J.R.

INSTITUTE OF MATHEMATICS
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Chapter - 1
Introduction : The subject of differential equations constitutes a large and very important branch of
modern mathematics. From the early days of the calculus the subject has been an area of great
theoretical research and practical applications and it continues to be so in our day. This much stated,
several questions naturally arise. Just what does it signify where and how do differential equations
originate and of what use are they ? Confronted with a differential equation, What does one do with it,
how does one do it and what are the results of such activity ? These questions indicate three major
aspects of the subject : theory, method and application. The purpose of this chapter is to introduce the
reader to the basic aspects of the subject and at the same time give a brief survey of the three aspects
just mentioned.
1. Differential Equations and Their classification :
Definition : An equation involving derivatives of one or more dependent variables with respect to one
or more independent variables is called a differential equation.
2
d2y  dy 
e.g., 2
 xy    0 …..(1)
dx  dx 

d 4x d 2x
5  3 x  sin t …..(2)
dt 4 dt 2
v v
 v …..(3)
s t
 2 u  2u  2u
  0 …..(4)
x 2 y 2 z 2
clearly some kind of classification must be made. To begin with, we classify differential equations
according to whether there is one or more than one independent variable involved.
Def. Ordinary differential equation : A differential equation involving ordinary derivatives of one
or more dependent variables with respect to a single independent variable is called an ordinary
differential equation.
Equations (1) and (2) are ordinary differential equations.
Def. Partial differential equation : A differential equation involving partial derivatives of one or
more dependent variables with respect to more than one independent variable is called a partial
differential equation.
Equations (3) and (4) are partial differential equations.
 2
Order of a differential equation : The order of the highest ordered derivatives involved in a
differential equation is called the order of the differential equation. The ordinary differential equation
(1) is of second order. Equation (2) is an ordinary differential equation of fourth order.
Degree of a differential equation : The degree of a differential equation is the degree of the highest
order differential derivative, after the equation has been made free of radicals and fractions as far as
the derivatives are concerned.
2
d2y  dy 
e.g., consider the differential equation 2
 c 1  
dx  dx 
To find the degree of differential equation, we have to make it free from square root. So squaring both
2
 d 2y  2
  dy  2 
sides, we get  2   c 1    
 dx    dx  
 
Here, the degree of highest derivative is 2. So degree of differential equation is 2.
Def. Linear differential equation : A linear differential equation of order n, in the dependent variable
y and the independent variable x, is an equation that is in, or can be expressed in, the form

dny d n1 y dy
a0 ( x )  a1 ( x)  ...  an 1 ( x)  an ( x ) y  b( x )
dx n dx n 1 dx
Where a0 is not identically zero. Observe that the dependent variable and its various derivatives occur
to the first degree only and that no product of y and/or any of its derivatives are present, and that no
transcendental functions of y and /or its derivatives occur.

d2y dy d4y d3y dy

e.g., 2
5  6y  0 and 4
 x2 3
 x3  x ex
dx dx dx dx dx
both are linear differential equations.
Def. Non linear ordinary differential equation : A non linear ordinary differential equation is an
ordinary differential equation that is not linear.
d2y dy
e.g., 2
5  6 y 2  0,
dx dx
3
d2y  dy 
2
 5    6 y  0,
dx  dx 

d2y dy
2
 5y  6y  0
dx dx
all are non-linear differential equations.
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Formation of differential equations : The differential equation can be obtained by differentiating an

ordinary equation and eliminating the arbitrary constants among them.
Example 1. Find the differential equation of all straight lines in a plane.
Solution : Consider the equation of a plane is ax  by  d .
Thus the straight line in in xy-plane is given by ax  by  d ……(1)
where a, b, d are arbitrary constants.
On differentiating (1) with respect to ‘x’, we get
dy
ab 0
dx
Again differentiating with respect to ‘x’, we get
d2y d2y
b 0   0,
dx 2 dx 2
which is a differential equation of order 2 and degree 1.
Example 2. Find the differential equation of all circles of radius ‘a’ whose centres lie on the y-axis.
Solution : Let the centre of any such circle is  0, k  , then the equation of the circle is

 x  02   y  k 2  a 2 
2
x 2   y  k   a2 …… (1)

where k is the arbitrary constant. Differentiating (1) with respect to ‘x’, we have
dy x
2x  2  y  k  0  yk 
dx  dy 
 
 dx 
Substituting the value of  y  k  in (1), we obtain

2 x2 2
  dy  2 
x  2
a  x 1      a 2
2

 dy    dx  
 dx 
 
which is the required differential equation.
Example 3. Find the differential equation of all parabolas whose vertex is  h, k  .
2
Solution : The equation of the parabolas is  y  k   4a  x  h  ……(1)

where a is a constant. Differentiating (1) with respect to x, we get

dy
2 y  k   4a
dx
 4
Hence from (1), we have
2 dy dy
yk  2 y  k   x  h  y  k  2 x  h
dx dx
which is required differential equation.
Solution of differential equation : Consider the nth order ordinary differential equation
 dy dny
F  x, y , ,...., n   0 ….(*)
 dx dx 

dy dny
Where F is a real function of its (n  2) arguments x, y , ,...., n .
dx dx
1. Let f be a real function defined and for all x in a real interval I and having an nth derivative (and
hence also all lower derivatives) for all x  I . The function f is called an explicit solution of the
differential equation (*) on I if it fulfills the following two requirements :

F  x, f ( x ), f '( x ),...., f ( n) ( x)  ….(A)

 

defined for all x  I , and

F  x, f ( x ), f '( x ),...., f ( n) ( x)   0 ….(B)

 
for all x  I . That is, the substitution of f ( x ) and its various derivations of y and its
corresponding
derivatives, respectively, in (*) reduces (*) to an identity on I.
2. A relation g ( x, y )  0 is called an implicit solution of (*) if this relation defines at least one real
function f of the variable x on an interval I such that this function is an explicit solution of (*) on
this interval.
3. Both explicit solutions and implicit solutions will usually be called simply solutions. Roughly
speaking, then, we may say that a solution of the differential equation (*) is relation-explicit or
implicit between x and y, not containing derivatives, which identically satisfies (*). e.g., The
function f defined for all real x by
f ( x)  2sin x  3cos x

d2y
is an explicit solution of the differential equation  y  0 for all real x.
dx 2
dy
Also, the relation x 2  y 2  25  0 is an implicit solution of the differential equation x  y 0
dx
on the interval I defined by 5  x  5
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dy
Example 1 : Consider the first order differential equation  2x …..(A)
dx

The function f0 defined for all s and x by f0 ( x)  x 2 is a solution of this equation. So also are the

functions f1, f 2 and f3 defined for all real x by f1( x)  x 2  1, f 2 ( x)  x 2  2 and f3 ( x )  x 2  3 ,

respectively. In fact, for each real number c, the function be defined for all real x by

f c ( x)  x 2  c ….(B)
is a solution of the differential equation (A). In other words, the formula (B) defines an infinite family
of functions one for each real constant c, and every function of this family is a solution of (A). We call
the constant c in (B) an arbitrary constant or parameter and refer to the family of functions defined by
(B) as a one-parameter family of solutions of the differential equation (A). We write this one-

parameter family of solutions as y  x 2  c .

Def. Geometric significance of differential equations : A real function F may be represented
geometrically by a curve y  F ( x) in the xy-plane and that the value of the derivative of F at x, F '( x ) ,
may be interpreted as the slope of the curve y  F ( x) at x. Thus the general first-order differential
dy
equation  f ( x, y ) …..(*)
dx
Where f is a real function, may be interpreted geometrically as defining a slope f ( x, y ) at every point
( x, y ) at which the function f is defined. Now assume that the differential equation (*) has a so-called
one-parameter family of solutions that can be written in the form
y  F ( x, c) ….(**)
Where c is arbitrary constant or parameter of the family. The one-parameter family of functions
defined by (**) is represented geometrically by a so-called one-parameter family of curves in the xy-
plane, the slope of which are given by the differential equation (*). These curves, the graphs of the
solutions of the differential equation (*), are called the integral curves of the differential equation.
Solution of Differential equation : Any relation between dependent and independent variables not
containing the derivatives of dependent variable with respect to the independent variable, which on
substitution in the differential equation reduces it to an identity, is called a solution of differential
equation. A solution or integral is also known as a primitive because the differential equation can be
derived from it.
 6

 dy dny 
Classification of solution of the differential equation : Let F  x, y, ,..., n   0 be the nth order
 dx dx 

differential equation.
I. General solution : The general solution of the differential equation is the solution which contains
the number of arbitrary constants equal to the order of the differential equation.

d2y
e.g., consider the differential equation 2
 9 y , then y  Ae3 x  Be3 x is a general solution of this
dx
differential equation.
II. Particular solution : If the arbitrary constants in the general solution are assigned specific values,
the resultant solution is called a particular solution.

3x 3 x d2y
e.g., ye  5e is a particular solution of the differential equation  9 y.
dx 2
III. Singular solution : A singular solution is a solution of the differential equation which does not
contain any arbitrary constant but can not be derived from general solution. In other words, it is not
obtained just by providing some particular values to arbitrary constants in general solution.

Exercise
1. Classify each of the following differential equations as ordinary or partial differential equations ;
state the order of each equation ; and determine whether the equation under consideration is linear
or non-linear.
5
dy  2u  2u d4y  d2y 
(i)  x 2 y  xe x (ii)  0 (iii)  3  2   5 y  0
dx x 2 y 2 dx 4  dx 

2. Show that every function f defined by f ( x)  ( x 3  c ) e3 x where c is an arbitrary constant, is a

dy
solution of the differential equation  3 y  3 x 2 e 3 x .
dx

3. For certain values of the constant m the function f defined by f ( x)  emx is a solution of the

d 3y d2y dy
differential equation 3
3 2
4  12 y  0 . Determine all such values of m.
dx dx dx

Answers
1. (i) ordinary ; first ; linear (ii) Partial ; second ; linear (iii) ordinary ; fourth ; non-linear
3. 2, 3, –2
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Assignment-1 5. The degree of the equation

2 3
--------------------- S C Q ---------------------
 d 3 y 3  d3 y 2
1. Consider the differential equation  3    3   0 is
 dx   dx 
d2y
 y sin x  0 is 3
dx 2 1. 2. 5
2
1. a linear ordinary differential equation
3. 4 4. 9
2. a non linear ordinary differential
6. The order and degree of the differential
equation
equation
3. a partial differential equation 1
4. none of these  d 2 y 5  d 4 y  5 x
 2    4  y  4e cos  2 x  5   0
2. Consider the differential equation  dx   dx 

d 6 x  d 4 x  d 3 x  are respectively
  3   x  t is
dt 6  dt 4 
 dt  1. 4, 10 2. 4, 5

1. linear ODE 3. 5, 4 4. 10, 4

2. a non linear ODE 7. If y  y ( x ) . Then the differential equation

3. a partial ODE y '  x  y is

4. of degree two 1. linear differential equation of order 1
3. Consider the differential equation 2. non linear differential equation of order1
3
 dr  d 2r 3. a PDE
    1 is
 ds  ds 2 4. a PDE of order 1
1. a second order linear ODE 8. The degree of the differential equation
2. a second order non linear ODE  d 2y 
( y ")2  ( y ') 2  x sin  2  is
3. a first order ODE  dx 
 
4. none of these 1. 1 2. 2
4. The order of the differential equation whose 3. 3 4. Not defined
general solution is 9. Which of the following differential
y  c1 cos 2 x  c2 cos2 x  c3 sin 2 x  c4 is equation is linear if y  y ( x ) ?
1. 2 2. 3 dy
1.  x2 y  y
3. 4 4. 1 dx
dy
2.  sin x  x n y
dx
 2

dy Answers
3. (1  y )  P ( x ) y  Q( x)
dx
----------------------- S C Q --------------------
dy 1. 1 2. 2 3. 2 4. 3
4. y  x y
dx
5. 4 6. 2 7. 2 8. 4
10. If y  y ( x ) then the differential equation
9. 2 10. 4
dy
 Py  Q , is a linear equation of first
dx
---------------------- M C Q --------------------
order if,
1. 1,4 2. 2,3,4
1. P is a constant but Q is a function of y.
2. P and Q are functions of y.
3. P is a function of y but Q is a constant.
4. P and Q are functions of x or constants.

-------------------------- M C Q ---------------------
1. Consider the differential equation
2 3
 d 4y 3  d4y 2
 4    4   0 , then
 dx   dx 
1. order is 4
2. order is 3
3. degree is 4
4. degree is 9
2. Consider the differential equation

d4y d 3y dy
4
 3
x  y 2  0 is
dx dx dx
1. linear ODE
2. non linear ODE
3. order is 4
4. degree is 1
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Chapter - 2
First order first degree differential equation :
2.1 Standard form of first order differential equation : The first order differential equation may be
dy
expressed in either the derivative form  f ( x, y ) ……(1)
dx
or the differential form M ( x, y )dx  N ( x, y )dy  0 ……(2)
An equation in one of these forms may readily be written in the other form. e.g., the equation

dy x 2  y 2
 is of the form (1). It may be written ( x 2  y 2 ) dx  ( y  x) dy  0 which is of the form (2)
dx xy
2.2 Exact differential equations :
Def. Total differential of a function : Let F be a function of two real variables such that F has
continuous first partial derivatives in a domain D. The total differential dF of the function F is defined
F ( x, y ) F ( x, y )
by the formual dF ( x, y )  dx  dy for all ( x, y )  D . e.g., let F be the function of
x y
F ( x, y )
two variables defined by F ( x, y )  xy 2  2 x 3 y for all real ( x, y ). Then  y 2  6 x 2 y,
x
F ( x, y )
 2 xy  2 x3 and the total differential dF is defined by
y

dF ( x, y )  ( y 2  6 x 2 y )dx  (2 xy  2 x 3 ) dy for all real ( x, y ) .

Def. Exact differential equation : The expression M ( x, y )dx  N ( x, y )dy  0 …..(1)
is called an exact differential in a domain D if there exists a function F of two real variables such that
this expression equals the total differential dF ( x, y ) for all ( x, y )  D . That is, expression (1) is an
F ( x, y ) F ( x, y )
exact differential in D if there exists a function F such that  M ( x, y ),  N ( x, y )
x y
for all ( x, y )  D .
If M ( x, y )dx  N ( x, y )dy is an exact differential, then the differential equation
M ( x, y )dx  N ( x, y )dy  0 is called an exact differential equation. e.g., the differential equation

y 2dx  2 xy dy  0 …..(2)

is an exact differential equation, since the expression y 2dx  2 xy dy is an exact differential. It is the

total differential of the function F defined for all ( x, y ) by F ( x, y )  xy 2 . On the other hand, the more
 2

simple appearing equation ydx  2 x dy  0 …..(3)

obtained from (2) by dividing through by y, is not exact. In case of equation (2), we verified our

assertion by actually exhibiting the function F of which the expression y 2 dx  2 xy dy is the total
differential. But in the case of equation (3), we did not backup our statement by showing that there is
no function F such that ydx  2 xdy is its total differential. It is clear that we need a simple test to
determine whether or not a given differential equation is exact. This is given by the following
theorem.
Theorem : Consider the differential equation M ( x, y ) dx  N ( x, y ) dy  0 …..(1)
Where M and N have continuous first order partial derivatives at all points ( x, y ) in a rectangular
domain D. Then
M ( x, y ) N ( x, y )
1. If the differential equation (1) is exact in D, then  for all ( x, y )  D
y x
M ( x, y ) N ( x, y )
2. Conversely, if  for all ( x, y )  D , then the differential equation (1) is exact in D.
y x
Solution of an exact differential equation : Suppose the differential equation
M ( x, y ) dx  N ( x, y ) dy  0 is an exact differential equation. Then solution of this equation is given by

 M dx   (terms in N not containing x) dy  c where c is an arbitrary constant.

y constant

Steps for solving exact differential equations :

Step I. Integrate M with respect to x keeping y constant.
Step II. Integrate only those terms of N which do not contain x, with respect to y.
Step III. Result of Step I + Result of Step II = constant, is the solution of the given differential
equation.
Integrating factor : Given the differential equation M ( x, y ) dx  N ( x, y ) dy  0 if
M ( x, y ) N ( x, y )
 then equation is exact and we can obtain a one-parameter family of solutions by
y x
M ( x, y ) N ( x, y )
one of the procedures explained above. But if  then the equation is not exact and
y x
the above procedures do not apply. What shall we do in such a case ? Perhaps we can multiply the non
exact equation by some expression that will transform it into an essentially equivalent exact equation.
If so, we can proceed to solve the resulting exact equation by one of the above procedures. Let us
consider again the equation y dx  2 x dy  0 …...(1)
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is not exact. However, if we multiply equation (1) by y , it is transformed into the essentially

equivalent equation y 2 dx  2 xy dy  0 …..(2)

which is exact. Since this resulting exact equation (2) is integrable, we call y as integrating factor of
equation (1). In general we have the following definition :

Def. Integrating factor of the differential equation : If the differential equation

M ( x, y ) dx  N ( x, y ) dy  0 …..(*)
is not exact in a domain D but the differential equation u ( x, y ) M ( x, y ) dx  u ( x, y ) N ( x, y ) dy  0 is
exact in D, then u ( x, y ) is called an integrating factor of the differential equation (*).
Note : There is no general method of finding an integrating factor. But we shall discuss some rule of
finding integrating factor.
Rules for finding the integrating factors :
I By inspection : Some times an integrating factor of given equation M ( x, y ) dx  N ( x, y ) dy  0 can
be found out by inspection. By rearranging the term of the given equation and dividing it by a suitable
function of x and y, the equation will contain several parts which are integrable easily. For this purpose
the following exact differentials should be remembered.
x dy  y dx
1. d ( x, y )  x dy  y dx 2. d  log( x, y ) 
xy

 y  x dy  y dx  x  y dx  x dy
3. d    4. d   
x x2  y y2

  x   y dx  x dy   y   x dy  y dx
5. d  log     6. d  log    
  y  xy   x  xy

 1  x dy  y dx  x 2  2 yx dx  x 2 dy
7. d    8. d   
 xy  x2 y 2  y  y2
 
 x 2  2 y 2 x dx  2 y x 2 dy  e x  y e x dx  e x dy
9. d  2   10. d   
y  y4  y y2
   

 y  x dy  y dx 1 x  y  x dy  y dx
11. d  tan 1   2 12. d  log  2
 x x  y2 2 xy x  y2
 4

1
II If the differential equation M dx  N dy  0 is homogeneous and Mx  Ny  0 then is an
Mx  Ny
1 1 1
integrating factor. If Mx  Ny  0 then or 2 or 2 are the integrating factors.
xy x y

  
Example 1 : Solve 3 xy 2  y 3 dx  2 x 2 y  xy 2 dy  0 
 
Solution : The given differential equation is 3 xy 2  y 3 dx  2 x 2 y  xy 2 dy  0  ….(1)

Comparing (1) with M dx  N dy  0 , we have M  3xy 2  y 3 and N  2 x 2 y  xy 2 .

M N M N
Then  6 xy  3 y 2 ,  4 xy  y 2 . As  .
y x y x
Therefore equation (1) is not an exact equation. Since equation (1) is homogeneous in x and y and

Mx  Ny  x 2 y 2  0
1 1
Therefore I.F.   2 2
Mx  Ny x y

1 3 y  2 1
Multiplying both sides of equation (1) by 2 2
, we get   2  dx     dy  0 ……(2)
x y x x   y x
Now, equation (2) is exact.

3 y  2
Therefore the solution is    2  dx   dy  c
y constant 
x x  y

y
 3log x   2log y  c
x

x3 y
 log 2
 c which is the required solution.
y x

1
III If M ( x, y )  f ( xy ) y and N ( x, y )  g ( xy ) x for some functions f and g, then is an
Mx  Ny
integrating factor providing Mx  Ny  0 .
In case Mx  Ny  0 , then Mdx  Ndy  0 is already an exact equation.

  
Example 2 : Solve x 2 y 3  xy 2  y dx  x3 y 2  x 2 y  x dy  0 
  
Solution : The given differential equation is x 2 y 3  xy 2  y dx  x3 y 2  x 2 y  x dy  0  ……(1)

Comparing (1) with M dx  N dy  0 , we get M  x 2 y 3  xy 2  y , N  x 3 y 2  x 2 y  x

M N
Clearly 
y x
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Thus (1) is not exact.

  
Now equation (1) can be written as x 2 y 2  xy  1 y dx  x 2 y 2  xy  1 x dy  0 
Now Mx  Ny  2 x 2 y 2  0
1 1
 I.F.   2 2
Mx  Ny 2 x y

1
Multiplying both sides of equation (1) by , we get
2x 2 y 2

1 1 1  1 1 1 
 y   2  dx   x   2  dy  0 ……(2)
2 x x y 2 y xy 

Equation (2) is exact now.

1  1 1  1 1
 the solution is   y   2  dx    dy  c
2 y constant  x x y 2 y

1 1  1
  xy  log x    log y  c
2 xy  2

x 1
 xy  log  c which is the required solution.
y xy
M N

y x
IV If the equation M dx  N dy  0 is such that is a function of x only  f ( x ) say then
N
 f ( x) dx
e is an integrating factor.
N M

x y
V If the equation M dx  N dy  0 is such that is a function of y only  f ( y ) (say) then
M
 f ( y ) dy
e is an integrating factor.
dy
VI If the equation  f  x, y  is of the form x a y b  My dx  Nx dy   x r y s  py dx  qx dy   0, where
dx
a, b, M , N , r , s, p and q are all constants, then I.F.  x h y k , where h and k are chosen such that after
multiplying the given differential equation by I.F. it becomes exact. This exact differential equation
can be solved by the above described method.
 6

 1 1  1
Example 3. Solve  y  y 3  x 2  dx  1  y 2 x dy  0 .
 3 2  4
 
1 1 1
Solution : Here M  y  y 3  x 2 , N  1  y 2 x
3 2 4
 
M N
Clearly  , so equation is not exact.
y x

1  M N  4  1 
Now     1  y2  1  y2     
2
N  y x  1  y x  4   
4 3 3
  
1  y 2  , which is a function of x only ……(1)
1  y 2
x4 x

3
 x dx
Therefore integrating factor  e  e3log x  x3 .

Now, multiplying the equation by integrating factor x3 , we get

 3 1 3 3 1 5 1
 3 2  4
2 4
 x y  x y  x  dx  1  y x dy  0   ……(2)

Now equation (2) is exact. Hence the solution is

 3 1 3 3 x5  x4 1 4 3 x6
  x y  x y   dx  c
y  co nst . 
3 2

4
y x y 
12 12
c

 3x 4 y  x 4 y 3  x 6  c  where 12c  c 

 
Example 4. Solve xy 3  y dx  2 x 2 y 2  x  y 4 dy  0  
M N
Solution : Here  , so given equation is not exact.
y x

1  N M  1
Now    4 xy 2  2  3 xy 2  1  
2
M  x y  y xy  1  
1 1

y  xy  1
2  xy 2
1   y
, which is a function of y alone ……(1)

1
 y dy
Therefore integrating factor  e  elog y  y .
Now, multiplying the equation by integrating factor y, we obtain

  
y 2 xy 2  1 dx  2 y x 2 y 2  x  y 4 dy  0  ……(2)

This equation (2) is exact. Hence the solution is

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 y  xy  1 dx   2 y dy  C
2 2 5

x2 y6
 y4  xy 2  2  c
2 6
 3 x 2 y 4  6 xy 2  2 y 6  c  where 6c  c 

Example 5. Solve x  3 ydx  2 xdy   8 y 4  ydx  3 xdy   0

 
Solution : We can write 3 xy  8 y 5 dx  2 x 2  24 xy 4 dy  0   …..(1)

M N
Here  , so equation is not exact.
y x

Let the integrating factor be x h y k . Therefore, multiplying by x h y k , we get

3x h 1 k 1
y  
 8 y k 5 x h dx  2 x h  2 y k  24 x h1 y k  4 dy  0  …..(2)

M N
Now  gives 3  k  1 x h 1 y k  8  k  5  y k 4 x h  2  h  2  x h 1 y k  24  h  1 x h y k 1
y x

On equating coefficients of same powers, we obtain 3  k  1  2  h  2  ……(3)

and 8  k  5  24  h  1 . ……(4)

On solving (3) and (4) for h and k, we get h  1, k  1 .

 
Thus from (2), we get 3 x 2 y 2  8 xy 6 dx  2 x3 y  24 x 2 y 5 dy  0  

 3x y 
2 2
which is exact. Thus solution is  8 xy 6 dx  c  x3 y 2  4 x 2 y 6  c

Exercise 2.1
Solve the following differential equations :

1. x 2
 
 ay dx  ax  y 2 dy  
2. y sin 2 xdx  1  y 2  cos 2 x dy  0 
3.  x2  y 2  dx  2 xy dy  0 4.  xy 2  2 x2 y3  dx   x 2 y  x3 y 2  dy  0
5.  x2  y 2  2 x  dx  2 y dy  0 6. 3x2 y 4  2 xy  dx   2 x3 y 3  x2  dy  0
 8

Answers
1. x 3  3axy  y 3  c 2. 3 y cos 2 x  6 y  2 y 3  c

2 2 1 x2
3. x  y  cx 4.   log c
xy y

5. x 2e x  y 2e x  c 6. x3 y 3  x 2  c y
---------------------------------------------------------------------------------------------------------------------------
Separable equations : An equation of the form F ( x ) G ( y ) dx  f ( x ) g ( y ) dy  0 …..(*)
is called an equation with variables separable or simply a separable equation. e.g., the equation

( x  4) y 4 dx  x 3 ( y 2  3) dy  0 is a separable equation.
In general the separable equation (*) is not exact, but it possesses an obvious integrating factor,
1
namely . For if we multiply equation (*) by this expression, we separate the variables,
f ( x) G ( y )
F ( x) g ( y)
reducing (*) to the essentially equivalent equation dx  dy  0 ….(**)
f ( x) G( y)

  F ( x)    g ( y) 
This equation is exact, since   0 
y  f ( x )  x  G ( y ) 
Denoting F ( x ) / f ( x) by M ( x) and g ( y ) / G ( y ) by N ( y ), equation (**) takes the form
M ( x)dx  N ( y )dy  0 . Since M is a function of x only and N is a function of y only, we see at once

that a one-parameter family of solutions is  M ( x) dx   N ( y) dy  c …..(1)

where c is the arbitrary constant.

Since we obtained the separated exact equation (**) from the non exact equation (*) by multiplying
1
(*) by the integrating factor , solutions may have been lost or gained in this process. We
f ( x )G ( y )
1
now consider this more carefully. In formally multiplying by the integrating factor , we
f ( x )G ( y )
actually divided by f ( x )G ( y ) . We did this under the tacit assumption that neither f ( x ) nor G ( y ) is
zero ; and, under this assumption, we proceeded to obtain the one-parameter family of solutions given
by (1). Now, we should investigate the possible loss or gain of solutions that may have occurred in this
formal process. In particular, regarding y as the dependent variable as usual, we consider the situation
that occurs if G ( y ) is zero. Writing the original differential equation (*) in the derivative form
dy
f ( x) g ( y )  F ( x) G( y)  0 .
dx
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We immediately note the following. If y0 is any real number such that G ( y0 )  0, then y  y0 is a

(constant) solution of the original differential equation and this solution may (or may not) have been
lost in the formal separation process.
In finding a one-parameter family of solutions a separable equation, we shall always make the
assumption that any factor by which we divide in the formal separation process are not zero. Then we
must find the solutions y  y0 of the equation G ( y )  0 and determine whether any of these are
solutions of the original equation which were lost in the formal separation process.

Example : Solve the equation ( x  4) y 4 dx  x3 ( y 2  3) dy  0

Solution : The equation is separable ; separating the variables by dividing by x3 y 4 , we obtain

( x  4) ( y 2  3)
dx  dy  0
x3 y4

or ( x 2  4 x 3 ) dx  ( y 2  3 y 4 ) dy  0
Integrating, we have the one-parameter family of solutions
1 2 1 1
  2   3 c
x x y y

where c is the arbitrary constant. In dividing by x3 y 4 in the separation process, we assumed that

x3  0 and y 4  0 . We now consider the solution y  0 of y 4  0 . It is not a member of the one-

parameter family of solutions which we obtained. However, writing the original differential equation

dy ( x  4) y 4
of the problem in the derivative form 
dx x3 ( y 2  3)

it is obvious that y  0 is a solution of the original equation. We conclude that it is a solution which
was lost in the separation process.
Homogeneous equation : The first order differential equation M ( x, y ) dx  N ( x, y ) dy  0 is said to
dy
homogeneous if, when written in the derivative form  f ( x, y ), there exists a function g, such that
dx
 y
 
f ( x, y ) can be expressed in the form g   . e.g., the equation y  x 2  y 2 dx  xdy  0
x
….(1)

2
dy y  x 2  y 2 y  y
we written in the form    1  
dx x x x
 10

 y
This is obviously of the form g  
x
 (1) is homogeneous equation.
Remark : If M and N in M ( x, y ) dx  N ( x, y ) dy  0 are both homogeneous functions of the same
degree n, then the differential equation is a homogeneous differential equation i.e., multiply each

variable by a parameter  , we find M   x,  y    n M  x, y  and N   x,  y    n N  x, y  .

M   x,  y  M  x, y 
Thus 
N   x,  y  N  x, y 
. Therefore the differential equation y 
x 2  y 2 dx  x dy  0

M ( x, y )  y  x 2  y 2 , N   x
N ( x,  y )   x   N ( x, y )

M (  x,  y )   y    x 2    y  2  
  y  x 2  y 2   M  x, y 

Clearly, N is homogeneous of degree 1. We see that M is also homogeneous of degree 1. Thus we

 
conclude that the equation y  x 2  y 2 dx  xdy  0 is homogeneous.

Theorem : If M ( x, y ) dx  N ( x, y ) dy  0 …..(1)
Is a homogeneous equation, then the change of variables y  vx transforms (1) into a separable
equation in the variables v and x.
Homogeneous function : A function F is called homogeneous of degree n if F (tx, ty )  t n F ( x, y ) .
Differential equation reducible into homogeneous : Consider the equation
dy ax  by  c
 …..(I)
dx a1 x  b1 y  c1
a a1
where  . If c and c1 are both zero, the equation is homogeneous. If c and c1 are not both zero,
b b1
then we change the variables so that constant terms are no longer present, by the substitution
x  X  h, y Y k …..(II)
dY a( X  h)  b(Y  k )  c
and (I) reduces to 
dX a1 ( X  h)  b1 (Y  k )  c1
dY aX  bY  (ah  bk  c)
  …..(III)
dX a1 X  bY
1  ( a1h  b1k  c1 )

Now choose h and k such that ah  bk  c  0 and a1h  b1k  c1  0 …..(IV)

dY aX  bY
Then (III) reduces to  , which is homogeneous and can be solved by substitution
dX a1 X  bY
1

Y  vx. Replacing X and Y in the solution so obtained by x  h, y  k from (II) respectively we will
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get the required solution in terms of x and y the original variables.

a b
Special Case : When   k in this case we can not solve the equation given by (IV) above and
a1 b1
dy ax  by  c
differential equation is of the form  .
dx kax  kby  c1
In this case, the differential equation is solve by putting v  ax  by .
dy ( x  y  2)
Example : Solve  .
dx yx4
dy dY
Solution : Let x  X  h and y  Y  k so that  ….(1)
dx dX
dY X  Y  (h  k  2)
Then given equation becomes  ….(2)
dX Y  X  (k  h  4)
Choose h, k such that h  k  2  0 and k  h  4  0 …..(3)
Solving (3) ; h  1, k  3 . Then (1) gives X  x  1 and Y  y  3 …..(4)
dY X  Y
Using (3), (2) becomes  …..(5)
dX Y  X
dY dv
Let Y  vX so that  v X ….(6)
dX dX
dv 1  v
From (5) and (6), we have v  X 
dX v  1
dv 1  2v  v 2
 X 
dX v 1
v 1 dX
 2
 dv 
1  2v  v X
On solving, we get log(1  2v  v 2 )  c

 X 2 (1  2v  v 2 )  c

 2Y Y 2 
2
 X 1   c
 X X2 

 X 2  2 XY  Y 2  c
 ( x  1)2  2( x  1)( y  3)  ( y  3)2  c where c being arbitrary constant.
 12

Exercise 2.2
Solve each of the following differential equations :
1. 4 xy dx  ( x 2  1) dy  0 2. tan  dr  2rd  0

3. (2 x  5 y ) dx  (4 x  y ) dy  0, y (1)  4 4. ( x 2  3 y 2 ) dx  2 xy dy  0

5.  6 x  2 y  10  dy   2 x  9 y  20  dx  0 6.  4 x  6 y  5 dy   3 y  2 x  4  dx  0

Answers
1. ( x 2  1) y  c 2. r sin 2   c

3. (2 x  y )2  12( y  x) 4. y 2  x 2  cx 3

2 2 9
5. x  2 y  5  c  2 x  y  6.  2 x  3 y   log 14 x  21y  22   x  c
7 49
---------------------------------------------------------------------------------------------------------------------------
Linear equation : A first order ordinary differential equation is linear in the dependent variable y and
dy
independent variable x if it is, or can be written in the form  P( x) y  Q ( x) …..(*)
dx
dy
e.g., the equation x  ( x  1) y  x 3
dx
dy  1 
is a first order linear differential equation, for it can be written as  1   y  x 2
dx  x 
which is of the form (*).
dy
Theorem : The linear differential equation  P ( x ) y  Q( x) ……(*)
dx

 P ( x ) dx
has an integrating factor of the form e .

 P dx  P ( x ) dx
A one-parameter family of solutions of this equation is y  e  e Q( x) dx  c .

Furthermore, this one-parameter family of solutions of the linear equation (*) includes all solutions of
(*).
dy  2 x  1  2 x
Example : Solve  ye .
dx  x 
2x 1
Here P( x )  , Q ( x )  e 2 x .
x
 2 x 1 
  dx
And hence I.F.  e 
P ( x ) dx
e  x 
 e 2 xln x  xe 2 x
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Solution is y  I.F.   I.F. Q ( x ) dx  c

 y xe 2 x   x e 2 x  e2 x  c

x2
 xy e 2 x  c
2
1 2 x c 2 x
 y xe  e
2 x
where c is an arbitrary constant.
dy
Bernoulli equations : An equation of the form  P( x) y  Q ( x ) y n , n  0,1 is called a Bernoulli
dx
equation. Where as if n  0 or 1, then Bernoulli equation is actually a linear equation.
Theorem : Suppose n  0, or 1. Then the transformation v  y1n reduces the Bernoulli equation
dy
 P( x) y  Q( x ) y n to a linear equation in v.
dx
dy
Example : Solve  y  xy 3 …..(1)
dx
dv dy
Solution : Let v  y13  y 2 , then  2 y 3 . …..(2)
dx dx
dy
We multiply the equation (1) by y 3 , we get y 3  y 2  x …..(3)
dx
1 dv
By (2), (3) becomes  v  x
2 dx
dv
  2v   2 x …..(4)
dx

 P ( x ) dx  2 dx
I.F. e e  e 2 x
 solution of (4) is

v  e 2 x   e 2 x  (2 x) dx  c

 2  x e 2 x dx  c
 14

2 x  e 2 x e 2 x 
 ve  2  x  2
c
 2 (2) 

e 2 x
 v  e2 x  xe 2 x  c
2
1
 v  x   c e2 x
2
1
where c is an arbitrary constant. But v  y 2 
y2
1 1
 2
 x   c e2 x
y 2

Exercise 2.3
Solve the following differential equations :
dy 3 y dy y  y 2
1.   6x2 2.  
dx x dx x x

Answers
1. y  x3  cx 3 2. y  (1  cx 1 )1
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Assignment-2 5. The differential equation

---------------------- S C Q --------------------- dy
 h(a  y )(b  y ), when solved with the
dx
1. The equation
condition y (0)  0, yields the result
( xy 3  y cos x)dx  ( x 2 y 2   sin x )dy  0
b( a  y )
is exact for 1.  e(a b) hx
a (b  y )
3 3
1.   ,  1 2.   1 ,   b( a  x )
2 2 2.  e(ba ) hy
a (b  x )
2 2
3.   ,  1 4.   1 ,   a (b  y )
3 3 3.  e(a b) hx
b( a  y )
2. An integrating factor for
4. x, y  he
cos y sin 2 xdx  (cos 2 y  cos 2 x) dx  0
6. The differential equation
2
1. sec y  sec y tan y
(3a 2 x 2  by cos x) dx  (2sin x  4ay 3 )dy  0
2. tan 2 y  sec y tan y is exact for
1. a  3, b  2 2. a  2, b  3
3. 1 / (sec 2 y  sec y tan y )
3. a  3, b  4 4. a  2, b  5
4. 1 / (tan 2 y  sec y tan y )
7. For the differential equation xy ' y  0 ,
3. Which of the following is not an
which of the following function is not an
integrating factor of xdy  ydx  0
integrating factor ?
1 1
1. 2. 2 1 1
x2 x  y2 1. 2.
x 2
y2
1 x
3. 4. 1 1
xy y 3. 4.
xy x y
4. The general solution of the differential
8. For a, b, c   , if the differential equation
dy
equation  tan y tan x  cos x sec y is
dx (ax 2  bxy  y 2 )dx  (2 x 2  cxy  y 2 )dy  0
1. 2sin y  ( x  c  sin x cos x)sec x is exact , then
2. sin y  ( x  c ) cos x 1. b  a , c  20 2. b  4 , c  2

3. cos y  ( x  c )sin x 3. b  2 , c  4 4. b  2 , a  2c

4. sec y  ( x  c ) cos x 9. The differential equation

(1  x 2 y 3   x 2 y 2 )dx  (2  x3 y 2  x3 y )dy  0
is exact if  equals
 2

1 3 14. One of the integrating factor of the

1. 2.
2 2 differential equation
3. 2 4. 3
( y 2  3 xy )dx  ( x 2  xy )dy  0 is
10. An integrating factor for the differential
1 1
equation 1. 2 2
2.
x y 2x 2 y
(2 xy  3 x 2 y  6 y 3 )dx  ( x 2  6 y 2 )dy  0 is
1 1
3. 4.
1. x3 2. y 3 xy 2 xy

3. e3x 4. e3 y 15. An integrating factor of

dy
11. If y a is an integrating factor of the x  (3 x  1) y  xe 2 x is
dx
differential equation
1. xe3x 2. 3 xe x
2 xydx  (2 x 2  y 2 )dy  0 then the value of
3. xe x 4. x3e x
a is
16. The solution of differential equation
1. –4 2. 4
dy x  y  1 2 1
3. –3 4. 3  , y    is
dx x  y  1 3 3
12. Consider the differential equation
1
1. y  x  log( x  y ) 
( x  y  1)dx  (2 x  2 y  1)dy  0 . Which 3
of the following statement is true ? 2
2. y  x  log( x  y ) 
1. The differential equation is linear. 3
2. The differential equation is exact. 2
3. y  x  log( x  y ) 
3
3. e x y is an integrating factor of the
4. y  x  log( x  y )  1
differential equation.
4. A suitable substitution transforms the
---------------------- M C Q --------------------
differential equation to the variables
1. For the differential equation xy ' y  0,
separable form.
13. Consider the differential equation which of the following function is an
integrating factor
2cos( y 2 )dx  xy sin( y 2 ) dy  0 . Then
1 1
x 1. 2.
1. e is an integrating factor. x2 y2
2. e x is an integrating factor. 1 x
3. 4.
3. 3x is an integrating factor. xy y

4. x3 is an integrating factor. 2. Consider the differential equation

dy
 P( x ) y  Q ( x ) is
dx
1. a linear differential equation
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2. a non linear differential equation Answers

P ( x ) dx
3. e  is an I.F.
Q ( x ) dx ----------------------- S C Q --------------------
4. e  is an I.F.
1. 3 2. 1 3. 4 4. 2
3. Consider the differential equation
5. 1 6. 1 7. 4 8. 2
dy
 P( x ) y  Q ( x) y n is 9. 2 10. 3 11. 3 12. 4
dx
13. 4 14. 2 15. 1 16. 1
1. a linear differential equation for n  0
2. a linear differential equation for n  1
3. a Bernoulli equation for n  0,1
---------------------- M C Q --------------------
4. a Bernoulli equation for n  10
1. 1,2,3 2. 1,3 3. 1,2,3,4
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Chapter - 3
Basic theory of linear differential equations

Def. Linear Differential Equation : A differential equation, in which the dependent variable and its
derivatives occur only in the first degree and are not multiplied together, is called linear differential
equation.
Def. Linear Differential Equations with constant coefficients : A linear differential equation, in
which the coefficients of all the derivatives and dependent variable are constant is called a linear
differential equation with constant coefficients.
Thus, the general linear differential equation of nth order is of the form
dny d n 1 y d n 2 y dy
n
 a1 n1  a2 n2  ....  an1  an y  X ......(1)
dx dx dx dx
where a1 , a2 ,......, an1 , an are constants and X is a function of x only.

Note : In this chapter, we shall deal with linear differential equations with constant coefficients.
Differential operator D :
d d2
Let us denote by D , 2
by D 2 and so on.
dx dx
The symbols D , D2 ,............., are called differential operators and for any function y , we have
dy d2y
Dy  , D2 y  and so on.
dx dx 2
For example, D ( x 2 )  2 x , D 2 ( x 2 )  2 , D 4 (e 2 x )  16 e2 x
Symbolic Form of Linear Differential Equation :
d d2 2 dn
If we use the notations  D, 2
 D ,......, n
 D n , then (1) becomes
dx dx dx
D n y  a1D n1 y  .......  an y  X

or ( D n  a1 D n 1  ...  an ) y  X

or f (D) y  X ......(2)

where f ( D )  D n  a1D n1  .........  an

The form of the Linear Differential Equation (1), in terms of the differential operator D as shown in
(2) is called symbolic form of (1).
 2

Theorem : If y1 , y2 ,..........., yn are solutions of a linear differential equation ( D n  a1D n 1  ....  an ) y  0 ,

then y  c1 y1  c2 y2  ....  cn yn is also a solution of the linear differential equation where c1 , c2 ,......, cn are

arbitrary constant.
Complete Solution of a Linear Differential Equation :
Let the given linear differential equation of nth order be
D n y  a1D n1 y  ........  an y  X ......(1)

Suppose y1 , y2 ,......., yn are n independent solutions of the differential equation

D n y  a1D n1 y  .......  an y  0 ......(2)

Then as shown in the previous theorem that y = c1 y1  c2 y2  .......  cn yn is also a solution of (2) i.e.,

D n (c1 y1  c2 y2  ......  cn yn )  a1D n1 (c1 y1  c2 y2  ......  cn yn )  ......

 an (c1 y1  c2 y2  ......  cn yn )  0 ......(3)

Now, Let y = v be a particular solution of (1) so that D n v  a1 D n1v  ....  anv  X ......(4)

Adding (3) and (4), we have

D n (c1 y1  c2 y2  ......  cn yn  v)  a1D n1 (c1 y1  c2 y2  ......  cn yn  v) + ......

.... + an (c1 y1  c2 y2  ....  cn yn  v )  X ......(5)

This shows that c1 y1  c2 y2  ......  cn yn  v is a solution of (1). Since it involves n arbitrary constants

(equal to the order of linear differential equation), so it is a complete solution or general solution of (1)
The part c1 y1  c2 y2  ......  cn yn is known as complementary function (C.F) and v is called particular

integral (P.I).
Thus complete solution (C.S.) of (1) is given by C.S .  C.F .  P.I .
Let us define the terms complementary function and particular integral in a formal way.
Def. Complementary Function : Let the given linear differential equation of nth order be
D n y  a1D n1 y  ......  an y  X ......(1)

The general solution of equation, obtained from (1) by taking X = 0 i.e. D n y  a1D n1 y  ...  an y  0 is

called Complementary Function of (1).

Def. Particular Integral : Let the given linear differential equation of nth order be
D n y  a1D n1 y  ...  an y  X ......(1)

Any solution of (1) involving no arbitrary constant is called a Particular Integral of (1).
Remark : In the general solution (or complete solution) y  c1 y1  c2 y2  ........  cn yn  v , the Particular
Integral i.e. v is due to the R.H.S. X in linear differential equation (1).
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Therefore if X = 0 in (1), then its complete solution will not the contain the Particular Integral v and
therefore complete solution is given by y  c1 y1  c2 y2  ........  cn yn

i.e. Complete solution = Complementary Function

Remark : We conclude the above rules in the following table :

Sr. No. Nature of roots of A.E. Corresponding Part of C.F.

(i) One real root m1 c1e m1x
(ii) Two real and different roots c1em1x  c2e m2 x
1. m1 , m2
(iii) Three real and different roots c1em1x  c2e m2 x  c3e m3 x
m1 , m2 , m3
(i) Two real and equal roots (c1  c2 x )e m1x
m1 , m1
2.
(ii) Three real and equal roots (c1  c2 x  c3 x 2 )e m1x
m1 , m1 , m1
(i) One pair of complex roots  e x (c1 cos  x  c2 sin  x )
 i
3.
(ii) Two pairs of complex and e x [(c1  c2 x )cos  x  (c3  c4 x) sin  x ]
equal roots   i ,   i 
(i) One pair of surd roots e x (c1 cosh x   c2 sinh x  )
 
4.
(ii) Two pairs of surd and equal e x [(c1  c2 x )cosh x   (c3  c4 x )sinh x  ]
roots    ,  

Remarks : (i) When Auxiliary equation has one pair of complex roots   i , then the corresponding

part of complementary function is some times given as c1e x cos(  x  c2 ) or c1e x sin(  x  c2 ) .

(ii) When Auxiliary equation has one pair of surd roots    , then the corresponding part of

complementary function is sometimes given as c1e x cosh ( x   c2 ) or c1e x sinh ( x   c2 ) .

d3y d2y dy
Example 1 : Solve 3
 4 2
 3  18 y  0
dx dx dx
Solution : The given differential equation is
d3y d2y dy
3
 4 2
 3  18 y  0 ......(1)
dx dx dx
Equation (1) can be written as ( D 3  4 D 2  3D  18) y  0
 4

 Auxiliary equation is m3  4m 2  3m  18  0
or (m  2) (m  3) 2  0

 m  2, 3, 3
Thus we have three real roots out of which two are equal.
 The complete solution is y  c1e 2 x  (c2  c3 x )e3 x

Exercise 3.1
d2y dy
1. ( D 4  6 D 3  5 D 2  24 D  36) y  0 2. 2
4  y 0
dx dx
d3y dy d4y
3. 3
 13  12 y  0 4.  4y  0
dx dx dx 4

Answers
1. y  c1e2 x  c2e 2 x  (c3  c4 x )e 3 x 2. y  c1e(2 3) x
 c2e(2 3)x

3. y  c1e  x  c2e 3 x  c3e 4 x 4. y  e  x (c1 cos x  c2 sin x)  e x (c3 cos x  c4 sin x )

---------------------------------------------------------------------------------------------------------------------------
Particular Integrals

I Particular Integral (P.I.) of f(D)y = X

The given differential equation is
f (D) y  X ......(1)
Let y  v be a P.I. of (1). Then
f ( D )v  X ......(2)
1 1 1
Applying the operator to both sides of (2), we get f ( D )v  X
f ( D) f (D) f (D)
1
 v X
f ( D)
1
Thus P.I .  X
f (D)
1 X 1 1
Note : The expression for P.I. X should not be written as or X , as is an
f (D) f ( D) f ( D) f ( D)
operator, so it should be put on the left of the function.
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1
II Prove that X  e x  (e x X )dx, no arbitrary constant being added.
D 
III To determine the particular integral of f(D)y = X where
F(D)  ( D  1 )( D   2 ).......( D   n ) and 1 , 2 ,...., n are constants.

1 1
P.I. = X = (X)
f (D) ( D  1 )( D   2 ).......( D   n )

 A1 A2 An 
=   .......  X
 D  1 D   2 D n 

[ A1 , A2 ,...., An are constants of partial fractions]

1 1 1
= A1 ( X )  A2 ( X )  .......  An (X )
D  1 D  2 D  n

= A1e1x  Xe1x dx  A2e 2 x  Xe  2 x dx  ........  Ane n x  Xe  n x dx [By 2.3]

IV Particular integral in some special cases :

1 1 ax
(i) If X = eax , then e ax  e provided f(a)  0
f (D) f (a )

1 1
(ii) Case of failure : If f(a) = 0, then e ax  x e ax provided f (a)  0
f (D) f (a )

d2y dy
Example 1 : Solve 2  5  6 y  e 4 x .
dx dx
d2y dy
Solution : The given differential equation is 2
 5  6 y  e4 x ......(1)
dx dx
Equation (1) can be written as ( D 2  5 D  6) y  e4 x

 The auxiliary equation is m2  5m  6  0  m=2,3

 C. F. = c1e2 x  c2 e3 x

1
Now P.I. = 2
e4 x
D  5D  6
1 1
= e4 x  e4 x [Putting D = 4]
16  20  6 2
 The complete solution of equation (1) is
 6
y = C.F .  P.I

2x e4 x
3x
= c1e  c2e 
2
d2y
Example 2 : Solve  y  cosec x .
dx 2
Solution : The given differential equation is
d2y
 y = cosec x ......(1)
dx 2
Equation (1) can be written as
( D 2  1) y  0

 Auxiliary equation is m2  1  0  m=i

 C.F. = c1 cos x  c2 sin x

1
Now, P.I. = 2
cosec x
D 1
1
= cosec x
( D  i)( D  i)
1 1 1 
=  cosec x [Making partial fractions]
2i  D  i D  i 
1 1 1 
=  cosec x  cosec x 
2i  D  i Di 
1  ix
= e  e ixcosec x dx  e  ix  eix cosec x dx 

2i  

 1 
 X  e x  e  x X dx 
 D  
1  ix cos x  i sin x cos x  i sin x 
=  e  dx  e  ix  dx 
2i  sin x sin x 
1  ix
= e  (cot x  i ) dx  e ix  (cot x  i ) dx 

2i  

1  ix  ix
= (e  e )  cot x dx  (eix  e ix )i  dx 
2i  

 eix  e ix   eix  e ix 

=  cot x dx     dx
 2i   2 
= sin x log sin x  cos x . x
 The complete solution of equation (1) is
y = C.F .  P.I .
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i.e. y = c1 cos x  c2 sin x  sin x log sin x  x cos x

1 sin(ax  b)
V (i) If X = sin (ax + b), then 2
[sin(ax  b)]  2
; provided f ( a 2 )  0
f (D ) f (a )

1 x
(ii) Case of failure : If f(a2) = 0 , then 2
[sin(ax  b)]  sin(ax  b) ;
f (D ) f (a 2 )

provided f ( a 2 )  0 .
1 cos(ax  b)
VI (i) If X = cos (ax + b), then 2
[cos(ax  b)]  2
; provided f ( a 2 )  0
f (D ) f (a )
1 x
(ii) Case of failure : If f(a2) = 0 , then 2
[cos(ax  b)]  cos(ax  b) ;
f (D ) f (a 2 )

provided f ( a 2 )  0 .
1 1
Working rule : To find the Particular integral of the type sin(ax  b) or cos(ax  b)
f (D) f (D)
Replace D2 by  a2
D3 = D2. D by  a2D
D4 = D2. D2 by ( a 2 )2 and so on.
1
To simplify sin(ax  b) proceed as follows :
D 
1 D  D 
sin(ax  b)  2 2
sin( ax  b)  2 sin( ax  b)
D  D  a   2
1
  D sin(ax  b)   sin(ax  b) 
a  2
2

1  d 
 2 2 
sin(ax  b)   sin(ax  b) 
a    dx 
1
  a cos(ax  b)   sin(ax  b) 
a  2
2

1
Similarly proceed for cos(ax  b)
D 

Warning : Don’t put anything in place of D.

 8

d 3 y d 2 y dy
Example 3 : Solve    y  cos 2 x
dx 3 dx 2 dx
d 3 y d 2 y dy
Solution : The given differential equation is    y  cos 2 x ......(1)
dx 3 dx 2 dx
Equation (1) can be written as ( D 3  D 2  D  1) y  cos 2 x

 The auxiliary equation is m3  m 2  m  1  0

or m2 (m  1)  (m  1)  0

or (m 2  1)(m  1)  0

or (m  1)(m  1)(m  1)  0  m  1, 1 , 1.

 C.F. = c1e x  (c2  c3 x )e  x

1
Now, P.I. = cos 2 x
D  D2  D 1
3

1
= cos 2 x [Putting D 2  2 2  4 ]
4 D  4  D  1
1 1
=  cos 2 x
5 D 1
1 1
= ( D  1) 2 cos 2 x
5 D 1
1 1
=  ( D  1) cos 2 x [Putting D 2  2 2  4 ]
5 4  1
1 1
= ( D  1) cos 2 x   D cos 2 x  cos 2 x 
25 25
1 1
=  2sin 2 x  cos 2 x  =   2sin 2 x  cos 2 x
25 25
 The complete solution of equation (1) is
y = C.F .  P.I .
1
or y = c1e x  (c2  c3 x)e x   2sin 2 x  cos 2 x 
25
1
VII If X = xm , then x m can be determined using following steps :
f (D)
(i) Take lowest degree term common from f(D) in denominator so that the remaining factor is of the
form 1  g ( D) 

(ii) Take 1  g ( D)  in numerator with negative power.

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(iii) Expand 1  g ( D)  with negative power using Binomial Theorem up to the terms of Dm and

neglect higher powers of D because their contribution in P.I. will be zero.

(iv) Now operate with each term of the operator on xm and simplify.
Note : The following binomial expansions are useful for expanding [ f ( D )]1 in ascending powers of D.

(1  D)1 = 1  D  D 2  D 3  ............

(1  D )1 = 1  D  D 2  D 3  .........
n(n  1) 2
In general (1  D) n = 1  nD  D  ..........
2!

d3y d2y dy
Example 4 : Solve 3
 2  6  x2
dx dx dx
Solution : The given differential equation is
d3y d2y dy
3
 2  6  x2 ......(1)
dx dx dx
The equation (1) can be written as ( D 3  D 2  6 D ) y  x 2

 Auxiliary equation is m3  m 2  6m  0
or m(m 2  m  6)  0
or m(m  3)(m  2)  0  m  0, 2, 3

 C.F. = c1e0 x  c2e 2 x  c3e3 x  c1  c2e 2 x  c3e3 x

1
Now, P.I. = 3 2
x2
D  D  6D
1 1
= x2
6D   D D 2 
1    
 6 6  
1
1   D D 2  2
= 1     x
6D   6 6 
2
1   D D2   D D 2  
= 1    
     ........ x2
6D   6 6  6 6  

1
[ 1  D   1  D  D 2  D 3  ...... ]
 10

1  D D2 D2 
= 1    terms of higher powers of D  x 2
6D  6 6 36 
1  D 7 2  2
= 1  6  36 D  ......... x
6D
1  2 1 2 7 2 2
=  x  6 Dx  36 D x  [Higher derivatives become zero]
6D
1  2 2x 7 
=  x  6  18 
6D

1  x3 1 x 2 7   1 
=
6  3  3 . 2  18 x   D f ( x )   f ( x )dx 
 

1  3 x2 7 
= x   x
18  2 6 

Therefore the general solution of equation (1) is

y = C.F + P.I.

1  3 x2 7 
or y = c1  c2e 2 x  c3e3 x   x   x
18  2 6 

1 1
VIII If X = e axV where V is a function of x , then (eaxV )  e ax V
f (D) f ( D  a)

Example 5 : Solve ( D 4  4 D  4) y  e 2 x sin 2 x

Solution : The given differential equation is ( D 4  4 D  4) y  e 2 x sin 2 x ......(1)

 Auxiliary equation is m4  4m  4  0  (m  2) 2  0  m=2,2

 C.F. = (c1  c2 x)e 2 x

1 1
Now. P.I. = 2
e 2 x sin 2 x  e 2 x 2
sin 2 x
D  4D  4 ( D  2)  4( D  2)  4

 1 1 
 e axV = e ax V
 f  D f  D  a 

1  1  cos 2 x 
= e2 x 2  
D  4D  4  4D  8  4  2 
e2 x 1
= (1  cos 2 x )
2 D2
e2 x
=
2  (1  cos 2 x)dx
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e2 x  sin 2 x 
=
2   x  2 
 dx

e 2 x  x 2 cos 2 x  e 2 x
=      2 x 2  cos 2 x 
2 2 4  8

Therefore the complete solution is

y = C.F. + P.I.
e2 x
2x
or y = (c1  c2 x)e   2 x 2  cos 2 x 
8
1 1 d  1 
IX If X = xV, where V is a function of x , then ( xV )  x V V
f (D) f ( D) dD  f ( D) 

d2y
Example 6 : Solve  4 y  x cos x
dx 2
Solution : The given differential equation is
d2y
 4 y  x cos x ......(1)
dx 2
Equation (1) can be written as ( D 2  4) y  x cos x

 Auxiliary equation is m2  4  0  m = 2i

 C.F.  c1 cos 2 x  c2 sin 2 x

1
Now, P.I. = 2
x cos x
D 4

1 d  1   1 1 d  1  
= x 2
cos x    cos x  xV  x V  V 
D 4 dD  D 2  4   f (D) f ( D) dD  f ( D)  

1 2 D
= x cos x  2 cos x
1  4 ( D  4)2
x cos x 2D
=  cos x
3 (1  4)2
x cos x 2 x cos x 2
=  D cos x   sin x
3 9 3 9
Therefore the complete solution is
y = C.F .  P.I .
x cos x 2
or y = c1 cos 2 x  c2 sin 2 x   sin x
3 9
 12

Exercise 3.2
Solve the following differential equations :
d 2 y dy d2y dy
1.   9 y  2sinh 3 x 2.  4  4 y  e 4 x  5cos3 x
dx 2 dx dx 2
dx
d3y d2y dy d2y dy
3. 3
 2  6  1  x2 4. 2
 4  4 y  e 2 x cos2 x
dx dx dx dx dx
d2y dy
5. 2
 2  y  xe x sin 2 x
dx dx

Answers
3 x e3 x x 2e3 x 1 4 x 5
1. y  (c1  c2 x)e   2. y  (c1  c2 x)e 2 x  e  (12sin 3 x  5cos3 x)
36 2 36 169
1 1
3. y  c1  c2e 2 x  c3e3 x  (6 x3  3 x 2  25 x ) 4. y  (c1  c2 x)e 2 x  e 2 x (2 x 2  cos 2 x)
108 8
ex
5. y  (c1  c2 x)e x  ( x sin 2 x  cos 2 x)
4

Def. Homogeneous Linear Differential Equation (or Cauchy-Euler Equation):

A linear differential equation of the form
n 1
dny
n n 1 d y
x n
 a1x n 1
 ......  an y  X
dx dx
where a1 , a2 ,...., an are constants and X is either a constant or a function of x only, is called a
homogeneous linear differential equation.

Method to solve homogeneous linear differential equation :

Consider the linear differential equation
n 1
dny
n n 1 d y
x n
 a1x n 1
 ......  an y  X ......(1)
dx dx
To solve (1) we introduce a new independent variable z , such that
d
x  e z or z  log x and D 
dz
dy dy dz dy 1  dz 1 
so that  
dx dz dx dz x  z  log x so 
dx x 

dy dy
or x   Dy ......(2)
dx dz
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d 2 y d  1 dy 
and   
dx 2 dx  x dz 
1 dy 1 d  dy  dz
   
x 2 dz x dz  dz  dx

1 dy 1 d 2 y dz 1 dy 1 d 2 y 1  d 2 y dy 
= 2   2     
x dz x dz 2 dx x dz x 2 dz 2 x 2  dz 2 dz 

d 2 y d 2 y dy
2
or x  
dx 2 dz 2 dz
 ( D2  D) y
= D ( D  1) y ......(3)

d3y
Similarly, x3  D( D  1)( D  2) y ......(4)
dx 3
dny
In general, xn  D ( D  1)( D  2)....( D  n  1) y ......(5)
dx n
Substituting (2), (3), (4) etc. into (1), we get a L.D.E. with constant coefficients and is solvable for y in
terms of z by the methods discussed in chapter 4.
d2y dy 1
Example 1 : Solve x2 2
 9 x  25 y  x 2  .
dx dx x
d2y dy 2 1
Solution : The given differential equation is x 2
 9 x  25 y  x 2  ......(1)
dx dx x
which is a homogeneous linear differential equation.
Let ez = x  z = log x
Thus , we get
2
d 2 d d
x = D and x 2
 D( D  1) where D
dx dx dz
Then equation (1) can be written as
[ D ( D  1)  9 D  25] y  e 2 z  e  z

or ( D 2  8D  25) y = e 2z  e z

 Auxiliary equation is m2  8m  25  0

8  64  100 8  6i
 m =   4  3i
2 2
 14

 C.F. = e 4 z (c1 cos3 z  c2 sin 3z )

= x 4 [c1 cos3(log x)  c2 sin 3(log x )] [ e  z  x 1 ]

1
Here P.I. = 2
(e 2 z  e  z )
D  8 D  25
1 1
= 2
e2 z  2 e z
D  8 D  25 D  8D  25
1 1
= e2 z  e z
4  16  25 1  8  25
1 2 z 1  z 1 2 1 1
= e  e  x  x [ e z  x ]
45 18 45 18

 The general solution is

y = C.F .  P.I .
1 2 1 1
or y = x 4 [c1 cos3(log x)  c2 sin 3(log x)]  x  x .
45 18
Def. Legendre’s Linear Differential Equation :
A differential equation of the form
n1
dny n 1 d y
(ax  b)n n
 a1 ( ax  b ) n1
 ....  an y  X ......(1)
dx dx
where a, b, a1 , a2 ,........, an are constants and X is either a constant or a function of x only, is known

as Legendre’s linear equation. Such equations can also be reduced to L.D.E. with constant coefficients.
d
Let ax  b  e z or z = log(ax + b) and D 
dz
dy dy dz a dy
Then  
dx dz dx ax  b dz
dy
or (ax  b)  aDy
dx
d2y
Similarly (ax  b)2 2
 a 2 D( D  1) y
dx
d3y
3
and (ax  b) 3
 a 3 D( D  1)( D  2) y
dx
dny
n
In general (ax  b) n
 a n D( D  1)( D  2)....( D  n  1) y
dx
By substituting these values in equation (1), we obtain a L.D.E. with constant coefficients, which can
be solve by the methods discussed earlier.
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d2y 2 dy
Example 2 : Solve (3 x  2) 2
 5(3x  2)  3 y  x 2  x  1
dx dx
Solution : The given differential equation is
d2y
2 dy
(3 x  2) 2
 5(3x  2)  3 y  x 2  x  1 ...... (1)
dx dx
which is a Legendre’s linear differential equation.
ez  2
Let 3x + 2 = e z  x= and z = log (3x + 2)
3
d
Thus , we get (3 x  2)  3D
dx
d2 d
(3 x  2)2  32 D ( D  1) where D
dx dz
Then equation (1) can be written as
2
 ez  2  ez  2
 2
3 D ( D  1)  5.3 D  3   3   3 1
y 
 

e 2 z  4e z  4 e z  2
or (9 D 2  9 D  15 D  3) y   1
9 3
1 ez 7
 (9 D 2  6 D  3) y  e 2 z  
9 9 9
 Auxiliary equation is
9m 2  6m  3  0
or 3m 2  2m  1  0
1
or (3m  1)(m  1)  0  m  1,
3
1 1
z
 C.F. = c1e z  c2e 3  c1 (3 x  2)1  c2 (3 x  2) 3

1  1 2z ez 7 
Here P.I. =  e   .
9D 2  6D  3  9 9 9

1  1 1 1 
=  2 e2 z  2
ez  2
7e 0 z 
27  3D  2 D  1 3D  2 D  1 3D  2 D  1 
1  1 1 1 0z 
=  e2 z  ez  7e 
27  12  4  1 3  2 1 1 
 16

1  1 2z 1 z 
=  e  e 7
27  15 4 

1  (3x  2)2 (3x  2) 

=   7
27  15 4 

(3 x  2)2 (3 x  2) 7
=  
405 108 27
 The general solution is
y = C.F + P. I.
1
(3 x  2)2 (3x  2) 7
or y = c1 (3x  2) 1  c2 (3x  2) 3   
405 108 27

Exercise 3.3
Solve the following differential equations :
d2y dy
1. x 2 2
 4 x  2 y  x  sin x
dx dx
d 2 y 1 dy 12log x
2.  
dx 2 x dx x2
d2y dy
3. (3 x  2)2 2
 3(3 x  2)  36 y  3 x 2  4 x  1
dx dx

Answers
x 1
1. y  c1 x 1  c2 x 2   sin x 2. y  c1  c2 log x  2(log x )3
6 x2
1
3. y  c1 (3x  2) 2  c2 (3 x  2) 2   (3 x  2) 2 log(3x  2)  1
108 
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Assignment-3 1 2
  1 2
 
3.  8e  2 4.  8e  2
--------------------- S C Q --------------------- 5  5 
   
1. The particular solution of the equation
5. Let y ( x) be the solution of the initial value
y 'sin x  y log y satisfying the initial
problem x 2 y " xy ' y  x, y (1)  y '(1)  1
 
condition y    e is
2  
Then, the value of y  e 2  is
 x  x  
tan   cot    
1. e  2 2. e  2
 
 x x 1  1 
3. log tan   4. log cot   1.  1  e 2  2.  1  e 2 
 2 2 2  2 
   
2. A particular solution of the differential 1  1 
3.  4. 
d 2y dy y 1 2 4 2 4
equation x 2 2
 2x   is
dx dx 4 x 6. If y ( x)  x is a solution of the differential

1 log x  2 1
1. 2. equation y "  2    xy ' y   0,
2 x 2 x x x

 log x 2  log x  x 0  x   , then its general solution is

3. 4.
2 x 2 
1.    e2x x   
2.   2  e 2 x x
3. One particular solution of
x
3.  x   e x 4.  e x    x
y "' y " y ' y  e is a constant multiple
of 7. If y   ( x ) is a particular solution of

1. x e  x 2. x e x y " (sin x) y ' 2 y  e x and y   ( x) is a

particular solution of
3. x 2 e x 4. x 2 e x
y " (sin x) y ' 2 y  cos 2 x , then a particular
4. Let y ( x) be the solution of the initial value
problem y "' y " 4 y ' 4 y  0, solution of y " (sin x) y ' 2 y  e x  2sin 2 x

y (0)  y '(0)  2, y "(0)  0 is given by

1
  1.  ( x )  ( x ) 
Then the value of y   is 2
2
1
  2.  ( x)   ( x ) 
1 2  1 2  2
1.  4e  6 2. 6e  4
5  5  3.  ( x )  ( x)  1
   
4.  ( x)   ( x)  1
 2

8. Suppose y p ( x)  x cos 2 x is a particular sinh(1) cosh(1)

3. 3
4.
e e3
solution of y "  y  4sin 2 x . Then, the
c1  c2 ln x
constant  equals 13. If is the general solution of the
x
1. 1 2. –2 3. 2 4. 4
2 d2y dy
d 1 differential equation x 2
 kx  y0
9. If D  , then the value of ( x 1) dx dx
dx ( xD  1)
x  0 , then k equals
is
1. 3 2. –3 3. 2 4. –1
log x
1. log x 2. 14. A non trivial solutions of
x
log x log x x 2 y " xy ' 4 y  0 , x  0 are
3. 4.
x2 x3 1. Bounded and non-periodic
10. Determine the type of the following 2. unbounded and non-periodic
differential equation 3. Bounded and periodic

d2y 4. unbounded and periodic

 sin( x  y )  sin x
dx 2 15. The solution y ( x) of the differential
1. linear, homogeneous d2y dy
equation 2
4  4 y  0 satisfying the
2. non linear, homogeneous dx dx
3. linear, non-homogeneous dy
conditions y (0)  4, (0)  8 is
4. non-linear, non-homogeneous dx
11. Linear combination of solution of an 1. 4 e 2 x 2. (16 x  4)e2 x
ordinary differential equation are also
3. 4 e 2 x 4. 4 e 2 x  16 x e2 x
solutions, if the differential equation is
16. The general solution of
1. linear non-homogeneous
2 d 2y dy
2. linear homogeneous x  5x  9 y  0 is
2 dx
dx
3. non linear homogeneous
4. non linear non homogeneous 1.  c1  c2 x  e3x 2.  c1  c2 ln x  x3
12. Let y ( x) be a continuous solution of the 3
3.  c1  c2 x  x3 4.  c1  c2 ln x  e x
initial value problem y ' 2 y  f ( x ),
17. All real solutions of the differential
1 , 0  x  1 equation y " 2ay ' by  cos x (where a and
y (0)  0 , where f ( x)  
0 , x 1
b are real constants) are periodic if
3 1. a  1 and b  0 2. a  0 and b  1
Then y   is equal to
2
3. a  1 and b  0 4. a  0 and b  1
sinh(1) cosh(1)
1. 2.
e2 e2
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18. The differential equation whose linearly -------------------------- M C Q ---------------------

independent solutions are cos 2 x, sin 2x 1. Let y : R  R be a solution of the ordinary

and e x is differential equation 2 y " 3 y ' y  e3x ,

1. ( D 3  D 2  4 D  4) y  0 x   , satisfying lim e x y ( x)  0 . Then

x
3 2
2. ( D  D  4 D  4) y  0
1. lim e 2 x y ( x)  0
x
3. ( D 3  D 2  4 D  4) y  0
1
2. y (0) 
4. ( D 3  D 2  4 D  4) y  0 10
19. The solution of the first order ODE 3. y is a bounded function on 
xy '  xy  x  y  1 4. y (1)  0

1. y  cx(e x  1) 2. y  cxe x  1
Answers
3. y  ce x  x 4. y  ce x  x  1
20. The general solution of the first order ODE
----------------------- S C Q --------------------
xy ' x 2 y  y  0 is
1. 1 2. 3 3. 4
x2 x2
 4. 3 5. 2 6. 4
1. y ( x)  xe 2 2. y ( x)  e 2 ( x  c )
7. 1 8. 4 9. 2
x2 x2
 10. 4 11. 2 12. 1
3. y ( x)  e 2  cx 4. y ( x)  cxe 2
13. 1 14. 3 15. 2
21. The general solution of the first order ODE
16. 2 17. 2 18. 1
 x2
xy ' 2 x 2 y  x e  0 is 19. 2 20. 4 21. 2
2
1. y ( x)  e x ( x  c)
---------------------- M C Q --------------------
 x2
2. y ( x)  e ( x  c) 1. 1,2
2
3. y ( x)  xe x  c
4. y ( x)  x  c
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Chapter - 4
Method of Variation of Parameters :
Here we shall explain the method of finding the complete solution of a linear differential equation of
second order whose complementary function is known.
d2y dy
Let 2
 P  Qy  R ......(1)
dx dx
be a linear differential equation of the second order where P, Q and R are functions of x.

Working Rule :
d2y dy d2y
Step I : Put the equation in the standard form  P  Qy  R in which the co-efficient of
dx 2 dx dx 2
must be unity.
d2y dy
Step II : Taking R = 0 in standard form , we get 2
 P  Qy  0 . Then find two independent
dx dx
solutions of this equation and call them y1 and y2. So, we have

C.F. = c1 y1  c2 y2 , c1 , c2 being arbitrary constants.

Step III : Consider the general solution of given equation, by replacing the arbitrary constants

c1 and c2 by u(x) and v(x) in C.F. i.e., y = u ( x) y1  v( x ) y2

y1 y2 y2 R yR
Step IV : Find W  , u(x) =   dx  c1 and v x    1 dx  c2
y1 y2 W W

Step V : Putting the values of u(x) and v(x) in y = u(x)y1 + v(x) y2 , we get the required solution.
d2y
Example 1 : Apply the method of variation of parameters to solve  4 y  tan 2 x
dx 2
d2y
Solution : The given differential equation is  4 y  tan 2 x ......(1)
dx 2
d2y dy
Comparing (1) with 2
 P  Qy  R, we get P  0, Q  4, R  tan 2 x
dx dx
The symbolic form of the equation (1) is
d
( D 2  4) y  tan 2 x where D =
dx
 2

 A.E. is m2  4  0
or m2   4  m =  2i

 C.F. = c1 cos 2 x  c2 sin 2 x

Let the complete solution of differential equation (1) be

y  u ( x) cos 2 x  v( x )sin 2 x ......(2)
where u(x) and v(x) are unknown functions.
Let cos 2x = y1 and sin 2x = y2
y1 y2
Then W =
y1 y2

cos 2 x sin 2 x
 =  2cos 2 2 x  2sin 2 2 x = 2
2sin 2 x 2cos 2 x

y2 R
Now u(x) =   dx  c1
W
(sin 2 x ) tan 2 x
=  dx  c1
2
1 sin 2 2 x
= dx  c1
2  cos 2 x

1  1  cos 2 2 x 
= 
2   cos 2 x 
  dx  c1

1
=  (sec 2 x  cos 2 x )dx  c1
2
1  log(sec 2 x  tan 2 x) sin 2 x 
=    c1
2 2 2 
1
= log(sec 2 x  tan 2 x)  sin 2 x   c1
4
y1 R
and v(x) =  dx  c2
W
cos 2 x tan 2 x
=  dx  c2
2
1
= sin 2 x dx  c2
2
cos 2 x
=   c2
4
From equation (2), we have
y = u ( x) cos 2 x  v( x)sin 2 x
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1 cos 2 x
=   log(sec 2 x  tan 2 x)  sin 2 x cos 2 x  c1 cos 2 x  sin 2 x  c2 sin 2 x
4 4
cos 2 x
or y =  log(sec 2 x  tan 2 x)  sin 2 x  sin 2 x  c1 cos 2 x  c2 sin 2 x
4
So the complete solution of (1) is
cos 2 x
y = c1 cos 2 x  c2 sin 2 x  [log(sec 2 x  tan 2 x)]
4
The Method Of Undetermined Coefficients :
Def. UC functions : A function is called UC function if it is either
(I) A function defined by one of the following
(i) x n , n being a positive integer or zero.
(ii) e ax , a being a non-zero constant.
(iii) sin(bx + c), where b and c are constants and b 0.
(iv) cos(bx +c), where b and c are constants and b  0.
or
(II) A function defined as a finite product of two or more function of these four types. For example
x 2 , e 3 x , sin(3x   / 4), x 2e3 x , x3 cos 2 x , xe 4 x sin 3 x are all UC function.
The method of undetermined coefficients (briefly called UC method) is applicable only when the non-
homogeneous function is a finite linear combination of UC functions.
Def. UC set : Consider a UC function f. The set of functions consisting of f itself and all linearly
independent UC functions of which the successive derivatives of f are either constant multiples or
linear combinations is called the UC set of f. For example
(i) consider the function f(x) = x3
then
f ( x )  3 x 2 , f ( x )  6 x , f ( x)  6 ,......, f n ( x)  0 , n  3
We see that all the successive derivatives of f are either multiples or linear combinations of the
functions x2, x , 1. Thus the UC set of x3 is the set
S  {x 3 , x 2 , x ,1}
(ii) As another example, consider the function f(x) = x2sin x
then f ( x )  2 x sin x  x 2 cos x

f ( x )  2sin x  4 x cos x  x 2 sin x

 4

f ( x)  6cos x  6 x sin x  x 2 cos x and so on.

We observe that no new type of function will be obtained from further differentiation. Thus all the
derivatives of f(x) are linear combination of x 2 sin x, x 2 cos x, x sin x, x cos x, sin x, cos x.
Thus UC set of x2sin x is given by :
S  {x 2 sin x, x 2 cos x, x sin x, x cos x, sin x, cos x}
Here is the list of the UC sets of different UC functions.

Sr. UC function UC set

No.
1. xn x , x
n n1
, x n2 ,........., x ,1
2. eax {eax}
3. sin bx or cos bx sin bx , cos bx
4. xn eax x e , x e ,......, xe
n ax n1 ax ax
, e ax 
5. x n sin bx or x n cos bx x sin bx , x cos bx , x
n n n1
sin bx, x n 1 cos bx, ......
........, x sin bx, x cos bx , sin bx , cos bx
6. ax ax
e sin bx or e cos bx e ax
sin bx , e ax cos bx

Working Rule : We now outline the method of undetermined co-efficient for finding a particular
d2y dy
integral yp of the equation a0 2
 a1  a2 y  f ( x)
dx dx
where f is a finite linear combination.
i.e., f = 1 1  A2u2  ..........  Amu m
Au of UC functions u1 , u2,......., um where

A1 , A2  ......... Am are arbitrary constant. Assuming that the complementary function yc has already been
obtained, we proceed as follows :
Step I. For each of the UC functions u1 , u2 ,........., um , form the corresponding UC set, thus obtaining

the respective UC set S1 , S2 , ...., S m .

Step II. In case one of the UC sets , so formed, say Sj is identical with or completely contained in
another, say Sk ; we omit the set Sj from further consideration, retaining the set Sk.
Step III. Now we consider the UC sets which remain after step (II).
In case one of these UC sets, say ‘Si’ includes one or more members which are solutions of
the corresponding homogeneous equation (i.e. appear in the complementary function), we
multiply each member of Si by the lowest positive integral power of x so that the resulting
revised set contains no member which is a part of complementary function. We then replace
Si by this new revised set. This step is repeated for all UC sets one by one.
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Step IV. Now, we are left with (i) Certain of the original UC sets, which are neither omitted in step
(II) nor revised in step (III) and (ii) Certain revised set resulting form step (III).
Now form a linear combination of all the sets of these two categories, with unknown constant
co-efficients (called undetermined coefficients).
Step V. Assuming that this linear combination is a particular solution of given equation we can find
the unknown contstant by substituting the linear combination in the differential equation.
This completes the method.
The following examples will illustrate the method more clearly.

Example 2 : Find the general solution using the method of undetermined co-efficent,
d2y dy
2
 2  3 y  2e x  10sin x
dx dx
d2y dy
Solution : The corresponding homogeneous equation is 2
 2  3 y  0 and the complementary
dx dx
function is yc  c1e3 x  c2e  x

The non-homogeneous terms is the linear combination of the two UC functions ex and sinx.
1. Form the UC set for each of these two functions. i.e. S1  {e x }, S2  {sin x, cos x}

2. Note here, that neither of S1 and S2 is identical with nor included in the other, hence both are
retained.
3. By examining the complementary function, we see that no element of S1 and S2 is a part of C.F. ,
so no revision is required.
4. Thus the original sets S1 and S2 remain as such and we form the linear combination,
Ae x  B sin x  C cos x of the elements of S1 and S2 with the undetermined coefficients A , B , C
5. We take y p  Ae x  B sin x  C cos x as a particular solution, then

yp  Ae x  B cos x  C sin x

yp  Ae x  B sin x  C cos x

Substituting in the given differential equation, we have

 Ae x  B sin x  C cos x   2 Ae x  B cos x  C sin x   3  Ae x  B sin x  C cos x   2e x  10sin x

or 4 Ae x  (4 B  2C ) sin x  (4C  2 B) cos x  2e x  10sin x

Equating coefficients of like terms, we obtain
 6
4 A  2 , 4 B  2C  10 , 4C  2 B  0
which, on solving, give A  1/ 2 , B  2 , C  1
and hence, we obtain the particular integral
1
y p   e x  2sin x  cos x
2
Thus the general solution of given differential equation is
y = yc + yp
1
= c1e3 x  c2e  x  e x  2sin x  cos x
2

Exercise 4.1
Apply the method of variation of parameters to solve the following differential equations :
d2y 2 d2y
1. 2
y 2.  a 2 y  sec ax
dx 1  ex dx 2

Using the method of undetermined coefficients find the general solution of the following differential
equation.
d 2 y dy
3. y " 3 y ' 2 y  14sin 2 x  18cos 2 x 4. 2
  6 y  10 e 2 x  18 e3 x  6 x  11
dx dx

Answers
 ex 1 
1. y  c1e x  c2 e x  e x log  x   1  e  x log(e x  1)
 e 
cos ax log cos ax x
2. y  c1 cos ax  c2 sin ax   sin ax
a2 a
3. y  c1e x  c2e 2 x  2sin 2 x  3cos 2 x

4. y  c1e2 x  c2e 3 x  2 x e 2 x  3 e3 x  x  2
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Assignment-4 1. x5 2. x
--------------------- S C Q --------------------- 3. tan x 4. sin x
1. Solving by variation of parameter 6. A UC set of e2x sin 3x is
y " 2 y ' y  e x log x , then the value of
1. e2 x
wronskian is

1. e2x 2. 2
2. e2 x sin 3x
3. e2x 4. –2 3. e2 x cos3x
d2y
2. For
dx 2
 4 y  tan 2 x solving by variation 4. e2 x sin 3x, e2 x cos3x
of parameters. The value of wronskian W is 7. Using the method of undetermined
1. 1 2. 2 3. 3 4. 4 coefficients, find the general solution of
3. Solving by variation of parameter for the y " 3 y ' 2 y  14sin 2 x  18cos 2 x
equation y " y  sec x , the value of 1. y  c1e x  c2e  x  2sin 2 x  3cos 2 x
wronskian is
2. y  c1e x  c2e 2 x  2sin 2 x  3cos 2 x
1. 1 2. 2 3. 3 4. 4
4. Using the method of variation of 3. y  c1e2 x  c2e 2 x  2sin 2 x  3cos 2 x

parameters for the particular solution to the 4. y  c1e x  c2e 2 x  sin 2 x  3cos 2 x
3
differential equation y " 4 y  ,
sin 2 x

0 x Answers
2
3 3 ----------------------- S C Q --------------------
1. sin 2 x log cos 2 x  cos 2 x
4 4 1. 1 2. 2 3. 1
3 3 4. 4 5. 3 6. 4
2. sin 2 x log cos 2 x  cos 2 x
2 4 7. 2
3 3
3. sin 2 x log sin 2 x  x cos 2 x
2 2
3 3
4. sin 2 x log sin 2 x  x cos 2 x
4 2
5. Which of the following are not UC
function.
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Chapter - 5
Second order differential equations

Def. Linearly dependent function : Let f1 , f 2 ,...., f n are real function defined on an interval I, then

f1 , f 2 ,...., f n are said to be L.D. over I if, there exist real no. c1 , c2 ,...., cn (not all zero) such that

c1 f1  x   c2 f 2  x   ....  cn f n  x   0, x  I

Def. Linearly Independent function : Let f1 , f 2 ,..., f n are real function defined on an interval I, then

f1 , f 2 ,..., f n are said to be L.I. over I if, whenever c1 f1  x   c2 f 2  x   ....  cn f n  x   0, x  I we must

have c1  c2  ...  cn  0

Result 1 : Let f, g are any function defined on an interval I, then f and g are L.D. over I iff there exist a
constant c such that either f  x   c g  x  or g(x)  c f  x  ,  x  I

Result 2 : Suppose f1 , f 2 ,..., f n are defined on an interval I, and J be any interval s.t J  I , then we

have
(i) If f1 , f 2 ,..., f n are L.D. on I then f1 , f 2 ,..., f n are L.D. on J.

(ii) If f1 , f 2 ,..., f n are L.I. on J then f1 , f 2 ,..., f n are L.I. on I.

(iii) If f1 , f 2 ,..., f n are L.I. on I then f1 , f 2 ,..., f n may or may not L.I. on J.

(iv) If f1 , f 2 ,..., f n are L.D. on J then f1 , f 2 ,..., f n may or may not L.D. on I.

Exercise 5.1
1. Which of the following functions are L.D. / L.I. on  :
(i) {1, x} (ii) 1, x 2 (iii) x, x  2
(iv) x m
, xn , m  n

(v) {1, sin x} (vi) {x, sin x} (vii)  x ,sin x

2
(viii) {1, cos x}

(ix) {x, cos x} (x)  x 2 ,cos x (xi){sin x, cos x} (xii) {sin x, sin 2x}

(xiii) {sin x, 2sin x} (xiv) sin x,  sin x (xv) cos x,  cos3 x (xvi) cos x,  cos 2 x

(xvii) 1, e x  (xviii)  x, e x  (xix) sin x, e x  (xx) cos x, e x 

(xxi) e x , e  x  (xxii) sin x, x sin x (xxiii) e x , xe x  (xxiv) cos x, x 2 cos x

 2

(xxv) 1,sinh x (xxvi) 1, cosh x (xxvii)  x,sinh x (xxviii)  x,cosh x

(xxix) e x ,sinh x (xxx) e x , cosh x (xxxi) sin x,sinh x (xxxii) cos x, cosh x

(xxxiii) sin x,cosh x (xxxiv) sinh x,cosh x

2. Find the interval on which the following functions are L.D. and L.I.

2
2 x 2 ,   x  0  sin x,    x  0
(i) f  x   x , g  x   2 (ii) f  x   sin x , g  x   
3 x , 0  x    sin x, 0  x  

e x ,   x  0
(iii) f  x   e x , g  x    x
 e , 0  x  
3. Find the interval on which the following function are L.D. / L.I.
(i) f  x   x , g  x   x (ii) f  x   x 2 , g  x   x 2 (iii) f  x   x3 , g  x   x 3

(iv) f  x   x 2 , g  x   x x (v) f  x   x3 , g  x   x 2 x (vi) f  x   x 4 , g  x   x 3 x

4. Which of the following functions are L.D. / L.I. on 

(i) 1, x, x 2 (ii) x 2 , x 3 , x 4 (iii) 1,sin x,cos x

 
(iv) e x ,sin x,cos x (v) sinh x,cosh x,cos x (vi) sin x,cos x,sin  x  
 3

(vii) sin x, cos x,sin 2 x (viii) e x , e 2 x , e x (ix) e x , e x ,sinh x

 
(x) e x , e x , cosh x (xi) 2sin x,3cos x,cos  x   (xii) 1, x, x
 4

Answers
1. (i) L.I. (ii) L.I. (iii) L.I. (iv) L.I. (v) L.I. (vi) L.I. (vii) L.I.
(viii) L.I. (ix) L.I. (x) L.I. (xi) L.I. (xii) L.I. (xiii) L.D. (xiv) L.D.
(xv) L.I. (xvi) L.I. (xvii) L.I. (xviii) L.I. (xix) L.I. (xx) L.I. (xxi) L.I.
(xxii) L.I. (xxiii) L.I. (xxiv) L.I. (xxv) L.I. (xxvi) L.I. (xxvii) L.I. (xxviii) L.I.
(xxix) L.I. (xxx) L.I. (xxxi) L.I. (xxxii) L.I. (xxxiii) L.I. (xxxiv) L.I.
2. (i) L.I. on  and L.D. on (,0) and [0, )
(ii) L.I. on  and L.D. on (,0] and [0, )
(iii) L.I. on  and L.D. on (,0] and [0, )
3. (i) L.I. on  and L.D. on (,0] and [0, )
(ii) L.D. on 
(iii) L.I. on  and L.D. on (,0] and [0, )
(iv) L.I. on  and L.D. on (,0] and [0, )
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(v) L.I. on  and L.D. on (,0] and [0, )

(vi) L.I. on  and L.D. on (,0] and [0, )
4. (i) L.I. (ii) L.I. (iii) L.I. (iv) L.I. (v) L.I. (vi) L.D. (vii) L.I.
(viii) L.I. (ix) L.D. (x) L.D. (xi) L.D. (xii) L.I.

---------------------------------------------------------------------------------------------------------------------------
Wronskian theory
dny d n 1 y dy
Def. Linear O.D.E. of order n : a0  x  n
 a1 
x n 1
 ...  an1  x   an  x  y  F  x 
dx dx dx
If F  x   0 then equation is homogeneous and if F  x   0 then equation is nonhomogeneous.

Linear : In any term there should not be two or more y’s multiply together. In other words, in any

 dy dny
term there should not be product of two or more terms of the set  y , ,........, n  .
 dx dx 
2
dy  dy  d 2y
e.g, y. ,   , y 2 , y 3 , y. 2 etc. should not be present .
dx  dx  dx
Result 3 : FEUT : Consider the linear O.D.E. of order n,
dny d n 1 y dy
a0  x  n  a1  x  n 1  ...  an1  x   an  x  y  F  x  ......(1)
dx dx dx

Requirements :
(i) Continuity requirement : The functions a0  x  , a1  x  ,..., an  x  and F  x  are continuous on an

interval I.
(ii) Non zero requirement : a0  x   0,  x  I

Conclusion : Let c0 , c1 , c2 ,..., cn1 are any real constant and x0  I be any point then exist a unique

solution f of (1) s.t. f  x0   c0 , f   x0   c1..., f n 1  x0   cn 1 . Moreover this solution f is defined over the

entire interval I.
 4

d2y dy
Illustration : If we take x 2 2
 2 x  x 3 y  e x on 1,10 , then both requirement are fulfilled so
dx dx
FEUT is applicable. But if we take the interval  1,1 , then nonzero requirement is not fulfilled and

so FEUT is not applicable.

Def. Wronskian : Let f1 , f 2 ,..., f n be any n function defined on an interval I. Then the determinant

f1  x  f 2  x  ... fn  x 
f1  x  f 2  x  ... f n  x 
W  f1 , f 2 ,..., f n  x   is called the Wronskian of f1 , f 2 ,..., f n at the
... ... ... ...
f1 n 1  x  f 2  n1 ... f n  n1  x 

point x.

f1  x  f2  x 
In particular, W  f1 , f 2  x    f1  x  f 2  x   f 2  x  f1  x 
f   x
1 f 2  x 

Result 4 : In all the following results we shall consider the linear homogenous ODE
d2y dy
a0  x  2
 a1  x   a2  x  y  0 .......(1)
dx dx
where both the requirements are fulfilled ( continuity and non zero ) on an interval I.
Results :
5. Abel’s  Liouville’s formula : Suppose f1 , f 2 be any two solutions of (1) and x0  I be any point

 x a t  
then W  x   W  f1 , f 2  x   W  f1 , f 2  x0  exp    1 dt  ,  x  I
 x a0  t  
 0 
Remark : By this formula, the value of wronskian can be calculated at the general point if it is given at
a particular point x0 .
6. Wronskian of any two solutions of (1) is either identically zero on I or never zero on I.
Note : This result is only for solutions of (1).
7. Two solutions f1 and f 2 of (1) are L.D. over I iff W  f1 , f 2  x   0,  x I

8. Two solutions f1 and f 2 of (1) are L.I. over I iff W  f1 , f 2  x   0,  x  I

9. Let f1 , f 2 be any two function defined on I such that W  f1 , f 2  x   0 , for some x I then, f1 , f 2

are L.I
10. If W  f1 , f 2  x   0,  x I , then f1 , f 2 are may or may not be L.D.

x 2x
e.g, Consider the functions  x, 2 x on . Then W  x, 2 x    0 and function are clearly L.D.
1 2
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Again consider the functions x3 , x  3

 on , then it can be verified that Wronskian is zero but
functions are L.I.

11. Let f1 , f 2 are any two solution of (1) then W  f1 , f 2  x  keeps a constant sign on I, if it is non zero.

Remark : Graphs of Wronskian :

possible possible not possible

12. Let f1 , f 2 be any two solution of (1) and they have a common zero in interval I then f1 and f 2 are
L.D.
13. Contrapositive of above result : If two solution of (1) are L.I. then they can not have a common
zero in I.
14. Let f1 , f 2 are any two solution of (1) and x0  I be any point. If f1 and f 2 has a local maxima or

local minima at x0 then f1 and f 2 are L.D.

Proof : By the given condition it is clear that f1'  x0   0  f 2'  x0  and so

f1  x0  f 2  x0 
W  f1 , f 2  x0   0
0 0

15. Contrapositive : If the solutions f1 and f 2 of (1) are L.I. then both of them can not have a local

maxima or a local minima at a same point.

d  f1  W  f1 , f 2  x 
16. Let f1 and f 2 be any two solutions of (1) s.t. f 2  x   0,  x  I then   x 
dx  f 2  f 22  x 

d  f1  f 2  x  f1'  x   f1  x  f 2'  x  W  f1 , f 2  x 
Proof :    x   2
=
dx  f 2  f2  x  f 22  x 

f1
17. Let f1 , f 2 be any two solutions of (1) s.t. f 2  x   0,  x I , then is a monotonic function.
f2

d  f1  W  f1 , f 2  x 
Proof : We know that   x 
dx  f 2  f 22  x 
 6

d  f1  f1
Case (i): If W  f1 , f 2   0 on I then    x   0 for all x I  is decreasing function on I
dx  f 2  f2

d  f1  f1
Case (ii): If W  f1 , f 2   0 on I then    x   0 for all x I  is increasing on I
dx  f 2  f2

18. The collection of all solutions of a linear homogeneous ODE of order n forms a vector space of
dim n.
d2y dy
Illustration : 2
 5  6 y  0 , General solution = c1e2 x  c2e3 x , V is a vector space of dim = 2,
dx dx
Basis = e 2 x , e3 x 

19. Maximum number of L.I. solutions of a linear homogeneous ODE of order n is n.

20. Linear combination of solutions of a homogeneous ODE is again a solution.
21. Linear combination of solutions of a non homogeneous ODE is not always a solution.
dny dny
22. Let a0  x   ...  an  x  y  F  x  ......(i) and a0  x   ...  an  x  y  0 ......(ii)
dx n dx n
Let f be a solution of (i) and g be a solution of (ii) then f  g is a solution of (i)
23. If f1 , f 2 ,....., f n are solutions of (i). Then their convex combination is also a solution of (i)

24. The collection of all solutions of non homogeneous ODE does not form a vector space.
25. Let  f1 , f 2  be a set of L.I. solutions of (1) and  g1 , g 2  be another set of L.I. solution of (1) then ,

there exist a constant c  0 s.t. W  f1 , f 2  x   cW  g1 , g 2  x  for all x I .

Proof : If  f1 , f 2  be one set of L.I solutions of (1) and  g1 , g 2  be another set of L.I. solutions of (1).

Then g1 and g 2 are also the linear combination of f1 and f 2 , so result is proved.

26. Let f1 and f 2 are two L.I. solution of (1) and x0  I be any point such that f1  x0   f 2  x0   0 then

a1  x0   a2  x0   0 .

Remark : Basis is also called fundamental set.

27. Let f and g be a fundamental set of (1) over I then af  bg , cf  dg is a fundamental set iff

a b
0
c d
or
a b
Let f and g are L.I solution of (1) , then af  bg , cf  dg are also L.I. solution of (1) iff 0
c d

28. If f  x  is any non  trivial solution of (1) then f  x  cannot have a multiple zero in I.
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or
2
If f  x  is a solution of (1) and there is a point x0  I s.t f  x    x  x0  g  x  s.t. g  x0   0 then

f  x   0 for all x I i.e. f is a trivial solution.

Remark : The above result is also valid if the power 2 is replaced by 3, 4, 5, .....

Exercise 5.2
1. Find the Wronskian of the following :
(i) 1, x, x 2 (ii) 1,sin x, cos x (iii) 1, x, e x ,sin x,cos x

(iv) 1, x, e x ,sin x,cos x,sinh x (v) 1, x, e x ,sin x,cos x,cosh x (vi) e x ,sinh x,cosh x

2. Let y1 and y2 be two solutions of the problem y "(t )  ay '(t )  by (t )  0, t   y (0)  0, where

a and b are real constants. Let W be the wronskian of y1 and y2 . Then find W (t ), for all t   .

3. Let y1 ( x ) and y2 ( x ) form a complete set of solutions to the differential equation

  2
y " 2 xy ' sin e 2 x y  0, x  [0,1] with y1 (0)  0, y1' (0)  1, y2 (0)  1, y2' (0)  1 . Then find the

wronskian W ( x) of y1 ( x ) and y2 ( x ) at x  1 .

4. Let P, Q be continuous real valued functions defined on  1,1  , i  1, 2 be solutions of the

d 2u du
ODE : 2
 P( x )  Q( x )u  0, x   1,1 satisfying u1  0, u2  0 and u1 (0)  0, u2 (0)  0 .
dx dx
Let W denote the wronskian of u1 and u2 . Then find W. Also is u1 and u2 are linearly dependent

or not.
5. Let P be continuous function on  and W the wronskian of two linearly independent solutions y1

d2y dy
and y2 of the ODE : 2
 (1  x 2 )  P( x ) y  0, x   . Let W (1)  a, W (2)  b, W (3)  c . Then
dx dx
find a, b, c .

Answers
1. (i) 2 (ii) –1 (iii) 2e x (iv) –4 (v) 4 (vi) 0
2. W (t )  0,  t   3. e 4. W  0, L.D. 5. a  b  c or a  b  c
 8

Strum Theory

Def. Consider the second order homogeneous linear differential equation :

d2y dy
a0  x  2  a1  x   a2  x  y  0 ......(1)
dx dx
where a0 has a continuous second derivative, a1 has a continuous first derivative, a2 is continuous,

and a0  x   0 on a  x  b. The adjoint equation to equation (1) is defined as

d2 d
2  0  
 a x y    a1  x  y   a2  x  y  0. ......(2)
dx dx
Remark : After taking the indicated derivatives in equation (2), we obtain
d2y   dy
a0  x  2  2a0  x   a1  x     a0  x   a1  x   a2  x   y  0 ......(3)
dx   dx  
where the primes denote differentiation with respect to x.
d2y dy
Def. The second order homogeneous linear differential equation a0  x  2
 a1  x   a2  x  y  0 is
dx dx
called self adjoint if it is identical with its adjoint equation.
Theorem 1 : A necessary and sufficient condition for equation (1) to be self adjoint is that
d
 a0  x    a1  x  on a  x  b.
dx 
d2y dy
Corollary : If the equation a0  x  2  a1  x   a2  x  y  0 is self adjoint, then it can be written in
dx dx
d  dy 
the form a  x   a2  x  y  0 .
dx  dx 
0

Proof : Since the given equation is self adjoint, so by Theorem 1, we have a0  x   a1  x  . Thus the

d2y dy
given equation may be written as a0  x  2
 a0  x   a2  x  y  0 or
dx dx
d  dy 
 a0  x    a2  x  y  0.
dx  dx 
Theorem 2 : Let the coefficients a0 , a1 and a2 in the differential equation

d2y dy
a0  x  2  a1  x   a2  x  y  0 ......(1)
dx dx
are continuous on a  x  b and a0  x   0 on a  x  b .
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d  dy 
Then equation (1) can be transformed into the equivalent self adjoint equation P  x   Q( x) y  0
dx  dx 

1  a  x 
on a  x  b , by multiplication throughout by the factor exp   1 dx 
a0  x   a0  x  

 a  x  a  x  a  x 
Here, P  x   exp   1 dx  , Q(x)= 2 exp   1 dx  .
 a0  x   a0  x   a0  x  
d2y dy
Example : Consider the equation x 2 2
 2x  2 y  0 .
dx dx

Here a0  x   x 2 , a1  x    2 x, a2  x   2. Since a0  x   2 x   2 x  a1  x  , so given equation is not self

1  a  x 
adjoint. Let us form the factor exp   1 dx  for this equation.
a0  x   a0  x  

1  a  x  1  2 x  1
We have exp   1 dx  = 2 exp   2 dx   4 .
a0  x   a0  x   x  x  x

d2y dy 1
Multiplying equation x 2 2
 2t  2 x  0 by 4 on any interval a  x  b which does not include
dx dx x
1 d 2 y 2 dy 2
x=0, we obtain   y 0.
x 2 dx 2 x 3 dx x 4
d 1  2 d  1 dy  2
Since  2    3 , this equation is self adjoint and may be written in the form  y  0.
dx  x  x dx  x 2 dx  x 4
d  dy 
Theorem 3 : Let f be a solution of  P  x   +Q  x  y  0 having first derivative f  on a  x  b .
dx  dx 

If f has an infinite number of zeros on a  x  b , then f  x   0 for all x on a  x  b .

d  dy 
Theorem 4 : Abel’s Formula :Let f and g be any two solutions of  P  x   +Q  x  y  0 on the
dx  dx 

interval a  x  b . Then P  x   f  x  g   x   f   x  g  x    k , for all x on a  x  b , where k is a constant.

d  dy 
Theorem 5 : Let f and g be two solutions of  P  x   +Q  x  y  0 s.t. f and g have a common
dx  dx 
zero on a  x  b . Then f and g are linearly dependent on a  x  b .
 10

d  dy 
Theorem 6 : Let f and g be nontrivial linearly dependent solutions of equation  P  x    Q( x) y  0
dx  dx 

on a  x  b , and suppose f  x0   0, where x0 is s.t. a  x  b . Then g  x0   0 .

Theorem 7 : Sturm Separation Theorem : Let f and g be real linearly independent solutions of
d  dy 
 P  x   +Q  x  y  0 on the interval a  x  b .
dx  dx 
Between any two consecutive zeros of f there is exactly one zero of g.
Theorem 8 : Sturm’s Fundamental Comparison Theorem : On the interval a  x  b , Let 1 be a

d  dy  d  dy 
real solution of  P  x   +Q 1  x  y  0 . Let 2 be a real solution of  P  x   +Q 2  x  y  0 .
dx  dx  dx  dx 

Let P have a continuous derivative and be s.t. P  x   0 and let Q 1 and Q 2 be continuous and s.t.

Q 2  x   Q 1  x  . If x1 and x2 are successive zeros of 1 on  a, b  , then 2 has atleast one zero at some

point of the open interval x1  x  x2 .

Exercise 5.3
1. Find the adjoint equation to each of the following equations :
d2y dy d2y dy
(i) x 2 2
 3x  3 y  0 (ii)  2 x  1 2
 x3  y  0
dx dx dx dx
d2y dy d2y dy
(iii) x 2 2
  2 x 3  7 x    8 x 2  8 y  0 (iv) x 3 2
  x 3  2 x 2  x    x 2  x  1 y  0
dx dx dx dx
d2y dy
2. Show that the adjoint equation of the adjoint equation of the equation a0  x  2
 a1  x   a2  x  y  0
dx dx
is the original equation itself.
3. Show that each of the following equations is self adjoint and write each in the form
d  dy 
 a0  x    a2  x  y  0 .
dx  dx 

d2y dy d2y dy 2
 x  1  d y 1 dy 1
(i) x 3  3x2  y0 (ii) sin x  cos x  2 y  0 (iii)   2  2  y 0
dx 2
dx dx 2 dx  x  dx x dx x 3
4. Transform each of the following equations into an equivalent self adjoint equation :
d2y dy d2y dy
(i) x 2
dx 2
 x  y 0
dx
(ii) x 4
 x2 
dx 2
 2 x3  3 x  0
dx
d2y dy d2y
(iii) 2
 tan x  y  0 (iv) f  x   g  x y  0
dx dx dx 2
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2
5. Let x :[0,3 ]   be a nonzero solution of the ODE x "(t )  et x (t )  0, for t  [0,3 ] . Then find
the cardinality of the set {t  [0,3 ] : x (t )  0} .

Answers
1. (i) x 2 y " xy ' 2 y  0 (ii) (2 x  1) y " (4  x 3 ) y ' (1  3x 2 ) y  0

(iii) x 2 y " (3x  2 x3 ) y ' (2 x 2  3) y  0 (iv) x3 y " ( x 3  8 x 2  x ) y ' (4 x 2  11x  2) y  0

d  3 dy  d  dy 
3. (i) x  y0 (ii) sin x   2 y  0
dx  dx  
dx  dx 
d  ( x  1) dy  1
(iii)  y0
dx  x dx  x3
d  dy  1 d  2 dy  3
4. (i) x  y0 (ii) ( x  1)   2 y  0
dx  dx  x 
dx  dx  x

d  dy  d   g ( x )  dy 
(iii)  cos x   cos x  y  0 (iv)  exp   dx    0
dx  dx  dx   f ( x )  dx 
5. 3
---------------------------------------------------------------------------------------------------------------------------
Sturm Liouville Boundary Value Problems

These problems represents a class of linear boundary value problems. The importance of these
problems lies in the fact that they generates set of orthogonal functions. The sets of orthogonal
functions are useful in the expansion of a certain class of functions.
S L equation : A classical “strum-lioulle equation”, is a real second-order linear differential equation
of the form
d  dy 
 P ( x )   q( x) y   r ( x ) y ……(1)
dx  dx 

In the simplest of cases all coefficients are continuous on the finite closed interval  a, b  , and P( x )

has continuous derivatives. In this case y is called a “solution” if it is continuously differentiable on

(a, b) and satisfies the equation (1) at every point in (a, b) . In addition, the unknown function y is
 12

required to satisfy boundary conditions. The function r ( x) , is called the “weight” or “density”
function. The number of famous differential equations could be represented in the SL form :
Bessel’s equation : x 2 y " xy ' ( x 2  v 2 ) y  0 can be written in strum-liouville form as

 v2 
( xy ') '  x   y  0
 x

The Legendre equation : (1  x 2 ) y " 2 xy ' v(v  1) y  0 can easily be put into SL form, since

(1  x 2 ) '  2 x, so the Legendre equation is equivalent to  (1  x 2 ) y ' '  v (v  1) y  0

The general way to convert the 2nd order linear ODE to the SL form is to use an integrating factor
u ( x) such that the P( x) y " Q ( x) y ' R( x ) y  0 multiplied by u ( x) would has SL form, one can

1  Q( x) 
easily show that u ( x)  exp   dx  does the job.
P( x)  P( x) 
SL boundary value problem (SL-BVP) : We introduce the SL-operator as
d  dy 
L[ y ]   P( x )   q( x) y and consider the SL equation L[ y ]   r ( x) y  0 ……(2)
dx  dx 
where P( x )  0, r ( x)  0 and P, q and r are continuous functions on the interval [a, b]; along with
the BC
1 y (a )   2 P (a) y '(a)  0 
……(3)
1 y (b)   2 P(b) y '(b)  0 

where 12   22  0 and 12   22  0

The problem of finding a number  such that BVP (2) – (3) has a non-trivial solution is called SLP.
The value  is called eigen value and the corresponding solution ( y :  ) is called an eigen function.
There are three types of SLP :
1. A SLP is called regular if P( x )  0 and r ( x)  0 on  a, b 

2. A SLP is called singular if P( x )  0 on  a, b  , r ( x)  0 on  a, b  and P(a )  P(b)  0

3. A SLP is called periodic if P( x )  0 , r ( x)  0 and P( x ), q( x) and r ( x) are continuous functions

on  a, b  ; along with the following BC : y (a )  y (b), y '(a )  y '(b)

The most common types of SLP are regular and periodic.

Theorem (Orthogonality of characteristic function) :
Consider the Sturm Liouville problem consisting of the differential equation
d  du 
dt  p(t) dt    q(t) +  r(t)u = 0 .......(1)
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where p , q , r are real functions s.t. p(t) has a continuous derivative , q(t) and r(t) are continuous ,
and p(t) > 0 and r(t) > 0 for all t on a real interval a  t  b , and  is a parameter independent
of t , and the conditions
A1u(a) + A2u'(a) = 0 
 .......(2)
B1u(b) + B2u'(b) = 0 

where A1 , A2 , B1 , B2 are real constants s.t. A1 , A2 are not both zero and B1 and B2 are not
both zero.
Let  m and  n be any two characteristic values of the problem. Let  m be a characteristic function
corresponding to m and let n be a characteristic function corresponding to  n. Then

characteristic functions  m and  n are orthogonal w.r.t. the weight function r(t) on the interval
b
a  t  b i.e.   n (t )  m (t ) r(t) = 0
a

Remark : Characteristic functions need not be orthonormal.

Common properties of regular/periodic BVP :
1. Eigen value are always real numbers.
2. Eigen vectors corresponding to distinct eigen values are L.I.
3. The eigen functions of a regular SLP corresponding to the distinct eigenvalues are orthogonal w.r.t.
the weight function r ( x) on  a, b  . By otherwords, if the eigen functions u and v correspond to the

distinct eigen values  and  then

b

 r ( x) u( x) v( x) dx  0
a

4. If A     : differential equation has non-trivial solution i.e. A is the set of eigen values. Then A

is always infinite set. Also elements of A can be arranged into strictly increasing sequence
1  2  3  ....  n  .... such that n   as n  

 A is always bounded below and unbounded above set. Again, every element of A is an isolated
point.
 A is no where dense set. Since set of isolated points is countable. So A is always countably
infinite set.
 14

5. There does not exist any 0   such that the differential equation has non-trivial solution for

every   0 .

6. There does not exist any 0   such that differential equation has only trivial solution for all

  0 .

7. There exists a 0   such that the differential equation has only trivial solution for all   0 .
8. The number of negative eigen values are always finite if exists.
Properties of regular BVP :
1. The set A of eigen values is of the form 1  2  3  ....  n  .... and n   as n  

2. The eigen values of the regular BVP are simple. Thus an eigen function that corresponds to an
eigen value is unique upto a constant multiple  dim  E   1

3. If yn ( x) is an eigen vector or eigen function corresponding to n , then yn ( x) has exactly (n  1)

zeros in (a, b)  corresponding of first eigen value, eigen function does not have any zeros and
corresponding to 2 every eigen function has one zero and corresponding to 3 every eigen

function has two zeros and so on.

4. Eigen function corresponding to least eigen value does not change its sign in  a, b  or (a, b) .

5. If y ( x) is an eigen function corresponding to k , k  1 . Then y ( x) change its sign in  a, b  or

( a, b) .
6. If   0 is an eigen value and corresponding eigen function does not change its sign. This implies
there does not exists any negative eigen value.
7. Similarly if   0 is an eigen value and corresponding eigen function change its sign, then there
must exists negative eigen values.
Properties of periodic BVP : Let A     : differential equation has non-trivial solution

1  2  3  ....  n  ....

 
1. dim E0  1

 
2. dim Ek  2, for all k  1

3. If   0 is an eigen value and dim  E0   1 , then there does not exists any negative eigen value.

4. If   0 is an eigen value and dim  E0   2 then there must exists negative eigen value.

Example 1 : Show that the boundary value problem

d 2u
 u = 0 ...... (1)
dt 2
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with conditions u(0) = 0 , u(  ) = 0 is a Sturm Liouville problem.

d  du 
Solution : Given boundary value problem (1) can be written in the form 1.  0 +  .1 u = 0
dt  dt 

d  du 
and hence (1) is of the form
dt  p(t) dt    q(t) +  r(t)u = 0

where p(t) = 1 , q(t) = 0 and r(t) = 1. The supplementary conditions are of the special form
u(a) = 0 , u(b) = 0.
d  du 
Example 2 : Show that the boundary value problem t   2t 2   t 3  u = 0 ......(1)
dt  dt  
with conditions 3 u(1) + 4 u' (1) = 0 ..... (2)
5u(2) – 3 u' (2) = 0
is a Sturm – Liouville problem.
d  du 
Solution : The differential equation is of the form
dt  p(t) dt    q(t) +  r(t)u = 0

where p(t) = t , q(t) = 2t2 and r(t) = t3. The conditions (2) are of the form
1u(a) +  2u'(a) = 0
1u(b) +  2u'(b) = 0

where a = 1 , b = 2 ,  1 = 3 ,  2 = 4 ,  1 = 5 ,  2 = – 3.
Example 3 : Find non-trivial solutions of Sturm Liouville boundary value problem
d 2u
 u = 0 ......(1)
dt 2
u(0) = 0 , u(  ) = 0 ......(2)
Solution : We shall consider separately the three cases  = 0 ,  < 0 and  > 0. In each case , we
shall first find the general solution of the differential equation (1) and then attempt to determine two
arbitrary constants in this general solution so that the supplementary conditions (2) will also be
satisfied.
d 2u
Case(I) :   0 In this case (1) reduces to = 0 and so the general solution is
dt 2
u(t) = c1 + c2t .......(3)
We now apply conditions (2) to solution (3). Condition u(0) = 0 implies
0 = c1 + c2.0  c1 = 0.
and condition u(  ) = 0 implies 0 = c1 + c2   c2 = 0 [Since c1 = 0].
 16
Thus in order that solution (3) to satisfy conditions (2) , we must have c1 = c2 = 0.
But then the solution (3) becomes u(t) = 0 for all t. Thus , in case when the parameter  = 0 , the
only solution of the given problem is the trivial solution.
d 2u
Case(II) :   0 Differential equation (1) is  u = 0
dt 2
Its auxiliary equation is m2+  = 0 and m =   . Since  is negative , so these roots are real

and unequal. Let us denote  =  , we have the general solution

u = c1 et + c2 et .......(4)
We now apply boundary conditions (2) to the equation (4).
Condition u(0) = 0 implies c1 + c2 = 0 .......(5)
Condition u(0) =  implies c1 e + c2 e = 0 .......(6)
Clearly c1 = c2 = 0 is a solution of (5) and (6) , but these values of c1 and c2 would not give the
non – trivial solution of the given problem. We must therefore seek non-zero values of c1 and c2
which satisfy (5) and (6).
This system has non-zero solution only if the determinant of coefficients is zero. Therefore , we must
1 1
have = 0
e  e 

 e – e = 0  e = e  e2 = 1   = 0.

Since  =  , we must have  = 0. But  < 0 in this case. Thus there are no non-trivial
solution of the given problem in this case  < 0.
Case(III) :   0 In this case A.E. is m2+  = 0. So its roots are m =  

These roots are conjugate complex numbers since  > 0. Roots can be written as   i . Thus in
this case the general solution is of the form
u(t) = c1sin  t + c2cos  t .......(7)
We now apply conditions (2) to this general solution. Condition u(0) = 0 implies
c1sin 0 + c2cos 0 = 0  c2 = 0
Condition u(  ) = 0 implies
c1sin   + c2cos   = 0

 c1sin   = 0 .......(8)
[Since c2 = 0].
We must therefore satisfy (8).
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So we can either set c1 = 0 or sin   = 0. However if c1 = 0 then (since c2 = 0 also) the

solution (7) reduces to the trivial solution. Thus to obtain non-trivial solution we can not set c1 = 0
but rather we must set
sin   = 0   = n , n = 1 , 2 , 3…………….. [Since  is positive]
2
  = n , n = 1 , 2 , 3………………
Therefore in order that the differential equation (1) have a non-trivial solution of the form (7)
satisfying the condition (2) , we must have
2
 = n where n = 1 , 2 , 3………………
In other words , the parameter  in (1) must be a number of the infinite sequence 1 , 4 , 9 , 16………
Also from (7) we see that non-trivial solutions corresponding to  = n2 ( n = 1 , 2 , 3…………)
are given by u(t) = cn sin nt , where cn is arbitrary non-zero constant.

Def. Characteristic Values and Characteristic functions :

Consider the Sturm – Liouville problem consisting of the differential equation
d  du 
dt  p(t) dt    q(t) +  r(t)u = 0 .......(1)

and the supplementary conditions

1u(a) +  2u'(a) = 0 
 .......(2)
1u(b) +  2u'(b) = 0 

The values of parameter  in (1) for which these exist non-trivial solutions of the Sturm Liouville
problem are called the characteristic values (or eigen values of the problem). The corresponding non-
trivial solutions are called the characteristic functions or the eigen functions of the problem.
Example 4 : Find the characteristic functions of the strum-liouville problem
y "  y  0, y (0)  y ( )  0, y '(0)  y '( )  0 , A  
Solution : y "  y  0, y (0)  y ( )  0, y '(0)  y '( )  0
These boundary conditions are called periodic boundary condition. We consider three cases
corresponding to the value of  :
Case I :   u 2  0
The general solution of the ODE is given as yy  Ae ux  Be ux
By substituting BC we obtain the following system :
 18

 A(1  e u )  B(1  eu )  0

  u u
 A(1  e )  B(1  e )  0
This system has only trivial solution A  B  0 (for u  0 )
Case II :   0
In this case the problem has a solution y  Ax  B and by substituting BC we obtain A  0 and B is an
arbitrary constants. This corresponds to the eigen value 0  0 and the eigen function 0  1 (we set

B  1 ).
Note that this eigen value is simple. The eigen value is called simple, if its eigenspace is of dimension
one ; otherwise the eigenvalue is called multiple.
Case III :   u 2  0 The general solution of the ODE is given as y  A cos(ux)  B sin(ux )
By substituting BC we obtain the following system :
 A(1  cos(u )  B sin(u )  0
 A sin(u )  B sin(1  cos(u ))  0

This problem has a non-trivial solution only when the determinant of the matrix of coefficients
D (u )  2  2cos   0 . This corresponds to u  2n, n  1,  2,.... and hence n  4n 2 .

The eigen functions corresponding to n are given by ( A  B  1)

n  cos  
n x ,  n  sin  n x 
Note that the eigen values n are positive and there are two linearly independent eigen functions

corresponding to each eigen value, so they are not unique.

Example 5 : Find the characteristic values and characteristic functions of the Sturm – Liouville
problem
d  dy  
x  y = 0 .......(1)
dx  dx  x

y' (1) = 0 , y'  e 2   = 0 .......(2)

where we assume that the parameter  is non-negative.

d 2 y dy 
Solution : Differential equation (1) can be written as x   y = 0
dx 2 dx x
d2y dy
or x2 2
 x  y = 0 .......(3)
dx dx
Putting x = et in (3) we get
dy dy dt 1 dy dy dy d2y d 2 y dy
=  =   x = and x 2 = 
dx dt dx x dt dx dt dx 2 dt 2 dt
Using these values in (3) , we get
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d2y
 y = 0 .......(4)
dt 2
We consider the separately two cases.
d2y
Case (i) :   0 Differential equation (4) reduces to = 0
dt 2
The general solution of this differential equation is y = c0t + c
or y = c0 logx + c .......(5)
Now we apply the conditions (2) to solution (5). Condition y' (1) = 0 implies
c0 c0
0 =  c0 = 0 [Since y' (x) = ]
1 x
Condition y'  e 2   = 0 implies , c0 = 0

Both of these conditions does not impose any restriction upon c. Thus for  = 0 , we obtain the
solutions y = c where c is an arbitrary constant.
These are non-trivial solutions for all c  0. Thus  = 0 is a characteristic value and the
corresponding characteristic functions are given by y = c , where c is an arbitrary non-zero
constant.
Case (ii) :   0 In this case A.E. is m2+  = 0  m =   =  i .

Thus the general solution of (4) may be written as y = c1sin  t + c2cos  t .

Thus the general solution of (1) is
y = c1sin (  log x) + c2cos (  log x) [Since t = log x] .......(6)
We now apply the boundary conditions (2) to a solution (6). From (6) , we get
dy c  c 
= y'(x) = 1 cos (  log x) – 2 sin (  log x) .......(7)
dx x x

Condition y' (1) = 0 implies c1  cos (  log 1)– c2 sin (  log 1) = 0 or c1  = 0 [Since log 1= 0]
Thus we must have c1 = 0 .......(8)
Condition y'  e 2   = 0 implies

c1  e2 cos   log e  – c

2
2  e2 sin   log e 2  = 0

 c2  e2 sin  2   = 0 [c 1 = 0]. Either c2 = 0 or sin 2    = 0

 20


Since c1 = 0, the choice c2 = 0 would give us the trivial solution. So we must have sin 2  = 0 and 
hence
2  = n  , n = 1 , 2 ,……………..

n2
Thus for the non-trivial solution , we must have  = , n = 1 , 2 , 3 ,………… ….....(9)
4
Corresponding to these values of  , we obtain the non-trivial solutions
n logx 
y = cn cos   (n = 1 , 2 , 3,……………..) .......(10)
 2 
where cn ’s are arbitrary non-zero constants.

Analysis of solutions of linear differential equation :

a0 ( x) y " a1 ( x) y ' a2 ( x) y  0 ……(1)

a0 ( x)  0  x , a0 ( x), a1 ( x), a2 ( x) are continuous for all x.

Properties of Non-trivial solution of (1) is
1. If y ( x) be non-zero solution then zeros of y ( x) are simple zeros. i.e., if y ( )  0 then y '( )  0 .

2. If A    R : y ( )  0 , where y ( x) is non zero solution. Then

(i) A is always countable set

(ii) d ( A)  A '   , i.e., A is nowhere dense.
(iii) every element of A is isolated point.
(iv) A must be closed set ( every point is isolated and A ' is empty).
Property of two linearly independent solution of linear differential equation :
Let y1 ( x ) and y2 ( x ) are two linearly independent solution and

A    R : y1 ( )  0 ,

B    R : y2 (  )  0

Then
(i) A and B must be countable.
(ii) A  B   , i.e., zeros of two L.I. solution never common zero or if two solution have common
zero they must be L.D.
(iii) Between any two successive zeros of y1 ( x),  exactly one zero of y2 ( x ) and conversely.

(iv) If cardinality of A is finite iff card B is finite.

(v) If card  A  is finite  card A  card B  0,1

Let us consider another type of differential equation :

y " q ( x ) y  0
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Case I . q( x ) is continuous and q( x )  0 for all x.

Let y ( x) be a non trivial solution then
(i) y ( x) can have atmost one zero on R.
(ii) If y ( x) has zero in R then y '( x) never zero.
(iii) If y '( x) has a zero in R y ( x) never zero.

(iv) y  x  is monotonic function and y '  x  is also monotonic function.

(v) lim y  x    and lim y '  x    .

x  x 

y "( x )  q( x ) y  0


Case II. q( x ) is continuous q( x )  0  x  R assuming that  q( x ) dx  
1

If y ( x) be a non trivial solution then

(i) y ( x) has countably infinite zeros on R  .

(ii) y '( x) has countably infinite zeros on R  .

(iii) y ( x) and y '( x) are non monotonic function on R  .

Particular case :
q( x ) is continuous on a bounded interval  a, b  , so q( x ) is bounded.

So 0  m  q ( x )  M for all x,
m and M are infimum and supremum respectively.
(iv) If y ( x) be a non trivial solution and if x0 , x1 are successive zeros of y ( x) , let x0  x1 then

 
 x1  x0 
M m

   
(i) Distance between two successive zeros of any non-trivial solution are lying between  , 
 M m

K 2 2
(ii) If m  2
then y ( x) has atleast K zeros in  a, b  .
b  a 
 22

Exercise 5.4
Find the characteristic values and characteristic functions of each of the following Sturm Liouville
problems.
d2y d2y  
1.   y 0 ; y(0) = 0, y     0. 2.   y 0 ; y(0) = 0, y    0.
dx 2 dx 2 2
d2y d2y
3.   y 0 ; y(0) = 0, y  2   0. 4.   y 0 ; y(0) = 0, y  l   0.
dx 2 dx 2
d2y d2y  
5.   y 0 ; y(0) = 0, y    0. 6.   y 0 ; y(0) = 0, y    0.
dx 2 dx 2 2
d2y d2y
7.   y 0 ; y(0) = 0, y  2   0. 8.   y 0 ; y(0) = 0, y  l   0.
dx 2 dx 2
d2y d2y  
9.   y 0 ; y (0) = 0, y     0. 10.   y  0 ; y (0) = 0, y    0.
dx 2 dx 2
2
d2y d2y
11.   y  0 ; y (0) = 0, y  2   0. 12.   y  0 ; y (0) = 0, y  l   0.
dx 2 dx 2
d2y d2y  
13.   y  0 ; y (0) = 0, y    0. 14.   y  0 ; y (0) = 0, y    0.
dx 2 dx 2
2
d2y d2y
15.   y  0 ; y (0) = 0, y  2   0. 16.   y  0 ; y (0) = 0, y  l   0.
dx 2 dx 2
d2y d  dy  
17.   y  0 ; y (  ) = 0, y    0. 18. x  y  0, y(1) = 0, y  e   0.
dx 2 dx  dx  x

d  dy   d2y
19. x  y 0 ; y(1) = 0, y  e   0. 20.   y  0, y(0) = 0, y     y     0 .
dx  dx  x dx 2

d2y d2y
21.   y  0, y  0   y  0   0, y     y     0 . 22.   y  0, y  0   y  0   0, y 1  y 1  0.
dx 2 dx 2
d2y d  dy  
23.   y  0, y  0   y  2c  , y  0   y  2c  . 24. x  y  0, y 1  y  e 2   0
dx 2 dx  dx  x
d  3 dy 
25. x   xy  0 ; y(1) = 0, y(e) = 0. 26. y  2 y  1    y  0 ; y(0) = 0, y  l   0.
dx  dx 
d  2 dy  
27.
dx 
 x  1 
dx  x  1
2
y  0, y(0) = 0, y(1) = 0. [ Hint : Let x = tan t ]

d  1  dy 
 2      3 x  1 y  0,
2
28.  y(0) = 0, y     0 . [ Hint : Let t  x3  x ]
dx  3 x  1  dx 
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Answers

1.   n 2 , n  1, 2,3,..... y ( x)  c sin nx, n  1, 2,3,.....

2.   4n 2 , n  1, 2,3,..... y ( x)  c sin 2nx, n  1, 2,3,.....

n2 nx
3.  , n  1,2,3,..... y ( x)  c sin , n  1, 2,3,.....
4 2
n 2 2  n x 
4.  , n  1, 2,3,..... y ( x)  c sin   , n  1, 2,3,.....
l2  l 
2
 1  1
5.    n   , n  0,1, 2,3,..... y ( x)  c sin  n   x, n  0,1, 2,3,.....
 2  2
2
6.    2n  1 , n  0,1, 2,..... y ( x)  c sin(2n  1) x, n  0,1, 2,3,.....
2
 2n  1   2n  1 
7.    , n  0,1, 2,3,..... y ( x)  c sin   x, n  0,1, 2,3,.....
 4   4 

2   
8.   (2n  1)2 , n  0,1, 2,3,..... y ( x)  c sin  (2n  1)  x, n  0,1, 2,3,.....
4l 2  2l 
2
 1  1
9.    n   , n  0,1, 2,3,..... y ( x)  c cos  n   x, n  0,1, 2,3,.....
 2  2

10.   (2n  1)2 , n  0,1, 2,3,..... y ( x)  c cos  2n  1 x, n  0,1, 2,3,.....

2
 2n  1   2n  1 
11.     , n  0,1, 2,3,..... y ( x)  c cos   x, n  0,1, 2,3,.....
 4   4 

2 2  
12.    2n  1 , n  0,1, 2,3,..... y ( x)  c cos  (2n  1)  x, n  0,1, 2,3,.....
4l 2  2l 

13.   n 2 , n  0,1, 2,3,..... y ( x)  c cos(nx), n  0,1, 2,3,.....

14.   4n 2 , n  0,1, 2,3,..... y ( x)  c cos(2nx), n  0,1, 2,3,.....

n2 nx
15.   , n  0,1, 2,3,..... y ( x)  c cos , n  0,1, 2,3,.....
4 2
n 2 2  n x 
16.   2
, n  0,1, 2,3,..... y ( x)  c cos   , n  0,1, 2,3,.....
l  l 
 24

17.   n 2 , n  1, 2,3,..... y ( x)  c cos(nx ), n  1, 2,3,.....

2
 1  1
   n   , n  0,1, 2,3,..... y ( x)  c sin  n   x, n  0,1, 2,3,.....
 2  2

18.   n 2 , n  1, 2,3,..... y ( x)  c sin(n log x ), n  1, 2,3,.....

2
 1  1 
19.    n   , n  0,1, 2,3,..... y ( x)  c sin  n   log x  , n  0,1, 2,3,.....
 2  2 

20.   k 2 where k  tan k y ( x)  c sin kx

21.   1 y ( x)  ce x

  n 2 , n  1, 2,3,..... y ( x)  c(n cos nx  sin nx ); n  1, 2,3,.....

22.   1 y ( x)  ce x

  (n )2 , n  1, 2,3,..... y ( x)  c(n cos n x  sin n x); n  1, 2,3,.....

2
 n   n   n 
23.     , n  0,1,2,3,..... y ( x)  A cos   x  B sin   x ; n  0,1, 2,...
 c   c   c 
2
n n 
24.     , n  0,1,2,3,..... y ( x)  c cos  log x  ; n  0,1, 2,...
 2 2 
c
25.   1  n 2 2 , n  1, 2,3,..... y ( x)  sin  n log x  ; n  1, 2,...
x

26.   k 2 , where k is a non-zero solution of tan kl  k y ( x)  c e  x sin kx

27.   (4n)2 ; n  1, 2,..... y ( x)  c sin(4n tan 1 x ) ; n  1, 2,3,....

2
 n   n  
28.    2  ; n  1,2,3,.... y ( x)  c sin  2  ( x3  x)  , n  1, 2,3,....
  1     1  
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Assignment-5 4. Let y1 ( x )  1  x and y2 ( x )  e x be two

--------------------- S C Q --------------------- solutions of y " P( x ) y ' Q( x) y  0 . The
1. The differential equation whose linearly set of initial condition for which the above
independent solutions are cos 2x , sin 2x
differential equation has no solution is
x
and e is 1. y (0)  2, y '(0)  1

1.  D3  D 2  4 D  4  y  0 2. y (1)  0, y '(1)  1
3. y (1)  1, y '(1)  0
2.  D3  D 2  4 D  4  y  0 4. y (2)  1, y '(2)  2
3.  D3  D 2  4 D  4  y  0 5. The set of linearly independent solutions of

d4y d2y
4.  D3  D 2  4 D  4  y  0 the differential equation
dx 4

dx 2
 0 is

2. For which of the following pair of functions

y1( x ) and y2 ( x ) , continuous function

1. 1, x, e x , e x  
2. 1, x, e x , xe  x 
P( x ) and q( x ) can be determined on 3. 1, x, e x , xe x  4. 1, x, e x , xe x 
[1,1] such that y1( x ) and y2 ( x ) give two 6. The maximum number of linearly
linearly independent solutions of independent solutions of the differential
y " P( x ) y ' q ( x ) y  0, x  [1,1] d4y
equation  0, which the condition
1. y1 ( x )  x sin x, y2 ( x)  cos x dx 4
y (0)  1, is
2. y1( x )  xe x , y2 ( x)  sin x
1. 4 2. 3 3. 2 4. 1
x 1 x
3. y1 ( x )  e , y2 ( x)  e  1 7. Let V be the set of all bounded solutions of

4. y1 ( x )  x 2 , y2 ( x)  cos x the ODE u "(t )  4u '(t )  3u (t )  0 , t   .

Then V
3. Let y1 ( x )  1  x and y2 ( x )  e x be two
1. is a real vector space of dimension 2.
solutions of y " P( x ) y ' Q( x) y  0 , then
2. is a real vector space of dimension 1.
P( x ) is equal to 3. contains only the trivial function u  0 .
1. 1  x 2. 1  x 4. contains exactly two functions.
1 x 1  x 8. Consider the ODE on  , y '( x)  f  y ( x)  .
3. 4.
x x
If f is an even function and y is an odd
function, then
 2

1.  y ( x) is also a solution d2y dy

2
 P( x)  q( x) y  0 , a  x  b .
2. y ( x ) is also a solution dx dx

3.  y ( x) is also a solution Where P( x ) and q( x ) are real valued

4. y ( x) y ( x ) is also a solution continuous functions on  a, b  . If x0 and

9. Let y   ( x ) and y   ( x) be solutions of x1 , with x0  x1, are consecutive zeros of

y " 2 xy ' (sin x 2 ) y  0 such that  (0)  1, y1( x ) in (a, b) then

 '(0)  1 and  (0)  1,  '(0)  2 . Then, 1. y1( x )  ( x  x0 ) q0 ( x ), where q0 ( x ) is

the value of the wronskian W ( , ) at continuous on  a, b  with q0 ( x0 )  0
x  1 is
2. y1( x )  ( x  x0 )2 P0 ( x), where P0 ( x) is
1. 0 2. 1 3. e 4. e2
continuous on  a, b  with P0 ( x0 )  0
10. Let y1 and y2 be two linearly independent
3. y2 ( x ) has no zero in ( x0 , x1)
solutions of y " (sin x) y  0 , 0  x  1 . Let
4. y2 ( x0 )  0 but y2' ( x0 )  0
g ( x)  W ( y1, y2 )( x ) be wronskian of y1
13. Let Y1 ( x ) and Y2 ( x) defined on  0,1 be
and y2 . Then
twice continuously differentiable functions
1. g '  0 on [0,1]
satisfying Y "( x )  Y '( x)  Y ( x)  0 . Let
2. g '  0 on [0,1]
W ( x) be the wronskian of Y1 and Y2 and
3. g ' vanishes at only one point of [0,1]
1
4. g ' vanishes at all points of  0,1 satisfy W    0 . Then
2
11. Consider the ODE
1. W ( x )  0 for x   0,1
u "(t )  P(t ) u '(t )  Q(t ) u (t )  R(t ), t  [0,1]
 1  1 
There exist continuous functions P, Q and 2. W ( x )  0 for x  0,    ,1
 2  2 
R defined on  0,1 and two solutions u1
1 
3. W ( x )  0 for x   ,1
and u2 of this ODE such that wronskian of 2 

u1 and u2 is  1
4. W ( x )  0 for x  0, 
 2
1. W (t )  2t  1, 0  t  1
14. Let y1 and y2 be two solutions of the
2. W (t )  sin 2 t , 0  t  1
y "(t )  ay '(t )  by (t )  0, t   
3. W (t )  cos 2 t , 0  t  1 problem 
y (0)  0 
4. W (t )  1, 0  t  1
Where a and b are real constants. Let W be
12. Let y1( x ) and y2 ( x ) form a fundamental
the wronskian of y1 and y2 . Then
set of solutions of
1. W (t )  0,  t  
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2. W (t )  c,  t   for some positive 18. The set of all eigen values of the strum
constant c Liouville problem y "  y  0, y '(0)  0,
3. W is a non-constant positive function  
y '    0 is given by
4. There exists t1, t2   such that 2

W (t1)  0  W (t2 ) 1.   2n, n  1, 2,3,...

2.   2n, n  0,1, 2,3,...
15. The boundary value problem

x 2 y " 2 xy ' 2 y  0, subject to the 3.   4n 2 , n  1, 2,3,...

boundary conditions y (1)   y '(1)  1, 4.   4n 2 , n  0,1, 2,3,...

y (2)   y '(2)  2 has a unique solution if 19. Let n be a non-negative integer. The eigen
1.   1,   2 2.   1,   2 values of the sturm Liouville problem

2 d2y
3.   2,   2 4.   3,     y  0, with boundary conditions
3 dx 2
16. The strum Liouville problem dy dy
y (0)  y (2 ), (0)  (2 ) are
dx dx
y "  2 y  0, y (0)  0 , y '( )  0 has its
1. n 2. n 2 2
eigen vectors given by y is equal to
 1 3. n 4. n 2
1. sin  n   x
 2 20. The set of real numbers  for which the
boundary value
2. sin nx
d2y
problem 2   y  0, y  0   0, y    0
 1 dx
3. cos  n   x
 2 has nontrivial solutions is
1.  ,0 
4. cos nx, where n  0,1, 2,...
17. The eigen values of the strum Liouville
2.  n | n is a positive integer 
system y "  y  0, 0  x   , 3. n 2

| n is a positive integer
4. 
y (0)  0, y '( )  0 are (CSIR NET Dec 2017)
n2 (2n  1)2  2 21. Consider the ordinary differential equation
1. 2.
4 4 y " P  x  y ' Q  x  y  0 where P and Q
2 2 2
(2n  1) n
3. 4. are smooth functions. Let y1 and y2 be any
4 4
two solutions of the ODE. Let W  x  be the
 4
corresponding Wronskian. Then which of to each non-zero eigen value  . There
the following is always true ? correspond
1. If y1 and y2 are linearly dependent then 1. only one eigenfunction
2. two eigen function
 x1 , x2 such that W  x1   0 and
3. two linearly independent eigen functions
W  x2   0
4. two orthogonal eigen functions
2. If y1 and y2 are linearly independent
d2y
3. Let  q( x ) y  0, 0  x  
then W  x   0  x dx 2
dy
3. If y1 and y2 are linearly dependent then y (0)  1, (0)  1, where q( x ) is a
dx
W  x  0  x positive monotonically increasing
4. If y1 and y2 are linearly independent continuous function. Then

then W  x   0  x 1. y ( x)   as x  
dy
(CSIR NET June 2018) 2.   as x  
dx
3. y ( x) has finitely many zeros in [0, )
-------------------------- M C Q ---------------------
4. y ( x) has infinitely many zeros in [0, )
1. Let y1( x ) and y2 ( x ) form a fundamental
4. For the boundary value problem
set of solutions to the differential equation
y "  y  0 ; y (0)  0, y (1)  0 , there
y " p( x) y ' q( x) y  0 , a  x  b , where
exists an eigen value  for which there
p( x) and q( x ) are continuous in  a, b  ,
corresponds an eigen function in (0,1) that
and x0 is a point in (a, b) . Then
1. does not change sign
1. both y1( x ) and y2 ( x ) cannot have a 2. change sign
local maximum at x0 . 3. is positive

2. both y1( x ) and y2 ( x ) cannot have a 4. is negative

5. The solution of the boundary value problem
local minimum at x0
d2y 
3. y1( x ) cannot have a local maximum at 2
 y  cos ec x ; 0  x  ,
dx 2
x0 and y2 ( x ) cannot have local  
y (0)  0, y    0 is
minimum at x0 simultaneously. 2
1. convex 2. concave
4. both y1( x ) and y2 ( x ) cannot vanish at
3. negative 4. positive
x0 simultaneously.

2. For the boundary value problem

y "  y  0, y ( )  y ( ), y '( )  y '( )
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6. Consider the boundary value problem 8. Let y be a nontrivial solution of the

u "( x )   2u ( x ) ; x  (0,1) boundary value problem y " xy  0,

u (0)  u (1)  0 x   a, b  , y (a)  y (b)  0 then
If u and u ' are continuous on  0,1 ; then 1. b  0

1. u '2 ( x )   2u 2 ( x )  u '2 (0) 2. y is monotone in  a,0  if a  0  b

1 1 3. y '(a )  0
2 2 2
2.  u ' ( x)dx    u ( x) dx  0 4. y has infinitely many zeros in  a, b 
0 0

3. u '2 ( x )   2u 2 ( x )  0 9. Let y1( x ) and y2 ( x ) form a complete set

1 1 of solutions of the differential equation

2 2 2 2
4. u' ( x) dx   u ( x ) dx  u ' (0)
 2
0 0 y " 2 xy ' sin  e 2 x  y  0, x   0,1 with
 
7. Consider the boundary value problem
y1 (0)  0, y '(0)  1, y2 (0)  1, y '2 (0)  1 .
(BVP) u " u  0, u (0)  u '( )  0,
Then the wronskian W ( x) of y1( x ) and
d 2u
u"  ,  
dx 2 y2 ( x ) at x  1 is
Let K denote a nonnegative integer. Then 1. e2 2. e
which of the following are correct ?
3. e 2 4. e
1. There exist eigenvalues of the BVP and
10. Let P, Q be continuous real valued
the corresponding eigen functions
functions defined on  1,1  R, i  1, 2 be
constitute an orthogonal set.
2. The eigenvalues of the BVP are solutions of the ODE :
2 d2y du
 1  P( x)  Q ( x )u  x , x   1,1
 K   with the corresponding dx 2 dx
 2
satisfying u1  0, u2  0 and
  1 
eigenfunctions sin  K   x 
  2  u1 (0)  u2 (0)  0 . Let W denote the
3. The eigenvalues of the BVP are wronskian of u1 and u2 then

 K  12 with the corresponding 1. u1 and u2 are linearly independent.

eigenfunctions sin  K  1 x 2. u1 and u2 are linearly dependent.

4. There exists no nonreal eigenvalues for 3. W ( x )  0 for all x   1,1

the BVP.
 6

4. W ( x )  0 for some x   1,1 t   0,3  . Then the cardinality of the set

11. Let y :    be a solution of ODE t   0,3  : x(t )  0 is

d2y x  1. equal to 1
 y  e , x   
dx 2  2. greater than or equal to 2
dy (0) 
y (0)  0 3. equal to 2
dx 
4. greater than or equal to 3
Then
1. y attains its minimum on 
15. Consider a boundary value problem
2. y is bounded on 
d2y
1  BVP  2  f  x  with boundary
3. lim e  x y ( x )  dx
x 4 conditions y  0   y 1  y ' 1 , where f is
1 a real-valued continuous function on  0,1 .
4. lim e  x y ( x) 
x 4 Then which of the following are true ?
12. Let P be a continuous function on  and W 1. the given BVP has a unique solution for
every f
be the wronskian of two linearly 2. the given BVP does not have a unique
independent solutions y1 and y2 of the solution for some f
x 1

3. y  x   x t f  t  dt 
ODE : 
0
 t  x  xt  f t  dt
x
d2y dy
dx 2

 1 x 2
 dx
 P( x) y  0, x   . Let is a solution of the given BVP
x 1

4. y  x  
W (1)  a, W (2)  b and W (3)  c , then   x  t  xt  f t  dt   xt f t  dt
0 x
1. a  0 and b  0
(CSIR NET Dec 2017)
2. a  b  c or a  b  c
16. Consider the differential equation
3.
a b c
  d2y dy
2
 2 tan x  y  0 defined on
a b c dx dx
  
4. 0  a  b and b  c  0   ,  . Which among the following are
 2 2
13. The problem  y " (1  x) y   y , x  (0,1) true ?
y (0)  y (1)  0 has a non zero solution 1. there is exactly one solution y  y  x 
with y  0   y '  0   1 and
1. for all   0
   
2. for all    0,1 y    2 1  
3  3
3. for some   (2, ) 2. there is exactly one solution y  y  x 

4. for a countable number of  ’s with y  0   1, y '  0   1 and

   
14. Let x : 0,3    has a non zero solution y     2 1  
 3  3
2 3. any solution y  y  x  satisfies
of the ODE x "(t )  et x (t )  0, for
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y " 0  y  0  Answers
4. if y1 and y2 are any two solutions then ----------------------- S C Q --------------------
 ax  b  y1   cx  d  y2 for some 1. 1 2. 3 3. 4 4. 1
a, b, c, d  
5. 1 6. 4 7. 3 8. 1
(CSIR NET Dec 2017)
17. Consider the Sturm-Liouville problem 9. 3 10. 4 11. 4 12. 1

y "  y  0, y  0   0 and y     0 . 13. 1 14. 1 15. 1 16. 1

17. 3 18. 4 19. 4 20. 3
Which of the following statements are
21. 4
true ?
1. There exist only countably many
---------------------- M C Q --------------------
characteristic values
1. 1,2,3,4 2. 2,3,4 3. 1,2,3
2. There exist uncountably many
4. 1,2,3,4 5. 1,3 6. 1,2
characteristic values
7. 1,2,4 8. 1,2 9. 2
3. Each characteristic function
10. 2,3 11. 1,3 12. 2,3
corresponding to the characteristic
13. 3,4 14. 2,4 15. 1,3
value  has exactly     1 zeros in
16. 1,2,3,4 17. 1,3
 0,  
4. Each characteristic function
corresponding to the characteristic

value  has exactly    zeros in

 0,  
(CSIR NET June 2018)
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Chapter - 6
System of linear ordinary differential equations
Consider the homogeneous linear system
dx dy
 ax  by and  cx  dy ......(1)
dt dt
where a, b, c, d are real constants.
 x t   a b  dx
Suppose X    and A    , then above system can be expressed as  AX or X   t   AX
 y  t   c d  dt

Working Rule to find the general solution of (1) :

Step (i) Find the eigen values of A by solving the characteristic equation  2   trA    det A  0 .

Suppose 1 and 2 are the eigen values of A.

Step (ii) We have the following different cases :

Case (a) : If 1 and 2 are real and distinct then find eigen vectors corresponding to 1 and 2 , say these

be v1 and v2 . Then the general solution of (1) is given by X  t   c1v1e1t  c2v2e 2t . Here v1e1t

and v2e 2t are two L.I. solutions of (1).

Case (b): If 1 and 2 are complex and distinct, then case (a) is still valid. But a shorter method is given

as : Suppose v1 is an eigen vector corresponding to the eigen value 1 , then one solution of

system (1) is v1e1t . Let w1 and w2 be real and imaginary parts of v1e1t then it can be proved

that w1 and w2 are two L.I. solutions of (1) and so the general solution of (1) is given by

X  t   c1w1  c2 w2 , c1 , c2 are arbitrary.

Case (c) : If 1  2   (real) and dimension of eigen space of  is 2 then suppose v1 and v2 are two L.I.

eigen vectors w.r.t.  . Then v1et and v2e t are two L.I. solutions of (1) and so the general

solution of (1) is given by X  t   c1v1et  c2 v2 et

Case (d) : If 1  2   (real) and dimension of eigen space of  is one, then suppose one eigen vector

is v1 . Now, construct a new vector v2 which satisfy the equation  A   I  v2  v1. Then two

L.I. solutions of (1) are given by v1et and  tv1  v2  e t and so the general solution is given by
 2

X  t   c1v1et  c2  tv1  v2  et where c1 , c2 are arbitrary constants.

Autonomous Systems

Def. Autonomous System : Consider the system

dx dy
= F (x , y) = G (x , y) ......(1)
dt dt
where F and G are continuous and have continuous first partial derivative throughout the xy plane.
A system of this kind in which the independent variable t does not appear in the function F and G
is called an autonomous system.
Def. Solution and path of an autonomous system : Consider the autonomous system
dx dy
= F (x , y) = G (x , y) ......(1)
dt dt
By a theorem of system of differential equations , we have that for any given real number t0 and any
pair (x0 , y0) of real numbers , there exists a unique solution x = x(t) , y = y(t) ......(2) of the
system (1) such that x(t0) = x0 and y(t0) = y0 . If x(t) and y(t) are not both constant functions , then
system (2) represents a curve in xy–plane which is called path (or orbit or trajectory) of the system (1).
Def. Critical point : Given the autonomous system
dx dy
= F (x , y) and = G (x , y) ......(1)
dt dt
a point (x0 , y0) at which both F(x0 , y0) = 0 and G(x0 , y0) = 0 is called a critical point of (1).
A critical point is also called equilibrium point or singular point.
Def. Isolated critical point : A critical point (x0 , y0) of the autonomous system
dx dy
= F (x , y) = G (x , y) ......(1)
dt dt
is called an isolated critical point if there exist a circle (x  x0)2 + (y  y0)2 = r2 about the point (x0 , y0)
such that (x0 , y0) is the only critical point of (1) within this circle.
Note : For convenience , we shall take the critical point (x0 , y0) to be the origin (0 , 0). There is no
loss in generality in doing so , for if (x0 , y0)  (0 , 0) , then the translation of coordinates
 = x – x0 ,  = y – y0 transforms (x0 , y0) into the origin in   plane.
Def. Let x = x(t) , y = y(t) is a solution which prametrically represents the path C , and let (0 , 0)
dx dy
be a critical point of the autonomous system = F (x , y) = G (x , y).
dt dt
Then we say that the path C approaches the critical point (0 , 0) as t   if
lim x(t) = 0 and lim y(t) = 0.
t  t 

In like manner , a path C1 approaches the critical point (0 , 0) as t   if

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lim x1 (t) = 0 and lim y1 (t) = 0

t  t 

where x = x1(t) and y = y1 (t) is a solution defining the path C1.

Def. Let x = x(t) and y = y(t) be a solution which parametrically represents the path C and let (0 , 0)
dx dy
be the critical point of the autonomous system = F (x , y) , = G (x , y) to which C
dt dt
y (t )
approaches as t   . Then we say that C enters the critical point (0 , 0) , as t   if lim
t  x (t )
exists or if this quotient becomes either positively or negatively infinite as t   .
y (t )
We observe that the quotient represents the slope of the line joining critical point (0 , 0) and a
x (t )
point R with coordinates (x(t) , y(t)) on C. Thus when we say that a path C enters the critical point
(0 , 0)as t   we mean that the line joining (0 , 0) and a point R tracing out C approaches a
definite ‘limiting’ direction as t   .

Types of critical points

Def. Center : The isolated critical point (0, 0) of autonomous system is called a center if there exists a
neighbourhood of (0, 0) which contains a countably infinite number of closed path Cn (n = 1, 2 ,…..) ,
each of which contains (0 , 0) in its interior , and which are such that the diameters of the paths
approach 0 as n   , but (0 , 0) is not approached by any path either as t   or as t   .

x
0

The critical point (0 , 0) of adjoining figure is called a center. Such a point is surrounded by an
infinite family of closed paths , members of which are arbitrarily close to (0 , 0) , but it is not
approached by any path either as t   or as t   .
 4

Def. Saddle Point : The isolated critical point (0 , 0) is called a saddle point if there exist a
neighbourhood of (0 , 0) in which the following two conditions hold :
(i) There exist two paths which approach and enter (0, 0) from a pair of opposite directions as t   ,
and there exist two paths which approach and enter (0, 0) from a different pair of opposite
directions as t   .
(ii) In each of the four domains between any two of the four directions in (i) there are infinitely many
paths which are arbitrarily close to (0 , 0) but which do not approach (0 , 0) either as t   or
as t   .
The critical point (0 , 0) of adjoining figure is a saddle point which is such that

D R2 y
B

R3
x
O R1

C
A R4

(i) It is approached and entered by two half-line paths (A0 and B0) as t   , these two paths
forming the geometric curve AB.
(ii) It is approached and entered by two half – line path (C0 and D0) as t   , these two paths
forming the geometric curve CD.
(iii) Between the four half – line paths described in (i) and (ii) there are four domains R1 , R3 , R3 , R4 ,
each containing an infinite family of semi – hyperbolic like paths which do not approach (0 , 0)
as t   or as t   , but which become asymptotic to one or another of the four half – line
paths as t   and as t   .
Def. Focal point/Spiral point : The isolated critical point (0, 0) is called a spiral point (or focal point)
if there exists a neighbourhood of (0 , 0) such that every path C in this neighbourhood has the
following properties :
(i) C is defined for all t > t0 (or for all t < t0 ) for some number t0.
(ii) C approaches (0 , 0) as t   (or as t   ).
(iii) C approaches (0 , 0) in a spiral – like manner , winding around (0 , 0) an infinite number of times
as t   (or as t   ).
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The critical point (0 , 0) in the above figure is a spiral point (or focal point). This point is approached
in a spiral – like manner by an infinite family of paths as t   (or as t   ). Here , while the
paths approach (0, 0) , they do not enter it. That is a point R tracing such a path C approaches O (0 , 0)
as t   (or as t   ), but the line OR does not tend to a definite direction , since the path
constantly winds about O.
Def. Node : The isolated critical point (0 , 0) is called a node if there exist a neighbourhood of (0 , 0)
such that every path C in this neighbourhood has the following properties :
(i) C is defined for all t > t0 (or for all t < t0) for some number t0.
(ii) C approaches (0 , 0) as t   (or as t   ).
(iii) C enters (0 , 0) as t   [or as t   ].

The critical point (0 , 0) in the above figure is a node. This

point is not only approached but also entered by an infinite
family of paths as t   (or as t   ). That is , a point R
tracing such a path not only approaches O but does so in
such a way that the line OR tends to a definite direction as
t   (or as t   ). In above figure , there are four
rectilinear paths AO , BO , CO and DO. All other paths are
like “semiparabolas” As each of these
semiparabolic – like paths approaches O , its slope
approaches that of the line AB.
Def. Stability: Let (0 , 0) is an isolated critical point of the autonomous system
dx dy
= F (x , y) , = G (x , y) .......(1)
dt dt
Let C be a path of (1) and let x = x(t) , y = y(t) be a solution of (1) defining C parametrically.
 6
Let

D (t )  [ x(t )]2  [ y (t )]2 ......(2)

denote the distance between the critical point (0 , 0) and the point R : (x(t) , y(t)) on C. The critical
point (0 , 0) is called stable if for every number  > 0 , there exists a number  > 0 such that the
following is true : Every path C for which
D(t0) <  for some value t0 ......(3)
is defined for all t  t0 and is such that
D(t) <  for t0  t <  ......(4)
Analysis of the definition : According to (2) , the inequality D(t0) <  for some value t0 in (3) ,
means that the distance between the critical point (0 , 0) and the point R on the path C must be less
than  at t = t0. This means that at t = t0 , R lies within the circle K1 of radius  about (0 , 0).
Similarly the inequality D(t) <  for t0  t <  in (4) means that the distance between (0 , 0) and R
is less than  for all t  t0 , and hence that for t  t0 , R lies within the circle K2 of radius  about
(0 , 0). Now if (0 , 0) is stable , then every path C which is inside the circle K1 of radius  at t = t0
will remain inside the circle K2 of radius t  t0.

Asymptotic Stability : Let (0 , 0) is an isolated critical point of the system

dx dy
= F (x , y) , = G (x , y) ......(1)
dt dt
Let C be a path of (1) and let x = x(t) , y = y(t) be a solution of (1) representing C parametrically.
Let

D (t )  [ x(t )]2  [ y (t )]2 .......(2)

denote the distance between the critical point (0 , 0) and the point R : (x(t) , y(t)) on C. The critical
point (0 , 0) is called asymptotically stable if
(i) It is stable and
(ii) There exist a number  0 > 0 such that if
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D(t0) <  0 ......(3)

for some value t0 , then
lim x(t) = 0 , lim y(t) = 0 ......(4)
t  t 

Def. A critical point is called unstable if it not stable.

Illustration : (i) Centre , spiral point and node are stable.
(ii) Out of these three , the spiral point and the node are asymptotically stable.
(iii) If the directions of the paths in the figures of spiral point and node are reversed , then they
become unstable.
(iv) Saddle point is unstable.
Critical points and paths of linear systems : We consider the linear system
dx
= ax + by
dt
dy
= cx + dy .......(1) where a , b , c , d are real constants.
dt
We attempt to determine a solution of the form
x = A e t
y = B e t .......(2) where A , B and  are constants.
If we put (2) in (1) , we obtain
A  e t = a A e t + b B e t
B  et = c A e t + d B et which gives

(a –  )A + bB = 0
a A + (b –  ) B = 0 .......(3)
This system obviously has the trivial solution A  B  0 . But this would give only the trivial solution
x = 0 , y = 0 of the system (1). Thus we seek non – trivial solution of the system (3). A necessary and
sufficient condition that this system have a non-trivial solution is that the determinant
a b
0 ......(4)
a d 
This gives the quadratic equation
 2 – (a + d)  + (ad – bc) = 0 ......(5)
 8
This equation is called the characteristic equation associated with the system (1). Its roots  1 and  2
are called the characteristic roots.
If the pair (2) is to be a solution of the system (1) , then  in (2) must be one of these roots.
Note : We summarize our results in the following table :

Sr. No. Nature of Roots  1 ,  2 Nature of Critical Stability of critical point

point
1. Real, unequal, same Node Asymptotically stable if roots are
sign negative and unstable if roots are
positive.
2. Real,unequal, opposite Saddle point Unstable.
sign
3. Real and equal. Node Asymptotically stable if roots are
negative and unstable if roots are
positive.
4. Conjugate complex but Spiral point Asymptotically stable if real part of roots
not pure imaginary. is negative and unstable if real part of
roots is positive.
5. Pure imaginary Center Stable but not asymptotically stable.

Example 1 : Determine the nature of the critical point (0 , 0) of the system

dx 
 2x  7 y
dt
 .......(1)
dy
 3x  8 y 
dt 

and determine whether or not the point is stable.

Solution : Comparing system (1) with standard system
dx
 ax  by
dt
dy
 cx  dy
dt
we get , a = 2 , b = – 7 , c = 3 and d = – 8.
We know that characteristic equation is  2 – (a + d)  + (ad – bc) = 0
i.e  2 + 6 + 5 = 0 ......(2)
Hence the roots of characteristic equation are  1 = – 5 and  2 = – 1. Since the roots are real ,
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unequal and of the same sign (both negative) , we conclude that the critical point (0 , 0) of (1) is a
node. Since the roots are real and negative , the point is asymptotically stable.
Example 2 : Determine the nature of the critical point (0, 0) of the system
dx 
 2x  4 y 
dt
 …...(1)
dy
  2x  6 y
dt 

and determine whether or not the point is stable.

Solution : Here a = 2 , b = 4 , c = – 2 , d = 6. The characteristic equation is
 2 – 8  + 20 = 0
and its roots are 4  2i . Since these roots are conjugate complex but not pure imaginary, so critical
point (0 , 0) is a spiral point. Since the real part of the conjugate complex roots is positive , the point
is unstable.

Exercise 6.1
Find the general solution of each of the following linear systems:
dx dy dx dy dx dy
(1)  5 x  2 y,  4x  y (2)  x  2 y,  3x  2 y (3)  3x  y,  4x  3 y
dt dt dt dt dt dt
dx dy dx dy dx dy
(4)  3 x  4 y,  2x  3 y (5)  x  3 y,  3x  y (6)  x  4 y, x y
dt dt dt dt dt dt
dx dy dx dy dx dy
(7)  x  3 y,  3x  y (8)  4 x  2 y,  5x  2 y (9)  3x  2 y,  2x  3 y
dt dt dt dt dt dt
dx dy dx dy
(10)  3 x  y,  4x  y (11)  5 x  4 y,  x  y
dt dt dt dt
Find the particular solution of each of the following linear systems:
dx dy
(12)   2 x  7 y,  3x  2 y; x  0   9, y  0    1
dt dt
dx dy
(13)  2 x  8 y,  x  6 y; x  0   4, y  0  1
dt dt
dx dy
(14)  6 x  4 y,  x  2 y; x  0   2, y  0   3
dt dt
 10

 x t  
Find the general solution of each of the following homogeneous linear systems, where X    has
 y  t  
been used.
dX 1 2  dX 1 4  dX  3 1 dX  6 4 
(15)  X (16)  X (17)  X (18)  X
dt 3 2  dt 1 1  dt  4 1 dt  1 2 

Answers
1. x1  c1et  c2e3t , x2  2c1et  c2e3t

2. x1  c1e t  2c2e 4 t , x2  c1e t  3c2e 4 t

3. x1  c1et  c2e5t , x2  2c1et  2c2e5t

4. x1  2c1et  c2e t , x2  c1et  c2e t

5. x1  c1e2 t  c2e 4 t , x2  c1e 2 t  c2e 4 t

6. x1  2c1 cos 2t et  2c2 sin 2t et , x2  c1 sin 2t et  c2 cos 2t et

7. x1  c1 cos3t et  c2 sin 3t et , x2  c1 sin 3t et  c2 cos3t et

8. x1  2c1 cos3t e3t  c2e3t (cos 3t  3sin 3t ), x2  2c1 e3t sin 3t  c2 e3t (sin 3t  3cos3t )

9. x1  c1 e3t sin 2t  c2 e3t cos 2t , x2  c1 e3t cos 2t  c2 e3t sin 2t

10. x1  c1et  c2 (t  1) et , x2  2c1 et  c2 (2t  1)et

11. x1  2c1 e3t  c2 (2t  1) e3t , x2  c1e3t  c2t e3t

12. x1  2 e5t  7e 5t , x2  2e5t  3 e5t

13. x1  (4 cos 2t  8sin 2t ) e 4t , x2  (cos 2t  3sin 2t ) e 4 t

14. x1   2  8t  e4t , x2  (3  4t ) e 4t

15. x1  c1 e t  2c2 e 4 t , x2  c1 e t  3c2 e4 t

16. x1  2c1 et sin 2t  2c2 et cos 2t , x2  c1 et cos 2t  c2 et sin 2t

17. x1  (c1  t c2 ) et , x2   2c1  c2 (2t  1)  et

18. x1  2c1 e 4t  c2 (2t  1) e 4t , x2  c1 e 4t  c2 t e 4t

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Critical points and paths of non-linear system

Theorem (A) : Basic theorems on non-linear system : We now consider the non-linear real
autonomous system
dx
 P ( x, y )
dt
……(*)
dy
 Q ( x, y )
dt
We assume that the system (*) has an isolated critical point which we shall choose to be origin (0, 0).
We now further assume that the functions P and Q in the right members of (*) are such that P( x, y )
and Q( x, y ) can be written in the form
P( x, y )  ax  by  P1 ( x, y )
…..(**)
Q ( x, y )  cx  dy  Q1 ( x, y )
where
a b
I. a, b, c, d are real constants and  0 and
c d

II. P1 and Q1 have continuous first partial derivatives for all ( x, y ) and are such that
P1( x, y ) Q1 ( x, y )
lim  lim 0 …..(1)
( x , y )(0,0) x 2  y 2 ( x , y )(0,0) x 2  y 2

Thus the system under consideration may be written in the form

dx
 ax  by  P1( x, y )
dt
dy
 cx  dy  Q1 ( x, y )
dt
where a, b, c, d , P1 and Q1 satisfy the requirements (1) and (II)
Theorem (B) : Consider the non linear system
dx
 ax  by  P1( x, y ) …..(2)
dt
dy
 cx  dy  Q1 ( x, y )
dt
where a, b, c, d , P1 and Q1 satisfy the requirements (1) and (II) above consider also the corresponding
linear system
dx
 ax  by ….(3)
dt
dy
 cx  dy
dt
 12

obtained from (2) by neglecting the nonlinear terms P1 ( x, y ) and Q1 ( x, y ) . Both systems have an

isolated critical point at (0, 0). Let 1 and 2 be the roots of the characteristic equation

 2  (a  d )  (ad  bc)  0 ……(4)

of the linear system (3).
Conclusions : 1. The critical point (0, 0) of the nonlinear system (2) is of the same type as that of the
linear system (3) in the following cases :
Sr. Nature of root 1 , 2 Nature of critical point Stability of critical point
No.
1. Real, unequal, same (0, 0) is a node for both Asymptotically stable if roots are
sign system (2) and (3) negative and unstable if roots are
positive
2. Real, unequal, opposite (0, 0) is a saddle point for Unstable
sign both system (2) and (3)
3. Real, equal and system (0, 0) is a node for both Asymptotically stable if roots are
is not such that systems (2) and (3) negative and unstable if roots are
a  d  0, b  c  0 positive.
4. Real, equal and system (0, 0) is a node of (3) but Asymptotically stable if roots are
(3) is such that (0, 0) may be either a node negative and unstable if roots are
a  d  0, b  c  0 or a spiral point of (2) positive.
5. Pure imaginary (0, 0) is a centre of (3) but (0, 0) is stable critical point of (3), it is
(0, 0) may be either a not necessarily a stable critical point
centre or a spiral point of of (2).
(2).
6. Conjugate complex but (0, 0) is a spiral point for Asymptotically stable if real part of
not pure imaginary both systems (2) and (3) roots is negative and unstable if real
part of roots is positive.

dx 
 8x  y 2 
dt
Example 1 : Determine the nature of the critical point (0, 0) of the system  ……(1)
dy 2
 6 y  6 x
dt 

and determine whether or not the point is stable.

Solution : System (1) is of the form (2) and that the hypotheses of theorem (A) and (B) are satisfied.
To determine the type of critical point (0, 0), we consider the linear system
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dx
 8x
dt
dy
 6 y
dt
of the form (3). The characteristic equation of this system is  2  2  48  0 and thus the roots are
1  8 and 2  6 . Since roots are real, unequal and of opposite sign, so critical point (0, 0) of the
given nonlinear system is a saddle point. So it is unstable. By definition, the critical points of this
system must simultaneously satisfy the system of algebraic equations 8 x  y 2  0 , 6 y  6 x 2  0

From the second equation of this pair, y  x 2 . Then, substituting this into the first equation of the pair,

we obtain 8 x  x 4  0 , which factors into x(2  x )(4  2 x  x 2 )  0

This equation has only two real roots x  0 and x  2 . Thus we obtain two real critical points (0, 0),
and (2, 4).
We now investigate the type and stability of the other critical point (2, 4). To do this we make
the translation of coordinates   x  2,   y  4 which transforms the critical point x  2, y  4

into the origin    0 in the  plane. We now transforms the given system into   ,  coordinates.

d
 8  8   2 …….(2)
dt
d
 24  6  6 2
dt
The system (2) is of the form (2) and hypotheses of theorem (A) and (B) are satisfied in these
coordinates. To determine the type of the critical point     0 of (2), we consider the system
d
 8  8
dt
d
 24  6
dt
The characteristic equation of this linear system is  2  2  144  0

The roots of this system are 1  143 i which are conjugate complex with real part not zero, so
    0 of non linear system (2) is a spiral point and since real part is positive so it is a unstable
spiral point. So the given system (1) has two real critical point namely
1. critical point (0, 0) ; a saddle point ; unstable.
2. critical point (2, 4) ; a spiral point ; unstable.
 14

Exercise 6.2
1. Determine the nature of the critical point (0, 0) of the system
dx
 x  4 y  x2
dt
dy
 6 x  y  2 xy
dt
and determine whether or not the point is stable.
2. Determine the nature of critical point (0, 0) of the system
dx
 sin x  4 y
dt
dy
 sin 2 x  5 y
dt
and determine whether or not the point is stable.

Answers
1. saddle point ; unstable 2. node ; asymptotically stable
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Assignment-6  y t   dy
4. Let y  t    1  satisfy  Ay; t  0
--------------------- S C Q ---------------------  y2  t   dt

 x (t )  0
1. The general solution  and y  0     where A is a 2  2
 of the system 1
 y (t ) 
x '  x  2 y constant matrix with real entries satisfying
is given by trace A=0 and detA>0. Then
y '  4x  y
y1  t  and y2  t  both are
 c e3t  c2e 3t  1. monotonically decreasing functions of
1.  1 
 2c e3t  c e 3t  t.
 1 2 
2. monotonically increasing functions of t.
 c e3t  3. oscillating functions of t.
2.  1  4. constant functions of t.
 c e 3t 
 2  (CSIR NET Dec 2012)
 c e3t  c2e3t 
3.  1  5. Consider the system of ODE in
 2c e3t  c e 3t 
 1 2  dy 0
 c e3t  c2e 3t   2 ,  AY , Y  0     , t  0 where
4.  1 
dt 1
 2c e3t  c e 3t   1 1   y1  t  
 1 2 
A   and Y  t    .
(GATE 2001)  0 1  y2  t  
Then
2. The general solution of the system of
1. y1  t  and y2  t  are monotonically
differential equations
dz increasing for t  0
y 0 2. y1  t  and y2  t  are monotonically
dx
dy increasing for t  1
z0
dx 3. y1  t  and y2  t  are monotonically
is given by decreasing for t  0
1. y   e x   e  x , z   e x   e x 4. y1  t  and y2  t  are monotonically
2. y   cos x   sin x, z   sin x   cos x decreasing for t  1
3. y   sin x   cos x, z   cos x   sin x (CSIR NET Dec 2015)
4. y   e x   e x , z   e x   e x
(GATE 2005)  2 1 0  x1 (t ) 
6. Let A   0 2 1  , x(t )   x2 (t )  and
 

3. Let a, b  R . Let y  ( y1, y2 )t be a solution  0 0 2   x3 (t ) 

of the system of equation | x (t ) | ( x12 (t )  x22 (t )  x32 (t ))1/2
y1'  y2 , y2'  ay1  by2 . Then any solution of the first order system
Every solution y ( x)  0 as x   , if of the ordinary differential equation
1. a  0, b  0 2. a  0, b  0 x(t )  Ax(t ) 
3. a  0, b  0 4. a  0, b  0  satisfies
x (0)  x0 
(GATE 2008) 1. lim | x(t ) | 0
t 
 2

2. lim | x(t ) |   1
t 
dy  
3. lim | x(t ) | 2  Ay; t  0; y  0    1 . Then
t  dt  1
4. lim | x(t ) | 12  
t  2
t
(CSIR NET June 2016) 1. y1  t  1  t  , y2  t  1  t , y3  t  1.
2
t2
---------------------- M C Q -------------------- 2. y1  t  1  t , y2  t  1  t  , y3  t  1.
2
1. Consider the first order system of linear t2
3. y1  t  1, y2  t  1  t , y3  t  1  t  .
dX 3 2 2
equations  AX ; A   ; tA
dt  2 1 4. y1  t   e y  0  .
 x t  (CSIR NET Dec 2013)
X   1  . Then
 x2  t   4. The critical point of the system
1. the coefficient matrix A has a repeated dy dy
eigenvalue =1   4 x  y,  x  2 y is an
dx dt
2. there is only one linearly independent
1. asymptotically stable node
1 2. unstable node
eigenvector X 1   
 1 3. asymptotically stable spiral
3. the general solution of the ODE is 4. unstable spiral
 aX 1  bX 2  e , where a, b are arbitrary (CSIR NET June 2015)

 t  5. Let ( x (t ), y (t )) satisfy for t  0

1
constants and X1    , X 2   1  dx dy
 1   t   x  y,   y, x(0)  y (0)  1,
2  dt dt
4. the vectors X 1 and X 2 in the option 3 Then x(t ) is equal to
given above are linearly independent 1. e t  t y (t )
(CSIR NET Dec 2011)
2. y (t )
2. Consider the system of ODE 3. e t (1  t )
d 2 4.  y (t )
Y  AY , Y  0     ; where
dx  1 (CSIR NET Dec 2016)
1 2   y1  x  
A  and Y    . Then 6. Consider a system of first order differential
 0 1  y2  x   d  x t    x  t   y t 
1. y1  x    and y2  x   0 as x  
equations   
dt  y  t     y  t  
2. y1  x   0 and y2  x   0 as x   The solution space is spanned by
3. y1  x    and y2  x    as x   0  et 
1.  t  and  
4. y1  x  , y2  x    as x   e  0
(CSIR NET June 2012)  et   cosh t 
2.   and  t 
0  e 
0 1 0  y1  t    e t 
  sinh t 
  3.   and
3. Let A   0 0 1  and y   y2  t   satisfy  t 
0 0 0  y t    2e t   e 
   3 
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 t 1 t 
 et  e  e 
4.   and  2
 
0  e t

7. Consider the system of differential equations
dx
 2x  7 y
dt
dy
 3x  8 y
dt
Then the critical point  0,0  of the system

is an
1. asymptotically stable node
2. unstable node
3. asymptotically stable spiral
4. unstable spiral
(CSIR NET June 2018)

Answers
----------------------- S C Q --------------------
1. 1 2. 3 3. 1
4. 3 5. 4 6. 1

---------------------- M C Q --------------------
1. 1,2,3,4 2. 1 3. 1
4. 1 5. 1,3 6. 3,4
7. 1
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Chapter - 7
Existence and uniqueness problems

Def. Lipschitz condition : A function f  x, y  defined in domain D is said to satisfy the Lipschitz

condition w.r.t. y in D if, these exists constant K such that f  x, y1   f  x, y2   K y1  y2 , for all

 x, y1  ,  x, y2   D . Here the constant K is known as Lipschitz constant.

f
Theorem (1) : Suppose f  x, y  is a function defined and continuous in a domain D such that
y

exists and bounded in D then f  x, y  satisfy the Lipschitz condition with the Lipschitz constant

f
max ,  x, y   D .
y

f
Remark: Boundness of is only a sufficient condition for the Lip. Condition but not necessary i.e.
y
f
If is not bounded then nothing can be said about Lipschitz condition.
y
Theorem (2) : CauchyPeano Existence theorem :
Hypothesis : Consider the initial value problem
dy
 f  x, y  ......(1)
dx
and y  x0   y0 ......(2)

Suppose f  x, y  is continuous in the closed rectangle R defined by

R  x, y  : x  x0  a, y  y0  b

Conclusion : (i) These exist a solution   x  of (1) and (2).

 b
(ii) This solution   x  is defined at least on the interval  x0  h, x0  h  , where h  min a,  and
 M

f  x, y   M for all x  R
 2

Theorem (3) : Picard’s Uniqueness theorem :

Hypothesis : Consider the I.V.P.
dy
 f  x, y  ......(1)
dx
and y  x0   y0 ......(2)

Suppose the function f  x, y  is  C , Lip  in the rectangle R   x, y  : x  x0  a, y  y0  b

Conclusion : (i) These exist a unique solution   x  of (1)and (2) .

 b
(ii) This solution   x  is defined atleast on the interval  x0  h, x0  h  , where h  min a,  and
 M

f  x, y   M for all x  R

Remark : If the function f  x, y  is not  C , Lip  then nothing can be said about existence and

uniqueness of the solution.

Exercise 7.1
1. Which of the following functions satisfies a Lipschitz condition in the rectangle R defined by
R  x, y  : x  a, y  b, a  0, b  0

(i) f  x, y   x 2  y 2 (ii) f  x, y   x sin y  y cos x (iii) f  x, y   x 2 e x y

1
(iv) f  x, y   xy (v) f  x, y   y 2  y 3 (vi) f  x, y   y 3
2 2 3
(vii) f  x, y   y 3 (viii) f  x, y   y 5 (ix) f  x, y   y 2
5 2 3
(x) f  x, y   y 2
(xi) f  x, y   xy 3
(xii) f  x, y   xy 2

(xiii) f  x, y   y (xiv) f  x, y   x y (xv) f  x, y   y

3 5
(xvi) f  x, y   xy (xvii) f  x, y   y 5 (xviii) f  x, y   y 3

(xix) f  x, y   sin y (xx) f  x, y   1  x 2  y

(xxi) f  x, y   g  x  y where g  x  is continuous on R.

(xxii) f  x, y   1  g 2  x   y , where g  x  is continuous on R.

(xxiii) f  x, y   a0  x  y 2  a1  x  y  a2  x  , where a0 , a1 and a2 are continuous functions on R.

(xxiv) f  x, y   x y
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2. Which of the following functions satisfies a Lipschitz condition in the rectangle R defined by
R  x, y  : x  3  1, y  2.

(i) f  x, y   x 2  y 2 (ii) f  x, y   x sin y  y cos x (iii) f  x, y   x 2 e x y

1
(iv) f  x, y   xy (v) f  x, y   y 2  y 3 (vi) f  x, y   y 3
2 2 3
(vii) f  x, y   y 3
(viii) f  x, y   y 5
(ix) f  x, y   y 2

5 2 3
(x) f  x, y   y 2 (xi) f  x, y   xy 3 (xii) f  x, y   xy 2

(xiii) f  x, y   y (xiv) f  x, y   x y (xv) f  x, y   y

3 5
(xvi) f  x, y   xy (xvii) f  x, y   y 5 (xviii) f  x, y   y 3

(xix) f  x, y   sin y (xx) f  x, y   1  x 2  y

(xxi) f  x, y   g  x  y where g  x  is continuous on R.

(xxii) f  x, y   1  g 2  x   y , where g  x  is continuous on R.

(xxiii) f  x, y   a0  x  y 2  a1  x  y  a2  x  , where a0 , a1 and a2 are continuous functions on R.

(xxiv) f  x, y   x y

3. Which of the following functions satisfies a Lipschitz condition in the rectangle R defined by
R  x, y  : x  3  1, y  3  2.

(i) f  x, y   x 2  y 2 (ii) f  x, y   x sin y  y cos x (iii) f  x, y   x 2 e x y

1
(iv) f  x, y   xy 2
(v) f  x, y   y  y 3
(vi) f  x, y   y 3

2 2 3
(vii) f  x, y   y 3 (viii) f  x, y   y 5 (ix) f  x, y   y 2
5 2 3
(x) f  x, y   y 2 (xi) f  x, y   xy 3 (xii) f  x, y   xy 2

(xiii) f  x, y   y (xiv) f  x, y   x y (xv) f  x, y   y

3 5
(xvi) f  x, y   xy (xvii) f  x, y   y 5 (xviii) f  x, y   y 3
 4

(xix) f  x, y   sin y (xx) f  x, y   1  x 2  y

(xxi) f  x, y   g  x  y where g  x  is continuous on R.

(xxii) f  x, y   1  g 2  x   y , where g  x  is continuous on R.

(xxiii) f  x, y   a0  x  y 2  a1  x  y  a2  x  , where a0 , a1 and a2 are continuous functions on R.

(xxiv) f  x, y   x y

4. Discuss the existence and uniqueness of the following initial value problems. Also find the
solution, wherever possible:
4 4 4
dy dy dy
(i)  y 3 , y 0  0 (ii)  y 3 , y  0  1 (iii)  y 3 , y 1  0
dx dx dx
4 2 2
dy dy dy
(iv)  y 3 , y 1 1 (v)  y 3 , y  0  0 (vi)  y 3 , y  0  1
dx dx dx
2 2
dy dy dy
(vii)  y 3 , y 1  0 (viii)  y 3 , y 1 1 (ix)  y , y  0  0
dx dx dx
dy dy dy
(x)  y , y  0 1 (xi)  y , y 1  0 (xii)  y , y 1 1
dx dx dx
dy dy
(xiii)  y 2 , y  0 1 [ NET June 2013 ] (xiv)  1  x 2  y, y  0  1
dx dx
dy
(xv)  1  f 2  x   y , y  0  1, where f is continuous on R [ NET DEC 2011 ]
dx
dy dy 2 y
(xvi) 1  y 2 , y  0   0 (xvii)  e , y  0  0
dx dx
1
dy dy
(xviii)  xy 3 , y  0   0 [ NET June 2013 ] (xix)  y , y 1  0
dx dx
2
dy dy
(xx)  60 y 5 , y  0   0 [ NET Dec. 2012 ] (xxi) x  3 y , y 1 1
dx dx
dy
(xxii)  f  x  y  x  , y  0  1, where f is a continuous function on R [ NET June 2012 ]
dx
5. Find the largest possible interval for x in which Picard’s uniqueness theorem (PUT) guarantees the
existence of a unique solution. Also, wherever possible, find the interval for x in which the
solution actually exist.
dy dy 2 y dy 2
(i) 1  y 2 ; y  0   0 (ii)  e , y  0  0 (iii)  x  y 2 , y  0  0
dx dx dx
dy dy
(iv) 16  y 2 , y  0   0 (v)  y , y  0  1, R : x  1, y  1  1
dx dx
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dy 1  2 x  3 y
(vi)  , y  0   0, R : x  2, y  1
dx 2  x 2  y 2
dy 1  x  y
(vii)  , y 1 1, R : x  1  1, y  1  1
dx 2  x 2  y 2
dy 2 xy
(viii)  , y  1 1, R : x  1  1, y  1  1
dx 4  x 2  y 2
dy 3xy
(ix)  , y  0   0, R : x  1, y  2
dx 2  cos  xy 

Answers
1. (i) Yes (ii) Yes (iii) Yes (iv) Yes (v) Yes
(vi) No (vii) No (viii) No (ix) Yes (x) Yes
(xi) No (xii) Yes (xiii) No (xiv) No (xv) No
(xvi) No (xvii) No (xviii) Yes (xix) Yes (xx) Yes
(xxi) Yes (xxii) Yes (xxiii) Yes (xxiv) Yes
2. (i) Yes (ii) Yes (iii) Yes (iv) Yes (v) Yes
(vi) No (vii) No (viii) No (ix) Yes (x) Yes
(xi) No (xii) Yes (xiii) No (xiv) No (xv) No
(xvi) No (xvii) No (xviii) Yes (xix) Yes (xx) Yes
(xxi) Yes (xxii) Yes (xxiii) Yes (xxiv) Yes
3. (i) Yes (ii) Yes (iii) Yes (iv) Yes (v) Yes
(vi) Yes (vii) Yes (viii) Yes (ix) Yes (x) Yes
(xi) Yes (xii) Yes (xiii) Yes (xiv) Yes (xv) Yes
(xvi) Yes (xvii) Yes (xviii) Yes (xix) Yes (xx) Yes
(xxi) Yes (xxii) Yes (xxiii) Yes (xxiv) Yes
4. (i) trivial solution , no actual solution, unique solution
1
3
(ii) y3  , non trivial solution, unique solution
3 x
(iii) trivial solution, no actual solution, unique solution
1
1
3 y03
(iv) y3  1 2
, non trivial solution, unique solution
y03 x  3  x0 y03
 6
1
x
(v) trivial solution, y3  , infinite solution
3
1
x3
(vi) y3  , non trivial solution
3
1
x 1
(vii) trivial solution, y3  , infinite solution
3
1 1
x  x0
(viii) y3  y03  , non trivial solution
3
1
x
(ix) trivial solution, y2  , infinite solution
2
1
x2
(x) y2  , non trivial solution, unique solution
2
1
x 1
(xi) trivial solution, y2  , infinite solution
2
1 1
x  x0
(xii) y2  y02  , non trivial solution
2
1
(xiii) y  , non trivial solution
1 x
x3
x
(xiv) y  e 3 , non trivial solution, unique solution

x   f 2 ( x ) dx
(xv) y  e , non trivial solution
(xvi) y  tan x , non trivial solution, unique solution
1
(xvii) y   log(1  2 x ) , non trivial solution, unique solution
2
2
x2
(xviii) y3  , trivial solution, infinite solution
3
1
x 1
(xix) y2  , trivial solution, infinite solution
2
3
(xx) y5  36 x , trivial solution, infinite solution

(xxi) y  x 3 , non trivial solution, unique solution

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 f ( x ) dx
(xxii) y  e , non trivial solution, unique solution
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Assignment-7 1. a unique solutions in .

--------------------- S C Q --------------------- 2. N number of distinct solution in .
1. The initial value problem 3. no solution in any interval containing 0
dy for some P.

x2  x dx
 (2 x  1) y, y ( x0 )  y0
4. a unique solution in an interval
has a unique solution, if ( x0 , y0 ) equals containing 0.
1. (2, 1) 2. (1, 1) (CSIR NET June 2011)
3. (0, 0) 4. (0, 1)
(GATE 2002) 6. Consider the equation
dy
 1  f 2  t   y  t  , y  0  1:t ,  0 where f
2. The initial value problem dt
d 2 y dy is a bounded continuous function on
x 2   xy  0 ;  0,   . Then
dx dx
 dy  1. This equation admits a unique solution
y (0)  1,    0 has y(t ) and further lim y (t ) exists and is
 dx  x 0 t 

1. a unique solution finite

2. no solution 2. This equation admits two linearly
3. infinitely many solutions independent solutions
4. two linearly independent solutions 3. This equation admits a bounded
(GATE 2006) solution for which lim y  t  does not
t 

3. The initial value problem exist

dy 4. This equation admits a unique solution
x  y  x 2 , x  0; y (0)  0, has y  t  and further lim y  t   
dx t 
1. infinitely many solutions (CSIR NET Dec 2011)
2. exactly two solutions
3. a unique solution 7. Consider the initial value problem
4. no solution
y  t   f  t  y  t  , y  0  1 where f : 
(GATE 2011)
is continuous. Then this initial value
 y2 problem has
4. Let y be a solution of y '  e  1 on [0,1] 1. infinitely many solutions for some f.
which satisfies y (0)  0. Then,
2. a unique solution in .
1. y ( x)  0 for x  0
2. y ( x)  0 for x  0 3. no solution in  for some f.
3. y changes sign in [0, 1] 4. a solution in an interval containing 0,
4. y  0 for x  0 but not on  for some f.
(GATE 2008)
(CSIR NET June 2012)
5. Let P be a polynomial of degree N, with
N  2. Then the initial value problem
u  t   P  u  t   , u  0  1 has always
 2

8. Let y1  x  and y2  x  be the solutions of the 2. no solution if a  0

3. infinitely many solutions if a  0
dy
differential equation  y  17 with 4. a unique solution if a  0
dx (CSIR NET June 2015)
initial conditions y1  0   0, y2  0  1. Then 13. Consider the ordinary differential equation
1. y1 and y2 will never intersect.
y '  y  y  1 y  2  . Which of the
2. y1 and y2 will never intersect at x =17.
3. y1 and y2 will intersect at x = e. following statements is true ?
4. y1 and y2 will intersect at x = 1. 1. If y  0   0.5 then y is decreasing
(CSIR NET Dec 2012)
2. If y  0   1.2 then y is increasing
9. Consider the initial value problem (IVP)
dy 3. If y  0   2.5 then y is unbounded
 y 2 , y  0  1,  x, y     . Then there
dx 4. If y  0   0 then y is bounded below
exists a unique solution of the IVP on]
(CSIR NET June 2018)
1.  ,   2.  ,1
3. (2, 2) 4.  1,  
(CSIR NET June 2013) ---------------------- M C Q --------------------
1. The differential equation
10. Consider the initial value problem in  2 . 1
dy
Y   t   AY  BY ; Y  0   Y0 , where  60  y 2  5 ; x  0
dx
 1 0 1 1 y  0   0 has
A  ,B  . Then Y  t  is
 1 1  0 1  1. a unique solution.
given by 2. two solutions.
1. etAetBY0 2. etB etAY0 3. no solution.
4. infinite number of solutions.
3. et AB Y0 4. e t  A BY0
(CSIR NET Dec 2012)
(CSIR NET June 2014)
2. Consider the initial value problem
11. Let y :  be differentiable and satisfy dy 1
( IVP)  xy 3 , y  0   0,  x, y    .
dy  dx
 f  y  , x   Then, which of the following are correct ?
the ODE : dx  where f : 1
y  0   y 1  0  1. The function f  x, y   xy 3 does not
 is a Lipschitz continuous function. satisfy a Lipschitz condition with
respect
Then to y in any neighbourhood of y=0.
1. y  x   0 iff x  0,1 2. There exists a unique solution for the
2. y is bounded IVP.
3. y is strictly increasing 3. There exists no solution for the IVP.
dy 4. There exist more than one solution for
4. is unbounded the IVP. (CSIR NET June 2013)
dx
(CSIR NET Dec 2014)
3. Let y :  satisfy the initial value
12. The initial value problem
problem y  t  1  y 2  t  , t  , y  0   0.
y '  2 y , y  0   a , has
Then
1. a unique solution if a  0
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1. y  t1  1 for some t1  . 1. no solution in any neighbourhood of 0

2. a solution in  if   1 .
2. y  t    1 for all t  .
3. a solution in a neighbourhood of 0
3. y is strictly increasing in . 4. a solution in  only if   1
4. y is increasing in (0, 1) and decreasing (CSIR NET June 2016)
in
1,  . 7. Consider the initial value problem
(CSIR NET Dec 2013) y '(t )  f ( y (t )), y (0)  a   where
f :    . Which of the following
4. Let u(t) be a continuously differentiable statements are necessarily true ?
function taking non negative values for t>0 1. There exists a continuous function
2
f :    and a   such that the
satisfying u  t   3u  t  3 and u  0   0.
above problem does not have a solution
Which of the following are possible in any neighbourhood of 0.
solutions of the above equations ? 2. The problem has a unique solution for
1. u  t   0 every a   when f is Lipschitz
2. u  t   t 3 continuous.
3. When f is twice continuously
 0 for 0  t  1 differentiable, the maximal interval of
3. u  t    3
 t  1 for t 1 existence for the above initial value
problem is  .
 0 for 0  t  3 4. The maximal interval of existence for
4. u  t    3 the above problem is  when f is
 t  3 for t  3
bounded and continuously
(CSIR NET June 2014) differentiable.
(CSIR NET Dec 2016)
5. Let u  t  be a continuously differentiable 8. Assume that a : [0, )   is a continuous
function taking nonnegative values for
function. Consider the ordinary differential
t  0 and satisfying
3
equation
u '  t   4u 4  t  ; u  0   0 . Then
y '  x   a  x  y  x  , x  0, y  0   y0  0 .
1. u  t   0
2. u  t   t 4 Which of the following statements are
 0 for 0  t  1 true ?
3. u  t    4
 t  1

for t  1
 0 for 0  t  10
1. If
 a  x  dx  , then y is bounded
4. u  t    4
0
 t  10  for t  10 
(CSIR NET Dec 2015) 2. If
 a  x  dx  , then lim y  x  exists
0
x 

6. For   , consider the differential

equation y '  x    sin  x  y  x   , y  0   1 . 3. If lim a  x   1, then lim y  x   
x  x 
Then this initial value problem has :
 4

4. If lim a  x   1, then y is montone

x 

(CSIR NET June 2018)

Answers
----------------------- S C Q --------------------
1. 1 2. 2 3. 1
4. 4 5. 4 6. 4
7. 2 8. 1 9. 2
10. 3 11. 2 12. 3
13. 3

---------------------- M C Q --------------------
1. 4 2. 1,4 3. 2,3
4. 1,2,3,4 5. 1,2,3,4 6. 2,3
7. 2,4 8. 1,2,3,4
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Chapter - 8
Equations of First Order and Higher Degree and singular solution

Introduction : In this chapter, we shall study those differential equations, which are of first order but
not of first degree. The general form of such differential equation is :
n n1 n 2
 dy   dy   dy  dy
P0    P1    P2    ....  Pn 1  Pn  0 ......(1)
 dx   dx   dx  dx
where P0 , P1 , P2 ,................, Pn1 , Pn are functions of x and y.

dy
Usually , we denote by p, so that equation (1) takes the form
dx
P0 p n  P1 p n1  P2 p n 2  .....  Pn 1 p  Pn  0

We shall solve such equations and find the general and singular solutions of these equations.
The differential equation of first order but not of first degree can also be expressed as
dy
f (x , y, p) = 0, where p = .
dx
To solve such differential equations, we shall consider the following five cases.
(i) Equations solvable for p
(ii) Equations solvable for x
(iii) Equations solvable for y
(iv) Lagrange’s equation and Clairaut’s equation.
(v) Equations reducible to Clairaut’s equation .
We shall also find the singular solution of such equation. Let us discuss these cases one by one.
1. Equations solvable for p :
A differential equation of first order and nth degree is of the form
P0 p n  P1 p n 1  P2 p n 2  ........  Pn 1 p  Pn  0 ......(1)

where P0 , P1 , P2 ,......, Pn 1 , Pn are functions of x and y. Let left hand side of (1) be solvable for p, then it

is resolved in to n linear factors of the type

 p  f1 ( x, y ) p  f 2 ( x , y)....... p  f n ( x , y)  0
 p  f1 ( x , y ), p  f 2 ( x , y ),........., p  f n ( x , y )

dy dy dy
or  f1 ( x , y ) ,  f 2 ( x , y ) , ....,  f n ( x , y)
dx dx dx
 2
These are differential equations of first order and first degree and can be solved easily. Let the
solutions of these equations be
F1 ( x , y , c1 )  0, F2 ( x , y , c2 )  0,............, Fn ( x , y , cn )  0

The general solution of given differential equation is given by

F1 ( x , y , c1 ) F2 ( x , y , c2 ) ....... . Fn ( x , y , cn ) = 0

Since the given differential equation is of first order ; therefore , the general solution can not have
more than one arbitrary constant , so we take
c1  c2  c3 ..............cn  c (say)

Hence the general solution of the given equation can be put as

F1 ( x , y , c ) F2 ( x , y , c ) ....... . Fn ( x , y , c ) = 0

Working Rule :
1. Reduce the given differential equation in linear factors of p
2. Solve individually these linear factors of p
3. Multiply all the solutions obtained in step 2 and equate it to zero. This gives the general solution of
the given differential equation.
Example 1 : Solve p2  7p + 12 = 0
Solution : The given differential equation is
p2  7p + 12 = 0. ......(1)
or (p  3) (p  4) = 0
 p=3 or p=4
dy dy
i.e. 3 or 4
dx dx
 dy = 3 dx dy = 4 dx
Integrating , y = 3x + c Integrating , y = 4x + c
or y  3x  c = 0 or y  4x  c = 0
Therefore the general solution of given equation is  y  3x  c  y  4 x  c   0.
2. Equations Solvable for x :
A differential equation solvable for x can be put in the form
x  f  y, p  .......(1)

Differentiating w. r. t. y , we get
dx  dp 
 g  y, p, 
dy  dy 
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1  dp 
  g  y , p,  .......(2)
p  dy 

This equation involves two variables y and p. Let solution of this equation be
  y , p, c   0 .......(3)

Elimination of p from (1) and (3) gives the required solution. If elimination of p is not possible, then
expressions of x and y in terms of p together form the solution of the given equation.

Working Rule :
1. Express x explicitly in terms of p and y.
dx 1
2. Differentiate the equation w.r.t. y and replace by . The equation obtained involves p and y.
dy p
3. Solve the equation obtained in step 2 and eliminate p from this solution and the given equation.
Example 2 : Solve y  2px = y2p3
Solution : The given differential equation is y = 2px + y2p3 ......(1)
y y 2 p2
 x 
2p 2
Differentiating w.r.t. y, we have
dx 1 y dp dp
  2  yp 2  py 2
dy 2 p 2 p dy dy
1 1 y dp dp
or   2  yp 2  py 2
p 2 p 2 p dy dy

1  y  dp
or  yp 2    2  py 2 
2p  2p  dy
1 y 1  dp
or  yp 2     p2 y 
2p p  2p  dy
 1  y 1  dp
or   yp 2     yp 2  0
 2p  p  2p  dy
 1  y dp 
or   yp 2  1  0
 2p  p dy 

y dp
or 1 0
p dy
 4

dy dp
or  0
y p
Integrating , we get log y  log p  log c
or log yp  log c
c
i.e. yp  c  p
y
Thus from equation (1), we have
2c c3
y x  y2 3
y y

or y 2  2cx  c 3
which is the general solution of given equation.
3. Equations Solvable for y :
A differential equation solvable for y can be put in the form
y  f  x, p  .......(1)

Differentiating w.r.t. y , we get

dy  dp 
 g  x, p, 
dx  dx 

 dp 
 p  g  x, p,  .......(2)
 dx 
This equation involves two variables x and p. Let solution of this equation be
  x, p, c   0 .......(3)

Elimination of p from (1) and (3) gives the required solution. If elimination of p is not possible, then
expressions of x and y in terms of p together form the solution of the given equation.

Working Rule :
1. Express y explicitly in terms of p and x.
dy
2. Differentiate the equation w.r.t. x and replace by p. The obtained equation involves p and x.
dx
3. Solve the equation obtained in step 2 and eliminate p from this solution and the given equation.
Example 3 : Solve y = 3x + log p
Solution : The given differential equation is
y = 3x + log p ......(1)
Differentiating w.r.t. x, we have
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dy 1 dp
= 3+
dx p dx
1 dp
or p = 3
p dx
1 dp
or p3 =
p dx
dp
or dx =
p( p  3)
Integrating both sides, we have
1  1 1 
x=  dp  c [Making partial fractions]
3
 
 p p 3
1
or x=   log p  log  p  3   c
3
p
or 3x =  log  3c
p3
p
or 3x =  log  log c  3c  log c
p 3

 p 3
or log e3x = log c    x  log e x 
 p 
p 3
or e3x = c
p

 3
or e3x = c 1  
 p

3 3  1 
or 1  ce3x =
p
or p
1  ce3x  c  c 

3
Then from equation (1), we have y = 3 x  log which is the required solution.
1  ce3 x
 6

Exercise 8.1
Solve the following differential equations :
2
 dy  dy
1. p2  5 p  6  0 2. x 2    xy  6 y 2  0
 dx  dx

3. y  2 px  p 2 y 4. x  y  p2

5. y  px  p 2 x 4 6. y  p sin p  cos p

Answers
1. ( y  3x  c)( y  2 x  c)  0. 2. ( x 3 y  c)( y  cx 2 )  0.

3. y 2  2cx  c 2 4. x  c  [2 p  2log( p  1)] , y  c  [ p 2  2 p  2log( p  1)].

c
5. y    c2 6. x  c  sin p with given relation.
x
4. Lagrange’s Equation :
The differential equation of the form
y  x ( p )  ( p) is known as Lagrange’s equation

e.g. y  p 2 x  sin p

To find the solution of Lagrange’s equation :

The given differential equation is
y  x ( p )  ( p) .......(1)
Differentiating w. r. t. x, we have
dy dp dp
   p   x   p      p 
dx dx dx
dp dp
 p    p   x   p     p 
dx dx
dp
 p   ( p )   x ( p )   ( p )
dx
dx
  p    p    x   p     p 
dp

dx  p    p
  x
dp p    p  p   p

dx  p    p
  x
dp p    p  p   p
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This is a linear differential equation in terms of x and p. Let the solution of this equation be
f  x, p, c   0 .......(2)

Then (1) and (2) taken together provide the required solution.

Working rule : The given differential equation is of the form

y  x  p     p 

dy
Differentiate this equation w.r.t. x and replace by p. We get a linear differential equation in p and
dx
x. Solve it by the method of integrating factor. This solution taken together with the given equation
will provide the required solution.

Example 4 : Solve y  xp 2  p.

Solution : The given differential equation is y  xp 2  p ......(1)

Differentiating w.r.t. x, we get
dy dp dp
 p 2  x.2 p 
dx dx dx
dp
or p  p 2  (2 px  1)
dx
dp
or p  p 2  (2 px  1)
dx
dx 2p 1
or  2
x
dp p  p p  p2
dx 2 1
or  x ......(2)
dp p  1 p (1  p )
which is a linear differential equation.
1
2  dp 2
Here I.F. = e p 1
 e log ( p 1)  ( p  1)2
1
 The solution is x.( p  1)2   ( p  1)2 dp  c
p(1  p )
p 1
( p  1)2 x    dp  c
p

( p  1)2 x   p  log p  c
 8

 p  log p  c
or x ......(3)
( p  1)2
Putting the value of x in (1), we have
 p3  p 2 log p  cp 2
y p ......(4)
( p  1) 2
Equation (3) and equation (4) taken together provide the required solution.
5. Clairaut’s equation (a particular case of Lagrange’s equation ) :
In the Lagrange’s equation
y  x  p     p 

If we take   p   p , then we get

y  xp    p 

This is called Clairaut’s equation.

To solve Clairaut’s equation :
The given equation is of the type y  px  f  p  ......(1)

Differentiating (1) w.r.t. x, we get

dy dp dp
 p  x  f  p 
dx dx dx
dp dp
 p  px  f  p 
dx dx
dp
  x  f   p   0
dx
dp
 0 [Neglecting x  f ( p )  0 ]
dx
dp
Now 0  pc
dx
Putting p = c in (1), we get the general solution of (1) as y  cx  f  c 

Thus, solution of Clairaut’s equation is obtained by just replacing p by c.

Example 5 : Solve sin px cos y = cos px sin y + p
Solution : The given equation is sin px cos y = cos px sin y + p ......(1)
 sin(p x  y) = p
 px  y  sin 1 p

 y = p x  sin1p
which is Clairaut’s equation.
 The solution is given by y = cx  sin1 c.
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6. Equations reducible to Clairaut’s form :

Some differential equations of first order and higher degree can be reduced to Clairaut’s form by
making suitable substitutions.
There is no general method to find the proper substitutions. These can be learned by practice only.
Example 6 : Solve e5 x ( p  1)  p 5e 4 y  0.
Solution : The given differential equation is
e5 x ( p  1)  p 5e 4 y  0 ......(1)
Put X = ex and Y = ey
 dX  e x dx and dY = ey dy
dY e y dy e y dy e y
    .p
dX e x dx e x dx e x
dY e y Y
Assume P = = x .p = .p
dX e X
X
 p = P
Y
Thus from equation (1), we have
 X   X 5
X 5  P   1  5 P5Y 4  0
 Y   Y
X P5
or P 1 0
Y Y
or PX  Y + P5 = 0
or Y = PX  P5
which is a clairaut’s equation. Therefore the solution is given by
Y  cX  c5 [By replacing P by c]

or e y  ce x  c 5

Exercise 8.2
Solve the following differential equations :
a
1. y  (1  p ) x  p 2 2. y  xp 
p

3. ( px  y )( x  py )  a 2 p 4. ( x 2  y 2 )(1  p) 2  2( x  y )(1  p)( x  yp )  ( x  yp) 2  0

 10

Answers
a
1. y  2  p 2  ce  p (1  p ) and together with given relation. 2. y = cx +
c
a 2c c2
3. y 2  cx 2  4. x2 + y2 = c(x + y) 
c 1 4
---------------------------------------------------------------------------------------------------------------------------
Singular solution : A singular solution in this stronger sense is often given as tangent to 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.
Envelope : A curve which touches each member of a one-parameter family of curves and at each
point is touched by some member of the family, is called the envelope of the that parameter family of
curves.
Example 1 : y '  4 has the general solution y  ( x  c )2 , which is a family of parabolas. The line
y ( x)  0 is also a solution of the differential equation, but it is not a member of the family constituting
the general solution. Hence line y ( x)  0 is singular solution of the differential equation.
Example 2 : Consider family of circles with centre lying on x-axis and radius 3 is. This family is
given by ( x  a )2  y 2  9 . And corresponding differential equation can be obtained by eliminating a
parameter a.
 ( x  a )   yy '  ( yy ') 2  y 2  9

 y 2  y '2  1  9

Hence ( x  a )2  y 2  9 is general solution of the differential equation y 2  y '2  1  9

also we can easily verify that y ( x)  3 and y ( x)  3 are the solution of y 2  y '2  1  9 which cannot

be obtained from general solution. These both are envelope to the general solution. Hence y ( x)  3
and y ( x)  3 are singular solution of the differential equation.

Def. Singular Solution : A singular solution is a solution of the differential equation which does not
contain any arbitrary constant but can not be derived from general solution.
In other words, it is not obtained just by providing some particular values to arbitrary constants in
general solution.
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Def. p-discriminant relation of a differential equation :

Let the given equation be f (x, y, p) = 0. Let p be treated as a parameter.
f
The relation obtained by eliminating p between f (x, y, p) = 0 and  0 is called p- discriminant
p
relation of the given differential equation.
Def. c-discriminant relation of a differential equation :
Let the given equation be f (x, y, p) = 0 and let general solution of this equation be  (x, y, c) = 0 .
Let the arbitrary constant c be treated as a parameter.

The relation obtained by eliminating c between  (x, y, c) = 0 and  0 is called c-discriminant
c
relation of the given differential equation.
8. Methods to find the singular Solution :
Method I : Let f (x, y, p) = 0 ......(1)
be the given differential equation.
Differentiating (1) partially w.r.t ‘p’, we get
f
0 ......(2)
p
Eliminating p between (1) and (2), we get p-discriminant relation, let it be
F  x, y   0 ......(3)

If (3) satisfies the given equation, it is the required singular solution. If (3) does not satisfy (1), then
resolve F  x, y  into simpler factors.

Those factors which satisfy the equation (1), constitute the singular solution.
Method II : Let f (x, y, p) = 0 ......(1)
be the given differential equation and general solution of this equation be
 (x, y, c) = 0 ......(2)
Differentiating (2) partially w. r. t. ‘c’, we get

0 ......(3)
c
Eliminating c between (2) and (3), we get c-discriminant relation, let it be
F  x, y  0 ......(4)
 12
If (4) satisfies the given equation, it is the required singular solution. If (4) does not satisfy (1), then
resolve it into simple factors.
Those factors which satisfy the equation (1) constitute the singular solution.
Remark : (1) If the given equation is quadratic in p, say
Ap 2  Bp  C  0
then p-discriminant can be directly taken as
B 2  4 AC  0
(2) Similarly, if the general solution is quadratic in c, say
Ac 2  Bc  C  0
then c-discriminant can be directly taken as
B 2  4 AC  0
a
Example 3 : Solve the differential equation y  px  and obtain its singular solution.
p
a
Solution : The given differential equation is y  px  .......(1)
p
which is Clairaut’s equation.
Thus its general solution is
a
y  cx  [Replacing p by c]
c
 c 2 x  cy  a  0
which is quadratic in c.
Hence c-discriminant is given by
y 2  4ax  0
 y2 = 4 ax
This is the required singular solution.
(It can be checked that it satisfies the given differential equation)

Exercise 8.3
Find the general and singular solution of the following differential equations :

1. 4 xp 2  (3x  a) 2  0 2. y 2  2 pxy  p 2 ( x 2  1)  m 2

3. p 2 ( x 2  a 2 )  2 pxy  y 2  b 2  0 4. xp 2  2 yp  x  2 y  0
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Answers
1. ( y  c)2  x ( x  a )2 ; x  0 is singular solution

2. ( y  cx)2  m 2  c 2 , y 2  m2 x 2  m 2 is singular solution

2 x2 y 2
2 2 2
3. ( y  cx)  a c  b , 2  2  1 is singular solution.
a b
1
4. y  x  x 2c  ; y  x   2 x is singular solution.
2c
---------------------------------------------------------------------------------------------------------------------------
Analytic function : If a function f  x  is single valued in a domain D, then its derivative f '  a 

f a  h  f a
exists if the limit given by f '  a   lim exists and is independent of the path along
h 0 h
which h  0 . This function f  x  is said to be analytic at x  a if there exists a neighbourhood

x  a   ,   0, at all points of which f '  x  exists. If f '  x  exists at every point in the domain D

except some exceptional points then f  x  is said to be analytic in D. These exceptional points are

called singular points or singularities of the function f  x  .

Ordinary and singular points : Let us consider a differential equation of the form
y " P  x  y ' Q  x  y  0 then a point x  x0 is called an ordinary point of the equation if the functions

P  x  and Q  x  both are analytic at point x  x0 .

If the point x  x0 is not ordinary point of the equation then this is the singular point.

The singular points are two types :

(a) Regular singular points (b) Irregular singular points
A singular point x  x0 of the given differential equation is known as regular singular point if
2
 x  x0  P  x  and  x  x0  Q  x  are analytic at x  x0 otherwise it is called irregular singular point.

Example 1. x 2
 1 y " xy ' y  0

Solution :  x 2  1 y " xy ' y  0

x y
Convert into general form y " y ' 2 0
 x  1  x  1
2
 14

x 1
P  x  , Q  x  
 x  1 x  1  x  1 x  1
Now both P  x  and Q  x  are analytic at x  0 then x  0 is the ordinary point. The function P  x 

and Q  x  are not defined at x  1 so they are not analytic at x  1 .

x 2 x 1
Then x  1 is the singular point. Also  x  1 P  x   and  x  1 Q  x  
 x  1  x  1
showing both  x  1 P  x  and  x 2  1 Q  x  are analytic at x  1 is a regular singular point.

Similarly for x  1 we have to check.

Example 2. 2 x 2 y " 7 x  x  1 y ' 3 y  0

Solution : 2 x 2 y " 7 x  x  1 y ' 3 y  0

7  x  1 3
Convert into general form y "  2 y0
2x 2x
7  x  1 3
P  x  , Q  x  2
2x 2x
We can see that both P  x  and Q  x  are not analytic at x  0 so x  0 is a singular point. Also

7  x  1 2 3
 x  0 P  x   and  x  0  Q  x   which shows that both  x  0  P  x  and
2 2
2
 x  0 Q  x  are analytic at x  0 . Then x  0 is the regular singular point of the given differential

equation.

Exercise 8.4
1. (i) x 3  x  1 y " 2  x  1 y ' 3 xy  0 (ii)  3 x  1 xy "  x  1 y ' 2 y  0

(iii) 1  x 2  y " 2 xy ' x  x  1 y  0 (iv) x 2 y "  2  x  y '  0

2. (i) y "  sin x  y  0 (ii) x 2 y "  sin x  y  0

(iii) x 3 y "  cos 2 x  1 y ' 2 xy  0

Answers
1
1. (i) x  0; irregular, x  1, regular (ii) x  0, regular
3
(iii) x  1,  1, regular (iv) x  0, irregular
2. (i) ordinary point
(ii) regular point
(iii) regular singular point
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Assignment-8 2. x  0 is the only singular point

3. both x  0 and x  1 are singular points
--------------------- S C Q --------------------- 4. neither x  0 nor x  1 are singular
1. The singular solution of P  log  Px  y  is points
(CSIR NET Dec 2017)
1. y  x log x  x 2. y  x log x  x
3. y  log x  x 4. y  log x  x

2. The singular solution of y  Px  2 P 2 is

Answers
1. x 2  8 y  0 2. x 2  8 y  0
----------------------- S C Q --------------------
2 2
3. y  8 x  0 4. y  8 x  0
1. 1 2. 1 3. 2 4. 3
5. 4 6. 3
2
2 P
3. The singular solution of 3 y  2 Px is
x
1. x 3  6 y  0 2. x 3  6 y  0

3. x 2  6 y  0 4. x 2  6  0

4. The singular solution of

xP 2  2 Py  x  2 y  0 is
2
1.  y  x  2 x2  0
2
2.  y  x  2 x2  0
2
3.  y  x  2x2  0
2
4.  y  x  2 x2  0

5. The singular solution of 4 P 2  x  2   1 is

1. x  2  0 2. y  2  0
3. x  4  0 4. x  2  0
6. Consider the differential equation
1
 x  1 y " xy ' y  0 . Then
x
1. x  1 is the only singular point
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Integral Equation : An integral equation is the equation in which the unknown function u  x 

appears inside an integral sign. The most standard type of integral equation in u  x  is of the form
b x 

u  x  f  x  
  K  x,  u   d
a x

where a  x  and b  x  are the limits of integration,  is a constant parameter and K  x, t  is known

function of two variables x and  called kernel or the nucleus of the integral equation. The unknown

function u  x  that will be determined appears inside the integral sign. In many other cases, the

unknown function u  x  appears inside and out side the integral sign. The function f  x  and K  x,  

are given in advance. It is to be noted that the limit of integration a  x  and b  x  may be both

variables, constants or mixed.

Fredholm integral equation : If the limits of integration are fixed, (i.e., if the domain of integration is
fixed), integral equation is called a Fredholm integral equation given in the form :
b

u  x   f  x    K  x,   u    d
a
where a and b are constants.

Volterra integral equation : An integral equation is said to be volterra integral equation is the upper
x

limit of integration is a variable u  x   f  x    K  x,   u    d

 a

b( x)

General form of an Integral Equation: h( x) u ( x)  f ( x)    K  x,   u    d 

a( x)

Classification :
(a) Volterra / Fredholm (b) Homogeneous / Non-homogeneous (c) First kind / Second kind
Volterra Integral equation : If upper limit is variable, then equation is Volterra.
Fredholm Integral equation : If upper limit is constant, then equation is Fredholm.
Homogeneous equation : If in general equation f ( x )  0 , it is known as Homogeneous equation.
Non-Homogeneous equation : If in general equation f ( x )  0 , it is known as Non-Homogeneous
equation.
First kind : If h( x)  0 . Second kind : If h( x)  0 .
 2

Example :
x
(i) u ( x)  cos x  3  x    u   d , Non-Homogeneous Volterra Integral equation of second kind.
0

1
(ii) u ( x)  cos x  3  x  t  u  t  dt , Non-Homogeneous Fredholm Integral equation of second kind.
0

x
(iii) 1  cos x  3   x  t  u  t  dt , Non-Homogeneous Volterra Integral equation of first kind.
0

Write down the type of each of the following integral equations and also verify that the given
functions are solution of the corresponding integral equation.
Integro-differential equation : An equation that includes both integrals and derivatives of the
unknown function u  x  is called integro-differential equation.

Fredholm integro-differential equation is of the form

b
k
u  x   f  x     K  x,   u    d
a

Volterra integro-differential equation is of the form

x
k
u  x   f  x     K  x,   u    d ,
a

d ku
where u k  x  
dx k
x
2
Example 1. x 3    x    u    d  ; u  x   3
0

Solution : Volterra non-homogeneous integral equation of First kind

x
x
2
 3  x   3 
  0    x   x  L.H.S.
3 3
R.H.S. :  3  x    d  
0   3  0

 u  x   3 is a solution of the given integral equation.

1
Example 2. u  x    x  e x  1 u    d  e x  x ; u  x   1
0

Solution : Fredholm non-homogeneous integral equation of second kind

1
L.H.S.  1   x  e x  1 1 d
0

1 1
 e x   ex 1
 1  x   e  1 d

 1 x      1  x  1  
0  x 0 x x
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 1  e x  x  1  e x  x  R.H.S.
 u  x   1 is a solution of the given integral equation.

1. VERIFICATION

EXERCISE 1.1

Write down the type of each of the following integral equations and also verify that the given
functions are solution of the corresponding integral equations.
x
1. u  x   1  x ;  e x  u    d  x
0

x
x3
2. u  x   x  ; u  x   x   sin h  x    u    d
6 0

x
3. u  x   xe x ; u  x   sin x  2 cos  x    u   d
0

x
3 2 1 
4. u ( x)  1  x 2  ; u  x   u   d 
1  x 0 1  x2
2

1
 2 x 
5. u ( x)  e x  2 x   ; u ( x )  2 e u ( )d  2 xe x
 3 0


sin x cos  , 0  x  
6. u  x   cos 2 x ; u  x   cos x  3 K  x,   u   d where K  x,    
0 cos x sin  ,   x  

2. CONVERSION

Initial Value Problem (I.V.P) : Differential equation + conditions at one fixed point.
Boundary Value Problem (B.V.P) : Differntial equation + conditions at more than one point.
x x2 x
1
Formula : 1.  f  x1  dx1 dx2   x    f   d
a a
1 a
x x3 x2 x
1 2
2.  f  x1  dx1 dx2 dx3    x    f    d
a a a
2a
 4
x xn x3 x2 x
1 n1
3.   ........  f  x  dx dx .....dx
1 1 2 n 1 dxn    x    f    d
a a a a
n 1 a

Example 1. Convert the following I.V.P. into V.I.E. : y ' y  0 ; y (0)  1

x
Solution : y ( x)  y (0)   y   d  0
0

 y ( x )  1   y   d   0
0

 y ( x )  1   y   d   0
0

OR
y '( x )  u ( x )
x

 y ( x)  y (0)   u   d  0
0

 y ( x )  1   u   d   0
0

x
u ( x )  1   u   d   0
0

 u ( x )  1   u   d   0
0

Example 2. y "( x)  3 y '( x)  2 y ( x)  4sin x ; y (0)  1, y '(0)  2

x x
Solution : y '( x)  y '(0)  3 y ( x)  3 y (0)  2  y    d   4sin  d
0 0

 y '( x)  2  3 y ( x )  3  2 y    d   4  cos x  1
0

 y '( x)  3 y ( x)  3  2 y   d  4cos x  1
0

x x

 y ( x)  1  3 y   d  2   x    y   d  4sin x  x
0 0

 y ( x)  1  x  4sin x    3  2 x  2  y   d
0

OR
y "( x)  u ( x)
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x

 y '( x)  2   u (t ) dt
0

 y ( x)  1  2 x   ( x  t ) u (t ) dt
0

 y ( x)  1  2 x    x  t  u (t ) dt
0

x x
 u ( x)  3 u (t ) dt  6  2  4 x  2  ( x  t ) u  t  dt  4sin x
0 0

 u ( x)  8  4 x  4sin x    2t  2 x  3 u (t ) dt
0

 u ( x)  4  x  sin x  2    3  2  x  t   u  t  dt
0

EXERCISE 2.1

Convert the following initial value problems into the corresponding Volterra integral equations :
1. y '' y  cos x ; y  0   0 , y '  0   1 2. y '' 5 y ' 6 y  0 ; y  0   0, y '  0   1

3. y '' y  0 ; y  0   0 , y '  0   1 . 4. y '' y  cos x ; y  0   0 , y '  0   0

d2y dy
5. y '' xy ' y  0 : y  0   1 , y '  0   0 6. 2
 2 x  3 y  0 : y  0   1 , y '  0  0
dx dx
d2y d2y  dy 
7.  xy  1 ; y  0   y '  0   0 . 8. 2
 sin x    e x y  x ; y  0   1, y '  0   1
dx 2 dx  dx 
1
9. y '' 1  x 2  y  cos x ; y  0   0, y '  0   2 10. y ''' 2 xy  0 ; y  0   , y '  0   y ''  0   1
2
11. y ''' xy ''  x 2  x  y  x e x  1 ; y  0   1  y '  0  , y ''  0   0 .

d2y dy
12. 2
 a1  x   a2  x  y  F  x  ; y  0   C0 and y '  0   C1 .
dx dx
13. y ''  x    y  x   F  x  ; y  0   0, y '  0   0
 6

Answers
x x
1. y  x   1  cos x  x    x    y   d or u  x   cos x  x    x  t  u  t  dt
0 0

x x
2. y  x    x    6 x  6  5  y    d or u  x   6 x  5    5  6 x  6t  u  t  dt
0 0

x x
3. y  x   x    x    y   d or u  x    x    x  t  u  t  dt
0 0

x x
4. y  x   1  cos x    x    y   d or u  x   cos x    x  t  u  t  dt
0 0

x x
5. y  x   1    y  d or u  x   1    2 x  t  u  t  dt
0 0

x x
6. y  x   1    x    y   d or u  x   3    5 x  3t  u  t  dt
0 0

x x
x2
7. y  x      x     y  d or u  x   1   x  x  t  u  t  dt
2 0 0

x
 x3 
8. y  x    1  x      x    e   x    cos   sin   y   d
 6 0
x
or u  x   x  sin x  e 1  x    sin x  e x  x  t   u  t  dt
x

x x
9. y  x   1  cos x  2 x    x    1   2
 y   d  or u  x   cos x  2 x 1  x    1  x 2   x  t
2
 u  t  dt
0 0

x x
1 x2 2 2 2
10. y  x    x      x    y  d or u  x   x  x  1   x  x  t  u  t  dt
2 2 0 0

x
x3  1 2 
11. y  x   4   x  3 e  3 x     3  2 x    x       2   y   d
x

6 0 2 
x
 1 2
or u  x   xe  1  x  x  1    x   x 2  x   x  t  u  t  dt
x 2

0
2 
x x
12. y  x   c0  c1 x  a1  0  c0 x    x    F    d    a1      x     a2    a1 '     y   d
0 0

x
or u  x   F  x   C1a1  x    C0  C1x  a2  x     a1  x   a2  x  x  t   u  t  dt
0

x x x
13. y  x     x    F    d     x    y   d or u  x   F  x      x  t  u  t  dt
0 0 0
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b x 
d   b x d d d
Leibnitz Rule :   F  x,   d   
dx  a x   a x  dx
 F  x ,    d   F  x, b  x    b  x    F  x , a  x    a  x  
dx dx
 
Derive the original differential equation with the initial conditions from the integral equation :
x
x3
Example 1. y ( x)   x  1   sin t   x  t   et  cos t   y  t  dt
6 0

x
x2
Solution : y '( x)   1  x     et  cos t  y  t  dt  sin xy ( x)
2 0

 y "( x)  x  1   0  y (t ) dt   e x  cos x  y ( x )  sin x y '( x)  cos x y ( x)

0

 y "( x)  sin x  y '( x)  e x y ( x )  x ; y (0)  1, y '(0)  1

EXERCISE 2.2

Derive the original differential equation with the initial conditions from the integral equation:
x
1. y  x   1  x  4sin x   3  2  x  t   y  t  dt
0

x
2. y  x   1    x  t  y  t  dt
0

3. (a) Show that if y  x  satisfies the differential equation y ''  x   xy  1 and the conditions
x
1 2
y  0   y '  0   0 , then y also satisfy the Volterra equation y  x   x   t  t  x  y  t  dt
2 0

(b) Prove that the converse of the preceding statement is also true.
x
4. Show that the solution of the Volterra equation y  x   1      x  y    d satisfies the differential
0

equation y ''  x   y  x   0 and the boundary conditions y  0   1 , y '  0   0 .

Answers
1. y ''( x)  3 y '( x)  2 y ( x)  4sin x ; y (0)  1 , y '(0)  2

3. y ''  x   2 xy '  x   3 y  x   0 ; y  0   1 , y '  0   0

 8

Reduce the boundary value problem into an Fredholm integral equation :

Example 1. y " y  0 ; y (0)  1, y '(1)  0
x
Solution : y '( x)  y '(0)   y   d   0
0

 y '( x)  c   y   d  0
0

 y '(1)  c   y    d   0
0

 c   y    d
0

 y ( x)  y (0)  cx    x    y ( ) d  0
0

x 1 x

 y ( x)  1   x y    d    x y    d     x    y    d   0
0 x 0

x 1

 y ( x )  1    y    d    x y   d   0
0 x

x 1

 y ( x)  1    y    d    x y    d 
0 x

EXERCISE 2.3

Reduce the following boundary value problem into an Fredholm integral equation :
d2y
1. y ''  x    y  x   0 ; y  0   0 , y  l   0 2.  xy  1 ; y  0   y 1  1
dx 2
3. u ''( x )  u  0 ; u (0)  0, u (1)  0 4. y ''( x)  y  x ; y (0)  0 , y '(1)  0

 
5. y ''( x)   y  x ; y (0)  y ( )  0 6. y ''  y  0 ; y (0)  y    0
2
Answers

t l  x 
l  , if 0  t  x
l
1. y  x     K  x, t  y  t  dt , where K  x, t   
0  x  l  t  , if x  t  l
 l
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x 1
1
2. y ( x)  1  x ( x  1)   t 2 (1  x) y (t )dt   xt (1  t ) y (t )dt
2 0 x

1
(1  t ) x , 0  x  t
3. u ( x)    K  x, t  u (t )dt , where K  x, t   
0 (1  x)t , t  x  1
1
1 x , x  t
4. y ( x)  ( x 3  3x )   K ( x, t ) y (t )dt , where K  x, t   
6 0 t , x  t

x
1
  ( x  t ) when t  x
5. y ( x)  x  x       K ( x, t ) y (t )dt , where K  x, t   
2 2

6 0  t (  x ) when t  x


2 1   2t    x , 0  x  t
6. y  x     K  x, t  y  t  dt , where K  x, t   
0 1   2 x    t , t  x   2

EXERCISE 2.4

Convert Fredholm Integral equation into Boundary Value Problem :

l x x 1
 x (l  t )
1. y  x    y (t )dt    ( x  t ) y (t )dt 2. y ( x)   ( x  t ) F (t )dt  x  (1  t ) F (t )dt
0
l 0 0 0

Answers
1. y ''( x)   y ( x )  0 ; y (0)  0 , y (l )  0 2. y ''( x)  F ( x) ; y (0)  0 , y (1)  0

3. Evaluation of Resolvent Kernel For Volterra Integral equations

Formula for calculating Itarated kernels Resolvent kernel

(i) K1  x,    K  x,  
x
K n 1  x,     K  x, t  K n  t ,   dt


These K n ' s are called Iterated Kernels.


(ii) R  x,  ;    K1   K 2   2 K 3  .....   n1K n  .......    m1K m
m 1

This series is known as Neumann’s Series and R  x,  ;   is called Resolvent Kernel.

 10
x x
Remark :  K  x, t  K n  t ,   dt =  K n  x, t  K  t,   dt .
 

Find the resolvent kernel R  x,  ;   of the following kernels K  x,   :

Example 1. K  x,    e x

Solution : K  x, t   K  t ,    e xt  et   e x  K  x,  

 R  x,  ;    e x  e  x  

Example 2. K  x,    a x

Solution : K  x, t   K  t ,    a xt  a t   a x  K  x,  

 R  x,  ;    a x   e  x 

EXERCISE 3.1

Find the resolvent kernel R  x,  ;   of the following kernels K  x,   .

2
 2 cos hx
1. 1 2. 3x 3. e x 4.
cos h

2  cos x 1  x2
5. 6. 7. e  x
2  cos  1  2

Answers
2
 2   x   cos h x  x 
1. e  x  2. 3x .e  x  3. e x .e 4. .e
cos h 

2  cos x   x  1  x 2   x 

5. .e 6. .e 7. e x . e   x 
2  cos  1  2

Formula for calculating Resolvent kernel when K  x,   is a polynomial in   or x  .

Case I : K  x,    a0  x 

dy
Consider the differential equation   a0  x  y  0 .....(1)
dx
and the auxiliary condition y    1 .....(2)

1 dy
Let y  x  be the solution of (1) and (2) , then the Resolvent Kernel is given by R  x,  ;   
 dx
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Case II : K  x,    a0  x   a1  x  x   

d2y  dy 
Consider the differential equation   a0  x   a1  x  y   0 ......(1)
dx 2 dx 

and the auxiliary conditions y     0 , y '    1 ......(2)

1 d2y
Let y  x  be the solution of (1) and (2) , then the Resolvent Kernel is given by R  x,  ;   
 dx 2
2

Case III : K  x,    a0  x   a1  x  x     a2  x 
 x  
2!

d3y  d2y dy 
Consider the differential equation
dx 3
  0   dx 2  a1  x  dx  a2  x  y   0
a x .....(1)
 
and the auxiliary conditions y     y '    0 , y ''     1 .....(2)

1 d3y
Let y  x  be the solution of (1) and (2) , then the Resolvent Kernel is given by R  x,  ;   
 dx3
Note : If we have   x ,then consider it as   x    and solve using above formula.

Find out Resolvent kernel for the following kernels and given value of parameter
Example 1. K  x,    2 x ;   1

Solution : a0  x   2 x

dy
  a0  x  y  0 , y    1
dx
dy
  2 xy  0
dx
dy dy
 2 xy   2 x dx
y 
 
dx
2
 log y  x 2  log c  y  c  ex
2 2
y    1  c  e  1  c  e 
2 2
 y  x   e x 

 dy 2 2
R  x,  ;1   2 xe x 
1 dx
 12

Example 2. K  x,    x   ;   1

Solution : a0  x   0, a1  x   1

d2y  dy 
 2
   a0  x   a1  x  y   0
dx  dx 
d2y
 y 0 ; y     0, y '    1
dx 2
 D2 1  0  D  1
 y  x   c1e x  c2e  x

y    0 and y '    1

 c1e  c2e   0 c1e  c2 e  1

1 1 
 2c1e  1  c1  e  and c2  e
2 2
1 x  x
 y  x 
2
e  e   y  x   sinh  x   

1 d2y
R  x,  ;     sinh  x   
 dx 2

EXERCISE 3.2

Find out Resolvent Kernel for the following kernels and given value of parameter.
1. K  x,   = x   ;  =  2. K  x,   =   x ;  =1

3. K  x,   = 2   x    ;  =1 4. K  x,   = 2  3  x    ;  =1
2
5. K  x,   = 5  6  x    ;  =1 6. K  x,   = 3  6  x     4  x    ;  =1

Answers
1
1. sin h   x    2. sin    x  3.  x    2  e x

1 x 9 3 x  1 x 4 2 x  32 4 x 
4. e  e 5. 9 e3 x    4 e 2 x  6.  e  e  e
4 4 9 9 9
1
Example 1. K  x,     ;  
2
1
Solution : K1  x,     ;  
2
x
K 2  x,     K  x, t  , K1  t ,   dt

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x x
 t2   2
  t   dt     x  2 
  2  2
x
 2
K 3  x,     t 
2
 t   2  dt


x


2 
 t 3   2t  dt
x
  t 4  2t 2 
  
24 2  
x
  t 4  2t 2 2 
  
2 4 

 4
 x   4  2 2  x 2   2  
8
2
   x2   2 
  x 4   4  2 x 2 2    
8 2 2 

Parallely
3
  x2   2 
K 4  x,     
3 2 

R  x,  ;    K1   K 2   2 K 3  ....
2
1  x2   2  1   x2   2 
       .....
2  2  22 2  2 

  x 2   2  1  x 2   2 2  x 2  2
 1        ....   e 4

  4  2  4  

EXERCISE 3.3

Miscellaneous type :
1. K  x,    x ,   1

Answers
x3  3
1. x  .e 3
 14
4. Solution of Volterra Integral Equation with the help of Resolvent Kernel

x
Formula : Let the given Volterra equation is u  x   f  x     K  x,   u    d ...... (1)
0

Suppose that the corresponding Resolvent Kernel is R  x,  ;   then the solution of (1) is given by
x
u  x   f  x     R  x,  ;   f    d .
0

Solve the following integral equations :

x
Example 1.   x   1  x       d
0

Solution : K  x,    1,   1

R  x,  ;    e   x   e x   e  x

x
  x   1  x    e  x , 1    d
0

x
 1  x   e  x  1    e d
0

x
 1  x   e  x 1    e  e 
0

 1  x   1  x   1

1  x   e x 1  x  e x  e x  1   
 1  x   1  x   1  1

   x  1
x
Example 2.   x   e x   e x     d
0

Solution : K  x,    e x ,   1

R  x,  ;    e x  e x  e 2 x 

x
  x   e x   e2 x   e d
0

x x

2 x  e 
 e x  e 2 x  e  d  ex  e 0

 e x  e 2 x  e  x  1  e 2x
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EXERCISE 4.1

Solve the following integral equations:

x
1.   x   1       d .
0

x x
2. (i)   x   sin x  2  e x   d (ii)   x   e x   e x    d
0 0

x x
3.   x   1   a x   d  4.   x   x.3x   3x    d
0 0

x x x
2 2
 2 2 2
 2 2 2
5. (i)   x   e x   e x   d (ii)   x   e x 2 x
 2 e x   d (iii)   x   1  2 x   e x    d
0 0 0

x x
2  cos x 1  x2
6.   x   e x sin x     d 7.   x   1  x 2      d 
0
2  cos  0
1  2
x2 x
8.   x   x.e   e  x     d
2

Answers
1.   x   e x

1 2 1
2. (i)   x   e3 x  sin x  cos x (ii)   x   1
5 5 5
log a  a x e x
3. 4.   x   3x 1  e x 
1  log a
2 2 2
x 2 x x
5. (i)   x   e x (ii)   x   e x .1  2 x  (iii)   x   e x  2x
x2
3
x x
6.   x   e sin x  e  2  cos x  log 7.   x   e 1  x x 2
 8.   x   e 2
 x  1  1
2  cos x
Solve the Volterra integral equation :
x
Example 1.   x   x      x     d
0

Solution : K  x,      x,   1

R  x,  ;    sin   x 
 16
x
  x   x   sin   x    d
0

x
 x    cos   x   sin    x   0

 x    x  sin x 

 sin x
   x   sin x

EXERCISE 4.2

Solve the following Volterra integral equations :

x
1
1.   x   2 x 2  2  2 x     d
2 0
x x
2. (i)   x   1  x     x       d (ii)   x   x    x        d
0 0

x x
(iii)   x   1    x        d (iv)   x   1    x        d
0 0

x
(v)   x   1  x      x       d
0

x x
3. (i)   x   cos x  x  2     x     d (ii)   x   1      x      d
0 0

x x
2
4.   x   29  6 x   5  6  x         d 5.   x   1  2 x  4 x 2   3  6  x     4  x       d
 
0 0

Answers
1.   x   2

2. (i)   x   e x (ii)   x   sin x (iii)   x   cos x

 x2 x3   x 4 x5   x6 x7 
(iv)   x   cos hx (v)   x   1  x        2      3     ...
 2! 3!   4! 5!   6! 7! 
1
3. (i)   x    cos x  sin x  x sin x (ii) cos x
2
4.   x   27 e3 x  64 e 2 x 5.   x   e x
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EXERCISE 4.3

x
1.   x   1   x     d
0

Answers
x3 x6 x9 x12
1.   x   1      .....
2 2.5 2.5.8 2.5.8.11

5. Solution of Volterra integral equation using Laplace transform :

Def. Laplace Transform : Let f  t  be a function of t defined for all positive value of t, then the

Laplace transform of f  t  , denoted by L  f  t   is defined as L  f  t     e  st f  t  dt provided that
0

the integral exists. It is clear that L  f  t   is a function of s and is denoted by F  s  . Thus we have

L  f  t    F  s    e  st f  t  dt
0

Properties of the Laplace Transform :

1. If L  f  t    F  s  then L  e at f  t    F  s  a 

1 s
2. If L  f  t    F  s  , then L  f  at    F   , where a   0  is any constant.
a a
n
n n d
3. If L  f  t    F  s  , then L t f  t     1
   F  s   where n is a positive integer.
ds n 

 f (t ) 
4. If L  f  t    F  s  , then L    F  s  ds 5. L  f '  t    sF  s   f  0 
 t  0

6. L  f n  t    s n F  s   s n1 f  0   s n2 f '  0   .....  f    0 

n1

t  1
7. If L  f  t    F  s  , then L   f  u  du   F  s 
0  s
0 , t  a
8. The function H  t  a    is known as unit step function and its Laplace transform is
1 , t  a
 18

e  as
given by L  H  t  a   
s
9. If L  f  t    F  s  , then for any constant a  0, the function

 0 , ta
g t   f t  a  H t  a    then L  g  t    L  f  t  a  H  t  a    e  as F  s  .
 f t  a  , t  a
10. lim f  t   lim sF  s  11. lim f  t   lim sF  s 
t 0 s t  s

12. The convolution of two functions f  t  and g  t  is defined as

t t
f  t   g  t    f  u  g  t  u  du   f  t  u  g  u  du
0 0

13. If L1  F  s    f  t  and L1 G  s    g  t  then

t
L1  F  s   G  s    f  t   g  t    f  u   g  t  u  du known as convolution theorem.
0

Table of Laplace Transforms

f  t   L1  F  s  F  s   L  f  t 

1. 1 1
s

2. e at 1
sa

3. t n , n  1, 2,3,... n!
s n1
4. t p , p  1   p  1
s p 1
5. t 
1
2s 2
1
n
2,
1  3  5   2n  1 
6. t n  1, 2,3,... 1
n
n 2
2 s
7. sin  at  a
s  a2
2

8. cos  at  s
s  a2
2

9. t sin  at  2as
2
s 2
 a2 
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10. t cos  at  s2  a2
2
s 2
 a2 
11. sinh  at  a
s  a2
2

12. cosh  at  s
s  a2
2

13. e at sin  bt  b
 s  a 2  b 2
14. e at cos  bt  sa
 s  a 2  b 2
15. e at sinh  bt  b
 s  a 2  b 2
16. e at cosh  bt  sa
 s  a 2  b 2
17. t n e at , n  1, 2,3,... n!
 s  a n1
18. f  ct  1 s
F 
c c

19. ect f  t  F s  c

20. t n f  t  , n  1, 2,3,....  1n F  n  s 

1 
21. f t 
t  F u  du
s

t
F s
f  v  dv
22.

0
s

t
F sG s
f  t    g   d
23.

0

24. f '  t  sF  s   f  0 
 20

Properties of Gamma function :



The Gamma function which is defined as   t   e  x x t 1 dx . If n is a positive integer then,   n  1  n !


0

The Gamma function is an extension of the normal factorial function. Here are a couple of quick
facts for the Gamma function
(i)   p  1  p  p 

  p  n
(ii) p  p  1 p  2  ....  p  n  1 
 p

1
(iii)    
2

(iv) n 1 n  ,  n   0,1
sin  n 

Def. Difference Kernel : A kernel K  x, t  is said to be difference kernel if it is of the form K  x  t  ,

2
where K ( x  t ) depends only on the difference x  t . e.g. e xt ,sin  x  t  ,  x  t  all are difference kernels.
x
Example 1 : Solve the integral equation x   e x     d
0

Solution : The integral may be expressed as x    x   e x …..(1)

Taking the Laplace transform of both the sides of (1), we have L  x   L   x   e x 

1 1 1
 2
 L   x    L  e x   2
 L   x   
S S s 1
s 1 1 1
 L   x      2 …..(2)
S2 s s
1 1
Taking inverse Laplace transform of (2), we have   x   L1    L1  2     x  1 x
s s 
x
2
Example 2 : Solve the integral equation   x   x   sin  x       d
0

Solution : The integral may be expressed as   x   x 2    x   sin x …..(1)

Taking Laplace transform we have L   x    L  x 2   L   x   sin x 

2 2 1
 L   x     L   x   L  sin x   L   x     L   x    2
s3 s 3
s 1
2  s 2  1 2 2
 L   x    5
 
s s3 s 5
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2 2
Taking inverse Laplace transform, we have   x   L1  3   L1  5 
s  s 
x2 x4 1 4
   x  2   2    x   x2  x
2 4 12

EXERCISE 5.1

Solve the following volterra integral equation :

x x
  
1.  1
d  x 1  x  2.      x    d  16sin 4 x
0 x   3 0

x x
3.   x   1    x        d 4.   x   x  2  cos  x       d
0 0

x x
5.   x   e  x  2  cos  x       d 6.  '  x   sin x   cos    x    d ,  0   0
0 0

Answers
3 3 13
1.   x   x  2  3x  2.   x   8 J 0  4 x 
4
3.   x   cos x 4.   x   2e x  x  1  x  2

x2
5.   x   e  x 1  2 x  x 2  6.   x  
2
6. Solution of Fredholm Integral Equation with Separable (degenerate) Kernel

Def. Separable (degenerate) Kernel : A Kernel K  x, t  is said to be separable or degenerate if it

n
can be expressed as K  x, t    ai  x  bi  t  (terms should be finite)
i 1

 a1  x  b1  t   a2  x  b2  t   ........  an  x  bn  t 

Illustration: Which of the following Kernels are separable:

(i) 2 xt  3x 2t 2 (ii) 1  3xt (iii) cos  x  t  (iv) e xt

(v) xt  sin  x  t   e xt (vi) x 2t  xt 2 (vii) sin  x  t  (viii) e xt

(ix) sin  xt  (x) cos  xt   xt

 22
Def . Eigen Values or characteristic values : Consider a homogeneous Fredholm Integral equation
of the second kind
b
  x     K  x, t    t  dt .........(1)
a

Then (1) always has a obvious solution   x   0 , which is known as zero-solution or trivial solution of (1)

The values of the parameter  for which (1) has a non-zero (non-trivial) solution are called eigen
values (or characteristic values) of (1).
Def. Eigen functions or characteristic functions : Let 0 be an eigen value of (1) and 0  x  be the

corresponding non-trivial solution of (1), the function 0  x  is called the eigen function or characteristic

function of (1) corresponding to   0 .

Example 1. Determine the eigen values and eigen functions (if exists) of the Fredholm homogeneous
 /4
2
integral Equation.   x     sin x   t  dt
0


4
Solution :   x    sin 2 x  c, c     t  dt
0

 
4 4
c
c   c sin 2 t dt  1  cos 2t  dt
0
2 0

 c  sin 2t  4
 c t
2  2  0

c   1       2 
c   c 1     0
2  4 2   2  4 
  
 1  8    2   c  0

 8
1   2   0   
8  2
8c
   x  sin 2 x  c sin 2 x
 2
Values of  No. of solution solution
8
 infinite   x   c sin 2 x
 2
8
 unique   x  0
 2
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EXERCISE 6.1
Solve the following Fredholm homogeneous Integral equations of second kind :
1 
1
1.   x       t  dt 2.   x    sin x   t  dt
0
20
10 1
1 1
3.   x   t   t  dt 4.   x   2  2 e xt   t  dt
50 0 e 1 0

Determine the eigen values and eigen functions (if exists) of the following Fredholm homogeneous
integral equations :
2 2
5.   x     sin x cos t   t  dt 6.   x     sin x sin t   t  dt
0 0

 1
7.   x     sin x sin 2t   t  dt 8. u  x     e x u    d
0 0

1
9. u  x     sin  x cos  t u  t  dt
0

Answers
1.   x   0 2.   x   c sin x 3.   x   c 4.   x   c.e x

1
5. eigen values and functions do not exist. 6.   ,   x   c sin x

2 2c
7. eigen values and functions do not exist 8.   2
,u  x   2 ex or 4  x   c e x
e 1 e 1
9. eigen values and functions do not exist
Determine the eigen values and eigen function (if exists) of the following homogeneous integral
equation :
1
Example 1.   x      3 x  2  t   t  dt
0

1
Solution :   x     3 x  2  c , c   t   t  dt
0

1 1

 c   t   c  3t  2  dt   c   3t 2  2t  dt
0 0

1
 c   c t 3  t 2   0  c  0    x   0  eigen values and functions do not exist.
0
 24
2
Example 2. u  x     sin  x  t  u  t  dt
0

2
Solution : u  x     sin x cos t  cos x sin t  u  t  dt
0

2 2
  sin x  cos t u  t  dt   cos x  sin t u  t  dt
0 0

u  x    sin x  c1   cos x  c2 ……(1)

2 2
c1   cos t u  t  dt
0
, c2   sin t u  t  dt
0

2
c
c1  1
2  cos t c sin t  c
0
1 2 cos t  dt

2 2
c c
c1  1  sin 2t dt  2
2 0 2  1  cos 2t  dt
0

2
 c1 2 c  sin 2t 
 c1    cos 2t 0  2 t  2 
4 2 0

 c1   c2  0 …..(2)
2
c2   sin t  c sin t  c
0
1 2 cos t  dt

2 2
 c1  c2

2  1  cos 2t  dt 
0
2  sin 2t dt
0

2
 c  sin 2t  c 2
 1 t    2  cos 2t 0
2  2 0 4
 c1
  2   0   c1  c2  0 …..(3)
2
1   1 1
  1   2 2  0  2  
 1 2 
1 c c
For   , c1  c2 and u  x   1 sin x  1 cos x  c  sin x  cos x 
  
1
For    , c1  c2

c2 c
u  x  sin x  2 cos x  c  sin x  cos x 
 
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Values of  No. of solutions solution


1 infinite u  x   c  sin x  cos x 

1
 infinite u  x   c  sin x  cos x 

1
 unique u  x  0


EXERCISE 6.2

Determine the eigen values and eigen functions (if exists) of the following homogeneous integral
equation :
1 1
1.   x      2 xt  4 x 2    t  dt 2.   x      5 x t 3  4 x 2t    t  dt
0 1

1 1


3.   x     t x  x t   t  dt
0
 4.   x      5 xt 3  4 x 2t  3xt    t  dt
1

1 
5.   x      x cos ht  t sin h x    t  dt 6.   x      cos 2 x cos 2t  cos 3x cos 3 t    t  dt
1 0

1 1
7.   x      x cos ht  t sin h x    t  dt
2
8.   x      x cos ht  t cos h x    t  dt
1 1

1
9.   x      45 x 2 log t  9t 2 log x   t  dt
0


10. Which of the following is true/false for the Integral equation :   x     cos  x  t    t  dt .....(1)
0

2
(a) For   , (1) has infinitely many solutions.

2
(b) For   , (1) has unique solution.

(c) For   2 , (1) has unique solution.
(d) For   2 , (1) has infinitely many solutions.
2
(e) For   , (1) has at-least one non-trivial solution.

 26

2
(f) For   , (1) has infinitely many non-trivial solutions.


(g) For   , (1) has only the trivial solution.
2
2
(h) For   , (1) has only two non-trivial solutions.

Solve the following homogeneous integral equations :
OR
Find the eigen values and corresponding eigen functions of the following integral equations :

2 
11.  ( x )    cos  x  t    t  dt 12.  ( x )    cos  x  t    t  dt
0 0

2 2
13.  ( x)    cos  x  t    t  dt 14.  ( x )    cos  x  t    t  dt
0 0
 2
15.  ( x )    cos  x  t    t  dt 16.  ( x)    cos  x  t    t  dt
0 0

2 
17.  ( x )    sin  x  t    t  dt 18.  ( x )    sin  x  t    t  dt
0 0

2 2
19.  ( x )    sin  x  t    t  dt 20.  ( x )    sin  x  t    t  dt
0 0
 2
21.  ( x )    sin  x  t    t  dt 22.  ( x )    sin  x  t    t  dt
0 0

Answers
1 5 10
1. 1  2  3 ; 1  x   2  x   x  2 x 2 2.   ,   x   x  x2
2 2 3
3.    i 150 , there are no real eigen values and no real eigen functions.
1 3
4.   ,   x   x2  x
4 2
e
5.   ,   x   sin hx
2
4 8
6. 1  , 1  x   cos 2 x ; 2  , 2  x   cos3x
 
7. eigen values and functions do not exist
8. There are no real eigen values and real eigen functions.
9. There are no real eigen values and real eigen functions.
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Page 27

    2 4  4
c  cos x  sin x  if    2
  2 
 2 4 c cos x if   
 
    2 4  4  2
11.   x   c  cos x  sin x  if   12.   x    c sin x if  
 2  2 4 
   
  2
 4  0 if   
0 if     
 2 4

 1  4
c cos x if    c  cos x  sin x  if  
 2
 
 1  4
13.   x    c sin x if   14.   x   c  cos x  sin x  if  
    2
 1  4
 0 if     0 if  
    2
 2  1
c1 cos x  c2 sin x if    c1 cos x  c2 sin x if  

15.   x    16.   x   
 2  1
0 if   0 if  
   
 4  2
c  cos x  sin x  if   2   c  cos x  sin x  if  

 
 4  2
17.   x   c  cos x  sin x  if   18.   x   c  cos x  sin x  if  
 2   
 4  2
 0 if    0 if   
 2  
 1
c  cos x  sin x  if   
 20. No real eigen values and eigen functions.
 1
19.   x   c  cos x  sin x  if   4i
  In fact   
 1 2 4
 0 if   
 
21. No real eigen values and eigen functions. 22. No real eigen values and eigen functions.
2i 1
In fact    In fact    i
 
Solve the non-homogeneous Fredholm integral equation with separable kernel :

2
Example 1. u  x   sin x    sin x cos  u    d
0

Solution : u  x   sin x   sin x  c ……(1)

 28

2
c   cos  u   d
0


2
 c   cos   sin    c sin   d 
0

 
2
 1  c   1   c  cos 2  2
 c   sin 2 d   c  
0
2   2  2 0


 1  c  1 c
 c     1  1  c
 4  2

  1
 c  1    ……(2)
 2 2
1    2sin x
c , 2  u  x   sin x 1  
2  2  2

Values of  No. of solutions solution

2 no solution X

2 unique solution 2

u  x  sin x
2

EXERCISE 6.3

Solve the following non-homogeneous Fredholm integral equations with separable kernel :
1 1
sin 1 x
1. y  x   tan x   e y  t  dt 2.   x   sec x tan x      t  dt
1 0

1 1
1 1 2
3. y  x      cos t y  t  dt 4.   x   sec x      t  dt
1  x2 0 0

 4 1
6
5.   x     tan t   t  dt  cot x 6.   x      x log t  t log x    t  dt  1  4 x 
 4 0
5
2 1
7.   x       t sin x   t  dt  x 8.   x   x    1  x  t    t  dt
0 0
 1
9.   x   x    1  sin x sin t    t  dt 10.   x   x     4 xt  x 3    t  dt
0 0
1 1
11.   x      4 xt  x 2    t  dt  x 12. u  x   e x    2 e xt u  t  dt
0 0
  2
13.   x   cos x    sin x   t  dt 14.   x   2 x    4  sin 2 x   t  dt
0 0
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Page 29
1 1
15. u  x   x     x  x   u   d
2 2
16. y  x   1   1  e xt  y  t  dt
0 0
1
2
17.   x   1  x     xt  x 2t 2    t  dt
1
Solve the following non-homogeneous integral equations :
 
2 2
18.   x   1    cos  x  t    t  dt 19.   x   x    cos  x  t    t  dt
0 0
 
20.   x   1    cos  x  t    t  dt 21.   x   x    cos  x  t    t  dt
0 0
2 2
22.   x   1    cos  x  t    t  dt 23.   x   x    cos  x  t    t  dt
0 0
 
2 2
24.   x   1    cos  x  t    t  dt 25.   x   x    cos  x  t    t  dt
0 0
 
26.   x   1    cos  x  t    t  dt 27.   x   x    cos  x  t    t  dt
0 0
2 2
28.   x   1    cos  x  t    t  dt 29.   x   x    cos  x  t    t  dt
0 0
 
2 2
30.   x   1    sin  x  t    t  dt 31.   x   x    sin  x  t    t  dt
0 0
 
32.   x   1    sin  x  t    t  dt 33.   x   x    sin  x  t    t  dt
0 0
2 2
34.   x   1    sin  x  t    t  dt 35.   x   x    sin  x  t    t  dt
0 0

Solve the following non-homogeneous Fredholm integral equations with separable kernel :
 
36.   x   cos x    sin  x  t    t  dt 37.   x   cos 2 x    cos  x       d
0 0

Answers
 
sec x tan x  sec1 ,   1
1. y  x   tan x 2.   x    1 
 NoSolution,   1

 1 2  2 
  ,  1 sec x  tan1,   1
3. y  x    1  x 2 8    1 4.   x    1 
 NoSolution,  1  NoSolution,  1

 30

6 2  2 x      2 4  ln x
 1  4 x  
5.   x   cot x  2 6. 5 1   29 48   2
For all   No Real 
for Det=0  
 Eigen Values 

 x  x  10   6    x 
3
7.   x   x   sin x 8. 12  24    2 
 24  624
for D et=0  
2

  1  1  
9.   x   x   2   2 1      sin x 
1
1    1     4 2  2  2  
 2 

15  4    x  30  x 3 6 3    x  9  x2
10.   x   11.   x  
60  65  4 2 18  18   2
 ex 1  1
 ,  2 cos x , 
1    e  1 
2
e 1 2
12. u  x    13.   x   
 1 cos x  c sin x,   1
 NoSolution,   e 2  1  2

14.   x   2 x   
 2 sin 2 x
15. u  x  
 240  60  x  80  x2
 1 240  120   2
e 2  3  2e x  e  1 25 2
16. y  x   2
17.   x   1  6 x  x
2  e  1 9

 4 2
 cos 2 x  3  2    sin x,    

4cos x  2 sin x  2 2
36.   x   37.   x   cos 2 x  c cos x  sin x,  
4   2 2  3 
 -2
 NoSolution, =
 

EXERCISE 6.4

Solve the following non-homogeneous Fredholm integral equations with separable kernel :
1
1. u  x   f  x     x u    d
0

2
2. u  x   f  x      sin x cos t  u  t  dt
0

1
3.   x   f  x      x  t    t  dt
0
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Page 31
1
4. y  x   f  x      xt  x 2t 2  y  t  dt .
1

2
1
5. Show that the Integral equation u  x   f  x    sin  x  t  u  t  dt possesses no solution for
 0

f ( x )  x , but that it possesses infinitely many solutions when f  x   1 .

1
6. Solve the Integral equation and discuss all it’s possible cases   x   f  x     1  3 xt    t  dt
0

i.e., (i) When f  x   0 (ii) When f  x   0

2
7. y  x   F  x     cos  x  t  y  t  dt
0

(a) Determine the characteristic values of  and the characteristic functions.

(b) Obtain the general solution (when it exists) if F  x   sin x , considering all possible cases.

Answers
1 2
3 x
1. u  x   f  x    f   d  2. u  x   f  x      cos t sin x  f  t  dt
3   0 0

1
6    2  x  t   12 xt  4
3.   x   f  x     f  t  dt
0
 2  12  12
1
 3xt 5 x 2t 2 
4. y  x   f  x       f t  d t
1 
3  2 5  2 

5. When f  x   1 , u  x   1  c  sin x  cos x 

6. (i) When f  x   0, infinitesolutions if   2 and unique solution if   2

When f  x   0 and   2
 
(ii)  1 2 2 
 6 x  3  6 x   3 x  2  2 
 x  f  x     
f   d 
0
 2 
 2 1   
  4  
1 1
7. (a) 1  , y1  x   cos x ; 2  , y2  x   sin x
 
sin x 1 1 1 1
(b) y  x   if    ; y  x   sin x  A cos x , A arbitrary, if   ; No solution if   
1    2  
 32

6.5 Solution of some special type of Volterra integral equation :

x
n
1.
x  t
a
y  t  dt  f  x  , n  1, 2,....

It is assumed that the right-hand of the equation satisfies the conditions

f  a   f '  a   .....  f    a   0
n

1  n 1
Solution : y  x   f  x
n!
Example : For f  x   Ax m , where m is a positive integer, m  n , the solution has the form

Am !
y  x  x m  n1
n! m  n  1!
x

(i)
 y t  dt  f  x  ,
a
Solution : y  x   f '  x 

(ii)
  x  t  y t  dt  f  x  ,
a
Solution : y  x   f "  x 

x
2 1
(iii)
  x  t  y t  dt  f  x  ,
a
Solution : y  x  
2
f "'  x  f  a   f '  a   f " a   0

x
3 1
(iv)
x t
a
y  t  dt  f  x  , Solution : y  x  
6
f ""  x  f  a   f '  a   f " a   f '"  a   0

x
1 d  f ' x 
x 
n
2.  t n y  t  dt  f  x  , Solution : y  x     f a   f ' a   0 , n  1, 2,...
n dx  x n 1 
a

(i)
  x  t  y t  dt  f  x 
a
Solution : y  x   f "  x 

x
1
x 
2
(ii)  t 2 y  t  dt  f  x  , Solution : y  x    xf "  x   f '  x   f a   f ' a   0
2x2 
a

x
1
  x  t  y t  dt  f  x  ,
3 3
(iii) Solution : y  x    xf '"  x   2 f '  x   f a   f ' a   0
3 x3 
a

x
1 d 2  f  x 
3.

a

t n x n1  x nt n 1 y  t  dt  f  x  , n  2,3,..... Solution : y  x    
x n dx 2  x n 
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x
1 d 2 1 
  x t  xt  y  t  dt  f  x  ,
2 2
(i) f a   f ' a   0 Solution : y  x   2 
f  x 
x dx  x 
a

x
  x t 
y  t  dt  f  x  ,
4. (i)
e
a
Solution : y  x   f '  x    f  x 

Example : In the special case a  0 and f  x   Ax , the solution has the form y  x   A 1   x  .
x

Solution : y  x   e    f '  x    f  x  
 x t    x
y  t  dt  f  x  ,
(ii)
e
a

Example : In the special case a  0 and f  x   A sin   x  , the solution has the form

y  x   Ae     cos   x    sin   x  

   x

x
1 
 e  Solution : y  x   e   x  f " x   f '  x  
x
(iii)  e t y  t  dt  f  x  , f a   f ' a   0
 
a

 e 
  x t 
 e   y  t  dt  f  x  , f  a   f '  a   0
 x t
(iv)
a

1
Solution : y  x    f "      f '  f  , f  f  x
 
x

e   y  t  dt  f  x  ,
n  x t
5.
x t
a
n  1, 2,....

It is assumed that f  a   f '  a   .....  f    a   0

n

1  x d n 1   x
Solution : y  x   e e f  x  
n! dx n 1  
x

e   y  t  dt  f  x  ,
2  x t
(i)
x t
a
f  a   f '  a   f " a   0

1
Solution : y  x    f '"  x   3 f "  x   3 2 f '  x    3 f  x  
2 

6.
x x
2
(i)
 cosh   x  t  y t  dt  f  x  ,
a
Solution : y  x   f '  x   
 f  x  dx
a
 34
x
1 d  f ' x 
cosh   x   cosh   t   y  t  dt  f  x  , Solution : y  x  
(ii)

a
 
 dx  sinh   x  
x
1
sinh    x  t   y  t  dt  f  x  , Solution : y  x   f " x    f  x 
(iii)

a

f a   f ' a   0

x
1 d  f ' x 
sinh   x   sinh   t   y  t  dt  f  x  , Solution : y  x  
(iv)

a
 
 dx  cosh   x  
f a   f ' a   0

7. (i)
  ln x  ln t  y  t  dt  f  x 
a
Solution : y  x   x f " x   f '  x 

x
 x b
(ii)
   y  t  dt  f  x  , Solution : y  x    x  b  f "  x   f '  x 
 t b 
a

x x
2
8. (i)
 cos   x  t  y t  dt  f  x  ,
a
Solution : y  x   f '  x   
 f  x  dx
a

(ii)
 cos   x  t  1 y  t  dt  f  x  ,
a
f  a   f '  a   f " x   0

1
Solution : y  x    f '"  x   f '  x 
2
x
1
(iii)
 sin   x  t  y  t  dt  f  x  ,
a
f a   f ' a   0 Solution : y  x  

f " x    f  x 

7. Solution of Fredholm Integral equation with the help of Resolvent Kernel

Formula :
1. Iterated Kernel : K1  x, t   K  x, t 
b
K n 1  x, t    K  x, z  K n  z , t  dz .
a


2. Resolvent Kernel : R  x, t ;    K1   K 2   2 K 3  ..........    n 1 K n  x, t 
n 1

b
3. Solution :   x   f  x     R  x, t ;   f  t  dt
a
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EXERCISE 7.1

1. Find the iterated kernels for the following kernels:

(i) K  x, t   sin  x  2t  , 0  x  2 , 0  t  2 (ii) K  x, t   e x cos t ; a  0 , b  

(iii) K  x, t   x  sin t ; a   , b   (iv) K  x, t   x  t ; a  0 , b  1

2. Determine the Resolvent kernel or Reciprocal kernel for the following kernels:
(i) K  x, t   e xt ; a  0 , b  1 (ii) K  x, t   1  x 1  t  ; a  1 , b  1

3. Solve the following Fredholm integral equations with the help of Resolvent kernel:
12 1 1
1 1 1 x 5x 1
(i) y  x   x   y  t  dt (ii) y  x   e  e    y  t  dt (iii) y  x    xt y  t  dt
0
2 2 20 6 2 0
1  2 1
x 1
(iv) y  x   x    xt y  t  dt (v) y  x   sin x    xt y  t  dt (vi) y  t   f  x     e xt y  t  dt
0
4 4 0 0

1 
3 1 1 1
(vii) y  x   e x  x e x    t y  t  dt (viii) y  x   1    sin  x  t  y  t  dt
2 2 2 20 0

1
(ix) y  x   1    1  3xt  y  t  dt
0

Answers
n 1
n 1 1  e 
1. (i) K n  x, t   0 for n  2,3, 4,........... (ii) K n  x, t    1  2  e x cos t , n  1, 2,3.......
 
2 m2
(iii) if n  2m  1 , K 2 m1  x1t    2   x  sin t  , m  1, 2,3,.....
2 m1
if n  2m , K 2 m  x, t    2  1  x sin t  , m  1,2,3,.....
m 1

(iv) if n  2m  1 , then K 2 m1  x, t 

 1
 x t , m  1, 2,3,.....
12m1
m 1

if n  2m , then K 2 m  x, t  
 1 x t 1 
12 m 1  2  3  xt  , m  1, 2,3,.....
 
2 e x t 2 3 1  x 1  t  3
2. (i) R  x, t ;    , provided   2 (ii) R  x, t ;    , provided  
2    e  1
2
e 1 3  4 4

1
3. (i) y  x   x  (ii) y  x   e x
4
 36

3x
(iii) y  x   x (iv) y  x   where   3
3
1

(v) y  x   sin x (vi) y  x   f  x    e xt f  t  dt , where   1
1  0

3 1 e 4 2
(vii) y  x   e x  x e x   1 (viii) y  x   1  2 2 
2cos x   sin x  , where  
2 2 3 4  
4  2  2  3x 
(ix) y  x   ,  2
4  2
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Differentiation Formulas
Procedural rules :
1. Constant multiple rule  cf  '  cf '
2. Sum rule f  g  '  f ' g '

3. Difference rule f  g  '  f ' g '

4. Linearity rule  af  bg  '  af ' bg '

5. Product rule  fg  '  fg ' f ' g

 f  gf ' fg '
6. Quotient rule  ' 
g g2
dy dy du
7. Chain rule 
dx du dx
Basic formulas :
d n du
1. Extended power rule u  nu n 1
dx dx
d du d du
2. Trigonometric rules (i) sin u  cos u (ii) cos u   sin u
dx dx dx dx
d du d du
(iii) tan u  sec 2 u (iv) cot u  csc2 u
dx dx dx dx
d du d du
(v) sec u  sec u tan u (vi) csc u   csc u cot u
dx dx dx dx
d 1 du d 1 du
3. Inverse trigonometric rules (i) sin 1 u  (ii) cos 1 u 
dx 1  u 2 dx dx 1  u 2 dx
d 1 du d 1 du
(iii) tan 1 u  (iv) cot 1 u 
dx 1  u 2 dx dx 1  u 2 dx
d 1 du d 1 du
(v) sec 1 u  (vi) csc 1 u 
dx u u 2  1 dx dx u u 2  1 dx

d 1 du d log b e du 1 du
4. Logarithmic rules (i) ln u  (ii) logb u  
dx u dx dx u dx u ln b dx
d u du d u du
5. Exponential rules (i) e  eu (ii) b  bu ln b
dx dx dx dx
 38

d du d du
6. Hyperbolic rules (i) sinh u  cosh u (ii) cosh u   sinh u
dx dx dx dx
d du d du
(iii) tanh u  sech 2 u (iv) coth u  csch 2 u
dx dx dx dx
d du d du
(v) sech u   sech u tanh u (vi) csch u   csch u coth u
dx dx dx dx
d 1 du d 1 du
7. Inverse hyperbolic rules (i) sinh 1 u  (ii) cosh 1 u 
dx u 2  1 dx dx u 2  1 dx
d 1 du d 1 du
(iii) tanh 1 u  (iv) coth 1 u 
dx 1  u 2 dx dx 1  u 2 dx
d 1 du d 1 du
(v) sech 1 u  (vi) csch 1 u 
dx u 1  u 2 dx dx u 1  u 2 dx

Integration Formulas
Procedural rules :

1. Constant multiple rule

 cf u  du  c f u  du
2. Sum rule
  f u   g  u  du   f u  du   g u  du
3. Difference rule
  f u   g u  du   f u  du   g u  du
4. Linearity rule
 af u   bg u  du  a f u  du  b g u  du
Basic formulas :

1. Constant rule
 0 du  C
u n 1
u n du 
2. Power rule (i)
 n 1
 C ; n  1

1

(ii) u du  ln u  C

u u
3. Exponential rule

(i) e du  e  C

uau

(ii) a du 
ln a
 C a  0, a  1

4. Logarithmic rule
 ln u du  u ln u  u  C, u  0
5. Trigonometric rules

(i) sin u du   cos u  C

(ii) cos u du  sin u  C
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(iii)
 tan u du   ln cos u  C (iv)
 cot u du  ln sin u  C
 ln secu  C

(v)
 sec u du  ln sec u  tan u  C (vi)
 csc u du   ln csc u  cot u  C
2 2

(vii) sec u du  tan u  C

(viii) csc u du   cot u  C


(ix) sec u tan u du  sec u  C

(x) csc u cot u du   csc u  C

2 1 1
6. Cosine squared formula
 cos u du  2 u  4 sin 2u  C
1 1
sin 2 u du  u  sin 2u  C
7. Sine squared formula
 2 4

8. Hyperbolic rules (i)

 sinh u du  cosh u  C (ii)
 cosh u du  sinh u  C
(iii) tanh u du  ln  cosh u   C
 
(iv) coth u du  ln sinh u  C

du u du u
 sin 1  C  cosh 1  C
9. Inverse rules (i)
 a2  u 2 a
(ii)
 u 2  a2 a

du 1 u
 tan 1  C
(iii)
a 2
u 2
a a
1 1 u u
 a tanh a  C if a  1
du 
(iv)
 2
a u 2

 1 coth 1 u  C if u  1
 a a a

du 1 u
sec 1  C
(v)
u u2  a2

a a

du 1 u 1 a  a2  u 2
  sech 1  C   ln
(vi)
 u a2  u2 a a a u
C

du u
(vii)
 2
a u
 sinh 1  C  ln
2 a  a2  u 2  u  C
du 1 u 1 a2  u 2  a
  csch 1  C   ln
(viii)
 2
u a u 2 a a a u
C
 40

Table of formulae :
Sr. No. Trigonometric Functions Hyperbolic Functions
(i) sin 2 x  cos 2 x  1 cos h 2 x  sin h 2 x  1

1. (ii) sec 2 x  tan 2 x  1 sec h 2 x  tanh 2 x  1

(iii) cosec 2 x  cot 2 x  1 coth 2 x  cosech 2 x  1

(i) sin( x  y )  sin x cos y  cos x sin y sinh( x  y )  sinh x cosh y  cosh x sinh y

2. (ii) cos( x  y )  cos x cos y  sin x sin y cosh( x  y )  cosh x cosh y  sinh x sinh y

(iii) tan( x  y ) 
tan x  tan y
tanh ( x  y ) 
tanh x  tanh y
1  tan x tan y 1  tanh x tanh y

(i) sin( x )   sin x sinh ( x)   sinh x

3. (ii) cos( x)  cos x cosh ( x )  cosh x

(iii) tan( x )   tan x tanh ( x )   tanh x

(i) sin 2 x  2sin x cos x sinh 2 x  2sinh x cosh x

(ii) cos 2 x  cos2 x  sin 2 x cosh 2 x  cosh 2 x  sinh 2 x

4.
(iii) tan 2 x 
2 tan x
tanh 2 x 
2 tanh x
2
1  tan x 1  tanh 2 x

(i) sin 3x  3sin x  4sin 3 x sinh 3x  3sinh x  4sinh 3 x

(ii) cos3x  4cos3 x  3cos x cosh 3 x  4cosh3 x  3cosh x

5.
(iii) 3tan x  tan 3 x 3tanh x  tanh 3 x
tan 3x  tanh 3 x 
1  3tan 2 x 1  3tanh 2 x

(i) 2sin A cos B  sin (A  B)  sin (A  B) 2sinh A cosh B  sinh (A  B)  sinh (A  B)

6. (ii) 2cos Asin B  sin (A  B)  sin (A  B) 2cosh Asinh B  sinh (A  B)  sinh (A  B)

(iii) 2cos A cos B  cos(A  B)  cos (A  B) 2cosh A cosh B  cosh (A  B)  cosh (A  B)

(iv) 2sin Asin B  cos(A  B)  cos(A  B) 2sinh Asinh B  cosh (A  B)  cosh (A  B)

(i) sin C  sin D  2sin

CD
cos
CD
sinh C  sinh D  2sinh
CD
cosh
CD
2 2 2 2

(ii) sin C  sin D  2 cos

C D
sin
CD
sinh C  sinh D  2 cosh
CD
sinh
CD
2 2 2 2
7.
(iii) cos C  cos D  2 cos
CD
cos
CD
cosh C  cosh D  2 cosh
CD
cosh
CD
2 2 2 2

(iv) cos C  cos D  2sin

CD
sin
DC
cosh C  cosh D  2sinh
C D
sinh
CD
2 2 2 2
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-------------------------- S C Q ---------------------- 4. For the kernel

1. Integral equation for boundary value K  x, t   1  x 1  t  ; a  1, b  0 .
problem y " 5 y ' 6 y  0 , given that
The third iterated kernel k3  x, t  is
y  0   0, y '  0   1 is
1. 1  x 1  t 
x
1. y  x     5  6 x  6t  y  t  dt 2
0
2. 1  x 1  t 
3
5
2
2. y  x      5  6 x  6t  y  t  dt 2
3.   1  x 1  t 
0
3
x
3. y  x   6 x  5    5  6 x  6t  y  t  dt 4. None of the above
0 5. Which of the following is solution of
x x
 t 
4. y  x   6 x  5    5  6 x  6t  y  t  dt integral equation  dt  x ?
0 0 x t
2. The differential equation corresponding to 1 1
1.   x   2.   x   
x 2 2
integral equation y  x     x  t  y  t  dt  1
0 3.   x   1 4.   x   1
is 6. The initial value problem corresponding to
1. y " x   y  x   3sin x  0, y  0   3, y '  0   0 x
the integral equation y  x   1   y  t  dt is
2. y "  x   6 y  x   0, y  0   4, 0

1. y ' y  0, y  0   1
y '  0   3, y "  0   2
2. y ' y  0, y  0   0
3. y "  x   y '  x   4cos x  0,
3. y ' y  0, y  0   0
y  0   2, y '  0   1
4. y ' y  0, y  0   1
4. y "  x   2 xy '  x   3 y  x   0,
(GATE 2001)
y  0   1, y '  0   0
7. The integral equation
3. The solution of integral equation x 1
x y  x     x  t  y  t  dt  x  1  t  y  t  dt is
x t
 e   t  dt  sinh x is
0
0 0

equivalent to
1.   x   e  x 2.   x   e x
1. y " y  0, y  0   0, y 1  0
3.   x   sinh x 4.   x   cosh x
 2
2
2. y " y  0, y  0   0, y '  0   0
y  x   sin x  cos x    cos  x  t  y  t  dt
0
3. y " y  0, y  0   0, y 1  0
has
4. y " y  0, y  0   0, y '  0   0
1
1. unique solution for  
(GATE 2003) 
8. The integral equation 1
2. unique solution for   
2 
y  x     sin  x  t  y  t  dt has
0
3. unique solution for   

1. no solution for any value of  4. no solution for   

2. unique solution for every value of  (GATE 2004)

3. infinitely many solutions for only one 11. The eigen values  of the integral equation
2
value of  y  x     sin  x  t  y  t  dt are
4. infinitely many solutions for two values 0

of  1 1 1 1
1. , 2. ,
2 2  
(GATE 2003)
3.  ,   4. 2 ,  2
9. The value of  for which the integral
1 (GATE 2005)
equation y  x      6 x  t  y  t  dt
12. Solution of the initial value problem
0

has a non-trivial solution, are given by the d2y dy

2
 a1  x   a2  x  y  F  x  ,
dx dx
roots of the equation
0  x 1
1.  3  1 2      2  0
 dy 
y  0   C0 ,    C1 ,
2.  3  1 2     2  0  dx  x0
3.  3  1 2     4 2  0 where, a1  x  , a2  x  and F  x  are

4.  3  1 2      3  0 continuous functions on  0,1 may be

(GATE 2004) reduced, in general, to a solution of some

10. Given that, the eigen values of the integral linear
2
1. Fredholm integral equation of first kind
equation y  x     cos  x  t  y  t  dt are
0 2. Volterra’s integral equation of first kind
1 1 3. Fredholm integral equation of second
and  with respective eigen functions
  kind
cos x and sin x . Then, the integral equation 4. volterra’s integral equation of second
kind
(GATE 2006)
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13. Which of the following functions is a y2  x   sin x  cos x respectively. Then,

solution of the Volterra type integral
the integral equation
x
2
equation f  x   x   sin  x  t  f  t   dt ? 1
y  x  f  x   y  t  sin  x  t  dt ,
0  0
3 3
x x x   0, 2  has a solution, when f  x  is
1. x  2. x 
3 3
equal to
x3 x3
3. x  4. x  1. 1 2. cos x
6 6
(GATE 2006) 3. sin x 4. 1  sin x  cos x

14. Which of the following functions is a (GATE 2007)

solution of the Fredholm type equation 17. The resolvent kernel for the integral
x
1
t x 
f  x   x    xt f  t   dt ? equation u  x   F  x   e u  t  dt ,
log 2
0

2x 3x is
1. 2.
3 2 1. cos  x  t  2. 1
3x 4x
3. 4. 3. et  x 4. e 2 t  x 
4 3
(GATE 2009)
(GATE 2006)
18. For a continuous function
15. The value of  for which the integral
1
1
y  t   f  t   3 ts y  s  ds has
equation u  x     e xt u  t  dt , has a non- 0
0
1
trivial solution is 1. a unique solution, if  sf  s  ds  0
0
1. –2 2. –1 3. 1 4. 2
1
(GATE 2007) 2. no solution, if  sf  s  ds  0
2 0
16. Suppose y  x     y  t  sin  x  t  dt ,
0
3. infinitely many solutions, if
1
1
x   0, 2  has eigen values   and

 sf  s  ds  0
0

1 4. infinitely many solutions, if

 with corresponding eigen
 1

functions y1  x   sin x  cos x and  sf  s  ds  0

0

(GATE 2010)
 4
19. The eigen value  of the following 23. For the linear integral equation
1
Fredholm integral equation
  x   x   2    d  , the resolvent kernel
1 0
2
y  x     x t y  t  dt , is
0
R  x,  ;1 is

1. –2 2. 2 3. 4 4. –4 1 3
1. 2. 2 3. 4. 4
(GATE 2011) 2 2
(CSIR NET June 2012)
20. The resolvent kernel R  x, t ;   for the
24. For the homogeneous Fredholm integral
1
integral equation u  x   x    xet u  t  dt is 1
equation   x     e xt  t  dt , a non-
0 0

xet  xet trivial solution exists, when  has the

1. 2.
1  1  value
xet xet 2 1
3. 4. 1.   2.   2
1 2 1 2 e 1 e 1
(GATE 2012) 1 2
3.   4.   2
21. The solution of this integral equation e 1 e 1
1 (CSIR NET Dec 2012)
t
u  x   x    xe u  t  dt is
25. The integral equation
0
x
x 1 x2 y  x   x   xy  t  dt ; y  C 1 1,   has the
1
1. 2.
1  1 2
solution
x x
3. 4. 1. y  x 1  ln x 
1 2 1 
1
x
(GATE 2012) 2. y  xe 2
 x  1  x
22. For the Volterra type linear integral 2

x
3. y  xe(1 x )/2
x 
equation   x   x  2  e     d , the
0

4. y  x  x e x  e
2


resolvent kernel R  x,  ; 2  of the kernel
(CSIR NET June 2013)
e x is
26. The integral equation
2 2 x  
1. x   e 1
  x   f  x    K  x, y   y  dy
0
2.  x    e x
For K  x, y   xy 2 has a solution
3. e3 x 
1.   x   f  x 
 x  
4. e
2.   x   K  x, x 
(CSIR NET June 2011)
3.   x   x 3
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4.   x   f  x  
4 1 2
x x f  x  dx 30. The resolvent kernel R  x, t ,   for the
3 0
Volterra integral equation
(CSIR NET Dec 2013)
x

27. The homogeneous integral equation   x   x      s  ds , is

a

1
  x      3 x  2  t  t  dt  0 , has 1. e  xt  2. e  xt 
0

1. One characteristic number 3. e xt  4. e xt

2. Three characteristic numbers (CSIR NET Dec 2015)

3. Two characteristic numbers 31. Consider the integral equation

x
4. No characteristic number y ( x)  x 3   sin( x  t ) y (t )dt , x  [0,  ] .
0
(CSIR NET June 2014)
Then the value of y (1) is
28. Let y : 0,     be twice continuously
1. 19/20 2. 1
differentiable and satisfy 3. 17/20 4. 21/20
3
x x (CSIR NET June 2016)
y  x     x  s  y  s  ds  . Then
0 6 32. Let  satisfy
1 x 3
1. y  x   s sin  x  s  ds
6 0
x
 ( x )  f ( x)   sin( x  t ) (t ) dt . Then  is
1 x 3 0
2. y  x   s cos  x  s  ds
6 0 given by
x x
3. y  x    s sin  x  s  ds
0 1.  ( x )  f ( x)   ( x  t ) f (t ) dt
x 0
4. y  x    s cos  x  s  ds
0
x
(CSIR NET Dec 2014) 2.  ( x )  f ( x)   ( x  t ) f (t ) dt
0
29. The integral equation
x
1
y  x      3x  2  t y  t  dt , with  as a 3.  ( x )  f ( x)   cos( x  t ) f (t ) dt
0
0
parameter, has
x
1. only one characteristic number 4.  ( x )  f ( x )   sin( x  t ) f (t ) dt
0
2. two characteristic numbers
3. more than two characteristic numbers (CSIR NET Dec 2016)

4. no characteristic number
(CSIR NET June 2015)
 6

33. Let   x  be the solution of (CSIR NET June 2018)

x
x t
e   t  dt  x, x  0 . Then  1 equals ------------------------ M C Q ---------------------
0

1. –1 2. 0
1. Given integral equation
3. 1 4. 2 x

(CSIR NET June 2017) y  x     x  t  y  t  dt  1 is

0
34. Let u  x, t  be a solution of the heat
1. A Fredholm integral equation
2
u  u 2. A Volterra’s integral equation
equation  in a rectangle
t x 2 3. The required differential equation is
 0,     0,T  subject to the boundary d2y dy
2
 2x  3 y  0
conditions u  0, t   u   , t   0, 0  t  T dx dx
4. The initial equation of required
and the initial condition
differential equation is
u  x,0     x  , 0  x   . If
y  0   1, y '  0   0
f  x   u  x,T  , then which of the
d2y dy
following is true for a suitable kernel 2. Given, 2
 sin x  e x y  x with the
dx dx
k  x, y  ? initial conditions y  0   1, y '  0   1 .

Then,
k  x, y    y  dy  f  x  , 0  x  
1.
0
1. the equivalent integral equation is
 y  x    x  sin x  e x  x  1 
2.   x   k  x, y    y  dy  f  x  , 0  x  
 x
0
  sin x  e x  x     y    d
x 0

3.
 k  x, y   y  dy  f  x  , 0  x  
0
2. the Volterra’s integral equation of first
find
x

4.   x   k  x, y    y  dy  f  x  , 0  x   3. the Volterra’s integral equation of

0 second kind
(CSIR NET Dec 2017) 4. the Fredholm integral equation of first
35. The resolvent kernel for the integral kind
x
3. Find the solution of
equation   x   x  et  x  t  dt is
2
 x
0   x     e x  y  y  dy  f  x 
0
1. et  x 2. 1
x

3. e x t 4. x 2  e x t 1.   x     e x  y  y  dy  f  x  is the
0
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Page 7

Volterra integral equation of second 4. the solution is   x   e x

type
6. Given integral equation
1  x y 
2. H  x, y;    e is the resolvent 1
  x   sec2 x       d  is
kernel for this Volterra integral 0

equation 1. The Volterra integral equation

x
2. The Fredholm integral equation
3.   x   f  x     e1  x y  f  y  dy is the
0 
3. The solution is   x   sec 2 x  tan1
solution of this Volterra integral 1 

equation 4. The solution is   x   sec 2 x  tan x

4. J  x, y   e x e y is the kernel for 7. Given the integral equation

x
Volterra integral equation y  x   sin x  2  cos  x  t  y  t  dt , then
0
4. Given the integral equation
1 1. y  x   xe x is a solution of given
  x      x     x     d , then

0 integral equation
1. the integral have no real characteristic 2. y  x   e x is a solution of given integral
numbers
equation
2. the integral have real characteristic
3. a Volterra integral equation
number
4. a Fredholm integral equation
3. it has a trivial solution   x   0 8. Given integral equation,
4. a Fredholm integral equation 1
y  x   1    xt y  t  dt , then
5. Given the integral equation 0

x
3 x
  x   1  x     x      d , 0  x   1 , 1. the solution is y  x   1  ,  3
0 2 3   
then 2. the solution is
1. a Volterra integral equation of first kind 2
x        
3

y  x  1  1        ...   

2. a Volterra integral equation of second 2  3 3 3 
kind 3. if initial approximation y1  x   1, then
3. the solution is
x
2 3 4
y1  x   1 
x x x 2
  x  1 x     ....
2! 3! 4! 4. if initial approximation, y1  x   1, then
 8

x  2x 1
y2  x   1   3. the solution is y 
3 x
 3  12 x  8 x 2 
2 6
9. Given the integral equation 1
x
4. the solution is y 
3
 x 2 
x 
e y   d  x , then
0
13. Given the integral equation
x
1. a Volterra integral equation x t
y  t  dt  e x  x  1, then
e
0
2. a Fredholm integral equation
3. y  x   1  x is a solution of integral 1. y  t   2  t is the solution

equation 2. y  t   2  t is the solution

4. y  x   1  x is not a solution of integral 3. Volterra integral equation

equation 4. Fredholm integral equation

10. Given the integral equation 14. Given the homogeneous integral equation
1
x 1
  x   1      d  ;0  x   0 is y  x   2  e xt y  t  dt with degenerate
e 1 0
0

1. a Volterra integral equation of first kind kernel, then

2. a Volterra integral equation of second 1. has no trivial solution

kind 2. has only trivial solution

3.   x   e x is a solution 3. it does not contains any eigen value or

eigen function
4.   x   0 is a solution
4. it contains eigen value of eigen function
11. Given the equation 15. Given linear integral equation
x
dy 1
 3 cos 2  x  t  y  t  dt  2 , given 2
dx 0   x   x      d is
0
y  0   1 is
1. Volterra integral equation of first kind
1. a Volterra integral equation
2. Volterra integral equation of second
2. a Fredholm integral equation
kind
3. the solution is 1
2 2
y  4  8 x  3cos x  6sin x 1 1
3. K 3  x,     dz   
20 2
4. the solution is y  4 x  3sin x  2cos x
1
12. Given the integral equation 2
1
x
4. the solution is   x   x   2 d  x 
y t  4
 dt  1  2 x  x 2 is 0

0 xt 16. Given the integral equation,

1. the Volterra integral equation
2. the fredholm integral equation
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x
y   19. For the integral equation
  x   d  1 is
b
0
u  x   f  x     K  x, t  u  t  dt to have a
a
1. Volterra integral equation of first kind
continuous solution in the interval
2. Volterra integral equation of second
a  x  b , which of the following
kind
assumptions are necessary ?
3. Fredholm integral equation
1. K  x, t  / 0 , is real and continuous in
4. the solution of the equation is
the region a  x  b , a  t  b with
1
y  x 
 x K  x, t   M
17. Given the integral equation 2. f  x  / 0 , is real and continuous in the
x
x   e x     d is interval a  x  b .
0
3.  is a constant.
1. a Volterra equation
1
2. a Fredholm equation 4.  
M b  a 
3. the solution is   x   1  x (CSIR NET Dec 2011)
1 20. The integral equation
4. the solution is   x  
1 x 

18. The integral equation, involving a y  x  1    2 cos  x  t  y  t  dt has

0

parameter  , 1. a unique solution for   4 /    2 


  x   cos 2 x    cos  x      d 2. a unique solution for   4 /    2 
0

1. a unique solution if   1 , and an 3. no solution for   4 /    2  , but the

2 corresponding homogeneous equation
infinite number of solution if  

has non-trivial solutions.
2. a unique solution if   1, and an
4. no solution for   4 /    2  , but the
2
infinite number of solution if    corresponding homogeneous equation

2 has non-trivial solutions.
3. a unique solution if  
 (CSIR NET Dec 2011)
2 21. The initial value problem
4. no solution if   
 d2y
 y  0; x  0 , y  0   1 , y  0   0 .
(CSIR NET June 2011) dx 2
 10
is equivalent to the Volterra integral 24. Let 1 , 2 be the characteristic numbers and
equation f1 , f 2 the corresponding eigen functions for
x
1. y  x   1    t  x  y  t  dt the homogeneous integral equation
0
1
x
2. y  x   1    t  x  y  t  dt   x      xt  2 x 2   t  dt  0 . Then
0
0

x 1. 1  18  6 10, 2  18  6 10

3. y  x  1   xt y  t  dt
0

x
2. 1  36  12 10, 2  36  12 10
4. y  x   1    x  t  y  t  dt
0 1

22. The integral equation

3.  f  x  f  x  dx  1
0
1 2

1
1
  x     cos   x  t     t  dt  f  x 
1
4.  f  x  f  x  dx  0
0
1 2

has (CSIR NET June 2014)

1. a unique solution for   1 when 25. If y : 0,     0,   is a continuously

f  x  x differentiable function satisfying

t
2. no solution for   1 when f  x   1 y  t   y0   y  s  ds for t  0, then
0

3. no solution for   1 when f  x   x 1.

2
4. infinite number of solutions for   1 y 2 t   y 2  0   
0
t
 t
y  s  ds  2 y  0   y  s  ds
0

when f  x   1 t
2. y 2  t   y 2  0   2  y 2  s  ds
0
(CSIR NET Dec 2012)
t
23. For the homogeneous Fredholm equation 3. y 2  t   y 2  0    y  s  ds
0

y  x     sin  x    y    d , the t
0 4. y 2  t   y 2  0   2  y 2  s  ds
0

eigenvalue  and the corresponding

(CSIR NET June 2014)
eigenfunction y  x  , involving arbitrary
26. Let u  c 2   0,1  satisfy for some   0
constants A and B, are
and a  0
2
1.   , y  x   A  sin x  cos x   1
u  x  x  s u  s  ds  ax  b . Then u
2 0

2
2.    , y  x   B  sin x  cos x  also satisfies

d 2u
2 1.  u  0
3.    , y  x   B  sin x  cos x  dx 2

2 d 2u
4.   , y  x   A  sin x  cos x  2.  u  0
 dx 2

(CSIR NET June 2013) du  1 x  s

3.  u  s  ds  a
dx 2 0 x  s
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du  1 x  s 1. 1  2
4.  u  s  ds  a
dx 2 0 x  s
2. 1  2
(CSIR NET Dec 2014) 1

27. For the integral equation

3.  f  x  f  x  dx  0
0
1 2

x 1
y  x   1  x3   K  x, t  y  t  dt with
0
4.  f  x  f  x  dx  1
0
1 2

kernel K  x, t   2 xt , the iterated kernel (CSIR NET Dec 2015)

30. The curve y  y  x  , passing through the
K 3  x, t  is

1. 2 xt  x  t 
2 point  
3,1 and defined by the following

3 property (Voltera integral equation of the

2. 2 xt  x  t 
y
f  v  dv
x t 1 2 first kind)   4 y , where
3. 2 x t 0 yv
3
4. 2 xt 1  x  t  1
f  y  1 , is the part of a
(CSIR NET June 2015) y '2

28. Let y : 0,     0,   be a continuously 1. straight line 2. circle

3. parabola 4. cycloid
differentiable function satisfying
t
(CSIR NET June 2016)
y  t   y  0    y  s  ds for t  0 . Then 31. The integral equation
0

t 
1. y 2  t   y 2  0    y 2  s  ds 2
0  ( x )   cos( x  t ) (t ) dt  f ( x ) has
0
t
2. y 2  t   y 2  0   2  y 2  s  ds
0 infinitely many solutions if
t
3. y 2  t   y 2  0    y  s  ds 1. f ( x)  cos x
0

2 2. f ( x)  cos3x
4. y 2  t   y 2  0    0
t
 t
y  s  ds  2 y  0   y  s  ds
0
3. f ( x)  sin x
(CSIR NET Dec 2015) 4. f ( x)  sin 3 x
29. Let 1 , 2 be the characteristic numbers and
(CSIR NET Dec 2016)
f1 , f 2 be the corresponding eigenfunctions 32. Which of the following are the
for the homogeneous integral equation characteristic numbers and the
1 corresponding eigenfunctions for the
  x      2 xt  4 x 2   t  dt  0 . Then
0
Fredholm homogeneous equation whose
 12

( x  1) t , 0  x  t x2 3
kernel is K ( x, t )   ?. 3.    tanh1 and
(t  1) x, t  x  1 2 2

1. 1, e x 1 3cosh 2 x 
  1
4  cosh 2  2sinh 2 tanh1 
2.  2 ,  sin  x  cos  x
x2 3
4.   tanh1 and
3. 4 2 ,  sin  x   cos 2 x 2 2

4.  2 ,  cos  x  sin  x 1 3cos 2 x 

  1
4  cos 2  2sin 2 tanh1 
(CSIR NET Dec 2016)
(CSIR NET June 2017)
33. Let y  x  be the solution of the integral
35. Let  be the solution of the integral
x
1
equation y  x   x   xt 2 y  t  dt , x  0 . 1
equation   x   e x  y  y  dy  x 2
0
2 0
Then the value of the function y  x  at
0  x  1 . Then
x  2 is equal to 1.   0   20e 1  8
1 e
1. 2. 2.   0   20e  8
2e 2

2 2 3.  1  22  8e
3. 4.
e2 e 4.  1  22  8e 1
(CSIR NET June 2017)
(CSIR NET Dec 2017)
34. The solutions for   1 and   3 of the
36. Consider a non-zero, real-valued
integral equation
polynomial function p  x   a0  a1x  a2 x 2
1
y  x   1    K  x, t  y  t  dt , where of degree at most 2. Let y  y  x  be a
0
solution of the integral equation
cosh x sinh t , 0  x  t
K  x, t    x
cosh t sinh x, t  x  t
y  p  x   y  t  sin  x  t  dt
are, respectively

0

x2 3 Which of the following statements are

1.    tanh1 and
2 2 necessarily correct ?
1 3cos 2 x  1. y  x  is a polynomial function of degree
  1
4  cos 2  2sin 2 tanh1 
2
2
x 3
2.    tanh1 and 2. y  x  is a polynomial function of degree
2 2
1 3cosh 2 x 4

  1
4  cosh 2  2sinh 2 tanh1  3. If a1  0 and a0  2a2  0, then
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y '  0  0 solutions
4. There exists    such that there are
4. If a1  0 and a0  2a2  0, then
infinitely many solutions
y " 0  0
(CSIR NET June 2018)
(CSIR NET Dec 2017)
37. The values of  for which the following
equation has a non-trivial solution


  x    K  x, t   t  dt , 0  x  

0

sin x cos t , 0  x  t
where K  x, t    are
cos x sin t , t  x  
2
 1
1.  n    1, n  
 2

2. n2  1, n  
1 2
3.  n  1  1, n  
2
1 2
4.  2n  1  1, n  
2
(CSIR NET June 2018)
38. Consider the integral equation


  x  
 cos x cos t  2sin x sin t  t  dt
0

 cos 7 x, 0  x  
Which of the following statements are true
?
1. For every   , a solution exists
2. There exists    such that solution
does not exist
3. There exists    such that there are
more than one but finitely many
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Page 1

Assignment MCQ
SCQ
1. 2,3,4
1. C 2. 1,3
2. 4 3. 1,3,4
3. 1 4. 1,3,4
4. 3 5. 2,3,4
5. 1 6. 2,3
6. 1 7. 1,3
7. 1 8. 1,2,3,4
8. 4 9. 1,3
9. 3 10. 2,3
10. 3 11. 1,3
11. 2 12. 1,3
12. 4 13. 1,3
13. 3 14. 2,3
14. 2 15. 3,4
15. 3 16. 1,4
16. 1 17. 1,3
17. 2 18. 1
18. 3 19. 1,2,3,4
19. 3 20. 3
20. 1 21. 1
21. 4 22. 1,3,4
22. 3 23. 3,4
23. 2 24. 1,4
24. 4 25. 1,4
25. 3 26. 1,4
26. 4 27. 3
27. 4 28. 2,4
28. 3 29. 1,3
29. 4 30. 1
30. 2 31. 2,3,4
31. 4 32. 1,4
32. 1 33. 4
33. 1 34. 2
34. -- 35. 1,3
35. 2 36. 2,4
37. 1
38. 1,2
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1. Simple variational problems

Variational Calculus is the branch of mathematics concerned with the problem of finding a function
for which the value of a certain integral is either the largest or the smallest possible. That integral is
technically known as a functional.
Variational Calculus deals with functionals. Briefly, a functional is a function of a function. The
difference between a functional and an ordinary function can be appreciated in the table.

Input : argument x Output : function

(independent Function value y (dependent
variable) operator variable)

1.(a) x 
 f 
 y  y( x)  f ( x) Functions

Input 1 : argument x Input 2 : function

(independent y  y ( x ) (primary Functional Output : functional
variable) dependent variable) operator value J (a scalar)

1.(b) x 
 f 
 y  f ( x) 
 J  J  y   J  x, y 


Input 1 : argument x Input 2 : function

(independent y  y ( x ) (primary Functional Output : functional
variable) dependent variable) operator value J (a scalar)

1.(c) x 
 f 
 y  f ( x) 
 J  J  y   J  x, y , y '

 
Input 3 : derivative of primary dependent value
y '  dy / dx Functionals

We shall consider the functional

b
I  y  x     F  x, y, y ' dx ; y  a   y1 , y  b   y2
a

where x is independent variable, y is dependent variable and y ' is first derivative of the dependent
variable.

Three forms of Euler’s equation :

F d  F 
(i)   0
y dx  y ' 
d  F  F
(ii)  F  y'  0
dx  y '  x
F 2F 2F  2F
(iii)   y'  y '' 2  0
y x y ' y y ' y '
 2
Note : For a functional extremal can be unique, infinite or does not exist depending on the boundary
conditions.
Def. C n  a, b  is the set of all functions having continuous nth order derivative in  a, b 

Some results from calculus :

1. The distance between two points ( x1 , y1 ) and ( x2 , y2 ) along a curve y  y ( x ) is given by
x2

I [ y ( x)]   1  y2 dx .
x1

2. When a curve joining P1 ( x1 , y1 ) and P2 ( x2 , y2 ) is revolved about x-axis, the area of the surface of
x2

revolution is given by S [ y ( x)]  2  y 1  y '2 dx .

x1

3. Time taken by a particle in sliding from ( x1 , y1 ) to ( x2 , y2 ) along a curve y  y ( x ) is given by

x2
1 1  y '2
T [ y ( x)]   dx where g is gravitational constant.
2g x1 y
4. Cycloid is formed during rolling of any circle. Let a be the radius of that rolling circle then
parametric equation of cycloid is x  a (  sin  ) , y  a (1  cos )

Type : Integrand contains y only

1
 y3 
Example : Find the extremal of the functional I  y ( x)     y   dx subject to the conditions
0 
3 
y  0   1and y 1  1.
y3
Solution : F  x, y , y '   y  , y  0   1, y 1  1
3
F d  F 
Euler’s equation :   0
y dx  y ' 
d
 1 y2   0  0  y2  1  y  x  1
dx
y (0)  1, y (1)  1 , both the boundary conditions are satisfied.
Hence the extremal is y ( x)  1 .

Exercise 1.1
1
 y3 
1. Find the extremal of the functional I  y ( x)     y   dx subject to the conditions y  0   0 and
0 
3 
y 1  1.
b
 y3 
2. Find the extremal of the functional I  y ( x)     y   dx subject to the conditions y  a   y1
a 
3 
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Page 3

and y  b   y2 . What are the conditions on y1 and y2 so that given functional can have an extremum ?
b
 y3 
3. Find the extremal of the functional I  y ( x)     y   dx .
a
3 
2
4. Find the extremal of the functional I  y ( x)    y 2dx subject to the boundary conditions y 1  0
1

and y  2   0. Also tell that extremal curve is a minimum curve or maximum curve.
1
5. Find the extremal of the functional I  y ( x)    y 3dx subject to the boundary conditions y  0   0
0

and y 1  1.
1
6. Find the extremal of the functional I [ y ( x)]    2e y  y 2  dx subject to the conditions y  0   1 and
0

y 1  e.

Answers

1. No extremal 2. y1  y2  1 or y1  y2  1 3. No extremal
4. y  x   0, minimum curve 5. No extremal 6. No extremal
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand contains x and y only
3
Example : Find the extremal of the functional I [ y ( x)]   (3x  y ) y dx subject to the conditions
1

3 9
y (1)  , y (3)  .
2 2
3 9
Solution : F  x, y , y '    3 x  y  y , y 1  , y  3 
2 2
F d  F  3
  0  3x  2 y  0  0  y ( x)  x
y dx  y '  2
3 9
y (1)  and y (3)  , both the boundary condtions are satisfied.
2 2
3x
Hence the extremal is y ( x)  .
2
 4

Exercise 1.2
3
1. Find the extremal of the functional I [ y ( x)]   (3x  y ) y dx subject to the conditions y (1)  1 ,
1

9
y (3)  .
2

2
  
2. Find the extremal of the functional I [ y ( x)]   y (2 x  y )dx ; y (0)  0 , y   
0 2 2
1
3. Find the extremal of the functional I [ y ( x)]   (5 x  2 y ) y dx subject to the conditions y (0)  0 ,
0

5
y (1)  .
4
4. What changes in the values of y  0  and y 1 should be made in above problem so that it may have
an extremal ?

Answers
5
1. No extremal 2. y  x 3. No extremal 4. y 1  
and y  0  is unchanged.
4
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand is of the form M ( x, y )  N ( x , y ) y '
1
y
Example : Find the extremals of the functional  (e  xy ')dx that satisfy the boundary conditions :
0

y (0)  0 , y (1)  0
Solution : F  x, y , y '   e y  xy ' , y (0)  0, y (1)  0
F d  F  d
  0  ey   x  0
y dx  y '  dx
 e y 1  0  ey  1
Taking log both side, we get y  x  0
y (0)  0  y (1) , both the boundary conditions are satisfied.
Hence the extremal is y ( x)  0

Exercise 1.3
1

  xy  y  2 y 2 y 'dx , y (0)  1 , y (1)  2

2
1. Find the extremals of the functional
0

1
2. Find the extremals of the functional I [ y ( x)]   ( y 2  x 2 y ')dx ; y (0)  0 , y (1)  a
0
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x2

3. Test on extremum the functional I [ y ( x)]   ( y  xy ')dx subject to boundary conditions y ( x1 )  y1

x1

and y  x2   y2
b
4. Test on extremum the functional I [ y ( x)]   ( y  y ')dx .
a

1
5. Test on extremum the functional I [ y ( x)]   x y y ' dx subject to boundary conditions y (0)  0 and
0

y 1  1 .

Answers
1. No extremal 2. If a 1 then the extremal is y  x , and if a  1 then no extremal.
3. Problem is meaningless and so no extremal. 4. No extremal 5. No extremal
---------------------------------------------------------------------------------------------------------------------------

Type : Integrand contains y ' only

x2

Example : Find the extremals of  1  y '2 dx subject to the conditions y  x1   y1 and y  x2   y2 .

x1

Solution : F  x, y , y '   1  y '2 , y ( x1 )  y1 , y ( x2 )  y2

F d  F  d  y' 
  0  0  0
y dx  y '  dx  1  y '2 

y'
  c2  y '2  c 1  y '2 
2
1 y '
c
 y '2 1  c   c  y '2  c  y' c  y '  c1 (say)
1 c
 y ( x )  c1 x  c2
y  x1   y1  y1  c1 x1  c2 …….(1)
y  x2   y2  y2  c1 x2  c2 …….(2)

y1  y2 y y 
By equation (1) and (2), we get c1  , c2  y1  x1  1 2 
x1  x2  x1  x2 
y2  y1
 y  y1   x  x1 
x2  x1
 6

Exercise 1.4
x2
2
1. Find the extremals of  1  y '( x ) dx subject to the conditions y  x1   y1 and y  x2   y2 .
x1

2. By using Euler’s equation, find the curves passing through (0,3) and (4,11) such that its length
between the given points is shortest.
1
3. Find the extremal of  y ' dx subject to the conditions y  0   0 , y 1  1 .
0

1
2
4. Find the extremal of  y' dx subject to the conditions y  0   0 , y 1  1 .
0

Answers
y2  y1
1. y  y1   x  x1  2. y  2x  3
x2  x1

3. Problem is meaningless and so no extremal 4. y  x

---------------------------------------------------------------------------------------------------------------------------
Type : Integrand contains x and y ' only
1
1
Example : Find the extremal of the functional I [ y ( x)]  x
2
y '2 dx ; y    1, y 1  2
12 2

1
Solution : F  x, y , y '   x 2 y '2 , y    1, y (1)  2
2
d
0
dx
 2 x 2 y '  0

dy c
 x2 y '  c  x2 c  dy  dx
dx x2
x 1 c1
 y  c1  c2  y  c2
1 x
1
y  1  1  2c1  c2 …..(1)
2
y 1  2  2  c1  c2 …..(2)
By equation (1) and (2), we get c1  1 and c2  3
1 1
 y ( x)  3  y '( x ) 
x x2
1 1
1 1 1
and I  y ( x)    x  4 dx   2 dx   x 1 1   1  2  1
2

1 x 1 x 2
2 2

Value  1
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Exercise 1.5
x2

1. Find the extremal of the functional I [ y ( x)]    xy ' y '2  dx .

x1

2
2
2. Find the extremals and extremum value of the functional   x  y '
0
dx ; y  0   0 and y  2   4

4
3. Find the extremal of the functional I [ y ( x)]    xy ' y '2  dx ; y (0)  0 , y (4)  3
0

x2

 y '1  x y ' dx
2
4. Find the extremal of the functional I [ y ( x)] 
x1

5. From among the curves connecting the points P1 (1,3) and P2 (2,5) , find the curve on which an
2

 y ' 1  x y ' dx
2
extremum of the functional can be obtained.
1
1
  x  y '  dx
2
6. Find the extremal of the functional that satisfy the boundary conditions y  0   1,
0

y 1  2.

x2 2
 dy  n
7. Find the extremal of the functional I [ y ( x)]   x   dx where n  1 , passing through the fixed
x1  dx 
points ( x1 , y1 ) and ( x2 , y2 ) .
2
y '2
8. Show that the extremal of the functional I [ y ( x)]   dx , y (0)  0 and y (2)  1 is a parabola.
0
x
x2
y '2
9. Find the extremal of the functional  dx
x1
x3
2
x3
10. Find the extremal of the functional  dx with y (1)  0 and y (2)  3
1 y '2
4 2

11. Find the extremal of the functional

 y ' dx ; y (0)  0 , y (4)  4

0
x 3

2 2
x
12. Find the extremal of the functional t 3
dt with x(1)  3 and x(2)  18
1

x2
1  y '2
13. Find the extremal of the functional I [ y ( x)]   dx
x1
x
 8
2
1  y '2
14. Show that the curve through (1,0) and (2,1) which minimizes  dx is a circle.
1 x
b
15. Find the extremal of the functional I [ y ( x)]   x 1  y '2 dx
a

b
16. Find the extremal of the functional I [ y ( x)]   x 1  y '2 dx
a

Answers
x2 x2 x2  x
1. y  c1 x  c2  2. y  x  ; value = 2 3. y 
4 2 4
c1 4
4. y   c2 5. y  7  6. y  x  1 .
x x
y1  y2 1 n y2 x11n  y1 x21n
7. y  x  8. x 2  4 y 9. y  c1 x 4  c2
x11n  x21n x11n  x21n
x2
10. y  x 2  1 11. y  12. x  t 4  2
4
2  y  c2 
13. x 2   y  c1   c22 14. x 2  ( y  2)2  5 15. x  c1 cosh  
 c1 
16. y  2 c1 x  c1  c2
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand contains y and y ' only
1
Example : Find the extremal of the functional I  y  x      y 2  y2  dx, where y  0   0, y 1  1
0

Solution : F  x, y , y '   y 2  y '2 , y (0)  0, y (1)  1

d
2y   2 y '  0  y  y"  0
dx
D2 1  0  D  1
 y ( x)  c1e  c2 e  x
x

y 0  0  c1  c2  0  c1  c2 ……(1)

y 1  1  c1e  c2 e 1  1 ……(2)

By equation (1) and (2), we get c1  e  e 1   1 .

Now divide both side by 2, we get
 e  e 1  1 1 1 1
c1    c1 sinh1   c1  , c2  
 2  2 2 2sinh1 2sinh1
1 sinh x
 y ( x) 
2sinh1
 e x  e x  
sinh1
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Exercise 1.6
x2

1. Obtain the Euler’s equation for the extremal of the functional I ( y ( x))    ay 2  by '2  cyy ' dx
x1

x2

2. Find the extremal of the functional I ( y ( x))    y 2  yy ' y '2  dx

x1


2
   
3. Find the extremal of the functional I ( y ( x))    x 2  x 2  dt , x(0)  0 , x    1
0  2
x2

  y '  12 yy ' 16 y  dx
2 2
4. Find the extremal of the functional I [ y ( x)] 
x1

1
5. Find the extremal of the functional I [ y ( x)]    y '2  4 y 2  dx , y (0)  e 2 , y (1)  1
0


6. Find the extremal of the functional J  y  x    
0
4
 y '  y dx that satisfy the boundary conditions
2 2

  1
y  0   1, y    .
4 2

7. Find the extremals and the stationary function of the functional J  y  x      y '2  y 2  dx that
0

satisfy the boundary conditions y  0   1, y     1.

2
8. Find the extremals and the stationary function of the functional J  y  x    
0
 y '  y  dx that
2 2

satisfy the boundary conditions y  0   1, y  2   1.

1 1
9. Find the extremal of the functional I [ y ( x)]   yy '2 dx ; y (0)  1 , y (1)  4 3
0

1
1  y2
10. Find the extremal of the functional I [ y ( x)]   dx passing through the origin and the point
0
y'

(1,1).

x2
1  y2
11. Find the extremal of the functional I [ y ( x)]   dx
x1
y '2
x2

12. Find the extremal of the functional y 1  y '2 dx

x1
 10
x2
1  y '2
13. Find the extremal of the functional I [ y ( x)]   dx
x1
y
x2
1  y '2
14. Find the extremal of the functional I [ y ( x)]   dx
x1 y

Answers
a
1. y "  y0 2. y  c1 e x  c2 e  x 3. x  sin t
b
4. y  c1 sin  4 x  c2  or y  c1 cos  4 x  c2  or y  c1 cos 4 x  c2 sin 4 x 5. y  e 2(1 x )
6. y  cos x 7. y  cos x  c sin x. 8. y  cos x  c sin x.
2
x 
9. y   x  1 3 10. y  tan   11. y  sin h  c1 x  c2 
 4 
 x  c2  2
12. y  c1 cosh   13.  x  c1   y 2  c22 14. x  a   sin   , y  a 1  cos  
c
 1 
---------------------------------------------------------------------------------------------------------------------------
Type : Integrand is of the form y 2  y '2  f ( x ) y or y 2  y '2  f ( x ) y or y '2  y 2  f ( x ) y

Example : Find the extremals of the functional I  y  x      y '2  y 2  4 y cos x  dx with
0

y  0   0, y    0 .
Solution : F  x, y , y '  y '2  y 2  4 y cos x, y (0)  y ( )  0
d
2 y  4cos x   2 y '  0
dx
  y  2cos x  y "  0  y " y  2cos x
A.E. D2 1  0  D  i
 C.F.  c1 cos x  c2 sin x
1
P.I.  2  2cos x  , (case of failure)
D 1
x
  2cos x   x sin x
2D
y ( x)  c1 cos x  c2 sin x  x sin x , y  0   0  c1  0
 y ( x)  c2 sin x  x sin x , y    0  c2  0   0
 c2 is arbitrary.
 y ( x)  (c  x) sin x
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Exercise 1.7

1. Find the extremals of the functional I  y  x     y  y '2  8 y cos h x  dx with y  0   2,
2

  
y    2cosh .
2 2

 
2. Find the extremals of the functional I  y  x     y'  y  2 xy  dx with y  0   0, y    0 .
2 2

0 2

 
3. Find the extremals of the functional I  y  x     y  y '2  2 y sin x  dx with y  0   0, y    1 .
2

0 2

  1
4. Find the extremals of the functional I  y  x     y'  y  4 y sin 2 x  dx with y  0   y    .
2 2

0 2 3

5. Find the extremals of the functional I  y  x     y  y '2  2 y e x  dx .
2


6. Find the extremals of the functional I  y  x     y  y '2  2 y sec h x  dx .
2

Answers
 x
1. y  x   2 cos h x 2. y  x   x  sin x 3. y  x   sin x  cos x
2 2
1 1 x
4. y  x    cos x  sin x  cos 2 x  1 5. y  x   c1e x  c2e  x  e x
3 3 2
6. y  x   c1 cosh x  c2 sinh x  x sinh x  cosh x log 2 cosh x

---------------------------------------------------------------------------------------------------------------------------

Integrand contains all x, y, y ' and not of any of the above forms
e
Example : Find the extremal of the functional I [ y ( x)]    xy '2  yy ' dx subject to the conditions
0

y (1)  0 , y (e)  1 .
Solution : F  x, y , y '   xy '2  yy ', y (1)  0, y (e)  1
d
y '  2 xy ' y   0
dx
 y ' 2 xy " 2 y ' y '  0  xy " y '  0
 x 2 y " xy '  0
 12

Put x  e z  z  log x
D2  D  D  0  D2  0  D  0,0
 y ( z )  c1  c2 z
y  x   c1  c2 log x , y 0  0  c1  0
 y ( x)  c2 log x , y e  1  1  c2  y ( x )  log x

Exercise 1.8
1
1. Find the extremal of the functional I [ y ( x)]    y '2  12 xy  dx with y (0)  0 , y (1)  1 .
0
2
2. On what curves can be functional J  y  x      y '2  2 xy  dx; y 1  0, y  2   1 attain an
1

extremum ?
0

 12 xy  y '  dx
2
3. Find the stationary function of the functional I  y  x    which is determined by
1

the boundary conditions y  1  1, y  0   0 .

1

  y '  2 xy  dx that satisfy the conditions

2
4. Find the extremal of the functional J  y  x   
1

y  1  1, y 1  1.

x2

  a( x) y '  2b( x) yy ' c( x) y  dx is a second

2 2
5. Show that the Euler’s equation for the functional
x1

order linear differential equation.

Answers
x
1. y  x3 2. y 
6
1  x2  . 3. y   x 3

7 x3
4. y  x  5. a( x ) y '' a '( x) y '  b '( x )  c( x)  y  0
6 6
---------------------------------------------------------------------------------------------------------------------------

Type : Invariance of Euler’s equation

x2

Example : Find the extremals of the functional I  y ( x)    1  y '2 dx .

x1

or
2
Find the extremals of the functional  r 2  r '2 d by using the transformations x  r cos and
1

y  r sin  .
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Solution : Let x  r cos  , y  r sin 

dx  cos  dr  r sin  d ……(1)
dy  sin  dr  r cos d ……(2)
dx dr d
 cos   r sin 
d d d
dy dr d
 sin   r cos 
d d d
dx dr
 cos   r sin  ……(3)
d d
dy dr
 sin   r cos  …….(4)
d d
Squaring and adding equation (3) and (4)
2 2 2
 dx   dy   dr  2 2 2
      r  r r'
 d    d   d  
x2 2 2 x2 x2 2
 dx   dy  2 2  dy 

     d    dx    dy  
 1    dx
x1
 d   d  x1 x1
 dx 
x2

1  y '2 dx


x1

y'
Let F  x , y , y '   1  y '2  Fy  0, Fy ' 
1  y '2

d  y'  d  y' 
0  0   0
dx  1  y '2  dx  1  y '2 
   
y' 1  y '2 1
Integrating both sides c   c
1  y '2 y' c

 1  y '2  y ' c  1  y ' 2  y '2 c 2   

1  y '2 c 2  1
1 1 dy
 y '2   y'   c1  say    c1
c 2
1  c2 1 dx


 dy   c dx 1  y  c1x  c2

 r sin   c1r cos   c2

 14

Exercise 1.9
2
1. Find the extremals of the functional I  r      r sin  r 2  r '2 d by using the transformations
1

x  r cos and y  r sin  .

log 2

 e y '2  e x y 2  dx, by using the transformations

x
2. Find the extremals of the functional I  y  x   
0

x  log u and y  v , where log 2  log e 2 .

x2

3. Find the extremals through  0,0  and 1,1 of I  y  x     y 2  y '2  x 2  dx by using the
x1

2 2
transformations x  u and y  v.

Answers
r cos 7 x  x4
 2
1. log r sin   r sin   c1 2 2
  c2 
c1
x
2. y  c1 cos e  c2 sin e x
3. y 
6
---------------------------------------------------------------------------------------------------------------------------
Type : Applications of Euler’s equation
Example : Show that the shortest distance between two points in a plane is straight line.
Solution : As we know that the shortest distance between two points in plane is
x2

I  y  x    1  y '2 dx

x1

y'
Let F  x , y , y '   1  y '2  Fy  0, Fy ' 
1  y '2

d  y' 
By Euler equation 0  0
dx  1  y '2 
 
y' 1  y '2 1
Integrating both sides c   c  1  y '2  y ' c
1 y ' 2 y' c
1
 1  y '2  y '2 c 2  
y '2 c 2  1  1  y '2  2
c 1
1 dy
 y'   c1  y '  c1   c1
c2 1 dx


 dy   c dx 1  y  c1x  c2

which is a required equation of a straight line.

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Exercise 1.10
1. Find the curve passing through the point  x1 , y1  and  x2 , y2  which rotated about the x-axis gives
a minimum surface area.
2. Find the path on which a particle in the absence of friction will slide from one point to another in
the shortest time under the action of gravity.

Answers
 x  c2 
1. y  c1 cosh   2. x  a   sin   , y  a 1  cos  
 c1 
--------------------------------------------------------------------------------------------------------------------------------------
2. Isoperimetric Problems
Isoparametric problem : The problem of finding closed curve of the given length which in closes
maximum area the called this problem as isoparametric problem.

Working Rules :
x2

(i) Suppose we wish to find a curve y=y(x) that gives extreme value of the functional  f ( x, y, y ') dx
x1

x2

keeping another integral  g ( x, y, y ') dx = constant.

x1

(ii) Let y  y ( x ) satisfy the boundary conditions y  x1   y1 and y  x2   y2 .

(iii) Let F  f ( x, y, y ')   g ( x, y, y ') where  is called Lagrange’s multiplier.
F d  F  d  d 
(iv) Euler’s equation     0 i.e fy  dx fy '   g y  dx g y   0
y dx  y '   
(v) We have to determine  and two constants of integration.
2 2
2
Example 1. Find the extremal of the functional  y' dx under the constraint  y dx  1 given y (0)  0
0 0

and y (2)  1 .
Solution : F  y '2   y, y (0)  0, y (2)  1
d 
  2 y '  0    2 y"  0  y" 
dx 2
  2
y ( x)  x 2  c1  c2 x , y 0  0  c1  0  y  x  x  c2 x
4 4
 16

1 
y  2  1  1    2c2  c2 
2
 2  1  
 y ( x)  x  x
4  2 
2 2
 2  1   
 y dx  1
0
   4 x
0

 2  
 x  dx  1

2
  x3  1    x 2 
  12   2  2   1
   0
8
  1     1  8  12  12  12   0
12
1 x
 y ( x)  x 
2 2
Example 2. Find the plane curve of fixed length having maximum area.
Solution : Let I be the fixed parimeter of a plane curve, between points x  x1 and x  x2 then
x2

1  y '2 dx
I

x1
……(1)

x2

Let A
 y dx
x1
……(2)

f  x, y , y '   y, g  x, y, y '  1  y '2

F  f  g  F  y   1  y '2
F F y'
  1, 
y y ' 1  y '2

F d  F  d  y' 
  0  1  0
y dx  y '  dx  1  y '2 
 

d  y' 
  1
dx  1  y '2 
 
y'
Now, integrating on both sides we get,  x  c1
1  y '2

Squaring both sides we get,  2

  x  c1 
2
 y' 2
  x  c1 
2

y'  
 x  c1 
2
 2   x  c1 
2
Integrating above equation we get, y    2   x  c1   c2
2
 y  c2    2   x  c1 
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 x  c1 2   y  c2 2   2 which is a circle.
Hence the curve is a circle.

Exercise 2.1

1
1. Find the external for which the functional I   y '2 dx , y (0)  0, y (1)  1 is extremum, subject to
0

1
the condition I   y dx  2.
0

1 1
2
2. Find the extremal of the functional  y ' dx ; y (0)  1 , y(1)  6 subject to the condition
0
 y dx  3
0

4
3. Prove that the extemal of the functional I [ y ( x)]   y '2 dx ; y (1)  3 , y (4)  24 subject to the
1
4
condition  y dx  36 is a parabola.
1
x2 x2
2
4. Find the extremal of the functional  y'
x1
dx subject to the condition  y dx  c , a constant.
x1

 
5. Find the extremal of the functional  ( y '2  y 2 ) dx under the constraint  y dx  1 ; y(0)  0 , y( )  1 .
0 0

6. Find all the functions y, that satisfy the conditions y (0)  y ( )  0 and which under the integral
 
2 2
I   y ' dx is stationary subject to the constraint y dx  1 .
0 0

1 1

  x  y '  dx under the constraint

2 2 2
7. Find the extremal of the functional y dx  2 ; y (0)  0 , y (1)  0 .
0 0

Answers
1. y   9 x 2  10 x 2. y  3 x 2  2 x  1

3 2c  c1  x2  x1   2c2  x2  x1  2
2 2
2
3. y  x  2 x 4. y  . x  c1x  c2
2 x23  x13
1 2  2
5. y 1  cos x   sin x 6. y   sin nx , n  7. y   2sin n x, n  
2 4 
 18

3. Variational Problems for functionals involving several dependent variables

x2

If I  y1  x  , y2  x  ,...., yn  x     F  x, y1 ( x ), y2 x,...., yn x, y1' ( x ), y2' ( x),...., yn' ( x)  dx then

x1

d
Euler’s equation is: Fy  0 where i  1, 2,...., n
Fyi 
dx i
d d d
i.e. Fy1  Fy   0, Fy2  Fy   0 ,...., Fyn  Fy   0
dx 1 dx 2 dx n
1
Example : Find the extremals of the functional I [ y ( x), z ( x )]    y '2  z '2  dx ; y (0)  0, z (0)  0,
0

y (1)  1 , z (1)  2
Solution : F  x, y, y ', z , z '   y '2  z '2 ; y (0)  0  z (0), y (1)  1, z (1)  2

F d  F  F d  F 
  0 and   0
y dx  y '  z dx  z ' 
d d
   2 y '  0 and   2 z '  0
dx dx
 y"  0 and z"  0
 y ( x)  c1  c2 x and z ( x )  c3  c4 x
y (0)  0  c1  0 and z 0  0  c3  0
y 1  1  c2  1 and z 1  2  c4  2
 y ( x)  x and z ( x)  2 x
 y ( x)  x and z ( x)  2 x

Exercise 3.1
1
1. Find the extremals of the functional I [ y ( x), z ( x )]    y '2  z '2  4 z  dx ; y (0)  0, z (0)  0,
0

y (1)  1 , z (1)  0
1 2 2
  dx   dy  
2. Show that the functional   2 x        dt s.t x(0)  1, y (0)  1, x (1)  1.5, y (1)  1 is
  dt   dt  
0 

2  t2
stationary for x  t   , y  t   1.
2

2
3. Find the extremals of the functional I [ y ( x), z ( x )]   ( y '2  z '2  2 yz )dx satisfying
0

   
y (0)  0, y    1, z (0)  0, z    1
2 2
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Page 19

2
4. Find the extremals of the functional I    x 2  y 2  2 xy  dt , such that at t  0, x  y  0 and at
0

 dx dy
t , x  y  1 where x  and y 
2 dt dt

5. Find the extremals of the functional I [ y ( x), z ( x )]    2 yz  2 y 2  y '2  z '2  dx ;
0

y (0)  0, y ( )  1, z (0)  0, z ( )  1
1
6. Find the extremals of the functional I [ y ( x), z ( x )]   1  y '2  z '2 dx ; y (0)  0, y (1)  2,
0

z (0)  0, z (1)  4
1
7. Find the extremals of the functional I    2 xy
  y 2  x 2  dt s.t. at t  0, x  y  1 and at
0

t  1, x  y  0

Answers

1. y  x   x and z  x   x 2  x 3. y  x   sin x and z  x    sin x .

 
4. x  t   y  t   cosec h   sin ht .
2
x 1
5. y  x   c3 sin x  cos x and z  x   c3 sin x  (2sin x  x cos x ) .
 
sinh(1  t )
6. z  x   4 x and y  x   2 x 7. x  t   y  t  
sinh1
---------------------------------------------------------------------------------------------------------------------------

4. Functional dependent on higher order derivatives

x2

If I   F  x, y, y ', y '',...., y ( n )  dx , then

x1

d d2 dn
Euler’s equation is: Fy 
dx dx dx
 
Fy '  2  Fy ''   .....  (1) n n Fy( n )  0 also known as Euler-Poisson

equation.
x2
d d2
Particular cases : If I   F  x, y, y ', y '' dx then Fy  Fy '  2 Fy ''  0 .
x1
dx dx
 20
x2
d d2 d3
If I   F  x, y , y ', y '', y '''  dx then Fy  Fy '  2 Fy ''  3 Fy '''  0 .
x1
dx dx dx
Example 1. Find the extremal of the functional
1
1 1
I  y ''2 dx ; y (0)  0, y (1)  , y '(0)  0, y '(1)  1 .
20 2
1 2 1
Solution : F  x, y , y '   y " , y (0)  0  y '(0), y (1)  , y '(1)  1
2 2
F d  F  d 2  F 
    0
y dx  y '  dx 2  y " 
d2  1 
   2 y "  0  y IV  0
dx  2 
 y ( x)  c1  c2 x  c3 x 2  c4 x 3 ……..(1)
y (0)  0  c1  0 ……..(2)
1 1
 y (1)   c2  c3  c4  ……..(3)
2 2
y '( x )  c2  2c3 x  3c4 x 2 ……..(4)
y '(0)  0  c2  0 ……..(5)
By equation (1), (2), (4) and (5) we get,
y ( x)  c3 x 2  c4 x3 …….(6)
y '( x)  2c3 x  3c4 x 2 …….(7)
Now, y '(1)  1  2c3  3c4  1 …….(8)
By equation (3) we get,
1
c3  c4  …….(9)
2
By equation (8) and (9) we get,
1
c4  0 and c3  …..(10)
2
x2
Hence the solution is y ( x) 
2
x2

  y ''  2 y '  y  2 y sin x  dx

2 2 2
Example 2. Find the extremal of the functional I [ y ( x)] 
x1

2 2 2
Solution : F  y "  2 y '  y  2 y sin x
d d2
 2 y  2sin x    4 y '  2  2 y "  0
dx dx
y  sin x  2 y " y IV  0
 y IV  2 y " y  sin x
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Page 21
2
D 4  2 D 2  1   D 2  1  0  D 2  1, 1
 D  i ,  i
 C.F.   c1  c2 x  cos x   c3  c4 x  sin x
1
P.I.   sin x  case fails
 D  1
2

x 1
 sin x  x  sin x case fails
3
4D  4 D 4 D  D 2  1

x2 1 x2 1 x2
   sin x   sin x   sin x
2 12 D 2  4 2  12  4  16
x2
 y ( x)   c1  c2 x  cos x   c3  c4 x  sin x  sin x
16

Exercise 4.1
1
1. Find the extremal of the functional I [ y ( x)]   1  y ''2  dx , y (0)  0, y '(0)  1, y (1)  1, y '(1)  1
0

x2

 4y  y ''2  2 x 2  dx
2
2. Find the extremal of the functional I [ y ( x)] 
x1

x2

 16 y  y ''2  x 2  dx
2
3. Find the extremal of the functional I [ y ( x)] 
x1

x2

  y ''  y  x 2  dx
2 2
4. Find the extremal of the functional
x1

5. Find the extremal of the functional


2
   
I [ y ( x)]    y ''2  y 2  x 2  dx ; y (0)  1, y '(0)  0, y    0, y '    1
0 2 2
6. Find the extremal of the functional

4
    1
I [ y ( x)]    y ''2  y 2  x 2  dx ; y (0)  0, y '(0)  1, y    y '   
0 4 4 2
x2

  360 x y  y ''2  dx
2
7. Find the extremal of the functional
x1

x2

y  2 y '2  y ''2  dx

2
8. Find the extremal of the functional
x1
 22
1
9. Find the extremal of the functional I    y '2  y ''2  dx ; y (0)  0, y '(0)  1, y (1)  sinh1, y '(1)  cosh1
0

1
 y '''2 
10. Find the extremal of the functional I [ y ( x)]    yy '''  dx ; y (1)  y (0)  y (1)  0 ;
1 
2 
y '(1)  y '(0)  y '(1)  1
0
11. Find the extremal of the functional I [ y ( x)]    480 y  y '''2  dx , y (0)  y '(0)  y ''(0)  0
1

12. Find the extremal of the functional

0

  240 y  y '''  dx ;
2
I y (1)  1, y (0)  0 ; y '(1)   4.5, y '(0)  0 ; y ''(1)  16, y ''(0)  0
1
x2

  2 xy  y '''  dx
2
13. Find the extremal of the functional I [ y ( x)] 
x1

x2

14. Find the stationary function of the functional   y '2  yy ''  dx , subject to the conditions
x1

y  x1    , y '  x1    , y  x2    , y '  x2   

2 x
 y ''' 
15. Find the extremal of the functional   y   dx .
x1 
2 
x2

  y '''  y  2 yx3  dx
2 2
16. Find the extremal of the functional I [ y ( x)] 
x1

Answers
1. y  x 2. y  c1e x 2
 c2e  x 2
  
 c3 cos x 2  c4 sin x 2 
3. y  c1e 2 x  c2e 2 x  c3 cos 2 x  c4 sin 2 x 4. y  c1e x  c2 e x  c3 cos x  c4 sin x
5. y  cos x . 6. y  sin x
x6
7. y   c1 x3  c2 x 2  c3 x  c4 8. y   c1  c2 x  e x   c3  c4 x  e  x
2
3 x5  5 x 3
9. y  sinh x 10. y  x  .
2
x6 x6 x3
11. y    c1x 4  c2 x 5  c3 x 3 12. y   x4 
3 6 6
x7
13. y  c1  c2 x  c3 x 2  c4 x3  c5 x4  c6 x 6  14. No extremal 15. No extremal
7!
x 
 x 3  x 3   2x  x 3  x 3   3
16. y  c1e x  c2 e  x  e 2 c3 cos    c4 sin     e c5 cos    c6 sin     x
  2   2     2   2  
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Page 23

5. Functionals dependent on the functions of several independent variables

I  z  x  , z  y     F  x, y, z , z x , z y  dx dy where x,y are two independent variables , z is dependent

D

variable depending upon x and y and z x , z y are first order partial derivatives of z w.r.t. x and y
respectively.

 
Euler’s Equation is: Fz 
x
 
Fzx   
Fz  0
y y

  2 2 2
Euler’s Equation for 2nd derivative is : Fz 
x
 
Fzx 
y
     
Fz y  2 Fz xx  2 Fz yy  2 Fz xy  0
x y x y
 
 z 2  z  2 
Example : I  z  x, y          dx dy
x y
D      
Solution : F  z x 2  z y 2
   
Fz 
x
 
Fz x 
y y
 
Fz  0  0
x
 2 z x    2 z y   0
y
2 z  2 z
  0
x 2 y 2

Exercise 5.1

Obtain the Euler equation for the following functionals :

 z  2  z  2    2 z 2   2 z  2 2
 2 z  
1. I  z          dx dy 2. I  z     2    2   2    dx dy
D  x   y   D  x   y   x y  

Answers

2 z 2 z 4 z 2 4 z 4z
1.  0 2.   0
x 2 y 2 x 4 x 2 y 2 y 4
 24

6. Boundary Value Problems

Rayleigh-Ritz Method : The solution of Euler’s differential equation along with boundary conditions
amounts to extremising a certain definite integrals. This fact provides a technique of solving a boundary
value problem approximately by assuming a trial solution satisfying the given boundary conditions and
then extremising the integral whose integrand is found from the given differential equation.

To find approximate value of the boundary value problem

a  x  y " x   b  x  y '  x   c  x  y  x   f  x  …..(1)

such that y  x1   y1 , y  x2   y2 …..(2)

then,
x2

Step (i) : Construct a functional I  y  x      P  x  y '2  Q  x  y 2  R  x  y  dx …..(3)

x1

b
c 2 f  x
where P  x   e 
dx
a
Q x  P  x R  x  P  x
a a
Step (ii) : Now approximate y  x  using polynomial expressions which satisfies boundary conditions.

n
y   ci i  x  …..(4)
i 0

where i  x  are polynomial and i ' s  C 2 . Also 0  x  satisfies boundary conditions and all other
i ' s vanish on boundary points and ci ' s need to be determined.

Step (iii) : Put value of y from equation. Now differentiate I  y  x   partially w.r.t ci to get values of
I
ci . i.e.,  0 , will give values of ci ' s .
ci

Put these values of ci ' s in equation (4) to get y  x  .

Example 1 : Solve by BVP y " y  x  0 s.t. y  0   y 1  0 .

Solution : y " y  x  0 .….(1)

Such that y  0   y 1  0 …..(2)
Here a  1, b  0, c  1, f  x    x

0
c 1.1
P  x   e  1  e0  1
. dx
Q x  P x  1
a 1
2 f  x 2 x
R  x  . P x  .1  2 x
a 1
1
I  y  x      P  x  y '2  Q  x  y 2  R   y  dx
0
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Page 25
1
I  y  x      y '2  y 2  2 xy  dx ….(3)
0

F d  F 
where F  x   y '2  y 2  2 xy for which Euler’s equation   0
y dx  y ' 

d
 2 y  2x   2 y '  0  y  x  y"  0  y " y   x
dx
Let y  co  c1 x  c2 x 2 be the trial solution

y 0  0  c0  0

y 1  0  c1  c2  0  c2  c1  y  c1 x 1  x 
Put y in equation (3), we have
1
2 2
I  y  x       c1 1  2 x    c12 x 2 1  x   2 xc1x 1  x   dx
0
 
1
2 2
  c12 1  2 x   c12 x 2 1  x   2c1x 2 1  x   dx
 
0
1 1 1
2 2
 c12  1  2 x  dx  c12  x 2 1  x  dx  2c1  x 2 1  x  dx
0 0 0

1 1 1
 c12  1  4 x 2  4 x  dx  c12   x 2  x 4  2 x 3  dx  2c1   x 2  x3  dx
0 0 0

1 1 1
 24 x3 4 x 2  2x
3
x5 2 x 4   x3 x 4 
 c x    c    2c  
2  0
1 
4  0
1 1
 3 3 5  3 4 0
 4  1 1 1 1 1
 c12 1   2   c12      2c1   
 3  3 5 2 3 4
1 1  1 11 1
 c12     2c1 I  c12  c1
 3 30  12 30 6
dI 11 1 1 15 5
Now 0  2c1  0  c1   
dc1 30 6 6 11 22
5
Thus, the approximate y  x  
22
 x  x2 

Example 2 : Find the approximate solution of y " xy   x, y  0   y 1  0 and

F  x, y , y '  y '2  xy 2  2 xy .
 26
1
Solution : Here I  y  x      y '2  xy 2  2 xy  dx ……(1)
0

Let y  c0  c1x  c2 x 2 be the trial solution

y  0   0  c0  0

y 1  0  c1  c2  0  c1  c2

 y  c1  x  x 2 

Put value of y in equation (1), we get

1
2
I    c12 1  2 x   c12 x  x  x 2   2c1x  x  x 2   dx
2

0

1
  c12 1  4 x 2  4 x   c12  x 3  x5  2 x 4   2c1  x 2  x 3   dx
0

1 1 1
2 4 x3 4 x2  2 x
4
x 6 2 x5   x3 x 4 
c x
1    c1      2c1  
 3 2 0  4 6 5 0  3 4 0
 4  1 1 2 1 1
 c12 1   2   c12      2c1   
 3  4 6 5 3 4
1 1 1
 c12  c12  2c1
3 60 12
19 1
I  c12  c1
60 6
dI 19 1
Now 0  2 c1   0
dc1 60 6
1 30 5
 c1   
6 19 19

5
Thus approximate solution is y
19
 x  x2 

Note : Rayleigh-Ritz method can also be used to find smallest eigen value.

Example 3 : Find the approximate smallest eigen value  of

y "  y  0, y  0   y 1  0 and F  x , y , y '   y '2   y 2
1
Solution : Here, I    y '2   y 2  dx …….(1)
0

Let y  x   c0  c1 x  c2 x 2 be the trial solution

y 0  0  c0  0
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Page 27

y 1  0  c1  c2  0  c1  c2

 y  c1  x  x 2 

Put value of y in equation (1), we get

1
2
I    c12 1  2 x    c12  x  x 2   dx
2
 
0

1
 c12  1  4 x 2  4 x   x 2   x 4  2 x5  dx
0

1
 4 x3 4 x 2  x3  x 5 2  x 4   4   
2
 c x       c12 1   2    
4  0
1
 3 2 3 5  3 3 5 2
1  
I  c12   
 3 30 
dI 1   1 
Now 0 2c1     0   0    10
dc1  3 30  3 30

  10 is the least approximate eigen value of the given differential equation.

Exercise 6.1
1. Solve the BVP y " y   x, such that y  0   y 1  0
2. Solve y "  1, y  0   y 1  0
1
1 
3. Find an approximate solution for the functional I  y  x      y '2  y  dx , s.t. y  0   y 1  0
0
2 
1
4. Find an approximate solution for the functional I  y  x      y '2  y 2  2 xy  dx such that
0

y  0   1, y 1  2

5. Find the least eigen value of y "  y  0, y '  0   0, y 1  0 .

Answers
5 1 2 1
1. y  x  
18
 x  x2  2. y  x  
2
 x  x 3. y  x  
2
 x  x2 

5
4. y  x   1  x 
4
 x  x2  5. least eigen value is 3.
 28

7. Weierstrass Function
x2

Let I  y  x     F  x, y , y ' dx be a functional with fixed boundaries i.e., y  x1   y1 and y  x2   y2 .

x1

Then Weierstrass function is defined as E  x, y, y ', p   f  x, y, y '   f  x, y, p    y ' p  f p  x, y , p 

dy
where p is the slope of the extremal. i.e., p  .
dx
Weierstrass function is used to check maxima /minima and strong / weak for a functional.

S. No. Sufficient Condition Nature of extremal of the given functional

1. E  0, for arbitrary y ' strong minima
2. E  0, for some y ' weak minima
3. E  0, for arbitrary y ' strong maxima
4. E  0, for some y '(close to p) weak maxima
1
 y '2 
Example 1 : Test for an extremum the functional I  y  x      x  2 y   dx ; y  0   y 1  0
0
2 

y '2
Solution : F  x, y , y '  x  2 y 
2

F d  F 
By Euler-Lagrange equation   0
y dx  y ' 

d
 2  y '  0  y " 2  0
dx
 y '  2 x  c1  y  x 2  c1x  c2

Now y  0   0  c2  0 , y 1  0  c1  1

 y  x2  x
Extremal is : y  x 2  x p  2x 1

Weierstrass function is :

E  x, y, y ', p   F  x, y, y '  F  x, y , p    y ' p  Fp  x, y , p 

y '2  p2 
E  x  2y    x  2y     y ' p  p
2  2 
1 2
E  x, y, y ', p  
2
 y '  p 2    y ' p  p
2
1  y ' p 
  y ' p  y ' p  2 p  
2 2
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Now E  0 for all y '

 This extremal y  x 2  x will give minimum value of the functional. This minima will be strong
minima.
x2

Legendre Condition : Let I  y  x     F  x, y , y ' dx be a functional with fixed boundaries P1  x1 , y1 

x1

2F
and P2  x2 , y2  . Let F  x, y , y '  possess a continuous partial derivative Fy ' y ' i.e., . Let C be the
y ' y '
curve of extremal of given functional which passes through P1 and P2 . Then, the following table
provides the sufficient conditions for the nature of the extremal of the given functional.

S.No. Sufficient Condition Nature of extremal of the given functional

1. fy' y'  0, at points close to C and for some y ' weak minima
2. f y ' y '  0, at points close to C and also for arbitrary y ' strong minima
3. f y ' y '  0,at points close to C and for some y ' weak maxima.
4. f y ' y '  0, at points close to C and for arbitrary y ' strong maxima.
1
 1 
Example 2 : Test for an extremum the functional I  y  x     e x  y 2  y '2  dx
0  2 
 1 
Solution : F  x, y , y '   e x  y 2  y '2 
 2 
F d  F 
Euler-Lagrange equation is   0
y dx  y ' 
d x
 ex  2 y 
dx
 e  y '  0  e x  2 y  e x y " e x y '  0

 e x  y  y "  0  y " y  0 e x
0 
A.E. is D 2  1  0
 D  1  y  c1e x  c2e  x
Now Fy '  e x y ' Fy ' y '  e x  0 , for all y '
It follows that on the curve C i.e., C : y  c1e x  c2e  x , a strong minima is attained.
Proper field, central field and field of extremals :
Proper field : A family of curves y  y  x, c  is said to form a proper field in a given region D of the
xy plane if one and only one curve of the family passes through every point of the region D. For
example, inside the circle x 2  y 2  1 , the family of parallel lines y  x  c ( c being an arbitrary
constant) forms a proper field since through any point of the above circle there passes one and only
 30
2
one straight line of the family. On the other hand, the family of parabolas y   x  c   1 inside the

same circle x 2  y 2  1 does not form a proper field since the parabolas of this family interest inside
the circle.

Central Field : If all the curves of the family y  y  x, c  pass through a certain point  x0 , y0  , i.e., if
they form a pencil of curves, then they do not form a proper field in the region D, if the centre of the
pencil  x0 , y0  belongs to D. However, if the curves of the pencil cover the entire region D and do not
intersect anywhere in this region, with the exception of the centre of the pencil  x0 , y0  , then the
family y  y  x, c  is said to form a central field.
For example, the pencil of sinusoids y  c sin x for 0  x  a, a   forms a central field. But the
above mentioned pencil of sinusoids forms a proper field in a sufficiently small neighbourhood of the
segment of x-axis for   x  a, where   0, a   . Again the above mentioned pencil of sinusoids
does not form a proper field in a neighbourhood of the segment of x-axis, for 0  x  a1 , a1   .

Extremal Field : If a proper field or a central field is formed by a family of extremals of a given
variational problem, then it is known as an extremals field.
a

  y '  y  dx
2 2
Example 1. Consider the functional I  y  x   
0
Let it be required to include the arc of the extremal y  0 that connects the points  0,0  and  a,0 
where 0  a   in the central field of extremals.
a

Solution : Comparing the given functional with

 F  x, y, y ' dx , we have
0
2 2
F  x, y , y '   y '  y …….(1)
F d  F 
Euler’s equation is   0 …….(2)
y dx  y ' 
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From (1),
F F
 2 y ,  2 y ' and
y y '
Using these values, (2) reduces to
 
2 y  2 y '  0 or D 2  1 y  0, where D  d / dx …….(3)
The general solution of (3) is y  c1 cos x  c2 sin x …….(4)
Since, the required extremal passes through  0,0  ,  4  yields, c1  0 and hence (4) yields.
y  c2 sin x …….(5)
And the curves of this pencil form as central field on the interval 0  x  a, a   including, for
c2  0, the extremal is y  0
dy  dy 
From (5),  c2 cos x so that c2    , showing that the parameter of the family of extremals
dx  dx  0,0 
dy
(5) can be taken as the value of at  0,0  . However, in the above problem, if a   , then the
dx
family of extremals (5) does not form an extremal field.

4

 y'  y 
2 2
Example 2. Find the proper and central fields of extremals for the functional  2 x 2  4 dx
0

4
2
 y2  2x2  4
Solution : Comparing the given functional with
 F  x, y, y ' dx , F  x, y, y '  y
0

F d  F  d  2 y '
 Euler’s equation   0  2 y  0
y dx  y '  dx
d2y d
dx 2  
 y  0 or D 2  1 y  0, where D 
dx
…….(1)

Auxiliary equation of (1) is D 2  1  0 so that D  1 and hence solution of (1) is given by

y  c1 cos x  c2 sin x, c1 and c2 being arbitrary constants …….(2)
(2) in the equation of the extremals.

For c2  0, (2) yields y  c1 cos x, which is a proper field of extremals in the domain 0  x  .
4
Again, for c1  0, (2) yields y  c2 sin x, which is a central field of extremals in the domain

0 x .
4
 32
2

  y '  sin x  dx, y  0   0, y  2   6 is

3 2
Example 3. Show that the extremal of the variational problem
0

included in a central field of extremals of the given functional.

2
3 2
Solution : Comparing the given functional with
 F  x, y, y ' dx, F  x, y, y '  y '  sin
0
x


F d  F 
 

f 3 y '2  0
Euler’s equation 0  0
y dx  y '  dx
dy
Integrating it, y '2  c12 or y '   c1, so that y  c1x  c2 …….(1)
dx
Where c1 and c2 are arbitrary constants.
(1) is the equation of the extremals. Using the given boundary conditions y  0   and y  2   6, (1)
gives
0  c2 and 6  2c1  c2 so that c1  3 and c2  0.
Therefore, (2),  y  3  x,  which is the extremal of the given variational problem.
For c2  0, (1) yields y  c1 x, which is a central field of extremals in the domain 0  x  2 with centre
at  0,0  . For c1  3, y  c1x reduces, to y  3x, showing that the extremal y  3 x is included in the
central field of extremals y  c1x .

Exercise 7.1
Test for an extremum the following functionals :
a
1. I  y  x     y '3 dx ; y  0   0, y  a   b, a  0, b  0
0

2
2. I  y  x      e y '  3 dx ; y  0   0, y  2   1
0
1
3. I  y  x     yy '2 dx ; y  0   4, y 1  4
0

Answers
1. Weak minima on extremal 2. strong minima 3. strong minima
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8. Variational Problems with moving Boundaries

x2

Let the functional I  y  x     F  x, y , y ' dx in which the boundary points are not specified, but are to
x1

be determined along the unknown function. i.e., x1 and x2 are not specified but  x1 , y1  and  x2 , y2 
lie on the curves. Suppose the boundary point  x2 , y2  moves along the curve y    x  . Then, the
sufficient condition to determine the extremals on which functional attains extremum is given by
F
F   ' y '   0 at x  x2
y '
which is known as transversality condition.
If the boundary point  x1 , y1  moves along the curve y    x  then as above transversality condition is.
F
F   ' y '  0 at x  x1
y '
Remark : 1. If  x2 , y2  moves along a vertical line, then transversality condition is  Fy '  0
x  x2

2. If  x2 , y2  moves along horizontal line, then transversality condition is  F  y ' Fy '  x x2  0

Moving boundary problems : An elementary problem with moving boundaries.
Let F  F  x, y , y '  be a three times differentiable function of its arguments and in the xy-plane.
Let there be two curves y    x  and y    x  ……(1)

where   x   C1  a, b  and   x   C1  a, b  .

We consider the functional J  y   F  x, y , y '  dx



……(2)

Defined on the smooth curves y  y  x  , the endpoints of which A  x0 , y0  and B  x1 , y1  lie on the
given curves (1) so that y0    x0  , y1    x1  . It is required to find the extremum of the functional (2).

Theorem : Let the curve  : y  y  x  extremize the functional J  y   F  x, y , y '  dx from among all


curves of the class C 1 joining two arbitrary points of two given curves y    x  , y    x  . Then the

 F   ' y '  Fy ' |x  x0  0, 

curve  is an extremal and the transversality conditions  …..(3)
 F   ' y '  Fy ' |x  x1  0 

are fulfilled at the endpoints A  x0 , y0  and B  x1 , y1  of the curve  .

Thus, to solve an elementary problem with moving boundaries it is necessary :
 34
(i) To write down and solve the appropriate Euler equations. We then obtain a family of extremals
y  f  x, c1, c2  that is dependent on two parameters c1 and c2 .

f  x0 , c1 , c2     x0  , 
(ii) From the transversality conditions (3) and from the equations  ……(4)
f  x0 , c1 , c2     x1  
to determine the constants c1 , c2 , x0 and x1 .
(iii) To compute the extremum of the functional (2).

Example 1. Find the transversality condition for the functional

x1
1
J  y  f  x, y  e tan y'
1  y '2 dx, where f  x, y   0

x0

Solution : Let the left end of the extremal be fixed at the

Point A  x0 , y0  and let the right end B  x1 , y1  be movable along the curve y    x  . We then get

 F   ' y ' Fy ' |x  x1  0

In our case
1
F  f  x, y  e tan y'
1  y '2
1 1 y '
Fy '  f  x, y  e tan y'

1  y '2
The transversality condition is :
 1 1 1 y ' 
 f  x, y  e tan y ' 1  y '2   ' y ' f  x, y  e tan y '  | x  x1  0
 1  y '2 
From this, by virtue of the condition f  x, y   0, we get
 ' y '
 1 ……(*)
1  ' y '
Geometrically, equation (*) signifies that the extremals y  y  x  must intersect the curve

y    x  , along which the boundary point B  x1 , y1  slides, at an angle
.
4
Actually, the relation (*) may be represented thus : suppose that the tangent to the extremal at the
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point B  x1 , y1  lying on the curve y    x  cuts the x-axis at an angle  , while the tangent to the
given curve y    x  cuts it at an angle  . Then tan   y ' , tan    ' and the left member of (*)
   
yields tan    x  ; but 1  tan    ; therefore      , whence     , which is what we
 4 4 4
set out to prove.
Example 2. Find the shortest distance between the point (1,0) and the ellipse
4 x 2  9 y 2  36 …..(1)

Solution : We have to find the shortest distance P1 1,0  and P2  x2 , y2  , where P2 lies on the ellipse
4 x 2  9 y 2  36 . The arc length PP
1 2 of the minimizing curve y  y  x  is given by

x2 1
I  y  x     1  y ' 
2 2
dx …..(2)
1

Where the end point P1 1,0  is fixed while the end P2  x2 , y2 

1 y  axis
lies on equation (1). Here F  1  y '2  2 . Since F is independence of
x and y. Euler’s equation is P2  x2 , y2 

F d  F  d  y' 
  0
y dx  y ' 


y'
C



0 
dx  1  y '2

y '  C 1  y '
2 2 2
0




P
o (1,0) x  axis

1  y '2
C2
 y '2  2
 c12  y '  c1
1 C
 y  c1 x  c2 ……(3)
which is a straight line along which the required shortest distance is attained.

 Equation (3) passes through P1 1,0 

 c1  c2  0  c2  c1
 Equation (3) becomes y  c1  x  1 ……(4)
Also it passes through  x2 , y2  .
 y2  c1  x2  1
2
Now, from equation (1), y  9  x 2     (say)
3
 36

2 x 2 x
 ' x  
3 9  x2 3 9  x2
Here, end point P2  x2 , y2  lies on (1), i.e., 4 x22  9 y22  36 …..(5)
Now, by using transversality condition for   x  , we get
 F   ' y '  Fy '  0
x  x2

  2 x  1 2y ' 
  1  y '2    y '    0
 2 1 y '
2 2
 3 9 x  x  x
2

2c1 x2 c12
 1  c12   0  y '  c1 
3 1  c12 9  x22 1  c12
1  c12  c12 2c1x2
  0
2
1 c 1 3 1  c12 9  x2
2c1 x2 1
   2c1 x2  3 9  x22
2 2 2
3 1 c 1 9 x 1 c 1

 4c12 x22  9  9  x22  ……(6)

Now, from equation (4) and (5), we get
2
4 x22  9c22  x2  1  36
2
 9c12  x2  1  36  4 x22
2
 9c12  x2  1  4  9  x22  ……(7)
Dividing equation (6) and (7), we get
4 x22 9 x2 9 9
2
    x2 
9  x2  1 4 x2  1 4 5
From equation (6), we get
81  81 
4c12  9 9    c12  4  c1  2
25  25 
From equation (4), we get
9  8 9 8
y2  2   1   P2  x2 , y2   P2  , 
5  5 5 5
2 2
9  8  16 64 4 5
 Required shortest distance is    1    0    
5  5  25 25 5
x1
2
Result : For the functional of the form J  y   h  x, y  1   y '  dx where h  x, y   0 at the

x0

1 1
boundary points, the transversality conditions are of the form y '  x    and y '  x    .
 ' x  ' x
That is, the transversality conditions reduced to orthogonality conditions.
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Exercise 8.1

1. Find the shortest distance between the parabola y  x 2 and the straight line y  x  5 .
2. Find the shortest distance from the point A  1,5  to the parabola y 2  x .

3. Find the shortest distance between the circle x 2  y 2  1 and the straight line x  y  4 .
4. Find the shortest distance between the point A  1,3 and the straight line y  1  3 x .

5. Find the shortest distance between  0,1 and y  x 2 .

6. Find the shortest distance between  0,0  and x  y  2 .

7. Find the shortest distance between y  x 2 and x  y  3 .

Answer
19 2 1 3 11
1. 2. 20 3. 2 2  1 4. 5. 6. 1 7.
8 10 2 4 2
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----------------- S C Q ---------------- 3. y " 2 y  0 4. 2 y " y  0

(GATE 2010)
1. The functional 4. The extermum for the variational problem
1 
2 2
  y '   y  2 y ' y " kxyy ' y  dx, 8
2
0   y '  2 yy ' 16 y 2  dx,

0
y  0   0, y 1  1, y '  0   2, y ' 1  3 is
 
y  0   0, y    1,
path independent, if k equals 8
1. 1 2. 2 occurs for the curve
3. 3 4. 4
1. y  sin  4 x  2. y  2 sin  2 x 
(GATE 2012)
1  cos  8 x 
2. Assume F to be a twice continuously 3. y  1  cos  4 x  4. y 
2
differentiable function. Let J  y  be a
(GATE 2007)
functional of the form 5. Let I be the functional defined by
1 
 F  x, y ' dx,0  x  1 defined on the set of  dy  2
2 
0 I  y  x        y 2  dx ;
0  dx  
all continuously differentiable functions y
on  0,1 satisfying y  0   a, y 1  b . For  
y  0   0; y    1 where, the unknown
2
some arbitrary constant C, a necessary
function y  x  possesses two derivatives
condition for y to be an extremum of J is
F F  
1. C 2. C everywhere in  0,  . Then,
x y '  2

F 1. the functional has an extremum which

F
3. C 4. 0
y x cannot be achieved in the class of

(GATE 2011) continuous functions.

3. The Euler’s equation for the variational 2. the corresponding Euler’s equation have

problem Minimize a unique solution satisfying the given

1 boundary conditions.
I  y  x      2 x  xy  y ' y ' dx, is 3. I is not linear.
0
4. I is linear.
1. 2 y " y  2 2. 2 y " y  2
(GATE 2006)
 2
6. Extremals for the variational problem 1
1  y '2
2
J  y   dx with
x
 
v  y  x     y 2  x 2 y '2 dx satisfy the 0

1 y  0   1, y 1  2 . Then, for some arbitrary

differential equation
constant c, y satisfies
2
1. x y " 2 xy ' y  0
2
 
1. y '2 2  c 2 x 2  c 2 x 2
2. x y " 2 xy ' y  0
2. y '2  2  c 2 x 2   c 2 x 2
3. 2 xy ' y  0

4. x 2 y " y  0 3. y '2 1  c 2 x 2   c 2 x 2

(GATE 2004)
4. y '2 1  c 2 x 2   c 2 x 2
7. Extremals y  y  x  for the variational
(GATE 2011)
1
2 10. The extremal of the functional
problem v  y  x      y  y ' dx satisfy
0 1
 2 y '2 
the differential equation   y  x  4  dx, y  0   0, y 1  0 is
0 
1. y " y  0 2. y " y  0
3. y " y '  0 4. y ' y  0
 
1. 4 x 2  x 
2. 3 x 2  x 
(GATE 2003) 3. 2 x2  x  4. x 2  x
1

 y' 
8. The functional 2
 4 y 2  8 ye x dx (GATE 2009)
0 11. The possible values of  for which the
4 4e variational problem,
y  0    , y 1  
3 3 1
possesses  
J  y  x     3 y 2  2 x3 y ' dx, y    1 has
0
1
1. strong minima on y   e x extremals are
3
4 1. 1,0 2. 0, 1
2. strong minima on y   e x
3 3. –1, 1 4. –1, 0, 1
1 (GATE 2008)
3. weak maxima on y   e x
3 1

 y' 
2
4 12. The functional  x3 dx, given
4. strong maxima on y   e x 0
3
(GATE 2012) y 1  1 , achieves its

9. On the interval [0, 1], let y be a twice 1. weak maximum on all its extremals.
continuously differentiable function which 2. strong minimum on all its extremals.
is an extremal of the functional 3. weak maximum on some but not on all
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its extremals. 1
 d2y 
15. The functional I  y  x      y  2  dx,
4. strong minimum on some but not on all  dx 
0
its extremals.
defined on the set of functions C 2 [0, 1]
(GATE 2008)
 dy 
1 satisfying y  0   1, y 1  1,   0
2  dx  x 0
13. The functional  1  x  y ' dx, y  0   0,
0
 dy 
and    1
y 1  1 , possesses  dx  x 1
1. strong maxima 1. only one extremal
2. strong minima 2. exactly two extremals
3. weak maxima but not a strong maxima 3. infinite number of extremals
4. weak minima but not a strong minima 4. no extremals
(GATE 2007) (GATE 2006)
1 16. The extremum of the functional
 dy 
14. Let I  y  x     F  x, y ,  dx, satisfying
dx  1 2 
0   dy 
I      12 xy  dx satisfying the
y  0   0, y 1  1 where, F has continuous 0 dx  

second order derivatives with respect to its conditions y  0   0 and y 1  1 is

arguments and the unknown function y  x  attained on the curve

x x
possess two derivatives everywhere in (0, 1. y  sin 2 2. y  sin
2 2
1). If the function F depends only on x and
1 3 x
dy 3. y  x 3 4. y   x  sin 
, then the Euler’s equation is an 2 2 
dx
ordinary differential equation in y which, in (GATE 2005)

general, is 17. The extremals for the functional

x1
1. first order linear
  xy ' y '  dx are given by the
2
v  y  x   
2. first order non-linear x0

3. second order linear following family of curves

4. second order non-linear
 x2 
(GATE 2006) 1. y  C1  C2 x   
 4 
 
 4

 x2  2. Euler-Lagrange equation
2. y  1  C1x  C2  
 4  3. Gauss equation
 
4. None of the above
 x2 
3. y  C1  x  C2   21. If P and Q be two points in the xy-plane
 4 
 
and P and Q be two points and y  x  be a
 x2 
4. y  C1  C2 x   
 4  curve with P   a, y  a   and
 
(GATE 2004) Q   b, y  b   . The arc length of the curve
18. The functional y  x  is given by the integral
2
2 b
v  y  x      y '  6 xy  x3  dx, 2
0
  1.  1  y  x   dx
a
y  0   0, y  2   2 can be extremized on b
2
the curve 2.  1   y '  x   dx
a
1. y  x 2. 2 y  x3 b
2
3
3. y  x  6 x 4. 2 y  x  2 x3 3.  1   y '  x  dx
a
(GATE 2003) b
2
19. An extremal of the functional 4.  1   y  x   dx
a
b
 dy 
I  y  x     F  x, y ,  dx ; 22. Rayleigh-Ritz method is used to
a 
dx 
1. find maxima
y  a   y1, y  b   y2 satisfies Euler’s 2. find minima
equation, which is general 3. solve boundary value problems
1. is a second order linear ordinary 4. None of the above
differential equation (ODE). 23. The necessary condition for the integral
2. is a non-linear ODE of order greater x2

than two.  H dx to be an extremum is

x1
3. admits a unique solution satisfying the
H   H 
conditions y  a   y1, y  b   y2 . 1.   0
y x  y ' 
4. may not admits a solution satisfying the H   H 
2.   0
conditions y  a   y1, y  b   y2 . x y  x 

(GATE 2002) H   H 
3.   0
20. The minimizing curve must satisfy a y ' x  y 
differential equation, called as H d  H 
4.   0
1. Lagrange’s equation y ' dx  x 
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24. Necessary condition for y b

2. x  c cosh
t2 c
I  F  t , x, x, x  dt to be an extremum is 3. y  x cosh
x a
t1
b
that ya
4. x  y cosh
f d  F  b
1.   0
x dx  x  2
27. In the equation H  f   g , where  H dx
f d  F  d 2  F  1
2.     0
x dt  x  dt 2  
x
to be an extremum,  is called as
f d  F  d 2  F  1. Isoperimetric constant
3.     0
x dt  x  dt 2  x 
2. Kernel’s
f f  F  3. Lagranges multiplier
4.   0
x t  x 
4. Green’s function
25. The extremals of the functional 28. Extremal of the isoperimetric problem
a
 1 2 4
   y  2  y "  dx which satisfies the v  y  x     y '2 dx, y 1  3 , y  4   24
a
1
boundary conditions y   a   0, 4

y '   a   0, y  a   0 , y '  a   0 is
subject to the condition  y dx  36 is
1

 2 2 1. a parabola 2. straight line

1. y  


x a  3. a circle 4. a hyperbola
 2 1
2. y  
24

x2  a 2  29. Function y  x  for which x
2

 y '2 dx is
0
 2
3. y 
24 

a2  x2  1
2
stationary ; given that y dx  2;
 2 0
4. y 
24 

x  a2  y  0   0 y (1)  0 is
26. Equation of the curve which gives 1. y  sin m x 2. y  2sin m x
minimum surface of revoulution about any
3. y  4sin m x 4. y  3sin m x
axis say y-axis is
x b
1. y  c cosh 30. Curve on which the functional
c
 6
 d  f  f
2 33. Equation  f  y'  is
 y'  dx  y '  x

 y 2  2 xy dy with y  0   0 and
0 1. Hamilton’s equation
  2. Euler’s equation
y    0 , be extremized is
2 3. Liouville’s equation
 4. Bessel’s equation
1. y  sin x
2
34. The variational problem of extremizing the

2. y  x  sin x 2  d  2 
2 functional I  y  x      y   y 2  dx;
0  dx  
 2
3. y  x  sin x
2 y  0   1, y  2   1 has
 1. a unique solution
4. y   sin x
2
2. exactly two solutions
31. Solution of boundary value problem
3. an infinite number of solutions
y "  3 x  4 y ; y  0   0, y 1  1 is 4. no solution
x (CSIR NET June 2011)
1. y  5x  4 
2 35. The variational problem of extremizing the
x 3
2. y   5 x  1 functional I  y  x     y  3 x  y  dx ;
4
1

x
3. y   5 x  1 1
3 y  3  4 , y 1  1 has
2
x 1. a unique solution
4. y   5 x  1
4
2. exactly two solutions

32. A function y  x  such that 2
dx  1 3. an infinite number of solutions
y
0 4. no solution
 (CSIR NET June 2012)
2
which makes  y " dx a minimum, if 1
 u2 
36. Let J  u    u x2  4  xdx , where u  x  is a
0
0  x2 
y  0   0  y   , y "  0   0  y "   is
smooth function defined on [0, 1] satisfying
1. y  an cos nx, n  0,1, 2,3,...
u  0   0 and u 1  1 . Which of the
2. y  an sin mx, m  0,1, 2,3,....
functions minimizes J ?
3. y  an sin nx, n  0,1, 2,3,.... 1. u  x   x 2
an 1 2
4. y  , n  0,1, 2,3,... 2. u  x   x
sin nx 2
1
3. u  x   x 2
2
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Page 7

1 1
4. u  x   x 2 4. y  x   1  x2
4 2
(CSIR NET Dec 2012) (CSIR NET Dec 2014)
37. Consider the functional 40. The functional
b b
J  y    F  x, y , y ' dx where I  y  x      y 2  y '2  2 y sin x  dx , has the
a a

F  x, y , y '   y ' y for admissible functions following extremal with c1 and c2 as

y. Then J has arbitrary constants.

1. no extremals. 1
1. y  C1e 2 x  C2 e 2 x  sin x
2
2. several extemals.
1
3. y  x   e  x as an extremal. 2. y  C1e x  C2 e  x  sin x
2
4. y  x   constant as an extremal. 1
3. y  C1e x  C2 e  x  sin x
2
(CSIR NET Dec 2013)
1
38. The curve extremizing the functional 4. y  C1e 2 x  C2 e 2 x  cos x
2
2
2 1   y ' x   (CSIR NET Dec 2015)
I  y   dx y 1  0, y  2   1 is
1
x 41. The curve of fixed length l, that joins the
1. an ellipse points (0, 0) and (1, 0), lies above the x-
2. a parabola axis, and encloses the maximum area
3. a circle between itself and the x-axis, is a segment
4. a straight line of
(CSIR NET June 2014) 1. a straight line. 2. a parabola.
39. Consider the functional 3. an ellipse. 4. a circle.
1
(CSIR NET June 2016)
J  y   y 2 1   y '2  x  dx, y  0   1
0 2
42. If J  y    ( y '2  2 yy ' y 2 ) dx, y (1)  1 and
Where y  C 2 0,1 . If y extremizes J then
1
1 y (2) is arbitrary then the extremal is
1. y  x   1  x2
2
1. e x 1 2. e x 1
1
2. y  x   1  x
2 3. e1 x 4. e  x1
1 (CSIR NET Dec 2016)
3. y  x   1  x
2
 8
1
2 ----------------- M C Q ----------------
43. The infimum of   u ' t   dt on the class of
0
1. A necessary condition for

functions u  C1  0,1 such that u  0 
x2

 I  y  x     f  x, y, y ' dx to be an
 0 and max u  1 is x1
0,1 
extremum is/are
equal to
f d  f 
1 1.   0
1. 0 2. x dy  x ' 
2
3. 1 4. 2 f d  f 
2.   0
y dx  y ' 
(CSIR NET June 2017)
f d  f 

44. Let X  u  C 1  0,1 u  0   u 1  0 and  3.   f  y'
x dx 
0
y ' 
1
f  2 f 2 f 2 f
2
define J : X   by J  u   e u ' x  dx .

0
4. 
y xy '
 y'
yy '
 y" 2  0
y '
1. J does not attain its infimum 2. Consider the functional
2. J attains its infimum at a unique u  X 1

3. J attains its infimum at exactly two v  y  x   

x2

1  y '2  2
dx, then
 x
elements u  X x1

4. J attains its infimum at infinitely many 1

uX following/s is/are valid ; if F 

1  
y'2 2

x
(CSIR NET Dec 2017)
1
F
1.  constant
2 y '
45. Consider J  y    y '   2 y  dx subject
  
0 F
2. F  y '  constant
to y  0   0, y 1  1 . Then inf J  y  y '

23 21 3. extremal of the given functional is a

1. is 2. is
12 24 circle
18 4. extremal is a straight line
3. is 4. does not exist
25 3. Consider the functional
(CSIR NET June 2018) 1
 
I   2 x  x '2  y '2 dt such that
0

x  0   1, y  0   1, x 1  15, y 1  1 .

Assuming F  2 x  x '2  y '2 . Then,

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Page 9

1. for extremum of I y  x2  x
F d  F  3. Weak maximum on the function
    0 and
x dt  x ' 
y  x2  x
F d  F 
  0 4. Strong maximum on the function
y dt  y ' 
2. x "  1, y "  0 y  x2  x

3. x "  0, y "  1 6. The weak minimum of the functional

2
2 x3
t
4. x  1  , y  1 I  y  x     dx, y 1  1, y  2   4
2 1
y '2
1 attained on the curve
 
4. Let I   y '2  y 2 dx . Then, select the
1. y  x 3 2. y  x2
0

correct option/s 3. y  x3  x 4. None of these

1. if y  0   0, y 1  0, then extremal is 1

 y' 
2
7. The functional  x 2 dx, y 1  1
y  x   sin x 0

2. if y  0   0, then extremal is y  x   1 achieves its

1. weak maximum on all its extremals
3. if y (0)  0 , y (1)  1, then extremal is
2. strong minimum on all its extremals
sin x
y  x  3. weak maximum on some, but not on all
sin1
of its extemals.
4. extremal is y  x   0, if end y (0)  0
4. strong minimum on some, but not on all
and y (1)  1 conditions are not of its extremals.
specified. b
8. Consider the functional J   F  x, y, y '  dx
5. The functional a

1
 1  where F  x, y , y '  1  y 2  / y '2 for
I  y  x      x  2 y  y '2  dx
0
2 
admissible functions y  x  . Which of the
y  0   0, y 1  0 has following are extremals for J ?
1. Weak minimum on the function 1. y  x   A sin  x 
y  x2  x 2. y  x   A sinh  x   B cosh  x 
2. Strong minimum on the function 3. y  x   A sinh  Ax  B 
 10

4. y  x   A sin  x   B cos  x  (CSIR NET June 2015)

(CSIR NET Dec 2012) 12. Let y  y  x  be the extremal of the

x 2
2
x2 2
9. The extremal of 1 t 3 dt; x 1  3, x  2   18 functional I  y  x    
 dy 
1    dx ,
x1  dx 
dx
(where x  ) using Lagrange’s equation subject to the condition that the left end of
dt
is given by which of the following ? the extremal moves along y  x 2 , while the

1. x  t 4  2 right end moves along x  y  5 .

15 3 6 Then the
2. x  t 
7 7 1. shortest distance between the parabola
2
3. x  5t  2
 19 2 
4. x  5t  3 3 and the straight line is   .
 8 
(CSIR NET June 2013)
 3
2. slope of the extremal at  x, y  is    .
10. Let y  C 2
0,  satisfying y  0   y     0  2

2 3 
and  y  x  dx  1 extremize the functional 3. point  ,0  lies on the extremal.
0 4 

2 dy 4. extremal is orthogonal to the curve
J  y     y '  x   dx; y '  . Then
dx
0 x
y .
2 2
1. y  x   sin x
 (CSIR NET June 2016)

2. y  x   
2
sin x 13. Let y  y  x  be the extremal of the

x2 2
 dy 
3. y  x  
2
cos x functional I  y  x     1    dx ,
 x1  dx 

2 subject to the condition that the left end of

4. y  x    cos x
 the extremal moves along y  x 2 , while the
(CSIR NET Dec 2014)
right end moves along x  y  5 .
11. The extremal of the functional
Then the
x1
2
I   y 2  y '  dx that passes through (0, 0) 1. shortest distance between the parabola
0
 19 2 
and  x1 , y1  is and the straight line is   .
 8 
1. a constant function
 3
2. a linear function of x 2. slope of the extremal at  x, y  is    .
 2
3. part of a parabola
3 
4. part of an ellipse 3. point  ,0  lies on the extremal.
4 
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Page 11

4. extremal is orthogonal to the curve and the right end B  x1, y1  be movable
x
y . (CSIR NET June 2016) along the curve y    x  . Then the
2
1 extremal y  y  x  intersects the curve
2 2
14. The functional J [ y ]   ( y '  x ) dx where
0 y    x  along which the boundary point

y (0)  1 and y (1)  1 on y  2 x  1, has B  x1, y1  slides at an angle

1. weak minimum  
1. 2.
2. weak maximum 3 2
3. strong minimum  
3. 4.
4. strong maximum 4 6

(CSIR NET Dec 2016) (CSIR NET June 2017)

15. Let y ( x) be a piecewise continuously 17. Let I : C 1  0,1   be defined as
differentiable function on [0, 4]. Then the 1
1
 u ' t   4 u  t  dt 
2 2 2
4 I  u  :
2
functional J [ y ]   ( y ' 1)2 ( y ' 1)2 dx 0

0 Let us set
attains minimum if y  y ( x ) is
 P  m: inf I  u :u  C1  0,1:u  0   u 1  0
x
1. y  0 x4 Let u  C1  0,1 satisfy the Euler-Lagrange
2
Equation associated with  P  . Then
 x 0  x 1
2. y  
x  2 1  x  4 1. m   i.e. I is not bounded below

 2 x, 0 x2 2. m  , with I  u   m
3. y  
  x  6, 2  x  4 3. m  , with I  u   m
 x, 0 x3
4. y   4. m  , with I  u   m
  x  6, 3  x  4
(CSIR NET Dec 2017)
(CSIR NET Dec 2016)
16. Consider the functional 
18. Let X  u  C 1  0,1 | u  0   0 and let 
x1
I : X   be defined as
I  y  x    f  x, y  1  y '2 e tan 1 y ' dx
x0 1

 u ' t   u t   dt
2 2
I u  
where f  x, y   0 . Let the left end of the 0

extremal be fixed at the point A  x0 , y0  Which of the following are correct ?

 12
1. I is bounded below
2. I is not bounded below
3. I attains its infimum
4. I does not attain its infimum
(CSIR NET Dec 2017)
19. The admissible extremal for
log 3
x
J  y  y '2  2e x  y ' y   dx
 e
0

where y  log 3  1 and y  0  is free is

1. 4  e x 2. 10  e 2 x

3. e x  2 4. e 2 x  8
(CSIR NET June 2018)
20. The extremal of the functional
1
2
J  y 
 y '  x  dx subject to
0

y  0   0, y 1  1 and
 y  x  dx  0 is
0

1. 3 x 2  2 x

2. 8 x3  9 x 2  2 x
5 4 2
3. x  x
3 3
21 5 5
4. x  10 x 4  4 x3  x
2 2
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Page 1

SCQ 45. 1
1. 2
2. 2 MCQ
3. 2 1. 2,3,4
4. 1 2. 1,3
5. 2 3. 1,3
6. 1 4. 3
7. 2 5. 1,2
8. 2 6. 2
9. 3 7. 2
10. 4 8. 1,2,3,4
11. 3 9. 1
12. 2 10. 1,2
13. 2 11. 3
14. 1 12. 1,3
15. 4 13. 1,3
16. 3 14. 1,3 or 3
17. 4 15. 2,4
18. 4 16. 3
19. 4 17. 2
20. 2 18. 1,3
21. 2 19. 1,3
22. 3 20. 1
23. 1
24. 2
25. 2
26. 2
27. 3
28. 1
29. 2
30. 2
31. 2
32. 3
33. 2
34. 3
35. 4
36. 1
37. 1
38. 3
39. 2
40. 2
41. 4
42. 3
43. 3
44. 2