ATT C NET/JRF | GATE | IIT-JAM | UPSC | M.Sc. Ent. (DU) PMOL CICag Ce ad Higher Level Exam for V.G. L P.G. Students Differentiating Extra Ordinary Situation! (Section-01) ASCE TLS ALLL EEL DLC EME EL EL AEE) yORDINARY DIFFERENTIAL EQUATION Chapter 1: Introduction and Preliminaries Ll Variables .. 12 Example ... 1.3 Independent and Dependent Variable . 14 Derivatives 15 Differential Equation — 1.6 Classification of Differential Equation ... 1.7 Order and Degree of Differential Equation 1.8 Family of Curye’s su. 1.9 Formation of Differential Equation .. 1.10 Solution of Differential Equation 1.11 Classification of Solution of The Differential Equations 1.12 Some Important Examples .. Chapter 2: First Order First Degree Differential Equation 2.1 First Order First Degree Differential Equation .. 22 Separable Differential Equation ... 2.3 Equation Reducible into Separable Form 24 — Homogeneous Differential Equation 2.5 Differential Equation Reducible into Homogeneous ... 2.6 Exact Differential Equation and Its Solutions 2.7 Equation Reducible to Exact Form .. 2.8 First Order First Degree Linear Differential Equation 2.9 Equations Reducible to Linear Form .. 2.10 Bernoulli’s Equation and Their Solution Chapter 3: General Theory of Linear Differential Equation of Higher Order 3.1 Definitions 3.2 Classification of Linear Differential Equation .. 3.3 Wronskian of the n“ order Homogeneous Linear Differential Equation .. 3.4 Important Results on Wronskian 3.5 Analysis of the Set of Zeros of Non-trivial Solutions of Linear Differential Equation 3.6 Second Order Linear Differential Equation in Which First Order Term is Missing Chapter 4: Solution of Linear Differential Equation with Constant and Variable Coefficients Linear4.1.1 Complementary Function of Homogeneous Linear Differential Equ: 4.2 Rules for Finding the Particular Integral of Non-Homogeneous Linear Differential Equation 42 Linear Differential Equations with Variable Coefficients... 4.2.1 Cauchy’s Homogeneous Linear Differential Equation ... 4.2.2 Legendre’s Linear Differential Equation ..u.unnnmnen 43° Linear Ordinary Differential Equations of II Order with Vai Chapter 5: Uniqueness and Existence 5.1 Picard’s Method of Successive Approximations (or Picard’s iteration method) .. 5.2 Lipschitz Condition 5.3. Existence and Uniqueness Theorem ...sunsnnninesnnenn Assignment — O1 Assignment - 02 Ne Coefficients Assignment — 03, Assignment — 04 Assignment - 05 ...CHAPTER1 INTRODUCTION AND PRELIMINARIES Ld Variables We live in a word of interrelated changing entities like, the position p(:)of earth changes with times, the velocity of a falling body v(d)changes with distanced , the area of circle A(r) changes with the size of radius r In the language of mathematic changing entities are called variable Example Position of earth p(t), timer , velocity of falling body v(d), distance d , Area of circle 4(r) radius of circle , all are variable’s Independent and Dependent Variable ‘The variables to which the value is assigned is called independent variables and the variable whose value is obtained corresponding to the assigned value is called dependent variable. If f:4-+B be a function, then for each assigned value xe 4 3 unique yeBst. y= f(x). The variable xto which Value is assigned is called independent variable and the variable y which takes value corresponding to assigned value of xs called dependent variable. (Independent variable) causes a change in (Dependent variable) and it isn't possible that (Dependent variable) could cause a change in (Independent variable). Example: (Time Spent Studying) causes a change in (Test Score) and it isn't possible that (Test Score) could cause a change in (Time Spent Studying). We see that "Time Spent Studying” must be the independent variable and "Test Score" must be the dependent variable because the sentence doesn't make sense the other way around. Derivatives The concept of derivative is at the core of Calculus and modem mathematics. The definition of the derivative can be approached in two different ways. One is geometrical (as a slope of a curve) and the other one is physical (asa rate of change). ‘The Physical Concept of the Derivative: This approach was used by Newton in the development of his Classical Mechanics. The rate of change of one variable with respect another variable is called derivative. ‘The Geometrical Concept of the Derivative: Consider a function y= f(a) and its graph of ene variable x then the derivative of y at a point p(x,y) is the slope of tangent to the curve y= f(x)at p(x.) and denoted by © and called total derivative "ATL, (Fis Pow) Sa Sarl Hour Khas, Near LE mail aftipacrde com Website: wn domcedem om Dall HOOL, Ps (0283752, Cal OTADAR A 99916174, SSOSTOD1S 16 Partial Derivatives: If 2=2(x,), where x,t are independent variable, Then 2=2(x,t) denotes the surface in 3-D and for any point P(x,t,2(x,f)), the slope of tangent in x-direction is defined by = and slope of tangent in ¢= direction is defined by & a Differential Equation ‘The equation which expresses the relationship between dependent variables, independent variables and the derivatives of depedent variables with respect, to independent variables is called differential Equation, Classification of Differential Equ: fion When you study differential equations, you lean to look at an equation and, classify it into a certain group. The reason is that the techniques for solving 1 Variable 1 Variable | Simple ODE System of ODE Simple PDE System of PDE | ean eae inate Example: Let y=y(x,t)and 2=2(%f) , where x, 1 are independent eye variables then 3+ > O together is a system of partial differential equation | 1.7 Order and Degree of Differential Equation Order of Differential Equation: The order of the highest ordered derivative occurs in a differential equation is called the order of the differential equation. Degree of Differential Equation: The degree of the differential equation is the highest exponent of the highest derivative which occurs init, after the differential equation has been made free from radicals and fractions as per the derivatives are concerned. Note: The order of the differential equations is always exist but the degree of the differential equations need not exist. Example: e (2)_y=sin&., order is one and the degree does not exist. 0) boe(t + order is one and the degree does not exist. (©) e” -y"+xy=Oorder is three and the degree does not exists 2yY" 42)" oa innine (tee tran (28) £2 "ATL, (Fst Hoo) Ha Sarl a Kha , New Deir 11616, Ph 11) 265377, Ca POPES & 95991617, SHS Erma ntuedipncademy com: Webster dnteadcan.comBipssalemy Galea Example: The otder and degree of the differential equation (a) 1,4 ©) an Oa @ayi Ans: b Examples: Write down the order and degree of the following differential equations Hf) @ vine -& a Answers: The order and the degree respectively are, @i; (b) 233 @ 231 (d) 351 @ 52 () 253 (g) 252 ite wm dieandecom (11) S57, Cal OTSA A HIRIOTTIG, SSRRAATDFamily of Curve’s Put Your Own Notes A family of curves is a set of curves, each of which is given by a function or parameterization in which one or more of the parameters are variable. That is the m-parameters family of curves is a set of relations of the form {(y)|e(%y-c1.¢2-¢y)} » Where g is real valued function of x,94¢4,)..¢y ‘and each ¢; is parameter. Families of curves appear frequently in solutions of differential equations. Example: Family of circle whose centre is (c1,¢9) and radius is 3 ie, [lara +04)? =9} is two-parameter family of curves. Example: {(x,y):y=ms} represents the equation of a family of straight lines through the origin, where mis the parameter. Example: {(x,y):x°+y*=c*} represents the equation “of family of concentric circles having the origin as centre and radius Example: {(x,y):y=mx-+e} represents the equationof a family of straight lines in a plane, where m and ¢ are parameters, Formation of Differential Equation Let F(y.¢C20¢q) =0 be m -paramete? falily.of curves, where x is independent variable, y-dependent variable. Then the differential equation whose solution is F(x,»,¢,.C2¢)= Oi, Obtained by eliminating n arbitrary constants ¢1,6,,.6q « s Method to eliminate arbitrary constants: Let F(x,),¢,.¢,-¢,)=0..(i) be ‘n-parameter family of curves Differentiating (i) w. r.t. x (n-times), we get (BI e626 il) 02 (ZY Per v0s6) =O (iii) brltrr nnd sncrrncg)=0 -(w4l) , where 4, denotes the «th deri- vative of F(x.)4¢45--6q)=0. Eliminating n unknowns using (n+l) equations, we get the required differential equation. Example: Consider one parameter family of the equation y=mx+e . (1). This represents family of parallel straight lines having same slope m Then the differential Equation corresponding to the given family is obtained by differentiating (1) with respect to x, we get Sm This is the differential ‘equation representing the above family of straight lines. "HAI, at Poe Sera Haar Kis, Neat LUT. New Da IO016 Ph: (1D) 26557507, Co 999164 & P1617 HOT ‘Ell: lnfotosacnem com: Webi: ww dprcademy comRasa sur 008 Coed naar Giss 1.10 Example: The differential equation corresponding to the family of circles of radius '’ whose centre lies on the x - axis is @ (2-7 ) ofdufer © v{2n} orlsh} Ans: d Linear Differential Equations: A linear differential equation is any differential equation that can be written in the following form Q(x) , where a;(x)¥i ag x)y 44,2)" Fb a, OY a, (Dy are function of x The important thing to note about linear differential equations is that there are no products of the dependent variable and its derivatives or no products of the defivatives and neither the dependent variable nor its derivatives ‘occur to any power other than the first power. Example: x’y"+ xy'+ y = e* linear differential Equation of second order Example: Which of following differential Equation is linear @ O+a)y'ty=1 (b) 3y'¥ (r+ 4)yaxt ey" (©) y"=cos(2ty) @ yl + Vey" cos(x) = Ans: b Example: Let f(x,y',y"v.,9")=0 be nth order Differential equation then choose the incorrect (@) If deg f=1 = =0 is linear differential equation (b) If f=0 is linear = deg f =1 (©) If deg f>i= f=0 is Now-Linear (@) If f=0 is Non-Linear = deg f>1 Ans: a,d Solution of Differential Equation Let F(%y.3 0 be nth order differential equation then a real or complex valued function (x) of real variable x is a solution of F(sys'en9"”) if — Put Your Own Notes —— "HAI, (a Plow) Sa Sra Hoar Khas, Email 3, New DaniT0016 Po lonscaden co a, Ca HMR AGLI NTIS BB[Ansa boot 2008 Cored meta 1d He) aft ere f'n the —————$—> @ —6(2),6'(a)ond (2) exists, where (x) denotes the A derivative “De yge of 6(.x) with respect tox. —— — | Gi) (x) satisfies the differential equation Le. F (5 4(2).6(2)..6 (a) =0 imple: If 9(x)=x)| is solution of mth order differential equation ‘defined vx « R , then possible value of n is? (a) n22 () n=1 (©) na2 (@) None of these ‘Ans: b Example: y(x) has first order derivative, »{x}%s a solution of the first order differential equation yx) =2)x| * The solution of differential equation may or may not define for all x in the domain of differential equation. Classification of Solution of The Differential Equations Let F(x,3.3/m43!”)=0 bbe mthorder differentia equation, (General Solution: Any solution of differential equation which contains n “Independence of arbitrary constants” is called general solution, Independence of Arbitrary Constants: The arbitrary constants | appearing in the general solution must be independent and should not be reducible to a fewer number of equivalent constants, Example: The solution y(x)~=ce** apparently contains two arbitrary ~~ constants, but infact they are equivalent to only one constant, for »(2)=ce"! =e ce! = det ‘The two constants c,kare reduced to one constant 4 and as such ¢ and & are not independent constants. (i), Particular Solution/Integral Curve: Any solution which can be "obtained from general solution by taking some particular value of arbitrary constants Singular Solution: A singular solution in this stronger sense is often given as tangent t0 every solution from a family of solutions. A singular solution is the envelope of the family of solutions cannot be obtained from general solution by giving particular values of arbitrary constants, ‘The singular solution is related to the general solution by its being what is called the envelope of that family of curves representing the general solution, An envelope is defined as the curve that is tangent to a given family of curves. ai nfiracndemy.com: Webste: Ww dipacndeny £08 "HAT Fe Pe) a Sara Ha Kh Near LT, New Dei 016 Ph 0) RSE, Cas 999100 BPN ASTID a |Envelope: An envelope of a family of curves in the plane is a curve that is tangent to each member of the family at some point. peter | EKO TTY YOM OI //) ANA // DOP OU/// Example: Example: y'=4y bas the general solution y=(x-+<)*, which is a family of parabolas The line »(x)=0is also a sokution of the differential equation, but it is not a member of the family constituting the general solution. Hence line »(s) =0 is singular solution of the differential equation Example: Consider farnily of circles with centre lying oft x-axis and radius _ And corresponding differential equation can be obtained by eliminating, a parametera . 3. This family is given by(x~a)" +»? iR ca = [yt u]= Hence (x-a)'+)* vALyrat]es Also we can easily verify that y(x)=3 and y(x)=—3 are the solution of ¥ y? +i]=9 which cannot be obtained from general solution . These both is general solution of the differential equation are envelope to the general solution. Hence »(x)=3 and y(x singular solution of the differential equation ‘Note: Usually, singular solutions appear in differential equations when there is a need to divide in a term that might be equal to zero. Therefore, when one is solving a differential equation and using division one must check what happens if the term is equal to zero, and whether it leads to a singular solution, Note: There are solutions, which do not belong to any of the above class; these solutions are not in the scope of this course. ——=—, Put Your Own Notes ee 285, (Ft Fae) J Sata Har Ka, Near LET, New Deb 110016 Ph OU) 2653S, Ca OEMS & 999161754, SSRATOD Emil infdadioncaden cm: Web: Wr dloneden com| ( Dainsacademy 1.12, Some Important Examples ation, | ~ \ Consider the differential equation || +/)]+a=0, a¢R then number of real valued solutions of the diFfeféhifal equation are as follows: Case-I a =0 then y(x)=0 is only real valued solution. Case-II a > 0 differential equation does not have any real valued solutions. Case-III «<0 differential equation has exactly two real valued solutions. bu (i) Consider the differential equation, [7"|+|y|+a=0,aeR . Then real valued solution of the differential” equation passing through point (6c)eR? Case-Ia =0 (a) Has unique real solution v (b,0) © R? (b) Has no real solution (b,c)eR? c#0 Case-IIa > 0 Has no real solution (b,c) eR? Case-Il a <0 (©) Has unique real solution (x) <4 v (a) eR? (@) Has unique real solution v(x) =-a ¥ (b,-a) eR? (©) Has no real solution V(bc)eR?, cata . Prshostiont.t Let y=y(x) then considers the differential equation, 2 ms Hay y)e the differential equation is infinite and it has infinite number of linearly , be R&ae(0,1). Then number of real valued solutions of =O), Note: If above method we are getting unique solution but actually, it has infinite many solutions all of the below function satisfying the differential equation Using initial condition »(0)=0 => c=0 then solution is 0 Osxsy vo-| : for each 720 y(x)is solution of the differential ler oey equation. ‘BA, Ft For) a Sera Maur Kas, Near LLT, New Den1016, Ph 1) 26507527, Ca POPS & S99 I6TTI, SHOES {Dama ifozdirnendem com: Website: Wor dgsendeay omips [Rniso.o0017 008 Coreied nsttute CHAPTER 2 FIRST ORDER FIRST DEGREE DIFFERENTIAL EQUATION 2A. 22. <_ Example: Solve (I-2)dy+(1-y) ae First Order First Degree Differential Equation The most general form of a first order first degree differential equation is 2 = f(xy) where f(x,y) is function of two variables defined on a region in the 2-plane or it can be written as M(x,y)dc-+N(x,y)dy=0, where M (xy) &(x,y) is function of two variables. Example: dy _x-3y as © Ger dy a team be writen as (yx ay= Oe— 39) (b) (+ x*)dy aye =0 (©) (P -y))dy+ 2xyde = 0 (@) Gx'y—y)dr +(x? —x42y)dy=0 (©) (Pty? +y dead = ay © at Separable Differential Equation 4 A differential equation of the form & = /(y)e(x) is called separable form of the differential equation with separation of variables. It can be express as follow fi(x)ae= fa(y)dy i.e. if an equation in xand y can be put in such a way that dx and all the terms containing x can be put on one side, and dy and all the terms containing y on the other side then we say that the equation is variable separable. Its general solution can be obtained by directly integrating terms of xand y and adding an arbitrary constant to any one side. That is solution obtained by integrating f 4(x)ar=[ f(y)dy+e , where ¢ is arbitrary constartf of integration, Solution: The given differential equation can be written as Integrating both side. We have, log(1~z)-Hog(t—y) =-loge => (I-2)(1-»)=4, ——y ———_— Put Your Own Notes —$—$——— C ‘AIT (Ft For) ia Sara Haws Kis, Neat (LT, New Do-IGOTG Ph (1120537807, Cal 9PPUAG4 9O9I6ITIE,OSRUATIS aa nfeipnendr coms Web: wm dipacademycom, 10[[ Deizesscademy Kntso soot! 200m covutied inattate Example; Solve (14? )b=(14y?)ae Solution: The given equation can be written as ‘imegrating both sides, we have tan”! (y)—tan"'(x)=tan"'{e), where cis an arbitrary constant. Beample: Solve (29? +x}dc+(y2-+y}dr=0 Solution; The given equation can be Tewritten as aly? +i}aes yx? «t}oy=0 = te 221)" GP +l) On integrating, we get log{x? +1)+1og{y* +1)=tog(e) where cis an arbitrary constant (2 abt) is the required solution Example: Find the curves passing through. (0,1) and_ satisfying sin(dy/de) =¢ ‘Solution: Re-writing the given equation; we have dy /de= sin"! cordy=|sit"e) de. Integrating, y =xsin"'c+', e” being arbitrary constant, () Since, (1) must pass through(0,1), we put x=0 and y-=1 in (1) and obtain 1 +4 or (y=1)/x=sin" , which gives the desired curves. ¢ or Solution: Rewriting the given equation, we get e¥dy =ete Put y(1)=1 so that Hence (1) reduces to ~ Putting x =-1in (2), we obtain ~€ sothat y 2.3. Equation Reducible into Separable Form If the first order first degree differential equation is of the form * S~ f(ax+by-+c) . Then it can be reducible into separable form in variable u,x by using transformation u=ar+by+c and corresponding reduced ——, Put Your Own Notes> 24. Ay differential equation is a+sf{u}=“ and solution is given by deve esarey! _plampte: =x+ yy" Let y=.r+,y then equation reducible into © = (07 and “=142 compare a Ps both equations we get feuy, it can be written as foe integrate both side we have tan'Q)=x+0 Hence solution is x-+ y= tan(x-+e) Homogeneous Function: Let SIR? be a subset of R?. A function ‘Jf :S PR is said to be homogencous function of degree # if for each, > 0 of (Dady)= MS (x7) Example: f(x,y)=x?+y? Solution: Consider, (23:23) =(tx)? +(09)° =2 (x+y?) 22 F(0.9) So, f(x,y) is. a homogeneous function of degree 2 . f 24,2 Example: f(x,y) == 2” ? y 2 rays? Solution: Consider, f ()x;Ay var we n2yt_(# 4) Ee ero ‘£(4y)is @ homogeneous function of degreeo Homogeneous Differential Equation 4 The first order differential equation % = f(x,y) is called homogeneous, ae differential equation if f(x,y) is homogeneous function of degree zero... S(x,y) can be expressed as reas)=4(2 or rsda{), where @ is arbitrary function. The homogeneous differential equation 2 &.,(2 ) can be reducible into separable form in new variables x,« using transformation y= ux, so Yeuen! su-f(uj=x% is texte a general solution of —_— Put Your Own Notes —<$<$<— emai nftaiacndeny com: Wed: Ww dibsacademcom. "HAT ira low) Sia Sara Has Khas, New HLT New Den1016, Ps (O11/265012, Ca 991K & WGTTSN, BSSUUATES BExample: Sélve(° +3:77)de+(y? 43x? y)dy=0. ‘Put Your Own Notes | 4 ——— 143(y/x)? ) Solution: Given & = az ad de" yh s3x?y (pix) +3(y/8) | ay ay Take y/x=v, ie, y=ve sothat = +(F) (2) From (1) and(2), vex a dy tes?) vol | de ate d& Pa v43v x vite? +1 Integrating, 4logx =—log(v* +6. +1) +loge,e being an arbitrary constant. or loga* =tog{ ¢/(s*+6¥* +1), ic, x4(* +604 +1) ory" g6x2yaxtne ot (x+y?) sdety? vas phx Example: Solve(x’ ~4xy—2y*)de-+(y? -4xy-237 Jay ‘Solution: Re-writing the given differential equation, we have B-(1? -sxy-2y") (20 + 4-7) S 4) dy tobi o — séx 3? 01-2) oxi IG OF og te, 3-402) eer Paarl Integrating, 3log.x + log(v* ~6v? ~6v+1)=loge > © being an arbitrary constant 1 ae or (-67-eet)ac or {2-2} (2 fee 25. _ Differe Equation Reducible into Homogeneous dy __actbyte Consider the equation & If c&e' are both zero, the equation is homogeneous. If c&e’ are not both zero, then we change the variables so that constant terms are no longer present , by the substituions x=X+h,y=Y+k (il) and reduces (i) to a _alX+h)ob(¥ +k) +e ak a(Xth)s0 (ek) ee "NTT i Foo) ia Sarl, Haz Kas, Rear TILT New Deli 1016, Ph (11) 2057S2, Cet OOTRSIS A SPOTEII4 ASHIBATAD ‘Email iatationcadomy.cam Website nm donate cu.aY __aX+bY+(akt bk-+e) fi Ok aks BYs(ahe (ii) Now, choose # and & such that ah+bk-+0=0& ah+bkee =0 (w) Then (iti) reduces to 2. 2X +6Y_ aX +b7 solved by the substitution ¥=vx . Replacing x &Y in the solution so obtained ‘by x-h,y-k from (ii) respectively we will get the required solution in terms of x andy, the original variables + which is homogeneous and can be b ‘A special case when * this case we cannot solve the equation F given by (iv) above and the differential equation is of the form dy axtbyte de kaxtkby +e" (v) Inthis case, the differential equation is solved by putting v=ar+by (vi) Differentiating both sides of (vi) with respect to x, we get # ae or &. , \(dv The v) reduces to 1a). equation (v) reduces ue } variables are now separable, and we can determine v in terms of x. Replacing vby ax+by in this solution, we can obtain the required solution. Example: Solve (2x+y-3)dy=(x+2y-3)de x+2y-3 de Dee y-3 @ Solution: The given differential equation is Putting x= X44 and y=J+k (a) ay _(X+h)s 20 #k)-3 tion (7 es to SF (K+ b+ AY 48)=3 The equation (i) reduces © om aa a¥ _X+2Y+(h42k~3) i) af 2X +¥4(2kek-3) ( Choose # and & such that h+2k-3=0,2h-+k-3=0 (iv) Solving the equations (iv) we have h=1,k From (ii) x=X+,y=¥+1 (9) ay _xs2y (iii) redy ne Also (it) reduces to 47 = X20 solution of this can be obtained by reducing to variable seperable form and itis (x+y-2)=e(x-y)? . Em Infotdabendemy com Wetuite: Yorm dlonicademcwt —_—_ Put Your Own Notes —$—$<$—$— "HAD, rat Foor) lia Sra aur Khas, Near: New Deb 110016, Ps O11} 2657397, Cay 9oPTRB4 & PDTCLTIG SHRUTIRntsO S017 2008 Corned eta «Example: Solve (x+y+4)/(x-y-6) Solution: Given s (x4 y44)/(x-y-6) Lets=x+h,y=¥+k so that % =a a: dk ay _(X+¥)+(nek+d) Using (2) (0 eds to = ey We choose hand &, such that A+k44=0,and h—&-6=0 Solving (4), h=1,k=-5 and so by (2), x=x-1, Y=y+5 ay _ XY _14(V/X) ising (4),(3) reduces to = Using (4,3) reduces to Fe = oF i —(Frxy wy yf ntting = xvand = ve x(“), (6 Pating ¥ = xv ane 2 (2). (6) Becomes Ley 9. dX dev dy vy aX av Xe te? tae? Integrating, log X = tan“! y-(1/2)log(1+¥?)+(1/2)loge Yr (3) y 2iog x +1og| 1425 |toge=2tan!( 1), as v= wheelie?) (Ean = neti (VIX) or toe (x?+¥2)/e}~2000"(2) or x? 4? or (x1) +(y +5)? ce? (OMI, © being an arbitrary constant. dy a Solve & uple: a ay ion: Let x= X + 7 Cue Solution: Let x= X +h and y=Y-+k so that f= F- x+y-2)/(y-x-4) dy _X+¥+(4+k-2) ay Y-¥+(k-h-4) Choose hk such that h+k-2=0 and k-h-4=0 ‘Then given equation gives Solving(3) ; ~isk=3. Then (1) gives X=41 and ¥=y—3 dy _X+y_1+(v/xX) 3),(2) becomes 2 Using @).(2) becomes FFF = Gat y a av Let Ly, ie, rox so that Yayo x( x x so that oy (#) From (5)and (6), +x a 14¥ op xd .1t2v—v ae a vd () (2) (3) (4) (6) (1) (2) (3) (4) (5) (8) 28H, (Fst For) ia Sea Haus Klas, Near ELT, New Dei-0016, Ph (01) 2657527, Cal 990914 6 99916175 SSHRATIS B E-iiafiiovacteny com: Web: ww dpscademcomIntegrating, log(1+2v-v?)+2Iog.X =logC or X?(1+2v—v? grating, or X14 2(v/x)-(V/x) }=¢ or X?+2xY-¥? or (x+1)' +2(x+1)(y-3)-(v-3)? =C, C being an arbitrary constant Esdnple: Solve(x+y)(drdy) = dea ‘Solution: Re-writing the given equation, we get ( La aa(x,y), L = w(x = M(ay)dea N(x a)dy > F aM (a9) = M59) If we consider the differential equation M(x, y)dx+ N(x, y)dy=Ois called, exact if 3 f(x,y) such that the total derivative, a[ f(x,y)] of (xy) is Mdc+Ndy ie, d[f(xy)]=M(sy)de+N(x,y)dy and solution of the differential equation. Proposition 2.1: The Necessary and sufficient condition for a differential equation M(x,y)de+N(xy)dy=0 ta be exact is me ie, the differential equation M(x,y)dr+N(x,y)dy=0 is exact if and only if aM _ aw a a Example: cos yds-(xsin y~*)dy=Ois exact differential equation Example: (« 2 = \e[oe mei 2|6-0 x+y vey THN, (Fest Foo) ia Sara Haws Khas, Near ELT, New Dai10016, Pas (II) RV757, Cale ORINDA & 999161756, SHBBTED ‘rma nftaiencademcom: Webi: wor diotcadeny comNote: Exactness is a fragile condition in the sense that seemingly minor alterations in an exact equation can destroy its exactness. This is ‘demonstrated in the following example Example: (xy° + x)dx+ yxrdy =0 (2 + dx + xrdv =0 is not exact, even though it is obtained by dividing both sides of the first equation by x Example: The differential equation cosy dr+(y?—xsiny)dy=0 is exact because awa siny and = 2[y2-ssiny]=-siny But the equation cos y di+(y? +xsiny)dy=0 is not exact, even though it differs from the first equation only by a single sign. Note: Every differential equation of the form M(x)dr+N(y)dy=0 is exact, In other words, a separable variables equation is actually a special type of an exact equation. Solution of Exact Differential Equation: Let M(x,y}de+N(x,y)dy= exact differential equation ec at = 3 /(sy) uch that Z be » Jaacsyy) = Z=2 faracse(y) x = sss = 4(y)=N Sime = vores Sasa H(e)= facov-2 aslo Thus, solution is, Han) fate 2 ts] é-e (21) Similarly, if we start with & = then solution is ses)= fir offar-2 fe eee (22) (2l)isequivatentto f Mice [ — Ndy=e and yocont—Nofre oma infainincademy coms Weta: woe. daseadeny om "BT it ws Sar Hs Kear ET Rew Deon Ps DAH, Ca RN STOTT SHAT BB27, ‘Reso S00t 7008 Cerumed rates (22)isequivaiem f Ndy+ [ Mdx=c slant Mfr fromy Example: (x? ~ay)dx+(y? ~ax}dy =O be an exact equation as M =x? -ay, N= yar Solution: Then solution is (atts +f Nay ~ Ke [sac | sé tay+y = Equation Reducible to Exact Form Sometimes a differential equation M(x,y)de-+M(x,»)dy=0 which is not exact, we can reduce the differential equation into exact by multiplying a suitable factor $(x,y) called an integrating factor. Some of the rules for finding integrating factors of the equation, 1. Integrating Factors Found by Inspection: In a number of cases, the integrating factor can be found afterregrouping the terms of the equation and recognizing each group as being a part of an exact differential Some of the Important Example: (a) xdy+ yde=d (xy) ) ©) ——— (d) Bm awe?) om xdy-yde 0 7 Example: Solve y(2xy-+e* de =etdy Solution: It is easy to note that terms yedr,e*dy should be put together (vetde-e'dy)+2m%dr=0 . Now we observe that the term 2xy%de should | Put Your Own Notes | [HAUT Fit Foe) Sia Sara, Hous Khas, Nea LET. New DaA 0016, Email ifevecadem cum We vainscademy.com D) 26751, Cal WAGON TTS MATE SEnot involve y* . This suggests that y multiplying throughout by +, it follows 2°", 2xde-0 or y y ‘ind the particular solution of (cosx —xsinx + y9)dx + 2xydy = 0 ‘That satisfies the initial condition y(7) =1 Solution: The differential equation is exact because ou a z % Pleosx-asinxty?]=2=F 0), Then general solution is 1? +xeosx=C. Applying the given inital condition we get C= 0 Hence, the particular solution is 29 +xe0sx=0. ‘Some of The Important Method for Finding Integrating Factor Consider the Non-exact differential equation’ M(x, y)dx + N(x, y)dy =0 then (An integrating factor 6(x,y) an be function of x only Example: xdy— ydx = Obe a non exact differential equation and an integrating factor (ii) An integrating factor 6(x, y) can be function of y only Example: xdy— yd =Obe a non exact differential equation and 4 is an integrating factor (Gli) An integrating factor $(sx, »)can be function of x.y only Example: xdy — ydx = Obe a non exact differential equation and an integrating factor (iv) An integrating factor (x,y) can be function of x? + y*only Example: xdy—ydx 1 be a non exact differential equation and is an integrating factor x+y ‘RATT, Fit For) Sia Sarl Hous Khas, Neat LT, New Dea 10016 Ph (HI) 2657597, Cl 999180404 & OODICITIA, SSUSUHTOD ‘Email ifodlnecademy cam, Web: wo dotcadcaycom | > may be an integrating factor Put Your Own Notes | 19————, (v) An integrating factor (x,y) can be function of x+y only + is an integrating factor Example: xdy—ydx=0 be a non exact differential equation ond ——e x+y | (vi) An integrating factor (x,y) can be function of x — y only Example: xdy—ydx=0 be a non exact differential equation and ——— is an integrating factor (x yy ‘That is we can assume in general an integrating factor $(x,y) can be function of v, where v is known function of x, y Now (v) is an integrating factor if and only if Wv\(M (x, y)de + N(x, y)dy) = Ois exact differential equation that is #v)is an integrating factor if and only if (A(v)M), =(#(v).N), My-Ne 6! is an integrating factor ifand only if M2 =Nz_ = 80) Wo Myo) 2) ‘That if $(v) is an integrating factor then ¢(v) = e!/°™" Proposition 2.1: () If the imegrating factor $(x,y)=v) is function of v then M,-N, No, M wy 4) = 8/08 =f(v) is function of v only or at most constant. And -N, (i) If ——*——*— jg function of vonly or constant then there exist an Ny, —My, integrating factor 6(v) which is function of v only and itis given by o(v) = el 0 My-Ne Gi) FTE is not function of vor constant . Then there does not exist any integrating factor which is function of v only Proposition 2.2: (If the integrating factor 6(x,y) is function of xthen is function of xonly or constant. M,-N, Gi) If “5 = £(«) is funetion of xonly or constant then there exist an integrating factor (x) which is function of * only and it is given by a(x) =e [ATI (Ft Fos) in Sara Ho Khas Near HT New Den 0016, Ps (0) 2650327, Clr SOOM & 9977, SRT mall ineoacadenycom: Web: wore dipaendony comis not free from y ‘Then there does not exist any integrating factor which is function of * only Example: Solve (39? el" Jas? yp =0 ‘Solution: Here M=1y?-e"" and N=-ry=> =—4 which is a function of xonly faa 4 Lnseé "=x 4 Multiplying throughout by + we get oda *- dy =Owhich is an exact equation Proposition 2.3: (i) Ifthe integrating factor (x, =f(y) is function of y only or constant. Gi) J{3) is function of y only or constant. Then there exist an integrating factor 6(y} , which is function of y only and it is given by o(y) =e HO My-N, i Gi) If is not free from x . Then there does not exist any integrating factor which is function of ‘¥y only. Proposition 2.4: My-Ny (16 69) is function of w= x.» then Fr (u) is function of u only or constant and integrating factor 6(u) is given by au) = elm My-N, @) ONaM =/(u) is function of uw=x.y only or constant then there exist an integrating factor $(u) which is funetion of xonly and it is given by $(u)=e)/ | | | "Has, et Flo ia Sara aus Khas, Near IT New Dell 10016, Ph: (i) ASV, Cal 990454 A WP TOITG, SSTRRTID ‘Caml ndloncaden Wb: wiodigneademcomBiipsacadeny reverts meet My-N, Gi) [FFs not function of »=x.y only and non-constant then there JN-a does not exist any integrating factor which is function of u only. Proposition 2.5: F (My =Ns) NM of w only or constant and integrating factor 6(u) is given by bu) = ele, (i) If 6(x,y) is function of ut then (u) is funetion FO =N) $(u) is function of u=~ only or constant then there NxM y O) cexist an integrating factor 6(u) which is function of xonly and it is given by $(u) = is (oJ integrating factor. Multiplying throughout by » it becomes ib {(Srabarbey=e. st Proposition 211: If the differential equation of the form M(x,y)dx-+N(x,y)dy=0 satisfy the equation aM _aNn k ts jy) MiB ky Sy ing factor 0 oa is an integrating facto aM _aN_k f MLN By =F isan. ae my Proposition 2.1 The function f(x,y) is an integrating factor of M(x,y)de+N(x,y)dy=0 if and only if (uw ‘rst Order First Degree Linear Differential Equation “The most general form of First order first degree Linear differential equation is Dery-0 , (i), where P and Q are constants or functions of x alone (and not of y ) is called a linear differeatial equation of the first order. Mn 2A, (Fat lor ia Sara Hue Khas Near LT, Ne Dei 110016 Phi (11) 0857527, Ca POLSSO4 & VOPOTOLTIG SSTUHTID ml iffisncnde com Website: woe diptncademy.cmnfaa Ips tn gent 2/<9 difeenial equation i sonerat tena equation, lft « dy is an integrating factor hence “+ Py = always reducible into exact differential equation by multiplying both sides by oe!” ‘To solve such an equation (Bep)dne =odl" (i) Writen as flow 2f yel™* focal ax |=0 Integrating both sides with respect to x, we get ye!” =fo.d acre, where c is an arbitrary constant as the general solution of (i) Note: The factor e!” on multiplying by which the L.H.S of the given equation (i) becomes exact differential coefficient of some function of + and y is called an integrating factor ofthe differential equation Example: Solve Betae if y=1 when x=1 Solution: Here “ P” =1/x and “QQ =3 a drt _ fluidee_ Multiplying both sides of the given equation by the integrating factor we Then integrating factor or 4 ()= Integrating, xy=fx'dr+C., where C is an arbitrary constant and xy = +C is the solution L 3 tec or c=5 4 4 of the given equation, Given y(1)=1, $o 1 The required solution is pais 4 or tay a443 Example: Solve ® = my (ae = Given that y=0 when x=1 2x. Tee Solution: Here P = and Q z = (ee) feta ce?) 1.2? mtiplying both sides of the given equation by (1+x) and integrating both sides with Integrating factor =e! respect to x we get y(i412)-crf— ear > 9(14x2)=c0f—b oa tex? lee where © is constant of integration then y(I+x7)=e+tan"(x) . Now (1) =0=> c= 4 ‘The corresponding solution is .(1+x") tan"(2)-F ‘Put Your Own Notes | mai nuipancadon com: Web: wodionacaden com "HAM, ist Floor Ba Sarak Has Khas, Near LL New DAF 1Q0V6, Ph (0) 207807, Ck VOTED & 999161794 SUA2.9. 2.10, Equations Reducible to Linear Form ‘An equation of the form FOIE PA) =, (i), Where P and g constants or functions of x alone (and not of y) can be reduced to linear form as follows. Putting /(y)=v so that ro2) # (1) becomes, a Ssp=9, (2), which is linear in v and x and its solution can be obtained by using working rule of Art 2.8. Thus, we have integrating factor =e)" and solution is ve!” =[oel**ade+e. finally, replace v by S(y) to get solution in terms of x and y alone. Another Form: An equation of the form SONG f= (1), Where # and Q, afe constants or functions of y alone ean be reduced to linear form again as follows: Putting f(x) =v so that reo =e (1) (2), which is linear in variables vand y Antegrating factor of (2) 1s e!% and hence solution of (2) is vel = foe ay+c Replacing v by /(x) , we obtain the required solution of (1). Bernoulli’s Equation and Their Solution ‘An equation of the form (2). Py=Oy",n 20,1 (), Where P and @ are constants or functions of x alone (and not of y ) and is constant except 0 and 1, is called a Bernoulli's differential equation. We first multiply by y“, thereby expressing it inthe form (1) (), pyr vt(2)ee 2) Let yay @) Differentiating (3) w. r.t. x, gives nbd oad) 1 penyyrn Bnd, op yr 1 de 4 Oony a a dx l=ndx (4) Using (3) and (4),(2) reduces to 1a dy 1 ype +Pli-n =n), Toy gt Peon + Pli-ny=O(1-n) Which is linear in v and x. Its 1°.= el"! = "4 and hence the (nines 9 required solution is ve” =fo.d'"!"*ac+ee being an arbitrary constant endl Pae to, li-mlPe gcc, using(3) —<—<—<—<—<——— Put Your Own Notes —_—_ 7A, Fst Flor) ia Sarl Howe Kh New Dar 1096, Phe O13 oiipncaden com: Web: wo dotcaaccom Car ARK OTE OED BA Remarl Equation armor is also in the Bemnoulli’s form. Here R and Q are functions of y alone. Method of solution is similar to that of form (1) above. Example: Solve y? (dy dx (i) ‘Solution: The given equation can be rewritten as y?| (- av a thing y=» oF 3 (2) 2 the equation (i) reduces to %—3y=3x, Puting le quation (i) a which is the standard form of linear equation in v. Its integrating factor ae Its solution is ve™* +f32earor we ool integrating by parts taking x as first function. " ax ore = c—xe™ *, where c is an arbitrary constant. 3 Example: Solve (Py +9)ar=ay . Solution: The given equation can be- written as 2) avy? (Z)-9-¥¥ BIS 2° , dividing both sides by y” ) This is in the standard from of linear equation and its integrating factor adi ae? Multiplying both sides by the integrating factor and integrating we get a 3 {outin or1-2y/ | Put Your Own Notes a {ATT Fe For a Sea Haus Khas Near LI, New Da-IWOL6 PL: (O17) 2657S, Cee 99918034 IO9T6I7DG, SEBSUTIO BB Ena infeltaionneademy.co, Webate: wor iptcadean com3h. 3.2. CHAPTER3 GENERAL THEORY OF LINEAR DIFFERENTIAL, EQUATION OF HIGHER ORDER Definitions Linear differential equations are those in which the dependent variable and its derivatives occurs only in the first degree and are not multiplied together. ‘Thus, the general linear differential equation of the "order is ofthe form ay & ag(2).a4()ondy(2) end fx) are continyous fumctions of x and ay (x) 2 OVX (l) + ay. (2)-y'+a, (x)= O(),x€ F=[a5b] Where ey (3) SZ. a a) It can be written as [ap(x)D"+a,(x}O" +041 {2)D +0, (x) |y = OCs) where D= this can be writen a8 £(D) 9 =0(2) Where L{D) = a (x) D" +04 (2) DI + ay (2) Day (2) Classification of Linear Differential Equation. jofnogenous differential/ Now-Homogendus differential equation: The linear differential equation (1) is called Homogenous if Q(x} = otherwise non-homogencus differential equation Variable Coefficient/Constant Coefficient: If all the coefficient aq(x).a,(x),..4,(x) of the differential equation are constant then differential ‘equation is called with constant coefficients. Otherwise differential equation is called variable coefficients _Bratipte: of xs DE HrDy=0 is second order finear homogenous differential equation with variable coefficients Expriple: y'+xy'+(I-x")y=sinx is second order linear non homogenous differential equation with variable coeficients Example: SP yao. eR.r 2-0} js second order linear non- homogenous differential equation with Constant coefficients _ Linear Combination: Let jj,fjy-f, are 1 function defined on common “domain D, then the expression of,+epfp bun ¢pfg (WREPE ¢,,Cymty aCe constants) is called the linear combination of fi, fas fy Convéx Combination: A linear combination '<)/;(x) is called convex combination if }1¢, =land c, 20,¥i aLinearly Independent Function: The n—functions f,f,,...f, are called linearly independent on common domain .If zero function does not have ‘any non trivial linear combination of fi, fa» fy that is If Gh tephe tot tphe =0 VxeD>Q Linearly Dependent: The #- functions fi, f,,..f, are called linearly depended on common domain D. If 3 6,¢75.t, (Bot all zero) such that aA tah tu ttyf,=0 ¥seD that is zero function have a non trivial linear combination of fj, fo.-s.fy Example: {{2)=x, fi{x)=|x| defined oR. Then (a) fi. Fare Linearly dependent on (0,2) (©) finfpare Lineatly dependent on (-o,0) (© fisfrate Linearly independent on (—x,.0) Example: f,(x)=e, fy(x)=e defined on R. fi and fy are linearly independent iff m+n Example: f,=x), fy=%? Then (8) fi. frare Linearly dependent on {0,2} (©) fi. fare Linearty dependent on (2,0) (© fisfrare Linearly independent on (0,20) _ Principle of Superposition: Consider the. n* order linear differential equation (I) if yy ys, aFe any n soltitions of the differentiat equation then (x)= $¢,9, is solution of the differential equation if either Q(x) =0 or If y and yy are linearly independent solution of ‘sin x -Then which of the following are also solution Example: Maxitaum number of tinearly independent solution of ae »()=1 @ 1 (b) 2 ©3 @a4 Ans:d ‘Fs For si Sara Mae Khas, Neas ELT, New Dei-HO016, Pa (11) 26807547, Cals O9TRDOR Toma: inflaneademy con Wed: stint —${$—,33. ~~Zolutions of the nth-order homogeneous linear differential equati Hint: Solution of the differential equation is, Proposition 3.1: Consider the n order linear differential equation (1) if Doors Yq Ate any solutions then () Linear Combination of any 1 solutions y,,,,...), of differential equation (1) is also solution if either Q(x) =0 or (il) Every Convex Combination of any n solutions y,,),..), of differential equation (1) is also solution (iii) Every Linear Combination of any solutions »;,y,,...), Of n® order Vac linear differential equation is also sol F damental Set of Solution: If f,fa..-.f, are” linearly independent called fundamental set of solutions. Proposition 3.2: _{2) The solution set of the n® order homogeneous linear differential ‘equation forms a vector space. Gil) The solution set of the n® orderhomogeneous linear differential "equation is vector space of dimension oft Gi)’ Every n* order homogeneous linear differential equation has exactly \~ linearly independent solutions i.c., every set of n-+1 solutions is linearly dependent set. Giv) The solution set of the »* order non-homogeneous linear differential equation never a vector space. Wronskian of the n“ order Homogeneous Linear Differential Equation Consider the n* order linear differential equation of the form any wr 49(2),2(X)ynvd(x) and Q(x) are continuous functions of x and a aol) Fo hal 4ay-1(2)9"+a,(2)y.=O(2),xe 1 =[a,b] Where ay (x)#0Vx. And let y;,y2-¥%,afe any nsolutions of differential equation then Wronskian of y,,72,--»), is defined as follow WY 2D YD FO) AG) 9) Wa)=' called Wronskian of n solutions Pa) PG). OO) Let y4.P2 43, Af any nsolutions of n® order linear differential equation then (x) Wronskian of y,,y,,...)4i8 always continuous and differentiable function but higher order derivative may or may not exists Pert ts Put Your Own Notes | THAI, Fet Foo i Sarak Haar Khas, Near LLT, New Dab mall ifftdinncndomn com Ph cbt we doteademcom I BOEITER, Coa 99TRRER & 9OICTTIG, ASHESCece Treg Mies ECL Wronskian of Second Order Linear Homogeneous Differential Equation Put Your Own Notes —— Consider the second order homogeneous linear differential equation ag (x) 9" +a, (x) y" +a; (x) =0,Vx€T = [a,b] ,ag(x)#0,Vx eT = [a,b], (2) Where a(x),a;(x),a)(x) are continuous functions of x , ag(x)#0Vx Moreover, let y,,y,aré any two solutions of differential equation then W(x) a(x) ve(x)| Wronskian of y,.¥) is given by W(x) | i A Lvi(x) yh (x)= Cd) HCY20) Note: Wronskian is a differentiable function & hence continuous ‘As yj and yp are two solution of (2) => ao (x) »f'+ a, (x) yf + a2 (x) y) = 0---3) a) 3 +0; (x) ¥3 +42 (x) 92 = 0-4) Multiply (3) by y,and (4) by y, and subtract we will get, 4g (x) [viv - ny] + 01 (x)[y2ri 198] = 0 = =a (x)W"(x) +44 (x)(-W(x))=0 > ag (2)W"(2) +(x)" (x) =0 => W(x) is solution of first order linear differential equation hence differentiable and continuous fale And given by W(x) = de #0" Proposition 3.3: a5(x)y"+a,(x)y"+a3(x)y=0,¥xe1 =(@,6] , (x) #0,¥x€7 =[a,b), Where ap(x).a\(x),42(x) are continuous functions of x, a9(x)#0vx Moreover, let y,,), are any two Solutions of differential equation then V(x) Jide Wronskian of y,,, is given by W(x) = de Je" catted Abel's Formula 3.4. Important Results on Wronskian _ _| Let y,,y5 are any two solutions of the jsecond order homogeneous linear ; differential equation - 49 (x) 9° a4 (x) y"4.a5 (x) y “8M eT =[a,6) yap (x) 4 0,Vxe 1 =[a,b], where ag (x),a;(x),a)(x) are continuous functions of x, ag(x)+0Vx and W(x) Wronskian of y,,», then \ Afroposition 3.4: 17(x) Wronskian of y,,9; , (x)= de!" is. either identically zero or never zero that is GE W(x) =0 for Some xy => W(x)=0 vx Gi) TE W(x) #0. for Some x => W(x) #0 Vx TBA i rs aa Hs Khas, oar, New Dai 0016 Ps) 2S, Cas OIG TEIN RIAD , email tfofiencndenc Website diptacaae ceBOO ROR eet of Higher Order Gil) (x)= (@) If a>0=W(x)>0 ve () i aco >W(x)<0 vx (© If a=0 > W(x)=0 ve Proposition 3.5: If (x) Wronskian of yy, < @ W(x) Wronskian of y,,y, identically zero iff y,&y, are linearly dependent, (-'W(~) Wronskian of y,,y, never zero, iff y,&y, ase linearly ~~ independent - Gili). », and yy are linearly independent <> 3 xp such that W(x»)#0 (iv) “9, andy» are linearly dependent <> 3 x9 such that #7 (x9) =0 lni(x) y2(x)} i(x) yo(x) Ya(%p) ies % is common zer0 of > Proposition 3.6: If 17(x) Wronskian of y,,y, then (yi, 2) = (TF 3 ap such that (x9) =0= and y, => bale) vfs | 0 0 fe . Me pe) 2 ita) site FO=8 = He are linearly dependent (ii) If y, &y,are linearly independent then they never have common zero If 3 xy such that y{(sp)=0=5(%) OF % is common point of extrma of »; and yy => Wo pes 2a} ps) v2 (%0 i(%) »2(%0)] | 0 9 are linearly dependent jv) If y; &yzare linearly independent then they never have common point of extema {0 wore0 => 8 () If 3.x such that y, (x)= br1(x0) ated bi(%) 2 (x0 linearly dependent Avi Tf 3 ay such that (x9) = 91 (sa) » ue. % is repeated zero of => 0 22(0) b (20) W(x => W(x)=0 => y&y, are =y5 (ta), ie. 4 is repeated zero of 9» ps) tod bi) (a) =f) 220 P10) 49 rey eo = yeerare C=C) ¥eCl bile) o x nearly dependent (vii)’ let ) & yp are two solution of the second order linear differential “equation, If either ; or y2 has repeated root => y; and y2 are linearly dependent "HAI, rt lor) Ha Sara Hae Ks, Nene LL, New Deli1104 Eni infdtdsecnent coms Website: wn doteadem cm Wry AST, Ca 19910004 8 FOTIA BB(viii) If y, & y,are linearly independent then neither y, ), have _—_—_—_—_—_ (viii) If y, &y, ly indepen¢ ry, nor y, have repeat a (ix) let y; be solution of the second order linear differential equation such that y, has repeated root => y, is linearly dependent to every solution Jy => yj i8 trivial solution that is y,(x)=0 zero (%) Every non trivial solution y; of the second order linear differential equation never have repeated zero (xi) Every zero of non trivial solution y, of the second order linear differential equation is simple zero Example: Let consider the second order linear homogeneous differential equation ay (*)y" +4; (x) y' +43 (x)y =0,¥xe 1 =[a,b} > Where a(x) #0,¥x€1 and ap (x),a,(x),a3(x) are continuous functions of x. If », and yp are two solution such that ‘y,(0)=0, y2(x)=1 ¢94(0)=1 5 »4 (x)==8 then (a) and yy has common zero (b) y &y2 has common point of extrema (©) Neither y, nor yy has repeated root (@)_y and yy has never have common zero. Ans: d Example: Let consider the second order linear-homogeneous differential equation a(x) y"+a(x)y"+ay(x)y=O,¥eer=[a,b] , Where 4a9(x) #0,¥x€ and a9 (x),4(x),a2(x) are Continuous functions of x. If y, and yp are two solution of such that y, (0) = 0,» (0 > ¥O)=1 , v()=-1 If yy(x)#0 vx and £() 20 ten (a) g¢(x)is strictly increasing. (b) g(x)is strictly decreasing. (©) g(x) is constant function. (@ g(x)has a point of extrema Ans!a Example: Let y, and y, form a complete set (fundamental set) of solution of ytay'ssin(e)y=0 vxe[0,l] such that »(0)=0 , »(0)=1, yi(0)=1, ¥4(0)=0 then [>"T ] of » and y, at x @ 2 (b) -e (©) @e Ans: b THAIN, it Flee ia Sarai, Haws Khas, Near ELT, Ne ‘Dana nonce3.5. ply Abel’s Formula Example: Let y, andy, are two solution defined on {0,1} , y"(a)+y'G)+ ya) = and W(x) of y & yp stich that w(Z \- 6 then | “| @ W(x)<0 vx eo] (@ w(x)=0 vxe[ol] © w(x)40 vrelo, [ © w(x)>9 veel Ans: a Hint: 17 (x) either never zero or identically zero Example: Let y and [%] are two linearly independent solution of ay" -2xy'+ety =0 such that y,(0)=1, yi(0) find w (2) +2(0)=-1, »3(0)=1 then (@) 24 (b) 26? (© 2 (@ 24 Ans: ¢ Hint: Use Able’s Formula. Example: Let u and v are two solution of »"+P(2)»"+0(x)y=0 defined on [4,6] @) (6%) => w&y are linearly dependent, x9 [a,b] (b) W(uy)=0 = w&ey are linearly dependent (© W(uy)=0 for some xy 75 W (uy)= (@) (u,v) #0,¥x but u&y are linearly dependent. Ans: b, ¢ Analysis of the Set of Zeros of Non-trivial Solutions of Linear ferential Equation Consider the second order homogeneous linear differential equation a9(2)y"+ay(x)»"+49(x)y=0,¥re!=[a,b] 5 ag(x)e0.¥eeR , where 4(2),4)(2),a2(x) are continuous functions of x "AMI, Fst lor a Sata Haw Khas, Near LT, New Deb11W016, Ph: (@11)2689752, at 99913 HOTT, ASTID oni afainenaem.com: Webern aluscae. comProposition 3.7: If y(x)be any solution of homogenous linear differential equation and let 4= {a eR|y(a)=0} be the set of zeros of y(x) then () If 3ay€4 sz. y"(xe) =0 then y(x) is trivial solution (ii) If »(x) is non-trivial solution then every element of A is Isolated point (iii) If y(x) is non-trivial solution then A is countable set Civ) If y(x) is non-tei solution then A cannot be a bounded infinite set (v) A is bounded and infinite then y(x) cannot be non-trivial solution (vi) If »(x) is non-trivial solution and 4 is an infinite set <> 4 is an ‘unbounded set (vii) If y(x) is non-trivial solution and 4 is an finite set <4 is an. | bounded set (viii) If differential equation defined on bounded domain then the set of zero of every non-trivial solution is bounded - =~ ***The above all the statements also hold for.y(x) solution of n™ order homogeneous differential equation. Proposition 3.8: Let y, and y, are two finéarly independent solutions of 4a9(x)y"+a,(x)y"4a2(x)y=0,vreT=[a.b}. , dg(x)#0,vreR , where 4(x),4;(x),a (x) are continuous “functions “of x , ay(x)#0Vx and A={ae Rly, (a)=0} be a set of e108 of y,B = {be Ry, (b) = zeros of +; then } be a set of @ —-ANB=¢ ie. y,.&y, does not have common zero (i) Ax, cANB st. y(x)=0and y,"(x)=0 ie. ,&y, does not have common point of extrema (iii) Every point of 4 & (iv) 4& Bare countable set isolated point (¥) Between any two successive zeros of y,(x) there must exists exactly one zero of y,(x) and vice versa that is xx, € A successive elements of A there must exists $f ¢ B1(x,x,) and vice versa (i) If [4j22 >|] (vii) If [4|22 3 x, 4° (complement of A ) such that y,'(x,)=0 (viii) If |4|23 = x,€8° (complement of B ) such that y, "(x (ix) If A is finite <> B is finite. (x) If A isbounded <> B is bounded (xi) If A isfinite < B is bounded (xii) If 3,4, €A such that @ |4] #|B} 2A, et Fo) Sa Sara aa Ws, Near LET, New DeVATOUG PL: (i) 2657527, Cale 99918004 & 9099161794, ROOTS ‘callin com: Webute: worn diracndomncom3.6. (MIN MM ECTS cen eS rity (xiii) If 36,5, €B such that &, |4| #|8| - (xiv) If A is finite and smallest zero of y,(x) and largest zero of y, (x) = lal=[3) (xv) If B is finite and smallest zero of y,(x) and largest zero of y,(x) = |4\=[3} (xvi) If =|4]=|B|21 (Ginite) and if smallest zero of y,(x) => Largest zero of », (x) (xvii) If =>{4)=[5| 21 (finite) and if smallest zero of ¥y, (x) => Largest zero of y,(x) (xviii) If A is infinite then A and B are equivalent (xix) If |4|22 then y,(x) Non-monotonic solution (xx) If |2|22 then y, (x) Non-monotonie solution Second Order Linear Differential Equation in Which First Order Term is Missing (a) Consider the differential equation y"+q(x)y=0, 'g(x)<0 VxeR and let y(x) bea non-trivial solution then Proposition 3.9: (—_y(x) has at most one zero Gi) __»(x) either strictly Increasing drstrictly decreasing (ii) _y'(x) either strictly Increasing orstrictly decreasing (iv) If y'(%)>0 for some x, => y(x) &y'(x) are strictly increasing (v) If y'(x,)<0 for some x, = y(x)&y'(x) both are strictly decreasing (i) Ax such that y'(x,)=Oi.e. y(x) does not have point of extrema (vii) Ax, such that y"(x)=0 ie. y'(x) does not have point of extrema (vill) If 3x st. y%(x)>0 > limy(x)=oylimy"(x)=«@ and lim y(x)=-e, lim y'(x)=-c (ix) If 3x 8ey"(%)<0 = limy(x)=—», lim y'(x Baye)=s in re)-° (b) Let y(x) be a nontrivial solution of y"g(x)y=0 where a(x)>0 Vx>0and fo(x)ar=o0 Proposition 3.10: (®_y(x) has infinite number of zer0’s on positive x-axis (ii)_y(x) is oscillatory solution (non-monotonic) (ii) y(x) has infinite points of local extrema Bx, eR" such that y(x,) =0 & y'(x)=OiLe., Every zero of y(x) simple zero Chrcrorts —— Put Your Own Notes ———— "HAA, First Foo) Sa Sara Haus Kha, Near LL. New DanHIO016 Ph @ E-mall:infegaisnendeny com: Website: wre dlosacademyem )-265S7S27, Cll: 9999183434 9EPPI6ITS4, SSHSHAATEP BBCHAPTER 4 SOLUTION OF LINEAR DIFFERENTIAL EQUATION WITH CONSTANT AND VARIABLE COEFFICIENTS 4.1 Linear Differential Equation with Constant Coefficient ee pth aha ee tty =O(8) @ ay Operator D ew Denoting <,254— etc. by D,D*, D* etc., that 8 at as YO dx ar the symbolic form (D"+kD""+..+k)¥=O(2) ey S(D)y=O(2), *y ete, the equation (1) above can be weitten in Where f(D)=D"+k,D"' +......+k, Le.apalynomiatin D Thus the symbol D stands for the operation’ of differentiation and can be treated much the same as an algebraic quantity ite. f(D) can be factorized by ordinary rules of algebra and the factors rhay be taken in any order. For instance : ay Example: T4273 = ? +2D-3)y=(D+3)(D-1)y or (0-043) 4.11 Complementary Function of Homogeneous Linear Differential Equation To solve the equation 2” + eee « a a art ™ Where kj's are constants ‘The equation (1) in symbolic form is FD kD? - (Dt +b" +k:D" +, +he)7=0 oy Its symbolic co-efficient equated to zero ie., DMD 4b DP? 4h ky =O Is called the auxiliary equation (A.E.) Let m,y,...m, be its roots Case I: If all the toots be real and different, then (2) is equivalent to (D=m)(D~M)on-(D=m,)¥=0 3) Now (3) will be satisfied by the solution of (D-m,)y=0 ie., by C pleases rn dipnedomncom SLL, New Deli-10016, Ps QUI). 26557897, Cal: 9991R & SSTTGITNG, ASBBAAT BBThis is a Leibnitz’s linear and LF. Its solution is ye"* pr L&y Y= CC Similarly, since the factors in (3) can be taken in any order, it will be satisfied by the solutions 0 (D-m)y=0,(D-m,)y=0 ete. ie, by y=qe™,y=ce™ ete. Thus the complete solution of (1) is y= ce + eye" +....-+eye™" (4) Case Il: If two roots are equal (ie. m, =m) , then (4) becomes Vale tele +50 tat Gye Yee rege ont Ee Lo ey = onearbitrary constant C] It has only n-1 arbitrary constants and is, therefote, not. the complete solution of (1). In this case, we proceed as follows: The part of the complete solution corresponding to the repeated root is the complete solution of (D-m,)(D-m,)y=0 Putting (D--m,)y=z, it becomes (D-m,)z~0-0r Se mz=0 This is a Leibnitz’s linear in z and LF. +¢""* Its solution is ze" = 6, or z=«e" Thus (D-m)y=2=¢% or Zmy=ge™ 6) Its LF. being «the solution of (5) is yom = fqe™ eM +0, ory =(qx+e,)e™ Thus the complete solution of (1) is y ax tep)e™ + eye baat eget If, however, the ALE. has three equal roots (Le., m =m, =m), then the complete solution is Case IIE: If one pair of roots be imaginary, ie., m =<-+i,m, =a-i9, then the complete solution is pag elt lO ee act et =e (ae 4p ge bat ie = 6% [c, (cosfix+isinBx) +c, (cosBx-isinfx)]+qe" +... eye [J byEulers Theorem, c= cos0- isin] 6 (C cos +C, sinfbx) +e +. ee Where G, +e, and C, =i(6,-c) 7A, (Fat lor Sa Sera Haus Khan Near LT, New Da-11016, Ph (OM) 265507, Cols S9DINGASG SB9OTOITE, SET emai ifodnncndemncoms Website: Ww distentemrcomCase IV: If two pairs of imaginary roots be equal ic, ——\ ‘m =m, =a-+ifi;m, =m, =aiB, the by case Il the complete solution is PAE Your Own Notes y= et [(qx+en)cosBx + (eyx+e4)sinBx]+..+cqe"** Example: Solve (D? +D2+4D-+4)y=0 Solution:Here the AE. is D'+D?+4D+4=0 ie, (D?+4)(D+1)=0 D=-1,42i Hence the CS is y=ce"* +e (c) c082x+cy sin2x) jig, Yee! +62 0082" 65 sin2x Example Sobe LE 44-0 : Solution:Given equation in symbolic for is (D* +4). AB. is D4+4=0 or + 4D? +4) 4D? =0 or (D* +2)’ -(20)* =0 or(0? +20+2)(0?-20+ 2)~0 cither D? +2D+2=0 or D?~2D+2=0 ie: D=-14i and 14i, Hence the required solution is x = (cy cost +p sins) +e" (cy cose +eqsint) . Inverse Operator L F(D) constants which when operated upon by f(D) gives Q(x) - (i) Definition: —"— 0(x) is that function of x, not containing arbitrary 1 ier 209}-209 Thus 75 satisfies the equation /(D)y=O(x) and is, therefore its particular integral. Obviously, #(D) and —_ are inverse operators. i) 1 Gi) a= focra 1 = Let 50)=» w Operating by D.D5O(x) = Dy ie.O(x)= 2 "AI, (Frat Fora Sorat Haas Ks, Near LIT ‘Ean infaiibine Dana Ps (Ot) AERITEET, Cl DO91RSAGE & SRPPLEITIS, RSRUATHD coms Webster dieaadetcomPrec ote mat) Integrating both sides w. r.t x, as (i) does not contain any constant. ee ‘Thus FOC) = foots i) 5 Bugle. Jocme tax 1 Let (i) Operating by D=a,(D~a) g2)=(D-a)y or 18) =2-ay , ie. #0 which is a Leibnitz’s linear equation. -. LF. being e“** , its solution is ye" = JOG)e"*dx , no constant being added-as (ii) doesn’t contain any constant. Thus 5 Zoe) y= [Ojeda 4.1.2 Rules for Finding The Particular Integral of Non-Homogeneous Linear erential Equation ply gtdy aly ae ae Consider the equation oe Ft yy =OC3) Which in symbolic form is(D" +0"! +kyD"? +..+ky) y= OX) PL. 1 DikD" ae +hD ++ Case I: When Q(x) =e Since De™ =ae™ Diet nate Die cate ("+40 oot hye =(a" hal! +... iy) ie. f(D)e =f (a)e™ Operating on both sides by Fore? je = ke em 175 (BAIN en a Sa He is Nee LE Ne DaBO, Ps C)aEET, Go IPOTEN SHRI, ATS1 oo rovided f(a) # Fo" Fa ided f(a) #0 ( If f(a)=0 the above rule fails and we proceed further Since a isarootof A.B. f(D)=D"+kD"!+...+k, =0 D-a is a factor of f(D). Suppose f(D)=(D~a)§(D), where 6(a) #0. Then 1 Viet FO) “Da Ho)" D8 Hel (ey (1) si enfetetts ect [aeer tie “ye lea) i Fa Fa If f(a)=0, then applying (2) again, we wa <2 pigyet Provided e=provided (a) +0 2) J"(a) #0 (3) and so on. Case I: When Q(2) =sin(ax +8) or cos(as 8). Since Dsin(ax+b)=a cos(ar+6) : D? sin(ax +b) =a? sin(ax+-b) DP sin(as +8) -a° cos(ax+b) Df sin(ax+b)= a4 sin(ax+b) ive, D? sin(ax-+b)=(-a?)sin(ax+b) (D2) sin(ax+5)= (a2)? sin(ax+5) In general (D*)'sin(ax+b)=(-a)’ sin(ax+b) J(D*)sin(ax-+6)= f(a? sin(ax+6) ‘Operating on both sides ay Ae? last) Ee sin(ax+6) sin(ax-+b) He) orsin(ar+)= 4(-2?). £(0* Dividing by y(-2?). oe) inert) provided se')eo « (Bai i Fo i a Hai Near LE: Re DOG Fes QU AGE Ca SMI TAT HT email teeisacadeny om: Wet: worm doses com0, the above rule fails and we proceed further. Since cos(ax+b)+isin(ar+b) =e") [Euler's theorem} Tey" P.Lof, Fey «by (2) (5) we s(-a sysin(ax+)~, provided S'{-#\ 20, and soon, Simitarly, + ,cos(ar+b) =" cos(ax+6)rprovided /(-a) #0, t(0*) f(-#) provided S(-«)+0 and so on. Case tl: When Q(x) =x" wee Pa. pe o[ (oy) Expand [/(D)]' in ascending powers of D as far as the term in D” and operate on x™ term by term. Since the (m+1)""and higher derivatives of x" ate zero, weed = not’ ——consider_ terms beyond D” Case IV: Q(x) =e", V being a function of x. If ™ is a function of *, then D(e®u)=e"Du+ae*u=a% (D+a)u D? (eu) =a D?u+ 2ae™ Dut a*e™Duta°eu=e* (D+a) u and in general, (D"eu)=e (D+a)" u © S(D)(eu) = F(D+a)"« (BE ari mr ana LE Re DARE DAN, Co PIN A HAT TD cml fftvacnde com Website: rm dipiacadean. comOperating both sides by —!_ F(d)’ 70 s(0)(e*) Fal 10+2)4] oun ga [esoeey] Now put f(D+a)u=V,ieu= Ty 0 that “For Gal ie le “Toray” ‘Case V: When X is any other function of x Here PL. If f(D) =(D-m)(D-m,)...(D~m,) , resolving into partial fractions, 14, m F(D)” D-m,"D=m,** Dm, ARB =m” D=my 1 Xt Ay =m, =m D-m, BAKE Me dy XM dat Ay Mt [XM Working Procedure To Solve The Equation tat hy y 2 +k,y = Q(x) of which the symbolic form is (OF th thy Dh) y= 0) Step I. To find the complementary function (i) Write the AE. ie, D" +k D" +... b..D+k, =0 and solve it for D. S.No. | Roots of AE. Cr. Le] msmgymiy.. teal | eh +cge™ ye + and different roots) 2 mamamy.. eal | (6 repaye™ +eye™ +. and two equal roots) 3 | mamamsmy (real and three equal roots) (arartqt lr eae "HAI, Fest For) Sia Sara Haus Khas, Neat ELT, New Deh-10016, Ph (11 24EN7S7, Cal SPARE SBPLGTI6 BSABBAATIO ‘Ema nfdilosacaeny com Webstes wn dlsaende.com4 [a Ba— Bim |e (e,cosfie-te, sinBx) +6" +. (one pair of imaginary roots) 5. a tifa if, ms &[(c, + epx)00sBx + (cy +.eqx)sin Bx] +c5 (two pair of mse imaginary roots) | © * Step Il. Find the Particular integral by using any of the above form, Sum of the complementary function and Particular integral represents the general solution ‘Two Other Methods of Finding P.I. @ Gi) Method of Variation of Parameters: This method is quite general and applies to equations of the form y"+ py'+qy=Q(3). Q) where p.g and Q(x) are functions of x . It gives PLL wf 222s fae ‘ @ and y2 are the solutions of »"+py’+qy=0 @) anaw -{' 4 is Wronskian of 9,93. bi v4 Proof: Let the CF. of (1) be y=ayi #0¥2.- Replacing 4,¢2 (regarded as parimeters) by unknown functions u(x) and v(x) let the PL. be yaw. “ Differentiating (4)wart. x we get y'= wi+y}+uy,+Vy, swith () (6) Differentiate (4) and substitute in(1). Then noting that » and yp, satisfy(3), we obtain on assuming that wy, +" ¥y4+¥95 = O09 (7) Sotving (6)and(7), we get nls), nlx . 2221) 220) Where = 36-9 Integrating w=—f 42) as, a 220) 4c. Substituting these in (4) swe get (2) Method of Undetermined Coefficients: To find the P.L of S(D)y=O(x) , we assume a trial solution containing unknown constants which are determined by substitution in the given equation, {SAM (Fest Flor) Jia Sarai, Haus Khas, Near LUT, New Dethi-110016, Ph. (011}-26597527, Cell 99183434 & 9899161734, SHHS44799, Ema intencndemy os Website wwcdiraendemy comRanta 008 2008 Cored ieee 42 424 422 Pomme is Nace Ceo (Mnree Rr ee rsiicecs The trial solution to be assumed in each case, depends on the form of = 'X. Thus when Put Your Own Notes (a) O(x)=2*, trial solution = ae™* (©) 0(s)=3sin2x, trial solution =a, sin2x+a, cos2x (©) Q(x) = 22°, trial solution = a,x? +033? +a5x-+ag However when X tan.x or secx, this method fails, since the mumber of terms obtained by differentiating =tan x or sec-ris infinite. ‘The above method holds as long as no term in the trial solution appears in the CF. If any term of the trial solution appears in the C.F., we multiply this trial solution by the lowest positive integral power of x Which is large enough so that none of the terms which are then present, appear in the C.F. ear Differential Equations with Variable Coefficients Cauchy’s Homogeneous Linear Differential Equation, ic dy pid” ly dy ‘Aa equation ofthe form x" 22 44x PP, ky xP ek, y =X (1 eq ath 1 @ a where X is a function of x, is called Cauchy's homogeneous linear equations. Such equations can be reduced to linear differential equations with constant coefficients by putting x=! or a logx .Then if D=4 Je a oo wi, dedt dk dt x” 1a idydy_ (diy a Flat ae 2 3 a =D(D-1)y. Similarly, “fo =D(D-1)(D-2)y and so on. a i ie. x? After making these substitutions in (1), this results a linear equation with constant coefficients, which can be solved as before. Legendre’s Linear Differential Equation ey ya ed oh (axe eh (arb) thay ‘An equation of the form (ax +8) @) mt a Where f;'s are constants and X is a function of x, is called Legendre's linear equations. Such equations can be reduced to linear equations with constant coefficients by the substitution ax+b=e' i. tog (ax +b) ee "AIA, Fist Foo) Sa Sra Haus Klas, Near ELT, New Debi 110016, Ph (01). 2657527, Cal 99918436 9899161734, SERA ‘Ema nfaiioscademcom: Webs: woe aibsendemy.com