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Rules of Differential Equations in M-II

The document outlines the fundamentals of ordinary differential equations (ODEs), including definitions, types, and specific forms such as exact and linear differential equations. It details methods for solving these equations, including integrating factors, Clairaut's equation, and higher-order equations, along with rules for complementary functions and particular integrals. Additionally, it provides conditions for exactness and techniques for finding integrating factors based on the structure of the equations.

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Himanshu negi
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0% found this document useful (0 votes)
21 views16 pages

Rules of Differential Equations in M-II

The document outlines the fundamentals of ordinary differential equations (ODEs), including definitions, types, and specific forms such as exact and linear differential equations. It details methods for solving these equations, including integrating factors, Clairaut's equation, and higher-order equations, along with rules for complementary functions and particular integrals. Additionally, it provides conditions for exactness and techniques for finding integrating factors based on the structure of the equations.

Uploaded by

Himanshu negi
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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Rules of M-II

Ordinary Differential Equations


Differential Equation:
A differential equation is an equation involving differential or
differential coefficients.
Ordinary differential equations :Differential equations which
involve only one independent variable and differential co-efficients
w.r.t it are called Ordinary differential equations.
Partial differential equations:Differential equations which
involve two or more independent variable and partial derivatives
w.r.t it are called Partialdifferential equations.
Exact Differential Equation: A differential equation is called
exact differential equation if it is obtained only by differentiation
of its primitive without applying any other operation like
addition, subtraction, elimination etc.
e.g. 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 0

Necessary and Sufficient condition for differential eq. to be exact:


The necessary and sufficient condition for differential eq.
𝜕𝑀 𝜕𝑁
Mdx+Ndy =0 to be exact is = .
𝜕𝑦 𝜕𝑥
Solution of Exact Differential equation:

∫ 𝑀 𝑑𝑥 + ∫ 𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 𝑁 𝑓𝑟𝑒𝑒 𝑓𝑟𝑜𝑚 𝑥 𝑑𝑦 = 𝑐


𝒚 𝒄𝒐𝒏𝒔𝒕𝒂𝒏𝒕

Integrating Factor: A suitable factor by multiplying with which, the


given equation becomes exact is called integrating factor.
Rules to find Integrating Factor:
1. By Inspection:
i. 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 𝑑(𝑥𝑦)
𝑦𝑑𝑥−𝑥𝑑𝑦 𝑥
ii. 2 = 𝑑( )
𝑦 𝑦
𝑦𝑑𝑥−𝑥𝑑𝑦 𝑥
iii. = 𝑑 (tan−1 )
x2 +𝑦2 𝑦
𝑦𝑑𝑥−𝑥𝑑𝑦 𝑥
iv. = 𝑑 (log )
x2 +𝑦2 𝑦
𝑦𝑑𝑥−𝑥𝑑𝑦
v. = 𝑑(log xy)
xy

2. If the equation Mdx+Ndy =0 is homogenous, then


1
Integrating factor = , provided 𝑀𝑥 + 𝑁𝑦
𝑀𝑥+𝑁𝑦
3. If the equation Mdx+Ndy =0 is of the form
𝑓(𝑥𝑦)𝑦𝑑𝑥 + 𝑔(𝑥𝑦)𝑥𝑑𝑦 = 0, then
1
Integrating factor = , provided 𝑀𝑥 − 𝑁𝑦
𝑀𝑥−𝑁𝑦
𝜕𝑀 𝜕𝑁

𝜕𝑦 𝜕𝑥
4. If = 𝑓(𝑥 ), a function of x only, then I. F. =
𝑁
𝑒 ∫ 𝑓(𝑥)𝑑𝑥
𝜕𝑁 𝜕𝑀

𝜕𝑥 𝜕𝑦
5. If = 𝑔(𝑦), a function of y only, then I. F. =
𝑀
𝑒 ∫ 𝑔(𝑦)𝑑𝑦

6. If equation Mdx+Ndy =0 is of the form


𝑥 𝑎 𝑦 𝑏 (𝑚𝑦𝑑𝑥 + 𝑛𝑥𝑑𝑦) + 𝑥 𝑐 𝑦 𝑑 (𝑝𝑦𝑑𝑥 + 𝑞𝑥𝑑𝑦) = 0,
a, b, c, d, m, n, p, q are constants, then I. F. = 𝑥 ℎ 𝑦 𝑘 ,
where h and k are obtained from the equations
𝑎+ℎ+1 𝑏+𝑘+1 𝑐+ℎ+1 𝑑+𝑘+1
= 𝑎𝑛𝑑 =
𝑚 𝑛 𝑝 𝑞

𝒅𝒚
Equations solvable for p (𝒑 = 𝒅𝒙)

• Let the differential equation be of degree n.


• Factorize the differential equation into the linear factors of the
form (𝑝 − 𝑓 (𝑥, 𝑦))
• Each factor is a differential equation of first order and first
degree. Solve them.
• Let the solutions of these factors be
𝑔1 (𝑥, 𝑦, 𝑐 ) = 0, 𝑔2 (𝑥, 𝑦, 𝑐) = 0, 𝑔3 (𝑥, 𝑦, 𝑐) = 0, … … … … … ,
𝑔𝑛 (𝑥, 𝑦, 𝑐) = 0
• Then solution of given equation is given by
𝑔1 (𝑥, 𝑦, 𝑐)𝑔2 (𝑥, 𝑦, 𝑐) 𝑔3 (𝑥, 𝑦, 𝑐) … … … … … 𝑔𝑛 (𝑥, 𝑦, 𝑐) = 0

Equations solvable for y


• Write the differential equation in the form 𝑦 =
𝑓(𝑥, 𝑝) … … … … … (1)
• Differentiating both sides w.r.t. x, we get 𝑝 =
𝑑𝑝
𝐹 (𝑥, 𝑝, ) … … … … … (2)
𝑑𝑥
• (2) is a differential equation of first order and first degree in
𝑑𝑝
. Solve it.
𝑑𝑥
• Let the solution of (2) be 𝑔(𝑥, 𝑝, 𝑐) = 0 … … … … … (3)
• To obtain the solution of given equation, eliminate p from (1)
and (3).
• If it is not possible to eliminate p from (1) and (3), then using
(1) and (3), find the values of y and x in terms of p and c.
let these values be
𝑦 = ∅(𝑝, 𝑐) … … … … … (4) 𝑎𝑛𝑑 𝑥 = 𝜓(𝑥, 𝑝) … … … … … (5)
• (4) and (5) simultaneously give solution of given equation.

Equations solvable for x


• Write the differential equation in the form 𝑥 =
𝑓(𝑦, 𝑝) … … … … … (1)
1
• Differentiating both sides w.r.t. y, we get =
𝑝
𝑑𝑝
𝐹 (𝑦, 𝑝, ) … … … … … (2)
𝑑𝑦
• (2) is a differential equation of first order and first degree in
𝑑𝑝
. Solve it.
𝑑𝑦
• Let the solution of (2) be 𝑔(𝑦, 𝑝, 𝑐) = 0 … … … … … (3)
• To obtain the solution of given equation, eliminate p from (1)
and (3).
• If it is not possible to eliminate p from (1) and (3), then using
(1) and (3), find the values of y and x in terms of p and c.
let these values be
𝑦 = ∅(𝑝, 𝑐) … … … … … (4) 𝑎𝑛𝑑 𝑥 = 𝜓(𝑥, 𝑝) … … … … … (5)
• (4) and (5) simultaneously give solution of given equation.

Clairaut’s Equation: An equation of the form 𝑦 = 𝑝𝑥 + 𝑓(𝑝) is


called Clairaut’s equation. Its solution is given by replacing p by
c in the given equation.
Equations reducible to Clairaut’s equation:
i. If the equation contains terms of the type 𝑒 𝑎𝑥 𝑎𝑛𝑑 𝑒 𝑏𝑦 ,
Put 𝑒 ℎ𝑥 = 𝑋 𝑎𝑛𝑑 𝑒 ℎ𝑦 = 𝑌, where ℎ = 𝐻. 𝐶. 𝐹. (𝑎, 𝑏).
𝑝𝑦 𝑝𝑦
ii. If the equation is of the form 𝑦 = ( ) 𝑥 2 + 𝑓 ( )
𝑥 𝑥
Put 𝑥 2 = 𝑋 𝑎𝑛𝑑 𝑦 2 = 𝑌.

Linear Differential equations


• Linear Differential equation: A differential equation is said to
be linear differential equation if it is of degree one and does
not contain any term having product of dependent variable and
its derivative.
𝑑𝑦
• Leibnitz form : An equation of the form + 𝑃(𝑥 )𝑦 = 𝑄 (𝑥 ) is
𝑑𝑥
called Leibnitz form.
Integrating factor = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 and
Solution of given equation is (Integrating factor)z =
∫ 𝑄 (𝑥 ) (Integrating factor)dx + c

𝑑𝑦
• Bernoulli’s form: An equation of the form + 𝑃(𝑥 )𝑦 =
𝑑𝑥
𝑦 𝑛 𝑄 (𝑥 ) is called Bernoulli’s form.
𝑑𝑦
Dividing both sides by 𝑦 𝑛 , we get 𝑦 −𝑛 + 𝑃(𝑥 )𝑦1−𝑛 =
𝑑𝑥
𝑄 (𝑥 ) … … … … … … . . (𝑖)
𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦 𝑑𝑧 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦
Put 𝑦1−𝑛 = 𝑧 → (1 − 𝑛)𝑦 −𝑛 = → 𝑦 −𝑛 =
𝑑𝑥 𝑑𝑥 𝑑𝑥
1 𝑑𝑧
(1−𝑛) 𝑑𝑥
.
1 𝑑𝑧 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑧
∴ (𝑖)𝑏𝑒𝑐𝑜𝑚𝑒𝑠 (1−𝑛) 𝑑𝑥
+ 𝑃(𝑥 )𝑧 = 𝑄 (𝑥 ) → +
𝑑𝑥
(1 − 𝑛)𝑃(𝑥 )𝑧 = (1 − 𝑛)𝑄 (𝑥 ) .

It is Leibnitz form.

• Higher Order Equations


Let the differential equation be of the form 𝐹 (𝐷)𝑦 = 𝑓(𝑥 )
Auxiliary eq. is given by 𝐹 (𝐷) = 0. Solve it.
Rules for Complementary Function:
1. If the roots of Auxiliary equation are real and distinct say
𝑚1 , 𝑚2 , 𝑚3 , then
𝐶. 𝐹. = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 + 𝑐3 𝑒 𝑚3 𝑥
2. If the roots of Auxiliary equation are real and distinct say
𝑚, 𝑚, 𝑚, 𝑚, 𝑚 , then
𝐶. 𝐹. = 𝑐1 𝑒 𝑚𝑥 + 𝑥𝑐2 𝑒 𝑚𝑥 + 𝑥 2 𝑐3 𝑒 𝑚𝑥 + 𝑥 3 𝑐4 𝑒 𝑚𝑥 +
𝑥 4 𝑐5 𝑒 𝑚𝑥
3. If the roots are a pair of complex conjugate numbers say
𝛼 ± 𝑖𝛽, then
𝐶. 𝐹. = 𝑒 𝛼𝑥 (𝑐1 cos 𝛽𝑥 + 𝑐2 sin 𝛽𝑥 )
4. If the roots are repeated pair of complex conjugate
numbers say 𝛼 ± 𝑖𝛽, 𝛼 ± 𝑖𝛽, 𝛼 ± 𝑖𝛽 then
𝐶. 𝐹. = 𝑒 𝛼𝑥 [(𝑐1 + 𝑥𝑐2 + 𝑥 2 𝑐3 ) cos 𝛽𝑥 + (𝑐1 + 𝑥𝑐2 +
𝑥 2 𝑐3 ) sin 𝛽𝑥 ]

Rules for Particular integral: Let the equation be of the form


𝐹 (𝐷)𝑦 = 𝑓(𝑥 ).
1
𝑃. 𝐼. = 𝑓(𝑥 )
𝐹(𝐷)

1. If 𝑓(𝑥, 𝑦) = 𝑒 𝑎𝑥
1
𝑃. 𝐼. = 𝑒 𝑎𝑥
𝐹(𝐷)
Put 𝐷 = 𝑎 provided denominator does not become
zero. If denominator becomes zero, then
1
𝑃. 𝐼. = 𝑥 𝑑 𝑒 𝑎𝑥
𝑑𝐷
𝐹(𝐷)
Put 𝐷 = 𝑎 provided denominator does not become
zero. If denominator becomes zero, then
1
𝑃. 𝐼. = 𝑥 2 𝑑2
𝑒 𝑎𝑥
𝐹(𝐷)
𝑑𝐷2
Put 𝐷 = 𝑎 provided denominator does not become
zero.
Continue this process till we get a non-zero denominator.
2. If 𝑓(𝑥 ) = cos(𝑎𝑥 ) 𝑜𝑟 sin(𝑎𝑥 )
1
𝑃. 𝐼. = 𝑓 (𝑥 )
𝐹(𝐷)
Put 𝐷 2 = −(𝑎2 ) provided denominator does not
become zero. If denominator becomes zero, then
1
𝑃. 𝐼. = 𝑥 𝑑 𝑓(𝑥 )
𝑑𝐷
𝐹(𝐷)
Put 𝐷 2 = −(𝑎2 ) provided denominator does not
become zero. If denominator becomes zero, then
1
𝑃. 𝐼. = 𝑥 2 𝑑2
𝑓(𝑥 )
𝐹(𝐷)
𝑑𝐷2
Put 𝐷 2 = −(𝑎2 ) provided denominator does not
become zero.
3. If 𝑓(𝑥 ) = 𝑥 𝑚
1
𝑃. 𝐼. = 𝑥𝑚
𝐹(𝐷)
Use Binomial Theorem i.e.
𝑛(𝑛−1)
If |𝑥 | < 1 , (1 + 𝑥 )𝑛 = 1 + 𝑛𝑥 + 𝑥2 +
2!
𝑛(𝑛−1)(𝑛−2)
𝑥 3 + ⋯ … … … ….
3!
i. (1 + 𝑥 )−1 = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + 𝑥 4 − ⋯ … … … ….
ii. (1 − 𝑥 )−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + 𝑥 4 + ⋯ … … … ….
iii. (1 + 𝑥 )−2 = 1 − 2𝑥 + 3𝑥 2 − 4𝑥 3 + 5𝑥 4 −
⋯ … … … ….
iv. (1 − 𝑥 )−2 = 1 + 2𝑥 + 3𝑥 2 + 4𝑥 3 + 5𝑥 4 +
⋯ … … … ….

4. If 𝑓(𝑥 ) = 𝑒 𝑎𝑥 𝑉, where V is any function.


1 1
𝑃. 𝐼. = 𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 ( 𝑉)
𝐹(𝐷) 𝐹(𝐷)

5. General Rule: Factorize 𝐹 (𝐷) into linear factors of the


form (𝐷 − 𝐴). Apply partial fractions.
1
(𝐷−𝐴)
𝑓(𝑥 ) = 𝑒 𝐴𝑥 ∫ 𝑒 −𝐴𝑥 𝑓(𝑥 )𝑑𝑥
Method of Variation of Parameters
It is a special method to find particular integral of a second order
differential equation.
i. Calculate the complementary function. Let it be 𝑐1 𝑦1 + 𝑐2 𝑦2
𝑦1 𝑦2
ii. Calculate 𝑊 = |𝑦 ′ 𝑦 ′ |
1 2
𝑦2 𝑋𝑑𝑥 𝑦 𝑋𝑑𝑥
iii. 𝑢 = −∫ and 𝑣 = ∫ 1
𝑊 𝑊
iv. Particular Integral = 𝑢𝑦1 + 𝑣𝑦2

Cauchy’s homogenous equation:


An equation of the form
𝑑𝑛 𝑦
𝑛 𝑛−1
𝑑𝑛−1 𝑦 1
𝑑1 𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ … … . . +𝑎1 𝑥 + 𝑎0 𝑦 = 𝑓(𝑥 )
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 1
Is called Cauchy’s homogenous equation.

𝑦𝑖𝑒𝑙𝑑𝑠 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑧 1
Put 𝑥 = 𝑒 𝑧 → 𝑧 = log 𝑥 → =
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦 𝑑𝑦 1 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦 𝑑𝑦 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦
= → = → 𝑥 = → 𝑥 = 𝜃𝑦
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑥 𝑑𝑧 𝑥 𝑑𝑥 𝑑𝑧 𝑑𝑥
𝑑
where 𝜃 =
𝑑𝑧

𝑑2 𝑦 2
𝑆𝑖𝑚𝑖𝑙𝑎𝑟𝑙𝑦 𝑤𝑒 𝑔𝑒𝑡 𝑥 = 𝜃 (𝜃 − 1)𝑦
𝑑𝑥 2
3
𝑑3 𝑦
𝑥 = 𝜃 (𝜃 − 1)(𝜃 − 2)𝑦
𝑑𝑥 3
Legendre’s equation:
An equation of the form
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦
𝑎𝑛 (𝑎𝑥 + 𝑏 )𝑛
+ 𝑎𝑛−1 (𝑎𝑥 + 𝑏) 𝑛−1
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1
1
𝑑1 𝑦
+ ⋯ … … . . +𝑎1 (𝑎𝑥 + 𝑏) + 𝑎0 𝑦 = 𝑓(𝑥 )
𝑑𝑥 1
Is called Cauchy’s homogenous equation.

𝑦𝑖𝑒𝑙𝑑𝑠 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑧 𝑎
Put (𝑎𝑥 + 𝑏) = 𝑒 𝑧 → 𝑧 = log(𝑎𝑥 + 𝑏) → = (𝑎𝑥+𝑏)
𝑑𝑥

𝑑𝑦 𝑑𝑦 𝑑𝑧 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦 𝑑𝑦 𝑎 𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦 𝑑𝑦
= → = → (𝑎𝑥 + 𝑏) =𝑎
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑥 𝑑𝑧 (𝑎𝑥+𝑏) 𝑑𝑥 𝑑𝑧
𝑦𝑖𝑒𝑙𝑑𝑠 𝑑𝑦 𝑑
→ (𝑎𝑥 + 𝑏) = 𝑎𝜃𝑦 where 𝜃 =
𝑑𝑥 𝑑𝑧

𝑑2 𝑦
𝑆𝑖𝑚𝑖𝑙𝑎𝑟𝑙𝑦 𝑤𝑒 𝑔𝑒𝑡 (𝑎𝑥 + 𝑏 )2 2
= 𝑎2 𝜃 (𝜃 − 1)𝑦
𝑑𝑥
𝑑3 𝑦
(𝑎𝑥 + 𝑏 )3 2
= 𝑎3 𝜃(𝜃 − 1)(𝜃 − 2)𝑦
𝑑𝑥
Method of Undetermined Coefficients
Following is the table of trial solutions:
Applications of Differential Equations
LCR circuits
𝑑2 𝑞 𝑑𝑖
• Voltage drop across inductance L is 𝐿 or 𝐿
𝑑𝑡 2 𝑑𝑡
𝑑𝑞
• Voltage drop across resistance R is 𝑅 or 𝑅𝑖
𝑑𝑡
𝑞
• Voltage drop across capacitance C is
𝐶
• By Kirchhoff’s law,
sum of voltage drops across a closed circuit = E.M.F.
𝑑2 𝑞 𝑑𝑞 𝑞
i.e. 𝐿 +𝑅 + = 𝐸. 𝑀. 𝐹.
𝑑𝑡 2 𝑑𝑡 𝐶

Simple Population Decay Model


If y is the amount of material at any time t, then
𝑑𝑦
= 𝐾𝑦
𝑑𝑡
Where 𝐾 is a constant.

Orthogonal Trajectories:
1. In Cartesian Coordinates:
i. Form an ordinary differential equation from
the given curve.
𝑑𝑦 𝑑𝑥
ii. Replace 𝑑𝑥 by (− 𝑑𝑦) in the formed
differential equation.
iii. Solve the differential equation.

2. In Polar Coordinates:
i. Form an ordinary differential equation from
the given curve.
𝑑𝜃 1 𝑑𝑟
ii. Replace 𝑟 𝑑𝑟 by (− 𝑟 𝑑𝜃) in the formed
differential equation.
iii. Solve the differential equation.

SOME IMPORTANT EXPANSIONS


𝑥2 𝑥3 𝑥4 𝑥5
• e =1+𝑥+
𝑥
+ + + + … … ….
2! 3! 4! 5!
𝑥2 𝑥3 𝑥4 𝑥5
• e−𝑥 = 1 − 𝑥 + − + − + … … ….
2! 3! 4! 5!
𝑥2 𝑥3 𝑥4 𝑥5 𝑥6
• log(1+x) = 𝑥 − + − + − + … … ..
2 3 4 5 6
𝑥2 𝑥3 𝑥4 𝑥5 𝑥6
• log(1-x) = −𝑥 − − − − − − … … ..
2 3 4 5 6
𝒙𝟐 𝒙𝟒 𝒙𝟔
• cos x = 𝟏 − + − + … … ….
𝟐! 𝟒! 𝟔!
𝑥3 𝑥5 𝑥7
• Sin x = 𝑥 − + − + … … … … … ….
3! 5! 7!
𝒙𝟐 𝒙𝟒 𝒙𝟔
• cosh x = 𝟏 + + + + … … ….
𝟐! 𝟒! 𝟔!
𝑥3 𝑥5 𝑥7
• Sinh x = 𝑥 + + + + … … … … … ….
3! 5! 7!
𝑥3 𝑥5 𝑥7
• 𝑡𝑎𝑛−1 = 𝑥 − + − + … … … … … ….
3 5 7
𝑥3 𝑥5 𝑥7
• 𝑡𝑎𝑛ℎ −1 = 𝑥 + + + + … … … … … ….
3 5 7
• (1 + x)−1 = 1 − x + x 2 − x 3 + x 4 −
…………………………………………
• (1 − x)−1 = 1 + x + x 2 + x 3 + x 4 +
…………………………………………
• (1 + x)−2 = 1 − 2x + 3x 2 − 4x 3 + 5x 4 −
…………………………………………
• (1 − x)−2 = 1 + 2x + 3x 2 + 4x 3 + 5x 4 +
…………………………………………

Partial Differential Equations

First Order and First Degree Partial Differential Equations


• Lagrange’s Equation
An equation of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅 is called Lagrange’s
𝜕𝑧 𝜕𝑧
equation where 𝑝 = and 𝑞 =
𝜕𝑥 𝜕𝑦

Auxiliary equations are:


𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑃 𝑄 𝑅
• Integral Surface Passing Through a Given Curve
Let the given equation be of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅
i. Solve given Lagrange’s equation 𝑃𝑝 + 𝑄𝑞 = 𝑅
ii. Let the two independent solutions obtained be
𝑢(𝑥, 𝑦, 𝑧) = 𝐴 and 𝑣(𝑥, 𝑦, 𝑧) = 𝐵
iii. Let the curve in parametric form be
𝑥 = 𝑥 (𝑡), 𝑦 = 𝑦(𝑡), 𝑧 = 𝑧(𝑡)
iv. Therefore 𝑢(𝑥, 𝑦, 𝑧) = 𝐴 and 𝑣(𝑥, 𝑦, 𝑧) = 𝐵 become
𝑢(𝑥 (𝑡), 𝑦(𝑡), 𝑧(𝑡)) = 𝐴 and 𝑣(𝑥 (𝑡), 𝑦(𝑡), 𝑧(𝑡)) = 𝐵
v. Get a relation in terms of A and B by eliminating t from u
and v.
vi. Back substitute the values of A and B, in terms of x, y, z
from step ii, in the relation.
• Orthogonal Surfaces
1. Type I: If the given family of surfaces is 𝐹 (𝑥, 𝑦, 𝑧) = 𝜆
𝜕𝐹 𝜕𝐹 𝜕𝐹
i. Find , ,
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕𝐹 𝜕𝐹 𝜕𝐹
ii. Consider the equation 𝑝+ 𝑞=
𝜕𝑥 𝜕𝑦 𝜕𝑧
This is Lagrange’s equation. It’s solution will give
family of orthogonal curves.

2. Type II: If the given family of surfaces is 𝑓(𝑢, 𝑣) = 0


i. Form a partial differential equation by eliminating f.
ii. Compare the formed PDE with Lagrange’s equation
Pp + Qq = R and find values of P, Q and R from
formed PDE.
iii. Solve the differential equation
𝑃𝑑𝑥 + 𝑄𝑑𝑦 + 𝑅𝑑𝑧 = 0. It’s solution will give family
of orthogonal curves.

First Order and Higher Degree Partial Differential Equations


• Type I: If the PDE is of the form 𝑓(𝑝, 𝑞 ) = 0
i. Complete solution is given by 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑐, where a
and b satisfy the given equation i.e., 𝑓(𝑎, 𝑏) = 0
ii. Solving 𝑓(𝑎, 𝑏) = 0, let we get 𝑏 = 𝜙(𝑎)
iii. Therefore, complete solution is 𝑧 = 𝑎𝑥 + 𝜙(𝑎)𝑦 + 𝑐
iv. These types of equations do not have a singular solution.
v. For General Solution, put 𝑐 = ℎ(𝑎) in
𝑧 = 𝑎𝑥 + 𝜙(𝑎)𝑦 + 𝑐
∴ we get 𝑧 = 𝑎𝑥 + 𝜙(𝑎)𝑦 + ℎ(𝑎) --------- (*)
Differentiate (*) partially w.r.t. a.
𝜕𝑧
Thus we get = 𝑥 + 𝜙′(𝑎)𝑦 + ℎ′(𝑎) --------- (**)
𝜕𝑎
(*) and (**) give general solution.
• Charpit’s Method
Let the PDE of the form 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞 ) = 0
Auxiliary equations are:
𝑑𝑝 𝑑𝑞 𝑑𝑧 𝑑𝑥 𝑑𝑦
= = = =
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
+𝑝 +𝑞 −𝑝 −𝑞 − −
𝜕𝑥 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑝 𝜕𝑞 𝜕𝑝 𝜕𝑞

i. Find the value of p or q by using auxiliary equations.


ii. Put the obtained value in given equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞 ) =
0. Thus find values of p and q in terms of x, y, z.
iii. Solve the ordinary differential equation 𝑑𝑧 = 𝑝𝑑𝑥 + 𝑞𝑑𝑦.

Higher Order Homogenous Partial Differential Equations


with Constant Coefficients
Let the partial differential equation be of the form 𝐹(𝐷, 𝐷′)𝑧 = 𝑓(𝑥, 𝑦)

Auxiliary eq. is obtained by putting D=m and D’=1 in 𝐹(𝐷, 𝐷′) = 0.

Rules for Complementary Function:

1. If the roots of Auxiliary equation are distinct say 𝑚1 , 𝑚2 , 𝑚3 , then


𝐶. 𝐹. = 𝑓1 (𝑦 + 𝑚1 𝑥) + 𝑓2 (𝑦 + 𝑚2 𝑥) + 𝑓3 (𝑦 + 𝑚3 𝑥)
2. If the roots of Auxiliary equation are repeated say 𝑚, 𝑚, 𝑚 , then
𝐶. 𝐹. = 𝑓1 (𝑦 + 𝑚𝑥) + 𝑥𝑓2 (𝑦 + 𝑚𝑥) + 𝑥 2 𝑓3 (𝑦 + 𝑚𝑥)
1
Rules for Particular integral: 𝑃. 𝐼. = 𝑓(𝑥, 𝑦)
𝐹(𝐷,𝐷′)

1. If 𝑓(𝑥, 𝑦) = 𝑒 𝑎𝑥+𝑏𝑦
1
𝑃. 𝐼. = 𝑒 𝑎𝑥+𝑏𝑦
𝐹(𝐷,𝐷′)
Put 𝐷 = 𝑎 𝑎𝑛𝑑 𝐷′ = 𝑏 provided denominator does not become
zero. If denominator becomes zero, then
1
𝑃. 𝐼. = 𝑥 𝜕 𝑒 𝑎𝑥+𝑏𝑦
𝜕𝐷
𝐹(𝐷,𝐷′)
Put 𝐷 = 𝑎 𝑎𝑛𝑑 𝐷′ = 𝑏 provided denominator does not become
zero. If denominator becomes zero, then
1
𝑃. 𝐼. = 𝑥 2 𝜕2
𝑒 𝑎𝑥+𝑏𝑦
𝐹(𝐷,𝐷′)
𝜕𝐷2
Put 𝐷 = 𝑎 𝑎𝑛𝑑 𝐷′ = 𝑏 provided denominator does not become
zero.
2. If 𝑓(𝑥, 𝑦) = cos(𝑎𝑥 + 𝑏𝑦) 𝑜𝑟 sin(𝑎𝑥 + 𝑏𝑦)
1
𝑃. 𝐼. = 𝑓(𝑥, 𝑦)
𝐹(𝐷,𝐷′)
2
Put 𝐷 = −(𝑎 , 𝐷′ = −(𝑏 2 ) 𝑎𝑛𝑑 𝐷𝐷′ = −𝑎𝑏 provided
2 2)

denominator does not become zero. If denominator becomes


zero, then
1
𝑃. 𝐼. = 𝑥 𝜕 𝑓 (𝑥, 𝑦)
𝐹(𝐷,𝐷′)
𝜕𝐷
2
Put 𝐷2 = −(𝑎2 ) , 𝐷′ = −(𝑏 2 ) 𝑎𝑛𝑑 𝐷𝐷′ = −𝑎𝑏 provided
denominator does not become zero. If denominator becomes
zero, then
1
𝑃. 𝐼. = 𝑥 2 𝜕2
𝑓 (𝑥, 𝑦)
𝐹(𝐷,𝐷′)
𝜕𝐷2
2
Put 𝐷2 = −(𝑎2 ) , 𝐷′ = −(𝑏 2 ) 𝑎𝑛𝑑 𝐷𝐷′ = −𝑎𝑏 provided
denominator does not become zero.
3. If 𝑓(𝑥, 𝑦) = 𝑥 𝑚 𝑦 𝑛
1
𝑃. 𝐼. = 𝑥𝑚𝑦𝑛
𝐹(𝐷,𝐷′)
Use Binomial Theorem i.e.
𝑛(𝑛−1) 2 𝑛(𝑛−1)(𝑛−2) 3
If |𝑥| < 1 , (1 + 𝑥)𝑛 = 1 + 𝑛𝑥 + 𝑥 + 𝑥 + ⋯ … … … ….
2! 3!
(1 + 𝑥) −1 2 3 4
v. = 1 − 𝑥 + 𝑥 − 𝑥 + 𝑥 − ⋯ … … … ….
vi. (1 − 𝑥)−1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + 𝑥 4 + ⋯ … … … ….
vii. (1 + 𝑥)−2 = 1 − 2𝑥 + 3𝑥 2 − 4𝑥 3 + 5𝑥 4 − ⋯ … … … ….
viii. (1 − 𝑥)−2 = 1 + 2𝑥 + 3𝑥 2 + 4𝑥 3 + 5𝑥 4 + ⋯ … … … ….

4. If 𝑓(𝑥, 𝑦) = ∅(𝑎𝑥 + 𝑏𝑦)


1 1
𝑃. 𝐼. = ∅(𝑎𝑥 + 𝑏𝑦) = ∫ ∫ … . . ∫ ∅(𝑢) 𝑑𝑢𝑑𝑢 … 𝑑𝑢
𝐹(𝐷,𝐷′) 𝐹(𝑎,𝑏)

(n times)
where 𝑢 = 𝑎𝑥 + 𝑏𝑦 provided denominator does not become
zero, otherwise it becomes case of failure.
If it is a case of failure, then
𝑥 𝑛 𝑛!
𝑃. 𝐼. = 𝑛 ∅(𝑎𝑥 + 𝑏𝑦)
𝑏
5. General Rule: Factorize 𝐹 (𝐷, 𝐷′) into linear factors of the
form (𝐷 − 𝑚𝐷′)
1
𝑓(𝑥, 𝑦) = ∫ 𝑓(𝑥, 𝑐 − 𝑚𝑥)𝑑𝑥
(𝐷−𝑚𝐷′)

Where c is to be replaced by (𝑦 + 𝑚𝑥) after integration.


• Classification of Partial Differential Equations:
Consider the partial differential equation of the form
𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕𝑧 𝜕𝑧
𝐴 2
+𝐵 +𝐶 +𝐷 +𝐸 = 𝐹(𝑥, 𝑦)
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 2 𝜕𝑥 𝜕𝑦

Then the equation is:


i. Elliptic if (𝐵2 − 4𝐴𝐶) < 0
ii. Parabolic if (𝐵2 − 4𝐴𝐶) = 0
iii. Hyperbolic if (𝐵2 − 4𝐴𝐶) > 0

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