Legendre Differential Equation
Legendre Differential Equation
dny dn-lY dy
an- +an -1 dxn -1 +· · •+a 1-d +ao y=Q (x) (55)
dxn X
Solution Here
Ye = (c 1 + er) e-2x (58)
be a linear combination
Since, Q(x) = 4x + 6? has no term common with Ye• Yp will
2
h are, neglecting the
of Q(x) and all its linearly independent derivatives (whic
constant coefficients, x2, x, 1,-?) . Hence
(5,9)
Yp = Ax2 + flx + C + Dex
(59) twice to get
where A, B, C, D are to be determined. Differentiate Eq.
(60)
y~ = 2Ax + B + D?
y'; = 2A + D? (61)
3 2
A= 1, 8 = -2 , c -- -2' D=-
3
Substituting these value
s in Eq. (59), we ob tai
n
y = X2 - 2 X 3
2x + -e
p 3 +2-
Hence, the general solut
ion of Eq. (57) is
y =Y e+ Yp = (c1 + cr 2.r 2 2
3e 23
X
)e - + x - 2x + +
~ l e 5.36 Solve (D 2 + 2D + 5)y
= 12 ~ - 3: sin 2x. (62 )
Solution Here
Ye= e-x(c COS 2x + c2 sin 2x) ,
1
Yp·= A~ + 8 sin 2x + C
Also, co s 2x (63)
y~ = A~ + 28 cos 2x - 2C sin 2x
(64)
Yp = 3 e X - 2 sm
.
2x + 8 cos 2x
2
Therefore, the general
solution of Eq . (62) is
y = Yr + Yp = e-x(C1 co 2 . 3
s x + c2 sm 2.x) + -e
2 x - 2 .sin 2x + 8 cos 2x
Ca se II: When Q(x) in (5
\
5 ) contains a term which
where k is zero or a po sit is i rimes a term J(x) of
ive integ er. Here, the parti Ye•
will be a. linearcQmbinatio cu lar integral, Yp• of Eq . (55 )
n of J-• /(x ) and all its lin
1
early independent deriv
atives
Higher Order Linear Differe11tial Eq11atio11s 189
Solution Here, Yr= c1ex + c2e2x. Comparing the right-hand side of the given
ation with v ., we observe that Q(x) contain e2'" which (neglecting the constant
t'qU, .. < 0 . . .
-oefticients) 1s x times the same terms m Ye Hence, for this term, y must contain
~ linear combination of xo+ 1e2'" and all its linearly independent derivatives. Also,
Q(x) has the term x2 which belongs to Case I. For this term, Yp must include a linear
combination of it and all its linearly independent derivatives, we can neglect the
function ix as it already appeared in yc Therefore
i; = 2A + 4Dxe2'. + 4De2x
Substituting the values of yP' y'p and y"p in the oiven differential equation, we get
c, .
Equating the coefficients of like terms on the two sides of this equation and
solving the resulting· equations, we obtain
7
A= 1, B = 3, c--
- 2. D=3
1 7 1t
Yp = x- + 3x +-+
2
3xe-·
Therefore th .
' e complete solution is
Example 5.38
Sol1ttio11
Yp = ~ x2e2x - xe 2x + 1~ si n x + 130 co
sx
,~ .,..e.. Th er ef or e, th e ge ne ra l
so lu tio n of th e gi ve n di
ffe re nt ial equation is
_
Y- Yc + Yp_-c e x +c 2x 1
1 2e + -x 2 e 2x -x e2x + -s
1 . 3
2 m x + -c os x 10 10
Case : III If
(i) th e A.E. of Eq. (5 5)
ha s an r m ul tip le ro ot ,
(ii). Q( x) co nt ain s a te rm an d
wh ic h (n eg lec tin g th e co
f(x ) is a te rm in Ye an ns tan t coeffici~nts) is :ij{x),
d is ob ta in ed fro m th e
be a lin ea r co m bi na tio r multiple root; then, Yp
n of :Jc+r j{x ) an d all will
derivatives. If, in ad di tio its linearly independent
n, Q( x) co nt ain s ter m s th
II, th en th e pr op er te at belong to Cases I and
rm s, wh ic h th es e ca se
in clu de d in Yp s de ma nd , must also be
·
Ex am pl e sJ'{' Solve (D 2
+ 4D + 4) y = 3xe-2x.
So lu tio n He re
= c1e-2x + er e-2x
Ye
No te that th e A.E. ha s .-lf
a mu lti pl e ro ot m = -2 · the term ,xe
which is x tim es th e ter , an d Q( x) contaiQS
m e-2x in y , an d th at th multiple
root . He nc e, r = 2 an d e is ter m in Ye ca me fromb~ au·~n
k = I . . Th er ef or e, Yp
m us t be a, rm C0 ffi 10 of
x 3e- 2x an d all its lin ea rly in de e~ . .
this linear
co mb in ati on , we ca n ne pe nd en t de riv ati ve s. In
gl ec t e- 2x an d xe-2x as ob tai ~m g Thus
th ey ar e already m Ye
3 -2x
y = A xe
P
+ Bx 2 e- 2
Fi nd y~. y~. Su bs tit ut in ·J
d " in the gi:V-ell differen ua
.
g th es e va lu es of yP' Yp,
equation, we ge t an Yp
1
Yp = -x 3e -2x
2
Th ere fore , th e re qu ire d
so lu tio n is
y = Ye + Yp = C1e -2. f
1 3 -2 t
+ er e- 2t + -2
· X e
►
1/ighcr 0rd cr Lillear Diff'crc111ial Eq11atio11s 1,91
d"v d"- 1 v d
an-· +a,,_, _·, + · .. +a, -1'... + aov = Q( x ) (66)
dx" dx" dx ·
,,hen:
(i) the coefficients are constant, and
(ii) Q(x) is a function which has a finite number of linearly independent
derivatives.
Now, is it possible to remove either or both of these conditions? In this
section, we shall answer this and then solve Eq. (66).
In respect of (i), there are only few linear equations having nonconstant
coefficients whose solutions can be written~rms of the elementary function and
the standard methods for solving them ar~ available. Later (Section 5.6), we shall
give a method by which we can solve a &econd order linear differential equation
with nonconstant coefficients provided that we know one solution.
Regarding (ii), it is possible to solve Eq. (66), even when Q(x) has an infinite
number of linearly independent derivatives. The method for solving Eq. (66) in
such a situation is discussed now, and is known as the method of variation of
parameters.
For the sake of convenience, we consider_ a second order linear differential
equation with constant coefficients
d2 y dy (67)
a') - 2 +a1-+aoy=Q(x),
- dx dx
where Q(x) is a continuous function of x and is nonzero. The related homogeneous
equation is '
d 2y dy (68)
lli - 2 + a1 - + lloY = 0
dx dx
Now, find the two linearly independent solutions ·,, and Y2 of Eq. (68 ), and form
~ u(x)y 1(x) + v(x)yi(x)-\ (69)
where u(x) and v(x) are functions of x which are to be determined.
Differentiating Eq. (69) twice, we get
y~ = ,,y, + u'y1 + vy'z + v'yz = (uy\ + vy'2) + (u'y1 + v'y2) (70)
11 ( I (7 l)
Y p = (uy'; + uy'i) + (u'y'1 + v'y'.2) + u Y1 + vIY2) '
From Eqs. (69)-(7 l), we see that Yp is a solution of Eq . (67) if
I I I I)
u(a:J'; + ll1y'1 + lloY1) + v(a2Y2 + a1Y2 + ao.Y2) + a2 t1Y1 + vy2
(
(72)
+ aiu'y1 + v'yz)' + a1(u'y1 + v'yz) = Q(x)
As Y1 and Y2 are the solutions of Eq. (68), the quantities in the first two parentheses
I
II
\Q2 /)(ffn1.•111in/ Eq11<1tio11s a11d Their /\ppllcati rms
'
1J f Fq . l 7~) are equal to zero . The remaining term s will
be ec;ual to Q(x) if w-:,
r h1."'\'~e II and ,, such that ~
,, ,, Q(x)
11 '
Y1 + v'Yi = 0 • uy 1 + vyi = - -
\ a2
Solving Eq. (73), we get
0 Yi Yt 0
Q(x) Q(x)
Y2 yj
l12 l12
u'=
'
v' = (74J
Y1 Y1 Yi
Y2I
yj Y2 yj Y2
Integrating Eqs. (74), we can find u and v. Substituti
ng these values in Eq. (69J.
we get a particular integral of Eq. (67).
t76)
From Eq. (73), we have
(Jf
v=-
I . e-i(
e-x sin · -e-() '
· ex
Equ ation.v l93
/-ligher Order Lin ear D~lfer enti al
2
Sol ve (D + 4D + 4)y = 3xe-x.
~
example 5.41
exa mpl e (see Exa mpl e 5.39 ) by the
Solution We hav e alre ady solv ed this
Her e
method of und eter min ed coe ffic ient s.
(74 )
Ye = c1e-2x + cre -2x
oge neo us
nt solu tion s of the rela ted hom
Thus, the two line arly ind epe nde
n Eq. (69 ), equations are -2x -2x
Yi= e , Y2 = xe ( _2 .......
µe
From Eq. (73) , we obta in
,f the ord er u'e-2x + v'xe-2x = 0
or 3xe72x
u'(- 2e-2 x) + v'(-2xe-2x + e-2x) =
grat ing, we get
nog ene ous Solving for u' and v' and then inte
dn - lY dy -
dny i(x )-d +J 0 ( x )y -O
(79)
fn( x)-II+f .n-1 (x )-+ ·•· +f
(77 ) n- 1 X
dX X · f
· tion s o x
Whef.re (f.11)(x ) , f,, _ (x), . .. , Ji(x ), fo( x ) and Q(x ) are eac h con tinu ous func
and 1
,, x "::/:. 0.
C
d 2y dy
fz(x)-+Ji(x)-+ fo(x)y=0 (81 )
2
dx . dx
Suppose that a nontrivial solution (Yi -:t: 0) of Eq. (81) is known. The method by
means of which we can obtain a second independent solution of Eq. (81), as well
as a particular integral of Eq. (80) is called the reduction of order method.
Let Yz(x) be a second solution of Eq. (81) and have the form
Yi(x) = Y1U + yj f
u(x)dx (83)
log
u + 2 logyl == -J Ii
/i(x) dx
(x)
ations 195
Higher Order Linear Differential Equ
or
log (uy21) =
·
-J Ji (x)
/i(x )
dx
or
exp [-J Ji (x) dx
f2(x )
u= --- =- --- --= - (87)
l
we get the required solution .
Substituting this value of u in Eq. (82),
Given y 1 = x as a solution.
Example 5.42 Solve x2y" - xy' + y = 0.
Solution Here, fi(x) = x2, f 1(x) = -x and from Eq. (87), we have
u = exp [-f7" x2
L
.tx exp (log x)
x2
=x
-1
~ o~ '
~lO ..--,')
Thus
2. 1-D ~, 2.
Y2 = y 1 J 1
u(x)dx = x Jx- dx = x log x \) ~ \__ Q r\J
~ ~-+ I
2
2 d y dy X :;tO
x -+ x- -y =O ,
2 dx
dx
Find th e general solution of 1 , \
d2 y dy
x2 -+ x- -y = x .
·.\ dx 2
.
dx
(88)
Yz(x) = Y1(x) Ju(x)dx = x Ju(x)dx
Differetitiati . .
ng tt twice, we get
1
Y 2 = xu + Ju(x)dx, y'z = xu' + u + u
6 Differential Equations and Their Applications
19
1
Substituting the values of Y2, Y2, Y2 in the given differential
simplifying, we obtain equation and
, 3 2
u +-u = x-
x
which is a linear equation and has the solution
-1
X
u =--+ cx- 3
2
z d2y dy (90)
a2x - - 2
+ a 1x - + a0 y = Q(x)
d.x d.x
Take x = e'. Then log x = t,
dy = dy dt = J_ dy
dx dt d.x x dt
2
2
d y 1 d ( dy) d y d ( I ) = _I_2 ( d 2Y _!!J...J
dx 2 = -; dx dt + dt dx -; x
.•
dt dt
Thus
dy dy 2 d 2y d 2y dy
x dx =dt, X -=-- 2
--
dx2 dt dt
ns 197
fligl, er Order Lin ear D(fferential Equatio
tlf
d 2y dy (91)
A 2 2- +A 1-+ Ao y= R(t )
dt dt
1 is a linear
where A2 = a2, A 1 = a1 - a2, Ao= ao and R(t) = Q(e ). Equation (91)
ients and can be solved by already
differential equation with constant coeffic
known methods.
In a similar way, we can solve Eq. (89).
2 d2y dy 2
E.ramp Ive x - +x --4 y= x .
2
dx dx
= e21 I (1)
2
(D1 + 2) - 4
= e21 l (1)
Df +4 D1
= e2, _1_
4D
(1 + ELJ
4
-1 O)
1
J 2,
t
=- e
4
= ..!..x 2 log x
4
IJ8 Dijferenrial Equations a.JUi Jheir A.pplica.rions
., ., ,
Example 5.45 Solve xlYy - xDy - 3y = x- log x.
}' Sohuion Putting x = I. or, log x = r and D1 = dlciJ, lhe gl\~n mUJ
--1 U~lfl
becomes
., :.,
(D j - 2D 1 - 3)y = re-
Here
.\I" =
-- 3(1--) Di - J
•I
, l 2 l ,
= <' :,i - D,_ (0
J I
~
= - -l i' ~( 1 + - D1 + . . . ) (I )
3 3
~
Exampk 5.46 Solve x3D3_,.,1+ 3.x2D2y + xDy + y = x + log x.
or
3
(D1 + l)y == e' + r
ential Equations 199
Higher Order Linear Differ
ThU S
,12[
Ye = c1e-t + e c2 cos ,
( ✓3 t J+.c sm. '( 2✓3 t J]
2
2
and
_1 1 1
I 1 1 (t) =- e' +t =- x+ lo gx
-e ' + t= -- e' +( l+ IJf ) 2 2
Yp= - 3 3 l+ l
Dj +l D1 +1
is
Therefore, the required solution
dn dn-1 (92)
x+ bt - 1 y +, .. +k0 y= Q( x)
kn (a x+ bt 2 + kn_ 1(a dxn -1
dxn
led Legendre's
re ko, k1, • .. , kn are con stants and Q(x) is a function of x, is cal
;he
znear equation. ients
ns can be red uced to lin ear equations with constant coeffic
b Such equatio
Y th e substitution
ax + b = e', t = log (ax + b)
Then, if D == !!_
dt'
dy dy dt a dy
I - = - - = - - dt-
dx dt dx ax + b
or
(ax + b) dy = a dy = aDy
dx dt
2 2
2
a dy = a ,, ( d ; _ dy )
d y = d dt
2
dx ax + b dt (ax + b )~ dr
dx
UI LU .A., .. _. • • - --rr - - - -· · - -
200 Differential EquatlorzJ
i.e.
d2 .,
(ax+ b)2 -f
dx
= a-D (D - l)y
Similarly
d3 3
(ax+ b)3 -1'.. = a D(D - 1) (D - 2)
" dx3
and so on.
a linea r equation with
By mak ing these repla cem ents in Eq. (92), we get
constant coefficients.
d2 dy
Exam ple 5.47 Solv e (1 + x)2 dx; + (1 + x) dx + Y = 2 sin [log (1 + x)].
dy
;& =
f f(x) dx + c = F(x) (say)
Y == f F(x)d x + c 1
as the required solution.
.
226 Differetttial tions and Their Applications
Equa .
-A 1•n Eq. (218) and c0 =Bin Eq. (221), then the general .
If we take co - . . solution
of the given equation is
11.
24.
(223)
2s~ J
where (a)n = a(a + 1) · · · (a + n - 1). 27. )
Equation (223) is a particular solution of Eq. (213) and 1s known as 28. y
hypergeometric function.
30. y
2. When a = I and b = c, then Eq. (223) leads to
Y= 2F1 (1, b; b; x) = 1 + x + x 2 + x 3 + 32. -all
which is a geometric series and thus the series in Eq. (223) is known as Solve
hypergeometric series.
33. (l
3S. (/J
EXERCISF.S 37. (L
Solve the following differential equations~ 38'. ,(IJ
d2y d
1. dx 2 +(a+ b); + aby = O. d 3y d 2y dy • 40. (D
2. --2-+4--By=O
3 .
dx 2
3. ii - diy dy 2 0
dx3 dx2 - dx ..., y = .
dx
3
dx
41. (D
2 43. (D:
S (DJ -
4. (D - D - D + 1)y = 0.
2
• 2 4D + 5D - 2)y = 0. 6. (D4 - 2D3 + 2D2 - 2D + l)y == 0. Solve t
7. (D - 2D + 5) - 0 .
8 4 Y - given that y = 0 and dyldx = 4 when x = 0. coeffici,
. (D - 4D3 + 8D2 - 8D + 4)y = 0.
Solve the followin d 'ffi
9 ,, , g
' Y - Y - 2y::::: t!
1
.
erential equations using Example 5 .11 :
44. d2J
---
<Jx2
Find the . . 10. y" + 3y' + 2y = 12~.
methods . particular integral .
,, 1- 7 of Section 5.3: of the following differential equations
11. y + 3y' 2 '
using 46. d 2y
----
<Jx2
+ y::::: 4. 48. (D2 .
12• Y ,, +y, +y=x. 2 so. (Di.
13. D2y - 3D
y + 2y::::: X . 2 Using the
d y dy 2
14. - + - =X + 2x. SJ. y " +
IS. ~ - d y 2 d.x2 d.x
dx3 ""i;i=2x3_ 53. y" +
16. Yiv -y,,, + y ,, -_ 6 . ss. y" - .
.
Higher Order linear Di'•1.,/',ere., ntu.z·l Equatwn.v 227
I'
18. y" + Y ::::: 3e- 2x.
,, + 1v' + 2y = l2e·.
17. ." . · c12y
/2
\I . • 20. - 2 - Y = C08 X,
< · - V ::: SI ll .\ · dx
t9, - ,~ ·
dr
· x. d 2y dy
/~,. _ 3-
!_:- ·
.,. =.3 sm
dv + ,.!Y 22. 4 -2 -5dx- = x2ex .
1
dx
• t. drl dr
fv dy
n ~ +- +y = 3xe .
2 x
•·. dx~ dt
2 I 2 -0
fl
Y1 = x.
56. y - - Y + -2y - '
X X
d1y 2 dy .4 d 3Y 3 d "-_v ., dy
60. x dx 1 - x dx + y = 2 log x. 61. l'. -1 + 2 x - ., - x- - · + xv::!
d.x - dx - dr · ·
2 d1y dy 2 d 2y . dy
62. x dx 1 - x d.x + 2y = x log x . 63. x - 2 + 2x - - 20 y = (x +1)2 .
d.x dx
2 d1y dy
64. x - 2 + 4x - + 2 y = ex
dx dx . .
65 (2 3 2 d2 y dy
• X + ) d.x 2 - 2( 2 X + 3) dx - 12 y = 6 X.
66 ( 3)2 d2y dy
· x + -dx-., - 4(x + 3) -d_x + 6 y = looO ( x + 3) •
2
67 d y 2 · d3y
· dx 2 == x sm x. 68. - = x + log x .
dx 3
d2y
69. - = 3 ry dy
c1x2 vY, y =1, -=2
dx , when x = 0.
70. d2y - 36 dy
· dx 2 - -y2' y == 8, dx = 0, when x =0 .
Find the series soluti 00 0 f
71 9 , the following differenfial equations:
• ~(l - x)y" - 12y' + 4y == o.
72. (2x + x3)y" ,
- y - 6.xy == 0
73. 2x(l _ x) ,, ·
y + (1 - x)y' + 3 - 0
74• 2.x2y ,, +3, 2
Y - ·
75 xy - (x + l)y == 0.
. ( 1 - x2)y" + 2xy' + y == 0
76. (2 + .......2) y,, + , ·
77. (1 2 xy + (1 + x)y == 0.
- X) ,,
y + 2y == 0.
I
- -- - ·-
H ig h e r O r d e r
L i n e a r D if f e r e n
ti a l E q u a ti o n s
229
') ,, ,.,""-,' + l v
- x-·)y - ~ J = 0 (Legendre"s e q u a
1~- (\ - t ,o n o f o r d e r o n
1 , , + xy
, , J- _ 4 ) y = 0 (_ e)
19- ( 'y + ,_,., B e sse\" s e q u a ti o n o
f o r d e r '2)
,,.
i\). x(\ - x)Y _ ( \ + 3 x )y - Y = "u .
,
l ; ) '' + 3 x )
.., ,
~\. ~ + X + y
' -1)' =0.
~
, . /