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All Concepts in Linear Differential Equation

The document discusses theorems related to solving linear differential equations. It covers finding the complementary function and particular integral using different methods like finding the roots of the auxiliary equation, method of variation of parameters, and more.

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pranaybhandare765
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18 views3 pages

All Concepts in Linear Differential Equation

The document discusses theorems related to solving linear differential equations. It covers finding the complementary function and particular integral using different methods like finding the roots of the auxiliary equation, method of variation of parameters, and more.

Uploaded by

pranaybhandare765
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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𝒅𝒏𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒏−𝟐 𝒚

An equation of the form + 𝒑𝟏 + 𝒑𝟐 + ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ + 𝒑𝒏 𝒚 = 𝑿 Where X is function of 𝒙 only is


𝒅𝒙𝒏 𝒅𝒙𝒏−𝟏 𝒅𝒙𝒏−𝟐
called linear differential equation .

THEOREM 1

If we have linear differential equation (𝑫𝒏 + 𝑷𝟏 𝑫𝒏−𝟏 + 𝑷𝟐 𝑫𝒏−𝟐 + 𝑷𝟑 𝑫𝒏−𝟑 . . . . . . . . 𝑷𝒏 )𝒚 = 𝟎

Suppose by solving the equation 𝑫𝒏 + 𝑷𝟏 𝑫𝒏−𝟏 + 𝑷𝟐 𝑫𝒏−𝟐 + 𝑷𝟑 𝑫𝒏−𝟑 . . . . . . . . 𝑷𝒏 = 𝟎 (𝑨𝑼𝑿𝑰𝑳𝑳𝑨𝑹𝒀 𝑬𝑸𝑼𝑨𝑻𝑰𝑶𝑵), we get
the distinct roots of the equation as 𝑚1 , 𝑚2 , 𝑚3 , . . . . . . . . . . . . . 𝑚𝑛 then

Complementary function → 𝒚 = 𝑪𝟏 𝒆𝒎𝟏 𝒙 + 𝑪𝟐 𝒆𝒎𝟐 𝒙 + 𝑪𝟑 𝒆𝒎𝟑 𝒙 + 𝑪𝟒 𝒆𝒎𝟒 𝒙 . . . . . . . . 𝑪𝒏 𝒆𝒎𝒏 𝒙

THEOREM 2

If the auxiliary equation given above has repeated roots say 𝑚1 repeating twice then the general solution
becomes

𝒚 = (𝒄𝟏 + 𝒙𝒄𝟐 )𝒆𝒎𝟏 𝒙 + 𝒄𝟑 𝒆𝒎𝟑 𝒙 + ⋯ + 𝒄𝒏 𝒆𝒎𝒏 𝒙

If this root 𝒎𝟏 is repeated 𝒓 times then the corresponding part of the solution is

𝒚 = (𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + ⋯ + 𝒄𝒓 𝒙𝒓−𝟏 )𝒆𝒎𝟏 𝒙

THEOREM 3

If the equation has a pair of imaginary roots 𝜶 + 𝒊𝜷 and 𝜶 − 𝒊𝜷 then the corresponding part of the solution is

𝒚 = 𝒄𝟏 𝒆(𝜶+𝒊𝜷)𝒙 + 𝒄𝟐 𝒆(𝜶−𝒊𝜷)𝒙

The compact form is as follows 𝒚 = 𝒆𝒂𝒙 (𝑨 𝒄𝒐𝒔 𝜷𝒙 + 𝑩 𝒔𝒊𝒏 𝜷𝒙)

If a pair of imaginary roots is repeated twice the corresponding part of the solution can be written as

𝒚 = 𝒆𝒂𝒙 [(𝑨𝟏 + 𝑨𝟐 𝒙) 𝐜𝐨𝐬 𝜷𝒙 + (𝑨𝟑 + 𝑨𝟒 𝒙) 𝐬𝐢𝐧 𝜷𝒙]

THEOREM 4

If the equation has one root real and irrational of the form 𝜶 + √𝜷 and the other root is 𝜶 − √𝜷 (Pair of
irrational roots) then the corresponding part of the solution is

𝒚 = 𝒆𝒂𝒙 (𝒄𝟏 𝒄𝒐𝒔𝒉 √𝜷. 𝒙 + 𝒄𝟐 𝒔𝒊𝒏𝒉 √𝜷. 𝒙)

THEOREM 5

Solution of 𝒇(𝑫)𝒚 = 𝑿 where 𝑿 is a Function of 𝒙

𝟏
𝑿 = ∫ 𝑿𝒅𝒙
𝑫

𝟏
Also 𝑿 = 𝒆𝒂𝒙 ∫ 𝒆−𝒂𝒙 . 𝑿 𝒅𝒙
𝑫−𝒂

THEOREM 6

Particular Integral when 𝑿 = 𝒆𝒂𝒙


𝟏 𝒂𝒙 𝟏 𝒂𝒙
𝒆 = 𝒆
𝒇(𝑫) 𝒇(𝒂)

Also,
𝟏 𝟏
𝒂𝒙 = . 𝒂𝒙
𝒇(𝑫) 𝒇 𝒍𝒐𝒈 𝒂)
(

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THEOREM 7

Particular Integral when 𝑿 = 𝒆𝒂𝒙 and 𝒇(𝒂) = 𝟎

𝟏 𝟏
𝒆𝒂𝒙 = 𝒙. . 𝒆𝒂𝒙
𝒇(𝑫) 𝒇′(𝒂)

THEOREM 8

Particular Integral when 𝑿 = 𝒔𝒊𝒏 𝒂𝒙


𝟏 𝟏
𝟐
𝒔𝒊𝒏 𝒂𝒙 = . 𝒔𝒊𝒏 𝒂𝒙
𝝓(𝑫 ) 𝝓(−𝒂𝟐 )

Particular Integral when 𝑿 = 𝒄𝒐𝒔 𝒂𝒙

𝟏 𝟏
𝒄𝒐𝒔 𝒂𝒙 = . 𝒄𝒐𝒔 𝒂𝒙
𝝓(𝑫𝟐 ) 𝝓(−𝒂𝟐 )

THEOREM 9

Particular Integral when 𝑿 = 𝒔𝒊𝒏 𝒂𝒙 and 𝝓(−𝒂𝟐 ) = 𝟎

𝟏 𝟏
𝟐
𝒔𝒊𝒏 𝒂𝒙 = 𝒙. . 𝒔𝒊𝒏 𝒂𝒙
𝝓(𝑫 ) 𝝓′(𝑫𝟐 )

Particular Integral when 𝑿 = 𝒄𝒐𝒔 𝒂𝒙 and 𝝓(−𝒂𝟐 ) = 𝟎

𝟏 𝟏
𝟐
𝒄𝒐𝒔 𝒂𝒙 = 𝒙. . 𝒄𝒐𝒔 𝒂𝒙
𝝓(𝑫 ) 𝝓′ 𝑫𝟐 )
(

THEOREM 10

Particular Integral when 𝑿 = 𝒙𝒎 where 𝒎 is a Positive Integer

P.I. = [𝟏 + 𝝓(𝑫)]−𝟏 𝒙𝒎

THEOREM 11

Particular Integral when 𝑿 = 𝒆𝒂𝒙 𝑽 where 𝑽 is a function of 𝒙

𝟏 𝟏
𝒆𝒂𝒙 𝑽 = 𝒆𝒂𝒙 . .𝑽
𝒇 (𝑫 ) 𝒇(𝑫 + 𝒂)

THEOREM 12

Particular Integral when 𝑿 = 𝒙𝑽 where 𝑽 is a function of 𝒙

𝟏 𝟏 𝟏
𝒙𝑽 = {𝒙 − . 𝒇′ (𝑫)} . .𝑽
𝒇(𝑫) 𝒇(𝑫) 𝒇(𝑫)

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𝑴𝑬𝑻𝑯𝑶𝑫 𝑶𝑭 𝑽𝑨𝑹𝑰𝑨𝑻𝑰𝑶𝑵 𝑶𝑭 𝑷𝑨𝑹𝑨𝑴𝑬𝑻𝑬𝑹𝑺
𝑇ℎ𝑒 𝑚𝑒𝑡ℎ𝑜𝑑 𝑜𝑓 𝑣𝑎𝑟𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟 𝑢𝑠𝑒𝑠 𝑐𝑜𝑚𝑝𝑙𝑒𝑚𝑒𝑛𝑡𝑎𝑟𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑡𝑜 𝑒𝑣𝑎𝑙𝑢𝑎𝑡𝑒 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙.
𝑆𝑢𝑝𝑝𝑜𝑠𝑒 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑎 𝑙𝑖𝑛𝑒𝑎𝑟 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑠𝑒𝑐𝑜𝑛𝑑 𝑜𝑟𝑑𝑒𝑟 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑐𝑜𝑚𝑝𝑙𝑒𝑚𝑒𝑛𝑡𝑎𝑟𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑖𝑠

𝐶. 𝐹. = 𝑐1 𝑦1 + 𝑐2 𝑦2

𝑊𝑒 𝑐𝑎𝑛 𝑓𝑖𝑛𝑑 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙 𝑖𝑛 𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 𝑦1 & 𝑦2 , 𝑖𝑡 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛 𝑏𝑦 𝑒𝑥𝑝𝑟𝑒𝑠𝑠𝑖𝑜𝑛

𝑃. 𝐼 = 𝑢𝑦1 + 𝑣𝑦2

𝑢 & 𝑣 𝑎𝑟𝑒 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟𝑠 ℎ𝑒𝑟𝑒 & 𝑜𝑢𝑟 𝑎𝑖𝑚 𝑖𝑠 𝑡𝑜 𝑓𝑖𝑛𝑑 𝑡ℎ𝑒𝑠𝑒 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟𝑠. 𝐸𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑜𝑓 𝑢 & 𝑣 𝑎𝑟𝑒 𝑔𝑖𝑣𝑒𝑛 𝑏𝑒𝑙𝑜𝑤

𝑦2 𝑋 𝑦1 𝑋 𝑦1 𝑦2
𝑢 = −∫ 𝑑𝑥 , 𝑣 = ∫ 𝑑𝑥 ℎ𝑒𝑟𝑒 𝑊 = |𝑦′ |
𝑊 𝑊 1 𝑦′2

𝑖𝑓 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑐𝑜𝑚𝑝𝑙𝑒𝑚𝑒𝑛𝑡𝑎𝑟𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑎𝑠

𝐶. 𝐹. = 𝑐1 𝑦1 + 𝑐2 𝑦2 + 𝑐3 𝑦3

𝑇ℎ𝑒𝑛 𝑃. 𝐼 = 𝑢𝑦1 + 𝑣𝑦2 + 𝑤𝑦3


𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑢 , 𝑣 & 𝑤 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛 𝑏𝑦

(𝑦2 𝑦′3 − 𝑦3𝑦′2)𝑋 (𝑦 𝑦′ − 𝑦 𝑦′ )𝑋 (𝑦 𝑦′ − 𝑦 𝑦′ )𝑋


𝑢 = ∫ 𝑊
𝑑𝑥 , 𝑣 = ∫ 3 1 𝑊 1 3 𝑑𝑥 , 𝑤 = ∫ 1 2 𝑊 2 1 𝑑𝑥

𝑦1 𝑦2 𝑦3
𝐻𝑒𝑟𝑒 𝑊 = | 𝑦′1 𝑦′2 𝑦′3 |
𝑦′′1 𝑦′′2 𝑦′′3

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