Professional Documents
Culture Documents
1. First it's necessary to make sure that the differential equation is exact using the test for exactness:
M N
y x
3. Integrate those terms in N not containing x with respect to y.ie N y Mdx dy
4. The general solution of the exact differential equation is given by Mdx N y Mdx dy c
M 5 x 4 3 x 2 y 2 2 xy 3 N 2 x3 y 3x 2 y 2 5 y 4
M N M N
6 x 2 y 6 xy 2 and 6 x 2 y 6 xy 2 the given equation is exact.
y x y x
The required solution is given by Mdx terms of N not containing x dy c
(5x 3x 2 y 2 2 xy 3 )dx (5 y )dy c
4 4
x5 x3 y 2 x 2 y 3 y 5 c
Equations Reducible to Exact equations.
1 M N
) is function of x alone ,say f x then I .F e
f ( x ) dx
Rule1. If (
N y x
1 M N
) is function of y alone ,say f y then I .F e
f ( y ) dy
Rule2. If (
M y x
1
Rule3. If M is of the form M yf1 ( xy ) N is of the form N xf 2 ( xy ), then I .F
Mx Ny
1
Rule4. IfMdx Ndy 0 is a hom ogeneous equation in x and y then I .F
Mx Ny
M N 1 M N (4 y 3 2) ( y 3 4) 3
4 y 3 2 and y3 4 ( ) f ( y ).
y x M y x y 2y
4
y
3
dy
I .F e
f ( y ) dy 1
e y e3log y y 3 3
y
2 4x
(1) I .F ( y 2 )dx ( x 2 y 3 )dy 0 mdx ndy 0 which is exact.
y y
The required solution is given by mdx terms of n not containing x dy c
2
The required solution is given by ( y )dx (2 y )dy c .
y2
2
The required solution is given by x( y ) y2 c
y2
Example4. Solve y( xy 2 x 2 y 2 )dx x( xy x 2 y 2 )dy 0.
1 2 1 1
(1) I .F ( 2
)dx ( 2
)dy 0 mdx ndy 0 which is exact.
3x y 3x 3xy 3 y
The required solution is given by mdx terms of n not containing x dy c
1 2 1
The required solution is given by ( 2
) dx ( ) dy c .
3x y 3x 3y
1 2log x log y
The required solution is given by c.
3xy 3 3
dy x 3 y 3
Example5. Solve .
dx xy 2
1 y3 y2
(1) I .F ( 4 )dx ( 3 )dy 0 mdx ndy 0 which is exact.
x x x
y3
The required solution is given by log x 3 c.
3x
dy y 3 2x 2 y
Here f ( x, y ) (1) which are homogeneous in x and y.
dx 2 xy 2 x 3
dv v 3 x 3 2 x 2 vx 2v v 3
put y vx in 1 , v x 2
dx 2 xv 2 x 2 x 3 2v 1
dv 2v v 3 3v 3v 3
x 2 v
dx 2v 1 2v 2 1
2v 2 1 2v 2 1 A B C dx
dv xdx dv dv 3
3v(v 1)
2
v(v 1)
2
v v 1 v 1 x
1 1/ 2 1/ 2 dx
dv 3 c
v v 1 v 1 x
log(v v2 1) log x3 log c
x3 (v v 2 1) c
x2 y 2 ( x2 y 2 ) c
dny d n 1 y d n2 y
a a .....a n y X (1)
dx n 1 dx n 2
1 2
dx n
where a1, a2,…….an are constants and X is a function of x. This equation can also be written in the form
D n
a1 D n 1
a2 D n2
..... a n y X where D
d d2
, D 2 2 ,…….. D n
dn
dx dx dx n
Consider D n a1 D n1 a 2 D n2 ..... a n y 0 (2)
where y1 , y 2 ,......y n are n independent solutions and c1 , c 2 ,.......c n are arbitrary constants.
Then the general solution of equation (1) is of the form y=Y+u where Y is the complementary function
Case (1)
y= c1e m1 x c 2 e m2 x
Case (2)
Case (3)
y e m1 x c1 x c 2
d2y dy
1.Solve 2
2 3y 0
dx dx
d
Put D
dx
D 2
y 2 Dy 3 y 0
D 2
2D 3 y 0
8
m2
2
2 i2 2
m
2
m 1 i 2
C.F = e x c1 cos 2 x c2 sin 2x
The general solution is y = C.F+P.I
y= e x c1 cos 2 x c2 sin 2x+0
When the R.H.S of the given differential equation is a function of x , we have to find particular
Integral.
Case (i)
1
If f ( x) e ax , then P.I e ax . Replace D by a in F(D), provided F(D) 0.
F ( D)
x
If F(a) = 0 then P.I e ax provided F (a) 0
F ( D)
x
If F’(a) = 0 then P.I e ax provided F (a) 0 and so on
F ( D)
Case (ii)
1
If f(x) = sinax or cosax then P.I sin axor cos ax
F ( D)
Case (iii)
1
If f(x) = an then P.I xn
F ( D)
P.I F ( D) x n , Expand F ( D) by using binomial theorem and then operate on xn.
1 1
Case (iv)
1 1
P.I e ax X e ax X
F ( D) F ( D a)
1
Here X can be evaluated by using anyone of the first three types.
F ( D a)
Problems
1.Solve D 2 6 D 9 y 5e 3 x
m 2 6m 9 0
m 32 0
m=-3,-3
C.F c1 x c 2 e 3 x
1 3x
2 5e
P.I =
D 6D 9
1 3x
2
=
3 63 9 5e
5 3x
= e
36
y= c1 x c 2 e 3 x +
5 3x
e
36
2. Solve D 2 6 D 5 y e x
m 2 6m 5 0
m 5m 1 0
m=-1,-5
C.F = c1 e x c 2 e 5 x
1 x
2 e
P.I =
D 6D 5
1 x
= 12 6 1 5 e
x x
= e x = e x
2D 6 2(1) 6
x x
= e
4
x x
y= c1 e x c 2 e 5 x + e
4
2.Solve D 2 D 1 y sin 2x
Solution:
1 i 3
m
2
x
3x
C.F= e 2
c 1 cos c 2 sin 3 x
2
2
1
= sin 2 x
P.I
D D 1
2
1
= sin 2 x
4 D 1
1
= sin 2 x
D 3
D3
= sin 2x
D 9
2
D 3
= sin 2 x
13
2 cos 2 x 3 sin 2 x
=-
13 13
The general solution is y = C.F + P.I
x
3x
y= e 2
c 1 cos c 2 sin 3 x - 2 cos 2 x 3 sin 2 x
2
2 13 13
3.Solve D 2 3D 2 y x 2
Solution:
(m + 2) ( m + 1) = 0
Hence m = -2, -1
C.F = c1e 2 x c 2 e x
1 2
= x
P.I
D 3D 2
2
1
1 3D D 2
= 1 x 2
2 2
1 3D D 2
2
3D D 2 x 2
= 1
2 2 2
1 3D 7 D 2 2
= 1 x
2 2 4
1 2 7
= x 3x
2 2
1 2 7
y = c1e 2 x c 2 e x + x 3x
2 2
4. Solve D 2 4D 3 y e x cos 2x
Solution:
(m -1) ( m -3) = 0
Hence m = 1, 3
C.F = c1e x c 2 e 3 x
1 x
2 e cos 2 x
P.I =
D 4D 3
ex
=
D 12 4D 1 3 cos 2 x
ex
= 2 cos 2 x
D 2D
ex
= cos 2 x
4 2D
1 ex
= cos 2 x
2 D 2
ex D 2
= cos 2 x
2 D2 4
e x D 2 cos 2 x
=
2 8
ex
= 2 sin 2x 2 cos 2x
16
ex
= sin 2x cos 2 x
8
ex
y = c1e c 2 e
x 3x
sin 2x cos 2 x
8
5. Solve D 2 2D 2 y e x sin x
m 1 i
ex
= sin x
D 1 2D 1 2
2
ex
= 2 sin x
D 1
ex
= sin x
D i D i
1 ix
= e x Imaginary part of e
D i D i
1
= e x Imaginary part of xe ix
2i
1
= e x Imaginary part of ixcos x i sin x
2
1 x
= xe cos x
2
6. Solve D 3 3D 2 3D 1 y x 2 e x
m 13 0
m=1 (thrice)
C.F =
e x c1 c2 x c3 x 2
1
P.I = x 2e x
D 3D 3D 1
3 2
ex 2
= x
D 1 3D 1 3D 1 1
3 2
1
= e x 3 x 2
D
exx5
= ( By integrating x2 thrice with respect to x )
60
y= e x c1 c2 x c3 x 2 +
exx5
60
n 1 n2
dny n 1 d y n2 d y
a0 x n
n
a1 x n 1
a2 x n2
.....a n y X
dx dx dx
Where a0 , a1 ,…….an are constants and X is a function of x is called Euler’s homogeneous linear
differential equation.
d
xD , x 2 D 2 1 , x 3 D 3 1 2 where .
dz
Solution:
d
Put z = log x and
dz
m 1 i 3
Hence C.F e z c1 cos 3z c 2 sin 3z
x c1 cos 3 log x c2 sin 3 log x
P.I = 2
1
cos z 2
e z sin z
1
2 4 2 4
1
sin z
1
= cos z e z
3 2 1 2( 1) 4
2
1 1
= cos z e z 2 sin z
3 2 3
3 2 e z sin z
= 2
cos z
9 4 1 3
3 2 e z sin z
1
3 cos z 2 sin z 1 e z sin z
= cos z = 13 2
13 2
=
1
3 coslog x 2 sin log x 1 x sin log x
13 2
y x c1 cos 3 log x c 2 sin 3 log x + 1
13
3 coslog x 2 sin log x 1 x sin log x
2
2.Solve ( x 2 D 2 2 xD 4) y x 2 2 log x
Solution:
d
Put z = log x and
dz
1 2 4y e 2 z 2 z
2
4 y e 2z 2z
1 1 16 1 i 15
m =
2 2
z
15 15
C.F = e 2
c1 cos z c 2 sin
2 z
2
1
15 15
= x 2
c1 cos log x c 2 sin
2
log z
2
P.I = 2
1
e 2 z P.I 1 P.I 2
2z
4
P.I 1 2
1 2z
e
4
e 2z x 2
=
10 10
2 z
1
P.I 2 2
4
1 1 z
2 2
1
4
1
1 2 1
= 1 z = 1 z
2 4 2 4
1 1
= z
2 4
1 1
= log x
2 8
1
15 15 x2 1 1
Y= x 2
c1 cos log x c 2 sin
log z +
+ log x
2 2 10 2 8
(D+2)x-3y=5t …(1)
(D+2)y-3x=0 …(2)
(-) (+)
-9y+(D+2)2y = 15t
D 2 4D 5 y 15t
1
P.I 15t
D 4D 5
2
1
15t
D2 4D
5 1
5
1
D2 4D
3 1 t
5
4 21
3 1 D D 2 .. t
5 25
12
3t
5
12
y (t ) Ae 5t Bet 3t (4)
5
To find x(t) sub(4) in (2)
dy
3x 2y
dt
13
x(t ) Ae 5t Bet 2t (5)
5
13
x 0 0 A B (6)
5
7
y (0) 1 A B (7)
5
from (6) & (7)
3
A ,B 2
5
3 13
x(t ) e 5t 2et 2t
5 5
3 5t 12
y (t ) e 2et 3t
5 5
Example :2
dx dy
Solve 2 y 5e t ; 2 x 5e t given that x(0)=-1 and y(0)=3.
dt dt
Solution
dx dy
Given: 2 y 5et ; 2 x 5et
dt dt
i.e Dx+2y=5et …(1)
-2x+Dy=5et …(2)
A.E is
C.F = Acos2t + Bsin2t.
1 1
P.I = 15et = 15et = 5
D 42
1 4
2
dy
To find X(t),Sub (5) in (2) 2x 5et x(t ) A sin 2t B cos 2t (6)
dt
Example :3
Solve the simultaneous equations D 5 x y e ; D 3 y x e
t 2t
Solution: Given that
(D+5)x+y=et …(1)
-x+(D+3)y=e2t …(2)
(1) (D+5)x+y=et
ie., (D2+8D+16)y=et+7e2t
A.E is m2+8m+16=0
m=-4,-4
C.F is y(t)=(At+B)e-4t
1 et 7e 2 t
P. I = [ e t
7 e 2t
]
D 2 8 D 16 25 36
Complete solution is
e t 7e 2t
y( t ) ( At B )e 4 t
25 36
dy e t 14 e 2 t
4( At B )e 4 t Ae 4 t
dt 25 36
e t 7e2t
4( At B )e 4 t Ae 4 t
25 18
To find x(t) sub (4) in (2)
e t 7e2t
x 4( At B )e 4 t Ae 4 t
25 18
3e t 21e 2 t
3( At B )e 4 t e 2t
25 36
4 t 4 t 4et 35e 2t
x (1 t ) Ae Be e 2t
25 36
4 t 4 t 4e t e 2 t
x(t ) (1 t ) Ae Be
25 36
e t 7e 2 t
y (t ) ( At B )e 4t
25 36
METHOD OF VARIATION OF PARAMETERS
Example:1
Use the method of variation of parameter to solve (D2+4)y = cot2x.
Solution:
A.E is m2+4=0 ; m= 2i
The C. F = eox[Acos2x+Bsin2x]
Now,
f1 cos 2 x f 2 sin 2 x
f 2 sin 2 x
1
'
f 2' 2 cos 2 x
f1 f 2' f1' f 2 2(cos 2 2 x sin 2 2 x) 2
P.I = P f1 Q f 2
f2 X
P =- f f f1' f 2
1 2
'
dx
sin 2 x cot 2 x
dx
2
1
P cos 2 xdx
2
1
sin 2 x
4
f' X
Q dx
f f f1' f 2
1 2
'
cos 2 x cot 2 x
= dx
2
1 cos 2 2 x
2 sin 2 x
dx
1 1 sin 2 2 x
dx
2 sin 2 x
1
(cos ec 2 x sin 2 x)dx
2
1 1 1
log( cos ec 2 x cot 2 x) cos 2 x
2 2 2
P.I=Pf1+Qf2
1 1
sin 2 x[cos 2 x log(cos ec 2 x cot 2 x)] cos 2 x sin 2 x
4 4
1
=- sin 2 x log(cos ec 2 x cot 2 x )
4
The complete solution is
1
y ( A cos 2 x B sin 2 x) sin 2 x log(cos ec 2 x cot 2 x)
4
Examples :2
Solve (D2+a2)y = secax by the method of variation of parameters.
Solution:
Given (D2+ a2)y = secax
A.E is m2+ a2 = 0
m= ai
f1 cos ax f 2 sin ax
f1' a sin ax f 2' a cos ax
f1 f 2' f1' f 2 a cos 2 ax a sin 2 ax a
f2 X
P= f f f1' f 2
1 2
'
dx
sin ax sec ax
=- dx
a
1 1
a sin ax
cos ax
dx
1 sin ax 1
dx 2 log[cos ax]
a cos ax a
f1 X
Q dx
f f f1' f 2
1 2
'
cos ax sec ax
dx
a
1 1 1
cos ax dx x
a cos ax a
1 1
P.I P f1 Qf 2 2
log(cos ax) cos ax x sin ax
a a
Complete solution y=C.F+P.I.
Example :3
d2y dy
Solve 2
2 y e x log x by using method of variation of parameter.
dx dx
Solution:
A.E is m2-2m+1=0
C.F is (Ax+B)ex
Where f 1 xe f2 ex
x
f1' xe x e x f 2' e x
f1 f 2' f1' f 2 xe 2 x ( xe x e x )e x e 2 x
P.I=Pf1+Qf2 Where
f2 X
P = f 1 2
'
f f1' f 2
dx
e x e x log x
dx
e 2x
log x dx
x log x x
f1 X
Q= f1 2f f1' f 2
'
xe x .e x log x
dx x log x dx
e 2 x
x2
log xd
2
x2 x2
log x
2 4
P.I Pf 1 Qf 2
x 2 log x x 2 x
( x log x x )xe x e
2 4
s
2 x 2 x
x e log x x e
x 2 e x log x x 2 e x
2 4
x 2 e x log x 3 x 2 e x 1 2 x
x e ( 2 log x 3 )
2 4 4
The complete solution is
x 2ex
y ( Ax B )e x
( 2 log x 3 )
4
Example:4
Use the method of variation of parameter to solve D 2 a 2 y cotax .
Solution:
A.E is m 2 a 2 0 m ai
Then C.F eox Acosax Bsinax
Now,
f1 cos ax f 2 sin ax
f1' a sin ax f 2' a cos ax
f1 f 2' f1' f 2 a (cos 2 ax sin 2 ax) a
P.I = P f1 Q f 2
f2 X
P =- f f f1' f 2
1 2
'
dx
sin ax cot ax
dx
a
1
P cos axdx
a
1
2 sin ax
a
f' X
Q dx
f f f1' f 2
1 2
'
cos ax cot ax
= dx
a
1 cos 2 ax
a sin ax
dx
1 1 sin 2 ax
a sin ax
dx
1
a
(cos ecax sin ax)dx
1 1 1
log( cos ecax cot ax) cos ax
a a a
P.I=Pf1+Qf2
1 1
2
sin ax[cos ax log(cos ecax cot ax)] 2 cos ax sin ax
a a
1
=- sin ax log(cos ecax cot ax)
a2
The complete solution is
1
y ( A cos ax B sin ax) sin ax log(cos ecax cot ax)
a2
Example:5
1
Solve ( D 2 1) y by using method of variation of parameter.
1 ex
Solution:
A.E is m2-1=0
C.F is Ae x Be x
Where f1 e x f 2 e x
f1' e x f 2' e x
f1 f 2' f1' f 2 e x e x e x e x 2
P.I=Pf1+Qf2 Where
f2 X
P = f 1 2
'
f f1' f 2
dx
e x
dx
2(1 e x )
put e x t e x dx dt
1 1
2 t (1 t )
2
dt
1 1 1 1
2 ( 2
t t 1 t
)dt
1 1
= log t log(1 t )
2 t
=
1
2
x e x log(1 e x )
f1 X
Q= f1 2f f1' f 2
'
ex
dx
2(1 e x )
put 1 e x t e x dx dt
1 1
2t
dt
1
log (1 e x )
2
P.I = Pf1+Qf2 =
ex
2
x e x log(1 e x ) -
ex
2
log(1 e x )
y( x) Ae x Be x
ex
2
x e x log(1 e x ) -
ex
2
log(1 e x )
The complete solution is