M-II To Send
M-II To Send
and
Teachers
Syllabus
Unit-I
Calculus of finite differences: Operators, forward difference operator,
backward difference operator, E-operator, relation between them,
difference of a polynomial, factorial polynomial, Inverse operator,
forward difference table, Backward difference table.
Unit-II
Interpolation: Introduction to Interpolation; Interpolation with
equally spaced interval, forward and backward interpolation formula,
Interpolation with unequally spaced intervals, Newton divided differ-
ence interpolation, Lagrange’s formula for interpolation and inverse
interpolation.
Unit-III
Integral calculus: fundamental theorem of integral calculus, length of
curves, volume, and surface area of revolution of curves.
Unit-IV
Evaluation of integrals using gamma function. Multiple integral:
Double integral, area by double integral. Evaluation of triple integrals.
Unit-V
Linear differential equations of nth order: Linear differential equations
of nth order, method of variation of parameter and Cauchy’s homoge-
nous linear equations.
Table of Contents
Unit-I 1
Calculus of finite differences . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Motivation for the calculus of finite differences . . . . . . . . . . . . . . . . . . 10
Finding the missing terms in a given series . . . . . . . . . . . . . . . . . . . . 14
Unit-II 18
Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Interpolation with unequally spaced intervals . . . . . . . . . . . . . . . . . . . 24
Unit-III 30
The idea (Riemann Integral) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
List of some fundamental integrals . . . . . . . . . . . . . . . . . . . . . . . . 33
Length of Curves (Rectification) . . . . . . . . . . . . . . . . . . . . . . . . . 35
Volume of solid generated by the revolution of curves . . . . . . . . . . . . . . 41
Surface of revolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
Unit-IV 52
Beta and gamma functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
Relation between beta and gamma functions . . . . . . . . . . . . . . . . . . . 55
Evaluation of integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
Double Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
Area by Double Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
Triple integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
Unit-V 94
Linear differential equations of nth order . . . . . . . . . . . . . . . . . . . . . 94
Method of variation of parameters . . . . . . . . . . . . . . . . . . . . . . . . . 114
Problems on operator method . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
Cauchy homogeneous linear equation . . . . . . . . . . . . . . . . . . . . . . . 120
Dr. Satish Shukla 1
UNIT-I
Calculus of finite differences: Operators, forward difference operator, back-
ward difference operator, E-operator, relation between them, difference of a
polynomial, factorial polynomial, Inverse operator, forward difference table,
Backward difference table.
∆f (x) = f (x + h) − f (x).
By definition of ∆, it is clear that the forward difference operator finds the dif-
ference of the values of function y = f (x) on two consecutive values x + h and x
of argument. Also:
The higher order backward differences can be obtained similarly. The various
higher order differences can be obtained by the following backward difference
table:
Ef (x) = f (x + h).
The higher order shifting is defined by:
E 2 f (x) = Ef (x + h) = f (x + 2h).
Similarly, we define:
E n f (x) = f (x + nh).
Dr. Satish Shukla 3
Hence, from the above table we have ∇f (4) = 1.5, ∇2 f (4) = 0.6, ∇3 f (4) = 0.4
and ∇4 f (4) = 0.4.
Relations between ∆, ∇, E and D.
Therefore:
∆≡E−1 or E ≡1+∆.
(b)By definition we have:
∇f (x) = f (x) − f (x − h) = f (x) − E −1 f (x) = (1 − E −1 )f (x).
Dr. Satish Shukla 4
Therefore:
∇ ≡ 1 − E −1 or E −1 ≡ 1 − ∇ .
(c) By (a) and (b) we have:
∆ ≡ E − 1 ≡ E − EE −1 ≡ (1 − E −1 )E ≡ ∇E.
(d) By (a) and (b) we have:
(1 + ∆)(1 − ∇) ≡ EE −1 ≡ 1.
(e) By (a) and (b) we have:
∆∇ ≡ (E − 1)(1 − E −1 ) ≡ E − EE −1 − 1 + E −1 ≡ E − 2 + E −1 .
Similarly, we have ∇∆ ≡ E − 2 + E −1 . Therefore, ∆∇ ≡ ∇∆.
(f) By Taylor’s series we know that:
0 h2 00 h3 000
f (x + h) = f (x) + hf (x) + f (x) + f (x) + · · ·
2! 3!
h2 2 h3 3
=⇒ Ef (x) = f (x) + hD [f (x)] + D [f (x)] + D [f (x)] + · · ·
2! 3!
h2 2 h3 3
=⇒ Ef (x) = 1 + hD + D + D + · · · f (x)
2! 3!
=⇒ Ef (x) = ehD f (x).
Therefore, E ≡ ehD , i.e., 1 + ∆ ≡ ehD or
1
D≡ ln(1 + ∆) .
h
∆2 Eex
x x
Example 3. Prove that: e = e · 2 x.
E ∆e
Dr. Satish Shukla 5
Solution: We have:
∆2 x Eex
R.H.S. = e · 2 x
E ∆e
2
Eex
(E − 1) x
= e ·
E (E − 1)2 ex
2
Eex
E − 2E + 1 x
= e · 2
E (E − 2E + 1)ex
Eex
E − 2 + E −1 ex · 2
=
(E − 2E + 1)ex
x+h x x−h
ex+h
= e − 2e + e · x+2h
(e − 2ex+h + ex )
ex ex+2h − 2ex+h + ex
=
(ex+2h − 2ex+h + ex )
= ex
= L.H.S.
This proves the result.
∆f (x)
Example 4. Prove that: ∆ ln f (x) = ln 1 + .
f (x)
Solution: We have
L.H.S. = ∆ ln f (x)
= (E − 1) ln f (x)
= ln f (x + h) − ln f (x)
f (x + h)
= ln
f (x)
Ef (x)
= ln
f (x)
(1 + ∆)f (x)
= ln
f (x)
f (x) + ∆f (x)
= ln
f (x)
∆f (x)
= ln 1 +
f (x)
= R.H.S.
∆2
1
Example 6. Find the value of: (i) x3 (ii) ∆n .
E x
Solution:
∆2 (E − 1)2 3
3
(i) x = x
E E
E − 2 + E −1 x3
=
= (x + h)3 − 2x3 + (x − h)3
= (x3 + 3x2 h + 3xh2 + h3 ) − 2x3 + (x3 − 3x2 h + 3xh2 − h3 )
= 6xh2 .
(ii) 1 1 1 −h
∆ = − = .
x x + h x x(x + h)
Similarly:
1 1 −h
∆2 = ∆ ∆ =∆
x x x(x + h)
1 1
= −h −
(x + h)(x + 2h) x(x + h)
(−1)2 2! h2
= .
x(x + h)(x + 2h)
In general, we have:
(−1)n n! hn
n 1
∆ = .
x x(x + h)(x + 2h) · · · (x + nh)
This is the required value.
Dr. Satish Shukla 7
Example 7. Find the value of: (i) ∆ tan−1 x (ii) ∆2 cos 2x.
Example 8. If f (x) = eax+b , then show that the leading difference from a
geometric progression.
Solution: Given that f (x) = eax+b . Hence, by the definition of forward difference
we have:
= eah − 1 ∆ eax+b
ah
h b n a(x+h) ax
oi
= e −1 e e −e
= eah − 1 eax+b eah − 1
2
= eah − 1 eax+b .
Dr. Satish Shukla 8
n
Similarly, we can obtain that ∆n f (x) = eah − 1 eax+b for all natural numbers
n. Hence for any natural number r we have:
r r−1 ax+b
∆r f (x) = eah − 1 eax+b = eah − 1 eah − 1 = eah − 1 ∆r−1 f (x).
e
This show that the every two successive terms are in a common ratio eah − 1 ,
and so, the differences are in a geometric progression.
5x + 12
Example 9. Find the value of: (i) ∆2 (ii) ∆n (ex )
x2 + 5x + 6
with interval of difference h = 1.
Again:
∆3 ex = ∆ ∆2 ex
= (e − 1)3 ex .
Similarly, ∆n ex = (e − 1)n ex .
Proof. Let
f (x) = a0 xn + a1 xn−1 + a2 xn−2 + · · · + an−1 x + an .
By definition we have
∆f (x) = f (x + h) − f (x)
= a0 (x + h)n + a1 (x + h)n−1 + a2 (x + h)n−2 + · · · + an−1 (x + h) + an
− a0 xn + a1 xn−1 + a2 xn−2 + · · · + an−1 x + an
Example 10. Find the value of ∆10 (1 − ax)(1 − bx2 )(1 − cx3 )(1 − dx4 ) .
Hence:
= abcd∆10 x10 + 0
= abcd · 1 · (10)!hn .
Thus, ∆10 (1 − ax)(1 − bx2 )(1 − cx3 )(1 − dx4 ) = abcd · (10)!hn .
∇2 y8 = 1 − 2E −1 + E −2 y8
= y8 − 2E −1 y8 + E −2 y8
= y8 − 2y7 + y6 .
Zb
f (x)dx = g(a) − g(b).
a
Solution: Suppose
Therefore
Hence, ∆3 y = 12.
Example 14. Find the function whose first forward difference is 6x2 + 2.
Solution: Suppose f (x) is the function whose first forward difference is 6x2 + 2,
i.e.,
∆f (x) = 6x2 + 2 = Ax(2) + Bx(1) + C.
To find the constants A, B, C, we use the synthetic division as follows:
Dr. Satish Shukla 13
Therefore
∆f (x) = 6x(2) + 6x(1) + 2.
Integrating the above we obtain:,
f (x) = 2x(3) + 3x(2) + 2x(1) + c.
This is the required function.
Exercise (Assignment)
x: 0 1 2 3 4
f (x) : 1.0 1.5 2.2 3.1 4.6
(Q.7) Express x3 −2x2 +x−1 into factorial polynomial hence show that ∆4 f (x) =
0.
Ans: f (x) = x(3) + x(2) − 1.
(Q.8) Represent the function f (x) = x4 −12x3 +24x2 −30x+9 and all its successive
differences into factorial notation. Hence show that ∆5 f (x) = 0.
Ans: f (x) = x(4) − 6x(3) + 13x(2) + x(1) + 9.
(Q.9) Find the function whose first forward difference is 2x3 + 3x2 − 5x + 4.
Ans: f (x) = 12 x(4) + 3x(3) + 4x(1) + c.
(Q.10) Find the function whose first forward difference is 9x2 + 11x + 5.
Dr. Satish Shukla 14
In this section, we deal with the data in which few terms are missing and we
have to recover those missing values. We know that to fit a straight line we must
have two points i.e., two points known means we can assume that a first degree
curve can be fitted. Generally, n points known means a (n − 1)th degree curve
can be fitted with the given data. Then we apply the theorem that says the nth
difference of a (n − 1)th degree polynomial is zero.
Solution: In the above data, there are 4 points are known (as their both x and y
co-ordinates are known). So, we can assume that y is a third degree polynomial.
Hence all the fourth differences must be zero. Let a be the unknown value of y.
Then the difference table will be as follows:
Solution: In the above data, there are total 8 points are given. But, only for 5
points the value of y are known for given values of x. So, we can assume that y is
Dr. Satish Shukla 15
a fourth degree polynomial. Hence, its fourth difference will be constant and the
fifth differences must be zero. Let corresponding to x = 5, 6, 7 the values of y are
a, b, c respectively. Then, the difference table for the given data is as follows:
The first equation of the above gives a = 31. Putting this value in the second
equation we get:
b − 155 + 26 = 0
=⇒ b = 129.
∆6 y1 = 0
=⇒ (E − 1)6 y1 = 0
=⇒ (E 6 − 6E 5 + 15E 4 − 20E 3 + 15E 2 − 6E + 1)y1 = 0
=⇒ y7 − 6y6 + 15y5 − 20y4 + 15y3 − 6y2 + y1 = 0
=⇒ (y7 + y1 ) − 6(y6 + y2 ) + 15(y5 + y3 ) − 20y4 = 0
1
=⇒ y4 = [(y7 + y1 ) − 6(y6 + y2 ) + 15(y5 + y3 )]
20
1
=⇒ y4 = [−7845 − 6 × 686 + 15 × 1088] = 571.
20
Hence, the required value is y4 = 571.
Example 18. If y10 = 3, y11 = 6, y12 = 11, y13 = 18, y14 = 27, then find y4 .
Solution: For the given values the backward difference table is as follows:
Hence, y4 = 27.
Dr. Satish Shukla 17
Exercise (Assignment)
x: 2 3 4 5 6
y: 45.0 49.2 54.1 ? 67.4
Ans: 60.05.
(Q.2) From the following table find the missing value:
x: 1 2 3 4 5 6 7
y: 2 4 8 ? 32 64 128
Ans: 16.1.
(Q.3) From the following table find the missing values:
♣ ♣ ♣ ♣
Dr. Satish Shukla 18
UNIT-II
Interpolation: Introduction to interpolation; Interpolation with equally
spaced interval, forward and backward interpolation formula, Interpolation
with unequally spaced intervals, Newton divided difference interpolation,
Lagrange’s formula for interpolation and inverse interpolation.
Interpolation
The interpolation is a technique with the help of which we can construct the
new data points within the range of given discrete data points. In other words,
if a function f (x) is unknown, but the values of this function at some discrete
points, say x0 , x1 , . . . , xn are known, then we can find the value of f (x) at a point
x ∈ [x0 , xn ]. For this, we approximate the function f (x) by a polynomial of degree
maximum n (since the value of function is known at n + 1 points). This process
is called the polynomial interpolation.
According to the nature of points x0 , x1 , . . . , xn the process of interpolation is
divided into the following:
(I) Interpolation for equally spaced intervals. In this case, the values x0 , x1 , . . . , xn
are equally spaced, i.e., xi = xi−1 +h for i = 1, 2, . . . , n and h is the space or length
of the interval. For such case, we will use Newton’s forward interpolation formula
or Newton’s backward interpolation formula. If the point at which the value is
to interpolated lies in the upper half of the difference table then we use Newton’s
Forward interpolation formula. Newton’s backward interpolation formula is used
when the point at which the value is to interpolated lies in the lower half of the
difference table.
(II) Interpolation for unequally spaced intervals. In this case, the values x0 , x1 ,
. . . , xn are not equally spaced. For such cases Newton’s divided difference formula
or Lagrange’s interpolation formula is used.
Therefore:
r(r − 1) 2 r(r − 1)(r − 2) 3
y = y0 + r∆y0 + ∆ y0 + ∆ y0 + · · · + ∆ r y0 .
2! 3!
Dr. Satish Shukla 19
82 − 80
= 0 · 4. Now by Newton’s forward interpolation formula we have:
5
r(r − 1) 2 r(r − 1)(r − 2) 3
y(82) = y0 + r∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
0 · 4(0 · 4 − 1) 0 · 4(0 · 4 − 1)(0 · 4 − 2)
= 5026 + (0 · 4)(648) + (40) + (−2)
2 6
0 · 4(0 · 4 − 1)(0 · 4 − 2)(0 · 4 − 3)
+ (4)
24
= 5280.1056 sq. units.
Example 20. From the following table, estimate the number of students who
obtained marks between 40 and 45.
Marks: 30-40 40-50 50-60 60-70 70-80
No. of Students: 31 42 51 35 31
We have to find y(45) and 45 is near the initial value 40, therefore we will use the
Newton’s forward interpolation formula. Then, for x = 45 we have
x − x0 45 − 40
r= = = 0 · 5.
h 10
Dr. Satish Shukla 21
Thus, the number of students obtained marks less than 45, i.e., y(45) = 48 and
from the table the number of students obtained marks less than 40 is y(40) = 31.
Therefore, the number of students obtaining the marks between 40 and 45 will
be:
y(45) − y(40) = 48 − 31 = 17.
This is the required value.
Here h = 1, x0 = 0, and so
x − x0 x−0
r= = = x.
h 1
Dr. Satish Shukla 22
f (x) = y
r(r − 1) 2 r(r − 1)(r − 2) 3
= y0 + r∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
x(x − 1) x(x − 1)(x − 2)
= 1 + x(1) + (−2) + (12)
2 6
= 1 + x − x(x − 1) + 2x(x − 1)(x − 2)
= 2x3 − 7x2 + 6x + 1.
Now, putting x = 4 in the above formula for y = f (x) we obtain:
f (4) = 2(43 ) − 7(42 ) + 6(4) + 1
= 41.
Solution:Here h = 0.5. Since 3.75 is near to the final value x = 5 we will use the
Newton’s backward interpolation formula. Then,
xn − x 5 − 3.75
r= = = 2.5.
h 0.5
The backward difference table is given as follows:
Dr. Satish Shukla 23
y = f (3.75)
r(r − 1) 2 r(r − 1)(r − 2) 3
= y5 − r∇y5 + ∇ y5 − ∇ y5
2! 3!
r(r − 1)(r − 2)(r − 3) 4 r(r − 1)(r − 2)(r − 3)(r − 4) 5
+ ∇ y5 + ∇ y5
4! 5!
(2.5)(1.5) (2.5)(1.5)(0.5)
= 16.047 − (2.5)(−1.215) + (0.167) − (−2.032)
2 6
(2.5)(1.5)(0.5)(−0.5) (2.5)(1.5)(0.5)(−0.5)(−1.5)
+ (−7.994) + (−20.003)
24 120
= 16.047 + 3.037 + 0.313 + 0.635 + 0.312 − 0.2352
= 20.1088.
Example 23. Find the values of f (1.5) and f (5.5) from the following table:
x: 0 1 2 3 4 5 6 7
y: 1 -1 1 2 12 30 45 50
Now use the forward interpolation formula for f (1.5) and backward interpolation
formula for f (5.5).
Exercise (Assignment)
(Q.1) Find the values of f (2.1) and f (2.4) from the following table:
Dr. Satish Shukla 24
x: 4 6 8 10
y: 1 3 8 16
Hence find y at x = 5.
(Q.3) Given that sin(45◦ ) = 0.7071, sin(50◦ ) = 0.7660, sin(55◦ ) = 0.8192, sin(60◦ ) =
0.8660. Then find sin(52◦ ).
Hint: Use Newton’s forward difference formula with x = 52. Ans. 0.788.
(Q.4) Find the number of mens getting wages between Rs. 10 and Rs. 15 from
Wages 0-10 10-20 20-30 30-40
the following data:
Frequency 9 30 35 42
Ans. 15.
(Q.5) Find the cubic polynomial in x for the following polynomial:
x : 0 1 2 3 4 5
y : -3 3 11 27 57 107
v : 10 20 30 40
p : 1.1 2.0 4.4 7.9
x : 20 25 30 35 40 45
f (x) : 354 332 291 260 231 204
For unequally spaced intervals we will use two formulae: (i) The Lagrange’s for-
mula; (ii) Newton’s Divided Difference formula.
Dr. Satish Shukla 25
4
| f (x0 ) = f [x0 , x1 ]
f (x1 ) − f (x0 )
= .
x1 − x0
Similarly, we define
| 2 f (x0 ) = f [x0 , x1 , x2 ]
4
f [x1 , x2 ] − f [x0 , x1 ]
=
x2 − x1
and so on.
Suppose, the values of function y = f (x) at points x0 , x1 , x2 , . . . , xn be y0 =
f (x0 ), y1 = f (x1 ), y2 = f (x2 ), . . . , yn = f (xn ). Then, the Newton’s divided differ-
ence approximated polynomial of degree n is given by:
f (x) = f (x0 ) + (x − x0 ) 4| f (x0 ) + (x − x0 )(x − x1 ) 4 | 2 f (x0 )
| n f (x0 ).
+ · · · + (x − x0 )(x − x1 ) · · · (x − xn−1 ) 4
Solution: The divided difference table for the given function is as follows:
Dr. Satish Shukla 26
f (x) = f (x0 ) + (x − x0 ) 4
| f (x0 )
2 3
+(x − x0 )(x − x1 ) 4 | f (x0 ) + (x − x0 )(x − x1 )(x − x2 ) 4
| f (x0 )
4
+(x − x0 )(x − x1 )(x − x2 )(x − x3 ) 4| f (x0 )
5
+(x − x0 )(x − x1 )(x − x2 )(x − x3 )(x − x4 ) 4| f (x0 )
= 48 + 52(x − 4) + 15(x − 4)(x − 5) + (x − 4)(x − 5)(x − 7).
Thus,
f (x) = 48 + 52(x − 4) + 15(x − 4)(x − 5) + (x − 4)(x − 5)(x − 7). (1)
Putting x = 8 in (1) we get
Solution: Since the values of y are not equidistant, we use the Newton’s inverse
divided difference formula. Then, the divided difference table for y will be:
Dr. Satish Shukla 28
Example 27. From the given table find for what value of x when y = 13.6:
x : 30 35 40 45 50
y : 15.9 14.9 14.1 13.3 12.5
Solution: We will find the value x(13.6) by Lagrange’s inverse interpolation for-
mula. Here x0 = 30, x1 = 35, x2 = 40, x3 = 45, x4 = 50 and y0 = 15.9, y1 =
14.9, y2 = 14.1, y3 = 13.3, y4 = 12.5 and y = 13.6. Then, we have:
(y − y1 )(y − y2 )(y − y3 )(y − y4 ) (y − y0 )(y − y2 )(y − y3 )(y − y4 )
x= x0 + x1
(y0 − y1 )(y0 − y2 )(y0 − y3 )(y0 − y4 ) (y1 − y0 )(y1 − y2 )(y1 − y3 )(y1 − y4 )
(y − y0 )(y − y1 )(y − y3 )(y − y4 ) (y − y0 )(y − y1 )(y − y2 )(y − y4 )
+ x2 + x3
(y2 − y0 )(y2 − y1 )(y2 − y3 )(y2 − y4 ) (y3 − y0 )(y3 − y1 )(y3 − y2 )(y3 − y4 )
(y − y0 )(y − y1 )(y − y2 )(y − y3 )
+ x4 .
(y4 − y0 )(y4 − y1 )(y4 − y2 )(y4 − y3 )
Dr. Satish Shukla 29
Exercise (Assignment)
(Q.1) Use Newton’s divided difference formula to find the form of f (x), hence
find f (4):
x : 0 2 3 6
f (x) : 648 704 729 792
x : 5 7 11 13 17
f (x) : 150 392 1452 2366 5202
x : 5 6 9 11
y = f (x) : 12 13 14 16
♣ ♣ ♣ ♣
Dr. Satish Shukla 30
UNIT-III
Integral calculus: fundamental theorem of integral calculus, length of curves,
volume, and surface area of revolution of curves.
Riemann Integral
Then, the sum of all these areas is called the Upper Sum of f over the partition
P and it is denoted by U (P, f ), i.e.:
3
X
U (P, f ) = M1 ∆1 + M2 ∆2 + M3 ∆3 = Mi ∆i .
i=1
It is clear that, the value of U (P, f ) is some larger than the exact area bounded
by the cure f (x) with the x-axis from a to b; and the value of L(P, f ) is some
smaller than the exact area bounded by the curve f (x) with the x-axis from a
to b. Thus, there is an excess of area in U (P, f ) and a lack of area in L(P, f ).
It is obvious that, as we increase the number of points in the partition P , the
rectangles becomes more narrower and the length of subintervals decreases. As
the rectangles becomes more narrower, the upper sum U (P, f ) starts to decreases
and so the excess of area in U (P, f ) decreases. Similarly, as the rectangles becomes
more narrower, the lower sum L(P, f ) starts to increase and the lack of area in
L(P, f ) decreases as well.
Finally, as the number of points (we denote it by “n”) in the partition P tends to
infinite, then the upper sum U (P, f ) reaches to a definite value called the Upper
Rb
Riemann Integral and denoted by a f (x) dx. Similarly, as the number of points in
the partition P tends to infinite, then the lower sum L(P, f ) reaches to a definite
Dr. Satish Shukla 33
Rb
value called the Lower Riemann Integral and denoted by a f (x) dx. Thus:
Zb n
X Zb n
X
f (x) dx = lim Mi ∆i and f (x) dx = lim mi ∆i .
a n→∞ a n→∞
i=1 i=1
Rb Rb
If a f (x) dx = a f (x) dx, then the function f is called Riemann integrable over
[a, b] and the common value of upper and lower Riemann integrals is denoted by
Rb
a f (x)dx and it is equal to the area bounded by the curve with the x-axis from
x = a to x = b.
Theorem 3 (First Fundamental Theorem of Integral Calculus).
Let f be an integrable function over [a, x] for each x ∈ [a, b]. Then the
function F defined by:
Zx
F (x) = f (t)dt, x ∈ (a, b)
a
For example, the function sin x is a primitive of the function cos x in every
interval. Notice that, the function sin x as well as the function sin x + c, where c
is any arbitrary constant, a primitive of cos x. Therefore, primitive of a function
are not unique.
Theorem 4 (Second Fundamental Theorem of Integral Calculus).
If F is an anti-derivative (primitive) of a continuous function f on (a, b), then:
Zx
f (t)dt = F (x) − F (a) for all x ∈ [a, b].
a
R n xn+1
(a) x dx = + c, where n 6= −1;
n+1
1
Z
(b) dx = ln x + c;
x
emx
Z
mx
(c) e dx = + c, where m 6= 0;
m
ax
Z
x
(d) a dx = + c, where a > 0;
ln a
Dr. Satish Shukla 34
Z
(e) sin xdx = − cos x + c;
Z
(f) cos xdx = sin x + c;
Z
(g) sec2 xdx = tan +c;
Z
(h) cosec2 xdx = − cot +c;
Z
(i) sec x tan xdx = sec +c;
Z
(j) sec xdx = ln(sec x + tan x) + c;
Z
(k) cosecx cot xdx = −cosecx + c;
Z
(l) cosecxdx = ln(cosec − cot x) + c;
dx
Z
(m) √ = sin−1 x + c, where |x| < 1;
1 − x2
dx
Z
(n) √ = tan−1 x + c or − cot−1 x + c;
1+x 2
dx
Z
(o) √ = sec−1 x + c or −cosec−1 x + c, where |x| > 1;
2
x x −1
dx 1 x−a
Z
(p) = ln + c;
x2 − a2 2a x+a
dx 1 −1 x
Z
(q) = tan + c;
x2 + a2 a a
dx
Z p
(r) √ = ln x + x2 − a2 + c;
2
x −a2
dx
Z p
(s) √ = ln x + x2 + a2 + c;
x2 + a2
dx −1 x
Z
(t) √ = sin + c.
a 2 − x2 a
Dr. Satish Shukla 35
The finding of the length of a line is quite simple task in geometry. But, in
case of an irregular curve given by an equation y = f (x) it is not such an easy
task. For this purpose, we use the concept of calculus. Suppose, we have to find
the length of arc of the curve given by y = f (x), from point A to the point B,
i.e., the arcAB.
Suppose P (x, y) be any point on arcAB, and Q(x + δx, y + δy) be any point
on this arc in the vicinity of point P . Suppose arcP Q = δs. Now consider the
triangle P RQ. Then it is obvious that: (P Q)2 = (P R)2 + (RQ)2 , i.e., (P Q)2 =
δx2 +δy 2 . As the point Q tends to the point P , i.e., δx, δy → 0, then arcP Q → δs.
Therefore, δs2 = δx2 + δy 2 . Since δx, δy → 0, the small quantities δs, δx, δy now
reduce into the infinitely small quantities ds, dx, dy respectively. Thus, we obtain
(ds)2 = (dx)2 + (dy)2 , or:
s 2
dy
ds = 1 + dx.
dx
Now, the whole length of the arc AB can be obtained by summing (integrating)
ds from x = a to x = b, i.e.:
s 2
Zb Zb
dy
arc(AB) = ds = 1+ dx. (2)
x=a a dx
The formula (2) is useful when the integral can be performed easily with respect
to x. The following forms can be used as per the convenience and requirement:
s 2
Zd Zd
dx
(A) Cartesian form: arc(AB) = ds = 1+ dy.
y=c c dy
s
Z t2 Z t2 2 2
dx dy
(B) Parametric form: arc(AB) = ds = + dt.
t=t1 t1 dt dt
Dr. Satish Shukla 36
s 2
Z θ2 Z θ2
dr
(C) Polar form: arc(AB) = ds = r2 + dθ, or:
θ=θ1 θ1 dθ
Zr2 Zr2
s 2
dθ
arc(AB) = ds = 1+ r dr.
dr
r=r1 r1
p
∠P OX = θ, ∠QOX = θ + δθ, OP 0 ≈ OP = r, OQ = r + δr, P P 0 ≈ rδθ, δs ≈ (δr)2 + (rδθ)2 .
Example 28. Find the length of the arc of the parabola x2 = 4ay measured
from the vertex to one extremity of the latus-rectum.
2 x2 dy x
Solution: Since x = 4ay, we have y = and = .
4a dx 2a
Therefore:
s 2
Z 2a Z 2a
dy 1 p
arcOL = 1+ dx = (2a)2 + x2
x=0 dx 2a x=0
1 xp (2a)2 p 2a
= (2a)2 + x2 + ln x + (2a)2 + x2
2a 2 2 0
1 h √ 2 2
√ i 1 2
= a 8a + 2a ln 2a + 8a2 − 2a ln (2a)
2a 2a
h√ √ i
= a 2 + ln 2a + 8a2 − ln (2a)
h√ √ i
= a 2 + ln 1 + 2 .
√ √
Thus, the required length, arcOL = a 2 + ln 1 + 2 .
Now:
s 2 s √ 2
1 √
dy 3 x
1+ = 1+ √ = √ 4a + 9x.
dx 2 a 2 a
Dr. Satish Shukla 38
Therefore:
s 2
Z 5a Z 5a
√
dy 1
arcOA = 1+ dx = √ 4a + 9x
x=0 dx 2 a x=0
1 2 h 3/2
i5a
= √ · (4a + 9x)
2 a 3·9 0
1 h 3 3/2 3 3/2
i
= √ 7 a −2 a
27 a
335
= a.
27
335
Thus, the required length, arcOB = a.
27
(b) Here, x = a(θ − sin θ), y = a(1 − cos θ) (parametric form), so:
dx dy
= a(1 − cos θ), = a sin θ.
dθ dθ
Therefore:
s 2 2
dx dy
q
+ = [a(1 − cos θ)]2 + (a sin θ)2 = 2a sin(θ/2).
dθ dθ
Now, the whole length of the cycloid is the arcOA. Note that, at point O, θ = 0
and at point A, θ = 2π. Therefore,
s
Z 2π 2 2 Z 2π
dx dy
OA = + dθ = 2a sin(θ/2)dθ
0 dθ dθ 0
= 2a [−2 cos(θ/2)]2π
0
= 8a.
Dr. Satish Shukla 40
Now, the whole length of the astroid is the L =arcABA0 B 0 A. Note that, at point
A, t = 0 and at point B, θ = π/2. Therefore,
s
Z π/2 2 2 Z π/2
dx dy
L = 4 × arcAB = 4 + dt = 4 3a sin t cos tdt
0 dt dt 0
Z π/2
π/2
= 6a sin(2t)dt = 3a [− cos(2t)]0
0
= 6a.
(d) Try yourself.
Exercise (Assignment)
(Q.1) Find the length of the arc of the parabola y 2 = 4a(a − x) cut off by the
y-axis.
√ √
Ans: arc BA= a[ 2 + ln(1 + 2)].
(Q.2) By finding the length of of the curve show that the curve x = a(θ−sin θ), y =
a(1 − cos θ) is divided in the ratio 1 : 3 at θ = 2π
3 .
(Q.4) Find the length of the arc of the parabola y 2 = 4ax cut off by the line
3y = 8x.
Ans: a (15/16 + ln 2).
Dr. Satish Shukla 41
(Q.5) Find the whole length of the loop of the curve 3ay 2 = x(x − a)2
√
Ans: 4a/ 3.
(Q.6) Find the length of the curve y 2 = (2x − 1)3 cut off by the line x = 4.
Ans. 37.85
The idea. Suppose, the area enclosed by an arc of the curve y = f (x) from
x = a to x = b with x-axis is revolved about the x-axis. Then a solid shape is
thus generated and we have to find the volume of this solid. For this, we cut
vertically this solid into a large number (say “n”) of thin discs each of thickness
δx. Consider such a disc P P 0 QQ0 shown in the figure below. Then, the volume
of the solid can be obtained by adding the volume of all such discs.
Now we obtained the volume of disc P P 0 QQ0 . Let the coordinate of point Q is
(x, y), then the volume of the disc P P 0 QQ0 will be δv = πy 2 δx. As n → ∞ the
small quantities δx and δv reduce into the infinitely small quantities dx and dv
respectively. Therefore, the volume of disc P P 0 QQ0 is dv = πy 2 dx. Thus, the
Rb Rb
volume of the solid generated is V = x=a dv = a πy 2 dx.
Dr. Satish Shukla 42
(B) If the area bounded by the arc of curve (from point A to B) with line L
is revolved about the line L, then the volume of generated solid is given by
RB RB
V = A dv = A π(R1 R2 )2 (I1 I2 ).
(C) In polar form the volume of revolution about the initial line is:
Z θ2
2
V = πr3 sin θdθ.
3 θ=θ1
Dr. Satish Shukla 43
Example 31. Find the volume generated by revolving the area in the first
quadrant bounded by the parabola y 2 = 8x and its latus rectum about the
x-axis.
x2 y 2
Example 32. Find the volume generated by revolving the ellipse 2 + 2 = 1,
a b
about the x-axis.
x2
Solution: Given equation of ellipse is 2 +
a
2
y
= 1. The ellipse is shown the figure. The
b2
required volume is the volume generated by
the area bounded by the arc A0 BA from x =
−a to x = a with the x-axis. Therefore, the
required volume is:
Za Za
2 b2 2
V = πy dx = π 2 (a − x2 )dx
−a −a a
2πb2 a 2 4π 2
Z
2
= (a − x )dx = ab .
a2 0 3
4π 2
Thus the required volume V = ab .
3
Z 3a Z 3a
2 x2 (3a − x)
V = πy dx = π dx
0 0 a+x
Z 3a 3
4a
= π −x2 + 4ax − 4a2 + dx
0 x+a
3 3a
x 2 3
= π − + 2ax + 4a ln(x + a)
3 0
3
= πa [8 ln(2) − 3].
Example 34. Find the volume of the solid generated by the revolution of the
x 2/3 y 2/3
3 3
curve: x = a cos t, y = b sin t, or + = 1, about the x-axis.
a b
ab2
Thus the required volume V = 32π .
105
Example 35. Find the volume of the solid generated by the revolution of the
cardioid: r = a(1 + cos θ) about the initial line from θ = 0 to θ = π.
θ → 0 =⇒ t → 2
θ → π =⇒ t → 0.
Hence: Z2 3 2
2πa3 2πa3
t 8πa3
V = t3 dt = = .
3 0 3 3 0 3
8πa3
Thus the required volume V = .
3
Exercise (Assignment)
(Q.1) Find the volume of the spindle-shaped solid generated by revolving the area
of astroid x2/3 + y 2/3 = a2/3 about x-axis.
32πa3
Ans. .
105
(Q.2) Find the volume of sphere of radius a.
Hint: revolve the area of upper half of the circle x2 + y 2 = a2 about the
x-axis.
(Q.3) Find the volume of the solid generated by the revolution of area of parabola
y 2 = 4ax formed by the its arc from x = 0 to x = h and x-axis about the
x-axis.
Ans: 2aπh2 .
Dr. Satish Shukla 46
(Q.4) Prove that the volume of a right circular cone of height h and base of radius
r is 13 πr2 h.
Hint: It is generated by the revolution of the line y = hr (r −x) about y-axis.
Surface of revolution
Now we obtained the surface area of the ring P P 0 QQ0 . Let the coordinate of point
Q is (x, y), then the surface area of the ring P P 0 QQ0 will be δS = 2πyδs, where
δs is the length of the arc QQ0 . As n → ∞ the small quantities δs and δS reduce
into the infinitely small quantities ds and dS respectively. Therefore, the surface
area of the ring P P 0 QQ0 is dS = 2πyds. p
We know that the length of the arc QQ0 = ds = (dx)2 + (dy)2 . Therefore,
the surface area of the small ring:
s 2
p dy
dS = 2πyds = 2πy (dx)2 + (dy)2 = 2πy 1+ dx.
dx
Now the surface area of the whole revolution can be obtained by integrating dS
from x = a to x = b, i.e., the required surface:
s 2
Zb Zb
dy
S= ds = 2πy 1 + dx.
x=a a dx
Dr. Satish Shukla 47
Remark 2. (A) If the curve is revolved about the y-axis, then the surface of rev-
olution: s
Zd Zd 2
dx
S= ds = 2πx 1 + dy.
y=c c dy
(B) If the curve is revolving about the x-axis or the initial line (polar form), then
the surface of revolution:
s 2
Z θ2 Z θ2
dr
S= ds = 2πr sin θ r2 + dθ.
θ=θ1 θ1 dθ
(C) If the curve is revolving about the y-axis or the line θ = π/2 (polar form),
then the surface of revolution:
s 2
Z θ2 Z θ2
dr
S= ds = 2πr cos θ r2 + dθ.
θ=θ1 θ1 dθ
Example 36. Find the surface area of the solid generated by the revolution
of ellipse x2 + 4y 2 = 1 about x-axis.
Now, the surface area of the revolution of ellipse is equal to the twice the area of
revolution of the arc(BA) about x-axis. On this arc, the value of x varies from
B(x = 0) to A(x = 1). Thus, the required area:
s 2
Z1
dy
S = 2 2πy 1 + dx
x=0 dt
√ Z1 4
Z1 r
1p
= 4π y· 4 − 3x2 dx = π 3 − x2 dx
0 4y 0 3
" r √ !#1
√ x 4 4 3x
= π 3 − x2 + sin−1
2 3 2·3 2
0
1 π
= π + √ .
2 3 3
Dr. Satish Shukla 48
1 π
Thus, the required surface area S = π + √ .
2 3 3
Example 37. Find the surface area of the solid generated by the revolution of
the arc of the parabola y 2 = 4ax bounded by its latus rectum about x-axis.
y 2 = 4ax.
dy 2a
Hence, = . The equation of latus rec-
dx y
0
tum LL of parabola is x = a, and the re-
quired surface of solid is the surface of solid
generated by the revolution of arc OL about
x-axis. Now:
s 2 r
dy x+a
1+ = .
dx x
√
Za r
x+a
= 2π 4ax dx
x=0 x
√
Za
√
= 4π a x + a dx
x=0
8πa2 √
= [2 2 − 1].
3
8πa2 √
Thus, the required surface area S = [2 2 − 1].
3
Example 38. Find the surface area of the solid generated by the revolution
of astroid x2/3 + y 2/3 = a2/3 about x-axis.
Dr. Satish Shukla 49
Therefore,
s
2 2
dx dy
+ = 3a sin t cos t.
dt dt
Now, the surface area of the revolution of astroid is equal to the twice the area of
revolution of the Acr(BA) about x-axis. On this arc, the value of t varies from
B(t = 0) to A(t = π/2). Thus, the required area:
s
Z π/2 2 2
dx dy
S = 2 2πy + dt
t=0 dt dt
Z π/2 Z π/2
3 2
= 4π (a sin t · 3a sin t cos t) dt = 12πa sin4 t cos t dt
0 0
5
2 Γ( 2 )Γ(1)
= 12πa
2Γ( 72 )
12πa2
= .
5
12πa2
Thus, the required surface area S = .
5
Example 39. Find the surface area of the solid generated by the revolution
of cardioid r = 5(1 + cos θ) about the initial line.
Now, the surface area of the revolution of cardioid is equal to the area of
revolution of the Acr(OA) about x-axis. On this arc, the value of θ varies from
Dr. Satish Shukla 50
Now, the surface area of the revolution of cardioid is equal to the area of
revolution of the Acr(OA) about x-axis. On this arc, the value of θ varies from
A(θ = 0) to O(θ = π/2). Thus, the required area:
s 2
Z π/2
dr
S = 2πy r2 + dθ
θ=0 dθ
Z π/2
= 2π r sin θ2a dθ
0
Z π/2
= 4πa 2a cos θ sin θ dθ
0
π/2
sin2 θ
= 8πa2
2 0
= 4πa2 .
Dr. Satish Shukla 51
(Q.1) Find the area of the surface generated by the revolution of the cycloid
x = a(t − sin t), y = a(1 − cos t) about x-axis.
64πa2
Ans: .
3
(Q.2) Find the surface area of a right circular cylinder of radius r and hight h.
Hint: Right circular cylinder is generated by the revolution of line y = r
about x-axis, from x = 0 to x = h.
(Q.3) Find the surface area of a cone of hight h and radius r.
r
Hint: Cone is generated by the revolution of line x = (h−y) about y-axis,
h
from y = 0 to y = h).
♣ ♣ ♣ ♣
Dr. Satish Shukla 52
Unit-IV
Evaluation of integrals using gamma function. Multiple integral: double
integral, area by double integral. Evaluation of triple integrals.
Beta function. For n, m > 0 the beta function of n, m is denoted by β(n, m) and
Z1
β(n, m) = xn−1 (1 − x)m−1 dx.
0
For n > 0, the gamma function of n is denoted by Γ(n) and it is defined by:
Z∞
Γ(n) = e−x xn−1 dx.
0
Property I. Prove that β(n, m) = β(m, n). (the beta function is symmetric
in its arguments).
Z π/2
Property II. Prove that β(n, m) = 2 sin2n−1 θ cos2m−1 θdθ.
0
Dr. Satish Shukla 53
x → 0 =⇒ θ → 1
π
x → 1 =⇒ θ → .
2
Hence:
Z π/2
m−1
β(n, m) = (sin2 θ)n−1 1 − sin2 θ (2 sin θ cos θdθ)
0
Z π/2
= 2 sin2n−2 θ cos2m−2 θ · sin θ cos θdθ
0
Z π/2
= 2 sin2n−1 θ cos2m−1 θdθ.
0
On putting n = 1 we have:
Z∞
Γ(1) = e−x x1−1 dx
Z0∞
= e−x dx
0 −x ∞
= −e 0 = −0 + 1
= 1.
This proves the required result.
Property IV. Prove that Γ(n + 1) = nΓ(n) (reduction formula for Γ(n)).
Hence, prove that Γ(n + 1) = n! if n is a positive integer.
Dr. Satish Shukla 54
On replacing n by n + 1 we have:
Z∞ Z∞
Γ(n + 1) = e−x xn+1−1 dx = e−x xn dx
0 0
n −x ∞ Z ∞
n · xn−1 −e−x dx
= −x e 0 −
Z ∞0
= −0 + 0 + n xn−1 e−x dx
0
= nΓ(n).
If n is positive integer, then replacing n by n − 1, n − 2, . . . , 2, 1 in the above
formula, we get:
Γ(n) = (n − 1)Γ(n − 1), Γ(n − 1) = (n − 2)Γ(n − 2), . . . , Γ(2) = 1Γ(1) = 1.
On combining all the above results, we get:
√
1
Property V. Prove that Γ = π.
2
1
On putting n = we get:
2
Z∞ Z∞
1 −x 1/2−1
Γ = e x dx = e−x x−1/2 dx.
2 0 0
Hence:
Z∞ Z∞
1 −y 2 −1 2
Γ = e y · (2ydy) = 2 e−y dy.
2 0 0
To evaluate the above double integral, we change the variables into polar coor-
dinates. Then we know by the relation between cartesian and polar coordinates
that
x = r cos θ, y = r sin θ, r2 = x2 + y 2 , dxdy = rdrdθ.
Since the limits of integration are from x, y → 0 to x, y → ∞, hence the region
of integration is the positive quadrant of xy-plane. We know that in the positive
quadrant, the polar coordinates changes from r → 0 to r → ∞ and θ → 0 to
θ → π/2. Hence:
Z π/2 Z ∞
2
Γ (n) Γ (m) = 4 e−r (r cos θ)2n−1 (r sin θ)2m−1 rdrdθ
0 0
Z π/2 Z ∞
2
= 4 e−r r2(n+m)−1 cos2n−1 θ sin2n−1 θdrdθ
0 0
Z π/2 Z ∞
2
= 2 2 e−r r2(n+m)−1 dr cos2n−1 θ sin2n−1 θdθ.
0 0
Z∞
2
From (3) we get Γ(n + m) = 2 e−r r2(n+m)−1 dr. On putting this value in the
0
above equation we get:
Z π/2
Γ (n) Γ (m) = 2 Γ(n + m) cos2n−1 θ sin2n−1 θdθ
0
Z π/2
= 2Γ(n + m) cos2n−1 θ sin2n−1 θdθ.
0
Z π/2
Also, we know that β(n, m) = 2 cos2n−1 θ sin2n−1 θdθ. On putting this value
0
in the above equation we get:
Γ (n) Γ (m) = Γ(n + m)β(n, m).
Γ(n)Γ(m)
Thus, β(n, m) = .
Γ(n + m)
Dr. Satish Shukla 57
Evaluation of integrals
Z 1 n−1
1
Example 41. Prove that Γ(n) = ln dy, n > 0.
0 y
1 dy
Putting x = ln , i.e., y = e−x and dx = − , also:
y y
x → 0 =⇒ y → 1
x → ∞ =⇒ y → 0.
Hence:
Z0 n−1 Z 1 n−1
1 dy 1
Γ(n) = y ln · − = ln dy.
1 y y 0 y
This proves the result.
Z∞ Z1
y m−1 xn−1 + xm−1
Example 42. Prove that β(n, m) = dy = dx.
0 (1 + y)n+m 0 (1 + x)n+m
1 dy
Putting x = , i.e., dx = − , also:
1+y (1 + y)2
x → 0 =⇒ y → ∞
x → 1 =⇒ y → 0.
Hence:
Z0 n−1 m−1
1 1 dy
β(n, m) = 1− −
∞ 1+y 1+y (1 + y)2
Z∞
y m−1
= n+m
dy
0 (1 + y)
Z1 Z∞
y m−1 y m−1
= n+m
dy + n+m
dy.
0 (1 + y) 1 (1 + y)
Dr. Satish Shukla 59
1 dz
Putting y = in the second integral of the above equation we get dy = − 2 , ,
z z
also:
y → 1 =⇒ z → 1
y → ∞ =⇒ z → 0.
Therefore:
m−1
1
Z1 m−1 Z0
y z dz
β(n, m) = n+m
dy + n+m − 2
0 (1 + y) z
1 1
1+
z
Z1 m−1 Z1 n−1
y z
= n+m
dy + n+m
dz
0 (1 + y) 0 (1 + z)
Z1 Z1
xm−1 xn−1
= n+m
dx + n+m
dx (variables are dummy)
0 (1 + x) 0 (1 + x)
Z 1 m−1
x + xn−1
= n+m
dx.
0 (1 + x)
Z∞
xc Γ(c + 1)
Example 43. Prove that dx = .
0 cx (ln c)c+1
Z1 √
dx π Γ (1/4)
Example 44. Prove that: (i) √ = · ;
0 1 − x4 4 Γ (3/4)
Z π/2 √
1
(ii) tan θdθ = Γ (1/4) Γ (3/4) .
0 2
Dr. Satish Shukla 60
√ 1 −1/2
Solution: (i) On putting x2 = sin θ, i.e., x = sin θ we have dx = sin θ cos θdθ
2
and
x → 0 =⇒ θ → 0
x → 1 =⇒ θ → π/2.
Hence:
1 sin−1/2 θ cos θdθ
Z1 Z π/2
dx
√ = · p
0 1 − x4 0 2 1 − sin2 θ
Z π/2
1
= sin−1/2 θdθ
2 0
−1/2 + 1
Γ √
1 2 π
= · ·
2 −1/2 + 2 2
Γ
2
1
√ Γ
π 4
= · .
4 3
Γ
4
p+1 q+1
Z π/2 Γ Γ
2 2
(ii) Since sinp θ cosq θdθ = , hence the given integral
0 p+q+2
2Γ
2
will be:
Z π/2 √ Z π/2
tan θdθ = sin1/2 θ cos−1/2 θdθ
0 0
1/2 + 1 −1/2 + 1
Γ Γ
2 2
=
1/2 − 1/2 + 2
2Γ
2
1
= Γ (1/4) Γ (3/4) .
2
This proves the result.
Dr. Satish Shukla 61
Z∞ Z1 3
−bx2 4 1
Example 45. Evaluate: (i) a dx; (ii) x ln dx.
0 0 x
dy
On putting bx2 ln a = y, we have dx = √ and
2 by ln a
x → 0 =⇒ y → 0
x → ∞ =⇒ y → ∞.
Hence:
Z∞ Z∞ Z∞
−bx2 dy
−y 1
a dx = e √ = √ e−y y 1/2−1 dy
0 0 2 by ln a 2 b ln a 0
1 1
= √ Γ
2 √b ln a 2
π
= √ .
2 b ln a
(ii) Given integral is:
Z1 3
1
x4 ln dx.
0 x
1
On putting ln = y, i.e., x = e−y , we have dx = −e−y dy and x → 0 =⇒
x
y → ∞, x → 1 =⇒ y → 0. Hence:
3
Z1
4 1
Z0
−4y 3 −y
Z ∞ −5y 3
x ln dx = e y −e dy = e y dy.
0 x ∞ 0
dz
Again putting 5y = z, we have dy = and limits of integration remains same.
5
Hence:
Z1 3 Z∞ 3 Z∞
1 −z z dz 1
4
x ln dx = e 3
· = e−z z 4−1 dz
0 x 0 5 5 625 0
Γ(4) 3! 6
= = = .
625 625 625
This is the required value.
Dr. Satish Shukla 62
Z1 Z1
x2 dx dx π
Example 46. Prove that √ × √ = √ .
0 1 − x4 0 1 + x4 4 2
Z1 1
x2 dx dx
Z
Solution: Let I1 = √ and I2 = √ . Then, on putting x2 = sin θ,
0 1−x 4 0 1+x 4
1
i.e., x = sin1/2 θ in I1 , we have dx = sin−1/2 θ cos θdθ, and θ → 0 as x → 0 and
2
θ → π/2 as x → 1. Hence:
Z π/2
sin θ 1 −1/2
I1 = p · sin θ cos θdθ
0 1 − sin2 θ 2
Z π/2
1
= sin1/2 θ cos0 θdθ
2 0
1/2 + 1 0+1 3 1
Γ Γ Γ Γ
1 2 2 1 4 2
= · = ·
2 1/2 + 0 + 2 4 5
2Γ Γ
2 4
3 1
Γ Γ
4 2
= .
1
Γ
4
Hence, we have
Z1 Z1
x2 dx dx
√ × √ = I1 × I2
0 1 − x4 0 1 + x4
3 1 1 1
Γ Γ Γ Γ
4 2 1 4 2
= × √
1 4 2 3
Γ Γ
4 4
1 1 1
= √ ·Γ ·Γ
4 2 2 2
π
= √ .
4 2
This is the required result.
Z π/6
7π
Example 47. Prove that cos6 (3θ) sin2 (6θ)dθ = .
0 384
dx
Putting 3θ = x, i.e., dθ = , we have θ → 0 =⇒ x → 0 and θ → π/6 =⇒
3
x → π/2. Hence:
Z π/2
dx
I = 4 sin2 x cos8 x
0 3
Z π/2
4
= sin2 x cos8 xdx
3 0
2+1 8+1
Γ Γ
4 2 2
= ·
3 2+8+2
2Γ
2
3 9
Γ Γ
4 2 2
= · .
3 2Γ (6)
Dr. Satish Shukla 64
√
1
Since, Γ(n + 1) = nΓ(n), Γ(1) = 1 and Γ = π, hence we get:
2
1 √ 7 5 3 1 √
4 2· π·2·2·2·2· π
I = ·
3 2·5·4·3·2·1
7π
= .
384
This is the required result.
Z 2a p
3
Example 48. Evaluate x 2ax − x2 dx.
0
Z1
3π
Example 49. Prove that x3/2 (1 − x)3/2 dx = .
0 128
Hence, we have:
Za
5a2 π/2
p Z
2
x ax − x2 dx
= (a sin2 θ)1/2 (a − a sin2 θ)1/2 (2a sin θ cos θdθ)
0 16 0
5a4 π/2 2
Z
= sin θ(1 − sin2 θ)1/2 cos θdθ
8 0
2+1 2+1
Γ Γ
5a4 π/2 2 5a4 2 2
Z
2
= sin θ cos θdθ = ·
8 0 8 2+2+2
2Γ
2
3 3
Γ Γ
5a4 2 2
= · .
16 Γ (3)
√
1
Since, Γ(n + 1) = nΓ(n), Γ(1) = 1 and Γ = π, hence, we get:
2
1 √ 1 √
Za
5a 4 · π· · π
2 2
p
x2 2
ax − x dx = ·
0 16 2·1
4
5πa
= .
128
This is the required result.
Za
Example 51. Prove that (a − x)m−1 xn−1 dx = am+n−1 β(m, n), where
0
a, n, m > 0.
Z∞
xn−1 β(n, m)
Example 53. Prove that m+n dx = .
0 (a + bx) an bm
Therefore:
Z∞
an−1 y n−1 a
I = m+n · dy
0 b
n−1 (a + ay) b
Z∞
1 y n−1
= m n dy
a b 0 (1 + y)m+n
β(n, m)
= .
an bm
This is the required result.
Dr. Satish Shukla 69
Exercise (Assignment)
R∞ x4 Γ(5)
(Q.1) Show that 0 dx = .
4x (ln 4)5
π R π/2 √ π
(Q.2) It is given that Γ(n)Γ(1 − n) = , then show that 0 cot θdθ = √ .
sin nπ 2
Z π/2 √ Z π/2
1
(Q.3) Show that sin θdθ × √ dθ = π.
0 0 sin θ
Z1
(−1)n n!
(Q.4) Prove that xm (ln x)n dx = , where n is a positive integer and
0 (m + 1)n+1
m > −1.
Z 2a
3 9πa7
2 3/2
(Q.5) Prove that x (2ax − x ) dx = .
0 16
Z1 √
dx πΓ(1/n)
(Q.6) Prove that 1/2
= .
0 (1 − xn ) nΓ (1/n + 1/2)
1 1 R 1 1/n−1
Hint: Put x = y 1/n , i.e., dx = y 1/n−1 dy, the given integral y (1 −
n n 0
1
y)1/2−1 dy = β(1/n, 1/2).
n
Z π/2
π
(Q.7) Prove that tann xdx = .
0 2 sec(nπ/2)
π
Hint: Use Γ(n)Γ(1 − n) = sin(nπ) , then:
Z π/2
n −n 1 1+n 1−n 1 π π
I= sin x cos xdx = β , = π−πn = .
0 2 2 2 2 sin( 2 ) 2 cos( πn
2 )
Z π/2
3π
(Q.8) Prove that x4 (1 − x2 )3/2 dx =
.
0 256
Hint: Put x = sin θ and then use gamma function.
R1
(Q.9) Express 0 xm (1 − xn )p dx in terms of gamma function, hence evaluate: (i)
R1 3 2 4
R1 5 3 10
0 x (1 − x ) dx; (ii) 0 x (1 − x ) dx
Ans: n1 β m+1 1 1
n , p + 1 and (i) 60 ; (ii) 262 .
Z1
x9/2 63πa5
(Q.10) Prove that √ dx = .
0 2a − x 8
Hint: Put x = 2a sin2 θ and then use gamma function.
Dr. Satish Shukla 70
Double Integral
Z Z
S P (xi ,yi ,zi )
zi
Y Y
O O
B A
R
P 0 (xi ,yi ) δxi
X C D X δyi
(a) (b)
The idea
(I) Double integral as volume. Suppose, z = f (x, y) represents a surface S,
as shown in the figure (a). Suppose, the region R, i.e., the rectangle ABCD
be the region of integration. We divide this region R into a large number of
small rectangles (say “n”) of areas ∆1 = δx1 δy1 , ∆2 = δx2 δy2 , . . . , ∆n = δxn δyn .
Let P 0 (xi , yi ) be a point in the ith area ∆i . Let P (xi , yi , zi ) be a point on the
surface S, so that, zi = f (xi , yi ) and P 0 (xi , yi ) is its projection of point P on the
region R. Then, the volume of the rectangular solid of hight zi , i.e., f (xi , yi ) and
the base area ∆i = δxi δyi will be δvi = zi δxi δyi = f (xi , yi )δxi δyi . Similarly, we
calculate the each volume v1 , v2 , . . . , vn , and calculate the sum of volumes of all
X Xn
such rectangular solids thus obtained, i.e., the sum vi = f (xi , yi )δxi δyi . It
i i=1
is clear that this sum of volumes is not exactly the volume bounded by the surface
S with region R. Now, when n → ∞, each small value (i.e., δ) transform into the
infinitely small quantity (i.e., d). In this case, the value of the sum of volumes is
called
Z Z the double integral of the function f over the region R, and it is denoted
by f (x, y)dxdy, i.e.,
R
ZZ n
X
f (x, y)dxdy = lim f (xi , yi )δxi δyi .
n→∞
R i=1
ZZ
It is clear that the quantity f (x, y)dxdy represents the exact volume bounded
R
by the surface S (i.e., z = f (x, y)) with the region R.
Dr. Satish Shukla 71
Y
O
R
1
X
L
(c)
(III) Double integral as mass of lamina. Again, suppose the lamina L has a
uniform surface density (mass per unit area) ρ = ρ(x, y). Then the mass of the
infinitely small area dxdy will be ρ(x, y)dxdy. Therefore, the mass of the whole
lamina ZZ
M= ρ(x, y)dxdy.
R
Similarly, for different meanings of the function f (x, y) the double integral of
this function over a region R can be describe in different ways. Actually, the
significance of double integral is directly related to the meaning of function f (x, y).
Solving double integral and limits of x and y. If the double integral is of the
Rd Rb
type f (x, y)dxdy, then we first solve the inner integral, i.e.,
c a
Zd Zb Z d Z b
f (x, y)dxdy = f (x, y)dx dy.
c a
c a
Note that, when we integrate with respect to variable x, then y must be treated as
a constant and vise versa. In case, when the limit of integration is not constant,
then the order of integration is decided by the variable present in the limit and
we perform the first integral with respect to that variable, which is not present in
x2
Rb R
the limits of inner integral. For example, in the double integral f (x, y)dxdy,
a x
we first integrate with respect to y (since y is not present in the limits of inner
Dr. Satish Shukla 72
integral), i.e.,
2 x2
Zb Zx Zb Z
f (x, y)dxdy = f (x, y)dy dx.
a x a x
Finding the limits when the region of integration R is given.
We
RR
understand this with an example. Suppose we have to calculate the integral
f (x, y)dxdy, where R is the given region of integration bounded by the lines
R
x = a, x = b and the curves y = f (x) and y = g(x) as shown in figure. Since
we are obtaining the limits from region R, we can integrate with respect to any
variable first. Suppose, we integrate first with respect to y then x is treated as
constant and we move the elementary area dxdy from the bottom to the top and
parallel to y axis (or along to a line parallel to y axis) in such a way that it always
lies inside the region of integration. Thus, a strip P Q is formed which is parallel
to y axis (if you integrate first with respect to x, then a strip parallel to y is
formed). The lower end P decides the lower limit of y, and since the lower end P
is situated on the curve y = g(x), the lower limit of y is y = g(x). Similarly, the
upper end P decides the upper limit of y, and since the upper end P is situated
on the curve y = f (x), the upper limit of y is y = f (x).
Now, we integrate with respect to x therefore y is treated as constant and now
the strip P Q will move from left to right and along a line parallel to x axis in
such a way that the strip always remains inside the region R and its lower end P
always lie on the lower limit curve g(x) and the upper end Q always lie on the
upper limit curve f (x). The strip moves from x = a to x = b to cover the whole
region R, and so, the limits of x are from x = a to x = b. Thus,
ZZ Zb fZ(x)
R2 R1
Example 54. Evaluate: x2 + y 2 dxdy.
0 0
√
R1 Rx
Example 55. Evaluate: x2 + y 2 dxdy.
0 x
Z1 √x
y3
2
= x y+ dx
3 x
0
Z1 3/2 3
x x
= x5/2 + − x3 − dx
3 3
0
3
= .
35
√
R1 Rx 3
Thus, x2 + y 2 dxdy = 35 .
0 x
Dr. Satish Shukla 74
√
1+x 2
R1 R dxdy
Example 56. Evaluate: .
0 0 1 + x2 + y 2
Z1 √1+x2
1 y
= √ tan−1 √ dx
1 + x2 1 + x2 0
0
Z1
π dx
= √
4 1 + x2
0
πh p
2
i1
= ln x + 1 + x
4 0
π √
= ln(1 + 2).
4
√
R1 1+x
R
2
dxdy π √
Thus, = ln(1 + 2).
0 0 1 + x2 + y 2 4
RR
Example 57. Evaluate: xydxdy, where R is the positive quadrant of the
R
circle x2 + y 2 = a2 .
RR 2 x2 y 2
Example 58. Evaluate: (x + y) dxdy, where R is bounded by 2 + 2 = 1.
R a b
Putting x = a sin θ, the above equation reduces into the following form:
Z π/2 2
b
ZZ
(x + y)2 dxdy = 4ab a2 sin2 θ cos2 θ + cos4 θ dx
0 3
R
2
Γ (3/2) Γ (3/2) b Γ (5/2) Γ (1/2)
= 4ab a2 +
2Γ(3) 3 2Γ(3)
πab 2
= (a + b2 ).
4
πab 2
(x + y)2 dxdy = (a + b2 ).
RR
Thus,
R 4
RR 2
Example 59. Evaluate: r dθdr, where R is the are of the circle r = a cos θ.
R
RR
Example 60. Evaluate: r sin θdθdr, where R is the region bounded by
R
r = a(1 + cos θ) above the initial line.
Dr. Satish Shukla 77
Substitute 1 + cos θ = t we obtain sin θdθ = −dt and now the new limits of t are
from t = 2 to t = 0. Therefore
0
a2 0 2 a2 t3 4a2
ZZ Z
r sin θdθdr = − t dt = − = .
2 2 2 3 2 3
R
RR 4a2
Thus, r sin θdθdr = 3 .
R
R ∞ R ∞ −(x2 +y 2 )
Example 61. Evaluate 0 e 0 dxdy by transforming it into polar co-
ordinates.
Solution:
Dr. Satish Shukla 78
Here, in the limits of integration, x and y both varies from 0 to ∞, therefore the
region of integration is the first quadrant as shown in the figure (a). Now, to
change the integral into polar coordinates, we note that the elementary area in
polar coordinates is dxdy = rdrdθ. Also, since x = r cos θ, y = r sin θ, we have
x2 + y 2 = r2 . For the new limits of r and θ we see the figure (b). We first integrate
with respect to r. Then we consider a strip OP along the radius vector r and its
lower end O is situated on pole and the upper end in on ∞, therefore, the limits
of r are from r = 0 to r = ∞. To complete the region of integration (i.e., the
first quadrant) this strip rotates from θ = 0 to θ = π/2, which are the limits of θ.
Therefore:
Z ∞Z ∞ Z π/2 Z ∞ Z π/2 Z ∞
−(x2 +y 2 ) −r2 −r2
e dxdy = e rdrdθ = e rdr dθ
0 0 0 0 0 0
" #∞
Z π/2 −r2
e 1 π/2
Z
= − dθ = dθ
0 2 2 0
0
π
= .
4
R∞ R∞ 2 2 π
Thus, 0 0 e−(x +y ) dxdy = .
4
Exercise (Assignment)
R1 R1 dydx
(Q.1) Evaluate p dxdy.
0 0 (1 − x2 )(1 − y 2 )
π2
Ans: 4.
x2
R1 R
(Q.2) Evaluate ey/x dxdy.
0 0
1
Ans: 2.
Ra Ra xdxdy
(Q.3) Evaluate .
0 y x2 + y 2
aπ
Ans: 4 .
RR
(Q.4) Evaluate xydxdy over the region R, where x + y ≤ 1 in the positive
R
quadrant.
1
Ans: 24 .
Z 1 Z √1+x2
dxdy π √
(Q.7) Prove that = ln(1 + 2).
0 0 1 + x2 + y 2 4
√
Z aZ a2 −y 2 p a3 π
(Q.8) Prove that a2 − x2 − y 2 dxdy = .
0 0 6
Example 62. Find the area between the curves y 2 = 4ax and x2 = 4ay.
Z 4a
√ x2 16a2
= 2 ax − dx = .
0 4a 3
16a2
Hence, Area OP AQO = .
3
x2 y 2
Example 63. Find the whole area the ellipse + = 1.
a2 b2
Dr. Satish Shukla 80
Example 64. Find the whole area of the astroid x2/3 + y 2/3 = a2/3 .
Z a Z (a2/3 −x2/3 )3/2 Za Z (a2/3 −x2/3 )3/2
= 4 dxdy = 4 dy dx
0 0 0 0
Za 3/2 Z a 3/2
(a2/3 −x2/3 ) 2/3 2/3
= 4 [y]0 dx = 4 a −x dx.
0 0
Putting x = a sin3 θ, we obtain dx = 3a sin2 θ cos θ and the new limits of θ are
from θ = 0 to θ = π/2. Therefore, the required area is:
Z π/2 1√ 3 1√
2 2 4 2 2 π· 2 · 2 π 3πa2
= 12a sin θ cos θdθ = 12a · = .
0 2 · 3! 8
3πa2
Hence, the required area = .
8
Example 65. Find the whole area of the cardioid r = a(1 + cos θ).
Now, to complete the region, this strip rotates from the line OX, i.e., from
θ = 0 to the point O, i.e., to θ = π, therefore, the limits of θ are from θ = 0 to
θ = π. Thus, the required area:
"Z #
Z Z π a(1+cos θ)
Z π a(1+cos θ)
= 2 rdrdθ = 2 rdr dθ
0 0 0 0
Z π 2 a(1+cos θ) Zπ
r
= 2 dθ = a 2
(1 + cos θ)2 dθ
0 2 0 0
Zπ
θ
= 4a2 cos4 dθ.
0 2
θ
Putting 2 = φ, we obtain dθ = 2dφ and the new limits of φ are from φ = 0 to
Dr. Satish Shukla 82
Exercise (Assignment)
Triple integrals
Triple integral as mass of a solid. Suppose, the mass per unit volume (i.e.,
the volume density of mass) of a solid is given by its mass distribution function
w = f (x, y, z), where (x, y, z) represent the coordinates of points inside the solid.
Let V represents the volume of the solid. Then, we divide the whole volume V
into n small volumes δvi = δxi δyi δzi , i = 1, 2, . . . , n. Suppose, P (xi , yi , zi ) be a
point in the small volume δvi . If we choose the small volume δvi sufficiently small,
then we can assume that the volume density of mass in the volume δvi is constant
and is equal to f (xi , yi , zi ), and so, the mass of this ith small volume is given by
δmi = f (xi , yi , zi )δvi = f (xi , yi , zi )δxi δyi δzi . We calculate all such small masses
δmi of small volumes δvi , where i = 1, 2, . . . , n and then sum up them and get
the sum n n n
X X X
δmi = f (xi , yi , zi )δvi = f (xi , yi , zi )δxi δyi δzi .
i=1 i=1 i=1
It is clear that this sum masses of all small volumes is not exactly the mass of
solid. Now, when n → ∞, each small value (i.e., δ) transform into the infinitely
small quantity (i.e., d). In this case, the value of the sum of masses is called
the
ZZZ triple integral of the function f over the volume R, and it is denoted by
f (x, y, z)dxdydx, i.e.,
V
ZZZ n
X
f (x, y, z)dxdydz = lim f (xi , yi , zi )δxi δyi δzi .
n→∞
V i=1
ZZZ
It is clear that the quantity f (x, y, z)dxdydz represents the exact mass of the
V
solid.
Dr. Satish Shukla 84
R4 Rx R x+y
Example 67. Evaluate: 2 y=0 z=0 zdxdydz.
Dr. Satish Shukla 85
R e R ln(y) R ex
Example 68. Evaluate: 1 1 1 ln(z)dxdydz.
integrals much easier to work out when the region you are integrating over has
some cylindrical symmetry.
RRR
Solution: The volume of the given sphere is: V = 8 Vp dxdydz where Vp is the
volume of the sphere in the positive octant. Changing the coordinates into the
spherical coordinates we get:
4πa3
Thus, the volume of a sphere of radius a is .
3
Example 70. Find the volume of the tetrahedron bounded by the co-ordinate
x y z
planes and the plane + + = 1.
a b c
Dr. Satish Shukla 88
Example 71. Find the volume bounded by the cylinder x2 + y 2 = 4 and the
planes y + z = 4 and z = 0.
√ √ √
Z2 4−x2
Z Z2 4−x2
Z Z2 4−x2
Z
= (4 − y)dxdy = (4 − y)dy dx = 2 4dy dx
√ √
−2 − 4−x2 −2 − 4−x2 −2 0
Z2 p x 2
hp i x 4 −1
= 8 4 − x2 dx = 16 4 − x2 + sin dx = 16π.
2 2 2 0
−2
Dr. Satish Shukla 89
Example 72. Find the volume cut from the sphere x2 + y 2 + z 2 = a2 by the
cylinder x2 + y 2 = ax.
Solution:
The required volume V is the 2 times of the volume V1 shown in the figure by
shaded part (half of the volume is above of the xy-plane and half is below). To
make easy, we will use cylindrical coordinates. The cylindrical coordinates are:
x =r cos θ;
y =r sin θ;
z =z.
and the volume element dV = rdrdθdz. The equation of sphere will become
r2 + z 2 = a2 , and the equation of cylinder will become
√ r = a cos θ. In the shaded
part, the limits of z are from z = 0 to z = a − r2 and the r and θ varies
2
throughout the circle r = a cos θ (see the figure). Therefore, r varies from r = 0
to r = a cos θ and θ from θ = −π/2 to θ = π/2. Thus, the limits of r, θ and z are:
p
z = 0 to z = a2 − r2 ;
r = 0 to r = a cos θ;
π π
θ = to θ = .
2 2
Therefore, the required volume:
ZZZ ZZZ
V =2 dxdydz = rdrdθdz.
V1 V1
Dr. Satish Shukla 90
Example 73. Find the volume bounded by the xy-plane, the paraboloid 2z =
x2 + y 2 and the cylinder x2 + y 2 = 4.
Solution:
RRR
Suppose the required volume is V . Then V = 4 V dxdydz. The limits of z are
Dr. Satish Shukla 91
x2 + y 2
from z = 0 to z = and then x and y varies according to the limits of
2 √ √
circle C : x2 + y 2 = 4. The variable y varies from y = − 4 − x2 to y = 4 − x2 ,
and then x varies from x = −2 to x = 2. Thus, the required volume:
√ x2 +y 2 √ √
4−x 2 4−x 2 4−x 2
Z2 Z2 Z2 2 2 Z2
x +y
Z Z Z
V = dxdydz = dxdy = (x2 + y 2 )dy dx
2
√ √
−2 − 4−x2 z=0 −2 − 4−x2 −2 0
√
Z2 4−x2 Z 2 p
y3
2 2 1 2
3/2
= x y+ dx = 2 x 4 − x2 + 4−x dx.
3 0 0 3
−2
Example 74. Find the volume between the paraboloid x2 + y 2 = az, cylinder
x2 + y 2 = 2ay and the plane z = 0.
Solution:
The required volume V is shown in the figure by shaded part. To make easy, we
will use cylindrical coordinates. The cylindrical coordinates are: x = r cos θ, y =
r sin θ, z = z and the volume element dV = rdrdθdz. The equation of paraboloid
Dr. Satish Shukla 92
will become r2 = az, and the equation of cylinder will become r = 2a sin θ. In
2
the shaded part, the limits of z are from z = 0 to z = ra and the r and θ varies
throughout the circle r = 2a sin θ (see the figure). Therefore, r varies from r = 0
to r = 2a sin θ and θ from θ = 0 to θ = π. Therefore, the required volume:
2
ZZZ ZZZ Zπ 2aZsin θ rZ/a
V = dxdydz = rdrdθdz = rdrdθdz
V V 0 0 0
Zπ 2aZsin θ 3 Zπ
r 1 4 2a sin θ
= drdθ = r 0 dθ
a 4a
0 0 0
Zπ π/2
Z
= 4a3 sin4 θ dθ = 8a3 sin4 θ cos0 θ dθ
0 0
3 √ √
Γ(5/2)Γ(1/2) · 12 · π · π
= 8a3 · = 8a3 · 2
2 · Γ(3) 2·2
3πa3
= .
3
3πa3
Thus, the required volume V = .
3
Exercise (Assignment)
R1 Rz x+z
R
(Q.1) Evaluate: (x + y + z)dxdydz.
−1 0 x−z
Ans. 0
R 2 Rx x+ln
ln R y
(Q.2) Evaluate: ex+y+z dxdydz.
0 0 0
4a
e 2a
Ans. − 3e4 + ea − 83 .
8
RRR
(Q.3) Evaluate: (x − 2y + z)dxdydz, where R is the region determine by
R
0 ≤ x ≤ 1, 0 ≤ y ≤ x2 , 0 ≤ z ≤ x + y.
29
Ans. .
105
√ √ 2 2
1 1−x 2 1−x −y
R R R dxdydz
(Q.4) Evaluate: p . (Hint: From the limits of
0 0 0 1 − x2 − y 2 − z 2
integration, it is clear that the region of integration is the part of sphere
Dr. Satish Shukla 93
(Q.5) Find the volume cut from the sphere x2 + y 2 + z 2 = a2 by the cone x2 + y 2 =
z 2 . (A filled Ice-cream cone)
Hint. Suppose RRRthe required volume is V .
Then V = 8 V1 dxdydz where V1 is part
of volume in the positive octant and it is Z
♣ ♣ ♣ ♣
Dr. Satish Shukla 94
Unit-V
th
Linear differential equations of n order: Linear differential equations of
nth order, method of variation of parameter and Cauchys homogenous linear
equations.
(B) If roots are real but k roots are equal, i.e., m1 = m2 = · · · = mk and
remaining roots are distinct, then
C.F. = (c1 + c2 x + c3 x2 + · · · + ck xk−1 )em1 x + ck+1 emk+1 x + · · · + cn emn .
(C) If there is any pair of complex roots, say, α ± iβ, then the corresponding part
of C.F. will be
= eαx [c1 cos(βx) + c2 sin(βx)].
(D) If we get two pair of complex roots equal, i.e., α1 ± iβ1 = α2 ± iβ2 = α ± iβ
(say), then the corresponding C.F. will be
= eαx [(c1 + c2 x) cos(βx) + (c3 + c4 x) sin(βx)].
If k pair of complex roots are equal, then the above formula can be generalized
in similar way.
Next, we consider techniques for finding the P.I.
1
Definition 5. The function φ(x) satisfies the equation (6), therefore it is a
F (D)
solution of equation (4), and since it is free of arbitrary constant, it is called a
particular solution.
Short-cut Methods for finding P.I.: The P.I. of differential equation (4) is given
by:
1
P.I. = φ(x).
F (D)
(d) If φ(x) = xn , then we write F (D) in form of 1 ± G(D) and then we use one
of the following expressions:
(1 − a)−1 = 1 + a + a2 + a3 + · · ·
(1 + a)−1 = 1 − a + a2 − a3 + · · · , then
1 1
P.I. = φ(x) = xn = [1 ± G(D)]−1 xn .
F (D) 1 ± G(D)
Now, use the expansion of [1 ± G(D)]−1 .
(e) If φ(x) = x · f (x), then
1 1 d 1
P.I. = x · f (x) = x · · f (x) + · f (x).
F (D) F (D) dD F (D)
d2 x dx
Example 76. Solve: + 5 + 6x = 0.
dt2 dt
d
Solution: Putting D ≡ , given differential equation can be written as:
dt
(D2 + 5D + 6)x = 0 =⇒ F (D)x = 0
where F (D) ≡ D2 + 5D + 6. The auxiliary equation of the above equation will
be:
F (m) = 0 =⇒ m2 + 5m + 6 = 0
=⇒ (m + 2)(m + 3) = 0
=⇒ m = −2, −3.
Therefore, the roots of the auxiliary equation are real and distinct, and so, the
complementary function will be:
F (D)x = 0
where F (D) ≡ D4 − 4D + 4. The auxiliary equation of the above equation will
be:
F (m) = 0 =⇒ m4 − 4m2 + 4 = 0
=⇒ (m2 − 2)2 = 0
=⇒ m2 = 2, 2
√ √
=⇒ m = ± 2, ± 2
√ √ √ √
=⇒ m = 2, 2, − 2, − 2.
Therefore, the roots of the auxiliary equation are real and in two pairs of equal
roots, and so, the complementary function will be:
√ √
2x − 2x
C.F. = (c1 + c2 x)e + (c3 + c4 x)e .
Since the given equation is homogeneous,
√ therefore,
√ C.F. is the solution of given
2x − 2x
equation, i.e., y = (c1 + c2 x)e + (c3 + c4 x)e .
d4 y
Example 78. Solve: + m4 y = 0.
dx4
where F (D) ≡ D4 + m4 . The auxiliary equation of the above equation will be:
F (M ) = 0 =⇒ M 4 + m4 = 0
=⇒ (M 2 + m2 )2 = 2M 2 m2
√
=⇒ M 2 + m2 = √ ± 2M m √
=⇒ M 2 + m2 − 2M m = 0, M 2 + m2 + 2M m = 0
m m m m
=⇒ M = √ ± i √ , M = − √ ± i √ .
2 2 2 2
Therefore, the roots of the auxiliary equation are complex, and so, the comple-
mentary function will be:
√ √
mx mx mx mx
C.F. = emx/ 2 c1 cos √ + c2 sin √ + e−mx/ 2 c3 cos √ + c4 sin √ .
2 2 2 2
Since the given equation is homogeneous, therefore, C.F. is the solution of given
Dr. Satish Shukla 99
equation, i.e.:
√ √
mx/ 2 mx mx −mx/ 2 mx mx
y=e c1 cos √ + c2 sin √ +e c3 cos √ + c4 sin √ .
2 2 2 2
Therefore, the roots of the auxiliary equation are real and distinct, and so, the
complementary function will be:
C.F. = c1 e−2x + c2 e−3x .
F (D)x = ψ(x)
where F (D) ≡ (D + 2)(D − 1)2 and ψ(x) = e−2x + 2 sinh x. The auxiliary equation
Dr. Satish Shukla 100
d3 y d2 y dy
Example 81. Solve: 3
− 3 2
+ 4 − 2y = ex + cos x.
dx dx dx
F (m) = 0 =⇒ m3 − 3m2 + 4m − 2 = 0.
Since the above equation is satisfied by m = 1, therefore, (m − 1) will be a factor,
and so, we write:
m2 (m − 1) − 2m(m − 1) + 2(m − 1) = 0
=⇒ (m − 1)(m2 − 2m + 2) = 0
=⇒ m = 1, 1 ± i.
Therefore, the complementary function will be:
1 1 x 1
= e + cos x
D − 1 D2 − 2D + 2 D · D2 − 3D2 + 4D − 2
1 1 x 1
= e + cos x
D − 1 12 − 2 · 1 + 2 D · (−12 ) − 3(−12 ) + 4D − 2
1 1
= (1 · ex ) + cos x
D−1 3D + 1
1 3D − 1
= ex ·1+ cos x
D+1−1 9D2 − 1
1 3D − 1
= ex · 1 + cos x
D 9(−12 ) − 1
1
= xex − [3D(cos x) − cos x]
10
1
= xex + [3 sin x + cos x].
10
The complete solution will be:
y = C.F. + P.I.
1
=⇒ y = c1 ex + ex (c2 cos x + c3 sin x) + xex + [3 sin x + cos x].
10
This is the required solution.
Dr. Satish Shukla 102
d2 y dy
Example 82. Solve: 2
+ 3 + 2y = 4 cos2 x.
dx dx
Therefore, the roots are real and distinct, and so, the complementary function
will be:
C.F. = c1 e−x + c2 e−2x .
The particular integral will be:
1 1
P.I. = ψ(x) = 2 [4 cos2 x]
F (D) D + 3D + 2
1
= 4· 2 cos2 x
D + 3D + 2
1
= 2· 2 [1 + cos(2x)]
D + 3D + 2
1 1
= 2 1+ 2 cos(2x)
D2 + 3D + 2 D + 3D + 2
1 0 1
= 2 e + cos(2x)
D2 + 3D + 2 −22 + 3D + 2
1 1
= 2 e0 + cos(2x)
0+3·0+2 3D − 2
1 3D + 2
= 2 + cos(2x)
2 9D2 − 4
1 1
= 2 + (3D + 2) cos(2x)
2 9(−22 ) − 4
1
= 1− [−6 sin(2x) + 2 cos(2x)].
20
The complete solution will be:
y = C.F. + P.I.
1
=⇒ y = c1 e−x + c2 e−2x + 1 − [−6 sin(2x) + 2 cos(2x)].
20
This is the required solution.
Dr. Satish Shukla 103
d2 y
Example 83. Solve: 2
+ 4y = ex + sin(2x).
dx
Therefore, the roots are complex, and so, the complementary function will be:
C.F. = e0·x [c1 cos(2x) + c2 sin(2x)] = c1 cos(2x) + c2 sin(2x).
The particular integral will be:
1 1
P.I. = ψ(x) = 2 [ex + sin(2x)]
F (D) D +4
1 x 1
= e + sin(2x)
D2 + 4 D2 + 4
1 x
= 2 ex − cos(2x) (since F (−a2 ) = 0)
1 +4 2·2
ex x
= − cos(2x).
5 4
The complete solution will be:
y = C.F. + P.I.
ex x
=⇒ y = c1 cos(2x) + c2 sin(2x) + − cos(2x).
5 4
This is the required solution.
d3 y d2 y dy
Example 84. Solve: 3
+ 3 2
+ 2 = x2 .
dx dx dx
F (m) = 0 =⇒ m3 + 3m2 + 2m = 0
=⇒ m(m2 + 3m + 2) = 0
=⇒ m = 0, −1, −2.
Therefore, the roots are real and distinct, and so, the complementary function
will be:
C.F. = c1 e0·x + c2 e−x + c2 e−2x = c1 + c2 e−x + c2 e−2x .
The particular integral will be
1 1
P.I. = ψ(x) = 3 2
x2
F (D) D + 3D + 2D
1 1
= · D 2 3D
x2
2D 1 + 2 + 2
−1
D2 3D
1
= 1+ + x2 .
2D 2 2
y = C.F. + P.I.
−x −2 x3 3x2 7x
=⇒ y = c1 + c2 e + c2 e + − + .
6 4 4
This is the required solution.
d2 y dy
Example 85. Solve: 2
− 4 + 4y = 8(e2x + sin 2x + x2 ).
dx dx
F (m) = 0 =⇒ m2 − 4m + 4 = 0
=⇒ m = 2, 2.
Therefore, the roots are real and equal, and so, the complementary function will
be:
C.F. = (c1 + c2 x)e2x .
The particular integral will be:
1 1
P.I. = ψ(x) = 2 8(e2x + sin 2x + x2 )
F (D) D − 4D + 4
1 1 1
= 8 e2x + 2 sin 2x + 2 x2
D2 − 4D + 4 D − 4D + 4 D − 4D + 4
" #
1 1 1 1
1 · e2x + x2
= 8 2 2
sin 2x + · D 2
D − 4D + 4 −2 − 4D + 4 4 1+ 4 −D
1
= 8 e2x 2
·1
(D + 2) − 4(D + 2) + 4
2 −1 #
1 1 D
− sin 2x + 1+ −D x2
4D 4 4
" ( 2 2 2 ) #
1 1 1 D D
= 8 e2x 2 · 1 + cos 2x + 1− −D + − D + · · · x2
D 8 4 4 4
2 2x
xe cos 2x 1 2
= 8 + + x + 2x + 3/2 .
2 8 4
The complete solution will be:
y = C.F. + P.I.
=⇒ y = (c1 + c2 x)e2x + 4x2 e2x + cos 2x + 2 x2 + 2x + 3/2 .
d3 y d2 y dy
Example 86. Solve: 3
+ 2 2
+ = e2x + x2 + x.
dx dx dx
F (m) = 0 =⇒ m3 + 2m2 + m = 0
=⇒ m(m2 + 2m + 1) = 0
=⇒ m(m + 1)2 = 0
=⇒ m = 0, −1, −1.
Therefore, the roots are real and equal, and so, the complementary function will
be:
C.F. = c1 + (c2 + c3 x)e−x .
The particular integral will be
1 1
P.I. = ψ(x) = 3 2
[e2x + x2 + x]
F (D) D + 2D + D
1 1
= 3 2
e2x + 3 (x2 + x)
D + 2D + D D + 2D2 + D
1 2x 1
= 3 2
e + 3 2
(x2 + x)
2 + 2 · 2 + 2 D + 2D + D
2x
e 1 1
= + 2
(x2 + x)
18 D 1 + D + 2D
2x
e 1
{1 + (D2 + 2D)}−1 (x2 + x)
= +
18 D
2x
e 1
{1 − (D2 + 2D) + (D2 + 2D)2 − · · · }(x2 + x)
= +
18 D
2x
e 1
{1 − 2D + 3D2 − · · · }(x2 + x)
= +
18 D
2x
e 1 2
= + x + x − 2(2x + 1) + 3 · 2
18 D
2x
e 1 2
= + x − 3x + 4
18 D
2x
e x3 3x2
= + − + 4x.
18 3 2
The complete solution will be:
y = C.F. + P.I.
−x e2x x3 3x2
=⇒ y = c1 + (c2 + c3 x)e + + − + 4x.
18 3 2
This is the required solution.
F (D)y = ψ(x)
where F (D) ≡ D3 − 3D + 2 and ψ(x) = 540x2 e−x . The auxiliary equation of the
above equation will be:
F (m) = 0 =⇒ m3 − 3m + 2 = 0
=⇒ m2 (m − 1) + m(m − 1) − 2(m − 1) = 0
=⇒ (m − 1)(m2 + m − 2) = 0
=⇒ m = 1, 1, −2.
Therefore, the roots are real and equal, and so, the complementary function will
be:
C.F. = c1 e−2x + (c2 + c3 x)ex .
The particular integral will be
1 1
P.I. = ψ(x) = 3 540x2 e−x
F (D) D − 3D + 2
1 2 −x
= 540 xe
D3 − 3D + 2
−x 1 2
= 540e x
(D − 1)3 − 3(D − 1) + 2
1
= 540e−x 3 2
x2
D − 3D + 4
" −1 #
540e−x D3 − 3D2
= 1+ x2
4 4
3 2
D 3D
= 135e−x 1 − + + · · · x2
4 4
3
= 135e−x x2 + .
2
The complete solution will be:
y = C.F. + P.I.
3
=⇒ y = c1 e−2x + (c2 + c3 x)ex + 135e−x x2 + .
2
This is the required solution.
d2 y dy
Example 88. Solve: 2
− 2 + y = xex sin x.
dx dx
Dr. Satish Shukla 108
F (m) = 0 =⇒ m2 − 2m + 1 = 0
=⇒ (m − 1)2 = 0
=⇒ m = 1, 1.
Therefore, the roots are real and equal, and so, the complementary function will
be:
C.F. = (c1 + c2 x)ex .
The particular integral will be
1 1
P.I. = ψ(x) = 2 xex sin x
F (D) D − 2D + 1
1
= 2
ex · x sin x
D − 2D + 1
1
= ex x sin x
(D + 1)2 − 2(D + 1) + 1
1
= ex x sin x
D2
x 1
Z
= e x sin xdx
D
1
= ex (−x cos x + sin x)
D
Z
x
= e (−x cos x + sin x)dx
= −ex (x sin x + 2 cos x).
The complete solution will be:
y = C.F. + P.I.
=⇒ y = (c1 + c2 x)ex − ex (x sin x + 2 cos x).
This is the required solution.
d2 y dy
Example 89. Solve: − 2 + y = x sin x.
dx2 dx
F (D)y = ψ(x)
where F (D) ≡ D2 − 4D + 4 and ψ(x) = 8x2 e2x sin 2x. The auxiliary equation of
Dr. Satish Shukla 110
F (m) = 0 =⇒ m2 − 4m + 4 = 0
=⇒ (m − 2)2 = 0
=⇒ m = 2, 2.
Therefore, the roots are real and equal, and so, the complementary function will
be:
C.F. = (c1 + c2 x)e2x .
The particular integral will be
1 1
P.I. = ψ(x) = 2 8x2 e2x sin 2x
F (D) D − 4D + 4
1 2x 2
= 8 e · x sin 2x
D2 − 4D + 4
1
= 8e2x 2
· x2 sin 2x
(D + 2) − 4(D + 2) + 4
2x 1 2
= 8e · x sin 2x .
D2
1
Operating we obtain:
D
Z
1
P.I. = 8e2x x2 sin 2xdx
D
2
2x 1 x cos 2x 2x sin 2x 2 · cos 2x
= 8e − + +
D 2 4 8
2
1 x cos 2x x sin 2x cos 2x
= 8e2x − + +
D 2 2 4
Z 2 Z Z
2x x cos 2x x sin 2x cos 2x
= 8e − dx + dx + dx
2 2 4
2
1 x sin 2x 2x cos 2x 2 · sin 2x
= 8e2x − + −
2 2 4 8
1 x cos 2x sin x sin 2x
+ − + +
2 2 4 8
= e2x (3 − 2x2 ) sin 2x − 4x cos 2x .
y = C.F. + P.I.
=⇒ y = (c1 + c2 x)e2x + e2x (3 − 2x2 ) sin 2x − 4x cos 2x .
d2 y dy ex
Example 91. Solve: + 3 + 2y = e .
dx2 dx
F (D)y = ψ(x)
where F (D) ≡ D4 + 2D2 + 1 and ψ(x) = x2 cos x. The auxiliary equation of the
above equation will be:
F (m) = 0 =⇒ m4 + 2m2 + 1 = 0
=⇒ (m2 + 1)2 = 0
=⇒ m = ±i. ± i.
Therefore, the roots are complex and repeated, and so, the complementary func-
tion will be:
C.F. = (c1 + c2 x) cos x + (c3 + c4 x) sin x.
The particular integral will be
1 1
P.I. = ψ(x) = 4 2
x2 cos x
F (D) D + 2D + 1
1
= Real part of x2 eix
(D2 + 1)2
1
= Real part of eix 2 2
x2
((D + i) + 1)
ix 1 2
= Real part of e x
(D2 + 2iD)2
" ( −2 )#
1 D
= Real part of eix − 2 1 + x2
4D 2i
" ( 2 ! )#
1 iD iD
= Real part of eix − 2 1 − 2 +3 + · · · x2
4D 2 2
ix
e 1 2 3
= Real part of − x − 2ix − .
4 D2 2
1
Applying we obtain:
D2
4 3 2
1 x x 3x
P.I. = − Real part of eix −i −
4 12 3 4
1
= − Real part of (cos x + i sin x) x4 + 4ix3 − 9x2
48
1 4
(x − 9x2 ) cos x − 4x3 sin x .
= −
48
Dr. Satish Shukla 113
y = C.F. + P.I.
1 4
(x − 9x2 ) cos x − 4x3 sin x .
=⇒ y = (c1 + c2 x) cos x + (c3 + c4 x) sin x −
48
This is the required solution.
Exercise (Assignment)
d3 y
(Q.2) Solve: + y = 3 + e−x + 5e2x .
dx3 h √ √ i
−x 3x 3x xe−x
Ans. y = c1 e +e x/2
c2 cos 2 + c3 sin 2 + 3 + 59 e2x + 3 .
d3 y d2 y dy
(Q.3) Solve: + − − y = cos(2x).
dx3 dx2 dx
Ans. y = c1 ex + (c2 + c3 x)e−x − 25
1
[cos(2x) + 2 sin(2x)].
d4 y
(Q.4) Solve: − m4 y = cos(mx).
dx4
Ans. y = c1 emx + c2 e−mx + c3 cos(mx) + c4 sin(mx) − x
4m3 sin(mx).
d2 y
(Q.5) Solve: 2
+ 4y = x2 + cos2 x.
dx
x2
Ans. y = c1 cos(2x) + c2 sin(2x) + 4 + x8 sin(2x).
d4 y
(Q.6) Solve: − a4 y = x4 .
dx4
Ans. y = c1 e−ax + c2 eax + c3 cos(ax) + c4 sin(ax) − 1
a4 (x
4
+ 24/a4 ).
d2 y dy
(Q.8) Solve: 2
+ 5 + 6y = e−2x sin 2x.
dx dx
−2x
−2x
Ans. y = c1 e + c2 e−3x − e10 (cos 2x + 2 sin 2x).
d2 y
(Q.9) Solve: − 4y = x sinh x.
dx2
Ans. y = c1 e2x + c2 e−2x − x3 sinh x − 29 cosh x.
Dr. Satish Shukla 114
d2 y
(Q.13) Solve: 2
+ a2 y = sin ax.
dx
x
Ans. y = c1 cos ax + c2 sin ax − 2x cos ax.
d2 y dy 4ex
(Q.14) Solve: −2 +y = 2 .
dx2 dx x
Ans. y = (c1 + c2 x)e − 4ex ln(x).
x
d2 y
Example 93. Solve: + 4y = tan 2x.
dx2
Dr. Satish Shukla 115
F (m) = 0 =⇒ m2 + 4 = 0
=⇒ m = ±2i.
Therefore, the roots are complex, and so, the complementary function will be:
where F (D) ≡ D2 + a2 and ψ(x) = sec ax. The auxiliary equation of the above
equation will be:
F (m) = 0 =⇒ m2 + a2 = 0
=⇒ m = ±ia.
Therefore, the roots are complex, and so, the complementary function will be:
e3x
Example 95. Solve: y 00 − 6y 0 + 9y = .
x2
2 e3x
where F (D) ≡ D − 6D + 9 and ψ(x) = 2 . The auxiliary equation of the above
x
Dr. Satish Shukla 117
F (m) = 0 =⇒ m2 − 6m + 9 = 0
=⇒ (m − 3)2 = 0
=⇒ m = 3, 3.
Therefore, the roots are real and equal, and so, the complementary function will
be:
C.F. = c1 e3x + c2 xe3x = c1 y1 + c2 y2 .
Here y1 = e3x , y2 = xe3x . Now the Wornskian of y1 and y2 will be:
y1 y2 e3x xe3x
W = = = e6x .
y10 y20 3e3x e3x + 3xe3x
y = C.F. + P.I.
=⇒ y = c1 e3x + c2 xe3x − e3x (ln x + 1).
This is the required solution.
Exercise (Assignment)
d2 y
(Q.1) Solve by the method of variation of parameter: + y = tan x
dx2
Ans. y = c1 cos x + c2 sin x − cos x · ln(sec x + tan x).
d2 y
(Q.2) Solve by the method of variation of parameter: 2
+ a2 y = cosecax
dx
2
Ans. y = (c1 − x/a) cos ax + [c2 + (1/a ) ln(sin ax)] sin ax.
(D − m2 )y = z =⇒ (D − m2 )y = cem1 x
dy
=⇒ − m2 y = cem1 x .
dx
R
−m2 dx
The above equation is linear in y, and I.F.= e = e−m2 x and the solution of
it will be:
c
Z
−m2 x
ye = c2 + cem1 x e−m2 x dx =⇒ ye−m2 x = c2 + e(m1 −m2 )x
m1 − m2
m2 x
=⇒ y = c2 e + c1 em1 x
c
where c1 = .
m1 − m2
Example 97. Prove the following result:
If (D − m)2 y = 0, then y = (c1 + c2 x)emx .
dy
Putting z = (D − 2)y = − 2y we get
dx
dy
− 2y = c1 (x + 3) + ex (x + 3).
dx
It is again linear in y, and
R
−2dx
I.F. = e = e−2x .
2d2 3 d
3
x ≡ D(D − 1), x ≡ D(D − 1)(D − 2) and so on.
dx2 dx3
Now equation (7) reduces into the equation with costant coefficients and can be
solved by the methods we have already discussed.
Dr. Satish Shukla 121
d3 y 2
3 d y 2 dy
Example 100. Solve: x4 + 2x − x + xy = 1.
dx3 dx2 dx
3 d3
x ≡ D(D − 1)(D − 2)
dx3
d
(where D ≡ dz ) we get:
1
D(D − 1)(D − 2)y + 2D(D − 1)y − Dy + y =
x
2 2 −z
=⇒ D D − 3D + 2 + 2D − 2D − D + 1 y = e
=⇒ D3 − D2 − D + 1 y = e−z
=⇒ F (D)y = ψ(z)
where:
F (D) ≡ D3 − D2 − D + 1 and
ψ(z) = e−z .
The auxiliary equation of the above equation will be:
F (m) = 0
=⇒ m3 − m2 − m + 1 = 0
=⇒ m2 (m − 1) − (m − 1) = 0
=⇒ (m − 1)(m2 − 1) = 0
=⇒ (m − 1)(m − 1)(m + 1) = 0
=⇒ m = −1, 1, 1.
Therefore, all the roots are real, one root is distinct and other are equal, and so,
the complementary function will be:
C.F. = c1 e−z + (c2 + c3 z)ez .
Dr. Satish Shukla 122
d3 y 3
2
2 d y dy
Example 101. Solve: x + 3x + x + 8y = 13 cos(ln x).
dx3 dx2 dx
get:
D(D − 1)(D − 2)y + 3D(D − 1)y + Dy + 8y = 13 cos z
=⇒ D3 + 8 y = 13 cos z
=⇒ F (D)y = ψ(z)
Dr. Satish Shukla 123
where F (D) ≡ D3 + 8 and ψ(z) = 13 cos z. The auxiliary equation of the above
equation will be:
F (m) = 0 =⇒ m3 + 8 = 0
=⇒ (m + 2)(m2 − 2m + 4) = 0
√
2 ± 4 − 16
=⇒ m = −2,
√2
=⇒ m = −2, 1 ± i 3.
Therefore, one root is real and two roots are complex, and so, the complementary
function will be:
−2z z
h √ √ i
C.F. = c1 e + e c2 cos( 3z) + c3 sin( 3z) .
d2 y
2 dy x3
Example 102. Solve: x +x −y = .
dx2 dx 1 + x2
2d2 y dy x3
x +x −y = .
dx2 dx 1 + x2
Dr. Satish Shukla 124
3 d3
x ≡ D(D − 1)(D − 2)
dx3
d
(where D ≡ dz ) we get:
x3
D(D − 1)y + Dy − y =
1 + x2
2
x3
=⇒ D − 1 y =
1 + x2
=⇒ F (D)y = ψ(z)
x3
where F (D) ≡ D2 − 1 and ψ(z) = . The auxiliary equation of the above
1 + x2
equation will be:
F (m) = 0 =⇒ m2 − 1 = 0
=⇒ (m − 1)(m + 1) = 0
=⇒ m = 1, −1.
Therefore, one root are real distinct, and so, the complementary function will be:
C.F. = c1 ez + c2 e−z .
The particular integral will be:
1 1 x3
P.I. = ψ(z) = 2
F (D) D − 1 1 + x2
1 e3z
=
(D − 1)(D + 1) 1 + e2z
e3z
1 1 1
= · −
2 D − 1 D + 1 1 + e2z
e3z e3z
1 1 1
= · −
2 D − 1 1 + e2z D + 1 1 + e2z
3z 3z
Z
1 e e
Z
= · ez e−z dz − e−z ez dz
2 1 + e2z 1 + e2z
e2z e4z
Z
1
Z
z −z
= · e dz − e dz .
2 1 + e2z 1 + e2z
Dr. Satish Shukla 125
1
Putting e2z = u, i.e., e2z dz = du, we get:
2
Z
1 1 u
Z
P.I. = · ez du − e−z du
4 1+u 1+u
1 z
· e ln (1 + u) − e−z {u − ln (1 + u)}
=
4
1 z
· e ln 1 + e2z − e−z e2z − ln 1 + e2z
=
4
1 z
· e ln 1 + e2z − ez + e−z ln 1 + e2z .
=
4
The complete solution will be:
y = C.F. + P.I.
1 z
=⇒ y = c1 ez + C2 e−z + · e ln 1 + e2z − ez + e−z ln 1 + e2z
4
1
=⇒ y = c1 x + c2 x−1 + · x ln 1 + x2 − x + x−1 ln 1 + x2 .
4
This is the required solution.
d2 y dy
Example 103. Solve: x2 2
− 2x − 4y = x2 + 2 ln x.
dx dx
=⇒ F (D)y = ψ(z)
where F (D) ≡ D2 − 3D − 4 and ψ(z) = e2z + 2z. The auxiliary equation of the
above equation will be:
F (m) = 0 =⇒ m2 − 3m − 4 = 0
=⇒ (m + 1)(m − 4) = 0
=⇒ m = −1, 4.
Therefore, one root are real distinct, and so, the complementary function will be:
C.F. = c1 e−z + c2 e4z .
Dr. Satish Shukla 126
d2 y dy
Example 104. Solve: x 2
2
− 3x + 4y = 3x2 .
dx dx
2d2 y dy
x 2
− 3x + 4y = 3x2 .
dx dx
The above equation is Cauchy homogeneous linear equation, hence putting x = ez ,
d d2 d
x dx ≡ D, x2 dx 2 ≡ D(D − 1), (where D ≡ dz ) we get:
=⇒ F (D)y = ψ(z)
where F (D) ≡ D2 − 4D + 4 and ψ(z) = 3e2z . The auxiliary equation of the above
Dr. Satish Shukla 127
F (m) = 0 =⇒ m2 − 4m + 4 = 0
=⇒ (m − 2)2 = 0
=⇒ m = 2, 2.
Therefore, one root are real equal, and so, the complementary function will be:
3 2
d y d y 1
Example 105. Solve: x3 3 + 2x2 2 + 2y = 10 x + .
dx dx x
get:
1
D(D − 1)(D − 2)y + 2D(D − 1)y + 2y = 10 x +
x
=⇒ D3 − D2 + 2 y = 10 ez + e−z
=⇒ (D + 1) D2 − 2D + 2 y = 10 ez + e−z
=⇒ F (D)y = ψ(z)
=⇒ m = −1, 1 ± i.
Therefore, one root is real and two roots are complex, and so, the complementary
function will be:
C.F. = c1 e−z + ez (c2 cos z + c3 sin z).
The particular integral will be:
1 1 z −z
P.I. = ψ(z) = 10 e + e
F (D) (D + 1) (D2 − 2D + 2)
1 1
= 10 · 2
e z
+ 10 · 2
e−z
(D + 1) (D − 2D + 2) (D + 1) (D − 2D + 2)
1 1
= 10 · 2
e z
+ 10 · 2
e−z
(1 + 1) (1 − 2 · 1 + 2) (D + 1) ((−1) − 2 · (−1) + 2)
1
= 5ez + 2 · e−z · 1
D+1
1
= 5ez + 2e−z · ·1
D−1+1
1
= 5ez + 2e−z · ·1
D
= 5ez + 2ze−z .
d2 y dy 1
Example 106. Solve: x2 + 3x + y = .
dx2 dx (1 − x)2
Dr. Satish Shukla 129
2d2 y dy 1
x 2
+ 3x +y = .
dx dx (1 − x)2
The above equation is Cauchy homogeneous linear equation, hence putting
2
d
z 2 d
x = e ,x ≡ D, x ≡ D(D − 1)
dx dx2
d
(where D ≡ dz ) we get:
1
D(D − 1)y + 3D + y =
(1 − x)2
1
=⇒ D2 + 2D + 1 y =
(1 − ez )2
=⇒ F (D)y = ψ(z)
where
1
F (D) ≡ D2 + 2D + 1 and ψ(z) = .
(1 − ez )2
F (m) = 0 =⇒ m2 + 2m + 1 = 0
=⇒ m = −1, −1.
Therefore, roots are real and equal, and so, the complementary function will be:
C.F. = (c1 + c2 z)e−z .
Putting ez = u we get:
1 1 1
Z Z
−z
P.I. = e du = e−z + du
u(1 − u) u 1−u
= e−z [ln u − ln(1 − u)]
= e−z [z − ln(1 − ez )] .
The complete solution will be:
y = C.F. + P.I.
=⇒ y = (c1 + c2 z)e−z + e−z [z − ln(1 − ez )]
=⇒ y = (c1 + c2 ln x)x−1 + x−1 [ln x − ln(1 − x)]
x
=⇒ y = (c1 + c2 ln x)x−1 + x−1 ln .
1−x
This is the required solution.
Exercise (Assignment)
d2 y dy
(Q.1) Solve: x 2
2
+ 7x + 5y = x5 .
dx dx
1
Ans. y = c1 x−5 + c2 x−1 + x5 .
60
d2 y dy
(Q.2) Solve: x 2
2
− 2x − 4y = x4 .
dx dx
1
Ans. y = c1 x4 + c2 x−1 + x4 ln x.
5
d4 y
4
3
3 d y
2
2 d y dy
(Q.3) Solve: x + 2x + x − x + y = x + ln x.
dx4 dx3 dx2 dx
h i x(ln x)4
2 3
Ans. y = x c1 + c2 ln x + c3 (ln x) + c4 (ln x) + + ln x + 4.
4!
d2 y dy ln x · sin(ln x) + 1
(Q.4) Solve: x2 − 3x + y = .
dx2h dx x
√ √
Ans. y = x2 c1 x 3
+ c2 x− 3
+x−1 [ln x (5 sin ln x + 6 cos ln x) /61 + (54 sin ln x + 382 cos ln x) /3721 + 1/6] .