −2 x = 1 ⋅ e −2 x dx + c1 = −
∴
∫ 2
e + c1.
dv 1
∴ p= = − + c1 e2 x .
dx 2
1 c
Integrating, we get v = − x + 1 e2 x + c2 .
2 2
∴ The complete solution of (1) is
1 c
y = v x = − x2 + 1 x e2 x + c2 x.
2 2
d2 y
Example 6: Solve sin2 x = 2 y, given y = cot x is a solution.
dx2
(Purvanchal 2010; Lucknow 08; Kanpur 07, 08)
dy dv
Solution: Putting y = v cot x, = cot x − v cosec2 x,
dx dx
d2 y d2 v dv
2
=cot x − 2 cosec2 x + 2 v cosec2 x cot x,
dx dx2 dx
the given differential equation becomes
d2 v dv d2 v 2 dv
sin2 x cot x 2 − 2 =0 or 2
− =0
dx dx dx sin x cos x dx
dp 2 dv
or − p = 0 , where p =
dx sin x cos x dx
dp 2
or = dx = 4 cosec 2 x dx .
p sin x cos x
Integrating, we get
1
log p = 4 ⋅ log tan x + log c1
2
dv
or p= = c1 tan2 x = c1 (sec2 x − 1) .
dx
2
∴ v = c1
∫ (sec x − 1) dx + c2 = c1 (tan x − x) + c2 .
d2 y x cos x dy cos x
2
− + y = sin x ( x sin x + cos x) .
dx x sin x + cos x dx x sin x + cos x
…(1)
Here P + Qx = 0,
∴ y = x is a part of the C.F. of the solution of (1).
dy d2 y
Putting y = vx and the corresponding values of , in (1), we get
dx dx2
d2 v 2 x cos x dv sin x ( x sin x + cos x)
+ − =
dx2 x x sin x + cos x dx x
dp 2 x cos x sin x ( x sin x + cos x)
or + − p= ⋅
dx x x sin x + cos x x
dv
which is linear in p where p = ⋅
dx
2 x cos x
∫ − dx
x x sin x + cos x
∴ I. F. = e
x2
= e2 log x − log ( x sin x + cos x)
= ⋅
x sin x + cos x
x2
∴ p⋅
x sin x + cos x
=
∫ x sin x dx + c1 = − x cos x + sin x + c1.
dv 1 c
∴ p= = (− x cos x + sin x) ( x sin x + cos x) + 12 ( x sin x + cos x)
dx x2 x
dv 1 1 1 1
or = − sin x cos x − cos 2 x + 2 sin x cos x + c1 sin x + 2 cos x
dx x x x x
1 1 2 1
or v=−
2 ∫ sin 2 x dx − 2 ∫ x cos 2 x − x2 sin 2 x dx
sin x cos x
+ c1
∫ x + x2 dx + c2
1 1 d sin 2 x d cos x
=
4
cos 2 x −
2 ∫ dx x
dx − c1 ∫ dx x
dx + c2
1 1 sin 2 x cos x
= cos 2 x − − c1 + c2 .
4 2 x x
∴ The complete solution of (1) is
1 1
y = vx = x cos 2 x − sin 2 x − c1 cos x + c2 x .
4 2
dy d2 y
Example 8: Solve x − y = ( x − 1) 2 − x + 1 .
dx dx (Garhwal 2001)
Here P + Qx = 0.
∴ y = x is a part of the C.F. of the solution of (1).
dy d2 y
Putting y = vx and the corresponding values of and 2 in (1), we get
dx dx
d2 v 2 x dv x − 1
+ −
2 =
dx x x − 1 dx x
dp 2 x x −1 where p = dv
or + − p= ,
dx x x − 1 x dx
which is linear in p.
2 x
∫ − dx 2 1
x x − 1 ∫ −1 − dx x2 − x
∴ I. F. = e
= e x x −1 = e2 log x − x − log ( x −1)
= e .
x −1
x2 x − 1 x2 − x
e− x =
∴ p⋅
( x − 1) ∫ x
⋅
x −1
e dx + c1
xe − x dx + c1 = − xe − x − e − x + c1 .
=
∫
dv x − 1 ( x − 1) c1 ( x − 1) x
∴ p= =− − + e
dx x x2 x2
dv 1 1 1
or = − 1 + 2 + c1 − 2 e x .
dx x x x
Integrating, we get
1 1
v=− x− + c1 e x + c2 .
x x
∴ The complete solution of (1) is
y = vx = − x2 − 1 + c1 e x + c2 x
or y = c1e x + c2 x − (1 + x2 ) .
Comprehensive Exercise 1
d2 y dy
5. ( x − x2 ) 2
− (1 − 2 x) + (1 − 3 x + x2 ) y = (1 − x)3 .
dx dx
2
d y dy
6. (3 − x) 2
− (9 − 4 x) + (6 − 3 x) y = 0 .
dx dx
2
d y dy
7. x 2
+ ( x − 2) − 2 y = x3 .
dx dx (Kanpur 2011)
2
d y dy
8. (2 x − 1) 2
−2 + (3 − 2 x) y = 2 e x .
dx dx
2
d y dy
9. x 2
+ (1 − x) − y = e x.
dx dx (Kumaun 2009)
2 3
10. Solve x y2 + xy1 − 9 y = 0 , given that y = x is a solution.
d2 y 2 2
11. Solve 2
+ 1 + cot x − 2 y = x cos x ,
dx x x (Gorakhpur 2008, 11)
sin x
given that is an integral included in the C.F.
x
d2 y dy −1
12. Solve (1 − x2 ) 2
−x − a2 y = 0 , given that y = ce a sin x is an integral.
dx dx
A nswers 1
1 1
1. y=− x e x + c1e x ( x + 1)5 + c2 e x
4 5
1 2 x 1
2. y = − x e + xe x + c1 x3 e x + c2 e x
2 3
3. y = x e2 x + c1 x2 e x + c2 e x
1
4. y=− (sin 2 x − 2 cos 2 x) + c1 (sin x − cos x) + c2 e − x
10
1
5. y = − x + c1 x2 e − x + c2 e x
2
6. y = c1e3 x (4 x3 − 42 x2 + 150 x − 183) + c2 e x
7. y = x3 + (c1 − 3) x2 − 2 (c1 − 3) ( x − 1) + c2 e − x
y = − c1 xe − x − xe x + e x
8.
∫ (2 x − 1) log (2 x − 1) dx
− 2 e x [e −2 x (2 x − 1) e2 x log (2 x − 1) dx] dx + c2 e x
∫ ∫
e− x
y = e x log x + c1 e x dx + c2 e x
9.
∫ x
−3 3
10. y = c1 x + c2 x
D-183
If we are unable to obtain a part of the C.F. of the solution of the differential equation
d2 y dy
2
+P + Qy = R, …(1)
dx dx
then we cannot solve (1) by the method given in article 2. In such cases the equation
(1) can sometimes be solved by reducing it into the form in which the term containing
the first derivative is absent. For this we first change the dependent variable from y to v
in the equation (1) by putting y = uv, where u is some function of x.
dy du dv d2 y d2 u dv du d2 v
Then =v +u , = v + 2 ⋅ + u ⋅
dx dx dx dx2 dx2 dx dx dx2
dy d2 y
Putting the values of y , , in (1), we get
dx dx2
d2 u dv du d2 v du + u dv + Q vu = R
v 2
+ 2 ⋅ + u 2 + P v
dx dx dx dx dx dx
d2 v 2
P + 2 du dv + v d u + P du + Qu = R.
or u + u …(2)
dx2 u dx dx dx
2 dx
dv
To remove the term of the first derivative we choose u such that
dx
2 du du 1
P+ =0 or = − P dx
u dx u 2
1 − 1 ∫ P dx
or log u = −
2 ∫ P dx or u=e 2 …(3)
1 2 1 dP
= P u− u ⋅
4 2 dx
Putting these values in (4), we get
d2 v 1 1 dP 1 R
+ v P2 −
2
− P ⋅ P + Q =
dx
4 2 dx 2 − 1 ∫ P dx
e 2
d2 v P2 1 dP 1 P dx
∫ d2 v
or 2
+ v Q − − = R e 2 or + Xv = Y ,
dx 4 2 dx dx2
1 P dx
1 dP 1 2 ∫
where X =Q− − P and Y = Re2 .
2 dx 4
The reduced equation (5) may easily be integrated. The equation (5) is called the
normal form of the equation (1).
Note: The students should remember the values of u, X and Y . They can write the
reduced equation (5) directly.
d2 y dy 2
Example 9: Solve 2
− 4x + (4 x2 − 1) y = − 3 e x sin 2 x .
dx dx (Rohilkhand 2001;
Meerut 05; Agra 07; Gorakhpur 09; Garhwal 10B, 15; Kumaun 06, 13)
2
Solution: Here P = − 4 x, Q = 4 x2 − 1, R = − 3 e x sin 2 x .
− 1 ∫ P dx − 1 ∫ −4 x dx 2
We choose u = e 2 =e 2 = ex .
Putting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2 1 1
where X =Q− − P = 4 x2 − 1 − (− 4) − ⋅ 16 x2 = 1 ,
2 dx 4 2 4
1 P dx 2 2
∫
and Y = Re2 = −3 e x sin 2 x ⋅ e − x = −3 sin 2 x.
Hence the normal form (1) of the given equation is
d2 v
2
+ v = − 3 sin 2 x or ( D2 + 1) v = − 3 sin 2 x. …(2)
dx
Now (2) is a linear differential equation with constant coefficients.
A.E. is m2 + 1 = 0 ⇒ m2 = − 1 ⇒ m = ± i .
∴ C.F. of the solution of (2) = c1 cos x + c2 sin x .
1 −3
P. I. = 2 (− 3 sin 2 x) = sin 2 x = sin 2 x.
D +1 − 22 + 1
∴ the solution of (2) is v = c1 cos x + c2 sin x + sin 2 x.
D-185
d2 y dy
Example 10: Solve 2
− 2 tan x + 5 y = sec x . e x .
dx dx
(Agra 2006; Gorakhpur 06; Kanpur 09; Garhwal 10)
Solution: Here P = − 2 tan x, Q = 5, R = e x sec x .
− 1 ∫ P dx
We choose u=e 2 = e ∫ tan x dx = e log sec x
= sec x.
Substituting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2 1
where X =Q− − P = 5 − (− 2 sec2 x) − tan2 x = 6
2 dx 4 2
1 P dx
∫
and Y = Re2 = e x sec x (sec x)−1 = e x .
Hence the equation (1) is
d2 v
2
+ 6v = e x or ( D2 + 6) v = e x . …(2)
dx
A.E. is m2 + 6 = 0 ⇒ m = ± √ 6 i .
∴ C.F. of the solution of (2) = c1 cos √ 6 x + c2 sin √ 6 x.
1 1
P. I. = 2 e x = e x.
D +6 7
1 x
∴ the solution of (2) is v = c1 cos √ 6 x + c2 sin √ 6 x + e .
7
Hence the complete solution of the given equation is
1 x
y = uv = sec x (c1 cos √ 6 x + c2 sin √ 6 x + e ).
7
d2 y 1 dy 1 1 6
Example 11: Solve 2
+ 1 /3
+ 2 /3 − 4 /3 − 2 y = 0 .
dx x dx 4x 6x x
1 1 6
Solution: Here P = x −1 /3 , Q = − − ,R=0.
4 x2 /3 6 x4 /3 x2
− 1 ∫ P dx − 1 ∫ x −1 /3 dx − 3 x2 /3
We choose u = e 2 =e 2 =e 4 .
Substituting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2
where X =Q− − P
2 dx 4
1 1 6 1 1 1 6
= 2 /3 − 4 /3 − 2 − − x −4 /3 − x −2 /3 = − 2 ,
4x 6x x 2 3 4 x
D-186
1
∫ P dx
and Y = Re2 =0.
Hence the normal form (1) of the given equation is
d2 v 6 d2 v
2
− 2
v = 0 or x2 − 6v = 0 , …(2)
dx x dx2
which is a homogeneous linear equation.
In order to solve it, putting x = e z , the differential equation (2) becomes
[ D ( D − 1) − 6] v = 0 , where D ≡ d / dz
or ( D2 − D − 6) v = 0 .
A.E. is m2 − m − 6 = 0 , giving m = − 2, 3 .
∴ the solution of (2) is v = c1e −2 z + c2 e3 z = c1 x −2 + c2 x3 .
Hence the complete solution of the given equation is
2 /3
y = uv = e(−3 /4) x (c1 x −2 + c2 x3 ).
d2 y dy 2
Example 12: Solve 2
− 4x + (4 x2 − 3) y = e x .
dx dx
(Gorakhpur 2005, 07; Lucknow 09; Garhwal 11; Kumaun 12)
2
Solution: Here P = − 4 x, Q = 4 x2 − 3, R = e x .
− 1 ∫ P dx 2
We choose u1 = e 2 = e ∫ 2 x dx = e x .
Substituting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2
where X =Q− − P = −1
2 dx 4
1 P dx
∫
and Y = R e2 = 1.
Hence the normal form (1) of the given equation is
d2 v
− v = 1 or ( D2 − 1) v = 1 . …(2)
dx2
A.E. is m2 − 1 = 0 , giving m = ± 1.
∴ C.F. of the solution of (2) = c1 e x + c2 e − x .
1 1 1
P. I. = 2
(1) = 2
e0 x = 2
e0 x = − 1 .
D −1 D −1 0 −1
∴ the solution of (2) is v = c1 e x + c2 e − x − 1.
Hence the complete solution of the given equation is
2
y = uv = e x (c1e x + c2 e − x − 1) .
D-187
d2 y dy
Example 13: Solve 2
+ 2x + ( x2 + 1) y = x3 + 3 x .
dx dx
Solution: Here P = 2 x, Q = x2 + 1, R = x ( x2 + 3) .
− 1 ∫ P dx 2
We choose u = e 2 = e− x /2
.
2 x e x2 /2 dx + 3 x2 / 2
=
∫x
∫ xe dx + c1
2 2 2
= x2 e x /2
x ex /2
x ex /2
−2
∫ dx + 3
∫ dx + c1,
d2 y1 dy 1
Example 14: Solve 2
− + 2 ( x + x1 /2 − 8) y = 0 .
1 /2
dx x dx 4x
1 1
Solution: Here P = − 1 /2 , Q = ( x + x1 /2 − 8), R = 0 .
x 4 x2
−1 /2
− 1 ∫ P dx 1
∫x dx 1 /2
We choose u = e 2 = e2 = ex = e√ x .
Substituting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2 2
where X =Q− − P =− 2
2 dx 4 x
D-188
1 P dx
∫
and Y = R e2 = 0.
Hence the normal form (1) of the given equation is
d2 v 2 d2 v
+ v − 2 = 0
2
or x2 − 2v = 0. …(2)
dx x dx2
This is a homogeneous linear equation.
Putting x = e z , the differential equation (2) becomes
{ D ( D − 1) − 2} v = 0 or ( D2 − D − 2) v = 0 ,
where D ≡ d / dz .
A.E. is m2 − m − 2 = 0 or (m − 2) (m + 1) = 0 .
∴ m = 2, − 1 .
Thus the solution of (2) is v = c1 e2 z + c2 e − z = c1 x2 + c2 x −1.
Hence the complete solution of the given equation is
y = uv = e √ x (c1 x2 + c2 x −1).
Comprehensive Exercise 2
d2 y dy
10. 2
− 2 tan x +5y =0.
dx dx (Agra 2008)
A nswers 2
1. y = x e x (c1 x + c2 )
2
2. y = e x (c1 cos x + c2 sin x + sin 2 x − 3 e −2 x − 18)
1 x
3. y = x (c1 cos x + c2 sin x + e )
2
4. y = (c1 cos √ 2 x + c2 sin √ 2 x) sec x
1 1
5. y = c1 cos (nx + c2 ) or y = (c1 e nx + c2 e − nx )
x x
6. y = x (c1 cos x + c2 sin x)
7. y = x c1 cos (ax + c2 ) or y = x (c1 cos ax + c2 sin ax)
1
8. y = sin x + (c1 x + c2 ) cos x
2
9. y = { c1 x2 + c2 x −1 + 1
3
x2 log x} . log x
d2 y dz 2 dy d2 z dz
or + 2 + P + Qy = R
dz 2 dx dz dx dx
D-190
d2 z dz
2 +P
d y 2 dx ⋅ dy + Q y = R
or + dx
dz 2 dz
2 dz dz 2 dz
2
dx dx dx
d2 y dy
or + P1 + Q1 y = R1, …(2)
dz 2 dz
d2 z 2 2 2
dz dz dz dz
where P1 = 2 + P , Q1 = Q and R1 = R .
dx dx dx dx dx
Here P1, Q 1 and R1 are functions of x and may be expressed as functions of z with the
help of the relation z = f ( x) .
How to choose z ? We would like to choose z in such a way that the equation (2) can
be easily integrated.
Case I: Let us choose z in such a way that P1 vanishes i. e.,
d2 z dz d dz dz
2
+P =0 ⇒ +P =0
dx dx dx dx dx
dz
= e − ∫ P dx ⇒ z = − ∫ P dx
⇒
dx ∫ [e ] dx .
d2 y
Then the equation (2) is reduced to + Q 1 y = R1 .
dz 2
Now this equation can be easily solved, if
(i) Q 1 is a constant because then it is a linear equation with constant coefficients,
(ii) Q1 is of the form (constant)/z 2 because then it is a linear homogeneous equation
with variable coefficients.
Case II: Suppose we choose z such that
Q
Q1 = 2
= ± a2 (i. e., a constant)
dz
dx
dz
or a
dx
= √ (± Q) or az = √ (± Q) dx ,
∫
(+ ive or – ive sign is taken to make the expression under the radical sign + ive).
With this choice of z, the equation (2) is reduced to
d2 y dy
2
+ P1 + a2 y = R1.
dz dz
This equation can be easily solved if P1 comes out to be a constant because then it
is a linear equation with constant coefficients.
Note 1: Students should remember the values of P1, Q1 and R1 in equation (2).
Note 2: There are only two choices for z, either P1 = 0 or Q 1 = a2 . Sometimes it is
possible to make both the choices to get the solution of the given equation.
D-191
d2 y dy
Example 15: Solve x 2
− − 4 x3 y = 8 x3 sin x2 .
dx dx
(Meerut 2004, 13B; Garhwal 09; Agra 05; Gorakhpur 09; Kumaun 08, 11)
Changing the independent variable from x to z by a relation of the form z = f ( x), the
given equation is transformed into
d2 y dy
2
+ P1
+ Q 1 y = R1, …(2)
dz dz
d2 z dz
2
+P
where P1 = dx dx , Q = Q , R = R ⋅
2 1 2 1 2
dz dz dz
dx dx dx
− 4 x2
Choosing z such that Q 1 = = constant = −1 (say), we have
(dz / dx)2
(dz / dx)2 = 4 x2 . ∴ dz / dx = 2 x ⇒ z = x2 .
1
2− ⋅2x
Now P1 = x = 0 , R1 = 2 sin x2 = 2 sin z .
4 x2
∴ The transformed equation (2) is
d2 y
− y = 2 sin z or ( D2 − 1) y = 2 sin z . …(3)
dz 2
A.E. is m2 − 1 = 0 ⇒ m2 = 1 ⇒ m = ± 1 .
∴ C.F. of the solution of (3) = c1 e z + c2 e − z .
1 2
P. I. = 2
2 sin z = sin z = − sin z .
D −1 − 1− 1
∴ Solution of the equation (3) is
y = c1e z + c2 e − z − sin z .
Hence the complete solution of the equation (1) is
2 2
y = c1e x + c2 e − x − sin x2 .
d2 y dy
Example 16: Solve + cot x + 4 y cosec2 x = 0 .
dx2 dx
(Meerut 2001; Agra 06; Gorakhpur 05)
D-192
Changing the independent variable from x to z by a relation of the form z = f ( x), the
given equation is transformed into
d2 y dy
2
+ P1 + Q 1 y = R1, …(1)
dz dz
d2 z dz
2
+P
where P1 = dx dx , Q = Q , R = R ⋅
2 1 2 1 2
dz dz dz
dx dx dx
4 cosec2 x
Choosing z such that Q1 = = constant =1 (say), we have
(dz / dx)2
(dz / dx)2 = 4 cosec2 x
dz x
or = 2 cosec x or z = 2 log tan ⋅
dx 2
− 2 cosec x cot x + 2 cosec x cot x
Now P1 = = 0 , R1 = 0 .
4 cosec2 x
∴ the transformed equation (1) is
d2 y
+ y =0 or ( D2 + 1) y = 0 . …(2)
dz 2
A.E. is m2 + 1 = 0 ⇒ m2 = − 1 ⇒ m = ± i .
∴ Solution of the equation (2) is
y = c1 cos z + c2 sin z .
Hence the complete solution of the given equation is
x x
y = c1 cos 2 log tan + c2 sin 2 log tan .
2 2
d2 y dy
Example 17: Solve cos x 2
+ sin x − 2 y cos3 x = 2 cos5 x .
dx dx
(Meerut 2006; Rohilkhand 07; Agra 07; Avadh 11; Purvanchal 06, 10)
d2 z dz
2
+P
where P1 = dx dx , Q = Q , R = R ⋅
2 1 2 1 2
dz
dz dz
dx dx dx
− 2 cos2 x
Let us choose z such that Q1 = = constant = − 2 (say).
(dz / dx)2
2
Then dz = cos2 x or
dz
= cos x or z = sin x .
dx dx
Now P1 = 0 , R1 = 2 cos2 x = 2 (1 − sin2 x) = 2 (1 − z 2 ) .
d2 y dy 1
Example 18: Solve x6 + 3 x5 + a2 y = 2 ⋅
dx2 dx x (Garhwal 2001)
Q R 1/ x8 1
Q1 = 2
= a2 , R1 = 2
= = = −2 z .
(dz / dx) (dz / dx) 1/ x6 x2
∴ the transformed equation is
d2 y
+ a2 y = − 2 z or ( D2 + a2 ) y = − 2 z . …(1)
dz 2
The C.F. of the solution of (1) = c1 cos az + c2 sin az .
−1
1 1 D2
P. I. = (− 2 z ) = 1 + (−2 z )
D2 + a2 a2 a2
1 1 1
= 2
1 − 2 D2 + … (−2 z ) = 2 (−2 z ).
a a a
∴ the solution of the equation (1) is
1
y = c1 cos az + c2 sin az − ⋅ 2z .
a2
Hence the complete solution of the given equation is
a a 1
y = c1 cos 2 − c2 sin 2 + 2 2
2x 2x a x
a a 1
or y = c1 cos 2 + c2 sin 2 + 2 2 ⋅
2x 2x a x
d2 y dy
Example 19: Solve 2
+ (tan x − 1)2 − n (n − 1) y sec 4 x = 0 .
dx dx
Solution: Comparing the given differential equation with the standard form
d2 y dy
+P + Qy = R, we have
dx2 dx
P = (tan x − 1)2 , Q = − n (n − 1) sec4 x, R = 0 .
To solve the given differential equation we change the independent variable from x to
z by choosing z such that
Q − n (n − 1) sec4 x
= = constant = − n (n − 1), say.
(dz / dx)2 (dz / dx)2
2
Then dz = sec4 x or
dz
= sec2 x or z = tan x.
dx dx
D-195
Now by the substitution z = tan x,the given differential equation is transformed into
d2 y dy
2
+ P1 + Q 1 y = R1, where
dz dz
d2 z dz
+P 2 2 2
P1 = dx
2dx = 2 sec x tan x + (tan x − 1) sec x = 1,
(dz / dx)2 sec4 x
Q R
Q1 = = − n (n − 1), R1 = =0.
(dz / dx)2 (dz / dx)2
∴ the transformed equation is
d2 y dy
+ − n (n − 1) y = 0 or { D2 + D − n (n − 1)} y = 0 . …(1)
dz 2 dz
A.E. is m2 + m − n (n − 1) = 0 or (m + n) { m − (n − 1)} = 0 .
∴ m = − n, n − 1 .
∴ the solution of the equation (1) is
y = c1e − nz + c2 e(n − 1)z .
Hence the complete solution of the given equation is
y = c1e − n tan x + c2 e(n − 1) tan x .
Comprehensive Exercise 3
d2 y dy
9. x4 2
+ 2 x3 + n2 y = 0 .
dx dx (Kumaun 2010)
2
d y dy
10. (1 + x2 )2 + 2 x (1 + x2 ) +4y =0.
dx2 dx
A nswers 3
1 − cos x
1. y = c1e cos x + c2 e2 cos x + e
6
x x x
2. y = c1e3 e + c2 e e − e2 e
3. y = c1 cos {2 e − x (1 + x)} − c2 sin {2 e − x (1 + x)} + e − x (1 + x)
√ (a2 − x2 ) √ (a2 − x2 )
4. y = c1 cos + c2 sin
√a √a
1
5. y = c1 cos ( x2 + c2 ) + x2
4
2 1
6. y = (c1 + c2 x2 ) e − x +
2
7. y = c1 cos {log (1 + x) + c2 } + 2 log (1 + x) ⋅ sin log (1 + x)
8. y = c1e − cos x
+ c2 e cos x − cos x
n
9. y = c1 cos + c2
x
10. y = c1 cos (2 tan−1 x) + c2 sin (2 tan−1 x), or y (1 + x2 ) = c1 (1 − x2 ) + 2 c2 x.
7 Wronskian Method
Alternate method to find C.S:
Consider the linear equation of second order
d2 y dy
2
+P + Qy = R . …(1)
dx dx
The P.I. of (1) is given by
vR uR vR uR
P.I. = − u
∫
W
dx + v
∫ W dx = − u ∫ uv1 − vu1 dx + v ∫ uv1 − vu1 dx , …(2)
where u and v are defined by the C.F. of
d2 y dy
2
+P + Qy = 0 …(3)
dx dx
i. e., by y = c1 u + c2 v, where c1 and c2 are arbitrary constants
D-198
u v
and W = is called the Wronskian of u and v, also written as W (u v).
u1 v1
∴ C. S. = C. F. + P. I.
Note : The method of variation of parameters must be used, if instructed to do so in the
question.
and B = − cos 2 x + c2 .
Putting the values of A and B in (1), the complete primitive of the given equation
is
y = c1 cos 2 x + c2 sin 2 x − [ log (sec 2 x + tan 2 x)] ⋅ cos 2 x.
Alternate method to find P.I.:
Here u = cos 2 x, v = sin 2 x, R = 4 tan 2 x
u v cos 2 x sin 2 x
and W= = =2.
u1 v1 − 2 sin 2 x 2 cos 2 x
vR uR
Thus, P.I. = − u
∫ W dx + v ∫ W dx
∫ ∫
= − cos 2 x 2 sin 2 x tan 2 x dx + sin 2 x 2 cos 2 x tan 2 x dx
∫ ∫
= − 2 cos 2 x (sec 2 x − cos 2 x) dx + 2 sin 2 x sin 2 x dx
Now assume A and B as the functions of x in such a way that the given equation is
satisfied by
y = ( A + Bx) e x = Ae x + Bxe x . …(1)
dy dA dB
∴ = Ae x + B (e x + xe x ) + e x + xe x
dx dx dx
dA dB
= Ae x + B (e x + xe x ), assuming e x + xe x =0. …(2)
dx dx
d2 y dA dB
∴ 2
= Ae x + B (2 e x + xe x ) + e x + (e x + xe x ) ⋅
dx dx dx
Now putting these values in the given equation, we get
dA dB
ex + e x (1 + x) = e x log x . …(3)
dx dx
D-200
= − e x x log x dx + xe x log x dx
∫ ∫
x2 1 x2 1
= − ex dx + x ⋅ e x x log x −
2
log x −
∫ ⋅
x 2 ∫ x ⋅ x dx
x2 x2 1
= − ex log x − + x e x ( x log x − x) = x2 e x (2 log x − 3) .
2 4 4
1
Hence, the C.S. is y = (c1 + c2 x) e x + x2 e x (2 log x − 3).
4
Example 22: (ii) Solve by the method of variation of parameters
d2 y
2
+ n2 y = sec nx .
dx (Meerut 2003, 07; Gorakhpur 11;
Garhwal 07, 11; Kumaun 09, 12; Lucknow 10; Avadh 09, 10, 13)
Solution: The C.F. of the given equation i. e. the solution of the equation
d2 y
+ n2 y = 0 is
dx2
y = c1 cos nx + c2 sin nx, where c1 and c2 are constants.
D-201
=
∫ (cos x − sec x) dx = sin x − log (sec x + tan x)
D-202
uR cos x ⋅ tan x
and
∫ W dx = ∫ 1
=
∫ sin x dx = − cos x
∴ P. I. = [sin x − log (sec x + tan x)] cos x − cos x sin x
= − cos x log (sec x + tan x)
Hence the complete solution is y = A cos x + B sin x − cos x log (sec x + tan x).
Solution: First we shall find the C.F. of the given equation i.e., the solution of the
equation
d2 y dy
x2 2
+x − y =0. …(1)
dx dx
This is a homogeneous linear equation. Putting x = e z , the differential equation (1)
becomes
d
{ D ( D − 1) + D − 1} y = 0 , where D ≡
dz
or ( D2 − 1) y = 0
whose solution is y = c1 e z + c2 e − z .
1
∴ solution of (1) is y = c1 x + c2 ⋅
x
B
Let y = Ax + …(2)
x
be the complete primitive of the given equation where A and B are functions of x, so
chosen that the given equation will be satisfied.
dy B dA 1 dB
Then = A− 2 + x+ ⋅ ⋅
dx x dx x dx
Let us choose A and B such that
dA 1 dB
x + ⋅ =0. …(3)
dx x dx
dy B d2 y dA 1 dB 2
Then = A− 2 and 2
= − 2 + 3 B.
dx x dx dx x dx x
Putting these values in the given equation, we get
dA 1 dB
− 2 = ex . …(4)
dx x dx
Solving (3) and (4), we get
dA 1 x dB x2 x
= e and =− e .
dx 2 dx 2
D-203
∴ solution of (1) is y = vx = c1 e x + c2 x .
Let y = Ae x + Bx …(2)
be the complete primitive of the given equation where A and B are functions of x, so
chosen that the given equation will be satisfied.
dy dA dB
Then = Ae x + B + e x +x ⋅
dx dx dx
Let us choose A and B such that
D-204
dA dB
ex +x =0. …(3)
dx dx
dy d2 y dA dB
Then = Ae x + B and 2
= ex + + ex A .
dx dx dx dx
Putting these values in the given equation, we get
dA dB
ex + = 1 − x. …(4)
dx dx
Solving (3) and (4), we get
dA dB
= − xe − x and = 1.
dx dx
Integrating these, we get
A = (1 + x) e − x + c1 and B = x + c2 .
Putting the values of A and B in (2) the general solution of the given equation is
y = c1 e x + c2 x + 1 + x + x2 .
be the complete solution of the given equation where A and B are functions of x, so
chosen that the given equation will be satisfied.
dy dA dB − x
∴ = A (cos x + sin x) − Be − x + (sin x − cos x) + e .
dx dx dx
D-205
Comprehensive Exercise 4
d2 y dy
6. ( x + 2) 2
− (2 x + 5) + 2 y = ( x + 1) e x .
dx dx (Garhwal 2009)
2
d y
7. + y = cosec x .
dx2 (Purvanchal 2007, 10; Kumaun 14)
2
d y 2
8. − y= ⋅
dx2 1+ ex (Agra 2008; Gorakhpur 05; Purvanchal 09; Kanpur 07, 14;
Kumaun 07, 15)
9. xy1 − y = ( x − 1) ( y2 − x + 1) .
A nswers 4
1. y = c1 cos x + c2 sin x + x
x 1
2. y = c1 cos ax + c2 sin ax − cos ax + 2 sin ax log sin ax
a a
1 2 1
3. y = c1 x + c2 x e2 x − x − x
2 4
1
4. y= ⋅ (c1 cos x + c2 sin x + x)
(1 − x2 )
5. y = c1 [√ (1 − x2 ) + x sin−1 x] + c2 x − ( x / 9) (1 − x2 )3 /2
6. y = c1 (2 x + 5) + c2 e2 x − e x
7. y = c1 cos x + c2 sin x − x cos x + sin x log sin x
1 + e x
8. y = c1 e x + c2 e − x + e x log x − 1 − e − x log (1 + e x )
e
9. y = c1 e x + c2 x − (1 + x2 )
d2 y dy
Example 27: Solve x 2
+ (1 − x) − y = e x.
dx dx
Solution: In the symbolic form, the given equation is
[ xD2 + (1 − x) D − 1] y = e x , where D ≡ d / dx
or ( xD + 1) ( D − 1) y = e x . …(1)
[Note that here the factors are not commutative because on expansion
{( D − 1)( xD + 1)} y gives { xD2 + (2 − x) D − 1} y] .
Let ( D − 1) y = v . …(2)
dv dv 1 ex
Then (1) gives ( xD + 1) v = e x or x + v = ex or + v= ,
dx dx x x
which is a linear differential equation of the first order.
Now I.F. = e ∫ (1 / x) dx = e log x
= x.
ex
dx + c1 = e x + c1 v = e x x −1 + c1 x −1.
∴ vx =
∫x x
or
ye − x = x −1
+ c1 x −1) e − x dx + c2
∴
∫ (e x
1 e− x e− x
=
∫ x
dx + c1
∫ x
dx + c2 = log x + c1
∫ x
dx + c2 .
e− x
y = e x log x + c1e x dx + c2 e x ,
∴
∫ x
which is the required general solution of the given differential equation.
d2 y dy
Example 28: Solve 3 x2 2
+ (2 + 6 x − 6 x2 ) −4y =0.
dx dx
Solution: In the symbolic form, the given equation is
[3 x2 D2 + (2 + 6 x − 6 x2 ) D − 4] y = 0
or [(3 x2 D2 + 6 x D + 2 D) − (6 x2 D + 4)] y = 0
or [ D (3 x2 D + 2) − 2 (3 x2 D + 2)] y = 0
or ( D − 2) (3 x2 D + 2) y = 0 . …(1)
D-208
2
c1 32x 2
−2 2 x − 3 x
or y = c2 e3 x +
3
e
∫x e dx,
d2 y dy
Example 29: Solve x 2
− ( x + 2) + 2 y = x3 .
dx dx
Solution: In the symbolic form, the given equation is
[ xD2 − ( x + 2) D + 2] y = x3
or ( xD − 2) ( D − 1) y = x3 …(1)
[Here factors are not commutative because on expansion
{( D − 1) ( xD − 2)} y gives { xD2 − ( x + 1) D + 2} y].
Let ( D − 1) y = v . …(2)
Then (1) gives
dv
( xD − 2) v = x3 or x − 2 v = x3
dx
dv 2
or − v = x2 , which is linear.
dx x
1
∴ I. F. = e ∫ (−2 / x) dx = e −2 log x = 2
x ⋅
1 2 1
∴ v⋅
x 2
=
∫ x ⋅ dx + c1 = x + c1.
x2
∴ v = x3 + c1 x2 .
Putting the value of v in (2), we get
D-209
dy
( D − 1) y = x3 + c1 x2 or − y = x3 + c1 x2 , which is again linear.
dx
∴ I. F. = e ∫ − dx = e − x .
ye − x = −x
( x3 + c1 x2 ) dx + c2
∴
∫e
= − ( x3 + c1 x2 ) e − x − (3 x2 + 2 c1 x) e − x − (6 x + 2 c1) e − x − 6 e − x + c2
or y = − ( x3 + c1 x2 ) − (3 x2 + 2 c1 x) − (6 x + 2 c1) − 6 + c2 e x
= − x3 − (c1 + 3) x2 − 2 (c1 + 3) x − 2 (c1 + 3) + c2 e x
or y = − x3 − (c1 + 3) { x2 + 2 x + 2} + c2 e x .
which is the required general solution of the given differential equation.
Let ( D − 2) y = v . …(2)
dv
Then (1) gives {( x + 3) D − 1} v = ( x + 3)2 e x or ( x + 3) − v = ( x + 3)2 e x
dx
dv 1
or − v = ( x + 3) e x , which is linear.
dx x + 3
dx
−∫ 1
∴ I. F. = e x +3 = e − log ( x +3) = ⋅
x +3
1 1 x
dx + c1 = e x + c1.
∴ v⋅
x +3
=
∫ x + 3 ⋅ ( x + 3) e
∴ v = e x ( x + 3) + c1 ( x + 3) .
Putting the value of v in (2), we get
( D − 2) y = e x ( x + 3) + c1 ( x + 3)
dy
or − 2 y = e x ( x + 3) + c1 ( x + 3), which is again linear.
dx
∴ I. F. = e ∫ −2 dx = e −2 x .
ye −2 x = −2 x −2 x
∴
∫e ( x + 3) dx + c1
∫e ( x + 3) dx + c2
1 1
= − ( x + 3) e − x − e − x − c1 ( x + 3) e −2 x − c1e −2 x + c2
2 4
1 1
or y = − ( x + 3) e x − e x − c1 ( x + 3) − c1 + c2 e2 x
2 4
D-210
1
or y = − xe x − 4 e x − c1 (2 x + 7) + c2 e2 x
4
or y = − xe x − 4 e x + A (2 x + 7) + Be2 x ,
Comprehensive Exercise 5
A nswers 5
1. y = x3 + a ( x2 − 2 x + 2) + be − x 2. y = c1 ( x − 1) + c2 e − x + x2
1 −x
y = c1e2 x (−2 x) + 2 /(3 x)
dx + c2 e2 x y = c1e x − 2 x + (1 / x)
dx + c2 e x −
3.
∫e 4.
∫e 2
e
1
y = xe − x + c1e2 x −3 x
dx + c2 e2 x
5.
∫xe
3. If a part of the C.F. is not found by inspection, then find the value of
1 dP 1 2
Q− − P . If it is a constant or a constant divided by x2 , then the normal
2 dx 4
form of the equation is easily integrable and so proceed as in article 4.
4. In case the methods given in (2) and (3) do not succeed, the method of change
of independent variable given in article 5 may be tried.
Q
In this method we often choose z such that = some suitable constant.
(dz / dx)2
5. In some cases the method of operational factors solves the equation easily.
6. If the students are instructed in the question to solve the equation by the
method of variation of parameters, then only the method of variation of
parameters must be applied.
d2 y dy
5. y = x is a solution of 2 + P + Q y = R if
dx dx
(a) P + Q = 0 (b) P − Qx = 0
Q
(c) P + Qx = 0 (d) P + =0
x
(Kumaun 2011; Kanpur 16)
d y 2
dy
6. y = x2 is a part of C.F. of equation 2 + P + Q y = R if
dx dx
(a) P + Qx = 0 (b) 1 + P + Q = 0
(c) 1 − P + Q = 0 (d) 2 + 2 Px + Qx2 = 0
(Kumaun 2009)
d2 y dy
7. y = e2 x is a part of C.F. of the differential equation +P + Q y = 0 if
dx2 dx
(a) 2 + 2 P + Q = 0 (b) 4 + 2 P + Q = 0
(c) 4 − 2 P + Q = 0 (d) 4 + 2 P − Q = 0
(Garhwal 2008, 12, 13)
8. A part of the C.F. of the differential equation
d2 y dy
2
− cot x − (1 − cot x) y = e x sin x
dx dx
(a) y = x (b) y = x2
(c) y = e x (d) y = e − x (Garhwal 2014)
(c) P1 = − 4, Q1 = 3, R1 = e − 2 z (d) P1 = − 4, Q1 = − 3, R1 = e 2 z
d2 y
15. If u and v are solutions of + 4 y = 4 tan 2 x, then Wronskian W ( u v) is
dx2
(a) − 2 (b) 2
(c) 0 (d) 1
d2 y dy
5. y = x is a solution of 2 + P + Qy = R if ……
dx dx
d2 y dy
6. y = x2 is a part of C.F. of equation 2 + P + Qy = R if ……
dx dx
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. y = x2 is a part of C.F. of the solution of equation
d2 y dy
(1 − x) +x − y = (1 − x)2 .
dx2 dx
2. y = e x is a part of C.F. of the solution of equation
d2 y dy
x 2
− (2 x − 1) + ( x − 1) y = 0 .
dx dx
3. y = x is a part of C.F. of the solution of equation
dy d2 y
x − y = ( x − 1) 2 − x + 1 .
dx dx
d2 y 2 2
4. 2
+ 1 + cot x − 2 y = x cos x is a linear differential equation of second
dx x x
order.
A nswers
Multiple Choice Questions
1. (a) 2. (c) 3. (b) 4. (a) 5. (c)
6. (d) 7. (b) 8. (d) 9. (a) 10. (c)
11. (d) 12. (a) 13. (c) 14. (a) 15. (b)
3. 1− P + Q = 0 4. m2 + Pm + Q = 0
5. P + Qx = 0 6. 2 + 2 Px + Qx2 = 0
True or False
1. F 2. T 3. T 4. T
¨
D-215
D ifferentiation of V e ctors
1 Vector Function
e know that a scalar quantity possesses only magnitude and has no concern
W with direction. A single real number gives us a complete representation of a
scalar quantity. Thus a scalar quantity is nothing but a real number.
Let D be any subset of the set of all real numbers. If to each element t of D , we
associate by some rule a unique real number f (t), then this rule defines a scalar
function of the scalar variable t . Here f (t) is a scalar quantity and thus f is a scalar
function.
In a similar manner we define a vector function.
Let D be any subset of the set of all real numbers. If to each element t of D, we associate by some
rule a unique vector f (t), then this rule defines a vector function of the scalar variable t.
Here f (t) is a vector quantity and thus f is a vector function.
We know that every vector can be uniquely expressed as a linear combination of
three fixed non-coplanar vectors. Therefore we may write
f (t) = f1 (t) i + f 2 (t) j + f 3 (t) k
D-216
Examples: (1) The temperature at any point within or on the surface of earth at a
certain time defines a scalar field.
(2) f ( x , y , z ) = x 2 − y 3 − 3z 2 defines a scalar field.
If to each point P ( x , y , z ) of a region R in space there corresponds a unique vector
f ( P), then f is called a vector point function and we say that a vector field f has
been defined in R.
Theorem 1: The necessary and sufficient condition for a vector function f (t) to be
Theorem 2: If f (t) = f1 (t)i + f 2 (t) j + f 3 (t)k , then f (t) is continuous if and only if
f1 (t), f 2 (t), f 3 (t) are continuous.
Theorem 3: Let f (t) = f1 (t)i + f 2 (t) j + f 3 (t)k and l = l1 i + l2 j + l3 k .
Then the necessary and sufficient conditions that lim f (t) = l are
t → t0
lim f (t) = l , lim f 2 (t) = l2 and lim f 3 (t) = l3 .
t → t0 1 1
t → t0 t → t0
Theorem 4: If f (t), g (t) are vector functions of scalar variable t and φ (t) is a scalar
function of scalar variable t , then
(i) lim [f (t) ± g(t)] = lim f (t) ± lim g(t)
t → t0 t → t0 t → t0
dr d2 r
Successive Derivatives: If we differentiate again, we get 2 which is called
dt dt
the second derivative of r w.r.t. t , and so on.
Thus, we continue differentiating successively upto n times and get
dr d2 r d3 r d nr
, , , …… , ,
dt dt 2 dt 3 dt n
d nr
where n
is called the n th diff. coeff. (or derivative) of r w.r.t. t. (Here diff. coeff.
dt
means differential coefficient.)
dr d2 r . ..
We often represent , , …… by r , r, …… respectively.
dt dt 2
A scalar or vector function of t is called differentiable of order n if its n th order
derivative exists.
5 Differentiation Formulae
Theorem: If a, b and c are differentiable vector functions of a scalar t and φ is a
differentiable scalar function of the same variable t, then
d da db
1. (a + b) = +
dt dt dt
d db da
2. (a • b) = a • + •b
dt dt dt
d db da
3. (a × b) = a × + × b
dt dt dt
d da dφ
4. (φa) = φ + a
dt dt dt
d da db dc
5. [a b c] = b c + a c + a b
dt dt dt dt (Meerut 2013B; Purvanchal 08)
d da db dc
6. {a × (b × c)} = × (b × c) + a × × c + a × b × ⋅
dt dt dt dt
(Meerut 2000; Purvanchal 08)
d {( a + δa) + ( b + δb)} − (a + b)
Proof: 1. (a + b) = lim
dt δt → 0 δt
δa + δb δa δb
= lim = lim +
δt → 0 δt δt → 0 δ t dt
δa δb d a d b
= lim + lim = + ⋅
δt → 0 δ t δt → 0 dt dt dt
D-219
Thus the derivative of the sum of two vectors is equal to the sum of their derivatives, as it is also
in Scalar Calculus.
d da d b
Similarly we can prove that (a – b) = − ⋅
dt dt dt
In general if r1 , r2 ,……, r n are vector functions of a scalar t, then
d dr dr dr
(r1 + r2 + …… + r n ) = 1 + 2 + …… + n ⋅
dt dt dt dt
d (a + δa) • ( b + δb) − a • b
2. (a • b) = lim
dt δt → 0 δt
= lim a • b + a • δb + δa • b + δa • δb − a • b
δt → 0 δt
= lim a • δb + δa • b + δa • δb
δt → 0 δt
lim δb δa δa
= a • + • b+ • δb
δt → 0 δt δt δt
lim a • δb + lim δa • b + lim δa • δb
=
δt → 0 δt δt → 0 δt δt → 0 δt
db da da
= a• + • b+ • 0, since δb → zero vector as δt → 0
dt dt dt
db da
= a• + •b
dt dt
d
Note: We know that a • b = b • a. Therefore while evaluating (a • b), we should
dt
not bother about the order of the factors.
d (a + δa) × ( b + δb) − a × b
3. (a × b) = lim
dt δ t → 0 δt
= lim a × b + a × δb + δa × b + δa × δb − a × b
δt → 0 δt
= lim a × δb + δa × b + δa × δb
δt → 0 δt
= lim a × δb + δa × b + δa × δb
δt → 0 δt δt δt
Note: We know that cross product of two vectors is not commutative because
d
a × b = – b × a . Therefore while evaluating (a × b), we must maintain the order
dt
of the factors a and b .
d (φ + δφ)(a + δa) − φa
4. (φa) = lim
dt δt → 0 δt
= lim φ δa + δφ a + δφ δa
δt → 0 δt δt δt
db dc da
= a × × c + a × b × + × (b × c)
dt dt dt
da db dc
= × (b × c) + a × × c + a × b × ⋅
dt dt dt
dr dx dy dz
∴ = i+ j+ k.
dt dt dt dt
Thus in order to differentiate a vector we should differentiate its components.
Note: If r = xi + yj + zk , then sometimes we also write it as r = ( x, y, z ). In this
2
dr dx dy dz d 2 r d2 x d y d2 z
notation = , , , 2 = , , 2 , and so on.
dt dt dt dt dt dt 2 dt 2 dt
Alternative Method:
We have r = xi + yj + zk , where i , j, k are constant vectors and so their
derivatives will be zero.
dr d d d d
Now, = ( xi + yj + zk ) = ( xi ) + ( yj) + (zk )
dt dt dt dt dt
dx di dy dj dz dk
= i+ x + j+ y + k +z
dt dt dt dt dt dt
dx dy dz di
= i+ j+ k , since , etc. vanish.
dt dt dt dt
da
Condition is sufficient. If a • = 0, then
dt
da da d
a• + •a=0 or (a • a) = 0
dt dt dt
or a • a = constant or a2 = constant
or a2 = constant or |a | = constant
Theorem 5: If a is a differentiable vector function of the scalar variable t, then
d da d2 a
a × = a × ⋅
dt dt dt 2
Proof: We have
2 2
d a × da = da × da + a × d a = 0 + a × d a ,
dt dt dt dt dt 2 dt 2
da d2 a
since the cross product of two equal vectors is zero = a × ⋅
dt dt 2
Theorem 6: The necessary and sufficient condition for the vector a (t) to have constant
da
direction is a × = 0.
dt (Meerut 2004B, 06, 07, 10, 11, 13B; Avadh 14)
Proof: Let a be a vector function of the scalar variable t . Let A be a unit vector in
the direction of a . If a be the magnitude of a , then a = aA .
da dA da
∴ =a + A.
dt dt dt
da dA da
Hence a× = (a A) × a + A
dt dt dt
dA da
= a2 A × +a A×A
dt dt
dA
= a2 A × [ ∵ A × A = 0] …(1)
dt
The condition is necessary. Suppose a has a constant direction. Then A is a
constant vector because it has constant direction as well as constant magnitude.
dA
Therefore = 0.
dt
da
∴ From (1), we get a × = a2 A × 0 = 0.
dt
Therefore the condition is necessary.
da
The condition is sufficient. Suppose that a × = 0.
dt
Then from (1), we get
dA dA
a2 A × =0 or A× = 0. …(2)
dt dt
D-225
dA
Since A is of constant length, therefore A • = 0. …(3)
dt
dA
From (2) and (3), we get = 0.
dt
Hence A is a constant vector i. e., the direction of a is constant.
10 Curves in Space
A curve in a three dimensional Euclidean space may be regarded as the intersection
of two surfaces represented by two equations of the form
F1 ( x, y, z ) = 0, F2 ( x, y, z ) = 0.
It can be easily seen that the parametric equations of the form
x = f1 (t), y = f 2 (t), z = f 3 (t)
where x , y , z are scalar functions of the scalar t, also represent a curve in three
dimensional space. Here ( x, y, z ) are the coordinates of a current point on the
curve. The scalar variable t may range over a set of values a ≤ t ≤ b .
In vector notation an equation of the form r = f (t), represents a curve in three
dimensional space if r is the position vector of a current point on the curve. As t
changes, r will give position vectors of different points on the curve. The vector f (t)
can be expressed as
f1 (t)i + f 2 (t) j + f 3 (t)k .
Also if ( x, y, z ) are the coordinates of a current point on the curve whose position
vector is r, then r = xi + yj + zk .
Therefore the single vector equation r = f (t)
i. e., xi + yj + zk = f1 (t)i + f 2 (t) j + f 3 (t)k
is equivalent to the three parametric equations
x = f1 (t), y = f 2 (t), z = f 3 (t).
Thus a curve in a space may be defined as the locus of a point whose coordinates may be
expressed as a function of a single parameter.
For example, the two equations
x2 y2 z
2
− 2
= 1, x = a cosh
a b a
specify a curve in three dimensional space. The parametric equations of this curve
are x = a cosh u, y = b sinh u, z = au.
And its vectorial equation is
r = a cosh u i + b sinh u j + au k .
The vector equation r = a cos ti + b sin tj + 0 k represents an ellipse, as for different
values of t, the end point of r describes an ellipse.
Similarly r = at 2 i + 2atj + 0 k is the vector equation of a parabola.
The terms skew, twisted or tortuous are often used for curves in a space.
D-226
dr
Since is a vector along the tangent at P to the curve in which the particle is
dt
moving, therefore the direction of velocity is along the tangent.
δv
Acceleration: If δv be the change in the velocity v during the time δt , then is
δt
the average acceleration during that interval. If a represents the acceleration of the
particle at time t , then
δv dv d dr d2 r
a = lim = = = ⋅
δt → 0 δt dt dt dt dt 2
dr d d
(i) = (cos ωt) a + (sin ωt) b
dt dt dt
= − ω sin ωt a + ω cos ωt b .
2
d r
∴ 2
= − ω 2 cos ωt a − ω 2 sin ωt b
dt
= − ω 2 (cos ωta + sin ωtb) = − ω 2 r.
d2 r
∴ + ω 2 r = 0.
dt 2
dr
(ii) r× = (cos ωta + sin ωt b) × (− ω sin ωta + ω cos ωtb)
dt
= ω cos 2 ωt a × b − ω sin2 ωt b × a [ ∵ a × a = 0, b × b = 0]
= ω cos 2 ωt a × b + ω sin2 ωt a × b
= ω (cos 2 ωt + sin2 ωt) a × b = ωa × b .
Example 3: If r = a cos t i + a sin t j + at tan α k , find
dr d2 r dr d2 r d3 r
× and , , 3⋅
dt dt 2 dt dt
2
dt (Purvanchal 07, 10; Agra 14)
dr
Solution: We have = − a sin t i + a cos t j + a tan α k
dt
d2 r dk
2
= − a cos t i − a sin t j , ∵ dt = 0
dt
d3 r
= a sin t i − a cos t j .
dt 3
i j k
dr d2 r
∴ × 2 = − a sin t a cos t a tan α
dt dt
− a cos t − a sin t 0
du dv d
Example 4: If = w × u, = w × v, show that (u × v) = w × (u × v).
dt dt dt
(Garhwal 2003; Bundelkhand 09)
Solution: We have
d du dv
(u × v) = × v+ u × = ( w × u) × v + u × ( w × v)
dt dt dt
= ( v • w) u − ( v • u) w + (u • v) w − (u • w) v
= ( v • w) u − (u • w) v [ ∵ u • v = v • u]
= (w • v) u – (w • u) v = w × (u × v).
Example 5: If R be a unit vector in the direction of r, prove that
dR 1 dr
R× = 2 r× , where r = | r |.
dt r dt (Bundelkhand 2008, 11)
1
Solution: We have r = rR ; so that R = r.
r
dR 1 dr 1 dr
∴ = − r.
dt r dt r 2 dt
dR 1 1 d r 1 dr
Hence R× = r× − 2 r
dt r r dt r dt
1 dr 1 dr
= 2
r× − r×r
r dt r 3 dt
1 dr
= r× ⋅ [ ∵ r × r = 0]
r2 dt
Example 6: If r is a vector function of a scalar t and a is a constant vector, m a constant,
differentiate the following with respect to t :
(i) r • a , (ii) r × a ,
dr dr
(iii) r × , (iv) r • ,
dt dt
1 dr 2
(v) r 2 + 2 , (vi) m ,
r dt
r+a r×a
(vii) 2 2
, (viii) ⋅
r +a r •a
(ii) Let R = r × a .
dR dr da
Then = ×a+r×
dt dt dt
dr ∵ da
= ×a+r×0 = 0
dt dt
dr dr
= ×a+0= × a.
dt dt
dr
(iii) Let R = r × ⋅
dt
dR dr dr d2 r
Then = × +r× 2
dt dt dt dt
d2 r ∵ dr dr
=0+r× × = 0
dt 2 dt dt
2
d r
=r× ⋅
dt 2
dr
(iv) Let R = r • ⋅
dt
dR dr dr d2 r
Then = • +r• 2
dt dt dt dt
2
dr d2 r
= +r• ⋅
dt dt 2
1
(v) Let R = r2 + ⋅
r2
dR d 2 d 1
Then = (r ) +
dt dt dt r 2
d 2 d 1
= (r ) + , where r = | r |
dt dt r 2
dr 2 dr
= 2r − ⋅
dt r 3 dt
2
dr
(vi) Let R = m ⋅
dt
dR d dr 2
Then =m
dt dt dt
dr d2 r dr 2 dr
=2m • Note : =2r •
dt dt 2 dt dt
dr d2 r
=2m • ⋅
dt dt 2
D-231
r+a
(vii) Let R = ⋅
r 2 + a2
dR 1 d d 1
Then (r + a) +
dt
= 2 2 dt r 2 + a2 (r + a)
(r + a ) dt
1 dr + da − 1 d 2
(
2
)
=
dt
2 r + a (r + a)
r 2 + a2 dt (r + a2 )2 dt
dr
2r•
1 dr dt (r + a)
= 2
−
r + a2 dt (r 2 + a2 )2
∵ da = 0, d r 2 = 2r • dr , d a2 = 0
dt dt dt dt
r×a
(viii) Let R = ⋅
r •a
dR 1 d d 1
Then = (r × a) + (r × a)
dt r • a dt dt r • a
Example 7: Find
d dr d2 r d2 dr d2 r
(i) r, , ; (ii) r, , ;
dt dt dt 2 dt 2 dt dt 2
d dr d2 r
(iii) r × × 2 ⋅
dt dt dt (Kumaun 2010)
dr d r 2
Solution: (i) Let R = r, , 2 ⋅ Then R is the scalar triple product of three
dt dt
dr d2 r
vectors r, and 2 ⋅ Therefore using the rule for finding the derivative of a scalar
dt dt
triple product, we have
D-232
dR dr dr d2 r d2 r d2 r dr d3 r
= , , + r, , + r, ,
dt dt dt dt 2 dt 2 dt 2 dt dt 3
dr d3 r
= r, , 3 ,
dt dt
since scalar triple products having two equal vectors vanish.
dr d2 r
(ii) Let R = r, , 2 ⋅ Then as in part (i)
dt dt
dR dr d3 r
= r, , ⋅
dt dt dt 3
Differentiating again, we get
d2 R dr dr d3 r d2 r d3 r dr d4 r
= , , 3 + r, 2 , 3 + r, ,
dt 2 dt dt dt dt dt dt dt 4
d2 r d3 r dr d4 r
= r, 2 , 3 + r, , ⋅
dt dt dt dt 4
dr d2 r
(iii) Let R = r × × 2⋅
dt dt
Then R is the vector triple product of three vectors. Therefore using the rule for
finding the derivative of a vector triple product, we have
dR dr dr d2 r d2 r d2 r dr d3 r
= × × 2 +r × 2 × 2 +r × × 3
dt dt dt dt dt dt dt dt
dr dr d2 r dr d3 r
= × × 2 +r × × 3 ,
dt dt dt dt dt
d2 r d2 r
since × = 0 , being vector product of two equal vectors.
dt 2 dt 2
i j k
∴ a × (b × c) = sin θ cos θ θ
3 sin θ + 9 3 cos θ − 6 3 cos θ + 2 sin θ
D-233
i + j + 3k i + j + 3k
= = = b , say.
|i + j + 3k| √ (11)
∴ the component of velocity in the given direction
(3i + 2 j + 2k ) • (i + j + 3k ) 11
= v• b= = = √ (11);
√ (11) √ (11)
and the component of acceleration in the given direction
(6i + 2 j) • (i + j + 3k ) 8
= a • b= = ⋅
√ (11) √ (11)
Comprehensive Exercise 1
3. Show that ^
r × d^
r = (r × d r) / r 2 , where r = r ^
r.
4. (i) The position vector of a moving particle at time t is given by
r = (3t − 4) i + (t 2 − 2) j + 4t 3 k. Find its velocity and acceleration at
time t = 2. (Kanpur 2005; Bundelkhand
13)
1 dr
(ii) If r = t 3 i + 2t 3 − 2
j , show that r × = k.
5t dt (Agra 2007)
(iii) If r = (cos nt) i + (sin nt) j , where n is a constant and t varies, show that
dr
r× = nk . (Garhwal 2002)
dt
5. (i) If r = (sinh t) a + (cosh t) b, where a and b are constant vectors, then
d2 r
show that = r.
dt 2
(ii) If u = t 2 i − tj + (2t + 1) k and v = (2t − 3) i + j − tk , find
d
(u • v), when t = 1.
dt (Bundelkhand 2007)
D-235
12. If r is a vector function of a scalar t, r its module, and a , b are constant vectors,
differentiate the following with respect to t :
dr
(i) r 3 r + a × , (ii) r 2 r + (a • r) b ,
dt
(iii) r n r , (iv) (ar + r b)2 .
13. Find the unit tangent vector to any point on the curve
x = a cos t , y = a sin t , z = bt .
14. If the direction of a differentiable vector function r (t) is constant, show that
d r
r× = 0. Or
dt
If r (t) is a vector of constant direction, show that its derivative is collinear
with it.
15. If e is the unit vector making an angle θ with x-axis, show that de / dθ is a unit
vector obtained by rotating e through a right angle in the direction of θ
increasing.
A nswers 1
2. (i) i + (2t + 1) j + (3t 2 + 2t + 1) k ; 2 j + (6t + 2) k
(ii) − j + 2k ; 2i; √ 5 ; 2
4. (i) v = 3 i + 4 j + 48 k , a = 2 j + 48 k
5. (i) r (ii) 6t 2 − 10 t − 2 ; − 6
7. (i) √ 37; √ (325)
9. (i) (5t 2 − 1) cos t + 11t sin t
(ii) t 2 (t sin t − 3 cos t) i − t 2 (t cos t + 3 sin t) j
− (11t cos t − 5t 2 sin t + sin t) k
3 5
(iii) 100 t + 2 t + 6t
dr dr d2 r
12. (i) 3r 2 r+r3 +a ×
dt dt dt 2
dr dr d r
(ii) 2 r r +r2 + a • b
dt dt dt
dr dr
(iii) nr n−1
r+r
n
dt dt
d r dr
(iv) 2 (a r + r b) • a + b
dt dt
1
13. (− a sin t i + a cos t j + b k)
√ (a2 + b 2 )
D-237
dr
7. If r = 3 i − 6t 2 j + 4t k , then the value of is
dt
(a) 3 t i − 6 t 2 j + 4 t k (b) 3 i − 12 t j + 4 t k
(c) − 6t i + 4 k (d) −12 t j + 4 k
da
8. Unit vector a and its derivative are
dt
(a) parallel (b) perpendicular
(c) along the same direction (d) none of these
2
d r
9. If r = 3i − t 2 j + 4t k , then is equal to
dt 2
(a) 0 (b) 1
(c) 2 (d) 3 (Garhwal 2004, 13)
10. The necessary and sufficient condition for the vector a(t) to have
constant direction is
da da
(a) a • =0 (b) a × =0
dt dt
da
(c) =0 (d) none of these
dt (Garhwal 2006)
2
d r
11. If r = sin t i + cos t j + t k , then the value of is
dt 2
(a) 1 (b) 2
(c) 2 (d) 0 (Garhwal 2010, 14)
−t
12. A particle moves along the curve x = e , y = 2 cos 3t, z = 2 sin 3t, then
magnitude of velocity at t = 0 is
(a) 325 (b) 37
(c) 39 (d) none of these
(Garhwal 2011)
d2 r
13. If r = (sinh t) a + (cosh t) b, where a and b are constant vectors then =
dt 2
(a) r (b) − r
(c) 0 (d) none of these
2 3 d
14. If A = 5 t i + t j − t k , then (A • A) is
dt
(a) (5 t 3 − 1) + 11t (b) 10 t 3 + 2 t + 6 t 5
(c) 100 t 3 + 2 t + 6 t 5 (d) 100 t 5 + 2 t + 6 t 3
15. The necessary and sufficient condition for the vector function a(t) to be
constant is
D-239
da da
(a) =0 (b) =0
dt dt
da da
(c) a • =0 (d) ≠0
dt dt
16. If a is a differential vector function of the scalar variable t and if a = a,
d
then (a2 ) is
dt
da da
(a) a (b)
dt dt
da da
(c) 2a (d) a •
dt dt
Fill in the Blank(s)
Fill in the blanks “……”, so that the following statements are complete and correct.
dr d2 r
1. If r = 3i − 6t 2 j + 4t k , then = …… ; = …… .
dt dt 2 (Bundelkhand 2008)
d
2. If u = t 2 i − t j + (2t + 1) k , v = (2t − 3) i + j − t k , then (u • v) = …… .
dt
d2 r
3. If r = (cos ωt) i + (sin ωt) j , then r × = …… .
dt 2
4. The necessary and sufficient condition for the vector a (t) to have constant
direction is ……
dr d2 r
5. If r = 5i + 3t 2 j + 2t k , then = …… ; = …… . (Bundelkhand 2010)
dt dt 2
d
6. (a • b) = …… .
dt (Kumaun 2009)
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A vector is said to be constant only if its magnitude is fixed and direction
changes.
2. The necessary and sufficient condition for the vector a (t) to have constant
da
magnitude is a • = 0.
dt
A nswers
True or False
1. F 2. T
¨
D-241
9
G radient, D ivergence
and C url
∂ ∂ ∂
=i ( f + g) + j ( f + g) + k ( f + g)
∂x ∂y ∂z
∂f ∂g ∂f ∂g ∂f ∂g
=i +i + j + j +k +k
∂x ∂x ∂y ∂y ∂z ∂z
∂f ∂f ∂f ∂g ∂g ∂g
= i + j +k + i + j +k
∂x ∂y ∂z ∂x ∂y ∂z
∂ ∂ ∂ ∂ ∂ ∂
= i + j +k f + i + j +k g
∂x ∂y ∂z ∂x ∂y ∂z
= ∇f + ∇g = grad f + grad g .
Similarly, we can prove that ∇ ( f − g) = ∇f − ∇g.
Theorem 2: Gradient of a constant. The necessary and sufficient condition for a
scalar point function to be constant is that ∇f = 0.
∂f ∂f ∂f
Proof: If f ( x, y, z ) is constant, then = 0, = 0, = 0.
∂x ∂y ∂z
∂f ∂f ∂f
Therefore, grad f = i + j +k = 0 i + 0 j + 0 k = 0.
∂x ∂y ∂z
Hence the condition is necessary.
∂f ∂f ∂f
Conversely, let grad f = 0. Then i + j +k = 0.
∂x ∂y ∂z
∂f ∂f ∂f
Therefore, = 0, = 0, = 0.
∂x ∂y ∂z
∴ f must be independent of x, y and z .
∴ f must be a constant. Hence the condition is sufficient.
= f ∇g + g ∇f = f grad g + g grad f .
In particular, if c is a constant, then
∇ (c f ) = c ∇f + f ∇c = c ∇f + 0 = c ∇f .
D-244
Theorem 4: Gradient of the quotient of two scalar functions. If f and g are two
f g ∇f − f ∇g
scalar point functions, then ∇ = ⋅
g g2 (Kumaun 2013)
Proof: We have
f ∂ ∂ ∂ f
∇ = i + j +k
g ∂x ∂y ∂z g
∂ f ∂ f ∂ f
=i + j +k ⋅
∂x g ∂y g ∂z g
∂f ∂g ∂f ∂g
g − f g − f
∂ f ∂ f ∂y ∂y
But = ∂x 2 ∂x , = ,
∂x g g ∂y g g2
∂f ∂g
g − f
∂ f ∂ z ∂ z ⋅
and = 2
∂z g g
f 1 ∂f ∂g ∂f ∂g ∂f ∂g
∴ ∇ = 2 i g − f + jg − f + k g − f
g g ∂x ∂x ∂y ∂y ∂z ∂z
1 ∂f ∂f ∂f ∂g ∂g ∂g
= 2
g i + j +k − f i + j +k
g ∂x ∂y ∂z ∂x ∂y ∂z
1
= { g ∇f − f ∇g }.
g2
= f ′ (r) ∇r .
∂r ∂r ∂r
(ii) We have ∇r = i + j +k ⋅
∂x ∂y ∂z
D-246
Now r 2 = x2 + y2 + z 2 .
∂r ∂r x
∴ 2r = 2 x i. e., = ⋅
∂x ∂x r
∂r y ∂r z
Similarly, = and = ⋅
∂y r ∂z r
x y z 1 1 ∧
∴ ∇r = i+ j + k = ( xi + yj + zk ) = r = r .
r r r r r
1 ∂r 1 ∂r 1 ∂r
= i − 2 + j − 2 + k − 2
r ∂x r ∂y r ∂z
1 ∂r ∂r ∂r
=− 2
i+ j+ k
r ∂x ∂y ∂z
1 x y z 1 1
=− 2
i + j + k = − 3 ( xi + yj + zk ) = − 3 r .
r r r r r r
[see part (ii)]
(v) We have ∇ log |r | = ∇ log r
∂ ∂ ∂
=i log r + j log r + k log r
∂x ∂y ∂z
1 ∂r 1 ∂r 1 ∂r 1 x y z
= i+ j+ k = i+ j + k
r ∂x r ∂y r ∂z r r r r
1 1
= 2
( xi + yj + zk ) = r.
r r2
∂ n ∂ n ∂ n
(vi) We have ∇r n = i r + j r +k r
∂x ∂y ∂z
∂r ∂r ∂r
= i nr n − 1 + j nr n − 1 + k nr n − 1
∂x ∂y ∂z
∂r ∂r ∂r
= nr n − 1 i + j +k = nr n − 1 ∇r
∂x ∂y ∂z
D-247
1 ∵ ∇r = r as in part (ii)
= nr n − 1 r
r r
= nr n − 2 r .
Example 4: (i) Interpret the symbol a • ∇ (ii) Show that (a • ∇) φ = a • ∇ φ
(iii) Show that (a • ∇) r = a . (Kumaun 2008; Purvanchal 14)
Solution: (i) Let a = a1 i + a2 j + a3 k . Then
∂ ∂ ∂
a • ∇ = (a1 i + a2 j + a3 k ) • i + j +k
∂ x ∂ y ∂ z
∂ ∂ ∂
= a1 + a2 + a3 ⋅
∂x ∂y ∂z
∂ ∂ ∂
(ii) (a • ∇) φ = a1 + a2 + a3 φ.
∂x ∂y ∂z
∂φ ∂φ ∂φ
Also a • ∇φ = (a1 i + a2 j + a3 k ) • i+ j+ k
∂ x ∂ y ∂z
∂φ ∂φ ∂φ
= a1 + a2 + a3 ⋅
∂x ∂y ∂z
Hence (a • ∇) φ = a • ∇φ.
∂ ∂ ∂ ∂r ∂r ∂r
(iii) (a • ∇) r = a1 + a2 + a3 r = a1 + a2 + a3 ⋅
∂x ∂y ∂z ∂x ∂y ∂z
But r = xi + yj + zk .
∂r ∂r ∂r
∴ = i, = j, = k.
∂x ∂y ∂z
∴ (a • ∇) r = a1 i + a2 j + a3 k = a .
Comprehensive Exercise 1
x y
1. If F = e i + ( x − 2 y) j + x sin y k , calculate
∂F ∂F ∂2 F
(i) , (ii) , (iii) ,
∂x ∂y ∂x 2
∂2 F ∂2 F
(iv) , (v) ⋅
∂x ∂y ∂y 2
2. If f = (2 x 2 y − x 4 ) i + (e xy − y sin x) j + x 2 cos y k , verify that
∂2 f ∂2 f
= ⋅
∂y ∂x ∂x ∂y
D-248
2
3. If u = x y z i + x z j − y 3 k and v = x 3 i − x y z j + x 2 z k , calculate
∂2 u ∂2 v
× at the point (1, 1, 0).
∂y 2 ∂x 2
4. If φ ( x , y , z ) = x 2 y + y 2 x + z 2 , find ∇φ at the point (1, 1, 1).
5. Find grad f , where f is given by f = x 3 − y 3 + xz 2 , at the point (1, − 1, 2).
6. If φ ( x, y, z ) = xy 2 z and f = xzi − xyj + yz 2 k , show that
∂3
(φf ) at (2 , − 1, 1) is 4i + 2 j .
∂x 2 ∂z
7. If u = x + y + z , v = x 2 + y 2 + z 2 , w = yz + zx + xy, prove that
(grad u) • [(grad v) × (grad w)] = 0. (Meerut 2007B)
∂f ∂f ∂f ∂f ∂f ∂f
8. If F = y −z i + z − x j + x − y k , prove that
∂z ∂y ∂x ∂z ∂y ∂x
(i) F = r × ∇f , (ii) F • r = 0, (iii) F • ∇f = 0 .
2 1 /2 −1 /3 −3 /2 −7 /3
9. If φ = (3r − 4r + 6r ), show that ∇φ = 2 (3 − r −r )r.
10. Prove that ∇φ • d r = dφ . (Meerut 2005, 06, 09B; Kumaun 08)
11. Prove that f (u) ∇u = ∇ ∫ f (u) du .
(Kumaun 2012, 13)
12. ρ and p are two scalar point functions such that ρ is a function of p; show
dρ
that ∇ρ = ∇p .
dp
dφ dr
13. Show that = ∇φ • , where r = x i + y j + z k and φ is a function of
ds ds
x , y and z .
1 A•r
14. Prove that A • ∇ = − 3 ⋅
r r (Meerut 2010)
−3 −5
15. Prove that ∇r = − 3r r. (Meerut 2009, 12)
16. Show that
(i) grad (r • a) = a , (Avadh 2010)
(ii) grad [r , a , b] = a × b ,
where a and b are constant vectors.
A nswers 1
x y x y
1. (i) ye i + j + sin y k (ii) xe i − 2 j + x cos y k
2 x y x y
(iii) y e i (iv) e ( x y + 1) i + cos y k
D-249
x y
(v) x2 e i − x sin y k
3. − 36 j 4. 3i + 3 j + 2 k
5. 7i − 3 j + 4k
Theorem 1: Let f ( x , y , z ) be a scalar field over a region R . Then through any point of
R there passes one and only one level surface.
Proof: Let ( x1 , y1 , z1 ) be any point of the region R .
Then the level surface f ( x, y, z ) = f ( x1 , y1 , z1 ) passes through this point.
Now suppose the level surfaces f ( x , y , z ) = c1 and f ( x , y , z ) = c 2 pass through
the point ( x1 , y1 , z1 ). Then
f ( x1 , y1 , z1 ) = c1 and f ( x1 , y1 , z1 ) = c 2 .
Since f ( x, y, z ) has a unique value at ( x1 , y1 , z1 ), therefore we have c1 = c 2 .
Hence only one level surface passes through the point ( x1 , y1 , z1 ).
Theorem 2: ∇f is a vector normal to the surface f ( x , y , z ) = c where c is a constant.
dr dx dy dz ∧
∴ = i+ j+ k = a.
ds ds ds ds
∧ ∂f ∂f ∂f dx dy dz
Now ∇f • a = i + j +k • i + j+ k
∂x ∂y ∂z ds ds ds
∂f dx ∂f dy ∂f dz d f
= + + =
dx ds dy ds dz ds ds
∧
= directional derivative of f at P in the direction of a .
∂f ∂f ∂f
f ( x , y , z ) + lδs + mδ s + nδs +… − f ( x , y , z )
∂x ∂y ∂z
= lim ,
δs → 0 δs
df ∧
Now = directional derivative of f in the direction of n
dn
∧ ∧ ∧ ∧
= ∇f • n = A n • n = A. [∵ ∇ f = grad f = A n ]
df ∧
∴ grad f = ∇ f = n.
dn
∧ df
Note: If the vector n is in the direction of f increasing, then is positive.
dn
Therefore ∇f is a vector normal to the surface f ( x , y , z ) = c in the direction of f
increasing.
Theorem 3: Grad f is a vector in the direction of which the maximum value of the
df
directional derivative of f i.e., occurs.
ds
∧
Proof: The directional derivative of f in the direction of a is given by
df ∧ df ∧ ∧ df ∧
=∇ f •a= n •a ∵ ∇f = n
ds dn dn
df ∧ ∧ df ∧ ∧
= (n • a ) = cos θ, where θ is the angle between a and n .
dn dn
df df
Now is fixed. Therefore cos θ is maximum when cos θ is maximum i. e., when
dn dn
∧ ∧ ∧
cos θ = 1 . But cos θ will be 1 when the angle between a and n is 0 i. e., when a is along
∧
the unit normal vector n .
Therefore the directional derivative is maximum along the normal to the surface.
df
Its maximum value is = = |grad f |.
dn
∂f ∂f ∂f
Then ∇f = i+ j+ k is a vector along the normal to the surface at P i. e.,∇f
∂x ∂y ∂z
is perpendicular to the tangent plane at P .
Tangent plane at P: Let R = X i + Y j + Z k be the position vector of any
current point Q ( X , Y , Z ) on the tangent plane at P to the surface. The vector
→
PQ = R − r = ( X − x) i + (Y − y) j + (Z − z ) k
lies in the tangent plane at P . Therefore it is perpendicular to the vector ∇f .
∴ (R − r) • ∇f = 0
∂f ∂f ∂f
or [( X − x) i + (Y − y) j + (Z − z ) k ] • i+ j+ k = 0
∂x ∂y ∂z
∂f ∂f ∂f
or ( X − x) + (Y − y) + (Z − z ) = 0, …(1)
∂x ∂y ∂z
is the equation of the tangent plane at P.
Normal at P: Let R = X i + Y j + Z k
be the position vector of any current point Q ( X , Y , Z ) on the normal at P to the
→
surface. The vector PQ = R − r = ( X − x) i + (Y − y) j + (Z − z ) k lies along the
normal at P to the surface. Therefore it is parallel to the vector ∇f .
∴ (R − r) × ∇f = 0 …(2)
is the vector equation of the normal at P to the given surface.
Cartesian form: The vectors
∂f ∂f ∂f
( X − x) i + (Y − y) j + (Z − z ) k and ∇ f = i+ j+ k,
∂x ∂y ∂z
will be parallel if
∂f ∂f ∂f
( X − x) i + (Y − y) j + (Z − z ) k = p i+ j+ k ,
∂ x ∂ y ∂z
where p is some scalar.
Equating the coefficients of i , j, k , we get
∂f ∂f ∂f
X − x= p ,Y − y = p ,Z − z = p
∂x ∂y ∂z
X − x Y − y Z −z
or = = …(3)
∂f ∂f ∂f
∂x ∂y ∂z
which are the equations of the normal at P.
∂F ∂F ∂F
Note: The vector , , is along the normal to the surface
∂x ∂y ∂z
F ( x, y, z ) = 0 at the point ( x, y, z ).
D-254
Example 5: Find a unit normal vector to the level surface x 2 y + 2 xz = 4 at the point
(2 , − 2 , 3). (Kashi 2014)
2
Solution: The equation of the level surface is f ( x, y, z ) ≡ x y + 2 xz = 4.
The vector grad f is along the normal to the surface at the point ( x , y , z ).
We have grad f = ∇ ( x 2 y + 2 xz ) = (2 x y + 2z ) i + x 2 j + 2 x k .
∴ at the point (2 , − 2 , 3), grad f = − 2 i + 4 j + 4k .
∴ −2 i + 4 j + 4 k is a vector along the normal to the given surface at the point
(2 , − 2 , 3).
Hence a unit normal vector to the surface at this point
−2 i + 4 j + 4 k −2 i + 4 j + 4 k 1 2 2
= = = − i + j+ k.
|−2 i + 4 j + 4 k| √ (4 + 16 + 16) 3 3 3
1 2 2 1 2 2
The vector − − i + j + k i. e., i − j − k is also a unit normal vector to
3 3 3 3 3 3
the given surface at the point (2 , − 2 , 3).
Alternate Solution: The given surface is
φ ( x, y, z ) ≡ x 2 y + 2 xz − 4 = 0.
∂φ ∂φ ∂φ
We have = 2 x y + 2z , = x2 , = 2z .
∂x ∂y ∂z
∴ At the point (2, − 2, 3), we have
∂φ ∂φ ∂φ
= − 2, = 4, = 4.
∂x ∂y ∂z
∴ A vector along the normal to the given surface at the point (2, − 2, 3)
∂φ ∂φ ∂φ
= , , = (− 2, 4, 4) or (− 1, 2, 2).
∂x ∂y ∂z
∧
If a be the unit vector in the direction of the vector 2i − j − 2k , then
∧ 2i − j−2k 2 1 2
a= = i − j − k.
√ (4 + 1 + 4) 3 3 3
Therefore the required directional derivative is
df ∧ 2 1 2
= grad f • a = (8i − j − 10 k ) • i − j − k
ds 3 3 3
16 1 20 37
= + + = ⋅
3 3 3 3
Since this is positive, f is increasing in this direction.
Example 7: Find the directional derivative of the function f = x 2 − y 2 + 2z 2 at the
point P (1, 2 , 3) in the direction of the line PQ where Q is the point (5, 0, 4).
(Purvanchal 2007; Kashi 14)
Solution: Here
∂f ∂f ∂f
grad f = i+ j+ k
∂x ∂y ∂z
= 2 xi − 2 yj + 4zk = 2i − 4 j + 12k at the point (1, 2 , 3).
→
Also PQ = position vector of Q − position vector of P
= (5i + 0 j + 4k ) − (i + 2 j + 3k ) = 4i − 2 j + k .
∧ →
If a be the unit vector in the direction of the vector PQ , then
∧ 4i −2 j+ k 4i −2 j+ k
a= = ⋅
√ (16 + 4 + 1) √ (21)
∴ the required directional derivative
∧ 4i − 2 j + k
= (grad f ) • a = (2i − 4 j + 12 k ) •
√ (21)
28 28 4
= = √ (21) = √ (21).
√ (21) 21 3
Example 8: In what direction from the point (1, 1, − 1) is the directional derivative of
2 2
f = x −2y + 4z 2 a maximum ? Also find the value of this maximum directional
derivative. (Kanpur 2008)
Solution: We have
grad f = 2 x i − 4 y j + 8z k
= 2 i − 4 j − 8 k at the point (1, 1, − 1).
The directional derivative of f is maximum in the direction of grad f
=2i −4 j−8k.
The maximum value of this directional derivative
= |grad f | = |2 i − 4 j − 8 k | = √ (4 + 16 + 64) = √ (84) = 2 √ (21).
D-256
Example 9: What is the greatest rate of increase of u = xyz 2 at the point (1, 0 , 3) ?
Example 10: Find the equations of the tangent plane and normal to the surface
2
2 xz − 3 xy − 4 x = 7 at the point (1, − 1, 2).
i. e., { ( X i + Y j + Z k ) − (i + 2 j + 2k )} • (4i + 2 j + 2k ) = 0
i. e., { ( X − 1) i + (Y − 2) j + (Z − 2) k} • (4i + 2 j + 2k ) = 0
i. e., 4 ( X − 1) + 2 (Y − 2) + 2 (Z − 2) = 0
i. e., 4 X + 2Y + 2 Z = 12 , i. e., 2 X + Y + Z = 6 .
The equations of the normal to the surface at the point (1, 2 , 2) are
X −1 Y − 2 Z − 2
= =
∂f ∂f ∂f
∂x ∂y ∂z
X −1 Y −2 Z −2 X −1 Y −2 Z −2
i. e., = = , i. e., = = ⋅
4 2 2 2 1 1
Example 12: Find the angle between the surfaces x 2 + y 2 + z 2 = 9, and
z = x 2 + y 2 − 3 at the point (2 , − 1, 2). (Meerut 2001)
Solution: Angle between two surfaces at a point is the angle between the normals
to the surfaces at that point. Let f1 = x 2 + y 2 + z 2 and f 2 = x 2 + y 2 − z .
Then grad f1 = 2 x i + 2 y j + 2 z k and grad f 2 = 2 x i + 2 y j − k .
Let n1 = grad f1 at the point (2 , − 1, 2) and n 2 = grad f 2 at the point (2 , − 1, 2).
Then n1 = 4i − 2 j + 4k and n 2 = 4i − 2 j − k .
The vectors n1 and n 2 are along normals to the two surfaces at the point (2 , − 1, 2).
If θ is the angle between these vectors, then
n1 • n 2 = |n1||n 2| cos θ
or 16 + 4 − 4 = √ (16 + 4 + 16) √ (16 + 4 + 1) cos θ.
16 8
∴ cos θ = or θ = cos −1 ⋅
6 √ (21) 3 √ (21)
Comprehensive Exercise 2
1. (i) Find the gradient and the unit normal to the level surface
x 2 + y − z = 4 at the point (2 , 0, 0).
(ii) Find the unit normal to the surface z = x 2 + y 2 at the point
(−1, − 2 , 5).
2. (i) Find the unit vector normal to the surface x 2 − y 2 + z = 2 at the point
(1, − 1, 2).
(ii) Find the unit normal to the surface x 4 − 3 xyz + z 2 + 1 = 0 at the point
(1, 1, 1).
(iii) Find a unit normal vector to the surface x 2 y + 2 xz = 4 at the point
(2 , − 2 , 3).
D-258
9. (i) Find the equations of the tangent plane and the normal to the surface
x 2 + 2 y 2 + 3z 2 = 12 at the point (1, 2 , − 1).
(ii) Find the equations of the tangent plane and the normal to the surface
xy + yz + z x = 1, at the point (2, 3, − 1).
(iii) Find the equations of the tangent plane and the normal to the surface
z = x 2 − 2 xy − y 2 at the point (1, 2 , − 7).
(iv) Find the equation of the tangent plane to the surface x 2 + y 2 + z 2 = 9
at (2 , − 1, 2).
(v) Find the equation of the tangent plane to the surface z = x 2 + y 2 at
the point (1, − 1, 2).
10. Show that the directional derivative of a scalar point function at any point
along any tangent line to the level surface at the point is zero.
11. If F and f are point functions, show that the components of the former,
tangential and normal to the level surface f = 0 are
∇f × (F × ∇f ) (F • ∇f ) ∇f
2
and ⋅
(∇f ) (∇f )2
A nswers 2
1 − (2i + 4 j + k)
1. (i) 4i + j − k ; (4 i + j − k ) (ii)
3 √2 √ (21)
1 i − 3j − k 1 2 2
2. (i) (2 i + 2 j + k ) (ii) (iii) − , ,
3 √ (11) 3 3 3
∂f ∂f ∂f
3. (i) , and in the directions of i , j and k
∂x ∂y ∂z
10 13 8
(ii) (iii) − (iv)
3 3 6
45 18
(v) (vi)
7 √ (14)
D-260
∂V ∂V ∂V
div V = ∇ • V = i • + j• +k • ⋅
∂x ∂y ∂z
Now V = V1 i + V2 j + V3 k .
∂V ∂V1 ∂V2 ∂V3
∴ = i+ j+ k.
∂x ∂x ∂x ∂x
∂V ∂V ∂V2 ∂V3 ∂V1
∴ i• =i • 1 i + j+ k = ⋅
∂x ∂x ∂x ∂x ∂x
∂V ∂V2 ∂V ∂V3
Similarly, j• = and k • = ⋅
∂y ∂y ∂z ∂z
∂V1 ∂V2 ∂V3
Hence, div V = + + ⋅
∂x ∂y ∂z
Solenoidal Vector: A vector V is said to be solenoidal if div V = 0.
∂f ∂f ∂f ∂f ∂f ∂f
= 2 k − 3 j + − 1 k + 3 i + 1 j − 2 i
∂x ∂x ∂y ∂y ∂ z ∂z
∂f ∂f ∂f ∂f ∂f 2 ∂f
= 3 − 2 i + 1 − 3 j+ − 1 k.
∂ y ∂ z ∂ z ∂x ∂x ∂y
Note: It should be noted that the expression for curl f can be written immediately
if we treat the operator ∇ as a vector quantity. Thus
∂ ∂ ∂
Curl f = ∇ × f = i + j +k × ( f1 i + f 2 j + f 3 k )
∂x ∂y ∂z
i j k
∂ ∂ ∂
=
∂x ∂y ∂z
f f2 f3
1
∂ ∂ ∂ ∂ ∂ ∂
= ∂y ∂z i −
∂x ∂z
j + ∂x ∂y k
f2 f 3 f1 f 3 f1 f 2
∂f ∂f ∂f ∂f ∂f ∂f
= 3 − 2 i + 1 − 3 j + 2 − 1 k .
∂ y ∂ z ∂ z ∂ x ∂ x ∂y
But we must take care that in the expansion of the determinant the operators
∂ ∂ ∂
, , must precede the functions f1 , f 2 , f 3 .
∂x ∂y ∂z
∂2 f ∂2 f ∂2 f
If f is a scalar point function, then ∇ 2 f = + + ⋅
∂x 2 ∂y 2 ∂z 2
It should be noted that ∇ 2 f is also a scalar quantity.
∂2 f ∂2 f ∂2 f
If f is a vector point function, then ∇ 2 f = + + ⋅
∂x 2 ∂y 2 ∂z 2
It should be noted that ∇ 2 f is also a vector quantity.
i j k
∂ ∂ ∂
(ii) We have curl f = ∇ × f =
∂x ∂y ∂z
2 2 yz
x y −2 xz
∂ ∂ ∂ ∂ 2
= (2 yz ) − (−2 xz ) i − (2 yz ) − ( x y) j
∂ y ∂ z ∂ x ∂ z
∂ ∂ 2
+ (− 2 xz ) − ( x y) k
∂ x ∂ y
2
= (2z + 2 x) i − 0 j + (−2z − x ) k
= (2 x + 2z ) i − ( x 2 + 2z ) k .
(iii) We have curl curl f = ∇ × ( ∇ × f ) = ∇ × [(2 x + 2z ) i − ( x 2 + 2z ) k ]
i j k
∂ ∂ ∂
=
∂x ∂y ∂z
2 x + 2z 0 − x 2 − 2z
∂ ∂ ∂
= (− x 2 − 2z ) i − (− x 2 − 2z ) − (2 x + 2z ) j
∂ y ∂ x ∂ z
∂
+ 0 − (2 x + 2z ) k
∂y
= 0 i − (−2 x − 2) j + (0 − 0) k = (2 x + 2) j.
∂ ∂ ∂ ∂
= ( x − y) − ( x cos y − z ) i − ( x − y) − (sin y + z ) j
∂ y ∂ z ∂ x ∂ z
∂ ∂
+ ( x cos y − z ) − (sin y + z ) k
∂x ∂y
= (−1 + 1) i − (1 − 1) j + (cos y − cos y) k = 0.
∴ V is irrotational.
(ii) We have
D-266
∂V ∂V ∂V
curl V = i × + j× +k ×
∂x ∂y ∂z
= i × 0 + j × 0 + k × 0 = 0.
= 0 + 0 + 0 = 0.
(ii) curl (r × a) = ∇ × (r × a)
i j k
∂ ∂ ∂
=
∂x ∂y ∂z
a3 y − a2 z a1 z − a3 x a2 x − a1 y
∂ ∂
= (a2 x − a1 y) − (a1 z − a3 x) i
∂ y ∂ z
∂ ∂
− (a2 x − a1 y) − (a3 y − a2 z ) j
∂x ∂z
∂ ∂
+ (a1 z − a3 x) − (a3 y − a2 z ) k
∂ x ∂ y
= − 2a1 i − 2a2 j − 2a3 k = − 2 (a1 i + a2 j + a3 k ) = − 2a .
∂ ∂ xyz ∂ ∂ xyz
= (e xyz ) − (e ) i − (e xyz ) − (e ) j
∂ y ∂ z ∂ x ∂ z
∂ ∂ xyz
+ (e xyz ) − (e ) k
∂x ∂y
= e xyz ( xz − x y) i + e xyz ( x y − yz ) j + e xyz ( yz − xz ) k .
Solution: We have
∂ ∂ ∂
div f = ∇ • f = i + j +k • (2 x 2 z i − xy 2 z j + 3 y 2 x k )
∂x ∂y ∂z
∂ ∂ ∂
= (2 x 2 z ) + (− xy 2 z ) + (3 y 2 x)
∂x ∂y ∂z
= 4 xz − 2 xyz + 0 = 2 xz (2 − y).
Example 23: Show that ∇ 2 ( x / r 3 ) = 0. (Kumaun 2008)
2 2 2
x ∂ ∂ ∂ x
Solution: ∇ 2 3 = 2 + 2 + 2 3 ⋅
r ∂x ∂y ∂z r
∂2 x ∂ ∂ x ∂ 1 3 x ∂r
Now 2 3
= 3 = − 4
∂x r ∂x ∂x r ∂x r 3 r ∂x
∂ 1 3 x x ∵ r 2 = x 2 + y 2 + z 2 gives ∂r = x
= 3 − 4
∂x r r r ∂x r
∂ 1 3 x2 3 ∂r 6 x 15 x 2 ∂r
= 3 − 5 =− 4 − + 6
∂x r r r ∂x r 5 r ∂x
3 x 6 x 15 x 2 x 9 x 15 x 3
=− − + = − + 7 ⋅
r4 r r5 r6 r r5 r
∂2 x ∂ ∂ x ∂ 3 x ∂r
Again 2 3
= 3 = −
∂y r ∂ y ∂y r ∂y r 4 ∂y
∂ 3x y ∂r y
= − 4 ∵ =
∂y r r ∂y r
2
∂ 3 xy 3 x 15 xy ∂r 3 x 15 x y
= − 5 = − 5 + = − + ⋅
∂y r r r 6 ∂y r5 r7
∂2 x 3 x 15 xz 2
Similarly = − + ⋅
∂z 2 r 3 r5 r7
Therefore, adding we get
x ∂2 ∂2 ∂2 x
∇ 2 3 = 2 + 2 + 2 3
r ∂x ∂y ∂z r
D-268
9x 15 x 3 3x 15 xy 2 3x 15 xz 2
=− + − + − +
r5 r7 r5 r7 r5 r7
15 x 15 x 15 x 15 x
=− + (x2 + y2 + z 2 ) = − 5 + 7 r 2 = 0.
r5 r7 r r
Comprehensive Exercise 3
(ii) If f = ( y 2 + z 2 − x 2 ) i + (z 2 + x 2 − y 2 ) j + ( x 2 + y 2 − z 2 ) k ,
find div f and curl f .
(iii) If f = xy 2 i + 2 x 2 yz j − 3 yz 2 k , find div f and curl f . What are
their values at the point (1, − 1, 1) ? (Rohilkhand 2005)
3 3 3
2. Find div F and curl F where F = grad ( x + y +z − 3 xyz ).
(Rohilkhand 2007)
3. Find the divergence and curl of the vector
f = ( x 2 − y 2 ) i + 2 xyj + ( y 2 − xy) k . (Bundelkhand 2004)
4. Given φ = 2 x 3 y 2 z 4 , find div (grad φ).
5. If u = x 2 − y 2 + 4z , show that ∇ 2 u = 0.
A nswers 3
1. (i) − 3 ; − 6i
(ii) − 2 ( x + y + z ) ; 2 ( y − z ) i + 2 (z − x) j + 2 ( x − y) k
D- 269
11 Vector Identities
1. Prove that div (A + B) = div A + div B or ∇ • (A + B) = ∇ • A + ∇ • B .
Proof: We have
∂ ∂ ∂
div (A + B) = ∇ • (A + B) = i + j +k • (A + B)
∂x ∂y ∂z
∂ ∂ ∂
=i• (A + B) + j • (A + B) + k • (A + B)
∂x ∂y ∂z
∂A ∂B ∂A ∂B ∂A ∂B
=i • + + j• + +k • +
∂x ∂x ∂y ∂y ∂z ∂z
∂A ∂A ∂A ∂B ∂B ∂B
= i • + j• +k • + i • + j• +k •
∂x ∂y ∂z ∂x ∂y ∂z
= ∇ • A + ∇ • B = div A + div B .
2. Prove that curl (A + B) = curl A + curl B or ∇ × (A + B) = ∇ × A + ∇ × B .
(Rohilkhand 2008)
∂ ∂ ∂
=i• (φA) + j • (φA) + k • (φA)
∂x ∂y ∂z
∂ ∂φ ∂A
= Σ i • (φA) = Σ i • A+φ
∂x ∂x ∂x
∂φ ∂A
= Σ i • A + Σ i • φ
∂x ∂x
∂φ ∂A
= Σ i • A + Σ φ i •
∂x ∂x
[ ∵ a • (mb) = (ma) • b = m (a • b)]
∂φ ∂A
= Σ i • A + φ Σ i • = (∇φ) • A + φ (∇ • A).
∂x ∂x
4. Prove that curl (φA) = ( grad φ) × A + φ curl A
or ∇ × (φA) = (∇φ) × A + φ (∇ × A).
(Garhwal 2002, 03; Bundelkhand 06)
∂ ∂ ∂
Proof: We have curl (φA) = ∇ × (φA) = i + j +k × (φA)
∂x ∂y ∂z
∂ ∂φ ∂A
= Σ i × (φA) = Σ i × A+φ
∂ x ∂ x ∂x
∂φ ∂A
= Σ i × A + Σ i × φ
∂x ∂x
∂φ ∂A
= Σ i × A + Σ φ i ×
∂x ∂x
[∵ a × (mb) = (ma) × b = m (a × b)]
∂φ ∂A
= Σ i × A + φ Σ i × = (∇φ) × A + φ (∇ × A).
∂x ∂x
5. Prove that div (A × B) = B • curl A − A • curl B
or ∇ • (A × B) = B • (∇ × A) − A • (∇ × B).
(Garhwal 2003; Agra 05; Meerut 04, 05B, 08, 09;
Bundelkhand 05, 07; Kashi 13; Avadh 09)
Proof: We have
∂ ∂A ∂B
div (A × B) = Σ i • (A × B) = Σ i • ×B+A×
∂x ∂ x ∂x
∂A ∂B
= Σ i • × B + Σ i • A ×
∂ x ∂x
∂A ∂B
= Σ i × • B − Σ i • × A
∂ x ∂ x
[∵ a • (b × c) = (a × b) • c and a • (b × c) = – a • (c × b)]
D-271
∂A ∂B
= Σ i × • B − Σ i × • A
∂ x ∂ x
∂B
= (curl A) • B − Σ i × • A
∂x
= (curl A) • B − (curl B) • A = B • curl A − A • curl B.
6. Prove that curl (A × B) = (B • ∇) A − B div A − (A • ∇) B + A div B.
(Garhwal 2001; Meerut 06B; Kumaun 09, 11, 12)
Proof: We have curl (A × B) = ∇ × (A × B)
∂ ∂B ∂A
= Σ i × (A × B) = Σ i × A × + × B
∂x ∂x ∂x
∂B ∂A
= Σ i × A × + Σ i × × B
∂x ∂x
∂B ∂B ∂A ∂A
= Σ i • A − (i • A) + Σ (i • B) − i • B
∂x ∂x ∂x ∂x
∂B ∂B
= Σ i • A − Σ (A • i)
∂ x ∂x
∂A ∂A
+ Σ (B • i) − Σ i • B
∂x ∂x
∂B ∂ ∂
= Σ i • A − A • Σ i B + B • Σ i A
∂x ∂x ∂x
∂A
− Σ i • B
∂x
= (div B) A − (A • ∇) B + (B • ∇) A − (div A) B .
Proof: We have
∂ ∂B ∂A
grad (A • B) = ∇ (A • B) = Σ i (A • B) = Σ i A • + • B
∂x ∂x ∂x
∂B ∂A
= Σ A • i + Σ B • i ⋅ …(1)
∂x ∂x
Now we know that a × (b × c) = (a • c) b - (a • b) c .
∴ (a • b) c = (a • c) b - a × (b × c).
∂B ∂B ∂B
∴ A • i = (A • i) −A× × i
∂x ∂x ∂x
∂B ∂B
= (A • i) + A × i × ⋅
∂x ∂x
D-272
∂B ∂B ∂B
Thus Σ A • i = Σ (A • i) + Σ A × i ×
∂x ∂ x ∂x
∂ ∂B
= A • Σ i B + A × Σ i ×
∂x ∂x
= (A • ∇) B + A × (∇ × B). …(2)
∂A
Similarly Σ B • i = (B • ∇) A + B × (∇ × A). …(3)
∂x
Putting the values from (2) and (3) in (1), we get
grad (A • B) = (A • ∇ ) B + A × (∇ × B) + (B • ∇ ) A + B × (∇ × A).
Note: If we put A in place of B , then
grad (A • A) = 2 (A • ∇) A + 2A × (∇ × A)
1
or grad A2 = (A • ∇) A + A × curl A.
2
∂2 φ ∂2 φ ∂2 φ ∂2 ∂2 ∂2
= + + = 2 + 2 + 2 φ = ∇ 2 φ.
∂x 2 ∂y 2 ∂z 2 ∂x ∂y ∂z
9. Prove that curl of the gradient of φ is zero i. e., ∇ × (∇φ) = 0 , i. e., curl grad φ = 0 .
(Bundelkhand 2014)
∂φ ∂φ ∂φ
Proof: We have grad φ = i+ j+ k.
∂x ∂y ∂z
∴ curl grad φ = ∇ × grad φ
∂ ∂ ∂ ∂φ ∂φ ∂φ
= i + j +k × i+ j+ k
∂ x ∂ y ∂ z ∂ x ∂ y ∂z
i j k
∂ ∂ ∂
= ∂x ∂y ∂z
∂φ ∂φ ∂φ
∂z
∂x ∂y
∂2 φ ∂2 φ ∂2 φ ∂2 φ ∂2 φ ∂2 φ
= − i+ − j+ − k
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z ∂x ∂y ∂y ∂x
D-273
= 0 i + 0 j + 0 k = 0,
provided we suppose that φ has continuous second partial derivatives so that the
order of differentiation is immaterial.
i j k
∂ ∂ ∂
curl A = ∇ × A =
∂x ∂y ∂y
A1 A2 A3
∂A3 ∂A2 ∂A1 ∂A3 ∂A2 ∂A1
= − i + − j+ − k.
∂y ∂z ∂z ∂x ∂x ∂y
∂ 2 A3 ∂ 2 A2 ∂ 2 A1 ∂ 2 A3 ∂ 2 A2 ∂ 2 A1
= − + − + −
∂x ∂y ∂x ∂z ∂y ∂z ∂y ∂x ∂z ∂x ∂z ∂y
= 0 , assuming that A has continuous second partial derivatives.
i j k
∂ ∂ ∂
Then ∇ × A =
∂x ∂y ∂z
A1 A2 A3
∂A3 ∂A2 ∂A1 ∂A3 ∂A2 ∂A1
= − i + − j+ − k.
∂y ∂z ∂z ∂x ∂x ∂y
i j k
∂ ∂ ∂
∴ ∇ × (∇ × A) =
∂x ∂y ∂z
∂A3 ∂A2 ∂A1 ∂A3 ∂A2 ∂A1
− − −
∂y ∂z ∂z ∂x ∂x ∂y
D-274
Solution: We have
div (φA) = φ (div A) + A • grad φ .
Putting A = r and φ = r n in this identity, we get
D-275
1 x ∂r 1 y ∂r 1 z ∂r
= − 2 + − 2 + − 2 ⋅
r r ∂x r r ∂y r r ∂z
Now r 2 = x2 + y2 + z 2 .
∂r ∂r x
∴ 2r = 2 x i. e., = ⋅
∂x ∂x r
∂r y ∂r z
Similarly = and = ⋅
∂y r ∂z r
∧ 3 x x y y z z
∴ div r= − 2 + 2 + 2
r r r r r r r
D-276
2 2 2
3 x + y +z 3 r2 3 1 2
= − = − 3 = − = ⋅
r r3 r r r r r
2
Example 28: Prove that ∇ 2 f (r) = f ′ ′ (r) + f ′ (r).
r (Meerut 2003, 05, 06B)
Solution: We know that if φ is a scalar function, then ∇ 2 φ = ∇ • (∇φ).
∴ ∇ 2 f (r) = ∇ • {∇f (r)} = div { grad f (r) }
1
= div { f ′ (r) grad r} = div f ′ (r) r
r
1 1
= f ′ (r) div r + r • grad f ′ (r)
r r
3 d 1 f ′ (r) grad r
= f ′ (r) + r •
r dr r
3 1 1 1
= f ′ (r) + r • − 2 f ′ (r) + f ′ ′ (r) r
r r r r
3 1 1 1
= f ′ (r) + r − 2 f ′ (r) + f ′ ′ (r) (r • r)
r r r
3 1 1 1
= f ′ (r) + − 2 f ′ (r) + f ′ ′ (r) r 2
r r r r
3 1 2
= f ′ (r) − f ′ (r) + f ′ ′ (r) = f ′ ′ (r) + f ′ (r).
r r r
1 1
Example 29: Prove that ∇ 2 = 0 or div grad = 0 .
r r
( Agra 2002; Meerut 07, 13)
Solution: We have
1 1 1
∇ 2 = ∇ • ∇
= div grad
r r r
1 1 1 1
= div − 2 grad r = div − 2 r = div − 3 r
r r r r
1 1 3 d 1
= − 3 div r + r • grad − 3 = − 3 + r • − 3 grad r
r r r dr r
3 3 1 3 3 3 3
=− 3
+r • 4 r = − 3 + 5 (r • r) = − 3 + 5 r 2 = 0 .
r r r r r r r
∴ 1 / r is a solution of Laplace’s equation.
Example 30: Prove that div grad r n = n (n + 1) r n − 2 , i. e., ∇ 2 r n = n (n + 1) r n − 2 .
(Bundelkhand 2005, 10; Meerut 2000, 08; Avadh 10; Agra 14)
Solution: We have ∇ 2 r n = ∇ • (∇r n ) = div (grad r n )
D-277
1
= div (nr n − 1 grad r) = div nr n − 1 r = div (nr n − 2 r)
r
= (nr n − 2 ) div r + r • (grad nr n − 2 )
= 3nr n − 2 + r • [n (n − 2) r n − 3 grad r]
1
= 3nr n − 2 + r • n (n − 2) r n − 3 r
r
= 3nr n − 2 + r • [n (n − 2) r n − 4 r] = 3nr n − 2 + n (n − 2) r n − 4 (r • r)
= 3nr n − 2 + n (n − 2) r n − 4 r 2 = nr n − 2 (3 + n − 2) = n (n + 1) r n − 2 .
Note: If n = − 1, then ∇ 2 (r −1
) = (−1)(−1 + 1) r −3 = 0.
1 3
Example 31: Prove that ∇ • r ∇ 3 = 4 or, div [r grad r −3 ] = 3r −4 .
r r (Meerut 2009B)
1
Solution: We have ∇ 3 = grad r −3
r
∂ −3 ∂ −3 ∂ −3
= (r ) i + (r ) j + (r ) k .
∂x ∂y ∂z
∂ −3 ∂r
Now (r ) = − 3r − 4 ⋅
∂x ∂x
But r 2 = x2 + y2 + z 2 .
∂r ∂r x
Therefore 2r = 2x or = ⋅
∂x ∂x r
∂ −3 x
So (r ) = − 3r − 4 = − 3r −5 x .
∂x r
∂ −3 ∂ −3
Similarly (r ) = − 3r −5 y and (r ) = − 3r −5 z .
∂y ∂z
1
Therefore ∇ 3 = − 3r −5 ( x i + yj + zk ).
r
1
∴ r ∇ 3 = − 3r − 4 ( xi + yj + zk ).
r
1 ∂ ∂ ∂
∴ ∇ • r ∇ 3 = (−3r − 4 x) + (− 3r − 4 y) + (−3r − 4 z ).
r ∂x ∂y ∂z
∂ ∂r
Now (−3r − 4 x) = 12r −5 x − 3r − 4
∂x ∂x
−5 x
= 12r x − 3r − 4 = 12r −6 x 2 − 3r − 4 .
r
∂
Similarly (−3r − 4 y) = 12r − 6 y 2 − 3r − 4
∂y
∂
and (−3r − 4 z ) = 12r − 6 z 2 − 3r − 4 .
∂z
D-278
1
Hence ∇ • r ∇ 3 = 12 r − 6 ( x 2 + y 2 + z 2 ) − 9r − 4
r
= 12 r −6 r 2 − 9r − 4 = 12 r − 4 − 9r − 4 = 3r − 4 .
Example 32: If a is a constant vector, prove that div { r n (a × r)} = 0.(Kanpur 2008)
∂ a × r 3 ∂r 1 ∂r 1 ∂a
Now =− 4 (a × r) + 3 a × + 3 × r …(1)
∂x r 3 r ∂ x r ∂ x r ∂ x
∂a
Now = 0 because a is a constant vector.
∂x
Also r = x i + y j+ z k.
∂r
∴ =i.
∂x
∂r x
Further = ⋅
∂x r
D-280
∂ a × r 3 x 1
∴ (1) becomes 3 =− 4 (a × r) + 3 (a × i)
∂x r r r r
3x 1
= − 5 (a × r) + 3 (a × i).
r r
∂ a × r 3x 1
∴ i× = − 5 i × (a × r) + 3 i × (a × i)
∂x r 3 r r
3x 1
= − 5 [(i • r) a – (i • a) r] + 3 [(i • i) a − (i • a) i]
r r
3x 3x 1 1
= − 5 xa + 5 a1 r + 3 a − 3 a1 i
r r r r
[∵ i • r = x and i • a = a1 if a = a1 i + a2 j + a3 k ]
2
3x 3 1 1
=− 5
a+ 5
a1 xr + 3
a− a1 i .
r r r r3
∂ a × r
∴ Σ i ×
∂x r 3
3 3 3 1
= − 5 Σ x 2 a + 5 Σ a1 x r + 3 a − 3 Σ a1 i
r r r r
3 2 3 3 1
= − 5 r a + 5 (r • a) r + 3 a − 3 a
r r r r
[∵ Σ x 2 = r 2 , Σ a1 x = r • a , Σ a1 i = a]
a 3
=− 3
+ (a • r) r .
r r5
Comprehensive Exercise 4
5. (i) Given that ρ F = ∇p, where ρ, p, F are point functions, prove that
F • curl F = 0.
(ii) A vector function f is the product of a scalar function and the gradient
of a scalar function. Show that f • curl f = 0.
1
(iii) Show that curl a φ (r) = φ′ (r) r × a , where a is a constant vector.
r
n n n−2
6. (i) Prove that curl [r (a × r)] = (n + 2) r a − nr (r • a) r,
where a is a constant vector. (Kumaun 2008)
(ii) Prove that ∇ 2 (r n r) = n (n + 3) r n − 2 r.
7. (i) Prove that curl grad r n = 0. (Avadh 2010; Kanpur 11)
2 c1
(ii) If ∇ f (r) = 0 , show that f (r) = + c2 ,
r
where r 2 = x 2 + y 2 + z 2
and c1 , c 2 are arbitrary constants.
A nswers 4
2
1. (iii) (2 − r) e − r r ; (2 − r) e − r r 12. − r
r3
14. 2 a2
3. If r = |r | where r = x i + y j + z k , then ∇ 2 r n
=
n n −1
(a) n (n + 1) r (b) n (n + 1) r
n−2
(c) n (n + 1) r (d) none of these
(Agra 2007; Garhwal 15)
1
4. ∇ 2 =
r
(a) −2 / r 3 (b) 0
3
(c) 2 / r (d) none of these
(Kumaun 2014)
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. If r = xi + yj + zk , then r is solenoidal.
2. If V is a constant vector, then div V = 0. (Rohilkhand 2005)
3. If F = 2 xyz i + y 2 zj − 2 yz 2 k , then F is irrotational.
4. If φ is a differentiable scalar function, then curl grad φ = 0.
5. If φ is a differentiable scalar function then div grad φ = ∇ 2 φ .
6. ∇ • (A × B) = A • (∇ × B) − B • (∇ × A).
7. A function which satisfies Laplace’s equation is called a harmonic function.
A nswers
Multiple Choice Questions
1. (c) 2. (a) 3. (c) 4. (b) 5. (c)
6. (a) 7. (c) 8. (b) 9. (b) 10. (a)
D-286
11. (c) 12. (b) 13. (a) 14. (d) 15. (b)
16. (d) 17. (a) 18. (d) 19. (a) 20. (a)
True or False
1. F 2. T 3. F 4. T 5. T
6. F 7. T
¨
D-287
10
I ntegration of V e ctors
Note: From this theorem we conclude that the definition of the integral of a
vector function implies the definition of integrals of three scalar functions which
are the components of that vector function. Thus in order to integrate a vector
function we should integrate its components.
Therefore dr • s + r • ds dt = r • s + c ,
∫
dt
dt
where c is the constant of integration. It should be noted that c is here a scalar
quantity since the integrand is also scalar.
d 2 dr 2 r • dr dt = r 2 + c .
2. We have (r ) = 2r • ⋅ Therefore ∫
dt dt dt
Here the constant of integration c is a scalar quantity.
d dr 2 dr d2 r
3. We have =2 • ⋅
dt dt dt dt 2
dr d2 r dr 2
Therefore we have ∫ 2 • 2 dt = + c .
dt dt dt
6. If r = |r | and ^
r is a unit vector in the direction of r, then
d ^ d 1 1 d r 1 dr
(r)= r = − 2 r.
dt dt r r dt r dt
1 dr 1 dr
Therefore ∫ − 2 r dt = ^
r + c.
r dt r dt
7. If c is a constant scalar and r a vector function of a scalar t ,then obviously
∫ cr dt = c ∫ r dt .
8. If r and s are two vector functions of the scalar t , then obviously
∫ (r + s) dt = ∫ r dt + ∫ s dt.
D-290
2 d2 r
Example 1: Evaluate ∫ r× 2
dt, where r = 2t 2 i + t j − 3t 3 k .
1 dt
(Bundelkhand 2004; Kumaun 08; Kanpur 13)
Solution: Given r = 2t 2 i + t j − 3t 3 k .
dr d2 r
∴ = 4t i + j − 9t 2 k and = 4i + 0 j − 18tk .
dt dt 2
d2 r
∴ r× 2
= (2t 2 i + tj − 3t 3 k ) × (4i + 0 j − 18tk )
dt
i j k
= 2t 2 t − 3t
3
4 0 −18t
d2 r dr
Solution: We have ∫ r × 2 dt = r × + c.
dt dt
2 d2 r dr 2
∴ ∫1 r × 2 dt = r × ⋅
dt dt 1
dr dr
Let us now find r × ⋅ We have = 10 t i + j − 3t 2 k .
dt dt
dr
∴ r× = (5t 2 i + t j − t 3 k ) × (10 t i + j − 3t 2 k )
dt
i j k
= 5t 2 t − t 3 = − 2t 3 i + 5t 4 j − 5t 2 k .
10 t 1 − 3 t 2
2 d2 r 2
∴ ∫1 dt
[
r × 2 dt = −2t 3 i + 5t 4 j − 5t 2 k ]1
2 2 2
[
= − 2t 3 ]1 [ ]
i + 5t 4
1 [ ]
j − 5t 2
1
k
= − 14i + 75 j − 15k.
2i − j + 2k , when t = 2
Example 4: Given that r (t) =
4i − 2 j + 3k , when t = 3,
show that ∫
3 r • dr dt = 10.
2 dt (Meerut 2003, 13B; Bundelkhand 08;
Kanpur 09, 11; Agra 06; Avadh 10; Purvanchal 13)
3
Solution: We have r • dr dt = 1 r 2 ⋅
∫
dt 2 2
When t = 3, r = 4i − 2 j + 3k .
∴ when t = 3, r 2 = (4i − 2 j + 3k ) • (4i − 2 j + 3k ) = 16 + 4 + 9 = 29.
When t = 2 , r = 2i − j + 2k .
∴ when t = 2 , r 2 = 4 + 1 + 4 = 9.
∴
3 r • dr dt = 1 [29 − 9] = 10.
∫2
dt 2
Example 5: The acceleration of a particle at any time t ≥ 0 is given by
dv
a= = 12 cos 2t i − 8 sin 2t j + 16 t k .
dt
If the velocity v and displacement r are zero at t = 0, find v and r at any time.
(Agra 2007)
dv
Solution: We have = 12 cos 2t i − 8 sin 2t j + 16t k .
dt
Integrating, we get
D-292
or v = 6 sin 2t i + 4 cos 2t j + 8t 2 k + c.
When t = 0, v = 0.
∴ 0 = 0 i + 4 j + 0 k + c or c = − 4 j.
dr
∴ v= = 6 sin 2t i + (4 cos 2t − 4) j + 8t 2 k .
dt
Integrating, we get
2
r = i ∫ 6 sin 2t dt + j ∫ (4 cos 2t − 4) dt + k ∫ 8t dt
8 3
= − 3 cos 2t i + (2 sin 2t − 4t) j + t k + d,
3
where d is constant.
When t = 0, r = 0.
∴ 0 = − 3i + 0 j + 0 k + d . ∴ d = 3i .
8 3
∴ r = − 3 cos 2t i + (2 sin 2t − 4t) j + t k + 3i
3
8
= (3 − 3 cos 2t) i + (2 sin 2t − 4t) j + t 3 k .
3
Comprehensive Exercise 1
1. If f (t) = (t − t 2 ) i + 2 t 3 j − 3k , find
2
(i) ∫ f (t) dt (ii) ∫1 f (t) dt.
1
2. Evaluate ∫ ( e t i + e −2 t j + t k ) dt . (Garhwal 2001, 02)
0
1
3. If f (t) = t i + (t 2 − 2 t) j + (3t 2 + 3t 3 ) k , find ∫ f (t) dt.
0
4. If r = t i − t 2 j + (t − 1) k and s = 2t 2 i + 6t k , evaluate
2 2
(i) ∫0 r • s dt, (ii) ∫0 r × s dt
(Rohilkhand 2008)
d2 r
5. (i) Find the value of r satisfying the equation = a , where a is a
dt 2
dr
constant vector. Also it is given that when t = 0, r = 0 and = u.
dt
D-293
d2 r
(ii) Solve the equation = a where a is a constant vector ; given that
dt 2
dr
r =0 and = 0 when t = 0.
dt (Bundelkhand 2008)
d2 r
6. Find the value of r satisfying the equation 2
= 6ti − 24t 2 j + 4 sin t k ,
dt
given that r = 2i + j and dr / dt = − i − 3 k at t = 0.
(Agra 2001; Meerut 11)
d2 r
9. Integrate = − nr 2 .
dt 2 (Kumaun 2009)
A nswers 1
t 2 t 3 t4
1. (i) − i+ j − 3t k + c
2 3 2
5 15
(ii) − i+ j−3k
6 2
1 1
2. (e − 1) i − (e −2 − 1) j + k
2 2
1 2 7
3. i − j+ k
2 3 4
4. (i) 12
40 64
(ii) − 24 i − j+ k
3 5
1 2
5. (i) t a + tu
2
1 2
(ii) t a
2
6. r = (t 3 − t + 2) i + (1 − 2t 4 ) j + (t − 4 sin t) k
1 2t
7. et i + (e + 1) j + t k
2
8. 0
9. − n2 r 2 + c
D-294
1
2. If r = t i − t 2 j + (t − 1) k , and s = 2t 2 i + 6t k , then the value of ∫ r • s dt is
0
(a) 10 (b) 12
(c) 15 (d) None of these
(Kumaun 2007, 10)
1
3. The value of ∫ (e t i + e − 2 t j + t k ) dt is
0
1 −2 1 1 −2 1
(a) e i − e j+ k (b) (e − 1) i − (e + 1) j + k
2 2 2 2
1 −2 1
(c) (e − 1) i − (e − 1) j + k (d) none of these
2 2
(Garhwal 2008)
2
d r
4. The value of r satisfying the equation = ta + b, where a and b are
dt 2
constant vectors is
t3 t2 t3 t2
(a) + b + tc + d (b) − b + tc + d
6 2 6 2
t3 t2 t3 t2
(c) − b − tc + d (d) − − b − tc + d
6 2 6 2
t2 t3 t4 t2 t3 t4
(a) + i+ j − 3t k + c (b) − i+ j − 3t k + c
2 3 2 2 3 2
t2 t3 t4 t2 t3 t4
(c) − i− j − 3t k + c (d) + i− j − 3t k + c
2 3 2 2 3 2
True or False
Write ‘T’ for true and ‘F’ for false statement.
dr d2 r dr 2
1. ∫ 2 • 2 dt = + c .
dt dt dt
1
2. The value of ∫ (e t i + e − 2 t j + t k ) dt is (e − 1) i − (e − 2 − 1) j + k .
0
A nswers
True or False
1. T 2. F
¨
Line Integrals
D-297
11
Line Integrals
to this curve at the point r. Suppose the function r (t) is continuous and has a
continuous first derivative not equal to zero vector for all values of t under
consideration. Then the curve C possesses a unique tangent at each of its points. A
curve satisfying these assumptions is called a smooth curve.
A curve C is said to be
piecewise smooth if it is
composed of a finite number
of smooth curves. The curve
C in the adjoining figure is
piecewise smooth as it is
composed of three smooth curves C1 , C2 and C3 . The circle is a smooth closed
curve while the curve consisting of the four sides of a rectangle is a piecewise
smooth closed curve.
Smooth surface. Suppose S is a surface which has a unique normal at each of its
points and the direction of this normal depends continuously on the points of S.
Then S is called a smooth surface.
If a surface S is not smooth but can be subdivided into a finite number of smooth
surfaces, then it is called a piecewise smooth surface. The surface of a sphere is
smooth while the surface of a cube is piecewise
smooth.
Classification of regions. A region R in which
every closed curve can be contracted to a point
without passing out of the region is called a
simply connected region. Otherwise the region
R is multiply-connected. The region interior to a
circle is a simply-connected plane region. The
region interior to a sphere is a simply-connected
region in space. The region between two
concentric circles lying in the same plane is a
multiply-connected plane region.
If we take a closed curve in this region surrounding the inner circle, then it cannot
be contracted to a point without passing out of the region. Therefore the region is
not simply-connected. However the region between two concentric spheres is a
simply-connected region in space. The region between two infinitely long coaxial
cylinders is a multiply-connected region in space.
2 Line Integrals
(Avadh 2014)
Any integral which is to be evaluated along a curve is called a line integral.
D-299
Suppose r (t) = x (t) i + y (t) j + z (t) k ,where r (t) is the position vector of ( x, y, z )
i. e., r (t) = x i + y j + z k , defines a piecewise smooth curve joining two points A
and B. Let t = t1 at A and t = t2 at B. Suppose F( x, y, z ) = F1 i + F2 j + F3 k is a vector
point function defined and continuous along C. If s denotes the arc length of the
dr
curve C, then = t is a unit vector along the tangent to the curve C at the point r.
ds
dr dr
The component of the vector F along this tangent is F • . The integral of F •
ds ds
along C from A to B written as
B dr B
∫ A F • ds ds = ∫ A F • dr = ∫ C F • dr
is an example of a line integral. It is called the tangent line integral of F along C.
Since r = x i + y j + z k , therefore, dr = dx i + dy j + dz k .
∴ F • dr = ( F1 i + F2 j + F3 k ) • (dx i + dy j + dz k )
= F1 dx + F2 dy + F3 dz .
Therefore in components form the above line integral is written as
∫C F • dr = ∫C ( F1 dx + F2 dy + F3 dz ).
The parametric equations of the curve C are x = x(t), y = y(t) and z = z (t).
Therefore we may write
t2 dx dy dz
∫C F • dr = ∫t 1 F1 dt + F2 dt + F3 dt dt.
Circulation: If C is a simple closed curve ( i.e. a curve which does not intersect itself
anywhere), then the tangent line integral of F around C is called the circulation of F about C.
It is often denoted by
∫ F • dr = ∫ ( F1 dx + F2 dy + F3 dz ).
Work done by a Force. Suppose a force F acts upon a particle. Let the particle be
displaced along a given path C in space. If r denotes the position vector of a point
dr
on C,then is a unit vector along the tangent to C at the point r in the direction of s
ds
dr
increasing. The component of force F along tangent to C is F • . Therefore the
ds
dr
work done by F during a small displacement ds of the particle along C is F • ds
ds
i. e., F • dr. The total work W done by F in this displacement along C, is given by the
line integral
W= ∫C F • dr,
Solution: We shall illustrate two methods for the solution of such a problem.
Method 1. The curve C is the parabola y = x 2 from (0, 0) to (1, 1).
Let x = t ; then y = t 2 . If r is the position vector of any point ( x, y) on C, then
dr
r (t) = xi + yj = ti + t 2 j . ∴ = i + 2tj.
dt
Also in terms of t, F = t 2 i + t 6 j.
At the point (0, 0), t = x = 0. At the point (1, 1), t = 1.
dr 1 2 6
∴ ∫ C F • dr = ∫ C F • dt dt = ∫0 (t i + t j) • (i + 2t j) dt
1
1 2 t3 2t 8 1 1 7
= ∫ t + 2t 7 ) dt = + = + = .
0 3 8 3 4 12
0
Method 2: In the xy-plane we have r = xi + yj .
∴ dr = dxi + dyj.
y = 2 x 2 , from (0, 0) to (1, 2). (Garhwal 2001, 02; Kumaun 07; Rohilkhand 12)
Solution: The parametric equations of the parabola y = 2 x 2 can be taken as
x = t, y = 2t 2 .
At the point (0, 0), x = 0 and so t = 0.Again at the point (1, 2), x = 1and so t = 1.
Now ∫C F • dr = ∫C (3 xyi − y 2 j) • (dx i + dy j)
1 dx dy
= ∫C (3 xy dx − y 2 dy) = ∫t =0 3 xy − y2 dt
dt dt
1
= ∫0 (3 . t . 2 t 2 . 1 − 4 t 4 . 4t) dt
= ∫C [(2 x + y) i + (3 y − x) j] • (dx i + dy j)
= ∫C [(2 x + y) dx + (3 y − x) dy].
+ (6 x − 12 − x) 2 dx]
2 3
= [x ] 2
0
+∫
2
(14 x − 28) dx
3
3 ( x − 2)2
= 4 + 14∫ ( x − 2) dx = 4 + 14 = 4 + 7 = 11.
2 2
2
Example 6: Evaluate ∫ F • dr where F = ( x 2 + y 2 ) i − 2 xyj , curve C is the rectangle in
C
= ∫C [( x 2 + y 2 ) dx − 2 xy dy].
a b 0
x3 y2 x3
= − 2a + + b 2 x + 0 = − 2ab 2 .
3 0 2 0 3 a
Example 7: Find the total work done in moving a particle in a force field given by
F = 3 xyi − 5zj + 10 xk
along the curve x = t 2 + 1, y = 2t 2 , z = t 3 from t = 1 to t = 2.
Solution: Let C denote the arc of the given curve from t = 1to t = 2. Then the total
work done
=∫C F • dr = ∫C (3 x yi − 5z j + 10 x k ) • (dx i + dy j + dz k )
=∫ (3 xy dx − 5z dy + 10 x dz )
C
2 dx dy dz
= ∫1 3 x y − 5z + 10 x dt
dt dt dt
2
= ∫1 [3 (t 2 + 1) (2t)2 (2t) − (5t 3 )(4t) + 10 (t 2 + 1)(3t 2 )] dt
2
= ∫1 (12t 5 + 12t 3 − 20 t 4 + 30 t 4 + 30 t 2 ) dt
2
= ∫1 (12t 5 + 10 t 4 + 12t 3 + 30 t 2 ) dt = 303.
= ∫C ( yz dx + z x dy + x y dz ) = ∫C d ( x yz )
t = π /2 π /2
= [ x yz ] t =0 = [(a cos t) . (b sin t) . (ct)] 0
Comprehensive Exercise 1
1. Find ∫ t • dr where t is the unit tangent vector and C is the unit circle,
C
r = ti + t 2 j + t 3 k , t varying from −1 to + 1.
(iii) Evaluate ∫C F • dr, where F = (2 x + y) i + (3 y − x) j + yzx k and C is
ABC whose vertices are A (0, 0), B (2, 0) and C (2, 1).
(Kumaun 2008)
2 2
(ii) If F = (3 x + 6 y) i − 14 yz j + 20 xz k , then evaluate ∫ F • dr from
A nswers 1
1 16
1. 2π 2. (i) (ii) 3. − 1
12 √5
10 277 1
4. (i) 264 (ii) (iii) 5. c (a2 + b 2 )
7 42 2
6. 2 π + π = 3π 7. 768 8. 16
7 38 7
9. (i) (ii) (iii) 1 (iv) − 10. 0
10 45 3
11. 8π 12. (i) −14 / 3 (ii) 5
3 Surface Integrals
(Avadh 2014)
Any integral which is to be evaluated over a surface is called a surface integral.
Now take the limit of this sum as n → ∞ in such a way that the largest of the areas
δS k approaches zero. This limit if it exists, is called the surface integral of f ( x, y, z )
over S and is denoted by ∫ ∫ f ( x, y, z ) dS.
S
It can be shown that if the surface S is piecewise smooth and the function f ( x, y, z )
is continuous over S, then the above limit exists i. e., is independent of the choice of
sub-divisions and points Pk .
D-306
Suppose the outward drawn normal to the surface S at P makes angles α, β, γ with
the positive directions of x, y and z axes respectively. If l, m, n are the direction
cosines of the outward drawn normal, then
l = cos α, m = cos β, n = cos γ .
Also n = cos α i + cos β j + cos γ k = l i + m j + n k .
Let F( x, y, z ) = F1 i + F2 j + F3 k . Then
F • n = F1 cos α + F2 cos β + F3 cos γ = F1 l + F2 m + F3 n.
Therefore, we can write
∫ ∫S F • n dS = ∫ ∫S ( F1 cos α + F2 cos β + F3 cos γ ) dS
= ∫ ∫S ( F1 dy dz + F2 dz dx + F3 dx dy),
if we define ∫ ∫S F1 cos α dS = ∫ ∫S F1 dy dz ,
Suppose the surface S is such that any line perpendicular to the xy-plane meets S in
no more than one point. Then the equation of the surface S can be written in the
form z = h ( x, y).
Let R be the orthogonal projection of S on the x y-plane. If γ is the acute angle
which the undirected normal n at P( x, y, z ) to the surface S makes with
z-axis, then it can be shown that cos γ dS = dx dy,
where dS is the small element of area of surface S at the point P.
dx dy dx dy
Therefore dS = = , where k is the unit vector along z-axis.
cos γ |n • k |
dx dy
Hence ∫ ∫S F • n dS = ∫ ∫R F •n .
|n • k|
Thus the surface integral on S can be evaluated with the help of a double integral
integrated over R.
4 Volume Integrals
(Avadh 2014)
Suppose V is a volume bounded by a
surface S. Suppose f ( x, y, z ) is a single
valued function of position defined over V.
Subdivide the volume V into n elements of
volumes δV1 , δV2 , …, δVn . In each part δVk
we choose an arbitrary point Pk whose
co-ordinates are ( x k , y k , z k ). We define
f ( Pk ) = f ( x k , y k , z k ).
Form the sum
n
∑ f ( Pk ) δVk .
k =1
D-309
Now take the limit of this sum as n → ∞ in such a way that the largest of the
volumes δVk approaches zero. This limit, if it exists, is called the volume integral of
f ( x, y, z ) over V and is denoted by ∫ ∫ ∫ f ( x, y, z ) dV .
V
It can be shown that if the surface is piecewise smooth and the function f ( x, y, z )
is continuous over V, then the above limit exists i. e., is independent of the choice of
sub-divisions and points Pk .
If we subdivide the volume V into small cuboids by drawing lines parallel to the
three co-ordinates axes, then dV = dx dy dz and the above volume integral
becomes ∫ ∫ ∫ f ( x, y, z) dx dy dz.
V
Solution: We have F = (2 x 2 − 3z ) i − 2 x y j − 4 x k .
∂ ∂ ∂
∴ ∇ • F = i + j +k • [(2 x 2 − 3z ) i − 2 x y j − 4 x k ]
∂x ∂y ∂z
∂ ∂ ∂
= (2 x 2 − 3z ) + (− 2 x y ) + (− 4 x ) = 4 x − 2 x = 2 x.
∂x ∂y ∂z
∴ ∫ ∫ ∫V ∇ • F dV = ∫ ∫ ∫V 2 x dx dy dz [∵ dV = dx dy dz ]
2 2−x 4 −2 x −2 y
= 2∫ ∫ y =0 ∫z =0 x dx dy dz.
x =0
[Note that we have taken a thin column parallel to z-axis as the elementary volume.
It cuts the boundary at z = 0 and z = 4 − 2 x − 2 y. Also the projection of the plane
2 x + 2 y + z = 4 on the xy-plane is bounded by the axes y = 0, x = 0 and the line
x + y = 2.Hence the limits for y are from 0 to 2 − x and those for x are from 0 to 2]
2 2− x 4 −2 x −2 y
∴ ∫ ∫ ∫V ∇ • F dV = 2∫
x =0 ∫ y =0 x [z ] z =0
dx dy
2 2− x
= 2∫ ∫ y= 0 x (4 − 2 x − 2 y ) dx dy
x =0
2 2− x
= 2∫
x =0 [4 x y − 2 x 2
y − x y2 ] y =0
dx
2
= 2∫ [4 x (2 − x ) − 2 x 2 (2 − x ) − x (2 − x )2 ] dx
0
2
= 2∫ [ x 3 − 4 x 2 + 4 x ] dx, on simplifying
0
2
1 4 32 8
= 2 x 4 − x 3 + 2 x 2 = 2 4 − + 8 = ⋅
4 3 0 3 3
D-310
=
2 (2 − x )2 j − 2 (2 − x )3 k dx
∫0 3
=
2 ( x − 2)2 j + 2 ( x − 2)3 k dx
∫0 3
2 2
( x − 2)3 2 ( x − 2)4
= j+ k
3 0 3 4 0
8 8 8
= j − k = ( j − k ).
3 3 3
Comprehensive Exercise 2
A nswers 2
1. (i) 24 (ii) 128
27
2. 81 3._ 4._132
4
384
5. 108 6. 24 i + 96 j + k
5
(a) 7 / 12 (b) 5 / 12
(c) 11 / 12 (d) none of these
D-312
(a) V (b) 2 V
(c) 3V (d) 0
where V is the volume enclosed by S. (Kumaun 2013, 15)
(a) 4π (b) 2π
(c) 0 (d) none of these
(Kanpur 2006, 12)
5. If t is the unit tangent vector and C is the unit circle in x y-plane, with centre
at the origin, then ∫C t • dr = …… .
7. If F = (3 x 2 + 6 y) i − 14 y z j + 20 x z 2
k and C is a straight line joining
(0, 0, 0) to (1, 1, 1,
) then ∫ F • d r = …… .
C
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. If C is a simple closed curve, then ∫ F • d r is called the circulation of F
C
about C .
A nswers
Multiple Choice Questions
1. (a) 2. (b) 3. (c) 4. (b) 5. (d)
6. (a) 7. (a) 8. (c) 9. (c) 10. (a)
True or False
1. T 2. F
¨
D-315
12
G reen's, G auss's and
S toke's T heorems
In the adjoining figure, the equations of the curves AEB and BFA are y = f ( x) and
y = g ( x) respectively. Similarly the
equations of the curves FAE and EBF are
x = p ( y) and x = q ( y) respectively.
We have
∂M
∫ ∫R dx dy
∂y
b g ( x) ∂M
= ∫ x = a ∫ y = f ( x) dy dx
∂y
y = g ( x)
b
= ∫x=a M ( x, y ) dx
y = f ( x)
b
= ∫ x = a [M [ x, g ( x )] − M [ x, f ( x)]] dx
b a
=− ∫a M [ x, f ( x)] dx − ∫b M [ x, g ( x)] dx
∂M
−∫ ∫ dx dy = ∫C M ( x, y ) dx. ... (1)
R ∂y
∂N d q ( y) ∂N
Similarly, ∫ ∫R dx dy = ∫ y =c ∫ x = p ( y) dx dy
∂x ∂x
x = q ( y)
d
= ∫y=c N ( x, y) dy
x = p ( y)
d
= ∫ y=c [N [ q ( y ), y ] − N [ p ( y ), y]] dy
d c
= ∫ c N [ q ( y ), y ] dy + ∫ d N [ p ( y ), y ] dy
∂N ∂M
From (1) and (2), we get on adding ∫ ∫R − dx dy = ∫C ( M dx + N dy) .
∂x ∂y
The proof of the theorem can now be extended to a region R which can be
subdivided into finitely many special
regions of the above type by drawing
lines (TS in the adjoining figure). In this
case we apply the theorem to each
subregion (R1 and R2 in the figure) and
then add the results. The sum of the left
hand members will be equal to the
integral over R. The sum of the right
hand members will be equal to the
integral over C plus the line integrals over
the curves introduced for subdividing R.
Each of the latter integrals comes twice,
taken once in each direction (as ST and TS in the figure). Therefore these two
integrals cancel each other and thus the sum of the right hand members will be
equal to the line integral over C.
Note: Extension of Green’s theorem in plane to multiply
connected regions.
Green’s theorem in the plane is also
valid for a multiply-connected
region R such as shown in the
adjoining figure. Here the boundary
C of R consists of two parts; the
exterior boundary C1 is traversed in
the anticlockwise sense so that R is
on the left, while the interior
boundary C2 is traversed in the
clockwise sense so that R is on the
left.
In order to establish the theorem, we construct a line such as AD (called a cross cut)
connecting the exterior and interior boundaries. The region bounded by
ADEFGDAPQLHA is simply-connected and so Green’s theorem is valid for it.
Therefore
∂N ∂M
∫C M dx + N dy = ∫ ∫ − dx dy.
R ∂x ∂y
ADEFGDAPQLHA
The integral on the left hand side leaving out the integrand is equal to
∫AD + ∫ C2 + ∫ DA + ∫ C1 = ∫ C2 +∫ , since ∫ =−∫
C1 AD DA
= ∫C ( M dx + N dy ).
x
1 x 1 2
= ∫ x = 0 ∫ y = x2 ( x − 2 y) dy dx = ∫x =0 xy − y dx
y= x 2
1 1
= ∫0 [ x 2 − x 2 − x 3 + x 4 ] dx = ∫0 ( x 4 − x 3 ) dx
1
x5 x4 1 1 1
= − = − =− ⋅
5 4 0 5 4 20
Now let us evaluate the line integral along C. Along y = x 2 , dy = 2 x dx. Therefore
along y = x 2 , the line integral equals
1 1 19
∫0 [{( x )( x 2 ) + x 4 } dx + x 2 (2 x) dx ] = ∫0 (3 x 3 + x 4 ) dx = ⋅
20
Along y = x, dy = dx. Therefore along y = x, the line integral equals
0 0
∫1 [{( x) ( x) + x 2 } dx + x 2 dx ] = ∫1 3 x 4 dx = − 1.
19 1
Therefore the required line integral = −1= − ⋅ Hence the theorem is
20 20
verified.
C is the rectangle with vertices (0, 0), (π, 0), (π, 1), (0, 1).
(Meerut 2002, 05B, 06, 13B; Rohilkhand 14)
Solution: By Green’s theorem in plane, we have
∂N ∂M
∫ ∫R ∂x − ∂y dx dy = ∫ C ( M dx + N dy ).
Here M = x 2 − cosh y, N = y + sin x.
∂N ∂M
∴ = cos x, = − sinh y.
∂x ∂y
Hence the given line integral is equal to
∫ ∫R (cos x + sinh y ) dx dy
π 1
= ∫ x =0 ∫ y =0 (cos x + sinh y ) dy dx
π 1
= y cos x + cosh y dx
∫ x =0 y =0
π
π
= ∫ x =0 [cos x + cosh 1 − 1] dx = sin x + x cosh 1 − x = (cosh 1 − 1).
0
Example 3: Show that the area bounded by a simple closed curve C is given by
1
( x dy − y dx). Hence find the area of the ellipse x = a cos θ, y = b sin θ.
2 ∫C
D-320
Comprehensive Exercise 1
∫C ( x 2 − xy 3 ) dx + ( y 2 − 2 xy) dy,
where C is the square with vertices (0, 0), (2, 0), (2, 2), (0, 2).
(Meerut 2001)
8. Apply Green’s theorem in the plane to evaluate
∫C [(2 x 2 − y 2 ) dx + ( x 2 + y 2 ) dy], where C is the boundary of the
surface enclosed by the x-axis and the semi-circle y = (1 − x 2 )1 /2 .
9. If C is the simple closed curve in the xy-plane not enclosing the origin,
−i y+ jx
show that ∫ F • dr = 0, where F = .
C x2 + y2
A nswers 1
π 2
3. − − 4. 2 (e −π
− 1) 5. 0 6. 2ab 2
4 π
= ∫∫ F1 dy dz + F2 dz dx + F3 dx dy).
The significance of divergence theorem lies in the fact that a surface integral
may be expressed as a volume integral and vice versa.
Proof of the divergence theorem:
We shall first prove the theorem for a special
region V which is bounded by a piecewise
smooth closed surface S and has the property
that any straight line parallel to any one of the
coordinate axes and intersecting V has only
one segment (or a single point) in common
with V. If R is the orthogonal projection of S
on the xy-plane, then V can be represented in
the form f ( x, y) ≤ z ≤ g ( x, y) where ( x, y)
varies in R.
Obviously z = g ( x, y) represents the upper portion S1 of S, z = f ( x, y) represents
the lower portion S2 of S and there may be a remaining vertical portion S3 of S.
We have
∂F3 ∂F3
∫ ∫ ∫V dV = ∫ ∫ ∫V dx dy dz
∂z ∂z
g ( x, y) ∂F3
= ∫ ∫ R ∫ z = f ( x, y) dz dx dy
∂z
g ( x, y)
= ∫ ∫ R [F3 ( x, y, z)] z = f ( x, y) dx dy
= ∫ ∫ [ F3 [ x, y, g ( x, y)] − F3 [ x, y, f ( x, y)]] dx dy
R
= ∫ ∫R F3 [ x, y, g ( x, y)] dx dy
− ∫ ∫R F3 [ x, y, f ( x, y)] dx dy ...(1)
Now for the vertical portion S3 of S, the normal n 3 to S3 makes a right angle γ with
k. Therefore ∫ ∫ S3 F3 k • n 3 dS3 = 0, since k • n 3 = 0.
For the upper portion S1 of S, the normal n1 to S1 makes an acute angle γ 1 with k.
Therefore k • n1 dS1 = cos γ 1 dS1 = dx dy.
Hence ∫ ∫ S1 F3 k • n1 dS1 = ∫ ∫R F3 [ x, y, g ( x, y)] dx dy.
D-323
For the lower portion S2 of S,the normal n 2 to S2 makes an obtuse angle γ 2 with k.
Therefore k • n 2 dS2 = cos γ 2 dS2 = − dx dy.
Hence ∫ ∫ S1 F3 k • n 2 dS2 = − ∫ ∫R F3 [ x y, f ( x, y)] dx dy.
=0 + ∫ ∫R F3 [ x, y, g ( x, y)] dx dy
− ∫ ∫R F3 [ x, y, f ( x, y)] dx dy
or ∫ ∫ ∫V ∇ • F dV = ∫ ∫S F • n dS.
The proof of the theorem can now be extended to a region V which can be
subdivided into finitely many special regions of the above type by drawing
auxiliary surfaces. In this case we apply the theorem to each sub-region and then
add the results. The sum of the volume integrals over parts of V will be equal to the
volume integral over V. The surface integrals over auxiliary surfaces cancel in pairs,
while the sum of the remaining surface integrals is equal to the surface integral over
the whole boundary S of V.
or C•∫∫∫ ∇φ dV = C • ∫ (φn) dS
V S
or C • ∫ ∫ ∫ ∇φ dV − ∫ ∫S φn dS = 0.
V
Since C is an arbitrary vector, therefore we must have
∫ ∫ ∫V ∇φ dV = ∫ ∫S φn dS.
or C • ∫ ∫ ∫ (∇ × B) dV − ∫ ∫S (n × B) dS = 0.
V
Since C is an arbitrary vector therefore we can take C as a non-zero vector which is
not perpendicular to the vector
∫ ∫ ∫V (∇ × B) dV − ∫ ∫S (n × B) dS.
Hence we must have
∫ ∫ ∫V (∇ × B) dV − ∫ ∫S (n × B) dS = 0
or ∫ ∫ ∫V (∇ × B) dV = ∫ ∫ (n × B) dS.
S
∂ ∂ ∂
= ∫ ∫ ∫V (a x) + (by) + (cz ) dV
∂ x ∂ y ∂ z
= ∫ ∫ ∫V (a + b + c ) dV
4
= (a + b + c ) V = (a + b + c ) π,
3
4 4
since the volume V enclosed by a sphere of unit radius is equal to π(1)3 i. e., π.
3 3
Example 5(i): Show that ∫ ∫ n dS = 0 for any closed surface S.
S (Purvanchal 14)
(ii) Prove that ∫ ∫ r × n dS = 0 for any closed surface S.
S (Agra 2007)
(iii) Prove that ∫ ∫ n × (a × r) dS = 2Va, where a is a constant vector and V is the volume
S
= ∫ ∫ ∫V (∇ • C) dV , by divergence theorem
= 0, since div C = 0.
D-327
= ∫ ∫ ∫V [r • curl C − C • curl r] dV = 0,
since curl C = 0 and curl r = 0.
Thus C•∫∫ r × n dS = 0, where C is an arbitrary vector.
S
Putting B = a × r, we get
∫ ∫S n × (a × r) dS = ∫ ∫ ∫V ∇ × (a × r) dV
= ∫ ∫ ∫V curl (a × r) dV
= ∫ ∫ ∫V 2a dV , since curl (a × r) = 2a
= 2a ∫ ∫ ∫ dV = 2Va .
V
Example 6: Using the divergence theorem, show that the volume V of a region T bounded by
a surface S is
V = ∫∫ x dy dz = ∫ ∫ y dz dx = ∫ ∫ z dx dy
S S S
1
= ( x dy dz + y dz dx + z dx dy).
3 ∫ ∫S (Meerut 2010)
Solution: By divergence theorem, we have
∂
∫ ∫ S x dy dz = ∫ ∫ ∫V ∂x ( x) dV = ∫ ∫ ∫V dV = V
∂
∫ ∫S y dz dx = ∫ ∫ ∫V ( y) dV = ∫ ∫ ∫V dV = V
∂y
∂
∫ ∫S z dx dy = ∫ ∫ ∫V (z ) dV = ∫ ∫ ∫V dV = V .
∂z
Adding these results, we get
3V = ∫ ∫ ( x dy dz + y dz dx + z dx dy )
S
1
or V = ∫ ∫ ( x dy dz + y dz dx + z dx dy).
3 S
D-328
c 2
a b ab 2
=2 ∫z =0 + + abz dz
2 2
c
a2 b ab 2 z 2
=2 z + z + ab
2 2 2 0
= [a2 bc + ab 2 c + abc 2 ] = abc (a + b + c ).
Surface Integral: We shall now calculate ∫ ∫ F • n dS over the six faces of the
S
rectangular parallelopiped.
Over the face DEFG, n = i, x = a.
Therefore, ∫ ∫ DEFG F • n dS
c b
= ∫z =0 ∫ y =0 [(a2 − y z ) i
+ ( y 2 − za) j + (z 2 − ay) k ] • i dy dz
c b
= ∫z =0 ∫ y =0 (a2 − yz ) dy dz
b
c 2 y2
= ∫z =0 a y − z dz
2 y =0
D-329
c
c 2 zb 2 2 z2 2 2 c 2 b2
= ∫z =0 a b − dz = a bz − b = a bc − ⋅
2 4 0 4
Over the face ABCO, n = − i, x = 0. Therefore
∫ ∫ABCO F • n dS = ∫∫ [(0 − yz ) i + ... + ... ] • (− i) dy dz
b
c b c y2
= ∫z =0 ∫ y =0 y z dy dz = ∫z =0 z dz
2 y =0
2 2 2
c b b c
= ∫z =0 z dz = ⋅
2 4
Over the face ABEF, n = j , y = b. Therefore
c a
∫ ∫ ABEF F • n dS = ∫z =0 ∫ x =0 [( x 2 − bz ) i + (b 2 − zx) j
+ ( z 2 − bx ) k ] • j dx dz
c a a2 c 2
= ∫z =0 ∫ x =0 (b 2 − zx) dx dz = b 2 ca − ⋅
4
Over the face OGDC, n = − j, y = 0. Therefore
c a c 2 a2
∫ ∫ OGDC F • n dS = ∫z=0 ∫ x =0 zx dx dz = ⋅
4
Over the face BCDE, n = k , z = c . Therefore
b a a2 b 2
∫ ∫ BCDE F • n dS = ∫ y =0 ∫ x =0 (c 2 − xy ) dx dy = c 2 ab − ⋅
4
Over the face AFGO, n = − k , z = 0. Therefore
b a a2 b 2
∫ ∫ AFGO F • n dS = ∫ y =0 ∫ x =0 x y dx dy = ⋅
4
Adding the six surface integrals, we get
c 2 b2 c 2 b2 2 a2 c 2 a2 c 2
∫ ∫S F • n dS = a2 bc − + + b ca − +
4 4 4 4
a2 b 2 a2 b 2
+ c 2 ab − +
4 4
= abc (a + b + c ).
Hence the theorem is verified.
∂ ∂ ∂ 2
Here div F = ( x) + (− y) + (z − 1) = 1 − 1 + 2z = 2 z.
∂x ∂y ∂z
1 2 √(4 − y 2 )
∴ ∫ ∫ ∫V div F dV = ∫ z = 0 ∫ y =−2 ∫ x = −√(4 − y 2 ) 2z dx dy dz
1 2 √(4 − y 2 )
= ∫ z = 0 ∫ y = −2 [2zx] dy dz
x = −√(4 − y 2 )
1 2
= ∫z = 0 ∫ y = −2 4z √ (4 − y 2 ) dy dz
1
2 z2
= ∫ y = −2 4 √ (4 − y 2 ) dy
2 z =0
2 2
= 2∫ √ (4 − y 2 ) dy = 4∫ √ (4 − y 2 ) dy
y = −2 0
y y 2
=4 √ (4 − y 2 ) + 2 sin −1
2 2 0
π
= 4 [2 sin −1 1] = 4 (2) = 4π.
2
Comprehensive Exercise 2
(ii) Evaluate ∫ ∫ x 2 dy dz + y 2 dz dx + 2z ( xy − x − y) dx dy
S
(ii) ∫ ∫S (a2 x 2 + b 2 y 2 + c 2 z 2 ) −1 /2 dS
over the ellipsoid ax 2 + by 2 + cz 2 = 1.
z 2 = 3 ( x 2 + y 2 ) bounded by z = 0 and z = 3.
14. Show that ∫ ∫S ( x 2 i + y 2 j + z 2 k ) • n dS vanishes where S denotes the
x2 y2 z2
surface of the ellipsoid + + = 1.
a2 b2 c2
(Meerut 2005, 07; Kumaun 11, 13)
15. If n is the unit outward drawn normal to any closed surface S, show that
∫ ∫ ∫V div n dV = S.
A nswers 2
3 1 3 a3
2. (i) (ii) 3. (i) (ii) a2 + a
2 2 2 3
2πa5 π
5. 3a 3 6. (i) (ii)
5 12
9. 180 10. 0
4 4π
11. − 4π 12.(i) π abc. (ii)
3 √ (abc )
13. 9π
5 Stoke’s Theorem
Let S be a piecewise smooth open surface bounded by a piecewise smooth simple closed curve C.
Let F ( x, y, z ) be a continuous vector function which has continuous first partial derivatives
in a region of space which contains S in its interior. Then
∫C F • dr = ∫ ∫S (∇ × F) • n dS = ∫ ∫S (curl F) • dS
D-333
where C is traversed in the positive direction. The direction of C is called positive if an observer,
walking on the boundary of S in this direction, with his head pointing in the direction of
outward drawn normal n to S, has the surface on the left.
(Meerut 2009; Bundelkhand 10)
∂F3 ∂F ∂F ∂F
= ∫ ∫S − 2 cos α + 1 − 3 cos β
∂y ∂z ∂z ∂x
∂F ∂F
+ 2 − 1 cos γ dS.
∂x ∂y
D-334
i j k
∂ ∂ ∂ ∂F1 ∂F
We have ∇ × ( F1 i) = = j − 1 k.
∂x ∂y ∂z ∂z ∂y
F1 0 0
∂F ∂F
∴ [∇ × ( F1 i)] • n = 1 j • n − 1 k • n
∂z ∂y
∂F1 ∂F1
= cos β − cos γ .
∂z ∂y
∂F1 ∂F
∴ ∫ ∫S [∇ × ( F1 i)] • n dS = ∫∫ S cos β − 1 cos γ dS.
∂z ∂y
We shall prove that
∂F1 ∂F
∫ ∫S cos β − 1 cos γ dS = ∫C F1 dx.
∂z ∂y
Let R be the orthogonal projection of S on the xy-plane and let Γ be its boundary
which is oriented as shown in the figure. Using the representation z = f ( x, y ) of S,
we may write the line integral over C as a line integral over Γ. Thus
∫C F1 ( x, y, z ) dx = ∫ Γ F1 [ x, y, f ( x, y )] dx
= ∫ Γ {F1 [ x, y, f ( x, y )] dx + 0 dy}
∂F1
= −∫∫ dx dy,
R
∂y
by Green’s theorem in plane for the region R.
∂F1 ∂F ∂f
∴ ∫C F1 ( x, y, z ) dx = − ∫ ∫R + 1 dx dy ...(1)
∂y ∂z ∂y
Now the equation z = f ( x, y ) of the surface S can be written as
φ ( x, y, z ) ≡ z − f ( x, y ) = 0.
∂f ∂f
We have grad φ = − i− j + k.
∂x ∂y
Let | grad φ | = a.
grad φ
Since grad φ is normal to S, therefore, we get n = ± ⋅
a
But the components of both n and grad φ in positive direction of z-axis are positive.
Therefore
grad φ
n=+
a
1 ∂f 1 ∂f 1
or cos α i + cos β j + cos γ k = − i− j + k.
a ∂x a ∂y a
1 ∂f 1 ∂f 1
∴ cos α = − , cos β = − , cos γ = ⋅
a ∂x a ∂y a
dx dy
Now dS = = a dx dy.
cos γ
∂F1 ∂F
∴ ∫ ∫S cos β − 1 cos γ dS
∂z ∂y
∂F1 1 ∂f ∂F1 1
= ∫ ∫R − − a dx dy
∂z a ∂y ∂y a
∂F1 ∂F ∂f
=− ∫ ∫R + 1 dx dy. ...(2)
∂y ∂z ∂y
From (1) and (2), we get
∂F1 ∂F
∫C F1 dx = ∫ ∫S cos β − 1 cos γ dS
∂z ∂y
= ∫ ∫S [∇ × ( F1 i)] • n dS ...(3)
∫C F3 dz = ∫ ∫S [∇ × ( F3 k )] • n dS ...(5)
or ∫C F • dr = ∫ ∫S (∇ × F) • n dS.
If the surface S does not satisfy the restrictions imposed above, even then Stoke’s
theorem will be true provided S can be subdivided into surfaces S1 , S2 , ... , S k
with boundaries C1 , C2 , ... , Ck which do satisfy the restrictions. Stoke’s theorem
holds for each such surface. The sum of surface integrals over S1 , S2 , ... , S k will
give us surface integral over S while the sum of the integrals over C1 , C2 , ... , Ck
will give us line integral over C.
Note: Green’s theorem in plane is a special case of Stoke’s theorem. If R is a
region in the xy-plane bounded by a closed curve C, then in vector form Green’s
theorem in plane can be written as
∫ ∫R (∇ × F) • k dR = ∫C F • dr.
This is nothing but a special case of Stoke’s theorem because here k = n = outward
drawn unit normal to the surface of region R.
Negative sign has been taken in the second integral because the positive directions
about the boundaries of the two surfaces are opposite.
∴ ∫ ∫ ∫V ∇ • (curl F) dV = 0.
Now this equation is true for all volume elements V. Therefore we have
∇ • (curl F) = 0 or div curl F = 0.
D-337
Example 11: Verify Stoke’s theorem for F = y i + z j + x k where S is the upper half
surface of the sphere x 2 + y 2 + z 2 = 1 and C is its boundary.
(Agra 2000, 06; Kanpur 09; Kumaun 07, 10, 13)
Solution: The boundary C of S is a circle in the xy-plane of radius unity and centre
origin. The equations of the curve C are x 2 + y 2 = 1, z = 0. Suppose
x = cos t, y = sin t, z = 0, 0 ≤ t < 2 π are parametric equation of C. Then
∫C F • dr = ∫C ( y i + z j + x k ) • (dx i + dy j + dz k )
= ∫C ( y dx + z dy + x dz )
1 2π
=− (1 − cos 2t ) dt
2 ∫0
1 sin 2t 2 π
=− t −
2 2 0
= − π. ...(1)
Now let us evaluate ∫ ∫ curl F • n dS. We have
S
i j k
∂ ∂ ∂
curl F = ∇ × F = = – i – j – k.
∂z
∂x ∂y
y z x
If S1 is the plane region bounded by the circle C, then by an application of
divergence theorem, we have
∫ ∫S curl F • n dS = ∫ ∫ S1 curl F • k dS
= ∫ ∫S1 (− 1) dS
=− ∫ ∫S1 dS = − S1 .
or ∫ ∫S curl F • n dS + ∫ ∫ S1 curl F • n dS = 0
[∵ S ′ consists of S and S1 ]
or ∫ ∫S curl F • n dS − ∫ ∫ S1 curl F • k dS = 0
[∵ on S1 , n = − k ]
or ∫ ∫S curl F • n dS = ∫ ∫ S1 curl F • k dS.
D-339
∴ ∫ ∫S curl F • n dS = ∫ ∫ S1 curl F • k dS
= ∫ ∫ S1 k • k dS
= ∫ ∫ S1 dS = S1 = π . ...(2)
= o∫ [( x 2 + y 2 ) dx − 2 xy dy ]
C
=∫ [( x 2 + y 2 ) dx − 2 xy dy ] + ∫ +∫ +∫ .
DA AB BE ED
a a b
= ∫ −a x 2 dx − ∫ ( x 2 + b 2 ) dx − 4a ∫ y dy
−a 0
D-340
a b
=− ∫ −a x 2 dx − 4a ∫0 y dy
b
y2
2
= − 2ab − 4a = − 4ab 2 .
2
0
F = y 2 i + x 2 j − (x + z) k
and C is the boundary of the triangle with vertices at (0, 0, 0), (1, 0, 0), (1, 1, 0).
(Avadh 2013)
Solution: We have
i j k
Y
∂ ∂ ∂
Curl F =
∂x ∂y ∂z B (1, 1)
y2 x2 (x + z)
= 0 i + j + 2 ( x − y ) k.
Also we note that z co-ordinate of each vertex
of the triangle is zero. Therefore the triangle lies O
A (1, 0) X
in the xy-plane. So n = k .
∴ Curl F • n = [ j + 2 ( x − y)k ] • k
= 2 ( x − y).
In the figure, we have only considered the x y plane.
The equation of the line OB is y = x.
By Stoke’s theorem
∫C F • dr = ∫ ∫S (curl F ) • n dS
1 x
= ∫ x =0 ∫ y =0
2 ( x − y ) dx dy
x
1
y2
=2 ∫ x =0 x y − dx
2
y =0
2 2
1 x
= 2∫ x − dx
0 2
1 x2
= 2∫ dx
0 2
1 1
= ∫0 x 2 dx = ⋅
3
D-341
Comprehensive Exercise 3
∫ ∫S (g • ∇) f • dS = ∫C (f × g) • dr + ∫ ∫ (f • ∇)g • dS.
S
∫C ( y dx + z dy + x dz ) = − 2 √ 2 πa2
where C is the curve given by x 2 + y 2 + z 2 − 2ax − 2ay = 0, x + y = 2a
and begins at the point (2 a, 0, 0) and goes at first below the z-plane.
(Meerut 2005, 06B)
11. Use Stoke’s theorem to evaluate ∫ ∫ (∇ × F) • n dS,
S
A nswers 3
5. (i) 12π (ii) − 4π 6. (i) 0 (ii) 0
7. (i) − 4 (ii) 2
11. 0
∫C F • dr = ∫ ( f dx + g dy + h dz ) ... (1)
D-343
is called the line integral of F along C. In general the value of this line integral
depends not only on the end points P and Q of the path C but also on C.
In other words, if we integrate from P to Q along different paths, we shall, in
general, get different values of the integral. The line integral (1) is said to be
independent of path in R, if for every pair of end points P and Q in R the value of the
integral is the same for all paths C in R starting from P and ending at Q.
In this case the value of this line integral will depend on the choice of P and Q and
not on the choice of the path joining P to Q.
is independent of path in R if and only if the differential form under the integral sign is exact in
R.
Or
Let F ( x, y, z ) be continuous in region R of space. Then the line integral ∫C F • dr
Then ∫C F • dr = ∫C ∇φ • dr
D-344
∂φ ∂φ ∂φ
= ∫C i+ j+ k • (dx i + dy j + dz k)
∂x ∂y ∂z
∂φ ∂φ ∂φ
= ∫C dx + dy + dz
∂ x ∂ y ∂ z
= ∫C dφ
Q
= ∫P dφ
Q
= [ φ ]P
= φ (Q) − φ ( P).
Thus the line integral depends only on points P and Q and not on the path joining
them. This is true, of course, only if φ ( x, y, z ) is single valued at all points P and Q.
Conversely, suppose the line integral ∫C F • dr is independent of the path C
= ∫ PBQ F • dr + ∫ F • dr
QAP
= ∫ PBQ F • dr − ∫ F • dr
PAQ
= 0,
since the integral from P to Q along a path through B is equal to the integral from P
to Q along a path through A.
Conversely, suppose that the integral under consideration is zero on every simple
closed path in R. Let P and Q be any two points in R which join P to Q and do not
cross. Then
∫ PBQAP F • dr = ∫ PBQ F • dr + ∫ QAP F • dr
= ∫ PBQ F • dr − ∫ F • dr.
PAQ
∴ ∫ PBQ F • dr − ∫ PAQ F • dr = 0
∫C F • dr = ∫ ∫S (curl F ) • n dS = 0.
Illustration: Let
y x
F=− 2 2
i+ 2
j.
x + y x + y2
Here F is not defined at origin. In every region R of the xy-plane not containing the
origin, we have
i j k
∂ ∂ ∂
Curl F =
∂x ∂y ∂z
y x
− 2 2 2
0
x + y x + y2
∂ x ∂ y
= 0i + 0 j +
x 2 + y 2 + ∂y x2 + y2 k
∂x
D-347
x2 + y2 − 2 x2 x2 + y2 − 2 y2
= 2 2 2
+ k
(x + y ) ( x 2 + y 2 )2
=0k
= 0.
Suppose R is simply connected. For example let R be the region enclosed by a
simple closed curve C not enclosing the origin. Then
y x
∫C F • dr = ∫C − x 2 + y 2 dx + x 2 + y 2 dy
∂ x ∂ y
−
= ∫ ∫ R x 2 + y 2 − ∂y x 2 + y 2 dx dy,
∂x
by Green’s theorem in plane
= 0.
Suppose R is not simply connected. Let R be the region of the xy-plane contained
1 3
between concentric circles of radii and and having centre at origin. Obviously
2 2
R is not simply connected. We have z = 0, everywhere in R. Let C be a closed curve
in R. The parametric equations of C can be taken as x = cos t, y = sin t, z = 0,
0 ≤ t < 2π.
y y
We have ∫C F • dr = ∫C − dx + dy
x2 + y2 x2 + y2
2π sin t dx cos t dy
= ∫t=0 − 2 2 dt
+ 2 2 dt
cos t + sin t cos t + sin t dt
2π
= ∫0 (sin2 t + cos 2 t) dt
= 2 π.
Thus we see that
∫C F • dr ≠ 0.
(ii) yz dx + xz dy + xy dz .
Solution:
y
(i) Here F=e i + e x j + e z k.
We have
i j k
∂ ∂ ∂
Curl F =
∂x ∂y ∂z
e y
ex ez
= 0 i + 0 j + (e x − e y ) k .
Since curl F ≠ 0, therefore the given form is not exact.
(ii) Here F = yz i + xz j + xy k .
We have
i j k
∂ ∂ ∂
Curl F =
∂x ∂y ∂z
yz xz xy
= ( x − x)i − ( y − y) j + (z − z )k
= 0.
Since curl F = 0, therefore the given form is exact.
Example 16: In each of following cases show that the given differential form is exact and
find a function φ such that the form equals dφ :
(i) cos x dx − 2 yz dy − y 2 dz .
(ii) (z 2 − 2 xy) dx − x 2 dy + 2 xz dz .
Let F = ∇ φ,
∂φ ∂φ ∂φ
or cos x i − 2 yz j − y 2 k = i+ j+ k.
∂x ∂y ∂z
∂φ
Then = cos x whence φ = sin x + f1 ( y, z ) ... (1)
∂x
∂φ
= − 2 yz whence φ = − y 2 z + f 2 ( x, z ) ... (2)
∂y
∂φ
= − y 2 whence φ = − y 2 z + f 3 ( x, y). ... (3)
∂z
(1), (2), (3) each represents φ. These agree if we choose
f1 ( y, z ) = − y 2 z , f 2 ( x, z ) = sin x, f 3 ( x, y) = sin x.
∴ φ = sin x − y 2 z to which may be added any constant.
∴ φ = sin x − y 2 z + C.
(ii) Here F = (z 2 − 2 x y) i − x 2 j + 2 xz k . We have
i j k
∂ ∂ ∂
Curl F =
∂x ∂y ∂z
z2 − 2 xy − x 2 2 xz
= 0 i + 0 j + 0 k = 0.
∴ the given form is exact.
Let F =∇ φ
∂φ ∂φ ∂φ
or (z 2 − 2 xy) i − x 2 j + 2 xz k = i+ j+ k.
∂x ∂y ∂z
∂φ
Then = z 2 − 2 xy whence φ = z 2 x − x 2 y + f1 ( y, z ) ... (1)
∂x
∂φ
= − x2 whence φ = − x 2 y + f 2 ( x, z ) ... (2)
∂y
∂φ
= 2 xz whence φ = xz 2 + f 3 ( x, y). ... (3)
∂z
(1), (2), (3) each represents φ. These agree if we choose
f1 ( y, z ) = 0, f 2 ( x, z ) = xz 2 , f 3 ( x, y) = − x 2 y.
∴ φ = z 2 x − x 2 y to which may be added any constant.
∴ φ = z 2 x − x 2 y + C.
Solution: We have
i j k
∂ ∂ ∂
Curl F =
∂x ∂y ∂z
2
x − yz y 2 − zx z 2 − xy
= (− x + x) i − (− y + y) j + (− z + z ) k = 0.
∴ The vector field F is irrotational.
Let F = ∇φ
∂φ ∂φ ∂φ
or ( x 2 − yz ) i + ( y 2 − zx) j + (z 2
− xy) k = i+ j+ k.
∂x ∂y ∂z
∂φ x3
Then = x 2 − yz whence φ = − xyz + f1 ( y, z ) ... (1)
∂x 3
∂φ y3
= y 2 − zx whence φ = − xyz + f 2 ( x, z ) ... (2)
∂y 3
∂φ z3
= z 2 − x y whence φ = − x y z + f 3 ( x, y). ... (3)
∂z 3
(1), (2), (3) each represents φ. These agree if we choose
y3 z3
f1 ( y, z ) = + ,
3 3
3
x + z3
f 2 ( x, z ) = ,
3
x3 + y3
f 3 ( x, y) = .
3
x3 + y3 + z 3
Therefore φ= − xyz + C.
3
x-component of velocity v at P = v1 ( x, y, z ).
δx
= v1 x − , y, z
2
δx ∂v1
= v1 ( x, y, z ) − +…
2 ∂x
by Taylor’s theorem
δx ∂v1
= v1 ( x, y, z ) −
2 ∂x
approximately.
δx ∂v1
= v1 − δy δz .
2 ∂x
Also volume of fluid going out the parallelopiped across GHCB per unit time
δx ∂v1
= v1 + δy δz .
2 ∂x
∴ loss in volume per unit time in the direction of x-axis
δx ∂v1 δx ∂v1
= v1 + δy δz − v1 − δy δz
2 ∂x 2 ∂x
∂v1
= δx δy δz .
∂x
Similarly, loss in volume per unit time in y direction
∂v
= 2 δx δy δz ,
∂y
and loss in volume per unit time in z direction
∂v
= 3 δx δy δz .
∂z
∴ total loss of the fluid per unit volume per unit time symbol ·
∂v1 ∂v ∂v
+ 2 + 3 δx δy δz
∂x ∂y ∂z
=
δx δy δz
∂v1 ∂v2 ∂v3
= + +
∂x ∂y ∂z
= ∇ • v = div v.
D-352
Physical interpretation of curl: Let S be a circular disc of small radius r and centre
P bounded by the circle C. Let F ( x, y, z ) be a continuously differentiable vector
function in S. Then by Stoke’s theorem
∫C F • dr = ∫ ∫S (curl F ) • n dS
= (curl F ) • n ∫ ∫S dS,
F • dr
∫ C
∴ (curl F ) • n = .
S
Taking limit as r → 0, we get at P,
∫ C F • dr
(curl F ) • n = lim .
r→0 S
Now (curl F ) • n is normal component of curl F at P and ∫ F • dr is circulation of
C
Comprehensive Exercise 4
A nswers 4
1. (i) Exact (ii) Exact
2
x − y2 − z 2
2. (i) Exact; φ = +C
2
(ii) Exact; φ = x + yz + C
3. (i) φ = y 2 z 3 sin x − x 4 z + C
(ii) φ = x 2 y − xz 3 + C; 202
1
4. (ii) φ = ( x 2 + y 2 + z 2 ) + C.
2
5. (i) φ = x sin y + x z − yz + C.
(ii) π +1
D-354
(a) 0 (b) 3
(c) 5 (d) none of these
3. The value of ∫ r • dr is
C
(a) 1 (b) 3
(c) 0 (d) none of these
(Kumaun 2007)
4. Gauss divergence theorem relates to
(a) surface and volume integral (b) line and volume integral
(c) line and surface integral (d) all of these (Kanpur 2011)
where C is the rectangle with vertices (0, 0),(π, 0),(π, 1),(0, 1), is
(a) 1 − cosh1 (b) 1 + cosh1
(c) cosh1 − 1 (d) cosh1 + 1
7. By Green's theorem the value of ∫ (cos x sin y − x y) dx + sin x cos y dy,
C
(a) 0 (b) 1
(c) −1 (d) 3
9. The value of ∫ ∫ r • n dS, where S is a closed surface, is
S
(a) V (b) − V
(c) 3V (d) −3V
10. If F = ax i + byj + cz k ; a, b, c are constants, then the value of ∫ ∫S F • n dS is
1 1
(a) π (a + b + c ) (b) − π (a + b + c )
3 3
4 4
(c) π (a + b + c ) (d) − π (a + b + c )
3 3
11. The value of ∫ ∫ n dS, for any closed surface S is
S
(a) 0 (b) 1
(c) −1 (d) 2
x
12. By Stoke's theorem the value of ∫ (e dx + 2 y dy − dz ), where C is the
C
curve x 2 + y 2 = 4, z = 2, is
(a) 1 (b) −1
(c) 0 (d) 2
∫ ∫ ∫V div n dV = …… .
(Bundelkhand 2008)
D-356
3. The value of ∫C r • d r = …… .
(Agra 2008)
4. A necessary and sufficient condition that ∫ F • d r = 0 for every closed
C
curve C lying in a simply connected region R is that ∇ × F = ……
identically.
5. By Stoke’s theorem, ∫C F • d r = …… .
6. ∫ ∫S r • n dS = …… .
(Kumaun 2009)
True or False
Write ‘T’ for true and ‘F’ for false statement.
A nswers
Multiple Choice Questions
1. (a) 2. (c) 3. (c) 4. (a) 5. (d)
6. (c) 7. (c) 8. (a) 9. (c) 10. (c)
11. (a) 12. (c)
True or False
1. F 2. T 3. F