Lectures On Differential Equations
Lectures On Differential Equations
Lectures On Differential Equations
Lecture-1
Books to be consulted:
If the function y = f (x) is a function of one independent variable x , then the differential
equation is called ORDINARY.
The order of a differential equation is the order of the highest derivative which appears in the
equation.
dy
For example, the equations (2) and (3) are 2nd order and an equation like − 5 xy 2 + 10 = 0 is
dx
1st order equation.
TO SOLVE:
We have to find out the form of y = f (x) from any given differential equation. We can
easily check the correctness of a solution if we put back the relation y = f (x) into the
corresponding differential equation and arrive at an identity (both sides equal).
Example:
The functions y = A sin ωx and y = B cos ωx will satisfy the equation, where A and B
are constants. Therefore, these are two solutions of the SHM equation which we obtain
by trial. In general, the function y = A sin ωx + B cos ωx will also satisfy the equation and
thus a general solution.
Let us consider
dy
= f 1 ( x) f 2 ( y ) ……………………………(1)
dx
To solve the above equation,
1
dy = f1 ( x)dx …………………………(2)
f 2 ( y)
L.H.S. of equation (2) is a function of y only and the R.H.S. is a function of x alone.
Thus the variables x and y are separated. Hence, to get the solution, we integrate on
both sides of (2) and obtain,
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 3
1
∫f
2 ( y)
dy = ∫ f1 ( x)dx + c.
Example:
dy x
#1. + =0
dx y
The above can be written in the form
xdx + ydy = 0.
x2 y2
∴ We get after integrating, + =c.
2 2
#2. Example from Physics: Radioactive Decay
If m is the mass of a radioactive substance (Radium) at any time t , then the rate of
change of the mass (rate of decay) is as follows:
dm
= − km ,
dt
where k is a constant. To solve we separate the variables t and m .
dm
= − kdt .
m
Integrating on both sides,
ln m = − kt + ln c
Or, m = ce − kt .
Boundary Condition:
At the start of the decay process, t = 0 , the mass of the radioactive substance was
m = m0 .
∴ m = m0 e − kt ⇒ This is Radioactive decay law.
m0
Lecture-2
Homogeneous Function:
Let us have a function f ( x, y ) . If we replace x by λx and y by λy ,
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 4
Examples:
#1. f ( x, y ) = xy − y 2
f (λx, λy ) = λ2 xy − λ2 y 2 = λ2 ( xy − y 2 ) = λ2 f ( x, y )
This is a homogeneous function of degree 2.
x2 − y2
#2. f ( x, y ) =
xy
λ2 ( x 2 − y 2 ) x2 − y2
f ( λx, λy ) = = = λ 0 f ( x, y )
λ xy
2
xy
This is a homogeneous function of degree zero.
Homogeneous Equation:
dy
An equation of the type = f ( x, y ) , where f ( x, y ) is a homogeneous function in x
dx
and y with degree zero is called a homogeneous equation.
# <Example>
dy xy
= 2 …………………………..(1)
dx x − y 2
The right hand side of equation (1) is a homogeneous function of degree zero which can
be verified by putting x → λx and y → λy .
Therefore, the given equation is a homogeneous equation.
The function can be rearranged to write:
xy y/x
f ( x, y ) = 2 = .
x −y 2
1− y2 / x2
Let us substitute u = y / x .
dy du
∴ y = ux ⇒ =u+x .
dx dx
du u
Equation (1) now becomes u + x =
dx 1 − u 2
du u u3
⇒ x = − u =
dx 1 − u 2 1− u2
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 5
1− u2 dx
⇒ 3
du = [The variables are now separated]
u x
Integrating both sides,
1 1 dx
∫ u 3
− du = ∫
u x
1
⇒ − − ln u = ln x + ln c
2u 2
1
⇒ ln(cux) = −
2u 2
1
⇒ ln(cy) = − 2 [since, y = ux ]
2u
⇒ x = y − 2 ln(cy ) This is the solution.
# <Example>
dy x + y − 3
= …………………………(1)
dx x − y − 1
x+ y −3
Here it can be checked that the function f ( x, y ) = is not a homogeneous
x − y −1
function because of the constants.
If we substitute x = x1 + h and y = y1 + k then
dy1 x1 + h + y1 + k − 3 x + y1 + (h + k − 3)
= = 1 = f ( x1 , y1 ) .
dx1 x1 + h − y1 − k − 1 x1 − y1 + (h − k − 1)
f ( x1 , y1 ) will be homogeneous if
h + k − 3 = 0 ……………….(i) and
h − k − 1 = 0 ……………… (ii)
Solving (i) and (ii) we get h = 2 , k = 1 .
Now we have to solve
dy1 x1 + y1 1 + y1 / x1
= = ……………………….(2)
dx1 x1 − y1 1 − y1 / x1
We substitute u = y1 / x1 .
⇒ y1 = ux1
dy du
∴ 1 = u + x1
dx1 dx1
Hence, the equation (1) becomes
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 6
du 1 + u du 1 + u 2
u + x1 = ⇒ x1 =
dx1 1 − u dx1 1 − u
1− u dx
⇒ du = 1 [The variables are now separated]
1+ u 2
x1
Integrating both sides,
1 u dx1
∫ 1 + u 2 − 1 + u 2 du = ∫ x1
1
( )
⇒ tan −1 u − ln 1 + u 2 = ln x1 + ln c
2
⇒ tan −1 u = ln | cx1 1 + u 2 |
−1
⇒ cx1 1 + u 2 = e tan u
y −1
Putting back u = 1 , c x12 + y12 = e tan y1 / x1
x1
Now replacing x1 = x − h = x − 2 and y1 = y − k = y − 1 , we get the final solution:
y −1
tan −1
x−2
c ( x − 2) + ( y − 1) = e
2 2
.
General Prescription:
• Any 1st order Homogeneous diff. equation can be reduced to an
equation with separated variables and then it can be solved by
integration.
• If any 1st order Non-Homogeneous equation can be reduced to
Homogeneous one then the previous step can be followed.
Lecture-3
dy dy
+ P ( x) y = Q ( x) Linear in the unknown function y and its derivative .
dx dx
dx x + 1
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 7
2
and Q( x) = (x + 1)
3
Here P ( x) = −
x + 1
dy dv du
Let us put y = uv. ∴ We then have =u +v .
dx dx dx
Equation (1) reduces to
dv du 2
u +v − uv = ( x + 1)
3
dx dx x + 1
dv 2 du
⇒ u − v + v = ( x + 1) 3 ………………………………(2)
dx x + 1 dx
Suppose we choose the function v such that the term
dv 2
− v = 0 .
dx x + 1
dv 2
∴ = dx ⇒ ln | v |= 2 ln | x + 1 | + ln c ⇒ v = c( x + 1) .
2
v x +1
Putting the above expression of v in (2) we get the following equation in u :
du
c( x + 1) 2 = ( x + 1) 3
dx
du 1
⇒ = ( x + 1) 2
dx c
( x + 1) 2
Integrating, u = A′ + B ′ , where A′ and B ′ are constants.
2
∴ The complete solution (complete integral) of the given equation (1) will be of the form
( x + 1) 4
y=A + B( x + 1) 2 . Solution.
2
Note:
If in the linear equation (1) the functions P( x) and Q( x) are just constants then the
solution is easy to find.
dy
+ ay = b , where a and b are constants.
dx
dy
Then = − ay + b The variables are readily separable.
dx
dy 1
⇒ = dx ⇒ − ln | −ay + b |= x + c1
− ay + b a
− ( ax + c2 )
⇒ − ay + b = e [ c 2 = c1 .a ]
b 1
∴ y = ce − ax + [ c = − e − c2 ]
a a
dy
+ P ( x) y = Q ( x) y n
dx
Equation of the above type is called Bernoulli’s equation.
Dividing both sides by y n we get,
dy
y −n + P( x) y − n +1 = Q( x) This is a nonlinear equation.
dx
The above can be converted into a linear equation if we substitute
z = y − n +1
dz dy
We have = (−n + 1) y − n
dx dx
1 dz dz
∴ + P( x) z = Q( x) ⇒ + (−n + 1) P( x) z = (−n + 1)Q( x) .
(−n + 1) dx dx
So, the above equation is a linear equation again.
Now we substitute
z = uv
as before and proceed to find solution.
# <Example>
dy
+ xy = x 3 y 3 ………………….(1)
dx
Dividing both sides by y 3 , we have
dy
y −3 + xy − 2 = x 3 ………………(2)
dx
Substitute z = y −2 to have
dz dy
= −2 y −3 …………………..(3)
dx dx
Put (3) in (2),
dz
− 2 xz = −2 x 3 ……………..(4)
dx
The above is a linear equation where P( x) = −2 x , Q( x) = −2 x 3 .
To find the complete integral we substitute
z = uv .
dz dv du
∴ =u +v
dx dx dx
dz
Put the expressions of z and back in (4),
dx
dv du
u +v − 2 xuv = −2 x 3
dx dx
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 9
dv du
⇒ u − 2 xv + v = −2 x 3 .
dx dx
Now v can be chosen such that the expression in the bracket may be zero.
dv dv
Therefore, − 2 xv = 0 ⇒ = 2 xdx
dx v
2
Or, ln | v |= x 2 ⇒ v = e x .
du
To find u , we have now v = −2 x 3 .
dx
2 du
∴ ex = −2 x 3
dx
du 2
⇒ = −2e − x x 3
dx
⇒ u = −2 ∫ e − x x 3 dx + c
2
Lecture-4
Any 1st order differential equation can be written in the following form:
# <Example>
dy x
+ =0
dx y
The above can be written in the form
xdx + ydy = 0
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 10
1
⇒ d (x2 + y 2 ) = 0
2
⇒ d (x 2 + y 2 ) = 0
∴ x2 + y2 = C Soln.
∂M ∂N
=
∂y ∂x
The above is a necessary condition for the equation (1) to be exact differential one.
To find a solution:
# <Example>
To examine if the following equation is exact and then solve:
2x y 2 − 3x 2
dx + dy = 0 …………………………..(1)
y3 y4
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 11
2x
M =
y3
y 2 − 3x 2
N=
y4
We have
∂M 6x
= − 4 and
∂y y
∂N 6x
=− 4 (provided y ≠ 0 )
∂x y
The given equation (1) is thus an exact differential equation. This means df ( x, y ) = 0.
To find the complete integral:
∂f 2 x
Let us take M = = .
∂x y 3
Integrating both sides,
2x
f = ∫ 3 dx + φ ( y )
y
x2
∴ f = 3 + φ ( y ) …………………………..(2)
y
Differentiating (2) on both sides w.r.t. y and noting that
∂f y 2 − 3x 2
=N=
∂y y4
We find
3x 2 y 2 − 3x 2
− + φ ′( y ) = .
y4 y4
1 1
∴ φ ′( y ) = 2 ⇒ φ ( y ) = − + c1
y y
So, we now have from (2),
x2 1 1
f ( x, y ) = 3 − +
y y c1
Thus the complete integral of the given equation is
f ( x, y ) = constant
x2 1
⇒ 3 − =C.
y y
Check if the following equations are exact. In that case find the solutions,
(
#1. 2 + x 2 ) dy
dx
+ 2 xy = 0
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 12
dy
#2. sin 2 x + 2 y cos 2 x = 0
dx
dy
#3. (x + y ) + y − x = 0 with boundary condition y (1) = 0
dx
#4. (2 + x 2 y ) + xy 2 = 0 with boundary condition y (1) = 2 .
dy
dx
Lecture-5
Integrating Factor
If the equation
M ( x, y )dx + N ( x, y )dy = 0 ……………….(1)
is not an exact differential equation then we can sometimes choose a function µ ( x, y )
such that after w multiply the original equation by this, the equation is converted into an
exact differential one.
The function µ ( x, y ) is called the Integrating factor of the given equation.
d ln µ ∂N ∂M d ln µ 1 ∂N ∂M
M = − ⇒ = −
dy ∂x ∂y dy M ∂x ∂y
Similarly, if µ is a function of x only then we can write
d ln µ ∂N ∂M d ln µ 1 ∂N ∂M
−N = − ⇒ = − − .
dx ∂x ∂y dx N ∂x ∂y
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 13
# <Example>
To solve the following equation:
( )
y + xy 2 dx − xdy = 0 ……………(1)
Here,
M = y + xy 2 , N = − x
∂M ∂N
∴ = 1 + 2 xy , = −1
∂y ∂x
∂M ∂N
Thus ≠ . Therefore, the given equation is not exact differential equation.
∂y ∂x
Here we have
∂N ∂M
− = −1 − 1 − 2 xy = −2(1 + 2 xy )
∂x ∂y
Also it is seen that
1 ∂N ∂M − 2(1 + xy ) 2
− = = − which is a function of y only.
M ∂x ∂y y + xy 2
y
Thus we conclude that the possible integrating factor may be a function of y only.
Therefore,
d ln µ 2
=−
dy y
⇒ ln µ = −2 ln y , after integrating
1
⇒ µ = 2 , so this is the choice of integrating factor.
y
Multiplying the original equation (1) by this integrating factor,
1 x
+ x dx − 2 dy = 0 ……………….(2)
y y
∂M ∂N 1
Now it can be verified that = =− 2 .
∂y ∂x y
Therefore, the equation (2) is exact differential equation.
Equation (2) can be rewritten as
x x2
d + = 0
y 2
x x2
∴ + = C , C is integration constant.
y 2
2x
∴ y=− 2 Solution.
x + 2C
∂f ∂f
[Equation (2) can also be solved formally assuming M = and N = etc.]
∂x ∂y
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 14
Special Case:
e∫
P ( x ) dx
# <Example>
dy
+ 2y = x
dx
Integrating factor: e 2 x
dy
∴ e2x + 2e 2 x y = xe 2 x
dx
⇒
d
dx
(ye 2 x ) = xe 2 x
⇒ ye 2 x = ∫ xe 2 x dx
1 2x 1 2x
⇒ ye 2 x = xe − e + c.
2 4
Lecture-6
d2y dy
Solutions for Homogeneous Equation: 2
+ p + qy = 0
dx dx
(i) If y1 and y 2 are two particular solutions then ( y1 + y 2 ) is also a solution. This
can be easily verified by putting the solutions back in the equations.
(ii) If y1 is a solution and C is a constant then Cy1 is also a solution.
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 15
Note:
To find out the general solution of the Homogeneous equation what we have to do is to
find two linearly independent solutions and then the general solution can be constructed
by combining the.
What do you mean by ‘linearly independent’?
If y1 ( x) and y 2 ( x) are two solutions and we have
y1 ( x)
= φ ( x) , [some function of x ]
y 2 ( x)
then the solutions are linearly independent. Otherwise, if
y1 ( x)
= Constant (independent of x ), the solutions are dependent.
y 2 ( x)
Method of Trial:
d2y dy
Homogeneous equation: 2
+ p + qy = 0 ……………..(1)
dx dx
Let us look for the particular solutions in the form:
y = e kx , where k = Constant.
Then
dy
= ke kx
dx
d2y
2
= k 2 e kx
dx
Substituting the above two in equation (1), we get
e kx (k 2 + pk + q ) = 0 .
Since e kx ≠ 0 ,
k 2 + pk + q = 0 …………….(2)
Equation (2) is called auxiliary equation.
The solutions of the quadratic equation:
p p2 p p2
k1 = − + − q , k2 = − − −q
2 4 2 4
Case-I
Two unequal real roots k1 ≠ k2
# Example:
y ′′ + y ′ − 2 y = 0
The auxiliary equation is
k2 + k −2 = 0
Two roots are
k1 = 1 , k 2 = −2
∴ The complete integral is
y = c1e x + c 2 e −2 x
Case-II
Two complex roots
Now it can be shown that each real and imaginary part can be a particular solution of the
original equation:
y1 = eαx cos βx (real part)
y 2 = eαx sin β x (imaginary part)
Case-III
Two roots are real and equal k1 = k 2 = k
# Example:
y′′ − 4 y′ + 4 y = 0
The auxiliary equation is
k 2 − 4k + 4 = 0
Two roots are
k1 = k 2 = 2
The complete integral (general solution) is then
y = c1e 2 x + c2 xe2 z .
Lecture-7
Let the right hand side of equation (1) is of the following form:
f ( x) = Pn ( x)eαx
Case-I
The number α is not a root of the auxiliary equation k 2 + pk + q = 0 of the
corresponding homogeneous equation:
d2y dy
2
+ p + qy = 0 …………………..(2)
dx dx
Then we can seek the particular solution in the form
y * = Qn ( x)eαx , ………………………...(3)
where Qn ( x) is a polynomial of degree n .
Substituting (3) in (2) and equating the coefficients of the same degrees on both sides, we
can determine the unknown coefficients in
Qn ( x) = a 0 + a1 x + a 2 x 2 + ............... + a n x n .
Case-II
When the number α is a simple (single) root of the auxiliary equation, we seek the
particular solution of the form:
y * = xQn ( x)eαx .
Case-III
When the number α is a double root of the auxiliary equation, we seek the particular
solution of the form:
y * = x 2 Q n ( x ) e αx .
Examples:
Soln.
The corresponding homogeneous equation of the given nonhomogeneous 2nd order
differential equation (1) is
y ′′ + 4 y ′ + 3 y = 0 ……………………….(2)
Considering the trial solution y = e kx we get the auxiliary equation:
k 2 + 4k + 3 = 0
To find the particular solution of the given nonhomogeneous equation (1), we consider
f ( x) = x.e 0. x [ This is of the form P1 ( x)e αx with α = 0 ]
Here we seek the particular solution of the form
y * = Q1 ( x)e 0. x
Thus we take
y * = (a 0 + a1 x)
/ //
∴ y * = a1 , y* = 0 .
Substituting the above in (1) we find
4a1 + 3(a 0 + a1 x) = x .
Equating the coefficients of identical powers of x on both sides, we get
3a1 = 1
3a 0 + 4a1 = 0
We obtain
1 4
a1 = , a 0 = −
3 9
1 4
∴ y* = x −
3 9
Thus the general solution of the given nonhomogeneous equation is
y = y + y*
1 4
⇒ y = c1e − x + c 2 e −3 x + x − .
3 9
1 1 5
Ans. y = c1 cos 3x + c 2 sin 3x + x 2 − x + e 3 x .
18 27 81
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 20
Lecture-8
Example #1
y // − 7 y / + 6 y = ( x − 2)e x ………………………….(1)
Soln.
Auxiliary equation for the corresponding homogeneous equation y // − 7 y / + 6 y = 0 is
k 2 − 7k + 6 = 0 ……………………………………..(2)
The two roots are k1 = 1 and k 2 = 6 .
∴ The general solution of the homogeneous equation is
y = c1e x + c 2 e 6 x
Here, the right side of the given equation (1) is of the form P1 ( x)e x and the coefficient 1
in the exponential is a simple root of the auxiliary equation (2). Hence, we seek the
particular solution in the form
y * = xQ1 ( x)e x
or y * = x( Ax + B)e x
/
From above we get y * = ( Ax 2 + Bx)e x + e x (2 Ax + B )
//
y * = ( Ax 2 + Bx)e x + 2 Ae x + e x (4 Ax + 2 B)
Putting the above expressions in equation (1), we have
[( Ax ]
+ Bx) + (4 Ax + 2 B) + 2 A − 7( Ax 2 + Bx) − 7(2 Ax + B) + 6( Ax 2 + Bx) e x = ( x − 2)e x
2
− 10 A = 1
− 5 B + 2 A = −2
1 9
Thus we obtain A = − , B = .
10 25
1 9
Therefore, the particular solution is y * = x − x + e x
10 25
Hence, the general solution of the given (Nonhomogeneous) equation is
1 9
y = c1e x + c 2 e 6 x + x − x + e x .
10 25
Example #2
y // + 2 y / + 5 y = 2 cos x
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 21
y = y + y*
2 1
= e − x (c1 cos 2 x + c 2 sin 2 x) + cos x + sin x .
5 5
d 2x
2
+ω2x = 0 Simple Harmonic Motion
dt
d 2x dx
2
+γ +ω2x = 0 Damped S.H.M.
dt dt
d 2x dx
2
+γ + ω 2 x = f (t ) Damped and forced S.H.M.
dt dt
Lecture-9
dy1
= f1 ( x, y1 , y 2 ) ………………….(1)
dx
dy 2
= f 2 ( x, y1 , y 2 ) …………………..(2)
dx
Here, we have two coupled differential equations. The task is to find out the solutions
y1 ( x) and y 2 ( x) .
Example #1
To find solutions:
Differentiate equation (1)
d 2 y dy dz
= + + 1 …………...(3)
dx 2 dx dx
Put back equation (2) into equation (3):
d 2 y dy
= + (−4 y − 3z + 2 x) + 1
dx 2 dx
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 23
dy dy
= − 4 y + 2 x + 1 − 3 − y − x [From eqn. (1)]
dx dx
d2y dy
⇒ 2
+ 2 + y = 5 x + 1 …………………….(4).
dx dx
Therefore, we have got a 2nd order differential equation with constant coefficients in
above. The general solution of equation (4) is
y = (c1 + c 2 x)e − x + 5 x − 9 .
dy
Now we have, z= − y−x
dx
= (c 2 − 2c1 − 2c 2 x)e − x − 6 x + 14 .
We use the initial conditions to find out the arbitrary constants c1 and c 2 .
We find c1 = 10 and c 2 = 6 .
Thus we get the following solutions which satisfy the given set of equations and the
initial conditions:
y = (10 + 6 x)e − x + 5 x − 9
z = (−14 − 12 x)e − x − 6 x + 14 .
Example #2
dx
= y + z ……………….(1)
dt
dy
= x + z ……………….(2)
dt
dz
= x + y ……………….(3)
dt
To find solutions:
dx
= −c1e −t + 2c 2 e 2t
dt
dx
∴ y= − z = − c1e −t + 2c 2 e 2t − z
dt
Now we put the above relation into equation (3) and get
dz
= x+ y
dt
= (c1e −t + c 2 e 2t ) + (− c1e −t + 2c 2 e 2t ) − z
dz
∴ + z = 3c 2 e 2t
dt
The above is a first order differential equation of z . The solution is
z = c3 e − t + c 2 e 2t .
Therefore,
y = −c1e − t + 2c 2 e 2t − c3 e −t + c 2 e 2t
= − (c1 + c3 )e −t + c 2 e 2t .
Lecture-10
Physical Interpretation:
We can write the differential equation of the motion of the load on the spring. By
Newton’s 2nd law we have
d2y dy
M 2 = −ky − λ .
dt dt
Thus we have the following homogeneous 2nd order differential equation of the familiar
form:
y // + py / + qy = 0 ………………….(1)
λ k
Where p = , q= .
M M
If the spring-load system is further acted on by an external force f (t ) then the
corresponding differential equation can be written as
y // + py / + qy = f (t ) ………………..(2)
Equation (1) is called an equation of FREE OSCILLATIONS and equation (2) is called
an equation of FORCED OSCILLATIONS.
FREE OSCILLATIONS
y // + py / + qy = 0
Corresponding auxiliary equation is k 2 + pk + q = 0 .
Two roots are:
p p2
k1 = − + −q
2 4
p p2
k2 = − − −q
2 4
CASE-I
p2
> q (Case of over damping)
4
Then the roots k1 and k 2 are negative numbers.
The general solution: y = c1e k1t + c2e k 2 t ( k1 < 0 , k2 < 0 )
It follows that the displacement ( y ) dies down (approaches zero) as t → ∞ (long time).
This case corresponds to the fat that the forces of resistance are greater than that due to
rigidity. There is no oscillation.
CASE-II
p2
= q Then the roots are equal.
4
The general solution is
y = (c1 + c 2 t )e − p / 2.t .
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 26
CASE-III
p = 0 (No resistance, No damping)
Equation (1) takes the form
y // + qy = 0 .
The general solution is: y = c1 cos ωt + c 2 sin ωt , where ω = q .
If we write c1 = A sin φ 0 and c 2 = A cos φ 0 , the solution becomes y = A sin(ωt + φ 0 ) . This
is a solution of Simple Harmonic motion.
The solution is oscillatory but damped. Oscillation is given by the sin-term. The
amplitude of oscillation falls off exponentially (finally goes down to zero) given by e αt -
term.
Lecture-11
[NOTE: This method is due to Lagrange which is particularly useful to solve 2nd order
nonhomogeneous equations with variable coefficients.]
y ′′ + p ( x) y ′ + q( x) y = f ( x) .
Substituting equations (1), (6) and (7) into the original equation, we obtain
The two expressions in parentheses in the last equation vanish as they are essentially the
solutions of the homogeneous equation.
Hence we now have
v1′ y1′ + v 2′ y ′2 = f ( x) . (8)
0 y2
f ( x) y ′2 y 2 f ( x)
v1′ = =−
∆ ∆
and
y1 0
y1′ f ( x) y1 f ( x)
v 2′ = = ,
∆ ∆
where
y1 y2
∆= = ( y1 y ′2 − y1′ y 2 ) .
y1′ y 2′
The determinant ∆ is called the Wronskian W ( y1 , y 2 ) of y1 and y 2 ,
The quantities v1 and v 2 can be found out from the above by integration.
Therefore, we obtain the following solution:
f ( x) y 2 f ( x) y1
y = − y1 ∫ dx + y 2 ∫ dx .
W ( y1 , y 2 ) W ( y1 , y 2 )
The above is the general solution of the given equation. This method is useful when the
two independent solutions y1 and y 2 can not be obtained easily.
Example #1
To solve: y ′′ + y = sec x .
[Because of the trigonometric function on the right hand side it is difficult to find out the
particular integral by the methods described earlier. However, the present method will be
very useful as we see.]
Example #2
To solve: x 2 y ′′ − 2 xy ′ + 2 y = x ln x ; (x ≠ 0 )
Soln:
The standard form for the equation is
2 2 ln x
y ′′ − y′ + 2 y = ,
x x x
2
where p ( x) = −
x
2
q ( x) =
x2
ln x
f ( x) =
x
Let us take two independent solutions of the corresponding homogeneous equation by
investigation * . We have y1 = x and y 2 = x 2 .
Hence we have
y y2 x x2
W ( y1 , y 2 ) = ∆ = 1 = = x2 .
y1′ y 2′ 1 2x
Thus the general solution is
ln x ln x
x2 x
x x
y = − x∫ dx + x ∫
2
dx
x2 x2
ln x ln x
= − x∫ dx + x 2 ∫ 2 dx
x x
1 ln x 1
= − x (ln x ) + c1 + x 2 −
2
− + c2
2 x x
1
= − x (ln x ) + ln x + 1 − c1 x + c 2 x 2 .
2
2
*
Actually, the solutions can be found out by a standard method and the given equation is of the
type of Cauchy-Euler equation of order 2.
PBC Lecture Notes Series: Differential Equations / Dr. Abhijit Kar Gupta 30
Cauchy-Euler Equation:
x 2 y ′′ + axy ′ + by = 0 ,
we search for the solutions of the algebraic form
y ( x) = x m .
In the above example, we have the homogeneous equation :
x 2 y ′′ − 2 xy ′ + 2 y = 0
To solve, we look for the solution of the form, y ( x) = x m . Thus we shall have y ′ = mx m −1
and y ′′ = m(m − 1) x m − 2 .
Hence the corresponding auxiliary equation becomes
m 2 − 3m + 2 = 0 .
The two roots are m1 = 1 and m2 = 2 . Therefore, we have two independent solutions
y1 = x and y 2 = x 2 .
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