Ordinary Differential Equations: in D N
Ordinary Differential Equations: in D N
Ordinary Differential
Equations
CHAPTER
HIGHLIGHTS
☞ Laplace transforms
☞ Introduction
☞ Differential equations
InTRODUCTIOn dy
6. 3
y d 2 9 y 16x2
Familiarity with various methods used in evaluating indefi- ddx3 8y dx
dx2
nite integrals or finding anti-derivatives of functions [or, in u u
7. x y 8u
other words, evaluating ∫ f(x) dx] is a pre-requisite.
x y
2u 2u
DIffeREnTIAL EQUATIOns 8. 10
An equation involving derivatives of a dependent variable y2 2 x2 2
u u
with respect to one or more independent variables is called 9. 25
a differential equation. The equation may also contain the
y2 x2
variables and/or their functions and constants. If there is
only one independent variable, the corresponding equation 4u 4
2u u e3xy
10.
is called an ordinary differential equation. If the number of x2y2 y4
independent variables is more than one, the corresponding 6
x4
equation is called a partial differential We note that in the given examples, Eqs. (1) to (6) are
equation. ordinary differential equations while Eqs. (7) to (10) are
partial differential equations. We refer to these examples
Examples: later on in next chapter.
dy
1. x4 ex y Certain Geometrical Results may
dx also be
d 2 y dy 2
2. x2 3 3y4 x sin x Expressed as Differential Equations
6
dx2 dx Illustration 1 Consider a family of parallel lines. All these
dy lines have the same slope. If k represents the slope, we
3. 5 y x3 tan
x dx may interpret the family of parallel lines as curves
having the
d 2y dy
4. 4y 0 same slope. As
dx2 dx
represents the2
slope of the tangent to
d3 y dy 4 a curve atdyany point (x, y), we may say that the differential
5. 5 e2xy 6 equation k represents a family of parallel lines.
3
dx dx dx
2.34 | Part ■ Engineering
II Mathematics
dy dn y dn1 y dn2 y
Illustration 2 The differential equation y k (a P P P ⋯
constant)
dx 0
dxn 1 2
may be said to represent the family of curves having the dxn1 dxn2
dy
length of subnormal equal k at every point (x, y) on the P 1 Pn y Q
curve. (We may note that the family of curves is the family n dx
of parabolas). Our study is confined to ordinary differential where P0, P1, P2, . . ., Pn, Q are functions of x or
equations. In what follows, differential equation means constants. If an equation is not linear, it is called a non-
ordinary differential equations. linear differ- ential equation. In examples, 1, 3, 4, 6 are
linear differential
equations, while examples 2 and 5 are non-linear differential
Order of a Differential Equation equations.
It is defined as the order of the highest derivative present in the
equation. Examples (1), (3) are of first order; (2), (4) are of Solution of a Differential Equation
second order and (5), (6) are of third. A function y = f(x) or F(x, y) = 0 is called a solution of
a given differential equation if it is defined and differenti-
Degree of a Differential Equation able (as many times as the order of the given differential
The degree of a differential equation is defined as the degree of equation) throughout the interval where the equation is
the highest order derivative present in the equation. (It valid, and is such that the equation becomes an identity
dy d 2 y
when y, , ,… are replaced by f(x), f ′(x), f ″(x),
…
is assumed that the various order differential co-efficients dx dx2
or derivatives present in the equation are made free from respectively. dy d 2 y
fractional powers). [In the case of F (x, y) = 0 one has to get , 2 , … by
Examples (1), (2), (3), (4), (6) are of first degree while successive differentiation of F(x, y) = 0 with dx dx to x].
respect
Example (5) is of second degree. Examples:
Consider the differential equation, dy
dy 2
5/ 2 1. y = e7x is a solution of 7y, since on substitution
d3 y dx
1 4 . of y = e , both left and right sides of the differ-
7x
3
dx dx
ential equation become identical. We find that
Taking the square on both sides (to free it from 1
y e7x , 3e7x ,e7x or, in general, y = Ce7x, where
fractional powers), the differential equation is 2
5 2
dy 2 d3 y C is an arbitrary constant represents solutions of
dy
1 16 . dx 7y.
dx
3
dx
2. y2 – x2 = 4 is a solution of the differential equation
This is a third order second degree differential equation. dy x
. Also, y2 – x2 = 5, y2 – x2 = –10, … or, in gen-
dx y
Linear Differential Equation of
If, in a differential equation, the dependent variable and dx2 dx
the derivatives appear only in the first degree and there is d 2y dy
only x; a a y f ( x),where a , a are
no term involving products of the above or containing
func- tions of the dependent variable, it is called linear con-
differen- tial equation. dx2 1
dx 2 1 2
tion and find that particular value of the arbitrary constant loge e
C 2 C
in the general solution which satisfies the condition y(x0) = y2 x2
y0.
This means that the solution of an initial value problem is xy Ce 2
a particular solution of the given differential equation.
First Order First Degree Equations The general form of Example
5
dy Solve the initial value problem
the equation will be f ( x, y).
dx dy 3
y2 x2ey , y(1) (0)
Separable Equations (or Variables Separable Type) dx
Here, the given differential equation can be reduced to
Solution
the form dy
dy Given: y2 x2ey
3
dx 1 x . 1 x
2
t c
Solution 3 3
1 y2 1 3 x3
dy e y c.
dx 1 x2 3 3
1 1
dy dx Given: When x = 1, y = 0;
1 y2 1 1
1 x2 e c
3 3
sides,
Integrating on both 2
1 1 c
dy dx.
∴ The solution is
3
1 y2 1 x2 1 3 x3 2
e y
.
sinh–1y = sinh–1x + c. 3 3 3
Example
x +e
3 –y3
– 2 = 0.
4
Chapter ■ Ordinary Differential Equations |
dy 2 2.39
Solve: ( x xy )
2
( y x y)
2
Homogeneous Differential
0.
dx
Equations Homogeneous differential equation will
be of the form f (x, y)dy = g(x, y)dx, where f (x, y) and g(x,
Solution y) are homogeneous
dy functions in x and y of the same degree.
( x xy2 ) ( y x2 y)
0
dx Definition
(x – xy2) dy + (y + x2y) dx = 0 A function F(x, y) in x and y is a homogeneous function in
x and y of degree n(n, a rational number), if F(x, y) can be
2 + y (1 + 22) dx = 0
x(1 – y12) ydy 1 x
dy dx 0 n y n x
expressed as x or y .
y x
x y
2.40 | Part ■ Engineering
II Mathematics
4y
y3 Solution
1. x 4x y y x 1
3 2
3
is a homogeneous
3 dy y
x x3 Given: x y x sin
dx x
function in x and y of degree 3.
3 y dy y y (1)
sin
2. x tan is a homogeneous function in x and y of dx x
x
x
dy dv
degree 3. Put y vx, vx .
3. xy dx dx
is a homogeneous function in x and y of
2x 3y Substituting in (1) we get,
degree 0. We change the dependent variable y to v dv
by vx v sin v
dy dv dx
the substitution y = vx. Then, vx .
dx dx
dy xdv
On substitution y and sin v 1 dv 1
dx in the given homogeneous sin dx x
dx v
equation, it reduces to the variables separable form. 1
cosec v dv dx
x
Example 6
dy ⇒ log (cosec v – cot v) = log x + log c
Solve: x2 x2 7xy 9 y2. ⇒ cosec v – cot v = cx
dx
y y
Solution
cosec cot cx.
x x
dy
x2 x2 7xy 9
y2 Example
dx 8
dy 7 9 y 2 Solve 3y2 dx + (2xy + 3x2) dy = 0.
ydx 1
x x
Put y xv Solution
dy dv 3y2 dx + (2xy + 3x2) dy = 0.
v
dx dx dy 3y2
dv
v 1 7v
dx 2xy 3x2
9v2 dy dv
dx
dv Put y vx vx
x 9v2 6v
dx dx
1
dx dv 3v2
1 vx
dv
1 dx dx 2v 3
9v 6v 1
2
x
dv 3v
2
x v
Integrating on both sides, 2v 3
dx
1 1 dv 3v2 2v2 3v
x
Chapter ■ Ordinary Differential Equations |
9v 2
6v 1
dv 2 2.41
dx 2v 3
dx
x
1 1 1 1
2v dv dx
3
c 1)
log(3v
2
dv dx
x 3(3v 1)
log x 5v2 3v x
1 1
x 2v 3 dv dx 0
3y log cx log v(5v x
cx e e 3)
9 y 3x
3 1 Integrating on both sides,
x
where C is an arbitrary constant. 1 3 1
dv dx 0
v 5v 3 x
Example 7 3
dy y (5v 3) log x log
Solve
x y x sin log v c. log
5
dx x ⇒ 5 log v –3 log (5v + 3) + 5 log x = 5 log c.
2.42 | Part ■ Engineering
II Mathematics
Example 10
log v5 x5 log Find the solution of (ey + 1) cot x dx + ey log(sin x) dy = 0.
(5v c5
3)3
y5 Solution
y c1, where c
5
3 Given (e y + 1)cot x dx + e y log (sin x)dy = 0
c1
5
3 x Let M = (e y + 1)cot x and N = e y log (sin x)
y5 x3
c M N
(5 y 3x)3 1 x3 y5 c31(5 y e y cot x e y cot x
3x) x
and
y
f f
Mdx (the terms of N not containing x)dy =
C
That is, dx dy Mdx x
x y
Ndy
(e y
1) cot x dx 0 dy C
II Mathematics
x2y y 2x 1
dx 1 M N [2 y 2 y]
0 2 dy
x y2 x2 y2 N y x 2xy
2
The solution is U y dy f(
x) x
C
xy 2 Integrating factor (IF)
x
U M1dx, where M1 e f ( x)
2
x2 2log x log
1
1
y dx
2
dx
x 2 2 y2 dx
x
e x e
∴
x2
x y e x2 1
x 1
Multiplying the given equation with , we get
dx 2 y dx x2 y2 2xy x2
x y
2 2
x2 y2 2 dx dy 0
x x x 2
1 1 x2 y2 y
log( x2 y2 ) 1
tan dx 2 dy (2)
2y x 2
0 x
2 y y
1 x x2 y2 and N 2y
log (x y ) 2 tan
2 2 1 M1 1
2
x
x
2 y
y 2x M1 2 y N1 2 y
2 , and 2
Since in N1 there is no term independent of x, y x x x
x2 y2 M N
the solution is 1
1
1 x
∴ Eq. (2) is an exact equation and its solution is
y x
log (x y ) 2 tan
2 2 1
C
2 y x
(the terms of N1 not containing x) dy = C
Method M1dx x y2
x 2
2
If the differential equation Mdx + Ndy = 0 is of the form dx 0dy C
1 x2
y, f(xy)dx + x g(xy)dy = 0 and Mx – Ny ≠ 0, then is x
y2 y2
x
Mx Ny 1 dx C C. x
an integrating factor of Mdx + Ndy = 0. x2
Example 13
Method 3 Find the solution of xy 2dx + ( y + y2)dy = 0.
In the equation Mdx + Ndy = 0, Solution
1 M N Given xy2dx + ( y + y2)dy = 0 (1)
if f ( x), then f ( x) is an integrating
N y dx Mdx + Ndy = 0
e
x
factor of the given equation. M = xy2; N = y + y 2
1 N M M N
∫g( y) dy 2xy and 0
Similarly if
Chapter ■ Ordinary Differential Equations |
g( y) then e is an 2 y
2.45 x
M x y
M N
integrating factor of the given equation.
y x
Example 12
1 N M 1
Find the solution (x2 – y2)dx + 2xy dy = 0. M x y xy 2 [2xy]
Solution 2
g(
Given (x2 – y2)dx + 2xy dy = 0 (1) y) y
M = x – y and N = 2xy
2 2
Integrating factor is e∫g(y)dy
2 1
M N y dy log 1
2 y and 2 e e2log y dy y2
y e
y x y2
1
M N MultiplyingEq.(1)by , we get xy dx2
y y2
dy 0
y x y2 y2 y2
2.46 | Part Engineering
■
II Mathematics
1
xdx 1 dy Here, P = cot x, Q = cosec x.
0 ∫ Pdx = ∫cot x dx = log (sin x)
y
Pdx d dx c
e dy Py is {ye ∫Pdx}. The factor e ∫Pdx is sin x dx C 3
4
called
cos 3x 3
dx dx y(1 x4 ) cos x c
an integrating factor of Eq. (2). 12 4
Suppose we multiply both sides of Eq. (1) by e ∫Pdx
, it 12y(1 + x4) = cos3 x – 9 cos x + c
is
d d
reduced to ( ye Pdx ) d Example 16
( Qe Pdxdx), since ( Qe
dy
dx dx Pdx Solve x2 y 4x2 8 2 y.
dx
Pdx
Pdx
dx) Qe . Hence, we get the general solution of Eq.
ye Pdx C Qe dx.
(1) as
Chapter ■ Ordinary Differential Equations |
dx 2
Solution 2.47
dy
Given: x2 y 4x2 8 2 y
Example 14
dx
dy dy
Solve sin x y cos x y4 2y
8
1. x2
dx dx x2
Solution dy 2 8
y 4
1
dy
sin x y cos x dx x2 x2
1 P 2 Q 8
Here, 1 and 4
dx
dy x 2 x2
(cot x) y cosec 2 2
x. Pdx 1 dx x
dx
This is a linear equation in y x2 x
2.48 | Part ■ Engineering
II Mathematics
2
x x2
IF
x e Pdx e 1 3 Ce 2
y
General solution is y ⋅ IF = ∫Q ⋅ IFdx + c 1
x
2
8 x
2 y x2
ye x 4 2 x dx c 3 Ce 2
e x
2 Example 18
x2
4 1 2 x dx c
e x
dy y y
x
2 Solve log y (log y)2.
(Put e x dx x x 3
t
2
e x x 1 2 dx Solution
dt)
x 2 = dy y log y y(log y)2
Given
4 ∫ dt + c = 4t +
c dx x x3
1 dy 1 1 1
The general solution is
2
xx 2 (1)
ye xx
c y(log y)2 dx x (log y) x3
4e
Solution dx x x3 dx x x3
dy
Given xy (3xy2 It is a linear equation in u.
) Here 1 1
P and Q
dx
Throughout the equation dividing with y2 we x x3
1
get dx 1
dy
y2 xy1 3x IF e Pdx e elog x
dx (1)
x x
∴ Solution is u . IF = ∫QIFdx + c
Let y1 u du dy
y2
dx dx 1 1 1
du u dx c
The Eq. (1) becomes x x3 x
xu 3x 1
dx u x4dx c
du
xu x
3x dx 1 1
c
Chapter ■ Ordinary Differential Equations |
The above equation is a linear differential equation in 2 (log2.49
y)x 3x3
u.
∴ IF e Pdx e xdx e
x2
Second Order Linear Differential
Equations with Constant Co-
∴ Solution is u ⋅ IF = ∫QIF
2
efficients
dx The standard form of a second order linear differential equa-
x2 x2 tion with constant co-efficients is
ue 2 3xe 2 d2y dy
dx.
3et dt when t x
2 a0 2 a1 a2 y F ( x) (1)
where a , a , a are dx
real constants
dx and F(x) is a function of
2 0 1 2
dx dx dy
Substituting in Eq. (8), m1y c1 em1 x is a linear
Substituting y = u(x) + v(x) in Eq. (1), equation. The general solutiondxis given by ye–m x = c + ∫c em x
1 1
d2 d 2 1
a (u v) a (u v) a (u em xdx c2 c1x
1
v)
0
dx2 1
dx 2
or y c2em x c1xem x em x (c2
1 1 1
d 2u du d 2v dv
c1x) where c and c are arbitrary constants.
a0 2 a1 a2u a0 2 a1 a2 v 1 2
dx dx dx dx Case 3: Let the roots of (V) be complex. Let us assume the
= 0 + F(x) (by Eqs. (3) and (4)) roots as the conjugate pairs a ± ib. (The co-efficients a0, a1,
a2 being real, roots occur in conjugate pairs).
= F(x).
The general solution is y c1e( i )x c2e( i )x
We infer that y = u(x) + v(x) is the general solution of
the Eq. (1). Thus, the general solution of Eq. (2) is the sum c1e x (cos x i sin x) c2e x (cos x i sin
of the general solution of the corresponding homogeneous x)
= ea x{(c + c ) cos b x + i(c – c ) sin b x}
equation (2) and a particular solution of the given equation 1 2 1 2
∴
ekx
The general solution of the equation is (c1 1 1
+ c2x)e . 5x a (k m ) (D k )
0 0
Example 25 1
Let ekx X1
Obtain the complementary function of the equation (D k )
d 2y dy
6 10 y kx
Then (D dX1 kx
3x
e .
k ) X1 e
dx2 dx or
kX1 e
dx
Solution This is a linear equation and the particular solu-
tion of the above equation is xekx. Therefore, particular
d 2y dy 1
Given: 6 10 y integral xekx .
e3x
dx2 dx a0 (k m0 )
⇒ (D2 – 6D + 10)y = e3x 2. Suppose both the roots of the auxiliary equation are k.
Auxiliary equation is m2 – 6m + 10 = 0 Then, particular integral
6 36 1 [ekx ]
m 6
2i3 i
40 2 a0 (D k )2
∴
2
y The complementary function is given by c = e3x(c1cos x 1 1 kx
a (D k ) (D k ) e
+ c2sin x). 0
1
To find a particular integral of Eq. (1) or to find a kx
[xe ],
particular
solution of the Eq. (1): a0 (D k )
1
d 2 y dy Use the result in (1) . Now, let
( xe ) X 2
kx
a 0 dx2 a1 a2 y F ( Dk
dx x)
dX 2
We have, therefore, (D – k) X = xekx or xekx
kX
We may write the above as (a D2 + a D + a ) y = F(x) or 2 dx 2
0 1 2
f (D) y = F(x) where f (D) stands for (a D2 + a D + a ). which is a linear equation.
0 1 2
Particular integral y is that function of x independent of x2 kx
Particular solution is X e or, particular inte-
arbitrary constants such that f (D) on y or f (D) y yields 2
2
F(x).
1 x2
This is symbolically represented as y {F ( gral in this case is given by y ekx .
f (D) x)}. 2
Example 26
Case 1: F(x) = ekx where k is a constant.
Chapter ■ Ordinary Differential Equations |
Solve the differential equation: 2 2.53
We have D(ekx) = kekx, D2(ekx) = k2ekx … or, in general,
g(D) (ekx) = g(k) ekx where g(D) is a polynomial in D, in (D2 + 5D + 6)y = e–4x
PI 1 1 1 cos3x
6e2x PI cos 3x cos 3x
3D D 10
2
D 16
2
(3)2 16 7
1
(D 2) (3D Example 30
6e2 x
5) 1 Find the particular integral of the equation (D2 – 5D + 6) y
1 2x
1 1 e2x 6 e 1 = sin 3x.
6
D 2 3D 5 (D 2) 11
6 1 Solution
e2x 6 xe2 1
x
∴
11 (D 2) 11 PI
D2 5D 6 sin 3x
General solution is
5
6 1
xe2x . 32 5D 6 sin 3x
y c1e2x x
c2e 3 11
Example 28 1
sin 3x
Solve (D2 – 12D + 36)y = e6 5D 3
x
Solution 5D 3
(5D 3) (5D sin 3x
Given: (D 2 – 12D + 36) y = e6
x 3)
Auxiliary equation is m2 – 12m + 36 = 0. (5D 3) 3 5D
(25D2 9) sin 3x sin 3x
m2 – 12m + 36 = 0. 25(9) 9
m = 6, 6 1
Complementary function (CF) = (c1 + c2x)e6x [(3 5D) sin 3x]
234
Chapter ■ Ordinary Differential Equations |
PI 1 1 2 2.55
e6x 6 1
D 12D 36
2
(D 6)2 ex 234 [3sin 3x 5D(sin 3x)]
x2 6 x
e 1
2!
∴ General solution is y = CF + PI
[3sin 3x 15 cos 3x]
234
x2
(c c x) e6x 15 cos 3x 3sin 3x
e6x0 PI
2 234 234
1 2!
2.56 | Part ■ Engineering
∴ CF = c1 cos 4x + c2 sin 4x
II Mathematics
NOTE 1
PI
Suppose g(– k2) = 0. sin 4x.
Let us discuss the technique of finding particular inte- D2 16
gral in this case. 1 x
[sin kx]. cos 4x
Suppose we have to find 2
D k2 24
By Euler’s formula, eikx = cos kx + i sin kx or sin 1 x
kx ∵ sin kx cos kx
D 2 k2 2kx
= imaginary part of eikx. 1
Particular integral 2 [sin x
D k2 cos 4x
kx]. 1
= Imaginary part of (eikx ) 8
D2 k
2 General solution is y = CF + PI
=Imaginarypartof 1 ikx
(D ik ) (D ik) e c1 cos 4x c2 sin 4x
x
cos 4x.
8
1 eikx
= Imaginary part of D
ik 2ik
=
Cauchy’s Homogeneous Linear
xeikx Equations
Imaginary part of
2ik An equation of the form
x dn y
=Imaginarypartof (cos kx i sin n1
2ki xn p1xn1 d y ⋯ pn y Q( x) (1)
x dxn
= Imaginarypartof ( i cos kx sin dxn1
2k
kx) where p1, p2, . . ., pn are constants is called Cauchy’s linear
x cos kx equation. To convert the above equation into linear
. differen- tial equation with constant co-efficients, we
∴ z = log x,
substitute x = ez or z = log x.
1
Similarly, if we have to find
D2 k 2 [cos dz 1
dx x
1
We write it as the real part of
kx]. dy dy dz
(eikx )
D2 k 2 dx dz dx
1
= Real part of dy dy 1
(eikx )
(D ik )(D ik) dx dz x
x
= Real part of ( i cos kx sin dy dy
kx) x
2k dz dx
x sin kx d 2 y d dy d 1 dy
2k . 2
dx dx
dx dx x dz
1 x 12 dy 1 d dy
sin kx cos
D k
2 x dz x dx dx
2 kx
2k 12 dy 1 d dy dz
1 x dz x dz dz dx
x Solve the equation (D2 + 16) y = sin
D2 k cos kx sin
4x.
Example 31
Chapter Ordinary Differential Equations |
■
2 2.57d 2 y 1 dy 1 d 2
y dx2 x2 dz x2 dz2
d 2 y d 2 y dy d dy
x2 y
Solution
dx 2
dz 2
dz dz dz
Given: (D2 + 16) y = sin 4x dy dy d 2
y
Auxiliary equation is m2 + 16 = 0 Let y x y x2 y
2
m = ± 4i dz dx dx
2.58 | Part Engineering
■
II Mathematics
3 1
d y
Similarly x
3
( ) y, and so e2 z 1 9 28 z
on.dx3
30 30
Then Eq. (1) is changed into a linear differential
2z 9 28
equation. We solve this by methods discussed earlier. e z
1
Example 32 30 2 z 30
d 2y dy e
Solve x2 3x 3y z 28 2 z
(30)2 e
0
30
dx2 dx
y = CF + PI e2 z
Solution = C e–z + e–z(C cos z + C sin z) z 28 2 z
z
e
Let x = e or z = log x 1 2 3
30 (30)2
dy 2y d
2
∴ y = c e–3z + c ez
Solution
⇒ m = –3, 1
Let 2x – 1 = u
du
1 2 2
= c x + c x.
–3
dx
1 2
Example 33 dy dy du
dy dxdu dx du
2
d3 y d 2y dy
Solve x3 6x2 8 2 y x2 log
x.
dx3 dx2 dx d2y d dy d dy
2
dx2
dx dx dx du
Solutionz
Put x = e or z = log x.
Then d dy du 2 d2 2 y
2 du du dx 2du
dy d 2y
∴ The given equation becomes
x y, x2
y,
dx dx2 d2y dy
3 22 u2 2 2u 100 y 32u2
d y
x 3
( 2) du2 du
y dx3
d2 25 y 8u2
The given equation becomes uy 2
dyu
du2 du
[q(q – 1) (q – 2) + 6q(q – 1) + 8q + 2]y = e2z ⋅ z (m + 1)(m2 + 2m + 2) = 0
(q 3 + 3q 2 + 4q + 2)y = e2z ⋅ z m = – 1 or m = –1 ± i
AE =1 m3 + 3m2 +2 4m + 2 =3 0 CF = C e + e (C cos z + C sin z )
–z –z
Chapter ■ Ordinary Differential Equations |
dy d 2y 2 2.59
25 y 8e2z
Let u e , u
z
0; x 2
dx dx2
AE = m2 – 25 = 0 ⇒ m = ±5
[ ]y 8e 2z
CF = C e–5z + C e5z
PI 1 1 2
e2z z
8
3 4 1 1 e2
PI 8e2z
1 25 8.e2z 22 25 21
e2 z z 8
( )3 3( )2 4( ) 2 y = CF + PI = C e5z + C e5z – e2z
2
1 21
1 8
e2 z C u5 C u 5
u where u = (2x – 1).
z
9 28 2
1 21
2.60 | Part ■ Engineering
II Mathematics
Method of Variation of
y yc yp C1 cos 2x C2 sin 2x
Parameters d 2y dy
An equation of the form P( x) Q( x) y R( x), 1 1
1 1
y [log(cos 2x)] cos 2x x sin Here L is Laplace transform operator. f(t) is the deter-
2x mining function depends on it. F(s) is the function to be
p
4 2
2.62 | Part ■ Engineering
II Mathematics
determined called generating function. est is called kernel Solution
of the transform.
Some standard results of Laplace transforms are given As the given function is not defined at t = 0, 1 and 2
below.
1 ,s
L{ f (t)} e st
F (t)dt
1. L e at
asa
0
1 2
= est 0dt est 1dt est
tdt
2. L e
at 1 0 1 2
s a,
kL k 2
3. = est dt est tdt
(a) Let k be a constant
s 1 2
1 2 st
est est e
(b)
L 1 ,s ] t ] dt
0 s s s
s
1 2 2
n!
n
4. L t ,s0 e2s es 2e2s 1 est
sn1 s s s 2
s s
5. Lcos at s
,s0 e s 1 2s
s a2 2
e2s 2 e2s e
a
s s s s2
6. Lsin at s2 a2 , s 0
e2s 1 es
1 .
s s s
7. Lcosh at s
,s a
s2 a2 Example 39
a Find the Laplace transform of the function
8. Lsinh at s2 a2 , s a
est est
2 st
e
s
f (t) = sin 2t, 0 < t < p t dt
s
s
9. L{t n eat } n! 2 2
,nZ
(s a)n1 = 0, t > p 1
1
Solution
10. L f (t)
t F (s) ds
s
L{f (t)} = est f
Example 37 (t)dt
0
Find the Laplace transform of the function
e st
sin 2tdt est 0dt
f ( x) 5e2x 0
7e3x
0
e st
sin 2tdt
Solution
L{ f ( x)} L(5e2x 7e3x est
)
1
= 5L(e2x) + 7L(e–3x)
L 1
{ f (t)} 5 7
Chapter ■ Ordinary Differential Equations |
2 2.63
2t]]0
[s sin 2t 2 cos
s2 4 2(1 e s )
.
s2 s3 s2 4
5 7
Example 40
s3
Example 37 s2 Find the Laplace transform of the function f (t) = (sin t + cos
t)2
Find L{f (t)}
where Solution
f (t) = 0, 0 < t < 1 L{(sint + cost)2} = L{1 + sin2t} = L{1} + L{sin2t} =
= 1, 1 < t <2
1 2
= t, t > 2. s s2 4
2.64 | Part ■ Engineering
II Mathematics
Some important (theorems) properties of Laplace (using multiplication theorem)
transforms:
1 1 (s2 4) s(2s)
1. Linear property: Let f and g be any two functions L{t sin2t} 2
of = 2 s (s2 4)
t and a1, a2 are constants, then L{a1f(t) + a2g(t)} = a1L
{f(t)} + a2L{g(t)} 1 4 s2
2. First shifting property: If L {f(t)} = F(s) then L {eat 2(s2 4)2
2s2
f (t) = F(s – a) 1 4 (s 2)2
L{e2t t sin2 t} 2[(s 2)2 4]2
Example: L {eat cos ct} sa 2(s
= 2 2 2)2
(s a) c (using shifting property)
3. Change of scale
1 property:
s If L{ f(t)} = F(s) then
2 4s s
2
L{f(at)} F 1 2
2(s 2) 2(s 4s 8) .
2
a a
Example: We know Example 42
L{eat } 1
F Find the Laplace transform of sin 2t cos 2t .
s a (s) t
1 s 11
Then L{beat } F 1 b
Solution
b s
|b| b b s ab
a 2 s
b L {sin2t – cos2t} 2
= s 4 s2 4
4. Differentiation theorem: If derivatives of f(t) are
continuous and L{f(t)} = F(s) then L {f ′(t)}= sF(s) –
2 s
sin 2t cos 2t
f(0) and L{ }
t s
s2 4 s2 4
L{f n(t)} = snF(s) – sn – 1 f(0) – sn–3 f (0)…. f n–1(0) ds
= (using division property)
n1 2 s 1
snF(s) – sn1r f r (0) ( f r represents rth
s
derivative
of [log(s2 4)]
r
tan1 2 2 s 2
f) 0
t 1 Solution
2
If L{f(t)} = F(s), then L{ f (u)du} s F L{sin 2u}
s2 4
and sin 2u 2
(s) ds
0
Chapter ■ Ordinary Differential Equations |
Example 41 2 2.65
u s
s2 4
Find the Laplace transform of te–2t sin2t.
(using division theorem)
Solution 2 s s s
1 1 1 s tan1 tan1 cot1
L
{sin2 t} 2 L{1 cos 2t} 2 2 s 2 2 2
2 s s 42
t
∴
sin 2u 1 1 s
d 1 1 s L cot
du
∴
u s 2
L{t sin2 t}
(1) 0
ds 2 s s 4
2
(using transform of integral theorem).
2.66 | Part ■ Engineering
II Mathematics
Inverse Laplace Transforms
(c) If L1{F (s)} f (t), then
If F(s) is the Laplace transform of the function f(t) i.e., L t
{f(t)} = F(s) then f(t) is called the inverse Laplace (i) L 1 F (s) f (t)dt
transform
of the function F(s) and is written as f(t) = L–1{F(s)}. Here s 0
L–1 is called inverse Laplace transformation operator.
Some important standard results for inverse Laplace dt
t t f (t)dt
transform. (ii) L1 F (S)
2
s 00
1
1. L1 2. Convolution theorem: Let f(t) and g(t) be two
1 functions and
s t
where n is a positive integer L1{F (s)} f (t) and L1{G(s)} f (t), then
n t
2. 1 1
L
sn1 n!
1
L1 {F (s) G(s)} f ( x)g(t x)dx
or L1 t n1 0
n
(n 1)!
s
It is denoted by f(t) * g(t) here * represents
convolution.
3. 1L1 eat
3. Unit step function: This function is defined as
sa 0 t a
u(t – a) = H(t – a) = the Laplace transform
1 1 eatt
L
n1 1 t a
(s a)
n
(n 1)!
4. of H(t – a) = L {H(t – a)}
1 1 1 e st
u(t a)dt eas
5. L 2 2
sin at s
s a a 0
s NOTE
6. L1 cos at
s2 a2 This is also called as Heavisides unit function
s 4. Periodic function: If f(t) is a periodic function with
7. L1 cos
2 2 period a i.e., f (t + a) = f(t), then
hat
s 1 a 1
a
8. L1
hat 2 2
sin e st
f (t)dt
s a a
L{ f(t)} 0
9. L1 1 1 eat sin bt = 1 esa
G(s)
(s a) b b
2 2
5. Using partial fractions: If F(s) is of the from
sa H (s)
10. L1 eat cos
where G and H are polynomials in S then break F(s) into
bt partial fractions and manipulate term by term.
(s a)
1 b
2 2
To find the inverse Laplace transform we use the (a) If L1{F (s)} f (t), than L1{F (s a)} eat f
following methods. (t)
1. Using the following properties
Chapter ■ Ordinary Differential Equations |
(b) If L1{F (s)} f (t)) and f (0) 0; then 2 2.67 1 2 n
F (S) n F ( )
L e t
1 r
G(S) r 1 G(r )
r
Solution s
We have 1 L1{F (s) F (s)}
L1
2 2 1 2
s (s 4)
2
1 1
L1 (s 2)5/2 e2t L1 5/ 2 t t
x
s
f2 ( x) f1(t x)dx sin 2x (t x)dx
3 0 0 4
1 t t
5
t2 4t 2 e
t 1
e2t
2t
5
4
0
x sin 2xdx4
0
x 2
sin 2xdx
3
Chapter ■ Ordinary Differential Equations |
2 2 t x 2.69 1
cos 2x sin 2x t
e23s e3s
4
∴ L1 e2 L1
2 4 0
1 x2 x 1
(s 2) (s 2)
5/2 5/2
cos 2x sin 2x cos 2x t
4
4 2 2 4 0
= (t 3)3/2 e2(t4) H (t 3)
3 1
1 t sin 2t cos 2t
(when expressed in terms of Heaviside’s unit step 16
function)
2.70 | Part ■ Engineering
II Mathematics
Application of Laplace transforms to solutions of dif-
ferential equations: Solution of ordinary differential 9
or s2L{y} + s - 9 + 6s L{y} + 6 + 9L{y}
equa- tions with constant co-efficients: s 3
Consider a linear differential equation with constant
9
co-efficients ⇒ (s + 6s + 9) L{y} =
2 s3
(Dn + C Dn-1 + C Dn-2 +…+ (C )y = F(t) (1) s
3
1 2 nt
where F(t) is a function 1of the independednt variable t 18 s2
Let y(0) = A , y (0) = A ,..., y n-1 (0) = A (2) (s 3)2 L{y}
1 2 n-1 s3
be the given initial or boundary conditions where A1, A2 ...
An-1 are constants. 18 s2
L{y}
By taking the Lapalce transform on both sides of (1) (s 3)3
and
∴
using the conditions (2), we obtain an algebraic equation 9 (s 3)2 6(s 3)
known as subsidiary equation from which y(s) = L {y(t)} is y L1 (s 33)
determined. The required solution is obtained by finding
the inverse Laplace transform of y(s). 9 s2 6s
e3t L1 s3
Example 47
Solve (D + 3)2 y = 9e-3t, y(0) = -1 and y(0) = 9.
9 1 1 1
Solution et L1 L 6L1
3 2
s s s
The given equation can be written
as
(D2 + 6D + 9)y = 9e-3t t2
y e3t 9 1 6t
applying Laplace transform we get 2!
∴ L{y″} + 6L{y′} + 9L{y} = 9L{e-3t} ∴ The required solution is
9 2
or s L{y} - sy(0) - y′(0) + 6[sL{y} - y (0)] + 9L{y} = e3t
y 9t 2 12t 2.
s3 2
ExeRCIses
1. The order and degree of the d 2 y = n2y respectively 4. Find the solution of tan y sec2 x dx + tan x sec2ydy = 0
DE
2 .
are dx when x = y =
4
(A) 1, 2 (B) 1, 1 (A) tan x tan y = 1
(C) 2, 2 (D) 2, 1 (B) cot x tan y = 1
2. The differential equation whose solution is y = mx + (C) tan x cot y = 1
4 (D) cot x cot y = 1
, where ‘m’ is parameter is
m 5. The general solution of the DE, (ex + 1)ydy = (y + 1)
(A) x dy y dy 4 dy 0.
2 exdx is
dx dx dx (A) log (ex + 1) - log (y + 1) + c = 0
(B) log (ex + 1) = y - log (y + 1) + c
dy 2 dy 4 0.
(B) dx (C) log (ex - 1) + log (y + 1) + c = 0
dx
c
(C) x dy y 4 0. (D) log ex
y 1
dx
dy 2 dy dy
(D) x 4 6. Solve | x |
0. dx dx dx
Chapter ■ Ordinary Differential Equations |
2 2.71
x
3. If y = c1 log x + c2 log c3 + ex is
+ the
c5 general solu- (A) y 2 (B) xy 2 xc
c4 c
tion of a homogeneous linear differential equation, then the
2
order of the equation is x|x|
(A) 2 (B) 3 (C) y x | x | c (D) y c
(C) 4 (D) 5 2 2
2.72 | Part ■ Engineering
II Mathematics
dy
7. Solve ( x y)2 k dy
2. 15. The solution of (1 + x) - xy = 1 - x satisfying the
dx dx
initial conditions at x = 0 and y = 1 is
(A) y = tan–1 (x + y) (A) 1 + x = y + ex (B) y(1 + x) = x + ex
xy
(B) y = sin–1 c
xk y (C) x + y = ex (D) x(1 + y) = cex
(C) y = k tan–1 c
Direction for questions 16 to 17:
k
xy dy
Consider the differential equation y cot x y2 sin x
(D) y = cot c
–1
dx
k
dy 16. The integrating factor of the above equation is
8. The general solution of the DE, (3x y 1)2
(A) cosec x (B) sin x
is (C) cos x (D) sec x
dx
-1
(A) sec (3x + y + 1) = x + c 17. The solution of the above equation when x = , y = 1
1 3x y 1 is
(B) tan-1 xc 2
3 3
(C) tan-1 (3x + y + 1) = x + c 2
(A) y cosec x - x = 2
2 2x y 1
(D) tan-1 x
3 c 3 (B) cosec x 2
x
dy y 2
xy
9. The general solution of is
dx x y (C) y cosec x + x 2
=
(A) x2 + xy + y2 = k (B) x2 - y2 = k 2
(C) x2 - 2xy - y2 = k (D) x2y2 = k (D) cosec x 2
dy x 2 y 1 is y x 2
10. The general solution of
2x 4 y 3 dy
dx
(A) x2 - 4xy - 6y = c 18. The general solution of x + y = y2logx is
(B) x2 - 4xy + 4y2 + 2x - 6y = dx
c (A) y = log x + cx (B) y = x + c log x
(C) x2 + 4xy + 4y2 + 2x - 6y =
c
(D) x2 + 4xy - x + 6y = c 1 1
(C) = 1 + cx (D) = 1 + cx + log x
11. The solution of the differential equation 2xy dy + (x2 y y
+ dy
y2 +1)dx = 0 is
(A) x3 + xy2 + 3x = c 19. Consider the differential equation cos y 3x2 sin y
dx
(B) x3 + 3xy2 + x = c = x 2.
(C) x3
+ xy2 + x = c To convert the above equation into linear form the
3 sub- stituted variable is
(D) 3x2 + y2 + 2x = c (A) z = cos y (B) z = cosec y
12. The general solution of yexydx + (xexy + 2y)dy = 0 is (C) z = sin y (D) z = sec y
(A) ex + y2 = c (B) exy + y2 = c 20. The solution of (aD + bD + c) y = 0 whose auxiliary
2
2
(C) ey + xy = c (D) ey + xy = c equation has its discriminant as zero and has 5 as one
of its roots is
13. The solution of the differential equation (3xy + 2y2)dx
Chapter ■ Ordinary Differential Equations |
(A) 2 y = c e5x + c e5x (B) y = c ex+ c ex 2 2.73
+ (x + 2xy)dy = 0 is 1 2 1 2
3 2 3 2 2 (C) y = (c + c x)e5x (D) y = c + c x
(A) x y + x y = c (B) x y + x y = c 1 2 1 2
14. The integrating factor of the equation (x2 + xy - y2)dx 21. Find the general solution of d y 3 d - 4y = 0.
y
+ dx3 dx2
(xy - x2)dy = 0 is
(A) y = (c + c x)ex + c e–2x
1 2 3
(A) 1 (B) 1 (B) y = (c + c x)e–2x + c ex
x2 x3 1 2 3
(C) y = (c + c x)e2x + c e–x
(C) x2 (D) x3 1 2 3
(D) y = (c + c x)e–x + c e2x
1 2 3
2.74 | Part ■ Engineering
II Mathematics
22. The
4 general2 solution of the differential equation
d x d x 30. Solved the
2 equation
13 36x 0 is . 3x2 dy 2
dt x y x .
4 dt 2 dx2 dx
(A) x = (c1 + c2t) cos2t + (c3 + c4t) sin 3t (A) y = C x–3 + C x–1 + x3/7
(B) x = c e2t + c e-2t + c e3t + c e-3t 1
3
2
2
1 2 3 4
(B) y = C1x + C2x + x /7
(C) x = (c1 + c2t) e2t + (c3 + c4t) e3t (C) y = C1 x1/3 + C2 x-1 + x/7
(D) x = c1 cos 2t + c2 sin 2t + c3cos 3t + c4 sin 3t (D) y = C1x–1/3 + C 2x + x2/7
23. The particular integral of (D - 4D + 3)y = e is
2 3x
31. Laplace transform of 2sin2 2t = .
xe3x (A) 1 1 s
(A) (B) e3x (B)
2 s s 16
2
s2 16
1 (C) 1 1 (D) 1 1
(C) e3x (D) xe2x
2
s s2 16 s s2 16
24. The particular integral of (D - 4D )y = 6 is
3 2
32. The Laplace transform of (t + 1)3 is .
3 2
(A) x2 (B) x 6 6s 3s s 2 3
6 6s 3s2 s3
4 (A) (B) s
s3
(C) - x2
x2 (D)
(C) 6(1 s s s
2 3
(D) 6 6s 3s s
2 3
3 4
)
4
25. The particular of integral of (D2 + 3D + 2)y = cos 2x is s4 s4
3sin 2x cos 2x 33. The value of L {sinh 3tcos 3t} .
(A) 3 sin 2x - cos 2x (B) s2 18 s2 18
20 (A) (B)
cos 2x 3sin 2x cos x sin 2x
4
81 4
324
order linear differential equation, then the Wronskian (s2 9)4 (s2 9)3
W of y1 and y2 is .
cos
(A) e4x (B) xe4x 35. Laplace transform of .
4t
(C) 2e4x (D) 2xe4x
t (B) 16
28. The complementary function of the differential equa-
64
(A)
(C) 1 0t1
f (t) is .
e–5x (D) e–5x 2, t1
1,
29. The solution of the DE (D + 1)y = 0 given x = 0, y
2
2 es 2 es
= 2 and x , y = - 2 (A) (B)
is 2 s 2
(A) y = sin x - cos x (B) y = 2(cos x - sin x)
2 es 2 es
(C) y = 2cos x sin x (D) y = 2(ex + e-x) (C) (D)
s 2
2.76 | Part ■ Engineering
II Mathematics
37. If f (t) = t; 0 < t < 3 and f (t + 3) = f (t), then L{ f (t)} 1 is
43. The inverse Laplace transform s3(s2 4)
is 1
of
(A) [1 e3s e3s ]
s2 (1 e3s ) 1
(A) (2t 2 cos 2t (B) 2t2 - cos2t - 1
1)
1 16
(B) [1 e3s se3s ]
s(1 e3s ) (C) 1 (D) 1
1 (1 cos 2t 4t 2 (2 cos 2t 4t
(C) ) 16 2)8
[1 e 3s
3se ] 3s
1 4 4(t 3)
39. (C) (t 3) e H (t 3)
0
t e 2t sin 3tdt = . 24
(A) 1
5 10 (D) t 4e4t H (t
(B) 3) 24
169 169 s4
6 12 45. The value of L1 log is
(C) s3
169
(D)
169
(B) 1
(A) e4t e3t (e4t e3t )
1 t
40. The inverse Laplace transform of is .
9/ 2
S (C) 1
(e3t e4t (D) t(e3t e4t )
(A) 16 t (B) 8 t5 ) t
7
105 15 t
46. Using convolution theorem, the value of
0
sin x cos
(t - x)dx is .
(C) 16 (D)
8 t
t 7
105 1 t
35 cos t (B) sin t
(A)
41. The value of L-1 4 is 2 2
8
2s2
.
3s 2 16s 25 t t
(C) t sin (D) t cos
8 2 2
(A) sin h cos h
5t 5t
3 4 4
8 5t 5t
(B) e2/3t sin h cos h 47. Solve (D4 - 16)y = 1, y = y = y = y = 0.
Chapter ■ Ordinary Differential Equations |
1 2 2.77
3 4 4 (A) y [cos h 2t +sin h 2t ]
(C) 1 1 16
8 cos h
e2/3t 5tsin h 5t
3 5 4 8 4 (B) y 1 (1 cos h 2t cos 2t)
(D) None of these
1
42. The inverse Laplace transform of . 1 (cos
s 8s 20
2
(C) y h 2t sin
t) 32
(A) e2t e4t
sin 2t (B) sin 2t
2 2 (D) y 1 (cos h 2t cos 2t)
(C) e4t sin 2t (D) e4t sin 4t 16 32
2.78 | Part ■ Engineering
II Mathematics
48. Solve (D2 - 5D + 6)y = 1 - e-2t, y = 1, y = 0 when t = 0.
1 1 11 59
(C) y e2t e2t e3t
(A) y 1 e2t 11 2t 59 3t 4 30
20 4 e 30 e 6 20
1 1 11 28 1 1 2t 11 2t 59 3t
(D) y e e e
(B) y e 2t e2t e3t 6 20 4 30
15
6
dy y
[GATE, 2008] 8. The solution of the differential equation x,
(A) y = P cos x + Q sin x dx x
(B) y = P cos x with the condition that y = 1 at x = 1, is
(C) y = P sin x [GATE, 2011]
2 x x 1
(D) y = P sin2x (A) y (B) y
3x2 2 2x
dy x 3
3. Solution of at x = 1 and y = 3 is 2 x 2 x2
dx y (C) y (D) y
3 3 3x 3
[GATE, 2008]
(A) x - y2 = -2 (B) x + y2 = 4 dy
9. The solution of the ordinary differential equation
(C) x2 - y2 = -2 (D) x2 + y2 = 4 dx
dy + 2y = 0 for the boundary condition, y = 5 at x = 1 is
4. Solution of the differential equation 3y 2x =
[GATE, 2012]
0
dx (A) y = e–2x
represents a family of [GATE, 2009] (B) y = 2e–2x
(A) ellipses (B) circles (C) y = 10.95e–2x
(C) parabolas (D) hyperbolas (D) y = 36.95e–2x
5. Laplace transform for the function f (x) = cosh(ax)
is
[GATE, 2009]
10. The integrating factor for the differential equation
dp
(A) a s2 s a2 (B) s2 a2 + k P = k L ekt is [GATE, 2014]
dt 2 1 0
(C) a s2 a2 D) s
(
Chapter ■ Ordinary Differential Equations |
s2 a2 (A) e (C) ek (B) e 2 kt 2 2.79 (D) ek t 2
k1t t1
11. Consider the following differential equation:
6. The order and degree of the differential equation x y y
d3 y dy 3 (ydx + xdy)cos = y(xdy - ydx) sin
4 y2 0 are respectively x x
dx3 dx Which of the following is the solution of the above
[GATE, 2010] equation (c is an arbitrary constant)? [GATE, 2015]
2.80 | Part ■ Engineering
II Mathematics
x y x y (A) c1 c2 x c3
cos sin 3x c4 cos 3x and
(A) (B)
Cy x Cy x sin
3x4 12x2 c
y y
(C) xy cos (D) xy sin =C
x x (B) c2 x c3 sin 3x c4 cos 3x and
C
12. Consider the following second order linear differen-
5x 12x c
4 2
d2y
tial equation 2 -12x2 + 24x - (C) c1 c3 sin 3x c4 cos 3x and
dx
20.
The boundary conditions are: at x = 0, y = 5 and at x
= 3x4 12x2 c
2, y = 21
The value of y at x = 1 is . [GATE, 2015] (D) c1 c2 x c3 sin 3x c4 cos 3x
and
13. The respective expressions for complimentary func- 5x4 12x2 c
tion and particular
differential equationintegral
are part of the [GATE,
solution of the
2016]
AnsweR KeYs
Exercises
1. D 2. A 3. B 4. A 5. B 6. D 7. C 8. B 9. C 10. B
11. C 12. B 13. B 14. B 15. B 16. A 17. B 18. D 19. C 20. C
21. B 22. D 23. A 24. C 25. B 26. D 27. A 28. B 29. B 30. D
31. C 32. D 33. C 34. B 35. D 36. A 37. C 38. A 39. D 40. A
41. C 42. B 43. A 44. C 45. C 46. B 47. D 48. B