Unit I, Maths II (Bas 203)
Unit I, Maths II (Bas 203)
where a0 ,a1, ………………. an are all constants and Q is a function of ′x′ alone is called linear differential equation
of nth order with constant coefficients. In symbolic form, equation (1) becomes
If y = u is the complete solution (C.F.) of the equation f(D)y = 0 and y = v is the particular integral of the
equation f(D)y = Q , then the complete solution of the equation f(D)y = Q is y = u + v i.e.
y = C. F. + P. I.
(A).Complementary function (C.F.):- If in equation (2) Q = 0, then equation is known as homogeneous equation
and its solution is known as Complementary function.
Consider the equation (Dn+ a1 Dn-1 + a2 Dn-2+ …….. +an-1 D +an) y = 0 ,where all the ai’s are constant.
Auxiliary equation is mn+ a1 mn-1 + a2 mn-2+ ……..an-1 m +an= 0. Let m1, m2, ….. mn be roots of the auxiliary
equation.
Case 1.When the roots of auxiliary equation are real and distinct:- Suppose roots are m1, m2, ….. mn.
(i). Suppose m1 = m2 and other roots are distinct then C. F. = (c1 +c2 x)em1x + c3 em3x … . . cn emn x .
Case 3. When the roots of auxiliary equation are imaginary:- Suppose m1 = α +iβ and m2 = α - i β, then
1
(B).Rules for finding the Particular Integral (P.I.):- In General, P.I. of differential equation with constant
coefficients can be find by following two methods.
I- Short Methods:
1 1
Again if, 𝑓 ′ (𝑎) = 0, then P. I. = eax = x2 eax , provided f ′′(a) ≠0, and so on.
f(D) f′′ (a)
1 1
Similarly, 𝑃. 𝐼. = f(D2) 𝑐𝑜𝑠 (𝑎𝑥 + 𝑏) = f(−a2) 𝑐𝑜𝑠 (𝑎𝑥 + 𝑏), provided f (-a2)≠ 0.
1
Case 3. When Q = xm , m being a positive integer. Then P. I. = f(D)
xm
Take out the lowest degree term common with sigh from f (D) to make the first term unity. The remaining factor
will be of the form [1 + ɸ (D)]-1 or [1 - ɸ (D)]-1. Use Binomial expansions
II- General Method:- When Q is any other function of x which is not covered in short method. Then resolve f (D)
into linear factors. Use the following formulae:
1
1. (D−a) Q = eax ∫ e−ax Q dx.
1
2. Q = e−ax ∫ eax Q dx.
(D+a)
Homogeneous Linear Differential Equations (Euler – Cauchy equation):- An equation of the form
dn y dn−1 y dn−2 y
x n dxn + a1 x n−1 dxn−1 + a2 x n−2 dxn−2 + … … … . an y = Q ,
where ai’s are constants and Q is a function of x, is called Cauchy’s homogeneous linear equation.
2
Simultaneous Linear Differential Equations: Differential equations in which there is one independent variable
and two or more than two dependent variables are called simultaneous linear equations.
d2 y dy
Linear Differential Equations of Second Order: A differential equation of the form dx2
+ P dx + Qy = R
is known as linear differential equation of second order , where P,Q and R are functions of x alone.
Method 1.Reduction into Normal form:- To find the complete solution of y’’ + Py’ + Qy = R,when it is reduced
to Normal form (Removal of first derivative).
d2 y dy
(ii). Compare with the standard form dx2
+ P dx + Qy = R and find P, Q and R which are functions of x.
d2 v
(v). Normal form is given by of dx2
+ Iv = S ,which we solve for 𝑣.
Method 2.By changing the Independent Variable:- To find the complete solution of differential equation
d2 y dy
+ P + Qy = R by changing the Independent Variable.
dx2 dx
Steps for solution:-
d2 y
(i). Make the coefficient of dx2 as 1 if it is not so.
d2 y dy
(ii). Compare with the standard form dx2
+ P dx + Qy = R and find P, Q and R which are functions of x.
dz 2
(iii). Choose z such that (dx) = Q . Q is taken in such a way that it remains the whole square of a function
without surd and its negative sign is ignored.
dz d2 z
(iv). Find dx
. Hence obtain z and dx2 .
dz d2 z
P + Q R
dx dx2
(v). Find 𝑃1 , 𝑄1 and 𝑅1 by the formulae P1 = dz 2
, Q1 = dz 2
and R1 = dz 2
.
( ) ( ) ( )
dx dx dx
d2 y dy
(vi). Reduced equation is dz2 + P1 dz + Q1 y = R 1 , solve for y in terms of z.
(vii). Write the complete solution as y in terms of x by replacing the value of z in terms of x.
Method 3. Method of variation of Parameters:- To find the complete solution of y’’ + P y’ + Q y = R by the
Method of Variation of Parameters.
Steps for solution:-
−Rv Ru
Find A = ∫ dx + C1 and B = ∫ dx + C2 where C1 and C2 are the arbitrary constants of
uv1−u1 v uv1 −u1 v
integration.
Write y = Au + B v as the complete solution.
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PROBLEMS BASED ON LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS
Find the General Solution (Complete Solution) of the following Differential Equations 1 to 17:-
d
1. (2D + 1)2 y = 0. , D ≡ dx (AKTU 2012, 14). Ans.y = (c1 + c2 x)e−x/2
d5 y d3 y
2.
dx5
− 2 dx3 = 0 (AKTU 2009). Ans.y = c1 + c2 x + c3 x 2 + c4 e√2x + c5 e−√2x
d
3. [D3 + 2D2 − 3D]y = ex , D ≡ . (AKTU 2022). Ans. y = c1 + c2 ex + c3 e−3x .
dx
x3 −x
4. (D + 1)3 y = 2e−x (AKTU 2017) Ans.y = [c1 + c2 x + c3 x 2 ]e−x + e
3
17
5. (D − 2)3 y = 17e2x . (AKTU 2011) Ans.y = [c1 + c2 x]e2x + 6 x 3 e2x
x
d3 y √3 √3
6.
dx3
+y=3 Ans. y = c1 e−x + e 2 [c2 cos 2 x + c3 sin 2 x] + 3
d2 y x
7.
dx2
+ a2 y = Sin ax (AKTU 2008). Ans. y = c1 cos ax + c2 sinax − 2a cos ax
d2 y
8. Find the complementary function of dx2
+ a2 y = 0 (AKTU 2023). Ans. y = c1 cos ax + c2 sinax
9. [D2 − 4D − 5]y =e 2x
+ 3Cos(4x + 3)(AKTU2008).
e2x 3
Ans.y = c1 e−x + c2 e5x − 9
− 697 [16 sin(4x + 3) + 21cos(4x + 3)
10. [D3 − 1]y = 3x 4 − 2x 3 . (AKTU 2016)
x
√3 √3
Ans. y = c1 ex + e−2 [c2 cos 2
x + c3 sin 2 x] − [3x 4 − 2x 3 + 72x − 12]
11. (D − 2)2 y = 8(e2x + sin 2x + x 2 ). (AKTU 2018)
Ans.y = [c1 + c2 x]e2x + 4x 2 e2x + cos2x + 2x 2 + 4x + 3
[D2 x
12. − 2D + 4]y = e cos x + sin x cos 3x (AKTU2018)
ex cos x 1 1
Ans.y = ex [c1 cos√3x + c2 sin√3x] + − cos2x + [2cos4x − 3sin4x]
2 8 104
d3 y d2 y dy
13.
dx3
− 3 dx2 + 4 dx − 2y = ex + Cos x. (AKTU2006).
1
Ans. y = c1 ex + ex (c2 cos x + c3 sinx) + xex + (3 sin x + cos x)
10
𝑒𝑥 1 𝑐𝑜𝑠2𝑥
14. Solve [𝐷2 − 1]𝑦 = 𝑥𝑒 𝑥 + 𝐶𝑜𝑠 2 𝑥 Ans. 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 + [𝑥 2 − 𝑥] − −
4 2 10
d2 y dy 2 3x x e3x 2
15.
dx2
− 2 dx + y = x e , (AKTU 2014). Ans. y = (c1 + c2 x)e + 4
[x − 2x + 3/2]
d2 y 1 1
16.
dx2
+ y = e2x + Cos h 2x +x 3 (AKTU 2014). Ans. y = c1 cos x + c2 sinx + 5 e2x + 5 Cos h 2x +x 3 − 6x
d2 y dy
17. +2 + y = x 2 e−x Cos x , (AKTU 2012). Ans. y = (c1 + c2 x)e−x + (−x 2 cosx + 4x sinx + 6 cosx)e−x
dx2 dx
1
18. [D2 − 2D + 1]y = x Sin x, (AKTU 2012). Ans. y = (c1 + c2 x)ex + 2 (x cos x + cos x − sin x)
d2 y x
19. Find P.I. of
dx2
+ 4y = Sin 2x (AKTU 2019, 2023). Ans. P. I. = − 4 cos 2x.
d2 y dy
20. Find the roots of the auxiliary equation of the differential equation
dt2
− 6 dt + 9y = 4e3t . (AKTU 2016).
Ans. 3,3
+ 4y = sin2 2x, with conditions𝑦(0) = 0 , y 0 0. (AKTU-2013)
d2 y
21.
dx2
1 1
Ans. y c1 cos 2 x c2 sin 2 x 1 cos 4 x
8 3
d2 y dy e−x
22. Solve the differential equation
dx2
+ 2 dx + y = x+2.
Ans. y c1 xc2 e x e x x 2 log x 2 x.
d2 y dy π
23. Solve the differential equation
dx2
+ 2 dx + 10y + 37 Sin3x = 0 and find the value of y , when x = 2 , given
dy
that y = 3, dx
= 0 when x = 0. (AKTU 2011). Ans. y =1.
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TEST YOUR KNOWLEDGE
Find the General Solution of the following Differential Equations 1 to 12:-
1. (2D − 1)2 (𝐷2 − 7D + 12)y = 0. (AKTU 2012, 14). Ans.y = (c1 + c2 x)e−x/2 + c3 e3x + c4 e4x
1
2. [4D2 + 4D − 3]y = ex . (AKTU 2018) Ans.y = c1 e0.5x + c2 e−1.5x + 21 e2x
1 1
3. (D2 − 4)y = x 2 . (AKTU 2018) Ans.y = c1 e2x + c2 e−2x − 4 [x 2 + 2]
1 15
4. [D2 − 3D + 2]y = x 2 + 2x + 1. (AKTU 2015). Ans.y = c1 ex + c2 e2x + 2 [x 2 + 5x + ]
2
5. [D2 x
− 2D + 1]y = e sin x. (AKTU 2016 ) Ans.y = (c1 + c2 x)e − e sin xx x
d2 y dy x2 1
6. −3 + 2y = xex + Sin 2x. (AKTU 2003). Ans. y = c1 ex + c2 e2x − ex ( + x) + (3 cos2x − sin2x)
dx2 dx 2 20
1 ex
7. [D2 − 2D + 2]y = x + ex Cos x. (AKTU 2001). Ans.y = ex [c1 Cos x + c2 sinx] + 2 (x + 1) + x sinx
2
8. [D2 − 4D + 4]y = 8x 2 e2x Sin 2x. (AKTU 2004, 2023).
Ans.y = (c1 + c2 x)e2x + e2x [(3 − 2x 2 ) sin 2x − 4xcos 2x]
9. [D2 − 2D + 1]y = xex Sin x. (AKTU 2005). Ans. y = (c1 + c2 x)ex − ex [xsinx + 2 cos x]
10. [D2 + 5D − 6]y = cos 3x + cos2x. (AKTU 2015)
1 1
Ans. y c1e x c2 e 6 x cos 3x sin 3x sin 2 x cos 2 x .
30 20
sin x tan x
11. [D2 + 2D + 2]y = e−x sec 3 x (AKTU 2016) Ans. y e x c1 cos x c2 sin x .
2
d2 y dy x x
12.
dx2
+ 3 dx + 2y = ee Ans. y = c1 e−x + c2 e−2x + e−2x ee
d2 x g
13. Solve the differential equation
dt2
+ b (x − a) = 0 (a, b and g being positive constant)
dx g
and x = a′ and dt
= 0, when t = 0, show that x = a + (a′ − a)Cos (√b) t. (AKTU 2007).
d 2n x n x
14. A function n x satisfies the differential equation 2
0 , where L is constant. The boundary
dx L2
x
conditions are n 0 , and n 0. Find the solution of this equation. (AKTU-2016) Ans. n x e L
d2 y dy
15. For a differential equation
dx2
+ 2α dx
+ y = 0 , find the value of α for which the differential equation
characteristic equation has equal number of roots. (AKTU 2016) Ans. ±1.
16. Find the particular integral of (D − a)2 y = eax f ′′ (x). (AKTU 2017) ax
Ans.y = e [c1 + c2 x + f(x)].
d2 y
17. Solve the differential equation dx2
= −12x 2 + 24x − 20 with the condition 𝑥 = 0, 𝑦 = 5 and 𝑥 = 0,
𝑦’ = 21 and hence find the value of 𝑦 at 𝑥 = 1. (AKTU 2016) Ans. y = 19
18. Find the differential equation which represents the family of straight lines passing through the origin.
(AKTU-2021) Ans. ydx − xdy = 0.
19. Find the order and degree of following differential equations. Also explain your answer.
3 3/2
d2 y d2 y dy 2
(i). 2 +
√1 + (dy) (AKTU-2015) Ans. 2,2 (ii). 𝑘 = [1 + ( ) ] Ans. 2,2
dx dx dx2 dx
20. State the criterion for linearly independent solutions of the homogeneous linear nth order differential
equation. (AKTU-2021). Ans. 𝑊(y1 , y2 , … … yn ) ≠ 0.
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PROBLEMS BASED ON EULER- CAUCHY HOMOGENEOUS DIFFERENTIAL EQUATIONS
Solve the following differential equations:-
d2 y dy x2 logx 3
1. x 2 dx2 − 2x dx − 4y = x 2 + 2 logx. (AKTU 2014) Ans.y = c1 x −1 + c2 x 4 − 6
− 2
+8
d 1 2 1
√3 √3 x−2
2. ( + ) y = x −4 . (AKTU 2011). Ans.y = x −2 [c1 cos (logx) + c2 sin (logx)] +
dx x 2 2 3
d 2y dy 𝑥3
2
3. x dx2
+ 2x dx − 12y = x 3 logx (AKTU-2022) Ans𝑦 = 𝑐1 𝑥 3 + 𝑐2 𝑥 −4 + 98 [𝑙𝑜𝑔𝑥(7𝑙𝑜𝑔𝑥 − 2)]
x3
4. x 2 y ′′ + xy ′ − y = x 3 ex (AKTU 2002,16). Ans.y = c1 x 3 + c2 x −4 + logx[7logx − 2].
2
2
2d y dy
5. x +x + y = (log x) Sin (log x). (AKTU 2002, 15)
dx2 dx
1 1
Ans.y = c1 Cos (log x ) + c2 Sin (log x) − 4 (log x)2 cos(logx) + 4 (logx) Sin (log x)
d2 y dy c1 c ex
6. x 2 dx2 + 4x dx + 2y = ex . (AKTU 2003 ) Ans. y = x
+ x22 + x2
d2 y dy
7. (2x + 3)2 − 2(2x + 3) − 12y = 6 x. (AKTU 2010,15)
dx2 dx
3
Ans.y = c1 (2x + 3)−1 + c2 (2x + 3)3 − (2x + 3) + 3/4
16
d2 y dy
8. (x + 1)2 dx2 + (x + 1) dx + y = 4 Cos [log(1 + x)]. (AKTU2011,18,21).
Ans.y = c1 Cos log( 1 + x ) + c2 Sin log(1 + x) + 2 log(1 + x) sin log(1 + x)
6
8. t
dx
y 0, t
dy
x 0 ,Given that x(1) 1, y (1) 0. (AKTU-2022)
1
Ans. x t , y t .
1
dt dt t t
2 2
d x dy d y dx
9. 2
3x et , 2
4 3 y sin 2t . (AKTU-2021)
dt dt dt dt
x c cos t c sin t c cos 3t c sin 3t 1 e t 2 cos 2t &
1 2 3 4
5 15
Ans.
y c cos t c sin t c cos 3t c sin 3t 1 e t 1 sin 2t .
5 6 7 8
5 15
2 2
d x dx d y dy d
4 4 x y, 4 3 y 25 x 16e where D
t
10. 2 2
. (AKTU-2017, 2023)
dt dt dt dt dt
x c1e3t c2 e3t c3 cos t c4 sin t 8et
Ans.
y c1e 25c2 e 3c3 4c4 cos t 4c3 3c4 sin t 8e .
3t 3t t
d2 x d2 y
11.
dt2
+ y = Sin t , dt2 + x = Cos t. (AKTU 2005, 16, 18).
t
Ans. x = c1 et + c2 e−t + c3 cost + c4 sint + 4 (sint − cost),
t 1
y = c1 et − c2 e−t + c3 cost + c4 sint + (sint + cost) − (cost − 3sint).
4 4
7
PROBLEMS BASED ON DIFFERENTIAL EQUATION OF SECOND ORDER DIFFERENTIAL EQUATION WITH
VARIABLE COEFFICIENTS
3.
x 2 y 2 x 2 x y ( x 2 2 x 2) y 0. (AKTU-2018) Ans. y (c1 x c2 x 2 )e x
1
xy (4 x 2 1) y 4 x3 y 2 x3 (AKTU-2019) . Ans y (c1 c2 x 2 )e x
2
8.
2
d2 y dy
9. (x + 1)2 dx2 + (x + 1) dx + y = 4 Cos [log(1 + x)]. (AKTU2021).
8
(C). Method of Variation of Parameter
d2 y logcosax x
1.
dx2
+ a2 y = Sec ax (AKTU 2013,14,15) Ans. y = [ a2
+ c1 ] cosax + [2 + c2 ] sinax.
d2 y
2. + y = cosec x (AKTU-2022) 𝑦 = 𝐴 𝑐𝑜𝑠𝑥 + 𝐵 𝑠𝑖𝑛𝑥 − 𝑥 𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥. 𝑙𝑜𝑔(𝑠𝑖𝑛𝑥)
dx2