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Advanced Differential Equations

1. The document provides sample problems and solutions for second order linear differential equations with variable coefficients using various methods like the method of operators, method of undetermined coefficients, and method of variation of parameters. 2. It also contains problems and solutions for Cauchy-Euler equations, finding power series solutions, and Legendre polynomials. 3. Sample problems covered include solving differential equations of the form (D2 + aD + b)y = f(x), finding power series solutions, using the method of variation of parameters, and solving Cauchy-Euler equations of the form x2(d2y/dx2) + ax(dy/dx) + by = 0.

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Nilay Shah
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100% found this document useful (1 vote)
197 views2 pages

Advanced Differential Equations

1. The document provides sample problems and solutions for second order linear differential equations with variable coefficients using various methods like the method of operators, method of undetermined coefficients, and method of variation of parameters. 2. It also contains problems and solutions for Cauchy-Euler equations, finding power series solutions, and Legendre polynomials. 3. Sample problems covered include solving differential equations of the form (D2 + aD + b)y = f(x), finding power series solutions, using the method of variation of parameters, and solving Cauchy-Euler equations of the form x2(d2y/dx2) + ax(dy/dx) + by = 0.

Uploaded by

Nilay Shah
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

Tutorial 1

Second order linear differential equations with variable coefficients, Method of variation of parameters
Q1. Solve the following linear Differential Equation using operator method:
3sin x − 4 cos x
1. ( D 2 + 4 D + 4 ) y = sin x [ Ans: y = ( c1 + c2 x ) e −2 x +
25
5 x cos 2 x
2. (D 2
)
+ 4 y = 5 x 2 + sin 2 x [ Ans: y = ( C1 cos 2 x + C2 sin 2 x ) +
8
( )
2x2 − 1 −
4
]

x2
3. ( D 2 + 3D + 2 ) y = x + x 2 [Ans: y = c1e− x + c2e−2 x +2
− x +1]

4. ( D 2 − D ) y = 2 x + 1 + 4 cos x + 2e x [Ans: y = c1 + c2 e − x − xe x − x 2 − 3 x − 2 sin x − 2 cos x ]


2 xe x
5. ( )
D 2 − 1 y = e x (1 + x ) [Ans: y = c1e x + c2e− x +
12
( 3 + 3x + 2 x 2 ) ]

e2 x
6. ( D 2 + D − 6 ) y = e 2 x sin 3 x [Ans: y = c1e 2 x + c2 e −3 x − ( 5cos 3x + 3sin 3x ) ]
102
Q.2 Solve by using method of undetermined coefficients:

1. (D 2
+ 2 D + 4 ) y = 2 x 2 + 3e − x
2. (D 2
+ 1) y = sin x
3. (D 2
+ 1) y = 2 cos x
4. (D 2
− 5 D + 6 ) y = e3 x + sin x
d2y dy
5. 2
− 2 + 3 y = x 3 + cos x
dx dx
d2y dy
6. 2
− 2 = e x sin x
dx dx

Q3.Solve the following by method of variation of parameters :

1. (D2 + 1)y = tan x  Ans. : y = C1 cos x + C2 sin x − cos x [log(sec x + tan x)]
2. (D2 + 1)y = cosec x cot x [Ans.: C1 sin x + C2cos x −cos x log (sin x) −cos x −x sin x]
d2 y 1
3. 2
+y= [Ans. : y = C1 cos x + C2 sin x − 1− x cos x + sin x log(1+ sin x) + sinx ]
dx 1 + sin x
4. (D2 + 1)y = 3x − 8 cot x [Ans. : y = C1 cos x + C2 sin x − 8 sin x log(cosec x − cot x) + 3x ]
2
5. (D2 − 1)y = x
[Ans.: y = C1ex + C2e−x− 1 + (ex− e−x) log (1 + ex) ]
1+ e
Tutorial 2
Cauchy-Euler equation; Power series solutions, Legendre polynomials
Q1. Solve the following linear Differential equation:
d2 y dy  1 2 1 1
1. x 2 + 2x. − 20y = (x + 1)2 4 −5
 y = C1 x + C2 x − 14 x − 9 x − 20 
dx 2 dx
d2 y dy  C 1 1 3 
2. x 2 2
− 4y = x 2 + 2log x  y = C1x 4 + 2 - x 2 -  logx -  
− 2x.
dx dx  x 6 2 4 
2
d y dy  x2 
3. x 2 2 − 3x + 5y = x 2 sin(log x)  y = x 2 [C1 sin(log x) + C2 cos(log x) ] − log x cos(log x) 
dx dx  2 
d2 y dy
4. x2 2
−x + 4y = cos {log (x)} + x sin {log (x)}
dx dx
  
x 1 
Ans. : y = x C1 cos( 3 log x) + C2 sin( 3 log x) + 2 sin(log x) + 13 [3 cos(log x) − 2 sin(log x)]
d2 y dy  2  1  1 3
5. x 2 + x. − 4y = x 3  Ans. : y = C1x + C2  2  + 5 x 
dx 2 dx  x  
Q2. Find the power series solution in powers of x of the differential equation
1. xy '− ( x + 2) y − 2 x 2 − 2 x = 0 Ans: y = 2 x + c2 x 2 e x
 1   1 3 
2. y ''+ xy '+ ( x2 + 2) y = 0 Ans: y = c0 1 − x 2 + x 4 + ...... + c1  x − x3 + x5 + ......
 4   2 40 
11 1 11
3. ( x2 − 1) y ''+ 3xy '+ xy = 0 with y(0) = 4, y '(0) = 6 Ans: y = 4 + 6 x + x 3 + x 4 + x 5 ....
3 2 4

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