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Legendre Differential Equation

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323 views18 pages

Legendre Differential Equation

Uploaded by

singhparv49
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Higher Order linea r Differential Equations 187

. the complete solution is


r11eret ore.
2
y == c, cos x + c2 sin x - 2\ [24x cos 2x + (9x - 26) sin 2x]

~ METHOD OF UNDETERMINED COEFFICI~NTS


•' 4
We know that the general solution of the differential
equation

dny dn-lY dy
an- +an -1 dxn -1 +· · •+a 1-d +ao y=Q (x) (55)
dxn X

where an * 0 and Q(x) '# 0, is


(56)
Y =Ye + Yp
solution of the related
where y,, the complementary function, is the general
ral of (55). In Sections
homogeneous equation of (55), an11 Yp is the particular integ
and Yp• respectively. We
5.2 and 5.3, we have discussed the methods of finding Ye
This method is known
shall now give yet another method of finding Yp of Eq. (55).
only contain terms such
as the method of undetermined coefficients. Here, Q(x) can
ns of such terms. To
as b, /, eax, sin ax, cos ax and a finite number of combinatio
of Q(x) in Eq. (55) with
find Yp by this me~od, it is necessary to compare the terms
bilities may occur. We
those of Ye In the process of comparison, different possi
help of solved examples.
shall consider each of these and explain them with the
term of Ye In this case, Yp
Case I: No term of Q(x) in Eq. (55) is the same as a
its linearly independent
will be a linear combination of the terms in Q(x) and all
[13]).
derivatives. (For a discussion of linear dependence, see
(57)
Example 5.35 Solve (D + 4D + 4)y = 4x2 + 6?..
2

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)

Eqs. (59)-(61) in Eq. (57)


~org;(· (59) to be a solution of Eq. (57), we make use of

2A + Dtf + 4(2Ax + B + Dtf) + 4(Ax2 + Bx + C + Dex) = 4x2 + 6ex


188 D((Jcrc,itinl 1;,·,,,w,io
m at1d '/'/, cir Applicatio1
1s
SimpHfyin g. nnd cquntin g
the coefficient s of like ter
m s in the tw o members
('f the uhov c equation.
we ge l
4A = 4. SA + 4B = 0
2A + 48 + 4C = 0,
9D = 6
s~,lutil'm s of these equa
tions are

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)

y; = A~ - 48 sin 2x - 4C cos 2x (65)


From Eqs. (6 3H 65 ), Eq
. (62) takes the form
8Ae-1 + (B - 4C ) sin 2x +
(4 8 + C) cos 2x = 12e't
- 34 sin 2x
Equating the coefficien
ts of like terms on the
twd sides of this equatio
n, we get
8A = 12, B - 4C = -3 4, 4B + C = 0
Thus , A = 3/2, B = -2 ,
C = 8 and Eq. (63) now
reduces to

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

. . , the constant coefficients). If in addition , Q(x) contains terms which


1,nonng
' 1c;' . . d to Case l, then t.he proper terms reqmred
. .
,
by this case must be included
ct\n-espon
in ."1,· ~ -
2 2
f;.tantple 5.37 Solve (D - 3D + 2)y = 2x2 + 3e '".

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

Yp = Ax-., + Bx + C + Dxe-, '"

Differentiate it twice to get

i; = 2A + 4Dxe2'. + 4De2x
Substituting the values of yP' y'p and y"p in the oiven differential equation, we get
c, .

2Ax2 + (2B - 6A)x + (2A - 3B + 2C) + Di'" = 2x2 + 3i'"

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

Putting th ese values m


. yP' we have

1 7 1t

Yp = x- + 3x +-+
2
3xe-·
Therefore th .
' e complete solution is

Example 5.38

Sol1ttio11

Yp = Ax2e2'" + Bxlx + C sin x + D cos x


7., 'L"f- 2'V
~'\\ e__ ~ f}-e ,t"" c__i "\
+ C)C ~v--
b
190 D( ffe nm tia l Eq ua tio ns
an d Th ei r Ap pl ic at io ns

Find y' and y;;. Su bs tit


· P ut in g th e va lu es of y ,
equatio n, and· eq ua tm
· h y' an d y" · h
g t e co eff'1c·1ents of likP P
equation, we get, after . 1·r· . e te rm s on Pbom t c give
th .d n dif
s1mp 1 1cat1on, s1 es of th ferentia
.
1 e resu1t·
Ing
=~, = -1 , = -&
A B C = I~ , D
Th us ,

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

6Axe-2x + 2B e-2x = 3x [2x


which gives A = 1/2, B
= 0. He nc e

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

- " ~nnHOD OF VARIATION OF PARAMETERS


'.',·
. 1 " 4 we have solved the linear differential equation
\t1 ~1.'1: II\ 1\ • · • '

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).

REMARKS . 1. If the nonbornogeneous linear differential equation


is of the order
greater than 2, then it can be shown that

Yp = U1Y1 + U2Yi + ···+ UnYn


where y 1, Yi, ... , Yn·are the n independent solution
of the related homogeneous
equation .
2. This method can also be used when Q(x) has
a finite number of linear\~
independent derivatives.

Example 5.40 Solve


2
(D - 3D + 2)y = sin e-x (7 5)
Solution Here
(
Ye = c1e + c2e2x
Therefore , the two linearly independent solutions
of the related homogeneol.15
equation of Eq . (75) are

t76)
From Eq. (73), we have

lt'(/ + v•e2X: 0 u' tf + v' (2e2x) = sin e-.,


'
Solving these, we get
, -x .
11 = -e sm e-A,, v
t
= e- 2.1 sin
·
e- l
Therefore
'

(Jf
v=-
I . e-i(
e-x sin · -e-() '
· ex
Equ ation.v l93
/-ligher Order Lin ear D~lfer enti al

(76) nnd (77 ), Eq . (69 ) bec ome s


frOltl Eqs.
Q(x ) if we Yp = -e2 x sin e-x

, re the requ ired solu tion is


(7 3) There,o ,
Y = Ye + Yp = c1<f + c2e2x - e2x sin
e-x

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

of line arly u = -x'


3 V = -3X2
2
Hence
3 -2x 3 2( -2x)
(75 ) Yp = uy 1 +. vy2. = -x e + -2 x xe

ThuS, the general solu tion is


-2x -2x 1 3 -2x
y = y C + Yp = c I e + ere + x e 2
nog ene ous
5.39 .
which is the sam e as in Exa mpl e
(76 )
NS WITH NONCONSTA~
5·6 LINEAR DIFFERENTIAL EQUATIO
COEFFICIENTS
tial equ atio n
Consider the gen eral line ar diff eren
dn- 1 dy
y + ... +Ji (x ) -d + J0 ( x )y = Q(
dny x) (78)
fn (x )- + f. (x )--
dxn - X
dxn n- I I

and its rel ated hom oge neo us equ atio n

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

• . \' alld Their Applications


19-1 D!'tftrcntiol Eq11at10 11 .
. . ., the solution of Eq. (78) will not be expressible -
1 ·t of the cases, 1n terms
ln nll ~ t'ons When the coefficients are constant, the methc)d '

• tiry func1 · s fo
l)f c' 1~men 1, • • • of Eqs. (78) and (79) are known. Here we shall give a m h r
~ d'111 ,, the solutions . ff' . /, et 0d
fin .:- . . ~E (?S) and (79) when the coe ic1ents n(x) are not constant W
f solvin°0 qs. . · e
or ·. · nd order differential equation
(ons1der a seco
d2 dy
(x)2+ fi(x)-+ f 0 (x)y=Q(x)
f2 dx 2 dx (80)

and its related homogeneous equation

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) = y 1(x) f u(x)dx (82)

where u(x) is a function of x to be determined. Differentiating Eq. (82) twice, we


get

Yi(x) = Y1U + yj f
u(x)dx (83)

Y2(x) = Yiu' + y'1u + yju + y'j Ju(x)dx (84)


Putting the values of , " . .
Y2, Yz, Y2 m Eq. (81) and simplifying, we obtam

[/z(x)y'j + f1(x)y'1 + fo(x)yi] Ju(x) dx + fi(x)y 1u'


+ [2f2(x)y1 + f1(x)y ]u = 0 (85)
As · I
Y1 is a solution of E .
and Eq. (85) thus red q. (Bl), th e quantity in the first bracket of Eq. (85) is zero,
uces to

fz(x) y 1u' + [2" ( , (86)


Multiplying E :12 x)y1 + f 1(x)yi]u = 0
q. (86) by dx/[ ,,
u1 2(x)yi], we have

lntegrar ~·+2d>i_ /i(x)


ion Yields l1 ---dx
Y1 fi.(x)

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

Therefore, the required solution is


~(_ () -- I)
y = c 1x + er log x
tion of
Example 5.43 Given that y = x is a solu

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

Solution Given y (x) = x. Thus


1

(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

Put this value of u in Eq. (88) to obtain


X X-l
y=-log x - c - - + c 2 x
2 2
which is equivalent to

as the required solution.

5.if THE CAUCHY-EULER EQUATION


~ o n of the form

n dny + n-1 dn-ly dy (89)


a nX an-Ix _ _;_ + • • • + a 1x - + a0 y = Q(x)
dxn dxn-l dx
where ao, al, ... , an_ 1 , an are constant, is called a Cauchy-Euler equation of 0rder
n. To know the solution of such an equation, we make some suitable sub 5ritutton
so that Eq. (89) may reduce to an equation for which the methods of solutio~ are
known. Such a substitution is x = e'. This substitution reduces Eq. (89) to a hne:
equation with constant coefficients. To see how this can be done, we cpnsider t e
second order Cauchy-Euler equation as

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

. , 1.. >in Eq. (90). we obt ain


;\Ill i 1icn1,;1; ll
d 2y dy) £loY-= Q(e l)
dy
az( - 2 - -dt + llt -+
dt
dt

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

D = d/dt, the given differential


Solution Putting x = e , or log x = t and 1
1

equation can be written as


21
[D 1(D 1 - 1) + D 1 - 4]y = e
or 21
(Df - 4)y = e

Here, A.E. has the roots m = ± 2. Thus


2t -21 2 . -2
C .F. ~ c = c 1e + c2e = c 1x + CzX
and
l 21
P.1. = Yp = - - e
Df -4

= e21 I (1)
2
(D1 + 2) - 4

= e21 l (1)
Df +4 D1

= e2, _1_
4D
(1 + ELJ
4
-1 O)
1

= e2, _1_ (1)


4D1

J 2,
t
=- e
4

= ..!..x 2 log x
4
IJ8 Dijferenrial Equations a.JUi Jheir A.pplica.rions

Hence. the require<l solution is

., ., ,
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

The required solution, therefore, is

~
Exampk 5.46 Solve x3D3_,.,1+ 3.x2D2y + xDy + y = x + log x.

Solution Let x -- e,, and D1 == dldt so that the given


. .
equauon u1k
es (be (oflfl

or
3
(D1 + l)y == e' + r
ential Equations 199
Higher Order Linear Differ

3 + 1 = O has the roots


E
The A.. 1111
-1 and .!. ± i ✓3
2 2

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

y=c x- + ✓x[c, cos(~ logx )+c3 sin(~ logx )]+


1
1 ½x+l ogx

EGENDRE'S LINEAR EQUA


TION
~
An equation of the form

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)].

Put 1 + x = e1, t = log (1 + x) and D = dldt. Then the given equation


Solution
becomes
(D 2 + I)y = 2 sin t
Here
which is a linear equation with cons tant coef ficie nts.
C.F. =Ye = Ci cos t + c2 sin t
P.I. = Yp = -t cos t

Hence, the comp lete solution is


Y = Ye + Yp = Ci cos t + c 2 sin t - t cos t

Therefore, the solution of the give n equa tion is


log (1 + x)
Y= Ci cos log (I + x) + c 2 sin log (1 + x) - log (1 + x) cos

5.9 MISCELLANEOUS DIFFERENTIAL EQUATIONS


· which
I n th'is sec tion, we study sOlne other impo rtant type s of differential equaaons .
require special methods for their solut ions and have
a num ber of applicattons.
2
Equations of the form d y/dx2 = /(x)

Integrating with respect to x, we get

dy
;& =
f f(x) dx + c = F(x) (say)

Again integrating, we have

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.

y=++ ~ x+··-J+Bx'-'(1+ a}' x+ .. -J (222)


19-

where a, , b' and c' are given by Eq. (220).


21.
l
REMARK S· ·
If we take c0 = 1 in Eq. (218),
. then. the series. on the right-hand SI.de
of Eq. (2 l8) is known as hypergeometnc series. Equatmn (218) can also be
expressed as 23.

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

d3v· + 3d2y- + 3dy -x( 2 - 2


,4 - - - +Y= e X )•
• . dr 3 dx 2 dx
26. y" + y' - 2y = 3e-2x
25. y" - y = 2ex.
e2x
27. / ' - 3y'" - 6y" + 28y' - 24y =
+ y = 7ex. 29. y" + 3y' + 2y = 8 + 6~ + 2 sin x.
28. y" - 2y'
31. / + 2y"' + y' = 2x + sin x + cos
2 x.
30. y" + 3y' + 2y = 2(e--2x + x ).
dy 3
32. dx - 3y = x + 3x - 5.
:
foll owing diff erential equ atio ns using methods 1-7 of Section 5.3
Solve the
(D4 - m )y =cos mx + cosh mx.
4
2 2
)y = tan ax. 34.
33. (D + a
2 2x
35· (D/3 - D2 - D + l)y = x(e-x + I). 36. (D + l)y = xe .
37· (D2 + l)y = e-x + cos x + x 3 + ff cos x.
39. (D4 + D2 + 16)y = I6x2 + 256.
38. (D3 +3D2 + 3D + l)y = e-x_
3
4o. (D2 + 1) (D2 + 4)y = cos x cos x.
2 2 2 t
+
.
sm
2
x.
41 • (u-
....5 42. (Dz - 4D + 4)y = x + e'
12 ..x
- D)Y = e + 8 sin x - 2x.
· (D + l)y = cos x + xe2x + ~ sin
43 2 x.
by the method of undetermined
Solve the ~1011 owmg.
differential equ atio ns
coefficients:
2
dz .
--1'. dy d Y + 3 dy + 2y = sin x.
44. 45. dx 2 dX
dx 2 + 3 ~ + 2Y = 12ex.

2 - 2D -B) y = 9.x l + We-x.


46. ~ + dy 47. (D
dx 2 ;; + Y = x 2.
D4 _ 2D2 + l)y = .x - sin .x.
48. (D2 _ 3 49. (
so. (D2 D)y == 2e2x sin x.
+ D)y:::: x2 + 2x I the following equations:
Using the . z -x
ameter, so ve
St ,, method of variation of par .
52. y" + Zy' + y =_ -xe Jog
x
• Y + 3y' + 2 - x
, x.
53. y'' Y - l 2e . 54 • y" + Zy + y - e
. X
+ y == 4X Sin
55 • y'' .
-2y, +y -e xl
- og x.
Differential Equations and 1hezr Appl ications
228

Use the reduction of order method to find the solution of the fi .


· · · O11 OW1no
one solution of the homogeneous equation 1s given: c equation-
,

2 I 2 -0
fl
Y1 = x.
56. y - - Y + -2y - '
X X

57. (U + l)y" - 4.xy' + 4y = 0,


2 2
58. y'' - -y' + 2 y = x log x, Yi = x.
·X X-

59. Jy" + xy' - y = x2e-X, Yi = x.


Solve the following differential equations:

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.
~
, . /

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