Differential Eqations
Differential Eqations
Differential Eqations
1. Introduction
An equation involving one or more derivatives of an unknown function is called a differential
equation. Differential equations arise in many physical phenomena and mathematical analysis of
any engineering problems.
A mathematician is interested in proving that a given differential equation possesses a solution;
hence one can obtain the solution and deduce a few properties of that solution. A physicist or an
engineer on the other hand is usually interested in the specific expression of the solution. The
usual compromise is to find the solution.
1.1
Fundamental definitions
An ordinary differential equation is an equation which involves derivatives of an unknown
function y of a single variable x.
Ordinary differential equations (ODEs) arise in many different contexts throughout mathematics
and science (social and natural) one way or another, because when describing changes
mathematically, the most accurate way is differentials and derivatives (related, though not quite
the same). Since various differentials, derivatives, and functions become inevitably related to
each other via equations, a differential equation is the result, describing dynamical phenomena,
evolution, and variation. Often, quantities are defined as the rate of change of other quantities
(time derivatives), or gradients of quantities, which is how they enter differential equations.
Specific mathematical fields include geometry and analytical mechanics. Scientific fields include
much of physics and astronomy (celestial mechanics), geology (weather modeling), chemistry
(reaction rates), biology (infectious diseases, genetic variation), ecology and population
modeling (population competition), economics (stock trends, interest rates and the market
equilibrium price changes). Many mathematicians have studied differential equations and
contributed to the field, including Newton, Leibniz, the Bernoulli family, Riccati, Clairaut,
d'Alembert, and Euler. A simple example is Newton's second law of motion the relationship
between the displacement x and the time t of the object under the force F, which leads to the
differential equation.
Examples:
The order of a differential equation is the order of the highest derivative occurring in it.
The degree of a differential equation is the degree of the highest derivative exists in the
equation, provided the equation is free of radicals and terms with fractional degree.
The order and degree of the differential equations in the above examples are respectively
is
Since
d2y
dy
3 2y 0 .
2
dx
dx
dy
d2y
2e2 x and 2 4e2 x .
dx
dx
d2y
dy
3 2 y 0 implying that y = e2x is a solution of the given differential equation.
Hence
2
dx
dx
x
Also y = e is a solution. These two solutions are particular solutions of the given equation. Note
that y = C1 e2x+ C2 ex is also a solution , where C1and C2 are arbitrary constants. This solution is
called the general solution of the given differential equation, which is the linear combination of
all possible linearly independent solutions.
Note:
A differential equation together with an initial condition is called an Initial Value problem. The
initial condition is used to determine the value of the arbitrary constants in the general solution.
1.2 Formulation of differential equations by eliminating arbitrary constants
In practice, differential equations arise in many ways, one of which is useful in that it gives us a
feeling for the kinds of solutions to be expected. In this section we start with the relation
2
involving arbitrary constants, and, by elimination of those arbitrary constants obtain a differential
equation which is consistent with the original relation. In other words we will obtain a
differential equation for which the given relation is the general solution.
Methods for elimination of arbitrary constants vary the way in which the constants enter the
given relation. Since each differentiation yields a new relation, the number of derivatives that
needs to be used is same as that of the number of arbitrary constants to be eliminated. Thus in
eliminating arbitrary constants from a relation we obtain a differential equation that is
(i) Of order equal to the number of arbitrary constants in the equation.
(ii) Consistent with relation.
(iii)Free from arbitrary constants.
Example 1.2.1
Eliminate the arbitrary constants c1 and c2 from the relation
c1
The elimination of
y 2 y 15c2e3 x ;
the elimination of
c1
y 2 y 5c2e3 x .
Hence
y 2 y 3( y 2 y),or y y 6 y 0.
Another method for obtaining the differential equation in this example proceeds as follows. We
know from a theorem in elementary algebra that the equations (1), (2), and (3) considered as
equations
in
y
e2 x
y 2e2 x
y ''
4e2 x
the
two
unknowns
c1 and c2 can
have
solutions
only
if
e3 x
3e3 x 0. (4)
9e3 x
Since e-2x and e3x cannot be zero, equation (4) may be rewritten, with the factors e-2x and e3x
removed, as
y
y
This latter method has the advantage of making it easy to see that the elimination of the constants
c1 ,c2 ,..., cn
differential equation
a0
dny
d n1 y
a
... an y 0, in which the coefficients
1
dx n
dx n1
a0 , a1,..., an are
constants. The
( x a) 2 y 2 a 2 .
( x2 y 2 )dx 2 xydy 0.
x2 y 2
2a.
x
dx
B sin(t ), (6)
dt
d 2x
2 B cos(t ). (7)
2
dt
On comparing equations (5) and (7) we get
d 2x
2 x 0.
2
dt
Example 1.2.4 Eliminate c from the equation
Differentiating the given equation we get
cxy c2 x 4 0.
c( y xy) c 2 0.
Since c 0, c ( y xy) and substitution into the original leads to the result
x3 ( y)2 x2 yy 4 0.
Exercises 1.2.5
Form the differential equation by eliminating the arbitrary constants
1. x c1 cos t c2 sin t; a parameter.
4
in
2.
y 2 4ax.
3.
y x2 c1e x c2e2 x .
4.
y Ae2 x Bxe2 x .
5.
1.3
Families of curves
A relation involving a parameter, as well as one or both the coordinates of a point in a plane,
represents a family of curves, one curve corresponding to each value of the parameter. For
instance, the equation
of circles, each having its center on the line y = x and each passing through the origin.
If the constant c is treated as an arbitrary constant and eliminated, the result is called the
differential equation of the family represented by the equation. In this case, the elimination of c
is easily performed by isolating c, then differentiating throughout the equation with respect to x.
x2 y 2
2c and hence we can form the differential
Thus, the given equation takes the form
x y
equation.
Note that for a two parameter family of curves, the differential equation will be of order 2.
Example 1.3.1 Find the differential equation of the family of parabolas, having their vertices at
the origin and their foci on the y-axis.
From analytic geometry, we find the equation of this family of parabolas to be
from
that
F
x
and
x 2 4ay. Then
F
then a may be eliminated by differentiation. Thus it follows
y
2 xydx x2dy 0.
Example 1.3.2 Find the differential equation of the family of circles having their centers on the
y-axis.
Since a member of the family of circles of this example may have its center anywhere on the yaxis and its radius of any magnitude, we are dealing with the two-parameter family
x2 ( y b)2 r 2 .
Differentiating the given equation, we get
x ( y b) y 0, from which
x yy
b.
y
Differentiating again,
equation is
xy ( y)3 y 0.
Exercises 1.3.3
In each exercise, obtain the differential equation of the family of plane curves described and
sketch several representative members of the family.
1. Straight lines with slope and x-intercept equal.
2. Circles with fixed radius r and tangent to the x-axis.
3. Parabolas with axis parallel to the x-axis.
cy 2 x 2 ( x a) with a fixed.
x3
2
.
5. The cissoids y
ax
6. The strophoids r a(sec tan ).
4. The cubics
1.4
In our study we initially consider only first order and first degree differential equation. Such
equations can be written in the form
Before discussing some of the analytic techniques for finding solutions we shall state an
important theorem concerning to the uniqueness and existence of solution.
Consider
Let T denote the rectangular region defined by
the point
and
and
, a region with
and
in
and
satisfies
,
is unique in
Remark:
From
the
above
Example 1.5.3
Solution:
The solution is
Example 1.5.4
Solution:
the
type
x y 1 dx x 2 1 y 2 1 dy 0
Example 1.5.5
Solution:
Then
Integrating,
Exercise 1.5.6
Solve
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
1.6
and .
, where
and
are
= g(v)
Example 1.6.1
Solution:
Put
then
Example 1.6.2
Solution:
then
Integrating,
or
. However, it is sometimes
easier to solve by substituting for the variable whose differential has the simpler coefficient.
Example 1.6.3
Solution:
Integrating,
Exercise 1.6.4
Solve
1.
2.
3.
4.
5.
6.
7.
8.
1.7
Case 1: When
Putting x= X + h and y = Y + k, where h, k are constants so that dx = dX , dy = dY
Case 2: When
i.e.,
Form by substituting
Example 1.7.1
Solve
Clearly,
ab ab 0
10
put
Substituting,
.
Solve
Here
Put
i.e
i.e
Separating,
i.e Solution is
Exercise 1.7.3
Solve
1.
2.
3.
4.
5.
6.
7.
8.
9.
11
such that is
If the equation
F
x
and
F
y
and
(1)
2 M
2
2 M N
.
F
F
dx
dy
dx
B( y ) dy Mdx Ndy.
x
y
x
y
Hence the given equation is exact. Thus , we have proved the following theorem.
M
N
Theorem: If M , N,
are all continuous functions of x and y , then a necessary and
and
y
x
sufficient condition for the differential equation M dx + N dy = 0 to be exact is that
Note : If the differential equation M dx + N dy = 0 is exact then the solution of the equation can
be obtained as follows. Let F be a function of x and y such that dF = M dx + N dy.
F
F
F
Then comparing with the equation dF
= M (x, y).
dx
dy we get
x
x
y
12
M ( x, y)dx B( y)
M ( x, y)dx (terms in N ( x, y) not containg x) dy
as required solution.
,
13
where
Exercises 1.9.3
Solve
1.
2.
3.
4.
5.
1.10. Bernoulli equation
The equation
Bernoullis equation.
To solve, divide both sides by
Put
, so that
. Equation reduces to
which is linear in
can be solved.
Example 1.10.1
Dividing by
Put
Solve
,
.
.
, so
14
and
i.e.
, i.e
I.F =
which is linear in z.
Solution is
i.e.
i.e.
Example 1.10.2
Solve
Dividing by ,
( y 1 y )dy
dx
x
i.e.
Exercise 1.10.3
Solve
1.
2.
3.
4.
5.
6.
7.
8.
Hence,
must satisfy
.
15
.
First let
be a function of
alone. Then
Then we have
and
becomes
or
alone, we have
is a function of
alone, we get
Using the above integrating factors, one can convert the equation to exact form and solve.
Example 1.11.1
Solve
and
Hence,
.
.
So
I.F =
Multiplying
.
.
Solve
2.
3.
4.
16
5.
6.
7.
8.
1.12 Integrating factors by inspection.
Here we are concerned with the equations that are simple enough to enable us to find the
integrating factors by inspection. The ability to do this depends largely upon recognition of
certain common exact differential and upon experience. Below are four exact differentials that
occur frequently:
Using these exact differentials it is possible to group the terms in given differential equation and
obtain the integrating factors.
Example 1.12.1
Solve
.
Group the terms
Dividing by
Solution on integration,
Example 1.12.2
Solve x
.
dy
y
y cos 2 ( )
dx
x
y
xdy ydx cos 2 ( )dx
x
y
y
d ( ) x 2 cos 2 ( )dx
x
x
y
y
dx
sec2 ( )d ( ) 2
x
x
x
y
1
tan( ) c
x
x
17
x3
x3 y 3
C.
d y 2 dy 0 , which is exact. Therefore the solution is
y
3
y
Exercise 1.12.4
Solve
1.
2.
3.
4.
5.
6.
7.
1.13 Higher Order Linear Differential Equations
The general linear differential equation of order n is an equation that can be written as
.(1)
If R(x) = 0, then the equation is called a homogenous linear differential equation otherwise it is
called non-homogeneous differential equation. The coefficient functions
are
continuous on the interval I.
Consider
If
and
.
are solutions of homogenous equation then
is also a solution of
that equation.
In a similar manner, if y1 ,y2 ,,yn are solutions of (1), then
..(2)
is also a solution where
the
where
linearly independent solutions of the given equation. Where as for the nonhomogeneous equation
the general solution is of the
form y yc y p , where yc is the general solution of the corresponding homogenous
equation
and
y p is a particular
solution of the given equation , which does not contain any arbitrary constants.
1.3.1 An Existence and Uniqueness Theorem:
Given an
order linear differential equation,
18
on an interval I,
suppose that
Example 1.13.1
Solution is
Using
we get
for all
in
are said to be linearly dependent on that interval. If no such relation exists, the functions are said
to be linearly independent.
1.13.3 The Wronskian of Solution:
To test whether n functions are linearly independent on an interval
let us assume that
each of the functions
is differentiable atleast (
times
in
f1 ( x)
determinant W ( x)
If
f ( x)
.
n 1
f1 ( x)
for some
independent on
f 2 ( x)
'
1
...
f n ( x)
'
f n ' ( x)
.
n 1
f n ( x)
f 2 ( x) ...
.
.
n 1
f 2 ( x) ...
on
. The function
eax
ae
ax
ebx
be
bx
b a e( a b ) x 0 only if a=b.
19
1
0
x
1
1
0.
Therefore
y1 1and y2 x
are
linearly
independent.
d
dk
k
Let D then D k for k 1, 2,.... .Then the equation (1) can be expressed as
dx
dx
b0 D n y b1D n1 y ... bn y R( x)
i.e., (b0 D n b1D n1 ... bn ) y R( x)
i.e., f(D) y = R(i) where f(D) = b0 Dn b1Dn1 ... bn is called a differential operator. To
solve such equations we first study the properties of the differential operator.
1.13.4 Properties of differential operator:
1. f(D)eax = eaxf(a)
Proof: Let f(D) = b0 Dn b1Dn1 ... bn .
Since Dkeax = akeax, for k = 1,2,3n. we have,
f(D)eax = b0 D n eax b1D n1eax ... bn eax
b0 a n eax b1a n1e ax ... bne ax
(b0 a n b1a n1 ... bn )eax f (a)e ax
2. f(D)eax y = eaxf(D+a)y
Proof: Let f(D) = b0 Dn b1Dn1 ... bn
We have D eax y = y Deax + eax Dy = y eax a + eax Dy = eax (D+a)y,
0,
3. ( D a)k eax x j ax
e k !, j k
0, j 0,1, 2,....k 1
Proof: We know that D k x j
then by property(2), the result follows.
k !, j k
1.13.5 The solution of linear homogeneous differential equation with constant coefficients
Consider the linear homogeneous differential equation with constant coefficients
b0
dny
d n1 y
dy
b
... bn1 bn y 0 where
1
n
n 1
dx
dx
dx
20
equation.
Case1: If the roots of the auxiliary equations are all distinct then
y1 ea1x , y2 ea2 x ,..........., yn ean x are linearly independent solutions of the given equation.
Hence the general solution is given by y C1ea1x C2ea2 x ... Cnean x .
Case2: If some roots are equal, say a1 a2 ...... ak a.
Then the solutions y1 y2 ... yk eax . Then the solution is given by y ea1x ea2 x ... ean x
does not contain n arbitrary constants and hence cannot be the general solution. Since first k
roots of the auxiliary equations are equal the given differential equation can be rewritten as
g ( D)( D a)k y 0. Then by property (3), we observe that y j eax x j , j 0,1,......,.k 1 are all
y1 e1x e( aib) x eax (cos bx i sin bx) and y2 e2 x e( aib) x eax (cos bx i sin bx) are the two
distinct solutions. Therefore the corresponding solution is y C1e1x C2e2 x , which can be
expressed as y1 eax ( A1 cos bx A2 sin bx) where A1 and A2 are arbitrary constants.
Example 1.13.4: Solve (2D2 + 5D 12)y = 0
Solution: Auxiliary equation is 2m2 + 5m 12 = 0.
That is, (2m 3) (m + 4) = 0 and it has the roots m1 = 3/2 and m2 = - 4 which are real and
distinct. Therefore the general solution is y = C1 e3x/2 + C2e-4x
Example 1.13.5
Solve
d2y
+4y=0
dx 2
21
dy
d2y
d 3x
Solve
+4
+4
= 0.
3
2
dx
dx
dx
Solve
d2y
d 4x
+
8
+ 16y = 0
dx 4
dx 2
Solution: Here the auxiliary equation is m4 + 8m2 + 16 = 0, which is simply (m2 + 4)2 = 0.
Therefore we have m2 + 4 = 0 repeated. It gives m2 = -4
Therefore m = 2i.
Thus the roots are m = 2 i, 2i (imaginary, repeated).
Hence the general solution is y = e0x [(C1 + C2x) cos 2x + (C3 + C4x) sin 2x]
That is, y = (C1 + C2x) cos 2x + (C3 + C4x) sin 2x.
Example 1.13.8
dy
d4y
d3y
d2y
Solve
-2
+2
-2
+y=0
4
3
2
dx
dx
dx
dx
22
y p is a particular solution of the given equation , which does not contain any arbitrary constants.
The complementary function can be determined using the method described above. To determine
the particular solution y p , we use the following methods.
1.13.6.1
1
as
f ( D)
d
1
[ (x)] = y , where D is the differential operator
.
dx
f ( D)
Thus f(D) is also a differential operator and
Example 1.13.6.1
1
y ydx
D
1
can be treated as its inverse.
f ( D)
DR( x) y R( x) ydx.
1
1
11
1
x
1 1.dx x , 2 1 1 x xdx
D
DD
D
2
D
Similarly we can showthat
1
xk
1
, k 1, 2,3,.......
k!
Dk
1
eax
ax
e
if f (a) 0.
f ( D)
f (a)
Proof: We know that f(D)eax = eaxf(a), If f(a) 0, then dividing by f(a) we get
1
eax
f ( D)e ax f (a )
f (a)
f (a)
1
eax
ax
e
f ( D)
f (a )
1
1
eax y eax
y
f ( D a)
f ( D)
Proof: From the property f(D)eax y = eaxf(D+a)y the result follows.
3.
4.
1
y eax e ax y dx
Da
Proof: The result follows directly from the result (2) and example (1) .
23
1
[ (x)]
f ( D)
e ax
if f(a) 0.
f (a)
If f(a) = 0, then f(D) can expressed as f(D) = (D-a)k (D), where (a) 0.for k = 1,2,3,.
Then
1 ax
1
1
e
eax
k
f(D)
(D-a) (D)
(D-a)k
1 ax
1
e
k
(D) (D-a)
eax
(a)
1 1
eax 1
eax x k
ax
e
k
(a) (D-a)k
(a) k !
(a) D
Case(ii): If (x)= cosax or sinax then, since cosax = Re( eiax ) and sinax = Im( eiax ) this case
reduces to the case(i) and hence can be solved.
Case(iii) If (x)= xm, for some positive integer m, then
positive powers of x and hence
1
can be expanded as a series in
f(D)
1 m
x can be determined.
f(D)
Working Rule:
1. If (x) = eax, then
1
eax
eax
if f (a) 0.
f ( D)
f (a )
1
1
eax
ax
ax
If f (a) 0 then
e x
e x
if f (a ) 0,
f ( D)
f ( D)
f (a)
1
x2
eax if f (a ) 0.
f ( D)
1
x2
eax if f (a) 0 and so on...
f (a )
2. If (x) = cos ax or sin ax and if the differential operator can be written as f(D2) then
1
1
[(x)] =
(x) provided f(-a2) 0.
2
2
f (D )
f (a )
1
1
( (x)) = x.
( (x))
2
f(D )
f (-a 2 )
24
Example 1.13.8
dy
d2y
Solve
-6
+ 10 y = cos 2x + e-3x
2
dx
dx
6 2i
6 36 40 6 4
=
=
=3 i
2
2
2.1
Or m = i, where = 3 and = 1.
Therefore C.F. = e3x (C1 cos x + C2 sin x)
P.I. -
1
1
(cos 2x) + 2
(e-3x)
D 6 D 10
D 6 D 10
2
1
1
(cos 2x) +
e-3x
2
2 6 D 10
(3) 6(3) 10
2
1
1
(cos 2x) +
.e-3x
6 6D
9 18 10
1 1 D
1 -3x
(cos 2x) +
e , multiplying numerator and denominator by 1 + D in the first
2
6 1 D
37
expression.
That is, P.I. =
1 1 D
1 -3x
(cos
2x)
+
e
6 1 (2 2 )
37
1 -3x
1
{1 . cos 2x + D(cos 2x)} +
e .
37
30
That is, P.I =
1 -3x
1
d
(cos 2x 2 sin 2x) +
e , since D =
37
30
dx
1 -3x
1
(cos 2x 2 sin 2x) +
e
37
30
25
P.I =
=
1
(cos3 x)
2
D 18D 81
4
1
D 18D 2 81
4
3
1
cos A + cos 3A).
4
4
( Since Cos3 A =
P.I =
=
1
3
4 cos x 4 cos 3x .
3
1
1
1
(cos x) +
(cos 3x)
4
4
2
4 D 18D 81
4 D 18D 2 81
3
1
1
1
(cos x) +
(cos 3x)
4
2 2
2
4 (1 ) 18(1) 81
4 D 18D 2 81
1
1
(cos 3x) = x2 11 2 (cos 3x)
2
D 18D 81
f (D )
4
That is,
1
1
(cos 3x) = x2, 11
cos 3x
2
D 18D 81
f (3 2 )
4
x2
Thus P.I. =
1 2
1
cos 3x = x cos 3x
72
12(9) 36
3
1
1 1 2
.
cos x +
x cos 3x
4 1 18 81
4 72
Therefore P.I. =
3
1 2
.cos x .x cos 3x.
256
288
3
1 2
cos x x cos 3x.
256
288
26
P.I =
1
(x2 + x + 1)
D 6D 9
2
That is, =
1
1
2
91 D D 2
9
3
(x2 + x + 1)
1 2
1
= . 1 D D 2 (x2 + x + 1)
9 3
9
1
P.I =
9
1 2 2
1 2
2
2
1 D D D D ... (x + x + 1)
9
9
1
2
1
4
{1 +
D - D2 + D2 + higher powers} (x2 + x + 1)
9
3
9
9
1
2
1
(1 + D + D2)(x2 + x+ 1), neglecting D3 and higher powers since we have only 2nd degree
9
3
3
polynomial x2 + x + 1.
Therefore P.I. =
1
2 d 2
1 d2 2
{1(x2 + x + 1) +
(x + x + 1) +
(x + x + 1)}
9
3 dx
3 dx 2
1 2
2
1
{(x + x + 1) + (2x + 1) + (2)}
9
3
3
1 2
7
7
1
x +
x+
=
(3x2 + 7x + 7)
9
27
27
27
Solve
1
(3x2 + 7x + 7).
27
d3y
d2y
+
3
= 1 + x + e-3x
3
2
dx
dx
1
(1 + x + e-3x)
2
D 3D
3
1
D
3 D 2 1
3
(1 + x + e-3x)
27
1
3D 2
D
1
e-3x
1 (1 + x) + x .
2
3
3D 6 D
1
3D 2
D D 2 D3
... (1 + x) + x.
e-3x
1
2
3
9 27
3D 6 D
1
1
1 D
1
= 2
e-3x
(1 + x) + x.
2
3(3) 6(3)
3D 9 D 27 81
1 1
1 1
1
1
x
. 2 (1 + x) - . (1 + x) +
(1 + x) D(1 + x) + e-2x
3 D
9 D
27
81
9
1
x2 1
x2
x3
But
(1 + x) = x +
,
(1 + x) =
+
and D(1 + x) = 1.
2 D2
D
2
6
Therefore P.I. =
1
3
x2 x3 1
1
1
x
x2
+
- x
(1 + x) (1) + e-3x
6 9
9 27
81
9
2
2
2
25 2 1 3 x -3x
x+
x +
x + e
162
18
81 27
9
The term
2
2
x may be neglected in view of the arbitrary C1 + C2x appearing in C.F.
81 27
dy
d3y
d2y
Solve
+2
+
= e2x + x3
3
2
dx
dx
dx
1
1
(e2x) + 3
(x3)
2
2
D 2D D
D 2D D
Now,
1
1
e 2x
2x
2x
(e
)
=
.e
=
18
2 3 2.2 2 2
D 3 2D 2 D
Consider
25 2 1 3 x -3x
x +
x + e
162
18
9
1
(x3)
D 2D 2 D
3
28
Therefore we write,
1
1
(x3) =
(x3)
2
2
D 2D D
D( D 2 D 1)
3
1
1
1
.
(x3) =
(1 + D)-2 (x3)
2
D (1 D)
D
1
1
(x3) =
(1 2D + 3D2 4D3 + 5 D4) (x3), neglecting higher powers of D.
2
D
D 2D D
3
=(
Now,
1
stands for integration, and D, D2 etc. for successive derivatives.
D
1
x4
3
(x
)
=
- 2 .x3 + 3(3x2) 4 (6x) + 5(6).
3
2
4
D 2D D
Therefore
=
1
- 2 + 3D 4D2 + 5 D3) (x3)
D
x4
- 2x3 + 9x2 24x + 30
4
Thus P.I. =
1 2x x 4
e +
- 2x3 + 9x2 24x + 30
18
4
The constant term 30 may be neglected in view of the arbitrary constant C1 in the C.F.
1 2x x 4
Hence, the general solution y = C1 + (C2 e C3) e +
e +
- 2x3 + 9x2 24x.
18
4
-x
-x
Exercise: 1.13.13
dy
d2y
1. Solve 4
+ 16
- 9y = 4 ex/2 + 3 sin (x/4)
2
dx
dx
2. Solve (D2 + 1)y = ex + x4 + sin x.
Answers :
Auxiliary equation is 4m2 + 16 m 9 = 0. The roots are m =
1.
1
[4ex/2 + 3 sin (x/4)]
4 D 16 D 9
=4
1
1
(ex/2) + 3.
[sin (x/4)].
2
4 D 16 D 9
4 D 16 D 9
2
29
1
9
and are the roots.
2
2
1
1
1
Therefore f = 4 + 16 - 9 = 1 + 8- 9 = 0.
2
2
2
Therefore
1
1
(ex/2) = x.
(ex/2).
8D 16
4 D 16 D 9
2
P.I = 4x.
1
.
42
1
1
(ex/2) + 3.
[sin (x/4)]
8D 16
1
4 2 16 D 9
4
1
1
.ex/2 + 3.
[sin (x/4)]
1
1
16 D 9
8 16
4
2
1
= xex/2 + 3.
5
37
4
[sin (x/4)]
2
37
256 D 2
4
16 D
37
316 D
1
4
1 x/2 12
xe (64 D + 37) sin (x/4)
5
1625
General solution is
y = C.F + P.I. = C1 ex/2 + C2 e-9x/2 +
1 x/2 12
xe {16 cos (x/4) + 37 sin (x/4)}
5
1625
1
1
1
(ex + x4 + sin x) = ex + (x4 12x2 +24) + x . (-cos x )
2
2
D 1
2
Variation of Parameters
30
1 x 4
x
e + x 12 x2 + 24 cos x.
2
2
y p( x) y q( x) y R( x). (1)
Suppose that
interval a x b. Let us see what happens if we replace both of the constants c1 and c2 with
functions of x.
We consider y Ay1 By2 (2) and try to determine A( x) and B( x) so that
y1 and y2
are
solutions
of
the
homogeneous
equation,
so
that
finally
y1
y2
y1
y2
determinant is precisely the Wronskian of the functions y1 and y2 , which are presumed to be
linearly independent on the interval a x b. Therefore, the Wronskian does not vanish on that
interval and we can find
A( x)
y2 R( x)
dx and B( x)
W ( x)
Example 1.14.1
y1R( x)
dx
W ( x)
yc c1 cos x c2 sin x.
31
W ( x)
y1
y2
y1
y2
A( x)
cos x
sin x
sin x cos x
1.
y2 R( x)
sin x sec x tan x
dx
dx tan 2 xdx x tan x.
W ( x)
1
(Constant of integration has been disregarded because we are seeking only a particular solution.)
And
B( x)
y1R( x)
cos x sec x tan x
dx
dx tan xdx ln | sec x | .
W ( x)
1
Example 1.14.2
Here
1
.
1 e x
x
2x
yc c1e x c2e2 x , so we put y p Ae Be .
Then
W ( x)
y1
y2
y1
y2
A( x)
ex
e
e2 x
2e
2x
e3 x .
y2 R( x)
e2 x
e x
dx
dx
dx ln(1 e x ).
-x
3x
x
W ( x)
(1+e )e
1 e
And
B( x)
x
y1R( x)
e2 x
e x
dx
dx
dx e x ln(1 e x ).
x
x
W ( x)
(1 e )
1 e
32
2x
(e x e2 x )ln(1 e x ).
Exercises 1.14.3
Solve using variation of parameters:
1. ( D 1) y csc x cot x.
2
2. ( D 1) y sec x.
2
3. ( D 1) y tan x.
2
4. ( D 1) y sec x csc x.
2
5. ( D 2 D 1) y e (e 1) .
2
2x
6. ( D 3D 2) y cos(e ).
2
7. ( D 1) y 2(1 e
2
2 x 1/ 2
8. ( D2 1) y e2 x sin e x .
1.14
x
D D 1 y .
;
i.e.,
dx 2 dx x dt x 2 dt 2 dt
dx 2
d3y
D D 1 D 2 y , and so on.
dx3
After making these substitutions in equation (1), we get a linear equation with constant
coefficients which can be solved as before.
2
dy
2 d y
4x 6 y x2
Example 1.15.1
Solve x
2
dx
dx
d2y
d
dy
Solution: Put x et . Then t log x . Let D , then x
Dy , x 2 2 D D 1 y .
dx
dt
dx
2t
2
The given equation becomes D D 1 4D 6 y e ; i.e., D 5D 6 y e2t
Similarly, x3
e 2t
1
1
2t
2t
t
te2t
e
t
e
2 2 5
D 2 5D 6
2D 5
The complete solution is y yc y p c1 x 2 c2 x3 x 2 log x
The particular integral is y p
d2y
dy
2 x 12 y x3 log x
2
dx
dx
2
d
dy
2 d y
Solution: Put x et . Then t log x . Let D , then x
,
D D 1 y .
Dy x
dx 2
dt
dx
The given equation becomes D2 D 12 y te3t
Example 1.15.2
Solve x 2
t
2
D D 12
7 2 7
49
2
x3 log x 1
1
3
4
log x
The complete solution is y yc y p c1 x c2 x
7
2
7
49
3
2
d y
d y
dy
Example 1.15.3
Solve x3 3 3x 2 2 x y x log x
dx
dx
dx
t
Solution: Put x e . Then t log x .
d2y
d3y
d
dy
, then x
Dy , x 2 2 D D 1 y , x3 3 D D 1 D 2 y
dx
dx
dt
dx
3
t
The given equation becomes D 1 y e t
Let D
1 3i
;
2
t
3
3
The complementary function is yc c1et e 2 c2 cos
t
c
sin
t
3
2
2
et
1
The particular integral is y p 3 et t t
2
D 1
The complete solution is
3
x
y yc y p c1 x 1 x c2 cos
log x c3 sin
log x log x
2
2
Exercise 1.15.4
Solve
d2y
dy
1. x 2 2 2 x 4 y x 4
dx
dx
34
d2y 2
1
y x 2
2
dx
x
x
2
d y
dy
3. x 2 2 x y sin log x log x
dx
dx
Answers
x4
1. y yc y p c1 x 1 c2 x 4 log x
5
1 log x 2 1
2. y c1 x 2 c2
x
x
3
x
2. x
1
1
2
log x cos log x log log x sin log x
4
4
d
dy dy dt dy
1
dy
, then
. .
.a ; i.e., ax b aDy
dt
dx dt dx dt ax b
dx
2
2
2
d y
a
2 d y
ax
b
a 2 D D 1 y .
;
i.e.,
D
D
1
y
2
2
2
dx
dx
ax b
d3y
a3 D D 1 D 2 y , and so on.
Similarly, ax b
3
dx
After making these substitutions in equation (1), we get a linear equation with constant
coefficients which can be solved as before.
2
dy
2 d y
2 x 3 12 y 6 x
Example 1.16.1
Solve 2 x 3
2
dx
dx
t
Solution: Put 2 x 3 e . Then t log 2 x 3 .
3
2
d
dy
2 d y
22 D D 1 y .
, then 2 x 3 2 Dy , 2 x 3
2
dx
dt
dx
et 3
The given equation becomes 4 D D 1 2 D 12 y 6
;
2
Let D
3 57
;
4
3 57
t
4
c2e
35
3 57
t
4
3et 3
1
t
3
e
9
14 4
4 D 2 6 D 12
3 57
4
c2 2 x 3
3 57
4
3
3
2 x 3
14
4
2
d3y
dy
2 d y
2
x
1
2 4 x 1 4 y 4log x 1
3
dx
dx
dx
d
dy
Solution: Put x 1 et . Then t log x 1 . Let D , then x 1 Dy ,
dt
dx
2
3
2 d y
3 d y
x 1 2 D D 1 y , x 1 3 D D 1 D 2 y
dx
dx
3
The given equation becomes D D2 4D 4 y 4t
Example 1.16.2
Solve x 1
D2
1
...) (t ) t 1
The particular integral is y p 3
4t 1 ( D
2
4
D D 4D 4
d2y
dy
x 1 y sin 2log x 1
2
dx
dx
t
Solution: Put x 1 e . Then t log x 1 .
Example 1.16.3
Solve
x 1
2
d
dy
2 d y
D D 1 y .
Let D , then x 1 Dy , x 1
dx 2
dt
dx
The given equation becomes D2 1 y sin 2t
1
1
sin 2t sin 2t
D 1
3
2
1
y yc y p c1 cos log x 1 c2 sin log x 1 sin 2log x 1
3
Exercise 1.16.4
Solve
2
dy
2 d y
5 3x 2 3 y x 2 x 1
1. 3x 2
2
dx
dx
2
dy
2 d y
x 1 y 2sin log x 1
2. x 1
2
dx
dx
2
dy
2 d y
2 x 1 2 y 8 x 2 2 x 3
3. 2 x 1
2
dx
dx
Answers
36
1
7
1
2
3x 2 3x 2
405
27 108
y c1 cos log x 1 c2 sin log x 1 log x 1 cos log x 1
1. y c1 3x 2 3 c2 3x 2
1
2.
1
1
2
2 x 1 2 x 1 log 2 x 1 2
5
2
1.17 System of linear differential equations with constant coefficients
Quite often we come across a system of linear differential equations with constant coefficients in
which there are two or more dependent variables and a single independent variable exists. Such
a system of equation can be solved by eliminating all but one of the dependent variables , and
solving the resulting equation. Then using the given equations, the other dependent variables
can be expressed in terms of the dependent variable which is obtained earlier and can be
determined.
Example 1.17.1
Solve the simultaneous equations:
3. y c1 2 x 1
c2 2 x 1
dx
dy
5 x 2 y t; 2 x y 0 being given x y 0 when t 0.
dt
dt
d
Solution: Taking
D, the given equations become
dt
( D 5) x 2 y t (i)
2 x ( D 1) y 0 (ii)
Eliminate x as if D were an ordinary algebraic multiplier. Multiplying (i) by 2 and operating on
(ii) by (D+5) and then subtracting, we get
( D2 6D 9) y 2t.
Its
complementary
function
is
1
2t 4
(
2
t
)
.
( D 3)2
9 27
Thus y(t ) yc y p .
y p (t )
When t=0, 0 y c1
4
.
27
4 1
t 1
x(t ) c2 c2t e3t .
9 27
27 2
2
When t = 0, 0 x c2 .
9
Hence the desired solutions are
x(t )
1
1
2
2
(1 6t )e3t (1 3t ); y(t ) (2 3t )e3t (2 3t ).
27
27
27
27
37
Example 1.17.2
dx
dy
2 y sin t 0; 2 x cos t 0 given that x = 0 and y = 1 when t = 0.
dt
dt
d
Solution: Taking
D, the given equations become
dt
Dx 2 y sin t (i)
2 x Dy cos t (ii)
Eliminating x by multiplying (i) by 2 and operating on (ii) by D and then adding, we get
( D2 4) y 3sin t.
yc (t ) c1 cos2t c2 sin 2t and a particular integral is
1
sin t sin t.
D 4
Thus y(t ) yc y p .
y p (t ) 3
When t=0, 1 y c1 1.
Substituting the value of y in (ii), we obtain
dx dy
dx dy
( D2 2) x 9cos t.
Its
complementary
function
is
xc (t ) c1e
x p (t ) 3cos t.
Thus x(t ) xc x p .
Substituting the value of x in (ii), we obtain
38
2t
c2e
2t
and
particular
integral
is
dx
dy
y sin t 0; x cos t 0 given that x = 2 and y = 0 when t = 0.
dt
dt
ii. ( D 1) x Dy 2t 1;(2D 1) x 2Dy t .
i.
iii. ( D 1) x (2D 1) y e ;( D 1) x ( D 1) y 1 .
t
d
D . If x = y =
dt
d 2x
dy
d2y
dx
2 2 3 4;2 2 3 0. Obtain expressions for x and y in terms of t, given
dt
dt
dt
dt
x, y, dx/dt, dy/dt all vanish at t = 0.
39