Engineering Mathematics 2 PDF

SYLLABUS
ENGINEERING MATHEMATICS – II : NAS 203
UNIT - I : DIFFERENTIAL EQUATION

Linear differential equations of nth order with constant coefficients, Complementary function and
Particular integral, Simultaneous linear differential equations, Solution of second order differential
equations by changing dependent & independent variables, Normal form, Method of variation of
parameters, Applications to engineering problems (without derivation).
UNIT – II : SERIES SOLUTION AND SPECIAL FUNCTIONS

Series solution of second order ordinary differential equations with variable coefficient (Frobenius
method), Bessel and Legendre equations and their series solutions, Properties of Bessel function and
Legendre polynomials.
UNIT – III : LAPLACE TRANSFORM

Laplace transform, Existence theorem, Laplace transforms of derivatives and integrals, Initial and final
value theorems, Unit step function, Dirac- delta function, Laplace transform of periodic function,
Inverse Laplace transform, Convolution theorem, Application to solve simple linear and simultaneous
differential equations.
UNIT – IV : FOURIER SERIES AND PARTIAL DIFFERENTIAL EQUATIONS

Periodic functions, Fourier series of period 2 , Euler’s Formulae, Functions having arbitrary periods,
Change of interval, Even and odd functions, Half range sine and cosine series, Harmonic analysis.
Solution of first order partial differential equations by Lagrange’s method, Solution of second order
linear partial differential equations with constant coefficients.
UNIT – V : APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS

Classification of second order partial differential equations, Method of separation of variables for
solving partial differential equations, Solution of one and two dimensional wave and heat conduction
equations, Laplace equation in two dimension, Equation of transmission lines.
TEST BOOKS
1. E. Kreyszig, : Advanced Enginnering Mathematics,Volume-II, John Wiley&Sons
2. B. V. Ramana, Higher Engineering Mathematics, Tata Mc Graw- Hill Publishing Company Ltd.
3. R.K.Jain & S.R.K. Iyenger, Advance Engineering Mathematics, Narosa Publishing House.
REFERENCE BOOKS
1. Chandrika Prasad, Advanced Mathematics for Engineers, Prasad Mudranalaya
2. Peter V. O’ Neil, Advanced Engineering Mathematics, Thomas (Cengage) Learning.
3. A. C. Srivastava & P. K. Srivastava, Engineering Mathematics, Vol. – II, PHI Learning Pvt. Ltd.
DR. U. P. SINGH REC SONBHADRA http://upsingh.in/Students

UNIT 1 : DIFFERENTIAL EQUATIONS
CONTENTS
1.01 Differential Equation ....................................................................................................................................2
order and degree of a differential equation.........................................................................................................2
1.02 Linear Differential Equations ........................................................................................................................2
1.03 Linear Differential Equations Of nth Order....................................................................................................3
linear differential equation...................................................................................................................................3
1.04 Linear Differential Equations of Second Order with Constant Coefficients .................................................4
LINEAR INDEPENDENCE AND DEPENDENCE .........................................................................................................4
METHOD FOR FINDING THE COMPLEMENTARY FUNCTION ................................................................................4
1
TO FIND THE VALUE OF x n sin ax. .......................................................................................................... 11
f(D)
GENERAL METHOD OF FINDING THE PARTICULAR INTEGRAL OF ANY FUNCTION  (x) ................................ 12
1.05 Cauchy Eular Homogeneous Linear Differential Equations ....................................................................... 12
1.06 Legendre’s Homogeneous differential Equations ..................................................................................... 14
1.07 Simultaneous Linear Differential Equations .............................................................................................. 15
simultaneous differential equations ................................................................................................................. 15
METHOD OF REDUCTION .................................................................................................................................. 19
RULE TO FIND OUT PART OF THE COMPLEMENTARY FUNCTION ..................................................................... 23
1.08 Method of reduction of order ................................................................................................................... 24
Method 1. To Find the Complete Solution of y"  Py'  Qy  R when part of Complementary Function
is known (Method of reduction of order) ......................................................................................................... 24
Certain rules to find one part of CF(Remember !) ............................................................................................ 26
1.09 Reduced to Normal Form (Removal of first derivative) ............................................................................ 27
Method 2. To Find the Complete Solution of y"  Py'  Qy  R when it is Reduced to Normal Form
(Removal of first derivative) .............................................................................................................................. 27
1.10 Changing the Independent Variable .......................................................................................................... 29
Method 3. To Find the Complete Solution of y "  Py '  Qy  R Changing the Independent Variable ....... 29
1.11 Method of Variation of Parameters .......................................................................................................... 31
Method 4 : To Find the Complete Solution of y " Py ' Qy  R by the Method of Variation of Parameters
........................................................................................................................................................................... 31
1.12 Applications of differential equations to engineering problems .............................................................. 35
Application to Electric Circuits........................................................................................................................... 37
Assignment-I .......................................................................................................................................................... 38
1
UNIT 1 : DIFFERENTIAL EQUATIONS
1.01 DIFFERENTIAL EQUATION

An equation which involves differential co-efficient is called a differential equation.
For Example
3/ 2
dy 1  x 2 d2y dy   dy  2  d2y
1.  2.  2 8y  0 3. 1     k 2
dx 1  y 2 dx 2
dx   dx   dx
ORDER AND DEGREE OF A DIFFERENTIAL EQUATION
The order of a differential equation is the order of the highest differential co-efficient present in the
equation. Consider
2
d 2q dq q d2y  dy 
1. L R   E sin wt . 2. cos x  sin x   8 y  tan x.
 dx 
2 2
dt dt c dx
3
  dy  2   d 2 y 
2
3. 1       2 
  dx    dx 
The order of the above equation is 2.
The degree of a differential equation is the degree of the highest derivative after removing the radical
sign and fraction.
The degree of the equation (1) and (2) is 1. The degree of the equation (3) is 2.
4
 d3y 
8
 dy 
Q.1 The order and degree of the differential equation  3   6 x 2    0 are …..and …..
 dx   dx 
Sol. The highest order of the derivative in the given differential equation is 3. So, the order is 3.
The power of the highest order derivative is 4. So the degree is 4.
1.02 LINEAR DIFFERENTIAL EQUATIONS

A differential equation of the form
dy
 py  Q
dx (1)
is called a linear differential equation, where P and Q are functions of x (but not of y ) or
constants.
In such case, multiply both sides of (1) by e 

Pdx
2
 dy 
Pdx
e   Py   Q . e
 Pdx (2)
 dx 
d   
Pdx
The left hand side of (2) is y.e  , but

dx  
d   
Pdx Pdx

dx 
y.e   Q. e

Integrating both sides, we get

Pdx
y.e    Q. e 
Pdx
dx  C
This is the required solution.
Note : e 
Pdx
is called the integrating factor.
Solution is y  [ I .F .]   Q[ I .F .] dx  C
dy
Q.2 Solve : ( x  1)  y  e x ( x  1) 2
dx
dy y
Sol. We have,   e x ( x  1)
dx x  1
dx
  1
 e log( x 1)  elog( x 1) 
1
Integrating factor IF  e x 1
x 1
The required solution is
1 1
y.   e x .( x  1). dx  c   e x dx  c  y  ( x  1)(e x  c)
x 1 x 1
1.03 LINEAR DIFFERENTIAL EQUATIONS OF NTH ORDER
LINEAR DIFFERENTIAL EQUATION
If the degree of the dependent variable and all derivatives is one, such differential equations are
called linear differential equation e.g.
d2y dy d2y  dy 
2
 d 2 x  dx
 5  6 y  x 2
 x  1 ,  2    y2  ex ,  2    x  f (1)
 dx 
2 2
dx dx dx  dt  dt
The order of a differential equation is the highest order of the derivative involved. All the above
differential equations are of second order.
Fourier and Laplace transforms are mathematical tools to solve the differential equations.
3
1.04 LINEAR DIFFERENTIAL EQUATIONS OF SECOND ORDER WITH CONSTANT COEFFICIENTS
The general form of the linear differential equation of second order is
d2y dy
2
 P  Qy  R
dx dx
Where P and Q are constants are R is a function of x or constant.
Differential Operator . Symbol D stands for the operation of differential i.e.,
dy d2y
Dy  , D2 y  2
dx dx
1
stands for the operation of integration.
D
1
stands for the operation of integration twice.
D2
d2y dy
2
 P  Qy  R can be written in the operator form.
dx dx
D2 y  P Dy  Qy  R  ( D2  PD  Q) y  R
LINEAR INDEPENDENCE AND DEPENDENCE

Two solutions y1 ( x) and y2 ( x) are said to be linearly independent if
Ay1 ( x)  By2 ( x)  0
A and B are not equal to zero.
COMPLETE SOLUTION = COMPLEMENTARY FUNCTION + PARTICULAR INTEGRAL
METHOD FOR FINDING THE COMPLEMENTARY FUNCTION

(1) In finding the complementary function, R.H.S. of the given equation is replaced by zero.
(2) Let y  C1emx be the C.F. of
d2y dy
2
 P  Qy  0 (1)
dx dx
dy d2y
Putting the values of y, and in (1)
dx dx 2
C1emx (m2  Pm  Q)  0
 m2  Pm  Q  0. [This equation is called Auxiliary Equation.]
(3) Solve the auxiliary equation :
4
Case I : Roots, Real and Different. If m1 and m2 are the roots, then the C.F. is
y  C1em1x  C2em2 x
Case II : Roots, Real and Equal. If both the roots are m1 , m1 then the C.F. is
y  (C1  C2 x)em1x
d2 y dy
Q.3 Solve : 2
6 9y  0
dx dx
Sol. Here, we have
d2y dy
2
 6  9y  0  ( D 2  6 D  9) y  0
dx dx
A.E. : m2  6m  9  0  (m  3)2  0  m  3, 3.
C.F.  (C1  C2 x)e3 x .
d5 y d3 y
Q.4 Find the general solution of the differential equation  0
dx 5 dx 3
d5y d3y
Sol.  0
dx 5 dx 3
 D5 y  D3 y  0
 ( D5  D3 ) y  0
 D3 ( D2 1) y  0
A.E.: is m3 (m2  1)  0
 m  0, 0, 0, 1,  1
Hence, the solution is
y  (C1  C2 x  C3 x )  C4 e x  C5e  x .
Case III : Roots, Imaginary. If the roots are   i , then the solution will be
y  C1e( i ) x  C2e( i ) x  ex .[C1eix  C2eix ]

 e x [C1 (cos x  i sin x)  C2 (cos x  i sin x)]
 e x [(C1  C2 ) cos x  i(C1  C2 ) sin x]
 e x [ A cos x  B sin x]
d2 y dy
Q.5 Solve : 2
 4 5y  0
dx dx
5
Sol. Here the auxiliary equation is
4  16  20
m2  4m  5  0  m   2  i
2
The complementary function is
y  e2 x ( A cos x  B sin x)
Rules to find particular integral
1 1 ax
(i) ea x  e
f ( D) f (a)
1 1
If f (a)  0 then  ea x  x   ea x
f ( D) f (a)
1 1
If f ' (a)  0 then  ea x  x 2  ea x
f ( D) f " (a)
1
(ii) x n  [ f ( D)]1 x n  expand [ f ( D)]1 and then operate.
f ( D)
1 1 1 1
(iii) sin ax  sin ax and cos ax  cos ax
2
f (D ) f (a ) 2 2
f (D ) f (a 2 )
1 1
If f (a 2 )  0 then sin ax  x   sin ax
2
f (D ) f (a 2 )
1 1
and cos ax  x cos ax
f (D ) 2
f ' (a)
1 1
(iv) e a x   ( x)  e ax   ( x)
f ( D) f ( D  a)
1
(v)  ( x)  e a x  e ax   ( x)dx
Da
Q.6 Solve the following differential equation:
d 2 y dy
  6 y  sin 3 x  cos 2 x.
dx 2 dx
Sol. Here, we have
d 2 y dy
  6 y  sin 3x  cos 2 x
dx 2 dx
 ( D2  5D  6) y  sin 3x  cos 2 x
A.E.: m  5m  6  0
2
 m2  6m  m  6  0
6
 m(m  6)  1(m  6)  0
 (m 1) (m  6)  0
 m  1,  6
C.F.  C1e x  C2e6 x
1
P.I .  (sin 3x  cos 2 x)
D  5D  6
2
1 1
 sin 3x  2 cos 2 x
D  5D  6
2
D  5D  6
1 1
 sin 3x  cos 2 x
 3  5D  6
2
 2  5D  6
2
1 1
5D  15 5D  10
( D  3) 1( D  2)
5( D  3)( D  3) 5( D  2)( D  2)
D3 D2
5( D  9)
2
5( D 2  4)
D3 D2
5(3  9)
2
5(2 2  4)
D3 D2
5(18) 5(8)
( D  3) 1
 (sin 3x)  ( D  2)(cos 2 x)
 90 40
1 1
 [3 cos 3x  3 sin 3x]  [2 sin 2 x  2 cos 2 x]
90 40
1 1
 (cos 3x  sin 3x)  (cos 2 x  sin 2 x)
30 20
Complete solution : y  C.F.  P.I .
 y  C1e x  C2e 6 x  1 (cos 3x  sin 3x)  1 (cos 2 x  sin 2 x)

30 20
d3 y d2 y dy
Q.7 Solve : 3
 3 2  4  2 y  e x  cos x
dx dx dx
Sol. We have, ( D3  3D2  4D  2) y  e x  cos x
A.E. is m  3m  4m  2  0
3 2
7
 (m 1)(m2  2m  2)  0, i.e., m  1, 1  i
 C.F .  C1e x  (C2 cos x  C3 sin x)e x
1 1
P.I .  ex  cos x
( D  1)( D  2 D  2)
2
D  3D  4 D  2
3 2
1 1
 ex  cos x
( D  1)(1  2  2) (1) D  3(1)  4 D  2
1 1
 ex  cos x
( D  1) 3D  1
1 3D  1
 ex .3  cos x
D  1 1 9D 2  1
1 (3 sin x  cos x)
 ex .1 
D  9 1
1
 e x .x  (3 sin x  cos x)
10
Hence, complete solution is
1
y  C1e x  (C2 cos x  C3 sin x)e x  x e x  (3 sin x  cos x)
10
d2 y
Q.8 Solve :  y  sin x sin 2 x
dx 2
Sol. We have,
d2y
 y  sin x sin 2 x
dx 2
( D2  1) y  sin x sin 2 x
A.E. is m2  1  0  m  i
C.F.  C1 cos x  C2 sin x
1 1 1
P.I.  sin x sin 2 x  2 [cos x  cos 3x]
D 1
2
D 1 2
1 1 1 
  cos x  2 cos 3x 
2  D 1
2
D 1 
1 1 1  1 x 1 
  x cos x  cos 3x    sin x  cos 3x 
2  2D  9 1  2 2 8 
8
1
 [4 x sin x  cos 3x]
16
Complete Solution is y  C.F.+P.I.
1
 y  C1 cos x  C2 sin x  (4 x sin x  cos 3x)
16
Q.9 Obtain the general solution of the differential equation
y " 2 y ' 2 y  x  e x cos x
Sol. We have, y"2 y'2 y  x  e x cos x
A.E. : m2  2m  2  0  m  1 i
C.F.  e x ( A cos x  B sin x)
1 1
P.I .  x 2 e x cos x
D  2D  2
2
D  2D  2
where,
1 1 1
I1  x x x
D  2D  2
2
 D2    D 2 
21  D  21   D  
 2    2 
1
1  D 2  1  D2  
 1   D   x  1   D    ... x
2  2  2  2  
1 D2  1
  x  Dx  x  ...  x  1
2 2  2
And
1
I2  e x cos x
D  2D  2
2
1 1 1
 ex cos x  e x 2 cos x  e x .x cos x
( D  1)  2( D  1)  2
2
D 1 2D
1  1 1 
 xe x sin x If f (a 2 )  0, then 2
 ( x)  x  ( x)
2  f (D ) f ' ( D) 
y  C.F .  P.I .
1 1
 e x ( A cos x  B sin x)  ( x  1)  xe x sin x.
2 2
Ans.
9
Q.10 Solve : ( D2  4 D  4) y  x3e 2 x
Sol. We have, ( D 2  4D  4) y  x3e2 x
A.E. is m2  4m  4  0  ( m  2) 2  0  m  2, 2
C.F.  (C1  C2 x) e2 x
1 1
P.I.  x3 . e2 x  e2 x x3
D  4D  4
2
( D  2)  4( D  2)  4
2
2x 1  x 
4 5
1 3 2x x
 e2 x x  e .    e .
D2 D  4  20
x5
The complete solution is y  (C1  C2 x)e 2 x  e 2 x . Ans
20
Q.11 Solve ( D 4  1) y  e x cos x
Sol. Here, we have
( D4  1) y  e x cos x
A.E. is m4 1  0  (m  1)(m 1)(m2  1)  0
 m  1, 1,i,i
C.F.  C1e x  C2 e x  (C3 cos x  C4 sin x)
1
P.I.  e x cos x
D 1 4
1 1
 ex cos x  e x 4 cos x
( D  1)  1
4
D  6D  4D 2  6D
3
1
 ex cos x
(1)  6(1) D  4(1)  6 D
2
1 e x cos x
e x
cos x  
1  6D  4  6D 3
Complete solution is y  C.F.  P.I .
e x cos x
 y  C1e  x  C2 e x  (C3 cos x  C4 sin x)  Ans.
3
10
1
TO FIND THE VALUE OF x n sin ax.
f(D)
1 n 1 1
Now x (cos ax  i sin ax)  x n eiax  eiax xn
f(D) f ( D) f ( D  ia)
1 1
 x n sin ax  Imaginary part of eiax  xn
f(D) f ( D  ia)
1 1
 x n cos ax  Real part of eiax  xn
f(D) f ( D  ia)
Q.12 Solve the differential equation ( D2  2 D  1) y  x cos x
Sol. ( D2  2D  1) y  x cos x
Auxiliary equation is
m2  2m  1  0  (m  1) 2  0  m  1, 1
C.F.  (C1  C2 x) e  x
1 1
P.I.  x cos x  Real part of x[cos x  i sin x]
( D  1) 2
( D  1) 2
1 1
 Real part of x eix  Real part of ei x  x
( D  1) 2
( D  i  1) 2
1 1
 Real part of ei x  x  Real part of ei x  2 x
D  2(i  1) D  (i  1)
2 2
D  2(1  i ) D  2i
1
ei x 1 ei x  1  i D2 
 Real part of  x Real part of  1  D  x
2i 1 i D2 2i  i 2i 
1 D
i 2i
ei x   1  i   1  1 i 
 Real part of  1    D  ... x  Real part of (cos x  i sin x)  x 
2i   i   2i  i 
1
 Real part of  (i cos x  sin x)( x  i  1)
2
1 1 1
 Real part of  (i cos x  sin x)( x  i  1)  sin x( x  1)  cos x
2 2 2
Complete solution is y  C.F.  P.I .
1 1
 y  (C1  C2 x)e  x  ( x  1) sin x  cos x
2 2
11
d2 y dy
Q.13 Solve 2
 2  y  x sin x
dx dx
Sol. Auxiliary equation is m2  2m  1  0 
C.F .  (C1  C2 x) e x
1
P.I.  x  sin x (e ix  cos x  i sin x)
D  2D  1
2
1 1
 Imaginary part of x(cos x  i sin x)  Imaginary part of 2 x  ei x
D  2D  1
2
D  2D  1
1
 Imaginary part of eix x
( D  i )  2( D  i )  1
2
1
 Imaginary part of eix x
D  2(1  i ) D  2i
2
1
1  1 
 Imaginary part of e 1  (1  i ) D  D 2   x
ix
 2i  2i 
i
 Imaginary part of (cos x  sin x) [1  (1  i ) D]x
2
1
 Imaginary part of (i cos x  sin x)[ x  1  i ]
2
1 1 1
P.I.  x cos x  cos x  sin x
2 2 2
1
Complete solution is y  (C1  C2 x)e x  ( x cos x  cos x  sin x)
2
GENERAL METHOD OF FINDING THE PARTICULAR INTEGRAL OF ANY FUNCTION  (x)

1
  (x)  e ax  e  ax   (x)dx
Da
1.05 CAUCHY EULAR HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS

n 1
dn y n 1 d y
an x n n
 a n 1 x n 1
 ...  a0 y   ( x )
dx dx
where a0 , a1 , a2 , ... are constants, is called a homogeneous equation.
d
Put x  ez , z  log e x, D
dz
12
dy dy dz 1 dy dy dy dy
 .   x   x  Dy
dx dz dx x dz dx dz dx
d 2 y d  dy  d  1 dy  1 dy 1 d 2 y dz
Again,      2 
dx 2 dx  dx  dx  x dz  x dz x dz 2 dx
1 dy 1 d 2 y 1 1  d 2 y dy  1
 2
 2
 2  2    2 ( D 2  D) y
x dz x dz x x  dz dz  x
d2y
x2  ( D 2  D) y
dx 2
d2y
 x2  D( D  1) y
dx 2
d3y
Similarly. x 3
 D( D  1)( D  2) y
dx 3
d2 y dy
Q.14 Solve : x 2 2
x  4 y  cos(log x )  x sin(log x ).
dx dx
Sol. We have,
d2y dy
x2 2
 x  4 y  cos(log x)  x sin(log x).
dx dx (1)
d d2y dy
Putting x  e z  z  log x, D  and x 2 2  D( D  1) y, x  Dy in (1), we get
dz dx dx
[ D( D  1)  D  4] y  cos z  e z sin z
i.e. ( D2  2D  4) y  cos z  e z sin z
 (2)  4  16
A.E. is m2  2m  4  0  m 
2
 m  1 3 i
 C.F.  e z [C1 cos 3 z  C2 sin 3 z ] (2)

1
P.I.  (cos z  e z sin z )
D  2D  4
2
1 1
 cos z  2 e z sin z
D  2D  4
2
D  2D  4
13
1 1
 cos z  e z sin z
 1  2D  4 ( D  1)  2( D  1)  4
2
1 1
 cos z  e z 2 sin z
3  2D D  2D  1  2D  2  4
3  2D 1 3  2D 1
 cos z  e z 2 sin z  cos z  e z sin z
9  4D 2
D 3 94 1  3
3  2D 1 1 1 1
 cos z  e z sin z  sin z  (3cos z  2sin z )  e z sin z (3)
13 2 2 13 2
Complete solution is
y  C.F .  P.I .
1 1
 y  e z [C1 cos 3 z  C2 sin 3 z ]  (3 cos z  2 sin z )  e z sin z (4)
13 2
Replacing z  log x and e z  x in (4), we get
3 2 1
y  x[C1 cos 3(log x)  C2 sin 3(log x)]  cos(log x)  sin(log x)  x sin(log x)
13 13 2
1.06 LEGENDRE’S HOMOGENEOUS DIFFERENTIAL EQUATIONS

A linear differential equation of the form
n 1
dn y n 1 d y
(a  bx ) n
n
 a1 (a  bx ) n 1
 ...  an y  X (1)
dx dx
Where a, b, a1 , a2 , ... an are constants and X is a function of x, is called Legendre’s linear equation.
Put
a  b x  e z  z  log( a  bx) (2)

dy
(a  bx)  b Dy (3)
dx
d2y
(a  bx) 2
2
 b 2 D ( D  1) (4)
dx
d3y
(a  bx)3 3
 b 3 D ( D  1)( D  2) y (5)
dx
d2 y dy
Q.15 Solve (2 x  1) 2 2
 2(2 x  1)  12 y  6 x
dx dx
Sol. Here, we have
d2y dy
(2 x  1)2 2
 2(2 x  1)  12 y  6 x (1)
dx dx
14
Put 2 x 1  e z  z  log (2 x  1)
dy d2y
(2 x  1)  2 Dy and (2 x  1) 2 2  2 2 D ( D  1) y in (1), we get
dx dx
1 
4 D( D  1) y  2  2 Dy  12 y  6 (e z  1)
2 
4D2 y  4 Dy  4 Dy 12 y  3(e z 1)
A.E. is 4m2  8m 12  0  m2  2m  3  0

 (m  3)(m  1)  0  m  3, m  1
C.F.  C1e3 z  C2e z
1
P.I .  (3e z  3)
4 D  8D  12
2
1 1
 3e z  3 2 e(0) z
4 D  8D  12
2
4 D  8D  12
1 1
3 ez  3 (1)
4(1)  8(1)  12
2
0  0  12
3 z 1
 e 
 16 4
Complete Solution is y  C.F.  P.I .
3 z 1
 y  C1e3 z  C2 e  z  e 
16 4
3 1
 y  C1 (2 x  1)3  C2 (2 x  1) 1  (2 x  1)  .
16 4
1.07 SIMULTANEOUS LINEAR DIFFERENTIAL EQUATIONS
SIMULTANEOUS DIFFERENTIAL EQUATIONS
If two or more dependent variables are functions of a single independent variable, the equations
involving their derivatives are called simultaneous equations, e.g.,
dx dy
 4y  t ,  2 x  et
dt dt
The method of solving these equations is based on the process of elimination, as we solve
algebraic simultaneous equations.
15
Q.16 The equations of motions of a particle are given by
dx dx
 w y  0, w x 0
dt dt
Find the path of the particle and show that it is a circle.
d
Sol. On putting  D in the equations, we have
dt
Dx  wy  0
 wx  Dy  0
On multiplying (1) by w and (2) by D, we get
wDx  w2 y  0
 wDx  D2 y  0
On adding (3) and (4), we obtain
w2 y  D 2 y  0  ( D 2  w2 ) y  0
Now, we have to solve (5) to get the value of y.
A.E. is D2  w2  0  D2  w2  D   iw
y  A cos wt  B sin wt
 Dy   A sin t  B cos wt
On putting the value of Dy in (2), we get
 wx  Aw sin wt  Bwcos wt  0
 wx   Aw sin wt  Bwcos wt
 x   A sin wt  B cos wt
On squaring (6) and (7) and adding, we get
x 2  y 2  A2 (cos2 wt  sin 2 wt )  B 2 (cos2 wt  sin 2 wt )
 x 2  y 2  A2  B 2
This is the equation of circle.
16
Q.17 Solve the following
dx
 3x  8 y
dt
dx
  x  3 y
dt
With x(0)  6 and y(0)  2.
Sol. Here we have
dx
 3x  8 y
dt
dx
 x  3y
dt
d
On putting  D in (1) and (2), we get
dt
Dx  3x  8 y  0  ( D  3) x  8 y  0
and Dy  x  3 y  0  ( D  3) y  x  0
Multiplying (3) by ( D  3) and (4) by 8 adding them we get
( D 2  1) x  0
A.E. is m2  1  0  m2  1 m  1
 C.F.  C1et  C2et
P.I .  0
 x  C1et  C2et
From (3) we get ( D  3)[C1e x  C2e x ]  8 y
 8 y  C1et  C2et  3C1et  3C2et
 8 y  2C1et  4C2et
1
 y   (C1et  2C2e t )
2
Initially when t  0 then x  2.
From (5); 2  C1e 0  C2 e 0  C1  C2  2
Also when t  0 , y  2 .
17
1
From (6),  2   (C1e 0  2C2 e 0 )
4
 8  C1  2C2
Solving (7) and (8), we get
C1  4 and C2  6
Hence, the required solution is
x  4et  6et
1
and y   (4et  12et )
4
d2x d2 y
Q.18 Solve :  y  sin t ,  x  cos t
dt 2 dt 2
Sol. Here, we have
D2 x  y  sin t (1)
x  D 2 y  cos t (2)
Operating equation (1) by D 2 , we get
D4 x  D2 y   sin t
Subtracting (2) from (3), we get
( D4 1) x   sin t  cos t
m4  1  0  (m2 1)( x 2  1)  0
 m  1,  1,  i
t t
C .F .  c1e  c2 e  c3 cos t  c4 sin t
1
P.I .  (sin t  cos t )
4
D 1
1
 t. (sin t  cos t )
4 D3
t 1 
 ( cos t  sin t )    
4 D 
18
x  c et  c e  t  c cos t  c sin t  (sin t  cos t )
1

1 2 3 4 4
d 2x
From first equation (1), y  sin t 
dt 2
d2  t  c e  t )  (c cos t  c sin t )  1 (sin t  cos t )

 sin t  (
 1c e 
2 3 4
dt 2 4
d  t 
c e  c e  t  c sin t  c cos t  (cos t  sin t )  (sin t  cos t )
1 1
 sin t  
dt  1 2 3 4 4 4 
 
 sin t  c et  c e  t  c cos t  c sin t  ( sin t  cos t )  (cos t  sin t )  (cos t  sin t )
1 1 1
 1 2 3 4 4 4 4 
1 1
y  c1et  c2 e t  c3 cos t  c4 sin t  (sin t  cos t )  (sin t  cos t )
4 2
1
and x  c1et  c2 e t  c3 cos t  c4 sin t  (sin t  cos t ) .
4
METHOD OF REDUCTION
(WHOSE ONE SOLUTION OF COMPLEMENTARY FUNCTION IS KNOWN)

If y  u is given solution be longing to the complementary function of the differential equation.
Let the other solution be y  v.
Then y  u. v is complete solution of the differential equation. Let
d2y dy
2
 p  Qy  R (1)
dx dx
be the differential equation and u is the complementary function of (1)
d 2u du
 2
p  Qu  0 (2)
dx dx
dy du dv
y  u. v so that  v u
dx dx dx
d2y d 2u dv du d2y
 v  2  u
dx 2 dx 2 dx dx dx 2
dy d 2 y
Substituting the values of y, , in (1), we get
dx dx 2
19
d 2u dv du d 2v  du dv 
v  2  u  P v  u   Qu.v  R
 dx dx 
2 2
dx dx dx dx
On arranging, we get
 d 2u du   d 2v dv  du dv
v  2  P  Qu   u  2  P   2   R
 dx dx   dx dx  dx dx
The first bracket is zero by virtue of relation (2), and the remaing is divided by u.
d 2v dv 2 du dv R
2
P  
dx dx u dx dx u
d 2v  2 du  dv R
  P  
dx 
2
u dx  dx u
dv d 2v dz
Let  z , so that 2 
dx dx dx
Equation (3) becomes
dz  2 du  R
 P   z
dx  u dx  u
This is the linear differential equation of first order and can be solved ( z can be found), which will
contain one constant.
dv
On integration z  , we can get v .
dx
Having found v , the solution is y  uv.
Q.19 Solve y " 4 xy ' (4 x 2  2) y  0 given that y  e x 2 is an integral included in the

complementary function.
Sol. Here, we have y"4 xy'(4 x 2  2) y  0

2
On putting y  v.e x in (1), the reduced equations as in the article 4.7.
d 2v  2 du  dv
 P  0 [ P  4 x, Q  4 x 2  2, R  0]
dx 
2
u dx  dx
d 2v  2 2  dv
 2   4 x  x 2 (2 xe x )  0
dx  e  dx
d 2v dv d 2v dv
 2
 [4 x  4 x]  0  2
0  c1  v  c1 x  c2
dx dx dx dx
20
 [u  e x ]
2
y  uv
y  e x (c1 x  c2 )
2
Ans.
Q.20 Solve x 2 y " ( x 2  2 x ) y ' ( x  2) y  x 3e x given that y  x is a solution.
Sol. Here, we have x 2 y"( x 2  2 x) y '( x  2) y  x3e x
x2  2x x2
 y" y ' y  x ex (1)
x 2 x 2
On putting y  vx in (1), the reduced equation as in the article 4.7
d 2v  2 du  dv R
 P   
dx 2  u dx  dx u
d 2v  x 2  2 x 2  dv x e x
   (1) 
dx 2  x2 x  dx

x
d 2v dv dz  dv 
   ex   z  ex z  
dx 2 dx dx  dx 
Which is a linear differential equation
I .F .  e   e  x
 dx
Its solution is z e x   e x .e  x dx  c
 ze  x  x  c  z  e x .x  cex
dv
  ex. x  c ex
dx
 v  x.e x  e x  c e x  c1
 v  ( x  1)e x  c e x  c1
y  vx  ( x 2  x  cx)e x  c1 x Ans.
21
d2 y dy
Q.21 Solve x 2
 (2 x  1)  ( x  1) y  0
dx dx
Given that y  e x is an integral included in the complementary function.
d2y dy
Sol. Here, we have x 2
 (2 x  1)  ( x  1) y  0
dx dx
d 2 y 2 x  1 dy x  1
   y0 (1)
dx 2 x dx x
By putting y  vex in (1), we get the reduced equation as in the article 4.7.
d 2v  2 du  dv
 P  0 (2)
dx 
2
u dx  dx
dv
Putting u  e x and  z in (2), we get
dx
dz  2 x  1 2 x 
   x e z0
dx  x e 
dz  2 x  1  2 x dz z
  z0   0
dx x dx x
dz dx
   log z   log x  log c
z x
c1 dv c1 dx
 z    d v  c1  c1 log x  c2
x dx x x
y  u. v  e x (c1 log x  c2 ) .
22
RULE TO FIND OUT PART OF THE COMPLEMENTARY FUNCTION
Rule Condition Part of Complementary Function  u
1 1 P  Q  0 ex
2 1 P  Q  0 e x
3 P Q ea x
1  0
a a2
4 P  Qx  0 x
5 2  2Px  Qx 2  0 x2
6 n (n 1)  Pnx  Qx 2  0 xn
d2 y dy
Q.22. Solve x 2
 2 x[1  x ]  2(1  x ) y  x 3
2
dx dx
d2y dy
Sol. x2 2
 2 x(1  x)  2(1  x) y  x 3
dx dx
d 2 y 2 x(1  x) dy 2(1  x) y
   x
dx 2 x2 dx x2
2 x(1  x) 2(1  x)
Here, P  Qx    x0
x2 x2
Hence y  x is a solution of the C.F. and the other solution is v.
Putting y  v x in (1), we get the reduced equation as in article 4.5
d 2v  2 du  dv x
 P   
dx 
2
u dx  dx u
d 2v   2 x(1  x) 2  dv x
  (1) 
dx 2  x2 x  dx x
d 2v dv dz  dv 
 2
 2 1   2z  1  dx  z 
dx dx dx
23
Which is a linear differential equation of first order and I .F .  e 
 2 dx
 e 2 x
Its solution is z e 2 x   e 2 x dx  c1
e 2 x 1
 z e 2 x  c  z   c e2 x
2 1 2 1
dv 1  1 
    c e 2 x  dv     c e 2 x  dx
dx 2 1  2 1 
 x c1 2 x
 v  e c
2 2 2
  x c1 2 x 
y  uv  x  e c  Ans.
 2 2 2
 
1.08 METHOD OF REDUCTION OF ORDER
METHOD 1. TO FIND THE COMPLETE SOLUTION OF y"  Py'  Qy  R WHEN PART OF

COMPLEMENTARY FUNCTION IS KNOWN (METHOD OF REDUCTION OF ORDER)
Let y  u be a part of the complementary function of the given differential equation
d2y dy
2
 P  Qy  R (1)
dx dx
Where u is a function of x. Then, we have
d 2u du
2
P  Qu  0 (2)
dx dx
Let y  uv be the complete solution of equation (1), where v is a function of x .
Differentiating y w.r.t. x ,
dy dv du
 u  .v
dx dx dx
d2y d 2v du du d 2u
Again,  u  2 .  v
dy d2y
Substituting the values of y, and in equation (1) we get
dx dx 2
d 2v du dv d 2u  dv du 
u  2  v  P u  v   Q(uv)  R
 dx dx 
2 2
dx dx dx dx
24
d 2v  du  dv  d u 
2
du
 u 2   2  Pu    2  P  Qu v  R
dx  dx  dx  dx dx 
d 2v  du  dv
 u 2   2  Pu   R , using (2)
dx  dx  dx
d 2v  2 du  dv R
   P  (3)
dx  u dx
2
 dx u
dv d 2v dp
Put  P then, 2 
dx dx dx
dp  2 du  R
Now (3) becomes,   P P  (4)
dx  u dx  u
Equation (4) is a linear differential equation of I order in p and x .

 2 du   2 
  u dx  p  dx  
du  P dx 
 u 2 e
 P dx
I .F .  e e  u 
Solution of (4) is given by
pu 2 e 
R 2  P dx

P dx
u e dx  c1
u
Where c1 is an arbitrary constant of integration.
1   P dx 
 Ru e  dx  c1 
P dx
 p e 
u 2
 
dv 1   P dx   P dx dx  c 
  2e
dx u   Ru e 1

1   P dx 
v  Ru e  dx  c1  dx  c2
P dx
Integration yields, e 
u 2
 
Where c 2 is an arbitrary constant of integration.
Hence the complete solution of (1) is given by,

y  uv
1   p dx   p dx dx  c  dx  c u
 y u e   Ru e
2 1 2
u
To find out the part of C.F. of the linear differential equation of II order given by
d2y dy
 P  Qy  R.
dx 2 dx
25
CERTAIN RULES TO FIND ONE PART OF CF(REMEMBER !)
CONDITION PART OF C.F.

P Q
1  0 e ax
a a2
1 P  Q  0 ex
1 P  Q  0 e x
m(m  1)  P mx  Qx 2  0 xm
P  Qx  0 x
2  2 Px  Qx 2  0 x2
d2y dy
Q.23 Solve :  cot x  (1  cot x ) y  e x sin x.
dx 2 dx
Sol. Comparing with the standard form, we get
P   cot x, Q  (1  cot x), R  e x sin x
1  P  Q  1 1  cot x  cot x  0
 A part of C.F .  e x
Let y  v e x be the complete solution of given equation, then
dy dv
 v ex  ex
dx dx
d2y dv x d 2v
 v e x  2e x e
dx 2 dx dx 2
dy d2y
Substituting for y, and in given equation, we get
dx dx 2
d 2v dv
 (2  cot x)  sin x
dx 2 dx
26
dp dv
  (2  cot x) p  sin x …(1) where p  .
dx dx
This is a linear differential equation of I order in p and x .
e2 x
I .F .  e 
( 2  cot x ) dx

sin x
e2 x e2 x e2 x
Solution of (1) is, p   sin x . dx  c1   c1
sin x sin x 2
Where c1 is an arbitrary constant of integration.
1
p  sin x  c1e  2 x sin x
2
dv 1
 sin x  c1e  2 x sin x
dx 2
1 1
Integrating, we get v   cos x  c1e  2 x (cos x  2 sin x)  c2
2 5
Hence the complete solution is given by,
 1 1 
y  v e x   cos x  c1e 2 x (cos x  2 sin x)  c2  e x .
 2 5 
1.09 REDUCED TO NORMAL FORM (REMOVAL OF FIRST DERIVATIVE)
METHOD 2. TO FIND THE COMPLETE SOLUTION OF y"  Py'  Qy  R WHEN IT IS REDUCED TO NORMAL
FORM (REMOVAL OF FIRST DERIVATIVE)
When the part of C.F. can not be determined by the previous method, we reduce the given
differential equation in normal form by eliminating the term in which there exists first derivative of
the dependent variable.
d 2 y dy
P  Qy  R (1)
dx 2 dx
Let y  u v be the complete solution of eqn. (1), where u and v are the function of x .
dy du dv
  v u
dx dx dx
d2y d 2u du dv d 2v
and v 2 u
27
dy d 2 y
Substituting the value of y, , in eqn. (1), we get
dx dx 2
d 2v  2 du  du  1 d 2u P du  R
  P  v  Q  (2)
dx 2  u dx  dx  u dx 2 u dx  u
 
2 du
Let us choose u such that P0 (3)
u dx
Which on solving gives,
P
u e 2

dx
(4)
du Pu
From (3), 
dx 2
d 2u 1   du  dP 
Differentiating, we get    P   (u )
dx 2
2   dx  dx 
1    Pu  dP  P 2u u dP
   P    
dx 
u
2  2  2 2 dx
1 d 2u P du 1  P 2u u dP  P   Pu 
Coefficient of v   Q      Q
u dx 2 u dx u 4 2 dx  u  2 
 
1 dP P 2
Q   I (say)
2 dx 4
d 2v
Then (2) becomes,  Iv  S (5)
dx 2
This is known as the normal form of equation (1).
Solving (5), we get v in terms of x . Ultimately, y  u is the complete solution.
d2y dy
Q.24 Solve :  4 x  (4 x 2  1) y  3e x 2 sin 2 x.
dx 2 dx
2
Sol. Here, P  4 x, Q  4 x 2  1, R  3e x sin 2 x
Let y  u be the complete solution.

1
 ( 4 x ) dx
ue  ex
2
Now, 2
28
1 dP P 2 1 1
I Q   4 x 2  1 (4)  (16 x 2 )  1.
2 dx 4 2 4
2
R  3e x sin 2 x
Also, S  2
 3 sin 2 x
u ex
Hence normal form is,
d 2
   3 sin 2 x
dx 2
m2  1  0  m   i
C.F .  c cos x  c sin x

1 2
where c1 and c 2 are arbitrary constants of integration.
1 3
P.I .  (3 sin 2 x)  sin 2 x  sin 2 x
D 1
2
(4  1)
 Solution is,   c1 cos x  c2 sin x  sin 2 x
Hence the complete solution of given differential equation is
y  u  e x (c1 cos x  c2 sin x  sin 2 x) .

2
1.10 CHANGING THE INDEPENDENT VARIABLE

Method 3. To Find the Complete Solution of y "  Py '  Qy  R Changing the Independent Variable
d2y dy
2
 P  Qy  R (1)
dx dx
Let us relate x and z by the relation,
z  f ( x) (2)
dy dy dz
  (3)
dx dz dx
d 2 y d  dy  d  dy dz 
     
dx 2 dx  dx  dx  dz dx 
2
dy d 2 z dz d  dy  dz dy d 2 z  dz  d 2 y
          (4)
dz dx 2 dx dz  dz  dx dz dx 2  dz  dx 2
Substituting in (1), we get
29
2
dy d 2 z  dz  d 2 y dy dz
 2    P   Qy  R
dz dx  dx  dx 2
dz dx
d2y dy
 2
 P1  Q1 y  R1 (5)
dz dz
d 2z dz
P
where P1  dx
2
dx , Q  Q , R  R
2 1 2 1 2
 dz   dz   dz 
     
 dx   dx   dx 
Here P1 , Q1 , R1 are functions of x which can be transformed into functions of z using the
relation z  f (x) .
Choose z such that Q1  constant  a 2 (say)
Q dz
 2
a2  a  Q
 dz  dx
 
 dx 
Q
 dz  dx
a
Q
Integration yields, z dx
a
If this value of z makes P1 as constant then equation (5) can be solved.
d2y dy
Q.25 Solve : (1  x) 2 2
 (1  x)  y  4 cos log (1  x) .
dx dx
d2y 1 dy y 4
Sol.    cos log(1  x) (1)
dx 1  x dx (1  x)
2 2
(1  x) 2
Choose z such that,

2
 dz  1
  
 dx  (1  x) 2
dz 1
  (2)
dx 1  x
Integration yields, z  log (1  x) (3)
d 2z 1
From(2), 
dx 2
1  x 2
30
1 1 1
  .
 P1 
1  x  1  x 1  x  0
2
1
(1  x) 2
Q
Q1  2
1
 dz 
 
 dx 
R
R1  2
 4 cos log(1  x)  4 cos z From (3)
 dz 
 
 dx 
Reduced equation is
d2y
 y  4 cos z
dz 2
Auxiliary equation is m2  1  0  m  i
C.F.  c1 cos z  c2 sin z
1 z
P.I .  (4 cos z )  4. sin z  2 z sin z
D 1
2
2
Complete solution is
y  c1 cos z  c2 sin z  2 z sin z
y  c1 cos log (1  x)  c2 sin log(1  x)  2 log (1  x) sin log(1  x) .
1.11 METHOD OF VARIATION OF PARAMETERS
METHOD 4 : TO FIND THE COMPLETE SOLUTION OF y " Py ' Qy  R BY THE METHOD OF VARIATION
OF PARAMETERS
d2y dy
2
 P  Qy  R (1)
dx dx
Let the complementary function of (1) be
y  Au  Bv (2)
 u and  are part of C.F.
d 2u du
 2
P  Qu  0 (3)
dx dx
31
d 2v dv
and 2
 P  Qv  0 (4)
dx dx
Let the complete solution of (1) be
y  Au  Bv (5)
where A and B are not constants but suitable functions of x to be so chosen that (5) satisfies (1).
Now,
y1  Au1  Bv1  A1u  B1v
 y1  Au1  Bv1  ( A1u  B1v) (6)
Let us choose A and B such that
A1u  B1v  0 (7)
Now (6) becomes, y1  Au1  Bv1 (8)
 y2  A1u1  Au2  B1v1  Bv2 (9)
Substituting the values of y, y1 , y2 from (5), (8) and (9) in (1) respectively, we get
( A1u1  Au2  B1v1  Bv2 )  P( Au1  Bv1 )  Q( Au  Bv)  R
 A1u1  B1v1  A(u2  Pu2  Qu)  B(v2  Pv1  Qv)  R
 A1u1  B1v1  R (10)
|Using (3) and (4)
Solving (7) and (10) for A1 and B1 , we get
A1u  B1v  0
A1u1  B1v1  R  0
A1 B 1
  1 
 Rv Ru uv1  u1v
 Rv
 A1    ( x) | say (11)
uv1  u1v
Ru
B1    ( x) | say (12)
uv1  u1v
Integrating (11), we get A    ( x)dx  a (13)
Where a is an arbitrary constant of integration.
32
Integrating (12), we get B   ( x)dx  b (14)
where b is also an arbitrary constant of integration.
Putting the above values in (5), we get
   
y    ( x) dx  a u   ( x) dx  b v
 y  u   ( x) dx  v  ( x) dx  au  bv
This gives the complete solution of (1).
Q.26 Solve by the method of variation of parameters :
d2 y
2
 a 2 y  sec ax.
dx
Sol. Here, u  cos ax, v  sin ax are two parts of C.F.
Also, R  sec ax.
Let the complete solution be
y  A cos ax  B sin ax
where A and B are suitable functions of x .
To determine the values of A and B, we have
 Rv
A dx  c1
uv1  u1v
 sec ax . sin ax
 dx  c1
{cos ax . a cos ax  (a sin ax) sin ax}
tan ax
  dx  c1
a
1
 A log cos ax  c1
a2
where c1 is an arbitrary constant of integration.
Ru
B dx  c2
uv1  u1v
sec ax . cos ax
 dx  c2
{cos ax . a cos ax  (a sin ax) sin ax}
33
1 x

a  dx  c2   c2
a
where c 2 is an arbitrary constant of integration.
Hence the complete solution is given by
y  A cos ax  B sin ax
 log cos ax  x 
  c1  cos ax    c2  sin ax
  a 
2
a
Q.27 Solve by method of variation of parameters:
d2y dy
2
 2  y  e  x log x .
dx dx
Sol. Parts of C.F. are u  e x , v  xe x and R  e x log x
Let y  Ae  x  Bxe x be the complete solution where A and B are some suitable functions of x . To
determine A and B, we have
Rv e  x log x . xe x
A   dx  c1     x  x dx  c1
uv1  u1v e (e  xe x )  xe2 x
x2 x2
   x log x dx  c1   log x   c1
2 4
Ru e  x log x . e  x
B dx  c2   dx  c2
uv1  u1v e 2 x
  log x dx  c2  x log x  x  c2
Hence the complete solution is
y  Ae  x  Bxe x
 x2 x2 
   log x   c1 e  x  ( x log x  x  c2 ) xe x
 2 4 
Q.28 Using variation of parameters method, solve :
d2 y dy
x 2
2
 2x  12 y  x 3 log x.
dx dx
Sol. Consider the equation
d2y dy
x 2
2
 2 x  12 y  0 for finding parts of C.F.
dx dx
34
d
Put x  e z so that x  log x and Let D  then the given equation reduces to
dz
[ D( D 1)  2D 12] y  0
 ( D2  D  12) y  0
m2  m 12  0  m  3,  4
 C.F.  c1e3 z  c2e4 z  c1 x3  c2 x 4
Hence, parts of C.F. are x 3 and x 4
Let y  Au  Bv be the complete solution, where A and B are some suitable functions of x . A and B
are determined as follows :
Rv x log x . x 4
A   dx  c1    3 dx  c1
uv1  u1v x . (4 x 5 )  3x 2 ( x 4 )
x 3 log x 1 log x 1
  2
dx  c1   dx  c1  (log x) 2  c1
 7x 7 x 14
Ru x log x . x 3
and B dx  c2   dx  c2
uv1  u1v  7 x 2
1 6 1 x7 1 x7 
7 7 x 7 
 x log x dx  c 2    log x.  . dx  c2
7
1  x 7 log x 1  x 7  x7  1 
      c2    log x   c2
7 7 7  7  49  7 
Hence the complete solution is given by
1  3 x 1  
7
y  Ax  Bx   (log x)  c1  x     log x   c2  x  4
3 4 2
14   49  7  
1.12 APPLICATIONS OF DIFFERENTIAL EQUATIONS TO ENGINEERING PROBLEMS

Q.29 A particle of unit mass falls under gravity in a resisting medium whose resistance varies with
velocity. Find the relation between distance and velocity if initially the particle starts from rest.
Sol. Let v be the velocity when the particle has fallen distance s in time t from rest so that the
resistance due to velocity is k v per unit of mass. Hence the force of resistance on the particle of mass
m is mkv against the direction of motion. Also, the force due to gravity, mg is acting vertically
downwards.
35
Equation of motion of the particle is
dv
m  mg  mkv
dt
dv
 g  kv
dt
dv
 dt
g  kv
Integration gives,
1
 log( g  kv)  t  c1 (1)
k
Since v  0 when t  0
1
c1   log g
k
 1 log g  t
k g  kv
ds g
v  (1  e kt ) (2)
dt k
Integrating (2), we get
g g
s t  2 e  kt  c2
k k
Since s  0 when t  0 ,
g
c2  
k2
g g
s t  2 (e kt  1) (3)
k k
Eliminating t between (2) and (3), we get
g  g  v
s log  
 g  kv  k
2
k
which gives a relation between distance and velocity.
36
APPLICATION TO ELECTRIC CIRCUITS
If Q is the electrical charge on a condenser of capacity C and i is the current, then
dQ
(a) i  or Q   i dt
dt
(b) the potential drop across the resistance R is Ri.
di
(c) the potential drop across the inductance L is L .
dt
Q
(d) the potential drop across the capacitance C is .
C
Also, by Kirchhoff’s Law, the total potential drop (voltage drop) in the circuit is equal to the applied
voltage (E.M.F.).
Q.30 An inductance L of 2.0 H and a resistance R of 20  are connected in series with an e.m.f. E
volt. If the current I is zero when t=0, find the current i at the end of 0.01 second if E=100V, using
the following differential equation.
di
L  Ri  E
dt
Sol. The given equation is
di R E
 i (1)
dt L L
I .F .  e   e Rt / L
R / L dt
Solution of (1) is
E Rt / L E
ie Rt / L 
L  e dt  e Rt / L  c1
R (2)
E
at t  0, i  0  From (2), c1  
R
E
So, from (2), i (1  e  Rt / L )
R
Putting the values of E, R, L and t , we get
100
i [1  e 0.1 ]  0.4758 ampere.
20
37
ASSIGNMENT-I
LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFIECIENTS
Solve the following differential equations:
1. D2y – 3 Dy + 2y = Cosh x + Cos3x,

2. (D2 + 4)y = ex + Sin2x,
3. (D2 + 4D + 3)y = e-3x.
4. D3y + 3D2y + 3Dy + y = e-x
5. (D3 – 2D – 4)y = x4 + 3x2
6. (D2-a2)y = eax – e-ax
7. (D+2)(D-1)2y = e-2x+2 sinhx
x
8. (D-1) (D +1) y = sin 2  e
x
2 2 2 2

9. (D2 – 4 D + 2)y = Sin2x, given that y = 1/8 and Dy = 4 when x = 0. also the find y when x =
4
10. (D2+4D+8)y=sin(2x+3) 11.(D2+5D-6)y=sin4x.sinx 12.(D3+8)y= x4+2x+1
11. (D-2)2y=8(e2x+sin2x+x2), 14.D2- 4y =xsinhx 15.(D2 – 4D + 1)y = e2x Sinx
HOMOGENOUS LINEAR DIFFERENTIAL EQUATION:
1. x2 y  xy  y  x3e x

2. x2 y  5xy  4 y  x log x.
d3y 2
3 d y dy
3. x 4 3
 2 x 2
 x2  xy  1
dx dx dx
d3y d2y  1
4. x3 3  2 x 2 2  2 y  10  x   .
dx dx  x
d2y dy (log x) sin(log x)  1
5. x 2 2
 3x  y 
dx dx x
2
d y dy
6. (2 x  3) 2 2  2(2 x  3)  12 y  6 x
dx dx
38
SIMULTANEOUS LINEAR DIFFERENTIAL EQUATION:
dx 2 dy 1
1.  ( x  y)  1 ,  ( x  5 y)  t
dt t dt t
2. x  t  2 x  dt , tdy   tx  ty  2 x  t  dt
3. t x  y  0 and ty  x  0, given x(1) = 1, y(-1) = 0.
4. x  y  sin t , y  x  cost.
d 2x d2y
5.  4 x  5 y  t 2
,  5y  4 y  t 1
dt 2 dt 2
dx dy
6.  5 x  y  et , ,  x  5 y  e5t
dt dt
METHOD OF VARIAION OF PARAMETERS:
1. y  n 2 y  sec nx.

2. y  2y  y  2x.
3. y  y  6y  e  x .
4. y  4y  tan 2x.
5. y  2y  3y  64xe  x .
6. y  2y  5y  e  x sec 2x.
d2 y dy
7. 2
 2  y  e x log x.
dx dx
d2y dy
8. ( x  2) 2  (2x  5)  2 y  (1  x )e x .
dx dx
NORMAL FORM OR BY REMOVING THE FIRST DERIVATIVE:
1. x 2 y  2(x 2  x) y  (x 2  2x  2) y  0.
2. y  2 tan x y  5y  secx e x .
1
(x 2 2x)
3. y   2xy   ( x 2  2) y  e 2 .
d y2
  dy 
4.  2  y  cot x  2  y tan x   sec x
 dx   dx 
39
d2y 1 dy y
5. 2
  2 (8  x  x )  0
dx x dx 4x
BY CHANGING THE INDEPENDENT VARIABLE:
1. (1  x 2 ) y  (1  x) y  y  4 cos log(1  x).

2. y  tan x y  y cos 2 x  0.
3. (1  x 2 ) 2 y  2x(1  x 2 ) y  4y  0.
d2y dy
4. 2
 (4x 2 1)  4x 3 y  2x 3
dx dx
1
5. y   y   4x 2 y  x 4 .
x
SECOND ORDER DIFFERENTIAL EQUATION:
1. Sin 2 x y  2y , given that y = cot x is a solution of it.

2. (x sin x  cos x) y  x cos x y  y cos x  0 of which y = x is a solution.
3. x 2 y  (x 2  2x) y  (x  2) y  x 3 e x , given that y = x is a solution
4. y  4xy  (4x 2  2) y  0 given that y  e x is a solution
2
Mathematics (NAS-203) PracticeTest Unit-I(Diff. equations.)
Time- 60 min M.M. 30
Note: Attempt any Five Questions. All questions carry equal marks
1. Solve the differential equation D2y – 3 Dy + 2y = Cosh x + Cos3x,

d3y 2
3 d y dy
2. Solve the differential equation x 43
 2 x 2
 x2  xy  1
dx dx dx
3. Normal form or by Removing the first Derivative solve x2 y  2( x2  x) y  ( x2  2 x  2) y  0.
4. By Changing the Independent Variable solve (1  x2 ) y  (1  x) y  y  4cos log(1  x).
5. By method of Variaion of parameters solve y  n2 y  sec nx.
d 2x 2
2 d y
6. Solve the differential equation 2  4 x  5 y  t , 2  5 y  4 y  t  1
dt dt
40

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SYLLABUS

ENGINEERING MATHEMATICS – II : NAS 203

UNIT - I : DIFFERENTIAL EQUATION

UNIT – II : SERIES SOLUTION AND SPECIAL FUNCTIONS

UNIT – III : LAPLACE TRANSFORM

UNIT – IV : FOURIER SERIES AND PARTIAL DIFFERENTIAL EQUATIONS

UNIT – V : APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS

DR. U. P. SINGH REC SONBHADRA http://upsingh.in/Students

1.01 DIFFERENTIAL EQUATION

ORDER AND DEGREE OF A DIFFERENTIAL EQUATION

The order of the above equation is 2.

The power of the highest order derivative is 4. So the degree is 4.

1.02 LINEAR DIFFERENTIAL EQUATIONS

In such case, multiply both sides of (1) by e 

The left hand side of (2) is y.e  , but

Integrating both sides, we get

This is the required solution.

1.03 LINEAR DIFFERENTIAL EQUATIONS OF NTH ORDER

LINEAR DIFFERENTIAL EQUATION

Where P and Q are constants are R is a function of x or constant.

Differential Operator . Symbol D stands for the operation of differential i.e.,

LINEAR INDEPENDENCE AND DEPENDENCE

A and B are not equal to zero.

COMPLETE SOLUTION = COMPLEMENTARY FUNCTION + PARTICULAR INTEGRAL

METHOD FOR FINDING THE COMPLEMENTARY FUNCTION

(3) Solve the auxiliary equation :

Sol. Here, we have

C.F.  (C1  C2 x)e3 x .

Hence, the solution is

y  C1e( i ) x  C2e( i ) x  ex .[C1eix  C2eix ]

The complementary function is

y  e2 x ( A cos x  B sin x)

Rules to find particular integral

Q.6 Solve the following differential equation:

Sol. Here, we have

C.F.  C1e x  C2e6 x

 y  C1e x  C2e 6 x  1 (cos 3x  sin 3x)  1 (cos 2 x  sin 2 x)

Sol. We have, ( D3  3D2  4D  2) y  e x  cos x

Hence, complete solution is

C.F.  C1 cos x  C2 sin x

y " 2 y ' 2 y  x  e x cos x

Sol. We have, y"2 y'2 y  x  e x cos x

C.F.  e x ( A cos x  B sin x)

Sol. We have, ( D 2  4D  4) y  x3e2 x

Q.11 Solve ( D 4  1) y  e x cos x

Sol. Here, we have

A.E. is m4 1  0  (m  1)(m 1)(m2  1)  0

C.F.  C1e x  C2 e x  (C3 cos x  C4 sin x)

Complete solution is y  C.F.  P.I .

Q.12 Solve the differential equation ( D2  2 D  1) y  x cos x

Sol. Auxiliary equation is m2  2m  1  0 

GENERAL METHOD OF FINDING THE PARTICULAR INTEGRAL OF ANY FUNCTION  (x)

1.05 CAUCHY EULAR HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS

where a0 , a1 , a2 , ... are constants, is called a homogeneous equation.

i.e. ( D2  2D  4) y  cos z  e z sin z

 C.F.  e z [C1 cos 3 z  C2 sin 3 z ] (2)

Replacing z  log x and e z  x in (4), we get

1.06 LEGENDRE’S HOMOGENEOUS DIFFERENTIAL EQUATIONS

a  b x  e z  z  log( a  bx) (2)