Module 1 - Lecture Notes and Practice Examples
Module 1 - Lecture Notes and Practice Examples
Definition
dn y dn−1 y dy
Pn n + Pn−1 n−1 + ... + P1 + P0 y = X
dx dx dx
f (D)y = X
1
Rules to find complementary Function
Concept
Given m1 , m2 , ..., mn be n distinct roots of f (D) = 0 ∴ [(D − m1 )(D − m2 )...(D −
mn )]y = 0 Consider
(D − m1 )y = 0
dy
∴ − m1 y = 0
dx
dy
∴ = m1 dx
y
∴ log(y) = m1 x + c (integrating)
∴ y = c1 em1 x
where c1 = ec
Similarly applying each operators one by one we have roots are of the form y = ci emi x
Hence
y = c1 em1 x + c2 em2 x + ... + cn emn x
2
Concept
Let m1 = m2 be repeated roots of A.E. and remaining roots are real and distinct
∴ [(D − m1 )2 (D − m3 )...(D − mn )]y = 0 Consider
(D − m1 )2 y =0
∴ (D − m1 )(D − m1 )y =0
dP
∴ − m1 P =0 (Let(D − m1 )y = P )
dx
∴P = c1 em1 x (ByCase(1))
∴ (D − m1 )y = c1 em1 x
dy
∴ − m1 y = c1 em1 x
dx
which is linear Dif f erential equation in x and y
Z
−m1 x
∴ y(e )= c1 em1 x e−m1 x dx + c2
∴ y = (c1 x + c2 )em1 x
Concept
Let m1 andm2 be complex cojugates of each other and remaining roots are real and
distinct
Let m1 = α + iβ ; m2 = α − iβ
3
Hence
4
Rules to find Particular Integral
G.S. = C.F.
and
The general solution of Non-homogeneous linear Differential equation with constant
coefficients (f (D)y = X) is given by
Solve
d2 y dy
1) 2
− 3 + 2y = 0
dx dx
d4 y d2 y dy
2) 4
− 5 2
+ 12 + 28y = 0
dx dx dx
Solution (1)
The Compact form of given equation is
(D2 − 3D + 2)y = 0
A.E.
f (D) = 0
5
(D2 − 3D + 2) = 0
D = 1, D = 2
y = c1 ex + c2 e2x
Solution (1)
The Compact form of given equation is
A.E.
f (D) = 0
6
Now .
D2 − 4D + 7 = 0
√
−(−4) ± 16 − 28
=⇒ D =
2
√
4 ± 2i 3
=⇒ D =
2
√
=⇒ D = 2 ± 3i
√ √
∴ y = (c1 + c2 x)e−2x + e2x [c3 cos 3x + c4 sin 3x]
7
Examples
Solve
d3 y dy
(1) 3
− 13 + 12y = 0
dx dx
d4 x
(2) 4
= m4 x
dt
d2 y dy
(3) 2
− 6 + 9y = 0
dx dx
d3 y d2 y dy
(4) 3
− 5 2
+ 8 − 4y = 0
dx dx dx
d2 y dy
(5) 2
+ 4 + 5y = 0
dx dx
Answers
8
Non-homogeneous equation
G.S. = C.F.
and
The general solution of Non-homogeneous linear Differential equation with constant
coefficients (f (D)y = X) is given by
1
There are three methods to find Particular Intergral P.I. = y = f (D)
X
1) General Method
2) Shortcut Methods
3) Methods of variation of parameters
9
Method 1: General Method
This methods are useful when shortcut methods are not applicable to find par-
ticular Integral
1
(I) X
(D − m)
1
By definition, P.I. = y = (D−m)
X is the solution of equation (D − m)y = X
Now (D − m)y = X is linear D.E. whose I.F is given by I.F = e−mx and G.S.
is given by
Z
y(I.F ) = Xe−mx dx + c1
Z
mx mx −mx
∴ y = (c1 e ) + e Xe dx
Since first term contains arbitrary constant it is the C.F. and second term
which is independent of arbitrary constant must be P.I.
Hence Z
1
P.I. = y = X = emx Xe−mx dx
D−m
Similarly Z
1
P.I. = y = X = e−mx Xemx dx
D+m
For m = 0 Z
1
P.I. = y = X= Xdx
D
Also
1 1 1
P.I. = y = 2 X = X
D D D
Z Z
1
P.I. = y = 2 X = Xdx dx
D
10
1
(II) X
(D − m1 )(D − m2 )
By above formula
1 1 1
X= X
(D − m1 )(D − m2 ) (D − m1 ) (D − m2 )
Z
1 m2 x −m2 x
= e Xe dx
(D − m1 )
Z Z
m1 x −m1 x m2 x −m2 x
=e e e Xe dx dx
1
OR we can factorize using partial fraction and apply the formula
(D − m1 )(D − m2 )
simultaneously.
d2 y dy x
1) 2
+ 3 + 2y = ee
dx dx
Solution
The Compact form of given equation is
f (D)y = X
x
(D2 + 3D + 2)y = ee
D2 + 3D + 2 = 0
11
D = −1, D = −2
Put ex = t =⇒ ex dx = dt
Substituting in above integral we have
Now for Particular integral (P.I.)
Z
1 1 −x x ex
P.I. = yp = X= e e e dx
f (D) (D + 2)
Z
1 −x t
= e e dt
(D + 2)
1 −x ex
= e e
(D + 2)
Z
−2x x
=e e2x e−x ee dx
Z
−2x x
=e ex ee dx
x
P.I. = yp = e−2x ee
Hence
x
G.S. = C.F. + P.I. = c1 e−2x + c2 e−x + e−2x ee
12
Method 2: Shortcut Methods
Case I:f (x) = eax
If f (x) = eax , a is any constant then
1 ax 1 ax
e = e ; provided f (a) 6= 0
f (D) f (a)
If f (a) = 0
1 ax 1
e = x. 0 eax ; provided f 0 (a) 6= 0
f (D) f (a)
In general
1 ax 1
e = xn (n) eax ; provided f (n) (a) 6= 0
f (D) f (a)
Case I: Proof
Given
f (x) = eax
=⇒ D(eax ) = aeax
D2 (eax ) = a2 eax
Hence Dn (eax ) = an eax
i.e.f (D)(eax ) = f (a)(eax )
1
Operating f (D)
on both sides
1 1
[f (D)(eax )] = [f (a)(eax )]
f (D) f (D)
ax 1 ax
e = f (a) (e )
f (D)
dividing by f (a)
1 ax 1 ax
e = e ; providedf (a) 6= 0
f (D) f (a)
If f (a) = 0 then (D − a) must be a factor of f (D)
13
Let f (D) = (D − a)φ(D) where φ(a) 6= 0, Then
1 ax 1
e = eax
f (D) (D − a)φ(D)
1 eax
=
(D − a) φ(D)
1 1
= eax
φ(a) (D − a)
Z
1 ax
= e e−ax eax dx
φ(a)
1 ax
= x. e
φ(a)
1 ax 1
e = x. 0 eax
f (D) f (a)
0
provided f (a) 6= 0
OR
1 1
2
[cos(ax + b)] = (cos(ax + b)); provided f (−a2 ) 6= 0
f (D ) f (−a2 )
If f (−a2 ) = 0
1 1
2
[sin(ax + b)] = x 0 [sin(ax + b)]
f (D ) f (−a2 )
1 1
[cos(ax + b)] = x 0 [cos(ax + b)]
f (D2 ) f (−a2 )
provided f 0 (−a2 ) 6= 0
In general If f (n) (−a2 ) = 0
1 n 1
[sin(ax + b)] = x [sin(ax + b)]
f (D2 ) f (n) (−a2 )
1 n 1
[cos(ax + b)] = x (n) [cos(ax + b)]
f (D2 ) f (−a2 )
14
provided f (n) (−a2 ) 6= 0
Case II: Proof
Given
f (x) = sin(ax + b)
=⇒ D[sin(ax + b)] = acos(ax + b)
=⇒ D2 [sin(ax + b)] = −a2 sin(ax + b)
Hencef (D2 )[sin(ax + b)] = f (−a2 )[sin(ax + b)]
1
Operating f (D2 )
on both sides
1 1
2
f (D2 )[sin(ax + b)] = f (−a2 )[sin(ax + b)]
f (D ) f (D2 )
2 1
[sin(ax + b)] = f (−a ) [sin(ax + b)]
f (D2 )
dividing by f (−a2 )
1 1
2
[sin(ax + b)] = 2
[sin(ax + b)]; provided f (−a2 ) 6= 0
f (D ) f (−a )
If f (−a2 ) = 0 then
1 1
2
[sin(ax + b)] = I.P. of 2
[ei(ax+b) ]
f (D ) f (D )
1
= x I.P. of 0 [ei(ax+b) ]
f (−a2 )
1 1
∴ 2
[sin(ax + b)] = x 0 [sin(ax + b)]
f (D ) f (−a2 )
provided f 0 (−a2 ) 6= 0
Examples
15
Solve
3
(D − 1)3 y = ex + 2x − + sinx
2
Solution
3
Given (D − 1)3 y = ex + 2x − + sinx
2
A.E. f (D) = 0 =⇒ (D − 1)3 = 0
D = 1(Repeated thrice)
1
(P.I.)1 = (ex )
(D − 1)3
1
=x 2
(ex )
3(D − 1)
1
= x2 (ex )
6(D − 1)
1
= x3 (ex )
6
3
x
(P.I.)1 = (ex )
3!
16
1
(P.I.)2 = (2x )
(D − 1)3
1
= (ex log 2)
(D − 1)3
1
= 3
e(x log 2)
(D − 1)
1
= e(x log 2)
(log 2 − 1)3
1
(P.I.)2 = 2x
(log 2 − 1)3
1 3
(P.I.)3 = 3
( e0x )
(D − 1) 2
3 1
= 3
(e0x )
2 (D − 1)
3 1
= (e0x )
2 (0 − 1)3
3
=−
2
3
(P.I.)3 = −
2
17
1
(P.I.)4 = (sin x)
(D − 1)3
1
= (sin x)
D − 1 − 3D2 + 3D
3
1
= (sin x)
D .D − 1 − 3D2 + 3D
2
1
= (sin x)
−1.D − 1 − 3(−1) + 3D
1
= (sin x)
2D + 2
2 − 2D
= (sin x)
4 − 4D2
1
= [2sin x − 2D(sin x)]
8
1
(P.I.)4 = [sin x − cos x]
4
Hence
x3 x 1 3 1
G.S. = (c1 x2 + c2 x + c3 )ex + (e ) + 2x
− + [sin x − cos x]
3! (log 2 − 1)3 2 4
Case III:f (x) = xm orPm (x) a polynomial in x
18
P.I. is obtained by applying Powers of D one by one on X.
Case IV:f (x) = eax .V where V is a f unction in x
If f (x) = eax .V then
1 1
[eax .V ] = eax V
f (D) f (D + a)
Case IV: Proof
Given
f (x) = eax U
=⇒ D[eax U ] = eax DU + aeax U
= eax (D + a)U
D2 [eax U ] = eax D2 U + 2aeax U + a2 eax U
= eax (D + a)2 U
Generalizing
Dn [eax U ] = eax (D + a)n U
=⇒ f (D)[eax .U ] = eax f (D + a)U.....(1)
1
Let f (D + a)U = V =⇒ U = V
f (D + a)
1
substituting in (1) and applying f (D) on both sides, we have
1 1
[eax .V ] = eax V
f (D) f (D + a)
Case V:f (x) = xm .V where V is sin(ax)orcos(ax)
If f (x) = xm sin(ax) then
1 1
[xm sin(ax)] = imaginary part of [xm .eiax ]
f (D) f (D)
1
= imaginary part of eiax [xm ]
f (D + ia)
If f (x) = xm cos(ax) then
1 1
[xm cos(ax)] = Real part of [xm .eiax ]
f (D) f (D)
1
= Real part of eiax [xm ]
f (D + ia)
19
Examples
Solve
(D2 − 4D + 3)y = x3 e2x + 3x2 − 1
Solution
Given (D2 − 4D + 3)y = x3 e2x + 3x2 − 1
A.E. f (D) = 0 =⇒ (D2 − 4D + 3) = 0
D = 1, 3
∴ C.F. = yc = c1 ex + c2 e3x
Now
1
P.I. = [x3 e2x + 3x2 − 1]
(D2
− 4D + 3)
1 1
= 2
(x3 e2x ) + 2
(3x2 − 1)
(D − 4D + 3) (D − 4D + 3)
= (P.I.)1 + (P.I.)2
20
Now
1
(P.I.)1 = (x3 e2x )
(D2 − 4D + 3)
1
= e2x 2
(x3 )
(D + 2) − 4(D + 2) + 3
1
= e2x 2 (x3 )
D + 4D + 4 − 4D − 8 + 3
1
= e2x 2 (x3 )
D −1
e2x
= [1 − D2 ]−1 (x3 )
−1
e2x
= [1 + D2 + D4 + ...](x3 )
−1
e2x
= [1 + D2 ](x3 )
−1
e2x 3
= [x + D2 (x3 )]
−1
= −e2x [x3 + 6x]
(P.I.)1 = −e2x [x3 + 6x]
21
1
(P.I.)2 = (3x2 − 1)
(D2 − 4D + 3)
1 D2 4D
= (1 + − )(3x2 − 1)
3 3 3
−1
1 1 2
= 1 + (D − 4D) (3x2 − 1)
3 3
1 1 1
= [1 − (D2 − 4D) + (D2 − 4D)2 − ...](3x2 − 1)
3 3 9
1 1 2 1
= [1 − (D − 4D) + (16D2 )](3x2 − 1)
3 3 9
1 4 13 2
= [1 + D + (D )](3x2 − 1)
3 3 3
1 2
= [3x + 8x + 25]
3
1 2
(P.I.)2 = [3x + 8x + 25]
3
Hence
22
Now
1
P.I. = [x2 sin2x]
(D2 + 1)
1 2 i2x
= ImaginaryP artof [x e ]
(D2 + 1)
i2x 1 2
= [Link] e [x ]
(D + 2i)2 + 1)
i2x 1 2
= [Link] e [x ]
(D2 + 4iD − 4 + 1)
i2x 1 2
= [Link] e [x ]
(D2 + 4iD − 3)
( )
1
= [Link] ei2x D2 +4iD
[x2 ]
(−3) 1 + −3
( −1 )
ei2x D2 + 4iD
= [Link] 1+ [x2 ]
(−3) −3
( −1 )
ei2x D2 + 4iD
= [Link] 1− [x2 ]
(−3) 3
i2x
D2 + 4iD D4 + 8iD3 − 16D2
e 2
= [Link] 1+ + + ... [x ]
(−3) 3 9
i2x
D2 + 4iD −16D2
e 2
= [Link] 1+ + [x ]
(−3) 3 9
i2x
e 4 13 2 2
= [Link] 1 + iD − D [x ]
(−3) 3 9
i2x
e 2 8 26
= [Link] x + ix −
(−3) 3 9
(cos2x + isin2x) 2 8 26
= [Link] x + ix −
(−3) 3 9
1 2 8 26 2 8 2 26
= [Link] x cos2x + ixcos2x − cos2x + x isin2x + i xsin2x − isin2x
(−3) 3 9 3 9
1 2 8 26 8 2 26
= [Link] (x cos2x − xsin2x − cos2x) + i( xcos2x + x sin2x − sin2x)
(−3) 3 9 3 9
1 8 26
P.I. = xcos2x + x2 sin2x − sin2x
(−3) 3 9
23
Exercise
Solve
d2 y
(1) + y = sin x sin 2x
dx2
x
(2) [(D − 1)2 (D2 + 1)2 ]y = sin2 ( )
2
d2 y
(3) + a2 y = tan ax
dx2
d4 y d2 y
(4) 4
+ 2 2
+ y = x2 cosx
dx dx
d4 y
(5) + y = 2 sinhxsinx
dx4
d3 y d2 y dy
(6) 3
− 6 2 + 11 − 6y = ex x + sinx + cosx
dx dx dx
24
(12) (D2 + 2D + 5)2 y = xe−x cos2x
25
Answers
1
(3) y = c1 cos ax + c2 sin ax − a2
cos ax log[sec ax + tan ax]
x3 sinx x4 −9x2
(4) y = (c1 x + c2 )cosx + (c3 x + c4 )sinx + 12
− 48
cosx
−x
x
h i h i
√ √
(5) y = e 2 c1 cos √x2 + c2 sin √x2 + e 2 c3 cos √x2 + c4 sin √x2 − 32 sinxsinhx
ex x2
(6) y = c1 ex + c2 e2x + c3 e3x + 2 3
+ 32 x − 1
10
cosx + 1
10
sinx
2 2x
(7) y = c1 + c2 ex + c3 e−x + c4 cosx + c5 sinx + 3xex − 35m x2 + (log2)5 −log2
h i
x −x −x (1+ex )2 x
(8) y = c1 e + (c2 − 2)e +e 2
+ log1 + e −2
ex e−x
(11) y = (c1 x + c2 )ex + c3 e−x + 10
[cosx − 2sinx] − 50
[3cosx − 4sinx]
e−x
(12) y = e−x [(c1 x + c2 )cos2x + (C3 x + c4 )sin2x] − 32
[(x3 − x2 )cos2x − 23 x3 sin2x]
26
(13) y = c1 e−2x + c2 e−x − e−2x sinex
ex
(14) y = c1 ex + c2 e−x − 12 (xsinx + cosx) + 12
(2x3 − 3x2 + 9x)
√ √
(15) y = c1 e−2x + ex [c2 cos 3x + c3 sin 3x] + 81 (x4 − x + 1)
27