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A. R. Vasishtha - Textbook On Differential Equations & Integral Transforms-Krishna Prakashan Media P. Ltd. (2020)
A. R. Vasishtha - Textbook On Differential Equations & Integral Transforms-Krishna Prakashan Media P. Ltd. (2020)
D i fferential E quations
& I ntegral T ransforms
(For B.A. and B.Sc. IInd year students of All Colleges affiliated to universities in Uttar Pradesh)
By
A. R. Vasishtha
Retd. Head, Dep’t. of Mathematics
Meerut College, Meerut (U.P.)
Dedicated
to
Lord
Krishna
Authors & Publishers
Preface
This book on DIFFERENTIAL EQUATIONS & INTEGRAL TRANSFORMS has
been specially written according to the latest Unified Syllabus to meet the requirements
of the B.A. and B.Sc. Part-II Students of all Universities in Uttar Pradesh.
The subject matter has been discussed in such a simple way that the students will find
no difficulty to understand it. The proofs of various theorems and examples have been
given with minute details. Each chapter of this book contains complete theory and a
fairly large number of solved examples. Sufficient problems have also been selected from
various university examination papers. At the end of each chapter an exercise containing
objective questions has been given.
We have tried our best to keep the book free from misprints. The authors shall be
grateful to the readers who point out errors and omissions which, inspite of all care, might
have been there.
The authors, in general, hope that the present book will be warmly received by the
students and teachers. We shall indeed be very thankful to our colleagues for their
recommending this book to their students.
The authors wish to express their thanks to Mr. S.K. Rastogi, Managing Director, Mr.
Sugam Rastogi, Executive Director, Mrs. Kanupriya Rastogi Director and entire team of
KRISHNA Prakashan Media (P) Ltd., Meerut for bringing out this book in the present
nice form.
The authors will feel amply rewarded if the book serves the purpose for which it is
meant. Suggestions for the improvement of the book are always welcome.
— Authors
Syllabus
D i fferential E quations & I ntegral T ransforms
U.P. UNIFIED (w.e.f. 2012-13)
Differential Equations
Unit-1: Formation of a differential equation (D.E.), Degree, order and solution of a D.E.,
Equations of first order and first degree : Separation of variables method, Solution of
homogeneous equations, linear equations and exact equations, Linear differential
equations with constant coefficients, Homogeneous linear differential equations,
Unit-2: Differential equations of the first order but not of the first degree, Clairaut's
equations and singular solutions, Orthogonal trajectories, Simultaneous linear
differential equations with constant coefficients, Linear differential equations of the
second order (including the method of variation of parameters),
Unit-3: Series solutions of second order differential equations, Legendre and Bessel
functions (Pn and Jn only) and their properties. Order, degree and formation of partial
differential equations, Partial differential equations of the first order, Lagrange's
equations, Charpit's general method, Linear partial differential equations with constant
coefficients.
Integral Transforms
Unit-4(ii): The concept of transform, Integral transforms and kernel, Linearity property
of transforms, Laplace transform, Inverse Laplace transform, Convolution theorem,
Applications of Laplace transform to solve ordinary differential equations.
Unit-5: Fourier transforms (finite and infinite), Fourier integral, Applications of Fourier
transform to boundary value problems, Fourier series.
B rief C ontents
Dedication.........................................................................(v)
Preface ...........................................................................(vi)
Syllabus ........................................................................(vii)
Brief Contents ...............................................................(viii)
A
DIFFERENTIAL EQUATIONS
C hapters
1. Orthogonal Trajectories
3.
1
D ifferential E quations of
F irst O rder and F irst D egree
1.1 Definitions
differential equation is an equation containing the dependent and independent
A variables and different derivatives of the dependent variables w.r.t. one or more
independent variables.
The order of a differential equation is the order of the highest derivative (or
differential coefficient) occurring in the equation.
(Lucknow 2007; Meerut 09B, 10B; Bundelkhand 10)
The degree of a differential equation is the degree of the highest derivative (or diff.
coeff.) which occurs in it, after the differential equation has been rationalized (i. e.,
made free from radicals and fractions so far as derivatives are concerned). A
differential equation is called ordinary, if the unknown function depends on only one
argument (independent variable).
(Lucknow 2007; Meerut 09B, 10B; Bundelkhand 10)
A differential equation is said to be partial if there are two or more independent
variables.
A differential equation is said to be linear if the dependent variable, say, ‘ y ' and all its
derivatives occur in the first degree, otherwise it is non-linear.
D-4
Example 1: Find the differential equation of the family of curves y = Ae x + ( B / e x ), for different
values of A and B.
Solution: We have y = Ae x + Be − x . …(1)
To obtain the required differential equation the constants A and B are to be
eliminated with the help of the given equation (1) and the two equations obtained by
differentiating (1) once and twice. Thus differentiating (1), we get
dy
= Ae x − Be − x . …(2)
dx
Now differentiating (2), we get
d2 y
= Ae x + Be − x . …(3)
dx2
d2 y
Eliminating A and B between (1), (2) and (3), we obtain = y, which is the
dx2
required differential equation.
Example 2: Find the differential equation of all circles of radius a, or By the elimination of the
constants h and k, find the differential equation of which ( x − h)2 + ( y − k )2 = a2 , is a solution.
dy
2 ( x − h) + 2 ( y − k ) = 0. …(2)
dx
Differentiating (2), we get
2
d2 y dy
1 + ( y − k) + = 0. …(3)
dx2 dx
From (2) and (3), we obtain
[1 + (dy / dx)2 ]
( x − h) = − ( y − k ) (dy / dx) and ( y − k ) = − .
d2 y / dx2
Substituting these values in (1) and simplifying, we obtain
3
2 2
dy 2
2 d y
1 + = a 2 ,
dx dx
which is the required differential equation.
Comprehensive Exercise 1
A nswers 1
d2 y d3 y dy
1. 2
=4y 2. 3
−7 +6y =0
dx dx dx
2
d y dy d2 y dy
3. −2 +2y =0 4. x +2 − xy + x2 − 2 = 0
dx2 dx dx2 dx
3
dy dy
5. 8 y2 = 4 xy −
dx dx
To solve such a differential equation integrate the two sides and add an arbitrary constant
of integration to any one of the two sides.
Thus, integrating both the sides of (1), we get its solution as
∫ f1 ( x) dx = ∫ f2 ( y) dy + c,
where c is an arbitrary constant. The arbitrary constant can be chosen in any form
suitable for the answer, i. e., we can replace it by log c, tan−1 c, sin c , e c , etc.
y ex
Solution: Here dy = dx, (the variables being separated)
y +1 1+ ex
1 ex
or 1 − dy = dx.
y + 1 1+ ex
∴ integrating, we get
y − log ( y + 1) = log (1 + e x ) + log c , (c being an arbitrary constant)
or y = log [c ( y + 1) (1 + e x )]
or c ( y + 1) (1 + e x ) = e y, which is the required solution.
Example 5: Solve dy / dx = ( x + y)2 . (Avadh 2011)
Solution: Here the variables are not separable but some suitable substitution will
reduce the differential equation to a form in which the variables are separable. Here we
put x + y = v.
Differentiating both sides w.r.t., ‘x ’, we have
dy dv dy dv
1+ = or = − 1.
dx dx dx dx
By these substitutions the given equation reduces to
dv dv dv
− 1 = v2 , or = v2 + 1, or = dx.
dx dx v2 + 1
D-8
or tan−1 ( x + y) = x + c, [∵ v = x + y]
Comprehensive Exercise 2
A nswers 2
1. (i) xy = ce y− x
1 2 1 2
(ii) log{ x (1 − y)2 } = x − y −2y + c
2 2
1 2
2. (i) ( x + y2 ) + ( x − y) + log { c ( x − 1)( y + 1)} = 0
2
(ii) y = c (a + x) (1 − ay)
1 3
3. (i) tan x tan y = c (ii) e y = ex + x +c
3
4. (i) sin x (e y + 1) = c (ii) tan y = c (1 − e x )3
3
5. (i) (e3 s − 1) = c1 e(3 s + x ), where c1 = e3 c (ii) sec y = c − 2 cos x
− by ax
6. (i) − (1/ b) e = (1/ a) e +c
1
(ii) log (1 + y2 ) = log x + tan−1 x + log c
2
a x − y − a
7. (i) y = −1 (ii) y+c= log
2 x − y + a
1 1
8. (i) y = c + tan ( x + y) (ii) tan ( x + y) = x + c
2 2
1
9. (i) [− 2 /( x + c )] = 1 + tan ( x + y)] (ii) ( x + c ) e( x + y) + 1 = 0
2
D-10
dv v2 − 1 v2 − 1 − 2 v2 −1 − v2
or x = −v= =
dx 2v 2v 2v
2 v dv dx
or =− , in which the variables have been separated.
v2 + 1 x
∴ integrating, we get
log (v2 + 1) = − log x + log c
or log {(v2 + 1) ⋅ x} = log c or x (v2 + 1) = c
or x {( y / x)2 + 1} = c [putting v = y / x]
or ( y2 + x2 ) = cx, which is the required solution.
dv v2 v2 + v2 + v 2 v2 + v
or x =− −v=− =− ,
dx v +1 v +1 v +1
Integrating, we get
v +1
− log x + log c =
∫ v (2v + 1) dv , where c is an arbitrary constant.
v +1 A B
Now let = + . Then A = 1, B = − 1.
v (2 v + 1) v 2 v + 1
v +1 1 1 1
∴
∫ v (2v + 1) dv = ∫ v − 2v + 1 dv = log v − 2 log (2v + 1) .
Hence the solution is
1
− log x + log c = log v − log (2 v + 1)
2
1
or log (2 v + 1) = log v + log x − log c
2
or log (2 v + 1)1 /2 = log (vx / c )
or {2 ( y / x) + 1}1 /2 = y / c [∵ v = y / x]
or (2 y + x) / x = y2 / c 2 or c 2 (2 y + x) = xy2 .
D-12
Comprehensive Exercise 3
dy y2
7. x ( x − y) dy = y ( x + y) dx. 8. x + = y.
dx x
9. x dy − y dx = √ ( x2 + y2 ) dx. (Meerut 2008; Lucknow 10)
x/ y x/ y
10. (1 + e ) dx + e {1 − ( x / y)} dy = 0 . (Meerut 2006)
dy y y dy y
11. = + tan . 12. x = y − x cos2 .
dx x x dx x
dy dy y y
13. x = y + x e y / x . 14. x cos = y cos − x.
dx dx x x
A nswers 3
1
1. log ( y − x) = c + x /( y − x) 2. log ( x2 + y2 ) + tan−1 ( y / x) = log c
2
2
/(2 y2 )
3. x2 − y2 = cx 4. cy = e x
5. y = ke y / x 6. ( y + 2 x) = c 2 x2 y
7. c 2 xy = e − x / y
8. cx = e x / y
9. y + √ ( y2 + x2 ) = cx2 10. x + ye x / y
=c
11. sin ( y / x) = cx 12. tan ( y / x) = log (c / x)
y
13. e − y / x + log x = c 14. sin + log x = c
x
can be reduced to homogeneous form by taking new variables X and Y such that
x = X + h and y = Y + k , where h and k are constants to be so chosen as to make the
given equation homogeneous. With the above substitutions we get dx = dX and
dy = dY , so that dy / dx = dY / dX . Hence the given equation becomes
dY a ( X + h) + b (Y + k ) + c aX + bY + (ah + bk + c )
= = .
dX a1 ( X + h) + b1 (Y + k ) + c1 a1 X + b1Y + (a1h + b1k + c1)
To solve such a differential equation put v = a1 x + b1 y, get rid of y and then the
transformed equation will be such that the variables are separable.
dy y − x +1
Example 12: Solve = .
dx y + x +5
a b
Solution: Here ≠ i. e., the coefficients of x and y in the numerator and
a1 b1
denominator of the expression for (dy / dx) are not proportional. Such equations can be
reduced to homogeneous form by taking new variables X and Y such that x = X + h
and y = Y + k . where h and k are constants to be taken at our choice. With these
substitutions the given equation reduces to
dY Y + k − X − h + 1 Y − X + (k − h + 1)
= = . …(1)
dX Y + k + X + h + 5 Y + X + (k + h + 5)
Choose h and k such that
k − h + 1= 0 and k + h + 5 = 0.
Solving these, we get k = − 3, h = − 2.
With these values of h and k the equation (1) becomes
dY Y − X
= . …(2)
dX Y + X
Now (2) is a homogeneous equation, so putting Y = vX , we have
dv v − 1 dv v − 1 − 1 − v2
v+ X = , or X = −v=
dX v + 1 dX v + 1 v +1
v +1 dX v dv dX
or dv = − or dv + =−
v2 + 1 X v2 + 1 v2 + 1 X
2v 2 2
or dv + dv = − dX .
v2 + 1 v2 + 1 X
Integrating, we have
log (v2 + 1) + 2 tan−1 v = − 2 log X + c
D-16
a b
Here = .
a1 b1
∴ let 2 x + y = v so that 2 + (dy / dx) = dv / dx.
With these substitutions the given equation reduces to
dv v +1
−2= − ,
dx 2v − 1
dv v + 1 3v − 3
or =2− =
dx 2v − 1 2v − 1
2v − 1 2 (v − 1) + 1 1
or 3 dx = dv = dv = 2 + dv.
v −1 v −1 v − 1
∴ integrating, we have
3 x + c = 2 v + log (v − 1)
or 3 x + c = 2 (2 x + y) + log (2 x + y − 1), [∵ v = 2 x + y]
or x + 2 y + log (2 x + y − 1) = c , which is the required solution.
Comprehensive Exercise 4
A nswers 4
1. ( x + y − 2) = c 2 ( x − y)3
2. (5 y − 7)2 + (5 x − 1) (5 y − 7) − (5 x − 1)2 = c
3. 3 x2 + 4 xy + 3 y2 − 10 x − 10 y = c
D-18
e∫
P dx
(dy / dx) + Pye ∫ P dx = Qe ∫ P dx
d
or
dx
{ ye∫ P dx} = Qe∫ P dx .
Integrating both sides w.r.t., ‘x’, we get
ye ∫ P dx = P dx
∫ Qe∫ dx + c ,
Working Rule :
(i) Write the given equation in the form
dy dx
+ Py = Q or + Px = Q as the case may be.
dx dy
(ii) Find the integrating factor e ∫ P dx or e ∫ P dy.
D-19
dy 2
Example 15: Solve + 2 xy = e − x .
dx (Meerut 2001, 03, 10B)
dy 2
Solution: The given differential equation is + 2 xy = e − x , which is linear with y as
dx
the dependent variable.
2
Here P = 2 x, and Q = e − x .
1 2
= x2 .
We have
∫ P dx =
∫ 2 x dx = 2 ⋅ 2 x
2
P dx
Therefore I.F. = e ∫ = ex .
2
P dx
∴ integrating factor (I.F.) = e ∫ = e log ( x − 1)
= ( x2 − 1).
1 1
the solution is y. ( x2 − 1) = 2
∴
∫ ( x2 − 1) ⋅ ( x − 1) dx + c , ∵ Q = 2
( x − 1)
y ( x2 − 1) =
or
∫ dx + c = x + c.
Hence y ( x2 − 1) = x + c is the required solution.
2
Here P = (2 / x) and so
∫ P dx =
∫ (2 / x) dx = 2 log x = log x .
P dx x2
∴ I.F. = e ∫ = e log = x2 .
∴ the solution is
y (I. F. ) =
∫ Q ⋅ (I. F. ) dx + c
yx2 = 2 [∵ Q = x log x]
i. e.,
∫ ( x log x) x dx + c,
yx2 = x3 log x dx + c
or
∫
1 x4 x4 [integrating by parts]
yx2 = (log x) ⋅
or ⋅
x 4
dx + c ,
4
−
∫
1 1 1
or yx2 = x4 log x − ⋅ ( x4 ) + c
4 4 4
1
Hence 4 yx2 = x4 log x − x4 + k is the required solution.
4
Example 18: Solve cos2 x (dy / dx) + y = tan x. (Meerut 2003, 13; Avadh 05)
dy
Solution: The given equation can be written as + sec2 x . y = tan x sec2 x, which is
dx
linear with y as the dependent variable.
Here P = sec2 x, and Q = tan x sec2 x.
2
We have
∫ P dx = ∫ sec x dx = tan x.
∴ I. F. = e ∫ P dx = e tan x .
ye tan x t 2
or =
∫ t e dt + c, putting tan x = t and sec x dx = dt
= [t e t − e t dt] + c , integrating by parts
∫
= t e t − e t + c = tan x e tan x
− e tan x
+c
or ye tan x
= e tan x (tan x − 1) + c .
2 −1
∴
∫ P dy = ∫ {1/(1 + y )} dy = tan y.
−1
P dy
Hence I.F. = e ∫ = e tan y.
−1 −1
or x . e tan y
= (tan−1 y − 1) . e tan y
+ c.
Example 20: Solve (dy / dx) + 2 y tan x = sin x, given that y = 0 when x = π / 3.
dy
Solution: We have + 2 tan x . y = sin x, which is linear with y as dependent variable.
dx
2
Here P = 2 tan x and so
∫ P dx = ∫ 2 tan x dx = 2 log sec x = log sec x.
sec2 x
∴ I.F. = e ∫ P dx = e log = sec2 x.
Comprehensive Exercise 5
A nswers 5
1. xy = x n + 2 / (n + 2) + c 2. y = 1 + ce1 / x
3. 6 xy = 2 x3 + 9 x2 + 12 x + c
1 1 1 1
4. y tan3 ( x) = 2 tan ( x) − x − tan3 ( x) + c
2 2 3 2
4
5. y (1 + x2 ) = x3 + c 6. y (1 + x2 ) = sin x + c
3
1 1
7. y ( x2 + 1) = cx + x3 log x − x3
2 4
1
8. yx2 = − x2 cos x + 2 x sin x + 2 cos x + c 9. yx = − cos x2 + c
2
10. y sec x = tan x + c 11. y = tan x + c √ (tan x)
12. y (1 + x) = x + ce x 13. x = y3 + cy
−1 1 2 tan −1
14. x = ce y − y − 2 15. xe tan y
= e y
+c
2
dy 1
Example 21: Solve + y = x2 y6 .
dx x
Solution: The given equation on dividing out by y6 , becomes
1 dy 1 1
+ ⋅ = x2 . …(1)
y6 dx x y5
1
Put = v, so that
y5
D-24
5 dy dv 1 dy 1 dv
− = or =− .
y6 dx dx y 6 dx 5 dx
With these substitutions the equation (1) becomes
1 dv 1 dv 5
− + ⋅ v = x2 or − v = − 5 x2 .
5 dx x dx x
This is a linear equation with v as the dependent variable. Here P = − 5 / x and
Q = − 5 x2 .
We have
−5
= log (1/ x5 ).
∫ P dx = ∫ (− 5 / x) dx = −5 log x = log x
5
∴ I.F. = e ∫ P dx = e log (1 / x )
= 1/ x5 .
∴ the solution is
v ⋅ (I. F. ) =
∫ {Q ⋅ (I. F. )} dx + c
v ⋅ (1/ x5 ) = − 5 x2 ⋅ (1/ x5 ) dx + c = −5 x −3 dx + c
i. e.,
∫ ∫
5 −2
i. e., (1/ y5 ) ⋅ (1/ x5 ) = x + c. [Note that v = 1/ y5 ]
2
5
Hence 1/( x5 y5 ) = ⋅ (1/ x2 ) + c is the required solution.
2
dy x
Example 22: Solve + y = x √ y.
dx 1 − x2
Solution: Dividing both sides of the given equation by 2 y1 /2 , we have
1 dy 1 x 1
+ √ y = x. …(1)
2 √ y dx 2 1 − x2 2
1 −1 / 2
Now put y1 /2 = v, so that y (dy / dx) = (dv / dx).
2
With these substitutions the equation (1) becomes
dv 1 x 1
+ 2 ⋅ v = x,
dx 2 1 − x 2
which is linear with v as the dependent variable.
1 1
Here P = { x /(1 − x2 )} and Q = x.
2 2
1 x 1 − 2x
We have P dx =
∫ ∫
2 1 − x2
dx = −
4 1 − x2
dx
∫
1
=− log (1 − x2 ) = log (1 − x2 )−1 /4 = log{1/(1 − x2 )1 /4 }.
4
2 1 /4
∴ I.F. = e ∫ P dx = e log{1 /(1− x ) }
= 1/(1 − x2 )1 /4 .
∴ the solution is
1
v /(1 − x2 )1 /4 = { x /(1 − x2 )1 /4 } dx + c
2 ∫
D- 25
1 putting (1 − x2 ) = t so that − 2 x dx = dt
v /(1 − x2 )1 /4 = − −1 / 4
or
4 ∫t dt,
1 4 3 /4 [∵ v = √ y]
or √ y /(1 − x2 )1 /4 = − ⋅ t + c,
4 3
1 [∵ t = (1 − x2 )]
or √ y /(1 − x2 )1 /4 = − (1 − x2 )3 /4 + c .
3
Example 23: Solve x (dy / dx) + y = y2 log x.
(Bundelkhand 2006; Gorakhpur 10; Purvanchal 07, 08, 10; Kanpur 06)
Solution: The given equation can be written as
dy 1 y2
+ y= log x, dividing throughout by x
dx x x
1 dy 1 1 log x
or + ⋅ = , …(1)
y2 dx x y x
dividing throughout by y2 .
1 1
or = + c.
x log y 2 x2
dy 1 e y
Example 25: Solve + = .
dx x x2
Solution: On dividing out by e y, the given equation becomes
dy 1 1
e− y + e− y ⋅ = 2 . …(1)
dx x x
Now put e − y = v, so that − e − y (dy / dx) = (dv / dx).
With these substitutions equation (1) becomes
dv 1 1 dv 1 1
− + ⋅v= 2 or − ⋅v= − 2 .
dx x x dx x x
This is linear with v as the dependent variable.
Here P = − 1/ x and Q = − 1/ x2 .
∴ I.F. = e ∫ P dx = e ∫ −(1 / x) dx = e − log x
= e log (1 / x) = 1/ x.
Comprehensive Exercise 6
A nswers 6
1. xy (c − log x) = 1
2 3
2. y2 /3 ( x − 1)2 /3 = x ( x − 1)5 /2 − ( x − 1)8 /3 + c
5 20
1 2
1 2 − x 2
3. 1 = 2 y (1 − x ) − cy e 2 4. (1/ y2 ) = ce x + x2 + 1
2
1 2 1
5. y3 ( x + 1)2 = x6 + x5 + x4 + c 6. e x + y (c + x2 ) = 0
6 5 4
3 x
7. 3 y2 = 2 x2 e1 / x + 3 cx2 8. e y = e x − 1 + ce −(e )
16. y3 = − 2 x3 + 3 x6 17. ye φ = φ
∫φe dφ + c
D-28
∂M / ∂y = ∂N / ∂x .
The condition is necessary: Suppose the differential equation
M dx + N dy = 0 …(1)
is exact. Let the primitive of (1) be u = c , where u is some function of x and y and c is an
arbitrary constant.
Since u is a function of x and y, therefore from partial differentiation, we have
∂u ∂u
du = dx + dy .
∂x ∂y
∂u ∂u
Now u = c ⇒ du = 0 ⇒ dx + dy = 0 . …(2)
∂x ∂y
Since the equation (1) is exact, therefore equation (2) must be identical with (1),
therefore, we have
∂u
=M …(3)
∂x
∂u
and = N. …(4)
∂y
Differentiating (3) and (4) partially with respect to y and x respectively, we obtain
∂2 u ∂M ∂2 u ∂N
= , = .
∂y ∂x ∂y ∂x ∂y ∂x
∂2 u ∂2 u ∂M ∂N
But = . Therefore = .
∂y ∂x ∂x ∂y ∂y ∂x
Hence the condition is necessary.
The condition is sufficient: We have to show that if ∂M / ∂y = ∂N / ∂x, then
M dx + N dy = 0 must be an exact differential equation. Let
∫ M dx = P , then
∂P ∂2 P ∂M ∂N
= M, so that = = , by hypothesis.
∂x ∂y ∂x ∂y ∂x
∂N ∂2 P ∂N ∂2 P ∂N ∂ ∂P
Now = ⇒ = ⇒ =
∂x ∂x ∂y ∂x ∂x ∂y ∂x ∂x ∂y
∂P
⇒ N = + f ( y), where f ( y) is some function of y alone.
∂y
D- 29
∂P ∂P
Now putting M = and N = + f ( y) in M dx + N dy, we have
∂x ∂y
∂P ∂P
M dx + N dy = dx + + f ( y) dy
∂x ∂y
∂P ∂P
= dx + dy + f ( y) dy = dP + f ( y) dy
∂x ∂y
∫ M dx +
∫ N dy =c
∫ M dx +
∫ N dy =c
i. e.,
∫ (ax + hy + g) dx +
∫ (by + f ) dy = c
treating y as a constant
D-30
1 2 1
i. e., ax + hxy + gx + by2 + fy = c
2 2
i. e., ax2 + 2 hxy + by2 + 2 gx + 2 fy + c = 0 ,
We have
∂M ∂N ∂M ∂N
= − a and = − a i. e., =
∂y ∂x ∂y ∂x
2 1 3
=
∫ (x − ay) dx =
3
x − ayx …(1)
and
∫ N dy (taking in N only those terms which do not contain x)
2 1 3
=
∫y dy =
3
y …(2)
x dy − y dx
Example 29: Solve x dx + y dy + =0 .
x2 + y2 (Bundelkhand 2007)
∂N 1 ⋅ ( x2 + y2 ) − x ⋅ 2 x y2 − x2
and =0 + = .
∂x ( x2 + y2 )2 ( x2 + y2 )2
Thus ∂M / ∂y = ∂N / ∂x and hence the given equation is exact. Therefore its solution is
y
∫ x − x2 + y2 dx +
∫ y dy =c
or x2 − 2 tan−1 ( x / y) + y2 = 2 c = k .
Comprehensive Exercise 7
A nswers 7
1. x2 − y2 − xy + 5 y = c . 2. ayx2 + bxy2 = c
3. x + 2 x2 y + 2 xy2 + y = c 4. x2 + y2 + 2 a2 tan−1 ( x / y) = c
5. x + y ex / y
=c 6. (e y + 1) sin x = c
1 2x 2 3
7. e − cos x cos y + log sec y = c 8. y cos 2 x + 2 y + y =c
2 3
9. y ( x + log x) + x cos y = c
y x dy − y dx x y dx − x dy
(vii) d tan−1 = , (viii) d log = ,
x x2 + y2 y xy
y x dy − y dx ex ye x dx − e x dy
(ix) d log = , (x) d = ,
x xy y y2
x dx + y dy
(xi) d {log √ ( x2 + y2 )} = .
x2 + y2
( y dx + x dy) + xy2 dx − x2 y dy = 0 ,
or d ( yx) + xy2 dx − x2 y dy = 0 . [from (i) of article (1.3)]
Dividing out by x2 y2 , we have
d ( yx) 1 1
+ dx − dy = 0 . …(1)
x2 y2 x y
Now putting xy = v in (1), we have
(1/ v2 ) du + (1/ x) dx − (1/ y) dy = 0 .
Now integrating each term, we get
− (1/ v) + log x − log y = c , where c is a constant
or −(1/ xy) + log x − log y = c, (∵ v = xy)
or log ( x / y) = c + (1/ xy), is the required solution.
Example 31: Solve y dx − x dy + (1 + x2 ) dx + x2 sin y dy = 0 . (Lucknow 2005)
Comprehensive Exercise 8
4. y (axy + e x ) dx − e x dy = 0 .
8. x dx + y dy + ( x2 + y2 ) dy = 0 .
A nswers 8
1. yx2 + 2 x = 2 cy . 2. y + x3 = cx .
1 2
3. e x + ( x2 / y) = c . 4. ax + (e x / y) = c .
2
2 3 1 2 1 3
5. x − y + (e x / y) = c . 6. − y cos2 x = y + y +c.
3 2 3
7. tan−1 ( y / x) = x + c . 8. x2 + y2 = e c − 2 y.
9. ( x2 + y2 )2 + 2 a2 ( y2 − x2 ) = c .
Method 2: If the equation M dx + N dy = 0 is of the form
[ f ( x, y)] y dx + [ F ( x, y)] x dy = 0,
and Mx − Ny ≠ 0 , then
1/( Mx − Ny) is an integrating factor.
Note: If Mx − Ny = 0 , then Mx = Ny or M/ y = N/x
i. e., the differential equation M dx + N dy = 0 reduces to y dx + x dy = 0 whose
solution is xy = c .
Example 32: Solve ( x3 y3 + x2 y2 + xy + 1) y dx + ( x3 y3 − x2 y2 − xy + 1) x dy = 0 .
Solution: Here
Mx − Ny = ( x3 y3 + x2 y2 + xy + 1) y ⋅ x − ( x3 y3 − x2 y2 − xy + 1) xy
= 2 ( x3 y3 + x2 y2 ) = 2 x2 y2 ( xy + 1).
∴ I.F. = 1 / {2 x2 y2 ( xy + 1)}.
The given equation may be written as
[ x2 y2 ( xy + 1) + ( xy + 1)] y dx + [( x3 y3 + 1) − xy ( xy + 1)] x dy = 0 .
Now multiplying by I.F. this becomes
[ x2 y2 ( xy + 1) + ( xy + 1)] y dx [( xy + 1){( x2 y2 − xy + 1) − xy}] x dy
+ =0
2 x2 y2 ( xy + 1) 2 x2 y2 ( xy + 1)
x2 y2 + 1 ( x2 y2 − 2 xy + 1)
or 2 2 y dx + x dy = 0
x y x2 y2
y dx + x dy 2 x2 y
or ( y dx + x dy) + 2 2
− dy = 0
x y x2 y
d ( xy) 2
or d ( xy) + 2 2
− dy = 0 .
x y y
Now integrating each term, we get
xy + (−1/ xy) − 2 log y = c .
D- 35
Comprehensive Exercise 9
A nswers 9
1. x2 = cy e1 /( xy) 2. xy + log x − log y − 1/( xy) = c 3. x sec ( xy) = cy
Solution: Here Mx + Ny = x3 y − x3 y − y4 = − y4 ≠ 0
1 ∂M ∂N
Method 4: If − is a function of x alone, say f ( x), then the integrating
N ∂y ∂x
f ( x) dx
factor for M dx + N dy = 0 is e ∫ .
1 3 1 2 1
Example 34: Solve ( y + y + x ) dx + ( x + xy2 ) dy = 0 .
3 2 4 (Lucknow 2007)
1 3 1 2 1
Solution: Here M = y + y + x and N = ( x + xy2 ) .
3 2 4
∂M ∂N 1
∴ = 1 + y2 and = (1 + y2 ) .
∂y ∂x 4
D-36
1 ∂M ∂N 4 1
∴ − = {(1 + y2 ) − (1 + y2 )}
N ∂y ∂x x (1 + y2 ) 4
4 3 3
= (1 + y2 ) = , which is a function of x alone, say f ( x).
2
⋅
x (1 + y ) 4 4
f ( x) dx x3
∴ I.F. = e ∫ = e ∫ (3 / x) dx = e3 log x
= e log = x3 .
Multiplying the given diff. equation by the I.F. x3 , we get
1 1 1
( x3 y + x3 y3 + x5 ) dx + ( x4 + x4 y2 ) dy = 0 ,
3 2 4
which is an exact diff. equation and its solution is
∫ M dx (treating y as a constant)
∫
+ N dy (taking in N only those terms which do not contain x)
= c, (a constant)
4 2 5
i. e.,
∫ ( xy + y ) dx ( y constant) +
∫2 y dy = c
1 2 4 1 6
or x y + xy2 + y =c.
2 3
D- 37
Comprehensive Exercise 10
2. ( x2 + y2 ) dx − 2 xy dy = 0 . (Gorakhpur 2008)
2 4 3 3 2
3. (3 x y + 2 xy) dx + (2 x y − x ) dy = 0 .
4. ( xy2 − x2 ) dx + (3 x2 y2 + x2 y − 2 x3 + y2 ) dy = 0 .
A nswers 10
1. ( x / y) − 2 log x + 3 log y = c 2. x2 − y2 = cx
3. x3 y2 + ( x2 / y) = c
1 1 1 1 1
4. e6 y[ x2 ( y2 − x) + ( y2 − y+ )] = 0
2 3 6 18 108
This equation is of the form (A) , as mentioned above. So let the possible integrating
factor be x h y k .
Multiplying the given equation by the proposed I.F. x h y k , we have
( x h y k + 2 + 2 x h + 2 y k +1) dx + (2 x h + 3 y k − x h +1 y k +1) dy = 0. …(1)
h k +1 h+2 k
Now (∂M / ∂y) = (k + 2) x y + 2 (k + 1) x y
h+2
and (∂N / ∂x) = 2 (h + 3) x y − (h + 1) x h y k + 1.
k
k + 2 = − h −1 i. e., h+ k +3=0
and 2k + 2 = 2h + 6 i. e., h− k +2=0.
Solving these, we get h = − 5 / 2 and k = − 1/ 2.
∴ the integrating factor is x h y k = x −5 /2 y − 1 /2 .
∫ M dx (treating y as a constant)
∫
+ N dy (taking in N only those terms which do not contain x)
= c, (a constant)
2 −3 / 2 3 / 2
i. e., − x y + 4 x1 /2 y1 /2 + 0 = c .
3
2 −3 / 2 3 / 2
Hence − x y + 4 x1 /2 y1 /2 = c is the required solution.
3 (Gorakhpur 2007)
Comprehensive Exercise 11
A nswers 11
1. x2 y3 + 2 x3 y4 = c 2. x3 y4 + x2 y6 = c 3. x3 y2 + 4 y6 x2 = c
x dx + y dy a2 − x2 − y2
Example 37: Solve = 2 2
.
x dy − y dx x + y
(Rohilkhand 2005; Purvanchal 09; Avadh 09; Bundelkhand 03)
Solution: Put x = r cos θ and y = r sin θ . Then
x2 + y2 = r2 , …(1)
and y / x = tan θ. …(2)
Differentiating (1), we get
2 x dx + 2 y dy = 2 r dr or x dx + y dy = r dr .
Differentiating (2), we get
x dy − y dx
= sec2 θ dθ,
x2
or x dy − y dx = x2 sec2 θ dθ = r2 cos2 θ sec2 θ dθ = r2 dθ .
Integrating, we get
sin−1(r / a) = θ + c , or r = a sin (θ + c )
or √ ( x2 + y2 ) = a sin {tan−1( y / x) + c } .
Example 38: Find the curves in which the polar subnormal is of constant length.
Solution: Let the constant length of the polar subnormal be a.
But the length of the polar subnormal = dr / dθ .
∴ as given in the question, dr / dθ = a .
This is the differential equation of the required curves.
To solve, put it into the form dr = a dθ , [separating the variables]
∴ integrating, we get r = aθ + c , where c is an arbitrary constant.
This is the polar equation of the required family of curves.
Example 39: Find the curves for which the sum of the reciprocals of the radius vector and the polar
subtangent is constant.
Solution: The polar subtangent = r2 (dθ / dr).
1 1 dr
∴ as given in the question, + = λ , where λ is a constant.
r r2 dθ
This is the differential equation of the required curves. This equation may be written
as
dr 1
= r2 λ − = r (λr − 1)
dθ r
dr λ 1 [separating the variables]
or dθ = = − dr ,
r (rλ − 1) λr − 1 r
∴ integrating, we have
θ + c = log (λr − 1) − log r , where c is an arbitrary constant
or θ + c = log {(λr − 1) / r}, or (λr − 1) / r = e θ + c .
Hence λr − 1 = re θ + c is the equation of the required family of curves.
Example 40: Find the curves in which the cartesian subtangent varies as the abscissa.
Solution: The cartesian subtangent is y /(dy / dx).
∴ as given in the question y /(dy / dx) = λx, where λ is a constant
or λ dx = λx dy, or (dx / x) = λ (dy / y), separating the variables.
∴ integrating, we have log x = λ log y + log c , where c is an arbitrary
constant
Hence log x = log ( y λ . c ) or x = cy λ is the required family of curves.
D- 41
Example 41: Show that the curve in which the angle between the tangent and the radius vector at
every point is half of the vectorial angle is a cardioid.
1
Solution: As given, φ = θ, where θ is the vectorial angle.
2
1
∴ tan φ = tan θ . But tan φ = r (dθ / dr).
2
1 1
∴ r (dθ / dr) = tan θ , or (dr / r) = (cot θ) dθ ,
2 2
in which the variables have been separated.
1
∴ integrating, we have log r = 2 log (sin θ) + log c ,
2
where c is an arbitrary constant
1 1
or log r = log (sin2 θ) + log c , or log (r / c ) = log (sin2 θ)
2 2
1 1 1
or (r / c ) = sin2 θ = (1 − cos θ) , or r = c (1 − cos θ)
2 2 2
1
or r = a (1 − cos θ), where a = c . This is a cardioid.
2
Example 42: Find the curve for which the tangent at each point makes a constant angle α with the
radius vector.
Solution: As given φ = α (a constant)
or tan φ = tan α . But tan φ = r (dθ / dr) .
∴ r (dθ / dr) = tan α , or (dr / r) = (cot α) dθ .
Now the variables have been separated. Therefore integrating, we have
log r = θ cot α + log c , where c is an arbitrary constant
or log r − log c = θ cot α,
or log (r / c ) = θ cot α
or r / c = e θ cot α .
Hence r = ce θ cot α is the required curve.
Example 43: Show that the curve in which the slope of the tangent at any point equals the ratio of
the abscissa to the ordinate of the point is a rectangular hyperbola.
Solution: The slope of the tangent at any point ( x, y) = tan ψ = dy / dx .
dy abscissa x
∴ as given, = =
dx ordinate y
or y dy = x dx , in which the variables have been separated.
1 1
∴ integrating, we have y2 = x2 + c , where c is an arbitrary constant.
2 2
Hence y2 − x2 = 2 c = a2 (say) is the required curve which is the equation of a
rectangular hyperbola.
D-42
Example 44: Find the family of curves whose tangent forms an angle π / 4 with the hyperbola
xy = c .
Solution: Let m1 and m2 be the gradients of the tangents of the required family of curves
and the given hyperbola respectively. Since the angle between these tangents is given
1
to be π , therefore
4
m − m2 m − m2
tan (π / 4) = 1 , or 1= 1
1 + m1m2 1 + m1m2
or 1 + m1m2 = m1 − m2 or m1 = (1 + m2 ) / (1 − m2 ) . …(1)
Now m1 = gradient of the tangent of the required family of curves = dy / dx
and m2 = (dy / dx) for hyperbola xy = c .
d c c c
∴ m2 =
dx
=− 2 ,
x x ∵ y = x
Comprehensive Exercise 12
9. The normal PN to a curve meets the x-axis in N. If the distance of N from the
origin is twice the abscissa of P, prove that the curve is a rectangular hyperbola.
10. The tangent of any point P of a curve meets the x-axis in Q. If Q is on the
positive side of the origin O and OP = OQ , show that the family of curves
having this property are parabolas whose common axis is the x-axis.
A nswers 12
1
1. tan−1 {( y2 + x) / x} − log { x2 + ( y2 + x)2 } = log c
2
2. r (θ + c ) + a = 0 3. θ = λr − log r + c
1
4. y2 − x2 = c 2 5. λ log y = x3 + c
3
6. y2 = 2 λ { x + (c / 2 λ )} 8. y2 + x2 = cx
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The differential equation y2 dx + ( xy + x2 ) dy = 0 is homogeneous.
2
d3 y dy
2. The order of the differential equation − 7 + 6 y = 0 is 2.
dx3 dx
2
d2 y dy
3. The degree of the differential equation + 4 − 5 y = 0 is 2.
dx2 dx
dy
4. The differential equation x2 + y = 1 is linear with y as dependent variable.
dx
dy
5. The integrating factor of the differential equation + y sec x = tan x is
dx
(sec x + tan x).
dy
6. The differential equation ( x + y + 1) = 1 is linear with y as dependent
dx
variable.
7. The differential equation (4 x + 3 y + 1) dx + (3 x + 2 y + 1) dy = 0 is exact.
dy y
8. The integrating factor of the differential equation + = sin x2 is log x.
dx x
dy 1
9. The differential equation + y = x2 y6 is linear with y as dependent
dx x
variable.
dy 1
10. The differential equation x + y = x2 y4 can be made linear by putting 3 = v .
dx y
D-46
dy
11. A differential equation of the form + Py = Qy n,
dx
where P and Q are functions of x alone, is called Bernoulli’s equation.
(Meerut 2003)
12. If the differential equation M dx + N dy = 0 is exact, its solution is
(Meerut 2003)
∫ M dx +
∫ N dy = c
treating y as constant taking only those
terms in N which
do not contain x
A nswers
True or False
1. T 2. F 3. F 4. T 5. T
6. F 7. T 8. F 9. F 10. T
11. T 12. T
¨
D-47
2
D ifferential E quations of
T he F irst O rder B ut N ot of
T he F irst D egree
2.1 Introduction
n the present chapter we shall discuss the solutions of differential equations which
I are of the first order but are of degree higher than one. Such differential equations
will contain only the first differential coefficient dy / dx but it will occur in a degree
higher than one. It is usual to denote dy / dx by p. The general form of such a differential
equation is then
pn + A1 pn − 1 + A2 pn − 2 + … + An − 1 p + An = 0 ,
We can equate each factor to zero and the resulting differential equations of the first
order and first degree can be solved. Let their solutions be
φ1 ( x, y, c1) = 0 , φ2 ( x, y, c2 ) = 0 , ..., φn( x, y, c n) = 0 ,
where c1, c2 , … , c n are arbitrary constants. There is no loss of generality if we replace the
arbitrary constants c1, c2 , … , c n by a single arbitrary constant c because in any of the
above n solutions c is free to take any real value. Thus the n solutions of the given
differential equation are
φ1 ( x, y, c ) = 0 , φ2 ( x, y, c ) = 0 , … , φn ( x, y, c ) = 0 .
Combining the above equations, we get a single composite solution as
φ1 ( x, y, c ) φ2 ( x, y, c ) … φn ( x, y, c ) = 0 .
Solution: Resolving into linear factors, the given differential equation can be written as
( p − 3) ( p − 4) = 0 .
Its component equations are p = 3, p = 4 .
Solving the differential equation p = 3 i. e., dy / dx = 3, we get y = 3 x + c . Also the
solution of the differential equation p = 4 is y = 4 x + c .
So the solutions of the given differential equation are y = 3 x + c , y = 4 x + c .
The single combined solution is
( y − 3 x − c) ( y − 4 x − c) = 0 .
Example 2: Solve p2 + 2 py cot x = y2 . (Gorakhpur 2005; Rohilkhand 09; Kanpur 08;
Bundelkhand 04)
Integrating, we get
1
log y − log c = − log sin x + log tan x
2
1 1 1
y tan 2 x sin 2 x / cos 2 x
or log = log = log
c 1 1
sin x 2 sin x cos x
2 2
1 1
= log = log .
2 1 1 + cos x
2 cos x
2
∴ y / c = 1/(1 + cos x) or y = c /(1 + cos x). …(3)
From (2), separating the variables, we have
dy
= − (cot x + cosec x) dx .
y
Integrating, we get
1
log y − log c = − (log sin x + log tan x)
2
1
or log ( y / c ) = − log{(sin x)(tanx)}
2
1 1 1 1 1
= − log {2 sin x cos x ⋅ (sin x /cos x)} = − log (2 sin2 x)
2 2 2 2 2
= − log (1 − cos x) = log (1 − cos x)−1 = log {1/(1 − cos x)} .
∴ y / c = 1/(1 − cos x) or y = c /(1 − cos x). …(4)
Thus the solutions of the given differential equation are given by (3) and (4). The
single combined solution is
c c
y− y− =0.
1 + cos x 1 − cos x
Integrating, we get
D-50
1 3 1
y= x + c or 3 y − x3 = c . …(5)
3 3
From (3), p = y2 or dy / dx = y2 or (1/ y2 ) dy = dx.
Integrating, we have
− (1 / y ) = x + c or xy + cy + 1 = 0 . …(6)
Now (4), (5) and (6) are the solutions of the given differential equation. The single
combined solution is
1 x2
y − ce2 (3 y − x3 − c ) ( xy + cy + 1) = 0 .
Example 4: Solve p ( p − y) = x ( x + y) .
Solution: The given differential equation can be written as
p2 − py − ( x2 + xy) = 0 .
Solving for p, we get
dy y ± √ ( y2 + 4 x2 − 4 xy) y ± √ {( y + 2 x)2 } y ± ( y + 2 x)
p= = = = .
dx 2 2 2
Thus the component equations are
dy / dx = { y + ( y + 2 x)} / 2 = y + x, …(1)
and dy / dx = ( y − y − 2 x) / 2 = − x . …(2)
From (1), we have (dy / dx) − y = x , which is a linear differential equation with y as
the dependent variable.
Integrating factor is
− dx
e∫ = e− x .
Therefore its solution is
ye − x = −x
∫ xe dx + c
ye − x = − xe − x − −x
or
∫ (− e ) dx + c , integrating by parts
or ye − x = − xe − x − e − x + c
or ye − x = − e − x ( x + 1) + c
or y = − ( x + 1) + ce x or y + x + 1 − ce x = 0 . …(3)
From (2), we have dy = − x dx .
Integrating, we get
1 2 1
y=− x + c or 2 y + x2 − c = 0 . …(4)
2 2
Thus (3) and (4) are the required solutions of the differential equation. The single
combined solution is
( y + x + 1 − ce x ) (2 y + x2 − c ) = 0 .
D-51
y4 y y2
Example 5: Solve 1 − y2 + 2 p2 − 2 p+ 2 =0 .
x x x
1 dx x ± y √ ( x2 − y2 )
or = = .
p dy y
Putting x = vy so that (dx / dy) = v + y (dv / dy), we have
dv vy ± √ (v2 y2 − y2 )
v+ y = = v ± y √ (v2 − 1)
dy y
dv
or y = ± y √ (v2 − 1)
dy
dv
or = ± √ (v2 − 1)
dy
or dy = ± [1/ √ (v2 − 1)] dv, separating the variables.
Integrating, we get y + c = ± cosh −1 v
or y + c = ± cosh −1( x / y)
or cosh −1 ( x / y) = ± ( y + c )
or x / y = cosh { ± ( y + c )} .
Since cosh (− x) = cosh x , therefore, we have
x = y cosh ( y + c ) and x = y cosh ( y + c ), as the required solutions.
The single combined solution is [ x − y cosh ( y + c )]2 = 0 .
Comprehensive Exercise 1
A nswers 1
1. ( y − 2 x − c) ( y − 3 x − c) = 0
2. ( y2 − c x1+√5 )( y2 − c x1−√5 ) = 0
3. ( x2 − y2 − c ) ( y − cx) = 0
4. ( y − cx2 ) ( y2 + 3 x2 − c ) = 0
5. ( y − x − c ) ( xy − c ) = 0
6. ( y − x − c ) ( x2 + y2 − c 2 ) = 0
Example 6: Solve y + px = p2 x4 .
(Rohilkhand 2006; Avadh 08; Agra 08; Purvanchal 11; Lucknow 11)
which is also a solution of (1) because it satisfies (1). This solution itself does not
contain any arbitrary constant. Also it cannot be obtained from the general solution
xy = c 2 x − c by giving any particular value to c. Such a solution is called the singular
solution and we shall discuss it in details later on.
Example 7: Solve y = 2 px − p2 . (Meerut 2001, 04B; Kanpur 07)
dp dx
or p+2 ( x − p) = 0 or p + 2x = 2p
dx dp
dx 2
or + x = 2, …(2)
dp p
which is a linear differential equation with x as dependent variable and p as the
independent variable.
2
∴ integrating factor = e ∫ (2 / p) dp = e2 log p = e log p = p2 .
2
the solution of (2) is xp2 = 2 3
∴
∫ 2 p dp + c = 3 p +c
2
or x= p + cp−2 …(3)
3
Here it is not easily practicable to eliminate p between (1) and (3). So putting the value
2
of x from (3) in (1), we get y = 2 p ( p + cp−2 ) − p2
3
1 2 −1
or y = p + 2 cp . …(4)
3
The equations (3) and (4), which express x and y in terms of a parameter p, constitute
the required solution of (1).
2
dy dy
Example 8: Solve y − x = x + .
dx dx (Meerut 2008)
or x e p = −2 ( pe p − e p ) + c , integrating by parts
or x e p = − 2 e p ( p − 1) + c
or x = − 2 ( p − 1) + ce − p . …(3)
D-55
Comprehensive Exercise 2
3. x2 + p2 x = yp .
A nswers 2
1. ( y − c 2 )2 = 4 cx
12 2 3
2. x=− p + cp−3 /2 , y = − p3 + 3 cp−1 /2
7 7
1 3 1 1
3. x = − p + cp1 /2 , y = (− p2 + cp1 /2 )2 / p + p2 (− p2 + cp1 /2 )
3 3 3
4. y = 2 c √ x + f (c 2 )
5. x3 + y2 − 2 xc = 0
6. x = c − cos p , y = sin p − cos p
1
(2 c + 3 p2 − 2 p3 ) 2 cp2 + 2 p3 − p4
7. x= 2 , y =
( p − 1)2 2 ( p − 1)2
If it is solvable for x, it will give x = ψ ( p), which can be solved by the method just
explained in article 2.4.
Example 10: Solve y = 2 px + y2 p3 . (Purvanchal 2007, 10; Lucknow 10; Avadh 07)
1 y dp
or + yp2 + 2 + py2 =0
2p 2 p dy
1 1 dp
or p 2 + py + y 2 + py =0
2 p 2 p dy
1 dp
or
2 p2 + py p + y dy = 0 .
dp 1
∴ p+ y =0 or + py = 0 .
dy 2 p2
1
The equation + py = 0 will give us the singular solution of (1).
2 p2
dp dp p
From p + y = 0, we have =−
dy dy y
or (1/ p)dp = −(1/ y) dy.
Integrating, we get
log p = − log y + log c or log py = log c
or py = c or p = c / y.
Substituting this value of p in the given differential equation, we get
y = 2 x ⋅ (c / y) + y2 (c 3 / y3 ) or y = 2 cx / y + c 3 / y
or y2 = 2 cx + c 3 , which is the required solution.
p2 2 y
4 xyp = p3 + 8 y2 or x= + . …(1)
4y p
Differentiating (1) w.r.t. y and writing 1/ p for dx / dy, we get
1 p2 2 p dp 2 2 y dp
=− 2
+ + −
p 4y 4 y dy p p2 dy
dp p 2 y p2 1
or − = −
dy 2 y 2
p 4y 2 p
dp p 2 y p p 2 y
or − 2 =
dy 2 y p 2y 2 y − p2
dp p cancelling the common factor on either side which
or = ,
dy 2 y corresponds to the singular solution of (1)
or (2 / p) dp = (1/ y) dy, separating the variables.
Integrating, we get 2 log p = log y + log c
or log p2 = log cy or p2 = cy . …(2)
Now we shall eliminate p between the given differential equation and the equation (2).
From the given differential equation, we have
8 y2 = p (4 xy − p2 )
or 8 y2 = (cy)1 /2 (4 xy − cy), substituting for p from (2)
or 8 y2 = c1 /2 y3 /2 (4 x − c ) or 8 y1 /2 = c1 /2 (4 x − c )
1 2
or 64 y = c (4 x − c )2 or 64 y = 16 c ( x − c) ,
4
1 1 1
or y= c ( x − c )2 or y = c ( x − c ) , writing c for c.
4 4 4
Hence the required solution is y = c ( x − c )2 .
2 1 log ( p2 −1)
Here the I.F. = e ∫ {p /( p −1)}dp
= e2 = ( p2 − 1)1 /2 .
∴ the solution of (2) is
− 2 ap2
y ( p2 − 1 )1 /2 = ( p2 − 1)1 /2 dp + c
∫ p2 − 1
( p2 − 1) + 1
= − 2a
∫ √ ( p2 − 1)
dp + c
1
= − 2 a √ ( p2 − 1) +
∫ 2 dp + c
√ ( p − 1)
1 1
= − 2 a [ p √ ( p2 − 1) − cosh −1 p + cosh −1 p] + c
2 2
= − ap √ ( p2 − 1) − a cosh −1 p + c
c − a cosh −1 p
or y= − ap. …(3)
√ ( p2 − 1)
Substituting this value of y in (1), we get
c − a cosh −1 p
x = p 2
− ap + ap2
√ ( p − 1)
p (c − a cosh −1 p)
or x= . …(4)
√ ( p2 − 1)
The equations (3) and (4) constitute the parametric equations of the required
solution.
Comprehensive Exercise 3
A nswers 3
1. log y = cx + c 2 2. y2 − 2 cx + c 2 = 0
3. y = 4 c ( xyc + 1) 4. ac 2 + (2 x − b) c − y2 = 0
D-60
5. x = (a / p3 ) + (b / p2 ), y = (3 a / 2 p2 ) + (2 b / p) + c
6. x = p /(1 + p2 ) + tan−1 p, y = c − 1/(1 + p2 )
7. ( x − a)2 + ( y + c )2 = 1
which is a linear differential equation with x as the dependent variable and p as the
independent variable.
Let the solution of (2) be
φ ( x, p, c ) = 0 . …(3)
Then eliminating p between (1) and (3), we get the required solution.
xp2 = − n pn dp + c = − n pn +1 /(n + 1) + c
or
∫
or x = cp−2 − { n /(n + 1)} pn −1. …(3)
Substituting this value of x in (1), we get
y = 2 p [cp−2 − { n / (n − 1)} pn −1] + pn
2n n n −1 n
or y = 2 cp−1 + pn − p = 2 cp−1 − p. …(4)
n +1 n +1
The equations (3) and (4), which express x and y in terms of a parameter p, constitute
the required solution.
x 2 dv 2 2 2 2 dv
or x + (x − y − h ) − y2 = 0
y du du
or x2 (dv / du)2 + ( x2 − y2 − h2 ) (dv / du) − y2 = 0
D-63
Comprehensive Exercise 4
2. y = px + ap (1 − p) . (Agra 2006)
3
3. y = px + p − p . (Kanpur 2010)
11. e3 x ( p − 1) + p3 e2 y
=0. [Hint. Put e x = u and e y = v .]
A nswers 4
1. y = cx + a / x
2. y = cx + ac (1 − c )
3. y = cx + c − c 3
4. ( y − cx) (c − 1) = c
5. ( x − a) c 2 + ( x − y) c − y = 0
6. c 2 ( x2 − a2 ) − 2 cxy + y2 + a2 = 0
D-64
7. ( y − cx)2 = 4 / c 2
8. y = cx − cos −1 c
1 2 1
9. x = p + cy −1, y = − xp log p + (2 + 3 log p) p3
3 9
10. y2 = cx2 + c 2
11. e y = ce x + c 3
Suppose that the family of curves (1) possesses an envelope. For any point P ( x, y) on
the envelope, there exists a curve of the family (1), say φ ( x, y, c ) = 0, which touches the
envelope at ( x, y). The values of x, y, dy / dx for the curve at P satisfy the differential
equation (2). But the values of x, y, dy / dx at P for the envelope are the same as for the
curve. Hence the values of x, y, dy / dx at each point of the envelope satisfy the
differential equation (2). Consequently the envelope of (1) is also a solution of (2).
This solution does not contain any arbitrary constant and in general, cannot be
obtained from (1) by giving any particular value to the arbitrary constant c. Hence this
envelope is the singular solution of (2).
curves of the family (2) through ( x, y) coincide. Now if two curves of the family
coincide, their tangents must also coincide and so the corresponding values of p i. e.,
(dy / dx) given by (1) must also coincide. The condition for the equation (1) in p to have
two equal roots is obtained on eliminating p between (1) and
∂f ( x, y, p)
=0. …(5)
∂p
The p-eliminant between (1) and (5) is called the p-discriminant relation and the
envelope and hence the singular solution is also contained in it.
Note 1: From the above discussion it is clear that if p occurs only in the first degree in the
differential equation, there will be no singular solution.
Note 2: A differential equation which possesses a singular solution is not considered
completely solved until the singular solution also has been found. Therefore while
solving a differential equation of the first order but higher degree we must find the
general solution and also discuss the singular solution.
which is obviously also the p-discriminant relation. Since the c-discriminant relation
contains only one locus, therefore it gives us the envelope of the family of curves (1).
Hence the singular solution is x2 − y2 = 1 .
3 2 − (3 − t2 )
=±
2 ∫ t
(−2 t) dt ,
2
putting 3 − y = t so that − dy = 2 t dt
1
= ± 3 (t2 − 1) dt = ± 3 ( t3 − t) = ± t (t2 − 3)
∫ 3
= ± √ (3 − y) (− y), [∵ 3 − y = t2 ]
∴ ( x + c )2 = y2 (3 − y), …(1)
dv dv / dx 2 py py
∴ = = =
du du / dx 2x x
or P = py / x, where P = dv / du or p = xP / y.
Substituting this value of P in the given differential equation, we get
x2 P P
− y ( x − x P) = 2 x or x ( x2 P − y2 ) (1 − P) = 2 x P
x y
or ( x2 P − y2 ) (1 − P) = 2 P or (u P − v) (1 − P) = 2 P
or u P − v = 2 P /(1 − P) or v = uP − 2 P /(1 − P),
which is in Clairaut’s form.
Hence its general solution is v = uc − 2 c /(1 − c )
or y2 = x2 c − 2 c /(1 − c ) or y2 (1 − c ) = x2 c (1 − c ) − 2 c
or c 2 x2 − c ( x2 + y2 − 2) + y2 = 0 . …(1)
Now (1) is a quadratic in c. So the c-discriminant relation is
( x2 + y2 − 2)2 − 4 x2 y2 = 0
or ( x2 − 2 xy + y2 − 2) ( x2 + 2 xy + y2 − 2) = 0
or {( x − y)2 − 2} {( x + y)2 − 2} = 0
or ( x − y − √ 2)( x − y + √ 2)( x + y − √ 2)( x + y + √ 2) = 0 .
All the four equations x − y − √ 2 = 0 , x − y + √ 2 = 0 , x + y − √ 2 = 0 and
x + y + √ 2 = 0 satisfy the given differential equation and are therefore the singular
solutions.
Comprehensive Exercise 5
5. Solve and examine for singular solution the equation xp2 − ( x − a)2 = 0 .
A nswers 5
1. y = cx + √ (b2 + a2 c 2 ); x2 / a2 + y2 / b2 = 1
2. y = cx + a / c ; y2 = 4 ax
3. c 2 + cxy + a3 x = 0 ; x = 0 , xy2 − 4 a3 = 0
4. y2 = ( x + c )3 , y = 0
5. 9 ( y + c )2 = 4 x ( x − 3 a)2 , x = 0
6. (a) ( y − cx)2 + a2 c = 0 ; xy = a2 / 4 (b) (2 y + 2 c )2 = 4 cx3 ; x3 − 6 y = 0
(c) y = cos ( x + c ) ; y = ± 1
7. y + ( x + c )2 = r2 ; y = ± r
2
8. xy = cy + c 2 , y = 0 , y + 4 x = 0
9. c 2 ( x + y) − cxy − 1 = 0 ; x2 y2 + 4 ( x + y) = 0
10. y2 = cx + c 3 / 8 ; 27 y4 + 32 x3 = 0
4 3
11. y = c ( x − c )2 ; y = 0 , y = x
27
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. Every differential equation of the first order represents a family of curves.
2. The singular solution of a differential equation is given by the envelope of the
family of curves represented by that differential equation.
3. Only those differential equations possess a singular solution in which
p (or dy / dx) occurs only in the first degree.
D-72
A nswers
Multiple Choice Questions
1. (b) 2. (a) 3. (b)
4. (c)
True or False
1. T 2. T 3. F
¨
D-73
3
O rthogonal T rajectories
3.1 Trajectory
(Lucknow 2005; Gorakhpur 06; Bundelkhand 08; Meerut 13, 13B)
efinition: A trajectory of a given system of curves is defined to be a curve which cuts all the
D members of the family according to a given law. Here we propose to find the equation of
the trajectories (a family of curves) each member of which cuts each member of a given
family of curves at a constant angle. If the angle is a right angle, the trajectories are
called orthogonal trajectories, when it is other than a right angle they are called to be
oblique trajectories.
3.2 Trajectories
Cartesian Co-ordinates: To find the trajectories which cut every member of a given family of
curves at a constant angle.
Let the equation of the given family of curves be
f ( x, y, c ) = 0 , …(1)
c being the arbitrary parameter. Let the required trajectories cut the given curves (1) at
a constant angle α.
Differentiating (1) with respect to x, we have
D-74
Y
∂f ∂f dy
+ ⋅ =0. …(2)
∂x ∂y dx
Eliminating c between (1) and (2), we get the
differential equation of the given family of curves
(1). Let it be (x, y) Trajectory
e
dy C urv α
φ x, y, = 0 . …(3)
dx ψ1
ψ2
Let ( x, y) be the coordinates of a point of O X
Example 1: Find the orthogonal trajectories of the family of curves y = ax n. (Meerut 2011)
dy / dx = a . nx n−1. …(2)
Dividing (2) by (1) to eliminate a between (1) and (2), we have
dy / dx anx n−1 n
= =
y ax n x
or x (dy / dx) = ny, …(3)
which is the differential equation of the given family of curves. Now to obtain the
differential equation of the orthogonal trajectories, write − dx / dy for dy / dx in (3).
Hence the orthogonal trajectories are given by the differential equation
x (− dx / dy) = ny. …(4)
Separating the variables, we have − x dx = ny dy.
1 1
Integrating, we have − x2 = n y2 + c , where c is constant of integration.
2 2
Thus x2 + ny2 = 2 c or x2 + ny2 = c 2 is the required family of orthogonal trajectories.
Example 2: Find the orthogonal trajectories of the family of parabolas y2 = 4 ax, where ‘a’ is the
variable parameter. (Meerut 2013B)
(Meerut 2003; Rohilkhand 06, 07; Kanpur 07, 12; Bundelkhand 09; Avadh 10, 11)
Example 4: Find the orthogonal trajectories of the family of parabolas y2 = 4 a ( x + a), where ‘a’
is the parameter. (Meerut 2006; Purvanchal 06; Lucknow 06; Avadh 07, 09)
which is the differential equation of the given family of parabolas. So to obtain the
differential equation of the orthogonal trajectories, write − dx / dy for dy / dx in (3).
Thus the differential equation of the required family of orthogonal trajectories is
y = 2 x (− dx / dy) + y (− dx / dy)2
or y (dy / dx)2 + 2 x (dy / dx) = y. …(4)
Now we observe that the differential equation (4) of the orthogonal trajectories is the
same as the differential equation (3) of the given family of parabolas. Therefore the
given family of parabolas (1) is self-orthogonal i. e., the orthogonal trajectories of the
system belong to the system itself. Hence the equation of the orthogonal trajectories
of (1) is y2 = 4 c ( x + c ), c being the parameter.
Example 5: Find the orthogonal trajectory of the family of circles x2 + y2 = 2 ax, a being the
parameter. (Meerut 2005, 10)
which is the differential equation of the given family of circles. So to obtain the
differential equation of the orthogonal trajectories, write − dx / dy for dy / dx in (3).
Thus the differential equation of the required family of orthogonal trajectories is
x2 + 2 xy (− dx / dy) − y2 = 0
or dx / dy = ( x2 − y2 ) / 2 xy. …(4)
This is a homogeneous differential equation. To solve it putting x = vy, so that
dx / dy = v + y (dv / dy), in (4), we get
v + y (dv / dy) = y2 (v2 − 1) /(2 vy2 )
dv v2 − 1 1 + v2 2 v dv dy
or y = −v=− , or 2
=− .
dy 2v 2v 1+ v y
Integrating, we have
log (1 + v2 ) = − log y + log b or 1 + v2 = b / y
or 1 + ( x2 / y2 ) = b / y, since v = x / y.
where λ is the parameter. (Meerut 2007B, 09B; Lucknow 10; Rohilkhand 10;
Gorakhpur 11; Purvanchal 07, 09, 11)
Solution: Differentiating the given equation with respect to x, we get
2 x /(a2 + λ ) + {2 y /(b2 + λ )} ⋅ (dy / dx) = 0
or x (b2 + λ ) + y (dy / dx)(a2 + λ ) = 0
or λ { x + y (dy / dx)} = − { b2 x + a2 y (dy / dx)} .
∴ λ = − { b2 x + a2 y (dy / dx)} ÷ { x + y (dy / dx)}.
Thus a2 + λ = (a2 − b2 ) x / { x + y (dy / dx)}
and b2 + λ = − (a2 − b2 ) y (dy / dx) ÷ { x + y (dy / dx)} .
Substituting these values of (a2 + λ ) and (b2 + λ ) in the given equation, we get the
differential equation of the given family of curves as
x2 { x + y (dy / dx)} y2 { x + y(dy / dx)}
− =1
(a2 − b2 ) x (a2 − b2 ) y (dy / dx)
dy 1
or x2 − y2 + xy − = a2 − b2 . …(1)
dx dy / dx
Hence putting − dx / dy for dy / dx in (1), the differential equation of the orthogonal
trajectories is
dx dy
x2 − y2 + xy − + = a2 − b2
dy dx
D-79
dy 1
or x2 − y2 + xy − = a2 − b2 ,
dx dy / dx
which is the same as (1). Therefore solving it we shall get
x2 / (a2 + µ ) + y2 (b2 + µ ) = 1 ,
µ being the parameter of the orthogonal trajectories. In other words the system of
given confocal conics x2 / (a2 + λ ) + y2 / (b2 + λ ) = 1 is self-orthogonal.
Example 7: Find the orthogonal trajectories of the cardioids r = a (1 − cos θ), a being the
parameter. (Meerut 2006B; Gorakhpur 05; Lucknow 11; Kashi 11)
or r n = c n sin nθ,
Comprehensive Exercise 1
1. Find the equation of the family of curves orthogonal to the family y = ax3 .
(Avadh 2005; Rohilkhand 09; Kanpur 11)
2. Find the orthogonal trajectories of the semi-cubical parabolas ay2 = x3 , where a
is the variable parameter. (Gorakhpur 2007; Kashi 13)
Obtain the differential equation of its orthogonal trajectories and solve it.
8. Show that the orthogonal trajectories of the family of conics
y2 − x2 + 4 xy − 2 cx = 0 consist of a family of cubics, with the common
asymptote x + y = 0 . (Meerut 2009)
9. Find the orthogonal trajectories of the family of circles x2 + y2 + 2 fy + 1 = 0 .
where f is the parameter. ( Meerut 2004; Gorakhpur 08, 11)
j
D-82
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A family of curves is said to be self orthogonal if the differential equation of the
orthogonal trajectories is the same as the differential equation of the given
family of curves.
2. Family of curves { x2 / (a2 + λ )} + { y2 / (b2 + λ )} = 1 , where λ is the parameter,
is self orthogonal.
A nswers
Fill in the Blank(s)
dx dθ
1. − 2. − r2 3. r n = c n sin nθ
dy dr
True or False
1. T 2. T
¨
D-83
4
L inear D ifferential E quations
W ith C onstant C oefficients
4.1 Definitions
linear differential equation is an equation in which the dependent variable and its
A derivatives appear only in the first degree.
A linear differential equation of order n of the form
dn y d n −1 y dn − 2 y dy
n
+ a1 n −1
+ a2 n−2
+ ... + an−1 + an y = Q , …(1)
dx dx dx dx
where a1, a2 , … , an−1, an are constants and Q is any function of x is called a linear
differential equation with constant coefficients.
d d2 d3 dn
For convenience, the operators , 2 , 3 , … , n are also denoted by D,
dx dx dx dx
D2 , D3 , … , Dn respectively.
Thus the equation (1) can also be written as
Dn y + a1 Dn −1 y + ... + an −1 Dy + an y = Q
or [ Dn + a1 Dn −1 + … + an −1 D + an] y = Q . …(2)
and y = φ ( x) is any particular solution of the equation (2) not containing any arbitrary
constant, then
y = f ( x) + φ ( x) ,
is the general solution of (2).
Thus the method of solving a linear equation is divided into two parts :
First, we find the general solution of the equation (3).
It is called the complementary function (C.F.). It must contain as many arbitrary
constants as is the order of the given differential equation.
Next, we find a solution of (2) which does not contain an arbitrary constant. This is
called the particular integral (P.I.).
If we add (C.F.) and (P.I.), we get the general solution of (2). Thus the general solution
of (2) is
y = C. F. + P. I. (Gorakhpur 2005)
This is equivalent to
[( D − m1) ( D − m2 ) … ( D − mn)] y = 0 . …(2)
The solution of any one of the equations
( D − m1) y = 0 , ( D − m2 ) y = 0 , … , ( D − mn) y = 0 …(3)
is also a solution of (2) and we know that the general solution of ( D − m1) y = 0 is
y = Ae m1 x .
Hence we can assume that a solution of the equation (2) is of the form y = e mx . Then,
substituting e mx for y in (1), so that Dy = me mx , D2 y = m2 e mx , … , Dn y = m ne mx , we get
e mx (m n + a1m n − 1 + a2 m n − 2 + … + an) = 0
or m n + a1m n − 1 + a2 m n − 2 + … + an = 0 , because e mx ≠ 0 .
Hence e mx will be a solution of (1) if m has the value obtained from the equation
m n + a1m n − 1 + … + an = 0 . …(4)
The equation (4) is called the auxiliary equation (A.E.) and is obtained by putting
D = m in f ( D) = 0 .
It will give in general n roots, say, m1, m2 , m3 , … , mn .
D-85
Case I: If all the roots of the Auxiliary equation (A.E.) are distinct:
If the roots m1, m2 , m3 , …, mn are all distinct, then e m1 x , e m2 x , … , e mn x are all distinct and
linearly independent. So the general solution of (1) in this case is
y = c1e m1 x + c2 e m2 x + … + c n e mn x . …(5)
Case II: Auxiliary equation having equal roots :
If two roots are equal say m1 = m2 , then the solution (5) becomes
y = c1e m1 x + c2 e m1 x + c3 e m3 x + … + c ne mn x
or y = (c1 + c2 ) e m1 x + c3 e m3 x + … + c ne mn x .
Now (c1 + c2 ) can be replaced by single constant say c.
Therefore this solution has only (n − 1) arbitrary constants and so it is not the general
solution.
To obtain the general solution, consider the differential equation ( D − m1)2 y = 0 in
which the two roots are equal.
This can be written as ( D − m1) [( D − m1) y] = 0 . …(6)
Now putting ( D − m1) y = v, we get ( D − m1) v = 0 ,
or dv / dx = m1v or dv / v = m1 dx, (variables being separated).
∴ integrating,
log v = m1 x + log c1 or log (v / c1) = m1 x or v = c1 e m1 x .
Thus ( D − m1) y = v = c1 e m1 x
and putting it in (6), we get ( D − m1) y = c1e m1 x
dy d
or Dy − m1 y = c1e m1 x or − m1 y = c1e m1 x . ∵ D ≡ dx
dx
This is a linear equation of the first order. Hence the I. F. = e ∫ − m1 dx = e − m1 x .
∴ The solution of this equation is
y ⋅ e − m1 x = m1 x − m1 x
∫ c1e ⋅ e dx + c2
∫
= c1 dx + c2 = c1 x + c2
or y = (c1 x + c2 ) e m1 x or y = (c2 + c1 x) e m1 x .
Hence the general solution of f ( D) y = 0 in this case is
y = (c1 + c2 x) e m1 x + c3 e m3 x + … + c ne mn x .
Similarly if three roots of the auxiliary equation are equal say, m1 = m2 = m3 , the
general solution of f ( D) y = 0 will be
y = (c1 + c2 x + c3 x2 ) e m1 x + c4 e m4 x + … + c ne mn x
and so on.
Case III: Auxiliary equation having complex roots: (Meerut 2003)
Let the two roots of the auxiliary equation be complex, say m1 = α + iβ and m2 = α − iβ ,
(where i = √ − 1).
D-86
and so on.
Note 1: The expression e αx (c1 cos βx + c2 sin βx) can also be written as
d2 y dy
Example 1: Solve −7 + 12 y = 0 .
dx2 dx
Solution: The given differential equation is ( D2 − 7 D + 12) y = 0 .
or (m − 3) (m − 4) = 0 . ∴ m = 3, 4 .
Hence the solution is
y = c1e3 x + c2 e4 x .
or (m + 1) (m2 + 5 m + 6) = 0
or (m + 1) (m + 2) (m + 3) = 0 .
D-87
∴ m = − 1, − 2, − 3 .
Hence the solution is
y = c1e − x + c2 e −2 x + c3 e −3 x .
d2 x dx
Example 3: Solve 2
−3 + 2 x = 0 , given that when t = 0 , x = 0 and dx / dt = 0 .
dt dt
(Gorakhpur 2008)
2
Solution: The auxiliary equation is m − 3 m + 2 = 0
or (m − 1) (m − 2) = 0 or m = 1, 2 .
t 2t
Hence the solution is x = c1e + c2 e , …(1)
where c1 and c2 are arbitrary constants.
Now x = 0 when t = 0 ;
∴ 0 = c1 + c2 . …(2)
Also dx / dt = c1 e t + 2 c2 e2 t , and dx / dt = 0 when t = 0 .
∴ 0 = c1 + 2 c2 . …(3)
Solving (2) and (3), we get c1 = 0 , c2 = 0 .
Now putting the values of c1 and c2 in (1), we get the required solution as x = 0 .
Example 4: Solve ( D3 − 3 D + 2) y = 0 .
d3 y
Example 5: Solve −8y =0.
dx3 (Meerut 2010B)
d4 y d3 y dy
Example 6: Solve 4
−2 −2 − y =0.
dx dx3 dx
Solution: The auxiliary equation is
m4 − 2 m3 − 2 m − 1 = 0
or (m4 − 1) − 2 m (m2 + 1) = 0
or (m2 + 1) (m2 − 1) − 2 m (m2 + 1) = 0
D-88
or (m2 + k 2 )2 − 2 k 2 m2 = 0
or (m2 + k 2 )2 − (√ 2 km)2 = 0
or (m2 + k 2 − √ 2 km) (m2 + k 2 + √ 2 km) = 0
or m2 − √ 2 km + k 2 = 0 and m2 + √ 2 km + k 2 = 0
√ 2 k ± √ (2 k 2 − 4 k 2 ) − √ 2 k ± √ (2 k 2 − 4 k 2 )
or m= and m =
2 2
k k k k
or m= ±i and − ±i ⋅
√2 √2 √2 √2
Hence the solution is
y = e kx / √2 { c1 cos (kx / √ 2) + c2 sin (kx / √ 2)}
Comprehensive Exercise 1
A nswers 1
1. y = c1 e − ax + c2 e − bx
2. y = c1e − x + c2 e4 x
3. y = c1e x + c2 e −2 x + c3 e −5 x
4. y = (c1 + c2 x) e2 x
5. y = (c1 + c2 x) e x + c3 e2 x
6. y = (c1 + c2 x) e x + (c3 + c4 x) e −2 x
7. (i) y = e x / √2 { c1 cos ( x / √ 2) + c2 sin ( x / √ 2)}
+ e − x / √2 { c3 cos ( x / √ 2) + c4 sin ( x / √ 2)} .
(ii) y = c1e kx + c2 e − kx + c3 cos kx + c4 sin kx
8. y = (c1 + c2 x) cos 2 x + (c3 + c4 x) sin 2 x
9. y = c1 cos µx + c2 sin µx and y = c3 e µx + c4 e − µx
1
10. y = 2 √ 2 cos x + π
4
or F ( D) y = Q is y = C. F. + P. I.,
where the C.F. consists of the general solution of the differential equation
F ( D) y = 0 .
In article 4.2 we have discussed different methods of finding the complementary
function by taking the differential equation as F ( D) y = 0 . Methods of finding the
particular integral will be discussed now.
1
The particular integral of the differential equation F ( D) y = Q is Q. It is
F ( D)
obviously a function of x which when operated by F ( D) gives Q.
1 1
Now as F ( D) Q = Q, therefore can be regarded as the inverse operator of
F ( D) F ( D)
F ( D). Similarly D and 1/ D are inverse operations. If D stands for differentiation then
1/ D will stand for integration.
Hence the particular integral of the equation
D-90
1
F ( D) y = Q will be Q
F ( D)
D2 (e ax ) = a2 e ax ; D3 (e ax ) = a3 e ax , … , Dn (e ax ) = a ne ax .
It suggests that F ( D) e ax = F (a) e ax . …(1)
Let F (a) ≠ 0 .
Operating on both sides of (1) with 1 / F ( D), we have
1 1
F ( D) e ax = { F (a) e ax }
F ( D) F ( D)
1
or e ax = F (a) ⋅ e ax , because F (a) is a constant
F ( D)
1 1
or e ax = e ax , because F (a) ≠ 0
F (a) F ( D)
1 1 ax
∴ P.I. = e ax = e , provided F( a) ≠ 0.
F ( D) F (a)
Working Rule : If P.I. = {1/ F ( D)} e ax , then put a for D in F ( D) and we get the P.I.,
provided F (a) ≠ 0 .
Examples on case I:
d2 y dy
Example 9: Solve 2
−3 + 2 y = e5 x .
dx dx (Avadh 2008; Purvanchal 11; Kanpur 12)
Here F ( D) = D2 − 3 D + 2 and Q = e5 x .
or (m − 1) (m − 2) = 0 ;
∴ m = 1, 2 .
∴ The C.F. = c1e x + c2 e2 x , the roots of the A.E. being distinct.
1 1 e5 x e5 x
and P. I. = e ax = 2 e5 x = 2 = ⋅
F ( D) D − 3D + 2 5 − 3 ⋅ 5 + 2 12
[We have put 5 for D in F ( D), because here a = 5]
D-91
∴ auxiliary equation is m2 − 7 m + 6 = 0
or (m − 1) (m − 6) = 0 or m = 1, 6.
∴ C. F. = c1e x + c2 e6 x .
1 1 e2 x
and P. I. = 2
e2 x = 2
e2 x = − ⋅
D − 7D + 6 2 − 7 ⋅2 + 6 4
∴ the general solution is y = (C. F. ) + (P. I. )
1
i. e., y = c1e x + c2 e6 x − e2 x . …(1)
4
Now when y = 0 , x = 0 ;
1
∴ 0 = c1 + c2 − , from (1)
4
1
so that c2 = − c1 .
4
Hence from (1), we have
1 1 1
y = c1e x + − c1 e6 x − e2 x = c1 (e x − e6 x ) + (e6 x − e2 x )
4 4 4
1 2x 4x
or y = c1 (e x − e6 x ) + e (e − 1) is the required solution.
4
D-92
Comprehensive Exercise 2
A nswers 2
1. y = (c1 + c2 x) e kx + e x /(1 − k )2
2 2x
2. y = (c1 + c2 x) e − x + e
9
1 1 1
3. y = e − x /2 { c1 cos ( x √ 3) + c2 sin ( x √ 3)} + e x
2 2 3
4. y = c1e − x /2 cos { x (√ 3 / 2) + c2 } + e − x
1 2x
5. y = c1e − x + c2 e −2 x + c3 e −3 x + e
60
Case II: To find P.I. when Q is of the form sin ax or cos ax and F ( − a2 ) ≠ 0 .
By simple differentiation we know that
D (sin ax) = a cos ax ; D2 (sin ax) = − a2 sin ax ;
D3 (sin ax) = − a3 cos ax ; D4 (sin ax) = (− a2 )2 sin ax,
......,( D2 )n sin ax = (− a2 )n sin ax.
It suggests that
F ( D2 ) sin ax = F (− a2 ) sin ax. …(1)
Let F (− a2 ) ≠ 0 .
Now operating both sides of (1) with 1/ F ( D2 ), we get
1 1
F ( D2 ) sin ax = { F (− a2 ) sin ax}
F ( D2 ) F ( D2 )
1
or sin ax = F (− a2 ) ⋅ sin ax.
F ( D2 )
D-93
1 1
Thus sin ax = sin ax, provided F (− a2 ) ≠ 0 .
F( D2 ) F( − a2 )
1 1
Similarly 2
cos ax = cos ax, provided F (− a2 ) ≠ 0 .
F( D ) F ( − a2 )
Working Rule: If P.I. = {1 / F ( D)} sin ax or cos ax, put − a2 for D2 , − a2 D for D3 ,
(− a2 )2 i. e., a4 for D4 , a4 D for D5 , − a6 for D6 etc. in F ( D) and calculate the P.I.
Note: Linear factors in D of the form ( pD ± q) appearing in the denominator are
removed by first multiplying the Nr. and Deno. by the conjugate factors ( pD ∓ q)
and then putting − a2 for D2 in the denominator. The operation left in the
numerator can be easily worked out because the operator D stands for
differentiation with respect to x.
Examples on Case II:
d2 y dy
Example 12: Solve 2
− − 2 y = sin 2 x.
dx dx (Meerut 2008, 10)
2
Solution: The given equation is [ D − D − 2] y = sin 2 x.
∴ auxiliary equation is m2 − m − 2 = 0
or (m + 1) (m − 2) = 0 ; ∴ m = − 1, 2 .
∴ C. F. = c1e − x + c2 e2 x .
1 1
And P. I. = 2
sin 2 x = sin 2 x,
D − D−2 −4− D−2
or (m − 2) (m − 3) = 0 ; ∴ m = 2, 3.
2x 3x
∴ C. F. = c1e + c2 e .
D-94
1 1 1
And P. I. = sin 3 x = sin 3 x = sin 3 x
D2 − 5 D + 6 − 32 − 5 D + 6 − 9 − 5D + 6
−1 − (5 D − 3) − (5 D − 3)
= sin 3 x = sin 3 x = sin 3 x
5D + 3 (5 D + 3)(5 D − 3) 25 D2 − 9
− (5 D − 3) 1
= 2
sin 3 x = {5 D (sin 3 x) − 3 sin 3 x}
25 ⋅ (− 3 ) − 9 234
1 1
= (5 ⋅ 3 cos 3 x − 3 sin 3 x) = (5 cos 3 x − sin 3 x) .
234 78
∴ the complete solution is y = (C. F. ) + (P. I. )
or y = c1e2 x + c2 e3 x + (1/ 78) (5 cos 3 x − sin 3 x) .
d2 y
Example 14: Solve + 9 y = cos 2 x + sin 2 x .
dx2
Solution:. The auxiliary equation is
m2 + 9 = 0 , ∴ m = ± 3i .
Comprehensive Exercise 3
A nswers 3
1
1. y = c1 cos 3 x + c2 sin 3 x − cos 4 x
7
1
2. (i) y = c1e x + c2 e2 x + (9 cos 3 x − 7 sin 3 x)
130
(ii) y = e2 x (c1 cos 2 x + c2 sin 2 x) + (1/ 26)(3 cos 3 x − 2 sin 3 x)
1
3. (i) y = c1e x + c2 e2 x − (7 cos 3 x + 9 sin 3 x)
130
(ii) y = (c1 + c2 x) e − x + c3 e x − (1/ 25) (2 sin 2 x + cos 2 x)
5
4. y = c1e4 x cosh ( x √ 7 + c2 ) + (5 cos 5 x − 2 sin 5 x)
29
5. y = c1e2 x cosh (√ 3 x + c2 ) + (1 / 73) a (8 cos 2 x − 3 sin 2 x)
37
6. y = e − x (c1 cos 3 x + c2 sin 3 x) + (2 cos 2 x − 3 sin 2 x)
26
Case III: To find P.I. when Q is of the form x m, where m is a positive integer.
Consider first {1/( D − a)} x m . We have
1 1 1
xm = − xm = − xm
( D − a) (a − D) a {1 − ( D / a)}
−1
1 D
=− 1 − xm
a a
1 D D2
= − 1 + + 2 + … x m , expanding by the binomial theorem
a a a
1 m 1 m −1 1
=− x + mx + 2 m (m − 1) x m − 2 + … .
a a a
Here we observe that in the expansion by the binomial theorem, the terms of the
expansion beyond the mth power of D need not be written since Dm + 1 x m = 0 ,
Dm + 2 x m = 0, etc.
Working Rule: In order to evaluate {1 / F ( D)} x m , bring out common the lowest degree
term in D from F ( D) so that remaining factor in the denominator is of the form
[1 + f ( D)] or [1 − f ( D)] which is taken in the numerator with a negative index. Next we
expand [1 ± f ( D)]−1 in powers of D by trhe binomial theorem and operate upon x m
with the expansion obtained.
This expansion should be done upto the term Dm , since Dm + 1 x m = 0 and all higher
differential coefficients of x m are zero. The whole process will be clear from the
following examples.
The following binomial expansions should be remembered well.
D-96
(i) (1 − x)−1 = 1 + x + x2 + x3 + x4 + …
(ii) (1 + x)−1 = 1 − x + x2 − x3 + x4 − …
(iii) (1 − x)−2 = 1 + 2 x + 3 x2 + 4 x3 + …
(iv) (1 + x)−2 = 1 − 2 x + 3 x2 − 4 x3 + …
Examples on Case III:
Example 15: Solve (d2 y / dx2 ) − 4 y = x2 . (Lucknow 2010)
2
Solution: The auxiliary equation is m − 4 = 0 or m = ± 2 .
∴ C. F. = c1e2 x + c2 e −2 x .
−1
1 1 1 1 2
And P. I. = x2 = x2 = − 1− D x2
2
D −4 − 4 [1 − 1 D ]2 4 4
4
1 1 2 2
=−
4 1 + 4 D + … x ,
or m (m + 2) (m − 3) = 0 . ∴ m = 0 , − 2, 3.
0x −2 x 3x
∴ C. F. = c1e + c2 e + c3 e = c1 + c2 e −2 x + c3 e3 x .
1 1
And P. I. = 4 2
(1 + x2 ) = 2
(1 + x2 )
D − D − 6D − 6 D [1 + 1 D− 1 D ]
6 6
−1
1 1
=− 1 − (− D + D2 ) (1 + x2 )
6 D 6
1 1 1
=− 1 + (− D + D2 ) + (− D + D2 )2 + … (1 + x2 ) ,
6 D 6 36
the terms in the expansion being needed only upto D2
1 1 1 1 2
=− 1 − D + D2 + D + … (1 + x2 )
6 D 6 6 36
1 1 7
=− 1− D + D2 + … (1 + x2 )
6 D 6 36
D-97
1 1 7
=− (1 + x2 ) − D (1 + x2 ) + D2 (1 + x2 ) ,
6 D 6 36
because all other terms vanish
1 2 1 7 1 25 1
=− 1 + x − x + = − − x + x2
6D 3 18 6 D 18 3
1 25 1 2 ∵ 1/ D ≡
=−
6 ∫ 18 − 3 x + x dx , ∫ dx
1 25 1 1
=− x − x2 + x3 .
6 18 6 3
Hence the complete solution is y = (C. F. ) + (P. I. )
1 25 1 1
or y = c1 + c2 e −2 x + c3 e3 x − x − x2 + x3 .
6 18 6 3
Example 17: Solve ( D3 + 8) y = x4 + 2 x + 1 .
or (m + 2) (m2 − 2 m + 4) = 0 ∴ m = − 2, 1 ± i √ 3
Hence C.F. = c1e −2 x + e x { c2 cos ( x √ 3) + c3 sin ( x √ 3)} .
1 1
And P.I. = ( x4 + 2 x + 1) = ( x4 + 2 x + 1)
D3 + 8 1 3
8 1 + D
8
1
= [1 + 1
8
D3 ]−1( x4 + 2 x + 1)
8
1
= [1 − 1
8
D3 + …] ( x4 + 2 x + 1),
8
the other terms in the expansion being of no need
1 1
= [( x4 + 2 x + 1)] − D3 ( x4 + 2 x + 1)
8 8
1 1
= [ x4 + 2 x + 1 − 3 x] = ( x4 − x + 1) .
8 8
Hence the complete solution is y = (C. F. ) + (P. I. )
1 4
or y = c1e −2 x + e x { c2 cos ( x √ 3) + c3 sin ( x √ 3)} + ( x − x + 1) .
8
Example 18: Solve ( D2 + D − 2) y = x + sin x.
or (m − 1) (m + 2) = 0 .
∴ m = 1, − 2 . ∴ C.F. = c1e x + c2 e −2 x .
1 1 1
And P.I. = ( x + sin x) = x+ sin x
D2 + D − 2 ( D2 + D − 2) D2 + D − 2
1 1
= x+ 2
sin x
1 1 −1 + D − 2
− 2 1 − D − D2
2 2
D-98
−1
1 1 1 2 ( D + 3)
=−
2 1 − 2 D + 2 D x+
( D − 3) ( D + 3)
sin x
1 1 ( D + 3) 1 1 D+3
=−
2 1 + 2 D + … x + D2 − 9 sin x = − 2 x + 2 + − 1 − 9 sin x
1 1 1
=− (x + ) − { D (sin x) + 3 sin x} .
2 2 10
1 1 1
=− x− − {cos x + 3 sin x} .
2 4 10
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1 1 3
or y = c1e x + c2 e −2 x − x − − cos x − sin x.
2 4 10 10
d2 y dy
Example 19: Solve 2
−4 + 4 y = x2 + e x + cos 2 x .
dx dx (Meerut 2001)
2
Solution: The auxiliary equation is m − 4 m + 4 = 0 .
∴ m = 2, 2 .
Hence C. F. = (c1 + c2 x) e2 x ,
1
And P. I. = 2
( x2 + e x + cos 2 x) = P1 + P2 + P3 , (say),
( D − 4 D + 4)
−2
1 1 1 1
where P1 = x2 = x2 = 1 − 2 D x2
D2 − 4 D + 4 ( D − 2)2 4
1 3 2 2 1 2 3
=
4 1 + D + 4 D + … x = 4 x + 2 x + 2 ,
1 ex ex
P2 = 2
ex = 2
= = e x,
( D − 4 D + 4) 1 − 4 ⋅1 + 4 1
1 1 1
and P3 = 2
cos 2 x = 2
cos 2 x = − cos 2 x
( D − 4 D + 4)] − 2 − 4D + 4 4D
1 1 1 1
=−
4 ∫ cos 2 x dx = − 4 ⋅ 2 sin 2 x = − 8 sin 2 x. (Rohilkhand 2008)
Comprehensive Exercise 4
1. ( D2 + D − 6) y = x . (Bundelkhand 2007)
3 3 2 2 2
2. (d y / dx ) + 3(d y / dx ) + 2(dy / dx) = x . (Bundelkhand 2001)
D-99
d3 y d2 y dy
3. 3
−4 2
+5 −2=0.
dx dx dx
4. ( D + 2 D + 1) y = 2 x + x2 .
2
5. ( D2 + 3 D + 2) y = x2 . (Bundelkhand 2001)
4 2 2
6. ( D + D + 16) y = 16 x + 256 . (Lucknow 2005)
8. ( D2 − 4 D + 3) y = e − x + 5 .
d3 y d2 y dy
11. 3
+2 + = e2 x + x2 + x .
dx dx2 dx (Meerut 2009; Gorakhpur 10)
A nswers 4
1
1. y = c1e2 x + c2 e −3 x − (6 x + 1)
36
1
2. y = c1 + c2 e − x + c3 e −2 x + x (2 x2 − 9 x + 21)
12
2
3. y = c1 + c2 e2 x cos ( x + c3 ) + x
5
4. y = (c1 + c2 x) e − x + ( x2 − 2 x + 2)
1 2 3 7
5. y = c1 e − x + c2 e − 2 x + x − x+ ⋅
2 2 4
3 3 127
6. y = c1 e −(1 /2)√7. x sin x + c2 + c3 e(1 /2)√7 x sin x + c4 + x2 +
2 2 8
1 5 1
7. y = c1e2 x + c2 e3 x + x + − (3 sin 3 x − 15 cos 3 x)
6 6 234
1 −x 5
8. y = c1 e x + c2 e3 x + e +
8 3
1 1
9. y = c1e2 x + c2 e −2 x − + cos 2 x
8 16
1 2 4 2 1
10. y = e x [c1 cos √ 2 x + c2 sin √ 2 x] + x + x+ + (cos x − sin x)
3 9 27 4
1 2x 1 3 3 2
11. y = c1 + (c2 + c3 x) e − x + e + x − x + 4x
18 3 2
D-100
Working Rule: Replace D by ( D + a) and take out e ax before the operator1 / F ( D). Then
determine {1 / F ( D + a)} V by the methods discussed in 4.4.
This method also enables us to find {1 / F ( D)} e ax when F (a) is zero. We shall discuss it
later on in article 4.6.
1 1
And P. I. = x2 e3 x = e3 x x2
D2 − 2 D + 1 ( D − 1)2
1
= e3 x x2 ,
{( D + 3) − 1}2
putting D + 3 for D and bringing e3 x before the operator
−2
1 1 1 3x 1
= e3 x x2 = e3 x x2 = e 1 + D x2
( D + 2)2 1
2 4 2
4 1 + D
2
1 3x 1 1
= e 1 − 2 ⋅ D + 3 ⋅ D2 + … x2 ,
4
2 4
expanding by binomial theorem
1 3
1 − D + D2 + … x2
= e3 x
4 4
1 3 1 3
= e3 x { x2 − 2 x + ⋅ 2} = e3 x { x2 − 2 x + } .
4 4 4 2
Hence the required solution is y = (C. F. ) + (P. I. )
1 3
or y = (c1 + c2 x) e x + e3 x { x2 − 2 x + } .
4 2
Example 21: Solve ( D2 − 2 D + 5) y = e2 x sin x.
∴ m = {2 ± √ (4 − 20 )} / 2 = 1 ± 2 i.
Hence C.F. = e x (c1 cos 2 x + c2 sin 2 x) .
1
And P. I. = 2
e2 x sin x
D − 2D + 5
1 1
= e2 x 2
sin x = e2 x 2
sin x
( D + 2) − 2 ( D + 2) + 5 D + 2D + 5
1
= e2 x sin x, putting − 12 for D2
(− 12 + 2 D + 5)
1 2x 1 1 D−2
= e sin x = e2 x sin x
2 D+2 2 ( D − 2) ( D + 2)
1 2x D − 2 1 D−2
= e 2
sin x = e2 x sin x
2 ( D − 4) 2 − 1− 4
1 2x 1 2x
=− e ( D − 2) sin x = − e { D (sin x) − 2 sin x}
10 10
1 2x
=− e (cos x − 2 sin x) .
10
Hence the complete solution is y = (C.F.) + (P.I.)
1 2x
or y = e x (c1 cos 2 x + c2 sin 2 x) − e (cos x − 2 sin x) .
10
D-102
Comprehensive Exercise 5
A nswers 5
1 5 −x 1 4 x
1. y = (c1 + c2 x + c3 x2 ) e − x + x e 2. y = (c1 + c2 x) e x + x e
60 12
3. y = (c1 + c2 x) e − x + e − x { x log ( x + 2) − x + 2 log ( x + 2)}
1
4. y = c1e x + c2 e2 x − e x x2 + x
2
5. y = ( c1 + c2 x) e x + e2 x ( x2 − 4 x + 6)
1 2x
6. y = (c1 + c2 x) e2 x − e sin 3 x
9
1 x
7. y = c1 e x + c2 e − x + c3 cos x + c4 sin x − e cos x
5
1 x
8. y = e x (c1 cos √ 3 x + c2 sin √ 3 x) + e cos x
2
1 2 9
9. y = e2 x (c1 + x − x) + c2 e −6 x
16 64
1 2x
10. y = c1e2 x + c2 e3 x + e (cos 2 x − 2 sin 2 x)
10
1
P. I. = e ax 1.
F ( D + a)
Now this can be evaluated by using the method for finding P.I. in the case of x m .
d2 y dy
Example 22: Solve 2
−3 + 2 y = e x.
dx dx
Solution: The auxiliary equation is m2 − 3 m + 2 = 0
or (m − 1) (m − 2) = 0 . ∴ m = 1, 2 .
x 2x
Hence C. F. = c1e + c2 e .
1 1 1
And P. I. = 2
ex = ex = ex
D − 3D + 2 ( D − 2) ( D − 1) (1 − 2) ( D − 1)
[putting 1 for D in the factor D − 2 because it does not vanish by doing so]
1
=− e x ⋅1
D −1
[Note that D − 1 becomes zero by putting 1 for D ; so here we
shall apply the method for e axV by taking 1 for V.]
1 1
= − ex 1= − ex 1= − ex x .
( D + 1) − 1 D
Hence the complete solution is y = (C. F. ) + (P. I. )
or y = c1e x + c2 e2 x − x e x .
Note: While finding P.I. in the case of e ax if F ( D) becomes zero by putting a for D, we
factorise F ( D) . Then we put D = a in the factors which do not vanish by doing so. The
remaining operator is then dealt with by using the method for e axV on taking 1 for V.
Example 23: Solve ( D3 − 7 D + 6) y = e2 x .
∴ m = − 2, − 2
Hence C. F. = (c1 + c2 x) e −2 x .
1 1 1
And P. I. = 2
(e2 x − e −2 x ) = 2
e2 x − e −2 x .
( D + 2) ( D + 2) ( D + 2)2
1 e2 x 1 2x
Now 2
e2 x = = e . [∵ here, F (a) ≠ 0].
( D + 2) (2 + 2)2 16
1 1
Also 2
e −2 x = e −2 x ⋅ 1, [∵ here F (a) = 0]
( D + 2) ( D + 2)2
1 1 1 1
= e −2 x 2
1 = e −2 x 2
1 = e −2 x x = x2 e −2 x .
{( D − 2) + 2} D D 2
1 1 e x + e− x
And P. I. = 2
cosh x = 2
D − 3D + 2 ( D − 3 D + 2) 2
1 1 1 1
= ex + e− x .
2 D2 − 3 D + 2 2 D2 − 3 D + 2
1 1 1 1
Now 2
ex = ex
2 D − 3D + 2 2 ( D − 1) ( D − 2)
1 1 1 1
= ex = − e x ⋅1
2 ( D − 1) (1 − 2) 2 D −1
1 x 1 1 1 1
=− e 1= − ex 1 = − xe x .
2 D + 1− 1 2 D 2
1 1 1 1
Also e− x = e − x , putting −1 for D
2 D2 − 3 D + 2 2 (− 1)2 − 3 (− 1) + 2
1 −x 1 x 1 −x
= e . ∴ P. I. = − xe + e .
12 2 12
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1 −x
or y = c1e x + c2 e2 x − xe x + e .
2 12
D-105
Comprehensive Exercise 6
A nswers 6
1 2 x 1 2x
1. y = (c1 + c2 x) e x + x e 2. y = c1e2 x + c2 e −3 x + xe
2 5
1 3 −x
3. y = c1e x + c2 e3 x + xe3 x 4. y = (c1 + c2 x + c3 x2 ) e − x + x e
6
5. y = c1e ax + c2 e − ax + ( x / 2 a)sinh ax
1 1
6. y = (c1 + c2 x) e x + c3 e3 x + xe3 x − x2 e x
8 8
3
7. y = (c1 + c2 x) e2 x + 2 ( x2 + 2 x + ) + 4 x2 e2 x + cos 2 x
2
D-106
d2 y
Example 27: Solve + a2 y = cos ax .
dx2 (Meerut 2003)
1
= the real part in (cos ax + i sin ax)
D2 + a2
1
= the real part in 2 2
e iax , by Euler’s theorem of trigonometry.
D +a
1 1
Now e iax = e iax
D2 + a2 ( D + ia) ( D − ia)
1
= e iax , putting ia for D in the factor D + ia
(ia + ia) ( D − ia)
D-107
1
= e iax ⋅ 1
2 ia ( D − ia)
1 iax 1 1 iax 1
= e 1= e 1
2 ia ( D + ia) − ia 2 ia D
1 iax x
= e ⋅x= (cos ax + i sin ax), [∵ e iax = cos ax + i sin ax]
2 ia 2 ai
ix 1 i i
=− (cos ax + i sin ax), ∵ = 2 = = − i
2a i i − 1
x x
=−i cos ax + sin ax, [∵ i2 = − 1]
2a 2a
1 x x
∴ cos ax = the real part in sin ax − i cos ax
D2 + a2 2a 2a
x
= sin ax .
2a (Agra 2006)
1
= the coefficient of i in e iax .
D2 + a2
1 x x
Now e iax = − i cos ax + sin ax . [Proceed as in Ex. 27]
D2 + a2 2a 2a
1
∴ sin ax
D2 + a2
x x x
= the coefficient of i in − i cos ax + sin ax = − cos ax .
2a 2a 2a
Hence the complete solution is y = (C. F. ) + (P. I. )
or y = c1 cos ax + c2 sin ax − ( x / 2 a)cos ax.
1 x x
Remember : 2
D +a 2
sin ax = −
2 a
cos ax =
2
sin ax dx .
∫
D-108
∴ m = 0 ± 2i .
Hence C. F. = c1 cos 2 x + c2 sin 2 x . (∵ e0 x = 1)
1 1 1 1 1
And P. I. = sin2 x = (2 sin2 x) = (1 − cos 2 x)
D2 + 4 D2 + 4 2 2 ( D2 + 4)
1 1 1 1
= 1− cos 2 x .
2 D2 + 4 2 D2 + 4
−1
1 1 1 1 1 1 2 1
Now 2
1 = 1 + D2 1=
1 − D + … 1 = ⋅
2 D +4 8 4 8 4 8
1 1 1 1
Again cos 2 x = ⋅ x sin 2 x, (refer Ex. 27.)
2 D2 + 4 2 4
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1
or y = c1 cos 2 x + c2 sin 2 x + − x sin 2 x .
8 8
Example 30: Solve ( D2 + 1) y = sin x sin 2 x .
∴ C. F. = c1 cos x + c2 sin x .
1 1 1
And P. I. = 2 (sin x sin 2 x) = 2 (2 sin x sin 2 x)
D +1 D +12
1 1 1 1 1 1
= (cos x − cos 3 x) = cos x − cos 3 x .
2 D2 + 1 2 D2 + 1 2 D2 + 1
1 1
Now 2
cos x = the real part in 2
e ix
D +1 D +1
1
= the real part in e ix
( D + i) ( D − i)
1
= the real part in e ix
(i + i) ( D − i)
1 1 1
= the real part in e ix ⋅ 1 = the real part in e ix 1
2 i ( D − i) 2i D + i− i
1 ix 1 1
= the real part in e 1 = the real part in e ix x
2i D 2i
x
= the real part in (cos x + i sin x)
2i
1
= the real part in − xi (cos x + i sin x)
2
1 1 1
= the real part in − i x cos x + x sin x = x sin x.
2 2 2
D-109
1 1 1
Again cos 3 x = cos 3 x = − cos 3 x .
D2 + 1 − 32 + 1 8
1 1 1 1 1 1
∴ the P.I. = ⋅ x sin x − ⋅ (− cos 3 x) = x sin x + cos 3 x .
2 2 2 8 4 16
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1
or y = c1 cos x + c2 sin x + x sin x + cos 3 x .
4 16
Comprehensive Exercise 7
A nswers 7
1
1. y = c1 cos 2 x + c2 sin 2 x − x cos 2 x
4
2. y = c1 + c2 cos ax + c3 sin ax − (1/ 2 a2 ) x sin ax
1
3. y = c1 cos 3 x + c2 sin 3 x + c3 cos x + c4 sin x − x sin 3 x
48
d2 y dy
Example 31: Solve 2
−2 + y = x sin x .
dx dx (Rohilkhand 2010)
2
Solution: The auxiliary equation is m − 2 m + 1 = 0 .
1 2
= x⋅ sin x − sin x , putting − 12 i. e., −1 for D2
−2 D − D + 3 + 3D − 1
x 1 2 x 1
=− ⋅ sin x − sin x = cos x − sin x
2 D 2 ( D + 1) 2 D +1
x ( D − 1) x cos x D −1
= cos x − sin x = − 2 sin x
2 ( D + 1) ( D − 1) 2 D −1
1 1 1 1
= x cos x + ( D − 1) sin x = x cos x + (cos x − sin x).
2 2 2 2
Hence the complete solution is y = (C. F. ) + (P. I. )
1 1
or y = (c1 + c2 x) c x + x cos x + (cos x − sin x).
2 2
d2 y
Example 32: Solve + 4 y = x sin x .
dx2
Solution: The auxiliary equation is m2 + 4 = 0 .
Therefore m = 0 ± 2 i .
∴ C. F. = c1 cos 2 x + c2 sin 2 x . [∵ e0 x = 1]
1 1 2D
And P. I. = 2
x sin x = x 2
sin x − sin x, by article 4.8
D +4 D +4 ( D + 4)2
2
x sin x 2D
= 2
− 2 2
sin x, putting − 12 for D2
−1 + 4 (− 1 + 4)
1 2 1 2
= x sin x − D (sin x) = x sin x − cos x .
3 9 3 9
D-111
∴ m = 1, − 1, 0 ± i .
∴ C. F. = c1e x + c2 e − x + e0 x (c3 cos x + c4 sin x) .
1
And P. I. = x sin x .
D4 − 1
Here we cannot use the method given in 4.8 because D4 − 1 vanishes by putting − 12
i. e., −1 for D2 . So here we shall proceed by the method given in article 4.7.
1 [∵ e ix = cos x + i sin x]
∴ P.I. = Imaginary part of 4
x e ix ,
D −1
1
= I. P. of e ix x, by using the method for e ax V
{( D + i)4 − 1}
1
= I. P. of e ix x
( D + 4 iD + 6 i D2 + 4 i3 D + i4 − 1)
4 3 2
1
= I. P. of e ix 4 3 2
x, [∵i2 = − 1]
D + 4 iD − 6 D − 4 iD
1
= I. P. of e ix x
− 4 iD [1 + (3 D / 2 i) − D2 − ( D3 / 4 i)]
−1
e ix 1 3D
= I. P. of ⋅ 1 + − .... x
−4i D 2i
e ix 1 3D
= I. P. of ⋅ 1 − + ... x
−4i D 2i
e ix 1 3 ∵ D ≡ d
= I. P. of x − ,
− 4i D 2 i dx
e ix x2 3 x
= I. P. of − , [∵ (1/ D) stands for integration w.r.t. x]
− 4i 2 2i
1 ix 1 2 3
= I. P. of i e x + i x ; [∵ i2 = − 1 ⇒ 1/ i = − i]
4 2 2
1 1 3
= I. P. of i (cos x + i sin x) x2 + ix
4 2 2
1 1 2 3
= x cos x − x sin x
4 2 2
1 2
= ( x cos x − 3 x sin x) .
8
D-112
1
= R. P. of e ix x2 , by article 4.5
{( D + i)2 + 1}2
1
= R. P. of e ix x2 , [∵ i2 = − 1]
( D + 2 iD)2
2
1
= R. P. of e ix 2 2 2
x2
4 i D [1 + ( D / 2 i)]
−2
1 ix 1 D
= R. P. of − e 1+ x2 , [∵ i2 = − 1]
4 2
D 2 i
1 ix 1 1 ∵ 1 = − i
= R. P. of − e [1 − iD]−2 x2 ,
4 D2 2 i
1 ix 1 1 1
= R. P. of − e 1 + 2 ⋅ iD + 3 ⋅ i2 D2 + … x2 ,
4 2
D 2 4
1 ix 1 i 3
= R. P. of − e + − + terms in D, D2 , and so on x2
4 D2 D 4
1 ix 1 x4 1 3
= R. P. of − e + i x3 − x2 + terms in x1 , x 0 ,
4 3 4 3 4
(∵ 1/ D stands for integration w.r.t. x)
1 1 4 1 3 3 2
= R. P. of − (cos x + i sin x) x + ix − x + terms in x1, x0
4 12 3 4
1 1 4 3 2 1 1
=− x − x cos x + x3 sin x
4 12 4 4 3
+ terms already included in the C.F.
D-113
1 4 1 3
=− ( x − 9 x2 ) cos x + x ⋅ sin x ,
48 12
neglecting the terms already included in the C.F.
Hence the complete solution is y = (C. F. ) + (P. I. )
1 4 1 3
or y = (c1 + c2 x) cos x + (c3 + c4 x) sin x − ( x − 9 x2 ) cos x + x sin x .
48 12
Example 35: Solve ( D2 − 2 D + 1) y = xe x sin x ..
(Purvanchal 2010; Kanpur 12; Avadh 13)
Comprehensive Exercise 8
A nswers 8
1 1
1. y = c1 cos 3 x + c2 sin 3 x + x sin x − cos x
8 32
1 1 1
2. y = (c1 + c2 x) e − x + x sin x − sin x + cos x
2 2 2
3. y = (c1 + c2 x) e2 x + e2 x (− 2 x2 sin 2 x + 3 sin 2 x − 4 x cos x)
1 2 1
4. y = c1 cos 2 x + c2 sin 2 x − x cos 2 x + x sin 2 x
8 16
1 1
5. y= c1 + c2 e − x − x (cos x − sin x) + cos x + sin x
2 2
1
6. y= c1e x + c2 e − x − ( x2 − 1) cos x + x sin x
2
1
7. y= c1 cos x + c2 sin x − [24 x cos 2 x − (9 x2 − 26) sin 2 x]
27
1 32
8. y= c1 e x + c2 e − x + c3 cos x + c4 sin x + cos 2 x + x sin 2 x
15 15
9. y = c1 cos mx + c2 sin mx + ( x / 4 m2 ) cos mx + ( x2 / 4 m)sin mx
1 1 x
10. y = c1e x + c2 e − x − (cos x + x sin x) + e (2 x3 − 3 x2 + 9 x)
2 12
1 1
4.9 The Operator and , α being a Constant
D −α D+α
d2 y
Example 36: Solve + a2 y = sec ax .
dx2
(Agra 2006; Bundelkhand 07; Purvanchal 07, 08; Lucknow 09)
∴ C. F. = c1 cos ax + c2 sin ax .
1 1
And P. I. = sec ax = sec ax
D2 + a2 ( D + ia) ( D − ia)
1 1 1
= − sec ax [by resolving into partial fractions]
2 ia D − ia D + ia
1 1 1
= sec ax − sec ax
2 ia D − ia D + ia
1 iax − iax
sec ax dx − e − iax e iaxsec ax dx , by article 4.9
=
2 ia
e
∫e ∫
Comprehensive Exercise 9
3. ( D2 + a2 ) y = tan ax .
A nswers 9
1 1
1. y = c1 cos 3 x + c2 sin 3 x + x sin 3 x + cos 3 x log (cos 3 x)
3 9
2. y = c1 cos ax + c2 sin ax + (1/ a2 )sin ax log(sin ax) − ( x / a)cos ax
1 1
3. y = c1 cos ax + c2 sin ax − (1/ a2 )cos ax log tan π + ax
4 2
1 1 1 x
(a) sin ax = sin ax (b) sin ax = − cos ax
f ( D2 ) f (− a2 ) D2 + a2 2a
1 x
(c) 2 2
sin ax = cos ax (d) None of these
D +a 2a (Bundelkhand 2001; Agra 08)
2
d y dy
5. The solution of the differential equation −3 + 2 y = e x is
dx2 dx
(a) y = c1e x + c2 e3 x + x (b) y = (c1 + c2 ) e x − xe x
(c) y = c1 e x + c2 e2 x − xe x (d) y = c1 x + c2 e x − e2 x .
6. The P.I. of the differential equation ( D2 + 1) y = cos x is
1 x
(a) sin x (b) − sin x
2 2
x x
(c) sin x (d) cos x
2 2 (Rohilkhand 2007)
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A linear differential equation is an equation in which the dependent variable
and its derivatives appear only in the first degree.
d4 y d3 y dy
2. 4
−5 3
−2 + 4 xy = 0 is a linear differential equation with constant
dx dx dx
coefficients. (Meerut 2003)
−x 2x
3. e (c1 cos √ 3 x + c2 sin √ 3 x) + c3 e is the solution of the differential equation
d3 y
− 8y = 0 .
dx3
D-118
A nswers
Multiple Choice Questions
1. (b) 2. (a) 3. (c) 4. (b) 5. (c)
6. (c)
True or False
1. T 2. F 3. T
¨
D-119
5
H omogeneous L inear
D ifferential E quations
dn y d d n−1 y
or xn = x − n + 1 x n−1 n−1
dx n dx dx
d n−1 y
= ( D − n + 1) x n−1 ⋅ …(2)
dx n−1
Putting n = 2, 3, 4,… etc. in (2), we have
d2 y dy d
x2 2
= ( D − 1) x = ( D − 1) Dy ∵ x dx ≡ D
dx dx
= D ( D − 1) y, because the operators can be interchanged
d3 y d2 y
x3 = ( D − 2) x2 = ( D − 2) ( D − 1) Dy = D ( D − 1) ( D − 2) y .
dx3 dx2
Whence, generalising, we have
dn y
xn = D ( D − 1) ( D − 2) … ( D − n + 1 y .
dx n
dy 2 d2 y n
n d y
Substituting these values of x ,x , … , x in (1) and thus changing the
dx dx2 dx n
independent variable from x to z, we have
[{ D ( D − 1) … ( D − n + 1)} + a1 { D ( D − 1) … ( D − n + 2)}]
+ … + an−1 D + an] y = Q ,
or f ( D) y = Q, …(3)
where Q has now become a function of z.
In the differential equation (3) the independent variable is z and the operator D stands
for d / dz . Obviously (3) is a linear differential equation with constant coefficients and
so it can be solved by the methods given in the previous chapter i. e., chapter 3. Thus as
in the case of the linear equations with constant coefficients, the general solution of
(3) is the sum of any particular integral of (3) and the complementary function i. e.,
the general solution of
f ( D) y = 0 . …(4)
To find the Complementary function (C.F.):
(i) If m1, m2 , …, mn are the roots of the auxiliary equation of (4), and no two of
them are equal, the general solution of (4) i. e., the C.F. of the solution of (3) is
easily seen to be
y = c1e m1z + c2 e m2 z + ... + c ne mnz ,
or y = c1 x m1 + c2 x m2 + … + c n x mn . [∵ e z = x]
(ii) In case there are r roots a like, each equal to m, and the rest all different, then the
D-121
1
by operating upon Q as explained above.
D − mn
Similarly we operate with other remaining factors in succession and thus we find the
P.I.
(ii) First we resolve f ( D) into linear factors as in (i) and then we break up
{ f ( D)} −1 into partial fractions. Then the
D-122
1 A1 A2 An
P. I. = Q= + + ... + Q
f ( D) D − m1 D − m2 D − mn
(ii) When Q is of the form cos az or sin az, then the P.I. is given by
1 1
2
cos az = cos az ,
f (D ) f (− a2 )
1 1
and 2
sin az = sin az , [provided f (− a2 ) ≠ 0]
f (D ) f (− a2 )
1
(iii) If Q is of the form z m , we have P.I. = z m.
f ( D)
We expand { f ( D)} −1 in ascending powers of D retaining terms as far as Dm and
operate each term on z m .
(iv) If Q is of the form e a zV , where V is any function of z, we have the
1 1
P.I. = e a zV = e a z V.
f ( D) f ( D + a)
(v) If Q is of the form zV, where V is any function of z, we have the
1 1 d 1
P.I. = (zV ) = z V + V.
f ( D) f ( D) dD f ( D)
or ( D′ + 2)2 y = 0 ,
or y = (c1 + c2 z ) (e z )−2
or y = (c1 + c2 log x) x −2 .
dy d2 y
x Dy = x = D ′ y, x2 D2 y = x2 = D ′ ( D ′ − 1) y
dx dx2
d3 y
and x3 D3 y = x3 = D ′ ( D ′ − 1) ( D ′ − 2) y.
dx3
∴ the given differential equation transforms to
[ D ′ ( D ′ − 1) ( D ′ − 2) + 3 D ′ ( D ′ − 1) − 2 D ′ + 2] y = 0
or [ D ′ ( D ′ − 1) ( D ′ − 2) + 3 D ′ ( D ′ − 1) − 2 ( D ′ − 1)] y = 0
or ( D ′ − 1) [ D ′ ( D ′ − 2) + 3 D ′ − 2] y = 0
or ( D ′ − 1) ( D ′2 + D ′ − 2) y = 0
or ( D ′ − 1) ( D ′ + 2) ( D ′ − 1) y = 0
or ( D ′ − 1)2 ( D ′ + 2) y = 0 .
= (c1 + c2 z ) e z + c3 (e z )−2
[ D ( D − 1) ( D − 2) + 2 D ( D − 1) − D + 1] y = e − z
or ( D − 1)2 ( D + 1) y = e − z .
∴ auxiliary equation is
(m − 1)2 (m + 1) = 0 , giving m = 1, 1, − 1 .
∴ C. F. = (c1 + c2 z ) e z + c3 e − z
= (c1 + c2 log x) x + c3 x −1. [∵ e z = x and z = log x]
1 1 1
And P. I. = 2
e−z =
2
e−z
( D − 1) ( D + 1) ( D + 1) ( D − 1)
1 1 1 1 1 1
= ⋅ e−z = e−z ⋅ 1 = e−z 1
( D + 1) 4 4 D +1 4 D − 1+ 1
1 −z 1 1 1
= e 1 = ze − z = log x.
4 D 4 4x
Hence the complete solution is
c3 1
y = (c1 + c2 log x) x + + log x .
x 4x
d3 y d2 y dy
Example 4: Solve x3 3
+ 2 x2 + 3x − 3 y = x2 + x.
dx dx2 dx
(Meerut 2001, 07; Gorakhpur 05, 08)
z
Solution: Putting x = e and denoting d / dz by D, the given differential equation
becomes
[ D ( D − 1) ( D − 2) + 2 D ( D − 1) + 3 D − 3] y = e2 z + e z
or [ D ( D − 1) ( D − 2) + 2 D ( D − 1) + 3 ( D − 1)] y = e2 z + e z
or ( D − 1) { D ( D − 2) + 2 D + 3} y = e2 z + e z
or ( D − 1) ( D2 + 3) y = e2 z + e z .
1 2z 1 z 1 1 1 1
= e + e 1 = e2 z + e z 1
7 4 D + 1− 1 7 4 D
1 2z 1 z
= e + e .z .
7 4
∴ the complete solution is
1 2z 1 z
y = c1 e z + c2 cos √ 3 z + c3 sin √ 3 z + e + ze .
7 4
1 1
or y = c1 x + c2 cos (√ 3 log x) + c3 sin (√ 3 log x) + x2 + x log x .
7 4
[∵ e z = x and z = log x]
d2 y dy
Example 5: Solve x2 −x − 3 y = x2 log x .
dx2 dx
(Meerut 2004B, 10; Gorakhpur 07; Kanpur 07, 14; Lucknow 09, 11;
Avadh 08; Bundelkhand 04)
[ D ( D − 1) − D − 3] y = e2 z . z
or ( D2 − 2 D − 3) y = e2 z . z .
∴ auxiliary equation is
(m2 − 2 m − 3) = 0
or (m − 3) (m + 1) = 0 i. e., m = − 1, 3 .
3z
∴ C.F. is c1e + c2 e − z .
1
And P. I. = 2
e2 z . z
( D − 2 D − 3)
1
= e2 z . 2
z
[( D + 2) − 2( D + 2) − 3]
1
= e2 z 2
z
( D + 2 D − 3)
1
= e2 z z
− 3 [1 − 2
3
D− 1
3
D2 ]
−1
1 2 1
= e2 z − 1 − D + D2 z
3 3 3
1 2z 2 1 1 2
=− e 1 + D + D2 + … z = − e2 z (z + ).
3 3 3 3 3
∴ complete solution is
1 2z 2
y = c1 e3 z + c2 e − z − e (z + )
3 3
1 2 2
or y = c1 x3 + c2 x −1 − x (log x + ).
3 3
D-126
d2 y dy
Example 6: Solve ( x + a)2 − 4 ( x + a) +6y = x.
dx2 dx (Meerut 2001, 06, 11; Kanpur 11)
[ D ( D − 1) − 4 D + 6] y = e z − a
or ( D − 3) ( D − 2) y = e z − a .
Comprehensive Exercise 1
9. x3 (d3 y / dx3 ) + 3 x2 (d2 y / dx2 ) + x (dy / dx) + y = x + log x. (Avadh 2006, 14)
2 2 2
10. x (d y / dx ) − x (dy / dx) + 4 y = cos (log x) + x sin (log x).
A nswers 1
1
1. y = c1 x2 + c2 x3 + x
2
1 4
2. y = c1 x2 + c2 x3 + x
2
1
3. y = c1 x + c2 x2 + ⋅ (1/ x)
6
1 2
4. y = c1 x2 + (c2 / x2 ) + x log x
4
1 2 1 1
5. y = c1 x4 + c2 x −5 − x − x−
14 9 20
6. y = (c1 / x) + (c2 / x2 ) + (e x / x2 )
1 6
7. y = c1 {cos (log x2 + c2 )} / x3 + log x −
13 169
8. (i) y = c1 x cos (log x + c2 ) + x log x
1 3
(ii) y = c1 x −1 + c2 √ x cos {(√ 3 / 2) log x + c3 } + x log x − x
2 4
1
9. y = c1 x − 1 + c2 √ x cos {(√ 3 / 2) log x + c3 } + x + log x
2
10. y = x [c1 cos (√ 3 log x) + c2 sin (√ 3 log x)]
1 1
+ [3 cos (log x) − 2 sin (log x)] + x sin (log x)
13 2
11. y = cx −1 + c2 x cos (log x + c3 ) + 5 x + 2 x −1 log x
1
12. y = x2 (c1 x √3 + c2 x −√3 ) +
6x
1 (5 sin log x + 6 cos log x) 382 cos log x + 54 sin log x
+ log x ⋅ +
x 61 3721
1 1 x
13. y = (c1 + c2 log x) + log
x x 1− x
1
14. y = c1 (3 x + 2)2 + c2 (3 x + 2)−2 + [(3 x + 2)2 log (3 x + 2) + 1]
108
15. y = c1 cos log (1 + x) + c2 sin log (1 + x) + 2 log (1 + x) sin log (1 + x)
D-129
d2 y dy
2. C.F. of the differential equation x2 2
+ 4x + 2 y = e x is
dx dx
(a) c1 + c2 x (b) c1 x −1 + c2 x −2
(c) c1 e − x + c2 e x (d) None of these
3
d y d2 y dy
3. C.F. of the differential equation x4 3
+ 2 x3 2
− x2 + xy = 1 is
dx dx dx
x −x
(a) (c1 + c2 x) e + c3 e (b) c1e x + c2 e − x + c3 e2 x
c3 1
(c) (c1 + c2 log x) x + + log x (d) None of these.
x 4x
d2 y dy
4. C.F. of the differential equation ( x + a)2 2
− 4 ( x + a) + 6 y = x is
dx dx
2 3
(a) c1 x + c2 x (b) c1 ( x + a)3 + c2 ( x + a)2
(c) c1 e3 x + c2 e2 x (d) None of these.
True or False
Write ‘T’ for true and ‘F’ for false statement.
d2 y dy
1. x2 −x − 3 y = x2 log x is a linear homogeneous differential equation of
dx2 dx
order two. (Meerut 2003)
d3 y d2 y dy
2. x4 3
+ 2 x3 2
− x2 + xy = 1 is not a linear homogeneous differential
dx dx dx
equation of order 3.
d3 y d2 y dy
3. x3 3
+ 4 x2 2
+ 2x + xy = x2 is a linear homogeneous differential
dx dx dx
equation of order 3.
A nswers
Multiple Choice Questions
1. (b) 2. (b) 3. (c)
4. (b)
True or False
1. T 2. F 3. F
¨
D-131
6
O rdinary S imultaneous
D ifferential E quations
6.1 Introduction
n the present chapter, we shall discuss differential equations containing one
I idependent variable and two or more than two dependent variables. To
completely solve such equations we need as many simultaneous equations as there are
dependent variables.
If ∆ vanishes then the system is dependent. Here we shall not consider such cases.
D-133
and x + ( D2 + 1) y = 0 . …(2)
Let us eliminate y from (1) and (2). Multiplying both sides of (2) by 4 and operating
on both sides of (1) by D2 + 1 and adding, we get
{( D2 + 1) ( D2 − 3) + 4} x = 0
or ( D4 − 2 D2 + 1) x = 0 . …(3)
D-134
−1
1 23 1 3t
= 10 e3 t ⋅ 1 + D + … t + e
132 22 22
1 1 1 cos 2 t
− ⋅ e0 t −
2 6 + 5 D2 + D4 2 (− 4)2 + 5 (− 4) + 6
5 e3 t 3t
t − 23 + e − 1 − 1 cos 2 t .
=
66 22 22 12 4
∴ x = (c1 cos √ 3 t + c2 sin √ 3 t) + (c3 cos √ 2 t + c4 sin √ 2 t)
5 3t 49 3 t 1 1
+ te − e − cos 2 t − ⋅ …(4)
66 1452 4 12
dx d2 x
Now from (4), we find and 2 .
dt dt
Putting the values of x and d2 x / dt2 in (1), we get
d2 x
y=− − 4 x + te3 t
dt2
or y = − (c1 cos √ 3 t + c2 sin √ 3 t) − 2 (c3 cos √ 2 t + c4 sin √ 2 t)
1 33 3 t 1
+ t . e3 t − e + ⋅ …(5)
66 2452 3
The required solution consists of the equations (4) and (5).
Example 4: Solve the simultaneous differential equations
dy dz
x + z =0 …(1) x + y =0. …(2)
dx dx
(Meerut 2001, 09B)
dy
∴ from (1), we get z = − x = − c1 x + c2 x −1. …(5)
dx
The required solution consists of the equations (4) and (5).
Example 5: Solve the simultaneous differential equations
d2 x d2 y
2
+ m2 y = 0 , − m2 x = 0 .
dt dt2
Solution: Writing D for (d / dt), the given equations are
D2 x + m2 y = 0 …(1)
2 2
and D y − m x =0 . …(2)
Eliminating y from (1) and (2), we get
( D4 + m4 ) x = 0 .
A.E. is M 4 + m4 = 0 ⇒ ( M 2 + m2 )2 − 2 M 2 m2 = 0 .
or ( M 2 − √ 2 Mm + m2 ) ( M 2 + √ 2 Mm + m2 ) = 0 .
∴ M 2 − √ 2 Mm + m2 = 0 , or M 2 + √ 2 Mm + m2 = 0 .
Solving these, we get
m m m m
M= ±i and M = − ±i ⋅
√2 √2 √2 √2
m m
∴ x = c1e(m / √2)t cos t + c2 + c3 e −(m / √2)t cos t + c4 …(3)
√2 √2
dx m m t + c − sin m t + c
∴ = c1e(m / √2)t . cos 2 2
dt √2 √2 √2
m m t + c + sin m t + c
− c3 e −(m / √2)t . cos 4 4
√2 √2 √2
d2 x m2 m t + c − 2 sin m t + c
and 2
= c1e(m / √2)t . cos 2 2
dt 2 √2 √2
m m2 m t+c
− cos t + c2 + c3 e −(m / √2)t . cos 4
√2 2 √2
m m
+ 2 sin t + c4 − cos t + c4
√2 √2
m m
= m2 c3 e −(m / √2)t sin t + c4 − c1e(m / √2)t sin t + c2 .
√2 √2
1 d2 x
From the equation (1), we get y = − ⋅
m2 dt2
Putting the value of d2 x / dt2 , we have
m m
y = c1e(m / √2)t sin t + c2 − c3 e −(m / √2)t .sin t + c4 . …(4)
√2 √2
The equations (3) and (4) constitute the required general solution of the given
equations.
D-137
1
or t + c1 t −2 .
x= …(3)
3
Now adding (1) and (2), we get
dx + dy
t (dx + dy) = t ( x + y) dt or = dt .
x+ y
Integrating, log ( x + y) = t + log c2 .
∴ x + y = c2 e t or y = c2 e t − x . …(4)
Putting in (4) the value of x found in (3), we get
1
y = c2 e t − t − c1t −2 . …(5)
3
The equations (3) and (5) give the required general solution of the given equations.
Example 7: Solve the simultaneous equations
d2 x dx d2 y dy
t2 +t + 2 y = 0 , t2 2 + t − 2x = 0 .
dt2 dt dt dt
Solution: Here both the given equations are linear homogeneous equations. First we
shall change them into linear differential equations with constant coefficients.
For this, we put t = e z .
Then denoting d / dz by D, we have
dx d2 x dy d2 y
t = Dx, t2 2 = D ( D − 1) x, t = Dy, t2 2 = D ( D − 1) y .
dt dt dt dt
∴ the given equations transform to
{ D ( D − 1) + D} x + 2 y = 0
i. e., D2 x + 2 y = 0 …(1)
and { D ( D − 1) + D} y − 2 x = 0
i. e., D2 y − 2 x = 0 . …(2)
Eliminating y from (1) and (2), we get
( D4 + 4) x = 0 .
A.E. is m4 + 4 = 0 , or (m2 + 2)2 − 4 m2 = 0
or (m2 − 2 m + 2) (m2 + 2 m + 2) = 0 .
D-138
∴ m2 − 2 m + 2 = 0 or m2 + 2 m + 2 = 0 .
2 ± √ (4 − 8) − 2 ± √ (4 − 8)
∴ m= and m =
2 2
i. e., m = 1 ± i, − 1 ± i .
∴ x = e z (c1 cos z + c2 sin z ) + e − z (c3 cos z + c4 sin z ) …(3)
dx
∴ = e z (c1 cos z + c2 sin z ) + e z (− c1 sin z + c2 cos z )
dz
− e − z (c3 cos z + c4 sin z ) + e − z (− c3 sin z + c4 cos z )
d2 x
and = e z (c1 cos z + c2 sin z ) + 2 e z (− c1 sin z + c2 cos z )
dz 2
− e z (c1 cos z + c2 sin z ) + e − z (c3 cos z + c4 sin z )
− 2 e − z (− c3 sin z + c4 cos z ) − e − z (c3 cos z + c4 sin z )
= 2 e z (− c1 sin z + c2 cos z ) − 2 e − z (− c3 sin z + c4 cos z ) .
From (1), we have
1 2 1 d2 x
y=− D x=− ⋅
2 2 dz 2
∴ y = e z (c1 sin z − c2 cos z ) + e − z (− c3 sin z + c4 cos z ) . …(4)
Now changing the variable z into t in the equations (3) and (4) by the relation t = e z or
z = log t, we get
x = t (c1 cos log t + c2 sin log t) + t −1 (c3 cos log t + c4 sin log t)
and y = t (c1 sin log t − c2 cos log t) + t −1 (− c3 sin log t + c4 cos log t) .
These equations give the required general solution of the given equations.
dx dy dz
Example 8: Solve = ny − mz , = lz − nx , = mx − ly.
dt dt dt (Kanpur 2012)
Comprehensive Exercise 1
4. d + 2 x + 3 y = 0 , 3 x + d + 2 y = 2 e3 t .
dt dt
dx dy
5. = 3x + 2 y , + 5x + 3 y = 0 .
dt dt (Gorakhpur 2009)
dx dy
6. = ax + by , = a ′ x + b ′ y.
dt dt
dx dy
7. + ωy = 0 , − ωx = 0 .
dt dt (Kanpur 2003, 05)
dx dy t
8. + 4 x + 3 y = t, + 2x + 5 y = e .
dt dt
dx dy dx dy
9. + − 2 y = 2 cos t − 7 sin t, − + 2 x = 4 cos t − 3 sin t .
dt dt dt dt
(Lucknow 2005, 09; Avadh 10)
10. ( D − 17) y + (2 D − 8) z = 0 , (13 D − 53) y − 2 z = 0 .
dx dy dx dy
11. 4 +9 + 11x + 31 y = e t , 3 +7 + 8 x + 24 y = e2 t .
dt dt dt dt
dx dy dy
12. +2 + x + 7 y = et − 3 , − 2 x + 3 y = 12 − 3 e t .
dt dt dt
d2 x d2 y
13. + 4 x + y = te t , + y − 2 x = sin2 t.
dt2 dt2
d2 xdy dx dy
14. − = 2 x + 2t , +4 =3y.
dt2 dt dt dt
dx 2 dy 1
15. + ( x − y) = 1, + ( x + 5 y) = t .
dt t dt t
A nswers 1
4 t 1 2t 7 2t 1 t
1. x = (c1 + c2 t) e −4 t + e − e , y = − (c1 + c2 + c2 t) e −4 t + e + e
25 36 36 25
1 2t 3 t 15 t
2. x = e − e + c1 e −6 t /5 , y = e − 8 c1 e −6 t /5 + c2 e − t
2 11 22
3 2t 2 13 4 3 12
3. x = c1 e −5 t + c2 e t + e − t− , y = − c1e −5 t + c2 e t + e2 t − t −
7 5 25 7 5 25
D-141
3 3t 5
4. x = c1 e t + c2 e −5 t − e , y = − c1e t + c2 e −5 t + e3 t
8 8
1 1
5. x = c1 cos t + c2 sin t, y = (c2 − 3 c1) cos t − (c1 + 3 c2 ) sin t
2 2
1
6. x = c1e m1t + c2 e m2 t , y = (m1 − a) c1 e m1t + (m2 − a) c2 e m2 t , where
{ }
b
(a + b ′ ) + √ [(a − b ′ )2 + 4 a ′ b] (a + b ′ ) + √ [(a − b ′ )2 + 4 a ′ b]
m1 = and m2 =
2 2
7. x = c1 cos ωt + c2 sin ωt, y = c1 sin ωt − c2 cos ωt
5 1 31
8. x = c1e −2 t + c2 e −7t + t − et − ,
14 8 196
1 − 3 t − 2 c e −2 t + 3 c e −7t + 5 e t + 27
y= 1 2
3 7 8 98
Taking z as the independent variable, the equations (1) and (2) can be written in the
form
dx dy
P1 + Q1 + R1 = 0
dz dz
dx dy
P2 + Q2 + R2 = 0 .
dz dz
Solving these equations for dx / dz and dy / dz by the method of cross- multiplication, we
get
dx / dz dy / dz 1
= =
Q1 R2 − Q2 R1 R1 P2 − R2 P1 P1Q2 − P2 Q1
dx dy dz
or = = ,
Q1 R2 − Q2 P1 R1 P2 − R2 P1 P1Q2 − P2 Q1
x dx dy dz
Example 10: Solve 2 = = ⋅
z − 2 yz − y2 y+z y−z
(Meerut 2001, 04; Avadh 08)
Solution: Taking the last two members of the given equations, we get
( y − z ) dy = ( y + z ) dz or y dy − z dz − ( y dz + z dy) = 0
or 2 y dy − 2 z dz − 2 ( y dz + z dy) = 0 .
Integrating, we get
y2 − z 2 − 2 yz = c1 . …(1)
D-144
Solution: Taking the last two members of the given equations, we get
dy dz
= ⋅
y z
Integrating, we get
log y = log z + log c1
or log y = log (c1 z ) or y = c1z . …(1)
Again choosing x, y, z as multipliers, we get
dx dy dz x dx + y dy + z dz
= = = ⋅
y2 + z 2 − x2 − 2 xy − 2 xz − x ( x2 + y2 + z 2 )
Taking the last two fractions, we get
dz 2 x dx + 2 y dy + 2 z dz
= ⋅
z x2 + y2 + z 2
Integrating, log z + log c2 = log ( x2 + y2 + z 2 )
or x2 + y2 + z 2 = zc2 . …(2)
The required solution consists of the equations (1) and (2) .
dx dy dz
Example 12: Solve = = ⋅
1 − 2 3 x2 sin ( y + 2 x) (Meerut 2001, 10B; Gorakhpur 07)
∴ dz = 3 x2 sin c1 dx .
Integrating, z = x3 sin c1 + c2
or z − x3 sin ( y + 2 x) = c2 . …(2)
dx dy dz
Example 13: Solve 2 2
= 2 2
= ⋅
x(y − z ) − y (z + x ) z ( x + y2 )
2
(Meerut 2005, 11)
1 1 1
Solution: Choosing , − , − as multipliers, we have each fraction
x y z
dx dy dz
− −
x y z
= ⋅
0
dx dy dz dx dy dz
∴ − − =0 ⇒ = + ⋅
x y z x y z
Integrating, log x + log c1 = log y + log z
or yz = c1 x. …(1)
Again choosing x, y, z as multipliers, we get
x dx + y dy + z dz
each fraction = ⋅
0
∴ x dx + y dy + z dz = 0 .
Integrating, x2 + y2 + z 2 = c2 . …(2)
The equations (1) and (2) give the required solution of the given equations.
dx dy dz
Example 14: Solve = = ⋅
cos ( x + y) sin ( x + y) z
(Meerut 2006, 07B; Gorakhpur 08, 11)
x y π
or z √2 cot + + = c2 . …(2)
2 2 8
Solution: From the first two members of the given differential equations, we have
x = c1 y. …(1)
Again choosing x, y, z as multipliers, we have
dx dy dz x dx + y dy + z dz
= = = 2
x y z − a √ ( x + y + z ) x + y + z 2 − az √ ( x2 + y2 + z 2 )
2 2 2 2
dy dz u du
or = = , putting x2 + y2 + z 2 = u2
y z − au u2 − azu
dy dz du du + dz
or = = = ⋅
y z − au u − az (u + z ) (1 − a)
Taking the first and the last members and integrating, we get
(1 − a) log y = log (u + z ) + log c2
or y(1− a) = (u + z ) c2
or y(1− a) = c2 { √ ( x2 + y2 + z 2 ) + z } . …(2)
The required solution consists of the equations (1) and (2).
dx dy dz
Example 16. Solve 3 = = ⋅
y x − 2 x4 2 y4 − x3 y 9 z ( x3 − y3 )
Solution: From the first two members of the given differential equations, we get
(2 y4 − x3 y) dx = ( y3 x − 2 x4 ) dy
2 y 1 1 2x
or 3 − 2 dx = 2 − 3 dy , dividing by x3 y3
x y x y
1 2y 1 2x
or 2 dy − 3 dx + 2 dx − 3 dy = 0 .
x x y y
y x
Integrating, 2
+ = c1 . …(1)
x y2
1 1 1
Again taking , , as multipliers, we get
x y 3z
1 1 1 1 1 1
dx + dy + dz dx + dy + dz
x y 3z x y 3z
each fraction = 3 = ⋅
( y − 2 x3 ) + (2 y3 − x3 ) + 3 ( x3 − y3 ) 0
1 1 1
∴ dx + dy + dz = 0 .
x y 3z
D-147
1
Integrating, log x + log y + log z = log c2
3
or xyz1 /3 = c2 . …(2)
Solution: From the first two members of the given differential equations, we get
dx dy
= ⋅
x y
Integrating, log x = log y + log c1
or x = c1 y. …(1)
Again taking the last two members, we get
dy dz dy dz
= or = [∵ x = c1 y]
y2 xyz − 2 x2 y2 c1 y2 z − 2 c12 y2
dz dz
or dy = or c1 dy = ⋅
c1z − 2 c12 z − 2 c1
dx dy
Solution: We have 2 = 2 .
x y
1 1
Integrating, = + c1
x y
or y − x = c1 xy. …(1)
Also using 1/ x, − 1/ y and c1 / n as multipliers, each fraction
(1/ x) dx − (1/ y) dy + (c1 / n) dz
=
x − y + c1 xy
(1/ x) dx − (1/ y) dy + (c1 / n) dz
= , using (1).
0
∴ (1/ x) dx − (1/ y) dy + (c1 / n) dz = 0 .
Integrating, log x − log y + (c1 / n) z = c2
c1 y nxy y
or z = log + c2 or z = log + c2 . …(2)
n x y−x x
The required solution consists of the equations (1) and (2).
Comprehensive Exercise 2
− dx dy dz
7. = = ⋅
x ( x + y) y ( x + y) ( x − y) (2 x + 2 y + z )
dx dy dz
8. = = ⋅
1 3 5 z + tan ( y − 3 x) (Meerut 2006B; Gorakhpur 08, 11)
dx dy dz
9. = = ⋅
x ( y − z ) y (z − x) z ( x − y)
dx dy dz
10. = = ⋅
x ( y2 − z 2 ) y (z 2 − x2 ) z ( x2 − y2 ) (Gorakhpur 2005, 09)
dx dy dz
11. = = ⋅
1+ y 1+ x z
dx dy dz
12. = = ⋅
y2 + yz + z 2 z 2 + zx + x2 x2 + xy + y2 (Avadh 2007)
dy − dx dz − dy dz − dx
Hint. = =
( x − y) ( x + y + z ) ( y − z ) ( x + y + z ) ( x − z ) ( x + y + z )
dx dy dz
13. 2 = 2 = 2 ⋅
x − yz y − zx z − xy (Gorakhpur 2006)
dx − dy dy − dz dz − dx
Hint. = = ⋅
( x − y ) ( x + y + z ) ( y − z ) ( x + y + z ) (z − x) ( x + y + z )
dx dy dz
14. = = ⋅ (Kanpur 2009)
x2 + y2 + yz x2 + y2 − xz z ( x + y)
dx − dy dz x dx + y dy
Hint. = =
z ( x + y) z ( x + y) ( x + y) ( x2 + y2 )
dx dy dz
15. = = ⋅
y+z z+x x+ y
dx − dy dy − dz dx + dy + dz
Hint. = = .
y−x z−x 2 ( x + y + z )
A nswers 2
1. x2 − y2 = c1, x2 − z 2 = c2
2. lx + my + nz = c1, x2 + y2 + z 2 = c2
These equations constituting the general solution of the given differential
equations represent a family of circles.
3. x + y = c1, log { z 2 + ( x + y)2 } − 2 x = c2
D-150
5. xy = c1, (z 2 + xy)2 − x4 = c2
6. x2 − y2 − z 2 = c1, 2 xy − z 2 = c2
7. xy = c1, x2 + y2 + ( x + y) z = c2
8. y − 3 x = c1, 5 z + tan ( y − 3 x) = c2 e5 x
9. x + y + z = c1, xyz = c2
10. x2 + y2 + z 2 = c1, xyz = c2
11. z ( x − y) = c1, z = c2 ( x + y + 2)
12. ( y − x) = c1 (z − x), ( y − x) = c2 (z − y)
13. ( x − y) = c1 ( y − z ), ( y − z ) = c2 (z − x)
14. x − y − z = c1, x2 + y2 = z 2 c2
dx dy dz
4. Solution set of the equations = = is
y+z z+x x+ y
(a) ( y − x) = c1 (z − y) (b) x + y = c1 ( y + z )
2
( x − y) ( x + y + z ) = c2 ( x − y)2 ( x + y + z ) = c2 .
A nswers
Multiple Choice Questions
1. (a) 2. (b)
3. (c) 4. (a)
5. (b) 6. (c)
7. (a)
¨
D-153
7
L inear E quations of S econd
O rder W ith V ariable C oefficients
d2 y dy
2
+P + Qy = R …(1)
dx dx
i. e., it is a solution of
d2 y dy
2
+P + Qy = 0 .
dx dx
d2 u du
∴ 2
+P + Qu = 0 . …(2)
dx dx
Let y = uv be the solution of (1).
dy du dv
Putting y = uv, we get =v +u
dx dx dx
d2 y d2 u
du dv d2 v
and 2
=v 2
+2
+u 2 ⋅
dx dx dx dx dx
Substituting these values the equation (1) becomes
d2 u du dv d2 v du dv
v 2 + 2 + u 2 + P v + u + Q vu = R
dx dx dx dx dx dx
d2 v dv du d2 u du
or u 2
+ 2 + Pu + v 2 + P + Qu = R
dx dx dx dx dx
d2 v dv du
or u 2
+ 2 + Pu + v. 0 = R , using (2)
dx dx dx
d2 v 2 du dv R
or + P +
2 = ⋅ …(3)
dx u dx dx u
dv d2 v dp
Putting = p, 2 = , (3) becomes
dx dx dx
dp 2 du R
+ P + p= , …(4)
dx u dx u
which is linear with p as dependent variable.
2 du 2
∫ P + dx ∫ P dx + du
I. F. = e u dx = e u
2 log u + ∫ P dx
=e = u2 e ∫ P dx
Hence solution of (4) is
R
pu2 e ∫ P dx = 2
e ∫ P dx dx + c1.
∫ u u
…(5)
dv c1e − ∫ P dx e − ∫ P dx
u Re ∫ P dx dx.
∴ p=
dx
=
u2
+
u2 ∫
Integrating this, we get
e − ∫ P dx e − ∫ P dx
u Re ∫ P dx dx dx.
y = c2 + c1
u 2∫ dx +
u
2 ∫ ∫
Hence the solution of (1) is
e − ∫ P dx e − ∫ P dx
⋅ u Re ∫ P dx dx dx. …(6)
y = uv = c2 u + c1 u
u 2 ∫ dx + u
u
2 ∫ ∫
D-155
It contains the given solution y = u and since it contains two arbitrary constants so it is
the complete primitive or the general solution of (1). It is evident from (6) that the
second part of the complementary function is
e − ∫ P dx
u
∫ u2
dx and the particular integral is
e − ∫ P dx P dx
u
∫
u
2
⋅
∫ u Re ∫ dx dx.
d2 y dy
Example 1: Solve ( x + 2) − (2 x + 5) + 2 y = ( x + 1) e x .
dx2 dx
(Gorakhpur 2009; Lucknow 07; Rohilkhand 09; Kanpur 07, 09)
x +1 x
1 1 x
=
∫ ( x + 2)2 e dx + c1 = ∫ x + 2 − ( x + 2)2 e dx + c1
1 1 1
ex + x x
=
x +2 ∫e ⋅
( x + 2)2
dx −
∫e ( x + 2)2
dx + c1 ,
1
= − e− x − c1 (2 x + 5) e −2 x + c2 .
4
∴ The general solution of (1) is
1
y = v e2 x = − e x − c1 (2 x + 5) + c2 e2 x .
4
d2 y dy
Example 2: Solve x − (2 x − 1) + ( x − 1) y = 0 .
dx2 dx (Meerut 2010; Gorakhpur 08)
I. F. = e ∫
− dx
= e− x .
pe − x = x
⋅ e − x dx + c1 = x + c1.
∴
∫e
dv
∴ p= = x e x + c1 e x .
dx
Integrating this, we get
v = x e x − e x + c1e x + c2 .
∴ The complete solution of (1) is
y = v x = x2 e x − x e x + c1 x e x + c2 x .
d2 y dy
Example 4: Solve 2
− cot x − (1 − cot x) y = e x sin x .
dx dx (Meerut 2007B)
e2 x e2 x 1
sin x dx + c1 = e2 x + c1 .
∴ p
sin x
=
∫ sin x 2
dv 1
∴ p= = sin x + c1 e −2 x sin x .
dx 2
Integrating this, we get
1 c
v=− cos x + 1 e −2 x (− 2 sin x − cos x) + c2 .
2 5
∴ The complete solution of (1) is
1 x c
y = v ex = − e cos x − 1 e − x (2 sin x + cos x) + c2 e x .
2 5
D-159
d2 y dy
Example 5: Solve x2 − 2 x (1 + x) + 2 (1 + x) y = x3 .
dx2 dx
(Rohilkhand 01; Gorakhpur 10; Lucknow 05, 06)
Solution: The given equation can be written in the standard form as
d2 y 1 dy 1 1
2
− 2 + 1 +2 2 + y = x. …(1)
dx x dx x x
Here P + Q x = 0 ,
∴ y = x is a part of the C.F. of (1).
dy dv
Putting y = v x, =x +v
dx dx
d2 y d2 v dv
and 2
= x 2
+2
dx dx dx
in (1), we have
d2 v dv dp dv
2
−2 =1 or − 2 p = 1, where p =
dx dx dx dx
which is linear in p.
− 2 dx
I. F. = e ∫ = e −2 x .
1 −2 x
pe −2 x = 1 ⋅ e −2 x dx + c1 = −
∴
∫ 2
e + c1.
dv 1
∴ p= = − + c1 e2 x .
dx 2
1 c
Integrating, we get v = − x + 1 e2 x + c2 .
2 2
∴ The complete solution of (1) is
1 c
y = v x = − x2 + 1 x e2 x + c2 x.
2 2
d2 y
Example 6: Solve sin2 x = 2 y, given y = cot x is a solution.
dx2
(Purvanchal 2010; Lucknow 08; Kanpur 07, 08)
dy dv
Solution: Putting y = v cot x, = cot x − v cosec2 x,
dx dx
d2 y d2 v dv
2
= 2
cot x − 2 cosec2 x + 2 v cosec2 x cot x,
dx dx dx
the given differential equation becomes
d2 v dv
sin2 x cot x 2 − 2 =0
dx dx
d2 v 2 dv
or − =0
dx2 sin x cos x dx
dp 2 dv
or − p = 0 , where p =
dx sin x cos x dx
D-160
dp 2
or = dx = 4 cosec 2 x dx .
p sin x cos x
Integrating, we get
1
log p = 4 ⋅ log tan x + log c1
2
dv
or p= = c1 tan2 x = c1 (sec2 x − 1) .
dx
2
∴ v = c1
∫ (sec x − 1) dx + c2 = c1 (tan x − x) + c2 .
…(1)
Here P + Qx = 0,
∴ y = x is a part of the C.F. of the solution of (1).
dy d2 y
Putting y = vx and the corresponding values of , in (1), we get
dx dx2
d2 v2 x cos x dv sin x ( x sin x + cos x)
+ −
2
=
dx x x sin x + cos x dx x
x2
= e2 log x − log ( x sin x + cos x)
=
x sin x + cos x
x2
∴ p⋅
x sin x + cos x
=
∫ x sin x dx + c1 = − x cos x + sin x + c1.
dv 1 c
∴ p= = (− x cos x + sin x) ( x sin x + cos x) + 12 ( x sin x + cos x)
dx x2 x
dv 1 1 1 1
or = − sin x cos x − cos 2 x + 2 sin x cos x + c1 sin x + 2 cos x
dx x x x x
D-161
1 1 2 1
or v=−
2 ∫ sin 2 x dx − 2 ∫ x cos 2 x − x2 sin 2 x dx
sin x cos x
+ c1
∫ x
+ 2 dx + c2
x
1 1 d sin 2 x d cos x
=
4
cos 2 x −
2 ∫ dx x
dx − c1 ∫ dx x
dx + c2
1 1 sin 2 x cos x
= cos 2 x − − c1 + c2 .
4 2 x x
∴ The complete solution of (1) is
1 1
y = vx = x cos 2 x − sin 2 x − c1 cos x + c2 x .
4 2
dy d2 y
Example 8: Solve x − y = ( x − 1) 2 − x + 1 .
dx dx
Here P + Qx = 0 ,
∴ y = x is a part of the C.F. of the solution of (1).
dy d2 y
Putting y = vx and the corresponding values of and 2 in (1), we get
dx dx
d2 v 2 x dv x − 1
+ − =
dx2 x x − 1 dx x
dp 2 x x −1 dv
or + − p= , where p =
dx x x − 1 x dx
which is linear in p.
2 x
∫ − dx 2 1
x x − 1 ∫ −1 − dx
I. F. = e =e x x −1
x2 − x
= e2 log x − x − log ( x −1)
= e .
x −1
x2 x − 1 x2 − x
e− x =
∴ p⋅
( x − 1) ∫ x
⋅
x −1
e dx + c1
xe − x dx + c1 = − xe − x − e − x + c1 .
=
∫
dv x − 1 ( x − 1) c1 ( x − 1) x
∴ p= =− − + e
dx x x2 x2
dv 1 1 1
or = − 1 + 2 + c1 − 2 e x .
dx x x x
D-162
Integrating, we get
1 1
v=− x− + c1 e x + c2 .
x x
∴ The complete solution of (1) is
y = vx = − x2 − 1 + c1 e x + c2 x
or y = c1e x + c2 x − (1 + x2 ) .
Comprehensive Exercise 1
d2 y 2 2
11. Solve 2
+ 1 + cot x − 2 y = x cos x ,
dx x x (Gorakhpur 2008, 11)
sin x
given that is an integral included in the C.F.
x
d2 y dy −1
12. Solve (1 − x2 ) 2
−x − a2 y = 0 , given that y = ce a sin x is an integral.
dx dx
D-163
A nswers 1
1 1
1. y=− x e x + c1e x ( x + 1)5 + c2 e x
4 5
1 2 x 1
2. y = − x e + xe x + c1 x3 e x + c2 e x
2 3
3. y = x e2 x + c1 x2 e x + c2 e x
1
4. y=− (sin 2 x − 2 cos 2 x) + c1 (sin x − cos x) + c2 e − x
10
1
5. y = − x + c1 x2 e − x + c2 e x
2
6. y = c1e3 x (4 x3 − 42 x2 + 150 x − 183) + c2 e x
7. y = x3 + (c1 − 3) x2 − 2 (c1 − 3) ( x − 1) + c2 e − x
y = − c1 xe − x − xe x + e x
8.
∫ (2 x − 1) log (2 x − 1) dx
− 2 e x [e −2 x (2 x − 1) e2 x log (2 x − 1) dx] dx + c2 e x
∫ ∫
e− x
y = e x log x + c1 e x dx + c2 e x
9.
∫ x
−3 3
10. y = c1 x + c2 x
x2 sin x 2 sin x
11. y =
6
+ c1 − x cos x + 2 sin x log sin x −
x ∫ log sin x dx
sin x
+ c2
x
c −1 −1
12. y = − 1 e −2 a sin x + c2 ⋅ e a sin x
2a
If we are unable to obtain a part of the C.F. of the solution of the differential equation
d2 y dy
2
+P + Qy = R, …(1)
dx dx
then we cannot solve (1) by the method given in article 7.2. In such cases the equation
(1) can sometimes be solved by reducing it into the form in which the term containing
the first derivative is absent. For this we first change the dependent variable from y to v
in the equation (1) by putting y = uv, where u is some function of x.
D-164
dy du dv d2 y
Then =v +u ,
dx dx dx dx2
d2 u dv du d2 v
=v +2 ⋅ +u 2 ⋅
dx2 dx dx dx
dy d2 y
Putting the values of y , , in (1), we get
dx dx2
d2 u dv du d2 v du dv
v 2 + 2 ⋅ + u 2 + P v + u + Q vu = R
dx dx dx dx dx dx
d2 v 2 du dv d2 u du
or u2
+ u P + + v 2 +P + Qu = R. …(2)
dx u dx dx dx dx
dv
To remove the term of the first derivative we choose u such that
dx
2 du du 1
P+ =0 or = − P dx
u dx u 2
1 − 1 ∫ P dx
or log u = −
2 ∫ P dx or u=e 2 …(3)
du 1 d2 u 1 du dP
But from (3), = − Pu, 2 = − P +u
dx 2 dx 2 dx dx
11 dP
=− P − 2 Pu + u dx
2
1 1 dP
= P2 u − u ⋅
4 2 dx
Putting these values in (4), we get
d2 v 1 1 dP 1 R
+ v P2 −
2
− P ⋅ P + Q =
dx 4 2 dx 2 − 1 ∫ P dx
e 2
d2 v P2 1 dP 1 P dx
∫
or + v Q −
2
− = R e2
dx 4 2 dx
d2 v
or + Xv = Y ,
dx2
1 P dx
1 dP 1 2 ∫
where X =Q− − P and Y = Re2 .
2 dx 4
The reduced equation (5) may easily be integrated. The equation (5) is called the
normal form of the equation (1).
Note: The students should remember the values of u, X and Y . They can write the
reduced equation (5) directly.
D-165
d2 y dy 2
Example 9: Solve 2
− 4x + (4 x2 − 1) y = − 3 e x sin 2 x .
dx dx
(Rohilkhand 2001; Meerut 05; Agra 07; Gorakhpur 09)
2
Solution: Here P = − 4 x, Q = 4 x2 − 1, R = − 3 e x sin 2 x .
− 1 ∫ P dx − 1 ∫ −4 x dx 2
We choose u = e 2 =e 2 = ex .
Putting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2 1 1
where X =Q− − P = 4 x2 − 1 − (− 4) − ⋅ 16 x2 = 1 ,
2 dx 4 2 4
1 P dx 2 2
∫
and Y = Re2 = −3 e x sin 2 x ⋅ e − x = −3 sin 2 x.
Hence the normal form (1) of the given equation is
d2 v
+ v = − 3 sin 2 x or ( D2 + 1) v = − 3 sin 2 x. …(2)
dx2
Now (2) is a linear differential equation with constant coefficients.
A.E. is m2 + 1 = 0 ⇒ m2 = − 1 ⇒ m = ± i .
∴ C.F. of the solution of (2) = c1 cos x + c2 sin x .
1 −3
P. I. = 2 (− 3 sin 2 x) = sin 2 x = sin 2 x.
D +1 − 22 + 1
∴ the solution of (2) is v = c1 cos x + c2 sin x + sin 2 x.
Hence the general solution of the given equation is
2
y = uv = e x (c1 cos x + c2 sin x + sin 2 x) .
d2 y dy
Example 10: Solve − 2 tan x + 5 y = sec x . e x .
dx2 dx
(Agra 2006; Gorakhpur 06; Kanpur 09)
x
Solution: Here P = − 2 tan x, Q = 5, R = e sec x .
− 1 ∫ P dx
We choose u = e 2 = e ∫ tan x dx = e log sec x
= sec x.
Substituting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2 1
where X = Q − − P = 5 − (− 2 sec2 x) − tan2 x = 6
2 dx 4 2
1 P dx
∫
and Y = Re2 = e x sec x (sec x)−1 = e x .
D-166
d2 y dy 2
Example 12: Solve 2
− 4x + (4 x2 − 3) y = e x .
dx dx (Gorakhpur 2005, 07; Lucknow 09)
2
Solution: Here P = − 4 x, Q = 4 x2 − 3, R = e x .
− 1 ∫ P dx 2
We choose u1 = e 2 = e ∫ 2 x dx = e x .
Substituting y = uv in the given equation, it reduces to its normal form
d2 v
+ Xv = Y , …(1)
dx2
1 dP 1 2
where X =Q− − P = −1
2 dx 4
1 P dx
∫
and Y = R e2 = 1.
Hence the normal form (1) of the given equation is
d2 v
− v = 1 or ( D2 − 1) v = 1 . …(2)
dx2
A.E. is m2 − 1 = 0 , giving m = ± 1.
∴ C.F. of the solution of (2) = c1 e x + c2 e − x .
1 1 1
P. I. = (1) = e0 x = e0 x = − 1 .
D2 − 1 D2 − 1 02 − 1
∴ the solution of (2) is v = c1 e x + c2 e − x − 1.
Hence the complete solution of the given equation is
2
y = uv = e x (c1e x + c2 e − x − 1) .
d2 y dy
Example 13: Solve 2
+ 2x + ( x2 + 1) y = x3 + 3 x .
dx dx
Solution: Here P = 2 x, Q = x2 + 1, R = x ( x2 + 3) .
− 1 ∫ P dx 2
We choose u = e 2 = e− x /2
.
2 2
x2 x e x /2 dx + 3 x ex /2
=
∫ ∫ dx + c1
2 2 2
= x2 e x /2
x ex /2
x ex /2
−2
∫ dx + 3
∫ dx + c1,
Comprehensive Exercise 2
d2 y 2 dy 2 2
7. − + a + 2 y = 0 .
dx2 x dx x
d2 y dy
8. 2 + y cot x + 2 + y tan x = sec x .
dx dx
d2 y dy
9. x2 (log x)2 2
− 2 x log x + [2 + log x − 2 (log x)2 ] y = x2 (log x)3 .
dx dx
2
d y dy
10. 2
− 2 tan x +5y =0.
dx dx (Agra 2008)
A nswers 2
1. y = x e x (c1 x + c2 )
2
2. y = e x (c1 cos x + c2 sin x + sin 2 x − 3 e −2 x − 18)
1 x
3. y = x (c1 cos x + c2 sin x + e )
2
4. y = (c1 cos √ 2 x + c2 sin √ 2 x) sec x
D-170
1 1
5. y= c1 cos (nx + c2 ) or y= (c1 e nx + c2 e − nx )
x x
6. y = x (c1 cos x + c2 sin x)
7. y = x c1 cos (ax + c2 )
1
8. y= sin x + (c1 x + c2 ) cos x
2
9. y = { c1 x2 + c2 x −1 + 1
3
x2 log x} . log x
d2 z dz
2 +P
d y dx2 dx ⋅ dy + Q y = R
or +
dz 2 dz
2 dz dz 2 dz
2
dx dx dx
d2 y dy
or + P1 + Q1 y = R1, …(2)
dz 2 dz
d2 z 2 2 2
dz dz dz dz
where P1 = 2 + P , Q1 = Q and R1 = R .
dx dx dx dx dx
Here P1, Q 1 and R1 are functions of x and may be expressed as functions of z with the
help of the relation z = f ( x) .
D-171
How to choose z ? We would like to choose z in such a way that the equation (2) can
be easily integrated.
Case I: Let us choose z in such a way that P1 vanishes i. e.,
d2 z dz
2
+P =0
dx dx
d dz dz
⇒ +P =0
dx dx dx
dz
= e − ∫ P dx ⇒ z = − ∫ P dx
⇒
dx ∫ [e ] dx .
d2 y
Then the equation (2) is reduced to + Q 1 y = R1 .
dz 2
Now this equation can be easily solved, if
(i) Q 1 is a constant because then it is a linear equation with constant coefficients,
(ii) Q1 is of the form (constant)/z 2 because then it is a linear homogeneous equation
with variable coefficients.
Case II: Suppose we choose z such that
Q
Q1 = 2
= ± a2 (i. e., a constant)
dz
dx
dz
or a
dx
= √ (± Q) or az =
∫ √ (± Q) dx ,
(+ ive or – ive sign is taken to make the expression under the radical sign + ive).
With this choice of z, the equation (2) is reduced to
d2 y dy
2
+ P1 + a2 y = R1.
dz dz
This equation can be easily solved if P1 comes out to be a constant because then it
is a linear equation with constant coefficients.
Note 1: Students should remember the values of P1, Q1 and R1 in equation (2).
Note 2: There are only two choices for z, either P1 = 0 or Q 1 = a2 . Sometimes it is
possible to make both the choices to get the solution of the given equation.
d2 y dy
Example 15: Solve x 2
− − 4 x3 y = 8 x3 sin x2 .
dx dx
(Meerut 2004, 13B; Garhwal 09; Agra 05; Gorakhpur 09)
d2 y 1 dy
− − 4 x2 y = 8 x2 sin x2 . …(1)
dx2 x dx
Here P = − 1/ x, Q = − 4 x2 , R = 8 x2 sin x2 .
Changing the independent variable from x to z by a relation of the form z = f ( x), the
given equation is transformed into
d2 y dy
2
+ P1 + Q 1 y = R1, …(2)
dz dz
d2 z
dz
2
+P
where P1 = dx dx , Q = Q , R = R ⋅
2 1 2 1 2
dz
dz dz
dx dx dx
− 4 x2
Choosing z such that Q 1 = = constant = −1 (say), we have
(dz / dx)2
(dz / dx)2 = 4 x2 . ∴ dz / dx = 2 x ⇒ z = x2 .
1
2− ⋅2x
Now P1 = x = 0 , R1 = 2 sin x2 = 2 sin z .
4 x2
∴ The transformed equation (2) is
d2 y
− y = 2 sin z or ( D2 − 1) y = 2 sin z . …(3)
dz 2
A.E. is m2 − 1 = 0 ⇒ m2 = 1 ⇒ m = ± 1 .
∴ C.F. of the solution of (3) = c1 e z + c2 e − z .
1 2
P. I. = 2 sin z = sin z = − sin z .
D2 − 1 − 1− 1
d2 y dy
Example 16: Solve 2
+ cot x + 4 y cosec2 x = 0 .
dx dx (Meerut 2001; Agra 06; Gorakhpur 05)
Changing the independent variable from x to z by a relation of the form z = f ( x), the
given equation is transformed into
d2 y dy
+ P1 + Q 1 y = R1, …(1)
dz 2 dz
D-173
d2 z dz
2
+P
dx , Q = Q R
where P1 = dx 2 1 2
, R1 = 2
⋅
dz dz dz
dx dx dx
4 cosec2 x
Choosing z such that Q1 = = constant =1 (say), we have
(dz / dx)2
d2 y dy
Example 17: Solve cos x 2
+ sin x − 2 y cos3 x = 2 cos5 x .
dx dx
(Meerut 2006; Rohilkhand 07; Agra 07; Avadh 11; Purvanchal 06, 10)
− 2 cos2 x
Let us choose z such that Q1 = = constant = − 2 (say).
(dz / dx)2
2
dz 2 dz
Then = cos x, or = cos x or z = sin x .
dx dx
Now P1 = 0 , R1 = 2 cos2 x = 2 (1 − sin2 x) = 2 (1 − z 2 ) .
d2 y dy 1
Example 18: Solve x6 2
+ 3 x5 + a2 y = 2 ⋅
dx dx x
Solution: The given equation can be written in the standard form as
d2 y 3 dy a2 1
+ + y= 8 ⋅
dx2 x dx x6 x
3 a2 1
Here P= ,Q = 6 , R= 8 ⋅
x x x
To solve this differential equation we change the independent variable from x to z by
choosing z such that
Q a2 / x6
2
= 2
= constant = a2 (say).
(dz / dx) (dz / dx)
2
dz 1 dz 1
Then = 6, or = 3 or z = − 1/(2 x2 ).
dx x dx x
Now by the substitution z = − 1/(2 x2 ), the given differential equation is transformed
into
d2 y dy
+ P1 + Q1 y = R1, where
dz 2 dz
D-175
d2 zdz
+P 4 3
P1 = dx2 dx = (−3 / x ) + (3 / x)(1/ x ) = 0 ,
2 2
(dz / dx) (dz / dx)
Q R 1/ x8 1
Q1 = 2
= a2 , R1 = 2
= 6
= = −2 z .
(dz / dx) (dz / dx) 1/ x x2
∴ the transformed equation is
d2 y
+ a2 y = − 2 z or ( D2 + a2 ) y = − 2 z . …(1)
dz 2
The C.F. of the solution of (1) = c1 cos az + c2 sin az .
−1
1 1 D2
P. I. = (− 2 z ) = 1 + 2
2
(−2 z )
D2 + a2 a a
1 1 2 1
= 1 − 2 D + … (−2 z ) = 2 (−2 z ).
a2 a a
∴ the solution of the equation (1) is
1
y = c1 cos az + c2 sin az − ⋅ 2z .
a2
Hence the complete solution of the given equation is
a a 1
y = c1 cos 2 − c2 sin 2 + 2 2
2x 2x a x
a a 1
or y = c1 cos + c2 sin + ⋅
2 x2 2 x2 a2 x2
d2 y dy
Example 19: Solve 2
+ (tan x − 1)2 − n (n − 1) y sec 4 x = 0 .
dx dx
Solution: Comparing the given differential equation with the standard form
d2 y dy
2
+P + Qy = R, we have
dx dx
P = (tan x − 1)2 , Q = − n (n − 1) sec4 x, R = 0 .
To solve the given differential equation we change the independent variable from x to
z by choosing z such that
Q − n (n − 1) sec4 x
= = constant = − n (n − 1), say.
(dz / dx)2 (dz / dx)2
2
dz 4 dz
Then = sec x, or = sec2 x, or z = tan x.
dx dx
Now by the substitution z = tan x,the given differential equation is transformed into
d2 y dy
+ P1 + Q 1 y = R1, where
dz 2 dz
D-176
d2 z dz
+P 2 2 2
P1 = dx2 dx = 2 sec x tan x + (tan x − 1) sec x = 1,
2 4
(dz / dx) sec x
Q R
Q1 = 2
= − n (n − 1), R1 = =0.
(dz / dx) (dz / dx)2
∴ the transformed equation is
d2 y dy
2
+ − n (n − 1) y = 0
dz dz
or { D2 + D − n (n − 1)} y = 0 . …(1)
A.E. is m2 + m − n (n − 1) = 0
or (m + n) { m − (n − 1)} = 0 .
∴ m = − n, n − 1 .
∴ the solution of the equation (1) is
y = c1e − nz + c2 e(n − 1)z .
Hence the complete solution of the given equation is
y = c1e − n tan x + c2 e(n − 1) tan x .
Comprehensive Exercise 3
d2 y dy
9. x4 + 2 x3 + n2 y = 0 .
dx2 dx
d2 y dy
10. (1 + x2 )2 2
+ 2 x (1 + x2 ) +4y =0.
dx dx
A nswers 3
1 − cos x
1. y = c1e cos x + c2 e2 cos x + e
6
x x x
2. y = c1e3 e + c2 e e − e2 e
3. y = c1 cos {2 e − x (1 + x)} − c2 sin {2 e − x (1 + x)} + e − x (1 + x)
√ (a2 − x2 ) √ (a2 − x2 )
4. y = c1 cos + c2 sin
√a √a
1
5. y = c1 cos ( x2 + c2 ) + x2
4
2 1
6. y = (c1 + c2 x2 ) e − x +
2
7. y = c1 cos {log (1 + x) + c2 } + 2 log (1 + x) ⋅ sin log (1 + x)
8. y = c1e − cos x
+ c2 e cos x
n
9. y = c1 cos + c2
x
10. y = c1 cos (2 tan−1 x) + c2 sin (2 tan−1 x), or y (1 + x2 ) = c1 (1 − x2 ) + 2 c2 x.
u v
and W= is called the Wronskian of u and v
u1 v1
∴ C. S. = C. F. + P. I.
Note : The method of variation of parameters must be used, if instructed to do so in the
question.
∫
= − 2 (sec 2 x − cos 2 x) dx + c1
∫ ∫
= − 2 cos 2 x (sec 2 x − cos 2 x) dx + 2 sin 2 x sin 2 x dx
Now assume A and B as the functions of x in such a way that the given equation is
satisfied by
y = ( A + Bx) e x = Ae x + Bxe x . …(1)
dy dA dB
∴ = Ae x + B (e x + xe x ) + e x + xe x
dx dx dx
dA dB
= Ae x + B (e x + xe x ), assuming e x + xe x =0. …(2)
dx dx
d2 y dA dB
∴ = Ae x + B (2 e x + xe x ) + e x + (e x + xe x ) ⋅
dx2 dx dx
D-181
= − e x x log x dx + xe x log x dx
∫ ∫
x2 1 x2 1
= − e x dx + x ⋅ e x x log x −
2
log x −
∫ ⋅
x 2 ∫ x ⋅ x dx
x2 x2
1
= − e x log x − + x e x ( x log x − x) = x2 e x (2 log x − 3) .
2 4 4
1
Hence, the C.S. is y = (c1 + c2 x) e x + x2 e x (2 log x − 3).
4
Example 22: (ii) Solve by the method of variation of parameters
d2 y
+ n2 y = sec nx .
dx2
(Meerut 2003, 07; Gorakhpur 11; Lucknow 10; Avadh 09, 10, 13)
Solution: The C.F. of the given equation i. e. the solution of the equation
D-182
d2 y
+ n2 y = 0 is
dx2
y = c1 cos nx + c2 sin nx, where c1 and c2 are constants.
Let y = A cos nx + B sin nx …(1)
be the general solution of the given equation where A and B are functions of x, so
chosen that the given equation will be satisfied.
dy dA dB
Then = − An sin nx + Bn cos nx + cos nx + sin nx .
dx dx dx
Let us choose A and B such that
dA dB
cos nx + sin nx = 0 …(2)
dx dx
dy
Then = − An sin nx + Bn cos nx
dx
d2 y dA dB
and = − An2 cos nx − Bn2 sin nx − n sin nx + n cos nx .
dx2 dx dx
Putting these values in the given equation, we get
dA dB
−n sin nx + n cos nx = sec nx . …(3)
dx dx
Solving (2) and (3), we get
dA 1 dB 1
= − tan nx and = ⋅
dx n dx n
Integrating these, we get
1 x
A = 2 log cos nx + c1, B = + c2 .
n n
Putting these values of A and B in (1), the general solution of the given equation is
1 x
y = c1 cos nx + c2 sin nx + 2 cos nx log cos nx + sin nx .
n n
Example 23: Apply the method of variation of parameters to solve
d2 y
+ y = tan x.
dx2
Solution: The given differential equation is
d2 y
+ y = tan x or ( D2 + 1) y = tan x …(1)
dx2
A.E. is m2 = − 1 or m=±i
∴ C.F. is y = A cos x + B sin x
Here u = cos x, v = sin x, R = tan x
and W = uv1 − u1 v = cos2 x + sin2 x = 1
vR uR
∴ P.I. = −
∫ W
dx + v
∫ W dx .
D-183
uR cos x ⋅ tan x
and
∫ W dx = ∫ 1 = ∫ sin x dx = − cos x
∴ P. I. = [sin x − log (sec x + tan x)] cos x − cos x sin x
= − cos x log (sec x + tan x)
Hence the complete solution is y = A cos x + B sin x − cos x log (sec x + tan x)
Example 24: Solve by the method of variation of parameters
d2 y dy
x2 2
+x − y = x2 e x .
dx dx (Rohilkhand 2006, 11; Meerut 07;
Gorakhpur 06, 10; Purvanchal 06; Lucknow 08, 11; Avadh 14)
Solution: First we shall find the C.F. of the given equation i.e., the solution of the
equation
d2 y dy
x2 2
+x − y =0. …(1)
dx dx
This is a homogeneous linear equation. Putting x = e z , the differential equation (1)
becomes
d
{ D ( D − 1) + D − 1} y = 0 , where D ≡
dz
or ( D2 − 1) y = 0
whose solution is y = c1 e z + c2 e − z .
1
∴ solution of (1) is y = c1 x + c2 ⋅
x
B
Let y = Ax + …(2)
x
be the complete primitive of the given equation where A and B are functions of x, so
chosen that the given equation will be satisfied.
dy B dA 1 dB
Then = A− 2 + x+ ⋅ ⋅
dx x dx x dx
Let us choose A and B such that
dA 1 dB
x + ⋅ =0. …(3)
dx x dx
dy B d2 y dA 1 dB 2
Then = A− 2 and 2
= − 2 + 3 B.
dx x dx dx x dx x
Putting these values in the given equation, we get
dA 1 dB
− 2 = ex . …(4)
dx x dx
D-184
dy dA dB
Then = Ae x + B + e x +x ⋅
dx dx dx
Let us choose A and B such that
dA dB
ex +x =0. …(3)
dx dx
dy
Then = Ae x + B
dx
d2 y dA dB
and 2
= ex + + ex A .
dx dx dx
Putting these values in the given equation, we get
dA dB
ex + = 1 − x. …(4)
dx dx
Solving (3) and (4), we get
dA dB
= − xe − x and = 1.
dx dx
Integrating these, we get
A = (1 + x) e − x + c1 and B = x + c2 .
Putting the values of A and B in (2) the general solution of the given equation is
y = c1 e x + c2 x + 1 + x + x2 .
Example 26: Solve by the method of variation of parameters
d2 y dy
2
+ (1 − cot x) − y cot x = sin2 x.
dx dx
Solution: First we shall find the C.F. of the given equation i.e., the solution of the
equation
d2 y dy
2
+ (1 − cot x) − y cot x = 0 . …(1)
dx dx
Here 1 − P + Q = 0 , ∴ y = e − x is a part of the C.F.
Putting y = ve − x , the equation (1) reduces to
d2 v dv
− (1 + cot x) =0
dx2 dx
dp dv
or − (1 + cot x) p = 0 , where p =
dx dx
dp
or = (1 + cot x) dx .
p
Integrating, log p = x + log sin x + log c1.
dv
∴ p= = c1e x sin x
dx
x 1 x
or v = c1
∫e sin x dx + c2 = c1 ⋅
2
e (sin x − cos x) + c2 .
be the complete solution of the given equation where A and B are functions of x, so
chosen that the given equation will be satisfied.
dy dA dB − x
∴ = A (cos x + sin x) − Be − x + (sin x − cos x) + e .
dx dx dx
Let us choose A and B such that
dA dB − x
(sin x − cos x) + e =0. …(3)
dx dx
dy
∴ = A (cos x + sin x) − Be − x
dx
d2 y dA dB − x
and = (cos x + sin x) − e + A (− sin x + cos x) + Be − x .
dx2 dx dx
Putting these values in the given equation, we get
dA dB − x
(cos x + sin x) − e = sin2 x. …(4)
dx dx
Solving (3) and (4), we get
dA 1
= sin x
dx 2
dB 1 x
and = e (sin x cos x − sin2 x) .
dx 2
Integrating these, we get
1
A = − cos x + c1
2
1
e x (sin 2 x − 1 + cos 2 x) dx + c2
and B=
4 ∫
1 ex ex 1 ex
= ⋅ (sin 2 x − 2 cos 2 x) − + ⋅ (cos 2 x + 2 sin 2 x) + c2
4 5 4 4 5
ex ex
= (3 sin 2 x − cos 2 x) − + c2 .
20 4
Putting the values of A and B in (2), the general solution of the given equation is
1
y = c1 (sin x − cos x) + c2 e − x − (sin 2 x − 2 cos 2 x) .
10
Comprehensive Exercise 4
d2 y dy
3. x2 − 2 x (1 + x) + 2 ( x + 1) y = x3 .
dx2 dx (Gorakhpur 2007)
2
d y dy
4. (1 − x2 ) 2
− 4x − (1 + x2 ) y = x .
dx dx
d2 y dy
5. (1 − x2 ) 2
+x − y = x (1 − x2 )3 /2 .
dx dx
d2 y dy
6. ( x + 2) 2
− (2 x + 5) + 2 y = ( x + 1) e x .
dx dx
2
d y
7. + y = cosec x .
dx2 (Purvanchal 2007, 10)
2
d y 2
8. − y= ⋅
dx2 1+ ex (Agra 2008; Gorakhpur 05; Purvanchal 09; Kanpur 07, 14)
9. xy1 − y = ( x − 1) ( y2 − x + 1) .
A nswers 4
1. y = c1 cos x + c2 sin x + x
x 1
2. y = c1 cos ax + c2 sin ax − cos ax + 2 sin ax log sin ax
a a
1 2 1
3. y = c1 x + c2 x e2 x − x − x
2 4
1
4. y= ⋅ (c1 cos x + c2 sin x + x)
(1 − x2 )
5. y = c1 [√ (1 − x2 ) + x sin−1 x] + c2 x − ( x / 9) (1 − x2 )3 /2
6. y = c1 (2 x + 5) + c2 e2 x − e x
7. y = c1 cos x + c2 sin x − x cos x + sin x log sin x
1 + e x
8. y = c1 e x + c2 e − x + e x log x − 1 − e − x log (1 + e x )
e
9. y = c1 e x + c2 x − (1 + x2 )
or f1 ( D) f2 ( D) y = R
i. e., f ( D) can be resolved into a product of two factors f1( D) and f2 ( D), such that, if
f2 ( D) operates upon y, and then f1( D) operates upon the result of the operation, the
same result is obtained as if f ( D) operates upon y.
Note: With the exception of the classes of equations, the factors of f ( D) are generally
not commutative. Hence a great care is to be taken in writ ing them in the right order.
d2 y dy
Example 27: Solve x 2
+ (1 − x) − y = e x.
dx dx
Solution: In the symbolic form, the given equation is
[ xD2 + (1 − x) D − 1] y = e x , where D ≡ d / dx
or ( xD + 1) ( D − 1) y = e x . …(1)
[Note that here the factors are not commutative because on expansion
{( D − 1)( xD + 1)} y gives { xD2 + (2 − x) D − 1} y] .
Let ( D − 1) y = v . …(2)
x
Then (1) gives ( xD + 1) v = e .
dv dv 1 ex
or x + v = ex or + v= ,
dx dx x x
which is a linear differential equation of the first order.
Now I.F. = e ∫ (1 / x) dx = e log x
= x.
x
e
dx + c1 = e x + c1 v = e x x −1 + c1 x −1.
∴ vx =
∫x x
or
ye − x = x −1
+ c1 x −1) e − x dx + c2
∴
∫ (e x
1 e− x e− x
=
∫ x
dx + c1
∫ x
dx + c2 = log x + c1
∫ x
dx + c2 .
−x
e
y = e x log x + c1e x dx + c2 e x ,
∴
∫ x
which is the required general solution of the given differential equation.
D-189
d2 y dy
Example 28: Solve 3 x2 2
+ (2 + 6 x − 6 x2 ) −4y =0.
dx dx
Solution: In the symbolic form, the given equation is
[3 x2 D2 + (2 + 6 x − 6 x2 ) D − 4] y = 0
or [(3 x2 D2 + 6 x D + 2 D) − (6 x2 D + 4)] y = 0
or [ D (3 x2 D + 2) − 2 (3 x2 D + 2)] y = 0
or ( D − 2) (3 x2 D + 2) y = 0 . …(1)
[Here factors are not commutative because on expansion
(3 x2 D + 2) ( D − 2) y gives {3 x2 D2 + (2 − 6 x2 ) D − 4} y].
Let (3 x2 D + 2) y = v . …(2)
dv
Then (1) gives ( D − 2) v = 0 ⇒ − 2v = 0
dx
dv
= 2v ⇒ v = c1e2 x .
dx
Putting the value of v in (2), we get
(3 x2 D + 2) y = c1 e2 x
dy dy 2 c
or 3 x2 + 2 y = c1e2 x ⇒ + 2 y = 12 e2 x .
dx dx 3 x 3x
2 dx
I. F. = e
∫
3 x2 = e3
( ) = e−32x .
2 −1
x
−2 c1 −2
x −2 e2 x ⋅ e
∴ ye 3x =
3 ∫ 3x dx + c2
2
c1 32x 2 x− 2
x −2 e
or y = c2 e3 x +
3
e
∫ 3x dx,
Let ( D − 1) y = v . …(2)
3
Then (1) gives ( xD − 2) v = x
dv
or x − 2 v = x3
dx
D-190
dv 2
or − v = x2 , which is linear.
dx x
1
I. F. = e ∫ (−2 / x) dx = e −2 log x = 2
x ⋅
1 2 1
∴ v⋅
x2
=
∫ x ⋅ dx + c1 = x + c1.
x2
∴ v = x3 + c1 x2 .
Putting the value of v in (2), we get
( D − 1) y = x3 + c1 x2
dy
or − y = x3 + c1 x2 , which is again linear.
dx
I. F. = e ∫ − dx = e − x .
ye − x = −x
( x3 + c1 x2 ) dx + c2
∴
∫e
= − ( x3 + c1 x2 ) e − x − (3 x2 + 2 c1 x) e − x − (6 x + 2 c1) e − x − 6 e − x + c2
or y = − ( x3 + c1 x2 ) − (3 x2 + 2 c1 x) − (6 x + 2 c1) − 6 + c2 e x
= − x3 − (c1 + 3) x2 − 2 (c1 + 3) x − 2 (c1 + 3) + c2 e x
or y = − x3 − (c1 + 3) { x2 + 2 x + 2} + c2 e x .
which is the required general solution of the given differential equation.
Example 30: Solve [( x + 3) D2 − (2 x + 7) D + 2] y = ( x + 3)2 e x .
Let ( D − 2) y = v . …(2)
2 x
Then (1) gives {( x + 3) D − 1} v = ( x + 3) e
dv
or ( x + 3)− v = ( x + 3)2 e x ,
dx
dv 1
or − v = ( x + 3) e x , which is linear.
dx x + 3
dx
−∫ 1
I. F. = e x +3 = e − log ( x +3) = ⋅
x +3
1 1 x
dx + c1 = e x + c1.
∴ v⋅
x +3
=
∫ x + 3 ⋅ ( x + 3) e
∴ v = e x ( x + 3) + c1 ( x + 3) .
D-191
ye −2 x = −2 x −2 x
∴
∫e ( x + 3) dx + c1
∫e ( x + 3) dx + c2
1 1
= − ( x + 3) e − x − e − x − c1 ( x + 3) e −2 x − c1e −2 x + c2
2 4
1 1
or y = − ( x + 3) e x − e x − c1 ( x + 3) − c1 + c2 e2 x
2 4
1
or y = − xe x − 4 e x − c1 (2 x + 7) + c2 e2 x
4
or y = − xe x − 4 e x + A (2 x + 7) + Be2 x ,
Comprehensive Exercise 5
d2 y dy
4. x2 + − (1 + x2 ) y = e − x .
dx2 dx
5. [ xD2 + (1 − x) D − 2(1 + x)] y = e − x (1 − 6 x) .
A nswers 5
1. y = x3 + a ( x2 − 2 x + 2) + be − x
2. y = c1 ( x − 1) + c2 e − x + x2
1 −x
y = c1e x − 2 x + (1 / x)
dx + c2 e x −
4.
∫e 2
e
1
y = xe − x + c1e2 x −3 x
dx + c2 e2 x
5.
∫xe
Objective Type Questions
d2 y dy
2
+P + Qy = R if ……
dx dx (Meerut 2003)
2. y = e x is a solution of
d2 y dy
+P + Qy = R if ……
dx2 dx
3. y = e − x is a part of C.F. of
d2 y dy
2
+P + Qy = R if ……
dx dx
mx
4. y=e is a part of C.F. of
d2 y dy
dx2 + P dx + Qy = R if ……
5. y = x is a solution of
d2 y dy
dx2 + P dx + Qy = R if ……
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. y = x2 is a part of C.F. of the solution of equation
d2 y dy
(1 − x) 2
+x − y = (1 − x)2 .
dx dx
D-193
d2 y dy
x 2
− (2 x − 1) + ( x − 1) y = 0 .
dx dx
3. y = x is a part of C.F. of the solution of equation
dy d2 y
x − y = ( x − 1) 2 − x + 1 .
dx dx
d2 y 2 2
4. 2
+ 1 + cot x − 2 y = x cos x is a linear differential equation of second
dx x x
order.
A nswers
Fill in the Blank(s)
1. m (m − 1) + Pmx + Qx2 = 0 2. 1 + P + Q = 0
3. 1− P + Q = 0 4. m2 + Pm + Q = 0
5. P + Qx = 0 6. 2 + 2 Px + Qx2 = 0
True or False
1. F 2. T
3. T 4. T
4. In case the methods given in (2) and (3) do not succeed, the method of change
of independent variable given in article 7.5 may be tried.
Q
In this method we often choose z such that = some suitable constant.
(dz / dx)2
5. In some cases the method of operational factors solves the equation easily.
6. If the students are instructed in the question to solve the equation by the
method of variation of parameters, then only the method of variation of
parameters must be applied.
¨
D-195
8
P artial D ifferential E quations
of T he F irst O rder
p2 − q y2 = y2 − x2 , …(4)
r − 2 s + t = sin (2 x + 3 y), …(5)
2
∂2 z ∂2 z ∂2 z y ∂z x2 ∂z
y2 − 2 xy + x2 = + ⋅
∂x2 ∂x ∂y ∂y 2 x ∂x y ∂y …(6)
By means of the three equations (1), (2) and (3) two constants a and b can be eliminated
and we obtain a relation of the form
F ( x, y, z , p, q) = 0 . …(4)
This shows that the system of surfaces (1) gives rise to a partial differential equation of
the first order given by (4).
D-197
∂f ∂u ∂u ∂f ∂v ∂v
and + q + + q = 0. …(3)
∂u ∂y ∂z ∂v ∂y ∂z
∂f ∂f
Eliminating and between (2) and (3), we get
∂u ∂v
∂u ∂u ∂v ∂v ∂u ∂u ∂v ∂v
+p +q = +q +p
∂x ∂z ∂ y ∂ z ∂ y ∂ z ∂ x ∂ z
∂u ∂v ∂v ∂u ∂v ∂u ∂u ∂v ∂u ∂v ∂u ∂v
or − p+ − q= ⋅ − ⋅
∂y ∂z ∂y ∂z ∂x ∂z ∂x ∂z ∂x ∂y ∂y ∂x
or Pp + Qq = R …(4)
∂u ∂v ∂v ∂u ∂ (u, v)
where P= − = ,
∂ y ∂ z ∂ y ∂ z ∂ ( y, z )
∂v ∂u ∂u ∂v ∂ (u, v)
Q= − = ,
∂x ∂z ∂x ∂z ∂ (z , x)
∂u ∂v ∂u ∂v ∂ (u, v)
and R= − = ⋅
∂x ∂y ∂y ∂x ∂ ( x, y)
Example 1: Form a partial differential equation by the elimination of the constants h and k
from
( x − h)2 + ( y − k )2 + z 2 = c 2 . …(1)
Solution: Differentiating (1) partially w.r.t. x and y, we get
x − h + zp = 0 and y − k + zq = 0.
Putting the values of x − h and y − k from the last two equations in the given equation
(1), we get
z 2 ( p2 + q2 + 1) = c 2 ,
which is the required partial differential equation.
Example 2: Form a partial differential equation by eliminating a, b, c from
x2 y2 z2
+ + = 1. …(1)
a2 b2 c2
Solution: Differentiating (1) partially w.r.t. x and y, we get
x z
+ p=0 …(2)
2
a c2
y z
and + q = 0. …(3)
b2 c 2
Since the relations (1), (2) and (3) are not sufficient to eliminate the constants a, b and c
so we require one more relation.
Differentiating (2) partially w.r.t. x, we get
1 p2 z
+ + r = 0. …(4)
2 2
a c c2
Multiplying (4) by x and then subtracting (2) from it, we get
1
{xzr + xp2 − pz } = 0
c2
or pz = xp2 + xzr.
Thus after the elimination of a, b and c we obtain a partial differential equation of
order 2.
Note: In this case one more partial differential equation can also be obtained.
Differentiating (3) partially w.r.t. y, we get
1 q2 z
+ + t = 0.
2 2
b c c2
Multiplying it by y and then subtracting (3) from it, we get
qz = yq2 + yzt,
which is also a partial differential equation of order 2.
D-199
Example 3: Form a partial differential equation by eliminating the arbitrary function φ from
z = e ny φ ( x − y). …(1)
Solution: Differentiating (1) partially w.r.t. x and y, we get
p = e ny φ′ ( x − y), …(2)
ny ny
and q=ne φ ( x − y) − e φ′ ( x − y). …(3)
From (1), (2) and (3), we get
q = nz − p or p + q = nz ,
which is the required partial differential equation of order one.
Example 4: Form a partial differential equation by eliminating the functions f and F from
z = f ( x + iy) + F ( x − iy). …(1)
Solution: Differentiating (1) partially w.r.t. x and y, we get
∂z
= f ′ ( x + iy) + F ′ ( x − iy) …(2)
∂x
∂z
and = if ′ ( x + iy) − iF ′ ( x − iy) …(3)
∂y
Comprehensive Exercise 1
2. z = ax + a2 y2 + b. (Lucknow 2008)
1
3. z = ax e + a2 e2 y + b.
y
2
4. z = A e pt sin px.
A nswers 1
1. z = pq 2. q = 2 yp2 3. q = px + p2
∂2 z ∂2 z ∂2 z ∂2 z
4. + =0 5. px + qy = 0 6. = a2
∂x2 ∂t2 ∂ y2 ∂x2
∂z ∂z
7. x2 + y = 2 y2 8. ( y + z ) p − (z + x) q = x − y
∂x ∂y
∂2 z ∂z ∂z ∂2 z
(iii) The partial differential equation +4 ⋅ +5 = 0 is not linear.
∂x2 ∂x ∂y ∂ y2
However the partial differential equation
∂2 z ∂2 z ∂2 z
+4 +5 = 0 is linear.
∂x2 ∂x ∂y ∂ y2
∂z
where p=
∂x
∂z
and q= ⋅
∂y
In this differential equation z is dependent variable and x, y are independent variables.
When the function F is not a linear expression in p and q, the equation (1) is said to be
non-linear.
(a) Non-linear partial differential equation of first order:
A first order partial differential equation in which dependent variable is z and is a
function of two independent variables x and y is called a non-linear equation if the partial
∂z ∂z
derivatives i. e., p and i. e., q do not occur in it in first degree.
∂x ∂y
For example, the partial differential equations of the first order such as
( x + y) ( p + q)2 + ( x − y) ( p − q)2 = 1, x2 y3 p2 q = z 3 ,
( x2 + y2 ) ( p2 + q2 ) = 1, z ( p2 − q2 ) = x − y,
z 2 ( p2 + q2 ) = x2 + y2 etc., are all non-linear equations.
(b) Quasi-linear partial differential equation of first order:
A first order partial differential equation F ( x, y, z , p, q) = 0 in which dependent
variable is z and is a function of two independent variables x and y is called a quasi-linear
equation if the function F is a linear expression in p and q but not necessarily linear in z.
A quasi-linear partial differential equation of first order is of the form
∂z ∂z
f ( x, y, z ) + g ( x, y, z ) = h ( x, y, z )
∂x ∂y
where the functions f and g depend on z also.
Thus the first order partial differential equations such as
∂z ∂z
(x + y + z) + xy + xz = 3 x2 + 5 y2 + 6 z 2 ,
∂x ∂y
∂z ∂z
( x2 + y2 ) + 4 xyz = 3z + e x + y ,
∂x ∂y
∂z ∂z
2z +5y = 6 z 2 + log x + e y etc.,
∂x ∂y
∂z ∂z
In a semi-linear partial differential equation of first order the coefficients of and
∂x ∂y
are functions of x and y only and they do not depend on z. The terms that do not involve
∂z ∂z
and contain some terms that are not of first degree in z.
∂x ∂y
where f ( x, y), g ( x, y), h ( x, y) and c ( x, y) are functions of x and y only and they do not
contain any term of z.
For example, the first order partial differential equations such as
∂z ∂z
( x2 + y3 ) + (3 x + 5 y2 ) + ( x − y) z = sin ( x + y),
∂x ∂y
p + 3 q = 5 z + tan ( y − 3 x),
∂u ∂u ∂u xy 2 ∂u ∂u ∂u
x + y +z = 5u + ,x + y2 + z3 = u + xyz,
∂x ∂y ∂z z ∂x ∂y ∂z
( y3 x − 2 x4 ) p + (2 y4 − x3 y) q = 9 z ( x3 − y3 ), etc.,
linear and the other non-linear. According to this classification a partial differential
equation is said to be linear if all the partial derivatives occurring in it appear only in
first degree and there is no restriction on the dependent variable, it may or may not
occur in first degree. Also, a differential equation is said to be non-linear if it is not
linear. Thus a first order partial differential equation F ( x, y, z , p, q) = 0 is linear if in
this differential equation the partial derivatives p and q occur only in first degree and
there is no restriction on the dependent variable z, it may occur in any form.
Accordingly every first order partial differential equation of the form
∂z ∂z
f ( x, y, z ) + g ( x, y, z ) = h ( x, y, z )
∂x ∂y
is linear where f , g, h are any functions of x, y, z . Thus the partial differential equa-
tions such as
( x2 − yz ) p + ( y2 − zx) q = z 2 − xy,
Comprehensive Exercise 2
∂3 z ∂2 z ∂z ∂z
2. +3 +4 ⋅ + 5z = 9e x .
3 2 ∂x ∂y
∂x ∂x
∂2 z ∂2 z ∂2 z ∂z ∂z
3. 4 +x +9 +5 +6 = log x.
∂x2 ∂ y2 ∂x ∂y ∂x ∂y
∂2 z ∂2 z 4x y
4. −4 = − ⋅
2 2
∂x ∂x ∂y y x2
2
∂2 z ∂2 z ∂z
5. − − 2 = ( y − 1) e x .
∂x2 ∂x ∂y ∂y
15. (z 2 − 2 yz − y2 ) p + x ( y + z ) q = x ( y − z ).
D-206
A nswers 2
1. Linear 2. Non-linear 3. Linear
4. Linear 5. Non-linear 6. Linear
7. Quasi-linear 8. Semi-linear 9. Linear
10. Non-linear 11. Quasi-linear 12. Linear
13. Semi-linear 14. Non-linear 15. Quasi-linear
Substituting from the equations (7) into the equation (8), we find that (2) is a solution
of the equation (1) if u and v are given by the equations (3).
Note: In place of f (u, v) = 0 the functional relation can be written as u = φ (v), where φ
denotes an arbitrary function.
It is called Lagrange’s solution of the linear equation (1) and the equations (4) are
called Lagrange’s auxiliary equations or Lagrange’s subsidiary equations.
hence the equation (1) shows that the normal to a certain surface is perpendicular to
the line whose d.r.’s are P, Q, R.
But we know that the simultaneous equations
dx dy dz
= = …(2)
P Q R
represent a family of curves in space such that the direction ratios of the tangent to any
member of this family at any point ( x, y, z ) are P, Q, R. If u = a and v = b are two
independent integrals of (2) then f (u, v) = 0 represents a surface through such curves.
Through every point of such a surface passes a curve of the family, lying wholly on the
surface.
Thus the general solution of (1) is the family of surfaces such that the normal to a
surface at any point must be perpendicular to the tangent to a curve of the family
represented by (2).
Also d.r.’s of the normal at the point ( x, y, z ) to a surface of the family represented by
P dx + Q dy + R dz = 0 are P, Q, R.
Since the equation Pp + Qq + (− 1) R = 0 shows that the two lines whose d.r.’s are
p, q, − 1 and P, Q, R are prependicular, hence the surfaces represented by Pp + Qq = R
are orthogonal to the surfaces represented by P dx + Q dy + R dz = 0.
Solution: The Lagrange’s auxiliary equations of the given differential equation (1) are
dx dy dz
= = ⋅
mz − ny nx − lz ly − mx
Choosing x, y, z as multipliers, we get
x dx + y dy + z dz
each fraction = ⇒ x dx + y dy + z dz = 0.
0
Integrating, x2 + y2 + z 2 = c1.
dx dy dz
= = ⋅
2 2 2 − 2 xy − 2 zx
y +z −x
Taking the last two members, we get
dy dz
= ⋅
y z
y y
Integrating, log = log c1 or = c1.
z z
Again choosing x, y, z as multipliers, we get
x dx + y dy + z dz
each fraction = ⋅
− x ( x2 + y2 + z 2 )
x dx + y dy + z dz dz x dx + y dy + z dz dz
∴ = ⇒ 2 = ⋅
2 2 2 − 2 zx 2 2 2 z
− x (x + y + z ) x + y +z
2 2 2
Integrating, log ( x + y + z ) = log z + log c2 or x2 + y2 + z 2 = zc2 .
Hence the general solution of (1) is
y x2 + y2 + z 2 y
f , = 0 , or
x2 + y2 + z 2 = zφ ,
z z z
1 1 1
dx + dy + dz
dx + dy + dz x y z
Each fraction = and also = ⋅
0 0
1 1 1
∴ dx + dy + dz = 0 and dx + dy + dz = 0 .
x y z
Integrating, x + y + z = c1 and xyz = c2 .
Hence the general solution of (1) is given by
f ( x + y + z , xyz ) = 0 .
Example 10: Solve p + 3 q = 5 z + tan ( y − 3 x). …(1)
(Rohilkhand 2007, 10; Avadh 14)
Example 13: Find the equation of the integral surface of the differential equation
2 y (z − 3) p + (2 x − z ) q = y (2 x − 3), …(1)
2 2
which passes through the circle z = 0 , x + y = 2 x.
Solution: The auxiliary equations of (1) are
dx dy dz
= = ⋅
2 y (z − 3) 2 x − z y (2 x − 3)
Taking the first and the third members, we get
(2 x − 3) dx = 2 (z − 3) dz .
Integrating, x − 3 x − z 2 + 6 z = a.
2
…(2)
1
Again, using , y, − 1 as multipliers, we get
2
1
dx + y dy − dz = 0 .
2
1 1 2 1
Integrating, x+ y − z = b or x + y2 − 2 z = b. …(3)
2 2 2
The parametric equations of the circle are
x = t, y = √ (2 t − t2 ), z = 0 .
Putting these values in the equations (2) and (3), we get
t2 − 3 t = a and t + (2 t − t2 ) = b.
Eliminating t from these, we find the relation
a + b = 0,
showing that the required integral surface is
( x2 − 3 x − z 2 + 6 z ) + ( x + y2 − 2 z ) = 0
or x2 + y2 − z 2 − 2 x + 4 z = 0 .
D-214
Comprehensive Exercise 3
9. (3 x + y − z ) p + ( x + y − z ) q = 2 (z − y).
dx dy dz
Hint. = = ⋅
3 x + y − z x + y − z 2 (z − y)
(i) Choose −1, 3, 1 as multipliers.
dx − dy + dz dx + dy − dz
(ii) =
… …
10. p2 + p3 = 1 + p1.
∂u ∂u ∂u
11. x + y +z = xyz . (Lucknow 2006; Kanpur 12)
∂x ∂y ∂z
12. Find the integral surface of the linear partial differential equation
x ( y2 + z ) p − y ( x2 + z ) q = ( x2 − y2 ) z
which contains the line x + y = 0 , z = 1.
13. Find the general integral of the partial differential equation
(2 xy − 1) p + (z − 2 x2 ) q = 2 ( x − yz )
and also the particular integral which passes through the line
x = 1, y = 0 .
14. Find the family of surfaces orthogonal to the family of surfaces given by the
differential equation
( y + z ) p + (z + x) q = x + y.
15. Find the inegral surface of the partial differential equation
x2 p + y2 q + z 2 = 0 which passes through the hyperbola
xy = x + y, z = 1. (Avadh 2012)
D-215
A nswers 3
y sin z sin x
1. f z 2 − xy, = 0 2. = f
x sin y sin y
1 1 1 1
3. − = f − 4. f ( x2 − y2 , x2 − z 2 ) = 0
x y x z
x − y z − x
5. f ( x3 − y3 , x2 − y2 ) = 0 6. f , =0
y − z y − z
x
7. z1− a = {z + √ ( x2 + y2 + z 2 )} f 8. f ( x y, x2 + y2 + z 2 ) = 0
y
9. ( x − y + z )2 = ( x + y − z ) f ( x − 3 y − z )
x y
10. f ( x1 + z , x1 + x2 , x1 + x3 ) = 0 11. f , , xyz − 3 u = 0
y z
surfaces represented by (1) can be obtained by eliminating a and b between the three
equations
∂f ∂f
f = 0, = 0 and = 0.
∂a ∂b
This equation of the envelope is called the singular integral of the differential equation
(2).
It differs from a particular integral in the sense that it is not contained in the complete
integral, i. e.,it cannot be obtained from the complete integral by giving particular values
to the constants.
The general integral: If in the equation (1), one of the constants is a function of the
other, say b = φ (a), then this equation becomes
f ( x, y, z , a, φ (a)) = 0 . …(3)
It is a one-parameter subfamily of the family (1). The equation of the envelope of the
family of surfaces represented by (3) is also a solution of the equation (2).
It is called the general integral of (2) corresponding to the complete integral (1).
The equation of the envelope of the surfaces represented by (3) is obtained by
eliminating a between
∂f
f ( x, y, z , a, φ (a)) = 0 and = 0.
∂a
containing two arbitrary constants a and b will be a solution of the equation (1). Also it
is a complete integral of the equation (1).
Now the main problem is to devise a method of finding the relation (3). Let us assume
that (3) is the relation which when taken along with (1) gives those values of p and q
which make (2) integrable. Differentiating (1) and (3) with respect to x, we get
∂f ∂f ∂f ∂p ∂f ∂q
+ p+ + = 0
∂x ∂z ∂p ∂x ∂q ∂x
…(6)
∂F ∂F ∂F ∂p ∂F ∂q
and + p+ + =0
∂x ∂z ∂p ∂x ∂q ∂x
or p2 + q2 = a2 (say) …(2)
Solving the equations (1) and (2) for p and q, we get
a2 y q
q= , p= √ (z 2 − a2 y2 ).
z z
Putting these values of p and q in dz = p dx + q dy, we get
a a2 y
dz = √ (z 2 − a2 y2 ) dx + dy
z z
z dz − a2 y dy
or = a dx.
√ (z 2 − a2 y2 )
Integrating, √ (z 2 − a2 y2 ) = ax + b
or z 2 = a2 y2 + (ax + b )2 , which is a complete integral of (1).
1 a
∴ q= −z.
y y
D-220
Integrating,
2
v 1 v
log z = − √ (v2 − 1) − log {v + √ (v2 − 1)} − +b
2 2 2
v2 v 1
or log z ++ √ (v2 − 1) − log {v + √ (v2 − 1)} = b,
2 2 2
u ax + y
which is a complete integral of (1), where v = = ⋅
z z√a
Example 19: Find a complete integral of p2 x + q2 y = z . (Lucknow 2009)
Comprehensive Exercise 4
6. p + q = 2 x. (Rohilkhand 2004)
2
7. q = − px + p .
8. q = 3 p2 . (Rohilkhand 2014)
2
9. yz p − q = 0 .
10. zpq = p + q.
11. 2 (z + px + qy) = yp2 . (Lucknow 2011)
2
12. z = pqxy. (Meerut 2006; Lucknow 10)
A nswers 4
1. (a2 z 2 + 1)3 = 9 a4 (ax + y + b)2 2. √ (1 + a) z = 2 √ ( x + ay) + b
a y
3. (z − ax) ( y + a) = be 4. z = ax + by + a2 + b2
1
5. 2 √ z = √ ax + (1 / √ a) y + b 6. z = (2 x − a)3 + a2 y + b
6
x2 1 x
7. z= ± √ ( x2 + 4 a) + 2 a log {x + √ ( x2 + 4 a)} + ay + b
4 2 2
8. z = ax + 3 x2 y + b 9. z 2 = 2 ax + a2 y2 + b
ax a2 b
10. z 2 = 2 (a + 1) {x + ( y / a)} + b 11. z = − +
2
y 4 y3 y
12. z = bx a y1/ a
a
0=x− y + φ′ (a).
√ (m2 − a2 ) …(4)
∂Z ∂Z
f , = 0.
∂X ∂Y
Hence, a complete integral of (2) is given by
Z = aX + bY + c1, where a2 + b2 = 1.
∴ a complete integral of (1) is given by
log z = a log x + √ (1 − a2 ) log y + c1.
If we take a = cos α, c1 = log c then complete integral can be written as
log z = cos α log x + sin α log y + log c
or z = c x cos α . ysin α , where α and c are arbitrary constants.
General integral is obtained by eliminating α from
z = φ (α) x cos α . ysin α , where c = φ (α)
and 0 = φ′ (α) x cos α . ysin α + φ (α) {x cos α . log x. (− sin α). ysin α
+ x cos α . y sin α . log y. cos α}
Singular integral is obtained by eliminating α and c between the equations
z = c x cos α . y sin α ,
0 = c {x cos α . log x. (− sin α). ysin α + x cos α . ysin α . log y. cos α}
and 0 = x cos α . y sin α .
Hence the singular integral is z = 0.
Example 23: Find a complete integral of ( y − x) (qy − px) = ( p − q)2 .
(Agra 2002; Kanpur 07, 08; Purvanchal 11)
Solution: Put x + y = X , xy = Y , so that
∂z ∂z ∂X ∂z ∂Y ∂z ∂z
p= = ⋅ + ⋅ = ⋅1 + ⋅ y
∂x ∂X ∂x ∂Y ∂x ∂X ∂Y
∂z ∂z ∂X ∂z ∂Y ∂z ∂z
and q= = ⋅ + ⋅ = ⋅1 + ⋅ x.
∂y ∂X ∂y ∂Y ∂y ∂X ∂Y
Substituting these values of p and q in the given equation, we get
2
∂z ∂z ∂z ∂z 2 ∂z
( y − x) +x y− + y x = ( y − x)
∂X ∂Y ∂X ∂Y ∂Y
2
∂z ∂z
or ( y − x)2 = ( y − x)2
∂X ∂Y
2
∂z ∂z
or = , which is of the form of standard I.
∂X ∂Y
Hence, a complete integral is given by
z = aX + bY + c , where a = b2 .
∴ a complete integral of the given equation is
z = a ( x + y) + √ a ( xy) + c ,
where a and c are arbitrary constants.
D-226
xm + 1 yn + 1 z1 − l
Put X= , Y = , Z = ,
m +1 n +1 1− l
∂Z ∂Z dx 1 ∂Z ∂Z dy 1
so that = ⋅ = z− l . p m , = ⋅ = z− l q n ⋅
∂X ∂x dX x ∂ Y ∂ y dY y
Putting these values in (1), we get
∂Z ∂Z
⋅ = 1, which is of the form of standard I.
∂X ∂Y
Hence a complete integral is given by
Z = aX + bY + c , where ab = 1.
∴ a complete integral of the given equation is
z1 − l xm + 1 yn + 1
=a + + c,
1− l m + 1 a (n + 1)
where a and c are arbitrary constants.
Standard II: Equations involving only p, q and z i. e., quations of the form
f ( z, p, q ) = 0. …(1)
Let us assume z = f ( x + ay) as a trial solution of given equation (1), where a is an
arbitrary constant.
∴ z = f ( X ) where X = x + ay.
∂z dz ∂X dz
∴ p= = =
∂x dX ∂x dX
∂z dz ∂X dz
and q= = =a ⋅
∂y dX ∂y dX
dz dz
∴ Equation (1) reduces to the form f z , ,a =0
dX dX
which is an ordinary differential equation of order one. Integrating it we may get the
complete integral.
The general and the singular integrals are to be found in the usual way.
Rule: The method of solving the equations of the Standard II can be formulated in
the following rule :
dz dz
Put for p, a for q, where X = x + ay.
dX dX
Now solve the resulting ordinary differential equation in the variables z and X. Then substitute
x + ay for X.
This gives a complete solution.
Note: Sometimes using transformations equations reduce to the form of standard II.
D-227
dz z ± √ (z 2 − 4 a2 )
∴ =
dX 2 a2
dz dX z + √ (z 2 − 4 a2 ) dX
or = or dz =
z ± √ (z 2 − 4 a2 ) 2 a2 4 a2 2 a2
or {z + √ (z 2 − 4 a2 )} dz = 2 dX .
Integrating, we get
z2 z 1
+ √ (z 2 − 4 a2 ) − ⋅ 4 a2 log {z + √ (z 2 − 4 a2 )} = 2 X + b
2 2 2
or z 2 + [z √ (z 2 − 4 a2 ) − 4 a2 log {z + √ (z 2 − 4 a2 )}] = 4 ( x + ay) + b,
which is a complete integral of the given equation.
Example 28: Find a complete integral of p2 = z 2 (1 − pq).
1 az
or + dz = dX .
2 2
z √ (1 + az ) √ (1 + az )
1
Integrating, log [z √ a + √ (1 + az 2 )] + √ (1 + az 2 ) = X + b
√a
1
or log [z √ a + √ (1 + az 2 )] + √ (1 + az 2 ) = x + ay + b,
√a
which is a complete integral of the given equation.
Standard III: Equation of the form f ( x, p) = F ( y, q).
As a trial solution let us put each side equal to an arbitrary constant
i. e., f ( x, p) = F ( y, q) = a …(1)
from which we obtain
p = f1 ( x, a) and q = f2 ( y, a).
Now from dz = p dx + q dy, we have dz = f1 ( x, a) dx + f2 ( y, a) dy.
Integrating , we get z = ∫ f1 ( x, a) dx + ∫ f2 ( y, a) dy + b
The general integral can be obtained in the usual way. As in the case of standard I, there
is no singular integral.
Rule: Write the differential equation in the form (1). Put both the sides of the
equation equal to an arbitrary constant. Solving them find the values of p and q.
Substitute the values of p and q in dz = p dx + q dy and integrate to find a complete
integral.
Note: Sometimes using transformations equations reduce to the form of standard III.
Solution: Separating q and y from p and x, the given equation can be written as
p2 − x = y − q2 = a, (say).
∴ p = √ ( x + a) and q = √ ( y − a).
Putting the values of p and q in dz = p dx + q dy, we get
dz = √ ( x + a) dx + √ ( y − a) dy.
2 2
Integrating, z = ( x + a)3 /2 + ( y − a)3 /2 + b,
3 3
which is a complete integral of the given equation.
Example 30: Find a complete integral of yp = 2 y x + log q. (Lucknow 2010)
P2 + Q2 = x2 + y2 or P2 − x2 = y2 − Q2 = a2 (say).
∴ P = √ (a2 + x2 ), Q = √ ( y2 − a2 ).
Now dZ = P dx + Q dy = √ (a2 + x2 ) dx + √ ( y2 − a2 ) dy.
Integrating ,
1 a2
Z = x √ (a2 + x2 ) + log {x + √ (a2 + x2 )}
2 2
1 a2
+ y √ ( y2 − a2 ) − log { y + √ ( y2 − a2 )} + b
2 2
or z 2 = x √ (a2 + x2 ) + a2 log {x + √ (a2 + x2 )} + y √ ( y2 − a2 )
− a2 log { y + √ ( y2 − a2 )} + b,
which is a complete integral of the given equation.
Example 32: Find a complete integral of x2 y3 p2 q = z 3 .
2 3 /2
Putting √ z dz = dZ i. e., Z = z ,
3
∂Z ∂z ∂Z ∂z
so that = √z = P (say), = √z = Q (say),
∂x ∂x ∂y ∂y
the equation (1) reduces to
P2 − Q2 = x − y or P2 − x = Q2 − y = a (say).
∴ P = √ (a + x), Q = √ (a + y).
Now dZ = P dx + Q dy = √ (a + x) dx + √ (a + y) dy.
2 2
Integrating, Z = (a + x)3 /2 + (a + y)3 /2 + b
3 3
or z 3 /2 = (a + x)3 /2 + (a + y)3 /2 + b,
a2 c 2 + b2 c 2
so that x2 + y2 =
1 + a2 + b2
c2
i. e., c 2 − x2 − y 2 =
1 + a2 + b2
c2
i. e., 1 + a2 + b2 = ⋅
c 2 − x2 − y2 …(3)
y √ (1 + a2 + b2 ) − y
and b=− =
c √ (c − x2 − y2 )
2 …(5)
Putting the values from (3), (4) and (5) in (1), we get the singular solution as
x2 y2 c2
z=− − +
2 2 2 2 2 2
√ (c − x − y ) √ (c − x − y ) √ (c − x2 − y2 )
2
c 2 − x2 − y2
or z= i. e., z 2 = c 2 − x2 − y2 i. e., x2 + y2 + z 2 = c 2 .
√ (c 2 − x2 − y2 )
Comprehensive Exercise 5
A nswers 5
1. z = ax + ye− a /α + c 2. z = ax + ( a 2 − λ )1/ 2 + c
3. z = ax + (1 − √ a )2 y + c 4. z = ax + ( a 2 − λ ) 1/ 2 + c
D-234
5. 3a ( x + ay ) + b = (1 + a 3 ) log z 6. az − 1 = bex+ ay
1
7. z = ( a + 2x )3 + a 2 y + b 8. 2az = a 2 x2 + y2 + 2ab
6
2
9. z = x3 + ax ± ( y + a )3 / 2 + b 10. z = ax + by + ab.
3
11. z = ax + by − 2 √ ( ab ) 12. z = ax + by − a 2 b
3
13. log z = ( a + x )3 / 2 + ( y − a )3 / 2 + b
2
b
14. z = ax + by + − a 15. z = ax + by + 3 ( ab )1/ 3
a
∂ ( f , g)
where J= ⋅
∂ ( p, q)
If we had differentiated the given pair of equations (1) and (2) with respect to y and z
after substituting in them from equations (3), then we would have obtained
1 ∂ ( f , g) ∂ ( f , g)
φ y + ψ φz = − +ψ ⋅ …(11)
J ∂ ( y , q) ∂ (z , q)
Substituting from equations (10) and (11) in (5), we get the desired condition that the
two equations (1) and (2) should be compatible as
[ f , g] = 0 , …(12)
∂ ( f , g) ∂ ( f , g) ∂ ( f , g) ∂ ( f , g)
where [ f , g] = +p + +q ⋅ …(13)
∂ ( x, p) ∂ (z , p) ∂ ( y , q) ∂ (z , q)
[ ∵ p = φ and q = ψ]
Particular Case:
Theorem: The first order partial differential equations
p = P ( x, y), q = Q ( x, y)
∂P ∂Q
are compatible if and only if = ⋅
∂y ∂x
Now we know that if P and Q are functions of two variables x and y, then P dx + Q dy is
an exact differential d φ ( x, y) if and only if
∂P ∂Q
= ⋅
∂y ∂x
∂f ∂f
− q − y
∂ ( f , g) ∂y ∂q
= = = − q,
∂ ( y, q) ∂g ∂g
0 1
∂y ∂q
D-237
∂f ∂f
0 − y
∂ ( f , g) ∂z ∂q
and =
= = − xy.
∂ (z , q) ∂g ∂g
− x 1
∂z ∂q
Therefore, [ f , g] = x2 ( p − 1) − 2 x2 p + xz + px2 − q − q x y
= x2 p − x2 − 2 x2 p + x z + px2 − q − q x y
= − x2 + xz − q − q x y
= − x2 + x2 p + q − q − q x y
= − x2 + x ( xp − yq)
= − x2 + x . x
Here, P = 5 x − 4 y + 3, Q = 4 x + 5 y + 2.
∂P ∂Q
We have = − 4 and = 4.
∂y ∂x
∂P ∂Q
Since ≠ , therefore the given differential equations are not compatible.
∂y ∂x
Hence, the given differential equations do not possess any common solution.
Example 40: Show that the differential equations
∂z ∂z
= 6 x + 3 y, = 3x − 4 y
∂x ∂y
are compatible and find their solution.
Solution: We know that the first order partial differential equations
p = P ( x, y), q = Q ( x, y)
are compatible if and only if
∂P ∂Q
= ⋅
∂y ∂x
Here, P ( x, y) = 6 x + 3 y, Q ( x, y) = 3 x − 4 y.
D-239
∂P
We have =3
∂y
∂Q
and = 3.
∂x
∂P ∂Q
Since = , therefore the given differential equations are compatible.
∂y ∂x
∂z ∂z
Now dz = dx + dy = p dx + q dy
∂x ∂y
= (6 x + 3 y) dx + (3 x − 4 y) dy
= 6 x dx + 3 ( y dx + x dy) − 4 y dy
= 6 x dx + 3 d ( xy) − 4 y dy.
Integrating both sides, we get
x2 y2
z =6⋅ + 3 xy − 4 ⋅ +c
2 2
or z = 3 x2 + 3 xy − 2 y2 + c
= ( x2 − ay) dx + ( y2 − ax) dy
= x2 dx + y2 dy − a ( x dy + y dx)
= x2 dx + y2 dy − ad ( xy).
Comprehensive Exercise 6
x
(v) p = 1 + e x / y , q = e x / y 1 −
y
2 2
(vi) p = y2 e xy + 4 x3 , q = 2 xy e xy − 3 y2
A nswers 6
1. z = 2 x2 + 3 xy + x + y2 + y + c
2. z = x + 2 x2 y + 2 xy2 + y + c
1 2 1
4. (i) z = ax + hxy + gx + by2 + fy + c
2 2
(ii) z = x2 − xy − y2 + 5 y + c
(iii) z = ayx2 + bxy2 + c
1 2 x 1 2
(iv) z = x − tan−1 + y +c
2 y 2
(v) z = x + ye x / y + c
2
(vi) z = e xy + x4 − y3 + c
(vii) z = (e y + 1) sin x + c .
1 2x
(viii) z = − cos x cos y + e + log sec y + c .
2
D-242
6. Out of the following four partial differential equations, the differential equation
which is linear is
∂3 z ∂2 z ∂z ∂2 z
(a) −3 ⋅ +8 = sin x
3 2 ∂y
∂x ∂x ∂ y2
2
∂2 z ∂z ∂z
(b) + + + 9z = 0
2 ∂x ∂y
∂x
∂2 z ∂2 z ∂2 z ∂z ∂z
(c) 4 +5 +6 +7 +8 + 3 z = ( x3 + y3 ) sin x
∂x2 ∂x ∂y ∂y 2 ∂x ∂y
2 2
∂z ∂z
(d) + = x2 + y2 .
∂x ∂y
7. The differential equation (2 x + 3 y) p + 4 xq − 8 pq = x + y is
(a) linear (b) non-linear
(c) quasi-linear (d) semi-linear.
D-243
∂z ∂z
8. The differential equation ( x2 + y2 ) + ( x + y) + (3 x − 4 y) z = x2 + y2 is
∂x ∂y
(a) linear (b) quasi-linear
(c) semi-linear (d) non-linear.
∂z ∂z
9. The differential equation ( x + y − 3 z ) + (3 x + 4 y) + 2 z = x + y is
∂x ∂y
(a) linear (b) quasi-linear
(c) semi-linear (d) non-linear.
∂ z ∂ z
10. The differential equation x2 + y2 = ( x + y) z 2 + 4 x is
∂x ∂y
(a) linear (b) quasi-linear
(c) semi-linear (d) non-linear.
11. Out of the following four pairs of first order partial differential equations,
mention the pair in which the differential equations are compatible :
(a) p = 4 y − 7 x + 3, q = 7 x + 4 y + 2 (b) p = x + y, q = y − x
(c) p = 3 x + 8 y, q = 8 x − 3 y (d) p = x + y + 1, q = 2 x − y + 1.
12. Lagrange’s auxiliary equations of Pp + Qq = R are given by
dx dy dz dx dy dz
(a) = = (b) = =
R Q P P Q R
dx dy dz
(c) = = (d) None of these.
Q R P (Rohilkhand 2004)
is … .
2. In a linear partial differential equation all the partial derivatives occurring in it
are in … degree.
3. Lagrange’s linear equation is of the form … .
4. Lagrange’s auxiliary equations or Lagrange’s subsidiary equations are … .
5. Lagrange’s auxiliary equations of ( y2 + z 2 − x2 ) p − 2 xyq + 2 zx = 0 are … .
True or False
Write ‘ T ’ for true and ‘F’ for false statement.
∂z ∂z
1. The differential equation ⋅ = 3 xy is non-linear.
∂x ∂y
∂2 u ∂2 u ∂u ∂u
2. The differential equation +2 +5 +6 + 7 u = x2 is linear.
∂x2 ∂x ∂y ∂x ∂y
∂2 v ∂2 v
3. The differential equation + = 0 is non-linear.
2
∂x ∂ y2
4. The differential equation z = px + qy is linear.
5. The differential equation p2 + q2 = ( x2 + y2 )2 is quasi-linear.
6. A complete integral of the equation z = px + qy + p2 + q2 is given by
z = ax + by + a2 + b2 .
7. A complete integral of q = 3 p2 is z = ax + 3 a2 y + c , a and c are arbitrary
constants.
8. p (1 + q) = qz is a linear equation.
9. pz − qy = z 2 + ( x + y)2 is a linear differential equation.
∂z ∂z
10. The differential equations = 5 x − 7 y, = 6 x + 8 y possess a common
∂x ∂y
solution.
11. The differential equations p = 12 x + 7 y + 1, q = 7 x + 4 y + 1 are compatible.
y x
12. The differential equations p = − 1, q = − are compatible.
2 2
x + y x + y2
2
∂z ∂z
13. The differential equations = y sin 2 x, = − (1 + y2 + cos2 x)
∂x ∂y
are not compatible.
14. The differential equations
p = cos x (cos x − sin α sin y), q = cos y (cos y − sin α sin x)
are compatible.
D-245
∂P ∂Q
15. The differential equations p = P ( x, y), q = Q ( x, y) are compatible if = ⋅
∂x ∂y
16. Singular integral of a differential equation is obtained by giving particular values
to arbitrary constants in its general solution.
17. The equation of envelope to a surface is the singular integral of its differential
equation.
18. Any relation which contains as many arbitrary constants as there are
independent variables and is a solution of a partial differential equation of the
first order is called a complete integral of that equation.
A nswers
Multiple Choice Questions
1. (a) 2. (b) 3. (a)
4. (b) 5. (b) 6. (c)
7. (b) 8. (a) 9. (b)
10. (c) 11. (c) 12. (b)
dx dy dt dz
7. = = =
x y t az + ( xy / t)
True or False
1. T 2. T 3. F
4. T 5. F 6. T
7. T 8. F 9. T
10. F 11. T 12. T
13. F 14. T 15. F
16. F 17. T 18. T
¨
D-247
9
L inear P artial D ifferential
E quations of S econd and H igher
O rder with C onstant C oefficients
constants.
Proof: The proof of this theorem is obvious.
We have F ( D, D ′ ) (c r ur ) = c r F ( D, D ′ ) ur .
n n
Also F ( D, D ′ ) Σ vr = Σ F ( D, D ′ ) vr , for any set of functions vr .
r =1 r =1
n n
Hence F ( D, D ′ ) Σ c r ur = Σ F ( D, D ′ ) (c r ur )
r =1 r =1
n n
= Σ c r F ( D, D ′ ) ur = Σ c r . 0 = 0.
r =1 r =1
(25 D2 − 40 DD ′ + 16 D ′2 ) z = 0 .
A.E. is 25 m2 − 40 m + 16 = 0 or (5 m − 4)2 = 0 .
∴ m = 4 / 5, 4 / 5 .
Therefore the general solution of (1) is
4 4
z = φ1 y + x + x φ 2 y + x
5 5
or z = f1 (5 y + 4 x) + x f2 (5 y + 4 x).
Comprehensive Exercise 1
∂2 z ∂2 z
6. Solve − = 0.
∂x2 ∂ y2
9. Solve ( D 4 + D ′4 − 2 D 2 D ′2 ) z = 0 .
10. Solve ( D 4 + D ′4 ) z = 0 .
A nswers 1
1. z = φ1 ( y + ax) + φ 2 ( y − ax)
2. z = φ1 ( y) + φ 2 ( y + 2 x) + x φ 3 ( y + 2 x)
3. z = φ1 ( y + x) + φ 2 ( y + 2 x) + φ 3 ( y − 3 x)
4. z = φ1 ( y + ax) + φ 2 ( y + 2 ax)
5. z = φ1 (2 y − x) + φ 2 ( y + 2 x)
6. z = φ1 ( y + x) + φ 2 ( y − x)
7. z = φ1 ( y − x) + x φ 2 ( y − x)
8. z = φ1 (2 y − 3 x) + x φ 2 (2 y − 3 x)
D-253
9. z = φ1 ( y + x) + x φ 2 ( y + x) + φ 3 ( y − x) + x φ4 ( y − x)
10. z = φ1 ( y + α x) + φ2 ( y + α x) + φ 3 ( y + β x) + φ4 ( y + β x)
1 1 1 1
where α= +i and β = − +i ⋅
√2 √2 √2 √2
∴ m = 3, 3.
∴ C. F. = φ1 ( y + 3 x) + x φ 2 ( y + 3 x).
1
Now P.I. = 2 (12 x2 + 36 xy)
D − 6 DD ′ + 9 D ′2
1
= (12 x2 + 36 xy)
( D − 3 D ′ )2
−2
1 3D ′
= 2
1− (12 x2 + 36 xy)
D D
1 6D ′ D ′2
= 2 1 + + 27 2
+ ... (12 x2 + 36 xy)
D D D
1 6
= 2 (12 x2 + 36 xy) + 3 D ′ (12 x2 + 36 xy)
D D
4 3 6
= x + 6 x y + 3 (36 x)
D
= x 4 + 6 x3 y + 9 x 4 = 10 x 4 + 6 x3 y.
Hence the general solution of the given equation is
z = C. F. + P.I. = φ1 ( y + 3 x) + x φ 2 ( y + 3 x) + 10 x 4 + 6 x3 y.
or (2 m − 1) (m − 2) = 0 .
1
∴ m = , 2.
2
∴ C. F. = φ1 (2 y + x) + φ 2 ( y + 2 x).
1
Now P.I. = 24 ( y − x)
2 D2 − 5 DD ′ + 2 D ′2
−1
1 5 D ′ D ′2
= 1− + 24 ( y − x)
2
2D 2D D2
1 5D ′ 1 5
= 1+ 2
... 24 ( y − x) = 2
24 ( y − x) + 24
2D 2 D 2D 4 D3
x2 x3 5 x3
= 12 y − + ⋅ 24 ⋅ = 6 x2 y + 3 x3 .
2 6 4 6
∂2 z ∂2 z
Example 11: Solve 2
− = x − y.
∂x ∂ y2 (Lucknow 2008)
A.E. is m2 − 1 = 0 .
∴ m = 1, − 1.
∴ C. F. = φ1 ( y + x) + φ 2 ( y − x).
−1
1 1 D′2
Now P.I. = ( x − y) = 1 − ( x − y)
D2 − D ′2 D2 D2
1 D ′2
= 1 + + ... ( x − y)
D2 D2
1 1 3 1
= ( x − y) = x − y ⋅ x2 .
D2 6 2
Hence the general solution of the given equation is
1 3 1 2
z = C. F. + P.I. = φ1 ( y + x) + φ 2 ( y − x) + x − yx .
6 2
Example 12: Solve
∂3 u ∂3 u ∂3 u ∂3 u
3
+ 3
+ 3
−3 = x3 + y3 + z 3 − 3 xyz .
∂x ∂y ∂z ∂x ∂y ∂z (Avadh 2012)
…(1)
−1
1 D12
= 1 − ... (− 3 xyz )
− 3 D1 D2 D3 D2 D3
1 x2 y2 z 2
=− (− 3 xyz ) = ⋅
3 D1 D2 D3 8
Hence the general solution of the equation (1) is
z = C. F. + P.I.
Comprehensive Exercise 2
∂3 z ∂3 z
2. Solve − = x3 y3 .
∂x3 ∂ y3
D-257
3. Solve ( D2 − a2 D ′2 ) z = x2 .
∂2 z ∂2 z ∂2 z
4. Solve 2
+3 + 2 2 = 2 x + 3 y.
∂x ∂x ∂y ∂y
∂2 z ∂2 z ∂2 z
5. Solve +3 + 2 2 = 6 ( x + y).
∂x2 ∂x ∂y ∂y
6. Solve ( D2 − DD ′ − 6 D ′2 ) z = xy.
A nswers 2
1. z = φ1 ( y + x) + x φ 2 ( y + x) + 2 x 3 y + x 4
1 6 3 x9
2. z = φ1 ( y + x) + φ 2 ( y + ωx) + φ 3 ( y + ω2 x) + x y +
120 10080
1 4
3. z = φ1 ( y + ax) + φ 2 ( y − ax) + x
12
7 3
4. z = φ1 ( y − x) + φ 2 ( y − 2 x) − x 3 + x 2 y
6 2
5. z = φ1 ( y − x) + φ 2 ( y − 2 x) + 3 x 2 y − 2 x 3
1 3 1 4
6. z = φ1 ( y − 2 x) + φ 2 ( y + 3 x) + x y+ x
6 24
1 1
F ( D, D′ )
φ (t) =
F (a, b) ∫ ∫… ∫ φ (t) dt … dt, where t = ax + by .
1 x r +1
Thus x r φ ( ax + by) = φ ( ax + by) . …(4)
( bD − aD ′ ) b ( r + 1)
1
Hence if z = φ (ax + by),
(bD − aD ′ )n
1 1
then z= n −1 φ (ax + by)
(bD − aD ′ ) (bD − aD ′ )
1 x
= n −1
φ (ax + by), using (4)
(bD − aD ′ ) b
D-259
1 1 x
= n−2 φ (ax + by)
(bD − aD ′ ) (bD − aD ′ ) b
1 1 x2
= n−2
⋅ φ (ax + by), using (4)
(bD − aD ′ ) b 2b
… … … … … … … … … … … …
… … … … … … … … … … … …
n
x
= n
φ (ax + by), by repeated application of (4).
b n!
1 xn
Thus n
φ ( ax + by) = n
φ ( ax + by) .
( bD − aD ′ ) b n!
1 1
= ⋅ 4 sin (2 x + y)
2 D
(D − 2 D ′ )
1
= {− 2 cos (2 x + y)}
( D − 2 D ′ )2
1
= −2 cos (2 x + y)
( D − 2 D ′ )2
D-260
x2
= −2⋅ cos (2 x + y) = − x2 cos (2 x + y). [ ∵ F (a, b) = 0 ]
2!
Hence the general solution of the given equation is
z = C. F. + P.I.
= φ1 ( y) + φ 2 ( y + 2 x) + x φ 3 ( y + 2 x) − x 2 cos (2 x + y).
x +2 y 1 2D ′ 1 1 5
=e + 1+ + ... x3 = e x +2 y
+ x3 = e x +2 y
+ x .
D2 D D2 20
Hence the general solution of the given equation is
x +2 y 1 5
z = C. F. + P.I. = φ1 ( y + x) + x φ 2 ( y + x) + e + x .
20
∂2 z ∂2 z
Example 16: Solve + = cos mx cos ny. (Lucknow 2006; Kanpur 07; Avadh 14)
∂x 2 ∂y 2
∴ m = ± i.
∴ C. F. = φ1 ( y + ix) + φ 2 ( y − ix).
1 1 1 1
Now P.I. = ⋅ 2 cos (mx + ny) + cos (mx − ny)
2 D + D ′2 2 D2 + D ′2
1 1 1 1
= {− cos (mx + ny)} + ⋅ 2 {− cos (mx − ny)}
2 m2 + n2 2 m + n2
1
=− {cos (mx + ny) + cos (mx − ny)}.
2 (m + n2 )
2
A.E. is 2 m2 − m − 3 = 0 or (2 m − 3) (m + 1) = 0 .
∴ C. F. = φ1 (2 y + 3 x) + φ 2 ( y − x).
1 1
Now P.I. = 5e x − y = 5e x− y
2 D2 − DD ′ − 3 D ′2 ( D + D ′ ) (2 D − 3 D ′ )
1 1 x− y 1 x− y
= ⋅ ⋅ 5e = e
D+ D′ 2+3 D+ D′
x x− y x− y
= e = xe . [ ∵ F (a, b) = 0 ]
1!
Solution: A.E. is m2 − 5 m + 4 = 0
or (m − 1) (m − 4) = 0 ∴ m = 1, 4.
∴ C. F. = φ1 ( y + x) + φ 2 ( y + 4 x).
1
Now P.I. = 2 sin (4 x + y)
D − 5 DD ′ + 4 D ′2
1 1
= ⋅ sin (4 x + y)
(D − 4 D ′ ) (D − D ′ )
1 1
= ⋅ {− cos (4 x + y)}
( D − 4 D ′ ) (4 − 1)
1 1
= {− cos (4 x + y)}
D − 4D ′ 3
D-262
1
=− ⋅ x cos (4 x + y). [ ∵ F (a, b) = 0 ]
3
Hence the general solution of the given equation is
1
z = C. F. + P.I. = φ1 ( y + x) + φ 2 ( y + 4 x) − x cos (4 x + y).
3
Comprehensive Exercise 3
1. Solve ( D2 − 6 DD ′ + 9 D ′2 ) z = 6 x + 2 y.
∂2 z ∂2 z
2. Solve + = 12 ( x + y).
∂x 2 ∂y 2
3. Solve ( D3 − 4 D2 D ′ + 4 DD ′2 ) z = cos ( y + 2 x). (Purvanchal 2011)
6. Solve ( D2 + 2 DD ′ + D ′2 ) z = e 2 x +3 y
. (Purvanchal 2007)
2 2 2
7. Solve ( D + D ′ ) z = 30 (2 x + y).
8. Solve ( D3 − 2 D2 D ′ − DD ′2 + 2 D ′3 ) z = e x+ y
.
9. Solve ( D3 − 7 DD ′2 − 6 D ′3 ) z = x2 + x y2 + y3 + cos ( x − y).
10. Solve r + s − 2 t = √ (2 x + y). (Lucknow 2010)
3 2 2 3 y +2 x 1 /2
11. Solve ( D − 4 D D ′ + 5 DD ′ − 2 D ′ ) z = e + ( y + x) .
2 2 2x − y x+ y
12. Solve ( D − 3 DD ′ + 2 D ′ ) z = e +e + cos ( x + 2 y).
13. Solve log s = x + y.
14. Solve ( Dx3 − 7 Dx D y2 − 6 D y3 ) z = sin ( x + 2 y) + e 3 x + y. (Meerut 2013)
A nswers 3
1 2
1. z = φ1 ( y + 3 x) + x φ 2 ( y + 3 x) + x (3 x + y)
4
2. z = φ1 ( y + ix) + φ 2 ( y − ix) + ( x + y)3
1 2
3. z = φ1 ( y) + φ 2 ( y + 2 x) + x φ 3 ( y + 2 x) + x sin ( y + 2 x)
4
4. z = φ 1 ( y + x) + x φ2 ( y + x) − sin (2 x + 3 y)
1
5. z = φ1 (2 y + x) + φ 2 ( y + 2 x) − ⋅ 5 x cos (2 x + y)
3
1 2 x +3 y
6. z = φ1 ( y − x) + x φ 2 ( y − x) + e
25
D-263
Example 20: Solve r + s − 6 t = y cos x. (Avadh 2009, 10, 11; Purvanchal 07)
1
= [a sin x + 3 x sin x + 3 cos x ]
D − 2D ′
1
= [( y − 3 x) sin x + 3 x sin x + 3 cos x ]
D − 2D ′
1
= [ y sin x + 3 cos x ]
(D − 2 D ′ )
1
= [sin y + x cos y ]
D + D′
= ∫ [sin ( x + b) + x cos ( x + b)] dx, where y − x = b
12 1 2 5 3
= ax − x
D + 3D ′ 2 3
12 1 2 5 3
= ( y + 5 x) x − x
D + 3D ′ 2 3
2
= {3 yx2 + 5 x3}
D + 3D ′
= 2 ∫ [3 x2 (3 x + b) + 5 x3 ] dx , where y − 3 x = b
3
=2 ∫ (14 x + 3 x2 b) dx
x4 x3
= 2 14 ⋅ +3⋅ b = 7 x 4 + 2 x3 b
4 3
= 7 x4 + 2 x3 ( y − 3 x) = x 4 + 2 x3 y.
Hence the general solution of the given equation is
z = C. F. + P.I. = φ1 ( y + 5 x) + φ 2 ( y − 3 x) + x 4 + 2 x3 y.
Example 23: Solve r − t = tan3 x tan y − tan x tan3 y. (Lucknow 2006; Avadh 10)
1 3
= ∫ [tan x tan (a − x) − tan x tan3 (a − x)] dx,
D + D′
where y + x = a
1 2
=
D + D′ ∫ [{ − 1 + sec x} tan x tan (a − x)]
1 tan2 x 1 2
= tan (a − x) ⋅ + ∫ sec (a − x) ⋅ tan2 x dx
D + D ′ 2 2
tan2 (a − x) 1
2
+ tan x ⋅ − x tan2 (a − x) dx
∫ sec
2 2
1 2 2
= [tan x tan (a − x) + tan x tan (a − x)
2 (D + D ′ )
− ∫ sec2 x {sec2 (a − x) − 1 − sec2 (a − x) ⋅ (sec2 x − 1)} dx]
1
= [tan2 x tan (a − x) + tan x tan2 (a − x)
2 (D + D ′ )
+ ∫ {sec2 x − sec2 (a − x)} dx]
1
= [tan2 x tan y + tan x tan2 y + (tan x + tan y)]
2 (D + D ′ )
1
= [tan x. sec2 y + tan y. sec2 x ]
2 (D + D ′ )
1
= ∫ [tan x sec2 (b + x) + tan (b + x) sec2 x] dx, where y − x = b
2
1 1
= tan x tan (b + x) − ∫ sec2 x tan (b + x) dx
2 2
1
tan (b + x) sec2 x dx
2 ∫
+
1 1
= tan x tan (b + x) = tan x tan y.
2 2
Hence the general solution of the given equation is
1
z = C. F. + P.I. = φ1 ( y + x) + φ 2 ( y − x) + tan x tan y.
2
Comprehensive Exercise 4
∂z ∂z
1. Solve + = sin x.
∂x ∂y
∂2 z ∂2 z ∂2 z
2. Solve 2
+ − 6 2 = y sin x. (Kanpur 2011)
∂x ∂x ∂y ∂y
D-267
∂2 z ∂2 z 4x y
3. Solve 2
−4 2
= 2
− ⋅
∂x ∂y y x2 (Rohilkhand 2000; Agra 03)
2 2
4. Solve r − s − 2 t = (2 x + xy − y ) sin xy − cos xy.
5. Solve ( D − DD′ − 2 D′2 ) z = ( y − 1) e x .
2
A nswers 4
1. z = φ1 ( y − x) − cos x
2. z = φ1 ( y + 2 x) + φ 2 ( y − 3 x) − ( y sin x + cos x)
3. z = φ1( y + 2 x) + φ 2 ( y − 2 x) + x log y + y log x + 3 x.
4. z = φ1 ( y + 2 x) + φ 2 ( y − x) + sin xy.
5. z = φ1 ( y + 2 x) + φ 2 ( y − x) + ye x .
I. F. = e ∫ − k dx = e − kx .
∴ ze − kx = ∫e
− kx
e kx φ1 (a) dx + b = x φ 1 (a) + b .
D′ s (e ax + by) = b s e ax + by
and ( Dr D ′ s ) (e ax + by) = a r b s e ax + by.
∴ F ( D, D ′ ) (e ax + by) = F (a, b) e ax + by.
1
Operating both the sides by , we get
F ( D, D ′ )
1
e ax + by = F (a, b) e ax + by
F ( D, D ′ )
D-270
1 1
⇒ e ax + by = e ax + by, provided F (a, b) ≠ 0 .
F ( D, D ′ ) F (a, b)
1
Case II: The value of sin (ax + by) is obtained by putting
F ( D, D ′ )
D2 = − a2 , DD ′ = − ab and D ′2 = − b2 ,
provided the denominator is not zero. Similar is the rule for cos (ax + by).
1
Case III: x m y n = [ F ( D, D ′ )]− 1 x m y n,
F ( D, D ′ )
Solution: C. F. = e x φ1 ( y + x) + e2 x φ 2 ( y + x).
1 D′
= cos ( x + 2 y) = cos ( x + 2 y)
D′ D ′2
D′ 1
= 2
cos ( x + 2 y) = − {− 2 sin ( x + 2 y)}
−2 4
1
= sin ( x + 2 y)
2
and P.I. corresponding to e y
1 1
= 2 ey= ey
D − DD ′ + D ′ − 1 ( D − 1)( D − D ′ + 1)
1 y y 1
= e =−e 1
(0 − 1)( D − D ′ + 1) D − ( D ′ + 1) + 1
−1
1 1 D′ 1
=−ey 1= − e y 1 − 1= − e y 1 = − xe y.
D − D′ D D D
Hence the general solution of the given equation is
1
z = C. F. + P.I. = e x φ1 ( y) + e − x φ 2 ( y + x) + sin ( x + 2 y) − xe y.
2
Example 29: Solve
( D2 − D ′2 − 3 D + 3 D ′ ) z = xy + e x +2 y
.
(Rohilkhand 2007; Lucknow 08; Purvanchal 2007)
Solution: The given equation can be written as
x +2 y
( D − D ′ ) ( D + D ′ − 3) z = xy + e .
3x
∴ C. F. = φ1 ( y + x) + e φ2 ( y − x).
Now P.I. corresponding to xy
1
= xy
( D − D ′ )( D + D ′ − 3)
−1 −1
1 D′ D D ′
=− 1 − 1 − − xy
3D D 3 3
1 D′ D D ′ 2 DD ′
=− 1 + + ... 1 + + + + ... xy
3D D 3 3 9
1 D D ′ D ′ D ′ 2 DD ′
=− 1 + + + + + + ... xy
3D 3 3 D 3 9
1 y 2 1 2
=− xy + + x+ x+
3D 3 3 D 9
1 1 1 1 2 1 3 2
= − x2 y + xy + x + x + x
3 2 3 3 6 9
and P.I. corresponding to e x + 2 y
1
= ex + 2y
( D − D ′ ) ( D + D ′ − 3)
1 x +2 y 1 x +2 y
= e =− e
(1 − 2) ( D + D ′ − 3) ( D + D ′ − 3)
D-273
1
= − ex e2 y, putting D = 1
D′ − 2
1 1
= − e x . e2 y 1= − ex +2 y 1
( D ′ + 2) − 2 D′
= − ye x + 2 y.
Hence the general solution of the given equation is
z = C. F. + P.I. = φ1 ( y + x) + e3 x φ 2 ( y − x)
1 1 2 1 1 2 1 3 2 x +2 y
− x y + xy + x + x + x − ye .
3 2 3 3 6 9
Example 30: Solve ( D2 − DD ′ − 2 D ′2 + 2 D + 2 D ′ ) z = e2 x + 3 y
+ xy + sin (2 x + y).
(Avadh 2013)
Solution: The given equation can be written as
( D + D ′ ) ( D − 2 D ′ + 2) z = e2 x + 3 y
+ xy + sin (2 x + y).
−2 x
∴ C. F. = φ 1 ( y − x) + e φ 2 ( y + 2 x).
2 x +3 y
Now P.I. corresponding to e
1
= e2 x +3 y
( D + D ′ ) ( D − 2 D ′ + 2)
1 1 2 x +3 y
= e2 x +3 y = − e ,
(2 + 3) (2 − 6 + 2) 10
P.I. corresponding to xy
1
= xy
( D + D ′ ) ( D − 2 D ′ + 2)
−1
1 D′ 1
= 1 + {1 + ( D − 2 D ′ )}− 1 xy
2D D 2
1 D′ 1 1
= 1 − + ... {1 − ( D − 2 D ′ ) + ( D − 2 D ′ )2 +...} xy
2D D 2 4
1 D′ 1
= 1 − + ... ( xy − y + x − 1)
2D D 2
1 1 1 1
= ( xy − y + x − 1 − x2 + x)
2D 2 2 2
1 1 1 2 3
= xy − y − x + x − 1
2D 2 2 2
1 1 2 1 1 3 3 2
= x y − xy − x + x − x
2 2 2 6 4
and P.I. corresponding to sin (2 x + y)
1
= 2 sin (2 x + y)
D − DD ′ − 2 D ′2 + 2 D + 2 D ′
1
= sin (2 x + y)
− 2 − (− 2 ⋅ 1) − 2 ⋅ (− 12 ) + 2 D + 2 D ′
2
1 D − D′
= sin (2 x + y) = sin (2 x + y)
2 (D + D ′ ) 2 ( D2 − D ′2 )
D-274
1 D − D′ 1
= sin (2 x + y) = − ( D − D ′ ) sin (2 x + y)
2 − 22 − (− 12 ) 6
1 1
=− { 2 cos (2 x + y) − cos (2 x + y)} = − cos (2 x + y).
6 6
Hence the general solution of the given equation is
z = C. F. + P.I.
Example 31: Solve ( D − 3 D ′ − 2)2 z = 2 e 2 x tan ( y + 3 x).
Solution: C. F. = e 2 x φ1 ( y + 3 x) + xe 2 x φ 2 ( y + 3 x).
1
Now P.I. = 2 e 2 x tan ( y + 3 x)
( D − 3 D ′ − 2)2
1
= 2e 2 x tan ( y + 3 x)
{( D + 2) − 3 D ′ − 2}2
1
= 2e 2 x tan ( y + 3 x)
( D − 3 D ′ )2
x2
= 2e 2 x ⋅ tan ( y + 3 x) = x2 e 2 x tan ( y + 3 x).
2!
Hence the general solution of the given equation is
z = C. F. + P.I.
Example 32: Solve ( D3 − 3 DD ′ + D + 1) z = e 2 x + 3 y. (Kanpur 2008)
1
Now P.I. = sin (3 x + 4 y)
D2 − DD ′ − 2 D
1
= sin (3 x + 4 y)
− 9 − (−3.4) − 2 D
1 3 + 2D
= sin (3 x + 4 y) = sin (3 x + 4 y)
3 − 2D 9 − 4 D2
3 + 2D
= sin (3 x + 4 y)
9 − 4 (− 9)
1
= {3 sin (3 x + 4 y) + 2 ⋅ 3 cos (3 x + 4 y)}
45
1
= {sin (3 x + 4 y) + 2 cos (3 x + 4 y)}.
15
Hence the general solution of the given equation is
z = C. F. + P.I.
∂2 z ∂2 z ∂2 z
Example 34: Solve + −6 = x2 sin ( x + y).
2
∂x ∂x ∂y ∂ y2
1
= imaginary part of x2 e i( x + y )
D + DD ′ − 6 D ′2
2
1
= I.P. of e i ( x + y ) x2
2 2
( D + i ) + ( D + i ) ( D ′ + i) − 6 ( D ′ + i)
1
= I.P. of e i ( x + y ) x2
2 2
D + 3 iD + DD ′ − 11 D ′ i − 6 D ′ + 4
−1
1 D2 3 iD DD ′ 11 D ′ i 6 D ′2
= I.P. of e i ( x + y ) ⋅ 1+ + + − −
x2
4 4 4 4 4 4
1 D2 3 iD DD ′ 11D ′ i 6
= I.P. of e i ( x + y ). 1 − − − + + D ′2
4 4 4 4 4 4
9 i2 D2
+ + ... x2
16
1 x2 − 1 − 3 i x − 9
= I.P. of e i ( x + y ).
4 2 2 8
D-276
1 13 3 ix
= I.P. of {cos ( x + y) + i sin ( x + y)} x2 − −
4 8 2
1 2 13 3
= x − sin ( x + y) − x cos ( x + y).
4 8 8
Hence the general solution of the given equation is
z = C. F. + P.I. = φ1 ( y + 2 x) + φ 2 ( y − 3 x)
1 13 3
+ x2 − sin ( x + y) − x cos ( x + y).
4 8 8
Comprehensive Exercise 5
1. Solve ( D2 − D ′2 + D − D ′ ) z = 0 .
2. Solve DD ′ ( D − 2 D ′ − 3) z = 0 .
3. Solve ( D − 2 D ′ − 1) ( D − 2 D ′2 − 1) z = 0 .
6. Solve ( D2 − D ′ ) z = 2 y − x2 .
12. Solve ( D2 − 4 DD ′ + D − 1) z = e 3 x − 2 y .
13. Solve ( D2 − D ′ − 1) z = x2 y.
14. Solve ( D 2 − DD ′ + D ′ − 1) z = 2 cos ( x + 2 y) − e y . (Avadh 2009)
2 2 2
∂ z ∂ z ∂ z ∂z ∂z
15. Solve −3 +2 − +2 = (2 + 4 x) e − y .
∂x2 ∂x ∂y ∂ y2 ∂ x ∂y
A nswers 5
1. z = φ1 ( y + x) + e − x φ 2 ( y − x)
2. z = φ1 ( x) + φ 2 ( y) + e3 x φ 3 ( y + 2 x)
D-277
2
3. z = e x φ1 ( y + 2 x) + Σ Ae(2 k + 1) x + ky
4. z = φ1 ( x) + e − x φ 2 ( y − x)
5. z = φ1 ( y) + e − x φ 2 ( y + x) + x
2
6. z = Σ Ae hx + h y + yx2
1
7. z = e − x φ1 ( y) + e x φ 2 ( y − x) − {cos ( x + 2 y) + 2 sin ( x + 2 y)}
10
1 x+ y
8. z = φ1 ( y + 2 x) + e − x φ 2 ( y + 2 x) + ye
2
1 1
9. z = φ1 ( y) + e 2 x φ 2 ( y + x) + {sin (3 x + 4 y) + 2 cos (3 x + 4 y)} + e 2 x + y .
15 2
2 x2 x ax + a2 y
10. z = Σ Ae hx + h y + − e
4 a 4 a2
1
11. z = φ1( y + x) + e − x φ 2 ( y − x) − e2 x + 3 y
6
1 3x − 2 y 1 2
12. z = Σ Ae hx + ky + e , where k = (h + h − 1)
35 4h
2
13. z = Σ Ae hx + ( h − 1) y + x2 − x2 y − 2 y + 4
14. z = e x φ1 ( y) + e − x φ 2 ( y + x) + sin ( x + 2 y) + x e y
15. z = φ1 ( y + 2 x) + e x φ2 ( y + x) + e − y ( x + x2 )
∂z ∂z ∂X 1 ∂z
Then = ⋅ =
∂x ∂X ∂x x ∂X
∂z ∂z
or x =
∂x ∂X
∂ ∂
∴ x ≡ ≡ D (say). …(2)
∂x ∂X
2
∂ ∂z 2 ∂ z ∂z
Now x x = x +x
∂x ∂x 2 ∂x
∂x
∂2 z ∂ ∂z
⇒ x2 = x − 1 x
∂x2 ∂x ∂x
= ( D − 1) Dz
= D ( D − 1) z . …(3)
n
∂ z
In general xn = D ( D − 1) ( D − 2)...( D − n + 1) z . …(4)
∂x n
Similarly differentiating w.r.t. y, we get
∂z ∂z ∂ ∂
y = = D ′ z i. e., y ≡ ≡ D ′,
∂y ∂Y ∂y ∂Y
∂2 z
y2 = D ′ ( D ′ − 1) z ,
∂ y2
∂ nz
yn = D ′ ( D ′ − 1)...( D′ − n + 1) z .
∂y n
∂2 z
Also xy = DD ′ z
∂x ∂y
∂ m + nz
and xm yn = D ( D − 1)...( D − m + 1) D ′ ( D ′ − 1)... ( D′ − n + 1) z .
∂x m ∂y n
These substitutions reduce the equation (1) to an equation having constant
coefficients and now it can easily be solved by the methods discussed for homogeneous
and non-homogeneous linear equations with constant coefficients.
∂2 z ∂2 z ∂2 z
Example 35: Solve x2 + 2 xy + y2 = 0.
∂x2 ∂x ∂y ∂ y2
Solution: Putting x = e X , y = eY
∂ ∂
and denoting and by D and D ′ respectively, the given equation transforms to
∂X ∂Y
[ D ( D − 1) + 2 DD ′ + D ′ ( D ′ − 1)] z = 0
D-279
or [ D2 + 2 DD ′ + D ′2 − D − D ′ ] z = 0
or ( D + D ′ ) ( D + D ′ − 1) z = 0 .
Hence the general solution of the given equation is
z = φ1 (Y − X ) + e X φ 2 (Y − X )
∂2 z ∂2 z ∂2 z ∂z
Example 36: Solve x2 − 4 xy + 4 y2 +6y = x3 y 4 .
2 ∂x ∂y 2 ∂y
∂x ∂y
Solution: Putting x = e X , y = eY
∂ ∂
and denoting and by D and D ′ respectively, the given equation transforms to
∂X ∂Y
[ D ( D − 1) − 4 DD ′ + 4 D ′ ( D ′ − 1) + 6 D′ ] z = e3 X + 4Y
or ( D2 − D − 4 DD ′ + 4 D ′2 + 2 D ′ ) z = e3 X + 4Y .
or ( D − 2 D ′ ) ( D − 2 D ′ − 1) z = e3 X + 4Y .
∴ C. F. = φ1 (Y + 2 X ) + e X φ 2 (Y + 2 X )
= f1 ( yx2 ) + x f2 ( yx2 ).
1
Now P.I. = e3 X + 4Y
( D − 2 D ′ ) ( D − 2 D ′ − 1)
1 1 3 4
= e3 X + 4Y = x y .
(3 − 2.4) (3 − 2.4 − 1) 30
Hence the general solution of the given equation is
1 3 4
z = C. F. + P.I. = f1 ( yx2 ) + x f2 ( yx2 ) + x y .
30
∂2 z ∂2 z ∂2 z
Example 37: Solve x2 + 2 xy + y2 = ( x2 + y2 )n /2 .
2 ∂ x ∂ y 2
∂x ∂y
∂ ∂
Solution: Putting x = e X , y = eY and denoting and by D and D′ respectively,
∂X ∂Y
the given equation transforms to
{D ( D − 1) + 2 DD ′ + D ′ ( D ′ − 1)} z = (e2 X + e2Y )n /2
or ( D + D ′ ) ( D + D ′ − 1) z = (e2 X + e2Y )n /2 .
D-280
∴ C. F. = φ1 (Y − X ) + e X φ 2 (Y − X )
e nX [1 + e 2 (Y − X )]n /2 (e 2 X + e 2Y )n /2 ( x2 + y2 )n /2
= = = ⋅
n (n − 1) n (n − 1) n (n − 1)
∂2 z ∂z
or y2 − y = xy2 .
2 ∂y
∂y
∂ ∂
Putting x = e X , y = eY and denoting and by D and D′ respectively the given
∂X ∂Y
equation transforms to
{D ′ ( D ′ − 1) − D ′} z = e X + 2Y
or D ′ ( D ′ − 2) z = e X + 2Y .
∴ C. F. = φ1 ( X ) + e 2Y φ 2 ( X )
= φ1 (log x) + y2 φ 2 (log x)
= f1 ( x) + y2 f2 ( x).
D-281
1
Now P.I. = e X + 2Y
D ′ ( D ′ − 2)
1
= e X + 2Y
2 ( D ′ − 2)
1 X + 2Y 1
= e 1
2 D′ + 2 − 2
1 X + 2Y 1 1
= e 1 = Ye X + 2Y
2 D′ 2
1 2
= xy log y.
2
Hence the general solution of the given equation is
1 2
z = C. F. + P.I. = f1 ( x) + y2 f2 ( x) + xy log y.
2
1 ∂2 z 1 ∂z 1 ∂2 z 1 ∂z
Example 39: Solve − = − ⋅
x2 ∂x2 x3 ∂x 2
y ∂y 2
y3 ∂ y
1 2 1
Solution: Put x = X and y2 = Y ,
2 2
so that x dx = dX and y dy = dY .
∂z ∂z ∂x 1 ∂z
Hence = =
∂X ∂x ∂X x ∂x
∂2 z ∂ ∂z
and =
2 ∂X ∂X
∂X
∂ 1 ∂z ∂x
= ⋅
∂x x ∂x ∂X
1 ∂ 1 ∂z
= ⋅
x ∂x x ∂x
1 ∂z 1 ∂2 z
=− +
3 ∂x
x x2 ∂x2
1 ∂2 z 1 ∂z ∂2 z
i. e., − = ⋅
2 2 3 ∂x
x ∂x x ∂X 2
1 ∂2 z 1 ∂z ∂2 z
Similarly − = ⋅
2 2 3 ∂y
y ∂y y ∂Y 2
Thus the given equation transforms to
∂2 z ∂2 z ∂2 z ∂2 z
= or − =0
∂X 2 ∂Y 2 ∂X 2 ∂Y 2
or ( D2 − D′ 2 ) z = 0
∂ ∂
where D≡ , D′ ≡
∂X ∂Y
D-282
or ( D + D ′ ) ( D − D ′ ) z = 0.
Hence the solution is
z = φ1 (Y − X ) + φ 2 (Y + X )
= f1 ( y2 − x2 ) + f2 ( y2 + x2 ).
Comprehensive Exercise 6
∂2 z ∂2 z ∂z ∂z
1. Solve x2 − y2 − y +x = 0.
2 2 ∂ y ∂x
∂x ∂y
∂2 z ∂2 z ∂2 z ∂z ∂z
2. Solve x2 + 2 xy + y2 +x + y − z = 0.
∂x2 ∂x ∂y ∂ y2 ∂x ∂y
3. Solve x2 r − 3 xys + 2 y2 t + px + 2 q y = x + 2 y.
∂2 z ∂2 z
4. Solve x2 − y2 = x2 y.
∂x2 ∂ y2
5. Solve ( x2 D2 + 2 xyDD ′ + y2 D ′2 ) z = x m y n.
∂2 z ∂2 z ∂z x3
6. Solve x2 + 2 xy −x = ⋅
∂x2 ∂x ∂y ∂x y2
A nswers 6
y
1. z = f1 ( xy) + f2
x
y 1 y
2. z = x f1 + f
x x 2 x
3. z = f1 ( xy) + f2 ( x2 y) + x + y
1
4. z = f1 ( xy) + x f2 ( y / x) + x2 y
2
y y 1
5. z = f1 + x f2 + xm yn
x x (m + n)(m + n − 1)
1
6. z = f1 ( y) + x2 f2 ( y / x2 ) − ( x3 / y2 )
9
1
7. z = f1 ( y / x) + f2 ( xy) + (log x)3
6
D-283
(b) 2 m2 − 5 m + 2 = 0
(c) 2 m2 + 5 m − 2 = 0
(d) 2 m2 − 5 m − 2 = 0
(a) z = c1 e x + c2 e y
(b) z = c e ( x + c2 y )
(c) z = φ1 ( x + y) + φ 2 ( y + x)
(d) z = φ1 ( y + x) + x φ 2 ( y + x). (Rohilkhand 2002)
(a) φ1 ( y + x) + φ 2 ( y − 2 x)
(b) φ1 ( y + x) + x φ 2 ( y + x) + φ 3 ( y + 2 x)
(c) φ1 ( y + x) + x φ 2 ( y + x) + φ 3 ( y − 2 x)
(d) None of these.
5. The P.I. of the differential equation ( D2 + 3 DD ′ + 2 D ′2 ) z = x + y is
( x + y)3 ( x + y)3
(a) (b)
6 12
( x + y)3
(c) (d) None of these.
36
D-284
(b) z = e kx φ ( y − mx)
(c) z = e x φ ( y + mx)
(d) z = e x φ ( y − mx).
(a) h = k (b) h = k 2
(a) h2 − hk − 2 h = 0 (b) h2 + hk − 2 h = 0
(c) x = e2 X , y = e2Y
(d) None of these
D-285
True or False
Write ‘ T ’ for true and ‘F’ for false statement.
1. The A.E. of a linear homogeneous nth order partial differential equation with
constant coefficients of the form F ( D, D ′ ) z = f ( x, y) is obtained by putting
D = 1, D ′ = m in F ( D, D ′ ) = 0 .
1 xr + 1
2. The value of x r φ (ax + by) = φ (ax + by).
(bD − aD ′ ) b (r + 1)
3. The solution of ( D2 − 2 aDD ′ + a2 D ′2 ) z = 0 is
z = φ1 ( y + ax) + x φ 2 ( y + ax).
4. In case of non-homogeneous linear partial differential equation with constant
1 1
coefficients the value of e ( ax + by ) . V = e ax + by V.
F ( D, D ′ ) ( D − a, D ′ − b)
5. The C.F. of ( D3 − 3 DD ′ + D + 1) z = e2 x + 3 y is Σ Ae hx + ky
where h3 − 3 hk + h + 1 = 0 .
6. In the equation ( D − mD ′ ) z = φ ( x, y) the value of
1
z= φ ( x, y) = ∫ φ ( x, a − mx) dx, where a = y + mx .
D − mD ′
A nswers
True or False
1. F 2. T 3. T
4. F 5. T 6. T
¨
D-287
10
P artial D ifferential E quations
of S econd O rder with V ariable
C oefficients
x
Example 1: Solve s = + a.
y
∂2 z x
Solution: The given equation can be written as = + a.
∂x ∂y y
∂z 1 x2
Integrating w.r.t. ‘x’, we get = ⋅ + ax + f ( y).
∂y y 2
or z = x2 y + xy2 + φ ( y) + ψ ( x).
or yz = y sin ( x + y) + φ ( y) + ψ ( x).
Example 5: Solve t − xq = x2 . (Lucknow 2011)
1 1 y2 y2
or z = x y2 log y − ∫ ⋅ dy + f ( x) + ψ( x)
2 y 2 2
1 1 1 2
or z = xy2 log y − x y2 + y f ( x) + ψ ( x).
2 4 2
Example 7: Solve rx = (n − 1) p.
∂2 z / ∂x2 n − 1
Solution: The given equation can be written as = ⋅
∂z / ∂x x
∂z ∂z
Integrating, log = (n − 1) log x + log f ( y) or = x n − 1 f ( y).
∂x ∂x
Again integrating w.r.t. ‘x’, we get
xn
z= f ( y) + ψ ( y) or z = x n φ ( y) + ψ ( y).
n
D-290
A.E. is m2 − 4 m + 4 = 0
or (m − 2)2 = 0 .
∴ m = 2, 2.
Hence the general solution of (1) is z = φ1 ( y + 2 x) + x φ 2 ( y + 2 x). …(2)
If the surface (2) passes through the lines z = x = 0 and z − 1 = x − y = 0 , then we
have
0 = φ1 ( y + 2 x) …(3)
and 1 = φ1 ( y + 2 x) + x φ 2 ( y + 2 x). …(4)
From (3) and (4), we get
1 3 3
φ 2 ( y + 2 x) = = = ⋅
x 3x 2 x + y [∵ y − x = 0 ]
Putting the values of φ1 and φ 2 in (2), the required surface is
3
z = x⋅ or z (2 x + y) = 3 x.
2x + y
Comprehensive Exercise 1
1. Solve xr + p = 9 x2 y3 .
2. Solve r = 2 y2 .
3. Solve log s = x + y.
4. Solve r = 6 x.
D-292
5. Solve xr + 2 p = 0.
6. Solve xr = p.
7. Solve xs + q = 4 x + 2 y + 2.
8. Solve t + s + q = 0.
9. Solve 2 yq + y2 t = 1.
A nswers 1
1. z = x3 y3 + f ( y) log x + φ ( y)
2. z = x2 y2 + x f ( y) + φ ( y)
x+ y
3. z=e + φ ( y) + ψ ( x)
4. z = x3 + x f ( y) + φ ( y)
1
5. z=− f ( y) + φ ( y)
x
1 2
6. z= x f ( y) + φ ( y)
2
7. z x = 2 x2 y + xy2 + 2 x y + φ ( x) + ψ ( y)
x
8. ze = φ ( x) + ψ ( x − y)
9. yz = y log y − f ( x) + y φ ( x)
10. z + 4 x2 + y2 − 8 xy − 4 y + 8 x + 2 = 0
x y
11. z = ( y + x) +
a b
∂
Let δ i represent , for i = 1, 2 , … , n
∂xi
∂2
and δ i δj represent , for i = 1, 2 , 3, … , n and j = 1, 2 , 3, … , n.
∂x i ∂x j
If aij are functions of x1, x2 , … , xn the same differential equation can be elliptic,
hyperbolic and parabolic at different points.
If aij are constants, the equation will have the same nature throughout.
where A is positive.
Here φ = Aδ12 + B δ1 δ2 + C δ22 .
The equation (1) is
(i) elliptic if B 2 − 4 AC < 0 ,
(iii) parabolic if B 2 − 4 AC = 0 .
D-294
Note 1: If A , B , C are constants then the nature of the equation (1) will be the same in
the whole region i. e.,for all values of x and y.The nature will depend on B 2 − 4 AC .
The equation (1) will be elliptic if B 2 − 4 AC < 0 .
The equation (1) will be hyperbolic if B 2 − 4 AC > 0 .
The equation (1) will be parabolic if B 2 − 4 AC = 0 .
Note 2: If A , B , C are functions of x and y then the nature of equation (1) will not be
same in the whole region i. e., for all values of x and y.
The equation (1) will be elliptic in the region where B 2 − 4 AC < 0 .
Comprehensive Exercise 2
∂2 z ∂2 z
(iii) + = 0.
∂x2 ∂ y2
A nswers 2
1. (i) elliptic. (ii) hyperbolic. (iii) parabolic.
2
2. hyperbolic if t >4 x,
parabolic if t 2 = 4 x and elliptic if t 2 < 4 x .
4. (i) Parabolic (ii) Hyperbolic (iii) Elliptic.
D-296
∂2 z ∂ ∂z ∂u ∂ ∂v ∂ ∂u ∂z ∂v ∂z
Now r= = = + +
∂x2 ∂x ∂x ∂x ∂u ∂x ∂v ∂x ∂u ∂x ∂v
2 2
∂2 z ∂u ∂2 z ∂u ∂v ∂2 z ∂v ∂z ∂2 u ∂z ∂2 v
= + 2 ⋅ + + + ,
∂u2 ∂x ∂u ∂v ∂x ∂x ∂v2 ∂x ∂u ∂x2 ∂v ∂x2
∂2 z ∂ ∂z ∂u ∂ ∂v ∂ ∂z ∂u ∂z ∂v
s= = = + ⋅ +
∂x ∂y ∂x ∂y ∂x ∂u ∂x ∂v ∂u ∂y ∂v ∂y
∂2 z ∂u ∂u ∂2 z ∂u ∂v ∂u ∂v
= + + ⋅
∂u2 ∂x ∂y ∂u ∂v ∂x ∂y ∂y ∂x
∂2 z ∂v ∂v ∂z ∂2 u ∂z ∂2 v
+ + +
∂v2 ∂x ∂y ∂u ∂y ∂x ∂v ∂y ∂x
∂2 z ∂ ∂z ∂u ∂ ∂v ∂ ∂u ∂z ∂v ∂z
and t= 2
= = + +
∂y ∂y ∂y ∂y ∂u ∂y ∂v ∂y ∂u ∂y ∂v
2 2
∂2 z ∂u ∂2 z ∂u ∂v ∂2 z ∂v ∂z ∂2 u ∂z ∂2 v
= 2 +2 ⋅ + 2 + + ⋅
∂u ∂y ∂u ∂v ∂y ∂y ∂v ∂y ∂ u ∂ y2 ∂ v ∂ y2
∂u ∂v 1 ∂u ∂v ∂u ∂v ∂u ∂v
B= R ⋅ + S + +T , …(5)
∂x ∂x 2 ∂x ∂y ∂y ∂x ∂y ∂y
2 2
∂v ∂v ∂v ∂v
C= R +S +T …(6)
∂x ∂x ∂y ∂y
Case III: S2 − 4 RT < 0 . Formally it is the same as Case I except that now the roots of
the equation (7) are complex.
Proceeding as in Case I, we find that the equation (1) reduces to the form (14) but that
the variables u, v are not real but are in fact complex conjugates.
To find a real canonical form let u = α + iβ, v = α − iβ
1 1
so that α = (u + v), β = i (v − u).
2 2
∂z ∂z ∂α ∂z ∂β
Now = + ⋅
∂u ∂α ∂u ∂β ∂u
1 ∂z ∂z
= −i ⋅
2 ∂α ∂β
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∂z 1 ∂z ∂z
Similarly = +i ⋅
∂v 2 ∂α ∂β
∂2 z ∂ ∂z
∴ =
∂u ∂v ∂u ∂v
1 ∂ ∂ ∂z ∂z
= −i +i
4 ∂α ∂β ∂α ∂β
1 ∂2 z ∂2 z
= 2
+ ⋅
4 ∂α ∂ β2
Second order partial differential equations of the type (1) are classified by their
canonical forms ; we say that an equation of this type is :
(i) Hyperbolic if S2 − 4 RT > 0 ,
(ii) Parabolic if S2 − 4 RT = 0 ,
(iii) Elliptic if S2 − 4 RT < 0 . (Rohilkhand 2009)
∂2 z ∂ ∂z ∂ ∂ ∂z ∂z
and t= = = + +
∂ y2 ∂y ∂
y ∂ u ∂ v ∂u ∂v
∂2 z ∂2 z ∂2 z
= +2 + 2 ⋅
∂u2 ∂u ∂v ∂v
Substituting these values in (1), it reduces to
∂2 z 1 ∂z ∂z
= −
∂u ∂v 4 x2 ∂u ∂v
∂2 z 1 ∂z ∂z
or = − ,
∂u ∂v 4 (u − v) ∂u ∂v
λ2 + 2 λ + 1 = 0 , or (λ + 1)2 = 0 .
∴ λ = − 1, − 1. (equal roots).
dy dy
The equation + λ = 0 becomes − 1 = 0,
dx dx
which on integration gives x − y = constant.
To change the independent variables x, y to u, v we take
u = x − y.
We have to take v as some function of x and y independent of u.
Let v = x + y.
∂z ∂z ∂u ∂z ∂v ∂z ∂z
Then p= = ⋅ + ⋅ = + ,
∂x ∂u ∂x ∂v ∂x ∂u ∂v
∂z ∂z ∂u ∂z ∂v ∂z ∂z
q= = ⋅ + ⋅ =− + ,
∂y ∂u ∂y ∂v ∂y ∂u ∂v
∂ ∂z ∂ ∂ ∂z ∂z
r= = + +
∂x ∂x ∂u ∂v ∂u ∂v
∂2 z ∂2 z ∂2 z
= 2
+2 + 2 ,
∂u ∂u ∂v ∂v
∂ ∂z ∂ ∂ ∂z ∂z ∂2 z ∂2 z
s= = + − + =− 2 + 2
∂x ∂y ∂u ∂v ∂u ∂v ∂u ∂v
∂ ∂z ∂ ∂ ∂z ∂z
and t= = − + − +
∂y ∂y ∂u ∂v ∂u ∂v
∂2 z ∂2 z ∂2 z
= −2 + 2 ⋅
∂u2 ∂u ∂v ∂v
Substituting these values in (1), it reduces to
∂2 z
=0
∂v2
which is the required canonical form.
Integrating it w.r.t. v, we get
∂z
= φ1 (u).
∂v
Again integrating w.r.t. v, we get
z = v φ1 (u) + φ 2 (u),
where φ1 and φ2 are arbitrary functions of u.
Hence the solution is
z = ( x + y) φ1 ( x − y) + φ 2 ( x − y).
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λ2 + x2 = 0 ⇒ λ = i x, − i x. (Complex roots)
dy dy
The equations + λ1 = 0 and + λ 2 = 0 become
dx dx
dy dy
+ i x = 0 and − i x = 0.
dx dx
These on integration give
1 1
y + i x2 = constant and y − i x2 = constant,
2 2
so that to change the independent variables from x, y to u, v, we take
1
u = y + i x2 = α + iβ (say)
2
1
and v = y − i x2 = α − iβ.
2
1
Then α = y, β = x2 .
2
Now we shall transform the independent variables x and y to α and β. We have
∂z ∂z ∂α ∂z ∂β ∂z
p= = ⋅ + ⋅ =x ,
∂x ∂α ∂x ∂β ∂x ∂β
∂z ∂z ∂α ∂z ∂β ∂z
q= = ⋅ + ⋅ = ,
∂y ∂α ∂y ∂β ∂y ∂α
∂ ∂z ∂ ∂z
r= = x
∂x ∂x ∂x ∂β
∂z ∂ ∂z
= 1⋅ + x⋅
∂β ∂x ∂β
∂z ∂ ∂z ∂α ∂ ∂z ∂β
= +x + ⋅
∂β ∂α ∂β ∂x ∂β ∂β ∂x
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∂z ∂2 z
= + x2
∂β ∂ β2
∂ ∂z ∂ ∂z ∂2 z
and t= = = ⋅
∂y ∂ y ∂ y ∂ α ∂ α2
Substituting these values in (1), it reduces to
∂2 z ∂2 z 1 ∂z
2
+ =− ,
∂α ∂ β2 2α ∂α
which is the required canonical form of (1).
Example 16: Reduce the equation
∂2 z ∂2 z ∂z
(n − 1)2 2
− y2 n 2
= ny2 n−1 ,
∂x ∂y ∂y
to canonical form and find its general solution. (Lucknow 2009)
∂z ∂z ∂u ∂z ∂v ∂z ∂z
∴ p= = ⋅ + ⋅ = + ,
∂x ∂u ∂x ∂v ∂x ∂u ∂v
∂z ∂z ∂u ∂z ∂v ∂z ∂z
q= = ⋅ + ⋅ = (n − 1) y − n − ,
∂y ∂u ∂y ∂v ∂y ∂u ∂v
∂ ∂z ∂ ∂ ∂z ∂z
r= = + +
∂x ∂x ∂u ∂v ∂u ∂v
∂2 z ∂2 z ∂2 z
= +2 + 2
∂u2 ∂u ∂v ∂v
∂ ∂z ∂ − n ∂z ∂z
and t= = (n − 1) y ∂u − ∂v
∂y ∂y ∂y
∂z ∂z ∂ ∂z ∂z
= − n (n − 1) y − n−1 − + (n − 1) y − n −
∂u ∂v ∂y ∂u ∂v
∂z ∂z
= − n (n − 1) y − n−1 −
∂u ∂v
∂ ∂z ∂z ∂u ∂ ∂z ∂z ∂v
+ (n − 1) y − n − + −
∂u ∂u ∂v ∂y ∂v ∂u ∂v ∂y
∂z ∂z
= − n (n − 1) y − n−1 −
∂u ∂v ∂2 z ∂2 z ∂2 z
+ (n − 1)2 y −2 n 2 − 2 + 2 ⋅
∂u ∂u ∂v ∂v
Substituting these values in (1), it reduces to
∂2 z
= 0 , which is the required canonical form.
∂u ∂v
Integrating it, w.r.t. v, we get
∂z
= φ 1 (u), where φ1 is an arbitrary function.
∂u
Again integrating w.r.t. u, we get
z = ψ1 (u) + ψ2 (v),
where ψ1 and ψ2 are arbitrary functions.
Hence the required general solution is
z = ψ1 ( x − y − n +1) + ψ2 ( x + y − n +1).
Comprehensive Exercise 3
A nswers 3
∂2 z
1. = 0 ; z = ( x2 − y2 ) φ1 ( x2 + y2 ) + φ 2 ( x2 + y2 )
∂v2
∂2 z v2 − 1
2. = 2 ; z = − xy + ψ1 ( x2 + y2 ) + ψ2 ( y / x)
∂u ∂v (v + 1)2
∂2 z
3. = 0 ; z = φ1 ( xy) + φ 2 ( xe y)
∂u ∂v
∂2 z
4. = 0 ; z = φ1 ( xe y ) + φ 2 ( ye x )
∂u ∂v
∂2 z ∂z y 1
5. v +2 = 2; z = + x2 ψ1 ( xy) + φ 2 ( xy), where ψ1 ( xy) = − φ1 ( xy).
∂v2 ∂v x xy
∂2 u ∂2 u ∂2 u ∂u ∂u
4. The equation A +B + C 2 + f x, y, u, , =0
∂x2 ∂x ∂y ∂y ∂x ∂y
A nswers
Fill in the Blank(s)
1. φ ( y) + ψ ( x) 2. x3 + x f ( y) + φ ( y)
1 3
3. x y + x f ( y) + φ ( y) 4. < , >, = 0
6
¨
D-307
11
M onge's M ethod
11.1 Introduction
t is only in special cases that a partial differential equation
I F ( x, y, z , p, q, r, s, t) = 0
of the second order can be integrated. The most important method of solution, due to
Monge, is applicable to a wide class of such equations but by no means to all. Monge’s
method depends on establishing one or two intermediate integrals (first integrals) of
the form u = f (v)
where u and v are functions of x, y, z , p, q and f is some arbitrary function.
∂p ∂p
We have dp = dx + dy = r dx + s dy
∂x ∂y
∂q ∂q
and dq = dx + dy = s dx + t dy.
∂x ∂y
dp − s dy dq − s dx
∴ r= and t = ⋅
dx dy
Substituting these values of r and t in (1), we get
dp − s dy dq − s dx
R + Ss + T =V
dx dy
or R dy (dp − s dy) + Ss dx dy + T dx (dq − s dx) = V dx dy
or ( R dp dy + T dq dx − V dx dy) − s ( R dy2 − S dx dy + T dx2 ) = 0 .
If any relation between x, y, z , p, q makes each of the bracketed expressions vanish, this
relation will satisfy the differential equation (1).
R dy2 − S dx dy + T dx2 = 0
From
R dp dy + T dq dx − V dx dy = 0 …(2)
and dz = p dx + q dy,
it may be possible to obtain either one or two relations between x, y, z , p, q called
intermediate integrals, and therefrom to deduce the general solution of (1).
The equations (2) are called Monge’s Subsidiary Equations.
The method of solution is explained in the following procedure:
Resolve the equation
R dy2 − S dx dy + T dx2 = 0 …(3)
into the two equations
dy − m1 dx = 0 , dy − m2 dx = 0 . …(4)
Now from the first of the equations (4) and from the equation
R dp dy + T dq dx − V dx dy = 0 …(5)
combining if necessary with dz = p dx + q dy, find two integrals u1 = a, v1 = b. Then
u1 = f1 (v1)
is an intermediate integral, f1 being an arbitrary function.
In the same way, taking the second of the equations (4), find another pair of integrals,
u2 = a, v2 = b. Then u2 = f2 (v2 ),
where f2 is an arbitrary function, is another intermediate integral.
To obtain the final integral, either of these intermediate integrals may be integrated
and this must be done when m1 = m2 . If m1 and m2 are unequal then solve the two
intermediate integrals for p and q and substitute the values of p and q thus found in
dz = p dx + q dy.
Integrating it obtain the complete integral of (1).
D-309
1 1
= f2 ( y + ax)(dy + a dx) − f1 ( y − ax)(dy − a dx).
2a 2a
1 1
Integrating, z= φ 2 ( y + ax) − φ1 ( y − ax)
2a 2a
or z = F2 ( y + ax) + F1 ( y − ax),
which is the complete integral of the equation (1).
Example 2: Solve r + (a + b) s + abt = xy. …(1)
(Avadh 2006)
Solution: We have
dp = r dx + s dy and dq = s dx + t dy.
dp − s dy dq − s dx
∴ r= and t = ⋅
dx dy
Putting these values of r and t in (1), we get
dp − s dy dq − s dx
+ (a + b) s + ab = xy
dx dy
or { dp dy + ab dq dx − xy dx dy} − s {dy2 − (a + b) dx dy + ab dx2} = 0 .
Monge’s subsidiary equations are
dp dy + ab dq dx − xy dx dy = 0 …(2)
2 2
and dy − (a + b) dx dy + ab dx = 0 . …(3)
The equation (3) resolves into the two equations:
dy − b dx = 0 …(4)
and dy − a dx = 0. …(5)
From (4), we get y − bx = A.
From (2) and (4), we have
dp + a dq − xy dx = 0 or dp + a dq − x ( A + bx) dx = 0 .
1 1
Integrating, p + aq − b . x3 − A . x2 = B.
3 2
1 1
∴ p + aq − b . x − ( y − bx) x2 = f1 ( y − bx)
3
3 2
1 3 1 2
or p + aq + bx − x y = f1 ( y − bx), …(6)
6 2
is an intermediate integral, f1 being an arbitrary function. Similarly from (2) and (5) we
find another intermediate integral
1 1
p + bq + ax3 − x2 y = f2 ( y − ax),
6 2 …(7)
where f2 is an arbitrary function.
Solving (6) and (7) for p and q, we have
1 1 1
p = x2 y − (a + b) x3 + {a f2 ( y − ax) − b f1 ( y − bx)}
2 6 a−b
D-311
1 3 1
and q= x + { f1 ( y − bx) − f2 ( y − ax)}.
6 a−b
Substituting these values of p and q in dz = p dx + q dy, we get
1 1 1
dz = x2 y dx + x3 dy − (a + b) x3 dx
2 6 6
1
+ {a f2 ( y − ax) − b f1 ( y − bx)} dx
a−b
1
+ { f1 ( y − bx) − f2 ( y − ax)} dy
a−b
1 1
or dz = (3 x2 y dx + x3 dy) − (a + b) x3 dx
6 6
1
+ [ f2 ( y − ax) (dy − a dx) − f1 ( y − bx) (dy − b dx)].
(b − a)
Integrating,
1 3 1 1
z= x y− (a + b) x4 + [ φ 2 ( y − ax) − φ1 ( y − bx)]
6 24 b−a
1 3 1
or z= x y− (a + b) x4 + ψ2 ( y − ax) + ψ1 ( y − bx),
6 24
which is the complete integral of the equation (1).
Example 3: Solve q2 r − 2 pqs + p2 t = 0 . …(1)
Show that the integral represents a surface generated by straight lines which are parallel to a fixed
plane. (Agra 2003; Kanpur 14)
1
Integrating, we get − + x = b.
q
1 1
∴ − + x = f (z ), or − + x = f (z ), …(4)
q (∂z / ∂y)
or dz = 3 y2 dy − f ( A) dy.
Integrating, z = y3 − y f ( A) + B
or z = y3 − y f ( y2 + 2 x) + φ ( y2 + 2 x),
Comprehensive Exercise 1
A nswers 1
1. z = f1 ( x + y) + f2 ( y − x)
2. z = φ ( x) + ψ ( x + y + z )
3. z = y f1 ( y / x) + f2 ( y / x)
4. z = f1 ( y + log x) + x f2 ( y + log x)
5. z = f ( x + y) + x φ ( x + y) − sin (2 x + 3 y)
6. z = f1 ( x2 + y2 ) + f2 ( y / x)
D-317
7. z = x + y + f ( x y) + φ ( x2 y)
8. z = f1 ( x + 2 y) + f2 ( x y)
9. z = f1 ( x + y) + f2 ( x2 − y2 )
10. z = f1 { y + a (1 + t) x} + f2 { y + a (1 − t) x}, t 2 = 1 − k
11. z = f1 ( x2 + y2 ) + f2 ( x2 − y2 )
λR
= U , λR = mU . …(8)
m
λR
From (7), m = k and from (8), m = ⋅
U
Putting k = λ R / U in (6), we have
λR U
T +R = − (S + λV )
U λR
or λ2 ( RT + UV ) + λUS + U 2 = 0 . …(9)
Apart from the special case when S2 = 4 ( RT + UV ), this equation will have two
distinct roots λ1, λ 2 .
For λ = λ1, m = k = R λ1 / U . Then from (5), M + λL = 0 gives
RT U U
R dy + λ1 dx + λ1 R dp dy + dx + dq = 0
U R λ1 R
or (U dy + T λ1 dx + U λ1 dp) ( Rλ1 dy + U dx + U λ1 dq) = 0 …(10)
Similarly for λ = λ 2 , M + λL = 0 gives
(U dy + T λ 2 dx + U λ 2 dp) ( R λ 2 dy + U dx + U λ 2 dq) = 0 . …(11)
Now one factor of (10) is combined with one factor of (11) to give an intermediate
integral and similarly other pair gives another intermediate integral. These cannot be
obtained if we combine the first factor of (10) with the first factor of (11) or the second
factor of (10) with the second factor of (11).
Thus the problem reduces to the solution of the pairs
U dy + λ1 T dx + λ1 U dp = 0
…(12)
λ 2 R dy + U dx + λ 2 U dq = 0
U dy + λ 2 T dx + λ 2 U dp = 0
and …(13)
λ1 R dy + U dx + λ1 U dq = 0
From each of these pairs we shall derive two integrals of the form u = a, v = b. Let u1 = a1,
v1 = b1 be the integrals obtained from the equations (12) and u2 = a2 , v2 = b2 be the
integrals obtained from the equations (13). Then the two intermediate integrals are
u1 = f1 (v1) and u2 = f2 (v2 ),
which can often be solved to find the values of p and q as functions of x, y and z.
Substituting these values of p and q in dz = p dx + q dy and integrating it we obtain the
solution of the original equation.
Note 1: If the two values of λ are equal, then it is possible to find only one intermediate
integral.
Note 2: If it is not possible to solve the equations
u1 = f1 (v1) and u2 = f2 (v2 )
for p and q, then we may take one of the intermediate integrals say u1 = f1 (v1) and one of
the integrals from u2 = a2 and v2 = b2 to determine p and q.
Note 3: An integral of a more general form can be obtained by taking the arbitrary
function occurring in the intermediate integral to be linear.
Let u1 = mv1 + n, where m and n are some constants.
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Then integrating it by Lagrange’s method we find the solution of the given equation.
1
or z=− ( x − y)2 + f1(α) + f2 (β) + β { f1 ′ (α) − f2 ′ ( β)}
2
1
= − ( x − y)2 + f1(α) + f2 (β) − βy,
2
which is the required solution of the equation (1).
Example 9: Solve 2 s + (rt − s2 ) = 1. …(1)
(Lucknow 2011; Purvanchal 11)
Solution: Comparing the given equation (1) with
Rr + Ss + Tt + U (rt − s2 ) = V ,
we have R = 0 , S = 2, T = 0 , U = 1 and V = 1.
The λ-quadratic equation is
λ2 (UV + RT ) + λSU + U 2 = 0
or λ2 + 2 λ + 1 = 0 .
∴ λ1 = − 1, λ 2 = − 1.
In this case we can find only one intermediate integral, which is given by the equations
U dy + λ1 T dx + λ1 U dp = 0
and λ 2 R dy + U dx + λ 2 U dq = 0
or dy − dp = 0 and dx − dq = 0. …(2)
Integrating, y − p = a and x − q = b.
∴ The intermediate integral is
y − p = f ( x − q). …(3)
From (2), p = y − a and q = x − b.
Putting these values of p and q in dz = p dx + q dy,
we get dz = ( y − a) dx + ( x − b) dy
or dz = ( y dx + x dy) − a dx − b dy.
Integrating, we get
z = xy − ax − by + c , which is the complete integral of (1).
Alite:. To find the more general solution , let
y − p = m ( x − q) + n, where m and n are constants
or p − mq = y − mx − n.
Lagrange’s auxiliary equations are
dx dy dz
= = .
1 −m y − mx − n
From the first two members , we have
dy + m dx = 0.
∴ y + mx = a.
Again from the first and the last members, we have
dz = ( y − mx − n) dx = (a − 2 mx − n) dx.
Integrating, z = ax − mx2 − nx + b
or z = ( y + mx) x − mx2 − nx + b
or z = xy − nx + φ ( y + mx), which is the required general solution of (1).
D-321
y2 y2
or y dy − dx − dp = 0.
p+ x p+ x
and q dy + 0 . dx + y dq = 0
dy dp + dx
or − 2 ( p + x) + = 0 and q dy + y dq = 0.
y y
Integrating, we get ( p + x) / y = a and q y = b.
Hence one intermediate integral is
p + x
qy = f ⋅
y
Charpit’s auxiliary equations are
dx dy dp
= = ⋅
1 p+ x y 1 p + x
− f′ f′
y y y y
From the first and the last members, we have
dx + dp = 0. ∴ p + x = c.
Also from dz = p dx + q dy, we get
dz = (c − x) dx + (1/ y) f (c / y) dy.
1
Integrating, z = cx − x2 + φ (c / y) + ψ (c ), which is the required solution.
2
Comprehensive Exercise 2
1. Solve r t − s2 + a2 = 0.
2. Solve rt − s2 + 1 = 0. (Rohilkhand 2011)
3. Solve 2 pr + 2 qt − 4 pq (rt − s2 ) = 1.
4. Solve 3 r + 4 s + t + (rt − s2 ) = 1.
5. Solve 3 s + (rt − s2 ) = 2.
6. Solve r + t − (rt − s2 ) = 1.
A nswers 2
1 1
1. z = − ax y + { f2 ( β) − f1(α)} + βy 2. z = − xy − { f1(α) − f2 ( β)} + βy
2a 2
3. 3 z = 3 c ± 2 (b + x)3 /2 ± 2 (a + y)3 /2
1 3 2
4. z = 2 xy − x2 − y + ax + by + c
2 2
5. z = xy − f1(α) + f2 ( β) + βy
1
6. z = ( x2 + y2 ) + ax + by + c
2
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A nswers
Multiple Choice Questions
1. (b) 2. (b)
¨
D-325
12
S eries S olutions Of D ifferential
E quations
12.1 Introduction
If a homogeneous linear differential equation has constant coefficients, it can be solved
by algebraic methods, and its solutions are elementary functions known from calculus.
However, if such an equation has variable coefficients (functions of x), it must usually
be solved by other methods. Legendre’s equation, the hypergeometric equation,
and Bessel’s equation are very important equations of this type, since these equations
and their solutions play a basic role in applied mathematics.
In the present chapter we shall discuss the solutions of some linear differential
equations of second order with variable coefficients in the form of series.
Consider the linear differential equation of the second order
d2 y dy
+ P ( x) + Q ( x) y = 0 , …(1)
dx 2 dx
where P ( x) and Q ( x) are functions of x .
A point x = a may have a special nature with respect to the differential equation (1).
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Without loss of generality, we can restrict our study to the nature of the origin with
respect to (1), because the form of the differential equation (1) remains unchanged by
shifting the origin. Hence to check the nature of a point a with respect to (1), it is
convenient to change the differential equation by shifting the origin to the point a and
then to determine the nature of the origin with respect to the transformed equation.
Ordinary and singular points: The point x = 0 (i. e., the origin) is called an ordinary
point of the differential equation if P ( x) and Q ( x) do not become infinite in a
neighbourhood of the origin and they can be expanded in the form of a power series.
The point x = 0 is called a singular point of the differential equation (1) if it is not an
ordinary point of the differential equation. The singular points are of the two types :
(i) Regular singular points, (ii) Irregular singular points.
The origin is a regular singular point if both xP ( x) and x 2 Q ( x) can be expanded in a
power series of x in the neighbourhood of x = 0.
Otherwise x = 0 is called an irregular singular point.
If we consider the differential equation
d2 y dy
P0 ( x) 2
+ P1 ( x) + P2 ( x) y = 0 , …(2)
dx dx
then x = a is called an ordinary point of (2) if P0 (a) ≠ 0 , otherwise it is a singular
point.
A singular point x = a of (2) is called regular, if when (2) is put in the form
d2 y Q1 ( x) dy Q 2 ( x)
2
+ + = 0,
dx x − a dx ( x − a)2
then Q1 ( x) and Q 2 ( x) possess derivatives of all orders in the neighbourhood of a.
d2 y n−2
and = Σ n (n − 1) c n x . …(3)
dx 2
If P ( x) and Q ( x) are not polynomials in x , then they can be expanded in the form of
power series given by
∞ ∞
n
P ( x) = Σ pn x and Q ( x) = Σ qn x n. …(4)
n=0 n=0
Putting the respective values from (2), (3), (4) in (1) and then equating to zero the
coefficients of various powers of x we determine the values of different coefficients of
(2). Putting these values in (2) we get the general solution of (1) because in general it
contains two arbitrary constants.
d2 y dy
Example 1 : Solve − 2 x2 + 4 xy = x 2 + 2 x + 2 in powers of x .
dx2 dx
(Avadh 2008, 14)
Solution : Here x = 0 is an ordinary point. Let a trial solution in the form of the series
of the given differential equation be
y = c0 + c1 x + c2 x 2 + c3 x 3 + … + c n x n
+ …. …(1)
Differentiating (1), we get
dy
= c1 + 2 c2 x + 3 c3 x 2 + … + n c n x n −1
+… …(2)
dx
d2 y n−2
and = 2 c2 + 6 c3 x + … + n (n − 1) c n x +… …(3)
dx 2
Putting these values in the given equation, we get
(2 c2 + 6 c3 x + …) − 2 x 2 (c1 + 2 c2 x + 3 c3 x 2 + …)
+ 4 x (c0 + c1 x + c2 x 2 + c3 x 3 + …) − x 2 − 2 x − 2 = 0
or (2 c2 − 2) + (6 c3 + 4 c0 − 2) x + (12 c4 + 2 c1 − 1) x 2 + 20 c5 x 3 + …
n
+ {(n + 2) (n + 1) c n + 2 − 2 (n − 1) c n − 1 + 4 c n − 1} x + … = 0,
which is an identity in x .We can equate to zero the coefficients of various powers of x .
Equating to zero the coefficients of various powers of x , we get
2 c2 − 2 = 0 i. e., c2 = 1
1 2
6 c3 + 4 c0 − 2 = 0 i. e., c3 = − c0
3 3
1 1
12 c4 + 2 c1 − 1 = 0 i. e., c4 = − c1 .
12 6
All other coefficients are given by the relation
2 (n − 3)
cn + 2 = c n−1 , n ≥ 3.
(n + 1) (n + 2)
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d2 y dy
Example 2: Solve x + + xy = 0 . (Bessel’s equation when n = 0). …(1)
dx 2 dx
(Avadh 2008; Purvanchal 11)
D-329
m
Solution : Putting y = x in the left hand side of the given equation (1), we get
m −2 m −1 m
x . m (m − 1) x +mx + x.x
m +1
or x + m2 x m −1
.
Obviously the common difference of the powers is (m + 1) − (m − 1) i. e., 2 .
∴ Let the series solution of the given equation (1) in ascending powers of x be
∞
m +2 r m m +2 m +4
y = Σ cr x = c0 x + c1 x + c2 x +… …(2)
r =0
dy ∞
m + 2 r −1
∴ = Σ c r (m + 2 r) x
dx r = 0
d2 y ∞
m +2 r −2
and 2
= Σ c r (m + 2 r) (m + 2 r − 1) x .
dx r =0
Since (2) is a solution of (1) so substituting the values of y, dy / dx and d2 y / dx2 in (1),
we have
∞
m + 2 r −1
Σ c r [(m + 2 r) (m + 2 r − 1) x
r =0
m + 2 r −1 m + 2 r +1
+ (m + 2 r) x +x ]=0
∞
m + 2 r +1
or Σ cr [x + (m + 2 r)2 x m + 2 r −1
] = 0,
r =0
which is an identity in x . Equating to zero the coefficient of the lowest power of x i. e., of
x m −1, we have the indicial equation as c0 m2 = 0 .
Now c0 ≠ 0 , as it is the coefficient of the first term with which we start to write the
series.
∴ m = 0, 0.
Thus the indicial equation has equal roots.
m + 2 p +1
Now equating to zero the coefficient of the general term i. e., of x , we get
2
c p + (m + 2 p + 2) c p + 1 = 0 .
1
∴ c p +1 = − cp . …(3)
(m + 2 p + 2)2
Putting p = 0 , 1, 2 , …… in (3), we get
1 1 1
c1 = − c0 , c2 = − c1 = (− 1)2 c0 ,
(m + 2)2 (m + 4)2 (m + 2)2 (m + 4)2
1 1
c3 = − 2
c2 = (− 1)3 c0 , etc.
(m + 6) (m + 2) (m + 4)2 (m + 6)2
2
m +2 m +4
m x x
+ xc0 x − 2
+ 2
− … 2
(m + 2) (m + 2) (m + 4)
= c0 m2 x m −1
. [∵ all other terms cancel]
d2 d
∴ x 2 + + x y = c0 m2 x m −1
.
dx dx
Differentiating both sides partially w.r.t. m, we get
∂ d2 d ∂
x + + x y = (c0 m2 x m −1
)
∂m dx 2 dx ∂ m
d2 d ∂y m −1
or x 2
+ + x = c0 . 2 mx + c0 m2 x m −1
log x .
dx dx ∂m
d2 d ∂
∵ the operators x 2
+ + x and commute
dx dx ∂ m
D-331
Putting m = 0, we get
d2 d ∂y
x 2
+ + x = 0 .
dx dx ∂m 0
∂y
Thus satisfies the equation (1). Hence it is also a solution of (1).
∂m m = 0
m
2 x2 −2 −2 4
+ c0 x 3
+ 3 2
+ 2 3
x + …
(m + 2) (m + 2) (m + 4) (m + 2) (m + 4)
Putting m = 0, we obtain
∂y x2 x4
= c0 log x 1 − 2 + 2 2 − …
∂m m = 0 2 2 .4
x 2 −2 −2
+ c0 2 + 3 2 + 2 3 x 4 + …
2 2 . 4 2 . 4
x 2 3
= bu log x + b 2 − 3 2 x 4 + …… = bv, (say)
2 2 .4
which is another independent solution of (1).
x 2 3
Here v = u log x + 2 − 3 2 x 4 + ……
2 2 .4
and b is an arbitrary constant which replaces c0 .
Hence the required general solution of (1) is
y = au + bv,
where a and b are arbitrary constants.
Note. The equation (1) is called the Bessel’s equation of order zero.
d2 y dy
Example 3 : Solve x 2
+ (1 + x) + 2 y = 0. …(1)
dx dx
(Purvanchal 2010)
m
Solution : Putting y = x in the left hand side of the given equation (1), we get
m −2 m −1 m
x . m (m − 1) x + (1 + x) m x +2 x
m
or (m + 2) x + m2 x m −1
.
Obviously the common difference of the powers is 1.
∴ Let the solution of (1) in ascending powers of x be
∞
m m +1 m +2 m+r
y = c0 x + c1 x + c2 x +…= Σ cr x . …(2)
r =0
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dy ∞
m + r −1
∴ = Σ c r (m + r) x
dx r =0
d2 y ∞
m + r −2
and 2
= Σ c r (m + r) (m + r − 1) x .
dx r =0
which is an identity in x . Equating to zero the coefficient of the lowest power of x i. e., of
x m −1, we have the indicial equation as c0 m2 = 0 .
Now c0 ≠ 0 , as it is the coefficient of the first term with which we start to write the
series.
∴ m = 0, 0.
Thus the indicial equation has equal roots.
m+p
Now equating to zero the coefficient of the general term i. e., of x , we get
c p (m + p + 2) + (m + p + 1)2 c p + 1 = 0 .
(m + p + 2)
∴ c p +1 = − cp …(3)
(m + p + 1)2
Putting p = 0 , 1, 2 , …… in (3), we get
(m + 2) (m + 3) (m + 2) (m + 3)
c1 = − c0 , c2 = − c1 = (− 1)2 c0 ,
(m + 1)2 (m + 2)2 (m + 1)2 (m + 2)2
(m + 4) (m + 2) (m + 3) (m + 4)
c3 = − 2
c2 = (− 1)3 c0 , etc.
(m + 3) (m + 1)2 (m + 2)2 (m + 3)2
Substituting these values in (2), we get
m
(m + 2) (m + 2) (m + 3) 2
y = c0 x 1 − 2
x+ 2 2
x − … ⋅ …(4)
(m + 1) (m + 1) (m + 2)
Putting m = 0 in (4), we get
3 2 4 3
y = c0 1 − 2 x + x − x + …… …(5)
2! 3!
= au (say), which is one solution of (1).
3 2 4 3
Here u = 1 − 2 x + x − x + …… and a is an arbitrary constant which replaces c0 .
2! 3!
∂y
Proceeding as in Ex. 2, we find that the second solution is ⋅
∂m m = 0
∂y 1 3 1 1 2
= bu log x + b 2 2 − x − − + 2 + x + …
∂m m = 0 2 2! 3 2
or { m (m − 1) + m − n2 } x m
+x m +2
.
Obviously the common difference of the powers is
(m + 2) − m i. e., 2 .
Let the solution of (1) be
∞
m + 2r
y = Σ cr x …(2)
r =0
dy ∞
m + 2 r −1
∴ = Σ c r (m + 2 r) x
dx r = 0
d2 y ∞
m + 2r − 2
and 2
= Σ c r (m + 2 r) (m + 2 r − 1) x .
dx r =0
which is an identity in x . Equating to zero the coefficient of the lowest power of x i. e., of
x m , we have the indicial equation as
c0 (m + n) (m − n) = 0 .
Now c0 ≠ 0 , as it is the coefficient of the first term with which we start to write the
series.
∴ m = n, − n.
Here the roots of the indicial equation are unequal and differ by 2n which is not an
integer.
m + 2p
Now equating to zero the coefficient of the general term i. e., of x , we get
c p (m + 2 p + n) (m + 2 p − n) + c p − 1 = 0 .
1
∴ cp = − c p −1 .
(m + 2 p + n) (m + 2 p − n)
Putting p = 1, 2 , …… , we get
1
c1 = − c0 ,
(m + 2 + n) (m + 2 − n)
1
c2 = − c1
(m + 4 + n) (m + 4 − n)
1
= (−1)2 c0 , etc.
(m + 4 + n) (m + 4 − n) (m + 2 + n) (m + 2 − n)
Substituting these values in (2), we get
m 1
y = c0 x 1 − x2
(m + 2 + n) (m + 2 − n)
x4
+ − … ⋅
(m + 4 + n) (m + 4 − n) (m + 2 + n) (m + 2 − n)
Putting m = n and −n successively, we get
n x2 x4
y = c0 x 1 − + − …
2 (2 n + 2) 2 . 4 . (2 n + 2) (2 n + 4)
n
x2 x4
= c0 x 1 − 2 + 4 − …
2 . 1 !(n + 1) 2 . 2 !(n + 1) (n + 2)
= au (say), which is one solution of (1)
−n x2 x4
and y = c0 x 1 − + − …
2 (−2 n + 2) 2 . 4 . (−2 n + 2) (−2 n + 4)
−n
x2 x4
= c0 x 1 − 2 + 4 − …
2 . 1 !(− n + 1) 2 . 2 !(− n + 1) (− n + 2)
= bv (say), which is another independent solution of (1).
Hence the required general solution of (1) is
y = au + bv, where a and b are arbitrary constants.
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or (− m2 − m + p2 + p) x m
+ m (m − 1) x m −2
.
Obviously the common difference of the powers is m − (m − 2) i. e., 2 .
∴ Let the solution of (1) in a series in descending powers of x be
∞
m m −2 m −4 m − 2r
y = c0 x + c1 x + c2 x +…= Σ cr x . …(2)
r =0
∞
m − 2 r −1
∴ y′= Σ c r (m − 2 r) x
r =0
∞
m − 2r − 2
and y ′′ = Σ c r (m − 2 r) (m − 2 r − 1) x .
r =0
m (m − 1)
c1 = − c0 ,
( p − m + 2) ( p + m − 1)
(m − 2) (m − 3)
c2 = − c1
( p − m + 4) ( p + m − 3)
m (m − 1) (m − 2) (m − 3)
= (− 1)2 c0 , etc.
( p − m + 2) ( p − m + 4) ( p + m − 1) ( p + m − 3)
Substituting these values in (2), we get
m m (m − 1) m −2
y = c0 x − x
( p − m + 2) ( p + m − 1)
m (m − 1) (m − 2) (m − 3) m −4
+ x − …
( p − m + 2) ( p − m + 4) ( p + m − 1) ( p + m − 3)
Putting m = p, − ( p + 1) successively, we get
p ( p − 1) p −2 p ( p − 1) ( p − 2) ( p − 3)
y = c0 x p − x + x p −4
− …
2 (2 p − 1) 2 . 4 . (2 p − 1) (2 p − 3)
= au (say), which is one solution of (1)
( p + 1) ( p + 2) − p − 3
and y = c0 x − p − 1 + x
2 (2 p + 3)
( p + 1) ( p + 2) ( p + 3) ( p + 4)
+ x − p − 5 + …
2 . 4 . (2 p + 3) (2 p + 5)
= bv (say), which is another independent solution of (1).
Hence the required general solution of (1) is y = au + bv, where a and b are arbitrary
constants.
Case III: Roots of the indicial equation differing by an integer and making the
coefficients of some powers of x in the series for y infinity:
Let m = α and β be two roots of the indicial equation which differ by an integer and some
of the coefficients of powers of x in the series for y become infinite for m = β.
In this case substitute c (m − β) for c0 .
It will give two independent solutions for m = β, namely the modified y and ∂y / ∂m as in
case I.
Hence, in all we find three solutions :
(i) the solution obtained by putting m = α in y,
(ii) the solution obtained by putting m = β in the modified y,
(iii) the solution obtained by putting m = β in the partial differential coefficient w.r.t. m
of the modified y i. e., in ∂y / ∂m.
But the solution (i) is a numerical multiple of (ii). Thus only two of these three
solutions are independent.
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Example 6 : Obtain a general solution in series of powers of x of the equation (Bessel’s equation of
order one)
d2 y dy
x2 +x + ( x 2 − 1) y = 0 . …(1) (Avadh 2006)
dx 2 dx
m
Solution : Putting y = x in the left hand side of the given equation (1), we get
x2 . m (m − 1) x m − 2 + x . m x m − 1 + ( x2 − 1) x m
or (m2 − 1) x m
+x m +2
.
Obviously the common difference of the powers is 2 .
∴ Let the solution of (1) in a series of ascending powers of x be
m m +2 m +4
y = c0 x + c1 x + c2 x +…
∞
m + 2r
= Σ cr x …(2)
r =0
dy ∞
m + 2 r −1
∴ = Σ c r (m + 2 r) x
dx r =0
d2 y ∞
m + 2r − 2
and 2
= Σ c r (m + 2 r) (m + 2 r − 1) x .
dx r =0
which is an identity in x . Equating to zero the coefficient of the lowest power of x i. e., of
x m , we have the indicial equation as
c0 (m + 1) (m − 1) = 0 .
Now c0 ≠ 0 ,as it is the coefficient of the first term with which we start to write the series.
∴ m = 1, − 1.
Here the roots of the indicial equation are unequal and the difference of the roots is 2
which is an integer.
m + 2p
Now equating to zero the coefficient of the general term i. e., of x , we get
c p (m + 2 p + 1) (m + 2 p − 1) + c p − 1 = 0
1
or cp = − c p −1 .
(m + 2 p + 1) (m + 2 p − 1)
D-338
Putting p = 1, 2 , 3, …… , we get
1
c1 = − c0 ,
(m + 3) (m + 1)
1 1
c2 = − c1 = (− 1)2 c0 ,
(m + 5) (m + 3) (m + 5) (m + 3)2 (m + 1)
1 1
c3 = − c2 = (− 1)3 c0 , etc.
(m + 7) (m + 5) (m + 7) (m + 5)2 (m + 3)2 (m + 1)
Substituting these values in (2), we get
x2 x4
y = c0 x m 1 − + 2
(m + 1) (m + 3) (m + 1) (m + 3) (m + 5)
x6
− 2 2
+ … …(3)
(m + 1) (m + 3) (m + 5) (m + 7)
Now if we put m = − 1 in the above series, the coefficients of x 2 and onwards in the
bracketed expression become infinite because of the factor (m + 1) in the denominator.
To overcome this difficulty, put c (m + 1) for c0 in (3).
1 1
Thus y = c x m (m + 1) − x2 + 2
x4
(m + 3) (m + 3) (m + 5)
1
− 2 2
x 6 + … …(4)
(m + 3) (m + 5) (m + 7)
Putting m = − 1 in (4), we get
1 1 1
y = c x −1 − x 2 + 2 x4 − 2 2 x 6 + … …(5)
2 2 .4 2 .4 .6
= au (say),
which is one solution of the equation (1).
Putting m = 1in (3), we get a series which is a numerical multiple of the series in (5). So
this solution is not independent of the solution obtained in (5).
Hence so far, by all means we have obtained only one series solution. As in case I, to find
the second series solution, students may show that (∂y / ∂m)m = − 1 also satisfies the
given differential equation while y is given by (4). Thus (∂y / ∂m)m = − 1 will give the
second series solution.
Note that substituting (4) in the given differential equation (1) and on simplification,
d2 y dy
we have x 2 +x + ( x 2 − 1) y = cx m (m + 1)2 (m − 1).
dx dx
There is a factor (m + 1)2 present on the R.H.S. showing that y as well as ∂y / ∂m
satisfy the differential equation when m = − 1.
Differentiating (4) partially w.r.t. m, we get
∂y m
x2 x4
= cx log x . (m + 1) − + 2
− …
∂m m + 3 (m + 3) (m + 5)
D-339
m
x2 2 1 4
+ cx 1 + 2
− + x + ……
(m + 3) (m + 3)3 (m + 5) (m + 3)2 (m + 5)2
Putting m = − 1 in this, we get
∂y x2 5 4
= cu log x + c x −1 1 + − x + …… = bv (say),
∂m m = − 1 4 64
d2 y dy
Example 7 : Solve (1 − x 2 ) 2
+ 2x + y = 0. …(1) (Rohilkhand 2008)
dx dx
Solution : Let the series solution of the given equation (1) be
∞
m m +1 m +2 m+r
y = c0 x + c1 x + c2 x + … = Σ cr x …(2)
r =0
dy ∞
m + r −1
∴ = Σ c r (m + r) x
dx r =0
d2 y ∞
m + r −2
and 2
= Σ c r (m + r) (m + r − 1) x .
dx r =0
which is an identity in x . Equating to zero the coefficient of the lowest power of x i. e., of
x m − 2 , we have the indicial equation as
c0 m (m − 1) = 0 .
Now c0 ≠ 0 ,as it is the coefficient of the first term with which we start to write the series.
∴ m = 0 , 1.
m −1
Now equating to zero the coefficient of the next higher power of x i. e.,of x , we get
c1 (m + 1) . m = 0 , …(3)
which makes c1 indeterminate (0 / 0 ) when m = 0.
But if m = 0, from (3) we have the identity
c . 0 = 0,
which is true for every value of c1. Hence, in this case c1 can be taken as an arbitrary
constant.
m+p
Further equating to zero the coefficient of the general term i. e., of x , we get
− c p {(m + p) (m + p − 3) − 1} + c p + 2 (m + p + 2) (m + p + 1) = 0
(m + p) (m + p − 3) − 1
or cp + 2 = cp .
(m + p + 1) (m + p + 2)
Putting p = 0 , 1, 2 , …… , we get
m (m − 3) − 1 (m + 1) (m − 2) − 1
c2 = c0 , c3 = c1 ,
(m + 1) (m + 2) (m + 2) (m + 3)
(m + 2) (m − 1) − 1 {(m + 2) (m − 1) − 1}{ m (m − 3) − 1}
c4 = c2 = c0 ,
(m + 3) (m + 4) (m + 1) (m + 2) (m + 3) (m + 4)
(m + 3) m − 1 {m (m + 3) − 1}{(m + 1) (m − 2) − 1}
c5 = c3 = c1 , etc.
(m + 4) (m + 5) (m + 2) (m + 3) (m + 4) (m + 5)
Substituting these values in (2), we get
m m (m − 3) − 1 2 {(m + 2) (m − 1) − 1} { m (m − 3) − 1} 4
y = c0 x 1 + x + x + …
(m + 1) (m + 2) (m + 1) (m + 2) (m + 3) (m + 4)
m (m + 1) (m − 2) − 1 3 { m (m + 3) − 1}{(m + 1) (m − 2) − 1} 5
+ c1 x x + x + x + … ⋅
(m + 2) (m + 3) (m + 2) (m + 3) (m + 4) (m + 5)
Putting m = 0 in this, we get
1 1 1 1 5
y = c0 1 − x 2 + x 4 + … + c1 x − x 3 + x + …
2 8 2 40
1 2 1 4 1 3 1 5
= a 1 − x + x + … + b x − x + x + … , …(4)
2 8 2 40
where a and b are arbitrary constants.
This is the required complete primitive of the given equation (1) because it contains
two arbitrary constants.
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If we take m = 1, we get from (3) c1 = 0 and hence c3 , c5 ,…… all vanish. In this case we
shall get a series which is merely a numerical multiple of the second series in the general
solution (4).
Putting these values in the given equation (1), we get the transformed equation as
1 4 d2 y dy 1 2 dy 1
z
2
+ 2z 3 + − z + − n2 y = 0
z dz 2 dz z dz z 2
d2 y dy
or z4 2
+ z3 + (1 − n2 z 2 ) y = 0 . …(2)
dz dz
Let the solution of (2) in ascending powers of z be
∞
m+r
y= Σ cr z . …(3)
r =0
dy ∞
m + r −1
Then = Σ c r (m + r) z
dz r =0
d2 y ∞
m + r −2
and 2
= Σ c r (m + r) (m + r − 1) z .
dz r =0
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which is an identity in z . Equating to zero the coefficient of the lowest power of z i. e., of
z m , we have the indicial equation as c0 = 0 , which has no roots as c0 ≠ 0 , it being the
coefficient of the first term with which we start to write the series.
Hence the differential equation (2) has no regular integrals in ascending powers of z i. e.,
the given equation (1) has no regular integrals in descending powers of x .
dy ∞
m + r −1
∴ = Σ c r (m + r) z
dz r = 0
d2 y ∞
m + r −2
and 2
= Σ c r (m + r) (m + r − 1) z .
dz r =0
which is an identity in z. Equating to zero the coefficient of the lowest power of z i. e., of
z m , we have the indicial equation as − c0 = 0, which has no roots as c0 ≠ 0 , it being the
coefficient of the first term with which we start to write the series.
Hence the differential equation (2) has no regular integrals in ascending powers of z i. e.,
the given equation (1) has no regular integrals in descending powers of x.
D-343
d2 y dy
Example 10 : Solve (1 − x 2 ) 2
−x + m 2 y = 0 , where x = 0 , y = 0 , dy / dx = m.
dx dx
Solution : The given equation can be put in the form
(1 − x 2 ) y2 − x y1 + m 2 y = 0 . …(1)
Differentiating the equation (1) n times by Leibnitz’s theorem w.r.t. x, we get
(1 − x 2 ) yn + 2 − (2 n + 1) xyn + 1 + (m 2 − n 2 ) yn = 0 …(2)
Putting x = 0 in (1) and (2), we get
( y2 )0 = − m 2 ( y)0 = 0
d2 y dy
Example 11 : Solve x4 2
+x + y = x −1.
dx dx
m
Solution : Substituting y = x in the left hand side of the given equation, we have
D-344
x 4 . m (m − 1) x m −2
+ x.m x m −1
+x m
m +2 m
or m (m − 1) x + (m + 1) x
i. e., the common difference of the powers is (m + 2) − m = 2 .
∞
m − 2r
∴ Let us assume y = Σ Ar x …(1)
r =0
as the C.F. of the given equation i. e., the solution of the equation
d2 y dy
x4 +x + y = 0. …(2)
dx2 dx
Then substituting the value of y from (1) in (2), we get
∞
m − 2r + 2 m − 2r
Σ [(m − 2 r) (m − 2 r − 1) Ar x + (m − 2 r + 1) Ar x ]=0
r =0
which is an identity.
m +2
∴ Equating to zero the coefficient of the highest power of x i. e., of x , we get
m (m − 1) A0 = 0 . ∴ m = 0 , 1. [∵ A0 ≠ 0 ]
m −2 r
Now equating to zero the coefficient of the general term i. e., of x , we get
(m − 2 r − 2) (m − 2 r − 3) Ar + 1 + (m − 2 r + 1) Ar = 0
(m − 2 r + 1)
or Ar + 1 = − Ar . …(3)
(m − 2 r − 3) (m − 2 r − 2)
2r − 1
Case I: When m = 0 , Ar + 1 = Ar . …(4)
(2 r + 2) (2 r + 3)
= A0 + A1 x −2 + A2 x −4
+ A3 x −6
+…
1 −2 1 −4 1. 3 − 6
= A 1 − x − x − x … ⋅ [Taking A0 = A]
3! 5! 7!
r −1
Case II: When m = 1, from (3), we have Ar +1 = Ar . …(5)
(r + 1) (2 r + 1)
1 1
= A0 x − = B x − , taking A0 = B.
x x
∴ the C.F. of the equation is
1 −2 1 −4 1. 3 −6 1
A 1 − x − x − x … + B x − ⋅
3! 5! 7! x
To find P.I. To find the P.I., put y = C0 x m . Thus we must have
m +2 −1
m (m − 1) C 0 x =x ⇒ m (m − 1) C 0 = 1 and m + 2 = −1
1
⇒ m= −3 and C0 = ⋅
12
∞ ∞
m − 2r − 3 − 2r
∴ Let y= Σ Cr x = Σ Cr x
r =0 r =0
2 (r + 1)
Cr + 1 = Cr .
(2 r + 5) (2 r + 6)
Putting r = 0 , 1, 2 , …
2 4 2 .4
C1 = C 0 , C2 = C1 = C 0 , etc.
5 .6 7 .8 5 .6 .7 .8
∞
∴ P.I. = Σ Cr x − 3 − 2 r = C 0 x −3
+ C1 x −5
+ C2 x −7
+…
r =0
−3 2 −2 2 .4 −4
= C0 x [1 + x + x +…
5 .6 5 .6 .7 .8
1 −3 2 −2 2 .4 −4
= x 1 + x + x + …
12 5 .6 5 .6 .7 .8
−3 1 2 −2 2 .4 −4
= 2x + x + x + … ⋅
4 ! 6 ! 8!
Hence the solution of the given equation is
1 −2 1 −4 1. 3 −6 1
y = A 1 − x − x − x … + B x −
3 ! 5! 7! x
−3 1 2 −2 2 .4 −4
+ 2x + x + x + … ⋅
4 ! 6 ! 8!
Comprehensive Exercise 1
2. y ′ ′ + ( x − 1)2 y ′ − 4 ( x − 1) y = 0 about x = 1.
d2 y dy
3. (x − x 2) 2
+ (1 − 5 x) − 4 y = 0.
dx dx (Agra 2008)
d2 y dy
4. (2 x + x 3 ) − − 6 xy = 0 .
dx 2 dx
d2 y dy
5. 2x 2 2
−x + (1 − x 2 ) y = x 2 .
dx dx (Avadh 2006)
2
d y dy
6. x2 2
+x + ( x2 − 4) y = 0 .
dx dx (Purvanchal 2010)
2
d y dy
7. (2 + x 2 ) 2
+x + (1 + x) y = 0 .
dx dx
d2 y dy
8. (x − x 2) 2
+ (1 − x) − y = 0.
dx dx
d2 y dy
9. 9 x (1 − x) 2
− 12 + 4 y = 0.
dx dx
d2 y
10. − y = x.
dx 2
A nswers 1
p ( p + 1) 2 ( p − 2) p ( p + 1) ( p + 3) 4
1. y = c0 1 − x + x − …
2! 4!
( p − 1) ( p + 2) 3 ( p − 3) ( p − 1) ( p + 2) ( p + 4) 5
+ c1 x − x + x − … ⋅
3! 5!
2 3 1 6 1 9 1 4
2. y = a 1 + ( x − 1) + ( x − 1) − ( x − 1) + … + b ( x − 1) + ( x − 1) ⋅
3 45 1620 4
3. y = au + bv, where u = 1 + 22 x + 32 x2 + 42 x3 + …
and v = u log x − 2 [1 . 2 x + 2 . 3 x2 + 3 . 4 x3 + …].
3 1 6
4. y = a 1 + 3 x2 + x4 − x + …
5 15
3 1. 3 4 1. 3 . 5 6
+ bx3 /2 1 + x2 − x + x − … ⋅
8 8 . 16 8 . 16 . 24
5. y = au + bv + f ( x), where
x2 x4 x6
u = x 1 + + + + …,
2 . 5 2 . 4 . 5 . 9 2 . 4 . 6 . 5 . 9 . 13
x2 x4 x6
v = x1 /2 1 + + + + …,
2 . 3 2 . 4 . 3 . 7 2 . 4 . 6 . 3 . 7 . 11
D-347
1 2 1 1 4 1 1
f ( x) = x + ⋅ x + ⋅ x6 + … .
3 3 3 .7 3 3 . 5 . 7 . 11
6. y = au + bv, where
x4 x6 x8
u = x −2 − 2 + 3 − 3 2 + …,
2 . 4 2 . 4 . 6 2 . 4 . 6 . 8
x2 x4
v = u log x + x −2 1 + 2 + 2 2 + … ⋅
2 2 .4
1 1 3 5 4 1 1 4
7. y = a 1 − x2 − x + x … + b x − x3 − x + … ⋅
4 12 96 6 24
8. y = au + bv,
2 2 2 .5 3 14 3
where u = 1+ x + x + x + … , v = u log x + −2 x − x2 − x − … ⋅
4 4 .9 27
9. y = au + bv,
1 1. 4 2 1. 4 . 7 3
where u = 1+ x+ x + x + …,
3 3 .6 3 .6 .9
8 8 . 11 2 8 . 11 . 14 3
v = x7 /3 1 + x+ x + x + … .
10 10 . 13 10 . 13 . 16
1 1 4 1 1 5
10. y = a 1 + x2 + x + … + b x + x3 + x + …
2 24 6 120
1 1 5
+ x3 + x + … ⋅
6 120
True or False
Write ‘ T ’ for true and ‘F’ for false statement.
1. x = 0 is an ordinary point of (1 − x 2 ) y ′ ′ − 2 xy ′ + p ( p + 1) y = 0 .
d2 y dy
2. x = 0 is a singular point of 2
− 2x 2 + 4 xy = x 2 + 2 x + 2.
dx dx
A nswers
Fill in the Blank(s)
1. ordinary point. 2. regular singular.
3. Frobenius method. 4. singular.
5. regular singular, irregular singular.
6. c0 m2 = 0 . 7. c0 m (2 m − 3) = 0 .
True or False
1. T. 2. F.
o
D-349
13
L egendre's F unctions
dy ∞
k − r −1
∴ = Σ ar (k − r) x
dx r = 0
d2 y ∞
k − r −2
and 2
= Σ ar (k − r) (k − r − 1) x .
dx r =0
...(2)
Now (2) being an identity, we can equate to zero the coefficients of various powers of x.
∴ Equating to zero the coefficient of the highest power of x, i. e. of x k , we have
a0 (n − k ) (n + k + 1) = 0 .
Now a0 ≠ 0 , as it is the coefficient of the first term with which we start to write the
series.
∴ k=n
...(3)
or k = − (n − 1)
k −1
Equating to zero the coefficient of the next lower power of x i. e. of x , we have
a1 (n − k + 1) (n + k ) = 0 .
∴ a1 = 0, since neither (n − k + 1) nor (n + k ) is zero by virtue of (3).
k−r
Again equating to zero the coefficient of the general term i. e. of x , we have
ar − 2 (k − r + 2) (k − r + 1) + (n − k + r) (n + k − r + 1) ar = 0 .
(k − r + 2) (k − r + 1)
∴ ar = − ar − 2 . ...(4)
(n − k + r) (n + k − r + 1)
D-351
(k − 1) (k − 2)
Putting r = 3, a3 = − a1 = 0 , since a1 = 0 .
(n − k + 3) (n + k − 2)
∴ we have, a1 = a3 = a5 = … = 0 (each).
Now two cases arise :
Case I: When k = n, from (4), we have
(n − r + 2) (n − r + 1)
ar = − ar − 2 .
r . (2 n − r + 1)
Putting r = 2, 4,… etc.
n (n − 1)
a2 = − . a0 ,
2 (2 n − 1)
(n − 2) (n − 3) n (n − 1) (n − 2) (n − 3)
a4 = − . a2 = . a0 , etc.
4 . (2 n − 3) 2. 4 . (2 n − 1) (2 n − 3)
n n−2 n−4
∴ y = a0 x + a2 x + a4 x + ....
n n (n − 1) n−2 n (n − 1) (n − 2) (n − 3) n−4
or y = a0 x − x + x − … ,
2 . (2 n − 1) 2 . 4 (2 n − 1) (2 n − 3)
...(5)
which is one solution of Legendre’s equation.
Case II: When k = − (n + 1), from (4), we have
(n + r − 1) (n + r)
ar = ar − 2 .
r (2 n + r + 1)
Putting r = 2, 4,… etc.
(n + 1) (n + 2)
a2 = . a0
2 (2 n + 3)
(n + 3) (n + 4) (n + 1) (n + 2) (n + 3) (n + 4)
a4 = . a2 = . a0 etc.
4 . (2 n + 5) 2. 4 . (2 n + 3) (2 n + 5)
∞
− n −1 − r
∴ y= Σ ar x = a0 x − n − 1 + a2 x − n − 3 + a4 x − n − 5 + . . .
r =0
(n + 1) (n + 2) − n − 3
= a0 x − n − 1 + x
2. (2 n + 3)
(n + 1) (n + 2) (n + 3) (n + 4) − n − 5
+ x + … ...(6)
2.4. (2 n + 3) (2 n + 5)
which is other solution of Legendre’s equation.
the solution (5) of article 13.2 is denoted by Pn ( x) and is called Legendre’s function of
the first kind.
1.3.5 … (2 n − 1) n n (n − 1) n−2
∴ Pn ( x) = x − x
n! 2. (2 n − 1)
n (n − 1) (n − 2) (n − 3) n−4
+ x − … .
2.4. (2 n − 1) (2 n − 3)
Pn ( x) is a terminating series and gives what are called Legendre’s Polynomials for
different values of n.
(n / 2 ) (2 n − 2 r) !
We can write Pn ( x) = Σ (− 1)r n
x n − 2r
r =0 2 r !(n − 2 r) !(n − r) !
(Avadh 2006; Rohilkhand 10)
n / 2, if n is even
where (n / 2) =
(n − 1) / 2, if n is odd
n! ,
Again when n is a positive integer and a0 =
1.3.5 … (2 n + 1)
the solution (6) of 13.2 is denoted by Qn ( x) and is called the Legendre’s function of
the second kind.
n! − n − 1 (n + 1) (n + 2) − n − 3
∴ Qn ( x) = x + x
1.3.5. … (2 n + 1) 2 (2 n + 3)
(n + 1) (n + 2) (n + 3) (n + 4) − n−5
+ x + .... .
2.4 (2 n + 3) (2 n + 5)
Qn ( x) is an infinite or non-terminating series as n is positive.
∴ Coefficient of h n
1.3 … (2 n − 1) 1.3 … (2 n − 3)
= . (2 x)n − n −1
C1 (2 x)n − 2
2.4. … 2 n 2.4. … (2 n − 2)
1.3 . . . (2 n − 5) n−2
+ C2 (2 x)n − 4 − …
2.4. … (2 n − 4)
1.3. … (2 n − 1) n n 2n x n−2
= 2 x − (n − 1) 2
2.4. … 2 n 2n − 1 2
2 n (2 n − 2) (n − 2) (n − 3) x n − 4
+ . . 4 − …
(2 n − 1) (2 n − 3) 2! 2
1.3. … (2 n − 1) n 2n x n−2
= x − . (n − 1) . 2
n! 2n − 1 2
2 n (2 n − 2) (n − 2) (n − 3) x n − 4
+ . . 4 − …
(2 n − 1) (2 n − 3) 2 ! 2
1.3. … (2 n − 1) n n (n − 1) n−2
= x − x
n! 2. (2 n − 1)
n (n − 1) (n − 2) (n − 3) n−4
+ .x − …
2.4. (2 n − 1) (2 n − 3)
= Pn ( x).
Thus we can say that
∞
Σ h n Pn ( x) = (1 − 2 xh + h2 ) − 1 /2 , where P0 ( x) = 1.
n=0 (Meerut 2009)
2 − 1 /2
Note. (1 − 2 xh + h ) is called the generating function of the Legendre polynomials.
π
= ∫0 [1 − h {x + √ ( x 2 − 1) cos φ)}] − 1 dφ
π
= ∫0 [1 − ht] − 1 dφ , where t = x + √ ( x 2 − 1) cos φ
∞ π
or π Σ h n Pn ( x) = ∫0 (1 + ht + h 2 t 2 + … + h nt n
+ ...) dφ.
n=0
1 π
Pn ( x) = [ x ± √ ( x 2 − 1) cos φ] n dφ.
π ∫0
∴
1 π dφ
or Pn( x) = ∫0 .
π {x ± √ ( x 2 − 1) cos φ} n + 1
Note. Replacing n by − (n + 1) in Laplace’s second integral, we have
1 π
P− (n + 1) x = ∫0 {x ± √ ( x 2 − 1) cos φ} n dφ
π
= Pn( x), from Laplace’s first integral.
Hence P− (n + 1) = Pn .
Example 1 : Show that (i) Pn(1) = 1, (Meerut 2007, 11; Rohilkhand 11;
Kanpur 12; Purvanchal 10)
(ii) Pn(− x) = (− 1)n Pn( x). (Meerut 2009; Agra 03, 10; Lucknow 10)
n
Hence deduce that Pn(− 1) = (− 1) . (Kanpur 2007, 12)
(iii) Prove that Pn( x) is an even or odd function of x according as n is even or odd respectively.
Solution : (i) We know that
∞
Σ h n Pn( x) = (1 − 2 xh + h 2 ) − 1 /2 .
n=0
∞
Putting x = 1 on both sides, we have Σ h n Pn(1) = (1 − 2 h + h 2 ) − 1 /2 = (1 − h) − 1
n=0
∞
= 1 + h + h2 + . . . + h n + . . . = Σ h n.
n=0
∞
Solution : We know that Σ h n Pn( x) = (1 − 2 xh + h2 ) − 1 /2 . ...(1)
n=0
= {1 − h (e iθ + e − iθ ) + h2 } − 1 /2 = (1 − he iθ )−1 /2 (1 − he − iθ ) − 1 /2
1 1 . 3 2 2 iθ 1 . 3 . 5 … (2 n − 1) n niθ
= 1 + he iθ + h e +…+ h e + …
2 2 .4 2 . 4 . 6 … 2n
1 1 . 3 2 − 2 iθ 1 . 3 . 5 … (2 n − 1) n − niθ
× 1 + he − iθ + h e +…+ h e + … ⋅
2 2 .4 2 . 4 . 6 … 2n
Equating the coefficients of h n from both sides, we get
1 . 3 . 5 … (2 n − 1) niθ − niθ 1 2n
Pn (cos θ) = (e + e )+ ⋅ { e(n − 2) iθ + e − (n − 2) iθ }
2 . 4 . 6 … 2n 2 2n − 1
1. 3 2 n (2 n − 2)
+ ⋅ { e(n − 4) iθ + e − (n − 4) iθ } + …
2 . 4 (2 n − 1) (2 n − 3)
1 . 3 . 5 … (2 n − 1) 1 2n
= 2 cos nθ + 2 ⋅ cos (n − 2) θ
2 . 4 . 6 … 2n 2 2n − 1
1. 3 2 n (2 n − 2)
+2⋅ ⋅ cos (n − 4) θ + … ⋅
2 . 4 (2 n − 1) (2 n − 3)
d 2 dPn
(1 − x ) + n(n + 1) Pn = 0 . ...(1)
dx dx
d 2 dPm
Similarly, (1 − x ) + m (m + 1) Pm = 0 . ...(2)
dx dx
Multiplying (1) by Pm and (2) by Pn and then subtracting, we have
d 2 dPn d 2 dPm
Pm (1 − x ) − Pn (1 − x )
dx dx dx dx
+{ n(n + 1) − m(m + 1)}Pn Pm = 0.
Integrating between the limits –1 to 1, we have
1 d 2 dP 1 d 2 dPm
∫ −1 Pm dx (1 − x ) dxn dx − ∫ −1 Pn dx (1 − x )
dx
dx
1
Integrating by parts, we have + { n(n + 1) − m(m + 1)}∫ Pm Pn dx = 0 .
−1
+1
2 dPn +1 dPm 2 dPn
Pm (1 − x ) dx − ∫ −1 (1 − x )
dx
dx
dx
−1
+1
dP +1 dPn 2 dPm
− Pn(1 − x 2 ) m + ∫ −1 (1 − x ) dx
dx −1 dx dx
+1
+ [n (n + 1) − m (m + 1)] ∫ Pm Pn dx = 0 .
−1
+1
∴ { n (n + 1) − m (m + 1)} ∫ Pm Pn dx = 0 .
−1
+1
Hence, ∫ −1 Pm ( x) Pn ( x) dx = 0 since m ≠ n.
∞
(ii) We have (1 − 2 xh + h2 ) − 1 /2 = Σ h n Pn( x).
n=0
+1 dx
= ∫ −1 (1 − 2 xh + h2 )
∞ +1 +1 dx
or Σ ∫ −1 h2 n [ Pn( x)]2 dx = ∫ −1 ,
n=0 (1 − 2 xh + h2 )
since other integrals on the L.H.S. are zero by (i) as m ≠ n
1 +1 1
=−
2h
[
log (1 − 2 xh + h2 )
−1
=−
2h
]
{ log (1 − h)2 − log (1 + h)2 }
D-359
2
1 1 + h 1 1 + h 2 h3 h5
= log = log = h + + + ...
2h 1 − h h 1 − h h 3 5
h2 h4 h2 n ∞ 2 h2 n
= 2 1 + + + ... + + ... = Σ .
3 5 2 n +1 n=0 2 n +1
or h [h0 P1 ( x) + 2 hP2 ( x) + . . . + nh n − 1 Pn ( x) + . . . ]
= ( x − h)[ P0 ′ ( x) + hP1 ′ ( x) + . . . + h n − 1 Pn − 1 ′ ( x) + h n Pn ′ ( x) + . . . ].
and (2 n + 1) Pn = P ′ n + 1 − P ′ n − 1 . ...(2)
Subtracting (1) from (2), we have
( n + 1) Pn = P ′ n + 1 − x P ′ n .
2
(V) (1 − x ) P ′ n = n ( Pn − 1 − x Pn ). (Roholkhand 2006, 11; Kanpur 10)
i. e. (1 − x 2 ) P ′ n = n ( Pn − 1 − x Pn ).
( x2 − 1) π d
=−
π
[ 2
∫0 { x + √ ( x − 1) cos φ}
n −1
×
dx
{ x + √ ( x2 − 1) cos φ}] dφ
( x2 − 1) π 1 d 2 n
=−
π ∫0 n dx {x + √ ( x − 1) cos φ} dφ
(1 − x2 ) d π
= ∫0 {x + √ ( x2 − 1) cos φ} n dφ
πn dx
(1 − x2 ) d
= {πPn( x)} [from Laplace’s first integral]
πn dx
(1 − x2 )
= ⋅ Pn ′ ( x).
n
Hence (1 − x 2 ) Pn ′ = n ( Pn − 1 − x Pn ).
(VI) (1 − x 2 ) Pn ′ = ( n + 1) ( x Pn − Pn + 1 ) (Agra 2011)
(2 n + 1) x Pn = (n + 1) Pn + 1 + n Pn − 1 ...(1)
which may be written as
(n + 1) x Pn + n x Pn = (n + 1) Pn + 1 + n Pn − 1
or (n + 1)( x Pn − Pn + 1) = n ( Pn − 1 − x Pn).
Writing recurrence formula V, we have
(1 − x 2 ) Pn ′ = n( Pn − 1 − xPn). ...(2)
From (1) and (2), we have
(1 − x 2 ) Pn ′ = ( n + 1) ( x Pn − Pn + 1 ).
1 π
= ∫0 {x + √ ( x2 − 1) cos φ} − n − 2 [ x{x + √ ( x2 − 1) cos φ} − 1] dφ
π
1 π
= ∫0 {x + √ ( x2 − 1) cos φ} − n − 2{( x2 − 1) + x √ ( x2 − 1) cos φ} dφ
π
( x2 − 1) π x
= ∫0 {x + √ ( x2 − 1) cos φ} − n − 2 1 + 2
cos φ dφ
π √ ( x − 1)
( x2 − 1)
[{x + √ ( x2 − 1) cos φ} − n − 2 ⋅ dxd {x + √ ( x2 − 1) cos φ}] dφ
π
=
π ∫0
( x2 − 1) π 1 d
=− ∫0 {x + √ ( x2 − 1) cos φ} − n − 1 dφ
π n + 1 dx
(1 − x2 ) d π
= ∫0 {x + √ ( x2 − 1) cos φ} − n − 1 dφ
π(n + 1) dx
(1 − x2 ) d (1 − x2 ) Pn ′
= {π Pn( x)} = .
π(n + 1) dx n +1
Hence (1 − x 2 ) Pn ′ = ( n + 1) ( x Pn − Pn + 1 ).
= (n + 1) [ Pn + 1 ( x) Pn ( y) − Pn + 1 ( y) Pn ( x)].
n Pn + 1( x) Pn( y) − Pn + 1( y) Pn(x)
Hence Σ (2 r + 1) Pr ( x) Pr ( y) = (n + 1) .
r =0 ( x − y)
This is Christoffel’s Summation Formula.
Deduction (i): Multiplying both sides of (6) by Pn and then integrating w.r.t. 'x'
between the limits − 1 to 1, we get
1 1
∫ −1 xPn Pn ′ dx = n∫ Pn2 dx, the other integrals being zero as
−1
1
∫ −1 Pm Pn dx = 0 , if m ≠ n
2 2n
= n⋅ = ⋅
2n + 1 2n + 1
Deduction (ii): From (6), we have
xPm ′ = mPm + (2 m − 3) Pm − 2 + (2 m − 7) Pm − 4 + …
1 1 1
⇒ ∫ −1 xPn Pm ′ dx = m ∫ Pn Pm dx + (2 m − 3)∫ Pn Pm − 2 dx
−1 −1
1
+ (2 m − 7)∫ Pn Pm − 4 dx + …
−1
1 1
Again if n = m, then ∫ −1 xPn Pm ′ dx = n∫ Pn2 dx, the other integrals on the R.H.S.
−1
2 2n
being zero = n⋅ =
2n + 1 2n + 1
1 1
If n = m − 2, then ∫ −1 xPn Pm ′ dx = 0 + (2 m − 3)∫ Pn2 dx + 0 + …
−1
2
= {2 (n + 2) − 3} ⋅ = 2.
2n + 1
1 1
If n = m − 4, then ∫ −1 xPn Pm ′ dx = 0 + 0 + (2 m − 7)∫ Pn2 dx + 0 + …
−1
2
= {2 (n + 4) − 7} = 2.
2n + 1
In the same way, if n = (m − 6), (m − 8) etc., the value of the integral is 2.
Example 6 : Prove that P02 ( x) + 3 P12 ( x) + 5 P22 ( x) + . . . + (2 n + 1) Pn2 ( x)
= (n + 1)[ Pn( x) Pn + 1 ′ ( x) − Pn + 1( x) Pn ′ ( x)]
= (n + 1)2 Pn2 ( x) + (1 − x2 ){Pn ′ ( x)}2 .
Solution : From Christoffel’s summation formula, we have
n
( x − y) Σ (2 r + 1) Pr ( x) Pr ( y)
r =0
= (n + 1) [ Pn + 1 ( x) Pn ( y) − Pn + 1 ( y) Pn ( x)].
Putting y = x + h, where h is a small quantity, we have
n
− h Σ (2 r + 1) Pr ( x) Pr ( x + h) = (n + 1)[ Pn + 1( x) Pn( x + h) − Pn + 1( x + h) Pn( x)].
r =0
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h2
= (n + 1) Pn + 1( x) Pn( x) + hPn ′ ( x) + Pn ′ ′ ( x) + . . .
2 !
h2
− Pn + 1( x) + hP ′ n + 1 ( x) + Pn + 1 ′ ′ ( x) + . . . Pn( x)
2!
= − h(n + 1)[{Pn( x) P ′ n + 1 ( x) − Pn ′ ( x) Pn + 1( x)} + h(. . .) + . . . ]
n
or Σ (2 r + 1) Pr ( x){Pr ( x) + hPr ′ ( x) + . . . }
r =0
+1 2 n(n + 1)
∴ ∫ −1 x2 Pn + 1 Pn − 1 dx = .
(2 n − 1)(2 n + 1)(2 n + 3)
+1
Example 8 : Prove that ∫−1 ( Pn ′ )2 dx = n(n + 1).
+ 2(2 n − 1)(2 n − 5) Pn − 1 Pn − 3 + . . ..
+1 +1 +1 2
∴ ∫ −1 ( Pn ′ )2 dx = (2 n − 1)2 ∫ −1 Pn2− 1 dx + (2 n − 5)2 ∫ −1 Pn − 3 dx + … ,
dn + 2 y dn +1 y dn y
or ( x2 − 1) +2 x − n(n + 1) =0
dx n + 2 dx n + 1 dx n
dn + 2 y dn +1 y dn y
or (1 − x2 ) −2 x + n(n + 1) = 0.
dx n + 2 dx n + 1 dx n
dn y
Putting = z , the above equation becomes
dx n
d2 z dz
(1 − x2 ) − 2x + n(n + 1) z = 0 ,
dx2 dx
which is Legendre’s equation.
Hence its solution is z = cPn( x), where c is a constant.
dn y
∴ = c Pn ( x ). ...(1)
dx n
dn y
Putting x = 1, we have c = n , since Pn (1) = 1.
dx x =1
n!
= ( x − 1)n n ! + n ⋅ ( x + 1)n( x − 1)n − 1 + . . .
1!
n!
+ n ⋅ n( x + 1)n − 1 ( x − 1) + ( x + 1)n ⋅ n !.
1!
dn y
Putting x = 1, n = (1 + 1)n ⋅ n ! = 2 n ⋅ n ! = c .
dx
x =1
n
1d y
∴ From (1), we have Pn( x) =
c dx n
1 dn
or Pn ( x ) = ( x 2 − 1) n .
2 n ⋅ n ! dx n
This is Rodrigue’s formula.
1 m m (m − 1) (m − 2) … (m − n + 2)
Corollary: Show that ∫0 x Pn ( x) dx = ,
(m + n + 1) (m + n − 1) … (m − n + 3)
m (m − 1) … (m − n + 1) 1 (m − n − 1) /2
= ∫0 z (1 − z )n dz ,
2n +1 . n !
putting x2 = z , 2 x dx = dz
m (m − 1) … (m − n + 1) m − n − 1
= n +1
⋅B + 1, n + 1
2 .n! 2
m (m − 1) … (m − n + 1) m − n + 1
= n +1
⋅B , n + 1
2 .n! 2
m − n + 1
Γ Γ (n + 1)
m (m − 1) … (m − n + 1) 2 Γ (m) Γ (n)
= . ∵ B (m, n) =
2n +1 . n ! m + n + 3 Γ (m + n)
Γ
2
m − n + 1
Γ n!
m (m − 1) … (m − n + 1) 2
= ⋅
2n +1 . n ! m + n + 1 m + n − 1 m − n + 3 m − n + 1
...
2 2 2 2
m (m − 1) … (m − n + 1) 2 n +1 . n !
= ⋅
2n +1 . n ! (m + n + 1) (m + n − 1) … (m − n + 3) (m − n + 1)
m (m − 1) (m − 2) … (m − n + 2)
= ⋅ …(1)
(m + n + 1) (m + n − 1) … (m − n + 3)
Case I: When n is even.
1 m m (m − 2) (m − 4) … (m − n + 2)
∫0 x Pn ( x) dx = ⋅ …(2)
(m + n + 1) (m + n − 1) … (m + 1)
Since for n = 2 , the last factor i. e.,(m − n + 3) in the Dr. is (m + 1) and its preceding terms
are (m − 1), (m − 3) etc., which cancel out with the corresponding factors in the Nr.
Case II: When n is odd.
1 m (m − 1) (m − 3) … (m − n + 2)
∫0 x Pn ( x) dx = ⋅ …(3)
(m + n + 1) (m + n − 1) … (m + 2)
Since for n = 1, the last factor i. e.,(m − n + 3) in the Dr. is (m + 2) and its preceding terms
are m, (m − 2) etc. which cancel out with the corresponding factors in the Nr.
+1 1 +1 dn
∫ −1 Pn ( x) dx = ( x2 − 1)n dx
n ! ∫ −1
∴ n n
2 dx
+1
1 d n −1 2
= n n −1
( x − 1)n ...(1)
2 n ! dx −1
d n −1 d n −1
Now n −1
( x2 − 1)n = n −1
{( x + 1)n ( x − 1)n }
dx dx
d n −1 d n−2
= ( x + 1)n n −1
( x − 1)n + (n − 1) n ( x + 1)n − 1 n−2
( x − 1)n
dx dx
d n −1
+ … + ( x − 1)n n −1
( x + 1)n,
dx
by Leibnitz’s theorem of differential calculus
n! n!
= ( x + 1)n ( x − 1) + n (n − 1) ( x + 1)n − 1 ( x − 1)2 + …
1! 2!
… + ( x − 1)n n !( x + 1)
r n n!
∵ D ( x + a) = ( x + a)n − r
(n − r) !
=0 when x = − 1 or 1,
since each term contains both x + 1 and x − 1 as factors.
+1
∴ from (1), ∫ −1 Pn ( x) dx = 0 .
+1
= [ x]− 1 = 2 .
1
Example 10 : Evaluate ∫ −1 x 4 P6 ( x) dx .
(Meerut 2006, 13B)
Let x 4 = c0 P0 + c1 P1 + c2 P2 + c3 P3 + c4 P4 ,
1
= ∫ −1 (c0 P0 + c1 P1 + c2 P2 + c3 P3 + c4 P4 ) P6 dx
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1 1 1
= c0 ∫ −1 P0 P6 dx + c1 ∫ −1 P1 P6 dx + c2 ∫ −1 P2 P6 dx
1 1
+ c3 ∫ −1 P3 P6 dx + c4 ∫ −1 P4 P6 dx
1
= 0, since ∫ −1 Pm Pn dx = 0 if m ≠ n .
Comprehensive Exercise 1
1. Show that
P0 ( x) = 1, P1( x) = x, P2 ( x) = (3 x2 − 1) / 2, P3 ( x) = (5 x3 − 3 x) / 2,
P4 ( x) = (35 x4 − 30 x2 + 3) / 8. (Kanpur 2008; Lucknow 08; Avadh 14)
4 3 2
2. Express P( x) = x + 2 x + 2 x − x − 3 in terms of Legendre’s polynomials.
3. (i) Prove that Pn ′ − P ′ n − 2 = (2 n − 1) Pn − 1 .
[Hint : Replace n by (n − 1) in recurrence formula (III)].
(ii) Prove that x P9 ′ = P8 ′ + 9 P9 . (Meerut 2008)
1 Pn( x) 2hn
8. (i) Prove that ∫ −1 dx = .
√ (1 − 2 xh + h2 ) 2n + 1
+1 2 n(n + 1)
(ii) Prove that ∫ −1 (1 − x2 )( Pn ′ )2 dx = .
2n + 1 (Agra 2010)
+1
9. (i) Prove that ∫ −1 (1 − x2 ) Pm ′ Pn ′ dx = 0
18. Show that all the roots of Pn ( x) = 0 are real and lie between − 1 and 1.
19. Show that all the roots of Pn ( x) = 0 are distinct.
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A nswers 1
8 4 40 1 224
2. P( x) = P4 ( x) + P3 ( x) + P2 ( x) + P1( x) − P0 ( x).
35 5 21 5 105
(a) 1 (b) 0
2
(c) (d) 2 n2 .
2 n +1 (Rohilkhand 2011)
1 dn
9. The value of n n
( x2 − 1) n is
2 . n ! dx
(a) Pn ′ ( x) (b) Qn ( x)
(c) Pn −1 ( x) (d) Pn ( x). (Agra 2006, 10)
True or False
Write ‘ T ’ for true and ‘F’ for false statement.
1. Laplace’s second integral for Pn ( x) gives
1 π dφ
Pn ( x) = ∫ ⋅
π 0 [ x ± √ ( x − 1) cos φ]n + 1
2
in ascending powers of h.
0 , if m ≠ n
3. δ mn =
1, if m = n.
4. (2 n + 1) ( x2 − 1) Pn ′ = n (n − 1) ( Pn + 1 − Pn − 1) is known as Beltrami’s result.
5. (2 n + 1) x Pn = (n + 1) Pn + 1 + nPn − 1.
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A nswers
Multiple Choice Questions
1. (c). 2. (a). 3. (b). 4. (b). 5. (a).
6. (b). 7. (d). 8. (a). 9. (d).
o
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14
B essel’s F unctions
d2 y ∞
and 2
= Σ ar (k + r)(k + r − 1) x k + r − 2 .
dx r=0
Since the relation (2) is an identity, the coefficients of various powers of x must be zero.
k −2
∴ Equating to zero the coefficient of the lowest power of x, i. e.of x in (2), we have
2 2
a0 (k − n ) = 0 .
Now a0 ≠ 0 as it is the coefficient of the first term with which we begin to write the
series.
∴ k 2 − n2 = 0 or k = ± n. ...(3)
k −1
Now equating to zero the coefficient of x in (2), we have
a1{(k + 1)2 − n2} = 0 .
But (k + 1)2 − n2 ≠ 0 for k = ± n given by (3); ∴ a1 = 0 .
k+r
Again equating to zero the coefficient of the general term i. e.of x in (2), we have
2 2
ar + 2 {(k + r + 2) − n } + ar = 0
or ar + 2 (k + r + n + 2)(k + r − n + 2) = − ar .
ar
∴ ar + 2 = − . ...(4)
(k + r + n + 2)(k + r − n + 2)
a1
Putting r = 1 in (4), we have a3 = = 0 , since a1 = 0 .
(k + n + 3)(k − n + 3)
Similarly putting r = 3, 5, 7 etc. in (4), we have a1 = a3 = a5 = . . . = 0 (each).
Now two cases arise.
ar
Case I: When k = n, from (4), we have ar + 2 = − .
(2 n + r + 2)(r + 2)
a0 a
Putting r = 0 , 2, 4 etc., we have a2 = − =− 2 0
(2 n + 2)(2) 2 .1 !(n + 1)
a2 a2 a0
a4 = − =− 2 = , etc.
(2 n + 4)(4) 2 . 2 . (n + 2) 24 . 2 !(n + 1)(n + 2)
x n+2 x n+4
∴ y = a0 x n − 2 + 4 − . . .
2 .1 !(n + 1) 2 . 2 !(n + 1)(n + 2)
x2 x4
= a0 x n. 1 + (− 1) 2 + (− 1)2 4 + . . . ⋅
2 .1 !(n + 1) 2 . 2 !(n + 1)(n + 2)
1 , this solution is called Jn( x), known as Bessel’s function of the first
If a0 = n
2 Γ (n + 1)
kind of order n.
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n
x x2 2 x4
∴ Jn( x) = n 1 + (− 1) 2
+ (− 1) 4
+ . . .
2 Γ(n + 1) 2 .1 !(n + 1) 2 . 2 !(n + 1)(n + 2)
n
x ∞ x2 r
= Σ (− 1)r
2 n Γ(n + 1) r =0 22 r r !(n + 1)(n + 2) . . . (n + r)
∞ n + 2r
x 1
= Σ ( − 1) r .
r =0 2 r ! Γ( n + r + 1)
Case II: When k = − n.
The series solution is obtained by replacing n by −n in the value of Jn.
∞ − n + 2r
x 1
∴ J− n( x) = Σ (− 1)r .
r=0 2 r ! Γ(− n + r + 1)
When n is not an integer J− n( x) is distinct from Jn( x).
Note. The solutions of Bessel’s equation are called Bessel’s functions.
dy ∞
k + r −1 d2 y ∞
k + r −2
∴ = Σ ar (k + r) x and 2
= Σ ar (k + r)(k + r − 1) x .
dx r=0 dx r=0
which is an identity. Equating to zero the coefficient of the lowest power of x i. e., of
x k − 2 , we have a0 k 2 = 0 .
a1 (k + 1)2 = 0 .
Since k + 1 ≠ 0 by virtue of (3), we have a1 = 0 .
k+r
Again equating to zero the coefficient of the general term, i. e., of x , we have
ar
ar + 2 (k + r + 2)2 + ar = 0 . ∴ ar + 2 = − .
(k + r + 2)2
ar
When k = 0, we have ar + 2 = − .
(r + 2)2
Putting r = 1, 3, 5, etc., we have a1 = a3 = a5 = . . . = 0 (each).
Again putting r = 0 , 2, 4, etc., we have
a a a
a2 = − 02 , a4 = − 22 = 2 0 2 etc.
2 4 2 ⋅4
∞
Since y= Σ ar x r , when k = 0
r =0
x2 x4 x6
∴ y = a0 1 − 2 + 2 2 − 2 2 2 + . . . ⋅
2 2 ⋅4 2 ⋅4 ⋅6
If a0 = 1 , this solution is denoted by J0 ( x).
x2 x4 x6
∴ J0 ( x) = 1 − + − +…
22 22 ⋅ 4 2 22 ⋅ 4 2 ⋅ 62
where J0 ( x) is called Bessel’s function of zeroeth order.
14.5 Definition of J 0 ( x )
J0 ( x) is the solution of Bessel’s equation for n = 0 i.e., of
d2 y 1 dy
2
+ + y = 0.
dx x dx
which is equal to 1 for x = 0.
Replacing x by − x, we have
Jn (− x) = (− 1)m Jm (− x) = (− 1)m (− 1)m Jm ( x) [as proved in case I]
= (− 1)m J− m ( x), by part (i) of this question
d2 y d dy d dy dX
and 2
= 2 √ X = 2 √ X ⋅
dx dx dX dX dX dx
d2 y 1 dy d2 y dy
= 2 √ X + ⋅2 √ X = 4X +2 ⋅
dx2 √ X dX dX 2 dX
∞ n + 2 r −1
1 x
= n J n( x) + x Σ (− 1)r
r =1 (r − 1) ! Γ(n + r + 1) 2
∞ n +1 + 2 s
1 x
= n J n( x) − x Σ (− 1)s ,
s=0 s ! Γ(n + 1 + s + 1) 2
putting r − 1 = s
= n Jn( x) − x Jn + 1( x).
Hence x J n ′ ( x) = n J n ( x) − x J n + 1 ( x).
Multiplying both sides by x − n −1, we have
x − n Jn ′ = nx − n − 1 Jn − x − n Jn + 1 or − n x − n − 1 Jn + x − n Jn ′ = − x − n Jn + 1
d
or ( x − n J n) = − x − n J n + 1 ,
dx which is another form of recurrence formula (I).
(II) x J n ′ ( x) = − n J n ( x) + x J n − 1 ( x). (Meerut 2008, 13, 10; Agra 10)
Proof: As in I, we have
∞ (n + 2 r) x n + 2 r
x Jn ′ ( x) = Σ (− 1)r
r=0 r ! Γ(n + r + 1) 2
∞ (2 n + 2 r − n) x n + 2 r
= Σ (− 1)r
r=0 r !. Γ(n + r + 1) 2
∞ n + 2r
1 x
= −n Σ (− 1)r
r=0 r ! Γ(n + r + 1) 2
∞ (2 n + 2 r) x n + 2 r
+ Σ (− 1)r
r=0 r !. Γ(n + r + 1) 2
∞ n + 2 r −1
2(n + r) x x
= − n Jn( x) + Σ (− 1)r
r =0 r !. Γ(n + r + 1) 2 2
∞ n + 2 r −1
1 x
= − n Jn( x) + x Σ (− 1)r
r =0 r ! Γ(n + r) 2
∞ (n − 1) + 2 r
1 x
= − n Jn( x) + x Σ (− 1)r
r =0 r ! Γ{(n − 1) + r + 1} 2
= − n Jn( x) + x Jn − 1( x).
Hence x J n ′ ( x) = − n J n ( x) + x J n − 1 ( x)
n −1
Multiplying both sides by x , we have
n n −1 n n −1 n
x Jn ′ = − nx Jn + x Jn − 1 or nx Jn + x Jn ′ = x n Jn − 1
d
or ( x n J n) = x n J n − 1, which is another form of recurrence formula (II).
dx
(III) 2 J n ′ ( x) = J n − 1 ( x) − J n + 1 ( x). (Rohilkhand 2002, 07; Avadh 07, 10;
Kanpur 07)
Proof: Recurrence formulae I and II, are
x Jn ′ ( x) = n Jn( x) − x Jn + 1( x) and x Jn ′ ( x) = − n Jn( x) + x Jn − 1( x).
Adding, we have 2 x Jn ′ ( x) = x [ Jn − 1( x) − Jn + 1( x)].
Hence 2 J n ′ ( x) = J n − 1 ( x) − J n + 1 ( x).
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∞ n + 2r
1 x
Aliter. Jn( x) = Σ (− 1)r .
r=0 r ! Γ(n + r + 1) 2
∞ n + 2 r −1
2 1 x
∴ 2 Jn ′ ( x) = Σ (− 1)r (n + 2 r)
r=0 r ! Γ(n + r + 1) 2 2
∞ [(n + r) + r] x n + 2 r − 1
= Σ (− 1)r
r=0 r ! Γ(n + r + 1) 2
∞ n + 2 r −1 ∞ n + 2 r −1
(n + r) x r x
= Σ (− 1)r + Σ (− 1)r
r=0 r ! Γ(n + r + 1) 2 r=0 r ! Γ(n + r + 1) 2
∞ n + 2 r −1
1 x
= Σ (− 1)r
r=0 r ! Γ(n + r) 2
∞ n + 2 r −1
1 x
− Σ (− 1)r − 1
r =1 (r − 1) ! Γ (n + r + 1) 2
∞ (n − 1) + 2 r
1 x
= Σ (− 1)r
r=0 r ! Γ [(n − 1) + r + 1] 2
∞ (n + 1)+ 2 s
1 x
− Σ (− 1)s , putting r − 1 = s
s =0 s ! Γ [(n + 1) + s + 1] 2
= Jn − 1( x) − Jn + 1( x).
Hence 2 J n ′ ( x) = J n − 1 ( x) − J n + 1 ( x).
(IV) 2 n J n ( x) = x [ J n − 1 ( x) + J n + 1 ( x)] (Avadh 2009; Kanpur 11)
Proof: Writing Recurrence formulae I and II, we have
x Jn ′ ( x) = n Jn( x) − x Jn + 1( x) and x Jn ′ ( x) = − n Jn( x) + x Jn − 1( x).
Subtracting, we have
0 = 2 n Jn( x) − x [ Jn + 1( x) + Jn − 1( x)].
Hence 2 n J n ( x) = x [ J n + 1 ( x) + J n − 1 ( x)]
∞ n + 2r
1 x
Aliter: Jn( x) = Σ (− 1)r .
r=0 r ! Γ(n + r + 1) 2
∞ n + 2r
(2 n + 2 r − 2 r) x
∴ 2 n Jn( x) = Σ (− 1)r
r=0 r ! Γ(n + r + 1) 2
∞ n + 2r
2(n + r) x
= Σ (− 1)r
r=0 r ! Γ(n + r + 1) 2
∞ n + 2r
2r x
− Σ (− 1)r ⋅
r=0 r ! Γ (n + r + 1) 2
∞ (n − 1) + 2 r
1 x
=x Σ (− 1)r
r=0 r ! Γ [(n − 1) + r + 1] 2
∞ n + 2 r −1
1 x
+x Σ (− 1)r − 1
r =1 (r − 1) ! Γ (n + r + 1) 2
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∞ (n + 1) + 2 s
1 x
= x J n − 1( x) + x Σ (− 1)s ,
s=0 s ! Γ [(n + 1) + s + 1] 2
putting r − 1 = s
= x Jn − 1( x) + x Jn + 1( x).
Hence 2 n J n ( x) = x [ J n − 1( x) + J n +1( x)]
d
(V) [ x − n J n ( x)] = − x − n J n + 1 ( x).
dx (Avadh 2006, 10; Agra 08; Lucknow 06, 08;
Meerut 13B; Rohilkhand 14)
d −n
Proof: [x Jn ( x)] = − n x − n − 1 Jn( x) + x − n Jn ′ ( x)
dx
= x − n − 1 [− n Jn ( x) + x Jn ′ ( x)]
= x − n − 1 [− n Jn ( x) + {n J n ( x) − x J n + 1 ( x)}], from recurrence formula I
= x − n − 1 [− x Jn + 1 ( x)] = − x − n Jn + 1 ( x).
d
Hence [ x − n J n ( x)] = − x − n J n + 1 ( x).
dx
n + 2r
d −n d −n ∞ (− 1)r x
Aliter: We have [ x Jn ( x)] = x Σ
dx dx r = 0 r ! Γ (n + r + 1) 2
n 2r
d ∞ (− 1)r 1 x
= Σ ⋅ ⋅
dx r = 0 r !Γ (n + r + 1) 2 2
n 2 r −1
∞ (−1)r 1 x 1
= Σ ⋅ 2r ⋅
r = 0 r !Γ (n + r + 1) 2 2 2
n −1 + 2 r
∞ (− 1)r x
= x− n Σ ⋅
r =1 (r − 1) ! Γ(n + r + 1) 2
n + 2 s +1
∞ (− 1)s + 1 x
= x− n Σ ⋅ , putting r − 1 = s
s=0 s ! Γ(n + s + 2) 2
n +1 + 2 s
∞ (− 1)s x
= − x− n Σ = − x − n Jn + 1( x).
s=0 s ! Γ(n + 1 + s + 1) 2
d
(VI) [ x n J n ( x)] = x n J n − 1 ( x).
dx (Agra 2003; Avadh 09, 11; Kanpur 10;
Purvanchal 10; Bundelkhand 13)
d
Proof: [ x n Jn ( x)] = n x n −1 Jn ( x) + x n Jn ′ ( x) = x n − 1[n Jn ( x) + x Jn ′ ( x)]
dx
= x n − 1[n Jn ( x) + {− n Jn ( x) + x Jn − 1 ( x)}], from recurrence formula II
n −1 n
=x [ x Jn − 1 ( x)] = x Jn − 1 ( x).
d
Hence [ x n J n ( x)] = x n J n − 1 ( x).
dx
Aliter: We have
n + 2r
d n d n ∞ (− 1)r x
[ x Jn( x)] = x Σ
dx dx r = 0 r ! Γ (n + r + 1) 2
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2 (n + r )
d ∞ (−1)r x
= Σ ⋅ 2n ⋅
dx r = 0 r !Γ (n + r + 1) 2
∞ (− 1)r ⋅ 2 n ⋅ 2 (n + r) x 2 n + 2 r − 1 1
= Σ ⋅
r = 0 r ! Γ (n + r + 1) 2 2
n + 2 r −1
∞ (− 1)r x
= xn Σ ⋅
r=0 r ! Γ(n + r) 2
n −1 + 2 r
∞ (− 1)r x
= xn Σ
r=0 r ! Γ(n − 1 + r + 1) 2
n
= x ⋅ Jn − 1( x).
d 2 2 n 2 n +1 2
Example 3: Prove that [ J n + J n + 1] = 2 J n − J n + 1 .
dx x x
1 2 2
or Jn Jn ′ + Jn + 1 Jn + 1 ′ = [ n Jn − (n + 1) Jn + 1] .
x
d 2 2
Solution: We have ( J n + J n + 1) = 2 J n J n ′ + 2 J n + 1 J n + 1 ′ . ...(1)
dx
n
From recurrence formula I, we have Jn ′ = Jn − Jn +1 . ...(2)
x
n
Also from recurrence formula II, we have Jn ′ = − Jn + Jn −1.
x
Replacing n by n + 1 in this result, we have
n +1
Jn + 1 ′ = − Jn + 1 + Jn . ...(3)
x
Substituting the values of Jn ′ and Jn + 1 ′ from (2) and (3) in (1), we have
d 2 2 n n +1
( J n + J n + 1) = 2 J n J n − J n + 1 + 2 J n + 1 − Jn + 1 + Jn
dx x x
n 2 n +1 2
= 2 Jn − J n + 1 ⋅
x x
2
(ii) J− 1 /2 ( x) = ⋅ cos x.
π x (Avadh 2007, 11; Purvanchal 10)
(iii) [ J1 /2 ( x)]2 + [ J− 1 /2 ( x)]2 = 2 / πx. (Avadh 2007, 08, 14; Purvanchal 09, 14)
D-388
2 1
(iv) J− 3 /2 ( x) = − cox x + sin x .
π x x
(Avadh 2008)
2 3 − x2 3
(v) J− 5 /2 ( x) = ⋅ 2 cos x + sin x.
π x x x
Solution: We know that
n
x x2 x4
Jn( x) = n 1 − + − . . . ...(1)
2 Γ(n + 1) 2.(2 n + 2) 2.4.(2 n + 2)(2 n + 4)
1
(i) Putting n = in (1), we have
2
x1 /2
x2 x4
J1 /2 ( x) = 1 /2 1 − + − …
2 Γ (3 / 2) 2 . 3 2 . 4 . 3 . 5
3 5
2 x x 2
= x − + − . . . = . sin x ...(2)
πx 3! 5! πx
1
(ii) Again putting n = − in (1) , we have
2
x − 1 /2 x2 x4
J− 1 /2 ( x) = 1 − + − ...
1 2 .1 2 . 4 .1. 3
2 −1 / 2 Γ
2
2 x2 x4 2
= 1 − + − . . . = cos x. ...(3)
πx 2! 4! πx
2 1 x2 x4 x6
= − ⋅ 1 + − + − ...
πx x 2 2 .4 2 .3 .4 .6
2 1 1 2 3 4 5 6
= − ⋅ 1 + x − x + x − . . .
πx x 2 ! 4! 6!
2 1 2 −1 2 4 −1 4 6 −1 6
= − ⋅ 1 + x − x + x − . . .
πx x 2! 4! 6!
2 1 1 1 3 2 4 3 6 5
= − ⋅ − x+ x − . . . + x− x + x − . . .
πx x 2 ! 4! 2 ! 4! 6!
2 1 x2 x4 x3 x5
= − 1 − + − . . . + x − + − . . .
πx x 2! 4! 3! 5!
2 1
= − cos x + sin x ⋅
πx x
(v) Putting n = − 3 / 2 in (4), we have J−5 /2 ( x) = (−3 / x) J−3 /2 ( x) − J−1 /2 ( x)
3 2 1 2
= − ⋅ − ⋅ cos x + sin x − cos x,
x πx x πx
2 3 − x2 3
= 2 cos x + sin x.
πx x x
Aliter: We know that
xn x2 x4
Jn( x) = n 1 − + − . . .
2 Γ(n + 1) 2(2 n + 2) 2.4(2 n + 2)(2 n + 4)
n
(n + 2)(n + 1) x x2 x4
= n 1 − + − . . . ,
2 Γ(n + 3) 2.(2 n + 2) 2.4.(2 n + 2)(2 n + 4)
multiplying the numerator and the denominator by (n + 2)(n + 1).
Now putting n = − 5 / 2, we have
D-390
(−1 / 2)(−3 / 2) x −5 /2 x2 x4
J−5 /2 ( x) = ⋅ 1 − +
2 −5 /2 Γ (1 / 2) 2 ⋅ (− 3) 2 ⋅ 4 ⋅ (− 3) ⋅ (− 1)
x6
− + . . .
2 . 4 . 6 . (− 3) (− 1) (1)
2 3 x2 x 4 5 x6
= ⋅ 2 1 + + − + . . .
πx x 3! 4! 6!
2 3 1 3 x2 15 x
= 2 + + − + . . .
πx x 2! 4! 6!
2 3 3 − 4 3 + 0 2 3 + 12 4
= 2 − + x − x + . . .
πx x 2! 4! 6!
2 3 − 3 + 3 x2 − 3 x4 − . . . + 4 + 0 x2 − 12 x 4 − . . .
= 2
πx x 2! 4! 6! 2 ! 4 ! 6!
2 3 x2 x4 x6
= 2 1 − + − − . . .
πx x 2! 4! 6!
2(1 − 3) 4(3 − 3) 2 6(5 − 3) 4
− + x − x − . . .
2! 4! 6!
2 3 21
. 4.3 2 6.5 4
= 2 cos x − + x − x + ...
πx x 2! 4! 6! 2 4 2 6 4
+3 − x + x − . . .
2 ! 4 ! 6!
2 3 x2 x4 3 x3 x5
= 2 cos x − 1 − + . . . + x − + . . .
πx x 2! 4! x 3 ! 5 !
2
2 3 3 2 3 − x 3
= 2 cos x − cos x + sin x = 2 cos x + sin x ⋅
πx x x πx x
x
2 n n +1 n+2
xz 1 xz 1 xz 1 xz 1 xz
= 1 + + + ... + + + + ...
2 2! 2 n! 2 (n + 1)! 2 (n + 2)! 2
2 n n n +1 n +1 n + 2 n + 2
x 1 x (−1) x (− 1) x (−1) x
× 1 − + − ... + + + + …
2 z 2 ! 2 z
n ! 2z
(n + 1)! 2 z
(n + 2) ! 2 z
Coefficient of z n in this product
D-391
n n +1 2 n+2
1 x 1 x x 1 1 x x
= − + ⋅ − ...
n ! 2 (n + 1) ! 2 2 (n + 2) ! 2 ! 2 2
n n+2 n+4
1 x 1 x 1 x
= − + − ...
n ! 2 (n + 1) ! 2 2 !(n + 2) ! 2
(− 1)0 x n (− 1) x
n+2
(− 1)2 x
n+4
= + ⋅ + ⋅ + ...
Γ(n + 1) 2 1 ! Γ(n + 2) 2 2 ! Γ(n + 3) 2
∞ n+2 r
1 x
= Σ (− 1)r ⋅ = Jn( x).
r=0 r ! Γ(n + r + 1) 2
Similarly, the coefficient of z − n in the above product
(− 1)n x n (− 1)n + 1 x x n + 1 (− 1)n + 2 1 x 2 x n + 2
= + ⋅ ⋅ + ⋅ ⋅ +…
n ! 2 (n + 1) ! 2 2 (n + 2) ! 2 ! 2 2
(−1)0 x n (−1) x n + 2 (− 1)2 x
n+4
= (−1)n + + + …
Γ (n + 1) 2 Γ (n + 2) 2 2 ! Γ (n + 3) 2
n
= (− 1) Jn( x).
Note. In the above product the term independent of z is
x2 x4 x6
1 − 2 + 2 2 − 2 2 2 + . . . = J0 ( x).
2 2 ⋅4 2 ⋅4 ⋅6
x (z − 1 / z) /2 1 1 1
Hence e = J0 + z − J1 + z 2 + 2 J2 + … + z n + (− 1)n n Jn + …
z z z
∞
n
= Σ z Jn ( x),
−∞
where α , β are the roots of Jn ( x) = 0 . (Lucknow 2008, 11; Meerut 10; Agra 11)
Now u = Jn (α x)
d d d (α x)
⇒ u′ = [ Jn (α x)] = [ Jn (α x)] ⋅ = α Jn ′ (α x)
dx d (α x) dx
Similarly, v = J n ( βx) ⇒ v ′ = β J n ′ ( βx).
Substituting these values in (4), we get
1 α Jn ′ (α) Jn ( β) − β Jn (α) Jn ′ ( β)
∫0 x Jn (α x) Jn ( βx) dx = ⋅ …(5)
β 2 − α2
If α and β are distinct roots of Jn ( x) = 0 ,then Jn (α) = Jn ( β) = 0 and thus (5) reduces to
1
∫0 x Jn (α x) Jn ( βx) dx = 0 . …(6)
1 1 1
e x (z − 1 / z) /2 = J0 + z − J1 + (z 2 + 2 ) J2 + z 3 − 3 J3 + … …(1)
z z z
iθ − iθ iθ − iθ
Putting z = e , so that 1 / z = e , z − 1 / z = e − e = 2 isin θ, z = e ipθ ,
p
Again multiplying both sides of (2) by sin (2 m + 1)θ and then integrating between the
limits 0 to π, we have
π
∫0 sin ( x sin θ) sin (2 m + 1)θ dθ
π π
= 2 J1 ∫ sin θ.sin (2 m + 1)θ dθ + 2 J3 ∫0 sin 3θ sin(2 m + 1)θ dθ + . . .
0
π
+ 2 J2 m + 1 ∫0 sin2 (2 m + 1) θ dθ + . . .
π
= 0 + 0 + . . . + J2 m + 1 ∫0 {1 − cos 2(2 m + 1) θ} dθ + . . .
= J2 m + 1 [ θ ]0π = π J2 m + 1.
π
Similarly, ∫0 sin ( x sin θ) sin 2 mθ dθ = 0 .
π
Therefore, ∫ cos (2 mθ − x sin θ) dθ
0
π π
= ∫0 cos 2 mθ.cos ( x sin θ) dθ + ∫0 sin 2 mθ.sin ( x sin θ) dθ = π J2 m .
π
Also ∫ cos [(2 m + 1) θ − x sin θ] dθ
0
π π
= ∫0 cos (2 m + 1) θ . cos ( x sin θ) dθ + ∫0 sin (2 m + 1)θ sin ( x sin θ) dθ
= π J2 m + 1.
D-395
= (− 1)m π Jm ( x), since we have proved the result for positive integers
= π J− m ( x), since J− m ( x) = (− 1)m Jm ( x)
= π Jn( x).
Hence for all integral values of n,
π
∫0 cos (nθ − x sin θ) dθ = π Jn . Proved
= π J0 . Proved
From (1) we have cos ( x sin φ) = J0 + 2 J2 cos 2 φ + 2 J4 cos 4 φ + . . .
π π π
∴ ∫0 cos( x sin φ) dφ = J0 ∫0 dφ + 2 J2 ∫0 cos 2 φ dφ + . . .
= π J0 . Proved
1 π
Deduction: We have proved that J0 ( x) = ∫0 cos( x cos φ) dφ
π
1 π x 2 cos2 φ x 4 cos4 φ x 6 cos6 φ
= ∫0 1 − + − + . . . dφ. ...(1)
π 2! 4! 6!
But from definite integrals, we have
π π /2
∫0 cos2 r φ dφ = 2 ∫ cos2 r φ dφ
0
(2 r − 1)(2 r − 3) . . . 5.31
. π 13. .5. . . . (2 r − 1)
= 2. ⋅ = π.
2 r (2 r − 2) . . . 6.4.2 2 2.4.6. . . . (2 r)
∴ from (1), we have
1 x2 1 x4 1. 3 x6 1. 3 . 5
J0 ( x) = π − ⋅ π+ ⋅ π− ⋅ π + . . .
π 2! 2 4 ! 2 .4 6 ! 2 .4 .6
D-396
x2 x4 x6
= 1− 2
+ 2 2
− + ...
2 2 .4 2 .42 .62
2
x2 x4 x6 ∞ (− 1)r x2 r
= 1− + − + ... = Σ .
22 24 .(2 !)2 26 .(3 !)2 r =0 (2 r . r !)2
Comprehensive Exercise 1
Jn( x) 1
1. (i) Prove that lim n
= n
; n > − 1. (Kanpur 2007; Purvanchal 11)
x→0 x 2 . Γ(n + 1)
(ii) Prove that Jn + 3 + Jn + 5 = (2 / x) (n + 4) Jn + 4 . (Kanpur 2009; Rohilkhand 11)
(iii) Prove that 4 Jn ′ ′ ( x) = Jn − 2 ( x) − 2 Jn( x) + Jn + 2 ( x).
2. Prove that (i) J0 ′ = − J1 (Kanpur 2008, 12; Lucknow 08; Agra 10;
Rohilkhand 10, 11; Agra 2007)
−1
(ii) J2 = J0 ′ ′ − x J0 ′ and (iii) J2 − J0 = 2 J0 ′ ′ . (Agra 2007)
2 1
7. Prove that (i) J3 /2 ( x) = x sin x − cos x (Meerut 2007, 09; Agra 03;
πx
Rohilkhand 08, 11; Kanpur 11; Purvanchal 11)
2 3 − x2 3
(ii) J5 /2 ( x) = 2 sin x − cos x .
πx x x
8. Show that
x x
(i) ∫0 x n Jn − 1( x) dx = x n Jn( x) and (ii) ∫0 x n +1
Jn( x) dx = x n +1
Jn + 1( x).
x 1
9. If n > − 1, show that ∫ x − n Jn + 1( x) dx = n
− x − n Jn( x).
0 2 Γ(n + 1) (Purvanchal 2011)
D-397
π /2
10. Prove that ∫ √ (πx) J1 /2 (2 x) dx = 1.
0
π 1
11. Prove that ∫ e− a x
J0 (bx) dx = , a > 0. (Agra 2002; Lucknow 10)
0 √ (a + b2 )
2
∞ n+ r
x 1
(c) Σ (− 1)r
r =0 2 r ! Γ(n + r + 1)
(d) None of these. (Rohilkhand 2004)
d2 y 1 dy n2
1. The differential equation + + 1 − 2 y = 0 is called … .
dx2 x dx x
4. J− n ( x) = (−1)n … .
d −n
5. [x Jn ( x)] = … .
dx
6. J0 ( x) is the solution of the differential equation … .
d
7. [ x n Jn ( x)] = …
dx
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. J0 ( x) is called Bessel’s function of zeroeth order.
2. The most general solution of Bessel’s equation is y = A Jn ( x) + B J− n ( x).
3. Jn ( x) is called Bessel’s function of the first kind of order n.
4. J− n ( x) is called Bessel’s function of second kind of order −n.
A nswers 1
True or False
1. T. 2. T. 3. T. 4. F.
¨
SECTION
B
INTEGRAL TRANSFORMS
C hapters
4. Fourier Transforms
5. Finite Fourier Transforms
7. Fourier Series
T-3
1
T he L aplace T ransform
is called the integral transform of the function F (t) and is denoted by T {F (t)}. The
function K ( p, t) is called the kernel of the transformation.
Remark: Some authors use the letter ‘s’ in place of ‘p’.
T-4
The function f ( p) defined by the integral (1) is called the Laplace transform of the
function F (t) and is also denoted by
L {F (t)} or F ( p).
Thus Laplace transform is a function of a new variable (or parameter) p given by (1).
Note: The Laplace transform of F (t) is said to exist if the integral (1) converges for some
values of p, otherwise it does not exist.
∞ − pt
∴ L { a1 F1 (t) + a2 F2 (t)} = ∫0 e { a1 F1(t) + a2 F2 (t)} dt
∞ ∞
= a1 ∫ e − pt F1 (t) dt + a2 ∫0 e − pt F2 (t) dt
0
t0 ∞
= ∫0 e − pt F (t) dt + ∫ t0 e − pt F (t) dt …(1)
t0
The integral ∫ e − pt F (t) dt exists since F (t) is piecewise continuous on every finite
0
interval 0 ≤ t ≤ t0 .
∞ ∞ ∞
Now ∫ t0 e − pt F (t) dt ≤ ∫ | e − pt F (t)| dt ≤ ∫ t0 e − pt Me at dt ,
t0
since | F (t)| ≤ Me at
∞ Me − ( p − a) t0
= ∫ t0 e −(p − a) t M dt = , p > a.
p− a
∞ Me −(p − a)t0
∴ ∫ t0 e − pt F (t) dt ≤ , p > a.
p− a
Me − ( p − a) t0
But can be made as small as we please by taking t0 sufficiently large.
p− a
Thus from (1), we conclude that L {F (t)} exists for all p > a.
Note 1: The above theorem of existence of Laplace transform can also be stated
as :
T-6
“If F (t) is a function which is piece-wise continuous on every finite interval in the range
t ≥ 0 and is of exponential order a as t → ∞, the Laplace transform of F (t) exists for all
p > a”.
Or
“If F (t) is a function of class A, the Laplace transform of F (t) exists for p > a”.
Note 2: Conditions in the theorem are sufficient but not necessary for the existence of
Laplace transform. If these conditions are satisfied, the Laplace transform must exist. If
these conditions are not satisfied, the Laplace transform may or may not exist.
We can show this by the following example.
Example: Consider the function F (t) = 1 / √ t.
∞ 1
= ∫0 e − pt ⋅ dt, which converges for p > 0
√t
2 ∞ 2 dt 2
= ∫0 e − x dx, putting √ ( pt) = x so that = dx
√p √t √ p
2 √π ∞ 2 √π
= ⋅ , since ∫0 e − x dx =
√p 2 2
= √ (π / p), p > 0.
Thus L {1/ √ t} exists for p > 0 even if 1/ √ t is not piecewise continuous in the
range t ≥ 0.
∞
∞ e − pt 1
∴ L {1} = ∫0 e − pt ⋅ 1 dt = − = , p> 0 .
p 0 p
Here the condition p > 0 is necessary, since the integral is convergent for p > 0 and
divergent for p ≤ 0.
T-7
(ii) Laplace transform of the function F (t) = t n, n is any real number greater than –1.
Solution: We have,
∞
L {F (t)} = ∫0 e − pt F (t) dt.
∞ ∞
∴ L { t n} = ∫0 e − pt t ndt = ∫0 e − pt t(n + 1) − 1dt …(1)
Now from Eulerian integral of the second kind known as ‘Gamma function’, we have
∞ − ax m −1 Γ(m)
∫0 e x dx = am , if a > 0 and m > 0.
Γ (n + 1)
∴ from (1), L { t n} = , if p > 0 and n + 1 > 0 i.e., n > − 1.
p n+1
Thus if n is any real number greater than –1, we have
Γ (n + 1)
L { t n} = , p > 0.
p n+1
Here the condition p > 0 is necessary for the convergence of the integral (1).
(iii) Laplace transform of the function F (t) = t n, n is a positive integer.
(Gorakhpur 2008)
Solution: We have
∞
L {F (t)} = ∫0 e − pt F (t) dt
∞ ∞
∴ L { t n} = ∫0 e − pt t n dt = ∫0 e − pt t(n + 1) −1 dt
Γ (n + 1)
= , if p > 0
p n+1 ∞ − ax m −1 Γ(m)
e x dx = m ,
∫ 0
∵
a
if a > 0 and m > 0. Here n + 1 > 0, n being a positive integer.
n!
= n +1 , p > 0.
p [ ∵ Γ (n + 1) = n !, n being a positive integer]
n!
Thus if n is any positive integer, we have L { t n} = n + 1 , p > 0 .
p
Here the condition p > 0 is necessary for the convergence of the integral defining the
Laplace transform of t n.
(iv) Laplace transform of the function F (t) = e at . (Rohilkhand 2009)
Solution: Here
∞ ∞
L { e at} = ∫0 e − pt ⋅ e at dt = ∫0 e − (p − a) t dt
T-8
∞
e −(p − a) t
= − , p≠ a
p− a
0
1
= , p > a.
p− a
Here the condition p > a is necessary, since the integral is convergent for p > a and
divergent for p ≤ a.
(v) Laplace transform of the function F (t) = sin at.
(Avadh 2010, 11)
∞
Solution: L {sin at} = ∫0 e − pt sin at dt
∞
e − pt
= 2 2
(− p sin at − a cos at)
p + a 0
ax e ax
∵ ∫ e sin bx dx = 2 2
(a sin bx − b cos bx)
a +b
a
= , p > 0.
p + a2
2
Here the condition p > 0 is necessary for the convergence of the integral (1).
(vi) Laplace transform of the function F (t) = cos at. (Rohilkhand 2006, 07, 10)
∞
Solution: L {cos at } = ∫0 e− pt cos at dt
∞
e − pt
= 2 2
(− p cos at + a sin at)
p + a 0
ax e ax
∵ ∫e cos bx dx = 2
a +b
(a cos bx + b sin bx)
2
p
= , p > 0.
p + a2
2
F (t) L {F (t)}
1
1. 1 , p> 0
p
tn n!
2. , p> 0
(n is a positive integer) p n +1
ta Γ (a + 1)
3. , p> 0
(a > − 1) p a +1
1
4. e at , p> a
p− a
a
5. sin at , p> 0
p + a2
2
p
6. cos at , p> 0
p + a2
2
a
7. sinh at , p > | a|
p2 − a2
p
8. cosh at , p > | a|
p − a2
2
If we know the Laplace transforms in the above table then nearly all the transforms can
be obtained by using the general theorems which we shall consider later on.
T-10
Solution: We have
L { (t2 + 1)2} = L { t 4 + 2 t2 + 1} = L { t 4} + 2 L {t2} + L {1}
2 4
4! 2! 1 24 + 4 p + p
= +2⋅ + = , p > 0.
p5 p3 p p5
Example 2: Find the L.T. of the function
F (t) = (sin t − cos t)2 . (Gorakhpur 2006, 10)
2 2 2
Solution: We have L { (sin t − cos t) } = L {sin t + cos t − 2 sin t cos t}
1 2
= L {1} − L {sin 2 t} = − , p> 0
p p2 + 22
p2 − 2 p + 4
= , p > 0.
p ( p2 + 4)
Solution: We have
1 1
L {sin2 at} = L { (1 − cos 2 at)} = [ L {1} − L {cos 2 at}]
2 2
1 1 p
= − 2 2 , p> 0
2 p p + (2 a)
2 a2
= , p > 0.
p ( p2 + 4 a2 )
Solution: We have
L {3 t 4 − 2 t 3 + 4 e −3 t − 2 sin 5 t + 3 cos 2 t}
= 3 L { t 4} − 2 L { t 3} + 4 L { e −3 t} − 2 L{sin 5 t} + 3 L {cos 2 t}
T-11
4! 3! 1 5 p
=3⋅ 5
−2⋅ 4
+4⋅ −2⋅ 2 2
+3⋅ 2 ,
p p p+3 p +5 p + 22
p > 0 and p > − 3 i. e. p > 0
72 12 4 10 3p
= − + − + , p > 0.
p5 p4 p + 3 p2 + 25 p2 + 4
Solution: We have
∞ 1 ∞
L { F (t)} = ∫0 F (t) e − pt dt = ∫ 0 ⋅ e − pt dt + ∫1 (t − 1)2 e − pt dt
0
∞ ∞ 2
= ∫1 (t − 1)2 e − pt dt = ∫0 x e − p ( x +1) dx, putting t − 1 = x ,
Solution: We have
(√ t)3 (√ t)5 (√ t)7
L {sin √ t} = L √ t − + − + ...
3! 5! 7!
1 /2 t3 /2 t5 /2 t7 /2
= L t − + − + ....
3! 5! 7!
1 /2 1 3 /2 1 5 /2 1
= L {t } − L {t } + L {t } − L { t7 /2} + ...
3! 5! 7!
3 5 7 9
Γ( ) Γ( ) Γ( ) Γ( )
2 1 2 1 2 1
= 3 /2 − ⋅ + ⋅ − ⋅ 2 + ...
p 3 ! p5 /2 5 ! p7 /2 7 ! p9 /2
T-12
1 3 1 5 3 1
√π ⋅ √π ⋅ ⋅ √π
1 1
= 2 3 /2 − ⋅2 2 + ⋅ 2 2 2 − ...
p 1⋅ 2 ⋅ 3 p5 /2 1⋅ 2 ⋅ 3 ⋅ 4 ⋅ 5 p7 /2
2 3
√π 1 1 1 1 1 1
= 3 /2
1 − + − + ...
2p 1! 4 p 2 ! 4 p 3 ! 4 p
√π
= 3 / 2 ⋅ e −1 / 4 p .
2p
1 1
= lim = lim , where 0 < m < 1
t→ ∞ t − n e at t→ ∞ t m e at
= 0 , if a > 0 .
n
∴ F (t) = t is of exponential order.
Since F (t) = t n is not sectionally continuous over every finite interval in the range t ≥ 0,
hence it is not a function of class A. But t n is integrable from 0 to any positive number
t0 .
∞ − pt ∞ − pt n ∞ − pt (n+1)−1
Now L { F (t)} = ∫0 e F (t) dt = ∫0 e t dt = ∫ e t dt
0
Γ(n + 1)
= , if p > 0 and n + 1 > 0 i. e., n > − 1.
p(n + 1)
Hence the Laplace transform of t n, − 1 < n < 0, exists, although it is not a function of
class A.
Comprehensive Exercise 1
et , 0 < t ≤ 1
3. (i) Find L {F (t)}, if F (t) =
0, t >1
0 , 0 < t < 2
(ii) Find L {F (t)}, where F (t) =
4, t>2
4. (i) Find the Laplace transform of the following function :
x / a, 0 < x < a
f ( x) =
1, x > a.
0 , 0 < t < 1
(ii) Find L {F (t)}, where F (t) = t, 1 < t < 2 (Lucknow 2010)
0 , t > 2.
5. (i) Find Laplace Transform of the function F (t), where
sin t, 0 < t < π
F (t) = .
0, t> π (Lucknow 2007)
e t, 0 < t < 5
(ii) Find L {F (t)}, if F (t) =
3, t > 5.
1, 0 < t < 2
6. (i) Find L {F (t)}, if F (t) =
t, t > 2.
t, 0 < t < 4
(ii) Find L { F (t)} if F (t) =
5, t > 4.
1 1
(ii) Prove that L = ⋅
√ (πt) √ p (Avadh 2014)
cos √ t π −1 / 4 p
8. Show that L = e .
√t p (Purvanchal 2007; Kashi 14)
2
9. Show that t is of exponential order 3.
A nswers 1
1
1. (i) 12 / p4 − 6 / p2 + 8 / p, p > 0 (ii) , p> 0
( p2 + 4)
p2 − 8 12 − 5 p
(iii) 2
, p> 4 (iv) , p> 0
p ( p − 16) p2 + 4
3 p − 20
2. (i) , p> 5
p2 − 25
T-14
16 p − 4 5p 42 + 2 p3 15
(ii) + + + , p> 2
p2 − 4 p2 + 1 p4 p2 + 9
p+9
(iii) , p> 3
p2 − 9
1
(iv) , p > 0 if a < 0 and p > a if a > 0
p ( p − a)
1 4 −2 p
3. (i) [1 − e − ( p − 1)], p ≠ 1 (ii) e , p> 0
( p − 1) p
1
4. (i) 2
(1 − e − ap ), p > 0
ap
2 1 1 1
(ii) − + 2 e −2 p + + 2 e − p , p ≠ 0 .
p p p p
e− p π + 1 1 − e −5( p −1) 3 −5 p
5. (i) 2
(ii) + e , p> 0
p +1 p−1 p
1 1 1 + ( p − 1) e −4 p
6. (i) [1 + e −2 p ] + 2 e −2 p , p > 0 (ii) , p> 0
p p p2
Obviously if the integral (1) converges when p > α, the integral (2) converges when
p − a > α i. e., p > α + a.
putting t − a = x so that dt = dx
∞ ∞
= e − pa ∫0 e − px F ( x) dx = e − pa ∫0 e − pt F (t) dt,
1 ∞
= ∫0 e − p ( x / a) F ( x) dx, putting at = x, so that dt = (1 / a) dx
a
1 ∞ ∵ b b
= ∫0 e −( p / a)t F (t) dt ∫a f ( x) dx = ∫a f (t) dt
a
1 p ∞ − pt
= f , since f ( p) = ∫0 e F (t) dt.
a a
1
Solution: We have L {sin2 t} = L { (1 − cos 2 t)}
2
1 1 p 2
= − 2 2 = 2
= f ( p) , say.
2 p p + 2 p ( p + 4)
p2 − p + 1
Example 12: Given L {F (t)} = ,
(2 p + 1)2 ( p − 1)
p
We have L { φ (t)} = L {cos t} = 2
= f ( p), say.
p +1
2 π /3 ∞ 2π
= ∫0 e − pt ⋅ 0 dt + ∫ 2 π /3 e − pt ⋅ cos t − dt
3
∞ 2π
= ∫ 2 π /3 e − pt ⋅ cos t − dt
3
∞
= ∫0 e − p [ x + (2 π /3)] cos x dx, putting t − 2 π / 3 = x and dt = dx
∞
= e − p (2 π /3) ∫0 e − px cos x dx
∞
= e − p (2 π /3) ∫0 e − pt cos t dt
Comprehensive Exercise 2
e −3 /( p + 1)
10. If L {F (t)} = (1 / p) e −1 / p , prove that L { e − t F (3 t)} = .
p+1
T-18
A nswers 2
1. (i) 6 /( p + 3)4 . (ii) 1 / ( p + a)n
(iii) n !/ ( p − a)n +1.
2. (i) 4 /( p2 − 6 p + 25). (ii) ( p − 3) /( p2 − 6 p + 34).
( p2 − 2 p + 3) p+4
3. (i) 2
⋅ (ii) 2
⋅
( p − 1) ( p − 2 p + 5) p + 8 p + 12
6 5 ( p + 1) 3 p − 24
4. (i) − ⋅ (ii) ⋅
p2 + 2 p + 5 p2 + 2 p − 3 p2 + 4 p + 40
9 p2 − 12 p + 5 1
5. 3
⋅ 6. [ f ( p − iω) + f ( p + iω)].
( p − 1) 2
3 p
7. (i) 2
. (ii) 2
, p > 0.
p −9 p + 25
e − ap e − π p /3
8. , p > 1. 9. , p > 0.
p−1 p2 + 1
∞ ∞
= [e − pt F (t)] 0 + p ∫ e − pt F (t) dt [Integrating by parts]
0
lim − pt
= e F (t) − F (0 ) + pL {F (t)}. …(2)
t→ ∞
Now | F (t)| ≤ Me at for all t ≥ 0 and for some constants a and M.
Case II: In case F ′ (t) is merely piece-wise continuous, the integtral (1) may be
broken as the sum of integrals in different ranges from 0 to ∞ such that F ′ (t) is
continuous in each of such parts.
Then proceeding as in case I, we shall have
L {F ′ (t)} = pL {F (t)} − F (0 ).
Note 1: If F (t) fails to be continuous at t = 0 but
lim
F (t) = F (0 + 0 ) exists, [F (0 + 0 ) is not equal to F (0 ),
t→0
which may or may not exist]
then L {F ′ (t)} = pL {F (t)} − F (0 + 0 ).
Note 2: If F (t) fails to be continuous at t = a, then
L { F ′ (t)} = pL {F (t)} − F (0 ) − e − ap [ F (a + 0 ) − F (a − 0 )]
where F (a + 0 ) and F (a − 0 ) are the limits of F at t = a, as t approaches a from the right
and from the left respectively.
The quantity F (a + 0 ) − F (a − 0 ) is called the jump at the discontinuity t = a.
∞ a ∞
Proof: L {F ′ (t)} = ∫0 e − pt F ′ (t) dt = ∫0 e − pt F ′ (t) dt + ∫a e − pt F ′ (t) dt
a a ∞
= [e − pt F (t)] 0 + p ∫ e − pt F (t) dt + [e − pt F (t)] a
0
∞
+ p∫ e − pt F (t) dt
a
lim − pt
= e − ap F (a − 0 ) − F (0 ) + e F (t)
t→ ∞
∞
− e − ap F (a + 0 ) + p ∫ e − pt F (t) dt
0
= pL {F (t)} − F (0 ) − e − ap [ F (a + 0 ) − F (a − 0 )].
lim − pt
∵ t → ∞ e F (t) = 0 , as shows in the theorem
Note 3: For more than one discontinuity of the function F (t), appropriate
modification can be made.
= p3 L {F (t)} − p2 F (0 ) − pF ′ (0 ) − F ′ ′ (0 ).
= pL { F (t)} − F (0 ). …(1)
Taking limit as p → 0 in (1), we have
lim ∞ − pt lim
e F ′ (t) dt = pL {F (t)} − F (0 )
p→ 0 ∫0 p→ 0
∞
or ∫0 F ′ (t) dt = lim pL { F (t) − F (0 )}
p→0
lim
or [ F(t)] 0∞ = p → 0 p L {F (t)} − F (0 )
lim lim
or F (t) − F (0 ) = pL {F (t)} − F (0 )
t→ ∞ p→ 0
lim lim
or F (t) = pL {F (t)}.
t→ ∞ p→ 0
lim
Note: If F (t) fails to be continuous at t = 0, but F (t) exists, the result still holds
t→0
by using Note (1), 1.13 theorem.
M at
∴ | G (t)| ≤ (e − 1), a > 0 . …(2)
a
Further G ′ (t) = F (t), except for points at which F (t) is discontinuous.
Therefore G ′ (t) is piece-wise continuous on each finite interval.
Hence from the theorem of 1.13, we have
L { G ′ (t)} = pL { G (t)} − G (0 ) = pL {G (t)} [Since G (0 ) = 0 from (2)]
1
∴ L { G (t)} = L { G ′ (t)}
p
t 1
L ∫ F ( x) dx = L { F (t)}
0 p
1.18 Multiplication By t
Theorem: If F (t) is a function of class A and if L {F (t)} = f ( p), then
L {t F (t)} = − f ′ ( p).
(Rohilkhand 2009, Gorakhpur 05, 09)
∞ − pt
Proof: We have f ( p) = L {F (t)} = ∫0 e F (t) dt.
d ∞ − pt
f ′ ( p) = e F (t) dt
dp ∫ 0
∴
∞ ∂ − pt
= ∫0 {e F (t)} dt,
∂p
by Leibnitz’s rule for differentiating under the sign of integral
∞
=− ∫0 te − pt F (t) dt
∞
=− ∫0 e − pt { t F (t)} dt = − L { t F (t)}.
1.19 Multiplication by t n
Theorem: If F (t) is a function of class A and if L {F (t)} = f ( p) then
n dn
L {t F (t)} = (− 1) n f ( p), where n = 1, 2, 3,......
dp n
(Rohilkhand 2000; Lucknow 06, 09, 11; Kanpur 08;
Avadh 10; Agra 01; Gorakhpur 11)
Proof: We shall prove this theorem by mathematical induction. By 1.18, we have
d
L { t F (t)} = (− 1)1 f ( p)
dp
T-23
∞ ∂ − pt m d m +1
or ∫0 {e t F (t)} dt = ( − 1)m f ( p),
∂p dp m + 1
∞ d m +1 f ( p )
or ∫0 e − pt ⋅ { t m +1
F (t)} dt = ( − 1) m + 1
dp m +1
m +1
d m + 1 f ( p)
or L {t F (t)} = ( − 1)m + 1
dp m +1
which shows that if the theorem is true for any particular value on n, it is true for the
next value of n. But we have already seen that the theorem is true for n = 1. Hence it is
true for n = 1 + 1 = 2 and n = 2 + 1 = 3, etc.
Therefore the theorem is true for every positive integral value of n.
1.20 Division by t
1 ∞
Theorem: If L {F (t)} = f ( p), then L F (t) = ∫p f ( x) dx
t
1
provided lim F (t) exists.
t→0 t
1
Proof: Let G (t) = F (t) i. e., F (t) = t G (t).
t
∴ L {F (t)} = L { t G (t)}
d
=− L { G (t)}, by the theorem of 1. 18
dp
T-24
d
or f ( p) = − L { G (t)}.
dp
Now integrating both sides with respect to p from p to ∞, we have
∞ ∞
− [ L { G(t)}]p = ∫p f ( p) dp
lim ∞
or − L { G (t)} + L { G (t)} = ∫p f ( p) dp
p→ ∞
[Note that L {G (t)} is a function of p]
∞
or 0 + L { G(t)} = ∫p f ( p) dp
∞ − pt
∵ plim
→∞
L { G (t)} = lim
p→ ∞
∫0 e G(t) dt = 0
1 ∞
or L F (t) = ∫p f ( x) dx
t
(iii) L {− a sin at }
Solution: We have
L {F ′ (t)} = pL {F (t)} − F (0 ) …(1)
(i) Here let F (t) = t, then F ′ (t) = 1 and F (0 ) = 0 .
∴ from (1), we have L {1} = pL { t } − 0
1 1 1 1
or L { t } = L {1} = ⋅ = 2 , p > 0 .
p p p p
a2
∴ L {− a sin at} = − ⋅
p2 + a2
2
2 p ( p2 − 3 a2 )
Example 15: Show that L { t cos at} = , p > 0.
( p2 + a2 )3
d2 p d − p2 + a2
∴ L { t2 cos at} = (− 1)2 =
dp2 ( p2 + a2 ) dp ( p2 + a2 )2
2 p ( p2 − 3 a2 )
= ⋅
( p2 + a2 )3
a2 d a 2 a3
=− ⋅ 2 = 2
p dp p + a ( p + a2 )2
2
a d p
= 2 2
+a 2
p +a dp p + a2
a a (a2 − p2 ) 2 a3
= + = .
p2 + a2 ( p2 + a2 )2 ( p2 + a2 )2
d2 3 d 3 3
= 2
2 +3 +2⋅ 2
dp p + 9 dp p2 + 9 p +9
18 p2 − 54 − 6p 6
= 2 3
+3⋅ 2 2
+ 2
( p + 9) ( p + 9) p + 9
6 p4 − 18 p3 + 126 p2 − 162 p + 432
= .
( p2 + 9)3
d 1 2p
∴ L { t sin t} = − 2 = 2
dp p + 1 ( p + 1)2
2 ( p + 1) 2p + 2
∴ L { t e − t sin t} = 2 2
= ⋅
[( p + 1) + 1] ( p + 2 p + 2)2
2
sin t −1 1 sin at
Example 19: Prove that L
= tan and hence find L ⋅ Does the Laplace
t p t
cos at
transform of exist?
t (Lucknow 2009; Gorakhpur 05; Rohilkhand 10; Avadh 13)
∞
sin at ∞ x 1
L = ∫p 2 2
dx = log ( x2 + a2 )
t x +a
2 p
1 lim 1
= log ( x 2 + a2 ) − log ( p2 + a2 ),
2 x→ ∞ 2
lim
which does not exist since log ( x2 + a2 ) is infinite.
x→ ∞
T-27
cos at
Hence L does not exist.
t
Example 20: If L {F (t), t → p} = f ( p),
t F (u) 1 ∞
show that L ∫ du, t → p = ∫ f ( y) dy .
0 u p p
t sin u cot −1 p
Hence show that L ∫ du, t → p = ⋅
0 u p
Solution: From 1.17, we have
t 1
L ∫ F (u) du = f ( p) …(1)
0 p
where f ( p) = L {F (t)}.
F (t)
Let G (t) = .
t
F (t) ∞
Then L { G(t)} = L = ∫p f ( y) dy [from article 1.20]
t
= g ( p), say.
∴ From (1), we have
t 1
L ∫ G (u) du = g ( p)
0 p
t 1 ∞
or L ∫ F (u) du = ∫ f ( y) dy …(2)
0 p p
Deduction. Let F (t) = sin t
1
so that f ( p) = L {sin t} = 2
.
p +1
∴ From (2), we have
t sin u 1 ∞ dy 1
L ∫ du = ∫ 2
= [tan−1 y]∞
p
0 u p p y +1 p
1 π 1
= − tan−1 p = cot −1 p.
p 2 p
Comprehensive Exercise 3
n!
(ii) Show that L { t n . e at} = , p > a.
( p − a)n +1
4. (i) Find L { t (3 sin 2 t − 2 cos 2 t)}.
(ii) Find L.T. of f (t) = sin α t + t cos α t.
2 a ( p − a)
5. Prove that L { t e at sin at} = 2 ⋅
( p − 2 ap + 2 a2 )2 (Kanpur 2010)
√π
6. Given L {sin √ t } = e −1 /4 p , show that
2 p3 /2
cos √ t π −1 / 4 p
L = e .
√t p
sinh t t sin x
7. Find L ⋅ 8. Find L ∫ dx .
t 0 x
9. Prove that if L {F (t)} = f ( p), then
∞ F (t) ∞
∫ 0 t dt = ∫ 0 f ( x) dx provided that the integral converges.
10. Find the Laplace transform of F (t) defined as
t + 1, 0 ≤ t ≤ 2
F (t) =
3, t>2.
Also determine L { F ′ (t)}.
A nswers 3
p2 − a2 p2 + 9
1. (i) , p > 0. (ii) , p > 0.
( p2 + a2 )2 ( p2 − 9)2
2 a (3 p2 − a2 ) 2
2. (i) 2 2 3
, p > 0. (ii) .
(p +a ) ( p − 2)3
8 + 12 p − 2 p2 (α + 1) p2 + (α − 1) α2
4. (i) . (ii) .
( p2 + 4)2 ( p2 + α2 )2
1 p+1
7. log ⋅ 8. (1 / p) cot −1 p.
2 p−1
1 1 − e− 2 p
10. [1 + p − e − 2 p ], ⋅
p2 p
∞ (e − at − e − bt)
Example 21: Evaluate ∫0 dt.
t
Solution: Let F (t) = e − at − e − bt .
1 1
Then L {F (t)} = L { e − at} − L { e − bt} = − = f ( p), say.
p+ a p+ b
∞
F (t) ∞ ∞ 1 − 1 dx = log ( x + a)
∴ L = ∫p f ( x) dx = ∫p
t x + a x + b ( x + b) p
lim x+a p+ a
= log − log
x→ ∞ x+b p+ b
lim 1 + (a / x) p+ a
= log − log
x→ ∞ 1 + (b / x) p+ b
p+ a p+ b
= 0 − log = log ⋅
p+ b p+ a
F (t) ∞ − pt e − at − e − bt p+ b
Thus L = ∫0 e ⋅ dt = log
t t p+ a
∞ e − at − e − bt b
∫0 dt = log ⋅
t a
∞
Example 22: Prove that ∫0 t3 e − t sin t dt = 0 .
(Gorakphur 2006)
3
Solution: Let F (t) = t sin t.
d3
∴ L {F (t)} = L { t3 sin t} = (−1)3 L {sin t}
dp 3
d3 1 d2 2p d 2 − 6 p2
=− = − − =
dp3 p2 + 1 dp2 ( p2 + 1)2 dp ( p2 + 1)3
∞ 24 ( p2 − 1) p
or ∫0 e − pt . t3 sin t dt = ⋅
( p2 + 1)4
Comprehensive Exercise 4
∞ sin t π
1. Show that ∫0 dt = ⋅
t 2 (Purvanchal 2007; Meerut 13, 13B; Rohilkhand 10, 14)
∞ e− t − e− 3 t
2. Evaluate ∫0 dt.
t (Rohilkhand 2010)
∞ − 3t 3
3. Show that ∫0 te sin t dt = ⋅
50
∞ 3
4. Show that ∫0 t e − 2 t cos t dt = ⋅
25
∞ e − x sin x π
5. Prove that ∫ dx = ⋅
0 x 4 (Rohilkhand 2009, 11)
∞ −3 t
6. Evaluate ∫0 te cos 4 t dt.
(Gorakhpur 2007, 09)
A nswers 4
5
3. log 3. 6. ⋅
169
T 2T 3T
= ∫0 e − pt F (t) dt + ∫T e − pt F (t) dt + ∫ 2T e − pt F (t) dt + ...
T T
= ∫0 e − pt F (t) dt + ∫0 e − p (u + T ) F (u + T ) du
T
+∫ e − p (u + 2T ) F (u + 2T ) du + ... ,
0
T
+ e −2 pT ∫ e − pu F (u) du + ...
0
T-31
T
= (1 + e − pT + e −2 pT + ...) ∫ e − pu F (u) du
0
T
∫0 e − pt F (t) dt
1 T − pu
= ∫0 e F (u) du = .
1 − e − pT 1 − e − pT
2 a2 p
and (ii) L { sinh at sin at } = ⋅
p4 + 4 a4
T-32
a
Solution: We have L {sinh at} = = f ( p), say.
p2 − a2
∴ L { e iat sinh at} = f ( p − ia)
a a
= 2 2
=
( p − ia) − a ( p − 2 a2 ) − 2 iap
2
a {( p2 − 2 a2 ) + 2 iap}
=
( p2 − 2 a2 )2 − (2 ipa)2
a ( p2 − 2 a2 ) + 2 ia2 p
or L {sinh at (cos at + i sin at)} =
p4 + 4 a4
a ( p2 − 2 a2 ) 2 a2 p
or L{sinh at cos at} + i L{sinh at sin at} = +i ⋅
p4 + 4 a4 p4 + 4 a4
a ( p2 − 2 a2 )
Hence L {sinh at cos at} =
p4 + 4 a4
2 a2 p
and L {sinh at sin at} = .
p4 + 4 a4
1 3 6 6
Example 24: Show that L {(1 + t e − t )3} = + + + ⋅
p ( p + 1)2 ( p + 2)3 ( p + 3)4
Solution: We have
L {(1 + t e − t )3} = L {1 + 3 t e − t + 3 t2 e −2 t + t3 e −3 t}
d d2 d3
= L {1} + 3 (−1) L { e − t} + 3 (−1)2 2 L { e −2 t} + (−1)3 3 L {e −3 t}
dp dp dp
1 1! 2! 3!
= + 3. 2
+ 3. 3
+
p ( p + 1) ( p + 2) ( p + 3)4
1 3 6 6
= + 2
+ 3
+ .
p ( p + 1) ( p + 2) ( p + 3)4
∞
Aliter: L {(1 + t e − t )3} = ∫0 (1 + t e − t )3 . e − pt dt
∞
= ∫0 [e − pt + 3 t e − ( p + 1)t + 3 t2 e − ( p + 2)t + t3 e − ( p + 3)t ] dt
∞ ∞ ∞
= ∫0 e − pt dt + 3 ∫ te − ( p + 1)t dt + 3 ∫ t2 e − ( p + 2)t dt
0 0
∞
+ ∫0 t 3 e − ( p +3)t dt
∞ ∞
= ∫0 e − pt t1−1 dt + 3 ∫ e − ( p + 1)t t2 − 1 dt
0
∞ ∞
+3∫ e − ( p + 2)t t3 − 1 dt + ∫0 e − ( p + 3)t t 4 − 1 dt
0
T-33
1 3 6 6
= + 2
+ 3
+ , p > 0.
p ( p + 1) ( p + 2) ( p + 3)4
∞ − at n−1 Γ(n)
e t dt = n , if a > 0 and n > 0
∫ 0
∵
a
1
Example 25: Prove that L { J0 (t)} =
√ (1 + p2 )
and hence deduce that (Avadh 2007)
1
(i) L { J0 (at)} =
√ ( p + a2 )
2
p
(ii) L { t J0 (at)} =
( p + a2 )3 /2
2 (Rohilkhand 2002)
1
(iii) L { e − at J0 (at)} =
√ ( p + 2 ap + 2 a2 )
2
∞
(iv) ∫0 J0 (t) dt = 1.
d d 1 p
(ii) L { t J0 (at)} = − L{ J0 (at)} = − = 2
dp dp √ ( p + a ) ( p + a2 )3 /2
2 2
1 1
∴ L { e − at J0 (at)} = 2 2 ∵ L { J0 (at)} = 2 2
√ [( p + a) + a ] √ ( p + a )
1
= .
√ ( p + 2 ap + 2 a2 )
2
T-34
∞ 1
(iv) We have L { J0 (t)} = ∫0 e − pt J0 (t) dt = .
√ (1 + p2 )
∞
∴ Putting p = 0, we have ∫0 J0 (t) dt = 1.
p
Example 26: Prove that L { J1 (t)} = 1 − where J1 (t) is the Bessel function of order
√ ( p 2 + 1)
one (Kanpur 2009)
1
and hence deduce that L {t J1 (t)} = .
( p + 1)3 /2
2
d p 1
=− 1 − = 2 .
dp √ ( p + 1) ( p + 1)3 /2
2
T-35
2 √ π 1 √π 1 1 √ π 1⋅ 3 1 √ π 1⋅ 3 ⋅ 5 1
= ⋅ 3 /2 − 5 / 2
+ ⋅ 7 / 2
− ⋅ 9 / 2
+ ...
√π 2 p 2 2 p 2 2 ⋅4 p 2 2 ⋅4 ⋅6 p
−1 / 2
1 1 1 1⋅ 3 1 1⋅ 3 ⋅ 5 1 1 1
= 3 /2
1− ⋅ + 2
− 3
+ ... = 3 /2 1 +
p 2 p 2 ⋅ 4 p 2 ⋅ 4 ⋅ 6 p p p
1
= ⋅ (Rohilkhand 2004)
p √ ( p + 1)
1 p
Since L { F (at)} = f , where f ( p) = L { F (t)},
a a
∴ L {erf (2 √ t)} = L {erf √ (4 t)}
1 1 2
= ⋅ = ⋅
4 p p p √ ( p + 4)
+ 1
4 4
d d 2 3p + 8
Hence L { t. erf (2 √ t)} = − L {erf (2 √ t)} = − = ⋅
dp dp p √ ( p + 4) p2 ( p + 4)3 /2
t3 t5 t7
=t− + − + ...
3 (3 !) 5 (5 !) 7 (7 !)
1 1 1
∴ L { Si (t)} = L { t } − L { t 3} + L { t 5} − ⋅ L { t7} + ...
3 (3 !) 5 (5 !) 7 (7 !)
1! 1 3! 1 5! 1 7!
= − ⋅ + ⋅ − ⋅ + ...
p2 3 (3 !) p4 5 (5 !) p6 7 (7 !) p8
1 1 1 1 1 1 1 1
= − ⋅ 3 + ⋅ 5 − ⋅ 7 + ...
p p 3 p 5 p 7 p
1 1
= tan−1 , by Gregory’s series.
p p
cos u
∞
Solution: L { Ci (t)} = L ∫ du ⋅
t u
∞ cos u t cos u
Let F (t) = ∫ du = − ∫ du
t u ∞ u
cos t
so that F ′ (t) = − or t F ′ (t) = − cos t.
t
∴ L { t F ′ (t)} = L { − cos t}
d p
or − L{F ′ (t)} = − 2
dp p +1
d p
or [ p f ( p) − F (0 )] = 2 where f ( p) = L {F (t)}
dp p +1
d p
or [ p f ( p)] = 2 , since F (0 ) is constant.
dp p +1
1
Integrating, p f ( p) = log ( p2 + 1) + C (constant) …(1)
2
But from the final-value theorem 1.16,
lim lim
p f ( p) = F (t) = 0 .
p→ 0 t→ ∞
∴ from (1) as p → 0 we have 0 = 0 + C or C = 0 .
1
∴ from (1), p f ( p) = log ( p2 + 1)
2
log ( p2 + 1)
or f ( p) = L {F (t)} = L { Ci (t)} = .
2p
3 t, 0 < t < 2
Example 30: If F (t) =
6, 2 < t < 4,
find L {F (t)} where F (t) has period 4.
Solution: Here F (t) is a periodic function with period T = 4.
T-37
1 6 −2 p 3 e −2 p 3 6 6
= − e − + 2 − e −4 p + e −2 p
1 − e −4 p p p2
p p p
3 − 3 e− 2 p − 6 p e− 4 p
= .
p2 (1 − e − 4 p )
Comprehensive Exercise 5
t 1 1 1
1. Given L 2 = 3 /2 , show that 1 /2 = L ⋅
π
p p √ (πt)
2. Find (i) L {F (t)} and (ii) L {F ′ (t)}, for the function given by
2 t , 0 ≤ t ≤ 1
F (t) =
t, t > 1.
25 30 9
3. Show that L {(5 e2 t − 3)2} = − + , p > 4.
p−4 p−2 p
sin2 t 1 p2 + 4
4. Show that L = log 2 ⋅ (Rohilkhand 2010; Kashi 14)
t 4 p
∞ sin2 t
π
5. Show that ∫ dt = . (Rohilkhand 2003)
0t2 2
∞ cos 6 t − cos 4 t 2
6. Show that ∫ dt = log ⋅
0 t 3
2
7. Prove that L { J0 (a √ t)} = (1 / p) e − (a /4 p)
.
8. If F (t) = t2 , 0 < t < 2 and F (t + 2) = F (t), find L {F (t)}.
[Hint. Here F (t) is a periodic function with period T = 2]
sin t, 0 < t < π
9. Compute L {F (t)}, if F (t) = where F (t) has period 2π.
0 , π < t < 2 π,
10. Find the Laplace transform of the Heaviside’s unit step function H (t − a).
t 1 − e −2 x
11. Find Laplace transform of ∫ dx.
0 x
T-38
∞ e− u log ( p + 1)
12. If E (t) = ∫t du, show that L { E (t)} = ⋅
u p
∞
13. Evaluate ∫0 e − t erf √ t dt.
A nswers 5
2 e −p
2. (i) 2 / p2 − (1/ p + 1/ p2 ) e − p (ii) −
p p
− (4 p2 + 4 p + 2) e −2 p + 2 1
8. 3 −2 p
9.
p (1 − e ) ( p + 1) . (1 − e − pπ )
2
e − ap 1 2
10. 11. log 1 +
p p p
12. 1/ √ 2
No. Operation F (t ) L { F (t )} = f ( p)
4. Change of scale 1 p
F (at) f
property a a
F ′ (t) pf ( p) − F (0 )
5. Differentiation
theorems n−1
F n (t) pn f ( p) − ∑ p n −1− r F r (0 )
r =0
T-39
t F (t) − f ′ ( p)
6. Multiplication
theorems n
t F (t) dn
(− 1)n n
f ( p)
dp
1 ∞
7. Division theorem F (t) ∫p f ( x) dx
t
t 1
8. Integral theorem ∫0 F ( x) dx f ( p)
p
lim lim
9. Initial value theorem F (t) = p L {F (t)}
t→0 p→ ∞
lim lim
10. Final-value theorem F (t) = p L {F (t)}
t→ ∞ p→ 0
T
∫0 e − pt F (t) dt
11. Fundamental L {F (t)} = ,
1 − e − pT
theorem for
F (t) is periodic function of period T
Periodic Functions
1 1
(c) (d) ⋅ (Rohilkhand 2003)
p − a2
2
p2 + a2
6. If L { F (t)} = f ( p) then L { t F (t)} is
(a) f ′ ( p) (b) − f ′ ( p)
∞ 1
(c) ∫p f ( x) dx (d) f ( p). (Rohilkhand 2002)
p
sin t
7. The value of Laplace transform of is
t
1 2
(a) tan−1 (b) tan−1
p p
(c) tan−1 p (d) None of these.
2 ap
(c) (d) None of these.
( p + a2 )2
2
T-41
∞
12. The value of ∫ J0 (t) dt is
0
(a) 1 (b) 0
(c) −1 (d) None of these.
∞ sin t
13. The value of ∫ dt is
0 t
π
(a) 0 (b)
2
(c) 1 (d) None of these.
1
14. If L {erf √ t} = then L { e3 t erf √ t} is
p √ ( p + 1)
1 1
(a) (b)
( p − 3) √ ( p − 2) ( p − 3) √ ( p + 2)
3
(c) (d) None of these.
( p − 3) √ ( p − 2)
the …… of the function F (t) and the function K ( p, t) is called the …… of the
transformation.
∞ − pt
2. The integral ∫0 e F (t) dt is called the …… transform of the function F (t).
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The Laplace transformation is a linear transformation.
2
2. The function e t is not of exponential order as t → ∞.
T-42
6
8. The value of L { t3 e −3 t } = ⋅
( p + 3)4
A nswers
Multiple Choice Questions
1. (c) 2. (c) 3. (b)
4. (a) 5. (a) 6. (b)
7. (a) 8. (c) 9. (d)
10. (b) 11. (c) 12. (a)
13. (b) 14. (a)
dn 1
5. (− 1)n n
f ( p) 6.
dp √ (1 + p2 )
π
7. 8. F (u)
2
True or False
1. T 2. T
3. F 4. F
5. F 6. F
7. T 8. T
¨
T-43
2
T he I nverse L aplace T ransform
function.
If we restrict ourselves to functions F (t) which are sectionally continuous in every finite
interval 0 ≤ t ≤ t0 and of exponential order for t > t0 , then the inverse Laplace transform of
f ( p) i.e., L−1 { f ( p)} = F (t) is unique.
Proof: We have
L { c1 F1 (t) + c2 F2 (t)} = c1 L {F1 (t)} + c2 L {F2 (t)}
= c1 f1( p) + c2 f2 ( p).
∴ L−1 { c1 f1 ( p) + c2 f2 ( p)} = c1 F1 (t) + c2 F2 (t)
= c1 L−1 { f1 ( p)} + c2 L−1 { f2 ( p)}.
p p
∵ L {cos at} = 2 2
, ∴ L−1 2 2
= cos at.
p +a p + a
(vi) Inverse L.T. of 1 /( p2 − a2 ), p > | a | .
a 1 1
∵ L {sinh at} = 2 2
, ∴ L−1 2 2
= sinh at.
p −a p − a a
T-45
1
1. 1
p
1 tn
2. n +1
, n is a positive integer
p n!
1
3. e at
p− a
1 1
4. 2 2
sin at
p +a a
p
5. cos at
p + a2
2
1 1
6. sinh at
p2 − a2 a
p
7. cosh at
p − a2
2
1 tn
8. n +1
,n> −1
p Γ (n + 1)
If we know the inverse L.T. given in the above table then nearly all the inverse Laplace
transforms can be obtained by using the general theorems, which we shall give later on.
1 1
Example 1: Find (i) L−1 4 (ii) L−1 2 .
p p + 4 (Meerut 2013B)
1 t 4 − 1 t3
Solution: (i) L−1 4 = =
p 3! 6
1 −1 1 1
(ii) L−1 2 =L 2 2
= sin 2 t
p + 4 p +2 2
T-46
5 p− 2 √ p+1 7 1
= L−1 2 + 2
− .
p p 3 p + (2 / 3)
1 1 1 7 1
= 6 L−1 2 + L−1 − 2 L−1 3 /2 − L−1
p p p 3 p + (2 / 3)
t 2 −1 t 3 /2 −1 7
=6 + 1− 2 . − e −2 t /3
1! Γ (3 / 2) 3
= 6 t + 1 − 4 √ (t / π) − (7 / 3) e −2 t /3 .
3 5 7
1 1 −1 1 1 (1/ p) (1/ p) (1/ p)
Solution: L−1 sin =L − + − + ...
p p p p 3! 5! 7!
1 1 −1 1 1 −1 1 1 −1 1
= L−1 2 − L 4 + L 6 − L 8 + ...
p 3! p 5! p 7! p
t3 t5 t7
=t− + − + ... .
(3 !)2 (5 !)2 (7 !)2
Comprehensive Exercise 1
3 3p + 2 3 p − 27 6 − 30 √ p
7. 2
+ 3
− 2
+ ⋅
p −3 p p +9 p4
3 ( p2 − 1)2 4 p − 18 ( p + 1) (2 − √ p)
8. 5
+ 2
+ ⋅
2p 9− p p5 /2
1 1 t2 t4 t6
9. Show that L−1 cos = 1− 2
+ 2
− + ...
p p (2 !) (4 !) (6 !)2
A nswers 1
1. 4 e 2 t. 2. cos √ 2 t + 6 cosh 4 t + 3 e 3 t .
3. e − t + 1. 4. 2 cosh 3 t − (5 / 3) sinh 3 t.
t 8 t 7
5. 6 − t − e −2 t /3 .
π 3 π 3
1 4t 4 4t 2 3t 3 3t
6. 3 e 3 t /2 − sinh − cosh + sin − cos ⋅
4 3 9 3 3 4 8 4
7. √ 3 sinh (√ 3 t) + 3 t + t 2 − 3 cos 3 t + 9 sin 3 t + t 3 − 16 t 2 √ (t / π).
1 3 2 1 4 8
8. − t + t − 4 cosh 3 t + 6 sinh 3 t + 4 √ (t / π) + t √ (t / π) − t.
2 2 16 3
∞ ∞ − pt
∴ f ( p − a) = ∫0 e −(p − a)t F (t) dt = ∫0 e .{ e at ⋅ F (t)} dt = L { e at F (t)}.
∞ − p (t + a)
∴ e − ap f ( p) = ∫0 e F (t) dt
T-48
∞ − px
= ∫0 e F ( x − a) dx, putting t + a = x, so that dt = dx
a − px ∞ − px
= ∫0 e ⋅ 0 dx + ∫a e F ( x − a) dx
a − pt ∞ − pt
= ∫0 e ⋅ 0 dt + ∫a e F (t − a) dt
∞ − pt
= ∫0 e G (t) dt = L { G (t)} ,
F (t − a), t > a
where G (t) =
0, t < a.
Note: In terms of Heaviside’s unit step function H (t − a) this theorem can be stated as :
If L−1 { f ( p)} = F (t),
then L−1 { e − ap f ( p)} = F (t − a). H (t − a).
∞ − apt 1 ∞ − px x
f (ap) = ∫0 e F (t) dt = e F dx .
a ∫0
∴
a
putting at = x, so that dt = (1 / a) dx
1 ∞ − pt t 1 t 1 t
= ∫ e F dt = L F = L F .
a 0 a a a a a
Hence L−1 { f (ap)} = (1 / a) F (t / a).
3p + 7
Example 4: Evaluate L−1 2 .
p − 2 p − 3 (Bundelkhand 2013)
3p + 7 −1
3 ( p − 1) + 10
Solution: L−1 2 =L 2
p − 2 p − 3 ( p − 1) − 4
T-49
3 ( p − 1) 10
= L−1 2
+ 2
( p − 1) − 4 ( p − 1) − 4
p−1 1
= 3 L−1 2 + 10 L
−1
2
( p − 1) − 4 ( p − 1) − 4
p 1
= 3 e t L−1 2 2
+ 10 e t L−1 2 2
p −2 p −2
= 3 e t cosh 2 t + 5 e t sinh 2 t = 4 e 3 t − e − t .
e −1 / p cos 2 √ t e−a / p
Example 5: If L−1 1 /2 = , find L−1 1 /2 , where a > 0.
p √ (πt) p
e −1 / p cos 2 √ t
Solution: Since L−1 1 /2 = ,
p √ (πt)
e −1 / pk 1 cos 2 √ (t / k ) e −1 / pk cos 2 √ (t / k )
∴ L−1 1 /2
= or L−1 1 /2 = .
( pk ) k √ (πt / k ) p √ (πt)
e − a / p cos 2 √ (at)
Taking k = 1 / a, we have L−1 1 /2 = ⋅
p √ (πt)
1 −1 1 1 −1 ( p + 2) − 6
= L − L 2
8 p 8 ( p + 2) + 4
1 1 −2 t −1 p − 6
= − e L 2
8 8 p + 4
1 1 −2 t −1 p 1
= − e L 2 2
−6 L−1 2 2
8 8 p +2 p + 2
1
= [1 − e −2 t (cos 2 t − 3 sin 2 t)].
8
p 2 t 1
Example 8: Prove that L−1 4 2 = sinh . sin . √ 3 t.
p + p + 1 √ 3 2 2
(Kanpur 2010; Meerut 13B; Kashi 14; Rohilkhand 14)
p p
Solution: We have L−1 4 2 =L
−1
2 2 2
p + p + 1 ( p + 1) − p
p
= L−1 2 2
( p − p + 1) ( p + p + 1)
1 ( p2 + p + 1) − ( p2 − p + 1)
= L−1 2 2
2 ( p − p + 1) ( p + p + 1)
1 1
= L−1 2
− 2
2 ( p − p + 1) 2 ( p + p + 1)
1 −1 1 1 −1 1
= L − L
2 1 2 3 2 1 2 3
( p − ) + ( p + ) +
2 4 2 4
1 t / 2 −1 1 1 − t / 2 −1 1
= e L − e L
2 2 1 2 2 2 1 2
p + ( √ 3) p + ( √ 3)
2 2
1 t /2 2 t 1 2 t
= e sin √ 3 − e − t /2 . sin √ 3
2 √3 2 2 √3 2
1 t 2 t t
= (e t /2 − e − t /2 ) sin √ 3 = sinh sin √ 3 ⋅
√3 2 √3 2 2
1
Example 9: Evaluate (i) L−1 2 2
,
( p + 4) ( p + 1) (Meerut 2013)
3 p3 − 3 p2 − 40 p + 36
(ii) L−1 ⋅
( p2 − 4)2
T-51
1
Solution: (i) We have L−1 2 2
( p + 4) ( p + 1)
2 1 2p + 3
= L−1 + 2
−
25 ( p + 1) 5 ( p + 1) 25 ( p2 + 4)
1 −1 1 −1 1
= 2 L +5L 2
25 p + 1 ( p + 1)
p −1 1
− 2 L−1 2 −3 L 2
p + 4 p + 4
1
= [2 e − t + 5 e − t L−1 {1/ p2 } − 2 cos 2 t − (3 / 2) sin 2 t]
25
1 −t
= [e (2 + 5 t) − 2 cos 2 t − (3 / 2) sin 2 t ].
25
3 p3 − 3 p2 − 40 p + 36
(ii) L−1
( p2 − 4)2
3 p3 − 3 p2 − 40 p + 36
= L−1 2 2
( p − 2) ( p + 2)
2 3 5
= L−1 − 2
+ + 2
( p − 2) p + 2 ( p + 2)
1 1 1
= − 2 L−1 2
+ 3 L−1 + 5L
−1
2
( p − 2) p + 2 ( p + 2)
= − 2 e2 t L−1 {1/ p2 } + 3 e −2 t + 5 e −2 t L−1 {1/ p2 }
= − 2 e2 t . t + 3 e −2 t + 5 e −2 t . t
= (5 t + 3) e −2 t − 2 t e2 t .
p2 1
Example 10: Show that L−1 4 4
= (cosh at sin at + sinh at cos at).
p + 4 a 2a
Solution: We have
p2 −1 p2
L−1 4 4 = L 2 2 2 2 2
p + 4a ( p + 2a ) − 4a p
p2
= L−1 2 2 2 2
( p − 2 ap + 2 a ) ( p + 2 ap + 2 a )
1 p ( p2 + 2 ap + 2 a2 ) − p ( p2 − 2 ap + 2 a2 )
= L−1 ⋅
4a ( p2 + 2 ap + 2 a2 ) ( p2 − 2 ap + 2 a2 )
T-52
p p
= L−1 2 2
− 2 2
4 a ( p − 2 ap + 2 a ) 4 a ( p + 2 ap + 2 a )
1 −1 ( p − a) + a 1 −1 ( p + a) − a
= L 2 2 − L 2 2
4a ( p − a) + a 4 a ( p + a) + a
1 at −1 p + a 1 − at −1 p − a
= e L 2 2
− e L 2 2
4a p + a 4 a p + a
1 at −1 p −1 1
= e L 2 2 +aL 2 2
4a p +a p + a
1 − at −1 p −1 1
e − L 2 2 −aL 2 2
4a p +a p + a
1 at 1 − at
= e (cos at + sin at) − e (cos at − sin at)
4a 4a
1 e at + e − at e at − e − at
= sin at + cos at
2 a 2 2
1
= (cosh at sin at + sinh at cos at).
2a
( p + 1) e − πp
Example 11: Find L−1 2 .
p + p+1
( p + 1) + 1
p+1
−1 −1 2 2
Solution: We have L 2 =L 1 3
p + p + 1 ( p + ) + 2
2 4
p+ 1
− t / /2 −1 2
=e L
3
p2 +
4
p 1 − t / 2 −1 1
= e − t /2 L−1 2 2
+ e L 2 2
p + (√ 3 / 2) 2 p + (√ 3 / 2)
1
= e − t /2 cos (√ 3 t / 2) + e − t /2 . (2 / √ 3) sin (√ 3 t / 2)
2
e − t /2
= [√ 3 cos (√ 3 t / 2) + sin (√ 3 t / 2)].
√3
− (t − π ) / 2
( p + 1 ) e − πp e √3 √3
∴ L−1 √ 3 cos 2 (t − π) + sin 2 (t − π) , t > π
2 = √3
p + p + 1
0 ,t< π
e − (t − π ) / 2 √3 √3
= √ 3 cos 2 (t − π) + sin 2 (t − π) H (t − π).
√3
T-53
Comprehensive Exercise 2
p 1 32 p
5. If L−1 2 2
= t sin t, find L−1 2 2
⋅
( p + 1) 2 (16 p + 1)
e −5 p −1 e
− 4p
6. Find (i) L−1 4 (ii) L 4
⋅
( p − 2) ( p − 3)
e4 − 3 p
7. Find L−1 5 /2
⋅
( p + 4)
8. Find the inverse L.T. of e − 3 p / p3 . (Lucknow 2009)
9. Prove the following :
e − pπ
(i) L−1 2 = − sin t. H (t − π)
p + 1 (Kanpur 2008)
p e −2 pπ /3
(ii) L−1 2 = cos 3 (t − 2 π / 3) . H (t − 2 π / 3).
p +9
10. Prove the following :
pe − ap
(i) L−1 2 2
= cos h ω (t − a). H (t − a), a > 0
p −ω
3 (1 + e − pπ )
(ii) L−1 2 = − sin 3 t. H (t − π) + sin 3 t.
p +9
11. Evaluate
p+2
(i) L−1 2 (Kanpur 2008; Lucknow 10; Avadh 13)
p − 2 p + 5
T-54
p+8
(ii) L−1 2 ⋅
p + 8 p + 5
4p + 5 1 t 1 −2 t
12. Prove that L−1 2
t
= 3t e + e − e .
( p − 1) ( p + 2) 3 3 (Purvanchal 2007)
4p + 5
13. Evaluate (i) L−1 2
( p − 4) ( p + 3)
5 p2 − 15 p − 11
(ii) L−1 3
.
( p + 1) ( p − 2) (Gorakhpur 2009)
2p + 1 1
14. Prove that L−1 2 2
= t (e t − e −2 t ).
( p + 2) ( p − 1) 3 (Gorakhpur 2007)
p 1
15. Prove that L−1 2 2 = sin t sinh t.
( p − 2 p + 2) ( p + 2 p + 2) 2
A nswers 2
1. (i) e 3 t sin t
4 − 3t 1 − t
(ii) − e + e (4 cos t − 3 sin t)
5 5
t n−1 2 −t t (3 − 2 t)
2. (i) e − at ⋅ (ii) e
(n − 1) ! 3 π
1 −t 1 −3 t /2
3. (i) e (4 t 3 − t 4 ) (ii) e (6 − 5 t)
24 8
1 3 1
4. (i) (t − ) e t + e − t (ii) [(3 t − 1) e t + e − 2 t ]
2 2 9
1 1
5. t sin ( t)
4 4
1 1
6. (i) (t − 5)3 e 2 (t − 5) . H (t − 5) (ii) (t − 4)3 e 3 (t − 4) . H (t − 4)
9 6
4 1
7. (1/ √ π) . (t − 3)3 /2 e − 4 (t − 4) . H (t − 3) 8. (t − 3)3 . H (t − 3)
3 2
3
9. (i) e t [cos 2 t + sin 2 t]
2
(ii) e − 4 t [cosh (√ 11t) + (4 / √ 11) sinh (√ 11t)]
1 − 3t 1 4t 1 7
13. (i) − e + e + 3 te 4 t (ii) (− e − t + e2 t ) + 4 te2 t − t2 e2 t
7 7 3 2
T-55
Proof: We have
L {F ′ (t)} = p L {F (t)} − F (0 ) = p f ( p). [ ∵ F (0 ) = 0 ]
−1
∴ L { p f ( p)} = F ′ (t).
Note 1: If F (0 ) ≠ 0 , then
L−1 { p f ( p) − F (0 )} = F ′ (t)
t
Then G ′ (t) = ∫ 0 F ( x) dx, G ′ ′ (t) = F (t). Also G (0 ) = G ′ (0 ) = 0 .
p
Example 12: Find L−1 2 2 2
⋅
( p + a ) (Purvanchal 2010)
p 1 d 1 1 −1 d 1
Solution: L−1 2
= L−1 − ⋅
2 2
2 2
= − L 2
2
( p + a ) 2 dp p +a 2 dp p + a
T-57
1 1 t
=− t . (− 1)1 L−1 2 2 = sin at.
2 p + a 2 a
2
p
Example 13: Find L−1 2 2
⋅
( p + 4)
p
Solution: Let f ( p) = .
( p + 4)2
2
p t
∴ L−1 { f ( p)} = L−1 2 2
= sin 2 t = F (t)
( p + 4) 4
[See Ex. 12, here a = 2]
and F (0 ) = 0 .
∴ L−1 { p f ( p)} = F ′ (t)
p2 d 1 1
or L−1 2 2
= ( t sin 2 t) = (sin 2 t + 2 t cos 2 t).
( p + 4) dt 4 4
p+2
Example 14: Find L−1 2 ⋅
p ( p + 3)
p+2 −1
( p + 3) − 1
Solution: We have L−1 2 =L 2
p ( p + 3) p ( p + 3)
1 1 −1 1 −1 1
= L−1 2 − 2 = L 2 − L 2 …(1)
p p ( p + 3) p p ( p + 3)
Now L−1 {1/ p2 } = t /1 ! = t.
1
Also L−1 =e
−3 t
= F (t), say.
p + 3
1 t
∴ we have L−1 = ∫ 0 F ( x) dx.
p ( p + 3) (by theorem I of article 2.14)
t −3 x 1 −3 t
=∫ e dx = (1 − e ) = F1 (t) say,
0 3
1 t 1 t
∴ L−1 2 = ∫ 0 F1 ( x) dx =
−3 x
∫ 0 (1 − e ) dx
p ( p + 3) 3
1 1
= t + (e −3 t − 1).
3 9
∴ From (1), we have
p+2 1 1 −3 t 2 1 1
L−1 2 = t − t − (e − 1) = t − e −3 t + ⋅
p ( p + 3) 3 9 3 9 9
1
Example 15: Find (i) L−1 log 1 + 2 (Agra 2001)
p
T-58
1 1
(ii) L−1 log 1 + 2 ⋅
p p
t 2
=∫ (1 − cos x) dx .
0 x
Comprehensive Exercise 3
p+3
8. (i) L−1 log (Kanpur 2007)
p+2
1 p+3
(ii) L−1 log ⋅
p p+2
p 1 1
9. If L−1 2 2
= t sin t , find L−1 2 2
⋅
( p + 1) 2 ( p + 1) (Kanpur 2011)
1
10. L−1 tan−1 ⋅
p
A nswers 3
1 1 2 − at
1. (i) t2 e at (ii) t e .
2 2
1 t sinh at 1
2. (i) (ii) te − t sin t.
2 a 2
1 2
3. 2 (1 − cosh t) / t. 4. 1 − t + t − e− t .
2
1 2 1
5. t + cos t − 1. 6. 1 − e − t (1 + t + t2 ).
2 2
t 1 −x
7. (i) (e − t − e − 2 t ) / t (ii) ∫ (e − e −2 x ) dx .
0 x
t 1 −2 x
8. (i) (e − 2 t − e − 3 t ) / t (ii) ∫ (e − e −3 x ) dx .
0 x
1 sin t
9. (sin t − t cos t). 10. ⋅
2 t
2.15 Convolution
Let F (t) and G (t) be two functions of class A, then the convolution of the two functions F (t) and
G (t) denoted by F * G is defined by the relation
t
F*G= ∫0 F ( x) G (t − x) dx.
t
= −∫ F (t − y) G ( y) dy, putting t − x = y so that dx = − dy
0
t
=∫ G ( y) F (t − y) dy = G * F .
0
t t
=∫ F ( x) G (t − x) dx + ∫0 F ( x) H (t − x) dx
0
= F*G+ F* H.
(Rohilkhand 2003, 07; Avadh 06, 09, 14; Lucknow 06, 10, 11; Kanpur 09)
Proof: Here we shall prove that the Laplace transform of the convolution of two
functions is equal to the product of their Laplace transforms
t
i. e., L ∫ F ( x) G (t − x) dx = f ( p) g ( p)
0
If we change the order of integration, then the strip is taken parallel to Ot so that the
limits of t are from x to ∞ and those of x are from 0 to ∞.
∴ changing the order of integration in the double integral (1), we have
t ∞ ∞ e − pt F ( x) G (t − x) dt dx
L ∫ F ( x) G (t − x) dx = ∫
0 x = 0 ∫ t = x
∞ ∞
= ∫ x =0 e − px F ( x) ∫ e px e − pt G (t − x) dt dx
t = x
∞ ∞
= ∫ x =0 e − px F ( x) ∫ e − p (t − x)G (t − x) dt dx
t = x
∞ ∞
= ∫ x =0 e − px F ( x) ∫ e − pz G (z ) dz dx,
z = 0
∵ b b b
∫a f ( x) dx = ∫a f (t) dt = ∫a f (z ) dz
F ( p) ⋅ ( p − α r )
Ar = lim
p→ α r G ( p)
(p − αr) Form 0
= F (α r ) ⋅ lim
p→ α r G ( p) 0
1
= F (α r ) ⋅ lim [by L’ Hospital’s rule]
p → αr G ′ ( p)
1
= F (α r ) ⋅ ⋅
G ′ (α r )
F ( p) F (α1) 1 F (α2 ) 1
∴ = ⋅ + . + ...
G ( p) G ′ (α1) ( p − α1) G ′ (α2 ) ( p − α2 )
F (α r ) 1 F (α n) 1
+ ⋅ + ... + ⋅ + ... .
G ′ (α r ) ( p − α r ) G ′ (α n) p − α n
F ( p) F (α1) −1 1 F (α2 ) −1 1
Hence L−1 = ⋅L + L + ...
G ( p ) G ′ (α1) p − α1 G ′ (α2 ) ( p − α2 )
F (α r ) −1 1 F (α n) −1 1
+ L + ... + .L
G ′ (α r ) p − α r G ′ (α n) p − αn
F (α1) α 1 t F (α r ) α r t F (α n) α n t
= ⋅e + ... + ⋅e + ... + ⋅e
G ′ (α1) G ′ (α r ) G ′ (α n)
n F (α r ) α r t
= Σ e .
r =1 G ′ (α r )
p2
Example 16: Use the convolution theorem to find L−1 2 2 2
⋅
( p + a )
p
Solution: We have L−1 2 2
= cos at.
p +a
∴ By the convolution theorem, we have
p2 p p
L−1 2 2 2
= L−1 2 2
⋅ 2 2
( p + a ) p + a p + a
T-63
t
= ∫ 0 cos ax cos a (t − x) dx
t
= ∫0 cos ax (cos at cos ax + sin at sin ax) dx
t 2 t
= cos at ∫ 0 cos ax dx + sin at ∫ cos ax sin ax dx
0
1 t 1 t
= cos at ∫ (1 + cos 2 ax) dx + sin at ∫ sin 2 ax dx
2 0 2 0
t t
1 1 1 1
= cos at x + sin 2 ax + sin at. − cos 2 ax
2 2a 0 2 2 a 0
1 1 1
= cos at t + sin 2 at + sin at (1 − cos 2 at)
2 2a 4 a
1 1 1
= t cos at + sin at + (sin 2 at cos at − sin at cos 2 at)
2 4a 4a
1 1 1
= t cos at + [sin at + sin (2 at − at)] = [at cos at + sin at].
2 4a 2a
1
Example 17: Find L−1 , by the convolution integral and deduce the value of
√ p . ( p − a)
1
L−1 ⋅
p √ ( p + a)
1 −1 1 t1 /2 − 1 1
Solution: We have L−1 = L 1 /2 = 1
= = F1 (t), say
√ p p Γ (2 ) √π √t
1
and L−1 at
= e = F2 (t), say.
p− a
∴ By the convolution theorem , we have
1 t 1
L−1 = F1 (t) * F2 (t) = ∫0 ⋅ e a(t − x)dx
√ p ⋅ ( p − a) √π √ x
e at √(at) √ a − u2 2 u 2 u du
= ∫0 e ⋅ du, putting ax = u2 , so that dx =
√π u a a
e at 2 √(at) − u2 e at
=⋅ ∫ e du = erf (√ (at)).
√a √π 0 √a
1 −1 1
Deduction. L−1 =L
p √ ( p + a) ( p + a − a) √ ( p + a)
at
1 − at e 1
= e − at L−1 =e ⋅ erf (√ (at)) = erf (√ (at)).
( p − a) √ p √a √a
Example 18: Apply convolution theorem to prove that
1 Γ (m) ⋅ Γ(n)
B (m, n) = ∫ x m −1 (1 − x)n−1 dx = , m > 0, n > 0 .
0 Γ(m + n)
(Gorakhpur 2008; Agra 02)
Hence deduce that
T-64
π /2 1 Γ (m) ⋅ Γ (n)
∫0 sin2 m −1 θ ⋅ cos2 n−1 θ dθ = B (m, n) = ⋅
2 2 Γ (m + n)
Solution: Consider the function
t
F (t) = ∫0 x m −1 ⋅ (t − x)n−1 dx.
t
We have, F (t) = ∫0 F1 ( x) ⋅ F2 (t − x) dx, where F1 (t) = t m −1 and F2 (t) = t n−1
= F1 * F2 .
∴ L {F (t)} = L {F1 * F2 }
= L {F1 (t)}. L {F2 (t)}, by convolution theorem
Γ (m) Γ (n) Γ (m) Γ (n)
= L { t m − 1} . L {t n − 1} = ⋅ n = ⋅
pm p pm+n
t m −1 Γ (m) Γ (n)
∴ F (t) = ∫0 x ⋅ (t − x)n − 1 dx = L−1 m+n
p
1 Γ (m) Γ (n) m + n − 1
= Γ (m) ⋅ Γ (n) ⋅ L−1 m + n = t .
p Γ (m + n)
Taking t = 1, we have
1
B (m, n) = ∫0 x m − 1 (1 − x)n − 1 dx
Γ (m) Γ (n)
= ⋅ …(1)
Γ (m + n)
Deduction: Taking x = sin2 θ, so that dx = 2 sin θ cos θ dθ. From (1), we have
π /2 Γ (m) Γ (n)
2 ∫0 sin2 m − 1 θ cos2 n − 1 θ dθ = ⋅
Γ (m + n)
π /2 Γ (m) Γ (n) 1
Hence ∫0 sin2 m − 1 θ ⋅ cos2 n − 1 θ dθ = = B (m, n)
2Γ (m + n) 2
3p + 1
Example 19: Using Heaviside’s expansion formula find L−1 2
( p − 1) ( p + 1)
(Gorakhpur 2008)
Solution: Here F ( p) = 3 p + 1
and G ( p) = ( p − 1) ( p2 + 1) = ( p − 1) ( p − i) ( p + i).
4et (3 i + 1) it (− 3 i + 1) − it
= + e + e
2 − (2 + 2 i) (− 2 + 2 i)
(3 i + 1) (1 − i) it (3 i − 1) (1 + i) − it
= 2e t − e + e
2 (1 + i)(1 − i) 2 (1 − i) (1 + i)
1 1
= 2et − (i + 2) e it + (i − 2) e − it
2 2
1
= 2 e t − i (e i t − e − i t ) − (e i t + e − i t )
2
1
= 2 e t − i . 2 i sin t − 2 cos t = 2 e t + sin t − 2 cos t.
2
Example 20: Using Heaviside’s expansion formula find
2 p2 + 5 p − 4
L−1 3 2 ⋅
p + p − 2 p (Avadh 2010)
Solution: Here F ( p) = 2 p2 + 5 p − 4
and G ( p) = p3 + p2 − 2 p = p ( p − 1) ( p + 2)
G ′ ( p) = 3 p2 + 2 p − 2.
G ( p) has 3 distinct zeros α1 = 0 , α2 = 1 and α3 = − 2.
∴ By the Heaviside’s expansion formula, we have
2 p2 + 5 p − 4 F (0 ) 0 t F (1) t F (− 2) −2 t
L−1 3 2 = e + e + e
p + p − 2 p G ′ (0 ) G ′ (1) G ′ (− 2)
= 2 + e t − e −2 t .
Comprehensive Exercise 4
1 1
3. (i) L−1 2 (ii) L−1 2 ⋅
( p − 2) ( p + 1) ( p + 4) ( p + 2)
1
4. (i) L−1 2 2 (Gorakhpur 2006)
p ( p + 1)
1
(ii) L−1 2 ⋅ (Kanpur 2011)
( p + 2) ( p − 2)
p2
5. Find L−1 2 2
⋅
( p + 4) (Kanpur 2010)
19 p + 37 p+5
9. (i) L−1 (ii) L−1 2 ⋅
( p + 1) ( p − 2) ( p + 3) ( p + 1) ( p + 1)
A nswers 4
1 t 1 2t
1. (i) (e − e − 2 t ) (ii) (e − e − t)
3 3
1 t
(iii) (e − e − 3 t )
4
1
2. (i) (1/ 2 a) t sin at (ii) (1 − t sin 2 t − cos 2 t)
16
1 2t 1 − 2t
3. (i) (e − 2 sin t − cos t) (ii) (e + sin 2 t − cos 2 t)
5 8
1 2t
4. (i) (t + 2) e − t + t − 2 (ii) [e − (4 t + 1) e 2 t ]
16
1 1 t 5
5. (2 t cos 2 t + sin 2 t). 7. e − e2t + e3t
4 2 2
5 − t 1 − 3t
8. −2+ e + e
2 2
9. (i) − 3 e − t + 5 e2 t − 2 e −3 t (ii) 2 e − t − 2 cos t + 3 sin t
T-67
e −√ p − x √ p
−1 e x
Example 21: Find L−1 and hence deduce that L = erfc ⋅
p p 2 √ t
Solution: Let f ( p) = e − √ p.
∴ F (t) = L−1 {e − √ p}
p p3 /2 p2 p5 /2
= L−1 1 − √ ( p) + − + − + …
2 ! 3 ! 4 ! 5 !
1 −1 1 −1 3 / 2
= L−1 {1} − L−1 { p1 /2} + L { p} − L {p }
2! 3!
1 −1 2 1 −1 5 / 2
+ L {p }− L { p } + ... …(1)
4! 5!
1
Now L−1{ pn + (1 /2)} = L−1 − n−(1 /2)
p
− n − (3 /2)
t
= , for n = 0 , 1, 2, ...
1
Γ (− n − )
2
(− 1)n + 1 1 3 5 2 n + 1 − n − (3 /2)
= ... t .
√ π 2 2 2 2
1 n+1 2 2 2 2
∵ Γ (− n − ) = (− 1) ... √ π
2 1 3 5 2 n + 1
e −√ p t 1
L−1 = ∫0 e −1 /(4 x)dx
p 2 √ (π) x3 /2
2 1 /(2 √ t) 2 1 dy
=− ∫∞ e − y dy, putting x = 2
so that dx = −
√π 4y 2 y3
2 ∞ − y2 1
= ∫1 / (2 √t) e dy = erfc ⋅
π 2 √ t
∵ Complementary Error Function erfc (t) = 1 − erf (t) = 1 − 2 t − x2
√π ∫0 e dx
2 ∞ − x2 0 2 2 ∞ − x2
e dx + e − x dx = e dx
√ π ∫0 ∫t ∫t
=
√π
e −√ p 1
Deduction: We have L−1 = erfc ⋅
p 2 √ t
e −√( x2 p) 1 1
∴ L−1 2 = 2 erfc 2
, by change of scale property
x p x 2 √ (t / x )
− x √p
e x ⋅
or L−1 = erfc
p 2 √ t
1 t2 t5 t8 t11
Example 22: (i) Prove that L−1 3 = − + − + ...
p + 1 2 ! 5 ! 8 ! 11!
(ii) Applying Heaviside’s Expansion formula , prove that
1 1 −t 1 1
L−1 3 t /2
= [e − e { cos ( √ 3 t) − √ 3 sin ( √ 3 t)}].
p + 1 3 2 2
1 1
Solution: (i) We have, 3 = 3 (1 + 1 / p3 )−1
p +1 p
1 1 1 1 1
= 3
1 − 3 + 6 − 9 + 12 − ...
p p p p p
1 1 1 1
= − + − + ...
p3 p6 p9 p12
1 t2 t5 t8 t11
∴ L−1 3 = − + − +…
p + 1 2 ! 5 ! 8 ! 11 !
(ii) Here F ( p) = 1 and G ( p) = p 3 + 1 = ( p + 1) ( p2 − p + 1), G ′ ( p) = 3 p2 .
1 1
G ( p) has 3 distinct zeros − 1, (1 + √ 3 i) and (1 − √ 3 i).
2 2
∴ By the Heaviside’s expansion formula , we have
T-69
1
1 F (− 1) − t F { 12 (1 + √ 3 i )} { (1 + √3 i)} t
L−1 3 = e + e 2
p + 1 G ′ (− 1) G ′ { 12 (1 + √ 3 i )}
1
F { 12 (1 − √ 3 i )} { (1 − √3 i)} t
+ e 2
G ′ { 12 (1 − √ 3 i )}
1 1
1 −t 1 { (1 + √3 i )}t 1 { (1 − √3 i)}t
= e + e2 + e2
3 3
4
(1 + √ 3 i )2 3
4
(1 − √ 3 i )2
1
1 2 (√ 3 i + 1) { (1 + √3 i )}t
= e− t + e 2
3 3 (√ 3 i − 1) (√ 3 i + 1)
1
2 (√ 3 i − 1) { (1 − √3 i )}t
+ e2
3 (√ 3 i + 1) (√ 3 i − 1)
1 − t 1 t /2
e − e
= [(√ 3 i + 1) e √3 it /2 − (√ 3 i − 1) e −√3 it /2 ]
3 6
1 1
= e − t − e t /2 [√ 3 i (e √3 it /2 − e − √3 it /2 ) + (e √3 it /2 + e −√3 it /2 )]
3 6
1 1 1
= [e − t − e t /2 {− √ 3 sin ( √ 3 t) + cos ( √ 3 t)}].
3 2 2
∞ 1
Example 23: Show that ∫ cos x2 dx = √ (π / 2) (Avadh 2008)
0 2
∞
Solution: Let F (t) = ∫0 cos tx2 dx.
∞ − pt ∞ − pt ∞ cos tx2 dx dt
L { F (t)} = ∫0 e F (t) dt = ∫0 e
∫ 0
∴
∞ ∞ − pt ∞ ∞ p
=∫ e cos tx2 dt dx = ∫ L {cos tx2 } dx = dx
0 ∫ 0 0 ∫0 p + x4
2
1 π /2 dθ
= ∫ , putting x = √ ( p tan θ) so that
2 √ p 0 √ (tan θ)
p sec2θ dθ
dx =
2 √ ( p tan θ)
1 π /2
= ∫ sin−1 /2 θ cos 1 /2 θ dθ
2√ p 0
1 3 1 1
1 Γ (4 ) Γ(4 ) 1 Γ (4 ) Γ (1 − 4 ) 1 π π
= = = ⋅ 1
= ⋅
2 √ p 2 Γ (1) 2√ p 2 4 √ p sin 4 π 2 √ (2 p)
π
∵ Γ ( p) Γ (1 − p) = , 0 < p < 1
sin pπ
π 1 π t(1 /2) −1 1 π
∴ F (t) = L−1 1 /2 = 1
=
2√2 p 2 2 Γ (2 ) 2 2t
∞ 1 π
or ∫0 cos tx2 dx = .
2 2t
Now taking t = 1, we have
T-70
∞ 1
∫0 cos x2 dx = √ (π / 2)
2
∞ 2 1
Example 24: Prove that ∫0 e − x dx = √ π.
2 (Meerut 2013B)
∞ 2
Solution: Let F (t) = ∫0 e − tx dx.
π −1 1 π 1 1 π
or F (t) = L = ⋅ =
2 √ p 2 √ (π t) 2 t
∞ 2 1 π
or ∫0 e − t x dx = .
2 t
∞ 2 1
Taking t = 1, we have ∫0 e − x dx = √ π.
2
8
Example 25: Prove that L−1 2 3
= (3 − t2 ) sint − 3 t cos t.
( p + 1)
1
Solution: We have L−1 2 = sin t .
+ 1
p
∴ by the convolution theorem, we have
1 1 t
L−1 2 ⋅ 2 = ∫ 0 sin x sin (t − x) dx
( p + 1) (( p + 1)
t
=∫ sin x (sin t cos x − cos t sin x) dx
0
t t
= sin t ∫ sin x cos x dx − cos t ∫ sin2 x dx
0 0
1 t 1 t
= sin t ∫ sin 2 x dx − cos t ⋅ ∫ (1 − cos 2 x) dx
2 0 2 0
1 1 1 1
= sin t . (1 − cos 2 t) − cos t . (t − sin 2 t)
2 2 2 2
1 1 1
= sin t.sin2 t − t cos t + cos t sin t cos t
2 2 2
1 1 t
or L−1 2 2
= sin t − cos t.
( p + 1) 2 2
1 1 1
∴ L−1 2 3
= 8 L−1 2 2
⋅ 2
( p + 1) ( p + 1) ( p + 1)
t 1 x
= 8 ∫ sin x − cos x sin (t − x) dx, by the convolution theorem
0 2 2
t
= 4 ∫ (sin x − x cos x) (sin t cos x − cos t sin x) dx
0
t t
= 4 sin t ∫ (sin x cos x − x cos2 x) dx − 4 cos t ∫0 (sin2 x − x sin x cos x) dx
0
T-71
t t
= 2 sin t ∫ {sin 2 x − x (1 + cos 2 x) } dx − 2 cos t ∫ {(1 − cos 2 x) − x sin 2 x} dx
0 0
t2 1 − cos 2 t t 1 − cos 2 t
= 2 sin t − + − sin 2 t +
2 2 2 4
1 t cos 2 t sin 2 t
−2 cos t t − sin 2 t + −
2 2 4
3 3
= − t 2 sin t + sin t − sin t cos 2 t − t sin t sin 2 t
2 2
3
− 2 t cos t + sin 2 t cos t − t cos t cos 2 t
2
3 3
= − t 2 sin t + sin t + (− sin t cos 2 t + sin 2 t cos t)
2 2
− t (cos 2 t cos t + sin t sin 2 t) − 2 t cos t
2
= (3 − t ) sin t − 3 t cos t.
Comprehensive Exercise 5
1
1. Find L−1 5 .
( p − 1) ( p + 2) (Kanpur 2009, 11)
1 t
2. Prove that L−1 2 2
= ∫0 J0 (ax) dx .
p √ ( p + a )
3. Apply Heaviside’s expansion formula, to prove that
1 1 t 1 1
L−1 3 = [e − e
−1 / 2
{cos ( √ 3 t) + √ 3 sin ( √ 3 t)}]
p − 1 3 2 2
∞ 1
4. Show that ∫ sin x2 dx = √ (π /2).
0 2
5. Apply the convolution theorem to show that
t t
∫ 0 sin u cos (t − u) du = 2 sin t . (Gorakhpur 2007, 11)
∞ sin2 x π
6. Use Laplace transform to prove that ∫0 dx = ⋅
x2 2
2 2
7. Prove that L−1 tan−1 2 = sin t sinh t. (Agra 2002)
p t
1
9. Find L−1 2 2 3 /2
⋅
( p + a )
t t t t (t − u)n−1
10. Prove that ∫0 ∫0 ...... ∫0 F (t) dt n = ∫0 F (u) du.
(n − 1) !
A nswers 5
1 t 4 4 3 4 2 8 8 1 −2 t
1. e t − t + t − t + − e
72 3 3 9 27 243
t
9. J1 (at)
a
5. Differentiation f n
( p) (− 1)n t n
F (t)
theorem
Integral theorem
∞ 1
6. ∫p f ( x) dx F (t)
t
7. Multiplication p f ( p) F ′ (t)
theorems
pn f ( p ) F n (t)
T-73
f ( p) t
∫0 F ( x) dx
p
8. Division theorems t t t
f ( p) F (t) (dt)n
∫0 ∫0 …∫0
pn
9. Convolution f ( p). g ( p ) t
theorem F*G= ∫0 F ( x) ⋅ G (t − x) dx
F ( p) n F (α r ) α r t
10. Heaviside’s , Σ e
G ( p) r =1 G ′ (α r )
expansion
theorem degree F ( p ) < degree where α r , r = 1, 2, ... n, are
G ( p) roots of
G ( p ) = 0 and are all
distinct.
(a) π (b) t
t π
1
(c) (d) √ (πt).
√ (πt)
1
3. The value of L−1 5 /2 is
p
4 3 /2 4 5 /2
(a) t (b) t [
3 3
4 t 4 π
(c) t (d) t ⋅
3 π 3 t
T-74
L−1 { f ( p ) g ( p )} = …… .
∞
5. The value of ∫ cos x2 dx = ......
0
True or False
Write ‘T’ for true and ‘F’ for false statement.
4
1. The value of L−1 − 4t
is 3 e .
p + 4
1
2. The value of L−1 2
is t2 e − t .
( p + 1)
1
3. The value of L−1 2 − 4t
is te .
p + 8 p + 16
4. The convolution of two functions F and G obeys the commutative law.
1 1 −t
5. The value of L−1 2t
is (e − e ).
( p − 1) ( p + 2) 3
A nswers
True or False
1. T 2. F 3. T
4 T 5. F
¨
T-77
3
A pplications of L aplace
T ransform
(To Solutions of Differential Equations and Integral Equations)
be the given initial or boundary conditions where A0 , A1, A2 ,..., An−1 are constants.
On taking the Laplace transform of both sides of equation (1) and using conditions (2)
we obtain an algebraic equation known as “subsidiary equation” from which
y ( p ) = L { y(t)} is determined. The required solution is then obtained by finding the
inverse Laplace transform of y ( p ).
T-78
Solution: (a) Taking Laplace transform of both sides of the given equation, we have
L { x ′ ′ } + m2 L { x } = a L {cos nt}
ap
or p2 L { x} − px (0 ) − x ′ (0 ) + m2 L { x} =
p + n2
2
ap
or ( p2 + m2 ) L {x} = px0 + x1 +
p2 + n2
p 1 a. p
or L { x} = x0 ⋅ + x1 ⋅ +
2 2 2 2
p +m p +m ( p + m2 ) ( p2 + n2 )
2
p 1 ap ( p2 + m2 ) − ( p2 + n2 )
= x0 . + x1. +
p2 + m2 p2 + m2 m2 − n2 ( p2 + m2 ) ( p2 + n2 )
p 1 a p p
= x0 . + x1 . + ⋅ − ⋅
p2 + m2 p2 + m2 (m2 − n2 ) p2 + n2 p2 + m2
Taking the inverse transform, we have
p 1
x = x0 . L−1 + x1 . L−1
2 2 2 2
p +m p +m
a p p
+ ⋅ L−1 − L−1
2
(m2 − n2 ) 2
p +n
2 2
p + m
x a
or x = x0 cos mt + 1 ⋅ sin mt + (cos nt − cos mt),
m (m − n2 )
2
(Rohilkhand 2000, 02, 04; Agra 01; Gorakhpur 07, 10, 11; Kashi 14)
Solution: Taking the Laplace transform of both sides of the given equation, we have
L { y ′ ′ } + 9 L { y } = L {cos 2 t}
or p2 L { y } − p y(0 ) − y ′ (0 ) + 9 L { y } = p /( p2 + 4)
or ( p2 + 9) L { y } − p − A = p / ( p2 + 4), where y ′ (0 ) = A
p+ A p
or L{ y} = +
p2 + 9 ( p2 + 9) ( p2 + 4)
p A p p
= + + − ⋅
p2 + 9 p2 + 9 5 ( p2 + 4) 5 ( p2 + 9)
p 1 1 −1 p 1 −1 p
∴ y = L−1 −1
+ AL 2 + L 2 − L 2
2
p + 9 p + 9 5 p + 4 5 p + 9
1 1 1
= cos 3 t + A sin 3 t + cos 2 t − cos 3 t
3 5 5
4 1 1
= cos 3 t + A sin 3 t + cos 2 t.
5 3 5
But y (π / 2) = − 1.
4 3 1 3 1
∴ − 1 = cos π + A sin π + cos π
5 2 3 2 5
1 1
or − 1= − A − or A = 12 / 5.
3 5
4 4 1
Hence the required solution is y = cos 3 t + sin 3 t + cos 2 t.
5 5 5
Example 4: Solve ( D + 1)2 y = t given that y = − 3, when t = 0 and y = − 1, when t = 1.
(Rohilkhand 2006)
2
Solution: The given equation can be written as ( D + 2 D + 1) y = t.
∴ L { y ′ ′ } + 2 L { y ′ } + L { y} = L { t}
or p2 L { y} − py (0 ) − y ′ (0 ) + 2 [ pL { y} − y (0 )] + L { y} = 1/ p2
or ( p2 + 2 p + 1) L { y } − p (− 3) − A − 2 (− 3) = 1/ p2 where y ′ (0 ) = A
or ( p + 1)2 L { y} = (1 / p2 ) − 3 p − 6 + A
1 3p + 6 A
or L{ y} = − +
2 2 2
p ( p + 1) ( p + 1) ( p + 1)2
1 3 ( p + 1) + 3 A
= − +
2 2 2
p ( p + 1) ( p + 1) ( p + 1)2
2 1 2 1 3 3 A
=− + + + − − +
p p2 p + 1 ( p + 1)2 ( p + 1) ( p + 1)2 ( p + 1)2
2 1 1 A−2
=− + − + ⋅
p p 2 ( p + 1) ( p + 1)2
T-80
1 1 1 1
∴ y = − 2 L−1 + L−1 − L−1 + ( A − 2) L−1
2 2
p p p + 1 ( p + 1)
. + t − e − t + ( A − 2) e − t L−1 {1/ p2} = − 2 + t − e − t + ( A − 2) te − t .
= − 21
Now, since y = − 1, when t = 1,
∴ − 1 = − 2 + 1 − e − 1 + ( A − 2) e − 1 or A = 3.
Hence the complete solution is y = − 2 + t − e − t + te − t .
dy
Example 5: Solve ( D2 + 1) y = t cos 2 t, y = 0 , = 0 when t = 0.
dt (Avadh 2006, 07; Meerut 13B)
Solution: Taking the Laplace transform of both the sides of the given equation, we
have L { y ′ ′ } + L { y } = L { t cos 2 t}
d
or p2 L { y } − p y (0 ) − y ′ (0 ) + L { y } = − ( L {cos 2 t})
dp
d p 1 2 p2
or ( p2 + 1) L { y} = − =− +
dp p2 + 4 p2 + 4 ( p2 + 4)2
p2 − 4 5 5 8
or L{ y} = =− + +
( p2 + 1) ( p2 + 4)2 9 ( p2 + 1) 9 ( p2 + 4) 3 ( p2 + 4)2
5 −1 1 5 −1 1 8 −1 1
∴ y=− L + L 2 + L 2
9 2 2
p + 1 9 p + 4 3 ( p + 4)
5 5 8 t1 1
= − sin t + sin 2 t + ∫ sin 2 x ⋅ sin 2 (t − x) dx ,
9 18 3 0 2 2
1 1
−1
By the convolution theorem since L 2 = sin 2t
p + 4 2
5 5 1 t
= − sin t + sin 2 t + {cos (2 t − 4 x) − cos 2 t} dx
9 18 3 ∫0
t
5 5 1 − 1 sin (2 t − 4 x) − x cos 2 t
=− sin t + sin 2 t +
9 18 3 4 0
5 5 1 1 1
=− sin t + sin 2 t + sin 2 t − t cos 2 t + sin 2 t
9 18 12 3 12
5 4 1
or y = − sin t + sin 2 t − t cos 2 t , which is the required solution.
9 9 3
Example 6: Solve ( D3 − D2 − D + 1) y = 8 t e − t if y = D2 y = 0 , Dy = 1 when t = 0.
Solution: Taking the Laplace transform of both sides of the given equation, we have
L { y ′ ′ ′ } − L { y ′ ′ } − L { y ′ } + L { y } = 8 L { te − t}
or p3 L { y } − p2 y (0 ) − py ′ (0 ) − y ′ ′ (0 ) − [ p2 L { y } − p y (0 ) − y ′ (0 )]
d
− [ pL { y } − y (0 )] + L { y } = − 8 [ L {e − t}]
dp
T-81
d 1
or ( p3 − p2 − p + 1) L { y } − p + 1 = − 8
dp p + 1
8
or ( p − 1)2 ( p + 1) L { y } = p − 1 +
( p + 1)2
1 8
or L{ y} = +
( p − 1) ( p + 1) ( p − 1)2 ( p + 1)3
1 1 1 3 1 3
= − − + +
2 p − 1 p + 1 2 ( p − 1) ( p − 1)2 2 ( p + 1)
2 2
+ +
( p + 1)2 ( p + 1)3
1 1 1 2 2
=− + + + + ⋅
2 2
p − 1 p + 1 ( p − 1) ( p + 1) ( p + 1)3
1 −1 1
1
∴ y = − L−1 +L
−1
+L 2
p − 1 p + 1 ( p − 1)
1 1
+ 2 L−1 + 2 L−1
2 3
( p + 1) ( p + 1)
1 1 1
= − e t + e − t + e t L−1 + 2 e − t L−1 + 2 e − t L−1
2 2 3
p p p
= − e t + e − t + e t t + 2 e − t t + 2 e − t (t 2 / 2 !)
= (1 + 2 t + t 2 ) e − t − (1 − t) e t , which is the required solution.
y ′ ′ ′ (0 ) = − 3.
Solution: Taking the Laplace transform of both sides of the given equation, we have
L { y iv} + 2 L { y ′ ′ } + L { y } = 0
or p4 L { y } − p3 y (0 ) − p2 y ′ (0 ) − p y ′ ′ (0 ) − y ′ ′ ′ (0 )
+ 2 [ p2 L { y } − p y (0 ) − y ′ (0 )] + L { y } = 0
or ( p4 + 2 p2 + 1) L { y } − p2 − 2 p + 3 + 2 (− 1) = 0
or ( p2 + 1)2 L { y } = p2 + 2 p − 1
p2 + 2 p − 1 1 2p − 2 1 2p 2
or L{ y} = = + = + − ⋅
2 2 2 2 2 2 2 2
( p + 1) p +1 ( p + 1) p +1 ( p + 1) ( p + 1)2
2
1 2p 1
∴ y = L−1 −1
+L 2 − 2 L−1 ⋅ …(1)
2 2 2 2
p + 1 ( p + 1) ( p + 1)
T-82
2p d 1 1
Now L−1 = − L−1 = − (− t) L−1 = t sin t
2 2 2 2
( p + 1) dp p + 1 p + 1
1 1 1
and L−1 = L−1 ⋅ = F (t) * F (t),
2 2 2 2
( p + 1) p + 1 p + 1
1
where F (t) = L−1 = sin t
2
p + 1
t 1 t
= ∫ sin x ⋅ sin (t − x) dx = ∫ [cos (2 x − t) − cos t] dx
0 2 0
t
1 1 1
= sin (2 x − t) − x cos t = (sin t − t cos t).
2 2 0 2
1
∴ x = L−1 f ( p) = (sin t) * F (t)
2
p +1
t
or x= ∫0 sin (t − x) ⋅ F ( x) dx , (by the convolution theorem)
Comprehensive Exercise 1
12. ( D3 + D) y = e2 t , y (0 ) = y ′ (0 ) = y ′ ′ (0 ) = 0 .
13. ( D3 − 2 D2 + 5 D) y = 0 , if y (0 ) = 0 , y ′ (0 ) = 1, y (π / 8) = 1.
14. ( D2 + D) y = t2 + 2 t, where y (0 ) = 4, y′ (0 ) = − 2.
T-84
A nswers 1
1. (i) y = e − t + 1 (ii) y = cos t
2. (i) y = 5 cos t + sin t − 2 cos 2 t (ii) y = 2 + 2 t + e − t
x a sin nt − n sin mt
3. (i) x = x0 cos mt + 1 sin mt +
m 2 2 m
m −n
(ii) y = e −2 t (2 t2 + 2 t − 1)
1 4 −2 t 8 3 t
4. (i) y = − + e + e
3 5 15
1
(ii) y = [(53 + 155 x) e −3 x − (3 cos x − 4 sin x)]
50
5. y = π sin 3 t + 2 t
3
6. y = 4 e3 t − e −3 t (4 cos 4 t + 7 sin 4 t)
4
7. y = 25 t2 + 40 t + 22 + 2 e2 t (2 sin t − 11 cos t)
1 −t 3 1 1 2t
8. y= e . t + 4 e − t + 6 te − t 9. y= + e − te2 t
2 2 2
15 1 1
10. y= cos t + t sin t + cos 3 t
16 4 16
11. y = 3 sinh t − sin t + cosh t + 2
1 1 2t 2 1
12. y=− + e + cos t − sin t
2 10 5 5
1 3
13. y = 1 + e t (sin 2 t − cos 2 t) 14. y = t + 2 (1 + e − t )
3
Solution: Taking the Laplace transform of both sides of the given equation, we have
L { t y ′ ′ } + L { y ′ } + 4 L { t y} = 0
T-85
d d
or − L{ y ′ ′ } + L{ y ′ } + 4. (− 1) L{ y } = 0
dp dp
d 2 d
or − [ p y − py (0 ) − y ′ (0 )] + [ p y − y(0 )] − 4 y = 0,
dp dp
where y = L{ y }
d d y
or − ( p2 y − 3 p) + ( p y − 3) − 4 =0
dp dp
d y d y p
or − ( p2 + 4) − p y = 0 or + dp = 0.
dp y 2
p +4
1 C1
Integrating, log y + log ( p2 + 4) = log C1 or y= ⋅
2 √ ( p2 + 4)
1
∴ y = L−1 { y } = C1 L−1
2
√ ( p + 4)
or y = C1 J0 (2 t) (See Ex. 25, after article 1.23 of Chapter 1)
Since y(0 ) = 3, therefore 3 = C1 J0 (0 ) = C1. [ ∵ J0 (0 ) = 1]
Hence y = 3 J0 (2 t), which is the required solution.
Example 11: Solve [t D2 + (1 − 2 t) D − 2] y = 0 if y(0 ) = 1, y ′ (0 ) = 2.
d 1
or p2 y − py (0 ) − y ′ (0 ) + [ L { y ′ }] + y =
dp p
d 1
or p2 y − p − 2 + [ p y − y(0 )] + y =
dp p
d 1
or p2 y − p − 2 + ( p y − 1) + y =
dp p
d y 1
or p + ( p2 + 2) y = p + 2 +
dp p
d y 2 2 1
or + p+ y = 1+ + 2
dp p p p …(1)
c p2 p4 1 2
= 1 1 − + −... + +
p2 2 4 ⋅2 ! p p2
(2 + c1) c c 1
= − 1 + 1 p2 − ... + ⋅
2 2 8 p
p
1 1
∴ y = (2 + c1) L−1 {1/ p2} − c1 L−1 {1} + c1 L−1 { p2} + ... + L−1 {1/ p}
2 8
= (2 + c1) t + 1, since L−1 { pn} = 0 , n = 0 , 1, 2, ...
But given y ′ (0 ) = 2. Therefore,
2 = 2 + c1 or c1 = 0 .
Hence y = 2 t + 1, which is the required solution.
T-87
Comprehensive Exercise 2
A nswers 2
1. y=t 2. y = 5e− t
1 sin t
3. y = t2 4. y =
2 t
at
5. y = A + e − t
3
(Rohilkhand 2010)
Solution: Taking the Laplace transform of both sides of the two equations, we have
L { x ′ } + L { y ′ } = L { t} and L { x ′ ′ } − L { y} = L { e − t}
or p x − x (0 ) + p y − y (0 ) = 1 / p2
and p2 x − p x (0 ) − x ′ (0 ) − y = 1 / ( p + 1)
or p x + p y = 3 + 1/ p2 and p2 x − y = 3 p − 2 + 1/( p + 1).
Solving for x and y, we have
3 p2 + 1 3p 2 1
x= + − −
3 2 2 2
p (1 + p ) 1+ p 1+ p ( p + 1) ( p2 + 1)
T-88
1 2 p4 3p 2 1 p 1
= 1 + 2 p2 − + − + − +
3 2 2 2
p 1+ p 1+ p 1+ p 2 ( p + 1) 2 ( p + 1) 2 ( p2 + 1)
2
2 1 1 p 3
= + + + −
p p 3 2 ( p + 1) 2 ( 1 + p ) 2 ( p2 + 1)
2
1 2
and y= +
2 2
p ( p + 1) ( p + 1) p +1
1 1 p 1 2
= − − − +
2 2 2
p 2 ( p + 1) 2 ( p + 1) 2 ( p + 1) p + 1
1 1 p 3
= − − + ⋅
p 2 ( p + 1) 2 ( p2 + 1) 2 ( p2 + 1)
1 1 1 −1 1
∴ x = 2 L−1 + L−1 + L
3
p p 2 p + 1
1 −1 p 3 −1 1
+ L − L 2
2 2
p + 1 2 p + 1
1 2 1 −t 1 3
=2+ t + e + cos t − sin t
2 2 2 2
1 1 1 1 −1 p 3 −1 1
and y = L−1 − L−1 − L 2 + L 2
p 2 p + 1 2 p + 1 2 p + 1
1 1 3
= 1 − e − t − cos t + sin t.
2 2 2
Example 14: Solve Dx + 2 D 2 y = e − t , ( D + 2) x − y = 1 if x (0 ) = y (0 ) = y ′ (0 ) = 0 .
Solution: Taking the Laplace transform of both sides of the given equations, we have
L { x ′ } + 2 L { y ′ ′ } = L { e− t }
and L { x ′ } + 2 L { x} − L { y} = L {1}
1
or p x − x (0 ) + 2 [ p2 y − py (0 ) − y ′ (0 )] = ,
p+1
where x = L { x } and y = L { y}
1
and p x − x (0 ) + 2 x − y =
p
1 1
or p x + 2 p2 y = and ( p + 2) x − y = ⋅
p+1 p
Solving for x and y, we have
1 2
x= +
p ( p + 1) (2 p2 + 4 p + 1) (2 p2 + 4 p + 1)
1 1
= +
2 − √ 2 2 + √ 2 2 − √ 2 2 + √ 2
2 p ( p + 1) p + p+ p+ p+
2 2 2 2
T-89
1 1 1 1
= + − −
p p+1 2 − √2 2 + √ 2
(2 − √ 2) p + (2 + √ 2) p +
2 2
1 1
+ −
2 − √ 2 2 + √ 2
√2 p+ √2 p+
2 2
1 1 1 1
= + − −
p p+1 2 − √ 2 2 + √ 2
p+ p+
2 2
1
and y=
p ( p + 1) (2 p2 + 4 p + 1)
1 1 1 1
= + − −
p p+1 2 − √ 2 2 + √ 2
(2 − √ 2) p + (2 + √ 2) p +
2 2
1 1 2 + √ 2 1 2 − √ 2 1
= + − −
p p+1 2 2 − √2 2 2 + √ 2
p+ p+
2 2
1 1 −1 1 −1 1
∴ x = L−1 + L−1 −L −L
p p + 1 p + a p + b
= 1 + e − t − e − at − e − b t
1 1 −1 1 −1 1
and y = L−1 + L−1 −bL − aL
p p + 1 p + a p + b
2 − √2 2 + √2
= 1 + e − t − be − a t − ae − b t , where a= and b = ⋅
2 2
Example 15: Solve ( D2 − 3) x − 4 y = 0 , x + ( D2 + 1) y = 0, t > 0
if x = y = D y = 0 , D x = 2 when t = 0.
Solution: Taking the Laplace transform of both sides of the two equations, we have
L { x ′ ′ } − 3 L { x } − 4 L { y } = 0 and L { x } + L { y ′ ′ } + L { y } = 0
or p2 x − px (0 ) − x ′ (0 ) − 3 x − 4 y = 0 , where x = L { x }
and y = L{ y}
2
and x + p y − py (0 ) − y ′ (0 ) + y = 0
or ( p2 − 3) x − 4 y = 2 and x + ( p2 + 1) y = 0 .
−2 1 1 1 1 1
and y= = − + − − ⋅
( p + 1)2 ( p − 1)2 2 p + 1 p − 1 ( p + 1)
2
( p − 1)2
1 1
∴ x = L−1 + L−1
2 2
( p − 1) ( p + 1)
= e t L−1 {1/ p2} + e − t L−1 {1/ p2} = (e t + e − t ) t
1 −1 1 1 1 1
and y= − L + L−1 −1
−L
−1
−L
2 p + 1 2 2
p − 1 ( p + 1) ( p − 1)
1 1 1
= [− e − t + e t − t e − t
− te t ] = (1 − t) e t − (1 + t) e − t .
2 2 2
Comprehensive Exercise 3
3. ( D2 − 1) x + 5 Dy = t, − 2 Dx + ( D2 − 4) y = − 2 ,
if x = 0 = Dx = y = D y when t = 0.
4. Applying Laplace transform solve the equations :
dx dy d2 x
+ = t and − y = e− t,
dt dt dt2
dx
given that x (0 ) = 0 = y (0 ) and = 0 when t = 0. (Rohilkhand 2007)
dt
5. Solve ( D − 2) x − ( D + 1) y = 6 e3 t , (2 D − 3) x + ( D − 3) y = 6 e3 t , if x = 3, y = 0
when t = 0.
6. Solve ( D − 2) x − ( D − 2) y = sin t, ( D2 + 1) x + 2 D y = 0 ,
if x = 0 = x ′ (0 ) = y (0 ).
A nswers 3
1. x = 5 e − t + 3 e4 t , y = 5 e − t − 2 e4 t .
1 1 1
2. x= − (2 cos t + cos 2 t), y = (sin 2 t − 2 sin t).
2 6 6
3. x = − t + 5 sin t − 2 sin 2 t, y = 1 − 2 cos t + cos 2 t.
1 1 1 1 1 1 1
4. x = t 2 − 1 + e − t + cos t + sin t, y = 1 − e − t − cos t − sin t.
2 2 2 2 2 2 2
T-91
5. x = e t + 2 t e t + 2 e 3 t, y = e t − t e t − 2 e 3 t.
1 4 2t 1 1
6. x= (1 + 3 t) + e − t + e − (cos t + 2 sin t), y = [(1 + 3 t) e − t − e2 t ].
9 45 5 9
∂y d y ∂2 y d 2 y
(c) L = and (d) L = where L { y ( x, t)} = y ( x, p).
2 2
∂x dx ∂ x dx
∂y ∞ ∂y s ∂y
Proof: (a) L = ∫0 e − pt dt = lim ∫0 e − pt dt
∂t ∂t s→ ∞ ∂t
s s
= lim e − pt y ( x, t)
{ + p ∫ e − pt y ( x, t) dt
}
s→ ∞ 0 0
∞
=p ∫0 e − pt y ( x, t) dt − y ( x, 0 ) = py ( x, p) − y ( x, 0 )
∂y
(b) Let V = ⋅
∂t
∂2 y
∂V
∴ L
2 = L = p . L {V } − V ( x, 0 )
∂t ∂t
= p [ pL { y} − y ( x, 0 )] − yt ( x, 0 ) ∂y
∵ V = = yt
∂ t
= p2 y ( x, p) − py ( x, 0 ) − yt ( x, 0 ).
∂y ∞ ∂y d ∞ − pt d y
(c) L = ∫0 e − pt dt = ∫ e y dt = ⋅
∂x ∂x dx 0 dx
∂2 y ∂y
∂U
(d) L = L , where U =
2
∂x ∂x ∂x
T-92
2
d d ∂y d d y d y
= L {U } = L = = ⋅
dx dx ∂x dx dx dx2
∂y ∂2 y
Example 16: Solve =2 where y (0 , t) = 0 = y (5, t) and y ( x, 0 ) = 10 sin 4 πx.
∂t ∂x 2
(Meerut 2008)
Solution: Taking the Laplace transform of both sides of given equation, we have
∂y ∂2 y d2 y
L = 2L or p y − y ( x, 0 ) = 2
2
∂t ∂x dx2
d2 y p
or − y = − 5 sin 4 πx whose general solution is
2 2
dx
5 sin 4 πx
y = C1e √( p /2 ) x + C2 e − √( p /2 ) x −
− (4 π)2 − p / 2
10
or y = C1e √( p /2 ) x + C2 e − √( p /2 ) x + sin 4 πx …(1)
32 π2 + p
= C1e5 √( p /2 ) + C2 e −5 √( p /2 ) + 0 .
Solving C1 = 0 = C2 .
10
∴ from (1), we have y= sin 4 πx.
32 π2 + p
10 2
∴ y = L−1 sin 4 πx or y = 10 e −32 π t sin 4 πx,
2
32 π + p
which is the required solution.
∂y ∂2 y
Example 17: Find the bounded solution of = , x > 0, t > 0,
∂t ∂x2
where y (0 , t) = 1, y ( x, 0 ) = 0 . (Meerut 2007)
Solution: Taking the Laplace transform of both the sides of the given equation, we
have
∂y ∂2 y d2 y
L = L or p y ( x, p) − y ( x, 0 ) =
2
∂t ∂x dx2
d2 y
or − p y =0
dx2
T-93
Comprehensive Exercise 4
(Meerut 2006)
T-94
∂y ∂2 y
3. = 2 , y ( x, 0 ) = 3 sin 2 π x , y (0 , t) = 0 = y (1, t), 0 < x < 1, t > 0 .
∂t ∂x
(Meerut 2006)
2
∂y ∂ y
4. = 2 2 , y (0 , t) = 0 , y (5, t) = 0 , y ( x, 0 ) = 10 sin 4 πx − 5 sin 6 πx.
∂t ∂x
(Meerut 2008)
∂u ∂u
5. − = 1 − e − t , 0 < x < 1, t > 0 , u ( x, 0 ) = x.
∂x ∂t (Meerut 2007)
A nswers 4
1. y ( x, t) = 6 e − 2 t − 3 x . 2. y = 30 e − 75 t cos 5 x.
2
3. y ( x, t) = 3 e − 4 π t
sin 2 πx.
2 2
4. y ( x, t) = − 5 e − 72 π t
sin 6 πx + 10 e − 32 π t
sin 4 πx.
5. u ( x, t) = ( x + 1) − e − t .
is called an “Integral equation” where y (t) and K (u, t) are known, a and b are either
constants or functions of t.
Here the function F (t) which appears under the sign of integration is to be determined.
2. Abel’s integral equation: An equation of the form
t F (u) du
G (t) = ∫
0 (t − u)n
is called Abel’s integral equation where F (u) is unknown and G (t) is known and n is a
constant between 0 and 1, i. e., 0 < n < 1.
3. Integral equation of Convolution type: An integral equation of the form
t
F (t) = y (t) + ∫ 0 K (t − u) F (u) du
which may also be expressed as
F (t) = y (t) + K (t) * F (t)
is called an integral equation of convolution type.
4. Integro-differential equation: An integral equation in which various derivatives of
the unknown function F (t) can also be present is called an Integro-differential equation.
t
For example, F ′ (t) = F (t) + y (t) + ∫ 0 sin (t − u) F (u) du.
T-95
1 1 p2 +1
or 1 − 2 L { F (t)} = or L { F (t)} = ⋅
p + 1 p p3
p 2 + 1 1 1
∴ F (t) = L−1 3 = L−1 + L−1 3
p p p
t2 t2
= 1+ = 1+ ⋅
Γ (3) 2
t2
Verification: We have F (t) = 1 + ⋅
2
Putting in the R.H.S. of the given equation, we have
t u2
R.H.S. = 1 + ∫ 1 + ⋅ sin (t − u) du
0 2
t
u2 t
= 1 + 1 + cos (t − u) − ∫0 u ⋅ cos (t − u) du
2 0
t2 t
= 1+ 1+ − cos t − [− u ⋅ sin (t − u)]0t − ∫0 sin (t − u) du
2
t2 t t2
=2+ − cos t − [cos (t − u)]0 = 2 + − cos t − (1 − cos t)
2 2
t2
= 1+ = F (t) = L.H. S.
2
Example 21: Solve the following equation for F (t) with the condition that F (0 ) = 0 ,
t
F ′ (t) = sin t + ∫0 F (t − u) cos u du .
1
∴ F (t) = ± 8 L−1 2 2
= ± 8 J0 (4 t).
√ ( p + 4 )
(See Q. 2 of Ex ercise 5 Chapter 2)
t F (u) du
Example 23: Solve the integral equation ∫0 = t (1 + t).
(t − u)1 /3
t
Example 24: Solve F ′ (t) = t + ∫0 F (t − u) cos u du, F (0 ) = 4.
Putting the values of F ′ ′ (t), F ′ (t) and F (t) from (3), (5) and (6) in (1), we get
t t
2 G (t) − 3 ∫0 G (u) du + 3 − 2 ∫ (t − u) G (u) du + 2 t − 8
0
= 4 e − t + 2 cos t
t
or 2 G (t) + ∫0 (− 2 t + 2 u − 3) G (u) du = 4 e − t + 2 cos t − 2 t + 5 ,
= 4 (1 − e − t ) + 2 sin t.
t
or 2 F ′ (t) − 3 F (t) − 2 ∫0 F (u) du = − 4 e − t + 2 sin t − 10 . [Using (2)]
= 4 (e − t − 1) − 2 (cos t − 1) − 10 t.
t
or 2 F (t) + ∫0 (− 2 t + 2 u − 3) F (u) du = 4 e − t − 2 cos t − 10 t + 6
1
or C1 = − ∫0 (1 − u) G (u) du.
t 1
= ∫0 (t − u) G (u) du + ∫0 (ut − t) G (u) du
t t 1
= ∫0 (t − u) G (u) du + ∫ 0 (ut − t) G (u) du + ∫ t (ut − t) G (u) du
t 1
= ∫0 (t − 1) u G (u) du + ∫t t (u − 1) G (u) du
1 (t − 1) u , if u < t
or F (t) = ∫0 K (t, u) G (u) du, where K (t, u) =
t (u − 1) , if u > t.
Hence from (1), we get
t (t − 1) u , u < t
G (t) + a ∫0 K (t, u) G (u) du = 0 , where K (t, u) =
(u − 1) t , u > t.
This is the required integral equation of the given differential equation.
Method 2: Integrating (1) between the limits 0 to t, we get
t t
∫0 F ′ ′ (u) du + a ∫0 F (u) du = 0
t
or [ F ′ (u)] 0t a + ∫ 0 F (u) du = 0
t
or F ′ (t) − F ′ (0 ) + a ∫ 0 F (u) du = 0.
Again integrating between the same limits, we get
t
[ F (u)] 0t − F ′ (0) [u]0t + a ∫ 0 (t − u) F (u) du = 0
t
or F (t) − F (0 ) − tF ′ (0 ) + a ∫ 0 (t − u) F (u) du = 0 …(1)
t
or F (t) − t F ′ (0 ) + a ∫ 0 (t − u) F (u) du = 0
For t = 1, this gives
1
F (1) − F ′ (0 ) + a ∫ 0 (1 − u) F (u) du = 0 [Using (2)]
T-101
1
or 0 − F ′ (0 ) + a ∫0 (1 − u) F (u) du = 0
1
or F ′ (0 ) = a ∫ 0 (1 − u) F (u) du.
Putting this value in (I), we get
1 t
F (t) − ta ∫0 (1 − u) F (u) du + a ∫0 (t − u) F (u) du = 0
1 t
or F (t) + a ∫ 0 t (u − 1) F (u) du + a ∫ 0 (t − u) F (u) du = 0
t 1
or F (t) + a ∫ 0 t (u − 1) F (u) du + a ∫ t t (u − 1) F (u) du
t
+a ∫0 (t − u) F (u) du = 0
t 1
or F (t) + a ∫ 0 u (t − 1) F (u) du + a ∫ t t (u − 1) F (u) du = 0
1 u (t − 1) , u< t
or F (t) + a ∫0 K (u, t) F (u) du = 0 , where K (u, t) =
t (u − 1) , u > t.
Example 27: Convert the given integral equation
t
F (t) − ∫0 (t − u) sec t ⋅ F (u) du = t
We know that,
d b (t) b (t) ∂K db da
∫ a (t) K (u, t) du = ∫ a (t) du + K (b, t) − K (a, t) ⋅ …(2)
dt ∂t dt dt
Differentiating (1) using the fact (2), we get
t
F ′ (t) − ∫ 0 [sec t + (t − u) sec t tan t] F (u) du = 1
t t
or F ′ (t) − ∫ 0 sec t ⋅ F (u) du − tan t ∫ 0 (t − u) sec t F (u) du = 1
t
or F ′ (t) − ∫ 0 sec t ⋅ F (u) du + tan t ⋅ [t − F (t)] = 1, [Using (1)] …(3)
Comprehensive Exercise 5
1 t
5. Solve y (t) = t + ∫0 (t − u)3 ⋅ y (u) du.
6
1 2 t
6. Solve the integral equation F (t) = t − ∫0 (t − u) F (u) du. (Agra 2003)
2
t
7. Solve 2 F (t) = 2 − t + ∫0 F (t − u) F (u) du.
t F (u) du 2
8. Solve ∫ 0 √ (t − u) = 1 + t + t .
A nswers 5
1 2 1 3
1. F (t) = at e − t 2. y (t) = − 1 + t − t + t
2 6
1
4. F (t) = 1 + 2 t 5. y (t) = (sinh t + sin t)
2
T-103
t 5 t4 t3
or F (t) + ∫ 0 (− 8t + 8u + 2) F (u) du = 12 − − t−2
2
10. F ′ ′ ′ (t) + 6 F (t) = 0 with F (0 ) = 4, F ′ (0 ) = − 3, F ′ ′ (0 ) = 2
∂ y
3. If y ( x, t) is a function of x and t, then L = …… .
∂t
2
∂ y
4. If y ( x, t) is a function of x and t, then L 2 = ……
∂x
b
5. An equation of the form F (t) = y (t) + ∫a K (u, t) F (u) du is called …… .
equation where y (t) and K (u, t) are known, a and b are either constants or
functions of t.
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. If y ( x, t) is a function of x and t then
∂2 y
L 2 = y ( x, p) − py ( x, 0 ) − yt ( x, 0 ) where L { y ( x, t)} = y ( x, p).
∂t
∂y ∂2 y
2. The differential equation = 2 2 with the condition y ( x, 0 ) = 10 sin 4 π x is
∂t ∂x
d2 y p
takes the form − y = − 5 sin 4 π x, where L { y ( x, t)} = y ( x, p).
dx2 2
t F (u)
3. An equation of the form G (t) = ∫0 du is called Abel’s integral equation
(t − u)n
where F (u) is unknown and G (t) is known and n is a constant between 0 and 1,
i. e., 0 < n < 1.
4. An integral equation in which various derivatives of the unknown function F (t)
can also be present is called an Integro transform equation.
A nswers
Multiple Choice Questions
1. (a) 2. (b) 3. (a)
True or False
1. F 2. T 3. T 4. F
¨
T-105
4
F ourier T ransforms
1 l nπx
where an = ∫ −l f ( x) cos dx …(2)
l l
1 l nπx
and bn = ∫ − l f ( x) sin l dx. …(3)
l
The series (1) with coefficients an and bn given by (2) and (3) respectively is called the
Fourier series of f (x), and the coefficients an and bn are called the Fourier coefficients
corresponding to f ( x).
At a point of discontinuity
1
f ( x) = [ f ( x + 0 ) + f ( x − 0 )].
2
If the function f ( x) defined in the interval (− l, l ) be an even function of x i.e. if
f (− x) = f ( x), then
1 l nπx 2 l nπx
an = ∫ f ( x) cos dx = f ( x) cos dx
l −l l l ∫0 l
1 l nπx
and bn = ∫ f ( x) sin dx = 0 .
l −l l
Therefore in this case we get Fourier cosine series.
Again if f ( x) be an odd function of x i.e. if f (− x) = − f ( x), then
1 l nπx
an = ∫ f ( x) cos dx = 0
l − l l
1 l nπx 2 l nπx
and bn = ∫ f ( x) sin dx = ∫ f ( x) sin dx
l − l l l 0 l
and thus in this case we get Fourier sine series.
Note: If f ( x) is a function of period 2l but is defined only in (0 , l ), we can extend it to
(− l, 0 ) so as to be an even or an odd function of x in the interval (− l , l )
1 ∞ ∞
0= ∫ −∞ f (v) sin w ( x − v) dw dv …(2)
2π ∫ − ∞
putting w = − p so that dw = − dp
1 ∞ ~
− ipx
= ∫ −∞ e f ( p) dp.
√ (2 π)
Note: Some authors also define the Fourier transform in the following forms :
~ ∞
(1) f ( p) = ∫ e − ipx f ( x) dx
−∞
T-108
1 ∞ ~
and f ( x) = ∫ −∞ f ( p) ⋅ e ipx dp.
2π
~ ∞
(2) f ( p) = ∫ e ipx f ( x) dx
−∞
1 ∞ ~
and f ( x) = ∫ −∞ e − ipx f ( p) dp.
2π
~ 1 ∞
(3) f ( p) = ∫ −∞ e − ipx f ( x) dx
√ (2π)
1 ∞ ~
and f ( x) = ∫ −∞ f ( p) ⋅ e ipx dp.
√ (2π)
2 ∞ ~
f ( x) = ∫0 f s ( p) sin px dp
π
1 ∞ ∞
= ∫0 dp ∫ −∞ { f (v) cos px cos pv + f (v) sin px sin pv} dv, where w = p
π
1 ∞ ∞ 1 ∞ ∞
= ∫0 cos px dp ∫ −∞ f (v) cos pv dv + ∫0 sin px dp ∫ −∞ f (v) sin pv dv
π π
1 ∞ ∞
or f ( x) = ∫0 cos px dp ∫ −∞ f ( x) cos px dx
π
1 ∞ ∞
+ ∫0 sin px dp ∫ −∞ f ( x) sin px dx …(1)
π
Now define f ( x) in (− ∞, 0 ) such that f ( x) is an odd function of x in (− ∞, ∞). Then
obviously f ( x) cos px is an odd function of x and f ( x) sin px is an even function of x in
(− ∞, ∞).
∴ From (1), we have
2 ∞ 2 ∞
f ( x) = ∫0 sin px dp × ∫0 f ( x) sin px dx
π π
2 ∞ ~
or f ( x) = ∫0 f s ( p) sin px dp .
π
Note: According to the authors who define
~ ∞
f s ( p) = ∫0 f ( x) sin px dx,
2 ∞ ~
we have f ( x) = ∫0 f s ( p) sin px dp.
π
2 ∞ ~
f ( x) = ∫0 f c ( p) cos px dp
π
at every point of continuity of f ( x).
This is an inversion formula for infinite Fourier cosine transform.
Proof: Proceeding as in article 4.7, we have
1 ∞ ∞
f ( x) = cos px dp ∫ f ( x) cos px dx
π ∫0 −∞
1 ∞ ∞
+ ∫ sin px dp ∫ f ( x) sin px dx. …(1)
π 0 −∞
2 ∞ ~
we have f ( x) = ∫0 f c ( p) cos px dx.
π
2 ∞
Now Fc { f (ax)} = ∫0 f (ax) cos px dx
π
1 2 ∞ p
= ⋅ ∫0 f (t) cos t dt ,
a π a
putting ax = t so that dx = (1 / a) dt
1 ~ p
= f c , from (1).
a a
putting x − a = t so that dx = dt
ipa 1 ∞ ipt
=e e f (t) dt
√ (2 π) ∫ − ∞
⋅
~
= e ipa f ( p) , from (1).
1 1 ∞ 1 ∞
= ∫ −∞ e i( p + a ) x f ( x) dx + ∫ e i ( p − a ) x f ( x) dx
2 √ (2 π) √ (2 π) − ∞
1 ~ ~
= [ f ( p + a) + f ( p − a)].
2
T-113
1 2 ∞
f ( x) ⋅ sin ( p + a) x dx
2 π ∫ 0
=
2 ∞
+ ∫0 f ( x) ⋅ sin ( p − a) x dx
π
1 ~ ~
= [ f s ( p + a) + f s ( p − a)].
2
(ii) We have
2 ∞
Fc { f ( x) sin ax} = ∫0 f ( x) sin ax cos px dx
π
2 1 ∞
= ⋅ ∫ f ( x) [sin ( p + a) x − sin ( p − a) x] dx
π 2 0
1 2 ∞
= ∫0 f ( x) sin ( p + a) x dx
2 π
2 ∞
− ∫0 f ( x) ⋅ sin ( p − a) x dx
π
1 ~ ~
= [ f s ( p + a) − f s ( p − a)].
2
(iii) We have
2 ∞
Fs f { ( x) sin ax} = ∫ f ( x) sin ax sin px dx
π 0
2 1 ∞
= ⋅ ∫ f ( x) [cos ( p − a) x − cos ( p + a) x] dx
π 2 0
T-114
1 2 ∞
f ( x) cos ( p − a) x dx
2 π ∫0
=
2 ∞ f ( x) cos ( p + a) x dx
− ∫
π 0
1 ~ ~
= [ f c ( p − a) − f c ( p + a)].
2
4.15 Theorem
If φ ( p) is the Fourier sine transform of f ( x) for p > 0, then
Fs { f ( x)} = − φ (− p) for p < 0 .
Proof: We have
2 ∞
Fs { f ( x)} = ∫ F ( x) sin px dx
π 0
2 ∞
= − ∫0 f ( x) sin sx dx = − φ (s)
π
= − φ (− p ), for p < 0.
Hence in general
φ (| p |), p > 0
Fs { f ( x)} =
− φ (| p |), p < 0
or Fs { f ( x)} = φ (| p |). Sgn p,
+ 1, p > 0
where the symbol Sgn p =
− 1, p < 0 .
~ 1 ∞ ∞
or F ( p, q) = f ( x, y) e i ( px + qy )dx dy
2 π ∫ −∞ ∫ −∞
which is Fourier transform of f ( x, y).
Inversion formula: Using inversion formula for Fourier transforms, we have
1 ∞ ~
f ( x, y) = ∫ f ( p, y) e − ipx dp
√ (2π) − ∞
~ 1 ∞ ~
and f ( p, y) = ∫ −∞ F ( p, q) e − iqy dq.
√ (2π)
1 ∞ ~
Hence f ( x, y) = ∫ −∞ F ( p, q) e − i( px + qy )dp dq,
2π
which is the inversion formula for the Fourier transform of f ( x, y).
4.17 Convolution
The function
1 ∞
H ( x) = F * G = ∫ −∞ F (u). G ( x − u) du
√ (2π)
is called the convolution or Falting of two integrable functions F and G over the
interval (− ∞, ∞).
Note: Some authors also define
∞
F*G= ∫ −∞ F (u). G ( x − u) du.
1 ∞ ∞
f (u) ∫ g ( y) e ip ( u + y )dy du,
2π ∫ − ∞
=
− ∞
1 ∞ 1 ∞
= ∫ f (u) e ipu ∫ g ( x) e ipx dx du
√ (2 π) − ∞ √ (2 π) − ∞
1 ∞ ipu
f (u) [e F { g ( x)}] du
√ (2 π) ∫ − ∞
=
1 ∞
= ∫ f (u) e ipu du F { g ( x)}
− ∞
√ (2 π)
1 ∞
= ∫ f ( x) e ipx dx F { g( x)}
− ∞
√ (2 π)
= F { f ( x)} ⋅ F { g ( x)} .
0 ∞
=∫ 0 ⋅ e ipt dt + ∫0 e − xt g(t) ⋅ e ipt dt
−∞
∞ ∞
= ∫0 e( ip− x ) t g (t) dt = ∫0 e − st g (t) dt , putting x − ip = s
= L { g (t)}.
Hence the Fourier transform of the function f (t) defined by (1) is the Laplace transform of the
function g (t).
Proof: By definition
1 ∞
F { f ′ ( x)} = ∫ −∞ f ′ ( x) ⋅ e ipx dx
√ (2π)
1 ∞ f ( x + h) − f ( x) ipx
= ∫ lim ⋅ e dx
√ (2 π) − ∞ h→ 0 h
1 ∞ f ( x + h) ipx 1 ∞ f ( x) ipx
= lim ∫ ⋅ e dx − lim ∫ −∞ ⋅ e dx
h→ 0 √ (2 π) − ∞ h h→ 0 √ (2 π) h
~
1 ∞ f ( x + h) ip( x + h ) − iph f ( p)
= lim ∫ ⋅e e d ( x + h) − lim
h→ 0 √ (2π) − ∞ h h→ 0 h
~
e − iph ∞ 1 f ( p)
= lim ∫ ⋅ f ( y) e ipy dy − lim
h→ 0 √ (2 π) − ∞ h h→ 0 h
~ ~
e − iph f ( p) f ( p)
= lim − lim
h→ 0 h h→ 0 h
~ e − iph − 1 ~
= f ( p) ⋅ lim = (− ip) f ( p).
h→ 0 h
(b) The Fourier transform of f n( x), the nth derivative of f ( x) is (− ip)n times the Fourier
transform of f ( x) provided that the first (n − 1) derivatives of f ( x) vanish as x → ± ∞ .
Proof: By definition
1 ∞
F { f n ( x)} = ∫ −∞ f n ( x) . e ipx dx.
√ (2π)
~ n ~
2
f c2 n+1 ( p) = − ∑ (− 1)r α2 n−2 r p2 r + (−1)n p2 n+1 f s ( p);
π
r =1
~ n ~
2
f s2 n ( p) = − ∑ (− 1)r α2 n−2 r p2 r −1 + (−1)n+1 p2 n f s ( p);
π
r =1
~ n ~
2
and f c2 n+1 ( p) = − ∑ (− 1)r α2 n−2 r −1 p2 r −1 + (−1)n+1 p2 n+1 f c ( p);
π
r =1
Thus, we have
~ n ~
2
f s2 n( p) = − ∑ (− 1)r α2 n−2 r p2 r −1 + (−1)n+1 p2 n f s ( p)
π
r =1
~ 2 n
and f c2 n + 1( p) = − ∑ (− 1)r α2 n−2 r +1 p2 r −1
π
r =1
~
+ (− 1)n+1 p2 n+1 f c ( p).
Note. The infinite sine and cosine transforms can be applied when the range of the
variable selected for exclusion is 0 to ∞.
Solution: We have
1 ∞
F { f ( x)} = ∫ −∞ e ipx f ( x) dx
√ (2π)
1 a b ipx ∞
0 ⋅ e ipx dx + e ⋅ e iωx dx + ∫ 0 ⋅ e ipx dx
√ (2 π) ∫ − ∞ ∫a
=
b
b
1 b i ( p + ω)x 1 e i( p + ω ) x
e dx
√ (2 π) ∫ a
= = ⋅
√ (2 π) i ( p + ω)
a
1 ei ( p + ω ) a − ei ( p + ω ) b
= ⋅
√ (2 π) p+ω
T-120
1 e ipa e − ipa
= −
√ (2 π) ip ip
2 i sin pa 2 sin pa
= = , p ≠ 0.
ip √ (2 π) p √ (2 π)
~
For p = 0 , F ( p) = 2 a / √ (2 π).
Solution: Let f ( x) = e − x .
~
Then f s ( p) = 2 ∞ 2
f ( x) sin px dx =
∞ −x
e sin px dx
π ∫0 π ∫0
∞
2 e− x
= (− sin px − p cos px)
π 1 + p2 0
p 2
=
2 π
1+ p
~
and f c ( p) = 2 ∞ 2
f ( x) cos px dx =
∞
e − x cos px dx
π ∫0 π ∫0
∞
2 e− x
= (− cos px + p sin px)
π 1 + p2 0
1 2 ⋅
=
2 π
1+ p
Applying inversion to the sine transform, we have
2 ∞ ~
f ( x) = ∫0 f s ( p) ⋅ sin px dp
π
2 ∞ p sin px
= ∫0 dp …(1)
π 1 + p2
and applying inversion to the cosine transform, we have
2 ∞ ~
f ( x) = ∫0 f c ( p) cos px dp
π
2 ∞ cos px
= ∫0 dp. …(2)
π 1 + p2
Now from Fourier integral theorem, we have
1 ∞ ∞
f ( x) = ∫ dp ∫ f (v) cos p ( x − v) dv
π 0 − ∞
1 ∞ ∞
or f ( x) = cos px dp ∫ f (v) cos pv dv
π ∫0 −∞
1 ∞ ∞
+ ∫ sin px dp ∫ f (v) sin pv dv. …(3)
π 0 − ∞
T-122
∞ cos px π −x
∴ ∫0 dp = e .
2 2
1+ p
2 π −x
∴ from (2) we have f ( x) = ⋅ e = e− x .
π 2
Case II: Again defining f ( x) in (− ∞, 0 ) such that f ( x) is an odd function of x, from
(2), we have
2 ∞ ∞
f ( x) = ∫0 sin px dp ∫0 f (v) sin pv dv.
π
Taking f ( x) = e − x and simplifying, we have
∞ p sin px π −x
∫0 dp = e .
1 + p2 2
2 π −x
∴ from (1), f ( x) = ⋅ e = e− x .
π 2
1
Example 4: Find Fourier cosine transform of f ( x) = and hence find Fourier sine
1 + x2
x
transform of F ( x) = ⋅
1 + x2 (Kanpur 2007, 10; Meerut 13; Rohilkhand 14)
Solution: We have
~
f c ( p) = 2 ∞
f ( x) cos px dx
π ∫0
2 ∞ cos px
= ∫0 dx .
π 2
1+ x
Differentiating both sides w.r.t. p, we have
d ~ 2 ∞ x sin px
f c ( p) = − ∫0 dx
dp π 2
1+ x
T-123
2 ∞ ( x2 + 1 − 1) sin px
= − ∫0 dx
π 2
x (1 + x )
2 ∞ sin px 2 ∞ sin px
= − ∫0 dx + ∫0 dx
π x π x (1 + x2 )
2 π 2 ∞ sin px ∞ sin px π
= − ⋅ + ∫0 dx . ∵ ∫0 dx =
π 2 π 2
x (1 + x ) x 2
d ~ π
and f c ( p) = − .
dp 2
π
∴ from (1), we have = A + B
2
π
and − = A − B .
2
π
Solving, A = 0 , B = .
2
~ π
∴ from (1), we have f c ( p) = e − p.
2
1 dn −1 dn
= n (a − ip) − n
(a + ip)−1
2 i da da
1
= (− 1)n (n !) [(a − ip)−( n+1) − (a + ip)−( n+1)]
2i
1
= (− 1)n (n !) [2 i r −( n+1) sin (n + 1) θ], putting a = r cos θ, p = r sin θ
2i
= (− 1)n n !(1 / r)n+1 sin (n + 1) θ.
∞
∴ ∫0 x n e − ax sin px dx = (n !) . [1 / (a2 + p2 )( n+1)/2 ] sin {(n + 1) tan−1 ( p / a)}.
1
= (− 1)n (n !) [(a − ip)−( n+1) + (a + ip)−( n+1)]
2
= (− 1)n (n !) (1 / r)n+1 cos (n + 1) θ,
∞ ∞
We have ∫0 e − ax x n cos px dx + i ∫0 e − ax x n sin px dx
∞
=∫ e − ax x n (cos px + i sin px) dx
0
∞ ∞
= ∫0 e − ax x n e ipx dx = ∫0 e −( a − ip ) x x ( n + 1) −1 dx
Γ (n + 1) ∞ Γ (n)
= ∵ ∫0 e − az z n − 1 dz =
(a − ip ) n+1 a n
Γ (n + 1)
= , putting a = r cos θ and p = r sin θ
n+1
r (cos θ − i sin θ) n + 1
n! 1
= (cos θ + i sin θ) n + 1 ∵ = cos θ + i sin θ
n +1
r cos θ − i sin θ
n!
= [cos (n + 1) θ + i sin (n + 1) θ]. ...(1)
r n +1
Equating real and imaginary parts on both sides of (1), we have
∞ n!
∫0 e − ax x n cos px dx = cos (n + 1) θ
r n +1
∞ n!
and ∫0 e − ax x n sin px dx = sin (n + 1) θ ,
r n +1
where r2 = a2 + p2 i. e., r = (a2 + p2 )1 /2 and θ = tan−1 ( p / a).
T-126
∞
Hence ∫0 e − ax x n cos px dx
n!
= cos { (n + 1) tan−1 ( p / a)}
2 2 ( n+1)/2
(a + p )
∞
and ∫0 e − ax x n sin px dx
n!
= sin {(n + 1) tan−1 ( p / a)}.
2 2 ( n+1)/2
(a + p )
e ax + e − ax
Solution: If f ( x) = πx , then we have
e − e − πx
~
f s ( p) = 2 ∞
f ( x) sin px dx
π ∫0
2 ∞ e ax + e − ax
= ∫ sin px dx
π 0 πxe − πx
−e
2 ∞ e ax + e − ax e ipx − e − ipx
= ∫0 ⋅ dx
π e πx − e − πx 2i
2 1 ∞ e( a + ip) x − e −( a + ip) x
= ∫ dx
π 2 i 0
e π x − e − πx
1 ∞ e( a − ip) x − e −( a − ip) x
dx
2i ∫ 0
−
e π x − e− π x
2 1 1 a + ip 1 1 a − ip
= ⋅ tan − ⋅ tan
π 2 i 2 2 2i 2 2
∞ e az − e − az 1 a
∵ From definite integrals, ∫ 0 e π z − e− π z dz = 2 tan 2
a + ip a − ip
sin sin
2 1 2 1 2
= −
π 4i a + ip 4 i a − ip
cos cos
2 2
a + ip a − ip a − ip a + ip
sin cos − sin cos
2
= 2 2 2 2
π a + ip a − ip
4 i cos cos
2 2
T-127
Solution: We have
~
f s ( p) = 2 ∞ 1
sin px dx . …(1)
π ∫0 x (a + x2 )
2
∞ 1
Let I = ∫0 sin px dx. …(2)
x (a + x2 )
2
dI d ∞ sin px
Then = ∫0 dx
dp dp x (a2 + x2 )
∞∂ sin px
=∫
0 ∂p x (a2 + x2 )
dx
∞ cos px
= ∫0 dx. …(3)
a2 + x2
d2 I ∞ x sin px
∴ =− ∫0 dx
dp2 a2 + x2
∞ x2 sin px ∞ ( x2 + a2 ) − a2
=− ∫0 dx = − ∫0 sin px dx
x (a2 + x2 ) x (a2 + x2 )
∞ sin px ∞ sin px
=− ∫0 dx + a2 ∫0 dx
x x (a2 + x2 )
π ∞ sin px π
=− + a2 I. ∵ ∫0 dx = ⋅
2 x 2
2
d I π
∴ − a2 I = −
2 2
dp
π d
or ( D2 − a2 ) I = − , where D ≡ ⋅
2 dp
dI
∴ = − Aae − ap + Bae ap. …(5)
dp
Now from (2), when p = 0, we have I = 0 and from (3), when p = 0, we have
∞
dI ∞ 1 1 tan−1 x = π ⋅
= ∫0 dx =
dp a2 + x2 a a 0 2 a
Solution: We have
~ 2 2 ∞ 2
Fc { e − x } = ∫0 e − x cos px dx = I …(1)
π
1 2 ∞ 2
= ∫0 (− 2 xe − x ) ⋅ sin px dx
2 π
1 2 − x2 ∞ − x2
= (e sin px)0∞ − p ∫ e cos px dx
2
π 0
2 ∞ − x2 1
But when p = 0, from (1) I = ∫0 e dx = ⋅
π √2
∴ from (2), A = 1 / √ 2.
2 2
Hence I = Fc { e − x } = (1 / √ 2) e − p /4 .
~ p
Example 9: Use the sine inversion formula to obtain f ( x) if f s ( p) = ⋅
1 + p2
Solution: Using Fourier sine inversion formula, we have
2 ∞ p
f ( x) = ∫0 ⋅ sin px dp
π 1 + p2
2 ∞ p2 2 ∞ ( p2 + 1) − 1
= ∫ 0 p (1 + p2 ) ⋅ sin px dp = π ∫ ⋅ sin px dp
π 0 2
p (1 + p )
2 ∞ sin px 2 ∞ sin px
= ∫0 dp − ∫ dp
π p π 0 p (1 + p2 )
π 2 ∞ sin px
or f ( x) = − ∫0 dp …(1)
2 π p (1 + p2 )
∞ sin px π
∵ ∫0 dp =
p 2
df 2 ∞ cos px
∴ = − ∫0 dp …(2)
dx π 2
1+ p
d2 f 2 ∞ p sin px
and = ∫0 dp
2 π 2
dx 1+ p
2
d f
or − f =0
dx2
whose solution is f = A e x + B e − x . …(3)
df
∴ = A e x − B e− x . …(4)
dx
π
Now when x = 0 , f = , from (1)
2
df 2 ∞ dp π
and = − ∫0 = − , from (2).
dx π 1 + p2 2
π π
∴ from (3) and (4), = A + B and − = A − B .
2 2
π π
Solving, A = 0 , B = . Hence f ( x) = e − x .
2 2
T-130
Comprehensive Exercise 1
∞ Γ (m) Γ (m) mπ mπ
= ∫0 e ipx x m − 1 dx = m
= cos
m
− i sin
(ip) p 2 2
T-131
e ax + e − ax
(ii) Find the cosine transform of ⋅
e πx + e − πx (Purvanchal 2014; Kanpur 14)
1
6. Find the sine transform of and deduce that
e πx − e − πx
1
Fs (cosech πx) = tanh ( p / 2).
√ (2 π)
7. Find the Fourier sine transform of f ( x) , if
0 , 0 < x < a
f ( x) = x, a ≤ x ≤ b
0 , x > b.
8. Find f ( x) if its cosine transform is 1/(1 + p2 ).
~ 1
9. Find f ( x) if f c ( p) = πe − p.
2
10. Find f ( x) if its sine transform is π / 2.
11. Find f ( x) if (i) its sine transform is e − ap, (Kanpur 2012)
− ap
(ii) its cosine transform is e .
~
12. Find the inverse Fourier transform of f ( p) = e −| p | y .
~
13. Find f ( x) if f s ( p) = pn e − ap.
14. Find f ( x) if its cosine transform is
~ 1 p
a − , if p < 2 a
f c ( p) = √ (2 π) 2
0, if p ≥ 2 a
~ e − ap
15. Find f ( x) if f s ( p) = . Hence deduce Fs −1 {1/ p}.
p
A nswers 1
sin pε i 2
1. (ii) (ii) − ⋅ (ap cos ap − sin ap)
pε 2 π
p
1 2
2. (ii) ⋅ [1 − cos pa]
2 π
ap
2 sin p 2 cos p
4. (i) 2 ⋅ (1 − cos p); 2 ⋅ (1 − cos p).
π p2 π p2
Γ(m) 2 mπ Γ(m) 2 mπ
(ii) m
sin ; m cos
p π 2 p π 2
p /2
2 cos (a / 2) ⋅ (e + e − p /2 )
5. (i) √ (π / 2) . e − p (ii)
π 2 cos a + e + e − p
p
1 ep − 1
6.
2 √ (2 π) ep + 1
8. √ (π / 2) e − x
9. π ⋅ 1 10. √ (π / 2).(1 / x)
2 1 + x2
2 ⋅ x 2 ⋅ a y √2
11. 2 ; 2 12.
π a + x2 π a + x2 √ π( y2 + x2 )
−1
13. 2 ⋅ n !sin {(n + 1) tan ( x / a)} 14. π −1 x −2 sin2 ax
π (a2 + x2 )( n + 1)/2
15. √ (2 / π) tan−1 ( x / a) ; √ (π / 2)
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The Fourier transform is a linear transformation.
~
2. If f c ( p) is the infinite Fourier cosine transform of f ( x), then the infinite
~ p
Fourier cosine transform of f (ax) is f c ⋅
a
3. 2 ⋅ x
is the inverse Fourier sine transform of e − ap.
2
π a + x2
~ ~
4. If f s ( p) and f c ( p) are infinite Fourier sine and cosine transforms of f ( x)
1 ~ ~
respectively, then Fs { f ( x) sin ax} = [ f c ( p − a) + f c ( p + a).
2
T-134
~ ~
5. The Fourier transform of f ′ ( x), the derivative of f ( x) is (− ip) f ( p), where f ( p)
A nswers
True or False
1. T 2. F 3. T 4. F 5. T
6. T
¨
T-135
5
F inite F ourier T ransforms
1~ 2 ∞ ~ pπx
f ( x) =
l
f c (0 ) + ∑
l p=1
f c ( p) cos
l
,
~ l
where f c (0 ) = ∫0 f ( x) dx .
If π is taken as the upper limit for the finite Fourier cosine transform then the inversion formula is
given by
1 ~ 2 ∞ ~
f ( x) =
π
f c (0 ) + ∑ f c ( p) cos px ,
π p=1
~ π
where f c (0 ) = ∫0 f ( x) dx .
2 l pπx 2 ~
where ap = ∫0 f ( x) cos
dx = f c ( p).
l l l
2 l 2 ~
∴ a0 = ∫ 0 f ( x) dx = l f c (0).
l
1~ 2 ∞ ~ pπx
∴ f ( x) =
l
f c (0 ) + ∑ f c ( p) cos l .
l p=1
Note: The upper limit for Fourier sine or cosine transforms will be taken as x = π, if not
given in the problem.
~ π ~
Fs ( p, q) = ∫ f ( p, y) sin qy dy.
0 s
~ π π
∴ Fs ( p, q) = ∫0 ∫0 f ( x, y) sin px sin qy dx dy,
2 ∞ ~
and f ( x, y) = ∑ f s ( p, y) sin px.
π p=1
∞ ∞ ~
4
Hence f ( x, y) =
π 2 ∑ ∑ Fs ( p, q) sin px sin qy.
p=1q =1
Similarly we can find the inversion formula for double finite cosine transform of
f ( x, y).
π π
= [ f ′ ( x) sin px ]0 − p ∫ f ′ ( x) cos px dx
0
~
= − p f (π) cos pπ + p f (0 ) − p2 f s ( p).
~
Hence Fs { f ′ ′ ( x)} = − p2 f s ( p) + p { f (0 ) − (− 1) p f (π)}.
T-139
π π
= [ f ′ ( x) cos px ]0 + p ∫ f ′ ( x) sin px dx
0
(Integrating by parts taking f ′ ′ ( x) as second function)
π π
= f ′ (π) cos pπ − f ′ (0 ) + p [ f ( x) sin px]0 − p2 ∫ f ( x) cos px dx
0
~
= (− 1) p f ′ (π) − f ′ (0 ) − p2 f c ( p).
~
Hence Fc { f ′ ′ ( x)} = − p 2 f c ( p) − f ′ (0 ) + (− 1) p f ′ (π). ...(1)
Note: If f ′ ′ ( x) and f ′ ′ ′ ( x) are continuous and if f (4 ) ( x) is sectionally continuous,
then replacing f ( x) by f ′ ′ ( x) in (1), we have
Fc { f 4 ( x)} = − p2 Fc { f ′ ′ ( x)} − f ′ ′ ′ (0 ) + (−1) p f ′ ′ ′ (π)
~
= − p2 [− p2 f c ( p) − f ′ (0 ) + (− 1) p f ′ (π)] − f ′ ′ ′ (0 ) + (− 1) p f ′ ′ ′ (π)
T-140
~
= p 4 f c ( p) + p2 [ f ′ (0 ) − (− 1) p f ′ (π)] − f ′ ′ ′ (0 ) + (−1) p f ′ ′ ′ (π).
Similarly finite Fourier cosine transforms of other derivatives of even order can be
found.
~
Theorem 2: If f c ( p) is the cosine transform of a sectionally continuous function f ( x), 0 ≤ x ≤ π,
then
~ ~
−1 f c ( p) x π f (0 )
Fc = ∫0 ∫ t f (r) dr dt + c ( x − π)2 + A,
2 2π
p
π π
= [ f ( x) sin px]0 − p ∫ f ( x) cos px dx
0
(Integrating by parts, taking f ′ ( x) as second function)
= − p Fc { f ( x)}, ( p = 1, 2, 3,...).
(b) We have
π
Fc { f ′ ( x)} = ∫0 f ′ ( x) cos px dx
π π
= [ f ( x) cos px]0 + p ∫ f ( x) sin px dx
0
[Integrating by parts]
= f (π) cos pπ − f (0 ) + p Fs { f ( x)}, ( p = 0 , 1, 2,...)
= pFs { f ( x)} − f (0 ) + (−1) p f (π).
Note: If H ( x) is any sectionally continuous function, the above properties may be
written as
x
Fs { H ( x)} = − p Fc ∫ H (r) dr , ( p = 1, 2, ......)
0
1 ~ π x ~
and Fc H ( x) − Hc (0 ) = p Fs ∫ H (r) dr − Hc (0 ) ,
π 0 π
( p = 0 , 1, 2, ......)
T-141
5.9 Convolution
Let F ( x) and G ( x) be two functions defined on the interval −2 π < x < 2 π, then the function
π
F ( x) * G ( x) = ∫−π F ( x − y) G ( y) dy
Example 1: Find the finite Fourier sine and cosine transforms of the function
f ( x) = 2 x, 0 < x < 4. (Agra 2003)
Solution: We have
~ l
f s ( p) = ∫0 f ( x) sin ( pπx / l ) dx]
4
= ∫ 2 x sin ( pπx / 4) dx, as l = 4
0 (Given)
4
− 2 x cos ( pπx / 4) 4 cos ( pπx / 4)
= +2∫ dx
pπ / 4 0 pπ / 4
0
4
32 8 sin ( pπx / 4) 32
=− cos pπ + =− cos pπ.
pπ pπ pπ / 4 0 pπ
~ l 4
Also f c ( p) = ∫0 f ( x) cos ( pπx / l) dx = ∫ 2 x cos ( pπx / 4) dx, as l = 4
0
4
2 x sin ( pπx / 4) 4 sin ( pπx / 4)
=
p π / 4 − 2 ∫0 pπ / 4
dx
0
4
8 cos ( pπx / 4) 32
= = (cos pπ − 1) , if p > 0
pπ pπ / 4 0 p2 π2
~ 4
and if p = 0, then f c ( p) = ∫0 2 x ⋅ 1 dx = 16.
π
1 x 1 1 π1
= − − −1 + cos px − ∫ cos px dx
p
π p 0 p2 0 π
1 1 π 1
3 [
= − sin px]0 = , if p > 0
2
p p π p2
and when p = 0,
~ π π x2
f c ( p) = ∫0 3
− x + dx = 0
2π
~ π
(ii) f c ( p) = ∫0 sin nx cos px dx
1 π
= ∫0 [sin (n + p) x + sin (n − p) x] dx
2
π
1 cos (n + p) x cos (n − p) x
=
2
−
n+ p
−
n− p , if p ≠ n
0
~ 1 cos (n + p) π cos (n − p) π 1 1
∴ if p ≠ n, f c ( p) = − − + + ⋅
2 n + p n − p n + p n − p
If p = n,
~ π 1 π
then f c ( p) = ∫sin nx cos nx dx = sin 2 nx dx
∫
0 2 0
π
1 cos 2 nx
= − =0.
2 2 n 0
~ 2n
∴ f c ( p) = 0 or according as n − p is even or odd.
n − p2
2
cos k (π − x)
Example 3: Find the finite cosine transform of f ( x) if f ( x) = − ⋅
k sin kπ
Solution: We have
~ π cos { k (π − x)}
f c ( p) = − ∫ cos px dx
0 k sin k π
1 π
=− ∫0 [cos { k (π − x) + px} + cos { k (π − x) − px}] dx
2 k sin kπ
T-143
π
1 sin (kπ − kx + px) sin (kπ − kx − px)
=− −
2 k sin kπ p− k p+ k
0
1 sin pπ sin (− pπ) sin kπ sin kπ
=− − − +
2 k sin kπ p − k p+ k p− k p + k
1 1 1 1
= − = 2 , k ≠ 0 , 1, 2, 3, ......
2k p − k p + k p − k2
π
π sin kx x cos k (π − x)
=∫
0
2
− sin px dx
2 k sin kπ 2 k sin kπ
π π
= ∫0 sin kx sin px dx
2 k sin2 kπ
1 π
− ∫0 x cos k (π − x) sin px dx
2 k sin kπ
π π
= ∫0 [cos ( p − k ) x − cos ( p + k ) x] dx
2
4 k sin kπ
1 π
− ∫0 x [sin (kπ − kx + px) + sin ( px − kπ + kx)] dx
4 k sin kπ
π
π sin ( p − k ) x sin ( p + k ) x
= −
2 p− k p+ k
4 k sin kπ 0
π
1 cos (kπ − kx + px) cos ( px − kπ + kx)
− ⋅ x− −
4k sin kπ ( p − k) ( p + k) 0
1 π cos (kπ − kx + px) cos ( px − kπ + kx)
+
4 k sin kπ ∫ 0 1⋅ − ( p − k)
−
( p + k)
dx
π sin ( p − k ) π sin ( p + k ) π
= −
2 p− k p+ k
4 k sin kπ
π 1 1
+ cos pπ ⋅ +
4 k sin kπ p − k p + k
π
1 sin (kπ − kx + px) sin ( px − kπ + kx)
− +
4 k sin kπ ( p − k )2 ( p + k )2 0
T-144
π 1 1
= ⋅ sin pπ cos kπ ⋅ −
2 p − k p + k
4 k sin kπ
1 1 π 2p
− cos pπ sin kπ ⋅ + + ⋅ cos pπ
p − k p + k 4 k sin k π p − k2
2
1 1 1
+ ⋅ sin kπ ⋅ −
2
4 k sin kπ
( p − k ) ( p + k )2
2 2
1 ( p + k) − ( p − k)
= ⋅
4k ( p2 − k 2 )2
p
= , (| k | ≠ 0 , 1, 2,...).
( p − k 2 )2
2
Example 5: Find f ( x) if
pπ
~ 6 sin − cos pπ
2 2
f c ( p) = for p = 1, 2, 3,...... and for p = 0,
(2 p + 1) π π
where 0 < x < 4.
1~ 2 ∞ ~ pπx
Solution: We have f ( x) =
l
f c (0 ) + ∑ f c ( p) cos l
l p=1
pπ
6 sin ∞ − cos pπ
1 2 2 2 pπx
= ⋅ + ⋅ ∑ cos
4 π 4 p=1 (2 p + 1) π 4
Solution: We have
2 ∞ ~
f ( x) = ∑ f s ( p) sin px
π p=1
2 ∞ 1 − cos pπ
= ∑ sin px
π p = 1 p2 π2
∞
2 1 − cos pπ
= ∑
π3 p = 1 p2
sin px.
T-145
Comprehensive Exercise 1
A nswers 1
1
1. (i) [1 − (− 1) p]; 0
p
π (−1) p + 1 (−1) p − 1 π2
(ii) ; , if p = 1, 2, 3,... and , if p = 0 ⋅
p 2 2
p
1 (−1) p + 1
2. (i) ;
p 4p
1 1
(ii) [1 − (−1) p] ; [(−1) p − 1]
2
πp 4 πp2
3. (i) (2 / p2 ) sin ( pπ / 2) , (ii) (π / p) cos pc .
4. (i) (2 / p) sin ( pπ / 2), p > 0 and 0, if p = 0.
2 π
(ii) , if p > 0 and , if p = 0
2 3
πp
2 6π
5. (i) [1 − (− 1) p], (ii) (−1) p + 1
3
p p3
6. (i) 0, if p ≠ n , and π / 2, if p = n
π 1
(ii) {(− 1) p + 2} + {(− 1) p − 1}
6p πp3
p 6 π2
7. (i) [1 − (−1) p cos kπ], (ii) π (− 1) p − ,
2
p −k 2
p
3 p
p
(iii) [1 − (−1) p e cπ ]
c + p2
2
c p
8. 9. , k ≠ 0 , 1, 2,... .
2 2
c +p p − k2 2
64 128 128 64
10. − cos pπ + (cos pπ − 1) ; cos p π, if p > 0; , if p = 0
pπ 3 3 2 2 3
p π p π
∞
cos (2 pπ / 3)
11. 1 + 2 ∑ (2 p + 1)2
cos pπx
p=1
True or False
Write ‘T’ for true and ‘F’ for false statement.
~
1. If f s ( p) is the finite Fourier sine transform of f ( x) on the interval (0 , π) then
the
2 ∞ ~
inversion formula for sine transform is f ( x) = ∑ f s ( p)sin px
π p=1
~ 1 − cos pπ
4. If the finite sine transform is given by f s ( p) = , where 0 < x < π , then
p2 π2
∞ 1 − cos pπ
2
the value of f ( x) is
π 3 ∑
p2
sin px.
p =1
A nswers
Multiple Choice Questions
1. (c) 2. (a) 3. (c) 4. (d)
Fill in the Blank(s)
π
1. ∫0 f ( x ) sin px dx 2. inverse finite 3. Convolution
− 32
4. cos pπ
pπ
True or False
1. T 2. F 3. T 4. T
¨
T-149
6
A pplications
of F ourier
T ransforms in I nitial and
B oundary V alue P roblems
∞ ∂V ∂V
=−p
∫0 cos px ⋅ ∂x dx, if
∂x
→ 0 as x → ∞
T-150
∞
∞
= − p (V ⋅ cos px )0 + p
∫0 V sin px dx
~ ~
= p (V ) x = 0 − p2 V s where V s is the sine transform of V and
assuming that V → 0 as x → ∞ .
Again applying the cosine transform, we have
∞
∞ ∂2V ∂V ∞ ∂V
∫0 cos px ⋅ 2
∂x
dx =
∂x
cos px + p
0 ∫0 sin px ∂x
dx
∂V ∞
∞
+ p [V sin px]0 − p2
=−
∂x x = 0 ∫0 V cos px ⋅ dx
∂V
if → 0 as x → ∞
∂x
∂V ~
=− − p2 V c if V → 0 as x → ∞,
∂x x = 0
~
where V c is the cosine transform of V.
∂2V
Thus we see that for the exclusion of from a differential equation we require
∂x2
(V ) x = 0 in sine transform
∂V
and in cosine transform.
∂x x = 0
Note 1: By the Fourier sine or cosine transform we cannot exclude a derivative of odd
order from the given differential equation.
Note 2: When one of the variables in a differential equation ranges from − ∞ to ∞ then
that variable can be excluded with the help of complex Fourier transform.
2µ ∞ cos px 2
1 − e − kp t dp .
U ( x, t) =
π ∫0 p2
∂U
Solution: Since is given, so taking the Fourier cosine transform of both the
∂x x = 0
sides, we have
∞ ∞ ∂2U
2 ∂U 2
π ∫0 ∂t
cos px dx = k
π ∫0 ∂x2
cos px dx
∞
∞
2 d 2 ∂U
or
π dt ∫0 U cos px dx = k
π ∂x
cos px
0
∞
2 ∂U
+ kp
π ∫0 ∂x
sin px dx
d ~ 2 ∂U 2 ∞
or (U c ) = − k ⋅ + kp (U sin px )0
dt π ∂x x = 0
π
∞
2
− kp2
π ∫0 U cos px dx
∂U
if → 0 as x → ∞
∂x
~
dUc 2 ~
2
or = ⋅ kµ − kp U c if U → 0 as x → ∞
dt π
d ~ ~ 2
or U c + kp2 U c = kµ ,
dt π
which is a linear differential equation of first order.
kp2 dt 2
I.F. = e ∫ = e kp t .
∴ its solution is
2 ~ 2 2
e kp t
⋅ U c = A + k µ e kp t dt
π ∫
2 µ 2
= A + 2 e kp t .
π p
~
But when t = 0 ,Uc = 0 . [∵ U = 0 when t = 0 ]
2 µ
∴ 0 = A+ 2
π p
µ 2
or A= − 2
⋅√ .
p π
2 ~ 2 µ 2
∴ e kp t U c = ⋅ 2 − 1 + e kp t
π p
~ 2 µ 2
or U c = ⋅ 2 (1 − e − kp t ).
π p
∞ ~
2
Uc =
π ∫0 U c cos px dp
2µ ∞ cos px 2
⋅ 1 − e − kp t dp .
or Uc =
π ∫0 p 2
∂U ∂2U
Example 2: Solve =2 2
∂t ∂x
if U (0 , t) = 0 , U ( x, 0 ) = e − x , x > 0 , U ( x, t) is bounded where x > 0 , t > 0 . (Meerut 2013B)
Solution: Since U (0 , t) is given, so taking the Fourier sine transform of both the sides,
we have
∞ ∞ ∂2U
2 ∂U 2
π ∫0 ∂t
sin px dx = 2
π ∫0 ∂x2
sin px dx
∞ ∞
d 2 2 ∂U
or
dt
π ∫0 U sin px dx = 2 ⋅
π ∂x
sin px
0
∞
2 ∂U
−2 p
π ∫0 ∂x
cos px dx
∂U
if → 0 as x → ∞ .
∂x
d ~ 2 ∞ 2 ∞
U s = − 2 p (U cos px )0 − 2 p2
or
dt π π ∫0 U sin px dx
if U → 0 as x → ∞
2 ~
= 2 p U (0 , t) − 2 p2 U s
π
~
dUs ~ 2
or + 2 p2 U s = 2 p U (0 , t) = 0
dt π
~ 2
whose solution is U s = Ae −2 p t
…(1)
−x
But U ( x, 0 ) = e .
~ 2 ∞
e − x sin px dx
∴ when t = 0 , U s =
π ∫0
∞
−x
2 e
= 2
(− sin px − p cos px)
π 1 + p
0
p 2
= .
1 + p2 π
~ 2 p 2
Hence Us = e −2 p t .
π 1 + p2
Example 3: Using the Fourier sine transform, solve the partial differential equation
∂V ∂2V
= k 2 for x > 0 , t > 0 , under the boundary conditions V = V0 when x = 0 , t > 0 , and the
∂t ∂x
initial condition V = 0, when t = 0 , x > 0 .
Solution: Taking the Fourier sine transform of both the sides, we have
2 ∞ ∂V 2 ∞ ∂2V
π ∫0 ∂t
sin px dx = k
π ∫0 ∂x2
sin px dx
d 2 ∞ ~ 2
V sin px dx = − kp2 V s + kp
or
dt π ∫0 V (0 , t)
π
~ 2 2 V 2
or V s e kp t
= c + 0 e kp t …(1)
π p
~
But when t = 0 , V s = 0 . [∵ V = 0 when t = 0]
2
2V0 ∞ sin px ∞ e − kp t
or V =
π
∫0 p
dp −
∫0 p
⋅ sin px dp
2
2V0 π ∞ e − kp t
= −
π 2 ∫0 p
sin px dp
2
2 ∞ e − kp t
or V ( x, t) = V0 1 −
π ∫0 p
sin px dp ⋅
Note: In terms of Error function or Complementary error function the solution may be
written as
x x
V ( x, t) = V0 1 − erf = V0 erf c as shown below.
2 √ (kt) 2 √ (kt)
We know that
∞ 2 2 √ π −β2 / α 2
x
e−α
∫0 cos 2βx dx =
2α
e .
∞ 2 2 1 √π β/α 2
x
e−α e − u du,
or
∫0 2x
sin 2βx dx =
2α
α
∫0
β
putting = u so that dβ = α du
α
∞ 2 2 sin 2βx π 2 β/ α 2
x
e−α e − u du
or
∫0 ⋅
x
dx = ⋅
2 √π ∫0
π
= erf (β / α) .
2
2 ∞ 2 sin px
e − kp t
∴
π ∫0 ⋅
p
dp
2 ∞ 2 sin 2 ux
e −4 ktu ⋅
=
π ∫0 u
du , putting p = 2 u so that dp = 2 du
2 π x x
= ⋅ erf = erf .
π 2 2 √ (kt) 2 √ (kt)
d2 1 ∞
ye ipx dx = c 2 (− ip)2 ~
or 2
dt √ (2 π) ∫− ∞ y ( p, t)
d2 ~
y ( p, t)
or = − c 2 p2 ~
y ( p, t)
dt2
d2 ~
y ( p, t)
or + c 2 p2 ~
y ( p, t) = 0
dt2
whose solution is
~y ( p, t) = A cos cpt + B sin cpt. …(2)
Initially the string is at rest.
∂y
∴ = 0, at t = 0 .
∂t
1 ∞ ∂y d 1 ∞
⋅ e ipx dx = ye ipx dx
∴
√ (2 π) − ∞ ∂t ∫ dt √ (2 π) − ∞ ∫
d ~y ( p, t)
= = 0 , at t = 0 .
dt
∴ from (2), we have 0 = Bcp or B = 0 .
Also at t = 0, y = f ( x) .
1 ∞ ~
at t = 0 , ~ f (u) e ipu du = f ( p) .
∴ y ( p, 0 ) =
√ (2 π) ∫− ∞
~
∴ from (2), we have f ( p) = A .
~ ~
Hence y ( p, t) = f ( p) cos cpt.
Taking the inverse Fourier transform, we have
1 ∞ ~
f ( p) cos cpt e − ipx dp
y ( x, t) =
√ (2π) − ∞ ∫
1 ∞ ∞
f (u) e ipu du cos cpt e − ipx dp
=
2π ∫ − ∞ ∫ − ∞
T-156
1 ∞ ∞
f (u) e ipu du (e icpt + e − icpt ) e − ipx dp
=
4π ∫− ∞ ∫− ∞
1 1 ∞ ∞
f (u) e − iαudu (e − icαt + e icαt ) e iαx dα ,
=
2 2π ∫− ∞ ∫− ∞
putting p = − α so that dp = − dα
1 1 ∞ ∞
f (u) e − iαu e iα ( x + ct)dα du
=
2 2π ∫− ∞
∫− ∞
1 ∞ ∞
f (u) e − iαu e iα ( x − ct) dα du
+
2π ∫− ∞
∫− ∞
1
= [ f ( x + ct) + f ( x − ct)] .
2
(From Fourier integral formula, see article 4.3)
Example 5: If the flow of heat is linear so that the variation of θ (temperature) with z and y may
be neglected and if it is assumed that no heat is generated in the medium, then solve the differential
∂θ ∂2θ
equation = k 2 (one dimensional heat equation) where − ∞ < x < ∞ and θ = f ( x) where
∂t ∂x
t = 0, f ( x) being a given function of x.
Solution: Taking the Fourier transform of both the sides of the given equation, we have
1 ∞ ∂θ ipx 1 ∞ ∂2θ ipx
√ (2 π) ∫− ∞ ∂t
e dx = k
√ (2 π) ∫ − ∞ ∂x2 e dx
d 1 ∞ ~
θ ⋅ e ipx dx = k (− ip)2 θ
or
dt √ (2 π) ∫− ∞ [From article 4.20 (b)]
~ ~
where θ = θ ( p, t) is the Fourier transform of θ ( x, t)
d ~ ~
or θ = − kp2 θ
dt
whose solution is
~ 2
θ = A e − kp t
…(1)
Now at t = 0 , θ = f ( x) .
~ 1 ∞ ~
f ( x) e ipx dx = f ( p) .
∴ at t = 0, θ =
√ (2 π) ∫− ∞
~ ~
∴ from (1), at t = 0, θ = f ( p) = A ;
~ ~ 2
hence from (1), θ = f ( p) e − kp t .
Taking the inverse Fourier transform, we have
1 ∞ ~ 2
f ( p) e − kp t e − ipx dp
θ ( x, t) =
√ (2 π) − ∞ ∫
1 ∞ ~ 2
f ( p) e − kp t − ipx
or θ ( x, t) =
√ (2 π) ∫− ∞ dp.
T-157
∂4V ∂2V
Example 6: Solve 4
+ = 0 , − ∞ < x < ∞, y ≥ 0
∂x ∂ y2
2 ∞ ~
ip
∂ V e ipx
∞ ∂2V ipx d2
V
dx +
or −
√ (2 π) ∂x2
−∞
− ip
∫ −∞ ∂x2 e
dy2
=0 ,
∂3V
since → 0 as x → ± ∞
∂x3
∞ ~
(ip)2 ∂V ipx ∞ ∂V ipx d2 V
or
√ (2 π) ∂x
e
−∞
− ip
∫ −∞ ∂x
e dx +
dy2
= 0,
∂2V
since → 0 as x → ± ∞
∂x2
~
(ip)3 ∞ ∞ d2 V
or − Ve ipx
( )− ∞ − ip∫ −∞ V e ipx
dx + =0
√ (2 π) dy2
~
(ip)4 ∞
ipx d2 V
or
√ (2 π) ∫ −∞ V e dx +
dy2
=0
~
4
~ d2 V
or p V + =0
dy2
whose solution is
~
V = A cos p2 y + B sin p2 y. …(1)
∂V
Since on y = 0, V = f ( x) and = 0,
∂y
T-158
∞ ~
2 ∂U 2 ∞ d2 U c
or
π ∂x
⋅ cos px + p
0 π ∫0 sin px dx +
dy2
=0
∂U ∂U
→ 0 as x → ∞ and → 0 as x → 0 . By symmetry
∂x ∂x
T-159
~
2 ∞ 2 ∞ d2 U c
p [U sin px)] 0 − p2
or
π π ∫0 U cos px dx +
dy2
=0
~
d2 U c ~
or 2
− p2 U c = 0 (if U → 0 as x → ∞)
dy
~
whose solution is U c = Ae py + Be − py. …(2)
~
Now as y → ∞, U c → 0 . ∴ A = 0 .
~
∴ U c = Be − py. …(3)
Also when y = 0 ,
~ a ∞
2 2
Uc =
π ∫0 1⋅ cos px dx +
π ∫0 0 ⋅ cos px dx
a
2 sin px
=
π p
0
2 sin pa
= ⋅
π p
2 sin pa
∴ from (3), = B.
π p
~ 2 sin pa − py
Hence U c = ⋅e .
π p
1 ∞ e − py
=
π ∫0 p
⋅ [sin (a + x) p + sin (a − x) p] dp
1 ∞ 1 ∞
e − py ⋅ p−1 sin (a + x) p dp + e − py ⋅ p−1 sin (a − x) p dp
=
π ∫0 π ∫0
1 −1 a + x a − x
= tan + tan−1
π y y
∞ r
e − sx x −1 sin rx dx = tan−1
assuming the result
∫0 s
,r>0 ,s>0 .
l l
pπx pπ pπx (Integrating by parts)
= U ( x, t) sin
l 0
−
l ∫0 U cos l
dx
∂U pπ
or Fs =− Fc {U }
∂x l
l pπx
∂U ∂u
and Fc =−
∂x ∫0 ∂x cos l
dx
l l
pπx pπ pπx
= U ( x, t) cos
l 0
+
l ∫0 U sin l
dx
∂U pπ
or Fc = Fs {U } − {U (0 , t) − U (l, t) cos pπ} .
∂x l
∂2U
(b) The finite Fourier sine and cosine transforms of where U is a function of x and t, for
∂x2
0 < x < l, t > 0 .
l
∂2U l ∂2U pπx ∂U pπx pπ l ∂U pπx
Fs 2 =
∂x
∫0 ∂x2 sin
l
dx =
∂x
sin
l 0
−
l ∫0 ∂x cos l
dx
l
pπ pπx pπ l pπx
=−
l
U cos
l
+
0 l ∫0 U ⋅ sin
l
dx
pπ pπ
=− Fs {U } − {U (0 , t) − U (l, t)cos pπ}
l l
∂2U p2 π2 pπ
or Fs 2 = − Fs (U ) + {U (0 , t) − U (l, t) cos pπ}
∂x l l
l
∂2U l ∂2U pπx ∂U pπx pπ l ∂U pπx
and Fc 2 =
∂x
∫0 ∂x2 cos
l
dx =
∂x
cos
l 0
+
l ∫0 ∂x sin l
dx
pπ ∂U
= Fs − {U x (0 , t) − U x (l, t) cos pπ}
l ∂x
T-161
∂2U p2 π2
or Fc 2 = − 2 Fc {U } − {U x (0 , t) − U x (l, t) cos pπ}
∂x l
Solution: Taking the finite Fourier sine transform (with l = 4) of both sides of the given
partial differential equation, we have
4 ∂U pπx 4 ∂2U pπx
∫0 ∂t
sin
4
dx =
∫0 2
∂x
sin
4
dx
~
dUs p2 π2 ~ pπ
or = − 2 Us+ [U (0 , t) − U (4, t) cos pπ] [See article 6.4 (b)
dt 4 4
~
where U s is finite Fourier sine transform of U]
~
dUs p2 π2 ~
or =− Us
dt 16
~ 2 2
whose solution is U s = Ae − p π t /16
. …(1)
Since U ( x, 0 ) = 2 x, where 0 < x < 4 , taking finite Fourier sine transforms, we have
~ 4 pπx
at t = 0 , U s =
∫0 2 x ⋅ sin 4
dx
4
4 pπx 4 4 pπx
= − 2 x ⋅ cos +2⋅ ⋅ sin
pπ 4 pπ pπ 4 0
T-162
Solution: Taking the finite Fourier cosine transform (with l = π) of both the sides of the
given equation, we have
π ∂V π ∂2V
∫0 ∂t
cos px dx = k
∫0 ∂x2
cos px dx
~
dV c ~
or = k [− p2 V c − {V x (0 , t) − V x (π, t) cos pπ}],
dt
~
where V c is finite Fourier cosine transform of V [See article 6.4 (b)]
~
dV c ~
or = − k p2 V c
dt
whose solution is
~ 2
V c = A e − kp t . …(1)
Now taking finite Fourier cosine transform of initial condition, we have
T-163
~ π
at t = 0, V c =
∫0 f ( y) cos py dy .
π
∴ from (1), A =
∫0 f ( x) cos px dx .
~ 2 π
Hence V c = e − kp t
∫0 f ( y) cos py dy .
π ∞ π
1 2 2
=
π ∫0 f ( y) dy +
π ∑= e−kp t cos px. ∫0 f ( y) cos py dy ⋅
p 1
∂U ∂2U
Example 10: Solve = 2 , 0 < x < 6, t > 0
∂t ∂x
subject to the conditions
1, 0 < x < 3
U (0 , t) = 0 , U (6, t) = 0 , U ( x, 0 ) =
0 , 3 < x < 6
and interpret physically. (Kanpur 2011)
Solution: Taking the finite Fourier sine transform (l = 6) of both the sides of the given
partial differential equation, we have
6 ∂U pπx 6 ∂2U pπx
∫0 ∂t
⋅ sin
6
dx =
∫0 ∂x 2
sin
6
dx
~
dUs p2 π2 ~ pπ
or = − 2 Us + [U (0 , t) − U (6, t) cos pπ]
dt 6 6
~
dUs p2 π2 ~
or =− U s,
dt 36
whose solution is
~ 2 2
U s = Ae − p π t /36
. …(1)
1, 0 < x < 3
Now at t = 0, U =
0 , 3 < x < 6.
~ 6 pπx
∴ at t = 0, U s =
∫0 U ⋅ sin 6
dx
3 pπx 6 pπx 6 pπ
=
∫0 1⋅ sin 6
dx +
∫3 0 ⋅ sin 6
dx =
pπ
1 − cos
2
.
T-164
6 pπ
∴ from (1), when t = 0 , 1 − cos = A.
pπ 2
~ 6 pπ − p2 π 2 t /36
Hence Us = 1 − cos e .
pπ 2
~
dUs ~
or = − p2 U s + p [U (0 , t) − U (π, t) cos pπ]
dt
~
dUs ~
or = − p2 U s + p [1 − 3 cos pπ]
dt
~
dUs ~
or + p2 U s = p (1 − 3 cos pπ) …(1)
dt
which is a linear diff. equation of first order.
p2 dt 2
I. F. = e ∫ = ep t .
∴ solution of (1) is
~ 2
p2 t
U s⋅ ep t
= A+
∫ p (1 − 3 cos pπ) e dt
(1 − 3 cos pπ) p2 t
= A+ e
p
T-165
~ 2 (1 − 3 cos pπ)
or U s = Ae − p t
+ ⋅ …(2)
p
Now when t = 0 , U = 1 .
Taking finite Fourier sine transform
~ π 1 ⋅ (1 − cos pπ)
Us =
∫0 1 ⋅ sin px dx =
p
⋅
π
x π cos px
= − cos px +
p 0 ∫0 p
dx
π π
=− cos pπ = (− 1)p + 1.
p p
∞
2 1 − (− 1)p
∴ 1=
π ∑ p
sin px
p =1
∞ ∞
2 π (− 1)p +1 (− 1)p +1
and x=
π ∑ p
sin px = 2 ∑ p
sin px.
p =1 p =1
∞ ∞
2 (1 − 3 cos pπ) 2 1 − 3 (− 1)p
∴
π ∑ p
sin px =
π ∑ p
sin px
p =1 p =1
T-166
∞ ∞
2 1 − (− 1)p 4 (− 1)p +1
=
π ∑ p
sin px +
π ∑ p
sin px
p =1 p =1
2
= 1+ x.
π
Hence from (3),
∞
4 cos pπ − p2 t 2x
U ( x, t) =
π ∑ p
e sin px + 1 +
π
⋅
p=
1
Example 12: Using finite Fourier transform, find the solution of the wave equation
∂2U ∂2U
=4 ,
∂t2 ∂x2
subject to the conditions
U (0 , t) = 0 , U (π, t) = 0 , U ( x, 0 ) = (0 ⋅1) sin x + (0 ⋅ 01) sin 4 x
and U t ( x, 0 ) = 0 for 0 < x < π, t > 0 . (Meerut 2007)
Solution: Taking the finite Fourier sine transform of both the sides of the given
equation, we have
π ∂2U π ∂2U
∫0 ∂t2
sin px dx = 4
∫0 ∂x2
sin px dx
~
d2 U s ~
or = − 4 p2 U s + 4 p [U (0 , t) − U (π, t) cos pπ]
dt2
~
d2 U s ~
or + 4 p2 U s = 0
dt2
whose solution is
~
U s = A cos 2 pt + B sin 2 pt. …(1)
2 π
=
π
(0 ⋅ 1)
∫0 sin x ⋅ sin x dx cos 2 t sin x
2 π
+
π
(0 ⋅ 01)
∫0 sin 4 x ⋅ sin 4 x dx cos 8 t sin 4 x
(Since the integrals in first summation are all zero if p ≠ 1
and the integrals in second summation are all zero if p ≠ 4)
or U ( x, t) = (0 ⋅ 1) cos 2 t sin x + (0 ⋅ 01) cos 8 t sin 4 x.
Comprehensive Exercise 1
∂U ∂2U
1. Solve = 2 , x > 0 , t > 0 subject to the conditions
∂t ∂x
1, 0 < x < 1
(i) U = 0 , when x = 0 , t > 0 (ii) U = when t = 0
0 , x ≥ 1
(iii) U ( x, t) is bounded.
2. If the function U ( x, y) is determined by the differential equation
∂U ∂2U
= for x ≥ 0, − ∞ < y < ∞ and U = f ( y) when x = 0,
∂x ∂ y2
1 ∞ ~ 2
f ( p) e − p x − ipydp
show that U ( x, y) =
2π − ∞ ∫
~
where f ( p) is the Fourier transform of f ( y).
[Hint: Replace k → 1, θ → U , t → x and x → y in Ex. 5]
T-168
A nswers 1
2 ∞1− cos p − p2 t
1. U ( x, t) =
π ∫0 p
e sin px dp
∞ cos pπ − 1 − p2 π 2 t /36
24 pπx
π2 ∑
3. V ( x, t) = 6 + e cos
p2 6
p =1
∞
(1 ⋅ 6) 1 3 (2 n − 1) πt (2 n − 1) πx
4. U ( x, t) =
π 3 ∑
n =1
(2 n − 1)3
cos
2
sin
2
∞
4V0 sinh (2 n + 1) y sin (2 n + 1) x
5. V ( x, y) =
π ∑
n=0
(2 n + 1) sinh (2 n + 1) π
∞
2g 1
6. U ( x, t) = 2 ∑ 3
[1 − (− 1)p ] (1 − cos pat) sin px .
πc p =1
p
¨
T-169
7
F ourier S eries
= bn π.
T-171
1 2π
∴ bn = ∫0 f ( x) sin nx dx. …(4)
π
By taking n = 1, 2 , … we get the values of b1, b2 , …… .
1
Note. To get similar formula of a0 , has been written with a0 in Fourier series.
2
∞
If we write the Fourier series as f ( x) = a0 + Σ [an cos nx + bn sin nx],
n =1
At the point of discontinuity, x = α, the Fourier series gives the value of f ( x) as the
arithmetic mean of left and right limits.
1
∴ At x = α, f ( x) = [ f (α − 0 ) + f (α + 0 ) ].
2
Comprehensive Exercise 1
A nswers
π 1 1 1 1 1
1. e x = − cos x − cos 2 x + cos 3 x − cos 4 x + ...
2 sinh π 2 2 2 10 17
1 2 3 4
+ sin x − sin 2 x + sin 3 x − sin 4 x +...
2 5 10 17
π 4 cos x cos 3 x sin x sin 3 x
2. f ( x) = − 2 + +... + 4 + +. ..
2 π 1 32 1 3
−2 π
1− e 1 1 1 1
3. e− x = + cos x + cos 2 x + cos 3 x +...
π 2 2 5 10
1 2 3
+ sin x + sin 2 x + sin 3 x + ...
2 5 10
1 2
4. f ( x) = 2 sin x − 2 sin 2 x + sin 3 x + … .
π 3
π x, 0 ≤ x ≤1
Example 4: Obtain Fourier Series for the function f ( x) =
π(2 − x), 1 ≤ x ≤ 2.
2
π 1 1 1
Deduce that = + + + ….
8 12 32 52
Solution: Here the function is defined in the interval (0 , 2). Let
a ∞
f ( x) = 0 + Σ (an cos n π x + bn sin nπx) . …(1)
2 n =1
1 2c
Then, we have a0 = f ( x) dx , where c = 1
c ∫0
1 2 1 2
f ( x) dx = πx dx + π (2 − x) dx
1 ∫0 ∫0 ∫1
=
1 2
x2 x2 π π
= π + π 2 x − = + = π;
2 0 2
1
2 2
1 2c nπ x 1 2
an = ∫ f ( x) cos dx = ∫ f ( x) cos nπ x dx
c 0 c 1 0
1 2
= ∫0 π x cos nπ x dx + ∫1 π (2 − x) cos nπ x dx
1 2
sin nπx cos nπx sin nπx cos nπx
= π x + 2
+ π − (2 − x) −
nπ (nπ) 0 nπ (nπ)2 1
Comprehensive Exercise 2
l l ∞1 2 nπx
1. Prove that − x = Σ sin , 0 < x < l.
2 π 1 n l
1 + 2 x , − 1 < x < 0
l
2. Obtain Fourier series of the function F ( x) =
2x
1− , 0 < x < l.
l
x + 1 for − 1 < x < 0 ,
3. Given f ( x) =
x − 1 for 0 < x < 1.
Expand f into a Fourier series on (− 1, 1).
4. Obtain the Fourier series expansion of the periodic function of period 1
1 + x, − 1 < x ≤ 0
f ( x) = 2 2
1 1
− x, 0 < x < .
2 2
0 , 0 < x < c
5. Given f ( x) = ; expand f ( x) in a Fourier series of period 2c.
1, c < x < 2 c
A nswers 2
8 1 πx 1 3 πx 1 5 πx
2. F ( x) = 2 2
cos + 2 cos + 2 cos + ...
π l l 3 l 5 l
2 1 1 1
3. f ( x) = − sin πx + sin 2 πx + sin 3 πx + …
π 1 2 3
1 2 cos 2 πx cos 6 πx cos 10 πx
4. f ( x) = + 2 + + +…
4 π 12 32 52
1 2 1 sin πx + 1 sin 3 πx + …
5. f ( x) = −
2 π 1 c 3 c
Example 6: Obtain Fourier’s series for the expansion of f ( x) = x sin x in the interval
− π < x < π. Hence deduce that
π −2 1 1 1
= − + − …⋅
4 1. 3 3 . 5 5 . 7
Solution: Here f ( x) = x sin x being an even function of x. The Fourier series is
∞
ƒ( x) = a0 + Σ an cos nx
n =1
T-180
1 π 2 ∞ π
ƒ( x) = ∫0 ƒ(u) du + Σ cos n x ∫0 ƒ(u) cos nu du,
π π n =1
2 (− 1)n 1 2 0 , n is even
=− 2 − 2 = 2
[ 1 − (− 1)n ] = 2
π n n πn 4 / πn , n is odd ⋅
π 4 cos x cos 3 x cos 5 x
∴ The required series is f ( x) = − + + + +...
2 π 12 32 52
Comprehensive Exercise 3
A nswers 3
8 cos x cos 3 x cos 5 x
1. f ( x) = + + +... .
π2 12 32 52
π2 ∞ cos nx π2
2. x2 = + 4 Σ (− 1)n ; ⋅
3 n =1 n2 12
π2 6 π2 6 π2 6
3. x3 = 2 − − + 3 sin x + − + 3 sin 2 x − − + 3 sin 3 x …
1 1 2 2 3 3
1 4 sin 2 x 6 sin 3 x
4. x cos x = − sin x + 2 − 2 +…
2 2 −1 3 −1
Again for the interval (0 , T ) the Half Range Fourier sine series is
πx 2 πx nπx
f ( x) = b1 sin + b2 sin + … + bn sin + …,
T T T
2 T nπx
where bn = f ( x) sin dx.
T ∫0 T
Thus when f ( x) is an odd function with period T , we have
∞ nπx 2 T nπx
f ( x) = Σ bn sin , where bn = ∫0 f ( x) sin dx.
n =1 T T T
In this case a0 = 0 = an .
Remark: While expanding a function in (0 , T ) as a series of sines or cosines, we only
see if it is an odd or even function of period 2T . It makes no matter if the function is
odd or even or neither.
2
2 nπt 4 nπt
+ (4 − 2 t) sin − (−2) − 2 2 cos
nπ 2 n π 2 1
4 nπ 8 nπ 8
= sin + 2 2 cos − 2 2
nπ 2 n π 2 n π
8 4 nπ 8 nπ
+ 0 − 2 2 cos nπ − sin + 2 2 cos
n π nπ 2 n π 2
8 nπ 8 8 8 cos nπ
= 2 2
cos − 2 2 − 2 2 cos nπ + 2 2
n π 2 n π n π n π 2
T-184
∴ a1 = − 8 / π2 , a2 = 0 , a3 = − 8 / 32 π2 , a4 = 0 , a5 = − 8 / 52 π2 , etc.
Hence, the required half-range Fourier series for f ( x) in (0, 2) is
8 cos πx /2 cos 3 πx /2 cos 5 πx /2
f ( x) = 1 − 2 + + +…
π 1 2
3 2
5 2
Comprehensive Exercise 4
x , for 0 ≤ x≤ π /2,
4. Given f ( x) =
π − x , for π / 2 ≤ x ≤ π.
Express this function by a sine series and also by a cosine series.
5. Develop sin ( πt / l ) in half range cosine series in the range 0 < t < l.
6. Expand f ( x) = e x in a cosine series over (0 , 1).
1 − x, if 0 < x < 1 ,
7. Expand f ( x) = 4 2
3 1
x − , if < x < 1.
4 2
A nswers 4
1 4 1 πx 1 3 πx 1 5 πx
1. f ( x) = + cos + 2 cos + 2 cos … ⋅
2 π2 12 l 3 l 5 l
− e − 1 e −1 − e −1
6. ex = e − 1+ 2 2 cos πx + 2
cos 2 πx + 2
cos 3 πx + …
π +1 4 π +1 9 π +1
1 4 1 4 1 − 4 sin 5 π x + …
7. f ( x) = − 2 sin π x + + sin 3 π x +
π π 3 π 32 π2 5 π 52 π2
∞ 1 π4 ∞ 1 π
(c) Σ 4
= . (d) Σ 6
= ⋅
n =1 n 90 n =1 n 945
Solution: Let f ( x) = x (π − x), 0 < x < π.
(a) The half range cosine series for f ( x) is
a ∞
f ( x) = 0 + Σ an cos nx.
2 n =1
π
2 π 2 πx2 x3 2 π3 π3 π2
Here a0 = ∫0 x (π − x) dx = − = − =
π π 2 3 π2 3 3
0
2 π
and an = ∫0 x (π − x) cos nx dx
π
π
2 sin nx − cos nx − sin nx
(πx − x2 )
= − (π − 2 x) + (− 2)
π n n2 n3 0
2 π (−1)n π 2 π
= 0 − 2
+ 0 − 2 = 2 [− (−1)n − 1]
π n n π n
−4 / n2 , when n is even
=
0 , when n is odd.
π2 cos 2 x cos 4 x cos 6 x
∴ x (π − x) = −4 + + +… ⋅
6 22 42
6 2
2 π 1 π4 1 1 1
or ∫0 (π2 x2 − 2 πx3 + x4 ) dx = + 16 4 + 4 + 4 + …
π 2 9 2 4 6
π
2 π2 x3 2 πx4 x5 π4 1 1 1
or − + = + 4 + 4 + 4 + …
π 3 4 5
18 1 2 3
0
2 x5 2 π5 π5 π4 1 1 1
or − + = + + + + …
π 3 4 5 18 14 24 34
π4 π4 ∞ 1 ∞ 1 π4
or = + Σ 4
or Σ 4
= ⋅
15 18 n =1 n n =1 n 90
∞
(b) The half range sine series for f ( x) is f ( x) = Σ bn sin nx .
n =1
2 π
Here bn = ∫0 x (π − x) sin nx dx
π
π
2 − cos nx − sin nx cos nx
= (πx − x2 ) − (π − 2 x) + (− 2)
π n n2 n3 0
8 , when n is odd
2 (−1)n 2 4 n
= − 2 3 + 3 = 3 [− (−1) + 1] = n3 π
π n n πn 0 , when n is even.
T-188
π2 64 1 1 1 π4 1 1 1
or = 2 6 + 6 + 6 + … or = 6 + 6 + 6 ⋅
15 π 1 3 5
960 1 3 5
1 1 1 1 1 1 1 1 1 1
Let S = 6 + 6 + 6 + 6 + … = 6 + 6 + 6 + … + 6 + 6 + 6 + …
1 2 3 4 1 3 5 2 4 6
4 4 4
π 1 1 1 π 1 1 1 1 π S
= + 6 + 6 + 6 + … = + 6 6 + 6 + 6 + … = + ⋅
960 2 4 6 960 2 1 2 3
960 64
S π4 63 S π4
∴ S− = or = ⋅
64 960 64 960
π4 64 π4 ∞ 1 π4
or S= × = or Σ 6
= ⋅
960 63 945 n =1 n 945
π2 1 π2 16 1
or − π2 0 − = + 2 1+ + …
3 3 2
π 81
2
2π π2 16 1 1
or − = 2 1 + 4 + 4 + …
3 2 π 3 5
π2 16 1 + 1 + 1 + … π4 1 1
or = 2 or = 1+ 4 + 4 + ….
6 π 34 54 96 3 5
This is the complex form of Fourier series and its coefficients are given by (3).
If the function is defined in the interval (− T , T ), then the coefficients are given by
1 T
cn = f ( x) e − i n πx /T dx. (n = 0 , ± 1, ± 2,...)
2T ∫ −T
The complex form of a Fourier series is especially useful in problems on electrical
circuits having periodic voltage.
Example 14: Obtain the complex form of the Fourier series of the function
0, − π≤ x≤0
f ( x) =
1, 0 ≤ x ≤ π.
Solution: The complex form of Fourier series for f ( x) is
∞
f ( x) = Σ c n e inπ x /T
.
n= − ∞
1 T 1 π
Here cn = ∫ −T f ( x) e − inπ x /T
dx = ∫−π f ( x) e − inx dx
2T 2π
1 0 π
0 . e − inx dx + 1 . e − inx dx
2 π ∫ − π ∫0
=
π
1 π − inx 1 e − inx 1
= ∫0 e dx = =− [e − inπ − 1]
2π 2 π − in 2 nπ i
0
1 , n is odd
1 1
=− [cos nπ − 1] = − [(−1)n − 1] = inπ
2 nπ i 2 nπ i 0 , n is even
1 T 1 π 1 π 1 1
and c0 =
2T ∫ −T
f ( x) dx =
2π ∫ −π
f ( x) dx =
2π ∫0
dx =
2π
[ x ]0π = 2 ⋅
1 1 e ix e 3 ix e 5 ix 1 e − ix e − 3 ix e − 5 ix
∴ f ( x) = + + + + … + + + + …
2 iπ 1 3 5 i π − 1 − 3 − 5
1 1 ix 1 1
= − (e − e
− ix
) + (e3 ix − e − 3 ix ) + (e5 ix − e −5 ix ) + … ⋅
2 iπ 3 5
Comprehensive Exercise 5
A nswers 5
4 4 4 4
1. 1= sin x + sin 3 x + sin 5 x + sin 7 x + …
π 3π 5π 7π
n2 ∞ 4 ∞ (− 1)n (1 − in π)
2. f ( x) = + Σ 2 (− 1)n cos nx 3. e − x = Σ sinh 1 ⋅ e inπx .
3 n =1 n n= − ∞ 1 + n2 π2
True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A function f ( x) is even if f (− x) = − f ( x).
2. A function f ( x) is odd if f (− x) = f ( x).
3. Most functions are neither even nor odd.
4. A function f ( x) can always be expressed as an arithmetic mean of an even and
1 1
odd function as f ( x) = [ f ( x) + f (− x)] + [ f ( x) − f (− x)].
2 2
5. For an even function f ( x), the graph of f ( x) is symmetric about x-axis.
6. If f ( x) = x2 in (− π, π) then the Fourier series of f ( x) contains only sine terms.
7. The period of f ( x) = sin 2 x is π.
8. For an odd function f ( x), the graph of f ( x) is symmetric about the origin.
A nswers
True or False
1. F 2. F 3. T 4. T 5. F
6. F 7. T 8. T