Engineering Mathematics by Mohammad Abdul Halim
Engineering Mathematics by Mohammad Abdul Halim
Engineering Mathematics by Mohammad Abdul Halim
Engineering Mathematics
Differential Equations have been the key to unlocking the nature deepest secrets. Over 300 years ago, Sir
Isaac Newton invented differential equations to understand the problem of motion and he developed
Calculus in order to solve differential equations. Differential equations have been the essential tool for
analyzing the process of change whether in Physics, Engineering, Biology and any other field where it’s
important to predict how something behaves over time. Differential equations assume a basic knowledge
of Calculus to find its solution. The main objective of this subject is to formation of mathematical model
using differential equations and solving it in various techniques and observes the behavior of this solution.
Differential equation is mainly concerned with the qualitative aspects of solution. That is “How does
solution behaves”.
Examples:
dy dy u u
1. = f ( x) 2. = f ( x, y ) 3.x + y =u
dx dx x y
The first two equations contain ordinary derivative of one or more dependent variables with respect to a
single independent variable x and are known as Ordinary differential equation (ODE). The third equation
involve the partial derivatives of one dependent variable u and two independent variables x and y
respectively is called Partial differential equation (PDE).
Applications of First-order Differential Equations to Real World Systems:
Model Name Model Name
1. Cooling/Warming Law (Newton) 7. Draining a tank
8. Economics and Finance
2. Population Growth and Decay 9. Mathematics Police Women
3. Radio-Active Decay and Carbon Dating 10. Drug Distribution in Human Body
4. Mixture of Two Salt Solutions 11. A Pursuit Problem
5. Series Circuits 12. Harvesting of Renewable Natural Resources
6. Survivability with AIDS
Differential Co-efficient:
dy
Differential coefficient means the changing rate of y in terms of x.
dx
There are two types of differential coefficient such as:
Explicit solution: If the function 𝑦 = 𝑓(𝑥) is the solution of a differential equation of variables 𝑥 𝑎𝑛𝑑 𝑦,
then the solution is called explicit solution.
𝑑2 𝑦
Example: 𝑦 = 𝑥 3 + 𝐴𝑥 + 𝐵 is an explicit solution of 𝑑𝑥 2 = 6𝑥. where 𝐴 𝑎𝑛𝑑 𝐵 are arbitrary constants.
Implicit solution: If the function 𝐹(𝑥, 𝑦) = 0 is the solution of a differential equation of variables 𝑥 𝑎𝑛𝑑 𝑦,
then the solution is called implicit solution.
Example: 𝑥 2 + 𝑦 2 = 𝑐 is an implicit solution of 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦 = 0. Where 𝑐 an arbitrary constant.
Classification of Differential Equation:
1. Classification based on type:
Ordinary Differential Equation (ODE):
An equation together with ordinary differential coefficient/derivative is called ODE.
Or
A differential equation involving derivatives of one or more dependent variables with respect to only one
independent variable is called an ordinary differential equation.
d2 y dy
Example: 1. 2
+2 + y =0
dx dx
3
d y d2y
2. 3 + 5 2 + 2 y = sin x
dx dx
Partial Differential Equation (PDE):
An equation together with partial differential coefficient/derivative is called PDE.
Or
A differential equation involving derivatives of one or more dependent variables with respect to more than
one independent variable is called a partial differential equation.
u v 2u 2u
Example: 1. + =v 2. + =0
s t x 2 y 2
Mathematical Problems
Problem:
d 3 y 5 dy 2 dy
What is the order and degree of the differential equation 3
= ( ) +5 + y ?
dx dx dx
Solution:
Given differential equation is,
d 3 y 5 dy 2 dy
3
= ( ) +5 + y
dx dx dx
Squaring both-sides we get,
5
d3y dy 2 dy
3 = ( ) +5 + y
dx dx dx
Here highest derivative is 3, so the order derivative is 3.
The power of the highest order derivative is 5, so the degree of this equation is 5. (As desired)
Home works:
◆ State the order and degree of the following differential equations:
5
d2y dy
1. + 4 + 10 y = 0
dx
2
dx
2
dy 2 3 d 2 y
2. 1 + = 2
dx dx
2
dy
3. 1+ = 1+ x
dx
◆ Define linear and non-linear differential equation. Also define order and degree of the differential
equation. Find the order and degree of the differential equation of the followings
4
d3y
2
d2y dy
4
3 − 5 x + y = 5 + y2 − x
dx
2
dx dx
◆ Identify which are linear and non-linear of the given following equations:
𝑑𝑦
1. + 𝑥𝑦 = 𝑥 2
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
2. 𝑑𝑥 2
+ 2 𝑑𝑥 + 3𝑦 2 = 0
𝑑3 𝑦 𝑑2 𝑦
3. 𝑥 3 + 2𝑥 2 2 − 𝑦 = 𝑒 𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦
4. + 𝑦5 = 0
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
5. 𝑑𝑥 2
+ 3 𝑑𝑥 − 2𝑦 = 0
𝑑2 𝑦 𝑑𝑦 2
6. 2 + 3( ) + 𝑦 = 𝑥
𝑑𝑥 𝑑𝑥
𝑑3 𝑦 𝑑𝑦
7. 𝑑𝑥 3
+ 𝑦 𝑑𝑥 + 𝑦 = 𝑒 𝑥
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
8. 𝑥 3 3 + 𝑥 2 2 − 3𝑥 + 𝑦=0
𝑑𝑥 𝑑𝑥 𝑑𝑥
3
2𝑑 𝑥 2
9. 𝑥 𝑑𝑡 3 + 𝑦 = 𝑥𝑦
10. 𝑥(𝑦 − 𝑡)𝑑𝑡 = 𝑑𝑥
Solution:
Given that,
c ( y + c ) = x3
2
(i )
Differentiating both sides of (i) with respect to x we get the following
dy
2c ( y + c ) = 3x 2 (ii )
dx
Dividing the equation (i) by the equation (ii) we get
y+ c x
=
dy 3
2
dx
2 x dy
y+ c =
3 dx
2 x dy
c= −y
3 dx
dx dx
dy d2y
y e x + 2e x + e x 2 = − y e x [ By equation (i ) ]
dx dx
dy d 2 y
y + 2 + 2 = −y
dx dx
d2y dy
2
+2 + y+ y = 0
dx dx
2
d y dy
2
+ 2 + 2y = 0
dx dx
This is the required differential equation.
Problem 06: Show that A x 2 + B y 2 = 1 is the solution of the differential equation
d 2 y dy
2
dy
xy 2 + = y .
dx dx
dx
Solution:
We have
A x2 + B y 2 = 1 (i )
Differentiating both sides of (i) with respect to x we get the following
dy
2 A x + 2B y =0
dx
dy
Ax+ B y =0 (ii )
dx
Again, differentiating above equation w.r to x we get the following
d 2 y dy dy
A+ B y 2 + . = 0
dx dx dx
Multiplying above equation by x we get
d 2 y dy dy
Ax + B x y 2 + . = 0
dx dx dx
d 2 y dy 2
A x + B x y 2 + = 0 (iii)
dx dx
Now subtracting equation (ii) from equation (iii) we find,
d 2 y dy
2
dy
A x + B x y 2 + − A x + B y = 0
dx dx
dx
d 2 y dy
2
dy
B x y 2 + − B y =0
dx dx
dx
d 2 y dy 2
dy
B x y 2 + = B y
dx dx
dx
d 2 y dy
2
dy
xy 2 + = y (Showed)
dx dx
dx
Problem 07: Find the differential equation of which y = A + B ln x + c ( ln x ) + 3x 2 is an explicit
2
solution.
Solution:
We have y = A + B ln x + c ( ln x ) + 3x 2
2
(i )
Differentiating both sides of (i) with respect to x until the arbitrary constant removed.
dy 1 1
= 0 + B. + 2c ln x. + 6 x
dx x x
dy
x = B + 2c ln x + 6 x 2
dx
Again differentiating,
d2y dy 1
x 2
+ 1. = 0 + 2c. + 12 x
dx dx x
2
d y dy
x2 2 + x = 2c + 12 x 2
dx dx
Again differentiating,
d3y d2y d 2 y dy
x2 + 2 x + x + = 0 + 24 x
dx3 dx 2 dx 2 dx
d3y d 2 y dy
x 2 3 + 3x 2 + = 24 x
dx dx dx
Which is the required differential equation. (As desired)
−x
Problem 08: Find the differential equation of the solution xy = Ae + Be + x .
x 2
Solution:
We have
xy = Ae x + Be− x + x 2 (i)
Differentiating both sides of (i) with respect to x until the arbitrary constant removed.
dy
x + 1. y = Ae x − Be − x + 2 x
dx
Again differentiating,
d2y dy dy
x 2
+ 1. + = Ae x + Be− x + 2
dx dx dx
d 2 y dy dy
x 2 + + = Ae x + Be− x + 2
dx dx dx
2
d y dy
x 2 + 2 = Ae x + Be − x + 2
dx dx
2
x 2 + 2 = ( xy − x 2 ) + 2
d y dy
[Using (i)]
dx dx
d2y dy
x 2 + 2 − xy + x 2 = 2
dx dx
(As desired)
( ) ( )
Problem 09: Show that the solution of 4 xy + 3 y − x dx + x( x + 2 y )dy = 0 is x 3 4 xy + 4 y 2 − x = c
2
,where c is a constant.
Solution:
We have
x3 ( 4 xy + 4 y 2 − x ) = c (i )
4 x 4 y + 4 x3 y 2 − x 4 = c
x ( 4 xy + 3 y − x ) dx + x ( x + 2 y ) dy = 0
2 2 3
( 4 xy + 3 y − x ) dx + x ( x + 2 y ) dy = 0
2
(As desired)
Problem 10: From the differential equation of which y = ae + be− x + c cos x + d sin x is a solution.
x
Solution:
We have
y = ae x + be− x + c cos x + d sin x (i )
Differentiating both sides of (i) with respect to x until the arbitrary constant removed.
dy
= ae x − be − x − c sin x + d cos x
dx
Again differentiating,
d2y
2
= ae x + be− x − c cos x − d sin x
dx
Again differentiating,
d3y
= ae x − be− x + c sin x − d cos x
dx3
d4y
4
= ae x + be− x + c cos x + d sin x
dx
d4y
=y [Using (i)]
dx 4
d4y
−y=0
dx 4
Which is the required differential equation.
(As desired)
Problem 11: Find the differential equation in its simplest form from the relation
1 − x2 + 1 − y 2 = a ( x − y ) .
Solution:
We have
1 − x2 + 1 − y 2 = a ( x − y ) (i)
Differentiating both sides of (i) with respect to x, we get
1 1 dy dy
( −2 x ) + ( −2 y ) . = a 1 −
2 1− x 2
2 1− y 2 dx dx
−x −y dy dy
+ . = a 1 −
1 − x2 1− y2 dx dx
x y dy dy
− + . = a 1 − (ii)
1 − x2 1 − y 2 dx dx
Dividing the equation (i) by (ii) to eliminate a, we get
1 − x2 + 1 − y 2 a ( x − y)
=
x dy dy
− +
y
. a 1 −
1 − x2 1 − y 2 dx dx
1 − x2 + 1 − y 2
=
( x − y)
x dy dy
− +
y
. 1 −
1 − x2 1 − y 2 dx dx
1 − x2 + 1 − y 2
=
( x − y)
x dy dy
+
y
. − 1
1 − x2 1 − y 2 dx dx
x dy
dy
− 1
dx
( )
1 − x2 + 1 − y 2 = ( x − y )
1 − x2
+
y
.
1 − y 2 dx
x2 dy
dy
dx
( )
1 − x2 + 1 − y 2 − 1 − x2 − 1 − y 2 =
1 − x2
+
xy dy
. −
1 − y 2 dx
xy
1 − x2
−
y2
.
1 − y 2 dx
x 2 − xy xy − y 2 dy
dy
dx
( )
1 − x2 + 1 − y 2 − 1 − x2 − 1 − y 2 =
1 − x2
+
1 − y
.
2 dx
dy
dx
(
1 − x2 + 1 − y 2 − )
xy − y 2 dy
. = 1 − x2 + 1 − y 2 +
1 − y 2 dx
x 2 − xy
1− x
2
dy xy − y 2 x 2 − xy
1− x + 1− y −
2 2
= 1− x + 1− y +
2 2
dx − 2
1 − x2
1 y
dy 1 − x 1 − y + (1 − y ) − xy + y (1 − x ) + 1 − x 1 − y + x − xy
2 2 2 2 2 2 2 2
=
dx 1 − y 2 1 − x2
dy 1 − x 2 1 − y 2 + 1 − xy 1 + 1 − x 2 1 − y 2 − xy
=
dx − 2 1 − x2
1 y
dy 1 1
=
dx 1 − y 2 1 − x2
dy 1− y2
= , This is the required differential equations.
dx 1 − x2
(As desired)
Short Questions
Find differential equations of:
1. All parabolas having their axes parallel to y-axis.
2. All the circles having a constant radius “a”.
3. The system of circles having a constant radius “a” and having their Centre’s on the x-axis.
4. All circles passing through the origin and having their Centre’s on the x-axis.
5. All straight lines passing through the origin.
6. All parabolas each of which has a latus rectum 4a and whose axes are parallel to x-axis.
7. All tangent lines to a parabola.
8. All conics whose axes coincide with axes of coordinate.
Board Questions
Type 01:
From differential equations for the given following functions:
1. r = a (1 + cos )
2. r 2 = a 2 cos 2
3. ( x − h) 2 = 4a ( y − k )
A
4. v = + B
r
b
5. y = ax +
x
6. y = e ( A sin x + B cos x )
x
7. y = e x ( A sin 2 x + B cos 2 x )
8. y = Ae3 x + Be−2 x + sin 5x
x2 y 2
9. + =1
a 2 b2
10. xy = ae x + be− x
11. y = a cos( x + )
Type 02:
1. Show that the differential equation of a concentric circles having the centres at the origin is
xdx + ydy = 0 . Interpret the result geometrically.
2. Prove that the differential equation of all circles touching the x-axis at the origin is
( )
x 2 − y 2 dy − 2 xydx = 0 .
3. Show that the differential equation of the family of circles x 2 + y 2 + 2 gx + 2 fy + c = 0 is
(1 + y ) y
2
1 3 − 3 y1 y22 = 0 .
( )
4. Verify that y + x + 1 = 0 is a solution of the differential equation ( y − x ) dy − y 2 − x 2 dx = 0 .
A d 2V 2 dV
5. Show that V = + B is a solution of the differential equation + . = 0.
r dr 2 r dr
6. Find the differential equation of the straight lines y = ax .
7. Find the differential equation eliminating a, b, c from the relation ax + by + c = 0 .
8. Find the differential equation of parabola y = ax 2 + bx + c where a, b, c are constants.
( )
9. Eliminate c from the relation x 3 y + c 2 + c = 0 .
−1
10. Eliminate a and b from y = a tan x + b .
11. Obtain the differential equation of the family of curves y = e x ( A cos x + B sin x ) .
d2y
12. Show that the general solution of the differential equation + y = 0 is y = A cos x + B sin x .
dx 2
13. Find the differential equation associated with the primitive x = a cos t + b sin t .
Obtain the differential equation corresponding to y = ae + be .
3x x
14.
dy 2
15. Show that x3 + 3xy 2 = 1 is an implicit solution of the differential equation 2 xy + x + y2 = 0
dx
on the interval 0 x 1 .
Show that every function f ( x ) defined by f ( x) = ( x + c ) e where c is the arbitrary constant,
3 −3 x
16.
dy
is a solution of the differential equation + 3 y = 3x 2 e −3 x .
dx
dy
17. Show that the first order differential equation + y + 1 = 0 has no real solutions.
dx
MCQ Questions
a.first order and b. first order and first c. second order and first d. second order and
second degree degree degree second degree
4
d3y dy d4y
6.The degree of the differential equation + x = 4 log is
dx 3 dx dx 4
a.1 b.3 c.4 d.None of these
7. The order of the differential equation satisfying 1 − x 4 + 1 − y 4 = a ( x 2 − y 2 ) is
a.1 b.2 c.3 d.None of these
3
d4y 5 d3y d2y dy
8. The degree of the differential equation 4
− 5 3
+ 6 2
− 8 + 5 = 0 is
dx dx dx dx
a.2 b.3 c.4 d.5
2
dy dy
9.A solution of differential equation − x + y = 0 is
dx dx
a. y = 2 b. y = 2 x c. y = 2 x − 4 d. y = 2 x − 4
2
(−1
10.Differential equation of y = sec tan x )
b. (1 + x 2 ) c. (1 + x 2 ) d. (1 + x 2 )
a. dy dy dy x
= y−x+c = xy + c = +c
(1 + x ) dy
2
dx
= y+ x+c dx dx dx y
2
• xdx − ydy = r 2 d
• dx 2 + dy 2 = dr 2 + r 2 d 2
(
2 2
) ( )
Problem 01: Solve the differential equation 1 + y dx + 1 + x dy = 0 by variable separable Method.
Solution:
Given differential equation
(1 + y ) dx + (1 + x ) dy = 0
2 2
dx dy
+ =0
1+ x 1+ y2
2
tan −1 x + tan −1 y = C
x+ y
tan −1 =C
1 − xy
x+ y
tan −1 = tan −1 a [ letting arbitrary const , C = tan −1 a ]
1 − xy
x+ y
=a
1 − xy
x + y = a (1 − xy )
It is considered as the complete solution of the given differential equation.
(As desired)
(
2 2
) ( )
Problem 02: Solve the differential equation 4 + y dx + 4 + x dy = 0 by variable separable Method.
Solution:
Given differential equation
( 4 + y ) dx + ( 4 + x ) dy = 0
2 2
dx dy
+ =0
4 + x 4 + y2
2
dx dy
2 2
+x 2
+ 2 2 =C
2 +y
x y
tan −1 + tan −1 = C
2 2
x y
+
tan 2
−1 2 =C
x y
1− .
2 2
x+ y
tan −1 2 = C
xy
1−
4
x+ y
tan −1 2 = C
4 − xy
4
x+ y 4
tan −1 ( )=C
2 4 − xy
2( x + y )
tan −1 =C
4 − xy
2( x + y )
= tan C = a [ letting arbitrary const , tan C = a ]
4 − xy
2( x + y )
=a
4 − xy
2( x + y ) = a (4 − xy )
It is considered as the complete solution of the given differential equation.
(As desired)
dy
Problem 03: Solve the differential equation = 1 − x 2 1 − y 2 by variable separable Method.
dx
Solution:
Given differential equation
dy
= 1 − x2 1 − y2
dx
Rearranging the term given equation will be a variable separable form
dy
= 1 − x 2 dx
1− y 2
dy
1− y 2
= 1 − x 2 dx + C
−1 x 1 − x 2 1 −1 x
sin y = + sin +C
2 2 1
x 1 − x 2 1 −1
sin −1 y = + sin x + C
2 2
x 1 − x 2 1 −1
y = sin + sin x + C
2 2
(As desired)
( )
Problem 04: Solve the differential equation e + 1 cos x dx + e (1 + sin x) dy = 0 by variable separable
yy
Method.
Solution:
Given differential equation
(e y
+ 1) cos x dx + e y (1 + sin x) dy = 0
( )
Dividing the above differential equation by 1 + e (1 + sin x ) , we get
y
cos x dx e y dy
+ =0
1 + sin x 1 + e y
Above differential equation is of the variable separable form.
So, integrating both-sides we find the desired solution
cos x dx e y dy
1 + sin x 1 + e y = C
+
f ( x)
ln 1 + sin x + ln 1 + e y = C
f ( x)
dx = ln f ( x)
e2 x dx + e2 y dy = 0
Taking on both-sides of above equations we get
e dx + e 2 y dy = c
2x
1 2x 1 2 y
.e + .e = c
2 2
. ( e + e 2 y ) = c
1 2x
2
e2 x + e2 y = 2c
e2 x + e2 y = c [Say 2c = c]
Which is the solution of the given equation.
(As desired)
dy
Problem 06: Solve the differential equation = e x − y + x 2e− y .
dx
Solution: Given differential equation is,
dy
= e x − y + x 2e− y
dx
Separating the variables, we get
e y dy = ( e x + x 2 ) dx
Integrating both-sides, we find
e dy = ( e + x 2 ) dx + C
y x
x3
e y = ex + +C
3
x x3
y = ln e + + C
3
Which is the complete or general solution of the given differential equation.
(As desired)
( )(
Problem 07: Solve x + 1 y − 1 dx + x y dy = 0
2 2
)
Solution:
( )( )
Given equation, x + 1 y − 1 dx + x y dy = 0
2 2
(x + 1) dx + y dy = 0
2
x y 2 −1
(x 2
+1 ) y
x
dx + y 2
−1
dy = c 1
1 1 2y
x + dx + 2 dy = c 1
x 2 y −1
+ log x + log (y 2 − 1) = c 1
x2 1
2 2
( )
log y 2 − 1 = 2c 1 − x 2 − log x 2
2 c − x 2 − log x 2
y 2 −1 = e 1
1
y 2 =1 + 2 c e − x
2
x
(As desired)
dy
= e x+ y + x 2 e x +y
3
Problem 08: Solve .
dx
Solution:
dy
= e x+ y + x 2 e x + y
3
Given that
dx
e − y dy = e x dx + x 2 e x dx
3
−e −y = e x + xe
2 x3
dx
Let x = t 3x dx = dt
3 2
1 t 1 1 3
x 2 e x dx = e dt = e t = e x
3
Then,
3 3 3
1 x3
Therefore, the general solution is − e −y = e x + e +c (As desired)
3
Problem 09: Solve ( x − 1)( y + 1) = (2 y + 1) x .
dy
dx
Solution:
y +1 x
dy = dx
2 y +1 x −1
2y + 2
1 x −1 +1
d y = dx
2 y +1
2 x −1
1 2 y +1 1 x −1 1
+ d y = + dx
2 2 y +1 2 y +1 x −1 x −1
1 1 1
1+ d y = 1 + dx
22 y +1 x −1
1
y + ln (2 y + 1) = x + ln ( x − 1) + c
1
2 2
Which is the required solution. (As desired)
dy
Problem 10: Solve = 2 xy .
dx
dy
Solution: Given that, = 2 xy
dx
Separating variables we obtain,
dy
= 2 xdx
y
Now, integrating,
dy
y
= 2 xdx
x2
ln y = 2 + ln c
2
ln y = x 2 + ln c
ln y = ln e x + ln c
2
( )
ln y = ln ce x
2
y = ce x
2
(As desired)
dy xy
Problem 11: Solve =− .
dx x +1
Solution: Given that,
dy xy
=−
dx x +1
Separating variables we obtain,
dy xdx
=−
y x +1
dy 1
= − 1 − dx
y x +1
Now, integrating,
dy 1
y
= − 1 −
x +1
dx
ln y = − x + ln ( x + 1) + ln c
ln y = ln e− x + ln ( x + 1) + ln c
ln y = ln ( ce − x ( x + 1) )
y = ce− x ( x + 1) (As desired)
dy x + 1
Problem 12: Solve = 2 .
dx y
Solution: Given that,
dy x + 1
= 2
dx y
Separating variables we obtain,
y 2 dy = ( x + 1) dx
Now, integrating,
y dy = ( x + 1) dx
2
y3 x2
= + x+c
3 2
(As desired)
dy
Problem 13: Solve = x2 y
dx
Solution: Given that,
dy
= x2 y
dx
Separating variables we obtain,
dy
= x 2 dx
y
Now, integrating,
dy
y
= x 2 dx
x3
ln y = + ln c
3
x3
ln y = ln e 3
+ ln c
x
3
ln y = ln ce 3
x3
y = ce 3
(As desired)
dy
Problem 14: Solve = e x+ y
dx
Solution: Given that,
dy
= e x+ y
dx
dy
= e x .e y
dx
Separating variables we obtain,
dy
y
= e x dx
e
−y
e dy = e x dx
−y
Now, integrating, e dy = e dx
x
−e − y = e x + c
(As desired)
dy
Problem 15: Solve = e x− y
dx
Solution: Given that,
dy
= e x− y
dx
dy
= e x .e − y
dx
Separating variables we obtain,
dy
−y
= e x dx
e
e y dy = e x dx
Now, integrating,
e dy = e dx
y x
e y = ex + c
(As desired)
dy
Problem 16: Solve = e2 x +3 y
dx
Solution: Given that,
dy
= e2 x +3 y
dx
dy
= e 2 x .e3 y
dx
Separating variables we obtain,
dy
3y
= e 2 x dx
e
e−3 y dy = e2 x dx
Now, integrating,
e dy = e 2 x dx
−3 y
e −3 y e2 x
− = + c (As desired)
3 2
= (1 − 2 x 2 ) tan y
dy
Problem 17: Solve x
dx
= (1 − 2 x 2 ) tan y
dy
Solution: Given that, x
dx
Separating variables we obtain,
dy 1 − 2x2
= dx
tan y x
1
cot y dy = − 2 x dx
x
Now, integrating,
1
cot y dy = x − 2 x dx
x2
ln siny = ln x − 2. + ln c
2
ln siny = ln x − x 2 + ln c
ln siny = ln x + ln e− x + ln c
2
(
ln sin y = ln cx.e− x
2
)
sin y = cx.e− x
2
(As desired)
dy xy + 3x − y − 3
Problem 18: Solve =
dx xy − 2 x + 4 y − 8
Solution: Given that,
dy xy + 3x − y − 3
=
dx xy − 2 x + 4 y − 8
dy x ( y + 3) − 1( y + 3)
=
dx x ( y − 2 ) + 4 ( y − 2 )
dy ( y + 3)( x − 1)
=
dx ( y − 2 )( x + 4 )
dy y + 3 x − 1
=
dx y − 2 x + 4
Separating variables form, we obtain
y−2 x −1
dy = dx
y+3 x+4
y +3−5 x+4−4
dy = dx
y+3 x+4
5 4
1 − dy = 1 − dx
y +3 x+4
Integrating both-sides of above equation, we find desired solution
5 4
1 − y + 3 dy = 1 − x + 4 dx
5 4
1 − y + 3 dy = 1 − x + 4 dx
y − 5ln y + 3 = x − 4ln x + 4 + c
(As desired)
Short Questions
1. What do you mean by variable separable form?
2. Find a function whose square plus the square of its derivative is 1.
Broad Questions
Type 01:
( )
14. 1 + y 2 dx + 1 − x 2 dy = 0
15. y x − 1 dx + x y − 1 dy = 0
2 2
= (1 + y 2 ) sin 2 x e5 x
dy
19.
dx
20. sec2 x tan ydx + sec2 y tan xdy = 0
21. y sec2 xdx + ( y + 7 ) tan xdy = 0
dy x(2 log x + 1)
22. =
dx sin y + y cos y
dy
23. ln = ax + by
dx
dy xy + 2 y − x − 2
24. =
dx xy − 3 y + x − 3
dy y 2 + y + 1
25. + =0
dx x 2 + x + 1
dy x(1 + y 2 )
26. =
dx y (1 + x 2 )
dy ( x 2 − 1)( y 2 − 1)
27. + =0
dx xy
28. ( x 2 − yx 2 ) dy + ( y 2 + xy 2 ) dx = 0
29. x cos2 ydx − y cos2 xdx = 0
30. ( x + y )( dx − dy ) = dx + dy
31. ( x + y ) dy + ( x − y ) dx = 0
dy x ( 2 ln x + 1)
32. =
dx sin y + y cos y
Type 02:
dy
1. Solve x + cot y = 0 provided that ( x, y ) = 2, .
dx 4
dy
2. Solve x + cos y = 0 provided that ( x, y ) = 2, .
dx 4
y 1
−1
3. Solve sin xdy + dx = 0 given that ( x, y ) = , 2 .
1 − x2 2
df
4. Find the function f which satisfy the equation = 2 f , f (0) = e3 .
dx
df
5. Find the curves passing through (0,1) and satisfying sin =c.
dx
(
6. Without the use of technology, how would you solve x + x )dy
dx
= ( )
y+y .
7. Show that the equation of the form yf1 ( xy)dx + xf 2 ( xy)dy = 0 can be separated by the substitution
xy = v .
8. If f ( x) + f ( x) = 0 and f (0) = 2 then find f ( x ) .
9. Find f ( x ) when f ( x) = x f ( x) and f (0) = 1 .
( −x
)
10. Find the particular solution of cos ydx + 1 + 2e sin ydy = 0 when x = 0, y =
4
.
dy
= ( 4 x + y + 1) by choosing appropriate transformation.
2
Problem 01: Solve the differential equation
dx
Solution:
Given differential equation is
dy
= ( 4 x + y + 1)
2
(i )
dx
Now choose a transformation 4 x + y + 1 = v such that
dy dv dy dv
4+ = = −4
dx dx dx dx
Now from equation (i), we get
dv
− 4 = v2
dx
dv
= 4 + v2
dx
dv
= dx
4 + v2
It is the equation of the variable separable form.
Now integrating both sides of above mentioned equation, we find the solution of
the above equation as follows
dv
4+v 2
= dx + C
dv
2 2
+ v2
= dx + C
1 v
tan −1 = x + C
2 2
v
tan −1 = 2 x + 2C
2
v
= tan ( 2 x + 2C )
2
v = 2 tan ( 2 x + 2C )
4 x + y + 1 = 2 tan ( 2 x + 2C )
This above equation is the solution of the given equation.
(As desired)
dy
Problem 02: Solve the differential equation = tan ( x + y + 6 ) by choosing appropriate transformation.
dx
Solution:
Given differential equation is
dy
= tan ( x + y + 6 ) (i )
dx
Now choose a transformation x + y + 6 = v such that
dy dv dy dv
1+ = = −1
dx dx dx dx
Now from equation (i), we get
dv
− 1 = tan v
dx
dv
= 1 + tan v
dx
dv
= dx
1 + tan v
It is the equation of the variable separable form.
Now,
dv
= dx
sin v
1+
cos v
dv
= dx
cos v + sin v
cos v
cos v dv
= dx (ii )
cos v + sin v
d
Let cos v = l ( cos v + sin v ) + m ( cos v + sin v )
dv
cos v = l ( − sin v + cos v ) + m ( cos v + sin v )
cos v = l ( cos v − sin v ) + m ( cos v + sin v )
cos v = ( l + m) cos v + ( m − l ) sin v
Comparing the like term on both-sides, we get
l + m =1 and m − l = 0
1 1
Solving this we find m = &l =
2 2
From above equation (ii) we get
1 1
( − sin v + cos v ) + ( cos v + sin v ) dv
2 2 = dx
cos v + sin v
Now integrating it reduces to
1 1
( − sin v + cos v ) + ( cos v + sin v )
2 2
cos v + sin v
dv = dx
1 − sin v + cos v 1
2 cos v + sin v
dv + dv = x + c
2
1 1
ln cos v + sin v + v = x + c
2 2
ln cos v + sin v + v = 2 ( x + c )
Replacing the value of v in above equation we get
ln cos ( x + y + 6 ) + sin ( x + y + 6 ) + ( x + y + 6 ) = 2 ( x + c )
(As desired)
dy
Problem-03: Solve the differential equation = sin ( x + y ) + cos ( x + y ) .
dx
Solution: Given differential equation is,
dy
= sin ( x + y ) + cos ( x + y ) … … … (1)
dx
Let, x + y = v
dy dv dy dv
1+ = = −1
dx dx dx dx
Now from equation (1), we get
dv
− 1 = sin v + cos v
dx
dv
= sin v + cos v + 1
dx
dv
= dx
sin v + cos v + 1
dv
= dx
v v 2 v
2sin cos + 2cos
2 2 2
dv
= dx
v
sin
v 2
2 cos 2 1 +
2 cos v
2
v
sec 2 dv
2 = dx
v
2 1 + tan
2
v
ln 1 + tan = x+C
2
ln 1 + tan
( x + y) = x+C
2
which is the complete integral or general solution of the given differential equation.
(As desired)
dy
Problem-04: Solve the differential equation ( x + y ) = a2 .
2
dx
Solution:
Given differential equation is,
dy
( x + y) = a 2 … … … (1)
2
dx
Let, x + y = v
dy dv dy dv
1+ = = −1
dx dx dx dx
Now from equation (1), we get
dv
v 2 − 1 = a 2
dx
dv a2
−1 = 2
dx v
dv a 2
= +1
dx v 2
dv a 2 + v 2
=
dx v2
v2
dv = dx
a2 + v2
Integrating both sides, we get
v2
a 2 + v2 dv = dx + C
a2 + v2 − a2
dv = dx + C
a2 + v2
a2 + v2 a2
dv − a 2 + v2 dv = dx + C
a2 + v2
a2
dv − dv = dx + C
a2 + v2
1 v
v − a 2 . tan −1 = x + C
a a
x + y − a tan −1
( x + y) = x + C
a
y = a tan −1
( x + y) + C
a
Which is the complete integral or general solution of the given differential equation.
(As desired)
−1 dy
Problem-05: Solve sin = x+ y.
dx
Solution:
Given differential equation is,
dy
sin −1 = x+ y
dx
dy
= sin ( x + y ) (i )
dx
dy dv dy dv
Let x + y = v 1 + = = −1
dx dx dx dx
From the equation (i) we get
dv
− 1 = sin v
dx
dv
= 1 + sin v
dx
dv
= dx
1 + sin v
(1 − sin v ) dv = dx
(1 + sin v )(1 − sin v )
(1 − sin v ) dv = dx
1 − sin 2 v
(1 − sin v ) dv = dx
cos 2 v
1 sin v
− dv = dx
cos v cos v
2 2
( sec 2
v − tan v sec v ) dv = dx
Integrating both-sides we get
( sec v − tan v sec v ) dv = dx
2
tan v − sec v = x + c
(As desired)
dy
Problem-06: Solve = 1− x + y .
dx
Solution:
Given differential equation is,
dy
= 1− x + y (i )
dx
dy dv dy dv
Let x + y = v 1 + = 2v = 2v − 1
2
dx dx dx dx
From the equation (i) we get
dv
2v −1 = 1 − v
dx
dv
2v = 2−v
dx
v dx
dv =
2−v 2
2−2+v dx
dv =
2−v 2
2 − (2 − v) dx
dv =
2−v 2
2 dx
− 1 dv =
2−v 2
2 dx
dv − dv =
2−v 2
Taking integration on both-sides, we get
2 dx
2 − v dv − dv = 2
−1 dx
−2 dv − dv =
2−v 2
x
−2 ln 2 − v − v = + c1
2
x
2 ln 2 − v + v = − − c1
2
x
2 ln 2 − v + v + = −c1
2
4ln 2 − v + 2v + x = −2c1
4ln 2 − v + 2v + x = c [say c = −2c1 ]
Putting the value of v we get, 4ln 2 − x + y + 2 x + y + x = c (As desired)
dy
= 1− ( x + y) .
2
Problem-07: Solve
dx
Solution:
Given differential equation is,
dy
= 1− ( x + y)
2
(i )
dx
dy dv dy dv
Let x + y = v 1 + = = −1
dx dx dx dx
From the equation (i) we get
dv
−1 = 1 − v2
dx
dv
= 1 + 1 − v2
dx
dv
= dx
1 + 1 − v2
Let v = sin z dv = cos z dz .
Now,
cos z dz
= dx
1 + 1 − sin 2 z
cos z dz
= dx
1 + cos 2 z
cos z
dz = dx
1 + cos z
1 + cos z − 1
dz = dx
1 + cos z
1
1 − dz = dx
1 + cos z
1
dz − dz = dx
1 + cos z
Integrating both-sides, we get
1
dz − 1 + cos z dz = dx
1
dz − 1 + cos z dz = x + c
1
dz − 1 + cos z dz = x + c
1
dz − z
2
dz = x + c
2cos
2
1 2 z
dz − 2 sec 2 dz = x + c
1 z
z − .2 tan 2 = x + c
2 2
z
z − tan 2 = x + c
2
sin ( x + y )
−1
Let 𝑣 = 𝑥 + 𝑦
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 1 + 𝑑𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑑𝑥 − 1
Now, integrating
𝑑𝑣
∫ 1+𝑣 = ∫ 𝑑𝑥
𝑜𝑟, ln(1 + 𝑣) = 𝑥 + ln 𝑐
𝑜𝑟, ln(1 + 𝑣) = ln 𝑒 𝑥 + ln 𝑐
𝑜𝑟, ln(1 + 𝑣) = ln(𝑐𝑒 𝑥 )
𝑜𝑟, 1 + 𝑣 = 𝑐𝑒 𝑥
𝑜𝑟, 1 + 𝑥 + 𝑦 = 𝑐𝑒 𝑥
∴ 𝑦 = 𝑐𝑒 𝑥 − 1 − 𝑥 (As desired)
𝑑𝑦
Problem-09: Solve 𝑑𝑥
= sin(𝑥 + 𝑦 + 6)
Let 𝑣 = 𝑥 + 𝑦 + 6
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 1 + 𝑑𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑑𝑥 − 1
Let 𝑣 = 𝑥 − 𝑦 + 5
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 1 − 𝑑𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 1 − 𝑑𝑥
𝑑𝑣
1 − 𝑑𝑥 = sin 𝑣
𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 1 − sin 𝑣
1+sin 𝑣
𝑜𝑟, 𝑑𝑥 = 1−𝑠𝑖𝑛2 𝑣
𝑑𝑣
1+sin 𝑣
𝑜𝑟, 𝑑𝑥 = 𝑐𝑜𝑠2 𝑣
𝑑𝑣
1 sin 𝑣
𝑜𝑟, 𝑑𝑥 = (𝑐𝑜𝑠2 𝑣 + 𝑐𝑜𝑠2 𝑣) 𝑑𝑣
𝑑𝑦
Problem-11: Solve 𝑑𝑥 = cos(𝑥 + 𝑦 + 4)
Let 𝑣 = 𝑥 + 𝑦 + 4
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 1 + 𝑑𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, = −1
𝑑𝑥 𝑑𝑥
1−cos 𝑣
𝑜𝑟, 𝑑𝑥 = (1+cos 𝑣)(1−cos 𝑣) 𝑑𝑣
1−cos 𝑣
𝑜𝑟, 𝑑𝑥 = 1−𝑐𝑜𝑠2 𝑣
𝑑𝑣
1−cos 𝑣
𝑜𝑟, 𝑑𝑥 = 𝑑𝑣
𝑠𝑖𝑛2 𝑣
1 cos 𝑣
𝑜𝑟, 𝑑𝑥 = (𝑠𝑖𝑛2 𝑣 − 𝑠𝑖𝑛2 𝑣) 𝑑𝑣
Short Questions
1. What do you mean by reducible to variable separable form?
Broad Questions
Type 01:
dy
10. ( x + y + 1) =1
dx
x + y − a dy x + y + a
11. =
x + y − b dx x + y + b
dy
= ( x + y + 1)
2
12.
dx
dy 1− x − y
13. =
dx x+ y
dy 3x + 2 y
14. =
dx 3x + 2 y + 2
dy
15. = tan 2 ( x + y )
dx
dy
16. = cos ( x + y )
dx
x + yy1 1 − x2 − y 2
17. =
xy1 − y x2 + y 2
18. ( 2cos x + 3sin x ) dy = ( 3cos x + 2sin x ) dx
Type 02:
dy
1. Solve the differential equation − x tan ( y − x ) = 1 by appropriate transformation.
dx
◊◊Homogeneous Differential Equation:
Homogeneous Function:
A function in which degree of each terms are equal is called homogenous function. In other hand a function
f(x, y) is said to be homogeneous of degree n if it is possible to expressed as
𝑦 𝑥
𝑓(𝑥, 𝑦) = 𝑥 𝑛 ∅ (𝑥 ) 𝑜𝑟 𝑓(𝑥, 𝑦) = 𝑦 𝑛 ∅ (𝑦) .
A function is homogeneous of degree n if, when each of its arguments is multiplied by any number t > 0,
the value of the function is multiplied by 𝑡 𝑛 that is 𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡 𝑛 𝑓(𝑥, 𝑦).
Homogeneous differential Equation:
A first order differential equation M ( x, y ) dx + N ( x, y ) dy = 0 is said to be homogenous when it is
dy y
expressible as the derivative form = f .
dx x
Or
dy f1 ( x, y )
An equation of the form = is said to be homogeneous differential equation in which f1 ( x, y )
dx f 2 ( x, y )
and f 2 ( x, y ) are homogeneous function of same degree in x and y.
Note:
Every homogeneous equation of the types can be easily solved reducing it to variable separable form by
dy dv
choosing the transformation y = v x such that =v+x where v is the function of x.
dx dx
dy y y
Problem 01: Solve = + tan .
dx x x
Solution:
Given differential equation is,
dy y y
= + tan (i )
dx x x
dy dv
Let us choose the transformation y = v x such that =v+x .
dx dx
Applying transformation the equation (i) reduces to the following form
dv
v+x = v + tan v
dx
dv
x = tan v
dx
Separating the variables, we get
1
cot v dv = dx
x
Integrating both-sides, we find the desired solution
1
cot v dv = x dx
ln sin v + ln c = ln x
ln c sin v = ln x
x = c sin v
Substituting the value of v, we get
y
x = c sin
x
(As desired)
dy x + y2 2
dv 1 + v 2
x = −v
dx 2v
dv 1 + v 2 − 2v 2
x =
dx 2v
dv 1 − v 2
x =
dx 2v
Separating the variables,
2v 1
2
.dv = .dx
1− v x
Integrating,
2v 1
1− v dv = .dx
2
x
−2v 1
− dv = .dx
1− v 2
x
− ln 1 − v = ln x + ln c
2
ln x + ln c + ln 1 − v 2 = 0
ln cx (1 − v 2 ) = 0
cx (1 − v 2 ) = e 0
y
2
cx 1 − 2 = 1
x
x2 − y 2
cx 2 = 1
x
cx ( x − y ) = x 2
2 2
(As desired)
Problem 03: Solve ( x + y ) dy + ( x − y ) dx = 0 .
Solution:
Given differential equation is,
( x + y ) dy + ( x − y ) dx = 0
( x + y ) dy = − ( x − y ) dx
( x + y ) dy = ( y − x ) dx
dy y − x
= (i )
dx x + y
dy dv
Put y = v x such that =v+x .
dx dx
Above equation (i) becomes,
dv vx − x
v+x =
dx x + vx
dv v − 1
v+x =
dx 1 + v
dv v −1
x = −v
dx 1+ v
dv v −1 − v − v2
x =
dx 1+ v
x
dv
=
(
− 1 + v2 )
dx 1+ v
Separating the variables,
1+ v 1
2
dv = − dx
1+ v x
Integrating,
1+ v 1
1 + v 2
dv = − dx
x
1 v
1 + v 2 + 1 + v 2 dv = − ln x − ln c
1 v
1 + v 2 dv + 1 + v 2 dv = − ( ln x + ln c )
1 2v
tan −1 v + dv = − ln cx
2 1 + v2
1
tan −1 v + ln 1 + v 2 = − ln cx
2
1
tan −1 v + ln 1 + v 2 + ln cx = 0
2
tan −1 v + ln 1 + v 2 + ln cx = 0
tan −1 v + ln cx 1 + v 2 = 0
2
y
tan −1 v + ln cx 1 + =0
x2
2
y
−1 x2 + y
tan + ln cx =0
x x2
y
tan −1 + ln c x 2 + y 2 = 0
x
(As desired)
dy
Problem 04: Solve x − y = x2 + y 2 .
dx
Solution:
dy
Given differential equation is, x − y = x2 + y 2 (i )
dx
x
dy
dx
−y= (x 2
+ y2 )
x
dy
dx
= y+ (x 2
+ y2 )
dy y + (x 2
+ y2 )
= (ii)
dx x
dy dv
Choosing y = vx such that =v+x .
dx dx
The equation (ii) becomes,
dv vx + (x 2
+ v2 x2 )
v+x =
dx x
dv vx + x (1 + v )
2
v+x =
dx x
= v + (1 + v 2 )
dv
v+x
dx
= v + (1 + v 2 ) −v
dv
x
dx
= (1 + v 2 )
dv
x
dx
dv dx
=
(1 + v2 ) x
Integrating both sides, we get
dv dx
= +c
(1 + v ) 2 x
ln v + 1 + v 2 = ln x + c
ln v + 1 + v 2 = ln x + ln c1 ; ln c1 = c
ln v + 1 + v 2 = ln c1 x
v + 1 + v 2 = c1 x
2
y y
+ 1 + 2 = c1 x
x x
y x2 + y 2
+ = c1 x
x x
y + x2 + y 2 = c1 x 2
x 2 + y 2 = c1 x 2 − y
x 2 + y 2 = ( c1 x 2 − y )
2
(As desired)
y y y y dy
Problem 05: Solve x cos + y sin y = y sin − x cos x .
x x x x dx
Solution: Given differential equation is,
y y y y dy
x cos + y sin y = y sin − x cos x (i )
x x x x dx
Equation (i) can be written as,
y y dy y y
y sin − x cos x = x cos + y sin y
x x dx x x
y y
y x cos + y sin
=
dy x x
(ii )
dx y y
x y sin − x cos
x x
dy dv
Choosing y = vx such that =v+x .
dx dx
The equation (ii) becomes,
vx vx
vx x cos + vx sin
=
dv x x
v+x
dx vx vx
x vx sin − x cos
x x
dv v ( cos v + v sin v )
v+x =
dx ( v sin v − cos v )
dv v ( cos v + v sin v )
x = −v
dx ( v sin v − cos v )
dv v cos v + v 2 sin v − v 2 sin v + v cos v
x =
dx ( v sin v − cos v )
dv 2v cos v
x =
dx v sin v − cos v
v sin v − cos v dx
dv = 2
v cos v x
1 dx
tan v − dv = 2
v x
Integrating,
1 dx
tan v − dv = 2 + c
v x
ln sec v − ln v = 2ln x + c
sec v
ln = 2 ln x + ln c1 ; ln c1 = c ( say )
v
sec v
ln = ln c1 x 2
v
sec v
= c1 x 2
v
x y
sec = c1 x 2
y x
y
sec = c1 xy (As desired)
x
2 3
(
Problem 06: Solve x ydx − x + y dy = 0 .
3
)
Solution: Given differential equation is,
x 2 ydx − ( x 3 + y 3 ) dy = 0 (i )
Equation (i) can be written as,
x 2 ydx − ( x3 + y 3 ) dy = 0
( x3 + y 3 ) dy = x 2 ydx
dy x2 y
= 3 (ii )
dx ( x + y 3 )
dy dv
Choosing y = vx such that =v+x .
dx dx
The equation (ii) becomes,
dv vx3
v+x = 3 3 3
dx x + v x
dv v
v+ x =
dx 1 + v 3
dv v
x = −v
dx 1 + v 3
dv v − v − v 4
x =
dx 1 + v3
dv −v 4
x =
dx 1 + v3
1 + v3 dx
4 dv = −
v x
1 + v3 dx
Integrating, v4 dv = − x + c
1 1 dx
4 + dv = − + c
v v x
1
− 3 + ln v = − ln x + c
3v
1
ln v + ln x = 3 + c
3v
1
ln vx = 3 + c
3v
x3
ln y = 3 + c
3y
(As desired)
2 dy dy
Problem 07: Solve y + x = xy
2
.
dx dx
Solution: Given differential equation is,
dy dy
y 2 + x2 = xy (i )
dx dx
Equation (1) can be written as,
dy dy
y2 + x2 = xy
dx dx
( xy − x 2 )
dy
= y2
dx
dy y2
= (ii )
dx ( xy − x 2 )
dy dv
Choosing y = vx such that =v+x .
dx dx
The equation (ii) becomes,
dv v2 x2
v+x = 2
dx vx − x 2
dv v2
v+ x =
dx v − 1
dv v2
x = −v
dx v − 1
dv v 2 − v 2 + v
x =
dx v −1
dv v
x =
dx v − 1
v −1 dx
dv =
v x
Integrating,
v −1 dx
v
dv = + c
x
1 dx
1 − dv = + c
v x
v − ln v = ln x + c
ln v + ln x = v − c
ln vx = v + ln c1 ; ln c1 = −c ( say )
ln vx = ln ev + ln c1
ln vx = ln c1 ev
vx = c1 ev
y
y = c1 e x
(As desired)
dy y ( x + y )
Problem 08: Solve + = 0.
dx x2
Solution: Given differential equation is,
dy y ( x + y )
+ =0 (i)
dx x2
Equation (i) can be written as,
dy y ( x + y )
+ =0
dx x2
dy y ( x + y)
=− (ii )
dx x2
dy dv
Choosing y = vx such that =v+x .
dx dx
The equation (ii) becomes,
dv vx ( x + vx )
v+x =
dx x2
dv
v+x = v (1 + v )
dx
dv
x = v + v2 − v
dx
dv
x = v2
dx
1 dx
2 dv =
v x
Integrating,
1 dx
v 2
dv =
x
+c
1
− = ln x + c
v
x
− = ln x + ln c1 ; ln c1 = c ( say )
y
x
− = ln c1 x
y
x
= − ln c1 x
y
x
= ln ( c1 x )
−1
y
x 1
= ln
y c1 x
x
y=
1
ln
c1 x
(As desired)
𝑑𝑦 𝑦 𝑦
Problem 09: Solve: = +
𝑑𝑥 𝑥
cos 𝑥
Solution: Given that,
𝑑𝑦 𝑦 𝑦
= + cos ……………(i)
𝑑𝑥 𝑥 𝑥
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, = 𝑣 + 𝑥
𝑑𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣
𝑣 + 𝑥 = 𝑣 + cos 𝑣
𝑑𝑥
𝑑𝑣
𝑜𝑟, 𝑥 𝑑𝑥 = cos 𝑣
Separating the variables we obtain,
𝑑𝑥 𝑑𝑣
𝑥
= cos 𝑣
𝑑𝑥
𝑜𝑟, 𝑥 = sec 𝑣𝑑𝑣
Now integrating,
𝑑𝑥
∫ 𝑥 = ∫ sec 𝑣𝑑𝑣
𝑜𝑟, ln 𝑥 = ln|sec 𝑣 + tan 𝑣| + ln 𝑐
𝑜𝑟, ln 𝑥 = ln{𝑐|sec 𝑣 + tan 𝑣|}
𝑜𝑟, 𝑥 = 𝑐|sec 𝑣 + tan 𝑣|
𝑦 𝑦
∴ 𝑥 = 𝑐 |𝑠𝑒𝑐 𝑥 + tan 𝑥 |
(As desired)
𝑑𝑦 𝑦 𝑦
Problem 10: Solve: = +
𝑑𝑥 𝑥
sec 𝑥
Solution: Given that,
𝑑𝑦 𝑦 𝑦
𝑑𝑥
= 𝑥 + sec 𝑥 …………..(i)
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥
(As desired)
𝑑𝑦 𝑦 𝑦
Problem 11: Solve: = + cot
𝑑𝑥 𝑥 𝑥
Solution: Given that,
𝑑𝑦 𝑦 𝑦
= + cot ……..(i)
𝑑𝑥 𝑥 𝑥
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣
𝑣 + 𝑥 = 𝑣 + cot 𝑣
𝑑𝑥
𝑑𝑣
𝑜𝑟, 𝑥 = cot 𝑣
𝑑𝑥
Separating the variables we obtain,
𝑑𝑥 𝑑𝑣
𝑥
= cot 𝑣
𝑑𝑥
𝑜𝑟, 𝑥
= tan 𝑣
Now integrating,
𝑑𝑥
∫ 𝑥 = ∫ tan 𝑣𝑑𝑣
𝑜𝑟, ln 𝑥 = − ln|cos 𝑣| + ln 𝑐
𝑐
𝑜𝑟, ln 𝑥 = ln |cos 𝑣|
𝑐
𝑜𝑟, 𝑥 = |cos 𝑣|
𝑐
∴𝑥= 𝑦
|cos( )|
𝑥
(As desired)
𝑑𝑦 𝑦 𝑦
Problem 12: Solve: 𝑑𝑥 = 𝑥 + 𝑐𝑜𝑠𝑒𝑐 𝑥
Solution: Given that,
𝑑𝑦 𝑦 𝑦
𝑑𝑥
= 𝑥 + 𝑐𝑜𝑠𝑒𝑐 𝑥 ……….(i)
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣
𝑣 + 𝑥 𝑑𝑥 = 𝑣 + cosec 𝑣
𝑑𝑣
𝑜𝑟, 𝑥 𝑑𝑥 = 𝑐𝑜𝑠𝑒𝑐 𝑣
Separating the variables we obtain,
𝑑𝑥 𝑑𝑣
𝑥
= 𝑐𝑜𝑠𝑒𝑐 𝑣
𝑑𝑥
𝑜𝑟, 𝑥 = sin 𝑣𝑑𝑣
Now integrating,
𝑑𝑥
∫ 𝑥 = ∫ 𝑠𝑖𝑛𝑣𝑑𝑣
𝑜𝑟, ln 𝑥 = − cos 𝑣 + ln 𝑐
𝑜𝑟, ln 𝑥 = ln 𝑒 − cos 𝑣 + ln 𝑐
𝑜𝑟, ln 𝑥 = ln(𝑐. 𝑒 − cos 𝑣 )
𝑜𝑟, 𝑥 = 𝑐. 𝑒 − cos 𝑣
𝑦
− cos( )
∴ 𝑥 = 𝑐. 𝑒 𝑥
(As desired)
𝑑𝑦 𝑥+𝑦
Problem 13: Solve: = 𝑑𝑥 𝑥
Solution: Given that,
𝑑𝑦 𝑥+𝑦
𝑑𝑥
= 𝑥 ……………(i)
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, = 𝑣 + 𝑥
𝑑𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣 𝑥+𝑣𝑥
𝑣 + 𝑥 𝑑𝑥 = 𝑥
𝑑𝑣 𝑥(1+𝑣)
𝑜𝑟, 𝑣 + 𝑥 =
𝑑𝑥 𝑥
𝑑𝑣
𝑜𝑟, 𝑣 + 𝑥 𝑑𝑥 =1+𝑣
𝑑𝑣
𝑜𝑟, 𝑥 =1
𝑑𝑥
Separating the variables we obtain,
𝑑𝑥
𝑥
= 𝑑𝑣
Now integrating,
𝑑𝑥
∫ 𝑥 = ∫ 𝑑𝑣
𝑜𝑟, ln 𝑥 = 𝑣 + ln 𝑐
𝑜𝑟, ln 𝑥 = ln 𝑒 𝑣 + ln 𝑐
𝑜𝑟, ln 𝑥 = ln(𝑐. 𝑒 𝑣 )
𝑜𝑟, 𝑥 = 𝑐. 𝑒 𝑣
𝑦
∴ 𝑥 = 𝑐. 𝑒 𝑥
(As desired)
𝑑𝑦 2𝑥+𝑦
Problem 14: Solve: = 𝑑𝑥 2𝑥
Solution: Given that,
𝑑𝑦 2𝑥+𝑦
𝑑𝑥
= 2𝑥 ……………(i)
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣 2𝑥+𝑣𝑥
𝑣 + 𝑥 𝑑𝑥 = 2𝑥
𝑑𝑣 𝑥(2+𝑣)
𝑜𝑟, 𝑣 + 𝑥 𝑑𝑥 = 2𝑥
𝑑𝑣 2+𝑣
𝑜𝑟, 𝑣 + 𝑥 =
𝑑𝑥 2
𝑑𝑣 2+𝑣
𝑜𝑟, 𝑥 𝑑𝑥 = 2 − 𝑣
𝑑𝑣 2−𝑣
𝑜𝑟, 𝑥 𝑑𝑥 = 2
Separating the variables we obtain,
𝑑𝑥 2
= 𝑑𝑣
𝑥 2−𝑣
Now integrating,
𝑑𝑥 𝑑𝑣
∫ 𝑥 = 2 ∫ 2−𝑣
𝑜𝑟, ln 𝑥 = −2 ln(2 − 𝑣) + ln 𝑐
𝑜𝑟, ln 𝑥 + 2 ln(2 − 𝑣) = ln 𝑐
𝑜𝑟, ln 𝑥 + ln(2 − 𝑣)2 = ln 𝑐
𝑜𝑟, ln{𝑥. (2 − 𝑣)2 } = ln 𝑐
𝑦 2
𝑜𝑟, 𝑥. (2 − ) = 𝑐
𝑥
(As desired)
𝑑𝑦 𝑥+2𝑦
Problem 15 : Solve: = 𝑑𝑥 2𝑥
Solution: Given that,
𝑑𝑦 𝑥+2𝑦
𝑑𝑥
= 2𝑥 ………….(i)
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, = 𝑣 + 𝑥
𝑑𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣 𝑥+2𝑣𝑥
𝑣+𝑥 =
𝑑𝑥 2𝑥
𝑑𝑣 𝑥(1+2𝑣)
𝑜𝑟, 𝑣 + 𝑥 𝑑𝑥 = 2𝑥
𝑑𝑣 1+2𝑣
𝑜𝑟, 𝑥 𝑑𝑥 = 2
− 𝑣
𝑑𝑣 1
𝑜𝑟, 𝑥 𝑑𝑥 = 2
Separating the variables we obtain,
𝑑𝑥
𝑥
= 2𝑑𝑣
Now integrating,
𝑑𝑥
∫ 𝑥 = 2 ∫ 𝑑𝑣
𝑜𝑟, ln 𝑥 = 2𝑣 + ln 𝑐
𝑜𝑟, ln 𝑥 = ln 𝑒 2𝑣 + ln 𝑐
𝑜𝑟, ln 𝑥 = ln(𝑐𝑒 2𝑣 )
𝑜𝑟, 𝑥 = 𝑐𝑒 2𝑣
𝑦
∴ 𝑥 = 𝑐𝑒 2𝑥 (As desired)
𝑑𝑦 𝑥+𝑦
Problem 16: Solve: 𝑑𝑥 = 2𝑥
Solution: Given that,
𝑑𝑦 𝑥+𝑦
= ………….(i)
𝑑𝑥 2𝑥
Let 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥
From (i) we get,
𝑑𝑣 𝑥+𝑣𝑥
𝑣 + 𝑥 𝑑𝑥 = 2𝑥
𝑑𝑣 𝑥(1+𝑣)
𝑜𝑟, 𝑣 + 𝑥 𝑑𝑥 = 2𝑥
𝑑𝑣 1+𝑣
𝑜𝑟, 𝑥 = −𝑣
𝑑𝑥 2
𝑑𝑣 1−𝑣
𝑜𝑟, 𝑥 𝑑𝑥 = 2
Separating the variables we obtain,
𝑑𝑥 2
𝑥
= 1−𝑣 𝑑𝑣
Now integrating,
𝑑𝑥 2
∫ 𝑥 = ∫ 1−𝑣 𝑑𝑣
𝑜𝑟, ln 𝑥 = −2 ln(1 − 𝑣) + ln 𝑐
𝑜𝑟, ln 𝑥 + 2 ln(1 − 𝑣) = ln 𝑐
𝑜𝑟, ln{𝑥(1 − 𝑣)2 } = ln 𝑐
𝑜𝑟, 𝑥(1 − 𝑣)2 = 𝑐
𝑦 2
∴ 𝑥 (1 − ) = 𝑐
𝑥
(As desired)
dy x − xy + y
2 2
Problem 17: Solve = .
dx xy
Solution: Given differential equation is,
dy x 2 − xy + y 2
= (i)
dx xy
dy dv
Choosing y = vx such that =v+x .
dx dx
The equation (i) becomes,
dv x 2 − xvx + v 2 x 2
v+ x =
dx xvx
dv x − vx 2 + v 2 x 2
2
v+ x =
dx vx 2
dv 1 − v + v 2
v+x =
dx v
dv 1 − v + v 2
x = −v
dx v
dv 1 − v + v 2 − v 2
x =
dx v
dv 1 − v
x =
dx v
Separating the variables,
v 1
dv = dx
1− v x
Integrating,
v 1
1 − v dv = x dx
1−1+ v
1− v
dv = ln x + ln c
1 − (1 − v )
1 − v dv = ln x + ln c
1
1 − v − 1 dv = ln x + ln c
1
1 − v dv − dv = ln x + ln c
−1
− dv − dv = ln x + ln c
1− v
− ln 1 − v − v = ln x + ln c
ln 1 − v + v + ln x + ln c = 0
ln cx 1 − v + v = 0
Substituting the value of v we get,
y y
ln cx 1 − + =0
x x
x− y y
ln cx + =0
x x
x ln c ( x − y ) + y = 0
(As desired)
Short Questions
1. What do you mean by Homogeneous differential equation?
( )
2. Show that the differential equation x − 3 y dx + 2 xydy = 0 is homogeneous.
2 2
( )
3. Show that the degree of homogeneous equation y + x + y dx − xdy = 0 is 1.
2 2
Broad Questions
Type 01:
dy y
6. =
dx x + xy
dy 2 xy
7. = 2
dx y − x 2
8. ( 3x + y ) dy + ( x + 3 y ) dx = 0
2 2 2 2
9. y ( y − 2 x ) dx + x ( 2 y − x ) dy = 0
2 2 2 2
10. ( x + 2 xy − y ) dx + ( y + 2 xy − x ) dy = 0
2 2 2 2
11. ( 2 x + 2 xy + y ) dx + ( x + 2 xy ) dy = 0
2 2 2
12. ( x + 4 x y + 3x y ) dx + ( x + 2 x y + y ) dy = 0
4 3 2 2 4 3 4
13. ( x x + y − y ) dx + xydy = 0
2 2 2
14. ( x + y x + y ) dx − xy x + y dy = 0
3 2 2 2 2 2
x
x y
x
15. 1 + e dx + 1 − e dy = 0
y
y
x
x
16. ye y
dx + y − xe y
dy = 0
y dy y
17. x sin = y sin − x
x dx x
18. (2 xy − x dy + ydx = 0 )
dy xy 2 − x 2 y
19. =
dx x3
dy y 3 − 3x 2 y
20. =
dx x3 + 3xy 2
dy x2 y
21. = 3
dx x + y 3
dy y + x 2 + y 2
22. =
dx x
dy
23. x − y = x x2 + y 2
dx
dy
24. x = y + 2 y2 − x2
dx
dy
25. x = y ( ln y − ln x + 1)
dx
Type 02:
1. Show that the solution of the general homogeneous equation of the first order and first degree
dy y dv y
= f is ln x = + C where = v .
dx x f (v) − v x
(
Prove that the solution of x + y
dy
)
= xy is e 2 y = ky where k is arbitrary constant.
2
2 2
3.
dx
4. ( 2 2 2
) k
Reduces x x + y − y dx + xydy = 0 to x 2 + y 2 = x ln where k is arbitrary constant.
x
y y y
5. Solve x cos dy + x sin − y cos dx = 0 .
x x x
6. Show that y = vx transforms a homogeneous differential equation into a separable equation and
2
(
hence solve x x + y − y dx + xydy = 0 .
2 2
)
◊◊Non-Homogeneous Differential Equation:
dy a1 x + b1 y + c1 a b
An equation of the form = , 1 1 is called non-Homogeneous differential
dx a2 x + b2 y + c2 a2 b2
equation.
Note:
A nonhomogeneous differential equation can be solved by reducing it to homogeneous form.
By substituting x = x + h and y = y + k so that dx = dx and dy = dy where h and k are constants
choosing in such a way that a1h + b1k + c1 = 0 and a2 h + b2 k + c2 = 0 .Considering the transformation
given equation reduces to the following form,
a1 x + b1 y + a1h + b1k + c1
dy
=
dx
a2 x + b2 y + a2 h + b2 k + c2
a1 x + b1 y
dy
=
dx
a2 x + b2 y
Which is homogeneous differential equation in x and y easily solvable by putting y = vx where v is a
function of x .
dy 2x − y +1 a1 b1
= (i ) =
dx 6 x − 5 y + 4 a2 b2
dy dy
Substituting x = x + h and y = y + k so that = to reduce the equation homogeneous form.
dx dx
Choose h and k in such a way that
2h − k + 1 = 0 (ii )
And
6h − 5k + 4 = 0 (iii )
1 1
Solving equation (ii) and (iii) by scientific calculator we get h = − and k = .
4 2
1 1
Therefore x = x − and y = y +
4 2
The equation (ii) becomes homogeneous on taking above transformation,
dy 2 x − y
= (iv)
dx 6 x − 5 y
dy dv
Considering a transformation y = vx such that = v + x .
dx dx
Then the equation (iv) becomes,
dv 2 x − vx
v + x =
dx 6 x − 5vx
dv 2−v
v + x =
dx 6 − 5v
dv 2−v
x = −v
dx 6 − 5v
dv 2 − v − 6v + 5v 2
x =
dx 6 − 5v
dv 5v − 7v + 2
2
x =
dx 6 − 5v
Separating variables,
6 − 5v 1
dv = dx
5v − 7v + 2
2
x
6 − 5v 1
dv = dx
5v − 5v − 2v + 2
2
x
6 − 5v 1
dv = dx
5v ( v − 1) − 2 ( v − 1) x
6 − 5v 1
dv = dx
( v − 1)( 5v − 2 ) x
1
3 −5 1
+ dv = dx
v − 1 ( 5v − 2 ) x
Integrating,
1
3 −5 1
v − 1 + ( 5v − 2 ) dv = x dx
1
−5 1
v 3− 1 dv + ( 5v − 2) dv = x dx
1 1 5 1
3 v −1
dv −
5v − 2
dv = dx
x
1
ln v − 1 − ln 5v − 2 = ln x + ln c
3
ln 3 v − 1 − ln 5v − 2 = ln x + ln c
3 v −1
ln − = ln cx
5v − 2
1
y−
2
−1
3
1
x+
4 1
= c x +
1 4
y−
5
2
−2
1
x+
4
2 y −1
2 −1
3
4x +1
4 4x +1
=c
2 y −1 4
5 2 −2
4x +1
4
4y − 2
3 −1
4x +1 4x +1
=c
20 y − 10 4
−2
4x +1
4 y − 2 − 4x −1
3
4x +1 4x +1
=c
20 y − 10 − 8 x − 2 4
4x +1
4 y − 4x − 3
3
4x +1 4x +1
=c
20 y − 8 x − 12 4
4x +1
4 y − 4x − 3 4 x + 1 20 y − 8 x − 12
3 =c .
4x +1 4 4x +1
4 y − 4x − 3
3 = c ( 5 y − 2 x − 3)
4x +1
4 y − 4x − 3
= c 3 ( 5 y − 2 x − 3)
3
4x +1
( 4 y − 4 x − 3) = c3 ( 4 x + 1)( 5 y − 2 x − 3)
3
(As desired)
dy x + 2 y − 3
Problem 02: Solve the differential equation =
dx 2 x + y − 3
Solution: Given differential equation is,
dy x + 2 y − 3
= (i )
dx 2 x + y − 3
Put x = x + h and y = y + k where h , k are constants.
dy dy
=
dx dx
Then the equation (i) becomes,
dy x + 2 y + ( h + 2k − 3)
= (ii )
dx 2 x + y + ( 2h + k − 3)
Now choose
h + 2k − 3 = 0 (iii)
2h + k − 3 = 0 (iv)
Solving equations (iii) and (iv) we get,
h = 1 and k = 1
With this substitution equation (ii) becomes,
dy x + 2 y
= (v )
dx 2 x + y
Which is a homogeneous equation in x and y .
So put, y = vx
dy dv
= v + x
dx dx
1+ v
ln = ln cx
(1 − v )
3
1+ v
= cx
(1 − v )
3
1+ v
= Cx2 ; let , c 2 = C
(1 − v )
3
1 + v = Cx2 (1 − v )
3
y y
3
1 + = Cx2 1 −
x x
x + y = C ( x − y )
3
x − 1 + y − 1 = C ( x − 1 − y + 1)
3
x + y − 2 = C ( x − y)
3
(As desired)
dy
Problem 03: Solve the differential equation ( 3 x − 7 y − 3) = (3 y − 7 x + 7 )
dx
Solution: Given differential equation is,
dy
( 3x − 7 y − 3) = (3 y − 7 x + 7 )
dx
dy ( 3 y − 7 x + 7 )
= (i )
dx ( 3 x − 7 y − 3)
Put x = x + h and y = y + k where h , k are constants.
dy dy
=
dx dx
Then the equation (i) becomes,
dy 3 y − 7 x + ( −7 h + 3k + 7 )
= (ii )
dx 3 x − 7 y + ( 3h − 7 k − 3)
Now choose
−7h + 3k + 7 = 0 (iii)
3h − 7k − 3 = 0 (iv)
Solving equations (iii) and (iv) we get,
h = 1 and k = 0
with this substitution equation (ii) becomes,
dy 3 y − 7 x
= (v )
dx 3x − 7 y
which is a homogeneous equation in x and y .
So put, y = vx
dy dv
= v + x
dx dx
From equation (5), we have
dv 3vx − 7 x
v + x =
dx 3 x − 7vx
dv 3v − 7
v + x =
dx 3 − 7v
dv 3v − 7
x = −v
dx 3 − 7v
dv 3v − 7 − 3v + 7v 2
x =
dx 3 − 7v
dv −7 + 7v 2
x =
dx 3 − 7v
x
dv −7 1 − v
=
( 2
)
dx 3 − 7v
3 − 7v dx
dv = −7
1− v 2
x
ln (1 + v ) (1 − v ) = ln cx−7
5 2
c
(1 + v ) (1 − v ) =
5 2
x 7
y y
5 2
c
1 + 1 − = 7 ; as y = vx
x x x
( x + y ) ( x − y ) = c
5 2
( x + y − 1) ( x − y − 1) = c ; as x = x + 1 and y = y + 0
5 2
(As desired)
dy x+ y−2
Problem 04: Solve =
dx − x + y − 4
Solution:
Given that,
dy x+ y−2
= (i)
dx − x + y − 4
Now choose
h+k −2=0 (iii )
−h + k − 4 = 0 (iv)
Solving equations (iii) and (iv) we get,
h = −1 , k = 3
With this substitution equation (ii) becomes,
dy x + y
= (v )
dx − x + y
Which is a homogeneous equation in x and y .
So put, y = vx
dy dv
= v + x
dx dx
From equation (v), we have
dv x + vx
v + x =
dx v x − x
dv v + 1
Or, x = −v
dx v −1
v −1 d x
Or, dv =
1 + 2v − v 2
x
Or, −
1
2
( )
ln 1 + 2v − v 2 = ln x + ln c
( )
−
Or, ln 1 + 2v − v 2 2 = ln cx
1
−
y y 2 2
Or, 1 + 2 − 2 = cx
x x
1
−
x2 + 2 xy − y2 2
Or, = cx
x 2
1
−
1 x2 + 2 xy − y2 2
Or, = cx
x−1 x 2
1
( )
−
Or, x2 + 2 xy − y2 2 =c
( )
1
2 −2
( x + 1) + 2 ( x + 1)( y − 3) − ( y − 3)
2
Or, =c
Or, (x 2
+ 2 x + 1 + 2 xy − 6 x + 2 y − 6 − y 2 + 6 y − 9 = c −2 )
(
x 2 + 2 xy − y 2 − 4 x + 8 y − 14 = c −2 )
(As desired)
dy x+2 y+3
Problem 05: Solve =
dx 2x + y + 3
Solution:
Given that,
dy x+2 y+3
= (i )
dx 2x + y + 3
Now choose
h + 2k + 3 = 0 (iii )
2h + k + 3 = 0 (iv)
Solving equations (iii) and (iv) we get,
h k 1
h = −1 , k = − 1 6 − 3 = 6 − 3 = 1 − 4
dv 1 + 2v 1 + 2v − 2v − v 2
Or, x = −v =
dx 2 + v 2+v
2+v dx
Or, dv =
1 −v 2
x
2 v dx
Or, + 2
dv =
1 − v
2
1 −v x
2 1 ( −2v ) dx
Or, − 2
dv =
1 −v
2 2
2 1 −v x
1+ v
Or, 2
1
ln
2.1 1 − v
1
(
− ln 1 − v 2 = ln x + ln c
2
)
1+ v
Or, 2ln
1− v
(
− ln 1 − v 2 = 2ln cx )
2
1+ v
Or, ln
1− v
(
= ln c 2 x2 + ln 1 − v 2 )
2
1+ v
Or, = c x 1 − v
2 2 2
( )
1− v
y
2
1 + x y
2
Or,
= c x 1 − 2
2 2
1− y x
x
2
x + y
Or, = c x − y
2 2 2
( )
x −y
x + y = c2 ( x − y ) 3
x + 1 + y + 1 = c 2 (x + 1 − y − 1) 3
x + y + 2 = c 2 (x − y ) 3 (As desired)
H.W:
dy
1. Solve ( x + y + 3) = y − x +1
dx
2. Solve ( 4 x + 3 y + 1) dx + ( 2 y + 3x + 1) dy = 0
dy
Problem 01: Solve the differential equation ( 2 x − 2 y + 5 ) = x− y+3
dx
Solution: Given differential equation is,
dy
( 2 x − 2 y + 5)= x− y+3
dx
dy x− y +3
=
dx 2 x − 2 y + 5
dy x− y +3
= … …. … (1)
dx 2 ( x − y ) + 5
Put x− y =v
dy dv dy dv
1− = = 1−
dx dx dx dx
Then the equation (1) becomes,
dv v + 3
1− =
dx 2v + 5
dv v+3
= 1−
dx 2v + 5
dv 2v + 5 − v − 3
=
dx 2v + 5
dv 2 + v
=
dx 2v + 5
2v + 5
dv = dx
2+v
Integrating both sides, we get
2v + 5
2+v
dv = dx
2 (2 + v) +1
dv = dx
2+v
1
2+ dv = dx
2+v
2v + ln ( 2 + v ) = x + c
2 ( x − y ) + ln ( x − y + 2) = x + c
x − 2 y + ln ( x − y + 2 ) = c
(As desired)
dy
Problem 02: Solve the differential equation ( 3 x − 2 y + 1) = 6x − 4 y + 3
dx
Solution: Given differential equation is,
dy
( 3x − 2 y + 1) = 6x − 4 y + 3
dx
dy 6 x − 4 y + 3
=
dx 3x − 2 y + 1
dy 2 ( 3x − 2 y ) + 3
= … …. … (1)
dx 3x − 2 y + 1
Put 3x − 2 y = v
dy dv dy 1 dv
3− 2 = = 3−
dx dx dx 2 dx
Then the equation (1) becomes,
1 dv 2v + 3
3− =
2 dx v + 1
dv 4v + 6
3− =
dx v +1
dv 4v + 6
= 3−
dx v +1
dv 3v + 3 − 4v − 6
=
dx v +1
dv −v − 3
=
dx v +1
v + 1 dv
= − dx
v + 3 dx
Integrating both sides, we get
v +1
v + 3dv = − dx
( v + 3) − 2dv = −
v+3 dx
2
1 − dv = − dx
v+3
( 3x − 2 y ) − 2ln ( 3x − 2 y + 3) = − x + c
4 x − 2 y − 2ln ( 3x − 2 y + 3) = c
(As desired)
𝑑𝑦 3𝑥+2𝑦
Problem 03: Solve 𝑑𝑥
= 3𝑥+2𝑦+2
Let 𝑣 = 3𝑥 + 2𝑦
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 3 + 2 𝑑𝑥
𝑑𝑦 1 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 2 (𝑑𝑥 − 3)
1 𝑑𝑣 𝑣
( − 3) =
2 𝑑𝑥 𝑣+2
𝑑𝑣 2𝑣
𝑜𝑟, 𝑑𝑥 − 3 = 𝑣+2
𝑑𝑣 2𝑣
𝑜𝑟, 𝑑𝑥 = 𝑣+2 + 3
𝑑𝑣 5𝑣+6
𝑜𝑟, 𝑑𝑥 = 𝑣+2
Now, integrating
4
5 ∫ 𝑑𝑥 = ∫ (1 + 5𝑣+6) 𝑑𝑣
4
𝑜𝑟, 5𝑥 = 𝑣 + 5 ln(5𝑣 + 6) + 𝑐
4
𝑜𝑟, 5𝑥 = 3𝑥 + 2𝑦 + 5 ln(15𝑥 + 10𝑦 + 6) + 𝑐
4
𝑜𝑟, 2𝑥 = 2𝑦 + ln(15𝑥 + 10𝑦 + 6) + 𝑐
5
𝑑𝑦 2(2𝑥−5𝑦)+3
𝑜𝑟, = …….(i)
𝑑𝑥 2𝑥−5𝑦+5
Let 𝑣 = 2𝑥 − 5𝑦
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 2 − 5 𝑑𝑥
𝑑𝑦 1 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 5 (2 − 𝑑𝑥)
10𝑣+15 𝑑𝑣
𝑜𝑟, 2 − 𝑣+5
= 𝑑𝑥
2𝑣+10−10𝑣−15 𝑑𝑣
𝑜𝑟, 𝑣+5
= 𝑑𝑥
−8𝑣−5 𝑑𝑣
𝑜𝑟, 𝑣+5
= 𝑑𝑥
Now, integrating
35
−8 ∫ 𝑑𝑥 = ∫ (1 + 8𝑣+5) 𝑑𝑣
35
𝑜𝑟, −8𝑥 = 𝑣 + 8
ln(8𝑣 + 5) + 𝑐
35
𝑜𝑟, −8𝑥 = 2𝑥 − 5𝑦 + 8
𝑙𝑛(16𝑥 − 40𝑦 + 5) + 𝑐
35
∴ 5𝑦 = 10𝑥 + 8
𝑙𝑛(16𝑥 − 40𝑦 + 5) + 𝑐
𝑑𝑦 4𝑥−10𝑦+3
Problem 05: Solve 𝑑𝑥
= 6𝑥−15𝑦+5
𝑑𝑦 2(2𝑥−5𝑦)+3
𝑜𝑟, 𝑑𝑥 = 3(2𝑥−5𝑦)+5………….(i)
Let 𝑣 = 2𝑥 − 5𝑦
𝑑𝑣 𝑑𝑦
𝑜𝑟, 𝑑𝑥 = 2 − 5 𝑑𝑥
𝑑𝑦 𝑑𝑣
𝑜𝑟, 5 𝑑𝑥 = 2 − 𝑑𝑥
𝑑𝑦 1 𝑑𝑣
𝑜𝑟, 𝑑𝑥 = 5 (2 − 𝑑𝑥)
6𝑣+10−10𝑣−15 𝑑𝑣
𝑜𝑟, 3𝑣+5
= 𝑑𝑥
−4𝑣−5 𝑑𝑣
𝑜𝑟, 3𝑣+5
= 𝑑𝑥
Now integrating,
1 5
− ∫ 𝑑𝑥 = ∫ 𝑑𝑣 − 4 ∫ (1 − 4𝑣+5) 𝑑𝑣
1 5
𝑜𝑟, −𝑥 = 𝑣 − 4 (𝑣 − 4 ln(4𝑣 + 5)) + 𝑐
1 5
𝑜𝑟, −𝑥 = 𝑣 − 𝑣 + ln(4𝑣 + 5) + 𝑐
4 16
5
𝑜𝑟, −4𝑥 = 4𝑣 − 𝑣 + ln(4𝑣 + 5) + 𝑐
4
5
𝑜𝑟, −4𝑥 = 3𝑣 + 4 ln(4𝑣 + 5) + 𝑐
5
𝑜𝑟, −4𝑥 = 6𝑥 − 15𝑦 + ln(8𝑥 − 20𝑦 + 5) + 𝑐
4
5
∴ 15𝑦 = 10𝑥 + 4 ln(8𝑥 − 20𝑦 + 5) + 𝑐
H.W:
𝑑𝑦 2𝑥−5𝑦+3
(i) 𝑑𝑥
= 4𝑥−10𝑦+5
𝑑𝑦 3𝑥−2𝑦+3
(ii) 𝑑𝑥
= 6𝑥−4𝑦+4
𝑑𝑦 6𝑥−4𝑦+3
(iii) 𝑑𝑥
= 3𝑥−2𝑦+1
dy a x + b1 y + c1
= 1
dx −b1 x + b2 y + c2
( a1 x + b1 y + c1 ) dx = ( −b1x + b2 y + c2 ) dy
a1 xdx + b1 ydx + c1dx = −b1 xdy + b2 ydy + c2 dy
a1 xdx + b1 ydx + c1dx + b1 xdy − b2 ydy − c2 dy = 0
a1 xdx + b1 ydx + b1 xdy + c1dx − b2 ydy − c2 dy = 0
a1 xdx + b1d ( xy ) + c1dx − b2 ydy − c2dy = 0
By integrating we can solve it.
dy 2 x − y + 1
Problem 01: Solve = .
dx x − 2 y + 1
Solution:
Given differential equation is
dy 2 x − y + 1
=
dx x − 2 y + 1
Here coefficient of y in numerator is equal to coefficient of x in the denominator with sign changed.
Rearranging the given differential equation’s
( x − 2 y + 1) dy = ( 2x − y + 1) dx
xdy − 2 ydy + dy = 2 xdx − ydx + dx
xdy − 2 ydy + dy = 2 xdx − ydx + dx
xdy + ydx − 2 ydy + dy − 2 xdx − dx = 0
d ( xy ) − 2 ydy + dy − 2 xdx − dx = 0
Now, integrating both-sides we get,
xy − y 2 + y − x 2 − x = c
(As desired)
dy 2 x − y + 1
Problem 02: Solve = .
dx x + 2 y − 3
Solution:
Given differential equation is
dy 2 x − y + 1
=
dx x + 2 y − 3
Here coefficient of y in numerator is equal to coefficient of x in the denominator with sign changed.
Rearranging the given differential equation’s
( x + 2 y − 3) dy = ( 2x − y + 1) dx
xdy + 2 ydy − 3dy = 2 xdx − ydx + dx
xdy + ydx + 2 ydy − 3dy − 2 xdx − dx = 0
d ( xy ) + 2 ydy − 3dy − 2 xdx − dx = 0
Now, integrating both-sides we get,
xy + y 2 − 3 y − x 2 − x = c (As desired)
dy
◊◊ Linear Differential Equation: A differential equation of the form + Py = Q where P and Q
dx
function of x only or constant is called linear differential equation of first order and first degree.
dx
d P dx Pd x
ye = Q e
dx
Integrating with respect to x and adding an arbitrary constant C we get the desired solution.
ye = Q e
P dx Pd x
dx + C
This is the required solution of the linear differential equation.
Note:
Integrating Factor:
An algebraic factor by multiplying which a differential equation be solvable or integrable.
On other hand Integrating Factor is a factor which makes an expression readily (directly) integrable after
multiplying by it.
Or
A differential equation is multiplied by a factor (function of x,y) and it becomes integrable, such type of
factor is called integrating factor. It is shortly denoted by I.F.
dy
1. An integrating factor of the equation + Py = Q where P and Q function of x only or constant
dx
is I .F = e
Pd x
.
dx
2. An integrating factor of the equation + Px = Q where P and Q function of y only or constant
dy
is I .F = e
Pd y
.
dy
3. The solution of + Py = Q is as like y I .F = ( Q I .F ) dx + C .
dx
Mathematical Problems based on linear differential equation
dy
Problem 01: Solve + xy = x .
dx
Solution:
Given differential equation is
dy
+ xy = x (i )
dx
Here P = x and Q = x
x2
Integrating factor, I.F= e
xd x
=e2
x2
2
Multiplying the above equation by e , we get
x2 x x 2 2
dy
e 2
+ xye = xe 2
2
dx
d x2
2 2
x
ye = xe 2
dx
Integrating, we get
x2 x2
ye 2
= xe dx 2
x2 1
Let = z such that .2 xdx = dz xdx = dz
2 2
Now,
x2
ye 2
= e z dz
x2 x2
ye 2
= e +C 2
x2
−
y = 1 + Ce 2
(As desired)
Problem 02: Solve (1 − x 2 )
dy
− xy = 1.
dx
Solution: Given differential equation is,
(1 − x ) dy
2
dx
− xy = 1 (i )
Equation (i) can be written as,
(1 − x ) dy
2
dx
− xy = 1
dy x 1
− y= (ii )
dx (1 − x )
2
(1 − x 2 )
−x
1− x2 dx
Integrating factor, I.F = e
1
(
ln 1− x 2 )
= e2
1
=e
( ln 1− x2 ) 2
1
= (1 − x 2 ) 2
= 1 − x2
Multiplying the above equation (ii) by 1 − x 2 , we get
dy x 1 − x 2 1 − x2
1− x − 2
y=
dx (1 − x 2 ) (1 − x2 )
dy x 1
1 − x2 − y=
dx 1− x 2
1 − x2
d
dx
(
y 1 − x2 =
1
1 − x2
)
= x2
Multiply both sides of equation (ii) by x 2 , we get
dy
x2 + 2 xy = x 3 log x
dx
( x 2 y ) = x 3 log x
d
dx
Integrating both sides, we get
x 2 y = x 3 log x + c
d
x 2 y = log x x 3dx − ( log x ) x 3dx dx + c
dx
4 4
x 1 x
x 2 y = log x − . dx + c
4 x 4
4
x 1
x 2 y = log x − x3dx + c
4 4
4
x 1 x4
x 2 y = log x − . + c
4 4 4
4
x x4
x 2 y = log x − + c
4 16
2 2
x x
y = log x − + cx − 2
4 16
(As desired)
dy
Problem 04: Solve the differential equation + 2 y tan x = sin x .
dx
= e2ln(sec x)
ln ( sec2 x )
=e
= sec 2 x
Multiply both sides of equation (1) by sec 2 x , we get
dy
sec 2 x + 2 y sec 2 x tan x = sin x sec 2 x
dx
( y sec 2 x ) = sec x tan x
d
dx
Integrating both sides, we get
y sec 2 x = sec x tan xdx + c
y sec2 x = sec x + c
1 c
y= +
sec x sec 2 x
y = cos x + c cos 2 x
which is the required solution.
dy 1
Problem 05: Solve the differential equation x − 2 y = x 2 + sin 2 .
dx x
Solution: Given differential equation is,
dy 1
x − 2 y = x 2 + sin 2 … … … (1)
dx x
The equation (1) can be written as,
dy 1
x − 2 y = x 2 + sin 2
dx x
dy 2 1 1
− y = x + sin 2 … … … (2)
dx x x x
This is a linear equation of first order.
−2
= e x
dx
I.F
= e −2ln x
−2
= eln x
1
= 2
x
1
Multiply both sides of equation (2) by
, we get
x2
1 dy 2 1 1 1
2
− 3 y = + 3 sin 2
x dx x x x x
d y 1 1 1
2 = + 3 sin 2
dx x x x x
Integrating both sides, we get
y dx 1 1
2
= + 3 sin 2 dx + c
x x x x
y 1 1
2 = ln x + 3 sin 2 dx + c
x x x
y 1 1
2 = ln x − sin tdt + c ; putting 2 = t
x 2 x
y 1
2 = ln x + cos t + c
x 2
y 1 1
2 = ln x + cos 2 + c
x 2 x
2
x 1
y = x 2 ln x + cos 2 + c x 2
2 x
which is the required solution.
dy
Problem 06: Solve the differential equation − 2 y cos x = −2sin 2 x .
dx
Solution: Given differential equation is,
dy
− 2 y cos x = −2sin 2 x … … … (1)
dx
This is a linear equation of first order.
I.F = e
−2cos xdx
= e −2sin x
Multiply both sides of equation (1) by e −2sin x , we get
dy
e −2sin x − 2 ye −2sin x cos x = −2e −2sin x sin 2 x
dx
d
dx
( )
ye −2sin x = −2e −2sin x sin 2 x
Integrating both sides, we get
ye −2sin x = −2 e −2sin x sin 2 xdx + c
ye −2sin x = −2 e −2sin x .2sin x cos xdx + c
ye −2sin x = − tet dt + c ; putting − 2sin x = t
d
ye−2sin x = − t et dt − ( t ) et dt dt + c
dt
ye −2sin x
= −te + e dt + c
t t
ye−2sin x = −tet + et + c
ye−2sin x = −et ( t − 1) + c
ye−2sin x = −e−2sin x ( −2sin x − 1) + c
y = 2sin x + 1 + c e2sin x
which is the required solution.
Problem 07: Solve the differential equation 1 + y 2 dx + x − tan −1 y dy = 0 . ( ) ( )
Solution: Given differential equation is,
(1 + y ) dx + ( x − tan y ) dy = 0 … … … (1)
2 −1
(1 + y ) dx = − ( x − tan y ) dy
2 −1
(1 + y ) = − x + tan y
dx 2 −1
dy
dx x tan −1 y
=− +
dy 1+ y2 1+ y2
dx x tan −1 y
+ = … … … (2)
dy 1 + y 2 1 + y 2
This is a linear equation of first order.
1
1+ y2 dy
I.F = e
−1
= e tan y
−1
Multiply both sides of equation (2) by e tan y
, we get
dx−1 x tan −1 y tan −1 y tan−1 y
etan + y
e = e
dy 1 + y 2 1+ y2
d
dy
−1
xetan y = (
tan −1 y tan −1 y
1+ y2
e )
Integrating both sides, we get
tan −1 y tan−1 y
=
−1
xetan y
e dy + c
1+ y2
= tet dt + c
−1
xetan y
; putting tan −1 y = t
= et ( t − 1) + c
−1
xe tan y
( tan y − 1) + c
−1 −1
−1
xetan y
= etan y
x = ( tan −1 y − 1) + ce − tan −1 y
( x + 2 y ) dy
dx
=y 3
… … … (1)
dx x + 2 y 3
The equation (1) can be written as, =
dy y
dx x
= + 2 y2
dy y
dx x
− = 2 y 2 … … … (2)
dy y
This is a linear equation of first order.
−1
y dy
I.F = e
= e− ln y
−1
= eln y
1
=
y
1
Multiply both sides of equation (2) by , we get
y
1 dx x
− = 2y
y dy y 2
d x
= 2y
dy y
Integrating both sides, we get
x
= 2 ydy + c
y
x y2
= 2. + c
y 2
x = y + cy
3
𝑑𝑦
𝑜𝑟, + 𝑦 sec 2 𝑥 = sec 2 𝑥 tan 𝑥
𝑑𝑥
𝑑𝑦
Which is first order differential equation of the form 𝑑𝑥
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥), where 𝑃 = sec 2 𝑥 and 𝑄 =
sec 2 𝑥 tan 𝑥.
2 𝑥𝑑𝑥
Now, 𝐼. 𝐹 = 𝑒 ∫ 𝑃𝑑𝑥 = 𝑒 ∫ sec = 𝑒 tan 𝑥
∴ Solution,
I.F=𝑒 ∫ 2𝑑𝑥 = 𝑒 2𝑥
Multiplying equation (i) by the I.F. 𝑒 2𝑥 we get,
𝑑𝑦
𝑒 2𝑥 + 2𝑦𝑒 2𝑥 = 4𝑥𝑒 2𝑥
𝑑𝑥
𝑑
𝑜𝑟, (𝑦𝑒 2𝑥 ) = 4𝑥𝑒 2𝑥
𝑑𝑥
Now integrating,
𝑦𝑒 2𝑥 = 4 ∫ 𝑥𝑒 2𝑥 𝑑𝑥
𝑒 2𝑥 𝑒 2𝑥
𝑜𝑟, 𝑦𝑒 2𝑥 = 4 [𝑥 2
− ∫1 2
𝑑𝑥]
𝑜𝑟, 𝑦𝑒 2𝑥 = 2𝑥𝑒 2𝑥 − 2 ∫ 𝑒 2𝑥 𝑑𝑥
𝑒 2𝑥
𝑜𝑟, 𝑦𝑒 2𝑥 = 2𝑥𝑒 2𝑥 − 2 +𝑐
2
𝑜𝑟, 𝑦𝑒 2𝑥 = 2𝑥𝑒 2𝑥 − 𝑒 2𝑥 + 𝑐
∴ 𝑦 = 2𝑥 − 1 + 𝑐𝑒 −2𝑥
𝒅𝒚
Problem 11: Solve + 𝒚 = 𝒆𝟓𝒙
𝒅𝒙
I.F. =𝑒 ∫ 1𝑑𝑥 = 𝑒 𝑥
Multiplying equation (i) by the I.F. 𝑒 𝑥 we get,
𝑑𝑦
𝑒 𝑥 𝑑𝑥 + 𝑦𝑒 𝑥 = 𝑒 5𝑥 . 𝑒 𝑥
𝑑
𝑜𝑟, 𝑑𝑥 (𝑦𝑒 𝑥 ) = 𝑒 6𝑥
Now integrating,
𝑦𝑒 𝑥 = ∫ 𝑒 6𝑥 𝑑𝑥
𝑒 6𝑥
𝑜𝑟, 𝑦𝑒 𝑥 = +𝑐
6
𝑒 5𝑥
∴𝑦= 6
+ 𝑐𝑒 −𝑥
𝒅𝒚
Problem 12: Solve 𝒅𝒙
− 𝒚 = 𝒆−𝟓𝒙
I.F. =𝑒 ∫ −1𝑑𝑥 = 𝑒 −𝑥
Multiplying equation (i) by the I.F. 𝑒 −𝑥 we get,
𝑑𝑦
𝑒 −𝑥 𝑑𝑥 + 𝑦𝑒 −𝑥 = 𝑒 −5𝑥 . 𝑒 −𝑥
𝑑
𝑜𝑟, 𝑑𝑥 (𝑦𝑒 −𝑥 ) = 𝑒 −6𝑥
Now integrating,
𝑦𝑒 −𝑥 = ∫ 𝑒 −6𝑥 𝑑𝑥
𝑒 −6𝑥
𝑜𝑟, 𝑦𝑒 −𝑥 = − +𝑐
6
𝑒 −5𝑥
∴𝑦=− + 𝑐𝑒 𝑥
6
𝒅𝒚
Problem 13: Solve 𝒅𝒙
+ 𝒚 = 𝐜𝐨𝐬 𝒙
I.F. =𝑒 ∫ 1𝑑𝑥 = 𝑒 𝑥
Multiplying equation (i) by the I.F. 𝑒 𝑥 we get,
𝑑𝑦
𝑒 𝑥 𝑑𝑥 + 𝑦𝑒 𝑥 = 𝑒 𝑥 cos 𝑥
𝑑
𝑜𝑟, 𝑑𝑥 (𝑦𝑒 𝑥 ) = 𝑒 𝑥 cos 𝑥
Now integrating,
𝑦𝑒 𝑥 = ∫ 𝑒 𝑥 cos 𝑥𝑑𝑥………………(ii)
Let 𝐼 = ∫ 𝑒 𝑥 cos 𝑥𝑑𝑥
I.F. =𝑒 ∫ 1𝑑𝑥 = 𝑒 𝑥
Multiplying equation (i) by the I.F. 𝑒 𝑥 we get,
𝑑𝑦
𝑒𝑥 + 𝑦𝑒 𝑥 = 𝑒 𝑥 sin 𝑥
𝑑𝑥
𝑑
𝑜𝑟, (𝑦𝑒 𝑥 ) = 𝑒 𝑥 sin 𝑥
𝑑𝑥
Now integrating,
𝑦𝑒 𝑥 = ∫ 𝑒 𝑥 sin 𝑥𝑑𝑥…………..(ii)
Let 𝐼 = ∫ 𝑒 𝑥 sin 𝑥𝑑𝑥
= 𝑒 𝑥 (− cos 𝑥) − ∫ 𝑒 𝑥 (− cos 𝑥)𝑑𝑥
= −𝑒 𝑥 cos 𝑥 + ∫ 𝑒 𝑥 cos 𝑥𝑑𝑥
= −𝑒 𝑥 cos 𝑥 + 𝑒 𝑥 sin 𝑥 − ∫ 𝑒 𝑥 sin 𝑥𝑑𝑥
= 𝑒 𝑥 (sin 𝑥 − cos 𝑥) − 𝐼
𝑜𝑟, 2𝐼 = 𝑒 𝑥 (sin 𝑥 − cos 𝑥)
𝑒𝑥
𝑜𝑟, 𝐼 = (sin 𝑥 − cos 𝑥)
2
𝑒𝑥
∴ ∫ 𝑒 𝑥 sin 𝑥𝑑𝑥 = 2
(sin 𝑥 − cos 𝑥)
Now integrating,
2 2
𝑦𝑒 𝑥 = ∫ 2𝑥𝑒 2𝑥 𝑑𝑥 Let 𝑥 2 = 𝑧
𝑑𝑧
= ∫ 𝑒 2𝑧 𝑑𝑧 𝑜𝑟, 2𝑥 = 𝑑𝑥
𝑒 2𝑧
= 2
+𝑐 ∴ 2𝑥𝑑𝑥 = 𝑑𝑧
2
𝑒 2𝑥
= 2
+𝑐
2
𝑒𝑥 2
∴𝑦= 2
+ 𝑐𝑒 −𝑥
𝒅𝒚
Problem 16: Solve: = 𝟐𝒙𝒚 + 𝒙
𝒅𝒙
Now integrating,
2 2
𝑦𝑒 −𝑥 = ∫ 𝑥𝑒 −𝑥 𝑑𝑥 Let 𝑥 2 = 𝑧
𝑑𝑧 𝑑𝑧
= ∫ 𝑒 −𝑧 2
𝑜𝑟, 2𝑥 = 𝑑𝑥
𝑒 −𝑧 𝑑𝑧
=− 2
+𝑐 ∴ 𝑥𝑑𝑥 = 2
2
𝑒 −𝑥
=− +𝑐
2
1 2
∴ 𝑦 = − 2 + 𝑐𝑒 𝑥
𝒅𝒚 𝟐
Problem 17: Solve: (𝟏 + 𝒙𝟐 ) 𝒅𝒙 − 𝟐𝒙𝒚 = (𝟏 + 𝒙𝟐 )
𝑑 1
𝑜𝑟, (𝑦 ) =1
𝑑𝑥 1+𝑥 2
Now integrating,
1
𝑦 1+𝑥2 = ∫ 1𝑑𝑥
1
𝑜𝑟, 𝑦 1+𝑥2 = 𝑥 + 𝑐
∴ 𝑦 = (𝑥 + 𝑐)(1 + 𝑥 2 )
𝒅𝒚
Problem 18: Solve 𝒅𝒙
+ 𝒚𝒄𝒐𝒕 𝒙 = 𝐜𝐨𝐭 𝒙
𝑑
𝑜𝑟, 𝑑𝑥 (𝑦𝑠𝑖𝑛 𝑥) = cot 𝑥. sin 𝑥
Now integrating,
𝑦𝑠𝑖𝑛 𝑥 = ∫ cot 𝑥. sin 𝑥 𝑑𝑥
cos 𝑥
𝑜𝑟, 𝑦𝑠𝑖𝑛 𝑥 = ∫ sin 𝑥 sin 𝑥 𝑑𝑥
Now integrating,
𝑦𝑠𝑖𝑛 𝑥 = ∫ sec 𝑥. sin 𝑥 𝑑𝑥
1
𝑜𝑟, 𝑦𝑠𝑖𝑛 𝑥 = ∫ cos 𝑥 sin 𝑥𝑑𝑥
Now integrating,
𝑠𝑖𝑛2 𝑥
𝑜𝑟, 𝑦𝑠𝑖𝑛 𝑥 = ∫ 𝑑𝑥
cos 𝑥
1−𝑐𝑜𝑠2 𝑥
𝑜𝑟, 𝑦𝑠𝑖𝑛 𝑥 = ∫ cos 𝑥
𝑑𝑥
dx
+ y = tan −1
x
dy y
(xv) + = sin x
dx x
dy
x ( x − 1) − y = x 2 ( x − 1)
2
(xvi)
dx
dy
(xvii) − y sin x = sin 2 x
dx
(xviii) ( x 2 − 1)
dy
+ 2 y = ( x + 1)
2
dx
(xix) y log ydx + ( x − log y ) dy = 0
(xx) dx + xdy = e− y log ydy
dy
(xxi) − y cos ecx = sin x
dx
dy
(xxii) + 3 y = 3 x 2 e −3 x
dx
dy
+ 2 xy = 2 xe x
2
(xxiii)
dx
dy
(xxiv) + sec 2 y = sec 2 x tan x
dx
dy
(xxv) x + ( x + 1) y = x 3
dx
dy
(xxvi) + x sin 2 y = x 3 cos 2 y
dx
◊◊Equation reducible to linear differential equation (Bernoulli’s Equation):
dy
A differential equation of the form + Py = Q y n where P and Q function of x only or constant is called
dx
Bernoulli’s Equation. The method of solution was discovered by Leibnitz.
Method of Solving Bernoulli’s Equation:
dy
Bernoulli’s equation is + Py = Q y n (i )
dx
Dividing both-sides of above equation (i) by y n , we find
dy
y−n + Py 1− n = Q (ii )
dx
dy dv dy 1 dv
Putting y 1− n = v such that (1 − n ) y −n = y −n = . .
dx dx dx (1 − n ) dx
The equation (ii) reduces to the following form,
1 dv
. + Pv = Q
(1 − n ) dx
dv
+ P (1 − n ) v = Q (1 − n )
dx
Which is a linear equation in v and x , can be solved as linear differential equation.
Mathematical Problems based on Bernoulli’s equation
dy 2 y3
Problem 01: Solve + y= 3.
dx x x
Solution:
Given differential equation is
dy 2 y3
+ y= 3 (i )
dx x x
Multiplying the above equation (i) by y −3 , we get
dy 2 −2 1
y −3 + y = 3 (ii )
dx x x
dy dv dy 1 dv
Putting y −2 = v so that −2 y −3 = y −3 =− . .
dx dx dx 2 dx
Equation (ii) becomes,
1 dv 2 1
− . + v= 3
2 dx x x
dv 4 2
− v=− 3 (iii )
dx x x
Above equation is a linear equation in v and x.
4 2
Here, P = − and Q = − 3
x x
4 1
Now, integrating factor, I.F = e = e x = e x = e−4ln x = eln x = x −4
P dx − dx −4 dx −4
3 x 2 = y 2 + 3C y 2 x6
(As desired)
dy
Problem 02: Solve the differential equation = x3 y 3 − xy .
dx
Solution: The differential equation is,
dy
= x3 y 3 − xy … … … (1)
dx
Equation (1) can be written as,
dy
= x3 y 3 − xy
dx
dy
+ xy = x 3 y 3 … … … (2)
dx
This is a Bernoulli’s equation.
Dividing the equation (2) by y 3 we get
dy
y −3 + xy −2 = x 3 … … … (3)
dx
put v = y −2
dv dy dy 1 dv
= −2 y −3 y −3 =−
dx dx dx 2 dx
Now the equation (3) becomes,
1 dv
− + xv = x 3
2 dx
dv
− 2 xv = −2 x 3 … … … (4)
dx
This is a linear equation.
I.F = e
−2 xdx
= e− x
2
dv
e− x − 2 xve − x = −2 x 3e − x
2 2 2
dx
d
dx
2
(
ve − x = −2 x 3e − x
2
)
Integrating both sides we get
ve− x = −2 x3e− x dx + c
2 2
ve − x = −et ( t − 1) + c
2
ve− x = −e− x ( − x2 − 1) + c
2 2
v = x 2 + 1 + ce x
2
y −2 = x2 + 1 + ce x
2
(
x 2 + 1 + ce x y 2 = 1
2
)
which is the solution.
dy 2 y3
Problem 03: Solve the differential equation + y= 3.
dx x x
Solution: The differential equation is,
dy 2 y3
+ y = 3 … … … (1)
dx x x
This is a Bernoulli’s equation.
Dividing the equation (1) by y 3 we get
dy 2 −2 1
y −3 + y = 3 … … … (2)
dx x x
put v = y −2
dv dy dy 1 dv
= −2 y −3 y −3 =−
dx dx dx 2 dx
Now the equation (2) becomes,
1 dv 2 1
− + v= 3
2 dx x x
dv 4 2
− v = − 3 … … … (3)
dx x x
This is a linear equation.
4
I.F = e
− x dx
dx
=e x
−4
= e − 4ln x
−4
= eln x
1
= 4
x
1
Multiply both sides of equation (4) by we get
x4
1 dv 4 2
4
− 5v=− 7
x dx x x
d v 2
4=− 7
dx x x
Integrating both sides we get
v dx
4
= −2 7 + c
x x
v 1 1
4 = +c
x 3 x6
1 1
y −2 = 2
+ cx 4
3x
1 1 1
2 = + cx 4
y 3 x2
which is the required solution.
(
Problem 04: Solve the differential equation x 2 y 3 + xy ) dy
dx
= 1.
Solution: The differential equation is,
(x 2
y 3 + xy )
dy
dx
= 1 … … … (1)
Equation (1) can be written as,
(x 2
y 3 + xy )
dy
dx
=1
dy 1
= 2 3
dx ( x y + xy )
dx
= x 2 y 3 + xy
dy
dx
− xy = x 2 y 3 … … … (2)
dy
This is a Bernoulli’s equation.
Dividing the equation (2) by x 2 we get
dx y
x −2 − = y 3 … … … (3)
dy x
1
put v = −
x
dv dx dx dv
= x −2 x −2 =
dy dy dy dy
Now the equation (3) becomes,
dv
+ yv = y 3 … … … (4)
dy
This is a linear equation.
I.F = e
ydy
y2
=e 2
y2
2
Multiply both sides of equation (4) by e we get
y2 y2 y2
dv
e 2
+ yve 2
= y 3e 2
dy
d y
2 2
y
ve 2 = − y e 2
3
dy
Integrating both sides we get
y2 y2
ve 2
= y e dy + c
3 2
y2
y2
ve 2
= 2 tet dt + c ; putting =t
2
y2
ve 2
= 2et ( t − 1) + c
y2
y2 y2
ve = 2e − 1 + c
2
2
2
2
y
1 −
− = y 2 − 2 + ce 2
x
2
y
1 −
= 2 − y 2 − ce 2
x
which is the required solution.
dy y y 3
Problem 05: Solve the differential equation 2 − = .
dx x x 3
Solution: The differential equation is,
dy y y 3
2 − = … … … (1)
dx x x 3
The equation (1) can be written as,
dy y y3
− = … … … (2)
dx 2 x 2 x 3
This is a Bernoulli’s equation.
Dividing the equation (2) by y 3 we get
dy 1 −2 1
y −3 − y = 3 … … … (3)
dx 2 x 2x
put v = y −2
dv dy dy 1 dv
= −2 y −3 y −3 =−
dx dx dx 2 dx
Now the equation (2) becomes,
dv v 1
+ = − 3 … … … (3)
dx x x
This is a linear equation.
4
= e x
− dx
I.F
dx
=e x
−4
= e − 4ln x
−4
= eln x
1
= 4
x
1
Multiply both sides of equation (4) by we get
x4
1 dv 4 2
4
− 5v=− 7
x dx x x
d v 2
4=− 7
dx x x
Integrating both sides we get
v dx
4
= −2 7 + c
x x
v 1 1
= +c
x4 3 x6
1 1
y −2 = + cx 4
3 x2
1 1 1
2 = 2
+ cx 4
y 3x
which is the required solution.
dy
Problem 06: Solve the differential equation sec 2 y + 2 x tan y = x 3 .
dx
Solution: The differential equation is,
dy
sec 2 y + 2 x tan y = x 3 … … … (1)
dx
This is a Bernoulli’s equation.
put v = tan y
dv dy
= sec 2 y
dx dx
Now the equation (1) becomes,
dv
+ 2 xv = x 3 … … … (2)
dx
This is a linear equation.
I.F = e
2xdx
= ex
2
2
Multiply both sides of equation (2) by e x we get
dv
+ 2 xe x v = x 3e x
2 2 2
ex
dx
d
dx
( )
ve x = x 3e x
2 2
1
ve x = tet dt + c ; putting x 2 = t
2
2
ve x = ( tet − et ) + c
2 1
2
et
ve = ( t − 1) + c
2
x
2
2
ex
ve =
x2
2
( x 2 − 1) + c
v = ( x 2 − 1) + ce − x
1 2
2
tan y = ( x 2 − 1) + ce − x .
1 2
𝑑𝑢 𝑢−1
−𝑢−2 + = 𝑥𝑢−2
𝑑𝑥 −1+2𝑥
𝑑𝑢 𝑢
𝑜𝑟, − = −𝑥 [𝐷𝑖𝑣𝑖𝑑𝑒 𝑏𝑦 −𝑢−2 ]
𝑑𝑥 𝑥
𝑑𝑢 1
𝑜𝑟, − 𝑢 = −𝑥
𝑑𝑥 𝑥
𝑑𝑢 1
Which is first order differential equation of the form 𝑑𝑥
+ 𝑃(𝑥)𝑢 = 𝑄(𝑥), where 𝑃 = − 𝑥 and 𝑄 =
−𝑥.
1 −1
Now, 𝐼. 𝐹 = 𝑒 ∫ 𝑃𝑑𝑥 = 𝑒 ∫ −𝑥𝑑𝑥 = 𝑒 − ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −1
∴ Solution,
𝑢𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = ∫ 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑄(𝑥)𝑑𝑥 + 𝑐
𝑜𝑟, 𝑢𝑥 −1 = ∫ 𝑥 −1 ∙ (−𝑥)𝑑𝑥 + 𝑐
𝑜𝑟, 𝑢𝑥 −1 = − ∫ 𝑑𝑥 + 𝑐
𝑜𝑟, 𝑢𝑥 −1 = −𝑥 + 𝑐
𝑜𝑟, 𝑢 = −𝑥 2 + 𝑐𝑥
𝑜𝑟, 𝑦 −1 = −𝑥 2 + 𝑐𝑥 [𝑆𝑖𝑛𝑐𝑒 𝑢 = 𝑦 −1 ]
1
𝑜𝑟, 𝑦 = 𝑐𝑥−𝑥2 . [where c arbitrary constant.] [Ans.]
𝒅𝒚 𝟐 𝟐 𝟑
Problem 08: Solve: + 𝟑𝒙 𝒚 = 𝒙 𝒚
𝒅𝒙
Solution: In this equation, 𝑃(𝑥) = 3𝑥 2 , 𝑄(𝑥) = 𝑥 2 , 𝑛 = 3
Let us transform the above equation by the following transformation
1
𝑧 = 𝑦1−𝑛 = 𝑦1−3 = 𝑦 −2 = 2
𝑦
After the transformation the transformed equation stands,
𝑑𝑧
+ (1 − 3)3𝑥 2 𝑧 = (1 − 3)𝑥 2
𝑑𝑥
𝑑𝑧
𝑜𝑟, 𝑑𝑥 − 6𝑥 2 𝑧 = −2𝑥 2 ,…………….(i)
which is a linear differential equation in z.
2 𝑥3 3
Now, I.F.=𝑒 ∫ −6𝑥 𝑑𝑥 = 𝑒 −6 3 = 𝑒 −2𝑥
3
Now, multiplying the equation (i) by the I.F. 𝑒 −2𝑥 ,
3 𝑑𝑧 3 3
𝑒 −2𝑥 − 6𝑥 2 𝑧𝑒 −2𝑥 = −2𝑥 2 𝑒 −2𝑥
𝑑𝑥
𝑑 3 3
𝑜𝑟, (𝑧𝑒 −2𝑥 ) = −2𝑥 2 𝑒 −2𝑥
𝑑𝑥
Now integrating,
3 3
𝑧𝑒 −2𝑥 = −2 ∫ 𝑥 2 𝑒 −2𝑥 𝑑𝑥 Let 𝑥 3 = 𝑡
𝑑𝑡 𝑑𝑡
= −2 ∫ 𝑒 −2𝑡 3
𝑜𝑟, 3𝑥 2 = 𝑑𝑥
2 −2𝑡 𝑑𝑡
= −3∫𝑒 𝑑𝑡 𝑜𝑟, 𝑥 2 𝑑𝑥 = 3
2 𝑒 −2𝑡
= − 3 ( −2 ) + 𝑐
3 1 3
𝑧𝑒 −2𝑥 = 𝑒 −2𝑥 + 𝑐
3
1 3
𝑜𝑟, 𝑧 = 3 + 𝑐𝑒 2𝑥
1 1 3
∴ 𝑦2 = 3 + 𝑐𝑒 2𝑥
𝒅𝒚
Problem 09: Solve 𝒅𝒙
+ 𝟐𝒙𝒚 = 𝒙𝒚𝟐
Now integrating,
2 2
𝑧𝑒 −𝑥 = − ∫ 𝑥𝑒 −𝑥 𝑑𝑥 Let 𝑥 2 = 𝑡
𝑑𝑡 𝑑𝑡 𝑑𝑡
= − ∫ 𝑒 −𝑡 2
𝑜𝑟, 2𝑥 = 𝑑𝑥 𝑜𝑟, 𝑥𝑑𝑥 = 2
1
= − 2 ∫ 𝑒 −𝑡 𝑑𝑡
1
= 2 𝑒 −𝑡 + 𝑐
2 1 2
𝑧𝑒 −𝑥 = 2 𝑒 −𝑥 + 𝑐
1 2
𝑜𝑟, 𝑧 = 2 + 𝑐𝑒 𝑥
1 1 2
∴ 𝑦 = 2 + 𝑐𝑒 𝑥
𝒅𝒚 𝟏
Problem 10: Solve + 𝒚 = 𝒙𝒚𝟐
𝒅𝒙 𝒙
1
Solution: In this equation, 𝑃(𝑥) = 𝑥 , 𝑄(𝑥) = 𝑥, 𝑛 = 2
Let us transform the above equation by the following transformation
1
𝑧 = 𝑦1−𝑛 = 𝑦1−2 = 𝑦 −1 =
𝑦
Now integrating,
1
𝑧
= − ∫ 𝑑𝑥
𝑥
1
𝑜𝑟, 𝑧 = −𝑥 + 𝑐
𝑥
𝑜𝑟, 𝑧 = −𝑥 2 + 𝑐𝑥
1
∴ = −𝑥 2 + 𝑐𝑥
𝑦
𝒅𝒚 𝟏
Problem 11: Solve 𝒅𝒙
+ 𝒙𝒚 = 𝒙√𝒚
Solution: Given that,
𝑑𝑦 1
𝑑𝑥
+ 𝑥 𝑦 = 𝑥 √𝑦
1
𝑑𝑦 1
𝑜𝑟, 𝑑𝑥 + 𝑥 𝑦 = 𝑥𝑦 2
1 1
In this equation, 𝑃(𝑥) = 𝑥 , 𝑄(𝑥) = 𝑥, 𝑛 = 2
Let us transform the above equation by the following transformation
1 1
𝑧 = 𝑦1−𝑛 = 𝑦1−2 = 𝑦 2
After the transformation the transformed equation stands,
𝑑𝑧 1 1 1
+ (1 − ) 𝑧 = (1 − ) 𝑥
𝑑𝑥 2 𝑥 2
𝑑𝑧 1 1
𝑜𝑟, + 𝑧 = 𝑥, ……………..(i)
𝑑𝑥 2𝑥 2
1
Now, multiplying the equation (i) by the I.F. 𝑥 2 ,
1 𝑑𝑧 1 1 1 1
𝑥2 + 𝑧𝑥 2 = 𝑥. 𝑥 2
𝑑𝑥1 2𝑥 3 2
𝑑 1
𝑜𝑟, 𝑑𝑥 (𝑧𝑥 2 ) = 2 𝑥 2
Now integrating,
1 1 3
𝑧𝑥 2 = ∫ 𝑥 2 𝑑𝑥
2
3
1
= 2 ∫ 𝑥 2 𝑑𝑥
5
1 𝑥2
= 2 5
+𝑐
2
1 5
1
𝑧𝑥 2 = 5 𝑥 2 + 𝑐
1
1
𝑜𝑟, 𝑧 = 𝑥 2 + 𝑐𝑥 −2
5
1 1
1
∴ 𝑦 2 = 𝑥 2 + 𝑐𝑥 −2
5
Problems for Solution
𝑑𝑦
(i) 𝑑𝑥
− 𝑦 = 𝑥 3 3√𝑦
𝑑𝑦
(ii) 𝑦 − 𝑦2 = 𝑒 𝑥
𝑑𝑥
𝑑𝑦
(iii) + 𝑦 = 𝑦2𝑒 𝑥
𝑑𝑥
𝑑𝑦 𝑦 𝑦2
(iv) 𝑑𝑥
+ 𝑥
= 𝑥2
𝑑𝑦 𝑦 𝑦
(v) 𝑑𝑥
+ 𝑥 ln 𝑦 = 𝑥 2 (ln 𝑦)2
𝑑𝑦
(vi) 𝑥 𝑑𝑥 + 𝑦 = 𝑦 2 ln 𝑥
𝑑𝑦
(vii) (1 − 𝑥 2 ) + 𝑥𝑦 = 𝑥𝑦 2
𝑑𝑥
dy
(viii) + y = y 3 sin x
dx
dy
(ix) + y = y 2e x
dx
dy
(x) + xy = xy 2
dx
dy
(xi) − y = xy 2
dx
dy y
(xii) + =x y
dx x
dy 1
(xiii) + sin 2 y = x 3 cos 2 y
dx x
dy
(xiv) y − y2 = ex
dx
dy y y 2
(xv) 2 − = 2
dx x x
dy
(xvi) cos x + y sin x + 2 y 3 = 0
dx
dy
(xvii) + xy = x 3 y 3
dx
dy
(xviii) + y = y 2e x
dx
Special Type 1:
dy
Method of Solution of the equation f ( y ) + Pf ( y ) = Q where P and Q function of x only or
dx
constant.
Solution:
dy
Equation under solution is f ( y ) + Pf ( y ) = Q (i )
dx
dy dv
Let f ( y ) = v so that f ( y )= then the equation (i) becomes
dx dx
dv
+ Pv = Q
dx
Which is linear equation in v and x be solvable as linear equation.
◊◊Exact differential equation:
A differential equation Mdx + Ndy = 0 where both M and N are function of x and y is said to be exact
when there exist a function F(x,y) such that Mdx + Ndy = dF that is Mdx + Ndy becomes a perfect
differential.
Method of solving exact differential equation:
(i) Integrate M with respect to x regarding y as constant.
(ii) Find out those terms in N which are free from x and integrate them with respect to y .
(iii) Add the two expressions so obtained and equate the sum to an arbitrary constant.
(iv) Finally we obtained the desired solution like as
y as const .
Mdx +
free from x
N dy = C
► State and prove the necessary and sufficient condition for M dx + N dy = 0 to be exact.
Assume an exact differential equation is M dx + N dy = 0 .
Therefore M dx + N dy = du (i ) where u is a function of x , y .
u u
But we have du ( x , y ) = dx + dy (ii )
x y
Comparing equation (i) and (ii) we get
u u
M= and N =
x y
M 2 u N 2 u
= and =
y y x x x y
2 u 2 u M N
Since = we can write = ;
y x x y y x
Which is the necessary condition.
M N
Conversely if = , then we show that M dx + N dy = 0 is an exact equation.
y x
Let M dx =u
( M dx )= u
x x
u
i.e. M =
x
M 2u
=
y y x
N u
=
x x y
u
N − =0
x y
Integrating with respect to x regarding y as constant
u
N− = f ( y ) Where f ( y ) is a function of y only.
y
u
N= + f (y)
y
u u
Now, M dx + N dy = dx + + f ( y ) dy
x y
u u
= dx + dy + f ( y ) dy
x y
= du + d f ( y ) dy
= d u + f ( y ) dy
Which shows that M dx + N dy = 0 is an exact equation.
Mathematical Problem based on exact differential equation
Problem 01: Solve (𝒙𝟐 − 𝟒𝒙𝒚 − 𝟐𝒚𝟐 )𝒅𝒙 + (𝒚𝟐 − 𝟒𝒙𝒚 − 𝟐𝒙𝟐 )𝒅𝒚 = 𝟎
Solution: Here, 𝑀 = 𝑥 2 − 4𝑥𝑦 − 2𝑦 2 and 𝑁 = 𝑦 2 − 4𝑥𝑦 − 2𝑥 2
𝜕𝑀 𝜕𝑁
∴ 𝜕𝑦 = −4𝑥 − 4𝑦 and 𝜕𝑥 = −4𝑦 − 4𝑥 = −4𝑥 − 4𝑦
𝜕𝑀 𝜕𝑁
Since = so, the equation is exact.
𝜕𝑦 𝜕𝑥
Therefore, the general solution is
M dx +
y Cons tan t
(terms of N not containing x ) dy = C
∫(𝑥 2 − 4𝑥𝑦 − 2𝑦 2 )𝑑𝑥 + ∫ 𝑦 2 𝑑𝑦 = 𝐶
𝑥3 𝑥2 𝑦3
𝑜𝑟, 3
− 4𝑦 2
− 2𝑦 2 𝑥 + 3
= 𝐶
𝑥 3 𝑦 3
2
𝑜𝑟, 3 − 2𝑥 𝑦 − 2𝑥𝑦 2 + 3 =
𝐶
3 2 2 3
𝑜𝑟, 𝑥 − 6𝑥 𝑦 − 6𝑥𝑦 + 𝑦 = 3𝐶
∴ 𝑥 3 + 𝑦 3 − 6𝑥𝑦(𝑥 + 𝑦) = 𝐶 ′
1 1
2𝑥 2 𝑦 − 3𝑥𝑦 2 − 𝑥𝑒 −2𝑥 − 𝑒 −2𝑥 + 𝑦 − 𝑦 ln 𝑦 = 𝐶
2 4
x x x
Problem 05: Solve: 1 + e
y
dx + e y
1 − dy = 0 .
y
x
Here, M = 1 + e y
x x
N= e 1 − y
y
M x x x x N x 1 x xy 1
=e y = − 2 e y
and =e y
− + 1 − e
y y y y x y y y
x 1 1 x
= e y − + − 2
y y y
x x
=− 2 e y
y
M N
= the given equation is exact.
y x
Therefore, the general solution is
M dx + (terms of N not containing x ) dy = C
y Cons tant
x
1 + e dx + 0 dy = c
y
x
e y
x+ =c
1
y
( )
Problem 06: Solve: x 2 − 2 xy + 3 y 2 dx + 4 y 3 + 6 xy − x 2 dy = 0 . ( )
Here, M = x 2 − 2 xy + 3 y 2
N = 4 y 3 + 6 xy − x 2
M N
= − 2 x + 6 y and = 6 y − 2x
y x
M N
= the given equation is exact.
y x
Therefore, the general solution is
M dx + (terms of N not containing x ) dy = C
y Cons tant
(x − 2xy + 3 y ) dx + 4 y dy = c
2 2 3
x3
− x 2 y + 3 xy 2 + y 4 = c .
3
Problem-07: Solve ( y 4 + 4 x 3 y + 3 x ) dx + ( x 4 + 4 xy 3 + y + 1) dy = 0 .
where, M = 2 x3 + 3 y and N = 3 x + y − 1
M
=3
y
N
=3
x
M N
since, = so the equation (1) is an exact differential equation.
y x
Integrating M with respect to x we get
1 4
x + 3 xy
2
In N, terms free from x are y − 1 whose integral with respect to y is
1 2
y −y
2
Therefore the general solution is
1 4 1
x + 3 xy + y 2 − y = c .
2 2
Problem – 10: ( ) (
Solve: x 2 − 2 xy + 3 y 2 dx + 4 y 3 + 6 xy − x 2 dy = 0 .)
Solution:
Here, M = x 2 − 2 xy + 3 y 2
N = 4 y 3 + 6 xy − x 2
M N
= − 2 x + 6 y and = 6 y − 2x
y x
M N
= the given equation is exact.
y x
(x − 2xy + 3 y ) dx + 4 y dy = c
2 2 3
x3
− x 2 y + 3 xy 2 + y 4 = c .
3
x x x
Problem – 11: Solve 1 + e
y
dx + e y 1 − dy = 0 .
y
Solution:
x
Here, M = 1 + e y
x
x
N= e 1 −
y
y
M x x x x N x 1 x x 1
=e y = − 2 e y
and =e y
− + 1 − e y
y y y y x y y y
x 1 1 x
=e y − + −
y y y2
x xy
=−
e
y2
M N
= the given equation is exact.
y x
Therefore, the general solution is
M dx + (terms of N not containing x ) dy = C
y Cons tant
x
1 + e dx + 0 dy = c
y
x
e y
x+ =c
1
y
Problems for Solution
(i) 𝑥𝑑𝑦 + (𝑦 + 𝑥𝑠𝑖𝑛2𝑥)𝑑𝑥 = 0
(ii) 2𝑥𝑠𝑖𝑛 𝑦𝑑𝑥 + 𝑥 2 cos 𝑦𝑑𝑦 = 0
(iii) (𝑦 4 + 4𝑥 3 𝑦 + 3𝑥)𝑑𝑥 + (𝑥 4 + 4𝑥𝑦 3 + 𝑦 + 1)𝑑𝑦 = 0
(iv) (𝑥 − 2𝑒 −2𝑦 )𝑑𝑦 + (𝑦 + 𝑥𝑠𝑖𝑛 2𝑥)𝑑𝑥 = 0
(v) (x 2
) ( )
− 4 xy − 2 y 2 dx + y 2 − 4 xy + 2 x 2 dy = 0
(vi) (x 3
+ 3xy 2 ) dx + ( y + 3x y ) dy = 0
3 2
(vii) ( 2 y − x −1) dy + ( 2x − y + 1) dx = 0
(viii) ( 2x + 3 y − 6) dy − ( 6x − 2 y − 7 ) dx = 0
(ix) ( e + 1) cos xdx + e sin xdy = 0
y y
(x) ( 2 x + 3 y ) dx + ( 3x + y − 1) dy = 0
3
(xi) ( x − 2xy − y ) dx − ( x + y ) dy = 0
2 2 2
(xii) ( 3x y − 6 x ) dx − ( x + 2 y ) dy = 0
2 3
(xiii) ( 3x + 4 xy ) dx + ( 2 x + 2 y ) dy = 0
2 2
(xiv) ( x − 2e ) dy + ( y + x sin x ) dx = 0
y
But it can be reduced to an exact differential equation by multiplying a function of x and y, which is called
an integrating factor.
Rules for finding integrating factor: Let the differential equation is,
M ( x, y ) dx + N ( x, y ) dy = 0 ... … … (1)
M N
−
y x
1. If = f ( x ) then the integrating factor is = e f ( x)dx .
N
M N
−
y x
2. If = g ( y ) then the integrating factor is = e g ( y )dy .
M
3. If M and N are both homogeneous function in x, y of degree n, then the integrating factor is
1
= ; where, Mx + Ny 0 .
Mx + Ny
4. If the equation (1) is of the form, yf ( xy ) dx + xg ( xy ) dy = 0 then the integrating factor is
1
= ; where, Mx − Ny 0
Mx − Ny
M y
NOTE: 1. If Mx + Ny = 0 , then = − and the equation reduces to ydx − xdy = 0 ,
N x
which can be easily solved.
M y
2. If Mx − Ny = 0 , then = and the equation reduces to ydx + xdy = 0 ,
N x
which can be easily solved.
Mathematical problem based on reducible exact differential equation:
( )
Problem-01: Solve x 2 + y 2 + x dx + xydy = 0 .
Solution: Given that,
(x 2
+ y 2 + x ) dx + xydy = 0 … … … (1)
where, M = x 2 + y 2 + x and N = xy
M
= 2y
y
N
=y
x
M N
since, so the equation (1) is not an exact differential equation.
y x
M N
−
y x 2 y − y 1
However, = =
N xy x
1
= e x
dx
Hence, I.F
= e ln x
=x
= ex
Multiplying by I.F, the equation (1) becomes,
( e x x 2 + e x y 2 + 2 xe x ) dx + xye x dy = 0 … … … (2)
which is exact now.
Let, M ' = e x x 2 + e x y 2 + 2 xe x and N ' = x 2 ye x
Integrating M ' with respect to x we get
ex x2 + ex y 2
In N ' , there is no term free from x.
Therefore the general solution is
ex x2 + ex y 2 = c .
1 3 1 2
y + x dx + ( x + xy 2 ) dy = 0 .
1
Problem-03: Solve y +
3 2 4
Solution: Given that,
1 3 1 2
y + y + x dx + ( x + xy ) dy = 0 … … … (1)
1 2
3 2 4
where, M = y + y 3 + x 2 and N = ( x + xy 2 )
1 1 1
3 2 4
M
= 1+ y2
y
N 1
= (1 + y 2 )
x 4
M N
since, so the equation (1) is not an exact differential equation.
y x
M N
−
y x
1
1+ y2 − 1+ y2
4
( )
However, =
N 1
4
(
x + xy 2 )
1
(
4 + 4 y2 −1 − y2 )
=4
1
4
(
x 1+ y2 )
=
(
3 + 3y2 )
( )
x 1+ y2
3 (1 + y ) 2
=
x (1 + y ) 2
3
=
x
3
= e x
dx
Hence, I.F
= e3ln x
= eln x
3
= x3
Multiplying by I.F, the equation (1) becomes,
3 1 3 3 1 5
x y + x y + x dx + ( x + x y ) dy = 0 … … … (2)
1 4 4 2
3 2 4
which is exact now.
x y + x and N ' = ( x 4 + x 4 y 2 )
1 3 3 1 5 1
Let, M ' = x 3 y +
3 2 4
Integrating M ' with respect to x we get
1 4 1 1
x y + x4 y3 + x6
4 12 12
In N ' , there is no term free from x.
Therefore the general solution is
1 4 1 1
x y + x4 y3 + x6 = c .
4 12 12
Problem-04: Solve ( x + y 4 ) dx − xy 3dy = 0 .
4
1
= 5
x
Multiplying by I.F, the equation (1) becomes,
1 y4 y3
+ 5
dx − dy = 0 … … … (2)
x x x4
which is exact now.
1 y4 y3
Let, M ' = + 5 and N ' = − 4
x x x
'
Integrating M with respect to x we get
y4
ln x − 4
4x
'
In N , there is no term free from x.
Therefore the general solution is
y4
ln x − = c.
4 x4
Problem-05: Solve y ( xy + 2 x 2 y 2 ) dx + x ( xy − x 2 y 2 ) dy = 0 .
Solution: Given that,
y ( xy + 2 x 2 y 2 ) dx + x ( xy − x 2 y 2 ) dy = 0 … … … (1)
( ) (
where, M = y xy + 2 x 2 y 2 and N = x xy − x 2 y 2 )
M
= 2 xy + 6 x 2 y 2
y
N
= 2 xy − 6 x 2 y 2
x
M N
since, so the equation (1) is not an exact differential equation.
y x
But the equation (1) is of the form, yf ( xy ) dx + xg ( xy ) dy = 0 .
1
Hence, I.F =
Mx − Ny
1
=
x y + 2 x y − x 2 y 2 + x3 y 3
2 2 3 3
1
= 3 3
3x y
f ( x ) dx M N
1. Show that e
1
is an integrating factor of Mdx + N dy = 0 if − is a function of
N y x
x only.
(PM ) = (P N )
y x
M P N P
Or, P +M = P +N
y y x x
M N P P
Or, P − = N −M
y x x y
M N P P
Or, P − = N [ Since P is a function of x only , = 0 .]
y x x y
M N dP
Or, P − = N
y x dx
1 M N dP
Or, − dx =
N y x P
M N
= f (x ) , is a function of x only, then
1
−
x
Now
N y
= f ( x ) dx
dP
P
log P = f (x ) dx
P = e f ( x ) dx
1 M N
i.e. e f ( x ) dx is an integrating factor of Mdx + N dy = 0 if − is a function of x only.
N y x
− g ( y ) dy 1 M N
2. Show that e is an integrating factor of Mdx + N dy = 0 if − is a function
M y x
of y only.
Let P is an integrating factor of Mdx + N dy = 0 then
PMdx + PN dy = 0 is an exact equation.
(PM ) = (P N )
y x
M P N P
Or, P +M = P +N
y y x x
M N P P
Or, P − = N −M
y x x y
M N P P
P − = −M [ Since P is a function of y only , = 0 .]
x
Or,
y y x
M N dP
P − = −M
x
Or,
y dy
M N
1 dP
Or, − dy = −
y
M x P
M N
= f ( y ) , is a function of y only, then
1
−
x
Now
M y
= − f ( y ) dy
dP
P
log P = − f ( y ) dy
P = e − f ( y ) dy
− g ( y ) dy 1 M N
i.e. e is an integrating factor of Mdx + N dy = 0 if − is a function of y only.
M y x
( )
e x x 2 + 2 x dx + y 2 e x dx = c
(
e x x 2 + y2 = c )
Problem – 07: Is the differential equation (1 + xy) y dx + (1− xy) x dy = 0 exact? If not, then make
the differential equation exact and hence solve the equation.
Solution:
Here, M = y + xy 2
N = x − x2 y
M N
= 1+ 2 xy and = 1 − 2 xy
y x
M N
the given equation is not exact. But it is of the form y f (xy) dx + x g (xy) dy = 0
y x
Now, Mx − Ny = xy + x 2 y 2 − xy + x 2 y 2 = 2 x 2 y 2 0
1 1
Integrating Factor = = 2 2
Mx − Ny 2 x y
1
Multiplying by the given equation becomes,
2x2 y2
1
2 2
(1 + xy) y dx + 12 2 (1 − xy) x dy = 0
2x y 2x y
1 1 1 1
2 + dx + 2 − dy = 0 , which is exact.
x y x xy y
Therefore, the general solution is
1 1 1
2 dx + −
+ dy = c
x y x y
1 1 1 1
2 dx + dx − dy = c
y x x y
1
− + log x − log y = c
xy
Problem – 08: Calculate the integrating factor of
(xy sin xy + cos xy) y dx + (xy sin xy − cos xy) x dy = 0 and hence solve it.
Solution:
The given equation is of the form y f (xy) dx + x g (xy) dy = 0
1 1 1
Integrating Factor = = 2 2 =
Mx − Ny x y Sinxy + xy Cos xy − x y Sinxy + xyCosxy 2 xyCosxy
2 2
1
Multiplying by the given equation becomes,
2 xyCosxy
1
(xy sin xy + cos xy) y dx + 1 (xy sin xy − cos xy) x dy = 0
2 xyCosxy 2 xyCosxy
1 1 1 1
y tan xy + dx + x tan xy − dy = 0 , which is exact.
2 x 2 y
Therefore, the general solution is
1 1 1 1
2 y tan xy + x dx + 2 − y dy = c
y log Cos xy 1 1
− + log x − log y = c
2 y 2 2
log x = c + log y + log (Cosxy)
log x = c + log ( y Cosxy)
x = e c e log ( y Cosxy )
x = c y Cos xy
(
Problem – 09: Solve: y 2 dx + x 2 − xy − y 2 dy = 0 . )
Solution:
The given equation is homogeneous and
Mx + Ny = xy 2 + x 2 y − xy 2 − y 3 = y x 2 − y 2 0 ( )
1 1
Integrating Factor = =
Mx + Ny y x − y 22
( )
1
Multiplying by
(
y x − y2
2
)
the given equation becomes,
y x 2 − y 2 − xy
+ dy = 0
x2 − y2
dx
(
y x2 − y2 )
1 1 1 1 xy
− dx + − dy = 0
2 x − y x+ y y y x 2
− y 2
( )
1 1 1 1 x
− dx + − 2 dy = 0 , which is exact.
2
2 x − y x+ y y x −y
Therefore, the general solution is
1 1 1 1
2 x − y − x + y dx + y dy = log c
1 x− y
log + log y = log c
2 x+ y
(x − y ) y 2 = (x + y ) c
Exercise:
1. ( )
x 2 + y 2 + 1 dx − 2 xydy = 0
2. (y 4
+ 2 y ) dx + ( xy 3 + 2 y 4 − 4 x ) dy = 0
3. y 2 dx + ( x 2 − xy − y 2 ) dy = 0
4. y ( x 2 y 2 + 2 ) dx + x ( 2 − 2 x 2 y 2 ) dy = 0
5. ( x y − 2 xy ) dx − ( x − 3x y ) dy = 0
2 2 3 2
6. y dx − ( x − xy − y ) dy = 0
2 2 2
7. y(1 + xy)dx + x (1 − xy ) dy = 0
8. ( x 2 + y 2 + x)dx + xydy = 0
9. (
( y 4 + 2 y )dx + xy 3 + 2 y 4 − 4 x dy = 0 )
10. (3 x y + 2 xy )dx + 2 x y
2 4 3 3
( − x ) dy = 02
(
11. (2 xy + y )dx + 2 y − x dy = 0
2 3
)
12. ( xy
3
+ y )dx + 2 ( xy 2
+ x + y 4 dy = 0 )
13. ( x + y + 2 x)dx + 2 ydy = 0
2 2
3 4 3
( )
14. ( x + xy )dx + 2 y dy = 0
15. ( y
4
+ 2 y )dx + ( xy + 2 y 3 4
− 4 x dy = 0)
16. (12 y + 4 y + 6 x )dx + 3 x + xy dy = 0
3 2 2
( )
17. y ln ydx + ( x − ln y ) dy = 0
18. y ( xy + 2 x y )dx + x xy − x y dy = 0
2 2 2 2
( )
(
19. x − 2 y3
) dx + 2 xy dy = 0
2
20. (y + 2 y ) dx + (xy + 2 y − 4 x ) dy = 0
4 3 4
21. (x + y ) dx − xy dy = 0
4 4 3
22. (y − 2 x y ) dx + (x − 2 xy ) dy = 0
4 3 4 3
23. y (2 xy + 1) dx + x (1 + 2 xy − x y ) dy = 0 3 3
In this chapter we pointed out that differential equations originate from the mathematical
formulation from a physical problem and then we have an attempt to interpret the solution
in terms of the quantities involved in the original problem.
Problem-01: The population of bacteria in a culture grows at a rate that is proportional to the number at
present. Initially, it has p0 number of bacteria, and after 1 hr the number of bacteria is measured to be
3
p0 .
2
(a). What is the number of bacteria after t hr?
(b). Determine the necessary time for number of bacteria to triple.
Solution: Let, p (t ) be the number of bacteria at any time t hr.Since, the rate of growth of bacteria is
proportional to the number of bacteria p (t ) ,
dp dp
So p = kp (1) where, k is a proportional constant.
dt dt
According to the question we have,
3
p ( 0 ) = p0 & p (1) = p0 (2)
2
Now from Eq. (1) we can write,
dp dp
= kdt = k dt ln p = kt + ln c ln p = ln ekt + ln c ln p = ln cekt
p p
p = cekt (3)
From Eq. (2), we have
p0 = ce k .0 c = p0
From Eq. above we have,
3
p0 = p0 e k
2
3
or , e k =
2
3
or , k = ln
2
k = 0.4055
Using the values of c & k in Eq.(4) we have,
p = p0 e0.4055t (4)
This is the number of bacteria after t hr.
Again, let after t = t1 hr the number of bacteria will be triple. i.e, p ( t1 ) = 3 p0 .
Now from Eq. (4) we have,
3 p0 = p0 e0.4055t1
or , e0.4055t1 = 3
or , 0.4055t1 = ln 3
ln 3
or , t1 =
0.4055
or , t1 = 2.71 hr
This is the required time. (ans.)
Problem-02: The population of bacteria in a culture grows at a rate that is proportional to the number at
present. Initially, there are 600 bacteria, and after 3 hr there are 10,000 bacteria.
(a). What is the number of bacteria after t hr?
(b). What is the number of bacteria after 5 hr?
(c). When will the number of bacteria reach 24,000?
Solution: Let, p (t ) be the number of bacteria at any time t hr.
Since, the rate of growth of bacteria is proportional to the number of bacteria p (t ) ,
dp
So p
dt
dp
or , = kp ... ... ...(1)
dt
where, k is a proportional constant.
According to the question we have,
p ( 0) = 600 ... ... ... (2)
p ( 3) = 10,000 ... ... ... (3)
Now from Eq. (1) we can write,
dp
= kdt
p
dp
or , = k dt
p
or , ln p = kt + ln c
or , ln p = ln ekt + ln c
or , ln p = ln cekt
p = cekt ... ... ...(4)
From Eq. (2) & Eq.(4) we have,
600 = cek .0
c = 600
From Eq. (3) & Eq.(4) we have,
10, 000 = 600e3k
10, 000
or , e3k =
600
or , e =16.667
3k
or, 3k = ln (16.667 )
1
or , k = ln (16.667 )
3
k = 0.9378
Using the values of c & k in Eq.(4) we have,
p = 600e0.9378t ... ... ...(5)
This is the number of bacteria after t hr.
Again, For t = 5 we get from Eq. (5),
p = 600e0.93785
p = 65246.63
This is the number of bacteria after 5 hr.
Again, let after t = t1 hr the number of bacteria will be 24,000. i.e, p ( t1 ) = 24,000 .
Now from Eq. (4) we have,
24, 000 = 600e0.9378t1
or , e0.9378t1 = 40
or, 0.9378t1 = ln ( 40 )
ln ( 40 )
or , t1 =
0.9378
or , t1 = 3.93 hr
This is the required time. (ans.)
Problem-03: Radioactive substances decay at a rate that is proportional to the amount present. The half-
life of a substance is the time required for a given amount to be reduced by one-half. The half-life of cesium-
137 is 30 years. Suppose we have 100 mg sample.
(a). Find the mass that remains after t years.
(b). How much of the sample remains after 100 years?
(c). After how long will only 1 mg remain?
Solution: Let, p (t ) be the amount of cesium-137 present in the sample at any time t hr.
Since, the rate of decay of cesium-137 is proportional to the amount p (t ) ,
dp
So p
dt
dp
or , = kp ... ... ...(1)
dt
where, k is a proportional constant.
According to the question we have,
p ( 0) = 100 ... ... ... (2)
p ( 30) = 50 ... ... ... (3)
Now from Eq. (1) we can write,
dp
= kdt
p
dp
or , = k dt
p
or , ln p = kt + ln c
or , ln p = ln ekt + ln c
or , ln p = ln cekt
p = cekt ... ... ...(4)
From Eq. (2) & Eq.(4) we have,
100 = cek .0
c = 100
From Eq. (3) & Eq.(4) we have,
50 = 100e30 k
1
or , e30 k =
2
or , 30k = ln ( 0.5)
1
or , k = ln ( 0.5 )
30
k = −0.0231
Using the values of c & k in Eq.(4) we have,
p = 100e−0.0231t ... ... ...(5)
This is the number of bacteria after t hr.
Again, For t = 100 years, we get from Eq. (5),
p = 100e−0.0231100
p = 9.926mg
This amount of sample will remain after 100 years.
Again, let after t = t1 years the amount of sample will remain 1mg. i.e, p ( t1 ) = 1 .
Now from Eq. (4) we have,
1 = 100e−0.0231t1
1
or , e −0.0231t1 =
40
or, − 0.0231T = ln ( 0.025)
ln ( 0.025)
or , t1 = −
0.0231
or , t1 = 159.7 years
This is the required time. (ans.)
Problem-04: When a cake is removed from an oven, it’s temperature is measured at 3000 F . Three
minutes later it’s temperature is 2000 F . How long will it take for the cake to cool off to a room
temperature of 700 F ?
(a). Give a relation that gives the temperature of the cake after t mins.
(b). How long will it take for the cake to cool off to 750 F ?
Solution: Let, T (t ) be the amount of temperature of the cake at any time t mins.
From Newton’s Law of Cooling we know that the temperature of a body drops at a rate that is proportional
to the difference between the temperature of the body and the temperature of the surrounding medium.
dT
So (T − Tm )
dt
dT
or , = k (T − Tm ) ... ... ...(1)
dt
where, k is a proportional constant.
According to the question we have,
T ( 0) = 300 ... ... ... (2)
T ( 3) = 200 ... ... ... (3)
Tm = 70 ... ... ... (4)
Supplementary Questions
1. The population of a certain community increases at a rate that is proportional to the number of
people present at any time. If the population has doubled in 30 years, how long will it take to
triple? initially p ( 0 ) = p0
2. If a small metal bar, whose initial temperature is 20 0 C , is dropped into a container of boiling
water. How long will it take for the bar to reach 90 0 C , if it is known that temperature increases
dT
2 0 C in 1second? T ( 0 ) = 200 , T (1) = 220 , T
dt
3. The population of a community is known to increase at a rate proportional to the number of people
present at time t .If the population has doubled in 50 years, how long will it take to triple?
4. Find the time required for a sum of money to double itself at 5% per annum compounded
continuously.
5. In a certain bacteria culture, the rate of increase in the number of bacteria is proportional to the
number present. If the number double in 4 hours, how many will be present in 12 yours? If the
number 400 in 3 hours and 2000 in 10 hours, then find the number initially present?
6. The population of a certain city increases at a rate proportional to the number of its inhabitants at
any time.
a) If the population doubled in 40 years, in how many years will it triple?
b) If the population is 1000 in 3 years, what was the initial population? What will be the population
in 10 years?
7. In a certain bacteria culture, the rate of increase in the number of bacteria is proportional to the
number present.
a) If the number triples in 5 hours, how many will be present in 10 hours.
b) When will be the number present be 10 times the number initially present?
Linear ODE with first degree and higher order with constant coefficient
In this chapter we discuss about the solution of linear higher order ordinary differential equations by using
particular integrals and complementary functions.
General solution (G.S) = Complementary Function (C.F) + Particular Integral (P.I)
Chapter Contents:
➢ Linear higher order ordinary differential equation
➢ Solution of Cauchy Euler Equation
Learning Outcomes: Learners be able to know...
➢ How to determine the general solution of homogeneous linear DE
➢ How to solve the homogeneous linear differential equations with constant coefficients
➢ The solution procedure of Cauchy Euler
Cauchy Euler Equation:
A differential equation of the following form
dny d n −1 y d n−2 y d n −3 y
+ p + p + p + + pn y = X
dx n −1 dx n − 2 dx n −3
1 2 3
dx n
where p1 , p2 , p3 , pn are function of x or constant and X are also function of x or constant is called
a linear differential equation of order n. when p1 , p2 , p3 , pn all constants are then the equation is
called linear differential equation of order n with constant coefficients and otherwise it is called linear
differential equation of order n with variable coefficients (This equation is also known as Cauchy Euler
Equation of order n). When X = 0 then the equation is called homogeneous linear differential equation of
order n and when X a function of x then it is called non-homogeneous linear differential equation of order
n.
Simplest form of the above equation:
Consider a linear differential equation of order n as follows
dny d n −1 y d n−2 y d n −3 y
+ p + p + p + + pn y = X
dx n −1 dx n − 2 dx n −3
1 2 3
dx n
d
Replacing the differential operator by the equivalent operator D the above equation becomes
dx
D n y + p1 D n −1 y + p2 D n − 2 y + p3 D n −3 y + + pn y = X
(D n
+ p1 D n −1 + p2 D n − 2 + p3 D n −3 + + pn ) y = X
f ( D ) y = X [ say ]
2. when some roots of the auxiliary equation are real equal and some are different or distinct:
Say the roots are m1 m2 m3 = m (equal ) , m4 m5 then the solution of the differential
equation is,
y = ( c1 + c2 x + c3 x 2 ) e m x + c4e + c5e
m4 x m5 x
3. when some roots of the auxiliary equation are complex: Say the roots are i then the
solution of the differential equation is, y = e x ( c1 cos x + c2 sin x )
4. when some roots of the auxiliary equation are repeated complex: Say the roots are i and
i then the solution of the differential equation is ,
y = e x ( c1 + c2 x ) cos x + ( c3 + c4 x ) sin x
Solution Procedure:
1. Put the differential equation to the form f ( D ) y = 0
2. From auxiliary equation writing f ( D ) = 0
3. Find out the roots of the auxiliary equation for D using a numerical procedure if necessary since
D and m produce equivalent relation.
4. Find the contribution to the general solution from the distinct, real roots, any repeated roots and
any complex roots.
5. Finally the general solution is given by the formula y = yd + yr + yc where yd the contribution
from all distinct real roots is, y r is the contribution from all the repeated roots and yc is the
contribution from all the complex roots.
Mathematical problems
d2y dy
Problem 01: Solve 2
+ 3 + 2y = 0
dx dx
Solution:
Given homogeneous differential equation is
d2y dy
2
+ 3 + 2y = 0
dx dx
Using the differential operator D we write the given differential equation as
D 2 y + 3Dy + 2 y = 0
(D 2
+ 3D + 2 ) y = 0
Now the auxiliary equation of the given differential equation is
D 2 + 3D + 2 = 0
D2 + 2D + D + 2 = 0
D ( D + 2) + 1( D + 2) = 0
( D + 2)( D + 1) = 0
Therefore D + 2 = 0 and D + 1 = 0 that implies D = −2 and D = −1 .
It shows that from the above, roots of the auxiliary equation are different so the general solution/complete
solution of the given differential equation is
y = c1 e −2 x + c2 e − x (As desired)
d4y d3y d2y dy
Problem 02: Solve 4
− 3
− 9 2
− 11 − 4 y = 0
dx dx dx dx
Solution:Given homogeneous differential equation is
( D + 1) ( D2 − 4D + D − 4) = 0
2
( D + 1) D( D − 4) + 1( D − 4) = 0
2
( D + 1) ( D + 1)( D + 4) = 0
2
( D + 1) ( D + 4) = 0
3
( D + 1) = 0 and D + 4 = 0
3
Therefore
( D + 1)( D + 1)( D + 1) = 0 D = −4
D = −1, D = −1, D = −1 D = −4
There are four roots of the auxiliary equation in which three are equal and one is different, so the general
solution of the given differential equation is
y = ( c1 + c2 x + c3 x 2 ) e − x + c4 e − 4 x (As desired)
d 4 y d 3 y dy
Problem 03: Solve − − +y=0
dx 4 dx3 dx
Solution:
Given homogeneous differential equation is
d 4 y d 3 y dy
− − +y=0
dx 4 dx3 dx
Using the differential operator D we write the given differential equation as
D 4 y − D3 y − Dy + y = 0
(D 4
− D 3 − D + 1) y = 0
Now the auxiliary equation of the given differential equation is
D 4 − D3 − D + 1 = 0
D3 ( D − 1) − 1( D − 1) = 0
( D − 1) ( D3 − 1) = 0
( D − 1)( D − 1) ( D 2 + D + 1) = 0
In this section we discuss about the solution of non-homogeneous linear differential equation with
constant coefficients:
Complementary function:
Complementary function is a general linear combination of n linearly independent solution of the
homogeneous linear differential equation with constant coefficients f ( D) y = 0 . We shall denote this by
yc .
Particular Integral:
Particular solution of the differential equation f ( D ) y = X involving no arbitrary constants is called
particular integral of f ( D ) y = X .we shall denote this by y p .
Calculation of particular Integral:
Generally particular integral comes from the particular solution of the deferential equation f ( D ) y = X by
1
the equation y = X.
f ( D)
1 1
Note that: The symbol stands for integration and also 2 stands for the operation of integration twice.
D D
Particular integral comes from particular solution of f ( D ) y = X so it does not belongs any arbitrary
constant.
Complete primitive/General solution:
The general solution/complete solution of non-homogeneous linear differential equation with constant
coefficients is the sum of complementary function ( C.F ) and particular integral ( P.I ) that is 𝑦 = 𝐶. 𝐹 +
𝑃. 𝐼 = 𝑦𝑐 + 𝑦𝑝 .
Some formulas for finding out the particular integral of the non-homogeneous linear differential equation
with constant coefficients:
1
f ( D)
−1
➢ When X = x m or polynomial then expand or in ascending power of D and
f ( D)
operate on x m or polynomial .
1 1
➢ When X = e a x then (e a x ) = (e a x ), f (a) 0.
f ( D) f (a )
1 1 1
• If f ( a ) = 0 then (e a x ) = x (e a x ) or x (e a x )
f ( D) f (a) f ( D)
1 1 1
• Again if f ( a ) = 0 then (e a x ) = x 2 (e a x ) or x 2 (e a x )
f ( D) f (a) f ( D)
1 1
➢ When X = sin ax then (sin ax) = (sin ax) , f (−a 2 ) 0.
2
f (D ) f (−a 2 )
1 1
• If f (−a 2 ) = 0 then (sin ax) = x (sin ax)
f (D )2
f (−a 2 )
1 1
• Again if f (−a 2 ) = 0 then (sin ax) = x 2 (sin ax)
2
f (D ) f (−a 2 )
Note: we substitute D 2 by − a 2 and this above formula is same for X = cos ax .
1 1
➢ When X = e a xV where V is a function of x then (e a xV ) = e a x . (V )
f ( D) f ( D + a)
➢ When X = x mV where V has the form cos ax or sin ax then x mV becomes x m cos ax or
x m sin ax that’s are the real and imaginary part of x me i a x = x m( cos ax + i sin ax ) respectively
and P.I can be easily calculated such as
1
f ( D)
( x m cos ax) = real part of
1
f ( D)
x m( cos ax + i sin ax )
1
= real part of x meiax ei = cos + i sin
f ( D)
1
f ( D)
( x msin ax) = Imaginary part of
1
f ( D)
x m( cos ax + i sin ax )
1
= Imaginary part of x meiax ei = cos + i sin
f ( D)
Important formulae:
𝑑 1
➢ 𝐷 = 𝑑𝑥 𝑎𝑛𝑑 𝐷 = ∫[ ]𝑑𝑥
➢ (1 + 𝑥)−1 = 1 − 𝑥 + 𝑥2 − 𝑥3 + ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ + ∞
➢ (1 − 𝑥)−1 = 1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ + ∞
➢ (1 + 𝑥)−2 = 1 + 2𝑥 + 3𝑥 2 + 4𝑥 3 + ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ + ∞
➢ (1 − 𝑥)−2 = 1 − 2𝑥 + 3𝑥 2 − 4𝑥 3 + ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ∞
➢ (1 − 𝑥)−3 = 1 + 3𝑥 + 6𝑥 2 + 10𝑥 3 + ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ∞
Solution Procedure:
1. Put the differential equation to the form f ( D ) y = X
2. From auxiliary equation f ( D ) = 0 find complementary function yc .
1
3. Also find particular integral y p from the integral y = X.
f ( D)
1 1
yp = (3 − 2x ) = (3 − 2x )
D + 5D + 4
2
1 2 5
4 1 + D + D
4 4
−1
1 1 5
= 1 + D 2 + D (3 − 2x )
4 4 4
1 1 5
2
1 2 5 1 2 5
= 1 − D + D + D + D − ( 3 − 2 x ) = 3 − 2 x − 0 −
4
4 4 4 4
4 2
3 1 5 11 1
= − x+ = − x
4 2 8 8 2
Therefore, the general solution of equation is,
y = yc + y p
11 1
= c1e − x + c2 e −4 x + − x , where c1 , c2 are arbitrary constants.
8 2
Problem-03: Solve D y + 2 Dy + y = 2 x + x .
2 2
( ) ( ) ( ) ( )
1 1 −1
yp = 2 x + x 2
= 2 x + x 2
= 1 + D 2
+ 2 D 2 x + x2
D + 2D + 1 1 + ( D + 2D )
2 2
= 1 − ( D 2 + 2 D ) + ( D 2 + 2 D ) − ( 2 x + x2 )
2
= 2 x + x 2 − 2 + 2 ( 2 + 2 x ) + 8
= 2 x + x2 − 2 − 4 − 4 x + 8 = x2 − 2 x + 2
Therefore, the general solution of equation is,
y = yc + y p = ( c1 + c2 x ) e− x + x2 − 2 x + 2 , where c1 , c2 are arbitrary constants.
Problem-04: Solve D y − 6 Dy + 9 y = 1 + x + x .
2 2
( D − 3) 2 = 0 ( D − 3)( D − 3) = 0
D − 3 = 0 or D − 3 = 0 D = 3 , D = 3
The complementary function is,
yc = ( c1 + c2 x ) e3 x
The particular integral is,
yp =
1
D − 6D + 9
2 (1 + x + x2 ) =
1
1 2 2
1 + x + x2 ( )
9 1 + D − D
9 3
−1
1 1 2
= 1 + D 2 − D
9 9 3
(1 + x + x ) 2
1 1 2
2 1 2
= 1 − D2 − D + D2 − D − (1 + x + x )
2
9 9 3 9 3
1 2 2 8 1 8 1
9 9 3 9 9
2 2 4
= 1 + x + x 2 − − (1 + 2 x ) + = 1 + x + x 2 − + + x + =
9 3 3 9 27
( 3x 2 + 7 x + 7 )
2 (
x3 ) = 2 ( )
1 + ( D 2 − 2 D ) ( x 3 )
1 1 1 −1
yp = x 3
=
D − 2D + D
4 3
D 1 + D 2 − 2 D ( )D
2
= 2 x3 − ( 6 x − 6 x 2 ) + ( −24 + 24 x ) = 2 ( x 3 − 6 x + 6 x 2 − 24 + 24 x )
1 1
D D
= 2 ( x 3 + 6 x 2 + 18 x − 24 ) =
1 1 5 1 4
x + x + 3x 3 − 12 x 2
D 20 2
Therefore, the general solution of equation is,
1 5 1 4
y = yc + y p = c1 + c2 x + ( c3 + c4 x ) e x + x + x + 3x 3 − 12 x 2
20 2
(D + 1)(D 2 − D + 1) = 0
1 1 − 4.1.1 1 i 3 1 3
That implies D = −1 and D 2 − D + 1 = 0 D = = = i
2.1 2 2 2
The complementary function is,
x 3 3
yc = c1e− x + e 2 c2 cos x + c3 sin x
2 2
The particular integral is,
yp =
1
D +1
(
3
3 + e − x + 5e 2 x ) = 3
1
D +1
( 3) + 3 ( e− x ) + 3 ( 5e2 x )
1
D +1
1
D +1
2x
xe− x 5e2 x
( ) x
( )
5e
( )
−1
= 1 + D 3 ( 3) + e −x
+ = 1 − D 3
+ D 6
− ( )
3 + +
23 + 1 3 ( −1)
2
3D 2 9
1 5
= 3 + xe − x + e 2 x
3 9
Therefore, the general solution of equation is,
x 3 3 1 5
y = yc + y p = c1e− x + e 2 c2 cos x + c3 sin x + 3 + xe − x + e 2 x (As desired)
2 2 3 9
−x
Problem-09: Solve D y + 3D y + 3Dy + y = e .
3 2
Problem-10: Solve 2 D y − 3D y + y = e + 1 .
3 2 x
(
( D − 1) 2 D 2 − D − 1 = 0 )
1 1 + 4.2.1 1 3 1
That implies D = 1 or 2 D 2 − D − 1 = 0 D = = D = 1, D = −
2.2 4 2
The complementary function is,
x
−
yc = ( c1 + c2 x ) e x + c3e 2
=
x
6D − 6D
2 ( ex ) +
1
2 D − 3D 2 + 1
3
x2
=
12 D − 6
( )
ex + 1
x2
=
12 (1) − 6
( ex ) + 1
1 2 x
= x e +1
6
Therefore, the general solution of equation is,
x
− 1
y = yc + y p = ( c1 + c2 x ) e + c3e x 2
+ x 2e x + 1 , where c1 , c2 and c3 are arbitrary constants.
6
Problem-11: Solve D y + 4 y = sin 3x .
2
1
yp = ( sin 3x )
D +4 2
1
= ( sin 3x )
−3 + 4
2
1
= ( sin 3x )
−9 + 4
1
= − sin 3 x
5
y = yc + y p
1
= c1 cos 2 x + c2 sin 2 x − sin 3 x , where c1 and c2 are arbitrary constants.
5
1
= 2 cos ( 4 x + 5 )
−4 − 3 D + 4
1
= cos ( 4 x + 5 )
−12 − 3D
1
=− cos ( 4 x + 5)
3( 4 + D)
=−
(4 − D) cos ( 4 x + 5 )
3 ( 42 − D 2 )
=−
(4 − D) cos ( 4 x + 5)
3 42 − ( −42 )
Mohammad Abdul Halim, Assistant Professor in Mathematics
Page 137 of 249
1
=− 4 cos ( 4 x + 5 ) + 4sin ( 4 x + 5 )
96
1
=− cos ( 4 x + 5 ) + sin ( 4 x + 5 )
24
Therefore, the general solution of equation is,
7 7 32x 1
y = yc + y p = c1 cos x + c2 sin x e − cos ( 4 x + 5 ) + sin ( 4 x + 5 ) , where
2 2 24
c1 , c2
are arbitrary constants.
Problem-15: Solve D y + y = sin 2 x sin x .
2
D 2 y + y = sin 2 x sin x
(D 2
+ 1) y = sin 2 x sin x
The auxiliary equation is, D 2 + 1 = 0
D 2 = −1 = i 2
D = i2 = i
The complementary function is,
yc = c1 cos x + c2 sin x
The particular integral is,
1
y = yc + y p = c1 cos x + c2 sin x + ( 4 x sin x + cos 3x ) where c1 , c2 are arbitrary constants.
16
Problem-16: Solve D y + 4 y = sin x .
2 2
(D 2
+ 4 ) y = sin 2 x
The auxiliary equation is,
D2 + 4 = 0
D2 = 4i 2 D = 2i
1 +
4
1 1 D2
−1
xD
= 1 + (1 ) − ( cos 2 x )
2 4 4 2D2
1 1 D2 D4 xD
= 1 − + − (1 ) − ( cos 2 x )
2 4
4 16 2 ( −2 2
)
1 1 x 11 x 1
= + ( −2sin 2 x ) = − sin 2 x = (1 − x sin 2 x )
2 4 8 24 4 8
Therefore, the general solution of equation is,
1
y = yc + y p = c1 cos 2 x + c2 sin 2 x + (1 − x sin 2 x ) where, c1 , c2 are arbitrary constants.
8
d2y dy
Problem 17: Solve 2
− 2 + 5 y = 5cos x
dx dx
Solution:
Given non-homogeneous differential equation is
d2y dy
2
− 2 + 5 y = 5cos x
dx dx
Using the differential operator D we write the given differential equation as
D 2 y − 2 Dy + 5 y = 5cos x
(D 2
− 2 D + 5 ) y = 5cos x
Now the auxiliary equation of the given differential equation is
D2 − 2D + 5 = 0
2 4 − 4.1.5 2 4 − 20 2 −16 2 4i
D= = = = = 1 2i = i
2.1 2 2 2
Therefore, the complementary function of the given differential equation is
yc = e1. x ( c1 cos 2 x + c2 sin 2 x )
= e x ( c1 cos 2 x + c2 sin 2 x )
Now particular Integral is
1 1 1
yp = ( 5cos x ) = 5. 2 ( cos x ) = 5. 2 ( cos x )
D − 2D + 5
2
D − 2D + 5 −1 − 2 D + 5
1 5 1 5 1 ( 2 + D )
= 5. ( cos x ) = . ( cos x ) = . ( cos x )
4 − 2D 2 2−D 2 (2 − D) (2 + D)
5 (2 + D) 5 (2 + D) 5 (2 + D)
= . ( cos x ) = . ( cos x ) = . ( cos x )
2 (4 − D )
2
2 ( 4 − (−1 ) )
2
2 5
1 1 1
= . ( 2 + D )( cos x ) = . ( 2 cos x + D cos x ) = . ( 2 cos x − sin x )
2 2 2
Therefore, the general solution of non-homogeneous equation is,
1
y = yc + y p = e x ( c1 cos 2 x + c2 sin 2 x ) + ( 2 cos x − sin x ) (As desired)
2
−x
Problem-18: Solve D y − 4 Dy − 5 y = xe .
2
−x
Solution: Given that, D y − 4 Dy − 5 y = xe
2
(D 2
− 4 D − 5 ) y = xe − x
The auxiliary equation is,
D2 − 4D − 5 = 0
D 2 − 5D + D − 5 = 0
D ( D − 5) + 1( D − 5) = 0
( D − 5)( D + 1) = 0
D = 5 , D = −1
The complementary function is,
yc = c1e − x + c2e5 x
The particular integral is,
yp = 2
1
( )
xe − x = e − x
1
( x)
D − 4D − 5 ( D − 1) − 4 ( D − 1) − 5
2
1 1
= e− x ( x ) = e− x 2 ( x)
D − 2D + 1 − 4D + 4 − 5
2
D − 6D
( )
1 1 1 1 −1
= − e− x ( x ) = − e− x 1 − D 6 ( x )
6 D 1− D
6 ( ) 6 D
= − e− x 1 + D + D
1 1 x
( )
2
( ) = − e
2 1 −x 1
+ x+ 1
6 D 6 36 6 D 6
1 − x x2 x
= − e + = − e− x ( x + 3x 2 )
1
6
6 2 36
Therefore, the general solution of equation (1) is,
e ( x + 3x 2 ) where c1 , c2 are arbitrary constants.
1 −x
y = yc + y p = c1e − x + c2 e5 x −
36
Problem-19: Solve D y − y = ( x + 3) e .
2 2x
(D 2
− 1) y = ( x + 3) e 2 x
The auxiliary equation is,
D 2 − 1 = 0 D 2 = 1 D = 1
The complementary function is,
yc = c1e − x + c2e x
The particular integral is,
1 1 1
yp = ( x + 3) e 2 x = e 2 x ( x + 3) = e2 x 2 ( x + 3)
D −1 ( D + 2) −1 D + 4D + 4 − 1
2 2
1 1 1
= e2 x ( x + 3) = e 2 x ( x + 3)
D + 4D + 3
2
3 4 1 2
1 + 3 D + 3 D
−1
1 4 1
= e2 x 1 + D + D 2 ( x + 3)
3 3 3
1 4 1 4 1
2
= e2 x 1 − D + D2 + D + D 2 − ( x + 3)
3 3 3 3 3
1 4 1
= e2 x x + 3 − + 0 + 0 = e2 x ( 3x + 5 )
3 3 9
Therefore, the general solution of equation is,
1
y = yc + y p = c1e − x + c2e x + e 2 x ( 3x + 5 ) where, c1 , c2 are arbitrary constants.
9
Problem-20: Solve D y − 2 Dy + 4 y = e cos x .
3 x
(D 3
− 2 D + 4 ) y = e x cos x
The auxiliary equation is,
D3 − 2 D + 4 = 0
D3 + 2 D 2 − 2 D 2 − 4 D + 2 D + 4 = 0
D2 ( D + 2 ) − 2 D ( D + 2 ) + 2 ( D + 2 ) = 0
( D + 2) ( D2 − 2D + 2) = 0
D + 2 = 0 or , D 2 − 2D + 2 = 0
2 4 − 4 2
D = −2 or , D =
2
2 −4 2 4i 2 2 2i
= = = = 1 i
2 2 2
D = −2,1 + i, 1 − i
The complementary function is,
yc = c1e−2 x + ( c2 cos x + c3 sin x ) e x
The particular integral is,
yp =
1
( e x cos x ) = e x
1
( cos x )
D − 2D + 4 ( D + 1) − 2 ( D + 1) + 4
3 3
1 1
= ex ( cos x ) = e x 3 ( cos x )
D + 3D + 3D + 1 − 2 D − 2 + 4
3 2
D + 3D 2 + D + 3
x x
= ex ( cos x ) = e x ( cos x )
3D + 6 D + 1 3 ( −1 ) + 6 D + 1
2 2
x 1 x
= ex ( cos x ) = − e x ( cos x )
−2 + 6 D 2 (1 − 3D )
1 x (1 + 3D ) 1 x (1 + 3D ) 1 x
= − ex ( cos x ) = − e x ( cos x ) = − xe ( cos x − 3sin x )
2
1 − ( 3D )
2
2 1 − 9 −12 ( ) 20
Therefore, the general solution of equation is,
1 x
y = yc + y p = c1e −2 x + ( c2 cos x + c3 sin x ) e x − xe ( cos x − 3sin x ) where c1 , c2 , c3 are
20
arbitrary
constants.
Problem-21: Solve D y − 2 Dy + 2 y = e sin x .
2 x
1 1 x
= ex ( sin x ) = e x 2 ( sin x ) = e x ( sin x )
D + 2D + 1 − 2D − 2 + 2
2
D +1 2D
xD xD 1
2 (
= ex sin x ) = e x ( sin x ) = − xe x ( cos x )
2D 2 ( −1 )
2
2
Therefore, the general solution of equation is,
1 x
y = yc + y p = ( c1 cos x + c2 sin x ) e x − xe ( cos x ) where c1 , c2 are arbitrary constants.
2
Problem-22: Solve D y + 3Dy + 2 y = e sin x .
2 2x
(D 2
+ 3D + 2 ) y = e 2 x sin x
The auxiliary equation is,
D 2 + 3D + 2 = 0
D2 + 2D + D + 2 = 0
D ( D + 2) + ( D + 2) = 0
( D + 1)( D + 2) = 0
D = −1, − 2
The complementary function is,
yc = c1e − x + c2 e −2 x
The particular integral is,
yp = 2
1
( e 2 x sin x ) = e 2 x
1
( sin x )
D + 3D + 2 ( D + 2) + 3( D + 2) + 2
2
1 1
= e2 x ( sin x ) = e2 x 2 ( sin x )
D + 4 D + 4 + 3D + 6 + 2
2
D + 7 D + 12
1 1 (11 − 7 D ) sin x
( sin x ) = e2 x ( sin x ) = e2 x 2 ( )
= e2 x 2
−1 + 7 D + 12 11 + 7 D (11) − ( 7 D )
2
(11 − 7 D ) (11 − 7 D ) 1
= e2 x ( sin x ) = e2 x ( sin x ) = (11sin x − 7 cos x ) e2 x
121 − 49 D 121 − 49 ( −1 )
2 2
170
Therefore, the general solution of equation is,
1
y = yc + y p = c1e − x + c2e −2 x + (11sin x − 7 cos x ) e 2 x where, c1 , c2 are arbitrary constants.
170
Problem-23: Solve D y − 2 Dy + y = x sin x .
2
D = 1, D = 1
The complementary function is,
yc = ( c1 + c2 x ) e x
The particular integral is,
1
yp = ( x sin x )
D − 2D + 1
2
= Imaginary Part of 2
1
D − 2D + 1
( xe ix )
( x )
1 1
= I . P. of eix ( x ) = I . P. of eix 2
( D + i ) − 2 ( D + i ) + 1 + − − − +
2
D 2 Di 1 2 D 2i 1
( x ) = I . P. of −
ix
1 e 1
= I . P. of eix 2 ( x )
D + 2 Di − 2 D − 2i 2i 1 − 1 D 2 + 2 Di − 2 D
2i
( )
ieix 1 2
−1
= I .P. of 1 − (
D + 2Di − 2D ( x ) )
2 2i
ieix 1
1 + ( D + 2 Di − 2 D ) + 2 ( D + 2 Di − 2 D ) +
1
( x )
2
= I .P. of 2 2
2 2i 4i
ieix ieix
= I .P. of x +
1
( 2i − 2 ) = I .P. of x + (1 + i )
2 2i 2
i
= I .P. of ( cos x + i sin x ) ( x + 1) + i
2
i
= I .P. of ( x + 1) cos x + i cos x + i ( x + 1) sin x − sin x
2
1
= I .P. of i ( x + 1) cos x − cos x − ( x + 1) sin x − i sin x
2
= ( x + 1) cos x − sin x
1
2
Therefore, the general solution of equation is,
y = yc + y p = ( c1 + c2 x ) e x +
1
2
( x + 1) cos x − sin x where, c1 , c2 are arbitrary constants.
Problem-24: Solve D y + Dy = x cos x .
2
(D 2
+ D ) y = x cos x
The auxiliary equation is,
D 2 + D = 0 D ( D + 1) = 0
D = 0, D = −1
The complementary function is,
yc = c1 + c2 e − x
The particular integral is,
( x cos x ) = Re al Part of 2 (
xeix )
1 1
yp =
D +D 2
D + D
1
= R . P. of eix ( x ) = R . P. of eix 2 1
( x )
( D + i ) + ( D + i ) D + 2iD + i + ( D + i )
2
2
( x ) = R . P. of eix 2
1 1
= R . P. of eix 2 ( x )
D + 2iD − 1 + D + i D + ( 2i + 1) D + ( i − 1)
( x )
1 1
= R . P. of e ix
( )
i − 1
1 ( 2i + 1) D
1+ D2 +
( i − 1) ( i − 1)
( + )
−1
1 1 2 i 1
= R . P. of eix 1 + D2 + D ( x )
( i − 1) ( i − 1) ( i − 1)
1 ix 1 ( 2i + 1) 1 ( 2i + 1)
2
= R . P. of e 1 − D + D+ D + D − ( x )
2 2
( i − 1) ( i − 1) ( i − 1) ( i − 1) ( i − 1)
1 ix ( 2i + 1) 1
= R . P. of e x − = R . P . of e ix
( i − 1 ) x − ( 2i + 1)
( i − 1) ( i − 1) ( i − 1)
2
( cos x + i sin x )ix − x − 2i − 1
1
= R . P. of
−1 + 1 − 2i
1
= R . P. of − ( cos x + i sin x ) i ( x − 2 ) − ( x + 1)
2i
i
= R . P. of i ( x − 2 ) cos x − ( x + 1) cos x − ( x − 2 ) sin x − i ( x + 1) sin x
2
= − ( x − 2 ) cos x + ( x + 1) sin x = ( 2 − x ) cos x + ( x + 1) sin x
1 1
2 2
Therefore, the general solution of equation is,
y = yc + y p = c1 + c2e − x +
1
2
( 2 − x ) cos x + ( x + 1) sin x where, c1 , c2 are arbitrary constants.
(D 4
− 1) y = x sin x
The auxiliary equation is,
D4 −1 = 0
( D 2 − 1)( D 2 + 1) = 0
( D + 1)( D − 1) ( D 2 − i 2 ) = 0
( D + 1)( D −1)( D + i )( D − i ) = 0
D = −1, D = 1, D = i, D = −i
The complementary function is,
yc = c1e − x + c2 e x + c3 cos x + c4 sin x
The particular integral is,
1
yp = ( x sin x )
D −1
4
1 ix
= Imaginary Part of 4 ( xeix ) = I . P. of
1
e ( x )
− ( D + i ) − 1
4
D 1
ix 1
= I . P. of e D 4 + 4 D 3i + 6 D 2i 2 + 4 Di 3 + i 4 − 1 ( x )
ix 1
= I . P. of e D 4 + 4 D 3i − 6 D 2 − 4 Di + 1 − 1 ( x )
ix 1
= I . P. of e D 4 + 4 D 3i − 6 D 2 − 4 Di ( x )
ix
= I . P. of − e 1
( x )
4 Di 1 3 3 i
1 − D + D + D
2
4i 2
ieix 1 3 3i
−1
= I . P. of
1 − D + D 2
+ D ( x )
4 D 4i 2
ieix 1 3 3i 1 3 3i
2
= I . P. of + + + + + + + ( x )
2 2
1 D D D D D D
4 D
4i 2 4 i 2
ieix 3i ieix x 2 3xi
= I . P. of x + = I . P. of +
4D 2 4 2 2
i x 2 3xi
= I . P. of ( cos x + i sin x ) +
4 2 2
1 x 2 3xi
= I . P. of ( i cos x − sin x ) +
4 2 2
1 x2 3x x2 3xi
= I . P. of i cos x − cos x − sin x − sin x
4 2 2 2 2
1 x2 3x
= cos x − sin x
4 2 2
Therefore, the general solution of equation (1) is,
1 x2 3x
y = yc + y p = c1e− x + c2e x + c3 cos x + c4 sin x + cos x − sin x where c1 , c2 are
4 2 2
arbitrary
constants.
Problem-26: Solve D y − y = x cos x .
2 2
(D 2
− 1) y = x 2 cos x
The auxiliary equation is,
(D 2
− 1) = 0 ( D + 1)( D − 1) = 0
D = 1, D = − 1
The complementary function is,
yc = c1e x + c2e − x
The particular integral is,
1 ix
yp =
1
( x 2 cos x ) = Re al Part of 2 ( x 2 eix ) = R . P. of e
1
( )
x 2
D −1 D −1 ( D + i ) − 1
2 2
ix 2 ix 2
e D 2 + 2iD + i 2 − 1 ( x ) = R . P. of e D 2 + 2iD − 1 − 1 ( x )
1 1
= R . P. of
ix
2
D 2 + 2iD − 2 ( ) ( )
1 1 1
= R . P. of e x = R . P . of − e ix
x 2
2 1 − 1 D 2 + iD
2
1 ix 1 2
−1
= R . P. of − e 1 − D + iD ( x )
2
2 2
1 ix 1 2 1 2
2
2
= R . P. of − e 1 + D + iD + D + iD + ( x )
2 2 2
1 1
= R . P. of − eix x 2 + (1 + 2ix ) − 2 = R . P. of − ( cos x + i sin x ) x 2 + 1 + 2ix − 2
2 2
1
2
= R . P. of − ( cos x + i sin x ) ( x 2 − 1) + 2ix
1
2
= R . P. of − ( x 2 − 1) cos x + 2ix cos x + i ( x 2 − 1) sin x − 2 x sin x
1
2
1
2
= 2 x sin x − ( x 2 − 1) cos x = x sin x − ( x 2 − 1) cos x
Therefore, the general solution of equation is,
y = yc + y p = c1e x + c2e − x + x sin x −
2
( x − 1) cos x where, c1 , c2 are arbitrary constants.
1 2
(D 2
− 1) y = xe x sin x
The auxiliary equation is,
( D 2 − 1) = 0
( D + 1)( D − 1) = 0
D = 1, D = −1
The complementary function is,
yc = c1e x + c2e − x
The particular integral is,
yp = 2
1
D −1
(
x 2 e x sin x )
y p = ex
1
(
x 2 sin x = e x 2 ) 1
x 2 sin x ( )
( D + 1) − 1 + + −
2
D 2 D 1 1
= ex
1
D + 2D 2 ( x 2 sin x ) = Imaginary Part of e x 2
D + 2D
1
( x 2eix )
1+i x
= I . P. of e x eix
1
x 2
( )
= I . P. of e( ) 2
1
( x 2 )
( D + i ) + 2 ( D + i ) D + 2 Di + i + 2 D + 2i
2 2
= I . P. of e x eix 2
1
D + 2 (1 + i ) D − 1 + 2i
( x 2 )
1
= I . P. of e x eix
1
x 2
( )
( 2i − 1)
1 + D 2 + 2 (1 + i ) D
( 2i + 1) x ix
( )
−1
= I . P. of − e e 1 + D 2 + 2 (1 + i ) D x 2
5
( 2i + 1) (1+i ) x x2
( ) ( ) ( )
2
= I . P. of − e 1 − D 2
+ 2 1 + i D + D 2
+ 2 1 + i D −
5
( 2i + 1) x 2
= I . P. of − e ( cos x + i sin x ) x 2 − 2 + 4 (1 + i ) x + 8 (1 + i )
5
( 2i + 1) x
= I . P. of − e ( cos x + i sin x ) x 2 − 2 − 4 x − 4ix + 16i
5
( 2i + 1) x
= I . P. of −
e ( cos x + i sin x ) ( x 2 − 4 x − 2 ) − 4i ( x − 4 )
5
( 2i + 1) x
= I . P. of −
e ( cos x + i sin x ) ( x 2 − 4 x − 2 ) − 4i ( x − 4 )
5
( 2i + 1) x 2
= I . P. of −
e ( x − 4 x − 2 ) cos x − 4i ( x − 4 ) cos x + i ( x 2 − 4 x − 2 ) sin x + 4 ( x − 4 ) sin x
5
( 2i + 1) x 2
= I . P. of −
e ( x − 4 x − 2 ) cos x − 4i ( x − 4 ) cos x + i ( x 2 − 4 x − 2 ) sin x + 4 ( x − 4 ) sin x
5
( 2i + 1) e x
−
5
2 ( x − 4x − 2) cos x − 4i ( x − 4) cos x + i ( x − 4x − 2) sin x + 4 ( x − 4) sin x
2 2
Supplementary Problems
1. Solve the following ODEs
No ODEs Answers
−x −4 x
1. 2
d y dy y = c1 e + c2 e
+5 + 4y = 0
dx 2 dx
2. 2
d y dy y = c1 e3 x + c2 e 4 x
2
− 7 + 12 y = 0
dx dx
3. d2y dy y = c1 e − a x + c2 e −b x
2
+ ( a + b ) + aby = 0
dx dx
4. d3y dy y = c1 e − x + c2 e −3 x + c3 e 4 x
3
− 13 − 12 y = 0
dx dx
5. 3
d y d2y dy y = c1e x + c2 e 2 x + c3e3 x
3
− 6 2
+ 11 − 6 y = 0
dx dx dx
6. d3y dy y = c1e − x + c2 e −3 x + c3e 4 x
3
− 13 − 12 y = 0
dx dx
4. d 3 y d 2 y dy y = ( c1 + c2 x ) e x + c3 e − x
− − +y=0
dx3 dx 2 dx
5. ( D − 1) ( D − 4)3 y = 0 y = ( c1 + c2 x ) e x + ( c3 + c4 x + c5 x 2 ) e 2 x
2
6. (D 4
− 2 D 3 − 3D 2 + 4 D + 4 ) y = 0 y = ( c1 + c2 x ) e2 x + ( c3 + c4 x ) e− x
7. (D 4
+ 2 D3 + D 2 ) y = 0 y = ( c1 + c2 x ) + ( c3 + c4 x ) e− x
8. d2y dy y = ( c1 + c2 x ) e2 x
2
− 4 + 4y = 0
dx dx
9. 4
d y d y 3
d2y dy y = ( c1 + c2 x + c3 x 2 ) e − x + c4e 4 x
4
− 3 − 9 2 − 11 − 4 y = 0
dx dx dx dx
m
m −
m
2. d4y m m m
+ m4 y = 0 y=e 2
c1 cos x + c2 sin x+e 2
c3 cos x + c4 sin x
dx 4 2 2 2 2
3. d4y y = c1eax + c1e− ax + ( c3 cos ax + c4 sin ax )
4
− a4 y = 0
dx
4. ( D 2 − 4 D + 1) y = 0 y = c1e
( 2+ 3 ) x
+ c1e
( 2− 3 ) x
5. (D 4
+ 8 D 2 + 16 ) y = 0 y = ( c1 + c2 x ) cos 2x + ( c3 + c4 x ) sin 2 x
(D + 1) ( D 2 + D + 1) y = 0
6. 2 x
2 − 3 3
y = ( c1 + c2 x ) cos x + ( c3 + c4 x ) sin x + e 2 (c5 cos x + c6 sin x)
2 2
7. (D 4
+ D 2 + 1) y = 0 −
x
y = e 2 (c1 cos
3
x + c2 sin
3 x
x) + e 2 (c3 cos
3
x + c4 sin
3
x)
2 2 2 2
8. d2y dy
2
− 2 + 2y = 0 𝑦 = 𝑒 𝑥 (𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥)
dx dx
4. Solve the ODEs:
No ODEs Answers
1. 2
d y dy y = e ( c1 cos 2 x + c2 sin 2 x ) + ( 2sin x + cos x )
x
2
−2 + 5 y = 10sin x
dx dx
2. 2 1
d y
+ y = cos 2 x y = ( c1 cos x + c2 sin x ) − cos 2 x
dx 2 3
− 3 1
3. d 2 y dy x
3
+ + y = sin 2 x y = e 2 c1 cos x + c2 sin x − ( 2cos 2 x + 3sin 2 x )
dx 2 dx 2 2
13
(D + 1) y = cos 3x
4. 2 1
y = ( c1 + c2 x ) cos x + ( c3 + c4 x ) sin x +
2
cos 3x
64
5. (D 3
+ D 2 + D + 1) y = sin 2 x y = c1e − x + ( c2 cos x + c3 sin x ) +
1
( 2 cos 2 x − sin 2 x )
15
6. d4y d2y
+ 5 2 + 6y = 0 y = c1e 2ix
+ c2e− 2ix
+ c3e 3ix
+ c4e− 3ix
dx 4 dx
7. 4 3
d y d y dy 3 −
x
3
− − +y=0 y = ( c1 + c2 x ) e + e c3 cos
x
x + c4 sin
2
x
dx 4 dx3 dx 2 2
8. d4y d2y y = ( A + Bx ) cos x + (C + Dx ) sin x
+ 2 +y=0
dx 4 dx 2
9. d6y d4y d2y y = ( c1 + c2 x + c3 x 2 ) cos x + ( c4 + c5 x + c6 x 2 ) sin x
+3 4 +3 2 + y = 0
dx 6 dx dx
10. D y − 4D y + 4 y = 0
4 2
y = (c1 + c2 x)e 2x
+ (c3 + c4 x)e − 2x
2. D2 y + 4 y = x2 + 3 x2 5
y = c1 cos 2 x + c2 sin 2 x + +
4 8
3. D 2 y + Dy − 2 y = 2 (1 + x − x 2 ) y = c1e x + c2 e −2 x + x 2
6. Solve the ODEs:
N ODEs Answers
o
1. D 2 y − 3Dy + 2 y = e3 x 1
y = c1e x + c2e 2 x + e3 x
2
D3 y − Dy = e x + e− x
( e + e− x )
2. x x
y = c1 + c2 e x + c3e − x +
2
3. D 2 y + 2 Dy + 2 y = 2e− x y = ( c1 cos x + c2 sin x ) e− x + 2e− x
4. D2 y + 4Dy + 4 y = e2 x + e−2 x e2 x 1 2 −2 x
y = ( c1 + c2 x ) e −2 x + + xe
16 2
7. Solve the ODEs:
1. D y + 3Dy + 2 y = cos 2 x
2 1
y = c1e − x + c2e −2 x + ( 3sin 2 x − cos 2 x )
20
2. D y − 5Dy + 6 y = 100sin 4 x
2
y = c1e3 x + c2e 2 x + 4 cos 4 x − 2sin 4 x
3. D y + 4 y = sin 2 x
2 x
y = c1 cos 2 x + c2 sin 2 x − cos 2 x
4
4. D y + 4 y = cos 2 x
2 x
y = c1 cos 2 x + c2 sin 2 x + sin 2 x
4
5. D y + y = sin x
2 x
y = c1 cos x + c2 sin x − cos x
2
6. D y + y = cos x
2 2 1 1
y = c1 cos x + c2 sin x + − cos 2 x
2 6
8. D y − y = sin ( 3x + 1) −x
y = c1e x + c2 cos 3x + c3 sin 3x e 2
3
2 2
730
+1 27 cos ( 3x + 1) − sin ( 3x + 1)
1
8. Solve the following ODE D 2 y + 4 y = x sin x Ans: y = c1 cos 2 x + c2 sin 2 x + ( 3x sin x − 2 cos x )
9
MCQs
1. What is the true for 𝐷 2 𝑦 + 4𝑦 = 𝑠𝑖𝑛𝑥 ?
a. Order 1,ODE b. Order 2 ,PDE c. Order 2,ODE d. linear PDE
2. What is the Auxiliary equation of D2 y + 4 y = sin x ?
a. D 2 + 4 b. m 2 + 4 c. m 2 − 4 d. a and b
3. What is the complementary function of D y − 4 y = sin x ?
2
Linear ODE with first degree and higher order with variable coefficients
In this chapter we discuss about the solution of linear higher order ordinary differential equations with
variable coefficients by using particular integrals and complementary functions but firstly converting it into
constant coefficients.
General solution (G.S) = Complementary Function (C.F) + Particular Integral (P.I)
Chapter Contents:
➢ Linear higher order ordinary differential equation with variable coefficients
➢ Solution of Homogeneous linear Equations
Learning Outcomes: Learners be able to know...
➢ How to determine the general solution of homogeneous linear DE
➢ How to solve the homogeneous linear differential equations reducing it to constant
coefficients form
Linear Differential Equations with variables Coefficients
n −1
dny n −1 d y
An equation of the form x n
n
+ P1 x n −1
+ + Pn y = Q where, P1 , P2 , Pn are
dx dx
constants and Q is function of x or constant, is called the linear differential equation with variables
coefficients or homogeneous linear equations.
Technique of conversion: If we put x = e or , z = ln x , then the above equation is transformed into an
z
equation with constant coefficients changing the independent variable from x to z as,
dz 1
=
dx x
dy dy dz dy 1 dy dy dy dy d
Now = . = x = x = Dy as D =
dx dz dx dx x dz dx dz dx dz
d y d dy
2
d y d 1 dy
2 2
d y 1 dy 1 d dy
Again, = 2 = 2 =− 2 +
dx 2
dx dx dx dx x dz dx x dz x dx dz
d2y 1 dy 1 d 2 y dz d2y 1 dy 1 d 2 y 1 d2y 1 dy 1 d 2 y
2 =− 2 + . = − + . = − +
dx x dz x dz 2 dx dx 2 x 2 dz x dz 2 x dx 2 x 2 dz x 2 dz 2
d 2 y d 2 y dy 2
2 d y d
x2 2
= 2
− x 2
= D ( D − 1) y as D =
dx dz dz dx dz
Similarly,
d3y
x3 = D ( D − 1)( D − 2 ) y
dx3
… … ……………………………
dny
x n
= D ( D − 1)( D − 2 ) ( D − n + 1) y
dx n
From we get,
D ( D − 1)( D − 2 ) ( D − n + 1) + P1 D ( D − 1)( D − 2 ) ( D − n + 2 ) + + Pn y = Q
Then the above equation be in a linear differential equation with constant coefficients.
Mathematical Problems
d2y dy
Problem-01: Solve x 2 2
+ 9 x + 25 y = 0
dx dx
2
d y dy
Solution: Given that, x 2 2 + 9 x + 25 y = 0 (1)
dx dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D −1) y + 9Dy + 25 y = 0
D2 y − Dy + 9Dy + 25 y = 0
D2 y + 8Dy + 25 y = 0
( D 2 + 8 D + 25 ) y = 0 ( 2)
Then the auxiliary equation of (2) is,
D 2 + 8D + 25 = 0
−8 64 − 100 −8 −36 −8 6i
D= = = = −4 3i
2 2 2
D = −4 3i
The general solution of (1) is,
y = ( c1 cos3z + c2 sin 3z ) e−4 z = c1 cos ( 3ln x ) + c2 sin ( 3ln x ) x
−4
1
= 4 c1 cos ( 3ln x ) + c2 sin ( 3ln x ) where c1 , c2 are arbitrary constants.
x
d2y
Problem-02: Solve x 2 2 + y = 3x 2
dx
d2y
Solution: Given that, x 2 2 + y = 3x 2 (1)
dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D − 1) y + y = 3e2 z
D 2 y − Dy + y = 3e2 z
( D 2 − D + 1) y = 3e 2 z ( 2)
Then the auxiliary equation of (2) is,
D2 − D + 1 = 0
1 1 − 4 1 −3 1 3i
D= = =
2 2 2
1 3i
D=
2 2
The complementary function of (1) is,
3 3 z 2 3 3 ln x 12
yc = c1 cos z + c2 sin z e = c1 cos ln x + c2 sin ln x e
2 2 2 2
3 3
= x c1 cos ln x + c2 sin ln x
2 2
The particular integral of (1) is,
yp =
1
D − D +1
2 ( 3e2 z )
= 2
1
2 − 2 +1
( 3e 2 z )
= e2 z
= x2
Therefore the general solution is,
3 3
y = yc + y p = x c1 cos ln x + c2 sin ln x + x 2 where c1 , c2 are arbitrary
2 2
constants.
d2y dy
Problem-03: Solve x 2 2
− 2x − 4 y = x4
dx dx
2
d y dy
Solution: Given that, x 2 2
− 2x − 4 y = x4 (1)
dx dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D − 1) y − 2Dy − 4 y = e4 z
D 2 y − 3Dy − 4 y = e4 z
( D 2 − 3D − 4 ) y = e 4 z ( 2)
Then the auxiliary equation of (2) is,
D 2 − 3D − 4 = 0
D2 − 4D + D − 4 = 0
( D − 4) + ( D − 4) = 0
( D + 1)( D − 4) = 0
D = −1, D = 4
The complementary function of (1) is,
c1
yc = c1e − z + c2e 4 z = c1 x −1 + c2 x 4 = + c2 x 4
x
The particular integral of (1) is,
yp =
1
D − 3D − 4
2 ( e4 z ) =
z
2D − 3
( e4 z ) =
z
2.4 − 3
( e 4 z ) = ( e 4 z ) = x 4 ln x
z
5
1
5
Therefore the general solution is,
c1 1
y = yc + y p = + c2 x 4 + x 4 ln x where c1 , c2 are arbitrary constants.
x 5
d2y dy
Problem-04: Solve x 2
2
− 3x + 4 y = 2 x 2
dx dx
2
d y dy
Solution: Given that, x 2 2 − 3x + 4 y = 2x2 (1)
dx dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D − 1) y − 3Dy + 4 y = 2e2 z
D2 y − 4Dy + 4 y = 2e2 z
( D 2
− 4 D + 4 ) y = 2e 2 z ( 2)
Then the auxiliary equation of (2) is,
D2 − 4D + 4 = 0
( D − 2) = 0
2
D = 2, D = 2
The complementary function of (1) is,
yc = ( c1 + c2 z ) e2 z
= x2 ( c1 + c2 ln x )
The particular integral of (1) is,
z2
yp =
1
D − 4D + 4
2 ( 2 e 2z
) =
z
2D − 4
( 2 e 2z
) =
2
( )
2e2 z = z 2 e 2 z = ( ln x ) x 2
2
d2y dy
Problem-05: Solve x 2 2
− x − 3 y = x 2 ln x
dx dx
2
d y dy
Solution: Given that, x 2 2 − x − 3 y = x 2 ln x (1)
dx dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D −1) y − Dy − 3 y = ze2 z
D2 y − 2Dy − 3 y = ze2 z
( D 2 − 2 D − 3) y = ze 2 z ( 2)
Then the auxiliary equation of (2) is,
D2 − 2D − 3 = 0
D 2 − 3D + D − 3 = 0
D ( D − 3) + ( D − 3) = 0
( D + 1)( D − 3) = 0
D = −1, D = 3
The complementary function of (1) is,
yc = c1e − z + c2e3 z = c x −1 + c x 3 = c1 + c x 3
1 2 2
x
1 1
= e2 z ( z ) = e2 z 2 ( z)
D + 4D + 4 − 2D − 4 − 3
2
D + 2D − 3
−1
e2 z 1 e2 z D2 2
=− ( )
z = − 1 − + D ( z)
3 D2 2 3 3 3
1 − + D
3 3
e2 z D 2 2 D 2 2
2
=− 1 + + D + + D + ( z)
3 3 3 3 3
e2 z D 2 2 D 2 2
2
=− z + + D z + + D z +
3 3 3 3 3
e
2z
2 e
2z
2 x
2
2
=− z + 0 + + 0 = − z + = − ln x +
3 3 3 3 3 3
Therefore the general solution is,
c1 x2 2
y = yc + y p = + c2 x3 − ln x + where, c1 , c2 are arbitrary constants.
x 3 3
2
d y dy
Problem-06: Solve x 2 2 + 4 x + 2 y = x + sin x
dx dx
2
2 d y dy
Solution: Given that, x 2
+ 4 x + 2 y = x + sin x (1)
dx dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D − 1) y + 4Dy + 2 y = e z + sin e z
D 2 y + 3Dy + 2 y = e z + sin e z
( D 2 + 3D + 2 ) y = e z + sin e z ( 2)
Then the auxiliary equation of (2) is,
D 2 + 3D + 2 = 0
D2 + 2D + D + 2 = 0
D ( D + 2) + ( D + 2) = 0
( D + 1)( D + 2 ) = 0
D = −1, D = −2
The complementary function of (1) is,
c1 c2
yc = c1e − z + c2 e −2 z = c1 x −1 + c2 x −2 = +
x x2
The particular integral of (1) is,
yp =
1
D + 3D + 2
2 ( e z + sin e z )
= 2
1
D + 3D + 2
( ez ) + 2
1
D + 3D + 2
( sin e z )
= 2
1
1 + 3.1 + 2
ez + ( ) 1
( D + 2 )( D + 1)
sin e z ( )
ez
= +
1
6 ( D + 2 )( D + 1)
( sin e z )
Now let,
1
( D + 1)
( sin e z ) = u
( D + 1) u = sin e z
du
+ u = sin e z which is linear equation
dz
Therefore, I .F = e = e z
dz
du
ez + e z u = e z sin e z
dt
or ,
d z
dt
( e u ) = e z sin e z
Integrating,
e z u = e z sin e z dz
= − cos e z
u = −e− z cos e z
Again,
1
( D + 2)( D + 1)
( sin e z ) =
1
u=
1
( D + 2) ( D + 2)
( −e− z cos e z ) = v ( say )
1
( D + 2)
( −e− z cos e z ) = v
dv
e2 z + 2ve 2 z = −e z cos e z
dz
or ,
d
dz
( ve2 z ) = −e z cos e z
Integrating,
ve 2 z = − e z cos e z dz
= − sin e z
1
v = − 2 z sin e z
e
1
= − 2 sin x
x
Therefore the general solution is,
y = yc + y p
c1 c2 1
= + − sin x
x x2 x2
where, c1 , c2 are arbitrary constants.
d2y dy
Problem-07: Solve x 2
2
+ 4x + 2 y = ex
dx dx
2
d y dy
Solution: Given that, x 2 2 + 4 x + 2 y = ex (1)
dx dx
d
Putting x = e z and D = in equation (1) we get,
dz
D ( D − 1) y + 4 Dy + 2 y = ee
z
D 2 y + 3Dy + 2 y = ee ( 2)
z
c1 c2
= +
x x2
The particular integral of (1) is,
yp =
1
D + 3D + 2
2
ee
z
( )
=
1
( D + 1)( D + 2 )
ee( )
z
=
1
−
1 ez
D + 1 D + 2
e ( )
=
1
D +1
ee −
z
( )
1
D+2
ee
z
( )
Let ,
1
D +1
( )
ee = u
z
or , ( D + 1) u = ( e ) ez
du
+ u = e e which is linear equation
z
or ,
dz
Therefore, I .F = e = e z
dz
du
ez + e z u = e z .e e
z
dt
d z
( e u ) = e z .e e
z
or ,
dz
Integrating,
e z u = e z .ee dz ; as e z = v
z
= ev
= ee
z
= ex
u = e− z .e x
= x −1.e x
ex
=
x
Again,
1
( D + 2)
z
( )
ee = w ( say )
or , ( D + 2 ) w = ee
t
dw
+ 2 w = e e which is also a linear equation
z
or ,
dz
Therefore, I .F = e = e2 z
2 dz
dw
e2 z + 2 we 2 z = e 2 z .e e
z
dz
d
( we 2 z ) = e 2 z .e e
z
or ,
dt
Integrating,
we2t = e2 z .ee dz
z
= e z .e z .ee dz
z
= ze z dz ; as et = z
= ze z − e z
= xe x − e x
v = e −2 z ( xe x − e x )
= x −2 ( xe x − e x )
ex ex
− =
x x2
ex ex ex
P.I = − − 2
x x x
ex
= 2
x
Therefore the general solution is,
c1 c2 e x
y = yc + y p = + + where, c1 , c2 are arbitrary constants.
x x2 x2
Supplementary Problems
Solve the following ODEs:
d2y dy y = c1 x −1 + c2 x 2
1x 2
2
+ 2x − 2 y = 0
dx dx
2
d y dy y = c1 x 3 + c2 x −3
2. x 2 2
+ x −9y = 0
dx dx
2 1 4
3. x 2
d y dy
+ 5x + 4 y = x4 y = ( c1 + c2 ln x ) x −2 + x
dx 2
dx 36
2
d y dy y = ( c1 + c2 ln x ) x + 2ln x
4. x 2 2 − x + y = 2 ln x
dx dx
MCQs
d2y dy
1. What is the constant coefficient form of x 2 2
+ 2x + 2 y = 0 ?
dx dx
a. (𝐷 2 + 3𝐷 − 2)𝑦 = 0 b. (𝐷 2 + 3𝐷 − 1)𝑧 = 0
𝑐. (𝐷 2 + 𝐷 + 2)𝑦 = 0 d. (𝐷 2 + 𝐷 − 1)𝑧 = 0
d2y dy
2. What is the complementary function of x 2 2
+ 2x − 2 y = 0 ?
dx dx
1 1
√7 √7 √7 √7
a. 𝑦𝑐 = 𝑒 −2𝑧 (𝑐1 𝑐𝑜𝑠 2
𝑧 + 𝑐2 𝑠𝑖𝑛 2 𝑧) b. 𝑦𝑐 = 𝑒 −2𝑙𝑛𝑥 (𝑐1 𝑐𝑜𝑠 2
𝑙𝑛𝑥 + 𝑐2 𝑠𝑖𝑛 2
𝑙𝑛𝑥)
1
√7 √7
c. 𝑦𝑐 = 𝑒 −2𝑧 (𝑐1 𝑐𝑜𝑠 2 𝑧 − 𝑐2 𝑠𝑖𝑛 2 𝑧) d. a and b
Introduction:
The Laplace Transform is a powerful Mathematical tool that is very useful in Electrical
Engineering. It is an operation that transforms a function of t (i.e., a function of time domain-
signal), defined on [0, ∞), to a function of s (i.e., of frequency domain-Laplace transform). The
Laplace transform provides a useful method of solving certain types of differential equations and
integral equations when certain initial and Boundary conditions are given, especially when the
initial values are zero. It is also very useful in the area of circuit analysis. It is often easier to
analyse the circuit in its Laplace form (By transfer function), than to form differential equations.
The techniques of Laplace transform are not only used in circuit analysis, but also in
• Proportional-Integral-Derivative (PID) controllers
• DC motor speed control systems
• DC motor position control systems
• Second order systems of differential equations (underdamped, over-damped and critically
damped)
• Laplace Transform is used to handle piecewise continuous or impulsive force.
For example:
For the design of a control system, it is important to know how the system of interest behaves and
how it responds to different controller designs. To do this, the dynamic equations of the system
are obtained and are solved to get the dynamic response. There are three different domains within
which the dynamic response of a system is studied for the purpose of control design. These are the
Laplace domain, the frequency domain and the state-space. This module provides an introduction
to the Laplace domain and covers the mathematics of the Laplace transform.
Definition: Let 𝑭(𝑡) be a function of 𝑡 specified for 𝑡 ≥ 0. Then the Laplace transform of𝑭(𝑡),
denoted byℒ{𝑭(𝑡)}, and is defined by
∞
where we assume at present that the parameter 𝑠 is real. Later it will be found useful to consider
𝑠 complex.
The Laplace transform of 𝑭(𝑡) is said to exist if the integral (1) converges for some value of 𝑠;
otherwise it does not exist. For sufficient condition under which the Laplace Transform does
exist.
L F (t )
F(t) f(s)
L −1 f (s)
Notation: If a function of t is indicated in terms of a capital letter, such as 𝑭(𝑡), 𝑮(𝑡), 𝒀(𝑡), etc.,
the Laplace transform of the function is denoted by the corresponding lower case letter, i.e.
𝑓(𝑠), 𝑔(𝑠), 𝑦(𝑠), etc.
Laplace operator: The symbol L which transforms 𝑭(𝑡) into 𝑓(𝑠) is often called the Laplace
transformation operator and L is a linear operator. Laplace transform can only be used to transform
variables that cover a range from “zero (0)” to infinity, (∞), that is: 0 < t < ∞. Any variable that
does not vary within this range cannot be transformed using Laplace transform. Because time
variable t is most common variable that varies from (0 to ∞), functions with variable t are
commonly transformed by Laplace transform.
Section-ally continuous function:
A function f ( x ) is called section-ally continuous or Piecewise continuous if any interval a, b if
it is continuous and has finite left and right hand limits in every subinterval ai , bi , i = 1, 2,3,....., n
as shown in the following figure.
.Sometimes we write it as f ( x) = O ( e ax
) ,x →.
Application of Laplace Transformation:
1. Laplace transformation turns differential equation into an algebraic equation.
2. It has also an application in solving the electronic circuit equations.
Beside of these the Laplace transformation technique is applicable in many fields of science
and technology such as:
❖ Control Engineering
❖ Communication
❖ Signal Analysis and Design
❖ System Analysis
❖ Solving Differential Equations
Existence of Laplace transform:
If F (t) is section-ally continuous in every finite interval 0 t N and of exponential order for
t N , then its Laplace transformation f (s) exists for all s .It must be emphasized that the
stated conditions are sufficient to guarantee the existence of the Laplace transform. If the condition
are not satisfied however the Laplace transform may or may not exist. Thus the conditions are not
necessary for existence of the Laplace transform.
LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS
𝑭(𝑡) ℒ{𝑭(𝑡)} = 𝑓(𝑠)
01 1 1
𝑠>0
𝑠
02 𝑡 1
𝑠>0
𝑠2
03 𝑡 𝑛 ; 𝑛 = 0,1,2,3, … 𝑛!
𝑛+1
𝑠>0
𝑠
04 𝑒 𝑎𝑡 1
𝑠>𝑎
𝑠−𝑎
05 sin 𝑎𝑡 𝑎
𝑠>0
𝑠 + 𝑎2
2
06 cos 𝑎𝑡 𝑠
𝑠>0
𝑠 + 𝑎2
2
07 sinh 𝑎𝑡 𝑎
𝑠 > |𝑎|
𝑠 2 − 𝑎2
08 cosh 𝑎𝑡 𝑠
𝑠 > |𝑎|
𝑠 − 𝑎2
2
8 12 4
= 3
− 2 +
𝑠 𝑠 + 16 𝑠 + 2
𝑑𝑛 𝑑 1 1
ℒ{𝑡 𝑛 𝐹(𝑡)} = (−1)𝑛 𝑓(𝑠) = (−1)𝑛 𝑓 (𝑛) (𝑠) ℒ{𝑡𝑒 2𝑡 } = − ( )=
𝑑𝑠 𝑛 𝑑𝑠 𝑠 − 2 (𝑠 − 2)2
2
𝑑 1
ℒ{𝑡 2 𝑒 2𝑡 } = 2 ( )
𝑑𝑠 𝑠 − 2
2
=
(𝑠 − 2)3
8. Division by t. 2
Since ℒ{sin 2𝑡} = 𝑠2 +4, and
If ℒ{𝐹(𝑡)} = 𝑓(𝑠) then sin 2𝑡
∞ lim = 2, we have
𝐹(𝑡) 𝑡→0 𝑡
∞
ℒ{ } = ∫ 𝑓(𝑢) 𝑑𝑢 sin 2𝑡 2
𝑡
𝑠 ℒ{ }=∫ 2 𝑑𝑢
𝐹(𝑡) 𝑡 (𝑢 + 4)
provided lim exists. 𝑠
𝑡→0 𝑡 𝜋 𝑠
= − tan−1
2 2
9. Periodic Functions.
Let 𝐹(𝑡) have period 𝑇 > 0 so that 𝐹(𝑡 + 𝑇) = 𝐹(𝑡), then
𝑇
∫0 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡
ℒ{𝐹(𝑡)} =
1 − 𝑒 −𝑠𝑇
10. Behavior of 𝒇(𝒔) as 𝒔 → ∞.
If ℒ{𝐹(𝑡)} = 𝑓(𝑠) then lim 𝑓(𝑠) = 0.
𝑠→∞
Proof of Some Elementary Functions Laplace Transformations:
𝑎 𝑠
1. Prove that (a) ℒ{sin 𝑎𝑡} = 𝑠2 +𝑎2 (b) ℒ{cos 𝑎𝑡} = 𝑠2 +𝑎2 if 𝑠 > 0.
𝑎 𝑎
(𝑐) ℒ{sinh 𝑎𝑡} = 2 2 (d) ℒ{cosh 𝑎𝑡} = 𝑠2 −𝑎2
𝑠 −𝑎
Solutions: (a) L sin at = e− st sin at dt
0
𝑒 𝑎𝑥 (𝑎 sin 𝑏𝑥−𝑏 cos 𝑏𝑥)
** ∫ 𝑒 𝑎𝑡 sin 𝑏𝑥 𝑑𝑥 =
e
=
− st
( − s sin at − a cos at ) 𝑎2 +𝑏 2
s2 + a2 0 and ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 =
𝑒 𝑎𝑥 (𝑎 cos 𝑏𝑥+𝑏 sin 𝑏𝑥)
𝑎2 +𝑏 2
a
= 0 + 2
s + a 2
a
= if s 0
s + a2
2
(b) L cos at = e− st cos at dt
0
e − st ( − s cos at + a sin at )
=
s2 + a2 0
s
= 0 + 2
s + a 2
s
= if s 0
s + a2
2
𝑒 𝑎𝑡 −𝑒 −𝑎𝑡
(c) ℒ{sinh 𝑎𝑡} = ℒ { }
2
1 1
= 2 ℒ{𝑒 𝑎𝑡 } − 2 ℒ{𝑒 −𝑎𝑡 }
1 1 1
= { − }
2 𝑠−𝑎 𝑠+𝑎
𝑎
= 𝑠2 −𝑎2 for 𝑠 > |𝑎|
𝑒 𝑎𝑡 +𝑒 −𝑎𝑡
(d) ℒ{cosh 𝑎𝑡} = ℒ { }
2
1 1
= ℒ{𝑒 𝑎𝑡 } + ℒ{𝑒 −𝑎𝑡 }
2 2
1 1 1
= { + }
2 𝑠−𝑎 𝑠+𝑎
𝑠
= 𝑠2 −𝑎2 for 𝑠 > |𝑎|.
H.W:
Prove that the followings:
1
(a) L 1 = , s0
s
1
(b) L t = 2 , s 0
s
(c) L e at =
1
s−a
, sa
n!
(d) L t n = n +1
s
2. Evaluates L 4e5t + 6t 3 − 3sin 4t + 2 cos 2t .
Solution:
We have,
L 4e5t + 6t 3 − 3sin 4t + 2 cos 2t
By using linearity property, we get
L 4e5t + L 6t 3 − L 3sin 4t + L 2 cos 2t
=4L e5t + 6L t 3 − 3L sin 4t + 2L cos 2t
1 3! 4 s
=4. + 6. 4 − 3. 2 + 2. 2
s −5 s s +4 2
s + 22
4 36 12 2s
= + 4 − 2 + 2 (As desired)
s −5 s s + 16 s + 4
H.W:
Evaluate the followings:
(a) L 3t 4 − 2t 3 + 4e − 3t − 2sin 5t + 3cos 2t
(b) L e 4t
+ 4t 3 − 2sin 3t + 3cos 5t
(c) ℒ{4𝑒 5𝑡 + 6𝑡 3 − 3 sin 4𝑡 + 2 cos 2𝑡}
3. Find the Laplace transform of t e or L t e .
3 5t 3 5t
Solution:
Let F (t ) = t 3 and L F (t ) = f (s) .
We have,
L t3 =
3!
s4
= f (s)
We know that the shifting property is
ℒ{𝑒 𝑎𝑡 𝐹(𝑡)} = 𝑓(𝑠 − 𝑎)
By using first shifting property, we get
L t 3e5t = f ( s − 5 )
3!
=
( s − 5)
4
6
= (As desired)
( s − 5)
4
−2 t
4. Find the Laplace transform of e −2t sin 4t or L e sin 4t .
Solution:
Let F (t ) = sin 4t and L F (t ) = f (s) .
We have,
4 4
L F (t ) = L sin 4t = = 2 = f ( s)
s +4
2 2
s + 16
We know that the shifting property is
ℒ{𝑒 𝑎𝑡 𝐹(𝑡)} = 𝑓(𝑠 − 𝑎)
By using first shifting property, we get
L e −2t sin 4t = f ( s + 2 )
4
= (As desired)
( s + 2)
2
+ 16
5. Find the Laplace transform of e−2t ( 3cos 6t − 5sin 6t ) or L e ( 3cos 6t − 5sin 6t ) .
−2 t
Solution:
Let F (t ) = 3cos 6t − 5sin 6t and L F (t ) = f (s) .
We have,
L F (t ) = L 3cos 6t − 5sin 6t
= 3L cos6t − 5L sin 6t
s 6
= 3. 2 − 5. 2
s +6 2
s + 62
3s 30
= 2 − 2
s + 36 s + 36
3s − 30
= 2 = f (s)
s + 36
H.W:
(a) Find ℒ{𝑒 −2𝑡 (3 cos 6𝑡 − 5 sin 6𝑡)}
(b) Find the followings:
i.
L t 3e −3t
Solution:
Let F (t ) = sin at and L F (t ) = f (s) .
From the Laplace transformation, we have
a
L F (t ) = L sin at = = f ( s)
s + a2
2
( )
d 2 −1
= −a s + a2
ds
= a ( s 2 + a 2 ) ( 2s )
−2
2as
= (As desired)
(s )
2
2
+ a2
7. Find the Laplace transformation of t 2 cos at or L t 2 cos at .
Solution:
Let F (t ) = cos at and L F (t ) = f (s) .
From the Laplace transformation, we have
s
L F (t ) = L cos at = = f (s)
s + a2
2
d2 s
= 2 2 2
ds s + a
=
2 (2
d s + a .1 − s ( 2s + 0 ) )
( )
2
ds
s 2
+ a 2
d s 2 + a 2 − 2s 2
=
(
ds s 2 + a 2 2
)
d a2 − s2
= 2
(
ds s 2 + a 2
)
(s ) ( 0 − 2s ) − ( a − s ) .2 ( s + a ) .2s
2
2
+ a2 2 2 2 2
=
(s + a )
4
2 2
=
( s + 2a s + s ) ( −2s ) − 4s ( a − s )( s + a )
4 2 2 4 2 2 2 2
(s + a )
4
2 2
=
( s + 2a s + s ) ( −2s ) − 4s ( a − s )
4 2 2 4 4 4
(s + a )
4
2 2
=
( s + 2a s + s ) ( −2s ) − ( 4sa − 4s )
4 2 2 4 4 5
(s + a )
4
2 2
=
( −2s − 4a s − 2s ) − ( 4sa − 4s )
5 2 3 5 4 5
(s + a )
4
2 2
−2s 5 − 4a 2 s 3 − 2s 5 − 4sa 4 + 4s 5
=
(s )
4
2
+ a2
−4a 2 s 3 − 4sa 4
=
(s )
4
2
+ a2
− 4a 2 s
= (As desired)
(s )
3
2
+ a2
8. 𝓛{𝒆−𝒕 𝐬𝐢𝐧𝟐 𝒕} =?
1 1 1 1 𝑠
Solution: ℒ{sin2 𝑡} = 2 ℒ{2 sin2 𝑡} = 2 ℒ{1 − cos 2𝑡} = 2 [𝑠 − 𝑠2 +4] = 𝑓(𝑠)
1 1 𝑠+1 𝑠 2 + 2𝑠 + 5 − 𝑠 2 − 2𝑠 − 1
ℒ{𝑒 −𝑡 sin2 𝑡} = 𝑓(𝑠 + 1) = [ − ] =
2 𝑠 + 1 (𝑠 + 1)2 + 4 2(𝑠 + 1)(𝑠 2 + 2𝑠 + 5)
2
= 2
(𝑠 + 1)(𝑠 + 2𝑠 + 5)
9. 𝓛{𝒕𝟐 𝐬𝐢𝐧 𝒕} =?
1
Solution: ℒ{sin 𝑡} = [𝑠2 +1] = 𝑓(𝑠)
2
𝑑2 𝑑2 1
ℒ{𝑡 sin 𝑡} = (−1)2 𝑓(𝑠) = ( )
𝑑𝑠 2 𝑑𝑠 2 𝑠 2 + 1
2 3 2
𝑑 1 1 1 4𝑠 2 − 2(𝑠 2 + 1) 6𝑠 2 − 2
= [− ( 2 ) . 2𝑠] = 2 ( 2 ) . 2𝑠 − ( 2 ) .2 = =
𝑑𝑠 𝑠 +1 𝑠 +1 𝑠 +1 (𝑠 2 + 1)3 (𝑠 2 + 1)3
H.W:
(a) Show that L t sin 2t = ?
2
2s3 − 6s
(b) Show that L t cos t =
2
(s )
3
2
+1
𝟐𝝅 𝟐𝝅
𝐜𝐨𝐬 (𝒕 − ) 𝒕>
10. 𝓛{𝑭(𝒕)} =? , 𝐢𝐟 𝑭(𝒕) = { 𝟑 𝟑
𝟐𝝅
𝟎 𝒕< 𝟑
𝑠 2𝜋
Solution: Since ℒ{cos 𝑡} = 𝑠2 +1, using the second translation property with 𝛼 = we get,
3
2𝜋𝑠
−
𝑠 𝑒 3
ℒ{𝐹(𝑡)} = 𝑠2 +1
3 5 7 3 5 7
(√𝑡) (√𝑡) (√𝑡) 1
𝑡2 𝑡2 𝑡2
Solution: We have, sin √𝑡 = √𝑡 − + − + ⋯ = 𝑡 − 3! + 5! − 7! + ⋯
2
3! 5! 7!
1 3 5 7
Γ (2 + 1) Γ (2 + 1) Γ (2 + 1) Γ (2 + 1)
= 1 − 3 + 5 − 7 +⋯
𝑠 2+1 3! 𝑠 2+1 5! 𝑠 2+1 7! 𝑠 2+1
3 5 7 9
Γ (2) Γ (2) Γ (2) Γ (2)
= 3 − 5 + 7 − 9 +⋯
𝑠2 3! 𝑠 2 5! 𝑠 2 7! 𝑠 2
1 1 3 1 1 5 3 1 1 7 5 3 1 1
Γ (2) 2 . 2 Γ (2) 2 . 2 . 2 Γ (2) 2 . 2 . 2 . 2 Γ (2)
= 2 − + − +⋯
3 5 7 9
𝑠2 3! 𝑠 2 5! 𝑠 2 7! 𝑠 2
√𝜋 3√𝜋 5.3 √𝜋 7.5.3 √𝜋
= 3− 5+ 7− 9 +⋯
2 𝑠2 4. 6 𝑠 2 8. 5.4.3.2 𝑠 2 16. 7.6.5.4.3.2 𝑠 2
2 3
1 1
√𝜋 1 2 ( ) 2 ( )
= 3 {1 −( 2 )+ 2 𝑠 − 2 𝑠 +⋯
2 𝑠 2! 3!
2 𝑠2
√𝜋 1
− 2
= 3𝑒
2 𝑠
2 𝑠2
Remember the Formulae:
𝑛! = Γ(𝑛 + 1) = 𝑛Γ(𝑛) = 𝑛(𝑛 − 1)Γ(𝑛 − 1) ;
𝑥2 𝑥3 1
𝑒 −𝑥 = 1 − 𝑥 + − + ⋯ ; Γ (2) = √𝜋
2! 3!
𝐜𝐨𝐬 √𝒕
12. 𝓛{ } =?
√𝒕
2 4 6
(√𝑡) (√𝑡) (√𝑡) 𝑡1 𝑡2 𝑡3
Solution: We have, cos √𝑡 = 1 − + − + ⋯ = 𝑡 0 − 2! + 4! − 6! + ⋯
2! 4! 6!
1 3 5
cos √𝑡 −
1 𝑡2 𝑡2 𝑡2
∴ =𝑡 2 − + − +⋯
√𝑡 2! 4! 6!
Then the Laplace transform is
1 3 5
cos √𝑡 1 𝑡2 𝑡2 𝑡2
= 𝑡 −2 − + − +⋯
√𝑡 2! 4! 6!
1 3 5
cos √𝑡 −
1 𝑡2 𝑡2 𝑡2
ℒ{ } = ℒ {𝑡 2} −ℒ{ }+ℒ{ }−ℒ{ }+⋯
√𝑡 2! 4! 6!
1 1 3 5
Γ (− 2 + 1) Γ (2 + 1) Γ (2 + 1) Γ (2 + 1)
= 1 − 1 + 3 − 5 +⋯
𝑠 −2+1 2! 𝑠 2+1 4! 𝑠 2+1 6! 𝑠 2+1
1 3 5 7
Γ (2) Γ (2) Γ (2) Γ (2)
= 1 − 3 + 5 − 7 +⋯
𝑠2 2! 𝑠 2 4! 𝑠 2 6! 𝑠 2
1 1 1 3 1 1 5 3 1 1
Γ (2) Γ (2) 2 . 2 Γ (2) 2 . 2 . 2 Γ (2)
= − 2 + − +⋯
1 3 5 7
𝑠2 2! 𝑠 2 4! 𝑠 2 6! 𝑠 2
√𝜋 √𝜋 3 √𝜋 5.3 √𝜋
= 1 − 3 + 5 − 7 +⋯
𝑠2 2.2 𝑠2 2.2.4.3.2 𝑠2 8.6.5.4.3.2 𝑠2
2
1 1 3
√𝜋 1 2 ( ) ( 2 )
= 1 {1 − ( 2 ) + 2 𝑠 − 2 𝑠 +⋯
2 𝑠 2! 3!
𝑠2
√𝜋 1
− 2
= 1 𝑒 2 𝑠
𝑠2
𝟎 𝟎<𝒕<2
13. If 𝑭(𝒕) = { then 𝓛{𝑭(𝒕)} =?
𝟒 𝒕>2
4
Solution: Since ℒ{4} = 𝑠 , using th 4e second translation property with 𝛼 = 2 we get,
4 −2𝑠
ℒ{𝐹(𝑡)} = 𝑒
𝑠
𝟐𝒕 𝟎≤𝒕≤𝟓
14. If 𝑭(𝒕) = { then 𝓛{𝑭(𝒕)} =?
𝟏 𝒕>5
∞ 5 ∞
Solution: ℒ{𝐹(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 2𝑡 𝑑𝑡 + ∫5 𝑒 −𝑠𝑡 (1)𝑑𝑡
5 ∞
5
−𝑠𝑡
𝑑
= [2𝑡 ∫ 𝑒 𝑑𝑡] − 2 ∫ { (𝑡) ∫ 𝑒 −𝑠𝑡 𝑑𝑡} 𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝑑𝑡
0 𝑑𝑡
0 5
5 5 ∞
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [2𝑡 ] − 2∫ 𝑑𝑡 + [ ]
−𝑠 0 −𝑠 −𝑠 5
0
2 2 1
= − [5𝑒 −5𝑠 − 0] − 2 [𝑒 −𝑠𝑡 ]50 − [𝑒 −∞ − 𝑒 −5𝑠 ]
𝑠 𝑠 𝑠
2 2 1
= − [5𝑒 −5𝑠 ] − 2 [𝑒 −5𝑠 − 1] − [0 − 𝑒 −5𝑠 ]
𝑠 𝑠 𝑠
10 −5𝑠 2 −5𝑠 1
=− 𝑒 − 2 [𝑒 − 1] + 𝑒 −5𝑠
𝑠 𝑠 𝑠
2 9
= 2
[1 − 𝑒 −5𝑠 ] + 𝑒 −5𝑠
𝑠 𝑠
H.W:
Evaluate the followings:
2𝜋 2𝜋
cos (𝑡 − ) 𝑡>
3 3
(a) 𝐹(𝑡) = { 2𝜋
0 𝑡< 3
0 0<𝑡<2
(b) 𝐹(𝑡) = {
4 𝑡>2
2𝑡 0≤𝑡≤5
(c) 𝐹(𝑡) = {
1 𝑡>5
(𝑡 − 1)2 𝑡>1 .
(d) 𝐹(𝑡) = {
0 0<𝑡<1
(e) ℒ{(𝑡 + 2)2 𝑒 𝑡 }
(f) ℒ{sin √𝑡}
cos √𝑡
(g) ℒ { }
√𝑡
(h) ℒ{cosh2 4𝑡}
sin 2t
15. Find the Laplace Transform of .
t
Solution:
Let F (t ) = sin 2t and L F (t ) = f (s) .
From the Laplace transformation, we have
2 2
L F (t ) = L sin 2t = = 2 = f ( s)
s +2
2 2
s +4
The Division Property, by t ,we have
𝐹(𝑡) ∞
ℒ{ } = ∫𝑠 𝑓(𝑢) 𝑑𝑢
𝑡
Using above property, we get,
F (t ) sin 2t
L =L = f (u ) du
t t s
2
= du
s
u +4 2
1
= 2 du
s
u + 22
2
1 u
= 2 tan −1
2 2 s
1 u
= 2. tan −1
2 2 s
u
= tan −1
2 s
s
= tan −1 − tan −1
2
s
= − tan −1
2 2
s
= cot −1 (As desired)
2
e − at − e − bt e− at − e−bt
16. Find the Laplace transformation of or L .
t t
Solution:
Let F (t ) = e− at − e−bt and L F (t ) = f (s) .
From the Laplace transformation, we have
L F (t ) = L e − at − e − bt = L e − at − L e − bt =
1
+
1
s+a s+b
= f (s)
The Division Property, by t ,we have
𝐹(𝑡) ∞
ℒ{ } = ∫𝑠 𝑓(𝑢) 𝑑𝑢
𝑡
Using above property, we get,
F (t ) e− at − e−bt 1 1
L =L = − du
t t s u + a u + b
1 1
= − du
s
u + a u + b
= ln ( u + a ) − ln(u + b) s
u +a
= ln
u + b s
s+b
= ln (As desired)
s+a
H.W:
Find the Laplace transform of the following function:
(a) L cos at − cos bt
t
sinh t
(b) L
t
(c) L 1 − e
t
t
1 − cos at
(d) L
t
(e) L e sin t
−t
t
(f) L sin
t 2
t
Definition: If the Laplace Transform of a function 𝐹(𝑡) is 𝑓(𝑠), i.e. if ℒ{𝐹(𝑡)} = 𝑓(𝑠), then
𝐹(𝑡) is called an inverse Laplace transform of 𝑓(𝑠) and we write symbolically 𝐹(𝑡) =
ℒ −1 {𝑓(𝑠)} where ℒ −1 is called the inverse Laplace transformation operator.
Some Inverse Laplace Transforms
𝑓(𝑠) 𝓛−1 {𝑓(𝑠)} = 𝐹(𝑡)
01 1 1
𝑠>0
𝑠
02 1 𝑡
𝑠>0
𝑠2
03 1 𝑡𝑛
𝑠>0 ; 𝑛 = 0,1,2,3, …
𝑛+1 𝑛!
𝑠
04 1 𝑒 𝑎𝑡
𝑠>𝑎
𝑠−𝑎
05 1 sin 𝑎𝑡
𝑠>0
𝑠 + 𝑎2
2 𝑎
06 𝑠 cos 𝑎𝑡
𝑠>0
𝑠 + 𝑎2
2
07 1 sinh 𝑎𝑡
𝑠 > |𝑎|
𝑠 2 − 𝑎2 𝑎
08 𝑠 cosh 𝑎𝑡
𝑠 > |𝑎|
𝑠 − 𝑎2
2
𝑡
We call 𝐹 ∗ 𝐺 the convolution or Faltung of 𝐹and 𝐺, and the
theorem is called the convolution theorem or Property. = ∫ 𝑒 𝑢 𝑒 2(𝑡−𝑢) 𝑑𝑢 = 𝑒 2𝑡 − 𝑒 𝑡
0
Methods of Finding Inverse Laplace Transforms
1. Partial Fractions Method: Any Rational Function 𝑃(𝑠)/𝑄(𝑠) where 𝑃(𝑠) and 𝑄(𝑠) are
polynomials, with the degree of 𝑃(𝑠) less than that of 𝑄(𝑠), can be written as the sum of rational
functions [ called partial fractions] having the form
𝐴 𝐴𝑠 + 𝐵
,
(𝑎𝑠 + 𝑏)𝑟 (𝑎𝑠 2 + 𝑏𝑠 + 𝑐)𝑟
where𝑟 = 1,2,3, … By finding the inverse Laplace transform of each the partial fractions, we can
find
𝑃(𝑠)
ℒ −1 { }
𝑄(𝑠)
2s − 11
= L −1
s ( s − 3) + 2 ( s − 3 )
2s − 11
= L −1
( s − 3)( s + 2 )
−1 3
= L −1 +
s −3 s + 2
3 1
= L −1 −
s + 2 s − 3
3 −1 1
= L −1 −L [Using Linearity Property]
s + 2 s − 3
1 −1 1
= 3L −1 −L
s + 2 s − 3
= 3e −2t − e3t (As desired)
6s − 4 −1 6s − 4
2. Find the inverse Laplace transform of or L 2 .
s − 4s + 20
2
s − 4 s + 20
Solution:
We have,
6s − 4 6s − 4
L −1 2 =L
−1
2
s − 4 s + 20 s − 4 s + 4 + 16
−1
6 ( s − 2 ) + 8
=L
( s − 2 ) + 16
2
( s − 2 )
−1 −1
4
= 6L + 2L
( s − 2 ) + 16 ( s − 2 ) + 4
2 2 2
2s − 5 2s − 5
3. Find the inverse Laplace transform of or L −1
2 .
9 s 2 − 25 9 s − 25
Solution:
We have,
2s − 5 2s 5
L −1 2 =L
−1
2 − 2
9 s − 25 9 s − 25 9 s − 25
−1 2s −1 5
=L 2 −L 2
9 s − 25 9 s − 25
2s 5
= L −1 −L
−1
9 s 2 − 25 9 s 2 − 25
9 9
2 −1 s 5 −1 1
= L − L
9 s 2 − 25 9 s 2 − 25
9 9
5
2 s 1 −1 3
= L −1 2
− L 2
9 s −
2 5 3 s2 − 5
3 3
2 5t 1 5t
= cosh − sinh (As desired)
9 3 3 3
s−2 s−2
4. Find the inverse Laplace transform of or L −1
2 .
6 s 2 + 20 6 s + 20
Solution:
We have,
s−2 s − 2
−1
L −1 2 =L
6s + 20 6 s 2 + 20
6
1 −1 s−2
= L
6 s 2 + 10
3
1 −1 s 2
= L −
6 s 2 + 10 s 2 + 10
3 3
1 −1
s 2
= L − L −1
6 s 2 + 10 s 2 + 10
3 3
1 −1 s 1 −1 1
= L − L
6 s 2 + 10 3 s 2 + 10
3 3
10
1 −1 s 1 3 −1 3
= L 2
− . L 2
6 2 10 3 10 2 10
s + 3 s + 3
10
1 −1 s 1 1 −1 3
= L 2
− . L 2
6 2 10 3 10 2 10
s + s + 3
3
1 10 1 10
= cos t− sin t (As desired)
6 3 30 3
5s + 4 2s − 18 24 − 30 s
5. Find the inverse Laplace transform L −1 3 − 2 + .
s s + 9 s 4
Solution:
We have,
5s + 4 2s − 18 24 − 30 s
−1 5 4 2s 18
24 30 s
L −1 3 − 2 + =L 2 + 3 − 2 − 2 + 4 − 4
s s +9 s 4
s s s +9 s +9 s s
7
1 Γ
2! s 3 3!
= L −1 5 2 + 2 3 − 2 2 2 − 6 2 2 + 4 4 −
30 2
s s s +3 s +3 s 7 7
Γ s2
2
−1 30 5
= L 5t + 2t − 2 cos 3t + 6sin 3t + 4t −
2 3
t2
5 3 1
. .
2 2 2
16 2
5
= L −1 5t + 2t 2 − 2cos 3t + 6sin 3t + 4t 3 − t (As desired)
1
6. Find the inverse Laplace transform L −1 ln 1 + 2 .
s
Solution:
Given that,
1
L −1 ln 1 + 2
s
We have L F (t ) = f (s) F (t ) = L −1
f (s)
1 1
∴ ℒ −1 {𝑓(𝑠)} = ℒ −1 {ln (1 + 𝑠2 )} ⇒ 𝑓(𝑠) = ln (1 + 𝑠2 )
𝑑 1 2 1 𝑠
Now 𝑓 ′ (𝑠) = 𝑑𝑠 {ln (1 + 𝑠2 )} = − 𝑠(𝑠2 +1) = −2 {𝑠 − 𝑠2 +1}
1 𝑠
Then, ℒ −1 {𝑓 ′ (𝑠)} = −2ℒ −1 {𝑠 − 𝑠2 +1} = −2(1 − cos 𝑡)
𝑑
Since ℒ{𝑡 𝐹(𝑡)} = (−1)1 𝑑𝑠 𝑓(𝑠) = −𝑓 ′ (𝑠)
1 1 1
𝑠+1 𝑠+1 𝑠+ + 𝑠+
Since ℒ −1 {𝑠2 +𝑠+1} = ℒ −1 { 1 2
} = ℒ −1 { 2 2
1 2 3
} = ℒ −1 { 2
2 }+
(𝑠+ ) +
3
(𝑠+ ) + 1 2 √3
2 4 2 4 (𝑠+ ) +( )
2 2
√3 1
1 1 − 𝑡
1 −1 2 − 𝑡 √3 1 − 𝑡 √3 𝑒 2 √3 √3
ℒ { 2 }=𝑒 2 cos ( 2 𝑡) + 𝑒 2 sin ( 2 𝑡) = {√3 cos ( 𝑡) + sin ( 𝑡)}
√3 1 2 √3 √3 √3 2 2
(𝑠+ ) +( )
2 2
1
(𝑡−𝜋)
(𝑠 + 1)𝑒 −𝜋𝑠 𝑒 −2 √3 √3
−1
∴ℒ { 2 }={ (√3 cos (𝑡 − 𝜋) + sin (𝑡 − 𝜋)) 𝑡>𝜋
𝑠 +𝑠+1 √3 2 2
0 𝑡<𝜋
(As desired)
𝑒 −1/𝑠 cos 2√𝑡 𝑒 −𝑎/𝑠
8. If ℒ −1 { 𝑠1/2 } = , find ℒ −1 { 𝑠1/2 } where 𝑎 > 0.
√𝜋𝑡
Solution:
1 𝑡
By the change of scale property, we have ℒ −1 {𝑓(𝑘𝑠)} = 𝑘 𝐹 (𝑘).
𝑡 𝑡 𝑡
−1 𝑒 −1/𝑘𝑠 1 cos 2√𝑘 1 cos 2√𝑘 1 𝑒 −1/𝑘𝑠 1 cos 2√𝑘
we have ℒ { }= = ⇒ ℒ −1 { 𝑠1/2 } =
(𝑘𝑠)1/2 𝑘 𝜋𝑡 √𝑘 √𝜋𝑡 √𝑘 √𝑘 √𝜋𝑡
√
𝑘
𝑡
𝑒 −1/𝑘𝑠 cos 2√ 1
𝑘
⇒ ℒ −1 { 𝑠1/2 } = ; letting 𝑘 = 𝑎
√𝜋𝑡
(As desired)
𝑠
9. Find ℒ −1 {(𝑠2+𝑎2)2 } =?
Solution:
We have
𝑑 1 2𝑠
{ 2 2 } = − (𝑠2 2 )2,
𝑑𝑠 𝑠 +𝑎 +𝑎
𝑠 1 𝑑 1
Thus (𝑠2 +𝑎2)2 = − 2 𝑑𝑠 {𝑠2 +𝑎2};
1 sin 𝑎𝑡 𝑠 1 𝑑 1
Then since ℒ −1 {𝑠2 +𝑎2 } = ∴ ℒ −1 {(𝑠2 +𝑎2)2} = − 2 ℒ −1 {𝑑𝑠 (𝑠2 +𝑎2)} =
𝑎
1 sin 𝑎𝑡 𝑡 sin 𝑎𝑡
𝑡 ( )=
2 𝑎 2𝑎
(As desired)
H.W:
Find the following inverse Laplace transformation:
4 s + 12
(a) L −1 2
s + 8s + 16
3s + 7
(b) L −1 2
s − 2s − 3
3s − 8 4 s − 24
(c) L −1 2 − 2
s + 4 s − 16
6 3 + 4s 8 − 6s
(d) L −1 − 2 +
2 s − 3 9 s − 16 16 s + 9
2
2s − 5 4 s − 18
(e) L −1 2 + 2
4 s + 25 9 − s
5s − 10
(f) L −1 2
9 s − 16
s +1
(g) L −1 2
s + s + 1
𝑠 1 1
(h) If ℒ −1 {(𝑠2 +1)2} = 2 𝑡 sin 𝑡, find ℒ −1 {(𝑠2 +1)2}
Partial Fractions:
3𝑠+1
10. Find ℒ −1 {(𝑠−1)(𝑠2+1)}
Solution:
Given that,
3𝑠+1
ℒ −1 {(𝑠−1)(𝑠2 +1)}
3𝑠+1 𝐴 𝐵𝑠+𝐶
= 𝑠−1 + 𝑠2 +1
(𝑠−1)(𝑠2 +1)
Solution:
Here,
𝑠2 +2𝑠+3 𝐴𝑠+𝐵 𝐶𝑠+𝐷
(𝑠2 +2𝑠+2)(𝑠2 +2𝑠+5)
= (𝑠2 +2𝑠+2) + (𝑠2 +2𝑠+5)
1 1 2 −1 1
= ℒ −1 { } + ℒ { }
3 (𝑠 + 1)2 + 1 3 (𝑠 + 1)2 + 4
1 2 1 1
= 3 𝑒 −𝑡 sin 𝑡 + 3 . 2 𝑒 −𝑡 sin 2𝑡 = 3 𝑒 −𝑡 {sin 𝑡 + sin 2𝑡}
(As desired)
H.W:
Find the following inverse Laplace transformation:
3𝑠+7
(a) ℒ −1 { 2 }
𝑠 −2𝑠−3
2𝑠2 −4
(b) ℒ −1 {(𝑠+1)(𝑠−2)(𝑠−3)}
−1 1
(c) L 2
s − 5s + 6
s −1
(d) L −1 2
s − 6 s + 25
−1 s+2
(e) L 2
s − 4 s + 13
−1 11s 2 − 2s + 5
(f) L 3
2s − 3s − 3s + 2
2
−1
2s 2 − 6s + 5
(g) L
( s − 1)( s − 2 )( s − 3)
3s + 1
−1
(h) L
(
( s − 1) s + 1
2
)
1
−1
(i) L
(
( s + 1) s + 2s + 2
2
)
s+4
−1
(j) L
2
(
s( s − 1) s + 4) )
s2
−1
(k) L 2 2 2 2
(s + a ) s + b )
( )
Prove that 𝑭 ∗ 𝑮 = 𝑮 ∗ 𝑭.
𝑡
Proof. We have 𝐹 ∗ 𝐺 = ∫0 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢; Letting 𝑡 − 𝑢 = 𝑣 or 𝑢 = 𝑡 − 𝑣, we have
𝑡 𝑡
t
L −1
f (s).g(s) = F (u).G(t − u)du
0
1 t sin ( at − au )
2 2 = 1.
−1
L du
s( s + a ) 0 a
t
1
sin ( at − au ) du
a 0
=
1 − cos ( at − au )
t
=
a −a 0
1
cos ( at − au ) 0
t
= 2
a
1
= 2 ( cos 0 − cos at )
a
1 − cos at
= (As desired)
a2
−1 1
13. Show that L 2 = ?.
s( s + 9)
1 1
Solution:Let f ( s ) = and g ( s ) = 2
s s +9
f ( s) = L −1
−1 1
L = 1 = F (t ) and
s
g ( s) = L −1
−1 1 −1 1 sin 3t
L =L 2 2= = G (t )
s +9 s +3
2
3
Hence by the convolution theorem
t
L −1
f (s).g(s) = F (u).G(t − u)du
0
1 t sin ( 3t − 3u )
= 1.
−1
L 2 du
s( s + 9) 0 3
t
1
sin ( 3t − 3u ) du
3 0
=
1 − cos ( 3t − 3u )
t
=
3 −3 0
1
cos ( 3t − 3u ) 0
t
=
9
1
= ( cos 0 − cos 3t )
9
1 − cos 3t
= (As desired)
9
𝑠
14. Find ℒ −1 {(𝑠2+𝑎2)2 }.
Solution:
𝑠 𝑠 1 𝑠
We can write (𝑠2 +𝑎2 )2
= (𝑠2 +𝑎2) ∙ . Then since ℒ −1 {𝑠2 +𝑎2} = cos 𝑎𝑡
𝑠2 +𝑎2
1 sin 𝑎𝑡
and ℒ −1 {𝑠2 +𝑎2 } = .
𝑎
𝑠 𝑡 sin 𝑎(𝑡−𝑢)
By the convolution Theorem, ℒ −1 {(𝑠2+𝑎2 )2} = ∫0 cos 𝑎𝑢 ∙ 𝑑𝑢
𝑎
𝑡
1
= ∫ cos 𝑎𝑢 (sin 𝑎𝑡 cos 𝑎𝑢 − cos 𝑎𝑡 sin 𝑎𝑢) 𝑑𝑢
𝑎
0
𝑡 𝑡
1 1
= sin 𝑎𝑡 ∫ cos 2 𝑎𝑢 𝑑𝑢 − cos 𝑎𝑡 ∫ sin 𝑎𝑢 cos 𝑎𝑢 𝑑𝑢
𝑎 𝑎
0 0
𝑡 𝑡
1 1
= sin 𝑎𝑡 ∫(1 + cos 2𝑎𝑢)𝑑𝑢 − cos 𝑎𝑡 ∫ sin 2𝑎𝑢 𝑑𝑢
2𝑎 2𝑎
0 0
1 sin 2𝑎𝑢 𝑡 1 cos 2𝑎𝑢 𝑡
= sin 𝑎𝑡 [𝑢 + ] − cos 𝑎𝑡 [− ]
2𝑎 2𝑎 0 2𝑎 2𝑎 0
= ∫(𝑢𝑡 − 𝑢2 )𝑒 −𝑢 𝑑𝑢
𝑜
= [(𝑢𝑡 − 𝑢2 )(−𝑒 −𝑢 ) − (𝑡 − 2𝑢)(𝑒 −𝑢 ) + (−2)(−𝑒 −𝑢 )]𝑡0
= 𝑡𝑒 −𝑡 + 2𝑒 −𝑡 + 𝑡 − 2
(As desired)
H.W:
Using the convolution theorem calculate the followings:
𝑠
(a) ℒ −1 {(𝑠+2)2(𝑠−2)}
1
(b) ℒ −1 {(𝑠+1)(𝑠2 +1)}
𝑠2
(c) ℒ −1 {(𝑠2 +4)2}
−1 1
(d) L 2 3
( s + 1)
−1 1
(e) L 2 2 2
s (s − a )
−1
1
(f) L
( s+ 1) ( s + 1)
2
1
−1
16. Find L du
s u(u + 1)
Solution:
Given that,
1
−1
L du
s u(u + 1)
1 1 −1 1 1
Let f (u ) = = + = −
u(u + 1) u u + 1 u u + 1
Replacing u by s we get,
1 1
f (s) == −
s s +1
Taking Inverse Laplace transformation on both-sides, we get
1 1
L −1 f (s) = L −1 − L −1
s s + 1
F (t ) = 1 − e−t
From Inverse Laplace transformation of Integral we have,
∞ 𝐹(𝑡)
If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡) then ℒ −1 {∫𝑠 𝑓(𝑢) 𝑑𝑢} = 𝑡
Using this property, we get
1
1 − e−t
L −1 du = (As desired)
s u(u + 1)
t
1
1 2 u
2
−1
17. Obtain L + − + 2 du
s u − 4 u u − 2 u + 4
Solution:
Given that,
1 1 2 u
2
−1
L + − + 2 du
s u − 4 u u − 2 u + 4
1 1 2 u
Let f (u ) = 2 + − + 2
u −4 u u−2 u +4
Replacing u by s we get,
1 1 2 s
f (s) = 2 + − + 2
s −4 s s−2 s +4
Taking Inverse Laplace transformation on both-sides, we get
1 −1 1 −1 2 −1 s
L −1 f (s) = L −1 2 + L − L +L 2 2
s − 4 s s − 2 s + 2
sinh 2t
F (t ) = + 1 − 2e 2t + cos 2t
2
L Y − 2L Y = L e3t
1
( sy ( s) − Y (0) ) − 2 y ( s) =
s −3
1
sy ( s ) + 5 − 2 y ( s ) = [Using initial value]
s −3
1
sy ( s ) − 2 y ( s ) = −5
s −3
1 − 5s + 15
( s − 2 ) y(s) =
s −3
16 − 5s
( s − 2 ) y(s) =
s −3
16 − 5s
y ( s) =
( s − 2 )( s − 3)
−6 1
y(s) = +
s −2 s −3
1 6
y(s) = −
s −3 s −2
y ( s) = L −1
−1 1 −1 6
Taking Inverse we obtain the desired results, L −L
s − 3 s − 2
2
(𝑠 − 1)3 𝑦 − 𝑠 2 + 3𝑠 − 1 =
(𝑠 − 1)3
𝑠 2 − 3𝑠 + 1 2 (𝑠 − 1)2 − 𝑠 2
⇒𝑦= 3
+ 6
= 3
+
(𝑠 − 1) (𝑠 − 1) (𝑠 − 1) (𝑠 − 1)6
(𝑠 − 1)2 𝑠 − 1 + 1 2 1 𝑠−1 1 2
⇒𝑦= − + = − − +
(𝑠 − 1)3 (𝑠 − 1)3 (𝑠 − 1)6 (𝑠 − 1) (𝑠 − 1)3 (𝑠 − 1)3 (𝑠 − 1)6
1 1 1 2
⇒𝑦= − 2
− 3
+
(𝑠 − 1) (𝑠 − 1) (𝑠 − 1) (𝑠 − 1)6
1 1 1 2
⇒ 𝑌 = ℒ −1 { } − ℒ −1 { 2
} − ℒ −1 { 3
} + ℒ −1 { }
(𝑠 − 1) (𝑠 − 1) (𝑠 − 1) (𝑠 − 1)6
1 1
= 𝑒 𝑡 − 𝑡𝑒 𝑡 − 2 𝑡 2 𝑒 𝑡 + 60 𝑡 5 𝑒 𝑡 (As desired)
𝝅
Problem 04: 𝒀′′ + 𝟗𝒀 = 𝐜𝐨𝐬 𝟐𝒕 if 𝒀(𝟎) = 𝟏, 𝒀 ( 𝟐 ) = −𝟏.
Solution: Since 𝑌 ′ (0) is not known, Let 𝑌 ′ (0) = 𝑐. Then ℒ{𝑌 ′′ } + 9ℒ{𝑌} = ℒ{cos 2𝑡}
𝑠
⇒ 𝑠 2 𝑦 − 𝑠𝑌(0) − 𝑌 ′ (0) + 9𝑦 =
𝑠2 + 4
𝑠
⇒ (𝑠 2 + 9)𝑦 − 𝑠 − 𝑐 =
𝑠2 +4
𝑠+𝑐 𝑠 𝑠 𝑐 𝑠 𝑠
⇒𝑦= 2
+ 2 2
= 2 + 2 + 2
− 2
(𝑠 + 9) (𝑠 + 4)(𝑠 + 9) (𝑠 + 9) (𝑠 + 9) 5(𝑠 + 4) 5(𝑠 + 9)
4 𝑠 𝑐 𝑠
⇒𝑦= ( 2 )+ 2 +
5 𝑠 +9 (𝑠 + 9) 5(𝑠 2 + 4)
4 𝑠 𝑐 𝑠 4 𝑐 1
Thus 𝑌 = ℒ −1 {5 (𝑠2 +9) + (𝑠2 +9) + 5(𝑠2 +4)} = 5 cos 3𝑡 + 3 sin 3𝑡 + 5 cos 2𝑡
𝜋 𝑐 1 12
To determine 𝑐, we have 𝑌 ( 2 ) = −1 ⇒ 0 − 3 − 5 = −1 ⇒ 𝑐 = .
5
4 4 1
Then, 𝑌 = 5 cos 3𝑡 + 5 sin 3𝑡 + 5 cos 2𝑡 (As desired)
H.W:
𝝏𝑼 𝝏𝑼
01. Find the solution of 𝝏𝒙 = 𝟐 𝝏𝒕 + 𝑼, 𝑼(𝒙, 𝟎) = 𝟔 𝒆−𝟑𝒙 which is bounded for
𝒙 > 0, 𝑡 > 0, using Laplace Transform.
Solution: Taking the Laplace transform of the given partial differential equation with respect
to 𝑡, we get
𝑑𝑢 𝑑𝑢
= 2{𝑠𝑢 − 𝑈(𝑥, 0)} + 𝑢 or 𝑑𝑥 − (2𝑠 + 1)𝑢 = −12 𝑒 −3𝑥 …………(1)
𝑑𝑥
which is an ordinary differential equation.
To solve (1) multiply both sides by the integrating factor 𝑒 ∫ −(2𝑠+1)𝑑𝑥 = 𝑒 −(2𝑠+1)𝑥 .
Then (1) can be written as
𝑑
{𝑢𝑒 −(2𝑠+1)𝑥 } = −12 𝑒 −(2𝑠+4)𝑥
𝑑𝑥
−12 6
⇒ 𝑢𝑒 −(2𝑠+1)𝑥 = −12 ∫ 𝑒 −(2𝑠+4)𝑥 𝑑𝑥 = 𝑒 −(2𝑠+4)𝑥 + 𝑐 = 𝑒 −(2𝑠+4)𝑥 + 𝑐
−2(𝑠 + 2) (𝑠 + 2)
6
⇒𝑢= 𝑒 −3𝑥 + 𝑐𝑒 (2𝑠+1)𝑥
(𝑠 + 2)
Now since 𝑈(𝑥, 𝑡) must be bounded as 𝑥 → ∞, we must have 𝑢(𝑥, 𝑠) also bounded as 𝑥 → ∞
and it follows that we must choose 𝑐 = 0. Then
6
𝑢 = ℒ{𝑈(𝑥, 𝑡)} = 𝑒 −3𝑥
(𝑠 + 2)
6
⇒ 𝑈(𝑥, 𝑡) = ℒ −1 { 𝑒 −3𝑥 } = 6𝑒 −2𝑡 𝑒 −3𝑥 = 6𝑒 −2𝑡−3𝑥
(𝑠 + 2)
which is the required solution.
FOURIER TRANSFORMATION
The Fourier Transform is a tool that breaks a waveform (a function or signal) into an alternate
representation, characterized by sine and cosines. The Fourier Transform shows that any waveform can be
re-written as the sum of sinusoidal functions.
Also it is an important image processing tool which is used to decompose an image into its sine
and cosine components. The output of the transformation represents the image in the Fourier or
frequency domain, while the input image is the spatial domain equivalent. In the Fourier domain
image, each point represents a particular frequency contained in the spatial domain image.
The Fourier Transform is used in a wide range of applications, such as image analysis, image
filtering, image reconstruction and image compression.
And Fourier sine and cosine integral are as of the following form:
2
f ( x) =
sin uxdu f (t )sin utdt
0 0
And
2
f ( x) =
cos uxdu f (t ) cos utdt
0 0
❖ Fourier Transform (Complex Fourier Transform):
If a function F ( x ) is defined, continuous, integrable and piecewise smooth on ( −, ) then
Fourier transform of F ( x ) is denoted by f ( ) and is defined as
F F ( x) = e
− inx
F ( x)dx = f (n)
−
So, some Mathematician write then transforms are as of the following forms:
1 1
e e
− inx − inx
1. f (n) = F ( x)dx or f (n) = F ( x)dx
2 − 2 −
1
F ( x) = e F ( x) = e
inx inx
2. f (n)dn or f (n)dn
− 2 −
Note: Some Authors also define the Fourier transform in the form
1
F F ( x) = e
inx
F ( x)dx = f (n) and then F −1 f (n) = e
− i x
f (n)dn = F ( x)
−
2 −
Fs F ( x) = F ( x)sinn x dx = f s ( n )
0
Remember!!!!!
2
The constants 1 and in the above definitions of Fourier sine Transform and Inverse Fourier
2
sine Transform could be replaced by any two constants whose product is .
So some Mathematician write then Fourier sine transforms are as of the following forms:
2 2
f s (n) =
F ( x)sinn x dx
0
or F ( x) =
f ( n ) sinn x dn
0
s
Fc F ( x) = F ( x) cosn x dx = f c ( n )
0
Remember!!!!!
2
The constants 1 and in the above definitions of Fourier cosine Transform and Inverse Fourier
2
sine Transform could be replaced by any two constants whose product is .
So some Mathematician write then Fourier cosine transforms are as of the following forms:
2 2
f c (n) =
F ( x) cosn x dx
0
or F ( x) =
f ( n ) cosn x dn
0
c
n x
l
fc (n) = F ( x) cos dx , where n is an integer.
0
l
And Inverse Finite Fourier cosine transform is given by
f c (0) 2 n x
F ( x) = + f c (n) cos
l l n =1 l
2
Remark: The factor may be associated with either the transformation or the inverse of the
l
2
transformation or the factor may be associated with both the transform and the inverse.
l
❖ Properties of Fourier Transform:
• Linearity Property:
ℱ [ aF(x)+ bG(x) ] = a ℱ [ F(x) ] + b ℱ [ G(x) ]
• Change of scale Property:
1 n
If F F ( x) = f (n) then F F (a x) = f
a a
• Time Shifting Property:
If F F ( x) = f (n) then F F ( x − a) = ei a f ( n ) = ei na F F ( x)
• Frequency Shifting Property:
If F F ( x) = f (n) then F einx F ( x) = f ( n + a )
• Derivative property:
F F ( x) = f (n) F F n ( x ) = ( −in ) f (n) where n 1
n
If
• Frequency differentiation property:
dn
F F ( x) = f (n) F x F ( x ) = ( −i )
n
If
n
f (n) where n 1
d n
• Modulation Property:
Mathematical Problems
Fourier Transformation:
x2
−
Problem 01: Find the Fourier Transform/Complex Transform of F ( x) = e 2
.
Solution:
Given Function is,
x2
−
F ( x) = e 2
We have
F F ( x) = e
− inx
F ( x)dx
−
x2
−
e
− inx
= .e 2
dx
−
x2
− inx −
= e
−
2
dx
x2
− + inx
2
= e
−
dx
−
1 2
(
x + 2 inx )
= e
−
2
dx
−
1 2
(
x + 2 inx + ( in ) −( in )
2 2
)
= e
−
2
dx
−
1
( x +in )2 + n2
=
−
e 2
dx
1 n2
− ( x +in )2 −
=
−
e 2 2
dx
1 n2
− ( x +in )2 −
=
−
e 2
.e 2
dx
n2 1
− − ( x +in )2
=e 2
e
−
2
dx
Say
1
2
( )
x +in = y such that
1
2
( )
1+ 0 dx = dy dx = 2 dy
Limit Change:
When x = − then y = −
When x = then y =
n2 1
− − ( x +in )2
Therefore F F ( x) = e 2
e 2
dx
−
2
n2 1
− − ( x +in )
=e 2
−
e 2
dx
n2
e ( )
−
− y2
=e 2
2 dy
−
n2
e ( )
−
− y2
=e 2
2 dy
−
n2
−
e
− y2
= 2e 2
dy
−
a
2 f ( x) dx , f ( x) even
n2
a
−
= 2e 2 e − y dy f ( x) dx = 0
2
2
0 −a , f ( x) odd
0
−
n2
= 2e 2 e dx =
−x 2
2
2 0
2
n2
−
= 2 e 2
n2
−
= 2 e 2
n2
−
Finally, the Fourier Transform or complex transform of F ( x ) is = 2 e 2
.
(As desired)
Problem 02: Find the Complex Transform of F ( x) = e − a x where a 0 and − x .
Solution:
Given Function is,
−a x
F ( x) = e
We have
F F ( x) = e
− inx
F ( x)dx
−
e
− inx −a x
= .e dx
−
0
dx + e − inx . e
−a x −a x
= e − inx . e dx
− 0
0
− a (− x)
x , x 0
= e − inx
.e dx + e − inx . e − a ( x ) dx x =
− 0 − x , x 0
0
e . e ax dx + e − inx . e − ax dx
− inx
=
− 0
0
e dx + e − ax − inx dx
ax − inx
=
− 0
0
( a − in ) x
= e dx + e −( a + in ) x dx
− 0
e ( a − in ) x e −( a + in ) x
0
= +
a − in − − ( a + in ) 0
1 ( a − in ) x 0 1 −( a + in ) x
= e −
− a + in e
a − in 0
=
1
a − in
( e 0 − e − ) −
1
a + in
( e− − e 0 )
=
1
a − in
( e 0 − e − ) −
1
a + in
( e − − e 0 )
1 1
= (1 − 0 ) − ( 0 − 1)
a − in a + in
1 1
= +
a − in a + in
a + in + a − in
=
( a − in )( a + in )
2a
=
( a − in )( a + in )
2a
=
( a − in )( a + in )
2a
= 2
a + n2
2a
Finally, the Fourier Transform or complex transform of F ( x ) is = .
a + n2
2
(As desired)
H.W:
Find the Fourier Transform or Complex Transform of the followings:
x 2 , x a
1. Find the Fourier Transform of F ( x) = .
0 , x a
1 , x a
2. Find the Fourier Transform of F ( x) =
0 , x a
1 − x 2 , x 1
3. Find the Fourier Transform of F ( x) =
0 , x 1
0 , x a
1 eibn − eian
4. Show that the Fourier transform of F ( x) = 1 , a x b is .
0 , x b 2 i
2
, x a sinna
5. Show that the Fourier transform of F ( x) = 2a is .
0 na
, x a
1
6. Find the Fourier transform of F ( x) = .
x
Fourier Sine/Cosine Transformation:
= 2
1
a +n 2 (
0 − e0 ( − a + 0 ) )
a
= 2
a + n2
a
Therefore, the Fourier cosine Transform of F ( x ) is = 2 .
a + n2
And
Again, we know that,
Fs F ( x) = F ( x)sin nx dx
0
= e− ax sin nx dx
0
e− ax ( −a sin nx − cos nx )
=
( −a ) + n 2
2
0
1
= e − ax ( −a sin nx − n cos nx )
( −a ) + n 2
2 0
1
= e − ax ( −a sin nx − n cos nx )
2
a +n 2 0
= 2
1
a +n 2
0 − e0 ( 0 − n ) ( )
n
= 2
a + n2
n
Therefore, the Fourier cosine Transform of F ( x ) is = 2 .
a + n2
(As desired)
− x2
Problem 04: Find the Fourier Cosine and sine transform of F ( x) = e ,0 x .
Solution:
Given function is,
F ( x) = e− x ,0 x
2
We have,
Fc F ( x) = F ( x) cos nx dx
0
= e− x cos nx dx
2
0
I = e− x cos nx dx
2
Say (i)
0
Considering differentiation with respect to n under integration we get,
dI d
= e− x cos nx dx
2
dn dn 0
=
0
− x2
n
e cos nx dx( )
= e− x ( − x sin nx ) dx
2
0
=
1
20 (
−2 xe− x sin nx dx
2
)
1
2
(
d
)
= sin nx −2 xe− x dx − ( sin nx ) −2 xe− x dx dx
2
dx
2
0
( )
1
= sin nxe − x − n cos nx e − x dx
2 2
2 0
1 n
= sin nxe− x − cos nx e − x dx
2 2
2 0 2
0
1 n
= sin nxe − x − I
2
2 0 2
1 n
= 0− I
2 2
dI n
=− I
d 2
dI n
= − dn
I 2
Integrating both-sides, we get,
dI 1
I
= − ndn
2
1 n2
ln I = − + ln C
2 2
n2
ln I = − + ln C
4
n2
−
ln I = ln e 4
+ ln C
n2
−
ln I = lnC e 4
n2
−
I = Ce 4
(ii)
Putting n = 0 in (i) and (ii) we get,
I = e− x cos 0 dx = e− x dx =
2 2
0 0
2
And
−
02
I = Ce 4
=C =
2
−
n2
Now, I= e 4
2
−
n2
e cos x dx =
− x2
Therefore e 4
0
2
(As desired)
H.W:
Find the Fourier sine /cosine Transform of the followings:
1
1. Find the Fourier sine Transform of F ( x ) = .
x
1
2. Find the Fourier sine Transform of . F ( x) =
x
−2 x
3. Find the Fourier cosine Transform of F ( x) = e + 4e −3 x .
e− ax
4. Find the Fourier sine Transform of F ( x) = .
x
1 ,0 x a
5. Find the Fourier sine and cosine Transform of F ( x) = .
0 ,x a
e− a
2 2
x
6. Find the Fourier Cosine transform of and hence evaluate Fourier sine transform of
xe − a
2 2
x
.
x
7. Find Fourier sine transform of .
1 + x2
1
8. Find Fourier cosine transform of .
1 + x2
− n
9. Find the inverse sine transform of e .
−mn
e
10. Find the inverse sine transform of .
n
Now,
i n x
−
f ( n) =
−
x3 e
dx
= x e− inx dx
3
−
3 e− inx e− inx e− inx
= x − 2x + 2
−in ( −in ) ( −in ) −
2 3
x3e− inx 2 xe− inx 2e− inx
= − + +
in n2 in3 −
2 xe− inx 2e− inx x3e− inx
= 2
+ 3
−
n in in −
2 e− in 2e− in 3e− in 2 ein 2ein 3e in
= 2
+ − −− + 3 −
n in3 in n2 in in
2 e− in 2e− in 3e− in 2 ein 2ein 3e in
= + − + − 3 +
n2 in3 in n2 in in
− in in − in in 3 − in 3 in
2 e 2 e 2e 2e e e
= 2
+ 2
+ 3
− 3 − +
n n in in in in
2 3
= 2 ( e− in + ein ) + 3 ( e− in − ein ) + ( e in − e −in )
2
n in in
2 3
= 2 ( e− in + ein ) − 3 ( e in − e −in ) + ( e in − e −in )
2
n in in
2 3
= 2 ( e− in + ein ) − 3 ( e in − e −in ) + ( e in − e −in )
2
n in in
2 2 3
= 2 cosh n − 3 sinh n + sinh n (As desired)
n in in
H.W:
Find the Finite Fourier Transform of the followings:
Problem 06: Find the Finite Fourier sine and cosine transform of F ( x) = e
ax
,0 x .
Solution:
Given function is,
F ( x) = eax , 0 x
We have,
n x
l
f s (n) = F ( x)sin dx
0
l
Now,
n x
f s (n) = F ( x)sin dx
0
= ea x sin nx dx
0
e a x ( a sin nx − n cos nx )
=
a 2 + n2 0
1
= 2 e a x ( a sin nx − n cos nx )
2
a +n 0
2
e a ( a sin n − n cos n ) − e0 ( a sin 0 − n cos 0 )
1
= 2
a +n
2
e a ( 0 − n ) − ( 0 − n )
1
= 2
a +n
= 2
1
a + n2
−nea + n
(
n 1 − ea
= 2
)
a + n2
Again:
We have
n x
l
fc (n) = F ( x) cos dx
0
l
Now,
n x
f c (n) = ea x cos dx
0
= ea x cos nx dx
0
e a x ( a cos nx + n sin nx )
=
a 2 + n2 0
1
= 2 e a x ( a cos nx + n sin nx )
2
a +n 0
2
e a ( a cos n + n sin n ) − e0 ( a cos 0 + n sin 0 )
1
= 2
a +n
2
e a ( a cos n + 0 ) − ( a )
1
= 2
a +n
= 2
1
a + n2
( aea cos n − a )
= 2
a
a + n2
( ea cos n − 1)
a ( e a cos n − 1)
=
a 2 + n2
=
a ea ( −1) − 1
n
a +n
2 2
(As desired)
H.W:
Find the Finite Fourier Transform of the followings:
n x
l
2. Finite Fourier Cosine Transform f c (n) = F ( x) cos 0
l
dx and Inverse Finite
f c (0) 2
n x
Fourier Cosine Transform is F ( x) = + f c (n) cos .
l l n =1 l
Mathematical Problems
Problem 01: Use Finite Fourier Transform to solve the boundary value
U 2U
problem = 2 ;U (0, t ) = U (4, t ) = 0, U ( x, 0) = 2 x where 0 x 4, t 0 .
t x
Solution:
Given Partial Differential Equation is:
U 2U
= 2 ;U (0, t ) = U (4, t ) = 0, U ( x, 0) = 2 x where 0 x 4, t 0 .
t x
Taking Finite Fourier Sine Transform with l = 4 on both-sides of above
equation, we get
U n x 2U n x
4 4
0 t sin
4
dx =
0
x 2
sin
4
dx (i)
n x
4
Say u (n, t ) = U ( x, t ) sin
0
4
dx (ii )
n n x U
4
= ( 0 − 0) − cos dx
4 0 4 x
n n x U
4
=−
4 0
cos
4 x
dx
n
n x
4 4
−n n x
=− cos .U ( x, t ) − sin U ( x, t ) dx
4
4 0 0 4 4
n n x n n x
4
4
=− cos
4 4
.U ( x, t ) +
0 4 0
sin
4
U ( x, t ) dx
n n n x
4
= − ( cos n .U (4, t ) − U (0, t ) ) +
4 0
sin U ( x, t ) dx [Using given conditions]
4 4
n n n x
4
= − 0 +
4 4 0 sin
4
U ( x, t ) dx
n
2 2 4
n x
=−
16 0 sin
4
U ( x, t ) dx
n 2 2
=− u
16
du n 2 2
=− dt
u 16
This is a variable separable form.
Integrating on both-sides, we get
n 2 2
ln u = − t + ln C
16
n2 2t
−
ln u = ln e 16
+ ln C
n2 2t
−
ln u = ln Ce 16
n2 2t
−
u ( n, t ) = Ce 16
(iii )
Putting t = 0 in (iii) and (ii) we get
u ( n,0) = C
And
n x
4
u ( n, 0 ) = sin U ( x, 0) dx
0
4
n x
4
C = 2 x sin dx
0
4
n x
4
= 2 x sin dx
0
4
4
−4 n x −4 4 n x
= 2 ( x ) cos − (1) . sin
n 4 n n 4 0
n x 4 x n x
4
16
= 2 2 2 sin − cos
n 4 n 4 0
16 ( −1)n
= 2 0 − − ( 0 − 0 )
n
16 ( −1)
n
= −2
n
32 ( −1)
n
=−
n
Now from equation (iii) we get
32 ( −1) n2 2t
n
−
u ( n, t ) = − ( −1)
n 16
e
n
32 ( −1)
n +1 n 2 2t
−
u ( n, t ) = ( −1)
n 16
e
n
Applying Inverse Fourier Sine Transform we get
2 n x
U ( x, t ) = u (n, t ) sin
l n =1 l
2 32 ( −1)
n +1 n2 2t
− n x
U ( x, t ) = ( −1)
n
16
e sin
4 n=1 n 4
16 ( −1)
n +1 n2 2t
− n x
U ( x, t ) = e 16
sin
n =1 n 4
Which is the required Solution. (As
desired)
V 2V
Problem 02: Solve = 2 subject to conditions V(0, t ) = 1, V( , t ) = 3 and
t x
V( x, 0) = 1 for
0 x ,t>0.
Solution:
Given Partial Differential Equation is:
V 2V
= 2 , V(0, t ) = 1, V( , t ) = 3 and V( x, 0) = 1 for 0 x ,t>0.
t x
Taking Finite Fourier Sine Transform with l = on both-sides of above
equation, we get
V n x 2V n x
0 t sin
dx =
0
x 2
sin
dx
V 2V
0 t sin nx dx = 0 x 2 sin nx dx (i )
Say v( n, t ) = V( x, t ) sin nx dx
0
(ii )
V
= − n cos nx dx
0
x
= − n cos nxV
. ( x, t ) 0 − − n sin nxV dx
0
= − n cos nxV
. ( x, t )0 + n sin nxV ( x, t ) dx
0
= − n ( cos n .V ( , t ) − V (0, t ) ) + n sin nxV ( x, t ) dx
0
= − n ( 3cos n − 1) + n sin nxV ( x, t ) dx
0
= − n ( 3cos n −1) − n v 2
dv
+ n 2 v = − n ( 3cos n − 1)
dt
This is a linear differential equation
Integrating factor:
I .F = e
pdx
I .F = e = en t
n2 dt 2
dt
d
dt
( )
v.e n t = − n ( 3cos n − 1) e n t
2 2
v.en t = − n ( 3cos n − 1) en t dt + C
2 2
v.en t = n (1 − 3cos n ) en t dt + C
2 2
2
en t
v.e = n (1 − 3cos n ) 2 + C
n 2t
v.en t =
2 (1 − 3cos n ) en2t + C
n
v(n, t ) =
(1 − 3cos n ) + C e− n2t (iii )
n
Putting t = 0 we get
v(n, 0) =
(1 − 3cosn ) + C 1
n
v(n, 0) =
(1 − 3cosn ) + C
n
From (ii)
v( n, 0) = sin nx dx
0
− cos nx 1 1 1 − cos n
= − cos nx 0 = − ( cos n − 1) =
v(n, 0) =
n 0 n n n
(1 − 3cosn ) + C = 1 − cos n
n n
1 − cos n 1 − 3cosn 1 − cos n − 1 + 3cosn 2 cos n
C= − = =
n n n n
From (iii),we get
v(n, t ) =
(1 − 3cos n ) + 2 cos n e− n t 2
n n
2 (1 − 3cos n ) 2cos n − n t
= + e sin nx
2
n=1 n n
Which is the required Solution. (As
desired)
U 2U
Problem-03: Use Finite Fourier Transform to solve =2 2 ;
t x
U (0, t ) = 0, U (4, t ) = 0 ,
U ( x, 0) = 3sin x − 2sin 5 x where 0 x4 , t 0.
U 2U
Solution: Given that, = 2 2 ; U (0, t ) = 0, U (4, t ) = 0 ,
t x
U ( x, 0) = 3sin x − 2sin 5 x
where 0 x 4 , t 0 .
Taking Finite Fourier Sine Transform with l = 4 on both-sides of above
equation, we get
U n x 2U n x
4 4
0 t sin
4
dx = 2
0
x 2
sin
4
dx
d n x U n x
4 4 2
or , U sin dx = 2 sin dx (i )
dt 0 4 0
x 2
4
n x
4
U n x n n x U
4
= 2 sin − cos . dx
x 4 4 4 x 0
U n x n U n x
4 4
= 2
x
sin −
4 0 4 x cos
0
4
dx
4
n n x U d n x U
= 2 ( 0 − 0) − 2 cos dx − cos dx dx
4 4 x dx 4 x 0
4
n n x n n x
=− U ( x, t ) cos 4 − − 4 sin 4 .U ( x, t )dx
2 0
n n x n n x
4
=−
2 U ( x, t ) cos 4 + 4 U ( x, t )sin 4 dx
0
n n x n n x
4
2 2 4
=−
2 U ( x, t ) cos 4 − 8
0
U ( x, t )sin
0
4
dx
n n 2 2
=− U (4, t ) cos n − U (0, t ) cos 0 − u
2 8
n n2 2
= − 0 cos n − 0 1 − u
2 8
n 2 2
= 0− u
8
n 2 2
=− u
8
du n 2 2
=− dt
u 8
This is a variable separable form.
Integrating on both-sides, we get
n 2 2
ln u = − t + ln C
8
n 2 2t
−
or , ln u = ln e 8
+ ln C
n t
2 2
−
or , ln u = ln Ce 8
n2 2t
−
u ( n, t ) = Ce 8
(iii )
Try Yourself:
1. Prove that the solution of the boundary value problem
U 2U
= 3 2 ;U (0, t ) = U (2, t ) = 0, U ( x, 0) = x where 0 x 2, t 0 is
t x
4 ( −1)
n +1 3n2 2t
− n x
U ( x, t ) = e 4
sin .
n =1 n 2
2. Use finite Fourier Transforms to solve
U 2U
= 2 ;U (0, t ) = U ( , t ) = 0, U ( x, 0) = 2 x
t x
4 ( −1)
n +1
where 0 x , t 0 is U ( x, t ) = e− n t sin nx .
2
n =1 n
𝜕𝑈 𝜕2 𝑈
3. Use finite Fourier Transforms to solve =3 ; 𝑈(0, 𝑡) = 0, 𝑈(𝜋, 𝑡) = 0;
𝜕𝑡 𝜕𝑥 2
𝜕𝑈 𝜕2 𝑈
4. Use finite Fourier Transforms to solve = ; 𝑈𝑥 (0, 𝑡) = 0, 𝑈𝑥 (6, 𝑡) = 0;
𝜕𝑡 𝜕𝑥 2
U 2U
5. Solve = 2 , 0 x 6, t 0 given that U (0, t ) = U (6, t ) = 0 and
t x
1 , 0 x 3
U ( x, 0) = .
0 ,3 x 6
Glossary
Periodic function: Periodic function: A function 𝑦 = 𝑓(𝑥) is called a periodic
function of period T if it satisfies the condition 𝑓(𝑥 + 𝑻) = 𝑓(𝑥) where T is least
positive real number. It means that the function 𝑓(𝑥) possess same values after
an interval T.
Example: 𝑆𝑖𝑛𝑥 is a periodic function with period 2π
Note:
1.The fundamental period of sinx, cosx, secx, cosecx is 2π and also tanx, cotx is
π.
2.The period of a function of the form 𝑦 = 𝐴 𝒕𝒓𝒊𝒈𝒐𝒏𝒐𝒎𝒆𝒕𝒓𝒊𝒄 𝒓𝒂𝒕𝒊𝒐𝒔𝑛 (𝐵𝑥 + 𝐶) is
obtained by dividing the of fundamental period of that function by the product
of coefficient of x and the power n.
𝑓𝑢𝑛𝑑𝑎𝑚𝑒𝑛𝑡𝑎𝑙 𝑝𝑒𝑟𝑖𝑜𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
That is, 𝑃𝑒𝑟𝑖𝑜𝑑 = .
𝑛×𝐵
3. The period of the sum or subtraction of two functions is the LCM (Least
Common Multiple) of the individual periods.
Problem: Find the period of the function 𝑓(𝑥) = sin4 𝑥 + 𝑐𝑜𝑠 4 𝑥 .
Solution:
Given function is,
𝑓(𝑥) = sin4 𝑥 + 𝑐𝑜𝑠 4 𝑥
𝑝𝑒𝑟𝑖𝑜𝑑 𝑜𝑓 𝑐𝑜𝑠𝑥 2𝜋 𝜋
Now the period of the function sin4 𝑥 is = 𝑛× 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑥 = 4×1 = 2 .
Again,
𝑝𝑒𝑟𝑖𝑜𝑑 𝑜𝑓 𝑐𝑜𝑠𝑥 2𝜋 𝜋
Now the period of the function 𝑐𝑜𝑠 4 𝑥 is = = 4×1 = .
𝑛× 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑥 2
𝜋 𝜋 𝜋
Now LCM of and is =
2 2 2
𝜋
Therefore 𝑓(𝑥) is a periodic function with period 2 .
(As desired)
Note:
LCM of Numerators of the fractions
➢ LCM of Fractions =
HCF of Deno min ators of the fractions
HCF of Numerators of the fractions
➢ HCF of Fractions =
LCM of Deno min ators of the fractions
Even Function: A function 𝑓(𝑥) is said to be even function if 𝑓(− 𝑥) = 𝑓(𝑥).
For example: 𝑓(𝑥) = 𝑠𝑖𝑛4 𝑥 is an even function.
Odd Function: A function 𝑓(𝑥) is said to be odd function if 𝑓(− 𝑥) = − 𝑓(𝑥).
For example: 𝑓(𝑥) = 𝑠𝑖𝑛3 𝑥 is an odd function.
Drichlet’s Condition:
Let 𝑓(𝑥) satisfy the following conditions:
Fourier Series
Fourier series of a function is to express the given function by a combination of
cosine and sine functions. The Fourier series is named in honor of Jean-Baptiste
Joseph Fourier (1768–1830), who made important contributions to the study of
trigonometric series, after preliminary investigations by Leonhard Euler, Jean le
Rond d'Alembert, and Daniel Bernoulli.
Fourier introduced the series for the purpose of solving the heat equation in a
metal plate, publishing his initial results in his 1807 (Treatise on the propagation
of heat in solid bodies), and publishing his (Analytical theory of heat) in 1822.
Application:
1. Fourier Series is used in sound processing.
2. Fourier Series is used in signal processing.
3. Fourier Series is used in image processing.
4. Fourier series is used to decompose a waveform into component waves of
different frequencies and Amplitude, allowing identification of different
sources from background or random noise in a signal.
5. Fourier Series is used to solve BVP such as Heat Flow, Laplace equation
and Vibrating System
Sound Processing
𝑎0
Fourier series of 𝑓(𝑥) is 𝑓(𝑥) = + ∑∞
𝑛=1(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥)
2
Where Fourier coefficients are as follows:
1 𝜋
𝑎𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥
1 𝜋
and 𝑏𝑛 = 𝜋 ∫−𝜋 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 with n=0,1, 2,…….., n.
Note:
2. sin n = 0
3. cos 2n = 1
4. sin 2n = 0
5. e i = cos + i sin
6. cos(n x) = (−1)n cos x
7. sin(n + x) = (−1)n sin x
8. sin(n − x) = (−1)n+1 sin x
a
9. f ( x) dx = 0
a
2 f ( x) dx , f ( x) even
−a
0 , f ( x) odd
10. 2sin A sin B = cos(A − B) − cos(A + B)
11. 2sin A cos B = sin(A + B) + sin(A − B)
uv dx = u v − u v + u v −
1 2 Continue upto ‘’ u ‘’ will be constant.
2 x3
=
3 0
2
= x 3
3 0
( 3 − 0 )
2
=
3
2 2
=
3
Again,
1
an =
−
f ( x)cos nx dx
1
−
= x 2
cos nx dx
2
= 0 x
2
cos nx dx [Integrand is an even function]
2
0
= x 2
cos nx dx
2 2 sin nx − cos nx − sin nx
= x − ( 2x) + ( 2)
n n
2
n
3
0
2 x2 sin nx 2 x cos nx 2sin nx
= + −
n n2 n3
0
2 2 ( −1)
n
= 0 + − 0 − ( 0 + 0 − 0 )
n2
4 ( −1)
n
=
n2
1
And bn =
− f ( x)sin nx dx
1
−
= x 2
sin nx dx
1
= 0 [ Integrand is an odd function]
=0
Therefore, the Fourier series of f(x) is,
a0
f ( x) = + ( an cos nx + bn sin nx )
2 n =1
4 ( −1)
n
2
= + cos nx + 0
3 n 2
n =1
( −1)
n
2
= + 4 cos nx (As desired)
3 n =1 n2
− x , − x 0
Problem 02: Find the Fourier series of f ( x) = .
+ x , 0 x
Solution:
Given that,
− x , − x 0
f ( x) =
+ x , 0 x
Replacing x by − x in the above equation, we get
− (− x ) , − − x 0
f (− x) =
+ (− x ) , 0 − x
+ x , x 0
f (− x) =
− x , 0 x −
− x , − x 0
f (− x) =
+ x , 0 x
f (− x) = f ( x)
Therefore f (x ) is an even function.
Calculation for Fourier Coefficients:
Taking n = 0 we get,
1
a0 =
− f ( x) dx
2
=
0 f ( x) dx [ Since f(x) is even function]
2
=
0 ( + x ) dx
2 x2
= x +
2 0
2 2
= 2 + − 0
2
2 3 2
=
2
= 3
Again,
1
an =
−
f ( x)cos nxdx
2
=
0 f ( x)cos nxdx [Integrand is an even function]
2
=
0 ( + x ) cos nxdx
2
2
=
cos nxdx +
0
0 x cos nxdx
2
= 2 cos nxdx +
0
0 x cos nxdx
sin nx 2 sin nx − cos nx
= 2 + ( x ) − (1)
n 0 n n 0
2
sin nx 2 x sin nx cos nx
= 2 + +
n 0 n n2 0
2 ( −1) 1
n
= 2 ( 0 − 0 ) + 0 + 2 − 0 + 2
n n
2 ( −1) 1
n
= 2 − 2
n n
2
= 2 ( −1) − 1
n
n
( )
And
1
bn =
−
f ( x)sin nx dx
1
= 0 [Integrand is an odd function]
=0
Therefore, the Fourier series of f(x) is,
a0
f ( x) = + ( an cos nx + bn sin nx )
2 n =1
=
3 2
2
+ 2 ( −1) − 1 cos nx + 0
n =1 n
n
3 2
1
= + 2 ( −1) − 1 cos nx
n
(As desired)
2 n =1 n
Problem 03: Find the Fourier series of 𝒇(𝒙) = 𝒙, −𝝅 ≤ 𝒙 ≤ 𝝅.
Solution: Given 𝑓(𝑥) = 𝑥; Here, 𝑓(−𝑥) = −𝑥 = −𝑓(𝑥)
Therefore 𝑓(𝑥) is an odd function. We have, the Fourier series of odd function
𝑛𝜋𝑥
𝑓(𝑥) = ∑∞ 𝑛=1 𝑏𝑛 sin ……….(i)
𝑙
2 𝜋 𝑛𝜋𝑥 2 𝜋
Here, 𝑏𝑛 = ∫0 𝑓(𝑥) sin 𝑑𝑥 = ∫0 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋 𝜋 𝜋
2 𝑥 cos 𝑛𝑥 sin 𝑛𝑥 𝜋 2 𝜋 cos 𝑛𝜋
= [− + ] = [− ]
𝜋 𝑛 𝑛2 0 𝜋 𝑛
2 2
= − (−1)𝑛 = (−1)𝑛+1 [∵ sin 𝑛𝜋 = 0 and cos 𝑛𝜋 = (−1)𝑛 ]
𝑛 𝑛
2 𝑛𝜋𝑥
Now from(i) we get, 𝑓(𝑥) = ∑∞
𝑛=1 (−1)
𝑛+1
sin
𝑛 𝜋
(−1)𝑛+1
= 2 ∑∞
𝑛=1 sin 𝑛𝑥
𝑛
sin 𝑥 sin 2𝑥 sin 3𝑥
= 2[ − + − ⋯] .
1 2 3
Which is the required series.
(As desired)
Problem 04: Find the Fourier series of 𝑓(𝑥) = 𝑒 𝑥 , −𝜋 ≤𝑥 ≤𝜋
Solution:
Given 𝐹(𝑥) = 𝑒 𝑥
We have, the Fourier series
𝑎 𝑛𝜋𝑥 𝑛𝜋𝑥
𝑓(𝑥) = 0 + ∑∞ 𝑛=1 (𝑎𝑛 cos + 𝑏𝑛 sin )
2 𝜋 𝜋
𝑎0
= + ∑∞
𝑛=1(𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥) ……….(i)
2
1 𝜋 1 𝜋 𝑒 𝜋 −𝑒 −𝜋
Here, 𝑎0 = ∫−𝜋 𝑓(𝑥) 𝑑𝑥 = ∫−𝜋 𝑒 𝑥 𝑑𝑥 = …..(ii)
𝜋 𝜋 𝜋
1 𝜋 𝑛𝜋𝑥 1 𝜋 𝑥
𝑎𝑛 = ∫−𝜋 𝑓(𝑥) cos 𝑑𝑥 = ∫−𝜋 𝑒 cos 𝑛𝑥 𝑑𝑥
𝜋 𝜋 𝜋
1 𝑒 (cos 𝑛𝑥+𝑛 sin 𝑛𝑥) 𝜋
𝑥
= [ ]
𝜋 12 +𝑛2 −𝜋
1
= [𝑒 𝜋 (cos 𝑛𝜋 + 𝑛 sin 𝑛𝜋) − 𝑒 −𝜋 (cos(−𝑛𝜋) + 𝑛 sin(−𝑛𝜋))]
𝜋(1+𝑛2 )
1
= [𝑒 𝜋 (−1)𝑛 − 𝑒 −𝜋 (−1)𝑛 ]
𝜋(1+𝑛2 )
(−1)𝑛
= (𝑒 𝜋 − 𝑒 −𝜋 ) ……(iii) [∵ sin 𝑛𝜋 = 0 and cos 𝑛𝜋 = (−1)𝑛 ]
𝜋(1+𝑛2 )
𝜋 𝜋
1 𝑛𝜋𝑥 1
𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑑𝑥 = ∫ 𝑒 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋 𝜋 𝜋
−𝜋 −𝜋
𝜋
1 𝑒 𝑥 (sin 𝑛𝑥−𝑛 cos 𝑛𝑥)
= [ ]
𝜋 12 +𝑛2 −𝜋
1
= [𝑒 𝜋 (sin 𝑛𝜋 − 𝑛 cos 𝑛𝜋) − 𝑒 −𝜋 (sin(−𝑛𝜋) − 𝑛 cos(−𝑛𝜋))]
𝜋(1+𝑛2 )
1
= [𝑛𝑒 𝜋 (−1)𝑛+1 − 𝑛𝑒 −𝜋 (−1)𝑛+1 ]
𝜋(1+𝑛2 )
(−1)𝑛+1
= 𝑛(𝑒 𝜋 − 𝑒 −𝜋 ) ……(iii) [∵ sin 𝑛𝜋 = 0 and cos 𝑛𝜋 = (−1)𝑛 ]
𝜋(1+𝑛2 )
Now from(ii) using (iii) and (iv) we get,
𝑒 𝜋 −𝑒 −𝜋 (−1)𝑛 (−1)𝑛+1
𝑓(𝑥) = + ∑∞
𝑛=1 (𝑒 𝜋 − 𝑒 −𝜋 ) cos 𝑛𝑥 + 𝑛(𝑒 𝜋 − 𝑒 −𝜋 ) sin 𝑛𝑥
2𝜋 𝜋(1+𝑛2 ) 𝜋(1+𝑛2 )
𝑒 𝜋 −𝑒 −𝜋 (𝑒 𝜋 −𝑒 −𝜋 ) (−1)𝑛
= + ∑∞
𝑛=1 (cos 𝑛𝑥 − 𝑛 sin 𝑛𝑥)
2𝜋 𝜋 (1+𝑛2 )
𝑒 𝜋 −𝑒 −𝜋 1 (−1)𝑛
= [ + ∑∞
𝑛=1 (cos 𝑛𝑥 − 𝑛 sin 𝑛𝑥)] (As desired)
𝜋 𝜋 (1+𝑛2 )
x ,0 x
Problem 05: Find the Fourier series of f ( x) = .
0 , x 2
Solution:
Given that,
x ,0 x
f ( x) =
0 , x 2
( 2 − 0 )
1
=
2
=
2
Again,
2
1
an =
0 f ( x)cos nx dx
2
1
= f ( x)cos nx dx + f ( x)cos nx dx
0
2
1
= x.cos nx dx + 0.cos nx dx
0
1
= x cos nx dx
0
1 sin nx − cos nx
= ( x ) − (1)
n n
2
0
1 x sin nx cos nx
= +
n n 2 0
1 ( −1) 1
n
= 0 + 2 − 0 + 2
n n
1 ( −1) 1
n
= 2 − 2
n n
=
1
n
2
( −1) − 1
n
And ,
2
1
bn =
0 f ( x)sin nx dx
2
1
= f ( x)sin nx dx + f ( x)sin nx dx
0
2
1
= x sin nx dx + 0.sin nx dx
0
1
= x sin nx dx + 0
0
1
= x sin nx dx
0
1 − cos nx − sin nx
= ( x ) − (1)
n n
2
0
1 sin nx x cos nx
= −
n2 n
0
1 ( −1)
n
= 0 − − ( 0 − 0 )
n
1 ( −1)
n
=−
n
( −1)
n
=−
n
Therefore, the Fourier series of the function f ( x ) is,
a0
f ( x) = + ( an cos nx + bn sin nx )
2 n =1
1 ( −1)
n
= + 2 ( −1) − 1 cos nx − sin nx
n
(As desired)
4 n =1 n n
Problem 06: Find the Fourier series of f ( x) = x ; − x .
2
2 x3
=
3 0
2 3
= x
3 0
=
2 3
3
( − 0 )
2 2
=
3
l
1 n x
Again, an = f ( x) cos dx
l −l l
1
−
= x 2
cos nx dx
2
= 0 x
2
cos nx dx [Since integrand is an even function]
2 2 sin nx − cos nx − sin nx
= x − ( 2x) + ( 2)
n n
2
n
3
0
2 x2 sin nx 2 x cos nx 2sin nx
= + −
n n2 n3
0
2 2 (−1)n
= − 0
n 2
2 2 (−1) n
=
n2
4( −1) n
=
n2
l
1 n x
l −l
And bn = f ( x )sin dx
l
1
= x
2
sin nx dx
−
1
= 0 [Since integrand is an odd function]
=0
Therefore, the Fourier series of f ( x ) is,
a0 n x n x
f ( x) = + an cos + bn sin
2 n =1 l l
2 4 ( −1)n
= + cos nx + 0
3 n2
n =1
( −1)
n
2
= + 4 cos nx (As desired).
3 n =1 n2
Problem 07: Find the Fourier series of f ( x) = x + x 2 , − x .
Solution: Given that,f ( x) = x + x 2 , − x
Here, Period, 2l = − ( − ) = 2 l = .
The Fourier coefficients are,
l
1
a0 = f ( x) dx
l −l
1
= − (x + x ) dx
2
1
= x dx + x2 dx
− −
1
= 0 + 2 x dx
2
0
2
0
= x dx 2
2 x3
=
3 0
2 3
= x
3 0
=
3
( − 0 )
2 3
2 2
=
3
l
1 n x
Again, an = f ( x) cos dx
l −l l
1
−
= ( x + x ) cos nx dx 2
1
= x cos nx dx + x cos nx dx
2
− −
1
= 0 + 2 x cos nx dx
2
0
2
0
= x 2
cos nx dx
2 2 sin nx − cos nx − sin nx
= x − ( 2x) + ( 2)
n n
2
n
3
0
2 x2 sin nx 2 x cos nx 2sin nx
= + −
n n2 n3
0
2 2 (−1)n
= − 0
n 2
2 2 (−1) n
=
n2
4( −1) n
=
n2
l
1 n x
And bn =
l −l
f ( x)sin
l
dx
1
−
= ( x + x ) sin nx dx
2
1
= x sin nx dx + x sin nx dx
2
− −
1
= 2 x sin nx dx + 0
0
2
=
0 x sin nx dx
2 − cos nx − sin nx
= ( x ) − (1)
n n
2
0
2 − x cos nx sin nx
= +
n n 2 0
2 − (−1)n
=
n
−2(−1) n
=
n
Therefore, the Fourier series of f ( x ) is,
a0 n x n x
f ( x) = + an cos + bn sin
2 n =1 l l
2 4 ( −1)n
2(−1) n
= + cos nx − sin nx (As desired).
3 n2 n
n =1
Problem 08: Find the Fourier series of f ( x) = sin ax , − x .
Solution: Given that, f ( x) = sin ax , − x
Here, Period, 2l = − ( − ) = 2 l = .
The Fourier coefficients are,
l
1
a0 = f ( x) dx
l −l
1
=
sin ax dx
−
1
= 0 [Since integrand is an odd function]
=0
l
1 n x
Again, an =
l −l
f ( x) cos
l
dx
1
=
−
sin ax cos nx dx
1
= 0 [Since integrand is an odd function]
=0
l
1 n x
And bn = f ( x)sin dx
l −l l
1
=
− sin ax sin nx dx
2
=
0 sin nx sin ax dx [Since integrand is an even function]
1
=
0 cos(nx − ax) − cos(nx + ax)dx
1
=
0 cos(n − a) x − cos(n + a) xdx
1 sin(n − a) x sin(n + a) x
= −
n−a n + a 0
1 sin( n − a) sin( n + a)
= −
n−a n + a
1 sin(n − a ) sin(n + a )
= −
n−a n+a
1 (−1)n+1 sin a (−1)n sin a
= −
n−a n + a
1 (−1)n+1 sin a (−1)n+1 sin a
= +
n−a n+a
1 1 1
= + (−1) n +1 sin a
n − a n + a
2n
= (−1) n +1 sin a
(n − a 2 )
2
2n
= 0 + 0 + (−1) n +1 sin a sin nx
n =1 (n − a )
2 2
2sin a
n sin nx
=
n =1
(−1) n +1 2
n − a2
(As desired).
−2 , −2 x 0
Problem 09: Find the Fourier series of f ( x) = .
0 , 0 x2
Solution:
Given that,
−2 , −2 x 0
f ( x) =
0 , 0 x2
Calculation for Fourier Coefficients:
Here 2l = 2 − ( −2) = 4 l = 2
Now,
l
1
a0 = f ( x) dx
l −l
2
1
= f ( x) dx
2 −2
1
0 2
= f ( x) dx + f ( x) dx
2 −2 0
1
0 2
= −2 dx + 0. dx
2 −2 0
1
0
= −2 dx + 0
2 −2
0
1
= −2 dx
2 −2
= − x −2
0
= − ( 0 − 2)
=2
Again,
n x
l
1
l −l
an = f ( x )cos dx
l
n x
2
1
= f ( x)cos dx
2 −2 2
1 n x n x
0 2
= f ( x)cos dx + f ( x)cos dx
2 −2 2 0
2
1 n x n x
0 2
= −2cos dx + 0.cos dx
2 −2 2 0
2
1 n x
0
= −2cos dx + 0
2 −2 2
n x
0
1
= −2 cos dx
2 −2
2
n x
0
= − cos dx
−2
2
n x
0
sin 2
= −
n
2 −2
n x
0
2
=− sin 2
n −2
2
=− (0 − 0) = 0
n
And
n x
l
1
bn = f ( x)sin dx
l −l l
n x
2
1
=
2 −2
f ( x)sin
2
dx
1 n x n x
0 2
= f ( x)sin dx + f ( x)sin dx
2 −2 2 0
2
1 n x n x
0 2
= f ( x)sin dx + f ( x)sin dx
2 −2 2 0
2
1 n x n x
0 2
= −2.sin dx + 0.sin dx
2 −2 2 0
2
1 n x
0
= −2.sin dx + 0
2 −2 2
n x
0
1
= −2 sin dx
2 −2
2
n x
0
= − sin dx
−2
2
n x
0
− cos 2
= −
n
2 −2
n x
0
2
= cos
n 2 −2
2
= (1 − cos n )
n
=
2
n
(
1 − ( −1)
n
)
Therefore, the Fourier series of the function f(x) is,
2
f ( x) = + 0.cos nx +
2 n =1
2
n
1 − ( −1) sin nx
n
2
f ( x) = 1 + 1 − ( −1) sin nx
n
(As desired)
n =1 n
H.W:
Find the Fourier series of the following functions:
i) 𝑓(𝑥) = 𝑒 −𝑥 , −𝜋 ≤𝑥 ≤𝜋 sin x , 0 x
xi) f ( x) =
0 , x 2
ii) 𝑓(𝑥) = sin 𝑝𝑥 , −𝜋 ≤𝑥 ≤𝜋 xii) f ( x) = e− x , 0 x 2
iii) 𝑓(𝑥) = cos 𝑝𝑥 , −𝜋 ≤𝑥 ≤𝜋 − x
2
xiii) f ( x) = , 0 x 2
2
iv) 𝑓(𝑥) = |𝑥|, −𝜋 <𝑥 <𝜋 −2 , −2 x 0
xiv) f ( x) =
2 , 0 x 2
0 , − x 0 −1 , −1 x 0
xv) f ( x) =
v) f ( x) = x x , 0 x 1
4 , 0 x
2x xvi) f ( x) = x 2 , −1 x 0
1 + , − x 0
vi) f ( x) =
1 − 2 x , 0 x
− , − x 0 xvii) f ( x) = x, 0 x 2
vii) f ( x) =
x ,0 x
0 , − x 0 1 1
viii) f ( x) = 4 − x ,0 x
x , 0 x xviii) f ( x) = 2
x − 3 1
, x 1
4 2
0 , − x 0 x , 0 x 4
ix) f ( x) = xix) f ( x) =
1 , 0 x 8 − x , 4 x 8
x) f ( x) = x sin x , − x
Again,
1
an =
−
f ( x) cosnx dx = 0 [Since f ( x ) is odd function]
1 n x
−
and bn = f ( x)sin dx
1
=
−
f ( x)sin nx dx
1
= 2 f ( x)sin nx dx [Since integrand is an even function]
0
2
=
0 f ( x)sin nx dx
2
0
= e ax
sin nx dx
2 eax (a sin nx − n cos nx)
=
a 2 + n2
0
2
= e ax
( a sin nx − n cos nx )
(a 2 + n 2 ) 0
2
= 2
e a (a sin n − n cos n ) − (0 − n)
(a + n )
2
2
= {e a {0 − n (−1) n } + n}
(a + n )
22
2
= {n − n (−1) n e a }
(a + n 2 )
2
2 {n − n (−1)n ea }
= sin nx (As desired).
n=1 a 2 + n2
Problem-11: Find the Half-Range Fourier sine and cosine series of f ( x) = x ; 0 x 2 .
Solution: Given that, f ( x) = x ; 0 x 2
To obtain the half range Fourier sine series consider f ( x ) as an odd function and extending the interval
as −2 x 2
where, Period, 2l = 2 − (−2) = 4 l = 2.
For half range Fourier sine series the coefficients are,
2
1
2 −2
a0 = f ( x) dx = 0 [Since f ( x ) is odd function]
Again,
n x
2
1
an =
2 −2
f ( x) cos
2
dx = 0 [Since f ( x ) is odd function]
2
1 n x
and bn = f ( x)sin dx
2 −2 2
2
1 n x
= f ( x)sin dx
2 −2 2
2
1 n x
= 2 f ( x)sin dx [Since integrand is an even function]
2 0 2
n x
2
2
= x sin dx
20 2
n x
2
= x sin dx
0
2
2
−2 n x −2 2 n x
= ( x ) cos − (1) . .sin
n 2 n n 2 0
−2 x n x n x
2
4
= cos + 2 2 sin
n 2 n 2 0
−4 4
= cos n + 2 2 sin n − 0
n n
−4(−1) n
= +0
n
−4(−1) n
=
n
2
1 n x
Again an =
2 −2
f ( x) cos
2
dx
2
2 n x
= f ( x) cos dx [Since f ( x ) is even function]
20 2
2
n x
= 1. f ( x) cos dx
0
l
n x
2
= x cos dx
0
2
n x
2
= x cos dx
0
2
2
2 n x 2 −2 n x
= ( x ) sin − (1) . .cos
n 2 n n 2 0
n x n x
2
2x 4
= sin + 2 2 cos
n 2 n 2 0
4 4 4
= sin n + 2 2 cos n − 2 2
n n n
4(−1)n 4
= 0 + 2 2 − 2 2
n n
4(−1) n 4
= − 2 2
n 2 2
n
n x
2
1 1
and bn = f ( x)sin dx = 0 = 0 [Since integrand is an odd function]
2 −2 2 2
Therefore, the half range Fourier cosine series of f ( x ) is,
a0 n x n x
f ( x) = + an cos + bn sin
2 n =1 l l
2 n x
= + an cos + 0
2 n =1 l
4(−1)n 4 n x
= 1 + 2 2 − 2 2 cos
n =1 n n 2
4 (−1)n 1 n x
= 1 + 2 2 − 2 cos (As desired).
n=1 n n 2
Problem-12: Find the Fourier sine series of f ( x) = cos x ; 0 x
Solution: Given that f ( x) = cos x ; 0 x
To obtain the half range Fourier sine series consider f ( x ) as an odd function and extending the interval
as − x
Again,
1
an =
−
f ( x) cosnx dx = 0 [Since f ( x ) is odd function]
1 n x
−
and bn = f ( x)sin dx
1
=
−
f ( x)sin nx dx
1
= 2 f ( x)sin nx dx [Since integrand is an even function]
0
2
=
0 f ( x)sin nx dx
2
=
0 cos x sin nxdx
1
=
0 {sin(nx + x) + sin(nx − x)}dx
1
=
0 {sin(n +1) x + sin(n −1) x}dx
1 − cos(n + 1) x − cos(n − 1) x
= + ;n 1
n +1 n −1
0
1 cos(n + 1)
cos(n − 1) 1 1
= − − − − −
n +1 n − 1 n + 1 n − 1
1 cos( + n ) cos( − n ) 1 1
= − − + +
n +1 n −1 n + 1 n − 1
1 − cos n
− cos n 1 1
= − − + +
n + 1 n − 1 n + 1 n − 1
1 (−1)n (−1)n 1 1
= + + +
n + 1 n − 1 n + 1 n − 1
1 n(−1)n − (−1)n + n(−1)n + (−1)n + n − 1 + n + 1
=
n2 − 1
2n(−1)n + 2n
=
(n2 − 1)
2n{1 + (−1) n }
=
(n2 − 1)
Therefore, the Fourier sine series of f ( x ) is,
a0 n x n x
f ( x) = + an sin + bn cos
2 n=2 l l
a
n x n x
= 0 + an sin + bn cos
2 n=2 l l
2n{1 + (−1)n }
= sin nx
n=2 (n2 − 1)
2 {1 + (−1)n }
= sin nx ; n 1 (As desired).
n=2 n2 − 1
1 , 0 x 2
Problem 13: Find the half range Fourier series of f ( x) = .
0 , x
2
Solution:
Given that,
1 , 0 x 2
f ( x) =
0 , x
2
Here f ( x ) is defined on ( 0, ) .we extent f ( x ) over ( − , 0 ) as an even function.
Therefore bn = 0 .
Here,
2
a0 =
0 f ( x) dx
2
2
= f ( x) dx + f ( x) dx
0
2
22
= 1dx + 0 dx
0
2
2
= x 02 + 0
2
= =1
2
2
And an = f ( x)cos nx dx
0
2
2
= f ( x)cos nx dx + f ( x)cos nx dx
0
2
22
= 1.cos nx dx + 0.cos nx dx
0
2
2
2
=
0 cos nx dx
2 sin nx 2
=
n 0
2
= sin nx 02
n
2 n
= sin − 0
n 2
2 n
= sin
n 2
Therefore, the Fourier series of even function f ( x) is,
a0
f ( x) = + ( an cos nx + bn sin nx )
2 n =1
1 2 n
= + sin cos nx + 0.sin nx
2 n =1 n 2
1
2 n
= + sin cos nx
2 n =1 n 2
22
= f ( x)sin nx dx + f ( x)sin nx dx
0
2
22
= 1.sin nx dx + 0.sin nx dx
0
2
22
= sin nx dx + 0
0
2
2
=
sin nx dx
0
2 − cos nx 2
=
n 0
2
=− cos nx 02
n
2 n
=− cos − 1
n 2
2 n
= 1 − cos
n 2
Therefore, the Fourier series of Odd function f ( x ) is,
a0
f ( x) = + ( an cos nx + bn sin nx )
2 n =1
0 2 n
= + 0.cos nx + 1 − cos sin nx
2 n =1 n 2
2 2 n
= 2sin sin nx
n =1 n 4
4 2 n
= sin sin nx (As desired)
n =1 n 4
H.W:
Find the Fourier series of the following functions
x , 0 x 2
(a) f ( x) =
− x , x
2
(b) f ( x) = e , 0 x
x
(c) f ( x) = − x, 0 x
(d) f ( x) = x 4 , 0 x
0 , − x 0
Problem 14: Find the complex Fourier series of f ( x) = .
1 , 0 x
Solution: Given that,
0 , − x 0
f ( x) =
1 , 0 x
Here, Period, 2l = − ( − ) = 2 l =
The Fourier coefficients for complex form are,
1
f ( x)e
− inx
Cn = dx
2 −
1
0
= f ( x)e dx + f ( x)e−inx dx
− inx
2 − 0
1
0
= 0.e−inx dx + 1.e−inx dx
2 − 0
1
= 0 + e−inx dx
2 0
1
2 0
= e − inx dx
1 e−inx
=
2 −in 0
1
=− e − inx
2ni 0
( e − n i − 1)
1
=−
2ni
1
=− ( cos n − i sin n − 1)
2ni
1
= {1 − ( −1) n }
2ni
Therefore, the complex Fourier series is
in x
f ( x) = Cne
n =−
l
1 1
=
2i
n {1 − (−1) }e
n =1
n inx
(As desired)
H.W:
Find the complex Fourier series of the followings:
(a) f ( x) = e5 x , − x
(b) f ( x) = cos x, − x