Professional Documents
Culture Documents
Indroduction
A differential equation is a mathematical equation which involves a function and its
derivatives. Indroduction
d2 y dy 2 Miscellaneous Solved . . .
(ii) 2 + 3 + 2y = sin 3x Exercise/Practice/Assignmen
dx dx
N
A
2 2
H
d y dy
IT
(iii) +5 + 6y = 5x Home Page
TH
dx 2 dx
.A
d3 y dy Title Page
= e−x
.S
(iv) 3 +
dx dx
R
D
JJ II
Y
are few differential equations.
B
ED
J I
R
A
EP
PR
Page 1 of 34
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
2. Linear Differential Equations of Second Order with
Constant Co-efficients
Indroduction
An equation of the form Linear Differential . . .
n n−1 n−2 Linear ODE with . . .
d y d y d y dy
a0 + a1 + a2 + · · · + an−1 + an y = F (x) Method of Variation of . . .
dxn dxn−1 dxn−2 dx
Miscellaneous Solved . . .
where a0 , a1 , . . . , an are constants, is said to be a LINEAR DIFFERENTIAL EQUATION Exercise/Practice/Assignmen
N
of degree ‘n’ with constant coefficients.
A
H
d d2 dn
IT
2
Let = D, = D + · · · + = D n . Then the above equation can be Home Page
TH
dx dx2 dxn
.A
written as
Title Page
.S
(a0 D n + a1 D n−1 + a2 D n−2 + · · · + an−1 D + an )y
R
= F (x)
D
JJ II
Y
φ(D)y = F (x) (2.1)
B
ED
J I
R
The general or Complete solution of (2.1) consists of two parts namely the Complementary
A
EP
Function (C.F.) and Particular Integral (P.I.). i.e. The General Solution is
PR
Page 2 of 34
Go Back
y = C.F. + P.I. = yc + yp
Full Screen
Complementary Function
Close
Definition 2.0.1 (Complimentary Function). The general solution of φ(D) = 0 is called
as Complementary Function and it id denoted by yc .
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
Definition 2.0.2 (Auxiliary Equation). An equation of the form φ(m) = 0 is called as
an Auxiliary Equation.
Depends on the roots of the polynomial φ(m) = 0, i.e. the roots of the auxiliary Indroduction
equation, we have the following cases to write the Complimentary Function. Linear Differential . . .
Linear ODE with . . .
Case 1: Method of Variation of . . .
The roots of the auxiliary equation are real and distinct, then we write the roots of Miscellaneous Solved . . .
φ(m) = 0 as m1 and m2 and the C.F. becomes, yc = c1 em1 x + c2 em2 x . Exercise/Practice/Assignmen
N
A
H
Generalized form of C.F. in this case: If m1 , m2 , . . . , mn be the real and distinct
IT
Home Page
roots of the auxiliary equation, then the C.F. becomes, yc = c1 em1 x + c2 em2 x +
TH
· · · + cn emn x .
.A
Title Page
.S
R
D
Case 2: JJ II
Y
B
The roots of the auxiliary equation are real and equal, then we write the roots of φ(m) =
ED
0 as m1 = m2 = m and the C.F. becomes, yc = (c1 + c2 x)emx . J I
R
A
EP
PR
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
C.F. becomes,
yc = eαx (c1 cos βx + c2 sin βx)
(OR) yc = c1 eαx cos(βx + c2 ) Indroduction
Linear Differential . . .
(OR) yc = c1 eαx sin(βx + c2 )
Linear ODE with . . .
Method of Variation of . . .
Note: For repeated complex roots, say m = α ± iβ, α ± iβ, the C.F. becomes, Miscellaneous Solved . . .
yc = eαx [(c1 + c2 x) cos βx + (c3 + c4 x) sin βx]. Exercise/Practice/Assignmen
N
A
H
Case 4:
IT
p Home Page
TH
The roots of the auxiliary equation are surds, i.e. m = α ± β, then the C.F. becomes,
.A
p p
yc = eαx (c1 cosh βx + c2 sinh βx) Title Page
.S
R
p
D
(OR) yc = c1 eαx cosh( βx + c2 ) JJ II
Y
B
p
(OR) yc = c1 eαx sinh( βx + c2 )ED
J I
R
A
p p
roots, say m = α ± p β, α ± β, the C.F. becomes,
EP
Go Back
Particular Integral
Definition 2.0.3 (Particular Integral). The general solution of φ(D)y = F (x) is called Full Screen
as Particular Integral and it is denoted by yp .
Close
Based on the function on the RHS of the equation φ(D)y = F (x), i.e. based on F (x),
the following cases can be considered while evaluating the Particular Integral (P.I.). Quit
Let us see some short cut methods of evaluating P.I. when F (x) is of the following form:
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
A. F (x) = eax
D. F (x) = eax χ(x), where χ(x) = xm or sin ax or cos ax Linear ODE with . . .
Method of Variation of . . .
E. F (x) = xm χ(x), where χ(x) = sin ax or cos ax Miscellaneous Solved . . .
Exercise/Practice/Assignmen
N
A
ax
H
C ASE A: F (x) = e
IT
We know that Home Page
TH
.A
1 Title Page
.S
yp = F (x)
φ(D)
R
D
JJ II
Y
B
ED
J I
R
Now,
A
EP
1
eax
PR
yp = Page 5 of 34
φ(D)
1
= eax , if φ(a) 6= 0 Directly replace D by a Go Back
φ(a)
Full Screen
If φ(a) = 0, then we rewrite φ(D) as the product of its factors and then we have
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
1
yp = x eax , with ψ(a) 6= 0
φ0 (D)ψ(D) Indroduction
(OR) Linear Differential . . .
2 1 ax Linear ODE with . . .
yp = x e
φ00 (D) Method of Variation of . . .
Miscellaneous Solved . . .
Exercise/Practice/Assignmen
C ASE B: F (x) = sin ax or cos ax
N
A
We know that
H
IT
1 Home Page
TH
yp = F (x)
.A
φ(D)
Title Page
.S
2
Let us consider φ(D) = ψ(D ) (i.e. considering only the quadratic part), then the
R
D
above equation becomes JJ II
Y
B
ED
1 1 J I
R
A
ψ(D 2 ) ψ(D 2 )
PR
Page 6 of 34
1 1
= sin ax (or) cos ax Replace D 2 by −a2 if ψ(−a2 ) 6= 0
ψ(−a2 ) ψ(−a2 ) Go Back
1 1
ψ(a2 ) = 0, i.e. when yp is of the form yp = sin ax (or) cos ax, Full Screen
D2 + a2 D2 + a2
then Close
x x
Z Z
yp = sin ax (or) cos ax
2 2 Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
C ASE C: F (x) = xk , k ∈ Z+
We know that
1 Indroduction
yp = F (x)
φ(D) Linear Differential . . .
1 k Linear ODE with . . .
= x
φ(D) Method of Variation of . . .
Miscellaneous Solved . . .
Now, taking the lowest degree term (may be constant term) and write the the denominator
Exercise/Practice/Assignmen
in the form of [1 + φ(D)], then we have
N
A
H
IT
Home Page
1
TH
yp = F (x)
.A
[1 + φ(D)] Title Page
R
.S
−1 k
= [1 + φ(D)] x
D
JJ II
Y
B
th
Expanding this relation upto k derivative using BINOMIAL EXPANSION and hence we
ED
J I
R
get the desired yp .
A
EP
PR
Page 7 of 34
Few important Binomial Expansions:
1. (1 − D)−1 = 1 + D + D 2 + . . . Go Back
−1 2 3
2. (1 + D) = 1 − D + D − D + ... Full Screen
−2 2
3. (1 − D) = 1 + 2D + 3D + . . .
Close
4. (1 + D)−2 = 1 − 2D + 3D 2 − 4D 3 + . . .
Quit
5. (1 − D)−3 = 1 + 3D + 6D 2 + . . .
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
6. (1 + D)−3 = 1 − 3D + 6D 2 − . . .
C ASE D: F (x) = eax χ(x), χ(x) = cos ax (or) sin ax (or) xk
We know that Indroduction
1 Linear Differential . . .
yp = F (x)
φ(D) Linear ODE with . . .
1 Method of Variation of . . .
= eax χ(x) Miscellaneous Solved . . .
φ(D)
Exercise/Practice/Assignmen
1
N
= eax χ(x) Replace D by D + a
A
H
φ(D + a)
IT
Home Page
TH
Now, depends upon χ(x) = cos ax (or) sin ax (or) xk , we proceed by using CASE
.A
a (or) b. Title Page
.S
C ASE E: F (x) = xk χ(x), χ(x) = cos ax (or) sin ax
R
D
We know that JJ II
Y
B
1 ED
yp = F (x) J I
R
φ(D)
A
EP
1
PR
= xk χ(x) Page 8 of 34
φ(D)
Go Back
Now we consider the following subcases.
S UBCASE E 1: Full Screen
Let k = 1, then
Close
φ0 (D)
1
yp = x− χ(x)
φ(D) φ(D) Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
S UBCASE E 2:
Let k 6= 1 (may be k = 1 also considered in this case)
Indroduction
1 k
yp = x χ(x) Linear Differential . . .
φ(D) Linear ODE with . . .
1 k Method of Variation of . . .
yp = x cos ax (or) sin ax
φ(D) Miscellaneous Solved . . .
Exercise/Practice/Assignmen
N
We know that eiθ = cos θ + i sin θ, then
A
H
IT
cos θ = Re(eiθ ), sin θ = Im(eiθ ) Home Page
TH
.A
Title Page
.S
We may also write the above description as
R
D
cos θ = R.P.(eiθ ), sin θ = I.P.(eiθ ) JJ II
Y
B
ED
Now, if χ(x) = cos ax, then J I
R
A
EP
PR
1 Page 9 of 34
yp = xk cos ax
φ(D)
Go Back
1
= xk Re(eiax )
φ(D) Full Screen
1 k iax
= Re x e Close
φ(D)
iax 1 k Quit
= Re e x
φ(D + ia)
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
Using the previous cases, we will proceed to solve the above yp by substituting eiax =
cos ax + i sin ax and then collecting the terms in the Real Part.
if χ(x) = sin ax, then
Indroduction
Linear Differential . . .
1 k Linear ODE with . . .
yp = x sin ax
φ(D) Method of Variation of . . .
1 Miscellaneous Solved . . .
= xk Im(eiax )
φ(D) Exercise/Practice/Assignmen
N
A
1
H
k iax
= Im x e
IT
φ(D) Home Page
TH
1
.A
iax k
= Im e x Title Page
.S
φ(D + ia)
R
D
Using the previous cases, we will proceed to solve the above yp by substituting eiax = JJ II
Y
B
ED
cos ax + i sin ax and then collecting the terms in the Imaginary Part.
J I
R
A
d3 y
EP
dy
−7 − 6y = x2 + sin x + e4x
PR
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
∴ C.F. yc = c1 e−x + c2 e−2x + c3 e3x
1
(P.I.)1 = x2 Indroduction
D3 − 7D − 6
Linear Differential . . .
−1
1 3 7 Linear ODE with . . .
= −6 1 − D − D (x2 )
6 6 Method of Variation of . . .
" 2 # Miscellaneous Solved . . .
1 3 7 1 3 7
= −6 1 + D − D + D − D (x2 ) Exercise/Practice/Assignmen
6 6 6 6
N
A
H
7 49 2
IT
= −6 1 − D + D (x2 ) Home Page
TH
6 36
.A
2 7x 49 Title Page
.S
= −6 x − +
3 18
R
D
7x 49 JJ II
Y
= − 6x2 −
B
3 18 ED
J I
R
A
EP
PR
Page 11 of 34
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
1
(P.I.)2 = sin x
D 3 − 7D − 6
1
= sin x Indroduction
−D − 7D − 6
Linear Differential . . .
1 8D − 6
= − sin x Linear ODE with . . .
8D + 6 8D − 6
Method of Variation of . . .
8D − 6
= − sin x Miscellaneous Solved . . .
64D 2 − 36 Exercise/Practice/Assignmen
N
8 cos x − 6 sin x
A
= −
H
−64 − 36
IT
Home Page
TH
8 cos x − 6 sin x
=
.A
100 Title Page
.S
R
D
1 JJ II
Y
e4x
B
(P.I.)3 =
ED
D 3 − 7D − 6
J I
R
1
A
e4x
EP
=
PR
64 − 28 − 6 Page 12 of 34
1 4x
= e .
30 Go Back
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
3. Linear ODE with variable co-efficients
Methodology to convert ODE with variable co-efficients as ODE with
Indroduction
constant co-efficients
Linear Differential . . .
If the given ODE is of the form [X 2 D 2 + XD + 1]y = G(X) Linear ODE with . . .
Method of Variation of . . .
z d
Let X = e and θ = . Miscellaneous Solved . . .
dz Exercise/Practice/Assignmen
N
dy dy dz dy 1 dy dy
A
∴ z = log X and = · = · =⇒ X =
H
dX dz dX dz X dX dz
IT
Home Page
TH
.A
dy dy dy dy Title Page
i.e. X = XD = = θy and Differentiating X = w.r.to X, we have
.S
dX dz dX dz
R
D
JJ II
Y
B
ED
d2 y dy d2 y dz J I
R
A
X + =
EP
dX 2 dX dz 2 dX
PR
Page 13 of 34
2 d2 y dy d2 y
=⇒ X +X = Go Back
dX 2 dX dz 2
d2 y d2 y dy Full Screen
=⇒ X 2 = − = (θ 2 − θ)y
dX 2 dz 2 dz
Close
d2 y
i.e. X 2 = X 2 D 2 y = θ(θ − 1)y
dX 2 Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
d3 y
Similarly we have X 3 = X 3 D 3 y = θ(θ − 1)(θ − 2)y,
dX 3
Indroduction
4 d4 y 4 4
X = X D y = θ(θ − 1)(θ − 2)(θ − 3)y and so on. Linear Differential . . .
dX 4 Linear ODE with . . .
Method of Variation of . . .
Miscellaneous Solved . . .
d2 y dy Exercise/Practice/Assignmen
Example 3.1. Solve: (1+x)2 2 +(1+x) +y = log(1+x)+cos[log(1+x)]
N
A
dx dx
H
IT
Hints/Solution: Home Page
TH
Given equation is of the form [(1 + x)2 D 2 + (1 + x)D + 1]y = log(1 + x) +
.A
cos[log(1 + x)] Title Page
R
.S
D
Let X = 1 + x, then the ODE becomes [X 2 D 2 + XD + 1]y = log X + cos[log X] JJ II
Y
B
d ED
Let X = ez and θ = J I
R
.
A
dz
EP
PR
dy dy dz dy 1 dy dy Page 14 of 34
∴ z = log X and = · = · =⇒ X =
dX dz dX dz X dX dz
Go Back
2
dy dy d y
i.e. X = XD = = θy and X 2 = X 2 D 2 y = θ(θ − 1)y Full Screen
dX dz dX 2
Close
Now, the ODE takes the form
Quit
[θ(θ − 1) + θ + 1]y = (θ 2 + 1)y = z + cos z
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
The auxiliary equation is m2 + 1 = 0 =⇒ m = ±i.
N
A
= z
H
IT
Home Page
TH
1
.A
(P.I.)2 = cos z Title Page
.S
θ2 + 1
R
D
1 JJ II
= cos z
Y
B
−1 + 1
ED
z θ J I
R
= cos z
A
EP
2θ θ
PR
z Page 15 of 34
= sin z
2
Go Back
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
z
y = C.F. + P.I. = yc + yp = c1 cos z + c2 sin z + z + sin z
2 Indroduction
Linear Differential . . .
= c1 cos log(1 + x) + c2 sin log(1 + x)
Linear ODE with . . .
log(1 + x) Method of Variation of . . .
+ log(1 + x) + sin log(1 + x)
2 Miscellaneous Solved . . .
Exercise/Practice/Assignmen
N
A
H
IT
Home Page
TH
.A
Title Page
.S
R
D
JJ II
Y
B
ED
J I
R
A
EP
PR
Page 16 of 34
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
4. Method of Variation of Parameters
Finding the solution of the ODE in the form
Indroduction
d2 y dy Linear Differential . . .
+P + Qy = R (4.1)
dx2 dx Linear ODE with . . .
Method of Variation of . . .
where P, Q and R are the functions of x or constants.
Miscellaneous Solved . . .
The homogeneous equation corresponding to (4.1) is
Exercise/Practice/Assignmen
N
d2 y dy
A
H
+P + Qy = 0 (4.2)
IT
dx2 dx Home Page
TH
Method 1:
.A
Title Page
.S
Let the general solution of (4.2) be
R
D
JJ II
Y
y = Ay1 + By2 (4.3)
B
ED
J I
R
where A and B are constants and y = y1 (x) and y = y2 (x) are independent particular
A
EP
solutions of (4.2).
PR
Now we consider A and B as functions of x and assume (4.3) to be the general solution Page 17 of 34
of (4.1).
Go Back
Differentiating (4.3) w.r.to x, we have
dy Full Screen
= (Au0 + Bv 0 ) + (A0 u + B 0 v) (4.4)
dx
Close
We select A and B in such a way that
Quit
(A0 u + B 0 v) = 0 (4.5)
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
∴ (4.4) becomes
dy
= (Au0 + Bv 0 ) (4.6)
dx
Indroduction
Differentiating (??) w.r.to x, we have
Linear Differential . . .
d2 y Linear ODE with . . .
= (Au00 + Bv 00 ) + (A0 u0 + B 0 v 0 ) (4.7)
dx2 Method of Variation of . . .
Miscellaneous Solved . . .
Since (4.3) is the solution of (4.1), the equations (4.3),(4.6) and (4.7) satisfies (4.1).
i.e. Exercise/Practice/Assignmen
N
A
H
(Au00 + Bv 00 + A0 u0 + B 0 v 0 ) + P (Au0 + Bv 0 ) + Q(Au + Bv) = R
IT
Home Page
TH
00 0 00 0 0 0 0 0
A(u + P u + Qu) + B(v + P v + Qv) + (A u + B v ) = R
(4.8)
.A
Title Page
.S
Since u and v are the solution of equation (4.2), we have
R
D
(u00 + P u0 + Qu) JJ II
Y
= 0
B
(v 00 + P v 0 + Qv) ED = 0 J I
R
A
EP
Page 18 of 34
A0 u0 + B 0 v 0 = R (4.9)
Go Back
Solving (4.5) and (4.9), we get the values of A0 and B 0 and then integrating, we get the
values of A and B in terms of x. Substituting A and B in (4.3), we get the required Full Screen
general solution of (4.1).
Method 2: Close
Let the general solution of (4.2) be
Quit
yc = Ay1 (x) + By2 (x) (4.10)
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
which is the C.F. of (4.1) with constants A and B.
The P.I. is given by
yp = C(x)y1 (x) + D(x)y2 (x) (4.11)
Indroduction
where Linear Differential . . .
N
A
H
where W is called the Wronskian which is given by
IT
Home Page
TH
y y2
.A
W = 10 = y1 y20 − y10 y2 Title Page
y1 y20
.S
R
D
JJ II
Y
B
d2 y ED
J I
R
Example 4.1. Solve: + y = cosec x
A
dx2
EP
PR
Hints/Solution: Page 19 of 34
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
where
R · y2
Z
C(x) = − dx = −x
W Indroduction
R · y1
Z
Linear Differential . . .
D(x) = dx = log(sin x)
W Linear ODE with . . .
Method of Variation of . . .
P.I. = −x cos x + log(sin x) Miscellaneous Solved . . .
Hence the complete solution is given by
Exercise/Practice/Assignmen
N
y = C.F. + P.I. = yc + yp = c1 cos x + c2 sin x + −x cos x + log(sin x).
A
H
IT
Home Page
TH
.A
Title Page
.S
R
D
JJ II
Y
B
ED
J I
R
A
EP
PR
Page 20 of 34
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
5. Miscellaneous Solved Problems
Example 5.1. Solve the differential equation (D 2 + 4)y = sin 2x
Indroduction
Hints/Solution: Linear Differential . . .
Given equation is of the form (D 3 + 4)y = sin 2x
Linear ODE with . . .
The auxiliary equation is m2 + 4 = 0 =⇒ m = ±2i.
Method of Variation of . . .
∴ C.F. = c1 cos 2x + c2 sin 2x.
Miscellaneous Solved . . .
1 Exercise/Practice/Assignmen
(P.I.) = sin 2x
N
D2 + 4
A
H
x
IT
= cos 2x. Home Page
TH
4
.A
x
y = C.F. + P.I. = c1 cos 2x + c2 sin 2x + cos 2x Title Page
.S
4
R
D
JJ II
Y
B
ED
J I
R
A
EP
d2 y
PR
dy Page 21 of 34
Example 5.2. Solve: (5 + 2x)2 − 6(5 + 2x) + 8y = 0
dx2 dx
Hints/Solution: Go Back
z d
Let 2x + 5 = e and θ = . Full Screen
dz
dy dy
∴ z = log(2x + 5) and (2x + 5) = = 2θy, Close
dx dz
d2 y Quit
(2x + 5)2 = 22 θ(θ − 1)y.
dx2
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
Now, the ODE takes the form [22 θ(θ − 1) + 12θ + 8]y = (4θ 2 − 16θ + 8)y = 0
√ Indroduction
The A.E. is m2 − 4m + 2 = 0 =⇒ m = 2 ± 2. ∴
Linear Differential . . .
√ √ √ √
C.F. = c1 e(2+ 2)z
+ c2 e(2− 2)z
= c1 (2x + 5)(2+ 2)
+ c2 (2x + 5)(2+ 2) Linear ODE with . . .
Method of Variation of . . .
Miscellaneous Solved . . .
Exercise/Practice/Assignmen
N
A
2
Example 5.3. Solve the differential equation (D + 4)y = 4 tan 2x
H
IT
Home Page
Hints/Solution:
TH
Given equation is of the form (D + 4)y = 4tan 2x
.A
Title Page
R
.S
2
The auxiliary equation is m + 4 = 0 =⇒ m = ±2i.
D
JJ II
Y
B
∴ C.F. = c1 cos 2x + c2 sin 2x ED
J I
R
A
EP
y y2
PR
N
dx dy
A
Example 5.4. Solve: + 2y = sin 2t; − 2x = cos 2t
H
dt dt
IT
Home Page
TH
Hints/Solution:
.A
Eliminating x(t) from the given equations, we get Title Page
.S
R
D
JJ II
Y
d2
B
+4 y =0 ED
dt J I
R
A
EP
=⇒ y = c1 cos 2t + c2 sin 2t
PR
Page 23 of 34
and hence
dy
= −2c1 sin 2t + 2c2 cos 2t. Go Back
dt
Substituting these in the given equations, we get Full Screen
1
x(t) = −c1 sin 2t + c2 cos 2t − cos 2t Close
2
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
Example 5.5. Solve the differential equations (a) (D 2 − 2D + 1)y = e2x (b) (D 2 −
5D + 6)y = x2 + 3
Hints/Solution: Indroduction
(a) Given equation is of the form (D 2 − 2D + 1)y = (D − 2)2 y = e2x Linear Differential . . .
The auxiliary equation is (m − 2)2 = 0 =⇒ m = 2, 2. Linear ODE with . . .
∴ C.F. = (c1 x + c2 )e2x . Method of Variation of . . .
Miscellaneous Solved . . .
1 Exercise/Practice/Assignmen
N
(P.I.) = e2x
A
(D − 2)2
H
IT
Home Page
TH
x2
= e2x .
.A
2 Title Page
.S
R
2
x
D
y = C.F. + P.I. = (c1 x + c2 )e2x + e2x JJ II
Y
B
2
ED
J I
R
(b) Given equation is of the form (D 2 − 5D + 6)y = x2 + 3
A
EP
Page 24 of 34
∴ C.F. = c1 e2x + c2 e3x .
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
1
(P.I.) = x2 + 3e0
D2 − 5D + 6 Indroduction
1 2 5 19
Linear Differential . . .
= x + x+ +3 Linear ODE with . . .
6 3 18
Method of Variation of . . .
1 Miscellaneous Solved . . .
18x2 + 30x + 73
=
108 Exercise/Practice/Assignmen
N
A
1
H
y = C.F. + P.I. = c1 e2x + c2 e3x + 18x2 + 30x + 73
IT
108 Home Page
TH
.A
Title Page
.S
R
D
JJ II
Y
B
ED 2
d y
Example 5.6. Solve the differential equations (a) (D 2 + 4)y = sec 2x (b) x2 + J I
R
dx2
A
EP
dy
PR
4x + 2y = x. Page 25 of 34
dx
Hints/Solution: Go Back
(a) Given equation is of the form (D 2 + 4)y = sec 2x
The auxiliary equation is Full Screen
m2 + 4 = 0 =⇒ m = ±2i.
∴ C.F. = c1 cos 2x + c2 sin 2x Close
y1 y2
W = 0 = y1 y 0 − y 0 y2 = 2 Quit
y1 y20
2 1
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
The P.I. is assumed as yp = C(x)y1 (x) + D(x)y2 (x)
where
Indroduction
F (x) · y2 sec 2x · sin 2x
Z Z
Linear Differential . . .
C(x) = − dx = − dx
W 2 Linear ODE with . . .
1 Method of Variation of . . .
= log(cos 2x) and Miscellaneous Solved . . .
4
Exercise/Practice/Assignmen
N
F (x) · y1 sec 2x · cos 2x 1
Z Z
A
H
D(x) = dx = dx = x
IT
W 2 2 Home Page
TH
1 1
.A
∴ P.I. = log(cos 2x) cos 2x + x sin 2x Title Page
.S
4 2
R
Hence the complete solution is given by
D
1 JJ II
Y
y = C.F. + P.I. = yc + yp = c1 cos 2x + c2 sin 2x + log(cos 2x) cos 2x +
B
ED 4
1 J I
R
A
x sin 2x.
EP
2
PR
Page 26 of 34
(b) Given equation is of the form [x2 D 2 + 4xD + 2]y = x
d Go Back
Let x = ez and θ = .
dz
Full Screen
dy dy
∴ z = log x and x = = θy,
dx dz Close
d2 y
x2 2 = θ(θ − 1)y. Quit
dx
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
Now, the ODE takes the form [θ(θ − 1) + 4θ + 2]y = (θ 2 + 3θ + 2)y = ez
N
6
A
H
IT
Home Page
TH
.A
Title Page
.S
Example 5.7. Solve the differential equations (a) (D 2 − 2D + 1)y = ex sin x (b)
R
D
d2 y dy JJ II
Y
(x + 2)2 2 − (x + 2) + y = 0.
B
dx dx ED
J I
R
A
Hints/Solution:
EP
Page 27 of 34
1
(P.I.) = ex sin x = −ex sin x Close
(D − 1)2
Hence the complete solution is given by Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
y = C.F. + P.I. = yc + yp = (c1 + c2 x)ex − ex sin x.
(b) Given equation is of the form [(2 + x)2 D 2 − (2 + x)D + 1]y = 0
d Indroduction
Let x + 2 = ez and θ = .
dz Linear Differential . . .
N
A
H
Now, the ODE takes the form [θ(θ − 1) − θ + 1]y = (θ 2 − 2θ + 1)y = 0.
IT
Home Page
TH
.A
2
The A.E. is m − 2m + 1 = 0 =⇒ m = 1, 1.
Title Page
R
.S
z
D
∴ C.F. = (c1 x + c2 )e = (c1 log(x + 2) + c2 )(x + 2) JJ II
Y
B
ED
J I
R
A
EP
PR
dx Page 28 of 34
Example 5.8. Solve the differential equations (a) (D 2 +1)y = cosec x (b) +y =
dt
t dy Go Back
e ; x− = t.
dt
Full Screen
Hints/Solution:
(a) Given equation is of the form (D 2 + 1)y = cosec x Close
The auxiliary equation is m2 + 1 = 0 =⇒ m = ±i.
Quit
∴ C.F. = c1 cos x + c2 sin x
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
y y2
W = 10 = y1 y20 − y10 y2 = 1
y1 y20 Indroduction
Linear Differential . . .
The P.I. is given by yp = C(x)y1 (x) + D(x)y2 (x) where
Linear ODE with . . .
N
cosec x · sin x
Z
A
= − dx
H
1
IT
Home Page
TH
.A
= −x Title Page
R
.S
D
F (x) · y1
Z
JJ II
Y
D(x) = dx
B
W ED
J I
R
A
cosec x · cos x
Z
EP
= dx
PR
1 Page 29 of 34
= log(sin x) Go Back
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
(b) Eliminating x(t) from the given equations, we get
d2
Indroduction
+ 1 y = et − 1 Linear Differential . . .
dt
Linear ODE with . . .
1
=⇒ y = c1 cos t + c2 sin t + et + 1 Method of Variation of . . .
2
Miscellaneous Solved . . .
and hence Exercise/Practice/Assignmen
dy 1
N
= −c1 sin t + 2c2 cos t + et .
A
H
dt 2
IT
Home Page
Substituting these in the given equations, we get
TH
.A
Title Page
.S
1
R
t
D
x(t) = −c1 sin t + c2 cos t − e +t JJ II
Y
2
B
ED
J I
R
A
EP
PR
Page 30 of 34
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
6. Exercise/Practice/Assignment Problems
d dy
In all the following problems D represents the operator and y 0 represents . Indroduction
dx dx
Linear Differential . . .
1. Solve the following differential equations
Linear ODE with . . .
(a) (D 2 − 4D + 3)y = sin 3x + x2 Method of Variation of . . .
x 3x 1 1 2 8 26 Miscellaneous Solved . . .
Ans: y = c1 e +c2 e + (2 cos 3x−sin 3x)++ x + x+
30 3 3 9 Exercise/Practice/Assignmen
N
A
(b) y 00 − 6y 0 + 8y = e−2x + 4
H
IT
Home Page
TH
(c) y 00 + 4y = x4 + cos2 x
.A
1
4 − 6x2 + +2x4 + x sin 2x
Ans: y = c1 cos 2x + c2 sin 2x + Title Page
.S
8
R
D
JJ II
(d) (D 2 + 4D + 3)y = e2x + 5
Y
B
ED
J I
R
2. Solve the following differential equations
A
EP
Page 31 of 34
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
(c) (D 2 − 6D + 9)y = x2 + 1
(d) (D 2 + 4D + 3)y = x2 − 4x
Indroduction
4. Solve the following differential equations
Linear Differential . . .
(a) (D 2 + 5D + 6)y = cos3 3x + e−2x sin 2x Linear ODE with . . .
N
A
H
IT
5. Solve the following differential equations Home Page
TH
.A
2 −3x
(a) (D + 5D + 6)y = xe cos 2x Title Page
.S
2 2
(b) (D − 6D + 8)y = x sin 3x
R
D
(c) (D 2 − 6D + 9)y = x2 e2x sin 4x JJ II
Y
B
ED
(d) (D 2 + 4D + 3)y = xe2x sin 5x J I
R
A
EP
Page 32 of 34
(a) (x2 D 2 − 3xD + 5)y = x2 sin(log x)
Go Back
(b) (x2 D 2 + 4xD + 2)y = sin(log x)
(c) (x2 D 2 − 3xD)y = x + 1 Full Screen
1 12 log x
(d) (D 2 + D + 5)y = Close
x x2
2 2
(e) ((1 + x) D + (1 + x)D + 1)y = 2 sin(log(x + 1)) Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
(f) ((3x + 2)2 D 2 + 3(3x + 2)D − 36)y = 3x2 + 4x + 1
1
Ans: y = c1 e2z + c2 e−2z + ze2z + 1 with z = log(3x + 2)
108
Indroduction
2 2
(g) ((2x + 1) D − 2(2x + 1)D − 12)y = 6x Linear Differential . . .
3 9 Linear ODE with . . .
Ans: y = c1 e3z + c2 e−z − (ez ) − with z = log(2x + 1)
16 12 Method of Variation of . . .
Miscellaneous Solved . . .
(h) ((2x + 5)2 D 2 − 6(2x + 5)D − 8)y = 6x
√ √ i Exercise/Practice/Assignmen
3 15
N
h
Ans: y = e2z c1 e 2z + c2 e− 2z − (ez )− with z = log(2x+
A
H
4 8
IT
5) Home Page
TH
.A
(i) ((1 + 2x)2 D 2 + 3(1 + 2x)D + 1)y = 8(1 + 2x)2 Title Page
.S
R
D
7. Solve the following differential equations using the method of Variation of Param- JJ II
Y
B
eters ED
J I
R
A
2 x
(c) (D − 1)y = e sin x
Go Back
(d) (D 2 + 9)y = 3 sin 3t
ex Full Screen
(e) (D 2 − 2D + 1)y =
x2 + 1
Close
(f) (D + 2D + 1)y = e−x cos x
2
Quit
8. Solve the following system of differential equations
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit
dx dy
(a) + y = et ; =t
dt dt
dx dy
(b) + 2x + 3y = 2e2t ; + 3x + 2y = 0 Indroduction
dt dt
Linear Differential . . .
dx dy
(c) + 2y = − sin t; − 2x = cos t Linear ODE with . . .
dt dt Method of Variation of . . .
dx dx dx dy
(d) − − 2 y = cos 2t; −2 x+ = sin 2t Miscellaneous Solved . . .
dt dt dt dt Exercise/Practice/Assignmen
N
dx dy dx dz dy dz
A
(e) + + y = 1; − + 2x + z = 1; + + y + 2z = 2
H
IT
dt dt dt dt dt dt Home Page
TH
dx dy dx
− 4x − y = et ;
.A
(f) 2 + + 3x + y = 0
dt dt dt Title Page
.S
d2 x d2 y
R
D
(g) − 5x + 3y = sin t; − 3x + 5y = t JJ II
Y
dt2 dt2
B
d2 x d2 y ED
J I
R
(h) − 3x − 4y = 0; +x+y =0
A
dt2 dt2
EP
PR
Go Back
Full Screen
Close
Quit
•First •Prev •Next •Last •Go Back •Full Screen •Close •Quit