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Calculis and Diff Eqn
Calculis and Diff Eqn
Calculis and Diff Eqn
MATHEMATICS – I YEAR
DJM1A : CALCULUS AND DIFFERENTIAL EQUATIONS
SYLLABUS
UNIT -1
UNIT – 2
UNIT -3
First order differential: equations of higher degree- solvable for p, x and y- Clairaut’s
form/ linear differential equations of second order- Particular integrals for functions of the
form, Xn, eax, eax(f(x)). Second order differential equations with variable coefficients.
UNIT – 4
UNIT – 5
Books :
CONTENTS
UNIT -1
1.1 Curvature …………………………………… 1
1.2 Radius of curvature ………………………………….... 2
1.3 Cartesian and polar …………………………………… 2
1.4 Centre of curvature …………………………………… 9
1.5 Involute and evolute …………………………………… 10
1.6 Asymptotes in Cartesian and polar co-ordinates ………………… 24
UNIT – 2
1.1 Evaluation of double integrals ………………………………… 43
1.2 Triple integrals ………………………………… 51
1.3 Jacobians, ………………………………… 55
1.4 Change of variables. ………………………………… 59
UNIT - 3
1.1 First order differential: equations of higher degree
solvable for p, x and y ……………………………….. 65
1.2 Clairaut’s form/ ……………………………….. 69
1.3 Linear differential equations of second order ……….………. 72
1.4 Particular integrals for functions
of the form, Xn, eax, eax(f(x)). ………………………………. 77
1.5 Second order differential equations with variable coefficients……... 90
UNIT – 4
1.1 Laplace transform and property ……………………… 99
1.2 Inverse transform and property ……………………… 109
1.3 Simultaneous equations of first order using Laplace transform……. 124
UNIT – 5
1.1 Partial differential equations of first order …………………..….. 133
1.3 Four standard forms- ………………..…….. 140
1.4 Lagranges method. ………………..…….. 146
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UNIT -1 : CURVATURE
Curvature – radius of curvature - Cartesian and polar - centre of curvature - Involute and
evolute - Asymptotes in Cartesian and polar co-ordinates.
CURVATURE
with respect to s, where Ψ is the angle made by the tangent at with the x-axis and s is the
Curvature of a circle
Consider a circle as in the figure whose centre is C and radius a. Let Ψ be the angle
made by the tangent at any point with the x-axis. If the arcual distance of from O is s,
d
1 a .
ds
d 1
ds a
So, in the case of circle, the curvature is a constant which is the reciprocal of the
radius.
Notation
Remark :1
d ds
In the case of a straight line the change of Ψ is zero and hence 0,
ds d
Remark : 2
d
If the curve is such that, as ‘s’ increases, Ψ increases, then is +ve and, so is +ve.
ds
ie) if the curve is concave, is +ve otherwise is –ve In general, is given as its absolute
value, namely .
dy
We know that tan
dx
d2y d d ds
2
sec2 . sec2 .
dx dx ds dx
(1 tan 2 )
3
2
d2y
dx 2
3
dy 2
2
1
dx
d2y
dx 2
3
dy 2
2
1
dx
d2y
dx 2
Examples:
Soln:
dy
4 x3 4 y 3 0.
dx
dy
4 x3 4 y 3 .
dx
dy
2 3 x 3 x2 y
.
d y dx
2 4
dx y
dy d2y
At the point (1,1), 1, and 2 6.
dx dx
(1 1) 2
3
2
.
6 3
x
2. Show that the radius of curvature at any point of the catenary y c cosh is equal to the
c
length of the portion of the normal intercepted between the curve and the axis of x.
Soln:
x
Given y c cosh
c
Differentiating the above equation, we get
dy x
sinh
dx c
3
dy 2
2 3
x 2 x
Now,` 1 1 sinh 2 cosh 3
dx c c
d2y 1 x
Also 2
cosh .
dx c c
1
dy 2
2
x y2
the normal y 1 y cosh
dx c c
3. If a curve is defined by the parametric equation x=f () and y=(), prove that the
1 x' y' ' y' x' '
curvature is
x'2 y'2 2
3
Soln:
dy dy dx y '
dx d d x'
d 2 y d y ' d y ' d
dx 2 dx x' d x' dx
1 x' 1 2
3
dx x'
4. Prove that the radius of curvature at any point of the cycloid x =a ( + sin) and
y = a (1 - cos) is 4 a cos .
2
Soln:
x =a ( + sin)
dx
a (1 cos )
d
d 2x
a sin
d 2
y = a (1 - cos)
dy
a sin
d
d2y
a cos .
d 2
a 2 (1 cos )
a 3 2 (1 cos ) 2
3
2 cos 2 / 2 1
a 4 cos 2 / 2 3
2
4 a cos 2
4 a cos .
2
5. Find at the point ‘t’ of the curve x = a (cos t + t sin t); y = a (sin t – t cos t)
Soln:
dx
a ( sin t sin t t cos t ) at cos t.
dt
dy
a (cos t cos t t sin t ) at sin t.
dt
dy
tant.
dx
3
dy 2
2
1 tan 2 t )
3
1
2
dx
1 at.
d2y at cos 3 t
dx 2
Exercise 1:
Polar form.
dx dr
cos r sin
d d
dy dr
and sin r cos
d d
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d 2x d 2r dr
cos 2 sin r cos and
d 2
d 2
d
d2y d 2r dr
sin 2 cos r sin
d 2
d 2
d
Substituting these values in the formula for in parametric from and simplifying we
get
3
(r 2 r1 ) 2
2
dr d 2r
2 where r and r .
r 2r1 rr2 d d 2
2 `1 2
Let the centre of curvature of the curve y = f ( x) corresponding to the point P (x,y)
be X and Y.
X = ON
= OQ – NQ = OQ – MP
= X - PC sin Ψ = x - sin Ψ.
Y = NC
= NM + MC
= QP + PC cos Ψ = y + cos Ψ.
dy d2y
If y1 and y2 denote and we know that
dx dx 2
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(1 y12 )
3
2
and tan y1
1 y1
cos and sin
1 y12 1 y12
(1 y12 ) 2 y1 (1 y12 )
3
y1
X X x
(1 y12 ) 2
1
y2 y2
(1 y12 ) 2 (1 y12 )
3
1
Y y y
(1 y12 ) 2
1
y2 y2
The locus of the centre of curvature for a curve is called the evolute of the curve.
Examples.
1. Find the co-ordinates of the centre of curvature of the curve xy = 2 at the point
(2,1).
Soln:
2
Here y =
x
Differentiating with respect to ‘x’ we get
dy 2 d2y 4
2 and 2 3 .
dx x dx x
dy d2y
At (2,1) the values of and 2 arerespectively 1 / 2 and 1 / 2.
dx dx
1 1
Y 1 4 31.
1 2
2
1 1
The centre of curvature is (3 ,3 ).
4 2
2. Show that in the parabola y2 = 4ax at the point t, = - 2a (1+t2)3/2, X=2a + 3a t3,
Y = -2a t3. Deduce the equation of the evolutes.
Soln:
x = a t2, y = 2 at.
dx dy
2at , 2a
dt dt
dy 2a 1
dx 2at t
d 2 y d dy d 1 dx
2
dx dx dx dt t dt
1 1
2
2at
t 2at 3
3
dy 2
2
d2y
1 2 2a (1 t 2 ) 2
3
dx dx
2a 3at 2
2
dy 1
1 1 2
Y y 2 2at
dx t 2at
d y 1
dx 2 2at 2
3
X 2a
2
y 2a
3a
27a Y 2 4 ( X 2a)3
x2 y2
3. Find the evolute of the ellipse 1 .Any point on the ellipse is (a cos , b sin )
a2 b2
Soln:
dx
x a cos ; a sin
d
dy
y b sin ; b cos
d
d 1
dx a sin
b
2
cos ec 3
a
dy 2 dy
1
dx dx
X x
d2y
dx 2
b2 b
1 2 cot 2 cot
a cos
a a
b
cos ec 3
a2
(a 2 b 2 ) cos 3
a
2
dy
1
Y y 2
dx
d y
dx 2
b2
1 cot 2
b sin a2
b
2
cos ec 3
a
a 2 b2
sin 3 .
b
cos 2 2
and
a b
1
bY
3
sin 2 2
a b
2
2 3
ax by
3
2 2 2
1
a b a b
2
2
2 3
ax by
3
i.e., 2 2 2
1
a b a b
2
(ax) 3 (by) 3 (a 2 b 2 )
2 2 2
3
Soln:
Given
x a( sin )
dy
a sin .
d
dy a sin
cot .
dx a(1 cos ) 2
d2y d 1 d
cot cos ec 2 .
dx 2
dx 2 2 2 dx
1
4a sin 4
2
(1 cot 2 ) cot
X x 2 2
1
4 a sin 4
2
a( sin )
1 cot 2
Yy 2
1
4a sin 4
2
y1 2 x and y2 2
At (0,0), y1 0 and y2 2
y1
X x (1 y12 ) 0.
y2
1 y12 1
Yy
y2 2
1
Centre of curvature is (0, ).
2
Now, to find the equation of the evolute, we have to eliminate from [1] and [2] we
have
X Y a(cos sin )3 .
X Y a(cos sin )3 .
2 2 2 2
( X Y ) ( X Y ) a (2) 2a
3 3 3 3
2 2 2
The locus of ( X , Y ) is ( x y) 3 ( x y) 3 2a 3 .
y1 2a / y and y2 4a 2 / y3
y1 y 2 4a 2
X x (1 y12 ) x
y2 2a
3x 2a (by 1) .....[2]
4 x 3 4( X 2a)3
Y
2
a 27a
27aY 2 4 ( X 2a)3
Proof. We know that the coordinates of the centre of curvature of the given curve are given
by
y1
X x (1 y12
y2
1 y12
Y y
y2
These two equations can be taken as the parametric equation of the evolute with x as
parameter.
dX y
y 2 y1 y3
1 1 2 y1 y2 (1 y12 ) 2
dx y2
y 22
y1`
(3 y3 y3 y1 y3 ).
2 2
2
y2
dY
2 y1 y22 (1 y1 ) y3
2
2
y1 3 y3 y3 y1 y3
2
Now 4
dx
y2
1
(3 y1 y2 y3 y1 y3 )
2 2
2
y2
dY 1
….(1)
dX y1
dY
But is the slope of the tangent to the evolute and y1 is the slope of the tangent to
dX
the given curve at the corresponding point and their product is -1 (by 1).
Exercises
1 1
[a] y = x2 at ( , )
3 4
[b] xy = c2 at (c,c).
[c] x = a (cos t + t sin t), y=a (sin t – t cos t) at ‘t’.
[d] y = x log x at the point where y’ = 0.
1. Find the coordinates of the centres of curvature at given points on the curves :
(1) y x 2 ; ( 1 , 1 )
2 4
(2) xy c ; (c, c).
2
(3) y log sec x; , log 2
3
2. Prove that the circle of curvature at the point (t2, 2t) of the curve y2=4x cuts the curve
again at a point whose ordinate is – 6t. Calculate the coordinates of the centre of
curvature.
We have already defined evolute of a curve as the locus of the centre of curvature and
If the evolute itself be regarded as the original curve, a curve of which it is the evolute
is called an involute.
It may be noted that there is but one evolute but an infinite number of involutes.
Let us assume that the equation of the curve in polar coordinates be r = f ().
In the figure,
.
d r
tan r .
dt dr
d
2
dr d 2r
r 2
d d d
Sec 2
d dr
2
d
2
dr d 2r
r 2
d 1 d d
d sec
2
dr
2
d
2
dr d 2r
r 2
1 d d
2 2
1
r dr
d
2
dr
d
2
dr d 2r
r 2
d d
2
dr
r
2
d
d d
1
d d
d
2
dr d 2r
r 2
2
r 2
d d
2
dr
r
2
d
ds dr
2 2
r 2
d d
ds ds d
.
d d d
2
dr
r
1 2
dr
2
d
2
r 2
d dr d r
2 2
r 2
2
r 2
d d
3
2 dr 2
2
r
d
2
dr d 2r
r 2
2
r 2
d d
Examples .
dr d 2r
a sin , and 2 a cos .
d d
3
2 dr
2 2
3
r a (1 cos ) (a sin )
2 2 2 2 2
d
8a 3 sin 3 .
2
2
dr d 2r
r 2 2 r 2 a (1 cos ) 2a sin a cos (1 cos )
2 2 2 2 2
d d
6 a 2 sin 2
2
8a 3 Sin 3
2 4 a sin
3 2
6a 2 sin 2
2
2
2 ar
3 .
a n r n 1
r n a n Cos n is
n 1
Soln:
dr
r tan n
d
d 2r dr
` tan n nr sec 2 n
d 3
d
r tan 2 n nr sec2 n
(r 2 r 2 tan2 n
r 2 2r 2 tan 2 n r 2 tan 2 n nr 2 sec2 n
r 3 sec3 n r
(n 1) r sec n (n 1) cos n
2 2
r. a n a n r n 1
(n 1) r n n 1
Particular cases.
r3
a2
2r 3 / 2
iv) when n = -1/2, we get a parabola,
a
a
v) when n =1. we get a circles ;
2 .
1 1
Theorem: For the polar curves of the form f ( ) the asymptotes are r sin( i )
r f ' (i )
1
Proof: Let P (r,) be any point on the curve f ( ) ………………… (1)
r
As P tends to infinity along the curve r . Hence from (1) we note that
when r , f() 0.
Hence i ’s are the only directions along which the branches of the curve tend to infinity. Let
us consider the branch corresponding to the value = 1.
For this branch corresponding to = 1. the equation of the asymptote will be determined if
we find p and .
p
(i.e) As r , f() 0 as 1 so that 0
r
PM p
From (3) lim lim cos( )
1 r 1 r
(i.e) 0 0 lim cos( )
1
0 = cos(1 - ). Hence 1 .
2
1 . …………………………. (4)
2
1 cos( )
Also using f ( ) in (3) we get PM p
r f ( )
cos( )
p lim
1 f ( )
cos 1
cos( )
lim
2
p lim (Using (4))
1 f ( ) 1 f ( )
sin( 1 )
lim
1
f ( )
cos( 1 )
lim
1
f ' ( )
cos 0
f ' (1 )
1
p .
f ' (1 )
1
r cos 1 r sin( 1 )
f ' (1 ) 2
1
r sin( 1 ) .
f ' (1 )
1
1. Write the polar equation in the form f ( ).
r
2. Find the roots of f() = 0. Let the roots be 1,2,3…….
1 1
4. Then write the equations of the asymptotesas r sin( 1 ) , r sin( 2 ) ,
f ' (1 ) f ' ( 2 )
1
r sin( 3 ) .........
f ' (3 )
Solved problems.
1
Solution. (i): The equation of the given curve in the form f ( )
r
1
we have so that f ( ) .
r a a
Now, f ( ) 0 0. Hence 0.
a
1 1
Also, f ' ( ) . Hence f ' (0) .
a a
1
(ii) The equation of the given curve in the form f ( )
r
1 log log
we have so that f ( ) .
r a a
log
Now, f() = 0 0. Hence = 1.
a
1 1
Also, f ' ( ) . Hence f' (1) .
a a
1
The equation of the asymptote is r sin( 1) a.
f ' (1)
(i.e) r sin(-1) = a .
1 2 2 2 2
we have so that f ( ) .
r 2a 2a
2 2
Now, f ( ) 0 0
2a
2 = 2.
1 2 2 ( 2 2 ) 2 2
Also, f ' ( ) 2a 2
2a 2
2 2 1 1
f ' ( ) . Also f ' ( ) .
2a 2
a a
1
r sin( ) a.
f ' ( )
1 1
r sin( ) .
f ' ( ) a
a
Problem 3. Find the equation of the asymptotes of the curve r
1 cos
1
Solution. The equation of the given curve in the form f ( )
r
1 1 cos 1 cos
we have so that f ( ) .
r a a
1 cos
Now, f ( ) 0 0
a
sin sin 2n
Now, f ' ( ) . Hence f' (2n ) 0 for all n Z .
a a
1
for all n Z
f ' (2n )
Problem 4. Find the equation of the asymptotes of the curve r cos = a sin .
1
Solution. Writing the equation of the given curve in the form f ( ).
r
1 cos cos
we have so that f ( ) .
r a sin a sin
(2n 1) where n Z .
2
cot cos ec 2 1
Since f ( ) we have f ' ( )
a a a sin 2
1
Now, f ' (2n 1) for all n Z .
2 2
a sin (2n 1)
2
1
a sin 2 (n )
2
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33
1 1 1
.
a (1) n sin / 2
2
a(1) 2n
a
1
The asymptotes are given by r sin (2n 1) ,n Z
2
f ' (2n 1)
2
(i.e) r sin (2n 1) a
2
(i.e) r sin (2n 1) a for all n Z .
2
(i.e) r sin a
2
(i.e) r cos = a
a
(i.e) r cos .
(1) n
For different values of n ϵ Z we get only two asymptotes r cos = -a and r cos = a.
Hence the asymptotes are r cos = a.
Exercises.
a
(i) r (ii) r(1 - e) = a
1
Note. x2 + y2 = a2 is symmetric about x - axis and y - axis. In this case the equation
involves even and only even powers of x as well as y.
If f(-x,-y) = f(x,y) then the curve is symmetric about the origin (symmetric in opposite
quadrants)
Note. From the above examples the equation of the circle has all symmetric properties we
have discussed so far.
To obtain the points where the curve f(x,y) = 0 intersects the x - axis put y = 0 in the
equation and solve for x. Similarly, to find the points where the curve intersects the y - axis
put x = 0 in the equation and solve for y.
Examples. The curve x2 + y2 = a2 crosses the x - axis at (a,0) and (-a,0) and crosses
the y - axis at (0,a) and (0,-a).
If the origin is found to be a point on the curve then the tangents at the origin are
obtained by equating to zero the lowest degree terms occuring in the equation.
Example. y2 = 4ax passes through the origin and the lowest degree term occuring in
it is 4ax which when equated to zero becomes 4ax = 0
Also x3 + y3 = 3axy passes through the origin at which x = 0 and y = 0 are the
tangents.
For the curve a2y2 = a2x2 - x4, y = x are the tangents at the origin.
(b) Tangents at any other point (h,k) other than the origin.
dy
Find at (h,k) and it gives the slope of the tangent to the curve at this point. This
dx
will be useful to deside the nature of the tangent - whether parallel to the x - axis or y - axis or
inclined tangent.
V. Asymptotes.
The concept of asymptotes described in the previous chapter will be helpful to know
about the asymptotes in tracing any curve.
These are obtained by equating to zero the coefficient of the highest power of x.
These are obtained by equating to zero the coefficient of the highest power of y.
The curve f(r,θ) = 0 is symmetric about the initial line θ = 0 if f(r, -θ) = f(r, θ).
𝜋
The curve f(r,θ) = 0 is symmetric about the line θ = 2 (y-axis) if f(r, 𝜋, -θ) = f(r, θ). :
𝜋
Example : r = a(1+sinθ) ; r = a sin3θ are symmetric about θ = 2
We put r = θ in the equation of the curve and solve the resulting equation for θ.If there
exists a real solution α for θ,then the curve passes through the pole and the line θ=α is
a tangent to the curve at the pole.
1) If the maximum value of r is a, then the curve lies within the circle r = a.
2) If there exist values of θ for which r2<0 so that r becomes imaginary then the curve
does not exist for those values of θ.
𝜋
Example: r2=a2 sin2θ does not exist if <θ<𝜋
2
Value of 𝜙.
The angle 𝜙 which a tangent at(r, θ) makes with the initial line is found from the
𝑑𝜃
formula tan𝜙= r 𝑑𝑟
Asymptotes:
If there is no finite value α for θ such that r͚ , then the curve f(r, θ) = 0 has no
asymptotes
(i) Suppose x = f(t), y = g(t) are parametric eqations of a curve where t is the parameter.
If it is possible to eliminate the parameter between the two equations and get the
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39
Cartesian form of the curve we proceed as in the case of Cartesian coordinates.
𝑑𝑦 𝑑𝑦 𝑑𝑡
(a) Find 𝑑𝑥 = 𝑑𝑡 × 𝑑𝑥
𝑑𝑦
(b) Give different values to the parameter t and find x, y, 𝑑𝑥 . This gives different points
Solved Problems:
Clearly the curve is symmetrical about both the axes. Hence it is enough to discuss
To find the points of intersection of the curve with x-axis, we put y=0 in eqn (1)
We get ( x) 3 (a 2 ) 3
2 2
y x
3
1
From eqn (1) a a ,we see that if │x│> a,then
2
y
3
a < 0 and hence y is imaginary.
Hence the curve does not lie beyond x = ± a
Similarly, the curve does not lie beyond y = ± a
3 3
dy
0
dx
At (a, 0) and hence x-axis is a tangent to the two branches of the curve
at (a, 0) lying in the first and fourth quadrants.
Hence the curve has a cusp of first kind at (a, 0).
Similarly, the curve has cusps of first kind at (0, a), (-a, 0), (0,-a).
Hence the curve is known as four cusp hypocycloid.
Also, the curve is concave in [0,a].
Hence the form of the curve is as shown in the fig.
Note: The parametric equation of this curve can be taken as x= acos3θ; y = asin3θ .
Since [1] contains even power of y the curve is symmetrical about the x-axis.
The tangents at the origin are given by y2 = 0 and they are real and coincident. Hence
the origin is a cusp.
The curve meets the x-axis and y-axis only at the origin.
Equating the coefficient of the highest degree term in y to zero we get x - 2a = 0. The
asymptotes parallel to the y - axis is x - 2a = 0 and this is the only asymptote to the curve.
Hence the curve does not lie to the left of the y - axis and to the right of the line
x = 2a.
Hence the form of the curve is as shown in the figure and the curve is called cissoid.
Solution. We note the following from the equation of the given curve. The curve is
symmetric about the initial line.
When = we have r = 0. Hence the curve passes through the pole and further =
is the tangent at the pole.
Let be the angle made by the tangent at (r, ) with the initial line.
d a(1 cos )
Now, tan r cot tan .
dr a sin 2 2 2
Since the maximum value of r is 2a, no portion of the curve lies to the right of the
tangent at (2a, 0) and hence the curve lies within the circle r = 2a.
1 1
r 2a a (1+ ) a 0 a a (1+ )
2 2
When increases from 0 to 2, r is positive and it decreases from 2a to 0. The form of
the curve is as shown in the figure and it is a cardioid.
Solution. The curve is symmetric about the pole and the initial line.
3 5 7
The lines , ; , are tangents to the curve at the people.
4 4 4 4
7
When increases from to 2 (=0), r incerases from 0 to a and when
4
increases from 0 to r decreases from a to 0.
4
Solution. The curve is symmetric about the line
2
r = 0 sin 3 = 0 3 = 0 or multiple of
2 3 4 5
= 0, , , , , .
3 3 3 3 3
4 2 5
Further = 0, = ; , ; and , are the tangents to the curve at the
3 3 3 3
pole
Since |sin 3θ| ≤1, r ≤ a. Hence the curve lies entirely within the circle r = a.
When 4π/3 ≤ θ ≤ 5π/ 3 the curve has another loop around θ = 3π/2.
When 2π/3 ≤ θ ≤ π the curve has yet another loop around θ = 5π/6.
The form of the courve as shown in the figure and it is known as three leaved rose.
The value of this integral depends on x and we get a new function of x. This can be
b
d
integrated with respect to x and we get c c f ( x, y) dy dx.
This is called an iterated integral.
d
b
Similarly we can define another integral c a f ( x, y)dxdy.
For continuous functions f(x,y) we have
b d
d b
R
f ( x, y ) dx dy f ( x, y ) dy dx f ( x, y ) dx dy
c c c a
𝑏 𝜑 2 (𝑥)
𝑆
𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = 𝑎 𝜑 1 (𝑥)
𝑓 𝑥, 𝑦 𝑑𝑦 𝑑𝑥
The inerated integral in the right hand side is also written in the form
If S cannot be written in neither of the above two forms we devide S into finite
number of subregions such that each of the subregion can be represented in one of the above
forms and we get the double integral over S by adding the integrals over these subregions.
Solved Problems.
1 2
Problem 1. Evaluate I xy 2 dy dx.
0 0
Solution.
2 1
8 x2
1 2
1 3
1 1
1 4
Now xy dy dx xy dx 8 x dx
2
0 0
0 0
3 30 3 2 0 3
1 2
4
ThereforeI xy 2 dy dx .
0 0
3
4 a 2 ax
Problem :2 Evaluate I xy dy dx.
0 x2 a
4
4a
1
4a
x4 1 4ax 3 x6 64a 4
=
16a 2 2 3 96a 2 0
x 4 ax dx
20 3
a b
Problem : 3 Evaluate I x 2 y 2 dx dy
0 0
b
a
x3 2
a
b3
Solution. I xy dy by 2 dy
0 0 0
3 3
a
b3 y by 3
3 3 0
a
b 1 x 2 / a 2
Problem 4. Evaluate I dx x
3
y dy
0 0
b 1 x 2 / a 2
1
a
Solution. I x3 y 3 dx
0 0
2
a
1 a 2 3 x2 1 2 1 4 x6
b x 1 2 dx b x 2
2 0 a 2 4 6a 0
a 4b 2
.
24
1/ 2 1
x
Problem 5 : Evaluate I 1 x y dy dx.
0 0
2 2
1/ 2 1/ 2
sin 1 xdx x sin 1 x 1 x 2 0 (integration by parts)
0
π 3
1.
12 2
π a cosθ
Problem 6 : Evaluate I r sin θ dr dθ
0 0
π a cos θ
1
Solution. I sin θ r 2 dθ
0 2 0
π π
1 1
a 2 cos 2 θ sin θ dθ a 2 cos 2 θ d (cos θ )
20 2 0
1 π
a 2 cos 3 θ 0
6
= 1/3 a2
π/2
r
Problem 7. Evaluate r
0 0
2
a2
2
dr dθ
π/2
r
Solution Let I r
0 0
2
a2
2
dr dθ
1 2
π/2
2 d (r ) π/2
1 1
2 2 2
dθ 2
2 r a 2 0
dθ
0 0 (r a ) 0
π/2 π/2
1 dθ θ
2
0
a 2 2a 2 0
Solution. The given region bounded by the curves is given in the figure.
The region D can be subdivided into two regions D1 and D2 as shown in the figure.
xy dx dy xy dy dx xy dy dx
D D1 D2
1 x 2 2 x
xy dy dx xy dy dx
0 0 1 0
x 2 x
1 1
1 2
xy 2 dx xy 2 dx.
0 0 1 0
2 2
1 2
1 1
x 2dx x(2 x)2dx
20 21
1 2
1 1 1 4
x 3 2 x 2 x 4 x 3
6 0 2 4 3 1
1 1 1 4 1 4
= [(8 16 8) (2 )]
6 2 4 3 4 3
=9/24 (verify).
1 1 x
2
x y dx dy
2 2
x
2
y 2 dy dx
D
1 1 x 2
1 1 x
2
4 x
2
y 2 dy dx
0 0
1 x
2
1
1
4 x 2 y 3 dx
0 0
3
1
4 x 2 (1 x 2 )3 / 2dx
0
π/2
4
3 0
sin 2 θ cos 4 θ dθ (Putting x=Sin)
4 1.3.1 π π
.
3 2.4.6 2 24
Solution We have r =2a cos represents a circle with centre (a, 0) and radius a.
In this region x varies from 0 to 1. For each fixed x,y varies from 0 to x.
1 x
I e y / x dy dx
0 0
dx
1
xe y/x
0 0
1
x(e 1)dx
1
e 1 .
0
2
1 1 x 2
4 x
2
y 2 dy dx
0 0
1 x 2
1
1
4 x 2 y 3 dx
0 0
3
1
4 x 2 (1 x 2 )3 / 2 dx
0
/2
4
sin cos 4 d (Putting x= sin)
2
3 0
1.3.1 π
4
2.4.6 2
= /24.
x2
1
2
x 2 y y 3 dx
1
3 1
1
2
x 4 x 6 dx
1
3
2
1 1 1286
x5 x 7
5 21 1 105
e y
Problem 7. Evaluate I dydx.
0 x
y
Solution. We notice that we must integrate first w.r.t.x. Hence we change the order of
integration. The region of integration is as shown in the figure. (We note the D is an
unbounded region and the given integral is an improper double integral).
In the region D, y varies from 0 to . For each fixed y,x varies from 0 to y.
y y
e y e y
I dx dy x dy
0 0
0 0
y y
e dy e
y
y
0 0
= 1.
Exercises.
1. Evaluate the following integrals.
The definition triple integrals for a funtion f(x,y,z) defind over a region D
is R3 is analogus to the definition of double integral is defind is the definition .
we replace rectangles by parallelopipeds and area by volume to obtain the
corresponding definition of triple integrals.
f ( x, y, z) dx dy dz
D
or f ( x, y, z) dV or f ( x, y, z) d ( x, y, z).
D D
𝑏 Φ2 x Ψ2 x,y
𝑓 𝑥, 𝑦, 𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧 = 𝑓 𝑥, 𝑦, 𝑧 𝑑𝑧 𝑑𝑦 𝑑𝑥
𝐷 𝑎 Φ1 x Ψ1 (x,y
𝑑𝑦 𝑓 𝑥, 𝑦, 𝑧 𝑑𝑧
𝑎 Φ1 x Ψ1 (x,y
Solved Problems.
a x y
Solution:
y
1
a x
I xyz 2 dy dx
0 0 0
2
x
1 1
a x a
1
xy 3 dy dx xy 4 dx
200 2 0 4 0
a
1 1
a
1
x 5 dx x 6
80 8 6 0
= a6/48
Solution:
The projection of the given region in the x-y plane (z = 0) is the region
bounded by
the circle x2+y2 = a2 and lying in the first quadrant as shown in the figure.
In the given region x varies from 0 to a. For a fixed x,y varies from 0 to
(a 2 x 2 ) .
I xyz dz dy dx
0 0 0
a ( a2 x2 )
1
xy (a
2
x 2 y 2 )dy dx
20 0
a
1
x(a 2 x 2 ) 2 dx (Verify)
80
a
1 1
(a 2 x 2 ) 3
16 3 0
= a6/48.
loga x x y
e
x y z
Problem 3. Evaluate I dz dy dx .
0 0 0
e
loga x
x y z x y
Solution. I 0 dy dx.
0 0
e
loga x
2 ( x y )
e x y dy dx
0 0
log a x
1 2( x y )
0
2 e e x y dx
0
log a
1 4x 3 2x x
0
2 e 2 e e dx
log a
1 3
e 4 x e 2 x e x dx
8 4 0
1 4 3 2 3
= a a a .
8 4 8
dx dy dz
Problem 4. Evaluate I Where D is the region bounded by the
D
( x y z 1)3
In the given region x varies from 0 to 1. For each fixed x,y varies from 0 to
1-x. For each fixed (x,y), z varies from 0 to 1-x-y.
1 1 x 1 x y
dz dy dx
I
0 0 0
( x y z 1)3
x y z 1
1 1 x
1 2 1 x y
0 dy dx
20 0
1 1 x
1
4 x y z 1
1
2 0
2
dy dx
0
1 x
1 1
1
y ( x y 1) 1 dx
2 0 4 0
1 1 1
1
1
(1 x) ( x 1) dx
2 0 4 2
1
1 1 1 1
x x 2 x log( x 1)
2 4 8 2 0
1 5
log 2 .
2 16
Excersies.
1. Evaluate the following triple integrals.
1 1 2
a) xyz dz dy dx
0 0 x2 y 2
a b c
b) ( x y z) dx dy dz
0 0 0
1 2 2
dx dy x yz dz
2
c)
0 0 1
x = x(u, v, w); y = y(u, v, w); z =z (u, v, w) where the functions x,y,z have
continuous first order partial derivatives.
The Jacobian J of the transformation is defind by
x x x
u v w
y y y
J
u v w
z z z
u v w
( x, y, z )
The jacobian is also denoted by J
(u, v, w)
Examples.
Soln:
𝜕𝑥 𝜕𝑦
= cosθ : = sinθ
𝜕𝑟 𝜕𝑟
Manonmaniam Sundaranar University, Directorate of Distance & Continuing Education, Tirunelveli.
59
𝜕𝑥 𝜕𝑦
= -r sinθ : 𝜕𝜃 = r cosθ
𝜕𝜃
x x
J r cos r sin
y y sin r cos
r
x x x
r
𝜕 𝑥,𝑦,𝑧 y y y
𝐽= =J
𝜕 𝑟,𝜃,𝑧 r
z z z
r
= sinθcosφ[0+r2sin2θcosφ]-rcosθcosφ[0-rsinθcosθcosφ]
-rsinθsinφ[- rsin2θsinφ-rcos2θsinφ]
Soln:
given that x = rcos, y = rsin, z = z.
cos r sin 0
( x, y , z )
J sin r cos 0
(r , , z )
0 0 1
= cosθ(rcosθ)+rsinθ(sinθ) = r
1 1
x (3u v) and y (2u v)
5 5
3 1
( x, y ) 5 5 1.
J
(u, v) 2
1 5
5 5
Solved Problems.
Solution. From the given three transformations we get x = u-uv; y = uv-uww; z = uvw.
x x x
u v w
y y y
Now J
u v w
z z z
u v w
= (1-v)[u2v(1-w)+ u2vw]+u[v2u(1-w)+uv2w]
( x, y) 1
Problem 2. If u=x2-y2 and v = 2xy prove that
(u, v) 4 u v 2
2
( x, y ) u x uy 2x 2 y
Solution. Consider
(u, v) vx vy 2y 2x
x2 y2 u 2 v2 ………..(2)
(u, v)
From (1) and (2) we get 4 u 2 v2
( x, y)
( x, y) 1
.
(u, v) 4 u 2 v 2
Excercises.
(u, v) ( x, y )
1. Prove that . 1.
( x, y ) (u, v)
Theorem 4.1.
Consider a transformation given by the equation x = x (u,v) and y = y(u,v) where x
and y have continuous first order partial derivatives. Let the region D in the x-y plane be
mapped into the region D* in the u-v plane. Further we assume that the Jacobian of the
transformation J0 for all points in D. Then f ( x, y) dx dy f x(u, v), y(u, v) J du dv.
D D*
We now proceed to evaluate some double and triple integrals by making appropriate
change of variables.
Solved Problems.
xy dx dy
Problem 1. Evaluate I by transforming to plor coordinates Where D is the
D x2 y2
region enclosed by the circles x2+y2 = a2 and x2+y2 = 4a2 in the first quardrant.
Solution:
Put x = rcos and y = rsin
We know that J= r.
Further in the given domain D,
0 /2 and a r 2a.
π / 2 2a
r cos θ r sin θ
I
0 a
r
r dr dθ
π/2 2a
1
0
cos θ sin θ r 3 dθ
3 0
π/2
7a 3
3 cos θ sin θ dθ
0
7
a 3 sin 2
6
/2
0
7a 3
.
6
Problem 2. Evaluate the improper integral I e x dx .
2
2 2
Solution. I 2 II e x dx e y dy .
0 0
e ( x y ) dx dy .
2 2
0 0
/2
I e r d dr
r 2
e r dr.
r 2
2
0 0
2 0
π 1 2 π 1 2
20 2
e r d ( r 2 ) e r
2 2 0
I .
2
1/ 2
1 x2 y 2 ππ
Problem 3. Prove that I dx dy 1 .
2
D
1 x y
2
42
1/ 2
1 π/2
1 r2
I r dθ dr
2
0 0 1 r
1/ 2
π 1 r2
1
r dr
2 0 1 r 2
1 1 r2
2 0 1 r 4
r dr
π 1 t
1
4 0 1 t 2
dt (by putting r2 = t)
4
sin 1
t (1 t 2 )1/ 2 1
0
1.
42
1/ 2
1 ( x 2 / a 2 ) ( y 2 / b 2 )
Now, I
1 ( x 2 / a 2 ) ( y 2 / b 2 )
dx dy
D
1/ 2
1 u 2 v 2
ab
1 u 2 v 2
du dv
D
ab ( 2 1). (by problem 3).
4
Problem 5. Evaluate
D
x y dx dy where D is the parallelogram bounded by the lines
Solution.
Put x+y = u and 2x-3y = v.
1
1 4 1
u dv du u v0 du
1 4
0 0 5 5 0
1
4 2
u 3/ 2
5 3 0
= -8/15
Problem 6. Evaluate I xyz dx dy dz where D is the positive octant of the ellipsoid
D
x2 y2 z 2
1.
a2 b2 c2
Solution.
Let D* be the image of D under the above Transformation. The D* is the positive
octant of the sphere u2+v2+w2 = 1.
=a2b2c2
D*
uvw du dv dw.
1 π/2 π/2
1 6 1 1 𝜋/2 1 𝜋/2
= 𝑎2 𝑏2 𝑐 2 𝑟 𝑠𝑖𝑛 4
𝜃 𝑠𝑖𝑛 2
𝜑
6 0 4 0 2 0
𝑎2𝑏2𝑐2
= .
48
Excercise 1. Evaluate the following double integrals using change of variables or otherwise
a).
D
( x 2 y 2 ) dx dy ;D is the a region bounded by the circle x2 + y2 = a2.
x2+y2 = 9.
dy
TYPE A:- Equations solvable for p ( ).
dx
dy
We shall denote hereafter by p.
dx
Let the equation of the first order and of the nth degree in p be
pn + P1pn-1+P2pn-2+….+ Pn=0 …(1)
Suppose the first number of (1) can be resolved into factors of the first degree of the
form
Any relation between x and y which makes any of these factors vanish is a solution of (1).
respectively, where c1, c2, …… cn are arbitrary constants. Without any loss of
generality, we can replace c1, c2, ….cn by c, where c is an arbitrary constant. Hence the
solution of (1) is
Integrating,
Therefore xy = c … (1)
dy 2 y dy 2 y
; 0
dx x dx x
dy 2dx
0
y x
Integrating,
yx2 = c …(2)
2y y2 y2
2) Solve p x y p xy 2 y
2
0.
x x x
dy y dy y
y (or ) x
dx x dx x
dy 1 dy y
1dx or x
y x dx x
Integrating on,
log y = log x –x+logc
ie)logy-log x = -x+log c
y
log = -x + log c
x
𝑦
=ce-x
𝑥
i.e., y = cxe-x
dx dx
The second equation is linear in y. Hence the solution is ye x
xe x
dx c
y
i.e., x c
x
i.e., y = - x2 + cx
TYPE B :-Let the differential equation (1) of 2 be put in the form f (x, y, p) = 0. When it
cannot be resolved into rational linear factors as in 5.1, it may be either solved for y or x.
𝑑𝑝
Differentiating with respect to x, p = φ (x,p,𝑑𝑥 )
This, being an equation in the two variables p and x, can be integrated by any of the
foregoing methods. Hence we obtain
Ψ(x,p,c) = 0 ….(2)
Eliminating p between (1) and (2), the solution is got.
1 dp
Differentiating with respect to y, y, p, .
dy
Examples
1) Solve xp2-2yp+x=0:
Soln:
( p 2 1)
Solving for y, y x
2p
𝑑𝑦
Differentiating with respect to x, [𝑑𝑥 = 𝑝]
p2 1 p 2 1 dp
p x
2p 2 p 2 dx
dx dp
x p
Integrating, p = cx.
2 cy = c2x2+1.
Soln:
(This is easily solvable for x only)
dp
2 py 1. This is linear in p and hence.
dy
p e y e y dy c.
2 3
….(2)
(It must be noted that the integral on the R.H.S. cannot be integrated in finite terms.)
Note. In the above problem, the solution has not been got explicity by eliminating p.
But we have x and y expressed in terms parameter p. This will do.
Manonmaniam Sundaranar University, Directorate of Distance & Continuing Education, Tirunelveli.
73
1.2 Clairaut’s form.
dp
0 , integrating on, p = c, a constant.
dx
We have to replace p in Clairaut’s equation by c. The other factor y + f (p) = 0 taken along
with (1) give, on eliminating of p, a solution of (1). But this solution is not included in the
general solution (2). Such a solution as this is called a singular solution.
Examples.
y= (x-a) c- c2
dX=2dx: dY = 2ydy
dp
p = f (p) + [xf '(p) + ' (p)⦌
dx
dx xf ' ( p) ' ( p)
dp f ( p) p p f ( p)
The eliminant of P between this equation and (1) give the solution of (1).
Example.
1) Solve y = xp+x(1+p2)1/2
Soln:
Given y = xp+x(1+p2)1/2
dp xp
p p (1 p 2) ) 2 x
1
dx 1 p 2
dp p dp dx
Integrating, 1 p2
1 p 2
log c
x
1
i.e., log ( p 1 p 2 ) log(1 p 2 ) log x log c.
2
log ( p 1 p 2 1 p 2 ) x log c
p 1 p 2
1 p2 x c …(1)
d2y dy
i.e., a 2
b cy 0 …..(2)
dx dx
The solution of this equation (2) is called the complementary function of (1).
Case(i). Let the auxiliary equation (3) has two real and distinct roots m1 and m2.
Hence A em1x, B em2x are solutions of (2), where A and B are arbitrary constants. Thus
y= A em1x + B em2x is the most general solution of (2) as the number of constants occuring in
this solution is two, equal to the order of the differential equation.
Case (ii). Let the auxiliary equation (3) has two roots equal and real.
where c is a single arbitrary constant equal to A+B. Thus the number of constants is reduced
to one which is one short of the order of the differential equation (2) and therefore (4) ceases
to represent the general solution. Hence we proceed as follows :
The solution is
y = A em1x + B e(m1+ϵ) x
= em1x + (A + B eϵ x)
As imaginary roots ocuur in pairs, let m1 = + i where and are real; then m2 =
- i.
This can also be written as y = A e x cos (x+B), where A and B arbitrary constants.
Examples.
d2y dy
1) Solve 2
5 4y 0
dx dx
Soln:
The auxiliary equation is m2 - 5m + 4 = 0
d2y
2)Solve 9y 0
dx 2
Soln:
The auxiliary equation is m2 -9= 0
m2-32 = 0 ; (m-3)(m+3)=0
d2y dy
3)Solve 2
2 y0
dx dx
Soln:
The auxiliary equation is m2 + 2m + 1 = 0, i.e., (m+1)2 = 0.
m = - 1 twice.
C.F y = e-x (A + B x).
d2y dy
4)Solve 2
4 40
dx dx
Soln:
The auxiliary equation is m2 + 4m + 22 = 0, i.e., (m+2)2 = 0.
m = - 2 twice.
y = e-2x (A + B x).
3x
11 11
y e 2 ASin x B sin x
2 2
d2y dy
6)Solve 2
4 13 y 0
dx dx
Soln:
The auxiliary equation is m2 +4m 13 = 0.
4 6i
Solving,(quadratic eqn form) m
2
m 2 3i
Exercises:
d2y dy d 2 y dy
1. 2
6 8y 0 2. 4y 0
dx dx dx 2 dx
d2y dy d2y dy
3. 2
4 4y 0 4. 2
3 8y 0
dx dx dx dx
We can define the inverse operator D-1 as one such that when it operates on any
function of x and subsequently the operation by D is performed, the function is left unaltered.
Thus D-1 represents integration.
1 1
We shall define the operator as the inverse of the operator f (D). i.e., X
f ( D) f ( D)
is that function of x which, when operated upon by f(D) yields X.
1
We shall assume that the order of the operators f(D) and can be interchanged.
f ( D)
1 1
The f (D) x f ( D) x x
f ( D) f ( D)
(aD2+ bD + c) y = x
D ex = ex
1 1 x
Operation on both sides by , e x
f ( ) e
f ( D) f ( D)
1 x 1 x
If f () 0, e e
f ( D) f ( )
1
In ex , replace D by if f () 0
f ( D),
Case (ii) If f () = 0, satisfies the auxiliary equation f (m) = 0. Then we proceed as follows:
(i) Let the auxiliary equation have two distinct roots m1 and m2 and let = m1.
(It must be noted that no constant of integration is added as we are evaluating only a
particular integral.
If the constant be added there will occur in the general solution 3 constants as there
are already in the C.F. and thus one constant will be too many).
.˙. Z = x eαx
1
Hence P.I. = xe x .
a( m2 )
(ii) Let the auxiliary equation have two equal rootes each equal to α.
i.e., m2 = m1 = α.
1 1
P.I . ex ex
a( D ) 2
a( D )( D )
1 𝑋 𝑒 𝛼𝑥
=𝑎 𝐷−𝛼
1 dz
If z xe αx , αz xe αx
Dα dx
Examples.
Soln:
(m+2)(m+3)=0
m = -2 and -3.
1 x
e on replacing D by 1
12
ex
y Ae 2 x Be 3 x
12
Soln:
1
e 2 x xe 2 x by 4 case (ii)
D2
Soln:
(Note. K is used here instead of the usual m as there is already another m).
i.e., (k -m)2 = 0
.˙. k = m twice
x2
y e mx A Bx
2
Excersice
Solve the following equations:-
1. (D2 - 5D + 6) y = e4x. 2. (D2 - 6D + 13) y = 5e2x.
3. (D2 - 4D + 6) y = 5e-2x. 4. (D2 - 2D + 1) y = 2e3x.
D sin αx = cosαx.
(D2) sin αx= (-α2) sin dx, as (D2) is a rational integral function of D2.
1
To evaluate sin x, the above rule fails. Hence the following procedure is adopted.
D 2
2
1 1
sin x 2 . Imaginary part of eαix as
D
2 2
D 2
1
= " eiαx
( D αi )( D αi )
1
= " eiαx by 4 (a)
( D αi) 2αi
xe ix
= " by 4(a)
2i
xi
= " (cos x i sin x)
2
x cos x
=
2
Examples.
1
sin 3x on replacing D2 by -9 by 4(b)
9 3D 2
1
sin 3x
3D 7
In order to apply the above rule, we must aim at getting D2 terms only in the
denominator; hence we write
1 3D 7 3D 7
=
3D 7 (3D 7)(3D 7) 9 D 2 49
and proceed.
(3D 7)
P.I . sin 3x.
9 D 2 49
d
3 (sin 3x) 7 sin 3x
dx by 4(b)
9(9) 49
9 cos 3x 7 sin 3x
130
y = C.F. + P.I.
1
A sin pt if p2≠ 4 by 4(b).
p2 4
.˙. y = λ cos2t+ μ sin 2t+(A/4-p2) sin pt
To determine the values of λ and μ, we note that when
dy
t = 0, y = 0 and 0.
dt
.˙. 0 = λ
𝑑𝑦 𝐴𝑝
= -2λ sin2t+ 2μcos 2t+ 4−𝑃 2 cos pt.
𝑑𝑡
Ap
0 2μ
4 p2
Ap
.... (2)
2(4 p 2 )
1
A(sin pt sin 2t )
Hence, y 2
(4 p 2 )
1
If p = 2, P.I . A sin 2t
D 42
𝐴 𝐴
0 = 2μ - , μ = .
4 8
A(sin 2t 2t cos 2t )
y .
8
1 sin 5 x sin x
D 4D 3
2
2
1 sin 5 x 1 sin x
25 4 D 3 2 1 4D 3 2
Soln:
To find the C.F of (D2 + 16 )y = 0.
The auxiliary equation is m2 + 16 = 0.
m2+42=0 ; m = 4i.
C.F. is = Acos 4x + B sin 4x.
2
Now 2e3 x e 3 x
D 16
2
= (2/7) e-3x
1
P.I.2 corresponding to cos 4 x cos 4 x
D 16
2
1
Real part of e4ix
D 16
2
1
= Real part of e 4ix
( D 4i)( D 4i)
1 4ix
= Real part of xe
8i
xi
= Real part of (cos 4 x i sin 4 x)
8
x
= sin 4 x .
8
2 x
y A cos 4 x B sin 4 x e 3 x sin 4 x .
7 8
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Excersices
1
To evaluate x m , raise f(D) to power -1 and expand in ascending powers of D
f ( D)
as far as Dm. (The higher powers of D operating on Xm give Zero and hence are omitted.)
Thesse terms in the expansion of f{(D)}-1 operating on xm give the particular integral
required.
Examples.
3x 3x
C.F . e x / 2 A cos B sin .
2 2
1
P.I . x2
1 D D 2
1
. (1 D D2 ) x 2
y = C.F.+ P.L.
1 1
ex ex
1 4 5 10
1
P.I. Corresponding to x3 x3
5 4D D2
1
1 4D D2 3
1 x
5 5
1 4D D2 4D D2 4D D2
2 3
1 x3
5 5 5 5
1 4 D 11D 2 24 3 3
1 D x
5 5 25 125
1 3 12 x 2 66 x 144
x
5 5 25 125
y = A x3 + B x2+C x +D.
1
P.I.3 corresponding to cos 2 x cos 2 x
D 4D 5
2
1
cos 2 x on putting -4 for D2
1 4D
1 4D cos 2 x 8 sin 2 x
cos 2 x
1 16 D 65
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92
y = C.F. + P.I.1 + P.I.2+ P.I.3
D2(eax V) = D{eax(D+a) V}
= aeax (D + a) V + eax (D2 + aD) V
=eax(D2 + 2aD + a2)V = eax (D+a)2 V.
It follows by induction that Dn(eax V) = eax(D+a)n V.
f (D) eaxV = eax f (D+a) V.
1
Operating on both sides by
f ( D)
1
eaxV eax f ( D a)V .
f ( D)
If we set f(D+a) V= V1, then this result gives,
1 1 ax
eax V1 e V1
f ( D a) f ( D)
1 1
Hence eax X eax X.
f ( D) f ( D a)
Examples.
Slove (D2 -4D +3) y = e-xsinx.
Soln:
To find the C.F of Slove (D2-4D+3)y = 0.
1
ex Sinx by the above rule
( D 1) 4( D 1) 3
2
1
ex Sinx
D 6D 8
2
1
ex sin x on putting -1 for D2
7 6D
7 6D
ex Sinx
49 36 D 2
7 sin x 6 cos x
ex
85
y = C.F. + P.I.
7 sin x 6 cos x
y=A ex + B e3x+ e x
85
1
ex x
( D 1) 2( D 1) 5
2
1
ex x
D 4D 8
2
1
ex x (as D2 can be omitted in thr dinomiator for only x occurs
8 4D
in numerator)
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94
ex D
1 x
8 2
ex 1
x
9 2
y = C.F. + P.I.
ex 1
y = e-x (A cos2x + B sin 2x) x
9 2
Exercises
Solve the following equations : -
1. (D2 + 1) y = (x2 + 1) ex.
2. (D2+4) y = x e2x.
3. (D2 - 4D + 3) y = excos 2x.
4. (D2 - 2D + 2)y = excosx.
Method 1 By putting z = logx or x = ez, this equation can be transformed into one with
constant coeffieients.
d
We introduce here an operator θ x . Now,
dx
dy dy dz 1 d dy dy d
;x D y if D stands for
dx dz dx x dz dx dz dz
d 2 y 1 d 2 z dz 1 dy 1 d 2 y dy D
2
2
2 2 ( 2 ) 2 ( D 1) y
dx x dx dx x dz x dz dz x
d2y
x2 D( D 1) y
dx 2
d dy
We note that D x θ
dz dx
Method 2. Without transforming (1) into a linear equation with constant coeffieients, an
independent method may be given.
To find the complementary function of (1), we have to slove
d2y dy
ax 2 2
bx cy 0
dx dx
If xm, for some value of m, be taken as a tentative solution, then, on subsitution, we
get
am (m-1) + bm + c = 0.
This, being an equation of the seocnd degree in m, has two roots m1, m2. Hence the
complementry function of (1) is C1 xm1+ C2xm2, taking the two roots to be distinct.
If however, a root m1 be repeated twice putting m2 = m1 + є where є → 0, the
corresponding of the C.F. is
x m1 (C1 C2 x ) x m1 (C1 C2 elog x )
2 (log x) 2
x m1 C1 C2 (1 . log x etc., )
2
є2 being neglected as є→ 0. Putting C2є = B and C1 +C2 = A, the part of the C.F.
arising from the two equal roots m1, is x m1 ( A B log x)
1 1
The P.I. is X , Where is the inverse operator defined as in 3
f (θ ) f (θ )
If f(θ) = (θ - α1) (θ - α2), the P.I. can be put either as
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96
1 1
X
(θ α1 ) (θ α2 )
A A2
Or 1 X
θ α1 θ α 2
by the method of partial fractions.
It must be noted that in the first form, the order of the operators is not commutative.
Here, the operations indicated by the factors are to be taken in succession, beginning with the
first on the right. Thus the general method og finding the P.I. ultimately depends on the
1
evaluation of X.
θ α
1
To find X.
θ α
1
Let u X.
θ α
du
By definition of inverse operator, x u x
dy
𝑑𝑢 𝛼 𝑋
𝑖. 𝑒. , 𝑑𝑥 − 𝑥 𝑢 = 𝑥 .
u x α x α 1 X dx
u x x 1 X dx
d m
xm x (x ) m xm.
dx
d
2 xm x (m x m ) m 2 x m
dx
1
x m x m1 x m dx by the above general method
(m)
1
x m log x.
(m)
x m (log x)
the P.I. is , where f(m) = (𝜽-m)2.
2!
Examples:
d2y dy
Ex.1. Solve 3x 2 2
x y x
dx dx
Soln:
d
Putting z = log x and D the equation becomes
dz
m 1 2 i
1
P.I . ez
3D 2 D 1
2
1
e z by § 4(a)
3 2 1
ez x
.
2 2
y = C.F. + P.I.
d2y dy
Ex.2. Solve x 2 2
x y log x.
dx dx
Soln:
d
Putting z = log x and D the equation becomes
dz
[D (D-1) + (D+1)] y = z
i.e., (D2+1) y = z
1
P.I . z (1 D 2 ) 1 z
D 1
2
= (1 – D2 + ...) z = z.
d2y dy 1
Solve x 2
3x y
dx 2
dx (1 x) 2
Soln:
d
Putting z = log x and D the equation becomes
dz
1
[ D ( D 1) 3D 1] y
(1 x) 2
1
i.e., ( D 2 2 D 1) y
(1 x) 2
m = - 1 twice
1
C.F . e z ( A B z ) ( A B log x)
x
1 1 d
P.I . Changing D to the operator x
( 1) (1 x)
2 2
dx
1 dx
x 1 by § 8.2
( 1) (1 x) 2
1 1 1
( 1) x 1 x
dx 1 1
x 1 x 1 dx
x(1 x) x 1 x
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100
1 x
log .
x 1 x
y = C.F. + P.I.
d2y dy
Solve x 2 2
4x 2 y ex.
dx dx
Soln:
d
Putting z = log x and D the equation becomes
dz
(D2 + 3D + 2) y = ex
The auxiliary is m2 + 3m + 2 = 0.
m = -1 or -2.
1 d
P.I . e x , where x
( 1) ( 2) dx
1 1 x
e
1 2
x
x 1 e x dx x 2 x e dx by § 8.2.
= x-2 ex.
d
Putting z = log x and D the equation becomes
dz
( z sin z 1)
( D 1) 2 y .
ez
The auxiliary equation is (m - 1)2 = 0; m = 1 twice.
1
P.I . [ z sin z 1] e z
( D 1) 2
1
ez [ z sin z 1] by § 4(d)
( D 2) 2
1 1
x 1 Im aginary part of z eiz
( D 2) 2
4
1 1
x 1 I .P. of e iz z
( D i 2) 2
4
1 2D 1
x 1 I .P. of eiz 2
1 z
(i 2) i 2 4
1 2 1
x 1 I .P. of z (i 2)
3 4i 5 4
1 4 6 1
x 1 3z sin z 4 z cos z
25 5 5 4
y = C.F.+ P.I.
1.1. Definition: If a function f(t) is defined for all positive values of the variable t and
if e st f (t ) dt exists and is equal to F(s), then F(s) is called the Laplace transform of f(t) and
0
Hence L {f(t)} = e st f (t ) dt F ( s). The operator L that transforms f(t) into F(s) is
0
Note: Lt F(s) = 0.
S
Exponential order.
A function f(t) is said to be of exponential order if Lt e-st f(t) = 0, or if for some number s0,
S
the product ⃒f(t) ⃒<M for t>T,i.e.,e-s0t ⃒f(t) ⃒ is bounded for large value of t,say for t > T.
(i) f(t) is continuous or piecewise continuous in the closed interval [a,b], where a>0
Proof:
We have L {f(t) + (t)} = e st [ f (t ) (t )] dt
0
= e st f (t ) dt e st (t ) dt
0 0
Proof:
We have L {c f(t)} = e st c f (t ) dt
0
= c e st f (t ) dt
0
= cL{f(t)}
Proof:
We have L{f' (t)} e st f ' (t ) dt
0
= - f(0) s f (t ) e st dt
0
= s L{f(t)}- f(0)
Poof:
L{ f n (t )} s n L{ f (t )} s n1 f (0) s n2 f ' (0) ... f n1 (0)
Proof:
lim e st f ' (t ) dt
s
0
= 0.
lim f (t )
t0
lim [ s F ( s) f (0)] lim e st f ' (t ) dt
s 0 s 0
0
f ' (t ) dt
0
[ f (t )]0
lim f (t ) f (0).
t
1
(Vii) L (e-at ) provided s a 0.
sa
Proof:
L (e at
) e st e at dt
0
e ( s a ) t dt
0
e ( sa ) t 1
.
( s a) 0 s a
1
(Vii) L (eat ) provided s a 0.
sa
Proof:
L (e ) e st e at dt
at
e ( s a ) t dt
0
e ( s a ) t 1
.
( s a) 0 s a
s
Corolary:. L (cosh at)
s a2
2
We have
eat eat
L (cosh at) = L
2
1 1
L (e at ) L (e at )
2 2
1 1 1 1
2 sa 2 sa
s
s a2
2
a
Corolary:. L (sinh at)
s a2
2
Proof:
We have
e at e at
L (sinh at) = L
2
1 1
L (e at ) L (e at )
2 2
1 1 1 1
2 sa 2 sa
a
s a2
2
a
L (sinh at) =
s - a2
2
s
(Viii) L (cos at) =
s a2
2
Proof:
We have
L (cos at) = e -st cos at dt
0
e -st (- s cos at a sin at)
=
s2 a2 0
s
=
s a2
2
Method 2.
L (cos at) = real part of e -st e ait dt
0
1
= real part of
s - ai
s ai
= real part of
s2 a 2
s
=
s a2
2
a
(ix) (L sin at)
s2 a 2
Proof:
We have L (sin at) e st sin at dt
0
e st ( s sin at a cos at )
s2 a2 0
a
=
s a2
2
Aliter. Let f(t) be sin at, then f' (t) = a cos at.
s
i.e., a s L (sin at ) 0
s a2
2
a
L (sin at )
s a2
2
(n 1)
(x) L (t n ) .
s n1
Proof: We have L (t ) e st t n dt n
1
Put st = x, then dt dx.
s
n
x 1
L (t ) e x dx
n
0
s s
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111
1
s n1 0
x n e x dx
(n 1)
s n1
When n is a positive integer Γ(n+1) = n!
n!
L (t n ) when n is a + ve integer
s n1
1
Cor. L(1)
s
1
L(t )
s2
2
L(t 2 )
s3
1 1
( )
(3/2)
L(t ) 3 / 2 3 / 22 3 / 2
1/ 2 2
s s 2s
1
( )
L(t 1 / 2 ) 1 /22 1 / 2 .
s 2s
Examples:
Soln:
2 2 3
.
s3 s 2 s
Soln:
1 cos 4t
Since , sin 2 2t , we have
2
1 cos 4t
L (sin 2 2t ) L
2
1 1
L (1) L (cos 4t )
2 2
11 1 s
2 s 2 s 2 42
11 s
2
2 s s 16
8
s ( s 16)
2
3 1
L (sin 2t ) L (sin 6t )
4 4
3 2 1 6
4 s 2 4 s 2 62
2 2
= 3 when t > 2.
Soln:
We have
L{ f (t )} e st f (t ) dt
0
2
e st
f (t ) dt e st f (t ) dt
0 2
2
e (0) dt e st (3) dt
st
0 2
3 e st dt
2
3
=𝑠 𝑒 −2𝑠
The most obvious way of finding the inverse transform of a given function is to look
into the table of transforms and get the function whose Laplace transform is the given
function.
1
1. eat
sa
s
2. cosh at
s a2
2
a
3. sinh at
s a2
2
s
4. cos at
s a2
2
a
5. Sin at
s a2
2
1
6. 1
s
1
7. T
s2
n!
8. tn (n is a ve int eger )
s n 1
1
9. t eat
( s a) 2
2
10. t2 eat
( s a) 3
n!
11. tn eat (n is a veint eger )
( s a) n1
b
12. e-at sin bt
( s a) 2 b 2
sa
13. e-atcosbt
( s a) 2 b 2
2as
14. t sin at
(s a 2 ) 2
2
s2 a2
15. t cos at
(s 2 a 2 ) 2
We can modify the results we have obtained in finding the Laplace transforms of
functions to get the inverse transforms of functions.
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115
(i) If L {f(t)} = F(s), then L {e-atf(t)} = F (s+a).
Hence we get the result
1 at 1 1 at
1. L1 2
e L 2 e t.
( s a) s
1 1 e 2t sin 4t
2. L1 e at 1
L .
( s 2) 2 16 s 2 42 4
s 3 s 3t
3. L1 e3t L1 2 e cos 2t.
( s 3) 4
2
s 4
s 1 s
4. L1 L 2
s 2s 5 ( s 1) 2
2
( s 1) 1
L1 2
( s 1) 2
2
s 1 1 1
L1 2
L 2
( s 1) 2 ( s 1) 2
2 2
s t 1 1
e t L1 2 2
e L 2 2
s 2 s 2
sin 2t
e t cos 2t e t
2
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116
e t
(2 cos 2t sin 2t ).
2
1 s
(ii) If L{ f (t )} F ( s), then L [ f (at )] F .
a a
1 s
L1 F f (at ), where f (t ) L1 F ( s)
a a
1
Putting k , we have
a
1 t
L1 F [(ks)] f where f (t ) L1 F ( s).
k k
Examples:
s
Find L1 2 2 2
s a b
Soln:
s 1 sa 1
2 2 F ( sa)
s a b a s a b a
2 2
2 2
sa
Where F (sa) =
s a 2 b2
2
s
F (s)
s b2
2
1 1
L [ F (as)]
a
1 1 t
. f ,
a a a
s
L1 .
(s b 2 )
2
= cosbt.
t bt
f cos .
a a
s 1 bt
Hence L1 2 2 2
2 cos .
s a b a a
(iii) If L {f(t)} = F (s), then L {tf(t)}= -F' (s)
Examples.
s
Ex.1. Find L-1 2 2 2
s a )
Soln:
s
F ' (s) 2 2 2
(s a )
1
2( s a 2 )
2
s 1
L1 2 2 2
tL1 2
(s a ) 2 (s a
2
t 1 1
L 2 2
2 s a
t
sin at
2a
s
Ex.2. Find L-1 2 2
(s 1)
Soln:
s s
Here F ' ( s) F (s) 2 ds.
( s 1)
2 2
( s 1) 2
1
.
2( s 1)
2
s 1
L1 2 2
tL1 [ ].
( s 1) 2( s 1)
2
t 1
L1 2
2 s 1
t
sinh t.
2
Soln:
s2
Here F ' ( s)
( s 4s 5) 2
2
1
F ( s)
2 ( s 4s 5)
2
s2 1
L1 2 2
tL1
( s 4s 5) 2 ( s 4s 5)
2
t 1 1
L 2
2 s 4s 5
t 1
L1 2
( s 2) 1
2
2
t 1
e 2t L1 2 2
2 s 1
t e 2t sin t
.
2
This theorem can be used in the following way to get inverse transforms of certain functions:
-
s 1
example L-1 log .
s - 1
s 1
Then L {f(t)} log .
s-2
d s 1
L{tf (t )} log
ds s 1
d
[log ( s 1) log ( s 1)]
ds
1 1
.
s 1 s 1
1 1 1
tf (t ) L1 L
s 1 s 1
= et – e-t
= 2 sinh t.
2 sinh t
f (t ) .
t
t
1
(v) L [ f ( x) dx] L [ f (t )].
0
s
Soln:
t
Let f ( x) dx be F (t )
0
t
1
Hence L f ( x) dx L { f (t )}.
0
s
This result can also be used to find the inverse transforms of certain funcitons.
1
t
f ( x) dx L
1
s { f (t )}
0
1
t
L1 F ( s) f ( x) dx,
s 0
1
t
L1 F ( s) L1 {F ( s)}dt.
s 0
Examples.
1
Ex.1. Find L-1
s (s a)
Soln:
1 t 1
L1 dt
s ( s a) 0 s a
t
e at dt
0
1
(1 e at ).
a
1
Ex.2. Find L-1 2 2
s (s a )
Soln:
1 t 1 1
L1 2 2
L 2 2
dt
s (s a ) 0 s a
t
sin at
dt
0
a
1 cos at
t
a a 0
1 cos at
a2
1
Ex.3. Find L-1 2 2 2
(s a )
Soln:
1 1 s
L1 2 2 2
L1 . 2 2 2
(s a ) s (s a )
t
s
L1 2 2 2
dt
0 (s a )
1 t cos at sin at
t
2
2a a a 0
1
(sin at at cos at ).
2a 3
(vii)The method of partial fractions can be used to find the inverse transform of certain
functions.
The method is illustrated in the following examples.
Examples.
1
Ex.1. Find L-1
s (s 1)(s 2)
Soln:
1
We can split into partial fractions as
s (s 1) (s 2)
11 1 1 1
.
2 s s 1 2 s 2
1 1 1 1 1 1
L1 L L
s ( s 1) ( s 2) 2 s s 1
1 1 1 t 1 2 t
L1 e e
2 s2 2 2
1
Ex.2. Find L-1 .
(s 1) (s 2s 2)
2
1 1 s 1
2
(s 1) (s 2s 2) s 1 s 2s 2
2
1
L1
( s 1) ( s 2s 2)
2
1 1 s 1
L1 L 2
s 1 s 2s 2
s 1
e t L1
( s 1) 1
2
s
e t e t L1 2
s 1
= e-t – e-tcos t
1 2s
Ex.3. Find L-1 .
(s 2) ( s 1)
2 2
Soln:
1 2s 1 ( s 2) 2 ( s 1) 2
.
(s 2) 2 ( s 1) 2 3 ( s 2) 2 ( s 1) 2
1 1 1
3 ( s 1) ( s 2) 2
2
.
1 1 1 1 1
L1 L .
3 ( s 1)2 3 ( s 2)2
1 1
(e t t ) (e 2 t t )
3 3
t
(e t e 2t ) .
3
Exercises
𝟏 𝒔
1.(𝒔−𝟑)𝟓 2 . 𝟐 .
(𝒔−𝒃)𝟐+𝒂
𝒄𝒔+𝒅 𝒔
3. 𝟐 4.(𝒔+𝟑)𝟓
(𝒔+𝒂)𝟐+𝒃
Examples.
d2 y dy dy
Ex.1. Solve the equation 2
2 - 3y = sin t given that y 0 when t 0
dt dt dt
Soln:The equation can be written in the form
y + 2y' – 3y = sin t.
1
S2 L ( y) sy (0) y' (0) 2{sL ( y) y(0)} 3L ( y)
s 1
2
1
s 2 y 2s y - 3y , where y L ( y).
s 12
1
(s 2 2s - 3) y
s 1
2
1
y
(s 2s 3) ( s 2 1)
2
1
(s 3) (s - 1) (s 2 1)
1
y L-1
(s - 1) (s 3) (s 2 1)
1 1 1 1
s
y L-1 40 8 102 5
s 3 s 1 s 1
1 1 1 1 1 1
- L L
40 s 3 8 s 1
1 1 s 1 1 1
- L L
10 s 2 1 5 s 2 1
k
s 2 y sy(0) y' (0) 4 y A , where L ( y) y .
s k2
2
k
(s 2 4) y A. .
s k2
2
k
y A.
(s 4) ( s 2 k 2 )
2
1
y A K L-1
(s 4) ( s 2 k 2 )
2
Case( i). If k ≠ 2,
1 1
2 2
y A K L-1 s 4 2 s k
2
(k 4)
A k sin 2t sin kt
k2 4 2 k
A k
2
sin kt sin 2t
4-k 2
1
2 AL-1 2 2 2
(s 2 )
1
2A. (sin 2t 2t cos 2t )
2(2)3
A
(sin 2t 2t cos 2t ).
8
Note:-The special advantage of this method in solving differential equations is that the initial
conditions are satisfied automatically.It is unnecessary to find the general solution and
1.3 The Laplace transform can also be used to solve systems of differential
equations.
1
i.e., 3{s x - x (0)} s y y (0) 2 x
s
i.e., s x (4s 3) y 0
4s 3
x L1
s (s 1) (11s 6)
1 1 1 1 33 1 1
L-1 L1 L
2 s 5 s 1 10 11s 6)
1 1 3 6t
e t e 11
2 5 10
1
y L-1
(11s 6) ( s 1)
1 1 11 1
L-1 . .
5 s 1 5 11s 6
1 1 1 11 1 1 1
L . L
5 s 1 5 11 s 6
11
6t
1 1
et e 11 .
5 5
Ex.2. Solve the simultaneous equations.
dx dy
2 x 2 y 1 2t
dt dt ... (1)
d 2x dy
2
2 x 0
dt dt …(2)
dx
With the conditions x = 0, y = 0, 0 when t = 0
dt
Soln:
Applying Laplace transforms to both the equations, equation(1) becomes
L (x' ) - L (y') - 2L (x) 2L (y) L (1) - L (2t)
i.e., s 2 x 2s y x 0
2 s2 1
x , y
s( s 1) 2 s 2 ( s 1) 2
2
x L1 2
s ( s 1)
1 1 1
2 L1 2
s s 1 ( s 1)
1 1 1 1
2 L1 L1 L 2
s s 1 ( s 1)
= 2 (1 – e-t – t e-t).
t
s2 1
L1 2
dt
0 s ( s 1)
t
1 2
L1 . 2
dt
0 s ( s 1)
t
(1 2t e t ) dt
0
= 2 – t – 2 (t+1) e-t.
Laplace transform can be used to solve differential equations with variable coefficients.
Examples.
Ex.1. Solve the equation
d2y dy
t 2
(2 t ) 3 y t 1when y(0) 0.
dt dt
Soln:
Taking Laplace transforms on both sides, we have
d 2
i.e., {s L ( y) sy (0) y' (0)}
ds
d 1 1
2{sL ( y) y(0)} {sL ( y) y(0)} 3L ( y) 2 .
ds s s
Let L ( y) be y .
Putting y(0) = 0,
d 2 d 1 s
{s y y' (0)} 2 ( s y ) ( s y ) 3 y 2
ds ds s
dy dy 1 s
i.e., s 2 2 s y 2s y s y 3 y 2
ds ds s
dy s 1
i.e., ( s 2 s) 4 ( s 1) y 2
ds s
d y 4y 1
i.e.,
ds s s3
1 1 c
Solving this equation, y . 2 4 .
2 s s
1 1 1
y L1 2 c L1 4
s s s
t c t3
.
2 6
t
Hence y A t 3 , Where A is an arbitrary constant.
2
d 2 y dy
Ex.2. Solve the equation. dt 2 t dt y 0 if y (0) 0 and y ' (0) 1.
d
i.e., s 2 L ( y) sy (0) y' (0) {sL ( y) y (0)} L ( y) 0
ds
d
Putting L ( y) y , we get s 2 y 1 (s y ) y 0
ds
dy
i.e., s 2 y 1 s y y 0
ds
dy
i.e., s ( s 2 2) y 1 0
ds
es / 2
2
1
y 2 c 2 .
s s
y is a Laplace transform.
lim y 0,c 0.
s
1
Hence y
s2
Taking inverse transform y = t.
2 1
i.e., s L ( y) y (0) 3L ( y) L ( y) 2
s s
2 1
s y 3 y y 2
s s
2 1
i.e., y s 3 2
s s
2 1
i.e., y s 3 2
s s
1
y
s ( s 1) ( s 2)
1
y L1
s ( s 1) ( s 2)
1 1 1 1 1
y L1 . .
2 s s 1 2 s 2
1 1 1 1 1 1
L1 L1 L
2 s s 1 2 s 2
1 1
e t e 2t .
2 2
Partial differential equations are those which involve one or more parital derivatives.
The order of a partial differnential equation is determined by the highest order of the partial
derivativeoccuring in it. For the present, we shall restrict ourselves to partial differential
equations involving one dependent variable z and only two indepandent variables x and y. In
we require three equations. Differentiating equation (1) partially with respect to x and y in
turn, we obtain
f f
p 0 ............... (2)
x z
f f
p 0 ............... (3)
y z
Eliminating a and b, we get a partial differential equation of the first order of the form
F( x, y,z,p,q) = 0.
Examples.
p = y+b, q =𝑑𝑦x+a.
𝑑𝑥
Eliminating Differentiating partially with repect to x a and b , we get z = pq
Ex.2. Obtain the partial differential equation of all spheres whose centres lie on the plane z
Soln:
The Cartesian equation of all such spheres can be written in the form
Where a and b are independent arbitrary constants and r is the fixed given constant.
2(x-a)+2z (dz/dx)=0
(x-a) + pz =0 …………(2)
(y-b) + qz =0 …………(3)
Z2 (p2 + q2 + 1) = r2
Let u and v be any two functions of x,y,z and connected by arbitrary relation
(u,v) = 0 ………….(1)
Pp + Qq = R ………..(4)
Where
u v u v u, v
P .
y z z y y, z
u v u v u , v
Q .
z x x z z , x
u v u v u, v
R .
x y y x x, y
Examples:
Soln:
Ex. 2 Eliminate the arbitrary functions f and from the relation Z = f(x+ay) + (x-ay).
Soln:
2 z 2 z
2
From (4) and (5), we get a
y 2 x 2
Excersises
1. Obtain a partial differential equation by eliminating a,b from each of the following :-
i) Z = ax +by +a
x2 y2 z 2
ii) 2 1
a2 b
If we eliminate the arbitrary constants a and b from the equation (1) and the arbitrary
function from the equation (2),we get the same differential equation xp + yq =z
𝑦
Hence z = ax + by and z= xf(𝑥 ) are solutions of the equation
Xp + yq= z.
A solution containing as many arbitrary constants as there are independent variables
is called a complete integral.
A solution obtained by giving particular values to the arbitrary constants in a
complete integral is called particular integral.
General Integral
In (2), we shall assume an arbitrary relation of the form b= f(a). Then (2) becomes
f ' (a) 0 ………(4)
a b
The eliminant of a between these two equations (3) and(4), if it exists, is called the general
integral of (1).
Solution of partial differential equation in some simple cases.
We shall consider a number of simple exaples, the solutions of which depend only on
the meaning of the partial differentiation.
Examples.
2z
Ex. 1 Slove 0.
y y
z
Hence f ( y ) whenf is an arbitrary function.
y
z f ( y) dy φ( x)
= F (y) + (x).
Here F(y) and (x) are arbitrary functions.
2z
Ex. 2 Solve sin y .
y 2
Soln:
2z
sin y
y 2
Integrating on,
z
cos y f ( x) .
y
Again integrating,
.˙. Z = -siny + yf(x) + (x), where f and are arbitrary functions.
z
Ex.3 Slove x y 0.
x
z
Soln: x y 0
x
z x
x y
Integrating on,
𝑥2
. ˙. 𝑧 = − +𝜙 𝑦 .
2𝑦
2 z
Ex.4 Solve x2 y2
x y
Soln:
Integrating on,
𝜕𝑧 𝑦3
= 𝑥2 𝑦 + +𝜙 𝑥 .
𝜕𝑥 3
z
2 y/x 3z/x
x
z 2 y
i.e., 3 3 4 .
x x x x
𝑧 1 𝑦
. ˙. = − − + 𝜙(𝑦)
𝑥3 𝑥 2 3𝑥 3
y
i.e., z x x3 f ( y)
3
𝑧 = 𝑓 𝑦 𝑒 𝑎𝑥 + 𝜙 𝑦 𝑒 −𝑎𝑥
𝜕𝑧
= 𝑓 𝑦 𝑎 𝑒 𝑎𝑥 − 𝜙 𝑦 𝑎 𝑒 −𝑎𝑥
𝜕𝑥
𝜕𝑧
= 𝑓 ′ 𝑦 𝑒 𝑎𝑥 + 𝜙 ′ (𝑦)𝑒 −𝑎𝑥
𝜕𝑦
z
When x = 0, a sin y
x
.˙. a f(y) - a (y) = a siny
i.e., f(y) - (y) = sin y .......... (1)
z
When x = 0 , 0
y
.˙.f′(y) + ′(y) = 0 ........... (2)
Differentiating (1), we get
f′(y) - ′ (y) = cos y ............ (3)
1 1
From (2) and (3), 𝑓 ′ 𝑦 = 𝑐𝑜𝑠𝑦, 𝜙 ′ 𝑦 = − 2 𝑐𝑜𝑠𝑦.
2
1 1
∴ 𝑓 𝑦 = 2 𝑠𝑖𝑛𝑦 + 𝐴, 𝜙 ′ 𝑦 = − 2 𝑠𝑖𝑛𝑦 + 𝐵.
+ y F (a) + (a).
Solving b
a(n n 2
4
2
The complete integral is
Manonmaniam Sundaranar University, Directorate of Distance & Continuing Education, Tirunelveli.
145
ay
y ax (n (n 2 4) c
2
= p dx + qdy.
Let us assume that q = a
The equation becomes F(x, p, a) = 0
Sloving this for p, we get p = (x, a)
𝑑𝑧
i.e, 𝜙 (𝑧,𝑎) = 𝑥 + 𝑎𝑦 + 𝑎𝑑𝑦
𝑑𝑧
i.e., ʃ 𝜙(𝑧,𝑎) = 𝑥 + 𝑎𝑦 + 𝑏 which is a complete integral.
Examples.
Solve
(i) q = xp + p2
(ii) p = y2q2
(iii) p(1+q2) = q(z-1)
(i) q = xp + p2
Soln:
Let q = a
Then a = xp + p2
i.e. p2 + xp - a = 0.
x ( x 2 4a )
p
2
x ( x 2 4a )
Hence dz dx ay b
2
x ( x 2 4a )
dx ay b
2
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147
x2 x x
(4a x 2 ) a sinh 1 ay b.
4 4 2 a
(ii) p = y2q2
Soln:
Let p = a2
.˙. q = a/y
Hence dz = a2 dx (a/y) dy
Soln:
Let q = ap.
Then p(1 + a2p2) = ap (z-1)
ie., 1+a2p2 = a (z-1)
(az a 1)
p .
a
(az a 1)
Hence dz dx az a 1 dy
a
a dz
i.e., dx a dy
(az a 1)
a dz
i.e., xa y b
(az a 1)
i.e., 2 (az a 1) x a y b.
Excersies
Solve the following equations :-
1.p = 2qx 2. q = 2yp2
2 2
3. 9(p z +p ) = 4. 4.p (1+q) = qz
In this form the equations is of the first order and the variables are separable. In the
equations z does not appear. We shall assume as a tentative solution that each of these
quantities is equal to a.
f1(x,p) = a, Solving p = 1 (a, x).
f2(y,q) = a, Solving q = 2 (a, y).
Hence dz = 1 (a,x)dx + 2(a,y) dy.
∴𝑧= 𝜙1 𝑎, 𝑥 𝑑𝑥 + 𝜙2 𝑎, 𝑦 𝑑𝑦 + 𝑏which is a complete integral.
(𝑥+𝑎)2 (𝑦 −𝑎)2
.˙. 𝑧 = + + 𝑏.
2 2
Example. Solve z px qy (1 p 2 q 2 )
z ax by (1 a 2 b 2 ) .
Excersies 26
Solve the following equations:-
1. z = px +qx + pq
2. z px qy 2 pq
p
3. z px qy p.
q
1.3 LAGRANGE’S EQUATION.
We have shown that, if we eliminate the arbitrary function F from the relation F(u,v)
= 0, where u and v are functions of x,y,z. we get the equations
(u, v) (u, v) (u, v)
p q .
( y, z ) ( z , x) ( x, y)
This is expressed in the form Pp + Qq = R, where P,Q and R are function of x,y,z.
This partial differential equation is known as Lagrange’s equation.
In the following article we shall try to find the solution of the equation Pp + Qq = R.
P Q R
i.e.,
(u, v) (u, v) (u, v)
( y , z ) ( z , x ) ( x, y )
We have shown that the elimination of the arbitrary function F from the equation
F(u,v) = 0, where u and v are functions of x,y,z leads to the partial differential equation
dx dy dz
P Q R
Soln:
dx dy dz
P Q R
Where P= y + z , Q = z+x and R = x+y
dx dy dz dx dy dy dz
Each is equal to
2( x y z ) yx zy
Taking the first two, we get after integration
1
log(x+y+z) = -log (y-x) + constant
2
.˙. (x+y+z) (y-x)2 = C1
By taking the last two, we get
- log (y-x) = -log (z-y) + constant.
zy
c2
yx
Hence the general solution of the equation is
z y
F (x + y + z) (y - x) 2 , 0
y x
z z
Ex. 3 Solve x 2 y2 ( x y) z
x y
dx dy dz
P Q R
Where P= x2 , Q = y2 and R =( x+y)z.
1 1 x y
Hence the solution is F , 0 .
y x z
Ex.4 Find the equation of the cone satisfying the equation xp + yq = z and passing through
the circle x2 + y2 + z2 =4,
Soln: Soln:
This equation can be written as the form
dx dy dz
P Q R
Where P= x , Q = y and R = z.
x y
.˙. The general solution of the equation is F , 0.
y z
x y
Here we have to find a functional relation between and such that they also
y z
satisfy the equations
x2+y2+z2 = 4 ------- (iii) and x+y+z = 2 ---------- (iv)
Hence eliminate x,y,z from (i), (ii), (iii) and (iv)
x x 1 1
x 2, i.e., x1 2 .
a ab a ab
2
1 x 1 1
1 2 2 2 1
a ab a ab
2 2 2
i.e., 2 0
a ab a b
i.e., ab + a+ 1 = 0
Now if we replace a by (x/y) and b by (y/z), we get the required surface
xy + yz + zx = 0.
dx dy dz
2 2
x yz y zx z xy
2
dx dy d ( x y)
x yz ( y zx) ( x y)( x y z )
2 2
d ( y z)
( y z )( x y z )
d ( x y) d ( y z )
x y yz
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155
x y
c1 ............ (1)
yz
Using multipliers x,y,z each of the subsidiary equations
xdx ydy zdz
x y 3 z 3 3xyz
3
𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧
𝑎𝑛𝑑 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑒𝑞𝑢𝑎𝑙 𝑡𝑜
𝑥2 + 𝑦2 + 𝑧2 − 𝑦𝑧 − 𝑧𝑥 − 𝑥𝑦
( x y z)2 ( x 2 y 2 z 2 )
Integrating, c2
2 2
.˙. xy + yz +zx = c2 …………..(2)
x y
From (1) and (2), ( , xy yz zx) 0 ,where f is arbitrary.
yz
𝑥−𝑧
Note. We should not take the second solution as = 𝑐2 since each of the subsidiary
𝑧−𝑧
equations.
d ( z x)
( z x)( x y z )
𝑥−𝑦 x y
But this solution is not independent of the first solution = 𝑐 1 , since 1 c1 1
𝑧 −𝑥 yz
x y
gives c1 1 which is merely the second solution.
yz
Excersices 28
z z
Solve given p ; q :
x y
1. xp + yq = z.
2. xp - yq = xy
3. ap + bq + cz = 0
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156
Prepared by
Dr. K. RUBIN MARY
Assistant Professor of Mathematics, St. Jude’s College,
Thoothoor - 629 176, Kanyakumari District.