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INSTITUTE OF MATHEMATICS
189/35 BEHIND RAILWAY STATION, VAISH COLLEGE ROAD, ROHTAK PIN-124001 (HARYANA)
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Chapter - 4
Method of Variation of Parameters :
Here we shall explain the method of finding the complete solution of a linear differential equation of
second order whose complementary function is known.
d2y dy
Let 2
P Qy R ......(1)
dx dx
be a linear differential equation of the second order where P, Q and R are functions of x.
Working Rule :
d2y dy d2y
Step I : Put the equation in the standard form P Qy R in which the co-efficient of
dx 2 dx dx 2
must be unity.
d2y dy
Step II : Taking R = 0 in standard form , we get 2
P Qy 0 . Then find two independent
dx dx
solutions of this equation and call them y1 and y2. So, we have
C.F. = c1 y1 c2 y2 , c1 , c2 being arbitrary constants.
Step III : Consider the general solution of given equation, by replacing the arbitrary constants
c1 and c2 by u(x) and v(x) in C.F. i.e., y = u ( x) y1 v( x ) y2
y1 y2 y2 R yR
Step IV : Find W , u(x) = dx c1 and v x 1 dx c2
y1 y2 W W
Step V : Putting the values of u(x) and v(x) in y = u(x)y1 + v(x) y2 , we get the required solution.
d2y
Example 1 : Apply the method of variation of parameters to solve 4 y tan 2 x
dx 2
d2y
Solution : The given differential equation is 4 y tan 2 x ......(1)
dx 2
d2y dy
Comparing (1) with 2
P Qy R, we get P 0, Q 4, R tan 2 x
dx dx
The symbolic form of the equation (1) is
d
( D 2 4) y tan 2 x where D =
dx
2
A.E. is m2 4 0
or m2 4 m = 2i
C.F. = c1 cos 2 x c2 sin 2 x
Let the complete solution of differential equation (1) be
y u ( x) cos 2 x v( x )sin 2 x ......(2)
where u(x) and v(x) are unknown functions.
Let cos 2x = y1 and sin 2x = y2
y1 y2
Then W =
y1 y2
cos 2 x sin 2 x
= 2cos 2 2 x 2sin 2 2 x = 2
2sin 2 x 2cos 2 x
y2 R
Now u(x) = dx c1
W
(sin 2 x ) tan 2 x
= dx c1
2
1 sin 2 2 x
= dx c1
2 cos 2 x
1 1 cos 2 2 x
=
2 cos 2 x
dx c1
1
= (sec 2 x cos 2 x )dx c1
2
1 log(sec 2 x tan 2 x) sin 2 x
= c1
2 2 2
1
= log(sec 2 x tan 2 x) sin 2 x c1
4
y1 R
and v(x) = dx c2
W
cos 2 x tan 2 x
= dx c2
2
1
= sin 2 x dx c2
2
cos 2 x
= c2
4
From equation (2), we have
y = u ( x) cos 2 x v( x)sin 2 x
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1 cos 2 x
= log(sec 2 x tan 2 x) sin 2 x cos 2 x c1 cos 2 x sin 2 x c2 sin 2 x
4 4
cos 2 x
or y = log(sec 2 x tan 2 x) sin 2 x sin 2 x c1 cos 2 x c2 sin 2 x
4
So the complete solution of (1) is
cos 2 x
y = c1 cos 2 x c2 sin 2 x [log(sec 2 x tan 2 x)]
4
The Method Of Undetermined Coefficients :
Def. UC functions : A function is called UC function if it is either
(I) A function defined by one of the following
(i) x n , n being a positive integer or zero.
(ii) e ax , a being a non-zero constant.
(iii) sin(bx + c), where b and c are constants and b 0.
(iv) cos(bx +c), where b and c are constants and b 0.
or
(II) A function defined as a finite product of two or more function of these four types. For example
x 2 , e 3 x , sin(3x / 4), x 2e3 x , x3 cos 2 x , xe 4 x sin 3 x are all UC function.
The method of undetermined coefficients (briefly called UC method) is applicable only when the non-
homogeneous function is a finite linear combination of UC functions.
Def. UC set : Consider a UC function f. The set of functions consisting of f itself and all linearly
independent UC functions of which the successive derivatives of f are either constant multiples or
linear combinations is called the UC set of f. For example
(i) consider the function f(x) = x3
then
f ( x ) 3 x 2 , f ( x ) 6 x , f ( x) 6 ,......, f n ( x) 0 , n 3
We see that all the successive derivatives of f are either multiples or linear combinations of the
functions x2, x , 1. Thus the UC set of x3 is the set
S {x 3 , x 2 , x ,1}
(ii) As another example, consider the function f(x) = x2sin x
then f ( x ) 2 x sin x x 2 cos x
f ( x ) 2sin x 4 x cos x x 2 sin x
4
f ( x) 6cos x 6 x sin x x 2 cos x and so on.
We observe that no new type of function will be obtained from further differentiation. Thus all the
derivatives of f(x) are linear combination of x 2 sin x, x 2 cos x, x sin x, x cos x, sin x, cos x.
Thus UC set of x2sin x is given by :
S {x 2 sin x, x 2 cos x, x sin x, x cos x, sin x, cos x}
Here is the list of the UC sets of different UC functions.
Sr. UC function UC set
No.
1. xn x , x
n n1
, x n2 ,........., x ,1
2. eax {eax}
3. sin bx or cos bx sin bx , cos bx
4. xn eax x e , x e ,......, xe
n ax n1 ax ax
, e ax
5. x n sin bx or x n cos bx x sin bx , x cos bx , x
n n n1
sin bx, x n 1 cos bx, ......
........, x sin bx, x cos bx , sin bx , cos bx
6. e ax sin bx or e ax cos bx e ax
sin bx , e ax cos bx
Working Rule : We now outline the method of undetermined co-efficient for finding a particular
d2y dy
integral yp of the equation a0 2
a1 a2 y f ( x)
dx dx
where f is a finite linear combination.
i.e., f = 1 1 A2u2 .......... Amu m
Au of UC functions u1 , u2,......., um where
A1 , A2 ......... Am are arbitrary constant. Assuming that the complementary function yc has already been
obtained, we proceed as follows :
Step I. For each of the UC functions u1 , u2 ,........., um , form the corresponding UC set, thus obtaining
the respective UC set S1 , S2 , ...., S m .
Step II. In case one of the UC sets , so formed, say Sj is identical with or completely contained in
another, say Sk ; we omit the set Sj from further consideration, retaining the set Sk.
Step III. Now we consider the UC sets which remain after step (II).
In case one of these UC sets, say ‘Si’ includes one or more members which are solutions of
the corresponding homogeneous equation (i.e. appear in the complementary function), we
multiply each member of Si by the lowest positive integral power of x so that the resulting
revised set contains no member which is a part of complementary function. We then replace
Si by this new revised set. This step is repeated for all UC sets one by one.
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Step IV. Now, we are left with (i) Certain of the original UC sets, which are neither omitted in step
(II) nor revised in step (III) and (ii) Certain revised set resulting form step (III).
Now form a linear combination of all the sets of these two categories, with unknown constant
co-efficients (called undetermined coefficients).
Step V. Assuming that this linear combination is a particular solution of given equation we can find
the unknown contstant by substituting the linear combination in the differential equation.
This completes the method.
The following examples will illustrate the method more clearly.
Example 2 : Find the general solution using the method of undetermined co-efficent,
d2y dy
2
2 3 y 2e x 10sin x
dx dx
d2y dy
Solution : The corresponding homogeneous equation is 2
2 3 y 0 and the complementary
dx dx
function is yc c1e3 x c2e x
The non-homogeneous terms is the linear combination of the two UC functions ex and sinx.
1. Form the UC set for each of these two functions. i.e. S1 {e x }, S2 {sin x, cos x}
2. Note here, that neither of S1 and S2 is identical with nor included in the other, hence both are
retained.
3. By examining the complementary function, we see that no element of S1 and S2 is a part of C.F. ,
so no revision is required.
4. Thus the original sets S1 and S2 remain as such and we form the linear combination,
Ae x B sin x C cos x of the elements of S1 and S2 with the undetermined coefficients A , B , C
5. We take y p Ae x B sin x C cos x as a particular solution, then
yp Ae x B cos x C sin x
yp Ae x B sin x C cos x
Substituting in the given differential equation, we have
Ae x B sin x C cos x 2 Ae x B cos x C sin x 3 Ae x B sin x C cos x 2e x 10sin x
or 4 Ae x (4 B 2C ) sin x (4C 2 B) cos x 2e x 10sin x
Equating coefficients of like terms, we obtain
6
4 A 2 , 4 B 2C 10 , 4C 2 B 0
which, on solving, give A 1/ 2 , B 2 , C 1
and hence, we obtain the particular integral
1
y p e x 2sin x cos x
2
Thus the general solution of given differential equation is
y = yc + yp
1
= c1e3 x c2e x e x 2sin x cos x
2
Exercise 4.1
Apply the method of variation of parameters to solve the following differential equations :
d2y 2 d2y
1. 2
y 2. a 2 y sec ax
dx 1 ex dx 2
Using the method of undetermined coefficients find the general solution of the following differential
equation.
d 2 y dy
3. y " 3 y ' 2 y 14sin 2 x 18cos 2 x 4. 6 y 10 e 2 x 18 e3 x 6 x 11
dx 2 dx
Answers
ex 1
1. y c1e x c2 e x e x log x 1 e x log(e x 1)
e
cos ax log cos ax x
2. y c1 cos ax c2 sin ax sin ax
a2 a
3. y c1e x c2e 2 x 2sin 2 x 3cos 2 x
4. y c1e2 x c2e 3 x 2 x e 2 x 3 e3 x x 2
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Assignment-4 1. x5 2. x
--------------------- S C Q --------------------- 3. tan x 4. sin x
1. Solving by variation of parameter 6. A UC set of e2x sin 3x is
y " 2 y ' y e x log x , then the value of
1. e2 x
wronskian is
1. e2x 2. 2
2. e2 x sin 3x
3. e2x 4. –2 3. e2 x cos3x
d2y
2. For
dx 2
4 y tan 2 x solving by variation 4. e2 x sin 3x, e2 x cos3x
of parameters. The value of wronskian W is 7. Using the method of undetermined
1. 1 2. 2 3. 3 4. 4 coefficients, find the general solution of
3. Solving by variation of parameter for the y " 3 y ' 2 y 14sin 2 x 18cos 2 x
equation y " y sec x , the value of 1. y c1e x c2e x 2sin 2 x 3cos 2 x
wronskian is
2. y c1e x c2e 2 x 2sin 2 x 3cos 2 x
1. 1 2. 2 3. 3 4. 4
4. Using the method of variation of 3. y c1e2 x c2e 2 x 2sin 2 x 3cos 2 x
parameters for the particular solution to the 4. y c1e x c2e 2 x sin 2 x 3cos 2 x
3
differential equation y " 4 y ,
sin 2 x
0 x Answers
2
3 3 ----------------------- S C Q --------------------
1. sin 2 x log cos 2 x cos 2 x
4 4 1. 1 2. 2 3. 1
3 3 4. 4 5. 3 6. 4
2. sin 2 x log cos 2 x cos 2 x
2 4 7. 2
3 3
3. sin 2 x log sin 2 x x cos 2 x
2 2
3 3
4. sin 2 x log sin 2 x x cos 2 x
4 2
5. Which of the following are not UC
function.
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Chapter - 5
Second order differential equations
Def. Linearly dependent function : Let f1 , f 2 ,...., f n are real function defined on an interval I, then
f1 , f 2 ,...., f n are said to be L.D. over I if, there exist real no. c1 , c2 ,...., cn (not all zero) such that
c1 f1 x c2 f 2 x .... cn f n x 0, x I
Def. Linearly Independent function : Let f1 , f 2 ,..., f n are real function defined on an interval I, then
f1 , f 2 ,..., f n are said to be L.I. over I if, whenever c1 f1 x c2 f 2 x .... cn f n x 0, x I we must
have c1 c2 ... cn 0
Result 1 : Let f, g are any function defined on an interval I, then f and g are L.D. over I iff there exist a
constant c such that either f x c g x or g(x) c f x , x I
Result 2 : Suppose f1 , f 2 ,..., f n are defined on an interval I, and J be any interval s.t J I , then we
have
(i) If f1 , f 2 ,..., f n are L.D. on I then f1 , f 2 ,..., f n are L.D. on J.
(ii) If f1 , f 2 ,..., f n are L.I. on J then f1 , f 2 ,..., f n are L.I. on I.
(iii) If f1 , f 2 ,..., f n are L.I. on I then f1 , f 2 ,..., f n may or may not L.I. on J.
(iv) If f1 , f 2 ,..., f n are L.D. on J then f1 , f 2 ,..., f n may or may not L.D. on I.
Exercise 5.1
1. Which of the following functions are L.D. / L.I. on :
(i) {1, x} (ii) 1, x 2 (iii) x, x 2
(iv) x m
, xn , m n
(v) {1, sin x} (vi) {x, sin x} (vii) x ,sin x
2
(viii) {1, cos x}
(ix) {x, cos x} (x) x 2 ,cos x (xi){sin x, cos x} (xii) {sin x, sin 2x}
(xiii) {sin x, 2sin x} (xiv) sin x, sin x (xv) cos x, cos3 x (xvi) cos x, cos 2 x
(xvii) 1, e x (xviii) x, e x (xix) sin x, e x (xx) cos x, e x
(xxi) e x , e x (xxii) sin x, x sin x (xxiii) e x , xe x (xxiv) cos x, x 2 cos x
2
(xxv) 1,sinh x (xxvi) 1, cosh x (xxvii) x,sinh x (xxviii) x,cosh x
(xxix) e x ,sinh x (xxx) e x , cosh x (xxxi) sin x,sinh x (xxxii) cos x, cosh x
(xxxiii) sin x,cosh x (xxxiv) sinh x,cosh x
2. Find the interval on which the following functions are L.D. and L.I.
2
2 x 2 , x 0 sin x, x 0
(i) f x x , g x 2 (ii) f x sin x , g x
3 x , 0 x sin x, 0 x
x
x e , x 0
(iii) f x e , g x x
e , 0 x
3. Find the interval on which the following function are L.D. / L.I.
(i) f x x , g x x (ii) f x x 2 , g x x 2 (iii) f x x3 , g x x 3
(iv) f x x 2 , g x x x (v) f x x3 , g x x 2 x (vi) f x x 4 , g x x 3 x
4. Which of the following functions are L.D. / L.I. on
(i) 1, x, x 2 (ii) x 2 , x 3 , x 4 (iii) 1,sin x,cos x
(iv) e x ,sin x,cos x (v) sinh x,cosh x,cos x (vi) sin x,cos x,sin x
3
(vii) sin x, cos x,sin 2 x (viii) e x , e 2 x , e x (ix) e x , e x ,sinh x
(x) e x , e x , cosh x (xi) 2sin x,3cos x,cos x (xii) 1, x, x
4
Answers
1. (i) L.I. (ii) L.I. (iii) L.I. (iv) L.I. (v) L.I. (vi) L.I. (vii) L.I.
(viii) L.I. (ix) L.I. (x) L.I. (xi) L.I. (xii) L.I. (xiii) L.D. (xiv) L.D.
(xv) L.I. (xvi) L.I. (xvii) L.I. (xviii) L.I. (xix) L.I. (xx) L.I. (xxi) L.I.
(xxii) L.I. (xxiii) L.I. (xxiv) L.I. (xxv) L.I. (xxvi) L.I. (xxvii) L.I. (xxviii) L.I.
(xxix) L.I. (xxx) L.I. (xxxi) L.I. (xxxii) L.I. (xxxiii) L.I. (xxxiv) L.I.
2. (i) L.I. on and L.D. on (,0) and [0, )
(ii) L.I. on and L.D. on (,0] and [0, )
(iii) L.I. on and L.D. on (,0] and [0, )
3. (i) L.I. on and L.D. on (,0] and [0, )
(ii) L.D. on
(iii) L.I. on and L.D. on (,0] and [0, )
(iv) L.I. on and L.D. on (,0] and [0, )
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(v) L.I. on and L.D. on (,0] and [0, )
(vi) L.I. on and L.D. on (,0] and [0, )
4. (i) L.I. (ii) L.I. (iii) L.I. (iv) L.I. (v) L.I. (vi) L.D. (vii) L.I.
(viii) L.I. (ix) L.D. (x) L.D. (xi) L.D. (xii) L.I.
---------------------------------------------------------------------------------------------------------------------------
Wronskian theory
dny d n 1 y dy
Def. Linear O.D.E. of order n : a0 x n
a1 x n 1
... an1 x an x y F x
dx dx dx
If F x 0 then equation is homogeneous and if F x 0 then equation is nonhomogeneous.
Linear : In any term there should not be two or more y’s multiply together. In other words, in any
dy dny
term there should not be product of two or more terms of the set y , ,........, n .
dx dx
2
dy dy 2 3 d 2 y
e.g, y. , , y , y , y. 2 etc. should not be present .
dx dx dx
Result 3 : FEUT : Consider the linear O.D.E. of order n,
dny d n 1 y dy
a0 x n
a1 x n 1
... an1 x an x y F x ......(1)
dx dx dx
Requirements :
(i) Continuity requirement : The functions a0 x , a1 x ,..., an x and F x are continuous on an
interval I.
(ii) Non zero requirement : a0 x 0, x I
Conclusion : Let c0 , c1 , c2 ,..., cn1 are any real constant and x0 I be any point then exist a unique
solution f of (1) s.t. f x0 c0 , f x0 c1..., f n 1 x0 cn 1 . Moreover this solution f is defined over the
entire interval I.
4
d2y dy
Illustration : If we take x 2 2
2 x x 3 y e x on 1,10 , then both requirement are fulfilled so
dx dx
FEUT is applicable. But if we take the interval 1,1 , then nonzero requirement is not fulfilled and
so FEUT is not applicable.
Def. Wronskian : Let f1 , f 2 ,..., f n be any n function defined on an interval I. Then the determinant
f1 x f 2 x ... fn x
f1 x f 2 x ... f n x
W f1 , f 2 ,..., f n x is called the Wronskian of f1 , f 2 ,..., f n at the
... ... ... ...
f1 n 1 x f 2 n1 ... f n n1 x
point x.
f1 x f2 x
In particular, W f1 , f 2 x f1 x f 2 x f 2 x f1 x
f x
1 f 2 x
Result 4 : In all the following results we shall consider the linear homogenous ODE
d2y dy
a0 x 2
a1 x a2 x y 0 .......(1)
dx dx
where both the requirements are fulfilled ( continuity and non zero ) on an interval I.
Results :
5. Abel’s Liouville’s formula : Suppose f1 , f 2 be any two solutions of (1) and x0 I be any point
x a t
then W x W f1 , f 2 x W f1 , f 2 x0 exp 1 dt , x I
x a0 t
0
Remark : By this formula, the value of wronskian can be calculated at the general point if it is given at
a particular point x0 .
6. Wronskian of any two solutions of (1) is either identically zero on I or never zero on I.
Note : This result is only for solutions of (1).
7. Two solutions f1 and f 2 of (1) are L.D. over I iff W f1 , f 2 x 0, x I
8. Two solutions f1 and f 2 of (1) are L.I. over I iff W f1 , f 2 x 0, x I
9. Let f1 , f 2 be any two function defined on I such that W f1 , f 2 x 0 , for some x I then, f1 , f 2
are L.I
10. If W f1 , f 2 x 0, x I , then f1 , f 2 are may or may not be L.D.
x 2x
e.g, Consider the functions x, 2 x on . Then W x, 2 x 0 and function are clearly L.D.
1 2
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Again consider the functions x3 , x 3
on , then it can be verified that Wronskian is zero but
functions are L.I.
11. Let f1 , f 2 are any two solution of (1) then W f1 , f 2 x keeps a constant sign on I, if it is non zero.
Remark : Graphs of Wronskian :
possible possible not possible
12. Let f1 , f 2 be any two solution of (1) and they have a common zero in interval I then f1 and f 2 are
L.D.
13. Contrapositive of above result : If two solution of (1) are L.I. then they can not have a common
zero in I.
14. Let f1 , f 2 are any two solution of (1) and x0 I be any point. If f1 and f 2 has a local maxima or
local minima at x0 then f1 and f 2 are L.D.
Proof : By the given condition it is clear that f1' x0 0 f 2' x0 and so
f1 x0 f 2 x0
W f1 , f 2 x0 0
0 0
15. Contrapositive : If the solutions f1 and f 2 of (1) are L.I. then both of them can not have a local
maxima or a local minima at a same point.
d f1 W f1 , f 2 x
16. Let f1 and f 2 be any two solutions of (1) s.t. f 2 x 0, x I then x
dx f 2 f 22 x
d f1 f 2 x f1' x f1 x f 2' x W f1 , f 2 x
Proof : x 2
=
dx f 2 f2 x f 22 x
f1
17. Let f1 , f 2 be any two solutions of (1) s.t. f 2 x 0, x I , then is a monotonic function.
f2
d f1 W f1 , f 2 x
Proof : We know that x
dx f 2 f 22 x
6
d f1 f1
Case (i): If W f1 , f 2 0 on I then x 0 for all x I is decreasing function on I
dx f 2 f2
d f1 f1
Case (ii): If W f1 , f 2 0 on I then x 0 for all x I is increasing on I
dx f 2 f2
18. The collection of all solutions of a linear homogeneous ODE of order n forms a vector space of
dim n.
d2y dy
Illustration : 2
5 6 y 0 , General solution = c1e2 x c2e3 x , V is a vector space of dim = 2,
dx dx
Basis = e 2 x , e3 x
19. Maximum number of L.I. solutions of a linear homogeneous ODE of order n is n.
20. Linear combination of solutions of a homogeneous ODE is again a solution.
21. Linear combination of solutions of a non homogeneous ODE is not always a solution.
dny dny
22. Let a0 x ... an x y F x ......(i) and a0 x ... an x y 0 ......(ii)
dx n dx n
Let f be a solution of (i) and g be a solution of (ii) then f g is a solution of (i)
23. If f1 , f 2 ,....., f n are solutions of (i). Then their convex combination is also a solution of (i)
24. The collection of all solutions of non homogeneous ODE does not form a vector space.
25. Let f1 , f 2 be a set of L.I. solutions of (1) and g1 , g 2 be another set of L.I. solution of (1) then ,
there exist a constant c 0 s.t. W f1 , f 2 x cW g1 , g 2 x for all x I .
Proof : If f1 , f 2 be one set of L.I solutions of (1) and g1 , g 2 be another set of L.I. solutions of (1).
Then g1 and g 2 are also the linear combination of f1 and f 2 , so result is proved.
26. Let f1 and f 2 are two L.I. solution of (1) and x0 I be any point such that f1 x0 f 2 x0 0 then
a1 x0 a2 x0 0 .
Remark : Basis is also called fundamental set.
27. Let f and g be a fundamental set of (1) over I then af bg , cf dg is a fundamental set iff
a b
0
c d
or
a b
Let f and g are L.I solution of (1) , then af bg , cf dg are also L.I. solution of (1) iff 0
c d
28. If f x is any non trivial solution of (1) then f x cannot have a multiple zero in I.
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or
2
If f x is a solution of (1) and there is a point x0 I s.t f x x x0 g x s.t. g x0 0 then
f x 0 for all x I i.e. f is a trivial solution.
Remark : The above result is also valid if the power 2 is replaced by 3, 4, 5, .....
Exercise 5.2
1. Find the Wronskian of the following :
(i) 1, x, x 2 (ii) 1,sin x, cos x (iii) 1, x, e x ,sin x,cos x
(iv) 1, x, e x ,sin x,cos x,sinh x (v) 1, x, e x ,sin x,cos x,cosh x (vi) e x ,sinh x,cosh x
2. Let y1 and y2 be two solutions of the problem y "(t ) ay '(t ) by (t ) 0, t y (0) 0, where
a and b are real constants. Let W be the wronskian of y1 and y2 . Then find W (t ), for all t .
3. Let y1 ( x ) and y2 ( x ) form a complete set of solutions to the differential equation
2
y " 2 xy ' sin e 2 x y 0, x [0,1] with y1 (0) 0, y1' (0) 1, y2 (0) 1, y2' (0) 1 . Then find the
wronskian W ( x) of y1 ( x ) and y2 ( x ) at x 1 .
4. Let P, Q be continuous real valued functions defined on 1,1 , i 1, 2 be solutions of the
d 2u du
ODE : 2
P( x ) Q( x )u 0, x 1,1 satisfying u1 0, u2 0 and u1 (0) 0, u2 (0) 0 .
dx dx
Let W denote the wronskian of u1 and u2 . Then find W. Also is u1 and u2 are linearly dependent
or not.
5. Let P be continuous function on and W the wronskian of two linearly independent solutions y1
d2y dy
and y2 of the ODE : 2
(1 x 2 ) P( x ) y 0, x . Let W (1) a, W (2) b, W (3) c . Then
dx dx
find a, b, c .
Answers
1. (i) 2 (ii) –1 (iii) 2e x (iv) –4 (v) 4 (vi) 0
2. W (t ) 0, t 3. e 4. W 0, L.D. 5. a b c or a b c
8
Strum Theory
Def. Consider the second order homogeneous linear differential equation :
d2y dy
a0 x 2
a1 x a2 x y 0 ......(1)
dx dx
where a0 has a continuous second derivative, a1 has a continuous first derivative, a2 is continuous,
and a0 x 0 on a x b. The adjoint equation to equation (1) is defined as
d2 d
2 0
a x y a1 x y a2 x y 0. ......(2)
dx dx
Remark : After taking the indicated derivatives in equation (2), we obtain
d2y dy
a0 x 2a0 x a1 x a0 x a1 x a2 x y 0 ......(3)
dx
2 dx
where the primes denote differentiation with respect to x.
d2y dy
Def. The second order homogeneous linear differential equation a0 x 2
a1 x a2 x y 0 is
dx dx
called self adjoint if it is identical with its adjoint equation.
Theorem 1 : A necessary and sufficient condition for equation (1) to be self adjoint is that
d
a0 x a1 x on a x b.
dx
d2y dy
Corollary : If the equation a0 x 2
a1 x a2 x y 0 is self adjoint, then it can be written in
dx dx
d dy
the form a0 x a2 x y 0 .
dx dx
Proof : Since the given equation is self adjoint, so by Theorem 1, we have a0 x a1 x . Thus the
d2y dy
given equation may be written as a0 x 2
a0 x a2 x y 0 or
dx dx
d dy
a0 x a2 x y 0.
dx dx
Theorem 2 : Let the coefficients a0 , a1 and a2 in the differential equation
d2y dy
a0 x 2
a1 x a2 x y 0 ......(1)
dx dx
are continuous on a x b and a0 x 0 on a x b .
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d dy
Then equation (1) can be transformed into the equivalent self adjoint equation P x Q( x) y 0
dx dx
1 a x
on a x b , by multiplication throughout by the factor exp 1 dx
a0 x a0 x
a x a x a x
Here, P x exp 1 dx , Q(x)= 2 exp 1 dx .
a0 x a0 x a0 x
d2y dy
Example : Consider the equation x 2 2
2x 2 y 0 .
dx dx
Here a0 x x 2 , a1 x 2 x, a2 x 2. Since a0 x 2 x 2 x a1 x , so given equation is not self
1 a x
adjoint. Let us form the factor exp 1 dx for this equation.
a0 x a0 x
1 a x 1 2 x 1
We have exp 1 dx = 2 exp 2 dx 4 .
a0 x a0 x x x x
d2y dy 1
Multiplying equation x 2 2
2t 2 x 0 by 4 on any interval a x b which does not include
dx dx x
1 d 2 y 2 dy 2
x=0, we obtain y 0.
x 2 dx 2 x 3 dx x 4
d 1 2 d 1 dy 2
Since 2 3 , this equation is self adjoint and may be written in the form y 0.
dx x x dx x 2 dx x 4
d dy
Theorem 3 : Let f be a solution of P x +Q x y 0 having first derivative f on a x b .
dx dx
If f has an infinite number of zeros on a x b , then f x 0 for all x on a x b .
d dy
Theorem 4 : Abel’s Formula :Let f and g be any two solutions of P x +Q x y 0 on the
dx dx
interval a x b . Then P x f x g x f x g x k , for all x on a x b , where k is a constant.
d dy
Theorem 5 : Let f and g be two solutions of P x +Q x y 0 s.t. f and g have a common
dx dx
zero on a x b . Then f and g are linearly dependent on a x b .
10
d dy
Theorem 6 : Let f and g be nontrivial linearly dependent solutions of equation P x Q( x) y 0
dx dx
on a x b , and suppose f x0 0, where x0 is s.t. a x b . Then g x0 0 .
Theorem 7 : Sturm Separation Theorem : Let f and g be real linearly independent solutions of
d dy
P x +Q x y 0 on the interval a x b .
dx dx
Between any two consecutive zeros of f there is exactly one zero of g.
Theorem 8 : Sturm’s Fundamental Comparison Theorem : On the interval a x b , Let 1 be a
d dy d dy
real solution of P x +Q 1 x y 0 . Let 2 be a real solution of P x +Q 2 x y 0 .
dx dx dx dx
Let P have a continuous derivative and be s.t. P x 0 and let Q 1 and Q 2 be continuous and s.t.
Q 2 x Q 1 x . If x1 and x2 are successive zeros of 1 on a, b , then 2 has atleast one zero at some
point of the open interval x1 x x2 .
Exercise 5.3
1. Find the adjoint equation to each of the following equations :
d2y dy d2y dy
(i) x 2 2
3x 3 y 0 (ii) 2 x 1 2
x3 y 0
dx dx dx dx
d2y dy d2y dy
(iii) x 2 2
2 x 3 7 x 8 x 2 8 y 0 (iv) x 3 2
x 3 2 x 2 x x 2 x 1 y 0
dx dx dx dx
d2y dy
2. Show that the adjoint equation of the adjoint equation of the equation a0 x 2
a1 x a2 x y 0
dx dx
is the original equation itself.
3. Show that each of the following equations is self adjoint and write each in the form
d dy
a0 x a2 x y 0 .
dx dx
d2y dy d2y dy 2
x 1 d y 1 dy 1
(i) x 3 3x2 y0 (ii) sin x cos x 2 y 0 (iii) 2
2 y 0
dx 2
dx dx 2 dx x dx x dx x 3
4. Transform each of the following equations into an equivalent self adjoint equation :
d2y dy d2y dy
(i) x 2
dx 2
x y 0
dx
(ii) x 4 x2 dx 2
2 x3 3 x 0
dx
d2y dy d2y
(iii) 2
tan x y 0 (iv) f x g x y 0
dx dx dx 2
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2
5. Let x :[0,3 ] be a nonzero solution of the ODE x "(t ) et x (t ) 0, for t [0,3 ] . Then find
the cardinality of the set {t [0,3 ] : x (t ) 0} .
Answers
1. (i) x 2 y " xy ' 2 y 0 (ii) (2 x 1) y " (4 x 3 ) y ' (1 3x 2 ) y 0
(iii) x 2 y " (3x 2 x3 ) y ' (2 x 2 3) y 0 (iv) x3 y " ( x 3 8 x 2 x ) y ' (4 x 2 11x 2) y 0
d 3 dy d dy
3. (i) x y0 (ii) sin x 2 y 0
dx dx
dx dx
d ( x 1) dy 1
(iii) y0
dx x dx x3
d dy 1 d 2 dy 3
4. (i) x y0 (ii) ( x 1) 2 y 0
dx dx x
dx dx x
d dy d g ( x ) dy
(iii) cos x cos x y 0 (iv) exp dx 0
dx dx dx f ( x ) dx
5. 3
---------------------------------------------------------------------------------------------------------------------------
Sturm Liouville Boundary Value Problems
These problems represents a class of linear boundary value problems. The importance of these
problems lies in the fact that they generates set of orthogonal functions. The sets of orthogonal
functions are useful in the expansion of a certain class of functions.
S L equation : A classical “strum-lioulle equation”, is a real second-order linear differential equation
of the form
d dy
P ( x ) q( x) y r ( x ) y ……(1)
dx dx
In the simplest of cases all coefficients are continuous on the finite closed interval a, b , and P( x )
has continuous derivatives. In this case y is called a “solution” if it is continuously differentiable on
(a, b) and satisfies the equation (1) at every point in (a, b) . In addition, the unknown function y is
12
required to satisfy boundary conditions. The function r ( x) , is called the “weight” or “density”
function. The number of famous differential equations could be represented in the SL form :
Bessel’s equation : x 2 y " xy ' ( x 2 v 2 ) y 0 can be written in strum-liouville form as
v2
( xy ') ' x y 0
x
The Legendre equation : (1 x 2 ) y " 2 xy ' v(v 1) y 0 can easily be put into SL form, since
(1 x 2 ) ' 2 x, so the Legendre equation is equivalent to (1 x 2 ) y ' ' v (v 1) y 0
The general way to convert the 2nd order linear ODE to the SL form is to use an integrating factor
u ( x) such that the P( x) y " Q ( x) y ' R( x ) y 0 multiplied by u ( x) would has SL form, one can
1 Q( x)
easily show that u ( x) exp dx does the job.
P( x) P( x)
SL boundary value problem (SL-BVP) : We introduce the SL-operator as
d dy
L[ y ] P( x ) q( x) y and consider the SL equation L[ y ] r ( x) y 0 ……(2)
dx dx
where P( x ) 0, r ( x) 0 and P, q and r are continuous functions on the interval [a, b]; along with
the BC
1 y (a ) 2 P (a) y '(a) 0
……(3)
1 y (b) 2 P(b) y '(b) 0
where 12 22 0 and 12 22 0
The problem of finding a number such that BVP (2) – (3) has a non-trivial solution is called SLP.
The value is called eigen value and the corresponding solution ( y : ) is called an eigen function.
There are three types of SLP :
1. A SLP is called regular if P( x ) 0 and r ( x) 0 on a, b
2. A SLP is called singular if P( x ) 0 on a, b , r ( x) 0 on a, b and P(a ) P(b) 0
3. A SLP is called periodic if P( x ) 0 , r ( x) 0 and P( x ), q( x) and r ( x) are continuous functions
on a, b ; along with the following BC : y (a ) y (b), y '(a ) y '(b)
The most common types of SLP are regular and periodic.
Theorem (Orthogonality of characteristic function) :
Consider the Sturm Liouville problem consisting of the differential equation
d du
dt p(t) dt q(t) + r(t)u = 0 .......(1)
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where p , q , r are real functions s.t. p(t) has a continuous derivative , q(t) and r(t) are continuous ,
and p(t) > 0 and r(t) > 0 for all t on a real interval a t b , and is a parameter independent
of t , and the conditions
A1u(a) + A2u'(a) = 0
.......(2)
B1u(b) + B2u'(b) = 0
where A1 , A2 , B1 , B2 are real constants s.t. A1 , A2 are not both zero and B1 and B2 are not
both zero.
Let m and n be any two characteristic values of the problem. Let m be a characteristic function
corresponding to m and let n be a characteristic function corresponding to n. Then
characteristic functions m and n are orthogonal w.r.t. the weight function r(t) on the interval
b
a t b i.e. n (t ) m (t ) r(t) = 0
a
Remark : Characteristic functions need not be orthonormal.
Common properties of regular/periodic BVP :
1. Eigen value are always real numbers.
2. Eigen vectors corresponding to distinct eigen values are L.I.
3. The eigen functions of a regular SLP corresponding to the distinct eigenvalues are orthogonal w.r.t.
the weight function r ( x) on a, b . By otherwords, if the eigen functions u and v correspond to the
distinct eigen values and then
b
r ( x) u( x) v( x) dx 0
a
4. If A : differential equation has non-trivial solution i.e. A is the set of eigen values. Then A
is always infinite set. Also elements of A can be arranged into strictly increasing sequence
1 2 3 .... n .... such that n as n
A is always bounded below and unbounded above set. Again, every element of A is an isolated
point.
A is no where dense set. Since set of isolated points is countable. So A is always countably
infinite set.
14
5. There does not exist any 0 such that the differential equation has non-trivial solution for
every 0 .
6. There does not exist any 0 such that differential equation has only trivial solution for all
0 .
7. There exists a 0 such that the differential equation has only trivial solution for all 0 .
8. The number of negative eigen values are always finite if exists.
Properties of regular BVP :
1. The set A of eigen values is of the form 1 2 3 .... n .... and n as n
2. The eigen values of the regular BVP are simple. Thus an eigen function that corresponds to an
eigen value is unique upto a constant multiple dim E 1
3. If yn ( x) is an eigen vector or eigen function corresponding to n , then yn ( x) has exactly (n 1)
zeros in (a, b) corresponding of first eigen value, eigen function does not have any zeros and
corresponding to 2 every eigen function has one zero and corresponding to 3 every eigen
function has two zeros and so on.
4. Eigen function corresponding to least eigen value does not change its sign in a, b or (a, b) .
5. If y ( x) is an eigen function corresponding to k , k 1 . Then y ( x) change its sign in a, b or
( a, b) .
6. If 0 is an eigen value and corresponding eigen function does not change its sign. This implies
there does not exists any negative eigen value.
7. Similarly if 0 is an eigen value and corresponding eigen function change its sign, then there
must exists negative eigen values.
Properties of periodic BVP : Let A : differential equation has non-trivial solution
1 2 3 .... n ....
1. dim E0 1
2. dim Ek 2, for all k 1
3. If 0 is an eigen value and dim E0 1 , then there does not exists any negative eigen value.
4. If 0 is an eigen value and dim E0 2 then there must exists negative eigen value.
Example 1 : Show that the boundary value problem
d 2u
u = 0 ...... (1)
dt 2
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with conditions u(0) = 0 , u( ) = 0 is a Sturm Liouville problem.
d du
Solution : Given boundary value problem (1) can be written in the form 1. 0 + .1 u = 0
dt dt
d du
and hence (1) is of the form
dt p(t) dt q(t) + r(t)u = 0
where p(t) = 1 , q(t) = 0 and r(t) = 1. The supplementary conditions are of the special form
u(a) = 0 , u(b) = 0.
d du
Example 2 : Show that the boundary value problem t 2t 2 t 3 u = 0 ......(1)
dt dt
with conditions 3 u(1) + 4 u' (1) = 0 ..... (2)
5u(2) – 3 u' (2) = 0
is a Sturm – Liouville problem.
d du
Solution : The differential equation is of the form
dt p(t) dt q(t) + r(t)u = 0
where p(t) = t , q(t) = 2t2 and r(t) = t3. The conditions (2) are of the form
1u(a) + 2u'(a) = 0
1u(b) + 2u'(b) = 0
where a = 1 , b = 2 , 1 = 3 , 2 = 4 , 1 = 5 , 2 = – 3.
Example 3 : Find non-trivial solutions of Sturm Liouville boundary value problem
d 2u
u = 0 ......(1)
dt 2
u(0) = 0 , u( ) = 0 ......(2)
Solution : We shall consider separately the three cases = 0 , < 0 and > 0. In each case , we
shall first find the general solution of the differential equation (1) and then attempt to determine two
arbitrary constants in this general solution so that the supplementary conditions (2) will also be
satisfied.
d 2u
Case(I) : 0 In this case (1) reduces to = 0 and so the general solution is
dt 2
u(t) = c1 + c2t .......(3)
We now apply conditions (2) to solution (3). Condition u(0) = 0 implies
0 = c1 + c2.0 c1 = 0.
and condition u( ) = 0 implies 0 = c1 + c2 c2 = 0 [Since c1 = 0].
16
Thus in order that solution (3) to satisfy conditions (2) , we must have c1 = c2 = 0.
But then the solution (3) becomes u(t) = 0 for all t. Thus , in case when the parameter = 0 , the
only solution of the given problem is the trivial solution.
d 2u
Case(II) : 0 Differential equation (1) is u = 0
dt 2
Its auxiliary equation is m2+ = 0 and m = . Since is negative , so these roots are real
and unequal. Let us denote = , we have the general solution
u = c1 et + c2 et .......(4)
We now apply boundary conditions (2) to the equation (4).
Condition u(0) = 0 implies c1 + c2 = 0 .......(5)
Condition u(0) = implies c1 e + c2 e = 0 .......(6)
Clearly c1 = c2 = 0 is a solution of (5) and (6) , but these values of c1 and c2 would not give the
non – trivial solution of the given problem. We must therefore seek non-zero values of c1 and c2
which satisfy (5) and (6).
This system has non-zero solution only if the determinant of coefficients is zero. Therefore , we must
1 1
have = 0
e e
e – e = 0 e = e e2 = 1 = 0.
Since = , we must have = 0. But < 0 in this case. Thus there are no non-trivial
solution of the given problem in this case < 0.
Case(III) : 0 In this case A.E. is m2+ = 0. So its roots are m =
These roots are conjugate complex numbers since > 0. Roots can be written as i . Thus in
this case the general solution is of the form
u(t) = c1sin t + c2cos t .......(7)
We now apply conditions (2) to this general solution. Condition u(0) = 0 implies
c1sin 0 + c2cos 0 = 0 c2 = 0
Condition u( ) = 0 implies
c1sin + c2cos = 0
c1sin = 0 .......(8)
[Since c2 = 0].
We must therefore satisfy (8).
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So we can either set c1 = 0 or sin = 0. However if c1 = 0 then (since c2 = 0 also) the
solution (7) reduces to the trivial solution. Thus to obtain non-trivial solution we can not set c1 = 0
but rather we must set
sin = 0 = n , n = 1 , 2 , 3…………….. [Since is positive]
2
= n , n = 1 , 2 , 3………………
Therefore in order that the differential equation (1) have a non-trivial solution of the form (7)
satisfying the condition (2) , we must have
2
= n where n = 1 , 2 , 3………………
In other words , the parameter in (1) must be a number of the infinite sequence 1 , 4 , 9 , 16………
Also from (7) we see that non-trivial solutions corresponding to = n2 ( n = 1 , 2 , 3…………)
are given by u(t) = cn sin nt , where cn is arbitrary non-zero constant.
Def. Characteristic Values and Characteristic functions :
Consider the Sturm – Liouville problem consisting of the differential equation
d du
dt p(t) dt q(t) + r(t)u = 0 .......(1)
and the supplementary conditions
1u(a) + 2u'(a) = 0
.......(2)
1u(b) + 2u'(b) = 0
The values of parameter in (1) for which these exist non-trivial solutions of the Sturm Liouville
problem are called the characteristic values (or eigen values of the problem). The corresponding non-
trivial solutions are called the characteristic functions or the eigen functions of the problem.
Example 4 : Find the characteristic functions of the strum-liouville problem
y " y 0, y (0) y ( ) 0, y '(0) y '( ) 0 , A
Solution : y " y 0, y (0) y ( ) 0, y '(0) y '( ) 0
These boundary conditions are called periodic boundary condition. We consider three cases
corresponding to the value of :
Case I : u 2 0
The general solution of the ODE is given as yy Ae ux Be ux
By substituting BC we obtain the following system :
18
A(1 e u ) B(1 eu ) 0
u u
A(1 e ) B(1 e ) 0
This system has only trivial solution A B 0 (for u 0 )
Case II : 0
In this case the problem has a solution y Ax B and by substituting BC we obtain A 0 and B is an
arbitrary constants. This corresponds to the eigen value 0 0 and the eigen function 0 1 (we set
B 1 ).
Note that this eigen value is simple. The eigen value is called simple, if its eigenspace is of dimension
one ; otherwise the eigenvalue is called multiple.
Case III : u 2 0 The general solution of the ODE is given as y A cos(ux) B sin(ux )
By substituting BC we obtain the following system :
A(1 cos(u ) B sin(u ) 0
A sin(u ) B sin(1 cos(u )) 0
This problem has a non-trivial solution only when the determinant of the matrix of coefficients
D (u ) 2 2cos 0 . This corresponds to u 2n, n 1, 2,.... and hence n 4n 2 .
The eigen functions corresponding to n are given by ( A B 1)
n cos
n x , n sin n x
Note that the eigen values n are positive and there are two linearly independent eigen functions
corresponding to each eigen value, so they are not unique.
Example 5 : Find the characteristic values and characteristic functions of the Sturm – Liouville
problem
d dy
x y = 0 .......(1)
dx dx x
y' (1) = 0 , y' e 2 = 0 .......(2)
where we assume that the parameter is non-negative.
d 2 y dy
Solution : Differential equation (1) can be written as x y = 0
dx 2 dx x
d2y dy
or x2 2
x y = 0 .......(3)
dx dx
Putting x = et in (3) we get
dy dy dt 1 dy dy dy d2y d 2 y dy
= = x = and x 2 2
=
dx dt dx x dt dx dt dx dt 2 dt
Using these values in (3) , we get
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d2y
y = 0 .......(4)
dt 2
We consider the separately two cases.
d2y
Case (i) : 0 Differential equation (4) reduces to = 0
dt 2
The general solution of this differential equation is y = c0t + c
or y = c0 logx + c .......(5)
Now we apply the conditions (2) to solution (5). Condition y' (1) = 0 implies
c0 c0
0 = c0 = 0 [Since y' (x) = ]
1 x
Condition y' e 2 = 0 implies , c0 = 0
Both of these conditions does not impose any restriction upon c. Thus for = 0 , we obtain the
solutions y = c where c is an arbitrary constant.
These are non-trivial solutions for all c 0. Thus = 0 is a characteristic value and the
corresponding characteristic functions are given by y = c , where c is an arbitrary non-zero
constant.
Case (ii) : 0 In this case A.E. is m2+ = 0 m = = i .
Thus the general solution of (4) may be written as y = c1sin t + c2cos t .
Thus the general solution of (1) is
y = c1sin ( log x) + c2cos ( log x) [Since t = log x] .......(6)
We now apply the boundary conditions (2) to a solution (6). From (6) , we get
dy c c
= y'(x) = 1 cos ( log x) – 2 sin ( log x) .......(7)
dx x x
Condition y' (1) = 0 implies c1 cos ( log 1)– c2 sin ( log 1) = 0 or c1 = 0 [Since log 1= 0]
Thus we must have c1 = 0 .......(8)
Condition y' e 2 = 0 implies
c1 e2 cos log e – c
2
2 e2 sin log e 2 = 0
c2 e2 sin 2 = 0 [c 1 = 0]. Either c2 = 0 or sin 2 = 0
20
Since c1 = 0, the choice c2 = 0 would give us the trivial solution. So we must have sin 2 = 0 and
hence
2 = n , n = 1 , 2 ,……………..
n2
Thus for the non-trivial solution , we must have = , n = 1 , 2 , 3 ,………… ….....(9)
4
Corresponding to these values of , we obtain the non-trivial solutions
n logx
y = cn cos (n = 1 , 2 , 3,……………..) .......(10)
2
where cn ’s are arbitrary non-zero constants.
Analysis of solutions of linear differential equation :
a0 ( x) y " a1 ( x) y ' a2 ( x) y 0 ……(1)
a0 ( x) 0 x , a0 ( x), a1 ( x), a2 ( x) are continuous for all x.
Properties of Non-trivial solution of (1) is
1. If y ( x) be non-zero solution then zeros of y ( x) are simple zeros. i.e., if y ( ) 0 then y '( ) 0 .
2. If A R : y ( ) 0 , where y ( x) is non zero solution. Then
(i) A is always countable set
(ii) d ( A) A ' , i.e., A is nowhere dense.
(iii) every element of A is isolated point.
(iv) A must be closed set ( every point is isolated and A ' is empty).
Property of two linearly independent solution of linear differential equation :
Let y1 ( x ) and y2 ( x ) are two linearly independent solution and
A R : y1 ( ) 0 ,
B R : y2 ( ) 0
Then
(i) A and B must be countable.
(ii) A B , i.e., zeros of two L.I. solution never common zero or if two solution have common
zero they must be L.D.
(iii) Between any two successive zeros of y1 ( x), exactly one zero of y2 ( x ) and conversely.
(iv) If cardinality of A is finite iff card B is finite.
(v) If card A is finite card A card B 0,1
Let us consider another type of differential equation :
y " q ( x ) y 0
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Case I . q( x ) is continuous and q( x ) 0 for all x.
Let y ( x) be a non trivial solution then
(i) y ( x) can have atmost one zero on R.
(ii) If y ( x) has zero in R then y '( x) never zero.
(iii) If y '( x) has a zero in R y ( x) never zero.
(iv) y x is monotonic function and y ' x is also monotonic function.
(v) lim y x and lim y ' x .
x x
y "( x ) q( x ) y 0
Case II. q( x ) is continuous q( x ) 0 x R assuming that q( x ) dx
1
If y ( x) be a non trivial solution then
(i) y ( x) has countably infinite zeros on R .
(ii) y '( x) has countably infinite zeros on R .
(iii) y ( x) and y '( x) are non monotonic function on R .
Particular case :
q( x ) is continuous on a bounded interval a, b , so q( x ) is bounded.
So 0 m q ( x ) M for all x,
m and M are infimum and supremum respectively.
(iv) If y ( x) be a non trivial solution and if x0 , x1 are successive zeros of y ( x) , let x0 x1 then
x1 x0
M m
(i) Distance between two successive zeros of any non-trivial solution are lying between ,
M m
K 2 2
(ii) If m 2
then y ( x) has atleast K zeros in a, b .
b a
22
Exercise 5.4
Find the characteristic values and characteristic functions of each of the following Sturm Liouville
problems.
d2y d2y
1. y 0 ; y(0) = 0, y 0. 2. y 0 ; y(0) = 0, y 0.
dx 2 dx 2 2
d2y d2y
3. y 0 ; y(0) = 0, y 2 0. 4. y 0 ; y(0) = 0, y l 0.
dx 2 dx 2
d2y d2y
5. y 0 ; y(0) = 0, y 0. 6. y 0 ; y(0) = 0, y 0.
dx 2 dx 2 2
d2y d2y
7. y 0 ; y(0) = 0, y 2 0. 8. y 0 ; y(0) = 0, y l 0.
dx 2 dx 2
d2y d2y
9. y 0 ; y (0) = 0, y 0. 10. y 0 ; y (0) = 0, y 0.
dx 2 dx 2
2
d2y d2y
11. y 0 ; y (0) = 0, y 2 0. 12. y 0 ; y (0) = 0, y l 0.
dx 2 dx 2
d2y d2y
13. y 0 ; y (0) = 0, y 0. 14. y 0 ; y (0) = 0, y 0.
dx 2 dx 2
2
d2y d2y
15. y 0 ; y (0) = 0, y 2 0. 16. y 0 ; y (0) = 0, y l 0.
dx 2 dx 2
d2y d dy
17. y 0 ; y ( ) = 0, y 0. 18. x y 0, y(1) = 0, y e 0.
dx 2 dx dx x
d dy d2y
19. x y 0 ; y(1) = 0, y e 0. 20. y 0, y(0) = 0, y y 0 .
dx dx x dx 2
d2y d2y
21. y 0, y 0 y 0 0, y y 0 . 22. y 0, y 0 y 0 0, y 1 y 1 0.
dx 2 dx 2
d2y d dy
23. y 0, y 0 y 2c , y 0 y 2c . 24. x y 0, y 1 y e 2 0
dx 2 dx dx x
d 3 dy
25. x xy 0 ; y(1) = 0, y(e) = 0. 26. y 2 y 1 y 0 ; y(0) = 0, y l 0.
dx dx
d 2 dy
27.
dx
x 1 2
dx x 1
y 0, y(0) = 0, y(1) = 0. [ Hint : Let x = tan t ]
d 1 dy
28. 3 x 2 1 y 0, y(0) = 0, y 0 . [ Hint : Let t x3 x ]
dx 3 x 2 1 dx
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Answers
1. n 2 , n 1, 2,3,..... y ( x) c sin nx, n 1, 2,3,.....
2. 4n 2 , n 1, 2,3,..... y ( x) c sin 2nx, n 1, 2,3,.....
n2 nx
3. , n 1,2,3,..... y ( x) c sin , n 1, 2,3,.....
4 2
n 2 2 n x
4. 2
, n 1, 2,3,..... y ( x) c sin , n 1, 2,3,.....
l l
2
1 1
5. n , n 0,1, 2,3,..... y ( x) c sin n x, n 0,1, 2,3,.....
2 2
2
6. 2n 1 , n 0,1, 2,..... y ( x) c sin(2n 1) x, n 0,1, 2,3,.....
2
2n 1 2n 1
7. , n 0,1, 2,3,..... y ( x) c sin x, n 0,1, 2,3,.....
4 4
2
8. (2n 1)2 , n 0,1, 2,3,..... y ( x) c sin (2n 1) x, n 0,1, 2,3,.....
4l 2 2l
2
1 1
9. n , n 0,1, 2,3,..... y ( x) c cos n x, n 0,1, 2,3,.....
2 2
10. (2n 1)2 , n 0,1, 2,3,..... y ( x) c cos 2n 1 x, n 0,1, 2,3,.....
2
2n 1 2n 1
11. , n 0,1, 2,3,..... y ( x) c cos x, n 0,1, 2,3,.....
4 4
2 2
12. 2n 1 , n 0,1, 2,3,..... y ( x) c cos (2n 1) x, n 0,1, 2,3,.....
4l 2 2l
13. n 2 , n 0,1, 2,3,..... y ( x) c cos(nx), n 0,1, 2,3,.....
14. 4n 2 , n 0,1, 2,3,..... y ( x) c cos(2nx), n 0,1, 2,3,.....
n2 nx
15. , n 0,1, 2,3,..... y ( x) c cos , n 0,1, 2,3,.....
4 2
n 2 2 n x
16. 2
, n 0,1, 2,3,..... y ( x) c cos , n 0,1, 2,3,.....
l l
24
17. n 2 , n 1, 2,3,..... y ( x) c cos(nx ), n 1, 2,3,.....
2
1 1
n , n 0,1, 2,3,..... y ( x) c sin n x, n 0,1, 2,3,.....
2 2
18. n 2 , n 1, 2,3,..... y ( x) c sin(n log x ), n 1, 2,3,.....
2
1 1
19. n , n 0,1, 2,3,..... y ( x) c sin n log x , n 0,1, 2,3,.....
2 2
20. k 2 where k tan k y ( x) c sin kx
21. 1 y ( x) ce x
n 2 , n 1, 2,3,..... y ( x) c(n cos nx sin nx ); n 1, 2,3,.....
22. 1 y ( x) ce x
(n )2 , n 1, 2,3,..... y ( x) c(n cos n x sin n x); n 1, 2,3,.....
2
n n n
23. , n 0,1,2,3,..... y ( x) A cos x B sin x ; n 0,1, 2,...
c c c
2
n n
24. , n 0,1,2,3,..... y ( x) c cos log x ; n 0,1, 2,...
2 2
c
25. 1 n 2 2 , n 1, 2,3,..... y ( x) sin n log x ; n 1, 2,...
x
26. k 2 , where k is a non-zero solution of tan kl k y ( x) c e x sin kx
27. (4n)2 ; n 1, 2,..... y ( x) c sin(4n tan 1 x ) ; n 1, 2,3,....
2
n n
28. 2 ; n 1,2,3,.... y ( x) c sin 2 ( x3 x) , n 1, 2,3,....
1 1
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Assignment-5 4. Let y1 ( x ) 1 x and y2 ( x ) e x be two
--------------------- S C Q --------------------- solutions of y " P( x ) y ' Q( x) y 0 . The
1. The differential equation whose linearly
set of initial condition for which the above
independent solutions are cos 2x , sin 2x
differential equation has no solution is
x
and e is 1. y (0) 2, y '(0) 1
1. D3 D 2 4 D 4 y 0 2. y (1) 0, y '(1) 1
3. y (1) 1, y '(1) 0
2. D3 D 2 4 D 4 y 0 4. y (2) 1, y '(2) 2
3. D3 D 2 4 D 4 y 0 5. The set of linearly independent solutions of
d4y d2y
4. D3 D 2 4 D 4 y 0 the differential equation
dx 4
dx 2
0 is
2. For which of the following pair of functions
y1( x ) and y2 ( x ) , continuous function
1. 1, x, e x , e x
2. 1, x, e x , xe x
P( x ) and q( x ) can be determined on 3. 1, x, e x , xe x 4. 1, x, e x , xe x
[1,1] such that y1( x ) and y2 ( x ) give two 6. The maximum number of linearly
linearly independent solutions of independent solutions of the differential
y " P( x ) y ' q ( x ) y 0, x [1,1] d4y
equation 0, which the condition
1. y1 ( x ) x sin x, y2 ( x) cos x dx 4
y (0) 1, is
2. y1( x ) xe x , y2 ( x) sin x
1. 4 2. 3 3. 2 4. 1
x 1 x
3. y1 ( x ) e , y2 ( x) e 1 7. Let V be the set of all bounded solutions of
4. y1 ( x ) x 2 , y2 ( x) cos x the ODE u "(t ) 4u '(t ) 3u (t ) 0 , t .
Then V
3. Let y1 ( x ) 1 x and y2 ( x ) e x be two
1. is a real vector space of dimension 2.
solutions of y " P( x ) y ' Q( x) y 0 , then
2. is a real vector space of dimension 1.
P( x ) is equal to 3. contains only the trivial function u 0 .
1. 1 x 2. 1 x 4. contains exactly two functions.
1 x 1 x 8. Consider the ODE on , y '( x) f y ( x) .
3. 4.
x x
If f is an even function and y is an odd
function, then
2
1. y ( x) is also a solution d2y dy
2
P( x) q( x) y 0 , a x b .
2. y ( x ) is also a solution dx dx
3. y ( x) is also a solution Where P( x ) and q( x ) are real valued
4. y ( x) y ( x ) is also a solution continuous functions on a, b . If x0 and
9. Let y ( x ) and y ( x) be solutions of x1 , with x0 x1, are consecutive zeros of
y " 2 xy ' (sin x 2 ) y 0 such that (0) 1, y1( x ) in (a, b) then
'(0) 1 and (0) 1, '(0) 2 . Then, 1. y1( x ) ( x x0 ) q0 ( x ), where q0 ( x ) is
the value of the wronskian W ( , ) at continuous on a, b with q0 ( x0 ) 0
x 1 is
2. y1( x ) ( x x0 )2 P0 ( x), where P0 ( x) is
1. 0 2. 1 3. e 4. e2
continuous on a, b with P0 ( x0 ) 0
10. Let y1 and y2 be two linearly independent
3. y2 ( x ) has no zero in ( x0 , x1)
solutions of y " (sin x) y 0 , 0 x 1 . Let
4. y2 ( x0 ) 0 but y2' ( x0 ) 0
g ( x) W ( y1, y2 )( x ) be wronskian of y1
13. Let Y1 ( x ) and Y2 ( x) defined on 0,1 be
and y2 . Then
twice continuously differentiable functions
1. g ' 0 on [0,1]
satisfying Y "( x ) Y '( x) Y ( x) 0 . Let
2. g ' 0 on [0,1]
W ( x) be the wronskian of Y1 and Y2 and
3. g ' vanishes at only one point of [0,1]
1
4. g ' vanishes at all points of 0,1 satisfy W 0 . Then
2
11. Consider the ODE
1. W ( x ) 0 for x 0,1
u "(t ) P(t ) u '(t ) Q(t ) u (t ) R(t ), t [0,1]
1 1
There exist continuous functions P, Q and 2. W ( x ) 0 for x 0, ,1
2 2
R defined on 0,1 and two solutions u1
1
3. W ( x ) 0 for x ,1
and u2 of this ODE such that wronskian of 2
u1 and u2 is 1
4. W ( x ) 0 for x 0,
2
1. W (t ) 2t 1, 0 t 1
14. Let y1 and y2 be two solutions of the
2. W (t ) sin 2 t , 0 t 1
y "(t ) ay '(t ) by (t ) 0, t
3. W (t ) cos 2 t , 0 t 1 problem
y (0) 0
4. W (t ) 1, 0 t 1
Where a and b are real constants. Let W be
12. Let y1( x ) and y2 ( x ) form a fundamental
the wronskian of y1 and y2 . Then
set of solutions of
1. W (t ) 0, t
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2. W (t ) c, t for some positive 18. The set of all eigen values of the strum
constant c Liouville problem y " y 0, y '(0) 0,
3. W is a non-constant positive function
y ' 0 is given by
4. There exists t1, t2 such that 2
W (t1) 0 W (t2 ) 1. 2n, n 1, 2,3,...
2. 2n, n 0,1, 2,3,...
15. The boundary value problem
x 2 y " 2 xy ' 2 y 0, subject to the 3. 4n 2 , n 1, 2,3,...
boundary conditions y (1) y '(1) 1, 4. 4n 2 , n 0,1, 2,3,...
y (2) y '(2) 2 has a unique solution if 19. Let n be a non-negative integer. The eigen
1. 1, 2 2. 1, 2 values of the sturm Liouville problem
2 d2y
3. 2, 2 4. 3, y 0, with boundary conditions
3 dx 2
16. The strum Liouville problem dy dy
y (0) y (2 ), (0) (2 ) are
dx dx
y " 2 y 0, y (0) 0 , y '( ) 0 has its
1. n 2. n 2 2
eigen vectors given by y is equal to
1 3. n 4. n 2
1. sin n x
2 20. The set of real numbers for which the
boundary value
2. sin nx
d2y
problem 2 y 0, y 0 0, y 0
1 dx
3. cos n x
2 has nontrivial solutions is
1. ,0
4. cos nx, where n 0,1, 2,...
17. The eigen values of the strum Liouville
2. n | n is a positive integer
system y " y 0, 0 x , 3. n 2
| n is a positive integer
4.
y (0) 0, y '( ) 0 are (CSIR NET Dec 2017)
n2 (2n 1)2 2 21. Consider the ordinary differential equation
1. 2.
4 4 y " P x y ' Q x y 0 where P and Q
2 2 2
(2n 1) n
3. 4. are smooth functions. Let y1 and y2 be any
4 4
two solutions of the ODE. Let W x be the
4
corresponding Wronskian. Then which of to each non-zero eigen value . There
the following is always true ? correspond
1. If y1 and y2 are linearly dependent then 1. only one eigenfunction
2. two eigen function
x1 , x2 such that W x1 0 and
3. two linearly independent eigen functions
W x2 0
4. two orthogonal eigen functions
2. If y1 and y2 are linearly independent
d2y
3. Let q( x ) y 0, 0 x
then W x 0 x dx 2
dy
3. If y1 and y2 are linearly dependent then y (0) 1, (0) 1, where q( x ) is a
dx
W x 0 x positive monotonically increasing
4. If y1 and y2 are linearly independent continuous function. Then
then W x 0 x 1. y ( x) as x
dy
(CSIR NET June 2018) 2. as x
dx
3. y ( x) has finitely many zeros in [0, )
-------------------------- M C Q ---------------------
4. y ( x) has infinitely many zeros in [0, )
1. Let y1( x ) and y2 ( x ) form a fundamental
4. For the boundary value problem
set of solutions to the differential equation
y " y 0 ; y (0) 0, y (1) 0 , there
y " p( x) y ' q( x) y 0 , a x b , where
exists an eigen value for which there
p( x) and q( x ) are continuous in a, b ,
corresponds an eigen function in (0,1) that
and x0 is a point in (a, b) . Then
1. does not change sign
1. both y1( x ) and y2 ( x ) cannot have a 2. change sign
local maximum at x0 . 3. is positive
2. both y1( x ) and y2 ( x ) cannot have a 4. is negative
5. The solution of the boundary value problem
local minimum at x0
d2y
3. y1( x ) cannot have a local maximum at 2
y cos ec x ; 0 x ,
dx 2
x0 and y2 ( x ) cannot have local
y (0) 0, y 0 is
minimum at x0 simultaneously. 2
1. convex 2. concave
4. both y1( x ) and y2 ( x ) cannot vanish at
3. negative 4. positive
x0 simultaneously.
2. For the boundary value problem
y " y 0, y ( ) y ( ), y '( ) y '( )
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6. Consider the boundary value problem 8. Let y be a nontrivial solution of the
u "( x ) 2u ( x ) ; x (0,1) boundary value problem y " xy 0,
u (0) u (1) 0 x a, b , y (a) y (b) 0 then
If u and u ' are continuous on 0,1 ; then 1. b 0
1. u '2 ( x ) 2u 2 ( x ) u '2 (0) 2. y is monotone in a,0 if a 0 b
1 1 3. y '(a ) 0
2 2 2
2. u ' ( x)dx u ( x) dx 0 4. y has infinitely many zeros in a, b
0 0
3. u '2 ( x ) 2u 2 ( x ) 0 9. Let y1( x ) and y2 ( x ) form a complete set
1 1 of solutions of the differential equation
2 2 2 2
4. u' ( x) dx u ( x ) dx u ' (0)
2
0 0 y " 2 xy ' sin e 2 x y 0, x 0,1 with
7. Consider the boundary value problem
y1 (0) 0, y '(0) 1, y2 (0) 1, y '2 (0) 1 .
(BVP) u " u 0, u (0) u '( ) 0,
Then the wronskian W ( x) of y1( x ) and
d 2u
u" ,
dx 2 y2 ( x ) at x 1 is
Let K denote a nonnegative integer. Then 1. e2 2. e
which of the following are correct ?
3. e 2 4. e
1. There exist eigenvalues of the BVP and
10. Let P, Q be continuous real valued
the corresponding eigen functions
functions defined on 1,1 R, i 1, 2 be
constitute an orthogonal set.
2. The eigenvalues of the BVP are solutions of the ODE :
2 d2y du
1 P( x) Q ( x )u x , x 1,1
K with the corresponding dx 2 dx
2
satisfying u1 0, u2 0 and
1
eigenfunctions sin K x
2 u1 (0) u2 (0) 0 . Let W denote the
3. The eigenvalues of the BVP are wronskian of u1 and u2 then
K 12 with the corresponding 1. u1 and u2 are linearly independent.
eigenfunctions sin K 1 x 2. u1 and u2 are linearly dependent.
4. There exists no nonreal eigenvalues for 3. W ( x ) 0 for all x 1,1
the BVP.
6
4. W ( x ) 0 for some x 1,1 t 0,3 . Then the cardinality of the set
11. Let y : be a solution of ODE t 0,3 : x(t ) 0 is
d2y 1. equal to 1
y e x , x
2
dx
2. greater than or equal to 2
dy (0)
y (0) 0 3. equal to 2
dx
4. greater than or equal to 3
Then
1. y attains its minimum on
15. Consider a boundary value problem
2. y is bounded on
d2y
1 BVP 2 f x with boundary
3. lim e x y ( x ) dx
x 4 conditions y 0 y 1 y ' 1 , where f is
1 a real-valued continuous function on 0,1 .
4. lim e x y ( x)
x 4 Then which of the following are true ?
12. Let P be a continuous function on and W 1. the given BVP has a unique solution for
every f
be the wronskian of two linearly 2. the given BVP does not have a unique
independent solutions y1 and y2 of the solution for some f
x 1
3. y x x t f t dt
ODE :
0
t x xt f t dt
x
d2y dy
dx 2
1 x 2
dx
P( x) y 0, x . Let is a solution of the given BVP
x 1
4. y x
W (1) a, W (2) b and W (3) c , then x t xt f t dt xt f t dt
0 x
1. a 0 and b 0
(CSIR NET Dec 2017)
2. a b c or a b c
16. Consider the differential equation
3.
a b c
d2y dy
2
2 tan x y 0 defined on
a b c dx dx
4. 0 a b and b c 0 , . Which among the following are
2 2
13. The problem y " (1 x) y y , x (0,1) true ?
y (0) y (1) 0 has a non zero solution 1. there is exactly one solution y y x
with y 0 y ' 0 1 and
1. for all 0
2. for all 0,1 y 2 1
3 3
3. for some (2, ) 2. there is exactly one solution y y x
4. for a countable number of ’s with y 0 1, y ' 0 1 and
14. Let x : 0,3 has a non zero solution y 2 1
3 3
2 3. any solution y y x satisfies
of the ODE x "(t ) et x (t ) 0, for
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y " 0 y 0 Answers
4. if y1 and y2 are any two solutions then ----------------------- S C Q --------------------
ax b y1 cx d y2 for some 1. 1 2. 3 3. 4 4. 1
a, b, c, d
5. 1 6. 4 7. 3 8. 1
(CSIR NET Dec 2017)
17. Consider the Sturm-Liouville problem 9. 3 10. 4 11. 4 12. 1
y " y 0, y 0 0 and y 0 . 13. 1 14. 1 15. 1 16. 1
17. 3 18. 4 19. 4 20. 3
Which of the following statements are
21. 4
true ?
1. There exist only countably many
---------------------- M C Q --------------------
characteristic values
1. 1,2,3,4 2. 2,3,4 3. 1,2,3
2. There exist uncountably many
4. 1,2,3,4 5. 1,3 6. 1,2
characteristic values
7. 1,2,4 8. 1,2 9. 2
3. Each characteristic function
10. 2,3 11. 1,3 12. 2,3
corresponding to the characteristic
13. 3,4 14. 2,4 15. 1,3
value has exactly 1 zeros in
16. 1,2,3,4 17. 1,3
0,
4. Each characteristic function
corresponding to the characteristic
value has exactly zeros in
0,
(CSIR NET June 2018)
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Chapter - 6
System of linear ordinary differential equations
Consider the homogeneous linear system
dx dy
ax by and cx dy ......(1)
dt dt
where a, b, c, d are real constants.
x t a b dx
Suppose X and A , then above system can be expressed as AX or X t AX
y t c d dt
Working Rule to find the general solution of (1) :
Step (i) Find the eigen values of A by solving the characteristic equation 2 trA det A 0 .
Suppose 1 and 2 are the eigen values of A.
Step (ii) We have the following different cases :
Case (a) : If 1 and 2 are real and distinct then find eigen vectors corresponding to 1 and 2 , say these
be v1 and v2 . Then the general solution of (1) is given by X t c1v1e1t c2v2e 2t . Here v1e1t
and v2e 2t are two L.I. solutions of (1).
Case (b): If 1 and 2 are complex and distinct, then case (a) is still valid. But a shorter method is given
as : Suppose v1 is an eigen vector corresponding to the eigen value 1 , then one solution of
system (1) is v1e1t . Let w1 and w2 be real and imaginary parts of v1e1t then it can be proved
that w1 and w2 are two L.I. solutions of (1) and so the general solution of (1) is given by
X t c1w1 c2 w2 , c1 , c2 are arbitrary.
Case (c) : If 1 2 (real) and dimension of eigen space of is 2 then suppose v1 and v2 are two L.I.
eigen vectors w.r.t. . Then v1et and v2e t are two L.I. solutions of (1) and so the general
solution of (1) is given by X t c1v1et c2 v2 et
Case (d) : If 1 2 (real) and dimension of eigen space of is one, then suppose one eigen vector
is v1 . Now, construct a new vector v2 which satisfy the equation A I v2 v1. Then two
L.I. solutions of (1) are given by v1et and tv1 v2 e t and so the general solution is given by
2
X t c1v1et c2 tv1 v2 et where c1 , c2 are arbitrary constants.
Autonomous Systems
Def. Autonomous System : Consider the system
dx dy
= F (x , y) = G (x , y) ......(1)
dt dt
where F and G are continuous and have continuous first partial derivative throughout the xy plane.
A system of this kind in which the independent variable t does not appear in the function F and G
is called an autonomous system.
Def. Solution and path of an autonomous system : Consider the autonomous system
dx dy
= F (x , y) = G (x , y) ......(1)
dt dt
By a theorem of system of differential equations , we have that for any given real number t0 and any
pair (x0 , y0) of real numbers , there exists a unique solution x = x(t) , y = y(t) ......(2) of the
system (1) such that x(t0) = x0 and y(t0) = y0 . If x(t) and y(t) are not both constant functions , then
system (2) represents a curve in xy–plane which is called path (or orbit or trajectory) of the system (1).
Def. Critical point : Given the autonomous system
dx dy
= F (x , y) and = G (x , y) ......(1)
dt dt
a point (x0 , y0) at which both F(x0 , y0) = 0 and G(x0 , y0) = 0 is called a critical point of (1).
A critical point is also called equilibrium point or singular point.
Def. Isolated critical point : A critical point (x0 , y0) of the autonomous system
dx dy
= F (x , y) = G (x , y) ......(1)
dt dt
is called an isolated critical point if there exist a circle (x x0)2 + (y y0)2 = r2 about the point (x0 , y0)
such that (x0 , y0) is the only critical point of (1) within this circle.
Note : For convenience , we shall take the critical point (x0 , y0) to be the origin (0 , 0). There is no
loss in generality in doing so , for if (x0 , y0) (0 , 0) , then the translation of coordinates
= x – x0 , = y – y0 transforms (x0 , y0) into the origin in plane.
Def. Let x = x(t) , y = y(t) is a solution which prametrically represents the path C , and let (0 , 0)
dx dy
be a critical point of the autonomous system = F (x , y) = G (x , y).
dt dt
Then we say that the path C approaches the critical point (0 , 0) as t if
lim x(t) = 0 and lim y(t) = 0.
t t
In like manner , a path C1 approaches the critical point (0 , 0) as t if
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lim x1 (t) = 0 and lim y1 (t) = 0
t t
where x = x1(t) and y = y1 (t) is a solution defining the path C1.
Def. Let x = x(t) and y = y(t) be a solution which parametrically represents the path C and let (0 , 0)
dx dy
be the critical point of the autonomous system = F (x , y) , = G (x , y) to which C
dt dt
y (t )
approaches as t . Then we say that C enters the critical point (0 , 0) , as t if lim
t x (t )
exists or if this quotient becomes either positively or negatively infinite as t .
y (t )
We observe that the quotient represents the slope of the line joining critical point (0 , 0) and a
x (t )
point R with coordinates (x(t) , y(t)) on C. Thus when we say that a path C enters the critical point
(0 , 0)as t we mean that the line joining (0 , 0) and a point R tracing out C approaches a
definite ‘limiting’ direction as t .
Types of critical points
Def. Center : The isolated critical point (0, 0) of autonomous system is called a center if there exists a
neighbourhood of (0, 0) which contains a countably infinite number of closed path Cn (n = 1, 2 ,…..) ,
each of which contains (0 , 0) in its interior , and which are such that the diameters of the paths
approach 0 as n , but (0 , 0) is not approached by any path either as t or as t .
x
0
The critical point (0 , 0) of adjoining figure is called a center. Such a point is surrounded by an
infinite family of closed paths , members of which are arbitrarily close to (0 , 0) , but it is not
approached by any path either as t or as t .
4
Def. Saddle Point : The isolated critical point (0 , 0) is called a saddle point if there exist a
neighbourhood of (0 , 0) in which the following two conditions hold :
(i) There exist two paths which approach and enter (0, 0) from a pair of opposite directions as t ,
and there exist two paths which approach and enter (0, 0) from a different pair of opposite
directions as t .
(ii) In each of the four domains between any two of the four directions in (i) there are infinitely many
paths which are arbitrarily close to (0 , 0) but which do not approach (0 , 0) either as t or
as t .
The critical point (0 , 0) of adjoining figure is a saddle point which is such that
D R2 y
B
R3
x
O R1
C
A R4
(i) It is approached and entered by two half-line paths (A0 and B0) as t , these two paths
forming the geometric curve AB.
(ii) It is approached and entered by two half – line path (C0 and D0) as t , these two paths
forming the geometric curve CD.
(iii) Between the four half – line paths described in (i) and (ii) there are four domains R1 , R3 , R3 , R4 ,
each containing an infinite family of semi – hyperbolic like paths which do not approach (0 , 0)
as t or as t , but which become asymptotic to one or another of the four half – line
paths as t and as t .
Def. Focal point/Spiral point : The isolated critical point (0, 0) is called a spiral point (or focal point)
if there exists a neighbourhood of (0 , 0) such that every path C in this neighbourhood has the
following properties :
(i) C is defined for all t > t0 (or for all t < t0 ) for some number t0.
(ii) C approaches (0 , 0) as t (or as t ).
(iii) C approaches (0 , 0) in a spiral – like manner , winding around (0 , 0) an infinite number of times
as t (or as t ).
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The critical point (0 , 0) in the above figure is a spiral point (or focal point). This point is approached
in a spiral – like manner by an infinite family of paths as t (or as t ). Here , while the
paths approach (0, 0) , they do not enter it. That is a point R tracing such a path C approaches O (0 , 0)
as t (or as t ), but the line OR does not tend to a definite direction , since the path
constantly winds about O.
Def. Node : The isolated critical point (0 , 0) is called a node if there exist a neighbourhood of (0 , 0)
such that every path C in this neighbourhood has the following properties :
(i) C is defined for all t > t0 (or for all t < t0) for some number t0.
(ii) C approaches (0 , 0) as t (or as t ).
(iii) C enters (0 , 0) as t [or as t ].
The critical point (0 , 0) in the above figure is a node. This
point is not only approached but also entered by an infinite
family of paths as t (or as t ). That is , a point R
tracing such a path not only approaches O but does so in
such a way that the line OR tends to a definite direction as
t (or as t ). In above figure , there are four
rectilinear paths AO , BO , CO and DO. All other paths are
like “semiparabolas” As each of these
semiparabolic – like paths approaches O , its slope
approaches that of the line AB.
Def. Stability: Let (0 , 0) is an isolated critical point of the autonomous system
dx dy
= F (x , y) , = G (x , y) .......(1)
dt dt
Let C be a path of (1) and let x = x(t) , y = y(t) be a solution of (1) defining C parametrically.
6
Let
D (t ) [ x(t )]2 [ y (t )]2 ......(2)
denote the distance between the critical point (0 , 0) and the point R : (x(t) , y(t)) on C. The critical
point (0 , 0) is called stable if for every number > 0 , there exists a number > 0 such that the
following is true : Every path C for which
D(t0) < for some value t0 ......(3)
is defined for all t t0 and is such that
D(t) < for t0 t < ......(4)
Analysis of the definition : According to (2) , the inequality D(t0) < for some value t0 in (3) ,
means that the distance between the critical point (0 , 0) and the point R on the path C must be less
than at t = t0. This means that at t = t0 , R lies within the circle K1 of radius about (0 , 0).
Similarly the inequality D(t) < for t0 t < in (4) means that the distance between (0 , 0) and R
is less than for all t t0 , and hence that for t t0 , R lies within the circle K2 of radius about
(0 , 0). Now if (0 , 0) is stable , then every path C which is inside the circle K1 of radius at t = t0
will remain inside the circle K2 of radius t t0.
Asymptotic Stability : Let (0 , 0) is an isolated critical point of the system
dx dy
= F (x , y) , = G (x , y) ......(1)
dt dt
Let C be a path of (1) and let x = x(t) , y = y(t) be a solution of (1) representing C parametrically.
Let
D (t ) [ x(t )]2 [ y (t )]2 .......(2)
denote the distance between the critical point (0 , 0) and the point R : (x(t) , y(t)) on C. The critical
point (0 , 0) is called asymptotically stable if
(i) It is stable and
(ii) There exist a number 0 > 0 such that if
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D(t0) < 0 ......(3)
for some value t0 , then
lim x(t) = 0 , lim y(t) = 0 ......(4)
t t
Def. A critical point is called unstable if it not stable.
Illustration : (i) Centre , spiral point and node are stable.
(ii) Out of these three , the spiral point and the node are asymptotically stable.
(iii) If the directions of the paths in the figures of spiral point and node are reversed , then they
become unstable.
(iv) Saddle point is unstable.
Critical points and paths of linear systems : We consider the linear system
dx
= ax + by
dt
dy
= cx + dy .......(1) where a , b , c , d are real constants.
dt
We attempt to determine a solution of the form
x = A e t
y = B e t .......(2) where A , B and are constants.
If we put (2) in (1) , we obtain
A e t = a A e t + b B e t
B et = c A e t + d B et which gives
(a – )A + bB = 0
a A + (b – ) B = 0 .......(3)
This system obviously has the trivial solution A B 0 . But this would give only the trivial solution
x = 0 , y = 0 of the system (1). Thus we seek non – trivial solution of the system (3). A necessary and
sufficient condition that this system have a non-trivial solution is that the determinant
a b
0 ......(4)
a d
This gives the quadratic equation
2 – (a + d) + (ad – bc) = 0 ......(5)
8
This equation is called the characteristic equation associated with the system (1). Its roots 1 and 2
are called the characteristic roots.
If the pair (2) is to be a solution of the system (1) , then in (2) must be one of these roots.
Note : We summarize our results in the following table :
Sr. No. Nature of Roots 1 , 2 Nature of Critical Stability of critical point
point
1. Real, unequal, same Node Asymptotically stable if roots are
sign negative and unstable if roots are
positive.
2. Real,unequal, opposite Saddle point Unstable.
sign
3. Real and equal. Node Asymptotically stable if roots are
negative and unstable if roots are
positive.
4. Conjugate complex but Spiral point Asymptotically stable if real part of roots
not pure imaginary. is negative and unstable if real part of
roots is positive.
5. Pure imaginary Center Stable but not asymptotically stable.
Example 1 : Determine the nature of the critical point (0 , 0) of the system
dx
2x 7 y
dt
.......(1)
dy
3x 8 y
dt
and determine whether or not the point is stable.
Solution : Comparing system (1) with standard system
dx
ax by
dt
dy
cx dy
dt
we get , a = 2 , b = – 7 , c = 3 and d = – 8.
We know that characteristic equation is 2 – (a + d) + (ad – bc) = 0
i.e 2 + 6 + 5 = 0 ......(2)
Hence the roots of characteristic equation are 1 = – 5 and 2 = – 1. Since the roots are real ,
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unequal and of the same sign (both negative) , we conclude that the critical point (0 , 0) of (1) is a
node. Since the roots are real and negative , the point is asymptotically stable.
Example 2 : Determine the nature of the critical point (0, 0) of the system
dx
2x 4 y
dt
…...(1)
dy
2x 6 y
dt
and determine whether or not the point is stable.
Solution : Here a = 2 , b = 4 , c = – 2 , d = 6. The characteristic equation is
2 – 8 + 20 = 0
and its roots are 4 2i . Since these roots are conjugate complex but not pure imaginary, so critical
point (0 , 0) is a spiral point. Since the real part of the conjugate complex roots is positive , the point
is unstable.
Exercise 6.1
Find the general solution of each of the following linear systems:
dx dy dx dy dx dy
(1) 5 x 2 y, 4x y (2) x 2 y, 3x 2 y (3) 3x y, 4x 3 y
dt dt dt dt dt dt
dx dy dx dy dx dy
(4) 3 x 4 y, 2x 3 y (5) x 3 y, 3x y (6) x 4 y, x y
dt dt dt dt dt dt
dx dy dx dy dx dy
(7) x 3 y, 3x y (8) 4 x 2 y, 5x 2 y (9) 3x 2 y, 2x 3 y
dt dt dt dt dt dt
dx dy dx dy
(10) 3 x y, 4x y (11) 5 x 4 y, x y
dt dt dt dt
Find the particular solution of each of the following linear systems:
dx dy
(12) 2 x 7 y, 3x 2 y; x 0 9, y 0 1
dt dt
dx dy
(13) 2 x 8 y, x 6 y; x 0 4, y 0 1
dt dt
dx dy
(14) 6 x 4 y, x 2 y; x 0 2, y 0 3
dt dt
10
x t
Find the general solution of each of the following homogeneous linear systems, where X has
y t
been used.
dX 1 2 dX 1 4 dX 3 1 dX 6 4
(15) X (16) X (17) X (18) X
dt 3 2 dt 1 1 dt 4 1 dt 1 2
Answers
1. x1 c1et c2e3t , x2 2c1et c2e3t
2. x1 c1e t 2c2e 4 t , x2 c1e t 3c2e 4 t
3. x1 c1et c2e5t , x2 2c1et 2c2e5t
4. x1 2c1et c2e t , x2 c1et c2e t
5. x1 c1e2 t c2e 4 t , x2 c1e 2 t c2e 4 t
6. x1 2c1 cos 2t et 2c2 sin 2t et , x2 c1 sin 2t et c2 cos 2t et
7. x1 c1 cos3t et c2 sin 3t et , x2 c1 sin 3t et c2 cos3t et
8. x1 2c1 cos3t e3t c2e3t (cos 3t 3sin 3t ), x2 2c1 e3t sin 3t c2 e3t (sin 3t 3cos3t )
9. x1 c1 e3t sin 2t c2 e3t cos 2t , x2 c1 e3t cos 2t c2 e3t sin 2t
10. x1 c1et c2 (t 1) et , x2 2c1 et c2 (2t 1)et
11. x1 2c1 e3t c2 (2t 1) e3t , x2 c1e3t c2t e3t
12. x1 2 e5t 7e 5t , x2 2e5t 3 e5t
13. x1 (4 cos 2t 8sin 2t ) e 4t , x2 (cos 2t 3sin 2t ) e 4 t
14. x1 2 8t e4t , x2 (3 4t ) e 4t
15. x1 c1 e t 2c2 e 4 t , x2 c1 e t 3c2 e4 t
16. x1 2c1 et sin 2t 2c2 et cos 2t , x2 c1 et cos 2t c2 et sin 2t
17. x1 (c1 t c2 ) et , x2 2c1 c2 (2t 1) et
18. x1 2c1 e 4t c2 (2t 1) e 4t , x2 c1 e 4t c2 t e 4t
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Critical points and paths of non-linear system
Theorem (A) : Basic theorems on non-linear system : We now consider the non-linear real
autonomous system
dx
P ( x, y )
dt
……(*)
dy
Q ( x, y )
dt
We assume that the system (*) has an isolated critical point which we shall choose to be origin (0, 0).
We now further assume that the functions P and Q in the right members of (*) are such that P( x, y )
and Q( x, y ) can be written in the form
P( x, y ) ax by P1 ( x, y )
…..(**)
Q ( x, y ) cx dy Q1 ( x, y )
where
a b
I. a, b, c, d are real constants and 0 and
c d
II. P1 and Q1 have continuous first partial derivatives for all ( x, y ) and are such that
P1( x, y ) Q1 ( x, y )
lim lim 0 …..(1)
( x , y )(0,0) x 2 y 2 ( x , y )(0,0) x 2 y 2
Thus the system under consideration may be written in the form
dx
ax by P1( x, y )
dt
dy
cx dy Q1 ( x, y )
dt
where a, b, c, d , P1 and Q1 satisfy the requirements (1) and (II)
Theorem (B) : Consider the non linear system
dx
ax by P1( x, y ) …..(2)
dt
dy
cx dy Q1 ( x, y )
dt
where a, b, c, d , P1 and Q1 satisfy the requirements (1) and (II) above consider also the corresponding
linear system
dx
ax by ….(3)
dt
dy
cx dy
dt
12
obtained from (2) by neglecting the nonlinear terms P1 ( x, y ) and Q1 ( x, y ) . Both systems have an
isolated critical point at (0, 0). Let 1 and 2 be the roots of the characteristic equation
2 (a d ) (ad bc) 0 ……(4)
of the linear system (3).
Conclusions : 1. The critical point (0, 0) of the nonlinear system (2) is of the same type as that of the
linear system (3) in the following cases :
Sr. Nature of root 1 , 2 Nature of critical point Stability of critical point
No.
1. Real, unequal, same (0, 0) is a node for both Asymptotically stable if roots are
sign system (2) and (3) negative and unstable if roots are
positive
2. Real, unequal, opposite (0, 0) is a saddle point for Unstable
sign both system (2) and (3)
3. Real, equal and system (0, 0) is a node for both Asymptotically stable if roots are
is not such that systems (2) and (3) negative and unstable if roots are
a d 0, b c 0 positive.
4. Real, equal and system (0, 0) is a node of (3) but Asymptotically stable if roots are
(3) is such that (0, 0) may be either a node negative and unstable if roots are
a d 0, b c 0 or a spiral point of (2) positive.
5. Pure imaginary (0, 0) is a centre of (3) but (0, 0) is stable critical point of (3), it is
(0, 0) may be either a not necessarily a stable critical point
centre or a spiral point of of (2).
(2).
6. Conjugate complex but (0, 0) is a spiral point for Asymptotically stable if real part of
not pure imaginary both systems (2) and (3) roots is negative and unstable if real
part of roots is positive.
dx
8x y 2
dt
Example 1 : Determine the nature of the critical point (0, 0) of the system ……(1)
dy 2
6 y 6 x
dt
and determine whether or not the point is stable.
Solution : System (1) is of the form (2) and that the hypotheses of theorem (A) and (B) are satisfied.
To determine the type of critical point (0, 0), we consider the linear system
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dx
8x
dt
dy
6 y
dt
of the form (3). The characteristic equation of this system is 2 2 48 0 and thus the roots are
1 8 and 2 6 . Since roots are real, unequal and of opposite sign, so critical point (0, 0) of the
given nonlinear system is a saddle point. So it is unstable. By definition, the critical points of this
system must simultaneously satisfy the system of algebraic equations 8 x y 2 0 , 6 y 6 x 2 0
From the second equation of this pair, y x 2 . Then, substituting this into the first equation of the pair,
we obtain 8 x x 4 0 , which factors into x(2 x )(4 2 x x 2 ) 0
This equation has only two real roots x 0 and x 2 . Thus we obtain two real critical points (0, 0),
and (2, 4).
We now investigate the type and stability of the other critical point (2, 4). To do this we make
the translation of coordinates x 2, y 4 which transforms the critical point x 2, y 4
into the origin 0 in the plane. We now transforms the given system into , coordinates.
d
8 8 2 …….(2)
dt
d
24 6 6 2
dt
The system (2) is of the form (2) and hypotheses of theorem (A) and (B) are satisfied in these
coordinates. To determine the type of the critical point 0 of (2), we consider the system
d
8 8
dt
d
24 6
dt
The characteristic equation of this linear system is 2 2 144 0
The roots of this system are 1 143 i which are conjugate complex with real part not zero, so
0 of non linear system (2) is a spiral point and since real part is positive so it is a unstable
spiral point. So the given system (1) has two real critical point namely
1. critical point (0, 0) ; a saddle point ; unstable.
2. critical point (2, 4) ; a spiral point ; unstable.
14
Exercise 6.2
1. Determine the nature of the critical point (0, 0) of the system
dx
x 4 y x2
dt
dy
6 x y 2 xy
dt
and determine whether or not the point is stable.
2. Determine the nature of critical point (0, 0) of the system
dx
sin x 4 y
dt
dy
sin 2 x 5 y
dt
and determine whether or not the point is stable.
Answers
1. saddle point ; unstable 2. node ; asymptotically stable
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Assignment-6 y t dy
4. Let y t 1 satisfy Ay; t 0
--------------------- S C Q --------------------- y2 t dt
x (t ) 0
1. The general solution and y 0 where A is a 2 2
of the system 1
y (t )
x ' x 2 y constant matrix with real entries satisfying
is given by trace A=0 and detA>0. Then
y ' 4x y
y1 t and y2 t both are
c e3t c2e 3t 1. monotonically decreasing functions of
1. 1
2c e3t c e 3t t.
1 2
2. monotonically increasing functions of t.
ce 3t
3. oscillating functions of t.
2. 1 4. constant functions of t.
c e 3t
2 (CSIR NET Dec 2012)
c e3t c2e3t
3. 1 5. Consider the system of ODE in
2c e3t c e 3t
1 2 dy 0
c e3t c2e 3t 2 , AY , Y 0 , t 0 where
4. 1
dt 1
2c e3t c e 3t 1 1 y t
1 2
A and Y t 1 .
(GATE 2001) 0 1 y2 t
Then
2. The general solution of the system of
1. y1 t and y2 t are monotonically
differential equations
dz increasing for t 0
y 0 2. y1 t and y2 t are monotonically
dx
dy increasing for t 1
z0
dx 3. y1 t and y2 t are monotonically
is given by decreasing for t 0
x x x x
1. y e e , z e e 4. y1 t and y2 t are monotonically
2. y cos x sin x, z sin x cos x decreasing for t 1
3. y sin x cos x, z cos x sin x (CSIR NET Dec 2015)
4. y e x e x , z e x e x
(GATE 2005) 2 1 0 x1 (t )
6. Let A 0 2 1 , x(t ) x2 (t ) and
3. Let a, b R . Let y ( y1, y2 )t be a solution 0 0 2 x3 (t )
of the system of equation 2 2 2
| x (t ) | ( x1 (t ) x2 (t ) x3 (t ))1/2
y1' y2 , y2' ay1 by2 . Then any solution of the first order system
Every solution y ( x) 0 as x , if of the ordinary differential equation
1. a 0, b 0 2. a 0, b 0 x(t ) Ax(t )
3. a 0, b 0 4. a 0, b 0 satisfies
x (0) x0
(GATE 2008) 1. lim | x(t ) | 0
t
2
2. lim | x(t ) | 1
t
dy
3. lim | x(t ) | 2 Ay; t 0; y 0 1 . Then
t dt 1
4. lim | x(t ) | 12
t 2
t
(CSIR NET June 2016) 1. y1 t 1 t , y2 t 1 t , y3 t 1.
2
t2
---------------------- M C Q -------------------- 2. y1 t 1 t , y2 t 1 t , y3 t 1.
2
1. Consider the first order system of linear t2
3. y1 t 1, y2 t 1 t , y3 t 1 t .
dX 3 2 2
equations AX ; A ; tA
dt 2 1 4. y1 t e y 0 .
x t (CSIR NET Dec 2013)
X 1 . Then
x2 t 4. The critical point of the system
1. the coefficient matrix A has a repeated dy dy
eigenvalue =1 4 x y, x 2 y is an
dx dt
2. there is only one linearly independent
1. asymptotically stable node
1 2. unstable node
eigenvector X 1
1 3. asymptotically stable spiral
3. the general solution of the ODE is 4. unstable spiral
aX 1 bX 2 e , where a, b are arbitrary (CSIR NET June 2015)
t 5. Let ( x (t ), y (t )) satisfy for t 0
1
constants and X1 , X 2 1 dx dy
1 t x y, y, x(0) y (0) 1,
2 dt dt
4. the vectors X 1 and X 2 in the option 3 Then x(t ) is equal to
given above are linearly independent 1. e t t y (t )
(CSIR NET Dec 2011)
2. y (t )
2. Consider the system of ODE 3. e t (1 t )
d 2 4. y (t )
Y AY , Y 0 ; where
dx 1 (CSIR NET Dec 2016)
1 2 y1 x
A and Y . Then 6. Consider a system of first order differential
0 1 y2 x d x t x t y t
1. y1 x and y2 x 0 as x
equations
dt y t y t
2. y1 x 0 and y2 x 0 as x The solution space is spanned by
3. y1 x and y2 x as x 0 et
1. t and
4. y1 x , y2 x as x e 0
t
(CSIR NET June 2012) e cosh t
2. and t
0 e
0 1 0 y1 t e t
sinh t
3. and
3. Let A 0 0 1 and y y2 t satisfy t t
0 0 0 y t 2e e
3
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t 1 t
et e e
4. and 2
0
t
e
7. Consider the system of differential equations
dx
2x 7 y
dt
dy
3x 8 y
dt
Then the critical point 0,0 of the system
is an
1. asymptotically stable node
2. unstable node
3. asymptotically stable spiral
4. unstable spiral
(CSIR NET June 2018)
Answers
----------------------- S C Q --------------------
1. 1 2. 3 3. 1
4. 3 5. 4 6. 1
---------------------- M C Q --------------------
1. 1,2,3,4 2. 1 3. 1
4. 1 5. 1,3 6. 3,4
7. 1
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Chapter - 7
Existence and uniqueness problems
Def. Lipschitz condition : A function f x, y defined in domain D is said to satisfy the Lipschitz
condition w.r.t. y in D if, these exists constant K such that f x, y1 f x, y2 K y1 y2 , for all
x, y1 , x, y2 D . Here the constant K is known as Lipschitz constant.
f
Theorem (1) : Suppose f x, y is a function defined and continuous in a domain D such that
y
exists and bounded in D then f x, y satisfy the Lipschitz condition with the Lipschitz constant
f
max , x, y D .
y
f
Remark: Boundness of is only a sufficient condition for the Lip. Condition but not necessary i.e.
y
f
If is not bounded then nothing can be said about Lipschitz condition.
y
Theorem (2) : CauchyPeano Existence theorem :
Hypothesis : Consider the initial value problem
dy
f x, y ......(1)
dx
and y x0 y0 ......(2)
Suppose f x, y is continuous in the closed rectangle R defined by
R x, y : x x0 a, y y0 b
Conclusion : (i) These exist a solution x of (1) and (2).
b
(ii) This solution x is defined at least on the interval x0 h, x0 h , where h min a, and
M
f x, y M for all x R
2
Theorem (3) : Picard’s Uniqueness theorem :
Hypothesis : Consider the I.V.P.
dy
f x, y ......(1)
dx
and y x0 y0 ......(2)
Suppose the function f x, y is C , Lip in the rectangle R x, y : x x0 a, y y0 b
Conclusion : (i) These exist a unique solution x of (1)and (2) .
b
(ii) This solution x is defined atleast on the interval x0 h, x0 h , where h min a, and
M
f x, y M for all x R
Remark : If the function f x, y is not C , Lip then nothing can be said about existence and
uniqueness of the solution.
Exercise 7.1
1. Which of the following functions satisfies a Lipschitz condition in the rectangle R defined by
R x, y : x a, y b, a 0, b 0
(i) f x, y x 2 y 2 (ii) f x, y x sin y y cos x (iii) f x, y x 2 e x y
1
(iv) f x, y xy 2
(v) f x, y y y 3
(vi) f x, y y 3
2 2 3
(vii) f x, y y 3 (viii) f x, y y 5 (ix) f x, y y 2
5 2 3
(x) f x, y y 2 (xi) f x, y xy 3 (xii) f x, y xy 2
(xiii) f x, y y (xiv) f x, y x y (xv) f x, y y
3 5
(xvi) f x, y xy (xvii) f x, y y 5 (xviii) f x, y y 3
(xix) f x, y sin y (xx) f x, y 1 x 2 y
(xxi) f x, y g x y where g x is continuous on R.
(xxii) f x, y 1 g 2 x y , where g x is continuous on R.
(xxiii) f x, y a0 x y 2 a1 x y a2 x , where a0 , a1 and a2 are continuous functions on R.
(xxiv) f x, y x y
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2. Which of the following functions satisfies a Lipschitz condition in the rectangle R defined by
R x, y : x 3 1, y 2.
(i) f x, y x 2 y 2 (ii) f x, y x sin y y cos x (iii) f x, y x 2 e x y
1
(iv) f x, y xy (v) f x, y y 2 y 3 (vi) f x, y y 3
2 2 3
(vii) f x, y y 3 (viii) f x, y y 5 (ix) f x, y y 2
5 2 3
(x) f x, y y 2
(xi) f x, y xy 3
(xii) f x, y xy 2
(xiii) f x, y y (xiv) f x, y x y (xv) f x, y y
3 5
(xvi) f x, y xy (xvii) f x, y y 5 (xviii) f x, y y 3
(xix) f x, y sin y (xx) f x, y 1 x 2 y
(xxi) f x, y g x y where g x is continuous on R.
(xxii) f x, y 1 g 2 x y , where g x is continuous on R.
(xxiii) f x, y a0 x y 2 a1 x y a2 x , where a0 , a1 and a2 are continuous functions on R.
(xxiv) f x, y x y
3. Which of the following functions satisfies a Lipschitz condition in the rectangle R defined by
R x, y : x 3 1, y 3 2.
(i) f x, y x 2 y 2 (ii) f x, y x sin y y cos x (iii) f x, y x 2 e x y
1
(iv) f x, y xy (v) f x, y y 2 y 3 (vi) f x, y y 3
2 2 3
(vii) f x, y y 3 (viii) f x, y y 5 (ix) f x, y y 2
5 2 3
(x) f x, y y 2 (xi) f x, y xy 3 (xii) f x, y xy 2
(xiii) f x, y y (xiv) f x, y x y (xv) f x, y y
3 5
(xvi) f x, y xy (xvii) f x, y y 5 (xviii) f x, y y 3
4
(xix) f x, y sin y (xx) f x, y 1 x 2 y
(xxi) f x, y g x y where g x is continuous on R.
(xxii) f x, y 1 g 2 x y , where g x is continuous on R.
(xxiii) f x, y a0 x y 2 a1 x y a2 x , where a0 , a1 and a2 are continuous functions on R.
(xxiv) f x, y x y
4. Discuss the existence and uniqueness of the following initial value problems. Also find the
solution, wherever possible:
4 4 4
dy dy dy
(i) y 3 , y 0 0 (ii) y 3 , y 0 1 (iii) y 3 , y 1 0
dx dx dx
4 2 2
dy dy dy
(iv) y 3 , y 1 1 (v) y 3 , y 0 0 (vi) y 3 , y 0 1
dx dx dx
2 2
dy dy dy
(vii) y 3 , y 1 0 (viii) y 3 , y 1 1 (ix) y , y 0 0
dx dx dx
dy dy dy
(x) y , y 0 1 (xi) y , y 1 0 (xii) y , y 1 1
dx dx dx
dy dy
(xiii) y 2 , y 0 1 [ NET June 2013 ] (xiv) 1 x 2 y, y 0 1
dx dx
dy
(xv) 1 f 2 x y , y 0 1, where f is continuous on R [ NET DEC 2011 ]
dx
dy dy 2 y
(xvi) 1 y 2 , y 0 0 (xvii) e , y 0 0
dx dx
1
dy dy
(xviii) xy 3 , y 0 0 [ NET June 2013 ] (xix) y , y 1 0
dx dx
2
dy dy
(xx) 60 y 5 , y 0 0 [ NET Dec. 2012 ] (xxi) x 3 y , y 1 1
dx dx
dy
(xxii) f x y x , y 0 1, where f is a continuous function on R [ NET June 2012 ]
dx
5. Find the largest possible interval for x in which Picard’s uniqueness theorem (PUT) guarantees the
existence of a unique solution. Also, wherever possible, find the interval for x in which the
solution actually exist.
dy dy 2 y dy 2
(i) 1 y 2 ; y 0 0 (ii) e , y 0 0 (iii) x y 2 , y 0 0
dx dx dx
dy dy
(iv) 16 y 2 , y 0 0 (v) y , y 0 1, R : x 1, y 1 1
dx dx
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dy 1 2 x 3 y
(vi) , y 0 0, R : x 2, y 1
dx 2 x 2 y 2
dy 1 x y
(vii) , y 1 1, R : x 1 1, y 1 1
dx 2 x 2 y 2
dy 2 xy
(viii) , y 1 1, R : x 1 1, y 1 1
dx 4 x 2 y 2
dy 3xy
(ix) , y 0 0, R : x 1, y 2
dx 2 cos xy
Answers
1. (i) Yes (ii) Yes (iii) Yes (iv) Yes (v) Yes
(vi) No (vii) No (viii) No (ix) Yes (x) Yes
(xi) No (xii) Yes (xiii) No (xiv) No (xv) No
(xvi) No (xvii) No (xviii) Yes (xix) Yes (xx) Yes
(xxi) Yes (xxii) Yes (xxiii) Yes (xxiv) Yes
2. (i) Yes (ii) Yes (iii) Yes (iv) Yes (v) Yes
(vi) No (vii) No (viii) No (ix) Yes (x) Yes
(xi) No (xii) Yes (xiii) No (xiv) No (xv) No
(xvi) No (xvii) No (xviii) Yes (xix) Yes (xx) Yes
(xxi) Yes (xxii) Yes (xxiii) Yes (xxiv) Yes
3. (i) Yes (ii) Yes (iii) Yes (iv) Yes (v) Yes
(vi) Yes (vii) Yes (viii) Yes (ix) Yes (x) Yes
(xi) Yes (xii) Yes (xiii) Yes (xiv) Yes (xv) Yes
(xvi) Yes (xvii) Yes (xviii) Yes (xix) Yes (xx) Yes
(xxi) Yes (xxii) Yes (xxiii) Yes (xxiv) Yes
4. (i) trivial solution , no actual solution, unique solution
1
3
(ii) y 3 , non trivial solution, unique solution
3 x
(iii) trivial solution, no actual solution, unique solution
1
1
3 y03
(iv) y3 1 2
, non trivial solution, unique solution
y03 x 3 x0 y03
6
1
x
(v) trivial solution, y3 , infinite solution
3
1
x3
(vi) y3 , non trivial solution
3
1
x 1
(vii) trivial solution, y 3 , infinite solution
3
1 1
x x0
(viii) y3 y03 , non trivial solution
3
1
x
(ix) trivial solution, y2 , infinite solution
2
1
x2
(x) y 2 , non trivial solution, unique solution
2
1
x 1
(xi) trivial solution, y2 , infinite solution
2
1 1
x x0
(xii) y2 y02 , non trivial solution
2
1
(xiii) y , non trivial solution
1 x
x3
x
(xiv) y e 3 , non trivial solution, unique solution
x f 2 ( x ) dx
(xv) y e , non trivial solution
(xvi) y tan x , non trivial solution, unique solution
1
(xvii) y log(1 2 x ) , non trivial solution, unique solution
2
2
x2
(xviii) y3 , trivial solution, infinite solution
3
1
x 1
(xix) y2 , trivial solution, infinite solution
2
3
(xx) y 5 36 x , trivial solution, infinite solution
(xxi) y x 3 , non trivial solution, unique solution
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f ( x ) dx
(xxii) y e , non trivial solution, unique solution
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Assignment-7 1. a unique solutions in .
--------------------- S C Q --------------------- 2. N number of distinct solution in .
1. The initial value problem 3. no solution in any interval containing 0
dy for some P.
x2 x dx
(2 x 1) y, y ( x0 ) y0
4. a unique solution in an interval
has a unique solution, if ( x0 , y0 ) equals containing 0.
1. (2, 1) 2. (1, 1) (CSIR NET June 2011)
3. (0, 0) 4. (0, 1)
(GATE 2002) 6. Consider the equation
dy
1 f 2 t y t , y 0 1:t , 0 where f
2. The initial value problem dt
d 2 y dy is a bounded continuous function on
x 2 xy 0 ; 0, . Then
dx dx
dy 1. This equation admits a unique solution
y (0) 1, 0 has y(t ) and further lim y (t ) exists and is
dx x 0 t
1. a unique solution finite
2. no solution 2. This equation admits two linearly
3. infinitely many solutions independent solutions
4. two linearly independent solutions 3. This equation admits a bounded
(GATE 2006) solution for which lim y t does not
t
3. The initial value problem exist
dy 4. This equation admits a unique solution
x y x 2 , x 0; y (0) 0, has y t and further lim y t
dx t
1. infinitely many solutions (CSIR NET Dec 2011)
2. exactly two solutions
3. a unique solution 7. Consider the initial value problem
4. no solution
y t f t y t , y 0 1 where f :
(GATE 2011)
is continuous. Then this initial value
y2 problem has
4. Let y be a solution of y ' e 1 on [0,1] 1. infinitely many solutions for some f.
which satisfies y (0) 0. Then,
2. a unique solution in .
1. y ( x) 0 for x 0
2. y ( x) 0 for x 0 3. no solution in for some f.
3. y changes sign in [0, 1] 4. a solution in an interval containing 0,
4. y 0 for x 0 but not on for some f.
(GATE 2008)
(CSIR NET June 2012)
5. Let P be a polynomial of degree N, with
N 2. Then the initial value problem
u t P u t , u 0 1 has always
2
8. Let y1 x and y2 x be the solutions of the 2. no solution if a 0
3. infinitely many solutions if a 0
dy
differential equation y 17 with 4. a unique solution if a 0
dx (CSIR NET June 2015)
initial conditions y1 0 0, y2 0 1. Then 13. Consider the ordinary differential equation
1. y1 and y2 will never intersect.
y ' y y 1 y 2 . Which of the
2. y1 and y2 will never intersect at x =17.
3. y1 and y2 will intersect at x = e. following statements is true ?
4. y1 and y2 will intersect at x = 1. 1. If y 0 0.5 then y is decreasing
(CSIR NET Dec 2012)
2. If y 0 1.2 then y is increasing
9. Consider the initial value problem (IVP)
dy 3. If y 0 2.5 then y is unbounded
y 2 , y 0 1, x, y . Then there
dx 4. If y 0 0 then y is bounded below
exists a unique solution of the IVP on]
(CSIR NET June 2018)
1. , 2. ,1
3. (2, 2) 4. 1,
(CSIR NET June 2013) ---------------------- M C Q --------------------
1. The differential equation
10. Consider the initial value problem in 2 . 1
dy
Y t AY BY ; Y 0 Y0 , where 60 y 2 5 ; x 0
dx
1 0 1 1 y 0 0 has
A ,B . Then Y t is
1 1 0 1 1. a unique solution.
given by 2. two solutions.
1. etAetBY0 2. etB etAY0 3. no solution.
4. infinite number of solutions.
3. et AB Y0 4. e t A BY0
(CSIR NET Dec 2012)
(CSIR NET June 2014)
2. Consider the initial value problem
11. Let y : be differentiable and satisfy dy 1
( IVP) xy 3 , y 0 0, x, y .
dy dx
f y , x Then, which of the following are correct ?
the ODE : dx where f : 1
y 0 y 1 0 1. The function f x, y xy 3 does not
is a Lipschitz continuous function. satisfy a Lipschitz condition with
respect
Then to y in any neighbourhood of y=0.
1. y x 0 iff x 0,1 2. There exists a unique solution for the
2. y is bounded IVP.
3. y is strictly increasing 3. There exists no solution for the IVP.
dy 4. There exist more than one solution for
4. is unbounded the IVP. (CSIR NET June 2013)
dx
(CSIR NET Dec 2014)
3. Let y : satisfy the initial value
12. The initial value problem
problem y t 1 y 2 t , t , y 0 0.
y ' 2 y , y 0 a , has
Then
1. a unique solution if a 0
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1. y t1 1 for some t1 . 1. no solution in any neighbourhood of 0
2. a solution in if 1 .
2. y t 1 for all t .
3. a solution in a neighbourhood of 0
3. y is strictly increasing in . 4. a solution in only if 1
4. y is increasing in (0, 1) and decreasing (CSIR NET June 2016)
in
1, . 7. Consider the initial value problem
(CSIR NET Dec 2013) y '(t ) f ( y (t )), y (0) a where
f : . Which of the following
4. Let u(t) be a continuously differentiable statements are necessarily true ?
function taking non negative values for t>0 1. There exists a continuous function
2
f : and a such that the
satisfying u t 3u t 3 and u 0 0.
above problem does not have a solution
Which of the following are possible in any neighbourhood of 0.
solutions of the above equations ? 2. The problem has a unique solution for
1. u t 0 every a when f is Lipschitz
2. u t t 3 continuous.
3. When f is twice continuously
0 for 0 t 1 differentiable, the maximal interval of
3. u t 3
t 1 for t 1 existence for the above initial value
problem is .
0 for 0 t 3 4. The maximal interval of existence for
4. u t 3 the above problem is when f is
t 3 for t 3
bounded and continuously
(CSIR NET June 2014) differentiable.
(CSIR NET Dec 2016)
5. Let u t be a continuously differentiable 8. Assume that a : [0, ) is a continuous
function taking nonnegative values for
function. Consider the ordinary differential
t 0 and satisfying
3
equation
u ' t 4u 4 t ; u 0 0 . Then
y ' x a x y x , x 0, y 0 y0 0 .
1. u t 0
2. u t t 4 Which of the following statements are
0 for 0 t 1 true ?
3. u t 4
t 1
for t 1
0 for 0 t 10
1. If
a x dx , then y is bounded
4. u t 4
0
t 10 for t 10
(CSIR NET Dec 2015) 2. If
a x dx , then lim y x exists
0
x
6. For , consider the differential
equation y ' x sin x y x , y 0 1 . 3. If lim a x 1, then lim y x
x x
Then this initial value problem has :
4
4. If lim a x 1, then y is montone
x
(CSIR NET June 2018)
Answers
----------------------- S C Q --------------------
1. 1 2. 2 3. 1
4. 4 5. 4 6. 4
7. 2 8. 1 9. 2
10. 3 11. 2 12. 3
13. 3
---------------------- M C Q --------------------
1. 4 2. 1,4 3. 2,3
4. 1,2,3,4 5. 1,2,3,4 6. 2,3
7. 2,4 8. 1,2,3,4
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Page 1
Chapter - 8
Equations of First Order and Higher Degree and singular solution
Introduction : In this chapter, we shall study those differential equations, which are of first order but
not of first degree. The general form of such differential equation is :
n n1 n 2
dy dy dy dy
P0 P1 P2 .... Pn 1 Pn 0 ......(1)
dx dx dx dx
where P0 , P1 , P2 ,................, Pn1 , Pn are functions of x and y.
dy
Usually , we denote by p, so that equation (1) takes the form
dx
P0 p n P1 p n1 P2 p n 2 ..... Pn 1 p Pn 0
We shall solve such equations and find the general and singular solutions of these equations.
The differential equation of first order but not of first degree can also be expressed as
dy
f (x , y, p) = 0, where p = .
dx
To solve such differential equations, we shall consider the following five cases.
(i) Equations solvable for p
(ii) Equations solvable for x
(iii) Equations solvable for y
(iv) Lagrange’s equation and Clairaut’s equation.
(v) Equations reducible to Clairaut’s equation .
We shall also find the singular solution of such equation. Let us discuss these cases one by one.
1. Equations solvable for p :
A differential equation of first order and nth degree is of the form
P0 p n P1 p n 1 P2 p n 2 ........ Pn 1 p Pn 0 ......(1)
where P0 , P1 , P2 ,......, Pn 1 , Pn are functions of x and y. Let left hand side of (1) be solvable for p, then it
is resolved in to n linear factors of the type
p f1 ( x, y ) p f 2 ( x , y)....... p f n ( x , y) 0
p f1 ( x , y ), p f 2 ( x , y ),........., p f n ( x , y )
dy dy dy
or f1 ( x , y ) , f 2 ( x , y ) , ...., f n ( x , y)
dx dx dx
2
These are differential equations of first order and first degree and can be solved easily. Let the
solutions of these equations be
F1 ( x , y , c1 ) 0, F2 ( x , y , c2 ) 0,............, Fn ( x , y , cn ) 0
The general solution of given differential equation is given by
F1 ( x , y , c1 ) F2 ( x , y , c2 ) ....... . Fn ( x , y , cn ) = 0
Since the given differential equation is of first order ; therefore , the general solution can not have
more than one arbitrary constant , so we take
c1 c2 c3 ..............cn c (say)
Hence the general solution of the given equation can be put as
F1 ( x , y , c ) F2 ( x , y , c ) ....... . Fn ( x , y , c ) = 0
Working Rule :
1. Reduce the given differential equation in linear factors of p
2. Solve individually these linear factors of p
3. Multiply all the solutions obtained in step 2 and equate it to zero. This gives the general solution of
the given differential equation.
Example 1 : Solve p2 7p + 12 = 0
Solution : The given differential equation is
p2 7p + 12 = 0. ......(1)
or (p 3) (p 4) = 0
p=3 or p=4
dy dy
i.e. 3 or 4
dx dx
dy = 3 dx dy = 4 dx
Integrating , y = 3x + c Integrating , y = 4x + c
or y 3x c = 0 or y 4x c = 0
Therefore the general solution of given equation is y 3x c y 4 x c 0.
2. Equations Solvable for x :
A differential equation solvable for x can be put in the form
x f y, p .......(1)
Differentiating w. r. t. y , we get
dx dp
g y, p,
dy dy
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1 dp
g y , p, .......(2)
p dy
This equation involves two variables y and p. Let solution of this equation be
y , p, c 0 .......(3)
Elimination of p from (1) and (3) gives the required solution. If elimination of p is not possible, then
expressions of x and y in terms of p together form the solution of the given equation.
Working Rule :
1. Express x explicitly in terms of p and y.
dx 1
2. Differentiate the equation w.r.t. y and replace by . The equation obtained involves p and y.
dy p
3. Solve the equation obtained in step 2 and eliminate p from this solution and the given equation.
Example 2 : Solve y 2px = y2p3
Solution : The given differential equation is y = 2px + y2p3 ......(1)
y y 2 p2
x
2p 2
Differentiating w.r.t. y, we have
dx 1 y dp dp
2 yp 2 py 2
dy 2 p 2 p dy dy
1 1 y dp dp
or 2 yp 2 py 2
p 2 p 2 p dy dy
1 y dp
or yp 2 2 py 2
2p 2p dy
1 y 1 dp
or yp 2 p2 y
2p p 2p dy
1 y 1 dp
or yp 2 yp 2 0
2p p 2p dy
1 y dp
or yp 2 1 0
2p p dy
y dp
or 1 0
p dy
4
dy dp
or 0
y p
Integrating , we get log y log p log c
or log yp log c
c
i.e. yp c p
y
Thus from equation (1), we have
2c c3
y x y2 3
y y
or y 2 2cx c 3
which is the general solution of given equation.
3. Equations Solvable for y :
A differential equation solvable for y can be put in the form
y f x, p .......(1)
Differentiating w.r.t. y , we get
dy dp
g x, p,
dx dx
dp
p g x, p, .......(2)
dx
This equation involves two variables x and p. Let solution of this equation be
x, p, c 0 .......(3)
Elimination of p from (1) and (3) gives the required solution. If elimination of p is not possible, then
expressions of x and y in terms of p together form the solution of the given equation.
Working Rule :
1. Express y explicitly in terms of p and x.
dy
2. Differentiate the equation w.r.t. x and replace by p. The obtained equation involves p and x.
dx
3. Solve the equation obtained in step 2 and eliminate p from this solution and the given equation.
Example 3 : Solve y = 3x + log p
Solution : The given differential equation is
y = 3x + log p ......(1)
Differentiating w.r.t. x, we have
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dy 1 dp
= 3+
dx p dx
1 dp
or p = 3
p dx
1 dp
or p3 =
p dx
dp
or dx =
p( p 3)
Integrating both sides, we have
1 1 1
x= dp c [Making partial fractions]
3 p p 3
1
or x= log p log p 3 c
3
p
or 3x = log 3c
p3
p
or 3x = log log c 3c log c
p 3
p 3
or log e3x = log c x log e x
p
p 3
or e3x = c
p
3
or e3x = c 1
p
3 3 1
or 1 ce3x =
p
or p
1 ce3x c c
3
Then from equation (1), we have y = 3 x log which is the required solution.
1 ce3 x
6
Exercise 8.1
Solve the following differential equations :
2
dy dy
1. 2
p 5p 6 0 2. x xy 6 y 2 0
2
dx dx
3. y 2 px p 2 y 4. x y p2
5. y px p 2 x 4 6. y p sin p cos p
Answers
1. ( y 3x c)( y 2 x c) 0. 2. ( x 3 y c)( y cx 2 ) 0.
3. y 2 2cx c 2 4. x c [2 p 2log( p 1)] , y c [ p 2 2 p 2log( p 1)].
c
5. y c2 6. x c sin p with given relation.
x
4. Lagrange’s Equation :
The differential equation of the form
y x ( p ) ( p) is known as Lagrange’s equation
e.g. y p 2 x sin p
To find the solution of Lagrange’s equation :
The given differential equation is
y x ( p ) ( p) .......(1)
Differentiating w. r. t. x, we have
dy dp dp
p x p p
dx dx dx
dp dp
p p x p p
dx dx
dp
p ( p ) x ( p ) ( p )
dx
dx
p p x p p
dp
dx p p
x
dp p p p p
dx p p
x
dp p p p p
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Page 7
This is a linear differential equation in terms of x and p. Let the solution of this equation be
f x, p, c 0 .......(2)
Then (1) and (2) taken together provide the required solution.
Working rule : The given differential equation is of the form
y x p p
dy
Differentiate this equation w.r.t. x and replace by p. We get a linear differential equation in p and
dx
x. Solve it by the method of integrating factor. This solution taken together with the given equation
will provide the required solution.
Example 4 : Solve y xp 2 p.
Solution : The given differential equation is y xp 2 p ......(1)
Differentiating w.r.t. x, we get
dy dp dp
p 2 x.2 p
dx dx dx
dp
or p p 2 (2 px 1)
dx
dp
or p p 2 (2 px 1)
dx
dx 2p 1
or 2
x
dp p p p p2
dx 2 1
or x ......(2)
dp p 1 p (1 p )
which is a linear differential equation.
1
2 dp 2
Here I.F. = e p 1
e log ( p 1) ( p 1)2
1
The solution is x.( p 1)2 ( p 1)2 dp c
p(1 p )
p 1
( p 1)2 x dp c
p
( p 1)2 x p log p c
8
p log p c
or x ......(3)
( p 1)2
Putting the value of x in (1), we have
p3 p 2 log p cp 2
y p ......(4)
( p 1) 2
Equation (3) and equation (4) taken together provide the required solution.
5. Clairaut’s equation (a particular case of Lagrange’s equation ) :
In the Lagrange’s equation
y x p p
If we take p p , then we get
y xp p
This is called Clairaut’s equation.
To solve Clairaut’s equation :
The given equation is of the type y px f p ......(1)
Differentiating (1) w.r.t. x, we get
dy dp dp
p x f p
dx dx dx
dp dp
p px f p
dx dx
dp
x f p 0
dx
dp
0 [Neglecting x f ( p ) 0 ]
dx
dp
Now 0 pc
dx
Putting p = c in (1), we get the general solution of (1) as y cx f c
Thus, solution of Clairaut’s equation is obtained by just replacing p by c.
Example 5 : Solve sin px cos y = cos px sin y + p
Solution : The given equation is sin px cos y = cos px sin y + p ......(1)
sin(p x y) = p
px y sin 1 p
y = p x sin1p
which is Clairaut’s equation.
The solution is given by y = cx sin1 c.
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6. Equations reducible to Clairaut’s form :
Some differential equations of first order and higher degree can be reduced to Clairaut’s form by
making suitable substitutions.
There is no general method to find the proper substitutions. These can be learned by practice only.
Example 6 : Solve e5 x ( p 1) p 5e 4 y 0.
Solution : The given differential equation is
e5 x ( p 1) p 5e 4 y 0 ......(1)
Put X = ex and Y = ey
dX e x dx and dY = ey dy
dY e y dy e y dy e y
.p
dX e x dx e x dx e x
dY e y Y
Assume P = = x .p = .p
dX e X
X
p = P
Y
Thus from equation (1), we have
X X 5
X 5 P 1 5 P5Y 4 0
Y Y
X P5
or P 1 0
Y Y
or PX Y + P5 = 0
or Y = PX P5
which is a clairaut’s equation. Therefore the solution is given by
Y cX c5 [By replacing P by c]
or e y ce x c 5
Exercise 8.2
Solve the following differential equations :
a
1. y (1 p ) x p 2 2. y xp
p
3. ( px y )( x py ) a 2 p 4. ( x 2 y 2 )(1 p) 2 2( x y )(1 p)( x yp ) ( x yp) 2 0
10
Answers
a
1. y 2 p 2 ce p (1 p ) and together with given relation. 2. y = cx +
c
a 2c c2
3. y 2 cx 2 4. x2 + y2 = c(x + y)
c 1 4
---------------------------------------------------------------------------------------------------------------------------
Singular solution : A singular solution in this stronger sense is often given as tangent to every
solution from a family of solutions. A singular solution is the envelope of the family of solutions
cannot be obtained from general solution by giving particular values of arbitrary constants.
The singular solution is related to the general solution by its being what is called the envelope
of that family of curves representing the general solution. An envelope is defined as the curve that is
tangent to a given family of curves.
Envelope : A curve which touches each member of a one-parameter family of curves and at each
point is touched by some member of the family, is called the envelope of the that parameter family of
curves.
Example 1 : y ' 4 has the general solution y ( x c )2 , which is a family of parabolas. The line
y ( x) 0 is also a solution of the differential equation, but it is not a member of the family constituting
the general solution. Hence line y ( x) 0 is singular solution of the differential equation.
Example 2 : Consider family of circles with centre lying on x-axis and radius 3 is. This family is
given by ( x a )2 y 2 9 . And corresponding differential equation can be obtained by eliminating a
parameter a.
( x a ) yy ' ( yy ') 2 y 2 9
y 2 y '2 1 9
Hence ( x a )2 y 2 9 is general solution of the differential equation y 2 y '2 1 9
also we can easily verify that y ( x) 3 and y ( x) 3 are the solution of y 2 y '2 1 9 which cannot
be obtained from general solution. These both are envelope to the general solution. Hence y ( x) 3
and y ( x) 3 are singular solution of the differential equation.
Def. Singular Solution : A singular solution is a solution of the differential equation which does not
contain any arbitrary constant but can not be derived from general solution.
In other words, it is not obtained just by providing some particular values to arbitrary constants in
general solution.
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Def. p-discriminant relation of a differential equation :
Let the given equation be f (x, y, p) = 0. Let p be treated as a parameter.
f
The relation obtained by eliminating p between f (x, y, p) = 0 and 0 is called p- discriminant
p
relation of the given differential equation.
Def. c-discriminant relation of a differential equation :
Let the given equation be f (x, y, p) = 0 and let general solution of this equation be (x, y, c) = 0 .
Let the arbitrary constant c be treated as a parameter.
The relation obtained by eliminating c between (x, y, c) = 0 and 0 is called c-discriminant
c
relation of the given differential equation.
8. Methods to find the singular Solution :
Method I : Let f (x, y, p) = 0 ......(1)
be the given differential equation.
Differentiating (1) partially w.r.t ‘p’, we get
f
0 ......(2)
p
Eliminating p between (1) and (2), we get p-discriminant relation, let it be
F x, y 0 ......(3)
If (3) satisfies the given equation, it is the required singular solution. If (3) does not satisfy (1), then
resolve F x, y into simpler factors.
Those factors which satisfy the equation (1), constitute the singular solution.
Method II : Let f (x, y, p) = 0 ......(1)
be the given differential equation and general solution of this equation be
(x, y, c) = 0 ......(2)
Differentiating (2) partially w. r. t. ‘c’, we get
0 ......(3)
c
Eliminating c between (2) and (3), we get c-discriminant relation, let it be
F x, y 0 ......(4)
12
If (4) satisfies the given equation, it is the required singular solution. If (4) does not satisfy (1), then
resolve it into simple factors.
Those factors which satisfy the equation (1) constitute the singular solution.
Remark : (1) If the given equation is quadratic in p, say
Ap 2 Bp C 0
then p-discriminant can be directly taken as
B 2 4 AC 0
(2) Similarly, if the general solution is quadratic in c, say
Ac 2 Bc C 0
then c-discriminant can be directly taken as
B 2 4 AC 0
a
Example 3 : Solve the differential equation y px and obtain its singular solution.
p
a
Solution : The given differential equation is y px .......(1)
p
which is Clairaut’s equation.
Thus its general solution is
a
y cx [Replacing p by c]
c
c 2 x cy a 0
which is quadratic in c.
Hence c-discriminant is given by
y 2 4ax 0
y2 = 4 ax
This is the required singular solution.
(It can be checked that it satisfies the given differential equation)
Exercise 8.3
Find the general and singular solution of the following differential equations :
1. 4 xp 2 (3x a) 2 0 2. y 2 2 pxy p 2 ( x 2 1) m 2
3. p 2 ( x 2 a 2 ) 2 pxy y 2 b 2 0 4. xp 2 2 yp x 2 y 0
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Answers
1. ( y c)2 x ( x a )2 ; x 0 is singular solution
2. ( y cx)2 m 2 c 2 , y 2 m2 x 2 m 2 is singular solution
x2 y 2
3. ( y cx)2 a 2c 2 b 2 , 1 is singular solution.
a 2 b2
1
4. y x x 2c ; y x 2 x is singular solution.
2c
---------------------------------------------------------------------------------------------------------------------------
Analytic function : If a function f x is single valued in a domain D, then its derivative f ' a
f a h f a
exists if the limit given by f ' a lim exists and is independent of the path along
h 0 h
which h 0 . This function f x is said to be analytic at x a if there exists a neighbourhood
x a , 0, at all points of which f ' x exists. If f ' x exists at every point in the domain D
except some exceptional points then f x is said to be analytic in D. These exceptional points are
called singular points or singularities of the function f x .
Ordinary and singular points : Let us consider a differential equation of the form
y " P x y ' Q x y 0 then a point x x0 is called an ordinary point of the equation if the functions
P x and Q x both are analytic at point x x0 .
If the point x x0 is not ordinary point of the equation then this is the singular point.
The singular points are two types :
(a) Regular singular points (b) Irregular singular points
A singular point x x0 of the given differential equation is known as regular singular point if
2
x x0 P x and x x0 Q x are analytic at x x0 otherwise it is called irregular singular point.
Example 1. x 2
1 y " xy ' y 0
Solution : x 2 1 y " xy ' y 0
x y
Convert into general form y " y ' 2 0
x 1 x 1
2
14
x 1
P x , Q x
x 1 x 1 x 1 x 1
Now both P x and Q x are analytic at x 0 then x 0 is the ordinary point. The function P x
and Q x are not defined at x 1 so they are not analytic at x 1 .
x 2 x 1
Then x 1 is the singular point. Also x 1 P x and x 1 Q x
x 1 x 1
showing both x 1 P x and x 2 1 Q x are analytic at x 1 is a regular singular point.
Similarly for x 1 we have to check.
Example 2. 2 x 2 y " 7 x x 1 y ' 3 y 0
Solution : 2 x 2 y " 7 x x 1 y ' 3 y 0
7 x 1 3
Convert into general form y " 2 y0
2x 2x
7 x 1 3
P x , Q x 2
2x 2x
We can see that both P x and Q x are not analytic at x 0 so x 0 is a singular point. Also
7 x 1 2 3
x 0 P x and x 0 Q x which shows that both x 0 P x and
2 2
2
x 0 Q x are analytic at x 0 . Then x 0 is the regular singular point of the given differential
equation.
Exercise 8.4
1. (i) x 3 x 1 y " 2 x 1 y ' 3 xy 0 (ii) 3 x 1 xy " x 1 y ' 2 y 0
(iii) 1 x 2 y " 2 xy ' x x 1 y 0 (iv) x 2 y " 2 x y ' 0
2. (i) y " sin x y 0 (ii) x 2 y " sin x y 0
(iii) x 3 y " cos 2 x 1 y ' 2 xy 0
Answers
1
1. (i) x 0; irregular, x 1, regular (ii) x 0, regular
3
(iii) x 1, 1, regular (iv) x 0, irregular
2. (i) ordinary point
(ii) regular point
(iii) regular singular point
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Assignment-8 2. x 0 is the only singular point
3. both x 0 and x 1 are singular points
--------------------- S C Q --------------------- 4. neither x 0 nor x 1 are singular
1. The singular solution of P log Px y is points
(CSIR NET Dec 2017)
1. y x log x x 2. y x log x x
3. y log x x 4. y log x x
2. The singular solution of y Px 2 P 2 is
Answers
1. x 2 8 y 0 2. x 2 8 y 0
----------------------- S C Q --------------------
2 2
3. y 8 x 0 4. y 8 x 0
1. 1 2. 1 3. 2 4. 3
5. 4 6. 3
2
2 P
3. The singular solution of 3 y 2 Px is
x
1. x 3 6 y 0 2. x 3 6 y 0
3. x 2 6 y 0 4. x 2 6 0
4. The singular solution of
xP 2 2 Py x 2 y 0 is
2
1. y x 2 x2 0
2
2. y x 2 x2 0
2
3. y x 2x2 0
2
4. y x 2 x2 0
5. The singular solution of 4 P 2 x 2 1 is
1. x 2 0 2. y 2 0
3. x 4 0 4. x 2 0
6. Consider the differential equation
1
x 1 y " xy ' y 0 . Then
x
1. x 1 is the only singular point
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